-----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, OIwFdvYswZvjkWE4lTB5K3J7yEQy5vYTFg5H9ll/MZHK48EZzAKWXF1NsUOjbvY3 m/HycKuSmBnZqHEIgtWDhw== 0001092307-02-000129.txt : 20021126 0001092307-02-000129.hdr.sgml : 20021126 20021126171306 ACCESSION NUMBER: 0001092307-02-000129 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021126 EFFECTIVENESS DATE: 20021126 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: 02841473 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 nov26.txt 13F AMENDMENT 3RD QTR 2002 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 2002 Check here if Amendment {x}; Amendment Number:2 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: Director Phone: 212-469-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York NOVEMBER 26, 2002 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: 14 Form 13F Information Table Entry Total: 16611 Form 13F Information Table Value Total: 143334710 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 Morgan Grenfell & Co, Ltd. 05 Deutsche Asset Management Limited 06 Deutsche Asset Management Investmentgesellshaft 07 Deutsche Asset Management Life and Pensions Limited 08 Deutsche Unit Trust Managers Limited 09 Deutsche Investment Trust Managers Limited 10 Deutsche Investment Management Americas Inc. 11 ROPRO US Holding, Inc. 12 Deutsche Asset Management Investment Services Limited 13 DB Capital Partners, Inc. 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 260 14276 SH SHARED 14276 D DAIMLERCHRYSLER AG ORD D1668R12 573 17123 SH SHARED 17123 D DAIMLERCHRYSLER AG ORD D1668R12 9 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 8345 249047 SH SHARED 02 248200 847 D ACE LTD ORD G0070K10 10762 363461 SH SHARED 363461 D ACE LTD ORD G0070K10 5201 175657 SH SHARED 02 165197 10460 D ACE LTD ORD G0070K10 1160 39190 SH SHARED 11 38990 200 D ACE LTD ORD G0070K10 4183 141301 SH SHR/OTHR 11 141301 D AMDOCS LTD ORD G0260210 630 98563 SH SHARED 98563 D AMDOCS LTD ORD G0260210 9308 1454400 SH SHARED 02 1450200 4200 D AMDOCS LTD ORD G0260210 18825 2941554 SH SHARED 11 2803054 138500 D ANNUITY AND LIFE RE HLDGS ORD G0391010 14 3495 SH SHARED 3495 D ANNUITY AND LIFE RE HLDGS ORD G0391010 243 58063 SH SHARED 02 57800 263 D APEX SILVER MINES LTD ORD G0407410 108 7800 SH SHARED 02 1300 6500 D ARCH CAP GROUP LTD ORD G0450A10 205 7373 SH SHARED 7373 D ARCH CAP GROUP LTD ORD G0450A10 2 100 SH SHARED 02 100 D ACCENTURE LTD BERMUDA CL A G1150G11 254 17819 SH SHARED 17819 D ACCENTURE LTD BERMUDA CL A G1150G11 337 23650 SH SHARED 02 22650 1000 D ACCENTURE LTD BERMUDA CL A G1150G11 34809 2437660 SH SHARED 11 2425460 12200 D ACCENTURE LTD BERMUDA CL A G1150G11 695 48735 SH SHR/OTHR 11 48735 D BUNGE LIMITED COM G1696210 165 6837 SH SHARED 6837 D BUNGE LIMITED COM G1696210 77 3200 SH SHARED 02 3200 D CHINADOTCOM CORP CL A G2108N10 31 15371 SH SHARED 15371 D CHINADOTCOM CORP CL A G2108N10 1 500 SH SHR/OTHR 01 500 D CHINADOTCOM CORP CL A G2108N10 0 418 SH SHARED 02 200 218 D COOPER INDS LTD CL A G2418210 4117 135674 SH SHARED 135674 D COOPER INDS LTD CL A G2418210 115 3800 SH SHR/OTHR 01 3800 D COOPER INDS LTD CL A G2418210 1957 64507 SH SHARED 02 64507 D COOPER INDS LTD CL A G2418210 2300 75813 SH SHARED 11 75625 188 D COOPER INDS LTD CL A G2418210 1658 54651 SH SHR/OTHR 11 54651 D ELAN PLC *W EXP 08/31/200 G2953916 6 44900 SH SHARED 44900 D XCELERA INC COM G3161110 3 8964 SH SHARED 8964 D XCELERA INC COM G3161110 1 4240 SH SHARED 02 4240 D EVEREST RE GROUP LTD COM G3223R10 120 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 991 18069 SH SHARED 18069 D EVEREST RE GROUP LTD COM G3223R10 137 2500 SH SHARED 01 2500 D EVEREST RE GROUP LTD COM G3223R10 3346 61000 SH SHARED 02 61000 D EVEREST RE GROUP LTD COM G3223R10 9573 174500 SH SHARED 11 126000 46000 2500 D EVEREST RE GROUP LTD COM G3223R10 1152 21000 SH SHR/OTHR 11 21000 D FOSTER WHEELER LTD SHS G3653510 0 100 SH SHR/OTHR 11 100 D FRESH DEL MONTE PRODUCE INC ORD G3673810 669 26167 SH SHARED 26167 D FRESH DEL MONTE PRODUCE INC ORD G3673810 1330 52000 SH SHARED 01 52000 D FRESH DEL MONTE PRODUCE INC ORD G3673810 50 1978 SH SHARED 02 1978 D FRESH DEL MONTE PRODUCE INC ORD G3673810 16700 652600 SH SHARED 11 652600 D FRESH DEL MONTE PRODUCE INC ORD G3673810 4401 172000 SH SHR/OTHR 11 172000 D FRONTLINE LTD ORD G3682E12 3 752 SH SHARED 752 D FRONTLINE LTD ORD G3682E12 65 16450 SH SHARED 02 10000 6450 D GARMIN LTD ORD G3726010 19 1046 SH SHARED 1046 D GARMIN LTD ORD G3726010 11 641 SH SHARED 02 641 D GARMIN LTD ORD G3726010 3313 178600 SH SHR/OTHR 11 178600 D GLOBALSANTAFE CORP SHS G3930E10 4272 191155 SH SHARED 191155 D GLOBALSANTAFE CORP SHS G3930E10 2065 92423 SH SHARED 02 91723 700 D GLOBALSANTAFE CORP SHS G3930E10 17 765 SH SHARED 11 765 D GLOBALSANTAFE CORP SHS G3930E10 374 16740 SH SHR/OTHR 11 16740 D GLOBAL SOURCES LTD ORD G3930010 0 95 SH SHARED 02 95 D HELEN OF TROY CORP LTD COM G4388N10 41 3674 SH SHARED 3674 D HELEN OF TROY CORP LTD COM G4388N10 109 9600 SH SHARED 02 9600 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 7832 227418 SH SHARED 227418 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3360 97589 SH SHARED 01 96600 989 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 579 16820 SH SHR/OTHR 01 1200 15620 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3059 88835 SH SHARED 02 87965 870 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 10451 303459 SH SHARED 11 243568 59891 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 6185 179599 SH SHR/OTHR 11 179599 D IPC HLDGS LTD ORD G4933P10 360 12273 SH SHARED 12273 D IPC HLDGS LTD ORD G4933P10 7 260 SH SHARED 02 260 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 607 51253 SH SHARED 51253 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 118 10000 SH SHR/OTHR 01 10000 D LORAL SPACE & COMMUNICATIONS COM G5646210 0 191 SH SHARED 191 D LORAL SPACE & COMMUNICATIONS COM G5646210 1 5500 SH SHR/OTHR 01 5500 D LORAL SPACE & COMMUNICATIONS COM G5646210 1 6000 SH SHARED 02 6000 D LORAL SPACE & COMMUNICATIONS COM G5646210 0 3100 SH SHARED 11 3100 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 195 12338 SH SHARED 12338 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 10 674 SH SHARED 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 10 674 SH SHR/OTHR 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 188 11910 SH SHARED 02 6200 5710 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1212 76500 SH SHARED 11 71700 4800 D NABORS INDUSTRIES LTD SHS G6359F10 6591 201266 SH SHARED 201266 D NABORS INDUSTRIES LTD SHS G6359F10 274 8375 SH SHARED 01 8375 D NABORS INDUSTRIES LTD SHS G6359F10 43 1339 SH SHR/OTHR 01 1339 D NABORS INDUSTRIES LTD SHS G6359F10 3473 106051 SH SHARED 02 102051 4000 D NABORS INDUSTRIES LTD SHS G6359F10 70315 2147048 SH SHARED 11 877948 1206600 62500 D NABORS INDUSTRIES LTD SHS G6359F10 2832 86477 SH SHR/OTHR 11 86477 D NOBLE CORPORATION SHS G6542210 7120 229692 SH SHARED 229692 D NOBLE CORPORATION SHS G6542210 16141 520690 SH SHARED 01 159690 361000 D NOBLE CORPORATION SHS G6542210 2533 81731 SH SHR/OTHR 01 29610 52121 D NOBLE CORPORATION SHS G6542210 4752 153318 SH SHARED 02 151958 1360 D NOBLE CORPORATION SHS G6542210 21280 686460 SH SHARED 11 484285 160800 41375 D NOBLE CORPORATION SHS G6542210 2517 81195 SH SHR/OTHR 11 81195 D NORDIC AMERICAN TANKER SHIPP COM G6577310 775 73000 SH SHARED 73000 D OPENTV CORP CL A G6754310 1 1450 SH SHARED 02 1450 D OPENTV CORP CL A G6754310 0 723 SH SHARED 11 723 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 5207 660900 SH SHARED 11 388600 8800 263500 D PARTNERRE LTD COM G6852T10 684 14201 SH SHARED 14201 D PARTNERRE LTD COM G6852T10 3 82 SH SHARED 02 82 D PARTNERRE LTD COM G6852T10 342 7100 SH SHARED 11 7100 D PARTNERRE LTD COM G6852T10 1715 35600 SH SHR/OTHR 11 35600 D RENAISSANCE RE HLDGS LTD COM G7496G10 45 1200 SH SHARED 1200 D RENAISSANCE RE HLDGS LTD COM G7496G10 659 17457 SH SHARED 17457 D RENAISSANCE RE HLDGS LTD COM G7496G10 34 900 SH SHR/OTHR 01 900 D RENAISSANCE RE HLDGS LTD COM G7496G10 1668 44155 SH SHARED 02 29756 14399 D RENAISSANCE RE HLDGS LTD COM G7496G10 6950 183915 SH SHARED 11 70650 100800 12465 D RENAISSANCE RE HLDGS LTD COM G7496G10 363 9610 SH SHR/OTHR 11 9610 D SCOTTISH ANNUITY & LIFE HLDG ORD G7885T10 17 1000 SH SHARED 02 1000 D STEWART W P & CO LTD COM G8492210 23 1375 SH SHARED 01 1375 D STEWART W P & CO LTD COM G8492210 39 2339 SH SHR/OTHR 01 2339 D STEWART W P & CO LTD COM G8492210 1 100 SH SHARED 02 100 D UTI WORLDWIDE INC ORD G8721010 64 3484 SH SHARED 3484 D HILFIGER TOMMY CORP ORD G8915Z10 2539 271578 SH SHARED 271578 D HILFIGER TOMMY CORP ORD G8915Z10 33 3557 SH SHARED 02 1146 2411 D HILFIGER TOMMY CORP ORD G8915Z10 4890 523100 SH SHARED 11 523100 D TRANSOCEAN INC ORD G9007810 34159 1642298 SH SHARED 1642298 D TRANSOCEAN INC ORD G9007810 257 12396 SH SHARED 01 9287 3109 D TRANSOCEAN INC ORD G9007810 408 19630 SH SHR/OTHR 01 14519 5111 D TRANSOCEAN INC ORD G9007810 4983 239604 SH SHARED 02 237291 2313 D TRANSOCEAN INC ORD G9007810 246 11855 SH SHARED 11 3212 8643 D TRANSOCEAN INC ORD G9007810 36868 1772512 SH SHR/OTHR 11 1772512 D TRENWICK GROUP LTD COM G9032C10 115 22120 SH SHARED 22120 D TRENWICK GROUP LTD COM G9032C10 70 13580 SH SHARED 02 13580 D WEATHERFORD INTERNATIONAL LT COM G9508910 1857 50008 SH SHARED 50008 D WEATHERFORD INTERNATIONAL LT COM G9508910 1645 44301 SH SHARED 02 43901 400 D WEATHERFORD INTERNATIONAL LT COM G9508910 51 1379 SH SHR/OTHR 11 1379 D WHITE MTNS INS GROUP LTD COM G9618E10 270 920 SH SHARED 02 920 D WHITE MTNS INS GROUP LTD COM G9618E10 590 2004 SH SHARED 11 700 1304 D WILLIS GROUP HOLDINGS LTD SHS G9665510 62 1854 SH SHARED 02 1854 D XOMA LTD ORD G9825R10 42 6705 SH SHARED 6705 D XOMA LTD ORD G9825R10 4 667 SH SHARED 02 667 D XOMA LTD ORD G9825R10 185 29600 SH SHARED 11 29600 D XOMA LTD ORD G9825R10 56 9000 SH SHR/OTHR 11 9000 D XL CAP LTD CL A G9825510 13432 182752 SH SHARED 182752 D XL CAP LTD CL A G9825510 36 500 SH SHR/OTHR 01 500 D XL CAP LTD CL A G9825510 5776 78593 SH SHARED 02 77618 975 D XL CAP LTD CL A G9825510 40677 553435 SH SHARED 11 154947 398488 D XL CAP LTD CL A G9825510 49740 676743 SH SHR/OTHR 11 676743 D ALCON INC COM SHS H0130110 600 15492 SH SHARED 15492 D ALCON INC COM SHS H0130110 27 700 SH SHARED 02 500 200 D ALCON INC COM SHS H0130110 5747 148315 SH SHARED 11 120300 28015 D ALCON INC COM SHS H0130110 1650 42600 SH SHR/OTHR 11 42600 D UBS AG NAMEN AKT H8920M85 84 2054 SH SHARED 02 2054 D UBS AG NAMEN AKT H8920M85 261 6385 SH SHARED 11 1975 4410 D ALVARION LTD SHS M0861T10 189 91000 SH SHARED 91000 D ALVARION LTD SHS M0861T10 153 73704 SH SHARED 02 73704 D ROBO GROUP TEK LTD SHS M2033010 1 2000 SH SHARED 01 2000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 260 18994 SH SHARED 18994 D CHECK POINT SOFTWARE TECH LT ORD M2246510 33 2404 SH SHARED 01 2404 D CHECK POINT SOFTWARE TECH LT ORD M2246510 22 1620 SH SHR/OTHR 01 1220 400 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1051 76524 SH SHARED 02 76324 200 D CHECK POINT SOFTWARE TECH LT ORD M2246510 23901 1739535 SH SHARED 11 1363579 232300 143656 D CHECK POINT SOFTWARE TECH LT ORD M2246510 3721 270850 SH SHR/OTHR 11 270850 D ELBIT SYS LTD ORD M3760D10 23 1503 SH SHARED 1503 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 154 16851 SH SHARED 16851 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 63 6900 SH SHARED 02 6900 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 13747 1500800 SH SHARED 11 974722 15778 510300 D JACADA LTD ORD M6184R10 3 2000 SH SHARED 02 2000 D LUMENIS LTD SHS M6778Q10 24 6178 SH SHARED 6178 D LUMENIS LTD SHS M6778Q10 13 3500 SH SHARED 02 3500 D MAGAL SECURITY SYS LTD ORD M6786D10 0 98 SH SHARED 02 98 D METALINK LTD ORD M6989710 0 240 SH SHARED 02 240 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 24 3841 SH SHARED 3841 D ORBOTECH LTD ORD M7525310 10 747 SH SHARED 02 747 D ORCKIT COMMUNICATIONS LTD COM M7531S10 0 1000 SH SHARED 02 1000 D RADWARE LTD ORD M8187310 0 9 SH SHARED 02 9 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 140 4164 SH SHARED 4164 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 155 4600 SH SHARED 02 1000 3600 D TTI TEAM TELECOM INTL LTD ORD M8825810 387 57103 SH SHARED 57103 D VERISITY LTD ORD M9738511 5 482 SH SHARED 482 D ASM INTL N V COM N0704510 104 11504 SH SHARED 11504 D ASM INTL N V COM N0704510 0 91 SH SHARED 02 91 D ASML HLDG NV N Y SHS N0705911 16249 2625172 SH SHARED 2625172 D ASML HLDG NV N Y SHS N0705911 30 5000 SH SHARED 01 5000 D ASML HLDG NV N Y SHS N0705911 2441 394457 SH SHARED 02 394457 D ASML HLDG NV N Y SHS N0705911 2785 450000 SH SHARED 04 450000 D ASML HLDG NV N Y SHS N0705911 5094 823048 SH SHARED 11 823048 D ASML HLDG NV N Y SHS N0705911 1023 165400 SH SHR/OTHR 11 165400 D CNH GLOBAL N V SHS N2093510 209 62066 SH SHARED 62066 D CNH GLOBAL N V SHS N2093510 10608 3138600 SH SHARED 02 3138300 300 D CORE LABORATORIES N V COM N2271710 180 19244 SH SHARED 19244 D CORE LABORATORIES N V COM N2271710 16 1800 SH SHARED 02 1800 D MADGE NETWORKS N V ORD SHS N5424G10 0 350 SH SHARED 11 350 D ORTHOFIX INTL N V COM N6748L10 154 5844 SH SHARED 5844 D QIAGEN N V ORD N7248210 101 22207 SH SHARED 22207 D QIAGEN N V ORD N7248210 32 7000 SH SHARED 01 7000 D QIAGEN N V ORD N7248210 3 800 SH SHARED 02 800 D QIAGEN N V ORD N7248210 13 3000 SH SHARED 05 3000 D BANCO LATINOAMERICANO DE EXP CL E P1699413 5 2900 SH SHARED 2900 D BANCO LATINOAMERICANO DE EXP CL E P1699413 0 20 SH SHARED 20 D KERZNER INTERNATIONAL LTD SHS P6065Y10 26 1131 SH SHARED 1131 D PANAMERICAN BEVERAGES INC CL A P7482310 518 54658 SH SHARED 54658 D PANAMERICAN BEVERAGES INC CL A P7482310 16 1721 SH SHR/OTHR 01 1721 D PANAMERICAN BEVERAGES INC CL A P7482310 0 91 SH SHARED 02 91 D PANAMERICAN BEVERAGES INC CL A P7482310 8555 902500 SH SHR/OTHR 11 902500 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 468 29418 SH SHARED 29418 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 4 300 SH SHARED 02 300 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 7 500 SH SHARED 11 500 D STELMAR SHIPPING LTD COM V8726M10 7 500 SH SHARED 02 500 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 19 3022 SH SHARED 3022 D FLEXTRONICS INTL LTD ORD Y2573F10 470 67480 SH SHARED 67480 D FLEXTRONICS INTL LTD ORD Y2573F10 20 2900 SH SHARED 01 2900 D FLEXTRONICS INTL LTD ORD Y2573F10 6 1000 SH SHR/OTHR 01 1000 D FLEXTRONICS INTL LTD ORD Y2573F10 1234 177010 SH SHARED 02 166234 10776 D FLEXTRONICS INTL LTD ORD Y2573F10 6 867 SH SHARED 11 867 D FLEXTRONICS INTL LTD ORD Y2573F10 23319 3344760 SH SHR/OTHR 11 3344760 D GENERAL MARITIME CORP SHS Y2692M10 3 500 SH SHARED 02 500 D OMI CORP NEW COM Y6476W10 86 26464 SH SHARED 26464 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 105 3700 SH SHARED 3700 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 56 1982 SH SHARED 1982 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 8 290 SH SHARED 02 290 D AAON INC COM PAR $0.004 00036020 12 755 SH SHARED 755 D AAON INC COM PAR $0.004 00036020 28 1700 SH SHARED 01 1700 D AAON INC COM PAR $0.004 00036020 90 5357 SH SHARED 02 5357 D AAR CORP COM 00036110 23 4842 SH SHARED 4842 D AAR CORP COM 00036110 198 41799 SH SHARED 01 41799 D AAR CORP COM 00036110 69 14624 SH SHARED 02 14624 D ABB LTD SPONSORED ADR 00037520 1 464 SH SHARED 464 D ABC BANCORP COM 00040010 8 700 SH SHARED 01 700 D ABC BANCORP COM 00040010 116 9075 SH SHARED 02 5600 3475 D A C MOORE ARTS & CRAFTS INC COM 00086T10 118 5594 SH SHARED 5594 D A C MOORE ARTS & CRAFTS INC COM 00086T10 107 5088 SH SHARED 01 5088 D A C MOORE ARTS & CRAFTS INC COM 00086T10 262 12400 SH SHARED 02 12400 D ACTV INC COM 00088E10 2 3300 SH SHARED 02 3300 D A D A M INC COM 00088U10 0 1000 SH SHARED 11 1000 D A D A M INC COM 00088U10 4 5500 SH SHR/OTHR 11 5500 D A D C TELECOMMUNICATIONS COM 00088610 1294 1125628 SH SHARED 1125628 D A D C TELECOMMUNICATIONS COM 00088610 3426 2979595 SH SHARED 01 2964445 15150 D A D C TELECOMMUNICATIONS COM 00088610 890 774742 SH SHARED 02 770422 4320 D A D C TELECOMMUNICATIONS COM 00088610 5 5046 SH SHARED 06 5046 D A D C TELECOMMUNICATIONS COM 00088610 8 7000 SH SHARED 07 7000 D A D C TELECOMMUNICATIONS COM 00088610 4 3500 SH SHARED 11 3500 D A D C TELECOMMUNICATIONS COM 00088610 490 426279 SH SHR/OTHR 11 426279 D ADE CORP MASS COM 00089C10 10 2467 SH SHARED 01 2467 D ADE CORP MASS COM 00089C10 22 5400 SH SHARED 02 5400 D ACM INCOME FUND INC COM 00091210 107 13007 SH SHARED 01 13007 D ACM GOVT OPPORTUNITY FD INC COM 00091810 5 600 SH SHARED 600 D ABN AMRO HLDG NV SPONSORED ADR 00093710 105 9475 SH SHARED 9475 D ABN AMRO HLDG NV SPONSORED ADR 00093710 761 68282 SH SHARED 02 68282 D ABN AMRO HLDG NV SPONSORED ADR 00093710 54 4913 SH SHARED 11 4913 D ACM MUN SECS INCOME FD INC COM 00094210 83 6700 SH SHARED 11 6700 D ABM INDS INC COM 00095710 51 3657 SH SHARED 3657 D ABM INDS INC COM 00095710 3090 219200 SH SHARED 01 219200 D ABM INDS INC COM 00095710 513 36398 SH SHARED 02 22598 13800 D ABM INDS INC COM 00095710 662 47000 SH SHARED 06 47000 D ABM INDS INC COM 00095710 25801 1829900 SH SHARED 11 1829900 D ABM INDS INC COM 00095710 11206 794800 SH SHR/OTHR 11 794800 D ABM INDS INC COM 00095710 81 5800 SH SHARED 13 5800 D AEP INDS INC COM 00103110 29 1100 SH SHARED 01 1100 D AEP INDS INC COM 00103110 59 2200 SH SHARED 02 2200 D AFC ENTERPRISES INC COM 00104Q10 90 4500 SH SHARED 01 4500 D AFC ENTERPRISES INC COM 00104Q10 1081 53573 SH SHARED 02 53573 D AFLAC INC COM 00105510 20421 665400 SH SHARED 664000 1400 D AFLAC INC COM 00105510 73345 2389880 SH SHARED 01 2330325 59555 D AFLAC INC COM 00105510 235 7689 SH SHR/OTHR 01 500 7189 D AFLAC INC COM 00105510 10264 334459 SH SHARED 02 304272 30187 D AFLAC INC COM 00105510 1227 40000 SH SHARED 04 40000 D AFLAC INC COM 00105510 214 6974 SH SHARED 06 6974 D AFLAC INC COM 00105510 217 7100 SH SHARED 07 7100 D AFLAC INC COM 00105510 19694 641711 SH SHARED 11 289975 351736 D AFLAC INC COM 00105510 12235 398667 SH SHR/OTHR 11 398667 D AGCO CORP COM 00108410 1251 53939 SH SHARED 53939 D AGCO CORP COM 00108410 3136 135200 SH SHARED 01 135200 D AGCO CORP COM 00108410 544 23459 SH SHARED 02 21359 2100 D AGL RES INC COM 00120410 313 14200 SH SHARED 14200 D AGL RES INC COM 00120410 3803 172183 SH SHARED 01 172183 D AGL RES INC COM 00120410 960 43500 SH SHARED 02 43500 D AHL SVCS INC COM 00129610 86 133200 SH SHARED 133200 D AES CORP COM 00130H10 1753 698500 SH SHARED 698500 D AES CORP COM 00130H10 5352 2132292 SH SHARED 01 2128942 3350 D AES CORP COM 00130H10 2087 831844 SH SHARED 02 804744 27100 D AES CORP COM 00130H10 27 10770 SH SHARED 06 10770 D AES CORP COM 00130H10 10 4000 SH SHARED 07 4000 D AES CORP COM 00130H10 32 13050 SH SHARED 11 11000 2050 D AES CORP COM 00130H10 751 299316 SH SHR/OTHR 11 299316 D AK STL HLDG CORP COM 00154710 414 56666 SH SHARED 56666 D AK STL HLDG CORP COM 00154710 406 55568 SH SHARED 01 55568 D AK STL HLDG CORP COM 00154710 212 29058 SH SHARED 02 29058 D AK STL HLDG CORP COM 00154710 365 50000 SH SHARED 04 50000 D AMB PROPERTY CORP COM 00163T10 100 3471 SH SHARED 3471 D AMB PROPERTY CORP COM 00163T10 1375 47601 SH SHARED 01 47601 D AMB PROPERTY CORP COM 00163T10 204 7090 SH SHARED 02 6940 150 D AMB PROPERTY CORP COM 00163T10 15 540 SH SHARED 11 540 D AMB PROPERTY CORP COM 00163T10 1451 50222 SH SHR/OTHR 11 50222 D AMB PROPERTY CORP COM 00163T10 77792 2691792 SH SHARED 12 2691792 D AMC ENTMT INC COM 00166910 220 29758 SH SHARED 01 29758 D AMC ENTMT INC COM 00166910 115 15600 SH SHARED 02 15600 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 134 6095 SH SHARED 6095 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 772 35000 SH SHARED 01 35000 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 180 8180 SH SHARED 02 8000 180 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 43 1990 SH SHARED 11 1990 D AMN HEALTHCARE SERVICES INC COM 00174410 17 945 SH SHARED 02 945 D AMN HEALTHCARE SERVICES INC COM 00174410 12 700 SH SHR/OTHR 11 700 D AMR CORP COM 00176510 64 15400 SH SHARED 15400 D AMR CORP COM 00176510 1167 279293 SH SHARED 279293 D AMR CORP COM 00176510 2383 570134 SH SHARED 01 569814 320 D AMR CORP COM 00176510 8 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 376 90054 SH SHARED 02 90054 D AMR CORP COM 00176510 622 148900 SH SHARED 03 148900 D AMR CORP COM 00176510 5 1429 SH SHARED 06 1429 D AMR CORP COM 00176510 4 960 SH SHARED 11 960 D AMR CORP COM 00176510 348 83369 SH SHR/OTHR 11 83369 D AOL TIME WARNER INC COM 00184A10 851 72805 SH SHARED 6200 66605 D AOL TIME WARNER INC COM 00184A10 103414 8838816 SH SHARED 7675820 1162996 D AOL TIME WARNER INC COM 00184A10 215662 18432708 SH SHARED 01 18295762 675 136271 D AOL TIME WARNER INC COM 00184A10 3394 290158 SH SHR/OTHR 01 165354 124804 D AOL TIME WARNER INC COM 00184A10 45735 3909050 SH SHARED 02 3784736 124314 D AOL TIME WARNER INC COM 00184A10 14892 1272850 SH SHARED 03 919210 353640 D AOL TIME WARNER INC COM 00184A10 21118 1805000 SH SHARED 04 1805000 D AOL TIME WARNER INC COM 00184A10 48422 4138703 SH SHARED 06 4138703 D AOL TIME WARNER INC COM 00184A10 7966 680934 SH SHARED 07 680934 D AOL TIME WARNER INC COM 00184A10 2370 202617 SH SHARED 08 202617 D AOL TIME WARNER INC COM 00184A10 1155 98800 SH SHARED 10 98800 D AOL TIME WARNER INC COM 00184A10 213481 18246276 SH SHARED 11 9302889 7899450 1043937 D AOL TIME WARNER INC COM 00184A10 66278 5664860 SH SHR/OTHR 11 5664860 D APAC CUSTOMER SERVICES INC COM 00185E10 23 8002 SH SHARED 01 8002 D APAC CUSTOMER SERVICES INC COM 00185E10 42 14700 SH SHARED 02 14700 D ATI TECHNOLOGIES INC COM 00194110 19 3983 SH SHARED 3983 D ATI TECHNOLOGIES INC COM 00194110 15 3200 SH SHARED 01 3200 D ATI TECHNOLOGIES INC COM 00194110 12 2454 SH SHR/OTHR 01 2454 D ATI TECHNOLOGIES INC COM 00194110 54 10991 SH SHARED 02 10991 D AT&T CORP COM 00195710 136 11400 SH SHARED 11400 D AT&T CORP COM 00195710 79047 6581803 SH SHARED 6228580 353223 D AT&T CORP COM 00195710 195219 16254733 SH SHARED 01 16138237 116496 D AT&T CORP COM 00195710 285 23742 SH SHR/OTHR 01 10835 12907 D AT&T CORP COM 00195710 31807 2648456 SH SHARED 02 2622820 25636 D AT&T CORP COM 00195710 4902 408236 SH SHARED 03 369957 38279 D AT&T CORP COM 00195710 33909 2823450 SH SHARED 04 2823450 D AT&T CORP COM 00195710 4286 356944 SH SHARED 06 356944 D AT&T CORP COM 00195710 2272 189215 SH SHARED 07 189215 D AT&T CORP COM 00195710 600 50031 SH SHARED 08 50031 D AT&T CORP COM 00195710 22634 1884665 SH SHARED 11 494623 1368700 21342 D AT&T CORP COM 00195710 34819 2899225 SH SHR/OTHR 11 2899225 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 379 211000 SH SHARED 211000 D ASA LTD COM 00205010 17 545 SH SHARED 02 45 500 D AT & T CDA INC DEPS RCPT CL B 00207Q20 6199 193300 SH SHARED 193300 D ATMI INC NOTE 5.250%11/1 00207RAC 15296 16000000 PRN SHARED 16000000 D ATMI INC COM 00207R10 1646 116800 SH SHARED 116800 D ATMI INC COM 00207R10 241 17106 SH SHARED 01 17106 D ATMI INC COM 00207R10 227 16128 SH SHARED 02 16128 D ATMI INC COM 00207R10 8773 622203 SH SHARED 11 387276 6927 228000 D ATS MED INC COM 00208310 0 100 SH SHARED 02 100 D AT&T WIRELESS SVCS INC COM 00209A10 11 2736 SH SHARED 2736 D AT&T WIRELESS SVCS INC COM 00209A10 32538 7897756 SH SHARED 7608075 289681 D AT&T WIRELESS SVCS INC COM 00209A10 42908 10414672 SH SHARED 01 10367063 47609 D AT&T WIRELESS SVCS INC COM 00209A10 152 37112 SH SHR/OTHR 01 31716 5396 D AT&T WIRELESS SVCS INC COM 00209A10 7893 1915944 SH SHARED 02 1887303 28641 D AT&T WIRELESS SVCS INC COM 00209A10 3343 811424 SH SHARED 03 477891 333533 D AT&T WIRELESS SVCS INC COM 00209A10 100288 24341860 SH SHARED 04 24341860 D AT&T WIRELESS SVCS INC COM 00209A10 23594 5726720 SH SHARED 06 5726720 D AT&T WIRELESS SVCS INC COM 00209A10 5138 1247202 SH SHARED 07 1247202 D AT&T WIRELESS SVCS INC COM 00209A10 1276 309804 SH SHARED 08 309804 D AT&T WIRELESS SVCS INC COM 00209A10 711 172700 SH SHARED 10 172700 D AT&T WIRELESS SVCS INC COM 00209A10 46517 11290761 SH SHARED 11 2071043 8677000 542718 D AT&T WIRELESS SVCS INC COM 00209A10 6442 1563740 SH SHR/OTHR 11 1563740 D ATA HOLDINGS CORP COM 00209H10 10 3100 SH SHARED 01 3100 D ATA HOLDINGS CORP COM 00209H10 5 1700 SH SHARED 02 1700 D AU OPTRONICS CORP SPONSORED ADR 00225510 4145 746900 SH SHARED 746900 D AU OPTRONICS CORP SPONSORED ADR 00225510 306 55200 SH SHARED 02 55200 D AU OPTRONICS CORP SPONSORED ADR 00225510 14541 2620000 SH SHARED 04 2620000 D AVI BIOPHARMA INC COM 00234610 0 100 SH SHARED 02 100 D AVX CORP NEW COM 00244410 142 16485 SH SHARED 16485 D AVX CORP NEW COM 00244410 133 15415 SH SHARED 01 15415 D AVX CORP NEW COM 00244410 231 26751 SH SHARED 02 26751 D AVX CORP NEW COM 00244410 590 68200 SH SHARED 11 68200 D AVX CORP NEW COM 00244410 30 3500 SH SHR/OTHR 11 3500 D AXT INC COM 00246W10 46 22533 SH SHARED 01 22533 D AXT INC COM 00246W10 22 10820 SH SHARED 02 10820 D AAIPHARMA INC COM 00252W10 45 3784 SH SHARED 3784 D AAIPHARMA INC COM 00252W10 2753 229600 SH SHARED 01 229600 D AAIPHARMA INC COM 00252W10 94 7856 SH SHARED 02 7856 D AAIPHARMA INC COM 00252W10 23 2000 SH SHARED 11 2000 D AASTROM BIOSCIENCES INC COM 00253U10 5 20000 SH SHARED 20000 D AASTROM BIOSCIENCES INC COM 00253U10 1 6000 SH SHARED 01 6000 D AARON RENTS INC COM 00253520 2125 92400 SH SHARED 01 92400 D AARON RENTS INC COM 00253520 221 9610 SH SHARED 02 8560 1050 D AARON RENTS INC CL A 00253530 4 200 SH SHARED 02 200 D ABBOTT LABS COM 00282410 151880 3759422 SH SHARED 3734732 24690 D ABBOTT LABS COM 00282410 300913 7448356 SH SHARED 01 7278409 27304 142643 D ABBOTT LABS COM 00282410 21258 526194 SH SHR/OTHR 01 299273 226921 D ABBOTT LABS COM 00282410 53510 1324509 SH SHARED 02 1235541 88968 D ABBOTT LABS COM 00282410 13665 338250 SH SHARED 03 221650 116600 D ABBOTT LABS COM 00282410 199450 4936900 SH SHARED 04 4936900 D ABBOTT LABS COM 00282410 15566 385297 SH SHARED 06 385297 D ABBOTT LABS COM 00282410 2970 73530 SH SHARED 07 73530 D ABBOTT LABS COM 00282410 2250 55700 SH SHARED 08 55700 D ABBOTT LABS COM 00282410 185087 4581367 SH SHARED 11 2195448 1035800 1350119 D ABBOTT LABS COM 00282410 59117 1463313 SH SHR/OTHR 11 1463313 D ABER DIAMOND CORP COM 00289310 17 1000 SH SHARED 11 1000 D ABERCROMBIE & FITCH CO CL A 00289620 3103 157796 SH SHARED 157796 D ABERCROMBIE & FITCH CO CL A 00289620 1364 69382 SH SHARED 01 69382 D ABERCROMBIE & FITCH CO CL A 00289620 774 39391 SH SHARED 02 39191 200 D ABERCROMBIE & FITCH CO CL A 00289620 1967 100000 SH SHARED 04 100000 D ABERCROMBIE & FITCH CO CL A 00289620 3794 192900 SH SHARED 11 192900 D ABERCROMBIE & FITCH CO CL A 00289620 302 15400 SH SHR/OTHR 11 15400 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 1787 392800 SH SHARED 392800 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 3 800 SH SHARED 01 800 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 45 10000 SH SHR/OTHR 01 10000 D ABERDEEN AUSTRALIA EQTY FD I COM 00301110 2024 370100 SH SHARED 370100 D ABERDEEN AUSTRALIA EQTY FD I COM 00301110 27 5000 SH SHR/OTHR 01 5000 D ABGENIX INC COM 00339B10 279 43050 SH SHARED 43050 D ABGENIX INC COM 00339B10 330 50950 SH SHARED 01 50950 D ABGENIX INC COM 00339B10 2 375 SH SHR/OTHR 01 375 D ABGENIX INC COM 00339B10 505 77958 SH SHARED 02 77958 D ABGENIX INC COM 00339B10 7944 1224100 SH SHARED 04 1224100 D ABGENIX INC COM 00339B10 8 1300 SH SHARED 11 1300 D ABGENIX INC COM 00339B10 25 4000 SH SHR/OTHR 11 4000 D ABIOMED INC COM 00365410 39 12034 SH SHARED 01 12034 D ABIOMED INC COM 00365410 23 7100 SH SHARED 02 7100 D ACACIA RESH CORP COM 00388110 29 7307 SH SHARED 7307 D ACACIA RESH CORP COM 00388110 38 9782 SH SHARED 01 9782 D ACACIA RESH CORP COM 00388110 44 11100 SH SHARED 02 11100 D ACACIA RESH CORP COM 00388110 34 8800 SH SHARED 04 8800 D ABITIBI-CONSOLIDATED INC COM 00392410 272 40215 SH SHARED 40215 D ABITIBI-CONSOLIDATED INC COM 00392410 30 4469 SH SHARED 02 4469 D ABITIBI-CONSOLIDATED INC COM 00392410 13 2066 SH SHARED 06 2066 D ACADIA RLTY TR COM SH BEN INT 00423910 35 4800 SH SHARED 4800 D ACADIA RLTY TR COM SH BEN INT 00423910 26 3600 SH SHARED 01 3600 D ACADIA RLTY TR COM SH BEN INT 00423910 56 7600 SH SHARED 02 7600 D ACAMBIS PLC SPONSORED ADR 00428610 332 8800 SH SHARED 02 8800 D ACAMBIS PLC SPONSORED ADR 00428610 283 7500 SH SHARED 05 7500 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 20 18692 SH SHARED 18692 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 83 75500 SH SHARED 01 75500 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 43 39400 SH SHARED 02 39400 D ACCREDO HEALTH INC COM 00437V10 171 3590 SH SHARED 3590 D ACCREDO HEALTH INC COM 00437V10 3184 66787 SH SHARED 01 66787 D ACCREDO HEALTH INC COM 00437V10 180 3780 SH SHARED 02 3780 D ACCREDO HEALTH INC COM 00437V10 808 16950 SH SHARED 06 16950 D ACCREDO HEALTH INC COM 00437V10 47297 991975 SH SHARED 11 812579 5196 174200 D ACCREDO HEALTH INC COM 00437V10 9566 200650 SH SHR/OTHR 11 200650 D ACCREDO HEALTH INC COM 00437V10 90 1900 SH SHARED 13 1900 D ACETO CORP COM 00444610 406 44400 SH SHARED 01 44400 D ACLARA BIOSCIENCES INC COM 00461P10 22 14900 SH SHARED 14900 D ACLARA BIOSCIENCES INC COM 00461P10 3 2566 SH SHARED 02 2566 D ACMAT CORP CL A 00461620 134 15700 SH SHARED 01 15700 D ACME COMMUNICATION INC COM 00463110 3 500 SH SHARED 01 500 D ACME COMMUNICATION INC COM 00463110 40 5200 SH SHARED 02 5200 D ACTIVISION INC NEW COM NEW 00493020 1209 50548 SH SHARED 50548 D ACTIVISION INC NEW COM NEW 00493020 2366 98900 SH SHARED 01 98900 D ACTIVISION INC NEW COM NEW 00493020 791 33071 SH SHARED 02 32601 470 D ACTIVISION INC NEW COM NEW 00493020 7777 325000 SH SHARED 04 325000 D ACTIVISION INC NEW COM NEW 00493020 430 18000 SH SHARED 06 18000 D ACTIVISION INC NEW COM NEW 00493020 30241 1263750 SH SHARED 11 1260750 3000 D ACTIVISION INC NEW COM NEW 00493020 5686 237650 SH SHR/OTHR 11 237650 D ACTIVISION INC NEW COM NEW 00493020 78 3300 SH SHARED 13 3300 D ACTION PERFORMANCE COS INC COM 00493310 196 7627 SH SHARED 7627 D ACTION PERFORMANCE COS INC COM 00493310 2058 80102 SH SHARED 01 80102 D ACTION PERFORMANCE COS INC COM 00493310 233 9095 SH SHARED 02 9095 D ACTEL CORP COM 00493410 366 35194 SH SHARED 35194 D ACTEL CORP COM 00493410 324 31168 SH SHARED 01 31168 D ACTEL CORP COM 00493410 124 11992 SH SHARED 02 11992 D ACTEL CORP COM 00493410 85 8200 SH SHARED 11 8200 D ACTERNA CORP COM 00503U10 16 40373 SH SHARED 40373 D ACTERNA CORP COM 00503U10 6 15100 SH SHARED 02 15100 D ACTIVE POWER INC COM 00504W10 17 13082 SH SHARED 13082 D ACTIVE POWER INC COM 00504W10 57 42700 SH SHARED 01 38500 4200 D ACTIVE POWER INC COM 00504W10 26 19500 SH SHARED 02 19500 D ACTIVE POWER INC COM 00504W10 75 56500 SH SHARED 04 56500 D ACTRADE FINL TECHNOLOGIES LT COM 00507P10 0 200 SH SHARED 200 D ACTRADE 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D ADAMS EXPRESS CO COM 00621210 5 553 SH SHARED 11 553 D ADAMS RES & ENERGY INC COM NEW 00635130 8 2000 SH SHARED 02 2000 D ADAPTEC INC COM 00651F10 393 89305 SH SHARED 01 59400 29905 D ADAPTEC INC COM 00651F10 43 9800 SH SHR/OTHR 01 9800 D ADAPTEC INC COM 00651F10 207 46942 SH SHARED 02 46942 D ADAPTEC INC COM 00651F10 225 51200 SH SHARED 11 51200 D ADECCO SA SPONSORED ADR 00675410 44 5455 SH SHARED 5455 D ADECCO SA SPONSORED ADR 00675410 207 25300 SH SHARED 02 25300 D ADMINISTAFF INC COM 00709410 6 1800 SH SHARED 1800 D ADMINISTAFF INC COM 00709410 41 10801 SH SHARED 10801 D ADMINISTAFF INC COM 00709410 62 16360 SH SHARED 01 16360 D ADMINISTAFF INC COM 00709410 42 11057 SH SHARED 02 11057 D ADOBE SYS INC COM 00724F10 10715 560996 SH SHARED 559684 1312 D ADOBE SYS INC COM 00724F10 18260 956070 SH SHARED 01 954070 2000 D ADOBE SYS INC COM 00724F10 85 4500 SH SHR/OTHR 01 4500 D ADOBE SYS INC COM 00724F10 3568 186837 SH SHARED 02 185237 1600 D ADOBE SYS INC COM 00724F10 179 9386 SH SHARED 06 9386 D ADOBE SYS INC COM 00724F10 40 2100 SH SHARED 07 2100 D ADOBE SYS INC COM 00724F10 3075 161005 SH SHARED 11 160655 350 D ADOBE SYS INC COM 00724F10 2468 129265 SH SHR/OTHR 11 129265 D ADOLOR CORP COM 00724X10 184 13152 SH SHARED 01 11652 1500 D ADOLOR CORP COM 00724X10 246 17600 SH SHARED 02 17600 D ADOLOR CORP COM 00724X10 30175 2152344 SH SHARED 04 2152344 D ADOLOR CORP COM 00724X10 393 28100 SH SHARED 06 28100 D ADOLOR CORP COM 00724X10 1919 136900 SH SHARED 07 136900 D ADOLOR CORP COM 00724X10 1089 77700 SH SHARED 11 65400 12300 D ADOLOR CORP COM 00724X10 433 30900 SH SHR/OTHR 11 30900 D ADTRAN INC COM 00738A10 2145 137500 SH SHARED 01 137500 D ADTRAN INC COM 00738A10 318 20440 SH SHARED 02 19940 500 D ADTRAN INC COM 00738A10 12 810 SH SHARED 07 810 D ADTRAN INC COM 00738A10 60 3890 SH SHARED 11 3890 D ADVANCED AUTO PARTS INC COM 00751Y10 2100 39819 SH SHARED 39819 D ADVANCED AUTO PARTS INC COM 00751Y10 158 3010 SH SHARED 01 3010 D ADVANCED AUTO PARTS INC COM 00751Y10 58 1100 SH SHARED 02 1100 D ADVANCED AUTO PARTS INC COM 00751Y10 4535 86000 SH SHARED 11 86000 D ADVANCED DIGITAL INFORMATION COM 00752510 224 46822 SH SHARED 01 46822 D ADVANCED DIGITAL INFORMATION COM 00752510 168 35200 SH SHARED 02 35200 D ADVANCED LTG TECHNOLOGIES COM 00753C10 75 189900 SH SHARED 189900 D ADVANCED MARKETING SVCS INC COM 00753T10 20 1488 SH SHARED 1488 D ADVANCED MARKETING SVCS INC COM 00753T10 104 7575 SH SHARED 01 7575 D ADVANCED MARKETING SVCS INC COM 00753T10 121 8776 SH SHARED 02 8776 D ADVANCED FIBRE COMMUNICATION COM 00754A10 181 13691 SH SHARED 13691 D ADVANCED FIBRE COMMUNICATION COM 00754A10 779 58716 SH SHARED 01 58716 D ADVANCED FIBRE COMMUNICATION COM 00754A10 511 38565 SH SHARED 02 38565 D ADVANCED FIBRE COMMUNICATION COM 00754A10 5643 425300 SH SHARED 11 425300 D ADVANCED FIBRE COMMUNICATION COM 00754A10 3752 282750 SH SHR/OTHR 11 282750 D ADVANCED TISSUE SCIENCES INC COM 00755F10 9 11910 SH SHARED 01 11910 D ADVANCED TISSUE SCIENCES INC COM 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ADVANCED POWER TECHNOLOGY IN COM 00761E10 12 3200 SH SHARED 02 3200 D ADVANTEST CORP SPONSORED ADR 00762U10 4 500 SH SHARED 500 D ADVANTEST CORP SPONSORED ADR 00762U10 4 500 SH SHARED 02 500 D ADVISORY BRD CO COM 00762W10 485 16376 SH SHARED 01 16376 D ADVISORY BRD CO COM 00762W10 122 4150 SH SHARED 02 4150 D ADVANCED MEDICAL OPTICS INC COM 00763M10 13 1383 SH SHARED 1383 D ADVANCED MEDICAL OPTICS INC COM 00763M10 359 37835 SH SHARED 01 37614 221 D ADVANCED MEDICAL OPTICS INC COM 00763M10 1 132 SH SHR/OTHR 01 132 D ADVANCED MEDICAL OPTICS INC COM 00763M10 21 2284 SH SHARED 02 2284 D ADVANCED MEDICAL OPTICS INC COM 00763M10 142 14999 SH SHARED 03 13111 1888 D ADVANCED MEDICAL OPTICS INC COM 00763M10 78 8257 SH SHARED 11 1267 6990 D ADVANCED MEDICAL OPTICS INC COM 00763M10 11 1210 SH SHR/OTHR 11 1210 D AEROFLEX INC COM 00776810 218 43448 SH SHARED 01 39948 3500 D AEROFLEX INC COM 00776810 206 40986 SH SHARED 02 40986 D AEROFLEX INC COM 00776810 14 2800 SH SHARED 11 2800 D AEROPOSTALE COM 00786510 36 2374 SH SHARED 2374 D AEROPOSTALE COM 00786510 323 21000 SH SHARED 01 21000 D AEROPOSTALE COM 00786510 124 8102 SH SHARED 02 7102 1000 D ADVANCEPCS COM 00790K10 2975 132048 SH SHARED 132048 D ADVANCEPCS COM 00790K10 1194 53000 SH SHARED 01 53000 D ADVANCEPCS COM 00790K10 929 41239 SH SHARED 02 41239 D ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE 1180 2000000 PRN SHARED 2000000 D ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE 1770 3000000 PRN SHARED 02 3000000 D ADVANCED MICRO DEVICES INC COM 00790310 3707 694212 SH SHARED 692112 2100 D ADVANCED MICRO DEVICES INC COM 00790310 7453 1395821 SH SHARED 01 1394421 1400 D ADVANCED MICRO DEVICES INC COM 00790310 9 1800 SH SHR/OTHR 01 1800 D ADVANCED MICRO DEVICES INC COM 00790310 6196 1160372 SH SHARED 02 1159972 400 D ADVANCED MICRO DEVICES INC COM 00790310 44 8350 SH SHARED 06 8350 D ADVANCED MICRO DEVICES INC COM 00790310 16 3000 SH SHARED 07 3000 D ADVANCED MICRO DEVICES INC COM 00790310 468 87820 SH SHARED 11 67820 20000 D ADVANCED MICRO DEVICES INC COM 00790310 980 183521 SH SHR/OTHR 11 183521 D AEGON N V ORD AMER REG 00792410 534 56728 SH SHARED 56728 D AEGON N V ORD AMER REG 00792410 179 18994 SH SHARED 01 18994 D AEGON N V ORD AMER REG 00792410 283 30031 SH SHR/OTHR 01 25349 4682 D AEGON N V ORD AMER REG 00792410 3171 336300 SH SHARED 02 325300 11000 D AEGON N V ORD AMER REG 00792410 523 55543 SH SHARED 11 17106 38437 D AEGON N V ORD AMER REG 00792410 321 34084 SH SHR/OTHR 11 34084 D ADVANTA CORP CL A 00794210 20 2087 SH SHARED 2087 D ADVANTA CORP CL A 00794210 43 4350 SH SHARED 01 4350 D ADVANTA CORP CL B 00794220 78 7620 SH SHARED 7620 D ADVANTA CORP CL B 00794220 89 8700 SH SHARED 01 8700 D ADVANTA CORP CL B 00794220 129 12500 SH SHARED 02 12500 D ADVANCED ENERGY INDS NOTE 5.000% 9/0 007973AC 939 1400000 PRN SHARED 1400000 D ADVANCED ENERGY INDS COM 00797310 124 13987 SH SHARED 13987 D ADVANCED ENERGY INDS COM 00797310 1145 128706 SH SHARED 01 128706 D ADVANCED ENERGY INDS COM 00797310 85 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AFFYMETRIX INC COM 00826T10 45520 2188500 SH SHARED 04 2188500 D AFFYMETRIX INC COM 00826T10 1946 93600 SH SHARED 07 93600 D AFFYMETRIX INC COM 00826T10 24 1200 SH SHARED 11 1200 D AFFYMETRIX INC COM 00826T10 187 9000 SH SHR/OTHR 11 9000 D AFTERMARKET TECHNOLOGY CORP COM 00831810 12 954 SH SHARED 954 D AFTERMARKET TECHNOLOGY CORP COM 00831810 15 1200 SH SHARED 01 1200 D AFTERMARKET TECHNOLOGY CORP COM 00831810 60 4673 SH SHARED 02 4673 D AGERE SYS INC CL A 00845V10 0 22 SH SHARED 10 12 D AGERE SYS INC CL A 00845V10 641 583564 SH SHARED 583272 292 D AGERE SYS INC CL A 00845V10 187 170496 SH SHARED 01 170482 14 D AGERE SYS INC CL A 00845V10 0 886 SH SHR/OTHR 01 473 413 D AGERE SYS INC CL A 00845V10 30 28113 SH SHARED 02 20165 7948 D AGERE SYS INC CL A 00845V10 588 534700 SH SHARED 05 534700 D AGERE SYS INC CL A 00845V10 22 20195 SH SHARED 06 20195 D AGERE SYS INC CL A 00845V10 16 14839 SH SHARED 07 14839 D AGERE SYS INC CL A 00845V10 44 40573 SH SHARED 11 39551 1022 D AGERE SYS INC CL A 00845V10 381 346698 SH SHR/OTHR 11 346698 D AGERE SYS INC CL B 00845V20 0 577 SH SHARED 264 313 D AGERE SYS INC CL B 00845V20 566 572590 SH SHARED 565257 7333 D AGERE SYS INC CL B 00845V20 1005 1015659 SH SHARED 01 1015267 392 D AGERE SYS INC CL B 00845V20 21 22048 SH SHR/OTHR 01 11774 10274 D AGERE SYS INC CL B 00845V20 7275 7349195 SH SHARED 02 7327098 22097 D AGERE SYS INC CL B 00845V20 40 41343 SH SHARED 06 41343 D AGERE SYS INC CL B 00845V20 76 77761 SH SHARED 07 77761 D AGERE SYS INC CL B 00845V20 1008 1018359 SH SHARED 11 992474 25885 D AGERE SYS INC CL B 00845V20 225 227369 SH SHR/OTHR 11 227369 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB 7397 9190000 PRN SHARED 9190000 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB 13282 16500000 PRN SHARED 01 16500000 D AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB 4 6000 PRN SHARED 02 6000 D AGILENT TECHNOLOGIES INC COM 00846U10 12968 993020 SH SHARED 992567 453 D AGILENT TECHNOLOGIES INC COM 00846U10 24591 1882928 SH SHARED 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SHARED 11 100 D AIRGAS INC COM 00936310 87 6700 SH SHARED 6700 D AIRGAS INC COM 00936310 1115 84938 SH SHARED 84938 D AIRGAS INC COM 00936310 2284 174000 SH SHARED 01 174000 D AIRGAS INC COM 00936310 800 60985 SH SHARED 02 60985 D AIRGAS INC COM 00936310 2 170 SH SHARED 11 170 D AIRGAS INC COM 00936310 7032 535600 SH SHR/OTHR 11 535600 D AIRGATE PCS INC COM 00936710 40 92857 SH SHARED 92857 D AIRGATE PCS INC COM 00936710 5 12300 SH SHARED 01 12300 D AIRGATE PCS INC COM 00936710 6 13800 SH SHARED 02 13800 D AIRNET COMMUNICATIONS CORP COM 00941P10 0 1000 SH SHARED 02 1000 D AIRTRAN HLDGS INC COM 00949P10 11 3545 SH SHARED 3545 D AIRTRAN HLDGS INC COM 00949P10 150 48374 SH SHARED 01 48374 D AIRTRAN HLDGS INC COM 00949P10 178 57418 SH SHARED 02 38918 18500 D AIRSPAN NETWORKS INC COM 00950H10 986 2241429 SH SHARED 2241429 D AIRSPAN NETWORKS INC COM 00950H10 0 400 SH SHARED 02 400 D AIRSPAN NETWORKS INC COM 00950H10 1 2574 SH SHARED 11 2574 D AKAMAI TECHNOLOGIES INC NOTE 5.500% 7/0 00971TAC 510 1500000 PRN SHARED 01 1500000 D AKAMAI TECHNOLOGIES INC COM 00971T10 10 12447 SH SHARED 12447 D AKAMAI TECHNOLOGIES INC COM 00971T10 289 348800 SH SHARED 01 348800 D AKAMAI TECHNOLOGIES INC COM 00971T10 46 56400 SH SHARED 02 56200 200 D AKSYS LTD COM 01019610 104 18592 SH SHARED 01 18592 D AKSYS LTD COM 01019610 80 14400 SH SHARED 02 14400 D AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 01019820 27 910 SH SHARED 910 D AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 01019820 175 5788 SH SHARED 02 5788 D AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 01019820 189 6252 SH SHARED 11 4752 1500 D AKZO NOBEL NV SPONSORED ADR 01019930 20 630 SH SHARED 630 D AKZO NOBEL NV SPONSORED ADR 01019930 448 13900 SH SHARED 01 9900 4000 D AKZO NOBEL NV SPONSORED ADR 01019930 32 1000 SH SHR/OTHR 01 1000 D AKZO NOBEL NV SPONSORED ADR 01019930 266 8248 SH SHARED 02 500 7748 D AKZO NOBEL NV SPONSORED ADR 01019930 2325 72000 SH SHARED 05 72000 D AKZO NOBEL NV SPONSORED ADR 01019930 497 15390 SH SHARED 11 9840 5550 D ALABAMA NATL 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259782 SH SHARED 02 257332 2450 D ALBERTSONS INC COM 01310410 10550 436700 SH SHARED 03 361000 75700 D ALBERTSONS INC COM 01310410 31907 1320693 SH SHARED 06 1320693 D ALBERTSONS INC COM 01310410 2443 101120 SH SHARED 07 101120 D ALBERTSONS INC COM 01310410 2718 112500 SH SHARED 08 112500 D ALBERTSONS INC COM 01310410 1534 63500 SH SHARED 10 63500 D ALBERTSONS INC COM 01310410 96139 3979280 SH SHARED 11 1360376 2513600 105304 D ALBERTSONS INC COM 01310410 5874 243132 SH SHR/OTHR 11 243132 D ALCAN INC COM 01371610 394 15994 SH SHARED 01 15994 D ALCAN INC COM 01371610 37 1530 SH SHR/OTHR 01 1530 D ALCAN INC COM 01371610 167 6768 SH SHARED 02 2368 4400 D ALCAN INC COM 01371610 25 1031 SH SHARED 06 1031 D ALCAN INC COM 01371610 1554 63000 SH SHARED 11 63000 D ALCATEL SPON ADR CL O 01373W10 0 300 SH SHARED 02 300 D ALCOA INC COM 01381710 386 20000 SH SHARED 20000 D ALCOA INC COM 01381710 60527 3136134 SH SHARED 3089626 46508 D ALCOA INC COM 01381710 66674 3454655 SH SHARED 01 3451163 3492 D ALCOA INC COM 01381710 721 37400 SH SHR/OTHR 01 19000 18400 D ALCOA INC COM 01381710 13043 675832 SH SHARED 02 668207 7625 D ALCOA INC COM 01381710 6142 318280 SH SHARED 03 283380 34900 D ALCOA INC COM 01381710 2758 142940 SH SHARED 04 142940 D ALCOA INC COM 01381710 79 4100 SH SHARED 05 4100 D ALCOA INC COM 01381710 625 32422 SH SHARED 06 32422 D ALCOA INC COM 01381710 330 17100 SH SHARED 07 17100 D ALCOA INC COM 01381710 33640 1743019 SH SHARED 11 1644092 98927 D ALCOA INC COM 01381710 9357 484831 SH SHR/OTHR 11 484831 D ALCATEL SPONSORED ADR 01390430 11 5124 SH SHARED 01 5124 D ALCATEL SPONSORED ADR 01390430 41 17759 SH SHARED 02 13996 3763 D ALCATEL SPONSORED ADR 01390430 58 25250 SH SHARED 11 12750 12500 D ALDERWOODS GROUP INC COM 01438310 101 15600 SH SHARED 01 15600 D ALDERWOODS GROUP INC COM 01438310 146 22600 SH SHARED 02 22600 D ALDILA INC COM NEW 01438420 16 10866 SH SHARED 10866 D ALEXANDER & BALDWIN INC COM 01448210 229 10325 SH SHARED 10325 D ALEXANDER & BALDWIN INC COM 01448210 751 33770 SH SHARED 01 33770 D ALEXANDER & BALDWIN INC COM 01448210 1127 50684 SH SHARED 02 33414 17270 D ALEXANDERS INC COM 01475210 18 300 SH SHARED 300 D ALEXANDERS INC COM 01475210 48 800 SH SHARED 01 800 D ALEXANDERS INC COM 01475210 61 1000 SH SHARED 02 1000 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 0 3 SH SHARED 3 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2438 57400 SH SHARED 01 57400 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 429 10100 SH SHARED 02 10100 D ALEXION PHARMACEUTICALS INC NOTE 5.750% 3/1 015351AB 4004 6500000 PRN SHARED 6500000 D ALEXION PHARMACEUTICALS INC COM 01535110 178 15413 SH SHARED 01 15413 D ALEXION PHARMACEUTICALS INC COM 01535110 2 200 SH SHR/OTHR 01 200 D ALEXION PHARMACEUTICALS INC COM 01535110 119 10300 SH SHARED 02 10300 D ALEXION PHARMACEUTICALS INC COM 01535110 7793 672400 SH SHARED 11 386301 7199 278900 D ALEXION PHARMACEUTICALS INC COM 01535110 1576 136000 SH SHR/OTHR 11 136000 D ALFA CORP COM 01538510 22 1837 SH SHARED 1837 D ALFA 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ALLEGHENY ENERGY INC COM 01736110 4364 333170 SH SHARED 333170 D ALLEGHENY ENERGY INC COM 01736110 6667 508967 SH SHARED 01 507715 1252 D ALLEGHENY ENERGY INC COM 01736110 18 1400 SH SHR/OTHR 01 1400 D ALLEGHENY ENERGY INC COM 01736110 1057 80734 SH SHARED 02 70493 10241 D ALLEGHENY ENERGY INC COM 01736110 131 10000 SH SHARED 05 10000 D ALLEGHENY ENERGY INC COM 01736110 13 1029 SH SHARED 06 1029 D ALLEGHENY ENERGY INC COM 01736110 112 8589 SH SHARED 07 8589 D ALLEGHENY ENERGY INC COM 01736110 9286 708929 SH SHARED 11 113529 594000 1400 D ALLEGHENY ENERGY INC COM 01736110 27072 2066594 SH SHR/OTHR 11 2066594 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 1041 150527 SH SHARED 150527 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 2949 426245 SH SHARED 01 426245 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 31 4550 SH SHR/OTHR 01 4550 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 367 53122 SH SHARED 02 47365 5757 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 282 40800 SH SHARED 06 40800 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 383 55400 SH SHARED 07 55400 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 7982 1153600 SH SHARED 11 1153600 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3483 503349 SH SHR/OTHR 11 503349 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 33 4800 SH SHARED 13 4800 D ALLEGIANCE TELECOM INC COM 01747T10 1 1455 SH SHARED 1455 D ALLEGIANCE TELECOM INC COM 01747T10 48 58900 SH SHARED 01 58900 D ALLEGIANCE TELECOM INC COM 01747T10 134 161600 SH SHARED 02 161600 D ALLEGIANT BANCORP INC COM 01747610 66 4100 SH SHARED 01 4100 D ALLEGIANT BANCORP INC COM 01747610 107 6600 SH SHARED 02 6600 D ALLEN TELECOM INC COM 01809110 70 13216 SH SHARED 13216 D ALLEN TELECOM INC COM 01809110 114 21350 SH SHARED 01 21350 D ALLEN TELECOM INC COM 01809110 84 15886 SH SHARED 02 15886 D ALLERGAN INC NOTE 11/0 018490AA 45575 71773000 PRN SHARED 71773000 D ALLERGAN INC NOTE 11/0 018490AA 198 312000 PRN SHARED 02 312000 D ALLERGAN INC COM 01849010 10692 196555 SH SHARED 196555 D ALLERGAN INC COM 01849010 28138 517255 SH SHARED 01 516255 1000 D ALLERGAN INC COM 01849010 32 600 SH SHR/OTHR 01 600 D ALLERGAN INC COM 01849010 4119 75724 SH SHARED 02 75624 100 D ALLERGAN INC COM 01849010 3672 67500 SH SHARED 03 59000 8500 D ALLERGAN INC COM 01849010 184 3384 SH SHARED 06 3384 D ALLERGAN INC COM 01849010 554 10200 SH SHARED 07 10200 D ALLERGAN INC COM 01849010 2779 51102 SH SHARED 11 7786 43316 D ALLERGAN INC COM 01849010 4516 83015 SH SHR/OTHR 11 83015 D ALLETE INC COM 01852210 592 27414 SH SHARED 27414 D ALLETE INC COM 01852210 1252 57967 SH SHARED 01 57967 D ALLETE INC COM 01852210 2058 95289 SH SHARED 02 95289 D ALLETE INC COM 01852210 1944 90000 SH SHARED 05 90000 D ALLETE INC COM 01852210 18 836 SH SHR/OTHR 11 836 D ALLIANCE CALIF MUN INCOME FD COM 01854610 179 12300 SH SHARED 02 12300 D ALLIANCE CALIF MUN INCOME FD COM 01854610 1141 78217 SH SHARED 11 78217 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 427 15404 SH SHARED 15404 D ALLIANCE CAP MGMT HLDG L P UNIT LTD 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SEMICONDUCTOR CORP COM 01877H10 62 16548 SH SHARED 02 16548 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 21 919 SH SHARED 919 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 1 72 SH SHARED 02 72 D ALLIANCE WORLD DLR GV FD II COM 01879R10 335 37400 SH SHARED 37400 D ALLIANCE WORLD DLR GV FD II COM 01879R10 8 1000 SH SHARED 01 1000 D ALLIANCE WORLD DLR GV FD II COM 01879R10 26 3000 SH SHARED 11 3000 D ALLIANCE WORLD DLR GV FD INC COM 01879610 101 11000 SH SHARED 11000 D ALLIANT ENERGY CORP COM 01880210 256 13300 SH SHARED 13300 D ALLIANT ENERGY CORP COM 01880210 1349 70117 SH SHARED 01 70117 D ALLIANT ENERGY CORP COM 01880210 554 28806 SH SHARED 02 26806 2000 D ALLIANT ENERGY CORP COM 01880210 1106 57500 SH SHARED 05 57500 D ALLIANT TECHSYSTEMS INC COM 01880410 235 3400 SH SHARED 3400 D ALLIANT TECHSYSTEMS INC COM 01880410 545 7872 SH SHARED 7872 D ALLIANT TECHSYSTEMS INC COM 01880410 1752 25303 SH SHARED 01 25303 D ALLIANT TECHSYSTEMS INC COM 01880410 268 3884 SH SHARED 02 3884 D ALLIANT TECHSYSTEMS INC COM 01880410 810 11700 SH SHARED 07 11700 D ALLIANT TECHSYSTEMS INC COM 01880410 218 3148 SH SHARED 11 1255 1893 D ALLIANT TECHSYSTEMS INC COM 01880410 1736 25074 SH SHR/OTHR 11 25074 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 29 3383 SH SHARED 3183 200 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 26 3125 SH SHARED 01 3125 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 82 9525 SH SHARED 11 9525 D ALLIED CAP CORP NEW COM 01903Q10 2212 101091 SH SHARED 101091 D ALLIED CAP CORP NEW COM 01903Q10 1108 50617 SH SHARED 01 50617 D ALLIED CAP CORP NEW COM 01903Q10 52 2379 SH SHR/OTHR 01 2379 D ALLIED CAP CORP NEW COM 01903Q10 264 12070 SH SHARED 02 11733 337 D ALLIED CAP CORP NEW COM 01903Q10 623 28500 SH SHARED 04 28500 D ALLIED CAP CORP NEW COM 01903Q10 13696 625700 SH SHARED 11 625700 D ALLIED CAP CORP NEW COM 01903Q10 2942 134400 SH SHR/OTHR 11 134400 D ALLIED DOMECQ PLC SPON ADR NEW 01912120 1305 50000 SH SHARED 05 50000 D ALLIED HLDGS INC COM 01922310 8 3500 SH SHARED 02 3500 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 19 817 SH SHARED 817 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 4 190 SH SHARED 02 190 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 285 11900 SH SHARED 11 4300 7600 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 728 30371 SH SHR/OTHR 11 30371 D ALLIED HEALTHCARE INTL INC COM 01923A10 0 1 SH SHARED 02 1 D ALLIED RESH CORP COM 01948310 190 9310 SH SHARED 9310 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 12151 1653285 SH SHARED 1653285 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 5211 709045 SH SHARED 01 709045 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 901 122594 SH SHARED 02 122594 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 27 3786 SH SHARED 07 3786 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 24218 3295031 SH SHR/OTHR 11 3295031 D ALLMERICA FINL CORP COM 01975410 1942 161864 SH SHARED 161864 D ALLMERICA FINL CORP COM 01975410 437 36483 SH SHARED 01 36483 D ALLMERICA FINL CORP COM 01975410 2644 220400 SH SHARED 02 219035 1365 D ALLOS THERAPEUTICS INC COM 01977710 58 6846 SH SHARED 6846 D ALLOS THERAPEUTICS INC COM 01977710 95 11232 SH SHARED 01 11232 D ALLOS THERAPEUTICS INC COM 01977710 111 13150 SH SHARED 02 13150 D ALLOS THERAPEUTICS INC COM 01977710 2968 350000 SH SHARED 04 350000 D ALLOS THERAPEUTICS INC COM 01977710 50 6000 SH SHR/OTHR 11 6000 D ALLOU HEALTH & BEAUTY CARE I CL A 01978210 12 3000 SH SHARED 02 3000 D ALLOY INC COM 01985510 47 5773 SH SHARED 5773 D ALLOY INC COM 01985510 1158 139400 SH SHARED 01 139400 D ALLOY INC COM 01985510 146 17600 SH SHARED 02 17600 D ALLOY INC COM 01985510 10738 1292200 SH SHARED 11 818100 14600 459500 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 19 6900 SH SHARED 01 6900 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 70 24500 SH SHARED 02 24500 D ALLSTATE CORP COM 02000210 707 19900 SH SHARED 19900 D ALLSTATE CORP COM 02000210 78207 2199935 SH SHARED 2199676 259 D ALLSTATE CORP COM 02000210 105176 2958561 SH SHARED 01 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CORP COM 02003910 56 1408 SH SHARED 07 1408 D ALLTEL CORP COM 02003910 33099 824804 SH SHARED 11 279033 545771 D ALLTEL CORP COM 02003910 58313 1453105 SH SHR/OTHR 11 1453105 D ALPHARMA INC NOTE 3.000% 6/0 020813AD 65 79000 PRN SHARED 02 79000 D ALPHARMA INC CL A 02081310 399 41641 SH SHARED 41641 D ALPHARMA INC CL A 02081310 2873 299340 SH SHARED 01 299340 D ALPHARMA INC CL A 02081310 160 16750 SH SHARED 02 16750 D ALPHARMA INC CL A 02081310 15 1600 SH SHARED 04 1600 D ALSTOM SPONSORED ADR 02124410 87 22411 SH SHARED 22411 D ALSTOM SPONSORED ADR 02124410 26 6800 SH SHARED 02 6800 D ALSTOM SPONSORED ADR 02124410 54 13880 SH SHARED 11 13880 D ALSTOM SPONSORED ADR 02124410 19 5022 SH SHR/OTHR 11 5022 D ALTERA CORP COM 02144110 13 1500 SH SHARED 1500 D ALTERA CORP COM 02144110 5060 583678 SH SHARED 583678 D ALTERA CORP COM 02144110 12315 1420451 SH SHARED 01 1402413 18038 D ALTERA CORP COM 02144110 44 5176 SH SHR/OTHR 01 4000 1176 D ALTERA CORP COM 02144110 2844 328139 SH SHARED 02 327439 700 D ALTERA CORP COM 02144110 27 3165 SH SHARED 06 3165 D ALTERA CORP COM 02144110 640 73900 SH SHARED 07 73900 D ALTERA CORP COM 02144110 6425 741120 SH SHARED 11 716000 25120 D ALTERA CORP COM 02144110 2100 242271 SH SHR/OTHR 11 242271 D ALTERRA HEALTHCARE CORP COM 02146C10 0 2000 SH SHARED 01 2000 D ALTIRIS INC COM 02148M10 35 3600 SH SHARED 01 3600 D ALTIRIS INC COM 02148M10 42 4250 SH SHARED 02 4250 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 2275 229800 SH SHARED 229800 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 1112 112400 SH SHR/OTHR 11 112400 D ALZA CORP SDCV 7/2 02261WAB 8635 11000000 PRN SHARED 11000000 D ALZA CORP SDCV 7/2 02261WAB 192 245000 PRN SHARED 02 245000 D ALZA CORP DEL NOTE 7/1 022615AC 12800 10000000 PRN SHARED 10000000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 324 500000 PRN SHARED 07 500000 D AMAZON COM INC COM 02313510 8148 511504 SH SHARED 508804 2700 D AMAZON COM INC COM 02313510 3436 215746 SH SHARED 01 215746 D AMAZON COM INC COM 02313510 1739 109221 SH SHARED 02 105371 3850 D AMAZON COM INC COM 02313510 1616 101500 SH SHARED 04 101500 D AMAZON COM INC COM 02313510 11 748 SH SHARED 06 748 D AMAZON COM INC COM 02313510 737 46300 SH SHARED 07 46300 D AMAZON COM INC COM 02313510 10497 658980 SH SHARED 11 655780 3200 D AMAZON COM INC COM 02313510 1037 65110 SH SHR/OTHR 11 65110 D AMBAC FINL GROUP INC COM 02313910 12803 237587 SH SHARED 237587 D AMBAC FINL GROUP INC COM 02313910 20544 381224 SH SHARED 01 378824 2400 D AMBAC FINL GROUP INC COM 02313910 29 555 SH SHR/OTHR 01 555 D AMBAC FINL GROUP INC COM 02313910 9507 176431 SH SHARED 02 176244 187 D AMBAC FINL GROUP INC COM 02313910 1077 20000 SH SHARED 04 20000 D AMBAC FINL GROUP INC COM 02313910 53952 1001160 SH SHARED 06 1001160 D AMBAC FINL GROUP INC COM 02313910 1361 25260 SH SHARED 07 25260 D AMBAC FINL GROUP INC COM 02313910 2333 43300 SH SHARED 08 43300 D AMBAC FINL GROUP INC COM 02313910 1261 23400 SH SHARED 10 23400 D AMBAC FINL GROUP INC COM 02313910 58134 1078761 SH SHARED 11 113248 921700 43813 D AMBAC FINL GROUP INC COM 02313910 3941 73141 SH SHR/OTHR 11 73141 D AMBASSADORS GROUP INC COM 02317710 39 2700 SH SHARED 01 2700 D AMBASSADORS GROUP INC COM 02317710 51 3502 SH SHARED 02 3502 D AMBASSADORS INTL INC COM 02317810 31 3900 SH SHARED 01 3900 D AMCOR LTD ADR NEW 02341R30 5 300 SH SHARED 02 300 D AMCOL INTL CORP COM 02341W10 53 9550 SH SHARED 01 9550 D AMCOL INTL CORP COM 02341W10 62 11200 SH SHARED 02 11200 D AMERADA HESS CORP COM 02355110 800 11800 SH SHARED 11800 D AMERADA HESS CORP COM 02355110 8186 120605 SH SHARED 120605 D AMERADA HESS CORP COM 02355110 21834 321662 SH SHARED 01 321362 300 D AMERADA HESS CORP COM 02355110 484 7138 SH SHR/OTHR 01 4472 2666 D AMERADA HESS CORP COM 02355110 3304 48677 SH SHARED 02 48677 D AMERADA HESS CORP COM 02355110 5023 74000 SH SHARED 04 74000 D AMERADA HESS CORP COM 02355110 61 910 SH SHARED 06 910 D AMERADA HESS CORP COM 02355110 118 1750 SH SHARED 07 1750 D AMERADA HESS CORP COM 02355110 1221 17990 SH SHARED 11 14940 3050 D AMERADA HESS CORP COM 02355110 3240 47739 SH SHR/OTHR 11 47739 D AMERCO COM 02358610 40 4000 SH SHARED 01 4000 D AMERCO COM 02358610 55 5500 SH SHARED 02 5500 D AMEREN CORP COM 02360810 29725 713702 SH SHARED 713702 D AMEREN CORP COM 02360810 27272 654811 SH SHARED 01 654811 D AMEREN CORP COM 02360810 3417 82042 SH SHARED 02 81842 200 D AMEREN CORP COM 02360810 2186 52500 SH SHARED 05 52500 D AMEREN CORP COM 02360810 118 2845 SH SHARED 06 2845 D AMEREN CORP COM 02360810 54 1300 SH SHARED 07 1300 D AMEREN CORP COM 02360810 2745 65909 SH SHARED 11 54428 11481 D AMEREN CORP COM 02360810 5567 133685 SH SHR/OTHR 11 133685 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 45489 89547000 PRN SHARED 89547000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 3048 6000000 PRN SHARED 01 6000000 D AMERICA ONLINE INC DEL NOTE 12/0 02364JAC 227 447000 PRN SHARED 02 447000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 12 1071 SH SHARED 1071 D AMERICA MOVIL S A DE C V SPON ADR 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AMERICAN AXLE & MFG HLDGS IN COM 02406110 195 7843 SH SHARED 7843 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 2174 87030 SH SHARED 01 87030 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 59 2394 SH SHARED 02 2394 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 52 2116 SH SHARED 07 2116 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 4336 173600 SH SHARED 11 173600 D AMERICAN CAPITAL STRATEGIES COM 02493710 340 18073 SH SHARED 18073 D AMERICAN CAPITAL STRATEGIES COM 02493710 3405 180748 SH SHARED 01 180748 D AMERICAN CAPITAL STRATEGIES COM 02493710 17 913 SH SHR/OTHR 01 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 449 23837 SH SHARED 02 23500 337 D AMERICAN DENTAL PARTNERS COM 02535310 279 30079 SH SHARED 02 79 30000 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 1302 107969 SH SHARED 107969 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 417 34600 SH SHARED 01 34600 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 273 22654 SH SHARED 02 22654 D AMERICAN ELEC PWR INC COM 02553710 12669 444389 SH SHARED 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33596 SH SHARED 06 33596 D AMERICAN EXPRESS CO COM 02581610 950 30480 SH SHARED 07 30480 D AMERICAN EXPRESS CO COM 02581610 542 17414 SH SHARED 08 17414 D AMERICAN EXPRESS CO COM 02581610 88444 2836584 SH SHARED 11 870459 1391700 574425 D AMERICAN EXPRESS CO COM 02581610 46137 1479711 SH SHR/OTHR 11 1479711 D AMERICAN FINL GROUP INC OHIO COM 02593210 263 11451 SH SHARED 11451 D AMERICAN FINL GROUP INC OHIO COM 02593210 733 31868 SH SHARED 01 31868 D AMERICAN FINL GROUP INC OHIO COM 02593210 383 16650 SH SHARED 02 16650 D AMERICAN FINL HLDGS INC COM 02607510 378 12439 SH SHARED 12439 D AMERICAN FINL HLDGS INC COM 02607510 2134 70187 SH SHARED 01 69512 675 D AMERICAN FINL HLDGS INC COM 02607510 15 500 SH SHR/OTHR 01 500 D AMERICAN FINL HLDGS INC COM 02607510 413 13595 SH SHARED 02 13595 D AMERICAN FINL HLDGS INC COM 02607510 240 7900 SH SHARED 06 7900 D AMERICAN FINL HLDGS INC COM 02607510 7024 231000 SH SHARED 11 231000 D AMERICAN FINL HLDGS INC COM 02607510 2481 81600 SH SHR/OTHR 11 81600 D AMERICAN FINL HLDGS INC COM 02607510 63 2100 SH SHARED 13 2100 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 2962 2000000 PRN SHARED 01 2000000 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 1636 1105000 PRN SHARED 02 1105000 D AMERICAN GREETINGS CORP CL A 02637510 1416 87974 SH SHARED 87974 D AMERICAN GREETINGS CORP CL A 02637510 4328 268858 SH SHARED 01 268858 D AMERICAN GREETINGS CORP CL A 02637510 629 39097 SH SHARED 02 37453 1644 D AMERICAN GREETINGS CORP CL A 02637510 716 44500 SH SHARED 07 44500 D AMERICAN GREETINGS CORP CL A 02637510 144 9000 SH SHARED 11 9000 D AMERICAN GREETINGS CORP CL A 02637510 650 40393 SH SHR/OTHR 11 40393 D AMERICAN HEALTHWAYS INC COM 02649V10 21 1300 SH SHARED 1300 D AMERICAN HEALTHWAYS INC COM 02649V10 1296 80200 SH SHARED 01 78700 1500 D AMERICAN HEALTHWAYS INC COM 02649V10 98 6100 SH SHARED 02 6100 D AMERICAN HOME MTG HLDGS INC COM 02660M10 172 15607 SH SHARED 15607 D AMERICAN HOME MTG HLDGS INC COM 02660M10 249 22600 SH SHARED 01 22600 D AMERICAN HOME MTG HLDGS INC COM 02660M10 87 7900 SH SHARED 02 7900 D AMERICAN INSD MTG INVS DEPOST UNIT LP 02686210 2 1300 SH SHARED 1300 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 17 20000 PRN SHARED 01 20000 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP 29700 47827000 PRN SHARED 47827000 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP 3105 5000000 PRN SHARED 02 5000000 D AMERICAN INTL GROUP INC COM 02687410 164 3000 SH SHARED 3000 D AMERICAN INTL GROUP INC COM 02687410 411865 7529532 SH SHARED 7229516 300016 D AMERICAN INTL GROUP INC COM 02687410 632252 11558550 SH SHARED 01 11001230 300 557020 D AMERICAN INTL GROUP INC COM 02687410 38117 696846 SH SHR/OTHR 01 389190 307656 D AMERICAN INTL GROUP INC COM 02687410 85667 1566125 SH SHARED 02 1460571 105554 D AMERICAN INTL GROUP INC COM 02687410 30053 549429 SH SHARED 03 483627 65802 D AMERICAN INTL GROUP INC COM 02687410 962 17600 SH SHARED 04 17600 D AMERICAN INTL GROUP INC COM 02687410 1641 30000 SH SHARED 05 30000 D AMERICAN INTL GROUP INC COM 02687410 48698 890289 SH SHARED 06 890289 D AMERICAN INTL GROUP INC COM 02687410 4451 81381 SH SHARED 07 81381 D AMERICAN INTL GROUP INC COM 02687410 11765 215091 SH SHARED 08 215091 D AMERICAN INTL GROUP INC COM 02687410 8786 160637 SH SHARED 09 160637 D AMERICAN INTL GROUP INC COM 02687410 1706 31200 SH SHARED 10 31200 D AMERICAN INTL GROUP INC COM 02687410 291158 5322827 SH SHARED 11 1708433 2014069 1600325 D AMERICAN INTL GROUP INC COM 02687410 193755 3542147 SH SHR/OTHR 11 3542147 D AMERICAN ITALIAN PASTA CO CL A 02707010 14 400 SH SHARED 400 D AMERICAN ITALIAN PASTA CO CL A 02707010 216 6060 SH SHARED 01 6060 D AMERICAN ITALIAN PASTA CO CL A 02707010 42 1200 SH SHR/OTHR 01 1200 D AMERICAN ITALIAN PASTA CO CL A 02707010 389 10910 SH SHARED 02 10910 D AMERICAN ITALIAN PASTA CO CL A 02707010 12 360 SH SHARED 11 360 D AMERICAN ITALIAN PASTA CO CL A 02707010 71 2000 SH SHR/OTHR 11 2000 D AMERICAN LD LEASE INC COM 02711810 8 600 SH SHARED 02 600 D AMERICAN MGMT SYS INC COM 02735210 57 4500 SH SHARED 4500 D AMERICAN MGMT SYS INC COM 02735210 8 668 SH SHARED 668 D AMERICAN MGMT SYS INC COM 02735210 472 37137 SH SHARED 01 37137 D AMERICAN MGMT SYS INC COM 02735210 322 25312 SH SHARED 02 25312 D AMERICAN MGMT SYS INC COM 02735210 17 1400 SH SHARED 11 1400 D AMERICAN MED SYS HLDGS INC COM 02744M10 308 14846 SH SHARED 14846 D AMERICAN MED SYS HLDGS INC COM 02744M10 1720 82900 SH SHARED 01 82900 D AMERICAN MED SYS HLDGS INC COM 02744M10 232 11200 SH SHARED 02 11200 D AMERICAN MED SYS HLDGS INC COM 02744M10 23283 1122100 SH SHARED 11 746795 11405 363900 D AMERICAN MED SEC GROUP INC COM 02744P10 249 17615 SH SHARED 17615 D AMERICAN MED SEC GROUP INC COM 02744P10 2844 201200 SH SHARED 01 201200 D AMERICAN MED SEC GROUP INC COM 02744P10 50 3600 SH SHARED 02 3600 D AMERICAN NATL FINL INC COM 02771710 292 23200 SH SHARED 02 5200 18000 D AMERICAN NATL BANKSHARES INC COM 02774510 13 500 SH SHARED 01 500 D AMERICAN NATL BANKSHARES INC COM 02774510 90 3300 SH SHARED 02 3300 D AMERICAN NATL INS CO COM 02859110 10 145 SH SHARED 145 D AMERICAN NATL INS CO COM 02859110 507 7352 SH SHARED 01 7352 D AMERICAN NATL INS CO COM 02859110 42 620 SH SHARED 02 620 D AMERICAN NATL INS CO COM 02859110 34 500 SH SHARED 11 500 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 76 4700 SH SHARED 01 4700 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 95 5842 SH SHARED 02 5842 D AMERICAN PHYSICIANS CAPITAL COM 02888410 10 651 SH SHARED 651 D AMERICAN PHYSICIANS CAPITAL COM 02888410 349 20700 SH SHARED 01 16500 4200 D AMERICAN PHYSICIANS CAPITAL COM 02888410 87 5200 SH SHARED 02 5200 D AMERICAN PWR CONVERSION CORP COM 02906610 2716 284165 SH SHARED 284165 D AMERICAN PWR CONVERSION CORP COM 02906610 8979 939264 SH SHARED 01 904475 34789 D AMERICAN PWR CONVERSION CORP COM 02906610 123 12960 SH SHR/OTHR 01 3000 9960 D AMERICAN PWR CONVERSION CORP COM 02906610 1038 108618 SH SHARED 02 107818 800 D AMERICAN PWR CONVERSION CORP COM 02906610 14 1500 SH SHARED 06 1500 D AMERICAN PWR CONVERSION CORP COM 02906610 26 2800 SH SHARED 07 2800 D AMERICAN PWR CONVERSION CORP COM 02906610 1083 113300 SH SHARED 11 113300 D AMERICAN PWR CONVERSION CORP COM 02906610 1135 118808 SH SHR/OTHR 11 118808 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 3282 362700 SH SHARED 362700 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 1 161 SH SHARED 01 161 D AMERICAN RLTY INVS INC COM 02917410 142 14400 SH SHARED 14400 D AMERICAN SCIENCE & ENGR INC COM 02942910 90 9517 SH SHARED 9517 D AMERICAN SELECT PORTFOLIO IN COM 02957010 116 8700 SH SHARED 8700 D AMERICAN SOFTWARE INC CL A 02968310 5 2000 SH SHARED 2000 D AMERICAN STD COS INC DEL COM 02971210 5883 92477 SH SHARED 92477 D AMERICAN STD COS INC DEL COM 02971210 23825 374499 SH SHARED 01 374499 D AMERICAN STD COS INC DEL COM 02971210 2616 41124 SH SHARED 02 41124 D AMERICAN STD COS INC DEL COM 02971210 41 651 SH SHARED 06 651 D AMERICAN STD COS INC DEL COM 02971210 15478 243290 SH SHR/OTHR 11 243290 D AMERICAN STS WTR CO COM 02989910 105 4006 SH SHARED 4006 D AMERICAN STS WTR CO COM 02989910 167 6400 SH SHARED 01 6400 D AMERICAN STS WTR CO COM 02989910 230 8788 SH SHARED 02 8788 D AMERICAN TOWER CORP NOTE 6.250%10/1 029912AB 1350 3000000 PRN SHARED 3000000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 7391 18250000 PRN SHARED 18250000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 6 15000 PRN SHARED 02 15000 D AMERICAN TOWER CORP CL A 02991220 9 5692 SH SHARED 5692 D AMERICAN TOWER CORP CL A 02991220 210 132450 SH SHARED 01 132450 D AMERICAN TOWER CORP CL A 02991220 846 532400 SH SHARED 02 278211 254189 D AMERICAN TOWER CORP CL A 02991220 5 3300 SH SHARED 11 3100 200 D AMERICAN STRATEGIC INCOME II COM 03009T10 195 16000 SH SHARED 16000 D AMERICAN STRATEGIC INCM PTFL COM 03009810 24 2000 SH SHARED 2000 D AMERN STRATEGIC INCOME PTFL COM 03009910 182 14100 SH SHARED 14100 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 39 14483 SH SHARED 01 14483 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 32 12200 SH SHARED 02 12200 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 103 38400 SH SHARED 04 38400 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 27 10000 SH SHARED 11 10000 D AMERICAN TECHNICNAL CERAMICS COM 03013710 14 3825 SH SHARED 3825 D AMERICAN TECHNICNAL CERAMICS COM 03013710 1 300 SH SHARED 01 300 D AMERICAN TECHNICNAL CERAMICS COM 03013710 0 62 SH SHARED 02 62 D AMERICAN WTR WKS INC COM 03041110 217287 4865364 SH SHARED 4865364 D AMERICAN WTR WKS INC COM 03041110 9772 218822 SH SHARED 01 218822 D AMERICAN WTR WKS INC COM 03041110 446 10000 SH SHR/OTHR 01 10000 D AMERICAN WTR WKS INC COM 03041110 1249 27971 SH SHARED 02 27971 D AMERICAN WTR WKS INC COM 03041110 71 1600 SH SHARED 11 1600 D AMERICAN WTR WKS INC COM 03041110 22 500 SH SHR/OTHR 11 500 D AMERICAN WOODMARK CORP COM 03050610 190 3757 SH SHARED 3757 D AMERICAN WOODMARK CORP COM 03050610 2684 52900 SH SHARED 01 52900 D AMERICAN WOODMARK CORP COM 03050610 206 4078 SH SHARED 02 3116 962 D AMERICAN WOODMARK CORP COM 03050610 59 1170 SH SHARED 11 1170 D AMERICREDIT CORP COM 03060R10 30 3800 SH SHARED 3800 D AMERICREDIT CORP COM 03060R10 10 1249 SH SHARED 1249 D AMERICREDIT CORP COM 03060R10 670 83100 SH SHARED 01 83100 D AMERICREDIT CORP COM 03060R10 1707 211552 SH SHARED 02 211552 D AMERICREDIT CORP COM 03060R10 338 41900 SH SHARED 06 41900 D AMERICREDIT CORP COM 03060R10 7523 932300 SH SHARED 11 932300 D AMERICREDIT CORP COM 03060R10 8011 992700 SH SHR/OTHR 11 992700 D AMERICREDIT CORP COM 03060R10 17 2200 SH SHARED 13 2200 D AMERIGON INC COM 03070L30 0 81 SH SHARED 02 81 D AMERISTAR CASINOS INC COM 03070Q10 591 31201 SH SHARED 31201 D AMERISTAR CASINOS INC COM 03070Q10 511 27000 SH SHARED 01 27000 D AMERISTAR CASINOS INC COM 03070Q10 135 7137 SH SHARED 02 7137 D AMERIPATH INC COM 03071D10 172 11600 SH SHARED 01 11600 D AMERIPATH INC COM 03071D10 261 17551 SH SHARED 02 17551 D AMERIVEST PPTYS INC DEL COM 03071L10 8 1500 SH SHARED 02 1500 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 3552 2305000 PRN SHARED 2305000 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 1541 1000000 PRN SHARED 01 1000000 D AMERON INTL INC COM 03071010 73 1503 SH SHARED 1503 D AMERON INTL INC COM 03071010 59 1200 SH SHARED 01 1200 D AMERON INTL INC COM 03071010 108 2200 SH SHARED 02 2000 200 D AMERON INTL INC COM 03071010 39 800 SH SHR/OTHR 11 800 D AMERSHAM PLC SPONSORED ADR 03071910 341 8124 SH SHARED 8124 D AMERUS GROUP CO COM 03072M10 31 1100 SH SHARED 1100 D AMERUS GROUP CO COM 03072M10 440 15516 SH SHARED 15516 D AMERUS GROUP CO COM 03072M10 1231 43434 SH SHARED 01 43434 D AMERUS GROUP CO COM 03072M10 379 13382 SH SHARED 02 13382 D AMERUS GROUP CO COM 03072M10 10986 387400 SH SHARED 11 387400 D AMERISOURCEBERGEN CORP COM 03073E10 16792 235118 SH SHARED 235118 D AMERISOURCEBERGEN CORP COM 03073E10 27249 381542 SH SHARED 01 381542 D AMERISOURCEBERGEN CORP COM 03073E10 4193 58709 SH SHARED 02 58709 D AMERISOURCEBERGEN CORP COM 03073E10 92 1300 SH SHARED 06 1300 D AMERISOURCEBERGEN CORP COM 03073E10 8963 125500 SH SHARED 11 109050 15750 700 D AMERISOURCEBERGEN CORP COM 03073E10 6715 94034 SH SHR/OTHR 11 94034 D AMERIGROUP CORP COM 03073T10 114 3418 SH SHARED 3418 D AMERIGROUP CORP COM 03073T10 2606 77700 SH SHARED 01 77700 D AMERIGROUP CORP COM 03073T10 1053 31400 SH SHARED 02 31400 D AMERITRADE HLDG CORP NEW COM 03074K10 83408 22361482 SH SHARED 22361482 D AMERITRADE HLDG CORP NEW COM 03074K10 59 16000 SH SHARED 16000 D AMERITRADE HLDG CORP NEW COM 03074K10 192 51550 SH SHARED 01 51550 D AMERITRADE HLDG CORP NEW COM 03074K10 1011 271233 SH SHARED 02 271233 D AMERITRADE HLDG CORP NEW COM 03074K10 746 200000 SH SHARED 04 200000 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 1 86 SH SHARED 86 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 159 6900 SH SHARED 02 2000 4900 D AMETEK INC NEW COM 03110010 237 8160 SH SHARED 8160 D AMETEK INC NEW COM 03110010 953 32750 SH SHARED 01 32750 D AMETEK INC NEW COM 03110010 771 26500 SH SHARED 02 25900 600 D AMETEK INC NEW COM 03110010 7 270 SH SHARED 11 270 D AMETEK INC NEW COM 03110010 29 1000 SH SHR/OTHR 11 1000 D AMGEN INC NOTE 3/0 031162AE 104924149252000 PRN SHARED 149252000 D AMGEN INC NOTE 3/0 031162AE 4068 5787000 PRN SHARED 02 5787000 D AMGEN INC COM 03116210 143508 3441446 SH SHARED 3411119 30327 D AMGEN INC COM 03116210 231600 5553971 SH SHARED 01 5317385 236586 D AMGEN INC COM 03116210 4308 103317 SH SHR/OTHR 01 53485 49832 D AMGEN INC COM 03116210 42972 1030509 SH SHARED 02 965926 64583 D AMGEN INC COM 03116210 596 14300 SH SHARED 03 14300 D AMGEN INC COM 03116210 100115 2400850 SH SHARED 04 2400850 D AMGEN INC COM 03116210 1971 47283 SH SHARED 06 47283 D AMGEN INC COM 03116210 9277 222476 SH SHARED 07 222476 D AMGEN INC COM 03116210 700 16800 SH SHARED 08 16800 D AMGEN INC COM 03116210 52839 1267133 SH SHARED 11 926789 240000 100344 D AMGEN INC COM 03116210 72699 1743402 SH SHR/OTHR 11 1743402 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 7 25000 PRN SHARED 02 25000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 5 15000 PRN SHARED 02 15000 D AMKOR TECHNOLOGY INC COM 03165210 38 16033 SH SHARED 16033 D AMKOR TECHNOLOGY INC COM 03165210 121 50901 SH SHARED 01 50901 D AMKOR TECHNOLOGY INC COM 03165210 35 15088 SH SHARED 02 11753 3335 D AMPAL AMERN ISRAEL CORP CL A 03201510 60 22100 SH SHARED 22100 D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 03201530 3 396 SH SHARED 01 396 D AMPHENOL CORP NEW CL A 03209510 596 19241 SH SHARED 19241 D AMPHENOL CORP NEW CL A 03209510 4288 138350 SH SHARED 01 136300 2050 D AMPHENOL CORP NEW CL A 03209510 163 5285 SH SHR/OTHR 01 5285 D AMPHENOL CORP NEW CL A 03209510 50 1628 SH SHARED 02 1628 D AMPHENOL CORP NEW CL A 03209510 12480 402600 SH SHARED 11 402600 D AMPHENOL CORP NEW CL A 03209510 24 800 SH SHR/OTHR 11 800 D AMREP CORP NEW COM 03215910 535 65600 SH SHARED 01 65600 D AMSOUTH BANCORPORATION COM 03216510 12849 619573 SH SHARED 619573 D AMSOUTH BANCORPORATION COM 03216510 29193 1407612 SH SHARED 01 1407612 D AMSOUTH BANCORPORATION COM 03216510 5215 251459 SH SHARED 02 251459 D AMSOUTH BANCORPORATION COM 03216510 4604 222000 SH SHARED 04 222000 D AMSOUTH BANCORPORATION COM 03216510 156939 7567000 SH SHARED 05 7567000 D AMSOUTH BANCORPORATION COM 03216510 73 3548 SH SHARED 06 3548 D AMSOUTH BANCORPORATION COM 03216510 52574 2534909 SH SHARED 11 2391303 143606 D AMSOUTH BANCORPORATION COM 03216510 4520 217949 SH SHR/OTHR 11 217949 D AMSURG CORP COM 03232P40 198 6595 SH SHARED 6595 D AMSURG CORP COM 03232P40 1821 60386 SH SHARED 01 60386 D AMSURG CORP COM 03232P40 349 11600 SH SHARED 02 11600 D AMTECH SYS INC COM PAR $0.01N 03233250 6 2000 SH SHARED 02 2000 D AMYLIN PHARMACEUTICALS INC COM 03234610 2 160 SH SHARED 160 D AMYLIN PHARMACEUTICALS INC COM 03234610 3721 223907 SH SHARED 01 223907 D AMYLIN PHARMACEUTICALS INC COM 03234610 629 37856 SH SHARED 02 37856 D AMYLIN PHARMACEUTICALS INC COM 03234610 14828 892200 SH SHARED 04 892200 D AMYLIN PHARMACEUTICALS INC COM 03234610 2431 146300 SH SHARED 11 124900 21400 D AMYLIN PHARMACEUTICALS INC COM 03234610 674 40600 SH SHR/OTHR 11 40600 D AMVESCAP PLC SPONSORED ADR 03235E10 110 11365 SH SHARED 11365 D ANADARKO PETE CORP DBCV 3/0 032511AP 1805 2945000 PRN SHARED 2945000 D ANADARKO PETE CORP DBCV 3/0 032511AP 919 1500000 PRN SHARED 02 1500000 D ANADARKO PETE CORP COM 03251110 975594 21903772 SH SHARED 21903772 D ANADARKO PETE CORP COM 03251110 63045 1415471 SH SHARED 01 1403646 11825 D ANADARKO PETE CORP COM 03251110 464 10425 SH SHR/OTHR 01 3960 6465 D ANADARKO PETE CORP COM 03251110 8423 189118 SH SHARED 02 160401 28717 D ANADARKO PETE CORP COM 03251110 47047 1056300 SH SHARED 04 1056300 D ANADARKO PETE CORP COM 03251110 2390 53680 SH SHARED 06 53680 D ANADARKO PETE CORP COM 03251110 369 8300 SH SHARED 07 8300 D ANADARKO PETE CORP COM 03251110 67641 1518671 SH SHARED 11 717811 723995 76865 D ANADARKO PETE CORP COM 03251110 81600 1832067 SH SHR/OTHR 11 1832067 D ANADIGICS INC COM 03251510 25 11820 SH SHARED 11820 D ANADIGICS INC COM 03251510 85 40324 SH SHARED 01 40324 D ANADIGICS INC COM 03251510 36 17200 SH SHARED 02 17200 D ANALOG DEVICES INC NOTE 4.750%10/0 032654AD 39331 40340000 PRN SHARED 40340000 D ANALOG DEVICES INC COM 03265410 19 1000 SH SHARED 1000 D ANALOG DEVICES INC COM 03265410 12645 641900 SH SHARED 641900 D ANALOG DEVICES INC COM 03265410 28325 1437866 SH SHARED 01 1431156 6710 D ANALOG DEVICES INC COM 03265410 42 2156 SH SHR/OTHR 01 2156 D ANALOG DEVICES INC COM 03265410 4081 207176 SH SHARED 02 205476 1700 D ANALOG DEVICES INC COM 03265410 3349 170000 SH SHARED 04 170000 D ANALOG DEVICES INC COM 03265410 760 38586 SH SHARED 06 38586 D ANALOG DEVICES INC COM 03265410 289 14673 SH SHARED 07 14673 D ANALOG DEVICES INC COM 03265410 34418 1747134 SH SHARED 11 1407469 254075 85590 D ANALOG DEVICES INC COM 03265410 4072 206711 SH SHR/OTHR 11 206711 D ANALOGIC CORP COM PAR $0.05 03265720 354 8470 SH SHARED 01 8470 D ANALOGIC CORP COM PAR $0.05 03265720 163 3903 SH SHARED 02 3903 D ANALYSTS INTL CORP COM 03268110 2 900 SH SHARED 01 900 D ANALYSTS INTL CORP COM 03268110 0 204 SH SHARED 02 204 D ANAREN MICROWAVE INC COM 03274410 146 17784 SH SHARED 01 17784 D ANAREN MICROWAVE INC COM 03274410 104 12700 SH SHARED 02 12700 D ANCHOR BANCORP WIS INC COM 03283910 55 2755 SH SHARED 2755 D ANCHOR BANCORP WIS INC COM 03283910 766 37950 SH SHARED 01 37950 D ANCHOR BANCORP WIS INC COM 03283910 243 12037 SH SHARED 02 12037 D ANDREW CORP COM 03442510 960 146695 SH SHARED 146695 D ANDREW CORP COM 03442510 2314 353329 SH SHARED 01 344937 8392 D ANDREW CORP COM 03442510 23 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 365 55852 SH SHARED 02 55852 D ANDREW CORP COM 03442510 78 12012 SH SHARED 07 12012 D ANDREW CORP COM 03442510 384 58774 SH SHR/OTHR 11 58774 D ANDRX GROUP COM 03455310 246 11122 SH SHARED 11122 D ANDRX GROUP COM 03455310 612 27666 SH SHARED 01 27666 D ANDRX GROUP COM 03455310 823 37198 SH SHARED 02 37197 1 D ANDRX GROUP COM 03455310 7807 352500 SH SHARED 04 352500 D ANDRX GROUP COM 03455310 7743 349600 SH SHARED 11 133100 216200 300 D ANDRX GROUP COM 03455310 8 400 SH SHR/OTHR 11 400 D ANGELICA CORP COM 03466310 23 1110 SH SHARED 1110 D ANGELICA CORP COM 03466310 31 1444 SH SHARED 01 1444 D ANGELICA CORP COM 03466310 107 4993 SH SHARED 02 4993 D ANGLO AMERN PLC ADR 03485P10 218 17356 SH SHARED 17356 D ANGLO AMERN PLC ADR 03485P10 63 5000 SH SHARED 01 5000 D ANGLO AMERN PLC ADR 03485P10 1214 96400 SH SHARED 02 96400 D ANGLO AMERN PLC ADR 03485P10 821 65233 SH SHARED 05 65233 D ANGLO AMERN PLC ADR 03485P10 212 16902 SH SHARED 11 13750 3152 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 91 2300 SH SHARED 2300 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 19 500 SH SHARED 02 500 D ANGLOGOLD LTD SPONSORED ADR 03512820 511 19210 SH SHARED 19210 D ANGLOGOLD LTD SPONSORED ADR 03512820 407 15300 SH SHARED 02 15300 D ANGLOGOLD LTD SPONSORED ADR 03512820 2931 110000 SH SHARED 04 110000 D ANGLOGOLD LTD SPONSORED ADR 03512820 26 1000 SH SHARED 05 1000 D ANGLOGOLD LTD SPONSORED ADR 03512820 180 6790 SH SHARED 11 6790 D ANGLOGOLD LTD SPONSORED ADR 03512820 4264 160000 SH SHR/OTHR 11 160000 D ANHEUSER BUSCH COS INC COM 03522910 131 2600 SH SHARED 2600 D ANHEUSER BUSCH COS INC COM 03522910 151924 3002462 SH SHARED 2997448 5014 D ANHEUSER BUSCH COS INC COM 03522910 208382 4118240 SH SHARED 01 3876839 241401 D ANHEUSER BUSCH COS INC COM 03522910 6679 132006 SH SHR/OTHR 01 74495 57511 D ANHEUSER BUSCH COS INC COM 03522910 25020 494479 SH SHARED 02 488759 5720 D ANHEUSER BUSCH COS INC COM 03522910 34964 691000 SH SHARED 03 512450 178550 D ANHEUSER BUSCH COS INC COM 03522910 111451 2202605 SH SHARED 06 2202605 D ANHEUSER BUSCH COS INC COM 03522910 6889 136154 SH SHARED 07 136154 D ANHEUSER BUSCH COS INC COM 03522910 7196 142232 SH SHARED 08 142232 D ANHEUSER BUSCH COS INC COM 03522910 5454 107797 SH SHARED 09 107797 D ANHEUSER BUSCH COS INC COM 03522910 2651 52400 SH SHARED 10 52400 D ANHEUSER BUSCH COS INC COM 03522910 221816 4383729 SH SHARED 11 1139246 2210400 1034083 D ANHEUSER BUSCH COS INC COM 03522910 62283 1230907 SH SHR/OTHR 11 1230907 D ANIXTER INTL INC NOTE 6/2 035290AC 1362 5560000 PRN SHARED 5560000 D ANIXTER INTL INC COM 03529010 61 3000 SH SHARED 3000 D ANIXTER INTL INC COM 03529010 160 7786 SH SHARED 7786 D ANIXTER INTL INC COM 03529010 3813 185100 SH SHARED 01 185100 D ANIXTER INTL INC COM 03529010 397 19280 SH SHARED 02 19280 D ANIXTER INTL INC COM 03529010 2087 101330 SH SHARED 11 101330 D ANNALY MTG MGMT INC COM 03571040 1555 84300 SH SHARED 01 81300 3000 D ANNALY MTG MGMT INC COM 03571040 120 6534 SH SHARED 02 5534 1000 D ANNALY MTG MGMT INC COM 03571040 46125 2500000 SH SHARED 05 2500000 D ANNALY MTG MGMT INC COM 03571040 13123 711300 SH SHARED 11 518728 6472 186100 D ANNALY MTG MGMT INC COM 03571040 1236 67000 SH SHR/OTHR 11 67000 D ANNTAYLOR STORES CORP SDCV 0.550% 6/1 036115AC 13363 21800000 PRN SHARED 21800000 D ANNTAYLOR STORES CORP COM 03611510 131 5715 SH SHARED 5715 D ANNTAYLOR STORES CORP COM 03611510 2054 89190 SH SHARED 01 89190 D ANNTAYLOR STORES CORP COM 03611510 688 29905 SH SHARED 02 25293 4612 D ANNTAYLOR STORES CORP COM 03611510 609 26445 SH SHARED 11 26445 D ANNTAYLOR STORES CORP COM 03611510 249 10840 SH SHR/OTHR 11 10840 D ANSOFT CORP COM 03638410 7 1519 SH SHARED 1519 D ANSOFT CORP COM 03638410 51 10200 SH SHARED 01 10200 D ANSOFT CORP COM 03638410 0 100 SH SHARED 02 100 D ANSYS INC COM 03662Q10 3056 177400 SH SHARED 01 177400 D ANSYS INC COM 03662Q10 147 8557 SH SHARED 02 8557 D ANSYS INC COM 03662Q10 2546 147800 SH SHARED 06 147800 D ANSYS INC COM 03662Q10 4768 276730 SH SHARED 11 276730 D ANSYS INC COM 03662Q10 2207 128100 SH SHR/OTHR 11 128100 D ANTENNA TV SA SPONSORED ADR 03672N10 235 479900 SH SHARED 479900 D ANTENNA TV SA SPONSORED ADR 03672N10 332 678300 SH SHARED 04 678300 D ANTENNA TV SA SPONSORED ADR 03672N10 4 9000 SH SHARED 05 9000 D ANTHEM INC COM 03674B10 12014 184836 SH SHARED 184836 D ANTHEM INC COM 03674B10 33121 509564 SH SHARED 01 509323 241 D ANTHEM INC COM 03674B10 5201 80025 SH SHARED 02 80025 D ANTHEM INC COM 03674B10 16 250 SH SHARED 04 250 D ANTHEM INC COM 03674B10 48 750 SH SHARED 06 750 D ANTHEM INC COM 03674B10 7697 118416 SH SHARED 11 107986 9900 530 D ANTHEM INC COM 03674B10 7008 107818 SH SHR/OTHR 11 107818 D ANTEON INTL CORP COM 03674E10 181 6664 SH SHARED 6664 D ANTEON INTL CORP COM 03674E10 192 7100 SH SHARED 01 7100 D ANTEON INTL CORP COM 03674E10 271 9981 SH SHARED 02 9981 D ANSWERTHINK INC COM 03691610 37 25605 SH SHARED 01 25605 D ANSWERTHINK INC COM 03691610 38 26400 SH SHARED 02 26400 D ANSWERTHINK INC COM 03691610 8 6000 SH SHARED 11 6000 D ANTHRACITE CAP INC COM 03702310 3 328 SH SHARED 328 D ANTHRACITE CAP INC COM 03702310 1624 143800 SH SHARED 01 143800 D ANTHRACITE CAP INC COM 03702310 292 25900 SH SHARED 02 25900 D ANTIGENICS INC DEL COM 03703210 3 420 SH SHARED 420 D ANTIGENICS INC DEL COM 03703210 1 206 SH SHARED 206 D ANTIGENICS INC DEL COM 03703210 1354 167600 SH SHARED 01 167271 329 D ANTIGENICS INC DEL COM 03703210 100 12418 SH SHARED 02 12300 118 D ANWORTH MORTGAGE ASSET CP COM 03734710 819 67200 SH SHARED 01 67200 D ANWORTH MORTGAGE ASSET CP COM 03734710 157 12900 SH SHARED 02 12900 D ANWORTH MORTGAGE ASSET CP COM 03734710 1164 95500 SH SHARED 06 95500 D ANWORTH MORTGAGE ASSET CP COM 03734710 7756 636300 SH SHARED 11 636300 D ANWORTH MORTGAGE ASSET CP COM 03734710 865 71000 SH SHR/OTHR 11 71000 D AO TATNEFT SPON ADR REG S 03737P30 226 14517 SH SHARED 14517 D AO TATNEFT SPON ADR REG S 03737P30 698 44810 SH SHARED 01 44810 D AO TATNEFT SPON ADR REG S 03737P30 109 7000 SH SHARED 04 7000 D AO TATNEFT SPON ADR REG S 03737P30 710 45600 SH SHARED 05 45600 D AON CORP COM 03738910 7728 377162 SH SHARED 377162 D AON CORP COM 03738910 21838 1065823 SH SHARED 01 1060198 5625 D AON CORP COM 03738910 12 632 SH SHR/OTHR 01 632 D AON CORP COM 03738910 6119 298667 SH SHARED 02 275212 23455 D AON CORP COM 03738910 56 2744 SH SHARED 06 2744 D AON CORP COM 03738910 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02 23720 340 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 80 33410 SH SHARED 33410 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 39 16510 SH SHARED 01 14410 2100 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 5 2250 SH SHR/OTHR 01 2250 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 43 18028 SH SHARED 02 18028 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 230 9500 SH SHR/OTHR 01 9500 D ATMEL CORP SDCV 4/2 049513AC 21988 58479000 PRN SHARED 58479000 D ATMEL CORP SDCV 4/2 049513AC 708 1885000 PRN SHARED 02 1885000 D ATMEL CORP SDCV 5/2 049513AE 8 59000 PRN SHARED 02 59000 D ATMEL CORP COM 04951310 197 186130 SH SHARED 184430 1700 D ATMEL CORP COM 04951310 511 482713 SH SHARED 01 482713 D ATMEL CORP COM 04951310 465 439192 SH SHARED 02 422692 16500 D ATMEL CORP COM 04951310 1 1348 SH SHARED 06 1348 D ATMEL CORP COM 04951310 3 3700 SH SHARED 07 3700 D ATMEL CORP COM 04951310 1506 1421652 SH SHARED 11 836920 581400 3332 D ATMEL CORP COM 04951310 20 19800 SH SHR/OTHR 11 19800 D ATMOS ENERGY CORP COM 04956010 2 96 SH SHARED 96 D ATMOS ENERGY CORP COM 04956010 610 28410 SH SHARED 01 28410 D ATMOS ENERGY CORP COM 04956010 527 24522 SH SHARED 02 24522 D ATRIX LABS INC COM 04962L10 2526 170700 SH SHARED 01 170700 D ATRIX LABS INC COM 04962L10 170 11500 SH SHARED 02 11500 D ATRIX LABS INC COM 04962L10 2154 145600 SH SHARED 06 145600 D ATRIX LABS INC COM 04962L10 3853 260400 SH SHARED 11 260400 D ATRIX LABS INC COM 04962L10 1752 118400 SH SHR/OTHR 11 118400 D ATWOOD OCEANICS INC COM 05009510 694 23736 SH SHARED 23736 D ATWOOD OCEANICS INC COM 05009510 207 7100 SH SHARED 01 7100 D ATWOOD OCEANICS INC COM 05009510 187 6424 SH SHARED 02 5956 468 D AUDIOVOX CORP CL A 05075710 219 31300 SH SHARED 01 31300 D AUDIOVOX CORP CL A 05075710 68 9744 SH SHARED 02 9744 D AUDIOVOX CORP CL A 05075710 23 3400 SH SHARED 11 3400 D AUGUST TECHNOLOGY CORP COM 05106U10 5 1237 SH SHARED 1237 D AUGUST TECHNOLOGY CORP COM 05106U10 20 4650 SH SHARED 01 4650 D AUGUST TECHNOLOGY CORP COM 05106U10 18 4200 SH SHARED 02 4200 D AURORA FOODS INC COM 05164B10 1 2600 SH SHARED 01 2600 D AURORA FOODS INC COM 05164B10 8 13400 SH SHARED 02 13400 D AUSPEX SYS INC COM 05211610 0 2200 SH SHARED 02 200 2000 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 14 291 SH SHARED 291 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 14 300 SH SHARED 02 300 D AUTHENTIDATE HLDG CORP COM 05266610 7 5000 SH SHR/OTHR 01 5000 D AUTOBYTEL INC COM 05275N10 2 937 SH SHARED 937 D AUTOBYTEL INC COM 05275N10 0 100 SH SHARED 01 100 D AUTOBYTEL INC COM 05275N10 0 100 SH SHARED 02 100 D AUTODESK INC COM 05276910 79 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 2011 158776 SH SHARED 158776 D AUTODESK INC COM 05276910 6217 490696 SH SHARED 01 490696 D AUTODESK INC COM 05276910 831 65602 SH SHARED 02 65602 D AUTODESK INC COM 05276910 1685 133000 SH SHARED 11 124200 8800 D AUTODESK INC COM 05276910 1391 109820 SH SHR/OTHR 11 109820 D AUTOLIV INC COM 05280010 1772 84065 SH SHARED 01 84065 D AUTOLIV INC COM 05280010 3 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 153 7293 SH SHARED 02 6864 429 D AUTOLIV INC COM 05280010 665 31557 SH SHARED 11 29000 2557 D AUTOMATIC DATA PROCESSING IN COM 05301510 67320 1936153 SH SHARED 1935366 787 D AUTOMATIC DATA PROCESSING IN COM 05301510 90956 2615939 SH SHARED 01 2544785 71154 D AUTOMATIC DATA PROCESSING IN COM 05301510 1610 46326 SH SHR/OTHR 01 40526 5800 D AUTOMATIC DATA PROCESSING IN COM 05301510 20930 601968 SH SHARED 02 544373 57595 D AUTOMATIC DATA PROCESSING IN COM 05301510 9387 270000 SH SHARED 04 270000 D AUTOMATIC DATA PROCESSING IN COM 05301510 1187 34165 SH SHARED 06 34165 D AUTOMATIC DATA PROCESSING IN COM 05301510 328 9437 SH SHARED 07 9437 D AUTOMATIC DATA PROCESSING IN COM 05301510 288 8300 SH SHARED 08 8300 D AUTOMATIC DATA PROCESSING IN COM 05301510 83805 2410279 SH SHARED 11 1774299 64800 571180 D AUTOMATIC DATA PROCESSING IN COM 05301510 41807 1202393 SH SHR/OTHR 11 1202393 D AUTONOMY CORP PLC ADR 05329Q10 0 100 SH SHARED 02 100 D AUTONOMY CORP PLC ADR 05329Q10 663 392776 SH SHARED 05 392776 D AUTONATION INC COM 05329W10 117 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 7 683 SH SHARED 683 D AUTONATION INC COM 05329W10 2130 184945 SH SHARED 01 184645 300 D AUTONATION INC COM 05329W10 148 12932 SH SHARED 02 12932 D AUTONATION INC COM 05329W10 400 34800 SH SHARED 11 34800 D AUTOZONE INC COM 05333210 2010 25500 SH SHARED 25500 D AUTOZONE INC COM 05333210 15495 196496 SH SHARED 196496 D AUTOZONE INC COM 05333210 32770 415550 SH SHARED 01 415550 D AUTOZONE INC COM 05333210 78 1000 SH SHR/OTHR 01 1000 D AUTOZONE INC COM 05333210 4487 56906 SH SHARED 02 56906 D AUTOZONE INC COM 05333210 74 939 SH SHARED 06 939 D AUTOZONE INC COM 05333210 3525 44700 SH SHARED 11 44700 D AUTOZONE INC COM 05333210 4728 59957 SH SHR/OTHR 11 59957 D AVANIR PHARMACEUTICALS CL A 05348P10 49 42900 SH SHARED 02 42900 D AVANEX CORP COM 05348W10 62 45400 SH SHARED 01 45400 D AVANEX CORP COM 05348W10 51 37900 SH SHARED 02 37700 200 D AVALONBAY CMNTYS INC COM 05348410 97 2341 SH SHARED 2341 D AVALONBAY CMNTYS INC COM 05348410 6029 144254 SH SHARED 01 129774 14480 D AVALONBAY CMNTYS INC COM 05348410 403 9649 SH SHR/OTHR 01 2300 7349 D AVALONBAY CMNTYS INC COM 05348410 597 14291 SH SHARED 02 7401 6890 D AVALONBAY CMNTYS INC COM 05348410 81 1950 SH SHARED 06 1950 D AVALONBAY CMNTYS INC COM 05348410 87 2100 SH SHARED 07 2100 D AVALONBAY CMNTYS INC COM 05348410 2672 63945 SH SHARED 11 62600 1345 D AVALONBAY CMNTYS INC COM 05348410 1241 29691 SH SHR/OTHR 11 29691 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 0 200 SH SHARED 02 200 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 1 1000 SH SHARED 11 1000 D AVATAR HLDGS INC NOTE 7.000% 4/0 053494AD 980 1000000 PRN SHARED 1000000 D AVATAR HLDGS INC COM 05349410 21 900 SH SHARED 01 900 D AVATAR HLDGS INC COM 05349410 55 2300 SH SHARED 02 2300 D AVATAR HLDGS INC COM 05349410 1 58 SH SHARED 11 58 D AVAX TECHNOLOGIES INC COM PAR $0.004 05349530 3 13292 SH SHARED 02 13292 D AVAYA INC NOTE 10/3 053499AA 1875 12500000 PRN SHARED 12500000 D AVAYA INC NOTE 10/3 053499AA 675 4500000 PRN SHARED 01 4500000 D AVAYA INC COM 05349910 1805 1262298 SH SHARED 1261238 1060 D AVAYA INC COM 05349910 1553 1086668 SH SHARED 01 1086614 54 D AVAYA INC COM 05349910 7 5265 SH SHR/OTHR 01 3032 2233 D AVAYA INC COM 05349910 343 239886 SH SHARED 02 239364 522 D AVAYA INC COM 05349910 101 70668 SH SHARED 06 70668 D AVAYA INC COM 05349910 7 5500 SH SHARED 07 5500 D AVAYA INC COM 05349910 5 3711 SH SHARED 11 2332 1379 D AVAYA INC COM 05349910 257 179942 SH SHR/OTHR 11 179942 D AVENTIS SPONSORED ADR 05356110 2327 44293 SH SHARED 44293 D AVENTIS SPONSORED ADR 05356110 257 4900 SH SHARED 02 4900 D AVENTIS SPONSORED ADR 05356110 679 12929 SH SHARED 11 8779 4150 D AVENUE A INC COM 05356610 49 19600 SH SHARED 02 19600 D AVERY DENNISON CORP COM 05361110 9222 161853 SH SHARED 161853 D AVERY DENNISON CORP COM 05361110 39970 701488 SH SHARED 01 500961 450 200077 D AVERY DENNISON CORP COM 05361110 7260 127429 SH SHR/OTHR 01 64557 62872 D AVERY DENNISON CORP COM 05361110 3419 60012 SH SHARED 02 59867 145 D AVERY DENNISON CORP COM 05361110 77 1358 SH SHARED 06 1358 D AVERY DENNISON CORP COM 05361110 51 900 SH SHARED 07 900 D AVERY DENNISON CORP COM 05361110 10434 183118 SH SHARED 11 57209 125909 D AVERY DENNISON CORP COM 05361110 5698 100011 SH SHR/OTHR 11 100011 D AVIALL INC NEW COM 05366B10 222 21873 SH SHARED 21873 D AVIALL INC NEW COM 05366B10 66 6500 SH SHARED 01 6500 D AVIALL INC NEW COM 05366B10 108 10600 SH SHARED 02 10600 D AVIALL INC NEW COM 05366B10 14 1450 SH SHARED 11 1450 D AVICI SYS INC COM 05367L10 5 8408 SH SHARED 8408 D AVICI SYS INC COM 05367L10 0 200 SH SHARED 02 200 D AVID TECHNOLOGY INC COM 05367P10 31 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 0 46 SH SHARED 46 D AVID TECHNOLOGY INC COM 05367P10 421 40950 SH SHARED 01 40950 D AVID TECHNOLOGY INC COM 05367P10 148 14388 SH SHARED 02 14388 D AVIGEN INC COM 05369010 2 273 SH SHARED 273 D AVIGEN INC COM 05369010 95 12100 SH SHARED 01 12100 D AVIGEN INC COM 05369010 89 11300 SH SHARED 02 11300 D AVIRON NOTE 5.250% 2/0 053762AD 17560 19490000 PRN SHARED 19490000 D AVIRON NOTE 5.250% 2/0 053762AD 901 1000000 PRN SHARED 01 1000000 D AVISTA CORP COM 05379B10 130 11688 SH SHARED 11688 D AVISTA CORP COM 05379B10 1554 138821 SH SHARED 01 138821 D AVISTA CORP COM 05379B10 307 27469 SH SHARED 02 27469 D AVISTA CORP COM 05379B10 219 19600 SH SHARED 04 19600 D AVNET INC COM 05380710 12 1200 SH SHARED 1200 D AVNET INC COM 05380710 2083 193135 SH SHARED 193135 D AVNET INC COM 05380710 2671 247558 SH SHARED 01 243408 4150 D AVNET INC COM 05380710 95 8880 SH SHR/OTHR 01 8880 D AVNET INC COM 05380710 415 38488 SH SHARED 02 38488 D AVNET INC COM 05380710 124 11539 SH SHARED 07 11539 D AVNET INC COM 05380710 15896 1473288 SH SHARED 11 575638 897500 150 D AVNET INC COM 05380710 21 2000 SH SHR/OTHR 11 2000 D AVOCENT CORP COM 05389310 221 16539 SH SHARED 16539 D AVOCENT CORP COM 05389310 2471 184736 SH SHARED 01 184736 D AVOCENT CORP COM 05389310 475 35549 SH SHARED 02 35549 D AVON PRODS INC NOTE 7/1 054303AP 12919 24239000 PRN SHARED 24239000 D AVON PRODS INC COM 05430310 467 10140 SH SHARED 10140 D AVON PRODS INC COM 05430310 28251 612834 SH SHARED 608699 4135 D AVON PRODS INC COM 05430310 47789 1036659 SH SHARED 01 977848 58811 D AVON PRODS INC COM 05430310 3190 69199 SH SHR/OTHR 01 23926 45273 D AVON PRODS INC COM 05430310 6288 136406 SH SHARED 02 133934 2472 D AVON PRODS INC COM 05430310 7786 168900 SH SHARED 03 104900 64000 D AVON PRODS INC COM 05430310 116919 2536213 SH SHARED 06 2536213 D AVON PRODS INC COM 05430310 6640 144040 SH SHARED 07 144040 D AVON PRODS INC COM 05430310 8150 176800 SH SHARED 08 176800 D AVON PRODS INC COM 05430310 5038 109300 SH SHARED 09 109300 D AVON PRODS INC COM 05430310 2650 57500 SH SHARED 10 57500 D AVON PRODS INC COM 05430310 122939 2666808 SH SHARED 11 305835 2305200 55773 D AVON PRODS INC COM 05430310 7569 164205 SH SHR/OTHR 11 164205 D AWARE INC MASS COM 05453N10 0 332 SH SHARED 02 332 D AWARE INC MASS COM 05453N10 10 5000 SH SHARED 11 5000 D AXA SPONSORED ADR 05453610 66 6672 SH SHARED 6672 D AXA SPONSORED ADR 05453610 6 638 SH SHARED 01 638 D AXA SPONSORED ADR 05453610 13 1302 SH SHR/OTHR 01 830 472 D AXA SPONSORED ADR 05453610 880 88000 SH SHARED 02 88000 D AXA SPONSORED ADR 05453610 318 31840 SH SHARED 11 21340 10500 D AXCELIS TECHNOLOGIES INC NOTE 4.250% 1/1 054540AB 1520 2300000 PRN SHARED 2300000 D AXCELIS TECHNOLOGIES INC COM 05454010 319 65403 SH SHARED 65403 D AXCELIS TECHNOLOGIES INC COM 05454010 490 100427 SH SHARED 01 100427 D AXCELIS TECHNOLOGIES INC COM 05454010 296 60709 SH SHARED 02 59709 1000 D AXCELIS TECHNOLOGIES INC COM 05454010 1 235 SH SHARED 11 235 D AXONYX INC COM 05461R10 5 10000 SH SHARED 01 10000 D AZTAR CORP COM 05480210 146 11100 SH SHARED 11100 D AZTAR CORP COM 05480210 486 36826 SH SHARED 36826 D AZTAR CORP COM 05480210 2200 166610 SH SHARED 01 166610 D AZTAR CORP COM 05480210 261 19768 SH SHARED 02 19768 D AZTAR CORP COM 05480210 19 1450 SH SHARED 11 1450 D BB&T CORP COM 05493710 23962 683848 SH SHARED 683848 D BB&T CORP COM 05493710 59590 1700632 SH SHARED 01 1700632 D BB&T CORP COM 05493710 98 2800 SH SHR/OTHR 01 2800 D BB&T CORP COM 05493710 14479 413234 SH SHARED 02 392265 20969 D BB&T CORP COM 05493710 137 3925 SH SHARED 06 3925 D BB&T CORP COM 05493710 1469 41951 SH SHARED 11 23392 18559 D BB&T CORP COM 05493710 8959 255706 SH SHR/OTHR 11 255706 D B A S F A G SPONSORED ADR 05526250 14 400 SH SHARED 400 D B A S F A G SPONSORED ADR 05526250 422 11900 SH SHARED 02 11900 D B A S F A G SPONSORED ADR 05526250 198 5600 SH SHARED 11 160 5440 D BCE INC COM 05534B10 201 11365 SH SHARED 11365 D BCE INC COM 05534B10 37 2100 SH SHARED 01 2100 D BCE INC COM 05534B10 123 7000 SH SHR/OTHR 01 5000 2000 D BCE INC COM 05534B10 1086 61380 SH SHARED 02 61380 D BCE INC COM 05534B10 974 55072 SH SHARED 06 55072 D BCE INC COM 05534B10 23156 1308274 SH SHR/OTHR 11 1308274 D BCE INC COM 05534B10 2820 159358 SH SHARED 13 159358 D BEI TECHNOLOGIES INC COM 05538P10 65 5928 SH SHARED 5928 D BEI TECHNOLOGIES INC COM 05538P10 273 24900 SH SHARED 01 24900 D BEI TECHNOLOGIES INC COM 05538P10 69 6359 SH SHARED 02 6359 D BG PLC ADR FIN INST N 05543420 63 3136 SH SHARED 01 3136 D BG PLC ADR FIN INST N 05543420 206 10192 SH SHR/OTHR 01 1567 8625 D BG PLC ADR FIN INST N 05543420 10 500 SH SHARED 02 500 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 3463 3781000 PRN SHARED 3781000 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 1832 2000000 PRN SHARED 02 2000000 D BISYS GROUP INC COM 05547210 1023 61264 SH SHARED 61264 D BISYS GROUP INC COM 05547210 1670 99970 SH SHARED 01 99970 D BISYS GROUP INC COM 05547210 829 49639 SH SHARED 02 49039 600 D BISYS GROUP INC COM 05547210 5013 300000 SH SHARED 05 300000 D BISYS GROUP INC COM 05547210 3 224 SH SHARED 11 224 D BISYS GROUP INC COM 05547210 185 11100 SH SHR/OTHR 11 11100 D BKF CAP GROUP INC COM 05548G10 63 3000 SH SHARED 01 3000 D BKF CAP GROUP INC COM 05548G10 71 3400 SH SHARED 02 3400 D BJS WHOLESALE CLUB INC COM 05548J10 962 50621 SH SHARED 50621 D BJS WHOLESALE CLUB INC COM 05548J10 1978 104077 SH SHARED 01 88750 15327 D BJS WHOLESALE CLUB INC COM 05548J10 27 1460 SH SHR/OTHR 01 1460 D BJS WHOLESALE CLUB INC COM 05548J10 428 22531 SH SHARED 02 22031 500 D BJS WHOLESALE CLUB INC COM 05548J10 300 15800 SH SHARED 06 15800 D BJS WHOLESALE CLUB INC COM 05548J10 7341 386200 SH SHARED 11 386200 D BJS WHOLESALE CLUB INC COM 05548J10 7244 381100 SH SHR/OTHR 11 381100 D BJS WHOLESALE CLUB INC COM 05548J10 34 1800 SH SHARED 13 1800 D BJ SVCS CO COM 05548210 27499 1057684 SH SHARED 1057684 D BJ SVCS CO COM 05548210 16619 639218 SH SHARED 01 639218 D BJ SVCS CO COM 05548210 2766 106413 SH SHARED 02 106413 D BJ SVCS CO COM 05548210 129 4962 SH SHARED 06 4962 D BJ SVCS CO COM 05548210 36 1400 SH SHARED 07 1400 D BJ SVCS CO COM 05548210 12183 468600 SH SHARED 11 468600 D BJ SVCS CO COM 05548210 15513 596675 SH SHR/OTHR 11 596675 D BMC INDS INC MINN COM 05560710 0 100 SH SHARED 02 100 D BOK FINL CORP COM NEW 05561Q20 67 2090 SH SHARED 2090 D BOK FINL CORP COM NEW 05561Q20 61 1894 SH SHARED 01 1894 D BOK FINL CORP COM NEW 05561Q20 36 1126 SH SHARED 02 1126 D BOK FINL CORP COM NEW 05561Q20 5453 167814 SH SHARED 11 167814 D BOC GROUP PLC SPONSORED ADR 05561760 185 6799 SH SHARED 6799 D BOC GROUP PLC SPONSORED ADR 05561760 11 409 SH SHARED 02 409 D BOC GROUP PLC SPONSORED ADR 05561760 1953 71666 SH SHARED 05 71666 D BP PLC SPONSORED ADR 05562210 2592 64975 SH SHARED 1455 63520 D BP PLC SPONSORED ADR 05562210 28009 701984 SH SHARED 01 560382 1291 140311 D BP PLC SPONSORED ADR 05562210 28620 717306 SH SHR/OTHR 01 357361 359945 D BP PLC SPONSORED ADR 05562210 4732 118613 SH SHARED 02 101380 17233 D BP PLC SPONSORED ADR 05562210 66635 1670074 SH SHARED 05 1670074 D BP PLC SPONSORED ADR 05562210 31 792 SH SHARED 06 792 D BP PLC SPONSORED ADR 05562210 108030 2707519 SH SHARED 11 1765900 941619 D BP PLC SPONSORED ADR 05562210 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12181 400 D BT GROUP PLC ADR 05577E10 12 500 SH SHR/OTHR 11 500 D BMC SOFTWARE INC COM 05592110 4061 310755 SH SHARED 310755 D BMC SOFTWARE INC COM 05592110 13884 1062306 SH SHARED 01 1033199 29107 D BMC SOFTWARE INC COM 05592110 137 10493 SH SHR/OTHR 01 10493 D BMC SOFTWARE INC COM 05592110 2863 219090 SH SHARED 02 188074 31016 D BMC SOFTWARE INC COM 05592110 149 11429 SH SHARED 06 11429 D BMC SOFTWARE INC COM 05592110 28 2150 SH SHARED 07 2150 D BMC SOFTWARE INC COM 05592110 7830 599100 SH SHARED 11 599100 D BMC SOFTWARE INC COM 05592110 2486 190215 SH SHR/OTHR 11 190215 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 551 351200 SH SHARED 02 351200 D BWAY CORP COM 05603910 33 2400 SH SHARED 02 2400 D BAKER MICHAEL CORP COM 05714910 22 2200 SH SHARED 01 2200 D BAKER MICHAEL CORP COM 05714910 30 3000 SH SHARED 02 3000 D BAKER HUGHES INC COM 05722410 157 5417 SH SHARED 5417 D BAKER HUGHES INC COM 05722410 18622 641483 SH SHARED 641483 D BAKER HUGHES INC COM 05722410 47005 1619204 SH SHARED 01 1585534 33670 D BAKER HUGHES INC COM 05722410 929 32025 SH SHR/OTHR 01 11675 20350 D BAKER HUGHES INC COM 05722410 8054 277463 SH SHARED 02 276929 534 D BAKER HUGHES INC COM 05722410 3085 106300 SH SHARED 04 106300 D BAKER HUGHES INC COM 05722410 272 9397 SH SHARED 06 9397 D BAKER HUGHES INC COM 05722410 227 7840 SH SHARED 07 7840 D BAKER HUGHES INC COM 05722410 32182 1108600 SH SHARED 11 919200 101600 87800 D BAKER HUGHES INC COM 05722410 5198 179057 SH SHR/OTHR 11 179057 D BALDOR ELEC CO COM 05774110 20 1086 SH SHARED 1086 D BALDOR ELEC CO COM 05774110 356 18686 SH SHARED 01 18686 D BALDOR ELEC CO COM 05774110 333 17445 SH SHARED 02 17445 D BALDWIN & LYONS INC CL B 05775520 78 3575 SH SHARED 01 3575 D BALDWIN & LYONS INC CL B 05775520 72 3300 SH SHARED 02 3300 D BALL CORP COM 05849810 680 13500 SH SHARED 13500 D BALL CORP COM 05849810 4592 91148 SH SHARED 91148 D BALL CORP COM 05849810 19488 386749 SH SHARED 01 386749 D BALL CORP COM 05849810 1598 31728 SH SHARED 02 31218 510 D BALL CORP COM 05849810 146 2906 SH SHARED 07 2906 D BALL CORP COM 05849810 7 140 SH SHARED 11 140 D BALL CORP COM 05849810 2589 51384 SH SHR/OTHR 11 51384 D BALLARD PWR SYS INC COM 05858H10 115 12500 SH SHARED 12500 D BALLARD PWR SYS INC COM 05858H10 0 100 SH SHR/OTHR 01 100 D BALLARD PWR SYS INC COM 05858H10 17 1850 SH SHARED 11 1400 450 D BALLARD PWR SYS INC COM 05858H10 18 2000 SH SHR/OTHR 11 2000 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 18 1911 SH SHARED 1911 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 238 24082 SH SHARED 01 24082 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 175 17676 SH SHARED 02 17426 250 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 497 50200 SH SHARED 06 50200 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 855 86300 SH SHARED 11 86300 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 377 38100 SH SHR/OTHR 11 38100 D BANC CORP COM 05944B10 56 7300 SH SHARED 02 7300 D BANCFIRST CORP COM 05945F10 44 900 SH SHARED 01 900 D BANCFIRST CORP COM 05945F10 108 2200 SH SHARED 02 2200 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 6 800 SH SHARED 800 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 6 827 SH SHARED 02 827 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 281 37280 SH SHARED 11 20580 16700 D BANCO SANTANDER CENT HISPANO ADR 05964H10 514 99255 SH SHARED 99255 D BANCO SANTANDER CENT HISPANO ADR 05964H10 2 500 SH SHARED 01 500 D BANCO SANTANDER CENT HISPANO ADR 05964H10 0 182 SH SHARED 02 182 D BANCO SANTANDER CENT HISPANO ADR 05964H10 278 53810 SH SHARED 11 30610 23200 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 44 2498 SH SHARED 2498 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 11 626 SH SHARED 01 626 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 203 11523 SH SHARED 04 11523 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 55 3160 SH SHARED 06 3160 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 443 25049 SH SHARED 10 25049 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 3383 191149 SH SHR/OTHR 11 191149 D BANCORPSOUTH INC COM 05969210 10 537 SH SHARED 537 D BANCORPSOUTH INC COM 05969210 496 25187 SH SHARED 01 25187 D BANCORPSOUTH INC COM 05969210 126 6416 SH SHARED 02 6416 D BANCROFT CONV FD INC COM 05969510 86 4798 SH SHARED 11 4798 D BANDAG INC COM 05981510 104 3425 SH SHARED 3425 D BANDAG INC COM 05981510 347 11400 SH SHARED 01 11400 D BANDAG INC COM 05981510 313 10283 SH SHARED 02 10283 D BANK OF AMERICA CORPORATION COM 06050510 1665 26100 SH SHARED 26100 D BANK OF AMERICA CORPORATION COM 06050510 342897 5374571 SH SHARED 5369035 5536 D BANK OF AMERICA CORPORATION COM 06050510 431599 6764879 SH SHARED 01 6705590 59289 D BANK OF AMERICA CORPORATION COM 06050510 4506 70632 SH SHR/OTHR 01 22850 47782 D BANK OF AMERICA CORPORATION COM 06050510 62677 982403 SH SHARED 02 963950 18453 D BANK OF AMERICA CORPORATION COM 06050510 25401 398139 SH SHARED 03 282039 116100 D BANK OF AMERICA CORPORATION COM 06050510 14131 221500 SH SHARED 04 221500 D BANK OF AMERICA CORPORATION COM 06050510 47691 747520 SH SHARED 05 747520 D BANK OF AMERICA CORPORATION COM 06050510 193452 3032173 SH SHARED 06 3032173 D BANK OF AMERICA CORPORATION COM 06050510 10907 170971 SH SHARED 07 170971 D BANK OF AMERICA CORPORATION COM 06050510 9582 150202 SH SHARED 08 150202 D BANK OF AMERICA CORPORATION COM 06050510 11420 179000 SH SHARED 09 179000 D BANK OF AMERICA CORPORATION COM 06050510 5308 83200 SH SHARED 10 83200 D BANK OF AMERICA CORPORATION COM 06050510 481075 7540370 SH SHARED 11 2533191 4373780 633399 D BANK OF AMERICA CORPORATION COM 06050510 148304 2324526 SH SHR/OTHR 11 2324526 D BANK OF GRANITE CORP COM 06240110 81 4552 SH SHARED 01 4552 D BANK OF GRANITE CORP COM 06240110 138 7700 SH SHARED 02 7700 D BANK HAWAII CORP COM 06254010 316 11347 SH SHARED 11347 D BANK HAWAII CORP COM 06254010 1498 53718 SH SHARED 01 53718 D BANK HAWAII CORP COM 06254010 41 1500 SH SHR/OTHR 01 1500 D BANK HAWAII CORP COM 06254010 525 18822 SH SHARED 02 18822 D BANK HAWAII CORP COM 06254010 251 9000 SH SHARED 11 9000 D BANK MONTREAL QUE COM 06367110 12 549 SH SHARED 02 549 D BANK MONTREAL QUE COM 06367110 160 6944 SH SHARED 06 6944 D BANK MUT CORP COM 06374810 54 2700 SH SHARED 01 2700 D BANK MUT CORP COM 06374810 127 6300 SH SHARED 02 6300 D BANK OF THE OZARKS INC COM 06390410 245 10700 SH SHARED 01 10700 D BANK OF THE OZARKS INC COM 06390410 59 2600 SH SHARED 02 2600 D BANK NEW YORK INC COM 06405710 53610 1865359 SH SHARED 1862124 3235 D BANK NEW YORK INC COM 06405710 108345 3769859 SH SHARED 01 3174021 11722 584116 D BANK NEW YORK INC COM 06405710 8083 281255 SH SHR/OTHR 01 178534 102721 D BANK NEW YORK INC COM 06405710 12581 437755 SH SHARED 02 420325 17430 D BANK NEW YORK INC COM 06405710 11817 411200 SH SHARED 03 318100 93100 D BANK NEW YORK INC COM 06405710 1293 45000 SH SHARED 04 45000 D BANK NEW YORK INC COM 06405710 586 20405 SH SHARED 06 20405 D BANK NEW YORK INC COM 06405710 271 9450 SH SHARED 07 9450 D BANK NEW YORK INC COM 06405710 287 10000 SH SHARED 08 10000 D BANK NEW YORK INC COM 06405710 4404 153241 SH SHARED 11 31617 121624 D BANK NEW YORK INC COM 06405710 14889 518065 SH SHR/OTHR 11 518065 D BANK NOVA SCOTIA HALIFAX COM 06414910 1636 58130 SH SHARED 58130 D BANK NOVA SCOTIA HALIFAX COM 06414910 3 141 SH SHARED 02 141 D BANK NOVA SCOTIA HALIFAX COM 06414910 43 1532 SH SHARED 06 1532 D BANK OF THE NORTHWEST PORTLA COM 06420610 220 9958 SH SHARED 01 9958 D BANK ONE CORP COM 06423A10 107302 2869044 SH SHARED 2797508 71536 D BANK ONE CORP COM 06423A10 194339 5196236 SH SHARED 01 5192086 4150 D BANK ONE CORP COM 06423A10 18138 484982 SH SHR/OTHR 01 482552 2430 D BANK ONE CORP COM 06423A10 30693 820685 SH SHARED 02 816140 4545 D BANK ONE CORP COM 06423A10 1062 28400 SH SHARED 03 28400 D BANK ONE CORP COM 06423A10 49386 1320500 SH SHARED 04 1320500 D BANK ONE CORP COM 06423A10 17204 460000 SH SHARED 05 460000 D BANK ONE CORP COM 06423A10 96271 2574101 SH SHARED 06 2574101 D BANK ONE CORP COM 06423A10 8011 214200 SH SHARED 07 214200 D BANK ONE CORP COM 06423A10 5359 143300 SH SHARED 08 143300 D BANK ONE CORP COM 06423A10 3055 81700 SH SHARED 10 81700 D BANK ONE CORP COM 06423A10 133160 3560433 SH SHARED 11 208585 3236400 115448 D BANK ONE CORP COM 06423A10 87950 2351614 SH SHR/OTHR 11 2351614 D BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 06541611 215 3598464 SH SHARED 3598464 D BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 06541611 5 84440 SH SHARED 01 84440 D BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 06541611 2 40800 SH SHARED 11 40800 D BANKATLANTIC BANCORP SDCV 5.625%12/0 065908AC 1433 1455000 PRN SHARED 1455000 D BANKATLANTIC BANCORP SDCV 5.625%12/0 065908AC 3 4000 PRN SHARED 11 4000 D BANKATLANTIC BANCORP CL A 06590850 182 20293 SH SHARED 20293 D BANKATLANTIC BANCORP CL A 06590850 1616 180000 SH SHARED 01 180000 D BANKATLANTIC BANCORP CL A 06590850 244 27177 SH SHARED 02 24327 2850 D BANKATLANTIC BANCORP CL A 06590850 2546 283550 SH SHARED 11 283550 D BANKNORTH GROUP INC NEW COM 06646R10 1011 42588 SH SHARED 42588 D BANKNORTH GROUP INC NEW COM 06646R10 3406 143426 SH SHARED 01 143426 D BANKNORTH GROUP INC NEW COM 06646R10 33 1400 SH SHR/OTHR 01 1400 D BANKNORTH GROUP INC NEW COM 06646R10 975 41081 SH SHARED 02 41081 D BANKNORTH GROUP INC NEW COM 06646R10 564 23787 SH SHARED 11 1800 21987 D BANKNORTH GROUP INC NEW COM 06646R10 1950 82145 SH SHR/OTHR 11 82145 D BANKUNITED FINL CORP CL A 06652B10 234 14693 SH SHARED 14693 D BANKUNITED FINL CORP CL A 06652B10 2074 130086 SH SHARED 01 130086 D BANKUNITED FINL CORP CL A 06652B10 189 11900 SH SHARED 02 11900 D BANKUNITED FINL CORP CL A 06652B10 2448 153500 SH SHARED 06 153500 D BANKUNITED FINL CORP CL A 06652B10 4887 306400 SH SHARED 11 306400 D BANKUNITED FINL CORP CL A 06652B10 2036 127700 SH SHR/OTHR 11 127700 D BANNER CORP COM 06652V10 74 3700 SH SHARED 01 3700 D BANNER CORP COM 06652V10 220 10900 SH SHARED 02 10900 D BANTA CORP COM 06682110 163 4600 SH SHARED 4600 D BANTA CORP COM 06682110 477 13456 SH SHARED 13456 D BANTA CORP COM 06682110 6854 193075 SH SHARED 01 193075 D BANTA CORP COM 06682110 833 23465 SH SHARED 02 21465 2000 D BANTA CORP COM 06682110 31 885 SH SHARED 11 885 D BARCLAYS PLC ADR 06738E20 11 494 SH SHARED 494 D BARCLAYS PLC ADR 06738E20 28 1200 SH SHARED 01 1200 D BARCLAYS PLC ADR 06738E20 304 12800 SH SHARED 02 12800 D BARCLAYS PLC ADR 06738E20 673 28320 SH SHARED 11 20520 7800 D BARD C R INC COM 06738310 4005 73318 SH SHARED 73318 D BARD C R INC COM 06738310 10710 196056 SH SHARED 01 196056 D BARD C R INC COM 06738310 1584 28998 SH SHARED 02 28998 D BARD C R INC COM 06738310 114 2100 SH SHARED 06 2100 D BARD C R INC COM 06738310 209 3835 SH SHARED 07 3835 D BARD C R INC COM 06738310 2830 51820 SH SHARED 11 45820 6000 D BARD C R INC COM 06738310 1846 33799 SH SHR/OTHR 11 33799 D BARNES & NOBLE INC NOTE 5.250% 3/1 067774AD 1986 2007000 PRN SHARED 2007000 D BARNES & NOBLE INC COM 06777410 101 4800 SH SHARED 4800 D BARNES & NOBLE INC COM 06777410 994 47000 SH SHARED 47000 D BARNES & NOBLE INC COM 06777410 700 33117 SH SHARED 01 33117 D BARNES & NOBLE INC COM 06777410 374 17717 SH SHARED 02 17717 D BARNES GROUP INC COM 06780610 150 7484 SH SHARED 7484 D BARNES GROUP INC COM 06780610 2090 104046 SH SHARED 01 9000 95046 D BARNES GROUP INC COM 06780610 119 5940 SH SHARED 02 5940 D BARNESANDNOBLE COM INC CL A 06784610 2 6000 SH SHARED 6000 D BARRICK GOLD CORP COM 06790110 1529 98341 SH SHARED 98341 D BARRICK GOLD CORP COM 06790110 349 22469 SH SHARED 01 22469 D BARRICK GOLD CORP COM 06790110 62 4000 SH SHR/OTHR 01 4000 D BARRICK GOLD CORP COM 06790110 1602 103032 SH SHARED 02 87699 15333 D BARRICK GOLD CORP COM 06790110 136 8807 SH SHARED 06 8807 D BARRICK GOLD CORP COM 06790110 76 4888 SH SHARED 11 4888 D BARRICK GOLD CORP COM 06790110 81681 5252800 SH SHR/OTHR 11 5252800 D BARNWELL INDS INC COM 06822110 13 700 SH SHARED 01 700 D BARR LABS INC COM 06830610 1336 21462 SH SHARED 21462 D BARR LABS INC COM 06830610 13510 216890 SH SHARED 01 212465 4425 D BARR LABS INC COM 06830610 118 1898 SH SHR/OTHR 01 1898 D BARR LABS INC COM 06830610 759 12200 SH SHARED 02 12200 D BARR LABS INC COM 06830610 2803 45000 SH SHARED 04 45000 D BARR LABS INC COM 06830610 22 354 SH SHARED 07 354 D BARR LABS INC COM 06830610 37 600 SH SHR/OTHR 11 600 D BARRA INC COM 06831310 45 1650 SH SHARED 1650 D BARRA INC COM 06831310 461 16880 SH SHARED 16880 D BARRA INC COM 06831310 475 17400 SH SHARED 01 16725 675 D BARRA INC COM 06831310 12 472 SH SHR/OTHR 01 472 D BARRA INC COM 06831310 250 9154 SH SHARED 02 9154 D BASSETT FURNITURE INDS INC COM 07020310 122 8901 SH SHARED 01 8901 D BASSETT FURNITURE INDS INC COM 07020310 78 5734 SH SHARED 02 5734 D BAUSCH & LOMB INC COM 07170710 729 22000 SH SHARED 22000 D BAUSCH & LOMB INC COM 07170710 2645 79759 SH SHARED 76499 3260 D BAUSCH & LOMB INC COM 07170710 6733 203009 SH SHARED 01 203009 D BAUSCH & LOMB INC COM 07170710 1284 38735 SH SHARED 02 38735 D BAUSCH & LOMB INC COM 07170710 1870 56400 SH SHARED 11 56400 D BAUSCH & LOMB INC COM 07170710 1032 31115 SH SHR/OTHR 11 31115 D BAXTER INTL INC DBCV 1.250% 6/0 071813AR 51450 52500000 PRN SHARED 52500000 D BAXTER INTL INC DBCV 1.250% 6/0 071813AR 13720 14000000 PRN SHARED 01 14000000 D BAXTER INTL INC COM 07181310 221940 7264817 SH SHARED 7264413 404 D BAXTER INTL INC COM 07181310 75428 2469017 SH SHARED 01 2463785 5232 D BAXTER INTL INC COM 07181310 4622 151320 SH SHR/OTHR 01 148820 2500 D BAXTER INTL INC COM 07181310 11848 387826 SH SHARED 02 385141 2685 D BAXTER INTL INC COM 07181310 21345 698700 SH SHARED 04 698700 D BAXTER INTL INC COM 07181310 641 21004 SH SHARED 06 21004 D BAXTER INTL INC COM 07181310 223 7300 SH SHARED 07 7300 D BAXTER INTL INC COM 07181310 123407 4039516 SH SHARED 11 2484686 831700 723130 D BAXTER INTL INC COM 07181310 26777 876503 SH SHR/OTHR 11 876503 D BAY VIEW CAP CORP DEL COM 07262L10 8 1444 SH SHARED 1444 D BAY VIEW CAP CORP DEL COM 07262L10 170 30153 SH SHARED 01 30153 D BAY VIEW CAP CORP DEL COM 07262L10 201 35500 SH SHARED 02 35500 D BAYER A G SPONSORED ADR 07273030 3 200 SH SHARED 200 D BAYER A G SPONSORED ADR 07273030 14 850 SH SHARED 01 850 D BAYER A G SPONSORED ADR 07273030 100 5700 SH SHARED 11 5700 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 8 5129 SH SHARED 5129 D BE AEROSPACE INC COM 07330210 1 364 SH SHARED 364 D BE AEROSPACE INC COM 07330210 834 175300 SH SHARED 01 175300 D BE AEROSPACE INC COM 07330210 98 20608 SH SHARED 02 20608 D BEA SYS INC NOTE 4.000%12/1 073325AD 1536 2000000 PRN SHARED 01 2000000 D BEA SYS INC COM 07332510 104 20193 SH SHARED 20193 D BEA SYS INC COM 07332510 1727 333518 SH SHARED 01 330518 3000 D BEA SYS INC COM 07332510 1346 259917 SH SHARED 02 257532 2385 D BEA SYS INC COM 07332510 2859 552000 SH SHARED 04 552000 D BEA SYS INC COM 07332510 61 11847 SH SHARED 06 11847 D BEA SYS INC COM 07332510 16 3200 SH SHARED 07 3200 D BEA SYS INC COM 07332510 36662 7077781 SH SHARED 11 6911081 165600 1100 D BEA SYS INC COM 07332510 138 26800 SH SHR/OTHR 11 26800 D BEACON POWER CORP COM 07367710 0 100 SH SHARED 02 100 D BEAR STEARNS COS INC COM 07390210 423 7500 SH SHARED 7500 D BEAR STEARNS COS INC COM 07390210 10034 177908 SH SHARED 177908 D BEAR STEARNS COS INC COM 07390210 22767 403687 SH SHARED 01 403687 D BEAR STEARNS COS INC COM 07390210 22 400 SH SHR/OTHR 01 400 D BEAR STEARNS COS INC COM 07390210 6715 119076 SH SHARED 02 119076 D BEAR STEARNS COS INC COM 07390210 46 829 SH SHARED 06 829 D BEAR STEARNS COS INC COM 07390210 3772 66889 SH SHARED 11 60191 6698 D BEAR STEARNS COS INC COM 07390210 6152 109090 SH SHR/OTHR 11 109090 D BEASLEY BROADCAST GROUP INC CL A 07401410 60 4800 SH SHARED 01 4800 D BEASLEY BROADCAST GROUP INC CL A 07401410 42 3400 SH SHARED 02 3400 D BEAZER HOMES USA INC COM 07556Q10 506 8303 SH SHARED 8303 D BEAZER HOMES USA INC COM 07556Q10 708 11609 SH SHARED 01 11609 D BEAZER HOMES USA INC COM 07556Q10 448 7354 SH SHARED 02 7354 D BEAZER HOMES USA INC COM 07556Q10 42 690 SH SHARED 11 690 D BEBE STORES INC COM 07557110 1090 92308 SH SHARED 92308 D BEBE STORES INC COM 07557110 53 4536 SH SHARED 01 3211 1325 D BEBE STORES INC COM 07557110 11 957 SH SHR/OTHR 01 957 D BEBE STORES INC COM 07557110 35 3027 SH SHARED 02 3027 D BECKMAN COULTER INC COM 07581110 766 19800 SH SHARED 19800 D BECKMAN COULTER INC COM 07581110 537 13899 SH SHARED 13899 D BECKMAN COULTER INC COM 07581110 1570 40574 SH SHARED 01 40282 292 D BECKMAN COULTER INC COM 07581110 4583 118429 SH SHARED 02 39809 78620 D BECKMAN COULTER INC COM 07581110 32 844 SH SHARED 11 844 D BECKMAN COULTER INC COM 07581110 77 1990 SH SHR/OTHR 11 1990 D BECTON DICKINSON & CO COM 07588710 23823 838857 SH SHARED 838857 D BECTON DICKINSON & CO COM 07588710 29939 1054194 SH SHARED 01 1046794 6600 800 D BECTON DICKINSON & CO COM 07588710 1605 56533 SH SHR/OTHR 01 24833 31700 D BECTON DICKINSON & CO COM 07588710 4371 153930 SH SHARED 02 151980 1950 D BECTON DICKINSON & CO COM 07588710 1988 70000 SH SHARED 04 70000 D BECTON DICKINSON & CO COM 07588710 224 7916 SH SHARED 06 7916 D BECTON DICKINSON & CO COM 07588710 535 18843 SH SHARED 07 18843 D BECTON DICKINSON & CO COM 07588710 57741 2033155 SH SHARED 11 1563624 469531 D BECTON DICKINSON & CO COM 07588710 8609 303167 SH SHR/OTHR 11 303167 D BED BATH & BEYOND INC COM 07589610 12711 390291 SH SHARED 390291 D BED BATH & BEYOND INC COM 07589610 40205 1234441 SH SHARED 01 1190231 44210 D BED BATH & BEYOND INC COM 07589610 253 7781 SH SHR/OTHR 01 1950 5831 D BED BATH & BEYOND INC COM 07589610 8501 261017 SH SHARED 02 260172 845 D BED BATH & BEYOND INC COM 07589610 243 7482 SH SHARED 06 7482 D BED BATH & BEYOND INC COM 07589610 894 27450 SH SHARED 07 27450 D BED BATH & BEYOND INC COM 07589610 1179 36200 SH SHARED 11 23700 12500 D BED BATH & BEYOND INC COM 07589610 6223 191078 SH SHR/OTHR 11 191078 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 24 1002 SH SHARED 1002 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 116 4700 SH SHARED 01 4700 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 230 9300 SH SHARED 02 8300 1000 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 99 4000 SH SHARED 11 4000 D BEL FUSE INC CL B 07734730 112 5235 SH SHARED 01 5235 D BEL FUSE INC CL B 07734730 119 5589 SH SHARED 02 5589 D BEL FUSE INC CL B 07734730 49 2330 SH SHARED 11 2330 D BELDEN INC COM 07745910 36 2700 SH SHARED 2700 D BELDEN INC COM 07745910 19 1429 SH SHARED 1429 D BELDEN INC COM 07745910 1172 87383 SH SHARED 01 87383 D BELDEN INC COM 07745910 174 13022 SH SHARED 02 13022 D BELDEN INC COM 07745910 269 20100 SH SHARED 06 20100 D BELDEN INC COM 07745910 7579 564800 SH SHARED 11 564800 D BELDEN INC COM 07745910 3038 226400 SH SHR/OTHR 11 226400 D BELDEN INC COM 07745910 29 2200 SH SHARED 13 2200 D BELL MICROPRODUCTS INC COM 07813710 23 5700 SH SHARED 01 5700 D BELL MICROPRODUCTS INC COM 07813710 41 9871 SH SHARED 02 9871 D BELLSOUTH CORP COM 07986010 194 10600 SH SHARED 10600 D BELLSOUTH CORP COM 07986010 103781 5652563 SH SHARED 5652312 251 D BELLSOUTH CORP COM 07986010 153477 8359318 SH SHARED 01 8305914 53404 D BELLSOUTH CORP COM 07986010 3268 178040 SH SHR/OTHR 01 89620 88420 D BELLSOUTH CORP COM 07986010 25320 1379117 SH SHARED 02 1349724 29393 D BELLSOUTH CORP COM 07986010 4450 242400 SH SHARED 03 166300 76100 D BELLSOUTH CORP COM 07986010 16524 900000 SH SHARED 04 900000 D BELLSOUTH CORP COM 07986010 1859 101300 SH SHARED 06 101300 D BELLSOUTH CORP COM 07986010 511 27880 SH SHARED 07 27880 D BELLSOUTH CORP COM 07986010 446 24300 SH SHARED 08 24300 D BELLSOUTH CORP COM 07986010 40890 2227140 SH SHARED 11 980884 681200 565056 D BELLSOUTH CORP COM 07986010 29615 1613030 SH SHR/OTHR 11 1613030 D BELO CORP COM SER A 08055510 454 20752 SH SHARED 20752 D BELO CORP COM SER A 08055510 5369 245414 SH SHARED 01 86804 158610 D BELO CORP COM SER A 08055510 1051 48056 SH SHARED 02 48056 D BELO CORP COM SER A 08055510 218 9968 SH SHARED 11 9968 D BELO CORP COM SER A 08055510 26 1200 SH SHR/OTHR 11 1200 D BEMA GOLD CORP COM 08135F10 5 4000 SH SHR/OTHR 01 4000 D BEMIS INC COM 08143710 5221 105690 SH SHARED 105690 D BEMIS INC COM 08143710 10754 217701 SH SHARED 01 217701 D BEMIS INC COM 08143710 1837 37205 SH SHARED 02 37005 200 D BEMIS INC COM 08143710 15570 315191 SH SHARED 11 315191 D BEMIS INC COM 08143710 1551 31399 SH SHR/OTHR 11 31399 D BENCHMARK ELECTRS INC COM 08160H10 115 5500 SH SHARED 5500 D BENCHMARK ELECTRS INC COM 08160H10 359 17094 SH SHARED 17094 D BENCHMARK ELECTRS INC COM 08160H10 8109 385233 SH SHARED 01 385233 D BENCHMARK ELECTRS INC COM 08160H10 275 13068 SH SHARED 02 13068 D BENCHMARK ELECTRS INC COM 08160H10 28 1350 SH SHARED 11 1350 D BENETTON GROUP SPA ADR NEW 08179540 7 382 SH SHARED 382 D BENIHANA INC CL A 08204720 2 200 SH SHARED 01 200 D BENIHANA INC CL A 08204720 34 2800 SH SHARED 02 2800 D BENTLEY PHARMACEUTICALS INC COM 08265710 1 150 SH SHARED 150 D BENTLEY PHARMACEUTICALS INC COM 08265710 5 700 SH SHARED 01 700 D BENTLEY PHARMACEUTICALS INC COM 08265710 57 6800 SH SHARED 02 6800 D BENTLEY PHARMACEUTICALS INC *W EXP 12/31/200 08265712 17 8400 SH SHARED 8400 D BERKLEY W R CORP COM 08442310 21 633 SH SHARED 633 D BERKLEY W R CORP COM 08442310 3941 115932 SH SHARED 01 115932 D BERKLEY W R CORP COM 08442310 340 10009 SH SHARED 02 10009 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 2202 SH SHARED 2202 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 206 SH SHARED 01 61 145 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 4 SH SHARED 02 1 3 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 400 SH SHARED 05 400 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 14 SH SHARED 08 14 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 237 SH SHARED 11 39 198 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 41 SH SHR/OTHR 11 41 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 24 10 SH SHARED 10 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 840 341 SH SHARED 01 216 125 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2134 866 SH SHR/OTHR 01 609 257 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1008 409 SH SHARED 02 112 297 D BERKSHIRE 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BRISTOL MYERS SQUIBB CO COM 11012210 504990 21218090 SH SHARED 05 21218090 D BRISTOL MYERS SQUIBB CO COM 11012210 4514 189673 SH SHARED 06 189673 D BRISTOL MYERS SQUIBB CO COM 11012210 3267 137300 SH SHARED 07 137300 D BRISTOL MYERS SQUIBB CO COM 11012210 113286 4759954 SH SHARED 11 3496209 838300 425445 D BRISTOL MYERS SQUIBB CO COM 11012210 238180 10007567 SH SHR/OTHR 11 10007567 D BRITESMILE INC COM 11041510 17 23200 SH SHARED 01 17300 5900 D BRITESMILE INC COM 11041510 5 6920 SH SHARED 02 6920 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 1705 112301 SH SHARED 112301 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 12 800 SH SHR/OTHR 01 800 D BRITISH AWYS PLC ADR 2ND INSTAL 11041930 450 29674 SH SHARED 02 29674 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 31 1545 SH SHARED 1545 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 7728 374427 SH SHARED 02 374427 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 1098 53200 SH SHARED 05 53200 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 556 11160 SH SHARED 11160 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 6472 129700 SH SHARED 05 129700 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 344 56260 SH SHARED 02 56260 D BROADCOM CORP CL A 11132010 4015 375965 SH SHARED 375725 240 D BROADCOM CORP CL A 11132010 10812 1012445 SH SHARED 01 1012345 100 D BROADCOM CORP CL A 11132010 4128 386568 SH SHARED 02 383953 2615 D BROADCOM CORP CL A 11132010 7155 670000 SH SHARED 04 670000 D BROADCOM CORP CL A 11132010 89 8389 SH SHARED 06 8389 D BROADCOM CORP CL A 11132010 212 19850 SH SHARED 07 19850 D BROADCOM CORP CL A 11132010 27026 2530550 SH SHARED 11 2519950 10600 D BROADCOM CORP CL A 11132010 1645 154033 SH SHR/OTHR 11 154033 D BROADVISION INC COM NEW 11141260 14 11630 SH SHARED 11332 298 D BROADVISION INC COM NEW 11141260 0 138 SH SHARED 02 138 D BROADVISION INC COM NEW 11141260 0 111 SH SHR/OTHR 11 111 D BROADWING INC COM 11162010 97 49374 SH SHARED 49374 D BROADWING INC COM 11162010 326 165100 SH SHARED 01 165100 D BROADWING INC COM 11162010 325 164353 SH SHARED 02 163263 1090 D BROADWING INC COM 11162010 43 22108 SH SHARED 11 22108 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 4706 7275000 PRN SHARED 7275000 D BROCADE COMMUNICATIONS SYS I COM 11162110 3773 501083 SH SHARED 501083 D BROCADE COMMUNICATIONS SYS I COM 11162110 1511 200700 SH SHARED 01 199155 1545 D BROCADE COMMUNICATIONS SYS I COM 11162110 9 1300 SH SHR/OTHR 01 1300 D BROCADE COMMUNICATIONS SYS I COM 11162110 2517 334305 SH SHARED 02 328669 5636 D BROCADE COMMUNICATIONS SYS I COM 11162110 56 7478 SH SHARED 06 7478 D BROCADE COMMUNICATIONS SYS I COM 11162110 14 1950 SH SHARED 07 1950 D BROCADE COMMUNICATIONS SYS I COM 11162110 5144 683135 SH SHARED 11 589235 93900 D BROCADE COMMUNICATIONS SYS I COM 11162110 1573 208950 SH SHR/OTHR 11 208950 D BROOKFIELD PPTYS CORP COM 11290010 418 21725 SH SHARED 02 21725 D BROOKFIELD PPTYS CORP COM 11290010 1675 87055 SH SHR/OTHR 11 87055 D BROOKFIELD PPTYS CORP COM 11290010 87886 4565515 SH SHARED 12 4565515 D BROOKLINE BANCORP INC DEL COM 11373M10 567 48331 SH SHARED 48331 D BROOKLINE BANCORP INC DEL COM 11373M10 2736 232851 SH SHARED 01 209834 23017 D BROOKLINE BANCORP INC DEL COM 11373M10 30 2624 SH SHR/OTHR 01 2624 D BROOKLINE BANCORP INC DEL COM 11373M10 388 33100 SH SHARED 02 33100 D BROOKS AUTOMATION INC NOTE 4.750% 6/0 11434AAB 7121 9850000 PRN SHARED 9850000 D BROOK-PRI AUTOMATION INC COM 11442E10 661 57771 SH SHARED 57771 D BROOK-PRI AUTOMATION INC COM 11442E10 230 20102 SH SHARED 01 20102 D BROOK-PRI AUTOMATION INC COM 11442E10 294 25750 SH SHARED 02 25750 D BROOKSTONE INC COM 11453710 74 6095 SH SHARED 6095 D BROOKSTONE INC COM 11453710 40 3258 SH SHARED 01 3258 D BROOKSTONE INC COM 11453710 181 14784 SH SHARED 02 14784 D BROOKTROUT INC COM 11458010 2 500 SH SHARED 01 500 D BROOKTROUT INC COM 11458010 0 167 SH SHARED 02 167 D BROWN & BROWN INC COM 11523610 656 21874 SH SHARED 21874 D BROWN & BROWN INC COM 11523610 489 16300 SH SHARED 01 16300 D BROWN & BROWN INC COM 11523610 90 3009 SH SHARED 02 3009 D BROWN & BROWN INC COM 11523610 4 141 SH SHARED 11 141 D BROWN FORMAN CORP CL A 11563710 0 8 SH SHR/OTHR 11 8 D BROWN FORMAN CORP CL B 11563720 6781 101295 SH SHARED 101295 D BROWN FORMAN CORP CL B 11563720 15018 224327 SH SHARED 01 223327 1000 D BROWN FORMAN CORP CL B 11563720 2378 35520 SH SHARED 02 35520 D BROWN FORMAN CORP CL B 11563720 31 468 SH SHARED 06 468 D BROWN FORMAN CORP CL B 11563720 2624 39200 SH SHARED 11 39200 D BROWN FORMAN CORP CL B 11563720 2262 33800 SH SHR/OTHR 11 33800 D BROWN TOM INC COM NEW 11566020 16 727 SH SHARED 727 D BROWN TOM INC COM NEW 11566020 2150 93900 SH SHARED 01 93900 D BROWN TOM INC COM NEW 11566020 444 19423 SH SHARED 02 19423 D BROWN TOM INC COM NEW 11566020 407 17800 SH SHARED 06 17800 D BROWN TOM INC COM NEW 11566020 11974 522900 SH SHARED 11 522900 D BROWN TOM INC COM NEW 11566020 4543 198400 SH SHR/OTHR 11 198400 D BROWN TOM INC COM NEW 11566020 45 2000 SH SHARED 13 2000 D BROWN SHOE INC NEW COM 11573610 150 8432 SH SHARED 8432 D BROWN SHOE INC NEW COM 11573610 303 16951 SH SHARED 01 15951 1000 D BROWN SHOE INC NEW COM 11573610 1074 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 180 10095 SH SHARED 02 10095 D BROWN SHOE INC NEW COM 11573610 5769 322300 SH SHARED 11 235900 86400 D BRUKER AXS INC COM 11679P10 10 5192 SH SHARED 02 5192 D BRUKER DALTONICS INC COM 11679510 67 13304 SH SHARED 13304 D BRUKER DALTONICS INC COM 11679510 25 4932 SH SHARED 01 4932 D BRUKER DALTONICS INC COM 11679510 32 6400 SH SHARED 02 6400 D BRUNSWICK CORP COM 11704310 73 3500 SH SHARED 3500 D BRUNSWICK CORP COM 11704310 2523 119939 SH SHARED 119939 D BRUNSWICK CORP COM 11704310 8371 397904 SH SHARED 01 397904 D BRUNSWICK CORP COM 11704310 2 100 SH SHR/OTHR 01 100 D BRUNSWICK CORP COM 11704310 1051 49967 SH SHARED 02 49967 D BRUNSWICK CORP COM 11704310 105 5000 SH SHARED 04 5000 D BRUNSWICK CORP COM 11704310 189 9000 SH SHARED 11 9000 D BRUNSWICK CORP COM 11704310 1130 53746 SH SHR/OTHR 11 53746 D BRUSH ENGINEERED MATLS INC COM 11742110 90 11661 SH SHARED 01 11661 D BRUSH ENGINEERED MATLS INC COM 11742110 74 9556 SH SHARED 02 9556 D BRYN MAWR BK CORP COM 11766510 11 300 SH SHARED 01 300 D BRYN MAWR BK CORP COM 11766510 82 2100 SH SHARED 02 2100 D BSQUARE CORP COM 11776U10 30 26634 SH SHARED 02 100 26534 D BUCA INC COM 11776910 11 1422 SH SHARED 1422 D BUCA INC COM 11776910 215 26900 SH SHARED 01 26900 D BUCA INC COM 11776910 78 9872 SH SHARED 02 9872 D BUCA INC COM 11776910 7569 946200 SH SHARED 11 629186 10114 306900 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 31 855 SH SHARED 855 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 124 3400 SH SHR/OTHR 01 2900 500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 273 7441 SH SHARED 02 3441 4000 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 73 2000 SH SHARED 11 2000 D BUCKEYE TECHNOLOGIES INC COM 11825510 51 7000 SH SHARED 01 6000 1000 D BUCKEYE TECHNOLOGIES INC COM 11825510 106 14484 SH SHARED 02 13984 500 D BUCKLE INC COM 11844010 0 37 SH SHARED 37 D BUCKLE INC COM 11844010 66 3300 SH SHARED 01 3300 D BUCKLE INC COM 11844010 82 4100 SH SHARED 02 4100 D BUILDING MATLS HLDG CORP COM 12011310 56 4842 SH SHARED 4842 D BUILDING MATLS HLDG CORP COM 12011310 409 35000 SH SHARED 01 35000 D BUILDING MATLS HLDG CORP COM 12011310 82 7091 SH SHARED 02 7091 D BUNZL PUB LTD CO SPONSORED ADR 12073830 3 100 SH SHARED 02 100 D BURLINGTON COAT FACTORY COM 12157910 130 7253 SH SHARED 7253 D BURLINGTON COAT FACTORY COM 12157910 226 12590 SH SHARED 01 12590 D BURLINGTON COAT FACTORY COM 12157910 191 10625 SH SHARED 02 10625 D BURLINGTON NORTHN SANTA FE C COM 12189T10 29254 1223003 SH SHARED 1223003 D BURLINGTON NORTHN SANTA FE C COM 12189T10 38634 1615161 SH SHARED 01 1615161 D BURLINGTON NORTHN SANTA FE C COM 12189T10 4193 175332 SH SHR/OTHR 01 159477 15855 D BURLINGTON NORTHN SANTA FE C COM 12189T10 7669 320628 SH SHARED 02 318428 2200 D BURLINGTON NORTHN SANTA FE C COM 12189T10 538 22500 SH SHARED 05 22500 D BURLINGTON NORTHN SANTA FE C COM 12189T10 353 14784 SH SHARED 06 14784 D BURLINGTON NORTHN SANTA FE C COM 12189T10 486 20340 SH SHARED 07 20340 D BURLINGTON NORTHN SANTA FE C COM 12189T10 52853 2209604 SH SHARED 11 1236268 885300 88036 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5481 229150 SH SHR/OTHR 11 229150 D BURLINGTON RES INC COM 12201410 13900 362358 SH SHARED 362358 D BURLINGTON RES INC COM 12201410 31113 811096 SH SHARED 01 811096 D BURLINGTON RES INC COM 12201410 977 25476 SH SHR/OTHR 01 18696 6780 D BURLINGTON RES INC COM 12201410 4975 129704 SH SHARED 02 123598 6106 D BURLINGTON RES INC COM 12201410 3751 97800 SH SHARED 04 97800 D BURLINGTON RES INC COM 12201410 621 16200 SH SHARED 05 16200 D BURLINGTON RES INC COM 12201410 209 5450 SH SHARED 06 5450 D BURLINGTON RES INC COM 12201410 69 1800 SH SHARED 07 1800 D BURLINGTON RES INC COM 12201410 4057 105783 SH SHARED 11 70307 35476 D BURLINGTON RES INC COM 12201410 59932 1562366 SH SHR/OTHR 11 1562366 D BURR BROWN CORP NOTE 4.250% 2/1 122574AF 2227 2250000 PRN SHARED 01 2250000 D BUSH INDS INC CL A 12316410 22 2780 SH SHARED 01 2780 D BUSH INDS INC CL A 12316410 38 4800 SH SHARED 02 4800 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 2339 220267 SH SHARED 220267 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1041 98059 SH SHARED 02 50509 47550 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 382 36042 SH SHARED 04 36042 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 424 40000 SH SHARED 05 40000 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1685 158732 SH SHARED 11 158732 D BUTLER MFG CO DEL COM 12365510 21 1000 SH SHARED 01 1000 D BUTLER MFG CO DEL COM 12365510 71 3300 SH SHARED 02 3200 100 D C&D TECHNOLOGIES INC COM 12466110 36 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 15 1078 SH SHARED 1078 D C&D TECHNOLOGIES INC COM 12466110 215 14720 SH SHARED 01 14720 D C&D TECHNOLOGIES INC COM 12466110 219 14991 SH SHARED 02 14991 D C&D TECHNOLOGIES INC COM 12466110 34 2326 SH SHARED 11 2326 D CAE INC COM 12476510 23 8017 SH SHARED 02 8017 D CB BANCSHARES INC HAWAII COM 12478510 52 1500 SH SHARED 01 1500 D CB BANCSHARES INC HAWAII COM 12478510 63 1800 SH SHARED 02 1800 D CBL & ASSOC PPTYS INC COM 12483010 188 4869 SH SHARED 4869 D CBL & ASSOC PPTYS INC COM 12483010 2220 57300 SH SHARED 01 57300 D CBL & ASSOC PPTYS INC COM 12483010 497 12837 SH SHARED 02 11500 1337 D CBL & ASSOC PPTYS INC COM 12483010 3330 85960 SH SHARED 11 85960 D CCC INFORMATION SVCS GROUP I COM 12487Q10 142 10900 SH SHARED 01 10900 D CCC INFORMATION SVCS GROUP I COM 12487Q10 88 6803 SH SHARED 02 6803 D CBRL GROUP INC COM 12489V10 200 8800 SH SHARED 8800 D CBRL GROUP INC COM 12489V10 1938 84941 SH SHARED 84941 D CBRL GROUP INC COM 12489V10 1000 43860 SH SHARED 01 43860 D CBRL GROUP INC COM 12489V10 371 16274 SH SHARED 02 14774 1500 D CBRL GROUP INC COM 12489V10 3030 132800 SH SHARED 11 132800 D CBRL GROUP INC COM 12489V10 182 8000 SH SHR/OTHR 11 8000 D CCBT FINL COS INC COM 12500Q10 65 2500 SH SHARED 01 2500 D CCBT FINL COS INC COM 12500Q10 128 4900 SH SHARED 02 4900 D C COR NET CORP COM 12501010 36 9866 SH SHARED 01 9866 D C COR NET CORP COM 12501010 87 23514 SH SHARED 02 23514 D C D I CORP COM 12507110 211 8098 SH SHARED 8098 D C D I CORP COM 12507110 1527 58425 SH SHARED 01 58425 D C D I CORP COM 12507110 177 6770 SH SHARED 02 6770 D CDW COMPUTER CTRS INC COM 12512910 634 14977 SH SHARED 14977 D CDW COMPUTER CTRS INC COM 12512910 1929 45540 SH SHARED 01 45540 D CDW COMPUTER CTRS INC COM 12512910 1545 36484 SH SHARED 02 36484 D CDW COMPUTER CTRS INC COM 12512910 5650 133395 SH SHARED 09 133395 D CDW COMPUTER CTRS INC COM 12512910 899 21240 SH SHR/OTHR 11 21240 D CEC ENTMT INC COM 12513710 506 14853 SH SHARED 14853 D CEC ENTMT INC COM 12513710 850 24925 SH SHARED 01 24925 D CEC ENTMT INC COM 12513710 67 1972 SH SHARED 02 1972 D CEC ENTMT INC COM 12513710 2766 81100 SH SHARED 11 81100 D CE FRANKLIN LTD COM 12515110 14 6000 SH SHARED 02 6000 D CFS BANCORP INC COM 12525D10 64 4600 SH SHARED 01 4600 D CFS BANCORP INC COM 12525D10 94 6700 SH SHARED 02 6700 D CH ENERGY GROUP INC COM 12541M10 112 2389 SH SHARED 2389 D CH ENERGY GROUP INC COM 12541M10 808 17231 SH SHARED 01 17231 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 443 9447 SH SHARED 02 9447 D CH ENERGY GROUP INC COM 12541M10 71 1530 SH SHARED 11 1530 D C H ROBINSON WORLDWIDE INC COM 12541W10 508 18837 SH SHARED 18837 D C H ROBINSON WORLDWIDE INC COM 12541W10 1248 46200 SH SHARED 01 39400 6800 D C H ROBINSON WORLDWIDE INC COM 12541W10 597 22100 SH SHARED 02 22100 D CIGNA CORP COM 12550910 466 6600 SH SHARED 6600 D CIGNA CORP COM 12550910 25108 354897 SH SHARED 337715 17182 D CIGNA CORP COM 12550910 40290 569476 SH SHARED 01 569476 D CIGNA CORP COM 12550910 246 3484 SH SHR/OTHR 01 196 3288 D CIGNA CORP COM 12550910 5598 79132 SH SHARED 02 78382 750 D CIGNA CORP COM 12550910 424 6000 SH SHARED 04 6000 D CIGNA CORP COM 12550910 13442 190000 SH SHARED 05 190000 D CIGNA CORP COM 12550910 52805 746362 SH SHARED 06 746362 D CIGNA CORP COM 12550910 2872 40601 SH SHARED 07 40601 D CIGNA CORP COM 12550910 2136 30200 SH SHARED 08 30200 D CIGNA CORP COM 12550910 1146 16200 SH SHARED 10 16200 D CIGNA CORP COM 12550910 51818 732412 SH SHARED 11 65995 646700 19717 D CIGNA CORP COM 12550910 6172 87244 SH SHR/OTHR 11 87244 D CIT GROUP INC COM 12558110 59 3328 SH SHARED 3328 D CIT GROUP INC COM 12558110 191 10675 SH SHARED 02 2350 8325 D CIT GROUP INC COM 12558110 17149 953785 SH SHR/OTHR 11 953785 D CKE RESTAURANTS INC COM 12561E10 121 30427 SH SHARED 30427 D CKE RESTAURANTS INC COM 12561E10 58 14700 SH SHARED 01 14700 D CKE RESTAURANTS INC COM 12561E10 659 164841 SH SHARED 02 164841 D CLECO CORP NEW COM 12561W10 424 31534 SH SHARED 31534 D CLECO CORP NEW COM 12561W10 881 65460 SH SHARED 01 59460 6000 D CLECO CORP NEW COM 12561W10 53 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 530 39403 SH SHARED 02 39403 D CLECO CORP NEW COM 12561W10 64 4800 SH SHR/OTHR 11 4800 D CMGI INC COM 12575010 0 1500 SH SHARED 1500 D CMGI INC COM 12575010 50 144017 SH SHARED 91067 52950 D CMGI INC COM 12575010 3 8938 SH SHARED 02 8438 500 D CMGI INC COM 12575010 9 28500 SH SHARED 04 28500 D CMGI INC COM 12575010 0 800 SH SHARED 11 800 D CMS ENERGY CORP COM 12589610 14 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 3590 445447 SH SHARED 445447 D CMS ENERGY CORP COM 12589610 4133 512872 SH SHARED 01 512872 D CMS ENERGY CORP COM 12589610 57 7105 SH SHR/OTHR 01 6105 1000 D CMS ENERGY CORP COM 12589610 1143 141910 SH SHARED 02 92129 49781 D CMS ENERGY CORP COM 12589610 114 14212 SH SHARED 11 14212 D CMS ENERGY CORP COM 12589610 664 82394 SH SHR/OTHR 11 82394 D CPI CORP COM 12590210 113 8249 SH SHARED 01 8249 D CPI CORP COM 12590210 57 4163 SH SHARED 02 4163 D CPB INC COM 12590310 124 2700 SH SHARED 01 2700 D CPB INC COM 12590310 189 4100 SH SHARED 02 4100 D CSS INDS INC COM 12590610 492 13650 SH SHARED 01 11500 2150 D CSS INDS INC COM 12590610 64 1800 SH SHARED 02 1800 D CTB INTL CORP COM 12596010 23 1802 SH SHARED 02 1802 D CTB INTL CORP COM 12596010 447 35000 SH SHARED 11 35000 D CSK AUTO CORP COM 12596510 146 11726 SH SHARED 11726 D CSK AUTO CORP COM 12596510 1750 140260 SH SHARED 01 140260 D CSK AUTO CORP COM 12596510 199 16000 SH SHARED 02 16000 D CNA FINL CORP COM 12611710 8108 324359 SH SHARED 324359 D CNA FINL CORP COM 12611710 729 29165 SH SHARED 01 29165 D CNA FINL CORP COM 12611710 54 2190 SH SHARED 02 2190 D CNA SURETY CORP COM 12612L10 55 4200 SH SHARED 01 4200 D CNA SURETY CORP COM 12612L10 185 14034 SH SHARED 02 9800 4234 D CNF INC COM 12612W10 1566 49898 SH SHARED 49898 D CNF INC COM 12612W10 7705 245461 SH SHARED 01 245461 D CNF INC COM 12612W10 9 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 419 13374 SH SHARED 02 13374 D CNF INC COM 12612W10 317 10125 SH SHARED 11 10125 D CNET NETWORKS INC COM 12613R10 20 18238 SH SHARED 18238 D CNET NETWORKS INC COM 12613R10 61 55900 SH SHARED 01 55900 D CNET NETWORKS INC COM 12613R10 86 78235 SH SHARED 02 77835 400 D CNET NETWORKS INC COM 12613R10 4 4067 SH SHARED 11 67 4000 D CNOOC LTD SPONSORED ADR 12613210 5142 182500 SH SHARED 182500 D CNOOC LTD SPONSORED ADR 12613210 17 610 SH SHARED 01 610 D CNOOC LTD SPONSORED ADR 12613210 332 11800 SH SHARED 02 11800 D CNOOC LTD SPONSORED ADR 12613210 138 4900 SH SHARED 13 4900 D CP HOLDRS DEP RCPTS CP 12616K10 8 200 SH SHR/OTHR 01 200 D CRH PLC ADR 12626K20 3 300 SH SHARED 02 300 D CSG SYS INTL INC COM 12634910 285 26174 SH SHARED 26174 D CSG SYS INTL INC COM 12634910 464 42576 SH SHARED 01 42576 D CSG SYS INTL INC COM 12634910 167 15400 SH SHARED 02 14400 1000 D CSX CORP DBCV 10/3 126408GA 54397 66500000 PRN SHARED 66500000 D CSX CORP DBCV 10/3 126408GA 107 132000 PRN SHARED 02 132000 D CSX CORP COM 12640810 15338 581436 SH SHARED 581436 D CSX CORP COM 12640810 24122 914412 SH SHARED 01 896912 17500 D CSX CORP COM 12640810 1116 42306 SH SHR/OTHR 01 35906 6400 D CSX CORP COM 12640810 3253 123334 SH SHARED 02 122234 1100 D CSX CORP COM 12640810 382 14500 SH SHARED 03 6000 8500 D CSX CORP COM 12640810 72 2740 SH SHARED 06 2740 D CSX CORP COM 12640810 50 1900 SH SHARED 07 1900 D CSX CORP COM 12640810 209 7956 SH SHARED 11 5550 2406 D CSX CORP COM 12640810 3120 118298 SH SHR/OTHR 11 118298 D CT COMMUNICATIONS INC COM NEW 12642640 0 1 SH SHARED 1 D CT COMMUNICATIONS INC COM NEW 12642640 136 9400 SH SHARED 01 9400 D CT COMMUNICATIONS INC COM NEW 12642640 137 9500 SH SHARED 02 9500 D CT COMMUNICATIONS INC COM NEW 12642640 45 3150 SH SHARED 11 3150 D CTS CORP COM 12650110 139 30296 SH SHARED 01 30296 D CTS CORP COM 12650110 78 17006 SH SHARED 02 17006 D CTS CORP COM 12650110 47 10290 SH SHARED 11 10290 D CUNO INC COM 12658310 162 5262 SH SHARED 5262 D CUNO INC COM 12658310 484 15700 SH SHARED 01 15700 D CUNO INC COM 12658310 279 9050 SH SHARED 02 9050 D CVB FINL CORP COM 12660010 223 10166 SH SHARED 01 10166 D CVB FINL CORP COM 12660010 331 15100 SH SHARED 02 15100 D CVS CORP COM 12665010 32401 1278159 SH SHARED 1259159 19000 D CVS CORP COM 12665010 68563 2704685 SH SHARED 01 1696699 400 1007586 D CVS CORP COM 12665010 25166 992743 SH SHR/OTHR 01 925449 67294 D CVS CORP COM 12665010 11395 449513 SH SHARED 02 407812 41701 D CVS CORP COM 12665010 12925 509900 SH SHARED 03 435600 74300 D CVS CORP COM 12665010 67288 2654366 SH SHARED 04 2654366 D CVS CORP COM 12665010 349 13771 SH SHARED 06 13771 D CVS CORP COM 12665010 138 5450 SH SHARED 07 5450 D CVS CORP COM 12665010 2867 113100 SH SHARED 11 99600 13500 D CVS CORP COM 12665010 5401 213092 SH SHR/OTHR 11 213092 D CV THERAPEUTICS INC COM 12666710 471 22540 SH SHARED 01 21940 600 D CV THERAPEUTICS INC COM 12666710 1273 60900 SH SHARED 02 60900 D CV THERAPEUTICS INC COM 12666710 3732 178500 SH SHARED 11 178500 D CV THERAPEUTICS INC COM 12666710 2300 110000 SH SHR/OTHR 11 110000 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 10 2001 SH SHARED 2001 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 123 22800 SH SHARED 02 22800 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 5 1000 SH SHR/OTHR 11 1000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 4059 448062 SH SHARED 448062 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 763 84291 SH SHARED 01 84291 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 237 26184 SH SHARED 02 22184 4000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1910 210877 SH SHR/OTHR 11 210877 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 12 2100 SH SHARED 2100 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 186 30471 SH SHARED 30471 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 197 32234 SH SHARED 01 32234 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 161 26413 SH SHARED 02 26413 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 29 4840 SH SHARED 11 4840 D CABOT CORP COM 12705510 611 29097 SH SHARED 29097 D CABOT CORP COM 12705510 1021 48657 SH SHARED 01 48657 D CABOT CORP COM 12705510 356 16990 SH SHARED 02 16990 D CABOT CORP COM 12705510 30 1450 SH SHARED 11 1200 250 D CABOT MICROELECTRONICS CORP COM 12709P10 1503 40369 SH SHARED 40369 D CABOT MICROELECTRONICS CORP COM 12709P10 2890 77630 SH SHARED 01 77630 D CABOT MICROELECTRONICS CORP COM 12709P10 671 18025 SH SHARED 02 18025 D CABOT MICROELECTRONICS CORP COM 12709P10 16 448 SH SHARED 11 448 D CABOT OIL & GAS CORP COM 12709710 713 33179 SH SHARED 33179 D CABOT OIL & GAS CORP COM 12709710 1961 91210 SH SHARED 01 91210 D CABOT OIL & GAS CORP COM 12709710 368 17155 SH SHARED 02 17155 D CACHE INC COM NEW 12715030 18 1400 SH SHARED 02 1400 D CACI INTL INC CL A 12719030 200 5647 SH SHARED 5647 D CACI INTL INC CL A 12719030 2027 57200 SH SHARED 01 57200 D CACI INTL INC CL A 12719030 594 16761 SH SHARED 02 16761 D CACI INTL INC CL A 12719030 14719 415210 SH SHARED 11 415210 D CACI INTL INC CL A 12719030 1875 52900 SH SHR/OTHR 11 52900 D CACI INTL INC CL A 12719030 17 500 SH SHARED 13 500 D CADBURY SCHWEPPES PLC ADR 12720930 6247 234248 SH SHARED 234248 D CADBURY SCHWEPPES PLC ADR 12720930 93 3500 SH SHARED 01 3500 D CADBURY SCHWEPPES PLC ADR 12720930 8 300 SH SHARED 02 300 D CADBURY SCHWEPPES PLC ADR 12720930 1900 71268 SH SHARED 11 18528 52740 D CADBURY SCHWEPPES PLC ADR 12720930 234 8780 SH SHR/OTHR 11 8780 D CADENCE DESIGN SYSTEM INC COM 12738710 1061 104383 SH SHARED 104383 D CADENCE DESIGN SYSTEM INC COM 12738710 3147 309471 SH SHARED 01 309471 D CADENCE DESIGN SYSTEM INC COM 12738710 2040 200642 SH SHARED 02 200642 D CADENCE DESIGN SYSTEM INC COM 12738710 2928 288000 SH SHARED 03 210700 77300 D CADENCE DESIGN SYSTEM INC COM 12738710 1678 165073 SH SHARED 06 165073 D CADENCE DESIGN SYSTEM INC COM 12738710 32 3200 SH SHARED 07 3200 D CADIZ INC COM 12753710 30 10100 SH SHARED 01 10100 D CADIZ INC COM 12753710 61 20400 SH SHARED 02 20400 D CADIZ INC COM 12753710 214 71500 SH SHARED 06 71500 D CAL DIVE INTL INC COM 12791410 62 3096 SH SHARED 3096 D CAL DIVE INTL INC COM 12791410 867 42996 SH SHARED 01 42996 D CAL DIVE INTL INC COM 12791410 472 23439 SH SHARED 02 23439 D CALGON CARBON CORP COM 12960310 149 25950 SH SHARED 01 25950 D CALGON CARBON CORP COM 12960310 109 19000 SH SHARED 02 19000 D CALIFORNIA AMPLIFIER INC COM 12990010 0 8 SH SHARED 01 8 D CALIFORNIA FED BK FSB LOS AN CONT LITIG REC 13020960 439 251000 SH SHARED 251000 D CALIFORNIA FED BK FSB LOS AN 2ND CONT LITIG 13020970 178 446400 SH SHARED 446400 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 25 1902 SH SHARED 02 1902 D CALIFORNIA MICRO DEVICES COR COM 13043910 0 1 SH SHARED 1 D CALIFORNIA MICRO DEVICES COR COM 13043910 0 60 SH SHARED 01 60 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 29 1281 SH SHARED 1281 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 185 8050 SH SHARED 01 7100 950 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 46 2001 SH SHR/OTHR 01 2001 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 188 8200 SH SHARED 02 8200 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 3428 149000 SH SHARED 11 149000 D CALIFORNIA WTR SVC GROUP COM 13078810 127 5008 SH SHARED 5008 D CALIFORNIA WTR SVC GROUP COM 13078810 137 5400 SH SHARED 01 5400 D CALIFORNIA WTR SVC GROUP COM 13078810 204 8000 SH SHARED 02 8000 D CALIPER TECHNOLOGIES CORP COM 13087610 81 19569 SH SHARED 19569 D CALIPER TECHNOLOGIES CORP COM 13087610 90 21708 SH SHARED 01 21708 D CALIPER TECHNOLOGIES CORP COM 13087610 57 13800 SH SHARED 02 13800 D CALIPER TECHNOLOGIES CORP COM 13087610 33 8000 SH SHARED 04 8000 D CALLAWAY GOLF CO COM 13119310 35 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 13119310 533 51259 SH SHARED 01 50259 1000 D CALLAWAY GOLF CO COM 13119310 265 25486 SH SHARED 02 25486 D CALLON PETE CO DEL COM 13123X10 631 130000 SH SHARED 04 130000 D CALPINE CORP NOTE 4.000%12/2 131347BA 59722144958000 PRN SHARED 144958000 D CALPINE CORP COM 13134710 1343 543764 SH SHARED 543764 D CALPINE CORP COM 13134710 3539 1432989 SH SHARED 01 1432989 D CALPINE CORP COM 13134710 956 387197 SH SHARED 02 357097 30100 D CALPINE CORP COM 13134710 25 10261 SH SHARED 06 10261 D CALPINE CORP COM 13134710 8 3300 SH SHARED 07 3300 D CALPINE CORP COM 13134710 3207 1298725 SH SHARED 11 427150 871575 D CALPINE CORP COM 13134710 14383 5823404 SH SHR/OTHR 11 5823404 D CAMBREX CORP COM 13201110 74 2033 SH SHARED 2033 D CAMBREX CORP COM 13201110 3175 86303 SH SHARED 01 86303 D CAMBREX CORP COM 13201110 477 12973 SH SHARED 02 12973 D CAMBREX CORP COM 13201110 150 4100 SH SHARED 06 4100 D CAMBREX CORP COM 13201110 5 150 SH SHARED 11 150 D CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 13214810 20 3017 SH SHARED 11 3017 D CAMDEN NATL CORP COM 13303410 26 1000 SH SHARED 01 1000 D CAMDEN NATL CORP COM 13303410 119 4600 SH SHARED 02 4600 D CAMDEN NATL CORP COM 13303410 259 9989 SH SHARED 11 5999 3990 D CAMDEN PPTY TR SH BEN INT 13313110 36 1100 SH SHARED 1100 D CAMDEN PPTY TR SH BEN INT 13313110 4708 142050 SH SHARED 01 142050 D CAMDEN PPTY TR SH BEN INT 13313110 1428 43102 SH SHARED 02 22172 20930 D CAMDEN PPTY TR SH BEN INT 13313110 3295 99400 SH SHARED 11 98300 1100 D CAMDEN PPTY TR SH BEN INT 13313110 705 21276 SH SHR/OTHR 11 21276 D CAMDEN PPTY TR SH BEN INT 13313110 51208 1544750 SH 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SH SHARED 11 10265 D CDN IMPERIAL BK OF COMMERCE COM 13606910 66 2600 SH SHARED 2600 D CDN IMPERIAL BK OF COMMERCE COM 13606910 1 45 SH SHARED 02 45 D CDN IMPERIAL BK OF COMMERCE COM 13606910 33 1309 SH SHARED 06 1309 D CANADIAN NATL RY CO COM 13637510 1208 32356 SH SHARED 32356 D CANADIAN NATL RY CO COM 13637510 2212 59251 SH SHARED 01 59251 D CANADIAN NATL RY CO COM 13637510 268 7191 SH SHARED 02 7191 D CANADIAN NATL RY CO COM 13637510 10851 290619 SH SHARED 06 290619 D CANADIAN NATL RY CO COM 13637510 765 20500 SH SHARED 11 5700 14800 D CANADIAN NATL RY CO COM 13637510 67021 1794900 SH SHR/OTHR 11 1794900 D CANADIAN NATL RY CO COM 13637510 25691 688045 SH SHARED 13 688045 D CANADIAN NAT RES LTD COM 13638510 761 23952 SH SHARED 1 23951 D CANADIAN NAT RES LTD COM 13638510 6 200 SH SHARED 02 200 D CANADIAN NAT RES LTD COM 13638510 36369 1143700 SH SHARED 13 1143700 D CANADIAN PAC RY LTD COM 13645T10 1667 91362 SH SHARED 91362 D CANADIAN PAC RY LTD COM 13645T10 24 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 17 946 SH SHARED 02 746 200 D CANADIAN PAC RY LTD COM 13645T10 336 18425 SH SHARED 11 18425 D CANADIAN PAC RY LTD COM 13645T10 178 9800 SH SHR/OTHR 11 9800 D CANON INC ADR 13800630 65 2050 SH SHARED 2050 D CANON INC ADR 13800630 34 1091 SH SHARED 1091 D CANON INC ADR 13800630 159 5000 SH SHARED 01 5000 D CANON INC ADR 13800630 3 100 SH SHARED 02 100 D CANON INC ADR 13800630 610 19150 SH SHARED 11 10550 8600 D CANTEL MEDICAL CORP COM 13809810 8 816 SH SHARED 01 816 D CANTEL MEDICAL CORP COM 13809810 38 3800 SH SHARED 02 3800 D CAPITAL CITY BK GROUP INC COM 13967410 49 1500 SH SHARED 01 1500 D CAPITAL CITY BK GROUP INC COM 13967410 132 4000 SH SHARED 02 4000 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 0 1 SH SHARED 1 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 2455 98300 SH SHARED 01 98300 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 299 12000 SH SHARED 02 12000 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 5 220 SH SHARED 11 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CARDINAL HEALTH INC COM 14149Y10 120497 1937265 SH SHARED 01 1855870 81395 D CARDINAL HEALTH INC COM 14149Y10 2144 34483 SH SHR/OTHR 01 8058 26425 D CARDINAL HEALTH INC COM 14149Y10 18881 303556 SH SHARED 02 293450 10106 D CARDINAL HEALTH INC COM 14149Y10 16032 257750 SH SHARED 03 169700 88050 D CARDINAL HEALTH INC COM 14149Y10 15 250 SH SHARED 04 250 D CARDINAL HEALTH INC COM 14149Y10 16139 259471 SH SHARED 06 259471 D CARDINAL HEALTH INC COM 14149Y10 761 12250 SH SHARED 07 12250 D CARDINAL HEALTH INC COM 14149Y10 394 6343 SH SHARED 08 6343 D CARDINAL HEALTH INC COM 14149Y10 3237 52043 SH SHARED 09 52043 D CARDINAL HEALTH INC COM 14149Y10 24499 393889 SH SHARED 11 147284 246605 D CARDINAL HEALTH INC COM 14149Y10 41785 671795 SH SHR/OTHR 11 671795 D CARDIOGENESIS CORP COM 14159W10 0 500 SH SHARED 02 500 D CARDIODYNAMICS INTL CORP COM 14159710 24 8479 SH SHARED 01 8479 D CARDIODYNAMICS INTL CORP COM 14159710 51 18000 SH SHARED 02 18000 D CAREER EDUCATION CORP COM 14166510 790 16474 SH 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CARLISLE COS INC COM 14233910 22 605 SH SHARED 11 605 D CARLTON COMMUNICATIONS PLC ADR 14287220 75 8810 SH SHARED 8810 D CARMAX INC COM 14313010 48 3000 SH SHARED 3000 D CARMAX INC COM 14313010 320 19800 SH SHARED 01 19800 D CARMAX INC COM 14313010 18856 1164008 SH SHARED 02 1164008 D CARMIKE CINEMAS INC COM 14343640 18 1002 SH SHARED 02 1002 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 14252 14000000 PRN SHARED 14000000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 3 3000 PRN SHARED 02 3000 D CARNIVAL CORP NOTE 10/2 143658AS 37185 67000000 PRN SHARED 67000000 D CARNIVAL CORP COM 14365810 19833 790186 SH SHARED 790186 D CARNIVAL CORP COM 14365810 48139 1917903 SH SHARED 01 1917903 D CARNIVAL CORP COM 14365810 301 12000 SH SHR/OTHR 01 12000 D CARNIVAL CORP COM 14365810 7472 297706 SH SHARED 02 295806 1900 D CARNIVAL CORP COM 14365810 322 12845 SH SHARED 06 12845 D CARNIVAL CORP COM 14365810 2766 110230 SH SHARED 11 104550 5680 D CARNIVAL CORP COM 14365810 8003 318876 SH SHR/OTHR 11 318876 D CARPENTER TECHNOLOGY CORP COM 14428510 126 9736 SH SHARED 9736 D CARPENTER TECHNOLOGY CORP COM 14428510 231 17840 SH SHARED 01 17840 D CARPENTER TECHNOLOGY CORP COM 14428510 231 17814 SH SHARED 02 17814 D CARRAMERICA RLTY CORP COM 14441810 6 273 SH SHARED 273 D CARRAMERICA RLTY CORP COM 14441810 909 36119 SH SHARED 01 36119 D CARRAMERICA RLTY CORP COM 14441810 212 8430 SH SHARED 02 4745 3685 D CARRAMERICA RLTY CORP COM 14441810 1887 75004 SH SHR/OTHR 11 75004 D CARRAMERICA RLTY CORP COM 14441810 101909 4048834 SH SHARED 12 4048834 D CARREKER CORP COM 14443310 431 70373 SH SHARED 01 35700 34673 D CARREKER CORP COM 14443310 68 11099 SH SHARED 02 11099 D CARRIER ACCESS CORP COM 14446010 4 7900 SH SHARED 7900 D CARROLLTON BANCORP COM 14528210 711 53736 SH SHARED 02 53736 D CASCADE BANCORP COM 14715410 372 27300 SH SHARED 01 27300 D CASCADE BANCORP COM 14715410 36 2700 SH SHR/OTHR 01 2700 D CASCADE BANCORP COM 14715410 95 7002 SH SHARED 02 7002 D CASCADE CORP COM 14719510 51 3700 SH SHARED 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CATALINA MARKETING CORP COM 14886710 1239 44150 SH SHARED 01 44150 D CATALINA MARKETING CORP COM 14886710 432 15400 SH SHARED 02 13900 1500 D CATALINA MARKETING CORP COM 14886710 280 9989 SH SHARED 11 989 9000 D CATALYTICA ENERGY SYS INC COM 14888410 139 40100 SH SHARED 02 40100 D CATAPULT COMMUNICATIONS CORP COM 14901610 4 482 SH SHARED 482 D CATAPULT COMMUNICATIONS CORP COM 14901610 117 12067 SH SHARED 01 12067 D CATAPULT COMMUNICATIONS CORP COM 14901610 35 3593 SH SHARED 02 3593 D CATELLUS DEV CORP COM 14911110 143 7800 SH SHARED 7800 D CATELLUS DEV CORP COM 14911110 158 8574 SH SHARED 8574 D CATELLUS DEV CORP COM 14911110 1036 56175 SH SHARED 01 56175 D CATELLUS DEV CORP COM 14911110 109 5930 SH SHARED 02 4930 1000 D CATELLUS DEV CORP COM 14911110 1 72 SH SHARED 07 72 D CATELLUS DEV CORP COM 14911110 285 15480 SH SHR/OTHR 11 15480 D CATELLUS DEV CORP COM 14911110 285 15480 SH SHARED 12 15480 D CATERPILLAR INC DEL COM 14912310 256 6900 SH SHARED 6900 D CATERPILLAR INC DEL COM 14912310 110632 2972389 SH SHARED 2967130 5259 D CATERPILLAR INC DEL COM 14912310 49515 1330348 SH SHARED 01 1328598 1750 D CATERPILLAR INC DEL COM 14912310 696 18700 SH SHR/OTHR 01 18700 D CATERPILLAR INC DEL COM 14912310 8222 220908 SH SHARED 02 217589 3319 D CATERPILLAR INC DEL COM 14912310 19851 533350 SH SHARED 03 395200 138150 D CATERPILLAR INC DEL COM 14912310 6532 175500 SH SHARED 04 175500 D CATERPILLAR INC DEL COM 14912310 20255 544214 SH SHARED 06 544214 D CATERPILLAR INC DEL COM 14912310 5674 152460 SH SHARED 07 152460 D CATERPILLAR INC DEL COM 14912310 5165 138773 SH SHARED 08 138773 D CATERPILLAR INC DEL COM 14912310 5069 136200 SH SHARED 09 136200 D CATERPILLAR INC DEL COM 14912310 18591 499505 SH SHARED 11 144458 355047 D CATERPILLAR INC DEL COM 14912310 10795 290042 SH SHR/OTHR 11 290042 D CATHAY BANCORP INC COM 14915010 45 1166 SH SHARED 1166 D CATHAY BANCORP INC COM 14915010 928 23800 SH SHARED 01 23800 D CATHAY BANCORP INC COM 14915010 339 8700 SH SHARED 02 8700 D CATO CORP NEW CL A 14920510 96 5093 SH SHARED 5093 D CATO CORP NEW CL A 14920510 1741 91750 SH SHARED 01 91750 D CATO CORP NEW CL A 14920510 182 9637 SH SHARED 02 9637 D CATO CORP NEW CL A 14920510 2754 145100 SH SHARED 06 145100 D CATO CORP NEW CL A 14920510 20216 1065160 SH SHARED 11 1065160 D CATO CORP NEW CL A 14920510 6447 339700 SH SHR/OTHR 11 339700 D CATO CORP NEW CL A 14920510 47 2500 SH SHARED 13 2500 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 6 283 SH SHARED 283 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 50 2163 SH SHARED 02 663 1500 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 119 5100 SH SHARED 11 5100 D CELADON GROUP INC COM 15083810 85 7681 SH SHARED 7681 D CELL GENESYS INC COM 15092110 1443 119800 SH SHARED 01 119800 D CELL GENESYS INC COM 15092110 12 1000 SH SHR/OTHR 01 1000 D CELL GENESYS INC COM 15092110 229 19071 SH SHARED 02 19071 D CELL GENESYS INC COM 15092110 1823 151300 SH SHARED 06 151300 D CELL GENESYS INC COM 15092110 14361 1191800 SH SHARED 11 1191800 D CELL GENESYS INC COM 15092110 5398 448000 SH SHR/OTHR 11 448000 D CELL GENESYS INC COM 15092110 43 3600 SH SHARED 13 3600 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 4350 10000000 PRN SHARED 10000000 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 435 1000000 PRN SHARED 01 1000000 D CELL THERAPEUTICS INC COM 15093410 0 200 SH SHARED 200 D CELL THERAPEUTICS INC COM 15093410 194 44296 SH SHARED 01 44296 D CELL THERAPEUTICS INC COM 15093410 84 19100 SH SHARED 02 19100 D CELL THERAPEUTICS INC COM 15093410 673 153000 SH SHARED 04 153000 D CELL THERAPEUTICS INC COM 15093410 3882 882300 SH SHARED 11 463978 13322 405000 D CELESTICA INC NOTE 8/0 15101QAA 30175 86215000 PRN SHARED 86215000 D CELESTICA INC SUB VTG SHS 15101Q10 3882 296404 SH SHARED 296404 D CELESTICA INC SUB VTG SHS 15101Q10 1237 94450 SH SHARED 02 86800 7650 D CELESTICA INC SUB VTG SHS 15101Q10 410 31305 SH SHARED 06 31305 D CELESTICA INC SUB VTG SHS 15101Q10 2 200 SH SHARED 11 200 D CELESTICA INC SUB VTG SHS 15101Q10 8782 670400 SH SHR/OTHR 11 670400 D CELGENE CORP COM 15102010 45 2704 SH SHARED 2704 D CELGENE CORP COM 15102010 1035 61500 SH SHARED 01 50200 11300 D CELGENE CORP COM 15102010 119 7100 SH SHARED 02 7100 D CELGENE CORP COM 15102010 20287 1204700 SH SHARED 04 1204700 D CELGENE CORP COM 15102010 16134 958100 SH SHARED 11 747768 25332 185000 D CELGENE CORP COM 15102010 8167 485000 SH SHR/OTHR 11 485000 D CELL PATHWAYS INC NEW COM 15114R10 0 100 SH SHARED 02 100 D CELLTECH GROUP PLC SPONSORED ADR 15115810 26 2801 SH SHARED 2801 D CELLTECH GROUP PLC SPONSORED ADR 15115810 349 37000 SH SHARED 05 37000 D CEMEX S A ADR WT 122104 15129086 28 21828 SH SHARED 21828 D CEMEX S A *W EXP 12/13/200 15129087 0 3158 SH SHARED 3158 D CEMEX S A SPON ADR 5 ORD 15129088 1600 76752 SH SHARED 20000 56752 D CEMEX S A SPON ADR 5 ORD 15129088 491 23579 SH SHARED 01 23579 D CEMEX S A SPON ADR 5 ORD 15129088 1367 65609 SH SHARED 02 58416 7193 D CEMEX S A SPON ADR 5 ORD 15129088 8408 403273 SH SHARED 06 403273 D CEMEX S A SPON ADR 5 ORD 15129088 2545 122080 SH SHARED 10 122080 D CEMEX S A SPON ADR 5 ORD 15129088 303 14570 SH SHARED 11 7370 7200 D CEMEX S A SPON ADR 5 ORD 15129088 45459 2180335 SH SHR/OTHR 11 2180335 D CEMEX S A SPON ADR 5 ORD 15129088 4159 199490 SH SHARED 13 199490 D CENDANT CORP DEBT 2/1 151313AF 82 135000 PRN SHARED 02 135000 D CENDANT CORP DBCV 5/0 151313AH 74861 77738000 PRN SHARED 77738000 D CENDANT CORP DBCV 5/0 151313AH 2407 2500000 PRN SHARED 01 2500000 D CENDANT CORP DBCV 5/0 151313AH 1733 1800000 PRN SHARED 02 1800000 D CENDANT CORP DBCV 3.875%11/2 151313AN 8621 9250000 PRN SHARED 9250000 D CENDANT CORP DBCV 3.875%11/2 151313AN 2330 2500000 PRN SHARED 01 2500000 D CENDANT CORP DBCV 3.875%11/2 151313AN 96 103000 PRN SHARED 02 103000 D CENDANT CORP COM 15131310 18103 1682455 SH SHARED 1682455 D CENDANT CORP COM 15131310 44460 4132021 SH SHARED 01 4124671 7350 D CENDANT CORP COM 15131310 30 2844 SH SHR/OTHR 01 500 2344 D CENDANT CORP COM 15131310 10012 930497 SH SHARED 02 918667 11830 D CENDANT CORP COM 15131310 2528 235000 SH SHARED 04 235000 D CENDANT CORP COM 15131310 274 25492 SH SHARED 06 25492 D CENDANT CORP COM 15131310 127 11850 SH SHARED 07 11850 D CENDANT CORP COM 15131310 2755 256058 SH SHARED 11 256058 D CENDANT CORP COM 15131310 40390 3753725 SH SHR/OTHR 11 3753725 D CENTENNIAL BANCORP COM 15133T10 867 99951 SH SHARED 01 99951 D CENTENNIAL BANCORP COM 15133T10 104 12000 SH SHARED 02 12000 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 3 1100 SH SHARED 01 1100 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 16 5655 SH SHARED 02 5655 D CENTENE CORP DEL COM 15135B10 477 17900 SH SHARED 01 17900 D CENTENE CORP DEL COM 15135B10 80 3000 SH SHARED 02 3000 D CENTER TR INC COM 15184510 82 14200 SH SHARED 14200 D CENTER TR INC COM 15184510 0 100 SH SHARED 01 100 D CENTER TR INC COM 15184510 34 5900 SH SHARED 02 5900 D CENTERPOINT PPTYS TR SH BEN INT 15189510 97 1758 SH SHARED 1758 D CENTERPOINT PPTYS TR SH BEN INT 15189510 477 8600 SH SHARED 01 8600 D CENTERPOINT PPTYS TR SH BEN INT 15189510 85 1538 SH SHARED 02 1538 D CENTERPOINT PPTYS TR SH BEN INT 15189510 3457 62300 SH SHR/OTHR 11 62300 D CENTERPOINT PPTYS TR SH BEN INT 15189510 26706 481200 SH SHARED 12 481200 D CENTERPOINT PPTYS TR PFD CV SER B 15189530 2575 40300 SH SHARED 40300 D CENTERSPAN COMMUNICATIONS CO COM 15201210 3 1000 SH SHARED 02 1000 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 0 15 SH SHARED 15 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 99 2800 SH SHARED 01 2800 D CENTEX CONSTRUCTION PRODUCTS COM 15231R10 133 3730 SH SHARED 02 3730 D CENTEX CORP COM 15231210 612 13800 SH SHARED 13800 D CENTEX CORP COM 15231210 9077 204682 SH SHARED 204682 D CENTEX CORP COM 15231210 10866 245007 SH SHARED 01 245007 D CENTEX CORP COM 15231210 2341 52793 SH SHARED 02 51793 1000 D CENTEX CORP COM 15231210 95 2152 SH SHARED 06 2152 D CENTEX CORP COM 15231210 24 550 SH SHARED 07 550 D CENTEX CORP COM 15231210 831 18750 SH SHARED 11 18750 D CENTEX CORP COM 15231210 1553 35018 SH SHR/OTHR 11 35018 D CENTILLIUM COMMUNICATIONS IN COM 15231910 25 21638 SH SHARED 21638 D CENTILLIUM COMMUNICATIONS IN COM 15231910 10 8700 SH SHARED 01 8700 D CENTILLIUM COMMUNICATIONS IN COM 15231910 21 17601 SH SHARED 02 15600 2001 D CENTILLIUM COMMUNICATIONS IN COM 15231910 695 579700 SH SHARED 11 579700 D CENTRAL COAST BANCORP COM 15314510 27 1500 SH SHARED 01 1500 D CENTRAL COAST BANCORP COM 15314510 77 4200 SH SHARED 02 4200 D CENTRAL EUROPEAN DIST CORP COM 15343510 10 1086 SH SHARED 1086 D CENTRAL GARDEN & PET CO COM 15352710 141 8265 SH SHARED 8265 D CENTRAL GARDEN & PET CO COM 15352710 195 11400 SH SHARED 01 11400 D CENTRAL GARDEN & PET CO COM 15352710 165 9655 SH SHARED 02 9655 D CENTRAL PKG CORP COM 15478510 11 588 SH SHARED 588 D CENTRAL PKG CORP COM 15478510 109 5450 SH SHARED 01 5450 D CENTRAL PKG CORP COM 15478510 206 10232 SH SHARED 02 10232 D CENTRAL VT PUB SVC CORP COM 15577110 151 8600 SH SHARED 01 8600 D CENTRAL VT PUB SVC CORP COM 15577110 127 7228 SH SHARED 02 6728 500 D CENTURY ALUM CO COM 15643110 54 7844 SH SHARED 7844 D CENTURY ALUM CO COM 15643110 61 8800 SH SHARED 01 8800 D CENTURY ALUM CO COM 15643110 46 6736 SH SHARED 02 6736 D CENTURY BANCORP INC CL A NON VTG 15643210 45 1700 SH SHARED 02 1700 D CENTURY BUSINESS SVCS INC COM 15649010 39 14728 SH SHARED 01 14728 D CENTURY BUSINESS SVCS INC COM 15649010 118 44600 SH SHARED 02 44600 D CEPHEID COM 15670R10 35 9100 SH SHARED 01 9100 D CEPHEID COM 15670R10 57 14900 SH SHARED 02 14900 D CEPHEID COM 15670R10 1 500 SH SHARED 11 500 D CENTURYTEL INC COM 15670010 5396 240597 SH SHARED 240597 D CENTURYTEL INC COM 15670010 12397 552709 SH SHARED 01 552709 D CENTURYTEL INC COM 15670010 11 500 SH SHR/OTHR 01 500 D CENTURYTEL INC COM 15670010 2367 105542 SH SHARED 02 105542 D CENTURYTEL INC COM 15670010 33 1499 SH SHARED 06 1499 D CENTURYTEL INC COM 15670010 6188 275893 SH SHARED 11 53860 222033 D CENTURYTEL INC COM 15670010 3027 134971 SH SHR/OTHR 11 134971 D CEPHALON INC NOTE 5.250% 5/0 156708AC 270 300000 PRN SHARED 01 300000 D CEPHALON INC NOTE 5.250% 5/0 156708AC 1366 1513000 PRN SHARED 02 1513000 D CEPHALON INC NOTE 2.500%12/1 156708AE 1592 1926000 PRN SHARED 02 1926000 D CEPHALON INC COM 15670810 1250 30646 SH SHARED 30646 D CEPHALON INC COM 15670810 1126 27588 SH SHARED 01 27013 575 D CEPHALON INC COM 15670810 17 427 SH SHR/OTHR 01 427 D CEPHALON INC COM 15670810 593 14546 SH SHARED 02 14546 D CEPHALON INC COM 15670810 30333 743100 SH SHARED 04 743100 D CEPHALON INC COM 15670810 1106 27100 SH SHARED 07 27100 D CEPHALON INC COM 15670810 4800 117600 SH SHARED 11 99400 16400 1800 D CEPHALON INC COM 15670810 7110 174180 SH SHR/OTHR 11 174180 D CERES GROUP INC COM 15677210 16 8400 SH SHARED 01 8400 D CERES GROUP INC COM 15677210 20 10700 SH SHARED 02 10700 D CERIDIAN CORP NEW COM 15677910 216 15159 SH SHARED 15159 D CERIDIAN CORP NEW COM 15677910 3128 219556 SH SHARED 01 193456 26100 D CERIDIAN CORP NEW COM 15677910 406 28550 SH SHR/OTHR 01 8000 20550 D CERIDIAN CORP NEW COM 15677910 667 46815 SH SHARED 02 46815 D CERIDIAN CORP NEW COM 15677910 18 1300 SH SHARED 07 1300 D CERIDIAN CORP NEW COM 15677910 51 3600 SH SHARED 11 3600 D CERIDIAN CORP NEW COM 15677910 1102 77350 SH SHR/OTHR 11 77350 D CERNER CORP COM 15678210 412 11716 SH SHARED 11716 D CERNER CORP COM 15678210 1162 33026 SH SHARED 01 33026 D CERNER CORP COM 15678210 95 2711 SH SHARED 02 2111 600 D CERNER CORP COM 15678210 3 100 SH SHARED 11 100 D CERNER CORP COM 15678210 38 1100 SH SHR/OTHR 11 1100 D CERTEGY INC COM 15688010 817 40650 SH SHARED 40650 D CERTEGY INC COM 15688010 2837 141149 SH SHARED 01 135749 250 5150 D CERTEGY INC COM 15688010 572 28500 SH SHR/OTHR 01 23400 5100 D CERTEGY INC COM 15688010 451 22452 SH SHARED 02 22327 125 D CERTEGY INC COM 15688010 12 600 SH SHARED 07 600 D CERTEGY INC COM 15688010 4062 202100 SH SHARED 11 185450 16650 D CERTEGY INC COM 15688010 2567 127750 SH SHR/OTHR 11 127750 D CERUS CORP COM 15708510 85 5109 SH SHARED 5109 D CERUS CORP COM 15708510 266 16007 SH SHARED 01 16007 D CERUS CORP COM 15708510 481 28900 SH SHARED 02 28900 D CERUS CORP COM 15708510 166 10000 SH SHARED 04 10000 D CHALONE WINE GROUP LTD COM 15763910 1 210 SH SHARED 02 210 D CHAMPION ENTERPRISES INC COM 15849610 105 35807 SH SHARED 01 35807 D CHAMPION ENTERPRISES INC COM 15849610 85 28971 SH SHARED 02 28971 D CHAMPION ENTERPRISES INC COM 15849610 2572 875000 SH SHR/OTHR 11 875000 D CHAMPIONSHIP AUTO RACING TEA COM 15871110 29 7764 SH SHARED 7764 D CHAMPIONSHIP AUTO RACING TEA COM 15871110 16 4500 SH SHARED 01 4500 D CHAMPIONSHIP AUTO RACING TEA COM 15871110 23 6100 SH SHARED 02 6100 D CHAMPS ENTMT INC DEL COM 15878710 3 400 SH SHARED 01 400 D CHAMPS ENTMT INC DEL COM 15878710 36 4700 SH SHARED 02 4700 D CHARLES RIVER ASSOCIATES COM 15985210 154 9294 SH SHARED 01 9294 D CHARLES RIVER ASSOCIATES COM 15985210 33 2000 SH SHR/OTHR 01 2000 D CHARLES RIVER ASSOCIATES COM 15985210 68 4100 SH SHARED 02 4100 D CHARLES RIV LABORATORIES INC DBCV 3.500% 2/0 159863AL 120 100000 PRN SHARED 02 100000 D CHARLES RIV LABS INTL INC COM 15986410 335 8539 SH SHARED 8539 D CHARLES RIV LABS INTL INC COM 15986410 898 22900 SH SHARED 01 22900 D CHARLES RIV LABS INTL INC COM 15986410 887 22600 SH SHARED 02 22600 D CHARLES RIV LABS INTL INC COM 15986410 49314 1256420 SH SHARED 11 863286 32514 360620 D CHARLES RIV LABS INTL INC COM 15986410 1511 38500 SH SHR/OTHR 11 38500 D CHARTER ONE FINL INC COM 16090310 8887 299031 SH SHARED 299031 D CHARTER ONE FINL INC COM 16090310 26221 882274 SH SHARED 01 882274 D CHARTER ONE FINL INC COM 16090310 139 4700 SH SHR/OTHR 01 4700 D CHARTER ONE FINL INC COM 16090310 3800 127876 SH SHARED 02 127876 D CHARTER ONE FINL INC COM 16090310 44 1500 SH SHARED 04 1500 D CHARTER ONE FINL INC COM 16090310 53 1801 SH SHARED 06 1801 D CHARTER ONE FINL INC COM 16090310 6906 232399 SH SHARED 11 231183 1216 D CHARTER ONE FINL INC COM 16090310 3720 125195 SH SHR/OTHR 11 125195 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 26 1476 SH SHARED 1476 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 322 18300 SH SHARED 01 18300 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 412 23400 SH SHARED 02 23400 D CHARLOTTE RUSSE HLDG INC COM 16104810 922 97144 SH SHARED 97144 D CHARLOTTE RUSSE HLDG INC COM 16104810 76 8000 SH SHARED 01 8000 D CHARLOTTE RUSSE HLDG INC COM 16104810 56 5985 SH SHARED 02 5985 D CHARMING SHOPPES INC COM 16113310 1408 208651 SH SHARED 01 208651 D CHARMING SHOPPES INC COM 16113310 452 67100 SH SHARED 02 67100 D CHARMING SHOPPES INC COM 16113310 3111 461000 SH SHARED 11 461000 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB 8028 16056000 PRN SHARED 16056000 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB 1250 2500000 PRN SHARED 01 2500000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 6634 15500000 PRN SHARED 15500000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 1070 2500000 PRN SHARED 01 2500000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 4 2230 SH SHARED 2230 D CHARTER COMMUNICATIONS INC D CL A 16117M10 22 12181 SH SHARED 12181 D CHARTER COMMUNICATIONS INC D CL A 16117M10 197 106311 SH SHARED 01 106311 D CHARTER COMMUNICATIONS INC D CL A 16117M10 533 286806 SH SHARED 02 246106 40700 D CHARTER FINL CORP WEST PT GA COM 16122M10 61 2202 SH SHARED 02 2202 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 2533 466643 SH SHARED 466643 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 17 3200 SH SHARED 01 3200 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 611 112700 SH SHARED 02 112700 D CHATEAU CMNTYS INC COM 16172610 107 4069 SH SHARED 4069 D CHATEAU CMNTYS INC COM 16172610 1415 53608 SH SHARED 01 53608 D CHATEAU CMNTYS INC COM 16172610 332 12600 SH SHARED 02 12600 D CHATTEM INC COM 16245610 447 10972 SH SHARED 10972 D CHATTEM INC COM 16245610 1588 38900 SH SHARED 01 38900 D CHATTEM INC COM 16245610 183 4500 SH SHARED 02 3000 1500 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 24 3100 SH SHARED 01 3100 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 36 4600 SH SHARED 02 4600 D CHECKFREE CORP NEW COM 16281310 50 4425 SH SHARED 4425 D CHECKFREE CORP NEW COM 16281310 636 55900 SH SHARED 01 55900 D CHECKFREE CORP NEW COM 16281310 241 21237 SH SHARED 02 20987 250 D CHECKFREE CORP NEW COM 16281310 9 800 SH SHARED 11 800 D CHECKFREE CORP NEW COM 16281310 48 4300 SH SHR/OTHR 11 4300 D CHECKPOINT SYS INC SDCV 5.250%11/0 162825AB 382 425000 PRN SHARED 02 425000 D CHECKPOINT SYS INC COM 16282510 1383 112050 SH SHARED 01 112050 D CHECKPOINT SYS INC COM 16282510 6 500 SH SHR/OTHR 01 500 D CHECKPOINT SYS INC COM 16282510 1271 102943 SH SHARED 02 18443 84500 D CHECKPOINT SYS INC COM 16282510 1285 104100 SH SHARED 11 94100 10000 D CHEESECAKE FACTORY INC COM 16307210 5 200 SH SHARED 200 D CHEESECAKE FACTORY INC COM 16307210 1367 45829 SH SHARED 01 29400 16429 D CHEESECAKE FACTORY INC COM 16307210 23 789 SH SHR/OTHR 01 789 D CHEESECAKE FACTORY INC COM 16307210 486 16308 SH SHARED 02 16208 100 D CHEESECAKE FACTORY INC COM 16307210 450 15100 SH SHARED 11 15100 D CHELSEA PPTY GROUP INC COM 16342110 167 4969 SH SHARED 4969 D CHELSEA PPTY GROUP INC COM 16342110 3875 114840 SH SHARED 01 107230 7610 D CHELSEA PPTY GROUP INC COM 16342110 434 12860 SH SHR/OTHR 01 9760 3100 D CHELSEA PPTY GROUP INC COM 16342110 526 15600 SH SHARED 02 15600 D CHELSEA PPTY GROUP INC COM 16342110 119407 3537986 SH SHARED 12 3537986 D CHEMED CORP COM 16359610 95 3100 SH SHARED 3100 D CHEMED CORP COM 16359610 0 15 SH SHARED 15 D CHEMED CORP COM 16359610 286 9300 SH SHARED 01 9300 D CHEMED CORP COM 16359610 170 5547 SH SHARED 02 5547 D CHEMED CORP COM 16359610 123 4000 SH SHARED 06 4000 D CHEMFIRST INC COM 16361A10 6289 218700 SH SHARED 218700 D CHEMFIRST INC COM 16361A10 3125 108667 SH SHARED 01 108667 D CHEMFIRST INC COM 16361A10 31 1100 SH SHR/OTHR 01 1100 D CHEMFIRST INC COM 16361A10 189 6604 SH SHARED 02 6604 D CHEMICAL FINL CORP COM 16373110 36 1254 SH SHARED 1254 D CHEMICAL FINL CORP COM 16373110 254 8805 SH SHARED 01 8805 D CHEMICAL FINL CORP COM 16373110 369 12800 SH SHARED 02 12800 D CHEROKEE INC DEL NEW COM 16444H10 46 2900 SH SHARED 02 2900 D CHESAPEAKE CORP COM 16515910 139 9333 SH SHARED 01 9333 D CHESAPEAKE CORP COM 16515910 146 9793 SH SHARED 02 9793 D CHESAPEAKE CORP COM 16515910 22 1480 SH SHARED 11 1480 D CHESAPEAKE ENERGY CORP COM 16516710 369 56009 SH SHARED 56009 D CHESAPEAKE ENERGY CORP COM 16516710 3346 507070 SH SHARED 01 507070 D CHESAPEAKE ENERGY CORP COM 16516710 532 80682 SH SHARED 02 80682 D CHESAPEAKE ENERGY CORP COM 16516710 1320 200000 SH SHARED 04 200000 D CHESAPEAKE ENERGY CORP COM 16516710 9152 1386800 SH SHARED 11 1386800 D CHEVRONTEXACO CORP COM 16676410 299860 4330109 SH SHARED 4263775 66334 D CHEVRONTEXACO CORP COM 16676410 322672 4659530 SH SHARED 01 4597179 62351 D CHEVRONTEXACO CORP COM 16676410 8541 123341 SH SHR/OTHR 01 51941 71400 D CHEVRONTEXACO CORP COM 16676410 44134 637321 SH SHARED 02 624914 12407 D CHEVRONTEXACO CORP COM 16676410 23025 332500 SH SHARED 03 212650 119850 D CHEVRONTEXACO CORP COM 16676410 115963 1674560 SH SHARED 04 1674560 D CHEVRONTEXACO CORP COM 16676410 138670 2002466 SH SHARED 06 2002466 D CHEVRONTEXACO CORP COM 16676410 7772 112244 SH SHARED 07 112244 D CHEVRONTEXACO CORP COM 16676410 11225 162100 SH SHARED 08 162100 D CHEVRONTEXACO CORP COM 16676410 10218 147557 SH SHARED 09 147557 D CHEVRONTEXACO CORP COM 16676410 3088 44600 SH SHARED 10 44600 D CHEVRONTEXACO CORP COM 16676410 245273 3541855 SH SHARED 11 1490646 1518539 532670 D CHEVRONTEXACO CORP COM 16676410 184842 2669201 SH SHR/OTHR 11 2669201 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 94 3957 SH SHARED 3957 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 511 21300 SH SHARED 11 21300 D CHICAGO PIZZA & BREWERY INC COM 16788910 323 46900 SH SHARED 01 46900 D CHICAGO PIZZA & BREWERY INC COM 16788910 144 20900 SH SHARED 02 20900 D CHICOS FAS INC COM 16861510 34 2185 SH SHARED 2185 D CHICOS FAS INC COM 16861510 762 47850 SH SHARED 01 47850 D CHICOS FAS INC COM 16861510 101 6374 SH SHARED 02 6374 D CHICOS FAS INC COM 16861510 6 400 SH SHARED 11 400 D CHICOS FAS INC COM 16861510 491 30860 SH SHR/OTHR 11 30860 D CHILE FD INC COM 16883410 3440 538401 SH SHARED 538401 D CHILDRENS PL RETAIL STORES I COM 16890510 78 7728 SH SHARED 7728 D CHILDRENS PL RETAIL STORES I COM 16890510 46 4600 SH SHARED 01 4600 D CHILDRENS PL RETAIL STORES I COM 16890510 69 6882 SH SHARED 02 6882 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 11 1000 SH SHARED 1000 D CHINA FD INC COM 16937310 78 6700 SH SHARED 6700 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 11 970 SH SHARED 970 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 135642141000000 PRN SHARED 141000000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 35 3100 SH SHARED 1800 1300 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 2558 226400 SH SHARED 226400 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 35 3150 SH SHARED 01 3150 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 56 5000 SH SHARED 11 5000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 14357 1270600 SH SHR/OTHR 11 1270600 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 857 55100 SH SHARED 55100 D CHINA UNICOM LTD SPONSORED ADR 16945R10 7 1250 SH SHARED 1250 D CHINA UNICOM LTD SPONSORED ADR 16945R10 3089 522751 SH SHARED 522250 501 D CHIPPAC INC CL A 16965710 461 215648 SH SHARED 01 215648 D CHIPPAC INC CL A 16965710 71 33300 SH SHARED 02 33300 D CHIPPAC INC CL A 16965710 4 2300 SH SHARED 11 2300 D CHOICE HOTELS INTL INC COM 16990510 69 3027 SH SHARED 3027 D CHOICE HOTELS INTL INC COM 16990510 1561 67548 SH SHARED 01 67548 D CHOICE HOTELS INTL INC COM 16990510 298 12900 SH SHARED 02 12900 D CHIQUITA BRANDS INTL INC *W EXP 01/01/200 17003211 626 139167 SH SHARED 139167 D CHIQUITA BRANDS INTL INC *W EXP 01/01/200 17003211 10 2441 SH SHARED 02 2441 D CHIQUITA BRANDS INTL INC COM 17003280 1319 85377 SH SHARED 85377 D CHIQUITA BRANDS INTL INC COM 17003280 209 13581 SH SHARED 01 12900 681 D CHIQUITA BRANDS INTL INC COM 17003280 315 20442 SH SHARED 02 20442 D CHIRON CORP NOTE 6/1 170040AE 61096109101000 PRN SHARED 109101000 D CHIRON CORP COM 17004010 12276 351360 SH SHARED 351360 D CHIRON CORP COM 17004010 25024 716204 SH SHARED 01 713232 2972 D CHIRON CORP COM 17004010 36 1048 SH SHR/OTHR 01 648 400 D CHIRON CORP COM 17004010 5153 147484 SH SHARED 02 145164 2320 D CHIRON CORP COM 17004010 209 6000 SH SHARED 04 6000 D CHIRON CORP COM 17004010 59 1700 SH SHARED 06 1700 D CHIRON CORP COM 17004010 1367 39150 SH SHARED 07 39150 D CHIRON CORP COM 17004010 1955 55958 SH SHARED 11 52366 3592 D CHIRON CORP COM 17004010 3978 113857 SH SHR/OTHR 11 113857 D CHITTENDEN CORP COM 17022810 51 1754 SH SHARED 1754 D CHITTENDEN CORP COM 17022810 717 24239 SH SHARED 01 24239 D CHITTENDEN CORP COM 17022810 614 20753 SH SHARED 02 17061 3692 D CHOICEPOINT INC COM 17038810 4483 125810 SH SHARED 125810 D CHOICEPOINT INC COM 17038810 3450 96804 SH SHARED 01 96804 D CHOICEPOINT INC COM 17038810 400 11238 SH SHR/OTHR 01 7559 3679 D CHOICEPOINT INC COM 17038810 1353 37981 SH SHARED 02 37981 D CHOICEPOINT INC COM 17038810 9258 259785 SH SHARED 11 257066 2719 D CHOICEPOINT INC COM 17038810 485 13630 SH SHR/OTHR 11 13630 D CHOLESTECH CORP COM 17039310 39 3800 SH SHARED 01 3800 D CHOLESTECH CORP COM 17039310 68 6600 SH SHARED 02 6600 D CHORDIANT SOFTWARE INC COM 17040410 10 11800 SH SHARED 01 11800 D CHORDIANT SOFTWARE INC COM 17040410 18 20100 SH SHARED 02 20100 D CHRISTOPHER & BANKS CORP COM 17104610 85 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 362 14446 SH SHARED 14446 D CHRISTOPHER & BANKS CORP COM 17104610 619 24650 SH SHARED 01 24650 D CHRISTOPHER & BANKS CORP COM 17104610 467 18615 SH SHARED 02 18615 D CHRISTOPHER & BANKS CORP COM 17104610 2 80 SH SHARED 11 80 D CHROMAVISION MED SYS INC COM 17111P10 2 1800 SH SHARED 11 1800 D CHUBB CORP COM 17123210 44374 809318 SH SHARED 809318 D CHUBB CORP COM 17123210 37149 677544 SH SHARED 01 670137 7407 D CHUBB CORP COM 17123210 959 17500 SH SHR/OTHR 01 7800 9700 D CHUBB CORP COM 17123210 11698 213356 SH SHARED 02 186540 26816 D CHUBB CORP COM 17123210 8827 161000 SH SHARED 05 161000 D CHUBB CORP COM 17123210 100 1828 SH SHARED 06 1828 D CHUBB CORP COM 17123210 179 3270 SH SHARED 07 3270 D CHUBB CORP COM 17123210 11784 214934 SH SHARED 11 51762 163172 D CHUBB CORP COM 17123210 46471 847547 SH SHR/OTHR 11 847547 D CHURCH & DWIGHT INC COM 17134010 676 20393 SH SHARED 20393 D CHURCH & DWIGHT INC COM 17134010 1156 34875 SH SHARED 01 23475 11400 D CHURCH & DWIGHT INC COM 17134010 360 10874 SH SHARED 02 10874 D CHURCH & DWIGHT INC COM 17134010 540 16300 SH SHARED 11 7100 9200 D CHURCH & DWIGHT INC COM 17134010 139 4200 SH SHR/OTHR 11 4200 D CHURCHILL DOWNS INC COM 17148410 38 1046 SH SHARED 1046 D CHURCHILL DOWNS INC COM 17148410 113 3119 SH SHARED 01 3119 D CHURCHILL DOWNS INC COM 17148410 257 7050 SH SHARED 02 3700 3350 D CHURCHILL DOWNS INC COM 17148410 7 200 SH SHARED 11 200 D CIBER INC COM 17163B10 51 8853 SH SHARED 8853 D CIBER INC COM 17163B10 283 48761 SH SHARED 01 48761 D CIBER INC COM 17163B10 5 1000 SH SHR/OTHR 01 1000 D CIBER INC COM 17163B10 186 32098 SH SHARED 02 32098 D CIENA CORP NOTE 3.750% 2/0 171779AA 11154 19500000 PRN SHARED 19500000 D CIENA CORP NOTE 3.750% 2/0 171779AA 2574 4500000 PRN SHARED 01 4500000 D CIENA CORP NOTE 3.750% 2/0 171779AA 703 1230000 PRN SHARED 02 1230000 D CIENA CORP COM 17177910 18 6100 SH SHARED 6100 D CIENA CORP COM 17177910 1751 589832 SH SHARED 589832 D CIENA CORP COM 17177910 4480 1508472 SH SHARED 01 1500258 8214 D CIENA CORP COM 17177910 17 6000 SH SHR/OTHR 01 6000 D CIENA CORP COM 17177910 1677 564788 SH SHARED 02 520392 44396 D CIENA CORP COM 17177910 15 5338 SH SHARED 06 5338 D CIENA CORP COM 17177910 19 6500 SH SHARED 07 6500 D CIENA CORP COM 17177910 209 70519 SH SHARED 11 65719 4800 D CIENA CORP COM 17177910 1505 506735 SH SHR/OTHR 11 506735 D CIGNA INVTS SECS INC COM 17179X10 6 401 SH SHARED 02 401 D CIMA LABS INC COM 17179610 461 18360 SH SHARED 01 18360 D CIMA LABS INC COM 17179610 1513 60190 SH SHARED 02 23250 36940 D CIMA LABS INC COM 17179610 14 570 SH SHARED 11 570 D CINCINNATI FINL CORP COM 17206210 10802 303616 SH SHARED 303616 D CINCINNATI FINL CORP COM 17206210 22292 626551 SH SHARED 01 626110 441 D CINCINNATI FINL CORP COM 17206210 3148 88492 SH SHARED 02 88492 D CINCINNATI FINL CORP COM 17206210 66 1873 SH SHARED 06 1873 D CINCINNATI FINL CORP COM 17206210 359 10100 SH SHARED 07 10100 D CINCINNATI FINL CORP COM 17206210 3158 88769 SH SHARED 11 3335 85434 D CINCINNATI FINL CORP COM 17206210 5670 159377 SH SHR/OTHR 11 159377 D CINERGY CORP COM 17247410 6884 219045 SH SHARED 219045 D CINERGY CORP COM 17247410 21199 674513 SH SHARED 01 674513 D CINERGY CORP COM 17247410 166 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 3111 99011 SH SHARED 02 99011 D CINERGY CORP COM 17247410 17827 567200 SH SHARED 04 567200 D CINERGY CORP COM 17247410 74 2358 SH SHARED 06 2358 D CINERGY CORP COM 17247410 232 7400 SH SHARED 07 7400 D CINERGY CORP COM 17247410 420 13375 SH SHARED 11 8725 3900 750 D CINERGY CORP COM 17247410 2820 89741 SH SHR/OTHR 11 89741 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 34 11625 SH SHARED 02 11625 D CIRCOR INTL INC COM 17273K10 26 2000 SH SHARED 01 2000 D CIRCOR INTL INC COM 17273K10 73 5500 SH SHARED 02 5500 D CIRCOR INTL INC COM 17273K10 1290 96300 SH SHARED 06 96300 D CIRCOR INTL INC COM 17273K10 2393 178600 SH SHARED 11 178600 D CIRCOR INTL INC COM 17273K10 1050 78400 SH SHR/OTHR 11 78400 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 4644 306551 SH SHARED 306551 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 13759 908220 SH SHARED 01 908220 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 1779 117430 SH SHARED 02 117430 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 49 3282 SH SHARED 06 3282 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 28 1850 SH SHARED 07 1850 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 3390 223800 SH SHARED 11 223800 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 1696 112002 SH SHR/OTHR 11 112002 D CIRCUIT CITY STORE INC CARMAX GROUP 17273730 614 38266 SH SHARED 38266 D CIRCUIT CITY STORE INC CARMAX GROUP 17273730 364 22700 SH SHARED 01 22700 D CIRCUIT CITY STORE INC CARMAX GROUP 17273730 75 4720 SH SHARED 02 4120 600 D CISCO SYS INC COM 17275R10 1348 128662 SH SHARED 35050 93612 D CISCO SYS INC COM 17275R10 443434 42312489 SH SHARED 40580139 1732350 D CISCO SYS INC COM 17275R10 364270 34758679 SH SHARED 01 33265485 1493194 D CISCO SYS INC COM 17275R10 14023 1338130 SH SHR/OTHR 01 781381 556749 D CISCO SYS INC COM 17275R10 56912 5430589 SH SHARED 02 5270591 159998 D CISCO SYS INC COM 17275R10 24950 2380770 SH SHARED 03 1792820 587950 D CISCO SYS INC COM 17275R10 36571 3489600 SH SHARED 04 3489600 D CISCO SYS INC COM 17275R10 104800 10000000 SH SHARED 05 10000000 D CISCO SYS INC COM 17275R10 81918 7816647 SH SHARED 06 7816647 D CISCO SYS INC COM 17275R10 11286 1077000 SH SHARED 07 1077000 D CISCO SYS INC COM 17275R10 7633 728385 SH SHARED 08 728385 D CISCO SYS INC COM 17275R10 3882 370465 SH SHARED 09 370465 D CISCO SYS INC COM 17275R10 1717 163900 SH SHARED 10 163900 D CISCO SYS INC COM 17275R10 302772 28890498 SH SHARED 11 15575197 9075940 4239361 D CISCO SYS INC COM 17275R10 63172 6027896 SH SHR/OTHR 11 6027896 D CIRRUS LOGIC INC COM 17275510 20 7882 SH SHARED 7882 D CIRRUS LOGIC INC COM 17275510 1068 419200 SH SHARED 01 419200 D CIRRUS LOGIC INC COM 17275510 155 60863 SH SHARED 02 58863 2000 D CIRRUS LOGIC INC COM 17275510 471 185000 SH SHARED 11 75600 109400 D CIRRUS LOGIC INC COM 17275510 3 1500 SH SHR/OTHR 11 1500 D CINTAS CORP COM 17290810 12524 298783 SH SHARED 298783 D CINTAS CORP COM 17290810 26952 642939 SH SHARED 01 642939 D CINTAS CORP COM 17290810 5129 122353 SH SHARED 02 121353 1000 D CINTAS CORP COM 17290810 104 2483 SH SHARED 06 2483 D CINTAS CORP COM 17290810 44 1050 SH SHARED 07 1050 D CINTAS CORP COM 17290810 18864 450005 SH SHARED 11 76625 373380 D CINTAS CORP COM 17290810 7959 189879 SH SHR/OTHR 11 189879 D CITIGROUP INC COM 17296710 1328 44810 SH SHARED 17700 27110 D CITIGROUP INC COM 17296710 478114 16125292 SH SHARED 13996100 2129192 D CITIGROUP INC COM 17296710 676684 22822399 SH SHARED 01 22076299 13291 732809 D CITIGROUP INC COM 17296710 16960 572033 SH SHR/OTHR 01 265013 307020 D CITIGROUP INC COM 17296710 101518 3423879 SH SHARED 02 3250881 172998 D CITIGROUP INC COM 17296710 48500 1635767 SH SHARED 03 1182293 453474 D CITIGROUP INC COM 17296710 63495 2141500 SH SHARED 04 2141500 D CITIGROUP INC COM 17296710 16 541 SH SHARED 05 541 D CITIGROUP INC COM 17296710 157364 5307417 SH SHARED 06 5307417 D CITIGROUP INC COM 17296710 18709 631014 SH SHARED 07 631014 D CITIGROUP INC COM 17296710 8036 271036 SH SHARED 08 271036 D CITIGROUP INC COM 17296710 3596 121309 SH SHARED 09 121309 D CITIGROUP INC COM 17296710 3466 116900 SH SHARED 10 116900 D CITIGROUP INC COM 17296710 416520 14047911 SH SHARED 11 5306693 7749295 991923 D CITIGROUP INC COM 17296710 144794 4883442 SH SHR/OTHR 11 4883442 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SH SHR/OTHR 01 3200 D CLOROX CO DEL COM 18905410 6205 154431 SH SHARED 02 153881 550 D CLOROX CO DEL COM 18905410 18229 453700 SH SHARED 03 338100 115600 D CLOROX CO DEL COM 18905410 92393 2299478 SH SHARED 06 2299478 D CLOROX CO DEL COM 18905410 3941 98088 SH SHARED 07 98088 D CLOROX CO DEL COM 18905410 3556 88525 SH SHARED 08 88525 D CLOROX CO DEL COM 18905410 1964 48900 SH SHARED 10 48900 D CLOROX CO DEL COM 18905410 111835 2783351 SH SHARED 11 511235 2033900 238216 D CLOROX CO DEL COM 18905410 7152 178005 SH SHR/OTHR 11 178005 D CLOSURE MED CORP COM 18909310 21 1900 SH SHARED 01 1900 D CLOSURE MED CORP COM 18909310 44 3950 SH SHARED 02 3100 850 D COACH INC COM 18975410 1310 51197 SH SHARED 51197 D COACH INC COM 18975410 3261 127384 SH SHARED 01 125650 1734 D COACH INC COM 18975410 27 1076 SH SHR/OTHR 01 1076 D COACH INC COM 18975410 632 24724 SH SHARED 02 24724 D COACH INC COM 18975410 2048 80000 SH SHARED 04 80000 D COACH INC COM 18975410 563 22000 SH SHARED 07 22000 D COACH INC 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CONSOLIDATED GRAPHICS INC COM 20934110 78 4500 SH SHARED 01 4500 D CONSOLIDATED GRAPHICS INC COM 20934110 112 6400 SH SHARED 02 6400 D CONSOLIDATED GRAPHICS INC COM 20934110 4983 283960 SH SHARED 11 283960 D CONSOLIDATED TOMOKA LD CO COM 21022610 668 37448 SH SHARED 37448 D CONSOLIDATED TOMOKA LD CO COM 21022610 55 3100 SH SHARED 02 3100 D CONSTELLATION BRANDS INC CL A 21036P10 3517 152294 SH SHARED 152294 D CONSTELLATION BRANDS INC CL A 21036P10 2978 128938 SH SHARED 01 128938 D CONSTELLATION BRANDS INC CL A 21036P10 981 42496 SH SHARED 02 29743 12753 D CONSTELLATION BRANDS INC CL A 21036P10 907 39300 SH SHARED 06 39300 D CONSTELLATION BRANDS INC CL A 21036P10 33333 1443000 SH SHARED 11 1443000 D CONSTELLATION BRANDS INC CL A 21036P10 13187 570900 SH SHR/OTHR 11 570900 D CONSTELLATION BRANDS INC CL A 21036P10 66 2900 SH SHARED 13 2900 D CONSTELLATION BRANDS INC CL B 21036P20 37 1600 SH SHARED 01 1600 D CONSTELLATION ENERGY GROUP I COM 21037110 5450 219868 SH SHARED 219868 D CONSTELLATION ENERGY GROUP I COM 21037110 15838 638918 SH SHARED 01 638918 D CONSTELLATION ENERGY GROUP I COM 21037110 271 10950 SH SHR/OTHR 01 10950 D CONSTELLATION ENERGY GROUP I COM 21037110 2495 100685 SH SHARED 02 97168 3517 D CONSTELLATION ENERGY GROUP I COM 21037110 743 30000 SH SHARED 04 30000 D CONSTELLATION ENERGY GROUP I COM 21037110 88161 3556320 SH SHARED 05 3556320 D CONSTELLATION ENERGY GROUP I COM 21037110 61 2496 SH SHARED 06 2496 D CONSTELLATION ENERGY GROUP I COM 21037110 35 1450 SH SHARED 07 1450 D CONSTELLATION ENERGY GROUP I COM 21037110 560 22600 SH SHARED 11 22600 D CONSTELLATION ENERGY GROUP I COM 21037110 2155 86959 SH SHR/OTHR 11 86959 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 1719 5058000 PRN SHARED 5058000 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 340 1000000 PRN SHARED 01 1000000 D CONTINENTAL AIRLS INC CL B 21079530 12 2300 SH SHARED 2300 D CONTINENTAL AIRLS INC CL B 21079530 459 85244 SH SHARED 85244 D CONTINENTAL AIRLS INC CL B 21079530 165 30761 SH SHARED 01 30761 D CONTINENTAL AIRLS INC CL B 21079530 5 1000 SH SHR/OTHR 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 293 54457 SH SHARED 02 46257 8200 D CONTROLADORA COML MEX SA DE GDR 21238A20 0 1 SH SHARED 02 1 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 2442 113600 SH SHARED 02 113600 D CONVERGYS CORP COM 21248510 3498 232742 SH SHARED 232742 D CONVERGYS CORP COM 21248510 9942 661506 SH SHARED 01 661506 D CONVERGYS CORP COM 21248510 63 4200 SH SHR/OTHR 01 4200 D CONVERGYS CORP COM 21248510 1787 118905 SH SHARED 02 118205 700 D CONVERGYS CORP COM 21248510 76 5077 SH SHARED 06 5077 D CONVERGYS CORP COM 21248510 23 1532 SH SHARED 07 1532 D CONVERGYS CORP COM 21248510 463 30808 SH SHARED 11 10100 20708 D CONVERGYS CORP COM 21248510 26329 1751800 SH SHR/OTHR 11 1751800 D COOPER CAMERON CORP DBCV 5/1 216640AA 9802 12780000 PRN SHARED 12780000 D COOPER CAMERON CORP DBCV 1.750% 5/1 216640AB 14355 15000000 PRN SHARED 15000000 D COOPER CAMERON CORP DBCV 1.750% 5/1 216640AB 3110 3250000 PRN SHARED 01 3250000 D COOPER CAMERON CORP COM 21664010 1884 45117 SH SHARED 45117 D COOPER CAMERON CORP COM 21664010 1451 34750 SH SHARED 01 34750 D COOPER CAMERON CORP COM 21664010 838 20079 SH SHARED 02 20079 D COOPER CAMERON CORP COM 21664010 2088 50000 SH SHARED 04 50000 D COOPER CAMERON CORP COM 21664010 304 7290 SH SHR/OTHR 11 7290 D COOPER COS INC COM NEW 21664840 68 1300 SH SHARED 1300 D COOPER COS INC COM NEW 21664840 15 300 SH SHARED 300 D COOPER COS INC COM NEW 21664840 372 7100 SH SHARED 01 7100 D COOPER COS INC COM NEW 21664840 648 12360 SH SHARED 02 10360 2000 D COOPER COS INC COM NEW 21664840 95 1811 SH SHARED 11 1811 D COOPER TIRE & RUBR CO COM 21683110 158 9800 SH SHARED 9800 D COOPER TIRE & RUBR CO COM 21683110 6822 422723 SH SHARED 422723 D COOPER TIRE & RUBR CO COM 21683110 5717 354244 SH SHARED 01 354244 D COOPER TIRE & RUBR CO COM 21683110 798 49480 SH SHARED 02 48980 500 D COOPER TIRE & RUBR CO COM 21683110 2 150 SH SHARED 11 150 D COOPER TIRE & RUBR CO COM 21683110 716 44412 SH SHR/OTHR 11 44412 D COORS ADOLPH CO CL B 21701610 2700 47962 SH SHARED 47962 D COORS ADOLPH CO CL B 21701610 7483 132921 SH SHARED 01 132921 D COORS ADOLPH CO CL B 21701610 1258 22358 SH SHARED 02 21964 394 D COORS ADOLPH CO CL B 21701610 4993 88700 SH SHARED 11 88700 D COORS ADOLPH CO CL B 21701610 1223 21739 SH SHR/OTHR 11 21739 D COORSTEK INC COM 21702010 79 5301 SH SHARED 01 5301 D COORSTEK INC COM 21702010 72 4800 SH SHARED 02 4800 D COPART INC COM 21720410 52 4842 SH SHARED 4842 D COPART INC COM 21720410 301 27750 SH SHARED 01 27750 D COPART INC COM 21720410 261 24125 SH SHARED 02 23675 450 D COPART INC COM 21720410 47285 4358149 SH SHARED 11 2780784 141765 1435600 D COPART INC COM 21720410 16638 1533500 SH SHR/OTHR 11 1533500 D COPPER MTN NETWORKS INC COM NEW 21751020 12 3390 SH SHARED 3390 D COPPER MTN NETWORKS INC COM NEW 21751020 0 10 SH SHARED 02 10 D COR THERAPEUTICS INC NOTE 5.000% 3/0 217753AD 11698 11110000 PRN SHARED 11110000 D COR THERAPEUTICS INC NOTE 4.500% 6/1 217753AG 29568 28000000 PRN SHARED 28000000 D CORDIANT COMMS GRP PLC SPON ADR NEW 21851420 0 100 SH SHARED 02 100 D CORINTHIAN COLLEGES INC COM 21886810 58 1545 SH SHARED 1545 D CORINTHIAN COLLEGES INC COM 21886810 1156 30650 SH SHARED 01 29200 1450 D CORINTHIAN COLLEGES INC COM 21886810 70 1880 SH SHR/OTHR 01 1880 D CORINTHIAN COLLEGES INC COM 21886810 944 25018 SH SHARED 02 25018 D CORINTHIAN COLLEGES INC COM 21886810 3 85 SH SHARED 11 85 D CORIXA CORP COM 21887F10 7 1194 SH SHARED 1194 D CORIXA CORP COM 21887F10 294 46541 SH SHARED 01 46541 D CORIXA CORP COM 21887F10 226 35725 SH SHARED 02 29463 6262 D CORIXA CORP COM 21887F10 762 120400 SH SHARED 04 120400 D CORIO INC COM 21887510 0 1300 SH SHARED 02 1000 300 D CORN PRODS INTL INC COM 21902310 239 8325 SH SHARED 8325 D CORN PRODS INTL INC COM 21902310 781 27174 SH SHARED 01 26299 875 D CORN PRODS INTL INC COM 21902310 181 6300 SH SHR/OTHR 01 6300 D CORN PRODS INTL INC COM 21902310 638 22202 SH SHARED 02 22202 D CORN PRODS INTL INC COM 21902310 71 2482 SH SHARED 11 2070 412 D CORN PRODS INTL INC COM 21902310 19 675 SH SHR/OTHR 11 675 D CORNELL COMPANIES INC COM 21914110 25 3256 SH SHARED 3256 D CORNELL COMPANIES INC COM 21914110 37 4700 SH SHARED 01 4700 D CORNELL COMPANIES INC COM 21914110 58 7300 SH SHARED 02 7300 D CORNELL COMPANIES INC COM 21914110 202 25500 SH SHARED 11 25500 D CORNERSTONE RLTY INCOME TR I COM 21922V10 118 13300 SH SHARED 01 13300 D CORNERSTONE RLTY INCOME TR I COM 21922V10 333 37450 SH SHARED 02 32700 4750 D CORNERSTONE STATEGIC RETURN COM 21923Y10 888 139000 SH SHARED 139000 D CORNERSTONE STRATEGIC VALUE COM 21924B10 4 900 SH SHARED 900 D CORNING INC DBCV 11/0 219350AJ 70713161816000 PRN SHARED 161816000 D CORNING INC DBCV 11/0 219350AJ 1311 3000000 PRN SHARED 01 3000000 D CORNING INC NOTE 3.500%11/0 219350AK 1593 3000000 PRN SHARED 01 3000000 D CORNING INC NOTE 3.500%11/0 219350AK 12 23000 PRN SHARED 02 23000 D CORNING INC COM 21935010 0 280 SH SHARED 280 D CORNING INC COM 21935010 4235 2647186 SH SHARED 2647186 D CORNING INC COM 21935010 7758 4849077 SH SHARED 01 3736577 1112500 D CORNING INC COM 21935010 1619 1012229 SH SHR/OTHR 01 18050 994179 D CORNING INC COM 21935010 1621 1013273 SH SHARED 02 1005373 7900 D CORNING INC COM 21935010 299 187400 SH SHARED 03 184900 2500 D CORNING INC COM 21935010 29 18213 SH SHARED 06 18213 D CORNING INC COM 21935010 13 8400 SH SHARED 07 8400 D CORNING INC COM 21935010 981 613283 SH SHARED 11 162577 450706 D CORNING INC COM 21935010 1027 642137 SH SHR/OTHR 11 642137 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1519 53225 SH SHARED 01 52300 925 D CORPORATE EXECUTIVE BRD CO COM 21988R10 41 1465 SH SHR/OTHR 01 1465 D CORPORATE EXECUTIVE BRD CO COM 21988R10 646 22630 SH SHARED 02 21600 1030 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 77 5693 SH SHARED 5693 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 43 3200 SH SHARED 01 3200 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 140 10400 SH SHARED 02 9500 900 D CORRECTIONAL PPTYS TR COM 22025E10 78 3400 SH SHARED 01 3400 D CORRECTIONAL PPTYS TR COM 22025E10 94 4100 SH SHARED 02 4100 D CORRECTIONAL PPTYS TR COM 22025E10 2109 91700 SH SHARED 11 91700 D CORRECTIONS CORP AMER NEW PFD CV B 12% 22025Y30 13413 577411 SH SHR/OTHR 11 577411 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 93 6680 SH SHARED 6680 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 256 18254 SH SHARED 01 18254 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 221 15800 SH SHARED 02 15800 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 2699 192139 SH SHR/OTHR 11 192139 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 8 10000 SH SHR/OTHR 01 10000 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 0 200 SH SHARED 02 200 D CORUS GROUP PLC SPONSORED ADR 22087M10 323 59300 SH SHARED 02 59300 D CORUS GROUP PLC SPONSORED ADR 22087M10 9909 1818292 SH SHARED 05 1818292 D CORUS BANKSHARES INC COM 22087310 99 2269 SH SHARED 2269 D CORUS BANKSHARES INC COM 22087310 359 8200 SH SHARED 01 8200 D CORUS BANKSHARES INC COM 22087310 219 5000 SH SHARED 02 5000 D CORVAS INTL INC COM 22100510 0 100 SH SHARED 02 100 D CORVEL CORP COM 22100610 155 5200 SH SHARED 01 5200 D CORVEL CORP COM 22100610 110 3700 SH SHARED 02 3700 D CORVEL CORP COM 22100610 55 1850 SH SHARED 11 1850 D CORVIS CORP COM 22100910 178 313883 SH SHARED 313883 D CORVIS CORP COM 22100910 102 179101 SH SHARED 02 169201 9900 D CORVIS CORP COM 22100910 13 24000 SH SHR/OTHR 11 24000 D COST PLUS INC CALIF COM 22148510 283 10548 SH SHARED 10548 D COST PLUS INC CALIF COM 22148510 574 21405 SH SHARED 01 21405 D COST PLUS INC CALIF COM 22148510 303 11293 SH SHARED 02 11293 D COST PLUS INC CALIF COM 22148510 21 800 SH SHARED 11 800 D COSTCO WHSL CORP NEW COM 22160K10 21367 660098 SH SHARED 660098 D COSTCO WHSL CORP NEW COM 22160K10 71189 2199255 SH SHARED 01 1937080 262175 D COSTCO WHSL CORP NEW COM 22160K10 2321 71720 SH SHR/OTHR 01 35666 36054 D COSTCO WHSL CORP NEW COM 22160K10 10880 336118 SH SHARED 02 311837 24281 D COSTCO WHSL CORP NEW COM 22160K10 3793 117200 SH SHARED 03 92000 25200 D COSTCO WHSL CORP NEW COM 22160K10 1942 60000 SH SHARED 04 60000 D COSTCO WHSL CORP NEW COM 22160K10 2764 85400 SH SHARED 06 85400 D COSTCO WHSL CORP NEW COM 22160K10 220 6800 SH SHARED 07 6800 D COSTCO WHSL CORP NEW COM 22160K10 4292 132600 SH SHARED 09 132600 D COSTCO WHSL CORP NEW COM 22160K10 12149 375320 SH SHARED 11 320720 54600 D COSTCO WHSL CORP NEW COM 22160K10 15181 468989 SH SHR/OTHR 11 468989 D COSTAR GROUP INC COM 22160N10 33 1837 SH SHARED 1837 D COSTAR GROUP INC COM 22160N10 118 6610 SH SHARED 01 6610 D COSTAR GROUP INC COM 22160N10 136 7600 SH SHARED 02 7600 D COSTAR GROUP INC COM 22160N10 1873 104100 SH SHARED 06 104100 D COSTAR GROUP INC COM 22160N10 23030 1279485 SH SHARED 11 891288 9512 378685 D COSTAR GROUP INC COM 22160N10 1542 85700 SH SHR/OTHR 11 85700 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 17100 22500000 PRN SHARED 22500000 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 152 200000 PRN SHARED 02 200000 D COTT CORP QUE COM 22163N10 45 3001 SH SHARED 3001 D COTTON STS LIFE INS CO COM 22177410 390 45525 SH SHARED 01 45525 D COUNTRYWIDE CR INDS INC DEL NOTE 2/0 222372AE 14166 18000000 PRN SHARED 18000000 D COUNTRYWIDE CR INDS INC DEL COM 22237210 523 11100 SH SHARED 11100 D COUNTRYWIDE CR INDS INC DEL COM 22237210 9884 209638 SH SHARED 209638 D COUNTRYWIDE CR INDS INC DEL COM 22237210 36022 764008 SH SHARED 01 764008 D COUNTRYWIDE CR INDS INC DEL COM 22237210 5493 116511 SH SHARED 02 113811 2700 D COUNTRYWIDE CR INDS INC DEL COM 22237210 1108 23500 SH SHARED 04 23500 D COUNTRYWIDE CR INDS INC DEL COM 22237210 70 1488 SH SHARED 06 1488 D COUNTRYWIDE CR INDS INC DEL COM 22237210 51 1100 SH SHARED 07 1100 D COUNTRYWIDE CR INDS INC DEL COM 22237210 980 20800 SH SHARED 11 20200 600 D COUNTRYWIDE CR INDS INC DEL COM 22237210 17627 373869 SH SHR/OTHR 11 373869 D COURIER CORP COM 22266010 15 400 SH SHARED 01 400 D COURIER CORP COM 22266010 79 2100 SH SHARED 02 2100 D COURIER CORP COM 22266010 1437 37836 SH SHARED 11 37836 D COUSINS PPTYS INC COM 22279510 204 8909 SH SHARED 01 8909 D COUSINS PPTYS INC COM 22279510 63 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 198 8625 SH SHARED 02 2625 6000 D COVANSYS CORP COM 22281W10 29 17483 SH SHARED 01 17483 D COVANSYS CORP COM 22281W10 18 10800 SH SHARED 02 10800 D COVANCE INC COM 22281610 413 21146 SH SHARED 21146 D COVANCE INC COM 22281610 1340 68488 SH SHARED 01 68488 D COVANCE INC COM 22281610 20 1050 SH SHR/OTHR 01 250 800 D COVANCE INC COM 22281610 990 50604 SH SHARED 02 50604 D COVANCE INC COM 22281610 5076 259405 SH SHARED 11 244400 15005 D COVANCE INC COM 22281610 320 16370 SH SHR/OTHR 11 16370 D COVENANT TRANS INC CL A 22284P10 39 2265 SH SHARED 2265 D COVENANT TRANS INC CL A 22284P10 252 14400 SH SHARED 01 14400 D COVENANT TRANS INC CL A 22284P10 59 3427 SH SHARED 02 3427 D COVENTRY HEALTH CARE INC COM 22286210 177 5455 SH SHARED 5455 D COVENTRY HEALTH CARE INC COM 22286210 1347 41450 SH SHARED 01 41450 D COVENTRY HEALTH CARE INC COM 22286210 140 4309 SH SHARED 02 4309 D COVENTRY HEALTH CARE INC COM 22286210 11268 346710 SH SHARED 11 346710 D COVENTRY HEALTH CARE INC COM 22286210 3188 98100 SH SHR/OTHR 11 98100 D COX COMMUNICATIONS INC NEW NOTE 3.000% 3/1 224044AW 18972 61200000 PRN SHARED 61200000 D COX COMMUNICATIONS INC NEW SDEB 0.426% 4/1 224044AX 51347123728000 PRN SHARED 123728000 D COX COMMUNICATIONS INC NEW NOTE 0.348% 2/2 224044BC 12061 17330000 PRN SHARED 17330000 D COX COMMUNICATIONS INC NEW NOTE 0.348% 2/2 224044BC 348 500000 PRN SHARED 02 500000 D COX COMMUNICATIONS INC NEW CL A 22404410 168 6853 SH SHARED 6853 D COX COMMUNICATIONS INC NEW CL A 22404410 5197 211351 SH SHARED 01 208351 3000 D COX COMMUNICATIONS INC NEW CL A 22404410 2 100 SH SHR/OTHR 01 100 D COX COMMUNICATIONS INC NEW CL A 22404410 709 28835 SH SHARED 02 21160 7675 D COX COMMUNICATIONS INC NEW CL A 22404410 5901 240000 SH SHARED 04 240000 D COX COMMUNICATIONS INC NEW CL A 22404410 91 3721 SH SHARED 06 3721 D COX COMMUNICATIONS INC NEW CL A 22404410 43 1750 SH SHARED 07 1750 D COX COMMUNICATIONS INC NEW CL A 22404410 253 10313 SH SHARED 11 7519 2794 D COX COMMUNICATIONS INC NEW CL A 22404410 2690 109394 SH SHR/OTHR 11 109394 D COX RADIO INC CL A 22405110 211 8092 SH SHARED 8092 D COX RADIO INC CL A 22405110 206 7900 SH SHARED 01 7900 D COX RADIO INC CL A 22405110 206 7894 SH SHARED 02 4794 3100 D COX RADIO INC CL A 22405110 128 4900 SH SHR/OTHR 11 4900 D CP SHIPS LTD COM 22409V10 6 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 1 100 SH SHARED 02 100 D CP SHIPS LTD COM 22409V10 82 7187 SH SHARED 11 7187 D CP SHIPS LTD COM 22409V10 48 4225 SH SHR/OTHR 11 4225 D CRAFTMADE INTL INC COM 22413E10 2481 187300 SH SHARED 06 187300 D CRAFTMADE INTL INC COM 22413E10 5618 424000 SH SHARED 11 424000 D CRAFTMADE INTL INC COM 22413E10 1805 136300 SH SHR/OTHR 11 136300 D CRANE CO COM 22439910 1691 85612 SH SHARED 85612 D CRANE CO COM 22439910 4239 214551 SH SHARED 01 214551 D CRANE CO COM 22439910 295 14932 SH SHR/OTHR 01 14932 D CRANE CO COM 22439910 677 34302 SH SHARED 02 32952 1350 D CRANE CO COM 22439910 372 18832 SH SHARED 11 18832 D CRANE CO COM 22439910 581 29405 SH SHR/OTHR 11 29405 D CRAWFORD & CO CL B 22463310 138 22025 SH SHARED 01 22025 D CRAWFORD & CO CL B 22463310 94 15000 SH SHARED 02 15000 D CREATIVE COMPUTER APPLICATIO COM NEW 22490130 0 20 SH SHARED 02 20 D CREDIT SUISSE ASSET MGMT INC COM 22491610 112 25000 SH SHR/OTHR 01 25000 D CRAY INC COM 22522310 236 59900 SH SHARED 01 52900 7000 D CRAY INC COM 22522310 97 24600 SH SHARED 02 24600 D CREDENCE SYS CORP COM 22530210 51 5953 SH SHARED 5953 D CREDENCE SYS CORP COM 22530210 386 44580 SH SHARED 01 44580 D CREDENCE SYS CORP COM 22530210 639 73800 SH SHARED 02 73800 D CREDENCE SYS CORP COM 22530210 31 3610 SH SHARED 11 3610 D CREDIT ACCEP CORP MICH COM 22531010 104 12800 SH SHARED 01 12800 D CREDIT ACCEP CORP MICH COM 22531010 94 11500 SH SHARED 02 7500 4000 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 1075 54000 SH SHARED 02 52000 2000 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 266 13360 SH SHARED 11 7960 5400 D CREE INC COM 22544710 292 23382 SH SHARED 23382 D CREE INC COM 22544710 7712 617012 SH SHARED 01 589400 27612 D CREE INC COM 22544710 49 3923 SH SHR/OTHR 01 3923 D CREE INC COM 22544710 783 62706 SH SHARED 02 61706 1000 D CREE INC COM 22544710 18211 1456900 SH SHARED 11 1111200 16900 328800 D CREO INC COM 22560610 66 13292 SH SHARED 13292 D CRESCENT BKG CO COM 22564610 77 5000 SH SHARED 02 5000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 132 8458 SH SHARED 8458 D CRESCENT REAL ESTATE EQUITIE COM 22575610 1497 95375 SH SHARED 01 95375 D CRESCENT REAL ESTATE EQUITIE COM 22575610 94 6035 SH SHARED 02 6035 D CRESCENT REAL ESTATE EQUITIE COM 22575610 73 4698 SH SHARED 06 4698 D CRESCENT REAL ESTATE EQUITIE COM 22575610 29 1900 SH SHARED 07 1900 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 12234 640200 SH SHARED 640200 D CRIIMI MAE INC COM NEW 22660350 62 8000 SH SHARED 8000 D CRITICAL PATH INC COM 22674V10 23 37700 SH SHARED 02 200 37500 D CROMPTON CORP COM 22711610 1999 198966 SH SHARED 198966 D CROMPTON CORP COM 22711610 987 98305 SH SHARED 01 98305 D CROMPTON CORP COM 22711610 97 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 897 89284 SH SHARED 02 89284 D CROMPTON CORP COM 22711610 10 1016 SH SHARED 11 1016 D CROSS A T CO CL A 22747810 1 165 SH SHARED 02 165 D CROSS A T CO CL A 22747810 1168 190000 SH SHARED 06 190000 D CROSS A T CO CL A 22747810 2515 409000 SH SHARED 11 408000 1000 D CROSS A T CO CL A 22747810 1373 223400 SH SHR/OTHR 11 223400 D CROSS CTRY INC COM 22748P10 170 12064 SH SHARED 01 12064 D CROSS CTRY INC COM 22748P10 262 18563 SH SHARED 02 18563 D CROSS CTRY INC COM 22748P10 5 400 SH SHARED 11 400 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 339 452816 SH SHARED 452816 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 1 2200 SH SHARED 2200 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 7 9800 SH SHARED 01 9800 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 3 4801 SH SHARED 02 4801 D CROSSROADS SYS INC COM 22765D10 0 1600 SH SHARED 02 1600 D CROWN AMERN RLTY TR SH BEN INT 22818610 63 6926 SH SHARED 6926 D CROWN AMERN RLTY TR SH BEN INT 22818610 88 9600 SH SHARED 01 9600 D CROWN AMERN RLTY TR SH BEN INT 22818610 130 14200 SH SHARED 02 14200 D CROWN AMERN RLTY TR SH BEN INT 22818610 342 37300 SH SHARED 12 37300 D CROWN CASTLE INTL CORP COM 22822710 2 1040 SH SHARED 1040 D CROWN CASTLE INTL CORP COM 22822710 203 93650 SH SHARED 01 93650 D CROWN CASTLE INTL CORP COM 22822710 316 145686 SH SHARED 02 133986 11700 D CROWN CORK & SEAL INC COM 22825510 829 157983 SH SHARED 12983 145000 D CROWN CORK & SEAL INC COM 22825510 4906 934592 SH SHARED 01 934592 D CROWN CORK & SEAL INC COM 22825510 2744 522807 SH SHARED 02 334300 188507 D CROWN CORK & SEAL INC COM 22825510 9 1750 SH SHARED 11 1750 D CROWN MEDIA HLDGS INC CL A 22841110 25 7400 SH SHARED 01 7400 D CROWN MEDIA HLDGS INC CL A 22841110 99 28371 SH SHARED 02 14371 14000 D CROWN PAC PARTNERS L P UNIT LTD PARTN 22843910 1 363 SH SHARED 02 363 D CRYOLIFE INC COM 22890310 132 50900 SH SHARED 50900 D CRYOLIFE INC COM 22890310 13 5200 SH SHARED 01 5200 D CRYOLIFE INC COM 22890310 24 9461 SH SHARED 02 9461 D CRYOLIFE INC COM 22890310 3942 1510520 SH SHARED 11 983636 23234 503650 D CTI MOLECULAR IMAGING INC COM 22943D10 144 5730 SH SHARED 02 5730 D CUBIC CORP COM 22966910 156 9182 SH SHARED 9182 D CUBIC CORP COM 22966910 258 15200 SH SHARED 01 15200 D CUBIC CORP COM 22966910 253 14885 SH SHARED 02 8885 6000 D CUBIST PHARMACEUTICALS INC COM 22967810 45 8831 SH SHARED 8831 D CUBIST PHARMACEUTICALS INC COM 22967810 103 20157 SH SHARED 01 20157 D CUBIST PHARMACEUTICALS INC COM 22967810 79 15563 SH SHARED 02 15563 D CUBIST PHARMACEUTICALS INC COM 22967810 5578 1091700 SH SHARED 04 1091700 D CUBIST PHARMACEUTICALS INC COM 22967810 25 5000 SH SHARED 07 5000 D CUBIST PHARMACEUTICALS INC COM 22967810 20 4000 SH SHR/OTHR 11 4000 D CULLEN FROST BANKERS INC COM 22989910 177 5192 SH SHARED 5192 D CULLEN FROST BANKERS INC COM 22989910 1565 45828 SH SHARED 01 45828 D CULLEN FROST BANKERS INC COM 22989910 40 1200 SH SHR/OTHR 01 1200 D CULLEN FROST BANKERS INC COM 22989910 126 3699 SH SHARED 02 3699 D CULLEN FROST BANKERS INC COM 22989910 5761 168710 SH SHARED 11 159910 8800 D CULP INC COM 23021510 67 7931 SH SHARED 7931 D CULP INC COM 23021510 107 12600 SH SHARED 01 9100 3500 D CULP INC COM 23021510 29 3500 SH SHARED 02 3500 D CUMMINS INC COM 23102110 188 8000 SH SHARED 8000 D CUMMINS INC COM 23102110 3947 167123 SH SHARED 167123 D CUMMINS INC COM 23102110 4186 177250 SH SHARED 01 177250 D CUMMINS INC COM 23102110 642 27198 SH SHARED 02 26498 700 D CUMMINS INC COM 23102110 1957 82868 SH SHARED 11 16600 66268 D CUMMINS INC COM 23102110 652 27605 SH SHR/OTHR 11 27605 D CUMULUS MEDIA INC CL A 23108210 38 2200 SH SHARED 2200 D CUMULUS MEDIA INC CL A 23108210 215 12193 SH SHARED 12193 D CUMULUS MEDIA INC CL A 23108210 1675 94950 SH SHARED 01 94950 D CUMULUS MEDIA INC CL A 23108210 235 13369 SH SHARED 02 12419 950 D CUMULUS MEDIA INC CL A 23108210 555 31450 SH SHR/OTHR 11 31450 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3567 5600000 PRN SHARED 5600000 D CURAGEN CORP COM 23126R10 486 115238 SH SHARED 115238 D CURAGEN CORP COM 23126R10 131 31126 SH SHARED 01 31126 D CURAGEN CORP COM 23126R10 118 28073 SH SHARED 02 25573 2500 D CURAGEN CORP COM 23126R10 8 1900 SH SHARED 11 1900 D CURATIVE HEALTH SVCS INC COM 23126410 252 23239 SH SHARED 23239 D CURATIVE HEALTH SVCS INC COM 23126410 338 31200 SH SHARED 01 31200 D CURATIVE HEALTH SVCS INC COM 23126410 61 5711 SH SHARED 02 5711 D CURIS INC COM 23126910 0 50 SH SHARED 01 50 D CURIS INC COM 23126910 0 100 SH SHARED 02 100 D CURTISS WRIGHT CORP COM 23156110 77 1293 SH SHARED 1293 D CURTISS WRIGHT CORP COM 23156110 2750 46000 SH SHARED 01 46000 D CURTISS WRIGHT CORP COM 23156110 356 5959 SH SHARED 02 5959 D CURTISS WRIGHT CORP COM 23156110 7874 131700 SH SHARED 11 131700 D CURTISS WRIGHT CORP CL B 23156140 12 219 SH SHARED 01 219 D CURTISS WRIGHT CORP CL B 23156140 1 23 SH SHARED 02 23 D CYBERGUARD CORP COM 23191010 0 30 SH SHARED 01 30 D CYBERGUARD CORP COM 23191010 1 420 SH SHR/OTHR 11 420 D CUTTER & BUCK INC COM 23221710 0 150 SH SHARED 02 150 D CYBERONICS INC COM 23251P10 460 26736 SH SHARED 26736 D CYBERONICS INC COM 23251P10 376 21901 SH SHARED 01 21901 D CYBERONICS INC COM 23251P10 209 12200 SH SHARED 02 12200 D CYBERONICS INC COM 23251P10 1764 102500 SH SHARED 04 102500 D CYBEROPTICS CORP COM 23251710 12 7150 SH SHARED 01 300 6850 D CYBEROPTICS CORP COM 23251710 36 21221 SH SHR/OTHR 01 21221 D CYGNUS INC COM 23256010 8 5500 SH SHARED 01 5500 D CYGNUS INC COM 23256010 0 500 SH SHR/OTHR 01 500 D CYGNUS INC COM 23256010 26 17398 SH SHARED 02 16898 500 D CYLINK CORP COM 23256510 0 200 SH SHARED 02 200 D CYMER INC COM 23257210 159 8552 SH SHARED 8552 D CYMER INC COM 23257210 367 19700 SH SHARED 01 19700 D CYMER INC COM 23257210 313 16822 SH SHARED 02 16822 D CYMER INC COM 23257210 6891 369720 SH SHARED 11 237400 4300 128020 D CYMER INC COM 23257210 269 14470 SH SHR/OTHR 11 14470 D CYPRESS SEMICONDUCTOR CORP NOTE 4.000% 2/0 232806AE 1932 2510000 PRN SHARED 2510000 D CYPRESS SEMICONDUCTOR CORP NOTE 4.000% 2/0 232806AE 2310 3000000 PRN SHARED 01 3000000 D CYPRESS SEMICONDUCTOR CORP NOTE 4.000% 2/0 232806AE 77 100000 PRN SHARED 02 100000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 925 141126 SH SHARED 141126 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2750 419227 SH SHARED 01 419227 D CYPRESS SEMICONDUCTOR CORP COM 23280610 226 34491 SH SHARED 02 34491 D CYPRESS SEMICONDUCTOR CORP COM 23280610 0 100 SH SHARED 11 100 D CYPRESS SEMICONDUCTOR CORP COM 23280610 38 5900 SH SHR/OTHR 11 5900 D CYTEC INDS INC COM 23282010 32 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 541 24667 SH SHARED 24667 D CYTEC INDS INC COM 23282010 741 33765 SH SHARED 01 33765 D CYTEC INDS INC COM 23282010 676 30800 SH SHARED 02 30800 D CYTOGEN CORP COM 23282410 0 300 SH SHARED 02 300 D D & E COMMUNICATIONS INC COM 23286010 120 12092 SH SHARED 01 12092 D D & E COMMUNICATIONS INC COM 23286010 0 94 SH SHARED 02 94 D D & K HEALTHCARE RES INC COM 23286110 301 33735 SH SHARED 33735 D D & K HEALTHCARE RES INC COM 23286110 150 16774 SH SHARED 01 16774 D D & K HEALTHCARE RES INC COM 23286110 64 7200 SH SHARED 02 7200 D CYTYC CORP COM 23294610 251 23418 SH SHARED 23418 D CYTYC CORP COM 23294610 975 91004 SH SHARED 01 89629 1375 D CYTYC CORP COM 23294610 21 2000 SH SHR/OTHR 01 2000 D CYTYC CORP COM 23294610 844 78739 SH SHARED 02 78739 D CYTYC CORP COM 23294610 7762 724100 SH SHARED 11 512600 6100 205400 D DDI CORP COM 23316210 4 28176 SH SHARED 01 28176 D DDI CORP COM 23316210 162 1023200 SH SHARED 02 1023200 D DDI CORP COM 23316210 91 573200 SH SHARED 11 573200 D DHB INDS INC COM 23321E10 19 9400 SH SHARED 02 9400 D DHB INDS INC COM 23321E10 895 422400 SH SHARED 06 422400 D DHB INDS INC COM 23321E10 1997 942300 SH SHARED 11 942300 D DHB INDS INC COM 23321E10 747 352400 SH SHR/OTHR 11 352400 D DJ ORTHOPEDICS INC COM 23325G10 384 100750 SH SHARED 100750 D DJ ORTHOPEDICS INC COM 23325G10 2 688 SH SHARED 01 688 D DJ ORTHOPEDICS INC COM 23325G10 16 4200 SH SHARED 02 4200 D DNP SELECT INCOME FD COM 23325P10 52 5264 SH SHARED 02 5264 D DNP SELECT INCOME FD COM 23325P10 97 9813 SH SHARED 11 7813 2000 D DQE INC COM 23329J10 909 60609 SH SHARED 60609 D DQE INC COM 23329J10 824 54967 SH SHARED 01 54967 D DQE INC COM 23329J10 11 750 SH SHR/OTHR 01 750 D DQE INC COM 23329J10 854 56992 SH SHARED 02 56300 692 D DQE INC COM 23329J10 24705 1647040 SH SHARED 05 1647040 D DQE INC COM 23329J10 2 187 SH SHARED 11 187 D DPL INC COM 23329310 289 17584 SH SHARED 17584 D DPL INC COM 23329310 1551 94322 SH SHARED 01 94322 D DPL INC COM 23329310 40 2475 SH SHR/OTHR 01 2475 D DPL INC COM 23329310 611 37160 SH SHARED 02 34910 2250 D DPL INC COM 23329310 1480 90000 SH SHARED 04 90000 D DPL INC COM 23329310 16 1012 SH SHARED 11 1012 D DPL INC COM 23329310 20 1254 SH SHR/OTHR 11 1254 D DRS TECHNOLOGIES INC COM 23330X10 208 5598 SH SHARED 5598 D DRS TECHNOLOGIES INC COM 23330X10 2609 70100 SH SHARED 01 70100 D DRS TECHNOLOGIES INC COM 23330X10 351 9453 SH SHARED 02 9453 D DRS TECHNOLOGIES INC COM 23330X10 6 164 SH SHARED 11 164 D D R HORTON INC NOTE 5/1 23331AAH 20650 35000000 PRN SHARED 35000000 D D R HORTON INC COM 23331A10 132 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 7186 385980 SH SHARED 385980 D D R HORTON INC COM 23331A10 1719 92346 SH SHARED 01 92346 D D R HORTON INC COM 23331A10 4738 254510 SH SHARED 02 254510 D D R HORTON INC COM 23331A10 44 2391 SH SHARED 11 2174 217 D DSP GROUP INC COM 23332B10 148 9256 SH SHARED 9256 D DSP GROUP INC COM 23332B10 3641 226750 SH SHARED 01 226750 D DSP GROUP INC COM 23332B10 276 17246 SH SHARED 02 16218 1028 D DSP GROUP INC COM 23332B10 631 39300 SH SHARED 06 39300 D DSP GROUP INC COM 23332B10 18548 1155040 SH SHARED 11 1155040 D DSP GROUP INC COM 23332B10 7165 446200 SH SHR/OTHR 11 446200 D DSP GROUP INC COM 23332B10 83 5200 SH SHARED 13 5200 D DST SYS INC DEL COM 23332610 449 15238 SH SHARED 15238 D DST SYS INC DEL COM 23332610 3133 106340 SH SHARED 01 106340 D DST SYS INC DEL COM 23332610 2048 69528 SH SHARED 02 69528 D DST SYS INC DEL COM 23332610 19 650 SH SHARED 07 650 D DTE ENERGY CO COM 23333110 215 5300 SH SHARED 5300 D DTE ENERGY CO COM 23333110 9474 232787 SH SHARED 232787 D DTE ENERGY CO COM 23333110 27926 686146 SH SHARED 01 686146 D DTE ENERGY CO COM 23333110 5120 125801 SH SHARED 02 125501 300 D DTE ENERGY CO COM 23333110 261158 6416675 SH SHARED 05 6416675 D DTE ENERGY CO COM 23333110 103 2532 SH SHARED 06 2532 D DTE ENERGY CO COM 23333110 56 1400 SH SHARED 07 1400 D DTE ENERGY CO COM 23333110 30503 749478 SH SHARED 11 127107 611400 10971 D DTE ENERGY CO COM 23333110 3748 92105 SH SHR/OTHR 11 92105 D DVI INC COM 23334310 30 6428 SH SHARED 6428 D DVI INC COM 23334310 202 42238 SH SHARED 01 42238 D DVI INC COM 23334310 33 7063 SH SHARED 02 7063 D DVI INC COM 23334310 3 630 SH SHARED 11 630 D DAISYTEK INTL CORP COM 23405310 59 4592 SH SHARED 4592 D DAISYTEK INTL CORP COM 23405310 124 9600 SH SHARED 01 9600 D DAISYTEK INTL CORP COM 23405310 128 9900 SH SHARED 02 9900 D DAKTRONICS INC COM 23426410 6 668 SH SHARED 668 D DAKTRONICS INC COM 23426410 115 12046 SH SHARED 01 12046 D DAKTRONICS INC COM 23426410 76 8000 SH SHARED 02 8000 D DANA CORP COM 23581110 3077 235277 SH SHARED 235277 D DANA CORP COM 23581110 7825 598261 SH SHARED 01 598261 D DANA CORP COM 23581110 1704 130288 SH SHARED 02 125338 4950 D DANA CORP COM 23581110 15 1217 SH SHARED 06 1217 D DANA CORP COM 23581110 17 1300 SH SHARED 07 1300 D DANA CORP COM 23581110 27039 2067214 SH SHARED 11 1925307 141907 D DANA CORP COM 23581110 1239 94781 SH SHR/OTHR 11 94781 D DANAHER CORP DEL COM 23585110 11430 201063 SH SHARED 201063 D DANAHER CORP DEL COM 23585110 31001 545320 SH SHARED 01 545320 D DANAHER CORP DEL COM 23585110 68 1200 SH SHR/OTHR 01 1200 D DANAHER CORP DEL COM 23585110 4620 81279 SH SHARED 02 80554 725 D DANAHER CORP DEL COM 23585110 1372 24149 SH SHARED 06 24149 D DANAHER CORP DEL COM 23585110 54 950 SH SHARED 07 950 D DANAHER CORP DEL COM 23585110 2566 45150 SH SHARED 11 43100 2050 D DANAHER CORP DEL COM 23585110 4853 85366 SH SHR/OTHR 11 85366 D DARDEN RESTAURANTS INC COM 23719410 715 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 5662 233611 SH SHARED 233611 D DARDEN RESTAURANTS INC COM 23719410 16628 686007 SH SHARED 01 677157 8850 D DARDEN RESTAURANTS INC COM 23719410 469 19350 SH SHR/OTHR 01 8400 10950 D DARDEN RESTAURANTS INC COM 23719410 3984 164388 SH SHARED 02 164388 D DARDEN RESTAURANTS INC COM 23719410 411 16982 SH SHARED 07 16982 D DARDEN RESTAURANTS INC COM 23719410 3608 148875 SH SHARED 11 148650 225 D DARDEN RESTAURANTS INC COM 23719410 2254 93011 SH SHR/OTHR 11 93011 D DASSAULT SYS S A SPONSORED ADR 23754510 0 36 SH SHARED 02 36 D DATASCOPE CORP COM 23811310 34 1281 SH SHARED 1281 D DATASCOPE CORP COM 23811310 407 15056 SH SHARED 01 15056 D DATASCOPE CORP COM 23811310 207 7651 SH SHARED 02 6875 776 D DATASCOPE CORP COM 23811310 48 1800 SH SHARED 11 1800 D DATASTREAM SYS INC COM 23812410 135 27074 SH SHARED 01 27074 D DATASTREAM SYS INC COM 23812410 44 8800 SH SHARED 02 8800 D DAVE & BUSTERS INC COM 23833N10 818 73017 SH SHARED 01 73017 D DAVE & BUSTERS INC COM 23833N10 74 6602 SH SHARED 02 6602 D DAVITA INC COM 23918K10 269 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 2 100 SH SHARED 100 D DAVITA INC COM 23918K10 2080 88177 SH SHARED 01 88177 D DAVITA INC COM 23918K10 82 3500 SH SHARED 02 3500 D DAVITA INC COM 23918K10 17747 752000 SH SHARED 11 632500 119500 D DEAN FOODS CO NEW COM 24237010 3912 98342 SH SHARED 98342 D DEAN FOODS CO NEW COM 24237010 2861 71928 SH SHARED 01 71928 D DEAN FOODS CO NEW COM 24237010 1018 25593 SH SHARED 02 25593 D DEAN FOODS CO NEW COM 24237010 7680 193070 SH SHARED 11 171700 21370 D DEAN FOODS CO NEW COM 24237010 4646 116800 SH SHR/OTHR 11 116800 D DEB SHOPS INC COM 24272810 42 1700 SH SHARED 01 1700 D DEB SHOPS INC COM 24272810 62 2500 SH SHARED 02 2500 D DEB SHOPS INC COM 24272810 4551 182590 SH SHARED 11 182590 D DEBT STRATEGIES FD INC NEW COM 24276Q10 24 4500 SH SHR/OTHR 01 4500 D DECODE GENETICS INC COM 24358610 23 10900 SH SHARED 01 10900 D DECODE GENETICS INC COM 24358610 44 20400 SH SHARED 02 20400 D DEERE & CO COM 24419910 17037 374864 SH SHARED 374864 D DEERE & CO COM 24419910 46010 1012333 SH SHARED 01 1012333 D DEERE & CO COM 24419910 599 13200 SH SHR/OTHR 01 4500 8700 D DEERE & CO COM 24419910 12909 284032 SH SHARED 02 281632 2400 D DEERE & CO COM 24419910 2304 50700 SH SHARED 05 50700 D DEERE & CO COM 24419910 119 2621 SH SHARED 06 2621 D DEERE & CO COM 24419910 95 2100 SH SHARED 07 2100 D DEERE & CO COM 24419910 248 5470 SH SHARED 11 520 4950 D DEERE & CO COM 24419910 6300 138630 SH SHR/OTHR 11 138630 D DEL LABS INC COM 24509110 1 100 SH SHARED 01 100 D DEL LABS INC COM 24509110 39 2200 SH SHARED 02 2200 D DEL MONTE FOODS CO COM 24522P10 306 37518 SH SHARED 37518 D DEL MONTE FOODS CO COM 24522P10 390 47800 SH SHARED 01 47800 D DEL MONTE FOODS CO COM 24522P10 126 15500 SH SHARED 02 15500 D DE RIGO S P A SPONSORED ADR 24533410 635 170000 SH SHARED 11 170000 D DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 1 100 SH SHARED 100 D DELAWARE INV MN MUN INCM FD COM 24610U10 5 335 SH SHR/OTHR 11 335 D DELIAS CORP CL A 24688Q10 60 57400 SH SHARED 01 57400 D DELIAS CORP CL A 24688Q10 19 18400 SH SHARED 02 18400 D DELIAS CORP CL A 24688Q10 232 221200 SH SHARED 11 221200 D DELL COMPUTER CORP COM 24702510 942 40078 SH SHARED 9000 31078 D DELL COMPUTER CORP COM 24702510 630258 26808086 SH SHARED 26475041 333045 D DELL COMPUTER CORP COM 24702510 257377 10947594 SH SHARED 01 10931351 16243 D DELL COMPUTER CORP COM 24702510 522 22210 SH SHR/OTHR 01 10110 12100 D DELL COMPUTER CORP COM 24702510 38047 1618366 SH SHARED 02 1591531 26835 D DELL COMPUTER CORP COM 24702510 24629 1047610 SH SHARED 03 803560 244050 D DELL COMPUTER CORP COM 24702510 28188 1199000 SH SHARED 04 1199000 D DELL COMPUTER CORP COM 24702510 4702 200000 SH SHARED 05 200000 D DELL COMPUTER CORP COM 24702510 74198 3156050 SH SHARED 06 3156050 D DELL COMPUTER CORP COM 24702510 26040 1107620 SH SHARED 07 1107620 D DELL COMPUTER CORP COM 24702510 5837 248305 SH SHARED 08 248305 D DELL COMPUTER CORP COM 24702510 2907 123683 SH SHARED 09 123683 D DELL COMPUTER CORP COM 24702510 1509 64200 SH SHARED 10 64200 D DELL COMPUTER CORP COM 24702510 124630 5301185 SH SHARED 11 2707351 2552334 41500 D DELL COMPUTER CORP COM 24702510 40060 1703983 SH SHR/OTHR 11 1703983 D DELPHI CORP COM 24712610 144 16900 SH SHARED 16900 D DELPHI CORP COM 24712610 9693 1133792 SH SHARED 1133792 D DELPHI CORP COM 24712610 19322 2259990 SH SHARED 01 2259292 698 D DELPHI CORP COM 24712610 128 15025 SH SHR/OTHR 01 7528 7497 D DELPHI CORP COM 24712610 3482 407357 SH SHARED 02 405169 2188 D DELPHI CORP COM 24712610 613 71800 SH SHARED 04 71800 D DELPHI CORP COM 24712610 163 19131 SH SHARED 06 19131 D DELPHI CORP COM 24712610 339 39700 SH SHARED 07 39700 D DELPHI CORP COM 24712610 768 89891 SH SHARED 11 89613 278 D DELPHI CORP COM 24712610 2744 321003 SH SHR/OTHR 11 321003 D DELPHI FINL GROUP INC CL A 24713110 401 11020 SH SHARED 11020 D DELPHI FINL GROUP INC CL A 24713110 3862 106063 SH SHARED 01 106063 D DELPHI FINL GROUP INC CL A 24713110 274 7539 SH SHARED 02 7539 D DELTA & PINE LD CO COM 24735710 107 5720 SH SHARED 5720 D DELTA & PINE LD CO COM 24735710 547 29238 SH SHARED 01 29238 D DELTA & PINE LD CO COM 24735710 398 21245 SH SHARED 02 21245 D DELTA AIR LINES INC DEL COM 24736110 154 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 5852 629939 SH SHARED 629939 D DELTA AIR LINES INC DEL COM 24736110 4020 432769 SH SHARED 01 432769 D DELTA AIR LINES INC DEL COM 24736110 1225 131958 SH SHARED 02 127953 4005 D DELTA AIR LINES INC DEL COM 24736110 7 848 SH SHARED 06 848 D DELTA AIR LINES INC DEL COM 24736110 369 39800 SH SHARED 11 39800 D DELTA AIR LINES INC DEL COM 24736110 621 66876 SH SHR/OTHR 11 66876 D DELTAGEN INC COM 24783R10 3 2200 SH SHARED 01 2200 D DELTAGEN INC COM 24783R10 8 5336 SH SHARED 02 5336 D DELTIC TIMBER CORP COM 24785010 2 100 SH SHARED 100 D DELTIC TIMBER CORP COM 24785010 437 19884 SH SHARED 01 19884 D DELTIC TIMBER CORP COM 24785010 1153 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 126 5743 SH SHARED 02 5743 D DELTA PETE CORP COM NEW 24790720 0 7 SH SHARED 02 7 D DENBURY RES INC COM NEW 24791620 172 17000 SH SHARED 01 17000 D DENBURY RES INC COM NEW 24791620 136 13400 SH SHARED 02 13400 D DENBURY RES INC COM NEW 24791620 6045 594400 SH SHARED 11 594400 D DELUXE CORP COM 24801910 171 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 4277 94925 SH SHARED 94925 D DELUXE CORP COM 24801910 12171 270128 SH SHARED 01 270128 D DELUXE CORP COM 24801910 1595 35410 SH SHARED 02 35410 D DELUXE CORP COM 24801910 638 14180 SH SHARED 07 14180 D DELUXE CORP COM 24801910 3674 81553 SH SHARED 11 79800 1753 D DELUXE CORP COM 24801910 1589 35284 SH SHR/OTHR 11 35284 D DENDREON CORP COM 24823Q10 0 100 SH SHARED 02 100 D DENDRITE INTL INC COM 24823910 1827 289655 SH SHARED 01 289655 D DENDRITE INTL INC COM 24823910 118 18723 SH SHARED 02 17973 750 D DENTSPLY INTL INC NEW COM 24903010 52 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 484 12051 SH SHARED 12051 D DENTSPLY INTL INC NEW COM 24903010 2027 50475 SH SHARED 01 50475 D DENTSPLY INTL INC NEW COM 24903010 873 21743 SH SHARED 02 21190 553 D DENTSPLY INTL INC NEW COM 24903010 9255 230400 SH SHARED 11 230400 D DENTSPLY INTL INC NEW COM 24903010 3554 88480 SH SHR/OTHR 11 88480 D DEPARTMENT 56 INC COM 24950910 16 1600 SH SHARED 01 1600 D DEPARTMENT 56 INC COM 24950910 66 6388 SH SHARED 02 6388 D DESCARTES SYS GROUP INC COM 24990610 4 1910 SH SHARED 1910 D DESCARTES SYS GROUP INC COM 24990610 3 1500 SH SHARED 02 1500 D DEUTSCHE BK AG N Y BRH NOTE 0.250%11/1 251526BF 10332 12000000 PRN SHARED 12000000 D DEUTSCHE BK FINL INC MTNS BE MTNF 1.000% 1/1 25153EBG 17613 19420000 PRN SHARED 19420000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1834 221867 SH SHARED 221867 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 248 30060 SH SHARED 01 30060 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 8 1000 SH SHR/OTHR 01 1000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1687 204025 SH SHARED 02 200400 3625 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 574 69484 SH SHARED 11 52236 17248 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 81 3690 SH SHARED 3690 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1513 68750 SH SHARED 01 68750 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 909 41316 SH SHARED 02 15290 26026 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 228 10400 SH SHARED 11 2600 7800 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1432 65100 SH SHR/OTHR 11 65100 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 73216 3326500 SH SHARED 12 3326500 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 4926 5079000 PRN SHARED 01 5079000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 95 98000 PRN SHR/OTHR 01 88000 10000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 97 100000 PRN SHARED 02 100000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 22551 43960000 PRN SHARED 43960000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 332 648000 PRN SHARED 02 648000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 110 215000 PRN SHR/OTHR 11 215000 D DEVON ENERGY CORP NEW COM 25179M10 15893 329390 SH SHARED 329390 D DEVON ENERGY CORP NEW COM 25179M10 45579 944661 SH SHARED 01 944661 D DEVON ENERGY CORP NEW COM 25179M10 6431 133305 SH SHARED 02 119320 13985 D DEVON ENERGY CORP NEW COM 25179M10 579 12000 SH SHARED 04 12000 D DEVON ENERGY CORP NEW COM 25179M10 230 4769 SH SHARED 06 4769 D DEVON ENERGY CORP NEW COM 25179M10 55 1150 SH SHARED 07 1150 D DEVON ENERGY CORP NEW COM 25179M10 22041 456827 SH SHARED 11 323700 123000 10127 D DEVON ENERGY CORP NEW COM 25179M10 65646 1360547 SH SHR/OTHR 11 1360547 D DEVRY INC DEL COM 25189310 353 18962 SH SHARED 18962 D DEVRY INC DEL COM 25189310 821 44100 SH SHARED 01 44100 D DEVRY INC DEL COM 25189310 358 19266 SH SHARED 02 19266 D DEVRY INC DEL COM 25189310 93 5000 SH SHARED 11 5000 D DIAGEO P L C SPON ADR NEW 25243Q20 1442 28900 SH SHARED 28900 D DIAGEO P L C SPON ADR NEW 25243Q20 8838 177089 SH SHARED 02 176820 269 D DIAGEO P L C SPON ADR NEW 25243Q20 4626 92700 SH SHARED 05 92700 D DIAGEO P L C SPON ADR NEW 25243Q20 537 10768 SH SHARED 11 5768 5000 D DIAGEO P L C SPON ADR NEW 25243Q20 3044 61000 SH SHR/OTHR 11 61000 D DIAGNOSTIC PRODS CORP COM 25245010 829 18036 SH SHARED 01 18036 D DIAGNOSTIC PRODS CORP COM 25245010 73 1590 SH SHARED 02 1590 D DIAGNOSTIC PRODS CORP COM 25245010 5483 119200 SH SHARED 11 102400 16800 D DIAGNOSTIC PRODS CORP COM 25245010 1352 29400 SH SHR/OTHR 11 29400 D DIAL CORP NEW COM 25247D10 270 12590 SH SHARED 12590 D DIAL CORP NEW COM 25247D10 1784 83150 SH SHARED 01 83150 D DIAL CORP NEW COM 25247D10 49 2311 SH SHR/OTHR 01 2311 D DIAL CORP NEW COM 25247D10 877 40875 SH SHARED 02 40875 D DIAL CORP NEW COM 25247D10 116 5420 SH SHR/OTHR 11 5420 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 17043 31976000 PRN SHARED 31976000 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 746 1400000 PRN SHARED 02 1400000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 18753 21000000 PRN SHARED 21000000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 3572 4000000 PRN SHARED 01 4000000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1022 51228 SH SHARED 51228 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 582 29178 SH SHARED 01 28978 200 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 404 20274 SH SHARED 02 20274 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1995 100000 SH SHARED 04 100000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 229 11510 SH SHARED 11 11510 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 7263 364060 SH SHR/OTHR 11 364060 D DIAMONDCLUSTER INTL INC CL A 25278P10 77 23692 SH SHARED 01 23692 D DIAMONDCLUSTER INTL INC CL A 25278P10 37 11400 SH SHARED 02 11400 D DIAMONDCLUSTER INTL INC CL A 25278P10 4 1350 SH SHARED 11 1350 D DIAMONDS TR UNIT SER 1 25278710 5806 76403 SH SHARED 76403 D DIAMONDS TR UNIT SER 1 25278710 0 12 SH SHARED 01 12 D DIAMONDS TR UNIT SER 1 25278710 7870 103555 SH SHARED 02 100955 2600 D DIAMONDS TR UNIT SER 1 25278710 636 8375 SH SHARED 04 8375 D DIAMONDS TR UNIT SER 1 25278710 117 1550 SH SHARED 11 250 1300 D DIAMONDS TR UNIT SER 1 25278710 84 1111 SH SHR/OTHR 11 1111 D DIANON SYS INC COM 25282610 1144 24182 SH SHARED 24182 D DIANON SYS INC COM 25282610 1755 37098 SH SHARED 01 35998 1100 D DIANON SYS INC COM 25282610 60 1274 SH SHR/OTHR 01 1274 D DIANON SYS INC COM 25282610 227 4800 SH SHARED 02 4800 D DIANON SYS INC COM 25282610 7981 168700 SH SHARED 11 87800 2700 78200 D DICE INC COM 25301P10 2 2000 SH SHARED 2000 D DIEBOLD INC COM 25365110 72 2200 SH SHARED 2200 D DIEBOLD INC COM 25365110 475 14448 SH SHARED 14448 D DIEBOLD INC COM 25365110 2012 61126 SH SHARED 01 61126 D DIEBOLD INC COM 25365110 42 1300 SH SHR/OTHR 01 1300 D DIEBOLD INC COM 25365110 1025 31162 SH SHARED 02 21012 10150 D DIEBOLD INC COM 25365110 56727 1723188 SH SHARED 11 1615621 107567 D DIEBOLD INC COM 25365110 14234 432400 SH SHR/OTHR 11 432400 D DIGENE CORP COM 25375210 338 42815 SH SHARED 01 42815 D DIGENE CORP COM 25375210 52 6600 SH SHARED 02 6600 D DIGEX INC DEL CL A 25375610 1 5885 SH SHARED 5885 D DIGEX INC DEL CL A 25375610 0 978 SH SHARED 02 978 D DIGI INTL INC COM 25379810 0 196 SH SHARED 02 196 D DIGIMARC CORP COM 25380710 235 20209 SH SHARED 01 20209 D DIGIMARC CORP COM 25380710 58 5000 SH SHARED 02 5000 D DIGITAL INSIGHT CORP COM 25385P10 3 250 SH SHARED 250 D DIGITAL INSIGHT CORP COM 25385P10 2221 141322 SH SHARED 01 141322 D DIGITAL INSIGHT CORP COM 25385P10 319 20300 SH SHARED 02 15570 4730 D DIGITAL INSIGHT CORP COM 25385P10 786 50000 SH SHARED 04 50000 D DIGITAL INSIGHT CORP COM 25385P10 9 630 SH SHARED 11 630 D DIGITAL LIGHTWAVE INC COM 25385510 20 16093 SH SHARED 16093 D DIGITAL RECORDERS INC COM 25386910 4 2000 SH SHARED 02 2000 D DIGITAL VIDEO SYS INC COM NEW 25387R40 0 357 SH SHARED 02 357 D DIGITAL RIV INC COM 25388B10 128 16814 SH SHARED 01 16814 D DIGITAL RIV INC COM 25388B10 205 26750 SH SHARED 02 17450 9300 D DIGITAS INC COM 25388K10 6 2800 SH SHARED 01 2800 D DIGITAS INC COM 25388K10 11 5300 SH SHARED 02 5300 D DIGITALTHINK INC COM 25388M10 832 750400 SH SHARED 750400 D DIGITALTHINK INC COM 25388M10 6 6154 SH SHARED 6154 D DIGITALTHINK INC COM 25388M10 26 23700 SH SHARED 02 100 23600 D DIGITAL GENERATION SYS INC COM 25392110 0 100 SH SHARED 02 100 D DIME CMNTY BANCSHARES COM 25392210 2501 116788 SH SHARED 01 116788 D DIME CMNTY BANCSHARES COM 25392210 9 450 SH SHR/OTHR 01 450 D DIME CMNTY BANCSHARES COM 25392210 273 12779 SH SHARED 02 12779 D DIME CMNTY BANCSHARES COM 25392210 1092 51000 SH SHARED 06 51000 D DIME CMNTY BANCSHARES COM 25392210 2505 116978 SH SHARED 11 116863 115 D DIME CMNTY BANCSHARES COM 25392210 751 35100 SH SHR/OTHR 11 35100 D DIME CMNTY BANCSHARES COM 25392210 51 2400 SH SHARED 13 2400 D DILLARDS INC CL A 25406710 3851 190875 SH SHARED 190875 D DILLARDS INC CL A 25406710 7954 394185 SH SHARED 01 394185 D DILLARDS INC CL A 25406710 1098 54425 SH SHARED 02 52425 2000 D DILLARDS INC CL A 25406710 1422 70500 SH SHARED 11 70500 D DILLARDS INC CL A 25406710 931 46152 SH SHR/OTHR 11 46152 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 382 4248709 SH SHARED 4248709 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 2 29257 SH SHARED 01 29257 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 0 700 SH SHARED 11 700 D DIMON INC COM 25439410 26 4261 SH SHARED 4261 D DIMON INC COM 25439410 177 28400 SH SHARED 01 28400 D DIMON INC COM 25439410 148 23734 SH SHARED 02 23734 D DIONEX CORP COM 25454610 650 25450 SH SHARED 01 25450 D DIONEX CORP COM 25454610 408 16000 SH SHR/OTHR 01 16000 D DIONEX CORP COM 25454610 257 10078 SH SHARED 02 10078 D DISCOVERY LABORATORIES INC N COM 25466810 188 100000 SH SHARED 100000 D DISCOVERY PARTNERS INTL INC COM 25467510 25 8100 SH SHARED 01 8100 D DISCOVERY PARTNERS INTL INC COM 25467510 30 9500 SH SHARED 02 9500 D DISNEY WALT CO COM DISNEY 25468710 302 20000 SH SHARED 20000 D DISNEY WALT CO COM DISNEY 25468710 49684 3281661 SH SHARED 3192469 89192 D DISNEY WALT CO COM DISNEY 25468710 134024 8852357 SH SHARED 01 8641051 211306 D DISNEY WALT CO COM DISNEY 25468710 7118 470163 SH SHR/OTHR 01 193818 276345 D DISNEY WALT CO COM DISNEY 25468710 24762 1635565 SH SHARED 02 1524542 111023 D DISNEY WALT CO COM DISNEY 25468710 8292 547700 SH SHARED 03 438100 109600 D DISNEY WALT CO COM DISNEY 25468710 62074 4100000 SH SHARED 04 4100000 D DISNEY WALT CO COM DISNEY 25468710 1141 75376 SH SHARED 06 75376 D DISNEY WALT CO COM DISNEY 25468710 1568 103567 SH SHARED 07 103567 D DISNEY WALT CO COM DISNEY 25468710 485 32100 SH SHARED 08 32100 D DISNEY WALT CO COM DISNEY 25468710 39238 2591705 SH SHARED 11 851557 1264200 475948 D DISNEY WALT CO COM DISNEY 25468710 23149 1529027 SH SHR/OTHR 11 1529027 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 8 1000 SH SHARED 01 1000 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 278 32000 SH SHARED 04 32000 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 102 11800 SH SHARED 06 11800 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 118 13600 SH SHR/OTHR 11 13600 D DITECH COMMUNICATIONS CORP COM 25500M10 8 5218 SH SHARED 02 2680 2538 D DIVERSA CORP COM 25506410 0 43 SH SHARED 43 D DIVERSA CORP COM 25506410 80 9446 SH SHARED 01 9446 D DIVERSA CORP COM 25506410 179 21100 SH SHARED 02 21000 100 D DIVERSINET CORP COM NEW 25536K20 2 8450 SH SHARED 02 4000 4450 D DIVINE INC CL A NEW 25540240 18 6805 SH SHARED 02 6139 666 D DOCUCORP INTL INC COM 25591110 154 14250 SH SHARED 01 14250 D DOCUCORP INTL INC COM 25591110 47 4400 SH SHARED 02 4400 D DOCUCORP INTL INC COM 25591110 19 1800 SH SHARED 11 1800 D DOBSON COMMUNICATIONS CORP CL A 25606910 4 13492 SH SHARED 13492 D DOBSON COMMUNICATIONS CORP CL A 25606910 4 14900 SH SHARED 01 14900 D DOBSON COMMUNICATIONS CORP CL A 25606910 6 21000 SH SHARED 02 19400 1600 D DOCENT INC COM 25608L10 52 69000 SH SHARED 02 69000 D DR REDDYS LABS LTD ADR 25613520 462 27483 SH SHARED 27483 D DOCUMENT SCIENCES CORP COM 25614R10 12 5566 SH SHARED 01 5566 D DOCUMENTUM INC COM 25615910 1048 90750 SH SHARED 90750 D DOCUMENTUM INC COM 25615910 88 7681 SH SHARED 7681 D DOCUMENTUM INC COM 25615910 2459 212900 SH SHARED 01 212900 D DOCUMENTUM INC COM 25615910 505 43743 SH SHARED 02 31493 12250 D DOCUMENTUM INC COM 25615910 561 48600 SH SHARED 06 48600 D DOCUMENTUM INC COM 25615910 26670 2309100 SH SHARED 11 1871134 13166 424800 D DOCUMENTUM INC COM 25615910 19294 1670500 SH SHR/OTHR 11 1670500 D DOCUMENTUM INC COM 25615910 60 5200 SH SHARED 13 5200 D DOLE FOOD INC COM 25660510 669 23067 SH SHARED 23067 D DOLE FOOD INC COM 25660510 2844 97980 SH SHARED 01 97980 D DOLE FOOD INC COM 25660510 431 14869 SH SHARED 02 14869 D DOLE FOOD INC COM 25660510 34 1188 SH SHARED 11 1000 188 D DOLLAR GEN CORP COM 25666910 6459 481309 SH SHARED 481309 D DOLLAR GEN CORP COM 25666910 15807 1177920 SH SHARED 01 1176998 922 D DOLLAR GEN CORP COM 25666910 2618 195115 SH SHARED 02 193990 1125 D DOLLAR GEN CORP COM 25666910 805 60000 SH SHARED 04 60000 D DOLLAR GEN CORP COM 25666910 37 2814 SH SHARED 06 2814 D DOLLAR GEN CORP COM 25666910 4 353 SH SHARED 11 353 D DOLLAR GEN CORP COM 25666910 2486 185296 SH SHR/OTHR 11 185296 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 437 27253 SH SHARED 27253 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2180 135850 SH SHARED 01 129900 5950 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 255 15900 SH SHARED 02 15900 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 14 900 SH SHARED 11 900 D DOLLAR TREE STORES INC COM 25674710 1179 53504 SH SHARED 53504 D DOLLAR TREE STORES INC COM 25674710 2196 99659 SH SHARED 01 92965 6694 D DOLLAR TREE STORES INC COM 25674710 13 592 SH SHR/OTHR 01 592 D DOLLAR TREE STORES INC COM 25674710 1252 56812 SH SHARED 02 55637 1175 D DOLLAR TREE STORES INC COM 25674710 26 1200 SH SHR/OTHR 11 1200 D DOMINION HOMES INC COM 25738610 18 1200 SH SHARED 01 1200 D DOMINION HOMES INC COM 25738610 20 1300 SH SHARED 02 1300 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 49 2421 SH SHARED 2421 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 40 2000 SH SHR/OTHR 11 2000 D DOMINION RES INC VA NEW COM 25746U10 327 6450 SH SHARED 6450 D DOMINION RES INC VA NEW COM 25746U10 22039 434452 SH SHARED 432809 1643 D DOMINION RES INC VA NEW COM 25746U10 61332 1208998 SH SHARED 01 1202561 4805 1632 D DOMINION RES INC VA NEW COM 25746U10 1460 28786 SH SHR/OTHR 01 19891 8895 D DOMINION RES INC VA NEW COM 25746U10 10953 215923 SH SHARED 02 206127 9796 D DOMINION RES INC VA NEW COM 25746U10 4796 94550 SH SHARED 03 46900 47650 D DOMINION RES INC VA NEW COM 25746U10 2160 42590 SH SHARED 05 42590 D DOMINION RES INC VA NEW COM 25746U10 7111 140177 SH SHARED 06 140177 D DOMINION RES INC VA NEW COM 25746U10 440 8674 SH SHARED 07 8674 D DOMINION RES INC VA NEW COM 25746U10 1292 25487 SH SHARED 11 9791 15696 D DOMINION RES INC VA NEW COM 25746U10 8298 163586 SH SHR/OTHR 11 163586 D DOMTAR INC COM 25756110 14 1618 SH SHARED 1618 D DOMTAR INC COM 25756110 1 200 SH SHARED 02 200 D DONALDSON INC COM 25765110 295 8621 SH SHARED 8621 D DONALDSON INC COM 25765110 1060 30900 SH SHARED 01 30900 D DONALDSON INC COM 25765110 438 12784 SH SHARED 02 12684 100 D DONNELLEY R R & SONS CO COM 25786710 402 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 25786710 3973 169028 SH SHARED 169028 D DONNELLEY R R & SONS CO COM 25786710 12407 527770 SH SHARED 01 520770 7000 D DONNELLEY R R & SONS CO COM 25786710 239 10166 SH SHR/OTHR 01 4300 5866 D DONNELLEY R R & SONS CO COM 25786710 1481 63035 SH SHARED 02 63035 D DONNELLEY R R & SONS CO COM 25786710 36 1539 SH SHARED 06 1539 D DONNELLEY R R & SONS CO COM 25786710 21 900 SH SHARED 07 900 D DONNELLEY R R & SONS CO COM 25786710 996 42378 SH SHARED 11 39100 3278 D DONNELLEY R R & SONS CO COM 25786710 3510 149333 SH SHR/OTHR 11 149333 D DONNELLY CORP CL A 25787010 113 4364 SH SHARED 4364 D DONNELLY CORP CL A 25787010 31 1200 SH SHARED 01 1200 D DONNELLY CORP CL A 25787010 69 2674 SH SHARED 02 2674 D DORAL FINL CORP COM 25811P10 147 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 69 2881 SH SHARED 2881 D DORAL FINL CORP COM 25811P10 1923 79675 SH SHARED 01 79675 D DORAL FINL CORP COM 25811P10 145 6012 SH SHARED 02 6012 D DOUBLECLICK INC COM 25860930 31 6113 SH SHARED 6113 D DOUBLECLICK INC COM 25860930 1183 230228 SH SHARED 01 230228 D DOUBLECLICK INC COM 25860930 738 143631 SH SHARED 02 129275 14356 D DOUBLECLICK INC COM 25860930 1028 200000 SH SHARED 04 200000 D DOUBLECLICK INC COM 25860930 2 484 SH SHARED 11 484 D DOVER CORP COM 26000310 6611 260500 SH SHARED 260500 D DOVER CORP COM 26000310 20537 809197 SH SHARED 01 806797 2400 D DOVER CORP COM 26000310 314 12400 SH SHR/OTHR 01 12400 D DOVER CORP COM 26000310 3035 119616 SH SHARED 02 118999 617 D DOVER CORP COM 26000310 61 2433 SH SHARED 06 2433 D DOVER CORP COM 26000310 586 23100 SH SHARED 07 23100 D DOVER CORP COM 26000310 7230 284903 SH SHARED 11 40705 244198 D DOVER CORP COM 26000310 7150 281739 SH SHR/OTHR 11 281739 D DOVER DOWNS GAMING & ENTMT I COM 26009510 50 6230 SH SHARED 01 6230 D DOVER DOWNS GAMING & ENTMT I COM 26009510 261 32100 SH SHARED 02 5600 26500 D DOVER MOTORSPORTS INC COM 26017410 15 3900 SH SHARED 01 3900 D DOVER MOTORSPORTS INC COM 26017410 35 8800 SH SHARED 02 8800 D DOW CHEM CO COM 26054310 60563 2217619 SH SHARED 2132617 85002 D DOW CHEM CO COM 26054310 106643 3904923 SH SHARED 01 3889430 15493 D DOW CHEM CO COM 26054310 2917 106815 SH SHR/OTHR 01 25076 81739 D DOW CHEM CO COM 26054310 16565 606576 SH SHARED 02 599401 7175 D DOW CHEM CO COM 26054310 12041 440930 SH SHARED 03 299430 141500 D DOW CHEM CO COM 26054310 3847 140900 SH SHARED 04 140900 D DOW CHEM CO COM 26054310 30911 1131870 SH SHARED 05 1131870 D DOW CHEM CO COM 26054310 88082 3225277 SH SHARED 06 3225277 D DOW CHEM CO COM 26054310 6869 251540 SH SHARED 07 251540 D DOW CHEM CO COM 26054310 7264 266000 SH SHARED 08 266000 D DOW CHEM CO COM 26054310 3594 131600 SH SHARED 09 131600 D DOW CHEM CO COM 26054310 2081 76200 SH SHARED 10 76200 D DOW CHEM CO COM 26054310 201326 7371881 SH SHARED 11 3189450 3994100 188331 D DOW CHEM CO COM 26054310 58591 2145435 SH SHR/OTHR 11 2145435 D DOW JONES & CO INC COM 26056110 6551 170576 SH SHARED 170576 D DOW JONES & CO INC COM 26056110 11939 310835 SH SHARED 01 310835 D DOW JONES & CO INC COM 26056110 30 800 SH SHR/OTHR 01 500 300 D DOW JONES & CO INC COM 26056110 2001 52115 SH SHARED 02 52115 D DOW JONES & CO INC COM 26056110 19 512 SH SHARED 06 512 D DOW JONES & CO INC COM 26056110 15 400 SH SHARED 07 400 D DOW JONES & CO INC COM 26056110 9349 243416 SH SHARED 11 82900 105600 54916 D DOW JONES & CO INC COM 26056110 1770 46100 SH SHR/OTHR 11 46100 D DOWNEY FINL CORP COM 26101810 106 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 309 9030 SH SHARED 9030 D DOWNEY FINL CORP COM 26101810 115 3386 SH SHARED 01 3386 D DOWNEY FINL CORP COM 26101810 803 23472 SH SHARED 02 23472 D DOWNEY FINL CORP COM 26101810 4267 124610 SH SHARED 11 124610 D DRESS BARN INC COM 26157010 58 3733 SH SHARED 3733 D DRESS BARN INC COM 26157010 776 49920 SH SHARED 01 49920 D DRESS BARN INC COM 26157010 281 18068 SH SHARED 02 16068 2000 D DRESS BARN INC COM 26157010 5564 357600 SH SHARED 11 355600 2000 D DREW INDS INC COM NEW 26168L20 1 100 SH SHARED 01 100 D DREW INDS INC COM NEW 26168L20 48 3102 SH SHARED 02 3102 D DREXLER TECHNOLOGY CORP COM 26187610 205 14100 SH SHARED 01 12200 1900 D DREXLER TECHNOLOGY CORP COM 26187610 21 1500 SH SHR/OTHR 01 1500 D DREXLER TECHNOLOGY CORP COM 26187610 68 4700 SH SHARED 02 4700 D DREYERS GRAND ICE CREAM INC COM 26187810 24555 351496 SH SHARED 351496 D DREYERS GRAND ICE CREAM INC COM 26187810 3454 49454 SH SHARED 01 49454 D DREYERS GRAND ICE CREAM INC COM 26187810 655 9380 SH SHARED 02 9380 D DREYFUS STRATEGIC MUNS INC COM 26193210 156 15500 SH SHARED 11 15500 D DREYFUS STRATEGIC MUN BD FD COM 26202F10 26 3000 SH SHARED 11 3000 D DRIL-QUIP INC COM 26203710 5 342 SH SHARED 342 D DRIL-QUIP INC COM 26203710 38 2300 SH SHARED 01 2300 D DRIL-QUIP INC COM 26203710 63 3789 SH SHARED 02 3789 D DRIL-QUIP INC COM 26203710 908 53900 SH SHARED 06 53900 D DRIL-QUIP INC COM 26203710 1492 88600 SH SHARED 11 88600 D DRIL-QUIP INC COM 26203710 524 31100 SH SHR/OTHR 11 31100 D DRUGSTORE COM INC COM 26224110 0 564 SH SHARED 564 D DRUGSTORE COM INC COM 26224110 24 14800 SH SHARED 02 14800 D DSL NET INC COM 26250610 0 2850 SH SHARED 02 1900 950 D DU PONT E I DE NEMOURS & CO COM 26353410 198 5500 SH SHARED 5500 D DU PONT E I DE NEMOURS & CO COM 26353410 99206 2750401 SH SHARED 2567289 183112 D DU PONT E I DE NEMOURS & CO COM 26353410 156288 4332934 SH SHARED 01 4262019 8867 62048 D DU PONT E I DE NEMOURS & CO COM 26353410 11022 305599 SH SHR/OTHR 01 192511 113088 D DU PONT E I DE NEMOURS & CO COM 26353410 25047 694406 SH SHARED 02 652465 41941 D DU PONT E I DE NEMOURS & CO COM 26353410 29271 811510 SH SHARED 03 610410 201100 D DU PONT E I DE NEMOURS & CO COM 26353410 8676 240553 SH SHARED 04 240553 D DU PONT E I DE NEMOURS & CO COM 26353410 16064 445363 SH SHARED 06 445363 D DU PONT E I DE NEMOURS & CO COM 26353410 1460 40500 SH SHARED 07 40500 D DU PONT E I DE NEMOURS & CO COM 26353410 6155 170650 SH SHARED 08 170650 D DU PONT E I DE NEMOURS & CO COM 26353410 6955 192833 SH SHARED 09 192833 D DU PONT E I DE NEMOURS & CO COM 26353410 41408 1148003 SH SHARED 11 505198 439800 203005 D DU PONT E I DE NEMOURS & CO COM 26353410 28008 776515 SH SHR/OTHR 11 776515 D DUANE READE INC NOTE 2.147% 4/1 263578AC 3933 9000000 PRN SHARED 9000000 D DUANE READE INC COM 26357810 395 24713 SH SHARED 24713 D DUANE READE INC COM 26357810 98 6132 SH SHARED 01 6132 D DUANE READE INC COM 26357810 287 17988 SH SHARED 02 17988 D DUCKWALL-ALCO STORES INC NEW COM 26414210 22 1900 SH SHARED 02 1900 D DUCOMMUN INC DEL COM 26414710 69 3924 SH SHARED 3924 D DUCOMMUN INC DEL COM 26414710 86 4900 SH SHARED 01 4900 D DUCOMMUN INC DEL COM 26414710 193 10988 SH SHARED 02 3900 7088 D DUKE ENERGY CORP COM 26439910 194 9940 SH SHARED 9940 D DUKE ENERGY CORP COM 26439910 54067 2765606 SH SHARED 2765606 D DUKE ENERGY CORP COM 26439910 70779 3620452 SH SHARED 01 3525266 95186 D DUKE ENERGY CORP COM 26439910 979 50096 SH SHR/OTHR 01 32786 17310 D DUKE ENERGY CORP COM 26439910 16409 839377 SH SHARED 02 795099 44278 D DUKE ENERGY CORP COM 26439910 8734 446800 SH SHARED 03 309000 137800 D DUKE ENERGY CORP COM 26439910 4302 220080 SH SHARED 06 220080 D DUKE ENERGY CORP COM 26439910 276 14146 SH SHARED 07 14146 D DUKE ENERGY CORP COM 26439910 220 11300 SH SHARED 08 11300 D DUKE ENERGY CORP COM 26439910 45150 2309511 SH SHARED 11 1105067 562600 641844 D DUKE ENERGY CORP COM 26439910 11797 603436 SH SHR/OTHR 11 603436 D DUKE REALTY CORP COM NEW 26441150 49 2000 SH SHARED 2000 D DUKE REALTY CORP COM NEW 26441150 1772 71982 SH SHARED 01 71557 425 D DUKE REALTY CORP COM 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28521810 43 4520 SH SHARED 11 4520 D ELECTRO SCIENTIFIC INDS COM 28522910 508 34256 SH SHARED 01 34256 D ELECTRO SCIENTIFIC INDS COM 28522910 23 1600 SH SHR/OTHR 01 1600 D ELECTRO SCIENTIFIC INDS COM 28522910 308 20818 SH SHARED 02 20818 D ELECTRO SCIENTIFIC INDS COM 28522910 57 3887 SH SHARED 11 3887 D ELECTROGLAS INC COM 28532410 77 38690 SH SHARED 38690 D ELECTROGLAS INC COM 28532410 46 23235 SH SHARED 01 23235 D ELECTROGLAS INC COM 28532410 24 12060 SH SHARED 02 12060 D ELECTRONIC ARTS INC COM 28551210 15442 234125 SH SHARED 207724 26401 D ELECTRONIC ARTS INC COM 28551210 36810 558078 SH SHARED 01 552628 5450 D ELECTRONIC ARTS INC COM 28551210 134 2039 SH SHR/OTHR 01 2039 D ELECTRONIC ARTS INC COM 28551210 13489 204505 SH SHARED 02 122670 81835 D ELECTRONIC ARTS INC COM 28551210 11961 181350 SH SHARED 03 77800 103550 D ELECTRONIC ARTS INC COM 28551210 11879 180100 SH SHARED 04 180100 D ELECTRONIC ARTS INC COM 28551210 60934 923806 SH SHARED 06 923806 D ELECTRONIC ARTS INC COM 28551210 1431 21700 SH SHARED 07 21700 D ELECTRONIC ARTS INC COM 28551210 1998 30300 SH SHARED 08 30300 D ELECTRONIC ARTS INC COM 28551210 5600 84910 SH SHARED 09 84910 D ELECTRONIC ARTS INC COM 28551210 1444 21900 SH SHARED 10 21900 D ELECTRONIC ARTS INC COM 28551210 103616 1570894 SH SHARED 11 659344 889800 21750 D ELECTRONIC ARTS INC COM 28551210 22901 347205 SH SHR/OTHR 11 347205 D ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB 56658 79243000 PRN SHARED 79243000 D ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB 1430 2000000 PRN SHARED 01 2000000 D ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB 736 1030000 PRN SHARED 02 1030000 D ELECTRONIC DATA SYS NEW COM 28566110 32 2300 SH SHARED 2300 D ELECTRONIC DATA SYS NEW COM 28566110 17374 1242784 SH SHARED 1242644 140 D ELECTRONIC DATA SYS NEW COM 28566110 27651 1977947 SH SHARED 01 1975334 2613 D ELECTRONIC DATA SYS NEW COM 28566110 362 25917 SH SHR/OTHR 01 22808 3109 D ELECTRONIC DATA SYS NEW COM 28566110 8497 607868 SH SHARED 02 597135 10733 D ELECTRONIC DATA SYS NEW COM 28566110 4937 353200 SH SHARED 03 289400 63800 D ELECTRONIC DATA SYS NEW COM 28566110 22255 1591980 SH SHARED 04 1591980 D ELECTRONIC DATA SYS NEW COM 28566110 865 61892 SH SHARED 06 61892 D ELECTRONIC DATA SYS NEW COM 28566110 78 5650 SH SHARED 07 5650 D ELECTRONIC DATA SYS NEW COM 28566110 23836 1705009 SH SHARED 11 1038759 501100 165150 D ELECTRONIC DATA SYS NEW COM 28566110 70145 5017534 SH SHR/OTHR 11 5017534 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 329 12000 SH SHARED 01 12000 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 192 7013 SH SHARED 02 6000 1013 D ELECTRONICS FOR IMAGING INC COM 28608210 23 1587 SH SHARED 1587 D ELECTRONICS FOR IMAGING INC COM 28608210 687 46100 SH SHARED 01 46100 D ELECTRONICS FOR IMAGING INC COM 28608210 539 36134 SH SHARED 02 36134 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 56 20000 SH SHARED 01 20000 D ELIZABETH ARDEN INC COM 28660G10 969 80900 SH SHARED 01 76300 4600 D ELIZABETH ARDEN INC COM 28660G10 87 7300 SH SHARED 02 7300 D ELKCORP COM 28745610 289 16967 SH SHARED 16967 D ELKCORP COM 28745610 481 28223 SH SHARED 01 25573 2650 D ELKCORP COM 28745610 86 5077 SH SHR/OTHR 01 5077 D ELKCORP COM 28745610 190 11182 SH SHARED 02 11182 D ELLSWORTH CONV GROWTH & INCO COM 28907410 6 900 SH SHARED 900 D ELRON ELECTR INDS LTD ORD 29016010 6 1100 SH SHARED 02 1100 D EMBARCADERO TECHNOLOGIES INC COM 29078710 4 988 SH SHARED 988 D EMBARCADERO TECHNOLOGIES INC COM 29078710 12 3100 SH SHARED 01 3100 D EMBARCADERO TECHNOLOGIES INC COM 29078710 19 4600 SH SHARED 02 4600 D EMBARCADERO TECHNOLOGIES INC COM 29078710 41 10000 SH SHARED 11 5937 4063 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 2 600 SH SHARED 01 600 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 23 4796 SH SHARED 06 4796 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 139 29000 SH SHARED 10 29000 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 139 29000 SH SHR/OTHR 11 29000 D EMBREX INC COM 29081710 77 6964 SH SHARED 01 6964 D EMBREX INC COM 29081710 45 4100 SH SHARED 02 4100 D EMCOR GROUP INC COM 29084Q10 314 6337 SH SHARED 6337 D EMCOR GROUP INC COM 29084Q10 762 15350 SH SHARED 01 15350 D EMCOR GROUP INC COM 29084Q10 426 8584 SH SHARED 02 8584 D EMCOR GROUP INC COM 29084Q10 4158 83681 SH SHARED 11 83681 D EMCORE CORP NOTE 5.000% 5/1 290846AB 3111 7570000 PRN SHARED 7570000 D EMCORE CORP COM 29084610 29 19700 SH SHARED 01 19700 D EMCORE CORP COM 29084610 20 13700 SH SHARED 02 13700 D EMERGING MKTS TELECOMNC FD N COM 29089010 82 15000 SH SHR/OTHR 01 15000 D EMERGING MKTS TELECOMNC FD N COM 29089010 11 1998 SH SHARED 11 1998 D EMERGING MKTS TELECOMNC FD N COM 29089010 5 1031 SH SHR/OTHR 11 1031 D EMERSON ELEC CO COM 29101110 197 4500 SH SHARED 4500 D EMERSON ELEC CO COM 29101110 26570 604710 SH SHARED 603946 764 D EMERSON ELEC CO COM 29101110 81841 1862582 SH SHARED 01 1858530 1550 2502 D EMERSON ELEC CO COM 29101110 7911 180053 SH SHR/OTHR 01 113628 66425 D EMERSON ELEC CO COM 29101110 11966 272345 SH SHARED 02 259560 12785 D EMERSON ELEC CO COM 29101110 1053 23968 SH SHARED 06 23968 D EMERSON ELEC CO COM 29101110 241 5500 SH SHARED 07 5500 D EMERSON ELEC CO COM 29101110 85257 1940308 SH SHARED 11 1567819 372489 D EMERSON ELEC CO COM 29101110 85132 1937472 SH SHR/OTHR 11 1937472 D EMISPHERE TECHNOLOGIES INC COM 29134510 2 993 SH SHARED 02 893 100 D EMISPHERE TECHNOLOGIES INC COM 29134510 5 2000 SH SHARED 11 2000 D EMMIS COMMUNICATIONS CORP CL A 29152510 1262 66465 SH SHARED 66465 D EMMIS COMMUNICATIONS CORP CL A 29152510 843 44407 SH SHARED 01 44407 D EMMIS COMMUNICATIONS CORP CL A 29152510 468 24679 SH SHARED 02 24679 D EMMIS COMMUNICATIONS CORP CL A 29152510 2314 121800 SH SHARED 11 121800 D EMMIS COMMUNICATIONS CORP CL A 29152510 493 25960 SH SHR/OTHR 11 25960 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 4737 139340 SH SHARED 139340 D EMPIRE DIST ELEC CO COM 29164110 69 4091 SH SHARED 4091 D EMPIRE DIST ELEC CO COM 29164110 375 22200 SH SHARED 01 22200 D EMPIRE DIST ELEC CO COM 29164110 212 12600 SH SHARED 02 12600 D EMPIRE DIST ELEC CO COM 29164110 2117 125300 SH SHARED 06 125300 D EMPIRE DIST ELEC CO COM 29164110 4074 241100 SH SHARED 11 241100 D EMPIRE DIST ELEC CO COM 29164110 1757 104000 SH SHR/OTHR 11 104000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 4 680 SH SHARED 680 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 9 1428 SH SHARED 01 1428 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 0 100 SH SHARED 02 100 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 231 35000 SH SHARED 04 35000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 71 10800 SH SHARED 06 10800 D EMPRESAS ICA SOCIEDAD CONTRL SDCV 5.000% 3/1 292448AC 12 40000 PRN SHARED 02 40000 D EMULEX CORP NOTE 1.750% 2/0 292475AB 26071 37950000 PRN SHARED 37950000 D EMULEX CORP COM NEW 29247520 917 81490 SH SHARED 81490 D EMULEX CORP COM NEW 29247520 1359 120770 SH SHARED 01 115056 5714 D EMULEX CORP COM NEW 29247520 17 1562 SH SHR/OTHR 01 1562 D EMULEX CORP COM NEW 29247520 805 71534 SH SHARED 02 70534 1000 D EMULEX CORP COM NEW 29247520 2446 217300 SH SHARED 11 203300 14000 D EMULEX CORP COM NEW 29247520 118 10500 SH SHR/OTHR 11 10500 D ENBRIDGE INC COM 29250N10 14 500 SH SHARED 02 500 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 37 855 SH SHARED 855 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 2862 65349 SH SHARED 02 2349 63000 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 116 2650 SH SHARED 11 450 2200 D ENCANA CORP COM 29250510 108 3612 SH SHR/OTHR 01 3612 D ENCANA CORP COM 29250510 401 13328 SH SHARED 02 13055 273 D ENCANA CORP COM 29250510 1499 49831 SH SHARED 06 49831 D ENCANA CORP COM 29250510 788 26181 SH SHARED 11 444 25737 D ENCANA CORP COM 29250510 539 17919 SH SHR/OTHR 11 17919 D ENCANA CORP COM 29250510 3229 107308 SH SHARED 13 107308 D ENCHIRA BIOTECHNOLOGY CORP COM 29251Q10 0 71 SH SHARED 02 71 D ENCOMPASS SVCS CORP COM 29255U10 0 3200 SH SHARED 02 200 3000 D ENCORE ACQUISITION CO COM 29255W10 131 8000 SH SHARED 01 8000 D ENCORE ACQUISITION CO COM 29255W10 118 7200 SH SHARED 02 5000 2200 D ENCORE WIRE CORP COM 29256210 29 3400 SH SHARED 01 3400 D ENCORE WIRE CORP COM 29256210 66 7500 SH SHARED 02 7500 D ENDESA S A SPONSORED ADR 29258N10 15 1730 SH SHARED 1730 D ENDESA S A SPONSORED ADR 29258N10 6 700 SH SHARED 02 700 D ENDESA S A SPONSORED ADR 29258N10 2494 273185 SH SHARED 11 22754 250431 D ENDESA S A SPONSORED ADR 29258N10 899 98555 SH SHR/OTHR 11 98555 D ENDWAVE CORP COM NEW 29264A20 63 78387 SH SHARED 02 78137 250 D ENDO PHARMACEUTICALS HLDGS I *W EXP 12/31/200 29264F11 0 700 SH SHARED 700 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 89 10490 SH SHARED 10490 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 4245 497705 SH SHARED 01 497705 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 100 11800 SH SHARED 02 11800 D ENDOCARE INC COM 29264P10 672 47016 SH SHARED 01 25171 21845 D ENDOCARE INC COM 29264P10 28 1998 SH SHR/OTHR 01 1998 D ENDOCARE INC COM 29264P10 147 10300 SH SHARED 02 10300 D ENDOCARE INC COM 29264P10 2096 146500 SH SHARED 11 146500 D ENERGEN CORP COM 29265N10 80 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N10 4 168 SH SHARED 168 D ENERGEN CORP COM 29265N10 3801 150200 SH SHARED 01 150200 D ENERGEN CORP COM 29265N10 528 20866 SH SHARED 02 20866 D ENEL SOCIETA PER AZIONI ADR 29265W10 7 300 SH SHARED 02 300 D ENERGY CONVERSION DEVICES IN COM 29265910 22 2087 SH SHARED 2087 D ENERGY CONVERSION DEVICES IN COM 29265910 217 20009 SH SHARED 01 20009 D ENERGY CONVERSION DEVICES IN COM 29265910 92 8500 SH SHARED 02 8500 D ENERGY CONVERSION DEVICES IN COM 29265910 181 16700 SH SHARED 04 16700 D ENERGY CONVERSION DEVICES IN COM 29265910 13 1250 SH SHARED 11 1200 50 D ENERGY EAST CORP COM 29266M10 735 37123 SH SHARED 37123 D ENERGY EAST CORP COM 29266M10 1975 99707 SH SHARED 01 99327 380 D ENERGY EAST CORP COM 29266M10 948 47880 SH SHARED 02 44838 3042 D ENERGY EAST CORP COM 29266M10 374 18920 SH SHARED 11 14920 4000 D ENERGY EAST CORP COM 29266M10 23249 1173600 SH SHR/OTHR 11 1173600 D ENERGIZER HLDGS INC COM 29266R10 362 11929 SH SHARED 11929 D ENERGIZER HLDGS INC COM 29266R10 3681 121086 SH SHARED 01 121086 D ENERGIZER HLDGS INC COM 29266R10 88 2902 SH SHR/OTHR 01 1726 1176 D ENERGIZER HLDGS INC COM 29266R10 745 24532 SH SHARED 02 24532 D ENERGIZER HLDGS INC COM 29266R10 174 5733 SH SHARED 11 818 4915 D ENERGIZER HLDGS INC COM 29266R10 0 1 SH SHR/OTHR 11 1 D ENERGY PARTNERS LTD COM 29270U10 101 12500 SH SHARED 01 12500 D ENERGY PARTNERS LTD COM 29270U10 88 10900 SH SHARED 02 10900 D ENERPLUS RES FD UNIT TR G NEW 29274D60 5 300 SH SHARED 02 300 D ENERPLUS RES FD UNIT TR G NEW 29274D60 68 3831 SH SHARED 11 3831 D ENERSIS S A SPONSORED ADR 29274F10 1 262 SH SHARED 262 D ENERSIS S A SPONSORED ADR 29274F10 6 1513 SH SHARED 01 1513 D ENERSIS S A SPONSORED ADR 29274F10 17 4000 SH SHR/OTHR 01 4000 D ENERSIS S A SPONSORED ADR 29274F10 3 700 SH SHARED 02 700 D ENERSIS S A SPONSORED ADR 29274F10 35 7956 SH SHARED 06 7956 D ENGELHARD CORP COM 29284510 4498 188765 SH SHARED 188765 D ENGELHARD CORP COM 29284510 11422 479328 SH SHARED 01 479328 D ENGELHARD CORP COM 29284510 1702 71442 SH SHARED 02 71442 D ENGELHARD CORP COM 29284510 359 15074 SH SHARED 07 15074 D ENGELHARD CORP COM 29284510 19149 803588 SH SHARED 11 113988 689600 D ENGELHARD CORP COM 29284510 1552 65159 SH SHR/OTHR 11 65159 D ENGINEERED SUPPORT SYS INC COM 29286610 453 7954 SH SHARED 7954 D ENGINEERED SUPPORT SYS INC COM 29286610 2280 39986 SH SHARED 01 39986 D ENGINEERED SUPPORT SYS INC COM 29286610 335 5875 SH SHARED 02 5675 200 D ENGINEERED SUPPORT SYS INC COM 29286610 74 1310 SH SHARED 11 1310 D ENDOCARDIAL SOLUTIONS INC COM 29296210 0 2 SH SHARED 2 D ENDOCARDIAL SOLUTIONS INC COM 29296210 4 1300 SH SHARED 01 1300 D ENDOCARDIAL SOLUTIONS INC COM 29296210 25 7800 SH SHARED 02 7800 D ENERGYSOUTH INC COM 29297010 61 2400 SH SHARED 02 2400 D ENERGYSOUTH INC COM 29297010 37 1453 SH SHR/OTHR 11 1453 D ENESCO GROUP INC COM 29297310 0 127 SH SHARED 02 127 D ENESCO GROUP INC COM 29297310 39 5567 SH SHARED 11 5567 D ENNIS BUSINESS FORMS INC COM 29338910 46 3600 SH SHARED 01 3600 D ENNIS BUSINESS FORMS INC COM 29338910 120 9200 SH SHARED 02 9200 D ENPRO INDS INC COM 29355X10 23 6980 SH SHARED 6980 D ENPRO INDS INC COM 29355X10 18 5289 SH SHARED 01 3869 1420 D ENPRO INDS INC COM 29355X10 0 165 SH SHR/OTHR 01 165 D ENPRO INDS INC COM 29355X10 0 230 SH SHARED 02 160 70 D ENPRO INDS INC COM 29355X10 1 520 SH SHARED 11 520 D ENTEGRIS INC COM 29362U10 137 17698 SH SHARED 17698 D ENTEGRIS INC COM 29362U10 1741 224100 SH SHARED 01 224100 D ENTEGRIS INC COM 29362U10 201 25900 SH SHARED 02 25900 D ENTERASYS NETWORKS INC COM 29363710 15 12020 SH SHARED 12020 D ENTERASYS NETWORKS INC COM 29363710 74 56950 SH SHARED 01 56950 D ENTERASYS NETWORKS INC COM 29363710 279 215367 SH SHARED 02 214967 400 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 528 11152 SH SHARED 11152 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 901 19029 SH SHARED 01 19029 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 848 17905 SH SHARED 02 14505 3400 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 6707 141600 SH SHARED 11 141600 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 260 5500 SH SHR/OTHR 11 5500 D ENTERGY CORP NEW COM 29364G10 26648 640578 SH SHARED 637500 3078 D ENTERGY CORP NEW COM 29364G10 49555 1191238 SH SHARED 01 1029623 2500 159115 D ENTERGY CORP NEW COM 29364G10 2236 53766 SH SHR/OTHR 01 19890 33876 D ENTERGY CORP NEW COM 29364G10 6143 147690 SH SHARED 02 146465 1225 D ENTERGY CORP NEW COM 29364G10 102 2452 SH SHARED 06 2452 D ENTERGY CORP NEW COM 29364G10 83 2000 SH SHARED 07 2000 D ENTERGY CORP NEW COM 29364G10 6391 153653 SH SHARED 11 138736 14917 D ENTERGY CORP NEW COM 29364G10 58989 1418024 SH SHR/OTHR 11 1418024 D ENTERPRISE PRODS PARTNERS L COM 29379210 2 130 SH SHARED 130 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 99 4508 SH SHARED 4508 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 151 6875 SH SHARED 01 6675 200 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 214 9700 SH SHARED 02 9700 D ENTREMED INC COM 29382F10 1 1100 SH SHARED 1100 D ENTREMED INC COM 29382F10 16 10000 SH SHR/OTHR 01 10000 D ENTREMED INC COM 29382F10 2 1450 SH SHARED 02 1200 250 D ENTREMED INC COM 29382F10 19 12150 SH SHARED 11 12150 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 39 2985 SH SHARED 2985 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 108 8203 SH SHARED 01 8203 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 38 2872 SH SHARED 02 2872 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 3610 272500 SH SHARED 04 272500 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 25 1900 SH SHR/OTHR 11 1900 D ENTRADA NETWORKS INC COM NEW 29382Y10 0 500 SH SHARED 01 500 D ENTRUST INC COM 29384810 11 3590 SH SHARED 3590 D ENTRUST INC COM 29384810 119 38000 SH SHARED 01 38000 D ENTRUST INC COM 29384810 383 122200 SH SHARED 02 122200 D ENZON INC NOTE 4.500% 7/0 293904AB 16097 23500000 PRN SHARED 23500000 D ENZON INC NOTE 4.500% 7/0 293904AB 1370 2000000 PRN SHARED 01 2000000 D ENZON INC NOTE 4.500% 7/0 293904AB 2740 4000000 PRN SHARED 02 4000000 D ENZON INC COM 29390410 258 13454 SH SHARED 13454 D ENZON INC COM 29390410 473 24622 SH SHARED 01 24622 D ENZON INC COM 29390410 520 27043 SH SHARED 02 27043 D ENZON INC COM 29390410 6672 346800 SH SHARED 04 346800 D ENZON INC COM 29390410 900 46800 SH SHARED 07 46800 D EPCOS AG ADR 29410P10 0 65 SH SHARED 11 65 D ENZO BIOCHEM INC COM 29410010 176 12325 SH SHARED 01 12325 D ENZO BIOCHEM INC COM 29410010 379 26526 SH SHARED 02 26526 D ENZO BIOCHEM INC COM 29410010 19 1345 SH SHARED 11 1345 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 4 4000 SH SHR/OTHR 01 4000 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 0 500 SH SHARED 02 500 D EON LABS INC COM 29412E10 213 9891 SH SHARED 9891 D EON LABS INC COM 29412E10 107 5000 SH SHARED 01 5000 D EON LABS INC COM 29412E10 123 5702 SH SHARED 02 5702 D EPIMMUNE INC COM 29425Y10 8 6911 SH SHARED 02 6911 D EPICEDGE INC COM 29426X10 0 5012 SH SHARED 02 5012 D EPLUS INC COM 29426810 11 1800 SH SHARED 01 1800 D EPRESENCE INC COM 29434810 38 23408 SH SHARED 02 23408 D EPRESENCE INC COM 29434810 2 1702 SH SHARED 11 1702 D EQUANT N V NY REG SHS 29440910 3 1328 SH SHARED 1328 D EQUANT N V NY REG SHS 29440910 3 1200 SH SHARED 02 1200 D EQUIFAX INC COM 29442910 4131 190028 SH SHARED 190028 D EQUIFAX INC COM 29442910 15425 709523 SH SHARED 01 694223 500 14800 D EQUIFAX INC COM 29442910 1353 62258 SH SHR/OTHR 01 47458 14800 D EQUIFAX INC COM 29442910 2542 116968 SH SHARED 02 115483 1485 D EQUIFAX INC COM 29442910 27 1250 SH SHARED 07 1250 D EQUIFAX INC COM 29442910 3805 175043 SH SHARED 11 69400 105643 D EQUIFAX INC COM 29442910 2054 94500 SH SHR/OTHR 11 94500 D EQUITABLE RES INC COM 29454910 79 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 255 7400 SH SHARED 7400 D EQUITABLE RES INC COM 29454910 1695 49081 SH SHARED 01 49081 D EQUITABLE RES INC COM 29454910 568 16450 SH SHR/OTHR 01 8550 7900 D EQUITABLE RES INC COM 29454910 614 17781 SH SHARED 02 17781 D EQUITABLE RES INC COM 29454910 193 5600 SH SHARED 06 5600 D EQUITABLE RES INC COM 29454910 3890 112600 SH SHARED 11 112600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 17 300 SH SHARED 01 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 17 300 SH SHARED 02 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 84 1450 SH SHARED 11 950 500 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 175 3000 SH SHR/OTHR 11 3000 D EQUITY INNS INC COM 29470310 10 1754 SH SHARED 1754 D EQUITY INNS INC COM 29470310 95 15400 SH SHARED 01 15400 D EQUITY INNS INC COM 29470310 141 22900 SH SHARED 02 22900 D EQUITY OFFICE PROPERTIES TRU COM 29474110 14631 566661 SH SHARED 564065 2596 D EQUITY OFFICE PROPERTIES TRU COM 29474110 45131 1747918 SH SHARED 01 1747918 D EQUITY OFFICE PROPERTIES TRU COM 29474110 9 350 SH SHR/OTHR 01 350 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6246 241939 SH SHARED 02 237030 4909 D EQUITY OFFICE PROPERTIES TRU COM 29474110 292 11314 SH SHARED 06 11314 D EQUITY OFFICE PROPERTIES TRU COM 29474110 109 4237 SH SHARED 07 4237 D EQUITY OFFICE PROPERTIES TRU COM 29474110 1135 43985 SH SHARED 11 7150 36835 D EQUITY OFFICE PROPERTIES TRU COM 29474110 6146 238054 SH SHR/OTHR 11 238054 D EQUITY OFFICE PROPERTIES TRU COM 29474110 31954 1237568 SH SHARED 12 1237568 D EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 29474150 6450 150000 SH SHARED 150000 D EQUITY ONE COM 29475210 3 300 SH SHARED 01 300 D EQUITY ONE COM 29475210 77 5850 SH SHARED 02 5050 800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 8816 368289 SH SHARED 368289 D EQUITY RESIDENTIAL SH BEN INT 29476L10 27066 1130591 SH SHARED 01 1114891 15700 D EQUITY RESIDENTIAL SH BEN INT 29476L10 342 14310 SH SHR/OTHR 01 9860 4450 D EQUITY RESIDENTIAL SH BEN INT 29476L10 4977 207907 SH SHARED 02 172505 35402 D EQUITY RESIDENTIAL SH BEN INT 29476L10 104 4384 SH SHARED 06 4384 D EQUITY RESIDENTIAL SH BEN INT 29476L10 55 2300 SH SHARED 07 2300 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2571 107430 SH SHARED 11 29440 77990 D EQUITY RESIDENTIAL SH BEN INT 29476L10 50781 2121191 SH SHR/OTHR 11 2121191 D EQUITY RESIDENTIAL SH BEN INT 29476L10 94553 3949588 SH SHARED 12 3949588 D EQUITY RESIDENTIAL PFD CV 1/10 G 29476L85 2740 117100 SH SHARED 117100 D EQUITY RESIDENTIAL PFD CV 1/10 G 29476L85 360 15400 SH SHARED 02 15400 D EQUUS II INC COM 29476610 77 12110 SH SHARED 12110 D ERESEARCHTECHNOLOGY INC COM 29481V10 499 27065 SH SHARED 01 27065 D ERESEARCHTECHNOLOGY INC COM 29481V10 84 4600 SH SHARED 02 4600 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 291 809971 SH SHARED 786371 23600 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 4 12382 SH SHARED 01 8882 3500 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 9 26000 SH SHR/OTHR 01 8000 18000 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 165 460335 SH SHARED 02 400435 59900 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 33 91890 SH SHARED 11 91890 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 5 15600 SH SHR/OTHR 11 15600 D ERIE INDTY CO CL A 29530P10 155 3742 SH SHARED 3742 D ERIE INDTY CO CL A 29530P10 645 15493 SH SHARED 01 15493 D ERIE INDTY CO CL A 29530P10 59 1438 SH SHARED 02 1438 D ESCALADE INC COM 29605610 3 172 SH SHARED 01 172 D ESCALADE INC COM 29605610 39 2000 SH SHARED 02 2000 D ESCO TECHNOLOGIES INC COM 29631510 104 3229 SH SHARED 3229 D ESCO TECHNOLOGIES INC COM 29631510 715 22167 SH SHARED 01 15319 6848 D ESCO TECHNOLOGIES INC COM 29631510 219 6782 SH SHARED 02 6782 D ESCO TECHNOLOGIES INC COM 29631510 70 2177 SH SHARED 11 1952 225 D ESPERION THERAPEUTICS INC COM 29664R10 10 1798 SH SHARED 501 1297 D ESPERION THERAPEUTICS INC COM 29664R10 120 21100 SH SHARED 01 21100 D ESPERION THERAPEUTICS INC COM 29664R10 94 16500 SH SHARED 02 16500 D ESPERION THERAPEUTICS INC COM 29664R10 971 169800 SH SHARED 07 169800 D ESPEED INC CL A 29664310 297 29296 SH SHARED 29296 D ESPEED INC CL A 29664310 580 57172 SH SHARED 01 57172 D ESPEED INC CL A 29664310 134 13200 SH SHARED 02 13200 D ESPEED INC CL A 29664310 53 5220 SH SHARED 11 5220 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 56 3800 SH SHARED 3800 D ESSENTIAL THERAPEUTICS INC COM 29669A10 13 14200 SH SHARED 02 14200 D ESSEX PPTY TR INC COM 29717810 78 1588 SH SHARED 1588 D ESSEX PPTY TR INC COM 29717810 2481 50200 SH SHARED 01 50200 D ESSEX PPTY TR INC COM 29717810 417 8449 SH SHARED 02 8449 D ESSEX PPTY TR INC COM 29717810 701 14188 SH SHR/OTHR 11 14188 D ESSEX PPTY TR INC COM 29717810 35999 728138 SH SHARED 12 728138 D ESTERLINE TECHNOLOGIES CORP COM 29742510 457 27522 SH SHARED 27522 D ESTERLINE TECHNOLOGIES CORP COM 29742510 267 16100 SH SHARED 01 16100 D ESTERLINE TECHNOLOGIES CORP COM 29742510 198 11945 SH SHARED 02 11945 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 4 272 SH SHARED 01 272 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 317 19586 SH SHARED 02 19586 D ETHAN ALLEN INTERIORS INC COM 29760210 99 3079 SH SHARED 3079 D ETHAN ALLEN INTERIORS INC COM 29760210 594 18374 SH SHARED 01 18374 D ETHAN ALLEN INTERIORS INC COM 29760210 108 3348 SH SHARED 02 2480 868 D ETHAN ALLEN INTERIORS INC COM 29760210 22 691 SH SHARED 11 91 600 D ETHAN ALLEN INTERIORS INC COM 29760210 1747 54000 SH SHR/OTHR 11 54000 D ETHYL CORP COM NEW 29765960 0 200 SH SHARED 02 200 D ETHYL CORP COM NEW 29765960 1 360 SH SHARED 11 360 D EUNIVERSE INC COM 29841210 27 9432 SH SHARED 01 9432 D EUNIVERSE INC COM 29841210 19 6800 SH SHARED 02 6800 D EURONET WORLDWIDE INC COM 29873610 393 78200 SH SHARED 01 66700 11500 D EURONET WORLDWIDE INC COM 29873610 41 8200 SH SHARED 02 8200 D EUROPE FD INC COM 29874M10 57 8100 SH SHARED 8100 D EUROPE FD INC COM 29874M10 42 6000 SH SHARED 01 6000 D EVERGREEN RES INC NOTE 4.750%12/1 299900AB 1040 1000000 PRN SHARED 1000000 D EVERGREEN RES INC COM NO PAR 29990030 18 455 SH SHARED 455 D EVERGREEN RES INC COM NO PAR 29990030 640 15636 SH SHARED 01 15636 D EVERGREEN RES INC COM NO PAR 29990030 464 11346 SH SHARED 02 10846 500 D EVERGREEN RES INC COM NO PAR 29990030 1184 28900 SH SHARED 06 28900 D EVERGREEN RES INC COM NO PAR 29990030 1692 41300 SH SHARED 11 41300 D EVERGREEN RES INC COM NO PAR 29990030 606 14800 SH SHR/OTHR 11 14800 D EVOLVE SOFTWARE INC COM 30049P10 0 350 SH SHARED 02 350 D EXACT SCIENCES CORP COM 30063P10 144 10800 SH SHARED 01 10800 D EXACT SCIENCES CORP COM 30063P10 86 6500 SH SHARED 02 6500 D EXAR CORP COM 30064510 54 4712 SH SHARED 4712 D EXAR CORP COM 30064510 422 36557 SH SHARED 01 35182 1375 D EXAR CORP COM 30064510 22 1986 SH SHR/OTHR 01 1986 D EXAR CORP COM 30064510 258 22379 SH SHARED 02 22379 D EXAR CORP COM 30064510 7 630 SH SHARED 11 630 D EXCEL TECHNOLOGY INC COM 30067T10 10 560 SH SHARED 560 D EXCEL TECHNOLOGY INC COM 30067T10 275 14664 SH SHARED 01 14664 D EXCEL TECHNOLOGY INC COM 30067T10 92 4900 SH SHARED 02 4900 D EXE TECHNOLOGIES INC COM 30150410 0 664 SH SHARED 664 D EXE TECHNOLOGIES INC COM 30150410 9 15100 SH SHARED 02 100 15000 D EXELON CORP COM 30161N10 22099 465252 SH SHARED 465252 D EXELON CORP COM 30161N10 74025 1558421 SH SHARED 01 1556021 2400 D EXELON CORP COM 30161N10 151 3180 SH SHR/OTHR 01 1300 1880 D EXELON CORP COM 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110000 SH SHARED 04 110000 D FEDEX CORP COM 31428X10 535 10697 SH SHARED 06 10697 D FEDEX CORP COM 31428X10 912 18215 SH SHARED 07 18215 D FEDEX CORP COM 31428X10 12855 256748 SH SHARED 11 247915 8833 D FEDEX CORP COM 31428X10 8830 176370 SH SHR/OTHR 11 176370 D FELCOR LODGING TR INC COM 31430F10 103 8057 SH SHARED 8057 D FELCOR LODGING TR INC COM 31430F10 1178 91831 SH SHARED 01 91831 D FELCOR LODGING TR INC COM 31430F10 337 26340 SH SHARED 02 26200 140 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 16 800 SH SHARED 02 800 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 65 3300 SH SHARED 02 3300 D FERRO CORP COM 31540510 224 9740 SH SHARED 9740 D FERRO CORP COM 31540510 3140 135948 SH SHARED 01 135948 D FERRO CORP COM 31540510 655 28359 SH SHARED 02 27000 1359 D F5 NETWORKS INC COM 31561610 5 790 SH SHARED 790 D F5 NETWORKS INC COM 31561610 279 36969 SH SHARED 36969 D F5 NETWORKS INC COM 31561610 1134 150200 SH SHARED 01 150200 D F5 NETWORKS INC COM 31561610 94 12500 SH SHARED 02 12500 D FIAT S P A SP ADR ORD NEW 31562188 10 1091 SH SHARED 1091 D FIAT S P A SP ADR ORD NEW 31562188 38 3946 SH SHARED 02 3946 D FIBERCORE INC COM 31563B10 0 100 SH SHARED 02 100 D FIBERMARK INC COM 31564610 4 500 SH SHARED 02 500 D FIDELITY BANKSHARES INC NEW COM 31604Q10 50 2839 SH SHARED 2839 D FIDELITY BANKSHARES INC NEW COM 31604Q10 109 6100 SH SHARED 01 6100 D FIDELITY BANKSHARES INC NEW COM 31604Q10 35 2000 SH SHR/OTHR 01 2000 D FIDELITY BANKSHARES INC NEW COM 31604Q10 161 9000 SH SHARED 02 9000 D FIDELITY BANKSHARES INC NEW COM 31604Q10 2591 144800 SH SHARED 06 144800 D FIDELITY BANKSHARES INC NEW COM 31604Q10 5294 295800 SH SHARED 11 295800 D FIDELITY BANKSHARES INC NEW COM 31604Q10 2130 119000 SH SHR/OTHR 11 119000 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 433 28323 SH SHARED 28323 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 123 8076 SH SHARED 01 8076 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 113 7400 SH SHARED 02 7400 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 17 1128 SH SHARED 11 1128 D FIDELITY NATL FINL INC COM 31632610 716 24916 SH SHARED 24916 D FIDELITY NATL FINL INC COM 31632610 7778 270635 SH SHARED 01 270635 D FIDELITY NATL FINL INC COM 31632610 858 29859 SH SHARED 02 29859 D FIFTH THIRD BANCORP COM 31677310 1142 18660 SH SHARED 18660 D FIFTH THIRD BANCORP COM 31677310 49799 813315 SH SHARED 789115 24200 D FIFTH THIRD BANCORP COM 31677310 145573 2377490 SH SHARED 01 2334640 42850 D FIFTH THIRD BANCORP COM 31677310 1135 18541 SH SHR/OTHR 01 8395 10146 D FIFTH THIRD BANCORP COM 31677310 21106 344709 SH SHARED 02 336679 8030 D FIFTH THIRD BANCORP COM 31677310 21975 358900 SH SHARED 03 262100 96800 D FIFTH THIRD BANCORP COM 31677310 1653 27000 SH SHARED 04 27000 D FIFTH THIRD BANCORP COM 31677310 5281 86256 SH SHARED 06 86256 D FIFTH THIRD BANCORP COM 31677310 1040 16990 SH SHARED 07 16990 D FIFTH THIRD BANCORP COM 31677310 480 7843 SH SHARED 08 7843 D FIFTH THIRD BANCORP COM 31677310 8626 140882 SH SHARED 09 140882 D FIFTH THIRD BANCORP COM 31677310 60817 993271 SH SHARED 11 544836 189900 258535 D FIFTH THIRD BANCORP COM 31677310 26059 425592 SH SHR/OTHR 11 425592 D FILENET CORP COM 31686910 402 38853 SH SHARED 38853 D FILENET CORP COM 31686910 416 40228 SH SHARED 01 40228 D FILENET CORP COM 31686910 199 19305 SH SHARED 02 19305 D FILENET CORP COM 31686910 188 18200 SH SHARED 11 18200 D FINANCIAL FED CORP COM 31749210 3 100 SH SHARED 100 D FINANCIAL FED CORP COM 31749210 398 12501 SH SHARED 01 12501 D FINANCIAL FED CORP COM 31749210 269 8468 SH SHARED 02 8468 D FINANCIAL INDS CORP COM 31757410 41 2694 SH SHARED 01 2100 594 D FINANCIAL INDS CORP COM 31757410 68 4500 SH SHARED 02 4500 D FINANCIAL INSTNS INC COM 31758540 54 2000 SH SHARED 01 2000 D FINANCIAL INSTNS INC COM 31758540 119 4400 SH SHARED 02 4400 D FINISAR NOTE 5.250%10/1 31787AAC 1146 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 21 30920 SH SHARED 30920 D FINISAR COM 31787A10 20 29000 SH SHARED 01 29000 D FINISAR COM 31787A10 60 88372 SH SHARED 02 86572 1800 D FINLAY ENTERPRISES INC COM NEW 31788420 32 2186 SH SHARED 01 2186 D FINLAY ENTERPRISES INC COM NEW 31788420 46 3100 SH SHARED 02 3100 D FINET COM INC COM PAR $.01 N 31792240 0 83 SH SHARED 02 83 D FINISH LINE INC CL A 31792310 62 6900 SH SHARED 6900 D FINISH LINE INC CL A 31792310 1339 148500 SH SHARED 148500 D FINISH LINE INC CL A 31792310 524 58200 SH SHARED 01 56800 1400 D FINISH LINE INC CL A 31792310 95 10600 SH SHARED 02 10600 D FIREPOND INC COM NEW 31822420 6 2100 SH SHARED 02 2100 D FIRST AMERN CORP CALIF DBCV 4.500% 4/1 318522AD 4060 4000000 PRN SHARED 01 4000000 D FIRST AMERN CORP CALIF COM 31852230 120 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 321 15729 SH SHARED 15729 D FIRST AMERN CORP CALIF COM 31852230 1583 77500 SH SHARED 01 77500 D FIRST AMERN CORP CALIF COM 31852230 154 7583 SH SHARED 02 7583 D FIRST BANCORP P R COM 31867210 171 4511 SH SHARED 4511 D FIRST BANCORP P R COM 31867210 2362 61966 SH SHARED 01 61966 D FIRST BANCORP P R COM 31867210 511 13407 SH SHARED 02 13407 D FIRST BANCORP P R COM 31867210 10 270 SH SHARED 11 270 D FIRST BANCORP N C COM 31891010 54 2200 SH SHARED 01 2200 D FIRST BANCORP N C COM 31891010 101 4100 SH SHARED 02 4100 D FIRST BKS AMER INC COM 31928N10 16 412 SH SHARED 02 400 12 D FIRST BUSEY CORP COM 31938310 61 2700 SH SHARED 01 2700 D FIRST BUSEY CORP COM 31938310 115 5100 SH SHARED 02 5100 D FIRST CHARTER CORP COM 31943910 16 1002 SH SHARED 1002 D FIRST CHARTER CORP COM 31943910 198 12000 SH SHARED 01 12000 D FIRST CHARTER CORP COM 31943910 305 18446 SH SHARED 02 17200 1246 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 51 504 SH SHARED 504 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 216 2100 SH SHARED 01 2100 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 107 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 372 3616 SH SHARED 02 3500 116 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 9 90 SH SHARED 11 90 D FIRST COLONIAL GROUP INC COM 31973410 24 1000 SH SHARED 02 1000 D FIRST COMWLTH FINL CORP PA COM 31982910 336 27198 SH SHARED 01 27198 D FIRST COMWLTH FINL CORP PA COM 31982910 410 33100 SH SHARED 02 33100 D FIRST CMNTY BANCSHARES INC N COM 31983A10 64 2190 SH SHARED 01 2190 D FIRST CMNTY BANCSHARES INC N COM 31983A10 147 5000 SH SHARED 02 5000 D FIRST CMNTY BANCORP CALIF COM 31983B10 28 1000 SH SHARED 01 1000 D FIRST CMNTY BANCORP CALIF COM 31983B10 28 1000 SH SHR/OTHR 01 1000 D FIRST CMNTY BANCORP CALIF COM 31983B10 118 4100 SH SHARED 02 4100 D FIRST CONSULTING GROUP INC COM 31986R10 91 16900 SH SHARED 01 16900 D FIRST CONSULTING GROUP INC COM 31986R10 55 10300 SH SHARED 02 10300 D FIRST FED CAP CORP COM 31996010 24 1267 SH SHARED 1267 D FIRST FED CAP CORP COM 31996010 529 27260 SH SHARED 01 27260 D FIRST FED CAP CORP COM 31996010 188 9700 SH SHARED 02 9700 D FIRST FED CAP CORP COM 31996010 5512 283700 SH SHARED 11 283700 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 14196 13783000 PRN SHARED 01 13465000 318000 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 2016 1958000 PRN SHR/OTHR 01 948000 1010000 D FIRST DATA CORP COM 31996310 135 4830 SH SHARED 630 4200 D FIRST DATA CORP COM 31996310 83686 2994154 SH SHARED 2986864 7290 D FIRST DATA CORP COM 31996310 94703 3388325 SH SHARED 01 3227015 161310 D FIRST DATA CORP COM 31996310 1731 61945 SH SHR/OTHR 01 20040 41905 D FIRST DATA CORP COM 31996310 14234 509270 SH SHARED 02 464605 44665 D FIRST DATA CORP COM 31996310 15076 539400 SH SHARED 03 342000 197400 D FIRST DATA CORP COM 31996310 66604 2383000 SH SHARED 04 2383000 D FIRST DATA CORP COM 31996310 12079 432166 SH SHARED 06 432166 D FIRST DATA CORP COM 31996310 1162 41576 SH SHARED 07 41576 D FIRST DATA CORP COM 31996310 293 10500 SH SHARED 08 10500 D FIRST DATA CORP COM 31996310 5447 194900 SH SHARED 09 194900 D FIRST DATA CORP COM 31996310 68232 2441243 SH SHARED 11 1451856 4200 985187 D FIRST DATA CORP COM 31996310 36931 1321335 SH SHR/OTHR 11 1321335 D FIRST DEFIANCE FINL CORP COM 32006W10 53 3100 SH SHARED 02 3100 D FIRST ESSEX BANCORP INC COM 32010310 2 84 SH SHARED 84 D FIRST ESSEX BANCORP INC COM 32010310 152 4600 SH SHARED 01 4600 D FIRST ESSEX BANCORP INC COM 32010310 125 3800 SH SHARED 02 3800 D FIRST FINL BANKSHARES COM 32020R10 127 3487 SH SHARED 01 3487 D FIRST FINL BANKSHARES COM 32020R10 251 6900 SH SHARED 02 6900 D FIRST FINL BANCORP OH COM 32020910 814 45748 SH SHARED 01 45748 D FIRST FINL BANCORP OH COM 32020910 361 20300 SH SHARED 02 20300 D FIRST FINL CORP IND COM 32021810 101 2105 SH SHARED 01 2105 D FIRST FINL CORP IND COM 32021810 188 3900 SH SHARED 02 3900 D FIRST FINL CORP IND COM 32021810 21 450 SH SHARED 11 450 D FIRST FINL HLDGS INC COM 32023910 36 1336 SH SHARED 1336 D FIRST FINL HLDGS INC COM 32023910 500 18500 SH SHARED 01 18500 D FIRST FINL HLDGS INC COM 32023910 205 7600 SH SHARED 02 7600 D FIRST FINL HLDGS INC COM 32023910 5 213 SH SHARED 11 213 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 13 2545 SH SHARED 2545 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 909 168350 SH SHARED 01 168350 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 85 15864 SH SHARED 02 15864 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 139 4510 SH SHARED 4510 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1862 60095 SH SHARED 01 43770 16325 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 484 15640 SH SHR/OTHR 01 9640 6000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2598 83850 SH SHARED 02 11630 72220 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 49 1600 SH SHARED 11 1600 D FIRST IND CORP COM 32054R10 65 3546 SH SHARED 01 3546 D FIRST IND CORP COM 32054R10 119 6500 SH SHARED 02 6500 D FIRST IND CORP COM 32054R10 4060 221525 SH SHARED 11 221525 D FIRST LONG IS CORP COM 32073410 3 100 SH SHARED 01 100 D FIRST LONG IS CORP COM 32073410 60 1806 SH SHARED 02 1806 D FIRST MARINER BANCORP COM 32079510 20 2000 SH SHARED 02 2000 D FIRST MERCHANTS CORP COM 32081710 34 1402 SH SHARED 1402 D FIRST MERCHANTS CORP COM 32081710 104 4250 SH SHARED 01 4250 D FIRST MERCHANTS CORP COM 32081710 206 8373 SH SHARED 02 8373 D FIRST MIDWEST BANCORP DEL COM 32086710 654 24370 SH SHARED 24370 D FIRST MIDWEST BANCORP DEL COM 32086710 364 13578 SH SHARED 01 13578 D FIRST MIDWEST BANCORP DEL COM 32086710 96 3603 SH SHARED 02 3603 D FIRST MIDWEST FINL INC COM 32087810 6 432 SH SHARED 02 432 D FIRST NATL CORP ORANGEBURG S COM 32094210 24 900 SH SHARED 01 900 D FIRST NATL CORP ORANGEBURG S COM 32094210 110 4000 SH SHARED 02 4000 D FIRST HEALTH GROUP CORP COM 32096010 447 16510 SH SHARED 16510 D FIRST HEALTH GROUP CORP COM 32096010 3181 117308 SH SHARED 01 117308 D FIRST HEALTH GROUP CORP COM 32096010 27 1000 SH SHR/OTHR 01 1000 D FIRST HEALTH GROUP CORP COM 32096010 755 27866 SH SHARED 02 27866 D FIRST HEALTH GROUP CORP COM 32096010 5678 209400 SH SHARED 11 209400 D FIRST HEALTH GROUP CORP COM 32096010 249 9200 SH SHR/OTHR 11 9200 D FIRST NIAGARA FINL GROUP INC COM 33582U10 157 5000 SH SHARED 01 5000 D FIRST NIAGARA FINL GROUP INC COM 33582U10 167 5300 SH SHARED 02 5300 D FIRST OAK BROOK BANCSHARES I COM 33584720 50 1700 SH SHARED 01 1700 D FIRST OAK BROOK BANCSHARES I COM 33584720 68 2302 SH SHARED 02 2302 D FIRST PL FINL CORP COM 33610T10 68 4900 SH SHARED 01 4900 D FIRST PL FINL CORP COM 33610T10 99 7100 SH SHARED 02 7100 D FIRST REP BK SAN FRANCISCO COM 33615810 42 1940 SH SHARED 1940 D FIRST REP BK SAN FRANCISCO COM 33615810 82 3800 SH SHARED 01 3800 D FIRST REP BK SAN FRANCISCO COM 33615810 128 5921 SH SHARED 02 5921 D FIRST REP BK SAN FRANCISCO COM 33615810 2398 110261 SH SHARED 11 110261 D FIRST SENTINEL BANCORP INC COM 33640T10 11 835 SH SHARED 835 D FIRST SENTINEL BANCORP INC COM 33640T10 2002 148034 SH SHARED 01 148034 D FIRST SENTINEL BANCORP INC COM 33640T10 189 14000 SH SHARED 02 14000 D FIRST ST BANCORPORATION COM 33645310 46 1900 SH SHARED 01 1900 D FIRST ST BANCORPORATION COM 33645310 83 3400 SH SHR/OTHR 01 2000 1400 D FIRST ST BANCORPORATION COM 33645310 83 3400 SH SHARED 02 3400 D FIRST SOUTH BANCORP INC VA COM 33646W10 53 1500 SH SHARED 02 1500 D 1ST SOURCE CORP COM 33690110 54 3856 SH SHARED 01 3856 D 1ST SOURCE CORP COM 33690110 116 8300 SH SHARED 02 8300 D 1ST SOURCE CORP COM 33690110 16 1170 SH SHARED 11 1170 D FIRST TENN NATL CORP COM 33716210 8869 255827 SH SHARED 255827 D FIRST TENN NATL CORP COM 33716210 16418 473569 SH SHARED 01 473569 D FIRST TENN NATL CORP COM 33716210 8904 256840 SH SHARED 02 256840 D FIRST TENN NATL CORP COM 33716210 42 1212 SH SHARED 06 1212 D FIRST TENN NATL CORP COM 33716210 15 450 SH SHARED 11 450 D FIRST TENN NATL CORP COM 33716210 3661 105599 SH SHR/OTHR 11 105599 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 5080 2288500 SH SHARED 2288500 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 44 20000 SH SHARED 01 20000 D FIRST UN REAL EST EQ&MTG INV PFD CONV SER A 33740030 1853 129600 SH SHARED 129600 D FIRST VA BANKS INC COM 33747710 395 10615 SH SHARED 10615 D FIRST VA BANKS INC COM 33747710 2450 65692 SH SHARED 01 65692 D FIRST VA BANKS INC COM 33747710 83 2250 SH SHR/OTHR 01 2250 D FIRST VA BANKS INC COM 33747710 859 23040 SH SHARED 02 23040 D FIRST YRS INC COM 33761010 80 8400 SH SHARED 8400 D FISERV INC COM 33773810 10205 363447 SH SHARED 363447 D FISERV INC COM 33773810 22522 802090 SH SHARED 01 802090 D FISERV INC COM 33773810 28 1000 SH SHR/OTHR 01 1000 D FISERV INC COM 33773810 4079 145284 SH SHARED 02 145284 D FISERV INC COM 33773810 82 2927 SH SHARED 06 2927 D FISERV INC COM 33773810 46 1650 SH SHARED 07 1650 D FISERV INC COM 33773810 12683 451686 SH SHARED 11 183150 224150 44386 D FISERV INC COM 33773810 34738 1237136 SH SHR/OTHR 11 1237136 D FISHER COMMUNICATIONS INC COM 33775620 42 900 SH SHARED 01 900 D FISHER COMMUNICATIONS INC COM 33775620 136 2900 SH SHARED 02 2900 D FIRSTFED FINL CORP COM 33790710 105 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 33790710 219 8543 SH SHARED 8543 D FIRSTFED FINL CORP COM 33790710 406 15800 SH SHARED 01 15800 D FIRSTFED FINL CORP COM 33790710 254 9889 SH SHARED 02 9889 D FIRSTFED FINL CORP COM 33790710 5817 225915 SH SHARED 11 225915 D FIRSTMERIT CORP COM 33791510 588 27475 SH SHARED 27475 D FIRSTMERIT CORP COM 33791510 1226 57242 SH SHARED 01 57242 D FIRSTMERIT CORP COM 33791510 562 26241 SH SHARED 02 26241 D FIRSTMERIT CORP COM 33791510 3 185 SH SHARED 11 185 D FIRSTFED AMER BANCORP INC COM 33792910 19 800 SH SHARED 01 800 D FIRSTFED AMER BANCORP INC COM 33792910 101 4200 SH SHARED 02 4200 D FLAGSTAR BANCORP INC COM 33793010 394 19050 SH SHARED 19050 D FLAGSTAR BANCORP INC COM 33793010 4989 241025 SH SHARED 01 241025 D FLAGSTAR BANCORP INC COM 33793010 157 7600 SH SHARED 02 7600 D FLAGSTAR BANCORP INC COM 33793010 5403 261045 SH SHARED 11 261045 D FIRSTENERGY CORP COM 33793210 12778 427524 SH SHARED 405946 21578 D FIRSTENERGY CORP COM 33793210 36614 1224973 SH SHARED 01 1224836 137 D FIRSTENERGY CORP COM 33793210 16 566 SH SHR/OTHR 01 266 300 D FIRSTENERGY CORP COM 33793210 5604 187497 SH SHARED 02 184610 2887 D FIRSTENERGY CORP COM 33793210 14184 474562 SH SHARED 06 474562 D FIRSTENERGY CORP COM 33793210 692 23181 SH SHARED 07 23181 D FIRSTENERGY CORP COM 33793210 1243 41600 SH SHARED 08 41600 D FIRSTENERGY CORP COM 33793210 687 23000 SH SHARED 10 23000 D FIRSTENERGY CORP COM 33793210 28573 955970 SH SHARED 11 49224 900100 6646 D FIRSTENERGY CORP COM 33793210 5195 173804 SH SHR/OTHR 11 173804 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 792 26100 SH SHARED 01 26100 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 1350 44500 SH SHARED 02 44400 100 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 33 1100 SH SHR/OTHR 11 1100 D FIVE STAR QUALITY CARE INC COM 33832D10 0 228 SH SHARED 228 D FIVE STAR QUALITY CARE INC COM 33832D10 0 347 SH SHARED 01 343 4 D FIVE STAR QUALITY CARE INC COM 33832D10 0 38 SH SHR/OTHR 01 38 D FIVE STAR QUALITY CARE INC COM 33832D10 0 200 SH SHARED 02 200 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 8 3100 SH SHARED 02 3100 D FLEETBOSTON FINL CORP COM 33903010 125464 6171375 SH SHARED 6171375 D FLEETBOSTON FINL CORP COM 33903010 87962 4326756 SH SHARED 01 4303136 23620 D FLEETBOSTON FINL CORP COM 33903010 260 12800 SH SHR/OTHR 01 8075 4725 D FLEETBOSTON FINL CORP COM 33903010 13351 656727 SH SHARED 02 646886 9841 D FLEETBOSTON FINL CORP COM 33903010 514 25300 SH SHARED 03 25300 D FLEETBOSTON FINL CORP COM 33903010 2134 105000 SH SHARED 04 105000 D FLEETBOSTON FINL CORP COM 33903010 647 31825 SH SHARED 06 31825 D FLEETBOSTON FINL CORP COM 33903010 685 33732 SH SHARED 07 33732 D FLEETBOSTON FINL CORP COM 33903010 277 13670 SH SHARED 08 13670 D FLEETBOSTON FINL CORP COM 33903010 82782 4071923 SH SHARED 11 2303949 1178054 589920 D FLEETBOSTON FINL CORP COM 33903010 46742 2299173 SH SHR/OTHR 11 2299173 D FLEETWOOD ENTERPRISES INC COM 33909910 6 1000 SH SHARED 1000 D FLEETWOOD ENTERPRISES INC COM 33909910 149 22178 SH SHARED 01 22178 D FLEETWOOD ENTERPRISES INC COM 33909910 212 31534 SH SHARED 02 31534 D FLEMING COS INC NOTE 5.250% 3/1 339130AR 1196 3250000 PRN SHARED 3250000 D FLEMING COS INC NOTE 5.250% 3/1 339130AR 1214 3300000 PRN SHARED 01 3300000 D FLEMING COS INC COM 33913010 28 5600 SH SHARED 5600 D FLEMING COS INC COM 33913010 37 7456 SH SHARED 7456 D FLEMING COS INC COM 33913010 453 90754 SH SHARED 01 90754 D FLEMING COS INC COM 33913010 132 26477 SH SHARED 02 26477 D FLETCHER CHALLENGE FORESTS L SP ADR FST DIV 33932440 0 175 SH SHARED 02 175 D FLORIDA EAST COAST INDS CL A 34063210 2 103 SH SHARED 103 D FLORIDA EAST COAST INDS CL A 34063210 181 7700 SH SHARED 01 7700 D FLORIDA EAST COAST INDS CL A 34063210 304 12900 SH SHARED 02 12900 D FLORIDA EAST COAST INDS CL B 34063220 785 35791 SH SHARED 35791 D FLORIDA EAST COAST INDS CL B 34063220 19 901 SH SHARED 01 901 D FLORIDA EAST COAST INDS CL B 34063220 87 4000 SH SHR/OTHR 01 4000 D FLORIDA EAST COAST INDS CL B 34063220 82 3765 SH SHARED 11 3765 D FLORIDA ROCK INDS INC COM 34114010 89 2922 SH SHARED 2922 D FLORIDA ROCK INDS INC COM 34114010 1103 36100 SH SHARED 01 36100 D FLORIDA ROCK INDS INC COM 34114010 30 1000 SH SHR/OTHR 01 1000 D FLORIDA ROCK INDS INC COM 34114010 541 17730 SH SHARED 02 11680 6050 D FLORIDA ROCK INDS INC COM 34114010 5891 192800 SH SHARED 11 190400 2400 D FLUOR CORP NEW COM 34341210 2816 115233 SH SHARED 115233 D FLUOR CORP NEW COM 34341210 8431 344999 SH SHARED 01 344999 D FLUOR CORP NEW COM 34341210 1134 46406 SH SHARED 02 45231 1175 D FLUOR CORP NEW COM 34341210 24 1001 SH SHARED 06 1001 D FLUOR CORP NEW COM 34341210 17 700 SH SHARED 07 700 D FLUOR CORP NEW COM 34341210 24 1000 SH SHARED 11 1000 D FLUOR CORP NEW COM 34341210 3861 158016 SH SHR/OTHR 11 158016 D FLOW INTL CORP COM 34346810 10 3200 SH SHARED 01 3200 D FLOW INTL CORP COM 34346810 8 2500 SH SHR/OTHR 01 2500 D FLOW INTL CORP COM 34346810 24 7596 SH SHARED 02 7596 D FLOWERS FOODS INC COM 34349810 126 5546 SH SHARED 5546 D FLOWERS FOODS INC COM 34349810 1152 50700 SH SHARED 01 50700 D FLOWERS FOODS INC COM 34349810 279 12300 SH SHARED 02 12300 D FLOWERS FOODS INC COM 34349810 3086 135800 SH SHARED 09 135800 D FLOWSERVE CORP COM 34354P10 1560 156098 SH SHARED 156098 D FLOWSERVE CORP COM 34354P10 1202 120265 SH SHARED 01 120265 D FLOWSERVE CORP COM 34354P10 385 38500 SH SHARED 02 38500 D FLOWSERVE CORP COM 34354P10 223 22300 SH SHARED 06 22300 D FLOWSERVE CORP COM 34354P10 9998 999882 SH SHARED 11 999882 D FLOWSERVE CORP COM 34354P10 4866 486600 SH SHR/OTHR 11 486600 D FLOWSERVE CORP COM 34354P10 23 2300 SH SHARED 13 2300 D FLUSHING FINL CORP COM 34387310 47 2839 SH SHARED 2839 D FLUSHING FINL CORP COM 34387310 326 19600 SH SHARED 01 19600 D FLUSHING FINL CORP COM 34387310 91 5500 SH SHARED 02 5500 D FOAMEX INTL INC COM 34412310 25 4707 SH SHARED 4707 D FOAMEX INTL INC COM 34412310 102 18600 SH SHARED 01 18600 D FOAMEX INTL INC COM 34412310 68 12411 SH SHARED 02 12411 D FOCAL COMMUNICATIONS CORP COM NEW 34415520 0 42 SH SHARED 02 42 D FOCAL COMMUNICATIONS CORP COM NEW 34415520 0 3 SH SHARED 11 3 D FOG CUTTER CAP GROUP INC COM 34416Q10 4 1500 SH SHARED 1500 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 507 15000 SH SHARED 15000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 574 17000 SH SHARED 04 17000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 5087 150503 SH SHARED 06 150503 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1137 33651 SH SHARED 10 33651 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 10645 314951 SH SHR/OTHR 11 314951 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 566 16766 SH SHARED 13 16766 D FONAR CORP COM 34443710 0 118 SH SHARED 02 118 D FOODARAMA SUPERMARKETS INC COM 34482010 0 32 SH SHARED 01 32 D FOOT LOCKER INC COM 34484910 115 11544 SH SHARED 10544 1000 D FOOT LOCKER INC COM 34484910 692 69301 SH SHARED 01 69301 D FOOT LOCKER INC COM 34484910 29 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 100 10093 SH SHARED 02 10093 D FOOT LOCKER INC COM 34484910 3082 308600 SH SHARED 11 308600 D FOOTSTAR INC COM 34491210 10 1400 SH SHARED 1400 D FOOTSTAR INC COM 34491210 279 35891 SH SHARED 35891 D FOOTSTAR INC COM 34491210 753 96617 SH SHARED 01 20867 75750 D FOOTSTAR INC COM 34491210 420 53914 SH SHR/OTHR 01 51439 2475 D FOOTSTAR INC COM 34491210 97 12480 SH SHARED 02 12480 D FORD MTR CO DEL COM PAR $0.01 34537086 592 60490 SH SHARED 34800 25690 D FORD MTR CO DEL COM PAR $0.01 34537086 49850 5086780 SH SHARED 5067580 19200 D FORD MTR CO DEL COM PAR $0.01 34537086 72201 7367514 SH SHARED 01 7356155 11359 D FORD MTR CO DEL COM PAR $0.01 34537086 1239 126529 SH SHR/OTHR 01 4278 122251 D FORD MTR CO DEL COM PAR $0.01 34537086 11320 1155135 SH SHARED 02 1147674 7461 D FORD MTR CO DEL COM PAR $0.01 34537086 566 57783 SH SHARED 06 57783 D FORD MTR CO DEL COM PAR $0.01 34537086 496 50655 SH SHARED 07 50655 D FORD MTR CO DEL COM PAR $0.01 34537086 3391 346023 SH SHARED 11 330259 15764 D FORD MTR CO DEL COM PAR $0.01 34537086 38237 3901803 SH SHR/OTHR 11 3901803 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 34682 860818 SH SHARED 860818 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 1643 40800 SH SHARED 01 40800 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 1783 44270 SH SHARED 02 43000 1270 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 1516 37645 SH SHR/OTHR 11 37645 D FORDING INC COM 34542610 5 373 SH SHR/OTHR 01 373 D FORDING INC COM 34542610 30 2066 SH SHARED 02 2000 66 D FORDING INC COM 34542610 68 4639 SH SHARED 11 4639 D FORDING INC COM 34542610 41 2805 SH SHR/OTHR 11 2805 D FOREST CITY ENTERPRISES INC CL A 34555010 59 1827 SH SHARED 1827 D FOREST CITY ENTERPRISES INC CL A 34555010 112 3450 SH SHARED 01 3450 D FOREST CITY ENTERPRISES INC CL A 34555010 56 1736 SH SHARED 02 1336 400 D FOREST LABS INC COM 34583810 20319 247774 SH SHARED 247774 D FOREST LABS INC COM 34583810 58841 717489 SH SHARED 01 691104 26385 D FOREST LABS INC COM 34583810 1582 19300 SH SHR/OTHR 01 9425 9875 D FOREST LABS INC COM 34583810 8587 104712 SH SHARED 02 100188 4524 D FOREST LABS INC COM 34583810 319 3895 SH SHARED 06 3895 D FOREST LABS INC COM 34583810 2687 32772 SH SHARED 07 32772 D FOREST LABS INC COM 34583810 21547 262743 SH SHARED 11 186510 19100 57133 D FOREST LABS INC COM 34583810 12015 146514 SH SHR/OTHR 11 146514 D FOREST OIL CORP COM PAR $0.01 34609170 624 24488 SH SHARED 24488 D FOREST OIL CORP COM PAR $0.01 34609170 854 33508 SH SHARED 01 33508 D FOREST OIL CORP COM PAR $0.01 34609170 393 15434 SH SHARED 02 15434 D FORRESTER RESH INC COM 34656310 213 14274 SH SHARED 01 14274 D FORRESTER RESH INC COM 34656310 144 9643 SH SHARED 02 8100 1543 D FORTUNE BRANDS INC COM 34963110 9774 206688 SH SHARED 205403 1285 D FORTUNE BRANDS INC COM 34963110 29603 626007 SH SHARED 01 607907 18100 D FORTUNE BRANDS INC COM 34963110 155 3289 SH SHR/OTHR 01 800 2489 D FORTUNE BRANDS INC COM 34963110 4216 89172 SH SHARED 02 87927 1245 D FORTUNE BRANDS INC COM 34963110 92 1957 SH SHARED 06 1957 D FORTUNE BRANDS INC COM 34963110 2648 56013 SH SHARED 11 22275 33738 D FORTUNE BRANDS INC COM 34963110 5010 105950 SH SHR/OTHR 11 105950 D FORWARD AIR CORP COM 34985310 2375 131250 SH SHARED 131250 D FORWARD AIR CORP COM 34985310 31 1728 SH SHARED 1728 D FORWARD AIR CORP COM 34985310 176 9725 SH SHARED 01 9725 D FORWARD AIR CORP COM 34985310 157 8684 SH SHARED 02 6684 2000 D FOSSIL INC COM 34988210 86 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 121 6036 SH SHARED 6036 D FOSSIL INC COM 34988210 687 34265 SH SHARED 01 34265 D FOSSIL INC COM 34988210 249 12465 SH SHARED 02 12465 D FOSSIL INC COM 34988210 65 3265 SH SHARED 11 3265 D FOUNDRY NETWORKS INC COM 35063R10 109 20000 SH SHARED 20000 D FOUNDRY NETWORKS INC COM 35063R10 231 42202 SH SHARED 42202 D FOUNDRY NETWORKS INC COM 35063R10 838 152975 SH SHARED 01 150200 2775 D FOUNDRY NETWORKS INC COM 35063R10 19 3641 SH SHR/OTHR 01 3641 D FOUNDRY NETWORKS INC COM 35063R10 2038 372016 SH SHARED 02 365699 6317 D FOUNDRY NETWORKS INC COM 35063R10 71 13000 SH SHARED 06 13000 D 4 KIDS ENTMT INC COM 35086510 657 27700 SH SHARED 01 27700 D 4 KIDS ENTMT INC COM 35086510 129 5455 SH SHARED 02 5455 D 4 KIDS ENTMT INC COM 35086510 31 1340 SH SHARED 11 1340 D FOUR SEASONS HOTEL INC NOTE 9/2 35100EAD 1494 5639000 PRN SHARED 5639000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2735 85382 SH SHARED 85382 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 3 103 SH SHARED 02 103 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 410 12800 SH SHARED 06 12800 D FOX ENTMT GROUP INC CL A 35138T10 12211 554334 SH SHARED 554334 D FOX ENTMT GROUP INC CL A 35138T10 1973 89591 SH SHARED 01 89591 D FOX ENTMT GROUP INC CL A 35138T10 423 19219 SH SHARED 02 19219 D FOX ENTMT GROUP INC CL A 35138T10 6609 300000 SH SHARED 04 300000 D FRANCE GROWTH FD INC COM 35177K10 3542 669700 SH SHARED 669700 D FRANCE TELECOM SPONSORED ADR 35177Q10 326 46781 SH SHARED 46781 D FRANCE TELECOM SPONSORED ADR 35177Q10 62 9000 SH SHARED 01 9000 D FRANCE TELECOM SPONSORED ADR 35177Q10 149 21371 SH SHARED 02 21371 D FRANCE TELECOM SPONSORED ADR 35177Q10 896 128400 SH SHARED 05 128400 D FRANCE TELECOM SPONSORED ADR 35177Q10 65 9409 SH SHR/OTHR 11 9409 D FRANKLIN BK NA SOUTHFIELD MI COM 35245610 45 2525 SH SHARED 11 2525 D FRANKLIN COVEY CO COM 35346910 0 206 SH SHARED 02 206 D FRANKLIN ELEC INC COM 35351410 7 167 SH SHARED 167 D FRANKLIN ELEC INC COM 35351410 218 5100 SH SHARED 01 5100 D FRANKLIN ELEC INC COM 35351410 158 3700 SH SHARED 02 3700 D FRANKLIN FINL CORP TENN COM NEW 35352320 34 1400 SH SHARED 02 1400 D FRANKLIN MULTI-INCOME FD SH BEN INT 35402110 25 4000 SH SHARED 02 4000 D FRANKLIN RES INC NOTE 5/1 354613AC 49380 84992000 PRN SHARED 84992000 D FRANKLIN RES INC NOTE 5/1 354613AC 351 605000 PRN SHARED 02 605000 D FRANKLIN RES INC COM 35461310 10932 351524 SH SHARED 351524 D FRANKLIN RES INC COM 35461310 28473 915555 SH SHARED 01 908405 7150 D FRANKLIN RES INC COM 35461310 80 2595 SH SHR/OTHR 01 2595 D FRANKLIN RES INC COM 35461310 5237 168411 SH SHARED 02 168209 202 D FRANKLIN RES INC COM 35461310 61 1969 SH SHARED 06 1969 D FRANKLIN RES INC COM 35461310 25012 804273 SH SHARED 11 216150 482900 105223 D FRANKLIN RES INC COM 35461310 6450 207419 SH SHR/OTHR 11 207419 D FREDS INC CL A 35610810 59 2004 SH SHARED 2004 D FREDS INC CL A 35610810 1553 52039 SH SHARED 01 52039 D FREDS INC CL A 35610810 438 14693 SH SHARED 02 14693 D FREDS INC CL A 35610810 2 75 SH SHARED 11 75 D FREEMARKETS INC COM 35660210 46 9275 SH SHARED 9275 D FREEMARKETS INC COM 35660210 823 166000 SH SHARED 01 166000 D FREEMARKETS INC COM 35660210 143 28997 SH SHARED 02 28997 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 30820 30820000 PRN SHARED 30820000 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 4500 4500000 PRN SHARED 01 4500000 D FREEPORT-MCMORAN COPPER & GO NOTE 8.250% 1/3 35671DAF 2000 2000000 PRN SHARED 02 2000000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5876 436624 SH SHARED 424624 12000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 10189 757037 SH SHARED 01 757037 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2483 184481 SH SHARED 02 181398 3083 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2355 175000 SH SHARED 04 175000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 56 4210 SH SHARED 11 4210 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5690 422796 SH SHR/OTHR 11 422796 D FREMONT GEN CORP COM 35728810 202 41400 SH SHARED 01 41400 D FREMONT GEN CORP COM 35728810 164 33625 SH SHARED 02 33625 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 21 2915 SH SHARED 01 2915 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 3 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 126 16800 SH SHARED 02 16800 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 2 320 SH SHARED 11 320 D FRESENIUS MED CARE AG SPON ADR PREF 35802920 10240 1906941 SH SHARED 1906941 D FRESH BRANDS INC COM 35803U10 0 1 SH SHARED 02 1 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 112 11103 SH SHARED 11103 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 103 10200 SH SHARED 01 10200 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 149 14800 SH SHARED 02 8400 6400 D FRIEDMANS INC CL A 35843810 14 1921 SH SHARED 1921 D FRIEDMANS INC CL A 35843810 52 6800 SH SHARED 01 6800 D FRIEDMANS INC CL A 35843810 73 9453 SH SHARED 02 9453 D FRONTIER AIRLINES INC NEW COM 35906510 12 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 35 7329 SH SHARED 7329 D FRONTIER AIRLINES INC NEW COM 35906510 169 34654 SH SHARED 01 34654 D FRONTIER AIRLINES INC NEW COM 35906510 94 19368 SH SHARED 02 17568 1800 D FRONTIER AIRLINES INC NEW COM 35906510 15 3210 SH SHARED 11 3210 D FRONTIER FINL CORP WASH COM 35907K10 31 1237 SH SHARED 1237 D FRONTIER FINL CORP WASH COM 35907K10 308 12100 SH SHARED 01 12100 D FRONTIER FINL CORP WASH COM 35907K10 231 9100 SH SHARED 02 9100 D FRONTIER OIL CORP COM 35914P10 60 4911 SH SHARED 4911 D FRONTIER OIL CORP COM 35914P10 501 40409 SH SHARED 01 40409 D FRONTIER OIL CORP COM 35914P10 186 15000 SH SHARED 02 15000 D FRONTIER OIL CORP COM 35914P10 3 250 SH SHARED 11 250 D FUELCELL ENERGY INC COM 35952H10 175 27900 SH SHARED 01 27900 D FUELCELL ENERGY INC COM 35952H10 122 19400 SH SHARED 02 19400 D FUELCELL ENERGY INC COM 35952H10 119 19000 SH SHARED 04 19000 D FUJI PHOTO FILM LTD ADR 35958630 6 227 SH SHARED 02 227 D FUJI PHOTO FILM LTD ADR 35958630 498 17020 SH SHARED 11 10570 6450 D FULLER H B CO COM 35969410 222 8354 SH SHARED 8354 D FULLER H B CO COM 35969410 680 25598 SH SHARED 01 25598 D FULLER H B CO COM 35969410 587 22100 SH SHARED 02 22100 D FULLER H B CO COM 35969410 29 1122 SH SHARED 11 1122 D FULTON FINL CORP PA COM 36027110 56 2985 SH SHARED 2985 D FULTON FINL CORP PA COM 36027110 894 47595 SH SHARED 01 47595 D FULTON FINL CORP PA COM 36027110 120 6413 SH SHARED 02 6413 D FULTON FINL CORP PA COM 36027110 5072 269825 SH SHARED 11 269825 D FUTUREMEDIA PLC SPONSORED ADR 36091210 0 3000 SH SHARED 3000 D FURNITURE BRANDS INTL INC COM 36092110 268 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 3926 171100 SH SHARED 01 171100 D FURNITURE BRANDS INTL INC COM 36092110 365 15910 SH SHARED 02 15910 D FURNITURE BRANDS INTL INC COM 36092110 479 20900 SH SHARED 06 20900 D FURNITURE BRANDS INTL INC COM 36092110 19842 864600 SH SHARED 11 864600 D FURNITURE BRANDS INTL INC COM 36092110 7449 324600 SH SHR/OTHR 11 324600 D FURNITURE BRANDS INTL INC COM 36092110 73 3200 SH SHARED 13 3200 D G & K SVCS INC CL A 36126810 110 3268 SH SHARED 3268 D G & K SVCS INC CL A 36126810 802 23722 SH SHARED 01 23722 D G & K SVCS INC CL A 36126810 394 11642 SH SHARED 02 11642 D G & K SVCS INC CL A 36126810 282 8352 SH SHARED 11 8352 D GATX CORP NOTE 7.500% 2/0 361448AC 2104 2145000 PRN SHARED 2145000 D GATX CORP NOTE 7.500% 2/0 361448AC 1962 2000000 PRN SHARED 01 2000000 D GATX CORP NOTE 7.500% 2/0 361448AC 245 250000 PRN SHARED 02 250000 D GATX CORP COM 36144810 228 11546 SH SHARED 11546 D GATX CORP COM 36144810 642 32460 SH SHARED 01 30460 2000 D GATX CORP COM 36144810 371 18782 SH SHARED 02 18782 D GATX CORP COM 36144810 33 1700 SH SHARED 11 1700 D GBC BANCORP CALIF COM 36147510 1 84 SH SHARED 84 D GBC BANCORP CALIF COM 36147510 546 28140 SH SHARED 01 28140 D GBC BANCORP CALIF COM 36147510 87 4525 SH SHARED 02 4525 D GBC BANCORP CALIF COM 36147510 40 2080 SH SHARED 11 2080 D GP STRATEGIES CORP COM 36225V10 42 10000 SH SHARED 10000 D G-III APPAREL GROUP LTD COM 36237H10 143 23800 SH SHARED 01 23800 D GSI COMMERCE INC COM 36238G10 18 3600 SH SHARED 01 3600 D GSI COMMERCE INC COM 36238G10 53 10600 SH SHARED 02 10600 D GSI COMMERCE INC COM 36238G10 0 101 SH SHARED 11 101 D GTC BIOTHERAPEUTICS INC COM 36238T10 41 30000 SH SHARED 30000 D GTC BIOTHERAPEUTICS INC COM 36238T10 0 100 SH SHARED 02 100 D GABELLI ASSET MGMT INC CL A 36239Y10 509 17189 SH SHARED 17189 D GABELLI ASSET MGMT INC CL A 36239Y10 106 3600 SH SHARED 01 3600 D GABELLI ASSET MGMT INC CL A 36239Y10 108 3663 SH SHARED 02 3663 D GABELLI EQUITY TR INC COM 36239710 70 10000 SH SHR/OTHR 01 10000 D GABELLI EQUITY TR INC COM 36239710 27 3888 SH SHARED 11 3888 D GABELLI UTIL TR COM 36240A10 8 1000 SH SHR/OTHR 01 1000 D GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 68 6500 SH SHR/OTHR 01 6500 D GABLES RESIDENTIAL TR SH BEN INT 36241810 62 2353 SH SHARED 2353 D GABLES RESIDENTIAL TR SH BEN INT 36241810 577 21620 SH SHARED 01 21620 D GABLES RESIDENTIAL TR SH BEN INT 36241810 21 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 373 14000 SH SHARED 02 14000 D GABLES RESIDENTIAL TR SH BEN INT 36241810 381 14300 SH SHARED 12 14300 D GADZOOKS INC COM 36255310 69 12300 SH SHARED 12300 D GAIAM INC CL A 36268Q10 35 3100 SH SHARED 3100 D GAIAM INC CL A 36268Q10 65 5700 SH SHARED 01 5700 D GAIAM INC CL A 36268Q10 36 3200 SH SHARED 02 3200 D GALEN HLDGS PLC SPONSORED ADR 36324010 2777 121300 SH SHARED 02 121300 D GALLAGHER ARTHUR J & CO COM 36357610 396 16085 SH SHARED 16085 D GALLAGHER ARTHUR J & CO COM 36357610 1646 66800 SH SHARED 01 66800 D GALLAGHER ARTHUR J & CO COM 36357610 644 26136 SH SHARED 02 24746 1390 D GALLAGHER ARTHUR J & CO COM 36357610 207 8400 SH SHARED 06 8400 D GALLAGHER ARTHUR J & CO COM 36357610 1350 54800 SH SHARED 11 54800 D GALLAGHER ARTHUR J & CO COM 36357610 14782 599700 SH SHR/OTHR 11 599700 D GALLAHER GROUP PLC SPONSORED ADR 36359510 30 800 SH SHARED 800 D GALLAHER GROUP PLC SPONSORED ADR 36359510 307 8024 SH SHARED 01 7524 500 D GALLAHER GROUP PLC SPONSORED ADR 36359510 7183 187546 SH SHARED 02 186346 1200 D GALLAHER GROUP PLC SPONSORED ADR 36359510 4312 112600 SH SHARED 05 112600 D GALLAHER GROUP PLC SPONSORED ADR 36359510 218 5700 SH SHARED 11 5700 D GALLAHER GROUP PLC SPONSORED ADR 36359510 830 21685 SH SHR/OTHR 11 21685 D GALYANS TRADING INC COM 36458R10 420 42000 SH SHARED 42000 D GALYANS TRADING INC COM 36458R10 214 21416 SH SHARED 01 21416 D GALYANS TRADING INC COM 36458R10 58 5800 SH SHARED 02 5800 D GAMESTOP CORP CL A 36466R10 328 16064 SH SHARED 16064 D GAMESTOP CORP CL A 36466R10 953 46632 SH SHARED 01 46632 D GAMESTOP CORP CL A 36466R10 26 1309 SH SHARED 02 1309 D GAMESTOP CORP CL A 36466R10 156 7644 SH SHARED 11 7644 D GANNETT INC COM 36473010 94840 1313942 SH SHARED 1285622 28320 D GANNETT INC COM 36473010 87089 1206566 SH SHARED 01 1204942 1624 D GANNETT INC COM 36473010 4630 64155 SH SHR/OTHR 01 54841 9314 D GANNETT INC COM 36473010 12161 168493 SH SHARED 02 165793 2700 D GANNETT INC COM 36473010 28334 392550 SH SHARED 03 277000 115550 D GANNETT INC COM 36473010 11043 153000 SH SHARED 04 153000 D GANNETT INC COM 36473010 25263 350000 SH SHARED 05 350000 D GANNETT INC COM 36473010 92938 1287589 SH SHARED 06 1287589 D GANNETT INC COM 36473010 3528 48880 SH SHARED 07 48880 D GANNETT INC COM 36473010 3811 52800 SH SHARED 08 52800 D GANNETT INC COM 36473010 6871 95200 SH SHARED 09 95200 D GANNETT INC COM 36473010 2042 28300 SH SHARED 10 28300 D GANNETT INC COM 36473010 142145 1969317 SH SHARED 11 318877 1138000 512440 D GANNETT INC COM 36473010 42878 594046 SH SHR/OTHR 11 594046 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 2867 2920000 PRN SHARED 2920000 D GAP INC DEL NOTE 5.750% 3/1 364760AJ 2111 2150000 PRN SHARED 01 2150000 D GAP INC DEL COM 36476010 18542 1708973 SH SHARED 1708973 D GAP INC DEL COM 36476010 35720 3292222 SH SHARED 01 3292222 D GAP INC DEL COM 36476010 5304 488914 SH SHARED 02 467607 21307 D GAP INC DEL COM 36476010 705 65000 SH SHARED 04 65000 D GAP INC DEL COM 36476010 332 30622 SH SHARED 06 30622 D GAP INC DEL COM 36476010 61 5700 SH SHARED 07 5700 D GAP INC DEL COM 36476010 729 67240 SH SHARED 11 63850 3390 D GAP INC DEL COM 36476010 129846 11967378 SH SHR/OTHR 11 11967378 D GARDNER DENVER INC COM 36555810 94 5987 SH SHARED 01 5987 D GARDNER DENVER INC COM 36555810 181 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 143 9111 SH SHARED 02 9111 D GART SPORTS CO COM 36663010 222 11800 SH SHARED 01 11200 600 D GART SPORTS CO COM 36663010 78 4162 SH SHARED 02 4162 D GARTNER INC COM 36665110 4 500 SH SHARED 500 D GARTNER INC COM 36665110 48 5953 SH SHARED 5953 D GARTNER INC COM 36665110 397 49091 SH SHARED 01 49091 D GARTNER INC COM 36665110 431 53300 SH SHARED 02 53300 D GARTNER INC CL B 36665120 296 37000 SH SHARED 37000 D GARTNER INC CL B 36665120 348 43537 SH SHARED 01 43537 D GARTNER INC CL B 36665120 255 31917 SH SHR/OTHR 01 30952 965 D GARTNER INC CL B 36665120 175 21930 SH SHARED 02 21800 130 D GARTNER INC CL B 36665120 7 885 SH SHARED 11 885 D GARTNER INC CL B 36665120 9 1248 SH SHR/OTHR 11 1248 D GATEWAY INC COM 36762610 1589 535049 SH SHARED 535049 D GATEWAY INC COM 36762610 3222 1085036 SH SHARED 01 1085036 D GATEWAY INC COM 36762610 673 226691 SH SHARED 02 226691 D GATEWAY INC COM 36762610 6 2101 SH SHARED 06 2101 D GATEWAY INC COM 36762610 23 7900 SH SHARED 11 7900 D GATEWAY INC COM 36762610 500 168386 SH SHR/OTHR 11 168386 D GAYLORD ENTMT CO NEW COM 36790510 6 342 SH SHARED 342 D GAYLORD ENTMT CO NEW COM 36790510 317 16765 SH SHARED 01 16765 D GAYLORD ENTMT CO NEW COM 36790510 234 12400 SH SHARED 02 12400 D GEN-PROBE INC NEW COM 36866T10 5335 313504 SH SHARED 313504 D GEN-PROBE INC NEW COM 36866T10 3171 186350 SH SHARED 184200 2150 D GEN-PROBE INC NEW COM 36866T10 0 17 SH SHARED 02 17 D GEN-PROBE INC NEW COM 36866T10 1172 68886 SH SHARED 03 61404 7482 D GEN-PROBE INC NEW COM 36866T10 494 29068 SH SHARED 04 29068 D GEN-PROBE INC NEW COM 36866T10 108 6364 SH SHARED 11 6364 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 245 97297 SH SHARED 97297 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 447 177390 SH SHARED 01 175719 1671 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 271 107881 SH SHARED 02 106931 950 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 39 15500 SH SHARED 06 15500 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 10 4000 SH SHARED 07 4000 D GEMPLUS INTL S A ADR 36866Y10 0 1000 SH SHARED 02 1000 D GENAERA CORP COM 36867G10 6 10000 SH SHARED 02 10000 D GENAISSANCE PHARMACEUTICALS COM 36867W10 0 1300 SH SHARED 02 1300 D GENCORP INC NOTE 5.750% 4/1 368682AE 3296 3700000 PRN SHARED 3700000 D GENCORP INC NOTE 5.750% 4/1 368682AE 1782 2000000 PRN SHARED 01 2000000 D GENCORP INC NOTE 5.750% 4/1 368682AE 258 290000 PRN SHARED 02 290000 D GENCORP INC COM 36868210 2 251 SH SHARED 251 D GENCORP INC COM 36868210 332 33087 SH SHARED 01 33087 D GENCORP INC COM 36868210 179 17862 SH SHARED 02 17862 D GENE LOGIC INC COM 36868910 89 11494 SH SHARED 11494 D GENE LOGIC INC COM 36868910 182 23450 SH SHARED 01 23450 D GENE LOGIC INC COM 36868910 122 15708 SH SHARED 02 15708 D GENELABS TECHNOLOGIES INC COM 36870610 0 300 SH SHARED 02 300 D GENENCOR INTL INC COM 36870910 18 1900 SH SHARED 01 1900 D GENENCOR INTL INC COM 36870910 51 5400 SH SHARED 02 5400 D GENENTECH INC COM NEW 36871040 4482 137363 SH SHARED 137363 D GENENTECH INC COM NEW 36871040 8731 267577 SH SHARED 01 265377 2200 D GENENTECH INC COM NEW 36871040 29 900 SH SHR/OTHR 01 800 100 D GENENTECH INC COM NEW 36871040 1515 46435 SH SHARED 02 44935 1500 D GENENTECH INC COM NEW 36871040 20591 631050 SH SHARED 04 631050 D GENENTECH INC COM NEW 36871040 100 3090 SH SHARED 06 3090 D GENENTECH INC COM NEW 36871040 1318 40410 SH SHARED 07 40410 D GENENTECH INC COM NEW 36871040 56516 1732031 SH SHARED 11 690235 614300 427496 D GENENTECH INC COM NEW 36871040 31241 957435 SH SHR/OTHR 11 957435 D GENERAL BINDING CORP COM 36915410 6 400 SH SHARED 01 400 D GENERAL BINDING CORP COM 36915410 55 3500 SH SHARED 02 3500 D GENERAL BINDING CORP COM 36915410 43 2775 SH SHARED 11 2775 D GENERAL CABLE CORP DEL NEW COM 36930010 38 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 30 7898 SH SHARED 01 7898 D GENERAL CABLE CORP DEL NEW COM 36930010 72 18800 SH SHARED 02 18800 D GENERAL COMMUNICATION INC CL A 36938510 180 47969 SH SHARED 01 47969 D GENERAL COMMUNICATION INC CL A 36938510 89 23893 SH SHARED 02 23893 D GENERAL COMMUNICATION INC CL A 36938510 1141 303600 SH SHR/OTHR 11 303600 D GENERAL DYNAMICS CORP COM 36955010 26119 321151 SH SHARED 313159 7992 D GENERAL DYNAMICS CORP COM 36955010 86103 1058693 SH SHARED 01 880523 178170 D GENERAL DYNAMICS CORP COM 36955010 36459 448294 SH SHR/OTHR 01 386334 61960 D GENERAL DYNAMICS CORP COM 36955010 9703 119311 SH SHARED 02 117466 1845 D GENERAL DYNAMICS CORP COM 36955010 26603 327110 SH SHARED 03 231960 95150 D GENERAL DYNAMICS CORP COM 36955010 5693 70000 SH SHARED 04 70000 D GENERAL DYNAMICS CORP COM 36955010 13983 171940 SH SHARED 06 171940 D GENERAL DYNAMICS CORP COM 36955010 561 6900 SH SHARED 07 6900 D GENERAL DYNAMICS CORP COM 36955010 2822 34700 SH SHARED 08 34700 D GENERAL DYNAMICS CORP COM 36955010 5058 62200 SH SHARED 09 62200 D GENERAL DYNAMICS CORP COM 36955010 25029 307755 SH SHARED 11 108291 130300 69164 D GENERAL DYNAMICS CORP COM 36955010 13227 162644 SH SHR/OTHR 11 162644 D GENERAL ELEC CO COM 36960410 5678 230358 SH SHARED 157388 72970 D GENERAL ELEC CO COM 36960410 670757 27211240 SH SHARED 23165105 4046135 D GENERAL ELEC CO COM 36960410 1165931 47299462 SH SHARED 01 45432622 1866840 D GENERAL ELEC CO COM 36960410 127353 5166458 SH SHR/OTHR 01 3339282 1827176 D GENERAL ELEC CO COM 36960410 156074 6331614 SH SHARED 02 6131982 199632 D GENERAL ELEC CO COM 36960410 40072 1625660 SH SHARED 03 1199760 425900 D GENERAL ELEC CO COM 36960410 12258 497300 SH SHARED 04 497300 D GENERAL ELEC CO COM 36960410 150920 6122543 SH SHARED 05 6122543 D GENERAL ELEC CO COM 36960410 151417 6142701 SH SHARED 06 6142701 D GENERAL ELEC CO COM 36960410 12025 487837 SH SHARED 07 487837 D GENERAL ELEC CO COM 36960410 17741 719751 SH SHARED 08 719751 D GENERAL ELEC CO COM 36960410 10449 423922 SH SHARED 09 423922 D GENERAL ELEC CO COM 36960410 3502 142100 SH SHARED 10 142100 D GENERAL ELEC CO COM 36960410 532730 21611796 SH SHARED 11 8010452 9009400 4591944 D GENERAL ELEC CO COM 36960410 201933 8192016 SH SHR/OTHR 11 8192016 D GENERAL GROWTH PPTYS INC COM 37002110 95 1857 SH SHARED 1857 D GENERAL GROWTH PPTYS INC COM 37002110 2143 41617 SH SHARED 01 41617 D GENERAL GROWTH PPTYS INC COM 37002110 297 5774 SH SHARED 02 5774 D GENERAL GROWTH PPTYS INC COM 37002110 46 900 SH SHARED 11 900 D GENERAL GROWTH PPTYS INC COM 37002110 3056 59342 SH SHR/OTHR 11 59342 D GENERAL GROWTH PPTYS INC COM 37002110 161418 3134349 SH SHARED 12 3134349 D GENERAL MLS INC COM 37033410 47625 1072172 SH SHARED 1072172 D GENERAL MLS INC COM 37033410 70750 1592756 SH SHARED 01 1572656 20100 D GENERAL MLS INC COM 37033410 3279 73840 SH SHR/OTHR 01 56740 17100 D GENERAL MLS INC COM 37033410 9815 220970 SH SHARED 02 216386 4584 D GENERAL MLS INC COM 37033410 391 8814 SH SHARED 06 8814 D GENERAL MLS INC COM 37033410 115 2600 SH SHARED 07 2600 D GENERAL MLS INC COM 37033410 23639 532182 SH SHARED 11 472502 59680 D GENERAL MLS INC COM 37033410 10397 234083 SH SHR/OTHR 11 234083 D GENERAL MTRS CORP COM 37044210 225 5800 SH SHARED 5800 D GENERAL MTRS CORP COM 37044210 93130 2394104 SH SHARED 2387769 6335 D GENERAL MTRS CORP COM 37044210 88258 2268846 SH SHARED 01 2267646 1200 D GENERAL MTRS CORP COM 37044210 1083 27858 SH SHR/OTHR 01 15451 12407 D GENERAL MTRS CORP COM 37044210 20438 525414 SH SHARED 02 520794 4620 D GENERAL MTRS CORP COM 37044210 2788 71680 SH SHARED 03 39280 32400 D GENERAL MTRS CORP COM 37044210 7741 199000 SH SHARED 04 199000 D GENERAL MTRS CORP COM 37044210 778 20000 SH SHARED 05 20000 D GENERAL MTRS CORP COM 37044210 8388 215641 SH SHARED 06 215641 D GENERAL MTRS CORP COM 37044210 1351 34750 SH SHARED 07 34750 D GENERAL MTRS CORP COM 37044210 286 7370 SH SHARED 08 7370 D GENERAL MTRS CORP COM 37044210 1855 47711 SH SHARED 11 12431 35280 D GENERAL MTRS CORP COM 37044210 17468 449056 SH SHR/OTHR 11 449056 D GENERAL MTRS CORP CL H NEW 37044283 13111 1433000 SH SHARED 1433000 D GENERAL MTRS CORP CL H NEW 37044283 9695 1059575 SH SHARED 01 1054500 5075 D GENERAL MTRS CORP CL H NEW 37044283 124 13571 SH SHR/OTHR 01 13316 255 D GENERAL MTRS CORP CL H NEW 37044283 548 59930 SH SHARED 02 54482 5448 D GENERAL MTRS CORP CL H NEW 37044283 89 9753 SH SHARED 06 9753 D GENERAL MTRS CORP CL H NEW 37044283 364 39800 SH SHARED 07 39800 D GENERAL MTRS CORP CL H NEW 37044283 807 88217 SH SHARED 11 10105 78112 D GENERAL MTRS CORP CL H NEW 37044283 298 32581 SH SHR/OTHR 11 32581 D GENERAL SEMICONDUCTOR INC NOTE 5.750%12/1 370787AB 754 860000 PRN SHARED 860000 D GENEREX BIOTECHNOLOGY CP DEL COM 37148510 1 1000 SH SHARED 02 1000 D GENESCO INC NOTE 5.500% 4/1 371532AL 17956 19625000 PRN SHARED 19625000 D GENESCO INC NOTE 5.500% 4/1 371532AL 1830 2000000 PRN SHARED 01 2000000 D GENESCO INC COM 37153210 37 2700 SH SHARED 2700 D GENESCO INC COM 37153210 235 17075 SH SHARED 17075 D GENESCO INC COM 37153210 1727 125200 SH SHARED 01 125200 D GENESCO INC COM 37153210 158 11493 SH SHARED 02 11493 D GENESCO INC COM 37153210 2038 147700 SH SHARED 06 147700 D GENESCO INC COM 37153210 14656 1062090 SH SHARED 11 1062090 D GENESCO INC COM 37153210 5819 421700 SH SHR/OTHR 11 421700 D GENESCO INC COM 37153210 44 3200 SH SHARED 13 3200 D GENESEE & WYO INC CL A 37155910 157 7096 SH SHARED 7096 D GENESEE & WYO INC CL A 37155910 360 16200 SH SHARED 01 16200 D GENESEE & WYO INC CL A 37155910 142 6400 SH SHARED 02 6400 D GENESIS HEALTH VENTURE INC N COM 37183F10 20383 1239892 SH SHARED 1239892 D GENESIS HEALTH VENTURE INC N COM 37183F10 147 8988 SH SHARED 01 8988 D GENESIS HEALTH VENTURE INC N COM 37183F10 222 13504 SH SHARED 02 13504 D GENESIS MICROCHIP INC DEL COM 37184C10 1102 143728 SH SHARED 143728 D GENESIS MICROCHIP INC DEL COM 37184C10 276 36000 SH SHARED 01 36000 D GENESIS MICROCHIP INC DEL COM 37184C10 234 30635 SH SHARED 02 29700 935 D GENESIS MICROCHIP INC DEL COM 37184C10 13618 1775500 SH SHARED 11 1134377 135223 505900 D GENTEX CORP COM 37190110 156 5755 SH SHARED 5755 D GENTEX CORP COM 37190110 1621 59650 SH SHARED 01 59650 D GENTEX CORP COM 37190110 567 20865 SH SHARED 02 20865 D GENTEX CORP COM 37190110 13986 514400 SH SHARED 11 269733 8267 236400 D GENLYTE GROUP INC COM 37230210 8 237 SH SHARED 237 D GENLYTE GROUP INC COM 37230210 1336 37700 SH SHARED 01 37700 D GENLYTE GROUP INC COM 37230210 241 6800 SH SHARED 02 6800 D GENLYTE GROUP INC COM 37230210 2881 81280 SH SHARED 11 81280 D GENOME THERAPEUTICS CORP COM 37243010 0 100 SH SHARED 02 100 D GENOME THERAPEUTICS CORP COM 37243010 0 300 SH SHARED 11 300 D GENTA INC COM NEW 37245M20 2 400 SH SHARED 400 D GENTA INC COM NEW 37245M20 1057 164652 SH SHARED 01 164652 D GENTA INC COM NEW 37245M20 176 27450 SH SHARED 02 25950 1500 D GENTA INC COM NEW 37245M20 17172 2674900 SH SHARED 11 1709508 33492 931900 D GENUINE PARTS CO COM 37246010 8261 269646 SH SHARED 269646 D GENUINE PARTS CO COM 37246010 20488 668686 SH SHARED 01 668490 196 D GENUINE PARTS CO COM 37246010 96 3150 SH SHR/OTHR 01 2025 1125 D GENUINE PARTS CO COM 37246010 3920 127947 SH SHARED 02 127387 560 D GENUINE PARTS CO COM 37246010 58236 1900664 SH SHARED 05 1900664 D GENUINE PARTS CO COM 37246010 271 8867 SH SHARED 06 8867 D GENUINE PARTS CO COM 37246010 117 3850 SH SHARED 07 3850 D GENUINE PARTS CO COM 37246010 6991 228178 SH SHARED 11 24922 203256 D GENUINE PARTS CO COM 37246010 2870 93690 SH SHR/OTHR 11 93690 D GENTIVA HEALTH SERVICES INC COM 37247A10 15560 1881600 SH SHARED 1881600 D GENTIVA HEALTH SERVICES INC COM 37247A10 82 9949 SH SHARED 01 9949 D GENTIVA HEALTH SERVICES INC COM 37247A10 123 14911 SH SHARED 02 14911 D GENSTAR THERAPEUTICS CORP COM 37248D10 0 100 SH SHARED 02 100 D GENUITY INC CL A NEW 37248E20 203 727576 SH SHARED 727576 D GENUITY INC CL A NEW 37248E20 0 140 SH SHARED 02 140 D GENZYME CORP SDCV 3.000% 5/1 372917AK 16740 20000000 PRN SHARED 20000000 D GENZYME CORP SDCV 3.000% 5/1 372917AK 5574 6660000 PRN SHARED 02 6660000 D GENZYME CORP COM GENL DIV 37291710 5921 287305 SH SHARED 287105 200 D GENZYME CORP COM GENL DIV 37291710 18076 877085 SH SHARED 01 830151 46934 D GENZYME CORP COM GENL DIV 37291710 206 10000 SH SHR/OTHR 01 2400 7600 D GENZYME CORP COM GENL DIV 37291710 4064 197188 SH SHARED 02 196388 800 D GENZYME CORP COM GENL DIV 37291710 23513 1140900 SH SHARED 04 1140900 D GENZYME CORP COM GENL DIV 37291710 180 8759 SH SHARED 06 8759 D GENZYME CORP COM GENL DIV 37291710 1195 58000 SH SHARED 07 58000 D GENZYME CORP COM GENL DIV 37291710 708 34394 SH SHARED 11 10068 24326 D GENZYME CORP COM GENL DIV 37291710 10024 486388 SH SHR/OTHR 11 486388 D GENZYME CORP COM-MOLECULAR 37291750 2 2164 SH SHARED 01 4 2160 D GENZYME CORP COM BIOSURGERY 37291770 19 10222 SH SHARED 01 7402 2820 D GENZYME CORP COM BIOSURGERY 37291770 39 21100 SH SHARED 02 21100 D GEORGIA GULF CORP COM PAR $0.01 37320020 397 17379 SH SHARED 17379 D GEORGIA GULF CORP COM PAR $0.01 37320020 4937 215897 SH SHARED 01 215897 D GEORGIA GULF CORP COM PAR $0.01 37320020 504 22078 SH SHARED 02 22078 D GEORGIA GULF CORP COM PAR $0.01 37320020 171 7500 SH SHARED 11 7500 D GEORGIA GULF CORP COM PAR $0.01 37320020 24 1050 SH SHR/OTHR 11 1050 D GEORGIA PAC CORP COM 37329810 124 9500 SH SHARED 9500 D GEORGIA PAC CORP COM 37329810 7812 596805 SH SHARED 596805 D GEORGIA PAC CORP COM 37329810 12299 939632 SH SHARED 01 939202 430 D GEORGIA PAC CORP COM 37329810 105 8066 SH SHR/OTHR 01 5525 2541 D GEORGIA PAC CORP COM 37329810 1850 141337 SH SHARED 02 140832 505 D GEORGIA PAC CORP COM 37329810 54 4137 SH SHARED 06 4137 D GEORGIA PAC CORP COM 37329810 56 4290 SH SHARED 07 4290 D GEORGIA PAC CORP COM 37329810 631 48223 SH SHARED 11 44148 4075 D GEORGIA PAC CORP COM 37329810 1671 127709 SH SHR/OTHR 11 127709 D GERBER SCIENTIFIC INC COM 37373010 183 47605 SH SHARED 02 305 47300 D GERDAU S A SPONSORED ADR 37373710 53 7764 SH SHARED 06 7764 D GERMAN AMERN BANCORP COM 37386510 32 1930 SH SHARED 01 1930 D GERMAN AMERN BANCORP COM 37386510 90 5300 SH SHARED 02 5300 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 60 15611 SH SHARED 15611 D GERON CORP COM 37416310 79 20300 SH SHARED 01 20300 D GERON CORP COM 37416310 55 14200 SH SHARED 02 14000 200 D GERON CORP COM 37416310 3 900 SH SHARED 11 900 D GETTY IMAGES INC NOTE 5.000% 3/1 374276AE 166 195000 PRN SHARED 02 95000 100000 D GETTY IMAGES INC COM 37427610 3185 158800 SH SHARED 158800 D GETTY IMAGES INC COM 37427610 121 6036 SH SHARED 6036 D GETTY IMAGES INC COM 37427610 1184 59050 SH SHARED 01 59050 D GETTY IMAGES INC COM 37427610 214 10678 SH SHARED 02 6678 4000 D GETTY IMAGES INC COM 37427610 6018 300000 SH SHARED 04 300000 D GETTY RLTY CORP NEW COM 37429710 198 10400 SH SHARED 01 10400 D GETTY RLTY CORP NEW COM 37429710 204 10700 SH SHARED 02 10700 D GEVITY HR INC COM 37439310 134 41300 SH SHARED 41300 D GEVITY HR INC COM 37439310 705 217224 SH SHR/OTHR 01 217224 D GIBRALTAR STL CORP COM 37476F10 143 6428 SH SHARED 6428 D GIBRALTAR STL CORP COM 37476F10 585 26300 SH SHARED 01 26300 D GIBRALTAR STL CORP COM 37476F10 104 4700 SH SHARED 02 4700 D GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB 3054 2000000 PRN SHARED 2000000 D GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB 3054 2000000 PRN SHARED 01 2000000 D GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB 3054 2000000 PRN SHARED 02 2000000 D GILEAD SCIENCES INC COM 37555810 3029 90364 SH SHARED 90364 D GILEAD SCIENCES INC COM 37555810 6000 178950 SH SHARED 01 174950 4000 D GILEAD SCIENCES INC COM 37555810 603 18000 SH SHR/OTHR 01 18000 D GILEAD SCIENCES INC COM 37555810 3245 96791 SH SHARED 02 96791 D GILEAD SCIENCES INC COM 37555810 55495 1655100 SH SHARED 04 1655100 D GILEAD SCIENCES INC COM 37555810 100 3000 SH SHARED 06 3000 D GILEAD SCIENCES INC COM 37555810 2105 62800 SH SHARED 07 62800 D GILEAD SCIENCES INC COM 37555810 29117 868400 SH SHARED 11 413400 426400 28600 D GILEAD SCIENCES INC COM 37555810 3031 90410 SH SHR/OTHR 11 90410 D GILLETTE CO COM 37576610 145 4900 SH SHARED 4900 D GILLETTE CO COM 37576610 110896 3746489 SH SHARED 3454839 291650 D GILLETTE CO COM 37576610 133655 4515390 SH SHARED 01 4331290 184100 D GILLETTE CO COM 37576610 5441 183833 SH SHR/OTHR 01 86791 97042 D GILLETTE CO COM 37576610 19437 656657 SH SHARED 02 630465 26192 D GILLETTE CO COM 37576610 34128 1153000 SH SHARED 04 1153000 D GILLETTE CO COM 37576610 1105 37362 SH SHARED 06 37362 D GILLETTE CO COM 37576610 337 11400 SH SHARED 07 11400 D GILLETTE CO COM 37576610 39745 1342750 SH SHARED 11 158590 1184160 D GILLETTE CO COM 37576610 27330 923311 SH SHR/OTHR 11 923311 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 1572 74900 SH SHARED 01 74900 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 474 22600 SH SHARED 06 22600 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 21145 1006909 SH SHARED 11 840045 6164 160700 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 5224 248800 SH SHR/OTHR 11 248800 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 52 2500 SH SHARED 13 2500 D GLACIER BANCORP INC NEW COM 37637Q10 76 3340 SH SHARED 3340 D GLACIER BANCORP INC NEW COM 37637Q10 93 4086 SH SHARED 01 4086 D GLACIER BANCORP INC NEW COM 37637Q10 521 22900 SH SHARED 02 9400 13500 D GLACIER BANCORP INC NEW COM 37637Q10 6832 299950 SH SHARED 11 299950 D GLADSTONE CAPITAL CORP COM 37653510 50 3000 SH SHARED 01 3000 D GLADSTONE CAPITAL CORP COM 37653510 84 5000 SH SHARED 02 5000 D GLATFELTER COM 37731610 162 14033 SH SHARED 14033 D GLATFELTER COM 37731610 203 17650 SH SHARED 01 17650 D GLATFELTER COM 37731610 208 18055 SH SHARED 02 15550 2505 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 615 16011 SH SHARED 12735 3276 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1272 33109 SH SHARED 01 3735 29374 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 4781 124423 SH SHR/OTHR 01 124223 200 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 6862 178569 SH SHARED 02 174685 3884 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 93838 2441813 SH SHARED 05 2441813 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 80 2100 SH SHARED 06 2100 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 4872 126777 SH SHARED 11 52835 73942 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 3113 81026 SH SHR/OTHR 11 81026 D GLENAYRE TECHNOLOGIES INC COM 37789910 0 1 SH SHARED 01 1 D GLENBOROUGH RLTY TR INC COM 37803P10 576 28400 SH SHARED 28400 D GLENBOROUGH RLTY TR INC COM 37803P10 161 7951 SH SHARED 01 7951 D GLENBOROUGH RLTY TR INC COM 37803P10 215 10600 SH SHARED 02 8900 1700 D GLENBOROUGH RLTY TR INC COM 37803P10 40 2000 SH SHARED 11 2000 D GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P20 69 3150 SH SHARED 02 1750 1400 D GLIMCHER RLTY TR SH BEN INT 37930210 144 7686 SH SHARED 7686 D GLIMCHER RLTY TR SH BEN INT 37930210 1695 90450 SH SHARED 01 85900 4550 D GLIMCHER RLTY TR SH BEN INT 37930210 555 29650 SH SHARED 02 22500 7150 D GLOBAL INDS LTD COM 37933610 74 17972 SH SHARED 17972 D GLOBAL INDS LTD COM 37933610 1204 291650 SH SHARED 01 291650 D GLOBAL INDS LTD COM 37933610 155 37600 SH SHARED 02 37600 D GLOBAL INDS LTD COM 37933610 300 72700 SH SHARED 06 72700 D GLOBAL INDS LTD COM 37933610 8220 1990400 SH SHARED 11 1990400 D GLOBAL INDS LTD COM 37933610 3230 782100 SH SHR/OTHR 11 782100 D GLOBAL INDS LTD COM 37933610 32 7800 SH SHARED 13 7800 D GLOBAL IMAGING SYSTEMS COM 37934A10 51 2728 SH SHARED 2728 D GLOBAL IMAGING SYSTEMS COM 37934A10 2663 141100 SH SHARED 01 141100 D GLOBAL IMAGING SYSTEMS COM 37934A10 84 4500 SH SHARED 02 4500 D GLOBAL IMAGING SYSTEMS COM 37934A10 3 210 SH SHARED 11 210 D GLOBAL PARTNERS INCOME FD IN COM 37935R10 19 2000 SH SHR/OTHR 01 2000 D GLOBAL PARTNERS INCOME FD IN COM 37935R10 38 3960 SH SHARED 11 3960 D GLOBAL PMTS INC COM 37940X10 236 9230 SH SHARED 9230 D GLOBAL PMTS INC COM 37940X10 679 26526 SH SHARED 01 26526 D GLOBAL PMTS INC COM 37940X10 157 6148 SH SHARED 02 6148 D GLOBAL PMTS INC COM 37940X10 40 1600 SH SHR/OTHR 11 1600 D GLOBAL POWER EQUIPMENT INC COM 37941P10 2 544 SH SHARED 544 D GLOBAL POWER EQUIPMENT INC COM 37941P10 119 25500 SH SHARED 01 25500 D GLOBAL POWER EQUIPMENT INC COM 37941P10 84 17950 SH SHARED 02 16800 1150 D GLOBECOMM SYSTEMS INC COM 37956X10 2 1036 SH SHARED 02 1036 D GLOBECOMM SYSTEMS INC COM 37956X10 474 164300 SH SHARED 06 164300 D GLOBECOMM SYSTEMS INC COM 37956X10 853 295200 SH SHARED 11 295200 D GLOBECOMM SYSTEMS INC COM 37956X10 335 116100 SH SHR/OTHR 11 116100 D GLOBESPANVIRATA INC COM 37957V10 231 98188 SH SHARED 01 98188 D GLOBESPANVIRATA INC COM 37957V10 176 74795 SH SHARED 02 74795 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 10682 13855000 PRN SHARED 13855000 D GLYCOGENESYS INC COM 37989P10 1 2000 SH SHARED 01 2000 D GOLD BANC CORP INC COM 37990710 71 7347 SH SHARED 7347 D GOLD BANC CORP INC COM 37990710 372 38400 SH SHARED 01 38400 D GOLD BANC CORP INC COM 37990710 161 16600 SH SHARED 02 16600 D GOAMERICA INC COM 38020R10 0 1000 SH SHARED 02 1000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1 100 SH SHARED 100 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 42 3350 SH SHARED 02 350 3000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1280 100000 SH SHARED 04 100000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 5120 400000 SH SHR/OTHR 11 400000 D GOLDCORP INC NEW COM 38095640 474 43000 SH SHARED 43000 D GOLDCORP INC NEW COM 38095640 401 36438 SH SHARED 02 34438 2000 D GOLDEN ST BANCORP INC COM 38119710 202519 6266075 SH SHARED 6265875 200 D GOLDEN ST BANCORP INC COM 38119710 5211 161260 SH SHARED 01 161260 D GOLDEN ST BANCORP INC COM 38119710 1099 34011 SH SHARED 02 34011 D GOLDEN ST BANCORP INC COM 38119710 90 2799 SH SHARED 05 2799 D GOLDEN ST BANCORP INC *W EXP 99/99/999 38119713 5998 5503540 SH SHARED 5503540 D GOLDEN ST BANCORP INC *W EXP 99/99/999 38119713 3 3000 SH SHARED 11 3000 D GOLDEN ST VINTNERS INC CL B 38121K20 0 300 SH SHARED 02 300 D GOLDEN TELECOM INC COM 38122G10 140 11621 SH SHARED 01 11621 D GOLDEN TELECOM INC COM 38122G10 80 6700 SH SHARED 02 6700 D GOLDEN TELECOM INC COM 38122G10 844 70100 SH SHARED 04 70100 D GOLDEN WEST FINL CORP DEL COM 38131710 460 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 14434 232141 SH SHARED 232141 D GOLDEN WEST FINL CORP DEL COM 38131710 41378 665470 SH SHARED 01 664245 1225 D GOLDEN WEST FINL CORP DEL COM 38131710 21 344 SH SHR/OTHR 01 344 D GOLDEN WEST FINL CORP DEL COM 38131710 5347 86002 SH SHARED 02 85521 481 D GOLDEN WEST FINL CORP DEL COM 38131710 111 1795 SH SHARED 06 1795 D GOLDEN WEST FINL CORP DEL COM 38131710 71 1150 SH SHARED 07 1150 D GOLDEN WEST FINL CORP DEL COM 38131710 7980 128345 SH SHARED 11 127845 500 D GOLDEN WEST FINL CORP DEL COM 38131710 13735 220905 SH SHR/OTHR 11 220905 D GOLDMAN SACHS GROUP INC COM 38141G10 95664 1448804 SH SHARED 1446639 2165 D GOLDMAN SACHS GROUP INC COM 38141G10 113771 1723024 SH SHARED 01 1719578 3446 D GOLDMAN SACHS GROUP INC COM 38141G10 118 1799 SH SHR/OTHR 01 1710 89 D GOLDMAN SACHS GROUP INC COM 38141G10 22963 347773 SH SHARED 02 343138 4635 D GOLDMAN SACHS GROUP INC COM 38141G10 11660 176600 SH SHARED 03 127100 49500 D GOLDMAN SACHS GROUP INC COM 38141G10 14806 224239 SH SHARED 06 224239 D GOLDMAN SACHS GROUP INC COM 38141G10 1745 26438 SH SHARED 07 26438 D GOLDMAN SACHS GROUP INC COM 38141G10 4107 62200 SH SHARED 09 62200 D GOLDMAN SACHS GROUP INC COM 38141G10 10231 154950 SH SHARED 11 138050 16900 D GOLDMAN SACHS GROUP INC COM 38141G10 24158 365871 SH SHR/OTHR 11 365871 D GOLF TR AMER INC COM 38168B10 1030 786800 SH SHARED 786800 D GOOD GUYS INC COM 38209110 24 12787 SH SHARED 12787 D GOODRICH CORP COM 38238810 22 1200 SH SHARED 1200 D GOODRICH CORP COM 38238810 5943 314484 SH SHARED 314484 D GOODRICH CORP COM 38238810 7652 404870 SH SHARED 01 397370 7500 D GOODRICH CORP COM 38238810 15 829 SH SHR/OTHR 01 829 D GOODRICH CORP COM 38238810 1247 66003 SH SHARED 02 60553 5450 D GOODRICH CORP COM 38238810 209 11058 SH SHARED 07 11058 D GOODRICH CORP COM 38238810 200 10600 SH SHARED 11 10600 D GOODRICH CORP COM 38238810 1137 60166 SH SHR/OTHR 11 60166 D GOODYEAR TIRE & RUBR CO COM 38255010 9135 1027622 SH SHARED 1027222 400 D GOODYEAR TIRE & RUBR CO COM 38255010 5574 627047 SH SHARED 01 627047 D GOODYEAR TIRE & RUBR CO COM 38255010 25 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 3281 369127 SH SHARED 02 358927 10200 D GOODYEAR TIRE & RUBR CO COM 38255010 15 1790 SH SHARED 06 1790 D GOODYEAR TIRE & RUBR CO COM 38255010 11 1300 SH SHARED 07 1300 D GOODYEAR TIRE & RUBR CO COM 38255010 782 87974 SH SHR/OTHR 11 87974 D GOODYS FAMILY CLOTHING INC COM 38258810 82 17531 SH SHARED 17531 D GOODYS FAMILY CLOTHING INC COM 38258810 23 4900 SH SHARED 01 4900 D GOODYS FAMILY CLOTHING INC COM 38258810 43 9279 SH SHARED 02 9279 D GORMAN RUPP CO COM 38308210 41 1800 SH SHARED 01 1800 D GORMAN RUPP CO COM 38308210 95 4100 SH SHARED 02 4100 D GRACE W R & CO DEL NEW COM 38388F10 10 6300 SH SHARED 6300 D GRACE W R & CO DEL NEW COM 38388F10 30 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 59 36900 SH SHARED 02 36900 D GRACO INC COM 38410910 379 15289 SH SHARED 15289 D GRACO INC COM 38410910 1129 45560 SH SHARED 01 45560 D GRACO INC COM 38410910 86 3478 SH SHARED 02 3478 D GRACO INC COM 38410910 5 223 SH SHARED 11 223 D GRAFTECH INTL LTD COM 38431310 58 8000 SH SHARED 8000 D GRAFTECH INTL LTD COM 38431310 221 30548 SH SHARED 01 30548 D GRAFTECH INTL LTD COM 38431310 357 49372 SH SHARED 02 49372 D GRAINGER W W INC COM 38480210 23768 558607 SH SHARED 558607 D GRAINGER W W INC COM 38480210 17642 414636 SH SHARED 01 413836 800 D GRAINGER W W INC COM 38480210 221 5200 SH SHR/OTHR 01 1200 4000 D GRAINGER W W INC COM 38480210 2208 51894 SH SHARED 02 51494 400 D GRAINGER W W INC COM 38480210 62 1464 SH SHARED 06 1464 D GRAINGER W W INC COM 38480210 530 12462 SH SHARED 07 12462 D GRAINGER W W INC COM 38480210 8670 203770 SH SHARED 11 82758 121012 D GRAINGER W W INC COM 38480210 4382 102999 SH SHR/OTHR 11 102999 D GRAND TOYS INTL INC COM PAR $.001 38649230 0 5 SH SHARED 02 5 D GRANITE CONSTR INC COM 38732810 314 19089 SH SHARED 19089 D GRANITE CONSTR INC COM 38732810 315 19125 SH SHARED 01 19125 D GRANITE CONSTR INC COM 38732810 446 27100 SH SHARED 02 27100 D GRANITE ST BANKSHARES INC COM 38747210 64 1900 SH SHARED 01 1900 D GRANITE ST BANKSHARES INC COM 38747210 101 3002 SH SHARED 02 3002 D GRANT PRIDECO INC COM 38821G10 560 65633 SH SHARED 65633 D GRANT PRIDECO INC COM 38821G10 599 70143 SH SHARED 01 70143 D GRANT PRIDECO INC COM 38821G10 490 57485 SH SHARED 02 47085 10400 D GRANT PRIDECO INC COM 38821G10 0 79 SH SHR/OTHR 11 79 D GRAPHIC PACKAGING INTL CORP COM 38869010 44 5602 SH SHARED 01 5602 D GRAPHIC PACKAGING INTL CORP COM 38869010 101 12700 SH SHARED 02 12700 D GRAY TELEVISION INC COM 38937510 1642 150000 SH SHARED 150000 D GRAY TELEVISION INC CL A 38937520 20 1500 SH SHARED 01 1500 D GRAY TELEVISION INC CL A 38937520 67 5000 SH SHARED 02 5000 D GREAT AMERN FINL RES INC COM 38991510 151 9755 SH SHARED 01 9755 D GREAT AMERN FINL RES INC COM 38991510 65 4200 SH SHARED 02 4200 D GREAT ATLANTIC & PAC TEA INC COM 39006410 190 22778 SH SHARED 22778 D GREAT ATLANTIC & PAC TEA INC COM 39006410 91 10918 SH SHARED 01 10918 D GREAT ATLANTIC & PAC TEA INC COM 39006410 81 9749 SH SHARED 02 9749 D GREAT ATLANTIC & PAC TEA INC COM 39006410 23 2800 SH SHARED 11 2800 D GREAT LAKES CHEM CORP COM 39056810 1809 75318 SH SHARED 75318 D GREAT LAKES CHEM CORP COM 39056810 8848 368374 SH SHARED 01 368374 D GREAT LAKES CHEM CORP COM 39056810 27 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 1909 79492 SH SHARED 02 79492 D GREAT LAKES CHEM CORP COM 39056810 624 26005 SH SHR/OTHR 11 26005 D GREAT LAKES REIT INC COM 39075210 146 8400 SH SHARED 01 8400 D GREAT LAKES REIT INC COM 39075210 127 7300 SH SHARED 02 7300 D GREAT SOUTHN BANCORP INC COM 39090510 51 1386 SH SHARED 01 1386 D GREAT SOUTHN BANCORP INC COM 39090510 123 3300 SH SHARED 02 3300 D GREAT SOUTHN BANCORP INC COM 39090510 10 270 SH SHARED 11 270 D GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 10 175 SH SHARED 02 175 D GREAT PLAINS ENERGY INC COM 39116410 540 28202 SH SHARED 28202 D GREAT PLAINS ENERGY INC COM 39116410 823 43024 SH SHARED 01 43024 D GREAT PLAINS ENERGY INC COM 39116410 363 19002 SH SHARED 02 18102 900 D GREAT PLAINS ENERGY INC COM 39116410 2298 120000 SH SHARED 05 120000 D GREAT PLAINS ENERGY INC COM 39116410 2987 156019 SH SHARED 11 121507 34512 D GREAT PLAINS ENERGY INC COM 39116410 1291 67460 SH SHR/OTHR 11 67460 D GREATER BAY BANCORP COM 39164810 878 48269 SH SHARED 48269 D GREATER BAY BANCORP COM 39164810 776 42700 SH SHARED 01 42700 D GREATER BAY BANCORP COM 39164810 21 1200 SH SHR/OTHR 01 1200 D GREATER BAY BANCORP COM 39164810 771 42430 SH SHARED 02 42430 D GREATER BAY BANCORP COM 39164810 3337 183500 SH SHARED 11 183500 D GREATER CHINA FD INC COM 39167B10 7 1000 SH SHARED 1000 D GREATER CHINA FD INC COM 39167B10 7 1000 SH SHARED 02 1000 D GREEN MTN COFFEE INC COM 39312210 68 5300 SH SHARED 01 5300 D GREEN MTN COFFEE INC COM 39312210 22 1719 SH SHARED 02 1719 D GREENPOINT FINL CORP COM 39538410 1156 27700 SH SHARED 27700 D GREENPOINT FINL CORP COM 39538410 5819 139432 SH SHARED 139432 D GREENPOINT FINL CORP COM 39538410 3685 88289 SH SHARED 01 88289 D GREENPOINT FINL CORP COM 39538410 1561 37415 SH SHARED 02 37415 D GREENPOINT FINL CORP COM 39538410 404 9700 SH SHARED 11 9700 D GREENPOINT FINL CORP COM 39538410 179 4300 SH SHR/OTHR 11 4300 D GREIF BROS CORP CL A 39762410 176 7200 SH SHARED 01 7200 D GREIF BROS CORP CL A 39762410 176 7200 SH SHARED 02 7200 D GREIF BROS CORP CL A 39762410 3983 162600 SH SHARED 11 162600 D GREY GLOBAL GROUP INC COM 39787M10 9809 16626 SH SHARED 16626 D GREY GLOBAL GROUP INC COM 39787M10 206 350 SH SHARED 01 350 D GREY GLOBAL GROUP INC COM 39787M10 236 400 SH SHARED 02 400 D GREY WOLF INC COM 39788810 7 2183 SH SHARED 2183 D GREY WOLF INC COM 39788810 157 43700 SH SHARED 01 43700 D GREY WOLF INC COM 39788810 347 96500 SH SHARED 02 96500 D GREY WOLF INC COM 39788810 24 6800 SH SHARED 11 6800 D GRIC COMMUNICATIONS INC COM 39808110 7 5600 SH SHARED 01 5600 D GRIFFON CORP COM 39843310 388 36489 SH SHARED 36489 D GRIFFON CORP COM 39843310 2592 243411 SH SHARED 01 243411 D GRIFFON CORP COM 39843310 166 15600 SH SHARED 02 15600 D GRIFFON CORP COM 39843310 12 1165 SH SHARED 11 1000 165 D GROUP 1 AUTOMOTIVE INC COM 39890510 2103 94100 SH SHARED 01 94100 D GROUP 1 AUTOMOTIVE INC COM 39890510 277 12420 SH SHARED 02 12420 D GROUP 1 AUTOMOTIVE INC COM 39890510 10 450 SH SHARED 11 450 D GROUPE DANONE SPONSORED ADR 39944910 172 7185 SH SHARED 7185 D GROUPE DANONE SPONSORED ADR 39944910 2 100 SH SHARED 02 100 D GROUPE DANONE SPONSORED ADR 39944910 706 29350 SH SHARED 11 20200 9150 D GROUPE CGI INC CL A SUB VTG 39945C10 6 1757 SH SHARED 01 1757 D GROUPE CGI INC CL A SUB VTG 39945C10 0 100 SH SHARED 02 100 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 1160 1785110 SH SHARED 1785110 D GRUMA S A DE CV SPON ADR CL B 40013130 2 500 SH SHARED 02 500 D GRUPO IMSA S A DE C V SPON ADR UNITS 40048T10 63 6000 SH SHARED 06 6000 D GRUPO IMSA S A DE C V SPON ADR UNITS 40048T10 284 27000 SH SHARED 10 27000 D GRUPO IMSA S A DE C V SPON ADR UNITS 40048T10 284 27000 SH SHR/OTHR 11 27000 D GRUPO RADIO CENTRO S A DE C SPONSORED ADR 40049C10 2 1000 SH SHARED 1000 D GRUPO RADIO CENTRO S A DE C SPONSORED ADR 40049C10 13 5000 SH SHARED 11 5000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 42 1652 SH SHARED 1652 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 76 2989 SH SHARED 02 2989 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2294 90000 SH SHARED 04 90000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 5136 201508 SH SHARED 06 201508 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1192 46794 SH SHARED 10 46794 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 14078 552332 SH SHR/OTHR 11 552332 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1300 51034 SH SHARED 13 51034 D GRUPO TMM S A DE CV SP ADR A SHS 40051D10 140 23000 SH SHARED 23000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 2200 200000 SH SHARED 200000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 55 5000 SH SHARED 04 5000 D GTECH HLDGS CORP DBCV 1.750%12/1 400518AB 679 590000 PRN SHARED 02 590000 D GTECH HLDGS CORP COM 40051810 91 3700 SH SHARED 3700 D GTECH HLDGS CORP COM 40051810 1727 69589 SH SHARED 69589 D GTECH HLDGS CORP COM 40051810 10560 425500 SH SHARED 01 425500 D GTECH HLDGS CORP COM 40051810 646 26031 SH SHARED 02 26031 D GUCCI GROUP N V COM NY REG 40156610 168 2000 SH SHARED 2000 D GUCCI GROUP N V COM NY REG 40156610 56968 674906 SH SHARED 674906 D GUCCI GROUP N V COM NY REG 40156610 1853 21961 SH SHARED 02 21961 D GUCCI GROUP N V COM NY REG 40156610 39569 468780 SH SHR/OTHR 11 468780 D GUCCI GROUP N V COM NY REG 40156610 35415 419570 SH SHARED 13 419570 D GUESS INC COM 40161710 11 2600 SH SHARED 01 2600 D GUESS INC COM 40161710 18 4300 SH SHARED 02 4300 D GUESS INC COM 40161710 20 4880 SH SHARED 11 4880 D GUIDANT CORP COM 40169810 31855 985941 SH SHARED 942797 43144 D GUIDANT CORP COM 40169810 41396 1281222 SH SHARED 01 1280298 774 150 D GUIDANT CORP COM 40169810 37 1150 SH SHR/OTHR 01 1150 D GUIDANT CORP COM 40169810 7289 225596 SH SHARED 02 218101 7495 D GUIDANT CORP COM 40169810 56181 1738816 SH SHARED 06 1738816 D GUIDANT CORP COM 40169810 7037 217806 SH SHARED 07 217806 D GUIDANT CORP COM 40169810 3052 94469 SH SHARED 08 94469 D GUIDANT CORP COM 40169810 1667 51600 SH SHARED 10 51600 D GUIDANT CORP COM 40169810 99463 3078408 SH SHARED 11 303368 2766300 8740 D GUIDANT CORP COM 40169810 28047 868064 SH SHR/OTHR 11 868064 D GUILFORD PHARMACEUTICALS INC COM 40182910 160 33200 SH SHARED 33200 D GUILFORD PHARMACEUTICALS INC COM 40182910 168 34910 SH SHARED 01 34910 D GUILFORD PHARMACEUTICALS INC COM 40182910 65 13600 SH SHARED 02 13600 D GUITAR CTR MGMT INC COM 40204010 518 27600 SH SHARED 01 27600 D GUITAR CTR MGMT INC COM 40204010 144 7700 SH SHARED 02 7700 D GULF ISLAND FABRICATION INC COM 40230710 31 2700 SH SHARED 01 2700 D GULF ISLAND FABRICATION INC COM 40230710 47 4000 SH SHARED 02 4000 D GULFMARK OFFSHORE INC COM 40262910 192 11100 SH SHARED 01 11100 D GULFMARK OFFSHORE INC COM 40262910 134 7782 SH SHARED 02 7782 D GYMBOREE CORP COM 40377710 100 6144 SH SHARED 6144 D GYMBOREE CORP COM 40377710 3498 214500 SH SHARED 01 214500 D GYMBOREE CORP COM 40377710 239 14702 SH SHARED 02 14702 D H & Q HEALTHCARE FD SH BEN INT 40405210 86 6121 SH SHARED 11 6121 D H & Q LIFE SCIENCES INVS SH BEN INT 40405310 0 46 SH SHARED 02 46 D HCA INC COM 40411910 1475 31000 SH SHARED 27600 3400 D HCA INC COM 40411910 33580 705330 SH SHARED 705330 D HCA INC COM 40411910 98896 2077215 SH SHARED 01 2077215 D HCA INC COM 40411910 14433 303169 SH SHARED 02 294639 8530 D HCA INC COM 40411910 4641 97500 SH SHARED 04 97500 D HCA INC COM 40411910 769 16169 SH SHARED 06 16169 D HCA INC COM 40411910 290 6100 SH SHARED 07 6100 D HCA INC COM 40411910 338 7100 SH SHARED 08 7100 D HCA INC COM 40411910 6535 137280 SH SHARED 09 137280 D HCA INC COM 40411910 60276 1266043 SH SHARED 11 912100 317650 36293 D HCA INC COM 40411910 18513 388862 SH SHR/OTHR 11 388862 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AA 15727 14950000 PRN SHARED 01 14950000 D HCC INS HLDGS INC COM 40413210 333 13901 SH SHARED 13901 D HCC INS HLDGS INC COM 40413210 829 34532 SH SHARED 01 34532 D HCC INS HLDGS INC COM 40413210 461 19222 SH SHARED 02 19222 D HCC INS HLDGS INC COM 40413210 8016 333883 SH SHARED 11 329683 4200 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 825 58160 SH SHR/OTHR 11 58160 D HNC SOFTWARE INC NOTE 5.250% 9/0 40425PAC 6482 7000000 PRN SHARED 7000000 D HPL TECHNOLOGIES INC COM 40426C10 0 300 SH SHARED 300 D HPL TECHNOLOGIES INC COM 40426C10 0 23400 SH SHARED 01 23400 D HPL TECHNOLOGIES INC COM 40426C10 0 8600 SH SHARED 02 8600 D HPL TECHNOLOGIES INC COM 40426C10 0 11700 SH SHARED 11 11700 D HRPT PPTYS TR COM SH BEN INT 40426W10 354 42925 SH SHARED 42925 D HRPT PPTYS TR COM SH BEN INT 40426W10 2917 353600 SH SHARED 01 353000 600 D HRPT PPTYS TR COM SH BEN INT 40426W10 31 3800 SH SHR/OTHR 01 3800 D HRPT PPTYS TR COM SH BEN INT 40426W10 609 73875 SH SHARED 02 73400 475 D HRPT PPTYS TR COM SH BEN INT 40426W10 3218 390100 SH SHARED 11 390100 D H POWER CORP COM 40427A10 3 4747 SH SHARED 4747 D H POWER CORP COM 40427A10 0 200 SH SHARED 02 200 D H POWER CORP COM 40427A10 38 57500 SH SHARED 04 57500 D HSBC HLDGS PLC SPON ADR NEW 40428040 2364 45925 SH SHARED 42925 3000 D HSBC HLDGS PLC SPON ADR NEW 40428040 106 2075 SH SHARED 01 2075 D HSBC HLDGS PLC SPON ADR NEW 40428040 118 2300 SH SHR/OTHR 01 1300 1000 D HSBC HLDGS PLC SPON ADR NEW 40428040 1322 25680 SH SHARED 02 25680 D HSBC HLDGS PLC SPON ADR NEW 40428040 556 10801 SH SHARED 11 6494 4307 D HAEMONETICS CORP COM 40502410 124 5227 SH SHARED 5227 D HAEMONETICS CORP COM 40502410 454 19150 SH SHARED 01 19150 D HAEMONETICS CORP COM 40502410 250 10551 SH SHARED 02 10551 D HAEMONETICS CORP COM 40502410 132 5600 SH SHARED 06 5600 D HAIN CELESTIAL GROUP INC COM 40521710 322 22008 SH SHARED 22008 D HAIN CELESTIAL GROUP INC COM 40521710 553 37782 SH SHARED 01 37782 D HAIN CELESTIAL GROUP INC COM 40521710 19 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 227 15523 SH SHARED 02 15270 253 D HAIN CELESTIAL GROUP INC COM 40521710 14 1000 SH SHARED 11 1000 D HAIN CELESTIAL GROUP INC COM 40521710 76 5233 SH SHR/OTHR 11 5233 D HALL KINION ASSOCIATES INC COM 40606910 7 1300 SH SHARED 01 1300 D HALL KINION ASSOCIATES INC COM 40606910 35 5891 SH SHARED 02 5891 D HALLIBURTON CO COM 40621610 22256 1723942 SH SHARED 1723942 D HALLIBURTON CO COM 40621610 23099 1789242 SH SHARED 01 1788067 1175 D HALLIBURTON CO COM 40621610 406 31500 SH SHR/OTHR 01 30200 1300 D HALLIBURTON CO COM 40621610 5664 438776 SH SHARED 02 422976 15800 D HALLIBURTON CO COM 40621610 63055 4884200 SH SHARED 04 4884200 D HALLIBURTON CO COM 40621610 123 9568 SH SHARED 06 9568 D HALLIBURTON CO COM 40621610 99 7740 SH SHARED 07 7740 D HALLIBURTON CO COM 40621610 1614 125066 SH SHARED 11 500 124566 D HALLIBURTON CO COM 40621610 3031 234851 SH SHR/OTHR 11 234851 D HANARO TELECOM INC SPONSORED ADR 40964920 2 900 SH SHARED 02 900 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 51092 6722700 SH SHARED 6722700 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 56 7417 SH SHARED 01 7417 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 419 55193 SH SHARED 02 55193 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 7 1000 SH SHARED 11 1000 D HANCOCK FABRICS INC COM 40990010 95 5900 SH SHARED 01 5900 D HANCOCK FABRICS INC COM 40990010 155 9622 SH SHARED 02 9622 D HANCOCK FABRICS INC COM 40990010 3733 231200 SH SHARED 06 231200 D HANCOCK FABRICS INC COM 40990010 8779 543600 SH SHARED 11 543600 D HANCOCK FABRICS INC COM 40990010 3065 189800 SH SHR/OTHR 11 189800 D HANCOCK HLDG CO COM 41012010 154 3289 SH SHARED 3289 D HANCOCK HLDG CO COM 41012010 1883 40100 SH SHARED 01 40100 D HANCOCK HLDG CO COM 41012010 362 7726 SH SHARED 02 7726 D HANCOCK HLDG CO COM 41012010 21 450 SH SHARED 11 450 D HANCOCK HLDG CO PFD CONV A 8% 41012020 477 15416 SH SHARED 15416 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 103 10400 SH SHARED 10400 D HANCOCK JOHN FINL SVCS INC COM 41014S10 37921 1364096 SH SHARED 1364096 D HANCOCK JOHN FINL SVCS INC COM 41014S10 32721 1177044 SH SHARED 01 1176899 145 D HANCOCK JOHN FINL SVCS INC COM 41014S10 4736 170383 SH SHARED 02 170143 240 D HANCOCK JOHN FINL SVCS INC COM 41014S10 3845 138337 SH SHARED 06 138337 D HANCOCK JOHN FINL SVCS INC COM 41014S10 72 2600 SH SHARED 07 2600 D HANCOCK JOHN FINL SVCS INC COM 41014S10 78 2809 SH SHARED 11 500 2309 D HANCOCK JOHN FINL SVCS INC COM 41014S10 6682 240382 SH SHR/OTHR 11 240382 D HANCOCK JOHN INVS TR COM 41014210 19 1000 SH SHR/OTHR 01 1000 D HANDLEMAN CO DEL COM 41025210 196 21504 SH SHARED 21504 D HANDLEMAN CO DEL COM 41025210 317 34731 SH SHARED 01 34731 D HANDLEMAN CO DEL COM 41025210 128 14000 SH SHARED 02 14000 D HANDSPRING INC COM 41029310 0 819 SH SHARED 819 D HANDSPRING INC COM 41029310 42 45200 SH SHARED 01 45200 D HANDSPRING INC COM 41029310 32 34395 SH SHARED 02 34300 95 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 725 45600 SH SHARED 01 45600 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 173 10900 SH SHARED 02 10900 D HANMI FINL CORP COM 41049510 157 10500 SH SHARED 01 10500 D HANMI FINL CORP COM 41049510 73 4900 SH SHARED 02 4900 D HANOVER CAP MTG HLDGS INC COM 41076110 18 2500 SH SHARED 2500 D HANOVER COMPRESSOR CO COM 41076810 175 21109 SH SHARED 21109 D HANOVER COMPRESSOR CO COM 41076810 481 58000 SH SHARED 01 58000 D HANOVER COMPRESSOR CO COM 41076810 414 49998 SH SHARED 02 49598 400 D HANOVER COMPRESSOR CO COM 41076810 0 14 SH SHARED 11 14 D HANSON PLC SPON ADR NEW 41135240 148 5756 SH SHARED 5756 D HANSON PLC SPON ADR NEW 41135240 270 10510 SH SHARED 02 10510 D HANSON PLC SPON ADR NEW 41135240 1260 49000 SH SHARED 05 49000 D HARBOR FLA BANCSHARES INC COM 41190110 220 10797 SH SHARED 10797 D HARBOR FLA BANCSHARES INC COM 41190110 458 22401 SH SHARED 01 22401 D HARBOR FLA BANCSHARES INC COM 41190110 53 2600 SH SHR/OTHR 01 2600 D HARBOR FLA BANCSHARES INC COM 41190110 243 11900 SH SHARED 02 11900 D HARLAND JOHN H CO COM 41269310 149 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 41269310 1022 37656 SH SHARED 37656 D HARLAND JOHN H CO COM 41269310 6663 245450 SH SHARED 01 245450 D HARLAND JOHN H CO COM 41269310 464 17123 SH SHARED 02 17123 D HARLAND JOHN H CO COM 41269310 3008 110800 SH SHARED 11 110800 D HARLEY DAVIDSON INC COM 41282210 24389 525062 SH SHARED 523878 1184 D HARLEY DAVIDSON INC COM 41282210 74139 1596108 SH SHARED 01 1435454 160654 D HARLEY DAVIDSON INC COM 41282210 2508 54002 SH SHR/OTHR 01 16450 37552 D HARLEY DAVIDSON INC COM 41282210 8963 192978 SH SHARED 02 191349 1629 D HARLEY DAVIDSON INC COM 41282210 424 9143 SH SHARED 06 9143 D HARLEY DAVIDSON INC COM 41282210 192 4150 SH SHARED 07 4150 D HARLEY DAVIDSON INC COM 41282210 61001 1313270 SH SHARED 11 590020 659500 63750 D HARLEY DAVIDSON INC COM 41282210 15443 332482 SH SHR/OTHR 11 332482 D HARLEYSVILLE GROUP INC COM 41282410 122 4649 SH SHARED 4649 D HARLEYSVILLE GROUP INC COM 41282410 309 11800 SH SHARED 01 11800 D HARLEYSVILLE GROUP INC COM 41282410 455 17340 SH SHARED 02 17340 D HARLEYSVILLE NATL CORP PA COM 41285010 150 6234 SH SHARED 01 6234 D HARLEYSVILLE NATL CORP PA COM 41285010 264 10964 SH SHARED 02 10964 D HARMAN INTL INDS INC COM 41308610 895 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 41308610 981 18970 SH SHARED 01 18970 D HARMAN INTL INDS INC COM 41308610 19 375 SH SHR/OTHR 01 375 D HARMAN INTL INDS INC COM 41308610 588 11373 SH SHARED 02 11373 D HARMAN INTL INDS INC COM 41308610 41 800 SH SHR/OTHR 11 800 D HARMONIC INC COM 41316010 92 52611 SH SHARED 52611 D HARMONIC INC COM 41316010 103 59272 SH SHARED 01 59272 D HARMONIC INC COM 41316010 120 68899 SH SHARED 02 38791 30108 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 62600 4000000 SH SHARED 4000000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 1 100 SH SHARED 02 100 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 167 10700 SH SHARED 05 10700 D HARRAHS ENTMT INC COM 41361910 8707 180620 SH SHARED 180620 D HARRAHS ENTMT INC COM 41361910 28216 585288 SH SHARED 01 583788 1500 D HARRAHS ENTMT INC COM 41361910 108 2260 SH SHR/OTHR 01 2260 D HARRAHS ENTMT INC COM 41361910 7155 148418 SH SHARED 02 147012 1406 D HARRAHS ENTMT INC COM 41361910 59 1238 SH SHARED 06 1238 D HARRAHS ENTMT INC COM 41361910 232 4824 SH SHARED 07 4824 D HARRAHS ENTMT INC COM 41361910 13426 278500 SH SHARED 11 278500 D HARRAHS ENTMT INC COM 41361910 3366 69835 SH SHR/OTHR 11 69835 D HARRIS CORP DEL COM 41387510 468 14000 SH SHARED 14000 D HARRIS CORP DEL COM 41387510 827 24712 SH SHARED 24712 D HARRIS CORP DEL COM 41387510 5631 168145 SH SHARED 01 168145 D HARRIS CORP DEL COM 41387510 649 19383 SH SHARED 02 18000 1383 D HARRIS CORP DEL COM 41387510 66454 1984313 SH SHARED 11 753013 1083600 147700 D HARRIS CORP DEL COM 41387510 301 9000 SH SHR/OTHR 11 9000 D HARRIS INTERACTIVE INC COM 41454910 26 11600 SH SHARED 01 11600 D HARRIS INTERACTIVE INC COM 41454910 47 20800 SH SHARED 02 20800 D HARSCO CORP COM 41586410 792 29158 SH SHARED 29158 D HARSCO CORP COM 41586410 1068 39300 SH SHARED 01 39300 D HARSCO CORP COM 41586410 364 13399 SH SHARED 02 12999 400 D HARSCO CORP COM 41586410 3255 119730 SH SHARED 11 119730 D HARTE-HANKS INC COM 41619610 436 23465 SH SHARED 23465 D HARTE-HANKS INC COM 41619610 1449 77893 SH SHARED 01 77893 D HARTE-HANKS INC COM 41619610 502 27026 SH SHARED 02 23426 3600 D HARTE-HANKS INC COM 41619610 21 1162 SH SHARED 11 1162 D HARTFORD FINL SVCS GROUP INC COM 41651510 40893 997391 SH SHARED 997391 D HARTFORD FINL SVCS GROUP INC COM 41651510 44327 1081169 SH SHARED 01 1079821 1348 D HARTFORD FINL SVCS GROUP INC COM 41651510 697 17016 SH SHR/OTHR 01 11522 5494 D HARTFORD FINL SVCS GROUP INC COM 41651510 5853 142764 SH SHARED 02 140254 2510 D HARTFORD FINL SVCS GROUP INC COM 41651510 1517 37000 SH SHARED 04 37000 D HARTFORD FINL SVCS GROUP INC COM 41651510 114 2790 SH SHARED 06 2790 D HARTFORD FINL SVCS GROUP INC COM 41651510 148 3610 SH SHARED 07 3610 D HARTFORD FINL SVCS GROUP INC COM 41651510 47555 1159893 SH SHARED 11 378241 774400 7252 D HARTFORD FINL SVCS GROUP INC COM 41651510 5921 144430 SH SHR/OTHR 11 144430 D HARVARD BIOSCIENCE INC COM 41690610 41 13700 SH SHARED 01 13700 D HARVARD BIOSCIENCE INC COM 41690610 29 9800 SH SHARED 02 9800 D HARVARD BIOSCIENCE INC COM 41690610 719 237500 SH SHARED 04 237500 D HARVARD BIOSCIENCE INC COM 41690610 5497 1814300 SH SHARED 11 1262722 21078 530500 D HARTMARX CORP COM 41711910 0 100 SH SHARED 01 100 D HARVEST NATURAL RESOURCES IN COM 41754V10 29 5400 SH SHARED 01 5400 D HARVEST NATURAL RESOURCES IN COM 41754V10 106 19600 SH SHARED 02 19600 D HARVEY ELECTRONICS INC COM 41766010 0 6 SH SHARED 6 D HASBRO INC DBCV 2.750%12/0 418056AN 4887 5400000 PRN SHARED 01 5400000 D HASBRO INC COM 41805610 2730 245291 SH SHARED 245291 D HASBRO INC COM 41805610 6799 610957 SH SHARED 01 610957 D HASBRO INC COM 41805610 99 8900 SH SHR/OTHR 01 8900 D HASBRO INC COM 41805610 1139 102425 SH SHARED 02 102425 D HASBRO INC COM 41805610 328 29500 SH SHARED 07 29500 D HASBRO INC COM 41805610 992 89182 SH SHR/OTHR 11 89182 D HAVAS SPONSORED ADR 41931310 86 22911 SH SHARED 22911 D HAVAS SPONSORED ADR 41931310 8 2273 SH SHARED 01 2273 D HAVAS SPONSORED ADR 41931310 0 100 SH SHARED 02 100 D HAVERTY FURNITURE INC COM 41959610 145 11649 SH SHARED 11649 D HAVERTY FURNITURE INC COM 41959610 81 6500 SH SHARED 01 6500 D HAVERTY FURNITURE INC COM 41959610 108 8700 SH SHARED 02 8700 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1125 26124 SH SHARED 26124 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1133 26300 SH SHARED 01 26050 250 D HAWAIIAN ELEC INDUSTRIES COM 41987010 503 11693 SH SHARED 02 10693 1000 D HAWAIIAN ELEC INDUSTRIES COM 41987010 65 1525 SH SHARED 11 1525 D HAWTHORNE FINL CORP COM 42054210 282 10686 SH SHARED 10686 D HAWTHORNE FINL CORP COM 42054210 47 1800 SH SHARED 01 1800 D HAWTHORNE FINL CORP COM 42054210 87 3300 SH SHARED 02 3300 D HEALTHCARE SVCS GRP INC COM 42190610 41 3044 SH SHARED 01 3044 D HEALTHCARE SVCS GRP INC COM 42190610 995 72950 SH SHARED 02 5200 67750 D HEALTH CARE PPTY INVS INC COM 42191510 58 1366 SH SHARED 1366 D HEALTH CARE PPTY INVS INC COM 42191510 2145 50362 SH SHARED 01 50362 D HEALTH CARE PPTY INVS INC COM 42191510 170 4000 SH SHR/OTHR 01 4000 D HEALTH CARE PPTY INVS INC COM 42191510 759 17833 SH SHARED 02 9357 8476 D HEALTH CARE PPTY INVS INC COM 42191510 1506 35353 SH SHARED 11 6218 29135 D HEALTH CARE PPTY INVS INC COM 42191510 58 1380 SH SHR/OTHR 11 1380 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 1603 1750000 PRN SHARED 1750000 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 1832 2000000 PRN SHARED 01 2000000 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 430 470000 PRN SHARED 02 470000 D HEALTHSOUTH CORP COM 42192410 23 5600 SH SHARED 5600 D HEALTHSOUTH CORP COM 42192410 8369 2016801 SH SHARED 2016801 D HEALTHSOUTH CORP COM 42192410 6684 1610657 SH SHARED 01 1610657 D HEALTHSOUTH CORP COM 42192410 2160 520554 SH SHARED 02 435336 85218 D HEALTHSOUTH CORP COM 42192410 1527 368000 SH SHARED 03 368000 D HEALTHSOUTH CORP COM 42192410 21 5179 SH SHARED 06 5179 D HEALTHSOUTH CORP COM 42192410 14 3500 SH SHARED 07 3500 D HEALTHSOUTH CORP COM 42192410 8792 2118790 SH SHARED 11 2114100 4690 D HEALTHSOUTH CORP COM 42192410 897 216280 SH SHR/OTHR 11 216280 D HEALTH MGMT ASSOC INC NEW NOTE 1/2 421933AD 130 150000 PRN SHARED 150000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 6413 317171 SH SHARED 317171 D HEALTH MGMT ASSOC INC NEW CL A 42193310 20292 1003584 SH SHARED 01 1003584 D HEALTH MGMT ASSOC INC NEW CL A 42193310 3386 167502 SH SHARED 02 137602 29900 D HEALTH MGMT ASSOC INC NEW CL A 42193310 76 3777 SH SHARED 06 3777 D HEALTH MGMT ASSOC INC NEW CL A 42193310 43 2150 SH SHARED 07 2150 D HEALTH MGMT ASSOC INC NEW CL A 42193310 73 3625 SH SHARED 11 2000 1625 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2758 136442 SH SHR/OTHR 11 136442 D HEALTHCARE RLTY TR COM 42194610 37 1200 SH SHARED 1200 D HEALTHCARE RLTY TR COM 42194610 2851 91691 SH SHARED 01 91691 D HEALTHCARE RLTY TR COM 42194610 737 23700 SH SHARED 02 23700 D HEALTHCARE RLTY TR COM 42194610 9910 318670 SH SHARED 11 276620 42050 D HEADWATERS INC COM 42210P10 638 46200 SH SHARED 01 46200 D HEADWATERS INC COM 42210P10 193 14000 SH SHARED 02 14000 D HEALTH CARE REIT INC COM 42217K10 107 3924 SH SHARED 3924 D HEALTH CARE REIT INC COM 42217K10 2188 80025 SH SHARED 01 80025 D HEALTH CARE REIT INC COM 42217K10 2828 103420 SH SHARED 02 46550 56870 D HEALTH CARE REIT INC COM 42217K10 32 1170 SH SHARED 11 1170 D HEALTHEXTRAS INC COM 42221110 21 5000 SH SHARED 01 5000 D HEALTHEXTRAS INC COM 42221110 36 8700 SH SHARED 02 8700 D HEALTH NET INC COM 42222G10 143 6700 SH SHARED 6700 D HEALTH NET INC COM 42222G10 2022 94308 SH SHARED 94308 D HEALTH NET INC COM 42222G10 5216 243171 SH SHARED 01 243171 D HEALTH NET INC COM 42222G10 1175 54792 SH SHARED 02 47692 7100 D HEALTH NET INC COM 42222G10 292 13650 SH SHARED 11 150 13500 D HEALTH NET INC COM 42222G10 471 22000 SH SHR/OTHR 11 22000 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 3 418 SH SHARED 418 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 143 17100 SH SHARED 01 14500 2600 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 37 4500 SH SHARED 02 4500 D HEARST-ARGYLE TELEVISION INC COM 42231710 282 11356 SH SHARED 11356 D HEARST-ARGYLE TELEVISION INC COM 42231710 556 22394 SH SHARED 01 22394 D HEARST-ARGYLE TELEVISION INC COM 42231710 247 9970 SH SHARED 02 7470 2500 D HEARTLAND EXPRESS INC COM 42234710 2461 131370 SH SHARED 01 131370 D HEARTLAND EXPRESS INC COM 42234710 331 17674 SH SHARED 02 17674 D HEARTLAND EXPRESS INC COM 42234710 579 30922 SH SHARED 06 30922 D HEARTLAND EXPRESS INC COM 42234710 24946 1331170 SH SHARED 11 1199670 3500 128000 D HEARTLAND EXPRESS INC COM 42234710 5744 306558 SH SHR/OTHR 11 306558 D HEARTLAND EXPRESS INC COM 42234710 56 3000 SH SHARED 13 3000 D HECLA MNG CO COM 42270410 326 91500 SH SHARED 01 91500 D HECLA MNG CO COM 42270410 905 253694 SH SHARED 02 223694 30000 D HEICO CORP NEW COM 42280610 61 5474 SH SHARED 5474 D HEICO CORP NEW COM 42280610 58 5127 SH SHARED 01 3127 2000 D HEICO CORP NEW COM 42280610 90 8000 SH SHARED 02 8000 D HEICO CORP NEW CL A 42280620 578 67905 SH SHARED 67905 D HEICO CORP NEW CL A 42280620 5 695 SH SHARED 01 275 420 D HEIDRICK & STRUGGLES INTL IN COM 42281910 207 13691 SH SHARED 13691 D HEIDRICK & STRUGGLES INTL IN COM 42281910 481 31700 SH SHARED 01 31700 D HEIDRICK & STRUGGLES INTL IN COM 42281910 159 10495 SH SHARED 02 10495 D HEINZ H J CO COM 42307410 24514 734625 SH SHARED 734375 250 D HEINZ H J CO COM 42307410 48772 1461557 SH SHARED 01 1456357 700 4500 D HEINZ H J CO COM 42307410 2052 61500 SH SHR/OTHR 01 41050 20450 D HEINZ H J CO COM 42307410 6793 203568 SH SHARED 02 196628 6940 D HEINZ H J CO COM 42307410 60302 1807100 SH SHARED 04 1807100 D HEINZ H J CO COM 42307410 2639 79085 SH SHARED 05 79085 D HEINZ H J CO COM 42307410 298 8945 SH SHARED 06 8945 D HEINZ H J CO COM 42307410 1171 35100 SH SHARED 07 35100 D HEINZ H J CO COM 42307410 40940 1226866 SH SHARED 11 951640 275226 D HEINZ H J CO COM 42307410 14334 429567 SH SHR/OTHR 11 429567 D HELIX 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HENRY JACK & ASSOC INC COM 42628110 47 3800 SH SHR/OTHR 01 800 3000 D HENRY JACK & ASSOC INC COM 42628110 297 23900 SH SHARED 02 23500 400 D HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 42691810 111 4015 SH SHARED 02 4015 D HERITAGE COMMERCE CORP COM 42692710 34 3892 SH SHARED 02 3892 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 SDCV 8.000% 8/1 427056AK 8 10000 PRN SHR/OTHR 11 10000 D HERCULES INC COM 42705610 2019 219251 SH SHARED 219251 D HERCULES INC COM 42705610 3659 397289 SH SHARED 01 397289 D HERCULES INC COM 42705610 27 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 2000 217190 SH SHARED 02 217190 D HERCULES INC COM 42705610 117 12707 SH SHARED 11 12707 D HERCULES INC COM 42705610 584 63495 SH SHR/OTHR 11 63495 D HERITAGE PPTY INVT TR INC COM 42725M10 109 4400 SH SHARED 01 4400 D HERITAGE PPTY INVT TR INC COM 42725M10 361 14500 SH SHARED 02 14500 D HERLEY INDS INC DEL COM 42739810 106 5728 SH SHARED 5728 D HERLEY INDS INC DEL COM 42739810 488 26300 SH SHARED 01 26300 D HERLEY INDS INC DEL COM 42739810 133 7179 SH SHARED 02 7179 D HERSHEY FOODS CORP COM 42786610 50795 818618 SH SHARED 818618 D HERSHEY FOODS CORP COM 42786610 32543 524476 SH SHARED 01 523331 1145 D HERSHEY FOODS CORP COM 42786610 49 800 SH SHR/OTHR 01 800 D HERSHEY FOODS CORP COM 42786610 10950 176477 SH SHARED 02 176052 425 D HERSHEY FOODS CORP COM 42786610 60 969 SH SHARED 06 969 D HERSHEY FOODS CORP COM 42786610 194 3129 SH SHARED 07 3129 D HERSHEY FOODS CORP COM 42786610 7084 114169 SH SHARED 11 59653 54516 D HERSHEY FOODS CORP COM 42786610 8888 143246 SH SHR/OTHR 11 143246 D HESKA CORP COM 42805E10 35 61700 SH SHR/OTHR 11 61700 D HEWITT ASSOCS INC COM 42822Q10 573 19400 SH SHARED 01 19400 D HEWITT ASSOCS INC COM 42822Q10 19 660 SH SHARED 02 660 D HEWITT ASSOCS INC COM 42822Q10 127 4300 SH SHARED 06 4300 D HEWITT ASSOCS INC COM 42822Q10 8788 297500 SH SHARED 11 297500 D HEWITT ASSOCS INC COM 42822Q10 4891 165600 SH SHR/OTHR 11 165600 D HEWITT ASSOCS INC COM 42822Q10 11 400 SH SHARED 13 400 D HEWLETT PACKARD CO COM 42823610 6 579 SH SHARED 579 D HEWLETT PACKARD CO COM 42823610 81820 7011140 SH SHARED 6868658 142482 D HEWLETT PACKARD CO COM 42823610 143382 12286438 SH SHARED 01 12203768 82670 D HEWLETT PACKARD CO COM 42823610 6437 551659 SH SHR/OTHR 01 405456 146203 D HEWLETT PACKARD CO COM 42823610 25696 2201952 SH SHARED 02 2160191 41761 D HEWLETT PACKARD CO COM 42823610 1834 157200 SH SHARED 03 144600 12600 D HEWLETT PACKARD CO COM 42823610 70170 6012900 SH SHARED 04 6012900 D HEWLETT PACKARD CO COM 42823610 3000 257094 SH SHARED 06 257094 D HEWLETT PACKARD CO COM 42823610 5330 456773 SH SHARED 07 456773 D HEWLETT PACKARD CO COM 42823610 2104 180344 SH SHARED 08 180344 D HEWLETT PACKARD CO COM 42823610 102518 8784813 SH SHARED 11 7577108 6000 1201705 D HEWLETT PACKARD CO COM 42823610 64634 5538534 SH SHR/OTHR 11 5538534 D HEXCEL CORP NEW COM 42829110 11 4704 SH SHARED 01 4704 D HEXCEL CORP NEW COM 42829110 35 14474 SH SHARED 02 14474 D HI / FN INC COM 42835810 77 17615 SH SHARED 17615 D HI / FN INC COM 42835810 1 300 SH SHARED 01 300 D HI / FN INC COM 42835810 28 6440 SH SHARED 02 6440 D HIBBETT SPORTING GOODS INC COM 42856510 3 167 SH SHARED 167 D HIBBETT SPORTING GOODS INC COM 42856510 48 2352 SH SHARED 01 2352 D HIBBETT SPORTING GOODS INC COM 42856510 83 4000 SH SHARED 02 4000 D HIBERNIA CORP CL A 42865610 265 13300 SH SHARED 13300 D HIBERNIA CORP CL A 42865610 1048 52474 SH SHARED 52474 D HIBERNIA CORP CL A 42865610 4061 203191 SH SHARED 01 203191 D HIBERNIA CORP CL A 42865610 889 44517 SH SHARED 02 43767 750 D HIBERNIA CORP CL A 42865610 529 26500 SH SHARED 06 26500 D HIBERNIA CORP CL A 42865610 24817 1241500 SH SHARED 11 1241500 D HIBERNIA CORP CL A 42865610 12935 647100 SH SHR/OTHR 11 647100 D HICKORY TECH CORP COM 42906010 342 25865 SH SHARED 01 25865 D HICKORY TECH CORP COM 42906010 106 8000 SH SHARED 02 8000 D HICKORY TECH CORP COM 42906010 44 3340 SH SHARED 11 3340 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 6 1000 SH SHARED 1000 D HIGHWOODS PPTYS INC COM 43128410 687 29400 SH SHARED 01 29400 D HIGHWOODS PPTYS INC COM 43128410 1942 83012 SH SHARED 02 27857 55155 D HIGHWOODS PPTYS INC COM 43128410 6345 271169 SH SHARED 11 271169 D HIGHWOODS PPTYS INC COM 43128410 666 28500 SH SHARED 12 28500 D HILB ROGAL & HAMILTON CO COM 43129410 336 8158 SH SHARED 8158 D HILB ROGAL & HAMILTON CO COM 43129410 1126 27300 SH SHARED 01 27300 D HILB ROGAL & HAMILTON CO COM 43129410 755 18308 SH SHARED 02 16908 1400 D HILB ROGAL & HAMILTON CO COM 43129410 76 1845 SH SHARED 11 1770 75 D HILLENBRAND INDS INC COM 43157310 511 9418 SH SHARED 9418 D HILLENBRAND INDS INC COM 43157310 2032 37440 SH SHARED 01 37440 D HILLENBRAND INDS INC COM 43157310 932 17176 SH SHARED 02 17176 D HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL 47 52000 PRN SHARED 52000 D HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL 9 10000 PRN SHARED 01 10000 D HILTON HOTELS CORP COM 43284810 5735 504007 SH SHARED 496107 7900 D HILTON HOTELS CORP COM 43284810 16125 1417014 SH SHARED 01 1417014 D HILTON HOTELS CORP COM 43284810 17 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 3555 312415 SH SHARED 02 308415 4000 D HILTON HOTELS CORP COM 43284810 45 3978 SH SHARED 06 3978 D HILTON HOTELS CORP COM 43284810 33 2950 SH SHARED 07 2950 D HILTON HOTELS CORP COM 43284810 18340 1611608 SH SHARED 11 260708 1350900 D HILTON HOTELS CORP COM 43284810 3687 324053 SH SHR/OTHR 11 324053 D HILTON HOTELS CORP COM 43284810 74962 6587200 SH SHARED 12 6587200 D HISPANIC BROADCASTING CORP CL A 43357B10 2210 118543 SH SHARED 118543 D HISPANIC BROADCASTING CORP CL A 43357B10 1662 89141 SH SHARED 01 66524 22617 D HISPANIC BROADCASTING CORP CL A 43357B10 38 2062 SH SHR/OTHR 01 1000 1062 D HISPANIC BROADCASTING CORP CL A 43357B10 2162 115938 SH SHARED 02 33633 82305 D HISPANIC BROADCASTING CORP CL A 43357B10 6765 362750 SH SHARED 11 361100 1650 D HITACHI LIMITED ADR 10 COM 43357850 450 9093 SH SHARED 9093 D HITACHI LIMITED ADR 10 COM 43357850 15 308 SH SHARED 02 308 D HITACHI LIMITED ADR 10 COM 43357850 352 7118 SH SHARED 11 4518 2600 D HOLLINGER INTL INC CL A 43556910 66 7265 SH SHARED 7265 D HOLLINGER INTL INC CL A 43556910 226 24900 SH SHARED 01 24900 D HOLLINGER INTL INC CL A 43556910 290 31961 SH SHARED 02 31961 D HOLLY CORP COM PAR $0.01 43575830 424 25000 SH SHARED 01 25000 D HOLLY CORP COM PAR $0.01 43575830 93 5500 SH SHARED 02 5500 D HOLLYWOOD CASINO CORP CL A 43613220 13 1092 SH SHARED 1092 D HOLLYWOOD CASINO CORP CL A 43613220 1199 99316 SH SHARED 01 99316 D HOLLYWOOD CASINO CORP CL A 43613220 70 5802 SH SHARED 02 5802 D HOLLYWOOD ENTMT CORP COM 43614110 635 43801 SH SHARED 43801 D HOLLYWOOD ENTMT CORP COM 43614110 9480 652950 SH SHARED 01 652950 D HOLLYWOOD ENTMT CORP COM 43614110 432 29800 SH SHARED 02 29800 D HOLLYWOOD ENTMT CORP COM 43614110 297 20456 SH SHR/OTHR 11 20456 D HOLOGIC INC COM 43644010 122 12546 SH SHARED 12546 D HOLOGIC INC COM 43644010 1990 203076 SH SHARED 01 203076 D HOLOGIC INC COM 43644010 123 12617 SH SHARED 02 12617 D HOME DEPOT INC COM 43707610 554 21252 SH SHARED 4652 16600 D HOME DEPOT INC COM 43707610 243637 9334787 SH SHARED 8712327 622460 D HOME DEPOT INC COM 43707610 308583 11823104 SH SHARED 01 10179873 1643231 D HOME DEPOT INC COM 43707610 19178 734808 SH SHR/OTHR 01 215165 519643 D HOME DEPOT INC COM 43707610 38434 1472569 SH SHARED 02 1413752 58817 D HOME DEPOT INC COM 43707610 2179 83510 SH SHARED 03 62110 21400 D HOME DEPOT INC COM 43707610 12311 471700 SH SHARED 04 471700 D HOME DEPOT INC COM 43707610 24163 925814 SH SHARED 06 925814 D HOME DEPOT INC COM 43707610 2379 91163 SH SHARED 07 91163 D HOME DEPOT INC COM 43707610 2137 81902 SH SHARED 08 81902 D HOME DEPOT INC COM 43707610 994 38100 SH SHARED 10 38100 D HOME DEPOT INC COM 43707610 223492 8562923 SH SHARED 11 3214294 3031375 2317254 D HOME DEPOT INC COM 43707610 66539 2549405 SH SHR/OTHR 11 2549405 D HOME PPTYS N Y INC COM 43730610 106 3290 SH SHARED 3290 D HOME PPTYS N Y INC COM 43730610 1634 50300 SH SHARED 01 50300 D HOME PPTYS N Y INC COM 43730610 497 15300 SH SHARED 02 15300 D HOME PPTYS N Y INC COM 43730610 227 7000 SH SHR/OTHR 11 7000 D HOME PPTYS N Y INC COM 43730610 9464 291200 SH SHARED 12 291200 D HOMESTORE INC COM 43785210 0 1100 SH SHARED 01 1100 D HOMESTORE INC COM 43785210 15 51040 SH SHARED 02 51040 D HON INDS INC COM 43809210 313 12302 SH SHARED 12302 D HON INDS INC COM 43809210 1839 72293 SH SHARED 01 72293 D HON INDS INC COM 43809210 101 4000 SH SHR/OTHR 01 4000 D HON INDS INC COM 43809210 456 17950 SH SHARED 02 16557 1393 D HONDA MOTOR LTD AMERN SHS 43812830 205 10365 SH SHARED 10365 D HONDA MOTOR LTD AMERN SHS 43812830 24 1250 SH SHARED 01 1250 D HONDA MOTOR LTD AMERN SHS 43812830 61 3100 SH SHARED 02 1100 2000 D HONDA MOTOR LTD AMERN SHS 43812830 520 26210 SH SHARED 11 15910 10300 D HONEYWELL INTL INC COM 43851610 129 6000 SH SHARED 6000 D HONEYWELL INTL INC COM 43851610 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HUNTINGTON BANCSHARES INC COM 44615010 2614 143718 SH SHARED 02 143718 D HUNTINGTON BANCSHARES INC COM 44615010 72 4008 SH SHARED 06 4008 D HUNTINGTON BANCSHARES INC COM 44615010 36 2000 SH SHARED 07 2000 D HUNTINGTON BANCSHARES INC COM 44615010 40 2200 SH SHARED 11 2200 D HUNTINGTON BANCSHARES INC COM 44615010 2374 130533 SH SHR/OTHR 11 130533 D HURRICANE HYDROCARBONS LTD CL A 44779E10 19 2000 SH SHARED 2000 D HURRICANE HYDROCARBONS LTD CL A 44779E10 37 3810 SH SHARED 02 3810 D HUTCHINSON TECHNOLOGY INC NOTE 6.000% 3/1 448407AC 18 20000 PRN SHARED 02 20000 D HUTCHINSON TECHNOLOGY INC COM 44840710 243 15072 SH SHARED 15072 D HUTCHINSON TECHNOLOGY INC COM 44840710 780 48350 SH SHARED 01 48350 D HUTCHINSON TECHNOLOGY INC COM 44840710 249 15439 SH SHARED 02 15439 D HUTTIG BLDG PRODS INC COM 44845110 169 49900 SH SHARED 49900 D HUTTIG BLDG PRODS INC COM 44845110 2 870 SH SHARED 01 870 D HYDRIL CO COM 44877410 270 10857 SH SHARED 10857 D HYDRIL CO COM 44877410 584 23500 SH SHARED 01 23500 D HYDRIL CO COM 44877410 161 6500 SH SHARED 02 6500 D HYDRIL CO COM 44877410 4626 185950 SH SHARED 11 97500 500 87950 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 9428 14550000 PRN SHARED 14550000 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 2916 4500000 PRN SHARED 01 4500000 D ICN PHARMACEUTICALS INC NEW COM 44892410 841 92922 SH SHARED 92922 D ICN PHARMACEUTICALS INC NEW COM 44892410 548 60561 SH SHARED 01 60561 D ICN PHARMACEUTICALS INC NEW COM 44892410 212 23455 SH SHARED 02 23455 D ICN PHARMACEUTICALS INC NEW COM 44892410 3586 395900 SH SHARED 11 395900 D IDT CORP COM 44894710 129 7972 SH SHARED 7972 D IDT CORP COM 44894710 553 33935 SH SHARED 01 33935 D IDT CORP COM 44894710 57 3528 SH SHARED 02 3528 D IDT CORP COM 44894710 1 90 SH SHARED 11 90 D IDT CORP CL B 44894730 4010 261587 SH SHARED 261587 D HYPERCOM CORP COM 44913M10 19 6929 SH SHARED 6929 D HYPERCOM CORP COM 44913M10 26 9400 SH SHARED 01 9400 D HYPERCOM CORP COM 44913M10 54 19200 SH SHARED 02 19200 D 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D ITT INDS INC IND COM 45091110 61 989 SH SHARED 06 989 D ITT INDS INC IND COM 45091110 490 7869 SH SHARED 07 7869 D ITT INDS INC IND COM 45091110 1493 23959 SH SHARED 11 23854 105 D ITT INDS INC IND COM 45091110 3437 55147 SH SHR/OTHR 11 55147 D ICON PUB LTD CO SPONSORED ADR 45103T10 921 43075 SH SHARED 43075 D ICICI BK LTD ADR 45104G10 0 100 SH SHARED 02 100 D IDACORP INC COM 45110710 144 5948 SH SHARED 5948 D IDACORP INC COM 45110710 561 23090 SH SHARED 01 23090 D IDACORP INC COM 45110710 121 5000 SH SHR/OTHR 01 5000 D IDACORP INC COM 45110710 301 12404 SH SHARED 02 10462 1942 D IDACORP INC COM 45110710 189 7800 SH SHARED 04 7800 D IDEX CORP COM 45167R10 305 10715 SH SHARED 10715 D IDEX CORP COM 45167R10 4450 155900 SH SHARED 01 155900 D IDEX CORP COM 45167R10 527 18476 SH SHARED 02 18476 D IDINE REWARDS NETWORK INC COM 45168A10 46 5000 SH SHARED 01 5000 D IDINE REWARDS NETWORK INC COM 45168A10 91 9900 SH SHARED 02 9900 D IDEXX LABS INC COM 45168D10 4235 136846 SH SHARED 01 136846 D IDEXX LABS INC COM 45168D10 586 18963 SH SHARED 02 18963 D IDEXX LABS INC COM 45168D10 5336 172420 SH SHARED 11 172420 D IGATE CORP COM 45169U10 31 11400 SH SHARED 02 11400 D IKON OFFICE SOLUTIONS INC COM 45171310 1457 185001 SH SHARED 185001 D IKON OFFICE SOLUTIONS INC COM 45171310 1204 152901 SH SHARED 01 152901 D IKON OFFICE SOLUTIONS INC COM 45171310 79 10036 SH SHARED 02 10036 D IDENTIX INC COM 45190610 530 89108 SH SHARED 01 89108 D IDENTIX INC COM 45190610 282 47400 SH SHARED 02 47400 D IDENTIX INC COM 45190610 600 100904 SH SHARED 06 100904 D IDENTIX INC COM 45190610 10608 1782904 SH SHARED 11 1152014 15745 615145 D IDENTIX INC COM 45190610 424 71345 SH SHR/OTHR 11 71345 D ILEX ONCOLOGY INC COM 45192310 44 9428 SH SHARED 9428 D ILEX ONCOLOGY INC COM 45192310 69 14563 SH SHARED 01 14563 D ILEX ONCOLOGY INC COM 45192310 87 18400 SH SHARED 02 18400 D ILEX ONCOLOGY INC COM 45192310 14815 3118950 SH SHARED 04 3118950 D ILEX ONCOLOGY INC COM 45192310 1332 280500 SH SHARED 11 247700 32800 D ILEX ONCOLOGY INC COM 45192310 314 66300 SH SHR/OTHR 11 66300 D ILLINOIS TOOL WKS INC COM 45230810 41696 714832 SH SHARED 676099 38733 D ILLINOIS TOOL WKS INC COM 45230810 72324 1239919 SH SHARED 01 1238619 1300 D ILLINOIS TOOL WKS INC COM 45230810 161 2770 SH SHR/OTHR 01 2770 D ILLINOIS TOOL WKS INC COM 45230810 9712 166517 SH SHARED 02 165517 1000 D ILLINOIS TOOL WKS INC COM 45230810 22567 386900 SH SHARED 03 251800 135100 D ILLINOIS TOOL WKS INC COM 45230810 38567 661200 SH SHARED 05 661200 D ILLINOIS TOOL WKS INC COM 45230810 79977 1371124 SH SHARED 06 1371124 D ILLINOIS TOOL WKS INC COM 45230810 5168 88600 SH SHARED 07 88600 D ILLINOIS TOOL WKS INC COM 45230810 6931 118834 SH SHARED 08 118834 D ILLINOIS TOOL WKS INC COM 45230810 5016 86000 SH SHARED 09 86000 D ILLINOIS TOOL WKS INC COM 45230810 1639 28100 SH SHARED 10 28100 D ILLINOIS TOOL WKS INC COM 45230810 84624 1450792 SH SHARED 11 279877 1151100 19815 D ILLINOIS TOOL WKS INC COM 45230810 10109 173323 SH SHR/OTHR 11 173323 D ILLUMINA INC COM 45232710 38 11310 SH SHARED 01 11310 D ILLUMINA INC COM 45232710 46 13500 SH SHARED 02 13500 D ILLUMINA INC COM 45232710 68 20000 SH SHARED 04 20000 D ILLUMINA INC COM 45232710 103 30000 SH SHARED 07 30000 D IMATION CORP COM 45245A10 219 7764 SH SHARED 7764 D IMATION CORP COM 45245A10 1360 48008 SH SHARED 01 48008 D IMATION CORP COM 45245A10 6 240 SH SHR/OTHR 01 240 D IMATION CORP COM 45245A10 844 29800 SH SHARED 02 29800 D IMATION CORP COM 45245A10 2674 94410 SH SHARED 11 94250 160 D IMATION CORP COM 45245A10 1 40 SH SHR/OTHR 11 40 D IMAGEWARE SYS INC *W EXP 04/05/200 45245S11 2 26500 SH SHARED 02 26500 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 4700 8500000 PRN SHARED 8500000 D IMCLONE SYS INC COM 45245W10 2220 284717 SH SHARED 284717 D IMCLONE SYS INC COM 45245W10 433 55574 SH SHARED 01 55529 45 D IMCLONE SYS INC COM 45245W10 584 74931 SH SHARED 02 72931 2000 D IMCLONE SYS INC COM 45245W10 28 3600 SH SHARED 04 3600 D IMANAGE INC COM 45245Y10 4 2000 SH SHARED 11 2000 D IMAGISTICS INTERNATIONAL INC COM 45247T10 127 7351 SH SHARED 7351 D IMAGISTICS INTERNATIONAL INC COM 45247T10 374 21562 SH SHARED 01 21418 144 D IMAGISTICS INTERNATIONAL INC COM 45247T10 60 3478 SH SHR/OTHR 01 3478 D IMAGISTICS INTERNATIONAL INC COM 45247T10 180 10416 SH SHARED 02 10416 D IMAGISTICS INTERNATIONAL INC COM 45247T10 11 679 SH SHARED 11 679 D IMMUNE RESPONSE CORP DEL COM 45252T10 0 200 SH SHARED 02 200 D IMMUCOR INC COM 45252610 248 15277 SH SHARED 15277 D IMMUCOR INC COM 45252610 3326 204738 SH SHARED 01 204738 D IMMUCOR INC COM 45252610 122 7531 SH SHARED 02 7531 D IMMUNOGEN INC COM 45253H10 388 120000 SH SHARED 120000 D IMMUNOGEN INC COM 45253H10 170 52679 SH SHARED 01 37808 14871 D IMMUNOGEN INC COM 45253H10 73 22700 SH SHARED 02 22700 D IMMUNOGEN INC COM 45253H10 32 10000 SH SHARED 04 10000 D IMPAC MTG HLDGS INC COM 45254P10 5575 500000 SH SHARED 500000 D IMPAC MTG HLDGS INC COM 45254P10 706 63400 SH SHARED 01 43000 20400 D IMPAC MTG HLDGS INC COM 45254P10 790 70900 SH SHARED 02 54100 16800 D IMPATH INC COM 45255G10 11 900 SH SHARED 900 D IMPATH INC COM 45255G10 104 8117 SH SHARED 8117 D IMPATH INC COM 45255G10 192 14928 SH SHARED 01 14928 D IMPATH INC COM 45255G10 121 9382 SH SHARED 02 9382 D IMPATH INC COM 45255G10 12 1000 SH SHARED 11 1000 D IMPATH INC COM 45255G10 3 250 SH SHR/OTHR 11 250 D IMPCO TECHNOLOGIES INC COM 45255W10 81 22600 SH SHARED 01 22600 D IMPCO TECHNOLOGIES INC COM 45255W10 22 6220 SH SHARED 02 6220 D IMPAX LABORATORIES INC COM 45256B10 52 10719 SH SHARED 10719 D IMPAX LABORATORIES INC COM 45256B10 342 70500 SH SHARED 01 70500 D IMPAX LABORATORIES INC COM 45256B10 71 14800 SH SHARED 02 14800 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 585 44611 SH SHARED 44611 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 64 4909 SH SHR/OTHR 01 4909 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 1190 90700 SH SHARED 02 90700 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 617 47000 SH SHARED 05 47000 D IMMUNOMEDICS INC COM 45290710 90 15110 SH SHARED 15110 D IMMUNOMEDICS INC COM 45290710 90 15000 SH SHARED 01 15000 D IMMUNOMEDICS INC COM 45290710 138 23100 SH SHARED 02 23100 D IMMUNOMEDICS INC COM 45290710 679 113300 SH SHARED 04 113300 D INCOME OPPORTUNITY RLTY INVS COM 45292610 102 8200 SH SHARED 8200 D IMPERIAL OIL LTD COM NEW 45303840 6278 216504 SH SHARED 11 81430 135074 D IMPERIAL OIL LTD COM NEW 45303840 2782 95960 SH SHR/OTHR 11 95960 D IMPERIAL PKG CORP COM 45307710 595 26925 SH SHARED 26925 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 99 3127 SH SHARED 3127 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 3 100 SH SHARED 02 100 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 24933 785295 SH SHR/OTHR 11 785295 D INAMED CORP COM 45323510 334 14561 SH SHARED 14561 D INAMED CORP COM 45323510 2141 93088 SH SHARED 01 93088 D INAMED CORP COM 45323510 159 6915 SH SHARED 02 6915 D INAMED CORP COM 45323510 49 2150 SH SHARED 11 2150 D INCO LTD DBCV 7.750% 3/1 453258AH 893 889000 PRN SHARED 889000 D INCO LTD DBCV 5.750% 7/0 453258AK 3756 3749000 PRN SHARED 3749000 D INCO LTD DBCV 5.750% 7/0 453258AK 15 15000 PRN SHARED 02 15000 D INCO LTD COM 45325840 898 55974 SH SHARED 54674 1300 D INCO LTD COM 45325840 1373 85500 SH SHARED 01 85500 D INCO LTD COM 45325840 12 750 SH SHR/OTHR 01 750 D INCO LTD COM 45325840 381 23751 SH SHARED 02 23751 D INCO LTD COM 45325840 12 809 SH SHARED 06 809 D INCO LTD COM 45325840 13493 840202 SH SHARED 11 372102 468100 D INCYTE GENOMICS INC NOTE 5.500% 2/0 45337CAC 7371 11035000 PRN SHARED 11035000 D INCYTE GENOMICS INC COM 45337C10 208 44850 SH SHARED 44850 D INCYTE GENOMICS INC COM 45337C10 223 48083 SH SHARED 48083 D INCYTE GENOMICS INC COM 45337C10 280 60424 SH SHARED 01 60124 300 D INCYTE GENOMICS INC COM 45337C10 279 60202 SH SHARED 02 58602 1600 D INCYTE GENOMICS INC COM 45337C10 27 6000 SH SHARED 11 6000 D INDEPENDENCE CMNTY BK CORP COM 45341410 533 21272 SH SHARED 21272 D INDEPENDENCE CMNTY BK CORP COM 45341410 1413 56351 SH SHARED 01 56351 D INDEPENDENCE CMNTY BK CORP COM 45341410 397 15831 SH SHARED 02 15831 D INDEPENDENCE CMNTY BK CORP COM 45341410 4774 190300 SH SHARED 11 190300 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 20 1000 SH SHARED 01 1000 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 34 1700 SH SHARED 02 1700 D INDEPENDENT BANK CORP MASS COM 45383610 4 251 SH SHARED 251 D INDEPENDENT BANK CORP MASS COM 45383610 109 5500 SH SHARED 01 5500 D INDEPENDENT BANK CORP MASS COM 45383610 133 6700 SH SHARED 02 6700 D INDEPENDENT BANK CORP MASS COM 45383610 52 2640 SH SHARED 11 2640 D INDEPENDENT BANK CORP MICH COM 45383810 27 835 SH SHARED 835 D INDEPENDENT BANK CORP MICH COM 45383810 1251 37820 SH SHARED 01 37820 D INDEPENDENT BANK CORP MICH COM 45383810 218 6600 SH SHARED 02 6600 D INDEVUS PHARMACEUTICALS INC COM 45407210 67 43300 SH SHARED 01 43300 D INDEVUS PHARMACEUTICALS INC COM 45407210 33 21300 SH SHARED 02 21300 D INDIA GROWTH FD INC COM 45409010 2282 303900 SH SHARED 303900 D INDUS INTL INC COM 45578L10 0 100 SH SHARED 02 100 D INDUSTRI-MATEMATIK INTL CORP COM 45579210 90 450000 SH SHARED 450000 D INDUSTRIFORVALTNING AB KINNE SPONS ADR B 45651020 0 100 SH SHARED 02 100 D INDYMAC BANCORP INC COM 45660710 454 23575 SH SHARED 23575 D INDYMAC BANCORP INC COM 45660710 1173 60900 SH SHARED 01 60900 D INDYMAC BANCORP INC COM 45660710 400 20790 SH SHARED 02 18382 2408 D INDYMAC BANCORP INC COM 45660710 5550 288050 SH SHARED 11 288050 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 100 17600 SH SHARED 17600 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 5 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 31 5450 SH SHARED 02 2500 2950 D INET TECHNOLOGIES INC COM 45662V10 18 3584 SH SHARED 01 3584 D INET TECHNOLOGIES INC COM 45662V10 33 6600 SH SHARED 02 6600 D INFOCROSSING INC COM 45664X10 9 1250 SH SHARED 02 1250 D INFOCROSSING INC COM 45664X10 20978 2632212 SH SHARED 14 2632212 D INFOCUS CORP COM 45665B10 306 40182 SH SHARED 40182 D INFOCUS CORP COM 45665B10 275 36191 SH SHARED 01 36191 D INFOCUS CORP COM 45665B10 222 29200 SH SHARED 02 29200 D INFOCUS CORP COM 45665B10 1014 133100 SH SHARED 05 133100 D INFOCUS CORP COM 45665B10 116 15270 SH SHARED 11 15270 D INFOGRAMES INC COM 45665T10 14 6610 SH SHARED 01 6610 D INFOGRAMES INC COM 45665T10 7 3200 SH SHARED 02 3200 D INFORMATICA CORP COM 45666Q10 172 55682 SH SHARED 55682 D INFORMATICA CORP COM 45666Q10 770 248700 SH SHARED 01 248700 D INFORMATICA CORP COM 45666Q10 100 32400 SH SHARED 02 32400 D INFORMATICA CORP COM 45666Q10 1452 468400 SH SHARED 06 468400 D INFORMATICA CORP COM 45666Q10 4729 1525500 SH SHARED 11 1525500 D INFORMATICA CORP COM 45666Q10 1261 406900 SH SHR/OTHR 11 406900 D INFONET SVCS CORP CL B 45666T10 11 5000 SH SHARED 5000 D INFONET SVCS CORP CL B 45666T10 44 19800 SH SHARED 01 19800 D INFONET SVCS CORP CL B 45666T10 79 35500 SH SHARED 02 35500 D INFORMATION HLDGS INC COM 45672710 3 169 SH SHARED 169 D INFORMATION HLDGS INC COM 45672710 103 4800 SH SHARED 01 4800 D INFORMATION HLDGS INC COM 45672710 125 5793 SH SHARED 02 5793 D INFORMAX INC COM 45677N20 17 27300 SH SHR/OTHR 11 27300 D INFORTE CORP COM 45677R10 9 1837 SH SHARED 1837 D INFORTE CORP COM 45677R10 24 4738 SH SHARED 01 4738 D INFORTE CORP COM 45677R10 18 3700 SH SHARED 02 3700 D INFOSPACE INC COM NEW 45678T20 15 3394 SH SHARED 3394 D INFOSPACE INC COM NEW 45678T20 0 120 SH SHARED 02 120 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 69 1273 SH SHARED 1273 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 975 18000 SH SHARED 04 18000 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 70 1300 SH SHR/OTHR 11 1300 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1159 21400 SH SHARED 13 21400 D INFOUSA INC NEW COM 45681830 235 54470 SH SHARED 01 54470 D INFOUSA INC NEW COM 45681830 134 31000 SH SHARED 02 31000 D INFOUSA INC NEW COM 45681830 16 3900 SH SHARED 11 3900 D ING GROUP N V SPONSORED ADR 45683710 46 3345 SH SHARED 2545 800 D ING GROUP N V SPONSORED ADR 45683710 0 1 SH SHARED 01 1 D ING GROUP N V SPONSORED ADR 45683710 221 15800 SH SHARED 02 15800 D ING GROUP N V SPONSORED ADR 45683710 273 19507 SH SHARED 11 11797 7710 D INFORMATION RES INC COM 45690510 29 8000 SH SHARED 01 8000 D INFORMATION RES INC COM 45690510 58 15838 SH SHARED 02 15838 D INGLES MKTS INC CL A 45703010 75 7100 SH SHARED 01 7100 D INGLES MKTS INC CL A 45703010 58 5500 SH SHARED 02 5500 D INGRAM MICRO INC CL A 45715310 399 30044 SH SHARED 30044 D INGRAM MICRO INC CL A 45715310 717 53976 SH SHARED 01 53976 D INGRAM MICRO INC CL A 45715310 351 26403 SH SHARED 02 26403 D INGRAM MICRO INC CL A 45715310 147 11120 SH SHARED 07 11120 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 1525 3050000 PRN SHARED 3050000 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 2375 4750000 PRN SHARED 01 4750000 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 654 1308000 PRN SHARED 02 1208000 100000 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 3283 7875000 PRN SHARED 7875000 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 481 1155000 PRN SHARED 02 1115000 40000 D INHALE THERAPEUTIC SYS INC COM 45719110 45 9049 SH SHARED 9049 D INHALE THERAPEUTIC SYS INC COM 45719110 234 46650 SH SHARED 01 46650 D INHALE THERAPEUTIC SYS INC COM 45719110 352 70150 SH SHARED 02 56000 14150 D INKINE PHARMACEUTICALS INC COM 45721410 0 100 SH SHARED 02 100 D INKTOMI CORP COM 45727710 3 14009 SH SHARED 13979 30 D INKTOMI CORP COM 45727710 26 104900 SH SHARED 01 104900 D INKTOMI CORP COM 45727710 34 136100 SH SHARED 02 135800 300 D INKTOMI CORP COM 45727710 0 1300 SH SHARED 11 1000 300 D INNKEEPERS USA TR COM 4576J010 156 19529 SH SHARED 19529 D INNKEEPERS USA TR COM 4576J010 75 9500 SH SHARED 01 9500 D INNKEEPERS USA TR COM 4576J010 114 14300 SH SHARED 02 14300 D INNKEEPERS USA TR COM 4576J010 12 1600 SH SHARED 11 1600 D INNKEEPERS USA TR COM 4576J010 436 54600 SH SHARED 12 54600 D INSIGHT ENTERPRISES INC COM 45765U10 90 8875 SH SHARED 8875 D INSIGHT ENTERPRISES INC COM 45765U10 183 18037 SH SHARED 01 18037 D INSIGHT ENTERPRISES INC COM 45765U10 241 23746 SH SHARED 02 23746 D INSIGNIA SYS INC COM 45765Y10 12 1519 SH SHARED 1519 D INPUT/OUTPUT INC COM 45765210 166 34800 SH SHARED 01 34800 D INPUT/OUTPUT INC COM 45765210 152 31740 SH SHARED 02 25740 6000 D INPUT/OUTPUT INC COM 45765210 14 3000 SH SHARED 11 3000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 2073 144490 SH SHARED 01 144490 D INSITUFORM TECHNOLOGIES INC CL A 45766710 190 13300 SH SHARED 02 12800 500 D INSITUFORM TECHNOLOGIES INC CL A 45766710 561 39100 SH SHARED 06 39100 D INSITUFORM TECHNOLOGIES INC CL A 45766710 14422 1005100 SH SHARED 11 1005100 D INSITUFORM TECHNOLOGIES INC CL A 45766710 5911 412000 SH SHR/OTHR 11 412000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 78 5500 SH SHARED 13 5500 D INSMED INC COM NEW 45766920 0 1250 SH SHR/OTHR 01 1250 D INSMED INC COM NEW 45766920 0 100 SH SHARED 02 100 D INSIGNIA FINL GROUP INC NEW COM 45767A10 194 24800 SH SHARED 01 24800 D INSIGNIA FINL GROUP INC NEW COM 45767A10 92 11778 SH SHARED 02 11778 D INSIGHT COMMUNICATIONS INC CL A 45768V10 103 11183 SH SHARED 11183 D INSIGHT COMMUNICATIONS INC CL A 45768V10 144 15700 SH SHARED 01 15700 D INSIGHT COMMUNICATIONS INC CL A 45768V10 363 39400 SH SHARED 02 39400 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 10 1300 SH SHARED 01 1300 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 0 100 SH SHARED 02 100 D INRANGE TECHNOLOGIES CORP CL B 45769V20 43 15678 SH SHARED 15678 D INRANGE TECHNOLOGIES CORP CL B 45769V20 12 4476 SH SHARED 01 4476 D INRANGE TECHNOLOGIES CORP CL B 45769V20 14 5200 SH SHARED 02 5200 D INSPIRE PHARMACEUTICALS INC COM 45773310 139 40400 SH SHARED 02 32400 8000 D INSPIRE PHARMACEUTICALS INC COM 45773310 831 241102 SH SHARED 11 202300 38400 402 D INSPIRE PHARMACEUTICALS INC COM 45773310 190 55200 SH SHR/OTHR 11 55200 D INSTINET GROUP INC COM 45775010 698 225352 SH SHARED 225352 D INSTINET GROUP INC COM 45775010 44 14305 SH SHARED 01 14305 D INSTINET GROUP INC COM 45775010 9 2969 SH SHARED 02 2969 D INSURANCE AUTO AUCTIONS INC COM 45787510 71 4722 SH SHARED 01 4722 D INSURANCE AUTO AUCTIONS INC COM 45787510 83 5552 SH SHARED 02 5552 D INSURANCE AUTO AUCTIONS INC COM 45787510 21 1450 SH SHARED 11 1450 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 1843 116000 SH SHARED 01 116000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 166 10500 SH SHARED 02 10500 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 1639 103200 SH SHARED 11 103200 D INSURED MUN INCOME FD COM 45809F10 493 34000 SH SHARED 11 34000 D INTEGRAL SYS INC MD COM 45810H10 189 9900 SH SHARED 01 9900 D INTEGRAL SYS INC MD COM 45810H10 99 5200 SH SHARED 02 5200 D INTEGRATED ELECTRICAL SVC COM 45811E10 36 9700 SH SHARED 01 9700 D INTEGRATED ELECTRICAL SVC COM 45811E10 69 18500 SH SHARED 02 18500 D INTEGRATED ELECTRICAL SVC COM 45811E10 7 1900 SH SHARED 11 1900 D INTEGRATED CIRCUIT SYS INC COM 45811K20 409 26100 SH SHARED 01 26100 D INTEGRATED CIRCUIT SYS INC COM 45811K20 104 6643 SH SHARED 02 3214 3429 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1494 143171 SH SHARED 143171 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 872 83600 SH SHARED 01 83600 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 458 43931 SH SHARED 02 43931 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 15095 1445900 SH SHARED 11 1437800 8100 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 70 6800 SH SHR/OTHR 11 6800 D INTEGRATED SILICON SOLUTION COM 45812P10 75 25400 SH SHARED 01 25400 D INTEGRATED SILICON SOLUTION COM 45812P10 45 15100 SH SHARED 02 15100 D INTEGRATED SILICON SOLUTION COM 45812P10 8 2860 SH SHARED 11 2860 D INTEGRA BK CORP COM 45814P10 3 167 SH SHARED 167 D INTEGRA BK CORP COM 45814P10 110 6122 SH SHARED 01 6122 D INTEGRA BK CORP COM 45814P10 158 8800 SH SHARED 02 8800 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 0 100 SH SHARED 02 100 D INTEL CORP COM 45814010 976 70330 SH SHARED 9800 60530 D INTEL CORP COM 45814010 348646 25100547 SH SHARED 21989488 3111059 D INTEL CORP COM 45814010 399766 28780892 SH SHARED 01 28485877 295015 D INTEL CORP COM 45814010 8447 608149 SH SHR/OTHR 01 429849 178300 D INTEL CORP COM 45814010 61290 4412580 SH SHARED 02 4253762 158818 D INTEL CORP COM 45814010 22943 1651800 SH SHARED 03 1152200 499600 D INTEL CORP COM 45814010 28959 2084900 SH SHARED 04 2084900 D INTEL CORP COM 45814010 34799 2505384 SH SHARED 06 2505384 D INTEL CORP COM 45814010 12551 903654 SH SHARED 07 903654 D INTEL CORP COM 45814010 6907 497285 SH SHARED 08 497285 D INTEL CORP COM 45814010 4224 304105 SH SHARED 09 304105 D INTEL CORP COM 45814010 845 60900 SH SHARED 10 60900 D INTEL CORP COM 45814010 402330 28965512 SH SHARED 11 16227784 6156190 6581538 D INTEL CORP COM 45814010 131701 9481782 SH SHR/OTHR 11 9481782 D INTELLI-CHECK INC COM 45817G10 331 57800 SH SHARED 57800 D INTEGRATED TELECOM EXPRESS I COM 45817U10 145 99400 SH SHARED 99400 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 3 191 SH SHARED 191 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 23 1200 SH SHARED 01 1200 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 78 4000 SH SHARED 02 4000 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 147 7500 SH SHARED 04 7500 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 886 45014 SH SHARED 11 37300 7714 D INTER PARFUMS INC COM 45833410 11 1700 SH SHARED 02 1700 D INTER TEL INC COM 45837210 47 2336 SH SHARED 2336 D INTER TEL INC COM 45837210 4157 204290 SH SHARED 01 204290 D INTER TEL INC COM 45837210 242 11898 SH SHARED 02 11698 200 D INTERACTIVE DATA CORP COM 45840J10 131 10744 SH SHARED 01 10744 D INTERACTIVE DATA CORP COM 45840J10 28 2357 SH SHARED 02 2357 D INTERCHANGE FINL SVCS S B N COM 45844710 11 700 SH SHARED 01 700 D INTERCHANGE FINL SVCS S B N COM 45844710 81 4900 SH SHARED 02 4900 D INTERCEPT INC COM 45845L10 75 7652 SH SHARED 7652 D INTERCEPT INC COM 45845L10 1461 147735 SH SHARED 01 147735 D INTERCEPT INC COM 45845L10 94 9576 SH SHARED 02 9576 D INTERCEPT INC COM 45845L10 755 76400 SH SHARED 06 76400 D INTERCEPT INC COM 45845L10 6109 617700 SH SHARED 11 617700 D INTERCEPT INC COM 45845L10 2269 229500 SH SHR/OTHR 11 229500 D INTERCEPT INC COM 45845L10 18 1900 SH SHARED 13 1900 D INTERDIGITAL COMMUNICATIONS COM 45866A10 1012 116410 SH SHARED 01 116410 D INTERDIGITAL COMMUNICATIONS COM 45866A10 277 31900 SH SHARED 02 30700 1200 D INTERDIGITAL COMMUNICATIONS COM 45866A10 0 50 SH SHARED 11 50 D INTERFACE INC CL A 45866510 49 12500 SH SHARED 12500 D INTERFACE INC CL A 45866510 222 56141 SH SHARED 01 56141 D INTERFACE INC CL A 45866510 106 27016 SH SHARED 02 25216 1800 D INTERGRAPH CORP COM 45868310 922 53987 SH SHARED 01 53987 D INTERGRAPH CORP COM 45868310 524 30700 SH SHARED 02 26400 4300 D INTERGRAPH CORP COM 45868310 6096 356740 SH SHARED 11 356640 100 D INTERGRAPH CORP COM 45868310 3993 233700 SH SHR/OTHR 11 233700 D INTERGROUP CORP COM 45868510 49 3550 SH SHARED 11 3550 D INTERLAND INC COM 45872710 97 47500 SH SHARED 01 47500 D INTERLAND INC COM 45872710 141 69100 SH SHARED 02 69100 D INTERLAND INC COM 45872710 14 7000 SH SHARED 11 7000 D INTERMAGNETICS GEN CORP COM 45877110 31 1819 SH SHARED 1819 D INTERMAGNETICS GEN CORP COM 45877110 118 6936 SH SHARED 01 6936 D INTERMAGNETICS GEN CORP COM 45877110 25 1500 SH SHR/OTHR 01 1500 D INTERMAGNETICS GEN CORP COM 45877110 145 8547 SH SHARED 02 8547 D INTERMET CORP COM 45881K10 198 41200 SH SHARED 01 41200 D INTERMET CORP COM 45881K10 59 12361 SH SHARED 02 12361 D INTERMUNE INC NOTE 5.750% 7/1 45884XAA 4428 4000000 PRN SHARED 4000000 D INTERMUNE INC COM 45884X10 4447 135526 SH SHARED 135526 D INTERMUNE INC COM 45884X10 2884 87900 SH SHARED 01 87900 D INTERMUNE INC COM 45884X10 495 15099 SH SHARED 02 15099 D INTERMUNE INC COM 45884X10 1148 35000 SH SHARED 04 35000 D INTERMUNE INC COM 45884X10 577 17600 SH SHARED 06 17600 D INTERMUNE INC COM 45884X10 22524 686300 SH SHARED 11 662600 23700 D INTERMUNE INC COM 45884X10 7791 237400 SH SHR/OTHR 11 237400 D INTERMUNE INC COM 45884X10 65 2000 SH SHARED 13 2000 D INTERNAP NETWORK SVCS CORP COM 45885A10 0 464 SH SHARED 464 D INTERNAP NETWORK SVCS CORP COM 45885A10 6 31280 SH 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130 1000 D ISHARES TR S&P MIDCP GROW 46428760 34 400 SH SHR/OTHR 11 400 D ISHARES TR RUSSELL1000GRW 46428761 284 8298 SH SHARED 02 8298 D ISHARES TR RUSL 2000 VALU 46428763 4531 42388 SH SHARED 02 42075 313 D ISHARES TR RUSL 2000 VALU 46428763 106 1000 SH SHARED 11 1000 D ISHARES TR RUSL 2000 GROW 46428764 7 200 SH SHARED 02 200 D ISHARES TR RUSL 2000 GROW 46428764 3835 102700 SH SHARED 11 102700 D ISHARES TR RUSSELL 2000 46428765 20148 281600 SH SHARED 281600 D ISHARES TR RUSSELL 2000 46428765 132 1850 SH SHARED 01 600 1250 D ISHARES TR RUSSELL 2000 46428765 17616 246209 SH SHARED 02 245679 530 D ISHARES TR RUSSELL 2000 46428765 5922 82780 SH SHARED 11 82780 D ISHARES TR RUSL 3000 GROW 46428767 27 1000 SH SHARED 02 1000 D ISHARES TR RUSSELL 3000 46428768 45 1000 SH SHARED 11 1000 D ISHARES TR DJ US UTILS 46428769 296 6415 SH SHARED 02 3000 3415 D ISHARES TR S&P MIDCP VALU 46428770 85 1124 SH SHARED 02 1124 D ISHARES TR S&P MIDCP VALU 46428770 7 100 SH SHARED 11 100 D ISHARES TR S&P 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PRN SHARED 500000 D IVAX CORP NOTE 5.500% 5/1 465823AD 4631 5500000 PRN SHARED 01 5500000 D IVAX CORP NOTE 4.500% 5/1 465823AG 1536 2000000 PRN SHARED 01 2000000 D IVAX CORP COM 46582310 1085 88460 SH SHARED 88460 D IVAX CORP COM 46582310 1437 117182 SH SHARED 01 117182 D IVAX CORP COM 46582310 1476 120320 SH SHARED 02 119570 750 D IVAX CORP COM 46582310 11265 918125 SH SHARED 04 918125 D IVAX CORP COM 46582310 674 55000 SH SHARED 11 55000 D IVAX CORP COM 46582310 85 7000 SH SHR/OTHR 11 7000 D IVILLAGE INC COM 46588H10 17 29490 SH SHARED 02 29490 D JDN RLTY CORP COM 46591710 99 8265 SH SHARED 8265 D JDN RLTY CORP COM 46591710 331 27474 SH SHARED 01 27474 D JDN RLTY CORP COM 46591710 438 36267 SH SHARED 02 25450 10817 D JDN RLTY CORP COM 46591710 628 52066 SH SHARED 12 52066 D IXYS CORP COM 46600W10 9 1921 SH SHARED 1921 D IXYS CORP COM 46600W10 75 15108 SH SHARED 01 15108 D IXYS CORP COM 46600W10 35 7100 SH SHARED 02 7100 D J & J SNACK FOODS CORP COM 46603210 44 1206 SH SHARED 1206 D J 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D JDA SOFTWARE GROUP INC COM 46612K10 310 44448 SH SHARED 44448 D JDA SOFTWARE GROUP INC COM 46612K10 197 28282 SH SHARED 01 28282 D JDA SOFTWARE GROUP INC COM 46612K10 120 17261 SH SHARED 02 17261 D JDA SOFTWARE GROUP INC COM 46612K10 7 1100 SH SHARED 11 1100 D J JILL GROUP INC COM 46618910 333 19131 SH SHARED 19131 D J JILL GROUP INC COM 46618910 2624 150650 SH SHARED 01 150650 D J JILL GROUP INC COM 46618910 205 11800 SH SHARED 02 11800 D JLG INDS INC COM 46621010 72 9000 SH SHARED 9000 D JLG INDS INC COM 46621010 7 953 SH SHARED 953 D JLG INDS INC COM 46621010 820 101950 SH SHARED 01 101950 D JLG INDS INC COM 46621010 200 24929 SH SHARED 02 24929 D JLG INDS INC COM 46621010 1223 152000 SH SHARED 11 152000 D JMAR TECHNOLOGIES INC COM 46621210 9 7000 SH SHARED 11 7000 D JNI CORP COM 46622G10 0 300 SH SHARED 01 300 D JNI CORP COM 46622G10 2 1100 SH SHARED 02 900 200 D JPS INDUSTRIES INC COM 46624E40 85 22057 SH SHARED 02 22057 D J P MORGAN CHASE & CO COM 46625H10 246 13000 SH SHARED 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IN THE BOX INC COM 46636710 3777 165700 SH SHARED 11 165700 D JACOBS ENGR GROUP INC DEL COM 46981410 58 1900 SH SHARED 1900 D JACOBS ENGR GROUP INC DEL COM 46981410 879 28495 SH SHARED 28495 D JACOBS ENGR GROUP INC DEL COM 46981410 1606 52014 SH SHARED 01 52014 D JACOBS ENGR GROUP INC DEL COM 46981410 470 15237 SH SHARED 02 15237 D JACOBS ENGR GROUP INC DEL COM 46981410 11623 376400 SH SHARED 11 376400 D JACOBS ENGR GROUP INC DEL COM 46981410 7284 235900 SH SHR/OTHR 11 235900 D JACOR COMMUNUNICATIONS INC FRNT 2/0 469858AB 229 483000 PRN SHARED 02 483000 D JAKKS PAC INC COM 47012E10 150 13524 SH SHARED 13524 D JAKKS PAC INC COM 47012E10 328 29575 SH SHARED 01 29575 D JAKKS PAC INC COM 47012E10 146 13173 SH SHARED 02 13173 D JAKKS PAC INC COM 47012E10 21 1900 SH SHARED 11 1900 D JAMESON INNS INC COM 47045710 0 100 SH SHARED 02 100 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 52 9500 SH SHARED 9500 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 1 200 SH SHARED 02 200 D JARDEN CORP COM 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320523 SH SHR/OTHR 11 320523 D JETBLUE AWYS CORP COM 47714310 14 364 SH SHARED 364 D JETBLUE AWYS CORP COM 47714310 592 14700 SH SHARED 01 14700 D JETBLUE AWYS CORP COM 47714310 24 606 SH SHARED 02 606 D JETBLUE AWYS CORP COM 47714310 7342 182050 SH SHARED 11 181900 150 D JETBLUE AWYS CORP COM 47714310 3290 81600 SH SHR/OTHR 11 81600 D JO-ANN STORES INC CL A 47758P10 20 728 SH SHARED 728 D JO-ANN STORES INC CL A 47758P10 1612 57500 SH SHARED 01 57500 D JO-ANN STORES INC CL A 47758P10 231 8249 SH SHARED 02 8249 D JO-ANN STORES INC CL B NON VTG 47758P20 1303 56174 SH SHARED 56174 D JOHN NUVEEN CO CL A 47803510 2 92 SH SHARED 92 D JOHN NUVEEN CO CL A 47803510 174 7650 SH SHARED 01 7650 D JOHN NUVEEN CO CL A 47803510 69 3071 SH SHARED 02 3071 D JOHN NUVEEN CO CL A 47803510 3 140 SH SHARED 11 140 D JOHNSON & JOHNSON COM 47816010 1046 19350 SH SHARED 19350 D JOHNSON & JOHNSON COM 47816010 460675 8518401 SH SHARED 8169963 348438 D JOHNSON & JOHNSON COM 47816010 792862 14660928 SH SHARED 01 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CTLS INC COM 47836610 17668 230000 SH SHARED 05 230000 D JOHNSON CTLS INC COM 47836610 86 1130 SH SHARED 06 1130 D JOHNSON CTLS INC COM 47836610 61 806 SH SHARED 07 806 D JOHNSON CTLS INC COM 47836610 32359 421238 SH SHARED 11 338858 75300 7080 D JOHNSON CTLS INC COM 47836610 7361 95830 SH SHR/OTHR 11 95830 D JOHNSON OUTDOORS INC CL A 47916710 29 2838 SH SHARED 2838 D JOHNSON OUTDOORS INC CL A 47916710 17 1700 SH SHARED 01 1700 D JOHNSON OUTDOORS INC CL A 47916710 22 2100 SH SHARED 02 2100 D JONES APPAREL GROUP INC COM 48007410 5083 165600 SH SHARED 165600 D JONES APPAREL GROUP INC COM 48007410 18651 607551 SH SHARED 01 607551 D JONES APPAREL GROUP INC COM 48007410 2505 81596 SH SHARED 02 81596 D JONES APPAREL GROUP INC COM 48007410 44 1445 SH SHARED 06 1445 D JONES APPAREL GROUP INC COM 48007410 327 10678 SH SHARED 07 10678 D JONES APPAREL GROUP INC COM 48007410 27891 908522 SH SHARED 11 177722 730800 D JONES APPAREL GROUP INC COM 48007410 2306 75138 SH SHR/OTHR 11 75138 D JONES 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48243420 7 5000 SH SHARED 5000 D KCS ENERGY INC COM 48243420 0 100 SH SHARED 02 100 D KLA-TENCOR CORP COM 48248010 8024 287187 SH SHARED 287187 D KLA-TENCOR CORP COM 48248010 22254 796513 SH SHARED 01 796238 275 D KLA-TENCOR CORP COM 48248010 5 200 SH SHR/OTHR 01 200 D KLA-TENCOR CORP COM 48248010 5982 214108 SH SHARED 02 214108 D KLA-TENCOR CORP COM 48248010 3073 110000 SH SHARED 04 110000 D KLA-TENCOR CORP COM 48248010 55 2000 SH SHARED 05 2000 D KLA-TENCOR CORP COM 48248010 179 6440 SH SHARED 06 6440 D KLA-TENCOR CORP COM 48248010 859 30750 SH SHARED 07 30750 D KLA-TENCOR CORP COM 48248010 44320 1586283 SH SHARED 11 1376961 3200 206122 D KLA-TENCOR CORP COM 48248010 12155 435045 SH SHR/OTHR 11 435045 D KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 43 5300 SH SHARED 5300 D K MART CORP COM 48258410 75 153547 SH SHARED 150547 3000 D K MART CORP COM 48258410 75 153443 SH SHARED 01 152843 600 D K MART CORP COM 48258410 143 293070 SH SHARED 02 292050 1020 D KPMG CONSULTING INC COM 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SH SHARED 01 12100 D K2 INC COM 48273210 81 10319 SH SHARED 02 10319 D K V PHARMACEUTICAL CO CL B CONV 48274010 17 919 SH SHARED 919 D K V PHARMACEUTICAL CO CL B CONV 48274010 47 2500 SH SHARED 01 2500 D K V PHARMACEUTICAL CO CL A 48274020 117 6200 SH SHARED 01 6200 D K V PHARMACEUTICAL CO CL A 48274020 259 13710 SH SHARED 02 13710 D K V PHARMACEUTICAL CO CL A 48274020 69 3685 SH SHARED 11 3685 D KADANT INC COM 48282T10 461 34154 SH SHARED 01 23481 10673 D KADANT INC COM 48282T10 10 763 SH SHR/OTHR 01 763 D KADANT INC COM 48282T10 102 7600 SH SHARED 02 7600 D KADANT INC COM 48282T10 0 60 SH SHARED 11 36 24 D KAMAN CORP CL A 48354810 85 7013 SH SHARED 7013 D KAMAN CORP CL A 48354810 254 20750 SH SHARED 01 20750 D KAMAN CORP CL A 48354810 157 12820 SH SHARED 02 12820 D KAMAN CORP CL A 48354810 7204 588100 SH SHARED 11 588100 D KANA SOFTWARE INC COM NEW 48360030 0 100 SH SHARED 02 100 D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 16 446 SH SHARED 446 D KANEB PIPE LINE PARTNERS L P 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01 46250 D KEANE INC COM 48666510 336 49809 SH SHARED 02 49809 D KEANE INC COM 48666510 2 355 SH SHARED 11 355 D KEITH COMPANIES INC COM 48753910 1 165 SH SHARED 02 165 D KEITHLEY INSTRS INC COM 48758410 66 5510 SH SHARED 5510 D KEITHLEY INSTRS INC COM 48758410 82 6800 SH SHARED 01 6800 D KEITHLEY INSTRS INC COM 48758410 42 3517 SH SHARED 02 3517 D KELLOGG CO COM 48783610 24221 728458 SH SHARED 728458 D KELLOGG CO COM 48783610 52453 1577546 SH SHARED 01 1577546 D KELLOGG CO COM 48783610 285 8596 SH SHR/OTHR 01 800 7796 D KELLOGG CO COM 48783610 7657 230304 SH SHARED 02 226204 4100 D KELLOGG CO COM 48783610 105 3177 SH SHARED 06 3177 D KELLOGG CO COM 48783610 37 1122 SH SHARED 07 1122 D KELLOGG CO COM 48783610 468 14102 SH SHARED 11 1168 7600 5334 D KELLOGG CO COM 48783610 7721 232214 SH SHR/OTHR 11 232214 D KELLWOOD CO COM 48804410 9 412 SH SHARED 412 D KELLWOOD CO COM 48804410 4184 183032 SH SHARED 01 183032 D KELLWOOD CO COM 48804410 355 15538 SH SHARED 02 15538 D KELLWOOD CO COM 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SHARED 48099 D KEY ENERGY SVCS INC COM 49291410 327 41600 SH SHARED 01 41600 D KEY ENERGY SVCS INC COM 49291410 504 64060 SH SHARED 02 63560 500 D KEY PRODTN INC COM 49313810 69 4272 SH SHARED 4272 D KEY PRODTN INC COM 49313810 246 15209 SH SHARED 01 15209 D KEY PRODTN INC COM 49313810 131 8136 SH SHARED 02 8136 D KEY PRODTN INC COM 49313810 14 900 SH SHARED 11 900 D KEYCORP NEW COM 49326710 14471 579564 SH SHARED 579564 D KEYCORP NEW COM 49326710 44798 1794109 SH SHARED 01 1766379 27730 D KEYCORP NEW COM 49326710 517 20743 SH SHR/OTHR 01 10630 10113 D KEYCORP NEW COM 49326710 7012 280829 SH SHARED 02 275229 5600 D KEYCORP NEW COM 49326710 120 4820 SH SHARED 06 4820 D KEYCORP NEW COM 49326710 93 3750 SH SHARED 07 3750 D KEYCORP NEW COM 49326710 66162 2649698 SH SHARED 11 2443830 7500 198368 D KEYCORP NEW COM 49326710 87190 3491805 SH SHR/OTHR 11 3491805 D KEYNOTE SYS INC COM 49330810 1 289 SH SHARED 289 D KEYNOTE SYS INC COM 49330810 144 22120 SH SHARED 01 22120 D KEYNOTE SYS INC COM 49330810 89 13600 SH SHARED 02 13600 D KEYSPAN CORP COM 49337W10 123 3700 SH SHARED 3700 D KEYSPAN CORP COM 49337W10 43322 1293181 SH SHARED 1293181 D KEYSPAN CORP COM 49337W10 20037 598128 SH SHARED 01 594585 3543 D KEYSPAN CORP COM 49337W10 115 3440 SH SHR/OTHR 01 3000 440 D KEYSPAN CORP COM 49337W10 2659 79401 SH SHARED 02 78537 864 D KEYSPAN CORP COM 49337W10 217750 6500000 SH SHARED 05 6500000 D KEYSPAN CORP COM 49337W10 23 704 SH SHARED 06 704 D KEYSPAN CORP COM 49337W10 41 1250 SH SHARED 07 1250 D KEYSPAN CORP COM 49337W10 899 26855 SH SHARED 11 10103 16752 D KEYSPAN CORP COM 49337W10 2828 84428 SH SHR/OTHR 11 84428 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 19 1167 SH SHARED 1167 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 66 4000 SH SHARED 01 4000 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 94 5700 SH SHARED 02 5700 D KEYSTONE PPTY TR CORP COM 49359610 0 1 SH SHARED 1 D KEYSTONE PPTY TR CORP COM 49359610 104 6300 SH SHARED 01 6300 D KEYSTONE PPTY TR CORP COM 49359610 136 8200 SH SHARED 02 8200 D KFORCE INC COM 49373210 233 75000 SH SHARED 75000 D KFORCE INC COM 49373210 23 7640 SH SHARED 01 7640 D KFORCE INC COM 49373210 34 11000 SH SHARED 02 11000 D KILROY RLTY CORP COM 49427F10 753 31800 SH SHARED 01 31800 D KILROY RLTY CORP COM 49427F10 25 1087 SH SHR/OTHR 01 1087 D KILROY RLTY CORP COM 49427F10 342 14451 SH SHARED 02 14151 300 D KIMBALL INTL INC CL B 49427410 295 21350 SH SHARED 01 18500 2850 D KIMBALL INTL INC CL B 49427410 265 19200 SH SHARED 02 19200 D KIMBERLY CLARK CORP COM 49436810 122342 2160000 SH SHARED 2158000 2000 D KIMBERLY CLARK CORP COM 49436810 124701 2201643 SH SHARED 01 2194856 6787 D KIMBERLY CLARK CORP COM 49436810 7391 130491 SH SHR/OTHR 01 61649 68842 D KIMBERLY CLARK CORP COM 49436810 22083 389886 SH SHARED 02 384079 5807 D KIMBERLY CLARK CORP COM 49436810 2973 52500 SH SHARED 04 52500 D KIMBERLY CLARK CORP COM 49436810 1237 21852 SH SHARED 05 21852 D KIMBERLY CLARK CORP COM 49436810 1367 24151 SH SHARED 06 24151 D KIMBERLY CLARK CORP COM 49436810 356 6300 SH SHARED 07 6300 D KIMBERLY CLARK CORP COM 49436810 51262 905058 SH SHARED 11 333831 322250 248977 D KIMBERLY CLARK CORP COM 49436810 25840 456231 SH SHR/OTHR 11 456231 D KIMCO REALTY CORP COM 49446R10 805 25909 SH SHARED 25909 D KIMCO REALTY CORP COM 49446R10 3248 104461 SH SHARED 01 94850 9611 D KIMCO REALTY CORP COM 49446R10 607 19549 SH SHR/OTHR 01 7424 12125 D KIMCO REALTY CORP COM 49446R10 463 14900 SH SHARED 02 11690 3210 D KIMCO REALTY CORP COM 49446R10 37 1200 SH SHARED 11 1200 D KIMCO REALTY CORP COM 49446R10 738 23750 SH SHR/OTHR 11 23750 D KIMCO REALTY CORP COM 49446R10 43407 1395750 SH SHARED 12 1395750 D KINDER MORGAN INC KANS COM 49455P10 6286 177329 SH SHARED 177329 D KINDER MORGAN INC KANS COM 49455P10 16931 477622 SH SHARED 01 477622 D KINDER MORGAN INC KANS COM 49455P10 2618 73877 SH SHARED 02 73863 14 D KINDER MORGAN INC KANS COM 49455P10 48 1358 SH SHARED 06 1358 D KINDER MORGAN INC KANS COM 49455P10 26 750 SH SHARED 07 750 D KINDER MORGAN INC KANS COM 49455P10 70 2000 SH SHARED 11 2000 D KINDER MORGAN INC KANS COM 49455P10 5922 167054 SH SHR/OTHR 11 167054 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 470 15810 SH SHARED 02 15810 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 7737 260071 SH SHARED 11 147771 3100 109200 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 19319 649394 SH SHR/OTHR 11 649394 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 24 764 SH SHARED 764 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 1115 34920 SH SHR/OTHR 01 34920 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 5334 167058 SH SHARED 02 23405 143653 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 4935 154569 SH SHARED 11 144039 10530 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 29 936 SH SHR/OTHR 11 936 D KINDRED HEALTHCARE INC COM 49458010 827 22351 SH SHARED 22351 D KINDRED HEALTHCARE INC COM 49458010 140 3800 SH SHARED 01 3800 D KINDRED HEALTHCARE INC COM 49458010 236 6400 SH SHARED 02 6400 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG 4241 4920000 PRN SHARED 4920000 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG 1724 2000000 PRN SHARED 01 2000000 D KING PHARMACEUTICALS INC COM 49558210 8869 488149 SH SHARED 488149 D KING PHARMACEUTICALS INC COM 49558210 15997 880414 SH SHARED 01 879748 666 D KING PHARMACEUTICALS INC COM 49558210 2969 163418 SH SHARED 02 158169 5249 D KING PHARMACEUTICALS INC COM 49558210 11174 615000 SH SHARED 04 615000 D KING PHARMACEUTICALS INC COM 49558210 342 18823 SH SHARED 06 18823 D KING PHARMACEUTICALS INC COM 49558210 72 4003 SH SHARED 07 4003 D KING PHARMACEUTICALS INC COM 49558210 4490 247131 SH SHARED 11 212331 34800 D KING PHARMACEUTICALS INC COM 49558210 3679 202493 SH SHR/OTHR 11 202493 D KINROSS GOLD CORP COM 49690210 5 2401 SH SHARED 02 2401 D KINROSS GOLD CORP COM 49690210 0 58 SH SHARED 11 58 D KIRBY CORP COM 49726610 68 3050 SH SHARED 3050 D KIRBY CORP COM 49726610 379 16793 SH SHARED 01 16793 D KIRBY CORP COM 49726610 244 10795 SH SHARED 02 10795 D KIRIN BREWERY LTD SPONSORED ADR 49735030 7 1260 SH SHARED 02 1260 D KLAMATH FIRST BANCORP INC COM 49842P10 48 3200 SH SHARED 3200 D KNIGHT RIDDER INC COM 49904010 389 6900 SH SHARED 6900 D KNIGHT RIDDER INC COM 49904010 6488 115019 SH SHARED 115019 D KNIGHT RIDDER INC COM 49904010 18607 329856 SH SHARED 01 302949 26907 D KNIGHT RIDDER INC COM 49904010 1145 20300 SH SHR/OTHR 01 1000 19300 D KNIGHT RIDDER INC COM 49904010 3253 57676 SH SHARED 02 56576 1100 D KNIGHT RIDDER INC COM 49904010 3384 60000 SH SHARED 04 60000 D KNIGHT RIDDER INC COM 49904010 50 887 SH SHARED 06 887 D KNIGHT RIDDER INC COM 49904010 455 8068 SH SHARED 11 3600 4468 D KNIGHT RIDDER INC COM 49904010 2607 46225 SH SHR/OTHR 11 46225 D KNIGHT TRADING GROUP INC COM 49906310 193 51500 SH SHARED 01 51500 D KNIGHT TRADING GROUP INC COM 49906310 222 59259 SH SHARED 02 57759 1500 D KNIGHT TRANSN INC COM 49906410 2044 131877 SH SHARED 01 131877 D KNIGHT TRANSN INC COM 49906410 231 14945 SH SHARED 02 14945 D KNIGHT TRANSN INC COM 49906410 1109 71550 SH SHARED 06 71550 D KNIGHT TRANSN INC COM 49906410 2042 131750 SH SHARED 11 131750 D KNIGHT TRANSN INC COM 49906410 948 61200 SH SHR/OTHR 11 61200 D KOGER EQUITY INC COM 50022810 1624 96159 SH SHARED 96159 D KOGER EQUITY INC COM 50022810 1222 72400 SH SHARED 01 72400 D KOGER EQUITY INC COM 50022810 258 15300 SH SHARED 02 10800 4500 D KOHLS CORP NOTE 6/1 500255AJ 482 780000 PRN SHARED 780000 D KOHLS CORP COM 50025510 66607 1095338 SH SHARED 1095338 D KOHLS CORP COM 50025510 90934 1495381 SH SHARED 01 1381109 114272 D KOHLS CORP COM 50025510 1326 21807 SH SHR/OTHR 01 13320 8487 D KOHLS CORP COM 50025510 12468 205039 SH SHARED 02 202939 2100 D KOHLS CORP COM 50025510 658 10832 SH SHARED 06 10832 D KOHLS CORP COM 50025510 848 13950 SH SHARED 07 13950 D KOHLS CORP COM 50025510 285 4700 SH SHARED 08 4700 D KOHLS CORP COM 50025510 4881 80278 SH SHARED 09 80278 D KOHLS CORP COM 50025510 19412 319231 SH SHARED 11 133330 169500 16401 D KOHLS CORP COM 50025510 16291 267911 SH SHR/OTHR 11 267911 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 49 4080 SH SHARED 01 4080 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 24 2000 SH SHR/OTHR 01 2000 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 3 325 SH SHARED 11 325 D KONOVER PPTY TR INC COM 50047R10 168 80600 SH SHARED 80600 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 333 22927 SH SHARED 22927 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 20 1400 SH SHARED 01 1400 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 388 26756 SH SHR/OTHR 01 5480 21276 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 1301 89600 SH SHARED 02 88445 1155 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 7875 542026 SH SHARED 05 542026 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 459 31614 SH SHARED 11 12938 18676 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 25 1784 SH SHR/OTHR 11 1784 D KOOKMIN BK NEW SPONSORED ADR 50049M10 23855 673316 SH SHARED 669857 3459 D KOOKMIN BK NEW SPONSORED ADR 50049M10 131 3700 SH SHARED 02 3700 D KOOKMIN BK NEW SPONSORED ADR 50049M10 6046 170655 SH SHARED 06 170655 D KOOKMIN BK NEW SPONSORED ADR 50049M10 302 8540 SH SHARED 07 8540 D KOOKMIN BK NEW SPONSORED ADR 50049M10 1799 50800 SH SHARED 08 50800 D KOOKMIN BK NEW SPONSORED ADR 50049M10 280 7920 SH SHARED 11 7920 D KOOKMIN BK NEW SPONSORED ADR 50049M10 57531 1623808 SH SHR/OTHR 11 1623808 D KOOKMIN BK NEW SPONSORED ADR 50049M10 426 12024 SH SHARED 13 12024 D KOOR INDS LTD SPONSORED ADR 50050710 0 241 SH SHARED 01 241 D KOPIN CORP COM 50060010 68 19735 SH SHARED 19735 D KOPIN CORP COM 50060010 200 57592 SH SHARED 01 57592 D KOPIN CORP COM 50060010 168 48548 SH SHARED 02 48548 D KOPIN CORP COM 50060010 3 1000 SH SHARED 11 1000 D KOREA EQUITY FD INC COM 50063B10 27 7500 SH SHARED 7500 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 35112 3763354 SH SHARED 3763354 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 933 100000 SH SHARED 05 100000 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 1 200 SH SHARED 06 200 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 1513 162200 SH SHR/OTHR 11 162200 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 0 10 SH SHARED 13 10 D KOREA FD COM 50063410 161 12000 SH SHR/OTHR 01 12000 D KOREA FD COM 50063410 956 70871 SH SHARED 11 18062 52809 D KOREA FD COM 50063410 30 2225 SH SHR/OTHR 11 2225 D KOSAN BIOSCIENCES INC COM 50064W10 55 8453 SH SHARED 01 8453 D KOSAN BIOSCIENCES INC COM 50064W10 62 9600 SH SHARED 02 9600 D KOSAN BIOSCIENCES INC COM 50064W10 85 13000 SH SHARED 04 13000 D KOSAN BIOSCIENCES INC COM 50064W10 5063 774195 SH SHARED 07 774195 D KORN FERRY INTL COM NEW 50064320 113 14491 SH SHARED 14491 D KORN FERRY INTL COM NEW 50064320 207 26523 SH SHARED 01 26523 D KORN FERRY INTL COM NEW 50064320 230 29364 SH SHARED 02 29364 D KORN FERRY INTL COM NEW 50064320 2879 367300 SH SHARED 11 367300 D KOS PHARMACEUTICALS INC COM 50064810 22 1982 SH SHARED 1982 D KOS PHARMACEUTICALS INC COM 50064810 216 19300 SH SHARED 01 19300 D KOS PHARMACEUTICALS INC COM 50064810 36 3272 SH SHARED 02 3272 D KOS PHARMACEUTICALS INC COM 50064810 1366 122000 SH SHARED 04 122000 D KRAFT FOODS INC CL A 50075N10 5201 142664 SH SHARED 97164 45500 D KRAFT FOODS INC CL A 50075N10 9399 257800 SH SHARED 01 257500 300 D KRAFT FOODS INC CL A 50075N10 734 20150 SH SHR/OTHR 01 2550 17600 D KRAFT FOODS INC CL A 50075N10 1236 33905 SH SHARED 02 29858 4047 D KRAFT FOODS INC CL A 50075N10 3793 104056 SH SHARED 06 104056 D KRAFT FOODS INC CL A 50075N10 743 20400 SH SHARED 07 20400 D KRAFT FOODS INC CL A 50075N10 2449 67190 SH SHARED 11 36030 31160 D KRAFT FOODS INC CL A 50075N10 1338 36700 SH SHR/OTHR 11 36700 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 586 39600 SH SHARED 01 39600 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 155 10500 SH SHARED 02 10500 D KRAMONT RLTY TR COM SH BEN INT 50075Q10 30 2070 SH SHARED 11 2070 D KRISPY KREME DOUGHNUTS INC COM 50101410 329 10536 SH SHARED 10536 D KRISPY KREME DOUGHNUTS INC COM 50101410 878 28108 SH SHARED 01 28108 D KRISPY KREME DOUGHNUTS INC COM 50101410 766 24506 SH SHARED 02 20496 4010 D KRISPY KREME DOUGHNUTS INC COM 50101410 291 9340 SH SHR/OTHR 11 9340 D KROGER CO COM 50104410 31686 2247292 SH SHARED 2241292 6000 D KROGER CO COM 50104410 46515 3299000 SH SHARED 01 3296200 2800 D KROGER CO COM 50104410 7411 525670 SH SHARED 02 503870 21800 D KROGER CO COM 50104410 878 62300 SH SHARED 03 62300 D KROGER CO COM 50104410 2608 185000 SH SHARED 04 185000 D KROGER CO COM 50104410 367 26080 SH SHARED 06 26080 D KROGER CO COM 50104410 312 22192 SH SHARED 07 22192 D KROGER CO COM 50104410 18289 1297092 SH SHARED 11 174084 877700 245308 D KROGER CO COM 50104410 7221 512134 SH SHR/OTHR 11 512134 D KROLL INC COM 50104910 3823 192800 SH SHARED 01 192800 D KROLL INC COM 50104910 277 14000 SH SHARED 02 12400 1600 D KRONOS INC COM 50105210 2928 118918 SH SHARED 01 118918 D KRONOS INC COM 50105210 342 13903 SH SHARED 02 13903 D KUBOTA CORP ADR 50117320 465 32796 SH SHARED 11 17676 15120 D KULICKE & SOFFA INDS INC NOTE 4.750%12/1 501242AE 918 2290000 PRN SHARED 02 2290000 D KULICKE & SOFFA INDS INC NOTE 5.250% 8/1 501242AJ 3080 7370000 PRN SHARED 01 7370000 D KULICKE & SOFFA INDS INC COM 50124210 109 36653 SH SHARED 36653 D KULICKE & SOFFA INDS INC COM 50124210 177 59200 SH SHARED 01 59200 D KULICKE & SOFFA INDS INC COM 50124210 85 28441 SH SHARED 02 28441 D KYOCERA CORP ADR 50155620 378 5770 SH SHARED 5720 50 D KYOCERA CORP ADR 50155620 98 1500 SH SHR/OTHR 01 1500 D KYOCERA CORP ADR 50155620 26 400 SH SHARED 02 400 D KYPHON INC COM 50157710 10 800 SH SHARED 01 800 D KYPHON INC COM 50157710 46 3502 SH SHARED 02 3502 D KYPHON INC COM 50157710 1782 135000 SH SHARED 04 135000 D KYPHON INC COM 50157710 10229 774955 SH SHARED 11 491055 8400 275500 D LNR PPTY CORP COM 50194010 90 2700 SH SHARED 2700 D LNR PPTY CORP COM 50194010 249 7494 SH SHARED 7494 D LNR PPTY CORP COM 50194010 5290 158636 SH SHARED 01 158636 D LNR PPTY CORP COM 50194010 423 12700 SH SHARED 02 12700 D LNR PPTY CORP COM 50194010 770 23100 SH SHARED 06 23100 D LNR PPTY CORP COM 50194010 21909 656950 SH SHARED 11 656950 D LNR PPTY CORP COM 50194010 8846 265250 SH SHR/OTHR 11 265250 D LNR PPTY CORP COM 50194010 86 2600 SH SHARED 13 2600 D L S B BANCSHARES N C COM 50215810 13 800 SH SHARED 01 800 D L S B BANCSHARES N C COM 50215810 451 27440 SH SHARED 02 26690 750 D LSI INDS INC COM 50216C10 39 3900 SH SHARED 01 3900 D LSI INDS INC COM 50216C10 83 8200 SH SHARED 02 8200 D LSI LOGIC CORP NOTE 4.250% 3/1 502161AD 2317 2500000 PRN SHARED 01 2500000 D LSI LOGIC CORP NOTE 4.000% 2/1 502161AE 376 450000 PRN SHARED 01 300000 150000 D LSI LOGIC CORP NOTE 4.000% 2/1 502161AE 1136 1360000 PRN SHR/OTHR 01 985000 375000 D LSI LOGIC CORP NOTE 4.000% 2/1 502161AE 30 36000 PRN SHARED 02 36000 D LSI LOGIC CORP NOTE 4.000%11/0 502161AG 2905 3910000 PRN SHARED 3910000 D LSI LOGIC CORP COM 50216110 3846 605716 SH SHARED 605716 D LSI LOGIC CORP COM 50216110 10329 1626748 SH SHARED 01 1626548 200 D LSI LOGIC CORP COM 50216110 31 5000 SH SHR/OTHR 01 5000 D LSI LOGIC CORP COM 50216110 1413 222665 SH SHARED 02 218107 4558 D LSI LOGIC CORP COM 50216110 52 8216 SH SHARED 06 8216 D LSI LOGIC CORP COM 50216110 16214 2553415 SH SHARED 11 992515 1560100 800 D LSI LOGIC CORP COM 50216110 1264 199057 SH SHR/OTHR 11 199057 D LTC PPTYS INC COM 50217510 4 600 SH SHARED 01 600 D LTC PPTYS INC COM 50217510 64 8000 SH SHARED 02 8000 D LTX CORP NOTE 4.250% 8/1 502392AE 4567 8750000 PRN SHARED 8750000 D LTX CORP COM 50239210 135 29753 SH SHARED 29753 D LTX CORP COM 50239210 182 39924 SH SHARED 01 39924 D LTX CORP COM 50239210 177 38912 SH SHARED 02 37974 938 D LTX CORP COM 50239210 12 2640 SH SHARED 11 2640 D L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 6/0 502424AB 24667 17000000 PRN SHARED 17000000 D L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 6/0 502424AB 3990 2750000 PRN SHARED 02 2750000 D L-3 COMMUNICATIONS HLDGS INC DEBT 4.000% 9/1 502424AD 1203 1000000 PRN SHARED 01 1000000 D L-3 COMMUNICATIONS HLDGS INC DEBT 4.000% 9/1 502424AD 1154 960000 PRN SHARED 02 960000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 2332 44263 SH SHARED 24263 20000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3583 68000 SH SHARED 01 68000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3179 60331 SH SHARED 02 57071 3260 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 10540 200000 SH SHARED 04 200000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 548 10400 SH SHARED 07 10400 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5 100 SH SHARED 11 100 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 664 12610 SH SHR/OTHR 11 12610 D LVMH MOET HENNESSY LOU VUITT SPONSORED ADR 50244120 158 21673 SH SHARED 21673 D LVMH MOET HENNESSY LOU VUITT SPONSORED ADR 50244120 16 2309 SH SHARED 02 2309 D LVMH MOET HENNESSY LOU VUITT SPONSORED ADR 50244120 60 8285 SH SHR/OTHR 11 8285 D LA JOLLA PHARMACEUTICAL CO COM 50345910 50 11771 SH SHARED 11771 D LA JOLLA PHARMACEUTICAL CO COM 50345910 76 18046 SH SHARED 01 18046 D LA JOLLA PHARMACEUTICAL CO COM 50345910 102 24000 SH SHARED 02 24000 D LA JOLLA PHARMACEUTICAL CO COM 50345910 13978 3281300 SH SHARED 04 3281300 D LA JOLLA PHARMACEUTICAL CO COM 50345910 909 213500 SH SHARED 07 213500 D LA JOLLA PHARMACEUTICAL CO COM 50345910 74 17500 SH SHR/OTHR 11 17500 D LA QUINTA CORP PAIRED CTF 50419U20 856 178338 SH SHARED 178338 D LA QUINTA CORP PAIRED CTF 50419U20 638 132975 SH SHARED 01 132975 D LA QUINTA CORP PAIRED CTF 50419U20 373 77800 SH SHARED 02 77800 D LA QUINTA CORP PAIRED CTF 50419U20 2 600 SH SHR/OTHR 11 600 D LA Z BOY INC COM 50533610 273 11771 SH SHARED 11771 D LA Z BOY INC COM 50533610 744 32100 SH SHARED 01 32100 D LA Z BOY INC COM 50533610 116 5017 SH SHARED 02 5017 D LABONE INC NEW COM 50540L10 80 5009 SH SHARED 5009 D LABONE INC NEW COM 50540L10 730 45200 SH SHARED 01 45200 D LABONE INC NEW COM 50540L10 50 3100 SH SHARED 02 3100 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 7308 10500000 PRN SHARED 10500000 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 9 14000 PRN SHARED 02 14000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 27 800 SH SHARED 800 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2326 68884 SH SHARED 68884 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 5070 150101 SH SHARED 01 150101 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 692 20510 SH SHARED 02 20510 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 100632 2979055 SH SHARED 11 1433861 996600 548594 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 49960 1479000 SH SHR/OTHR 11 1479000 D LABOR READY INC COM NEW 50540120 112 17809 SH SHARED 17809 D LABOR READY INC COM NEW 50540120 839 132803 SH SHARED 01 132803 D LABOR READY INC COM NEW 50540120 148 23448 SH SHARED 02 23448 D LABRANCHE & CO INC COM 50544710 160 7930 SH SHARED 7930 D LABRANCHE & CO INC COM 50544710 1767 87300 SH SHARED 01 87300 D LABRANCHE & CO INC COM 50544710 347 17143 SH SHARED 02 15732 1411 D LABRANCHE & CO INC COM 50544710 407 20100 SH SHARED 06 20100 D LABRANCHE & CO INC COM 50544710 11321 559100 SH SHARED 11 559100 D LABRANCHE & CO INC COM 50544710 4284 211600 SH SHR/OTHR 11 211600 D LABRANCHE & CO INC COM 50544710 52 2600 SH SHARED 13 2600 D LACLEDE GROUP INC COM 50559710 251 10800 SH SHARED 01 10800 D LACLEDE GROUP INC COM 50559710 23 1000 SH SHR/OTHR 01 1000 D LACLEDE GROUP INC COM 50559710 253 10861 SH SHARED 02 10861 D LACLEDE GROUP INC COM 50559710 46 2000 SH SHARED 11 2000 D LACLEDE GROUP INC COM 50559710 27 1200 SH SHR/OTHR 11 1200 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 805 SH SHARED 805 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 2985 SH SHARED 01 2985 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 80 SH SHR/OTHR 01 80 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 20 SH SHARED 02 20 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 49 SH SHARED 11 49 D LADISH INC COM NEW 50575420 8 1400 SH SHARED 1400 D LADISH INC COM NEW 50575420 27 4400 SH SHARED 01 4400 D LADISH INC COM NEW 50575420 34 5537 SH SHARED 02 5537 D LAFARGE COPPEE S A SPON ADR NEW 50586140 12 600 SH SHARED 02 600 D LAFARGE COPPEE S A SPON ADR NEW 50586140 160 7790 SH SHARED 11 7790 D LAFARGE NORTH AMERICA INC COM 50586210 272 9400 SH SHARED 9400 D LAFARGE NORTH AMERICA INC COM 50586210 328 11326 SH SHARED 11326 D LAFARGE NORTH AMERICA INC COM 50586210 342 11811 SH SHARED 01 11811 D LAFARGE NORTH AMERICA INC COM 50586210 58 2034 SH SHARED 02 2034 D LAFARGE NORTH AMERICA INC COM 50586210 422 14600 SH SHARED 11 14600 D LAKELAND BANCORP INC COM 51163710 45 2650 SH SHARED 01 2650 D LAKELAND BANCORP INC COM 51163710 107 6300 SH SHARED 02 6300 D LAKELAND FINL CORP COM 51165610 7 300 SH SHARED 01 300 D LAKELAND FINL CORP COM 51165610 71 3000 SH SHARED 02 3000 D LAKES ENTMNT INC COM 51206P10 761 136700 SH SHARED 136700 D LAM RESEARCH CORP NOTE 4.000% 6/0 512807AE 3830 5000000 PRN SHARED 5000000 D LAM RESEARCH CORP COM 51280710 892 100304 SH SHARED 100304 D LAM RESEARCH CORP COM 51280710 839 94294 SH SHARED 01 89875 4419 D LAM RESEARCH CORP COM 51280710 425 47819 SH SHARED 02 47819 D LAM RESEARCH CORP COM 51280710 657 73900 SH SHARED 11 70000 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400 SH SHARED 11 400 D LINCOLN NATL CORP IND COM 53418710 256 8400 SH SHARED 8400 D LINCOLN NATL CORP IND COM 53418710 8599 281479 SH SHARED 281479 D LINCOLN NATL CORP IND COM 53418710 23837 780288 SH SHARED 01 775361 2000 2927 D LINCOLN NATL CORP IND COM 53418710 363 11900 SH SHR/OTHR 01 7900 4000 D LINCOLN NATL CORP IND COM 53418710 3842 125762 SH SHARED 02 125762 D LINCOLN NATL CORP IND COM 53418710 68 2240 SH SHARED 06 2240 D LINCOLN NATL CORP IND COM 53418710 75 2479 SH SHARED 07 2479 D LINCOLN NATL CORP IND COM 53418710 47101 1541794 SH SHARED 11 1235440 306354 D LINCOLN NATL CORP IND COM 53418710 7844 256780 SH SHR/OTHR 11 256780 D LINDSAY MFG CO COM 53555510 6 251 SH SHARED 251 D LINDSAY MFG CO COM 53555510 339 14028 SH SHARED 01 14028 D LINDSAY MFG CO COM 53555510 293 12107 SH SHARED 02 5631 6476 D LINDSAY MFG CO COM 53555510 426 17600 SH SHARED 06 17600 D LINDSAY MFG CO COM 53555510 2536 104700 SH SHARED 11 104700 D LINDSAY MFG CO COM 53555510 341 14100 SH SHR/OTHR 11 14100 D LINEAR TECHNOLOGY CORP COM 53567810 10859 524115 SH SHARED 524115 D LINEAR TECHNOLOGY CORP COM 53567810 28118 1357070 SH SHARED 01 1324758 32312 D LINEAR TECHNOLOGY CORP COM 53567810 35 1701 SH SHR/OTHR 01 1701 D LINEAR TECHNOLOGY CORP COM 53567810 5110 246635 SH SHARED 02 245135 1500 D LINEAR TECHNOLOGY CORP COM 53567810 4144 200000 SH SHARED 04 200000 D LINEAR TECHNOLOGY CORP COM 53567810 438 21154 SH SHARED 06 21154 D LINEAR TECHNOLOGY CORP COM 53567810 89 4300 SH SHARED 07 4300 D LINEAR TECHNOLOGY CORP COM 53567810 62174 3000701 SH SHARED 11 1861981 1074360 64360 D LINEAR TECHNOLOGY CORP COM 53567810 9510 458993 SH SHR/OTHR 11 458993 D LINENS N THINGS INC COM 53567910 185 10091 SH SHARED 10091 D LINENS N THINGS INC COM 53567910 478 26050 SH SHARED 01 26050 D LINENS N THINGS INC COM 53567910 398 21687 SH SHARED 02 21687 D LIQUIDMETAL TECHNOLOGIES COM 53634X10 66 8300 SH SHARED 01 8300 D LIQUIDMETAL TECHNOLOGIES COM 53634X10 103 13000 SH SHARED 02 13000 D LITHIA MTRS INC CL A 53679710 258 15224 SH SHARED 15224 D LITHIA MTRS INC CL A 53679710 107 6300 SH SHARED 01 6300 D LITHIA MTRS INC CL A 53679710 105 6200 SH SHARED 02 6200 D LITTELFUSE INC COM 53700810 138 8246 SH SHARED 8246 D LITTELFUSE INC COM 53700810 820 48786 SH SHARED 01 48786 D LITTELFUSE INC COM 53700810 16 1000 SH SHR/OTHR 01 1000 D LITTELFUSE INC COM 53700810 185 11000 SH SHARED 02 11000 D LITTELFUSE INC COM 53700810 2 164 SH SHARED 11 164 D LIVEPERSON INC COM 53814610 60 96747 SH SHARED 01 96747 D LIZ CLAIBORNE INC COM 53932010 3711 148765 SH SHARED 148765 D LIZ CLAIBORNE INC COM 53932010 12283 492322 SH SHARED 01 492322 D LIZ CLAIBORNE INC COM 53932010 1494 59911 SH SHARED 02 59911 D LIZ CLAIBORNE INC COM 53932010 22 900 SH SHARED 07 900 D LIZ CLAIBORNE INC COM 53932010 864 34650 SH SHARED 11 30700 3950 D LIZ CLAIBORNE INC COM 53932010 1985 79588 SH SHR/OTHR 11 79588 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 3343 110537 SH SHARED 110537 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 2 87 SH SHARED 02 27 60 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 186 6160 SH SHARED 11 6160 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 1597 52800 SH SHR/OTHR 11 52800 D LOCAL FINL CORP COM 53955310 104 7597 SH SHARED 7597 D LOCAL FINL CORP COM 53955310 2274 164700 SH SHARED 01 164700 D LOCAL FINL CORP COM 53955310 150 10900 SH SHARED 02 10900 D LOCKHEED MARTIN CORP COM 53983010 99378 1536707 SH SHARED 1510886 25821 D LOCKHEED MARTIN CORP COM 53983010 122780 1898576 SH SHARED 01 1887578 10998 D LOCKHEED MARTIN CORP COM 53983010 466 7208 SH SHR/OTHR 01 800 6408 D LOCKHEED MARTIN CORP COM 53983010 16612 256880 SH SHARED 02 253667 3213 D LOCKHEED MARTIN CORP COM 53983010 17460 270000 SH SHARED 04 270000 D LOCKHEED MARTIN CORP COM 53983010 32444 501695 SH SHARED 06 501695 D LOCKHEED MARTIN CORP COM 53983010 6304 97494 SH SHARED 07 97494 D LOCKHEED MARTIN CORP COM 53983010 2780 43000 SH SHARED 08 43000 D LOCKHEED MARTIN CORP COM 53983010 1493 23100 SH SHARED 10 23100 D LOCKHEED MARTIN CORP COM 53983010 64454 996675 SH SHARED 11 66870 921100 8705 D LOCKHEED MARTIN CORP COM 53983010 113285 1751741 SH SHR/OTHR 11 1751741 D LODGENET ENTMT CORP COM 54021110 34 4514 SH SHARED 01 4514 D LODGENET ENTMT CORP COM 54021110 47 6200 SH SHARED 02 6200 D LODGENET ENTMT CORP COM 54021110 6691 873600 SH SHR/OTHR 11 873600 D LOEWS CORP NOTE 3.125% 9/1 540424AL 1868 2160000 PRN SHARED 2160000 D LOEWS CORP NOTE 3.125% 9/1 540424AL 6055 7000000 PRN SHARED 01 7000000 D LOEWS CORP NOTE 3.125% 9/1 540424AL 1564 1809000 PRN SHARED 02 1809000 D LOEWS CORP COM 54042410 313 7300 SH SHARED 7300 D LOEWS CORP COM 54042410 41097 958207 SH SHARED 958207 D LOEWS CORP COM 54042410 29413 685788 SH SHARED 01 684788 1000 D LOEWS CORP COM 54042410 4492 104735 SH SHARED 02 103681 1054 D LOEWS CORP COM 54042410 66 1556 SH SHARED 06 1556 D LOEWS CORP COM 54042410 233 5440 SH SHARED 07 5440 D LOEWS CORP COM 54042410 672 15670 SH SHARED 11 15670 D LOEWS CORP COM 54042410 8521 198690 SH SHR/OTHR 11 198690 D LOEWS CORP CAROLNA GP STK 54042420 8742 464776 SH SHARED 464776 D LOEWS CORP CAROLNA GP STK 54042420 534 28400 SH SHARED 01 28400 D LOEWS CORP CAROLNA GP STK 54042420 63 3362 SH SHARED 02 2662 700 D LOEWS CORP CAROLNA GP STK 54042420 10447 555405 SH SHARED 11 550000 5405 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 18 664 SH SHARED 664 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 6893 253808 SH SHARED 02 253808 D LONE STAR STEAKHOUSE SALOON COM 54230710 125 6000 SH SHARED 6000 D LONE STAR STEAKHOUSE SALOON COM 54230710 45 2181 SH SHARED 2181 D LONE STAR STEAKHOUSE SALOON COM 54230710 1148 54700 SH SHARED 01 54700 D LONE STAR STEAKHOUSE SALOON COM 54230710 207 9898 SH SHARED 02 9898 D LONE STAR TECHNOLOGIES INC COM 54231210 251 21236 SH SHARED 01 21236 D LONE STAR TECHNOLOGIES INC COM 54231210 192 16249 SH SHARED 02 16249 D LONG ISLAND FINANCIAL CORP COM 54266910 54 2587 SH SHARED 02 2587 D LONGS DRUG STORES CORP COM 54316210 35316 1529512 SH SHARED 1529512 D LONGS DRUG STORES CORP COM 54316210 788 34133 SH SHARED 01 34133 D LONGS DRUG STORES CORP COM 54316210 586 25400 SH SHARED 02 25400 D LONGS DRUG STORES CORP COM 54316210 5077 219890 SH SHARED 11 219890 D LONGS DRUG STORES CORP COM 54316210 0 1 SH SHR/OTHR 11 1 D LONGVIEW FIBRE CO COM 54321310 139 20106 SH SHARED 20106 D LONGVIEW FIBRE CO COM 54321310 343 49541 SH SHARED 01 49541 D LONGVIEW FIBRE CO COM 54321310 293 42300 SH SHARED 02 42300 D LOOKSMART LTD COM 54344210 42 43700 SH SHARED 02 38700 5000 D LOUDEYE CORP COM 54575410 0 650 SH SHARED 02 650 D LOUISIANA PAC CORP COM 54634710 1258 194450 SH SHARED 193950 500 D LOUISIANA PAC CORP COM 54634710 2562 396113 SH SHARED 01 396113 D LOUISIANA PAC CORP COM 54634710 8 1300 SH SHR/OTHR 01 1300 D LOUISIANA PAC CORP COM 54634710 835 129210 SH SHARED 02 129210 D LOUISIANA PAC CORP COM 54634710 7 1170 SH SHARED 11 1170 D LOUISIANA PAC CORP COM 54634710 355 54945 SH SHR/OTHR 11 54945 D LOWES COS INC NOTE 2/1 548661CF 8088 10423000 PRN SHARED 10423000 D LOWES COS INC NOTE 0.861%10/1 548661CG 21994 22675000 PRN SHARED 22675000 D LOWES COS INC COM 54866110 2980 72000 SH SHARED 72000 D LOWES COS INC COM 54866110 56902 1374446 SH SHARED 1374446 D LOWES COS INC COM 54866110 132255 3194568 SH SHARED 01 3187743 6825 D LOWES COS INC COM 54866110 202 4888 SH SHR/OTHR 01 650 4238 D LOWES COS INC COM 54866110 19017 459349 SH SHARED 02 446025 13324 D LOWES COS INC COM 54866110 1011 24425 SH SHARED 06 24425 D LOWES COS INC COM 54866110 353 8550 SH SHARED 07 8550 D LOWES COS INC COM 54866110 430 10400 SH SHARED 08 10400 D LOWES COS INC COM 54866110 10275 248190 SH SHARED 11 198330 6700 43160 D LOWES COS INC COM 54866110 22601 545929 SH SHR/OTHR 11 545929 D LUBRIZOL CORP COM 54927110 454 16083 SH SHARED 16083 D LUBRIZOL CORP COM 54927110 1300 46008 SH SHARED 01 46008 D LUBRIZOL CORP COM 54927110 433 15338 SH SHARED 02 14386 952 D LUBRIZOL CORP COM 54927110 41 1480 SH SHARED 11 280 1200 D LUBYS INC COM 54928210 67 13650 SH SHARED 01 13650 D LUBYS INC COM 54928210 72 14723 SH SHARED 02 13423 1300 D LUCENT TECHNOLOGIES INC COM 54946310 1 2185 SH SHARED 1000 1185 D LUCENT TECHNOLOGIES INC COM 54946310 4148 5458589 SH SHARED 5142863 315726 D LUCENT TECHNOLOGIES INC COM 54946310 10120 13317086 SH SHARED 01 13313814 3272 D LUCENT TECHNOLOGIES INC COM 54946310 40 52909 SH SHR/OTHR 01 12265 40644 D LUCENT TECHNOLOGIES INC COM 54946310 3092 4069296 SH SHARED 02 3970975 98321 D LUCENT TECHNOLOGIES INC COM 54946310 38 50000 SH SHARED 04 50000 D LUCENT TECHNOLOGIES INC COM 54946310 111 146289 SH SHARED 06 146289 D LUCENT TECHNOLOGIES INC COM 54946310 223 293750 SH SHARED 07 293750 D LUCENT TECHNOLOGIES INC COM 54946310 78 103764 SH SHARED 11 2700 101064 D LUCENT TECHNOLOGIES INC COM 54946310 1437 1891382 SH SHR/OTHR 11 1891382 D LUFKIN INDS INC COM 54976410 39 1600 SH SHARED 01 1600 D LUFKIN INDS INC COM 54976410 81 3300 SH SHARED 02 3300 D LUFKIN INDS INC COM 54976410 44 1810 SH SHARED 11 1810 D LUMINEX CORP DEL COM 55027E10 53 7600 SH SHARED 01 7600 D LUMINEX CORP DEL COM 55027E10 76 10800 SH SHARED 02 10800 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 23 1805 SH SHARED 1005 800 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 191 14850 SH SHARED 01 14850 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 1005 78100 SH SHARED 02 78100 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 103 8000 SH SHR/OTHR 11 8000 D LYDALL INC DEL COM 55081910 35 3000 SH SHARED 01 3000 D LYDALL INC DEL COM 55081910 100 8526 SH SHARED 02 8526 D LYDALL INC DEL COM 55081910 4 356 SH SHARED 11 356 D LYNX THERAPEUTICS INC COM NEW 55181230 0 32 SH SHARED 01 32 D LYNX THERAPEUTICS INC COM NEW 55181230 3 5000 SH SHARED 02 5000 D LYON WILLIAM HOMES COM 55207410 4 200 SH SHARED 01 200 D LYON WILLIAM HOMES COM 55207410 66 2900 SH SHARED 02 2900 D LYONDELL CHEMICAL CO COM 55207810 544 45562 SH SHARED 45562 D LYONDELL CHEMICAL CO COM 55207810 937 78506 SH SHARED 01 78506 D LYONDELL CHEMICAL CO COM 55207810 502 42095 SH SHARED 02 42095 D LYONDELL CHEMICAL CO COM 55207810 4776 400000 SH SHARED 05 400000 D LYONDELL CHEMICAL CO COM 55207810 1 100 SH SHARED 11 100 D M & T BK CORP COM 55261F10 943 11971 SH SHARED 11971 D M & T BK CORP COM 55261F10 5662 71847 SH SHARED 01 71847 D M & T BK CORP COM 55261F10 39 500 SH SHR/OTHR 01 500 D M & T BK CORP COM 55261F10 2077 26367 SH SHARED 02 25167 1200 D M & T BK CORP COM 55261F10 137 1750 SH SHARED 11 750 1000 D M & T BK CORP COM 55261F10 1259 15981 SH SHR/OTHR 11 15981 D MAF BANCORP INC COM 55261R10 153 4975 SH SHARED 4975 D MAF BANCORP INC COM 55261R10 4111 133043 SH SHARED 01 133043 D MAF BANCORP INC COM 55261R10 338 10951 SH SHARED 02 10951 D MAF BANCORP INC COM 55261R10 57 1860 SH SHARED 11 1860 D MBIA INC COM 55262C10 23513 588579 SH SHARED 588579 D MBIA INC COM 55262C10 26069 652558 SH SHARED 01 624307 28251 D MBIA INC COM 55262C10 1071 26828 SH SHR/OTHR 01 13594 13234 D MBIA INC COM 55262C10 3547 88809 SH SHARED 02 87574 1235 D MBIA INC COM 55262C10 154 3865 SH SHARED 06 3865 D MBIA INC COM 55262C10 51 1300 SH SHARED 07 1300 D MBIA INC COM 55262C10 45327 1134609 SH SHARED 11 350620 783989 D MBIA INC COM 55262C10 23630 591501 SH SHR/OTHR 11 591501 D MBNA CORP COM 55262L10 735 40000 SH SHARED 40000 D MBNA CORP COM 55262L10 50270 2735064 SH SHARED 2735064 D MBNA CORP COM 55262L10 104293 5674319 SH SHARED 01 5666746 7573 D MBNA CORP COM 55262L10 13627 741441 SH SHARED 02 717976 23465 D MBNA CORP COM 55262L10 13977 760500 SH SHARED 05 760500 D MBNA CORP COM 55262L10 1077 58636 SH SHARED 06 58636 D MBNA CORP COM 55262L10 415 22593 SH SHARED 07 22593 D MBNA CORP COM 55262L10 322 17550 SH SHARED 08 17550 D MBNA CORP COM 55262L10 12045 655380 SH SHARED 11 517156 138224 D MBNA CORP COM 55262L10 24434 1329385 SH SHR/OTHR 11 1329385 D MB FINANCIAL INC NEW COM 55264U10 147 4400 SH SHARED 01 4400 D MB FINANCIAL INC NEW COM 55264U10 214 6400 SH SHARED 02 6400 D MB FINANCIAL INC NEW COM 55264U10 62 1870 SH SHARED 11 1870 D M D C HLDGS INC COM 55267610 123 3500 SH SHARED 3500 D M D C HLDGS INC COM 55267610 2084 59042 SH SHARED 59042 D M D C HLDGS INC COM 55267610 341 9685 SH SHARED 01 9685 D M D C HLDGS INC COM 55267610 427 12118 SH SHARED 02 12118 D M D C HLDGS INC COM 55267610 7 200 SH SHARED 11 200 D MDS INC COM 55269P30 6 489 SH SHARED 02 489 D MDU RES GROUP INC COM 55269010 280 12278 SH SHARED 12278 D MDU RES GROUP INC COM 55269010 1099 48141 SH SHARED 01 48141 D MDU RES GROUP INC COM 55269010 456 19982 SH SHARED 02 19982 D MDU RES GROUP INC COM 55269010 47 2060 SH SHARED 11 2060 D MDU RES GROUP INC COM 55269010 21 937 SH SHR/OTHR 11 937 D MCSI INC COM 55270M10 98 19986 SH SHARED 01 19986 D MCSI INC COM 55270M10 63 12912 SH SHARED 02 12912 D MCSI INC COM 55270M10 449 90900 SH SHARED 06 90900 D MCSI INC COM 55270M10 764 154400 SH SHARED 11 154400 D MCSI INC COM 55270M10 318 64300 SH SHR/OTHR 11 64300 D MEVC DRAPER FISHER JURVET FD COM 55271E10 5075 649900 SH SHARED 649900 D MEVC DRAPER FISHER JURVET FD COM 55271E10 5 720 SH SHARED 02 720 D MEMC ELECTR MATLS INC COM 55271510 27 8184 SH SHARED 01 8184 D MEMC ELECTR MATLS INC COM 55271510 105 31900 SH SHARED 02 31900 D MFA MTG INVTS INC COM 55272X10 138 17100 SH SHARED 01 17100 D MFA MTG INVTS INC COM 55272X10 201 24873 SH SHARED 02 24873 D MFS CHARTER INCOME TR SH BEN INT 55272710 80 9500 SH SHARED 11 9500 D MFS INTER INCOME TR SH BEN INT 55273C10 358 50000 SH SHARED 01 50000 D MFS INTER INCOME TR SH BEN INT 55273C10 22 3078 SH SHARED 11 3078 D MFS MULTIMARKET INCOME TR SH BEN INT 55273710 1 200 SH SHARED 200 D MFS MULTIMARKET INCOME TR SH BEN INT 55273710 8 1500 SH SHARED 01 1500 D MGE ENERGY INC COM 55277P10 248 9700 SH SHARED 01 9700 D MGE ENERGY INC COM 55277P10 275 10740 SH SHARED 02 9200 1540 D MGIC INVT CORP WIS COM 55284810 40887 1001412 SH SHARED 1001412 D MGIC INVT CORP WIS COM 55284810 18227 446414 SH SHARED 01 444814 1600 D MGIC INVT CORP WIS COM 55284810 3518 86183 SH SHARED 02 85773 410 D MGIC INVT CORP WIS COM 55284810 140 3453 SH SHARED 06 3453 D MGIC INVT CORP WIS COM 55284810 36 900 SH SHARED 07 900 D MGIC INVT CORP WIS COM 55284810 33148 811862 SH SHARED 11 772202 39660 D MGIC INVT CORP WIS COM 55284810 3870 94796 SH SHR/OTHR 11 94796 D MGI PHARMA INC COM 55288010 129 18566 SH SHARED 01 18566 D MGI PHARMA INC COM 55288010 149 21348 SH SHARED 02 14498 6850 D MGI PPTYS INC COM 55288510 0 677000 SH SHARED 677000 D MGI PPTYS INC COM 55288510 0 1100 SH SHARED 02 500 600 D MGM MIRAGE COM 55295310 1981 53112 SH SHARED 17638 35474 D MGM MIRAGE COM 55295310 2003 53700 SH SHARED 01 53700 D MGM MIRAGE COM 55295310 284 7621 SH SHARED 02 7121 500 D MGM MIRAGE COM 55295310 65542 1757160 SH SHARED 06 1757160 D MGM MIRAGE COM 55295310 1797 48200 SH SHARED 07 48200 D MGM MIRAGE COM 55295310 2461 66000 SH SHARED 08 66000 D MGM MIRAGE COM 55295310 1812 48600 SH SHARED 10 48600 D MGM MIRAGE COM 55295310 75383 2021000 SH SHARED 11 85800 1935200 D MGM MIRAGE COM 55295310 3376 90535 SH SHR/OTHR 11 90535 D MIM CORP COM 55304410 377 39903 SH SHARED 39903 D MIM CORP COM 55304410 264 28000 SH SHARED 01 28000 D MIM CORP COM 55304410 121 12900 SH SHARED 02 12900 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 44 1420 SH SHARED 1420 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 129 4100 SH SHARED 01 4100 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 256 8148 SH SHARED 02 8148 D MKS INSTRUMENT INC COM 55306N10 78 7180 SH SHARED 7180 D MKS INSTRUMENT INC COM 55306N10 251 23070 SH SHARED 01 23070 D MKS INSTRUMENT INC COM 55306N10 148 13602 SH SHARED 02 13602 D MKS INSTRUMENT INC COM 55306N10 21 2000 SH SHARED 11 2000 D MMO2 PLC ADR 55309W10 898 145200 SH SHARED 02 145200 D MMO2 PLC ADR 55309W10 1903 307450 SH SHARED 05 307450 D MMO2 PLC ADR 55309W10 3 500 SH SHR/OTHR 11 500 D MPS GROUP INC COM 55340910 774 133503 SH SHARED 13503 120000 D MPS GROUP INC COM 55340910 443 76413 SH SHARED 01 76413 D MPS GROUP INC COM 55340910 435 75000 SH SHARED 02 75000 D MPS GROUP INC COM 55340910 51 8830 SH SHARED 11 8830 D MRO SOFTWARE INC COM 55347W10 95 10925 SH SHARED 10925 D MRO SOFTWARE INC COM 55347W10 610 70220 SH SHARED 01 70220 D MRO SOFTWARE INC COM 55347W10 88 10138 SH SHARED 02 10138 D MRV COMMUNICATIONS INC NOTE 5.000% 6/1 553477AB 6175 9135000 PRN SHARED 9135000 D MRV COMMUNICATIONS INC COM 55347710 34 40619 SH SHARED 40619 D MRV COMMUNICATIONS INC COM 55347710 63 74434 SH SHARED 01 74434 D MRV COMMUNICATIONS INC COM 55347710 48 56854 SH SHARED 02 52654 4200 D MRV COMMUNICATIONS INC COM 55347710 7 8600 SH SHARED 11 8600 D MSC INDL DIRECT INC CL A 55353010 35 3363 SH SHARED 3363 D MSC INDL DIRECT INC CL A 55353010 226 21300 SH SHARED 01 17700 3600 D MSC INDL DIRECT INC CL A 55353010 28 2640 SH SHARED 02 2640 D MSC INDL DIRECT INC CL A 55353010 1 185 SH SHARED 11 185 D MSC SOFTWARE CORP COM 55353110 833 97800 SH SHARED 01 97800 D MSC SOFTWARE CORP COM 55353110 56 6600 SH SHR/OTHR 01 6600 D MSC SOFTWARE CORP COM 55353110 123 14472 SH SHARED 02 14472 D MSC SOFTWARE CORP COM 55353110 20 2440 SH SHARED 11 2440 D MTR GAMING GROUP INC COM 55376910 97 10602 SH SHARED 10602 D MTR GAMING GROUP INC COM 55376910 1473 160000 SH SHARED 01 160000 D MTR GAMING GROUP INC COM 55376910 108 11800 SH SHARED 02 11800 D MTS SYS CORP COM 55377710 18 2004 SH SHARED 2004 D MTS SYS CORP COM 55377710 134 14200 SH SHARED 01 14200 D MTS SYS CORP COM 55377710 111 11800 SH SHARED 02 11800 D MTS SYS CORP COM 55377710 7 750 SH SHARED 11 750 D MACATAWA BK CORP COM 55422510 9 500 SH SHARED 01 500 D MACATAWA BK CORP COM 55422510 70 3800 SH SHARED 02 3800 D MACDERMID INC COM 55427310 951 47703 SH SHARED 01 45703 2000 D MACDERMID INC COM 55427310 28 1437 SH SHR/OTHR 01 1437 D MACDERMID INC COM 55427310 299 14995 SH SHARED 02 14995 D MACDERMID INC COM 55427310 8 450 SH SHARED 11 450 D MACERICH CO COM 55438210 6 200 SH SHARED 200 D MACERICH CO COM 55438210 906 29262 SH SHARED 01 29262 D MACERICH CO COM 55438210 641 20715 SH SHARED 02 18500 2215 D MACK CALI RLTY CORP COM 55448910 214 6679 SH SHARED 6679 D MACK CALI RLTY CORP COM 55448910 1168 36367 SH SHARED 01 32592 3775 D MACK CALI RLTY CORP COM 55448910 184 5750 SH SHR/OTHR 01 5750 D MACK CALI RLTY CORP COM 55448910 95 2962 SH SHARED 02 2762 200 D MACK CALI RLTY CORP COM 55448910 796 24800 SH SHR/OTHR 11 24800 D MACK CALI RLTY CORP COM 55448910 43642 1358300 SH SHARED 12 1358300 D MACROCHEM CORP DEL COM 55590310 2 2000 SH SHARED 02 100 1900 D MACROCHEM CORP DEL COM 55590310 19 19500 SH SHARED 11 19500 D MACROVISION CORP COM 55590410 163 13343 SH SHARED 13343 D MACROVISION CORP COM 55590410 541 44250 SH SHARED 01 44250 D MACROVISION CORP COM 55590410 464 38000 SH SHARED 02 35100 2900 D MACROVISION CORP COM 55590410 613 50200 SH SHARED 07 50200 D MACROVISION CORP COM 55590410 9 800 SH SHARED 11 800 D MACROMEDIA INC COM 55610010 336 43582 SH SHARED 43582 D MACROMEDIA INC COM 55610010 398 51550 SH SHARED 01 48700 2850 D MACROMEDIA INC COM 55610010 17 2205 SH SHR/OTHR 01 2205 D MACROMEDIA INC COM 55610010 163 21185 SH SHARED 02 21185 D MACRONIX INTL LTD SPONSORED ADR 55610310 780 251672 SH SHARED 251672 D MACRONIX INTL LTD SPONSORED ADR 55610310 1 473 SH SHARED 05 473 D MACRONIX INTL LTD SPONSORED ADR 55610310 0 1 SH SHARED 06 1 D MADDEN STEVEN LTD COM 55626910 15 1086 SH SHARED 1086 D MADDEN STEVEN LTD COM 55626910 207 14400 SH SHARED 01 14400 D MADDEN STEVEN LTD COM 55626910 79 5550 SH SHARED 02 5550 D MADDEN STEVEN LTD COM 55626910 48 3370 SH SHARED 11 3370 D MAGELLAN HEALTH SVCS INC COM 55907910 1 4700 SH SHARED 01 4700 D MAGELLAN HEALTH SVCS INC COM 55907910 4 17000 SH SHARED 02 17000 D MAGMA DESIGN AUTOMATION COM 55918110 14 1637 SH SHARED 1637 D MAGMA DESIGN AUTOMATION COM 55918110 93 10432 SH SHARED 01 10432 D MAGMA DESIGN AUTOMATION COM 55918110 127 14300 SH SHARED 02 14300 D MAGNA ENTMT CORP CL A 55921110 76 14000 SH SHARED 01 14000 D MAGNA ENTMT CORP CL A 55921110 135 25000 SH SHARED 02 25000 D MAGNA INTL INC CL A 55922240 3489 61900 SH SHARED 61900 D MAGNA INTL INC CL A 55922240 192 3410 SH SHARED 02 3410 D MAGNA INTL INC CL A 55922240 396 7025 SH SHARED 06 7025 D MAGNETEK INC COM 55942410 0 23 SH SHARED 23 D MAGNETEK INC COM 55942410 12 4000 SH SHARED 01 4000 D MAGNETEK INC COM 55942410 36 11323 SH SHARED 02 11323 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 14 41412 SH SHARED 02 16362 25050 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 242 46157 SH SHARED 01 46157 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 1503 286442 SH SHARED 02 90800 195642 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 700 45200 SH SHARED 45200 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 74 4800 SH SHARED 01 4800 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 7788 502500 SH SHARED 04 502500 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1040 67100 SH SHARED 05 67100 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1813 117000 SH SHARED 07 117000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 602 38864 SH SHARED 13 38864 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 23 5000 SH SHARED 5000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 0 200 SH SHARED 02 200 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 210 45250 SH SHARED 06 45250 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 250 53863 SH SHARED 09 53863 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 498 107250 SH SHARED 13 107250 D MAIL-WELL INC COM 56032120 5 5400 SH SHARED 01 5400 D MAIL-WELL INC COM 56032120 19 18800 SH SHARED 02 18800 D MAIL-WELL INC COM 56032120 5 5600 SH SHARED 11 5600 D MAIN STR BKS INC NEW COM 56034R10 38 2100 SH SHARED 01 2100 D MAIN STR BKS INC NEW COM 56034R10 107 5800 SH SHARED 02 5800 D MAINE PUB SVC CO COM 56048310 29 1096 SH SHARED 11 1096 D MAINE PUB SVC CO COM 56048310 12 474 SH SHR/OTHR 11 474 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 4 200 SH SHARED 01 200 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 76 3200 SH SHARED 02 3200 D MALAYSIA FD INC COM 56090510 24 6450 SH SHARED 6450 D MALAN RLTY INVS INC COM 56106310 318 69900 SH SHARED 69900 D MALLON RES CORP COM NEW 56124020 6 15000 SH SHR/OTHR 01 15000 D MANAGED MUNS PORTFOLIO INC COM 56166210 231 20784 SH SHARED 11 19804 980 D MANAGEMENT NETWORK GROUP INC COM 56169310 2 2000 SH SHARED 02 2000 D MANDALAY RESORT GROUP COM 56256710 2050 61132 SH SHARED 01 61132 D MANDALAY RESORT GROUP COM 56256710 879 26219 SH SHARED 02 26219 D MANHATTAN ASSOCS INC COM 56275010 16 1191 SH SHARED 1191 D MANHATTAN ASSOCS INC COM 56275010 2647 195800 SH SHARED 01 195800 D MANHATTAN ASSOCS INC COM 56275010 203 15085 SH SHARED 02 15085 D MANITOWOC INC COM 56357110 302 11067 SH SHARED 11067 D MANITOWOC INC COM 56357110 1688 61739 SH SHARED 01 61739 D MANITOWOC INC COM 56357110 620 22673 SH SHARED 02 14848 7825 D MANITOWOC INC COM 56357110 2015 73695 SH SHARED 11 11695 62000 D MANOR CARE INC NEW COM 56405510 143 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 56405510 3024 134557 SH SHARED 134557 D MANOR CARE INC NEW COM 56405510 8601 382637 SH SHARED 01 382637 D MANOR CARE INC NEW COM 56405510 1231 54796 SH SHARED 02 54796 D MANOR CARE INC NEW COM 56405510 1375 61196 SH SHR/OTHR 11 61196 D MANPOWER INC DBCV 8/1 56418HAC 1125 1940000 PRN SHARED 1940000 D MANPOWER INC COM 56418H10 2825 96301 SH SHARED 96301 D MANPOWER INC COM 56418H10 2317 78975 SH SHARED 01 78975 D MANPOWER INC COM 56418H10 614 20942 SH SHARED 02 20942 D MANPOWER INC COM 56418H10 19 650 SH SHARED 07 650 D MANPOWER INC COM 56418H10 190 6500 SH SHARED 11 6500 D MANPOWER INC COM 56418H10 604 20590 SH SHR/OTHR 11 20590 D MANTECH INTL CORP CL A 56456310 47 2037 SH SHARED 2037 D MANTECH INTL CORP CL A 56456310 717 30600 SH SHARED 01 30600 D MANTECH INTL CORP CL A 56456310 102 4372 SH SHARED 02 4372 D MANUFACTURED HOME CMNTYS INC COM 56468210 661 20750 SH SHARED 01 20750 D MANUFACTURED HOME CMNTYS INC COM 56468210 277 8717 SH SHARED 02 7375 1342 D MANUFACTURED HOME CMNTYS INC COM 56468210 1262 39600 SH SHARED 12 39600 D MAPICS INC COM 56491010 60 10790 SH SHARED 01 10790 D MAPICS INC COM 56491010 45 8200 SH SHARED 02 8200 D MANUFACTURERS SVCS LTD COM 56500510 7 2700 SH SHARED 01 2700 D MANUFACTURERS SVCS LTD COM 56500510 22 8200 SH SHARED 02 8200 D MANULIFE FINL CORP COM 56501R10 21 1000 SH SHARED 01 1000 D MANULIFE FINL CORP COM 56501R10 45 2180 SH SHARED 02 2180 D MANULIFE FINL CORP COM 56501R10 664 31611 SH SHARED 06 31611 D MANULIFE FINL CORP COM 56501R10 125 5971 SH SHARED 11 5971 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 929 2250000 PRN SHARED 2250000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 206 500000 PRN SHARED 01 500000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 1773 4294000 PRN SHARED 02 4294000 D MANUGISTICS GROUP INC COM 56501110 10 3729 SH SHARED 3729 D MANUGISTICS GROUP INC COM 56501110 129 46500 SH SHARED 01 46500 D MANUGISTICS GROUP INC COM 56501110 192 69153 SH SHARED 02 69153 D MAPINFO CORP COM 56510510 81 20702 SH SHARED 01 20702 D MAPINFO CORP COM 56510510 34 8685 SH SHARED 02 8685 D MAPINFO CORP COM 56510510 17 4500 SH SHARED 11 4500 D MARATHON OIL CORP COM 56584910 70872 3124894 SH SHARED 3120394 4500 D MARATHON OIL CORP COM 56584910 28234 1244904 SH SHARED 01 1244904 D MARATHON OIL CORP COM 56584910 117 5200 SH SHR/OTHR 01 5200 D MARATHON OIL CORP COM 56584910 4189 184700 SH SHARED 02 180000 4700 D MARATHON OIL CORP COM 56584910 294 13000 SH SHARED 04 13000 D MARATHON OIL CORP COM 56584910 92 4097 SH SHARED 06 4097 D MARATHON OIL CORP COM 56584910 799 35254 SH SHARED 07 35254 D MARATHON OIL CORP COM 56584910 930 41029 SH SHARED 11 40329 700 D MARATHON OIL CORP COM 56584910 3718 163971 SH SHR/OTHR 11 163971 D MARCUS CORP COM 56633010 24 1834 SH SHARED 1834 D MARCUS CORP COM 56633010 367 28062 SH SHARED 01 28062 D MARCUS CORP COM 56633010 152 11659 SH SHARED 02 11659 D MARCUS CORP COM 56633010 93 7146 SH SHARED 11 228 6918 D MARIMBA INC COM 56781Q10 21 15000 SH SHARED 02 15000 D MARINEMAX INC COM 56790810 52 5844 SH SHARED 5844 D MARINEMAX INC COM 56790810 2 300 SH SHARED 01 300 D MARINEMAX INC COM 56790810 37 4200 SH SHARED 02 4200 D MARINE PRODS CORP COM 56842710 10 960 SH SHARED 01 960 D MARINE PRODS CORP COM 56842710 39 3700 SH SHARED 02 3700 D MARKEL CORP COM 57053510 54 273 SH SHARED 273 D MARKEL CORP COM 57053510 849 4264 SH SHARED 01 4264 D MARKEL CORP COM 57053510 107 539 SH SHARED 02 539 D MARKEL CORP COM 57053510 258 1300 SH SHR/OTHR 11 1300 D MARSH & MCLENNAN COS INC COM 57174810 208 5000 SH SHARED 5000 D MARSH & MCLENNAN COS INC COM 57174810 62582 1502948 SH SHARED 1466735 36213 D MARSH & MCLENNAN COS INC COM 57174810 98813 2373050 SH SHARED 01 2361350 1400 10300 D MARSH & MCLENNAN COS INC COM 57174810 1140 27386 SH SHR/OTHR 01 17000 10386 D MARSH & MCLENNAN COS INC COM 57174810 12595 302480 SH SHARED 02 300388 2092 D MARSH & MCLENNAN COS INC COM 57174810 18059 433700 SH SHARED 03 294100 139600 D MARSH & MCLENNAN COS INC COM 57174810 1665 40000 SH SHARED 04 40000 D MARSH & MCLENNAN COS INC COM 57174810 38986 936266 SH SHARED 06 936266 D MARSH & MCLENNAN COS INC COM 57174810 547 13160 SH SHARED 07 13160 D MARSH & MCLENNAN COS INC COM 57174810 2474 59414 SH SHARED 08 59414 D MARSH & MCLENNAN COS INC COM 57174810 5051 121320 SH SHARED 09 121320 D MARSH & MCLENNAN COS INC COM 57174810 1478 35500 SH SHARED 10 35500 D MARSH & MCLENNAN COS INC COM 57174810 113691 2730348 SH SHARED 11 888050 1736100 106198 D MARSH & MCLENNAN COS INC COM 57174810 23286 559241 SH SHR/OTHR 11 559241 D MARSHALL & ILSLEY CORP COM 57183410 23898 856867 SH SHARED 856867 D MARSHALL & ILSLEY CORP COM 57183410 22046 790496 SH SHARED 01 790496 D MARSHALL & ILSLEY CORP COM 57183410 3706 132893 SH SHARED 02 132893 D MARSHALL & ILSLEY CORP COM 57183410 74 2666 SH SHARED 06 2666 D MARSHALL & ILSLEY CORP COM 57183410 1053 37780 SH SHARED 11 8520 29260 D MARSHALL & ILSLEY CORP COM 57183410 3075 110261 SH SHR/OTHR 11 110261 D MARRIOTT INTL INC NEW CL A 57190320 9332 321917 SH SHARED 321917 D MARRIOTT INTL INC NEW CL A 57190320 74990 2586787 SH SHARED 01 1012975 1573812 D MARRIOTT INTL INC NEW CL A 57190320 1371 47315 SH SHR/OTHR 01 47315 D MARRIOTT INTL INC NEW CL A 57190320 5247 181008 SH SHARED 02 178875 2133 D MARRIOTT INTL INC NEW CL A 57190320 898 31000 SH SHARED 03 31000 D MARRIOTT INTL INC NEW CL A 57190320 100 3483 SH SHARED 06 3483 D MARRIOTT INTL INC NEW CL A 57190320 104 3600 SH SHARED 07 3600 D MARRIOTT INTL INC NEW CL A 57190320 106 3666 SH SHARED 11 3666 D MARRIOTT INTL INC NEW CL A 57190320 9545 329253 SH SHR/OTHR 11 329253 D MARTEK BIOSCIENCES CORP COM 57290110 101 6178 SH SHARED 6178 D MARTEK BIOSCIENCES CORP COM 57290110 427 26122 SH SHARED 01 26122 D MARTEK BIOSCIENCES CORP COM 57290110 185 11300 SH SHARED 02 11300 D MARTHA STEWART LIVING OMNIME CL A 57308310 87 12490 SH SHARED 12490 D MARTHA STEWART LIVING OMNIME CL A 57308310 150 21522 SH SHARED 01 21522 D MARTHA STEWART LIVING OMNIME CL A 57308310 60 8593 SH SHARED 02 8593 D MARTIN MARIETTA MATLS INC COM 57328410 109 3377 SH SHARED 3377 D MARTIN MARIETTA MATLS INC COM 57328410 1319 40502 SH SHARED 01 40442 60 D MARTIN MARIETTA MATLS INC COM 57328410 20 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 487 14958 SH SHARED 02 14958 D MARTIN MARIETTA MATLS INC COM 57328410 1110 34100 SH SHR/OTHR 11 34100 D MARVEL ENTERPRISES INC COM 57383M10 247 35300 SH SHARED 01 30700 4600 D MARVEL ENTERPRISES INC COM 57383M10 31 4500 SH SHR/OTHR 01 4500 D MARVEL ENTERPRISES INC COM 57383M10 67 9600 SH SHARED 02 9600 D MASCO CORP NOTE 7/2 574599AW 9107 24884000 PRN SHARED 24884000 D MASCO CORP COM 57459910 23329 1193318 SH SHARED 1193318 D MASCO CORP COM 57459910 38464 1967488 SH SHARED 01 1962688 4800 D MASCO CORP COM 57459910 322 16500 SH SHR/OTHR 01 3800 12700 D MASCO CORP COM 57459910 6931 354557 SH SHARED 02 352809 1748 D MASCO CORP COM 57459910 233 11920 SH SHARED 06 11920 D MASCO CORP COM 57459910 79 4050 SH SHARED 07 4050 D MASCO CORP COM 57459910 37114 1898426 SH SHARED 11 79800 11700 1806926 D MASCO CORP COM 57459910 6740 344800 SH SHR/OTHR 11 344800 D MASISA S A SPONSORED ADR 57479910 6 1200 SH SHARED 01 1200 D MASSACHUSETTS HEALTH & ED TX SH BEN INT 57567210 10 700 SH SHR/OTHR 11 700 D MASSBANK CORP READ MASS COM 57615210 50 1700 SH SHARED 01 1700 D MASSBANK CORP READ MASS COM 57615210 62 2102 SH SHARED 02 2102 D MASSEY ENERGY CORP COM 57620610 116 18075 SH SHARED 18075 D MASSEY ENERGY CORP COM 57620610 351 54527 SH SHARED 01 54527 D MASSEY ENERGY CORP COM 57620610 239 37065 SH SHARED 02 37065 D MASSEY ENERGY CORP COM 57620610 6 1000 SH SHARED 11 1000 D MASTEC INC COM 57632310 0 16 SH SHARED 16 D MASTEC INC COM 57632310 22 6950 SH SHARED 01 6950 D MASTEC INC COM 57632310 36 11300 SH SHARED 02 11300 D MATERIAL SCIENCES CORP COM 57667410 15 1300 SH SHARED 01 1300 D MATERIAL SCIENCES CORP COM 57667410 70 5772 SH SHARED 02 5772 D MATRIA HEALTHCARE INC COM NEW 57681720 30 3500 SH SHARED 01 3500 D MATRIA HEALTHCARE INC COM NEW 57681720 30 3602 SH SHARED 02 3602 D MATRIXONE INC COM 57685P30 10 2421 SH SHARED 2421 D MATRIXONE INC COM 57685P30 97 22400 SH SHARED 01 22400 D MATRIXONE INC COM 57685P30 115 26546 SH SHARED 02 26546 D MATSUSHITA ELEC INDL ADR 57687920 28 2728 SH SHARED 2728 D MATSUSHITA ELEC INDL ADR 57687920 56 5400 SH SHARED 01 5400 D MATSUSHITA ELEC INDL ADR 57687920 339 32740 SH SHARED 11 20090 12650 D MATTEL INC COM 57708110 712 39550 SH SHARED 39550 D MATTEL INC COM 57708110 10537 585112 SH SHARED 585112 D MATTEL INC COM 57708110 34647 1923786 SH SHARED 01 1923786 D MATTEL INC COM 57708110 37 2087 SH SHR/OTHR 01 2087 D MATTEL INC COM 57708110 5737 318582 SH SHARED 02 318582 D MATTEL INC COM 57708110 82745 4594400 SH SHARED 04 4594400 D MATTEL INC COM 57708110 227 12648 SH SHARED 06 12648 D MATTEL INC COM 57708110 514 28593 SH SHARED 07 28593 D MATTEL INC COM 57708110 10998 610692 SH SHARED 11 595988 14700 4 D MATTEL INC COM 57708110 6425 356782 SH SHR/OTHR 11 356782 D MATTHEWS INTL CORP CL A 57712810 83 3559 SH SHARED 3559 D MATTHEWS INTL CORP CL A 57712810 369 15800 SH SHARED 01 15800 D MATTHEWS INTL CORP CL A 57712810 362 15500 SH SHARED 02 15500 D MATTSON TECHNOLOGY INC COM 57722310 26 15964 SH SHARED 01 15964 D MATTSON TECHNOLOGY INC COM 57722310 19 11819 SH SHARED 02 11819 D MAUI LD & PINEAPPLE INC COM 57734510 39 2200 SH SHARED 01 2200 D MAUI LD & PINEAPPLE INC COM 57734510 28 1600 SH SHARED 02 1600 D MAXIM INTEGRATED PRODS INC COM 57772K10 18323 740039 SH SHARED 740039 D MAXIM INTEGRATED PRODS INC COM 57772K10 31902 1288455 SH SHARED 01 1288455 D MAXIM INTEGRATED PRODS INC COM 57772K10 7331 296089 SH SHARED 02 296089 D MAXIM INTEGRATED PRODS INC COM 57772K10 478 19343 SH SHARED 06 19343 D MAXIM INTEGRATED PRODS INC COM 57772K10 102 4150 SH SHARED 07 4150 D MAXIM INTEGRATED PRODS INC COM 57772K10 10772 435084 SH SHARED 11 435084 D MAXIM INTEGRATED PRODS INC COM 57772K10 8068 325875 SH SHR/OTHR 11 325875 D MAXIM PHARMACEUTICALS INC COM 57772M10 180 84600 SH SHARED 84600 D MAXIM PHARMACEUTICALS INC COM 57772M10 2 1000 SH SHR/OTHR 01 1000 D MAXTOR CORP COM NEW 57772920 727 278590 SH SHARED 01 278590 D MAXTOR CORP COM NEW 57772920 296 113618 SH SHARED 02 113618 D MAXTOR CORP COM NEW 57772920 68 26068 SH SHARED 11 26068 D MAXWELL SHOE INC CL A 57776610 22 2000 SH SHARED 01 2000 D MAXWELL SHOE INC CL A 57776610 88 7800 SH SHARED 02 7800 D MAXWELL TECHNOLOGIES INC COM 57776710 53 10185 SH SHARED 10185 D MAXWELL TECHNOLOGIES INC COM 57776710 66 12700 SH SHARED 01 12700 D MAXYGEN INC COM 57777610 6 1086 SH SHARED 1086 D MAXYGEN INC COM 57777610 109 17648 SH SHARED 01 17648 D MAXYGEN INC COM 57777610 99 16100 SH SHARED 02 16100 D MAXYGEN INC COM 57777610 8 1360 SH SHARED 11 1360 D MAY DEPT STORES CO COM 57777810 27454 1205725 SH SHARED 1205725 D MAY DEPT STORES CO COM 57777810 28570 1254724 SH SHARED 01 1245724 9000 D MAY DEPT STORES CO COM 57777810 475 20884 SH SHR/OTHR 01 14620 6264 D MAY DEPT STORES CO COM 57777810 3780 166033 SH SHARED 02 165083 950 D MAY DEPT STORES CO COM 57777810 104 4599 SH SHARED 06 4599 D MAY DEPT STORES CO COM 57777810 590 25927 SH SHARED 07 25927 D MAY DEPT STORES CO COM 57777810 31775 1395505 SH SHARED 11 1300746 94759 D MAY DEPT STORES CO COM 57777810 4286 188259 SH SHR/OTHR 11 188259 D MAXXAM INC COM 57791310 0 10 SH SHARED 02 10 D MAVERICK TUBE CORP COM 57791410 2 326 SH SHARED 326 D MAVERICK TUBE CORP COM 57791410 1070 120683 SH SHARED 01 120683 D MAVERICK TUBE CORP COM 57791410 202 22850 SH SHARED 02 22350 500 D MAXIMUS INC COM 57793310 0 1 SH SHARED 1 D MAXIMUS INC COM 57793310 78 3500 SH SHARED 01 3500 D MAXIMUS INC COM 57793310 220 9858 SH SHARED 02 9858 D MAXIMUS INC COM 57793310 452 20222 SH SHARED 11 20222 D MAYORS JEWELERS INC DEL COM 57846210 17 63800 SH SHARED 63800 D MAYTAG CORP COM 57859210 222 9600 SH SHARED 9600 D MAYTAG CORP COM 57859210 6558 282952 SH SHARED 282952 D MAYTAG CORP COM 57859210 8387 361845 SH SHARED 01 361845 D MAYTAG CORP COM 57859210 2959 127673 SH SHR/OTHR 01 127673 D MAYTAG CORP COM 57859210 1610 69488 SH SHARED 02 69388 100 D MAYTAG CORP COM 57859210 22 962 SH SHARED 06 962 D MAYTAG CORP COM 57859210 15 650 SH SHARED 07 650 D MAYTAG CORP COM 57859210 961 41497 SH SHR/OTHR 11 41497 D MCAFEE COM CORP CL A 57906210 0 7921 SH SHARED 7921 D MCAFEE COM CORP CL A 57906210 0 12080 SH SHARED 02 12080 D MCCLATCHY CO CL A 57948910 205 3364 SH SHARED 3364 D MCCLATCHY CO CL A 57948910 1180 19366 SH SHARED 01 19366 D MCCLATCHY CO CL A 57948910 126 2081 SH SHARED 02 1371 710 D MCCORMICK & CO INC COM NON VTG 57978020 327 14372 SH SHARED 14372 D MCCORMICK & CO INC COM NON VTG 57978020 2497 109560 SH SHARED 01 109560 D MCCORMICK & CO INC COM NON VTG 57978020 1816 79649 SH SHARED 02 46407 33242 D MCDATA CORP CL B 58003110 3373 614454 SH SHARED 614454 D MCDATA CORP CL B 58003110 11 2050 SH SHARED 01 2050 D MCDATA CORP CL B 58003110 8 1492 SH SHR/OTHR 01 1492 D MCDATA CORP CL B 58003110 139 25456 SH SHARED 02 25174 282 D MCDATA CORP CL A 58003120 7165 1319602 SH SHARED 1319497 105 D MCDATA CORP CL A 58003120 886 163176 SH SHARED 01 162505 671 D MCDATA CORP CL A 58003120 14 2614 SH SHR/OTHR 01 1222 1392 D MCDATA CORP CL A 58003120 336 62041 SH SHARED 02 61414 627 D MCDATA CORP CL A 58003120 0 146 SH SHARED 06 146 D MCDATA CORP CL A 58003120 2276 419205 SH SHARED 11 418894 311 D MCDATA CORP CL A 58003120 1 218 SH SHR/OTHR 11 218 D MCDERMOTT INTL INC COM 58003710 749 122248 SH SHARED 122248 D MCDERMOTT INTL INC COM 58003710 1145 186881 SH SHARED 01 186881 D MCDERMOTT INTL INC COM 58003710 210 34393 SH SHARED 02 34393 D MCDERMOTT INTL INC COM 58003710 4550 742300 SH SHARED 11 742300 D MCDERMOTT INTL INC COM 58003710 198 32306 SH SHR/OTHR 11 32306 D MCDONALDS CORP COM 58013510 296 16800 SH SHARED 16800 D MCDONALDS CORP COM 58013510 76271 4318903 SH SHARED 4184510 134393 D MCDONALDS CORP COM 58013510 91830 5199939 SH SHARED 01 5183539 16400 D MCDONALDS CORP COM 58013510 3876 219493 SH SHR/OTHR 01 184957 34536 D MCDONALDS CORP COM 58013510 14644 829262 SH SHARED 02 785097 44165 D MCDONALDS CORP COM 58013510 6255 354200 SH SHARED 03 278600 75600 D MCDONALDS CORP COM 58013510 6933 392600 SH SHARED 04 392600 D MCDONALDS CORP COM 58013510 788 44634 SH SHARED 06 44634 D MCDONALDS CORP COM 58013510 1628 92200 SH SHARED 07 92200 D MCDONALDS CORP COM 58013510 87227 4939252 SH SHARED 11 4182947 756305 D MCDONALDS CORP COM 58013510 16334 924920 SH SHR/OTHR 11 924920 D MCG CAPITAL CORP COM 58047P10 500 38000 SH SHARED 01 28800 9200 D MCG CAPITAL CORP COM 58047P10 143 10900 SH SHARED 02 10900 D MCGRATH RENTCORP COM 58058910 13 684 SH SHARED 684 D MCGRATH RENTCORP COM 58058910 114 5600 SH SHARED 01 5600 D MCGRATH RENTCORP COM 58058910 146 7200 SH SHARED 02 7200 D MCGRAW HILL COS INC COM 58064510 38242 624669 SH SHARED 590748 33921 D MCGRAW HILL COS INC COM 58064510 130614 2133530 SH SHARED 01 1347179 786351 D MCGRAW HILL COS INC COM 58064510 145481 2376368 SH SHR/OTHR 01 2246380 129988 D MCGRAW HILL COS INC COM 58064510 6787 110863 SH SHARED 02 108923 1940 D MCGRAW HILL COS INC COM 58064510 3061 50000 SH SHARED 04 50000 D MCGRAW HILL COS INC COM 58064510 68451 1118119 SH SHARED 06 1118119 D MCGRAW HILL COS INC COM 58064510 3474 56760 SH SHARED 07 56760 D MCGRAW HILL COS INC COM 58064510 4046 66100 SH SHARED 08 66100 D MCGRAW HILL COS INC COM 58064510 2265 37000 SH SHARED 10 37000 D MCGRAW HILL COS INC COM 58064510 120047 1960920 SH SHARED 11 395454 1494800 70666 D MCGRAW HILL COS INC COM 58064510 66721 1089860 SH SHR/OTHR 11 1089860 D MCKESSON CORP COM 58155Q10 27277 962840 SH SHARED 933306 29534 D MCKESSON CORP COM 58155Q10 32865 1160089 SH SHARED 01 1160089 D MCKESSON CORP COM 58155Q10 22 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 7126 251567 SH SHARED 02 203217 48350 D MCKESSON CORP COM 58155Q10 19134 675404 SH SHARED 06 675404 D MCKESSON CORP COM 58155Q10 67 2400 SH SHARED 07 2400 D MCKESSON CORP COM 58155Q10 1711 60400 SH SHARED 08 60400 D MCKESSON CORP COM 58155Q10 934 33000 SH SHARED 10 33000 D MCKESSON CORP COM 58155Q10 66490 2347000 SH SHARED 11 736700 1590900 19400 D MCKESSON CORP COM 58155Q10 6368 224794 SH SHR/OTHR 11 224794 D MCLEODUSA INC CL A 58226670 305 1018630 SH SHARED 1018630 D MCLEODUSA INC CL A 58226670 0 3 SH SHARED 01 3 D MCLEODUSA INC CL A 58226670 0 70 SH SHARED 02 70 D MEADE INSTRUMENTS CORP COM 58306210 0 150 SH SHARED 02 150 D MEADWESTVACO CORP COM 58333410 8328 433547 SH SHARED 432704 843 D MEADWESTVACO CORP COM 58333410 15381 800687 SH SHARED 01 800687 D MEADWESTVACO CORP COM 58333410 38 2000 SH SHR/OTHR 01 2000 D MEADWESTVACO CORP COM 58333410 2473 128745 SH SHARED 02 128745 D MEADWESTVACO CORP COM 58333410 78 4100 SH SHARED 06 4100 D MEADWESTVACO CORP COM 58333410 33 1750 SH SHARED 07 1750 D MEADWESTVACO CORP COM 58333410 294 15349 SH SHARED 11 13877 1472 D MEADWESTVACO CORP COM 58333410 2116 110161 SH SHR/OTHR 11 110161 D MEASUREMENT SPECIALTIES INC COM 58342110 78 7800 SH SHARED 7800 D MEASUREMENT SPECIALTIES INC COM 58342110 240 24050 SH SHARED 01 24050 D MEASUREMENT SPECIALTIES INC COM 58342110 6 600 SH SHARED 02 600 D MEASUREMENT SPECIALTIES INC COM 58342110 1220 122000 SH SHARED 06 122000 D MEASUREMENT SPECIALTIES INC COM 58342110 1908 190800 SH SHARED 11 190800 D MEASUREMENT SPECIALTIES INC COM 58342110 647 64700 SH SHR/OTHR 11 64700 D MECHANICAL TECHNOLOGY INC COM 58353810 0 100 SH SHARED 02 100 D MEDAREX INC NOTE 4.500% 7/0 583916AA 7132 12150000 PRN SHARED 12150000 D MEDAREX INC NOTE 4.500% 7/0 583916AA 1174 2000000 PRN SHARED 01 2000000 D MEDAREX INC COM 58391610 1134 338513 SH SHARED 338513 D MEDAREX INC COM 58391610 133 39712 SH SHARED 01 39712 D MEDAREX INC COM 58391610 134 40080 SH SHARED 02 40080 D MEDAREX INC COM 58391610 3672 1096200 SH SHARED 04 1096200 D MEDAREX INC COM 58391610 21 6300 SH SHR/OTHR 11 6300 D MED-DESIGN CORP COM 58392610 73 20832 SH SHARED 01 20832 D MED-DESIGN CORP COM 58392610 16 4800 SH SHARED 02 4800 D MEDALLION FINL CORP COM 58392810 1313 275366 SH SHARED 275366 D MEDALLION FINL CORP COM 58392810 0 100 SH SHARED 02 100 D MEDCATH CORP COM 58404W10 103 9201 SH SHARED 9201 D MEDCATH CORP COM 58404W10 381 33798 SH SHARED 02 21850 11948 D MEDFORD BANCORP INC COM 58413110 454 13000 SH SHARED 01 13000 D MEDFORD BANCORP INC COM 58413110 132 3800 SH SHARED 02 3800 D MEDI-HUT CO INC COM 58438C10 5 2000 SH SHARED 02 2000 D MEDIA ARTS GROUP INC COM 58439C10 5 3000 SH SHARED 3000 D MEDIA GEN INC CL A 58440410 1181 23237 SH SHARED 23237 D MEDIA GEN INC CL A 58440410 1299 25550 SH SHARED 01 25550 D MEDIA GEN INC CL A 58440410 296 5821 SH SHARED 02 5821 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 1171 1800000 PRN SHARED 01 1800000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 110 20547 SH SHARED 20547 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 288 53700 SH SHARED 01 53700 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 251 46743 SH SHARED 02 36793 9950 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 1061 70000 SH SHARED 70000 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 32 2144 SH SHARED 01 2144 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 212 13984 SH SHARED 02 10134 3850 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 1513 99800 SH SHARED 06 99800 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 2809 185200 SH SHARED 11 185200 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 1312 86500 SH SHR/OTHR 11 86500 D MEDICINES CO COM 58468810 241 22000 SH SHARED 01 22000 D MEDICINES CO COM 58468810 148 13500 SH SHARED 02 13500 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 28 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 4 100 SH SHARED 100 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 632 15484 SH SHARED 01 15484 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1154 28256 SH SHARED 02 28006 250 D MEDIMMUNE INC COM 58469910 7768 371352 SH SHARED 371352 D MEDIMMUNE INC COM 58469910 20539 981808 SH SHARED 01 959671 22137 D MEDIMMUNE INC COM 58469910 50 2398 SH SHR/OTHR 01 200 2198 D MEDIMMUNE INC COM 58469910 4257 203533 SH SHARED 02 203408 125 D MEDIMMUNE INC COM 58469910 24388 1165800 SH SHARED 04 1165800 D MEDIMMUNE INC COM 58469910 210 10072 SH SHARED 06 10072 D MEDIMMUNE INC COM 58469910 1262 60340 SH SHARED 07 60340 D MEDIMMUNE INC COM 58469910 9078 433980 SH SHARED 11 356830 26300 50850 D MEDIMMUNE INC COM 58469910 4712 225279 SH SHR/OTHR 11 225279 D MEDQUIST INC COM 58494910 51 2184 SH SHARED 2184 D MEDQUIST INC COM 58494910 559 23855 SH SHARED 01 23855 D MEDQUIST INC COM 58494910 138 5882 SH SHARED 02 5882 D MEDIS TECHNOLOGIES LTD COM 58500P10 31 7400 SH SHARED 01 7400 D MEDIS TECHNOLOGIES LTD COM 58500P10 26 6100 SH SHARED 02 6100 D MEDSOURCE TECHNOLOGIES INC COM 58505Y10 8 1100 SH SHARED 01 1100 D MEDSOURCE TECHNOLOGIES INC COM 58505Y10 35 4700 SH SHARED 02 4700 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 221039214601000 PRN SHARED 214601000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 25 25000 PRN SHARED 02 25000 D MEDTRONIC INC COM 58505510 160 3800 SH SHARED 3800 D MEDTRONIC INC COM 58505510 85259 2024194 SH SHARED 1963358 60836 D MEDTRONIC INC COM 58505510 241234 5727307 SH SHARED 01 5190173 537134 D MEDTRONIC INC COM 58505510 12823 304457 SH SHR/OTHR 01 161456 143001 D MEDTRONIC INC COM 58505510 36087 856774 SH SHARED 02 747923 108851 D MEDTRONIC INC COM 58505510 28744 682450 SH SHARED 03 493300 189150 D MEDTRONIC INC COM 58505510 208786 4956947 SH SHARED 04 4956947 D MEDTRONIC INC COM 58505510 21454 509364 SH SHARED 06 509364 D MEDTRONIC INC COM 58505510 12348 293169 SH SHARED 07 293169 D MEDTRONIC INC COM 58505510 6354 150864 SH SHARED 08 150864 D MEDTRONIC INC COM 58505510 5722 135863 SH SHARED 09 135863 D MEDTRONIC INC COM 58505510 136413 3238690 SH SHARED 11 1822695 983354 432641 D MEDTRONIC INC COM 58505510 37890 899585 SH SHR/OTHR 11 899585 D MEEMIC HLDGS INC COM 58513510 17 600 SH SHARED 02 600 D MELLON FINL CORP COM 58551A10 15051 580459 SH SHARED 575877 4582 D MELLON FINL CORP COM 58551A10 60735 2342306 SH SHARED 01 2145458 196848 D MELLON FINL CORP COM 58551A10 12684 489182 SH SHR/OTHR 01 371117 118065 D MELLON FINL CORP COM 58551A10 7896 304520 SH SHARED 02 281070 23450 D MELLON FINL CORP COM 58551A10 2354 90800 SH SHARED 03 49200 41600 D MELLON FINL CORP COM 58551A10 6971 268857 SH SHARED 06 268857 D MELLON FINL CORP COM 58551A10 171 6600 SH SHARED 07 6600 D MELLON FINL CORP COM 58551A10 47772 1842371 SH SHARED 11 291586 1341400 209385 D MELLON FINL CORP COM 58551A10 7551 291225 SH SHR/OTHR 11 291225 D MEMBERWORKS INC COM 58600210 2572 147700 SH SHARED 147700 D MEMBERWORKS INC COM 58600210 95 5472 SH SHARED 01 5472 D MEMBERWORKS INC COM 58600210 138 7974 SH SHARED 02 7874 100 D MENS WEARHOUSE INC COM 58711810 248 16924 SH SHARED 16924 D MENS WEARHOUSE INC COM 58711810 365 24855 SH SHARED 01 24855 D MENS WEARHOUSE INC COM 58711810 308 20972 SH SHARED 02 18372 2600 D MENS WEARHOUSE INC COM 58711810 4067 276693 SH SHARED 11 276693 D MENTOR CORP MINN COM 58718810 197 6201 SH SHARED 6201 D MENTOR CORP MINN COM 58718810 3128 98146 SH SHARED 01 98146 D MENTOR CORP MINN COM 58718810 365 11468 SH SHARED 02 11468 D MENTOR CORP MINN COM 58718810 28 900 SH SHARED 11 900 D MENTOR GRAPHICS CORP COM 58720010 11 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 1207 247527 SH SHARED 247527 D MENTOR GRAPHICS CORP COM 58720010 306 62806 SH SHARED 01 62806 D MENTOR GRAPHICS CORP COM 58720010 298 61100 SH SHARED 02 61100 D MENTOR GRAPHICS CORP COM 58720010 3 640 SH SHARED 11 640 D MERANT PLC SPONSORED ADR 58733610 230 37800 SH SHARED 37800 D MERCANTILE BANKSHARES CORP COM 58740510 1026 26884 SH SHARED 26884 D MERCANTILE BANKSHARES CORP COM 58740510 2330 61043 SH SHARED 01 61043 D MERCANTILE BANKSHARES CORP COM 58740510 1310 34329 SH SHARED 02 19779 14550 D MERCANTILE BANKSHARES CORP COM 58740510 238 6255 SH SHARED 11 6255 D MERCHANTS BANCSHARES COM 58844810 56 2302 SH SHARED 02 2302 D MERCK & CO INC COM 58933110 1590 34790 SH SHARED 9700 25090 D MERCK & CO INC COM 58933110 349086 7636979 SH SHARED 7493215 143764 D MERCK & CO INC COM 58933110 489187 10701977 SH SHARED 01 10440392 261585 D MERCK & CO INC COM 58933110 71071 1554837 SH SHR/OTHR 01 685855 868982 D MERCK & CO INC COM 58933110 75743 1657043 SH SHARED 02 1526906 130137 D MERCK & CO INC COM 58933110 18951 414600 SH SHARED 03 344300 70300 D MERCK & CO INC COM 58933110 24939 545600 SH SHARED 04 545600 D MERCK & CO INC COM 58933110 688912 15071370 SH SHARED 05 15071370 D MERCK & CO INC COM 58933110 26931 589192 SH SHARED 06 589192 D MERCK & CO INC COM 58933110 3335 72963 SH SHARED 07 72963 D MERCK & CO INC COM 58933110 2474 54131 SH SHARED 08 54131 D MERCK & CO INC COM 58933110 1046 22900 SH SHARED 10 22900 D MERCK & CO INC COM 58933110 274263 6000080 SH SHARED 11 2747778 1306900 1945402 D MERCK & CO INC COM 58933110 330580 7232132 SH SHR/OTHR 11 7232132 D MERCURY COMPUTER SYS COM 58937810 471 19972 SH SHARED 01 19972 D MERCURY COMPUTER SYS COM 58937810 290 12308 SH SHARED 02 12308 D MERCURY COMPUTER SYS COM 58937810 13282 562800 SH SHARED 11 292539 8361 261900 D MERCURY GENL CORP NEW COM 58940010 689 16113 SH SHARED 16113 D MERCURY GENL CORP NEW COM 58940010 700 16359 SH SHARED 01 16359 D MERCURY GENL CORP NEW COM 58940010 88 2061 SH SHARED 02 2061 D MERCURY GENL CORP NEW COM 58940010 243 5700 SH SHARED 11 5700 D MERCURY INTERACTIVE CORP COM 58940510 7729 450451 SH SHARED 450451 D MERCURY INTERACTIVE CORP COM 58940510 6569 382828 SH SHARED 01 378953 3875 D MERCURY INTERACTIVE CORP COM 58940510 1832 106768 SH SHARED 02 101535 5233 D MERCURY INTERACTIVE CORP COM 58940510 171 10000 SH SHARED 04 10000 D MERCURY INTERACTIVE CORP COM 58940510 14 873 SH SHARED 06 873 D MERCURY INTERACTIVE CORP COM 58940510 12 750 SH SHARED 07 750 D MERCURY INTERACTIVE CORP COM 58940510 28852 1681400 SH SHARED 11 1470800 210600 D MERCURY INTERACTIVE CORP COM 58940510 7676 447350 SH SHR/OTHR 11 447350 D MEREDITH CORP COM 58943310 2954 68620 SH SHARED 68620 D MEREDITH CORP COM 58943310 8096 188075 SH SHARED 01 179075 9000 D MEREDITH CORP COM 58943310 1467 34099 SH SHARED 02 34099 D MEREDITH CORP COM 58943310 522 12127 SH SHARED 11 12127 D MEREDITH CORP COM 58943310 1049 24367 SH SHR/OTHR 11 24367 D MERIDIAN BIOSCIENCE INC COM 58958410 8 1400 SH SHR/OTHR 01 1400 D MERIDIAN MED TECHNOLOGIES IN COM 58965810 168 4684 SH SHARED 4684 D MERIDIAN MED TECHNOLOGIES IN COM 58965810 1617 45000 SH SHARED 01 45000 D MERIDIAN MED TECHNOLOGIES IN COM 58965810 64 1800 SH SHARED 02 1800 D MERIDIAN RESOURCE CORP COM 58977Q10 0 35 SH SHARED 35 D MERIDIAN RESOURCE CORP COM 58977Q10 23 11300 SH SHARED 01 11300 D MERIDIAN RESOURCE CORP COM 58977Q10 37 17800 SH SHARED 02 17800 D MERISTAR HOSPITALITY CORP COM 58984Y10 245 28555 SH SHARED 28555 D MERISTAR HOSPITALITY CORP COM 58984Y10 625 72844 SH SHARED 01 72844 D MERISTAR HOSPITALITY CORP COM 58984Y10 198 23100 SH SHARED 02 23100 D MERIT MED SYS INC COM 58988910 2526 130860 SH SHARED 01 130860 D MERIT MED SYS INC COM 58988910 123 6400 SH SHARED 02 6400 D MERIDIAN GOLD INC COM 58997510 718 39255 SH SHARED 39255 D MERIDIAN GOLD INC COM 58997510 1353 73963 SH SHARED 02 66963 7000 D MERITAGE CORP COM 59001A10 325 9183 SH SHARED 9183 D MERITAGE CORP COM 59001A10 549 15500 SH SHARED 01 15500 D MERITAGE CORP COM 59001A10 202 5715 SH SHARED 02 5715 D MERITAGE CORP COM 59001A10 29 820 SH SHARED 11 820 D MERIX CORP COM 59004910 38 4700 SH SHARED 01 4700 D MERIX CORP COM 59004910 62 7700 SH SHARED 02 7700 D MERIX CORP COM 59004910 22 2800 SH SHARED 11 2800 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 306243604031000 PRN SHARED 604031000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 2560 5050000 PRN SHARED 02 5050000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 145626156756000 PRN SHARED 156756000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 392 423000 PRN SHARED 02 423000 D MERRILL LYNCH & CO INC COM 59018810 68070 2065876 SH SHARED 2045098 20778 D MERRILL LYNCH & CO INC COM 59018810 114194 3465696 SH SHARED 01 3464596 1100 D MERRILL LYNCH & CO INC COM 59018810 52 1600 SH SHR/OTHR 01 800 800 D MERRILL LYNCH & CO INC COM 59018810 21289 646128 SH SHARED 02 638315 7813 D MERRILL LYNCH & CO INC COM 59018810 13641 414000 SH SHARED 03 336100 77900 D MERRILL LYNCH & CO INC COM 59018810 1288 39100 SH SHARED 04 39100 D MERRILL LYNCH & CO INC COM 59018810 1821 55267 SH SHARED 06 55267 D MERRILL LYNCH & CO INC COM 59018810 821 24925 SH SHARED 07 24925 D MERRILL LYNCH & CO INC COM 59018810 374 11367 SH SHARED 08 11367 D MERRILL LYNCH & CO INC COM 59018810 64997 1972608 SH SHARED 11 732158 1177300 63150 D MERRILL LYNCH & CO INC COM 59018810 23810 722622 SH SHR/OTHR 11 722622 D MERRY LAND PROPERTIES INC COM 59044110 2 246 SH SHARED 02 10 236 D MERRY LAND PROPERTIES INC COM 59044110 3 350 SH SHARED 11 350 D MESA AIR GROUP INC COM 59047910 7 1951 SH SHARED 1951 D MESA AIR GROUP INC COM 59047910 49 13600 SH SHARED 01 13600 D MESA AIR GROUP INC COM 59047910 81 22305 SH SHARED 02 22305 D MESABA HLDGS INC COM 59066B10 49 9012 SH SHARED 01 9012 D MESABA HLDGS INC COM 59066B10 70 12982 SH SHARED 02 12982 D MESA RTY TR UNIT BEN INT 59066010 40 1000 SH SHARED 02 1000 D MESABI TR CTF BEN INT 59067210 9 3000 SH SHARED 02 3000 D MESTEK INC COM 59082910 7 400 SH SHARED 01 400 D MESTEK INC COM 59082910 30 1647 SH SHARED 02 1647 D METASOLV INC COM 59139P10 19 12600 SH SHARED 01 11600 1000 D METASOLV INC COM 59139P10 136 89400 SH SHARED 02 51500 37900 D METAWAVE COMMUNICATIONS CP COM 59140910 0 200 SH SHARED 02 200 D METHANEX CORP COM 59151K10 92 10845 SH SHARED 02 10840 5 D METHODE ELECTRS INC CL A 59152020 389 42428 SH SHARED 01 42428 D METHODE ELECTRS INC CL A 59152020 182 19838 SH SHARED 02 19838 D METLIFE INC COM 59156R10 23960 1052735 SH SHARED 1052735 D METLIFE INC COM 59156R10 59716 2623764 SH SHARED 01 2623764 D METLIFE INC COM 59156R10 8310 365150 SH SHARED 02 365150 D METLIFE INC COM 59156R10 1365 60000 SH SHARED 04 60000 D METLIFE INC COM 59156R10 281 12362 SH SHARED 06 12362 D METLIFE INC COM 59156R10 196 8650 SH SHARED 07 8650 D METLIFE INC COM 59156R10 2450 107654 SH SHARED 11 102754 4900 D METLIFE INC COM 59156R10 8755 384688 SH SHR/OTHR 11 384688 D METRIS COS INC COM 59159810 1064 461020 SH SHARED 461020 D METRIS COS INC COM 59159810 74 32180 SH SHARED 01 32180 D METRIS COS INC COM 59159810 77 33600 SH SHARED 02 33600 D METRIS COS INC COM 59159810 1007 436306 SH SHR/OTHR 11 436306 D METRO GOLDWYN MAYER INC COM 59161010 180 15109 SH SHARED 15109 D METRO GOLDWYN MAYER INC COM 59161010 77 6519 SH SHARED 01 6519 D METRO GOLDWYN MAYER INC COM 59161010 32 2738 SH SHARED 02 2738 D METRO GOLDWYN MAYER INC COM 59161010 1279 107050 SH SHR/OTHR 11 107050 D METRO ONE TELECOMMUNICATIONS COM 59163F10 123 14550 SH SHARED 01 14550 D METRO ONE TELECOMMUNICATIONS COM 59163F10 91 10710 SH SHARED 02 10710 D METRO ONE TELECOMMUNICATIONS COM 59163F10 18 2170 SH SHARED 11 2170 D METROMEDIA INTL GROUP INC COM 59169510 0 5400 SH SHARED 5400 D METROMEDIA INTL GROUP INC COM 59169510 0 5000 SH SHR/OTHR 01 5000 D METROMEDIA INTL GROUP INC COM 59169510 0 328 SH SHARED 02 328 D METROMEDIA INTL GROUP INC COM 59169510 0 300 SH SHARED 11 300 D METTLER TOLEDO INTERNATIONAL COM 59268810 380 14651 SH SHARED 9535 5116 D METTLER TOLEDO INTERNATIONAL COM 59268810 314 12100 SH SHARED 01 12100 D METTLER TOLEDO INTERNATIONAL COM 59268810 138 5340 SH SHARED 02 3340 2000 D MEXICO EQUITY & INCOME FD COM 59283410 1022 139050 SH SHARED 139050 D MEXICO FD INC COM 59283510 7794 559167 SH SHARED 556500 2667 D MEXICO FD INC COM 59283510 9 685 SH SHR/OTHR 11 685 D MICHAELS STORES INC COM 59408710 1031 22580 SH SHARED 22580 D MICHAELS STORES INC COM 59408710 2253 49300 SH SHARED 01 49300 D MICHAELS STORES INC COM 59408710 1048 22944 SH SHARED 02 22944 D MICHAELS STORES INC COM 59408710 796 17420 SH SHARED 11 17300 120 D MICHAELS STORES INC COM 59408710 880 19270 SH SHR/OTHR 11 19270 D MICREL INC COM 59479310 245 39825 SH SHARED 39825 D MICREL INC COM 59479310 347 56400 SH SHARED 01 56400 D MICREL INC COM 59479310 165 26800 SH SHARED 02 26800 D MICROS SYS INC COM 59490110 334 14413 SH SHARED 01 14413 D MICROS SYS INC COM 59490110 222 9598 SH SHARED 02 9598 D MICROSOFT CORP COM 59491810 2060 47100 SH SHARED 10880 36220 D MICROSOFT CORP COM 59491810 731171 16716309 SH SHARED 16360940 355369 D MICROSOFT CORP COM 59491810 1025340 23441708 SH SHARED 01 22619224 822484 D MICROSOFT CORP COM 59491810 26951 616166 SH SHR/OTHR 01 266956 349210 D MICROSOFT CORP COM 59491810 175821 4019692 SH SHARED 02 3910914 108778 D MICROSOFT CORP COM 59491810 55716 1273810 SH SHARED 03 940810 333000 D MICROSOFT CORP COM 59491810 214015 4892900 SH SHARED 04 4892900 D MICROSOFT CORP COM 59491810 186390 4261335 SH SHARED 06 4261335 D MICROSOFT CORP COM 59491810 33711 770730 SH SHARED 07 770730 D MICROSOFT CORP COM 59491810 20441 467336 SH SHARED 08 467336 D MICROSOFT CORP COM 59491810 12363 282661 SH SHARED 09 282661 D MICROSOFT CORP COM 59491810 4443 101600 SH SHARED 10 101600 D MICROSOFT CORP COM 59491810 782347 17886317 SH SHARED 11 9155807 6489280 2241230 D MICROSOFT CORP COM 59491810 221274 5058860 SH SHR/OTHR 11 5058860 D MICROVISION INC WASH COM 59496010 28 7500 SH SHARED 01 7500 D MICROVISION INC WASH COM 59496010 2 700 SH SHARED 02 700 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 463 SH SHARED 01 463 D MICROSTRATEGY INC CL A NEW 59497240 262 32228 SH SHARED 32228 D MICROSTRATEGY INC CL A NEW 59497240 0 77 SH SHARED 01 77 D MICROSTRATEGY INC CL A NEW 59497240 0 88 SH SHARED 02 58 30 D MICROCHIP TECHNOLOGY INC COM 59501710 1177 57561 SH SHARED 57561 D MICROCHIP TECHNOLOGY INC COM 59501710 3803 185966 SH SHARED 01 185966 D MICROCHIP TECHNOLOGY INC COM 59501710 1962 95986 SH SHARED 02 95096 890 D MICROCHIP TECHNOLOGY INC COM 59501710 14738 720725 SH SHARED 11 545375 175350 D MICROCHIP TECHNOLOGY INC COM 59501710 215 10550 SH SHR/OTHR 11 10550 D MICROFINANCIAL INC COM 59507210 0 200 SH SHARED 01 200 D MICROMUSE INC COM 59509410 6 2638 SH SHARED 2638 D MICROMUSE INC COM 59509410 145 57800 SH SHARED 01 55800 2000 D MICROMUSE INC COM 59509410 162 64606 SH SHARED 02 64606 D MICRON TECHNOLOGY INC COM 59511210 28507 2304527 SH SHARED 2304327 200 D MICRON TECHNOLOGY INC COM 59511210 32135 2597854 SH SHARED 01 2595054 2800 D MICRON TECHNOLOGY INC COM 59511210 13287 1074189 SH SHARED 02 1070983 3206 D MICRON TECHNOLOGY INC COM 59511210 4015 324620 SH SHARED 03 241420 83200 D MICRON TECHNOLOGY INC COM 59511210 3711 300000 SH SHARED 04 300000 D MICRON TECHNOLOGY INC COM 59511210 5566 450000 SH SHARED 05 450000 D MICRON TECHNOLOGY INC COM 59511210 279 22585 SH SHARED 06 22585 D MICRON TECHNOLOGY INC COM 59511210 179 14500 SH SHARED 07 14500 D MICRON TECHNOLOGY INC COM 59511210 1333 107800 SH SHARED 09 107800 D MICRON TECHNOLOGY INC COM 59511210 73591 5949198 SH SHARED 11 5538048 248550 162600 D MICRON TECHNOLOGY INC COM 59511210 8700 703368 SH SHR/OTHR 11 703368 D MICROSEMI CORP COM 59513710 37 6741 SH SHARED 6741 D MICROSEMI CORP COM 59513710 245 43830 SH SHARED 01 40530 3300 D MICROSEMI CORP COM 59513710 29 5176 SH SHR/OTHR 01 5176 D MICROSEMI CORP COM 59513710 102 18218 SH SHARED 02 18218 D MICROSEMI CORP COM 59513710 6505 1159680 SH SHARED 11 676192 16988 466500 D MICROTUNE INC DEL COM 59514P10 491 204100 SH SHARED 01 204100 D MICROTUNE INC DEL COM 59514P10 0 100 SH SHR/OTHR 01 100 D MICROTUNE INC DEL COM 59514P10 61 25674 SH SHARED 02 25674 D MID-AMER APT CMNTYS INC COM 59522J10 139 5600 SH SHARED 01 5600 D MID-AMER APT CMNTYS INC COM 59522J10 199 8000 SH SHARED 02 8000 D MID ATLANTIC MED SVCS INC COM 59523C10 108 3000 SH SHARED 3000 D MID ATLANTIC MED SVCS INC COM 59523C10 4010 110786 SH SHARED 01 110786 D MID ATLANTIC MED SVCS INC COM 59523C10 221 6108 SH SHARED 02 5808 300 D MID ATLANTIC MED SVCS INC COM 59523C10 29 828 SH SHARED 07 828 D MID ATLANTIC MED SVCS INC COM 59523C10 240 6650 SH SHARED 11 6650 D MID ATLANTIC MED SVCS INC COM 59523C10 325 9000 SH SHR/OTHR 11 9000 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 109 6846 SH SHARED 6846 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 57 3600 SH SHARED 01 3600 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 193 12051 SH SHARED 02 9800 2251 D MID-STATE BANCSHARES COM 59544010 142 8700 SH SHARED 01 8700 D MID-STATE BANCSHARES COM 59544010 224 13700 SH SHARED 02 13700 D MIDAS GROUP INC COM 59562610 74 14800 SH SHARED 01 14800 D MIDAS GROUP INC COM 59562610 17 3405 SH SHARED 02 3383 22 D MIDCAP SPDR TR UNIT SER 1 59563510 4342 58489 SH SHARED 58489 D MIDCAP SPDR TR UNIT SER 1 59563510 20824 280464 SH SHARED 02 274165 6299 D MIDCAP SPDR TR UNIT SER 1 59563510 2085 28093 SH SHARED 11 25868 2225 D MIDDLEBURG FINANCIAL CORP COM 59609410 150 3200 SH SHARED 11 3200 D MIDDLEBURG FINANCIAL CORP COM 59609410 1037 22000 SH SHR/OTHR 11 22000 D MIDDLEBY CORP COM 59627810 86 9800 SH SHARED 9800 D MIDDLESEX WATER CO COM 59668010 45 2000 SH SHARED 01 2000 D MIDDLESEX WATER CO COM 59668010 96 4300 SH SHARED 02 4300 D MIDDLETON DOLL COMPANY COM 59669P10 57 10000 SH SHARED 02 10000 D MIDLAND CO COM 59748610 1353 80400 SH SHARED 01 80400 D MIDLAND CO COM 59748610 75 4500 SH SHARED 02 4500 D MIDLAND CO COM 59748610 41 2460 SH SHARED 11 2460 D MIDWEST EXPRESS HLDGS INC COM 59791110 20 5150 SH SHARED 01 5150 D MIDWEST EXPRESS HLDGS INC COM 59791110 32 8230 SH SHARED 02 8230 D MIDWAY GAMES INC COM 59814810 89 16422 SH SHARED 16422 D MIDWAY GAMES INC COM 59814810 1960 357797 SH SHARED 01 357797 D MIDWAY GAMES INC COM 59814810 105 19317 SH SHARED 02 16860 2457 D MIDWEST BANC HOLDINGS INC COM 59825110 34 1800 SH SHARED 01 1800 D MIDWEST BANC HOLDINGS INC COM 59825110 99 5200 SH SHARED 02 5200 D MILACRON INC COM 59870910 252 56055 SH SHARED 56055 D MILACRON INC COM 59870910 89 19799 SH SHARED 01 19799 D MILACRON INC COM 59870910 45 10027 SH SHARED 02 10027 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 1671 2097000 PRN SHARED 2097000 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 4782 6000000 PRN SHARED 01 6000000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1499 160937 SH SHARED 160637 300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 2797 300206 SH SHARED 01 298106 2100 D MILLENNIUM PHARMACEUTICALS I COM 59990210 9 1000 SH SHR/OTHR 01 1000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1444 154959 SH SHARED 02 151459 3500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 41641 4467967 SH SHARED 04 4467967 D MILLENNIUM PHARMACEUTICALS I COM 59990210 7 782 SH SHARED 06 782 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1461 156850 SH SHARED 07 156850 D MILLENNIUM PHARMACEUTICALS I COM 59990210 2445 262394 SH SHARED 11 217394 37000 8000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 713 76600 SH SHR/OTHR 11 76600 D MILLENNIUM CHEMICALS INC COM 59990310 245 24846 SH SHARED 24846 D MILLENNIUM CHEMICALS INC COM 59990310 433 43831 SH SHARED 01 43831 D MILLENNIUM CHEMICALS INC COM 59990310 357 36200 SH SHARED 02 36200 D MILLEA HOLDINGS INC ADR 60032R10 172 4400 SH SHR/OTHR 01 4400 D MILLEA HOLDINGS INC ADR 60032R10 5 146 SH SHARED 02 146 D MILLENNIUM CELL INC COM 60038B10 159 70000 SH SHARED 04 70000 D MILLER HERMAN INC COM 60054410 1875 105575 SH SHARED 102775 2800 D MILLER HERMAN INC COM 60054410 1481 83400 SH SHARED 01 83400 D MILLER HERMAN INC COM 60054410 1055 59407 SH SHARED 02 59007 400 D MILLER HERMAN INC COM 60054410 14 800 SH SHR/OTHR 11 800 D MILLIPORE CORP COM 60107310 1991 62640 SH SHARED 62640 D MILLIPORE CORP COM 60107310 5775 181674 SH SHARED 01 181674 D MILLIPORE CORP COM 60107310 995 31301 SH SHARED 02 29823 1478 D MILLIPORE CORP COM 60107310 298 9400 SH SHARED 11 800 8600 D MILLIPORE CORP COM 60107310 1277 40186 SH SHR/OTHR 11 40186 D MILLS CORP COM 60114810 1 50 SH SHARED 50 D MILLS CORP COM 60114810 3097 104430 SH SHARED 01 99230 5200 D MILLS CORP COM 60114810 361 12200 SH SHARED 02 12200 D MILLS CORP COM 60114810 78 2630 SH SHARED 11 630 2000 D MINE SAFETY APPLIANCES CO COM 60272010 113 2900 SH SHARED 01 2900 D MINE SAFETY APPLIANCES CO COM 60272010 176 4500 SH SHARED 02 4500 D MINE SAFETY APPLIANCES CO COM 60272010 2116 54000 SH SHARED 06 54000 D MINE SAFETY APPLIANCES CO COM 60272010 3586 91510 SH SHARED 11 91510 D MINE SAFETY APPLIANCES CO COM 60272010 1626 41500 SH SHR/OTHR 11 41500 D MINERALS TECHNOLOGIES INC COM 60315810 438 11827 SH SHARED 11827 D MINERALS TECHNOLOGIES INC COM 60315810 621 16768 SH SHARED 01 16768 D MINERALS TECHNOLOGIES INC COM 60315810 734 19822 SH SHARED 02 19822 D MINERALS TECHNOLOGIES INC COM 60315810 55 1510 SH SHARED 11 1510 D MIPS TECHNOLOGIES INC CL A 60456710 187 141300 SH SHARED 141300 D MIPS TECHNOLOGIES INC CL A 60456710 63 47887 SH SHARED 01 47887 D MIPS TECHNOLOGIES INC CL A 60456710 26 20100 SH SHARED 02 20100 D MIPS TECHNOLOGIES INC CL A 60456710 6 5240 SH SHARED 11 5240 D MIPS TECHNOLOGIES INC CL B 60456720 225 184957 SH SHARED 183849 1108 D MIPS TECHNOLOGIES INC CL B 60456720 2 1649 SH SHARED 01 1649 D MIPS TECHNOLOGIES INC CL B 60456720 14 11693 SH SHARED 02 11517 176 D MIRANT TR I PFD CV SER A 60467Q10 267 17900 SH SHARED 17900 D MIRANT CORP DBCV 2.500% 6/1 604675AB 1656 3525000 PRN SHARED 3525000 D MIRANT CORP NOTE 5.750% 7/1 604675AC 3928 8000000 PRN SHARED 8000000 D MIRANT CORP NOTE 5.750% 7/1 604675AC 245 500000 PRN SHARED 01 500000 D MIRANT CORP COM 60467510 1146 518800 SH SHARED 518800 D MIRANT CORP COM 60467510 3479 1574418 SH SHARED 01 1574167 251 D MIRANT CORP COM 60467510 554 250808 SH SHARED 02 241754 9054 D MIRANT CORP COM 60467510 20 9426 SH SHARED 06 9426 D MIRANT CORP COM 60467510 19 8721 SH SHARED 07 8721 D MIRANT CORP COM 60467510 7649 3461110 SH SHARED 11 3254437 206673 D MIRANT CORP COM 60467510 738 334241 SH SHR/OTHR 11 334241 D MISSION WEST PPTYS INC COM 60520310 31 2839 SH SHARED 2839 D MISSION WEST PPTYS INC COM 60520310 57 5200 SH SHARED 01 5200 D MISSION WEST PPTYS INC COM 60520310 93 8416 SH SHARED 02 8416 D MISSISSIPPI CHEM CORP COM NEW 60528820 0 3 SH SHARED 01 3 D MISSISSIPPI CHEM CORP COM NEW 60528820 3 5091 SH SHARED 02 5091 D MISSISSIPPI VY BANCSHARES IN COM 60572010 1242 24932 SH SHARED 01 24932 D MISSISSIPPI VY BANCSHARES IN COM 60572010 169 3400 SH SHARED 02 3400 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 41 5600 SH SHARED 02 5600 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 273 37200 SH SHARED 11 22800 14400 D MOBILE MINI INC COM 60740F10 34 2638 SH SHARED 2638 D MOBILE MINI INC COM 60740F10 303 23474 SH SHARED 01 23474 D MOBILE MINI INC COM 60740F10 91 7042 SH SHARED 02 7042 D MOBILE MINI INC COM 60740F10 3 300 SH SHR/OTHR 11 300 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 51 1700 SH SHARED 1700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1377 45600 SH SHARED 04 45600 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2933 97150 SH SHARED 06 97150 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 166 5500 SH SHARED 07 5500 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 8235 272700 SH SHR/OTHR 11 272700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1108 36700 SH SHARED 13 36700 D MOBILITY ELECTRONICS INC COM 60741U10 58 62670 SH SHARED 02 60300 2370 D MODERN TIMES GROUP MTG AB SPON ADR REP B 60769810 0 100 SH SHARED 02 100 D MODINE MFG CO COM 60782810 224 11813 SH SHARED 11813 D MODINE MFG CO COM 60782810 507 26697 SH SHARED 01 26697 D MODINE MFG CO COM 60782810 441 23225 SH SHARED 02 23225 D MODINE MFG CO COM 60782810 3 175 SH SHARED 11 175 D MODTECH HLDGS INC COM 60783C10 15 1503 SH SHARED 1503 D MODTECH HLDGS INC COM 60783C10 38 3800 SH SHARED 01 3800 D MODTECH HLDGS INC COM 60783C10 51 5100 SH SHARED 02 5100 D MODTECH HLDGS INC COM 60783C10 2475 247500 SH SHARED 06 247500 D MODTECH HLDGS INC COM 60783C10 4403 440300 SH SHARED 11 440300 D MODTECH HLDGS INC COM 60783C10 2001 200100 SH SHR/OTHR 11 200100 D MOHAWK INDS INC COM 60819010 2253 45391 SH SHARED 45391 D MOHAWK INDS INC COM 60819010 5015 101010 SH SHARED 01 101010 D MOHAWK INDS INC COM 60819010 948 19108 SH SHARED 02 19108 D MOHAWK INDS INC COM 60819010 16948 341350 SH SHARED 11 341350 D MOHAWK INDS INC COM 60819010 7656 154200 SH SHR/OTHR 11 154200 D MOHAWK INDS INC COM 60819010 79 1600 SH SHARED 13 1600 D MOLDFLOW CORP COM 60850710 64 13100 SH SHARED 01 13100 D MOLECULAR DEVICES CORP COM 60851C10 165 13232 SH SHARED 01 13232 D MOLECULAR DEVICES CORP COM 60851C10 112 8973 SH SHARED 02 8973 D MOLECULAR DEVICES CORP COM 60851C10 2 220 SH SHARED 11 220 D MOLEX INC COM 60855410 6642 282439 SH SHARED 282439 D MOLEX INC COM 60855410 17454 742123 SH SHARED 01 735623 6500 D MOLEX INC COM 60855410 2790 118634 SH SHARED 02 117734 900 D MOLEX INC COM 60855410 18 802 SH SHARED 06 802 D MOLEX INC COM 60855410 17644 750208 SH SHARED 11 524106 206400 19702 D MOLEX INC COM 60855410 2836 120618 SH SHR/OTHR 11 120618 D MOLEX INC CL A 60855420 16529 787162 SH SHARED 787162 D MOLEX INC CL A 60855420 468 22317 SH SHARED 01 4000 18317 D MOLEX INC CL A 60855420 17 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 449 21416 SH SHARED 11 8850 12566 D MOLEX INC CL A 60855420 2047 97500 SH SHR/OTHR 11 97500 D MONACO COACH CORP COM 60886R10 55 2795 SH SHARED 2795 D MONACO COACH CORP COM 60886R10 145 7275 SH SHARED 01 7275 D MONACO COACH CORP COM 60886R10 305 15256 SH SHARED 02 15256 D MONACO COACH CORP COM 60886R10 52 2607 SH SHARED 11 2607 D MONARCH CASINO & RESORT INC COM 60902710 21 1600 SH SHARED 01 1600 D MONARCH CASINO & RESORT INC COM 60902710 22 1700 SH SHARED 02 1700 D MONARCH DENTAL CORP COM NEW 60904420 2 583 SH SHARED 02 583 D MONDAVI ROBERT CORP CL A 60920010 585 19233 SH SHARED 01 14583 4650 D MONDAVI ROBERT CORP CL A 60920010 193 6337 SH SHARED 02 6337 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 49 4900 SH SHARED 01 4900 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 102 10200 SH SHARED 02 10200 D MONRO MUFFLER BRAKE INC COM 61023610 5 334 SH SHARED 334 D MONRO MUFFLER BRAKE INC COM 61023610 50 2800 SH SHARED 01 2800 D MONRO MUFFLER BRAKE INC COM 61023610 55 3100 SH SHARED 02 3100 D MONSANTO CO NEW COM 61166W10 10495 686421 SH SHARED 686297 124 D MONSANTO CO NEW COM 61166W10 17602 1151265 SH SHARED 01 1135535 15730 D MONSANTO CO NEW COM 61166W10 448 29363 SH SHR/OTHR 01 19623 9740 D MONSANTO CO NEW COM 61166W10 2298 150306 SH SHARED 02 149759 547 D MONSANTO CO NEW COM 61166W10 1781 116546 SH SHARED 03 97493 19053 D MONSANTO CO NEW COM 61166W10 152 10002 SH SHARED 06 10002 D MONSANTO CO NEW COM 61166W10 110 7240 SH SHARED 07 7240 D MONSANTO CO NEW COM 61166W10 26121 1708408 SH SHARED 11 665884 1000285 42239 D MONSANTO CO NEW COM 61166W10 5320 347942 SH SHR/OTHR 11 347942 D MONTEREY PASTA CO COM 61257010 6 1400 SH SHARED 01 1400 D MONTEREY PASTA CO COM 61257010 37 8100 SH SHARED 02 8100 D MONTGOMERY STR INCOME SECS I COM 61411510 47 2500 SH SHR/OTHR 01 2500 D MONTGOMERY STR INCOME SECS I COM 61411510 1086 57500 SH SHARED 11 13100 44400 D MONTGOMERY STR INCOME SECS I COM 61411510 438 23200 SH SHR/OTHR 11 23200 D MONY GROUP INC COM 61533710 34 1400 SH SHARED 1400 D MONY GROUP INC COM 61533710 4374 177309 SH SHARED 177309 D MONY GROUP INC COM 61533710 608 24666 SH SHARED 01 24666 D MONY GROUP INC COM 61533710 334 13548 SH SHARED 02 13548 D MONY GROUP INC COM 61533710 589 23900 SH SHARED 11 23900 D MOODYS CORP COM 61536910 30580 630523 SH SHARED 630523 D MOODYS CORP COM 61536910 35239 726581 SH SHARED 01 725581 1000 D MOODYS CORP COM 61536910 4289 88435 SH SHR/OTHR 01 66675 21760 D MOODYS CORP COM 61536910 4551 93847 SH SHARED 02 87017 6830 D MOODYS CORP COM 61536910 970 20000 SH SHARED 04 20000 D MOODYS CORP COM 61536910 96 1980 SH SHARED 06 1980 D MOODYS CORP COM 61536910 1078 22239 SH SHARED 07 22239 D MOODYS CORP COM 61536910 2173 44811 SH SHARED 11 10626 5400 28785 D MOODYS CORP COM 61536910 7036 145079 SH SHR/OTHR 11 145079 D MOOG INC CL A 61539420 285 10104 SH SHARED 10104 D MOOG INC CL A 61539420 594 21050 SH SHARED 01 21050 D MOOG INC CL A 61539420 240 8500 SH SHARED 02 8500 D MOOG INC CL A 61539420 7689 272100 SH SHARED 11 272100 D MOORE LTD COM 61578510 10 1030 SH SHARED 1030 D MOORE LTD COM 61578510 32 3301 SH SHARED 01 3301 D MOORE LTD COM 61578510 175 17900 SH SHARED 02 17900 D MOORE LTD COM 61578510 1 195 SH SHARED 11 195 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 68 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY COM NEW 61744644 169 5000 SH SHARED 5000 D MORGAN STANLEY COM NEW 61744644 70094 2068918 SH SHARED 2027203 41715 D MORGAN STANLEY COM NEW 61744644 155585 4592239 SH SHARED 01 4568004 850 23385 D MORGAN STANLEY COM NEW 61744644 3701 109248 SH SHR/OTHR 01 77319 31929 D MORGAN STANLEY COM NEW 61744644 21074 622040 SH SHARED 02 619351 2689 D MORGAN STANLEY COM NEW 61744644 72574 2142111 SH SHARED 04 2142111 D MORGAN STANLEY COM NEW 61744644 40046 1182000 SH SHARED 05 1182000 D MORGAN STANLEY COM NEW 61744644 65941 1946322 SH SHARED 06 1946322 D MORGAN STANLEY COM NEW 61744644 4603 135863 SH SHARED 07 135863 D MORGAN STANLEY COM NEW 61744644 2998 88499 SH SHARED 08 88499 D MORGAN STANLEY COM NEW 61744644 1490 44000 SH SHARED 10 44000 D MORGAN STANLEY COM NEW 61744644 73796 2178167 SH SHARED 11 387202 1742900 48065 D MORGAN STANLEY COM NEW 61744644 29522 871389 SH SHR/OTHR 11 871389 D MORGAN STANLEY INDIA INVS FD COM 61745C10 142 16600 SH SHARED 16600 D MORGAN STANLEY MUN INC OPP II 61745P44 0 2 SH SHARED 02 2 D MORGAN STANLEY QUALT MUN INCM 61745P73 440 30000 SH SHARED 11 30000 D MORGAN STANLEY INSD MUN INCM 61745P79 14 1000 SH SHARED 11 1000 D MOSSIMO INC COM 61969610 14 2500 SH SHARED 2500 D MOSSIMO INC COM 61969610 17 2900 SH SHARED 02 2900 D MOTHERS WK INC COM 61990310 45 1200 SH SHARED 01 1200 D MOTHERS WK INC COM 61990310 680 17881 SH SHARED 02 17881 D MOTOROLA INC COM 62007610 571 56155 SH SHARED 100 56055 D MOTOROLA INC COM 62007610 73893 7258695 SH SHARED 7093515 165180 D MOTOROLA INC COM 62007610 104516 10266851 SH SHARED 01 10210268 56583 D MOTOROLA INC COM 62007610 1926 189213 SH SHR/OTHR 01 123445 65768 D MOTOROLA INC COM 62007610 18564 1823668 SH SHARED 02 1795167 28501 D MOTOROLA INC COM 62007610 5913 580940 SH SHARED 03 320440 260500 D MOTOROLA INC COM 62007610 30550 3001000 SH SHARED 04 3001000 D MOTOROLA INC COM 62007610 3671 360657 SH SHARED 06 360657 D MOTOROLA INC COM 62007610 383 37640 SH SHARED 07 37640 D MOTOROLA INC COM 62007610 3459 339800 SH SHARED 08 339800 D MOTOROLA INC COM 62007610 5491 539400 SH SHARED 09 539400 D MOTOROLA INC COM 62007610 28373 2787211 SH SHARED 11 2471756 6700 308755 D MOTOROLA INC COM 62007610 14160 1391008 SH SHR/OTHR 11 1391008 D MOVADO GROUP INC COM 62458010 92 5673 SH SHARED 5673 D MOVADO GROUP INC COM 62458010 63 3900 SH SHARED 01 3900 D MOVADO GROUP INC COM 62458010 84 5200 SH SHARED 02 5200 D MOVIE GALLERY INC COM 62458110 786 52398 SH SHARED 52398 D MOVIE GALLERY INC COM 62458110 4222 281300 SH SHARED 01 279300 2000 D MOVIE GALLERY INC COM 62458110 22 1503 SH SHR/OTHR 01 1503 D MOVIE GALLERY INC COM 62458110 145 9700 SH SHARED 02 9700 D MUELLER INDS INC COM 62475610 914 35300 SH SHARED 01 34400 900 D MUELLER INDS INC COM 62475610 18 697 SH SHR/OTHR 01 697 D MUELLER INDS INC COM 62475610 481 18584 SH SHARED 02 18584 D MUELLER INDS INC COM 62475610 132 5110 SH SHARED 11 2610 2500 D MULTEX COM INC COM 62536710 0 100 SH SHARED 02 100 D MULTEX COM INC COM 62536710 3714 1179119 SH SHARED 11 674692 19327 485100 D MULTILINK TECHNOLOGY CORP CL A NEW 62544T20 0 250 SH SHARED 02 250 D MULTIMEDIA GAMES INC COM 62545310 486 24689 SH SHARED 24689 D MULTIMEDIA GAMES INC COM 62545310 2948 149716 SH SHARED 01 149716 D MULTIMEDIA GAMES INC COM 62545310 112 5700 SH SHARED 02 5700 D MULTIMEDIA GAMES INC COM 62545310 12017 610300 SH SHARED 11 610300 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 148 10000 SH SHARED 10000 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 44 3000 SH SHR/OTHR 01 3000 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 71 2800 SH SHARED 01 2800 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 221 8702 SH SHARED 02 7830 872 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 254 10000 SH SHARED 11 10000 D MUNIINSURED FD INC COM 62624510 48 5000 SH SHR/OTHR 01 5000 D MUNIHOLDINGS FD INC COM 62625H10 57 4000 SH SHARED 4000 D MUNIHOLDINGS FD INC COM 62625H10 92 6439 SH SHARED 11 6439 D MUNIYIELD CALIF INSD FD II I COM 62629L10 42 3000 SH SHR/OTHR 01 3000 D MUNIVEST FD II INC COM 62629P10 13 1000 SH SHARED 11 1000 D MUNIVEST FD INC COM 62629510 136 14790 SH SHARED 11 14790 D MUNIYIELD PA INSD FD COM 62630V10 44 2760 SH SHARED 02 2760 D MUNIYIELD MICH INSD FD II IN COM 62630010 120 8456 SH SHARED 8456 D MUNIYIELD N Y INSD FD INC COM 62630110 426 30043 SH SHR/OTHR 01 4831 25212 D MUNIYIELD QUALITY FD INC COM 62630210 97 6734 SH SHARED 11 6734 D MURPHY OIL CORP COM 62671710 82 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 1331 16218 SH SHARED 16218 D MURPHY OIL CORP COM 62671710 4441 54121 SH SHARED 01 54121 D MURPHY OIL CORP COM 62671710 15080 183750 SH SHR/OTHR 01 183750 D MURPHY OIL CORP COM 62671710 5125 62450 SH SHARED 02 62450 D MURPHY OIL CORP COM 62671710 196 2400 SH SHARED 06 2400 D MURPHY OIL CORP COM 62671710 279 3400 SH SHARED 11 3400 D MURPHY OIL CORP COM 62671710 517 6300 SH SHR/OTHR 11 6300 D MYERS INDS INC COM 62846410 1885 150444 SH SHARED 01 150444 D MYERS INDS INC COM 62846410 20 1668 SH SHR/OTHR 01 1668 D MYERS INDS INC COM 62846410 134 10757 SH SHARED 02 10757 D MYERS INDS INC COM 62846410 4529 361513 SH SHARED 11 361513 D MYKROLIS CORP COM 62852P10 44 7219 SH SHARED 7219 D MYKROLIS CORP COM 62852P10 196 31923 SH SHARED 01 31923 D MYKROLIS CORP COM 62852P10 139 22603 SH SHARED 02 22603 D MYKROLIS CORP COM 62852P10 39 6356 SH SHARED 11 541 5815 D MYKROLIS CORP COM 62852P10 47 7715 SH SHR/OTHR 11 7715 D MYLAN LABS INC COM 62853010 2811 85872 SH SHARED 85872 D MYLAN LABS INC COM 62853010 4156 126947 SH SHARED 01 126947 D MYLAN LABS INC COM 62853010 6 200 SH SHR/OTHR 01 200 D MYLAN LABS INC COM 62853010 1851 56564 SH SHARED 02 55314 1250 D MYLAN LABS INC COM 62853010 19 594 SH SHARED 07 594 D MYLAN LABS INC COM 62853010 65 2000 SH SHARED 11 2000 D MYLAN LABS INC COM 62853010 165 5050 SH SHR/OTHR 11 5050 D MYRIAD GENETICS INC COM 62855J10 15 1000 SH SHARED 1000 D MYRIAD GENETICS INC COM 62855J10 340 21465 SH SHARED 21465 D MYRIAD GENETICS INC COM 62855J10 277 17500 SH SHARED 01 17500 D MYRIAD GENETICS INC COM 62855J10 6 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 213 13500 SH SHARED 02 13500 D MYRIAD GENETICS INC COM 62855J10 51 3250 SH SHARED 04 3250 D NBC CAP CORP COM 62872910 26 1066 SH SHARED 01 1066 D NBC CAP CORP COM 62872910 100 4000 SH SHARED 02 4000 D NBT BANCORP INC COM 62877810 191 11097 SH SHARED 01 11097 D NBT BANCORP INC COM 62877810 290 16800 SH SHARED 02 16800 D NBTY INC COM 62878210 63 4900 SH SHARED 4900 D NBTY INC COM 62878210 300 23154 SH SHARED 23154 D NBTY INC COM 62878210 3538 272588 SH SHARED 01 272588 D NBTY INC COM 62878210 362 27958 SH SHARED 02 27958 D NBTY INC COM 62878210 67 5180 SH SHARED 11 5180 D NBTY INC COM 62878210 330 25430 SH SHR/OTHR 11 25430 D NCE PETROFUND 1 TR UT NEW 2001 62885E40 649 87600 SH SHARED 02 67000 20600 D NCO PORTFOLIO MANAGEMENT INC COM 62885J10 0 97 SH SHARED 02 97 D NCI BUILDING SYS INC COM 62885210 39 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 195 10412 SH SHARED 10412 D NCI BUILDING SYS INC COM 62885210 513 27300 SH SHARED 01 10100 17200 D NCI BUILDING SYS INC COM 62885210 195 10400 SH SHARED 02 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PLC SPONSORED ADR 62889110 51 7130 SH SHARED 05 7130 D NS GROUP INC COM 62891610 22 3776 SH SHARED 01 3776 D NS GROUP INC COM 62891610 57 9700 SH SHARED 02 9700 D NASB FINL INC COM 62896810 33 1600 SH SHARED 02 1600 D NEC CORP ADR 62905020 33 7000 SH SHR/OTHR 01 7000 D NEC CORP ADR 62905020 97 20570 SH SHARED 11 20570 D NIC INC COM 62914B10 23 13700 SH SHARED 02 13700 D NL INDS INC COM NEW 62915640 32 2271 SH SHARED 2271 D NL INDS INC COM NEW 62915640 193 13347 SH SHARED 01 13347 D NL INDS INC COM NEW 62915640 69 4800 SH SHARED 02 4800 D NMS COMMUNICATIONS CORP COM 62924810 5 4100 SH SHARED 02 4100 D NN INC COM 62933710 21 2300 SH SHARED 01 2300 D NN INC COM 62933710 59 6400 SH SHARED 02 6400 D NPS PHARMACEUTICALS INC COM 62936P10 367 17870 SH SHARED 01 17870 D NPS PHARMACEUTICALS INC COM 62936P10 300 14600 SH SHARED 02 14600 D NPS PHARMACEUTICALS INC COM 62936P10 9388 456450 SH SHARED 04 456450 D NPS PHARMACEUTICALS INC COM 62936P10 26183 1273000 SH SHARED 11 988609 43591 240800 D NPS 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14500 SH SHARED 02 14500 D NAPRO BIOTHERAPUTICS INC COM 63079510 463 413800 SH SHARED 04 413800 D NARA BANCORP INC COM 63080P10 39 2300 SH SHARED 02 2300 D NASDAQ 100 TR UNIT SER 1 63110010 21295 1027768 SH SHARED 1016871 10897 D NASDAQ 100 TR UNIT SER 1 63110010 974 47008 SH SHARED 01 17738 29270 D NASDAQ 100 TR UNIT SER 1 63110010 61 2950 SH SHR/OTHR 01 2050 900 D NASDAQ 100 TR UNIT SER 1 63110010 24483 1181637 SH SHARED 02 1176117 5520 D NASDAQ 100 TR UNIT SER 1 63110010 67 3250 SH SHARED 11 3250 D NASDAQ 100 TR UNIT SER 1 63110010 211 10200 SH SHR/OTHR 11 10200 D NASH FINCH CO COM 63115810 47 3507 SH SHARED 3507 D NASH FINCH CO COM 63115810 904 66500 SH SHARED 01 66500 D NASH FINCH CO COM 63115810 86 6338 SH SHARED 02 6338 D NASH FINCH CO COM 63115810 2618 192510 SH SHARED 11 192510 D NASHUA CORP COM 63122610 13 2000 SH SHARED 11 2000 D NASSDA CORP COM 63172M10 25 4830 SH SHARED 01 4830 D NASSDA CORP COM 63172M10 19 3700 SH SHARED 02 3700 D NASSDA CORP COM 63172M10 1216 233100 SH SHARED 11 233100 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 25 3030 SH SHARED 01 3030 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 36 4400 SH SHARED 02 4400 D NATCO GROUP INC CL A 63227W20 10 1400 SH SHARED 01 1400 D NATCO GROUP INC CL A 63227W20 98 13100 SH SHARED 02 5100 8000 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 2 32 SH SHARED 32 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 20290 223756 SH SHARED 02 223756 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 535 5910 SH SHARED 11 4260 1650 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 15 5381 SH SHARED 5381 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 4 1400 SH SHARED 02 1400 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 0 75 SH SHARED 05 75 D NATIONAL BEVERAGE CORP COM 63501710 12 900 SH SHARED 01 900 D NATIONAL BEVERAGE CORP COM 63501710 27 2000 SH SHARED 02 2000 D NATIONAL BEVERAGE CORP COM 63501710 88 6510 SH SHARED 11 6510 D NATIONAL CITY CORP COM 63540510 28650 1004211 SH SHARED 980347 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NATIONAL COMMERCE FINL CORP COM 63545P10 43 1750 SH SHARED 07 1750 D NATIONAL COMMERCE FINL CORP COM 63545P10 25 1000 SH SHARED 11 1000 D NATIONAL COMMERCE FINL CORP COM 63545P10 75 3000 SH SHR/OTHR 11 3000 D NATIONAL DATA CORP NOTE 5.000%11/0 635621AA 33 35000 PRN SHARED 11 35000 D NATIONAL HEALTH REALTY INC COM 63590510 3 200 SH SHARED 01 200 D NATIONAL HEALTH REALTY INC COM 63590510 53 3400 SH SHARED 02 3400 D NATIONAL HEALTHCARE CORP COM 63590610 23 1300 SH SHARED 01 1300 D NATIONAL HEALTHCARE CORP COM 63590610 84 4700 SH SHARED 02 4700 D NATIONAL FUEL GAS CO N J COM 63618010 507 25526 SH SHARED 25526 D NATIONAL FUEL GAS CO N J COM 63618010 800 40265 SH SHARED 01 39009 1256 D NATIONAL FUEL GAS CO N J COM 63618010 429 21619 SH SHARED 02 21619 D NATIONAL FUEL GAS CO N J COM 63618010 362 18260 SH SHARED 11 260 18000 D NATIONAL FUEL GAS CO N J COM 63618010 577 29044 SH SHR/OTHR 11 29044 D NATIONAL GOLF PPTYS INC COM 63623G10 121 10544 SH SHARED 10544 D NATIONAL GOLF PPTYS INC COM 63623G10 3 300 SH SHARED 01 300 D NATIONAL GOLF PPTYS INC COM 63623G10 1 100 SH SHARED 02 100 D NATIONAL GRID GROUP PLC SPONSORED ADR 63627410 49 1400 SH SHARED 1400 D NATIONAL GRID GROUP PLC SPONSORED ADR 63627410 790 22200 SH SHARED 02 22200 D NATIONAL GRID GROUP PLC SPONSORED ADR 63627410 23587 662571 SH SHARED 05 662571 D NATIONAL GRID GROUP PLC SPONSORED ADR 63627410 783 22005 SH SHARED 11 13005 9000 D NATIONAL GRID GROUP PLC SPONSORED ADR 63627410 36 1030 SH SHR/OTHR 11 1030 D NATIONAL HEALTH INVS INC COM 63633D10 104 6846 SH SHARED 6846 D NATIONAL HEALTH INVS INC COM 63633D10 85 5600 SH SHARED 01 5600 D NATIONAL HEALTH INVS INC COM 63633D10 196 12900 SH SHARED 02 12900 D NATIONAL HEALTH INVS INC COM 63633D10 17 1150 SH SHARED 11 1150 D NATIONAL INSTRS CORP COM 63651810 860 39330 SH SHARED 39330 D NATIONAL INSTRS CORP COM 63651810 481 22000 SH SHARED 01 22000 D NATIONAL INSTRS CORP COM 63651810 282 12927 SH SHARED 02 12927 D NATIONAL-OILWELL INC COM 63707110 329 16981 SH SHARED 16981 D NATIONAL-OILWELL INC COM 63707110 2854 147300 SH SHARED 01 147300 D NATIONAL-OILWELL INC COM 63707110 6 338 SH SHR/OTHR 01 338 D NATIONAL-OILWELL INC COM 63707110 649 33524 SH SHARED 02 33524 D NATIONAL-OILWELL INC COM 63707110 492 25400 SH SHARED 06 25400 D NATIONAL-OILWELL INC COM 63707110 18054 931600 SH SHARED 11 931600 D NATIONAL-OILWELL INC COM 63707110 8695 448700 SH SHR/OTHR 11 448700 D NATIONAL-OILWELL INC COM 63707110 85 4400 SH SHARED 13 4400 D NATIONAL PENN BANCSHARES INC COM 63713810 106 3815 SH SHARED 01 3815 D NATIONAL PENN BANCSHARES INC COM 63713810 282 10100 SH SHARED 02 10100 D NATIONAL PRESTO INDS INC COM 63721510 134 4650 SH SHARED 01 4650 D NATIONAL PRESTO INDS INC COM 63721510 81 2812 SH SHARED 02 2812 D NATIONAL PROCESSING INC COM 63722910 22 1308 SH SHARED 1308 D NATIONAL PROCESSING INC COM 63722910 85 5050 SH SHARED 01 5050 D NATIONAL PROCESSING INC COM 63722910 6 400 SH SHARED 02 400 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2796 234182 SH SHARED 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D NATIONWIDE FINL SVCS INC CL A 63861210 257 9630 SH SHR/OTHR 11 9630 D NATIONWIDE HEALTH PPTYS INC COM 63862010 8 526 SH SHARED 526 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2006 117700 SH SHARED 01 117500 200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 85 5040 SH SHR/OTHR 01 3040 2000 D NATIONWIDE HEALTH PPTYS INC COM 63862010 499 29270 SH SHARED 02 27700 1570 D NATIONWIDE HEALTH PPTYS INC COM 63862010 489 28700 SH SHARED 11 500 28200 D NAVIGATORS GROUP INC COM 63890410 44 2200 SH SHARED 02 2200 D NATURES SUNSHINE PRODUCTS IN COM 63902710 62 5800 SH SHARED 01 5800 D NATURES SUNSHINE PRODUCTS IN COM 63902710 70 6541 SH SHARED 02 6541 D NATUZZI S P A ADR 63905A10 41 3818 SH SHARED 3818 D NATUZZI S P A ADR 63905A10 2 200 SH SHARED 02 200 D NAUTICA ENTERPRISES INC COM 63908910 152 14641 SH SHARED 14641 D NAUTICA ENTERPRISES INC COM 63908910 1433 137850 SH SHARED 01 137850 D NAUTICA ENTERPRISES INC COM 63908910 152 14703 SH SHARED 02 14703 D NAUTICA ENTERPRISES INC COM 63908910 15 1500 SH 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82192 SH SHARED 82192 D NDCHEALTH CORP COM 63948010 451 29013 SH SHARED 01 29013 D NDCHEALTH CORP COM 63948010 290 18657 SH SHARED 02 18657 D NDCHEALTH CORP COM 63948010 3575 229950 SH SHARED 11 225750 4200 D NDCHEALTH CORP COM 63948010 2324 149500 SH SHR/OTHR 11 149500 D NEIMAN MARCUS GROUP INC CL A 64020420 34 1300 SH SHARED 1300 D NEIMAN MARCUS GROUP INC CL A 64020420 377 14366 SH SHARED 14366 D NEIMAN MARCUS GROUP INC CL A 64020420 783 29834 SH SHARED 01 29834 D NEIMAN MARCUS GROUP INC CL A 64020420 338 12910 SH SHARED 02 12910 D NEIMAN MARCUS GROUP INC CL B 64020430 2708 110554 SH SHARED 110554 D NEIMAN MARCUS GROUP INC CL B 64020430 36 1480 SH SHARED 01 1009 471 D NEIMAN MARCUS GROUP INC CL B 64020430 2479 101205 SH SHARED 11 101205 D NELSON THOMAS INC COM 64037610 40 4654 SH SHARED 02 4654 D NEOFORMA COM INC COM NEW 64047550 164 17400 SH SHARED 17400 D NEOFORMA COM INC COM NEW 64047550 77 8194 SH SHARED 01 8194 D NEOFORMA COM INC COM NEW 64047550 41 4362 SH SHARED 02 4300 62 D NEON SYS INC COM 64050910 10 3300 SH SHARED 02 3300 D NEOSE TECHNOLOGIES INC COM 64052210 67 8756 SH SHARED 01 8756 D NEOSE TECHNOLOGIES INC COM 64052210 48 6200 SH SHARED 02 6200 D NEOPHARM INC COM 64091910 103 7344 SH SHARED 01 7344 D NEOPHARM INC COM 64091910 88 6300 SH SHARED 02 6300 D NEOPHARM INC COM 64091910 9125 647200 SH SHARED 11 382400 8800 256000 D NETBANK INC COM 64093310 305 29380 SH SHARED 29380 D NETBANK INC COM 64093310 2910 279546 SH SHARED 01 279546 D NETBANK INC COM 64093310 287 27600 SH SHARED 02 27600 D NETBANK INC COM 64093310 1561 150000 SH SHARED 09 150000 D NETBANK INC COM 64093310 114 10986 SH SHARED 11 10986 D NETWORKS ASSOCS INC COM 64093810 56 5300 SH SHARED 5300 D NETWORKS ASSOCS INC COM 64093810 363 34209 SH SHARED 34209 D NETWORKS ASSOCS INC COM 64093810 1484 139619 SH SHARED 01 139619 D NETWORKS ASSOCS INC COM 64093810 597 56221 SH SHARED 02 56221 D NETWORKS ASSOCS INC COM 64093810 164 15500 SH SHARED 04 15500 D NETWORKS ASSOCS INC COM 64093810 74 7000 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NETWORK APPLIANCE INC COM 64120L10 60 8245 SH SHARED 06 8245 D NETWORK APPLIANCE INC COM 64120L10 20 2800 SH SHARED 07 2800 D NETWORK APPLIANCE INC COM 64120L10 9075 1238096 SH SHARED 11 544186 122000 571910 D NETWORK APPLIANCE INC COM 64120L10 2802 382265 SH SHR/OTHR 11 382265 D NETWORK EQUIP TECHNOLOGIES COM 64120810 55 14808 SH SHARED 02 14808 D NETWORKS ASSOCS INC NOTE 5.250% 8/1 64123LAB 1464 1500000 PRN SHARED 1500000 D NETWORKS ASSOCS INC NOTE 5.250% 8/1 64123LAB 5202 5330000 PRN SHARED 01 5330000 D NEUBERGER BERMAN INC NOTE 5/0 641234AC 1740 2000000 PRN SHARED 2000000 D NEUBERGER BERMAN INC NOTE 5/0 641234AC 9570 11000000 PRN SHARED 02 11000000 D NEUBERGER BERMAN INC COM 64123410 1729 64157 SH SHARED 64157 D NEUBERGER BERMAN INC COM 64123410 1013 37618 SH SHARED 01 37618 D NEUBERGER BERMAN INC COM 64123410 24 919 SH SHR/OTHR 01 919 D NEUBERGER BERMAN INC COM 64123410 769 28568 SH SHARED 02 28568 D NEUBERGER BERMAN INC COM 64123410 282 10500 SH SHARED 07 10500 D NEUBERGER BERMAN 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NEW CENTURY FINANCIAL CORP COM 64352D10 32 1400 SH SHR/OTHR 01 1400 D NEW CENTURY FINANCIAL CORP COM 64352D10 216 9260 SH SHARED 02 9260 D NEW CENTURY FINANCIAL CORP COM 64352D10 3 130 SH SHARED 11 130 D NEW ENGLAND BUSINESS SVC INC COM 64387210 8 418 SH SHARED 418 D NEW ENGLAND BUSINESS SVC INC COM 64387210 289 13700 SH SHARED 01 13100 600 D NEW ENGLAND BUSINESS SVC INC COM 64387210 139 6585 SH SHARED 02 6585 D NEW ENGLAND RLTY ASSOC LTD P DEPOSITRY RCPT 64420610 18 440 SH SHARED 11 440 D NEW FOCUS INC COM 64438310 228 84600 SH SHARED 01 84600 D NEW FOCUS INC COM 64438310 121 45032 SH SHARED 02 45032 D NEW FRONTIER MEDIA INC COM 64439810 1 1000 SH SHARED 02 1000 D NEW GERMANY FD INC COM 64446510 2 763 SH SHARED 02 763 D NEW HORIZONS WORLDWIDE INC COM 64552610 6 900 SH SHARED 01 900 D NEW JERSEY RES COM 64602510 0 7 SH SHARED 7 D NEW JERSEY RES COM 64602510 3917 119074 SH SHARED 01 117550 1524 D NEW JERSEY RES COM 64602510 635 19324 SH SHARED 02 15724 3600 D NEW JERSEY RES COM 64602510 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NEWPARK RES INC COM PAR $.01NEW 65171850 178 45116 SH SHARED 02 40616 4500 D NEWPORT CORP COM 65182410 158 14025 SH SHARED 14025 D NEWPORT CORP COM 65182410 533 47300 SH SHARED 01 47300 D NEWPORT CORP COM 65182410 338 30000 SH SHARED 02 29500 500 D NEWPORT CORP COM 65182410 35 3160 SH SHARED 11 3160 D NEWS AMER INC NOTE 2/2 652482AZ 41083 88163000 PRN SHARED 88163000 D NEWS CORP LTD ADR NEW 65248770 38440 1996895 SH SHARED 1996895 D NEWS CORP LTD ADR NEW 65248770 77 4000 SH SHARED 01 4000 D NEWS CORP LTD ADR NEW 65248770 3 200 SH SHR/OTHR 01 200 D NEWS CORP LTD ADR NEW 65248770 205 10675 SH SHARED 02 4675 6000 D NEWS CORP LTD ADR NEW 65248770 962 50000 SH SHARED 04 50000 D NEWS CORP LTD ADR NEW 65248770 42 2209 SH SHARED 11 309 1900 D NEWS CORP LTD ADR NEW 65248770 9 500 SH SHR/OTHR 11 500 D NEXMED INC COM 65290310 67 36500 SH SHARED 02 34000 2500 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 5209 7040000 PRN SHARED 7040000 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 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SH SHARED 02 59807 4000 D NEXTEL PARTNERS INC CL A 65333F10 78 14600 SH SHR/OTHR 11 14600 D NEXT LEVEL COMM INC COM 65333U10 51 66340 SH SHARED 66340 D NEXT LEVEL COMM INC COM 65333U10 10 13700 SH SHARED 01 13700 D NEXT LEVEL COMM INC COM 65333U10 7 9400 SH SHARED 02 9400 D NEXEN INC COM 65334H10 1702 71432 SH SHARED 71432 D NEXEN INC COM 65334H10 4 200 SH SHARED 02 200 D NEXEN INC COM 65334H10 15 645 SH SHARED 06 645 D NICOR INC COM 65408610 1929 68414 SH SHARED 68414 D NICOR INC COM 65408610 4751 168491 SH SHARED 01 168491 D NICOR INC COM 65408610 725 25734 SH SHARED 02 24734 1000 D NICOR INC COM 65408610 2 75 SH SHARED 11 75 D NICOR INC COM 65408610 684 24290 SH SHR/OTHR 11 24290 D NIKE INC CL B 65410610 1295 30000 SH SHARED 30000 D NIKE INC CL B 65410610 62607 1449920 SH SHARED 1435222 14698 D NIKE INC CL B 65410610 43676 1011499 SH SHARED 01 1008999 2500 D NIKE INC CL B 65410610 146 3400 SH SHR/OTHR 01 1400 2000 D NIKE INC CL B 65410610 7891 182748 SH SHARED 02 180822 1926 D NIKE INC CL B 65410610 23187 537000 SH SHARED 04 537000 D NIKE INC CL B 65410610 345 8000 SH SHARED 05 8000 D NIKE INC CL B 65410610 18940 438637 SH SHARED 06 438637 D NIKE INC CL B 65410610 3821 88500 SH SHARED 07 88500 D NIKE INC CL B 65410610 1252 29000 SH SHARED 08 29000 D NIKE INC CL B 65410610 928 21500 SH SHARED 10 21500 D NIKE INC CL B 65410610 42381 981500 SH SHARED 11 112500 869000 D NIKE INC CL B 65410610 6453 149456 SH SHR/OTHR 11 149456 D NIKU CORP COM 65411310 18 145000 SH SHARED 02 145000 D 99 CENTS ONLY STORES COM 65440K10 1419 68565 SH SHARED 68565 D 99 CENTS ONLY STORES COM 65440K10 306 14786 SH SHARED 01 14786 D 99 CENTS ONLY STORES COM 65440K10 17 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 399 19297 SH SHARED 02 19297 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 26 1612 SH SHARED 1612 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 110 6800 SH SHARED 02 6800 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 4 287 SH SHARED 11 287 D NISOURCE INC COM 65473P10 5038 292404 SH SHARED 292404 D NISOURCE INC COM 65473P10 15303 888192 SH SHARED 01 888192 D NISOURCE INC COM 65473P10 365 21202 SH SHR/OTHR 01 4945 16257 D NISOURCE INC COM 65473P10 2170 125975 SH SHARED 02 125575 400 D NISOURCE INC COM 65473P10 51690 3000000 SH SHARED 05 3000000 D NISOURCE INC COM 65473P10 44 2581 SH SHARED 06 2581 D NISOURCE INC COM 65473P10 31 1850 SH SHARED 07 1850 D NISOURCE INC COM 65473P10 3820 221743 SH SHARED 11 137313 84430 D NISOURCE INC COM 65473P10 2271 131806 SH SHR/OTHR 11 131806 D NISSAN MOTORS SPONSORED ADR 65474440 478 32600 SH SHARED 32600 D NISSAN MOTORS SPONSORED ADR 65474440 7 500 SH SHARED 02 500 D NISSAN MOTORS SPONSORED ADR 65474440 334 22800 SH SHARED 11 8100 14700 D NOBILITY HOMES INC COM 65489210 51 5791 SH SHARED 5791 D NOKIA CORP SPONSORED ADR 65490220 18085 1364973 SH SHARED 1282606 82367 D NOKIA CORP SPONSORED ADR 65490220 1173 88559 SH SHARED 01 80581 7978 D NOKIA CORP SPONSORED ADR 65490220 256 19350 SH SHR/OTHR 01 4250 15100 D NOKIA CORP SPONSORED ADR 65490220 8553 645564 SH SHARED 02 594697 50867 D NOKIA CORP SPONSORED ADR 65490220 304 23000 SH SHARED 05 23000 D NOKIA CORP SPONSORED ADR 65490220 651 49200 SH SHARED 07 49200 D NOKIA CORP SPONSORED ADR 65490220 140544 10607105 SH SHARED 11 2658173 3403900 4545032 D NOKIA CORP SPONSORED ADR 65490220 26865 2027548 SH SHR/OTHR 11 2027548 D NOKIA CORP SPONSORED ADR 65490220 11049 833900 SH SHARED 13 833900 D NOBLE ENERGY INC COM 65504410 968 28497 SH SHARED 28497 D NOBLE ENERGY INC COM 65504410 2385 70212 SH SHARED 01 69237 975 D NOBLE ENERGY INC COM 65504410 276 8130 SH SHR/OTHR 01 8130 D NOBLE ENERGY INC COM 65504410 777 22891 SH SHARED 02 20491 2400 D NOBLE ENERGY INC COM 65504410 7481 220225 SH SHARED 11 215675 4550 D NOBLE INTL LTD COM 65505310 110 9982 SH SHARED 9982 D NOMURA HLDGS INC SPONSORED ADR 65535H20 1 100 SH SHARED 01 100 D NOMURA HLDGS INC SPONSORED ADR 65535H20 28 2200 SH SHARED 02 2200 D NOMURA HLDGS INC SPONSORED ADR 65535H20 179 13910 SH SHARED 11 13910 D NORANDA INC COM 65542210 10 1100 SH SHARED 02 1100 D NORDSON CORP COM 65566310 106 4485 SH SHARED 4485 D NORDSON CORP COM 65566310 569 24000 SH SHARED 01 24000 D NORDSON CORP COM 65566310 471 19862 SH SHARED 02 19862 D NORDSTROM INC COM 65566410 5943 331289 SH SHARED 327289 4000 D NORDSTROM INC COM 65566410 8658 482619 SH SHARED 01 482619 D NORDSTROM INC COM 65566410 1415 78914 SH SHARED 02 78914 D NORDSTROM INC COM 65566410 16 939 SH SHARED 06 939 D NORDSTROM INC COM 65566410 18439 1027815 SH SHARED 11 978655 49160 D NORDSTROM INC COM 65566410 14012 781069 SH SHR/OTHR 11 781069 D NORFOLK SOUTHERN CORP COM 65584410 18983 940224 SH SHARED 940224 D NORFOLK SOUTHERN CORP COM 65584410 33498 1659168 SH SHARED 01 1642844 180 16144 D NORFOLK SOUTHERN CORP COM 65584410 2113 104678 SH SHR/OTHR 01 86325 18353 D NORFOLK SOUTHERN CORP COM 65584410 6825 338074 SH SHARED 02 264105 73969 D NORFOLK SOUTHERN CORP COM 65584410 579 28700 SH SHARED 04 28700 D NORFOLK SOUTHERN CORP COM 65584410 215 10653 SH SHARED 06 10653 D NORFOLK SOUTHERN CORP COM 65584410 69 3450 SH SHARED 07 3450 D NORFOLK SOUTHERN CORP COM 65584410 2268 112358 SH SHARED 11 21825 16800 73733 D NORFOLK SOUTHERN CORP COM 65584410 4484 222126 SH SHR/OTHR 11 222126 D NORSK HYDRO A S SPONSORED ADR 65653160 432 11420 SH SHARED 11420 D NORSK HYDRO A S SPONSORED ADR 65653160 20 536 SH SHARED 02 536 D NORSK HYDRO A S SPONSORED ADR 65653160 79 2100 SH SHARED 05 2100 D NORTEK INC COM 65655910 129 3000 SH SHARED 3000 D NORTEK INC COM 65655910 147 3419 SH SHARED 3419 D NORTEK INC COM 65655910 514 11886 SH SHARED 01 11886 D NORTEK INC COM 65655910 207 4800 SH SHARED 02 4800 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 3638 16171000 PRN SHARED 16171000 D NORTEL NETWORKS CORP NEW COM 65656810 27 51150 SH SHARED 51150 D NORTEL NETWORKS CORP NEW COM 65656810 598 1107598 SH SHARED 1072998 34600 D NORTEL NETWORKS CORP NEW COM 65656810 50 93814 SH SHARED 01 68814 25000 D NORTEL NETWORKS CORP NEW COM 65656810 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FORK BANCORPORATION NY COM 65942410 9671 255600 SH SHARED 11 245100 10500 D NORTH FORK BANCORPORATION NY COM 65942410 9647 254961 SH SHR/OTHR 11 254961 D NORTH PITTSBURGH SYS INC COM 66156210 547 41100 SH SHARED 01 41100 D NORTH PITTSBURGH SYS INC COM 66156210 114 8600 SH SHARED 02 8600 D NORTHEAST UTILS COM 66439710 395 23409 SH SHARED 23409 D NORTHEAST UTILS COM 66439710 1702 100732 SH SHARED 01 99732 1000 D NORTHEAST UTILS COM 66439710 637 37741 SH SHARED 02 37316 425 D NORTHEAST UTILS COM 66439710 33 1995 SH SHARED 11 1500 495 D NORTHEAST UTILS COM 66439710 14 884 SH SHR/OTHR 11 884 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 84 2300 SH SHR/OTHR 01 1600 700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 482 13084 SH SHARED 02 4030 9054 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 23 650 SH SHARED 11 650 D NORTHERN TR CORP COM 66585910 10737 284650 SH SHARED 284400 250 D NORTHERN TR CORP COM 66585910 35927 952466 SH SHARED 01 893699 58767 D NORTHERN TR CORP COM 66585910 997 26444 SH SHR/OTHR 01 18894 7550 D NORTHERN TR CORP COM 66585910 6431 170510 SH SHARED 02 139085 31425 D NORTHERN TR CORP COM 66585910 10857 287850 SH SHARED 03 190800 97050 D NORTHERN TR CORP COM 66585910 5057 134073 SH SHARED 06 134073 D NORTHERN TR CORP COM 66585910 630 16710 SH SHARED 07 16710 D NORTHERN TR CORP COM 66585910 4731 125443 SH SHARED 09 125443 D NORTHERN TR CORP COM 66585910 2891 76645 SH SHARED 11 15235 61410 D NORTHERN TR CORP COM 66585910 7593 201321 SH SHR/OTHR 11 201321 D NORTHFIELD LABS INC COM 66613510 8 2200 SH SHARED 02 2200 D NORTHRIM BANCORP INC COM 66676210 24 2000 SH SHR/OTHR 01 2000 D NORTHROP GRUMMAN CORP COM 66680710 21371 172293 SH SHARED 172213 80 D NORTHROP GRUMMAN CORP COM 66680710 57790 465904 SH SHARED 01 463604 2300 D NORTHROP GRUMMAN CORP COM 66680710 62 507 SH SHR/OTHR 01 7 500 D NORTHROP GRUMMAN CORP COM 66680710 15819 127538 SH SHARED 02 127083 455 D NORTHROP GRUMMAN CORP COM 66680710 12404 100000 SH SHARED 04 100000 D NORTHROP GRUMMAN CORP COM 66680710 138 1117 SH SHARED 06 1117 D NORTHROP GRUMMAN CORP COM 66680710 806 6500 SH SHARED 07 6500 D NORTHROP GRUMMAN CORP COM 66680710 5285 42609 SH SHARED 11 39109 3200 300 D NORTHROP GRUMMAN CORP COM 66680710 7665 61795 SH SHR/OTHR 11 61795 D NORTHWEST AIRLS CORP CL A 66728010 283 42507 SH SHARED 01 42507 D NORTHWEST AIRLS CORP CL A 66728010 13 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 137 20544 SH SHARED 02 20544 D NORTHWEST BANCORP INC PA COM 66732810 35 2800 SH SHARED 01 2800 D NORTHWEST BANCORP INC PA COM 66732810 77 6100 SH SHARED 02 6100 D NORTHWEST NAT GAS CO COM 66765510 1 47 SH SHARED 47 D NORTHWEST NAT GAS CO COM 66765510 2768 94307 SH SHARED 01 94307 D NORTHWEST NAT GAS CO COM 66765510 430 14649 SH SHARED 02 14649 D NORTHWEST NAT GAS CO COM 66765510 76 2597 SH SHARED 11 2597 D NORTHWEST PIPE CO COM 66774610 60 3400 SH SHARED 02 3400 D NORTHWESTERN CORP COM 66807410 21 2210 SH SHARED 2210 D NORTHWESTERN CORP COM 66807410 241 24700 SH SHARED 01 24700 D NORTHWESTERN CORP COM 66807410 163 16748 SH SHARED 02 16748 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 81 3938 SH SHARED 02 3438 500 D NOVATEL WIRELESS INC COM 66987M10 197 1408449 SH SHARED 1408449 D NOVARTIS A G SPONSORED ADR 66987V10 29083 732017 SH SHARED 732017 D NOVARTIS A G SPONSORED ADR 66987V10 93 2350 SH SHARED 01 2350 D NOVARTIS A G SPONSORED ADR 66987V10 39 1000 SH SHR/OTHR 01 1000 D NOVARTIS A G SPONSORED ADR 66987V10 5460 137450 SH SHARED 02 133050 4400 D NOVARTIS A G SPONSORED ADR 66987V10 329 8290 SH SHARED 11 4290 4000 D NOVARTIS A G SPONSORED ADR 66987V10 71 1800 SH SHR/OTHR 11 1800 D NU HORIZONS ELECTRS CORP COM 66990810 64 10700 SH SHARED 10700 D NU HORIZONS ELECTRS CORP COM 66990810 44 7430 SH SHARED 7430 D NU HORIZONS ELECTRS CORP COM 66990810 56 9400 SH SHARED 01 9400 D NU HORIZONS ELECTRS CORP COM 66990810 50 8359 SH SHARED 02 8359 D NOVADIGM INC COM 66993710 28 14100 SH SHARED 14100 D NOVADIGM INC COM 66993710 9 4743 SH SHARED 01 4743 D NOVADIGM INC COM 66993710 108 54300 SH SHARED 02 50800 3500 D NOVASTAR FINL INC COM 66994740 362 16613 SH SHARED 16613 D NOVASTAR FINL INC COM 66994740 353 16200 SH SHARED 01 10600 5600 D NOVASTAR FINL INC COM 66994740 170 7800 SH SHARED 02 5800 2000 D NOVASTAR FINL INC COM 66994740 4 200 SH SHARED 11 200 D NUANCE COMMUNICATIONS INC COM 66996710 39 23000 SH SHARED 01 23000 D NUANCE COMMUNICATIONS INC COM 66996710 31 18402 SH SHARED 02 18402 D NOVAVAX INC COM 67000210 22 5200 SH SHARED 01 5200 D NOVELL INC COM 67000610 1028 489755 SH SHARED 484755 5000 D NOVELL INC COM 67000610 3096 1474754 SH SHARED 01 1473754 1000 D NOVELL INC COM 67000610 1595 759655 SH SHARED 02 495655 264000 D NOVELL INC COM 67000610 4 2081 SH SHARED 06 2081 D NOVELL INC COM 67000610 2 1000 SH SHARED 11 1000 D NOVELL INC COM 67000610 410 195317 SH SHR/OTHR 11 195317 D NOVELLUS SYS INC COM 67000810 5556 266994 SH SHARED 266994 D NOVELLUS SYS INC COM 67000810 12706 610617 SH SHARED 01 600016 10601 D NOVELLUS SYS INC COM 67000810 19 940 SH SHR/OTHR 01 940 D NOVELLUS SYS INC COM 67000810 2566 123324 SH SHARED 02 121524 1800 D NOVELLUS SYS INC COM 67000810 32 1545 SH SHARED 06 1545 D NOVELLUS SYS INC COM 67000810 235 11300 SH SHARED 07 11300 D NOVELLUS SYS INC COM 67000810 2224 106900 SH SHARED 11 103840 2000 1060 D NOVELLUS SYS INC COM 67000810 2288 109948 SH SHR/OTHR 11 109948 D NOVEN PHARMACEUTICALS INC COM 67000910 271 22200 SH SHARED 01 22200 D NOVEN PHARMACEUTICALS INC COM 67000910 247 20223 SH SHARED 02 20223 D NOVEN PHARMACEUTICALS INC COM 67000910 9 810 SH SHARED 11 810 D NOVOSTE CORP COM 67010C10 148 31973 SH SHARED 31973 D NOVOSTE CORP COM 67010C10 14 3100 SH SHARED 01 3100 D NOVOSTE CORP COM 67010C10 0 100 SH SHARED 02 100 D NOVO-NORDISK A S ADR 67010020 29 1091 SH SHARED 1091 D NOVO-NORDISK A S ADR 67010020 202 7500 SH SHARED 01 7500 D NOVO-NORDISK A S ADR 67010020 20 762 SH SHARED 02 762 D NOVO-NORDISK A S ADR 67010020 61 2280 SH SHARED 11 2280 D NOVO-NORDISK A S ADR 67010020 5 200 SH SHR/OTHR 11 200 D NU SKIN ENTERPRISES INC CL A 67018T10 134 11001 SH SHARED 11001 D NU SKIN ENTERPRISES INC CL A 67018T10 243 19944 SH SHARED 01 19944 D NU SKIN ENTERPRISES INC CL A 67018T10 319 26150 SH SHARED 02 26150 D NSTAR COM 67019E10 679 17185 SH SHARED 17185 D NSTAR COM 67019E10 1469 37166 SH SHARED 01 37146 20 D NSTAR COM 67019E10 29 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 600 15182 SH SHARED 02 15182 D NSTAR COM 67019E10 6 175 SH SHARED 11 175 D NTELOS INC COM 67019U10 0 100 SH SHARED 02 100 D NUCOR CORP COM 67034610 56 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 8331 219837 SH SHARED 219637 200 D NUCOR CORP COM 67034610 25012 659971 SH SHARED 01 657671 2300 D NUCOR CORP COM 67034610 83 2200 SH SHR/OTHR 01 2200 D NUCOR CORP COM 67034610 1701 44888 SH SHARED 02 44139 749 D NUCOR CORP COM 67034610 65 1716 SH SHARED 06 1716 D NUCOR CORP COM 67034610 26 700 SH SHARED 07 700 D NUCOR CORP COM 67034610 8265 218100 SH SHARED 11 214400 3700 D NUCOR CORP COM 67034610 5543 146254 SH SHR/OTHR 11 146254 D NUEVO ENERGY CO COM 67050910 29 2672 SH SHARED 2672 D NUEVO ENERGY CO COM 67050910 678 62250 SH SHARED 01 62250 D NUEVO ENERGY CO COM 67050910 98 9074 SH SHARED 02 9074 D NUMERICAL TECHNOLOGIES INC COM 67053T10 1 605 SH SHARED 605 D NUMERICAL TECHNOLOGIES INC COM 67053T10 111 38350 SH SHARED 01 29400 8950 D NUMERICAL TECHNOLOGIES INC COM 67053T10 8 2881 SH SHR/OTHR 01 2881 D NUMERICAL TECHNOLOGIES INC COM 67053T10 198 68599 SH SHARED 02 68599 D NUVEEN INSD PREM INCOME MUN COM 6706D810 54 3800 SH SHARED 02 3800 D NUVEEN INSD PREM INCOME MUN COM 6706D810 25 1804 SH SHARED 11 1804 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 74 5500 SH SHR/OTHR 01 5500 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 126 9346 SH SHARED 02 9346 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 36 2500 SH SHR/OTHR 01 2500 D NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 8 550 SH SHARED 02 550 D NUVEEN MD PREM INCOME MUN FD COM 67061Q10 33 2038 SH SHARED 02 2038 D NUVEEN INSD CA PREM INCOME 2 COM 67061U10 5 333 SH SHARED 11 333 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 16 1000 SH SHARED 11 1000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 95 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 238 22800 SH SHARED 02 22800 D NUVEEN CALIF MUN VALUE FD COM 67062C10 6 580 SH SHARED 11 580 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 15 1000 SH SHARED 02 1000 D NUVEEN INSD QUALITY MUN FD I COM 67062N10 16 1000 SH SHR/OTHR 11 1000 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 45 3000 SH SHR/OTHR 01 3000 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 829 54808 SH SHARED 02 19450 35358 D NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 61 4013 SH SHARED 02 4013 D NUVEEN PREM INCOME MUN FD COM 67062T10 526 35350 SH SHARED 02 13500 21850 D NVIDIA CORP NOTE 4.750%10/1 67066GAA 13248 18000000 PRN SHARED 18000000 D NVIDIA CORP NOTE 4.750%10/1 67066GAA 1766 2400000 PRN SHARED 11 2400000 D NVIDIA CORP COM 67066G10 2292 267764 SH SHARED 267764 D NVIDIA CORP COM 67066G10 4689 547780 SH SHARED 01 547780 D NVIDIA CORP COM 67066G10 1039 121401 SH SHARED 02 121401 D NVIDIA CORP COM 67066G10 115 13500 SH SHARED 04 13500 D NVIDIA CORP COM 67066G10 57 6723 SH SHARED 06 6723 D NVIDIA CORP COM 67066G10 5 600 SH SHARED 11 400 200 D NVIDIA CORP COM 67066G10 694 81129 SH SHR/OTHR 11 81129 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 77 5000 SH SHARED 02 5000 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 24 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 117 17500 SH SHARED 17500 D NUVEEN SR INCOME FD COM 67067Y10 141 21000 SH SHARED 02 2500 18500 D NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 21 1400 SH SHARED 02 1400 D NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT 67069T10 7 500 SH SHARED 500 D NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT 67069T10 50 3200 SH SHARED 02 3200 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 73 5000 SH SHR/OTHR 01 5000 D NUVEEN PA DIV ADVANTAGE MUN COM 67070E10 27 1771 SH SHARED 02 1771 D NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 172 11600 SH SHARED 11600 D NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 59 4000 SH SHARED 02 4000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 70 5000 SH SHR/OTHR 01 5000 D NUVEEN REAL ESTATE INCOME FD COM 67071B10 401 25650 SH SHARED 02 15400 10250 D NUVEEN N C DIV ADV FD 2 COM 67071D10 120 7917 SH SHARED 02 6917 1000 D NUVEEN INSD CALIF DIVID COM 67071M10 53 3500 SH SHARED 02 3500 D NUVEEN QUALITY PFD INCOME FD COM 67071S10 278 18150 SH SHARED 02 17150 1000 D NYFIX INC COM 67071210 1 391 SH SHARED 391 D NYFIX INC COM 67071210 51 13358 SH SHARED 01 13358 D NYFIX INC COM 67071210 56 14489 SH SHARED 02 14489 D O CHARLEYS INC COM 67082310 5320 283912 SH SHARED 283912 D O CHARLEYS INC COM 67082310 317 16950 SH SHARED 01 16950 D O CHARLEYS INC COM 67082310 234 12488 SH SHARED 02 10488 2000 D OGE ENERGY CORP COM 67083710 253 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 78228 4637136 SH SHARED 4637136 D OGE ENERGY CORP COM 67083710 1026 60850 SH SHARED 01 60850 D OGE ENERGY CORP COM 67083710 389 23062 SH SHARED 02 23062 D OGE ENERGY CORP COM 67083710 38801 2300000 SH SHARED 05 2300000 D OGE ENERGY CORP COM 67083710 99 5871 SH SHARED 11 3171 2700 D OGE ENERGY CORP COM 67083710 75 4480 SH SHR/OTHR 11 4480 D OM GROUP INC COM 67087210 1624 37967 SH SHARED 37967 D OM GROUP INC COM 67087210 527 12322 SH SHARED 01 12322 D OM GROUP INC COM 67087210 119 2801 SH SHARED 02 2801 D OM GROUP INC COM 67087210 12 301 SH SHARED 11 100 201 D NUVEEN MUN VALUE FD INC COM 67092810 107 11097 SH SHARED 02 11097 D NUVEEN MUN VALUE FD INC COM 67092810 102 10570 SH SHARED 11 10570 D NUVEEN PA INVT QUALITY MUN F COM 67097210 47 3000 SH SHARED 02 3000 D NUVEEN PA INVT QUALITY MUN F COM 67097210 9 600 SH SHARED 11 600 D NUVEEN SELECT QUALITY MUN FD COM 67097310 21 1400 SH SHARED 02 1400 D NUVEEN NY SELECT QUALITY MUN COM 67097610 109 7000 SH SHR/OTHR 01 7000 D NUVEEN NY SELECT QUALITY MUN COM 67097610 23 1500 SH SHARED 02 1500 D NUVEEN NY SELECT QUALITY MUN COM 67097610 151 9730 SH SHARED 11 9730 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 159 10000 SH SHR/OTHR 01 10000 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 111 7000 SH SHARED 02 3700 3300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 84 5300 SH SHARED 11 5300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 3 204 SH SHR/OTHR 11 204 D NUVEEN CALIF QUALITY INCM MU COM 67098510 258 15450 SH SHR/OTHR 01 8000 7450 D NUVEEN NY QUALITY INCM MUN F COM 67098610 110 7200 SH SHR/OTHR 01 7200 D OSI PHARMACEUTICALS INC COM 67104010 629 37110 SH SHARED 37110 D OSI PHARMACEUTICALS INC COM 67104010 3100 182702 SH SHARED 01 182702 D OSI PHARMACEUTICALS INC COM 67104010 447 26379 SH SHARED 02 26179 200 D OSI PHARMACEUTICALS INC COM 67104010 26765 1577200 SH SHARED 04 1577200 D OSI PHARMACEUTICALS INC COM 67104010 159 9400 SH SHARED 07 9400 D OSI PHARMACEUTICALS INC COM 67104010 8417 496043 SH SHARED 11 321628 19115 155300 D OSI PHARMACEUTICALS INC COM 67104010 407 24000 SH SHR/OTHR 11 24000 D OSI SYSTEMS INC COM 67104410 507 29300 SH SHARED 01 29300 D OSI SYSTEMS INC COM 67104410 65 3800 SH SHARED 02 3800 D OSI SYSTEMS INC COM 67104410 1085 62700 SH SHARED 06 62700 D OSI SYSTEMS INC COM 67104410 2628 151900 SH SHARED 11 151900 D OSI SYSTEMS INC COM 67104410 768 44400 SH SHR/OTHR 11 44400 D OAK TECHNOLOGY INC COM 67180210 92 28968 SH SHARED 28968 D OAK TECHNOLOGY INC COM 67180210 990 311364 SH SHARED 01 311212 152 D OAK TECHNOLOGY INC COM 67180210 100 31500 SH SHARED 02 31500 D OAKLEY INC COM 67366210 35 3500 SH SHARED 3500 D OAKLEY INC COM 67366210 95 9500 SH SHARED 01 9500 D OAKLEY INC COM 67366210 16 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 185 18478 SH SHARED 02 14628 3850 D OCCIDENTAL PETE CORP DEL COM 67459910 715 25200 SH SHARED 25200 D OCCIDENTAL PETE CORP DEL COM 67459910 16689 588065 SH SHARED 587915 150 D OCCIDENTAL PETE CORP DEL COM 67459910 42855 1510073 SH SHARED 01 1510073 D OCCIDENTAL PETE CORP DEL COM 67459910 162 5736 SH SHR/OTHR 01 5736 D OCCIDENTAL PETE CORP DEL COM 67459910 6315 222520 SH SHARED 02 219720 2800 D OCCIDENTAL PETE CORP DEL COM 67459910 510 18000 SH SHARED 04 18000 D OCCIDENTAL PETE CORP DEL COM 67459910 164026 5779652 SH SHARED 05 5779652 D OCCIDENTAL PETE CORP DEL COM 67459910 260 9174 SH SHARED 06 9174 D OCCIDENTAL PETE CORP DEL COM 67459910 978 34480 SH SHARED 07 34480 D OCCIDENTAL PETE CORP DEL COM 67459910 622 21925 SH SHARED 11 19950 1975 D OCCIDENTAL PETE CORP DEL COM 67459910 6007 211683 SH SHR/OTHR 11 211683 D OCEAN ENERGY INC DEL COM 67481E10 2373 118955 SH SHARED 118955 D OCEAN ENERGY INC DEL COM 67481E10 2425 121582 SH SHARED 01 121582 D OCEAN ENERGY INC DEL COM 67481E10 59 3000 SH SHR/OTHR 01 3000 D OCEAN ENERGY INC DEL COM 67481E10 1359 68154 SH SHARED 02 60334 7820 D OCEAN ENERGY INC DEL COM 67481E10 2992 150000 SH SHARED 04 150000 D OCEAN ENERGY INC DEL COM 67481E10 3716 186300 SH SHARED 11 186300 D OCEANEERING INTL INC COM 67523210 96 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 5 210 SH SHARED 210 D OCEANEERING INTL INC COM 67523210 665 26150 SH SHARED 01 26150 D OCEANEERING INTL INC COM 67523210 349 13725 SH SHARED 02 13725 D OCEANEERING INTL INC COM 67523210 5 228 SH SHARED 11 228 D OCEANFIRST FINL CORP COM 67523410 1196 58105 SH SHARED 01 58105 D OCEANFIRST FINL CORP COM 67523410 119 5820 SH SHARED 02 5820 D OCTEL CORP COM 67572710 75 4000 SH SHARED 01 4000 D OCTEL CORP COM 67572710 103 5500 SH SHARED 02 5500 D OCULAR SCIENCES INC COM 67574410 222 9546 SH SHARED 9546 D OCULAR SCIENCES INC COM 67574410 432 18500 SH SHARED 01 18500 D OCULAR SCIENCES INC COM 67574410 247 10600 SH SHARED 02 10600 D OCULAR SCIENCES INC COM 67574410 14 630 SH SHARED 11 630 D OCWEN FINL CORP COM 67574610 81 28150 SH SHARED 01 27350 800 D OCWEN FINL CORP COM 67574610 60 21000 SH SHARED 02 21000 D ODYSSEY HEALTHCARE INC COM 67611V10 101 3400 SH SHARED 01 3400 D ODYSSEY HEALTHCARE INC COM 67611V10 200 6700 SH SHARED 02 6700 D ODYSSEY RE HLDGS CORP COM 67612W10 19 1155 SH SHARED 1155 D ODYSSEY RE HLDGS CORP COM 67612W10 83 5000 SH SHARED 01 5000 D ODYSSEY RE HLDGS CORP COM 67612W10 156 9400 SH SHARED 02 9400 D ODYSSEY RE HLDGS CORP COM 67612W10 913 55000 SH SHARED 04 55000 D OFFICEMAX INC COM 67622M10 175 43050 SH SHARED 43050 D OFFICEMAX INC COM 67622M10 1942 476157 SH SHARED 01 476157 D OFFICEMAX INC COM 67622M10 306 75230 SH SHARED 02 71230 4000 D OFFICE DEPOT INC COM 67622010 5505 446171 SH SHARED 446171 D OFFICE DEPOT INC COM 67622010 17053 1381937 SH SHARED 01 1381937 D OFFICE DEPOT INC COM 67622010 3948 320010 SH SHARED 02 317885 2125 D OFFICE DEPOT INC COM 67622010 38 3105 SH SHARED 06 3105 D OFFICE DEPOT INC COM 67622010 72 5891 SH SHARED 11 1100 4791 D OFFICE DEPOT INC COM 67622010 3223 261252 SH SHR/OTHR 11 261252 D OFFSHORE LOGISTICS INC COM 67625510 149 8330 SH SHARED 8330 D OFFSHORE LOGISTICS INC COM 67625510 1945 108350 SH SHARED 01 108350 D OFFSHORE LOGISTICS INC COM 67625510 241 13421 SH SHARED 02 10817 2604 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 284 280000 PRN SHARED 02 280000 D OHIO CAS CORP COM 67724010 680 41784 SH SHARED 41784 D OHIO CAS CORP COM 67724010 826 50742 SH SHARED 01 50742 D OHIO CAS CORP COM 67724010 733 45050 SH SHARED 02 45050 D OHIO CAS CORP COM 67724010 13 840 SH SHARED 11 700 140 D OHIO CAS CORP COM 67724010 10497 644783 SH SHR/OTHR 11 644783 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 289 5791 SH SHARED 5791 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 1371 27400 SH SHARED 02 25400 2000 D OIL STS INTL INC COM 67802610 23 2300 SH SHARED 01 2300 D OIL STS INTL INC COM 67802610 131 13100 SH SHARED 02 9600 3500 D OLD NATL BANCORP IND COM 68003310 641 25796 SH SHARED 25796 D OLD NATL BANCORP IND COM 68003310 815 32793 SH SHARED 01 32793 D OLD NATL BANCORP IND COM 68003310 94 3802 SH SHARED 02 3802 D OLD REP INTL CORP COM 68022310 525 18500 SH SHARED 18500 D OLD REP INTL CORP COM 68022310 2178 76771 SH SHARED 76771 D OLD REP INTL CORP COM 68022310 3330 117348 SH SHARED 01 117348 D OLD REP INTL CORP COM 68022310 3 112 SH SHR/OTHR 01 112 D OLD REP INTL CORP COM 68022310 942 33227 SH SHARED 02 33227 D OLD REP INTL CORP COM 68022310 92 3250 SH SHARED 07 3250 D OLD REP INTL CORP COM 68022310 53 1875 SH SHARED 11 1875 D OLD SECOND BANCORP INC ILL COM 68027710 66 1732 SH SHARED 01 1732 D OLD SECOND BANCORP INC ILL COM 68027710 160 4212 SH SHARED 02 4212 D OLIN CORP COM PAR $1 68066520 181 11100 SH SHARED 11100 D OLIN CORP COM PAR $1 68066520 1874 114457 SH SHARED 01 114457 D OLIN CORP COM PAR $1 68066520 49 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 902 55096 SH SHARED 02 55096 D OLIN CORP COM PAR $1 68066520 5 312 SH SHR/OTHR 11 312 D OMNICARE INC COM 68190410 633 29974 SH SHARED 29974 D OMNICARE INC COM 68190410 1361 64445 SH SHARED 01 64445 D OMNICARE INC COM 68190410 602 28540 SH SHARED 02 28340 200 D OMNICOM GROUP INC NOTE 2/0 681919AK 1956 1990000 PRN SHARED 1990000 D OMNICOM GROUP INC NOTE 2/0 681919AK 2545 2590000 PRN SHARED 02 2590000 D OMNICOM GROUP INC NOTE 7/3 681919AM 17420 18592000 PRN SHARED 18592000 D OMNICOM GROUP INC NOTE 7/3 681919AM 838 895000 PRN SHARED 02 895000 D OMNICOM GROUP INC COM 68191910 15526 278846 SH SHARED 278846 D OMNICOM GROUP INC COM 68191910 45068 809413 SH SHARED 01 805888 3525 D OMNICOM GROUP INC COM 68191910 1848 33200 SH SHR/OTHR 01 31500 1700 D OMNICOM GROUP INC COM 68191910 7660 137583 SH SHARED 02 133583 4000 D OMNICOM GROUP INC COM 68191910 492 8850 SH SHARED 03 5150 3700 D OMNICOM GROUP INC COM 68191910 687 12349 SH SHARED 06 12349 D OMNICOM GROUP INC COM 68191910 158 2850 SH SHARED 07 2850 D OMNICOM GROUP INC COM 68191910 77894 1398959 SH SHARED 11 668254 606950 123755 D OMNICOM GROUP INC COM 68191910 8122 145871 SH SHR/OTHR 11 145871 D OMEGA HEALTHCARE INVS INC COM 68193610 48 8432 SH SHARED 8432 D OMEGA HEALTHCARE INVS INC COM 68193610 3 600 SH SHARED 01 600 D OMEGA HEALTHCARE INVS INC COM 68193610 80 14100 SH SHARED 02 9100 5000 D OMEGA HEALTHCARE INVS INC COM 68193610 10 1800 SH SHARED 11 300 1500 D 1-800 CONTACTS INC COM 68197710 31 3100 SH SHARED 01 3100 D 1-800 CONTACTS INC COM 68197710 33 3300 SH SHARED 02 3300 D OMEGA FINL CORP COM 68209210 84 2500 SH SHARED 01 2500 D OMEGA FINL CORP COM 68209210 158 4700 SH SHARED 02 4700 D OMEGA PROTEIN CORP COM 68210P10 351 91300 SH SHARED 91300 D OMNIVISION TECHNOLOGIES INC COM 68212810 1363 206900 SH SHARED 01 206900 D OMNIVISION TECHNOLOGIES INC COM 68212810 77 11745 SH SHARED 02 11745 D OMNOVA SOLUTIONS INC COM 68212910 75 16400 SH SHARED 01 16400 D OMNOVA SOLUTIONS INC COM 68212910 104 22706 SH SHARED 02 22706 D OMNICELL INC COM 68213N10 48 8300 SH SHARED 02 8300 D OMNICELL INC COM 68213N10 12423 2127300 SH SHARED 11 1281500 23100 822700 D ON ASSIGNMENT INC COM 68215910 546 66057 SH SHARED 66057 D ON ASSIGNMENT INC COM 68215910 268 32500 SH SHARED 01 32500 D ON ASSIGNMENT INC COM 68215910 98 11920 SH SHARED 02 11920 D ON SEMICONDUCTOR CORP COM 68218910 10 8300 SH SHARED 01 8300 D ON SEMICONDUCTOR CORP COM 68218910 21 16800 SH SHARED 02 16800 D ON TECHNOLOGY CORP COM 68219P10 9 4220 SH SHARED 02 4220 D 1 800 FLOWERS COM CL A 68243Q10 58 8400 SH SHARED 01 8400 D 1 800 FLOWERS COM CL A 68243Q10 48 6900 SH SHARED 02 6900 D ONEIDA LTD COM 68250510 393 28233 SH SHARED 01 28233 D ONEIDA LTD COM 68250510 114 8200 SH SHARED 02 8200 D ONEOK INC NEW COM 68268010 373 19756 SH SHARED 19756 D ONEOK INC NEW COM 68268010 2041 108030 SH SHARED 01 108030 D ONEOK INC NEW COM 68268010 830 43918 SH SHARED 02 43418 500 D ONEOK INC NEW COM 68268010 52 2800 SH SHARED 11 2800 D ONYX PHARMACEUTICALS INC COM 68339910 99 23291 SH SHARED 23291 D ONYX PHARMACEUTICALS INC COM 68339910 20 4800 SH SHARED 01 4800 D ONYX PHARMACEUTICALS INC COM 68339910 17 4000 SH SHR/OTHR 01 4000 D ONYX PHARMACEUTICALS INC COM 68339910 33 7800 SH SHARED 02 7800 D ONYX SOFTWARE CORP COM 68340210 29 15542 SH SHARED 01 15542 D ONYX SOFTWARE CORP COM 68340210 47 24800 SH SHARED 02 24800 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 4 200 SH SHARED 200 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2524 106550 SH SHARED 04 106550 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 315 13300 SH SHARED 06 13300 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 3897 164500 SH SHR/OTHR 11 164500 D OPEN TEXT CORP COM 68371510 7 400 SH SHARED 02 400 D OPENWAVE SYS INC COM 68371810 5 8077 SH SHARED 8077 D OPENWAVE SYS INC COM 68371810 466 753009 SH SHARED 01 753009 D OPENWAVE SYS INC COM 68371810 73 117797 SH SHARED 02 117636 161 D OPENWAVE SYS INC COM 68371810 0 100 SH SHARED 05 100 D OPENWAVE SYS INC COM 68371810 0 126 SH SHARED 11 126 D OPLINK COMMUNICATIONS INC COM 68375Q10 15 26800 SH SHARED 01 26800 D OPLINK COMMUNICATIONS INC COM 68375Q10 59 102915 SH SHARED 02 101265 1650 D OPNET TECHNOLOGIES INC COM 68375710 0 16 SH SHARED 16 D OPNET TECHNOLOGIES INC COM 68375710 48 7600 SH SHARED 01 7600 D OPNET TECHNOLOGIES INC COM 68375710 36 5700 SH SHARED 02 5700 D OPTICAL COMMUNICATION PRODS CL A 68382T10 15 19655 SH SHARED 19655 D OPTICAL COMMUNICATION PRODS CL A 68382T10 27 35700 SH SHARED 01 35700 D OPTICAL COMMUNICATION PRODS CL A 68382T10 6 8600 SH SHARED 02 8600 D OPSWARE INC COM 68383A10 1 1817 SH SHARED 1817 D OPSWARE INC COM 68383A10 3 4477 SH SHARED 02 2477 2000 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D OPTIMAL ROBOTICS CORP CL A NEW 68388R20 7 1000 SH SHARED 02 1000 D ORACLE CORP COM 68389X10 585 74505 SH SHARED 9540 64965 D ORACLE CORP COM 68389X10 380204 48372089 SH SHARED 48209588 162501 D ORACLE CORP COM 68389X10 168517 21439855 SH SHARED 01 21361608 420 77827 D ORACLE CORP COM 68389X10 1484 188890 SH SHR/OTHR 01 137190 51700 D ORACLE CORP COM 68389X10 91360 11623462 SH SHARED 02 11399481 223981 D ORACLE CORP COM 68389X10 4528 576100 SH SHARED 03 316900 259200 D ORACLE CORP COM 68389X10 32931 4189800 SH SHARED 04 4189800 D ORACLE CORP COM 68389X10 565 72000 SH SHARED 05 72000 D ORACLE CORP COM 68389X10 23457 2984472 SH SHARED 06 2984472 D ORACLE CORP COM 68389X10 2803 356662 SH SHARED 07 356662 D ORACLE CORP COM 68389X10 1294 164700 SH SHARED 08 164700 D ORACLE CORP COM 68389X10 965 122900 SH SHARED 10 122900 D ORACLE CORP COM 68389X10 169960 21623415 SH SHARED 11 11749060 8135900 1738455 D ORACLE CORP COM 68389X10 29795 3790825 SH SHR/OTHR 11 3790825 D OPTION CARE INC COM 68394810 8 991 SH SHARED 991 D OPTION CARE INC COM 68394810 141 15975 SH SHARED 01 15975 D OPTION CARE INC COM 68394810 63 7200 SH SHARED 02 7200 D ORASURE TECHNOLOGIES INC COM 68554V10 27 6261 SH SHARED 6261 D ORASURE TECHNOLOGIES INC COM 68554V10 24 5600 SH SHARED 01 5600 D ORASURE TECHNOLOGIES INC COM 68554V10 66 15069 SH SHARED 02 15069 D ORBITAL SCIENCES CORP NOTE 5.000%10/0 685564AC 1 1000 PRN SHARED 1000 D ORBITAL SCIENCES CORP COM 68556410 0 1 SH SHARED 1 D ORBITAL SCIENCES CORP COM 68556410 76 22410 SH SHARED 01 22410 D ORBITAL SCIENCES CORP COM 68556410 82 24400 SH SHARED 02 24400 D ORBITAL SCIENCES CORP *W EXP 08/31/200 68556413 7 10000 SH SHARED 10000 D ORBITAL SCIENCES CORP *W 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4801 SH SHARED 02 3900 901 D PLX TECHNOLOGY INC COM 69341710 16 14925 SH SHARED 01 14925 D PLX TECHNOLOGY INC COM 69341710 10 9600 SH SHARED 02 9600 D PMA CAP CORP CL A 69341920 20 1336 SH SHARED 1336 D PMA CAP CORP CL A 69341920 130 8700 SH SHARED 01 8700 D PMA CAP CORP CL A 69341920 225 15018 SH SHARED 02 15018 D PMC-SIERRA INC COM 69344F10 952 245460 SH SHARED 245460 D PMC-SIERRA INC COM 69344F10 2702 696527 SH SHARED 01 694527 2000 D PMC-SIERRA INC COM 69344F10 5 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 590 152218 SH SHARED 02 151918 300 D PMC-SIERRA INC COM 69344F10 1 450 SH SHARED 06 450 D PMC-SIERRA INC COM 69344F10 121 31350 SH SHARED 07 31350 D PMC-SIERRA INC COM 69344F10 93 24000 SH SHARED 11 24000 D PMC-SIERRA INC COM 69344F10 676 174306 SH SHR/OTHR 11 174306 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 23107 22500000 PRN SHARED 22500000 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 6162 6000000 PRN SHARED 01 6000000 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 4137 4029000 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SH SHARED 06 2128 D PPG INDS INC COM 69350610 143 3200 SH SHARED 07 3200 D PPG INDS INC COM 69350610 20719 463529 SH SHARED 11 108979 347200 7350 D PPG INDS INC COM 69350610 4306 96343 SH SHR/OTHR 11 96343 D PPL CORP COM 69351T10 354 10900 SH SHARED 10900 D PPL CORP COM 69351T10 7652 235178 SH SHARED 235178 D PPL CORP COM 69351T10 19103 587063 SH SHARED 01 587063 D PPL CORP COM 69351T10 3365 103428 SH SHARED 02 102228 1200 D PPL CORP COM 69351T10 19 601 SH SHARED 06 601 D PPL CORP COM 69351T10 42 1300 SH SHARED 07 1300 D PPL CORP COM 69351T10 486 14966 SH SHARED 11 3100 11866 D PPL CORP COM 69351T10 2563 78782 SH SHR/OTHR 11 78782 D PRG-SCHULTZ INTERNATIONAL IN NOTE 4.750%11/2 69357CAA 30397 17350000 PRN SHARED 17350000 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 254 20527 SH SHARED 01 20527 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 319 25798 SH SHARED 02 25798 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 7 600 SH SHARED 11 600 D PS BUSINESS PKS INC CALIF COM 69360J10 76 2254 SH 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613162 D PACCAR INC COM 69371810 7619 225484 SH SHR/OTHR 11 225484 D PACER INTL INC TENN COM 69373H10 2 240 SH SHARED 02 240 D PACER INTL INC TENN COM 69373H10 57 5022 SH SHARED 11 5022 D PACER INTL INC TENN COM 69373H10 2935 258617 SH SHARED 14 258617 D PACHOLDER HIGH YIELD FD INC COM 69374210 21 3300 SH SHARED 02 3300 D PACIFIC CAP BANCORP NEW COM 69404P10 539 19866 SH SHARED 01 19866 D PACIFIC CAP BANCORP NEW COM 69404P10 37 1398 SH SHR/OTHR 01 1398 D PACIFIC CAP BANCORP NEW COM 69404P10 622 22912 SH SHARED 02 22912 D PACIFIC CONTINENTAL CORP COM 69412V10 13 1000 SH SHARED 02 1000 D PACIFIC ENERGY PARTNERS L P COM UNIT 69422R10 1598 80920 SH SHARED 02 44000 36920 D PACIFIC NORTHWEST BANCORP COM 69466M10 54 2004 SH SHARED 2004 D PACIFIC NORTHWEST BANCORP COM 69466M10 637 23417 SH SHARED 01 23417 D PACIFIC NORTHWEST BANCORP COM 69466M10 43 1600 SH SHR/OTHR 01 1600 D PACIFIC NORTHWEST BANCORP COM 69466M10 236 8700 SH SHARED 02 8700 D PACIFIC SUNWEAR CALIF INC COM 69487310 481 23637 SH SHARED 23637 D PACIFIC SUNWEAR CALIF INC COM 69487310 355 17442 SH SHARED 01 17442 D PACIFIC SUNWEAR CALIF INC COM 69487310 11 562 SH SHR/OTHR 01 562 D PACIFIC SUNWEAR CALIF INC COM 69487310 355 17443 SH SHARED 02 17443 D PACIFIC SUNWEAR CALIF INC COM 69487310 948 46574 SH SHARED 11 38574 8000 D PACIFIC UN BK CALIF COM 69502510 15 1400 SH SHARED 01 1400 D PACIFIC UN BK CALIF COM 69502510 66 5900 SH SHARED 02 5900 D PACIFICARE HEALTH SYS DEL COM 69511210 242 10500 SH SHARED 10500 D PACIFICARE HEALTH SYS DEL COM 69511210 137 5975 SH SHARED 5975 D PACIFICARE HEALTH SYS DEL COM 69511210 877 37990 SH SHARED 01 37990 D PACIFICARE HEALTH SYS DEL COM 69511210 1349 58463 SH SHARED 02 31463 27000 D PACIFICARE HEALTH SYS DEL COM 69511210 16 720 SH SHARED 11 720 D PACKAGING CORP AMER COM 69515610 209 11952 SH SHARED 11952 D PACKAGING CORP AMER COM 69515610 2917 166596 SH SHARED 01 166596 D PACKAGING CORP AMER COM 69515610 460 26296 SH SHARED 02 26296 D PACKAGING CORP AMER COM 69515610 679 38800 SH 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PAPA JOHNS INTL INC COM 69881310 436 15000 SH SHARED 02 11300 3700 D PARADIGM GENETICS INC COM 69900R10 0 100 SH SHARED 02 100 D PARADYNE NETWORKS INC COM 69911G10 32 24285 SH SHARED 02 24285 D PARAMETRIC TECHNOLOGY CORP COM 69917310 746 414766 SH SHARED 414766 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1730 961252 SH SHARED 01 961252 D PARAMETRIC TECHNOLOGY CORP COM 69917310 689 383164 SH SHARED 02 323158 60006 D PARAMETRIC TECHNOLOGY CORP COM 69917310 3 1864 SH SHARED 06 1864 D PARAMETRIC TECHNOLOGY CORP COM 69917310 13 7386 SH SHARED 11 4600 2786 D PARAMETRIC TECHNOLOGY CORP COM 69917310 252 140208 SH SHR/OTHR 11 140208 D PAREXEL INTL CORP COM 69946210 272 32004 SH SHARED 01 32004 D PAREXEL INTL CORP COM 69946210 116 13649 SH SHARED 02 13649 D PAREXEL INTL CORP COM 69946210 37 4430 SH SHARED 11 4430 D PARK ELECTROCHEMICAL CORP COM 70041620 32 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 70041620 240 14420 SH SHARED 14420 D PARK ELECTROCHEMICAL CORP COM 70041620 289 17337 SH 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71659710 4 5609 SH SHARED 02 5309 300 D PETROLEUM HELICOPTERS INC COM VTG 71660410 18 688 SH SHARED 01 688 D PETROLEUM HELICOPTERS INC COM VTG 71660410 34 1300 SH SHARED 02 1300 D PETROQUEST ENERGY INC COM 71674810 72 16446 SH SHARED 16446 D PETROQUEST ENERGY INC COM 71674810 65 14775 SH SHARED 01 14775 D PETROQUEST ENERGY INC COM 71674810 67 15300 SH SHARED 02 15300 D PETROQUEST ENERGY INC COM 71674810 8 2000 SH SHARED 11 2000 D PETSMART INC COM 71676810 459 25810 SH SHARED 25810 D PETSMART INC COM 71676810 2160 121300 SH SHARED 01 121300 D PETSMART INC COM 71676810 690 38758 SH SHARED 02 38758 D PETSMART INC COM 71676810 5 315 SH SHARED 11 315 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 109 6418 SH SHARED 6418 D PFIZER INC COM 71708110 1577 54375 SH SHARED 11400 42975 D PFIZER INC COM 71708110 535023 18436356 SH SHARED 15142337 3294019 D PFIZER INC COM 71708110 819378 28234967 SH SHARED 01 27016589 33521 1184857 D PFIZER INC COM 71708110 48574 1673819 SH SHR/OTHR 01 1075699 598120 D PFIZER INC COM 71708110 117792 4059003 SH SHARED 02 3933041 125962 D PFIZER INC COM 71708110 58872 2028700 SH SHARED 03 1390050 638650 D PFIZER INC COM 71708110 215709 7433137 SH SHARED 04 7433137 D PFIZER INC COM 71708110 153252 5280911 SH SHARED 06 5280911 D PFIZER INC COM 71708110 32289 1112674 SH SHARED 07 1112674 D PFIZER INC COM 71708110 20394 702764 SH SHARED 08 702764 D PFIZER INC COM 71708110 12354 425712 SH SHARED 09 425712 D PFIZER INC COM 71708110 3383 116600 SH SHARED 10 116600 D PFIZER INC COM 71708110 498568 17180177 SH SHARED 11 6526041 7890737 2763399 D PFIZER INC COM 71708110 193231 6658569 SH SHR/OTHR 11 6658569 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 6271 90955 SH SHARED 90955 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 1654 24000 SH SHARED 01 24000 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 3481 50500 SH SHARED 02 50100 400 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 62 900 SH SHARED 11 900 D PHARMACEUTICAL PROD DEV INC COM 71712410 38 2000 SH SHARED 2000 D PHARMACEUTICAL PROD DEV INC COM 71712410 40 2087 SH SHARED 2087 D PHARMACEUTICAL PROD DEV INC COM 71712410 460 23800 SH SHARED 01 23800 D PHARMACEUTICAL PROD DEV INC COM 71712410 67 3473 SH SHARED 02 3473 D PHARMACEUTICAL PROD DEV INC COM 71712410 36 1900 SH SHARED 11 1900 D PHARMACEUTICAL RES INC COM 71712510 303 10846 SH SHARED 10846 D PHARMACEUTICAL RES INC COM 71712510 934 33400 SH SHARED 01 33400 D PHARMACEUTICAL RES INC COM 71712510 33 1203 SH SHR/OTHR 01 1203 D PHARMACEUTICAL RES INC COM 71712510 302 10800 SH SHARED 02 10800 D PHARMACEUTICAL RES INC COM 71712510 271 9700 SH SHARED 06 9700 D PHARMACEUTICAL RES INC COM 71712510 10041 358870 SH SHARED 11 352470 6400 D PHARMACEUTICAL RES INC COM 71712510 10794 385800 SH SHR/OTHR 11 385800 D PHARMACEUTICAL RES INC COM 71712510 30 1100 SH SHARED 13 1100 D PHARMACOPEIA INC COM 71713B10 325 36753 SH SHARED 36753 D PHARMACOPEIA INC COM 71713B10 251 28400 SH SHARED 01 28400 D PHARMACOPEIA INC COM 71713B10 121 13663 SH SHARED 02 13663 D PHARMANETICS INC COM 71713J10 5 1091 SH SHARED 1091 D PHARMANETICS INC COM 71713J10 4 1000 SH SHARED 02 1000 D PHARMANETICS INC COM 71713J10 2 522 SH SHARED 11 522 D PHARMACIA CORP COM 71713U10 249835 6425803 SH SHARED 6420378 5425 D PHARMACIA CORP COM 71713U10 247400 6363182 SH SHARED 01 6257968 105214 D PHARMACIA CORP COM 71713U10 7386 189990 SH SHR/OTHR 01 129896 60094 D PHARMACIA CORP COM 71713U10 53547 1377253 SH SHARED 02 1373030 4223 D PHARMACIA CORP COM 71713U10 26562 683200 SH SHARED 03 571500 111700 D PHARMACIA CORP COM 71713U10 49725 1278952 SH SHARED 04 1278952 D PHARMACIA CORP COM 71713U10 349 9000 SH SHARED 05 9000 D PHARMACIA CORP COM 71713U10 4697 120808 SH SHARED 06 120808 D PHARMACIA CORP COM 71713U10 1316 33850 SH SHARED 07 33850 D PHARMACIA CORP COM 71713U10 6446 165817 SH SHARED 08 165817 D PHARMACIA CORP COM 71713U10 7887 202860 SH SHARED 09 202860 D PHARMACIA CORP COM 71713U10 84716 2178918 SH SHARED 11 878134 1130610 170174 D PHARMACIA CORP COM 71713U10 77153 1984400 SH SHR/OTHR 11 1984400 D PHARMCHEM INC COM 71713310 1 3500 SH SHARED 11 3500 D PHARMOS CORP COM NEW 71713920 0 100 SH SHARED 02 100 D PHELPS DODGE CORP COM 71726510 5163 201447 SH SHARED 192947 8500 D PHELPS DODGE CORP COM 71726510 9969 388963 SH SHARED 01 388963 D PHELPS DODGE CORP COM 71726510 18 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 2483 96911 SH SHARED 02 90411 6500 D PHELPS DODGE CORP COM 71726510 512 20000 SH SHARED 04 20000 D PHELPS DODGE CORP COM 71726510 26 1016 SH SHARED 06 1016 D PHELPS DODGE CORP COM 71726510 17 700 SH SHARED 07 700 D PHELPS DODGE CORP COM 71726510 11514 449269 SH SHARED 11 181716 267500 53 D PHELPS DODGE CORP COM 71726510 1266 49418 SH SHR/OTHR 11 49418 D PHELPS DODGE CORP PFD A CV 6.75% 71726550 8156 109800 SH SHARED 109800 D PHILADELPHIA CONS HLDG CORP COM 71752810 138 4689 SH SHARED 4689 D PHILADELPHIA CONS HLDG CORP COM 71752810 2421 82100 SH SHARED 01 82100 D PHILADELPHIA CONS HLDG CORP COM 71752810 32 1100 SH SHR/OTHR 01 1100 D PHILADELPHIA CONS HLDG CORP COM 71752810 305 10351 SH SHARED 02 10351 D PHILADELPHIA CONS HLDG CORP COM 71752810 7773 263500 SH SHARED 11 207100 1800 54600 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 245 12092 SH SHARED 12092 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 3239 159598 SH SHARED 01 159598 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 19 952 SH SHR/OTHR 01 952 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 1504 74106 SH SHARED 02 13006 61100 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 507 25000 SH SHARED 05 25000 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 781 38518 SH SHARED 06 38518 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 22452 1106015 SH SHARED 11 1104453 1562 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 9491 467540 SH SHR/OTHR 11 467540 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 85 4200 SH SHARED 13 4200 D PHILIP MORRIS COS INC COM 71815410 1586 40890 SH SHARED 28800 12090 D PHILIP MORRIS COS INC COM 71815410 391001 10077346 SH SHARED 9952291 125055 D PHILIP MORRIS COS INC COM 71815410 365551 9421419 SH SHARED 01 9266182 155237 D PHILIP MORRIS COS INC COM 71815410 95030 2449234 SH SHR/OTHR 01 51693 2397541 D PHILIP MORRIS COS INC COM 71815410 46940 1209802 SH SHARED 02 1185447 24355 D PHILIP MORRIS COS INC COM 71815410 29340 756210 SH SHARED 03 476850 279360 D PHILIP MORRIS COS INC COM 71815410 139350 3591498 SH SHARED 04 3591498 D PHILIP MORRIS COS INC COM 71815410 26044 671259 SH SHARED 05 671259 D PHILIP MORRIS COS INC COM 71815410 18144 467631 SH SHARED 06 467631 D PHILIP MORRIS COS INC COM 71815410 13683 352680 SH SHARED 07 352680 D PHILIP MORRIS COS INC COM 71815410 7231 186374 SH SHARED 08 186374 D PHILIP MORRIS COS INC COM 71815410 5689 146646 SH SHARED 09 146646 D PHILIP MORRIS COS INC COM 71815410 46016 1186004 SH SHARED 11 726450 9340 450214 D PHILIP MORRIS COS INC COM 71815410 482439 12433995 SH SHR/OTHR 11 12433995 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 890 172628 SH SHARED 172628 D PHILIPS INTL RLTY CORP COM 71833310 1503 799850 SH SHARED 12 799850 D PHILLIPS VAN HEUSEN CORP COM 71859210 199 15800 SH SHARED 01 15800 D PHILLIPS VAN HEUSEN CORP COM 71859210 168 13360 SH SHARED 02 13360 D PHILLIPS VAN HEUSEN CORP COM 71859210 6070 481800 SH SHARED 11 481800 D PHOENIX COS INC NEW COM 71902E10 110 8080 SH SHARED 8080 D PHOENIX COS INC NEW COM 71902E10 181 13314 SH SHARED 01 13314 D PHOENIX COS INC NEW COM 71902E10 107 7897 SH SHARED 02 7405 492 D PHOENIX COS INC NEW COM 71902E10 1 75 SH SHARED 11 75 D PHOENIX COS INC NEW COM 71902E10 930 68320 SH SHR/OTHR 11 68320 D PHOENIX TECHNOLOGY LTD COM 71915310 109 15096 SH SHARED 01 15096 D PHOENIX TECHNOLOGY LTD COM 71915310 106 14752 SH SHARED 02 14752 D PHOTOMEDEX INC COM 71935810 2 2000 SH SHARED 11 2000 D PHOTON DYNAMICS INC COM 71936410 265 14266 SH SHARED 01 14266 D PHOTON DYNAMICS INC COM 71936410 462 24803 SH SHARED 02 23888 915 D PHOTON DYNAMICS INC COM 71936410 3030 162650 SH SHARED 11 87650 75000 D PHOTRONICS INC NOTE 6.000% 6/0 719405AA 9735 10675000 PRN SHARED 10675000 D PHOTRONICS INC COM 71940510 455 45280 SH SHARED 45280 D PHOTRONICS INC COM 71940510 1167 116068 SH SHARED 01 116068 D PHOTRONICS INC COM 71940510 178 17783 SH SHARED 02 17783 D PHOTRONICS INC COM 71940510 10 1000 SH SHARED 11 1000 D PIEDMONT NAT GAS INC COM 72018610 48 1354 SH SHARED 1354 D PIEDMONT NAT GAS INC COM 72018610 1036 29231 SH SHARED 01 29231 D PIEDMONT NAT GAS INC COM 72018610 86 2442 SH SHR/OTHR 01 1800 642 D PIEDMONT NAT GAS INC COM 72018610 644 18167 SH SHARED 02 18167 D PIEDMONT NAT GAS INC COM 72018610 109 3100 SH SHARED 11 600 2500 D PIER 1 IMPORTS INC COM 72027910 278 14600 SH SHARED 14600 D PIER 1 IMPORTS INC COM 72027910 868 45547 SH SHARED 45547 D PIER 1 IMPORTS INC COM 72027910 5054 265053 SH SHARED 01 265053 D PIER 1 IMPORTS INC COM 72027910 582 30565 SH SHARED 02 30565 D PIER 1 IMPORTS INC COM 72027910 18896 990900 SH SHARED 11 990900 D PIER 1 IMPORTS INC COM 72027910 5110 268000 SH SHR/OTHR 11 268000 D PILGRIMS PRIDE CORP CL B 72146710 7 776 SH SHARED 776 D PILGRIMS PRIDE CORP CL B 72146710 903 97100 SH SHARED 01 97100 D PILGRIMS PRIDE CORP CL B 72146710 264 28400 SH SHARED 02 28400 D PILGRIMS PRIDE CORP CL B 72146710 1558 167600 SH SHARED 11 167600 D PILGRIMS PRIDE CORP CL A 72146720 666 93240 SH SHARED 93240 D PILGRIMS PRIDE CORP CL A 72146720 4 650 SH SHARED 02 650 D PIMCO CA MUNICIPAL INCOME FD COM 72200N10 228 15000 SH SHARED 02 15000 D PIMCO CORPORATE INCOME FD COM 72200U10 873 62600 SH SHARED 02 19700 42900 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 48 4000 SH SHR/OTHR 01 4000 D PINNACLE ENTMT INC COM 72345610 105 14444 SH SHARED 14444 D PINNACLE ENTMT INC COM 72345610 204 27950 SH SHARED 01 27950 D PINNACLE ENTMT INC COM 72345610 100 13761 SH SHARED 02 13761 D PINNACLE SYS INC COM 72348110 5821 539012 SH SHARED 01 539012 D PINNACLE SYS INC COM 72348110 364 33704 SH SHARED 02 33704 D PINNACLE WEST CAP CORP COM 72348410 6257 225408 SH SHARED 225408 D PINNACLE WEST CAP CORP COM 72348410 11612 418335 SH SHARED 01 410160 8175 D PINNACLE WEST CAP CORP COM 72348410 462 16644 SH SHR/OTHR 01 600 16044 D PINNACLE WEST CAP CORP COM 72348410 1428 51451 SH SHARED 02 51451 D PINNACLE WEST CAP CORP COM 72348410 142 5130 SH SHARED 07 5130 D PINNACLE WEST CAP CORP COM 72348410 6032 217300 SH SHARED 11 217300 D PINNACLE WEST CAP CORP COM 72348410 1447 52133 SH SHR/OTHR 11 52133 D PIONEER HIGH INCOME TR COM 72369H10 19 1500 SH SHARED 02 1500 D PIONEER NAT RES CO COM 72378710 2465 101665 SH SHARED 01 101665 D PIONEER NAT RES CO COM 72378710 784 32367 SH SHARED 02 32367 D PIONEER NAT RES CO COM 72378710 10422 429800 SH SHARED 11 429800 D PIONEER NAT RES CO COM 72378710 494 20400 SH SHR/OTHR 11 20400 D PIONEER STD ELECTRS INC COM 72387710 40 5600 SH SHARED 5600 D PIONEER STD ELECTRS INC COM 72387710 63 8832 SH SHARED 8832 D PIONEER STD ELECTRS INC COM 72387710 1168 161343 SH SHARED 01 161343 D PIONEER STD ELECTRS INC COM 72387710 128 17686 SH SHARED 02 17686 D PIONEER STD ELECTRS INC COM 72387710 39 5463 SH SHARED 11 5463 D PITNEY BOWES INC COM 72447910 800 26270 SH SHARED 26270 D PITNEY BOWES INC COM 72447910 31033 1017839 SH SHARED 1017839 D PITNEY BOWES INC COM 72447910 31060 1018712 SH SHARED 01 1016912 1800 D PITNEY BOWES INC COM 72447910 3164 103784 SH SHR/OTHR 01 87984 15800 D PITNEY BOWES INC COM 72447910 7775 255024 SH SHARED 02 253974 1050 D PITNEY BOWES INC COM 72447910 89 2935 SH SHARED 06 2935 D PITNEY BOWES INC COM 72447910 529 17355 SH SHARED 07 17355 D PITNEY BOWES INC COM 72447910 45500 1492317 SH SHARED 11 1391933 100384 D PITNEY BOWES INC COM 72447910 4606 151075 SH SHR/OTHR 11 151075 D PITTSTON CO COM BRINKS GRP 72570110 306 13700 SH SHARED 13700 D PITTSTON CO COM BRINKS GRP 72570110 1299 58012 SH SHARED 01 58012 D PITTSTON CO COM BRINKS GRP 72570110 405 18099 SH SHARED 02 18099 D PIXELWORKS INC COM 72581M10 794 154300 SH SHARED 01 154300 D PIXELWORKS INC COM 72581M10 108 21102 SH SHARED 02 21102 D PIVOTAL CORP COM 72581R10 15 15010 SH SHARED 15010 D PIXAR COM 72581110 1142 23750 SH SHARED 01 23750 D PIXAR COM 72581110 86 1807 SH SHARED 02 1807 D PIXAR COM 72581110 469 9770 SH SHR/OTHR 11 9770 D PLACER DOME INC COM 72590610 2954 323621 SH SHARED 231621 92000 D PLACER DOME INC COM 72590610 81 8957 SH SHARED 01 8957 D PLACER DOME INC COM 72590610 332 36446 SH SHARED 02 30846 5600 D PLACER DOME INC COM 72590610 10 1098 SH SHARED 06 1098 D PLACER DOME INC COM 72590610 91 10000 SH SHARED 11 10000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 4 182 SH SHARED 182 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 54 2250 SH SHR/OTHR 01 2250 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 2634 108434 SH SHARED 02 6857 101577 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 194 8000 SH SHARED 11 8000 D PLAINS RES INC COM PAR $0.10 72654050 15 608 SH SHARED 608 D PLAINS RES INC COM PAR $0.10 72654050 778 30200 SH SHARED 01 30200 D PLAINS RES INC COM PAR $0.10 72654050 354 13762 SH SHARED 02 13762 D PLAINS RES INC COM PAR $0.10 72654050 3377 131000 SH SHARED 11 131000 D PLANAR SYS INC COM 72690010 4 271 SH SHARED 271 D PLANAR SYS INC COM 72690010 107 6758 SH SHARED 01 6758 D PLANAR SYS INC COM 72690010 135 8522 SH SHARED 02 8522 D PLANTRONICS INC NEW COM 72749310 14 900 SH SHARED 900 D PLANTRONICS INC NEW COM 72749310 78 4785 SH SHARED 4785 D PLANTRONICS INC NEW COM 72749310 3077 188801 SH SHARED 01 188801 D PLANTRONICS INC NEW COM 72749310 512 31449 SH SHARED 02 31449 D PLANTRONICS INC NEW COM 72749310 148 9130 SH SHARED 11 9130 D PLATO LEARNING INC COM 72764Y10 353 53099 SH SHARED 01 53099 D PLATO LEARNING INC COM 72764Y10 26 3999 SH SHR/OTHR 01 3999 D PLATO LEARNING INC COM 72764Y10 61 9300 SH SHARED 02 9300 D PLAYBOY ENTERPRISES INC CL B 72811730 50 5237 SH SHARED 5237 D PLAYBOY ENTERPRISES INC CL B 72811730 188 19760 SH SHARED 01 19760 D PLAYBOY ENTERPRISES INC CL B 72811730 76 8000 SH SHARED 02 8000 D PLAYTEX PRODS INC COM 72813P10 175 20576 SH SHARED 20576 D PLAYTEX PRODS INC COM 72813P10 388 45700 SH SHARED 01 45700 D PLAYTEX PRODS INC COM 72813P10 206 24300 SH SHARED 02 21300 3000 D PLEXUS CORP COM 72913210 322 34912 SH SHARED 34912 D PLEXUS CORP COM 72913210 279 30224 SH SHARED 01 30224 D PLEXUS CORP COM 72913210 302 32700 SH SHARED 02 32700 D PLEXUS CORP COM 72913210 3306 357500 SH SHARED 11 254100 103400 D PLUG POWER INC COM 72919P10 6 1455 SH SHARED 1455 D PLUG POWER INC COM 72919P10 25 5400 SH SHARED 01 5400 D PLUG POWER INC COM 72919P10 45 9400 SH SHARED 02 9400 D PLUG POWER INC COM 72919P10 148 31000 SH SHARED 04 31000 D PLUM CREEK TIMBER CO INC COM 72925110 5365 237300 SH SHARED 237300 D PLUM CREEK TIMBER CO INC COM 72925110 15873 702053 SH SHARED 01 688005 14048 D PLUM CREEK TIMBER CO INC COM 72925110 441 19546 SH SHR/OTHR 01 4818 14728 D PLUM CREEK TIMBER CO INC COM 72925110 2822 124822 SH SHARED 02 121501 3321 D PLUM CREEK TIMBER CO INC COM 72925110 796 35232 SH SHARED 11 22187 13045 D PLUM CREEK TIMBER CO INC COM 72925110 2469 109243 SH SHR/OTHR 11 109243 D PLUM CREEK TIMBER CO INC COM 72925110 1130 50000 SH SHARED 12 50000 D POGO PRODUCING CO NOTE 5.500% 6/1 730448AE 41 40000 PRN SHARED 11 40000 D POGO PRODUCING CO COM 73044810 423 12435 SH SHARED 12435 D POGO PRODUCING CO COM 73044810 1129 33151 SH SHARED 01 33151 D POGO PRODUCING CO COM 73044810 164 4828 SH SHARED 02 4828 D POGO PRODUCING CO COM 73044810 382 11230 SH SHR/OTHR 11 11230 D POLARIS INDS INC COM 73106810 1410 22743 SH SHARED 22743 D POLARIS INDS INC COM 73106810 4653 75050 SH SHARED 01 75050 D POLARIS INDS INC COM 73106810 247 3986 SH SHARED 02 3441 545 D POLARIS INDS INC COM 73106810 55 900 SH SHARED 11 900 D POLO RALPH LAUREN CORP CL A 73157210 220 10634 SH SHARED 10634 D POLO RALPH LAUREN CORP CL A 73157210 309 14886 SH SHARED 01 14886 D POLO RALPH LAUREN CORP CL A 73157210 15 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 77 3751 SH SHARED 02 3751 D POLYCOM INC COM 73172K10 689 101501 SH SHARED 101501 D POLYCOM INC COM 73172K10 476 70209 SH SHARED 01 70209 D POLYCOM INC COM 73172K10 210 31026 SH SHARED 02 30932 94 D POLYCOM INC COM 73172K10 12928 1903992 SH SHARED 11 1273992 207300 422700 D POLYCOM INC COM 73172K10 5838 859800 SH SHR/OTHR 11 859800 D POLYMEDICA CORP COM 73173810 79 3000 SH SHARED 3000 D POLYMEDICA CORP COM 73173810 21 800 SH SHARED 01 800 D POLYMEDICA CORP COM 73173810 138 5252 SH SHARED 02 5252 D POLYMEDICA CORP COM 73173810 1872 70860 SH SHARED 11 70860 D POLYONE CORP COM 73179P10 308 35953 SH SHARED 35953 D POLYONE CORP COM 73179P10 494 57511 SH SHARED 01 57511 D POLYONE CORP COM 73179P10 390 45472 SH SHARED 02 45472 D POMEROY COMPUTER RES COM 73182210 30 3100 SH SHARED 3100 D POMEROY COMPUTER RES COM 73182210 39 4008 SH SHARED 4008 D POMEROY COMPUTER RES COM 73182210 678 68800 SH SHARED 01 68800 D POMEROY COMPUTER RES COM 73182210 55 5600 SH SHARED 02 5600 D POPE & TALBOT INC COM 73282710 185 14455 SH SHARED 14455 D POPE & TALBOT INC COM 73282710 75 5876 SH SHARED 01 5876 D POPE & TALBOT INC COM 73282710 309 24056 SH SHARED 02 13256 10800 D POPULAR INC COM 73317410 79 2505 SH SHARED 2505 D POPULAR INC COM 73317410 2525 79918 SH SHARED 01 79918 D POPULAR INC COM 73317410 496 15700 SH SHR/OTHR 01 9700 6000 D POPULAR INC COM 73317410 266 8428 SH SHARED 02 8428 D POPULAR INC COM 73317410 44 1400 SH SHARED 11 1400 D POPULAR INC COM 73317410 3146 99570 SH SHR/OTHR 11 99570 D PORT FINL CORP COM 73411910 84 2100 SH SHARED 01 2100 D PORT FINL CORP COM 73411910 156 3900 SH SHARED 02 2800 1100 D PORTAL SOFTWARE INC COM 73612610 3 13111 SH SHARED 13111 D PORTAL SOFTWARE INC COM 73612610 11 47700 SH SHARED 01 47700 D PORTAL SOFTWARE INC COM 73612610 19 83200 SH SHARED 02 83000 200 D PORTAL SOFTWARE INC COM 73612610 2 9700 SH SHARED 11 9700 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 113 24491 SH SHARED 24491 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 1 400 SH SHARED 02 400 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 1 295 SH SHARED 11 295 D POSSIS MEDICAL INC COM 73740710 138 13597 SH SHARED 13597 D POSSIS MEDICAL INC COM 73740710 1145 112190 SH SHARED 01 112190 D POSSIS MEDICAL INC COM 73740710 99 9700 SH SHARED 02 9700 D POST PPTYS INC COM 73746410 52 2004 SH SHARED 2004 D POST PPTYS INC COM 73746410 2026 78000 SH SHARED 01 78000 D POST PPTYS INC COM 73746410 686 26411 SH SHARED 02 21100 5311 D POST PPTYS INC COM 73746410 34748 1337527 SH SHARED 11 1282553 54974 D POST PPTYS INC COM 73746410 392 15100 SH SHR/OTHR 11 15100 D POTASH CORP SASK INC COM 73755L10 99 1600 SH SHARED 1600 D POTASH CORP SASK INC COM 73755L10 502 8084 SH SHARED 8084 D POTASH CORP SASK INC COM 73755L10 278 4477 SH SHARED 02 4477 D POTLATCH CORP COM 73762810 6 225 SH SHARED 225 D POTLATCH CORP COM 73762810 809 28218 SH SHARED 01 28218 D POTLATCH CORP COM 73762810 633 22100 SH SHARED 02 22100 D POWELL INDS INC COM 73912810 77 4100 SH SHARED 01 4100 D POWELL INDS INC COM 73912810 146 7791 SH SHARED 02 7791 D POWER INTEGRATIONS INC COM 73927610 114 9368 SH SHARED 9368 D POWER INTEGRATIONS INC COM 73927610 429 35250 SH SHARED 01 35250 D POWER INTEGRATIONS INC COM 73927610 177 14575 SH SHARED 02 14575 D POWER INTEGRATIONS INC COM 73927610 15 1260 SH SHARED 11 1260 D POWER-ONE INC COM 73930810 305 102500 SH SHARED 102500 D POWER-ONE INC COM 73930810 1747 586532 SH SHARED 01 586532 D POWER-ONE INC COM 73930810 257 86430 SH SHARED 02 86430 D POWER-ONE INC COM 73930810 120 40418 SH SHR/OTHR 11 40418 D POWERWAVE TECHNOLOGIES INC COM 73936310 656 193743 SH SHARED 193743 D POWERWAVE TECHNOLOGIES INC COM 73936310 334 98615 SH SHARED 01 95840 2775 D POWERWAVE TECHNOLOGIES INC COM 73936310 20 5980 SH SHR/OTHR 01 5980 D POWERWAVE TECHNOLOGIES INC COM 73936310 669 197398 SH SHARED 02 156323 41075 D POZEN INC COM 73941U10 19 3800 SH SHARED 01 3800 D POZEN INC COM 73941U10 64 12800 SH SHARED 02 12800 D PRACTICEWORKS INC COM 73941910 1359 78600 SH SHARED 01 78600 D PRACTICEWORKS INC COM 73941910 446 25808 SH SHARED 02 25808 D PRAECIS PHARMACEUTICALS INC COM 73942110 466 156066 SH SHARED 156066 D PRAECIS PHARMACEUTICALS INC COM 73942110 98 32800 SH SHARED 01 32800 D PRAECIS PHARMACEUTICALS INC COM 73942110 87 29200 SH SHARED 02 29200 D PRAXAIR INC COM 74005P10 20 400 SH SHARED 400 D PRAXAIR INC COM 74005P10 12614 246817 SH SHARED 246817 D PRAXAIR INC COM 74005P10 33451 654497 SH SHARED 01 654497 D PRAXAIR INC COM 74005P10 270 5300 SH SHR/OTHR 01 5300 D PRAXAIR INC COM 74005P10 7363 144076 SH SHARED 02 144076 D PRAXAIR INC COM 74005P10 131 2577 SH SHARED 06 2577 D PRAXAIR INC COM 74005P10 74 1454 SH SHARED 07 1454 D PRAXAIR INC COM 74005P10 676 13230 SH SHARED 11 4675 8555 D PRAXAIR INC COM 74005P10 5148 100736 SH SHR/OTHR 11 100736 D PRE PAID LEGAL SVCS INC COM 74006510 61 3100 SH SHARED 3100 D PRE PAID LEGAL SVCS INC COM 74006510 374 18850 SH SHARED 01 18850 D PRE PAID LEGAL SVCS INC COM 74006510 159 8021 SH SHARED 02 8021 D PRECISION CASTPARTS CORP COM 74018910 82 3800 SH SHARED 3800 D PRECISION CASTPARTS CORP COM 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SH SHARED 02 69207 20815 D PRICE T ROWE GROUP INC COM 74144T10 30 1217 SH SHARED 06 1217 D PRICE T ROWE GROUP INC COM 74144T10 235 9450 SH SHARED 11 9100 350 D PRICE T ROWE GROUP INC COM 74144T10 1945 77956 SH SHR/OTHR 11 77956 D PRICELINE COM INC COM 74150310 66 45684 SH SHARED 45684 D PRICELINE COM INC COM 74150310 598 409800 SH SHARED 01 409800 D PRICELINE COM INC COM 74150310 121 83118 SH SHARED 02 82818 300 D PRICELINE COM INC COM 74150310 8 5670 SH SHARED 11 5670 D PRICESMART INC COM 74151110 13 664 SH SHARED 01 664 D PRICESMART INC COM 74151110 44 2211 SH SHARED 02 2211 D PRICESMART INC COM 74151110 12 625 SH SHARED 11 625 D PRIDE INTL INC DEL COM 74153Q10 4462 343256 SH SHARED 343256 D PRIDE INTL INC DEL COM 74153Q10 1113 85640 SH SHARED 01 85640 D PRIDE INTL INC DEL COM 74153Q10 659 50706 SH SHARED 02 44406 6300 D PRIME MED SVCS INC NEW COM 74156D10 20 2171 SH SHARED 2171 D PRIME MED SVCS INC NEW COM 74156D10 53 5746 SH SHARED 01 5746 D PRIME MED SVCS INC NEW COM 74156D10 70 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SHARED 01 2000 D PRINCETON REVIEW INC COM 74235210 54 9100 SH SHARED 02 9100 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 16493 630000 SH SHARED 630000 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 33599 1283408 SH SHARED 01 1283408 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5298 202372 SH SHARED 02 202372 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 52 2000 SH SHARED 06 2000 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 39578 1511783 SH SHARED 11 524414 985700 1669 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 12133 463480 SH SHR/OTHR 11 463480 D PRINTRONIX INC COM 74257810 2 300 SH SHARED 02 300 D PRIORITY HEALTHCARE CORP CL B 74264T10 109 4364 SH SHARED 4364 D PRIORITY HEALTHCARE CORP CL B 74264T10 3782 150114 SH SHARED 01 150114 D PRIORITY HEALTHCARE CORP CL B 74264T10 20 833 SH SHR/OTHR 01 833 D PRIORITY HEALTHCARE CORP CL B 74264T10 380 15110 SH SHARED 02 15110 D PRIORITY HEALTHCARE CORP CL B 74264T10 4581 181800 SH SHARED 11 155900 25900 D PRIORITY HEALTHCARE CORP CL B 74264T10 1116 44300 SH SHR/OTHR 11 44300 D PRIVATE MEDIA GROUP INC COM 74266R10 5 2400 SH SHARED 01 2400 D PRIVATE MEDIA GROUP INC COM 74266R10 19 8200 SH SHARED 02 8200 D PROASSURANCE CORP COM 74267C10 53 3173 SH SHARED 3173 D PROASSURANCE CORP COM 74267C10 109 6490 SH SHARED 01 6490 D PROASSURANCE CORP COM 74267C10 203 12060 SH SHARED 02 12060 D PROASSURANCE CORP COM 74267C10 5 309 SH SHARED 11 309 D PRIVATE BUSINESS INC COM NEW 74267D20 4 1666 SH SHARED 02 1666 D PROBUSINESS SERVICES INC COM 74267410 78 12367 SH SHARED 12367 D PROBUSINESS SERVICES INC COM 74267410 52 8250 SH SHARED 01 8250 D PROBUSINESS SERVICES INC COM 74267410 81 12900 SH SHARED 02 11800 1100 D PROBUSINESS SERVICES INC COM 74267410 15 2500 SH SHARED 11 2500 D PROCOM TECHNOLOGY INC COM 74270W10 0 1800 SH SHARED 02 1800 D PROCTER & GAMBLE CO COM 74271810 670 7498 SH SHARED 2098 5400 D PROCTER & GAMBLE CO COM 74271810 433032 4844848 SH SHARED 4397769 447079 D PROCTER & GAMBLE CO COM 74271810 545796 6106477 SH SHARED 01 5838945 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SH SHARED 02 4400 D PROGRESS ENERGY INC COM 74326310 12579 307803 SH SHARED 307803 D PROGRESS ENERGY INC COM 74326310 38154 933551 SH SHARED 01 929791 3760 D PROGRESS ENERGY INC COM 74326310 274 6711 SH SHR/OTHR 01 4994 1717 D PROGRESS ENERGY INC COM 74326310 5367 131343 SH SHARED 02 126511 4832 D PROGRESS ENERGY INC COM 74326310 126697 3100000 SH SHARED 05 3100000 D PROGRESS ENERGY INC COM 74326310 100 2466 SH SHARED 06 2466 D PROGRESS ENERGY INC COM 74326310 153 3750 SH SHARED 07 3750 D PROGRESS ENERGY INC COM 74326310 1249 30563 SH SHARED 11 24215 6348 D PROGRESS ENERGY INC COM 74326310 5011 122621 SH SHR/OTHR 11 122621 D PROGRESS SOFTWARE CORP COM 74331210 14 1191 SH SHARED 1191 D PROGRESS SOFTWARE CORP COM 74331210 546 45144 SH SHARED 01 45144 D PROGRESS SOFTWARE CORP COM 74331210 252 20884 SH SHARED 02 18032 2852 D PROGRESS SOFTWARE CORP COM 74331210 50 4158 SH SHARED 11 4158 D PROGRESSIVE CORP OHIO COM 74331510 37752 745645 SH SHARED 745645 D PROGRESSIVE CORP OHIO COM 74331510 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50 7680 SH SHARED 7680 D QRS CORP COM 74726X10 56 8545 SH SHARED 01 8545 D QRS CORP COM 74726X10 139 21097 SH SHARED 02 16347 4750 D QLOGIC CORP COM 74727710 4460 171277 SH SHARED 171277 D QLOGIC CORP COM 74727710 11917 457670 SH SHARED 01 457670 D QLOGIC CORP COM 74727710 2245 86235 SH SHARED 02 85335 900 D QLOGIC CORP COM 74727710 29 1138 SH SHARED 06 1138 D QLOGIC CORP COM 74727710 20 800 SH SHARED 07 800 D QLOGIC CORP COM 74727710 6278 241100 SH SHARED 11 173300 65300 2500 D QLOGIC CORP COM 74727710 2135 82025 SH SHR/OTHR 11 82025 D QUADRAMED CORP SDCV 5.250% 5/0 74730WAC 16 25000 PRN SHARED 25000 D QUADRAMED CORP COM 74730W10 1 800 SH SHARED 800 D QUADRAMED CORP COM 74730W10 14 8000 SH SHARED 01 8000 D QUADRAMED CORP COM 74730W10 57 32000 SH SHARED 02 23700 8300 D QUAKER CITY BANCORP INC COM 74731K10 72 2200 SH SHARED 01 2200 D QUAKER CITY BANCORP INC COM 74731K10 99 3000 SH SHARED 02 3000 D QUAKER CHEM CORP COM 74731610 48 2500 SH SHARED 01 2500 D QUAKER CHEM CORP COM 74731610 84 4417 SH SHARED 02 4417 D QUAKER FABRIC CORP NEW COM 74739910 54 8682 SH SHARED 8682 D QUAKER FABRIC CORP NEW COM 74739910 32 5100 SH SHARED 01 5100 D QUAKER FABRIC CORP NEW COM 74739910 41 6600 SH SHARED 02 6600 D QUAKER FABRIC CORP NEW COM 74739910 1754 279000 SH SHARED 06 279000 D QUAKER FABRIC CORP NEW COM 74739910 3641 579000 SH SHARED 11 579000 D QUAKER FABRIC CORP NEW COM 74739910 1413 224800 SH SHR/OTHR 11 224800 D QUALCOMM INC COM 74752510 179 6500 SH SHARED 6500 D QUALCOMM INC COM 74752510 32087 1161764 SH SHARED 1149243 12521 D QUALCOMM INC COM 74752510 92598 3352582 SH SHARED 01 3194260 158322 D QUALCOMM INC COM 74752510 1652 59840 SH SHR/OTHR 01 36838 23002 D QUALCOMM INC COM 74752510 29985 1085658 SH SHARED 02 779427 306231 D QUALCOMM INC COM 74752510 16433 595000 SH SHARED 04 595000 D QUALCOMM INC COM 74752510 2762 100000 SH SHARED 05 100000 D QUALCOMM INC COM 74752510 711 25776 SH SHARED 06 25776 D QUALCOMM INC COM 74752510 1224 44350 SH SHARED 07 44350 D QUALCOMM INC COM 74752510 28389 1027859 SH SHARED 11 1008289 3500 16070 D QUALCOMM INC COM 74752510 17492 633313 SH SHR/OTHR 11 633313 D QUALITY SYS INC COM 74758210 185 11000 SH SHARED 02 11000 D QUANTA SVCS INC COM 74762E10 18 8808 SH SHARED 8808 D QUANTA SVCS INC COM 74762E10 92 44400 SH SHARED 01 44400 D QUANTA SVCS INC COM 74762E10 65 31400 SH SHARED 02 31400 D QUANTA SVCS INC COM 74762E10 8 4200 SH SHARED 11 4200 D QUANEX CORP COM 74762010 756 21793 SH SHARED 21793 D QUANEX CORP COM 74762010 5000 144100 SH SHARED 01 144100 D QUANEX CORP COM 74762010 285 8215 SH SHARED 02 8215 D QUANEX CORP COM 74762010 5793 166955 SH SHARED 11 166900 55 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 2 1200 SH SHARED 01 1200 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 4 1977 SH SHARED 02 1977 D QUANTUM CORP COM DSSG 74790620 16 7600 SH SHARED 7600 D QUANTUM CORP COM DSSG 74790620 153 69611 SH SHARED 69611 D QUANTUM CORP COM DSSG 74790620 233 105600 SH SHARED 01 105600 D QUANTUM CORP COM DSSG 74790620 236 107100 SH SHARED 02 107100 D Q MED COM 74791410 8 1188 SH SHARED 01 1188 D Q MED COM 74791410 30 4300 SH SHARED 02 4300 D QUEBECOR WORLD INC COM NON-VTG 74820310 23 1000 SH SHARED 02 1000 D QUEST DIAGNOSTICS INC COM 74834L10 513 8340 SH SHARED 8340 D QUEST DIAGNOSTICS INC COM 74834L10 4040 65660 SH SHARED 58686 6974 D QUEST DIAGNOSTICS INC COM 74834L10 19256 312964 SH SHARED 01 146529 166435 D QUEST DIAGNOSTICS INC COM 74834L10 2617 42536 SH SHR/OTHR 01 18700 23836 D QUEST DIAGNOSTICS INC COM 74834L10 3084 50124 SH SHARED 02 30350 19774 D QUEST DIAGNOSTICS INC COM 74834L10 24612 400000 SH SHARED 05 400000 D QUEST DIAGNOSTICS INC COM 74834L10 13 224 SH SHARED 06 224 D QUEST DIAGNOSTICS INC COM 74834L10 43 700 SH SHARED 07 700 D QUEST DIAGNOSTICS INC COM 74834L10 20899 339658 SH SHARED 11 127032 6600 206026 D QUEST DIAGNOSTICS INC COM 74834L10 4641 75440 SH SHR/OTHR 11 75440 D QUEST SOFTWARE INC COM 74834T10 231 24600 SH SHARED 01 24600 D QUEST SOFTWARE INC COM 74834T10 19495 2073937 SH SHARED 02 2073937 D QUEST SOFTWARE INC COM 74834T10 780 83000 SH SHARED 11 83000 D QUEST SOFTWARE INC COM 74834T10 41 4400 SH SHR/OTHR 11 4400 D QUESTAR CORP COM 74835610 482 21132 SH SHARED 21132 D QUESTAR CORP COM 74835610 1355 59347 SH SHARED 01 59347 D QUESTAR CORP COM 74835610 624 27328 SH SHARED 02 27328 D QUESTAR CORP COM 74835610 8 375 SH SHARED 06 375 D QUESTAR CORP COM 74835610 48 2129 SH SHARED 11 2129 D QUICKSILVER RESOURCES INC COM 74837R10 11 627 SH SHARED 627 D QUICKSILVER RESOURCES INC COM 74837R10 777 43200 SH SHARED 01 43200 D QUICKSILVER RESOURCES INC COM 74837R10 97 5400 SH SHARED 02 5400 D QUIKSILVER INC COM 74838C10 121 5365 SH SHARED 5365 D QUIKSILVER INC COM 74838C10 168 7450 SH SHARED 01 7450 D QUIKSILVER INC COM 74838C10 279 12359 SH SHARED 02 12359 D QUIKSILVER INC COM 74838C10 2457 108800 SH SHARED 11 108800 D QUIDEL CORP COM 74838J10 40 9100 SH SHARED 9100 D QUIDEL CORP COM 74838J10 29 6578 SH SHARED 01 6578 D QUIDEL CORP COM 74838J10 64 14500 SH SHARED 02 14500 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 31 4300 SH SHARED 02 4300 D QUINTILES TRANSNATIONAL CORP COM 74876710 1535 161460 SH SHARED 161460 D QUINTILES TRANSNATIONAL CORP COM 74876710 4328 455146 SH SHARED 01 455146 D QUINTILES TRANSNATIONAL CORP COM 74876710 808 85063 SH SHARED 02 85063 D QUINTILES TRANSNATIONAL CORP COM 74876710 599 63015 SH SHR/OTHR 11 63015 D QUIXOTE CORP COM 74905610 40 2200 SH SHARED 01 2200 D QUIXOTE CORP COM 74905610 109 5950 SH SHARED 02 3800 2150 D QWEST COMMUNICATIONS INTL IN COM 74912110 51 22401 SH SHARED 22401 D QWEST COMMUNICATIONS INTL IN COM 74912110 6035 2647213 SH SHARED 2647213 D QWEST COMMUNICATIONS INTL IN COM 74912110 14612 6409062 SH SHARED 01 6408962 100 D QWEST COMMUNICATIONS INTL IN COM 74912110 30 13322 SH SHR/OTHR 01 13322 D QWEST COMMUNICATIONS INTL IN COM 74912110 3924 1721248 SH SHARED 02 1711317 9931 D QWEST COMMUNICATIONS INTL IN COM 74912110 59 26001 SH SHARED 06 26001 D QWEST COMMUNICATIONS INTL IN COM 74912110 377 165350 SH SHARED 07 165350 D QWEST COMMUNICATIONS INTL IN COM 74912110 93 40929 SH SHARED 11 32100 8829 D QWEST COMMUNICATIONS INTL IN COM 74912110 25338 11113467 SH SHR/OTHR 11 11113467 D QUOVADX INC COM 74913K10 16 11800 SH SHARED 02 11800 D R & G FINANCIAL CORP CL B 74913610 183 8423 SH SHARED 8423 D R & G FINANCIAL CORP CL B 74913610 4854 222500 SH SHARED 01 222500 D R & G FINANCIAL CORP CL B 74913610 187 8600 SH SHARED 02 8600 D R & G FINANCIAL CORP CL B 74913610 3306 151550 SH SHARED 11 151550 D RAIT INVT TR COM 74922710 232 11300 SH SHARED 11300 D RAIT INVT TR COM 74922710 74 3616 SH SHARED 01 3616 D RAIT INVT TR COM 74922710 183 8900 SH SHARED 02 8900 D RCN CORP COM 74936110 1 2492 SH SHARED 2492 D RCN CORP COM 74936110 15 29500 SH SHARED 01 29500 D RCN CORP COM 74936110 18 36100 SH SHARED 02 36100 D RFS HOTEL INVS INC COM 74955J10 35 3256 SH SHARED 3256 D RFS HOTEL INVS INC COM 74955J10 335 30500 SH SHARED 01 30500 D RFS HOTEL INVS INC COM 74955J10 176 16100 SH SHARED 02 16100 D RFS HOTEL INVS INC COM 74955J10 20 1900 SH SHARED 11 1900 D RFS HOTEL INVS INC COM 74955J10 322 29300 SH SHR/OTHR 11 29300 D RFS HOTEL INVS INC COM 74955J10 15187 1381900 SH SHARED 12 1381900 D R H DONNELLEY CORP COM NEW 74955W30 66 2557 SH SHARED 2557 D R H DONNELLEY CORP COM NEW 74955W30 1114 42849 SH SHARED 01 37649 5200 D R H DONNELLEY CORP COM NEW 74955W30 67 2592 SH SHR/OTHR 01 80 2512 D R H DONNELLEY CORP COM NEW 74955W30 405 15600 SH SHARED 02 15500 100 D R H DONNELLEY CORP COM NEW 74955W30 17 680 SH SHARED 11 680 D R H DONNELLEY CORP COM NEW 74955W30 11719 450740 SH SHR/OTHR 11 450740 D RF INDS LTD COM PAR $0.01 74955210 0 500 SH SHARED 02 500 D RLI CORP COM 74960710 9 181 SH SHARED 181 D RLI CORP COM 74960710 352 6562 SH SHARED 01 6562 D RLI CORP COM 74960710 40 750 SH SHR/OTHR 01 750 D RLI CORP COM 74960710 204 3810 SH SHARED 02 3810 D RLI CORP COM 74960710 6894 128500 SH SHARED 11 128500 D R O C TAIWAN FD SH BEN INT 74965110 3402 972100 SH SHARED 972100 D RPC INC COM 74966010 415 41990 SH SHARED 01 7900 34090 D RPC INC COM 74966010 62 6300 SH SHARED 02 6300 D RPM INC OHIO COM 74968510 366 26102 SH SHARED 26102 D RPM INC OHIO COM 74968510 1087 77373 SH SHARED 01 77373 D RPM INC OHIO COM 74968510 465 33091 SH SHARED 02 32591 500 D RPM INC OHIO COM 74968510 62 4460 SH SHARED 11 4300 160 D RSA SEC INC COM 74971910 748 222700 SH SHARED 222700 D RSA SEC INC COM 74971910 31 9500 SH SHARED 9500 D RSA SEC INC COM 74971910 146 43700 SH SHARED 01 43700 D RSA SEC INC COM 74971910 255 76026 SH SHARED 02 50751 25275 D RSA SEC INC COM 74971910 1128 336000 SH SHARED 11 153650 182350 D RTI INTL METALS INC COM 74973W10 43 4174 SH SHARED 4174 D RTI INTL METALS INC COM 74973W10 80 7700 SH SHARED 01 7700 D RTI INTL METALS INC COM 74973W10 125 11945 SH SHARED 02 11945 D RMH TELESERVICES INC COM 74993810 22 2755 SH SHARED 2755 D RMH TELESERVICES INC COM 74993810 31 3800 SH SHARED 01 3800 D RMH TELESERVICES INC COM 74993810 53 6600 SH SHARED 02 6600 D RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB 1882 2500000 PRN SHARED 01 2500000 D RF MICRODEVICES INC COM 74994110 1868 311454 SH SHARED 311454 D RF MICRODEVICES INC COM 74994110 613 102296 SH SHARED 01 102296 D RF MICRODEVICES INC COM 74994110 1026 171120 SH SHARED 02 83020 88100 D RF MICRODEVICES INC COM 74994110 53 8900 SH SHR/OTHR 11 8900 D RACING CHAMPIONS ERTL CORP COM 75006910 1957 119815 SH SHARED 01 119815 D RACING CHAMPIONS ERTL CORP COM 75006910 78 4800 SH SHARED 02 4800 D RADIAN GROUP INC COM 75023610 3837 117513 SH SHARED 117513 D RADIAN GROUP INC COM 75023610 2485 76104 SH SHARED 01 76104 D RADIAN GROUP INC COM 75023610 1447 44316 SH SHARED 02 44316 D RADIAN GROUP INC COM 75023610 914 28000 SH SHARED 04 28000 D RADIAN GROUP INC COM 75023610 1260 38600 SH SHARED 11 38600 D RADIANT SYSTEMS INC COM 75025N10 102 12824 SH SHARED 01 12824 D RADIANT SYSTEMS INC COM 75025N10 79 9948 SH SHARED 02 9948 D RADIANT SYSTEMS INC COM 75025N10 19 2400 SH SHARED 11 2400 D RADIOLOGIX INC COM 75040K10 10194 1592884 SH SHARED 1592884 D RADIOLOGIX INC COM 75040K10 386 60400 SH SHARED 01 60400 D RADIOLOGIX INC COM 75040K10 72 11300 SH SHARED 02 11300 D RADIOLOGIX INC COM 75040K10 14840 2318841 SH SHARED 14 2318841 D RADIO ONE INC CL A 75040P10 1663 99864 SH SHARED 99864 D RADIO ONE INC CL A 75040P10 31 1900 SH SHARED 01 1900 D RADIO ONE INC CL A 75040P10 1 116 SH SHARED 02 116 D RADIO ONE INC CL A 75040P10 277 16655 SH SHARED 11 16655 D RADIO ONE INC CL D NON VTG 75040P40 1 100 SH SHARED 100 D RADIO ONE INC CL D NON VTG 75040P40 788 47801 SH SHARED 01 47801 D RADIO ONE INC CL D NON VTG 75040P40 100 6102 SH SHARED 02 6102 D RADIO ONE INC CL D NON VTG 75040P40 15042 912215 SH SHARED 11 619635 6665 285915 D RADIO ONE INC CL D NON VTG 75040P40 14511 880000 SH SHR/OTHR 11 880000 D RADIOSHACK CORP COM 75043810 5929 295565 SH SHARED 295565 D RADIOSHACK CORP COM 75043810 25791 1285719 SH SHARED 01 1285719 D RADIOSHACK CORP COM 75043810 20 1000 SH SHR/OTHR 01 1000 D RADIOSHACK CORP COM 75043810 2475 123424 SH SHARED 02 119190 4234 D RADIOSHACK CORP COM 75043810 7143 356100 SH SHARED 03 286700 69400 D RADIOSHACK CORP COM 75043810 21991 1096300 SH SHARED 04 1096300 D RADIOSHACK CORP COM 75043810 45 2287 SH SHARED 06 2287 D RADIOSHACK CORP COM 75043810 427 21298 SH SHARED 07 21298 D RADIOSHACK CORP COM 75043810 8 400 SH SHARED 11 400 D RADIOSHACK CORP COM 75043810 2883 143757 SH SHR/OTHR 11 143757 D RADISYS CORP COM 75045910 34 8682 SH SHARED 8682 D RADISYS CORP COM 75045910 31 8074 SH SHARED 01 8074 D RADISYS CORP COM 75045910 37 9492 SH SHARED 02 9492 D RAILAMERICA INC COM 75075310 10 1420 SH SHARED 1420 D RAILAMERICA INC COM 75075310 81 11200 SH SHARED 01 11200 D RAILAMERICA INC COM 75075310 116 16100 SH SHARED 02 16100 D RAINDANCE COMM COM 75086X10 176 57098 SH SHARED 01 57098 D RAINDANCE COMM COM 75086X10 75 24500 SH SHARED 02 24500 D RAINBOW TECHNOLOGIES INC COM 75086210 169 59742 SH SHARED 01 59742 D RAINBOW TECHNOLOGIES INC COM 75086210 25 9000 SH SHR/OTHR 01 9000 D RAINBOW TECHNOLOGIES INC COM 75086210 44 15766 SH SHARED 02 13588 2178 D RAINMAKER SYSTEMS COM 75087510 5 12000 SH SHARED 02 12000 D RAMBUS INC DEL COM 75091710 3 800 SH SHARED 800 D RAMBUS INC DEL COM 75091710 61 14261 SH SHARED 11761 2500 D RAMBUS INC DEL COM 75091710 283 65235 SH SHARED 01 64235 1000 D RAMBUS INC DEL COM 75091710 221 51000 SH SHARED 02 51000 D RALCORP HLDGS INC NEW COM 75102810 227 10700 SH SHARED 10700 D RALCORP HLDGS INC NEW COM 75102810 215 10144 SH SHARED 10144 D RALCORP HLDGS INC NEW COM 75102810 2602 122370 SH SHARED 01 122370 D RALCORP HLDGS INC NEW COM 75102810 2 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 411 19365 SH SHARED 02 19365 D RALCORP HLDGS INC NEW COM 75102810 5 267 SH SHARED 11 267 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 22 1166 SH SHARED 1166 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 78 4000 SH SHARED 01 4000 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 707 36005 SH SHARED 02 17480 18525 D RANDGOLD RES LTD ADR 75234430 4522 250000 SH SHR/OTHR 11 250000 D RANGE RES CORP COM 75281A10 55 11922 SH SHARED 11922 D RANGE RES CORP COM 75281A10 110 23600 SH SHARED 01 23600 D RANGE RES CORP COM 75281A10 135 29000 SH SHARED 02 29000 D RANK GROUP PLC SPONSORED ADR 75303710 0 100 SH SHARED 02 100 D RARE MEDIUM GROUP INC COM NEW 75382N20 0 40 SH SHARED 40 D RARE HOSPITALITY INTL INC COM 75382010 74 3173 SH SHARED 3173 D RARE HOSPITALITY INTL INC COM 75382010 227 9700 SH SHARED 01 9700 D RARE HOSPITALITY INTL INC COM 75382010 27 1153 SH SHR/OTHR 01 1153 D RARE HOSPITALITY INTL INC COM 75382010 310 13278 SH SHARED 02 13278 D RATIONAL SOFTWARE CORP COM NEW 75409P20 1590 368156 SH SHARED 368116 40 D RATIONAL SOFTWARE CORP COM NEW 75409P20 3418 791368 SH SHARED 01 791368 D RATIONAL SOFTWARE CORP COM NEW 75409P20 652 151067 SH SHARED 02 149957 1110 D RATIONAL SOFTWARE CORP COM NEW 75409P20 13 3200 SH SHARED 07 3200 D RATIONAL SOFTWARE CORP COM NEW 75409P20 1668 386184 SH SHARED 11 386184 D RATIONAL SOFTWARE CORP COM NEW 75409P20 494 114370 SH SHR/OTHR 11 114370 D RAYMOND JAMES FINANCIAL INC COM 75473010 132 4900 SH SHARED 4900 D RAYMOND JAMES FINANCIAL INC COM 75473010 159 5908 SH SHARED 5908 D RAYMOND JAMES FINANCIAL INC COM 75473010 477 17625 SH SHARED 01 17625 D RAYMOND JAMES FINANCIAL INC COM 75473010 111 4120 SH SHARED 02 4120 D RAYMOND JAMES FINANCIAL INC COM 75473010 3704 136847 SH SHARED 11 136847 D RAYONIER INC COM 75490710 28825 687800 SH SHARED 687800 D RAYONIER INC COM 75490710 2318 55313 SH SHARED 01 55313 D RAYONIER INC COM 75490710 384 9167 SH SHARED 02 8492 675 D RAYONIER INC COM 75490710 29077 693800 SH SHARED 05 693800 D RAYONIER INC COM 75490710 435 10400 SH SHARED 06 10400 D RAYONIER INC COM 75490710 11777 281030 SH SHARED 11 281030 D RAYONIER INC COM 75490710 4710 112400 SH SHR/OTHR 11 112400 D RAYOVAC CORP COM 75508110 306 25083 SH SHARED 25083 D RAYOVAC CORP COM 75508110 130 10700 SH SHARED 01 10700 D RAYOVAC CORP COM 75508110 222 18200 SH SHARED 02 18200 D RAYTECH CORP DEL COM 75510310 65 10700 SH SHARED 01 10700 D RAYTECH CORP DEL COM 75510310 143 23600 SH SHARED 02 23600 D RAYTHEON CO CL A 75511130 0 17 SH SHR/OTHR 11 17 D RAYTHEON CO COM NEW 75511150 17240 588397 SH SHARED 588397 D RAYTHEON CO COM NEW 75511150 50045 1708048 SH SHARED 01 1705848 2200 D RAYTHEON CO COM NEW 75511150 513 17533 SH SHR/OTHR 01 9213 8320 D RAYTHEON CO COM NEW 75511150 7518 256598 SH SHARED 02 255095 1503 D RAYTHEON CO COM NEW 75511150 8350 285000 SH SHARED 04 285000 D RAYTHEON CO COM NEW 75511150 131 4488 SH SHARED 06 4488 D RAYTHEON CO COM NEW 75511150 568 19400 SH SHARED 07 19400 D RAYTHEON CO COM NEW 75511150 28087 958615 SH SHARED 11 905831 52784 D RAYTHEON CO COM NEW 75511150 7657 261356 SH SHR/OTHR 11 261356 D RAZORFISH INC CL A NEW 75523620 0 100 SH SHARED 100 D READ-RITE CORP COM 75524610 3 6700 SH SHARED 6700 D READ-RITE CORP COM 75524610 23 46029 SH SHARED 46029 D READ-RITE CORP COM 75524610 17 33400 SH SHARED 01 33400 D READ-RITE CORP COM 75524610 78 151540 SH SHARED 02 149040 2500 D READERS DIGEST ASSN INC CL A NON VTG 75526710 2987 190918 SH SHARED 190918 D READERS DIGEST ASSN INC CL A NON VTG 75526710 1359 86892 SH SHARED 01 86892 D READERS DIGEST ASSN INC CL A NON VTG 75526710 29 1900 SH SHR/OTHR 01 1900 D READERS DIGEST ASSN INC CL A NON VTG 75526710 474 30299 SH SHARED 02 28799 1500 D READERS DIGEST ASSN INC CL A NON VTG 75526710 23 1500 SH SHARED 07 1500 D READERS DIGEST ASSN INC CL A NON VTG 75526710 921 58900 SH SHARED 11 58900 D READERS DIGEST ASSN INC CL B 75526720 137 7451 SH SHARED 7451 D READERS DIGEST ASSN INC CL B 75526720 686 37046 SH SHARED 01 37046 D READING INTERNATIONAL INC CL A 75540810 4 1170 SH SHARED 01 1170 D REAL ESTATE INCOME FUND INC COM 75588110 21 1500 SH SHARED 02 1500 D REALNETWORKS INC COM 75605L10 101 28230 SH SHARED 28230 D REALNETWORKS INC COM 75605L10 153 42500 SH SHARED 01 42500 D REALNETWORKS INC COM 75605L10 53 14724 SH SHARED 02 14724 D REALNETWORKS INC COM 75605L10 7 2000 SH SHARED 11 2000 D REALNETWORKS INC COM 75605L10 11 3100 SH SHR/OTHR 11 3100 D REALTY INCOME CORP COM 75610910 71 2105 SH SHARED 2105 D REALTY INCOME CORP COM 75610910 1301 38100 SH SHARED 01 38100 D REALTY INCOME CORP COM 75610910 645 18900 SH SHARED 02 18900 D RECKSON ASSOCS RLTY CORP COM 75621K10 58 2570 SH SHARED 2570 D RECKSON ASSOCS RLTY CORP COM 75621K10 434 19100 SH SHARED 01 19100 D RECKSON ASSOCS RLTY CORP COM 75621K10 317 13940 SH SHARED 02 5189 8751 D RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K20 8984 379100 SH SHARED 379100 D RECKSON ASSOCS RLTY CORP CL B 75621K30 2674 112607 SH SHARED 112607 D RECOTON CORP COM 75626810 0 1100 SH SHARED 02 100 1000 D RED HAT INC COM 75657710 105 22238 SH SHARED 22238 D RED HAT INC COM 75657710 2453 516500 SH SHARED 01 516500 D RED HAT INC COM 75657710 309 65160 SH SHARED 02 64060 1100 D REDBACK NETWORKS INC COM 75720910 17 54904 SH SHARED 54904 D REDBACK NETWORKS INC COM 75720910 24 79200 SH SHARED 01 79200 D REDBACK NETWORKS INC COM 75720910 27 87200 SH SHARED 02 87200 D REDBACK NETWORKS INC COM 75720910 5 16656 SH SHARED 11 16656 D REDWOOD TR INC COM 75807540 93 3425 SH SHARED 3425 D REDWOOD TR INC COM 75807540 1265 46300 SH SHARED 01 46300 D REDWOOD TR INC COM 75807540 169 6200 SH SHARED 02 6200 D REDWOOD TR INC COM 75807540 4520 165400 SH SHARED 11 165400 D REEBOK INTL LTD COM 75811010 2116 84497 SH SHARED 84497 D REEBOK INTL LTD COM 75811010 7920 316174 SH SHARED 01 316174 D REEBOK INTL LTD COM 75811010 57 2308 SH SHR/OTHR 01 2308 D REEBOK INTL LTD COM 75811010 817 32648 SH SHARED 02 32648 D REEBOK INTL LTD COM 75811010 29147 1163565 SH SHARED 11 262665 900900 D REEBOK INTL LTD COM 75811010 969 38709 SH SHR/OTHR 11 38709 D REED ELSEVIER N V SPONSORED ADR 75820410 41 1710 SH SHARED 1710 D REED ELSEVIER N V SPONSORED ADR 75820410 4 200 SH SHARED 02 200 D REED ELSEVIER N V SPONSORED ADR 75820410 4 172 SH SHARED 11 172 D REED ELSEVIER P L C SPONSORED ADR 75820510 1676 47571 SH SHARED 47571 D REED ELSEVIER P L C SPONSORED ADR 75820510 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SHARED 13056 D REGENT COMMUNICATIONS INC DE COM 75886510 164 32300 SH SHARED 01 32300 D REGENT COMMUNICATIONS INC DE COM 75886510 76 15148 SH SHARED 02 15100 48 D REGENT COMMUNICATIONS INC DE COM 75886510 1632 321300 SH SHARED 11 321300 D REGIS CORP MINN COM 75893210 217 7681 SH SHARED 7681 D REGIS CORP MINN COM 75893210 3155 111533 SH SHARED 01 111533 D REGIS CORP MINN COM 75893210 814 28784 SH SHARED 02 28784 D REGIS CORP MINN COM 75893210 5 205 SH SHARED 11 205 D REGIONS FINL CORP COM 75894010 30718 940272 SH SHARED 940272 D REGIONS FINL CORP COM 75894010 27195 832438 SH SHARED 01 832438 D REGIONS FINL CORP COM 75894010 4102 125559 SH SHARED 02 123747 1812 D REGIONS FINL CORP COM 75894010 77 2383 SH SHARED 06 2383 D REGIONS FINL CORP COM 75894010 6 200 SH SHARED 11 200 D REGIONS FINL CORP COM 75894010 3770 115426 SH SHR/OTHR 11 115426 D REGISTER COM INC COM 75914G10 3344 1103819 SH SHARED 1103819 D REGISTER COM INC COM 75914G10 96 31800 SH SHARED 01 31800 D REGISTER COM INC COM 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TUESDAY INC COM 78118210 69 3700 SH SHARED 11 3700 D RUDDICK CORP COM 78125810 269 17711 SH SHARED 17711 D RUDDICK CORP COM 78125810 729 48000 SH SHARED 01 48000 D RUDDICK CORP COM 78125810 419 27600 SH SHARED 02 27600 D RUDDICK CORP COM 78125810 5 341 SH SHARED 11 341 D RUDOLPH TECHNOLOGIES INC COM 78127010 36 3546 SH SHARED 3546 D RUDOLPH TECHNOLOGIES INC COM 78127010 124 12100 SH SHARED 01 12100 D RUDOLPH TECHNOLOGIES INC COM 78127010 55 5389 SH SHARED 02 5389 D RUSS BERRIE & CO COM 78223310 125 4197 SH SHARED 4197 D RUSS BERRIE & CO COM 78223310 270 9000 SH SHARED 01 9000 D RUSS BERRIE & CO COM 78223310 171 5718 SH SHARED 02 5718 D RUSSELL CORP COM 78235210 86 5770 SH SHARED 5770 D RUSSELL CORP COM 78235210 3099 206801 SH SHARED 01 206801 D RUSSELL CORP COM 78235210 213 14258 SH SHARED 02 14258 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 24150 712600 SH SHARED 712600 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 213 6300 SH SHARED 01 3800 2500 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 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3100 SH SHARED 06 3100 D SCM MICROSYSTEMS INC COM 78401810 51 13000 SH SHARED 07 13000 D SCPIE HLDGS INC COM 78402P10 0 126 SH SHARED 02 126 D SCP POOL CORP COM 78402810 130 4759 SH SHARED 4759 D SCP POOL CORP COM 78402810 639 23325 SH SHARED 01 23325 D SCP POOL CORP COM 78402810 283 10337 SH SHARED 02 10337 D SCP POOL CORP COM 78402810 65 2390 SH SHARED 11 2390 D SEI INVESTMENTS CO COM 78411710 35 1500 SH SHARED 1500 D SEI INVESTMENTS CO COM 78411710 2298 96255 SH SHARED 96255 D SEI INVESTMENTS CO COM 78411710 2760 115600 SH SHARED 01 83900 31700 D SEI INVESTMENTS CO COM 78411710 732 30655 SH SHARED 02 30355 300 D SEI INVESTMENTS CO COM 78411710 267 11198 SH SHARED 11 1100 10098 D SEI INVESTMENTS CO COM 78411710 17348 726480 SH SHR/OTHR 11 726480 D SEMCO ENERGY INC COM 78412D10 28 3605 SH SHARED 01 3605 D SEMCO ENERGY INC COM 78412D10 81 10500 SH SHARED 02 10500 D SEMCO ENERGY INC INCOME PRIDES 78412D30 709 99300 SH SHARED 99300 D SGL CARBON AG SPONSORED ADR 78418820 0 100 SH SHARED 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RLTY CORP COM 78440X10 542 17634 SH SHARED 02 16134 1500 D SL GREEN RLTY CORP COM 78440X10 65 2140 SH SHARED 11 2140 D SL GREEN RLTY CORP COM 78440X10 703 22900 SH SHR/OTHR 11 22900 D SL GREEN RLTY CORP COM 78440X10 39117 1272520 SH SHARED 12 1272520 D SLM CORP COM 78442P10 19606 210509 SH SHARED 210509 D SLM CORP COM 78442P10 55499 595870 SH SHARED 01 594570 1300 D SLM CORP COM 78442P10 1912 20529 SH SHR/OTHR 01 18487 2042 D SLM CORP COM 78442P10 7868 84480 SH SHARED 02 84480 D SLM CORP COM 78442P10 134 1446 SH SHARED 06 1446 D SLM CORP COM 78442P10 968 10400 SH SHARED 07 10400 D SLM CORP COM 78442P10 967 10390 SH SHARED 11 2250 2900 5240 D SLM CORP COM 78442P10 71091 763271 SH SHR/OTHR 11 763271 D SPDR TR UNIT SER 1 78462F10 95709 1170185 SH SHARED 1170185 D SPDR TR UNIT SER 1 78462F10 7340 89750 SH SHARED 01 48800 40950 D SPDR TR UNIT SER 1 78462F10 738 9025 SH SHR/OTHR 01 1800 7225 D SPDR TR UNIT SER 1 78462F10 72538 886883 SH SHARED 02 881836 5047 D SPDR TR UNIT SER 1 78462F10 30152 368655 SH SHARED 11 195815 172840 D SPDR TR UNIT SER 1 78462F10 224 2750 SH SHR/OTHR 11 2750 D SPSS INC COM 78462K10 111 9600 SH SHARED 01 9600 D SPSS INC COM 78462K10 79 6891 SH SHARED 02 6891 D SPSS INC COM 78462K10 5 500 SH SHARED 11 500 D SPS TECHNOLOGIES INC COM 78462610 29 1200 SH SHARED 1200 D SPS TECHNOLOGIES INC COM 78462610 14 586 SH SHARED 586 D SPS TECHNOLOGIES INC COM 78462610 88 3558 SH SHARED 01 3558 D SPS TECHNOLOGIES INC COM 78462610 174 6997 SH SHARED 02 6997 D SPS TECHNOLOGIES INC COM 78462610 9 400 SH SHR/OTHR 11 400 D S1 CORPORATION COM 78463B10 66 12439 SH SHARED 12439 D S1 CORPORATION COM 78463B10 354 66186 SH SHARED 01 66186 D S1 CORPORATION COM 78463B10 225 42000 SH SHARED 02 42000 D S1 CORPORATION COM 78463B10 1072 200000 SH SHARED 04 200000 D SPX CORP NOTE 2/0 784635AD 31383 48808000 PRN SHARED 48808000 D SPX CORP NOTE 2/0 784635AD 4179 6500000 PRN SHARED 01 6500000 D SPX CORP NOTE 5/0 784635AF 2618 4244000 PRN SHARED 4244000 D SPX CORP NOTE 5/0 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1100 D S Y BANCORP INC COM 78506010 114 3300 SH SHARED 02 3300 D SABINE ROYALTY TR UNIT BEN INT 78568810 75 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 12 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 5065 261773 SH SHARED 212337 49436 D SABRE HLDGS CORP CL A 78590510 12280 634641 SH SHARED 01 634441 200 D SABRE HLDGS CORP CL A 78590510 50 2601 SH SHR/OTHR 01 2601 D SABRE HLDGS CORP CL A 78590510 1722 89016 SH SHARED 02 89016 D SABRE HLDGS CORP CL A 78590510 4370 225855 SH SHARED 03 177555 48300 D SABRE HLDGS CORP CL A 78590510 29030 1500300 SH SHARED 04 1500300 D SABRE HLDGS CORP CL A 78590510 41304 2134574 SH SHARED 06 2134574 D SABRE HLDGS CORP CL A 78590510 1138 58850 SH SHARED 07 58850 D SABRE HLDGS CORP CL A 78590510 1238 64000 SH SHARED 08 64000 D SABRE HLDGS CORP CL A 78590510 899 46500 SH SHARED 10 46500 D SABRE HLDGS CORP CL A 78590510 51892 2681762 SH SHARED 11 820700 1860600 462 D SABRE HLDGS CORP CL A 78590510 45357 2344058 SH SHR/OTHR 11 2344058 D SAFECO CORP COM 78642910 6083 191424 SH SHARED 191424 D SAFECO CORP COM 78642910 16813 529072 SH SHARED 01 529072 D SAFECO CORP COM 78642910 7046 221723 SH SHARED 02 221723 D SAFECO CORP COM 78642910 38 1200 SH SHARED 06 1200 D SAFECO CORP COM 78642910 36 1150 SH SHARED 07 1150 D SAFECO CORP COM 78642910 75 2360 SH SHARED 11 2360 D SAFECO CORP COM 78642910 32197 1013143 SH SHR/OTHR 11 1013143 D SAFEGUARD SCIENTIFICS INC COM 78644910 30 27565 SH SHARED 27565 D SAFEGUARD SCIENTIFICS INC COM 78644910 67 60500 SH SHARED 01 60500 D SAFEGUARD SCIENTIFICS INC COM 78644910 86 78350 SH SHARED 02 71800 6550 D SAFEGUARD SCIENTIFICS INC COM 78644910 164 148350 SH SHARED 04 148350 D SAFEGUARD SCIENTIFICS INC COM 78644910 53 48000 SH SHARED 11 3000 45000 D SAFENET INC COM 78645R10 244 15027 SH SHARED 15027 D SAFEWAY INC COM NEW 78651420 27855 1249146 SH SHARED 1249146 D SAFEWAY INC COM NEW 78651420 46782 2097885 SH SHARED 01 2038920 58965 D SAFEWAY INC COM NEW 78651420 209 9410 SH SHR/OTHR 01 5460 3950 D SAFEWAY INC COM NEW 78651420 7143 320320 SH SHARED 02 280315 40005 D SAFEWAY INC COM NEW 78651420 401 18000 SH SHARED 04 18000 D SAFEWAY INC COM NEW 78651420 970 43542 SH SHARED 06 43542 D SAFEWAY INC COM NEW 78651420 139 6250 SH SHARED 07 6250 D SAFEWAY INC COM NEW 78651420 5696 255444 SH SHARED 11 224450 30994 D SAFEWAY INC COM NEW 78651420 44854 2011400 SH SHR/OTHR 11 2011400 D SAGA COMMUNICATIONS CL A 78659810 60 3263 SH SHARED 3263 D SAGA COMMUNICATIONS CL A 78659810 393 21263 SH SHARED 01 21263 D SAGA COMMUNICATIONS CL A 78659810 164 8884 SH SHARED 02 8884 D ST FRANCIS CAP CORP COM 78937410 39 1700 SH SHARED 01 1700 D ST FRANCIS CAP CORP COM 78937410 94 4100 SH SHARED 02 4100 D ST JOE CO COM 79014810 881 31950 SH SHARED 01 31950 D ST JOE CO COM 79014810 414 15000 SH SHR/OTHR 01 15000 D ST JOE CO COM 79014810 49 1800 SH SHARED 02 1800 D ST JOE CO COM 79014810 136 4951 SH SHARED 07 4951 D ST JUDE MED INC COM 79084910 12712 356085 SH SHARED 356085 D ST JUDE MED INC COM 79084910 27046 757593 SH SHARED 01 757593 D ST JUDE MED INC COM 79084910 3833 107394 SH SHARED 02 107394 D ST JUDE MED INC COM 79084910 218 6122 SH SHARED 06 6122 D ST JUDE MED INC COM 79084910 53 1500 SH SHARED 07 1500 D ST JUDE MED INC COM 79084910 15964 447182 SH SHARED 11 223050 224132 D ST JUDE MED INC COM 79084910 44795 1254770 SH SHR/OTHR 11 1254770 D ST MARY LD & EXPL CO COM 79222810 4975 208200 SH SHARED 01 208200 D ST MARY LD & EXPL CO COM 79222810 418 17526 SH SHARED 02 16926 600 D ST MARY LD & EXPL CO COM 79222810 5872 245700 SH SHARED 11 231700 14000 D ST MARY LD & EXPL CO COM 79222810 2963 124000 SH SHR/OTHR 11 124000 D ST PAUL COS INC COM 79286010 224 7800 SH SHARED 7800 D ST PAUL COS INC COM 79286010 8805 306595 SH SHARED 306595 D ST PAUL COS INC COM 79286010 24596 856430 SH SHARED 01 856430 D ST PAUL COS INC COM 79286010 5 200 SH SHR/OTHR 01 200 D ST PAUL COS INC COM 79286010 4168 145135 SH SHARED 02 138521 6614 D ST PAUL COS INC COM 79286010 1436 50000 SH SHARED 05 50000 D ST PAUL COS INC COM 79286010 70 2459 SH SHARED 06 2459 D ST PAUL COS INC COM 79286010 141 4928 SH SHARED 07 4928 D ST PAUL COS INC COM 79286010 207 7220 SH SHARED 11 6700 520 D ST PAUL COS INC COM 79286010 49445 1721636 SH SHR/OTHR 11 1721636 D SAKS INC COM 79377W10 193 18417 SH SHARED 18417 D SAKS INC COM 79377W10 1231 116985 SH SHARED 01 116985 D SAKS INC COM 79377W10 849 80637 SH SHARED 02 80637 D SAKS INC COM 79377W10 115 11000 SH SHARED 11 11000 D SALEM COMMUNICATIONS CORP DE CL A 79409310 19 855 SH SHARED 855 D SALEM COMMUNICATIONS CORP DE CL A 79409310 365 16318 SH SHARED 01 16318 D SALEM COMMUNICATIONS CORP DE CL A 79409310 132 5900 SH SHARED 02 5900 D SALIX PHARMACEUTICALS INC COM 79543510 51 6100 SH SHARED 01 6100 D SALIX PHARMACEUTICALS INC COM 79543510 85 10100 SH SHARED 02 10100 D SALIX PHARMACEUTICALS INC COM 79543510 886 105000 SH SHARED 06 105000 D SALIX PHARMACEUTICALS INC COM 79543510 1557 184500 SH SHARED 11 184500 D SALIX PHARMACEUTICALS INC COM 79543510 718 85100 SH SHR/OTHR 11 85100 D SALOMON BROTHERS FD INC COM 79547710 16 1974 SH SHARED 01 1974 D SALTON INC COM 79575710 18 2200 SH SHARED 2200 D SALTON INC COM 79575710 5 627 SH SHARED 627 D SALTON INC COM 79575710 64 7582 SH SHARED 01 7582 D SALTON INC COM 79575710 48 5701 SH SHARED 02 3801 1900 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 4 396 SH SHARED 396 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 245 21000 SH SHARED 11 21000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 128 11000 SH SHR/OTHR 11 11000 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 335 29390 SH SHARED 11 19190 10200 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 13 5516 SH SHARED 01 5516 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 19 7900 SH SHARED 02 7900 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 4 1800 SH SHARED 11 1800 D SANDERSON FARMS INC COM 80001310 38 2400 SH SHARED 01 2400 D SANDERSON FARMS INC COM 80001310 48 3010 SH SHARED 02 3010 D SANDISK CORP COM 80004C10 213 16301 SH SHARED 16301 D SANDISK CORP COM 80004C10 2226 169800 SH SHARED 01 169800 D SANDISK CORP COM 80004C10 65 5000 SH SHR/OTHR 01 2000 3000 D SANDISK CORP COM 80004C10 787 60040 SH SHARED 02 56540 3500 D SANDISK CORP COM 80004C10 2437 185900 SH SHARED 11 63200 122300 400 D SANDY SPRING BANCORP INC COM 80036310 39 1279 SH SHARED 1279 D SANDY SPRING BANCORP INC COM 80036310 1784 57950 SH SHARED 01 57950 D SANDY SPRING BANCORP INC COM 80036310 260 8450 SH SHARED 02 8300 150 D SANGAMO BIOSCIENCES INC COM 80067710 18 9380 SH SHARED 01 9380 D SANGAMO BIOSCIENCES INC COM 80067710 18 9600 SH SHARED 02 9600 D SANMINA SCI CORP NOTE 4.250% 5/0 800907AB 17300 20000000 PRN SHARED 20000000 D SANMINA SCI CORP SDCV 9/1 800907AD 32939102937000 PRN SHARED 102937000 D SANMINA SCI CORP COM 80090710 1999 721666 SH SHARED 721666 D SANMINA SCI CORP COM 80090710 5889 2126219 SH SHARED 01 2117031 9188 D SANMINA SCI CORP COM 80090710 1171 423067 SH SHARED 02 396011 27056 D SANMINA SCI CORP COM 80090710 17 6138 SH SHARED 06 6138 D SANMINA SCI CORP COM 80090710 12 4600 SH SHARED 07 4600 D SANMINA SCI CORP COM 80090710 118 42880 SH SHARED 11 42136 744 D SANMINA SCI CORP COM 80090710 790 285248 SH SHR/OTHR 11 285248 D SANGSTAT MED CORP COM 80100310 176 8445 SH SHARED 8445 D SANGSTAT MED CORP COM 80100310 4880 233961 SH SHARED 01 233961 D SANGSTAT MED CORP COM 80100310 314 15082 SH SHARED 02 15082 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 168 5919 SH SHARED 5919 D SANOFI-SYNTHELABO SPONSORED ADR 80105N10 296 10400 SH SHARED 11 4700 5700 D SANTANDER BANCORP COM 80280910 0 50 SH SHARED 50 D SANTANDER BANCORP COM 80280910 20 1451 SH SHARED 01 1451 D SANTANDER BANCORP COM 80280910 66 4800 SH SHARED 02 4800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 575 51131 SH SHARED 51131 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 57 5150 SH SHARED 01 5150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1194 106163 SH SHARED 02 94728 11435 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2547 226472 SH SHARED 11 85572 99700 41200 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 103 9200 SH SHR/OTHR 11 9200 D SAPIENT CORP COM 80306210 206 200000 SH SHARED 200000 D SAPIENT CORP COM 80306210 36 35500 SH SHARED 01 35500 D SAPIENT CORP COM 80306210 60 58929 SH SHARED 02 58929 D SAPPI LTD SPON ADR NEW 80306920 572 50000 SH SHARED 05 50000 D SARA LEE CORP COM 80311110 169 9250 SH SHARED 9250 D SARA LEE CORP COM 80311110 39688 2169952 SH SHARED 2160352 9600 D SARA LEE CORP COM 80311110 57083 3121014 SH SHARED 01 3109197 11817 D SARA LEE CORP COM 80311110 1307 71488 SH SHR/OTHR 01 31920 39568 D SARA LEE CORP COM 80311110 8079 441726 SH SHARED 02 436926 4800 D SARA LEE CORP COM 80311110 339 18581 SH SHARED 06 18581 D SARA LEE CORP COM 80311110 120 6600 SH SHARED 07 6600 D SARA LEE CORP COM 80311110 93241 5097967 SH SHARED 11 4058413 1039554 D SARA LEE CORP COM 80311110 14264 779898 SH SHR/OTHR 11 779898 D SASOL LTD SPONSORED ADR 80386630 4 400 SH SHARED 400 D SASOL LTD SPONSORED ADR 80386630 99 8716 SH SHARED 05 8716 D SATCON TECHNOLOGY CORP COM 80389310 0 100 SH SHARED 02 100 D SATYAM COMPUTER SERVICES LTD ADR 80409810 171 19293 SH SHARED 19293 D SATYAM COMPUTER SERVICES LTD ADR 80409810 606 68200 SH SHARED 04 68200 D SATYAM COMPUTER SERVICES LTD ADR 80409810 51 5740 SH SHARED 06 5740 D SATYAM COMPUTER SERVICES LTD ADR 80409810 1163 130700 SH SHARED 07 130700 D SATYAM COMPUTER SERVICES LTD ADR 80409810 106 12000 SH SHR/OTHR 11 12000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 551 62000 SH SHARED 13 62000 D SAUER-DANFOSS INC COM 80413710 18 2000 SH SHARED 01 2000 D SAUER-DANFOSS INC COM 80413710 48 5400 SH SHARED 02 5400 D SAUER-DANFOSS INC COM 80413710 269 29900 SH SHARED 05 29900 D SAUL CTRS INC COM 80439510 97 4200 SH SHARED 01 4200 D SAUL CTRS INC COM 80439510 278 12000 SH SHR/OTHR 01 12000 D SAUL CTRS INC COM 80439510 137 5900 SH SHARED 02 5900 D SAUL CTRS INC COM 80439510 2 100 SH SHARED 11 100 D SAXON CAPITAL INC COM 80556P30 115 10400 SH SHARED 01 10400 D SAXON CAPITAL INC COM 80556P30 176 15900 SH SHARED 02 15900 D SCANA CORP NEW COM 80589M10 400 15398 SH SHARED 15398 D SCANA CORP NEW COM 80589M10 1991 76542 SH SHARED 01 74342 2200 D SCANA CORP NEW COM 80589M10 420 16150 SH SHR/OTHR 01 4800 11350 D SCANA CORP NEW COM 80589M10 1098 42206 SH SHARED 02 39806 2400 D SCANA CORP NEW COM 80589M10 36476 1401852 SH SHARED 05 1401852 D SCANSOFT INC COM 80603P10 207 62760 SH SHARED 62760 D SCANSOFT INC COM 80603P10 614 186200 SH SHARED 01 186200 D SCANSOFT INC COM 80603P10 106 32374 SH SHARED 02 32374 D SCANSOURCE INC COM 80603710 52 900 SH SHARED 900 D SCANSOURCE INC COM 80603710 185 3200 SH SHARED 01 3200 D SCANSOURCE INC COM 80603710 162 2800 SH SHARED 02 2800 D SCANSOURCE INC COM 80603710 49 860 SH SHARED 11 860 D SCHAWK INC CL A 80637310 42 4300 SH SHARED 01 4300 D SCHAWK INC CL A 80637310 43 4400 SH SHARED 02 4400 D SCHEIN HENRY INC COM 80640710 216 4100 SH SHARED 4100 D SCHEIN HENRY INC COM 80640710 48 919 SH SHARED 919 D SCHEIN HENRY INC COM 80640710 2580 48923 SH SHARED 01 48923 D SCHEIN HENRY INC COM 80640710 655 12432 SH SHARED 02 12432 D SCHEIN HENRY INC COM 80640710 688 13050 SH SHR/OTHR 11 13050 D SCHERER HEALTHCARE INC COM 80653010 74 24300 SH SHARED 01 24300 D SCHERING A G SPONSORED ADR 80658520 35 747 SH SHARED 747 D SCHERING A G SPONSORED ADR 80658520 12 265 SH SHARED 01 265 D SCHERING A G SPONSORED ADR 80658520 8 184 SH SHARED 02 184 D SCHERING PLOUGH CORP COM 80660510 178 8380 SH SHARED 8380 D SCHERING PLOUGH CORP COM 80660510 91246 4279831 SH SHARED 4196481 83350 D SCHERING PLOUGH CORP COM 80660510 137254 6437850 SH SHARED 01 6383928 16000 37922 D SCHERING PLOUGH CORP COM 80660510 1354 63550 SH SHR/OTHR 01 41650 21900 D SCHERING PLOUGH CORP COM 80660510 20277 951100 SH SHARED 02 916119 34981 D SCHERING PLOUGH CORP COM 80660510 312 14640 SH SHARED 03 14640 D SCHERING PLOUGH CORP COM 80660510 29441 1380950 SH SHARED 04 1380950 D SCHERING PLOUGH CORP COM 80660510 1141 53538 SH SHARED 06 53538 D SCHERING PLOUGH CORP COM 80660510 44337 2079640 SH SHARED 11 663737 1415903 D SCHERING PLOUGH CORP COM 80660510 182767 8572579 SH SHR/OTHR 11 8572579 D SCHLUMBERGER LTD COM 80685710 278 7240 SH SHARED 7240 D SCHLUMBERGER LTD COM 80685710 54712 1422578 SH SHARED 1415766 6812 D SCHLUMBERGER LTD COM 80685710 85159 2214223 SH SHARED 01 2139042 535 74646 D SCHLUMBERGER LTD COM 80685710 7464 194074 SH SHR/OTHR 01 124800 69274 D SCHLUMBERGER LTD COM 80685710 13331 346641 SH SHARED 02 313279 33362 D SCHLUMBERGER LTD COM 80685710 4759 123760 SH SHARED 06 123760 D SCHLUMBERGER LTD COM 80685710 4140 107661 SH SHARED 08 107661 D SCHLUMBERGER LTD COM 80685710 4921 127960 SH SHARED 09 127960 D SCHLUMBERGER LTD COM 80685710 76397 1986424 SH SHARED 11 721213 978300 286911 D SCHLUMBERGER LTD COM 80685710 15205 395348 SH SHR/OTHR 11 395348 D SCHNITZER STL INDS CL A 80688210 0 1 SH SHARED 1 D SCHNITZER STL INDS CL A 80688210 12 700 SH SHARED 01 700 D SCHNITZER STL INDS CL A 80688210 39 2202 SH SHARED 02 2202 D SCHOLASTIC CORP COM 80706610 58 1300 SH SHARED 1300 D SCHOLASTIC CORP COM 80706610 790 17697 SH SHARED 17697 D SCHOLASTIC CORP COM 80706610 2345 52500 SH SHARED 01 52500 D SCHOLASTIC CORP COM 80706610 1018 22804 SH SHARED 02 21779 1025 D SCHOLASTIC CORP COM 80706610 5138 115000 SH SHARED 04 115000 D SCHOLASTIC CORP COM 80706610 869 19450 SH SHARED 11 14800 4650 D SCHOLASTIC CORP COM 80706610 347 7770 SH SHR/OTHR 11 7770 D SCHOOL SPECIALTY INC COM 80786310 14 585 SH SHARED 585 D SCHOOL SPECIALTY INC COM 80786310 2593 103700 SH SHARED 01 103700 D SCHOOL SPECIALTY INC COM 80786310 215 8622 SH SHARED 02 8622 D SCHULMAN A INC COM 80819410 343 19843 SH SHARED 19843 D SCHULMAN A INC COM 80819410 3830 221038 SH SHARED 01 221038 D SCHULMAN A INC COM 80819410 396 22900 SH SHARED 02 22900 D SCHULMAN A INC COM 80819410 14 835 SH SHARED 11 700 135 D SCHWAB CHARLES CORP NEW COM 80851310 26599 3057429 SH SHARED 3057429 D SCHWAB CHARLES CORP NEW COM 80851310 47355 5443197 SH SHARED 01 5343667 5130 94400 D SCHWAB CHARLES CORP NEW COM 80851310 8 1000 SH SHR/OTHR 01 1000 D SCHWAB CHARLES CORP NEW COM 80851310 6702 770415 SH SHARED 02 761788 8627 D SCHWAB CHARLES CORP NEW COM 80851310 293 33741 SH SHARED 06 33741 D SCHWAB CHARLES CORP NEW COM 80851310 79 9100 SH SHARED 07 9100 D SCHWAB CHARLES CORP NEW COM 80851310 1003 115324 SH SHARED 11 4950 110374 D SCHWAB CHARLES CORP NEW COM 80851310 10130 1164432 SH SHR/OTHR 11 1164432 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 188 8848 SH SHARED 8848 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 1283 60136 SH SHARED 01 60136 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 19 916 SH SHR/OTHR 01 916 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 183 8575 SH SHARED 02 8575 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 70 3319 SH SHARED 11 2600 719 D SCICLONE PHARMACEUTICALS INC COM 80862K10 0 100 SH SHARED 02 100 D SCICLONE PHARMACEUTICALS INC COM 80862K10 129 44000 SH SHR/OTHR 11 44000 D SCIENTIFIC ATLANTA INC COM 80865510 4219 337275 SH SHARED 337275 D SCIENTIFIC ATLANTA INC COM 80865510 8746 699185 SH SHARED 01 699185 D SCIENTIFIC ATLANTA INC COM 80865510 1162 92890 SH SHARED 02 88030 4860 D SCIENTIFIC ATLANTA INC COM 80865510 23 1892 SH SHARED 06 1892 D SCIENTIFIC ATLANTA INC COM 80865510 255 20447 SH SHARED 07 20447 D SCIENTIFIC ATLANTA INC COM 80865510 633 50630 SH SHARED 11 49630 1000 D SCIENTIFIC ATLANTA INC COM 80865510 1252 100105 SH SHR/OTHR 11 100105 D SCIENTIFIC GAMES CORP CL A 80874P10 68 10147 SH SHARED 10147 D SCIENTIFIC GAMES CORP CL A 80874P10 70 10591 SH SHARED 01 10591 D SCIENTIFIC GAMES CORP CL A 80874P10 164 24599 SH SHARED 02 24599 D SCIENTIFIC GAMES CORP CL A 80874P10 12 1800 SH SHARED 11 1800 D SCIOS INC COM 80890510 30 1200 SH SHARED 1200 D SCIOS INC COM 80890510 1319 51828 SH SHARED 01 50628 1200 D SCIOS INC COM 80890510 21 829 SH SHR/OTHR 01 829 D SCIOS INC COM 80890510 827 32500 SH SHARED 02 31800 700 D SCIOS INC COM 80890510 9617 377900 SH SHARED 04 377900 D SCIOS INC COM 80890510 5046 198300 SH SHARED 11 170200 28100 D SCIOS INC COM 80890510 1710 67200 SH SHR/OTHR 11 67200 D SCIQUEST INC COM 80908Q10 0 95 SH SHARED 02 95 D SCOR SPONSORED ADR 80917Q10 9 1328 SH SHARED 1328 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 11 514 SH SHARED 514 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 6 300 SH SHARED 02 300 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 4445 204400 SH SHARED 05 204400 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 17 800 SH SHARED 11 800 D SCOTTS CO CL A 81018610 43 1055 SH SHARED 1055 D SCOTTS CO CL A 81018610 1490 35750 SH SHARED 01 35750 D SCOTTS CO CL A 81018610 87 2101 SH SHARED 02 2101 D SCREAMINGMEDIA INC COM 81088310 3 2500 SH SHARED 01 2500 D SCREAMINGMEDIA INC COM 81088310 29 21750 SH SHARED 02 21750 D SCREAMINGMEDIA INC COM 81088310 0 525 SH SHARED 11 525 D SCRIPPS E W CO OHIO CL A 81105420 2957 42682 SH SHARED 42682 D SCRIPPS E W CO OHIO CL A 81105420 1587 22904 SH SHARED 01 22904 D SCRIPPS E W CO OHIO CL A 81105420 143 2067 SH SHARED 02 2067 D SCRIPPS E W CO OHIO CL A 81105420 182 2630 SH SHARED 11 2565 65 D SCRIPPS E W CO OHIO CL A 81105420 41 600 SH SHR/OTHR 11 600 D SCS TRANSN INC COM 81111T10 129 16025 SH SHARED 02 16025 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 83 14515 SH SHARED 11 10000 4515 D SCUDDER NEW ASIA FD INC COM 81118310 150 20000 SH SHR/OTHR 01 20000 D SCUDDER NEW ASIA FD INC COM 81118310 1067 141627 SH SHARED 11 69455 72172 D SCUDDER NEW ASIA FD INC COM 81118310 56 7482 SH SHR/OTHR 11 7482 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 91 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 3714 347194 SH SHARED 347194 D SEA CONTAINERS LTD CL A 81137170 6 600 SH SHARED 02 600 D SEABOARD CORP COM 81154310 64 300 SH SHARED 01 300 D SEABOARD CORP COM 81154310 50 235 SH SHARED 02 235 D SEACHANGE INTL INC COM 81169910 0 100 SH SHARED 100 D SEACHANGE INTL INC COM 81169910 397 57813 SH SHARED 01 44700 13113 D SEACHANGE INTL INC COM 81169910 95 13924 SH SHARED 02 13924 D SEACHANGE INTL INC COM 81169910 14 2100 SH SHR/OTHR 11 2100 D SEACOAST FINL SVCS CORP COM 81170Q10 20 1024 SH SHARED 1024 D SEACOAST FINL SVCS CORP COM 81170Q10 1782 88827 SH SHARED 01 88827 D SEACOAST FINL SVCS CORP COM 81170Q10 305 15204 SH SHARED 02 15204 D SEACOAST FINL SVCS CORP COM 81170Q10 80 4000 SH SHARED 11 4000 D SEACOAST BKG CORP FLA COM 81170730 370 19300 SH SHARED 01 19300 D SEACOAST BKG CORP FLA COM 81170730 20 1050 SH SHR/OTHR 01 1050 D SEACOAST BKG CORP FLA COM 81170730 168 8806 SH SHARED 02 6806 2000 D SEACOAST BKG CORP FLA COM 81170730 157 8222 SH SHARED 11 8222 D SEACOR SMIT INC COM 81190410 661 16150 SH SHARED 01 16150 D SEACOR SMIT INC COM 81190410 45 1100 SH SHR/OTHR 01 1100 D SEACOR SMIT INC COM 81190410 410 10015 SH SHARED 02 10015 D SEALED AIR CORP NEW COM 81211K10 9593 567981 SH SHARED 567981 D SEALED AIR CORP NEW COM 81211K10 7187 425535 SH SHARED 01 425435 100 D SEALED AIR CORP NEW COM 81211K10 71 4241 SH SHR/OTHR 01 4241 D SEALED AIR CORP NEW COM 81211K10 778 46083 SH SHARED 02 45949 134 D SEALED AIR CORP NEW COM 81211K10 16 972 SH SHARED 06 972 D SEALED AIR CORP NEW COM 81211K10 11 700 SH SHARED 07 700 D SEALED AIR CORP NEW COM 81211K10 1199 71000 SH SHARED 11 68700 2300 D SEALED AIR CORP NEW COM 81211K10 2725 161383 SH SHR/OTHR 11 161383 D SEALED AIR CORP NEW PFD CV A $2 81211K20 55130 2505928 SH SHARED 2505928 D SEALED AIR CORP NEW PFD CV A $2 81211K20 129 5870 SH SHARED 01 2870 3000 D SEALED AIR CORP NEW PFD CV A $2 81211K20 98 4463 SH SHR/OTHR 01 3450 1013 D SEALED AIR CORP NEW PFD CV A $2 81211K20 34 1567 SH SHARED 11 1567 D SEALED AIR CORP NEW PFD CV A $2 81211K20 20 950 SH SHR/OTHR 11 950 D SEARS ROEBUCK & CO COM 81238710 666 17100 SH SHARED 17100 D SEARS ROEBUCK & CO COM 81238710 38263 981128 SH SHARED 978678 2450 D SEARS ROEBUCK & CO COM 81238710 49958 1280978 SH SHARED 01 1280978 D SEARS ROEBUCK & CO COM 81238710 460 11800 SH SHR/OTHR 01 1000 10800 D SEARS ROEBUCK & CO COM 81238710 7698 197399 SH SHARED 02 194699 2700 D SEARS ROEBUCK & CO COM 81238710 298 7657 SH SHARED 06 7657 D SEARS ROEBUCK & CO COM 81238710 157 4050 SH SHARED 07 4050 D SEARS ROEBUCK & CO COM 81238710 33765 865794 SH SHARED 11 821305 44489 D SEARS ROEBUCK & CO COM 81238710 7178 184063 SH SHR/OTHR 11 184063 D SEATTLE GENETICS INC COM 81257810 32 10200 SH SHARED 02 10200 D SECOND BANCORP INC COM 81311410 40 1504 SH SHARED 1504 D SECOND BANCORP INC COM 81311410 53 2000 SH SHARED 01 2000 D SECOND BANCORP INC COM 81311410 128 4800 SH SHARED 02 4800 D SECTOR SPDR TR SBI MATERIALS 81369Y10 4411 249376 SH SHARED 02 249376 D SECTOR SPDR TR SBI HEALTHCARE 81369Y20 1181 46555 SH SHARED 02 46555 D SECTOR SPDR TR SBI CONS DISCR 81369Y40 2504 110472 SH SHARED 02 110422 50 D SECTOR SPDR TR SBI INT-ENERGY 81369Y50 936 44235 SH SHARED 02 42250 1985 D SECTOR SPDR TR SBI INT-FINL 81369Y60 2294 111000 SH SHARED 01 111000 D SECTOR SPDR TR SBI INT-FINL 81369Y60 2067 100000 SH SHARED 02 100000 D SECTOR SPDR TR SBI INT-INDS 81369Y70 366 18793 SH SHARED 02 18793 D SECTOR SPDR TR SBI INT-TECH 81369Y80 1123 94978 SH SHARED 94978 D SECTOR SPDR TR SBI INT-TECH 81369Y80 3151 266400 SH SHARED 01 266000 400 D SECTOR SPDR TR SBI INT-TECH 81369Y80 21 1800 SH SHR/OTHR 01 1800 D SECTOR SPDR TR SBI INT-TECH 81369Y80 3721 314610 SH SHARED 02 314610 D SECTOR SPDR TR SBI INT-TECH 81369Y80 72 6156 SH SHARED 11 2471 3685 D SECTOR SPDR TR SBI INT-TECH 81369Y80 4 400 SH SHR/OTHR 11 400 D SECTOR SPDR TR SBI INT-UTILS 81369Y88 0 50 SH SHARED 02 50 D SECURE COMPUTING CORP COM 81370510 4 1328 SH SHARED 1328 D SECURE COMPUTING CORP COM 81370510 446 139437 SH SHARED 01 139437 D SECURE COMPUTING CORP COM 81370510 52 16500 SH SHARED 02 16500 D SECURITY CAP CORP DEL CL A NEW 81413140 0 25 SH SHARED 02 25 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 21 15400 SH SHARED 01 15400 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 42 30600 SH SHARED 02 30600 D SEITEL INC COM NEW 81607430 0 1143 SH SHARED 02 1143 D SELECT MEDICAL CORP COM 81619610 65 4604 SH SHARED 4604 D SELECT MEDICAL CORP COM 81619610 337 23600 SH SHARED 01 23600 D SELECT MEDICAL CORP COM 81619610 160 11218 SH SHARED 02 10918 300 D SELECTIVE INS GROUP INC COM 81630010 918 42253 SH SHARED 42253 D SELECTIVE INS GROUP INC COM 81630010 320 14750 SH SHARED 01 14750 D SELECTIVE INS GROUP INC COM 81630010 365 16839 SH SHARED 02 15261 1578 D SELECTIVE INS GROUP INC COM 81630010 4428 203800 SH SHARED 11 203800 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1784 92740 SH SHARED 92740 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 4916 255533 SH SHARED 02 254433 1100 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 53 2800 SH SHARED 11 2800 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1246 64800 SH SHR/OTHR 11 64800 D SEMINIS INC CL A 81665810 23 7900 SH SHARED 02 7900 D SEMTECH CORP NOTE 4.500% 2/0 816850AD 23391 29874000 PRN SHARED 29874000 D SEMTECH CORP NOTE 4.500% 2/0 816850AD 3523 4500000 PRN SHARED 01 4500000 D SEMTECH CORP COM 81685010 343 35460 SH SHARED 35460 D SEMTECH CORP COM 81685010 431 44500 SH SHARED 01 44500 D SEMTECH CORP COM 81685010 195 20200 SH SHARED 02 19400 800 D SEMTECH CORP COM 81685010 1029 106100 SH SHARED 11 99300 6800 D SEMPRA ENERGY COM 81685110 866 44100 SH SHARED 44100 D SEMPRA ENERGY COM 81685110 18934 963565 SH SHARED 962403 1162 D SEMPRA ENERGY COM 81685110 19636 999293 SH SHARED 01 999293 D SEMPRA ENERGY COM 81685110 73 3751 SH SHR/OTHR 01 3000 751 D SEMPRA ENERGY COM 81685110 2434 123870 SH SHARED 02 122870 1000 D SEMPRA ENERGY COM 81685110 32 1653 SH SHARED 06 1653 D SEMPRA ENERGY COM 81685110 232 11817 SH SHARED 07 11817 D SEMPRA ENERGY COM 81685110 13448 684401 SH SHARED 11 684401 D SEMPRA ENERGY COM 81685110 2245 114292 SH SHR/OTHR 11 114292 D SEMITOOL INC COM 81690910 93 18065 SH SHARED 18065 D SEMITOOL INC COM 81690910 52 10200 SH SHARED 01 10200 D SEMITOOL INC COM 81690910 49 9554 SH SHARED 02 9554 D SEMITOOL INC COM 81690910 6940 1347671 SH SHARED 11 736137 18434 593100 D SENECA FOODS CORP NEW CL A 81707050 234 16800 SH SHARED 11 16800 D SENETEK PLC SPONSORED ADR 81720930 2 5000 SH SHARED 02 5000 D SENIOR HIGH INCOME PORTFOLIO COM 81721E10 48 10200 SH SHARED 10200 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 293 26165 SH SHARED 01 26145 20 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 288 25700 SH SHARED 02 25700 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 703 62700 SH SHARED 12 62700 D SENSIENT TECHNOLOGIES CORP COM 81725T10 530 25084 SH SHARED 25084 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1411 66783 SH SHARED 01 66783 D SENSIENT TECHNOLOGIES CORP COM 81725T10 40 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 763 36140 SH SHARED 02 36140 D SENSIENT TECHNOLOGIES CORP COM 81725T10 49 2326 SH SHARED 11 356 1970 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 1753 3500000 PRN SHARED 3500000 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 751 1500000 PRN SHARED 01 1500000 D SEPRACOR INC NOTE 5.750%11/1 817315AQ 7033 13500000 PRN SHARED 13500000 D SEPRACOR INC NOTE 5.750%11/1 817315AQ 781 1500000 PRN SHARED 01 1500000 D SEPRACOR INC COM 81731510 202 38685 SH SHARED 38685 D SEPRACOR INC COM 81731510 461 87980 SH SHARED 01 87980 D SEPRACOR INC COM 81731510 782 149335 SH SHARED 02 148035 1300 D SEPRACOR INC COM 81731510 8 1600 SH SHARED 11 1600 D SEQUA CORPORATION CL A 81732010 77 1482 SH SHARED 1482 D SEQUA CORPORATION CL A 81732010 283 5450 SH SHARED 01 5450 D SEQUA CORPORATION CL A 81732010 296 5700 SH SHARED 02 5700 D SEQUA CORPORATION CL A 81732010 9 180 SH SHARED 11 180 D SEQUA CORPORATION CL A 81732010 26 500 SH SHR/OTHR 11 500 D SEQUA CORPORATION PFD CONV $5 81732030 6445 76500 SH SHARED 76500 D SEQUENOM INC COM 81733710 28 18800 SH SHARED 01 18800 D SEQUENOM INC COM 81733710 34 22090 SH SHARED 02 22050 40 D SERENA SOFTWARE INC COM 81749210 2 200 SH SHARED 200 D SERENA SOFTWARE INC COM 81749210 256 21401 SH SHARED 01 21401 D SERENA SOFTWARE INC COM 81749210 117 9800 SH SHARED 02 9800 D SERONO S A SPONSORED ADR 81752M10 416 34472 SH SHARED 34472 D SERONO S A SPONSORED ADR 81752M10 2243 185855 SH SHARED 02 185755 100 D SERONO S A SPONSORED ADR 81752M10 286 23700 SH SHARED 11 7300 16400 D SEROLOGICALS CORP COM 81752310 290 21700 SH SHARED 01 21700 D SEROLOGICALS CORP COM 81752310 162 12100 SH SHARED 02 12100 D SEROLOGICALS CORP COM 81752310 1400 104600 SH SHARED 11 104600 D SERVICE CORP INTL NOTE 6.750% 6/2 817565AU 4025 5000000 PRN SHARED 5000000 D SERVICE CORP INTL NOTE 6.750% 6/2 817565AU 2 3000 PRN SHARED 02 3000 D SERVICE CORP INTL COM 81756510 1146 327575 SH SHARED 327575 D SERVICE CORP INTL COM 81756510 1567 447801 SH SHARED 01 447801 D SERVICE CORP INTL COM 81756510 22 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 81756510 583 166600 SH SHARED 02 166600 D SERVICEMASTER CO COM 81760N10 3 334 SH SHARED 334 D SERVICEMASTER CO COM 81760N10 3718 342707 SH SHARED 01 342032 675 D SERVICEMASTER CO COM 81760N10 852 78549 SH SHR/OTHR 01 65642 12907 D SERVICEMASTER CO COM 81760N10 663 61124 SH SHARED 02 20124 41000 D SERVICEMASTER CO COM 81760N10 18 1718 SH SHARED 06 1718 D SERVICEMASTER CO COM 81760N10 99 9193 SH SHARED 07 9193 D SERVICEMASTER CO COM 81760N10 109 10124 SH SHARED 11 10124 D 7-ELEVEN INC COM NEW 81782620 0 113 SH SHARED 113 D 7-ELEVEN INC COM NEW 81782620 207 24191 SH SHARED 01 24191 D 7-ELEVEN INC COM NEW 81782620 112 13100 SH SHARED 02 13100 D 724 SOLUTIONS INC COM 81788Q10 3 10893 SH SHARED 10893 D SHARPER IMAGE CORP COM 82001310 135 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 82001310 106 5594 SH SHARED 5594 D SHARPER IMAGE CORP COM 82001310 321 16800 SH SHARED 01 16800 D SHARPER IMAGE CORP COM 82001310 89 4700 SH SHARED 02 4700 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 3 410 SH SHARED 02 410 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 10 1242 SH SHARED 06 1242 D SHAW GROUP INC NOTE 5/0 820280AC 19252 37750000 PRN SHARED 37750000 D SHAW GROUP INC NOTE 5/0 820280AC 3060 6000000 PRN SHARED 01 6000000 D SHAW GROUP INC NOTE 5/0 820280AC 1546 3033000 PRN SHARED 02 2433000 600000 D SHAW GROUP INC COM 82028010 1057 74460 SH SHARED 74460 D SHAW GROUP INC COM 82028010 281 19800 SH SHARED 01 19800 D SHAW GROUP INC COM 82028010 98 6936 SH SHARED 02 6936 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 3864 108200 SH SHARED 108200 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 57 1600 SH SHARED 01 1600 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 150 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 6737 188631 SH SHARED 02 188381 250 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 38336 1073257 SH SHARED 05 1073257 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 548 15350 SH SHARED 11 10800 4550 D SHENANDOAH TELECOMMUNICATION COM 82312B10 162 3200 SH SHARED 01 3200 D SHENANDOAH TELECOMMUNICATION COM 82312B10 86 1700 SH SHARED 02 1700 D SHERWIN WILLIAMS CO COM 82434810 5037 212733 SH SHARED 212733 D SHERWIN WILLIAMS CO COM 82434810 17132 723486 SH SHARED 01 723486 D SHERWIN WILLIAMS CO COM 82434810 53 2251 SH SHR/OTHR 01 450 1801 D SHERWIN WILLIAMS CO COM 82434810 2404 101557 SH SHARED 02 93857 7700 D SHERWIN WILLIAMS CO COM 82434810 47 2007 SH SHARED 06 2007 D SHERWIN WILLIAMS CO COM 82434810 523 22116 SH SHARED 07 22116 D SHERWIN WILLIAMS CO COM 82434810 42044 1775515 SH SHARED 11 351415 1419000 5100 D SHERWIN WILLIAMS CO COM 82434810 1947 82253 SH SHR/OTHR 11 82253 D SHERWOOD BRANDS INC *W EXP 05/06/200 82437L11 0 500 SH SHARED 02 500 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 546 22071 SH SHARED 22071 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 656 26504 SH SHARED 02 26504 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 2386 96335 SH SHARED 05 96335 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 1188 47981 SH SHARED 11 13464 34517 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 526 21248 SH SHR/OTHR 11 21248 D SHIRE FIN LTD NOTE 2.000% 8/2 82481UAB 9238 10075000 PRN SHARED 10075000 D SHOE CARNIVAL INC COM 82488910 55 3924 SH SHARED 3924 D SHOE CARNIVAL INC COM 82488910 133 9400 SH SHARED 01 9400 D SHOE CARNIVAL INC COM 82488910 58 4100 SH SHARED 02 4100 D SHOPKO STORES INC COM 82491110 8 637 SH SHARED 637 D SHOPKO STORES INC COM 82491110 2412 184690 SH SHARED 01 184690 D SHOPKO STORES INC COM 82491110 214 16411 SH SHARED 02 16411 D SHOPKO STORES INC COM 82491110 3276 250900 SH SHARED 11 250900 D SHOP AT HOME INC COM NEW 82506630 46 19900 SH SHARED 02 19900 D SHUFFLE MASTER INC COM 82554910 283 15228 SH SHARED 15228 D SHUFFLE MASTER INC COM 82554910 478 25700 SH SHARED 01 25700 D SHUFFLE MASTER INC COM 82554910 191 10299 SH SHARED 02 10299 D SHUFFLE MASTER INC COM 82554910 5826 313100 SH SHARED 11 236500 1800 74800 D SHURGARD STORAGE CTRS INC COM 82567D10 35 1134 SH SHARED 1134 D SHURGARD STORAGE CTRS INC COM 82567D10 1560 49350 SH SHARED 01 49350 D SHURGARD STORAGE CTRS INC COM 82567D10 705 22302 SH SHARED 02 21372 930 D SHURGARD STORAGE CTRS INC COM 82567D10 6 200 SH SHR/OTHR 11 200 D SICOR INC COM 82584610 307 20228 SH SHARED 20228 D SICOR INC COM 82584610 1139 74939 SH SHARED 01 73339 1600 D SICOR INC COM 82584610 18 1191 SH SHR/OTHR 01 1191 D SICOR INC COM 82584610 488 32149 SH SHARED 02 32149 D SICOR INC COM 82584610 2091 137500 SH SHARED 04 137500 D SICOR INC COM 82584610 3026 199000 SH SHARED 11 170000 29000 D SICOR INC COM 82584610 771 50700 SH SHR/OTHR 11 50700 D SIEBEL SYS INC COM 82617010 34 6000 SH SHARED 6000 D SIEBEL SYS INC COM 82617010 4442 772539 SH SHARED 765241 7298 D SIEBEL SYS INC COM 82617010 10726 1865491 SH SHARED 01 1860241 5250 D SIEBEL SYS INC COM 82617010 3647 634366 SH SHARED 02 523161 111205 D SIEBEL SYS INC COM 82617010 89 15605 SH SHARED 06 15605 D SIEBEL SYS INC COM 82617010 42 7350 SH SHARED 07 7350 D SIEBEL SYS INC COM 82617010 5437 945615 SH SHARED 11 909899 35716 D SIEBEL SYS INC COM 82617010 1634 284304 SH SHR/OTHR 11 284304 D SIEMENS A G SPONSORED ADR 82619750 3 100 SH SHARED 100 D SIEMENS A G SPONSORED ADR 82619750 30 900 SH SHARED 01 900 D SIEMENS A G SPONSORED ADR 82619750 80 2400 SH SHR/OTHR 01 900 1500 D SIEMENS A G SPONSORED ADR 82619750 1542 45900 SH SHARED 02 45700 200 D SIEMENS A G SPONSORED ADR 82619750 599 17826 SH SHARED 11 8301 9525 D SIEMENS A G SPONSORED ADR 82619750 141 4200 SH SHR/OTHR 11 4200 D SIERRA HEALTH SVCS INC COM 82632210 598 33370 SH SHARED 33370 D SIERRA HEALTH SVCS INC COM 82632210 3729 207900 SH SHARED 01 207900 D SIERRA HEALTH SVCS INC COM 82632210 347 19372 SH SHARED 02 17872 1500 D SIERRA PAC RES NEW COM 82642810 134 22040 SH SHARED 22040 D SIERRA PAC RES NEW COM 82642810 604 99136 SH SHARED 01 99136 D SIERRA PAC RES NEW COM 82642810 7 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 489 80320 SH SHARED 02 79600 720 D SIERRA PAC RES NEW COM 82642810 128 21100 SH SHARED 11 21100 D SIGMA ALDRICH CORP COM 82655210 1079 21900 SH SHARED 21900 D SIGMA ALDRICH CORP COM 82655210 4987 101232 SH SHARED 101232 D SIGMA ALDRICH CORP COM 82655210 16859 342182 SH SHARED 01 329552 12630 D SIGMA ALDRICH CORP COM 82655210 84 1711 SH SHR/OTHR 01 1711 D SIGMA ALDRICH CORP COM 82655210 2919 59259 SH SHARED 02 52864 6395 D SIGMA ALDRICH CORP COM 82655210 79 1608 SH SHARED 06 1608 D SIGMA ALDRICH CORP COM 82655210 29 600 SH SHARED 07 600 D SIGMA ALDRICH CORP COM 82655210 14957 303580 SH SHARED 11 102675 200905 D SIGMA ALDRICH CORP COM 82655210 5481 111264 SH SHR/OTHR 11 111264 D SIGNAL TECHNOLOGY CORP COM 82667510 11 1237 SH SHARED 1237 D SIGNAL TECHNOLOGY CORP COM 82667510 13 1500 SH SHARED 01 1500 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 12205 307600 SH SHARED 05 307600 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 3362057 84729284 SH SHARED 06 84729284 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 17121 431499 SH SHARED 08 431499 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 298322 7518200 SH SHARED 13 7518200 D SILICON LABORATORIES INC COM 82691910 62 3395 SH SHARED 3395 D SILICON LABORATORIES INC COM 82691910 3973 216800 SH SHARED 01 216800 D SILICON LABORATORIES INC COM 82691910 283 15450 SH SHARED 02 15450 D SILGAN HOLDINGS INC COM 82704810 348 12252 SH SHARED 12252 D SILGAN HOLDINGS INC COM 82704810 2960 104100 SH SHARED 01 104100 D SILGAN HOLDINGS INC COM 82704810 833 29318 SH SHARED 02 25268 4050 D SILGAN HOLDINGS INC COM 82704810 12 450 SH SHARED 11 450 D SILICON IMAGE INC COM 82705T10 137 33726 SH SHARED 33726 D SILICON IMAGE INC COM 82705T10 2454 600064 SH SHARED 01 600064 D SILICON IMAGE INC COM 82705T10 4100 1002566 SH SHARED 02 1002366 200 D SILICON IMAGE INC COM 82705T10 8 2000 SH SHARED 11 2000 D SILICON GRAPHICS INC COM 82705610 2258 2754380 SH SHARED 2739880 14500 D SILICON GRAPHICS INC COM 82705610 107 131361 SH SHARED 01 131361 D SILICON GRAPHICS INC COM 82705610 106 130374 SH SHARED 02 130374 D SILICON STORAGE TECHNOLOGY I COM 82705710 276 70800 SH SHARED 01 70800 D SILICON STORAGE TECHNOLOGY I COM 82705710 170 43700 SH SHARED 02 43700 D SILICON STORAGE TECHNOLOGY I COM 82705710 3058 782100 SH SHARED 11 310400 456100 15600 D SILICON VY BANCSHARES COM 82706410 144 8515 SH SHARED 8515 D SILICON VY BANCSHARES COM 82706410 743 43900 SH SHARED 01 43900 D SILICON VY BANCSHARES COM 82706410 223 13205 SH SHARED 02 13205 D SILICON VY BANCSHARES COM 82706410 90 5350 SH SHARED 11 2350 3000 D SILICONIX INC COM NEW 82707920 14 835 SH SHARED 835 D SILICONIX INC COM NEW 82707920 137 7750 SH SHARED 01 7750 D SILICONIX INC COM NEW 82707920 60 3400 SH SHARED 02 3400 D SILICONIX INC COM NEW 82707920 1053 59300 SH SHARED 11 13700 45600 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 9147 3659101 SH SHARED 3659101 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 1 400 SH SHARED 02 400 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 0 1 SH SHARED 13 1 D SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 82840810 8 13200 SH SHARED 13200 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 78 2100 SH SHARED 01 2100 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 148 4000 SH SHARED 02 4000 D SIMON PPTY GROUP INC NEW COM 82880610 8801 246343 SH SHARED 246343 D SIMON PPTY GROUP INC NEW COM 82880610 21924 613603 SH SHARED 01 613603 D SIMON PPTY GROUP INC NEW COM 82880610 35 1000 SH SHR/OTHR 01 1000 D SIMON PPTY GROUP INC NEW COM 82880610 4132 115649 SH SHARED 02 101433 14216 D SIMON PPTY GROUP INC NEW COM 82880610 141 3948 SH SHARED 05 3948 D SIMON PPTY GROUP INC NEW COM 82880610 155 4344 SH SHARED 07 4344 D SIMON PPTY GROUP INC NEW COM 82880610 182 5100 SH SHARED 11 1700 3400 D SIMON PPTY GROUP INC NEW COM 82880610 7696 215411 SH SHR/OTHR 11 215411 D SIMON PPTY GROUP INC NEW COM 82880610 208575 5837542 SH SHARED 12 5837542 D SIMPLETECH INC COM 82882310 6 3100 SH SHARED 01 3100 D SIMPLETECH INC COM 82882310 8 4100 SH SHARED 02 4100 D SIMPSON MANUFACTURING CO INC COM 82907310 203 6484 SH SHARED 6484 D SIMPSON MANUFACTURING CO INC COM 82907310 125 4000 SH SHARED 01 4000 D SIMPSON MANUFACTURING CO INC COM 82907310 270 8610 SH SHARED 02 8610 D SIMPSON MANUFACTURING CO INC COM 82907310 24830 791040 SH SHARED 11 479198 8342 303500 D SIMULA INC NOTE 8.000% 5/0 829206AB 39 50000 PRN SHR/OTHR 01 50000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 3494 255813 SH SHARED 255813 D SINCLAIR BROADCAST GROUP INC CL A 82922610 468 34168 SH SHARED 01 34168 D SINCLAIR BROADCAST GROUP INC CL A 82922610 242 17700 SH SHARED 02 17700 D SINCLAIR BROADCAST GROUP INC CL A 82922610 2 215 SH SHARED 11 215 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 19714 496920 SH SHARED 496920 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 5752 145000 SH SHR/OTHR 11 145000 D SINGAPORE FD INC COM 82929L10 570 121400 SH SHARED 121400 D SINGAPORE FD INC COM 82929L10 94 20000 SH SHR/OTHR 01 9000 11000 D SINGING MACH INC COM NEW 82932230 21 1950 SH SHR/OTHR 01 1950 D SIRENZA MICRODEVICES INC COM 82966T10 0 500 SH SHARED 02 500 D SIRIUS SATELLITE RADIO INC COM 82966U10 7 7874 SH SHARED 7874 D SIRIUS SATELLITE RADIO INC COM 82966U10 37 37211 SH SHARED 01 37211 D SIRIUS SATELLITE RADIO INC COM 82966U10 1 1000 SH SHR/OTHR 01 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 70 70950 SH SHARED 02 68450 2500 D SIRIUS SATELLITE RADIO INC COM 82966U10 0 300 SH SHARED 11 300 D SITEL CORP COM 82980K10 56 32050 SH SHARED 01 32050 D SITEL CORP COM 82980K10 82 47400 SH SHARED 02 31900 15500 D SIPEX CORP COM 82990910 391 230550 SH SHARED 230550 D SIPEX CORP COM 82990910 34 20506 SH SHARED 01 20506 D SIPEX CORP COM 82990910 29 17400 SH SHARED 02 17400 D SIX FLAGS INC COM 83001P10 606 172253 SH SHARED 172253 D SIX FLAGS INC COM 83001P10 207 58893 SH SHARED 01 58893 D SIX FLAGS INC COM 83001P10 130 37122 SH SHARED 02 37122 D SIX CONTINENTS PLC SPONSORED ADR 83001810 1160 120417 SH SHARED 120417 D SIX CONTINENTS PLC SPONSORED ADR 83001810 2 300 SH SHARED 02 300 D SIZELER PPTY INVS INC COM 83013710 65 6500 SH SHARED 01 6500 D SIZELER PPTY INVS INC COM 83013710 65 6500 SH SHARED 02 6500 D SKECHERS U S A INC NOTE 4.500% 4/1 830566AB 3723 5500000 PRN SHARED 5500000 D SKECHERS U S A INC CL A 83056610 755 79140 SH SHARED 79140 D SKECHERS U S A INC CL A 83056610 191 20089 SH SHARED 01 20089 D SKECHERS U S A INC CL A 83056610 92 9677 SH SHARED 02 9677 D SKECHERS U S A INC CL A 83056610 2786 292100 SH SHARED 11 292100 D SKY FINL GROUP INC COM 83080P10 467 23486 SH SHARED 01 23486 D SKY FINL GROUP INC COM 83080P10 85 4316 SH SHARED 02 4316 D SKY FINL GROUP INC COM 83080P10 5166 259500 SH SHARED 11 259500 D SKYEPHARMA PLC SPONSORED ADR 83080810 4 513 SH SHARED 02 513 D SKYLINE CORP COM 83083010 45 1670 SH SHARED 1670 D SKYLINE CORP COM 83083010 445 16400 SH SHARED 01 16400 D SKYLINE CORP COM 83083010 143 5284 SH SHARED 02 4284 1000 D SKYWEST INC COM 83087910 108 8264 SH SHARED 8264 D SKYWEST INC COM 83087910 1843 140719 SH SHARED 01 140719 D SKYWEST INC COM 83087910 247 18912 SH SHARED 02 13812 5100 D SKYWEST INC COM 83087910 394 30100 SH SHARED 06 30100 D SKYWEST INC COM 83087910 34214 2611800 SH SHARED 11 1972292 149508 490000 D SKYWEST INC COM 83087910 4524 345400 SH SHR/OTHR 11 345400 D SKYWEST INC COM 83087910 49 3800 SH SHARED 13 3800 D SKYWORKS SOLUTIONS INC COM 83088M10 256 56728 SH SHARED 56448 280 D SKYWORKS SOLUTIONS INC COM 83088M10 468 103366 SH SHARED 01 103366 D SKYWORKS SOLUTIONS INC COM 83088M10 0 70 SH SHR/OTHR 01 70 D SKYWORKS SOLUTIONS INC COM 83088M10 362 79989 SH SHARED 02 76707 3282 D SKYWORKS SOLUTIONS INC COM 83088M10 3025 667836 SH SHARED 11 655779 6100 5957 D SKYWORKS SOLUTIONS INC COM 83088M10 25 5575 SH SHR/OTHR 11 5575 D SMART & FINAL INC COM 83168310 9 2200 SH SHARED 01 2200 D SMART & FINAL INC COM 83168310 28 6600 SH SHARED 02 6600 D SMEDVIG A S SPON ADR REP A 83169H10 2 470 SH SHARED 11 470 D SMARTSERV ONLINE INC *W EXP 03/20/200 83169M11 0 2000 SH SHARED 02 2000 D SMARTSERV ONLINE INC COM NEW 83169M20 1 1200 SH SHARED 01 1200 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 8 2544 SH SHARED 2544 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 41 12546 SH SHARED 01 12546 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 844 255821 SH SHARED 02 135021 120800 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 2863 867800 SH SHARED 11 641700 226100 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 33 10000 SH SHR/OTHR 11 10000 D SMITH A O COM 83186520 251 8849 SH SHARED 8849 D SMITH A O COM 83186520 437 15410 SH SHARED 01 15410 D SMITH A O COM 83186520 284 10014 SH SHARED 02 10014 D SMITH A O COM 83186520 65 2300 SH SHARED 11 2300 D SMITH INTL INC COM 83211010 149 5111 SH SHARED 5111 D SMITH INTL INC COM 83211010 3051 104100 SH SHARED 01 104100 D SMITH INTL INC COM 83211010 3531 120488 SH SHARED 02 119788 700 D SMITH INTL INC COM 83211010 9 314 SH SHARED 06 314 D SMITH INTL INC COM 83211010 26 900 SH SHARED 07 900 D SMITH INTL INC COM 83211010 5970 203700 SH SHARED 11 203700 D SMITH INTL INC COM 83211010 4555 155440 SH SHR/OTHR 11 155440 D SMITHFIELD FOODS INC COM 83224810 1501 95618 SH SHARED 95618 D SMITHFIELD FOODS INC COM 83224810 1340 85359 SH SHARED 01 85359 D SMITHFIELD FOODS INC COM 83224810 524 33385 SH SHARED 02 33385 D SMITHFIELD FOODS INC COM 83224810 266 17000 SH SHARED 11 17000 D SMUCKER J M CO COM NEW 83269640 3 108 SH SHARED 108 D SMUCKER J M CO COM NEW 83269640 169 4616 SH SHARED 4435 181 D SMUCKER J M CO COM NEW 83269640 2808 76532 SH SHARED 01 74566 1966 D SMUCKER J M CO COM NEW 83269640 196 5363 SH SHR/OTHR 01 4225 1138 D SMUCKER J M CO COM NEW 83269640 1350 36788 SH SHARED 02 36558 230 D SMUCKER J M CO COM NEW 83269640 142 3880 SH SHARED 03 3240 640 D SMUCKER J M CO COM NEW 83269640 14 398 SH SHARED 06 398 D SMUCKER J M CO COM NEW 83269640 364 9941 SH SHARED 11 2943 96 6902 D SMUCKER J M CO COM NEW 83269640 156 4263 SH SHR/OTHR 11 4263 D SMURFIT-STONE CONTAINER CORP COM 83272710 71183 5663005 SH SHARED 5663005 D SMURFIT-STONE CONTAINER CORP COM 83272710 1882 149732 SH SHARED 01 149732 D SMURFIT-STONE CONTAINER CORP COM 83272710 1723 137108 SH SHARED 02 133808 3300 D SMURFIT-STONE CONTAINER CORP COM 83272710 125 9969 SH SHARED 05 9969 D SMURFIT-STONE CONTAINER CORP COM 83272710 10 870 SH SHARED 11 620 250 D SMURFIT-STONE CONTAINER CORP COM 83272710 17 1368 SH SHR/OTHR 11 1368 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 6118 322000 SH SHARED 322000 D SNAP ON INC COM 83303410 1920 83590 SH SHARED 83590 D SNAP ON INC COM 83303410 4761 207213 SH SHARED 01 207213 D SNAP ON INC COM 83303410 755 32870 SH SHARED 02 32870 D SNAP ON INC COM 83303410 20 900 SH SHARED 11 900 D SNAP ON INC COM 83303410 664 28911 SH SHR/OTHR 11 28911 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 7 400 SH SHARED 01 400 D SOFTNET SYS INC COM 83396410 0 100 SH SHARED 100 D SOFTNET SYS INC COM 83396410 12 5300 SH SHARED 01 5300 D SOFTNET SYS INC COM 83396410 9 4000 SH SHARED 02 4000 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 39 1900 SH SHR/OTHR 11 1900 D SOLA INTL INC COM 83409210 5 523 SH SHARED 523 D SOLA INTL INC COM 83409210 69 6900 SH SHARED 01 6900 D SOLA INTL INC COM 83409210 124 12413 SH SHARED 02 12413 D SOLECTRON CORP NOTE 5/0 834182AK 18805 33581000 PRN SHARED 33581000 D SOLECTRON CORP NOTE 5/0 834182AK 2 5000 PRN SHARED 01 5000 D SOLECTRON CORP NOTE 5/0 834182AK 50 90000 PRN SHR/OTHR 01 90000 D SOLECTRON CORP NOTE 11/2 834182AL 120545325799000 PRN SHARED 325799000 D SOLECTRON CORP NOTE 11/2 834182AL 461 1246000 PRN SHARED 02 1246000 D SOLECTRON CORP COM 83418210 3004 1423913 SH SHARED 1423913 D SOLECTRON CORP COM 83418210 7090 3360218 SH SHARED 01 3359818 400 D SOLECTRON CORP COM 83418210 1 620 SH SHR/OTHR 01 620 D SOLECTRON CORP COM 83418210 1129 535084 SH SHARED 02 479529 55555 D SOLECTRON CORP COM 83418210 50 23742 SH SHARED 06 23742 D SOLECTRON CORP COM 83418210 88 42128 SH SHARED 07 42128 D SOLECTRON CORP COM 83418210 3709 1758048 SH SHARED 11 1758048 D SOLECTRON CORP COM 83418210 985 466955 SH SHR/OTHR 11 466955 D SOLUTIA INC COM 83437610 530 101642 SH SHARED 101642 D SOLUTIA INC COM 83437610 464 88920 SH SHARED 01 88720 200 D SOLUTIA INC COM 83437610 8 1600 SH SHR/OTHR 01 1600 D SOLUTIA INC COM 83437610 478 91700 SH SHARED 02 87700 4000 D SOLUTIA INC COM 83437610 63 12160 SH SHARED 11 12160 D SOLUTIA INC COM 83437610 1 200 SH SHR/OTHR 11 200 D SOMANETICS CORP COM NEW 83444540 0 40 SH SHARED 02 40 D SOMERA COMMUNICATION COM 83445810 33 16109 SH SHARED 01 16109 D SOMERA COMMUNICATION COM 83445810 36 17700 SH SHARED 02 17700 D SONERA GROUP PLC SPONSORED ADR 83543320 19 4751 SH SHARED 1001 3750 D SONERA GROUP PLC SPONSORED ADR 83543320 55 13600 SH SHARED 02 13600 D SONIC AUTOMOTIVE INC NOTE 5.250% 5/0 83545GAE 3024 4000000 PRN SHARED 4000000 D SONIC AUTOMOTIVE INC NOTE 5.250% 5/0 83545GAE 831 1100000 PRN SHARED 01 1100000 D SONIC AUTOMOTIVE INC CL A 83545G10 1 100 SH SHARED 100 D SONIC AUTOMOTIVE INC CL A 83545G10 856 48400 SH SHARED 01 48400 D SONIC AUTOMOTIVE INC CL A 83545G10 45 2558 SH SHARED 02 2558 D SONIC INNOVATIONS INC COM 83545M10 28 5500 SH SHARED 01 5500 D SONIC INNOVATIONS INC COM 83545M10 232 44215 SH SHARED 02 16100 28115 D SONIC CORP COM 83545110 126 5457 SH SHARED 5457 D SONIC CORP COM 83545110 1089 47178 SH SHARED 01 47178 D SONIC CORP COM 83545110 483 20921 SH SHARED 02 20921 D SONIC CORP COM 83545110 57 2502 SH SHARED 11 2502 D SONICBLUE INC COM 83546Q10 640 2669283 SH SHARED 2669283 D SONICBLUE INC COM 83546Q10 12 52400 SH SHARED 01 52400 D SONICBLUE INC COM 83546Q10 11 49440 SH SHARED 02 49440 D SONIC SOLUTIONS COM 83546010 106 15277 SH SHARED 15277 D SONICWALL INC COM 83547010 667 242644 SH SHARED 242644 D SONICWALL INC COM 83547010 67 24600 SH SHARED 01 24600 D SONICWALL INC COM 83547010 157 57200 SH SHARED 02 57200 D SONOCO PRODS CO COM 83549510 608 28535 SH SHARED 28535 D SONOCO PRODS CO COM 83549510 1475 69251 SH SHARED 01 69251 D SONOCO PRODS CO COM 83549510 2448 114917 SH SHARED 02 107938 6979 D SONOCO PRODS CO COM 83549510 75178 3527837 SH SHARED 11 3209448 318389 D SONOCO PRODS CO COM 83549510 758 35600 SH SHR/OTHR 11 35600 D SONOSITE INC COM 83568G10 239 20822 SH SHARED 01 16235 4587 D SONOSITE INC COM 83568G10 92 8078 SH SHARED 02 8078 D SONUS PHARMACEUTICALS INC COM 83569210 128 78488 SH SHARED 78488 D SONY CORP ADR NEW 83569930 161 3930 SH SHARED 3930 D SONY CORP ADR NEW 83569930 1233 30018 SH SHARED 17859 12159 D SONY CORP ADR NEW 83569930 1360 33100 SH SHARED 01 32300 800 D SONY CORP ADR NEW 83569930 198 4820 SH SHR/OTHR 01 4820 D SONY CORP ADR NEW 83569930 232 5654 SH SHARED 02 3654 2000 D SONY CORP ADR NEW 83569930 704 17129 SH SHARED 11 12829 4300 D SORRENTO NETWORKS CORP COM 83586Q10 4 21183 SH SHARED 21183 D SOTHEBYS HLDGS INC CL A 83589810 133 19007 SH SHARED 19007 D SOTHEBYS HLDGS INC CL A 83589810 278 39765 SH SHARED 01 38765 1000 D SOTHEBYS HLDGS INC CL A 83589810 269 38500 SH SHARED 02 38500 D SONUS NETWORKS INC COM 83591610 4 20884 SH SHARED 20884 D SONUS NETWORKS INC COM 83591610 8 40700 SH SHARED 01 40700 D SONUS NETWORKS INC COM 83591610 21 103800 SH SHARED 02 103000 800 D SONUS NETWORKS INC COM 83591610 58 277200 SH SHR/OTHR 11 277200 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 16 13045 SH SHARED 01 13045 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 61 47628 SH SHARED 02 47628 D SOURCECORP COM 83616710 716 35083 SH SHARED 01 35083 D SOURCECORP COM 83616710 181 8892 SH SHARED 02 8892 D SOUTH FINL GROUP INC COM 83784110 162 7714 SH SHARED 7714 D SOUTH FINL GROUP INC COM 83784110 1099 52127 SH SHARED 01 52127 D SOUTH FINL GROUP INC COM 83784110 505 23984 SH SHARED 02 23984 D SOUTH FINL GROUP INC COM 83784110 5359 254125 SH SHARED 09 254125 D SOUTH JERSEY INDS INC COM 83851810 250 7669 SH SHARED 01 7669 D SOUTH JERSEY INDS INC COM 83851810 222 6800 SH SHARED 02 6800 D SOUTHERN CO COM 84258710 740 25740 SH SHARED 16940 8800 D SOUTHERN CO COM 84258710 40904 1421294 SH SHARED 1421294 D SOUTHERN CO COM 84258710 89213 3099843 SH SHARED 01 3096768 3075 D SOUTHERN CO COM 84258710 302 10500 SH SHR/OTHR 01 9100 1400 D SOUTHERN CO COM 84258710 13131 456261 SH SHARED 02 434939 21322 D SOUTHERN CO COM 84258710 2878 100000 SH SHARED 04 100000 D SOUTHERN CO COM 84258710 4604 160000 SH SHARED 05 160000 D SOUTHERN CO COM 84258710 460 15997 SH SHARED 06 15997 D SOUTHERN CO COM 84258710 287 10000 SH SHARED 07 10000 D SOUTHERN CO COM 84258710 307 10700 SH SHARED 08 10700 D SOUTHERN CO COM 84258710 16996 590581 SH SHARED 11 322432 10000 258149 D SOUTHERN CO COM 84258710 17282 600503 SH SHR/OTHR 11 600503 D SOUTHERN CMNTY FINL CORP COM 84263210 0 46 SH SHARED 02 46 D SOUTHERN FINL BANCORP INC COM 84287010 28 1000 SH SHR/OTHR 01 1000 D SOUTHERN PAC PETE NL SPONS ADR NEW 84358140 2 302 SH SHARED 11 302 D SOUTHERN PERU COPPER CORP COM 84361110 11 819 SH SHARED 819 D SOUTHERN PERU COPPER CORP COM 84361110 54 3971 SH SHARED 01 3971 D SOUTHERN PERU COPPER CORP COM 84361110 116 8507 SH SHARED 02 8507 D SOUTHERN PERU COPPER CORP COM 84361110 411 30000 SH SHARED 04 30000 D SOUTHERN UN CO NEW COM 84403010 66 5890 SH SHARED 5890 D SOUTHERN UN CO NEW COM 84403010 225 19922 SH SHARED 01 19922 D SOUTHERN UN CO NEW COM 84403010 283 25064 SH SHARED 02 25064 D SOUTHSIDE BANCSHARES INC COM 84470P10 98 6510 SH SHARED 6510 D SOUTHSIDE CAP TR II PFD CONV SECSP 84471C20 1642 99570 SH SHARED 99570 D SOUTHTRUST CORP COM 84473010 26712 1101559 SH SHARED 1101559 D SOUTHTRUST CORP COM 84473010 33543 1383255 SH SHARED 01 1383255 D SOUTHTRUST CORP COM 84473010 5279 217701 SH SHARED 02 216101 1600 D SOUTHTRUST CORP COM 84473010 1794 74000 SH SHARED 04 74000 D SOUTHTRUST CORP COM 84473010 182 7531 SH SHARED 06 7531 D SOUTHTRUST CORP COM 84473010 72 3000 SH SHARED 07 3000 D SOUTHTRUST CORP COM 84473010 2204 90900 SH SHARED 11 89100 1800 D SOUTHTRUST CORP COM 84473010 4664 192361 SH SHR/OTHR 11 192361 D SOUTHWEST AIRLS CO COM 84474110 13268 1015960 SH SHARED 1015960 D SOUTHWEST AIRLS CO COM 84474110 38276 2930817 SH SHARED 01 2930817 D SOUTHWEST AIRLS CO COM 84474110 5999 459412 SH SHARED 02 439748 19664 D SOUTHWEST AIRLS CO COM 84474110 1306 100000 SH SHARED 04 100000 D SOUTHWEST AIRLS CO COM 84474110 212 16282 SH SHARED 06 16282 D SOUTHWEST AIRLS CO COM 84474110 643 49249 SH SHARED 07 49249 D SOUTHWEST AIRLS CO COM 84474110 8756 670446 SH SHARED 11 666908 3538 D SOUTHWEST AIRLS CO COM 84474110 11606 888727 SH SHR/OTHR 11 888727 D SOUTHWEST BANCORPORATION TEX COM 84476R10 3742 102800 SH SHARED 01 102800 D SOUTHWEST BANCORPORATION TEX COM 84476R10 41 1150 SH SHR/OTHR 01 1150 D SOUTHWEST BANCORPORATION TEX COM 84476R10 589 16200 SH SHARED 02 16200 D SOUTHWEST BANCORPORATION TEX COM 84476R10 21882 601000 SH SHARED 11 322606 6894 271500 D SOUTHWEST BANCORP INC OKLA COM 84476710 5 200 SH SHARED 01 200 D SOUTHWEST BANCORP INC OKLA COM 84476710 75 3000 SH SHARED 02 3000 D SOUTHWEST GAS CORP COM 84489510 8 365 SH SHARED 365 D SOUTHWEST GAS CORP COM 84489510 955 42948 SH SHARED 01 42948 D SOUTHWEST GAS CORP COM 84489510 430 19364 SH SHARED 02 19364 D SOUTHWEST GAS CORP COM 84489510 40 1800 SH SHARED 11 1800 D SOUTHWALL TECHNOLOGIES INC COM 84490910 280 119700 SH SHARED 119700 D SOUTHWEST WTR CO COM 84533110 12 900 SH SHARED 01 900 D SOUTHWEST WTR CO COM 84533110 74 5200 SH SHARED 02 5200 D SOUTHWESTERN ENERGY CO COM 84546710 23 1919 SH SHARED 1919 D SOUTHWESTERN ENERGY CO COM 84546710 1005 83800 SH SHARED 01 83800 D SOUTHWESTERN ENERGY CO COM 84546710 178 14849 SH SHARED 02 14849 D SOVEREIGN BANCORP INC COM 84590510 2610 202380 SH SHARED 202380 D SOVEREIGN BANCORP INC COM 84590510 2580 200070 SH SHARED 01 179420 20650 D SOVEREIGN BANCORP INC COM 84590510 85 6596 SH SHR/OTHR 01 6596 D SOVEREIGN BANCORP INC COM 84590510 1174 91043 SH SHARED 02 87435 3608 D SOVEREIGN BANCORP INC UNIT 11/12/2029 84590530 55246 754079 SH SHARED 754079 D SOVRAN SELF STORAGE INC COM 84610H10 1484 48800 SH SHARED 01 48800 D SOVRAN SELF STORAGE INC COM 84610H10 212 7000 SH SHARED 02 7000 D SOVRAN SELF STORAGE INC COM 84610H10 8043 264400 SH SHARED 11 263400 1000 D SPANISH BROADCASTING SYS INC CL A 84642588 374 57238 SH SHARED 57238 D SPANISH BROADCASTING SYS INC CL A 84642588 282 43098 SH SHARED 01 43098 D SPANISH BROADCASTING SYS INC CL A 84642588 143 21844 SH SHARED 02 21844 D SPARTAN MTRS INC COM 84681910 280 24785 SH SHARED 24785 D SPARTAN MTRS INC COM 84681910 51 4600 SH SHARED 01 4600 D SPARTAN MTRS INC COM 84681910 59 5300 SH SHARED 02 5300 D SPARTECH CORP COM NEW 84722020 2 100 SH SHARED 100 D SPARTECH CORP COM NEW 84722020 131 6200 SH SHARED 01 6200 D SPARTECH CORP COM NEW 84722020 177 8400 SH SHARED 02 8400 D SPARTECH CORP COM NEW 84722020 45 2170 SH SHARED 11 2170 D SPECIALTY LABORATORIES INC COM 84749R10 27 3000 SH SHARED 01 3000 D SPECIALTY LABORATORIES INC COM 84749R10 34 3800 SH SHARED 02 3800 D SPECTRALINK CORP COM 84758010 102 17938 SH SHARED 17938 D SPECTRALINK CORP COM 84758010 125 22000 SH SHARED 01 22000 D SPECTRALINK CORP COM 84758010 68 12000 SH SHARED 02 12000 D SPECTRALINK CORP COM 84758010 7 1300 SH SHARED 11 1300 D SPECTRANETICS CORP COM 84760C10 2 1800 SH SHARED 01 1800 D SPECTRASITE HLDGS INC NOTE 6.750%11/1 84760TAL 542 2468000 PRN SHARED 2468000 D SPECTRASITE HLDGS INC COM 84760T10 0 3419 SH SHARED 3419 D SPECTRASITE HLDGS INC COM 84760T10 0 2300 SH SHARED 02 2300 D SPECTRIAN CORP COM 84760810 69 23644 SH SHARED 01 20044 3600 D SPECTRIAN CORP COM 84760810 1 400 SH SHR/OTHR 01 400 D SPECTRIAN CORP COM 84760810 22 7506 SH SHARED 02 7506 D SPEECHWORKS INTL INC COM 84764M10 18 8000 SH SHARED 01 8000 D SPEECHWORKS INTL INC COM 84764M10 45 19700 SH SHARED 02 15700 4000 D SPEEDFAM-IPEC INC COM 84770510 1111 299627 SH SHARED 01 299627 D SPEEDFAM-IPEC INC COM 84770510 879 237000 SH SHARED 02 31500 205500 D SPEEDWAY MOTORSPORTS INC COM 84778810 1388 58954 SH SHARED 01 58954 D SPEEDWAY MOTORSPORTS INC COM 84778810 181 7700 SH SHARED 02 7700 D SPHERION CORP COM 84842010 38 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 4330 614255 SH SHARED 52255 562000 D SPHERION CORP COM 84842010 272 38697 SH SHARED 01 38697 D SPHERION CORP COM 84842010 247 35161 SH SHARED 02 35161 D SPINNAKER EXPL CO COM 84855W10 50 1754 SH SHARED 1754 D SPINNAKER EXPL CO COM 84855W10 2717 94690 SH SHARED 01 94690 D SPINNAKER EXPL CO COM 84855W10 1089 37964 SH SHARED 02 34064 3900 D SPINNAKER EXPL CO COM 84855W10 2870 100000 SH SHARED 04 100000 D SPINNAKER EXPL CO COM 84855W10 34681 1208400 SH SHARED 11 659340 15060 534000 D SPINNAKER EXPL CO COM 84855W10 8908 310400 SH SHR/OTHR 11 310400 D SPIRENT PLC SPONS ADR NEW 84856M20 2 900 SH SHARED 02 900 D SPIRE CORP COM 84856510 9 4000 SH SHR/OTHR 01 4000 D SPORTSLINE COM INC COM 84893410 0 50 SH SHARED 02 50 D SPORTS AUTH INC COM 84917610 1521 254820 SH SHARED 01 254820 D SPORTS AUTH INC COM 84917610 111 18600 SH SHARED 02 18600 D SPORTS RESORTS INTL INC COM 84918U10 18 4400 SH SHARED 01 4400 D SPORTS RESORTS INTL INC COM 84918U10 57 13700 SH SHARED 02 13700 D SPRINT CORP COM FON GROUP 85206110 104 11500 SH SHARED 11500 D SPRINT CORP COM FON GROUP 85206110 17379 1905665 SH SHARED 1903595 2070 D SPRINT CORP COM FON GROUP 85206110 45157 4951512 SH SHARED 01 4951512 D SPRINT CORP COM FON GROUP 85206110 9 1000 SH SHR/OTHR 01 1000 D SPRINT CORP COM FON GROUP 85206110 5738 629231 SH SHARED 02 626947 2284 D SPRINT CORP COM FON GROUP 85206110 42 4656 SH SHARED 05 4656 D SPRINT CORP COM FON GROUP 85206110 128 14127 SH SHARED 06 14127 D SPRINT CORP COM FON GROUP 85206110 260 28512 SH SHARED 07 28512 D SPRINT CORP COM FON GROUP 85206110 909 99700 SH SHARED 11 90500 9200 D SPRINT CORP COM FON GROUP 85206110 4552 499166 SH SHR/OTHR 11 499166 D SPRINT CORP PCS COM SER 1 85206150 3778 1927766 SH SHARED 1927766 D SPRINT CORP PCS COM SER 1 85206150 7305 3727094 SH SHARED 01 3723017 4077 D SPRINT CORP PCS COM SER 1 85206150 2 1424 SH SHR/OTHR 01 1424 D SPRINT CORP PCS COM SER 1 85206150 1249 637407 SH SHARED 02 632595 4812 D SPRINT CORP PCS COM SER 1 85206150 17 8975 SH SHARED 06 8975 D SPRINT CORP PCS COM SER 1 85206150 9 4950 SH SHARED 07 4950 D SPRINT CORP PCS COM SER 1 85206150 49 25472 SH SHARED 11 20772 4700 D SPRINT CORP PCS COM SER 1 85206150 1045 533559 SH SHR/OTHR 11 533559 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 3 656 SH SHARED 656 D SS&C TECHNOLOGIES INC COM 85227Q10 54 6846 SH SHARED 6846 D SS&C TECHNOLOGIES INC COM 85227Q10 62 7874 SH SHARED 01 7874 D SS&C TECHNOLOGIES INC COM 85227Q10 50 6400 SH SHARED 02 4400 2000 D STAAR SURGICAL CO COM PAR $0.01 85231230 11 5000 SH SHARED 02 5000 D STAAR SURGICAL CO COM PAR $0.01 85231230 471 204000 SH SHARED 04 204000 D STAGE STORES INC *W EXP 08/23/200 85254C12 2455 250000 SH SHARED 250000 D STAGE STORES INC *W EXP 08/23/200 85254C13 223 25000 SH SHARED 25000 D STAGE STORES INC COM NEW 85254C30 1028 47400 SH SHARED 01 47400 D STAGE STORES INC COM NEW 85254C30 245 11300 SH SHARED 02 11300 D STAKE TECHNOLOGY LTD COM 85255910 330 143034 SH SHARED 06 143034 D STAMPS COM INC COM 85285710 103 24405 SH SHARED 24405 D STAMPS COM INC COM 85285710 102 24300 SH SHARED 01 24300 D STAMPS COM INC COM 85285710 83 19800 SH SHARED 02 19800 D STANCORP FINL GROUP INC COM 85289110 148 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 767 14500 SH SHARED 01 14500 D STANCORP FINL GROUP INC COM 85289110 52 1000 SH SHR/OTHR 01 1000 D STANCORP FINL GROUP INC COM 85289110 436 8250 SH SHARED 02 8250 D STANCORP FINL GROUP INC COM 85289110 48 912 SH SHARED 11 600 312 D STANDARD COML CORP SDCV 7.250% 3/3 853258AA 49 50000 PRN SHARED 11 50000 D STANDARD COML CORP COM 85325810 41 2505 SH SHARED 2505 D STANDARD COML CORP COM 85325810 261 15600 SH SHARED 01 15600 D STANDARD COML CORP COM 85325810 105 6300 SH SHARED 02 6300 D STANDARD COML CORP COM 85325810 16 990 SH SHARED 11 990 D STANDARD MANAGEMENT CORP COM 85361210 1284 256887 SH SHARED 11 256887 D STANDARD MICROSYSTEMS CORP COM 85362610 143 9361 SH SHARED 01 9361 D STANDARD MICROSYSTEMS CORP COM 85362610 230 15056 SH SHARED 02 15056 D STANDARD MICROSYSTEMS CORP COM 85362610 26 1720 SH SHARED 11 1720 D STANDARD MTR PRODS INC COM 85366610 15 1400 SH SHARED 01 1400 D STANDARD MTR PRODS INC COM 85366610 48 4470 SH SHARED 02 3970 500 D STANDARD PAC CORP NEW COM 85375C10 116 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 405 17351 SH SHARED 17351 D STANDARD PAC CORP NEW COM 85375C10 714 30550 SH SHARED 01 30550 D STANDARD PAC CORP NEW COM 85375C10 589 25201 SH SHARED 02 25201 D STANDARD PAC CORP NEW COM 85375C10 4649 198870 SH SHARED 11 198870 D STANDARD REGISTER CO COM 85388710 130 5427 SH SHARED 5427 D STANDARD REGISTER CO COM 85388710 672 28000 SH SHARED 01 28000 D STANDARD REGISTER CO COM 85388710 277 11566 SH SHARED 02 11566 D STANDEX INTL CORP COM 85423110 28 1420 SH SHARED 1420 D STANDEX INTL CORP COM 85423110 223 11000 SH SHARED 01 11000 D STANDEX INTL CORP COM 85423110 126 6252 SH SHARED 02 6252 D STANDEX INTL CORP COM 85423110 191 9440 SH SHARED 11 6440 3000 D STANLEY FURNITURE INC COM NEW 85430520 40 1900 SH SHARED 01 1900 D STANLEY FURNITURE INC COM NEW 85430520 63 3000 SH SHARED 02 3000 D STANLEY WKS COM 85461610 3953 121012 SH SHARED 121012 D STANLEY WKS COM 85461610 11403 349044 SH SHARED 01 349044 D STANLEY WKS COM 85461610 62 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 3241 99224 SH SHARED 02 60624 38600 D STANLEY WKS COM 85461610 56 1725 SH SHARED 06 1725 D STANLEY WKS COM 85461610 24 750 SH SHARED 07 750 D STANLEY WKS COM 85461610 503 15400 SH SHARED 11 15400 D STANLEY WKS COM 85461610 2782 85174 SH SHR/OTHR 11 85174 D STAPLES INC COM 85503010 20307 1587757 SH SHARED 1462348 125409 D STAPLES INC COM 85503010 26277 2054535 SH SHARED 01 2054535 D STAPLES INC COM 85503010 4359 340852 SH SHARED 02 322926 17926 D STAPLES INC COM 85503010 13010 1017250 SH SHARED 03 687250 330000 D STAPLES INC COM 85503010 82559 6455018 SH SHARED 06 6455018 D STAPLES INC COM 85503010 6234 487456 SH SHARED 07 487456 D STAPLES INC COM 85503010 3400 265900 SH SHARED 08 265900 D STAPLES INC COM 85503010 1878 146900 SH SHARED 10 146900 D STAPLES INC COM 85503010 122955 9613404 SH SHARED 11 2195888 7226800 190716 D STAPLES INC COM 85503010 56969 4454226 SH SHR/OTHR 11 4454226 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 0 40 SH SHARED 40 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 6 347 SH SHARED 02 347 D STAR SCIENTIFIC INC COM 85517P10 0 100 SH SHARED 02 100 D STARBUCKS CORP COM 85524410 2381 115400 SH SHARED 115400 D STARBUCKS CORP COM 85524410 11197 542500 SH SHARED 542500 D STARBUCKS CORP COM 85524410 32851 1591650 SH SHARED 01 1561831 29819 D STARBUCKS CORP COM 85524410 19 966 SH SHR/OTHR 01 966 D STARBUCKS CORP COM 85524410 6738 326463 SH SHARED 02 306253 20210 D STARBUCKS CORP COM 85524410 2064 100000 SH SHARED 04 100000 D STARBUCKS CORP COM 85524410 210 10194 SH SHARED 06 10194 D STARBUCKS CORP COM 85524410 70 3400 SH SHARED 07 3400 D STARBUCKS CORP COM 85524410 36 1750 SH SHARED 11 600 1150 D STARBUCKS CORP COM 85524410 5626 272589 SH SHR/OTHR 11 272589 D STARRETT L S CO CL A 85566810 10 700 SH SHARED 01 700 D STARRETT L S CO CL A 85566810 58 3800 SH SHARED 02 3800 D STARTEK INC COM 85569C10 3 146 SH SHARED 146 D STARTEK INC COM 85569C10 159 7227 SH SHARED 01 7227 D STARTEK INC COM 85569C10 130 5942 SH SHARED 02 5942 D STATE AUTO FINL CORP COM 85570710 69 4600 SH SHARED 01 4600 D STATE AUTO FINL CORP COM 85570710 107 7100 SH SHARED 02 7100 D STATE BANCORP INC N.Y COM 85571610 74 4200 SH SHARED 02 4200 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 6808 305333 SH SHARED 304726 607 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 19674 882271 SH SHARED 01 880496 1775 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 181 8156 SH SHR/OTHR 01 3700 4456 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4233 189864 SH SHARED 02 189034 830 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 11328 508000 SH SHARED 04 508000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 75 3367 SH SHARED 06 3367 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 56 2537 SH SHARED 07 2537 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 9823 440524 SH SHARED 11 439524 1000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 3857 173004 SH SHR/OTHR 11 173004 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 77722 3485300 SH SHARED 12 3485300 D STARTECH ENVIRONMENTAL CORP COM 85590610 57 31303 SH SHARED 11 31303 D STATE STR CORP COM 85747710 17711 458371 SH SHARED 458371 D STATE STR CORP COM 85747710 55545 1437516 SH SHARED 01 1428796 8720 D STATE STR CORP COM 85747710 293 7600 SH SHR/OTHR 01 5800 1800 D STATE STR CORP COM 85747710 9330 241470 SH SHARED 02 219538 21932 D STATE STR CORP COM 85747710 1545 40000 SH SHARED 04 40000 D STATE STR CORP COM 85747710 137 3569 SH SHARED 06 3569 D STATE STR CORP COM 85747710 110 2850 SH SHARED 07 2850 D STATE STR CORP COM 85747710 144879 3749462 SH SHARED 11 1500073 1096100 1153289 D STATE STR CORP COM 85747710 30710 794796 SH SHR/OTHR 11 794796 D STATEN IS BANCORP INC COM 85755010 356 20493 SH SHARED 20493 D STATEN IS BANCORP INC COM 85755010 5007 287800 SH SHARED 01 287800 D STATEN IS BANCORP INC COM 85755010 574 33023 SH SHARED 02 33023 D STATEN IS BANCORP INC COM 85755010 12 700 SH SHARED 11 700 D STATION CASINOS INC COM 85768910 7939 466753 SH SHARED 466753 D STATION CASINOS INC COM 85768910 334 19673 SH SHARED 01 19673 D STATION CASINOS INC COM 85768910 417 24527 SH SHARED 02 24527 D STATION CASINOS INC COM 85768910 2423 142500 SH SHR/OTHR 11 142500 D STATOIL ASA SPONSORED ADR 85771P10 643 84800 SH SHARED 02 84800 D STATOIL ASA SPONSORED ADR 85771P10 113 14990 SH SHARED 11 14990 D STEAK N SHAKE CO COM 85787310 185 16844 SH SHARED 16844 D STEAK N SHAKE CO COM 85787310 137 12462 SH SHARED 01 12462 D STEAK N SHAKE CO COM 85787310 143 13072 SH SHARED 02 13072 D STEEL DYNAMICS INC COM 85811910 654 49966 SH SHARED 49966 D STEEL DYNAMICS INC COM 85811910 3875 296030 SH SHARED 01 296030 D STEEL DYNAMICS INC COM 85811910 239 18285 SH SHARED 02 18285 D STEEL DYNAMICS INC COM 85811910 299 22900 SH SHARED 06 22900 D STEEL DYNAMICS INC COM 85811910 12908 986160 SH SHARED 11 986160 D STEEL DYNAMICS INC COM 85811910 3200 244500 SH SHR/OTHR 11 244500 D STEEL DYNAMICS INC COM 85811910 30 2300 SH SHARED 13 2300 D STEEL TECHNOLOGIES INC COM 85814710 0 35 SH SHARED 02 35 D STEELCASE INC CL A 85815520 30 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 59 5671 SH SHARED 5671 D STEELCASE INC CL A 85815520 108 10328 SH SHARED 01 10328 D STEELCASE INC CL A 85815520 21 2098 SH SHARED 02 2098 D STEELCASE INC CL A 85815520 10 1000 SH SHARED 11 1000 D STEIN MART INC COM 85837510 0 122 SH SHARED 122 D STEIN MART INC COM 85837510 53 9096 SH SHARED 01 9096 D STEIN MART INC COM 85837510 74 12678 SH SHARED 02 12678 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 61 4000 SH SHARED 01 4000 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 35 2327 SH SHARED 02 2327 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 4 300 SH SHR/OTHR 11 300 D STELLENT INC COM 85856W10 164 43911 SH SHARED 43911 D STELLENT INC COM 85856W10 0 100 SH SHARED 02 100 D STEPAN CO COM 85858610 1584 59000 SH SHARED 01 59000 D STEPAN CO COM 85858610 96 3600 SH SHARED 02 3600 D STERLING BANCSHARES INC COM 85890710 146 11238 SH SHARED 11238 D STERLING BANCSHARES INC COM 85890710 489 37425 SH SHARED 01 37425 D STERLING BANCSHARES INC COM 85890710 285 21829 SH SHARED 02 21829 D STERLING BANCSHARES INC COM 85890710 1906 145900 SH SHARED 06 145900 D STERLING BANCSHARES INC COM 85890710 3208 245450 SH SHARED 11 245450 D STERLING BANCSHARES INC COM 85890710 1220 93400 SH SHR/OTHR 11 93400 D STERICYCLE INC COM 85891210 5241 154538 SH SHARED 01 154538 D STERICYCLE INC COM 85891210 695 20500 SH SHARED 02 20100 400 D STERICYCLE INC COM 85891210 7891 232640 SH SHARED 11 131640 1600 99400 D STERIS CORP COM 85915210 244 9800 SH SHARED 9800 D STERIS CORP COM 85915210 276 11088 SH SHARED 11088 D STERIS CORP COM 85915210 1228 49300 SH SHARED 01 49300 D STERIS CORP COM 85915210 510 20505 SH SHARED 02 19505 1000 D STERIS CORP COM 85915210 199 8000 SH SHARED 11 8000 D STERIS CORP COM 85915210 32 1300 SH SHR/OTHR 11 1300 D STERLING BANCORP COM 85915810 173 6541 SH SHARED 6541 D STERLING BANCORP COM 85915810 68 2580 SH SHARED 01 2580 D STERLING BANCORP COM 85915810 130 4900 SH SHARED 02 4900 D STERLING FINL CORP COM 85931710 99 4275 SH SHARED 01 4275 D STERLING FINL CORP COM 85931710 223 9600 SH SHARED 02 9600 D STERLING FINL CORP COM 85931710 60 2587 SH SHARED 11 2587 D STERLING FINL CORP WASH COM 85931910 66 3674 SH SHARED 3674 D STERLING FINL CORP WASH COM 85931910 41 2272 SH SHARED 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COM 86074Q10 101 16925 SH SHARED 01 16925 D STILLWATER MNG CO COM 86074Q10 201 33511 SH SHARED 02 33511 D STILLWATER MNG CO COM 86074Q10 5858 976452 SH SHR/OTHR 11 976452 D STILWELL FINL INC NOTE 4/3 860831AC 22723 31000000 PRN SHARED 31000000 D STILWELL FINL INC COM 86083110 3698 306397 SH SHARED 306397 D STILWELL FINL INC COM 86083110 9889 819347 SH SHARED 01 819347 D STILWELL FINL INC COM 86083110 17836 1477714 SH SHARED 02 1477214 500 D STILWELL FINL INC COM 86083110 23 1943 SH SHARED 06 1943 D STILWELL FINL INC COM 86083110 27 2300 SH SHARED 11 300 2000 D STILWELL FINL INC COM 86083110 2064 171069 SH SHR/OTHR 11 171069 D STMICROELECTRONICS N V NOTE 9/2 861012AB 72443128218000 PRN SHARED 128218000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 791 1400000 PRN SHARED 01 1400000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 734 1300000 PRN SHARED 07 1300000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 141 250000 PRN SHARED 11 250000 D STMICROELECTRONICS N V NY REGISTRY 86101210 3758 277799 SH SHARED 277349 450 D STMICROELECTRONICS N V NY REGISTRY 86101210 2193 162127 SH SHARED 02 162127 D STMICROELECTRONICS N V NY REGISTRY 86101210 6088 450000 SH SHARED 04 450000 D STMICROELECTRONICS N V NY REGISTRY 86101210 203 15025 SH SHARED 05 15025 D STMICROELECTRONICS N V NY REGISTRY 86101210 12511 924757 SH SHARED 11 918900 5857 D STOLT OFFSHORE S A SP ADR REG COM 86156710 15 7000 SH SHARED 02 7000 D STONE ENERGY CORP COM 86164210 66 2034 SH SHARED 2034 D STONE ENERGY CORP COM 86164210 9035 278016 SH SHARED 01 278016 D STONE ENERGY CORP COM 86164210 477 14694 SH SHARED 02 14694 D STONE ENERGY CORP COM 86164210 3724 114600 SH SHARED 11 114000 600 D STONERIDGE INC COM 86183P10 447 26300 SH SHARED 01 26300 D STONERIDGE INC COM 86183P10 122 7200 SH SHARED 02 7200 D STORA ENSO CORP SPON ADR REP R 86210M10 17 1854 SH SHARED 1854 D STORA ENSO CORP SPON ADR REP R 86210M10 25 2685 SH SHARED 01 2685 D STORA ENSO CORP SPON ADR REP R 86210M10 1495 155429 SH SHARED 02 155429 D STORA ENSO CORP SPON ADR REP R 86210M10 400 41620 SH SHARED 11 28420 13200 D STORAGE COMPUTER CORP COM 86211A10 0 1000 SH SHARED 02 1000 D STORAGENETWORKS INC COM 86211E10 0 365 SH SHARED 365 D STORAGENETWORKS INC COM 86211E10 41 33100 SH SHARED 01 33100 D STORAGENETWORKS INC COM 86211E10 56 45400 SH SHARED 02 43900 1500 D STORAGENETWORKS INC COM 86211E10 9 7500 SH SHR/OTHR 11 7500 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 339 32317 SH SHARED 32317 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 962 91582 SH SHARED 01 91582 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 381 36344 SH SHARED 02 35544 800 D STRATEGIC GLOBAL INCOME FD COM 86271910 114 9000 SH SHR/OTHR 01 9000 D STRATEX NETWORKS INC COM 86279T10 4 3463 SH SHARED 3463 D STRATEX NETWORKS INC COM 86279T10 49 42300 SH SHARED 01 42300 D STRATEX NETWORKS INC COM 86279T10 196 167803 SH SHARED 02 164853 2950 D STRATESEC INC COM 86279210 0 4500 SH SHARED 02 4500 D STRATOS LIGHTWAVE INC COM 86310010 11 30765 SH SHARED 30765 D STRATOS LIGHTWAVE INC COM 86310010 18 51248 SH SHARED 01 51248 D STRATOS LIGHTWAVE INC COM 86310010 15 44424 SH SHARED 02 44424 D STRATTEC SEC CORP COM 86311110 8 167 SH SHARED 167 D STRATTEC SEC CORP COM 86311110 101 1980 SH SHARED 01 1980 D STRATTEC SEC CORP COM 86311110 96 1900 SH SHARED 02 1900 D STRATTEC SEC CORP COM 86311110 63 1250 SH SHARED 11 1250 D STRAYER ED INC COM 86323610 17 300 SH SHARED 300 D STRAYER ED INC COM 86323610 348 5860 SH SHARED 01 5860 D STRAYER ED INC COM 86323610 393 6615 SH SHARED 02 6615 D STRAYER ED INC COM 86323610 485302 8157716 SH SHARED 14 8157716 D STREETTRACKS SER TR DJ SML CAP GRW 86330E30 6 150 SH SHARED 02 150 D STREETTRACKS SER TR DJ SML CAP VAL 86330E40 49 425 SH SHARED 02 425 D STRIDE RITE CORP COM 86331410 20 2588 SH SHARED 2588 D STRIDE RITE CORP COM 86331410 196 24850 SH SHARED 01 24850 D STRIDE RITE CORP COM 86331410 206 26077 SH SHARED 02 22839 3238 D STRIDE RITE CORP COM 86331410 43 5510 SH SHARED 11 5510 D STRYKER CORP COM 86366710 19647 341111 SH SHARED 341111 D STRYKER CORP COM 86366710 42035 729784 SH SHARED 01 729784 D STRYKER CORP COM 86366710 172 3000 SH SHR/OTHR 01 3000 D STRYKER CORP COM 86366710 6397 111066 SH SHARED 02 110016 1050 D STRYKER CORP COM 86366710 131 2278 SH SHARED 06 2278 D STRYKER CORP COM 86366710 69 1200 SH SHARED 07 1200 D STRYKER CORP COM 86366710 1987 34500 SH SHARED 11 32500 2000 D STRYKER CORP COM 86366710 6179 107290 SH SHR/OTHR 11 107290 D STUDENT LN CORP COM 86390210 95 1055 SH SHARED 1055 D STUDENT LN CORP COM 86390210 135 1500 SH SHARED 01 1500 D STUDENT LN CORP COM 86390210 13 150 SH SHR/OTHR 01 150 D STUDENT LN CORP COM 86390210 18 206 SH SHARED 02 206 D STUDENT LN CORP COM 86390210 73 810 SH SHARED 11 810 D STURM RUGER & CO INC COM 86415910 220 18050 SH SHARED 01 18050 D STURM RUGER & CO INC COM 86415910 136 11227 SH SHARED 02 11227 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 4 180 SH SHARED 180 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 1443 53887 SH SHARED 02 5949 47938 D SUEZ SPONSORED ADR 86468610 242 15300 SH SHARED 02 15300 D SUEZ SPONSORED ADR 86468610 423 26760 SH SHARED 11 17860 8900 D SUFFOLK BANCORP COM 86473910 1159 36000 SH SHARED 01 36000 D SUFFOLK BANCORP COM 86473910 212 6600 SH SHARED 02 6600 D SUMMIT BANCSHARES INC TEX COM 86601110 65 3100 SH SHARED 02 3100 D SUMMIT PPTYS INC COM 86623910 17 890 SH SHARED 890 D SUMMIT PPTYS INC COM 86623910 343 17700 SH SHARED 01 17700 D SUMMIT PPTYS INC COM 86623910 242 12500 SH SHARED 02 12500 D SUN BANCORP INC COM 86663B10 49 3700 SH SHARED 02 3700 D SUN BANCORP INC COM 86663410 65 2902 SH SHARED 02 2902 D SUN COMMUNITIES INC COM 86667410 801 21851 SH SHARED 21851 D SUN COMMUNITIES INC COM 86667410 510 13900 SH SHARED 01 13900 D SUN COMMUNITIES INC COM 86667410 407 11110 SH SHARED 02 9510 1600 D SUN COMMUNITIES INC COM 86667410 708 19300 SH SHR/OTHR 11 19300 D SUN COMMUNITIES INC COM 86667410 13758 374900 SH SHARED 12 374900 D SUN LIFE FINL SVCS CDA INC COM 86679610 331 20883 SH SHARED 20883 D SUN LIFE FINL SVCS CDA INC COM 86679610 48 3089 SH SHARED 01 589 2500 D SUN LIFE FINL SVCS CDA INC COM 86679610 7 500 SH SHARED 02 500 D SUN LIFE FINL SVCS CDA INC COM 86679610 961 60648 SH SHARED 06 60648 D SUN LIFE FINL SVCS CDA INC COM 86679610 96 6088 SH SHARED 11 1251 4837 D SUN LIFE FINL SVCS CDA INC COM 86679610 233 14700 SH SHR/OTHR 11 14700 D SUN MICROSYSTEMS INC COM 86681010 66 25850 SH SHARED 13850 12000 D SUN MICROSYSTEMS INC COM 86681010 103222 39854317 SH SHARED 39779956 74361 D SUN MICROSYSTEMS INC COM 86681010 34514 13326061 SH SHARED 01 13227349 2820 95892 D SUN MICROSYSTEMS INC COM 86681010 410 158655 SH SHR/OTHR 01 110670 47985 D SUN MICROSYSTEMS INC COM 86681010 6637 2562720 SH SHARED 02 2452279 110441 D SUN MICROSYSTEMS INC COM 86681010 569 220000 SH SHARED 04 220000 D SUN MICROSYSTEMS INC COM 86681010 296 114291 SH SHARED 06 114291 D SUN MICROSYSTEMS INC COM 86681010 488 188450 SH SHARED 07 188450 D SUN MICROSYSTEMS INC COM 86681010 12160 4695325 SH SHARED 11 3910560 784765 D SUN MICROSYSTEMS INC COM 86681010 5095 1967194 SH SHR/OTHR 11 1967194 D SUNCOR ENERGY INC COM 86722910 354 20900 SH SHARED 02 20300 600 D SUNCOR ENERGY INC COM 86722910 1825 107693 SH SHARED 06 107693 D SUNGARD DATA SYS INC COM 86736310 9286 477454 SH SHARED 429848 47606 D SUNGARD DATA SYS INC COM 86736310 26218 1347988 SH SHARED 01 1122340 225648 D SUNGARD DATA SYS INC COM 86736310 126 6498 SH SHR/OTHR 01 5000 1498 D SUNGARD DATA SYS INC COM 86736310 4218 216869 SH SHARED 02 157751 59118 D SUNGARD DATA SYS INC COM 86736310 36533 1878308 SH SHARED 06 1878308 D SUNGARD DATA SYS INC COM 86736310 1579 81200 SH SHARED 07 81200 D SUNGARD DATA SYS INC COM 86736310 1618 83200 SH SHARED 08 83200 D SUNGARD DATA SYS INC COM 86736310 1157 59500 SH SHARED 10 59500 D SUNGARD DATA SYS INC COM 86736310 58112 2987800 SH SHARED 11 617700 2370100 D SUNGARD DATA SYS INC COM 86736310 3680 189241 SH SHR/OTHR 11 189241 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 4 200 SH SHARED 02 200 D SUNOCO INC COM 86764P10 138 4600 SH SHARED 4600 D SUNOCO INC COM 86764P10 3329 110399 SH SHARED 109524 875 D SUNOCO INC COM 86764P10 11208 371619 SH SHARED 01 371619 D SUNOCO INC COM 86764P10 6 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P10 1729 57330 SH SHARED 02 57330 D SUNOCO INC COM 86764P10 127 4232 SH SHARED 07 4232 D SUNOCO INC COM 86764P10 7930 262933 SH SHARED 11 262100 833 D SUNOCO INC COM 86764P10 1246 41331 SH SHR/OTHR 11 41331 D SUNRISE ASSISTED LIVING INC NOTE 5.250% 2/0 86768KAE 1574 1850000 PRN SHARED 1850000 D SUNRISE ASSISTED LIVING INC COM 86768K10 5987 279150 SH SHARED 279150 D SUNRISE ASSISTED LIVING INC COM 86768K10 136 6386 SH SHARED 6386 D SUNRISE ASSISTED LIVING INC COM 86768K10 837 39025 SH SHARED 01 39025 D SUNRISE ASSISTED LIVING INC COM 86768K10 360 16805 SH SHARED 02 12305 4500 D SUNRISE TELECOM INC COM 86769Y10 0 100 SH SHARED 02 100 D SUNTRON CORP COM 86789P10 8 2700 SH SHARED 01 2700 D SUNTRON CORP COM 86789P10 4 1300 SH SHARED 02 1300 D SUNTRUST BKS INC COM 86791410 72616 1181135 SH SHARED 1181135 D SUNTRUST BKS INC COM 86791410 71302 1159770 SH SHARED 01 1158810 960 D SUNTRUST BKS INC COM 86791410 1222 19880 SH SHR/OTHR 01 660 19220 D SUNTRUST BKS INC COM 86791410 11202 182208 SH SHARED 02 176461 5747 D SUNTRUST BKS INC COM 86791410 1844 30000 SH SHARED 04 30000 D SUNTRUST BKS INC COM 86791410 385 6272 SH SHARED 06 6272 D SUNTRUST BKS INC COM 86791410 147 2400 SH SHARED 07 2400 D SUNTRUST BKS INC COM 86791410 62541 1017265 SH SHARED 11 958975 58290 D SUNTRUST BKS INC COM 86791410 11744 191030 SH SHR/OTHR 11 191030 D SUPERGEN INC COM 86805910 38 22283 SH SHARED 01 22283 D SUPERGEN INC COM 86805910 30 17500 SH SHARED 02 16500 1000 D SUPERIOR ENERGY SVCS INC COM 86815710 8 1290 SH SHARED 1290 D SUPERIOR ENERGY SVCS INC COM 86815710 185 28601 SH SHARED 01 28601 D SUPERIOR ENERGY SVCS INC COM 86815710 184 28319 SH SHARED 02 28319 D SUPERIOR FINANCIAL CORP DEL COM 86816110 54 2900 SH SHARED 01 2900 D SUPERIOR FINANCIAL CORP DEL COM 86816110 75 4000 SH SHARED 02 4000 D SUPERIOR INDS INTL INC COM 86816810 338 7197 SH SHARED 7197 D SUPERIOR INDS INTL INC COM 86816810 927 19693 SH SHARED 01 19693 D SUPERIOR INDS INTL INC COM 86816810 867 18418 SH SHARED 02 18418 D SUPERIOR INDS INTL INC COM 86816810 14 300 SH SHR/OTHR 11 300 D SUPERTEX INC COM 86853210 123 11919 SH SHARED 01 11919 D SUPERTEX INC COM 86853210 61 5867 SH SHARED 02 5867 D SUPERVALU INC NOTE 11/0 868536AN 19929 73000000 PRN SHARED 73000000 D SUPERVALU INC NOTE 11/0 868536AP 17118 62704000 PRN SHARED 62704000 D SUPERVALU INC COM 86853610 109 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 6408 396839 SH SHARED 396839 D SUPERVALU INC COM 86853610 8206 508119 SH SHARED 01 508119 D SUPERVALU INC COM 86853610 1376 85222 SH SHARED 02 85222 D SUPERVALU INC COM 86853610 327 20294 SH SHARED 07 20294 D SUPERVALU INC COM 86853610 71 4450 SH SHARED 11 4300 150 D SUPERVALU INC COM 86853610 1152 71374 SH SHR/OTHR 11 71374 D SUREBEAM CORP CL A 86866R10 238 132519 SH SHARED 01 132519 D SUREBEAM CORP CL A 86866R10 65 36117 SH SHARED 02 35908 209 D SUREBEAM CORP CL A 86866R10 56 31350 SH SHARED 06 31350 D SUREBEAM CORP CL A 86866R10 1602 890349 SH SHARED 11 890209 140 D SUREBEAM CORP CL A 86866R10 666 370397 SH SHR/OTHR 11 370397 D SUREWEST COMMUNICATIONS COM 86873310 310 10596 SH SHARED 01 10596 D SUREWEST COMMUNICATIONS COM 86873310 219 7500 SH SHARED 02 7500 D SURGICARE INC COM 86882310 17 47000 SH SHARED 02 47000 D SURMODICS INC COM 86887310 532 16775 SH SHARED 01 16100 675 D SURMODICS INC COM 86887310 16 509 SH SHR/OTHR 01 509 D SURMODICS INC COM 86887310 243 7671 SH SHARED 02 7671 D SURMODICS INC COM 86887310 15482 487343 SH SHARED 11 318964 5436 162943 D SUSQUEHANNA BANCSHARES INC P COM 86909910 45 2097 SH SHARED 2097 D SUSQUEHANNA BANCSHARES INC P COM 86909910 2092 96670 SH SHARED 01 96670 D SUSQUEHANNA BANCSHARES INC P COM 86909910 499 23094 SH SHARED 02 23094 D SUSQUEHANNA BANCSHARES INC P COM 86909910 6 313 SH SHARED 11 313 D SWIFT ENERGY CO COM 87073810 186 17980 SH SHARED 17980 D SWIFT ENERGY CO COM 87073810 459 44220 SH SHARED 01 44220 D SWIFT ENERGY CO COM 87073810 138 13297 SH SHARED 02 13297 D SWIFT ENERGY CO COM 87073810 2688 258519 SH SHARED 11 180819 77700 D SWIFT TRANSN CO COM 87075610 595 38171 SH SHARED 38171 D SWIFT TRANSN CO COM 87075610 2708 173625 SH SHARED 01 173625 D SWIFT TRANSN CO COM 87075610 484 31030 SH SHARED 02 31030 D SWIFT TRANSN CO COM 87075610 580 37200 SH SHARED 06 37200 D SWIFT TRANSN CO COM 87075610 24977 1601100 SH SHARED 11 1601100 D SWIFT TRANSN CO COM 87075610 12178 780700 SH SHR/OTHR 11 780700 D SWIFT TRANSN CO COM 87075610 62 4000 SH SHARED 13 4000 D SWISS HELVETIA FD INC COM 87087510 143 15400 SH SHARED 15400 D SWISS HELVETIA FD INC COM 87087510 4 524 SH SHARED 02 524 D SWISS HELVETIA FD INC COM 87087510 78 8428 SH SHARED 11 8428 D SWISSCOM AG SPONSORED ADR 87101310 126 4601 SH SHARED 4601 D SWISSCOM AG SPONSORED ADR 87101310 5457 198100 SH SHARED 02 198100 D SYBASE INC COM 87113010 987 85000 SH SHARED 85000 D SYBASE INC COM 87113010 1477 127118 SH SHARED 01 127118 D SYBASE INC COM 87113010 339 29245 SH SHARED 02 27090 2155 D SYBASE INC COM 87113010 204 17600 SH SHARED 11 17600 D SYBASE INC COM 87113010 27 2400 SH SHR/OTHR 11 2400 D SYBRON DENTAL SPECIALTIES IN COM 87114210 58 4162 SH SHARED 4162 D SYBRON DENTAL SPECIALTIES IN COM 87114210 402 28765 SH SHARED 01 28765 D SYBRON DENTAL SPECIALTIES IN COM 87114210 308 22034 SH SHARED 02 22034 D SYBRON DENTAL SPECIALTIES IN COM 87114210 10 720 SH SHARED 11 720 D SYCAMORE NETWORKS INC COM 87120610 0 400 SH SHARED 400 D SYCAMORE NETWORKS INC COM 87120610 4 1910 SH SHARED 1910 D SYCAMORE NETWORKS INC COM 87120610 297 126775 SH SHARED 01 118700 8075 D SYCAMORE NETWORKS INC COM 87120610 272 115850 SH SHARED 02 104900 10950 D SYCAMORE NETWORKS INC COM 87120610 9 4000 SH SHARED 11 4000 D SYKES ENTERPRISES INC COM 87123710 76 18104 SH SHARED 18104 D SYKES ENTERPRISES INC COM 87123710 141 33500 SH SHARED 01 33500 D SYKES ENTERPRISES INC COM 87123710 94 22400 SH SHARED 02 22400 D SYKES ENTERPRISES INC COM 87123710 18 4280 SH SHARED 11 4280 D SYLVAN LEARNING SYS INC COM 87139910 3365 246025 SH SHARED 246025 D SYLVAN LEARNING SYS INC COM 87139910 197 14410 SH SHARED 14410 D SYLVAN LEARNING SYS INC COM 87139910 524 38376 SH SHARED 01 38376 D SYLVAN LEARNING SYS INC COM 87139910 473 34627 SH SHARED 02 33327 1300 D SYLVAN LEARNING SYS INC COM 87139910 6380 466400 SH SHARED 11 244067 6433 215900 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 6280 5000000 PRN SHARED 01 5000000 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 2 2000 PRN SHARED 02 2000 D SYMANTEC CORP COM 87150310 1743 51846 SH SHARED 51846 D SYMANTEC CORP COM 87150310 3932 116920 SH SHARED 01 114140 2780 D SYMANTEC CORP COM 87150310 2250 66919 SH SHARED 02 66819 100 D SYMANTEC CORP COM 87150310 3373 100300 SH SHARED 04 100300 D SYMANTEC CORP COM 87150310 749 22300 SH SHARED 07 22300 D SYMANTEC CORP COM 87150310 10482 311700 SH SHARED 11 302100 9000 600 D SYMANTEC CORP COM 87150310 5772 171650 SH SHR/OTHR 11 171650 D SYMBOL TECHNOLOGIES INC COM 87150810 2398 312764 SH SHARED 312764 D SYMBOL TECHNOLOGIES INC COM 87150810 7022 915571 SH SHARED 01 915571 D SYMBOL TECHNOLOGIES INC COM 87150810 17 2300 SH SHR/OTHR 01 600 1700 D SYMBOL TECHNOLOGIES INC COM 87150810 1014 132221 SH SHARED 02 129021 3200 D SYMBOL TECHNOLOGIES INC COM 87150810 13 1804 SH SHARED 06 1804 D SYMBOL TECHNOLOGIES INC COM 87150810 30 4000 SH SHARED 07 4000 D SYMBOL TECHNOLOGIES INC COM 87150810 17714 2309525 SH SHARED 11 1329075 980450 D SYMBOL TECHNOLOGIES INC COM 87150810 23415 3052912 SH SHR/OTHR 11 3052912 D SYMBOLLON PHARMACEUTICALS IN CL A 87151H10 4 8400 SH SHARED 02 8400 D SYMMETRICOM INC COM 87154310 0 1 SH SHARED 01 1 D SYMMETRICOM INC COM 87154310 0 317 SH SHARED 02 317 D SYMYX TECHNOLOGIES COM 87155S10 18 1763 SH SHARED 1763 D SYMYX TECHNOLOGIES COM 87155S10 113 10856 SH SHARED 01 10856 D SYMYX TECHNOLOGIES COM 87155S10 147 14127 SH SHARED 02 14127 D SYMYX TECHNOLOGIES COM 87155S10 138 13200 SH SHARED 04 13200 D SYNAGRO TECHNOLOGIES INC COM NEW 87156220 55 24250 SH SHARED 02 24250 D SYNALLOY CP DEL COM 87156510 0 450 SH SHARED 02 450 D SYNAVANT INC COM 87157A10 1 1238 SH SHARED 01 1231 7 D SYNAVANT INC COM 87157A10 0 486 SH SHR/OTHR 01 215 271 D SYNAVANT INC COM 87157A10 0 130 SH SHARED 02 50 80 D SYNAVANT INC COM 87157A10 1 1587 SH SHARED 11 20 1567 D SYNAVANT INC COM 87157A10 1 1355 SH SHR/OTHR 11 1355 D SYNAPTICS INC COM 87157D10 11 2400 SH SHARED 01 2400 D SYNAPTICS INC COM 87157D10 24 5162 SH SHARED 02 5162 D SYNAPTICS INC COM 87157D10 501 104318 SH SHARED 11 104318 D SYNCOR INTL CORP DEL COM 87157J10 5057 157500 SH SHARED 157500 D SYNCOR INTL CORP DEL COM 87157J10 3027 94275 SH SHARED 01 94275 D SYNCOR INTL CORP DEL COM 87157J10 325 10128 SH SHARED 02 10128 D SYNCOR INTL CORP DEL COM 87157J10 71 2220 SH SHARED 11 2220 D SYNGENTA AG SPONSORED ADR 87160A10 1872 173400 SH SHARED 02 173400 D SYNGENTA AG SPONSORED ADR 87160A10 138 12852 SH SHARED 11 86 12766 D SYNGENTA AG SPONSORED ADR 87160A10 20 1889 SH SHR/OTHR 11 1889 D SYNQUEST INC COM NEW 87160X30 0 1540 SH SHARED 02 1540 D SYNPLICITY INC COM 87160Y10 9 2291 SH SHARED 2291 D SYNPLICITY INC COM 87160Y10 12 2800 SH SHARED 01 2800 D SYNPLICITY INC COM 87160Y10 23 5400 SH SHARED 02 5400 D SYNOPSYS INC COM 87160710 4518 118446 SH SHARED 118446 D SYNOPSYS INC COM 87160710 688 18050 SH SHARED 18050 D SYNOPSYS INC COM 87160710 2308 60508 SH SHARED 01 60508 D SYNOPSYS INC COM 87160710 2272 59578 SH SHARED 02 59578 D SYNOPSYS INC COM 87160710 1 34 SH SHARED 07 34 D SYNOPSYS INC COM 87160710 6645 174200 SH SHARED 11 174200 D SYNOPSYS INC COM 87160710 34 900 SH SHR/OTHR 11 900 D SYNOVUS FINL CORP COM 87161C10 8209 398129 SH SHARED 398129 D SYNOVUS FINL CORP COM 87161C10 21168 1026590 SH SHARED 01 1026590 D SYNOVUS FINL CORP COM 87161C10 3863 187354 SH SHARED 02 187354 D SYNOVUS FINL CORP COM 87161C10 49 2391 SH SHARED 06 2391 D SYNOVUS FINL CORP COM 87161C10 3370 163438 SH SHR/OTHR 11 163438 D SYNTEL INC COM 87162H10 51 4400 SH SHARED 01 4400 D SYNTEL INC COM 87162H10 37 3200 SH SHARED 02 3200 D SYNTROLEUM CORP COM 87163010 7 4800 SH SHARED 01 4800 D SYNTROLEUM CORP COM 87163010 21 13100 SH SHARED 02 13100 D SYNTROLEUM CORP COM 87163010 56 34200 SH SHARED 04 34200 D SYPRIS SOLUTIONS INC COM 87165510 59 5511 SH SHARED 5511 D SYPRIS SOLUTIONS INC COM 87165510 21 2000 SH SHARED 01 2000 D SYPRIS SOLUTIONS INC COM 87165510 32 3000 SH SHARED 02 3000 D SYSCO CORP COM 87182910 49598 1747037 SH SHARED 1745537 1500 D SYSCO CORP COM 87182910 77918 2744560 SH SHARED 01 2687860 56700 D SYSCO CORP COM 87182910 1347 47474 SH SHR/OTHR 01 2800 44674 D SYSCO CORP COM 87182910 11415 402113 SH SHARED 02 378463 23650 D SYSCO CORP COM 87182910 1135 40000 SH SHARED 04 40000 D SYSCO CORP COM 87182910 908 32000 SH SHARED 05 32000 D SYSCO CORP COM 87182910 449 15844 SH SHARED 06 15844 D SYSCO CORP COM 87182910 265 9350 SH SHARED 07 9350 D SYSCO CORP COM 87182910 309 10900 SH SHARED 08 10900 D SYSCO CORP COM 87182910 68981 2429773 SH SHARED 11 656763 1773010 D SYSCO CORP COM 87182910 42986 1514140 SH SHR/OTHR 11 1514140 D SYSTEMAX INC COM 87185110 0 9 SH SHARED 11 9 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 60 8598 SH SHARED 8598 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 59 8519 SH SHARED 01 8519 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 124 17809 SH SHARED 02 17809 D SYMPHONIX DEVICES COM 87195110 1 5000 SH SHARED 02 5000 D TBC CORP COM 87218010 3 296 SH SHARED 296 D TBC CORP COM 87218010 43 4200 SH SHARED 01 4200 D TBC CORP COM 87218010 100 9657 SH SHARED 02 9657 D TCF FINL CORP COM 87227510 14373 339555 SH SHARED 339555 D TCF FINL CORP COM 87227510 3190 75361 SH SHARED 01 75361 D TCF FINL CORP COM 87227510 40 950 SH SHR/OTHR 01 950 D TCF FINL CORP COM 87227510 950 22451 SH SHARED 02 22451 D TCF FINL CORP COM 87227510 114 2700 SH SHR/OTHR 11 2700 D TC PIPELINES LP UT COM LTD PRT 87233Q10 2280 85200 SH SHARED 02 11700 73500 D TCSI CORP COM 87233R10 48 139427 SH SHARED 02 139427 D TCW CONV SECS FD INC COM 87234010 9 2250 SH SHR/OTHR 01 2250 D TCW CONV SECS FD INC COM 87234010 1 250 SH SHARED 02 250 D TDK CORP AMERN DEP SH 87235140 15 400 SH SHARED 02 400 D TDK CORP AMERN DEP SH 87235140 382 9940 SH SHARED 11 6090 3850 D TDC A/S SPONSORED ADR 87236N10 15 1464 SH SHARED 1464 D TDC A/S SPONSORED ADR 87236N10 214 19800 SH SHARED 11 19800 D TDC A/S SPONSORED ADR 87236N10 39 3600 SH SHR/OTHR 11 3600 D TECO ENERGY INC COM 87237510 4531 285343 SH SHARED 285343 D TECO ENERGY INC COM 87237510 8229 518233 SH SHARED 01 514009 4224 D TECO ENERGY INC COM 87237510 133 8400 SH SHR/OTHR 01 2400 6000 D TECO ENERGY INC COM 87237510 1630 102671 SH SHARED 02 98071 4600 D TECO ENERGY INC COM 87237510 2091 131679 SH SHARED 11 67885 63794 D TECO ENERGY INC COM 87237510 1842 116011 SH SHR/OTHR 11 116011 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 186 6399 SH SHARED 6399 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 113 3900 SH SHR/OTHR 01 3100 800 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 2685 91962 SH SHARED 02 4361 87601 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 87 3000 SH SHARED 11 3000 D THQ INC COM NEW 87244340 283 13653 SH SHARED 13653 D THQ INC COM NEW 87244340 2031 97685 SH SHARED 01 97685 D THQ INC COM NEW 87244340 929 44689 SH SHARED 02 44689 D THQ INC COM NEW 87244340 17184 826190 SH SHARED 11 537574 52716 235900 D THQ INC COM NEW 87244340 14344 689650 SH SHR/OTHR 11 689650 D TJX COS INC NEW NOTE 2/1 872540AL 31687 42250000 PRN SHARED 42250000 D TJX COS INC NEW COM 87254010 19791 1164216 SH SHARED 1164216 D TJX COS INC NEW COM 87254010 37449 2202928 SH SHARED 01 2202928 D TJX COS INC NEW COM 87254010 5439 319945 SH SHARED 02 314345 5600 D TJX COS INC NEW COM 87254010 242 14274 SH SHARED 06 14274 D TJX COS INC NEW COM 87254010 137 8080 SH SHARED 07 8080 D TJX COS INC NEW COM 87254010 19759 1162350 SH SHARED 11 808350 326600 27400 D TJX COS INC NEW COM 87254010 18555 1091527 SH SHR/OTHR 11 1091527 D TRC COS INC COM 87262510 5 311 SH SHARED 311 D TRC COS INC COM 87262510 49 2867 SH SHARED 01 2867 D TRC COS INC COM 87262510 84 4900 SH SHARED 02 4900 D TRW INC COM 87264910 357 6100 SH SHARED 6100 D TRW INC COM 87264910 124560 2127428 SH SHARED 2127428 D TRW INC COM 87264910 31808 543268 SH SHARED 01 543268 D TRW INC COM 87264910 644 11003 SH SHR/OTHR 01 10500 503 D TRW INC COM 87264910 7031 120098 SH SHARED 02 120098 D TRW INC COM 87264910 87 1502 SH SHARED 06 1502 D TRW INC COM 87264910 130 2230 SH SHARED 07 2230 D TRW INC COM 87264910 1814 30985 SH SHARED 11 18325 12660 D TRW INC COM 87264910 4295 73373 SH SHR/OTHR 11 73373 D TMP WORLDWIDE INC COM 87294110 1629 181025 SH SHARED 181025 D TMP WORLDWIDE INC COM 87294110 3581 397975 SH SHARED 01 397975 D TMP WORLDWIDE INC COM 87294110 769 85515 SH SHARED 02 85515 D TMP WORLDWIDE INC COM 87294110 4 500 SH SHARED 04 500 D TMP WORLDWIDE INC COM 87294110 195 21700 SH SHARED 07 21700 D TMP WORLDWIDE INC COM 87294110 599 66648 SH SHR/OTHR 11 66648 D TTM TECHNOLOGIES INC COM 87305R10 3 2200 SH SHARED 01 2200 D TTM TECHNOLOGIES INC COM 87305R10 13 8700 SH SHARED 02 8700 D TXU CORP COM 87316810 24009 575630 SH SHARED 575630 D TXU CORP COM 87316810 50278 1205429 SH SHARED 01 1205429 D TXU CORP COM 87316810 1185 28424 SH SHR/OTHR 01 9250 19174 D TXU CORP COM 87316810 8764 210118 SH SHARED 02 208718 1400 D TXU CORP COM 87316810 124 2976 SH SHARED 06 2976 D TXU CORP COM 87316810 173 4150 SH SHARED 07 4150 D TXU CORP COM 87316810 27432 657707 SH SHARED 11 379244 263500 14963 D TXU CORP COM 87316810 6346 152162 SH SHR/OTHR 11 152162 D TAIWAN FD INC COM 87403610 1612 202300 SH SHARED 202300 D TAIWAN FD INC COM 87403610 79 10000 SH SHR/OTHR 01 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 9086 1430943 SH SHARED 1430439 504 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 41 6468 SH SHARED 01 6468 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1796 282894 SH SHARED 02 282694 200 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 4762 750000 SH SHARED 05 750000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 188 29710 SH SHARED 06 29710 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 264 41632 SH SHARED 11 24997 16635 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1820 286742 SH SHR/OTHR 11 286742 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1530 241056 SH SHARED 13 241056 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2016 69529 SH SHARED 69529 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1223 42200 SH SHARED 01 42200 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1026 35383 SH SHARED 02 32027 3356 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 4350 150000 SH SHARED 04 150000 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 10804 372570 SH SHARED 11 249770 3300 119500 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 290 10020 SH SHR/OTHR 11 10020 D TALBOTS INC COM 87416110 1177 42058 SH SHARED 01 33283 8775 D TALBOTS INC COM 87416110 47 1698 SH SHR/OTHR 01 1698 D TALBOTS INC COM 87416110 103 3697 SH SHARED 02 3697 D TALBOTS INC COM 87416110 3962 141500 SH SHARED 11 141500 D TALISMAN ENERGY INC COM 87425E10 16 400 SH SHARED 02 400 D TALISMAN ENERGY INC COM 87425E10 76 1905 SH SHARED 06 1905 D TALK AMERICA HLDGS INC COM 87426R10 202 87100 SH SHARED 01 79500 7600 D TALK AMERICA HLDGS INC COM 87426R10 90 38900 SH SHARED 02 38900 D TALK AMERICA HLDGS INC COM 87426R10 4 2000 SH SHARED 11 2000 D TALX CORP COM 87491810 221 16846 SH SHARED 01 16846 D TALX CORP COM 87491810 90 6900 SH SHARED 02 6900 D TANGER FACTORY OUTLET CTRS I COM 87546510 89 3200 SH SHARED 01 3200 D TANGER FACTORY OUTLET CTRS I COM 87546510 86 3100 SH SHARED 02 3100 D TANOX INC COM 87588Q10 29 2777 SH SHARED 2777 D TANOX INC COM 87588Q10 50 4800 SH SHARED 01 4800 D TANOX INC COM 87588Q10 142 13600 SH SHARED 02 13600 D TANOX INC COM 87588Q10 11817 1125500 SH SHARED 04 1125500 D TARANTELLA INC COM 87609010 54 208871 SH SHARED 02 208871 D TARANTELLA INC COM 87609010 0 3000 SH SHARED 11 3000 D TARANTELLA INC COM 87609010 15 60000 SH SHR/OTHR 11 60000 D TARGET CORP COM 87612E10 89170 3020673 SH SHARED 3013770 6903 D TARGET CORP COM 87612E10 112293 3803974 SH SHARED 01 3793314 10660 D TARGET CORP COM 87612E10 5510 186668 SH SHR/OTHR 01 93092 93576 D TARGET CORP COM 87612E10 16118 546009 SH SHARED 02 530724 15285 D TARGET CORP COM 87612E10 6200 210030 SH SHARED 03 122930 87100 D TARGET CORP COM 87612E10 9092 308000 SH SHARED 04 308000 D TARGET CORP COM 87612E10 70833 2399497 SH SHARED 06 2399497 D TARGET CORP COM 87612E10 4463 151210 SH SHARED 07 151210 D TARGET CORP COM 87612E10 2369 80263 SH SHARED 08 80263 D TARGET CORP COM 87612E10 5837 197749 SH SHARED 09 197749 D TARGET CORP COM 87612E10 1101 37300 SH SHARED 10 37300 D TARGET CORP COM 87612E10 200790 6801845 SH SHARED 11 2318260 3594600 888985 D TARGET CORP COM 87612E10 23551 797814 SH SHR/OTHR 11 797814 D TARGETED GENETICS CORP COM 87612M10 0 200 SH SHARED 02 200 D TASER INTL INC COM 87651B10 15 3000 SH SHR/OTHR 01 3000 D TASER INTL INC COM 87651B10 16 3270 SH SHARED 02 3270 D TASTY BAKING CO COM 87655330 11 900 SH SHARED 01 900 D TASTY BAKING CO COM 87655330 58 4600 SH SHARED 02 4600 D TAUBMAN CTRS INC COM 87666410 1596 112200 SH SHARED 01 112200 D TAUBMAN CTRS INC COM 87666410 22 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 332 23335 SH SHARED 02 18465 4870 D TAUBMAN CTRS INC COM 87666410 717 50400 SH SHR/OTHR 11 50400 D TAUBMAN CTRS INC COM 87666410 36283 2549800 SH SHARED 12 2549800 D TECH DATA CORP SDCV 2.000%12/1 878237AC 311 377000 PRN SHARED 02 377000 D TECH DATA CORP COM 87823710 44 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 3157 119606 SH SHARED 119606 D TECH DATA CORP COM 87823710 8747 331341 SH SHARED 01 331341 D TECH DATA CORP COM 87823710 1129 42789 SH SHARED 02 42789 D TECH DATA CORP COM 87823710 6 250 SH SHARED 11 250 D TECH DATA CORP COM 87823710 182 6900 SH SHR/OTHR 11 6900 D TECH OPS SEVCON INC COM 87829310 115 26000 SH SHARED 02 26000 D TECHNE CORP COM 87837710 901 27497 SH SHARED 27497 D TECHNE CORP COM 87837710 1050 32030 SH SHARED 01 30980 1050 D TECHNE CORP COM 87837710 852 26006 SH SHARED 02 26006 D TECHNE CORP COM 87837710 26 810 SH SHARED 11 810 D TECHNICAL OLYMPIC USA INC COM 87848310 18 1200 SH SHARED 02 1200 D TECHNIP-COFLEIP SPONSORED ADR 87854620 0 1 SH SHARED 1 D TECHNITROL INC COM 87855510 11 800 SH SHARED 800 D TECHNITROL INC COM 87855510 58 3940 SH SHARED 3940 D TECHNITROL INC COM 87855510 221 14800 SH SHARED 01 14800 D TECHNITROL INC COM 87855510 347 23252 SH SHARED 02 23252 D TECHNITROL INC COM 87855510 9 621 SH SHARED 11 621 D TECHNOLOGY SOLUTIONS CO COM 87872T10 17 20000 SH SHARED 02 20000 D TECUMSEH PRODS CO CL B 87889510 975 25000 SH SHARED 25000 D TECUMSEH PRODS CO CL B 87889510 3 100 SH SHARED 02 100 D TECUMSEH PRODS CO CL A 87889520 184 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 560 13363 SH SHARED 13363 D TECUMSEH PRODS CO CL A 87889520 933 22241 SH SHARED 01 22241 D TECUMSEH PRODS CO CL A 87889520 528 12600 SH SHARED 02 12600 D TEJON RANCH CO DEL COM 87908010 2 100 SH SHARED 100 D TEJON RANCH CO DEL COM 87908010 121 5000 SH SHARED 01 5000 D TEJON RANCH CO DEL COM 87908010 97 4000 SH SHARED 02 4000 D TEJON RANCH CO DEL COM 87908010 97 4000 SH SHARED 11 4000 D TEKELEC NOTE 3.250%11/0 879101AC 2850 3247000 PRN SHARED 3247000 D TEKELEC NOTE 3.250%11/0 879101AC 28 32000 PRN SHARED 02 32000 D TEKELEC COM 87910110 51 6018 SH SHARED 6018 D TEKELEC COM 87910110 360 41750 SH SHARED 01 41750 D TEKELEC COM 87910110 459 53250 SH SHARED 02 46900 6350 D TEKTRONIX INC COM 87913110 2092 127375 SH SHARED 127375 D TEKTRONIX INC COM 87913110 7300 444354 SH SHARED 01 444354 D TEKTRONIX INC COM 87913110 857 52174 SH SHARED 02 52174 D TEKTRONIX INC COM 87913110 2958 180075 SH SHARED 11 178075 2000 D TEKTRONIX INC COM 87913110 856 52144 SH SHR/OTHR 11 52144 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 1319 18488 SH SHARED 18488 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 1819 25500 SH SHARED 02 25500 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 413 5800 SH SHARED 11 4100 1700 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 124 151856 SH SHARED 151856 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 104 5600 SH SHARED 5600 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 41 2209 SH SHARED 02 209 2000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 18 1000 SH SHARED 11 1000 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 3229 226020 SH SHARED 226020 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 14 1000 SH SHARED 11 1000 D TELECOMMUNICATION SYS INC CL A 87929J10 4 4115 SH SHARED 02 4115 D TELEDYNE TECHNOLOGIES INC COM 87936010 84 4629 SH SHARED 4629 D TELEDYNE TECHNOLOGIES INC COM 87936010 426 23480 SH SHARED 01 23480 D TELEDYNE TECHNOLOGIES INC COM 87936010 37 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 313 17252 SH SHARED 02 17252 D TELEDYNE TECHNOLOGIES INC COM 87936010 0 1 SH SHR/OTHR 11 1 D TELEFLEX INC COM 87936910 300 6591 SH SHARED 6591 D TELEFLEX INC COM 87936910 1226 26918 SH SHARED 01 26918 D TELEFLEX INC COM 87936910 938 20597 SH SHARED 02 13537 7060 D TELEFLEX INC COM 87936910 7 171 SH SHARED 11 171 D TELEFLEX INC COM 87936910 15 340 SH SHR/OTHR 11 340 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 6 2373 SH SHARED 2373 D TELEFONICA S A SPONSORED ADR 87938220 7083 317063 SH SHARED 317063 D TELEFONICA S A SPONSORED ADR 87938220 10 468 SH SHARED 02 100 368 D TELEFONICA S A SPONSORED ADR 87938220 255 11444 SH SHARED 07 11444 D TELEFONICA S A SPONSORED ADR 87938220 7248 324442 SH SHARED 11 31054 293388 D TELEFONICA S A SPONSORED ADR 87938220 11336 507457 SH SHR/OTHR 11 507457 D TELEFONICA DEL PERU S A SP ADR NEW B 87938420 0 626 SH SHARED 02 626 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 6105 5653000 PRN SHARED 5653000 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 11880 11000000 PRN SHARED 01 11000000 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 4790 4436000 PRN SHARED 02 4436000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 6598 234401 SH SHARED 232100 2301 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 36 1300 SH SHR/OTHR 01 1300 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 820 29141 SH SHARED 02 22791 6350 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1773 63000 SH SHARED 04 63000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 19901 706991 SH SHARED 06 706991 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 5151 183000 SH SHARED 10 183000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1835 65190 SH SHARED 11 4660 60530 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 93339 3315796 SH SHR/OTHR 11 3315796 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 6442 228852 SH SHARED 13 228852 D TELEPHONE & DATA SYS INC COM 87943310 1246 24709 SH SHARED 24709 D TELEPHONE & DATA SYS INC COM 87943310 2718 53889 SH SHARED 01 53889 D TELEPHONE & DATA SYS INC COM 87943310 1005 19936 SH SHARED 02 19936 D TELEPHONE & DATA SYS INC COM 87943310 302 6000 SH SHARED 11 6000 D TELEPHONE & DATA SYS INC COM 87943310 113 2240 SH SHR/OTHR 11 2240 D TELENOR ASA SPONSORED ADR 87944W10 1 100 SH SHARED 02 100 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P10 362 301965 SH SHARED 301965 D TELIK INC COM 87959M10 151 12245 SH SHARED 12245 D TELIK INC COM 87959M10 136 11000 SH SHARED 01 11000 D TELIK INC COM 87959M10 180 14600 SH SHARED 02 14600 D TELIK INC COM 87959M10 1686 136200 SH SHARED 04 136200 D TELIK INC COM 87959M10 0 38 SH SHARED 11 38 D TELLABS INC COM 87966410 2396 588742 SH SHARED 588742 D TELLABS INC COM 87966410 6651 1634370 SH SHARED 01 1634220 150 D TELLABS INC COM 87966410 1397 343367 SH SHARED 02 337567 5800 D TELLABS INC COM 87966410 18 4537 SH SHARED 06 4537 D TELLABS INC COM 87966410 14 3450 SH SHARED 07 3450 D TELLABS INC COM 87966410 308 75870 SH SHARED 11 61355 14515 D TELLABS INC COM 87966410 1153 283297 SH SHR/OTHR 11 283297 D TELLIUM INC COM 87967E10 121 320511 SH SHARED 320511 D TELLIUM INC COM 87967E10 17 46000 SH SHARED 02 44000 2000 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 90 7000 SH SHARED 7000 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 112 8700 SH SHARED 11 8700 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 195199 15061718 SH SHR/OTHR 11 15061718 D TELUS CORP NON-VTG SHS 87971M20 21 3180 SH SHARED 02 3180 D TEMPLE INLAND INC COM 87986810 24055 622715 SH SHARED 622715 D TEMPLE INLAND INC COM 87986810 10523 272421 SH SHARED 01 272421 D TEMPLE INLAND INC COM 87986810 250 6480 SH SHR/OTHR 01 6480 D TEMPLE INLAND INC COM 87986810 1316 34068 SH SHARED 02 34068 D TEMPLE INLAND INC COM 87986810 16 427 SH SHARED 06 427 D TEMPLE INLAND INC COM 87986810 17 450 SH SHARED 07 450 D TEMPLE INLAND INC COM 87986810 3130 81030 SH SHARED 09 81030 D TEMPLE INLAND INC COM 87986810 34924 904084 SH SHARED 11 349969 552540 1575 D TEMPLE INLAND INC COM 87986810 1172 30356 SH SHR/OTHR 11 30356 D TELETECH HOLDINGS INC COM 87993910 891 142600 SH SHARED 01 142600 D TELETECH HOLDINGS INC COM 87993910 137 21982 SH SHARED 02 21982 D TEMPLETON DRAGON FD INC COM 88018T10 1539 203117 SH SHARED 203117 D TEMPLETON CHINA WORLD FD INC COM 88018X10 284 32453 SH SHARED 32453 D TEMPLETON EMERG MKT APPRECN COM 88019010 0 322100 SH SHARED 322100 D TEMPLETON EMERG MKT APPRECN COM 88019010 0 10000 SH SHR/OTHR 01 10000 D TEMPLETON EMERG MKT APPRECN COM 88019010 0 800 SH SHARED 02 800 D TEMPLETON EMERGING MKTS FD I COM 88019110 26 3775 SH SHARED 3775 D TEMPLETON EMERGING MKTS FD I COM 88019110 85 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERGING MKTS FD I COM 88019110 15 2250 SH SHARED 02 1000 1250 D TEMPLETON EMERG MKTS INCOME COM 88019210 1052 100000 SH SHR/OTHR 01 100000 D TEMPLETON EMERG MKTS INCOME COM 88019210 19 1900 SH SHARED 02 300 1600 D TEMPLETON GLOBAL INCOME FD I COM 88019810 36 5000 SH SHR/OTHR 01 5000 D TEMPLETON GLOBAL INCOME FD I COM 88019810 33 4565 SH SHARED 11 4565 D TEMPLETON RUS AND EAST EUR F COM 88022F10 62 4000 SH SHARED 02 4000 D TEMPLETON VIETNAM S-E ASIA F COM 88022J10 0 828900 SH SHARED 828900 D TENET HEALTHCARE CORP COM 88033G10 82 1660 SH SHARED 1660 D TENET HEALTHCARE CORP COM 88033G10 101832 2057228 SH SHARED 1928393 128835 D TENET HEALTHCARE CORP COM 88033G10 128726 2600543 SH SHARED 01 2420262 180281 D TENET HEALTHCARE CORP COM 88033G10 1279 25840 SH SHR/OTHR 01 4199 21641 D TENET HEALTHCARE CORP COM 88033G10 14293 288753 SH SHARED 02 287155 1598 D TENET HEALTHCARE CORP COM 88033G10 1262 25500 SH SHARED 04 25500 D TENET HEALTHCARE CORP COM 88033G10 26471 534775 SH SHARED 06 534775 D TENET HEALTHCARE CORP COM 88033G10 311 6300 SH SHARED 07 6300 D TENET HEALTHCARE CORP COM 88033G10 2413 48750 SH SHARED 08 48750 D TENET HEALTHCARE CORP COM 88033G10 1272 25700 SH SHARED 10 25700 D TENET HEALTHCARE CORP COM 88033G10 221544 4475643 SH SHARED 11 1748218 2429500 297925 D TENET HEALTHCARE CORP COM 88033G10 18510 373959 SH SHR/OTHR 11 373959 D TENNANT CO COM 88034510 3 123 SH SHARED 123 D TENNANT CO COM 88034510 294 9100 SH SHARED 01 9100 D TENNANT CO COM 88034510 161 5000 SH SHARED 02 5000 D TENNECO AUTOMOTIVE INC COM 88034910 34 8098 SH SHARED 8098 D TENNECO AUTOMOTIVE INC COM 88034910 37 9000 SH SHARED 01 9000 D TENNECO AUTOMOTIVE INC COM 88034910 89 21200 SH SHARED 02 21200 D TERADYNE INC SDCV 3.750%10/1 880770AD 2197 2869000 PRN SHARED 2869000 D TERADYNE INC SDCV 3.750%10/1 880770AD 1677 2190000 PRN SHARED 01 2190000 D TERADYNE INC COM 88077010 4938 514403 SH SHARED 514253 150 D TERADYNE INC COM 88077010 6832 711723 SH SHARED 01 699949 11774 D TERADYNE INC COM 88077010 22 2358 SH SHR/OTHR 01 2358 D TERADYNE INC COM 88077010 1447 150823 SH SHARED 02 150823 D TERADYNE INC COM 88077010 20 2107 SH SHARED 06 2107 D TERADYNE INC COM 88077010 511 53300 SH SHARED 07 53300 D TERADYNE INC COM 88077010 1164 121348 SH SHARED 11 91860 29488 D TERADYNE INC COM 88077010 4249 442653 SH SHR/OTHR 11 442653 D TERAYON COMMUNICATION SYS NOTE 5.000% 8/0 880775AC 925 1500000 PRN SHARED 02 1500000 D TERAYON COMMUNICATION SYS COM 88077510 30 13010 SH SHARED 13010 D TERAYON COMMUNICATION SYS COM 88077510 151 65300 SH SHARED 01 64100 1200 D TERAYON COMMUNICATION SYS COM 88077510 187 80700 SH SHARED 02 71050 9650 D TEREX CORP NEW COM 88077910 11825 699726 SH SHARED 699726 D TEREX CORP NEW COM 88077910 271 16068 SH SHARED 01 16068 D TEREX CORP NEW COM 88077910 396 23454 SH SHARED 02 23454 D TEREX CORP NEW COM 88077910 22 1350 SH SHARED 11 1350 D TERRA INDS INC COM 88091510 40 21900 SH SHARED 02 21900 D TERRA NETWORKS S A SPONSORED ADR 88100W10 5 1290 SH SHARED 1290 D TERRA NETWORKS S A SPONSORED ADR 88100W10 1 502 SH SHARED 502 D TERRA NETWORKS S A SPONSORED ADR 88100W10 11 3010 SH SHARED 01 3010 D TERRA NETWORKS S A SPONSORED ADR 88100W10 1 389 SH SHARED 02 372 17 D TERREMARK WORLDWIDE INC COM 88144810 3 10000 SH SHARED 01 10000 D TERREMARK WORLDWIDE INC COM 88144810 0 500 SH SHARED 02 500 D TESORO PETE CORP COM 88160910 46 16643 SH SHARED 16643 D TESORO PETE CORP COM 88160910 80 28755 SH SHARED 01 28755 D TESORO PETE CORP COM 88160910 101 36400 SH SHARED 02 36400 D TESORO PETE CORP COM 88160910 2736 977300 SH SHARED 11 977300 D TETRA TECHNOLOGIES INC DEL COM 88162F10 5 273 SH SHARED 273 D TETRA TECHNOLOGIES INC DEL COM 88162F10 62 3100 SH SHARED 01 3100 D TETRA TECHNOLOGIES INC DEL COM 88162F10 151 7542 SH SHARED 02 7542 D TETRA TECH INC NEW COM 88162G10 38 4864 SH SHARED 4864 D TETRA TECH INC NEW COM 88162G10 580 72641 SH SHARED 01 72641 D TETRA TECH INC NEW COM 88162G10 230 28891 SH SHARED 02 28891 D TETRA TECH INC NEW COM 88162G10 3050 381850 SH SHARED 11 381850 D TETRA TECH INC NEW COM 88162G10 1286 161000 SH SHR/OTHR 11 161000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5570 83149 SH SHARED 83149 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 67 1000 SH SHR/OTHR 01 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 12549 187300 SH SHARED 04 187300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2 30 SH SHARED 05 30 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 29863 445730 SH SHARED 11 304530 130800 10400 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 8426 125770 SH SHR/OTHR 11 125770 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 21025 20120000 PRN SHARED 20120000 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 6792 6500000 PRN SHARED 01 6500000 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 187 179000 PRN SHARED 02 179000 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB 4152 4000000 PRN SHARED 4000000 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 27 8846 SH SHARED 01 8846 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 75 24700 SH SHARED 02 24700 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 918 300000 SH SHARED 04 300000 D TEXAS INDS INC COM 88249110 632 26030 SH SHARED 26030 D TEXAS INDS INC COM 88249110 318 13097 SH SHARED 01 13097 D TEXAS INDS INC COM 88249110 290 11954 SH SHARED 02 11954 D TEXAS INDS INC COM 88249110 13 576 SH SHARED 11 576 D TEXAS INSTRS INC COM 88250810 417 28285 SH SHARED 28285 D TEXAS INSTRS INC COM 88250810 81325 5506138 SH SHARED 5373252 132886 D TEXAS INSTRS INC COM 88250810 118382 8015067 SH SHARED 01 7534131 480936 D TEXAS INSTRS INC COM 88250810 2174 147216 SH SHR/OTHR 01 71085 76131 D TEXAS INSTRS INC COM 88250810 23887 1617277 SH SHARED 02 1557403 59874 D TEXAS INSTRS INC COM 88250810 2388 161700 SH SHARED 03 60800 100900 D TEXAS INSTRS INC COM 88250810 28742 1946000 SH SHARED 04 1946000 D TEXAS INSTRS INC COM 88250810 52993 3587904 SH SHARED 06 3587904 D TEXAS INSTRS INC COM 88250810 3473 235170 SH SHARED 07 235170 D TEXAS INSTRS INC COM 88250810 3663 248059 SH SHARED 08 248059 D TEXAS INSTRS INC COM 88250810 967 65500 SH SHARED 10 65500 D TEXAS INSTRS INC COM 88250810 121715 8240730 SH SHARED 11 3447278 4365200 428252 D TEXAS INSTRS INC COM 88250810 25344 1715951 SH SHR/OTHR 11 1715951 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 218 5654 SH SHR/OTHR 11 5654 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 46 1380 SH SHARED 1380 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2789 83290 SH SHARED 01 83290 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 50 1500 SH SHR/OTHR 01 1500 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 536 16006 SH SHARED 02 16006 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 11630 347277 SH SHARED 11 317577 800 28900 D TEXTRON INC COM 88320310 13606 399032 SH SHARED 399032 D TEXTRON INC COM 88320310 19047 558583 SH SHARED 01 556233 2350 D TEXTRON INC COM 88320310 231 6800 SH SHR/OTHR 01 6800 D TEXTRON INC COM 88320310 2935 86078 SH SHARED 02 85798 280 D TEXTRON INC COM 88320310 511 15000 SH SHARED 04 15000 D TEXTRON INC COM 88320310 2148 63000 SH SHARED 05 63000 D TEXTRON INC COM 88320310 153 4510 SH SHARED 06 4510 D TEXTRON INC COM 88320310 56 1660 SH SHARED 07 1660 D TEXTRON INC COM 88320310 35320 1035789 SH SHARED 11 969477 66312 D TEXTRON INC COM 88320310 3013 88376 SH SHR/OTHR 11 88376 D TEXTRON INC PFD CONV $2.08 88320320 4 35 SH SHARED 02 35 D THACKERAY CORP COM 88321710 8 5000 SH SHARED 01 5000 D THERAGENICS CORP COM 88337510 22 5176 SH SHARED 5176 D THERAGENICS CORP COM 88337510 40 9200 SH SHARED 01 9200 D THERAGENICS CORP COM 88337510 83 19053 SH SHARED 02 17053 2000 D THERAGENICS CORP COM 88337510 29 6600 SH SHARED 11 6600 D THERASENSE INC COM 88338110 346 24800 SH SHARED 01 24800 D THERASENSE INC COM 88338110 174 12500 SH SHARED 02 12500 D THERASENSE INC COM 88338110 1273 91200 SH SHARED 04 91200 D THERASENSE INC COM 88338110 13799 988500 SH SHARED 11 686632 9368 292500 D THERMA-WAVE INC COM 88343A10 0 1018 SH SHARED 1018 D THERMA-WAVE INC COM 88343A10 26 33300 SH SHARED 01 33300 D THERMA-WAVE INC COM 88343A10 11 14237 SH SHARED 02 14237 D THERMA-WAVE INC COM 88343A10 677 858030 SH SHARED 11 497713 15017 345300 D THERMO ELECTRON CORP COM 88355610 3538 219357 SH SHARED 219357 D THERMO ELECTRON CORP COM 88355610 11201 694441 SH SHARED 01 694191 250 D THERMO ELECTRON CORP COM 88355610 138 8569 SH SHR/OTHR 01 8569 D THERMO ELECTRON CORP COM 88355610 1826 113243 SH SHARED 02 104173 9070 D THERMO ELECTRON CORP COM 88355610 27 1682 SH SHARED 06 1682 D THERMO ELECTRON CORP COM 88355610 25 1600 SH SHARED 07 1600 D THERMO ELECTRON CORP COM 88355610 88 5500 SH SHARED 11 600 4900 D THERMO ELECTRON CORP COM 88355610 1431 88758 SH SHR/OTHR 11 88758 D THESTREET COM COM 88368Q10 0 200 SH SHARED 01 200 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 0 312 SH SHARED 11 312 D THOMAS & BETTS CORP COM 88431510 1085 77024 SH SHARED 77024 D THOMAS & BETTS CORP COM 88431510 4219 299443 SH SHARED 01 299343 100 D THOMAS & BETTS CORP COM 88431510 751 53366 SH SHARED 02 53366 D THOMAS & BETTS CORP COM 88431510 54 3837 SH SHARED 11 175 3662 D THOMAS & BETTS CORP COM 88431510 553 39284 SH SHR/OTHR 11 39284 D THOMAS INDS INC COM 88442510 50 2042 SH SHARED 2042 D THOMAS INDS INC COM 88442510 110 4450 SH SHARED 01 4450 D THOMAS INDS INC COM 88442510 208 8393 SH SHARED 02 8393 D THOMAS INDS INC COM 88442510 10 428 SH SHARED 11 428 D THOMSON CORP COM 88490310 78 3140 SH SHARED 02 2640 500 D THOMSON CORP COM 88490310 24 976 SH SHARED 06 976 D THOR INDS INC COM 88516010 2924 84126 SH SHARED 01 84126 D THOR INDS INC COM 88516010 331 9529 SH SHARED 02 9529 D THOR INDS INC COM 88516010 55 1600 SH SHARED 11 1600 D THORATEC CORP COM NEW 88517530 17 2273 SH SHARED 2273 D THORATEC CORP COM NEW 88517530 148 18898 SH SHARED 01 18898 D THORATEC CORP COM NEW 88517530 220 28157 SH SHARED 02 28157 D THORATEC CORP COM NEW 88517530 55 7044 SH SHARED 11 7044 D THORNBURG MTG INC COM 88521810 282 15054 SH SHARED 15054 D THORNBURG MTG INC COM 88521810 1946 103600 SH SHARED 01 101600 2000 D THORNBURG MTG INC COM 88521810 469 25000 SH SHARED 02 25000 D 3DO CO COM NEW 88553W20 4 3419 SH SHARED 3419 D 3DO CO COM NEW 88553W20 0 12 SH SHARED 02 12 D 3COM CORP COM 88553510 22 5600 SH SHARED 5600 D 3COM CORP COM 88553510 262 66625 SH SHARED 66425 200 D 3COM CORP COM 88553510 1395 354237 SH SHARED 01 334962 19275 D 3COM CORP COM 88553510 20 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 423 107363 SH SHARED 02 100196 7167 D 3COM CORP COM 88553510 317 80700 SH SHARED 11 80300 400 D 3COM CORP COM 88553510 16 4300 SH SHR/OTHR 11 4300 D 3-D SYS CORP DEL COM NEW 88554D20 21 3200 SH SHARED 01 3200 D 3-D SYS CORP DEL COM NEW 88554D20 29 4500 SH SHARED 02 4500 D THREE FIVE SYS INC COM 88554L10 0 1 SH SHARED 1 D THREE FIVE SYS INC COM 88554L10 55 12039 SH SHARED 01 12039 D THREE FIVE SYS INC COM 88554L10 62 13469 SH SHARED 02 12275 1194 D THREE FIVE SYS INC COM 88554L10 33 7200 SH SHARED 11 7200 D 3-DIMENSIONAL PHARMACEUTICAL COM 88554W10 0 100 SH SHARED 02 100 D THREE RIVS BANCORP INC COM 88562Q10 52 3300 SH SHARED 01 3300 D THREE RIVS BANCORP INC COM 88562Q10 9 612 SH SHARED 02 612 D THREE RIVS BANCORP INC COM 88562Q10 176 11000 SH SHARED 11 11000 D 3TEC ENERGY CORP COM NEW 88575R30 9 637 SH SHARED 637 D 3TEC ENERGY CORP COM NEW 88575R30 168 11800 SH SHARED 01 11800 D 3TEC ENERGY CORP COM NEW 88575R30 127 8900 SH SHARED 02 8900 D 3M CO COM 88579Y10 1763 16035 SH SHARED 16035 D 3M CO COM 88579Y10 229185 2084073 SH SHARED 2054374 29699 D 3M CO COM 88579Y10 211110 1919706 SH SHARED 01 1899281 20425 D 3M CO COM 88579Y10 10088 91735 SH SHR/OTHR 01 53612 38123 D 3M CO COM 88579Y10 29685 269942 SH SHARED 02 266615 3327 D 3M CO COM 88579Y10 6570 59750 SH SHARED 03 39600 20150 D 3M CO COM 88579Y10 11106 101000 SH SHARED 04 101000 D 3M CO COM 88579Y10 98445 895205 SH SHARED 06 895205 D 3M CO COM 88579Y10 3937 35805 SH SHARED 07 35805 D 3M CO COM 88579Y10 8892 80860 SH SHARED 08 80860 D 3M CO COM 88579Y10 3112 28300 SH SHARED 10 28300 D 3M CO COM 88579Y10 169639 1542602 SH SHARED 11 153352 1158100 231150 D 3M CO COM 88579Y10 46112 419323 SH SHR/OTHR 11 419323 D TIBCO SOFTWARE INC COM 88632Q10 1 500 SH SHARED 500 D TIBCO SOFTWARE INC COM 88632Q10 226 60479 SH SHARED 60479 D TIBCO SOFTWARE INC COM 88632Q10 823 219700 SH SHARED 01 219700 D TIBCO SOFTWARE INC COM 88632Q10 365 97513 SH SHARED 02 80763 16750 D TIBCO SOFTWARE INC COM 88632Q10 15025 4006700 SH SHARED 11 3994800 11900 D TIBCO SOFTWARE INC COM 88632Q10 42 11300 SH SHR/OTHR 11 11300 D TICKETMASTER CL B 88633P20 296 19452 SH SHARED 19452 D TICKETMASTER CL B 88633P20 1303 85455 SH SHARED 01 85455 D TICKETMASTER CL B 88633P20 30 2015 SH SHARED 02 2015 D TICKETMASTER CL B 88633P20 2142 140500 SH SHARED 04 140500 D TICKETMASTER CL B 88633P20 9 650 SH SHARED 11 650 D TICKETMASTER CL B 88633P20 24 1600 SH SHR/OTHR 11 1600 D TIDEWATER INC COM 88642310 247 9180 SH SHARED 9180 D TIDEWATER INC COM 88642310 1114 41305 SH SHARED 01 41305 D TIDEWATER INC COM 88642310 59 2200 SH SHR/OTHR 01 2200 D TIDEWATER INC COM 88642310 690 25573 SH SHARED 02 24153 1420 D TIDEWATER INC COM 88642310 55 2060 SH SHARED 07 2060 D TIER TECHNOLOGIES INC CL B 88650Q10 131 6955 SH SHARED 6955 D TIER TECHNOLOGIES INC CL B 88650Q10 194 10254 SH SHARED 01 10254 D TIER TECHNOLOGIES INC CL B 88650Q10 179 9500 SH SHARED 02 9500 D TIFFANY & CO NEW COM 88654710 4145 193453 SH SHARED 193453 D TIFFANY & CO NEW COM 88654710 11614 541980 SH SHARED 01 534880 7100 D TIFFANY & CO NEW COM 88654710 34 1612 SH SHR/OTHR 01 1612 D TIFFANY & CO NEW COM 88654710 1920 89611 SH SHARED 02 89611 D TIFFANY & CO NEW COM 88654710 642 30000 SH SHARED 04 30000 D TIFFANY & CO NEW COM 88654710 41 1923 SH SHARED 06 1923 D TIFFANY & CO NEW COM 88654710 27 1300 SH SHARED 07 1300 D TIFFANY & CO NEW COM 88654710 15190 708824 SH SHARED 11 255586 453238 D TIFFANY & CO NEW COM 88654710 21203 989409 SH SHR/OTHR 11 989409 D TIMBERLAND CO CL A 88710010 44 1400 SH SHARED 1400 D TIMBERLAND CO CL A 88710010 79 2502 SH SHARED 702 1800 D TIMBERLAND CO CL A 88710010 345 10900 SH SHARED 01 10900 D TIMBERLAND CO CL A 88710010 327 10329 SH SHARED 02 9109 1220 D TIMBERLAND CO CL A 88710010 4707 148600 SH SHARED 11 148600 D TIMBERLAND CO CL A 88710010 3142 99200 SH SHR/OTHR 11 99200 D TIME WARNER TELECOM INC CL A 88731910 5 7156 SH SHARED 7156 D TIME WARNER TELECOM INC CL A 88731910 62 77500 SH SHARED 01 77500 D TIME WARNER TELECOM INC CL A 88731910 19 24100 SH SHARED 02 24100 D TIME WARNER TELECOM INC CL A 88731910 1228 1517000 SH SHARED 11 1050400 466600 D TIMKEN CO COM 88738910 177 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 520 31089 SH SHARED 31089 D TIMKEN CO COM 88738910 628 37550 SH SHARED 01 37550 D TIMKEN CO COM 88738910 63 3814 SH SHARED 02 3814 D TITAN CORP COM 88826610 285 29730 SH SHARED 29730 D TITAN CORP COM 88826610 2281 237638 SH SHARED 01 237638 D TITAN CORP COM 88826610 207 21612 SH SHARED 02 21312 300 D TITAN CORP COM 88826610 431 44900 SH SHARED 06 44900 D TITAN CORP COM 88826610 14876 1549601 SH SHARED 11 1549400 201 D TITAN CORP COM 88826610 5645 588100 SH SHR/OTHR 11 588100 D TITAN CORP COM 88826610 55 5800 SH SHARED 13 5800 D TITAN INTL INC ILL COM 88830M10 0 242 SH SHARED 02 242 D TITAN PHARMACEUTICALS INC DE COM 88831410 212 137144 SH SHARED 137144 D TITAN PHARMACEUTICALS INC DE COM 88831410 74 47900 SH SHARED 02 47900 D TITAN PHARMACEUTICALS INC DE COM 88831410 310 200000 SH SHARED 04 200000 D TIVO INC COM 88870610 87 24343 SH SHARED 24193 150 D TIVO INC COM 88870610 101 28100 SH SHARED 01 28100 D TIVO INC COM 88870610 37 10400 SH SHARED 02 10400 D TODHUNTER INTL INC DEL COM 88905010 43 4250 SH SHARED 02 2000 2250 D TOLL BROTHERS INC COM 88947810 91 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 2172 99948 SH SHARED 99948 D TOLL BROTHERS INC COM 88947810 739 34000 SH SHARED 01 34000 D TOLL BROTHERS INC COM 88947810 82 3776 SH SHARED 02 3776 D TOLLGRADE COMMUNICATIONS INC COM 88954210 6 895 SH SHARED 895 D TOLLGRADE COMMUNICATIONS INC COM 88954210 96 12400 SH SHARED 01 12400 D TOLLGRADE COMMUNICATIONS INC COM 88954210 58 7465 SH SHARED 02 7315 150 D TOLLGRADE COMMUNICATIONS INC COM 88954210 18 2340 SH SHARED 11 2340 D TOMKINS PLC SPONSORED ADR 89003020 2072 146900 SH SHARED 02 146900 D TOMPKINSTRUSTCO INC COM 89011010 76 1786 SH SHARED 01 1786 D TOMPKINSTRUSTCO INC COM 89011010 180 4200 SH SHARED 02 4200 D TOO INC COM 89033310 778 33454 SH SHARED 01 33454 D TOO INC COM 89033310 459 19718 SH SHARED 02 19718 D TOO INC COM 89033310 27476 1180274 SH SHARED 11 776171 13145 390958 D TOOTSIE ROLL INDS INC COM 89051610 315 10599 SH SHARED 10599 D TOOTSIE ROLL INDS INC COM 89051610 877 29518 SH SHARED 01 29518 D TOOTSIE ROLL INDS INC COM 89051610 522 17579 SH SHARED 02 12900 4679 D TOPPS INC COM 89078610 52 6100 SH SHARED 6100 D TOPPS INC COM 89078610 247 28746 SH SHARED 01 28746 D TOPPS INC COM 89078610 180 20900 SH SHARED 02 20900 D TOPPS INC COM 89078610 578 67080 SH SHARED 11 67080 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 38 10000 SH SHARED 10000 D TORCHMARK CORP COM 89102710 6038 176261 SH SHARED 176261 D TORCHMARK CORP COM 89102710 15250 445127 SH SHARED 01 445127 D TORCHMARK CORP COM 89102710 2291 66891 SH SHARED 02 66391 500 D TORCHMARK CORP COM 89102710 32 951 SH SHARED 06 951 D TORCHMARK CORP COM 89102710 1885 55028 SH SHARED 11 37030 17998 D TORCHMARK CORP COM 89102710 3841 112136 SH SHR/OTHR 11 112136 D TOREADOR RES CORP COM 89105010 0 4 SH SHARED 11 4 D TORO CO COM 89109210 90 1600 SH SHARED 1600 D TORO CO COM 89109210 627 11150 SH SHARED 01 11150 D TORO CO COM 89109210 405 7211 SH SHARED 02 7211 D TORO CO COM 89109210 45 810 SH SHARED 11 810 D TORONTO DOMINION BK ONT COM NEW 89116050 881 50056 SH SHARED 50056 D TORONTO DOMINION BK ONT COM NEW 89116050 35 2000 SH SHARED 01 2000 D TORONTO DOMINION BK ONT COM NEW 89116050 63 3600 SH SHARED 02 3600 D TORONTO DOMINION BK ONT COM NEW 89116050 260 14800 SH SHARED 06 14800 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 67 8332 SH SHARED 8332 D TOTAL RENAL CARE HLDGS INC NOTE 7.000% 5/1 89151AAC 5850 6000000 PRN SHARED 01 6000000 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 18392 279315 SH SHARED 279315 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 474 7200 SH SHARED 01 500 6700 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 19 300 SH SHR/OTHR 01 300 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 907 13783 SH SHARED 02 13783 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 3694 56100 SH SHARED 05 56100 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 7458 113264 SH SHARED 11 17989 25190 70085 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 54 821 SH SHR/OTHR 11 821 D TOUCH AMERICA HLDGS INC COM 89153910 0 5 SH SHARED 5 D TOUCH AMERICA HLDGS INC COM 89153910 53 86682 SH SHARED 01 86682 D TOUCH AMERICA HLDGS INC COM 89153910 36 58700 SH SHARED 02 58700 D TOUCH AMERICA HLDGS INC COM 89153910 3 5800 SH SHARED 11 1200 4600 D TOUCH AMERICA HLDGS INC COM 89153910 6 10800 SH SHR/OTHR 11 10800 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 115 130000 PRN SHARED 02 25000 105000 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 22 25000 PRN SHARED 11 25000 D TOWER AUTOMOTIVE INC COM 89170710 280 41883 SH SHARED 41883 D TOWER AUTOMOTIVE INC COM 89170710 2397 357775 SH SHARED 01 357775 D TOWER AUTOMOTIVE INC COM 89170710 233 34800 SH SHARED 02 34800 D TOTAL SYS SVCS INC COM 89190610 25 1905 SH SHARED 1905 D TOTAL SYS SVCS INC COM 89190610 188 14300 SH SHARED 01 14300 D TOTAL SYS SVCS INC COM 89190610 38 2900 SH SHARED 02 2900 D TOWN & CTRY TR SH BEN INT 89208110 2 100 SH SHARED 100 D TOWN & CTRY TR SH BEN INT 89208110 115 5500 SH SHARED 01 5500 D TOWN & CTRY TR SH BEN INT 89208110 315 15000 SH SHR/OTHR 01 15000 D TOWN & CTRY TR SH BEN INT 89208110 185 8800 SH SHARED 02 8100 700 D TOWN & CTRY TR SH BEN INT 89208110 21 1000 SH SHARED 11 1000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1394 27281 SH SHARED 17781 9500 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1 20 SH SHARED 01 20 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 10 200 SH SHARED 02 200 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 618 12110 SH SHARED 11 8160 3950 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 0 12 SH SHR/OTHR 11 12 D TOYS R US INC COM 89233510 4067 399521 SH SHARED 398921 600 D TOYS R US INC COM 89233510 8258 811254 SH SHARED 01 811054 200 D TOYS R US INC COM 89233510 25 2531 SH SHR/OTHR 01 2531 D TOYS R US INC COM 89233510 2574 252925 SH SHARED 02 252725 200 D TOYS R US INC COM 89233510 865 85000 SH SHARED 04 85000 D TOYS R US INC COM 89233510 31 3070 SH SHARED 06 3070 D TOYS R US INC COM 89233510 18 1850 SH SHARED 07 1850 D TOYS R US INC COM 89233510 736 72383 SH SHARED 11 71300 1083 D TOYS R US INC COM 89233510 19627 1928080 SH SHR/OTHR 11 1928080 D TPG N V SPONSORED ADR 89233910 177 10529 SH SHARED 10529 D TPG N V SPONSORED ADR 89233910 3 200 SH SHARED 02 200 D TRACTOR SUPPLY CO COM 89235610 225 7096 SH SHARED 7096 D TRACTOR SUPPLY CO COM 89235610 2986 93960 SH SHARED 01 93960 D TRACTOR SUPPLY CO COM 89235610 244 7703 SH SHARED 02 7703 D TRACTOR SUPPLY CO COM 89235610 9 296 SH SHARED 11 296 D TRADESTATION GROUP INC COM 89267P10 0 100 SH SHARED 02 100 D TRAMMELL CROW CO COM 89288R10 74 7600 SH SHARED 01 7600 D TRAMMELL CROW CO COM 89288R10 163 16600 SH SHARED 02 16600 D TRANS WORLD ENTMT CORP COM 89336Q10 17 5427 SH SHARED 5427 D TRANS WORLD ENTMT CORP COM 89336Q10 173 55209 SH SHARED 01 55209 D TRANS WORLD ENTMT CORP COM 89336Q10 29 9500 SH SHARED 02 9500 D TRANSACTION SYS ARCHITECTS CL A 89341610 83 13426 SH SHARED 13426 D TRANSACTION SYS ARCHITECTS CL A 89341610 443 71508 SH SHARED 01 71508 D TRANSACTION SYS ARCHITECTS CL A 89341610 190 30688 SH SHARED 02 27509 3179 D TRANSALTA CORP COM 89346D10 4 400 SH SHARED 02 400 D TRANSALTA CORP COM 89346D10 114 9673 SH SHARED 06 9673 D TRANSATLANTIC HLDGS INC COM 89352110 6 91 SH SHARED 91 D TRANSATLANTIC HLDGS INC COM 89352110 656 9884 SH SHARED 01 9884 D TRANSATLANTIC HLDGS INC COM 89352110 92 1385 SH SHARED 02 1335 50 D TRANSATLANTIC HLDGS INC COM 89352110 14591 219581 SH SHARED 11 20922 198659 D TRANSATLANTIC HLDGS INC COM 89352110 5205 78332 SH SHR/OTHR 11 78332 D TRANSCANADA PIPELINES LTD COM 89352610 4 333 SH SHR/OTHR 01 333 D TRANSCANADA PIPELINES LTD COM 89352610 3 245 SH SHARED 02 245 D TRANSCANADA PIPELINES LTD COM 89352610 21 1500 SH SHARED 06 1500 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 85 5200 SH SHARED 5200 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 24 1500 SH SHARED 02 1500 D TRANSKARYOTIC THERAPIES INC COM 89373510 126 3912 SH SHARED 3912 D TRANSKARYOTIC THERAPIES INC COM 89373510 814 25145 SH SHARED 01 25145 D TRANSKARYOTIC THERAPIES INC COM 89373510 544 16800 SH SHARED 02 16800 D TRANSKARYOTIC THERAPIES INC COM 89373510 74628 2302650 SH SHARED 04 2302650 D TRANSKARYOTIC THERAPIES INC COM 89373510 162 5000 SH SHARED 07 5000 D TRANSKARYOTIC THERAPIES INC COM 89373510 4958 153000 SH SHARED 11 132700 20300 D TRANSKARYOTIC THERAPIES INC COM 89373510 1432 44200 SH SHR/OTHR 11 44200 D TRANSMETA CORP DEL COM 89376R10 2372 2446196 SH SHARED 2446196 D TRANSMETA CORP DEL COM 89376R10 30 31818 SH SHARED 1818 30000 D TRANSMETA CORP DEL COM 89376R10 6 6900 SH SHARED 01 6900 D TRANSMETA CORP DEL COM 89376R10 133 138047 SH SHARED 02 130322 7725 D TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA 21625 35569000 PRN SHARED 35569000 D TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA 195 321000 PRN SHARED 02 321000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 62445 69000000 PRN SHARED 69000000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 2715 3000000 PRN SHARED 01 3000000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 45 50000 PRN SHARED 02 50000 D TRANSPORT CORP OF AMER INC COM 89385P10 33 6000 SH SHARED 01 6000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 540 482600 SH SHARED 482600 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 11 10000 SH SHARED 02 10000 D TRANSMONTAIGNE INC COM 89393410 42 8500 SH SHARED 01 8500 D TRANSMONTAIGNE INC COM 89393410 40 8200 SH SHARED 02 8200 D TRANSWITCH CORP NOTE 4.500% 9/1 894065AB 265 452000 PRN SHARED 452000 D TRANSWITCH CORP NOTE 4.500% 9/1 894065AB 1467 2500000 PRN SHARED 01 2500000 D TRANSWITCH CORP COM 89406510 108 265061 SH SHARED 265061 D TRANSWITCH CORP COM 89406510 2 5418 SH SHARED 02 5418 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 15 1171 SH SHARED 1171 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 3763 285136 SH SHARED 268370 16766 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 4334 328362 SH SHARED 01 313239 15123 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 255 19387 SH SHR/OTHR 01 8912 10475 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 1867 141494 SH SHARED 02 90566 50928 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 1321 100094 SH SHARED 03 67381 32713 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 51 3888 SH SHARED 04 3888 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 0 37 SH SHARED 05 37 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 584 44276 SH SHARED 06 44276 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 120 9104 SH SHARED 07 9104 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 20059 1519667 SH SHARED 11 572947 722797 223923 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 1411 106964 SH SHR/OTHR 11 106964 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 32 2405 SH SHARED 2405 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 31367 2318391 SH SHARED 2309509 8882 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 51489 3805607 SH SHARED 01 3774439 31168 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 504 37268 SH SHR/OTHR 01 15684 21584 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 8284 612287 SH SHARED 02 605802 6485 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 1968 145505 SH SHARED 03 104741 40764 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 108 7988 SH SHARED 04 7988 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 6 488 SH SHARED 05 488 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 1389 102732 SH SHARED 06 102732 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 330 24432 SH SHARED 07 24432 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 6371 470904 SH SHARED 11 253128 167028 50748 D TRAVELERS PPTY CAS CORP NEW CL B 89420G40 8547 631769 SH SHR/OTHR 11 631769 D TREDEGAR CORP COM 89465010 51 3082 SH SHARED 3082 D TREDEGAR CORP COM 89465010 347 20741 SH SHARED 01 20741 D TREDEGAR CORP COM 89465010 253 15140 SH SHARED 02 15140 D TREDEGAR CORP COM 89465010 50 3040 SH SHARED 11 3040 D TREMONT CORP COM PAR $1.00 89474520 3 100 SH SHARED 01 100 D TREMONT CORP COM PAR $1.00 89474520 23 730 SH SHARED 02 730 D TREND MICRO INC SPONS ADR NEW 89486M20 2 100 SH SHARED 02 100 D TREX INC COM 89531P10 1029 37650 SH SHARED 37650 D TREX INC COM 89531P10 138 5082 SH SHARED 5082 D TREX INC COM 89531P10 339 12400 SH SHARED 01 12400 D TREX INC COM 89531P10 101 3700 SH SHARED 02 3700 D TRI CONTL CORP COM 89543610 2 200 SH SHARED 200 D TRI CONTL CORP COM 89543610 238 18137 SH SHARED 01 18137 D TRI CONTL CORP COM 89543610 209 15896 SH SHR/OTHR 01 15896 D TRI CONTL CORP COM 89543610 9 707 SH SHARED 02 12 695 D TRIAD HOSPITALS INC COM 89579K10 512 13503 SH SHARED 13503 D TRIAD HOSPITALS INC COM 89579K10 2024 53336 SH SHARED 01 53336 D TRIAD HOSPITALS INC COM 89579K10 809 21330 SH SHARED 02 21330 D TRIAD HOSPITALS INC COM 89579K10 19519 514347 SH SHARED 11 489205 24900 242 D TRIAD HOSPITALS INC COM 89579K10 7581 199786 SH SHR/OTHR 11 199786 D TRIANGLE PHARMACEUTICALS INC COM 89589H10 93 34700 SH SHARED 01 34700 D TRIANGLE PHARMACEUTICALS INC COM 89589H10 47 17600 SH SHARED 02 17600 D TRIDENT MICROSYSTEMS INC COM 89591910 1999 628700 SH SHARED 628700 D TRIDENT MICROSYSTEMS INC COM 89591910 31 10000 SH SHARED 02 10000 D TRIAD GTY INC COM 89592510 78 2244 SH SHARED 2244 D TRIAD GTY INC COM 89592510 825 23700 SH SHARED 01 23700 D TRIAD GTY INC COM 89592510 195 5615 SH SHARED 02 4515 1100 D TRIAD GTY INC COM 89592510 10952 314540 SH SHARED 11 207740 3400 103400 D TRIARC COS INC SDCV 2/0 895927AB 17575 47500000 PRN SHARED 47500000 D TRIARC COS INC CL A 89592710 70 3117 SH SHARED 3117 D TRIARC COS INC CL A 89592710 364 16080 SH SHARED 01 16080 D TRIARC COS INC CL A 89592710 191 8460 SH SHARED 02 8460 D TRIBUNE CO NEW COM 89604710 30105 720044 SH SHARED 720044 D TRIBUNE CO NEW COM 89604710 100819 2411376 SH SHARED 01 1125889 1285487 D TRIBUNE CO NEW COM 89604710 125 3000 SH SHR/OTHR 01 3000 D TRIBUNE CO NEW COM 89604710 7108 170028 SH SHARED 02 164873 5155 D TRIBUNE CO NEW COM 89604710 2090 50000 SH SHARED 04 50000 D TRIBUNE CO NEW COM 89604710 175 4192 SH SHARED 06 4192 D TRIBUNE CO NEW COM 89604710 77 1850 SH SHARED 07 1850 D TRIBUNE CO NEW COM 89604710 10463 250266 SH SHARED 11 36716 213550 D TRIBUNE CO NEW COM 89604710 12697 303698 SH SHR/OTHR 11 303698 D TRICO BANCSHARES COM 89609510 5 200 SH SHARED 01 200 D TRICO BANCSHARES COM 89609510 73 2902 SH SHARED 02 2902 D TRICO MARINE SERVICES INC COM 89610610 64 25319 SH SHARED 25319 D TRICO MARINE SERVICES INC COM 89610610 62 24769 SH SHARED 01 24769 D TRICO MARINE SERVICES INC COM 89610610 31 12300 SH SHARED 02 12300 D TRIKON TECHNOLOGIES INC COM NEW 89618740 112 19800 SH SHARED 01 19800 D TRIKON TECHNOLOGIES INC COM NEW 89618740 8 1500 SH SHR/OTHR 01 1500 D TRIKON TECHNOLOGIES INC COM NEW 89618740 32 5736 SH SHARED 02 5736 D TRIMBLE NAVIGATION LTD COM 89623910 14 1432 SH SHARED 1432 D TRIMBLE NAVIGATION LTD COM 89623910 503 50829 SH SHARED 01 50829 D TRIMBLE NAVIGATION LTD COM 89623910 145 14739 SH SHARED 02 14739 D TRIMERIS INC COM 89626310 4844 108500 SH SHARED 108500 D TRIMERIS INC COM 89626310 612 13717 SH SHARED 01 13717 D TRIMERIS INC COM 89626310 602 13490 SH SHARED 02 11265 2225 D TRIMERIS INC COM 89626310 3125 70000 SH SHARED 04 70000 D TRIMERIS INC COM 89626310 501 11240 SH SHR/OTHR 11 11240 D TRINITY INDS INC COM 89652210 36 2200 SH SHARED 2200 D TRINITY INDS INC COM 89652210 122 7461 SH SHARED 7461 D TRINITY INDS INC COM 89652210 479 29112 SH SHARED 01 29112 D TRINITY INDS INC COM 89652210 524 31835 SH SHARED 02 31835 D TRINITY INDS INC COM 89652210 82 5040 SH SHARED 11 1200 3840 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 13 13000 SH SHARED 13000 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 18 17799 SH SHARED 02 17799 D TRIPATH TECHNOLOGY INC COM 89672P10 11 74200 SH SHARED 02 74200 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 1486 2000000 PRN SHARED 2000000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 183 51921 SH SHARED 51921 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 369 104699 SH SHARED 01 104699 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 382 108308 SH SHARED 02 108308 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 11 3340 SH SHARED 11 3340 D TRITON PCS HLDGS INC CL A 89677M10 0 340 SH SHARED 340 D TRITON PCS HLDGS INC CL A 89677M10 25 12000 SH SHARED 01 12000 D TRITON PCS HLDGS INC CL A 89677M10 22 11000 SH SHARED 02 11000 D TRITON PCS HLDGS INC CL A 89677M10 4322 2068300 SH SHARED 11 1539700 528600 D TRIUMPH GROUP INC NEW COM 89681810 249 8914 SH SHARED 8914 D TRIUMPH GROUP INC NEW COM 89681810 652 23300 SH SHARED 01 23300 D TRIUMPH GROUP INC NEW COM 89681810 34 1222 SH SHR/OTHR 01 1222 D TRIUMPH GROUP INC NEW COM 89681810 624 22320 SH SHARED 02 16670 5650 D TRIUMPH GROUP INC NEW COM 89681810 8 300 SH SHARED 11 300 D TRIZEC PROPERTIES INC COM 89687P10 567 50000 SH SHARED 50000 D TRIZEC PROPERTIES INC COM 89687P10 300 26500 SH SHARED 01 26500 D TRIZEC PROPERTIES INC COM 89687P10 62 5550 SH SHARED 02 5550 D TRIZEC PROPERTIES INC COM 89687P10 79 7000 SH SHARED 11 7000 D TRIZETTO GROUP INC COM 89688210 101 20337 SH SHARED 20337 D TRIZETTO GROUP INC COM 89688210 28 5800 SH SHARED 01 5800 D TRIZETTO GROUP INC COM 89688210 84 17000 SH SHARED 02 17000 D TRIPOS INC COM 89692810 77 9868 SH SHARED 01 9868 D TRIPOS INC COM 89692810 32 4200 SH SHARED 02 4200 D TRIPATH IMAGING INC COM 89694210 13 5900 SH SHARED 01 5900 D TRIPATH IMAGING INC COM 89694210 27 12400 SH SHARED 02 12400 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 17 1336 SH SHARED 1336 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 22 1700 SH SHARED 01 1700 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 46 3610 SH SHARED 02 3610 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 1736 133800 SH SHARED 06 133800 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 4454 343190 SH SHARED 11 343190 D TROPICAL SPORTSWEAR INTL COR COM 89708P10 1436 110700 SH SHR/OTHR 11 110700 D TROY FINL CORP COM 89732910 34 1340 SH SHARED 01 1340 D TROY FINL CORP COM 89732910 122 4700 SH SHARED 02 4700 D TROY GROUP INC COM 89733N10 31 13500 SH SHR/OTHR 01 13500 D TRUST CO NJ JERSEY CITY NEW COM 89830410 183 7200 SH SHARED 01 7200 D TRUST CO NJ JERSEY CITY NEW COM 89830410 267 10500 SH SHARED 02 10500 D TRUST CO NJ JERSEY CITY NEW COM 89830410 24 972 SH SHARED 11 540 432 D TRUSTCO BK CORP N Y COM 89834910 207 19595 SH SHARED 19595 D TRUSTCO BK CORP N Y COM 89834910 1110 104999 SH SHARED 01 104999 D TRUSTCO BK CORP N Y COM 89834910 438 41446 SH SHARED 02 41446 D TRUSTMARK CORP COM 89840210 96 4213 SH SHARED 4213 D TRUSTMARK CORP COM 89840210 686 30113 SH SHARED 01 30113 D TRUSTMARK CORP COM 89840210 60 2672 SH SHARED 02 2672 D TUBOS DE ACERO DE MEXICO S A ADR NEW 89859250 29 3414 SH SHARED 3414 D TUBOS DE ACERO DE MEXICO S A ADR NEW 89859250 731 85000 SH SHARED 04 85000 D TUESDAY MORNING CORP COM NEW 89903550 172 9474 SH SHARED 9474 D TUESDAY MORNING CORP COM NEW 89903550 4059 222900 SH SHARED 01 222900 D TUESDAY MORNING CORP COM NEW 89903550 89 4900 SH SHARED 02 4900 D TUESDAY MORNING CORP COM NEW 89903550 355 19500 SH SHARED 06 19500 D TUESDAY MORNING CORP COM NEW 89903550 10749 590300 SH SHARED 11 590300 D TUESDAY MORNING CORP COM NEW 89903550 3733 205000 SH SHR/OTHR 11 205000 D TUESDAY MORNING CORP COM NEW 89903550 38 2100 SH SHARED 13 2100 D TULARIK INC COM 89916510 151 22124 SH SHARED 01 22124 D TULARIK INC COM 89916510 153 22363 SH SHARED 02 22363 D TULARIK INC COM 89916510 34 5000 SH SHARED 04 5000 D TULARIK INC COM 89916510 57 8400 SH SHARED 07 8400 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 3 4300 SH SHARED 02 4300 D TUPPERWARE CORP COM 89989610 1894 113966 SH SHARED 113966 D TUPPERWARE CORP COM 89989610 3508 211082 SH SHARED 01 211082 D TUPPERWARE CORP COM 89989610 966 58165 SH SHARED 02 58165 D TUPPERWARE CORP COM 89989610 467 28148 SH SHR/OTHR 11 28148 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 2 219 SH SHARED 219 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 58 5000 SH SHARED 05 5000 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 5 500 SH SHR/OTHR 11 500 D TURNSTONE SYSTEMS INC COM 90042310 78 35300 SH SHARED 01 35300 D TURNSTONE SYSTEMS INC COM 90042310 89 40345 SH SHARED 02 37845 2500 D TV AZTECA S A DE C V SPONSORED ADR 90114510 3910 803000 SH SHARED 803000 D TV AZTECA S A DE C V SPONSORED ADR 90114510 1 382 SH SHARED 02 382 D TWEETER HOME ENTMT GROUP INC COM 90116710 121 17537 SH SHARED 17537 D TWEETER HOME ENTMT GROUP INC COM 90116710 130 18854 SH SHARED 01 18854 D TWEETER HOME ENTMT GROUP INC COM 90116710 93 13611 SH SHARED 02 13611 D 21ST CENTY INS GROUP COM 90130N10 254 24655 SH SHARED 01 24655 D 21ST CENTY INS GROUP COM 90130N10 20 1953 SH SHARED 02 1953 D II VI INC COM 90210410 285 21400 SH SHARED 01 18856 2544 D II VI INC COM 90210410 82 6202 SH SHARED 02 6202 D II VI INC COM 90210410 20 1500 SH SHARED 11 1500 D TYCO INTL GROUP S A DBCV 2/1 902118AW 109356150422000 PRN SHARED 150422000 D TYCO INTL GROUP S A DBCV 2/1 902118AW 5816 8000000 PRN SHARED 01 8000000 D TYCO INTL GROUP S A DBCV 2/1 902118AW 72 100000 PRN SHARED 02 100000 D TYCO INTL LTD NEW NOTE 11/1 902124AC 378331579374000 PRN SHARED 579374000 D TYCO INTL LTD NEW NOTE 11/1 902124AC 2612 4000000 PRN SHARED 01 4000000 D TYCO INTL LTD NEW COM 90212410 43672 3097361 SH SHARED 3095601 1760 D TYCO INTL LTD NEW COM 90212410 101912 7227802 SH SHARED 01 7215427 12375 D TYCO INTL LTD NEW COM 90212410 244 17350 SH SHR/OTHR 01 16350 1000 D TYCO INTL LTD NEW COM 90212410 18712 1327116 SH SHARED 02 1234357 92759 D TYCO INTL LTD NEW COM 90212410 2279 161654 SH SHARED 06 161654 D TYCO INTL LTD NEW COM 90212410 3223 228600 SH SHARED 08 228600 D TYCO INTL LTD NEW COM 90212410 5757 408300 SH SHARED 09 408300 D TYCO INTL LTD NEW COM 90212410 38741 2747638 SH SHARED 11 1159246 1209200 379192 D TYCO INTL LTD NEW COM 90212410 153192 10864731 SH SHR/OTHR 11 10864731 D TYLER TECHNOLOGIES INC COM 90225210 17 4000 SH SHARED 4000 D TYLER TECHNOLOGIES INC COM 90225210 94 21400 SH SHARED 01 21400 D TYLER TECHNOLOGIES INC COM 90225210 80 18200 SH SHARED 02 18200 D TYSON FOODS INC CL A 90249410 1956 168240 SH SHARED 168240 D TYSON FOODS INC CL A 90249410 2831 243453 SH SHARED 01 243453 D TYSON FOODS INC CL A 90249410 23 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 1201 103340 SH SHARED 02 103340 D TYSON FOODS INC CL A 90249410 68 5929 SH SHARED 11 5929 D UAL CORP COM PAR $0.01 90254950 18 8635 SH SHARED 1135 7500 D UAL CORP COM PAR $0.01 90254950 100 47149 SH SHARED 01 47149 D UAL CORP COM PAR $0.01 90254950 228 106790 SH SHARED 02 106600 190 D UCBH HOLDINGS INC COM 90262T30 82 2091 SH SHARED 2091 D UCBH HOLDINGS INC COM 90262T30 4299 109418 SH SHARED 01 109418 D UCBH HOLDINGS INC COM 90262T30 45 1150 SH SHR/OTHR 01 1150 D UCBH HOLDINGS INC COM 90262T30 411 10485 SH SHARED 02 10485 D UCBH HOLDINGS INC COM 90262T30 6306 160500 SH SHARED 11 160500 D UGI CORP NEW COM 90268110 2379 65453 SH SHARED 01 65453 D UGI CORP NEW COM 90268110 605 16651 SH SHARED 02 16651 D UGI CORP NEW COM 90268110 45 1260 SH SHARED 11 1260 D UICI COM 90273710 195 12047 SH SHARED 12047 D UICI COM 90273710 968 59550 SH SHARED 01 59550 D UICI COM 90273710 360 22172 SH SHARED 02 22172 D UICI COM 90273710 33 2080 SH SHARED 11 2080 D UIL HLDG CORP COM 90274810 12 355 SH SHARED 355 D UIL HLDG CORP COM 90274810 1855 52350 SH SHARED 01 52350 D UIL HLDG CORP COM 90274810 272 7676 SH SHARED 02 7676 D UIL HLDG CORP COM 90274810 9983 281612 SH SHARED 05 281612 D UIL HLDG CORP COM 90274810 778 21960 SH SHARED 11 21360 600 D UIL HLDG CORP COM 90274810 35 1000 SH SHR/OTHR 11 1000 D UMB FINL CORP COM 90278810 65 1670 SH SHARED 1670 D UMB FINL CORP COM 90278810 2507 64237 SH SHARED 01 64237 D UMB FINL CORP COM 90278810 363 9300 SH SHARED 02 9300 D U S B HLDG INC COM 90291010 71 3897 SH SHARED 01 3897 D U S B HLDG INC COM 90291010 125 6800 SH SHARED 02 6800 D UST INC COM 90291110 7225 256134 SH SHARED 256134 D UST INC COM 90291110 16955 601059 SH SHARED 01 601059 D UST INC COM 90291110 253 9000 SH SHR/OTHR 01 9000 D UST INC COM 90291110 3132 111027 SH SHARED 02 111027 D UST INC COM 90291110 846 30000 SH SHARED 05 30000 D UST INC COM 90291110 52 1875 SH SHARED 06 1875 D UST INC COM 90291110 1170 41500 SH SHARED 11 31000 10500 D UST INC COM 90291110 193584 6862280 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11 6000 D UNITY BANCORP INC COM 91329010 163 25150 SH SHARED 01 25150 D UNIVERSAL ACCESS GLOBAL HLDG COM 91336M10 18 96950 SH SHARED 02 96950 D UNIVERSAL AMERN FINL CORP COM 91337710 95 19500 SH SHARED 01 19500 D UNIVERSAL AMERN FINL CORP COM 91337710 65 13300 SH SHARED 02 13300 D UNIVERSAL COMPRESSION HLDGS COM 91343110 114 7082 SH SHARED 7082 D UNIVERSAL COMPRESSION HLDGS COM 91343110 48 3000 SH SHARED 01 3000 D UNIVERSAL COMPRESSION HLDGS COM 91343110 180 11150 SH SHARED 02 10750 400 D UNIVERSAL COMPRESSION HLDGS COM 91343110 596 36800 SH SHARED 06 36800 D UNIVERSAL COMPRESSION HLDGS COM 91343110 1137 70200 SH SHARED 11 70200 D UNIVERSAL COMPRESSION HLDGS COM 91343110 521 32200 SH SHR/OTHR 11 32200 D UNIVERSAL CORP VA COM 91345610 298 8500 SH SHARED 8500 D UNIVERSAL CORP VA COM 91345610 213 6095 SH SHARED 6095 D UNIVERSAL CORP VA COM 91345610 1057 30168 SH SHARED 01 30168 D UNIVERSAL CORP VA COM 91345610 841 23993 SH SHARED 02 23993 D UNIVERSAL CORP VA COM 91345610 7213 205700 SH SHARED 11 205700 D UNIVERSAL CORP VA COM 91345610 83379 2377520 SH SHR/OTHR 11 2377520 D UNIVERSAL DISPLAY CORP COM 91347P10 97 16253 SH SHARED 01 16253 D UNIVERSAL DISPLAY CORP COM 91347P10 57 9600 SH SHARED 02 9600 D UNIVERSAL ELECTRS INC COM 91348310 46 5141 SH SHARED 01 5141 D UNIVERSAL ELECTRS INC COM 91348310 115 12900 SH SHARED 02 12900 D UNIVERSAL FST PRODS INC COM 91354310 153 8137 SH SHARED 8137 D UNIVERSAL FST PRODS INC COM 91354310 299 15900 SH SHARED 01 15900 D UNIVERSAL FST PRODS INC COM 91354310 150 8003 SH SHARED 02 8003 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 158 6100 SH SHARED 01 6100 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 160 6200 SH SHARED 02 6200 D UNIVERSAL HLTH SVCS INC CL B 91390310 76 1500 SH SHARED 1500 D UNIVERSAL HLTH SVCS INC CL B 91390310 1436 28092 SH SHARED 28092 D UNIVERSAL HLTH SVCS INC CL B 91390310 2201 43044 SH SHARED 01 43044 D UNIVERSAL HLTH SVCS INC CL B 91390310 808 15800 SH SHARED 02 15800 D UNIVERSAL HLTH SVCS INC CL B 91390310 10715 209500 SH SHARED 11 179300 30200 D UNIVERSAL HLTH SVCS INC CL B 91390310 3609 70570 SH SHR/OTHR 11 70570 D UNIVISION COMMUNICATIONS INC CL A 91490610 7320 321073 SH SHARED 321073 D UNIVISION COMMUNICATIONS INC CL A 91490610 19125 838817 SH SHARED 01 838817 D UNIVISION COMMUNICATIONS INC CL A 91490610 3024 132648 SH SHARED 02 130218 2430 D UNIVISION COMMUNICATIONS INC CL A 91490610 29 1292 SH SHARED 06 1292 D UNIVISION COMMUNICATIONS INC CL A 91490610 5057 221800 SH SHARED 11 75100 146700 D UNIVISION COMMUNICATIONS INC CL A 91490610 3151 138244 SH SHR/OTHR 11 138244 D UNIZAN FINANCIAL CORP COM 91528W10 113 5917 SH SHARED 01 5917 D UNIZAN FINANCIAL CORP COM 91528W10 235 12300 SH SHARED 02 12300 D UNIZAN FINANCIAL CORP COM 91528W10 4778 249173 SH SHR/OTHR 11 249173 D UNOCAL CORP COM 91528910 75922 2418671 SH SHARED 2418671 D UNOCAL CORP COM 91528910 31716 1010403 SH SHARED 01 1009803 600 D UNOCAL CORP COM 91528910 54 1740 SH SHR/OTHR 01 1740 D UNOCAL CORP COM 91528910 4543 144734 SH SHARED 02 143528 1206 D UNOCAL CORP COM 91528910 2511 80000 SH SHARED 04 80000 D UNOCAL CORP COM 91528910 219 7000 SH SHARED 05 7000 D UNOCAL CORP COM 91528910 244 7792 SH SHARED 06 7792 D UNOCAL CORP COM 91528910 1502 47850 SH SHARED 07 47850 D UNOCAL CORP COM 91528910 1194 38064 SH SHARED 11 27200 10864 D UNOCAL CORP COM 91528910 37606 1198045 SH SHR/OTHR 11 1198045 D UNOVA INC COM 91529B10 234 47560 SH SHARED 01 47560 D UNOVA INC COM 91529B10 115 23400 SH SHARED 02 23400 D UNUMPROVIDENT CORP COM 91529Y10 7444 365809 SH SHARED 365809 D UNUMPROVIDENT CORP COM 91529Y10 19232 945079 SH SHARED 01 944079 1000 D UNUMPROVIDENT CORP COM 91529Y10 3925 192896 SH SHARED 02 159628 33268 D UNUMPROVIDENT CORP COM 91529Y10 50 2491 SH SHARED 06 2491 D UNUMPROVIDENT CORP COM 91529Y10 143 7033 SH SHARED 07 7033 D UNUMPROVIDENT CORP COM 91529Y10 1784 87681 SH SHARED 11 20246 67435 D UNUMPROVIDENT CORP COM 91529Y10 40220 1976457 SH SHR/OTHR 11 1976457 D UPM KYMMENE CORP SPONSORED ADR 91543610 18 655 SH SHARED 655 D UPM KYMMENE CORP SPONSORED ADR 91543610 2 100 SH SHARED 02 100 D UPM KYMMENE CORP SPONSORED ADR 91543610 434 15250 SH SHARED 11 10950 4300 D USFREIGHTWAYS CORP COM 91690610 1688 58875 SH SHARED 58875 D USFREIGHTWAYS CORP COM 91690610 3506 122251 SH SHARED 01 122251 D USFREIGHTWAYS CORP COM 91690610 444 15510 SH SHARED 02 15510 D USFREIGHTWAYS CORP COM 91690610 610 21300 SH SHARED 06 21300 D USFREIGHTWAYS CORP COM 91690610 18229 635630 SH SHARED 11 635630 D USFREIGHTWAYS CORP COM 91690610 6757 235600 SH SHR/OTHR 11 235600 D USFREIGHTWAYS CORP COM 91690610 65 2300 SH SHARED 13 2300 D URBAN OUTFITTERS INC COM 91704710 1054 43420 SH SHARED 43420 D URBAN OUTFITTERS INC COM 91704710 2246 92500 SH SHARED 01 92500 D URBAN OUTFITTERS INC COM 91704710 102 4200 SH SHARED 02 4200 D UROLOGIX INC COM 91727310 26 5896 SH SHARED 01 5896 D UROLOGIX INC COM 91727310 36 7900 SH SHARED 02 7900 D URSTADT BIDDLE PPTYS INS COM 91728610 1123 98100 SH SHR/OTHR 11 98100 D URSTADT BIDDLE PPTYS INS CL A 91728620 69 5900 SH SHARED 01 1900 4000 D URSTADT BIDDLE PPTYS INS CL A 91728620 117 9900 SH SHARED 02 9900 D URSTADT BIDDLE PPTYS INS CL A 91728620 1563 131900 SH SHARED 06 131900 D URSTADT BIDDLE PPTYS INS CL A 91728620 2796 236000 SH SHARED 11 236000 D UTSTARCOM INC COM 91807610 1527 100000 SH SHARED 100000 D UTSTARCOM INC COM 91807610 1326 86900 SH SHARED 01 86900 D UTSTARCOM INC COM 91807610 71 4650 SH SHARED 02 4350 300 D UTSTARCOM INC COM 91807610 2290 150000 SH SHARED 04 150000 D UTSTARCOM INC COM 91807610 15827 1036500 SH SHARED 11 853300 183200 D VA SOFTWARE CORP COM 91819B10 5 7000 SH SHARED 7000 D VA SOFTWARE CORP COM 91819B10 0 250 SH SHARED 250 D VA SOFTWARE CORP COM 91819B10 0 50 SH SHARED 01 50 D VA SOFTWARE CORP COM 91819B10 4 5650 SH SHARED 02 650 5000 D VCA ANTECH INC COM 91819410 72 5900 SH SHARED 01 5900 D VCA ANTECH INC COM 91819410 125 10200 SH SHARED 02 10200 D V F CORP COM 91820410 5196 144423 SH SHARED 144423 D V F CORP COM 91820410 18831 523381 SH SHARED 01 523381 D V F CORP COM 91820410 2130 59215 SH SHARED 02 59215 D V F CORP COM 91820410 56 1582 SH SHARED 06 1582 D V F CORP COM 91820410 222 6181 SH SHARED 07 6181 D V F CORP COM 91820410 713 19820 SH SHARED 11 19820 D V F CORP COM 91820410 2284 63495 SH SHR/OTHR 11 63495 D VIB CORP COM 91823H10 184 12300 SH SHARED 12300 D VIB CORP COM 91823H10 599 40061 SH SHARED 01 40061 D VIB CORP COM 91823H10 97 6500 SH SHARED 02 6500 D VAIL RESORTS INC COM 91879Q10 57 4030 SH SHARED 01 4030 D VAIL RESORTS INC COM 91879Q10 66 4700 SH SHARED 02 4700 D VALASSIS COMMUNICATIONS INC NOTE 6/0 918866AH 12013 21040000 PRN SHARED 21040000 D VALASSIS COMMUNICATIONS INC COM 91886610 1027 29305 SH SHARED 29305 D VALASSIS COMMUNICATIONS INC COM 91886610 1433 40880 SH SHARED 01 40880 D VALASSIS COMMUNICATIONS INC COM 91886610 539 15384 SH SHARED 02 15384 D VALASSIS COMMUNICATIONS INC COM 91886610 1313 37450 SH SHR/OTHR 11 37450 D VALHI INC NEW COM 91890510 0 89 SH SHARED 89 D VALHI INC NEW COM 91890510 171 17452 SH SHARED 01 17452 D VALHI INC NEW COM 91890510 116 11900 SH SHARED 02 11900 D VALENCE TECHNOLOGY INC COM 91891410 1 2176 SH SHARED 02 2176 D VALENCIA BANK & TRUST COM 91911L10 77 2307 SH SHARED 01 2307 D VALENTIS INC COM 91913E10 0 700 SH SHARED 700 D VALENTIS INC COM 91913E10 0 100 SH SHARED 02 100 D VALERO L P COM UT LTD PRT 91913W10 22 630 SH SHARED 02 630 D VALERO ENERGY CORP NEW COM 91913Y10 121 4600 SH SHARED 4600 D VALERO ENERGY CORP NEW COM 91913Y10 3344 126341 SH SHARED 126341 D VALERO ENERGY CORP NEW COM 91913Y10 2247 84918 SH SHARED 01 84918 D VALERO ENERGY CORP NEW COM 91913Y10 1065 40268 SH SHARED 02 38268 2000 D VALERO ENERGY CORP NEW COM 91913Y10 50 1900 SH SHARED 11 1900 D VALICERT INC COM 91915Q10 2 5250 SH SHARED 02 1500 3750 D VALLEY NATL BANCORP COM 91979410 66 2516 SH SHARED 2516 D VALLEY NATL BANCORP COM 91979410 1105 41561 SH SHARED 01 38311 3250 D VALLEY NATL BANCORP COM 91979410 165 6221 SH SHARED 02 6221 D VALMONT INDS INC COM 92025310 196 8400 SH SHARED 01 8400 D VALMONT INDS INC COM 92025310 184 7916 SH SHARED 02 7916 D VALMONT INDS INC COM 92025310 16 700 SH SHARED 06 700 D VALMONT INDS INC COM 92025310 516 22100 SH SHARED 11 22100 D VALMONT INDS INC COM 92025310 196 8400 SH SHR/OTHR 11 8400 D VALMONT INDS INC COM 92025310 2 100 SH SHARED 13 100 D VALSPAR CORP COM 92035510 502 13477 SH SHARED 13477 D VALSPAR CORP COM 92035510 1133 30382 SH SHARED 01 30382 D VALSPAR CORP COM 92035510 513 13757 SH SHARED 02 13757 D VALSPAR CORP COM 92035510 6602 177000 SH SHARED 11 177000 D VALSPAR CORP COM 92035510 4449 119300 SH SHR/OTHR 11 119300 D VALUE LINE INC COM 92043710 89 2300 SH SHARED 01 2300 D VALUE LINE INC COM 92043710 31 800 SH SHARED 02 800 D VALUECLICK INC COM 92046N10 43 20029 SH SHARED 01 19700 329 D VALUECLICK INC COM 92046N10 79 36529 SH SHARED 02 36200 329 D VALUECLICK INC COM 92046N10 0 412 SH SHARED 11 412 D VALUEVISION MEDIA INC CL A 92047K10 349 29700 SH SHARED 01 28100 1600 D VALUEVISION MEDIA INC CL A 92047K10 146 12434 SH SHARED 02 12434 D VAN KAMPEN CALIF MUN TR SH BEN INT 92091010 5 500 SH SHARED 11 500 D VAN KAMPEN MUN TR SH BEN INT 92091910 0 50 SH SHARED 11 50 D VAN KAMPEN N Y QUALITY MUN T COM 92092210 49 3000 SH SHARED 11 3000 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 5 300 SH SHARED 11 300 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 119 7000 SH SHR/OTHR 01 7000 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 11 700 SH SHARED 11 700 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 51 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 6604 1002200 SH SHARED 1002200 D VAN KAMPEN SENIOR INCOME TR COM 92096110 19 2950 SH SHARED 11 450 2500 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 1078 63700 SH SHARED 02 63700 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 100 6000 SH SHR/OTHR 01 6000 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 46 3500 SH SHR/OTHR 01 3500 D VANS INC COM 92193010 6 1087 SH SHARED 1087 D VANS INC COM 92193010 89 15800 SH SHARED 01 15800 D VANS INC COM 92193010 60 10616 SH SHARED 02 10616 D VANS INC COM 92193010 24 4340 SH SHARED 11 4340 D VARCO INTL INC DEL COM 92212210 247 14636 SH SHARED 14636 D VARCO INTL INC DEL COM 92212210 1132 66961 SH SHARED 01 66961 D VARCO INTL INC DEL COM 92212210 484 28632 SH SHARED 02 26632 2000 D VARCO INTL INC DEL COM 92212210 4 288 SH SHARED 11 288 D VARIAN MED SYS INC COM 92220P10 493 11483 SH SHARED 11483 D VARIAN MED SYS INC COM 92220P10 2240 52122 SH SHARED 01 52122 D VARIAN MED SYS INC COM 92220P10 85 2000 SH SHR/OTHR 01 2000 D VARIAN MED SYS INC COM 92220P10 961 22372 SH SHARED 02 22372 D VARIAN MED SYS INC COM 92220P10 47 1100 SH SHARED 11 700 400 D VARIAN MED SYS INC COM 92220P10 669 15570 SH SHR/OTHR 11 15570 D VARIAN INC COM 92220610 169 6127 SH SHARED 6127 D VARIAN INC COM 92220610 1039 37639 SH SHARED 01 37639 D VARIAN INC COM 92220610 723 26220 SH SHARED 02 26220 D VARIAN INC COM 92220610 89 3231 SH SHARED 11 3081 150 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 19 1200 SH SHARED 1200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 627 38187 SH SHARED 38187 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 1926 117167 SH SHARED 01 117167 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 290 17685 SH SHARED 02 17594 91 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 18 1140 SH SHARED 11 990 150 D VASOGEN INC COM 92232F10 0 160 SH SHARED 02 160 D VASOMEDICAL INC COM 92232110 193 125000 SH SHARED 01 125000 D VASOMEDICAL INC COM 92232110 5 3500 SH SHR/OTHR 01 3500 D VASOMEDICAL INC COM 92232110 0 200 SH SHARED 02 200 D VASTERA INC COM 92239N10 148 69252 SH SHARED 69252 D VASTERA INC COM 92239N10 1 873 SH SHARED 873 D VASTERA INC COM 92239N10 20 9300 SH SHARED 01 9300 D VASTERA INC COM 92239N10 188 87814 SH SHARED 02 83214 4600 D VASTERA INC COM 92239N10 4 2300 SH SHARED 11 2300 D VAXGEN INC COM NEW 92239020 35 4000 SH SHARED 01 4000 D VAXGEN INC COM NEW 92239020 0 100 SH SHARED 02 100 D VECTREN CORP COM 92240G10 536 24400 SH SHARED 24400 D VECTREN CORP COM 92240G10 915 41612 SH SHARED 01 41612 D VECTREN CORP COM 92240G10 414 18829 SH SHARED 02 18829 D VECTREN CORP COM 92240G10 351 15996 SH SHARED 11 15996 D VECTOR GROUP LTD NOTE 6.250% 7/1 92240MAC 1296 2000000 PRN SHARED 2000000 D VECTOR GROUP LTD COM 92240M10 425 33804 SH SHARED 33804 D VECTOR GROUP LTD COM 92240M10 119 9494 SH SHARED 01 9494 D VECTOR GROUP LTD COM 92240M10 154 12245 SH SHARED 02 12245 D VECTOR GROUP LTD COM 92240M10 2787 221415 SH SHARED 11 221415 D VEECO INSTRS INC DEL NOTE 4.125%12/2 922417AB 2338 3500000 PRN SHARED 01 3500000 D VEECO INSTRS INC DEL COM 92241710 122 11328 SH SHARED 11328 D VEECO INSTRS INC DEL COM 92241710 322 29900 SH SHARED 01 29900 D VEECO INSTRS INC DEL COM 92241710 10 1000 SH SHR/OTHR 01 1000 D VEECO INSTRS INC DEL COM 92241710 157 14611 SH SHARED 02 14611 D VEECO INSTRS INC DEL COM 92241710 5208 482300 SH SHARED 11 328118 5582 148600 D VENTAS INC COM 92276F10 263 19626 SH SHARED 19626 D VENTAS INC COM 92276F10 1255 93658 SH SHARED 01 93658 D VENTAS INC COM 92276F10 464 34606 SH SHARED 02 34606 D VENTANA MED SYS INC COM 92276H10 45 2421 SH SHARED 2421 D VENTANA MED SYS INC COM 92276H10 202 10831 SH SHARED 01 10831 D VENTANA MED SYS INC COM 92276H10 132 7100 SH SHARED 02 7100 D VENTIV HEALTH INC COM 92279310 0 1 SH SHARED 01 1 D VANGUARD INDEX TR STK MRK VIPERS 92290876 72 950 SH SHARED 11 950 D VENATOR GROUP INC NOTE 5.500% 6/0 922944AB 4635 5000000 PRN SHARED 5000000 D VERIDIAN CORP DEL COM 92342R20 22 900 SH SHARED 02 900 D VERIDIAN CORP DEL COM 92342R20 103 4149 SH SHARED 11 4149 D VERITY INC COM 92343C10 5 546 SH SHARED 546 D VERITY INC COM 92343C10 312 31367 SH SHARED 01 31367 D VERITY INC COM 92343C10 132 13296 SH SHARED 02 13296 D VERITY INC COM 92343C10 5491 551950 SH SHARED 11 235950 316000 D VERISIGN INC COM 92343E10 317 62878 SH SHARED 61950 928 D VERISIGN INC COM 92343E10 1126 223165 SH SHARED 01 223165 D VERISIGN INC COM 92343E10 1007 199571 SH SHARED 02 199571 D VERISIGN INC COM 92343E10 161 32000 SH SHARED 04 32000 D VERISIGN INC COM 92343E10 40 7955 SH SHARED 06 7955 D VERISIGN INC COM 92343E10 365 72300 SH SHARED 07 72300 D VERISIGN INC COM 92343E10 157 31100 SH SHARED 11 2700 28000 400 D VERITAS DGC INC COM 92343P10 6929 641007 SH SHARED 641007 D VERITAS DGC INC COM 92343P10 3303 305600 SH SHARED 01 305600 D VERITAS DGC INC COM 92343P10 199 18458 SH SHARED 02 18458 D VERIZON COMMUNICATIONS COM 92343V10 627 22850 SH SHARED 4100 18750 D VERIZON COMMUNICATIONS COM 92343V10 179281 6533569 SH SHARED 6483758 49811 D VERIZON COMMUNICATIONS COM 92343V10 330127 12030886 SH SHARED 01 11902210 128676 D VERIZON COMMUNICATIONS COM 92343V10 9353 340875 SH SHR/OTHR 01 161143 179732 D VERIZON COMMUNICATIONS COM 92343V10 90653 3303692 SH SHARED 02 3258964 44728 D VERIZON COMMUNICATIONS COM 92343V10 23646 861760 SH SHARED 03 664860 196900 D VERIZON COMMUNICATIONS COM 92343V10 105030 3827639 SH SHARED 04 3827639 D VERIZON COMMUNICATIONS COM 92343V10 548800 20000000 SH SHARED 05 20000000 D VERIZON COMMUNICATIONS COM 92343V10 58026 2114659 SH SHARED 06 2114659 D VERIZON COMMUNICATIONS COM 92343V10 5329 194239 SH SHARED 07 194239 D VERIZON COMMUNICATIONS COM 92343V10 2265 82552 SH SHARED 08 82552 D VERIZON COMMUNICATIONS COM 92343V10 3577 130378 SH SHARED 09 130378 D VERIZON COMMUNICATIONS COM 92343V10 979 35700 SH SHARED 10 35700 D VERIZON COMMUNICATIONS COM 92343V10 147022 5357972 SH SHARED 11 2047867 2391462 918643 D VERIZON COMMUNICATIONS COM 92343V10 65829 2399043 SH SHR/OTHR 11 2399043 D VERINT SYS INC COM 92343X10 76 8906 SH SHARED 01 8906 D VERINT SYS INC COM 92343X10 21 2500 SH SHARED 02 2500 D VERITAS SOFTWARE CO NOTE 5.250%11/0 923436AB 18075 11440000 PRN SHARED 11440000 D VERITAS SOFTWARE CO COM 92343610 73 5000 SH SHARED 5000 D VERITAS SOFTWARE CO COM 92343610 8760 597195 SH SHARED 591614 5581 D VERITAS SOFTWARE CO COM 92343610 33779 2302629 SH SHARED 01 2040616 262013 D VERITAS SOFTWARE CO COM 92343610 1222 83361 SH SHR/OTHR 01 31680 51681 D VERITAS SOFTWARE CO COM 92343610 5448 371437 SH SHARED 02 364590 6847 D VERITAS SOFTWARE CO COM 92343610 6921 471800 SH SHARED 03 404600 67200 D VERITAS SOFTWARE CO COM 92343610 6755 460500 SH SHARED 04 460500 D VERITAS SOFTWARE CO COM 92343610 1015 69212 SH SHARED 06 69212 D VERITAS SOFTWARE CO COM 92343610 1147 78250 SH SHARED 07 78250 D VERITAS SOFTWARE CO COM 92343610 39590 2698748 SH SHARED 11 2063007 350900 284841 D VERITAS SOFTWARE CO COM 92343610 6027 410867 SH SHR/OTHR 11 410867 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 173500320111000 PRN SHARED 320111000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 542 1000000 PRN SHARED 01 1000000 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 200 SH SHR/OTHR 01 200 D VERSICOR INC COM 92531410 4174 489955 SH SHARED 489955 D VERSICOR INC COM 92531410 85 10034 SH SHARED 01 10034 D VERSICOR INC COM 92531410 102 12030 SH SHARED 02 12030 D VERSICOR INC COM 92531410 6236 732000 SH SHARED 04 732000 D VERSICOR INC COM 92531410 12 1500 SH SHR/OTHR 11 1500 D VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD 4015 5500000 PRN SHARED 5500000 D VERTEX PHARMACEUTICALS INC COM 92532F10 1065 57629 SH SHARED 57629 D VERTEX PHARMACEUTICALS INC COM 92532F10 822 44502 SH SHARED 01 44502 D VERTEX PHARMACEUTICALS INC COM 92532F10 504 27299 SH SHARED 02 23696 3603 D VERTEX PHARMACEUTICALS INC COM 92532F10 33719 1823670 SH SHARED 04 1823670 D VERTEX PHARMACEUTICALS INC COM 92532F10 1201 65000 SH SHARED 07 65000 D VERTEX PHARMACEUTICALS INC COM 92532F10 166 9000 SH SHR/OTHR 11 9000 D VERTICALNET INC COM NEW 92532L20 0 300 SH SHARED 300 D VERTICALNET INC COM NEW 92532L20 0 70 SH SHARED 02 30 40 D VERTICALNET INC COM NEW 92532L20 0 760 SH SHARED 11 760 D VESTA INS GROUP INC COM 92539110 68 27200 SH SHARED 01 17800 9400 D VESTA INS GROUP INC COM 92539110 48 19400 SH SHARED 02 19400 D VIAD CORP COM 92552R10 209 10238 SH SHARED 10238 D VIAD CORP COM 92552R10 4842 237037 SH SHARED 01 237037 D VIAD CORP COM 92552R10 40 2000 SH SHR/OTHR 01 2000 D VIAD CORP COM 92552R10 980 47985 SH SHARED 02 47985 D VIAD CORP COM 92552R10 1266 62000 SH SHARED 11 62000 D VIAD CORP COM 92552R10 26 1320 SH SHR/OTHR 11 1320 D VIASAT INC COM 92552V10 14 2275 SH SHARED 2275 D VIASAT INC COM 92552V10 190 30300 SH SHARED 01 30300 D VIASAT INC COM 92552V10 66 10582 SH SHARED 02 10582 D VIACOM INC CL A 92552410 319 7879 SH SHARED 7879 D VIACOM INC CL A 92552410 120 2962 SH SHARED 01 1062 1900 D VIACOM INC CL A 92552410 170 4200 SH SHR/OTHR 01 4200 D VIACOM INC CL A 92552410 577 14230 SH SHARED 02 1400 12830 D VIACOM INC CL A 92552410 39 975 SH SHARED 11 200 775 D VIACOM INC CL B 92552430 385 9500 SH SHARED 9500 D VIACOM INC CL B 92552430 97564 2406041 SH SHARED 2365187 40854 D VIACOM INC CL B 92552430 300849 7419234 SH SHARED 01 7188470 473 230291 D VIACOM INC CL B 92552430 6302 155431 SH SHR/OTHR 01 87604 67827 D VIACOM INC CL B 92552430 47144 1162627 SH SHARED 02 1083731 78896 D VIACOM INC CL B 92552430 34716 856140 SH SHARED 03 518640 337500 D VIACOM INC CL B 92552430 54537 1344950 SH SHARED 04 1344950 D VIACOM INC CL B 92552430 56803 1400837 SH SHARED 06 1400837 D VIACOM INC CL B 92552430 3806 93883 SH SHARED 07 93883 D VIACOM INC CL B 92552430 2696 66486 SH SHARED 08 66486 D VIACOM INC CL B 92552430 9577 236180 SH SHARED 09 236180 D VIACOM INC CL B 92552430 1289 31800 SH SHARED 10 31800 D VIACOM INC CL B 92552430 142482 3513745 SH SHARED 11 1130134 2267250 116361 D VIACOM INC CL B 92552430 54769 1350668 SH SHR/OTHR 11 1350668 D VIANT CORP COM 92553N10 0 1000 SH SHARED 1000 D VIANT CORP COM 92553N10 0 300 SH SHARED 02 300 D VIASYS HEALTHCARE INC COM NEW 92553Q20 4 267 SH SHARED 267 D VIASYS HEALTHCARE INC COM NEW 92553Q20 278 18076 SH SHARED 01 18076 D VIASYS HEALTHCARE INC COM NEW 92553Q20 19 1251 SH SHR/OTHR 01 1251 D VIASYS HEALTHCARE INC COM NEW 92553Q20 232 15085 SH SHARED 02 15085 D VIASYS HEALTHCARE INC COM NEW 92553Q20 2 145 SH SHARED 11 87 58 D VICAL INC COM 92560210 11 4761 SH SHARED 01 4761 D VICAL INC COM 92560210 25 11236 SH SHARED 02 11236 D VICOR CORP COM 92581510 207 29074 SH SHARED 01 29074 D VICOR CORP COM 92581510 83 11632 SH SHARED 02 11632 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 461 100000 SH SHARED 100000 D VIEWPOINT CORP COM 92672P10 23 10800 SH SHARED 01 10800 D VIEWPOINT CORP COM 92672P10 53 24460 SH SHARED 02 20900 3560 D VIGNETTE CORP COM 92673410 0 500 SH SHARED 500 D VIGNETTE CORP COM 92673410 31 39291 SH SHARED 39291 D VIGNETTE CORP COM 92673410 51 64690 SH SHARED 01 64690 D VIGNETTE CORP COM 92673410 289 361587 SH SHARED 02 356837 4750 D VIGNETTE CORP COM 92673410 297 372000 SH SHARED 11 372000 D VIMPELCOM B V NOTE 5.500% 7/2 927185AA 8816 7250000 PRN SHARED 7250000 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 8 300 SH SHARED 01 300 D VINTAGE PETE INC COM 92746010 183 16958 SH SHARED 16958 D VINTAGE PETE INC COM 92746010 269 24990 SH SHARED 01 24990 D VINTAGE PETE INC COM 92746010 330 30641 SH SHARED 02 30641 D VINTAGE PETE INC COM 92746010 19 1800 SH SHARED 11 1800 D VION PHARMACEUTICALS INC COM 92762410 3 8100 SH SHARED 02 100 8000 D VIRAGE LOGIC CORP COM 92763R10 70 7500 SH SHARED 01 7500 D VIRAGE LOGIC CORP COM 92763R10 139 14815 SH SHARED 02 14815 D VIRBAC CORP COM 92764910 24 4900 SH SHARED 02 4900 D VIRBAC CORP COM 92764910 250 49245 SH SHARED 11 49245 D VIRCO MFG CO COM 92765110 0 10 SH SHARED 10 D VIRCO MFG CO COM 92765110 34 3520 SH SHARED 02 3520 D VIRGINIA COMM BANCORP INC COM 92778Q10 12 500 SH SHARED 02 500 D VIRGINIA FINL CORP COM 92781010 33 1100 SH SHARED 01 1100 D VIRGINIA FINL CORP COM 92781010 126 4200 SH SHARED 02 4200 D VIROPHARMA INC NOTE 6.000% 3/0 928241AC 4005 13048000 PRN SHARED 13048000 D VISIBLE GENETICS INC COM 92829S10 1508 1012200 SH SHARED 1012200 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 71694144254200 PRN SHARED 144254200 D VISHAY INTERTECHNOLOGY INC COM 92829810 36 4200 SH SHARED 4200 D VISHAY INTERTECHNOLOGY INC COM 92829810 1614 183512 SH SHARED 183512 D VISHAY INTERTECHNOLOGY INC COM 92829810 895 101731 SH SHARED 01 101731 D VISHAY INTERTECHNOLOGY INC COM 92829810 534 60748 SH SHARED 02 60448 300 D VISHAY INTERTECHNOLOGY INC COM 92829810 1890 214800 SH SHARED 11 86700 128100 D VISHAY INTERTECHNOLOGY INC COM 92829810 4 540 SH SHR/OTHR 11 540 D VISTEON CORP COM 92839U10 10 1060 SH SHARED 1060 D VISTEON CORP COM 92839U10 7865 830572 SH SHARED 830572 D VISTEON CORP COM 92839U10 5209 550057 SH SHARED 01 549927 130 D VISTEON CORP COM 92839U10 41 4428 SH SHR/OTHR 01 4428 D VISTEON CORP COM 92839U10 893 94369 SH SHARED 02 93224 1145 D VISTEON CORP COM 92839U10 88 9350 SH SHARED 06 9350 D VISTEON CORP COM 92839U10 21 2300 SH SHARED 07 2300 D VISTEON CORP COM 92839U10 179 18925 SH SHARED 11 18900 25 D VISTEON CORP COM 92839U10 629 66449 SH SHR/OTHR 11 66449 D VISX INC DEL COM 92844S10 184 19944 SH SHARED 19944 D VISX INC DEL COM 92844S10 390 42300 SH SHARED 01 42300 D VISX INC DEL COM 92844S10 364 39500 SH SHARED 02 38500 1000 D VISUAL NETWORKS INC COM 92844410 12 14626 SH SHARED 14626 D VISUAL NETWORKS INC COM 92844410 2 2733 SH SHARED 02 2733 D VITAL SIGNS INC COM 92846910 103 3469 SH SHARED 3469 D VITAL SIGNS INC COM 92846910 279 9400 SH SHARED 01 9400 D VITAL SIGNS INC COM 92846910 103 3491 SH SHARED 02 3491 D VITAL SIGNS INC COM 92846910 53 1790 SH SHARED 11 1790 D VITALWORKS INC COM 92848310 265 36481 SH SHARED 36481 D VITALWORKS INC COM 92848310 145 19976 SH SHARED 01 19976 D VITALWORKS INC COM 92848310 285 39334 SH SHARED 02 39334 D VITRIA TECHNOLOGY COM 92849Q10 28 37037 SH SHARED 37037 D VITRIA TECHNOLOGY COM 92849Q10 40 52200 SH SHARED 01 52200 D VITRIA TECHNOLOGY COM 92849Q10 88 113050 SH SHARED 02 113050 D VITESSE SEMICONDUCTOR CORP COM 92849710 14 21300 SH SHARED 21300 D VITESSE SEMICONDUCTOR CORP COM 92849710 103 152576 SH SHARED 01 146952 5624 D VITESSE SEMICONDUCTOR CORP COM 92849710 134 198129 SH SHARED 02 195441 2688 D VITESSE SEMICONDUCTOR CORP COM 92849710 597 878295 SH SHARED 11 598495 279800 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 107 9453 SH SHARED 9453 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 628 55204 SH SHARED 01 55204 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 1 110 SH SHARED 02 110 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 2047 179800 SH SHARED 05 179800 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 5 525 SH SHARED 11 525 D VIVENDI ENVIRONNEMENT SPONSORED ADR 92851710 60 3000 SH SHARED 02 3000 D VIVUS INC COM 92855110 3 700 SH SHARED 700 D VIVUS INC COM 92855110 40 9401 SH SHARED 01 9401 D VIVUS INC COM 92855110 80 18600 SH SHARED 02 18600 D VIXEL CORP DEL COM 92855210 12 10000 SH SHARED 02 10000 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 75838 5911065 SH SHARED 5911065 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 3332 259722 SH SHARED 01 243427 16295 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1174 91562 SH SHR/OTHR 01 58656 32906 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 11008 857995 SH SHARED 02 846900 11095 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 99916 7787722 SH SHARED 05 7787722 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 13273 1034586 SH SHARED 11 233333 801253 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 18553 1446095 SH SHR/OTHR 11 1446095 D VOLT INFORMATION SCIENCES IN COM 92870310 10 700 SH SHARED 700 D VOLT INFORMATION SCIENCES IN COM 92870310 63 4200 SH SHARED 01 4200 D VOLT INFORMATION SCIENCES IN COM 92870310 71 4693 SH SHARED 02 4693 D VOLVO AKTIEBOLAGET ADR B 92885640 1 100 SH SHARED 02 100 D VORNADO RLTY TR SH BEN INT 92904210 430 10919 SH SHARED 10919 D VORNADO RLTY TR SH BEN INT 92904210 8187 207540 SH SHARED 01 205840 1700 D VORNADO RLTY TR SH BEN INT 92904210 688 17444 SH SHARED 02 7320 10124 D VORNADO RLTY TR SH BEN INT 92904210 6146 155800 SH SHARED 11 155800 D VORNADO RLTY TR SH BEN INT 92904210 1652 41900 SH SHR/OTHR 11 41900 D VORNADO RLTY TR SH BEN INT 92904210 86351 2188880 SH SHARED 12 2188880 D VORNADO RLTY TR PFD CONV SER A 92904220 82 1500 SH SHARED 02 1500 D VORNADO RLTY TR PFD CONV SER A 92904220 780 14200 SH SHARED 12 14200 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 6851 490450 SH SHR/OTHR 11 490450 D VULCAN MATLS CO COM 92916010 6113 169068 SH SHARED 169068 D VULCAN MATLS CO COM 92916010 15908 439947 SH SHARED 01 431947 8000 D VULCAN MATLS CO COM 92916010 2254 62345 SH SHARED 02 61278 1067 D VULCAN MATLS CO COM 92916010 38 1054 SH SHARED 06 1054 D VULCAN MATLS CO COM 92916010 32 900 SH SHARED 07 900 D VULCAN MATLS CO COM 92916010 3084 85315 SH SHR/OTHR 11 85315 D WFS FINL INC COM 92923B10 54 2628 SH SHARED 2628 D WFS FINL INC COM 92923B10 122 5900 SH SHARED 01 5900 D WFS FINL INC COM 92923B10 111 5381 SH SHARED 02 5381 D WFS FINL INC COM 92923B10 53 2560 SH SHARED 11 2560 D WCI CMNTYS INC COM 92923C10 16 1300 SH SHARED 01 1300 D WCI CMNTYS INC COM 92923C10 259 20400 SH SHARED 02 4900 15500 D WD-40 CO COM 92923610 1540 53300 SH SHARED 01 53300 D WD-40 CO COM 92923610 127 4400 SH SHR/OTHR 01 4400 D WD-40 CO COM 92923610 310 10757 SH SHARED 02 9357 1400 D WGL HLDGS INC COM 92924F10 326 13657 SH SHARED 13657 D WGL HLDGS INC COM 92924F10 1168 48890 SH SHARED 01 48890 D WGL HLDGS INC COM 92924F10 1018 42600 SH SHARED 02 41800 800 D WGL HLDGS INC COM 92924F10 4 199 SH SHARED 11 199 D WGL HLDGS INC COM 92924F10 86 3600 SH SHR/OTHR 11 3600 D WHX CORP PFD CV SER A 92924820 2099 488300 SH SHARED 488300 D W-H ENERGY SVCS INC COM 92925E10 34 2006 SH SHARED 2006 D W-H ENERGY SVCS INC COM 92925E10 108 6300 SH SHARED 01 6300 D W-H ENERGY SVCS INC COM 92925E10 2696 155851 SH SHARED 02 155651 200 D W HLDG CO INC COM 92925110 327 20093 SH SHARED 20093 D W HLDG CO INC COM 92925110 2045 125500 SH SHARED 01 125500 D W HLDG CO INC COM 92925110 402 24700 SH SHARED 02 24700 D WMX TECHNOLOGIES INC NOTE 2.000% 1/2 92929QAF 0 1000 PRN SHARED 02 1000 D WMS INDS INC COM 92929710 31 2199 SH SHARED 2199 D WMS INDS INC COM 92929710 81 5800 SH SHARED 01 5800 D WMS INDS INC COM 92929710 180 12767 SH SHARED 02 12767 D W P CAREY & CO LLC COM 92930Y10 68 2755 SH SHARED 2755 D W P CAREY & CO LLC COM 92930Y10 104 4200 SH SHARED 11 4200 D WPP GROUP PLC SPON ADR NEW 92930930 1421 41674 SH SHARED 41674 D WPP GROUP PLC SPON ADR NEW 92930930 65 1920 SH SHARED 01 1920 D WPP GROUP PLC SPON ADR NEW 92930930 5010 146924 SH SHARED 02 146908 16 D WPP GROUP PLC SPON ADR NEW 92930930 7977 233945 SH SHARED 05 233945 D WPP GROUP PLC SPON ADR NEW 92930930 474 13928 SH SHARED 11 5140 8788 D WPP GROUP PLC SPON ADR NEW 92930930 491 14400 SH SHR/OTHR 11 14400 D WPS RESOURCES CORP COM 92931B10 179 5065 SH SHARED 5065 D WPS RESOURCES CORP COM 92931B10 2945 83100 SH SHARED 01 83100 D WPS RESOURCES CORP COM 92931B10 1026 28958 SH SHARED 02 28558 400 D WPS RESOURCES CORP COM 92931B10 6389 180300 SH SHARED 11 179300 1000 D WSFS FINL CORP COM 92932810 261 9350 SH SHARED 9350 D WSFS FINL CORP COM 92932810 714 25500 SH SHARED 01 25500 D WSFS FINL CORP COM 92932810 126 4500 SH SHARED 02 4500 D WSFS FINL CORP COM 92932810 67 2400 SH SHARED 11 2400 D WVS FINL CORP COM 92935810 4 280 SH SHARED 11 280 D WABASH NATL CORP COM 92956610 96 17900 SH SHARED 01 17900 D WABASH NATL CORP COM 92956610 88 16350 SH SHARED 02 16350 D WABTEC CORP COM 92974010 132 9424 SH SHARED 01 9424 D WABTEC CORP COM 92974010 273 19400 SH SHARED 02 19400 D WACKENHUT CORRECTIONS CORP COM 92979810 28 2500 SH SHARED 01 2500 D WACKENHUT CORRECTIONS CORP COM 92979810 55 4900 SH SHARED 02 4900 D WACHOVIA CORP 2ND NEW COM 92990310 120297 3679960 SH SHARED 3679960 D WACHOVIA CORP 2ND NEW COM 92990310 191978 5872685 SH SHARED 01 5856419 16266 D WACHOVIA CORP 2ND NEW COM 92990310 2294 70202 SH SHR/OTHR 01 37724 32478 D WACHOVIA CORP 2ND NEW COM 92990310 29666 907507 SH SHARED 02 865128 42379 D WACHOVIA CORP 2ND NEW COM 92990310 6701 205000 SH SHARED 04 205000 D WACHOVIA CORP 2ND NEW COM 92990310 1209 36987 SH SHARED 06 36987 D WACHOVIA CORP 2ND NEW COM 92990310 3912 119672 SH SHARED 07 119672 D WACHOVIA CORP 2ND NEW COM 92990310 598 18300 SH SHARED 08 18300 D WACHOVIA CORP 2ND NEW COM 92990310 136326 4170267 SH SHARED 11 2670507 1250400 249360 D WACHOVIA CORP 2ND NEW COM 92990310 85270 2608458 SH SHR/OTHR 11 2608458 D WADDELL & REED FINL INC CL A 93005910 42 2400 SH SHARED 2400 D WADDELL & REED FINL INC CL A 93005910 20819 1178885 SH SHARED 1178885 D WADDELL & REED FINL INC CL A 93005910 997 56501 SH SHARED 01 56501 D WADDELL & REED FINL INC CL A 93005910 398 22574 SH SHARED 02 22574 D WADDELL & REED FINL INC CL A 93005910 18 1026 SH SHARED 11 51 975 D WADDELL & REED FINL INC CL A 93005910 48 2761 SH SHR/OTHR 11 2761 D WAL MART STORES INC COM 93114210 1911 38830 SH SHARED 19150 19680 D WAL MART STORES INC COM 93114210 511156 10380923 SH SHARED 9259882 1121041 D WAL MART STORES INC COM 93114210 888651 18047354 SH SHARED 01 17544397 502957 D WAL MART STORES INC COM 93114210 25849 524973 SH SHR/OTHR 01 285616 239357 D WAL MART STORES INC COM 93114210 121002 2457394 SH SHARED 02 2422563 34831 D WAL MART STORES INC COM 93114210 20683 420050 SH SHARED 03 266100 153950 D WAL MART STORES INC COM 93114210 26835 545000 SH SHARED 04 545000 D WAL MART STORES INC COM 93114210 1748 35500 SH SHARED 05 35500 D WAL MART STORES INC COM 93114210 60099 1220549 SH SHARED 06 1220549 D WAL MART STORES INC COM 93114210 9398 190863 SH SHARED 07 190863 D WAL MART STORES INC COM 93114210 4082 82919 SH SHARED 08 82919 D WAL MART STORES INC COM 93114210 11567 234918 SH SHARED 09 234918 D WAL MART STORES INC COM 93114210 1861 37800 SH SHARED 10 37800 D WAL MART STORES INC COM 93114210 318967 6477815 SH SHARED 11 2713079 2898050 866686 D WAL MART STORES INC COM 93114210 145126 2947333 SH SHR/OTHR 11 2947333 D WALGREEN CO COM 93142210 301 9800 SH SHARED 5000 4800 D WALGREEN CO COM 93142210 93820 3050068 SH SHARED 3049068 1000 D WALGREEN CO COM 93142210 134403 4369411 SH SHARED 01 4274341 95070 D WALGREEN CO COM 93142210 7251 235755 SH SHR/OTHR 01 197559 38196 D WALGREEN CO COM 93142210 19032 618736 SH SHARED 02 607205 11531 D WALGREEN CO COM 93142210 7000 227600 SH SHARED 03 122300 105300 D WALGREEN CO COM 93142210 3691 120000 SH SHARED 04 120000 D WALGREEN CO COM 93142210 4680 152146 SH SHARED 06 152146 D WALGREEN CO COM 93142210 808 26298 SH SHARED 07 26298 D WALGREEN CO COM 93142210 429 13962 SH SHARED 08 13962 D WALGREEN CO COM 93142210 3043 98958 SH SHARED 09 98958 D WALGREEN CO COM 93142210 43596 1417298 SH SHARED 11 344206 7801 1065291 D WALGREEN CO COM 93142210 32008 1040592 SH SHR/OTHR 11 1040592 D WALLACE COMPUTER SERVICES IN COM 93227010 150 8500 SH SHARED 8500 D WALLACE COMPUTER SERVICES IN COM 93227010 183 10409 SH SHARED 10409 D WALLACE COMPUTER SERVICES IN COM 93227010 606 34371 SH SHARED 01 34371 D WALLACE COMPUTER SERVICES IN COM 93227010 562 31888 SH SHARED 02 30700 1188 D WALTER INDS INC COM 93317Q10 443 36100 SH SHARED 01 36100 D WALTER INDS INC COM 93317Q10 186 15200 SH SHARED 02 15200 D WARREN BANCORP INC COM 93471010 1066 68278 SH SHARED 01 68278 D WARWICK CMNTY BANCORP INC COM 93655910 56 2100 SH SHARED 02 2100 D WASHINGTON FED INC COM 93882410 154 6902 SH SHARED 6902 D WASHINGTON FED INC COM 93882410 1066 47773 SH SHARED 01 47773 D WASHINGTON FED INC COM 93882410 151 6796 SH SHARED 02 4833 1963 D WASHINGTON MUT INC COM 93932210 512 16300 SH SHARED 16300 D WASHINGTON MUT INC COM 93932210 64952 2063954 SH SHARED 2057917 6037 D WASHINGTON MUT INC COM 93932210 159936 5082192 SH SHARED 01 4599507 50 482635 D WASHINGTON MUT INC COM 93932210 4575 145408 SH SHR/OTHR 01 55260 90148 D WASHINGTON MUT INC COM 93932210 18880 599964 SH SHARED 02 585817 14147 D WASHINGTON MUT INC COM 93932210 28857 917000 SH SHARED 04 917000 D WASHINGTON MUT INC COM 93932210 871 27696 SH SHARED 06 27696 D WASHINGTON MUT INC COM 93932210 2714 86256 SH SHARED 07 86256 D WASHINGTON MUT INC COM 93932210 415 13200 SH SHARED 08 13200 D WASHINGTON MUT INC COM 93932210 25129 798525 SH SHARED 11 645088 8900 144537 D WASHINGTON MUT INC COM 93932210 256551 8152263 SH SHR/OTHR 11 8152263 D WASHINGTON POST CO CL B 93964010 783 1207 SH SHARED 1207 D WASHINGTON POST CO CL B 93964010 3396 5234 SH SHARED 01 5234 D WASHINGTON POST CO CL B 93964010 1431 2206 SH SHARED 02 2206 D WASHINGTON POST CO CL B 93964010 4071 6273 SH SHARED 11 671 5602 D WASHINGTON POST CO CL B 93964010 1752 2700 SH SHR/OTHR 11 2700 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1817 71600 SH SHARED 01 71600 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 610 24049 SH SHARED 02 20900 3149 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 107 4250 SH SHARED 11 200 4050 D WASHINGTON SVGBK FSB WALDRF COM 93969610 198 24652 SH SHARED 05 24652 D WASHINGTON TR BANCORP COM 94061010 57 2900 SH SHARED 01 2900 D WASHINGTON TR BANCORP COM 94061010 161 8200 SH SHARED 02 8200 D WASHINGTON TR BANCORP COM 94061010 453 22982 SH SHARED 11 22982 D WASTE CONNECTIONS INC COM 94105310 1 54 SH SHARED 54 D WASTE CONNECTIONS INC COM 94105310 1711 49200 SH SHARED 01 49200 D WASTE CONNECTIONS INC COM 94105310 580 16677 SH SHARED 02 16677 D WASTE MGMT INC DEL COM 94106L10 132 5700 SH SHARED 5700 D WASTE MGMT INC DEL COM 94106L10 19220 824209 SH SHARED 824209 D WASTE MGMT INC DEL COM 94106L10 57677 2473325 SH SHARED 01 2473325 D WASTE MGMT INC DEL COM 94106L10 217 9333 SH SHR/OTHR 01 6070 3263 D WASTE MGMT INC DEL COM 94106L10 9738 417595 SH SHARED 02 417095 500 D WASTE MGMT INC DEL COM 94106L10 406 17427 SH SHARED 06 17427 D WASTE MGMT INC DEL COM 94106L10 198 8500 SH SHARED 07 8500 D WASTE MGMT INC DEL COM 94106L10 956 41000 SH SHARED 11 41000 D WASTE MGMT INC DEL COM 94106L10 18080 775310 SH SHR/OTHR 11 775310 D WATCHGUARD TECHNOLOGIES INC COM 94110510 57 13023 SH SHARED 13023 D WATCHGUARD TECHNOLOGIES INC COM 94110510 264 60000 SH SHARED 01 57200 2800 D WATCHGUARD TECHNOLOGIES INC COM 94110510 65 14900 SH SHARED 02 14900 D WATCHGUARD TECHNOLOGIES INC COM 94110510 23 5300 SH SHARED 11 5300 D WATER PIK TECHNOLOGIES INC COM 94113U10 2 211 SH SHARED 01 211 D WATER PIK TECHNOLOGIES INC COM 94113U10 59 5900 SH SHARED 02 5900 D WATERS CORP COM 94184810 4329 178543 SH SHARED 178543 D WATERS CORP COM 94184810 12632 520932 SH SHARED 01 520932 D WATERS CORP COM 94184810 2001 82549 SH SHARED 02 80781 1768 D WATERS CORP COM 94184810 42 1761 SH SHARED 06 1761 D WATERS CORP COM 94184810 27 1150 SH SHARED 07 1150 D WATERS CORP COM 94184810 55437 2286080 SH SHARED 11 1702706 162200 421174 D WATERS CORP COM 94184810 20693 853344 SH SHR/OTHR 11 853344 D WATSCO INC COM 94262220 10 752 SH SHARED 752 D WATSCO INC COM 94262220 95 6690 SH SHARED 01 6690 D WATSCO INC COM 94262220 141 9915 SH SHARED 02 9915 D WATSON PHARMACEUTICALS INC COM 94268310 5439 221950 SH SHARED 221950 D WATSON PHARMACEUTICALS INC COM 94268310 9586 391138 SH SHARED 01 387138 4000 D WATSON PHARMACEUTICALS INC COM 94268310 1537 62740 SH SHARED 02 62540 200 D WATSON PHARMACEUTICALS INC COM 94268310 23 941 SH SHARED 06 941 D WATSON PHARMACEUTICALS INC COM 94268310 90 3700 SH SHARED 07 3700 D WATSON PHARMACEUTICALS INC COM 94268310 8245 336425 SH SHARED 11 228025 107400 1000 D WATSON PHARMACEUTICALS INC COM 94268310 1561 63703 SH SHR/OTHR 11 63703 D WATSON WYATT & CO HLDGS CL A 94271210 29 1451 SH SHARED 1451 D WATSON WYATT & CO HLDGS CL A 94271210 148 7400 SH SHARED 01 7400 D WATSON WYATT & CO HLDGS CL A 94271210 249 12460 SH SHARED 02 12460 D WATSON WYATT & CO HLDGS CL A 94271210 4 245 SH SHARED 11 245 D WATTS INDS INC CL A 94274910 80 4926 SH SHARED 4926 D WATTS INDS INC CL A 94274910 318 19430 SH SHARED 01 19430 D WATTS INDS INC CL A 94274910 147 9009 SH SHARED 02 9009 D WAUSAU-MOSINEE PAPER CORP COM 94331510 63 6900 SH SHARED 6900 D WAUSAU-MOSINEE PAPER CORP COM 94331510 430 46690 SH SHARED 01 46690 D WAUSAU-MOSINEE PAPER CORP COM 94331510 293 31900 SH SHARED 02 31900 D WAVE SYSTEMS CORP CL A 94352610 0 200 SH SHARED 02 200 D WAYPOINT FINL CORP COM 94675610 1 100 SH SHARED 100 D WAYPOINT FINL CORP COM 94675610 1953 115886 SH SHARED 01 115886 D WAYPOINT FINL CORP COM 94675610 377 22400 SH SHARED 02 21400 1000 D WAYPOINT FINL CORP COM 94675610 27 1630 SH SHARED 11 1630 D WEATHERFORD INTL INC DBCV 6/3 947074AB 67137107938000 PRN SHARED 107938000 D WEATHERFORD INTL INC DBCV 6/3 947074AB 18 29000 PRN SHARED 02 29000 D WEBEX INC COM 94767L10 174 15552 SH SHARED 15552 D WEBEX INC COM 94767L10 348 31172 SH SHARED 01 31172 D WEBEX INC COM 94767L10 198 17746 SH SHARED 02 13996 3750 D WEBEX INC COM 94767L10 9949 889100 SH SHARED 11 580859 10641 297600 D WEBMETHODS INC COM 94768C10 175 36231 SH SHARED 36231 D WEBMETHODS INC COM 94768C10 335 69430 SH SHARED 01 66930 2500 D WEBMETHODS INC COM 94768C10 133 27600 SH SHARED 02 26850 750 D WEBMETHODS INC COM 94768C10 299 62000 SH SHARED 06 62000 D WEBMETHODS INC COM 94768C10 1656 342900 SH SHARED 11 342900 D WEBMETHODS INC COM 94768C10 500 103700 SH SHR/OTHR 11 103700 D WEBMETHODS INC COM 94768C10 2 500 SH SHARED 13 500 D WEBSENSE INC COM 94768410 247 21315 SH SHARED 21315 D WEBSENSE INC COM 94768410 1152 99300 SH SHARED 01 99300 D WEBSENSE INC COM 94768410 137 11800 SH SHARED 02 11800 D WEBSENSE INC COM 94768410 1044 90000 SH SHARED 04 90000 D WEBSENSE INC COM 94768410 6 600 SH SHARED 11 600 D WEBMD CORP COM 94769M10 64 12740 SH SHARED 12740 D WEBMD CORP COM 94769M10 843 166930 SH SHARED 01 143480 23450 D WEBMD CORP COM 94769M10 163 32362 SH SHARED 02 32062 300 D WEBMD CORP COM 94769M10 31 6300 SH SHR/OTHR 11 6300 D WEBSTER FINL CORP CONN COM 94789010 505 15040 SH SHARED 15040 D WEBSTER FINL CORP CONN COM 94789010 1900 56588 SH SHARED 01 56588 D WEBSTER FINL CORP CONN COM 94789010 488 14543 SH SHARED 02 13344 1199 D WEBSTER FINL CORP CONN COM 94789010 5309 158113 SH SHARED 11 158113 D WEIGHT WATCHERS INTL INC NEW COM 94862610 855 19734 SH SHARED 01 19734 D WEIGHT WATCHERS INTL INC NEW COM 94862610 86 2000 SH SHARED 02 2000 D WEIGHT WATCHERS INTL INC NEW COM 94862610 95 2200 SH SHARED 11 2200 D WEIGHT WATCHERS INTL INC NEW COM 94862610 2045 47165 SH SHR/OTHR 11 47165 D WEINGARTEN RLTY INVS SH BEN INT 94874110 101 2786 SH SHARED 2786 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1250 34170 SH SHARED 01 33720 450 D WEINGARTEN RLTY INVS SH BEN INT 94874110 71 1950 SH SHR/OTHR 01 1950 D WEINGARTEN RLTY INVS SH BEN INT 94874110 572 15651 SH SHARED 02 7030 8621 D WEIS MKTS INC COM 94884910 81 2421 SH SHARED 2421 D WEIS MKTS INC COM 94884910 329 9832 SH SHARED 01 9832 D WEIS MKTS INC COM 94884910 207 6200 SH SHARED 02 6200 D WELLMAN INC COM 94970210 55 4093 SH SHARED 4093 D WELLMAN INC COM 94970210 356 26100 SH SHARED 01 26100 D WELLMAN INC COM 94970210 301 22102 SH SHARED 02 22102 D WELLPOINT HEALTH NETWORK NEW SDCV 7/0 94973HAA 22 23000 PRN SHARED 02 23000 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 34847 475413 SH SHARED 475113 300 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 45609 622233 SH SHARED 01 584283 37950 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 596 8141 SH SHR/OTHR 01 200 7941 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 6545 89303 SH SHARED 02 88879 424 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 1117 15250 SH SHARED 04 15250 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 117 1608 SH SHARED 06 1608 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 820 11200 SH SHARED 07 11200 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 13857 189050 SH SHARED 11 161250 11800 16000 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 48600 663030 SH SHR/OTHR 11 663030 D WELLS FARGO & CO NEW COM 94974610 674 14000 SH SHARED 14000 D WELLS FARGO & CO NEW COM 94974610 251715 5226646 SH SHARED 5006560 220086 D WELLS FARGO & CO NEW COM 94974610 386849 8032588 SH SHARED 01 7629542 696 402350 D WELLS FARGO & CO NEW COM 94974610 13302 276206 SH SHR/OTHR 01 120057 156149 D WELLS FARGO & CO NEW COM 94974610 50520 1049011 SH SHARED 02 1027004 22007 D WELLS FARGO & CO NEW COM 94974610 43754 908520 SH SHARED 03 619580 288940 D WELLS FARGO & CO NEW COM 94974610 14568 302500 SH SHARED 04 302500 D WELLS FARGO & CO NEW COM 94974610 25920 538210 SH SHARED 06 538210 D WELLS FARGO & CO NEW COM 94974610 3074 63832 SH SHARED 07 63832 D WELLS FARGO & CO NEW COM 94974610 1069 22212 SH SHARED 08 22212 D WELLS FARGO & CO NEW COM 94974610 12564 260888 SH SHARED 09 260888 D WELLS FARGO & CO NEW COM 94974610 148740 3088472 SH SHARED 11 1398890 1255500 434082 D WELLS FARGO & CO NEW COM 94974610 78820 1636639 SH SHR/OTHR 11 1636639 D WELLSFORD REAL PPTYS INC COM NEW 95024020 860 50000 SH SHARED 50000 D WELLSFORD REAL PPTYS INC COM NEW 95024020 3 200 SH SHARED 01 200 D WELLSFORD REAL PPTYS INC COM NEW 95024020 53 3102 SH SHARED 02 3102 D WENDYS INTL INC COM 95059010 5317 160599 SH SHARED 160599 D WENDYS INTL INC COM 95059010 15440 466337 SH SHARED 01 466337 D WENDYS INTL INC COM 95059010 2147 64853 SH SHARED 02 64853 D WENDYS INTL INC COM 95059010 33 1012 SH SHARED 06 1012 D WENDYS INTL INC COM 95059010 4496 135800 SH SHARED 11 135800 D WENDYS INTL INC COM 95059010 2080 62843 SH SHR/OTHR 11 62843 D WERNER ENTERPRISES INC COM 95075510 118 6422 SH SHARED 6422 D WERNER ENTERPRISES INC COM 95075510 4477 243616 SH SHARED 01 243616 D WERNER ENTERPRISES INC COM 95075510 423 23063 SH SHARED 02 23063 D WERNER ENTERPRISES INC COM 95075510 6 360 SH SHARED 11 360 D WESBANCO INC COM 95081010 568 23885 SH SHARED 01 23885 D WESBANCO INC COM 95081010 283 11900 SH SHARED 02 11900 D WESCO FINL CORP COM 95081710 387 1259 SH SHARED 01 1259 D WESCO FINL CORP COM 95081710 35 114 SH SHARED 02 114 D WESCO INTL INC COM 95082P10 16 3877 SH SHARED 01 3877 D WESCO INTL INC COM 95082P10 34 8100 SH SHARED 02 8100 D WEST COAST BANCORP ORE NEW COM 95214510 72 4800 SH SHARED 01 4800 D WEST COAST BANCORP ORE NEW COM 95214510 134 8900 SH SHARED 02 8900 D WEST CORP COM 95235510 309 22103 SH SHARED 22103 D WEST CORP COM 95235510 70 5000 SH SHARED 01 5000 D WEST CORP COM 95235510 24 1720 SH SHARED 02 1720 D WEST MARINE INC COM 95423510 60 4744 SH SHARED 01 4744 D WEST MARINE INC COM 95423510 73 5800 SH SHARED 02 5800 D WEST PHARMACEUTICAL SVSC INC COM 95530610 237 11104 SH SHARED 11104 D WEST PHARMACEUTICAL SVSC INC COM 95530610 201 9425 SH SHARED 01 9425 D WEST PHARMACEUTICAL SVSC INC COM 95530610 156 7300 SH SHARED 02 7300 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1955 91301 SH SHR/OTHR 11 91301 D WESTAR ENERGY INC COM 95709T10 236 23534 SH SHARED 23534 D WESTAR ENERGY INC COM 95709T10 1293 128564 SH SHARED 01 128564 D WESTAR ENERGY INC COM 95709T10 14 1420 SH SHR/OTHR 01 1420 D WESTAR ENERGY INC COM 95709T10 475 47300 SH SHARED 02 47300 D WESTAR ENERGY INC COM 95709T10 27 2694 SH SHARED 11 2694 D WESTAR ENERGY INC COM 95709T10 11 1176 SH SHR/OTHR 11 1176 D WESTAMERICA BANCORPORATION COM 95709010 193 4800 SH SHARED 4800 D WESTAMERICA BANCORPORATION COM 95709010 1702 42257 SH SHARED 01 42257 D WESTAMERICA BANCORPORATION COM 95709010 415 10324 SH SHARED 02 10324 D WESTCORP INC COM 95790710 68 3423 SH SHARED 3423 D WESTCORP INC COM 95790710 53 2681 SH SHARED 01 2681 D WESTCORP INC COM 95790710 132 6600 SH SHARED 02 6600 D WESTCORP INC COM 95790710 56 2815 SH SHARED 11 2815 D WESTERN DIGITAL CORP COM 95810210 3842 817600 SH SHARED 01 817600 D WESTERN DIGITAL CORP COM 95810210 1070 227700 SH SHARED 02 227700 D WESTERN DIGITAL CORP COM 95810210 579 123200 SH SHARED 11 123200 D WESTERN DIGITAL CORP COM 95810210 23 5100 SH SHR/OTHR 11 5100 D WESTERN GAS RES INC COM 95825910 159 5100 SH SHARED 5100 D WESTERN GAS RES INC COM 95825910 216 6928 SH SHARED 6928 D WESTERN GAS RES INC COM 95825910 740 23700 SH SHARED 01 23700 D WESTERN GAS RES INC COM 95825910 563 18039 SH SHARED 02 18039 D WESTERN GAS RES INC COM 95825910 4228 135310 SH SHARED 11 135310 D WESTERN GAS RES INC PFD CONV $2.625 95825930 18910 396450 SH SHARED 396450 D WESTERN GAS RES INC PFD CONV $2.625 95825930 47 1000 SH SHARED 11 1000 D WESTERN SIERRA BANCORP COM 95952210 34 1470 SH SHR/OTHR 01 1470 D WESTERN WIRELESS CORP CL A 95988E20 272 100932 SH SHARED 100932 D WESTERN WIRELESS CORP CL A 95988E20 160 59350 SH SHARED 01 59350 D WESTERN WIRELESS CORP CL A 95988E20 93 34700 SH SHARED 02 33700 1000 D WESTFIELD FINANCIAL INC COM 96008D10 45 3000 SH SHARED 02 3000 D WESTPAC BKG CORP SPONSORED ADR 96121430 3 100 SH SHARED 02 100 D WESTPAC BKG CORP SPONSORED ADR 96121430 473 12480 SH SHARED 11 8830 3650 D WESTPOINT STEVENS INC COM 96123810 18 19272 SH SHARED 01 19272 D WESTPOINT STEVENS INC COM 96123810 19 19800 SH SHARED 02 19800 D WESTPOINT STEVENS INC COM 96123810 601 614200 SH SHR/OTHR 11 614200 D WESTPORT RES CORP NEW COM 96141810 159 8710 SH SHARED 01 8710 D WESTPORT RES CORP NEW COM 96141810 166 9100 SH SHARED 02 9100 D WESTPORT RES CORP NEW PFD CONV 96141820 2304 115200 SH SHARED 115200 D WESTPORT RES CORP NEW PFD CONV 96141820 160 8000 SH SHR/OTHR 01 8000 D WESTWOOD HLDGS GROUP INC COM 96176510 384 27026 SH SHARED 01 787 26239 D WESTWOOD HLDGS GROUP INC COM 96176510 4 287 SH SHARED 02 221 66 D WESTWOOD HLDGS GROUP INC COM 96176510 293 20628 SH SHARED 11 20628 D WESTWOOD ONE INC COM 96181510 348 9758 SH SHARED 9758 D WESTWOOD ONE INC COM 96181510 3081 86200 SH SHARED 01 86200 D WESTWOOD ONE INC COM 96181510 1814 50765 SH SHARED 02 29900 20865 D WESTWOOD ONE INC COM 96181510 3575 100000 SH SHARED 04 100000 D WESTWOOD ONE INC COM 96181510 475 13300 SH SHR/OTHR 11 13300 D WET SEAL INC CL A 96184010 110 11025 SH SHARED 01 11025 D WET SEAL INC CL A 96184010 172 17275 SH SHARED 02 17275 D WET SEAL INC CL A 96184010 1 127 SH SHARED 11 127 D WEYERHAEUSER CO COM 96216610 881 20140 SH SHARED 20140 D WEYERHAEUSER CO COM 96216610 16996 388310 SH SHARED 385810 2500 D WEYERHAEUSER CO COM 96216610 41607 950598 SH SHARED 01 938598 12000 D WEYERHAEUSER CO COM 96216610 293 6704 SH SHR/OTHR 01 1600 5104 D WEYERHAEUSER CO COM 96216610 6666 152299 SH SHARED 02 151798 501 D WEYERHAEUSER CO COM 96216610 218 5000 SH SHARED 04 5000 D WEYERHAEUSER CO COM 96216610 127 2918 SH SHARED 06 2918 D WEYERHAEUSER CO COM 96216610 80 1850 SH SHARED 07 1850 D WEYERHAEUSER CO COM 96216610 15590 356182 SH SHARED 11 349520 6662 D WEYERHAEUSER CO COM 96216610 5376 122840 SH SHR/OTHR 11 122840 D WHIRLPOOL CORP COM 96332010 495 10800 SH SHARED 10800 D WHIRLPOOL CORP COM 96332010 5401 117783 SH SHARED 112283 5500 D WHIRLPOOL CORP COM 96332010 13560 295683 SH SHARED 01 295183 500 D WHIRLPOOL CORP COM 96332010 1916 41798 SH SHARED 02 41638 160 D WHIRLPOOL CORP COM 96332010 115 2515 SH SHARED 06 2515 D WHIRLPOOL CORP COM 96332010 25 550 SH SHARED 07 550 D WHIRLPOOL CORP COM 96332010 2676 58370 SH SHARED 11 58370 D WHIRLPOOL CORP COM 96332010 1865 40679 SH SHR/OTHR 11 40679 D WHITE ELECTR DESIGNS CORP COM 96380110 43 5800 SH SHARED 01 5800 D WHITE ELECTR DESIGNS CORP COM 96380110 14 2000 SH SHR/OTHR 01 2000 D WHITE ELECTR DESIGNS CORP COM 96380110 73 9800 SH SHARED 02 9800 D WHITEHALL JEWELLERS INC COM 96506310 27 2600 SH SHARED 01 2600 D WHITEHALL JEWELLERS INC COM 96506310 67 6400 SH SHARED 02 6400 D WHITNEY HLDG CORP COM 96661210 337 10525 SH SHARED 01 10525 D WHITNEY HLDG CORP COM 96661210 93 2922 SH SHARED 02 2922 D WHITNEY HLDG CORP COM 96661210 108 3375 SH SHARED 11 3375 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 16900 32500000 PRN SHARED 32500000 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 253 487000 PRN SHARED 02 487000 D WHOLE FOODS MKT INC COM 96683710 131 3062 SH SHARED 3062 D WHOLE FOODS MKT INC COM 96683710 9877 230570 SH SHARED 01 230570 D WHOLE FOODS MKT INC COM 96683710 94 2200 SH SHR/OTHR 01 2200 D WHOLE FOODS MKT INC COM 96683710 846 19768 SH SHARED 02 19168 600 D WHOLE FOODS MKT INC COM 96683710 22 520 SH SHARED 11 520 D WHOLE FOODS MKT INC COM 96683710 449 10500 SH SHR/OTHR 11 10500 D WILD OATS MARKETS INC COM 96808B10 134 14860 SH SHARED 14860 D WILD OATS MARKETS INC COM 96808B10 810 89314 SH SHARED 01 89314 D WILD OATS MARKETS INC COM 96808B10 98 10800 SH SHARED 02 10800 D WILEY JOHN & SONS INC CL A 96822320 213 9714 SH SHARED 9714 D WILEY JOHN & SONS INC CL A 96822320 224 10200 SH SHARED 01 10200 D WILEY JOHN & SONS INC CL A 96822320 69 3173 SH SHARED 02 3173 D WILEY JOHN & SONS INC CL A 96822320 544 24740 SH SHARED 11 4800 19940 D WILLBROS GROUP INC COM 96919910 2092 201600 SH SHARED 06 201600 D WILLBROS GROUP INC COM 96919910 3629 349700 SH SHARED 11 349700 D WILLBROS GROUP INC COM 96919910 1682 162100 SH SHR/OTHR 11 162100 D WILLIAMS COS INC DEL COM 96945710 5230 2314335 SH SHARED 2314335 D WILLIAMS COS INC DEL COM 96945710 3808 1685093 SH SHARED 01 1685093 D WILLIAMS COS INC DEL COM 96945710 19 8600 SH SHR/OTHR 01 8600 D WILLIAMS COS INC DEL COM 96945710 766 339272 SH SHARED 02 334347 4925 D WILLIAMS COS INC DEL COM 96945710 35 15904 SH SHARED 06 15904 D WILLIAMS COS INC DEL COM 96945710 10 4550 SH SHARED 07 4550 D WILLIAMS COS INC DEL COM 96945710 1991 881048 SH SHARED 11 839380 41668 D WILLIAMS COS INC DEL COM 96945710 22742 10062991 SH SHR/OTHR 11 10062991 D WILLIAMS CLAYTON ENERGY INC COM 96949010 34 4100 SH SHARED 01 4100 D WILLIAMS CLAYTON ENERGY INC COM 96949010 0 100 SH SHARED 02 100 D WILLIAMS SONOMA INC COM 96990410 421 17821 SH SHARED 17821 D WILLIAMS SONOMA INC COM 96990410 3174 134322 SH SHARED 01 131572 2750 D WILLIAMS SONOMA INC COM 96990410 385 16300 SH SHR/OTHR 01 16300 D WILLIAMS SONOMA INC COM 96990410 971 41109 SH SHARED 02 41109 D WILLIAMS SONOMA INC COM 96990410 14 600 SH SHARED 11 600 D WILLIAMS SONOMA INC COM 96990410 605 25630 SH SHR/OTHR 11 25630 D WILLOW GROVE BANCORP INC NEW COM 97111W10 36 3089 SH SHARED 3089 D WILLOW GROVE BANCORP INC NEW COM 97111W10 2 200 SH SHARED 01 200 D WILLOW GROVE BANCORP INC NEW COM 97111W10 33 2802 SH SHARED 02 2802 D WILMINGTON TRUST CORP COM 97180710 130 4502 SH SHARED 4502 D WILMINGTON TRUST CORP COM 97180710 1350 46682 SH SHARED 01 46682 D WILMINGTON TRUST CORP COM 97180710 832 28778 SH SHARED 02 18110 10668 D WILMINGTON TRUST CORP COM 97180710 176 6120 SH SHARED 11 6120 D WILMINGTON TRUST CORP COM 97180710 572 19800 SH SHR/OTHR 11 19800 D WILSHIRE OIL CO TEX COM 97188910 1 320 SH SHARED 11 320 D WILSON GREATBATCH TECHNOLOGI COM 97223210 32 1156 SH SHARED 1156 D WILSON GREATBATCH TECHNOLOGI COM 97223210 194 7000 SH SHARED 01 7000 D WILSON GREATBATCH TECHNOLOGI COM 97223210 328 11800 SH SHARED 02 11800 D WILSONS THE LEATHER EXPERTS COM 97246310 39 5600 SH SHARED 01 5600 D WILSONS THE LEATHER EXPERTS COM 97246310 56 8000 SH SHARED 02 8000 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 5 300 SH SHARED 02 300 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 324 19000 SH SHARED 04 19000 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 1071 62670 SH SHARED 06 62670 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 51 3000 SH SHARED 07 3000 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 126 7380 SH SHR/OTHR 11 7380 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 450 26330 SH SHARED 13 26330 D WIND RIVER SYSTEMS INC NOTE 3.750%12/1 973149AE 1332 2000000 PRN SHARED 02 2000000 D WIND RIVER SYSTEMS INC COM 97314910 618 192124 SH SHARED 192124 D WIND RIVER SYSTEMS INC COM 97314910 243 75685 SH SHARED 01 75685 D WIND RIVER SYSTEMS INC COM 97314910 250 77762 SH SHARED 02 77762 D WINN DIXIE STORES INC COM 97428010 2472 188447 SH SHARED 188447 D WINN DIXIE STORES INC COM 97428010 7309 557160 SH SHARED 01 557160 D WINN DIXIE STORES INC COM 97428010 1595 121570 SH SHARED 02 121570 D WINN DIXIE STORES INC COM 97428010 14 1115 SH SHARED 06 1115 D WINN DIXIE STORES INC COM 97428010 49 3790 SH SHARED 11 3790 D WINN DIXIE STORES INC COM 97428010 962 73358 SH SHR/OTHR 11 73358 D WINNEBAGO INDS INC COM 97463710 273 6918 SH SHARED 6918 D WINNEBAGO INDS INC COM 97463710 144 3647 SH SHARED 01 3647 D WINNEBAGO INDS INC COM 97463710 287 7279 SH SHARED 02 7279 D WINNEBAGO INDS INC COM 97463710 28 725 SH SHARED 11 630 95 D WINSTON HOTELS INC COM 97563A10 75 10435 SH SHARED 10435 D WINSTON HOTELS INC COM 97563A10 22 3100 SH SHARED 01 3100 D WINSTON HOTELS INC COM 97563A10 69 9600 SH SHARED 02 9600 D WINSTON HOTELS INC COM 97563A10 9 1300 SH SHARED 11 1300 D WINTRUST FINANCIAL CORP COM 97650W10 2122 74100 SH SHARED 01 74100 D WINTRUST FINANCIAL CORP COM 97650W10 256 8969 SH SHARED 02 8969 D WINTRUST FINANCIAL CORP COM 97650W10 1065 37200 SH SHARED 06 37200 D WINTRUST FINANCIAL CORP COM 97650W10 3237 113010 SH SHARED 11 111610 1400 D WINTRUST FINANCIAL CORP COM 97650W10 767 26800 SH SHR/OTHR 11 26800 D WIPRO LTD SPON ADR 1 SH 97651M10 8 306 SH SHARED 306 D WIPRO LTD SPON ADR 1 SH 97651M10 1349 48800 SH SHARED 04 48800 D WIRELESS FACILITIES INC COM 97653A10 142 32132 SH SHARED 01 32132 D WIRELESS FACILITIES INC COM 97653A10 58 13100 SH SHARED 02 13100 D WIRELESS HOLDRS TR DEPOSITRY RCPT 97653L20 564 20000 SH SHARED 02 20000 D WISCONSIN ENERGY CORP COM 97665710 479 19746 SH SHARED 19746 D WISCONSIN ENERGY CORP COM 97665710 2108 86751 SH SHARED 01 86751 D WISCONSIN ENERGY CORP COM 97665710 191 7870 SH SHR/OTHR 01 7870 D WISCONSIN ENERGY CORP COM 97665710 944 38865 SH SHARED 02 33665 5200 D WISCONSIN ENERGY CORP COM 97665710 64 2656 SH SHARED 11 1550 1106 D WISCONSIN ENERGY CORP COM 97665710 184 7593 SH SHR/OTHR 11 7593 D WITNESS SYS INC COM 97742410 56 9684 SH SHARED 9684 D WITNESS SYS INC COM 97742410 108 18600 SH SHARED 01 18600 D WITNESS SYS INC COM 97742410 45 7800 SH SHARED 02 7800 D WITNESS SYS INC COM 97742410 6361 1093000 SH SHARED 11 791000 9900 292100 D WOLVERINE TUBE INC COM 97809310 33 5529 SH SHARED 5529 D WOLVERINE TUBE INC COM 97809310 0 100 SH SHARED 01 100 D WOLVERINE TUBE INC COM 97809310 0 152 SH SHARED 02 152 D WOLVERINE WORLD WIDE INC COM 97809710 711 47443 SH SHARED 01 47193 250 D WOLVERINE WORLD WIDE INC COM 97809710 362 24155 SH SHARED 02 24155 D WOMEN FIRST HEALTHCARE COM 97815010 56 11967 SH SHARED 11967 D WOMEN FIRST HEALTHCARE COM 97815010 27 5774 SH SHARED 01 5774 D WOMEN FIRST HEALTHCARE COM 97815010 41 8800 SH SHARED 02 8800 D WOODHEAD INDS INC COM 97943810 30 2767 SH SHARED 01 2767 D WOODHEAD INDS INC COM 97943810 63 5800 SH SHARED 02 5800 D WOODHEAD INDS INC COM 97943810 36 3276 SH SHARED 11 276 3000 D WOODWARD GOVERNOR CO COM 98074510 94 2001 SH SHARED 2001 D WOODWARD GOVERNOR CO COM 98074510 1858 39200 SH SHARED 01 39200 D WOODWARD GOVERNOR CO COM 98074510 242 5118 SH SHARED 02 5118 D WOODWARD GOVERNOR CO COM 98074510 320 6770 SH SHARED 11 6770 D WORKFLOW MGMT INC COM 98137N10 5 3000 SH SHARED 3000 D WORLD ACCEP CORP DEL COM 98141910 28 3600 SH SHARED 01 3600 D WORLD ACCEP CORP DEL COM 98141910 49 6200 SH SHARED 02 6200 D WORLD FUEL SVCS CORP COM 98147510 122 6344 SH SHARED 6344 D WORLD FUEL SVCS CORP COM 98147510 63 3300 SH SHARED 01 3300 D WORLD FUEL SVCS CORP COM 98147510 125 6500 SH SHARED 02 6500 D WORLDGATE COMMUNICATIONS INC COM 98156L30 1 2800 SH SHARED 02 2800 D WORLD WRESTLING ENTMT INC CL A 98156Q10 58 6929 SH SHARED 6929 D WORLD WRESTLING ENTMT INC CL A 98156Q10 141 16894 SH SHARED 01 16894 D WORLD WRESTLING ENTMT INC CL A 98156Q10 46 5500 SH SHARED 02 5500 D WORTHINGTON INDS INC COM 98181110 2540 135840 SH SHARED 135840 D WORTHINGTON INDS INC COM 98181110 8160 436371 SH SHARED 01 436371 D WORTHINGTON INDS INC COM 98181110 1525 81569 SH SHARED 02 81569 D WORTHINGTON INDS INC COM 98181110 1054 56398 SH SHR/OTHR 11 56398 D WRIGHT MED GROUP INC COM 98235T10 114 6018 SH SHARED 01 6018 D WRIGHT MED GROUP INC COM 98235T10 171 9030 SH SHARED 02 9030 D WRIGLEY WM JR CO COM 98252610 17051 344537 SH SHARED 344537 D WRIGLEY WM JR CO COM 98252610 39821 804640 SH SHARED 01 796640 8000 D WRIGLEY WM JR CO COM 98252610 79 1600 SH SHR/OTHR 01 1600 D WRIGLEY WM JR CO COM 98252610 5925 119734 SH SHARED 02 119734 D WRIGLEY WM JR CO COM 98252610 69 1410 SH SHARED 06 1410 D WRIGLEY WM JR CO COM 98252610 873 17650 SH SHARED 11 17650 D WRIGLEY WM JR CO COM 98252610 5949 120209 SH SHR/OTHR 11 120209 D WYETH COM 98302410 144688 4549956 SH SHARED 4515087 34869 D WYETH COM 98302410 186463 5863634 SH SHARED 01 5758356 105278 D WYETH COM 98302410 16008 503422 SH SHR/OTHR 01 311087 192335 D WYETH COM 98302410 31974 1005484 SH SHARED 02 919563 85921 D WYETH COM 98302410 3421 107600 SH SHARED 03 60200 47400 D WYETH COM 98302410 146925 4620300 SH SHARED 04 4620300 D WYETH COM 98302410 35177 1106205 SH SHARED 06 1106205 D WYETH COM 98302410 1279 40235 SH SHARED 07 40235 D WYETH COM 98302410 3047 95839 SH SHARED 08 95839 D WYETH COM 98302410 715 22500 SH SHARED 10 22500 D WYETH COM 98302410 151451 4762618 SH SHARED 11 1861445 1964600 936573 D WYETH COM 98302410 76137 2394260 SH SHR/OTHR 11 2394260 D WYNDHAM INTL INC CL A 98310110 26 78251 SH SHARED 01 78251 D WYNDHAM INTL INC CL A 98310110 0 536 SH SHR/OTHR 01 536 D WYNDHAM INTL INC CL A 98310110 30 89100 SH SHARED 02 89100 D WYNDHAM INTL INC CL A 98310110 0 991 SH SHARED 11 991 D XL CAP LTD DBCV 5/2 98372PAB 30262 49368000 PRN SHARED 49368000 D XL CAP LTD DBCV 5/2 98372PAB 1226 2000000 PRN SHARED 01 2000000 D XL CAP LTD NOTE 9/0 98372PAD 17768 30322000 PRN SHARED 30322000 D XL CAP LTD NOTE 9/0 98372PAD 6665 11375000 PRN SHARED 02 11375000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 5 1387 SH SHARED 1387 D XM SATELLITE RADIO HLDGS INC CL A 98375910 150 38700 SH SHARED 01 38700 D XM SATELLITE RADIO HLDGS INC CL A 98375910 204 52350 SH SHARED 02 46900 5450 D XM SATELLITE RADIO HLDGS INC CL A 98375910 15 4000 SH SHARED 11 4000 D XTO ENERGY CORP COM 98385X10 80 3924 SH SHARED 3924 D XTO ENERGY CORP COM 98385X10 2017 97875 SH SHARED 01 97875 D XTO ENERGY CORP COM 98385X10 108 5250 SH SHR/OTHR 01 5250 D XTO ENERGY CORP COM 98385X10 1595 77394 SH SHARED 02 77394 D X-RITE INC COM 98385710 66 8600 SH SHARED 01 8600 D X-RITE INC COM 98385710 80 10472 SH SHARED 02 10472 D XCEL ENERGY INC COM 98389B10 35756 3840569 SH SHARED 3839739 830 D XCEL ENERGY INC COM 98389B10 14098 1514321 SH SHARED 01 1513821 500 D XCEL ENERGY INC COM 98389B10 55 5985 SH SHR/OTHR 01 4985 1000 D XCEL ENERGY INC COM 98389B10 2340 251383 SH SHARED 02 233004 18379 D XCEL ENERGY INC COM 98389B10 110651 11885250 SH SHARED 05 11885250 D XCEL ENERGY INC COM 98389B10 34 3720 SH SHARED 06 3720 D XCEL ENERGY INC COM 98389B10 576 61954 SH SHARED 11 40628 21326 D XCEL ENERGY INC COM 98389B10 2226 239138 SH SHR/OTHR 11 239138 D XANSER CORP COM 98389J10 0 100 SH SHARED 02 100 D XILINX INC COM 98391910 9936 627392 SH SHARED 627392 D XILINX INC COM 98391910 24053 1518745 SH SHARED 01 1379020 139725 D XILINX INC COM 98391910 294 18577 SH SHR/OTHR 01 11200 7377 D XILINX INC COM 98391910 6882 434563 SH SHARED 02 434298 265 D XILINX INC COM 98391910 7919 500000 SH SHARED 04 500000 D XILINX INC COM 98391910 217 13716 SH SHARED 06 13716 D XILINX INC COM 98391910 656 41450 SH SHARED 07 41450 D XILINX INC COM 98391910 33398 2108784 SH SHARED 11 1853525 140300 114959 D XILINX INC COM 98391910 4273 269830 SH SHR/OTHR 11 269830 D XEROX CORP SDCV 0.570% 4/2 984121BB 0 1000 PRN SHARED 1000 D XEROX CORP SDCV 0.570% 4/2 984121BB 86025152257000 PRN SHARED 152257000 D XEROX CORP COM 98412110 44805 9051593 SH SHARED 9041293 10300 D XEROX CORP COM 98412110 14593 2948083 SH SHARED 01 2947878 205 D XEROX CORP COM 98412110 8 1800 SH SHR/OTHR 01 1800 D XEROX CORP COM 98412110 3847 777348 SH SHARED 02 774648 2700 D XEROX CORP COM 98412110 53 10713 SH SHARED 06 10713 D XEROX CORP COM 98412110 31 6350 SH SHARED 07 6350 D XEROX CORP COM 98412110 31 6300 SH SHARED 11 5900 400 D XEROX CORP COM 98412110 1985 401023 SH SHR/OTHR 11 401023 D XYBERNAUT CORP COM 98414910 0 100 SH SHARED 02 100 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 12 1183 SH SHARED 1183 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 931 83210 SH SHARED 02 83210 D YAHOO INC COM 98433210 24 2574 SH SHARED 200 2374 D YAHOO INC COM 98433210 15484 1618013 SH SHARED 1586483 31530 D YAHOO INC COM 98433210 21441 2240447 SH SHARED 01 2238667 1780 D YAHOO INC COM 98433210 4 420 SH SHR/OTHR 01 260 160 D YAHOO INC COM 98433210 3978 415701 SH SHARED 02 415601 100 D YAHOO INC COM 98433210 12455 1301500 SH SHARED 04 1301500 D YAHOO INC COM 98433210 109 11406 SH SHARED 06 11406 D YAHOO INC COM 98433210 33 3450 SH SHARED 07 3450 D YAHOO INC COM 98433210 9345 976560 SH SHARED 11 976160 400 D YAHOO INC COM 98433210 3534 369285 SH SHR/OTHR 11 369285 D YANKEE CANDLE INC COM 98475710 169 9891 SH SHARED 9891 D YANKEE CANDLE INC COM 98475710 445 25948 SH SHARED 01 25948 D YANKEE CANDLE INC COM 98475710 324 18900 SH SHARED 02 18900 D XICOR INC COM 98490310 66 18300 SH SHARED 01 18300 D XICOR INC COM 98490310 42 11700 SH SHARED 02 11700 D YARDVILLE NATL BANCORP COM 98502110 44 2600 SH SHARED 01 2600 D YARDVILLE NATL BANCORP COM 98502110 57 3400 SH SHARED 02 3400 D YELLOW CORP COM 98550910 1335 45256 SH SHARED 45256 D YELLOW CORP COM 98550910 3772 127838 SH SHARED 01 127838 D YELLOW CORP COM 98550910 527 17880 SH SHARED 02 16880 1000 D YORK INTL CORP NEW COM 98667010 574 20370 SH SHARED 20370 D YORK INTL CORP NEW COM 98667010 1278 45350 SH SHARED 01 45350 D YORK INTL CORP NEW COM 98667010 352 12484 SH SHARED 02 11773 711 D YORK INTL CORP NEW COM 98667010 1434 50856 SH SHARED 07 50856 D YORK INTL CORP NEW COM 98667010 4244 150500 SH SHARED 11 150500 D YOUNG BROADCASTING INC CL A 98743410 139 16051 SH SHARED 16051 D YOUNG BROADCASTING INC CL A 98743410 143 16561 SH SHARED 01 16561 D YOUNG BROADCASTING INC CL A 98743410 79 9225 SH SHARED 02 8825 400 D YOUNG INNOVATIONS INC COM 98752010 16 600 SH SHARED 01 600 D YOUNG INNOVATIONS INC COM 98752010 64 2400 SH SHARED 02 2400 D YUM BRANDS INC COM 98849810 12066 435440 SH SHARED 413838 21602 D YUM BRANDS INC COM 98849810 34610 1249038 SH SHARED 01 1244598 4440 D YUM BRANDS INC COM 98849810 443 15992 SH SHR/OTHR 01 2812 13180 D YUM BRANDS INC COM 98849810 5164 186394 SH SHARED 02 176004 10390 D YUM BRANDS INC COM 98849810 12935 466801 SH SHARED 06 466801 D YUM BRANDS INC COM 98849810 127 4600 SH SHARED 07 4600 D YUM BRANDS INC COM 98849810 1161 41900 SH SHARED 08 41900 D YUM BRANDS INC COM 98849810 609 22000 SH SHARED 10 22000 D YUM BRANDS INC COM 98849810 26210 945898 SH SHARED 11 41838 890500 13560 D YUM BRANDS INC COM 98849810 4726 170564 SH SHR/OTHR 11 170564 D ZALE CORP NEW COM 98885810 1302 43200 SH SHARED 01 43200 D ZALE CORP NEW COM 98885810 21 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 76 2540 SH SHARED 02 2540 D ZALE CORP NEW COM 98885810 41 1365 SH SHARED 11 1170 195 D ZARLINK SEMICONDUCTOR INC COM 98913910 0 70 SH SHARED 70 D ZARLINK SEMICONDUCTOR INC COM 98913910 0 300 SH SHARED 02 300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 814 15450 SH SHARED 01 15450 D ZEBRA TECHNOLOGIES CORP CL A 98920710 14 275 SH SHR/OTHR 01 275 D ZEBRA TECHNOLOGIES CORP CL A 98920710 155 2957 SH SHARED 02 2957 D ZEBRA TECHNOLOGIES CORP CL A 98920710 4483 85100 SH SHARED 11 85100 D ZEBRA TECHNOLOGIES CORP CL A 98920710 49 930 SH SHR/OTHR 11 930 D ZENITH NATL INS CORP COM 98939010 856 32400 SH SHARED 32400 D ZENITH NATL INS CORP COM 98939010 108 4100 SH SHARED 01 4100 D ZENITH NATL INS CORP COM 98939010 126 4798 SH SHARED 02 4798 D ZILA INC COM PAR $0.01 98951320 7 6500 SH SHARED 01 6500 D ZIMMER HLDGS INC COM 98956P10 9960 259784 SH SHARED 258471 1313 D ZIMMER HLDGS INC COM 98956P10 36430 950208 SH SHARED 01 927844 1663 20701 D ZIMMER HLDGS INC COM 98956P10 11169 291321 SH SHR/OTHR 01 255798 35523 D ZIMMER HLDGS INC COM 98956P10 4468 116542 SH SHARED 02 108479 8063 D ZIMMER HLDGS INC COM 98956P10 36 950 SH SHARED 03 740 210 D ZIMMER HLDGS INC COM 98956P10 193 5059 SH SHARED 06 5059 D ZIMMER HLDGS INC COM 98956P10 65 1700 SH SHARED 07 1700 D ZIMMER HLDGS INC COM 98956P10 80318 2094912 SH SHARED 11 1070034 890320 134558 D ZIMMER HLDGS INC COM 98956P10 14988 390942 SH SHR/OTHR 11 390942 D ZIONS BANCORPORATION COM 98970110 5255 120722 SH SHARED 120722 D ZIONS BANCORPORATION COM 98970110 16706 383792 SH SHARED 01 383692 100 D ZIONS BANCORPORATION COM 98970110 2825 64920 SH SHARED 02 64920 D ZIONS BANCORPORATION COM 98970110 79 1835 SH SHARED 06 1835 D ZIONS BANCORPORATION COM 98970110 30 700 SH SHARED 07 700 D ZIONS BANCORPORATION COM 98970110 2507 57600 SH SHARED 11 57600 D ZIONS BANCORPORATION COM 98970110 32498 746584 SH SHR/OTHR 11 746584 D ZIX CORP COM 98974P10 3 909 SH SHARED 909 D ZIX CORP COM 98974P10 61 16000 SH SHARED 01 16000 D ZIX CORP COM 98974P10 5 1501 SH SHARED 02 1501 D ZORAN CORP COM 98975F10 4720 429150 SH SHARED 01 429150 D ZORAN CORP COM 98975F10 230 20977 SH SHARED 02 19889 1088 D ZORAN CORP COM 98975F10 303 27600 SH SHARED 06 27600 D ZORAN CORP COM 98975F10 8259 750850 SH SHARED 11 750850 D ZORAN CORP COM 98975F10 32 2950 SH SHARED 13 2950 D ZYMOGENETICS INC COM 98985T10 3 430 SH SHARED 01 430 D ZYMOGENETICS INC COM 98985T10 44 5502 SH SHARED 02 5502 D ZYGO CORP COM 98985510 40 9601 SH SHARED 9601 D ZYGO CORP COM 98985510 38 9152 SH SHARED 01 9152 D ZYGO CORP COM 98985510 796 187900 SH SHARED 02 18900 169000 D ZYGO CORP COM 98985510 3370 794900 SH SHARED 11 497829 5071 292000 D ZOLL MED CORP COM 98992210 205 6765 SH SHARED 6765 D ZOLL MED CORP COM 98992210 535 17600 SH SHARED 01 17600 D ZOLL MED CORP COM 98992210 30 1000 SH SHR/OTHR 01 1000 D ZOLL MED CORP COM 98992210 145 4800 SH SHARED 02 4800 D ZOLL MED CORP COM 98992210 46 1530 SH SHARED 11 1530 D ZOMAX INC MINN COM 98992910 103 26464 SH SHARED 26464 D ZOMAX INC MINN COM 98992910 51 13256 SH SHARED 01 13256 D ZOMAX INC MINN COM 98992910 66 17000 SH SHARED 02 16500 500 D ZOMAX INC MINN COM 98992910 32 8220 SH SHARED 11 8220 S REPORT SUMMARY 16611 DATA RECORDS 143334710 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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