-----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, TD6pCEoSFsGdLXF3nwRiy0Wc9lQGW10+hb+0XX84qhPkiKMhlV+KKY8fi5E5l6ph RARXd4J+AoSs4+xUMaA3lg== 0001092307-02-000112.txt : 20021114 0001092307-02-000112.hdr.sgml : 20021114 20021113173711 ACCESSION NUMBER: 0001092307-02-000112 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20021114 EFFECTIVENESS DATE: 20021114 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: 02821127 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 nov12.txt JUNE 2002 AMENDED 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: JUNE 30, 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: Damian Reitemeyer Title: Director Phone: 212-602-1810 Signature, Place, and Date of Signing: Damian Reitemeyer New York, New York NOVEMBER 13, 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: 11 Form 13F Information Table Entry Total: 17439 Form 13F Information Table Value Total: 174283179 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 Confidential treatment has been requested under separate cover for a portion of the Manager's securities positions held at the end of this quarter. VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D DAIMLERCHRYSLER AG ORD D1668R12 13 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 1471 30516 SH SHARED 02 29769 747 D ACE LTD ORD G0070K10 22005 696375 SH SHARED 696375 D ACE LTD ORD G0070K10 5040 159520 SH SHARED 02 148898 10622 D ACE LTD ORD G0070K10 1162 36800 SH SHARED 11 36800 D ACE LTD ORD G0070K10 276 8755 SH SHR/OTHR 11 8755 D AMDOCS LTD ORD G0260210 77 10264 SH SHARED 10264 D AMDOCS LTD ORD G0260210 7 1000 SH SHR/OTHR 01 1000 D AMDOCS LTD ORD G0260210 32 4276 SH SHARED 02 76 4200 D AMDOCS LTD ORD G0260210 22206 2941300 SH SHARED 11 2802800 138500 D ANNUITY AND LIFE RE HLDGS ORD G0391010 163 9022 SH SHARED 9022 D ANNUITY AND LIFE RE HLDGS ORD G0391010 13 763 SH SHARED 02 500 263 D APEX SILVER MINES LTD ORD G0407410 155 10700 SH SHARED 02 1200 9500 D APEX SILVER MINES LTD ORD G0407410 188 13000 SH SHARED 11 13000 D ACCENTURE LTD BERMUDA CL A G1150G11 603 31746 SH SHARED 31746 D ACCENTURE LTD BERMUDA CL A G1150G11 494 26022 SH SHARED 02 24122 1900 D ACCENTURE LTD BERMUDA CL A G1150G11 38920 2048460 SH SHARED 11 2032860 15600 D ACCENTURE LTD BERMUDA CL A G1150G11 951 50055 SH SHR/OTHR 11 50055 D BUNGE LIMITED COM G1696210 696 33030 SH SHARED 02 33030 D CHINADOTCOM CORP CL A G2108N10 41 15371 SH SHARED 15371 D CHINADOTCOM CORP CL A G2108N10 1 500 SH SHR/OTHR 01 500 D CHINADOTCOM CORP CL A G2108N10 2 1068 SH SHARED 02 850 218 D COOPER INDS LTD CL A G2418210 8187 208321 SH SHARED 208321 D COOPER INDS LTD CL A G2418210 149 3800 SH SHR/OTHR 01 3800 D COOPER INDS LTD CL A G2418210 3033 77180 SH SHARED 02 77180 D COOPER INDS LTD CL A G2418210 2980 75838 SH SHARED 11 75500 338 D COOPER INDS LTD CL A G2418210 149 3797 SH SHR/OTHR 11 3797 D ELAN PLC *W EXP 08/31/200 G2953916 16 44900 SH SHARED 44900 D XCELERA INC COM G3161110 10 12201 SH SHARED 12201 D XCELERA INC COM G3161110 3 4240 SH SHARED 02 4240 D XCELERA INC COM G3161110 0 600 SH SHARED 11 600 D EVEREST RE GROUP LTD COM G3223R10 380 6800 SH SHARED 6800 D EVEREST RE GROUP LTD COM G3223R10 139 2500 SH SHARED 01 2500 D EVEREST RE GROUP LTD COM G3223R10 46338 828216 SH SHARED 02 828216 D EVEREST RE GROUP LTD COM G3223R10 9763 174500 SH SHARED 11 126000 46000 2500 D FRESH DEL MONTE PRODUCE INC ORD G3673810 256 10269 SH SHARED 10269 D FRESH DEL MONTE PRODUCE INC ORD G3673810 2500 100000 SH SHARED 01 100000 D FRESH DEL MONTE PRODUCE INC ORD G3673810 173 6920 SH SHARED 02 6920 D FRESH DEL MONTE PRODUCE INC ORD G3673810 26415 1056600 SH SHARED 11 1056600 D FRESH DEL MONTE PRODUCE INC ORD G3673810 5857 234300 SH SHR/OTHR 11 234300 D FRONTLINE LTD ORD G3682E12 7 752 SH SHARED 752 D FRONTLINE LTD ORD G3682E12 156 16450 SH SHARED 02 10000 6450 D GARMIN LTD ORD G3726010 8906 403900 SH SHR/OTHR 11 403900 D GLOBALSANTAFE CORP SHS G3930E10 5428 198493 SH SHARED 198493 D GLOBALSANTAFE CORP SHS G3930E10 694 25396 SH SHARED 02 24696 700 D GLOBALSANTAFE CORP SHS G3930E10 305 11165 SH SHARED 11 11165 D GLOBALSANTAFE CORP SHS G3930E10 10997 402100 SH SHR/OTHR 11 402100 D GLOBAL SOURCES LTD ORD G3930010 0 95 SH SHARED 02 95 D HELEN OF TROY CORP LTD COM G4388N10 105 9100 SH SHARED 9100 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 23497 514616 SH SHARED 514616 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 4485 98239 SH SHARED 01 97400 839 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 768 16820 SH SHR/OTHR 01 1200 15620 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3989 87377 SH SHARED 02 86507 870 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 75043 1643531 SH SHARED 11 491668 1064900 86963 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 4205 92103 SH SHR/OTHR 11 92103 D IPC HLDGS LTD ORD G4933P10 142 4675 SH SHARED 4675 D IPC HLDGS LTD ORD G4933P10 43 1430 SH SHARED 02 1430 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 765 53173 SH SHARED 53173 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 143 10000 SH SHR/OTHR 01 10000 D LORAL SPACE & COMMUNICATIONS COM G5646210 39 39854 SH SHARED 39854 D LORAL SPACE & COMMUNICATIONS COM G5646210 5 5500 SH SHR/OTHR 01 5500 D LORAL SPACE & COMMUNICATIONS COM G5646210 36 36700 SH SHARED 02 30700 6000 D LORAL SPACE & COMMUNICATIONS COM G5646210 7 7100 SH SHARED 11 3100 4000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 303 15277 SH SHARED 15277 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 13 674 SH SHARED 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 13 674 SH SHR/OTHR 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 261 13149 SH SHARED 02 5605 7544 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3763 189200 SH SHARED 11 183400 5800 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 403 20300 SH SHR/OTHR 11 20300 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 4513 334333 SH SHARED 01 1000 333333 D NOBLE CORPORATION SHS G6542210 12057 312371 SH SHARED 312371 D NOBLE CORPORATION SHS G6542210 19636 508705 SH SHARED 01 148530 360175 D NOBLE CORPORATION SHS G6542210 4550 117901 SH SHR/OTHR 01 55310 62591 D NOBLE CORPORATION SHS G6542210 3064 79395 SH SHARED 02 77235 2160 D NOBLE CORPORATION SHS G6542210 25871 670238 SH SHARED 11 482300 170500 17438 D NOBLE CORPORATION SHS G6542210 456 11818 SH SHR/OTHR 11 11818 D NORDIC AMERICAN TANKER SHIPP COM G6577310 750 55000 SH SHARED 55000 D NORDIC AMERICAN TANKER SHIPP COM G6577310 382 28000 SH SHARED 02 28000 D OPENTV CORP CL A G6754310 86 27215 SH SHARED 27215 D OPENTV CORP CL A G6754310 4 1450 SH SHARED 02 1450 D OPENTV CORP CL A G6754310 2 723 SH SHARED 11 723 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 205 12001 SH SHARED 12001 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 1008 97461 SH SHARED 97461 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 5125 495200 SH SHARED 11 285800 8800 200600 D PARTNERRE LTD COM G6852T10 765 15638 SH SHARED 15638 D PARTNERRE LTD COM G6852T10 12641 258246 SH SHARED 02 258246 D PARTNERRE LTD COM G6852T10 347 7100 SH SHARED 11 7100 D PARTNERRE LTD COM G6852T10 29 600 SH SHR/OTHR 11 600 D RENAISSANCE RE HLDGS LTD COM G7496G10 718 19637 SH SHARED 19637 D RENAISSANCE RE HLDGS LTD COM G7496G10 32 900 SH SHR/OTHR 01 900 D RENAISSANCE RE HLDGS LTD COM G7496G10 1648 45050 SH SHARED 02 39216 5834 D RENAISSANCE RE HLDGS LTD COM G7496G10 6280 171600 SH SHARED 11 70200 89100 12300 D SCOTTISH ANNUITY & LIFE HLDG ORD G7885T10 150 7900 SH SHARED 02 6900 1000 D STEWART W P & CO LTD COM G8492210 605 23712 SH SHARED 23712 D STEWART W P & CO LTD COM G8492210 36 1420 SH SHARED 02 1420 D UTI WORLDWIDE INC ORD G8721010 104 5285 SH SHARED 5285 D HILFIGER TOMMY CORP ORD G8915Z10 783 54740 SH SHARED 54740 D HILFIGER TOMMY CORP ORD G8915Z10 57 4003 SH SHARED 02 81 3922 D HILFIGER TOMMY CORP ORD G8915Z10 5564 388600 SH SHARED 11 388600 D TRANSOCEAN INC ORD G9007810 24200 776892 SH SHARED 776892 D TRANSOCEAN INC ORD G9007810 439 14105 SH SHARED 01 10021 4084 D TRANSOCEAN INC ORD G9007810 606 19463 SH SHR/OTHR 01 13764 5699 D TRANSOCEAN INC ORD G9007810 5167 165885 SH SHARED 02 162296 3589 D TRANSOCEAN INC ORD G9007810 714 22952 SH SHARED 11 13238 9714 D TRANSOCEAN INC ORD G9007810 51509 1653610 SH SHR/OTHR 11 1653610 D TRENWICK GROUP LTD COM G9032C10 215 28780 SH SHARED 02 28780 D WHITE MTNS INS GROUP LTD COM G9618E10 634 2004 SH SHARED 11 700 1304 D WILLIS GROUP HOLDINGS LTD SHS G9665510 574 17456 SH SHARED 17456 D WILLIS GROUP HOLDINGS LTD SHS G9665510 229 6979 SH SHARED 02 3979 3000 D XOMA LTD ORD G9825R10 88 22182 SH SHARED 22182 D XOMA LTD ORD G9825R10 5 1395 SH SHARED 02 1395 D XL CAP LTD CL A G9825510 24757 292302 SH SHARED 292302 D XL CAP LTD CL A G9825510 42 500 SH SHR/OTHR 01 500 D XL CAP LTD CL A G9825510 7347 86742 SH SHARED 02 85733 1009 D XL CAP LTD CL A G9825510 50297 593834 SH SHARED 11 160220 433614 D XL CAP LTD CL A G9825510 29831 352199 SH SHR/OTHR 11 352199 D ALCON INC COM SHS H0130110 10 300 SH SHARED 02 300 D ALCON INC COM SHS H0130110 174 5100 SH SHR/OTHR 11 5100 D UBS AG NAMEN AKT H8920M85 272 5454 SH SHARED 5454 D UBS AG NAMEN AKT H8920M85 99 2000 SH SHARED 02 2000 D UBS AG NAMEN AKT H8920M85 313 6275 SH SHARED 11 1865 4410 D MILLICOM INTL CELLULAR S A ORD L6388F10 393 246000 SH SHR/OTHR 11 246000 D ALVARION LTD SHS M0861T10 139 75704 SH SHARED 02 75704 D AUDIOCODES LTD ORD M1534210 2 1061 SH SHARED 02 1061 D ROBO GROUP TEK LTD SHS M2033010 1 2000 SH SHARED 01 2000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 858 63321 SH SHARED 63321 D CHECK POINT SOFTWARE TECH LT ORD M2246510 42 3104 SH SHARED 01 2000 1104 D CHECK POINT SOFTWARE TECH LT ORD M2246510 19 1420 SH SHR/OTHR 01 1220 200 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1064 78521 SH SHARED 02 78521 D CHECK POINT SOFTWARE TECH LT ORD M2246510 42124 3106557 SH SHARED 11 2694399 237000 175158 D CHECK POINT SOFTWARE TECH LT ORD M2246510 10033 739950 SH SHR/OTHR 11 739950 D ECTEL LTD ORD M2992510 182 15760 SH SHARED 02 15760 D ELBIT SYS LTD ORD M3760D10 24 1503 SH SHARED 1503 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 59 6261 SH SHARED 6261 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 573 60014 SH SHARED 02 60014 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 10857 1136900 SH SHARED 11 825722 12978 298200 D GIVEN IMAGING ORD SHS M5202010 399 33274 SH SHARED 33274 D JACADA LTD ORD M6184R10 4 2000 SH SHARED 02 2000 D LUMENIS LTD SHS M6778Q10 12 3500 SH SHARED 02 3500 D METALINK LTD ORD M6989710 0 240 SH SHARED 02 240 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 31 3851 SH SHARED 3851 D ORBOTECH LTD ORD M7525310 134 5915 SH SHARED 02 4806 1109 D ORCKIT COMMUNICATIONS LTD COM M7531S10 1 1000 SH SHARED 02 1000 D RADWARE LTD ORD M8187310 6 727 SH SHARED 727 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 135 5546 SH SHARED 5546 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 238 9737 SH SHARED 02 9737 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 33 4008 SH SHARED 4008 D TTI TEAM TELECOM INTL LTD ORD M8825810 291 18199 SH SHARED 18199 D ASM INTL N V COM N0704510 614 35600 SH SHARED 02 35600 D ASML HLDG NV N Y SHS N0705911 2346 155186 SH SHARED 155186 D ASML HLDG NV N Y SHS N0705911 75 5000 SH SHARED 01 5000 D ASML HLDG NV N Y SHS N0705911 1338 88500 SH SHARED 02 88500 D ASML HLDG NV N Y SHS N0705911 6804 450000 SH SHARED 04 450000 D ASML HLDG NV N Y SHS N0705911 76 5048 SH SHARED 11 5048 D ASML HLDG NV N Y SHS N0705911 2617 173100 SH SHR/OTHR 11 173100 D CNH GLOBAL N V SHS N2093510 397 98692 SH SHARED 98692 D CNH GLOBAL N V SHS N2093510 12189 3024600 SH SHARED 02 3024300 300 D CORE LABORATORIES N V COM N2271710 408 34000 SH SHARED 02 34000 D MADGE NETWORKS N V ORD SHS N5424G10 0 350 SH SHARED 11 350 D QIAGEN N V ORD N7248210 230 19819 SH SHARED 19819 D QIAGEN N V ORD N7248210 81 7000 SH SHARED 01 7000 D QIAGEN N V ORD N7248210 53 4582 SH SHARED 02 4558 24 D QIAGEN N V ORD N7248210 34 3000 SH SHARED 05 3000 D BANCO LATINOAMERICANO DE EXP CL E P1699413 14 1188 SH SHARED 1188 D PANAMERICAN BEVERAGES INC CL A P7482310 666 46795 SH SHARED 46795 D PANAMERICAN BEVERAGES INC CL A P7482310 24 1721 SH SHR/OTHR 01 1721 D PANAMERICAN BEVERAGES INC CL A P7482310 0 27 SH SHARED 02 27 D PANAMERICAN BEVERAGES INC CL A P7482310 17611 1235902 SH SHR/OTHR 11 1235902 D STEINER LEISURE LTD ORD P8744Y10 8 585 SH SHARED 585 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 3812 195534 SH SHARED 195534 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 5 300 SH SHARED 02 300 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 9 500 SH SHR/OTHR 11 500 D STELMAR SHIPPING LTD COM V8726M10 7 500 SH SHARED 02 500 D ASE TEST LTD ORD Y0251610 198 20453 SH SHARED 20453 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 6 668 SH SHARED 668 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 103 11570 SH SHARED 02 11570 D FLEXTRONICS INTL LTD ORD Y2573F10 3266 458076 SH SHARED 458076 D FLEXTRONICS INTL LTD ORD Y2573F10 263 36925 SH SHARED 01 23225 13700 D FLEXTRONICS INTL LTD ORD Y2573F10 248 34875 SH SHR/OTHR 01 25875 9000 D FLEXTRONICS INTL LTD ORD Y2573F10 1221 171378 SH SHARED 02 160014 11364 D FLEXTRONICS INTL LTD ORD Y2573F10 6334 888400 SH SHARED 11 866400 22000 D FLEXTRONICS INTL LTD ORD Y2573F10 26115 3662830 SH SHR/OTHR 11 3662830 D GENERAL MARITIME CORP SHS Y2692M10 27 2818 SH SHARED 2818 D GENERAL MARITIME CORP SHS Y2692M10 4 500 SH SHARED 02 500 D OMI CORP NEW COM Y6476W10 288 70353 SH SHARED 70353 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 49 1336 SH SHARED 1336 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 428 11600 SH SHARED 02 11600 D AAON INC COM PAR $0.004 00036020 69 3700 SH SHARED 01 3700 D AAON INC COM PAR $0.004 00036020 148 7900 SH SHARED 02 7900 D AAR CORP COM 00036110 100 9830 SH SHARED 9830 D AAR CORP COM 00036110 211 20699 SH SHARED 01 20699 D AAR CORP COM 00036110 336 33031 SH SHARED 02 33031 D ABB LTD SPONSORED ADR 00037520 8 928 SH SHARED 928 D ABC BANCORP COM 00040010 7 500 SH SHARED 01 500 D ABC BANCORP COM 00040010 123 8300 SH SHARED 02 8300 D A C MOORE ARTS & CRAFTS INC COM 00086T10 75 1600 SH SHARED 01 1600 D A C MOORE ARTS & CRAFTS INC COM 00086T10 241 5100 SH SHARED 02 5100 D ACTV INC COM 00088E10 1 1148 SH SHARED 1148 D ACTV INC COM 00088E10 57 50400 SH SHARED 02 34900 15500 D A D A M INC COM 00088U10 1 1000 SH SHARED 11 1000 D A D A M INC COM 00088U10 6 5500 SH SHR/OTHR 11 5500 D A D C TELECOMMUNICATIONS COM 00088610 4675 2041884 SH SHARED 2041884 D A D C TELECOMMUNICATIONS COM 00088610 7284 3180788 SH SHARED 01 3165288 15500 D A D C TELECOMMUNICATIONS COM 00088610 1571 686418 SH SHARED 02 673513 12905 D A D C TELECOMMUNICATIONS COM 00088610 16 7100 SH SHARED 06 7100 D A D C TELECOMMUNICATIONS COM 00088610 16 7000 SH SHARED 07 7000 D A D C TELECOMMUNICATIONS COM 00088610 11 5046 SH SHARED 09 5046 D A D C TELECOMMUNICATIONS COM 00088610 173 75800 SH SHARED 11 75800 D A D C TELECOMMUNICATIONS COM 00088610 1402 612639 SH SHR/OTHR 11 612639 D ADE CORP MASS COM 00089C10 3 270 SH SHARED 270 D ADE CORP MASS COM 00089C10 27 2367 SH SHARED 01 2367 D ADE CORP MASS COM 00089C10 92 8100 SH SHARED 02 8100 D ACM INCOME FUND INC COM 00091210 103 13007 SH SHARED 01 13007 D ACM INCOME FUND INC COM 00091210 5770 723101 SH SHARED 02 723101 D ACM GOVT OPPORTUNITY FD INC COM 00091810 14 1600 SH SHARED 02 1600 D ABN AMRO HLDG NV SPONSORED ADR 00093710 219 12144 SH SHARED 12144 D ABN AMRO HLDG NV SPONSORED ADR 00093710 0 10 SH SHARED 02 10 D ABN AMRO HLDG NV SPONSORED ADR 00093710 88 4913 SH SHARED 11 4913 D ACM MUN SECS INCOME FD INC COM 00094210 37 3000 SH SHARED 02 3000 D ACM MUN SECS INCOME FD INC COM 00094210 82 6700 SH SHARED 11 6700 D ACM MANAGED DLR INCOME FD COM 00094910 0 97 SH SHARED 11 97 D ACT TELECONFERENCING INC COM 00095510 0 82 SH SHARED 02 82 D ABM INDS INC COM 00095710 95 5500 SH SHARED 5500 D ABM INDS INC COM 00095710 15 916 SH SHARED 916 D ABM INDS INC COM 00095710 3610 208000 SH SHARED 01 208000 D ABM INDS INC COM 00095710 1322 76166 SH SHARED 02 61366 14800 D ABM INDS INC COM 00095710 1732 99800 SH SHARED 06 99800 D ABM INDS INC COM 00095710 27956 1610400 SH SHARED 11 1610400 D ABM INDS INC COM 00095710 7015 404100 SH SHR/OTHR 11 404100 D AEP INDS INC COM 00103110 1 40 SH SHARED 40 D AEP INDS INC COM 00103110 71 2000 SH SHARED 01 2000 D AEP INDS INC COM 00103110 120 3400 SH SHARED 02 3400 D AFC ENTERPRISES INC COM 00104Q10 1923 61538 SH SHARED 61538 D AFC ENTERPRISES INC COM 00104Q10 128 4100 SH SHARED 01 4100 D AFC ENTERPRISES INC COM 00104Q10 1419 45409 SH SHARED 02 45409 D AFLAC INC COM 00105510 35670 1114700 SH SHARED 1114700 D AFLAC INC COM 00105510 71656 2239259 SH SHARED 01 2237059 2200 D AFLAC INC COM 00105510 10680 333773 SH SHARED 02 292028 41745 D AFLAC INC COM 00105510 640 20000 SH SHARED 04 20000 D AFLAC INC COM 00105510 131 4115 SH SHARED 06 4115 D AFLAC INC COM 00105510 288 9000 SH SHARED 07 9000 D AFLAC INC COM 00105510 176 5515 SH SHARED 09 5515 D AFLAC INC COM 00105510 22517 703675 SH SHARED 11 313607 390068 D AFLAC INC COM 00105510 3653 114168 SH SHR/OTHR 11 114168 D AGCO CORP COM 00108410 1501 76975 SH SHARED 76975 D AGCO CORP COM 00108410 4988 255800 SH SHARED 01 255800 D AGCO CORP COM 00108410 2217 113693 SH SHARED 02 111593 2100 D AGL RES INC COM 00120410 397 17120 SH SHARED 17120 D AGL RES INC COM 00120410 1257 54183 SH SHARED 01 54183 D AGL RES INC COM 00120410 3086 133021 SH SHARED 02 133021 D AG SVCS AMER INC COM 00125010 174 14300 SH SHARED 01 14300 D AES CORP COM 00130H10 7429 1370802 SH SHARED 1370802 D AES CORP COM 00130H10 12270 2263967 SH SHARED 01 2260617 3350 D AES CORP COM 00130H10 3249 599481 SH SHARED 02 563001 36480 D AES CORP COM 00130H10 24 4525 SH SHARED 06 4525 D AES CORP COM 00130H10 33 6200 SH SHARED 07 6200 D AES CORP COM 00130H10 33 6245 SH SHARED 09 6245 D AES CORP COM 00130H10 83 15361 SH SHARED 11 11000 4361 D AES CORP COM 00130H10 187 34578 SH SHR/OTHR 11 34578 D AK STL HLDG CORP COM 00154710 2132 166489 SH SHARED 166489 D AK STL HLDG CORP COM 00154710 778 60768 SH SHARED 01 60768 D AK STL HLDG CORP COM 00154710 933 72896 SH SHARED 02 72896 D AK STL HLDG CORP COM 00154710 384 30000 SH SHARED 04 30000 D AMB PROPERTY CORP COM 00163T10 504 16274 SH SHARED 16274 D AMB PROPERTY CORP COM 00163T10 1388 44801 SH SHARED 01 44801 D AMB PROPERTY CORP COM 00163T10 808 26083 SH SHARED 02 25933 150 D AMB PROPERTY CORP COM 00163T10 16 540 SH SHARED 11 540 D AMB PROPERTY CORP COM 00163T10 951 30700 SH SHR/OTHR 11 30700 D AMB PROPERTY CORP COM 00163T10 87010 2806792 SH SHARED 12 2806792 D AMC ENTMT INC COM 00166910 6 428 SH SHARED 428 D AMC ENTMT INC COM 00166910 473 33358 SH SHARED 01 33358 D AMC ENTMT INC COM 00166910 391 27600 SH SHARED 02 27600 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 10 420 SH SHARED 420 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 592 22800 SH SHARED 01 22800 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 324 12480 SH SHARED 02 12300 180 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 51 1990 SH SHARED 11 1990 D AMN HEALTHCARE SERVICES INC COM 00174410 59 1692 SH SHARED 1692 D AMN HEALTHCARE SERVICES INC COM 00174410 133 3800 SH SHARED 01 3800 D AMN HEALTHCARE SERVICES INC COM 00174410 884 25260 SH SHARED 02 25260 D AMR CORP COM 00176510 6299 373649 SH SHARED 373649 D AMR CORP COM 00176510 10133 601031 SH SHARED 01 600711 320 D AMR CORP COM 00176510 33 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 3974 235747 SH SHARED 02 235747 D AMR CORP COM 00176510 2510 148900 SH SHARED 03 148900 D AMR CORP COM 00176510 40 2392 SH SHARED 06 2392 D AMR CORP COM 00176510 20 1223 SH SHARED 07 1223 D AMR CORP COM 00176510 1995 118329 SH SHARED 09 118329 D AMR CORP COM 00176510 16 960 SH SHARED 11 960 D AMR CORP COM 00176510 90 5366 SH SHR/OTHR 11 5366 D AOL TIME WARNER INC COM 00184A10 218668 14865299 SH SHARED 12592506 2272793 D AOL TIME WARNER INC COM 00184A10 283975 19304922 SH SHARED 01 19103540 201382 D AOL TIME WARNER INC COM 00184A10 5533 376165 SH SHR/OTHR 01 207134 169031 D AOL TIME WARNER INC COM 00184A10 75139 5108043 SH SHARED 02 4918948 189095 D AOL TIME WARNER INC COM 00184A10 19412 1319700 SH SHARED 03 164900 1154800 D AOL TIME WARNER INC COM 00184A10 38963 2648800 SH SHARED 04 2648800 D AOL TIME WARNER INC COM 00184A10 31387 2133749 SH SHARED 06 2133749 D AOL TIME WARNER INC COM 00184A10 10230 695455 SH SHARED 07 695455 D AOL TIME WARNER INC COM 00184A10 800 54417 SH SHARED 08 54417 D AOL TIME WARNER INC COM 00184A10 515 35056 SH SHARED 09 35056 D AOL TIME WARNER INC COM 00184A10 158508 10775580 SH SHARED 11 7574082 2105150 1096348 D AOL TIME WARNER INC COM 00184A10 17576 1194881 SH SHR/OTHR 11 1194881 D APAC CUSTOMER SERVICES INC COM 00185E10 3 630 SH SHARED 630 D APAC CUSTOMER SERVICES INC COM 00185E10 47 8002 SH SHARED 01 8002 D APAC CUSTOMER SERVICES INC COM 00185E10 132 22400 SH SHARED 02 22400 D ATI TECHNOLOGIES INC COM 00194110 130 18820 SH SHARED 18820 D ATI TECHNOLOGIES INC COM 00194110 6 1000 SH SHARED 02 1000 D ATI TECHNOLOGIES INC COM 00194110 33 4880 SH SHARED 06 4880 D AT&T CORP COM 00195710 223985 20933256 SH SHARED 20543968 389288 D AT&T CORP COM 00195710 188881 17652471 SH SHARED 01 17528956 123515 D AT&T CORP COM 00195710 634 59308 SH SHR/OTHR 01 18822 40486 D AT&T CORP COM 00195710 34932 3264757 SH SHARED 02 2231117 1033640 D AT&T CORP COM 00195710 4368 408236 SH SHARED 03 408236 D AT&T CORP COM 00195710 30531 2853450 SH SHARED 04 2853450 D AT&T CORP COM 00195710 20177 1885725 SH SHARED 06 1885725 D AT&T CORP COM 00195710 2464 230298 SH SHARED 07 230298 D AT&T CORP COM 00195710 535 50031 SH SHARED 08 50031 D AT&T CORP COM 00195710 332 31091 SH SHARED 09 31091 D AT&T CORP COM 00195710 23833 2227400 SH SHARED 11 492006 1707700 27694 D AT&T CORP COM 00195710 1824 170553 SH SHR/OTHR 11 170553 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 611 211000 SH SHARED 02 211000 D ASA LTD COM 00205010 19 650 SH SHARED 02 200 450 D AT & T CDA INC DEPS RCPT CL B 00207Q20 11469 360800 SH SHARED 02 11500 349300 D ATMI INC NOTE 5.250%11/1 00207RAC 20576 16000000 PRN SHARED 02 16000000 D ATMI INC COM 00207R10 47 2116 SH SHARED 2116 D ATMI INC COM 00207R10 2741 122556 SH SHARED 01 121206 1350 D ATMI INC COM 00207R10 20 925 SH SHR/OTHR 01 925 D ATMI INC COM 00207R10 838 37483 SH SHARED 02 37483 D ATMI INC COM 00207R10 12847 574303 SH SHARED 11 381276 6927 186100 D ATP OIL & GAS CORP COM 00208J10 0 184 SH SHARED 184 D ATP OIL & GAS CORP COM 00208J10 35 11700 SH SHARED 02 5400 6300 D ATS MED INC COM 00208310 0 602 SH SHARED 602 D ATS MED INC COM 00208310 24 43900 SH SHARED 02 18900 25000 D AT&T WIRELESS SVCS INC COM 00209A10 69456 11872824 SH SHARED 11747912 124912 D AT&T WIRELESS SVCS INC COM 00209A10 65219 11148687 SH SHARED 01 11096113 52574 D AT&T WIRELESS SVCS INC COM 00209A10 468 80019 SH SHR/OTHR 01 60700 19319 D AT&T WIRELESS SVCS INC COM 00209A10 10515 1797550 SH SHARED 02 1759513 38037 D AT&T WIRELESS SVCS INC COM 00209A10 3508 599724 SH SHARED 03 122250 477474 D AT&T WIRELESS SVCS INC COM 00209A10 116658 19941682 SH SHARED 04 19941682 D AT&T WIRELESS SVCS INC COM 00209A10 27657 4727776 SH SHARED 06 4727776 D AT&T WIRELESS SVCS INC COM 00209A10 7093 1212502 SH SHARED 07 1212502 D AT&T WIRELESS SVCS INC COM 00209A10 1590 271804 SH SHARED 08 271804 D AT&T WIRELESS SVCS INC COM 00209A10 150 25669 SH SHARED 09 25669 D AT&T WIRELESS SVCS INC COM 00209A10 1010 172700 SH SHARED 10 172700 D AT&T WIRELESS SVCS INC COM 00209A10 65684 11228058 SH SHARED 11 1831042 9028100 368916 D AT&T WIRELESS SVCS INC COM 00209A10 1083 185290 SH SHR/OTHR 11 185290 D AU OPTRONICS CORP SPONSORED ADR 00225510 41382 4979900 SH SHARED 4979900 D AU OPTRONICS CORP SPONSORED ADR 00225510 717 86400 SH SHARED 02 86400 D AU OPTRONICS CORP SPONSORED ADR 00225510 25362 3052000 SH SHARED 04 3052000 D AVI BIOPHARMA INC COM 00234610 65 22393 SH SHARED 22393 D AVI BIOPHARMA INC COM 00234610 62 21100 SH SHARED 02 15100 6000 D AVX CORP NEW COM 00244410 344 21110 SH SHARED 21110 D AVX CORP NEW COM 00244410 357 21915 SH SHARED 01 21915 D AVX CORP NEW COM 00244410 475 29100 SH SHARED 02 29100 D AVX CORP NEW COM 00244410 1113 68200 SH SHARED 11 68200 D AVX CORP NEW COM 00244410 50 3100 SH SHR/OTHR 11 3100 D AXT INC COM 00246W10 131 16461 SH SHARED 16461 D AXT INC COM 00246W10 179 22533 SH SHARED 01 22533 D AXT INC COM 00246W10 185 23220 SH SHARED 02 23220 D AAIPHARMA INC COM 00252W10 581 25884 SH SHARED 25884 D AAIPHARMA INC COM 00252W10 3751 166900 SH SHARED 01 166900 D AAIPHARMA INC COM 00252W10 249 11100 SH SHARED 02 11100 D AAIPHARMA INC COM 00252W10 44 2000 SH SHARED 11 2000 D AASTROM BIOSCIENCES INC COM 00253U10 7 20000 SH SHARED 20000 D AASTROM BIOSCIENCES INC COM 00253U10 2 6000 SH SHARED 01 6000 D AARON RENTS INC COM 00253520 9 396 SH SHARED 396 D AARON RENTS INC COM 00253520 3199 133600 SH SHARED 01 133600 D AARON RENTS INC COM 00253520 470 19662 SH SHARED 02 18612 1050 D AARON RENTS INC CL A 00253530 4 200 SH SHARED 02 200 D ABBOTT LABS COM 00282410 261765 6952608 SH SHARED 6923690 28918 D ABBOTT LABS COM 00282410 292836 7777873 SH SHARED 01 7584004 27304 166565 D ABBOTT LABS COM 00282410 20310 539462 SH SHR/OTHR 01 297673 241789 D ABBOTT LABS COM 00282410 71246 1892346 SH SHARED 02 1782215 110131 D ABBOTT LABS COM 00282410 10389 275950 SH SHARED 03 52050 223900 D ABBOTT LABS COM 00282410 167054 4437050 SH SHARED 04 4437050 D ABBOTT LABS COM 00282410 48406 1285690 SH SHARED 06 1285690 D ABBOTT LABS COM 00282410 3051 81050 SH SHARED 07 81050 D ABBOTT LABS COM 00282410 2567 68200 SH SHARED 08 68200 D ABBOTT LABS COM 00282410 493 13102 SH SHARED 09 13102 D ABBOTT LABS COM 00282410 2281 60600 SH SHARED 10 60600 D ABBOTT LABS COM 00282410 248891 6610654 SH SHARED 11 1553421 3607700 1449533 D ABBOTT LABS COM 00282410 23136 614519 SH SHR/OTHR 11 614519 D ABER DIAMOND CORP COM 00289310 18 1000 SH SHARED 11 1000 D ABERCROMBIE & FITCH CO CL A 00289620 825 34225 SH SHARED 34225 D ABERCROMBIE & FITCH CO CL A 00289620 1654 68582 SH SHARED 01 68582 D ABERCROMBIE & FITCH CO CL A 00289620 2035 84399 SH SHARED 02 84199 200 D ABERCROMBIE & FITCH CO CL A 00289620 2412 100000 SH SHARED 04 100000 D ABERCROMBIE & FITCH CO CL A 00289620 8844 366700 SH SHARED 11 366700 D ABERCROMBIE & FITCH CO CL A 00289620 13024 540000 SH SHR/OTHR 11 540000 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 1812 380000 SH SHARED 380000 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 3 800 SH SHARED 01 800 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 47 10000 SH SHR/OTHR 01 10000 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 213 44800 SH SHARED 02 44800 D ABERDEEN AUSTRALIA EQTY FD I COM 00301110 31 5000 SH SHR/OTHR 01 5000 D ABERDEEN AUSTRALIA EQTY FD I COM 00301110 1718 275400 SH SHARED 02 275400 D ABGENIX INC COM 00339B10 596 60840 SH SHARED 60840 D ABGENIX INC COM 00339B10 415 42380 SH SHARED 01 42380 D ABGENIX INC COM 00339B10 3 375 SH SHR/OTHR 01 375 D ABGENIX INC COM 00339B10 852 86941 SH SHARED 02 86541 400 D ABGENIX INC COM 00339B10 25824 2635200 SH SHARED 04 2635200 D ABGENIX INC COM 00339B10 588 60000 SH SHARED 07 60000 D ABIOMED INC COM 00365410 3 378 SH SHARED 378 D ABIOMED INC COM 00365410 87 10334 SH SHARED 01 10334 D ABIOMED INC COM 00365410 111 13100 SH SHARED 02 13100 D ACACIA RESH CORP COM 00388110 55 7788 SH SHARED 7788 D ACACIA RESH CORP COM 00388110 99 14072 SH SHARED 01 14072 D ACACIA RESH CORP COM 00388110 120 17040 SH SHARED 02 17040 D ACACIA RESH CORP COM 00388110 62 8800 SH SHARED 04 8800 D ABITIBI-CONSOLIDATED INC COM 00392410 1643 178039 SH SHARED 178039 D ABITIBI-CONSOLIDATED INC COM 00392410 1224 132642 SH SHARED 06 132642 D ACADIA RLTY TR COM SH BEN INT 00423910 4 510 SH SHARED 510 D ACADIA RLTY TR COM SH BEN INT 00423910 29 3600 SH SHARED 01 3600 D ACADIA RLTY TR COM SH BEN INT 00423910 167 20600 SH SHARED 02 15800 4800 D ACAMBIS PLC SPONSORED ADR 00428610 351 10600 SH SHARED 02 10600 D ACAMBIS PLC SPONSORED ADR 00428610 248 7500 SH SHARED 05 7500 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 4 1256 SH SHARED 1256 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 1402 397300 SH SHARED 01 397300 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 333 94500 SH SHARED 02 94500 D ACCLAIM ENTMT INC COM PAR $0.02 00432520 319 90400 SH SHARED 11 90400 D ACCREDO HEALTH INC COM 00437V10 73 1600 SH SHARED 1600 D ACCREDO HEALTH INC COM 00437V10 6874 148991 SH SHARED 148991 D ACCREDO HEALTH INC COM 00437V10 3566 77289 SH SHARED 01 77289 D ACCREDO HEALTH INC COM 00437V10 2182 47307 SH SHARED 02 47307 D ACCREDO HEALTH INC COM 00437V10 1548 33550 SH SHARED 06 33550 D ACCREDO HEALTH INC COM 00437V10 37037 802725 SH SHARED 11 718529 3496 80700 D ACCREDO HEALTH INC COM 00437V10 5356 116100 SH SHR/OTHR 11 116100 D ACETO CORP COM 00444610 473 44400 SH SHARED 01 44400 D ACLARA BIOSCIENCES INC COM 00461P10 1 910 SH SHARED 910 D ACLARA BIOSCIENCES INC COM 00461P10 99 57700 SH SHARED 02 32000 25700 D ACMAT CORP CL A 00461620 149 15700 SH SHARED 01 15700 D ACME COMMUNICATION INC COM 00463110 57 7800 SH SHARED 02 7800 D ACTIVISION INC NEW COM NEW 00493020 1548 53300 SH SHARED 53300 D ACTIVISION INC NEW COM NEW 00493020 924 31811 SH SHARED 26190 5621 D ACTIVISION INC NEW COM NEW 00493020 2592 89200 SH SHARED 01 89200 D ACTIVISION INC NEW COM NEW 00493020 2306 79355 SH SHARED 02 78955 400 D ACTIVISION INC NEW COM NEW 00493020 1113 38300 SH SHARED 06 38300 D ACTIVISION INC NEW COM NEW 00493020 18652 641850 SH SHARED 11 641850 D ACTIVISION INC NEW COM NEW 00493020 4805 165350 SH SHR/OTHR 11 165350 D ACTION PERFORMANCE COS INC COM 00493310 440 13932 SH SHARED 13932 D ACTION PERFORMANCE COS INC COM 00493310 7874 249200 SH SHARED 01 249200 D ACTION PERFORMANCE COS INC COM 00493310 657 20795 SH SHARED 02 20795 D ACTEL CORP COM 00493410 267 12740 SH SHARED 12740 D ACTEL CORP COM 00493410 777 36968 SH SHARED 01 36968 D ACTEL CORP COM 00493410 576 27429 SH SHARED 02 27429 D ACTEL CORP COM 00493410 172 8200 SH SHARED 11 8200 D ACTERNA CORP COM 00503U10 32 77910 SH SHARED 77910 D ACTERNA CORP COM 00503U10 0 800 SH SHARED 01 800 D ACTERNA CORP COM 00503U10 98 240121 SH SHARED 02 240121 D ACTIVE POWER INC COM 00504W10 3 860 SH SHARED 860 D ACTIVE POWER INC COM 00504W10 154 42700 SH SHARED 01 40600 2100 D ACTIVE POWER INC COM 00504W10 106 29500 SH SHARED 02 29500 D ACTIVE POWER INC COM 00504W10 203 56500 SH SHARED 04 56500 D ACTRADE FINL TECHNOLOGIES LT COM 00507P10 34 3333 SH SHARED 3333 D ACTRADE FINL TECHNOLOGIES LT COM 00507P10 254 24400 SH SHARED 01 24400 D ACTRADE FINL TECHNOLOGIES LT COM 00507P10 65 6300 SH SHARED 02 6300 D ACTUATE CORP COM 00508B10 4 1070 SH SHARED 1070 D ACTUATE CORP COM 00508B10 209 46602 SH SHARED 01 46602 D ACTUATE CORP COM 00508B10 347 77114 SH SHARED 02 77114 D ACTUATE CORP COM 00508B10 3589 797700 SH SHARED 11 797700 D ACTUANT CORP CL A NEW 00508X20 203 4926 SH SHARED 4926 D ACTUANT CORP CL A NEW 00508X20 149 3621 SH SHARED 01 3621 D ACTUANT CORP CL A NEW 00508X20 780 18920 SH SHARED 02 18920 D ACUITY BRANDS INC COM 00508Y10 20 1112 SH SHARED 1112 D ACUITY BRANDS INC COM 00508Y10 421 23181 SH SHARED 01 23181 D ACUITY BRANDS INC COM 00508Y10 931 51174 SH SHARED 02 51174 D ACUITY BRANDS INC COM 00508Y10 4 250 SH SHARED 11 250 D ACXIOM CORP COM 00512510 437 25000 SH SHARED 25000 D ACXIOM CORP COM 00512510 1750 100059 SH SHARED 01 100059 D ACXIOM CORP COM 00512510 974 55705 SH SHARED 02 55705 D ACXIOM CORP COM 00512510 43 2500 SH SHARED 11 2500 D ADAMS EXPRESS CO COM 00621210 24 2011 SH SHARED 01 2011 D ADAMS EXPRESS CO COM 00621210 328 26829 SH SHR/OTHR 01 26829 D ADAMS EXPRESS CO COM 00621210 9 813 SH SHARED 02 813 D ADAMS EXPRESS CO COM 00621210 6 553 SH SHARED 11 553 D ADAMS EXPRESS CO COM 00621210 27 2250 SH SHR/OTHR 11 2250 D ADAMS RES & ENERGY INC COM NEW 00635130 12 2000 SH SHARED 02 2000 D ADAPTEC INC COM 00651F10 1213 153792 SH SHARED 153792 D ADAPTEC INC COM 00651F10 659 83625 SH SHARED 01 58300 25325 D ADAPTEC INC COM 00651F10 43 5468 SH SHR/OTHR 01 5468 D ADAPTEC INC COM 00651F10 2612 331095 SH SHARED 02 331095 D ADAPTEC INC COM 00651F10 1654 209660 SH SHARED 11 209660 D ADECCO SA SPONSORED ADR 00675410 41 2801 SH SHARED 2801 D ADECCO SA SPONSORED ADR 00675410 11 800 SH SHARED 02 800 D ADMINISTAFF INC COM 00709410 401 40152 SH SHARED 40152 D ADMINISTAFF INC COM 00709410 168 16800 SH SHARED 01 16800 D ADMINISTAFF INC COM 00709410 494 49457 SH SHARED 02 49457 D ADOBE SYS INC COM 00724F10 22105 775641 SH SHARED 775641 D ADOBE SYS INC COM 00724F10 29939 1050524 SH SHARED 01 1048524 2000 D ADOBE SYS INC COM 00724F10 168 5900 SH SHR/OTHR 01 1000 4900 D ADOBE SYS INC COM 00724F10 16542 580453 SH SHARED 02 578853 1600 D ADOBE SYS INC COM 00724F10 287 10083 SH SHARED 06 10083 D ADOBE SYS INC COM 00724F10 85 3000 SH SHARED 07 3000 D ADOBE SYS INC COM 00724F10 53 1866 SH SHARED 09 1866 D ADOBE SYS INC COM 00724F10 2496 87605 SH SHARED 11 84505 3100 D ADOBE SYS INC COM 00724F10 487 17118 SH SHR/OTHR 11 17118 D ADOLOR CORP COM 00724X10 7 678 SH SHARED 678 D ADOLOR CORP COM 00724X10 204 18200 SH SHARED 01 16700 1500 D ADOLOR CORP COM 00724X10 306 27179 SH SHARED 02 27179 D ADOLOR CORP COM 00724X10 30233 2685000 SH SHARED 04 2685000 D ADOLOR CORP COM 00724X10 3055 271400 SH SHARED 07 271400 D ADOLOR CORP COM 00724X10 112 10000 SH SHARED 11 10000 D ADTRAN INC COM 00738A10 1002 52763 SH SHARED 52763 D ADTRAN INC COM 00738A10 531 28000 SH SHARED 01 28000 D ADTRAN INC COM 00738A10 1095 57656 SH SHARED 02 57156 500 D ADTRAN INC COM 00738A10 73 3890 SH SHARED 11 3890 D ADVANCED AUTO PARTS INC COM 00751Y10 1 25 SH SHARED 25 D ADVANCED AUTO PARTS INC COM 00751Y10 87 1600 SH SHARED 01 1600 D ADVANCED AUTO PARTS INC COM 00751Y10 4659 85481 SH SHARED 02 85481 D ADVANCED DIGITAL INFORMATION COM 00752510 12 1516 SH SHARED 1516 D ADVANCED DIGITAL INFORMATION COM 00752510 402 47722 SH SHARED 01 47722 D ADVANCED DIGITAL INFORMATION COM 00752510 453 53800 SH SHARED 02 53800 D ADVANCED MARKETING SVCS INC COM 00753T10 6 344 SH SHARED 344 D ADVANCED MARKETING SVCS INC COM 00753T10 737 40275 SH SHARED 01 40275 D ADVANCED MARKETING SVCS INC COM 00753T10 458 25076 SH SHARED 02 25076 D ADVANCED FIBRE COMMUNICATION COM 00754A10 337 20400 SH SHARED 20400 D ADVANCED FIBRE COMMUNICATION COM 00754A10 961 58116 SH SHARED 01 58116 D ADVANCED FIBRE COMMUNICATION COM 00754A10 1332 80562 SH SHARED 02 80362 200 D ADVANCED FIBRE COMMUNICATION COM 00754A10 17 1030 SH SHR/OTHR 11 1030 D ADVANCED TISSUE SCIENCES INC COM 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INC COM 00915810 712 14116 SH SHR/OTHR 01 8316 5800 D AIR PRODS & CHEMS INC COM 00915810 6723 133223 SH SHARED 02 131923 1300 D AIR PRODS & CHEMS INC COM 00915810 17023 337300 SH SHARED 05 337300 D AIR PRODS & CHEMS INC COM 00915810 1344 26642 SH SHARED 06 26642 D AIR PRODS & CHEMS INC COM 00915810 136 2700 SH SHARED 07 2700 D AIR PRODS & CHEMS INC COM 00915810 95 1901 SH SHARED 09 1901 D AIR PRODS & CHEMS INC COM 00915810 46654 924394 SH SHARED 11 351647 572747 D AIR PRODS & CHEMS INC COM 00915810 13385 265214 SH SHR/OTHR 11 265214 D AIR T INC COM 00920710 6 2000 SH SHARED 02 2000 D AIRBORNE INC COM 00926910 2415 125801 SH SHARED 125801 D AIRBORNE INC COM 00926910 6390 332836 SH SHARED 01 332836 D AIRBORNE INC COM 00926910 1519 79127 SH SHARED 02 78977 150 D AIRGAS INC COM 00936310 496 28684 SH SHARED 28684 D AIRGAS INC COM 00936310 4688 271000 SH SHARED 01 271000 D AIRGAS INC COM 00936310 1665 96284 SH SHARED 02 96284 D AIRGATE PCS INC COM 00936710 0 874 SH SHARED 874 D AIRGATE PCS 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COM 01310410 2742 90037 SH SHARED 09 90037 D ALBERTSONS INC COM 01310410 1934 63500 SH SHARED 10 63500 D ALBERTSONS INC COM 01310410 128722 4225957 SH SHARED 11 1503466 2608000 114491 D ALBERTSONS INC COM 01310410 1653 54280 SH SHR/OTHR 11 54280 D ALCAN INC COM 01371610 26001 693000 SH SHARED 693000 D ALCAN INC COM 01371610 37673 1004102 SH SHARED 01 1004102 D ALCAN INC COM 01371610 57 1530 SH SHR/OTHR 01 1530 D ALCAN INC COM 01371610 6259 166833 SH SHARED 02 154083 12750 D ALCAN INC COM 01371610 237 6332 SH SHARED 06 6332 D ALCAN INC COM 01371610 90 2400 SH SHARED 09 2400 D ALCAN INC COM 01371610 4337 115600 SH SHARED 11 115300 300 D ALCAN INC COM 01371610 1 52 SH SHR/OTHR 11 52 D ALCOA INC COM 01381710 56 1700 SH SHARED 1700 D ALCOA INC COM 01381710 161729 4878715 SH SHARED 4828157 50558 D ALCOA INC COM 01381710 121878 3676575 SH SHARED 01 3672783 3792 D ALCOA INC COM 01381710 1236 37300 SH SHR/OTHR 01 18900 18400 D ALCOA INC COM 01381710 16502 497822 SH SHARED 02 495247 2575 D ALCOA INC COM 01381710 11141 336080 SH SHARED 03 336080 D ALCOA INC COM 01381710 8086 243940 SH SHARED 04 243940 D ALCOA INC COM 01381710 1171 35345 SH SHARED 06 35345 D ALCOA INC COM 01381710 688 20760 SH SHARED 07 20760 D ALCOA INC COM 01381710 258 7805 SH SHARED 09 7805 D ALCOA INC COM 01381710 48986 1477736 SH SHARED 11 1375317 102419 D ALCOA INC COM 01381710 1502 45315 SH SHR/OTHR 11 45315 D ALCATEL SPONSORED ADR 01390430 177 25019 SH SHARED 01 23019 2000 D ALCATEL SPONSORED ADR 01390430 985 138659 SH SHARED 02 134896 3763 D ALCATEL SPONSORED ADR 01390430 179 25250 SH SHARED 11 12750 12500 D ALDERWOODS GROUP INC COM 01438310 1034 136500 SH SHARED 136500 D ALDERWOODS GROUP INC COM 01438310 83 11000 SH SHARED 01 11000 D ALDERWOODS GROUP INC COM 01438310 255 33700 SH SHARED 02 33700 D ALDILA INC COM NEW 01438420 20 12866 SH SHARED 02 12866 D ALEXANDER & BALDWIN INC COM 01448210 334 13121 SH SHARED 13121 D ALEXANDER & BALDWIN INC COM 01448210 989 38770 SH SHARED 01 38770 D ALEXANDER & 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INC COM 01741R10 75 4800 SH SHARED 4800 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 4495 284532 SH SHARED 284532 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 6750 427245 SH SHARED 01 427245 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 71 4550 SH SHR/OTHR 01 4550 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 976 61810 SH SHARED 02 56053 5757 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 1369 86700 SH SHARED 06 86700 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 20452 1294464 SH SHARED 11 1293800 664 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 5111 323482 SH SHR/OTHR 11 323482 D ALLEGIANCE TELECOM INC COM 01747T10 17 9701 SH SHARED 9701 D ALLEGIANCE TELECOM INC COM 01747T10 108 59300 SH SHARED 01 59300 D ALLEGIANCE TELECOM INC COM 01747T10 159 87000 SH SHARED 02 87000 D ALLEGIANT BANCORP INC COM 01747610 74 4100 SH SHARED 01 4100 D ALLEGIANT BANCORP INC COM 01747610 181 10000 SH SHARED 02 10000 D ALLEN TELECOM INC COM 01809110 41 9698 SH SHARED 9698 D ALLEN TELECOM INC COM 01809110 91 21350 SH SHARED 01 21350 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11 836 D ALLIANCE CALIF MUN INCOME FD COM 01854610 165 12000 SH SHARED 02 12000 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 4707 137447 SH SHARED 137447 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 342 10000 SH SHR/OTHR 01 7400 2600 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 1607 46941 SH SHARED 02 21580 25361 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 116 3400 SH SHARED 11 800 2600 D ALLIANCE DATA SYSTEMS CORP COM 01858110 71 2800 SH SHARED 01 2800 D ALLIANCE DATA SYSTEMS CORP COM 01858110 288 11280 SH SHARED 02 11280 D ALLIANCE GAMING CORP COM NEW 01859P60 1486 119147 SH SHARED 119147 D ALLIANCE GAMING CORP COM NEW 01859P60 269 21600 SH SHARED 01 21600 D ALLIANCE GAMING CORP COM NEW 01859P60 522 41855 SH SHARED 02 41855 D ALLIANCE GAMING CORP COM NEW 01859P60 270 21700 SH SHARED 11 21700 D ALLIANCE IMAGING INC COM NEW 01860620 22 1700 SH SHARED 01 1700 D ALLIANCE IMAGING INC COM NEW 01860620 152 11300 SH SHARED 02 11300 D ALLIANCE NATL MUN INCOME 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630 SH SHARED 11 630 D ALSTOM SPONSORED ADR 02124410 368 34784 SH SHARED 34784 D ALSTOM SPONSORED ADR 02124410 154 14550 SH SHARED 11 14550 D ALTERA CORP COM 02144110 13532 995023 SH SHARED 995023 D ALTERA CORP COM 02144110 20671 1519939 SH SHARED 01 1493273 26666 D ALTERA CORP COM 02144110 46 3436 SH SHR/OTHR 01 2000 1436 D ALTERA CORP COM 02144110 13721 1008915 SH SHARED 02 996865 12050 D ALTERA CORP COM 02144110 4080 300000 SH SHARED 04 300000 D ALTERA CORP COM 02144110 783 57600 SH SHARED 06 57600 D ALTERA CORP COM 02144110 43 3165 SH SHARED 09 3165 D ALTERA CORP COM 02144110 5513 405382 SH SHARED 11 369100 36282 D ALTERA CORP COM 02144110 524 38581 SH SHR/OTHR 11 38581 D ALTERRA HEALTHCARE CORP COM 02146C10 0 2000 SH SHARED 01 2000 D ALTIRIS INC COM 02148M10 40 7750 SH SHARED 02 7750 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 4112 215300 SH SHARED 215300 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 4763 249423 SH SHARED 02 249423 D ALUMINUM CORP CHINA LTD SPON ADR H 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SH SHARED 02 600 D AMERICAN MGMT SYS INC COM 02735210 20 1094 SH SHARED 1094 D AMERICAN MGMT SYS INC COM 02735210 744 38963 SH SHARED 01 36763 2200 D AMERICAN MGMT SYS INC COM 02735210 31 1646 SH SHR/OTHR 01 1646 D AMERICAN MGMT SYS INC COM 02735210 1106 57895 SH SHARED 02 57895 D AMERICAN MED SYS HLDGS INC COM 02744M10 13 660 SH SHARED 660 D AMERICAN MED SYS HLDGS INC COM 02744M10 2541 126700 SH SHARED 01 126700 D AMERICAN MED SYS HLDGS INC COM 02744M10 765 38146 SH SHARED 02 38146 D AMERICAN MED SYS HLDGS INC COM 02744M10 20497 1021800 SH SHARED 11 733195 11405 277200 D AMERICAN MED SEC GROUP INC COM 02744P10 2119 88500 SH SHARED 01 88500 D AMERICAN MED SEC GROUP INC COM 02744P10 124 5200 SH SHARED 02 5200 D AMERICAN MED SEC GROUP INC COM 02744P10 1750 73100 SH SHARED 06 73100 D AMERICAN MED SEC GROUP INC COM 02744P10 3036 126800 SH SHARED 11 126800 D AMERICAN MED SEC GROUP INC COM 02744P10 1266 52900 SH SHR/OTHR 11 52900 D AMERICAN NATL BANKSHARES INC COM 02774510 8 300 SH SHARED 01 300 D AMERICAN NATL BANKSHARES INC COM 02774510 134 4900 SH SHARED 02 4900 D AMERICAN NATL INS CO COM 02859110 24 251 SH SHARED 251 D AMERICAN NATL INS CO COM 02859110 688 7152 SH SHARED 01 7152 D AMERICAN NATL INS CO COM 02859110 252 2620 SH SHARED 02 2620 D AMERICAN NATL INS CO COM 02859110 48 500 SH SHARED 11 500 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 93 7600 SH SHARED 02 7600 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 1236 100000 SH SHARED 04 100000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 684 55400 SH SHARED 11 55400 D AMERICAN PHYSICIANS CAPITAL COM 02888410 5 298 SH SHARED 298 D AMERICAN PHYSICIANS CAPITAL COM 02888410 382 20700 SH SHARED 01 16500 4200 D AMERICAN PHYSICIANS CAPITAL COM 02888410 160 8700 SH SHARED 02 8700 D AMERICAN PWR CONVERSION CORP COM 02906610 5471 433244 SH SHARED 433244 D AMERICAN PWR CONVERSION CORP COM 02906610 11453 906864 SH SHARED 01 872075 34789 D AMERICAN PWR CONVERSION CORP COM 02906610 163 12960 SH SHR/OTHR 01 3000 9960 D AMERICAN PWR CONVERSION CORP COM 02906610 1489 117931 SH SHARED 02 115131 2800 D AMERICAN PWR CONVERSION CORP COM 02906610 46 3673 SH SHARED 06 3673 D AMERICAN PWR CONVERSION CORP COM 02906610 35 2800 SH SHARED 07 2800 D AMERICAN PWR CONVERSION CORP COM 02906610 18 1500 SH SHARED 09 1500 D AMERICAN PWR CONVERSION CORP COM 02906610 2864 226800 SH SHARED 11 225200 1600 D AMERICAN PWR CONVERSION CORP COM 02906610 103 8188 SH SHR/OTHR 11 8188 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 1 161 SH SHARED 01 161 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 3311 341400 SH SHARED 02 341400 D AMERICAN RLTY INVS INC COM 02917410 0 50 SH SHARED 50 D AMERICAN RLTY INVS INC COM 02917410 221 19800 SH SHARED 02 3600 16200 D AMERICAN SCIENCE & ENGR INC COM 02942910 209 13274 SH SHARED 13274 D AMERICAN SELECT PORTFOLIO IN COM 02957010 41 3000 SH SHARED 02 3000 D AMERICAN SOFTWARE INC CL A 02968310 6 2000 SH SHARED 2000 D AMERICAN STD COS INC DEL COM 02971210 16319 217297 SH SHARED 217297 D AMERICAN STD COS INC DEL COM 02971210 21989 292798 SH SHARED 01 292798 D AMERICAN STD COS INC DEL COM 02971210 3056 40694 SH SHARED 02 40694 D AMERICAN STD COS INC DEL COM 02971210 30 400 SH SHARED 09 400 D AMERICAN STD COS INC DEL COM 02971210 16476 219395 SH SHR/OTHR 11 219395 D AMERICAN STS WTR CO COM 02989910 9 351 SH SHARED 351 D AMERICAN STS WTR CO COM 02989910 174 6600 SH SHARED 01 6600 D AMERICAN STS WTR CO COM 02989910 494 18649 SH SHARED 02 18649 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 6645 15000000 PRN SHARED 15000000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 6 15000 PRN SHARED 02 15000 D AMERICAN TOWER CORP CL A 02991220 65 19110 SH SHARED 19110 D AMERICAN TOWER CORP CL A 02991220 469 136050 SH SHARED 01 136050 D AMERICAN TOWER CORP CL A 02991220 2004 581136 SH SHARED 02 350733 230403 D AMERICAN TOWER CORP CL A 02991220 0 200 SH SHARED 11 200 D AMERICAN STRATEGIC INCOME II COM 03009T10 162 13000 SH SHARED 02 13000 D AMERN STRATEGIC INCOME PTFL COM 03009910 131 9700 SH SHARED 02 9700 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 3 562 SH SHARED 562 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 79 14483 SH SHARED 01 14483 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 104 19100 SH SHARED 02 19100 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 209 38400 SH SHARED 04 38400 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 54 10000 SH SHARED 11 10000 D AMERICAN TECHNICNAL CERAMICS COM 03013710 53 10700 SH SHARED 01 10700 D AMERICAN TECHNICNAL CERAMICS COM 03013710 0 90 SH SHARED 02 90 D AMERICAN WTR WKS INC COM 03041110 27400 634132 SH SHARED 634132 D AMERICAN WTR WKS INC COM 03041110 26639 616521 SH SHARED 01 616521 D AMERICAN WTR WKS INC COM 03041110 1166 27000 SH SHR/OTHR 01 27000 D AMERICAN WTR WKS INC COM 03041110 2330 53941 SH SHARED 02 53941 D AMERICAN WTR WKS INC COM 03041110 69 1600 SH SHARED 11 1600 D AMERICAN WTR WKS INC COM 03041110 21 500 SH SHR/OTHR 11 500 D AMERICAN WOODMARK CORP COM 03050610 465 8300 SH SHARED 8300 D AMERICAN WOODMARK CORP COM 03050610 3064 54600 SH SHARED 01 54600 D AMERICAN WOODMARK CORP COM 03050610 363 6475 SH SHARED 02 5000 1475 D AMERICAN WOODMARK CORP COM 03050610 65 1170 SH SHARED 11 1170 D AMERICREDIT CORP COM 03060R10 504 18000 SH SHARED 18000 D AMERICREDIT CORP COM 03060R10 7966 284000 SH SHARED 01 284000 D AMERICREDIT CORP COM 03060R10 2228 79446 SH SHARED 02 78596 850 D AMERICREDIT CORP COM 03060R10 909 32425 SH SHARED 11 32425 D AMERICREDIT CORP COM 03060R10 9521 339460 SH SHR/OTHR 11 339460 D AMERIGON INC COM 03070L30 0 81 SH SHARED 02 81 D AMERISTAR CASINOS INC COM 03070Q10 2449 84305 SH SHARED 84305 D AMERISTAR CASINOS INC COM 03070Q10 424 14600 SH SHARED 01 14600 D AMERISTAR CASINOS INC COM 03070Q10 255 8800 SH SHARED 02 8800 D AMERIPATH INC COM 03071D10 38 1613 SH SHARED 1613 D AMERIPATH INC COM 03071D10 374 15600 SH SHARED 01 15600 D AMERIPATH INC COM 03071D10 988 41172 SH SHARED 02 41172 D AMERIVEST PPTYS INC DEL COM 03071L10 9 1500 SH SHARED 02 1500 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 801 500000 PRN SHARED 500000 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 6408 4000000 PRN SHARED 01 4000000 D AMERISOURCE HEALTH CORP NOTE 5.000%12/0 03071PAD 3340 2085000 PRN SHARED 02 2085000 D AMERON INTL INC COM 03071010 629 8719 SH SHARED 8719 D AMERON INTL INC COM 03071010 115 1600 SH SHARED 01 1600 D AMERON INTL INC COM 03071010 238 3300 SH SHARED 02 3100 200 D AMERON INTL INC COM 03071010 6 90 SH SHARED 11 90 D AMERON INTL INC COM 03071010 57 800 SH SHR/OTHR 11 800 D AMERSHAM PLC SPONSORED ADR 03071910 200 4528 SH SHARED 4528 D AMERITRADE HLDG CORP CL A 03072H10 111 24400 SH SHARED 24400 D AMERITRADE HLDG CORP CL A 03072H10 236 51745 SH SHARED 01 51550 195 D AMERITRADE HLDG CORP CL A 03072H10 1186 259100 SH SHARED 02 259100 D AMERUS GROUP CO COM 03072M10 1152 31062 SH SHARED 31062 D AMERUS GROUP CO COM 03072M10 1689 45534 SH SHARED 01 45534 D AMERUS GROUP CO COM 03072M10 2146 57848 SH SHARED 02 53748 4100 D AMERUS GROUP CO COM 03072M10 2 70 SH SHARED 05 70 D AMERUS GROUP CO COM 03072M10 12391 334000 SH SHARED 11 334000 D AMERISOURCEBERGEN CORP COM 03073E10 19369 254864 SH SHARED 254864 D AMERISOURCEBERGEN CORP COM 03073E10 29521 388442 SH SHARED 01 388442 D AMERISOURCEBERGEN CORP COM 03073E10 5827 76679 SH SHARED 02 76531 148 D AMERISOURCEBERGEN CORP COM 03073E10 98 1300 SH SHARED 09 1300 D AMERISOURCEBERGEN CORP COM 03073E10 10902 143450 SH SHARED 11 131150 12300 D AMERISOURCEBERGEN CORP COM 03073E10 2880 37895 SH SHR/OTHR 11 37895 D AMERIGROUP CORP COM 03073T10 867 31800 SH SHARED 01 31800 D AMERIGROUP CORP COM 03073T10 225 8248 SH SHARED 02 8100 148 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 158 6900 SH SHARED 02 2000 4900 D AMETEK INC NEW COM 03110010 301 8100 SH SHARED 8100 D AMETEK INC NEW COM 03110010 1223 32850 SH SHARED 01 32850 D AMETEK INC NEW COM 03110010 2396 64343 SH SHARED 02 63743 600 D AMETEK INC NEW COM 03110010 37 1000 SH SHR/OTHR 11 1000 D AMGEN INC NOTE 3/0 031162AE 31594 46462000 PRN SHARED 46462000 D AMGEN INC NOTE 3/0 031162AE 340 500000 PRN SHARED 02 500000 D AMGEN INC COM 03116210 228203 5448979 SH SHARED 4965336 483643 D AMGEN INC COM 03116210 201632 4814537 SH SHARED 01 4510738 303799 D AMGEN INC COM 03116210 4495 107340 SH SHR/OTHR 01 50540 56800 D AMGEN INC COM 03116210 49655 1185651 SH SHARED 02 1110661 74990 D AMGEN INC COM 03116210 598 14300 SH SHARED 03 14300 D AMGEN INC COM 03116210 85673 2045700 SH SHARED 04 2045700 D AMGEN INC COM 03116210 1548 36972 SH SHARED 06 36972 D AMGEN INC COM 03116210 9244 220730 SH SHARED 07 220730 D AMGEN INC COM 03116210 540 12900 SH SHARED 08 12900 D AMGEN INC COM 03116210 391 9338 SH SHARED 09 9338 D AMGEN INC COM 03116210 62583 1494344 SH SHARED 11 1060861 279000 154483 D AMGEN INC COM 03116210 6194 147919 SH SHR/OTHR 11 147919 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 12 25000 PRN SHARED 02 25000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 8 15000 PRN SHARED 02 15000 D AMKOR TECHNOLOGY INC COM 03165210 201 32354 SH SHARED 32354 D AMKOR TECHNOLOGY INC COM 03165210 417 67101 SH SHARED 01 67101 D AMKOR TECHNOLOGY INC COM 03165210 220 35528 SH SHARED 02 32193 3335 D AMPAL AMERN ISRAEL CORP CL A 03201510 79 22100 SH SHARED 02 22100 D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 03201530 4 396 SH SHARED 01 396 D AMPCO-PITTSBURGH CORP COM 03203710 3420 285000 SH SHARED 285000 D AMPHENOL CORP NEW CL A 03209510 1582 43951 SH SHARED 43951 D AMPHENOL CORP NEW CL A 03209510 5016 139350 SH SHARED 01 137600 1750 D AMPHENOL CORP NEW CL A 03209510 190 5285 SH SHR/OTHR 01 5285 D AMPHENOL CORP NEW CL A 03209510 671 18648 SH SHARED 02 18648 D AMPHENOL CORP NEW CL A 03209510 30852 857000 SH SHARED 11 857000 D AMREP CORP NEW COM 03215910 544 65600 SH SHARED 01 65600 D AMSOUTH BANCORPORATION COM 03216510 18258 815856 SH SHARED 815856 D AMSOUTH BANCORPORATION COM 03216510 31150 1391891 SH SHARED 01 1391891 D AMSOUTH BANCORPORATION COM 03216510 4812 215055 SH SHARED 02 214305 750 D AMSOUTH BANCORPORATION COM 03216510 111 5000 SH SHARED 04 5000 D AMSOUTH BANCORPORATION COM 03216510 6400 286000 SH SHARED 05 286000 D AMSOUTH BANCORPORATION COM 03216510 62 2792 SH SHARED 06 2792 D AMSOUTH BANCORPORATION COM 03216510 79 3548 SH SHARED 09 3548 D AMSOUTH BANCORPORATION COM 03216510 76406 3414070 SH SHARED 11 3199481 214589 D AMSOUTH BANCORPORATION COM 03216510 1051 47004 SH SHR/OTHR 11 47004 D AMSURG CORP COM 03232P40 190 7242 SH SHARED 7242 D AMSURG CORP COM 03232P40 1612 61400 SH SHARED 01 61400 D AMSURG CORP COM 03232P40 543 20709 SH SHARED 02 20709 D AMTECH SYS INC COM PAR $0.01N 03233250 2 500 SH SHARED 02 500 D AMTRAN INC COM 03234G10 0 86 SH SHARED 86 D AMTRAN INC COM 03234G10 40 5900 SH SHARED 02 2800 3100 D AMTRAN INC COM 03234G10 0 90 SH SHARED 11 90 D AMYLIN PHARMACEUTICALS INC COM 03234610 17 1614 SH SHARED 1454 160 D AMYLIN PHARMACEUTICALS INC COM 03234610 467 42707 SH SHARED 01 42707 D AMYLIN PHARMACEUTICALS INC COM 03234610 740 67674 SH SHARED 02 67674 D AMYLIN PHARMACEUTICALS INC COM 03234610 9463 865000 SH SHARED 04 865000 D AMVESCAP PLC SPONSORED ADR 03235E10 1143 69484 SH SHARED 69484 D AMVESCAP PLC SPONSORED ADR 03235E10 213 13000 SH SHARED 02 13000 D ANADARKO PETE CORP DBCV 3/0 032511AP 1875 2945000 PRN SHARED 2945000 D ANADARKO PETE CORP DBCV 3/0 032511AP 701 1100000 PRN SHARED 02 1100000 D ANADARKO PETE CORP COM 03251110 1343425 27250000 SH SHARED 27250000 D ANADARKO PETE CORP COM 03251110 69615 1412074 SH SHARED 01 1396005 16069 D ANADARKO PETE CORP COM 03251110 563 11425 SH SHR/OTHR 01 4960 6465 D ANADARKO PETE CORP COM 03251110 15308 310521 SH SHARED 02 272889 37632 D ANADARKO PETE CORP COM 03251110 58351 1183600 SH SHARED 04 1183600 D ANADARKO PETE CORP COM 03251110 2705 54874 SH SHARED 06 54874 D ANADARKO PETE CORP COM 03251110 451 9150 SH SHARED 07 9150 D ANADARKO PETE CORP COM 03251110 94 1922 SH SHARED 09 1922 D ANADARKO PETE CORP COM 03251110 80692 1636762 SH SHARED 11 786761 774100 75901 D ANADARKO PETE CORP COM 03251110 95268 1932424 SH SHR/OTHR 11 1932424 D ANADIGICS INC COM 03251510 123 15000 SH SHARED 15000 D ANADIGICS INC COM 03251510 353 42924 SH SHARED 01 42924 D ANADIGICS INC COM 03251510 462 56130 SH SHARED 02 36130 20000 D ANALOG DEVICES INC NOTE 4.750%10/0 032654AD 9874 10340000 PRN SHARED 10340000 D ANALOG DEVICES INC NOTE 4.750%10/0 032654AD 47 50000 PRN SHARED 02 50000 D ANALOG DEVICES INC COM 03265410 42470 1429982 SH SHARED 1429982 D ANALOG DEVICES INC COM 03265410 46902 1579205 SH SHARED 01 1579205 D ANALOG DEVICES INC COM 03265410 23 800 SH SHR/OTHR 01 800 D ANALOG DEVICES INC COM 03265410 6326 213010 SH SHARED 02 210085 2925 D ANALOG DEVICES INC COM 03265410 891 30000 SH SHARED 04 30000 D ANALOG DEVICES INC COM 03265410 10051 338430 SH SHARED 06 338430 D ANALOG DEVICES INC COM 03265410 615 20710 SH SHARED 07 20710 D ANALOG DEVICES INC COM 03265410 4441 149531 SH SHARED 09 149531 D ANALOG DEVICES INC COM 03265410 54826 1846010 SH SHARED 11 1492790 259500 93720 D ANALOG DEVICES INC COM 03265410 615 20723 SH SHR/OTHR 11 20723 D ANALOGIC CORP COM PAR $0.05 03265720 7 160 SH SHARED 160 D ANALOGIC CORP COM PAR $0.05 03265720 411 8370 SH SHARED 01 8370 D ANALOGIC CORP COM PAR $0.05 03265720 498 10130 SH SHARED 02 10130 D ANALYSTS INTL CORP COM 03268110 3 900 SH SHARED 01 900 D ANALYSTS INTL CORP COM 03268110 32 7604 SH SHARED 02 7604 D ANAREN MICROWAVE INC COM 03274410 81 9404 SH SHARED 9404 D ANAREN MICROWAVE INC COM 03274410 253 29384 SH SHARED 01 29384 D ANAREN MICROWAVE INC COM 03274410 168 19500 SH SHARED 02 19500 D ANAREN MICROWAVE INC COM 03274410 9 1080 SH SHARED 11 1080 D ANCHOR BANCORP WIS INC COM 03283910 14 604 SH SHARED 604 D ANCHOR BANCORP WIS INC COM 03283910 951 39450 SH SHARED 01 39450 D ANCHOR BANCORP WIS INC COM 03283910 722 29985 SH SHARED 02 29985 D ANDREW CORP COM 03442510 3352 224680 SH SHARED 224680 D ANDREW CORP COM 03442510 7181 481334 SH SHARED 01 457592 23742 D ANDREW CORP COM 03442510 75 5037 SH SHR/OTHR 01 5037 D ANDREW CORP COM 03442510 1409 94503 SH SHARED 02 94503 D ANDREW CORP COM 03442510 45 3058 SH SHARED 06 3058 D ANDREW CORP COM 03442510 199 13376 SH SHARED 07 13376 D ANDREW CORP COM 03442510 20 1360 SH SHARED 11 1360 D ANDREW CORP COM 03442510 68 4594 SH SHR/OTHR 11 4594 D ANDRX GROUP COM 03455310 1446 53631 SH SHARED 53631 D ANDRX GROUP COM 03455310 828 30704 SH SHARED 01 30704 D ANDRX GROUP COM 03455310 4780 177249 SH SHARED 02 177248 1 D ANDRX GROUP COM 03455310 10181 377500 SH SHARED 04 377500 D ANDRX GROUP COM 03455310 9428 349600 SH SHARED 11 133100 216200 300 D ANDRX GROUP COM 03455310 10 400 SH SHR/OTHR 11 400 D ANGELICA CORP COM 03466310 15 900 SH SHARED 01 900 D ANGELICA CORP COM 03466310 171 9993 SH SHARED 02 9993 D ANGLO AMERN PLC ADR 03485P10 1610 98515 SH SHARED 02 98515 D ANGLO AMERN PLC ADR 03485P10 1576 96433 SH SHARED 05 96433 D ANGLO AMERN PLC ADR 03485P10 276 16902 SH SHARED 11 13750 3152 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 18 500 SH SHARED 02 500 D ANGLOGOLD LTD SPONSORED ADR 03512820 2842 109000 SH SHARED 109000 D ANGLOGOLD LTD SPONSORED ADR 03512820 266 10200 SH SHARED 02 10200 D ANGLOGOLD LTD SPONSORED ADR 03512820 3260 125000 SH SHARED 04 125000 D ANGLOGOLD LTD SPONSORED ADR 03512820 177 6790 SH SHARED 11 6790 D ANGLOGOLD LTD SPONSORED ADR 03512820 5216 200000 SH SHR/OTHR 11 200000 D ANHEUSER BUSCH COS INC COM 03522910 100 2000 SH SHARED 2000 D ANHEUSER BUSCH COS INC COM 03522910 182565 3651318 SH SHARED 3646654 4664 D ANHEUSER BUSCH COS INC COM 03522910 211772 4235456 SH SHARED 01 4031789 203667 D ANHEUSER BUSCH COS INC COM 03522910 5701 114039 SH SHR/OTHR 01 67125 46914 D ANHEUSER BUSCH COS INC COM 03522910 23504 470090 SH SHARED 02 460303 9787 D ANHEUSER BUSCH COS INC COM 03522910 45650 913000 SH SHARED 03 159300 753700 D ANHEUSER BUSCH COS INC COM 03522910 142404 2848085 SH SHARED 06 2848085 D ANHEUSER BUSCH COS INC COM 03522910 7507 150154 SH SHARED 07 150154 D ANHEUSER BUSCH COS INC COM 03522910 8451 169032 SH SHARED 08 169032 D ANHEUSER BUSCH COS INC COM 03522910 6490 129814 SH SHARED 09 129814 D ANHEUSER BUSCH COS INC COM 03522910 3540 70800 SH SHARED 10 70800 D ANHEUSER BUSCH COS INC COM 03522910 256346 5126937 SH SHARED 11 1137342 2908000 1081595 D ANHEUSER BUSCH COS INC COM 03522910 41255 825104 SH SHR/OTHR 11 825104 D ANIXTER INTL INC NOTE 6/2 035290AC 3437 13480000 PRN SHARED 13480000 D ANIXTER INTL INC NOTE 6/2 035290AC 5516 21633000 PRN SHARED 02 4513000 17120000 D ANIXTER INTL INC COM 03529010 15 646 SH SHARED 646 D ANIXTER INTL INC COM 03529010 4342 184800 SH SHARED 01 184800 D ANIXTER INTL INC COM 03529010 1053 44820 SH SHARED 02 44520 300 D ANIXTER INTL INC COM 03529010 2362 100530 SH SHARED 11 100530 D ANNALY MTG MGMT INC COM 03571040 32 1686 SH SHARED 1686 D ANNALY MTG MGMT INC COM 03571040 1390 71700 SH SHARED 01 66700 5000 D ANNALY MTG MGMT INC COM 03571040 1328 68470 SH SHARED 02 67470 1000 D ANNALY MTG MGMT INC COM 03571040 15696 809100 SH SHARED 11 548428 11272 249400 D ANNTAYLOR STORES CORP SDCV 0.550% 6/1 036115AC 13516 21800000 PRN SHARED 21800000 D ANNTAYLOR STORES CORP COM 03611510 642 25302 SH SHARED 25302 D ANNTAYLOR STORES CORP COM 03611510 494 19490 SH SHARED 01 19490 D ANNTAYLOR STORES CORP COM 03611510 2613 102922 SH SHARED 02 99653 3269 D ANNTAYLOR STORES CORP COM 03611510 663 26145 SH SHARED 11 26145 D ANSOFT CORP COM 03638410 61 10459 SH SHARED 10459 D ANSOFT CORP COM 03638410 59 10200 SH SHARED 01 10200 D ANSOFT CORP COM 03638410 82 14000 SH SHARED 02 10600 3400 D ANSYS INC COM 03662Q10 381 18989 SH SHARED 18989 D ANSYS INC COM 03662Q10 3905 194300 SH SHARED 01 194300 D ANSYS INC COM 03662Q10 427 21268 SH SHARED 02 17757 3511 D ANSYS INC COM 03662Q10 2520 125400 SH SHARED 06 125400 D ANSYS INC COM 03662Q10 4426 220230 SH SHARED 11 220230 D ANSYS INC COM 03662Q10 1829 91000 SH SHR/OTHR 11 91000 D ANTENNA TV SA SPONSORED ADR 03672N10 841 695100 SH SHARED 04 695100 D ANTHEM INC COM 03674B10 2110 31276 SH SHARED 31276 D ANTHEM INC COM 03674B10 2573 38141 SH SHARED 01 37900 241 D ANTHEM INC COM 03674B10 770 11420 SH SHARED 02 11420 D ANTHEM INC COM 03674B10 1366 20250 SH SHARED 04 20250 D ANTHEM INC COM 03674B10 4080 60465 SH SHARED 11 48665 11800 D ANTHEM INC COM 03674B10 1755 26020 SH SHR/OTHR 11 26020 D ANTEON INTL CORP COM 03674E10 504 19964 SH SHARED 19964 D ANTEON INTL CORP COM 03674E10 75 3000 SH SHARED 01 3000 D ANTEON INTL CORP COM 03674E10 346 13710 SH SHARED 02 13710 D ANTEON INTL CORP COM 03674E10 101 4000 SH SHARED 04 4000 D ANSWERTHINK INC COM 03691610 25 6775 SH SHARED 6775 D ANSWERTHINK INC COM 03691610 107 28305 SH SHARED 01 28305 D ANSWERTHINK INC COM 03691610 153 40500 SH SHARED 02 40500 D ANTHRACITE CAP INC COM 03702310 113 8599 SH SHARED 8599 D ANTHRACITE CAP INC COM 03702310 1888 142500 SH SHARED 01 142500 D ANTHRACITE CAP INC COM 03702310 527 39800 SH SHARED 02 39800 D ANTHRACITE CAP INC COM 03702310 600 45300 SH SHARED 11 45300 D ANTIGENICS INC DEL COM 03703210 3 384 SH SHARED 384 D ANTIGENICS INC DEL COM 03703210 1126 114400 SH SHARED 01 113871 529 D ANTIGENICS INC DEL COM 03703210 298 30288 SH SHARED 02 30170 118 D ANWORTH MORTGAGE ASSET CP COM 03734710 912 65200 SH SHARED 01 65200 D ANWORTH MORTGAGE ASSET CP COM 03734710 144 10300 SH SHARED 02 10300 D ANWORTH MORTGAGE ASSET CP COM 03734710 1336 95500 SH SHARED 06 95500 D ANWORTH MORTGAGE ASSET CP COM 03734710 4497 321500 SH SHARED 11 321500 D ANWORTH MORTGAGE ASSET CP COM 03734710 993 71000 SH SHR/OTHR 11 71000 D AO TATNEFT SPON ADR REG S 03737P30 307 22226 SH SHARED 22226 D AO TATNEFT SPON ADR REG S 03737P30 457 33110 SH SHARED 01 33110 D AO TATNEFT SPON ADR REG S 03737P30 25 1870 SH SHARED 02 1870 D AO TATNEFT SPON ADR REG S 03737P30 1078 78000 SH SHARED 04 78000 D AO TATNEFT SPON ADR REG S 03737P30 976 70600 SH SHARED 05 70600 D AON CORP COM 03738910 20706 702379 SH SHARED 702379 D AON CORP COM 03738910 32689 1108870 SH SHARED 01 1108870 D AON CORP COM 03738910 5064 171785 SH SHARED 02 163330 8455 D AON CORP COM 03738910 80 2721 SH SHARED 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19394 SH SHARED 02 19394 D ASTEC INDS INC COM 04622410 62 3880 SH SHARED 11 3880 D ASTORIA FINL CORP COM 04626510 54 1700 SH SHARED 1700 D ASTORIA FINL CORP COM 04626510 368 11491 SH SHARED 11491 D ASTORIA FINL CORP COM 04626510 4526 141240 SH SHARED 01 141240 D ASTORIA FINL CORP COM 04626510 4191 130792 SH SHARED 02 128789 2003 D ASTORIA FINL CORP COM 04626510 1137 35500 SH SHARED 06 35500 D ASTORIA FINL CORP COM 04626510 33228 1036770 SH SHARED 11 1032770 4000 D ASTORIA FINL CORP COM 04626510 9357 291980 SH SHR/OTHR 11 291980 D ASTRAZENECA PLC SPONSORED ADR 04635310 1807 44092 SH SHARED 44092 D ASTRAZENECA PLC SPONSORED ADR 04635310 3698 90200 SH SHARED 02 90200 D ASTRAZENECA PLC SPONSORED ADR 04635310 26518 646800 SH SHARED 05 646800 D ASTRAZENECA PLC SPONSORED ADR 04635310 918 22400 SH SHARED 06 22400 D ASTRAZENECA PLC SPONSORED ADR 04635310 1887 46043 SH SHARED 11 16047 29996 D ASTRAZENECA PLC SPONSORED ADR 04635310 500 12200 SH SHR/OTHR 11 12200 D ASTRO-MED INC NEW COM 04638F10 57 15500 SH SHARED 02 15500 D ASTROPOWER INC COM 04644A10 104 5318 SH SHARED 3718 1600 D ASTROPOWER INC COM 04644A10 384 19600 SH SHARED 01 19600 D ASTROPOWER INC COM 04644A10 456 23239 SH SHARED 02 23239 D ASTROPOWER INC COM 04644A10 294 15000 SH SHARED 04 15000 D ASTROPOWER INC COM 04644A10 14949 761199 SH SHARED 11 550910 9289 201000 D ASTROPOWER INC COM 04644A10 5 300 SH SHR/OTHR 11 300 D AT RD INC COM 04648K10 399 64700 SH SHARED 02 64700 D AT RD INC COM 04648K10 123 20000 SH SHARED 11 20000 D ASYST TECHNOLOGY CORP NOTE 5.750% 7/0 04648XAB 6012 4000000 PRN SHARED 4000000 D ASYST TECHNOLOGY CORP COM 04648X10 2849 140002 SH SHARED 140002 D ASYST TECHNOLOGY CORP COM 04648X10 3947 194000 SH SHARED 01 194000 D ASYST TECHNOLOGY CORP COM 04648X10 765 37597 SH SHARED 02 37597 D ASYST TECHNOLOGY CORP COM 04648X10 3302 162300 SH SHARED 11 162300 D AT & T LATIN AMER CORP COM 04649A10 0 1134 SH SHARED 1134 D AT & T LATIN AMER CORP COM 04649A10 34 64457 SH SHARED 02 39100 25357 D ATHEROGENICS INC COM 04743910 8 1253 SH SHARED 1253 D ATHEROGENICS INC COM 04743910 30 4300 SH SHARED 01 4300 D ATHEROGENICS INC COM 04743910 261 36408 SH SHARED 02 36408 D ATLANTIC AMERN CORP COM 04820910 168 71600 SH SHARED 01 71600 D ATLANTIC COAST AIRLINES HLDG COM 04839610 23 1066 SH SHARED 1066 D ATLANTIC COAST AIRLINES HLDG COM 04839610 413 19054 SH SHARED 01 19054 D ATLANTIC COAST AIRLINES HLDG COM 04839610 1428 65843 SH SHARED 02 65693 150 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 128 34808 SH SHARED 34808 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 234 63410 SH SHARED 01 61310 2100 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 8 2250 SH SHR/OTHR 01 2250 D ATLAS AIR WORLDWIDE HLDGS IN COM 04916410 124 33696 SH SHARED 02 33696 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 218 9500 SH SHR/OTHR 01 9500 D ATMEL CORP SDCV 4/2 049513AC 26783 58479000 PRN SHARED 58479000 D ATMEL CORP SDCV 5/2 049513AE 17 59000 PRN SHARED 02 59000 D ATMEL CORP COM 04951310 5686 908461 SH SHARED 907061 1400 D ATMEL CORP COM 04951310 5380 859457 SH SHARED 01 859457 D ATMEL CORP COM 04951310 4198 670761 SH SHARED 02 655761 15000 D ATMEL CORP COM 04951310 17 2848 SH SHARED 06 2848 D ATMEL CORP COM 04951310 31 5100 SH SHARED 07 5100 D ATMEL CORP COM 04951310 8915 1424152 SH SHARED 11 836920 583900 3332 D ATMEL CORP COM 04951310 175 28100 SH SHR/OTHR 11 28100 D ATMOS ENERGY CORP COM 04956010 26 1136 SH SHARED 1136 D ATMOS ENERGY CORP COM 04956010 656 28010 SH SHARED 01 28010 D ATMOS ENERGY CORP COM 04956010 1945 82982 SH SHARED 02 82982 D ATMOS ENERGY CORP COM 04956010 18 800 SH SHARED 11 800 D ATRIX LABS INC COM 04962L10 7 346 SH SHARED 346 D ATRIX LABS INC COM 04962L10 5079 228300 SH SHARED 01 228300 D ATRIX LABS INC COM 04962L10 428 19239 SH SHARED 02 19239 D ATRIX LABS INC COM 04962L10 3239 145600 SH SHARED 06 145600 D ATRIX LABS INC COM 04962L10 5629 253000 SH SHARED 11 253000 D ATRIX LABS INC COM 04962L10 2345 105400 SH SHR/OTHR 11 105400 D ATWOOD OCEANICS INC COM 05009510 1183 31549 SH SHARED 31549 D ATWOOD OCEANICS INC COM 05009510 266 7100 SH SHARED 01 7100 D ATWOOD OCEANICS INC COM 05009510 451 12030 SH SHARED 02 12030 D AUDIBLE INC COM 05069A10 0 487 SH SHARED 02 487 D AUDIOVOX CORP CL A 05075710 3 470 SH SHARED 470 D AUDIOVOX CORP CL A 05075710 246 31000 SH SHARED 01 31000 D AUDIOVOX CORP CL A 05075710 172 21744 SH SHARED 02 21744 D AUGUST TECHNOLOGY CORP COM 05106U10 29 3003 SH SHARED 3003 D AUGUST TECHNOLOGY CORP COM 05106U10 49 5050 SH SHARED 01 5050 D AUGUST TECHNOLOGY CORP COM 05106U10 311 31473 SH SHARED 02 31473 D AULT INC COM 05150310 29 6600 SH SHARED 01 6600 D AURORA FOODS INC COM 05164B10 0 624 SH SHARED 624 D AURORA FOODS INC COM 05164B10 3 2600 SH SHARED 01 2600 D AURORA FOODS INC COM 05164B10 32 21417 SH SHARED 02 21417 D AUSPEX SYS INC COM 05211610 0 1268 SH SHARED 1268 D AUSPEX SYS INC COM 05211610 15 61600 SH SHARED 02 39600 22000 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 54 1000 SH SHARED 02 1000 D AUTHENTIDATE HLDG CORP COM 05266610 16 5000 SH SHR/OTHR 01 5000 D AUTOBYTEL INC COM 05275N10 0 100 SH SHARED 01 100 D AUTODESK INC COM 05276910 3674 277322 SH SHARED 277322 D AUTODESK INC COM 05276910 7260 547956 SH SHARED 01 547956 D AUTODESK INC COM 05276910 1371 103544 SH SHARED 02 102944 600 D AUTODESK INC COM 05276910 3850 290600 SH SHARED 11 281800 8800 D AUTODESK INC COM 05276910 108 8174 SH SHR/OTHR 11 8174 D AUTOLIV INC COM 05280010 13 546 SH SHARED 546 D AUTOLIV INC COM 05280010 1851 73465 SH SHARED 01 73465 D AUTOLIV INC COM 05280010 3 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 179 7129 SH SHARED 02 6700 429 D AUTOLIV INC COM 05280010 795 31557 SH SHARED 11 29000 2557 D AUTOMATIC DATA PROCESSING IN COM 05301510 145669 3344879 SH SHARED 3341692 3187 D AUTOMATIC DATA PROCESSING IN COM 05301510 123655 2839385 SH SHARED 01 2767031 72354 D AUTOMATIC DATA PROCESSING IN COM 05301510 1926 44226 SH SHR/OTHR 01 40526 3700 D AUTOMATIC DATA PROCESSING IN COM 05301510 16980 389903 SH SHARED 02 335548 54355 D AUTOMATIC DATA PROCESSING IN COM 05301510 7969 183000 SH SHARED 04 183000 D AUTOMATIC DATA PROCESSING IN COM 05301510 936 21495 SH SHARED 06 21495 D AUTOMATIC DATA PROCESSING IN COM 05301510 481 11050 SH SHARED 07 11050 D AUTOMATIC DATA PROCESSING IN COM 05301510 361 8300 SH SHARED 08 8300 D AUTOMATIC DATA PROCESSING IN COM 05301510 206 4732 SH SHARED 09 4732 D AUTOMATIC DATA PROCESSING IN COM 05301510 70096 1609557 SH SHARED 11 960520 64800 584237 D AUTOMATIC DATA PROCESSING IN COM 05301510 45790 1051456 SH SHR/OTHR 11 1051456 D AUTONOMY CORP PLC ADR 05329Q10 1485 392776 SH SHARED 05 392776 D AUTONATION INC COM 05329W10 100 6932 SH SHARED 6932 D AUTONATION INC COM 05329W10 3070 211745 SH SHARED 01 211345 400 D AUTONATION INC COM 05329W10 1024 70639 SH SHARED 02 70639 D AUTONATION INC COM 05329W10 725 50000 SH SHARED 04 50000 D AUTONATION INC COM 05329W10 43 3028 SH SHARED 06 3028 D AUTONATION INC COM 05329W10 504 34800 SH SHARED 11 34800 D AUTOZONE INC COM 05333210 34781 449957 SH SHARED 449957 D AUTOZONE INC COM 05333210 32972 426550 SH SHARED 01 426550 D AUTOZONE INC COM 05333210 6349 82137 SH SHARED 02 82037 100 D AUTOZONE INC COM 05333210 44 579 SH SHARED 06 579 D AUTOZONE INC COM 05333210 72 939 SH SHARED 09 939 D AUTOZONE INC COM 05333210 4854 62800 SH SHARED 11 62800 D AUTOZONE INC COM 05333210 615 7956 SH SHR/OTHR 11 7956 D AVANIR PHARMACEUTICALS CL A 05348P10 1 1518 SH SHARED 1518 D AVANIR PHARMACEUTICALS CL A 05348P10 95 73100 SH SHARED 02 61700 11400 D AVANEX CORP COM 05348W10 2 1388 SH SHARED 1388 D AVANEX CORP COM 05348W10 78 40300 SH SHARED 01 40300 D AVANEX CORP COM 05348W10 106 55094 SH SHARED 02 54894 200 D AVALONBAY CMNTYS INC COM 05348410 474 10164 SH SHARED 10164 D AVALONBAY CMNTYS INC COM 05348410 7447 159474 SH SHARED 01 157674 1800 D AVALONBAY CMNTYS INC COM 05348410 450 9649 SH SHR/OTHR 01 9649 D AVALONBAY CMNTYS INC COM 05348410 645 13826 SH SHARED 02 6936 6890 D AVALONBAY CMNTYS INC COM 05348410 91 1950 SH SHARED 06 1950 D AVALONBAY CMNTYS INC COM 05348410 98 2100 SH SHARED 07 2100 D AVALONBAY CMNTYS INC COM 05348410 17285 370145 SH SHARED 11 368800 1345 D AVALONBAY CMNTYS INC COM 05348410 1423 30485 SH SHR/OTHR 11 30485 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 1 1530 SH SHARED 1530 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 80 72300 SH SHARED 02 53100 19200 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 1 1000 SH SHARED 11 1000 D AVATAR HLDGS INC NOTE 7.000% 4/0 053494AD 990 1000000 PRN SHARED 1000000 D AVATAR HLDGS INC COM 05349410 6 220 SH SHARED 220 D AVATAR HLDGS INC COM 05349410 19 700 SH SHARED 01 700 D AVATAR HLDGS INC COM 05349410 123 4400 SH SHARED 02 4400 D AVATAR HLDGS INC COM 05349410 1 58 SH SHARED 11 58 D AVAX TECHNOLOGIES INC COM PAR $0.004 05349530 5 13292 SH SHARED 02 13292 D AVAYA INC NOTE 10/3 053499AA 99000300000000 PRN SHARED 300000000 D AVAYA INC NOTE 10/3 053499AA 1485 4500000 PRN SHARED 01 4500000 D AVAYA INC NOTE 10/3 053499AA 2805 8500000 PRN SHARED 02 8500000 D AVAYA INC COM 05349910 5709 1153360 SH SHARED 1152300 1060 D AVAYA INC COM 05349910 6488 1310894 SH SHARED 01 1310606 288 D AVAYA INC COM 05349910 26 5348 SH SHR/OTHR 01 3083 2265 D AVAYA INC COM 05349910 1147 231822 SH SHARED 02 230927 895 D AVAYA INC COM 05349910 215 43504 SH SHARED 06 43504 D AVAYA INC COM 05349910 30 6150 SH SHARED 07 6150 D AVAYA INC COM 05349910 15 3036 SH SHARED 09 3036 D AVAYA INC COM 05349910 38 7713 SH SHARED 11 4865 2848 D AVAYA INC COM 05349910 62 12535 SH SHR/OTHR 11 12535 D AVENTIS SPONSORED ADR 05356110 210 2988 SH SHARED 2988 D AVENTIS SPONSORED ADR 05356110 796 11308 SH SHARED 02 11308 D AVENTIS SPONSORED ADR 05356110 868 12329 SH SHARED 11 8029 4300 D AVENUE A INC COM 05356610 104 29300 SH SHARED 02 29300 D AVERY DENNISON CORP COM 05361110 16018 255278 SH SHARED 255278 D AVERY DENNISON CORP COM 05361110 45197 720285 SH SHARED 01 525583 350 194352 D AVERY DENNISON CORP COM 05361110 8141 129739 SH SHR/OTHR 01 64457 65282 D AVERY DENNISON CORP COM 05361110 4469 71223 SH SHARED 02 67993 3230 D AVERY DENNISON CORP COM 05361110 75 1208 SH SHARED 06 1208 D AVERY DENNISON CORP COM 05361110 75 1200 SH SHARED 07 1200 D AVERY DENNISON CORP COM 05361110 62 1000 SH SHARED 09 1000 D AVERY DENNISON CORP COM 05361110 6389 101829 SH SHARED 11 35254 66575 D AVERY DENNISON CORP COM 05361110 1636 26084 SH SHR/OTHR 11 26084 D AVIALL INC NEW COM 05366B10 70 5028 SH SHARED 5028 D AVIALL INC NEW COM 05366B10 77 5500 SH SHARED 01 5500 D AVIALL INC NEW COM 05366B10 226 16200 SH SHARED 02 16200 D AVIALL INC NEW COM 05366B10 20 1450 SH SHARED 11 1450 D AVICI SYS INC COM 05367L10 16 15953 SH SHARED 15953 D AVICI SYS INC COM 05367L10 63 63045 SH SHARED 02 44145 18900 D AVID TECHNOLOGY INC COM 05367P10 109 11859 SH SHARED 11859 D AVID TECHNOLOGY INC COM 05367P10 373 40350 SH SHARED 01 40350 D AVID TECHNOLOGY INC COM 05367P10 275 29788 SH SHARED 02 29788 D AVIGEN INC COM 05369010 4 486 SH SHARED 486 D AVIGEN INC COM 05369010 56 6000 SH SHARED 01 6000 D AVIGEN INC COM 05369010 169 17982 SH SHARED 02 17982 D AVIRON NOTE 5.250% 2/0 053762AD 897 1000000 PRN SHARED 01 1000000 D AVIRON NOTE 5.250% 2/0 053762AD 18379 20490000 PRN SHARED 02 20490000 D AVISTA CORP COM 05379B10 407 29564 SH SHARED 29564 D AVISTA CORP COM 05379B10 1912 138621 SH SHARED 01 138621 D AVISTA CORP COM 05379B10 779 56469 SH SHARED 02 56469 D AVISTA CORP COM 05379B10 270 19600 SH SHARED 04 19600 D AVNET INC COM 05380710 551 25094 SH SHARED 25094 D AVNET INC COM 05380710 7188 326888 SH SHARED 01 323338 3550 D AVNET INC COM 05380710 195 8880 SH SHR/OTHR 01 8880 D AVNET INC COM 05380710 1828 83130 SH SHARED 02 83130 D AVNET INC COM 05380710 199 9070 SH SHARED 07 9070 D AVNET INC COM 05380710 41118 1869859 SH SHARED 11 971109 897500 1250 D AVNET INC COM 05380710 43 2000 SH SHR/OTHR 11 2000 D AVOCENT CORP COM 05389310 342 21489 SH SHARED 21489 D AVOCENT CORP COM 05389310 5674 356436 SH SHARED 01 356436 D AVOCENT CORP COM 05389310 1070 67272 SH SHARED 02 67272 D AVON PRODS INC NOTE 7/1 054303AP 2995 5642000 PRN SHARED 5642000 D AVON PRODS INC COM 05430310 517 9910 SH SHARED 9910 D AVON PRODS INC COM 05430310 84264 1613028 SH SHARED 1611262 1766 D AVON PRODS INC COM 05430310 62277 1192138 SH SHARED 01 1118162 73976 D AVON PRODS INC COM 05430310 3793 72624 SH SHR/OTHR 01 24126 48498 D AVON PRODS INC COM 05430310 7618 145834 SH SHARED 02 143095 2739 D AVON PRODS INC COM 05430310 5641 108000 SH SHARED 03 64400 43600 D AVON PRODS INC COM 05430310 109966 2105019 SH SHARED 06 2105019 D AVON PRODS INC COM 05430310 2972 56900 SH SHARED 07 56900 D AVON PRODS INC COM 05430310 6112 117000 SH SHARED 08 117000 D AVON PRODS INC COM 05430310 95 1836 SH SHARED 09 1836 D AVON PRODS INC COM 05430310 3003 57500 SH SHARED 10 57500 D AVON PRODS INC COM 05430310 144259 2761468 SH SHARED 11 312095 2391900 57473 D AVON PRODS INC COM 05430310 2216 42435 SH SHR/OTHR 11 42435 D AWARE INC MASS COM 05453N10 34 9183 SH SHARED 9183 D AWARE INC MASS COM 05453N10 122 32132 SH SHARED 02 27032 5100 D AXA SPONSORED ADR 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CORP COM 05493710 19039 493259 SH SHARED 02 469270 23989 D BB&T CORP COM 05493710 69 1802 SH SHARED 06 1802 D BB&T CORP COM 05493710 130 3389 SH SHARED 09 3389 D BB&T CORP COM 05493710 1648 42711 SH SHARED 11 23392 19319 D BB&T CORP COM 05493710 616 15975 SH SHR/OTHR 11 15975 D B A S F A G SPONSORED ADR 05526250 23 500 SH SHARED 500 D B A S F A G SPONSORED ADR 05526250 288 6205 SH SHARED 11 105 6100 D BCE INC COM 05534B10 2776 159358 SH SHARED 159358 D BCE INC COM 05534B10 443 25458 SH SHARED 25458 D BCE INC COM 05534B10 36 2100 SH SHARED 01 2100 D BCE INC COM 05534B10 121 7000 SH SHR/OTHR 01 5000 2000 D BCE INC COM 05534B10 454 26108 SH SHARED 02 26108 D BCE INC COM 05534B10 988 56736 SH SHARED 06 56736 D BCE INC COM 05534B10 10 600 SH SHARED 11 600 D BEI TECHNOLOGIES INC COM 05538P10 57 5052 SH SHARED 5052 D BEI TECHNOLOGIES INC COM 05538P10 275 24100 SH SHARED 01 24100 D BEI TECHNOLOGIES INC COM 05538P10 159 13957 SH SHARED 02 13957 D BEI TECHNOLOGIES INC COM 05538P10 4 360 SH SHARED 11 360 D BF ENTERPRISES INC COM 05538710 9 1140 SH SHARED 02 1140 D BG PLC ADR FIN INST N 05543420 67 3136 SH SHARED 01 3136 D BG PLC ADR FIN INST N 05543420 224 10366 SH SHR/OTHR 01 1567 8799 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 563 481000 PRN SHARED 481000 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 6299 5380000 PRN SHARED 02 2380000 3000000 D BISYS GROUP INC COM 05547210 1321 39691 SH SHARED 39691 D BISYS GROUP INC COM 05547210 3543 106400 SH SHARED 01 106400 D BISYS GROUP INC COM 05547210 46 1400 SH SHR/OTHR 01 1400 D BISYS GROUP INC COM 05547210 3098 93039 SH SHARED 02 91439 1600 D BISYS GROUP INC COM 05547210 1024 30780 SH SHR/OTHR 11 30780 D BKF CAP GROUP INC COM 05548G10 5 190 SH SHARED 190 D BKF CAP GROUP INC COM 05548G10 85 3000 SH SHARED 01 3000 D BKF CAP GROUP INC COM 05548G10 142 5000 SH SHARED 02 5000 D BJS WHOLESALE CLUB INC COM 05548J10 5379 139725 SH SHARED 139725 D BJS WHOLESALE CLUB INC COM 05548J10 2331 60552 SH SHARED 01 47750 12802 D BJS WHOLESALE CLUB INC COM 05548J10 89 2326 SH SHR/OTHR 01 2326 D BJS WHOLESALE CLUB INC COM 05548J10 5086 132119 SH SHARED 02 131619 500 D BJS WHOLESALE CLUB INC COM 05548J10 6617 171890 SH SHARED 06 171890 D BJS WHOLESALE CLUB INC COM 05548J10 604 15700 SH SHARED 11 15200 500 D BJS WHOLESALE CLUB INC COM 05548J10 6606 171600 SH SHR/OTHR 11 171600 D BJ SVCS CO COM 05548210 12363 364910 SH SHARED 364910 D BJ SVCS CO COM 05548210 22468 663193 SH SHARED 01 663193 D BJ SVCS CO COM 05548210 6533 192850 SH SHARED 02 192850 D BJ SVCS CO COM 05548210 124 3662 SH SHARED 06 3662 D BJ SVCS CO COM 05548210 74 2200 SH SHARED 07 2200 D BJ SVCS CO COM 05548210 44 1300 SH SHARED 09 1300 D BJ SVCS CO COM 05548210 15876 468600 SH SHARED 11 468600 D BJ SVCS CO COM 05548210 18541 547273 SH SHR/OTHR 11 547273 D BMC INDS INC MINN COM 05560710 0 722 SH SHARED 722 D BMC INDS INC MINN COM 05560710 39 41100 SH SHARED 02 23700 17400 D BOK FINL CORP COM NEW 05561Q20 124 3717 SH SHARED 3717 D BOK FINL CORP COM NEW 05561Q20 63 1894 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INC COM NEW 11566020 13344 470700 SH SHARED 11 470700 D BROWN TOM INC COM NEW 11566020 3282 115800 SH SHR/OTHR 11 115800 D BROWN SHOE INC NEW COM 11573610 11 406 SH SHARED 406 D BROWN SHOE INC NEW COM 11573610 465 16551 SH SHARED 01 15551 1000 D BROWN SHOE INC NEW COM 11573610 1686 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 581 20695 SH SHARED 02 20695 D BROWN SHOE INC NEW COM 11573610 9056 322300 SH SHARED 11 235900 86400 D BRUKER DALTONICS INC COM 11679510 8 2044 SH SHARED 2044 D BRUKER DALTONICS INC COM 11679510 50 12700 SH SHARED 01 12700 D BRUKER DALTONICS INC COM 11679510 284 72000 SH SHARED 02 72000 D BRUKER DALTONICS INC COM 11679510 3 810 SH SHARED 11 810 D BRUNSWICK CORP COM 11704310 5958 212800 SH SHARED 212800 D BRUNSWICK CORP COM 11704310 9119 325686 SH SHARED 01 325686 D BRUNSWICK CORP COM 11704310 2 100 SH SHR/OTHR 01 100 D BRUNSWICK CORP COM 11704310 1790 63943 SH SHARED 02 63943 D BRUNSWICK CORP COM 11704310 249 8900 SH SHARED 11 8900 D BRUNSWICK CORP COM 11704310 65 2331 SH SHR/OTHR 11 2331 D BRUSH ENGINEERED MATLS INC COM 11742110 4 400 SH SHARED 400 D BRUSH ENGINEERED MATLS INC COM 11742110 144 11661 SH SHARED 01 11661 D BRUSH ENGINEERED MATLS INC COM 11742110 244 19756 SH SHARED 02 19756 D BRYN MAWR BK CORP COM 11766510 8 200 SH SHARED 01 200 D BRYN MAWR BK CORP COM 11766510 124 3100 SH SHARED 02 3100 D BSQUARE CORP COM 11776U10 1 460 SH SHARED 460 D BSQUARE CORP COM 11776U10 109 48534 SH SHARED 02 13200 35334 D BUCA INC COM 11776910 6 356 SH SHARED 356 D BUCA INC COM 11776910 653 34300 SH SHARED 01 34300 D BUCA INC COM 11776910 249 13100 SH SHARED 02 13100 D BUCA INC COM 11776910 17002 892500 SH SHARED 11 624286 10114 258100 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 120 3400 SH SHR/OTHR 01 2900 500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 259 7318 SH SHARED 02 3318 4000 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 70 2000 SH SHARED 11 2000 D BUCKEYE TECHNOLOGIES INC COM 11825510 6 632 SH SHARED 632 D BUCKEYE TECHNOLOGIES INC COM 11825510 55 5700 SH SHARED 01 4700 1000 D BUCKEYE TECHNOLOGIES INC COM 11825510 996 101646 SH SHARED 02 101146 500 D BUCKLE INC COM 11844010 18 760 SH SHARED 760 D BUCKLE INC COM 11844010 81 3300 SH SHARED 01 3300 D BUCKLE INC COM 11844010 150 6100 SH SHARED 02 6100 D BUILDING MATLS HLDG CORP COM 12011310 115 8029 SH SHARED 8029 D BUILDING MATLS HLDG CORP COM 12011310 541 37700 SH SHARED 01 37700 D BUILDING MATLS HLDG CORP COM 12011310 270 18801 SH SHARED 02 18801 D BURLINGTON COAT FACTORY COM 12157910 233 10996 SH SHARED 10996 D BURLINGTON COAT FACTORY COM 12157910 267 12590 SH SHARED 01 12590 D BURLINGTON COAT FACTORY COM 12157910 625 29425 SH SHARED 02 29425 D BURLINGTON COAT FACTORY COM 12157910 2758 129800 SH SHARED 11 129800 D BURLINGTON NORTHN SANTA FE C COM 12189T10 35292 1176402 SH SHARED 1176402 D BURLINGTON NORTHN SANTA FE C COM 12189T10 51915 1730513 SH SHARED 01 1730513 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5259 175332 SH SHR/OTHR 01 159477 15855 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D BURLINGTON RES INC COM 12201410 76 2006 SH SHARED 09 2006 D BURLINGTON RES INC COM 12201410 4146 109113 SH SHARED 11 66037 43076 D BURLINGTON RES INC COM 12201410 80587 2120736 SH SHR/OTHR 11 2120736 D BURNHAM PAC PPTYS INC COM 12232C10 0 366 SH SHARED 366 D BURNHAM PAC PPTYS INC COM 12232C10 0 2253100 SH SHARED 02 23600 2229500 D BURR BROWN CORP NOTE 4.250% 2/1 122574AF 2263 2250000 PRN SHARED 01 2250000 D BURR BROWN CORP NOTE 4.250% 2/1 122574AF 10 10000 PRN SHARED 02 10000 D BUSH INDS INC CL A 12316410 2 200 SH SHARED 200 D BUSH INDS INC CL A 12316410 57 4780 SH SHARED 01 4780 D BUSH INDS INC CL A 12316410 88 7400 SH SHARED 02 7400 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1067 37981 SH SHARED 37981 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 5612 199730 SH SHARED 02 152180 47550 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 5933 211161 SH SHARED 04 211161 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 5803 206532 SH SHARED 11 205000 1532 D BUTLER MFG CO DEL COM 12365510 5 214 SH SHARED 214 D BUTLER MFG CO DEL COM 12365510 19 700 SH SHARED 01 700 D BUTLER MFG CO DEL COM 12365510 247 9000 SH SHARED 02 6500 2500 D C&D TECHNOLOGIES INC COM 12466110 38 2128 SH SHARED 2128 D C&D TECHNOLOGIES INC COM 12466110 268 14920 SH SHARED 01 14920 D C&D TECHNOLOGIES INC COM 12466110 571 31691 SH SHARED 02 31691 D C&D TECHNOLOGIES INC COM 12466110 38 2160 SH SHARED 11 2160 D CB BANCSHARES INC HAWAII COM 12478510 56 1500 SH SHARED 01 1500 D CB BANCSHARES INC HAWAII COM 12478510 111 2950 SH SHARED 02 2950 D CBL & ASSOC PPTYS INC COM 12483010 22 562 SH SHARED 562 D CBL & ASSOC PPTYS INC COM 12483010 2239 55300 SH SHARED 01 55300 D CBL & ASSOC PPTYS INC COM 12483010 980 24220 SH SHARED 02 22217 2003 D CBL & ASSOC PPTYS INC COM 12483010 3521 86960 SH SHARED 11 86960 D CCC INFORMATION SVCS GROUP I COM 12487Q10 3 234 SH SHARED 234 D CCC INFORMATION SVCS GROUP I COM 12487Q10 133 9500 SH SHARED 01 9500 D CCC INFORMATION SVCS GROUP I COM 12487Q10 148 10600 SH SHARED 02 10600 D CBRL GROUP INC COM 12489V10 2003 65846 SH SHARED 65846 D CBRL GROUP INC COM 12489V10 1234 40568 SH SHARED 01 40568 D CBRL GROUP INC COM 12489V10 2319 76216 SH SHARED 02 74716 1500 D CBRL GROUP INC COM 12489V10 4019 132100 SH SHARED 11 132100 D CBRL GROUP INC COM 12489V10 240 7900 SH SHR/OTHR 11 7900 D CCBT FINL COS INC COM 12500Q10 5 188 SH SHARED 188 D CCBT FINL COS INC COM 12500Q10 71 2500 SH SHARED 01 2500 D CCBT FINL COS INC COM 12500Q10 223 7864 SH SHARED 02 7864 D C COR NET CORP COM 12501010 53 7682 SH SHARED 7682 D C COR NET CORP COM 12501010 118 16966 SH SHARED 01 16966 D C COR NET CORP COM 12501010 379 54279 SH SHARED 02 54279 D C D I CORP COM 12507110 9 280 SH SHARED 280 D C D I CORP COM 12507110 1123 34525 SH SHARED 01 34525 D C D I CORP COM 12507110 536 16470 SH SHARED 02 16470 D CDW COMPUTER CTRS INC COM 12512910 2466 52682 SH SHARED 52682 D CDW COMPUTER CTRS INC COM 12512910 1991 42543 SH SHARED 01 42543 D CDW COMPUTER CTRS INC COM 12512910 4126 88155 SH SHARED 02 88155 D CDW COMPUTER CTRS INC COM 12512910 6244 133395 SH SHARED 09 133395 D CDW COMPUTER CTRS INC COM 12512910 743 15880 SH SHR/OTHR 11 15880 D CEC ENTMT INC COM 12513710 5305 128462 SH SHARED 128462 D CEC ENTMT INC COM 12513710 1355 32825 SH SHARED 01 32825 D CEC ENTMT INC COM 12513710 1824 44176 SH SHARED 02 44176 D CEC ENTMT INC COM 12513710 3349 81100 SH SHARED 11 81100 D CE FRANKLIN LTD COM 12515110 18 6000 SH SHARED 02 6000 D CFS BANCORP INC COM 12525D10 24 1587 SH SHARED 1587 D CFS BANCORP INC COM 12525D10 71 4600 SH SHARED 01 4600 D CFS BANCORP INC COM 12525D10 183 11900 SH SHARED 02 11900 D CH ENERGY GROUP INC COM 12541M10 25 512 SH SHARED 512 D CH ENERGY GROUP INC COM 12541M10 824 16731 SH SHARED 01 16631 100 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 986 20036 SH SHARED 02 20036 D CH ENERGY GROUP INC COM 12541M10 80 1630 SH SHARED 11 1630 D C H ROBINSON WORLDWIDE INC COM 12541W10 2397 71504 SH SHARED 71504 D C H ROBINSON WORLDWIDE INC COM 12541W10 1767 52700 SH SHARED 01 45900 6800 D C H ROBINSON WORLDWIDE INC COM 12541W10 2840 84718 SH SHARED 02 59718 25000 D CIGNA CORP COM 12550910 32157 330091 SH SHARED 330091 D CIGNA CORP COM 12550910 65657 673968 SH SHARED 01 673968 D CIGNA CORP COM 12550910 397 4084 SH SHR/OTHR 01 600 3484 D CIGNA CORP COM 12550910 10067 103345 SH SHARED 02 102595 750 D CIGNA CORP COM 12550910 584 6000 SH SHARED 04 6000 D CIGNA CORP COM 12550910 75611 776140 SH SHARED 06 776140 D CIGNA CORP COM 12550910 4045 41530 SH SHARED 07 41530 D CIGNA CORP COM 12550910 2932 30100 SH SHARED 08 30100 D CIGNA CORP COM 12550910 117 1201 SH SHARED 09 1201 D CIGNA CORP COM 12550910 1578 16200 SH SHARED 10 16200 D CIGNA CORP COM 12550910 73398 753426 SH SHARED 11 62595 671000 19831 D CIGNA CORP COM 12550910 3041 31223 SH SHR/OTHR 11 31223 D CIGNA HIGH INCOME SHS SH BEN INT 12551D10 4 1777 SH SHARED 02 1777 D CKE RESTAURANTS INC COM 12561E10 269 23709 SH SHARED 23709 D CKE RESTAURANTS INC COM 12561E10 120 10600 SH SHARED 01 10600 D CKE RESTAURANTS INC COM 12561E10 2021 177642 SH SHARED 02 177642 D CLECO CORP NEW COM 12561W10 510 23326 SH SHARED 23326 D CLECO CORP NEW COM 12561W10 1827 83460 SH SHARED 01 77460 6000 D CLECO CORP NEW COM 12561W10 87 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 1678 76634 SH SHARED 02 76634 D CLECO CORP NEW COM 12561W10 845 38600 SH SHARED 11 38600 D CLECO CORP NEW COM 12561W10 105 4800 SH SHR/OTHR 11 4800 D CMGI INC COM 12575010 71 148617 SH SHARED 91067 57550 D CMGI INC COM 12575010 0 1000 SH SHARED 01 1000 D CMGI INC COM 12575010 45 94788 SH SHARED 02 92288 2500 D CMGI INC COM 12575010 28 58500 SH SHARED 04 58500 D CMGI INC COM 12575010 0 1900 SH SHARED 11 1900 D CMS ENERGY CORP COM 12589610 4429 403402 SH SHARED 403402 D CMS ENERGY CORP COM 12589610 5531 503813 SH SHARED 01 503813 D CMS ENERGY CORP COM 12589610 80 7336 SH SHR/OTHR 01 6336 1000 D CMS ENERGY CORP COM 12589610 2934 267281 SH SHARED 02 74581 192700 D CMS ENERGY CORP COM 12589610 175 16012 SH SHARED 11 16012 D CMS ENERGY CORP COM 12589610 90 8218 SH SHR/OTHR 11 8218 D CPI CORP COM 12590210 3 160 SH SHARED 160 D CPI CORP COM 12590210 156 8005 SH SHARED 01 8005 D CPI CORP COM 12590210 170 8763 SH SHARED 02 8763 D CPB INC COM 12590310 10 236 SH SHARED 236 D CPB INC COM 12590310 128 2800 SH SHARED 01 2800 D CPB INC COM 12590310 280 6100 SH SHARED 02 6100 D CSS INDS INC COM 12590610 2 62 SH SHARED 62 D CSS INDS INC COM 12590610 544 15350 SH SHARED 01 13200 2150 D CSS INDS INC COM 12590610 117 3300 SH SHARED 02 3300 D CTB INTL CORP COM 12596010 46 3000 SH SHARED 02 3000 D CSK AUTO CORP COM 12596510 1588 113985 SH SHARED 113985 D CSK AUTO CORP COM 12596510 2355 168960 SH SHARED 01 168960 D CSK AUTO CORP COM 12596510 405 29100 SH SHARED 02 29100 D CNA FINL CORP COM 12611710 4205 158711 SH SHARED 158711 D CNA FINL CORP COM 12611710 876 33065 SH SHARED 01 33065 D CNA FINL CORP COM 12611710 158 5995 SH SHARED 02 5995 D CNA SURETY CORP COM 12612L10 6 448 SH SHARED 448 D CNA SURETY CORP COM 12612L10 61 4200 SH SHARED 01 4200 D CNA SURETY CORP COM 12612L10 227 15634 SH SHARED 02 13400 2234 D CNF TR I TECONS SER A 12612V20 397 7500 SH SHARED 7500 D CNF INC COM 12612W10 1160 30562 SH SHARED 30562 D CNF INC COM 12612W10 5790 152461 SH SHARED 01 152461 D CNF INC COM 12612W10 11 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 1492 39298 SH SHARED 02 39298 D CNF INC COM 12612W10 388 10225 SH SHARED 11 10225 D CNET NETWORKS INC COM 12613R10 54 27492 SH SHARED 27492 D CNET NETWORKS INC COM 12613R10 112 56400 SH SHARED 01 56400 D CNET NETWORKS INC COM 12613R10 224 112935 SH SHARED 02 112535 400 D CNET NETWORKS INC COM 12613R10 8 4067 SH SHARED 11 67 4000 D CNOOC LTD SPONSORED ADR 12613210 4048 151000 SH SHARED 151000 D CNOOC LTD SPONSORED ADR 12613210 16 610 SH SHARED 01 610 D CNOOC LTD SPONSORED ADR 12613210 450 16800 SH SHARED 02 16800 D CNOOC LTD SPONSORED ADR 12613210 2 107 SH SHR/OTHR 11 107 D CP HOLDRS DEP RCPTS CP 12616K10 9 200 SH SHR/OTHR 01 200 D CP HOLDRS DEP RCPTS CP 12616K10 500 11100 SH SHARED 11 11100 D CSG SYS INTL INC COM 12634910 1206 63020 SH SHARED 63020 D CSG SYS INTL INC COM 12634910 834 43600 SH SHARED 01 43600 D CSG SYS INTL INC COM 12634910 1010 52789 SH SHARED 02 51789 1000 D CSX CORP DBCV 10/3 126408GA 18588 22209000 PRN SHARED 02 209000 22000000 D CSX CORP COM 12640810 27566 786485 SH SHARED 786485 D CSX CORP COM 12640810 34912 996080 SH SHARED 01 926080 70000 D CSX CORP COM 12640810 869 24806 SH SHR/OTHR 01 18406 6400 D CSX CORP COM 12640810 9533 271985 SH SHARED 02 270485 1500 D CSX CORP COM 12640810 2896 82640 SH SHARED 03 82640 D CSX CORP COM 12640810 488 13942 SH SHARED 06 13942 D CSX CORP COM 12640810 87 2500 SH SHARED 07 2500 D CSX CORP COM 12640810 70 2019 SH SHARED 09 2019 D CSX CORP COM 12640810 270 7731 SH SHARED 11 5000 2731 D CSX CORP COM 12640810 345 9864 SH SHR/OTHR 11 9864 D CTC COMMUNICATIONS GROUP INC COM 12641910 0 7 SH SHARED 7 D CTC COMMUNICATIONS GROUP INC COM 12641910 14 8000 SH SHARED 01 8000 D CT COMMUNICATIONS INC COM NEW 12642640 7 444 SH SHARED 444 D CT COMMUNICATIONS INC COM NEW 12642640 210 13000 SH SHARED 01 13000 D CT COMMUNICATIONS INC COM NEW 12642640 238 14700 SH SHARED 02 14700 D CT COMMUNICATIONS INC COM NEW 12642640 51 3150 SH SHARED 11 3150 D CTS CORP COM 12650110 9 774 SH SHARED 774 D CTS CORP COM 12650110 250 20796 SH SHARED 01 20796 D CTS CORP COM 12650110 460 38206 SH SHARED 02 38206 D CTS CORP COM 12650110 123 10290 SH SHARED 11 10290 D CTS CORP COM 12650110 3 250 SH SHR/OTHR 11 250 D CUNO INC COM 12658310 16 454 SH SHARED 454 D CUNO INC COM 12658310 549 15200 SH SHARED 01 15200 D CUNO INC COM 12658310 674 18650 SH SHARED 02 18650 D CVB FINL CORP COM 12660010 66 2908 SH SHARED 2908 D CVB FINL CORP COM 12660010 226 9966 SH SHARED 01 9966 D CVB FINL CORP COM 12660010 520 22925 SH SHARED 02 22925 D CVS CORP COM 12665010 30392 993208 SH SHARED 993208 D CVS CORP COM 12665010 84607 2764944 SH SHARED 01 1751958 400 1012586 D CVS CORP COM 12665010 31569 1031671 SH SHR/OTHR 01 939297 92374 D CVS CORP COM 12665010 9870 322570 SH SHARED 02 279414 43156 D CVS CORP COM 12665010 17552 573600 SH SHARED 03 573600 D CVS CORP COM 12665010 83495 2728600 SH SHARED 04 2728600 D CVS CORP COM 12665010 380 12419 SH SHARED 06 12419 D CVS CORP COM 12665010 214 7000 SH SHARED 07 7000 D CVS CORP COM 12665010 89 2925 SH SHARED 09 2925 D CVS CORP COM 12665010 1272 41600 SH SHARED 11 38100 3500 D CVS CORP COM 12665010 421 13765 SH SHR/OTHR 11 13765 D CV THERAPEUTICS INC COM 12666710 11 592 SH SHARED 592 D CV THERAPEUTICS INC COM 12666710 358 19270 SH SHARED 01 18670 600 D CV THERAPEUTICS INC COM 12666710 602 32346 SH SHARED 02 32346 D CV THERAPEUTICS INC COM 12666710 3323 178500 SH SHARED 11 178500 D CV THERAPEUTICS INC COM 12666710 2048 110000 SH SHR/OTHR 11 110000 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 11 1500 SH SHARED 02 1500 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 41 5400 SH SHARED 05 5400 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 46 6000 SH SHARED 11 6000 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 7 1000 SH SHR/OTHR 11 1000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 6959 735654 SH SHARED 735654 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 412 43568 SH SHARED 01 43568 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 2589 273731 SH SHARED 02 273731 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 0 50 SH SHARED 05 50 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 911 96315 SH SHR/OTHR 11 96315 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 156 17865 SH SHARED 17865 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 266 30475 SH SHARED 01 30475 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 411 47050 SH SHARED 02 47050 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 0 59 SH SHARED 05 59 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 1011 115621 SH SHR/OTHR 11 115621 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 91 8880 SH SHARED 8880 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 330 32234 SH SHARED 01 32234 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 681 66513 SH SHARED 02 66513 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 1136 110890 SH SHARED 11 110890 D CACHEFLOW INC COM 12694610 4 7428 SH SHARED 7428 D CACHEFLOW INC COM 12694610 24 44200 SH SHARED 02 19200 25000 D CABOT CORP COM 12705510 4690 163716 SH SHARED 163716 D CABOT CORP COM 12705510 1740 60757 SH SHARED 01 60757 D CABOT CORP COM 12705510 1382 48246 SH SHARED 02 48246 D CABOT CORP COM 12705510 47 1652 SH SHARED 06 1652 D CABOT CORP COM 12705510 7 250 SH SHARED 11 250 D CABOT MICROELECTRONICS CORP COM 12709P10 143 3336 SH SHARED 3336 D CABOT MICROELECTRONICS CORP COM 12709P10 2754 63830 SH SHARED 01 63830 D CABOT MICROELECTRONICS CORP COM 12709P10 1386 32132 SH SHARED 02 32132 D CABOT OIL & GAS CORP CL A 12709710 544 23809 SH SHARED 23809 D CABOT OIL & GAS CORP CL A 12709710 1695 74210 SH SHARED 01 74210 D CABOT OIL & GAS CORP CL A 12709710 780 34155 SH SHARED 02 34155 D CACHE INC COM NEW 12715030 30 2200 SH SHARED 02 2200 D CACI INTL INC CL A 12719030 20 540 SH SHARED 540 D CACI INTL INC CL A 12719030 1233 32300 SH SHARED 01 32300 D CACI INTL INC CL A 12719030 1580 41382 SH SHARED 02 41382 D CACI INTL INC CL A 12719030 14382 376610 SH SHARED 11 376610 D CADBURY SCHWEPPES PLC ADR 12720930 4586 151973 SH SHARED 151973 D CADBURY SCHWEPPES PLC ADR 12720930 2 75 SH SHARED 05 75 D CADBURY SCHWEPPES PLC ADR 12720930 130 4330 SH SHARED 11 200 4130 D CADBURY SCHWEPPES PLC ADR 12720930 241 8000 SH SHR/OTHR 11 8000 D CADENCE DESIGN SYSTEM INC COM 12738710 2581 160124 SH SHARED 155749 4375 D CADENCE DESIGN SYSTEM INC COM 12738710 5557 344779 SH SHARED 01 344779 D CADENCE DESIGN SYSTEM INC COM 12738710 4945 306810 SH SHARED 02 306754 56 D CADENCE DESIGN SYSTEM INC COM 12738710 7697 477500 SH SHARED 03 117200 360300 D CADENCE DESIGN SYSTEM INC COM 12738710 12071 748832 SH SHARED 06 748832 D CADENCE DESIGN SYSTEM INC COM 12738710 94 5850 SH SHARED 07 5850 D CADENCE DESIGN SYSTEM INC COM 12738710 2366 146800 SH SHARED 08 146800 D CADENCE DESIGN SYSTEM INC COM 12738710 3619 224533 SH SHARED 09 224533 D CADENCE DESIGN SYSTEM INC COM 12738710 16 1040 SH SHR/OTHR 11 1040 D CADIZ INC COM 12753710 7 876 SH SHARED 876 D CADIZ INC COM 12753710 87 10300 SH SHARED 01 10300 D CADIZ INC COM 12753710 289 34100 SH SHARED 02 34100 D CADIZ INC COM 12753710 607 71500 SH SHARED 06 71500 D CAL DIVE INTL INC COM 12791410 198 9039 SH SHARED 9039 D CAL DIVE INTL INC COM 12791410 1000 45496 SH SHARED 01 45496 D CAL DIVE INTL INC COM 12791410 1010 45935 SH SHARED 02 45935 D CALGON CARBON CORP COM 12960310 7 900 SH SHARED 900 D CALGON CARBON CORP COM 12960310 249 29650 SH SHARED 01 29650 D CALGON CARBON CORP COM 12960310 252 30100 SH SHARED 02 30100 D CALIFORNIA FED BK FSB LOS AN CONT LITIG REC 13020960 627 251000 SH SHARED 02 251000 D CALIFORNIA FED BK FSB LOS AN 2ND CONT LITIG 13020970 321 446400 SH SHARED 02 446400 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 46 2900 SH SHARED 02 2900 D CALIFORNIA MICRO DEVICES COR COM 13043910 28 5512 SH SHARED 5512 D CALIFORNIA MICRO DEVICES COR COM 13043910 0 60 SH SHARED 01 60 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 11 460 SH SHARED 460 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 199 8050 SH SHARED 01 7100 950 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 49 2001 SH SHR/OTHR 01 2001 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 324 13091 SH SHARED 02 13091 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 3712 149700 SH SHARED 11 149700 D CALIFORNIA WTR SVC GROUP COM 13078810 9 390 SH SHARED 390 D CALIFORNIA WTR SVC GROUP COM 13078810 146 5800 SH SHARED 01 5800 D CALIFORNIA WTR SVC GROUP COM 13078810 307 12200 SH SHARED 02 12200 D CALIPER TECHNOLOGIES CORP COM 13087610 107 12904 SH SHARED 12904 D CALIPER TECHNOLOGIES CORP COM 13087610 127 15300 SH SHARED 01 15300 D CALIPER TECHNOLOGIES CORP COM 13087610 186 22327 SH SHARED 02 22327 D CALIPER TECHNOLOGIES CORP COM 13087610 66 8000 SH SHARED 04 8000 D CALLAWAY GOLF CO COM 13119310 382 24128 SH SHARED 24128 D CALLAWAY GOLF CO COM 13119310 680 42959 SH SHARED 01 41959 1000 D CALLAWAY GOLF CO COM 13119310 1678 105974 SH SHARED 02 105974 D CALLON PETE CO DEL COM 13123X10 1 382 SH SHARED 382 D CALLON PETE CO DEL COM 13123X10 58 11900 SH SHARED 02 7700 4200 D CALLON PETE CO DEL COM 13123X10 634 130000 SH SHARED 04 130000 D CALPINE CORP COM 13134710 6204 882644 SH SHARED 882644 D CALPINE CORP COM 13134710 10619 1510644 SH SHARED 01 1510644 D CALPINE CORP COM 13134710 8651 1230613 SH SHARED 02 1070813 159800 D CALPINE CORP COM 13134710 38 5437 SH SHARED 06 5437 D CALPINE CORP COM 13134710 31 4450 SH SHARED 07 4450 D CALPINE CORP COM 13134710 16 2294 SH SHARED 09 2294 D CALPINE CORP COM 13134710 10637 1513150 SH SHARED 11 558885 954265 D CALPINE CORP COM 13134710 41705 5932555 SH SHR/OTHR 11 5932555 D CAMBREX CORP COM 13201110 31 796 SH SHARED 796 D CAMBREX CORP COM 13201110 369 9203 SH SHARED 01 9203 D CAMBREX CORP COM 13201110 1196 29830 SH SHARED 02 29830 D CAMBREX CORP COM 13201110 164 4100 SH SHARED 06 4100 D CAMBREX CORP COM 13201110 40 1000 SH SHARED 11 1000 D CAMBRIDGE ANTIBODY TECH GP SPONSORED ADR 13214810 45 3017 SH SHARED 11 3017 D CAMDEN NATL CORP COM 13303410 27 1000 SH SHARED 01 1000 D CAMDEN NATL CORP COM 13303410 189 6800 SH SHARED 02 6800 D CAMDEN NATL CORP COM 13303410 319 11460 SH SHARED 11 7470 3990 D CAMDEN PPTY TR SH BEN INT 13313110 1829 49417 SH SHARED 49417 D CAMDEN PPTY TR SH BEN INT 13313110 5404 145950 SH SHARED 01 145950 D CAMDEN PPTY TR SH BEN INT 13313110 3118 84213 SH SHARED 02 64338 19875 D CAMDEN PPTY TR SH BEN INT 13313110 3680 99400 SH SHARED 11 98300 1100 D CAMDEN PPTY TR SH BEN INT 13313110 55395 1495950 SH SHARED 12 1495950 D CAMINUS CORP COM 13376610 1 264 SH SHARED 264 D CAMINUS CORP COM 13376610 259 44500 SH SHARED 01 44500 D CAMINUS CORP COM 13376610 64 10998 SH SHARED 02 10898 100 D CAMPBELL SOUP CO COM 13442910 50924 1841074 SH SHARED 1841074 D CAMPBELL SOUP CO COM 13442910 44225 1598886 SH SHARED 01 1594886 4000 D CAMPBELL SOUP CO COM 13442910 417 15100 SH SHR/OTHR 01 2000 13100 D CAMPBELL SOUP CO COM 13442910 6247 225885 SH SHARED 02 223785 2100 D CAMPBELL SOUP CO COM 13442910 593 21447 SH SHARED 06 21447 D CAMPBELL SOUP CO COM 13442910 87 3150 SH SHARED 07 3150 D CAMPBELL SOUP CO COM 13442910 141 5120 SH SHARED 09 5120 D CAMPBELL SOUP CO COM 13442910 49560 1791758 SH SHARED 11 1633704 158054 D CAMPBELL SOUP CO COM 13442910 1318 47682 SH SHR/OTHR 11 47682 D CANADA LIFE FINL CORP COM 13511310 10 431 SH SHARED 11 431 D CANADA LIFE FINL CORP COM 13511310 204 8307 SH SHR/OTHR 11 8307 D CANADA SOUTHN PETE LTD LTD VTG SH 13523110 38 10265 SH SHARED 11 10265 D CDN IMPERIAL BK OF COMMERCE COM 13606910 450 14146 SH SHARED 14146 D CDN IMPERIAL BK OF COMMERCE COM 13606910 54 1723 SH SHARED 02 1723 D CDN IMPERIAL BK OF COMMERCE COM 13606910 88 2781 SH SHARED 06 2781 D CANADIAN NATL RY CO COM 13637510 932 18000 SH SHARED 18000 D CANADIAN NATL RY CO COM 13637510 6706 129463 SH SHARED 129463 D CANADIAN NATL RY CO COM 13637510 3328 64251 SH SHARED 01 64251 D CANADIAN NATL RY CO COM 13637510 155 3011 SH SHARED 02 3011 D CANADIAN NATL RY CO COM 13637510 12235 236206 SH SHARED 06 236206 D CANADIAN NATL RY CO COM 13637510 2242 43300 SH SHARED 11 5000 38300 D CANADIAN NATL RY CO COM 13637510 99329 1917558 SH SHR/OTHR 11 1917558 D CANADIAN NATL RY CO PFD CV 063029 13637540 82234 1204900 SH SHARED 1204900 D CANADIAN NAT RES LTD COM 13638510 0 2 SH SHARED 2 D CANADIAN PAC RY LTD COM 13645T10 98 4000 SH SHARED 4000 D CANADIAN PAC RY LTD COM 13645T10 32 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 25 1050 SH SHARED 02 850 200 D CANADIAN PAC RY LTD COM 13645T10 472 19275 SH SHARED 11 650 18625 D CANADIAN PAC RY LTD COM 13645T10 284 11600 SH SHR/OTHR 11 11600 D CANON INC ADR 13800630 189 5000 SH SHARED 01 5000 D CANON INC ADR 13800630 204 5400 SH SHARED 02 5400 D CANON INC ADR 13800630 777 20555 SH SHARED 11 10455 10100 D CANTEL MEDICAL CORP COM 13809810 408 22200 SH SHARED 01 22200 D CANTEL MEDICAL CORP COM 13809810 103 5600 SH SHARED 02 5600 D CAPITAL CITY BK GROUP INC COM 13967410 5 160 SH SHARED 160 D CAPITAL CITY BK GROUP INC COM 13967410 51 1500 SH SHARED 01 1500 D CAPITAL CITY BK GROUP INC COM 13967410 210 6100 SH SHARED 02 6100 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 53 2239 SH SHARED 2239 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 2259 94700 SH SHARED 01 94700 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 441 18500 SH SHARED 02 18500 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 5 220 SH SHARED 11 220 D CAPITAL ONE FINL CORP COM 14040H10 36904 604496 SH SHARED 604496 D CAPITAL ONE FINL CORP COM 14040H10 50326 824357 SH SHARED 01 824357 D CAPITAL ONE FINL CORP COM 14040H10 61 1000 SH SHR/OTHR 01 1000 D CAPITAL ONE FINL CORP COM 14040H10 19520 319747 SH SHARED 02 313943 5804 D CAPITAL ONE FINL CORP COM 14040H10 610 10000 SH SHARED 04 10000 D CAPITAL ONE FINL CORP COM 14040H10 442 7248 SH SHARED 06 7248 D CAPITAL ONE FINL CORP COM 14040H10 108 1778 SH SHARED 09 1778 D CAPITAL ONE FINL CORP COM 14040H10 2515 41200 SH SHARED 11 40600 600 D CAPITAL ONE FINL CORP COM 14040H10 2017 33039 SH SHR/OTHR 11 33039 D CAPITOL BANCORP LTD COM 14056D10 19 800 SH SHARED 01 800 D CAPITOL BANCORP LTD COM 14056D10 154 6500 SH SHARED 02 6500 D CAPITOL FED FINL COM 14057C10 316 12117 SH SHARED 12117 D CAPITOL FED FINL COM 14057C10 73 2800 SH SHARED 01 2800 D CAPITOL FED FINL COM 14057C10 458 17580 SH SHARED 02 17580 D CAPSTONE TURBINE CORP COM 14067D10 35 21369 SH SHARED 21365 4 D CAPSTONE TURBINE CORP COM 14067D10 68 41000 SH SHARED 01 33800 7200 D CAPSTONE TURBINE CORP COM 14067D10 405 244155 SH SHARED 02 243755 400 D CAPSTONE TURBINE CORP COM 14067D10 39 23850 SH SHARED 04 23850 D CAPSTEAD MTG CORP PFD B CV $1.26 14067E30 12 1000 SH SHARED 02 1000 D CAPSTEAD MTG CORP COM NO PAR 14067E50 4 182 SH SHARED 182 D CAPSTEAD MTG CORP COM NO PAR 14067E50 187 8314 SH SHARED 01 8314 D CAPSTEAD MTG CORP COM NO PAR 14067E50 189 8400 SH SHARED 02 8400 D CAPSTEAD MTG CORP COM NO PAR 14067E50 16 720 SH SHARED 11 720 D CAPTARIS INC COM 14071N10 29 9949 SH SHARED 02 9949 D CARBO CERAMICS INC COM 14078110 8 242 SH SHARED 242 D CARBO CERAMICS INC COM 14078110 81 2200 SH SHARED 01 2200 D CARBO CERAMICS INC COM 14078110 482 13061 SH SHARED 02 13061 D CARAUSTAR INDS INC COM 14090910 1066 85464 SH SHARED 85464 D CARAUSTAR INDS INC COM 14090910 464 37211 SH SHARED 01 37211 D CARAUSTAR INDS INC COM 14090910 1189 95310 SH SHARED 02 95310 D CARDIAC SCIENCE INC COM NEW 14141020 60 16200 SH SHARED 01 16200 D CARDIAC SCIENCE INC COM NEW 14141020 173 46800 SH SHARED 02 46300 500 D CARDIAC SCIENCE INC COM NEW 14141020 1037 279626 SH SHARED 11 279626 D CARDINAL HEALTH INC COM 14149Y10 75335 1226763 SH SHARED 1224706 2057 D CARDINAL HEALTH INC COM 14149Y10 128483 2092220 SH SHARED 01 2039090 53130 D CARDINAL HEALTH INC COM 14149Y10 1399 22789 SH SHR/OTHR 01 5943 16846 D CARDINAL HEALTH INC COM 14149Y10 17438 283967 SH SHARED 02 280820 3147 D CARDINAL HEALTH INC COM 14149Y10 20913 340550 SH SHARED 03 84550 256000 D CARDINAL HEALTH INC COM 14149Y10 2176 35450 SH SHARED 04 35450 D CARDINAL HEALTH INC COM 14149Y10 23687 385720 SH SHARED 06 385720 D CARDINAL HEALTH INC COM 14149Y10 435 7090 SH SHARED 07 7090 D CARDINAL HEALTH INC COM 14149Y10 389 6343 SH SHARED 08 6343 D CARDINAL HEALTH INC COM 14149Y10 8059 131236 SH SHARED 09 131236 D CARDINAL HEALTH INC COM 14149Y10 24086 392230 SH SHARED 11 238852 153378 D CARDINAL HEALTH INC COM 14149Y10 6460 105202 SH SHR/OTHR 11 105202 D CARDIOGENESIS CORP COM 14159W10 0 500 SH SHARED 02 500 D CARDIODYNAMICS INTL CORP COM 14159710 32 8781 SH SHARED 8781 D CARDIODYNAMICS INTL CORP COM 14159710 31 8479 SH SHARED 01 8479 D CARDIODYNAMICS INTL CORP COM 14159710 103 27800 SH SHARED 02 27800 D CARECENTRIC INC COM 14166Y10 0 68 SH SHARED 01 68 D CAREER EDUCATION CORP COM 14166510 416 9262 SH SHARED 9262 D CAREER EDUCATION CORP COM 14166510 2056 45700 SH SHARED 01 45700 D CAREER EDUCATION CORP COM 14166510 2251 50030 SH SHARED 02 41530 8500 D CAREER EDUCATION CORP COM 14166510 8828 196180 SH SHARED 11 114734 3846 77600 D CAREER EDUCATION CORP COM 14166510 85 1900 SH SHR/OTHR 11 1900 D CAREMARK RX INC COM 14170510 2487 150770 SH SHARED 150770 D CAREMARK RX INC COM 14170510 1803 109282 SH SHARED 01 109282 D CAREMARK RX INC COM 14170510 4 302 SH SHR/OTHR 01 302 D CAREMARK RX INC COM 14170510 1247 75587 SH SHARED 02 48690 26897 D CAREMARK RX INC COM 14170510 1671 101300 SH SHARED 04 101300 D CAREMARK RX INC COM 14170510 33572 2034725 SH SHARED 11 1936725 98000 D CAREMARK RX INC COM 14170510 44780 2713980 SH SHR/OTHR 11 2713980 D CARESCIENCE INC COM 14172610 0 500 SH SHARED 02 500 D CARLISLE COS INC COM 14233910 733 16304 SH SHARED 16304 D CARLISLE COS INC COM 14233910 2036 45278 SH SHARED 01 45278 D CARLISLE COS INC COM 14233910 2063 45880 SH SHARED 02 45880 D CARLISLE COS INC COM 14233910 22 500 SH SHARED 11 500 D CARLTON COMMUNICATIONS PLC ADR 14287220 14 818 SH SHARED 818 D CARLTON COMMUNICATIONS PLC ADR 14287220 12 726 SH SHARED 02 726 D CARMIKE CINEMAS INC COM 14343640 47 1900 SH SHARED 02 1900 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 7620 7500000 PRN SHARED 7500000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 6702 6597000 PRN SHARED 02 94000 6503000 D CARNIVAL CORP NOTE 10/2 143658AS 37386 67000000 PRN SHARED 67000000 D CARNIVAL CORP NOTE 10/2 143658AS 390 700000 PRN SHARED 02 700000 D CARNIVAL CORP COM 14365810 38348 1384937 SH SHARED 1384937 D CARNIVAL CORP COM 14365810 57560 2078754 SH SHARED 01 2078754 D CARNIVAL CORP COM 14365810 13 500 SH SHR/OTHR 01 300 200 D CARNIVAL CORP COM 14365810 8856 319841 SH SHARED 02 317941 1900 D CARNIVAL CORP COM 14365810 239 8653 SH SHARED 06 8653 D CARNIVAL CORP COM 14365810 169 6122 SH SHARED 09 6122 D CARNIVAL CORP COM 14365810 3013 108830 SH SHARED 11 103750 5080 D CARNIVAL CORP COM 14365810 601 21726 SH SHR/OTHR 11 21726 D CARPENTER TECHNOLOGY CORP COM 14428510 193 6704 SH SHARED 6704 D CARPENTER TECHNOLOGY CORP COM 14428510 513 17840 SH SHARED 01 17840 D CARPENTER TECHNOLOGY CORP COM 14428510 805 27968 SH SHARED 02 27968 D CARRAMERICA RLTY CORP COM 14441810 416 13500 SH SHARED 13500 D CARRAMERICA RLTY CORP COM 14441810 1117 36219 SH SHARED 01 36219 D CARRAMERICA RLTY CORP COM 14441810 560 18174 SH SHARED 02 16209 1965 D CARRAMERICA RLTY CORP COM 14441810 106 3441 SH SHR/OTHR 11 3441 D CARRAMERICA RLTY CORP COM 14441810 104238 3378893 SH SHARED 12 3378893 D CARREKER CORP COM 14443310 87 7579 SH SHARED 7579 D CARREKER CORP COM 14443310 2764 240373 SH SHARED 01 35700 204673 D CARREKER CORP COM 14443310 274 23899 SH SHARED 02 23899 D CARRIER ACCESS CORP COM 14446010 0 216 SH SHARED 216 D CARRIER ACCESS CORP COM 14446010 27 24800 SH SHARED 02 8800 16000 D CASCADE BANCORP COM 14715410 73 4100 SH SHARED 01 4100 D CASCADE BANCORP COM 14715410 48 2700 SH SHR/OTHR 01 2700 D CASCADE BANCORP COM 14715410 189 10500 SH SHARED 02 10500 D CASCADE CORP COM 14719510 117 7602 SH SHARED 7602 D CASCADE CORP COM 14719510 54 3500 SH SHARED 01 3500 D CASCADE CORP COM 14719510 122 7900 SH SHARED 02 7900 D CASCADE NAT GAS CORP COM 14733910 6903 330304 SH SHARED 330304 D CASCADE NAT GAS CORP COM 14733910 103 4950 SH SHARED 01 4950 D CASCADE NAT GAS CORP COM 14733910 273 13104 SH SHARED 02 13104 D CASCADE NAT GAS CORP COM 14733910 2867 137200 SH SHARED 11 137200 D CASELLA WASTE SYS INC CL A 14744810 21 1788 SH SHARED 1788 D CASELLA WASTE SYS INC CL A 14744810 2535 211100 SH SHARED 01 211100 D CASELLA WASTE SYS INC CL A 14744810 181 15100 SH SHARED 02 15100 D CASEYS GEN STORES INC COM 14752810 12 1072 SH SHARED 1072 D CASEYS GEN STORES INC COM 14752810 498 41436 SH SHARED 01 41436 D CASEYS GEN STORES INC COM 14752810 717 59594 SH SHARED 02 59594 D CASH AMER INTL INC COM 14754D10 122 13369 SH SHARED 13369 D CASH AMER INTL INC COM 14754D10 143 15600 SH SHARED 01 15600 D CASH AMER INTL INC COM 14754D10 246 26825 SH SHARED 02 26825 D CASH AMER INTL INC COM 14754D10 7 810 SH SHARED 11 810 D CASTLE A M & CO COM 14841110 2 166 SH SHARED 166 D CASTLE A M & CO COM 14841110 48 3900 SH SHARED 01 3900 D CASTLE A M & CO COM 14841110 131 10542 SH SHARED 02 10542 D CATALINA MARKETING CORP COM 14886710 278 9853 SH SHARED 9853 D CATALINA MARKETING CORP COM 14886710 1485 52650 SH SHARED 01 52650 D CATALINA MARKETING CORP COM 14886710 1449 51373 SH SHARED 02 49873 1500 D CATALINA MARKETING CORP COM 14886710 281 9989 SH SHARED 11 989 9000 D CATALYTICA ENERGY SYS INC COM 14888410 0 276 SH SHARED 276 D CATALYTICA ENERGY SYS INC COM 14888410 195 61800 SH SHARED 02 55500 6300 D CATAPULT COMMUNICATIONS CORP COM 14901610 2 126 SH SHARED 126 D CATAPULT COMMUNICATIONS CORP COM 14901610 395 18100 SH SHARED 01 18100 D CATAPULT COMMUNICATIONS CORP COM 14901610 192 8794 SH SHARED 02 8794 D CATELLUS DEV CORP COM 14911110 267 13091 SH SHARED 13091 D CATELLUS DEV CORP COM 14911110 1134 55575 SH SHARED 01 55575 D CATELLUS DEV CORP COM 14911110 884 43330 SH SHARED 02 42330 1000 D CATELLUS DEV CORP COM 14911110 126 6190 SH SHARED 07 6190 D CATELLUS DEV CORP COM 14911110 340 16666 SH SHARED 11 16666 D CATELLUS DEV CORP COM 14911110 320 15700 SH SHR/OTHR 11 15700 D CATERPILLAR INC DEL COM 14912310 178176 3639970 SH SHARED 3634998 4972 D CATERPILLAR INC DEL COM 14912310 72539 1481918 SH SHARED 01 1480368 1550 D CATERPILLAR INC DEL COM 14912310 915 18700 SH SHR/OTHR 01 18700 D CATERPILLAR INC DEL COM 14912310 10087 206072 SH SHARED 02 202503 3569 D CATERPILLAR INC DEL COM 14912310 28339 578950 SH SHARED 03 80850 498100 D CATERPILLAR INC DEL COM 14912310 7734 158000 SH SHARED 04 158000 D CATERPILLAR INC DEL COM 14912310 34570 706240 SH SHARED 06 706240 D CATERPILLAR INC DEL COM 14912310 10020 204700 SH SHARED 07 204700 D CATERPILLAR INC DEL COM 14912310 6636 135573 SH SHARED 08 135573 D CATERPILLAR INC DEL COM 14912310 5889 120313 SH SHARED 09 120313 D CATERPILLAR INC DEL COM 14912310 22954 468940 SH SHARED 11 64163 404777 D CATERPILLAR INC DEL COM 14912310 6193 126531 SH SHR/OTHR 11 126531 D CATHAY BANCORP INC COM 14915010 69 1685 SH SHARED 1685 D CATHAY BANCORP INC COM 14915010 439 10600 SH SHARED 01 10600 D CATHAY BANCORP INC COM 14915010 556 13420 SH SHARED 02 13420 D CATO CORP NEW CL A 14920510 46 2100 SH SHARED 2100 D CATO CORP NEW CL A 14920510 220 9907 SH SHARED 9907 D CATO CORP NEW CL A 14920510 1925 86350 SH SHARED 01 86350 D CATO CORP NEW CL A 14920510 527 23637 SH SHARED 02 23637 D CATO CORP NEW CL A 14920510 3764 168800 SH SHARED 06 168800 D CATO CORP NEW CL A 14920510 24471 1097360 SH SHARED 11 1097360 D CATO CORP NEW CL A 14920510 5826 261300 SH SHR/OTHR 11 261300 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 3 167 SH SHARED 167 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 35 1500 SH SHARED 02 1500 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 121 5100 SH SHARED 11 5100 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 14 600 SH SHR/OTHR 11 600 D CELL GENESYS INC COM 15092110 43 3200 SH SHARED 3200 D CELL GENESYS INC COM 15092110 11 852 SH SHARED 852 D CELL GENESYS INC COM 15092110 1695 125700 SH SHARED 01 125700 D CELL GENESYS INC COM 15092110 13 1000 SH SHR/OTHR 01 1000 D CELL GENESYS INC COM 15092110 474 35147 SH SHARED 02 35147 D CELL GENESYS INC COM 15092110 40 3000 SH SHARED 05 3000 D CELL GENESYS INC COM 15092110 2290 169800 SH SHARED 06 169800 D CELL GENESYS INC COM 15092110 14874 1102700 SH SHARED 11 1102700 D CELL GENESYS INC COM 15092110 4084 302800 SH SHR/OTHR 11 302800 D CELERITEK INC COM 15092610 1 268 SH SHARED 268 D CELERITEK INC COM 15092610 89 13600 SH SHARED 02 10700 2900 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 516 1000000 PRN SHARED 01 1000000 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 5160 10000000 PRN SHARED 02 10000000 D CELL THERAPEUTICS INC COM 15093410 4 882 SH SHARED 882 D CELL THERAPEUTICS INC COM 15093410 340 62459 SH SHARED 01 62459 D CELL THERAPEUTICS INC COM 15093410 180 33035 SH SHARED 02 33035 D CELL THERAPEUTICS INC COM 15093410 272 50000 SH SHARED 04 50000 D CELL THERAPEUTICS INC COM 15093410 4211 771500 SH SHARED 11 449878 13322 308300 D CELESTICA INC NOTE 8/0 15101QAA 0 46485000 PRN SHARED 46485000 D CELESTICA INC NOTE 8/0 15101QAA 0 20000 PRN SHARED 02 20000 D CELESTICA INC SUB VTG SHS 15101Q10 1687 74322 SH SHARED 74322 D CELESTICA INC SUB VTG SHS 15101Q10 1161 51150 SH SHARED 02 43100 8050 D CELESTICA INC SUB VTG SHS 15101Q10 688 30333 SH SHARED 06 30333 D CELESTICA INC SUB VTG SHS 15101Q10 8616 379400 SH SHARED 11 379400 D CELESTICA INC SUB VTG SHS 15101Q10 604 26600 SH SHR/OTHR 11 26600 D CELGENE CORP COM 15102010 2308 150864 SH SHARED 150864 D CELGENE CORP COM 15102010 777 50800 SH SHARED 01 39500 11300 D CELGENE CORP COM 15102010 626 40969 SH SHARED 02 40969 D CELGENE CORP COM 15102010 23404 1529700 SH SHARED 04 1529700 D CELGENE CORP COM 15102010 14042 917800 SH SHARED 11 744968 31932 140900 D CELGENE CORP COM 15102010 7411 484400 SH SHR/OTHR 11 484400 D CELL PATHWAYS INC NEW COM 15114R10 1 722 SH SHARED 722 D CELL PATHWAYS INC NEW COM 15114R10 53 35600 SH SHARED 02 23900 11700 D CELLTECH GROUP PLC SPONSORED ADR 15115810 25 1600 SH SHARED 1600 D CELLTECH GROUP PLC SPONSORED ADR 15115810 8 508 SH SHARED 02 508 D CELLTECH GROUP PLC SPONSORED ADR 15115810 790 50000 SH SHARED 05 50000 D CELSION CORPORATION COM 15117N10 1 3700 SH SHARED 02 3700 D CEMEX S A ADR WT 122104 15129086 72 21828 SH SHARED 21828 D CEMEX S A *W EXP 12/13/200 15129087 8 3158 SH SHARED 3158 D CEMEX S A SPON ADR 5 ORD 15129088 1078 40911 SH SHARED 40911 D CEMEX S A SPON ADR 5 ORD 15129088 3128 118699 SH SHARED 118699 D CEMEX S A SPON ADR 5 ORD 15129088 705 26779 SH SHARED 01 26779 D CEMEX S A SPON ADR 5 ORD 15129088 1136 43125 SH SHARED 02 27607 15518 D CEMEX S A SPON ADR 5 ORD 15129088 11410 432871 SH SHARED 06 432871 D CEMEX S A SPON ADR 5 ORD 15129088 2427 92080 SH SHARED 10 92080 D CEMEX S A SPON ADR 5 ORD 15129088 402 15270 SH SHARED 11 8070 7200 D CEMEX S A SPON ADR 5 ORD 15129088 66903 2538076 SH SHR/OTHR 11 2538076 D CENDANT CORP DEBT 2/1 151313AF 165924251400000 PRN SHARED 251400000 D CENDANT CORP DEBT 2/1 151313AF 89 135000 PRN SHARED 02 135000 D CENDANT CORP DBCV 5/0 151313AH 6272 6400000 PRN SHARED 6400000 D CENDANT CORP DBCV 5/0 151313AH 7350 7500000 PRN SHARED 01 7500000 D CENDANT CORP DBCV 5/0 151313AH 2940 3000000 PRN SHARED 02 3000000 D CENDANT CORP DBCV 3.875%11/2 151313AN 4905 5000000 PRN SHARED 01 5000000 D CENDANT CORP COM 15131310 37023 2331427 SH SHARED 2323927 7500 D CENDANT CORP COM 15131310 68026 4283796 SH SHARED 01 4267196 16600 D CENDANT CORP COM 15131310 87 5485 SH SHR/OTHR 01 500 4985 D CENDANT CORP COM 15131310 13607 856904 SH SHARED 02 843574 13330 D CENDANT CORP COM 15131310 5399 340000 SH SHARED 04 340000 D CENDANT CORP COM 15131310 680 42843 SH SHARED 06 42843 D CENDANT CORP COM 15131310 232 14650 SH SHARED 07 14650 D CENDANT CORP COM 15131310 137 8639 SH SHARED 09 8639 D CENDANT CORP COM 15131310 3465 218239 SH SHARED 11 216158 2081 D CENDANT CORP COM 15131310 14371 905005 SH SHR/OTHR 11 905005 D CENTENNIAL BANCORP COM 15133T10 5 646 SH SHARED 646 D CENTENNIAL BANCORP COM 15133T10 50 6351 SH SHARED 01 6351 D CENTENNIAL BANCORP COM 15133T10 146 18585 SH SHARED 02 18585 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 0 212 SH SHARED 212 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 2 1100 SH SHARED 01 1100 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 21 8700 SH SHARED 02 8700 D CENTENE CORP DEL COM 15135B10 570 18400 SH SHARED 01 18400 D CENTENE CORP DEL COM 15135B10 130 4200 SH SHARED 02 4200 D CENTER TR INC COM 15184510 188 26700 SH SHARED 02 8900 17800 D CENTERPOINT PPTYS TR SH BEN INT 15189510 514 8875 SH SHARED 8875 D CENTERPOINT PPTYS TR SH BEN INT 15189510 3335 57500 SH SHARED 01 57500 D CENTERPOINT PPTYS TR SH BEN INT 15189510 1566 26996 SH SHARED 02 25796 1200 D CENTERPOINT PPTYS TR SH BEN INT 15189510 2743 47300 SH SHR/OTHR 11 47300 D CENTERPOINT PPTYS TR SH BEN INT 15189510 25982 447900 SH SHARED 12 447900 D CENTERPOINT PPTYS TR PFD CV SER B 15189530 1585 23600 SH SHARED 23600 D CENTERPULSE LTD SPONSORED ADR 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SHARED 11 577800 D CENTRA SOFTWARE INC COM 15234X10 1 626 SH SHARED 626 D CENTRA SOFTWARE INC COM 15234X10 51 27900 SH SHARED 02 18900 9000 D CENTRAL COAST BANCORP COM 15314510 4 205 SH SHARED 205 D CENTRAL COAST BANCORP COM 15314510 34 1500 SH SHARED 01 1500 D CENTRAL COAST BANCORP COM 15314510 145 6425 SH SHARED 02 6425 D CENTRAL GARDEN & PET CO COM 15352710 77 4400 SH SHARED 01 4400 D CENTRAL GARDEN & PET CO COM 15352710 212 12100 SH SHARED 02 12100 D CENTRAL PKG CORP COM 15478510 727 31854 SH SHARED 31854 D CENTRAL PKG CORP COM 15478510 106 4650 SH SHARED 01 4650 D CENTRAL PKG CORP COM 15478510 720 31522 SH SHARED 02 31522 D CENTRAL VT PUB SVC CORP COM 15577110 6215 345286 SH SHARED 345286 D CENTRAL VT PUB SVC CORP COM 15577110 129 7200 SH SHARED 01 7200 D CENTRAL VT PUB SVC CORP COM 15577110 257 14328 SH SHARED 02 13828 500 D CENTURY ALUM CO COM 15643110 5 350 SH SHARED 350 D CENTURY ALUM CO COM 15643110 131 8800 SH SHARED 01 8800 D CENTURY ALUM CO COM 15643110 274 18436 SH SHARED 02 18436 D CENTURY ALUM CO COM 15643110 8 540 SH SHARED 11 540 D CENTURY BANCORP INC CL A NON VTG 15643210 73 2700 SH SHARED 02 2700 D CENTURY BUSINESS SVCS INC COM 15649010 24 7505 SH SHARED 7505 D CENTURY BUSINESS SVCS INC COM 15649010 48 14728 SH SHARED 01 14728 D CENTURY BUSINESS SVCS INC COM 15649010 231 71080 SH SHARED 02 71080 D CEPHEID COM 15670R10 50 9100 SH SHARED 01 9100 D CEPHEID COM 15670R10 113 20300 SH SHARED 02 19300 1000 D CEPHEID COM 15670R10 2 500 SH SHARED 11 500 D CENTURYTEL INC COM 15670010 8982 304500 SH SHARED 304500 D CENTURYTEL INC COM 15670010 30528 1034873 SH SHARED 01 1034873 D CENTURYTEL INC COM 15670010 14 500 SH SHR/OTHR 01 500 D CENTURYTEL INC COM 15670010 2474 83870 SH SHARED 02 83870 D CENTURYTEL INC COM 15670010 44 1499 SH SHARED 09 1499 D CENTURYTEL INC COM 15670010 8776 297493 SH SHARED 11 53700 243793 D CENTURYTEL INC COM 15670010 1884 63876 SH SHR/OTHR 11 63876 D CEPHALON INC NOTE 5.250% 5/0 156708AC 277 300000 PRN SHARED 01 300000 D CEPHALON INC NOTE 5.250% 5/0 156708AC 1887 2040000 PRN SHARED 02 2040000 D CEPHALON INC COM 15670810 2294 50759 SH SHARED 50759 D CEPHALON INC COM 15670810 1134 25090 SH SHARED 01 24690 400 D CEPHALON INC COM 15670810 13 293 SH SHR/OTHR 01 293 D CEPHALON INC COM 15670810 2360 52220 SH SHARED 02 52220 D CEPHALON INC COM 15670810 41715 922900 SH SHARED 04 922900 D CEPHALON INC COM 15670810 2368 52400 SH SHARED 07 52400 D CEPHALON INC COM 15670810 5252 116200 SH SHARED 11 94100 21000 1100 D CEPHALON INC COM 15670810 7574 167570 SH SHR/OTHR 11 167570 D CERES GROUP INC COM 15677210 32 8400 SH SHARED 01 8400 D CERES GROUP INC COM 15677210 62 16000 SH SHARED 02 16000 D CERIDIAN CORP NEW COM 15677910 3417 180062 SH SHARED 180062 D CERIDIAN CORP NEW COM 15677910 5228 275476 SH SHARED 01 250076 25400 D CERIDIAN CORP NEW COM 15677910 1150 60620 SH SHR/OTHR 01 18750 41870 D CERIDIAN CORP NEW COM 15677910 2200 115928 SH SHARED 02 115928 D CERIDIAN CORP NEW COM 15677910 24 1300 SH SHARED 07 1300 D CERIDIAN CORP NEW COM 15677910 68 3600 SH SHARED 11 3600 D CERIDIAN CORP NEW COM 15677910 1422 74950 SH SHR/OTHR 11 74950 D CERNER CORP COM 15678210 18 397 SH SHARED 397 D CERNER CORP COM 15678210 2637 55150 SH SHARED 01 55150 D CERNER CORP COM 15678210 1118 23389 SH SHARED 02 22789 600 D CERNER CORP COM 15678210 4 100 SH SHARED 11 100 D CERTEGY INC COM 15688010 2006 54064 SH SHARED 54064 D CERTEGY INC COM 15688010 5496 148124 SH SHARED 01 142724 250 5150 D CERTEGY INC COM 15688010 1210 32625 SH SHR/OTHR 01 25225 7400 D CERTEGY INC COM 15688010 1905 51342 SH SHARED 02 51217 125 D CERTEGY INC COM 15688010 22 600 SH SHARED 07 600 D CERTEGY INC COM 15688010 7693 207325 SH SHARED 11 190450 16875 D CERTEGY INC COM 15688010 5199 140120 SH SHR/OTHR 11 140120 D CERUS CORP COM 15708510 9 292 SH SHARED 292 D CERUS CORP COM 15708510 574 16961 SH SHARED 01 16961 D CERUS CORP COM 15708510 787 23250 SH SHARED 02 23250 D CHALONE WINE GROUP LTD COM 15763910 1 210 SH SHARED 02 210 D CHAMPION ENTERPRISES INC COM 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291500 D CHARLES RIV LABS INTL INC COM 15986410 1636 46700 SH SHR/OTHR 11 46700 D CHARTER ONE FINL INC COM 16090310 18138 527583 SH SHARED 527583 D CHARTER ONE FINL INC COM 16090310 29022 844172 SH SHARED 01 844172 D CHARTER ONE FINL INC COM 16090310 4604 133923 SH SHARED 02 133923 D CHARTER ONE FINL INC COM 16090310 1547 45000 SH SHARED 04 45000 D CHARTER ONE FINL INC COM 16090310 7688 223634 SH SHARED 11 222476 1158 D CHARTER ONE FINL INC COM 16090310 289 8420 SH SHR/OTHR 11 8420 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 21920 1225978 SH SHARED 1225978 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 311 17400 SH SHARED 01 17400 D CHARTER MUN MTG ACCEP CO SH BEN INT 16090810 632 35400 SH SHARED 02 35400 D CHARLOTTE RUSSE HLDG INC COM 16104810 189 8484 SH SHARED 8484 D CHARLOTTE RUSSE HLDG INC COM 16104810 227 10200 SH SHARED 01 10200 D CHARLOTTE RUSSE HLDG INC COM 16104810 667 29900 SH SHARED 02 29900 D CHARMING SHOPPES INC COM 16113310 212 24605 SH SHARED 24605 D CHARMING SHOPPES INC COM 16113310 1286 148951 SH SHARED 01 148951 D CHARMING SHOPPES INC COM 16113310 992 114900 SH SHARED 02 114900 D CHARMING SHOPPES INC COM 16113310 3946 456800 SH SHARED 11 456800 D CHARMING SHOPPES INC COM 16113310 0 100 SH SHR/OTHR 11 100 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB 20369 39400000 PRN SHARED 39400000 D CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB 1292 2500000 PRN SHARED 01 2500000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 2255 5000000 PRN SHARED 5000000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 1127 2500000 PRN SHARED 01 2500000 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 225 500000 PRN SHARED 02 500000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 785 192643 SH SHARED 192643 D CHARTER COMMUNICATIONS INC D CL A 16117M10 526 128972 SH SHARED 01 128972 D CHARTER COMMUNICATIONS INC D CL A 16117M10 3679 901896 SH SHARED 02 861196 40700 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1 300 SH SHR/OTHR 11 300 D CHARTER FINL CORP WEST PT GA COM 16122M10 93 3300 SH SHARED 02 3300 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 13662 682770 SH SHARED 682770 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 64 3200 SH SHARED 01 3200 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 453 22650 SH SHARED 02 22650 D CHASE INDS INC COM 16156810 883 63572 SH SHARED 01 63572 D CHASE INDS INC COM 16156810 70 5100 SH SHARED 02 5100 D CHATEAU CMNTYS INC COM 16172610 29 964 SH SHARED 964 D CHATEAU CMNTYS INC COM 16172610 1107 36208 SH SHARED 01 36208 D CHATEAU CMNTYS INC COM 16172610 598 19570 SH SHARED 02 19570 D CHATTEM INC COM 16245610 34 1110 SH SHARED 1110 D CHATTEM INC COM 16245610 236 7500 SH SHARED 01 6400 1100 D CHATTEM INC COM 16245610 213 6775 SH SHARED 02 5275 1500 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 33 2800 SH SHARED 01 2800 D CHECKERS DRIVE-IN RESTAURANT COM NEW 16280930 115 9700 SH SHARED 02 6200 3500 D CHECKFREE CORP NEW COM 16281310 392 25077 SH SHARED 25077 D CHECKFREE CORP NEW COM 16281310 703 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SH SHARED 02 450501 D CHILE FD INC COM 16883410 2 378 SH SHR/OTHR 11 378 D CHILES OFFSHORE INC COM 16888M10 5 206 SH SHARED 206 D CHILES OFFSHORE INC COM 16888M10 1312 54115 SH SHARED 01 54115 D CHILES OFFSHORE INC COM 16888M10 48 2000 SH SHR/OTHR 01 2000 D CHILES OFFSHORE INC COM 16888M10 266 11000 SH SHARED 02 11000 D CHILDRENS PL RETAIL STORES I COM 16890510 5 216 SH SHARED 216 D CHILDRENS PL RETAIL STORES I COM 16890510 1658 62600 SH SHARED 01 62600 D CHILDRENS PL RETAIL STORES I COM 16890510 507 19150 SH SHARED 02 18350 800 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 16 1000 SH SHARED 1000 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 19 970 SH SHARED 970 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 27 1370 SH SHARED 02 1370 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 147256158000000 PRN SHARED 158000000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 1959 134000 SH SHARED 134000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 46 3150 SH SHARED 01 3150 D 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CINCINNATI FINL CORP COM 17206210 66 1423 SH SHARED 09 1423 D CINCINNATI FINL CORP COM 17206210 5279 113460 SH SHARED 11 5015 108445 D CINCINNATI FINL CORP COM 17206210 3843 82599 SH SHR/OTHR 11 82599 D CINERGY CORP COM 17247410 15734 437202 SH SHARED 437202 D CINERGY CORP COM 17247410 24401 678008 SH SHARED 01 678008 D CINERGY CORP COM 17247410 190 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 3261 90628 SH SHARED 02 90628 D CINERGY CORP COM 17247410 10437 290000 SH SHARED 04 290000 D CINERGY CORP COM 17247410 75 2103 SH SHARED 06 2103 D CINERGY CORP COM 17247410 50 1400 SH SHARED 07 1400 D CINERGY CORP COM 17247410 59 1642 SH SHARED 09 1642 D CINERGY CORP COM 17247410 478 13297 SH SHARED 11 8725 4572 D CINERGY CORP COM 17247410 231 6422 SH SHR/OTHR 11 6422 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 1 400 SH SHARED 400 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 77 21900 SH SHARED 02 14800 7100 D CIRCOR INTL INC COM 17273K10 3 188 SH SHARED 188 D CIRCOR INTL INC COM 17273K10 27 1600 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641085 SH SHARED 08 641085 D CISCO SYS INC COM 17275R10 6009 430823 SH SHARED 09 430823 D CISCO SYS INC COM 17275R10 1830 131200 SH SHARED 10 131200 D CISCO SYS INC COM 17275R10 403808 28946822 SH SHARED 11 15057519 9338090 4551213 D CISCO SYS INC COM 17275R10 33588 2407792 SH SHR/OTHR 11 2407792 D CIRRUS LOGIC INC COM 17275510 41 5600 SH SHARED 5600 D CIRRUS LOGIC INC COM 17275510 510 69300 SH SHARED 01 69300 D CIRRUS LOGIC INC COM 17275510 862 116993 SH SHARED 02 114993 2000 D CIRRUS LOGIC INC COM 17275510 1350 183300 SH SHARED 11 73900 109400 D CIRRUS LOGIC INC COM 17275510 11 1500 SH SHR/OTHR 11 1500 D CINTAS CORP COM 17290810 20503 414800 SH SHARED 414800 D CINTAS CORP COM 17290810 33364 674989 SH SHARED 01 674039 950 D CINTAS CORP COM 17290810 8018 162227 SH SHARED 02 161227 1000 D CINTAS CORP COM 17290810 18 372 SH SHARED 06 372 D CINTAS CORP COM 17290810 64 1300 SH SHARED 07 1300 D CINTAS CORP COM 17290810 104 2111 SH SHARED 09 2111 D CINTAS CORP COM 17290810 32846 664500 SH SHARED 11 107790 556710 D CINTAS CORP COM 17290810 8106 164004 SH SHR/OTHR 11 164004 D CITIGROUP INC COM 17296710 802779 20716890 SH SHARED 17771207 2945683 D CITIGROUP INC COM 17296710 954697 24637351 SH SHARED 01 23650581 10316 976454 D CITIGROUP INC COM 17296710 25391 655276 SH SHR/OTHR 01 316927 338349 D CITIGROUP INC COM 17296710 126200 3256780 SH SHARED 02 2995242 261538 D CITIGROUP INC COM 17296710 68551 1769066 SH SHARED 03 237365 1531701 D CITIGROUP INC COM 17296710 62897 1623166 SH SHARED 04 1623166 D CITIGROUP INC COM 17296710 20 541 SH SHARED 05 541 D CITIGROUP INC COM 17296710 221467 5715288 SH SHARED 06 5715288 D CITIGROUP INC COM 17296710 37527 968454 SH SHARED 07 968454 D CITIGROUP INC COM 17296710 11517 297236 SH SHARED 08 297236 D CITIGROUP INC COM 17296710 13057 336962 SH SHARED 09 336962 D CITIGROUP INC COM 17296710 4529 116900 SH SHARED 10 116900 D CITIGROUP INC COM 17296710 577425 14901294 SH SHARED 11 5308846 8330028 1262420 D CITIGROUP INC COM 17296710 78518 2026274 SH SHR/OTHR 11 2026274 D CITIZENS BKG CORP MICH COM 17442010 687 23710 SH SHARED 23710 D CITIZENS BKG CORP MICH COM 17442010 327 11300 SH SHARED 01 11300 D CITIZENS BKG CORP MICH COM 17442010 1491 51470 SH SHARED 02 51470 D CITIZENS COMMUNICATIONS CO COM 17453B10 10913 1305431 SH SHARED 1305431 D CITIZENS COMMUNICATIONS CO COM 17453B10 8679 1038163 SH SHARED 01 1038163 D CITIZENS COMMUNICATIONS CO COM 17453B10 1308 156508 SH SHARED 02 156508 D CITIZENS COMMUNICATIONS CO COM 17453B10 0 22 SH SHARED 05 22 D CITIZENS COMMUNICATIONS CO COM 17453B10 42 5123 SH SHARED 06 5123 D CITIZENS COMMUNICATIONS CO COM 17453B10 481 57611 SH SHARED 11 57611 D CITIZENS COMMUNICATIONS CO COM 17453B10 66 8000 SH SHR/OTHR 11 8000 D CITIZENS FIRST BANCORP INC D COM 17461R10 78 3500 SH SHARED 01 3500 D CITIZENS FIRST BANCORP INC D COM 17461R10 170 7600 SH SHARED 02 7600 D CITIZENS FIRST BANCORP INC D COM 17461R10 760 33800 SH SHARED 06 33800 D CITIZENS FIRST BANCORP INC D COM 17461R10 488 21700 SH SHARED 11 21700 D CITIZENS FIRST BANCORP INC D COM 17461R10 339 15100 SH SHR/OTHR 11 15100 D CITIZENS INC CL A 17474010 7 572 SH SHARED 572 D CITIZENS INC CL A 17474010 117 9085 SH SHARED 01 9085 D CITIZENS INC CL A 17474010 253 19560 SH SHARED 02 19560 D CITIZENS UTILS TR PFD EPPICS CV 17735120 19602 485200 SH SHARED 485200 D CITRIX SYS INC SDCV 3/2 177376AB 57319152445000 PRN SHARED 152445000 D CITRIX SYS INC SDCV 3/2 177376AB 3786 10070000 PRN SHARED 02 10070000 D CITRIX SYS INC COM 17737610 3458 572563 SH SHARED 572563 D CITRIX SYS INC COM 17737610 4984 825216 SH SHARED 01 825216 D CITRIX SYS INC COM 17737610 6 1000 SH SHR/OTHR 01 1000 D CITRIX SYS INC COM 17737610 2042 338174 SH SHARED 02 338074 100 D CITRIX SYS INC COM 17737610 60 10000 SH SHARED 04 10000 D CITRIX SYS INC COM 17737610 25 4300 SH SHARED 07 4300 D CITRIX SYS INC COM 17737610 10 1812 SH SHARED 09 1812 D CITRIX SYS INC COM 17737610 50 8296 SH SHR/OTHR 11 8296 D CITY BK LYNNWOOD WASH COM 17770A10 8 258 SH SHARED 258 D CITY BK LYNNWOOD WASH COM 17770A10 127 3974 SH SHARED 01 3974 D CITY BK LYNNWOOD WASH COM 17770A10 297 9300 SH SHARED 02 9300 D CITY BK LYNNWOOD WASH COM 17770A10 3 100 SH SHARED 11 100 D CITY HLDG CO COM 17783510 242 10362 SH SHARED 10362 D CITY HLDG CO COM 17783510 327 14000 SH SHARED 01 14000 D CITY HLDG CO COM 17783510 346 14800 SH SHARED 02 14800 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 323 170500 SH SHARED 02 170500 D CITY NATL CORP COM 17856610 2176 40492 SH SHARED 40492 D CITY NATL CORP COM 17856610 2078 38672 SH SHARED 01 38672 D CITY NATL CORP COM 17856610 1613 30023 SH SHARED 02 30023 D CLAIRES STORES INC COM 17958410 401 17514 SH SHARED 17514 D CLAIRES STORES INC COM 17958410 3610 157670 SH SHARED 01 157670 D CLAIRES STORES INC COM 17958410 1547 67579 SH SHARED 02 67579 D CLARCOR INC COM 17989510 46 1467 SH SHARED 1467 D CLARCOR INC COM 17989510 992 31350 SH SHARED 01 31350 D CLARCOR INC COM 17989510 928 29335 SH SHARED 02 29335 D CLARK / BARDES INC COM 18066810 29 1286 SH SHARED 1286 D CLARK / BARDES INC COM 18066810 2035 89100 SH SHARED 01 89100 D CLARK / BARDES INC COM 18066810 278 12200 SH SHARED 02 12200 D CLARK DICK PRODTNS INC COM 18151210 24 1700 SH SHARED 02 1700 D CLARUS CORP COM 18270710 1 300 SH SHARED 01 300 D CLARUS CORP COM 18270710 0 100 SH SHARED 02 100 D CLARUS CORP COM 18270710 1574 314900 SH SHARED 06 314900 D CLARUS CORP COM 18270710 2786 557100 SH SHARED 11 557100 D CLARUS CORP COM 18270710 1194 238800 SH SHR/OTHR 11 238800 D CLASSIC BANCSHARES INC COM 18272M10 21 1000 SH SHARED 02 1000 D CLAYTON HOMES INC COM 18419010 1799 113884 SH SHARED 113884 D CLAYTON HOMES INC COM 18419010 1284 81274 SH SHARED 01 81274 D CLAYTON HOMES INC COM 18419010 2197 139060 SH SHARED 02 136438 2622 D CLAYTON HOMES INC COM 18419010 167 10625 SH SHARED 11 10625 D CLEAN HARBORS INC COM 18449610 376 32000 SH SHARED 02 32000 D CLEAR CHANNEL COMMUNICATIONS NOTE 2.625% 4/0 184502AB 945 1000000 PRN SHARED 1000000 D CLEAR CHANNEL COMMUNICATIONS NOTE 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SH SHARED 11 633537 246800 22463 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 7345 229391 SH SHR/OTHR 11 229391 D CLEARONE COMMUNICATIONS INC COM 18506010 38 2600 SH SHARED 01 2600 D CLEARONE COMMUNICATIONS INC COM 18506010 91 6200 SH SHARED 02 6200 D CLEVELAND CLIFFS INC COM 18589610 175 6353 SH SHARED 6353 D CLEVELAND CLIFFS INC COM 18589610 345 12500 SH SHARED 01 12500 D CLEVELAND CLIFFS INC COM 18589610 299 10862 SH SHARED 02 10862 D CLICK COMMERCE INC COM 18681D10 0 464 SH SHARED 464 D CLICK COMMERCE INC COM 18681D10 38 34200 SH SHARED 02 16700 17500 D CLOROX CO DEL COM 18905410 43268 1046407 SH SHARED 1043092 3315 D CLOROX CO DEL COM 18905410 40304 974717 SH SHARED 01 973967 750 D CLOROX CO DEL COM 18905410 132 3200 SH SHR/OTHR 01 3200 D CLOROX CO DEL COM 18905410 7248 175286 SH SHARED 02 174436 850 D CLOROX CO DEL COM 18905410 16961 410200 SH SHARED 03 54000 356200 D CLOROX CO DEL COM 18905410 94440 2283925 SH SHARED 06 2283925 D CLOROX CO DEL COM 18905410 3714 89820 SH SHARED 07 89820 D CLOROX CO DEL COM 18905410 3486 84325 SH SHARED 08 84325 D CLOROX CO DEL COM 18905410 82 1996 SH SHARED 09 1996 D CLOROX CO DEL COM 18905410 2022 48900 SH SHARED 10 48900 D CLOROX CO DEL COM 18905410 99444 2404934 SH SHARED 11 183335 1970200 251399 D CLOROX CO DEL COM 18905410 2537 61378 SH SHR/OTHR 11 61378 D CLOSURE MED CORP COM 18909310 2 208 SH SHARED 208 D CLOSURE MED CORP COM 18909310 46 3300 SH SHARED 01 3300 D CLOSURE MED CORP COM 18909310 76 5450 SH SHARED 02 4600 850 D COACH INC COM 18975410 5771 105135 SH SHARED 105135 D COACH INC COM 18975410 5783 105342 SH SHARED 01 104475 867 D COACH INC COM 18975410 29 538 SH SHR/OTHR 01 538 D COACH INC COM 18975410 1489 27126 SH SHARED 02 27126 D COACH INC COM 18975410 3019 55000 SH SHARED 04 55000 D COACH INC COM 18975410 603 11000 SH SHARED 07 11000 D COACH INC COM 18975410 2189 39876 SH SHARED 11 5165 34711 D COACH INC COM 18975410 630 11486 SH SHR/OTHR 11 11486 D COACHMEN INDS INC COM 18987310 5 384 SH SHARED 384 D COACHMEN INDS INC COM 18987310 49 3400 SH SHARED 01 3400 D COACHMEN INDS INC COM 18987310 252 17426 SH SHARED 02 17426 D COAST FEDERAL LITIGATION TR RIGHT 99/99/9999 19034Q11 0 900 SH SHARED 01 900 D COAST FEDERAL LITIGATION TR RIGHT 99/99/9999 19034Q11 448 2640548 SH SHARED 02 2640548 D COASTAL BANCORP INC COM 19041P10 10 317 SH SHARED 317 D COASTAL BANCORP INC COM 19041P10 47 1500 SH SHARED 01 1500 D COASTAL BANCORP INC COM 19041P10 181 5700 SH SHARED 02 3700 2000 D COASTAL BANCORP INC COM 19041P10 6097 192000 SH SHARED 11 192000 D COASTAL FINL CORP DEL COM 19046E10 103 7000 SH SHARED 02 7000 D COBALT CORP COM 19074W10 6 270 SH SHARED 270 D COBALT CORP COM 19074W10 399 17500 SH SHARED 01 17500 D COBALT CORP COM 19074W10 215 9437 SH SHARED 02 9437 D COBIZ INC COM 19089710 2 148 SH SHARED 148 D COBIZ INC COM 19089710 22 1300 SH SHARED 01 1300 D COBIZ INC COM 19089710 172 10000 SH SHR/OTHR 01 10000 D COBIZ INC COM 19089710 110 6400 SH SHARED 02 6400 D COCA COLA BOTTLING CO CONS COM 19109810 38 900 SH SHARED 01 900 D COCA COLA BOTTLING CO CONS COM 19109810 152 3553 SH SHARED 02 3553 D COCA COLA CO COM 19121610 563456 10061732 SH SHARED 9268593 793139 D COCA COLA CO COM 19121610 599795 10710640 SH SHARED 01 10639800 8700 62140 D COCA COLA CO COM 19121610 13555 242066 SH SHR/OTHR 01 193718 48348 D COCA COLA CO COM 19121610 78188 1396215 SH SHARED 02 1368765 27450 D COCA COLA CO COM 19121610 146545 2616890 SH SHARED 04 2616890 D COCA COLA CO COM 19121610 72352 1292000 SH SHARED 05 1292000 D COCA COLA CO COM 19121610 14307 255488 SH SHARED 06 255488 D COCA COLA CO COM 19121610 3689 65887 SH SHARED 07 65887 D COCA COLA CO COM 19121610 5006 89407 SH SHARED 08 89407 D COCA COLA CO COM 19121610 1145 20462 SH SHARED 09 20462 D COCA COLA CO COM 19121610 147005 2625092 SH SHARED 11 768197 644800 1212095 D COCA COLA CO COM 19121610 61663 1101129 SH SHR/OTHR 11 1101129 D COCA COLA ENTERPRISES INC COM 19121910 27620 1250926 SH SHARED 1250926 D COCA COLA ENTERPRISES INC COM 19121910 35439 1605033 SH SHARED 01 1605033 D COCA COLA ENTERPRISES INC COM 19121910 6107 276597 SH SHARED 02 276097 500 D COCA COLA ENTERPRISES INC COM 19121910 62 2825 SH SHARED 06 2825 D COCA COLA ENTERPRISES INC COM 19121910 79 3595 SH SHARED 09 3595 D COCA COLA ENTERPRISES INC COM 19121910 2579 116804 SH SHR/OTHR 11 116804 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 1488 62000 SH SHARED 62000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 792 33000 SH SHARED 33000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 24 1000 SH SHARED 02 1000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 624 26000 SH SHARED 04 26000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 3888 162000 SH SHARED 06 162000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 1584 66000 SH SHARED 10 66000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 22536 939000 SH SHR/OTHR 11 939000 D COEUR D ALENE MINES CORP IDA SDCV 7.250%10/3 192108AG 7 10000 PRN SHARED 01 10000 D COEUR D ALENE MINES CORP IDA COM 19210810 0 194 SH SHARED 11 194 D COGENT COMM GROUP INC COM 19239V10 0 97 SH SHR/OTHR 01 97 D COGENT COMM GROUP INC COM 19239V10 0 168 SH SHARED 02 161 7 D COGNEX CORP COM 19242210 157 7867 SH SHARED 7867 D COGNEX CORP COM 19242210 758 37850 SH SHARED 01 37850 D COGNEX CORP COM 19242210 957 47758 SH SHARED 02 46758 1000 D COGNITRONICS CORP COM 19243210 68 23850 SH SHARED 01 23850 D COGNOS INC COM 19244C10 348 15691 SH SHARED 15691 D COGNOS INC COM 19244C10 200 9037 SH SHARED 01 9037 D COGNOS INC COM 19244C10 46 2088 SH SHR/OTHR 01 2088 D COGNOS INC COM 19244C10 258 11642 SH SHARED 02 11642 D COGNOS INC COM 19244C10 47 2158 SH SHARED 06 2158 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 12 224 SH SHARED 224 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 634 11800 SH SHARED 01 11800 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 411 7660 SH SHARED 02 7660 D COHEN & STEERS QUALITY RLTY COM 19247L10 1423 93775 SH SHARED 02 62025 31750 D COHEN & STEERS TOTAL RETURN COM 19247R10 11 764 SH SHARED 02 764 D COHEN & STEERS ADV INC RLTY COM 19247W10 85 5247 SH SHARED 02 2052 3195 D COHERENT INC COM 19247910 23 780 SH SHARED 780 D COHERENT INC COM 19247910 693 23124 SH SHARED 01 23124 D COHERENT INC COM 19247910 1699 56654 SH SHARED 02 56654 D COHERENT INC COM 19247910 5287 176300 SH SHARED 11 176300 D COHU INC COM 19257610 31 1845 SH SHARED 1845 D COHU INC COM 19257610 433 25083 SH SHARED 01 25083 D COHU INC COM 19257610 487 28238 SH SHARED 02 26139 2099 D COINSTAR INC COM 19259P30 112 4591 SH SHARED 4591 D COINSTAR INC COM 19259P30 3627 148378 SH SHARED 01 148378 D COINSTAR INC COM 19259P30 891 36471 SH SHARED 02 36471 D COLDWATER CREEK INC COM 19306810 148 6067 SH SHARED 6067 D COLDWATER CREEK INC COM 19306810 143 5900 SH SHARED 01 5900 D COLDWATER CREEK INC COM 19306810 100 4100 SH SHARED 02 4100 D COLE NATIONAL CORP NEW CL A 19329010 4 246 SH SHARED 246 D COLE NATIONAL CORP NEW CL A 19329010 53 2800 SH SHARED 01 2800 D COLE NATIONAL CORP NEW CL A 19329010 161 8500 SH SHARED 02 8500 D COLE KENNETH PRODTNS INC CL A 19329410 6 230 SH SHARED 230 D COLE KENNETH PRODTNS INC CL A 19329410 117 4150 SH SHARED 01 4150 D COLE KENNETH PRODTNS INC CL A 19329410 315 11116 SH SHARED 02 11116 D COLLATERAL THERAPEUTICS COM 19392110 4210 356540 SH SHARED 356540 D COLLATERAL THERAPEUTICS COM 19392110 2123 179788 SH SHARED 01 179788 D COLLATERAL THERAPEUTICS COM 19392110 88 7500 SH SHARED 02 6500 1000 D COLGATE PALMOLIVE CO COM 19416210 147588 2948828 SH SHARED 2943151 5677 D COLGATE PALMOLIVE CO COM 19416210 125412 2505745 SH SHARED 01 2312863 192882 D COLGATE PALMOLIVE CO COM 19416210 10271 205219 SH SHR/OTHR 01 126975 78244 D COLGATE PALMOLIVE CO COM 19416210 31299 625370 SH SHARED 02 617660 7710 D COLGATE PALMOLIVE CO COM 19416210 2067 41300 SH SHARED 03 41300 D COLGATE PALMOLIVE CO COM 19416210 36418 727650 SH SHARED 04 727650 D COLGATE PALMOLIVE CO COM 19416210 8860 177038 SH SHARED 06 177038 D COLGATE PALMOLIVE CO COM 19416210 128 2560 SH SHARED 07 2560 D COLGATE PALMOLIVE CO COM 19416210 3524 70415 SH SHARED 09 70415 D COLGATE PALMOLIVE CO COM 19416210 167999 3356642 SH SHARED 11 1886277 1222650 247715 D COLGATE PALMOLIVE CO COM 19416210 9912 198047 SH SHR/OTHR 11 198047 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 168 22800 SH SHARED 02 21100 1700 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 656 72117 SH SHARED 72117 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 187 20572 SH SHARED 01 20572 D COLLINS & AIKMAN CORP NEW COM NEW 19483020 811 89160 SH SHARED 02 89160 D COLONIAL BANCGROUP INC COM 19549330 54667 3644481 SH SHARED 3644481 D COLONIAL BANCGROUP INC COM 19549330 858 57204 SH SHARED 01 57204 D COLONIAL BANCGROUP INC COM 19549330 2106 140404 SH SHARED 02 136206 4198 D COLONIAL BANCGROUP INC COM 19549330 2240 149395 SH SHR/OTHR 11 149395 D COLONIAL INVT GRADE MUN TR SH BEN INT 19576810 5 500 SH SHARED 11 500 D COLONIAL PPTYS TR COM SH BEN INT 19587210 14 372 SH SHARED 372 D COLONIAL PPTYS TR COM SH BEN INT 19587210 1129 29000 SH SHARED 01 29000 D COLONIAL PPTYS TR COM SH BEN INT 19587210 788 20231 SH SHARED 02 20231 D COLONIAL PPTYS TR COM SH BEN INT 19587210 19 500 SH SHARED 11 500 D COLORADO MEDTECH INC COM 19652U10 10 4000 SH SHARED 4000 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 0 2 SH SHARED 2 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 21 8280 SH SHARED 11 8280 D COLUMBIA BANCORP COM 19722710 42 1800 SH SHARED 01 1800 D COLUMBIA BANCORP COM 19722710 47 2000 SH SHR/OTHR 01 2000 D COLUMBIA BANCORP COM 19722710 115 4900 SH SHARED 02 4900 D COLUMBIA BKG SYS INC COM 19723610 5 447 SH SHARED 447 D COLUMBIA BKG SYS INC COM 19723610 378 29301 SH SHARED 01 29301 D COLUMBIA BKG SYS INC COM 19723610 149 11550 SH SHARED 02 11550 D COLUMBIA BKG SYS INC COM 19723610 34 2641 SH SHARED 11 2641 D COLUMBIA LABS INC COM 19777910 4 688 SH SHARED 688 D COLUMBIA LABS INC COM 19777910 330 55000 SH SHARED 01 55000 D COLUMBIA LABS INC COM 19777910 166 27700 SH SHARED 02 27700 D COLUMBIA SPORTSWEAR CO COM 19851610 64 2000 SH SHARED 01 2000 D COLUMBIA SPORTSWEAR CO COM 19851610 240 7526 SH SHARED 02 5901 1625 D COLUMBIA SPORTSWEAR CO COM 19851610 17165 536450 SH SHARED 11 309664 10036 216750 D COLUMBUS MCKINNON CORP N Y COM 19933310 88 10300 SH SHARED 02 10300 D COMFORT SYS USA INC COM 19990810 27 5500 SH SHARED 01 5500 D COMFORT SYS USA INC COM 19990810 301 60669 SH SHARED 02 60669 D COMCAST CORP DBCV 12/1 200300BH 44021 58076000 PRN SHARED 58076000 D COMCAST CORP DBCV 12/1 200300BH 31566 41645000 PRN SHARED 02 34145000 7500000 D COMCAST CORP CL A 20030010 121 5001 SH SHARED 01 3701 1300 D COMCAST CORP CL A 20030010 48 2000 SH SHR/OTHR 01 2000 D COMCAST CORP CL A 20030010 14 600 SH SHARED 02 100 500 D COMCAST CORP CL A 20030010 143 5910 SH SHR/OTHR 11 5910 D COMCAST CORP CL A SPL 20030020 73162 3068910 SH SHARED 3067352 1558 D COMCAST CORP CL A SPL 20030020 123176 5166813 SH SHARED 01 4369851 796962 D COMCAST CORP CL A SPL 20030020 8429 353566 SH SHR/OTHR 01 196511 157055 D COMCAST CORP CL A SPL 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COMERICA INC COM 20034010 10973 178719 SH SHARED 11 60028 118691 D COMERICA INC COM 20034010 3353 54619 SH SHR/OTHR 11 54619 D COMMERCE BANCORP INC NJ COM 20051910 4981 112695 SH SHARED 112695 D COMMERCE BANCORP INC NJ COM 20051910 2220 50228 SH SHARED 01 42606 7622 D COMMERCE BANCORP INC NJ COM 20051910 107 2434 SH SHR/OTHR 01 2000 434 D COMMERCE BANCORP INC NJ COM 20051910 2753 62300 SH SHARED 02 57010 5290 D COMMERCE BANCORP INC NJ COM 20051910 136 3090 SH SHARED 11 3090 D COMMERCE BANCSHARES INC COM 20052510 66 1499 SH SHARED 1499 D COMMERCE BANCSHARES INC COM 20052510 1337 30244 SH SHARED 01 30244 D COMMERCE BANCSHARES INC COM 20052510 39 900 SH SHR/OTHR 01 900 D COMMERCE BANCSHARES INC COM 20052510 320 7234 SH SHARED 02 7234 D COMMERCE BANCSHARES INC COM 20052510 538 12180 SH SHARED 11 12180 D COMMERCE GROUP INC MASS COM 20064110 80 2036 SH SHARED 2036 D COMMERCE GROUP INC MASS COM 20064110 524 13250 SH SHARED 01 13250 D COMMERCE GROUP INC MASS COM 20064110 883 22350 SH SHARED 02 22350 D COMMERCE GROUP INC MASS COM 20064110 4912 124210 SH SHARED 11 124210 D COMMERCE ONE INC DEL COM 20069310 35 92780 SH SHARED 88499 4281 D COMMERCE ONE INC DEL COM 20069310 110 291494 SH SHARED 02 258600 32894 D COMMERCIAL FEDERAL CORPORATI COM 20164710 908 31324 SH SHARED 31324 D COMMERCIAL FEDERAL CORPORATI COM 20164710 5645 194682 SH SHARED 01 194682 D COMMERCIAL FEDERAL CORPORATI COM 20164710 23 824 SH SHR/OTHR 01 824 D COMMERCIAL FEDERAL CORPORATI COM 20164710 1560 53814 SH SHARED 02 53814 D COMMERCIAL METALS CO COM 20172310 1271 27095 SH SHARED 27095 D COMMERCIAL METALS CO COM 20172310 1841 39233 SH SHARED 01 39233 D COMMERCIAL METALS CO COM 20172310 706 15045 SH SHARED 02 15045 D COMMERCIAL NET LEASE RLTY IN COM 20221810 12 796 SH SHARED 796 D COMMERCIAL NET LEASE RLTY IN COM 20221810 803 50200 SH SHARED 01 50200 D COMMERCIAL NET LEASE RLTY IN COM 20221810 550 34400 SH SHARED 02 34400 D COMMONWEALTH BANCORP INC COM 20268X10 5 194 SH SHARED 194 D COMMONWEALTH BANCORP INC COM 20268X10 50 1700 SH SHARED 01 1700 D COMMONWEALTH BANCORP INC COM 20268X10 198 6700 SH SHARED 02 6700 D COMMONWEALTH INDS INC DEL COM 20300410 36 5050 SH SHARED 02 5050 D COMMONWEALTH TEL ENTERPRISES COM 20334910 12 304 SH SHARED 304 D COMMONWEALTH TEL ENTERPRISES COM 20334910 5402 134265 SH SHARED 01 134265 D COMMONWEALTH TEL ENTERPRISES COM 20334910 382 9500 SH SHARED 02 9500 D COMMSCOPE INC COM 20337210 544 43584 SH SHARED 43584 D COMMSCOPE INC COM 20337210 2388 191083 SH SHARED 01 191083 D COMMSCOPE INC COM 20337210 1044 83590 SH SHARED 02 80804 2786 D COMMSCOPE INC COM 20337210 32 2600 SH SHARED 07 2600 D COMMSCOPE INC COM 20337210 399 31999 SH SHARED 11 31999 D COMMUNITY BK SYS INC COM 20360710 893 27694 SH SHARED 27694 D COMMUNITY BK SYS INC COM 20360710 125 3900 SH SHARED 01 3900 D COMMUNITY BK SYS INC COM 20360710 319 9900 SH SHARED 02 9900 D COMMUNITY BKS INC MILLERSBUR COM 20362810 6 236 SH SHARED 236 D COMMUNITY BKS INC MILLERSBUR COM 20362810 51 1760 SH SHARED 01 1760 D COMMUNITY BKS INC MILLERSBUR COM 20362810 198 6730 SH SHARED 02 6730 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1959 73131 SH SHARED 73131 D COMMUNITY HEALTH SYS INC NEW COM 20366810 372 13900 SH SHARED 01 13900 D COMMUNITY HEALTH SYS INC NEW COM 20366810 375 14005 SH SHARED 02 14005 D COMMUNITY HEALTH SYS INC NEW COM 20366810 6998 261143 SH SHR/OTHR 11 261143 D COMMUNITY FIRST BANKSHARES I COM 20390210 114 4403 SH SHARED 4403 D COMMUNITY FIRST BANKSHARES I COM 20390210 2381 91291 SH SHARED 01 91291 D COMMUNITY FIRST BANKSHARES I COM 20390210 1229 47133 SH SHARED 02 47133 D COMMUNITY TR BANCORP INC COM 20414910 6 234 SH SHARED 234 D COMMUNITY TR BANCORP INC COM 20414910 134 4800 SH SHARED 01 4800 D COMMUNITY TR BANCORP INC COM 20414910 275 9800 SH SHARED 02 9800 D COMMUNITY TR BANCORP INC COM 20414910 10 360 SH SHARED 11 360 D COMPANHIA BRASILEIRA DE DIST ADR 20440T20 1371 77100 SH SHARED 77100 D COMPANHIA BRASILEIRA DE DIST ADR 20440T20 3927 220771 SH SHARED 06 220771 D COMPANHIA 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21935010 8040 2265032 SH SHARED 2265032 D CORNING INC COM 21935010 18179 5121089 SH SHARED 01 4007889 1113200 D CORNING INC COM 21935010 3701 1042681 SH SHR/OTHR 01 40802 1001879 D CORNING INC COM 21935010 2895 815772 SH SHARED 02 805577 10195 D CORNING INC COM 21935010 690 194500 SH SHARED 03 194500 D CORNING INC COM 21935010 78 22080 SH SHARED 06 22080 D CORNING INC COM 21935010 44 12600 SH SHARED 07 12600 D CORNING INC COM 21935010 24 6847 SH SHARED 09 6847 D CORNING INC COM 21935010 3345 942480 SH SHARED 11 324707 617773 D CORNING INC COM 21935010 808 227798 SH SHR/OTHR 11 227798 D CORPORATE EXECUTIVE BRD CO COM 21988R10 32 946 SH SHARED 946 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1881 54925 SH SHARED 01 54000 925 D CORPORATE EXECUTIVE BRD CO COM 21988R10 50 1465 SH SHR/OTHR 01 1465 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1423 41559 SH SHARED 02 40259 1300 D CORPORATE HIGH YIELD FD INC COM 21991410 83 11536 SH SHARED 11 11536 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 2 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22087310 100 2197 SH SHARED 2197 D CORUS BANKSHARES INC COM 22087310 376 8200 SH SHARED 01 8200 D CORUS BANKSHARES INC COM 22087310 358 7800 SH SHARED 02 7800 D CORUS BANKSHARES INC COM 22087310 8 180 SH SHARED 11 180 D CORVAS INTL INC COM 22100510 1 710 SH SHARED 710 D CORVAS INTL INC COM 22100510 72 33500 SH SHARED 02 24600 8900 D CORVAS INTL INC COM 22100510 161 75000 SH SHARED 04 75000 D CORVEL CORP COM 22100610 5 160 SH SHARED 160 D CORVEL CORP COM 22100610 174 5200 SH SHARED 01 5200 D CORVEL CORP COM 22100610 199 5962 SH SHARED 02 5962 D CORVEL CORP COM 22100610 65 1950 SH SHARED 11 1950 D CORVIS CORP COM 22100910 43 66765 SH SHARED 66765 D CORVIS CORP COM 22100910 0 800 SH SHARED 01 800 D CORVIS CORP COM 22100910 272 419886 SH SHARED 02 409886 10000 D CORVIS CORP COM 22100910 3 6000 SH SHARED 11 6000 D CORVIS CORP COM 22100910 15 24000 SH SHR/OTHR 11 24000 D COSINE COMMUNICATIONS INC COM 22122210 21 49206 SH SHARED 49206 D COSINE COMMUNICATIONS INC COM 22122210 45 105000 SH SHARED 02 80000 25000 D COST PLUS INC CALIF COM 22148510 19 626 SH SHARED 626 D COST PLUS INC CALIF COM 22148510 761 25001 SH SHARED 01 25001 D COST PLUS INC CALIF COM 22148510 819 26895 SH SHARED 02 26895 D COSTCO WHSL CORP NEW COM 22160K10 58399 1512150 SH SHARED 1512150 D COSTCO WHSL CORP NEW COM 22160K10 97587 2526865 SH SHARED 01 2175045 351820 D COSTCO WHSL CORP NEW COM 22160K10 4028 104305 SH SHR/OTHR 01 56091 48214 D COSTCO WHSL CORP NEW COM 22160K10 13228 342530 SH SHARED 02 306022 36508 D COSTCO WHSL CORP NEW COM 22160K10 6527 169020 SH SHARED 03 20820 148200 D COSTCO WHSL CORP NEW COM 22160K10 1544 40000 SH SHARED 04 40000 D COSTCO WHSL CORP NEW COM 22160K10 3063 79318 SH SHARED 06 79318 D COSTCO WHSL CORP NEW COM 22160K10 532 13800 SH SHARED 07 13800 D COSTCO WHSL CORP NEW COM 22160K10 5309 137488 SH SHARED 09 137488 D COSTCO WHSL CORP NEW COM 22160K10 28073 726920 SH SHARED 11 655620 71300 D COSTCO WHSL CORP NEW COM 22160K10 7785 201604 SH SHR/OTHR 11 201604 D COSTAR GROUP INC COM 22160N10 6 338 SH SHARED 338 D COSTAR GROUP INC COM 22160N10 88 4300 SH SHARED 01 4300 D COSTAR GROUP INC COM 22160N10 231 11300 SH SHARED 02 11300 D COSTAR GROUP INC COM 22160N10 2137 104100 SH SHARED 06 104100 D COSTAR GROUP INC COM 22160N10 24777 1206900 SH SHARED 11 890688 9512 306700 D COSTAR GROUP INC COM 22160N10 1511 73600 SH SHR/OTHR 11 73600 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 23020 26100000 PRN SHARED 02 26100000 D COTT CORP QUE COM 22163N10 3 199 SH SHARED 02 199 D COTTON STS LIFE INS CO COM 22177410 457 45525 SH SHARED 01 45525 D COUNTRYWIDE CR INDS INC DEL NOTE 2/0 222372AE 13608 18000000 PRN SHARED 18000000 D COUNTRYWIDE CR INDS INC DEL NOTE 2/0 222372AE 175 232000 PRN SHARED 02 232000 D COUNTRYWIDE CR INDS INC DEL COM 22237210 17024 352829 SH SHARED 352829 D COUNTRYWIDE CR INDS INC DEL COM 22237210 28752 595898 SH SHARED 01 595898 D COUNTRYWIDE CR INDS INC DEL COM 22237210 3789 78539 SH SHARED 02 77039 1500 D COUNTRYWIDE CR INDS INC DEL COM 22237210 69 1448 SH SHARED 06 1448 D COUNTRYWIDE CR INDS INC DEL COM 22237210 65 1350 SH SHARED 07 1350 D COUNTRYWIDE CR INDS INC DEL COM 22237210 989 20500 SH SHARED 11 19200 1300 D COUNTRYWIDE CR INDS INC DEL COM 22237210 15471 320643 SH SHR/OTHR 11 320643 D COURIER CORP COM 22266010 11 300 SH SHARED 01 300 D COURIER CORP COM 22266010 123 3100 SH SHARED 02 3100 D COURIER CORP COM 22266010 1511 37836 SH SHARED 11 37836 D COUSINS PPTYS INC COM 22279510 551 22263 SH SHARED 22263 D COUSINS PPTYS INC COM 22279510 991 40050 SH SHARED 01 40050 D COUSINS PPTYS INC COM 22279510 68 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 2040 82398 SH SHARED 02 76398 6000 D COVANSYS CORP COM 22281W10 2 452 SH SHARED 452 D COVANSYS CORP COM 22281W10 98 17483 SH SHARED 01 17483 D COVANSYS CORP COM 22281W10 93 16600 SH SHARED 02 16600 D COVANCE INC COM 22281610 373 19922 SH SHARED 19922 D COVANCE INC COM 22281610 1280 68288 SH SHARED 01 68288 D COVANCE INC COM 22281610 19 1050 SH SHR/OTHR 01 250 800 D COVANCE INC COM 22281610 1861 99289 SH SHARED 02 99289 D COVANCE INC COM 22281610 4863 259405 SH SHARED 11 244400 15005 D COVENANT TRANS INC CL A 22284P10 396 18644 SH SHARED 18644 D COVENANT TRANS INC CL A 22284P10 57 2700 SH SHARED 01 2700 D COVENANT TRANS INC CL A 22284P10 146 6900 SH SHARED 02 6900 D COVENTRY HEALTH CARE INC COM 22286210 2561 90124 SH SHARED 90124 D COVENTRY HEALTH CARE INC COM 22286210 1771 62350 SH SHARED 01 62350 D COVENTRY HEALTH CARE INC COM 22286210 2402 84519 SH SHARED 02 84519 D COVENTRY HEALTH CARE INC COM 22286210 5593 196810 SH SHARED 11 196810 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 42904106728000 PRN SHARED 106728000 D COX COMMUNICATIONS INC NEW NOTE 0.348% 2/2 224044BC 14888 21640000 PRN SHARED 21640000 D COX COMMUNICATIONS INC NEW CL A 22404410 4160 150999 SH SHARED 150999 D COX COMMUNICATIONS INC NEW CL A 22404410 7577 275051 SH SHARED 01 272051 3000 D COX COMMUNICATIONS INC NEW CL A 22404410 2 100 SH SHR/OTHR 01 100 D COX COMMUNICATIONS INC NEW CL A 22404410 2284 82915 SH SHARED 02 63015 19900 D COX COMMUNICATIONS INC NEW CL A 22404410 1239 45000 SH SHARED 04 45000 D COX COMMUNICATIONS INC NEW CL A 22404410 146 5330 SH SHARED 06 5330 D COX COMMUNICATIONS INC NEW CL A 22404410 73 2650 SH SHARED 07 2650 D COX COMMUNICATIONS INC NEW CL A 22404410 505 18351 SH SHARED 11 7519 10832 D COX COMMUNICATIONS INC NEW CL A 22404410 2858 103764 SH SHR/OTHR 11 103764 D COX COMMUNICATIONS INC NEW PRIZES PCS2029 22404450 21397 730300 SH SHARED 730300 D COX RADIO INC CL A 22405110 351 14569 SH SHARED 14569 D COX RADIO INC CL A 22405110 207 8600 SH SHARED 01 8600 D COX RADIO INC CL A 22405110 301 12510 SH SHARED 02 9410 3100 D COX RADIO INC CL A 22405110 91 3800 SH SHR/OTHR 11 3800 D CP SHIPS LTD COM 22409V10 0 46 SH SHARED 46 D CP SHIPS LTD COM 22409V10 5 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 21 2100 SH SHARED 02 2100 D CP SHIPS LTD COM 22409V10 77 7612 SH SHARED 11 325 7287 D CP SHIPS LTD COM 22409V10 59 5800 SH SHR/OTHR 11 5800 D CRAFTMADE INTL INC COM 22413E10 2846 187300 SH SHARED 06 187300 D CRAFTMADE INTL INC COM 22413E10 6456 424800 SH SHARED 11 424800 D CRAFTMADE INTL INC COM 22413E10 2071 136300 SH SHR/OTHR 11 136300 D CRANE CO COM 22439910 4404 173556 SH SHARED 173556 D CRANE CO COM 22439910 5688 224151 SH SHARED 01 224151 D CRANE CO COM 22439910 378 14932 SH SHR/OTHR 01 14932 D CRANE CO COM 22439910 1070 42166 SH SHARED 02 40816 1350 D CRANE CO COM 22439910 477 18832 SH SHARED 11 18832 D CRANE CO COM 22439910 31 1229 SH SHR/OTHR 11 1229 D CRAWFORD & CO CL B 22463310 7 946 SH SHARED 946 D CRAWFORD & CO CL B 22463310 181 22425 SH SHARED 01 22425 D CRAWFORD & CO CL B 22463310 281 34700 SH SHARED 02 34700 D CREATIVE COMPUTER APPLICATIO COM NEW 22490130 0 20 SH SHARED 02 20 D CREDIT SUISSE ASSET MGMT INC COM 22491610 120 25000 SH SHR/OTHR 01 25000 D CRAY INC COM 22522310 267 59900 SH SHARED 01 58400 1500 D CRAY INC COM 22522310 154 34500 SH SHARED 02 34500 D CREDENCE SYS CORP COM 22530210 791 44558 SH SHARED 44558 D CREDENCE SYS CORP COM 22530210 6334 356480 SH SHARED 01 356480 D CREDENCE SYS CORP COM 22530210 2907 163628 SH SHARED 02 153428 10200 D CREDENCE SYS CORP COM 22530210 64 3610 SH SHARED 11 3610 D CREDIT ACCEP CORP MICH COM 22531010 5 432 SH SHARED 432 D CREDIT ACCEP CORP MICH COM 22531010 160 12800 SH SHARED 01 12800 D CREDIT ACCEP CORP MICH COM 22531010 196 15600 SH SHARED 02 11600 4000 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 2030 64457 SH SHARED 64457 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 623 19800 SH SHARED 02 19800 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 426 13530 SH SHARED 11 8130 5400 D CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F10 26 6000 SH SHARED 02 2000 4000 D CREE INC COM 22544710 2614 197638 SH SHARED 197638 D CREE INC COM 22544710 1095 82839 SH SHARED 01 58000 24839 D CREE INC COM 22544710 51 3923 SH SHR/OTHR 01 3923 D CREE INC COM 22544710 1514 114443 SH SHARED 02 114443 D CREE INC COM 22544710 20228 1529000 SH SHARED 11 1250900 27800 250300 D CREO INC COM 22560610 35 3564 SH SHARED 3564 D CRESCENT BKG CO COM 22564610 68 5000 SH SHARED 02 5000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 107 5756 SH SHARED 5756 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2515 134524 SH SHARED 01 134524 D CRESCENT REAL ESTATE EQUITIE COM 22575610 91 4900 SH SHARED 02 4900 D CRESCENT REAL ESTATE EQUITIE COM 22575610 87 4698 SH SHARED 06 4698 D CRESCENT REAL ESTATE EQUITIE COM 22575610 35 1900 SH SHARED 07 1900 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 12471 640200 SH SHARED 640200 D CRIIMI MAE INC COM NEW 22660350 59 8000 SH SHARED 02 8000 D CRITICAL PATH INC COM 22674V10 30 30200 SH SHARED 02 200 30000 D CROMPTON CORP COM 22711610 2890 226706 SH SHARED 226706 D CROMPTON CORP COM 22711610 1224 96005 SH SHARED 01 96005 D CROMPTON CORP COM 22711610 123 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 2005 157273 SH SHARED 02 157273 D CROMPTON CORP COM 22711610 12 1016 SH SHARED 11 1016 D CROSS A T CO CL A 22747810 38 5165 SH SHARED 02 5165 D CROSS A T CO CL A 22747810 1425 190000 SH SHARED 06 190000 D CROSS A T CO CL A 22747810 3185 424700 SH SHARED 11 423700 1000 D CROSS A T CO CL A 22747810 1675 223400 SH SHR/OTHR 11 223400 D CROSS CTRY INC COM 22748P10 82 2192 SH SHARED 2192 D CROSS CTRY INC COM 22748P10 343 9100 SH SHARED 01 9100 D CROSS CTRY INC COM 22748P10 1625 43000 SH SHARED 02 43000 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 29 3100 SH SHARED 01 3100 D CROSS MEDIA MARKETING CORP COM NEW 22754R20 66 7101 SH SHARED 02 7101 D CROSSROADS SYS INC COM 22765D10 0 504 SH SHARED 504 D CROSSROADS SYS INC COM 22765D10 37 36750 SH SHARED 02 19650 17100 D CROWN AMERN RLTY TR SH BEN INT 22818610 139 14830 SH SHARED 14830 D CROWN AMERN RLTY TR SH BEN INT 22818610 85 9100 SH SHARED 01 9100 D CROWN AMERN RLTY TR SH BEN INT 22818610 181 19326 SH SHARED 02 18526 800 D CROWN AMERN RLTY TR SH BEN INT 22818610 1857 197600 SH SHARED 11 197600 D CROWN CASTLE INTL CORP COM 22822710 60 15300 SH SHARED 15300 D CROWN CASTLE INTL CORP COM 22822710 379 96650 SH SHARED 01 96650 D CROWN CASTLE INTL CORP COM 22822710 838 213412 SH SHARED 02 201712 11700 D CROWN CORK & SEAL INC COM 22825510 2984 435634 SH SHARED 435634 D CROWN CORK & SEAL INC COM 22825510 589 86092 SH SHARED 01 86092 D CROWN CORK & SEAL INC COM 22825510 4818 703441 SH SHARED 02 481675 221766 D CROWN CORK & SEAL INC COM 22825510 0 100 SH SHARED 11 100 D CROWN MEDIA HLDGS INC CL A 22841110 19 2421 SH SHARED 2421 D CROWN MEDIA HLDGS INC CL A 22841110 112 14300 SH SHARED 01 14300 D CROWN MEDIA HLDGS INC CL A 22841110 421 53475 SH SHARED 02 39475 14000 D CRYOLIFE INC COM 22890310 186 11599 SH SHARED 11599 D CRYOLIFE INC COM 22890310 85 5350 SH SHARED 01 5350 D CRYOLIFE INC COM 22890310 344 21451 SH SHARED 02 20951 500 D CRYOLIFE INC COM 22890310 23915 1489120 SH SHARED 11 963236 23234 502650 D CUBIC CORP COM 22966910 449 18953 SH SHARED 18953 D CUBIC CORP COM 22966910 355 15000 SH SHARED 01 15000 D CUBIC CORP COM 22966910 440 18600 SH SHARED 02 13600 5000 D CUBIST PHARMACEUTICALS INC COM 22967810 224 23862 SH SHARED 23862 D CUBIST PHARMACEUTICALS INC COM 22967810 241 25657 SH SHARED 01 25657 D CUBIST PHARMACEUTICALS INC COM 22967810 234 24962 SH SHARED 02 24962 D CUBIST PHARMACEUTICALS INC COM 22967810 11155 1185500 SH SHARED 04 1185500 D CUBIST PHARMACEUTICALS INC COM 22967810 94 10000 SH SHARED 07 10000 D CULLEN FROST BANKERS INC COM 22989910 56938 1583838 SH SHARED 1583838 D CULLEN FROST BANKERS INC COM 22989910 1622 45128 SH SHARED 01 45128 D CULLEN FROST BANKERS INC COM 22989910 30 850 SH SHR/OTHR 01 850 D CULLEN FROST BANKERS INC COM 22989910 1078 30003 SH SHARED 02 30003 D CULLEN FROST BANKERS INC COM 22989910 7142 198680 SH SHARED 11 189880 8800 D CULP INC COM 23021510 37 2300 SH SHARED 01 2300 D CULP INC COM 23021510 82 5100 SH SHARED 02 5100 D CUMMINS INC COM 23102110 4227 127722 SH SHARED 127722 D CUMMINS INC COM 23102110 4843 146331 SH SHARED 01 146331 D CUMMINS INC COM 23102110 1415 42753 SH SHARED 02 42053 700 D CUMMINS INC COM 23102110 2729 82468 SH SHARED 11 16200 66268 D CUMMINS INC COM 23102110 63 1926 SH SHR/OTHR 11 1926 D CUMULUS MEDIA INC CL A 23108210 684 49664 SH SHARED 49664 D CUMULUS MEDIA INC CL A 23108210 1527 110850 SH SHARED 01 110850 D CUMULUS MEDIA INC CL A 23108210 788 57200 SH SHARED 02 56250 950 D CUMULUS MEDIA INC CL A 23108210 244 17770 SH SHR/OTHR 11 17770 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3072 4600000 PRN SHARED 02 4600000 D CURAGEN CORP COM 23126R10 19 3400 SH SHARED 3400 D CURAGEN CORP COM 23126R10 158 28100 SH SHARED 01 28100 D CURAGEN CORP COM 23126R10 356 63366 SH SHARED 02 60366 3000 D CURAGEN CORP COM 23126R10 84 15000 SH SHARED 07 15000 D CURATIVE HEALTH SVCS INC COM 23126410 210 12522 SH SHARED 12522 D CURATIVE HEALTH SVCS INC COM 23126410 53 3200 SH SHARED 01 3200 D CURATIVE HEALTH SVCS INC COM 23126410 204 12211 SH SHARED 02 12211 D CURIS INC COM 23126910 1 836 SH SHARED 836 D CURIS INC COM 23126910 0 50 SH SHARED 01 50 D CURIS INC COM 23126910 52 43000 SH SHARED 02 29200 13800 D CURTISS WRIGHT CORP COM 23156110 15 196 SH SHARED 196 D CURTISS WRIGHT CORP COM 23156110 3216 40200 SH SHARED 01 40200 D CURTISS WRIGHT CORP COM 23156110 1164 14559 SH SHARED 02 12059 2500 D CURTISS WRIGHT CORP COM 23156110 9952 124400 SH SHARED 11 124400 D CURTISS WRIGHT CORP CL B 23156140 16 219 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 CYBERCARE INC COM 23243T10 0 500 SH SHARED 02 500 D CYBERONICS INC COM 23251P10 414 31569 SH SHARED 31569 D CYBERONICS INC COM 23251P10 305 23301 SH SHARED 01 23301 D CYBERONICS INC COM 23251P10 245 18700 SH SHARED 02 18700 D CYBERONICS INC COM 23251P10 2133 162600 SH SHARED 04 162600 D CYBEROPTICS CORP COM 23251710 2 300 SH SHARED 01 300 D CYBEROPTICS CORP COM 23251710 26 2787 SH SHR/OTHR 01 2787 D CYBEX INTL INC COM 23252E10 48 30900 SH SHARED 01 30900 D CYGNUS INC COM 23256010 1 790 SH SHARED 790 D CYGNUS INC COM 23256010 11 5500 SH SHARED 01 5500 D CYGNUS INC COM 23256010 1 500 SH SHR/OTHR 01 500 D CYGNUS INC COM 23256010 132 61698 SH SHARED 02 51398 10300 D CYLINK CORP COM 23256510 0 200 SH SHARED 02 200 D CYMER INC COM 23257210 2164 61759 SH SHARED 61759 D CYMER INC COM 23257210 3353 95700 SH SHARED 01 95700 D CYMER INC COM 23257210 1873 53478 SH SHARED 02 53478 D CYMER INC COM 23257210 876 25000 SH SHARED 07 25000 D CYMER INC COM 23257210 9306 265600 SH SHARED 11 157700 4300 103600 D CYPRESS SEMICONDUCTOR CORP NOTE 4.000% 2/0 232806AE 2610 3000000 PRN SHARED 01 3000000 D CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 7/0 232806AF 40 50000 PRN SHARED 02 50000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 5864 386305 SH SHARED 386305 D CYPRESS SEMICONDUCTOR CORP COM 23280610 3669 241727 SH SHARED 01 241727 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1230 81063 SH SHARED 02 80963 100 D CYPRESS SEMICONDUCTOR CORP COM 23280610 40 2635 SH SHARED 06 2635 D CYPRESS SEMICONDUCTOR CORP COM 23280610 16 1100 SH SHARED 11 100 1000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 129 8500 SH SHR/OTHR 11 8500 D CYTEC INDS INC COM 23282010 860 27371 SH SHARED 27371 D CYTEC INDS INC COM 23282010 3708 117965 SH SHARED 01 117965 D CYTEC INDS INC COM 23282010 2398 76303 SH SHARED 02 76303 D CYTOGEN CORP COM 23282410 2 2038 SH SHARED 2038 D CYTOGEN CORP COM 23282410 97 90900 SH SHARED 02 71300 19600 D D & E COMMUNICATIONS INC COM 23286010 2 208 SH SHARED 208 D D & E COMMUNICATIONS INC COM 23286010 127 12093 SH SHARED 01 12093 D D & E COMMUNICATIONS INC COM 23286010 2 284 SH SHARED 02 284 D D & K HEALTHCARE RES INC COM 23286110 179 5093 SH SHARED 5093 D D & K HEALTHCARE RES INC COM 23286110 507 14400 SH SHARED 01 14400 D D & K HEALTHCARE RES INC COM 23286110 380 10800 SH SHARED 02 10800 D D & K HEALTHCARE RES INC COM 23286110 28 800 SH SHARED 11 800 D CYTYC CORP COM 23294610 1782 233885 SH SHARED 233885 D CYTYC CORP COM 23294610 1597 209642 SH SHARED 01 208267 1375 D CYTYC CORP COM 23294610 15 2000 SH SHR/OTHR 01 2000 D CYTYC CORP COM 23294610 686 90145 SH SHARED 02 90145 D CYTYC CORP COM 23294610 685 90000 SH SHARED 04 90000 D CYTYC CORP COM 23294610 1633 214400 SH SHARED 11 214400 D DCH TECHNOLOGY INC COM 23309210 0 7000 SH SHARED 02 7000 D DDI CORP COM 23316210 12 14406 SH SHARED 14406 D DDI CORP COM 23316210 25 28176 SH SHARED 01 28176 D DDI CORP COM 23316210 933 1037600 SH SHARED 02 1037600 D DDI CORP COM 23316210 515 573200 SH SHARED 11 573200 D DHB INDS INC COM 23321E10 45 11300 SH SHARED 02 11300 D DHB INDS INC COM 23321E10 2033 502100 SH SHARED 06 502100 D DHB INDS INC COM 23321E10 4364 1077600 SH SHARED 11 1077600 D DHB INDS INC COM 23321E10 1466 362100 SH SHR/OTHR 11 362100 D DMC STRATEX NETWORKS INC COM 23322L10 32 16415 SH SHARED 16415 D DMC STRATEX NETWORKS INC COM 23322L10 100 49900 SH SHARED 01 49900 D DMC STRATEX NETWORKS INC COM 23322L10 237 118303 SH SHARED 02 115353 2950 D DGSE COMPANIES INC COM 23323G10 5 3700 SH SHARED 02 3700 D DJ ORTHOPEDICS INC COM 23325G10 50 6200 SH SHARED 02 6200 D DNP SELECT INCOME FD COM 23325P10 25 2505 SH SHARED 2505 D DNP SELECT INCOME FD COM 23325P10 299 29464 SH SHARED 02 29464 D DNP SELECT INCOME FD COM 23325P10 99 9813 SH SHARED 11 7813 2000 D DNP SELECT INCOME FD COM 23325P10 10 1000 SH SHR/OTHR 11 1000 D DQE INC COM 23329J10 3616 258296 SH SHARED 258296 D DQE INC COM 23329J10 890 63619 SH SHARED 01 63619 D DQE INC COM 23329J10 10 750 SH SHR/OTHR 01 750 D DQE INC COM 23329J10 1790 127902 SH SHARED 02 127210 692 D DQE INC COM 23329J10 2800 200000 SH SHARED 05 200000 D DQE INC COM 23329J10 2 187 SH SHARED 11 187 D DPL INC COM 23329310 2580 97548 SH SHARED 97548 D DPL INC COM 23329310 2389 90322 SH SHARED 01 90322 D DPL INC COM 23329310 65 2475 SH SHR/OTHR 01 2475 D DPL INC COM 23329310 2026 76616 SH SHARED 02 74366 2250 D DPL INC COM 23329310 3703 140000 SH SHARED 04 140000 D DPL INC COM 23329310 26 1012 SH SHARED 11 1012 D DPL INC COM 23329310 33 1254 SH SHR/OTHR 11 1254 D DRS TECHNOLOGIES INC COM 23330X10 54 1272 SH SHARED 1272 D DRS TECHNOLOGIES INC COM 23330X10 1363 31900 SH SHARED 01 31900 D DRS TECHNOLOGIES INC COM 23330X10 1200 28088 SH SHARED 02 28088 D D R HORTON INC NOTE 5/1 23331AAH 7260 10000000 PRN SHARED 10000000 D D R HORTON INC NOTE 5/1 23331AAH 10890 15000000 PRN SHARED 02 15000000 D D R HORTON INC COM 23331A10 7638 293441 SH SHARED 293441 D D R HORTON INC COM 23331A10 2390 91846 SH SHARED 01 91846 D D R HORTON INC COM 23331A10 4439 170571 SH SHARED 02 170571 D D R HORTON INC COM 23331A10 98 3774 SH SHARED 11 3774 D DSP GROUP INC COM 23332B10 101 5200 SH SHARED 5200 D DSP GROUP INC COM 23332B10 124 6342 SH SHARED 6342 D DSP GROUP INC COM 23332B10 3260 166350 SH SHARED 01 166350 D DSP GROUP INC COM 23332B10 662 33826 SH SHARED 02 32231 1595 D DSP GROUP INC COM 23332B10 1765 90100 SH SHARED 06 90100 D DSP GROUP INC COM 23332B10 25043 1277740 SH SHARED 11 1277740 D DSP GROUP INC COM 23332B10 6087 310600 SH SHR/OTHR 11 310600 D DST SYS INC DEL COM 23332610 1727 37783 SH SHARED 37783 D DST SYS INC DEL COM 23332610 5194 113640 SH SHARED 01 113640 D DST SYS INC DEL COM 23332610 4326 94652 SH SHARED 02 94652 D DST SYS INC DEL COM 23332610 29 650 SH SHARED 07 650 D DST SYS INC DEL COM 23332610 13671 299100 SH SHARED 11 299100 D DST SYS INC DEL COM 23332610 459 10060 SH SHR/OTHR 11 10060 D DTE ENERGY CO COM 23333110 20211 452776 SH SHARED 452776 D DTE ENERGY CO COM 23333110 32793 734617 SH SHARED 01 734617 D DTE ENERGY CO COM 23333110 4262 95497 SH SHARED 02 93997 1500 D DTE ENERGY CO COM 23333110 1116 25000 SH SHARED 05 25000 D DTE ENERGY CO COM 23333110 81 1827 SH SHARED 06 1827 D DTE ENERGY CO COM 23333110 62 1400 SH SHARED 07 1400 D DTE ENERGY CO COM 23333110 64 1435 SH SHARED 09 1435 D DTE ENERGY CO COM 23333110 33553 751644 SH SHARED 11 129273 611400 10971 D DTE ENERGY CO COM 23333110 642 14396 SH SHR/OTHR 11 14396 D DVI INC COM 23334310 6 362 SH SHARED 362 D DVI INC COM 23334310 837 43400 SH SHARED 01 43400 D DVI INC COM 23334310 208 10800 SH SHARED 02 10800 D DVI INC COM 23334310 12 630 SH SHARED 11 630 D DAISYTEK INTL CORP COM 23405310 7 442 SH SHARED 442 D DAISYTEK INTL CORP COM 23405310 147 8700 SH SHARED 01 8700 D DAISYTEK INTL CORP COM 23405310 360 21281 SH SHARED 02 21281 D DAKTRONICS INC COM 23426410 10 1070 SH SHARED 1070 D DAKTRONICS INC COM 23426410 122 12400 SH SHARED 01 12400 D DAKTRONICS INC COM 23426410 119 12100 SH SHARED 02 12100 D DANA CORP COM 23581110 7983 430860 SH SHARED 430860 D DANA CORP COM 23581110 10966 591813 SH SHARED 01 591813 D DANA CORP COM 23581110 2481 133932 SH SHARED 02 128982 4950 D DANA CORP COM 23581110 49 2645 SH SHARED 06 2645 D DANA CORP COM 23581110 24 1300 SH SHARED 07 1300 D DANA CORP COM 23581110 22 1217 SH SHARED 09 1217 D DANA CORP COM 23581110 29856 1611232 SH SHARED 11 1488949 122283 D DANA CORP COM 23581110 395 21359 SH SHR/OTHR 11 21359 D DANAHER CORP DEL COM 23585110 21803 328619 SH SHARED 328619 D DANAHER CORP DEL COM 23585110 37369 563213 SH SHARED 01 563213 D DANAHER CORP DEL COM 23585110 79 1200 SH SHR/OTHR 01 1200 D DANAHER CORP DEL COM 23585110 8777 132290 SH SHARED 02 128715 3575 D DANAHER CORP DEL COM 23585110 1676 25273 SH SHARED 06 25273 D DANAHER CORP DEL COM 23585110 63 950 SH SHARED 07 950 D DANAHER CORP DEL COM 23585110 77 1174 SH SHARED 09 1174 D DANAHER CORP DEL COM 23585110 3811 57450 SH SHARED 11 55400 2050 D DANAHER CORP DEL COM 23585110 539 8132 SH SHR/OTHR 11 8132 D DARDEN RESTAURANTS INC COM 23719410 11280 456709 SH SHARED 456709 D DARDEN RESTAURANTS INC COM 23719410 19284 780757 SH SHARED 01 771907 8850 D DARDEN RESTAURANTS INC COM 23719410 485 19643 SH SHR/OTHR 01 8400 11243 D DARDEN RESTAURANTS INC COM 23719410 7728 312911 SH SHARED 02 312911 D DARDEN RESTAURANTS INC COM 23719410 532 21560 SH SHARED 07 21560 D DARDEN RESTAURANTS INC COM 23719410 6680 270470 SH SHARED 11 268200 2270 D DARDEN RESTAURANTS INC COM 23719410 149 6041 SH SHR/OTHR 11 6041 D DATASCOPE CORP COM 23811310 37 1340 SH SHARED 1340 D DATASCOPE CORP COM 23811310 382 13856 SH SHARED 01 13856 D DATASCOPE CORP COM 23811310 451 16320 SH SHARED 02 15107 1213 D DATASCOPE CORP COM 23811310 49 1800 SH SHARED 11 1800 D DATASTREAM SYS INC COM 23812410 2 418 SH SHARED 418 D DATASTREAM SYS INC COM 23812410 192 27074 SH SHARED 01 27074 D DATASTREAM SYS INC COM 23812410 96 13600 SH SHARED 02 13600 D DAUGHERTY RES INC COM 23821510 0 53 SH SHARED 11 53 D DAVE & BUSTERS INC COM 23833N10 46 3800 SH SHARED 01 3800 D DAVE & BUSTERS INC COM 23833N10 112 9300 SH SHARED 02 9300 D DAVITA INC COM 23918K10 726 30515 SH SHARED 30515 D DAVITA INC COM 23918K10 3574 150177 SH SHARED 01 150177 D DAVITA INC COM 23918K10 665 27955 SH SHARED 02 27955 D DAVITA INC COM 23918K10 17897 752000 SH SHARED 11 632500 119500 D DEAN FOODS CO NEW COM 24237010 6322 169492 SH SHARED 169492 D DEAN FOODS CO NEW COM 24237010 2876 77128 SH SHARED 01 77128 D DEAN FOODS CO NEW COM 24237010 4461 119623 SH SHARED 02 119623 D DEAN FOODS CO NEW COM 24237010 2611 70000 SH SHARED 04 70000 D DEAN FOODS CO NEW COM 24237010 11520 308870 SH SHARED 11 287500 21370 D DEAN FOODS CO NEW COM 24237010 5128 137500 SH SHR/OTHR 11 137500 D DEB SHOPS INC COM 24272810 5 150 SH SHARED 150 D DEB SHOPS INC COM 24272810 57 1700 SH SHARED 01 1700 D DEB SHOPS INC COM 24272810 121 3600 SH SHARED 02 3600 D DEB SHOPS INC COM 24272810 6694 198190 SH SHARED 11 198190 D DEBT STRATEGIES FD INC NEW COM 24276Q10 25 4500 SH SHR/OTHR 01 4500 D DECODE GENETICS INC COM 24358610 58 12567 SH SHARED 12567 D DECODE GENETICS INC COM 24358610 51 10900 SH SHARED 01 10900 D DECODE GENETICS INC COM 24358610 146 31300 SH SHARED 02 31300 D DEERE & CO COM 24419910 24536 512250 SH SHARED 512250 D DEERE & CO COM 24419910 48605 1014733 SH SHARED 01 1014733 D DEERE & CO COM 24419910 632 13200 SH SHR/OTHR 01 4500 8700 D DEERE & CO COM 24419910 6938 144849 SH SHARED 02 132849 12000 D DEERE & CO COM 24419910 10202 213000 SH SHARED 05 213000 D DEERE & CO COM 24419910 35 741 SH SHARED 06 741 D DEERE & CO COM 24419910 160 3350 SH SHARED 07 3350 D DEERE & CO COM 24419910 90 1880 SH SHARED 09 1880 D DEERE & CO COM 24419910 357 7470 SH SHARED 11 520 6950 D DEERE & CO COM 24419910 568 11878 SH SHR/OTHR 11 11878 D DEL LABS INC COM 24509110 82 3300 SH SHARED 02 3300 D DEL MONTE FOODS CO COM 24522P10 8 700 SH SHARED 700 D DEL MONTE FOODS CO COM 24522P10 287 24400 SH SHARED 01 24400 D DEL MONTE FOODS CO COM 24522P10 279 23700 SH SHARED 02 23700 D DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 1 100 SH SHARED 02 100 D DELAWARE INV MN MUN INCM FD COM 24610U10 5 335 SH SHR/OTHR 11 335 D DELIAS CORP CL A 24688Q10 211 41404 SH SHARED 41404 D DELIAS CORP CL A 24688Q10 309 60700 SH SHARED 01 60700 D DELIAS CORP CL A 24688Q10 143 28100 SH SHARED 02 28100 D DELIAS CORP CL A 24688Q10 1128 221200 SH SHARED 11 221200 D DELL COMPUTER CORP COM 24702510 471303 18029982 SH SHARED 17663862 366120 D DELL COMPUTER CORP COM 24702510 297773 11391483 SH SHARED 01 11375170 16313 D DELL COMPUTER CORP COM 24702510 580 22210 SH SHR/OTHR 01 10110 12100 D DELL COMPUTER CORP COM 24702510 44360 1697038 SH SHARED 02 1665088 31950 D DELL COMPUTER CORP COM 24702510 36295 1388510 SH SHARED 03 221250 1167260 D DELL COMPUTER CORP COM 24702510 54737 2094000 SH SHARED 04 2094000 D DELL COMPUTER CORP COM 24702510 90449 3460213 SH SHARED 06 3460213 D DELL COMPUTER CORP COM 24702510 31215 1194170 SH SHARED 07 1194170 D DELL COMPUTER CORP COM 24702510 5978 228705 SH SHARED 08 228705 D DELL COMPUTER CORP COM 24702510 3825 146330 SH SHARED 09 146330 D DELL COMPUTER CORP COM 24702510 1678 64200 SH SHARED 10 64200 D DELL COMPUTER CORP COM 24702510 136120 5207363 SH SHARED 11 2535715 2636000 35648 D DELL COMPUTER CORP COM 24702510 10408 398169 SH SHR/OTHR 11 398169 D DELPHI CORP COM 24712610 18203 1379052 SH SHARED 1379052 D DELPHI CORP COM 24712610 32655 2473908 SH SHARED 01 2473210 698 D DELPHI CORP COM 24712610 201 15248 SH SHR/OTHR 01 1167 14081 D DELPHI CORP COM 24712610 4667 353628 SH SHARED 02 349895 3733 D DELPHI CORP COM 24712610 1224 92800 SH SHARED 04 92800 D DELPHI CORP COM 24712610 9649 731000 SH SHARED 05 731000 D DELPHI CORP COM 24712610 24231 1835722 SH SHARED 06 1835722 D DELPHI CORP COM 24712610 75 5750 SH SHARED 07 5750 D DELPHI CORP COM 24712610 2286 173185 SH SHARED 08 173185 D DELPHI CORP COM 24712610 92 7031 SH SHARED 09 7031 D DELPHI CORP COM 24712610 1405 106446 SH SHARED 10 106446 D DELPHI CORP COM 24712610 41370 3134129 SH SHARED 11 268323 2864500 1306 D DELPHI CORP COM 24712610 2065 156486 SH SHR/OTHR 11 156486 D DELPHI FINL GROUP INC CL A 24713110 18 432 SH SHARED 432 D DELPHI FINL GROUP INC CL A 24713110 4662 107563 SH SHARED 01 107563 D DELPHI FINL GROUP INC CL A 24713110 777 17930 SH SHARED 02 17930 D DELTA & PINE LD CO COM 24735710 18 912 SH SHARED 912 D DELTA & PINE LD CO COM 24735710 549 27338 SH SHARED 01 27338 D DELTA & PINE LD CO COM 24735710 883 43955 SH SHARED 02 43955 D DELTA AIR LINES INC DEL COM 24736110 9859 492955 SH SHARED 492955 D DELTA AIR LINES INC DEL COM 24736110 8874 443741 SH SHARED 01 443741 D DELTA AIR LINES INC DEL COM 24736110 8863 443157 SH SHARED 02 440152 3005 D DELTA AIR LINES INC DEL COM 24736110 1100 55000 SH SHARED 04 55000 D DELTA AIR LINES INC DEL COM 24736110 38 1943 SH SHARED 06 1943 D DELTA AIR LINES INC DEL COM 24736110 16 848 SH SHARED 09 848 D DELTA AIR LINES INC DEL COM 24736110 1438 71900 SH SHARED 11 71900 D DELTA AIR LINES INC DEL COM 24736110 113 5697 SH SHR/OTHR 11 5697 D DELTAGEN INC COM 24783R10 0 292 SH SHARED 292 D DELTAGEN INC COM 24783R10 5 2200 SH SHARED 01 2200 D DELTAGEN INC COM 24783R10 40 16500 SH SHARED 02 16500 D DELTIC TIMBER CORP COM 24785010 8 240 SH SHARED 240 D DELTIC TIMBER CORP COM 24785010 726 21084 SH SHARED 01 21084 D DELTIC TIMBER CORP COM 24785010 1810 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 429 12443 SH SHARED 02 12443 D DELTA PETE CORP COM NEW 24790720 0 7 SH SHARED 02 7 D DENBURY RES INC COM NEW 24791620 3 310 SH SHARED 310 D DENBURY RES INC COM NEW 24791620 223 21700 SH SHARED 01 21700 D DENBURY RES INC COM NEW 24791620 251 24400 SH SHARED 02 24400 D DENBURY RES INC COM NEW 24791620 4755 462100 SH SHARED 11 462100 D DELUXE CORP COM 24801910 9071 233273 SH SHARED 233273 D DELUXE CORP COM 24801910 11397 293062 SH SHARED 01 293062 D DELUXE CORP COM 24801910 2126 54689 SH SHARED 02 54689 D DELUXE CORP COM 24801910 19 500 SH SHARED 06 500 D DELUXE CORP COM 24801910 551 14180 SH SHARED 07 14180 D DELUXE CORP COM 24801910 5399 138853 SH SHARED 11 133100 5753 D DELUXE CORP COM 24801910 99 2558 SH SHR/OTHR 11 2558 D DENDREON CORP COM 24823Q10 0 448 SH SHARED 448 D DENDREON CORP COM 24823Q10 50 23700 SH SHARED 02 13600 10100 D DENDRITE INTL INC COM 24823910 265 27502 SH SHARED 27502 D DENDRITE INTL INC COM 24823910 2448 253199 SH SHARED 01 253199 D DENDRITE INTL INC COM 24823910 388 40150 SH SHARED 02 39400 750 D DENTSPLY INTL INC NEW COM 24903010 881 23870 SH SHARED 23870 D DENTSPLY INTL INC NEW COM 24903010 2073 56175 SH SHARED 01 56175 D DENTSPLY INTL INC NEW COM 24903010 1701 46100 SH SHARED 02 43923 2177 D DENTSPLY INTL INC NEW COM 24903010 5137 139200 SH SHARED 11 139200 D DENTSPLY INTL INC NEW COM 24903010 628 17030 SH SHR/OTHR 11 17030 D DEPARTMENT 56 INC COM 24950910 26 1600 SH SHARED 01 1600 D DEPARTMENT 56 INC COM 24950910 217 13388 SH SHARED 02 13388 D DESCARTES SYS GROUP INC COM 24990610 15 5001 SH SHARED 5001 D DESCARTES SYS GROUP INC COM 24990610 16 5500 SH SHARED 11 5500 D DEUTSCHE BK AG N Y BRH NOTE 0.250%11/1 251526BF 126 150000 PRN SHARED 150000 D DEUTSCHE BK FINL INC MTNS BE MTNF 1.000% 1/1 25153EBG 17244 19420000 PRN SHARED 19420000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 808 86809 SH SHARED 86809 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 279 30060 SH SHARED 01 30060 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 9 1000 SH SHR/OTHR 01 1000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1150 123623 SH SHARED 02 112810 10813 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 646 69484 SH SHARED 11 52236 17248 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 453 20150 SH SHARED 20150 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1630 72450 SH SHARED 01 72450 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2342 104093 SH SHARED 02 75517 28576 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 234 10400 SH SHARED 11 2600 7800 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 51545 2290900 SH SHARED 12 2290900 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 5012 5079000 PRN SHARED 01 5079000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 96 98000 PRN SHR/OTHR 01 88000 10000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 98 100000 PRN SHARED 02 100000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 9603 19400000 PRN SHARED 19400000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 15913 32148000 PRN SHARED 02 648000 31500000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 106 215000 PRN SHR/OTHR 11 215000 D DEVON ENERGY CORP NEW COM 25179M10 20066 407185 SH SHARED 407185 D DEVON ENERGY CORP NEW COM 25179M10 52875 1072962 SH SHARED 01 1072962 D DEVON ENERGY CORP NEW COM 25179M10 7242 146960 SH SHARED 02 136662 10298 D DEVON ENERGY CORP NEW COM 25179M10 3055 62000 SH SHARED 04 62000 D DEVON ENERGY CORP NEW COM 25179M10 156 3169 SH SHARED 06 3169 D DEVON ENERGY CORP NEW COM 25179M10 78 1600 SH SHARED 07 1600 D DEVON ENERGY CORP NEW COM 25179M10 78 1600 SH SHARED 09 1600 D DEVON ENERGY CORP NEW COM 25179M10 12828 260327 SH SHARED 11 184400 67600 8327 D DEVON ENERGY CORP NEW COM 25179M10 56828 1153175 SH SHR/OTHR 11 1153175 D DEVRY INC DEL COM 25189310 1303 57076 SH SHARED 57076 D DEVRY INC DEL COM 25189310 1090 47750 SH SHARED 01 46100 1650 D DEVRY INC DEL COM 25189310 1839 80547 SH SHARED 02 80547 D DEVRY INC DEL COM 25189310 114 5000 SH SHARED 11 5000 D DIAGEO P L C SPON ADR NEW 25243Q20 4228 81866 SH SHARED 81866 D DIAGEO P L C SPON ADR NEW 25243Q20 899 17406 SH SHARED 02 17137 269 D DIAGEO P L C SPON ADR NEW 25243Q20 605 11720 SH SHARED 11 6720 5000 D DIAGEO P L C SPON ADR NEW 25243Q20 2789 54000 SH SHR/OTHR 11 54000 D DIAGNOSTIC PRODS CORP COM 25245010 1351 36538 SH SHARED 36538 D DIAGNOSTIC PRODS CORP COM 25245010 3455 93400 SH SHARED 01 93400 D DIAGNOSTIC PRODS CORP COM 25245010 3803 102790 SH SHARED 02 102790 D DIAGNOSTIC PRODS CORP COM 25245010 3025 81770 SH SHARED 11 68570 13200 D DIAGNOSTIC PRODS CORP COM 25245010 677 18300 SH SHR/OTHR 11 18300 D DIAL CORP NEW COM 25247D10 3345 167089 SH SHARED 167089 D DIAL CORP NEW COM 25247D10 2859 142850 SH SHARED 01 142850 D DIAL CORP NEW COM 25247D10 60 3016 SH SHR/OTHR 01 3016 D DIAL CORP NEW COM 25247D10 2879 143828 SH SHARED 02 143828 D DIAL CORP NEW COM 25247D10 8 400 SH SHARED 11 400 D DIAL CORP NEW COM 25247D10 28 1420 SH SHR/OTHR 11 1420 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 16691 31976000 PRN SHARED 31976000 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 991 1900000 PRN SHARED 02 1900000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 9060 10000000 PRN SHARED 10000000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 3624 4000000 PRN SHARED 01 4000000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 14523 16030000 PRN SHARED 02 6030000 10000000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 643 22579 SH SHARED 22579 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 747 26228 SH SHARED 01 25778 450 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 5104 179113 SH SHARED 02 179113 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 42 1500 SH SHARED 06 1500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 213 7477 SH SHARED 11 7477 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 12042 422560 SH SHR/OTHR 11 422560 D DIAMONDCLUSTER INTL INC CL A 25278P10 95 16011 SH SHARED 16011 D DIAMONDCLUSTER INTL INC CL A 25278P10 93 15560 SH SHARED 01 15560 D DIAMONDCLUSTER INTL INC CL A 25278P10 189 31755 SH SHARED 02 31755 D DIAMONDCLUSTER INTL INC CL A 25278P10 8 1350 SH SHARED 11 1350 D DIAMONDS TR UNIT SER 1 25278710 693 7494 SH SHARED 7494 D DIAMONDS TR UNIT SER 1 25278710 427 4624 SH SHARED 02 1274 3350 D DIAMONDS TR UNIT SER 1 25278710 774 8375 SH SHARED 04 8375 D DIAMONDS TR UNIT SER 1 25278710 23 250 SH SHARED 11 250 D DIANON SYS INC COM 25282610 14 277 SH SHARED 277 D DIANON SYS INC COM 25282610 5014 93873 SH SHARED 01 93498 375 D DIANON SYS INC COM 25282610 21 404 SH SHR/OTHR 01 404 D DIANON SYS INC COM 25282610 926 17336 SH SHARED 02 15136 2200 D DIANON SYS INC COM 25282610 7868 147300 SH SHARED 11 85100 2700 59500 D DICE INC COM 25301P10 4 2000 SH SHARED 2000 D DIEBOLD INC COM 25365110 814 21870 SH SHARED 21870 D DIEBOLD INC COM 25365110 2294 61626 SH SHARED 01 61626 D DIEBOLD INC COM 25365110 48 1300 SH SHR/OTHR 01 1300 D DIEBOLD INC COM 25365110 2320 62306 SH SHARED 02 51906 10400 D DIEBOLD INC COM 25365110 64132 1722150 SH SHARED 11 1601886 120264 D DIEBOLD INC COM 25365110 12091 324700 SH SHR/OTHR 11 324700 D DIGENE CORP COM 25375210 289 24598 SH SHARED 24598 D DIGENE CORP COM 25375210 1335 113551 SH SHARED 01 113551 D DIGENE CORP COM 25375210 118 10100 SH SHARED 02 10100 D DIGEX INC DEL CL A 25375610 394 1794293 SH SHARED 1794293 D DIGEX INC DEL CL A 25375610 0 1478 SH SHARED 02 1478 D DIGI INTL INC COM 25379810 220 66696 SH SHARED 02 6896 59800 D DIGIMARC CORP COM 25380710 11 1075 SH SHARED 1075 D DIGIMARC CORP COM 25380710 200 19309 SH SHARED 01 19309 D DIGIMARC CORP COM 25380710 91 8800 SH SHARED 02 8800 D DIGITAL INSIGHT CORP COM 25385P10 11 670 SH SHARED 670 D DIGITAL INSIGHT CORP COM 25385P10 2663 161922 SH SHARED 01 161922 D DIGITAL INSIGHT CORP COM 25385P10 528 32139 SH SHARED 02 25372 6767 D DIGITAL INSIGHT CORP COM 25385P10 10 630 SH SHARED 11 630 D DIGITAL LIGHTWAVE INC COM 25385510 68 29429 SH SHARED 29429 D DIGITAL LIGHTWAVE INC COM 25385510 48 20772 SH SHARED 02 11672 9100 D DIGITAL RECORDERS INC COM 25386910 6 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 937 102002 SH SHARED 102002 D DIGITAL RIV INC COM 25388B10 208 22700 SH SHARED 01 22700 D DIGITAL RIV INC COM 25388B10 360 39177 SH SHARED 02 30177 9000 D DIGITAS INC COM 25388K10 0 182 SH SHARED 182 D DIGITAS INC COM 25388K10 12 2800 SH SHARED 01 2800 D DIGITAS INC COM 25388K10 38 8400 SH SHARED 02 8400 D DIGITALTHINK INC COM 25388M10 5 3864 SH SHARED 3864 D DIGITALTHINK INC COM 25388M10 100 71906 SH SHARED 02 26806 45100 D DIGITAL GENERATION SYS INC COM 25392110 1 922 SH SHARED 922 D DIGITAL GENERATION SYS INC COM 25392110 54 48900 SH SHARED 02 31800 17100 D DIME CMNTY BANCSHARES COM 25392210 108 4800 SH SHARED 4800 D DIME CMNTY BANCSHARES COM 25392210 131 5813 SH SHARED 5813 D DIME CMNTY BANCSHARES COM 25392210 5322 234563 SH SHARED 01 234563 D DIME CMNTY BANCSHARES COM 25392210 10 450 SH SHR/OTHR 01 450 D DIME CMNTY BANCSHARES COM 25392210 662 29198 SH SHARED 02 29198 D DIME CMNTY BANCSHARES COM 25392210 1157 51000 SH SHARED 06 51000 D DIME CMNTY BANCSHARES COM 25392210 2817 124188 SH SHARED 11 124188 D DIME CMNTY BANCSHARES COM 25392210 796 35100 SH SHR/OTHR 11 35100 D DILLARDS INC CL A 25406710 10108 384487 SH SHARED 384487 D DILLARDS INC CL A 25406710 10680 406266 SH SHARED 01 406266 D DILLARDS INC CL A 25406710 2304 87643 SH SHARED 02 85643 2000 D DILLARDS INC CL A 25406710 1874 71310 SH SHARED 11 71310 D DILLARDS INC CL A 25406710 91 3466 SH SHR/OTHR 11 3466 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 0 5626 SH SHARED 5626 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 405 4059400 SH SHARED 02 4059400 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 0 4200 SH SHARED 11 700 3500 D DIMON INC COM 25439410 31 4607 SH SHARED 4607 D DIMON INC COM 25439410 196 28400 SH SHARED 01 28400 D DIMON INC COM 25439410 344 49834 SH SHARED 02 49834 D DIONEX CORP COM 25454610 13 492 SH SHARED 492 D DIONEX CORP COM 25454610 679 25350 SH SHARED 01 25350 D DIONEX CORP COM 25454610 428 16000 SH SHR/OTHR 01 16000 D DIONEX CORP COM 25454610 603 22532 SH SHARED 02 22532 D DISCOVERY LABORATORIES INC N COM 25466810 225 128800 SH SHARED 02 128800 D DISCOVERY PARTNERS INTL INC COM 25467510 39 6095 SH SHARED 6095 D DISCOVERY PARTNERS INTL INC COM 25467510 93 14300 SH SHARED 02 14300 D DISNEY WALT CO COM DISNEY 25468710 95964 5077508 SH SHARED 4976780 100728 D DISNEY WALT CO COM DISNEY 25468710 179662 9505934 SH SHARED 01 9216348 289586 D DISNEY WALT CO COM DISNEY 25468710 9348 494643 SH SHR/OTHR 01 186613 308030 D DISNEY WALT CO COM DISNEY 25468710 25809 1365572 SH SHARED 02 1288421 77151 D DISNEY WALT CO COM DISNEY 25468710 11597 613600 SH SHARED 03 613600 D DISNEY WALT CO COM DISNEY 25468710 53702 2841400 SH SHARED 04 2841400 D DISNEY WALT CO COM DISNEY 25468710 28403 1502817 SH SHARED 06 1502817 D DISNEY WALT CO COM DISNEY 25468710 1524 80667 SH SHARED 07 80667 D DISNEY WALT CO COM DISNEY 25468710 2736 144800 SH SHARED 08 144800 D DISNEY WALT CO COM DISNEY 25468710 328 17386 SH SHARED 09 17386 D DISNEY WALT CO COM DISNEY 25468710 1687 89300 SH SHARED 10 89300 D DISNEY WALT CO COM DISNEY 25468710 114945 6081755 SH SHARED 11 556217 4930400 595138 D DISNEY WALT CO COM DISNEY 25468710 8044 425639 SH SHR/OTHR 11 425639 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 11 1000 SH SHARED 01 1000 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 380 32000 SH SHARED 04 32000 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 140 11800 SH SHARED 06 11800 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 760 64000 SH SHARED 10 64000 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 178 15000 SH SHR/OTHR 11 15000 D DITECH COMMUNICATIONS CORP COM 25500M10 1 642 SH SHARED 642 D DITECH COMMUNICATIONS CORP COM 25500M10 96 34134 SH SHARED 02 23800 10334 D DIVERSA CORP COM 25506410 6 688 SH SHARED 688 D DIVERSA CORP COM 25506410 132 13300 SH SHARED 01 13300 D DIVERSA CORP COM 25506410 303 30524 SH SHARED 02 30424 100 D DIVERSINET CORP COM NEW 25536K20 2 8450 SH SHARED 02 4000 4450 D DIVINE INC CL A NEW 25540240 0 180 SH SHARED 180 D DIVINE INC CL A NEW 25540240 116 29766 SH SHARED 02 28480 1286 D DOCUCORP INTL INC COM 25591110 31 3100 SH SHARED 01 3100 D DOCUCORP INTL INC COM 25591110 68 6700 SH SHARED 02 6700 D DOCUCORP INTL INC COM 25591110 18 1800 SH SHARED 11 1800 D DOBSON COMMUNICATIONS CORP CL A 25606910 22 26710 SH SHARED 26710 D DOBSON COMMUNICATIONS CORP CL A 25606910 12 14900 SH SHARED 01 14900 D DOBSON COMMUNICATIONS CORP CL A 25606910 24 28800 SH SHARED 02 27200 1600 D DOCENT INC COM 25608L10 1 1074 SH SHARED 1074 D DOCENT INC COM 25608L10 155 135400 SH SHARED 02 120700 14700 D DR REDDYS LABS LTD ADR 25613520 337 17383 SH SHARED 17383 D DR REDDYS LABS LTD ADR 25613520 85 4400 SH SHR/OTHR 01 4400 D DR REDDYS LABS LTD ADR 25613520 3 200 SH SHARED 02 200 D DOCUMENT SCIENCES CORP COM 25614R10 12 5566 SH SHARED 01 5566 D DOCUMENTUM INC COM 25615910 54 4500 SH SHARED 4500 D DOCUMENTUM INC COM 25615910 85 7133 SH SHARED 7133 D DOCUMENTUM INC COM 25615910 2202 183500 SH SHARED 01 183500 D DOCUMENTUM INC COM 25615910 667 55604 SH SHARED 02 43194 12410 D DOCUMENTUM INC COM 25615910 1294 107900 SH SHARED 06 107900 D DOCUMENTUM INC COM 25615910 25664 2138700 SH SHARED 11 1883034 11166 244500 D DOCUMENTUM INC COM 25615910 18314 1526200 SH SHR/OTHR 11 1526200 D DOLE FOOD INC COM 25660510 2590 89806 SH SHARED 89806 D DOLE FOOD INC COM 25660510 1935 67100 SH SHARED 01 67100 D DOLE FOOD INC COM 25660510 2687 93163 SH SHARED 02 91999 1164 D DOLE FOOD INC COM 25660510 34 1188 SH SHARED 11 1000 188 D DOLLAR GEN CORP COM 25666910 21094 1108463 SH SHARED 1108463 D DOLLAR GEN CORP COM 25666910 22427 1178520 SH SHARED 01 1177598 922 D DOLLAR GEN CORP COM 25666910 7453 391652 SH SHARED 02 390527 1125 D DOLLAR GEN CORP COM 25666910 1141 60000 SH SHARED 04 60000 D DOLLAR GEN CORP COM 25666910 54 2840 SH SHARED 06 2840 D DOLLAR GEN CORP COM 25666910 53 2814 SH SHARED 09 2814 D DOLLAR GEN CORP COM 25666910 85 4494 SH SHARED 11 353 4141 D DOLLAR GEN CORP COM 25666910 246 12965 SH SHR/OTHR 11 12965 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 151 5840 SH SHARED 5840 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2505 96750 SH SHARED 01 87100 9650 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 560 21646 SH SHARED 02 21646 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 15 600 SH SHARED 11 600 D DOLLAR TREE STORES INC COM 25674710 1472 37356 SH SHARED 37356 D DOLLAR TREE STORES INC COM 25674710 3171 80481 SH SHARED 01 74137 6344 D DOLLAR TREE STORES INC COM 25674710 23 592 SH SHR/OTHR 01 592 D DOLLAR TREE STORES INC COM 25674710 3915 99354 SH SHARED 02 97879 1475 D DOLLAR TREE STORES INC COM 25674710 329 8370 SH SHR/OTHR 11 8370 D DOMINION HOMES INC COM 25738610 34 1700 SH SHARED 02 1700 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 30 1587 SH SHARED 1587 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 2 148 SH SHARED 02 148 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 18 1000 SH SHR/OTHR 11 1000 D DOMINION RES INC VA NEW COM 25746U10 277 4190 SH SHARED 4190 D DOMINION RES INC VA NEW COM 25746U10 42350 639735 SH SHARED 636652 3083 D DOMINION RES INC VA NEW COM 25746U10 84626 1278341 SH SHARED 01 1271904 4805 1632 D DOMINION RES INC VA NEW COM 25746U10 1905 28786 SH SHR/OTHR 01 19891 8895 D DOMINION RES INC VA NEW COM 25746U10 11444 172884 SH SHARED 02 161450 11434 D DOMINION RES INC VA NEW COM 25746U10 6305 95250 SH SHARED 03 41850 53400 D DOMINION RES INC VA NEW COM 25746U10 2813 42500 SH SHARED 05 42500 D DOMINION RES INC VA NEW COM 25746U10 15457 233495 SH SHARED 06 233495 D DOMINION RES INC VA NEW COM 25746U10 402 6080 SH SHARED 07 6080 D DOMINION RES INC VA NEW COM 25746U10 176 2660 SH SHARED 09 2660 D DOMINION RES INC VA NEW COM 25746U10 1711 25857 SH SHARED 11 9557 16300 D DOMINION RES INC VA NEW COM 25746U10 1279 19333 SH SHR/OTHR 11 19333 D DOMTAR INC COM 25756110 82 6965 SH SHARED 6965 D DOMTAR INC COM 25756110 130 11058 SH SHARED 02 11058 D DONALDSON INC COM 25765110 113 3227 SH SHARED 3227 D DONALDSON INC COM 25765110 1061 30300 SH SHARED 01 30300 D DONALDSON INC COM 25765110 2681 76525 SH SHARED 02 72075 4450 D DONALDSON INC COM 25765110 315 9000 SH SHARED 11 9000 D DONNELLEY R R & SONS CO COM 25786710 7354 266948 SH SHARED 266948 D DONNELLEY R R & SONS CO COM 25786710 15076 547246 SH SHARED 01 540246 7000 D DONNELLEY R R & SONS CO COM 25786710 280 10166 SH SHR/OTHR 01 4300 5866 D DONNELLEY R R & SONS CO COM 25786710 1857 67421 SH SHARED 02 67421 D DONNELLEY R R & SONS CO COM 25786710 1998 72525 SH SHARED 06 72525 D DONNELLEY R R & SONS CO COM 25786710 24 900 SH SHARED 07 900 D DONNELLEY R R & SONS CO COM 25786710 42 1539 SH SHARED 09 1539 D DONNELLEY R R & SONS CO COM 25786710 1247 45278 SH SHARED 11 31100 14178 D DONNELLEY R R & SONS CO COM 25786710 2337 84829 SH SHR/OTHR 11 84829 D DONNELLY CORP CL A 25787010 67 2500 SH SHARED 02 2500 D DORAL FINL CORP COM 25811P10 137 4112 SH SHARED 4112 D DORAL FINL CORP COM 25811P10 4202 125850 SH SHARED 01 125850 D DORAL FINL CORP COM 25811P10 1199 35915 SH SHARED 02 35915 D DOUBLECLICK INC NOTE 4.750% 3/1 258609AC 16520 20000000 PRN SHARED 20000000 D DOUBLECLICK INC COM 25860930 661 91247 SH SHARED 91247 D DOUBLECLICK INC COM 25860930 2091 288528 SH SHARED 01 288528 D DOUBLECLICK INC COM 25860930 1261 173955 SH SHARED 02 159599 14356 D DOUBLECLICK INC COM 25860930 3425 472480 SH SHARED 11 447180 25300 D DOVER CORP COM 26000310 15470 442018 SH SHARED 442018 D DOVER CORP COM 26000310 29745 849878 SH SHARED 01 847478 2400 D DOVER CORP COM 26000310 434 12400 SH SHR/OTHR 01 12400 D DOVER CORP COM 26000310 4057 115940 SH SHARED 02 115623 317 D DOVER CORP COM 26000310 3966 113330 SH SHARED 06 113330 D DOVER CORP COM 26000310 63 1800 SH SHARED 07 1800 D DOVER CORP COM 26000310 59 1708 SH SHARED 09 1708 D DOVER CORP COM 26000310 10582 302363 SH SHARED 11 37775 264588 D DOVER CORP COM 26000310 6159 175998 SH SHR/OTHR 11 175998 D DOVER DOWNS GAMING & ENTMT I COM 26009510 3 292 SH SHARED 292 D DOVER DOWNS GAMING & ENTMT I COM 26009510 98 7720 SH SHARED 01 7720 D DOVER DOWNS GAMING & ENTMT I COM 26009510 467 36510 SH SHARED 02 10010 26500 D DOVER MOTORSPORTS INC COM 26017410 65 11521 SH SHARED 11521 D DOVER MOTORSPORTS INC COM 26017410 18 3200 SH SHARED 01 3200 D DOVER MOTORSPORTS INC COM 26017410 77 13600 SH SHARED 02 13600 D DOW CHEM CO COM 26054310 76252 2217935 SH SHARED 2217785 150 D DOW CHEM CO COM 26054310 143094 4162152 SH SHARED 01 4147159 14993 D DOW CHEM CO COM 26054310 3679 107015 SH SHR/OTHR 01 24876 82139 D DOW CHEM CO COM 26054310 49963 1453275 SH SHARED 02 1445800 7475 D DOW CHEM CO COM 26054310 11879 345530 SH SHARED 03 49530 296000 D DOW CHEM CO COM 26054310 5738 166900 SH SHARED 04 166900 D DOW CHEM CO COM 26054310 12617 367000 SH SHARED 05 367000 D DOW CHEM CO COM 26054310 95221 2769681 SH SHARED 06 2769681 D DOW CHEM CO COM 26054310 4582 133300 SH SHARED 07 133300 D DOW CHEM CO COM 26054310 2956 86000 SH SHARED 08 86000 D DOW CHEM CO COM 26054310 275 8011 SH SHARED 09 8011 D DOW CHEM CO COM 26054310 2619 76200 SH SHARED 10 76200 D DOW CHEM CO COM 26054310 265500 7722513 SH SHARED 11 3398277 4107300 216936 D DOW CHEM CO COM 26054310 62781 1826116 SH SHR/OTHR 11 1826116 D DOW JONES & CO INC COM 26056110 13304 274603 SH SHARED 274603 D DOW JONES & CO INC COM 26056110 26614 549316 SH SHARED 01 549316 D DOW JONES & CO INC COM 26056110 38 800 SH SHR/OTHR 01 500 300 D DOW JONES & CO INC COM 26056110 3011 62150 SH SHARED 02 62150 D DOW JONES & CO INC COM 26056110 1002 20700 SH SHARED 04 20700 D DOW JONES & CO INC COM 26056110 29 600 SH SHARED 06 600 D DOW JONES & CO INC COM 26056110 19 400 SH SHARED 07 400 D DOW JONES & CO INC COM 26056110 24 512 SH SHARED 09 512 D DOW JONES & CO INC COM 26056110 11890 245416 SH SHARED 11 82900 105600 56916 D DOW JONES & CO INC COM 26056110 178 3680 SH SHR/OTHR 11 3680 D DOWNEY FINL CORP COM 26101810 1183 25016 SH SHARED 25016 D DOWNEY FINL CORP COM 26101810 2104 44500 SH SHARED 01 44500 D DOWNEY FINL CORP COM 26101810 1595 33737 SH SHARED 02 33737 D DOWNEY FINL CORP COM 26101810 7265 153610 SH SHARED 11 153610 D DRESS BARN INC COM 26157010 12 804 SH SHARED 804 D DRESS BARN INC COM 26157010 772 49920 SH SHARED 01 49920 D DRESS BARN INC COM 26157010 582 37668 SH SHARED 02 35668 2000 D DRESS BARN INC COM 26157010 5245 339100 SH SHARED 11 337100 2000 D DREW INDS INC COM NEW 26168L20 72 4400 SH SHARED 02 4400 D DREXLER TECHNOLOGY CORP COM 26187610 302 14000 SH SHARED 01 12700 1300 D DREXLER TECHNOLOGY CORP COM 26187610 32 1500 SH SHR/OTHR 01 1500 D DREXLER TECHNOLOGY CORP COM 26187610 153 7100 SH SHARED 02 7100 D DREYERS GRAND ICE CREAM INC COM 26187810 20 292 SH SHARED 292 D DREYERS GRAND ICE CREAM INC COM 26187810 1495 21800 SH SHARED 01 21800 D DREYERS GRAND ICE CREAM INC COM 26187810 2480 36166 SH SHARED 02 36166 D DREYFUS STRATEGIC MUNS INC COM 26193210 153 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 4 178 SH SHARED 178 D DRIL-QUIP INC COM 26203710 57 2300 SH SHARED 01 2300 D DRIL-QUIP INC COM 26203710 274 10989 SH SHARED 02 10989 D DRIL-QUIP INC COM 26203710 1344 53900 SH SHARED 06 53900 D DRIL-QUIP INC COM 26203710 2340 93800 SH SHARED 11 93800 D DRIL-QUIP INC COM 26203710 775 31100 SH SHR/OTHR 11 31100 D DRUGSTORE COM INC COM 26224110 58 21900 SH SHARED 02 21900 D DSL NET INC COM 26250610 1 2850 SH SHARED 02 1900 950 D DU PONT E I DE NEMOURS & CO COM 26353410 228836 5153977 SH SHARED 5116124 37853 D DU PONT E I DE NEMOURS & CO COM 26353410 209210 4711941 SH SHARED 01 4639222 8867 63852 D DU PONT E I DE NEMOURS & CO COM 26353410 13729 309217 SH SHR/OTHR 01 166664 142553 D DU PONT E I DE NEMOURS & CO COM 26353410 27298 614821 SH SHARED 02 588604 26217 D DU PONT E I DE NEMOURS & CO COM 26353410 40031 901610 SH SHARED 03 75710 825900 D DU PONT E I DE NEMOURS & CO COM 26353410 14716 331453 SH SHARED 04 331453 D DU PONT E I DE NEMOURS & CO COM 26353410 31130 701148 SH SHARED 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CORP COM 26439910 19499 627008 SH SHARED 02 596786 30222 D DUKE ENERGY CORP COM 26439910 23356 751000 SH SHARED 03 158300 592700 D DUKE ENERGY CORP COM 26439910 559 18000 SH SHARED 04 18000 D DUKE ENERGY CORP COM 26439910 37009 1190000 SH SHARED 05 1190000 D DUKE ENERGY CORP COM 26439910 25163 809127 SH SHARED 06 809127 D DUKE ENERGY CORP COM 26439910 2283 73436 SH SHARED 07 73436 D DUKE ENERGY CORP COM 26439910 351 11300 SH SHARED 08 11300 D DUKE ENERGY CORP COM 26439910 213 6859 SH SHARED 09 6859 D DUKE ENERGY CORP COM 26439910 86151 2770147 SH SHARED 11 1303198 562600 904349 D DUKE ENERGY CORP COM 26439910 9562 307477 SH SHR/OTHR 11 307477 D DUKE ENERGY CORP UNIT 99/99/9999 26439958 33 1500 SH SHARED 02 1500 D DUKE ENERGY CORP UNIT 99/99/9999 26439958 14 650 SH SHARED 11 650 D DUKE REALTY CORP COM NEW 26441150 32 1110 SH SHARED 1110 D DUKE REALTY CORP COM NEW 26441150 2002 69182 SH SHARED 01 68757 425 D DUKE REALTY CORP COM NEW 26441150 14 500 SH SHR/OTHR 01 500 D DUKE REALTY CORP COM NEW 26441150 4959 171304 SH SHARED 02 66724 104580 D DUKE REALTY CORP COM NEW 26441150 2136 73800 SH SHARED 11 14300 59500 D DUKE REALTY CORP COM NEW 26441150 948 32776 SH SHR/OTHR 11 32776 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2729 82574 SH SHARED 82574 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4603 139275 SH SHARED 01 138775 500 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1700 51442 SH SHR/OTHR 01 42087 9355 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1872 56664 SH SHARED 02 56363 301 D DUN & BRADSTREET CORP DEL NE COM 26483E10 46 1406 SH SHARED 06 1406 D DUN & BRADSTREET CORP DEL NE COM 26483E10 426 12892 SH SHARED 11 400 12492 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1595 48278 SH SHR/OTHR 11 48278 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 141 6801 SH SHARED 6801 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 4549 219232 SH SHARED 01 219232 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 272 13126 SH SHARED 02 13126 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 2722 131200 SH SHARED 11 131200 D DUPONT PHOTOMASKS INC NOTE 7/2 26613XAC 18 20000 PRN SHARED 02 20000 D DUPONT PHOTOMASKS INC COM 26613X10 1970 60665 SH SHARED 60665 D DUPONT PHOTOMASKS INC COM 26613X10 638 19661 SH SHARED 01 19661 D DUPONT PHOTOMASKS INC COM 26613X10 517 15925 SH SHARED 02 15925 D DURA PHARMACEUTICALS INC NOTE 3.500% 7/1 26632SAA 548 567000 PRN SHARED 567000 D DURA PHARMACEUTICALS INC NOTE 3.500% 7/1 26632SAA 12 13000 PRN SHARED 02 13000 D DURATEK INC COM 26658Q10 142 20100 SH SHARED 01 20100 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 2975 700000 SH SHARED 04 700000 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 295 69600 SH SHARED 05 69600 D DURECT CORP COM 26660510 4 516 SH SHARED 516 D DURECT CORP COM 26660510 33 4200 SH SHARED 01 4200 D DURECT CORP COM 26660510 178 22300 SH SHARED 02 22300 D DUSA PHARMACEUTICALS INC COM 26689810 1 402 SH SHARED 402 D DUSA PHARMACEUTICALS INC COM 26689810 56 19600 SH SHARED 02 12200 7400 D DUSA PHARMACEUTICALS INC COM 26689810 0 1 SH SHARED 11 1 D DURASWITCH INDUSTRIES INC COM NEW 26690520 1 132 SH SHARED 132 D DURASWITCH INDUSTRIES INC COM NEW 26690520 54 7100 SH SHARED 02 4000 3100 D DYAX CORP COM 26746E10 1 504 SH SHARED 504 D DYAX CORP COM 26746E10 86 22287 SH SHARED 02 17687 4600 D DYAX CORP COM 26746E10 171 44000 SH SHARED 04 44000 D DYCOM INDS INC COM 26747510 173 14852 SH SHARED 14852 D DYCOM INDS INC COM 26747510 381 32666 SH SHARED 01 32666 D DYCOM INDS INC COM 26747510 3423 292827 SH SHARED 02 290557 2270 D DYCOM INDS INC COM 26747510 34 2915 SH SHARED 11 2915 D DYNACQ INTL INC COM PAR $.001 26791930 42 2983 SH SHARED 2983 D DYNACQ INTL INC COM PAR $.001 26791930 45 3200 SH SHARED 01 3200 D DYNACQ INTL INC COM PAR $.001 26791930 66 4700 SH SHARED 02 4700 D DYNACQ INTL INC COM PAR $.001 26791930 3557 252500 SH SHARED 11 252500 D DYNACARE INC COM 26792020 1894 86134 SH SHARED 01 86134 D DYNAMICS RESH CORP COM 26805710 130 5400 SH SHARED 01 5400 D DYNAMICS RESH CORP COM 26805710 137 5700 SH SHARED 02 5700 D DYNEGY INC NEW CL A 26816Q10 9233 1282496 SH SHARED 1282496 D DYNEGY INC NEW CL A 26816Q10 9762 1355945 SH SHARED 01 1355070 875 D DYNEGY INC NEW CL A 26816Q10 1726 239806 SH SHARED 02 237046 2760 D DYNEGY INC NEW CL A 26816Q10 9 1300 SH SHARED 06 1300 D DYNEGY INC NEW CL A 26816Q10 36 5050 SH SHARED 07 5050 D DYNEGY INC NEW CL A 26816Q10 13 1903 SH SHARED 09 1903 D DYNEGY INC NEW CL A 26816Q10 7314 1015888 SH SHARED 11 1015688 200 D DYNEGY INC NEW CL A 26816Q10 64334 8935390 SH SHR/OTHR 11 8935390 D DYNEX CAP INC PFD CV A 9.75% 26817Q20 50 2300 SH SHARED 02 2300 D DYNEX CAP INC PFD CV B 9.55% 26817Q30 430 19175 SH SHARED 02 19175 D DYNEX CAP INC COM NEW 26817Q50 107 22000 SH SHARED 02 22000 D ECI TELECOM LTD ORD 26825810 5 1700 SH SHARED 02 500 1200 D E COM VENTURES INC COM NEW 26830K20 4 1000 SH SHARED 02 1000 D ECHAPMAN INC COM 26830Q10 24 165374 SH SHARED 02 165374 D EDP-ELECTRICIDADE DE PORTUGA SPONSORED ADR 26835310 123 6273 SH SHARED 6273 D EEX CORP COM NEW 26842V20 63 31946 SH SHARED 31946 D EEX CORP COM NEW 26842V20 2 999 SH SHR/OTHR 01 999 D EEX CORP COM NEW 26842V20 74 37200 SH SHARED 02 27600 9600 D EGL INC COM 26848410 14 828 SH SHARED 828 D EGL INC COM 26848410 492 29029 SH SHARED 01 29029 D EGL INC COM 26848410 921 54318 SH SHARED 02 54318 D EGL INC COM 26848410 3832 226000 SH SHARED 11 97100 128900 D E-LOAN INC COM 26861P10 22 20000 SH SHARED 20000 D E-LOAN INC COM 26861P10 7 6800 SH SHARED 01 6800 D ELXSI CORP COM NEW 26861320 1 200 SH SHARED 02 200 D E M C CORP MASS COM 26864810 73229 9699276 SH SHARED 9337617 361659 D E M C CORP MASS COM 26864810 83710 11087549 SH SHARED 01 10291346 796203 D E M C CORP MASS COM 26864810 4619 611908 SH SHR/OTHR 01 278128 333780 D E M C CORP MASS COM 26864810 12574 1665551 SH SHARED 02 1455039 210512 D E M C CORP MASS COM 26864810 3543 469400 SH SHARED 03 469400 D E M C CORP MASS COM 26864810 41815 5538500 SH SHARED 04 5538500 D E M C CORP MASS COM 26864810 3785 501365 SH SHARED 06 501365 D E M C CORP MASS COM 26864810 3314 439040 SH SHARED 07 439040 D E M C CORP MASS COM 26864810 142 18830 SH SHARED 09 18830 D E M C CORP MASS COM 26864810 134417 17803582 SH SHARED 11 13807126 3028000 968456 D E M C CORP MASS COM 26864810 34968 4631527 SH SHR/OTHR 11 4631527 D EMC INS GROUP INC COM 26866410 30 2000 SH SHARED 02 2000 D EMS TECHNOLOGIES INC COM 26873N10 66 3200 SH SHARED 01 3200 D EMS TECHNOLOGIES INC COM 26873N10 184 8900 SH SHARED 02 8900 D EMS TECHNOLOGIES INC COM 26873N10 9 450 SH SHARED 11 450 D ENSCO INTL INC COM 26874Q10 4105 150611 SH SHARED 150611 D ENSCO INTL INC COM 26874Q10 5700 209104 SH SHARED 01 207320 1784 D ENSCO INTL INC COM 26874Q10 4215 154651 SH SHARED 02 151551 3100 D ENSCO INTL INC COM 26874Q10 6847 251200 SH SHARED 11 251200 D ENI S P A SPONSORED ADR 26874R10 848 10600 SH SHARED 02 10600 D ENI S P A SPONSORED ADR 26874R10 13 165 SH SHARED 11 165 D EOG RES INC COM 26875P10 14273 359530 SH SHARED 359530 D EOG RES INC COM 26875P10 18216 458862 SH SHARED 01 458362 500 D EOG RES INC COM 26875P10 11 300 SH SHR/OTHR 01 300 D EOG RES INC COM 26875P10 3788 95430 SH SHARED 02 90470 4960 D EOG RES INC COM 26875P10 113 2860 SH SHARED 06 2860 D EOG RES INC COM 26875P10 61308 1544300 SH SHARED 11 658300 838900 47100 D EOG RES INC COM 26875P10 23317 587334 SH SHR/OTHR 11 587334 D E ON AG SPONSORED ADR 26878010 11 200 SH SHARED 200 D E ON AG SPONSORED ADR 26878010 31 550 SH SHARED 02 550 D EPIX MEDICAL INC COM 26881Q10 111 10600 SH SHARED 02 10500 100 D E PIPHANY INC COM 26881V10 101 23130 SH SHARED 23130 D E PIPHANY INC COM 26881V10 331 75500 SH SHARED 01 75500 D E PIPHANY INC COM 26881V10 265 60471 SH SHARED 02 60471 D E PIPHANY INC COM 26881V10 25 5900 SH SHARED 11 5900 D EPIQ SYS INC COM 26882D10 3 199 SH SHARED 199 D EPIQ SYS INC COM 26882D10 593 34850 SH SHARED 01 22450 12400 D EPIQ SYS INC COM 26882D10 171 10050 SH SHARED 02 8550 1500 D EPIQ SYS INC COM 26882D10 13730 806700 SH SHARED 11 461410 14190 331100 D ESS TECHNOLOGY INC COM 26915110 35087 2000426 SH SHARED 2000426 D ESS TECHNOLOGY INC COM 26915110 11476 654319 SH SHARED 01 654319 D ESS TECHNOLOGY INC COM 26915110 1809 103183 SH SHARED 02 103183 D ESS TECHNOLOGY INC COM 26915110 53 3070 SH SHARED 11 3070 D E TRADE GROUP INC NOTE 6.750% 5/1 269246AD 10320 12000000 PRN SHARED 01 12000000 D E TRADE GROUP INC COM 26924610 3279 600553 SH SHARED 600553 D E TRADE GROUP INC COM 26924610 937 171696 SH SHARED 01 171696 D E TRADE GROUP INC COM 26924610 1506 275826 SH SHARED 02 274826 1000 D E TRADE GROUP INC COM 26924610 2184 400000 SH SHARED 04 400000 D E TRADE GROUP INC COM 26924610 96 17600 SH SHR/OTHR 11 17600 D EXCO RESOURCES INC PFD CONV 26927930 211 13400 SH SHARED 13400 D EAGLE BANCSHARES INC COM 26942C10 135 5200 SH SHARED 02 4200 1000 D EARTHSHELL CORP COM 27032B10 1 1232 SH SHARED 1232 D EARTHSHELL CORP COM 27032B10 9 8600 SH SHARED 01 8600 D EARTHSHELL CORP COM 27032B10 65 57000 SH SHARED 02 57000 D EARTHSHELL CORP COM 27032B10 3 3439 SH SHARED 11 3439 D EARTHLINK INC COM 27032110 232 35051 SH SHARED 35051 D EARTHLINK INC COM 27032110 2131 321428 SH SHARED 01 321428 D EARTHLINK INC COM 27032110 726 109602 SH SHARED 02 108002 1600 D EARTHLINK INC COM 27032110 2008 303000 SH SHARED 04 303000 D EARTHLINK INC COM 27032110 13 2000 SH SHARED 11 2000 D EARTHLINK INC COM 27032110 13 2000 SH SHR/OTHR 11 2000 D EAST WEST BANCORP INC COM 27579R10 22 666 SH SHARED 666 D EAST WEST BANCORP INC COM 27579R10 543 15735 SH SHARED 01 15735 D EAST WEST BANCORP INC COM 27579R10 958 27768 SH SHARED 02 27768 D EASTGROUP PPTY INC COM 27727610 10 424 SH SHARED 424 D EASTGROUP PPTY INC COM 27727610 148 5800 SH SHARED 01 5800 D EASTGROUP PPTY INC COM 27727610 345 13498 SH SHARED 02 13498 D EASTMAN CHEM CO COM 27743210 8408 179285 SH SHARED 179285 D EASTMAN CHEM CO COM 27743210 14822 316052 SH SHARED 01 316052 D EASTMAN CHEM CO COM 27743210 16 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 2397 51110 SH SHARED 02 47510 3600 D EASTMAN CHEM CO COM 27743210 41 883 SH SHARED 09 883 D EASTMAN CHEM CO COM 27743210 101 2155 SH SHARED 11 2155 D EASTMAN CHEM CO COM 27743210 139 2968 SH SHR/OTHR 11 2968 D EASTMAN KODAK CO COM 27746110 64810 2221811 SH SHARED 2209016 12795 D EASTMAN KODAK CO COM 27746110 34736 1190822 SH SHARED 01 1189940 882 D EASTMAN KODAK CO COM 27746110 407 13975 SH SHR/OTHR 01 7770 6205 D EASTMAN KODAK CO COM 27746110 6883 235991 SH SHARED 02 225105 10886 D EASTMAN KODAK CO COM 27746110 4958 170000 SH SHARED 04 170000 D EASTMAN KODAK CO COM 27746110 199 6851 SH SHARED 06 6851 D EASTMAN KODAK CO COM 27746110 125 4300 SH SHARED 07 4300 D EASTMAN KODAK CO COM 27746110 62 2158 SH SHARED 09 2158 D EASTMAN KODAK CO COM 27746110 3079 105574 SH SHARED 11 93164 12410 D EASTMAN KODAK CO COM 27746110 464 15919 SH SHR/OTHR 11 15919 D EASYLINK SVCS CORP CL A NEW 27784T20 0 30 SH SHARED 02 30 D EATON CORP COM 27805810 15523 213377 SH SHARED 213377 D EATON CORP COM 27805810 22702 312060 SH SHARED 01 311810 250 D EATON CORP COM 27805810 3491 47992 SH SHARED 02 47992 D EATON CORP COM 27805810 65 901 SH SHARED 06 901 D EATON CORP COM 27805810 136 1870 SH SHARED 07 1870 D EATON CORP COM 27805810 54 748 SH SHARED 09 748 D EATON CORP COM 27805810 467 6425 SH SHARED 11 4900 1525 D EATON CORP COM 27805810 363 4997 SH SHR/OTHR 11 4997 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 42 3000 SH SHR/OTHR 01 3000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 426 30000 SH SHARED 11 30000 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 33 4300 SH SHARED 02 4300 D EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U10 28 2000 SH SHARED 11 2000 D EATON VANCE CORP COM NON VTG 27826510 2170 69578 SH SHARED 69578 D EATON VANCE CORP COM NON VTG 27826510 1285 41200 SH SHARED 01 41200 D EATON VANCE CORP COM NON VTG 27826510 4039 129477 SH SHARED 02 45477 84000 D EATON VANCE CORP COM NON VTG 27826510 115 3700 SH SHR/OTHR 11 3700 D EBAY INC COM 27864210 17098 277475 SH SHARED 263343 14132 D EBAY INC COM 27864210 12010 194919 SH SHARED 01 191919 3000 D EBAY INC COM 27864210 17418 282670 SH SHARED 02 240313 42357 D EBAY INC COM 27864210 21000 340800 SH SHARED 04 340800 D EBAY INC COM 27864210 1093 17742 SH SHARED 06 17742 D EBAY INC COM 27864210 1663 27000 SH SHARED 07 27000 D EBAY INC COM 27864210 46828 759950 SH SHARED 11 752250 7300 400 D EBAY INC COM 27864210 13029 211450 SH SHR/OTHR 11 211450 D ECHELON CORP COM 27874N10 8 654 SH SHARED 654 D ECHELON CORP COM 27874N10 262 20400 SH SHARED 01 20400 D ECHELON CORP COM 27874N10 1 101 SH SHR/OTHR 01 101 D ECHELON CORP COM 27874N10 338 26275 SH SHARED 02 26275 D ECHO BAY MINES LTD COM 27875110 4 4000 SH SHR/OTHR 01 4000 D ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD 8519 10880000 PRN SHARED 10880000 D ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD 3915 5000000 PRN SHARED 01 5000000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 54708 70500000 PRN SHARED 70500000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 1552 2000000 PRN SHARED 01 2000000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 2572 138628 SH SHARED 135728 2900 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1898 102301 SH SHARED 01 102301 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 92 5000 SH SHR/OTHR 01 5000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1659 89410 SH SHARED 02 87410 2000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 37 2000 SH SHARED 06 2000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 169 9150 SH SHR/OTHR 11 9150 D ECLIPSYS CORP COM 27885610 84 12953 SH SHARED 12953 D ECLIPSYS CORP COM 27885610 100 15356 SH SHARED 01 15356 D ECLIPSYS CORP COM 27885610 394 60210 SH SHARED 02 52210 8000 D ECOLAB INC COM 27886510 13524 292557 SH SHARED 292557 D ECOLAB INC COM 27886510 21687 469124 SH SHARED 01 469124 D ECOLAB INC COM 27886510 323 7000 SH SHR/OTHR 01 7000 D ECOLAB INC COM 27886510 3212 69490 SH SHARED 02 69490 D ECOLAB INC COM 27886510 2727 59000 SH SHARED 05 59000 D ECOLAB INC COM 27886510 48 1043 SH SHARED 06 1043 D ECOLAB INC COM 27886510 59 1290 SH SHARED 09 1290 D ECOLAB INC COM 27886510 854 18475 SH SHARED 11 4400 14075 D ECOLAB INC COM 27886510 774 16749 SH SHR/OTHR 11 16749 D EDEN BIOSCIENCE CORP COM 27944510 0 480 SH SHARED 480 D EDEN BIOSCIENCE CORP COM 27944510 53 27000 SH SHARED 02 17700 9300 D EDISON INTL COM 28102010 12882 757781 SH SHARED 757781 D EDISON INTL COM 28102010 33352 1961925 SH SHARED 01 1961925 D EDISON INTL COM 28102010 117 6900 SH SHR/OTHR 01 500 6400 D EDISON INTL COM 28102010 3721 218915 SH SHARED 02 215715 3200 D EDISON INTL COM 28102010 11409 671131 SH SHARED 06 671131 D EDISON INTL COM 28102010 106 6290 SH SHARED 07 6290 D EDISON INTL COM 28102010 1122 66000 SH SHARED 08 66000 D EDISON INTL COM 28102010 38 2283 SH SHARED 09 2283 D EDISON INTL COM 28102010 708 41700 SH SHARED 10 41700 D EDISON INTL COM 28102010 30679 1804664 SH SHARED 11 91800 1702200 10664 D EDISON INTL COM 28102010 78365 4609764 SH SHR/OTHR 11 4609764 D EDISON SCHOOLS INC CL A 28103310 2 1981 SH SHARED 1981 D EDISON SCHOOLS INC CL A 28103310 46 45800 SH SHARED 02 23600 22200 D EDISON SCHOOLS INC CL A 28103310 0 100 SH SHARED 11 100 D EDO CORP COM 28134710 734 25765 SH SHARED 25765 D EDO CORP COM 28134710 1071 37600 SH SHARED 01 37600 D EDO CORP COM 28134710 607 21323 SH SHARED 02 21323 D EDUCATION MGMT CORP COM 28139T10 561 13787 SH SHARED 13787 D EDUCATION MGMT CORP COM 28139T10 4256 104500 SH SHARED 01 104500 D EDUCATION MGMT CORP COM 28139T10 3054 75005 SH SHARED 02 48705 26300 D J D EDWARDS & CO COM 28166710 126 10408 SH SHARED 10408 D J D EDWARDS & CO COM 28166710 7145 588100 SH SHARED 01 586350 1750 D J D EDWARDS & CO COM 28166710 35 2912 SH SHR/OTHR 01 2912 D J D EDWARDS & CO COM 28166710 807 66425 SH SHARED 02 66425 D EDWARDS LIFESCIENCES CORP COM 28176E10 74 3200 SH SHARED 3200 D EDWARDS LIFESCIENCES CORP COM 28176E10 2738 118043 SH SHARED 118043 D EDWARDS LIFESCIENCES CORP COM 28176E10 3539 152558 SH SHARED 01 152558 D EDWARDS LIFESCIENCES CORP COM 28176E10 293 12652 SH SHR/OTHR 01 12253 399 D EDWARDS LIFESCIENCES CORP COM 28176E10 1933 83356 SH SHARED 02 83336 20 D EDWARDS LIFESCIENCES CORP COM 28176E10 1559 67200 SH SHARED 06 67200 D EDWARDS LIFESCIENCES CORP COM 28176E10 32198 1387865 SH SHARED 11 1387380 485 D EDWARDS LIFESCIENCES CORP COM 28176E10 10443 450130 SH SHR/OTHR 11 450130 D EDWARDS AG INC COM 28176010 2918 75075 SH SHARED 75075 D EDWARDS AG INC COM 28176010 2750 70771 SH SHARED 01 70771 D EDWARDS AG INC COM 28176010 3101 79795 SH SHARED 02 69335 10460 D EDWARDS AG INC COM 28176010 190 4895 SH SHARED 11 3262 1633 D EDWARDS AG INC COM 28176010 108 2800 SH SHR/OTHR 11 2800 D EFUNDS CORP COM 28224R10 11 1232 SH SHARED 1232 D EFUNDS CORP COM 28224R10 671 70722 SH SHARED 01 70722 D EFUNDS CORP COM 28224R10 541 57115 SH SHARED 02 57115 D EFUNDS CORP COM 28224R10 36 3871 SH SHARED 11 700 3171 D EGAIN COMMUNICATIONS COM 28225C10 1 4405 SH SHARED 02 4405 D EL PASO CORP DBCV 2/2 28336LAC 74741183640000 PRN SHARED 183640000 D EL PASO CORP DBCV 2/2 28336LAC 1628 4000000 PRN SHARED 02 1000000 3000000 D EL PASO CORP COM 28336L10 29045 1409307 SH SHARED 1409307 D EL PASO CORP COM 28336L10 57285 2779503 SH SHARED 01 2771323 25 8155 D EL PASO CORP COM 28336L10 1969 95564 SH SHR/OTHR 01 47678 47886 D EL PASO CORP COM 28336L10 20299 984947 SH SHARED 02 972028 12919 D EL PASO CORP COM 28336L10 1 57 SH SHARED 05 57 D EL PASO CORP COM 28336L10 226 10996 SH SHARED 06 10996 D EL PASO CORP COM 28336L10 177 8600 SH SHARED 07 8600 D EL PASO CORP COM 28336L10 80 3888 SH SHARED 09 3888 D EL PASO CORP COM 28336L10 40561 1968065 SH SHARED 11 1143605 784300 40160 D EL PASO CORP COM 28336L10 109156 5296276 SH SHR/OTHR 11 5296276 D EL PASO ELEC CO COM NEW 28367785 18 1334 SH SHARED 1334 D EL PASO ELEC CO COM NEW 28367785 351 25400 SH SHARED 01 25400 D EL PASO ELEC CO COM NEW 28367785 825 59618 SH SHARED 02 59618 D EL PASO ENERGY PARTNERS L P COM 28368B10 18 585 SH SHARED 585 D EL PASO ENERGY PARTNERS L P COM 28368B10 223 7000 SH SHR/OTHR 01 7000 D EL PASO ENERGY PARTNERS L P COM 28368B10 775 24340 SH SHARED 02 7715 16625 D EL PASO ENERGY PARTNERS L P COM 28368B10 229 7200 SH SHARED 11 4000 3200 D EL PASO ENERGY PARTNERS L P COM 28368B10 6 200 SH SHR/OTHR 11 200 D ELAN FIN CORP LTD NOTE 12/1 284129AC 2736 6000000 PRN SHARED 6000000 D ELAN FIN CORP LTD NOTE 12/1 284129AC 1596 3500000 PRN SHARED 01 3500000 D ELAN FIN CORP LTD NOTE 12/1 284129AC 8664 19000000 PRN SHARED 02 19000000 D ELAN PLC ADR 28413120 265 48564 SH SHARED 48564 D ELAN PLC ADR 28413120 146 26754 SH SHARED 01 25304 1450 D ELAN PLC ADR 28413120 4420 808094 SH SHARED 02 796450 11644 D ELAN PLC ADR 28413120 8605 1573140 SH SHARED 05 1573140 D ELAN PLC ADR 28413120 1340 245108 SH SHARED 06 245108 D ELAN PLC ADR 28413120 37 6800 SH SHARED 11 800 6000 D ELCOR CORP COM 28444310 13 504 SH SHARED 504 D ELCOR CORP COM 28444310 875 32023 SH SHARED 01 29373 2650 D ELCOR CORP COM 28444310 138 5077 SH SHR/OTHR 01 5077 D ELCOR CORP COM 28444310 1175 42996 SH SHARED 02 42996 D ELDERTRUST COM SH BEN INT 28456010 302 38300 SH SHARED 02 8300 30000 D ELECTRO RENT CORP COM 28521810 4 378 SH SHARED 378 D ELECTRO RENT CORP COM 28521810 80 6200 SH SHARED 01 6200 D ELECTRO RENT CORP COM 28521810 157 12100 SH SHARED 02 12100 D ELECTRO RENT CORP COM 28521810 58 4520 SH SHARED 11 4520 D ELECTRO SCIENTIFIC INDS COM 28522910 17 716 SH SHARED 716 D ELECTRO SCIENTIFIC INDS COM 28522910 966 39756 SH SHARED 01 39756 D ELECTRO SCIENTIFIC INDS COM 28522910 38 1600 SH SHR/OTHR 01 1600 D ELECTRO SCIENTIFIC INDS COM 28522910 804 33126 SH SHARED 02 33126 D ELECTRO SCIENTIFIC INDS COM 28522910 98 4060 SH SHARED 11 4060 D ELECTROGLAS INC COM 28532410 145 14574 SH SHARED 14574 D ELECTROGLAS INC COM 28532410 310 31019 SH SHARED 01 31019 D ELECTROGLAS INC COM 28532410 258 25843 SH SHARED 02 25843 D ELECTRONIC ARTS INC COM 28551210 3907 59166 SH SHARED 57456 1710 D ELECTRONIC ARTS INC COM 28551210 11361 172010 SH SHARED 01 172010 D ELECTRONIC ARTS INC COM 28551210 14440 218625 SH SHARED 02 125559 93066 D ELECTRONIC ARTS INC COM 28551210 13305 201450 SH SHARED 03 51550 149900 D ELECTRONIC ARTS INC COM 28551210 8586 130000 SH SHARED 04 130000 D ELECTRONIC ARTS INC COM 28551210 15538 235252 SH SHARED 06 235252 D ELECTRONIC ARTS INC COM 28551210 148 2250 SH SHARED 07 2250 D ELECTRONIC ARTS INC COM 28551210 4610 69800 SH SHARED 09 69800 D ELECTRONIC ARTS INC COM 28551210 40309 610294 SH SHARED 11 606994 1900 1400 D ELECTRONIC ARTS INC COM 28551210 19961 302220 SH SHR/OTHR 11 302220 D ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB 64383 86770000 PRN SHARED 86770000 D ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB 7309 9851000 PRN SHARED 02 9851000 D ELECTRONIC DATA SYS NEW COM 28566110 95582 2572892 SH SHARED 2570904 1988 D ELECTRONIC DATA SYS NEW COM 28566110 77617 2089287 SH SHARED 01 2083924 5363 D ELECTRONIC DATA SYS NEW COM 28566110 1526 41102 SH SHR/OTHR 01 23930 17172 D ELECTRONIC DATA SYS NEW COM 28566110 27156 731006 SH SHARED 02 717452 13554 D ELECTRONIC DATA SYS NEW COM 28566110 15298 411800 SH SHARED 03 411800 D ELECTRONIC DATA SYS NEW COM 28566110 42748 1150700 SH SHARED 04 1150700 D ELECTRONIC DATA SYS NEW COM 28566110 11189 301201 SH SHARED 06 301201 D ELECTRONIC DATA SYS NEW COM 28566110 14066 378650 SH SHARED 07 378650 D ELECTRONIC DATA SYS NEW COM 28566110 1484 39958 SH SHARED 08 39958 D ELECTRONIC DATA SYS NEW COM 28566110 2154 58004 SH SHARED 09 58004 D ELECTRONIC DATA SYS NEW COM 28566110 88337 2377851 SH SHARED 11 1384696 827300 165855 D ELECTRONIC DATA SYS NEW COM 28566110 78274 2106985 SH SHR/OTHR 11 2106985 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 261 8929 SH SHARED 8929 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 460 15700 SH SHARED 01 15700 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 472 16129 SH SHARED 02 14530 1599 D ELECTRONICS FOR IMAGING INC COM 28608210 23 1462 SH SHARED 1462 D ELECTRONICS FOR IMAGING INC COM 28608210 806 50700 SH SHARED 01 50700 D ELECTRONICS FOR IMAGING INC COM 28608210 912 57329 SH SHARED 02 57329 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 104 20000 SH SHARED 01 20000 D ELIZABETH ARDEN INC COM 28660G10 175 10014 SH SHARED 10014 D ELIZABETH ARDEN INC COM 28660G10 469 26800 SH SHARED 01 23200 3600 D ELIZABETH ARDEN INC COM 28660G10 197 11300 SH SHARED 02 11300 D ELLSWORTH CONV GROWTH & INCO COM 28907410 7 900 SH SHARED 02 900 D ELRON ELECTR INDS LTD ORD 29016010 40 4885 SH SHARED 4885 D EMAGIN CORP COM 29076N10 507 1449276 SH SHARED 11 1449276 D EMBARCADERO TECHNOLOGIES INC COM 29078710 1 276 SH SHARED 276 D EMBARCADERO TECHNOLOGIES INC COM 29078710 107 17400 SH SHARED 01 17400 D EMBARCADERO TECHNOLOGIES INC COM 29078710 86 14037 SH SHARED 02 14037 D EMBARCADERO TECHNOLOGIES INC COM 29078710 2090 338200 SH SHARED 11 194437 7063 136700 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 4 600 SH SHARED 01 600 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 34 4796 SH SHARED 06 4796 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 207 29000 SH SHARED 10 29000 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 459 74100 SH SHR/OTHR 11 74100 D EMBREX INC COM 29081710 29 1420 SH SHARED 1420 D EMBREX INC COM 29081710 355 17000 SH SHARED 01 17000 D EMBREX INC COM 29081710 127 6100 SH SHARED 02 6100 D EMCOR GROUP INC COM 29084Q10 61 1051 SH SHARED 1051 D EMCOR GROUP INC COM 29084Q10 953 16250 SH SHARED 01 16250 D EMCOR GROUP INC COM 29084Q10 1134 19323 SH SHARED 02 19323 D EMCOR GROUP INC COM 29084Q10 4314 73500 SH SHARED 11 73500 D EMCORE CORP NOTE 5.000% 5/1 290846AB 8865 15000000 PRN SHARED 15000000 D EMCORE CORP COM 29084610 81 13637 SH SHARED 13637 D EMCORE CORP COM 29084610 118 19700 SH SHARED 01 19700 D EMCORE CORP COM 29084610 124 20800 SH SHARED 02 20800 D EMERGING MKTS TELECOMNC FD N COM 29089010 101 15000 SH SHR/OTHR 01 15000 D EMERGING MKTS TELECOMNC FD N COM 29089010 0 99 SH SHARED 02 99 D EMERGING MKTS TELECOMNC FD N COM 29089010 13 1998 SH SHARED 11 1998 D EMERGING MKTS TELECOMNC FD N COM 29089010 6 1031 SH SHR/OTHR 11 1031 D EMERSON ELEC CO COM 29101110 49507 925210 SH SHARED 925210 D EMERSON ELEC CO COM 29101110 107733 2013335 SH SHARED 01 1991913 1550 19872 D EMERSON ELEC CO COM 29101110 9827 183663 SH SHR/OTHR 01 119278 64385 D EMERSON ELEC CO COM 29101110 25551 477518 SH SHARED 02 463401 14117 D EMERSON ELEC CO COM 29101110 826 15454 SH SHARED 06 15454 D EMERSON ELEC CO COM 29101110 377 7050 SH SHARED 07 7050 D EMERSON ELEC CO COM 29101110 165 3094 SH SHARED 09 3094 D EMERSON ELEC CO COM 29101110 90541 1692043 SH SHARED 11 1269095 422948 D EMERSON ELEC CO COM 29101110 95256 1780171 SH SHR/OTHR 11 1780171 D EMEX CORP COM 29120610 0 344 SH SHARED 344 D EMEX CORP COM 29120610 20 29536 SH SHARED 02 12436 17100 D EMISPHERE TECHNOLOGIES INC COM 29134510 1 442 SH SHARED 442 D EMISPHERE TECHNOLOGIES INC COM 29134510 81 19537 SH SHARED 02 14937 4600 D EMISPHERE TECHNOLOGIES INC COM 29134510 8 2000 SH SHARED 11 2000 D EMMIS COMMUNICATIONS CORP CL A 29152510 1317 62154 SH SHARED 62154 D EMMIS COMMUNICATIONS CORP CL A 29152510 1017 48007 SH SHARED 01 48007 D EMMIS COMMUNICATIONS CORP CL A 29152510 1170 55225 SH SHARED 02 42775 12450 D EMMIS COMMUNICATIONS CORP CL A 29152510 2580 121800 SH SHARED 11 121800 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 5071 139340 SH SHARED 139340 D EMPIRE DIST ELEC CO COM 29164110 9 464 SH SHARED 464 D EMPIRE DIST ELEC CO COM 29164110 442 21600 SH SHARED 01 21600 D EMPIRE DIST ELEC CO COM 29164110 393 19200 SH SHARED 02 19200 D EMPIRE DIST ELEC CO COM 29164110 2365 115400 SH SHARED 06 115400 D EMPIRE DIST ELEC CO COM 29164110 4524 220700 SH SHARED 11 220700 D EMPIRE DIST ELEC CO COM 29164110 1529 74600 SH SHR/OTHR 11 74600 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 4 500 SH SHARED 500 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 11 1428 SH SHARED 01 1428 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 399 50000 SH SHARED 04 50000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 86 10800 SH SHARED 06 10800 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 513 64300 SH SHARED 10 64300 D EMPRESAS ICA SOCIEDAD CONTRL SDCV 5.000% 3/1 292448AC 25 40000 PRN SHARED 02 40000 D EMULEX CORP COM NEW 29247520 405 17991 SH SHARED 17991 D EMULEX CORP COM NEW 29247520 1746 77550 SH SHARED 01 75600 1950 D EMULEX CORP COM NEW 29247520 14 626 SH SHR/OTHR 01 626 D EMULEX CORP COM NEW 29247520 11484 509977 SH SHARED 02 509077 900 D EMULEX CORP COM NEW 29247520 4893 217300 SH SHARED 11 203300 14000 D EMULEX CORP COM NEW 29247520 577 25640 SH SHR/OTHR 11 25640 D ENBRIDGE INC COM 29250N10 28 900 SH SHARED 02 900 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 2833 63258 SH SHARED 02 2288 60970 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 118 2650 SH SHARED 11 450 2200 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 44 1000 SH SHR/OTHR 11 1000 D ENCANA CORP COM 29250510 3283 107308 SH SHARED 107308 D ENCANA CORP COM 29250510 110 3612 SH SHR/OTHR 01 3612 D ENCANA CORP COM 29250510 69 2273 SH SHARED 02 2000 273 D ENCANA CORP COM 29250510 1574 51440 SH SHARED 06 51440 D ENCANA CORP COM 29250510 1008 32951 SH SHARED 11 1333 31618 D ENCANA CORP COM 29250510 575 18808 SH SHR/OTHR 11 18808 D ENCHIRA BIOTECHNOLOGY CORP COM 29251Q10 0 71 SH SHARED 02 71 D ENCHIRA BIOTECHNOLOGY CORP COM 29251Q10 2 24330 SH SHARED 11 24330 D ENCOMPASS SVCS CORP COM 29255U10 0 1696 SH SHARED 1696 D ENCOMPASS SVCS CORP COM 29255U10 45 80000 SH SHARED 02 57000 23000 D ENCORE ACQUISITION CO COM 29255W10 4 242 SH SHARED 242 D ENCORE ACQUISITION CO COM 29255W10 96 5600 SH SHARED 01 5600 D ENCORE ACQUISITION CO COM 29255W10 220 12762 SH SHARED 02 7862 4900 D ENCORE WIRE CORP COM 29256210 6 426 SH SHARED 426 D ENCORE WIRE CORP COM 29256210 41 2900 SH SHARED 01 2900 D ENCORE WIRE CORP COM 29256210 165 11600 SH SHARED 02 11600 D ENDESA S A SPONSORED ADR 29258N10 90 6300 SH SHARED 02 6300 D ENDESA S A SPONSORED ADR 29258N10 4003 279580 SH SHARED 11 39554 240026 D ENDESA S A SPONSORED ADR 29258N10 1543 107755 SH SHR/OTHR 11 107755 D ENDWAVE CORP COM 29264A10 107 134850 SH SHARED 02 133850 1000 D ENDO PHARMACEUTICALS HLDGS I *W EXP 12/31/200 29264F11 0 700 SH SHARED 700 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 83 11970 SH SHARED 11970 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 3512 501800 SH SHARED 01 501800 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 127 18200 SH SHARED 02 18200 D ENDOCARE INC COM 29264P10 43 3266 SH SHARED 3266 D ENDOCARE INC COM 29264P10 582 44066 SH SHARED 01 18571 25495 D ENDOCARE INC COM 29264P10 26 1998 SH SHR/OTHR 01 1998 D ENDOCARE INC COM 29264P10 211 16000 SH SHARED 02 16000 D ENDOCARE INC COM 29264P10 1955 148000 SH SHARED 11 148000 D ENERGEN CORP COM 29265N10 112 4082 SH SHARED 4082 D ENERGEN CORP COM 29265N10 2387 86800 SH SHARED 01 86800 D ENERGEN CORP COM 29265N10 1239 45078 SH SHARED 02 45078 D ENERGY CONVERSION DEVICES IN COM 29265910 68 4346 SH SHARED 4346 D ENERGY CONVERSION DEVICES IN COM 29265910 295 18809 SH SHARED 01 18809 D ENERGY CONVERSION DEVICES IN COM 29265910 203 13000 SH SHARED 02 13000 D ENERGY CONVERSION DEVICES IN COM 29265910 262 16700 SH SHARED 04 16700 D ENERGY CONVERSION DEVICES IN COM 29265910 19 1250 SH SHARED 11 1200 50 D ENERGIS PLC SPONSORED ADR 29266H10 1 12510 SH SHARED 05 12510 D ENERGY EAST CORP COM 29266M10 79962 3538184 SH SHARED 3538184 D ENERGY EAST CORP COM 29266M10 2036 90107 SH SHARED 01 89727 380 D ENERGY EAST CORP COM 29266M10 15 672 SH SHR/OTHR 01 672 D ENERGY EAST CORP COM 29266M10 1809 80067 SH SHARED 02 77567 2500 D ENERGY EAST CORP COM 29266M10 427 18920 SH SHARED 11 14920 4000 D ENERGY EAST CORP COM 29266M10 27022 1195700 SH SHR/OTHR 11 1195700 D ENERGIZER HLDGS INC COM 29266R10 635 23189 SH SHARED 23189 D ENERGIZER HLDGS INC COM 29266R10 1725 62942 SH SHARED 01 62942 D ENERGIZER HLDGS INC COM 29266R10 79 2902 SH SHR/OTHR 01 1726 1176 D ENERGIZER HLDGS INC COM 29266R10 1914 69818 SH SHARED 02 69818 D ENERGIZER HLDGS INC COM 29266R10 24 900 SH SHARED 06 900 D ENERGIZER HLDGS INC COM 29266R10 145 5319 SH SHARED 11 3 5316 D ENERGIZER HLDGS INC COM 29266R10 124 4539 SH SHR/OTHR 11 4539 D ENERGY PARTNERS LTD COM 29270U10 5 608 SH SHARED 608 D ENERGY PARTNERS LTD COM 29270U10 116 12500 SH SHARED 01 12500 D ENERGY PARTNERS LTD COM 29270U10 190 20500 SH SHARED 02 20500 D ENERPLUS RES FD UNIT TR G NEW 29274D60 5 300 SH SHARED 02 300 D ENERPLUS RES FD UNIT TR G NEW 29274D60 159 8625 SH SHARED 11 8625 D ENERPLUS RES FD UNIT TR G NEW 29274D60 55 3000 SH SHR/OTHR 11 3000 D ENERSIS S A SPONSORED ADR 29274F10 149 25792 SH SHARED 25792 D ENERSIS S A SPONSORED ADR 29274F10 8 1513 SH SHARED 01 1513 D ENERSIS S A SPONSORED ADR 29274F10 23 4000 SH SHR/OTHR 01 4000 D ENERSIS S A SPONSORED ADR 29274F10 46 7956 SH SHARED 06 7956 D ENERSIS S A SPONSORED ADR 29274F10 293 50764 SH SHARED 10 50764 D ENGAGE INC COM 29282710 0 2947 SH SHARED 2947 D ENGAGE INC COM 29282710 13 148600 SH SHARED 02 118600 30000 D ENGELHARD CORP COM 29284510 8796 310599 SH SHARED 310599 D ENGELHARD CORP COM 29284510 13980 493676 SH SHARED 01 493676 D ENGELHARD CORP COM 29284510 3516 124153 SH SHARED 02 124153 D ENGELHARD CORP COM 29284510 2237 79000 SH SHARED 05 79000 D ENGELHARD CORP COM 29284510 1379 48707 SH SHARED 06 48707 D ENGELHARD CORP COM 29284510 182 6439 SH SHARED 07 6439 D ENGELHARD CORP COM 29284510 22820 805814 SH SHARED 11 116214 689600 D ENGELHARD CORP COM 29284510 103 3646 SH SHR/OTHR 11 3646 D ENGINEERED SUPPORT SYS INC COM 29286610 8 160 SH SHARED 160 D ENGINEERED SUPPORT SYS INC COM 29286610 4334 82875 SH SHARED 01 82875 D ENGINEERED SUPPORT SYS INC COM 29286610 393 7516 SH SHARED 02 7516 D ENGINEERED SUPPORT SYS INC COM 29286610 73 1410 SH SHARED 11 1410 D ENDOCARDIAL SOLUTIONS INC COM 29296210 88 11600 SH SHARED 02 11600 D ENERGYSOUTH INC COM 29297010 112 3500 SH SHARED 02 3500 D ENERGYSOUTH INC COM 29297010 46 1453 SH SHR/OTHR 11 1453 D ENESCO GROUP INC COM 29297310 37 4327 SH SHARED 02 4327 D ENESCO GROUP INC COM 29297310 48 5567 SH SHARED 11 5567 D ENNIS BUSINESS FORMS INC COM 29338910 6329 485000 SH SHARED 485000 D ENNIS BUSINESS FORMS INC COM 29338910 23 1800 SH SHARED 01 1800 D ENNIS BUSINESS FORMS INC COM 29338910 178 13700 SH SHARED 02 13700 D ENPRO INDS INC COM 29355X10 11 2226 SH SHARED 2226 D ENPRO INDS INC COM 29355X10 8 1539 SH SHARED 01 119 1420 D ENPRO INDS INC COM 29355X10 0 165 SH SHR/OTHR 01 165 D ENPRO INDS INC COM 29355X10 17 3384 SH SHARED 02 754 2630 D ENPRO INDS INC COM 29355X10 0 20 SH SHARED 05 20 D ENPRO INDS INC COM 29355X10 2 520 SH SHARED 11 520 D ENPRO INDS INC COM 29355X10 0 100 SH SHR/OTHR 11 100 D ENTEGRIS INC COM 29362U10 20 1424 SH SHARED 1424 D ENTEGRIS INC COM 29362U10 1462 100200 SH SHARED 01 100200 D ENTEGRIS INC COM 29362U10 655 44870 SH SHARED 02 44870 D ENTERASYS NETWORKS INC COM 29363710 50 28602 SH SHARED 28602 D ENTERASYS NETWORKS INC COM 29363710 114 64050 SH SHARED 01 64050 D ENTERASYS NETWORKS INC COM 29363710 510 286747 SH SHARED 02 286347 400 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 1522 33177 SH SHARED 33177 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 822 17929 SH SHARED 01 17929 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 3588 78191 SH SHARED 02 53466 24725 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 6499 141600 SH SHARED 11 141600 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 197 4300 SH SHR/OTHR 11 4300 D ENTERGY CORP NEW COM 29364G10 48286 1137748 SH SHARED 1137248 500 D ENTERGY CORP NEW COM 29364G10 50840 1197938 SH SHARED 01 1120083 2500 75355 D ENTERGY CORP NEW COM 29364G10 802 18916 SH SHR/OTHR 01 2525 16391 D ENTERGY CORP NEW COM 29364G10 7420 174835 SH SHARED 02 173530 1305 D ENTERGY CORP NEW COM 29364G10 101 2385 SH SHARED 06 2385 D ENTERGY CORP NEW COM 29364G10 114 2700 SH SHARED 07 2700 D ENTERGY CORP NEW COM 29364G10 73 1732 SH SHARED 09 1732 D ENTERGY CORP NEW COM 29364G10 6144 144791 SH SHARED 11 132910 11881 D ENTERGY CORP NEW COM 29364G10 430 10137 SH SHR/OTHR 11 10137 D ENTERPRISE OIL PLC SPONSORED ADR 29377930 211 6400 SH SHARED 05 6400 D ENTERPRISE PRODS PARTNERS L COM 29379210 91 5600 SH SHARED 5600 D ENTERPRISE PRODS PARTNERS L COM 29379210 378 23320 SH SHARED 02 23320 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 25 1034 SH SHARED 1034 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 162 6575 SH SHARED 01 6575 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 362 14700 SH SHARED 02 14700 D ENTREMED INC COM 29382F10 4 1548 SH SHARED 448 1100 D ENTREMED INC COM 29382F10 30 10000 SH SHR/OTHR 01 10000 D ENTREMED INC COM 29382F10 73 24007 SH SHARED 02 18557 5450 D ENTREMED INC COM 29382F10 37 12150 SH SHARED 11 12150 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 166 13614 SH SHARED 13614 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 80 6603 SH SHARED 01 6603 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 147 12000 SH SHARED 02 12000 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 3338 272500 SH SHARED 04 272500 D ENTRADA NETWORKS INC COM NEW 29382Y10 0 150 SH SHARED 150 D ENTRADA NETWORKS INC COM NEW 29382Y10 0 500 SH SHARED 01 500 D ENTRADA NETWORKS INC COM NEW 29382Y10 0 3 SH SHARED 02 3 D ENTRUST INC COM 29384810 92 34080 SH SHARED 34080 D ENTRUST INC COM 29384810 112 41200 SH SHARED 01 41200 D ENTRUST INC COM 29384810 370 136200 SH SHARED 02 136200 D ENZON INC NOTE 4.500% 7/0 293904AB 3615 5000000 PRN SHARED 02 5000000 D ENZON INC COM 29390410 178 7237 SH SHARED 7237 D ENZON INC COM 29390410 705 28650 SH SHARED 01 28650 D ENZON INC COM 29390410 2009 81673 SH SHARED 02 81673 D ENZON INC COM 29390410 33636 1366800 SH SHARED 04 1366800 D ENZON INC COM 29390410 2030 82500 SH SHARED 11 67300 15200 D ENZON INC COM 29390410 442 18000 SH SHR/OTHR 11 18000 D EPCOS AG ADR 29410P10 121 3692 SH SHARED 3692 D EPCOS AG ADR 29410P10 300 9145 SH SHARED 02 9145 D ENZO BIOCHEM INC COM 29410010 9 629 SH SHARED 629 D ENZO BIOCHEM INC COM 29410010 176 12294 SH SHARED 01 12294 D ENZO BIOCHEM INC COM 29410010 417 29101 SH SHARED 02 29101 D ENZO BIOCHEM INC COM 29410010 19 1346 SH SHARED 11 1346 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 66 14271 SH SHARED 14271 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 18 4000 SH SHR/OTHR 01 4000 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 51 11100 SH SHARED 02 8600 2500 D EON LABS INC COM 29412E10 24 1400 SH SHARED 01 1400 D EON LABS INC COM 29412E10 147 8300 SH SHARED 02 8300 D EPIMMUNE INC COM 29425Y10 11 6911 SH SHARED 02 6911 D EPICEDGE INC COM 29426X10 0 500 SH SHARED 500 D EPICEDGE INC COM 29426X10 0 5012 SH SHARED 02 5012 D EPLUS INC COM 29426810 12 1800 SH SHARED 01 1800 D EPRESENCE INC COM 29434810 26 7153 SH SHARED 02 7153 D EPRESENCE INC COM 29434810 6 1702 SH SHARED 11 1702 D EQUANT N V NY REG SHS 29440910 1296 213238 SH SHARED 05 213238 D EQUIFAX INC COM 29442910 8480 314100 SH SHARED 314100 D EQUIFAX INC COM 29442910 20381 754858 SH SHARED 01 739058 500 15300 D EQUIFAX INC COM 29442910 1761 65258 SH SHR/OTHR 01 50458 14800 D EQUIFAX INC COM 29442910 2311 85608 SH SHARED 02 83958 1650 D EQUIFAX INC COM 29442910 33 1250 SH SHARED 07 1250 D EQUIFAX INC COM 29442910 58541 2168200 SH SHARED 11 1945680 222520 D EQUIFAX INC COM 29442910 1390 51493 SH SHR/OTHR 11 51493 D EQUITABLE RES INC COM 29454910 3909 113981 SH SHARED 113981 D EQUITABLE RES INC COM 29454910 1995 58181 SH SHARED 01 58081 100 D EQUITABLE RES INC COM 29454910 824 24024 SH SHR/OTHR 01 8550 15474 D EQUITABLE RES INC COM 29454910 1563 45593 SH SHARED 02 45593 D EQUITABLE RES INC COM 29454910 192 5600 SH SHARED 06 5600 D EQUITABLE RES INC COM 29454910 3862 112600 SH SHARED 11 112600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 93 1100 SH SHARED 01 800 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 25 300 SH SHARED 02 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 123 1450 SH SHARED 11 950 500 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 255 3000 SH SHR/OTHR 11 3000 D EQUITY INNS INC COM 29470310 22 2822 SH SHARED 2822 D EQUITY INNS INC COM 29470310 122 15200 SH SHARED 01 15200 D EQUITY INNS INC COM 29470310 737 91600 SH SHARED 02 91600 D EQUITY OFFICE PROPERTIES TRU COM 29474110 27249 905314 SH SHARED 902718 2596 D EQUITY OFFICE PROPERTIES TRU COM 29474110 57794 1920089 SH SHARED 01 1920089 D EQUITY OFFICE PROPERTIES TRU COM 29474110 10 350 SH SHR/OTHR 01 350 D EQUITY OFFICE PROPERTIES TRU COM 29474110 7207 239440 SH SHARED 02 235831 3609 D EQUITY OFFICE PROPERTIES TRU COM 29474110 300 9998 SH SHARED 06 9998 D EQUITY OFFICE PROPERTIES TRU COM 29474110 150 5000 SH SHARED 07 5000 D EQUITY OFFICE PROPERTIES TRU COM 29474110 112 3750 SH SHARED 09 3750 D EQUITY OFFICE PROPERTIES TRU COM 29474110 10508 349108 SH SHARED 11 294033 55075 D EQUITY OFFICE PROPERTIES TRU COM 29474110 3012 100089 SH SHR/OTHR 11 100089 D EQUITY OFFICE PROPERTIES TRU COM 29474110 78724 2615447 SH SHARED 12 2615447 D EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 29474150 6840 150000 SH SHARED 150000 D EQUITY ONE COM 29475210 0 52 SH SHARED 52 D EQUITY ONE COM 29475210 1 100 SH SHARED 01 100 D EQUITY ONE COM 29475210 104 7450 SH SHARED 02 6650 800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 17941 624058 SH SHARED 624058 D EQUITY RESIDENTIAL SH BEN INT 29476L10 35586 1237789 SH SHARED 01 1224289 13500 D EQUITY RESIDENTIAL SH BEN INT 29476L10 440 15310 SH SHR/OTHR 01 7860 7450 D EQUITY RESIDENTIAL SH BEN INT 29476L10 5890 204896 SH SHARED 02 165283 39613 D EQUITY RESIDENTIAL SH BEN INT 29476L10 32 1123 SH SHARED 06 1123 D EQUITY RESIDENTIAL SH BEN INT 29476L10 66 2300 SH SHARED 07 2300 D EQUITY RESIDENTIAL SH BEN INT 29476L10 93 3261 SH SHARED 09 3261 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1214 42230 SH SHARED 11 10390 31840 D EQUITY RESIDENTIAL SH BEN INT 29476L10 63038 2192657 SH SHR/OTHR 11 2192657 D EQUITY RESIDENTIAL SH BEN INT 29476L10 78156 2718488 SH SHARED 12 2718488 D EQUITY RESIDENTIAL PFD CV 1/10 G 29476L85 4736 189100 SH SHARED 189100 D EQUITY RESIDENTIAL PFD CV 1/10 G 29476L85 385 15400 SH SHARED 02 15400 D EQUUS II INC COM 29476610 82 11110 SH SHARED 02 11110 D ERESEARCHTECHNOLOGY INC COM 29481V10 397 15700 SH SHARED 01 15700 D ERESEARCHTECHNOLOGY INC COM 29481V10 116 4600 SH SHARED 02 4600 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 916 636448 SH SHARED 612848 23600 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 124 86112 SH SHARED 01 8612 77500 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 37 26000 SH SHR/OTHR 01 8000 18000 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 572 397849 SH SHARED 02 344399 53450 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 228 158688 SH SHARED 11 18000 140688 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 131 91580 SH SHR/OTHR 11 91580 D ERIE INDTY CO CL A 29530P10 607 14993 SH SHARED 01 14993 D ERIE INDTY CO CL A 29530P10 309 7650 SH SHARED 02 7650 D ESCALADE INC COM 29605610 820 35880 SH SHARED 01 35880 D ESCALADE INC COM 29605610 68 3000 SH SHARED 02 3000 D ESCO TECHNOLOGIES INC COM 29631510 7 210 SH SHARED 210 D ESCO TECHNOLOGIES INC COM 29631510 2357 67367 SH SHARED 01 58519 8848 D ESCO TECHNOLOGIES INC COM 29631510 360 10300 SH SHARED 02 10300 D ESCO TECHNOLOGIES INC COM 29631510 67 1935 SH SHARED 11 1710 225 D ESPERION THERAPEUTICS INC COM 29664R10 5 1069 SH SHARED 1069 D ESPERION THERAPEUTICS INC COM 29664R10 74 13800 SH SHARED 01 13800 D ESPERION THERAPEUTICS INC COM 29664R10 137 25300 SH SHARED 02 25300 D ESPERION THERAPEUTICS INC COM 29664R10 1086 200000 SH SHARED 07 200000 D ESPEED INC CL A 29664310 71 6510 SH SHARED 6510 D ESPEED INC CL A 29664310 690 63300 SH SHARED 01 63300 D ESPEED INC CL A 29664310 517 47417 SH SHARED 02 47417 D ESPEED INC CL A 29664310 68 6320 SH SHARED 11 6320 D ESSENTIAL THERAPEUTICS INC COM 29669A10 24 14200 SH SHARED 02 14200 D ESSEX PPTY TR INC COM 29717810 21 384 SH SHARED 384 D ESSEX PPTY TR INC COM 29717810 3287 60100 SH SHARED 01 60100 D ESSEX PPTY TR INC COM 29717810 1059 19369 SH SHARED 02 19369 D ESSEX PPTY TR INC COM 29717810 650 11900 SH SHR/OTHR 11 11900 D ESSEX PPTY TR INC COM 29717810 50151 916838 SH SHARED 12 916838 D ESTERLINE TECHNOLOGIES CORP COM 29742510 14 650 SH SHARED 650 D ESTERLINE TECHNOLOGIES CORP COM 29742510 181 8000 SH SHARED 01 8000 D ESTERLINE TECHNOLOGIES CORP COM 29742510 559 24645 SH SHARED 02 24645 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 12 272 SH SHARED 01 272 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 916 19666 SH SHARED 02 19666 D ETHAN ALLEN INTERIORS INC COM 29760210 772 22174 SH SHARED 01 22174 D ETHAN ALLEN INTERIORS INC COM 29760210 1188 34115 SH SHARED 02 32679 1436 D ETHAN ALLEN INTERIORS INC COM 29760210 20 600 SH SHARED 11 600 D ETHYL CORP COM 29765910 0 1000 SH SHARED 02 1000 D ETHYL CORP COM 29765910 1 1800 SH SHARED 11 1800 D EUNIVERSE INC COM 29841210 25 4100 SH SHARED 01 4100 D EUNIVERSE INC COM 29841210 62 10100 SH SHARED 02 10100 D EURONET WORLDWIDE INC COM 29873610 777 48620 SH SHARED 48620 D EURONET WORLDWIDE INC COM 29873610 503 31500 SH SHARED 01 19300 12200 D EURONET WORLDWIDE INC COM 29873610 191 12000 SH SHARED 02 12000 D EUROPE FD INC COM 29874M10 59 6000 SH SHARED 01 6000 D EUROPE FD INC COM 29874M10 79 8100 SH SHARED 02 8100 D EVERGREEN RES INC NOTE 4.750%12/1 299900AB 1075 1000000 PRN SHARED 1000000 D EVERGREEN RES INC COM NO PAR 29990030 17 400 SH SHARED 400 D EVERGREEN RES INC COM NO PAR 29990030 762 17936 SH SHARED 01 17936 D EVERGREEN RES INC COM NO PAR 29990030 970 22846 SH SHARED 02 22346 500 D EVERGREEN RES INC COM NO PAR 29990030 1228 28900 SH SHARED 06 28900 D EVERGREEN RES INC COM NO PAR 29990030 1887 44400 SH SHARED 11 44400 D EVERGREEN RES INC COM NO PAR 29990030 629 14800 SH SHR/OTHR 11 14800 D EVOLVE SOFTWARE INC COM 30049P10 0 850 SH SHARED 02 500 350 D EXACT SCIENCES CORP COM 30063P10 0 56 SH SHARED 56 D EXACT SCIENCES CORP COM 30063P10 140 8800 SH SHARED 01 8800 D EXACT SCIENCES CORP COM 30063P10 170 10700 SH SHARED 02 9700 1000 D EXAR CORP COM 30064510 20 1038 SH SHARED 1038 D EXAR CORP COM 30064510 863 43782 SH SHARED 01 43782 D EXAR CORP COM 30064510 18 957 SH SHR/OTHR 01 957 D EXAR CORP COM 30064510 1394 70704 SH SHARED 02 70704 D EXAR CORP COM 30064510 12 630 SH SHARED 11 630 D EXCEL TECHNOLOGY INC COM 30067T10 15 754 SH SHARED 754 D EXCEL TECHNOLOGY INC COM 30067T10 265 12664 SH SHARED 01 12664 D EXCEL TECHNOLOGY INC COM 30067T10 159 7600 SH SHARED 02 7600 D EXCELON CORP COM 30069110 4 4700 SH SHARED 02 4700 D EXE TECHNOLOGIES INC COM 30150410 3 2806 SH SHARED 2806 D EXE TECHNOLOGIES INC COM 30150410 64 57900 SH SHARED 02 27500 30400 D EXELON CORP COM 30161N10 38512 736375 SH SHARED 736375 D EXELON CORP COM 30161N10 75969 1452570 SH SHARED 01 1450170 2400 D EXELON CORP COM 30161N10 236 4517 SH SHR/OTHR 01 2637 1880 D EXELON CORP COM 30161N10 12257 234365 SH SHARED 02 233325 1040 D EXELON CORP COM 30161N10 23038 440500 SH SHARED 03 440500 D EXELON CORP COM 30161N10 359 6877 SH SHARED 06 6877 D EXELON CORP COM 30161N10 427 8177 SH SHARED 07 8177 D EXELON CORP COM 30161N10 166 3190 SH SHARED 09 3190 D EXELON CORP COM 30161N10 47072 900053 SH SHARED 11 307143 455637 137273 D EXELON CORP COM 30161N10 124956 2389219 SH SHR/OTHR 11 2389219 D EXELIXIS INC COM 30161Q10 7 958 SH SHARED 958 D EXELIXIS INC COM 30161Q10 98 13100 SH SHARED 01 13100 D EXELIXIS INC COM 30161Q10 311 41342 SH SHARED 02 41342 D EXELIXIS INC COM 30161Q10 17966 2386000 SH SHARED 04 2386000 D EXEGENICS INC COM 30161010 5 7200 SH SHARED 11 7200 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 132 58730 SH SHARED 58730 D EXPEDIA INC CL A 30212510 309 5219 SH SHARED 5219 D EXPEDIA INC CL A 30212510 2513 42400 SH SHARED 01 42400 D EXPEDIA INC CL A 30212510 1715 28926 SH SHARED 02 28826 100 D EXPEDIA INC CL A 30212510 3587 60500 SH SHARED 04 60500 D EXPEDIA INC CL A 30212510 68 1156 SH SHARED 07 1156 D EXPEDIA INC CL A 30212510 284 4800 SH SHR/OTHR 11 4800 D EXPEDIA INC *W EXP 02/04/200 30212512 234 8100 SH SHARED 8100 D EXPEDIA INC *W EXP 02/04/200 30212512 6 229 SH SHARED 02 229 D EXPEDIA INC *W EXP 02/04/200 30212512 20 710 SH SHR/OTHR 11 710 D EXPEDITORS INTL WASH INC COM 30213010 13 400 SH SHARED 400 D EXPEDITORS INTL WASH INC COM 30213010 2576 77700 SH SHARED 01 77700 D EXPEDITORS INTL WASH INC COM 30213010 2253 67973 SH SHARED 02 67973 D EXPEDITORS INTL WASH INC COM 30213010 93 2820 SH SHARED 07 2820 D EXPEDITORS INTL WASH INC COM 30213010 14277 430556 SH SHARED 11 245468 7688 177400 D EXPLORATION CO COM NEW 30213320 35 5300 SH SHARED 01 5300 D EXPLORATION CO COM NEW 30213320 88 13100 SH SHARED 02 13100 D EXPONENT INC COM 30214U10 544 42200 SH SHARED 01 42200 D EXPRESSJET HOLDINGS INC CL A 30218U10 73 5600 SH SHARED 01 5600 D EXPRESSJET HOLDINGS INC CL A 30218U10 330 25300 SH SHARED 02 25300 D EXPRESS SCRIPTS INC COM 30218210 1595 31834 SH SHARED 31834 D EXPRESS SCRIPTS INC COM 30218210 2458 49071 SH SHARED 01 49071 D EXPRESS SCRIPTS INC COM 30218210 3553 70912 SH SHARED 02 70912 D EXPRESS SCRIPTS INC COM 30218210 1002 20000 SH SHARED 07 20000 D EXPRESS SCRIPTS INC COM 30218210 185 3700 SH SHARED 11 1100 2600 D EXPRESS SCRIPTS INC COM 30218210 2468 49260 SH SHR/OTHR 11 49260 D EXTENDED STAY AMER INC COM 30224P10 311 19200 SH SHARED 19200 D EXTENDED STAY AMER INC COM 30224P10 1167 71967 SH SHARED 01 71967 D EXTENDED STAY AMER INC COM 30224P10 970 59835 SH SHARED 02 59835 D EXTENSITY INC COM 30225510 0 366 SH SHARED 366 D EXTENSITY INC COM 30225510 176 163166 SH SHARED 02 146666 16500 D EXTREME NETWORKS INC COM 30226D10 291 28902 SH SHARED 28302 600 D EXTREME NETWORKS INC COM 30226D10 829 82200 SH SHARED 01 81200 1000 D EXTREME NETWORKS INC COM 30226D10 899 89186 SH SHARED 02 89186 D EXTREME NETWORKS INC COM 30226D10 621 61560 SH SHR/OTHR 11 61560 D EXULT INC DEL COM 30228410 71 11074 SH SHARED 11074 D EXULT INC DEL COM 30228410 161 24800 SH SHARED 01 24800 D EXULT INC DEL COM 30228410 337 51927 SH SHARED 02 51927 D EXXON MOBIL CORP COM 30231G10 3439 84045 SH SHARED 84045 D EXXON MOBIL CORP COM 30231G10 913604 22326596 SH SHARED 20559137 1767459 D EXXON MOBIL CORP COM 30231G10 1415390 34589218 SH SHARED 01 33223279 157640 1208299 D EXXON MOBIL CORP COM 30231G10 118669 2900026 SH SHR/OTHR 01 1806189 1093837 D EXXON MOBIL CORP COM 30231G10 165501 4044502 SH SHARED 02 3909656 134846 D EXXON MOBIL CORP COM 30231G10 69788 1705490 SH SHARED 03 289962 1415528 D EXXON MOBIL CORP COM 30231G10 150019 3666170 SH SHARED 04 3666170 D EXXON MOBIL CORP COM 30231G10 81 2000 SH SHARED 05 2000 D EXXON MOBIL CORP COM 30231G10 263728 6444966 SH SHARED 06 6444966 D EXXON MOBIL CORP COM 30231G10 19959 487767 SH SHARED 07 487767 D EXXON MOBIL CORP COM 30231G10 26144 638909 SH SHARED 08 638909 D EXXON MOBIL CORP COM 30231G10 15262 372982 SH SHARED 09 372982 D EXXON MOBIL CORP COM 30231G10 6461 157900 SH SHARED 10 157900 D EXXON MOBIL CORP COM 30231G10 804664 19664339 SH SHARED 11 6869884 7242882 5551573 D EXXON MOBIL CORP COM 30231G10 197873 4835611 SH SHR/OTHR 11 4835611 D F&M BANCORP MD COM 30236710 10 304 SH SHARED 304 D F&M BANCORP MD COM 30236710 122 3477 SH SHARED 01 3477 D F&M BANCORP MD COM 30236710 395 11207 SH SHARED 02 11207 D FBL FINL GROUP INC CL A 30239F10 6 280 SH SHARED 280 D FBL FINL GROUP INC CL A 30239F10 217 9805 SH SHARED 01 9805 D FBL FINL GROUP INC CL A 30239F10 221 10000 SH SHARED 02 10000 D F A O INC COM 30240S10 41 5200 SH SHARED 01 5200 D F A O INC COM 30240S10 166 21000 SH SHARED 02 14000 7000 D FBR ASSET INVT CORP COM 30241E30 16675 500000 SH SHARED 500000 D FBR ASSET INVT CORP COM 30241E30 350 10500 SH SHARED 01 10500 D FBR ASSET INVT CORP COM 30241E30 601 18050 SH SHARED 02 17300 750 D FEI CO NOTE 5.500% 8/1 30241LAB 1323 1500000 PRN SHARED 02 1500000 D FEI CO COM 30241L10 367 15006 SH SHARED 15006 D FEI CO COM 30241L10 762 31102 SH SHARED 01 31102 D FEI CO COM 30241L10 993 40538 SH SHARED 02 40538 D FLIR SYS INC COM 30244510 120 2882 SH SHARED 2882 D FLIR SYS INC COM 30244510 3395 80900 SH SHARED 01 80900 D FLIR SYS INC COM 30244510 1474 35128 SH SHARED 02 20128 15000 D FLIR SYS INC COM 30244510 36 860 SH SHARED 11 860 D FMC TECHNOLOGIES INC COM 30249U10 60 2900 SH SHARED 2900 D FMC TECHNOLOGIES INC COM 30249U10 527 25423 SH SHARED 25423 D FMC TECHNOLOGIES INC COM 30249U10 2789 134349 SH SHARED 01 134349 D FMC TECHNOLOGIES INC COM 30249U10 978 47117 SH SHARED 02 47117 D FMC TECHNOLOGIES INC COM 30249U10 1202 57900 SH SHARED 06 57900 D FMC TECHNOLOGIES INC COM 30249U10 17976 865900 SH SHARED 11 865900 D F M C CORP COM NEW 30249130 1299 43059 SH SHARED 43059 D F M C CORP COM NEW 30249130 1060 35156 SH SHARED 01 35156 D F M C CORP COM NEW 30249130 1212 40198 SH SHARED 02 40198 D F N B CORP N C COM 30251910 8 500 SH SHARED 02 500 D FNB CORP PA COM 30252010 277 10118 SH SHARED 10118 D FNB CORP PA COM 30252010 823 29994 SH SHARED 01 29994 D FNB CORP PA COM 30252010 908 33102 SH SHARED 02 33102 D FNB CORP PA COM 30252010 137 4996 SH SHARED 11 243 4753 D FNB FINANCIAL SERVICES CORP COM 30252610 13 800 SH SHARED 02 800 D FPIC INS GROUP INC COM 30256310 49 3300 SH SHARED 01 3300 D FPIC INS GROUP INC COM 30256310 111 7400 SH SHARED 02 7400 D FPIC INS GROUP INC COM 30256310 1763 117200 SH SHARED 06 117200 D FPIC INS GROUP INC COM 30256310 3110 206700 SH SHARED 11 206700 D FPIC INS GROUP INC COM 30256310 1246 82800 SH SHR/OTHR 11 82800 D FPL GROUP INC COM 30257110 27741 462441 SH SHARED 462441 D FPL GROUP INC COM 30257110 52749 879313 SH SHARED 01 861619 800 16894 D FPL GROUP INC COM 30257110 1348 22472 SH SHR/OTHR 01 10764 11708 D FPL GROUP INC COM 30257110 7016 116959 SH SHARED 02 114059 2900 D FPL GROUP INC COM 30257110 54515 908747 SH SHARED 06 908747 D FPL GROUP INC COM 30257110 2117 35300 SH SHARED 07 35300 D FPL GROUP INC COM 30257110 1919 32000 SH SHARED 08 32000 D FPL GROUP INC COM 30257110 107 1791 SH SHARED 09 1791 D FPL GROUP INC COM 30257110 791 13200 SH SHARED 10 13200 D FPL GROUP INC COM 30257110 55262 921188 SH SHARED 11 301889 544660 74639 D FPL GROUP INC COM 30257110 27933 465637 SH SHR/OTHR 11 465637 D FSI INTL INC COM 30263310 5 670 SH SHARED 670 D FSI INTL INC COM 30263310 272 36441 SH SHARED 01 36441 D FSI INTL INC COM 30263310 170 22800 SH SHARED 02 22800 D FTD COM INC CL A 30265F10 0 200 SH SHARED 200 D FTD COM INC CL A 30265F10 0 1100 SH SHARED 01 1100 D FTD COM INC CL A 30265F10 0 9407 SH SHARED 02 9407 D F N B CORP VA COM 30293010 9 300 SH SHARED 01 300 D F N B CORP VA COM 30293010 149 4900 SH SHARED 02 4900 D FTI CONSULTING INC COM 30294110 65 1883 SH SHARED 1883 D FTI CONSULTING INC COM 30294110 4899 139950 SH SHARED 01 139950 D FTI CONSULTING INC COM 30294110 562 16066 SH SHARED 02 16066 D FACTORY 2-U INC COM 30307210 4 338 SH SHARED 338 D FACTORY 2-U INC COM 30307210 96 6983 SH SHARED 01 6983 D FACTORY 2-U INC COM 30307210 211 15285 SH SHARED 02 15285 D FACTSET RESH SYS INC COM 30307510 16 562 SH SHARED 562 D FACTSET RESH SYS INC COM 30307510 244 8200 SH SHARED 01 8200 D FACTSET RESH SYS INC COM 30307510 1051 35325 SH SHARED 02 35325 D FACTSET RESH SYS INC COM 30307510 5 200 SH SHARED 11 200 D FAIR ISAAC & CO INC COM 30325010 32 987 SH SHARED 987 D FAIR ISAAC & CO INC COM 30325010 850 25862 SH SHARED 01 25225 637 D FAIR ISAAC & CO INC COM 30325010 14 442 SH SHR/OTHR 01 442 D FAIR ISAAC & CO INC COM 30325010 1336 40653 SH SHARED 02 40653 D FAIR ISAAC & CO INC COM 30325010 8 270 SH SHARED 11 270 D FAIRCHILD CORP CL A 30369810 1 338 SH SHARED 338 D FAIRCHILD CORP CL A 30369810 55 17500 SH SHARED 02 11400 6100 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 7175 295287 SH SHARED 295287 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 1963 80800 SH SHARED 01 80800 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 2916 120024 SH SHARED 02 112874 7150 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 6181 254400 SH SHARED 11 254400 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 696 28670 SH SHR/OTHR 11 28670 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 1088 997000 PRN SHARED 02 997000 D FAIRMARKET INC COM 30515810 60 44100 SH SHARED 02 44100 D FAIRMONT HOTELS RESORTS INC COM 30520410 238 9246 SH SHARED 9246 D FAIRMONT HOTELS RESORTS INC COM 30520410 14 562 SH SHR/OTHR 01 562 D FAIRMONT HOTELS RESORTS INC COM 30520410 2 100 SH SHARED 02 100 D FAIRMONT HOTELS RESORTS INC COM 30520410 150 5841 SH SHARED 06 5841 D FAIRMONT HOTELS RESORTS INC COM 30520410 161 6262 SH SHARED 11 325 5937 D FAIRMONT HOTELS RESORTS INC COM 30520410 149 5800 SH SHR/OTHR 11 5800 D FALCONSTOR SOFTWARE INC COM 30613710 49 11589 SH SHARED 11589 D FALCONSTOR SOFTWARE INC COM 30613710 115 27233 SH SHARED 01 27233 D FALCONSTOR SOFTWARE INC COM 30613710 186 44200 SH SHARED 02 44200 D FALMOUTH BANCORP INC COM 30675410 11 400 SH SHARED 400 D FAMILY DLR STORES INC COM 30700010 14316 406142 SH SHARED 405736 406 D FAMILY DLR STORES INC COM 30700010 21571 611959 SH SHARED 01 611959 D FAMILY DLR STORES INC COM 30700010 4015 113924 SH SHARED 02 99459 14465 D FAMILY DLR STORES INC COM 30700010 18418 522500 SH SHARED 03 74160 448340 D FAMILY DLR STORES INC COM 30700010 14095 399868 SH SHARED 06 399868 D FAMILY DLR STORES INC COM 30700010 91 2606 SH SHARED 07 2606 D FAMILY DLR STORES INC COM 30700010 5914 167800 SH SHARED 09 167800 D FAMILY DLR STORES INC COM 30700010 920 26100 SH SHARED 11 26100 D FAMILY DLR STORES INC COM 30700010 895 25409 SH SHR/OTHR 11 25409 D FAMOUS DAVES AMER INC COM 30706810 19 2505 SH SHARED 2505 D FANSTEEL INC DEL COM 30726010 0 724 SH SHARED 11 724 D FARMER BROS CO COM 30767510 72 200 SH SHARED 01 200 D FARMER BROS CO COM 30767510 290 800 SH SHARED 02 800 D FARMERS CAP BK CORP COM 30956210 8 248 SH SHARED 248 D FARMERS CAP BK CORP COM 30956210 77 2200 SH SHARED 01 2200 D FARMERS CAP BK CORP COM 30956210 215 6100 SH SHARED 02 6100 D FASTENAL CO COM 31190010 914 23745 SH SHARED 23745 D FASTENAL CO COM 31190010 2067 53700 SH SHARED 01 53700 D FASTENAL CO COM 31190010 2675 69477 SH SHARED 02 69477 D FASTENAL CO COM 31190010 859 22325 SH SHARED 06 22325 D FEDDERS CORP COM NEW 31313550 2 796 SH SHARED 796 D FEDDERS CORP COM NEW 31313550 2 988 SH SHARED 01 988 D FEDDERS CORP COM NEW 31313550 353 139776 SH SHARED 02 132876 6900 D FEDERAL AGRIC MTG CORP CL C 31314830 1333 49930 SH SHARED 49930 D FEDERAL AGRIC MTG CORP CL C 31314830 357 13400 SH SHARED 01 13400 D FEDERAL AGRIC MTG CORP CL C 31314830 437 16370 SH SHARED 02 16370 D FEDERAL HOME LN MTG CORP COM 31340030 165521 2704607 SH SHARED 2704607 D FEDERAL HOME LN MTG CORP COM 31340030 193784 3166407 SH SHARED 01 3145597 200 20610 D FEDERAL HOME LN MTG CORP COM 31340030 1725 28200 SH SHR/OTHR 01 25800 2400 D FEDERAL HOME LN MTG CORP COM 31340030 35927 587048 SH SHARED 02 567023 20025 D FEDERAL HOME LN MTG CORP COM 31340030 4026 65790 SH SHARED 05 65790 D FEDERAL HOME LN MTG CORP COM 31340030 910 14880 SH SHARED 06 14880 D FEDERAL HOME LN MTG CORP COM 31340030 1250 20438 SH SHARED 07 20438 D FEDERAL HOME LN MTG CORP COM 31340030 579 9461 SH SHARED 08 9461 D FEDERAL HOME LN MTG CORP COM 31340030 365 5968 SH SHARED 09 5968 D FEDERAL HOME LN MTG CORP COM 31340030 118575 1937500 SH SHARED 11 1661292 160000 116208 D FEDERAL HOME LN MTG CORP COM 31340030 333795 5454180 SH SHR/OTHR 11 5454180 D FEDERAL NATL MTG ASSN COM 31358610 314502 4264440 SH SHARED 4245015 19425 D FEDERAL NATL MTG ASSN COM 31358610 362137 4910340 SH SHARED 01 4731186 50 179104 D FEDERAL NATL MTG ASSN COM 31358610 8140 110382 SH SHR/OTHR 01 50272 60110 D FEDERAL NATL MTG ASSN COM 31358610 58417 792106 SH SHARED 02 769140 22966 D FEDERAL NATL MTG ASSN COM 31358610 18477 250540 SH SHARED 03 86600 163940 D FEDERAL NATL MTG ASSN COM 31358610 102593 1391100 SH SHARED 04 1391100 D FEDERAL NATL MTG ASSN COM 31358610 126785 1719128 SH SHARED 06 1719128 D FEDERAL NATL MTG ASSN COM 31358610 7861 106593 SH SHARED 07 106593 D FEDERAL NATL MTG ASSN COM 31358610 7035 95402 SH SHARED 08 95402 D FEDERAL NATL MTG ASSN COM 31358610 6217 84306 SH SHARED 09 84306 D FEDERAL NATL MTG ASSN COM 31358610 2573 34900 SH SHARED 10 34900 D FEDERAL NATL MTG ASSN COM 31358610 471067 6387352 SH SHARED 11 2790616 2476975 1119761 D FEDERAL NATL MTG ASSN COM 31358610 335322 4546744 SH SHR/OTHR 11 4546744 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 660 23832 SH SHARED 23832 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 2935 105948 SH SHARED 01 105948 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1313 47404 SH SHARED 02 38450 8954 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 205 7400 SH SHR/OTHR 11 7400 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 411 14862 SH SHARED 12 14862 D FEDERAL SIGNAL CORP COM 31385510 32430 1351256 SH SHARED 1351256 D FEDERAL SIGNAL CORP COM 31385510 1016 42347 SH SHARED 01 42347 D FEDERAL SIGNAL CORP COM 31385510 1680 70039 SH SHARED 02 70039 D FEDERAL SIGNAL CORP COM 31385510 156 6533 SH SHR/OTHR 11 6533 D FEDERATED DEPT STORES INC DE COM 31410H10 31771 800299 SH SHARED 800299 D FEDERATED DEPT STORES INC DE COM 31410H10 34069 858169 SH SHARED 01 858069 100 D FEDERATED DEPT STORES INC DE COM 31410H10 4973 125283 SH SHARED 02 123883 1400 D FEDERATED DEPT STORES INC DE COM 31410H10 1302 32800 SH SHARED 03 32800 D FEDERATED DEPT STORES INC DE COM 31410H10 476 12000 SH SHARED 04 12000 D FEDERATED DEPT STORES INC DE COM 31410H10 23 598 SH SHARED 06 598 D FEDERATED DEPT STORES INC DE COM 31410H10 955 24080 SH SHARED 07 24080 D FEDERATED DEPT STORES INC DE COM 31410H10 69 1758 SH SHARED 09 1758 D FEDERATED DEPT STORES INC DE COM 31410H10 29 742 SH SHARED 11 300 442 D FEDERATED DEPT STORES INC DE COM 31410H10 44373 1117723 SH SHR/OTHR 11 1117723 D FEDERATED INVS INC PA CL B 31421110 2823 81675 SH SHARED 01 81675 D FEDERATED INVS INC PA CL B 31421110 55 1600 SH SHR/OTHR 01 1600 D FEDERATED INVS INC PA CL B 31421110 573 16600 SH SHARED 02 6100 10500 D FEDERATED INVS INC PA CL B 31421110 110 3200 SH SHR/OTHR 11 3200 D FEDEX CORP COM 31428X10 43524 815061 SH SHARED 815061 D FEDEX CORP COM 31428X10 72522 1358102 SH SHARED 01 1358102 D FEDEX CORP COM 31428X10 630 11800 SH SHR/OTHR 01 11800 D FEDEX CORP COM 31428X10 10370 194197 SH SHARED 02 190951 3246 D FEDEX CORP COM 31428X10 5874 110000 SH SHARED 04 110000 D FEDEX CORP COM 31428X10 549 10281 SH SHARED 06 10281 D FEDEX CORP COM 31428X10 303 5680 SH SHARED 07 5680 D FEDEX CORP COM 31428X10 142 2668 SH SHARED 09 2668 D FEDEX CORP COM 31428X10 10302 192938 SH SHARED 11 187535 5403 D FEDEX CORP COM 31428X10 877 16435 SH SHR/OTHR 11 16435 D FELCOR LODGING TR INC COM 31430F10 1736 94652 SH SHARED 94652 D FELCOR LODGING TR INC COM 31430F10 1079 58831 SH SHARED 01 58831 D FELCOR LODGING TR INC COM 31430F10 723 39440 SH SHARED 02 39300 140 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 18 800 SH SHARED 02 800 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 23 1200 SH SHARED 1200 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 65 3300 SH SHARED 02 3300 D FERRO CORP COM 31540510 74 2474 SH SHARED 2474 D FERRO CORP COM 31540510 3604 119548 SH SHARED 01 119548 D FERRO CORP COM 31540510 1739 57690 SH SHARED 02 54788 2902 D F5 NETWORKS INC COM 31561610 337 34505 SH SHARED 34505 D F5 NETWORKS INC COM 31561610 1279 130800 SH SHARED 01 130800 D F5 NETWORKS INC COM 31561610 187 19200 SH SHARED 02 19200 D FIAT S P A SP ADR ORD NEW 31562188 19 1546 SH SHARED 1546 D FIAT S P A SP ADR ORD NEW 31562188 64 5100 SH SHARED 02 5100 D FIBERCORE INC COM 31563B10 0 860 SH SHARED 860 D FIBERCORE INC COM 31563B10 12 48500 SH SHARED 02 28500 20000 D FIBERMARK INC COM 31564610 4 500 SH SHARED 02 500 D FIDELITY BANKSHARES INC NEW COM 31604Q10 88 4021 SH SHARED 4021 D FIDELITY BANKSHARES INC NEW COM 31604Q10 123 5600 SH SHARED 01 5600 D FIDELITY BANKSHARES INC NEW COM 31604Q10 44 2000 SH SHR/OTHR 01 2000 D FIDELITY BANKSHARES INC NEW COM 31604Q10 302 13700 SH SHARED 02 13700 D FIDELITY BANKSHARES INC NEW COM 31604Q10 3201 144800 SH SHARED 06 144800 D FIDELITY BANKSHARES INC NEW COM 31604Q10 6440 291300 SH SHARED 11 291300 D FIDELITY BANKSHARES INC NEW COM 31604Q10 2264 102400 SH SHR/OTHR 11 102400 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 57 2400 SH SHARED 01 2400 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 259 10800 SH SHARED 02 10800 D FIDELITY NATL FINL INC COM 31632610 1390 44006 SH SHARED 44006 D FIDELITY NATL FINL INC COM 31632610 8503 269095 SH SHARED 01 269095 D FIDELITY NATL FINL INC COM 31632610 2424 76721 SH SHARED 02 75221 1500 D FIFTH THIRD BANCORP COM 31677310 705 10590 SH SHARED 10590 D FIFTH THIRD BANCORP COM 31677310 88272 1324417 SH SHARED 1323917 500 D FIFTH THIRD BANCORP COM 31677310 164011 2460782 SH SHARED 01 2434802 25980 D FIFTH THIRD BANCORP COM 31677310 586 8796 SH SHR/OTHR 01 1625 7171 D FIFTH THIRD BANCORP COM 31677310 23225 348464 SH SHARED 02 340134 8330 D FIFTH THIRD BANCORP COM 31677310 28426 426500 SH SHARED 03 65800 360700 D FIFTH THIRD BANCORP COM 31677310 1799 27000 SH SHARED 04 27000 D FIFTH THIRD BANCORP COM 31677310 14115 211784 SH SHARED 06 211784 D FIFTH THIRD BANCORP COM 31677310 2402 36050 SH SHARED 07 36050 D FIFTH THIRD BANCORP COM 31677310 522 7843 SH SHARED 08 7843 D FIFTH THIRD BANCORP COM 31677310 6937 104083 SH SHARED 09 104083 D FIFTH THIRD BANCORP COM 31677310 89730 1346298 SH SHARED 11 655368 223100 467830 D FIFTH THIRD BANCORP COM 31677310 10011 150215 SH SHR/OTHR 11 150215 D FILA HLDG SPA SPONSORED ADR 31685010 3 1946 SH SHARED 1946 D FILENET CORP COM 31686910 13 922 SH SHARED 922 D FILENET CORP COM 31686910 1863 128528 SH SHARED 01 128528 D FILENET CORP COM 31686910 581 40105 SH SHARED 02 40105 D FILENET CORP COM 31686910 263 18200 SH SHARED 11 18200 D FINANCIAL FED CORP NOTE 4.500% 5/0 317492AC 806 750000 PRN SHARED 750000 D FINANCIAL FED CORP COM 31749210 10 316 SH SHARED 316 D FINANCIAL FED CORP COM 31749210 246 7450 SH SHARED 01 7450 D FINANCIAL FED CORP COM 31749210 498 15059 SH SHARED 02 15059 D FINANCIAL INDS CORP COM 31757410 10 594 SH SHARED 01 594 D FINANCIAL INDS CORP COM 31757410 119 6600 SH SHARED 02 6600 D FINANCIAL INSTNS INC COM 31758540 7 200 SH SHARED 200 D FINANCIAL INSTNS INC COM 31758540 75 2000 SH SHARED 01 2000 D FINANCIAL INSTNS INC COM 31758540 257 6800 SH SHARED 02 6800 D FINISAR NOTE 5.250%10/1 31787AAC 1875 3000000 PRN SHARED 02 3000000 D FINISAR COM 31787A10 61 25910 SH SHARED 25910 D FINISAR COM 31787A10 69 29500 SH SHARED 01 29500 D FINISAR COM 31787A10 270 114073 SH SHARED 02 112273 1800 D FINISAR COM 31787A10 20 8600 SH SHR/OTHR 11 8600 D FINLAY ENTERPRISES INC COM NEW 31788420 74 4500 SH SHARED 02 4500 D FINET COM INC COM PAR $.01 N 31792240 0 83 SH SHARED 02 83 D FINISH LINE INC CL A 31792310 262 14664 SH SHARED 14664 D FINISH LINE INC CL A 31792310 1256 70100 SH SHARED 01 70100 D FINISH LINE INC CL A 31792310 293 16400 SH SHARED 02 16400 D FIREPOND INC COM 31822410 7 21000 SH SHARED 02 21000 D FIRST AMERN CORP CALIF COM 31852230 1699 73891 SH SHARED 73891 D FIRST AMERN CORP CALIF COM 31852230 798 34700 SH SHARED 01 34700 D FIRST AMERN CORP CALIF COM 31852230 3454 150200 SH SHARED 02 144200 6000 D FIRST AMERN CORP CALIF COM 31852230 33 1450 SH SHARED 11 1450 D FIRST BANCORP P R COM 31867210 24 638 SH SHARED 638 D FIRST BANCORP P R COM 31867210 1589 42166 SH SHARED 01 42166 D FIRST BANCORP P R COM 31867210 1133 30062 SH SHARED 02 30062 D FIRST BANCORP P R COM 31867210 10 270 SH SHARED 11 270 D FIRST BANCORP N C COM 31891010 4 148 SH SHARED 148 D FIRST BANCORP N C COM 31891010 60 2200 SH SHARED 01 2200 D FIRST BANCORP N C COM 31891010 175 6362 SH SHARED 02 6362 D FIRST BKS AMER INC COM 31928N10 27 712 SH SHARED 02 700 12 D FIRST BUSEY CORP COM 31938310 6 276 SH SHARED 276 D FIRST BUSEY CORP COM 31938310 59 2700 SH SHARED 01 2700 D FIRST BUSEY CORP COM 31938310 173 7800 SH SHARED 02 7800 D FIRST CHARTER CORP COM 31943910 33 1874 SH SHARED 1874 D FIRST CHARTER CORP COM 31943910 213 11800 SH SHARED 01 11800 D FIRST CHARTER CORP COM 31943910 515 28499 SH SHARED 02 27253 1246 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 66 602 SH SHARED 602 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 221 2000 SH SHARED 01 2000 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 115 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 575 5200 SH SHARED 02 5200 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 9 90 SH SHARED 11 90 D FIRST COLONIAL GROUP INC COM 31973410 22 1000 SH SHARED 02 1000 D FIRST COMWLTH FINL CORP PA COM 31982910 21 1594 SH SHARED 1594 D FIRST COMWLTH FINL CORP PA COM 31982910 294 21798 SH SHARED 01 21798 D FIRST COMWLTH FINL CORP PA COM 31982910 689 51080 SH SHARED 02 51080 D FIRST CMNTY BANCSHARES INC N COM 31983A10 7 223 SH SHARED 223 D FIRST CMNTY BANCSHARES INC N COM 31983A10 73 2190 SH SHARED 01 2190 D FIRST CMNTY BANCSHARES INC N COM 31983A10 268 7986 SH SHARED 02 7986 D FIRST CMNTY BANCORP CALIF COM 31983B10 95 4100 SH SHARED 02 4100 D FIRST CONSULTING GROUP INC COM 31986R10 4 482 SH SHARED 482 D FIRST CONSULTING GROUP INC COM 31986R10 148 17300 SH SHARED 01 17300 D FIRST CONSULTING GROUP INC COM 31986R10 135 15800 SH SHARED 02 15800 D FIRST FED CAP CORP COM 31996010 10 454 SH SHARED 454 D FIRST FED CAP CORP COM 31996010 595 26960 SH SHARED 01 26960 D FIRST FED CAP CORP COM 31996010 329 14900 SH SHARED 02 14900 D FIRST FED CAP CORP COM 31996010 6322 286100 SH SHARED 11 286100 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 11642 11088000 PRN SHARED 01 10840000 248000 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 1533 1460000 PRN SHR/OTHR 01 460000 1000000 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 4461 4249000 PRN SHARED 02 4249000 D FIRST DATA CORP COM 31996310 48 1310 SH SHARED 1310 D FIRST DATA CORP COM 31996310 69254 1861687 SH SHARED 1854213 7474 D FIRST DATA CORP COM 31996310 130237 3501012 SH SHARED 01 3384902 116110 D FIRST DATA CORP COM 31996310 1434 38558 SH SHR/OTHR 01 12525 26033 D FIRST DATA CORP COM 31996310 22841 614027 SH SHARED 02 590741 23286 D FIRST DATA CORP COM 31996310 23804 639900 SH SHARED 03 148300 491600 D FIRST DATA CORP COM 31996310 56298 1513400 SH SHARED 04 1513400 D FIRST DATA CORP COM 31996310 18306 492099 SH SHARED 06 492099 D FIRST DATA CORP COM 31996310 1926 51776 SH SHARED 07 51776 D FIRST DATA CORP COM 31996310 390 10500 SH SHARED 08 10500 D FIRST DATA CORP COM 31996310 6273 168642 SH SHARED 09 168642 D FIRST DATA CORP COM 31996310 99417 2672504 SH SHARED 11 1634014 9800 1028690 D FIRST DATA CORP COM 31996310 22436 603122 SH SHR/OTHR 11 603122 D FIRST DEFIANCE FINL CORP COM 32006W10 90 4500 SH SHARED 02 4500 D FIRST ESSEX BANCORP INC COM 32010310 5 166 SH SHARED 166 D FIRST ESSEX BANCORP INC COM 32010310 728 21300 SH SHARED 01 21300 D FIRST ESSEX BANCORP INC COM 32010310 194 5700 SH SHARED 02 5700 D FIRST FINL BANKSHARES COM 32020R10 14 335 SH SHARED 335 D FIRST FINL BANKSHARES COM 32020R10 217 5187 SH SHARED 01 5187 D FIRST FINL BANKSHARES COM 32020R10 443 10600 SH SHARED 02 10600 D FIRST FINL BANCORP OH COM 32020910 19 986 SH SHARED 986 D FIRST FINL BANCORP OH COM 32020910 429 21948 SH SHARED 01 21948 D FIRST FINL BANCORP OH COM 32020910 674 34482 SH SHARED 02 34482 D FIRST FINL BANCORP OH COM 32020910 1613 82460 SH SHARED 11 82460 D FIRST FINL CORP IND COM 32021810 7 154 SH SHARED 154 D FIRST FINL CORP IND COM 32021810 108 2105 SH SHARED 01 2105 D FIRST FINL CORP IND COM 32021810 308 6000 SH SHARED 02 6000 D FIRST FINL CORP IND COM 32021810 23 450 SH SHARED 11 450 D FIRST FINL FD INC COM 32022810 16 1081 SH SHARED 11 1081 D FIRST FINL HLDGS INC COM 32023910 13 414 SH SHARED 414 D FIRST FINL HLDGS INC COM 32023910 438 13400 SH SHARED 01 13400 D FIRST FINL HLDGS INC COM 32023910 383 11700 SH SHARED 02 11700 D FIRST FINL HLDGS INC COM 32023910 913 27900 SH SHARED 11 27900 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 120 5837 SH SHARED 5837 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 5080 245550 SH SHARED 01 245550 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 657 31771 SH SHARED 02 31771 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 790 24063 SH SHARED 24063 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 8174 248845 SH SHARED 01 238270 10575 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 608 18510 SH SHR/OTHR 01 7610 10900 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3886 118300 SH SHARED 02 44480 73820 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 9490 288900 SH SHARED 11 287300 1600 D FIRST IND CORP COM 32054R10 28 1299 SH SHARED 1299 D FIRST IND CORP COM 32054R10 68 3146 SH SHARED 01 3146 D FIRST IND CORP COM 32054R10 219 10075 SH SHARED 02 10075 D FIRST IND CORP COM 32054R10 4747 218075 SH SHARED 11 218075 D FIRST MARINER BANCORP COM 32079510 22 2000 SH SHARED 02 2000 D FIRST MERCHANTS CORP COM 32081710 6 217 SH SHARED 217 D FIRST MERCHANTS CORP COM 32081710 112 3748 SH SHARED 01 3748 D FIRST MERCHANTS CORP COM 32081710 359 12000 SH SHARED 02 12000 D FIRST MIDWEST BANCORP DEL COM 32086710 250 9025 SH SHARED 9025 D FIRST MIDWEST BANCORP DEL COM 32086710 354 12778 SH SHARED 01 12778 D FIRST MIDWEST BANCORP DEL COM 32086710 1927 69378 SH SHARED 02 69378 D FIRST MIDWEST FINL INC COM 32087810 6 432 SH SHARED 02 432 D FIRST NATL CORP ORANGEBURG S COM 32094210 21 700 SH SHARED 01 700 D FIRST NATL CORP ORANGEBURG S COM 32094210 178 5900 SH SHARED 02 5900 D FIRST HEALTH GROUP CORP COM 32096010 923 32947 SH SHARED 32947 D FIRST HEALTH GROUP CORP COM 32096010 2565 91508 SH SHARED 01 91508 D FIRST HEALTH GROUP CORP COM 32096010 28 1000 SH SHR/OTHR 01 1000 D FIRST HEALTH GROUP CORP COM 32096010 2038 72710 SH SHARED 02 72710 D FIRST HEALTH GROUP CORP COM 32096010 5871 209400 SH SHARED 11 209400 D FIRST HEALTH GROUP CORP COM 32096010 227 8100 SH SHR/OTHR 11 8100 D FIRST NIAGARA FINL GROUP INC COM 33582U10 6 246 SH SHARED 246 D FIRST NIAGARA FINL GROUP INC COM 33582U10 138 5000 SH SHARED 01 5000 D FIRST NIAGARA FINL GROUP INC COM 33582U10 229 8260 SH SHARED 02 8260 D FIRST OAK BROOK BANCSHARES I COM 33584720 779 24700 SH SHARED 01 24700 D FIRST OAK BROOK BANCSHARES I COM 33584720 113 3600 SH SHARED 02 3600 D FIRST PL FINL CORP COM 33610T10 8 448 SH SHARED 448 D FIRST PL FINL CORP COM 33610T10 232 11700 SH SHARED 01 11700 D FIRST PL FINL CORP COM 33610T10 250 12600 SH SHARED 02 12600 D FIRST REP BK SAN FRANCISCO COM 33615810 335 12200 SH SHARED 12200 D FIRST REP BK SAN FRANCISCO COM 33615810 101 3700 SH SHARED 01 3700 D FIRST REP BK SAN FRANCISCO COM 33615810 363 13221 SH SHARED 02 13221 D FIRST REP BK SAN FRANCISCO COM 33615810 5558 202111 SH SHARED 11 202111 D FIRST SENTINEL BANCORP INC COM 33640T10 10 758 SH SHARED 758 D FIRST SENTINEL BANCORP INC COM 33640T10 2036 148034 SH SHARED 01 148034 D FIRST SENTINEL BANCORP INC COM 33640T10 302 21980 SH SHARED 02 21980 D FIRST ST BANCORPORATION COM 33645310 49 1900 SH SHARED 01 1900 D FIRST ST BANCORPORATION COM 33645310 29 1150 SH SHR/OTHR 01 1150 D FIRST ST BANCORPORATION COM 33645310 91 3500 SH SHARED 02 3500 D FIRST SOUTH BANCORP INC VA COM 33646W10 87 2400 SH SHARED 02 2400 D 1ST SOURCE CORP COM 33690110 10 432 SH SHARED 432 D 1ST SOURCE CORP COM 33690110 95 3856 SH SHARED 01 3856 D 1ST SOURCE CORP COM 33690110 311 12591 SH SHARED 02 12591 D 1ST SOURCE CORP COM 33690110 28 1170 SH SHARED 11 1170 D FIRST TENN NATL CORP COM 33716210 11738 306478 SH SHARED 306478 D FIRST TENN NATL CORP COM 33716210 18052 471339 SH SHARED 01 471339 D FIRST TENN NATL CORP COM 33716210 3083 80510 SH SHARED 02 80510 D FIRST TENN NATL CORP COM 33716210 49 1293 SH SHARED 06 1293 D FIRST TENN NATL CORP COM 33716210 30 800 SH SHARED 09 800 D FIRST TENN NATL CORP COM 33716210 1811 47300 SH SHR/OTHR 11 47300 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 5194 2288500 SH SHARED 2288500 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 45 20000 SH SHARED 01 20000 D FIRST UN REAL EST EQ&MTG INV PFD CONV SER A 33740030 2235 129600 SH SHARED 129600 D FIRST VA BANKS INC COM 33747710 78253 1459407 SH SHARED 1459407 D FIRST VA BANKS INC COM 33747710 1803 33628 SH SHARED 01 33628 D FIRST VA BANKS INC COM 33747710 80 1500 SH SHR/OTHR 01 1500 D FIRST VA BANKS INC COM 33747710 1496 27912 SH SHARED 02 27512 400 D FIRSTSERVICE CORP SUB VTG SH 33761N10 101 4000 SH SHARED 02 4000 D FIRST YRS INC COM 33761010 90 8400 SH SHARED 02 8400 D FISERV INC COM 33773810 46404 1264096 SH SHARED 1264096 D FISERV INC COM 33773810 32015 872113 SH SHARED 01 872113 D FISERV INC COM 33773810 36 1000 SH SHR/OTHR 01 1000 D FISERV INC COM 33773810 5161 140592 SH SHARED 02 140092 500 D FISERV INC COM 33773810 20 571 SH SHARED 06 571 D FISERV INC COM 33773810 77 2100 SH SHARED 07 2100 D FISERV INC COM 33773810 86 2356 SH SHARED 09 2356 D FISERV INC COM 33773810 34022 926786 SH SHARED 11 635750 241350 49686 D FISERV INC COM 33773810 41922 1141979 SH SHR/OTHR 11 1141979 D FISHER & PAYKEL HEALTHCARE C ADR 33774M10 6 432 SH SHARED 02 432 D FISHER COMMUNICATIONS INC COM 33775620 8 150 SH SHARED 150 D FISHER COMMUNICATIONS INC COM 33775620 41 700 SH SHARED 01 700 D FISHER COMMUNICATIONS INC COM 33775620 252 4300 SH SHARED 02 4300 D FIRSTFED FINL CORP COM 33790710 379 13078 SH SHARED 13078 D FIRSTFED FINL CORP COM 33790710 359 12400 SH SHARED 01 12400 D FIRSTFED FINL CORP COM 33790710 2073 71489 SH SHARED 02 25489 46000 D FIRSTFED FINL CORP COM 33790710 6618 228240 SH SHARED 11 228240 D FIRSTMERIT CORP COM 33791510 2119 76857 SH SHARED 76857 D FIRSTMERIT CORP COM 33791510 1523 55242 SH SHARED 01 55242 D FIRSTMERIT CORP COM 33791510 1587 57573 SH SHARED 02 57573 D FIRSTFED AMER BANCORP INC COM 33792910 309 13001 SH SHARED 01 13001 D FIRSTFED AMER BANCORP INC COM 33792910 111 4700 SH SHARED 02 4700 D FLAGSTAR BANCORP INC COM 33793010 5 231 SH SHARED 231 D FLAGSTAR BANCORP INC COM 33793010 5429 235025 SH SHARED 01 235025 D FLAGSTAR BANCORP INC COM 33793010 270 11700 SH SHARED 02 11700 D FLAGSTAR BANCORP INC COM 33793010 5048 218545 SH SHARED 11 218545 D FIRSTENERGY CORP COM 33793210 23882 715465 SH SHARED 715465 D FIRSTENERGY CORP COM 33793210 43782 1311632 SH SHARED 01 1311495 137 D FIRSTENERGY CORP COM 33793210 18 566 SH SHR/OTHR 01 266 300 D FIRSTENERGY CORP COM 33793210 14016 419916 SH SHARED 02 417029 2887 D FIRSTENERGY CORP COM 33793210 12704 380595 SH SHARED 06 380595 D FIRSTENERGY CORP COM 33793210 680 20373 SH SHARED 07 20373 D FIRSTENERGY CORP COM 33793210 1462 43800 SH SHARED 08 43800 D FIRSTENERGY CORP COM 33793210 97 2917 SH SHARED 09 2917 D FIRSTENERGY CORP COM 33793210 767 23000 SH SHARED 10 23000 D FIRSTENERGY CORP COM 33793210 33105 991772 SH SHARED 11 51274 933900 6598 D FIRSTENERGY CORP COM 33793210 477 14298 SH SHR/OTHR 11 14298 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 1111 39686 SH SHARED 39686 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 733 26200 SH SHARED 01 26200 D FISHER SCIENTIFIC INTL INC COM NEW 33803220 1285 45920 SH SHARED 02 45920 D FIVE STAR QUALITY CARE INC COM 33832D10 0 35 SH SHARED 35 D FIVE STAR QUALITY CARE INC COM 33832D10 2 415 SH SHARED 01 411 4 D FIVE STAR QUALITY CARE INC COM 33832D10 0 38 SH SHR/OTHR 01 38 D FIVE STAR QUALITY CARE INC COM 33832D10 2 488 SH SHARED 02 260 228 D FIVE STAR QUALITY CARE INC COM 33832D10 0 20 SH SHARED 11 20 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 4 3100 SH SHARED 02 3100 D FLEETBOSTON FINL CORP COM 33903010 117186 3622460 SH SHARED 3622460 D FLEETBOSTON FINL CORP COM 33903010 151448 4681573 SH SHARED 01 4645303 36270 D FLEETBOSTON FINL CORP COM 33903010 833 25775 SH SHR/OTHR 01 17650 8125 D FLEETBOSTON FINL CORP COM 33903010 21774 673105 SH SHARED 02 663864 9241 D FLEETBOSTON FINL CORP COM 33903010 818 25300 SH SHARED 03 25300 D FLEETBOSTON FINL CORP COM 33903010 5823 180000 SH SHARED 04 180000 D FLEETBOSTON FINL CORP COM 33903010 2329 72015 SH SHARED 06 72015 D FLEETBOSTON FINL CORP COM 33903010 1035 32000 SH SHARED 07 32000 D FLEETBOSTON FINL CORP COM 33903010 723 22370 SH SHARED 08 22370 D FLEETBOSTON FINL CORP COM 33903010 300 9282 SH SHARED 09 9282 D FLEETBOSTON FINL CORP COM 33903010 125263 3872145 SH SHARED 11 2091674 1178054 602417 D FLEETBOSTON FINL CORP COM 33903010 48351 1494636 SH SHR/OTHR 11 1494636 D FLEETWOOD ENTERPRISES INC COM 33909910 4 518 SH SHARED 518 D FLEETWOOD ENTERPRISES INC COM 33909910 650 74778 SH SHARED 01 74778 D FLEETWOOD ENTERPRISES INC COM 33909910 358 41196 SH SHARED 02 41196 D FLEMING COS INC NOTE 5.250% 3/1 339130AR 2111 2300000 PRN SHARED 01 2300000 D FLEMING COS INC NOTE 5.250% 3/1 339130AR 5967 6500000 PRN SHARED 02 6500000 D FLEMING COS INC COM 33913010 1337 73684 SH SHARED 73684 D FLEMING COS INC COM 33913010 705 38854 SH SHARED 01 38854 D FLEMING COS INC COM 33913010 1275 70262 SH SHARED 02 70262 D FLEMING COS INC COM 33913010 9 540 SH SHARED 11 540 D FLETCHER CHALLENGE FORESTS L SP ADR FST DIV 33932440 0 175 SH SHARED 02 175 D FLORIDA EAST COAST INDS CL A 34063210 1752 69272 SH SHARED 69272 D FLORIDA EAST COAST INDS CL A 34063210 194 7700 SH SHARED 01 7700 D FLORIDA EAST COAST INDS CL A 34063210 503 19900 SH SHARED 02 19900 D FLORIDA EAST COAST INDS CL A 34063210 1 68 SH SHARED 05 68 D FLORIDA EAST COAST INDS CL B 34063220 661 27804 SH SHARED 27804 D FLORIDA EAST COAST INDS CL B 34063220 21 901 SH SHARED 01 901 D FLORIDA EAST COAST INDS CL B 34063220 95 4000 SH SHR/OTHR 01 4000 D FLORIDA EAST COAST INDS CL B 34063220 1 46 SH SHARED 02 46 D FLORIDA EAST COAST INDS CL B 34063220 89 3765 SH SHARED 11 3765 D FLORIDA ROCK INDS INC COM 34114010 42 1184 SH SHARED 1184 D FLORIDA ROCK INDS INC COM 34114010 5709 159450 SH SHARED 01 159450 D FLORIDA ROCK INDS INC COM 34114010 35 1000 SH SHR/OTHR 01 1000 D FLORIDA ROCK INDS INC COM 34114010 1183 33040 SH SHARED 02 28490 4550 D FLORIDA ROCK INDS INC COM 34114010 6904 192800 SH SHARED 11 190400 2400 D FLUOR CORP NEW COM 34341210 6746 173200 SH SHARED 173200 D FLUOR CORP NEW COM 34341210 15116 388107 SH SHARED 01 388107 D FLUOR CORP NEW COM 34341210 2140 54963 SH SHARED 02 53788 1175 D FLUOR CORP NEW COM 34341210 27 700 SH SHARED 07 700 D FLUOR CORP NEW COM 34341210 38 1001 SH SHARED 09 1001 D FLUOR CORP NEW COM 34341210 38 1000 SH SHARED 11 1000 D FLUOR CORP NEW COM 34341210 5142 132023 SH SHR/OTHR 11 132023 D FLOW INTL CORP COM 34346810 2 426 SH SHARED 426 D FLOW INTL CORP COM 34346810 21 3200 SH SHARED 01 3200 D FLOW INTL CORP COM 34346810 16 2500 SH SHR/OTHR 01 2500 D FLOW INTL CORP COM 34346810 109 16296 SH SHARED 02 16296 D FLOWERS FOODS INC COM 34349810 832 32188 SH SHARED 32188 D FLOWERS FOODS INC COM 34349810 408 15800 SH SHARED 01 15800 D FLOWERS FOODS INC COM 34349810 598 23160 SH SHARED 02 23160 D FLOWERS FOODS INC COM 34349810 3510 135800 SH SHARED 09 135800 D FLOWSERVE CORP COM 34354P10 68 2300 SH SHARED 2300 D FLOWSERVE CORP COM 34354P10 436 14638 SH SHARED 14638 D FLOWSERVE CORP COM 34354P10 3234 108535 SH SHARED 01 108535 D FLOWSERVE CORP COM 34354P10 2936 98532 SH SHARED 02 98532 D FLOWSERVE CORP COM 34354P10 1415 47500 SH SHARED 06 47500 D FLOWSERVE CORP COM 34354P10 31379 1053000 SH SHARED 11 1053000 D FLOWSERVE CORP COM 34354P10 11914 399800 SH SHR/OTHR 11 399800 D FLUSHING FINL CORP COM 34387310 6 316 SH SHARED 316 D FLUSHING FINL CORP COM 34387310 161 7900 SH SHARED 01 7900 D FLUSHING FINL CORP COM 34387310 176 8600 SH SHARED 02 8600 D FLUSHING FINL CORP COM 34387310 706 34500 SH SHARED 11 34500 D FOAMEX INTL INC COM 34412310 4 406 SH SHARED 406 D FOAMEX INTL INC COM 34412310 238 21500 SH SHARED 01 21500 D FOAMEX INTL INC COM 34412310 206 18600 SH SHARED 02 18600 D FOCAL COMMUNICATIONS CORP COM NEW 34415520 0 6 SH SHARED 6 D FOCAL COMMUNICATIONS CORP COM NEW 34415520 21 9353 SH SHARED 02 853 8500 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 02 1500 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 512 13066 SH SHARED 13066 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1451 37000 SH SHARED 37000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 392 10000 SH SHARED 02 10000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 7212 183903 SH SHARED 06 183903 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1319 33651 SH SHARED 10 33651 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 14495 369600 SH SHR/OTHR 11 369600 D FONAR CORP COM 34443710 0 118 SH SHARED 02 118 D FOODARAMA SUPERMARKETS INC COM 34482010 1 32 SH SHARED 01 32 D FOOT LOCKER INC COM 34484910 1305 90374 SH SHARED 89374 1000 D FOOT LOCKER INC COM 34484910 1208 83601 SH SHARED 01 83601 D FOOT LOCKER INC COM 34484910 43 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 641 44360 SH SHARED 02 44360 D FOOT LOCKER INC COM 34484910 6418 444200 SH SHARED 11 444200 D FOOTSTAR INC COM 34491210 616 25206 SH SHARED 25206 D FOOTSTAR INC COM 34491210 3477 142120 SH SHARED 01 66070 76050 D FOOTSTAR INC COM 34491210 1338 54714 SH SHR/OTHR 01 52239 2475 D FOOTSTAR INC COM 34491210 604 24694 SH SHARED 02 24694 D FORD MTR CO DEL COM PAR $0.01 34537086 97696 6106001 SH SHARED 6105501 500 D FORD MTR CO DEL COM PAR $0.01 34537086 126153 7884581 SH SHARED 01 7871125 13456 D FORD MTR CO DEL COM PAR $0.01 34537086 2008 125529 SH SHR/OTHR 01 4278 121251 D FORD MTR CO DEL COM PAR $0.01 34537086 16565 1035352 SH SHARED 02 1027891 7461 D FORD MTR CO DEL COM PAR $0.01 34537086 3120 195000 SH SHARED 04 195000 D FORD MTR CO DEL COM PAR $0.01 34537086 717 44830 SH SHARED 06 44830 D FORD MTR CO DEL COM PAR $0.01 34537086 3482 217655 SH SHARED 07 217655 D FORD MTR CO DEL COM PAR $0.01 34537086 261 16330 SH SHARED 09 16330 D FORD MTR CO DEL COM PAR $0.01 34537086 1725 107872 SH SHARED 11 91759 16113 D FORD MTR CO DEL COM PAR $0.01 34537086 48679 3042445 SH SHR/OTHR 11 3042445 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 108447 1927950 SH SHARED 1927950 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 2295 40800 SH SHARED 01 40800 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 2985 53070 SH SHARED 02 51800 1270 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 11 200 SH SHARED 11 200 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 2605 46320 SH SHR/OTHR 11 46320 D FORDING INC COM 34542610 0 28 SH SHARED 28 D FORDING INC COM 34542610 7 373 SH SHR/OTHR 01 373 D FORDING INC COM 34542610 90 4766 SH SHARED 02 4700 66 D FORDING INC COM 34542610 92 4854 SH SHARED 11 215 4639 D FORDING INC COM 34542610 73 3850 SH SHR/OTHR 11 3850 D FOREST CITY ENTERPRISES INC CL A 34555010 177 5115 SH SHARED 5115 D FOREST CITY ENTERPRISES INC CL A 34555010 123 3550 SH SHARED 01 3550 D FOREST CITY ENTERPRISES INC CL A 34555010 695 20000 SH SHARED 02 19600 400 D FOREST LABS INC COM 34583810 40773 575900 SH SHARED 575900 D FOREST LABS INC COM 34583810 50216 709276 SH SHARED 01 709176 100 D FOREST LABS INC COM 34583810 531 7500 SH SHR/OTHR 01 2500 5000 D FOREST LABS INC COM 34583810 8711 123040 SH SHARED 02 94640 28400 D FOREST LABS INC COM 34583810 991 14000 SH SHARED 04 14000 D FOREST LABS INC COM 34583810 1215 17170 SH SHARED 06 17170 D FOREST LABS INC COM 34583810 105 1495 SH SHARED 09 1495 D FOREST LABS INC COM 34583810 16312 230408 SH SHARED 11 177655 20800 31953 D FOREST LABS INC COM 34583810 3824 54019 SH SHR/OTHR 11 54019 D FOREST OIL CORP COM PAR $0.01 34609170 1020 35910 SH SHARED 35910 D FOREST OIL CORP COM PAR $0.01 34609170 710 25008 SH SHARED 01 25008 D FOREST OIL CORP COM PAR $0.01 34609170 1130 39769 SH SHARED 02 39769 D FORGENT NETWORKS INC COM 34629U10 282 56402 SH SHARED 56402 D FORRESTER RESH INC COM 34656310 8 420 SH SHARED 420 D FORRESTER RESH INC COM 34656310 269 13900 SH SHARED 01 13900 D FORRESTER RESH INC COM 34656310 286 14784 SH SHARED 02 12400 2384 D FORT DEARBORN INCOME SECS IN COM 34720010 15 1000 SH SHR/OTHR 11 1000 D FORTUNE BRANDS INC COM 34963110 18241 325742 SH SHARED 325742 D FORTUNE BRANDS INC COM 34963110 36371 649483 SH SHARED 01 648483 1000 D FORTUNE BRANDS INC COM 34963110 145 2600 SH SHR/OTHR 01 1000 1600 D FORTUNE BRANDS INC COM 34963110 5233 93458 SH SHARED 02 92258 1200 D FORTUNE BRANDS INC COM 34963110 104 1865 SH SHARED 06 1865 D FORTUNE BRANDS INC COM 34963110 35 633 SH SHARED 07 633 D FORTUNE BRANDS INC COM 34963110 65 1172 SH SHARED 09 1172 D FORTUNE BRANDS INC COM 34963110 490 8750 SH SHARED 11 8200 550 D FORTUNE BRANDS INC COM 34963110 2079 37125 SH SHR/OTHR 11 37125 D FORWARD AIR CORP COM 34985310 51 1570 SH SHARED 1570 D FORWARD AIR CORP COM 34985310 331 10125 SH SHARED 01 10125 D FORWARD AIR CORP COM 34985310 820 25031 SH SHARED 02 23031 2000 D FOSSIL INC COM 34988210 10 507 SH SHARED 507 D FOSSIL INC COM 34988210 855 41615 SH SHARED 01 41615 D FOSSIL INC COM 34988210 770 37460 SH SHARED 02 37460 D FOSSIL INC COM 34988210 3198 155565 SH SHARED 11 155565 D FOUNDRY NETWORKS INC COM 35063R10 159 22661 SH SHARED 22561 100 D FOUNDRY NETWORKS INC COM 35063R10 1088 154775 SH SHARED 01 149900 4875 D FOUNDRY NETWORKS INC COM 35063R10 25 3641 SH SHR/OTHR 01 3641 D FOUNDRY NETWORKS INC COM 35063R10 823 117149 SH SHARED 02 108332 8817 D FOUNDRY NETWORKS INC COM 35063R10 91 13000 SH SHARED 06 13000 D 4 KIDS ENTMT INC COM 35086510 4 200 SH SHARED 200 D 4 KIDS ENTMT INC COM 35086510 558 27000 SH SHARED 01 27000 D 4 KIDS ENTMT INC COM 35086510 572 27655 SH SHARED 02 12155 15500 D 4 KIDS ENTMT INC COM 35086510 69 3340 SH SHARED 11 3340 D FOUR SEASONS HOTEL INC NOTE 9/2 35100EAD 2062 7639000 PRN SHARED 7639000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 600 12800 SH SHARED 06 12800 D FOX ENTMT GROUP INC CL A 35138T10 5534 254473 SH SHARED 254473 D FOX ENTMT GROUP INC CL A 35138T10 2435 111991 SH SHARED 01 111991 D FOX ENTMT GROUP INC CL A 35138T10 749 34460 SH SHARED 02 34460 D FRANCE GROWTH FD INC COM 35177K10 4166 599500 SH SHARED 02 599500 D FRANCE TELECOM SPONSORED ADR 35177Q10 122 13100 SH SHARED 13100 D FRANCE TELECOM SPONSORED ADR 35177Q10 84 9000 SH SHARED 01 9000 D FRANCE TELECOM SPONSORED ADR 35177Q10 135 14427 SH SHARED 02 14427 D FRANCE TELECOM SPONSORED ADR 35177Q10 1204 128400 SH SHARED 05 128400 D FRANKLIN BK NA SOUTHFIELD MI COM 35245610 47 2525 SH SHARED 11 2525 D FRANKLIN COVEY CO COM 35346910 18 6206 SH SHARED 02 6206 D FRANKLIN ELEC INC COM 35351410 13 288 SH SHARED 288 D FRANKLIN ELEC INC COM 35351410 301 6400 SH SHARED 01 6400 D FRANKLIN ELEC INC COM 35351410 390 8300 SH SHARED 02 8300 D FRANKLIN FINL CORP TENN COM NEW 35352320 58 2300 SH SHARED 02 2300 D FRANKLIN MULTI-INCOME FD SH BEN INT 35402110 29 4000 SH SHARED 02 4000 D FRANKLIN RES INC NOTE 5/1 354613AC 32930 55720000 PRN SHARED 55720000 D FRANKLIN RES INC NOTE 5/1 354613AC 709 1200000 PRN SHARED 02 1200000 D FRANKLIN RES INC COM 35461310 25991 609554 SH SHARED 609554 D FRANKLIN RES INC COM 35461310 40257 944119 SH SHARED 01 936969 7150 D FRANKLIN RES INC COM 35461310 276 6495 SH SHR/OTHR 01 6495 D FRANKLIN RES INC COM 35461310 6288 147469 SH SHARED 02 147267 202 D FRANKLIN RES INC COM 35461310 83 1969 SH SHARED 09 1969 D FRANKLIN RES INC COM 35461310 37215 872773 SH SHARED 11 225050 513700 134023 D FRANKLIN RES INC COM 35461310 3380 79286 SH SHR/OTHR 11 79286 D FREDS INC CL A 35610810 933 25377 SH SHARED 25377 D FREDS INC CL A 35610810 2899 78839 SH SHARED 01 78839 D FREDS INC CL A 35610810 1321 35925 SH SHARED 02 35925 D FREEMARKETS INC COM 35660210 322 22854 SH SHARED 22854 D FREEMARKETS INC COM 35660210 2378 168300 SH SHARED 01 161100 7200 D FREEMARKETS INC COM 35660210 21 1500 SH SHR/OTHR 01 1500 D FREEMARKETS INC COM 35660210 836 59217 SH SHARED 02 59217 D FREEMARKETS INC COM 35660210 2345 166000 SH SHARED 04 166000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 6975 390806 SH SHARED 388806 2000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 12773 715577 SH SHARED 01 715577 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3878 217257 SH SHARED 02 213174 4083 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2320 130000 SH SHARED 04 130000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 75 4210 SH SHARED 11 4210 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 6713 376115 SH SHR/OTHR 11 376115 D FREMONT GEN CORP COM 35728810 26 6383 SH SHARED 6383 D FREMONT GEN CORP COM 35728810 173 41400 SH SHARED 01 41400 D FREMONT GEN CORP COM 35728810 306 73425 SH SHARED 02 73425 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 103 7000 SH SHARED 7000 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 43 2915 SH SHARED 01 2915 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 7 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 117 7900 SH SHARED 02 7900 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 127 8600 SH SHARED 11 8600 D FRESH BRANDS INC COM 35803U10 167 9900 SH SHARED 01 9900 D FRESH BRANDS INC COM 35803U10 0 1 SH SHARED 02 1 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 8 684 SH SHARED 684 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 129 10200 SH SHARED 01 10200 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 343 27000 SH SHARED 02 20600 6400 D FRIEDMAN INDS INC COM 35843510 112 43000 SH SHARED 01 43000 D FRIEDMANS INC CL A 35843810 5 402 SH SHARED 402 D FRIEDMANS INC CL A 35843810 88 6800 SH SHARED 01 6800 D FRIEDMANS INC CL A 35843810 185 14300 SH SHARED 02 14300 D FRONTIER AIRLINES INC NEW COM 35906510 276 33992 SH SHARED 33992 D FRONTIER AIRLINES INC NEW COM 35906510 474 58354 SH SHARED 01 58354 D FRONTIER AIRLINES INC NEW COM 35906510 306 37732 SH SHARED 02 36732 1000 D FRONTIER AIRLINES INC NEW COM 35906510 26 3210 SH SHARED 11 3210 D FRONTIER FINL CORP WASH COM 35907K10 13 476 SH SHARED 476 D FRONTIER FINL CORP WASH COM 35907K10 164 5600 SH SHARED 01 5600 D FRONTIER FINL CORP WASH COM 35907K10 413 14100 SH SHARED 02 14100 D FRONTIER OIL CORP COM 35914P10 1378 78330 SH SHARED 78330 D FRONTIER OIL CORP COM 35914P10 2062 117209 SH SHARED 01 117209 D FRONTIER OIL CORP COM 35914P10 528 30000 SH SHARED 02 30000 D FRONTIER OIL CORP COM 35914P10 4 250 SH SHARED 11 250 D FUELCELL ENERGY INC COM 35952H10 23 2318 SH SHARED 2318 D FUELCELL ENERGY INC COM 35952H10 266 25900 SH SHARED 01 25900 D FUELCELL ENERGY INC COM 35952H10 303 29500 SH SHARED 02 29500 D FUELCELL ENERGY INC COM 35952H10 195 19000 SH SHARED 04 19000 D FUJI PHOTO FILM LTD ADR 35958630 171 5455 SH SHARED 5455 D FUJI PHOTO FILM LTD ADR 35958630 526 16720 SH SHARED 11 10570 6150 D FULLER H B CO COM 35969410 131 4479 SH SHARED 4479 D FULLER H B CO COM 35969410 738 25198 SH SHARED 01 25198 D FULLER H B CO COM 35969410 1229 41969 SH SHARED 02 41969 D FULLER H B CO COM 35969410 23 810 SH SHARED 11 810 D FULTON FINL CORP PA COM 36027110 103 5490 SH SHARED 5490 D FULTON FINL CORP PA COM 36027110 863 45595 SH SHARED 01 45595 D FULTON FINL CORP PA COM 36027110 193 10245 SH SHARED 02 10245 D FULTON FINL CORP PA COM 36027110 5714 301875 SH SHARED 11 301875 D FUTUREMEDIA PLC SPONSORED ADR 36091210 0 3000 SH SHARED 3000 D FURNITURE BRANDS INTL INC COM 36092110 84 2800 SH SHARED 2800 D FURNITURE BRANDS INTL INC COM 36092110 6065 200496 SH SHARED 200496 D FURNITURE BRANDS INTL INC COM 36092110 4392 145200 SH SHARED 01 145200 D FURNITURE BRANDS INTL INC COM 36092110 3271 108149 SH SHARED 02 108149 D FURNITURE BRANDS INTL INC COM 36092110 1343 44400 SH SHARED 06 44400 D FURNITURE BRANDS INTL INC COM 36092110 25388 839300 SH SHARED 11 839300 D FURNITURE BRANDS INTL INC COM 36092110 6225 205800 SH SHR/OTHR 11 205800 D G & K SVCS INC CL A 36126810 572 16720 SH SHARED 16720 D G & K SVCS INC CL A 36126810 812 23722 SH SHARED 01 23722 D G & K SVCS INC CL A 36126810 866 25292 SH SHARED 02 25292 D G & K SVCS INC CL A 36126810 285 8352 SH SHARED 11 8352 D GATX CORP COM 36144810 1652 54900 SH SHARED 54900 D GATX CORP COM 36144810 937 31160 SH SHARED 01 29160 2000 D GATX CORP COM 36144810 943 31353 SH SHARED 02 31353 D GATX CORP COM 36144810 51 1700 SH SHARED 11 1700 D GBC BANCORP CALIF COM 36147510 6 218 SH SHARED 218 D GBC BANCORP CALIF COM 36147510 328 11340 SH SHARED 01 11340 D GBC BANCORP CALIF COM 36147510 298 10325 SH SHARED 02 10325 D GBC BANCORP CALIF COM 36147510 60 2080 SH SHARED 11 2080 D GP STRATEGIES CORP COM 36225V10 46 10000 SH SHARED 02 10000 D GSI LUMONICS INC COM 36229U10 0 18 SH SHARED 02 18 D G-III APPAREL GROUP LTD COM 36237H10 182 23800 SH SHARED 01 23800 D GSI COMMERCE INC COM 36238G10 244 32355 SH SHARED 32355 D GSI COMMERCE INC COM 36238G10 38 5100 SH SHARED 01 5100 D GSI COMMERCE INC COM 36238G10 121 16100 SH SHARED 02 16100 D GSI COMMERCE INC COM 36238G10 0 101 SH SHARED 11 101 D GTC BIOTHERAPEUTICS INC COM 36238T10 0 562 SH SHARED 562 D GTC BIOTHERAPEUTICS INC COM 36238T10 38 30900 SH SHARED 02 17800 13100 D GABELLI ASSET MGMT INC CL A 36239Y10 381 10451 SH SHARED 10451 D GABELLI ASSET MGMT INC CL A 36239Y10 131 3600 SH SHARED 01 3600 D GABELLI ASSET MGMT INC CL A 36239Y10 218 5978 SH SHARED 02 5978 D GABELLI EQUITY TR INC COM 36239710 100 10000 SH SHR/OTHR 01 10000 D GABELLI EQUITY TR INC COM 36239710 39 3888 SH SHARED 11 3888 D GABELLI UTIL TR COM 36240A10 8 1000 SH SHR/OTHR 01 1000 D GABELLI UTIL TR RIGHT 99/99/9999 36240A11 0 1000 SH SHR/OTHR 01 1000 D GABELLI SER FDS INC CONV SECS FD 36240B10 209 20000 SH SHR/OTHR 01 20000 D GABLES RESIDENTIAL TR SH BEN INT 36241810 25 797 SH SHARED 797 D GABLES RESIDENTIAL TR SH BEN INT 36241810 757 23720 SH SHARED 01 23720 D GABLES RESIDENTIAL TR SH BEN INT 36241810 26 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 699 21917 SH SHARED 02 21917 D GADZOOKS INC COM 36255310 205 16329 SH SHARED 16329 D GADZOOKS INC COM 36255310 2 182 SH SHARED 02 182 D GADZOOX NETWORKS INC COM 36255510 0 300 SH SHARED 02 300 D GAIAM INC CL A 36268Q10 14 1000 SH SHARED 1000 D GAIAM INC CL A 36268Q10 39 2700 SH SHARED 01 2700 D GAIAM INC CL A 36268Q10 67 4600 SH SHARED 02 4600 D GALEN HLDGS PLC SPONSORED ADR 36324010 251 9000 SH SHARED 02 9000 D GALLAGHER ARTHUR J & CO COM 36357610 2262 65300 SH SHARED 01 65300 D GALLAGHER ARTHUR J & CO COM 36357610 2119 61162 SH SHARED 02 59283 1879 D GALLAGHER ARTHUR J & CO COM 36357610 291 8400 SH SHARED 06 8400 D GALLAGHER ARTHUR J & CO COM 36357610 1898 54800 SH SHARED 11 54800 D GALLAGHER ARTHUR J & CO COM 36357610 338 9780 SH SHR/OTHR 11 9780 D GALLAHER GROUP PLC SPONSORED ADR 36359510 299 8024 SH SHARED 01 7524 500 D GALLAHER GROUP PLC SPONSORED ADR 36359510 59 1600 SH SHR/OTHR 01 1600 D GALLAHER GROUP PLC SPONSORED ADR 36359510 1341 35930 SH SHARED 02 34730 1200 D GALLAHER GROUP PLC SPONSORED ADR 36359510 4205 112600 SH SHARED 05 112600 D GALLAHER GROUP PLC SPONSORED ADR 36359510 212 5700 SH SHARED 11 5700 D GALLAHER GROUP PLC SPONSORED ADR 36359510 828 22185 SH SHR/OTHR 11 22185 D GALYANS TRADING INC COM 36458R10 477 20900 SH SHARED 01 20900 D GALYANS TRADING INC COM 36458R10 200 8800 SH SHARED 02 8800 D GAMESTOP CORP CL A 36466R10 256 12237 SH SHARED 12237 D GAMESTOP CORP CL A 36466R10 468 22300 SH SHARED 01 20800 1500 D GAMESTOP CORP CL A 36466R10 212 10135 SH SHARED 02 10135 D GAMESTOP CORP CL A 36466R10 419 20000 SH SHARED 04 20000 D GANNETT INC COM 36473010 98986 1304176 SH SHARED 1301626 2550 D GANNETT INC COM 36473010 93458 1231333 SH SHARED 01 1229709 1624 D GANNETT INC COM 36473010 4072 53655 SH SHR/OTHR 01 44341 9314 D GANNETT INC COM 36473010 21901 288552 SH SHARED 02 285452 3100 D GANNETT INC COM 36473010 28898 380750 SH SHARED 03 64900 315850 D GANNETT INC COM 36473010 3795 50000 SH SHARED 04 50000 D GANNETT INC COM 36473010 15984 210600 SH SHARED 05 210600 D GANNETT INC COM 36473010 108929 1435171 SH SHARED 06 1435171 D GANNETT INC COM 36473010 3202 42200 SH SHARED 07 42200 D GANNETT INC COM 36473010 4091 53900 SH SHARED 08 53900 D GANNETT INC COM 36473010 6049 79698 SH SHARED 09 79698 D GANNETT INC COM 36473010 2610 34400 SH SHARED 10 34400 D GANNETT INC COM 36473010 156319 2059542 SH SHARED 11 281831 1273000 504711 D GANNETT INC COM 36473010 26070 343486 SH SHR/OTHR 11 343486 D GAP INC DEL COM 36476010 35200 2478917 SH SHARED 2478917 D GAP INC DEL COM 36476010 50018 3522426 SH SHARED 01 3522426 D GAP INC DEL COM 36476010 10024 705985 SH SHARED 02 683753 22232 D GAP INC DEL COM 36476010 2272 160000 SH SHARED 04 160000 D GAP INC DEL COM 36476010 349 24623 SH SHARED 06 24623 D GAP INC DEL COM 36476010 80 5700 SH SHARED 07 5700 D GAP INC DEL COM 36476010 134 9469 SH SHARED 09 9469 D GAP INC DEL COM 36476010 3272 230490 SH SHARED 11 220850 9640 D GAP INC DEL COM 36476010 176380 12421177 SH SHR/OTHR 11 12421177 D GARAN INC COM 36480210 3 68 SH SHARED 68 D GARAN INC COM 36480210 52 900 SH SHARED 01 900 D GARAN INC COM 36480210 173 3000 SH SHARED 02 3000 D GARDEN FRESH RESTAURANT CORP COM 36523510 440 37200 SH SHARED 01 37200 D GARDNER DENVER INC COM 36555810 163 8152 SH SHARED 8152 D GARDNER DENVER INC COM 36555810 115 5787 SH SHARED 01 5787 D GARDNER DENVER INC COM 36555810 231 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 372 18611 SH SHARED 02 18611 D GART SPORTS CO COM 36663010 766 26920 SH SHARED 26920 D GART SPORTS CO COM 36663010 296 10400 SH SHARED 01 7200 3200 D GART SPORTS CO COM 36663010 151 5300 SH SHARED 02 5300 D GARTNER INC COM 36665110 21 2144 SH SHARED 2144 D GARTNER INC COM 36665110 666 65985 SH SHARED 01 65985 D GARTNER INC COM 36665110 770 76253 SH SHARED 02 76253 D GARTNER INC CL B 36665120 225 24000 SH SHARED 24000 D GARTNER INC CL B 36665120 409 43537 SH SHARED 01 43537 D GARTNER INC CL B 36665120 300 31917 SH SHR/OTHR 01 30952 965 D GARTNER INC CL B 36665120 469 49935 SH SHARED 02 49805 130 D GARTNER INC CL B 36665120 8 885 SH SHARED 11 885 D GARTNER INC CL B 36665120 17 1898 SH SHR/OTHR 11 1898 D GATEWAY INC COM 36762610 3172 714519 SH SHARED 714519 D GATEWAY INC COM 36762610 4881 1099336 SH SHARED 01 1099336 D GATEWAY INC COM 36762610 8 1984 SH SHR/OTHR 01 1984 D GATEWAY INC COM 36762610 973 219210 SH SHARED 02 219210 D GATEWAY INC COM 36762610 9 2101 SH SHARED 09 2101 D GATEWAY INC COM 36762610 35 7900 SH SHARED 11 7900 D GATEWAY INC COM 36762610 50 11408 SH SHR/OTHR 11 11408 D GAYLORD ENTMT CO NEW COM 36790510 13 614 SH SHARED 614 D GAYLORD ENTMT CO NEW COM 36790510 365 16565 SH SHARED 01 16565 D GAYLORD ENTMT CO NEW COM 36790510 423 19200 SH SHARED 02 19200 D GAYLORD ENTMT CO NEW COM 36790510 4 201 SH SHARED 11 201 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 700 129968 SH SHARED 129968 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1178 218616 SH SHARED 01 216945 1671 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 961 178402 SH SHARED 02 173174 5228 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 48 9015 SH SHARED 06 9015 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 29 5500 SH SHARED 07 5500 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 7 1400 SH SHARED 11 1400 D GENAERA CORP COM 36867G10 17 10000 SH SHARED 02 10000 D GENAISSANCE PHARMACEUTICALS COM 36867W10 0 446 SH SHARED 446 D GENAISSANCE PHARMACEUTICALS COM 36867W10 47 35800 SH SHARED 02 19800 16000 D GENCORP INC COM 36868210 12 866 SH SHARED 866 D GENCORP INC COM 36868210 920 64387 SH SHARED 01 64387 D GENCORP INC COM 36868210 580 40562 SH SHARED 02 40562 D GENE LOGIC INC COM 36868910 8 640 SH SHARED 640 D GENE LOGIC INC COM 36868910 347 24850 SH SHARED 01 24850 D GENE LOGIC INC COM 36868910 344 24609 SH SHARED 02 24609 D GENELABS TECHNOLOGIES INC COM 36870610 2 1130 SH SHARED 1130 D GENELABS TECHNOLOGIES INC COM 36870610 91 45700 SH SHARED 02 35900 9800 D GENENCOR INTL INC COM 36870910 2 240 SH SHARED 240 D GENENCOR INTL INC COM 36870910 23 2400 SH SHARED 01 2400 D GENENCOR INTL INC COM 36870910 83 8500 SH SHARED 02 8500 D GENENTECH INC COM NEW 36871040 2670 79717 SH SHARED 78917 800 D GENENTECH INC COM NEW 36871040 10364 309400 SH SHARED 01 307300 2100 D GENENTECH INC COM NEW 36871040 16 500 SH SHR/OTHR 01 100 400 D GENENTECH INC COM NEW 36871040 2341 69910 SH SHARED 02 68105 1805 D GENENTECH INC COM NEW 36871040 48224 1439550 SH SHARED 04 1439550 D GENENTECH INC COM NEW 36871040 153 4594 SH SHARED 06 4594 D GENENTECH INC COM NEW 36871040 3001 89600 SH SHARED 07 89600 D GENENTECH INC COM NEW 36871040 86889 2593710 SH SHARED 11 1249659 875900 468151 D GENENTECH INC COM NEW 36871040 33314 994455 SH SHR/OTHR 11 994455 D GENERAL BINDING CORP COM 36915410 83 5000 SH SHARED 02 5000 D GENERAL BINDING CORP COM 36915410 46 2775 SH SHARED 11 2775 D GENERAL CABLE CORP DEL NEW COM 36930010 5 918 SH SHARED 918 D GENERAL CABLE CORP DEL NEW COM 36930010 77 12350 SH SHARED 01 12350 D GENERAL CABLE CORP DEL NEW COM 36930010 180 28700 SH SHARED 02 28700 D GENERAL CABLE CORP DEL NEW COM 36930010 1546 245400 SH SHARED 11 245400 D GENERAL COMMUNICATION INC CL A 36938510 6 1026 SH SHARED 1026 D GENERAL COMMUNICATION INC CL A 36938510 654 98200 SH SHARED 01 98200 D GENERAL COMMUNICATION INC CL A 36938510 354 53193 SH SHARED 02 53193 D GENERAL DYNAMICS CORP COM 36955010 51215 481571 SH SHARED 476154 5417 D GENERAL DYNAMICS CORP COM 36955010 116695 1097282 SH SHARED 01 913532 183750 D GENERAL DYNAMICS CORP COM 36955010 43633 410284 SH SHR/OTHR 01 377339 32945 D GENERAL DYNAMICS CORP COM 36955010 13777 129552 SH SHARED 02 125622 3930 D GENERAL DYNAMICS CORP COM 36955010 36330 341610 SH SHARED 03 52850 288760 D GENERAL DYNAMICS CORP COM 36955010 30917 290712 SH SHARED 06 290712 D GENERAL DYNAMICS CORP COM 36955010 733 6900 SH SHARED 07 6900 D GENERAL DYNAMICS CORP COM 36955010 5402 50800 SH SHARED 08 50800 D GENERAL DYNAMICS CORP COM 36955010 8185 76971 SH SHARED 09 76971 D GENERAL DYNAMICS CORP COM 36955010 26005 244526 SH SHARED 11 138395 94800 11331 D GENERAL DYNAMICS CORP COM 36955010 1746 16424 SH SHR/OTHR 11 16424 D GENERAL ELEC CO COM 36960410 2727 93900 SH SHARED 93900 D GENERAL ELEC CO COM 36960410 801635 27595024 SH SHARED 23748453 3846571 D GENERAL ELEC CO COM 36960410 1479327 50923484 SH SHARED 01 47554966 1164942 2203576 D GENERAL ELEC CO COM 36960410 139013 4785323 SH SHR/OTHR 01 3062100 1723223 D GENERAL ELEC CO COM 36960410 175586 6044283 SH SHARED 02 5832136 212147 D GENERAL ELEC CO COM 36960410 47199 1624760 SH SHARED 03 158500 1466260 D GENERAL ELEC CO COM 36960410 22255 766100 SH SHARED 04 766100 D GENERAL ELEC CO COM 36960410 42848 1475000 SH SHARED 05 1475000 D GENERAL ELEC CO COM 36960410 192236 6617422 SH SHARED 06 6617422 D GENERAL ELEC CO COM 36960410 20380 701553 SH SHARED 07 701553 D GENERAL ELEC CO COM 36960410 18391 633111 SH SHARED 08 633111 D GENERAL ELEC CO COM 36960410 12466 429136 SH SHARED 09 429136 D GENERAL ELEC CO COM 36960410 4128 142100 SH SHARED 10 142100 D GENERAL ELEC CO COM 36960410 619979 21341804 SH SHARED 11 7451193 9426250 4464361 D GENERAL ELEC CO COM 36960410 97149 3344218 SH SHR/OTHR 11 3344218 D GENERAL GROWTH PPTYS INC COM 37002110 626 12276 SH SHARED 12276 D GENERAL GROWTH PPTYS INC COM 37002110 2530 49617 SH SHARED 01 49617 D GENERAL GROWTH PPTYS INC COM 37002110 921 18068 SH SHARED 02 18068 D GENERAL GROWTH PPTYS INC COM 37002110 45 900 SH SHARED 11 900 D GENERAL GROWTH PPTYS INC COM 37002110 928 18200 SH SHR/OTHR 11 18200 D GENERAL GROWTH PPTYS INC COM 37002110 167461 3283549 SH SHARED 12 3283549 D GENERAL MAGIC INC COM 37025310 2 25831 SH SHARED 01 25831 D GENERAL MAGIC INC COM 37025310 0 2000 SH SHARED 02 2000 D GENERAL MLS INC COM 37033410 73319 1663325 SH SHARED 1663325 D GENERAL MLS INC COM 37033410 73019 1656511 SH SHARED 01 1636411 20100 D GENERAL MLS INC COM 37033410 3276 74340 SH SHR/OTHR 01 57240 17100 D GENERAL MLS INC COM 37033410 8786 199321 SH SHARED 02 193520 5801 D GENERAL MLS INC COM 37033410 842 19122 SH SHARED 06 19122 D GENERAL MLS INC COM 37033410 158 3600 SH SHARED 07 3600 D GENERAL MLS INC COM 37033410 128 2911 SH SHARED 09 2911 D GENERAL MLS INC COM 37033410 32442 735984 SH SHARED 11 586231 149753 D GENERAL MLS INC COM 37033410 7116 161450 SH SHR/OTHR 11 161450 D GENERAL MTRS CORP COM 37044210 161447 3020542 SH SHARED 3016907 3635 D GENERAL MTRS CORP COM 37044210 129377 2420542 SH SHARED 01 2419342 1200 D GENERAL MTRS CORP COM 37044210 1494 27958 SH SHR/OTHR 01 4651 23307 D GENERAL MTRS CORP COM 37044210 28088 525513 SH SHARED 02 445343 80170 D GENERAL MTRS CORP COM 37044210 5124 95880 SH SHARED 03 22480 73400 D GENERAL MTRS CORP COM 37044210 8300 155300 SH SHARED 04 155300 D GENERAL MTRS CORP COM 37044210 2939 55000 SH SHARED 05 55000 D GENERAL MTRS CORP COM 37044210 52917 990033 SH SHARED 06 990033 D GENERAL MTRS CORP COM 37044210 2111 39500 SH SHARED 07 39500 D GENERAL MTRS CORP COM 37044210 2499 46770 SH SHARED 08 46770 D GENERAL MTRS CORP COM 37044210 252 4722 SH SHARED 09 4722 D GENERAL MTRS CORP COM 37044210 1352 25300 SH SHARED 10 25300 D GENERAL MTRS CORP COM 37044210 60281 1127807 SH SHARED 11 82027 1039500 6280 D GENERAL MTRS CORP COM 37044210 9732 182094 SH SHR/OTHR 11 182094 D GENERAL MTRS CORP CL H NEW 37044283 15588 1498929 SH SHARED 1497529 1400 D GENERAL MTRS CORP CL H NEW 37044283 11530 1108735 SH SHARED 01 1103660 5075 D GENERAL MTRS CORP CL H NEW 37044283 130 12571 SH SHR/OTHR 01 5221 7350 D GENERAL MTRS CORP CL H NEW 37044283 954 91753 SH SHARED 02 85505 6248 D GENERAL MTRS CORP CL H NEW 37044283 342 32900 SH SHARED 05 32900 D GENERAL MTRS CORP CL H NEW 37044283 749 72022 SH SHARED 06 72022 D GENERAL MTRS CORP CL H NEW 37044283 91 8750 SH SHARED 07 8750 D GENERAL MTRS CORP CL H NEW 37044283 956 91982 SH SHARED 11 10105 81877 D GENERAL MTRS CORP CL H NEW 37044283 302 29126 SH SHR/OTHR 11 29126 D GENEREX BIOTECHNOLOGY CP DEL COM 37148510 2 1000 SH SHARED 02 1000 D GENESCO INC NOTE 5.500% 4/1 371532AL 2420 2000000 PRN SHARED 01 2000000 D GENESCO INC COM 37153210 77 3200 SH SHARED 3200 D GENESCO INC COM 37153210 1108 45512 SH SHARED 45512 D GENESCO INC COM 37153210 3138 128900 SH SHARED 01 128900 D GENESCO INC COM 37153210 705 28956 SH SHARED 02 28956 D GENESCO INC COM 37153210 4453 182900 SH SHARED 06 182900 D GENESCO INC COM 37153210 28630 1175790 SH SHARED 11 1175790 D GENESCO INC COM 37153210 7774 319300 SH SHR/OTHR 11 319300 D GENESEE & WYO INC CL A 37155910 78 3500 SH SHARED 01 3500 D GENESEE & WYO INC CL A 37155910 221 9800 SH SHARED 02 9800 D GENESIS HEALTH VENTURE INC N COM 37183F10 30980 1542107 SH SHARED 1542107 D GENESIS HEALTH VENTURE INC N COM 37183F10 144 7200 SH SHARED 01 7200 D GENESIS HEALTH VENTURE INC N COM 37183F10 505 25174 SH SHARED 02 25130 44 D GENESIS HEALTH VENTURE INC N *W EXP 10/02/200 37183F11 0 74 SH SHARED 02 74 D GENESIS MICROCHIP INC DEL COM 37184C10 1107 132808 SH SHARED 132808 D GENESIS MICROCHIP INC DEL COM 37184C10 615 73854 SH SHARED 01 73854 D GENESIS MICROCHIP INC DEL COM 37184C10 237 28427 SH SHARED 02 26970 1457 D GENESIS MICROCHIP INC DEL COM 37184C10 13700 1642800 SH SHARED 11 1122477 135223 385100 D GENESIS MICROCHIP INC DEL COM 37184C10 5690 682300 SH SHR/OTHR 11 682300 D GENTEX CORP COM 37190110 96 3507 SH SHARED 3507 D GENTEX CORP COM 37190110 1635 59550 SH SHARED 01 59550 D GENTEX CORP COM 37190110 1832 66704 SH SHARED 02 61704 5000 D GENTEX CORP COM 37190110 12358 449900 SH SHARED 11 261533 8267 180100 D GENLYTE GROUP INC COM 37230210 65 1604 SH SHARED 1604 D GENLYTE GROUP INC COM 37230210 475 11700 SH SHARED 01 11700 D GENLYTE GROUP INC COM 37230210 442 10900 SH SHARED 02 10900 D GENLYTE GROUP INC COM 37230210 3310 81480 SH SHARED 11 81480 D GENOME THERAPEUTICS CORP COM 37243010 1 584 SH SHARED 584 D GENOME THERAPEUTICS CORP COM 37243010 67 29150 SH SHARED 02 20300 8850 D GENOME THERAPEUTICS CORP COM 37243010 0 300 SH SHARED 11 300 D GENTA INC COM NEW 37245M20 4 562 SH SHARED 562 D GENTA INC COM NEW 37245M20 3688 444900 SH SHARED 01 444900 D GENTA INC COM NEW 37245M20 332 40117 SH SHARED 02 38617 1500 D GENTA INC COM NEW 37245M20 18664 2251400 SH SHARED 11 1457008 33492 760900 D GENUINE PARTS CO COM 37246010 15470 443652 SH SHARED 443652 D GENUINE PARTS CO COM 37246010 26199 751360 SH SHARED 01 751360 D GENUINE PARTS CO COM 37246010 130 3750 SH SHR/OTHR 01 2625 1125 D GENUINE PARTS CO COM 37246010 3440 98667 SH SHARED 02 98137 530 D GENUINE PARTS CO COM 37246010 310 8910 SH SHARED 06 8910 D GENUINE PARTS CO COM 37246010 186 5350 SH SHARED 07 5350 D GENUINE PARTS CO COM 37246010 50 1455 SH SHARED 09 1455 D GENUINE PARTS CO COM 37246010 7960 228293 SH SHARED 11 24787 203506 D GENUINE PARTS CO COM 37246010 445 12788 SH SHR/OTHR 11 12788 D GENTIVA HEALTH SERVICES INC COM 37247A10 19273 2143834 SH SHARED 2143834 D GENTIVA HEALTH SERVICES INC COM 37247A10 1534 170651 SH SHARED 01 170651 D GENTIVA HEALTH SERVICES INC COM 37247A10 412 45887 SH SHARED 02 45887 D GENSTAR THERAPEUTICS CORP COM 37248D10 0 280 SH SHARED 280 D GENSTAR THERAPEUTICS CORP COM 37248D10 4 11300 SH SHARED 02 11300 D GENUITY INC CL A NEW 37248E20 2284 601168 SH SHARED 601168 D GENUITY INC CL A NEW 37248E20 90 23789 SH SHARED 02 23739 50 D GENZYME CORP SDCV 3.000% 5/1 372917AK 4055 5000000 PRN SHARED 5000000 D GENZYME CORP SDCV 3.000% 5/1 372917AK 3244 4000000 PRN SHARED 01 4000000 D GENZYME CORP SDCV 3.000% 5/1 372917AK 10380 12800000 PRN SHARED 02 2800000 10000000 D GENZYME CORP COM GENL DIV 37291710 10793 560988 SH SHARED 560988 D GENZYME CORP COM GENL DIV 37291710 17846 927587 SH SHARED 01 873278 54309 D GENZYME CORP COM GENL DIV 37291710 192 10000 SH SHR/OTHR 01 2400 7600 D GENZYME CORP COM GENL DIV 37291710 4030 209484 SH SHARED 02 208529 955 D GENZYME CORP COM GENL DIV 37291710 3238 168300 SH SHARED 04 168300 D GENZYME CORP COM GENL DIV 37291710 123 6421 SH SHARED 06 6421 D GENZYME CORP COM GENL DIV 37291710 193 10050 SH SHARED 07 10050 D GENZYME CORP COM GENL DIV 37291710 28 1500 SH SHARED 09 1500 D GENZYME CORP COM GENL DIV 37291710 3582 186179 SH SHARED 11 128562 25900 31717 D GENZYME CORP COM GENL DIV 37291710 8877 461386 SH SHR/OTHR 11 461386 D GENZYME CORP COM-MOLECULAR 37291750 1 460 SH SHARED 460 D GENZYME CORP COM-MOLECULAR 37291750 5 2164 SH SHARED 01 4 2160 D GENZYME CORP COM-MOLECULAR 37291750 52 20900 SH SHARED 02 14100 6800 D GENZYME CORP COM BIOSURGERY 37291770 3 874 SH SHARED 874 D GENZYME CORP COM BIOSURGERY 37291770 46 10222 SH SHARED 01 7402 2820 D GENZYME CORP COM BIOSURGERY 37291770 147 32600 SH SHARED 02 32600 D GEORGIA GULF CORP COM PAR $0.01 37320020 571 21604 SH SHARED 21604 D GEORGIA GULF CORP COM PAR $0.01 37320020 4410 166797 SH SHARED 01 166797 D GEORGIA GULF CORP COM PAR $0.01 37320020 908 34346 SH SHARED 02 34346 D GEORGIA GULF CORP COM PAR $0.01 37320020 23 870 SH SHR/OTHR 11 870 D GEORGIA PAC CORP COM 37329810 19685 800875 SH SHARED 800875 D GEORGIA PAC CORP COM 37329810 24122 981397 SH SHARED 01 980967 430 D GEORGIA PAC CORP COM 37329810 95 3896 SH SHR/OTHR 01 1304 2592 D GEORGIA PAC CORP COM 37329810 24498 996695 SH SHARED 02 996190 505 D GEORGIA PAC CORP COM 37329810 62 2545 SH SHARED 06 2545 D GEORGIA PAC CORP COM 37329810 105 4290 SH SHARED 07 4290 D GEORGIA PAC CORP COM 37329810 83 3386 SH SHARED 09 3386 D GEORGIA PAC CORP COM 37329810 1440 58623 SH SHARED 11 54248 4375 D GEORGIA PAC CORP COM 37329810 190 7767 SH SHR/OTHR 11 7767 D GEOWORKS CORP COM 37369210 37 270700 SH SHARED 02 270700 D GERBER CHILDRENSWEAR INC COM 37370110 0 5400 SH SHARED 02 5400 D GERBER SCIENTIFIC INC COM 37373010 6 1854 SH SHARED 1854 D GERBER SCIENTIFIC INC COM 37373010 248 70805 SH SHARED 02 23305 47500 D GERDAU S A SPONSORED ADR 37373710 81 7764 SH SHARED 06 7764 D GERMAN AMERN BANCORP COM 37386510 5 284 SH SHARED 284 D GERMAN AMERN BANCORP COM 37386510 35 1930 SH SHARED 01 1930 D GERMAN AMERN BANCORP COM 37386510 150 8110 SH SHARED 02 8110 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 74 16209 SH SHARED 16209 D GERON CORP COM 37416310 93 20400 SH SHARED 01 20400 D GERON CORP COM 37416310 101 22184 SH SHARED 02 21984 200 D GERON CORP COM 37416310 4 900 SH SHARED 11 900 D GETTY IMAGES INC NOTE 5.000% 3/1 374276AE 203 245000 PRN SHARED 02 145000 100000 D GETTY IMAGES INC COM 37427610 440 20220 SH SHARED 20220 D GETTY IMAGES INC COM 37427610 2138 98250 SH SHARED 01 98250 D GETTY IMAGES INC COM 37427610 1190 54665 SH SHARED 02 50115 4550 D GETTY IMAGES INC COM 37427610 6531 300000 SH SHARED 04 300000 D GETTY IMAGES INC COM 37427610 449 20650 SH SHR/OTHR 11 20650 D GETTY RLTY CORP NEW COM 37429710 12962 640100 SH SHARED 640100 D GETTY RLTY CORP NEW COM 37429710 202 10000 SH SHARED 01 10000 D GETTY RLTY CORP NEW COM 37429710 309 15300 SH SHARED 02 15300 D GEVITY HR INC COM 37439310 163 41300 SH SHARED 41300 D GEVITY HR INC COM 37439310 860 217224 SH SHR/OTHR 01 217224 D GEVITY HR INC COM 37439310 3 1000 SH SHARED 02 1000 D GIBRALTAR STL CORP COM 37476F10 4 202 SH SHARED 202 D GIBRALTAR STL CORP COM 37476F10 865 39000 SH SHARED 01 39000 D GIBRALTAR STL CORP COM 37476F10 159 7200 SH SHARED 02 7200 D GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB 3064 2000000 PRN SHARED 01 2000000 D GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB 15320 10000000 PRN SHARED 02 10000000 D GILEAD SCIENCES INC COM 37555810 4320 131401 SH SHARED 131401 D GILEAD SCIENCES INC COM 37555810 4766 144952 SH SHARED 01 139352 5600 D GILEAD SCIENCES INC COM 37555810 591 18000 SH SHR/OTHR 01 18000 D GILEAD SCIENCES INC COM 37555810 5638 171488 SH SHARED 02 171488 D GILEAD SCIENCES INC COM 37555810 52469 1595800 SH SHARED 04 1595800 D GILEAD SCIENCES INC COM 37555810 98 3000 SH SHARED 06 3000 D GILEAD SCIENCES INC COM 37555810 3925 119400 SH SHARED 07 119400 D GILEAD SCIENCES INC COM 37555810 7480 227500 SH SHARED 11 180900 40600 6000 D GILEAD SCIENCES INC COM 37555810 2533 77050 SH SHR/OTHR 11 77050 D GILLETTE CO COM 37576610 177561 5242456 SH SHARED 5096336 146120 D GILLETTE CO COM 37576610 163237 4819527 SH SHARED 01 4628343 191184 D GILLETTE CO COM 37576610 6296 185896 SH SHR/OTHR 01 86766 99130 D GILLETTE CO COM 37576610 30143 889968 SH SHARED 02 855057 34911 D GILLETTE CO COM 37576610 50805 1500000 SH SHARED 04 1500000 D GILLETTE CO COM 37576610 1161 34295 SH SHARED 06 34295 D GILLETTE CO COM 37576610 486 14350 SH SHARED 07 14350 D GILLETTE CO COM 37576610 301 8914 SH SHARED 09 8914 D GILLETTE CO COM 37576610 44072 1301231 SH SHARED 11 156964 1144267 D GILLETTE CO COM 37576610 13880 409821 SH SHR/OTHR 11 409821 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 81 3600 SH SHARED 3600 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 2443 108400 SH SHARED 01 108400 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 1647 73100 SH SHARED 06 73100 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 39873 1769009 SH SHARED 11 1450345 12964 305700 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 5736 254500 SH SHR/OTHR 11 254500 D GLACIER BANCORP INC NEW COM 37637Q10 73 2990 SH SHARED 2990 D GLACIER BANCORP INC NEW COM 37637Q10 85 3500 SH SHARED 01 3500 D GLACIER BANCORP INC NEW COM 37637Q10 916 37400 SH SHARED 02 13900 23500 D GLACIER BANCORP INC NEW COM 37637Q10 6948 283600 SH SHARED 11 283600 D GLADSTONE CAPITAL CORP COM 37653510 54 3000 SH SHARED 01 3000 D GLADSTONE CAPITAL CORP COM 37653510 135 7500 SH SHARED 02 7500 D GLATFELTER COM 37731610 367 19524 SH SHARED 19524 D GLATFELTER COM 37731610 358 19050 SH SHARED 01 19050 D GLATFELTER COM 37731610 721 38358 SH SHARED 02 34341 4017 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 810 18784 SH SHARED 15281 3503 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1507 34949 SH SHARED 01 4060 30889 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 5410 125423 SH SHR/OTHR 01 125223 200 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 6395 148259 SH SHARED 02 142903 5356 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 106344 2465113 SH SHARED 05 2465113 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 90 2100 SH SHARED 06 2100 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 7645 177227 SH SHARED 11 93557 83670 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 4238 98254 SH SHR/OTHR 11 98254 D GLENAYRE TECHNOLOGIES INC COM 37789910 0 1 SH SHARED 01 1 D GLENBOROUGH RLTY TR INC COM 37803P10 11 498 SH SHARED 498 D GLENBOROUGH RLTY TR INC COM 37803P10 188 7951 SH SHARED 01 7951 D GLENBOROUGH RLTY TR INC COM 37803P10 1147 48400 SH SHARED 02 18300 30100 D GLENBOROUGH RLTY TR INC COM 37803P10 47 2000 SH SHARED 11 2000 D GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P20 69 3150 SH SHARED 02 1750 1400 D GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P20 21 1000 SH SHARED 11 1000 D GLIMCHER RLTY TR SH BEN INT 37930210 1190 64344 SH SHARED 64344 D GLIMCHER RLTY TR SH BEN INT 37930210 1560 84350 SH SHARED 01 83400 950 D GLIMCHER RLTY TR SH BEN INT 37930210 5618 303692 SH SHARED 02 288192 15500 D GLIMCHER RLTY TR SH BEN INT 37930210 555 30000 SH SHARED 12 30000 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 7 500 SH SHARED 02 500 D GLOBAL INDS LTD COM 37933610 54 7800 SH SHARED 7800 D GLOBAL INDS LTD COM 37933610 38 5534 SH SHARED 5534 D GLOBAL INDS LTD COM 37933610 2140 306250 SH SHARED 01 306250 D GLOBAL INDS LTD COM 37933610 536 76800 SH SHARED 02 76800 D GLOBAL INDS LTD COM 37933610 1078 154300 SH SHARED 06 154300 D GLOBAL INDS LTD COM 37933610 15593 2230900 SH SHARED 11 2230900 D GLOBAL INDS LTD COM 37933610 3796 543200 SH SHR/OTHR 11 543200 D GLOBAL IMAGING SYSTEMS COM 37934A10 2 154 SH SHARED 154 D GLOBAL IMAGING SYSTEMS COM 37934A10 531 28000 SH SHARED 01 28000 D GLOBAL IMAGING SYSTEMS COM 37934A10 599 31570 SH SHARED 02 31570 D GLOBAL IMAGING SYSTEMS COM 37934A10 3 210 SH SHARED 11 210 D GLOBAL LT TELECOMMUNICATIONS COM 37934X10 1 14828 SH SHARED 11 14828 D GLOBAL PARTNERS INCOME FD IN COM 37935R10 21 2000 SH SHR/OTHR 01 2000 D GLOBAL PARTNERS INCOME FD IN COM 37935R10 43 3960 SH SHARED 11 3960 D GLOBAL PMTS INC COM 37940X10 37 1252 SH SHARED 1252 D GLOBAL PMTS INC COM 37940X10 5742 193040 SH SHARED 01 193040 D GLOBAL PMTS INC COM 37940X10 2003 67358 SH SHARED 02 67358 D GLOBAL PMTS INC COM 37940X10 16 540 SH SHARED 11 540 D GLOBAL PMTS INC COM 37940X10 47 1600 SH SHR/OTHR 11 1600 D GLOBAL POWER EQUIPMENT INC COM 37941P10 39 4000 SH SHARED 3000 1000 D GLOBAL POWER EQUIPMENT INC COM 37941P10 200 20300 SH SHARED 01 20300 D GLOBAL POWER EQUIPMENT INC COM 37941P10 509 51450 SH SHARED 02 47200 4250 D GLOBECOMM SYSTEMS INC COM 37956X10 671 164300 SH SHARED 06 164300 D GLOBECOMM SYSTEMS INC COM 37956X10 1264 309200 SH SHARED 11 309200 D GLOBECOMM SYSTEMS INC COM 37956X10 474 116100 SH SHR/OTHR 11 116100 D GLOBESPANVIRATA INC COM 37957V10 10 2733 SH SHARED 2733 D GLOBESPANVIRATA INC COM 37957V10 2254 582434 SH SHARED 01 582434 D GLOBESPANVIRATA INC COM 37957V10 400 103358 SH SHARED 02 103358 D GLOBESPANVIRATA INC COM 37957V10 5 1540 SH SHARED 11 1540 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 11167 13855000 PRN SHARED 02 13855000 D GLYCOGENESYS INC COM 37989P10 1 2000 SH SHARED 01 2000 D GOLD BANC CORP INC COM 37990710 10 920 SH SHARED 920 D GOLD BANC CORP INC COM 37990710 140 12800 SH SHARED 01 12800 D GOLD BANC CORP INC COM 37990710 283 25800 SH SHARED 02 25800 D GOAMERICA INC COM 38020R10 0 1000 SH SHARED 02 1000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1239 110470 SH SHARED 02 93870 16600 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 364 32500 SH SHARED 05 32500 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 8190 730000 SH SHR/OTHR 11 730000 D GOLDCORP INC NEW COM 38095640 367 36948 SH SHARED 02 36948 D GOLDEN ST BANCORP INC COM 38119710 6933 191267 SH SHARED 191067 200 D GOLDEN ST BANCORP INC COM 38119710 25211 695480 SH SHARED 01 695480 D GOLDEN ST BANCORP INC COM 38119710 10945 301940 SH SHARED 02 299640 2300 D GOLDEN ST BANCORP INC COM 38119710 108 3000 SH SHARED 11 3000 D GOLDEN ST BANCORP INC *W EXP 99/99/999 38119713 3477 3190240 SH SHARED 02 3190240 D GOLDEN ST BANCORP INC *W EXP 99/99/999 38119713 4 4000 SH SHARED 11 4000 D GOLDEN ST VINTNERS INC CL B 38121K20 0 300 SH SHARED 02 300 D GOLDEN TELECOM INC COM 38122G10 5 288 SH SHARED 288 D GOLDEN TELECOM INC COM 38122G10 185 10561 SH SHARED 01 10561 D GOLDEN TELECOM INC COM 38122G10 190 10800 SH SHARED 02 10500 300 D GOLDEN TELECOM INC COM 38122G10 1233 70100 SH SHARED 04 70100 D GOLDEN WEST FINL CORP DEL COM 38131710 23402 340257 SH SHARED 340257 D GOLDEN WEST FINL CORP DEL COM 38131710 50437 733322 SH SHARED 01 732122 1200 D GOLDEN WEST FINL CORP DEL COM 38131710 23 344 SH SHR/OTHR 01 344 D GOLDEN WEST FINL CORP DEL COM 38131710 6040 87828 SH SHARED 02 87722 106 D GOLDEN WEST FINL CORP DEL COM 38131710 98 1431 SH SHARED 06 1431 D GOLDEN WEST FINL CORP DEL COM 38131710 110 1600 SH SHARED 07 1600 D GOLDEN WEST FINL CORP DEL COM 38131710 90 1313 SH SHARED 09 1313 D GOLDEN WEST FINL CORP DEL COM 38131710 10179 148000 SH SHARED 11 147700 300 D GOLDEN WEST FINL CORP DEL COM 38131710 6905 100397 SH SHR/OTHR 11 100397 D GOLDMAN SACHS GROUP INC COM 38141G10 1716 23402 SH SHARED 21398 2004 D GOLDMAN SACHS GROUP INC COM 38141G10 21222 289338 SH SHARED 01 284831 4507 D GOLDMAN SACHS GROUP INC COM 38141G10 131 1799 SH SHR/OTHR 01 1710 89 D GOLDMAN SACHS GROUP INC COM 38141G10 5674 77359 SH SHARED 02 65694 11665 D GOLDMAN SACHS GROUP INC COM 38141G10 14809 201900 SH SHARED 03 72700 129200 D GOLDMAN SACHS GROUP INC COM 38141G10 843 11500 SH SHARED 04 11500 D GOLDMAN SACHS GROUP INC COM 38141G10 18375 250522 SH SHARED 06 250522 D GOLDMAN SACHS GROUP INC COM 38141G10 2790 38050 SH SHARED 07 38050 D GOLDMAN SACHS GROUP INC COM 38141G10 4562 62200 SH SHARED 09 62200 D GOLDMAN SACHS GROUP INC COM 38141G10 11802 160900 SH SHARED 11 139100 21800 D GOLDMAN SACHS GROUP INC COM 38141G10 8555 116640 SH SHR/OTHR 11 116640 D GOLF TR AMER INC COM 38168B10 2462 786800 SH SHARED 02 786800 D GOODRICH CORP COM 38238810 15826 579318 SH SHARED 579318 D GOODRICH CORP COM 38238810 11090 405947 SH SHARED 01 398447 7500 D GOODRICH CORP COM 38238810 22 829 SH SHR/OTHR 01 829 D GOODRICH CORP COM 38238810 3425 125384 SH SHARED 02 112234 13150 D GOODRICH CORP COM 38238810 270 9918 SH SHARED 07 9918 D GOODRICH CORP COM 38238810 71 2600 SH SHARED 11 2600 D GOODRICH CORP COM 38238810 103 3799 SH SHR/OTHR 11 3799 D GOODYEAR TIRE & RUBR CO COM 38255010 8676 463731 SH SHARED 463331 400 D GOODYEAR TIRE & RUBR CO COM 38255010 12133 648494 SH SHARED 01 648494 D GOODYEAR TIRE & RUBR CO COM 38255010 53 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 4791 256095 SH SHARED 02 246185 9910 D GOODYEAR TIRE & RUBR CO COM 38255010 24 1300 SH SHARED 07 1300 D GOODYEAR TIRE & RUBR CO COM 38255010 33 1790 SH SHARED 09 1790 D GOODYEAR TIRE & RUBR CO COM 38255010 12 692 SH SHARED 11 592 100 D GOODYEAR TIRE & RUBR CO COM 38255010 101 5400 SH SHR/OTHR 11 5400 D GOODYS FAMILY CLOTHING INC COM 38258810 56 4900 SH SHARED 01 4900 D GOODYS FAMILY CLOTHING INC COM 38258810 270 23479 SH SHARED 02 23479 D GORMAN RUPP CO COM 38308210 7 236 SH SHARED 236 D GORMAN RUPP CO COM 38308210 44 1400 SH SHARED 01 1400 D GORMAN RUPP CO COM 38308210 201 6400 SH SHARED 02 6400 D GRACE W R & CO DEL NEW COM 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SHR/OTHR 11 1115 D GREAT LAKES REIT INC COM 39075210 39 2093 SH SHARED 2093 D GREAT LAKES REIT INC COM 39075210 159 8400 SH SHARED 01 8400 D GREAT LAKES REIT INC COM 39075210 37 2000 SH SHR/OTHR 01 2000 D GREAT LAKES REIT INC COM 39075210 216 11400 SH SHARED 02 11400 D GREAT SOUTHN BANCORP INC COM 39090510 7 196 SH SHARED 196 D GREAT SOUTHN BANCORP INC COM 39090510 43 1100 SH SHARED 01 1100 D GREAT SOUTHN BANCORP INC COM 39090510 195 4900 SH SHARED 02 4900 D GREAT SOUTHN BANCORP INC COM 39090510 10 270 SH SHARED 11 270 D GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 264 4000 SH SHR/OTHR 01 4000 D GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 11 175 SH SHARED 02 175 D GREAT PLAINS ENERGY INC COM 39116410 512 25198 SH SHARED 25198 D GREAT PLAINS ENERGY INC COM 39116410 893 43924 SH SHARED 01 43924 D GREAT PLAINS ENERGY INC COM 39116410 975 47920 SH SHARED 02 47020 900 D GREAT PLAINS ENERGY INC COM 39116410 2442 120000 SH SHARED 05 120000 D GREAT PLAINS ENERGY INC COM 39116410 3304 162400 SH SHARED 11 123174 39226 D GREAT PLAINS ENERGY INC COM 39116410 1372 67460 SH SHR/OTHR 11 67460 D GREATER BAY BANCORP COM 39164810 969 31517 SH SHARED 31517 D GREATER BAY BANCORP COM 39164810 6281 204200 SH SHARED 01 204200 D GREATER BAY BANCORP COM 39164810 36 1200 SH SHR/OTHR 01 1200 D GREATER BAY BANCORP COM 39164810 2736 88950 SH SHARED 02 88950 D GREATER BAY BANCORP COM 39164810 10790 350800 SH SHARED 11 274728 3172 72900 D GREATER CHINA FD INC COM 39167B10 27 2750 SH SHARED 02 1750 1000 D GREEN MTN COFFEE INC COM 39312210 96 4563 SH SHARED 4563 D GREEN MTN COFFEE INC COM 39312210 101 4800 SH SHARED 01 4800 D GREEN MTN COFFEE INC COM 39312210 95 4500 SH SHARED 02 4500 D GREEN MOUNTAIN PWR CORP COM 39315410 27 1500 SH SHARED 02 1500 D GREENPOINT FINL CORP COM 39538410 8548 174095 SH SHARED 174095 D GREENPOINT FINL CORP COM 39538410 4168 84889 SH SHARED 01 84889 D GREENPOINT FINL CORP COM 39538410 6497 132341 SH SHARED 02 132341 D GREENPOINT FINL CORP COM 39538410 47 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HNC SOFTWARE INC COM 40425P10 4983 298392 SH SHARED 01 295592 2800 D HNC SOFTWARE INC COM 40425P10 26 1588 SH SHR/OTHR 01 1588 D HNC SOFTWARE INC COM 40425P10 777 46574 SH SHARED 02 46574 D HNC SOFTWARE INC COM 40425P10 798 47800 SH SHARED 06 47800 D HNC SOFTWARE INC COM 40425P10 27503 1646900 SH SHARED 11 1237113 17287 392500 D HNC SOFTWARE INC COM 40425P10 2785 166800 SH SHR/OTHR 11 166800 D HPL TECHNOLOGIES INC COM 40426C10 228 15200 SH SHARED 01 15200 D HPL TECHNOLOGIES INC COM 40426C10 114 7600 SH SHARED 02 7600 D HRPT PPTYS TR COM SH BEN INT 40426W10 30 3502 SH SHARED 3502 D HRPT PPTYS TR COM SH BEN INT 40426W10 3175 358800 SH SHARED 01 358200 600 D HRPT PPTYS TR COM SH BEN INT 40426W10 33 3800 SH SHR/OTHR 01 3800 D HRPT PPTYS TR COM SH BEN INT 40426W10 1198 135375 SH SHARED 02 112100 23275 D HRPT PPTYS TR COM SH BEN INT 40426W10 3767 425650 SH SHARED 11 423650 2000 D H POWER CORP COM 40427A10 15 16720 SH SHARED 16720 D H POWER CORP COM 40427A10 43 45800 SH SHARED 02 24100 21700 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SHARED 01 1800 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 109 10400 SH SHARED 02 10400 D HANCOCK JOHN FINL SVCS INC COM 41014S10 46139 1310767 SH SHARED 1310767 D HANCOCK JOHN FINL SVCS INC COM 41014S10 44165 1254688 SH SHARED 01 1254688 D HANCOCK JOHN FINL SVCS INC COM 41014S10 7540 214211 SH SHARED 02 192771 21440 D HANCOCK JOHN FINL SVCS INC COM 41014S10 30102 855172 SH SHARED 06 855172 D HANCOCK JOHN FINL SVCS INC COM 41014S10 1714 48700 SH SHARED 07 48700 D HANCOCK JOHN FINL SVCS INC COM 41014S10 1879 53400 SH SHARED 08 53400 D HANCOCK JOHN FINL SVCS INC COM 41014S10 91 2590 SH SHARED 09 2590 D HANCOCK JOHN FINL SVCS INC COM 41014S10 1147 32600 SH SHARED 10 32600 D HANCOCK JOHN FINL SVCS INC COM 41014S10 48683 1383057 SH SHARED 11 53715 1326400 2942 D HANCOCK JOHN FINL SVCS INC COM 41014S10 2191 62271 SH SHR/OTHR 11 62271 D HANCOCK JOHN INVS TR COM 41014210 19 1000 SH SHR/OTHR 01 1000 D HANDLEMAN CO DEL COM 41025210 27 1875 SH SHARED 1875 D HANDLEMAN CO DEL COM 41025210 503 34731 SH SHARED 01 34731 D HANDLEMAN CO DEL COM 41025210 313 21600 SH SHARED 02 21600 D HANDSPRING INC COM 41029310 31 17992 SH SHARED 17992 D HANDSPRING INC COM 41029310 78 45200 SH SHARED 01 45200 D HANDSPRING INC COM 41029310 64 36949 SH SHARED 02 36854 95 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 80 5300 SH SHARED 01 5300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 247 16300 SH SHARED 02 16300 D HANMI FINL CORP COM 41049510 166 9700 SH SHARED 01 9700 D HANMI FINL CORP COM 41049510 126 7400 SH SHARED 02 7400 D HANOVER CAP MTG HLDGS INC COM 41076110 20 2500 SH SHARED 02 2500 D HANOVER COMPRESSOR CO COM 41076810 2878 213245 SH SHARED 213245 D HANOVER COMPRESSOR CO COM 41076810 808 59900 SH SHARED 01 59900 D HANOVER COMPRESSOR CO COM 41076810 2704 200368 SH SHARED 02 199968 400 D HANOVER COMPRESSOR CO COM 41076810 0 14 SH SHARED 11 14 D HANSON PLC SPON ADR NEW 41135240 118 3327 SH SHARED 02 3327 D HANSON PLC SPON ADR NEW 41135240 1746 49000 SH SHARED 05 49000 D HARBOR FLA BANCSHARES INC COM 41190110 30 1443 SH SHARED 1443 D HARBOR FLA BANCSHARES INC COM 41190110 709 34101 SH SHARED 01 34101 D HARBOR FLA BANCSHARES INC COM 41190110 54 2600 SH SHR/OTHR 01 2600 D HARBOR FLA BANCSHARES INC COM 41190110 613 29500 SH SHARED 02 18500 11000 D HARLAND JOHN H CO COM 41269310 513 18198 SH SHARED 18198 D HARLAND JOHN H CO COM 41269310 7026 249150 SH SHARED 01 249150 D HARLAND JOHN H CO COM 41269310 1273 45163 SH SHARED 02 45163 D HARLAND JOHN H CO COM 41269310 3107 110200 SH SHARED 11 110200 D HARLEY DAVIDSON INC COM 41282210 36521 712346 SH SHARED 709412 2934 D HARLEY DAVIDSON INC COM 41282210 78853 1537995 SH SHARED 01 1399756 138239 D HARLEY DAVIDSON INC COM 41282210 2533 49420 SH SHR/OTHR 01 16350 33070 D HARLEY DAVIDSON INC COM 41282210 9450 184326 SH SHARED 02 182147 2179 D HARLEY DAVIDSON INC COM 41282210 426 8327 SH SHARED 06 8327 D HARLEY DAVIDSON INC COM 41282210 289 5650 SH SHARED 07 5650 D HARLEY DAVIDSON INC COM 41282210 119 2326 SH SHARED 09 2326 D HARLEY DAVIDSON INC COM 41282210 66506 1297190 SH SHARED 11 558590 692600 46000 D HARLEY DAVIDSON INC COM 41282210 8668 169076 SH SHR/OTHR 11 169076 D HARLEYSVILLE GROUP INC COM 41282410 23 844 SH SHARED 844 D HARLEYSVILLE GROUP INC COM 41282410 316 11400 SH SHARED 01 11400 D HARLEYSVILLE GROUP INC COM 41282410 741 26760 SH SHARED 02 26760 D HARLEYSVILLE GROUP INC COM 41282410 4440 160200 SH SHARED 11 160200 D HARLEYSVILLE NATL CORP PA COM 41285010 14 540 SH SHARED 540 D HARLEYSVILLE NATL CORP PA COM 41285010 157 5842 SH SHARED 01 5842 D HARLEYSVILLE NATL CORP PA COM 41285010 426 15800 SH SHARED 02 15800 D HARMAN INTL INDS INC COM 41308610 119 2429 SH SHARED 2429 D HARMAN INTL INDS INC COM 41308610 993 20170 SH SHARED 01 20170 D HARMAN INTL INDS INC COM 41308610 2646 53743 SH SHARED 02 53743 D HARMONIC INC COM 41316010 365 99765 SH SHARED 99765 D HARMONIC INC COM 41316010 1912 522748 SH SHARED 01 522748 D HARMONIC INC COM 41316010 367 100524 SH SHARED 02 70416 30108 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 15 1110 SH SHARED 1110 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 162 12040 SH SHARED 02 12040 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 338 25000 SH SHARED 05 25000 D HARRAHS ENTMT INC COM 41361910 12421 280087 SH SHARED 280087 D HARRAHS ENTMT INC COM 41361910 28307 638270 SH SHARED 01 636970 1300 D HARRAHS ENTMT INC COM 41361910 100 2260 SH SHR/OTHR 01 2260 D HARRAHS ENTMT INC COM 41361910 3926 88536 SH SHARED 02 86836 1700 D HARRAHS ENTMT INC COM 41361910 64 1445 SH SHARED 06 1445 D HARRAHS ENTMT INC COM 41361910 204 4617 SH SHARED 07 4617 D HARRAHS ENTMT INC COM 41361910 14236 321000 SH SHARED 11 321000 D HARRAHS ENTMT INC COM 41361910 646 14576 SH SHR/OTHR 11 14576 D HARRIS CORP DEL COM 41387510 2043 56378 SH SHARED 56378 D HARRIS CORP DEL COM 41387510 6992 192945 SH SHARED 01 192945 D HARRIS CORP DEL COM 41387510 1704 47025 SH SHARED 02 43763 3262 D HARRIS CORP DEL COM 41387510 46 1277 SH SHARED 06 1277 D HARRIS CORP DEL COM 41387510 62883 1735182 SH SHARED 11 539082 1083600 112500 D HARRIS CORP DEL COM 41387510 217 6000 SH SHR/OTHR 11 6000 D HARRIS INTERACTIVE INC COM 41454910 39 11600 SH SHARED 01 11600 D HARRIS INTERACTIVE INC COM 41454910 105 31200 SH SHARED 02 31200 D HARSCO CORP COM 41586410 691 18438 SH SHARED 18438 D HARSCO CORP COM 41586410 2126 56700 SH SHARED 01 56700 D HARSCO CORP COM 41586410 2528 67436 SH SHARED 02 67036 400 D HARSCO CORP COM 41586410 3282 87530 SH SHARED 11 87530 D HARTE-HANKS INC COM 41619610 85 4174 SH SHARED 4174 D HARTE-HANKS INC COM 41619610 807 39293 SH SHARED 01 39293 D HARTE-HANKS INC COM 41619610 1537 74799 SH SHARED 02 71199 3600 D HARTE-HANKS INC COM 41619610 15 750 SH SHARED 11 750 D HARTFORD FINL SVCS GROUP INC COM 41651510 34316 577039 SH SHARED 577039 D HARTFORD FINL SVCS GROUP INC COM 41651510 67405 1133437 SH SHARED 01 1131989 1448 D HARTFORD FINL SVCS GROUP INC COM 41651510 1071 18016 SH SHR/OTHR 01 12522 5494 D HARTFORD FINL SVCS GROUP INC COM 41651510 9056 152281 SH SHARED 02 148771 3510 D HARTFORD FINL SVCS GROUP INC COM 41651510 2200 37000 SH SHARED 04 37000 D HARTFORD FINL SVCS GROUP INC COM 41651510 131 2213 SH SHARED 06 2213 D HARTFORD FINL SVCS GROUP INC COM 41651510 268 4510 SH SHARED 07 4510 D HARTFORD FINL SVCS GROUP INC COM 41651510 109 1839 SH SHARED 09 1839 D HARTFORD FINL SVCS GROUP INC COM 41651510 74874 1259023 SH SHARED 11 477471 774400 7152 D HARTFORD FINL SVCS GROUP INC COM 41651510 849 14281 SH SHR/OTHR 11 14281 D HARVARD BIOSCIENCE INC COM 41690610 16 2909 SH SHARED 2909 D HARVARD BIOSCIENCE INC COM 41690610 44 7900 SH SHARED 01 7900 D HARVARD BIOSCIENCE INC COM 41690610 83 15000 SH SHARED 02 15000 D HARVARD BIOSCIENCE INC COM 41690610 1327 237500 SH SHARED 04 237500 D HARVARD BIOSCIENCE INC COM 41690610 9492 1698100 SH SHARED 11 1243822 21078 433200 D HARTMARX CORP COM 41711910 0 100 SH SHARED 01 100 D HARVEST NATURAL RESOURCES IN COM 41754V10 27 5400 SH SHARED 01 5400 D HARVEST NATURAL RESOURCES IN COM 41754V10 161 32300 SH SHARED 02 32300 D HARVEY ELECTRONICS INC COM 41766010 0 6 SH SHARED 6 D HASBRO INC DBCV 2.750%12/0 418056AN 1880 2000000 PRN SHARED 01 2000000 D HASBRO INC COM 41805610 7170 528816 SH SHARED 528816 D HASBRO INC COM 41805610 8807 649547 SH SHARED 01 649547 D HASBRO INC COM 41805610 120 8900 SH SHR/OTHR 01 8900 D HASBRO INC COM 41805610 7174 529122 SH SHARED 02 529122 D HASBRO INC COM 41805610 1118 82500 SH SHARED 06 82500 D HASBRO INC COM 41805610 71 5288 SH SHR/OTHR 11 5288 D HAVAS SPONSORED ADR 41931310 13 2273 SH SHARED 01 2273 D HAVAS SPONSORED ADR 41931310 8 1371 SH SHARED 02 1371 D HAVERTY FURNITURE INC COM 41959610 8 430 SH SHARED 430 D HAVERTY FURNITURE INC COM 41959610 128 6500 SH SHARED 01 6500 D HAVERTY FURNITURE INC COM 41959610 377 19100 SH SHARED 02 19100 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1000 23521 SH SHARED 23521 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1187 27900 SH SHARED 01 27650 250 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1984 46631 SH SHARED 02 45631 1000 D HAWAIIAN ELEC INDUSTRIES COM 41987010 64 1525 SH SHARED 11 1525 D HAWK CORP CL A 42008910 14 4000 SH SHARED 4000 D HAWTHORNE FINL CORP COM 42054210 19 600 SH SHARED 01 600 D HAWTHORNE FINL CORP COM 42054210 162 5000 SH SHARED 02 5000 D HEALTHCARE SVCS GRP INC COM 42190610 804 52050 SH SHARED 01 52050 D HEALTHCARE SVCS GRP INC COM 42190610 1202 77800 SH SHARED 02 7800 70000 D HEALTH CARE PPTY INVS INC COM 42191510 2460 57362 SH SHARED 01 57362 D HEALTH CARE PPTY INVS INC COM 42191510 235 5500 SH SHR/OTHR 01 5500 D HEALTH CARE PPTY INVS INC COM 42191510 1516 35339 SH SHARED 02 19944 15395 D HEALTH CARE PPTY INVS INC COM 42191510 1327 30953 SH SHARED 11 1418 29535 D HEALTH CARE PPTY INVS INC COM 42191510 59 1380 SH SHR/OTHR 11 1380 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 11296 11411000 PRN SHARED 11411000 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 168 170000 PRN SHARED 02 170000 D HEALTHSOUTH CORP COM 42192410 39440 3083688 SH SHARED 3083688 D HEALTHSOUTH CORP COM 42192410 24289 1899064 SH SHARED 01 1898132 932 D HEALTHSOUTH CORP COM 42192410 11816 923870 SH SHARED 02 760115 163755 D HEALTHSOUTH CORP COM 42192410 5286 413300 SH SHARED 03 413300 D HEALTHSOUTH CORP COM 42192410 59 4667 SH SHARED 06 4667 D HEALTHSOUTH CORP COM 42192410 64 5050 SH SHARED 07 5050 D HEALTHSOUTH CORP COM 42192410 50 3975 SH SHARED 09 3975 D HEALTHSOUTH CORP COM 42192410 59 4690 SH SHARED 11 4690 D HEALTHSOUTH CORP COM 42192410 199 15629 SH SHR/OTHR 11 15629 D HEALTH MGMT ASSOC INC NEW CL A 42193310 10725 532258 SH SHARED 532258 D HEALTH MGMT ASSOC INC NEW CL A 42193310 21451 1064588 SH SHARED 01 1064588 D HEALTH MGMT ASSOC INC NEW CL A 42193310 4507 223695 SH SHARED 02 186445 37250 D HEALTH MGMT ASSOC INC NEW CL A 42193310 15 770 SH SHARED 06 770 D HEALTH MGMT ASSOC INC NEW CL A 42193310 61 3050 SH SHARED 07 3050 D HEALTH MGMT ASSOC INC NEW CL A 42193310 60 3007 SH SHARED 09 3007 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 178 8879 SH SHR/OTHR 11 8879 D HEALTHCARE INTEGRATED SVCS I COM NEW 42193930 0 590 SH SHARED 02 590 D HEALTHCARE RLTY TR COM 42194610 38 1214 SH SHARED 1214 D HEALTHCARE RLTY TR COM 42194610 3017 94291 SH SHARED 01 94291 D HEALTHCARE RLTY TR COM 42194610 64 2000 SH SHR/OTHR 01 2000 D HEALTHCARE RLTY TR COM 42194610 1557 48670 SH SHARED 02 48520 150 D HEALTHCARE RLTY TR COM 42194610 10143 316970 SH SHARED 11 274920 42050 D HEADWATERS INC COM 42210P10 10 654 SH SHARED 654 D HEADWATERS INC COM 42210P10 759 48200 SH SHARED 01 48200 D HEADWATERS INC COM 42210P10 422 26800 SH SHARED 02 26800 D HEALTH CARE REIT INC COM 42217K10 48 1630 SH SHARED 1630 D HEALTH CARE REIT INC COM 42217K10 2696 90025 SH SHARED 01 90025 D HEALTH CARE REIT INC COM 42217K10 3680 122900 SH SHARED 02 63050 59850 D HEALTH CARE REIT INC COM 42217K10 8780 293170 SH SHARED 11 293170 D HEALTHEXTRAS INC COM 42221110 1 386 SH SHARED 386 D HEALTHEXTRAS INC COM 42221110 25 5000 SH SHARED 01 5000 D HEALTHEXTRAS INC COM 42221110 66 13200 SH SHARED 02 13200 D HEALTH NET INC COM 42222G10 7636 285258 SH SHARED 285258 D HEALTH NET INC COM 42222G10 4836 180671 SH SHARED 01 180671 D HEALTH NET INC COM 42222G10 3752 140174 SH SHARED 02 132574 7600 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 281 16100 SH SHARED 01 13500 2600 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 117 6700 SH SHARED 02 6700 D HEARST-ARGYLE TELEVISION INC COM 42231710 34 1546 SH SHARED 1546 D HEARST-ARGYLE TELEVISION INC COM 42231710 232 10294 SH SHARED 01 10294 D HEARST-ARGYLE TELEVISION INC COM 42231710 308 13699 SH SHARED 02 11199 2500 D HEARTLAND EXPRESS INC COM 42234710 55 2300 SH SHARED 2300 D HEARTLAND EXPRESS INC COM 42234710 52 2174 SH SHARED 2174 D HEARTLAND EXPRESS INC COM 42234710 2430 101570 SH SHARED 01 101570 D HEARTLAND EXPRESS INC COM 42234710 1105 46186 SH SHARED 02 46186 D HEARTLAND EXPRESS INC COM 42234710 826 34522 SH SHARED 06 34522 D HEARTLAND EXPRESS INC COM 42234710 22017 920093 SH SHARED 11 920093 D HEARTLAND EXPRESS INC COM 42234710 4458 186321 SH SHR/OTHR 11 186321 D HEARX LTD COM NEW 42236030 0 40 SH SHR/OTHR 11 40 D HECLA MNG CO COM 42270410 313 66850 SH SHARED 66850 D HECLA MNG CO COM 42270410 452 96400 SH SHARED 01 96400 D HECLA MNG CO COM 42270410 305 65100 SH SHARED 02 63100 2000 D HECLA MNG CO PFD CV SER B 42270420 642 19950 SH SHARED 19950 D HECTOR COMMUNICATIONS CORP COM 42273010 490 40900 SH SHARED 01 40900 D HEICO CORP NEW COM 42280610 3 240 SH SHARED 240 D HEICO CORP NEW COM 42280610 63 4527 SH SHARED 01 2527 2000 D HEICO CORP NEW COM 42280610 169 12100 SH SHARED 02 12100 D HEICO CORP NEW CL A 42280620 0 83 SH SHARED 83 D HEICO CORP NEW CL A 42280620 7 695 SH SHARED 01 275 420 D HEIDRICK & STRUGGLES INTL IN COM 42281910 10 504 SH SHARED 504 D HEIDRICK & STRUGGLES INTL IN COM 42281910 215 10800 SH SHARED 01 10800 D HEIDRICK & STRUGGLES INTL IN COM 42281910 425 21322 SH SHARED 02 21322 D HEINZ H J CO COM 42307410 43373 1055325 SH SHARED 1055325 D HEINZ H J CO COM 42307410 65289 1588559 SH SHARED 01 1583359 700 4500 D HEINZ H J CO COM 42307410 2618 63700 SH SHR/OTHR 01 42250 21450 D HEINZ H J CO COM 42307410 8696 211589 SH SHARED 02 204515 7074 D HEINZ H J CO COM 42307410 75163 1828800 SH SHARED 04 1828800 D HEINZ H J CO COM 42307410 7171 174500 SH SHARED 05 174500 D HEINZ H J CO COM 42307410 1657 40335 SH SHARED 06 40335 D HEINZ H J CO COM 42307410 172 4200 SH SHARED 07 4200 D HEINZ H J CO COM 42307410 159 3890 SH SHARED 09 3890 D HEINZ H J CO COM 42307410 51012 1241173 SH SHARED 11 926130 315043 D HEINZ H J CO COM 42307410 10970 266914 SH SHR/OTHR 11 266914 D HELIX TECHNOLOGY CORP COM 42331910 32 1584 SH SHARED 1584 D HELIX TECHNOLOGY CORP COM 42331910 2682 130205 SH SHARED 01 130205 D HELIX TECHNOLOGY CORP COM 42331910 1023 49667 SH SHARED 02 30667 19000 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 12600 1613334 SH SHARED 1613334 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 3100 397000 SH SHARED 05 397000 D HELMERICH & PAYNE INC COM 42345210 4009 112237 SH SHARED 112237 D HELMERICH & PAYNE INC COM 42345210 1629 45610 SH SHARED 01 45610 D HELMERICH & PAYNE INC COM 42345210 1437 40234 SH SHARED 02 38576 1658 D HELMERICH & PAYNE INC COM 42345210 5358 150000 SH SHARED 04 150000 D HELMERICH & PAYNE INC COM 42345210 57 1600 SH SHARED 11 600 1000 D HELMERICH & PAYNE INC COM 42345210 107 3000 SH SHR/OTHR 11 3000 D HEMISPHERX BIOPHARMA INC COM 42366C10 1 428 SH SHARED 428 D HEMISPHERX BIOPHARMA INC COM 42366C10 58 23400 SH SHARED 02 16000 7400 D HENRY JACK & ASSOC INC COM 42628110 316 18978 SH SHARED 18978 D HENRY JACK & ASSOC INC COM 42628110 1126 67500 SH SHARED 01 67500 D HENRY JACK & ASSOC INC COM 42628110 53 3200 SH SHR/OTHR 01 800 2400 D HENRY JACK & ASSOC INC COM 42628110 1208 72427 SH SHARED 02 72427 D HERBALIFE INTL INC CL A 42690820 6 354 SH SHARED 354 D HERBALIFE INTL INC CL A 42690820 150 7901 SH SHARED 01 7901 D HERBALIFE INTL INC CL A 42690820 275 14400 SH SHARED 02 13400 1000 D HERBALIFE INTL INC CL A 42690820 1 66 SH SHARED 11 66 D HERBALIFE INTL INC CL B 42690830 65 3400 SH SHARED 01 3400 D HERBALIFE INTL INC CL B 42690830 289 15100 SH SHARED 02 15100 D HERBALIFE INTL INC CL B 42690830 2 134 SH SHARED 11 134 D HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 42691810 113 4235 SH SHARED 02 4235 D HERITAGE COMMERCE CORP COM 42692710 137 14292 SH SHARED 02 14292 D HERCULES INC SDCV 8.000% 8/1 427056AK 17 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 9 10000 PRN SHR/OTHR 11 10000 D HERCULES INC COM 42705610 4616 397974 SH SHARED 397974 D HERCULES INC COM 42705610 4918 423989 SH SHARED 01 423989 D HERCULES INC COM 42705610 34 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 2583 222717 SH SHARED 02 222717 D HERCULES INC COM 42705610 147 12707 SH SHARED 11 12707 D HERCULES INC COM 42705610 115 9932 SH SHR/OTHR 11 9932 D HERITAGE PPTY INVT TR INC COM 42725M10 77 2900 SH SHARED 01 2900 D HERITAGE PPTY INVT TR INC COM 42725M10 2401 89900 SH SHARED 02 89900 D HERLEY INDS INC DEL COM 42739810 27 1310 SH SHARED 1310 D HERLEY INDS INC DEL COM 42739810 545 25700 SH SHARED 01 25700 D HERLEY INDS INC DEL COM 42739810 214 10100 SH SHARED 02 10100 D HERLEY INDS INC DEL COM 42739810 1171 55250 SH SHARED 06 55250 D HERLEY INDS INC DEL COM 42739810 3052 143900 SH SHARED 11 143900 D HERLEY INDS INC DEL COM 42739810 879 41450 SH SHR/OTHR 11 41450 D HERSHEY FOODS CORP COM 42786610 58513 936208 SH SHARED 936208 D HERSHEY FOODS CORP COM 42786610 40070 641122 SH SHARED 01 640022 1100 D HERSHEY FOODS CORP COM 42786610 40 650 SH SHR/OTHR 01 650 D HERSHEY FOODS CORP COM 42786610 5602 89642 SH SHARED 02 87542 2100 D HERSHEY FOODS CORP COM 42786610 45 727 SH SHARED 06 727 D HERSHEY FOODS CORP COM 42786610 738 11819 SH SHARED 07 11819 D HERSHEY FOODS CORP COM 42786610 60 969 SH SHARED 09 969 D HERSHEY FOODS CORP COM 42786610 8103 129659 SH SHARED 11 61053 68606 D HERSHEY FOODS CORP COM 42786610 3534 56550 SH SHR/OTHR 11 56550 D HEWLETT PACKARD CO NOTE 10/1 428236AC 360 1000000 PRN SHARED 02 1000000 D HEWLETT PACKARD CO COM 42823610 232951 15245502 SH SHARED 15091212 154290 D HEWLETT PACKARD CO COM 42823610 201744 13203198 SH SHARED 01 13105241 97957 D HEWLETT PACKARD CO COM 42823610 8867 580366 SH SHR/OTHR 01 420106 160260 D HEWLETT PACKARD CO COM 42823610 26289 1720522 SH SHARED 02 1674670 45852 D HEWLETT PACKARD CO COM 42823610 2402 157200 SH SHARED 03 157200 D HEWLETT PACKARD CO COM 42823610 119601 7827304 SH SHARED 04 7827304 D HEWLETT PACKARD CO COM 42823610 76 5000 SH SHARED 05 5000 D HEWLETT PACKARD CO COM 42823610 6560 429355 SH SHARED 06 429355 D HEWLETT PACKARD CO COM 42823610 6145 402203 SH SHARED 07 402203 D HEWLETT PACKARD CO COM 42823610 2865 187544 SH SHARED 08 187544 D HEWLETT PACKARD CO COM 42823610 2614 171111 SH SHARED 09 171111 D HEWLETT PACKARD CO COM 42823610 145237 9505099 SH SHARED 11 8190567 6400 1308132 D HEWLETT PACKARD CO COM 42823610 62911 4117230 SH SHR/OTHR 11 4117230 D HEXCEL CORP NEW COM 42829110 3 696 SH SHARED 696 D HEXCEL CORP NEW COM 42829110 20 4704 SH SHARED 01 4704 D HEXCEL CORP NEW COM 42829110 95 22000 SH SHARED 02 22000 D HI / FN INC COM 42835810 174 26592 SH SHARED 26592 D HI / FN INC COM 42835810 1 300 SH SHARED 01 300 D HI / FN INC COM 42835810 68 10400 SH SHARED 02 7300 3100 D HIBBETT SPORTING GOODS INC COM 42856510 5 202 SH SHARED 202 D HIBBETT SPORTING GOODS INC COM 42856510 72 2850 SH SHARED 01 2850 D HIBBETT SPORTING GOODS INC COM 42856510 153 6050 SH SHARED 02 6050 D HIBERNIA CORP CL A 42865610 2132 107742 SH SHARED 107742 D HIBERNIA CORP CL A 42865610 3945 199391 SH SHARED 01 199391 D HIBERNIA CORP CL A 42865610 2277 115078 SH SHARED 02 114328 750 D HIBERNIA CORP CL A 42865610 1112 56200 SH SHARED 06 56200 D HIBERNIA CORP CL A 42865610 26704 1349400 SH SHARED 11 1349400 D HIBERNIA CORP CL A 42865610 10928 552200 SH SHR/OTHR 11 552200 D HICKORY TECH CORP COM 42906010 6 432 SH SHARED 432 D HICKORY TECH CORP COM 42906010 258 17261 SH SHARED 01 17261 D HICKORY TECH CORP COM 42906010 188 12558 SH SHARED 02 12558 D HICKORY TECH CORP COM 42906010 50 3340 SH SHARED 11 3340 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 6 1000 SH SHARED 02 1000 D HIGH SPEED ACCESS CORP COM 42979U10 2 2500 SH SHARED 01 2500 D HIGHWOODS PPTYS INC COM 43128410 37 1456 SH SHARED 1456 D HIGHWOODS PPTYS INC COM 43128410 787 30300 SH SHARED 01 30300 D HIGHWOODS PPTYS INC COM 43128410 3972 152795 SH SHARED 02 91335 61460 D HIGHWOODS PPTYS INC COM 43128410 7010 269619 SH SHARED 11 269619 D HILB ROGAL & HAMILTON CO COM 43129410 432 9554 SH SHARED 9554 D HILB ROGAL & HAMILTON CO COM 43129410 1416 31300 SH SHARED 01 31300 D HILB ROGAL & HAMILTON CO COM 43129410 1833 40517 SH SHARED 02 39017 1500 D HILB ROGAL & HAMILTON CO COM 43129410 93 2070 SH SHARED 11 2070 D HILLENBRAND INDS INC COM 43157310 1029 18334 SH SHARED 18334 D HILLENBRAND INDS INC COM 43157310 2568 45740 SH SHARED 01 45740 D HILLENBRAND INDS INC COM 43157310 3954 70427 SH SHARED 02 69427 1000 D HILLENBRAND INDS INC COM 43157310 61 1100 SH SHARED 11 1100 D HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL 49 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 13011 936064 SH SHARED 936064 D HILTON HOTELS CORP COM 43284810 21018 1512117 SH SHARED 01 1512117 D HILTON HOTELS CORP COM 43284810 20 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 3032 218141 SH SHARED 02 214141 4000 D HILTON HOTELS CORP COM 43284810 15 1147 SH SHARED 06 1147 D HILTON HOTELS CORP COM 43284810 41 2950 SH SHARED 07 2950 D HILTON HOTELS CORP COM 43284810 19265 1385974 SH SHARED 11 194474 1191500 D HILTON HOTELS CORP COM 43284810 649 46741 SH SHR/OTHR 11 46741 D HILTON HOTELS CORP COM 43284810 58285 4193200 SH SHARED 12 4193200 D HISPANIC BROADCASTING CORP CL A 43357B10 8051 308497 SH SHARED 308497 D HISPANIC BROADCASTING CORP CL A 43357B10 2331 89341 SH SHARED 01 71324 18017 D HISPANIC BROADCASTING CORP CL A 43357B10 53 2062 SH SHR/OTHR 01 1000 1062 D HISPANIC BROADCASTING CORP CL A 43357B10 5271 201963 SH SHARED 02 117558 84405 D HISPANIC BROADCASTING CORP CL A 43357B10 9476 363100 SH SHARED 11 361100 2000 D HITACHI LIMITED ADR 10 COM 43357850 1800 28058 SH SHARED 28058 D HITACHI LIMITED ADR 10 COM 43357850 898 14000 SH SHARED 02 14000 D HITACHI LIMITED ADR 10 COM 43357850 348 5428 SH SHARED 11 4428 1000 D HOLLINGER INTL INC CL A 43556910 30633 2552800 SH SHARED 2552800 D HOLLINGER INTL INC CL A 43556910 279 23300 SH SHARED 01 23300 D HOLLINGER INTL INC CL A 43556910 5312 442700 SH SHARED 02 442700 D HOLLY CORP COM PAR $0.01 43575830 33 1989 SH SHARED 1989 D HOLLY CORP COM PAR $0.01 43575830 440 26300 SH SHARED 01 26300 D HOLLY CORP COM PAR $0.01 43575830 142 8500 SH SHARED 02 8500 D HOLLY CORP COM PAR $0.01 43575830 9 540 SH SHARED 11 540 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 30 4400 SH SHARED 02 4400 D HOLLYWOOD CASINO CORP CL A 43613220 50 4643 SH SHARED 4643 D HOLLYWOOD CASINO CORP CL A 43613220 141 13100 SH SHARED 01 13100 D HOLLYWOOD CASINO CORP CL A 43613220 97 9000 SH SHARED 02 9000 D HOLLYWOOD ENTMT CORP COM 43614110 510 24694 SH SHARED 24694 D HOLLYWOOD ENTMT CORP COM 43614110 12669 612650 SH SHARED 01 612650 D HOLLYWOOD ENTMT CORP COM 43614110 1354 65510 SH SHARED 02 65510 D HOLLYWOOD ENTMT CORP COM 43614110 553 26786 SH SHR/OTHR 11 26786 D HOLOGIC INC COM 43644010 0 2 SH SHARED 2 D HOLOGIC INC COM 43644010 1406 97200 SH SHARED 01 97200 D HOLOGIC INC COM 43644010 323 22364 SH SHARED 02 22364 D HOME DEPOT INC COM 43707610 365194 9942683 SH SHARED 9631246 311437 D HOME DEPOT INC COM 43707610 473367 12887749 SH SHARED 01 10882966 2004783 D HOME DEPOT INC COM 43707610 27118 738331 SH SHR/OTHR 01 212615 525716 D HOME DEPOT INC COM 43707610 53614 1459683 SH SHARED 02 1381326 78357 D HOME DEPOT INC COM 43707610 3067 83510 SH SHARED 03 83510 D HOME DEPOT INC COM 43707610 11059 301100 SH SHARED 04 301100 D HOME DEPOT INC COM 43707610 35790 974426 SH SHARED 06 974426 D HOME DEPOT INC COM 43707610 2955 80470 SH SHARED 07 80470 D HOME DEPOT INC COM 43707610 2773 75502 SH SHARED 08 75502 D HOME DEPOT INC COM 43707610 3275 89172 SH SHARED 09 89172 D HOME DEPOT INC COM 43707610 1399 38100 SH SHARED 10 38100 D HOME DEPOT INC COM 43707610 361330 9837472 SH SHARED 11 3951099 3313225 2573148 D HOME DEPOT INC COM 43707610 48245 1313514 SH SHR/OTHR 11 1313514 D HOME PPTYS N Y INC COM 43730610 17 458 SH SHARED 458 D HOME PPTYS N Y INC COM 43730610 402 10600 SH SHARED 01 10600 D HOME PPTYS N Y INC COM 43730610 1041 27455 SH SHARED 02 27455 D HOMESTORE INC COM 43785210 9 6500 SH SHARED 6500 D HOMESTORE INC COM 43785210 2 1400 SH SHARED 01 1400 D HOMESTORE INC COM 43785210 104 72640 SH SHARED 02 72640 D HON INDS INC COM 43809210 1156 42473 SH SHARED 42473 D HON INDS INC COM 43809210 1415 51993 SH SHARED 01 51993 D HON INDS INC COM 43809210 108 4000 SH SHR/OTHR 01 4000 D HON INDS INC COM 43809210 1763 64780 SH SHARED 02 62725 2055 D HONDA MOTOR LTD AMERN 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601970 D HOOPER HOLMES INC COM 43910410 117 14726 SH SHARED 14726 D HOOPER HOLMES INC COM 43910410 128 16000 SH SHARED 01 16000 D HOOPER HOLMES INC COM 43910410 1288 161006 SH SHARED 02 157874 3132 D HOOPER HOLMES INC COM 43910410 8118 1014824 SH SHARED 11 1014824 D HORACE MANN EDUCATORS CORP N COM 44032710 234 12536 SH SHARED 12536 D HORACE MANN EDUCATORS CORP N COM 44032710 633 33918 SH SHARED 01 33918 D HORACE MANN EDUCATORS CORP N COM 44032710 1272 68174 SH SHARED 02 68174 D HORIZON OFFSHORE INC COM 44043J10 118 14063 SH SHARED 14063 D HORIZON OFFSHORE INC COM 44043J10 167 19900 SH SHARED 01 19900 D HORIZON OFFSHORE INC COM 44043J10 136 16200 SH SHARED 02 16200 D HORIZON OFFSHORE INC COM 44043J10 1767 209400 SH SHARED 06 209400 D HORIZON OFFSHORE INC COM 44043J10 3678 435800 SH SHARED 11 435800 D HORIZON OFFSHORE INC COM 44043J10 1249 148100 SH SHR/OTHR 11 148100 D HORIZON ORGANIC HOLDING COM 44043T10 19 1100 SH SHARED 1100 D HORIZON ORGANIC HOLDING COM 44043T10 105 6000 SH SHARED 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MARRIOTT CORP NEW COM 44107P10 1167 103300 SH SHR/OTHR 11 103300 D HOT TOPIC INC COM 44133910 277 10378 SH SHARED 10378 D HOT TOPIC INC COM 44133910 937 35100 SH SHARED 01 35100 D HOT TOPIC INC COM 44133910 1210 45306 SH SHARED 02 45306 D HOT TOPIC INC COM 44133910 30888 1156439 SH SHARED 11 726095 18044 412300 D HOTELS COM COM 44147T10 279 6625 SH SHARED 6625 D HOTELS COM COM 44147T10 8095 191700 SH SHARED 01 191700 D HOTELS COM COM 44147T10 165 3910 SH SHARED 02 3910 D HOTELS COM COM 44147T10 2111 50000 SH SHARED 04 50000 D HOTELS COM COM 44147T10 391 9260 SH SHR/OTHR 11 9260 D HOUSEHOLD INTL INC DBCV 8/0 441815AN 17488 21250000 PRN SHARED 21250000 D HOUSEHOLD INTL INC COM 44181510 50178 1009621 SH SHARED 1009621 D HOUSEHOLD INTL INC COM 44181510 107194 2156823 SH SHARED 01 2138061 18762 D HOUSEHOLD INTL INC COM 44181510 1112 22380 SH SHR/OTHR 01 11500 10880 D HOUSEHOLD INTL INC COM 44181510 13079 263166 SH SHARED 02 259847 3319 D HOUSEHOLD INTL INC COM 44181510 2112 42500 SH SHARED 04 42500 D HOUSEHOLD INTL INC COM 44181510 5635 113400 SH SHARED 05 113400 D HOUSEHOLD INTL INC COM 44181510 66651 1341074 SH SHARED 06 1341074 D HOUSEHOLD INTL INC COM 44181510 2764 55620 SH SHARED 07 55620 D HOUSEHOLD INTL INC COM 44181510 2990 60168 SH SHARED 08 60168 D HOUSEHOLD INTL INC COM 44181510 217 4377 SH SHARED 09 4377 D HOUSEHOLD INTL INC COM 44181510 1694 34100 SH SHARED 10 34100 D HOUSEHOLD INTL INC COM 44181510 98267 1977216 SH SHARED 11 418333 1529400 29483 D HOUSEHOLD INTL INC COM 44181510 12369 248876 SH SHR/OTHR 11 248876 D HOUSTON EXPL CO COM 44212010 171 5923 SH SHARED 5923 D HOUSTON EXPL CO COM 44212010 3294 113600 SH SHARED 01 113600 D HOUSTON EXPL CO COM 44212010 255 8800 SH SHARED 02 8800 D HOVNANIAN ENTERPRISES INC CL A 44248720 14 414 SH SHARED 414 D HOVNANIAN ENTERPRISES INC CL A 44248720 330 9200 SH SHARED 01 9200 D HOVNANIAN ENTERPRISES INC CL A 44248720 763 21274 SH SHARED 02 21274 D HUANENG PWR INTL INC SPON ADR N 44330410 2874 89200 SH SHARED 89200 D HUANENG PWR INTL INC SPON ADR N 44330410 52 1640 SH SHARED 02 1640 D HUB GROUP INC CL A 44332010 37 4000 SH SHARED 02 2000 2000 D HUBBELL INC CL B 44351020 50981 1492870 SH SHARED 1492870 D HUBBELL INC CL B 44351020 2646 77485 SH SHARED 01 76425 1060 D HUBBELL INC CL B 44351020 1178 34512 SH SHARED 02 34512 D HUBBELL INC CL B 44351020 17 500 SH SHARED 06 500 D HUBBELL INC CL B 44351020 960 28122 SH SHARED 11 9368 18754 D HUBBELL INC CL B 44351020 670 19624 SH SHR/OTHR 11 19624 D HUDSON CITY BANCORP COM 44368310 45 2290 SH SHARED 2290 D HUDSON CITY BANCORP COM 44368310 1628 81858 SH SHARED 01 81858 D HUDSON CITY BANCORP COM 44368310 945 47522 SH SHARED 02 39952 7570 D HUDSON RIV BANCORP INC COM 44412810 12 448 SH SHARED 448 D HUDSON RIV BANCORP INC COM 44412810 86 3200 SH SHARED 01 3200 D HUDSON RIV BANCORP INC COM 44412810 364 13523 SH SHARED 02 13523 D HUDSON UNITED BANCORP COM 44416510 698 24456 SH SHARED 24456 D HUDSON UNITED BANCORP COM 44416510 1504 52683 SH SHARED 01 48344 4339 D HUDSON UNITED BANCORP COM 44416510 46 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 1985 69523 SH SHARED 02 68986 537 D HUFFY CORP COM 44435610 28 3274 SH SHARED 02 3274 D HUGHES SUPPLY INC COM 44448210 97 2164 SH SHARED 2164 D HUGHES SUPPLY INC COM 44448210 653 14551 SH SHARED 01 14551 D HUGHES SUPPLY INC COM 44448210 1909 42532 SH SHARED 02 42532 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 47 4491 SH SHARED 4491 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 31 3000 SH SHR/OTHR 01 3000 D HUMANA INC COM 44485910 6301 403192 SH SHARED 403192 D HUMANA INC COM 44485910 9595 613934 SH SHARED 01 613934 D HUMANA INC COM 44485910 9 600 SH SHR/OTHR 01 600 D HUMANA INC COM 44485910 2059 131795 SH SHARED 02 131345 450 D HUMANA INC COM 44485910 24 1599 SH SHARED 11 1599 D HUMANA INC COM 44485910 51124 3270924 SH SHR/OTHR 11 3270924 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 38395 50721000 PRN SHARED 50721000 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 3785 5000000 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TRANS SVCS INC COM 44565810 1172 39716 SH SHARED 02 39716 D HUNTINGTON BANCSHARES INC COM 44615010 11204 576964 SH SHARED 576964 D HUNTINGTON BANCSHARES INC COM 44615010 21807 1122920 SH SHARED 01 1119733 3187 D HUNTINGTON BANCSHARES INC COM 44615010 2928 150793 SH SHARED 02 150793 D HUNTINGTON BANCSHARES INC COM 44615010 38 2000 SH SHARED 07 2000 D HUNTINGTON BANCSHARES INC COM 44615010 77 4008 SH SHARED 09 4008 D HUNTINGTON BANCSHARES INC COM 44615010 48 2493 SH SHARED 11 2493 D HUNTINGTON BANCSHARES INC COM 44615010 133 6892 SH SHR/OTHR 11 6892 D HURRICANE HYDROCARBONS LTD CL A 44779E10 181 19400 SH SHARED 02 14300 5100 D HUTCHINSON TECHNOLOGY INC NOTE 6.000% 3/1 448407AC 18 20000 PRN SHARED 02 20000 D HUTCHINSON TECHNOLOGY INC COM 44840710 10 694 SH SHARED 694 D HUTCHINSON TECHNOLOGY INC COM 44840710 779 49850 SH SHARED 01 49850 D HUTCHINSON TECHNOLOGY INC COM 44840710 471 30154 SH SHARED 02 30154 D HUTTIG BLDG PRODS INC COM 44845110 4 870 SH SHARED 01 870 D HUTTIG BLDG PRODS INC COM 44845110 267 49900 SH SHARED 02 49900 D HYDRIL CO COM 44877410 99 3694 SH SHARED 3694 D HYDRIL CO COM 44877410 629 23500 SH SHARED 01 23500 D HYDRIL CO COM 44877410 297 11100 SH SHARED 02 11100 D HYDRIL CO COM 44877410 911 34000 SH SHARED 11 20000 500 13500 D HYPERION 2002 TERM TR INC COM 44891510 20 2050 SH SHARED 11 2050 D HYPERION 2005 INVT GRADE OPP COM 44891810 14 1500 SH SHARED 11 1500 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 6699 6850000 PRN SHARED 6850000 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 8215 8400000 PRN SHARED 01 8400000 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 15159 15500000 PRN SHARED 02 1500000 14000000 D ICN PHARMACEUTICALS INC NEW COM 44892410 1661 68638 SH SHARED 68638 D ICN PHARMACEUTICALS INC NEW COM 44892410 1347 55661 SH SHARED 01 55661 D ICN PHARMACEUTICALS INC NEW COM 44892410 1948 80498 SH SHARED 02 80498 D ICN PHARMACEUTICALS INC NEW COM 44892410 12579 519600 SH SHARED 11 499000 20600 D ICN PHARMACEUTICALS INC NEW COM 44892410 673 27800 SH SHR/OTHR 11 27800 D IDT CORP COM 44894710 123 7321 SH SHARED 7321 D IDT CORP COM 44894710 850 50250 SH SHARED 01 50250 D IDT CORP COM 44894710 456 27000 SH SHARED 02 27000 D IDT CORP COM 44894710 7 450 SH SHARED 11 450 D IDT CORP CL B 44894730 86 5353 SH SHARED 02 5353 D HYPERCOM CORP COM 44913M10 72 9400 SH SHARED 01 9400 D HYPERCOM CORP COM 44913M10 219 28500 SH SHARED 02 28500 D HYPERION SOLUTIONS CORP COM 44914M10 127 6983 SH SHARED 6983 D HYPERION SOLUTIONS CORP COM 44914M10 1307 71695 SH SHARED 01 71695 D HYPERION SOLUTIONS CORP COM 44914M10 726 39816 SH SHARED 02 39816 D HYPERION SOLUTIONS CORP COM 44914M10 10 570 SH SHARED 11 570 D HYSEQ INC COM 44916330 0 404 SH SHARED 404 D HYSEQ INC COM 44916330 327 144300 SH SHARED 02 134300 10000 D ICT GROUP INC COM 44929Y10 0 4 SH SHARED 4 D ICT GROUP INC COM 44929Y10 510 28100 SH SHARED 01 28100 D ICT GROUP INC COM 44929Y10 50 2800 SH SHARED 02 2800 D ICOS CORP COM 44929510 400 23603 SH SHARED 23603 D ICOS CORP COM 44929510 1146 67602 SH SHARED 01 67602 D ICOS CORP COM 44929510 897 52890 SH SHARED 02 52890 D ICOS CORP COM 44929510 12345 727900 SH SHARED 04 727900 D ICOS CORP COM 44929510 133 7880 SH SHARED 07 7880 D ICOS CORP COM 44929510 909 53600 SH SHARED 11 43000 10600 D ICOS CORP COM 44929510 188 11100 SH SHR/OTHR 11 11100 D ICU MED INC COM 44930G10 201 6507 SH SHARED 6507 D ICU MED INC COM 44930G10 111 3600 SH SHARED 01 3600 D ICU MED INC COM 44930G10 1024 33150 SH SHARED 02 33150 D ICU MED INC COM 44930G10 21298 689275 SH SHARED 11 400435 11940 276900 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 54948 38000000 PRN SHARED 02 38000000 D IDEC PHARMACEUTICALS CORP COM 44937010 4885 137827 SH SHARED 137827 D IDEC PHARMACEUTICALS CORP COM 44937010 5919 166984 SH SHARED 01 161659 5325 D IDEC PHARMACEUTICALS CORP COM 44937010 30 873 SH SHR/OTHR 01 873 D IDEC PHARMACEUTICALS CORP COM 44937010 4761 134302 SH SHARED 02 134222 80 D IDEC PHARMACEUTICALS CORP COM 44937010 30880 871100 SH SHARED 04 871100 D IDEC PHARMACEUTICALS CORP COM 44937010 139 3946 SH SHARED 06 3946 D IDEC PHARMACEUTICALS CORP COM 44937010 1682 47450 SH SHARED 07 47450 D IDEC PHARMACEUTICALS CORP COM 44937010 14830 418345 SH SHARED 11 291625 31100 95620 D IDEC PHARMACEUTICALS CORP COM 44937010 2616 73795 SH SHR/OTHR 11 73795 D IDX SYS CORP COM 44949110 5 394 SH SHARED 394 D IDX SYS CORP COM 44949110 148 11400 SH SHARED 01 10400 1000 D IDX SYS CORP COM 44949110 203 15601 SH SHARED 02 15601 D IFC CAP TR III PFD CV TR SECS 44949820 5099 170030 SH SHARED 170030 D IGEN INC COM 44953610 387 12296 SH SHARED 12296 D IGEN INC COM 44953610 3273 103906 SH SHARED 01 98806 5100 D IGEN INC COM 44953610 2731 86700 SH SHARED 02 86700 D IHOP CORP COM 44962310 120 4108 SH SHARED 4108 D IHOP CORP COM 44962310 220 7500 SH SHARED 01 7500 D IHOP CORP COM 44962310 696 23645 SH SHARED 02 23645 D IMC GLOBAL INC COM 44966910 1223 97852 SH SHARED 97852 D IMC GLOBAL INC COM 44966910 937 74960 SH SHARED 01 74960 D IMC GLOBAL INC COM 44966910 1927 154183 SH SHARED 02 145683 8500 D IMCO RECYCLING INC COM 44968110 145 14772 SH SHARED 02 14772 D I-MANY INC COM 44973Q10 2 946 SH SHARED 946 D I-MANY INC COM 44973Q10 101 37000 SH SHARED 01 37000 D I-MANY INC COM 44973Q10 95 34807 SH SHARED 02 34807 D I-MANY INC COM 44973Q10 8460 3077811 SH SHARED 11 2041883 43628 992300 D ING PRIME RATE TR SH BEN INT 44977W10 1755 278700 SH SHR/OTHR 11 278700 D IMS HEALTH INC COM 44993410 12146 676678 SH SHARED 676678 D IMS HEALTH INC COM 44993410 25214 1404735 SH SHARED 01 1397252 7483 D IMS HEALTH INC COM 44993410 2777 154738 SH SHR/OTHR 01 106850 47888 D IMS HEALTH INC COM 44993410 2963 165123 SH SHARED 02 163023 2100 D IMS HEALTH INC COM 44993410 59 3330 SH SHARED 06 3330 D IMS HEALTH INC COM 44993410 61 3450 SH SHARED 07 3450 D IMS HEALTH INC COM 44993410 46 2564 SH SHARED 09 2564 D IMS HEALTH INC COM 44993410 1271 70846 SH SHARED 11 2800 68046 D IMS HEALTH INC COM 44993410 1630 90860 SH SHR/OTHR 11 90860 D IRT PPTY CO COM 45005810 136 10737 SH SHARED 10737 D IRT PPTY CO COM 45005810 400 31400 SH SHARED 01 31400 D IRT PPTY CO COM 45005810 408 32100 SH SHARED 02 30100 2000 D ITC DELTACOM INC COM 45031T10 0 904 SH SHARED 904 D ITC DELTACOM INC COM 45031T10 4 70357 SH SHARED 02 70357 D ISTAR FINL INC COM 45031U10 6412 224991 SH SHARED 224991 D ISTAR FINL INC COM 45031U10 1417 49752 SH SHARED 01 49752 D ISTAR FINL INC COM 45031U10 14 500 SH SHR/OTHR 01 500 D ISTAR FINL INC COM 45031U10 188 6600 SH SHARED 02 6600 D ISTA PHARMACEUTICALS INC COM 45031X10 1 2000 SH SHARED 02 2000 D I-STAT CORP COM 45031210 1 352 SH SHARED 352 D I-STAT CORP COM 45031210 73 20700 SH SHARED 02 15800 4900 D ITLA CAP CORP COM 45056510 59 2004 SH SHARED 2004 D ITLA CAP CORP COM 45056510 8 300 SH SHARED 01 300 D ITLA CAP CORP COM 45056510 115 3900 SH SHARED 02 3900 D ITT EDUCATIONAL SERVICES INC COM 45068B10 180 8280 SH SHARED 8280 D ITT EDUCATIONAL SERVICES INC COM 45068B10 4586 210400 SH SHARED 01 210400 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1582 72600 SH SHARED 02 72600 D ITT EDUCATIONAL SERVICES INC COM 45068B10 11 540 SH SHARED 11 540 D ITXC CORP COM 45069F10 3 648 SH SHARED 648 D ITXC CORP COM 45069F10 275 52900 SH SHARED 01 47900 5000 D ITXC CORP COM 45069F10 230 44226 SH SHARED 02 44226 D IXIA COM 45071R10 6 1076 SH SHARED 1076 D IXIA COM 45071R10 86 14800 SH SHARED 01 14800 D IXIA COM 45071R10 260 44700 SH SHARED 02 44700 D IBASIS INC COM 45073210 0 906 SH SHARED 906 D IBASIS INC COM 45073210 40 109200 SH SHARED 02 88700 20500 D IBERIABANK CORP COM 45082810 102 2534 SH SHARED 2534 D IBERIABANK CORP COM 45082810 263 6500 SH SHARED 01 6500 D IBERIABANK CORP COM 45082810 352 8700 SH SHARED 02 5200 3500 D ITT INDS INC IND COM 45091110 14300 202556 SH SHARED 202556 D ITT INDS INC IND COM 45091110 28915 409573 SH SHARED 01 409573 D ITT INDS INC IND COM 45091110 143 2031 SH SHR/OTHR 01 2031 D ITT INDS INC IND COM 45091110 4048 57345 SH SHARED 02 57345 D ITT INDS INC IND COM 45091110 1235 17500 SH SHARED 04 17500 D ITT INDS INC IND COM 45091110 429 6090 SH SHARED 07 6090 D ITT INDS INC IND COM 45091110 53 758 SH SHARED 09 758 D ITT INDS INC IND COM 45091110 2312 32754 SH SHARED 11 32754 D ITT INDS INC IND COM 45091110 528 7492 SH SHR/OTHR 11 7492 D ICON PUB LTD CO SPONSORED ADR 45103T10 646 22680 SH SHARED 22680 D ICICI BK LTD ADR 45104G10 69 9875 SH SHARED 02 9875 D IDACORP INC COM 45110710 293 10600 SH SHARED 10600 D IDACORP INC COM 45110710 639 23090 SH SHARED 01 23090 D IDACORP INC COM 45110710 1749 63173 SH SHARED 02 60738 2435 D IDACORP INC COM 45110710 188 6800 SH SHARED 04 6800 D IDEX CORP COM 45167R10 1318 39360 SH SHARED 39360 D IDEX CORP COM 45167R10 7215 215400 SH SHARED 01 215400 D IDEX CORP COM 45167R10 1586 47348 SH SHARED 02 47348 D IDINE REWARDS NETWORK INC COM 45168A10 50 4400 SH SHARED 01 4400 D IDINE REWARDS NETWORK INC COM 45168A10 135 11800 SH SHARED 02 11800 D IDEXX LABS INC COM 45168D10 210 8147 SH SHARED 8147 D IDEXX LABS INC COM 45168D10 1303 50546 SH SHARED 01 50546 D IDEXX LABS INC COM 45168D10 1121 43503 SH SHARED 02 43503 D IDEXX LABS INC COM 45168D10 4446 172420 SH SHARED 11 172420 D IGATE CORP COM 45169U10 78 17000 SH SHARED 02 17000 D IKON OFFICE SOLUTIONS INC COM 45171310 2738 291322 SH SHARED 291322 D IKON OFFICE SOLUTIONS INC COM 45171310 1454 154702 SH SHARED 01 154702 D IKON OFFICE SOLUTIONS INC COM 45171310 920 97930 SH SHARED 02 97930 D IKON OFFICE SOLUTIONS INC COM 45171310 16 1800 SH SHARED 11 1800 D IDENTIX INC COM 45190610 6 890 SH SHARED 890 D IDENTIX INC COM 45190610 834 114300 SH SHARED 01 114300 D IDENTIX INC COM 45190610 564 77361 SH SHARED 02 77161 200 D IDENTIX INC COM 45190610 736 100904 SH SHARED 06 100904 D IDENTIX INC COM 45190610 10038 1375310 SH SHARED 11 1049218 14645 311447 D IDENTIX INC COM 45190610 520 71345 SH SHR/OTHR 11 71345 D ILEX ONCOLOGY INC COM 45192310 10 746 SH SHARED 746 D ILEX ONCOLOGY INC COM 45192310 329 23363 SH SHARED 01 23363 D ILEX ONCOLOGY INC COM 45192310 439 31209 SH SHARED 02 31209 D ILEX ONCOLOGY INC COM 45192310 18337 1301450 SH SHARED 04 1301450 D ILEX ONCOLOGY INC COM 45192310 7579 537900 SH SHARED 11 509700 28200 D ILEX ONCOLOGY INC COM 45192310 484 34400 SH SHR/OTHR 11 34400 D ILLINOIS TOOL WKS INC COM 45230810 47128 690015 SH SHARED 687580 2435 D ILLINOIS TOOL WKS INC COM 45230810 100956 1478130 SH SHARED 01 1477830 300 D ILLINOIS TOOL WKS INC COM 45230810 189 2770 SH SHR/OTHR 01 2770 D ILLINOIS TOOL WKS INC COM 45230810 11754 172106 SH SHARED 02 171306 800 D ILLINOIS TOOL WKS INC COM 45230810 30256 443000 SH SHARED 03 82800 360200 D ILLINOIS TOOL WKS INC COM 45230810 20353 298000 SH SHARED 05 298000 D ILLINOIS TOOL WKS INC COM 45230810 109248 1599532 SH SHARED 06 1599532 D ILLINOIS TOOL WKS INC COM 45230810 6437 94250 SH SHARED 07 94250 D ILLINOIS TOOL WKS INC COM 45230810 7870 115234 SH SHARED 08 115234 D ILLINOIS TOOL WKS INC COM 45230810 6036 88388 SH SHARED 09 88388 D ILLINOIS TOOL WKS INC COM 45230810 2308 33800 SH SHARED 10 33800 D ILLINOIS TOOL WKS INC COM 45230810 126111 1846430 SH SHARED 11 420090 1390200 36140 D ILLINOIS TOOL WKS INC COM 45230810 1106 16201 SH SHR/OTHR 11 16201 D ILLUMINA INC COM 45232710 2 434 SH SHARED 434 D ILLUMINA INC COM 45232710 26 4000 SH SHARED 01 4000 D ILLUMINA INC COM 45232710 137 20500 SH SHARED 02 20500 D ILLUMINA INC COM 45232710 134 20000 SH SHARED 04 20000 D ILLUMINA INC COM 45232710 840 125000 SH SHARED 07 125000 D IMATION CORP COM 45245A10 565 19004 SH SHARED 19004 D IMATION CORP COM 45245A10 1648 55408 SH SHARED 01 55408 D IMATION CORP COM 45245A10 119 4024 SH SHR/OTHR 01 3784 240 D IMATION CORP COM 45245A10 1646 55341 SH SHARED 02 55341 D IMATION CORP COM 45245A10 2792 93850 SH SHARED 11 93550 300 D IMATION CORP COM 45245A10 1 40 SH SHR/OTHR 11 40 D IMAGEWARE SYS INC *W EXP 04/05/200 45245S11 15 26500 SH SHARED 02 26500 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 6612 9500000 PRN SHARED 02 9500000 D IMCLONE SYS INC COM 45245W10 2509 288670 SH SHARED 281970 6700 D IMCLONE SYS INC COM 45245W10 404 46494 SH SHARED 01 46494 D IMCLONE SYS INC COM 45245W10 573 65941 SH SHARED 02 64841 1100 D IMCLONE SYS INC COM 45245W10 31 3600 SH SHARED 04 3600 D IMCLONE SYS INC COM 45245W10 9 1100 SH SHARED 06 1100 D IMANAGE INC COM 45245Y10 7 2000 SH SHARED 11 2000 D IMAGISTICS INTERNATIONAL INC COM 45247T10 34 1600 SH SHARED 1600 D IMAGISTICS INTERNATIONAL INC COM 45247T10 467 21762 SH SHARED 01 21618 144 D IMAGISTICS INTERNATIONAL INC COM 45247T10 74 3478 SH SHR/OTHR 01 3478 D IMAGISTICS INTERNATIONAL INC COM 45247T10 460 21464 SH SHARED 02 21376 88 D IMAGISTICS INTERNATIONAL INC COM 45247T10 0 44 SH SHARED 07 44 D IMAGISTICS INTERNATIONAL INC COM 45247T10 16 759 SH SHARED 11 679 80 D IMMTECH INTL INC COM 45251910 20 4000 SH SHARED 02 4000 D IMMUNE RESPONSE CORP DEL COM 45252T10 0 884 SH SHARED 884 D IMMUNE RESPONSE CORP DEL COM 45252T10 16 47600 SH SHARED 02 27600 20000 D IMMUCOR INC COM 45252610 401 17100 SH SHARED 01 17100 D IMMUCOR INC COM 45252610 124 5300 SH SHARED 02 5300 D IMMUNEX CORP NEW COM 45252810 108666 4864196 SH SHARED 4864196 D IMMUNEX CORP NEW COM 45252810 63664 2849779 SH SHARED 01 2831629 18150 D IMMUNEX CORP NEW COM 45252810 212 9520 SH SHR/OTHR 01 7500 2020 D IMMUNEX CORP NEW COM 45252810 16227 726376 SH SHARED 02 721099 5277 D IMMUNEX CORP NEW COM 45252810 11840 530000 SH SHARED 04 530000 D IMMUNEX CORP NEW COM 45252810 155 6955 SH SHARED 06 6955 D IMMUNEX CORP NEW COM 45252810 90 4050 SH SHARED 07 4050 D IMMUNEX CORP NEW COM 45252810 127 5716 SH SHARED 09 5716 D IMMUNEX CORP NEW COM 45252810 101 4550 SH SHARED 11 3900 650 D IMMUNEX CORP NEW COM 45252810 81856 3664126 SH SHR/OTHR 11 3664126 D IMMUNOGEN INC COM 45253H10 2 1108 SH SHARED 1108 D IMMUNOGEN INC COM 45253H10 141 52679 SH SHARED 01 37408 15271 D IMMUNOGEN INC COM 45253H10 100 37365 SH SHARED 02 37365 D IMMUNOGEN INC COM 45253H10 26 10000 SH SHARED 04 10000 D IMPAC MTG HLDGS INC COM 45254P10 814 60400 SH SHARED 01 37500 22900 D IMPAC MTG HLDGS INC COM 45254P10 1685 125000 SH SHARED 02 107100 17900 D IMPATH INC COM 45255G10 5 324 SH SHARED 324 D IMPATH INC COM 45255G10 284 15828 SH SHARED 01 15828 D IMPATH INC COM 45255G10 367 20482 SH SHARED 02 20482 D IMPATH INC COM 45255G10 4 250 SH SHR/OTHR 11 250 D IMPCO TECHNOLOGIES INC COM 45255W10 2 206 SH SHARED 206 D IMPCO TECHNOLOGIES INC COM 45255W10 296 22600 SH SHARED 01 18400 4200 D IMPCO TECHNOLOGIES INC COM 45255W10 111 8500 SH SHARED 02 8500 D IMPAX LABORATORIES INC COM 45256B10 2 364 SH SHARED 364 D IMPAX LABORATORIES INC COM 45256B10 605 80800 SH SHARED 01 80800 D IMPAX LABORATORIES INC COM 45256B10 170 22698 SH SHARED 02 22698 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 1050 54548 SH SHARED 54548 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 94 4909 SH SHR/OTHR 01 4909 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 777 40400 SH SHARED 02 40400 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 192 10000 SH SHARED 05 10000 D IMMUNOMEDICS INC COM 45290710 269 51762 SH SHARED 51762 D IMMUNOMEDICS INC COM 45290710 93 18000 SH SHARED 01 18000 D IMMUNOMEDICS INC COM 45290710 197 37854 SH SHARED 02 37854 D IMMUNOMEDICS INC COM 45290710 1470 282300 SH SHARED 04 282300 D INCOME OPPORTUNITY RLTY INVS COM 45292610 147 8200 SH SHARED 02 8200 D IMPERIAL OIL LTD COM NEW 45303840 8213 263334 SH SHARED 11 96530 166804 D IMPERIAL OIL LTD COM NEW 45303840 3133 100460 SH SHR/OTHR 11 100460 D IMPERIAL PKG CORP COM 45307710 641 26925 SH SHARED 26925 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 3 100 SH SHARED 100 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 81 2510 SH SHARED 02 2510 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 26050 801795 SH SHR/OTHR 11 801795 D INAMED CORP COM 45323510 165 6191 SH SHARED 6191 D INAMED CORP COM 45323510 1304 48835 SH SHARED 01 48835 D INAMED CORP COM 45323510 542 20315 SH SHARED 02 20315 D INAMED CORP COM 45323510 487 18250 SH SHARED 11 18250 D INCO LTD DBCV 7.750% 3/1 453258AH 1260 1250000 PRN SHARED 1250000 D INCO LTD DBCV 5.750% 7/0 453258AK 2311 2298000 PRN SHARED 2298000 D INCO LTD DBCV 5.750% 7/0 453258AK 15 15000 PRN SHARED 02 15000 D INCO LTD COM 45325840 10233 451990 SH SHARED 451990 D INCO LTD COM 45325840 12983 573494 SH SHARED 01 573494 D INCO LTD COM 45325840 16 750 SH SHR/OTHR 01 750 D INCO LTD COM 45325840 2137 94404 SH SHARED 02 94404 D INCO LTD COM 45325840 18 809 SH SHARED 06 809 D INCO LTD COM 45325840 48 2134 SH SHARED 09 2134 D INCO LTD COM 45325840 1665 73550 SH SHARED 11 73550 D INCO LTD COM 45325840 121 5379 SH SHR/OTHR 11 5379 D INCYTE GENOMICS INC NOTE 5.500% 2/0 45337CAC 7564 10838000 PRN SHARED 02 2988000 7850000 D INCYTE GENOMICS INC COM 45337C10 316 43573 SH SHARED 43573 D INCYTE GENOMICS INC COM 45337C10 712 98000 SH SHARED 01 97700 300 D INCYTE GENOMICS INC COM 45337C10 752 103514 SH SHARED 02 101114 2400 D INCYTE GENOMICS INC COM 45337C10 43 6000 SH SHARED 11 6000 D INDEPENDENCE CMNTY BK CORP COM 45341410 1108 38583 SH SHARED 38583 D INDEPENDENCE CMNTY BK CORP COM 45341410 4601 160151 SH SHARED 01 160151 D INDEPENDENCE CMNTY BK CORP COM 45341410 2209 76910 SH SHARED 02 76910 D INDEPENDENCE CMNTY BK CORP COM 45341410 3771 131290 SH SHARED 11 131290 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 62 2800 SH SHARED 02 2800 D INDEPENDENT BANK CORP MASS COM 45383610 8 356 SH SHARED 356 D INDEPENDENT BANK CORP MASS COM 45383610 183 8000 SH SHARED 01 8000 D INDEPENDENT BANK CORP MASS COM 45383610 576 25200 SH SHARED 02 25200 D INDEPENDENT BANK CORP MASS COM 45383610 651 28450 SH SHARED 11 28450 D INDEPENDENT BANK CORP MICH COM 45383810 9 295 SH SHARED 295 D INDEPENDENT BANK CORP MICH COM 45383810 1354 42920 SH SHARED 01 42920 D INDEPENDENT BANK CORP MICH COM 45383810 325 10315 SH SHARED 02 10315 D INDEVUS PHARMACEUTICALS INC COM 45407210 1 998 SH SHARED 998 D INDEVUS PHARMACEUTICALS INC COM 45407210 62 54100 SH SHARED 01 54100 D INDEVUS PHARMACEUTICALS INC COM 45407210 37 32700 SH SHARED 02 32700 D INDIA FD INC COM 45408910 19 2000 SH SHARED 02 2000 D INDUS INTL INC COM 45578L10 2 884 SH SHARED 884 D INDUS INTL INC COM 45578L10 81 34200 SH SHARED 02 27300 6900 D INDUSTRI-MATEMATIK INTL CORP COM 45579210 270 450000 SH SHARED 450000 D INDYMAC BANCORP INC COM 45660710 1637 72207 SH SHARED 72207 D INDYMAC BANCORP INC COM 45660710 3669 161800 SH SHARED 01 161800 D INDYMAC BANCORP INC COM 45660710 1727 76186 SH SHARED 02 72474 3712 D INDYMAC BANCORP INC COM 45660710 1 53 SH SHARED 05 53 D INDYMAC BANCORP INC COM 45660710 6345 279800 SH SHARED 11 279800 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 272 17600 SH SHARED 17600 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 15 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 449 29050 SH SHARED 02 25600 3450 D INET TECHNOLOGIES INC COM 45662V10 21 3168 SH SHARED 3168 D INET TECHNOLOGIES INC COM 45662V10 60 9000 SH SHARED 01 9000 D INET TECHNOLOGIES INC COM 45662V10 68 10200 SH SHARED 02 10200 D INFOCUS CORP COM 45665B10 221 18808 SH SHARED 18808 D INFOCUS CORP COM 45665B10 460 39091 SH SHARED 01 39091 D INFOCUS CORP COM 45665B10 677 57502 SH SHARED 02 57502 D INFOCUS CORP COM 45665B10 171 14570 SH SHARED 11 14570 D INFOGRAMES INC COM 45665T10 1 372 SH SHARED 372 D INFOGRAMES INC COM 45665T10 18 6610 SH SHARED 01 6610 D INFOGRAMES INC COM 45665T10 57 21000 SH SHARED 02 21000 D INFORMATICA CORP COM 45666Q10 65 9274 SH SHARED 9274 D INFORMATICA CORP COM 45666Q10 336 47400 SH SHARED 01 47400 D INFORMATICA CORP COM 45666Q10 342 48330 SH SHARED 02 48330 D INFORMATICA CORP COM 45666Q10 4643 655000 SH SHARED 11 655000 D INFONET SVCS CORP CL B 45666T10 8 3400 SH SHARED 3400 D INFONET SVCS CORP CL B 45666T10 24 9800 SH SHARED 01 9800 D INFONET SVCS CORP CL B 45666T10 131 52900 SH SHARED 02 52900 D INFORMATION HLDGS INC COM 45672710 65 2670 SH SHARED 2670 D INFORMATION HLDGS INC COM 45672710 627 25700 SH SHARED 01 25700 D INFORMATION HLDGS INC COM 45672710 853 34993 SH SHARED 02 34993 D INFORMAX INC COM 45677N20 24 27300 SH SHR/OTHR 11 27300 D INFORTE CORP COM 45677R10 18 1837 SH SHARED 1837 D INFORTE CORP COM 45677R10 42 4300 SH SHARED 01 4300 D INFORTE CORP COM 45677R10 53 5400 SH SHARED 02 5400 D INFOSPACE INC COM 45678T10 33 82881 SH SHARED 82881 D INFOSPACE INC COM 45678T10 103 252464 SH SHARED 02 217001 35463 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 849 16600 SH SHARED 16600 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 2616 51111 SH SHARED 51111 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 138 2700 SH SHR/OTHR 01 2700 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 650 12700 SH SHARED 02 12700 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 184 3600 SH SHR/OTHR 11 3600 D INFOUSA INC NEW COM 45681830 24 4563 SH SHARED 4563 D INFOUSA INC NEW COM 45681830 264 48300 SH SHARED 01 48300 D INFOUSA INC NEW COM 45681830 126 23135 SH SHARED 02 23135 D ING GROUP N V SPONSORED ADR 45683710 958 37689 SH SHARED 36889 800 D ING GROUP N V SPONSORED ADR 45683710 0 1 SH SHARED 01 1 D ING GROUP N V SPONSORED ADR 45683710 373 14700 SH SHARED 02 14700 D ING GROUP N V SPONSORED ADR 45683710 501 19740 SH SHARED 11 12030 7710 D INFORMATION RES INC COM 45690510 6 710 SH SHARED 710 D INFORMATION RES INC COM 45690510 97 10400 SH SHARED 01 10400 D INFORMATION RES INC COM 45690510 310 33038 SH SHARED 02 33038 D INGLES MKTS INC CL A 45703010 3 246 SH SHARED 246 D INGLES MKTS INC CL A 45703010 83 6600 SH SHARED 01 6600 D INGLES MKTS INC CL A 45703010 121 9600 SH SHARED 02 9600 D INGRAM MICRO INC CL A 45715310 671 48861 SH SHARED 48861 D INGRAM MICRO INC CL A 45715310 413 30076 SH SHARED 01 30076 D INGRAM MICRO INC CL A 45715310 328 23873 SH SHARED 02 23873 D INGRAM MICRO INC CL A 45715310 133 9730 SH SHARED 07 9730 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 2511 4250000 PRN SHARED 01 4250000 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 3031 5130000 PRN SHARED 02 3030000 2100000 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 4635 8915000 PRN SHARED 02 8915000 D INHALE THERAPEUTIC SYS INC COM 45719110 36 3800 SH SHARED 3800 D INHALE THERAPEUTIC SYS INC COM 45719110 423 44600 SH SHARED 01 44600 D INHALE THERAPEUTIC SYS INC COM 45719110 925 97492 SH SHARED 02 83102 14390 D INHALE THERAPEUTIC SYS INC COM 45719110 332 35000 SH SHARED 04 35000 D INKINE PHARMACEUTICALS INC COM 45721410 0 858 SH SHARED 858 D INKINE PHARMACEUTICALS INC COM 45721410 43 50710 SH SHARED 02 30910 19800 D INKTOMI CORP COM 45727710 32 36854 SH SHARED 36854 D INKTOMI CORP COM 45727710 297 337970 SH SHARED 01 337970 D INKTOMI CORP COM 45727710 167 190320 SH SHARED 02 182400 7920 D INKTOMI CORP COM 45727710 1 1300 SH SHARED 11 1000 300 D INNKEEPERS USA TR COM 4576J010 113 11847 SH SHARED 11847 D INNKEEPERS USA TR COM 4576J010 84 8800 SH SHARED 01 8800 D INNKEEPERS USA TR COM 4576J010 242 25300 SH SHARED 02 20300 5000 D INNKEEPERS USA TR COM 4576J010 15 1600 SH SHARED 11 1600 D INNKEEPERS USA TR COM 4576J010 523 54600 SH SHARED 12 54600 D INNOVEX INC COM 45764710 3 764 SH SHARED 764 D INNOVEX INC COM 45764710 0 27 SH SHARED 02 27 D INSIGHT ENTERPRISES INC COM 45765U10 434 17236 SH SHARED 17236 D INSIGHT ENTERPRISES INC COM 45765U10 648 25749 SH SHARED 01 25749 D INSIGHT ENTERPRISES INC COM 45765U10 1374 54549 SH SHARED 02 54549 D INPUT/OUTPUT INC COM 45765210 11 1256 SH SHARED 1256 D INPUT/OUTPUT INC COM 45765210 322 35800 SH SHARED 01 35800 D INPUT/OUTPUT INC COM 45765210 612 68080 SH SHARED 02 62080 6000 D INPUT/OUTPUT INC COM 45765210 27 3000 SH SHARED 11 3000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 116 5500 SH SHARED 5500 D INSITUFORM TECHNOLOGIES INC CL A 45766710 27 1283 SH SHARED 1283 D INSITUFORM TECHNOLOGIES INC CL A 45766710 3233 152690 SH SHARED 01 152690 D INSITUFORM TECHNOLOGIES INC CL A 45766710 620 29311 SH SHARED 02 28811 500 D INSITUFORM TECHNOLOGIES INC CL A 45766710 1755 82900 SH SHARED 06 82900 D INSITUFORM TECHNOLOGIES INC CL A 45766710 24005 1133400 SH SHARED 11 1133400 D INSITUFORM TECHNOLOGIES INC CL A 45766710 6068 286500 SH SHR/OTHR 11 286500 D INSMED INC COM NEW 45766920 1 912 SH SHARED 912 D INSMED INC COM NEW 45766920 1 1250 SH SHR/OTHR 01 1250 D INSMED INC COM NEW 45766920 63 45100 SH SHARED 02 29800 15300 D INSIGNIA FINL GROUP INC NEW COM 45767A10 4 510 SH SHARED 510 D INSIGNIA FINL GROUP INC NEW COM 45767A10 231 23800 SH SHARED 01 23800 D INSIGNIA FINL GROUP INC NEW COM 45767A10 176 18178 SH SHARED 02 18178 D INSIGHT COMMUNICATIONS INC CL A 45768V10 80 6869 SH SHARED 6869 D INSIGHT COMMUNICATIONS INC CL A 45768V10 319 27200 SH SHARED 01 27200 D INSIGHT COMMUNICATIONS INC CL A 45768V10 410 34986 SH SHARED 02 34986 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 1 212 SH SHARED 212 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 9 1300 SH SHARED 01 1300 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 73 9800 SH SHARED 02 7100 2700 D INRANGE TECHNOLOGIES CORP CL B 45769V20 3 700 SH SHARED 700 D INRANGE TECHNOLOGIES CORP CL B 45769V20 33 7000 SH SHARED 01 7000 D INRANGE TECHNOLOGIES CORP CL B 45769V20 36 7728 SH SHARED 02 7728 D INSPIRE PHARMACEUTICALS INC COM 45773310 71 18618 SH SHARED 18618 D INSPIRE PHARMACEUTICALS INC COM 45773310 251 65200 SH SHARED 02 52200 13000 D INSPIRE PHARMACEUTICALS INC COM 45773310 901 234168 SH SHARED 11 188000 45900 268 D INSPIRE PHARMACEUTICALS INC COM 45773310 141 36800 SH SHR/OTHR 11 36800 D INSTINET GROUP INC COM 45775010 604 92654 SH SHARED 92654 D INSTINET GROUP INC COM 45775010 215 33105 SH SHARED 01 33105 D INSTINET GROUP INC COM 45775010 99 15200 SH SHARED 02 15200 D INSURANCE AUTO AUCTIONS INC COM 45787510 5 268 SH SHARED 268 D INSURANCE AUTO AUCTIONS INC COM 45787510 144 7422 SH SHARED 01 7422 D INSURANCE AUTO AUCTIONS INC COM 45787510 297 15252 SH SHARED 02 15252 D INSURANCE AUTO AUCTIONS INC COM 45787510 28 1450 SH SHARED 11 1450 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2 100 SH SHARED 100 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 3127 143800 SH SHARED 01 142800 1000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 592 27223 SH SHARED 02 26973 250 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2264 104100 SH SHARED 11 104100 D INSURED MUN INCOME FD COM 45809F10 14 1000 SH SHARED 02 1000 D INSURED MUN INCOME FD COM 45809F10 484 34000 SH SHARED 11 34000 D INTEGRAL SYS INC MD COM 45810H10 5 258 SH SHARED 258 D INTEGRAL SYS INC MD COM 45810H10 216 9900 SH SHARED 01 9900 D INTEGRAL SYS INC MD COM 45810H10 181 8327 SH SHARED 02 8327 D INTEGRATED ELECTRICAL SVC COM 45811E10 5 914 SH SHARED 914 D INTEGRATED ELECTRICAL SVC COM 45811E10 60 9700 SH SHARED 01 9700 D INTEGRATED ELECTRICAL SVC COM 45811E10 115 18500 SH SHARED 02 18500 D INTEGRATED CIRCUIT SYS INC COM 45811K20 3338 165366 SH SHARED 165366 D INTEGRATED CIRCUIT SYS INC COM 45811K20 3026 149900 SH SHARED 01 149900 D INTEGRATED CIRCUIT SYS INC COM 45811K20 688 34086 SH SHARED 02 30657 3429 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1288 71025 SH SHARED 71025 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1508 83165 SH SHARED 01 83165 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1887 104029 SH SHARED 02 104029 D INTEGRATED DEVICE 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175760 D IOMEGA CORP COM NEW 46203030 18 1408 SH SHARED 1408 D IOMEGA CORP COM NEW 46203030 719 55994 SH SHARED 01 55994 D IOMEGA CORP COM NEW 46203030 574 44698 SH SHARED 02 44658 40 D ION NETWORKS INC COM 46205P10 0 500 SH SHARED 02 500 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 2047 386300 SH SHARED 11 380700 5600 D IONICS INC COM 46221810 738 30450 SH SHARED 30450 D IONICS INC COM 46221810 480 19800 SH SHARED 01 19800 D IONICS INC COM 46221810 804 33186 SH SHARED 02 33186 D IPSCO INC COM 46262210 50 3130 SH SHARED 02 3130 D IPRINT TECHNOLOGIES INC COM 46262810 4 45795 SH SHARED 01 45795 D IPSWICH BANCSHARES INC COM 46263310 204 10000 SH SHARED 11 10000 D IRELAND BK SPONSORED ADR 46267Q10 55 1110 SH SHARED 02 1110 D IRON MTN INC PA COM 46284610 34 1127 SH SHARED 1127 D IRON MTN INC PA COM 46284610 673 21838 SH SHARED 01 21838 D IRON MTN INC PA COM 46284610 230 7485 SH SHARED 02 7110 375 D IRWIN FINL CORP COM 46411910 47 2339 SH SHARED 2339 D IRWIN FINL CORP COM 46411910 1278 63600 SH SHARED 01 63600 D IRWIN FINL CORP COM 46411910 588 29300 SH SHARED 02 29300 D IRWIN FINL CORP COM 46411910 1 99 SH SHARED 05 99 D IRWIN FINL CORP COM 46411910 10414 518132 SH SHARED 11 459700 58432 D ISHARES INC MSCI BRAZIL 46428640 4597 474000 SH SHARED 02 474000 D ISHARES INC MSCI EMU INDEX 46428660 136 2600 SH SHARED 11 2600 D ISHARES INC MSCI JAPAN 46428684 1264 150000 SH SHARED 02 150000 D ISHARES INC MSCI HONG KONG 46428687 20002 2250000 SH SHARED 02 2250000 D ISHARES TR S&P 100 IDX FD 46428710 6799 138619 SH SHARED 02 138619 D ISHARES TR S&P 500 INDEX 46428720 281 2840 SH SHARED 01 2840 D ISHARES TR S&P 500 INDEX 46428720 772 7800 SH SHARED 06 7800 D ISHARES TR S&P 500 INDEX 46428720 40 412 SH SHARED 11 412 D ISHARES TR S&P 500 INDEX 46428720 331 3350 SH SHR/OTHR 11 3350 D ISHARES TR S&P500/BAR GRW 46428730 260 5252 SH SHARED 02 5252 D ISHARES TR S&P500/BAR VAL 46428740 1002 20205 SH SHARED 02 20205 D ISHARES TR MSCI EAFE IDX 46428746 987 8330 SH SHARED 01 8330 D ISHARES TR RUSSELL MCP GR 46428748 5 100 SH SHR/OTHR 11 100 D ISHARES TR GLDM SACHS TEC 46428754 3442 102400 SH SHARED 02 102400 D ISHARES TR GLDM SACHS TEC 46428754 69 2060 SH SHARED 11 2060 D ISHARES TR NASDQ BIO INDX 46428755 17 350 SH SHARED 02 100 250 D ISHARES TR S&P GLB100INDX 46428757 324 6500 SH SHARED 6500 D ISHARES TR RUSSELL1000VAL 46428759 453 8691 SH SHARED 01 8691 D ISHARES TR RUSSELL1000VAL 46428759 140 2700 SH SHARED 02 2700 D ISHARES TR S&P MIDCP GROW 46428760 111 1100 SH SHARED 02 1100 D ISHARES TR S&P MIDCP GROW 46428760 40 400 SH SHR/OTHR 11 400 D ISHARES TR RUSSELL1000GRW 46428761 80 2000 SH SHARED 01 2000 D ISHARES TR RUSL 2000 VALU 46428763 5478 40313 SH SHARED 02 40000 313 D ISHARES TR RUSL 2000 VALU 46428763 135 1000 SH SHARED 11 1000 D ISHARES TR RUSL 2000 GROW 46428764 9 200 SH SHARED 02 200 D ISHARES TR RUSL 2000 GROW 46428764 9573 200700 SH SHARED 11 200700 D ISHARES TR RUSSELL 2000 46428765 2225 24547 SH SHARED 24547 D ISHARES TR RUSSELL 2000 46428765 13181 145409 SH SHARED 02 139879 5530 D ISHARES TR RUSSELL 2000 46428765 13314 146880 SH SHARED 11 146880 D ISHARES TR RUSSELL 3000 46428768 55 1000 SH SHARED 11 1000 D ISHARES TR DJ US UTILS 46428769 348 5915 SH SHARED 02 2700 3215 D ISHARES TR S&P MIDCP VALU 46428770 11 124 SH SHARED 02 124 D ISHARES TR S&P MIDCP VALU 46428770 9 100 SH SHARED 11 100 D ISHARES TR DJ US TELECOMM 46428771 56 3010 SH SHARED 02 3010 D ISHARES TR DJ US TECH SEC 46428772 162 4500 SH SHARED 01 4500 D ISHARES TR S&P SMLCAP 600 46428780 1524 13310 SH SHARED 13310 D ISHARES TR S&P SMLCAP 600 46428780 153 1344 SH SHARED 02 100 1244 D ISHARES TR DJ CON NON CYCL 46428781 45 1000 SH SHARED 02 1000 D ISHARES TR DJ US BAS MATL 46428783 110 2700 SH SHARED 02 1600 1100 D ISHARES TR DJ US TOTL MKT 46428784 4 101 SH SHARED 11 101 D ISHARES TR S&P EURO PLUS 46428786 64 1148 SH SHARED 02 1000 148 D ISHARES TR S&P EURO PLUS 46428786 361 6400 SH SHARED 11 1000 5400 D ISHARES TR S&P SMLCP VALU 46428787 2770 30806 SH SHARED 30806 D ISHARES TR S&P SMLCP VALU 46428787 27216 302610 SH SHARED 02 302610 D ISHARES TR S&P SMLCP GROW 46428788 7250 100000 SH SHARED 02 100000 D ISIS PHARMACEUTICALS INC COM 46433010 8 888 SH SHARED 888 D ISIS PHARMACEUTICALS INC COM 46433010 421 44318 SH SHARED 01 44318 D ISIS PHARMACEUTICALS INC COM 46433010 669 70442 SH SHARED 02 70342 100 D ISIS PHARMACEUTICALS INC COM 46433010 14497 1524400 SH SHARED 04 1524400 D ISIS PHARMACEUTICALS INC COM 46433010 5637 592800 SH SHARED 11 351001 9999 231800 D ISLE OF CAPRI CASINOS INC COM 46459210 339 16783 SH SHARED 16783 D ISLE OF CAPRI CASINOS INC COM 46459210 4923 243111 SH SHARED 01 243111 D ISLE OF CAPRI CASINOS INC COM 46459210 397 19625 SH SHARED 02 19625 D ISPAT INTL N V NY REG SH CL A 46489910 3 1000 SH SHARED 1000 D ITALY FD INC COM 46539510 2433 355250 SH SHARED 02 355250 D I3 MOBILE INC COM 46571310 1 1475 SH SHARED 02 1250 225 D ITO YOKADO LTD ADR NEW 46571430 537 10850 SH SHARED 11 8050 2800 D ITRON INC COM 46574110 1725 65797 SH SHARED 65797 D ITRON INC COM 46574110 4383 167100 SH SHARED 01 167100 D ITRON INC COM 46574110 596 22741 SH SHARED 02 22741 D ITRON INC COM 46574110 4514 172100 SH SHARED 06 172100 D ITRON INC COM 46574110 8968 341900 SH SHARED 11 341900 D ITRON INC COM 46574110 3449 131500 SH SHR/OTHR 11 131500 D I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF 17700 25000000 PRN SHARED 25000000 D I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF 4566 6450000 PRN SHARED 02 6450000 D I2 TECHNOLOGIES INC COM 46575410 201 136374 SH SHARED 136374 D I2 TECHNOLOGIES INC COM 46575410 379 256721 SH SHARED 01 256721 D I2 TECHNOLOGIES INC COM 46575410 2 1600 SH SHR/OTHR 01 500 1100 D I2 TECHNOLOGIES INC COM 46575410 417 281979 SH SHARED 02 271897 10082 D I2 TECHNOLOGIES INC COM 46575410 2 1500 SH SHARED 07 1500 D I2 TECHNOLOGIES INC COM 46575410 0 660 SH SHARED 11 660 D I2 TECHNOLOGIES INC COM 46575410 2245 1517400 SH SHR/OTHR 11 1517400 D IVAX CORP NOTE 5.500% 5/1 465823AD 4471 5500000 PRN SHARED 01 5500000 D IVAX CORP NOTE 4.500% 5/1 465823AG 1490 2000000 PRN SHARED 01 2000000 D IVAX CORP COM 46582310 3130 289854 SH SHARED 289854 D IVAX CORP COM 46582310 1405 130182 SH SHARED 01 130182 D IVAX CORP COM 46582310 1922 178024 SH SHARED 02 177274 750 D IVAX CORP COM 46582310 24609 2278625 SH SHARED 04 2278625 D IVAX CORP COM 46582310 38 3563 SH SHARED 06 3563 D IVAX CORP COM 46582310 324 30000 SH SHARED 07 30000 D IVEX PACKAGING CORP DEL COM 46585510 32 1424 SH SHARED 1424 D IVEX PACKAGING CORP DEL COM 46585510 2478 108864 SH SHARED 01 108864 D IVEX PACKAGING CORP DEL COM 46585510 314 13800 SH SHARED 02 13600 200 D IVILLAGE INC COM 46588H10 0 257 SH SHARED 257 D IVILLAGE INC COM 46588H10 37 29490 SH SHARED 02 29490 D JDN RLTY CORP COM 46591710 215 17275 SH SHARED 17275 D JDN RLTY CORP COM 46591710 303 24300 SH SHARED 01 24300 D JDN RLTY CORP COM 46591710 551 44100 SH SHARED 02 35950 8150 D IXYS CORP COM 46600W10 105 19608 SH SHARED 19608 D IXYS CORP COM 46600W10 105 19700 SH SHARED 01 19700 D IXYS CORP COM 46600W10 50 9300 SH SHARED 02 9300 D J & J SNACK FOODS CORP COM 46603210 8 190 SH SHARED 190 D J & J SNACK FOODS CORP COM 46603210 3084 68600 SH SHARED 01 68600 D J & J SNACK FOODS CORP COM 46603210 444 9896 SH SHARED 02 7996 1900 D J & J SNACK FOODS CORP COM 46603210 7130 158600 SH SHARED 11 158600 D JDS UNIPHASE CORP COM 46612J10 10739 4022230 SH SHARED 3975384 46846 D JDS UNIPHASE CORP COM 46612J10 15980 5985270 SH SHARED 01 5497026 75 488169 D JDS UNIPHASE CORP COM 46612J10 179 67130 SH SHR/OTHR 01 26071 41059 D JDS UNIPHASE CORP COM 46612J10 4638 1737282 SH SHARED 02 1704980 32302 D JDS UNIPHASE CORP COM 46612J10 439 164560 SH SHARED 03 164560 D JDS UNIPHASE CORP COM 46612J10 2002 750000 SH SHARED 04 750000 D JDS UNIPHASE CORP COM 46612J10 117 43901 SH SHARED 06 43901 D JDS UNIPHASE CORP COM 46612J10 1702 637540 SH SHARED 07 637540 D JDS UNIPHASE CORP COM 46612J10 25 9557 SH SHARED 09 9557 D JDS UNIPHASE CORP COM 46612J10 4218 1579808 SH SHARED 11 1559696 20112 D JDS UNIPHASE CORP COM 46612J10 163 61282 SH SHR/OTHR 11 61282 D JDA SOFTWARE GROUP INC COM 46612K10 16 574 SH SHARED 574 D JDA SOFTWARE GROUP INC COM 46612K10 1327 46982 SH SHARED 01 46982 D JDA SOFTWARE GROUP INC COM 46612K10 893 31613 SH SHARED 02 31613 D J JILL GROUP INC COM 46618910 8 216 SH SHARED 216 D J JILL GROUP INC COM 46618910 1051 27700 SH SHARED 01 27700 D J JILL GROUP INC COM 46618910 526 13881 SH SHARED 02 13881 D JLG INDS INC COM 46621010 43 3094 SH SHARED 3094 D JLG INDS INC COM 46621010 633 45150 SH SHARED 01 45150 D JLG INDS INC COM 46621010 701 50023 SH SHARED 02 50023 D JLG INDS INC COM 46621010 4728 337000 SH SHARED 11 337000 D JMAR TECHNOLOGIES INC COM 46621210 13 7000 SH SHARED 11 7000 D JNI CORP COM 46622G10 30 8634 SH SHARED 8634 D JNI CORP COM 46622G10 1 300 SH SHARED 01 300 D JNI CORP COM 46622G10 321 91790 SH SHARED 02 85000 6790 D JP REALTY INC COM 46624A10 6165 231333 SH SHARED 231333 D JP REALTY INC COM 46624A10 111 4200 SH SHARED 01 4200 D JP REALTY INC COM 46624A10 309 11600 SH SHARED 02 11600 D JPS INDUSTRIES INC COM 46624E40 89 22057 SH SHARED 02 22057 D J P MORGAN CHASE & CO COM 46625H10 284152 8377129 SH SHARED 8364969 12160 D J P MORGAN CHASE & CO COM 46625H10 325262 9589114 SH SHARED 01 9298172 3890 287052 D J P MORGAN CHASE & CO COM 46625H10 24684 727741 SH SHR/OTHR 01 425460 302281 D J P MORGAN CHASE & CO COM 46625H10 49068 1446595 SH SHARED 02 1365196 81399 D J P MORGAN CHASE & CO COM 46625H10 33055 974499 SH SHARED 03 164643 809856 D J P MORGAN CHASE & CO COM 46625H10 10311 304000 SH SHARED 04 304000 D J P MORGAN CHASE & CO COM 46625H10 20069 591664 SH SHARED 06 591664 D J P MORGAN CHASE & CO COM 46625H10 2622 77318 SH SHARED 07 77318 D J P MORGAN CHASE & CO COM 46625H10 5412 159559 SH SHARED 08 159559 D J P MORGAN CHASE & CO COM 46625H10 8186 241347 SH SHARED 09 241347 D J P MORGAN CHASE & CO COM 46625H10 225614 6651379 SH SHARED 11 3395178 1781860 1474341 D J P MORGAN CHASE & CO COM 46625H10 61470 1812215 SH SHR/OTHR 11 1812215 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 27 1700 SH SHARED 01 1700 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 69 4200 SH SHARED 02 4200 D JABIL CIRCUIT INC NOTE 1.750% 5/1 466313AA 32706 34500000 PRN SHARED 34500000 D JABIL CIRCUIT INC NOTE 1.750% 5/1 466313AA 47 50000 PRN SHARED 02 50000 D JABIL CIRCUIT INC COM 46631310 9418 446163 SH SHARED 446163 D JABIL CIRCUIT INC COM 46631310 20146 954337 SH SHARED 01 933577 20760 D JABIL CIRCUIT INC COM 46631310 43 2044 SH SHR/OTHR 01 2044 D JABIL CIRCUIT INC COM 46631310 2488 117877 SH SHARED 02 109617 8260 D JABIL CIRCUIT INC COM 46631310 3335 158000 SH SHARED 03 158000 D JABIL CIRCUIT INC COM 46631310 11 522 SH SHARED 06 522 D JABIL CIRCUIT INC COM 46631310 261 12378 SH SHARED 07 12378 D JABIL CIRCUIT INC COM 46631310 36 1725 SH SHARED 09 1725 D JABIL CIRCUIT INC COM 46631310 982 46550 SH SHARED 11 350 46200 D JABIL CIRCUIT INC COM 46631310 668 31676 SH SHR/OTHR 11 31676 D JACK IN THE BOX INC COM 46636710 1607 50540 SH SHARED 50540 D JACK IN THE BOX INC COM 46636710 736 23148 SH SHARED 01 23148 D JACK IN THE BOX INC COM 46636710 1720 54107 SH SHARED 02 51714 2393 D JACK IN THE BOX INC COM 46636710 5641 177400 SH SHARED 11 177400 D JACKSONVILLE BANCORP INC COM 46924810 238 9500 SH SHARED 01 9500 D JACOBS ENGR GROUP INC DEL COM 46981410 1068 30733 SH SHARED 30733 D JACOBS ENGR GROUP INC DEL COM 46981410 1461 42014 SH SHARED 01 42014 D JACOBS ENGR GROUP INC DEL COM 46981410 1795 51620 SH SHARED 02 51620 D JACOBS ENGR GROUP INC DEL COM 46981410 13091 376400 SH SHARED 11 376400 D JACOBS ENGR GROUP INC DEL COM 46981410 8204 235900 SH SHR/OTHR 11 235900 D JACOR COMMUNUNICATIONS INC FRNT 2/0 469858AB 218 483000 PRN SHARED 02 483000 D JAKKS PAC INC COM 47012E10 83 4712 SH SHARED 4712 D JAKKS PAC INC COM 47012E10 642 36275 SH SHARED 01 36275 D JAKKS PAC INC COM 47012E10 1012 57184 SH SHARED 02 57184 D JAKKS PAC INC COM 47012E10 4521 255300 SH SHARED 11 255300 D JAMESON INNS INC COM 47045710 0 100 SH SHARED 02 100 D JAPAN AIR LINES LTD ADR NEW 47103430 0 100 SH SHARED 02 100 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 194 24400 SH SHARED 24400 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 1 200 SH SHARED 02 200 D JARDEN CORP COM 47110910 67 3400 SH SHARED 01 3400 D JARDEN CORP COM 47110910 192 9700 SH SHARED 02 9700 D JARDINE FLEMING INDIA FD INC COM 47111210 325 45700 SH SHARED 02 45700 D JEFFERIES GROUP INC NEW COM 47231910 144 3435 SH SHARED 3435 D JEFFERIES GROUP INC NEW COM 47231910 1149 27300 SH SHARED 01 27300 D JEFFERIES GROUP INC NEW COM 47231910 1578 37491 SH SHARED 02 37491 D JEFFERSON PILOT CORP COM 47507010 15249 324453 SH SHARED 324453 D JEFFERSON PILOT CORP COM 47507010 33464 712001 SH SHARED 01 712001 D JEFFERSON PILOT CORP COM 47507010 193 4120 SH SHR/OTHR 01 2700 1420 D JEFFERSON PILOT CORP COM 47507010 7461 158765 SH SHARED 02 153197 5568 D JEFFERSON PILOT CORP COM 47507010 57 1213 SH SHARED 06 1213 D JEFFERSON PILOT CORP COM 47507010 63 1350 SH SHARED 07 1350 D JEFFERSON PILOT CORP COM 47507010 61 1315 SH SHARED 09 1315 D JEFFERSON PILOT CORP COM 47507010 18066 384401 SH SHARED 11 117814 266587 D JEFFERSON PILOT CORP COM 47507010 11760 250226 SH SHR/OTHR 11 250226 D JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W10 1250 39700 SH SHARED 39700 D JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W10 2203 69950 SH SHARED 02 69950 D JETBLUE AWYS CORP COM 47714310 282 6202 SH SHARED 6202 D JETBLUE AWYS CORP COM 47714310 277 6100 SH SHARED 01 6100 D JETBLUE AWYS CORP COM 47714310 261 5742 SH SHARED 02 5742 D JETBLUE AWYS CORP COM 47714310 6 150 SH SHARED 11 150 D JO-ANN STORES INC CL A 47758P10 84 2900 SH SHARED 01 2900 D JO-ANN STORES INC CL A 47758P10 524 17949 SH SHARED 02 17949 D JOHN NUVEEN CO CL A 47803510 93 3652 SH SHARED 3652 D JOHN NUVEEN CO CL A 47803510 178 6950 SH SHARED 01 6950 D JOHN NUVEEN CO CL A 47803510 991 38584 SH SHARED 02 38584 D JOHNSON & JOHNSON COM 47816010 548543 10496440 SH SHARED 10247207 249233 D JOHNSON & JOHNSON COM 47816010 819778 15686531 SH SHARED 01 14923821 762710 D JOHNSON & JOHNSON COM 47816010 92372 1767552 SH SHR/OTHR 01 1286452 481100 D JOHNSON & JOHNSON COM 47816010 94312 1804688 SH SHARED 02 1690891 113797 D JOHNSON & JOHNSON COM 47816010 44671 854800 SH SHARED 03 192750 662050 D JOHNSON & JOHNSON COM 47816010 65711 1257400 SH SHARED 04 1257400 D JOHNSON & JOHNSON COM 47816010 225141 4308105 SH SHARED 06 4308105 D JOHNSON & JOHNSON COM 47816010 16218 310348 SH SHARED 07 310348 D JOHNSON & JOHNSON COM 47816010 15857 303440 SH SHARED 08 303440 D JOHNSON & JOHNSON COM 47816010 13132 251296 SH SHARED 09 251296 D JOHNSON & JOHNSON COM 47816010 4792 91700 SH SHARED 10 91700 D JOHNSON & JOHNSON COM 47816010 574206 10987487 SH SHARED 11 3716976 5551406 1719105 D JOHNSON & JOHNSON COM 47816010 52315 1001056 SH SHR/OTHR 11 1001056 D JOHNSON CTLS INC COM 47836610 19681 241166 SH SHARED 241166 D JOHNSON CTLS INC COM 47836610 36221 443834 SH SHARED 01 443834 D JOHNSON CTLS INC COM 47836610 4550 55758 SH SHARED 02 55148 610 D JOHNSON CTLS INC COM 47836610 14200 174000 SH SHARED 05 174000 D JOHNSON CTLS INC COM 47836610 2222 27235 SH SHARED 06 27235 D JOHNSON CTLS INC COM 47836610 226 2770 SH SHARED 07 2770 D JOHNSON CTLS INC COM 47836610 51 632 SH SHARED 09 632 D JOHNSON CTLS INC COM 47836610 35714 437628 SH SHARED 11 351628 81000 5000 D JOHNSON CTLS INC COM 47836610 4114 50420 SH SHR/OTHR 11 50420 D JOHNSON OUTDOORS INC CL A 47916710 26 1600 SH SHARED 01 1600 D JOHNSON OUTDOORS INC CL A 47916710 52 3100 SH SHARED 02 3100 D JONES APPAREL GROUP INC COM 48007410 13325 355350 SH SHARED 355350 D JONES APPAREL GROUP INC COM 48007410 21528 574087 SH SHARED 01 574087 D JONES APPAREL GROUP INC COM 48007410 3217 85793 SH SHARED 02 85793 D JONES APPAREL GROUP INC COM 48007410 1066 28438 SH SHARED 06 28438 D JONES APPAREL GROUP INC COM 48007410 224 5984 SH SHARED 07 5984 D JONES APPAREL GROUP INC COM 48007410 33339 889063 SH SHARED 11 158263 730800 D JONES APPAREL GROUP INC COM 48007410 179 4779 SH SHR/OTHR 11 4779 D JONES APPAREL GROUP INC / NOTE 2/0 480081AD 9817 18350000 PRN SHARED 18350000 D JONES APPAREL GROUP INC / NOTE 2/0 480081AD 1521 2844000 PRN SHARED 02 2844000 D JONES LANG LASALLE INC COM 48020Q10 127 5155 SH SHARED 5155 D JONES LANG LASALLE INC COM 48020Q10 389 15782 SH SHARED 01 15782 D JONES LANG LASALLE INC COM 48020Q10 649 26300 SH SHARED 02 26300 D JOS A BANK CLOTHIERS INC COM 48083810 17 1000 SH SHARED 02 1000 D JOURNAL REGISTER CO COM 48113810 14 740 SH SHARED 740 D JOURNAL REGISTER CO COM 48113810 221 11003 SH SHARED 01 11003 D JOURNAL REGISTER CO COM 48113810 748 37232 SH SHARED 02 37232 D JOY GLOBAL INC COM 48116510 64 3700 SH SHARED 3700 D JOY GLOBAL INC COM 48116510 2467 142300 SH SHARED 01 142300 D JOY GLOBAL INC COM 48116510 724 41806 SH SHARED 02 41806 D JOY GLOBAL INC COM 48116510 1255 72400 SH SHARED 06 72400 D JOY GLOBAL INC COM 48116510 18716 1079400 SH SHARED 11 1079400 D JOY GLOBAL INC COM 48116510 4558 262900 SH SHR/OTHR 11 262900 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA 1028 1680000 PRN SHARED 01 1050000 630000 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA 504 825000 PRN SHR/OTHR 01 775000 50000 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA 4112 6719000 PRN SHARED 02 6709000 10000 D JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA 12 20000 PRN SHARED 11 20000 D JUNIPER NETWORKS INC COM 48203R10 828 146675 SH SHARED 145570 1105 D JUNIPER NETWORKS INC COM 48203R10 1798 318254 SH SHARED 01 267778 50476 D JUNIPER NETWORKS INC COM 48203R10 41 7430 SH SHR/OTHR 01 3216 4214 D JUNIPER NETWORKS INC COM 48203R10 919 162662 SH SHARED 02 154252 8410 D JUNIPER NETWORKS INC COM 48203R10 288 51000 SH SHARED 03 51000 D JUNIPER NETWORKS INC COM 48203R10 22 3900 SH SHARED 06 3900 D JUNIPER NETWORKS INC COM 48203R10 16 2900 SH SHARED 07 2900 D JUNIPER NETWORKS INC COM 48203R10 252 44707 SH SHARED 11 9994 34713 D JUNIPER NETWORKS INC COM 48203R10 721 127762 SH SHR/OTHR 11 127762 D JUNO LTG INC COM NEW 48204720 19 2000 SH SHARED 2000 D JUPITER MEDIA METRIX INC COM 48206U10 0 946 SH SHARED 02 946 D KCS ENERGY INC COM 48243420 1 722 SH SHARED 722 D KCS ENERGY INC COM 48243420 63 36300 SH SHARED 02 26100 10200 D KLA-TENCOR CORP COM 48248010 29552 671794 SH SHARED 671794 D KLA-TENCOR CORP COM 48248010 36524 830297 SH SHARED 01 830022 275 D KLA-TENCOR CORP COM 48248010 8 200 SH SHR/OTHR 01 200 D KLA-TENCOR CORP COM 48248010 6908 157056 SH SHARED 02 155356 1700 D KLA-TENCOR CORP COM 48248010 9237 210000 SH SHARED 04 210000 D KLA-TENCOR CORP COM 48248010 2051 46639 SH SHARED 06 46639 D KLA-TENCOR CORP COM 48248010 1013 23050 SH SHARED 07 23050 D KLA-TENCOR CORP COM 48248010 69 1573 SH SHARED 09 1573 D KLA-TENCOR CORP COM 48248010 61528 1398696 SH SHARED 11 1202440 3400 192856 D KLA-TENCOR CORP COM 48248010 14798 336409 SH SHR/OTHR 11 336409 D KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 3 273 SH SHARED 273 D KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 124 10309 SH SHARED 02 10309 D K MART CORP COM 48258410 224 217776 SH SHARED 214776 3000 D K MART CORP COM 48258410 159 155143 SH SHARED 01 154543 600 D K MART CORP COM 48258410 453 440650 SH SHARED 02 439750 900 D KPMG CONSULTING INC COM 48265R10 301 20273 SH SHARED 20273 D KPMG CONSULTING INC COM 48265R10 5984 402700 SH SHARED 01 402700 D KPMG CONSULTING INC COM 48265R10 472 31816 SH SHARED 02 31816 D KPMG CONSULTING INC COM 48265R10 222 15000 SH SHARED 04 15000 D KPMG CONSULTING INC COM 48265R10 38245 2573740 SH SHR/OTHR 11 2573740 D KT CORP SPONSORED ADR 48268K10 1445 66752 SH SHARED 66752 D KT CORP SPONSORED ADR 48268K10 145145 6704164 SH SHARED 6699864 4300 D KT CORP SPONSORED ADR 48268K10 151 7000 SH SHR/OTHR 01 7000 D KT CORP SPONSORED ADR 48268K10 2210 102082 SH SHARED 04 102082 D KT CORP SPONSORED ADR 48268K10 1 50 SH SHARED 05 50 D KT CORP SPONSORED ADR 48268K10 5528 255362 SH SHARED 06 255362 D KT CORP SPONSORED ADR 48268K10 306 14170 SH SHARED 09 14170 D KT CORP SPONSORED ADR 48268K10 178 8260 SH SHARED 11 8260 D KT CORP SPONSORED ADR 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50124210 5 440 SH SHARED 11 440 D KULICKE & SOFFA INDS INC COM 50124210 1 100 SH SHR/OTHR 11 100 D KYOCERA CORP ADR 50155620 287 3909 SH SHARED 3909 D KYOCERA CORP ADR 50155620 110 1500 SH SHR/OTHR 01 1500 D KYOCERA CORP ADR 50155620 58 791 SH SHARED 02 791 D KYPHON INC COM 50157710 74 5100 SH SHARED 02 5100 D KYPHON INC COM 50157710 2114 145000 SH SHARED 04 145000 D KYPHON INC COM 50157710 7704 528455 SH SHARED 11 386655 5000 136800 D LNR PPTY CORP COM 50194010 93 2700 SH SHARED 2700 D LNR PPTY CORP COM 50194010 63 1849 SH SHARED 1849 D LNR PPTY CORP COM 50194010 5355 155236 SH SHARED 01 155236 D LNR PPTY CORP COM 50194010 672 19500 SH SHARED 02 19500 D LNR PPTY CORP COM 50194010 2038 59100 SH SHARED 06 59100 D LNR PPTY CORP COM 50194010 26728 774750 SH SHARED 11 774750 D LNR PPTY CORP COM 50194010 6468 187500 SH SHR/OTHR 11 187500 D LSB CORP COM 50215P10 627 45600 SH SHARED 01 45600 D L S B BANCSHARES N C COM 50215810 14 700 SH SHARED 01 700 D L S B BANCSHARES N C COM 50215810 142 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D LSI LOGIC CORP COM 50216110 147 16839 SH SHR/OTHR 11 16839 D LTC PPTYS INC COM 50217510 101 11900 SH SHARED 02 11900 D LTX CORP NOTE 4.250% 8/1 502392AE 4140 5000000 PRN SHARED 02 5000000 D LTX CORP COM 50239210 225 15802 SH SHARED 15802 D LTX CORP COM 50239210 678 47524 SH SHARED 01 47524 D LTX CORP COM 50239210 1385 97053 SH SHARED 02 81631 15422 D LTX CORP COM 50239210 37 2640 SH SHARED 11 2640 D L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 6/0 502424AB 25374 17250000 PRN SHARED 02 2250000 15000000 D L-3 COMMUNICATIONS HLDGS INC DEBT 4.000% 9/1 502424AD 1210 1000000 PRN SHARED 01 1000000 D L-3 COMMUNICATIONS HLDGS INC DEBT 4.000% 9/1 502424AD 1875 1550000 PRN SHARED 02 1550000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1880 34823 SH SHARED 34823 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3299 61100 SH SHARED 01 61100 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4016 74379 SH SHARED 02 72519 1860 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 626 11610 SH SHR/OTHR 11 11610 D LVMH MOET 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LANDAMERICA FINL GROUP INC COM 51493610 329 10450 SH SHARED 01 10450 D LANDAMERICA FINL GROUP INC COM 51493610 715 22700 SH SHARED 02 22700 D LANDRYS RESTAURANTS INC COM 51508L10 350 13750 SH SHARED 13750 D LANDRYS RESTAURANTS INC COM 51508L10 686 26900 SH SHARED 01 26900 D LANDRYS RESTAURANTS INC COM 51508L10 950 37241 SH SHARED 02 37241 D LANDRYS RESTAURANTS INC COM 51508L10 10562 414060 SH SHARED 11 268960 6100 139000 D LANDS END INC COM 51508610 0 7592 SH SHARED 7592 D LANDS END INC COM 51508610 0 29068 SH SHARED 02 29068 D LANDSTAR SYS INC COM 51509810 138 1295 SH SHARED 1295 D LANDSTAR SYS INC COM 51509810 2463 23056 SH SHARED 01 23056 D LANDSTAR SYS INC COM 51509810 1125 10529 SH SHARED 02 10529 D LANDSTAR SYS INC COM 51509810 439 4117 SH SHARED 11 1117 3000 D LANNET INC COM 51601210 31 3100 SH SHARED 02 3100 D LANTRONIX INC COM 51654810 0 398 SH SHARED 398 D LANTRONIX INC COM 51654810 17 20000 SH SHR/OTHR 01 20000 D LANTRONIX INC COM 51654810 39 46700 SH SHARED 02 18500 28200 D LARGE SCALE BIOLOGY CORP COM 51705310 0 432 SH SHARED 432 D LARGE SCALE BIOLOGY CORP COM 51705310 89 41000 SH SHARED 02 16400 24600 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 26 1692 SH SHARED 1692 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 51 3300 SH SHARED 01 3300 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 235 14925 SH SHARED 02 14925 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 318 20200 SH SHR/OTHR 11 20200 D LASER TECHNOLOGY INC COM NEW 51807420 0 18 SH SHARED 01 18 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 2713 242275 SH SHARED 02 242275 D LATTICE SEMICONDUCTOR CORP COM 51841510 66 7600 SH SHARED 7600 D LATTICE SEMICONDUCTOR CORP COM 51841510 816 93450 SH SHARED 01 92100 1350 D LATTICE SEMICONDUCTOR CORP COM 51841510 2785 318719 SH SHARED 02 296619 22100 D LATTICE SEMICONDUCTOR CORP COM 51841510 4 500 SH SHARED 11 500 D LAUDER ESTEE COS INC CL A 51843910 1054 29967 SH SHARED 25824 4143 D LAUDER ESTEE COS INC CL A 51843910 5194 147581 SH SHARED 01 71631 75950 D LAUDER ESTEE COS INC CL A 51843910 1042 29612 SH SHR/OTHR 01 6058 23554 D LAUDER ESTEE COS INC CL A 51843910 737 20960 SH SHARED 02 14760 6200 D LAUDER ESTEE COS INC CL A 51843910 352 10000 SH SHARED 03 10000 D LAUDER ESTEE COS INC CL A 51843910 915 26000 SH SHARED 04 26000 D LAUDER ESTEE COS INC CL A 51843910 915 26000 SH SHARED 05 26000 D LAUDER ESTEE COS INC CL A 51843910 12567 357025 SH SHARED 06 357025 D LAUDER ESTEE COS INC CL A 51843910 3002 85300 SH SHARED 08 85300 D LAUDER ESTEE COS INC CL A 51843910 3734 106100 SH SHARED 09 106100 D LAUDER ESTEE COS INC CL A 51843910 401 11400 SH SHARED 11 9500 1900 D LAUDER ESTEE COS INC CL A 51843910 88 2500 SH SHR/OTHR 11 2500 D LAWSON PRODS INC COM 52077610 6 220 SH SHARED 220 D LAWSON PRODS INC COM 52077610 330 10725 SH SHARED 01 10725 D LAWSON PRODS INC COM 52077610 223 7238 SH SHARED 02 7238 D LAWSON SOFTWARE INC COM 52078010 97 16983 SH SHARED 16983 D LAWSON SOFTWARE INC COM 52078010 68 11800 SH SHARED 02 11800 D LEAP WIRELESS INTL INC COM 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LEHMAN BROS HLDGS INC COM 52490810 1509 24138 SH SHARED 07 24138 D LEHMAN BROS HLDGS INC COM 52490810 2163 34600 SH SHARED 08 34600 D LEHMAN BROS HLDGS INC COM 52490810 126 2023 SH SHARED 09 2023 D LEHMAN BROS HLDGS INC COM 52490810 1913 30600 SH SHARED 10 30600 D LEHMAN BROS HLDGS INC COM 52490810 178867 2860972 SH SHARED 11 797117 2044400 19455 D LEHMAN BROS HLDGS INC COM 52490810 2826 45207 SH SHR/OTHR 11 45207 D LENDINGTREE INC COM 52602Q10 880 69300 SH SHARED 01 69300 D LENDINGTREE INC COM 52602Q10 501 39425 SH SHARED 02 39425 D LENNAR CORP DBCV 7/2 526057AA 189 244000 PRN SHARED 02 244000 D LENNAR CORP COM 52605710 5482 89585 SH SHARED 89585 D LENNAR CORP COM 52605710 2646 43245 SH SHARED 01 43245 D LENNAR CORP COM 52605710 3013 49243 SH SHARED 02 49243 D LENNAR CORP COM 52605710 6 100 SH SHR/OTHR 11 100 D LENNOX INTL INC COM 52610710 31 1752 SH SHARED 1752 D LENNOX INTL INC COM 52610710 3564 198118 SH SHARED 01 198118 D LENNOX INTL INC COM 52610710 1142 63490 SH SHARED 02 63490 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464959 SH SHARED 02 442688 22271 D MBNA CORP COM 55262L10 88677 2681500 SH SHARED 04 2681500 D MBNA CORP COM 55262L10 20470 619000 SH SHARED 05 619000 D MBNA CORP COM 55262L10 429 12977 SH SHARED 06 12977 D MBNA CORP COM 55262L10 756 22870 SH SHARED 07 22870 D MBNA CORP COM 55262L10 386 11700 SH SHARED 08 11700 D MBNA CORP COM 55262L10 255 7714 SH SHARED 09 7714 D MBNA CORP COM 55262L10 16576 501247 SH SHARED 11 402000 99247 D MBNA CORP COM 55262L10 6302 190586 SH SHR/OTHR 11 190586 D MBL INTL FIN BERMUDA TR NOTE 3.000%11/3 55262XAA 178236180951000 PRN SHARED 180951000 D MBL INTL FIN BERMUDA TR NOTE 3.000%11/3 55262XAA 5910 6000000 PRN SHARED 01 6000000 D MB FINANCIAL INC NEW COM 55264U10 9 296 SH SHARED 296 D MB FINANCIAL INC NEW COM 55264U10 147 4400 SH SHARED 01 4400 D MB FINANCIAL INC NEW COM 55264U10 421 12600 SH SHARED 02 12600 D MB FINANCIAL INC NEW COM 55264U10 69 2070 SH SHARED 11 2070 D M D C HLDGS INC COM 55267610 3024 58154 SH SHARED 58154 D M D C HLDGS INC COM 55267610 2679 51524 SH SHARED 01 51524 D M D C HLDGS INC COM 55267610 1559 29984 SH SHARED 02 29984 D M D C HLDGS INC COM 55267610 10 200 SH SHARED 11 200 D MDS INC COM 55269P30 57 3560 SH SHARED 02 3560 D MDS INC COM 55269P30 48 2968 SH SHARED 06 2968 D MDU RES GROUP INC COM 55269010 56842 2162141 SH SHARED 2162141 D MDU RES GROUP INC COM 55269010 1252 47641 SH SHARED 01 47641 D MDU RES GROUP INC COM 55269010 1093 41604 SH SHARED 02 41604 D MDU RES GROUP INC COM 55269010 10878 413779 SH SHARED 11 2060 411719 D MDU RES GROUP INC COM 55269010 24 937 SH SHR/OTHR 11 937 D MCSI INC COM 55270M10 20 1847 SH SHARED 1847 D MCSI INC COM 55270M10 260 22986 SH SHARED 01 22986 D MCSI INC COM 55270M10 212 18727 SH SHARED 02 18727 D MCSI INC COM 55270M10 1030 90900 SH SHARED 06 90900 D MCSI INC COM 55270M10 1820 160500 SH SHARED 11 160500 D MCSI INC COM 55270M10 729 64300 SH SHR/OTHR 11 64300 D MEVC DRAPER FISHER JURVET FD COM 55271E10 5459 643020 SH SHARED 02 643020 D MEMC ELECTR MATLS INC COM 55271510 51 10512 SH SHARED 10512 D MEMC ELECTR MATLS INC COM 55271510 77 15903 SH SHARED 01 15903 D MEMC ELECTR MATLS INC COM 55271510 261 53300 SH SHARED 02 53300 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 8 1500 SH SHARED 01 1500 D MFS MULTIMARKET INCOME TR SH BEN INT 55273710 1 200 SH SHARED 02 200 D MGIC INVT CORP WIS COM 55284810 18102 267005 SH SHARED 267005 D MGIC INVT CORP WIS COM 55284810 32570 480397 SH SHARED 01 478797 1600 D MGIC INVT CORP WIS COM 55284810 6886 101571 SH SHARED 02 101451 120 D MGIC INVT CORP WIS COM 55284810 508 7500 SH SHARED 04 7500 D MGIC INVT CORP WIS COM 55284810 216 3189 SH SHARED 06 3189 D MGIC INVT CORP WIS COM 55284810 74 1100 SH SHARED 07 1100 D MGIC INVT CORP WIS COM 55284810 62 927 SH SHARED 09 927 D MGIC INVT CORP WIS COM 55284810 35842 528650 SH SHARED 11 497298 31352 D MGIC INVT CORP WIS COM 55284810 2403 35447 SH SHR/OTHR 11 35447 D MGI PHARMA INC COM 55288010 3 444 SH SHARED 444 D MGI PHARMA INC COM 55288010 115 16300 SH SHARED 01 16300 D MGI PHARMA INC COM 55288010 256 36348 SH SHARED 02 29498 6850 D MGM MIRAGE COM 55295310 2048 60687 SH SHARED 60687 D MGM MIRAGE COM 55295310 1765 52300 SH SHARED 01 52300 D MGM MIRAGE COM 55295310 423 12550 SH SHARED 02 12550 D MGM MIRAGE COM 55295310 52225 1547430 SH SHARED 06 1547430 D MGM MIRAGE COM 55295310 1566 46400 SH SHARED 07 46400 D MGM MIRAGE COM 55295310 1657 49100 SH SHARED 08 49100 D MGM MIRAGE COM 55295310 1454 43100 SH SHARED 10 43100 D MGM MIRAGE COM 55295310 64300 1905200 SH SHARED 11 69000 1836200 D MGM MIRAGE COM 55295310 3799 112570 SH SHR/OTHR 11 112570 D M H MEYERSON & CO INC COM 55301Q10 14 36200 SH SHARED 01 36200 D MIM CORP COM 55304410 400 33100 SH SHARED 01 33100 D MIM CORP COM 55304410 234 19391 SH SHARED 02 19391 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 28 744 SH SHARED 744 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 128 3400 SH SHARED 01 3400 D M/I SCHOTTENSTEIN HOMES INC COM 55305B10 391 10400 SH SHARED 02 10400 D MKS INSTRUMENT INC COM 55306N10 397 19792 SH SHARED 19792 D MKS INSTRUMENT INC COM 55306N10 2082 103743 SH SHARED 01 103743 D MKS INSTRUMENT INC COM 55306N10 1138 56740 SH SHARED 02 56740 D MKS INSTRUMENT INC COM 55306N10 5665 282262 SH SHARED 11 3040 279222 D MMO2 PLC ADR 55309W10 28 4473 SH SHARED 4473 D MMO2 PLC ADR 55309W10 6 1000 SH SHR/OTHR 01 1000 D MMO2 PLC ADR 55309W10 227 36100 SH SHARED 02 35700 400 D MMO2 PLC ADR 55309W10 1936 307450 SH SHARED 05 307450 D MMO2 PLC ADR 55309W10 3 500 SH SHR/OTHR 11 500 D MPS GROUP INC COM 55340910 1278 150400 SH SHARED 30400 120000 D MPS GROUP INC COM 55340910 1241 146113 SH SHARED 01 146113 D MPS GROUP INC COM 55340910 1183 139280 SH SHARED 02 138780 500 D MPS GROUP INC COM 55340910 77 9130 SH SHARED 11 9130 D MRO SOFTWARE INC COM 55347W10 4 436 SH SHARED 436 D MRO SOFTWARE INC COM 55347W10 970 85320 SH SHARED 01 85320 D MRO SOFTWARE INC COM 55347W10 255 22438 SH SHARED 02 22438 D MRV COMMUNICATIONS INC NOTE 5.000% 6/1 553477AB 6576 9185000 PRN SHARED 02 50000 9135000 D MRV COMMUNICATIONS INC COM 55347710 97 63950 SH SHARED 63950 D MRV COMMUNICATIONS INC COM 55347710 113 74434 SH SHARED 01 74434 D MRV COMMUNICATIONS INC COM 55347710 128 83891 SH SHARED 02 79691 4200 D MRV COMMUNICATIONS INC COM 55347710 13 8600 SH SHARED 11 8600 D MSC INDL DIRECT INC CL A 55353010 21 1078 SH SHARED 1078 D MSC INDL DIRECT INC CL A 55353010 532 27300 SH SHARED 01 23300 4000 D MSC INDL DIRECT INC CL A 55353010 822 42200 SH SHARED 02 42200 D MSC SOFTWARE CORP COM 55353110 35 3971 SH SHARED 3971 D MSC SOFTWARE CORP COM 55353110 1078 120500 SH SHARED 01 120500 D MSC SOFTWARE CORP COM 55353110 59 6600 SH SHR/OTHR 01 6600 D MSC SOFTWARE CORP COM 55353110 217 24300 SH SHARED 02 24300 D MSC SOFTWARE CORP COM 55353110 21 2440 SH SHARED 11 2440 D MTR GAMING GROUP INC COM 55376910 15 911 SH SHARED 911 D MTR GAMING GROUP INC COM 55376910 4126 247100 SH SHARED 01 247100 D MTR GAMING GROUP INC COM 55376910 302 18100 SH SHARED 02 18100 D MTS SYS CORP COM 55377710 32 2554 SH SHARED 2554 D MTS SYS CORP COM 55377710 178 14200 SH SHARED 01 14200 D MTS SYS CORP COM 55377710 383 30550 SH SHARED 02 18900 11650 D MTS SYS CORP COM 55377710 9 750 SH SHARED 11 750 D MACATAWA BK CORP COM 55422510 121 5600 SH SHARED 02 5600 D MACDERMID INC COM 55427310 13 632 SH SHARED 632 D MACDERMID INC COM 55427310 283 13203 SH SHARED 01 11203 2000 D MACDERMID INC COM 55427310 30 1437 SH SHR/OTHR 01 1437 D MACDERMID INC COM 55427310 691 32164 SH SHARED 02 32164 D MACDERMID INC COM 55427310 9 450 SH SHARED 11 450 D MACERICH CO COM 55438210 948 30582 SH SHARED 30582 D MACERICH CO COM 55438210 1620 52262 SH SHARED 01 52262 D MACERICH CO COM 55438210 980 31644 SH SHARED 02 29644 2000 D MACK CALI RLTY CORP COM 55448910 179 5093 SH SHARED 5093 D MACK CALI RLTY CORP COM 55448910 1608 45767 SH SHARED 01 42092 3675 D MACK CALI RLTY CORP COM 55448910 202 5750 SH SHR/OTHR 01 5750 D MACK CALI RLTY CORP COM 55448910 295 8420 SH SHARED 02 8220 200 D MACK CALI RLTY CORP COM 55448910 17237 490400 SH SHARED 12 490400 D MACROCHEM CORP DEL COM 55590310 0 566 SH SHARED 566 D MACROCHEM CORP DEL COM 55590310 56 32300 SH SHARED 02 20400 11900 D MACROVISION CORP COM 55590410 253 19374 SH SHARED 19374 D MACROVISION CORP COM 55590410 414 31650 SH SHARED 01 31650 D MACROVISION CORP COM 55590410 1022 77988 SH SHARED 02 77988 D MACROVISION CORP COM 55590410 2867 218750 SH SHARED 07 218750 D MACROMEDIA INC COM 55610010 486 54792 SH SHARED 54792 D MACROMEDIA INC COM 55610010 2115 238500 SH SHARED 01 238500 D MACROMEDIA INC COM 55610010 1105 124585 SH SHARED 02 124585 D MACROMEDIA INC COM 55610010 7 900 SH SHARED 11 900 D MACRONIX INTL LTD SPONSORED ADR 55610310 1766 301859 SH SHARED 301859 D MACRONIX INTL LTD SPONSORED ADR 55610310 174 29833 SH SHR/OTHR 01 29833 D MACRONIX INTL LTD SPONSORED ADR 55610310 0 39 SH SHARED 05 39 D MACRONIX INTL LTD SPONSORED ADR 55610310 0 1 SH SHARED 06 1 D MADDEN STEVEN LTD COM 55626910 3 182 SH SHARED 182 D MADDEN STEVEN LTD COM 55626910 497 25100 SH SHARED 01 25100 D MADDEN STEVEN LTD COM 55626910 261 13200 SH SHARED 02 13200 D MADDEN STEVEN LTD COM 55626910 70 3570 SH SHARED 11 3570 D MADECO SA SPONSORED ADR 55630410 0 900 SH SHARED 01 900 D MADISON GAS & ELEC CO COM 55749710 11 424 SH SHARED 424 D MADISON GAS & ELEC CO COM 55749710 242 8700 SH SHARED 01 8700 D MADISON GAS & ELEC CO COM 55749710 460 16540 SH SHARED 02 14100 2440 D MAGELLAN HEALTH SVCS INC COM 55907910 0 636 SH SHARED 636 D MAGELLAN HEALTH SVCS INC COM 55907910 4 4700 SH SHARED 01 4700 D MAGELLAN HEALTH SVCS INC COM 55907910 21 21100 SH SHARED 02 21100 D MAGMA DESIGN AUTOMATION COM 55918110 69 4146 SH SHARED 4146 D MAGMA DESIGN AUTOMATION COM 55918110 85 5100 SH SHARED 01 5100 D MAGMA DESIGN AUTOMATION COM 55918110 262 15600 SH SHARED 02 15600 D MAGNA ENTMT CORP CL A 55921110 4 578 SH SHARED 578 D MAGNA ENTMT CORP CL A 55921110 152 21800 SH SHARED 01 21800 D MAGNA ENTMT CORP CL A 55921110 264 37900 SH SHARED 02 37900 D MAGNA ENTMT CORP CL A 55921110 2 400 SH SHR/OTHR 11 400 D MAGNA INTL INC CL A 55922240 1932 28075 SH SHARED 28075 D MAGNA INTL INC CL A 55922240 234 3400 SH SHARED 02 3400 D MAGNA INTL INC CL A 55922240 501 7287 SH SHARED 06 7287 D MAGNETEK INC COM 55942410 35 3635 SH SHARED 3635 D MAGNETEK INC COM 55942410 77 7825 SH SHARED 01 4700 3125 D MAGNETEK INC COM 55942410 50 5057 SH SHR/OTHR 01 5057 D MAGNETEK INC COM 55942410 239 24223 SH SHARED 02 24223 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 1 1824 SH SHARED 01 1824 D MAGNUM HUNTER RES INC *W EXP 03/21/200 55972F13 35 42512 SH SHARED 02 16462 26050 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 121 15370 SH SHARED 15370 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 1082 137157 SH SHARED 01 137157 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 2470 313107 SH SHARED 02 127500 185607 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 493 30864 SH SHARED 30864 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 723 45200 SH SHARED 45200 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 76 4800 SH SHARED 01 4800 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 8040 502500 SH SHARED 04 502500 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 113 7100 SH SHARED 05 7100 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1872 117000 SH SHARED 07 117000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 606 103150 SH SHARED 103150 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 29 5000 SH SHARED 02 5000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 513 87250 SH SHARED 06 87250 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 352 59884 SH SHARED 09 59884 D MAIL-WELL INC COM 56032120 4 884 SH SHARED 884 D MAIL-WELL INC COM 56032120 28 5400 SH SHARED 01 5400 D MAIL-WELL INC COM 56032120 128 24800 SH SHARED 02 24800 D MAIL-WELL INC COM 56032120 29 5600 SH SHARED 11 5600 D MAIN STR BKS INC NEW COM 56034R10 5 252 SH SHARED 252 D MAIN STR BKS INC NEW COM 56034R10 43 2100 SH SHARED 01 2100 D MAIN STR BKS INC NEW COM 56034R10 188 9100 SH SHARED 02 9100 D MAINE PUB SVC CO COM 56048310 83 2800 SH SHARED 11 2800 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 113 4700 SH SHARED 02 4700 D MALAYSIA FD INC COM 56090510 27 6450 SH SHARED 02 6450 D MALAN RLTY INVS INC COM 56106310 10 2000 SH SHARED 02 2000 D MALLON RES CORP COM NEW 56124020 14 44000 SH SHR/OTHR 01 44000 D MANAGED MUNS PORTFOLIO INC COM 56166210 220 20784 SH SHARED 11 19804 980 D MANAGEMENT NETWORK GROUP INC COM 56169310 0 270 SH SHARED 270 D MANAGEMENT NETWORK GROUP INC COM 56169310 41 17900 SH SHARED 02 9000 8900 D MANDALAY RESORT GROUP COM 56256710 5916 214613 SH SHARED 214613 D MANDALAY RESORT GROUP COM 56256710 1131 41032 SH SHARED 01 41032 D MANDALAY RESORT GROUP COM 56256710 1953 70843 SH SHARED 02 70843 D MANHATTAN ASSOCS INC COM 56275010 35 1112 SH SHARED 1112 D MANHATTAN ASSOCS INC COM 56275010 4524 140700 SH SHARED 01 140700 D MANHATTAN ASSOCS INC COM 56275010 841 26171 SH SHARED 02 26171 D MANITOWOC INC COM 56357110 139 3936 SH SHARED 3936 D MANITOWOC INC COM 56357110 4902 138139 SH SHARED 01 138139 D MANITOWOC INC COM 56357110 1082 30507 SH SHARED 02 30507 D MANITOWOC INC COM 56357110 2675 75400 SH SHARED 11 5400 70000 D MANOR CARE INC NEW COM 56405510 5114 222356 SH SHARED 222356 D MANOR CARE INC NEW COM 56405510 9239 401715 SH SHARED 01 401715 D MANOR CARE INC NEW COM 56405510 2962 128793 SH SHARED 02 128793 D MANOR CARE INC NEW COM 56405510 93 4068 SH SHR/OTHR 11 4068 D MANPOWER INC DBCV 8/1 56418HAC 4819 7940000 PRN SHARED 7940000 D MANPOWER INC DBCV 8/1 56418HAC 1214 2000000 PRN SHARED 02 2000000 D MANPOWER INC COM 56418H10 4588 124863 SH SHARED 124863 D MANPOWER INC COM 56418H10 3417 93005 SH SHARED 01 93005 D MANPOWER INC COM 56418H10 1881 51201 SH SHARED 02 51201 D MANPOWER INC COM 56418H10 23 650 SH SHARED 07 650 D MANPOWER INC COM 56418H10 238 6500 SH SHARED 11 6500 D MANTECH INTL CORP CL A 56456310 55 2300 SH SHARED 01 2300 D MANTECH INTL CORP CL A 56456310 275 11479 SH SHARED 02 9979 1500 D MANUFACTURED HOME CMNTYS INC COM 56468210 13 390 SH SHARED 390 D MANUFACTURED HOME CMNTYS INC COM 56468210 630 17950 SH SHARED 01 17950 D MANUFACTURED HOME CMNTYS INC COM 56468210 461 13142 SH SHARED 02 11800 1342 D MAPICS INC COM 56491010 67 12100 SH SHARED 02 12100 D MANUFACTURERS SVCS LTD COM 56500510 2 442 SH SHARED 442 D MANUFACTURERS SVCS LTD COM 56500510 13 2700 SH SHARED 01 2700 D MANUFACTURERS SVCS LTD COM 56500510 60 12600 SH SHARED 02 12600 D MANULIFE FINL CORP COM 56501R10 42 1500 SH SHARED 01 1500 D MANULIFE FINL CORP COM 56501R10 63 2207 SH SHARED 02 27 2180 D MANULIFE FINL CORP COM 56501R10 983 34392 SH SHARED 06 34392 D MANULIFE FINL CORP COM 56501R10 170 5971 SH SHARED 11 5971 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 165 250000 PRN SHARED 250000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 7067 10709000 PRN SHARED 02 8709000 2000000 D MANUGISTICS GROUP INC COM 56501110 590 96674 SH SHARED 96674 D MANUGISTICS GROUP INC COM 56501110 292 47800 SH SHARED 01 47800 D MANUGISTICS GROUP INC COM 56501110 3587 587127 SH SHARED 02 586627 500 D MANUGISTICS GROUP INC COM 56501110 232 38000 SH SHARED 07 38000 D MANUGISTICS GROUP INC COM 56501110 5995 981200 SH SHARED 11 567200 18000 396000 D MAPINFO CORP COM 56510510 3 420 SH SHARED 420 D MAPINFO CORP COM 56510510 222 24402 SH SHARED 01 24402 D MAPINFO CORP COM 56510510 165 18172 SH SHARED 02 18172 D MARATHON OIL CORP COM 56584910 85967 3169905 SH SHARED 3169905 D MARATHON OIL CORP COM 56584910 40415 1490255 SH SHARED 01 1490255 D MARATHON OIL CORP COM 56584910 141 5200 SH SHR/OTHR 01 5200 D MARATHON OIL CORP COM 56584910 5607 206759 SH SHARED 02 200359 6400 D MARATHON OIL CORP COM 56584910 352 13000 SH SHARED 04 13000 D MARATHON OIL CORP COM 56584910 85 3137 SH SHARED 06 3137 D MARATHON OIL CORP COM 56584910 993 36620 SH SHARED 07 36620 D MARATHON OIL CORP COM 56584910 84 3121 SH SHARED 09 3121 D MARATHON OIL CORP COM 56584910 1118 41254 SH SHARED 11 40554 700 D MARATHON OIL CORP COM 56584910 325 11993 SH SHR/OTHR 11 11993 D MARCONI PLC SPONSORED ADR 56630620 0 5692 SH SHARED 5692 D MARCONI PLC SPONSORED ADR 56630620 0 300 SH SHARED 11 300 D MARCUS CORP COM 56633010 57 3434 SH SHARED 3434 D MARCUS CORP COM 56633010 467 28062 SH SHARED 01 28062 D MARCUS CORP COM 56633010 438 26332 SH SHARED 02 26332 D MARCUS CORP COM 56633010 115 6918 SH SHARED 11 6918 D MARIMBA INC COM 56781Q10 366 244085 SH SHARED 02 213685 30400 D MARINEMAX INC COM 56790810 80 6200 SH SHARED 02 6200 D MARINE PRODS CORP COM 56842710 11 960 SH SHARED 01 960 D MARINE PRODS CORP COM 56842710 65 5600 SH SHARED 02 5600 D MARKEL CORP COM 57053510 859 4364 SH SHARED 01 4364 D MARKEL CORP COM 57053510 137 700 SH SHARED 02 700 D MARKEL CORP COM 57053510 256 1300 SH SHR/OTHR 11 1300 D MARSH & MCLENNAN COS INC COM 57174810 63555 657925 SH SHARED 657925 D MARSH & MCLENNAN COS INC COM 57174810 122148 1264474 SH SHARED 01 1257679 800 5995 D MARSH & MCLENNAN COS INC COM 57174810 1322 13693 SH SHR/OTHR 01 8500 5193 D MARSH & MCLENNAN COS INC COM 57174810 14266 147686 SH SHARED 02 144027 3659 D MARSH & MCLENNAN COS INC COM 57174810 22092 228700 SH SHARED 03 60500 168200 D MARSH & MCLENNAN COS INC COM 57174810 2415 25000 SH SHARED 04 25000 D MARSH & MCLENNAN COS INC COM 57174810 54273 561842 SH SHARED 06 561842 D MARSH & MCLENNAN COS INC COM 57174810 421 4360 SH SHARED 07 4360 D MARSH & MCLENNAN COS INC COM 57174810 3120 32307 SH SHARED 08 32307 D MARSH & MCLENNAN COS INC COM 57174810 6057 62705 SH SHARED 09 62705 D MARSH & MCLENNAN COS INC COM 57174810 2038 21100 SH SHARED 10 21100 D MARSH & MCLENNAN COS INC COM 57174810 131417 1360427 SH SHARED 11 453340 849800 57287 D MARSH & MCLENNAN COS INC COM 57174810 14582 150958 SH SHR/OTHR 11 150958 D MARSHALL & ILSLEY CORP COM 57183410 15584 503863 SH SHARED 503863 D MARSHALL & ILSLEY CORP COM 57183410 24663 797386 SH SHARED 01 797386 D MARSHALL & ILSLEY CORP COM 57183410 4252 137472 SH SHARED 02 137472 D MARSHALL & ILSLEY CORP COM 57183410 23 750 SH SHARED 06 750 D MARSHALL & ILSLEY CORP COM 57183410 82 2666 SH SHARED 09 2666 D MARSHALL & ILSLEY CORP COM 57183410 1137 36780 SH SHARED 11 8520 28260 D MARSHALL & ILSLEY CORP COM 57183410 229 7412 SH SHR/OTHR 11 7412 D MARRIOTT INTL INC NEW CL A 57190320 24315 639030 SH SHARED 639030 D MARRIOTT INTL INC NEW CL A 57190320 97177 2553953 SH SHARED 01 980141 1573812 D MARRIOTT INTL INC NEW CL A 57190320 1800 47315 SH SHR/OTHR 01 47315 D MARRIOTT INTL INC NEW CL A 57190320 5376 141312 SH SHARED 02 141024 288 D MARRIOTT INTL INC NEW CL A 57190320 7206 189400 SH SHARED 03 75100 114300 D MARRIOTT INTL INC NEW CL A 57190320 754 19828 SH SHARED 06 19828 D MARRIOTT INTL INC NEW CL A 57190320 184 4850 SH SHARED 07 4850 D MARRIOTT INTL INC NEW CL A 57190320 106 2811 SH SHARED 09 2811 D MARRIOTT INTL INC NEW CL A 57190320 139 3666 SH SHARED 11 3666 D MARRIOTT INTL INC NEW CL A 57190320 8315 218540 SH SHR/OTHR 11 218540 D MARTEK BIOSCIENCES CORP COM 57290110 121 5797 SH SHARED 5797 D MARTEK BIOSCIENCES CORP COM 57290110 565 27022 SH SHARED 01 27022 D MARTEK BIOSCIENCES CORP COM 57290110 460 22000 SH SHARED 02 22000 D MARTHA STEWART LIVING OMNIME CL A 57308310 76 6650 SH SHARED 6650 D MARTHA STEWART LIVING OMNIME CL A 57308310 356 31122 SH SHARED 01 31122 D MARTHA STEWART LIVING OMNIME CL A 57308310 148 12907 SH SHARED 02 12907 D MARTIN MARIETTA MATLS INC COM 57328410 1534 39346 SH SHARED 39346 D MARTIN MARIETTA MATLS INC COM 57328410 1739 44602 SH SHARED 01 44542 60 D MARTIN MARIETTA MATLS INC COM 57328410 24 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 1137 29179 SH SHARED 02 29179 D MARTIN MARIETTA MATLS INC COM 57328410 1232 31600 SH SHR/OTHR 11 31600 D MARVEL ENTERPRISES INC COM 57383M10 189 34500 SH SHARED 01 29700 4800 D MARVEL ENTERPRISES INC COM 57383M10 24 4500 SH SHR/OTHR 01 4500 D MARVEL ENTERPRISES INC COM 57383M10 78 14400 SH SHARED 02 14400 D MASCO CORP NOTE 7/2 574599AW 17122 42700000 PRN SHARED 42700000 D MASCO CORP COM 57459910 33404 1232200 SH SHARED 1232200 D MASCO CORP COM 57459910 54146 1997276 SH SHARED 01 1992476 4800 D MASCO CORP COM 57459910 447 16500 SH SHR/OTHR 01 3800 12700 D MASCO CORP COM 57459910 7559 278858 SH SHARED 02 277102 1756 D MASCO CORP COM 57459910 6831 252000 SH SHARED 05 252000 D MASCO CORP COM 57459910 2223 82007 SH SHARED 06 82007 D MASCO CORP COM 57459910 176 6500 SH SHARED 07 6500 D MASCO CORP COM 57459910 95 3532 SH SHARED 09 3532 D MASCO CORP COM 57459910 65850 2428993 SH SHARED 11 595465 1833528 D MASCO CORP COM 57459910 2661 98180 SH SHR/OTHR 11 98180 D MASISA S A SPONSORED ADR 57479910 9 1200 SH SHARED 01 1200 D MASONITE INTL CORP COM 57538410 27 1470 SH SHARED 02 1470 D MASSACHUSETTS HEALTH & ED TX SH BEN INT 57567210 10 700 SH SHR/OTHR 11 700 D MASSBANK CORP READ MASS COM 57615210 60 1700 SH SHARED 01 1700 D MASSBANK CORP READ MASS COM 57615210 113 3200 SH SHARED 02 3200 D MASSEY ENERGY CORP COM 57620610 429 33785 SH SHARED 33785 D MASSEY ENERGY CORP COM 57620610 1714 135027 SH SHARED 01 135027 D MASSEY ENERGY CORP COM 57620610 1168 91981 SH SHARED 02 91981 D MASSEY ENERGY CORP COM 57620610 12 1000 SH SHARED 11 1000 D MASTEC INC COM 57632310 27 3678 SH SHARED 3678 D MASTEC INC COM 57632310 116 15850 SH SHARED 01 15850 D MASTEC INC COM 57632310 147 20100 SH SHARED 02 20100 D MATERIAL SCIENCES CORP COM 57667410 14 1000 SH SHARED 01 1000 D MATERIAL SCIENCES CORP COM 57667410 186 13272 SH SHARED 02 13272 D MATRIA HEALTHCARE INC COM NEW 57681720 91 11100 SH SHARED 01 11100 D MATRIA HEALTHCARE INC COM NEW 57681720 42 5200 SH SHARED 02 5200 D MATRIXONE INC COM 57685P30 46 7587 SH SHARED 7587 D MATRIXONE INC COM 57685P30 135 22200 SH SHARED 01 22200 D MATRIXONE INC COM 57685P30 246 40400 SH SHARED 02 40400 D MATSUSHITA ELEC INDL ADR 57687920 429 31058 SH SHARED 31058 D MATSUSHITA ELEC INDL ADR 57687920 74 5400 SH SHARED 01 5400 D MATSUSHITA ELEC INDL ADR 57687920 334 24200 SH SHARED 02 24200 D MATSUSHITA ELEC INDL ADR 57687920 368 26640 SH SHARED 11 20090 6550 D MATTEL INC COM 57708110 520 24690 SH SHARED 24690 D MATTEL INC COM 57708110 20060 951635 SH SHARED 951635 D MATTEL INC COM 57708110 41221 1955497 SH SHARED 01 1955497 D MATTEL INC COM 57708110 52 2484 SH SHR/OTHR 01 2484 D MATTEL INC COM 57708110 7181 340670 SH SHARED 02 339573 1097 D MATTEL INC COM 57708110 82060 3892800 SH SHARED 04 3892800 D MATTEL INC COM 57708110 234 11146 SH SHARED 06 11146 D MATTEL INC COM 57708110 502 23840 SH SHARED 07 23840 D MATTEL INC COM 57708110 79 3788 SH SHARED 09 3788 D MATTEL INC COM 57708110 16313 773892 SH SHARED 11 773888 4 D MATTEL INC COM 57708110 2551 121040 SH SHR/OTHR 11 121040 D MATTHEWS INTL CORP CL A 57712810 159 6842 SH SHARED 6842 D MATTHEWS INTL CORP CL A 57712810 336 14400 SH SHARED 01 14400 D MATTHEWS INTL CORP CL A 57712810 620 26580 SH SHARED 02 26580 D MATTSON TECHNOLOGY INC COM 57722310 69 15064 SH SHARED 15064 D MATTSON TECHNOLOGY INC COM 57722310 115 24900 SH SHARED 01 24900 D MATTSON TECHNOLOGY INC COM 57722310 207 44900 SH SHARED 02 44900 D MAUI LD & PINEAPPLE INC COM 57734510 0 22 SH SHARED 22 D MAUI LD & PINEAPPLE INC COM 57734510 40 2000 SH SHARED 01 2000 D MAUI LD & PINEAPPLE INC COM 57734510 50 2500 SH SHARED 02 2500 D MAXIM INTEGRATED PRODS INC COM 57772K10 56276 1468207 SH SHARED 1468207 D MAXIM INTEGRATED PRODS INC COM 57772K10 52849 1378804 SH SHARED 01 1378804 D MAXIM INTEGRATED PRODS INC COM 57772K10 10866 283511 SH SHARED 02 283511 D MAXIM INTEGRATED PRODS INC COM 57772K10 7857 205000 SH SHARED 04 205000 D MAXIM INTEGRATED PRODS INC COM 57772K10 423 11049 SH SHARED 06 11049 D MAXIM INTEGRATED PRODS INC COM 57772K10 183 4800 SH SHARED 07 4800 D MAXIM INTEGRATED PRODS INC COM 57772K10 106 2779 SH SHARED 09 2779 D MAXIM INTEGRATED PRODS INC COM 57772K10 18106 472385 SH SHARED 11 472079 306 D MAXIM INTEGRATED PRODS INC COM 57772K10 5349 139572 SH SHR/OTHR 11 139572 D MAXIM PHARMACEUTICALS INC COM 57772M10 278 87260 SH SHARED 2660 84600 D MAXIM PHARMACEUTICALS INC COM 57772M10 3 1000 SH SHR/OTHR 01 1000 D MAXIM PHARMACEUTICALS INC COM 57772M10 82 25800 SH SHARED 02 20500 5300 D MAXIM PHARMACEUTICALS INC COM 57772M10 115 36200 SH SHARED 07 36200 D MAXTOR CORP COM NEW 57772920 67 14873 SH SHARED 14873 D MAXTOR CORP COM NEW 57772920 1856 410690 SH SHARED 01 410690 D MAXTOR CORP COM NEW 57772920 1289 285227 SH SHARED 02 285227 D MAXTOR CORP COM NEW 57772920 117 26068 SH SHARED 11 26068 D MAXWELL SHOE INC CL A 57776610 31 2000 SH SHARED 01 2000 D MAXWELL SHOE INC CL A 57776610 183 11600 SH SHARED 02 11600 D MAXWELL TECHNOLOGIES INC COM 57776710 90 10419 SH SHARED 10419 D MAXWELL TECHNOLOGIES INC COM 57776710 110 12700 SH SHARED 01 12700 D MAXWELL TECHNOLOGIES INC COM 57776710 103 11900 SH SHARED 02 9500 2400 D MAXYGEN INC COM 57777610 10 850 SH SHARED 850 D MAXYGEN INC COM 57777610 196 16400 SH SHARED 01 16400 D MAXYGEN INC COM 57777610 298 24900 SH SHARED 02 24900 D MAXYGEN INC COM 57777610 16 1360 SH SHARED 11 1360 D MAY DEPT STORES CO COM 57777810 23614 717098 SH SHARED 717098 D MAY DEPT STORES CO COM 57777810 45014 1366982 SH SHARED 01 1357982 9000 D MAY DEPT STORES CO COM 57777810 687 20884 SH SHR/OTHR 01 14620 6264 D MAY DEPT STORES CO COM 57777810 5703 173201 SH SHARED 02 172251 950 D MAY DEPT STORES CO COM 57777810 95 2905 SH SHARED 06 2905 D MAY DEPT STORES CO COM 57777810 755 22930 SH SHARED 07 22930 D MAY DEPT STORES CO COM 57777810 120 3674 SH SHARED 09 3674 D MAY DEPT STORES CO COM 57777810 47261 1435217 SH SHARED 11 1329183 106034 D MAY DEPT STORES CO COM 57777810 1503 45672 SH SHR/OTHR 11 45672 D MAXXAM INC COM 57791310 0 10 SH SHARED 02 10 D MAVERICK TUBE CORP COM 57791410 1475 98336 SH SHARED 98336 D MAVERICK TUBE CORP COM 57791410 2245 149683 SH SHARED 01 149683 D MAVERICK TUBE CORP COM 57791410 524 34950 SH SHARED 02 34450 500 D MAXIMUS INC COM 57793310 1667 52614 SH SHARED 52614 D MAXIMUS INC COM 57793310 187 5900 SH SHARED 01 5900 D MAXIMUS INC COM 57793310 718 22650 SH SHARED 02 22650 D MAXIMUS INC COM 57793310 641 20222 SH SHARED 11 20222 D MAYORS JEWELERS INC DEL COM 57846210 46 128200 SH SHARED 02 128200 D MAYTAG CORP COM 57859210 9094 213229 SH SHARED 213229 D MAYTAG CORP COM 57859210 16116 377878 SH SHARED 01 377878 D MAYTAG CORP COM 57859210 5445 127673 SH SHR/OTHR 01 127673 D MAYTAG CORP COM 57859210 3175 74460 SH SHARED 02 74360 100 D MAYTAG CORP COM 57859210 47 1124 SH SHARED 06 1124 D MAYTAG CORP COM 57859210 38 900 SH SHARED 07 900 D MAYTAG CORP COM 57859210 41 962 SH SHARED 09 962 D MAYTAG CORP COM 57859210 130 3059 SH SHR/OTHR 11 3059 D MCAFEE COM CORP CL A 57906210 2154 147173 SH SHARED 147173 D MCAFEE COM CORP CL A 57906210 1070 73121 SH SHARED 01 73121 D MCAFEE COM CORP CL A 57906210 202 13859 SH SHARED 02 13859 D MCCLATCHY CO CL A 57948910 384 5980 SH SHARED 5980 D MCCLATCHY CO CL A 57948910 1199 18666 SH SHARED 01 18666 D MCCLATCHY CO CL A 57948910 332 5177 SH SHARED 02 4093 1084 D MCCLATCHY CO CL A 57948910 224 3500 SH SHARED 11 3500 D MCCORMICK & CO INC COM VTG 57978010 26 1024 SH SHARED 02 1024 D MCCORMICK & CO INC COM NON VTG 57978020 1163 45200 SH SHARED 45200 D MCCORMICK & CO INC COM NON VTG 57978020 2308 89660 SH SHARED 01 89660 D MCCORMICK & CO INC COM NON VTG 57978020 3653 141884 SH SHARED 02 97808 44076 D MCDATA CORP CL B 58003110 5013 563258 SH SHARED 563258 D MCDATA CORP CL B 58003110 18 2050 SH SHARED 01 2050 D MCDATA CORP CL B 58003110 13 1492 SH SHR/OTHR 01 1492 D MCDATA CORP CL B 58003110 858 96418 SH SHARED 02 96136 282 D MCDATA CORP CL A 58003120 11330 1286074 SH SHARED 1285994 80 D MCDATA CORP CL A 58003120 836 94910 SH SHARED 01 90776 4134 D MCDATA CORP CL A 58003120 33 3778 SH SHR/OTHR 01 1475 2303 D MCDATA CORP CL A 58003120 1730 196413 SH SHARED 02 130660 65753 D MCDATA CORP CL A 58003120 1 146 SH SHARED 06 146 D MCDATA CORP CL A 58003120 3685 418352 SH SHARED 11 417516 836 D MCDATA CORP CL A 58003120 4 459 SH SHR/OTHR 11 459 D MCDERMOTT INTL INC COM 58003710 1763 217712 SH SHARED 217712 D MCDERMOTT INTL INC COM 58003710 1981 244681 SH SHARED 01 244681 D MCDERMOTT INTL INC COM 58003710 653 80717 SH SHARED 02 80717 D MCDERMOTT INTL INC COM 58003710 7929 978900 SH SHARED 11 978900 D MCDERMOTT INTL INC COM 58003710 7 977 SH SHR/OTHR 11 977 D MCDONALDS CORP COM 58013510 170832 6004666 SH SHARED 5868552 136114 D MCDONALDS CORP COM 58013510 162593 5715047 SH SHARED 01 5682097 32950 D MCDONALDS CORP COM 58013510 6465 227262 SH SHR/OTHR 01 189957 37305 D MCDONALDS CORP COM 58013510 23069 810881 SH SHARED 02 770043 40838 D MCDONALDS CORP COM 58013510 10076 354200 SH SHARED 03 354200 D MCDONALDS CORP COM 58013510 24290 853800 SH SHARED 04 853800 D MCDONALDS CORP COM 58013510 1117 39292 SH SHARED 06 39292 D MCDONALDS CORP COM 58013510 4111 144500 SH SHARED 07 144500 D MCDONALDS CORP COM 58013510 311 10948 SH SHARED 09 10948 D MCDONALDS CORP COM 58013510 129518 4552487 SH SHARED 11 3924781 627706 D MCDONALDS CORP COM 58013510 8062 283381 SH SHR/OTHR 11 283381 D MCG CAPITAL CORP COM 58047P10 598 35800 SH SHARED 01 22000 13800 D MCG CAPITAL CORP COM 58047P10 284 17000 SH SHARED 02 17000 D MCGRATH RENTCORP COM 58058910 1 54 SH SHARED 54 D MCGRATH RENTCORP COM 58058910 189 7300 SH SHARED 01 7300 D MCGRATH RENTCORP COM 58058910 256 9900 SH SHARED 02 9900 D MCGRAW HILL COS INC COM 58064510 45731 766015 SH SHARED 766015 D MCGRAW HILL COS INC COM 58064510 132197 2214360 SH SHARED 01 1399991 814369 D MCGRAW HILL COS INC COM 58064510 18030 302021 SH SHR/OTHR 01 170003 132018 D MCGRAW HILL COS INC COM 58064510 7290 122120 SH SHARED 02 115005 7115 D MCGRAW HILL COS INC COM 58064510 1970 33000 SH SHARED 04 33000 D MCGRAW HILL COS INC COM 58064510 12059 202000 SH SHARED 05 202000 D MCGRAW HILL COS INC COM 58064510 36306 608143 SH SHARED 06 608143 D MCGRAW HILL COS INC COM 58064510 235 3950 SH SHARED 07 3950 D MCGRAW HILL COS INC COM 58064510 3193 53500 SH SHARED 08 53500 D MCGRAW HILL COS INC COM 58064510 90 1515 SH SHARED 09 1515 D MCGRAW HILL COS INC COM 58064510 2208 37000 SH SHARED 10 37000 D MCGRAW HILL COS INC COM 58064510 116337 1948708 SH SHARED 11 460865 1448500 39343 D MCGRAW HILL COS INC COM 58064510 15716 263257 SH SHR/OTHR 11 263257 D MCKESSON CORP COM 58155Q10 24376 745455 SH SHARED 745455 D MCKESSON CORP COM 58155Q10 41318 1263569 SH SHARED 01 1263569 D MCKESSON CORP COM 58155Q10 26 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 16396 501415 SH SHARED 02 416065 85350 D MCKESSON CORP COM 58155Q10 48655 1487950 SH SHARED 04 1487950 D MCKESSON CORP COM 58155Q10 350 10710 SH SHARED 06 10710 D MCKESSON CORP COM 58155Q10 109 3350 SH SHARED 07 3350 D MCKESSON CORP COM 58155Q10 82 2511 SH SHARED 09 2511 D MCKESSON CORP COM 58155Q10 36038 1102100 SH SHARED 11 789300 294600 18200 D MCKESSON CORP COM 58155Q10 2950 90222 SH SHR/OTHR 11 90222 D MCLEODUSA INC CL A 58226670 427 1018641 SH SHARED 1018641 D MCLEODUSA INC CL A 58226670 0 104 SH SHARED 01 104 D MCLEODUSA INC CL A 58226670 0 70 SH SHARED 02 70 D MCLEODUSA INC CL A 58226670 5 13251 SH SHARED 05 13251 D MCMORAN EXPLORATION CO COM 58241110 1 432 SH SHARED 432 D MCMORAN EXPLORATION CO COM 58241110 69 16200 SH SHARED 02 11600 4600 D MEADE INSTRUMENTS CORP COM 58306210 2 400 SH SHARED 400 D MEADE INSTRUMENTS CORP COM 58306210 29 5150 SH SHARED 02 5150 D MEADWESTVACO CORP COM 58333410 16556 493340 SH SHARED 492497 843 D MEADWESTVACO CORP COM 58333410 28533 850223 SH SHARED 01 850223 D MEADWESTVACO CORP COM 58333410 67 2000 SH SHR/OTHR 01 2000 D MEADWESTVACO CORP COM 58333410 5076 151274 SH SHARED 02 151274 D MEADWESTVACO CORP COM 58333410 74 2224 SH SHARED 06 2224 D MEADWESTVACO CORP COM 58333410 92 2750 SH SHARED 07 2750 D MEADWESTVACO CORP COM 58333410 114 3417 SH SHARED 09 3417 D MEADWESTVACO CORP COM 58333410 128 3831 SH SHARED 11 1990 1841 D MEADWESTVACO CORP COM 58333410 244 7281 SH SHR/OTHR 11 7281 D MEASUREMENT SPECIALTIES INC COM 58342110 0 52 SH SHARED 52 D MEASUREMENT SPECIALTIES INC COM 58342110 53 17800 SH SHARED 01 17800 D MEASUREMENT SPECIALTIES INC COM 58342110 106 35400 SH SHARED 02 27600 7800 D MEASUREMENT SPECIALTIES INC COM 58342110 366 122000 SH SHARED 06 122000 D MEASUREMENT SPECIALTIES INC COM 58342110 606 202000 SH SHARED 11 202000 D MEASUREMENT SPECIALTIES INC COM 58342110 194 64700 SH SHR/OTHR 11 64700 D MECHANICAL TECHNOLOGY INC COM 58353810 0 504 SH SHARED 504 D MECHANICAL TECHNOLOGY INC COM 58353810 35 32500 SH SHARED 02 17000 15500 D MEDAREX INC NOTE 4.500% 7/0 583916AA 1440 2000000 PRN SHARED 01 2000000 D MEDAREX INC NOTE 4.500% 7/0 583916AA 8748 12150000 PRN SHARED 02 12150000 D MEDAREX INC COM 58391610 435 58736 SH SHARED 58736 D MEDAREX INC COM 58391610 353 47600 SH SHARED 01 47600 D MEDAREX INC COM 58391610 563 75997 SH SHARED 02 75997 D MEDAREX INC COM 58391610 15239 2053800 SH SHARED 04 2053800 D MEDAREX INC COM 58391610 296 40000 SH SHARED 07 40000 D MEDAREX INC COM 58391610 2723 367100 SH SHR/OTHR 11 367100 D MED-DESIGN CORP COM 58392610 2 230 SH SHARED 230 D MED-DESIGN CORP COM 58392610 284 22000 SH SHARED 01 22000 D MED-DESIGN CORP COM 58392610 95 7400 SH SHARED 02 7400 D MEDALLION FINL CORP COM 58392810 49 9324 SH SHARED 9324 D MEDALLION FINL CORP COM 58392810 85 16200 SH SHARED 02 12200 4000 D MEDAMICUS INC COM 58402710 50 6261 SH SHARED 6261 D MEDCATH CORP COM 58404W10 283 16584 SH SHARED 16584 D MEDCATH CORP COM 58404W10 616 36051 SH SHARED 02 22950 13101 D MEDFORD BANCORP INC COM 58413110 189 5428 SH SHARED 5428 D MEDFORD BANCORP INC COM 58413110 1236 35500 SH SHARED 01 33300 2200 D MEDFORD BANCORP INC COM 58413110 202 5800 SH SHARED 02 5800 D MEDI-HUT CO INC COM 58438C10 6 2000 SH SHARED 02 2000 D MEDIA ARTS GROUP INC COM 58439C10 196 46300 SH SHARED 01 46300 D MEDIA GEN INC CL A 58440410 2242 37383 SH SHARED 37383 D MEDIA GEN INC CL A 58440410 1533 25550 SH SHARED 01 25550 D MEDIA GEN INC CL A 58440410 1190 19839 SH SHARED 02 19839 D MEDIABAY INC COM 58446J10 3 800 SH SHARED 02 800 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 1389 1800000 PRN SHARED 01 1800000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 645 82918 SH SHARED 82918 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 495 63600 SH SHARED 01 57800 5800 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 553 71040 SH SHARED 02 61890 9150 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 490 20000 SH SHARED 20000 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 50 2074 SH SHARED 2074 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 29 1200 SH SHARED 01 1200 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 309 12650 SH SHARED 02 11800 850 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 367 15000 SH SHARED 04 15000 D MEDICINES CO COM 58468810 21 1749 SH SHARED 1749 D MEDICINES CO COM 58468810 279 22700 SH SHARED 01 22700 D MEDICINES CO COM 58468810 260 21101 SH SHARED 02 20601 500 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 212 4958 SH SHARED 4958 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2254 52720 SH SHARED 01 52720 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 17 400 SH SHR/OTHR 01 400 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1060 24800 SH SHARED 02 24800 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 6948 162500 SH SHARED 11 162500 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 4549 106400 SH SHR/OTHR 11 106400 D MEDIMMUNE INC COM 58469910 16973 642927 SH SHARED 642927 D MEDIMMUNE INC COM 58469910 28562 1081901 SH SHARED 01 1060164 21737 D MEDIMMUNE INC COM 58469910 56 2155 SH SHR/OTHR 01 200 1955 D MEDIMMUNE INC COM 58469910 5453 206553 SH SHARED 02 206362 191 D MEDIMMUNE INC COM 58469910 34025 1288850 SH SHARED 04 1288850 D MEDIMMUNE INC COM 58469910 253 9609 SH SHARED 06 9609 D MEDIMMUNE INC COM 58469910 661 25057 SH SHARED 07 25057 D MEDIMMUNE INC COM 58469910 64 2425 SH SHARED 09 2425 D MEDIMMUNE INC COM 58469910 11560 437895 SH SHARED 11 349180 31500 57215 D MEDIMMUNE INC COM 58469910 2092 79248 SH SHR/OTHR 11 79248 D MEDQUIST INC COM 58494910 6 228 SH SHARED 228 D MEDQUIST INC COM 58494910 1172 44025 SH SHARED 01 44025 D MEDQUIST INC COM 58494910 231 8702 SH SHARED 02 8702 D MEDIS TECHNOLOGIES LTD COM 58500P10 1 188 SH SHARED 188 D MEDIS TECHNOLOGIES LTD COM 58500P10 52 6700 SH SHARED 01 6700 D MEDIS TECHNOLOGIES LTD COM 58500P10 74 9399 SH SHARED 02 9399 D MEDSOURCE TECHNOLOGIES INC COM 58505Y10 85 7000 SH SHARED 02 7000 D MEDSOURCE TECHNOLOGIES INC COM 58505Y10 122 10000 SH SHARED 04 10000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 25081 24932000 PRN SHARED 24932000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 4024 4000000 PRN SHARED 01 4000000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 28168 28000000 PRN SHARED 02 28000000 D MEDTRONIC INC COM 58505510 125993 2940327 SH SHARED 2869741 70586 D MEDTRONIC INC COM 58505510 262130 6117403 SH SHARED 01 5547049 570354 D MEDTRONIC INC COM 58505510 13188 307786 SH SHR/OTHR 01 163685 144101 D MEDTRONIC INC COM 58505510 34488 804858 SH SHARED 02 674190 130668 D MEDTRONIC INC COM 58505510 31783 741750 SH SHARED 03 117350 624400 D MEDTRONIC INC COM 58505510 214104 4996600 SH SHARED 04 4996600 D MEDTRONIC INC COM 58505510 21988 513157 SH SHARED 06 513157 D MEDTRONIC INC COM 58505510 12434 290194 SH SHARED 07 290194 D MEDTRONIC INC COM 58505510 6310 147264 SH SHARED 08 147264 D MEDTRONIC INC COM 58505510 6289 146780 SH SHARED 09 146780 D MEDTRONIC INC COM 58505510 142330 3321596 SH SHARED 11 1815399 1004554 501643 D MEDTRONIC INC COM 58505510 11331 264456 SH SHR/OTHR 11 264456 D MEEMIC HLDGS INC COM 58513510 1 58 SH SHARED 58 D MEEMIC HLDGS INC COM 58513510 26 966 SH SHARED 02 966 D MELLON FINL CORP COM 58551A10 86686 2758075 SH SHARED 2754269 3806 D MELLON FINL CORP COM 58551A10 86868 2763860 SH SHARED 01 2425141 90842 247877 D MELLON FINL CORP COM 58551A10 14489 461009 SH SHR/OTHR 01 364489 96520 D MELLON FINL CORP COM 58551A10 15430 490957 SH SHARED 02 467857 23100 D MELLON FINL CORP COM 58551A10 3394 108000 SH SHARED 03 108000 D MELLON FINL CORP COM 58551A10 7986 254092 SH SHARED 06 254092 D MELLON FINL CORP COM 58551A10 260 8300 SH SHARED 07 8300 D MELLON FINL CORP COM 58551A10 111 3534 SH SHARED 09 3534 D MELLON FINL CORP COM 58551A10 61110 1944329 SH SHARED 11 284967 1341400 317962 D MELLON FINL CORP COM 58551A10 2853 90796 SH SHR/OTHR 11 90796 D MEMBERWORKS INC COM 58600210 4 246 SH SHARED 246 D MEMBERWORKS INC COM 58600210 97 5272 SH SHARED 01 5272 D MEMBERWORKS INC COM 58600210 264 14272 SH SHARED 02 14172 100 D MENS WEARHOUSE INC COM 58711810 664 26074 SH SHARED 26074 D MENS WEARHOUSE INC COM 58711810 725 28455 SH SHARED 01 28455 D MENS WEARHOUSE INC COM 58711810 1076 42232 SH SHARED 02 39632 2600 D MENS WEARHOUSE INC COM 58711810 8177 320693 SH SHARED 11 320693 D MENTOR CORP MINN COM 58718810 22 620 SH SHARED 620 D MENTOR CORP MINN COM 58718810 5203 141746 SH SHARED 01 141746 D MENTOR CORP MINN COM 58718810 971 26478 SH SHARED 02 26478 D MENTOR CORP MINN COM 58718810 33 900 SH SHARED 11 900 D MENTOR GRAPHICS CORP COM 58720010 693 48749 SH SHARED 48749 D MENTOR GRAPHICS CORP COM 58720010 949 66806 SH SHARED 01 66806 D MENTOR GRAPHICS CORP COM 58720010 2128 149672 SH SHARED 02 149672 D MENTOR GRAPHICS CORP COM 58720010 9 640 SH SHARED 11 640 D MERANT PLC SPONSORED ADR 58733610 19 2700 SH SHARED 2700 D MERCANTILE BANKSHARES CORP COM 58740510 598 14585 SH SHARED 14585 D MERCANTILE BANKSHARES CORP COM 58740510 2475 60343 SH SHARED 01 60343 D MERCANTILE BANKSHARES CORP COM 58740510 41 1000 SH SHR/OTHR 01 1000 D MERCANTILE BANKSHARES CORP COM 58740510 2109 51419 SH SHARED 02 40869 10550 D MERCANTILE BANKSHARES CORP COM 58740510 256 6255 SH SHARED 11 6255 D MERCHANTS BANCSHARES COM 58844810 96 3400 SH SHARED 02 3400 D MERCK & CO INC COM 58933110 507037 10012595 SH SHARED 9860986 151609 D MERCK & CO INC COM 58933110 580190 11457165 SH SHARED 01 11155214 301951 D MERCK & CO INC COM 58933110 81610 1611578 SH SHR/OTHR 01 724559 887019 D MERCK & CO INC COM 58933110 78454 1549268 SH SHARED 02 1436893 112375 D MERCK & CO INC COM 58933110 22073 435900 SH SHARED 03 435900 D MERCK & CO INC COM 58933110 38071 751800 SH SHARED 04 751800 D MERCK & CO INC COM 58933110 13284 262327 SH SHARED 05 262327 D MERCK & CO INC COM 58933110 6928 136809 SH SHARED 06 136809 D MERCK & CO INC COM 58933110 4743 93670 SH SHARED 07 93670 D MERCK & CO INC COM 58933110 1556 30731 SH SHARED 08 30731 D MERCK & CO INC COM 58933110 947 18709 SH SHARED 09 18709 D MERCK & CO INC COM 58933110 282779 5584113 SH SHARED 11 2808172 623500 2152441 D MERCK & CO INC COM 58933110 316357 6247187 SH SHR/OTHR 11 6247187 D MERCURY COMPUTER SYS COM 58937810 126 6111 SH SHARED 6111 D MERCURY COMPUTER SYS COM 58937810 452 21872 SH SHARED 01 21872 D MERCURY COMPUTER SYS COM 58937810 683 33042 SH SHARED 02 33042 D MERCURY COMPUTER SYS COM 58937810 8820 426100 SH SHARED 11 245339 7761 173000 D MERCURY GENL CORP NEW COM 58940010 48764 1005456 SH SHARED 1005456 D MERCURY GENL CORP NEW COM 58940010 1152 23759 SH SHARED 01 23759 D MERCURY GENL CORP NEW COM 58940010 143 2960 SH SHARED 02 2960 D MERCURY GENL CORP NEW COM 58940010 276 5700 SH SHARED 11 5700 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 1331 1664000 PRN SHARED 1664000 D MERCURY INTERACTIVE CORP COM 58940510 8441 367657 SH SHARED 367657 D MERCURY INTERACTIVE CORP COM 58940510 9071 395118 SH SHARED 01 387643 7475 D MERCURY INTERACTIVE CORP COM 58940510 11 479 SH SHR/OTHR 01 479 D MERCURY INTERACTIVE CORP COM 58940510 1797 78292 SH SHARED 02 73459 4833 D MERCURY INTERACTIVE CORP COM 58940510 6 273 SH SHARED 06 273 D MERCURY INTERACTIVE CORP COM 58940510 24 1050 SH SHARED 07 1050 D MERCURY INTERACTIVE CORP COM 58940510 13 600 SH SHARED 09 600 D MERCURY INTERACTIVE CORP COM 58940510 38405 1672700 SH SHARED 11 1461200 211500 D MERCURY INTERACTIVE CORP COM 58940510 9098 396273 SH SHR/OTHR 11 396273 D MEREDITH CORP COM 58943310 5231 136408 SH SHARED 136408 D MEREDITH CORP COM 58943310 7212 188067 SH SHARED 01 177067 11000 D MEREDITH CORP COM 58943310 1050 27388 SH SHARED 02 27388 D MEREDITH CORP COM 58943310 504 13150 SH SHARED 11 13150 D MEREDITH CORP COM 58943310 42 1115 SH SHR/OTHR 11 1115 D MERIDIAN BIOSCIENCE INC COM 58958410 9 1400 SH SHR/OTHR 01 1400 D MERIDIAN BIOSCIENCE INC COM 58958410 41 6000 SH SHARED 11 6000 D MERIDIAN MED TECHNOLOGIES IN COM 58965810 1992 55200 SH SHARED 01 55200 D MERIDIAN MED TECHNOLOGIES IN COM 58965810 123 3411 SH SHARED 02 3411 D MERIDIAN RESOURCE CORP COM 58977Q10 3 864 SH SHARED 864 D MERIDIAN RESOURCE CORP COM 58977Q10 42 11300 SH SHARED 01 11300 D MERIDIAN RESOURCE CORP COM 58977Q10 105 28300 SH SHARED 02 28300 D MERISTAR HOSPITALITY CORP COM 58984Y10 612 40177 SH SHARED 40177 D MERISTAR HOSPITALITY CORP COM 58984Y10 1643 107744 SH SHARED 01 107744 D MERISTAR HOSPITALITY CORP COM 58984Y10 1151 75500 SH SHARED 02 35500 40000 D MERISTAR HOSPITALITY CORP COM 58984Y10 2603 170700 SH SHARED 11 170700 D MERISTAR HOSPITALITY CORP COM 58984Y10 704 46200 SH SHR/OTHR 11 46200 D MERIT MED SYS INC COM 58988910 746 36200 SH SHARED 01 36200 D MERIT MED SYS INC COM 58988910 200 9700 SH SHARED 02 9700 D MERIDIAN GOLD INC COM 58997510 14 910 SH SHARED 910 D MERIDIAN GOLD INC COM 58997510 244 15240 SH SHARED 02 15240 D MERISTAR HOTELS & RESORTS IN COM 58998810 20 23100 SH SHARED 02 23100 D MERITAGE CORP COM 59001A10 715 15682 SH SHARED 15682 D MERITAGE CORP COM 59001A10 607 13300 SH SHARED 01 13300 D MERITAGE CORP COM 59001A10 384 8433 SH SHARED 02 8433 D MERITAGE CORP COM 59001A10 73 1620 SH SHARED 11 1620 D MERIX CORP COM 59004910 8 1032 SH SHARED 1032 D MERIX CORP COM 59004910 181 21100 SH SHARED 01 21100 D MERIX CORP COM 59004910 102 11900 SH SHARED 02 11900 D MERIX CORP COM 59004910 24 2800 SH SHARED 11 2800 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 206433421293000 PRN SHARED 421293000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 2940 6000000 PRN SHARED 01 6000000 D MERRILL LYNCH & CO INC NOTE 5/2 590188A6 4900 10000000 PRN SHARED 02 10000000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 76148 79156000 PRN SHARED 79156000 D MERRILL LYNCH & CO INC FRNT 3/1 590188A7 33670 35000000 PRN SHARED 02 35000000 D MERRILL LYNCH & CO INC COM 59018810 106892 2639314 SH SHARED 2629136 10178 D MERRILL LYNCH & CO INC COM 59018810 143085 3532966 SH SHARED 01 3532366 600 D MERRILL LYNCH & CO INC COM 59018810 60 1500 SH SHR/OTHR 01 700 800 D MERRILL LYNCH & CO INC COM 59018810 21153 522306 SH SHARED 02 503893 18413 D MERRILL LYNCH & CO INC COM 59018810 18986 468800 SH SHARED 03 468800 D MERRILL LYNCH & CO INC COM 59018810 8910 220000 SH SHARED 04 220000 D MERRILL LYNCH & CO INC COM 59018810 9678 238970 SH SHARED 06 238970 D MERRILL LYNCH & CO INC COM 59018810 862 21300 SH SHARED 07 21300 D MERRILL LYNCH & CO INC COM 59018810 460 11367 SH SHARED 08 11367 D MERRILL LYNCH & CO INC COM 59018810 272 6740 SH SHARED 09 6740 D MERRILL LYNCH & CO INC COM 59018810 86502 2135872 SH SHARED 11 842867 1220400 72605 D MERRILL LYNCH & CO INC COM 59018810 14459 357034 SH SHR/OTHR 11 357034 D MERRIMAC INDS INC COM 59026210 9 1230 SH SHARED 02 1230 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 165 18012 SH SHARED 18012 D MESA AIR GROUP INC COM 59047910 160 17400 SH SHARED 01 17400 D MESA AIR GROUP INC COM 59047910 345 37530 SH SHARED 02 37530 D MESABA HLDGS INC COM 59066B10 1 324 SH SHARED 324 D MESABA HLDGS INC COM 59066B10 191 32700 SH SHARED 01 32700 D MESABA HLDGS INC COM 59066B10 49 8400 SH SHARED 02 8400 D MESA RTY TR UNIT BEN INT 59066010 38 1000 SH SHARED 02 1000 D MESABI TR CTF BEN INT 59067210 12 3000 SH SHARED 02 3000 D MESTEK INC COM 59082910 0 4 SH SHARED 4 D MESTEK INC COM 59082910 7 400 SH SHARED 01 400 D MESTEK INC COM 59082910 53 2800 SH SHARED 02 2800 D METASOLV INC COM 59139P10 2 640 SH SHARED 640 D METASOLV INC COM 59139P10 50 12600 SH SHARED 01 11600 1000 D METASOLV INC COM 59139P10 494 123990 SH SHARED 02 66450 57540 D METAWAVE COMMUNICATIONS CP COM 59140910 0 966 SH SHARED 966 D METAWAVE COMMUNICATIONS CP COM 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64771 D METRIS COS INC COM 59159810 2174 261700 SH SHR/OTHR 11 261700 D METRO GOLDWYN MAYER INC COM 59161010 473 40479 SH SHARED 40479 D METRO GOLDWYN MAYER INC COM 59161010 270 23082 SH SHARED 01 23082 D METRO GOLDWYN MAYER INC COM 59161010 71 6110 SH SHARED 02 6110 D METRO GOLDWYN MAYER INC COM 59161010 1629 139250 SH SHR/OTHR 11 139250 D METRO ONE TELECOMMUNICATIONS COM 59163F10 858 61521 SH SHARED 61521 D METRO ONE TELECOMMUNICATIONS COM 59163F10 475 34050 SH SHARED 01 34050 D METRO ONE TELECOMMUNICATIONS COM 59163F10 399 28628 SH SHARED 02 28628 D METRO ONE TELECOMMUNICATIONS COM 59163F10 30 2170 SH SHARED 11 2170 D METROMEDIA INTL GROUP INC COM 59169510 0 1936 SH SHARED 1936 D METROMEDIA INTL GROUP INC COM 59169510 0 5000 SH SHR/OTHR 01 5000 D METROMEDIA INTL GROUP INC COM 59169510 8 101339 SH SHARED 02 65939 35400 D METROMEDIA INTL GROUP INC COM 59169510 0 4100 SH SHARED 07 4100 D METROMEDIA INTL GROUP INC COM 59169510 0 300 SH SHARED 11 300 D METSO CORP SPONSORED ADR 59267110 27 2070 SH SHARED 02 2070 D METTLER TOLEDO INTERNATIONAL COM 59268810 173 4716 SH SHARED 4716 D METTLER TOLEDO INTERNATIONAL COM 59268810 368 10000 SH SHARED 01 8100 1900 D METTLER TOLEDO INTERNATIONAL COM 59268810 197 5365 SH SHARED 02 3365 2000 D MEXICO EQUITY & INCOME FD COM 59283410 131 15500 SH SHARED 02 15500 D MEXICO FD INC COM 59283510 43 2667 SH SHARED 2667 D MEXICO FD INC COM 59283510 2790 170800 SH SHARED 02 170800 D MEXICO FD INC COM 59283510 11 685 SH SHR/OTHR 11 685 D MICHAELS STORES INC COM 59408710 1499 38456 SH SHARED 38456 D MICHAELS STORES INC COM 59408710 4215 108100 SH SHARED 01 108100 D MICHAELS STORES INC COM 59408710 5576 142999 SH SHARED 02 112999 30000 D MICHAELS STORES INC COM 59408710 690 17700 SH SHARED 11 17700 D MICHAELS STORES INC COM 59408710 305 7840 SH SHR/OTHR 11 7840 D MICREL INC COM 59479310 571 39736 SH SHARED 39736 D MICREL INC COM 59479310 815 56700 SH SHARED 01 55300 1400 D MICREL INC COM 59479310 15 1093 SH SHR/OTHR 01 1093 D MICREL INC COM 59479310 884 61493 SH SHARED 02 61493 D MICRO GENERAL CORP COM NEW 59483830 3 228 SH SHARED 228 D MICRO GENERAL CORP COM NEW 59483830 1412 84638 SH SHARED 01 84638 D MICRO GENERAL CORP COM NEW 59483830 158 9500 SH SHARED 02 9500 D MICRO GENERAL CORP COM NEW 59483830 27 1620 SH SHARED 11 1620 D MICROS SYS INC COM 59490110 13 470 SH SHARED 470 D MICROS SYS INC COM 59490110 401 14483 SH SHARED 01 14483 D MICROS SYS INC COM 59490110 554 19998 SH SHARED 02 19998 D MICROSOFT CORP COM 59491810 748410 13682095 SH SHARED 13506656 175439 D MICROSOFT CORP COM 59491810 1331864 24348536 SH SHARED 01 23478333 870203 D MICROSOFT CORP COM 59491810 33019 603650 SH SHR/OTHR 01 243935 359715 D MICROSOFT CORP COM 59491810 186388 3407466 SH SHARED 02 3254417 153049 D MICROSOFT CORP COM 59491810 75267 1376010 SH SHARED 03 181050 1194960 D MICROSOFT CORP COM 59491810 190547 3483500 SH SHARED 04 3483500 D MICROSOFT CORP COM 59491810 235191 4299653 SH SHARED 06 4299653 D MICROSOFT CORP COM 59491810 39783 727298 SH SHARED 07 727298 D MICROSOFT CORP COM 59491810 23730 433836 SH SHARED 08 433836 D MICROSOFT CORP COM 59491810 17915 327517 SH SHARED 09 327517 D MICROSOFT CORP COM 59491810 5557 101600 SH SHARED 10 101600 D MICROSOFT CORP COM 59491810 1013597 18530126 SH SHARED 11 9403295 6861400 2265431 D MICROSOFT CORP COM 59491810 117345 2145258 SH SHR/OTHR 11 2145258 D MICROVISION INC WASH COM 59496010 1 240 SH SHARED 240 D MICROVISION INC WASH COM 59496010 39 7500 SH SHARED 01 7500 D MICROVISION INC WASH COM 59496010 86 16500 SH SHARED 02 13000 3500 D MICROSTRATEGY INC CL A 59497210 11 23816 SH SHARED 23816 D MICROSTRATEGY INC CL A 59497210 146 293000 SH SHARED 01 293000 D MICROSTRATEGY INC CL A 59497210 28 57800 SH SHARED 02 28500 29300 D MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T30 5 50260 SH SHARED 02 38720 11540 D MICROCHIP TECHNOLOGY INC COM 59501710 4563 166355 SH SHARED 166355 D MICROCHIP TECHNOLOGY INC COM 59501710 5479 199779 SH SHARED 01 199779 D MICROCHIP TECHNOLOGY INC COM 59501710 4282 156137 SH SHARED 02 155597 540 D MICROCHIP TECHNOLOGY INC COM 59501710 9458 344825 SH SHARED 11 169475 175350 D MICROCHIP TECHNOLOGY INC COM 59501710 885 32290 SH SHR/OTHR 11 32290 D MICROFINANCIAL INC COM 59507210 1 248 SH SHARED 248 D MICROFINANCIAL INC COM 59507210 1 200 SH SHARED 01 200 D MICROFINANCIAL INC COM 59507210 99 12800 SH SHARED 02 10300 2500 D MICROMUSE INC COM 59509410 58 12530 SH SHARED 12530 D MICROMUSE INC COM 59509410 369 79700 SH SHARED 01 77700 2000 D MICROMUSE INC COM 59509410 424 91400 SH SHARED 02 91400 D MICRON TECHNOLOGY INC COM 59511210 60283 2981357 SH SHARED 2981357 D MICRON TECHNOLOGY INC COM 59511210 59071 2921439 SH SHARED 01 2918539 2900 D MICRON TECHNOLOGY INC COM 59511210 22899 1132505 SH SHARED 02 1128721 3784 D MICRON TECHNOLOGY INC COM 59511210 7445 368220 SH SHARED 03 368220 D MICRON TECHNOLOGY INC COM 59511210 9907 490000 SH SHARED 04 490000 D MICRON TECHNOLOGY INC COM 59511210 2106 104190 SH SHARED 06 104190 D MICRON TECHNOLOGY INC COM 59511210 1241 61400 SH SHARED 07 61400 D MICRON TECHNOLOGY INC COM 59511210 1897 93847 SH SHARED 09 93847 D MICRON TECHNOLOGY INC COM 59511210 162721 8047557 SH SHARED 11 6285931 1644550 117076 D MICRON TECHNOLOGY INC COM 59511210 7895 390493 SH SHR/OTHR 11 390493 D MICROSEMI CORP COM 59513710 187 28400 SH SHARED 28400 D MICROSEMI CORP COM 59513710 252 38230 SH SHARED 01 38230 D MICROSEMI CORP COM 59513710 288 43699 SH SHARED 02 43699 D MICROSEMI CORP COM 59513710 7234 1096080 SH SHARED 11 676092 16988 403000 D MICROSEMI CORP COM 59513710 3 600 SH SHR/OTHR 11 600 D MICROTUNE INC DEL COM 59514P10 6 772 SH SHARED 772 D MICROTUNE INC DEL COM 59514P10 383 43000 SH SHARED 01 43000 D MICROTUNE INC DEL COM 59514P10 0 100 SH SHR/OTHR 01 100 D MICROTUNE INC DEL COM 59514P10 332 37300 SH SHARED 02 37300 D MID-AMER APT CMNTYS INC COM 59522J10 41 1559 SH SHARED 1559 D MID-AMER APT CMNTYS INC COM 59522J10 147 5500 SH SHARED 01 5500 D MID-AMER APT CMNTYS INC COM 59522J10 326 12200 SH SHARED 02 12200 D MID ATLANTIC MED SVCS INC COM 59523C10 6604 210658 SH SHARED 210658 D MID ATLANTIC MED SVCS INC COM 59523C10 5652 180300 SH SHARED 01 180300 D MID ATLANTIC MED SVCS INC COM 59523C10 2626 83791 SH SHARED 02 83791 D MID ATLANTIC MED SVCS INC COM 59523C10 3341 106600 SH SHARED 11 106600 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 5 326 SH SHARED 326 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 56 3200 SH SHARED 01 3200 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 303 17251 SH SHARED 02 15000 2251 D MID-STATE BANCSHARES COM 59544010 11 614 SH SHARED 614 D MID-STATE BANCSHARES COM 59544010 167 8700 SH SHARED 01 8700 D MID-STATE BANCSHARES COM 59544010 403 20900 SH SHARED 02 20900 D MIDAS GROUP INC COM 59562610 5 460 SH SHARED 460 D MIDAS GROUP INC COM 59562610 190 15331 SH SHARED 01 15331 D MIDAS GROUP INC COM 59562610 324 26181 SH SHARED 02 26181 D MIDAS GROUP INC COM 59562610 1 100 SH SHR/OTHR 11 100 D MIDCAP SPDR TR UNIT SER 1 59563510 17009 189941 SH SHARED 02 52971 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SHARED 01 151400 D MILLER HERMAN INC COM 60054410 1361 67086 SH SHARED 02 66686 400 D MILLIPORE CORP COM 60107310 3844 120215 SH SHARED 120215 D MILLIPORE CORP COM 60107310 6452 201774 SH SHARED 01 201774 D MILLIPORE CORP COM 60107310 1526 47739 SH SHARED 02 46261 1478 D MILLIPORE CORP COM 60107310 368 11533 SH SHARED 11 800 10733 D MILLIPORE CORP COM 60107310 488 15273 SH SHR/OTHR 11 15273 D MILLS CORP COM 60114810 72 2345 SH SHARED 2345 D MILLS CORP COM 60114810 3823 123330 SH SHARED 01 118930 4400 D MILLS CORP COM 60114810 673 21740 SH SHARED 02 21740 D MILLS CORP COM 60114810 19 630 SH SHARED 11 630 D MINE SAFETY APPLIANCES CO COM 60272010 27 692 SH SHARED 692 D MINE SAFETY APPLIANCES CO COM 60272010 204 5100 SH SHARED 01 5100 D MINE SAFETY APPLIANCES CO COM 60272010 284 7100 SH SHARED 02 7100 D MINE SAFETY APPLIANCES CO COM 60272010 2160 54000 SH SHARED 06 54000 D MINE SAFETY APPLIANCES CO COM 60272010 3700 92510 SH SHARED 11 92510 D MINE SAFETY APPLIANCES CO COM 60272010 1528 38200 SH SHR/OTHR 11 38200 D MINERALS TECHNOLOGIES INC COM 60315810 310 6292 SH SHARED 6292 D MINERALS TECHNOLOGIES INC COM 60315810 1083 21968 SH SHARED 01 21968 D MINERALS TECHNOLOGIES INC COM 60315810 1477 29951 SH SHARED 02 29951 D MINERALS TECHNOLOGIES INC COM 60315810 74 1510 SH SHARED 11 1510 D MIPS TECHNOLOGIES INC CL A 60456710 137 22306 SH SHARED 22306 D MIPS TECHNOLOGIES INC CL A 60456710 317 51487 SH SHARED 01 51487 D MIPS TECHNOLOGIES INC CL A 60456710 201 32700 SH SHARED 02 32700 D MIPS TECHNOLOGIES INC CL A 60456710 32 5240 SH SHARED 11 5240 D MIPS TECHNOLOGIES INC CL B 60456720 99 17864 SH SHARED 16549 1315 D MIPS TECHNOLOGIES INC CL B 60456720 51 9181 SH SHARED 01 9181 D MIPS TECHNOLOGIES INC CL B 60456720 177 31907 SH SHARED 02 31731 176 D MIRANT TR I PFD CV SER A 60467Q10 7949 268195 SH SHARED 268195 D MIRANT TR I PFD CV SER A 60467Q10 59 2000 SH SHARED 02 2000 D MIRANT CORP COM 60467510 6599 904061 SH SHARED 904061 D MIRANT CORP COM 60467510 13425 1839121 SH SHARED 01 1838870 251 D MIRANT CORP COM 60467510 11 1590 SH SHR/OTHR 01 1590 D MIRANT CORP COM 60467510 2418 331288 SH SHARED 02 324916 6372 D MIRANT CORP COM 60467510 30 4174 SH SHARED 06 4174 D MIRANT CORP COM 60467510 159 21870 SH SHARED 07 21870 D MIRANT CORP COM 60467510 18 2494 SH SHARED 09 2494 D MIRANT CORP COM 60467510 21520 2947958 SH SHARED 11 2594024 221000 132934 D MIRANT CORP COM 60467510 1018 139492 SH SHR/OTHR 11 139492 D MIRAVANT MED TECHNOLOGIES COM 60469010 0 402 SH SHARED 402 D MIRAVANT MED TECHNOLOGIES COM 60469010 5 10000 SH SHARED 01 10000 D MIRAVANT MED TECHNOLOGIES COM 60469010 19 36800 SH SHARED 02 12100 24700 D MISSION WEST PPTYS INC COM 60520310 40 3287 SH SHARED 3287 D MISSION WEST PPTYS INC COM 60520310 63 5200 SH SHARED 01 5200 D MISSION WEST PPTYS INC COM 60520310 322 26433 SH SHARED 02 26433 D MISSISSIPPI CHEM CORP COM NEW 60528820 0 3 SH SHARED 01 3 D MISSISSIPPI CHEM CORP COM NEW 60528820 5 5091 SH SHARED 02 5091 D MISSISSIPPI VY BANCSHARES IN COM 60572010 40 775 SH SHARED 775 D MISSISSIPPI VY BANCSHARES IN COM 60572010 139 2700 SH SHARED 01 2700 D MISSISSIPPI VY BANCSHARES IN COM 60572010 41 800 SH SHR/OTHR 01 800 D MISSISSIPPI VY BANCSHARES IN COM 60572010 258 5000 SH SHARED 02 5000 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 13 2000 SH SHARED 02 2000 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 252 37200 SH SHARED 11 22800 14400 D MOBILE MINI INC COM 60740F10 7 426 SH SHARED 426 D MOBILE MINI INC COM 60740F10 384 22474 SH SHARED 01 22474 D MOBILE MINI INC COM 60740F10 264 15442 SH SHARED 02 15442 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 942 31100 SH SHARED 31100 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 51 1700 SH SHARED 1700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2289 75600 SH SHARED 04 75600 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1270 41938 SH SHARED 05 41938 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2709 89450 SH SHARED 06 89450 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 166 5500 SH SHARED 07 5500 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 10885 359381 SH SHR/OTHR 11 359381 D MOBILITY ELECTRONICS INC COM 60741U10 125 58440 SH SHARED 02 49000 9440 D MODINE MFG CO COM 60782810 294 11968 SH SHARED 11968 D MODINE MFG CO COM 60782810 636 25897 SH SHARED 01 25897 D MODINE MFG CO COM 60782810 1076 43809 SH SHARED 02 43809 D MODTECH HLDGS INC COM 60783C10 44 3500 SH SHARED 01 3500 D MODTECH HLDGS INC COM 60783C10 94 7500 SH SHARED 02 7500 D MODTECH HLDGS INC COM 60783C10 3116 247500 SH SHARED 06 247500 D MODTECH HLDGS INC COM 60783C10 5540 440100 SH SHARED 11 440100 D MODTECH HLDGS INC COM 60783C10 2249 178700 SH SHR/OTHR 11 178700 D MOHAWK INDS INC COM 60819010 98 1600 SH SHARED 1600 D MOHAWK INDS INC COM 60819010 1192 19378 SH SHARED 19378 D MOHAWK INDS INC COM 60819010 14595 237210 SH SHARED 01 237210 D MOHAWK INDS INC COM 60819010 3655 59408 SH SHARED 02 59408 D MOHAWK INDS INC COM 60819010 22738 369550 SH SHARED 11 369550 D MOHAWK INDS INC COM 60819010 6454 104900 SH SHR/OTHR 11 104900 D MOLDFLOW CORP COM 60850710 1 144 SH SHARED 144 D MOLDFLOW CORP COM 60850710 103 13100 SH SHARED 01 13100 D MOLDFLOW CORP COM 60850710 51 6500 SH SHARED 02 3700 2800 D MOLECULAR DEVICES CORP COM 60851C10 112 6321 SH SHARED 6321 D MOLECULAR DEVICES CORP COM 60851C10 254 14300 SH SHARED 01 14300 D MOLECULAR DEVICES CORP COM 60851C10 259 14552 SH SHARED 02 14552 D MOLECULAR DEVICES CORP COM 60851C10 3 220 SH SHARED 11 220 D MOLEX INC COM 60855410 15542 463553 SH SHARED 463553 D MOLEX INC COM 60855410 24162 720615 SH SHARED 01 712378 8237 D MOLEX INC COM 60855410 4938 147288 SH SHARED 02 146388 900 D MOLEX INC COM 60855410 45 1351 SH SHARED 06 1351 D MOLEX INC COM 60855410 26 802 SH SHARED 09 802 D MOLEX INC COM 60855410 16755 499708 SH SHARED 11 349106 135800 14802 D MOLEX INC COM 60855410 1001 29881 SH SHR/OTHR 11 29881 D MOLEX INC CL A 60855420 33108 1207015 SH SHARED 1207015 D MOLEX INC CL A 60855420 502 18317 SH SHARED 01 18317 D MOLEX INC CL A 60855420 22 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 0 34 SH SHARED 02 34 D MOLEX INC CL A 60855420 587 21416 SH SHARED 11 8850 12566 D MONACO COACH CORP COM 60886R10 263 12366 SH SHARED 12366 D MONACO COACH CORP COM 60886R10 1279 60075 SH SHARED 01 60075 D MONACO COACH CORP COM 60886R10 928 43602 SH SHARED 02 43602 D MONACO COACH CORP COM 60886R10 55 2607 SH SHARED 11 2607 D MONARCH CASINO & RESORT INC COM 60902710 40 2700 SH SHARED 02 2700 D MONARCH DENTAL CORP COM NEW 60904420 2 583 SH SHARED 02 583 D MONDAVI ROBERT CORP CL A 60920010 6 200 SH SHARED 200 D MONDAVI ROBERT CORP CL A 60920010 600 17533 SH SHARED 01 11983 5550 D MONDAVI ROBERT CORP CL A 60920010 548 16022 SH SHARED 02 16022 D MONMOUTH REAL ESTATE INVT CO CL A 60972010 22 3100 SH SHARED 11 3100 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 33 3000 SH SHARED 01 3000 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 320 28630 SH SHARED 02 28630 D MONRO MUFFLER BRAKE INC COM 61023610 47 2100 SH SHARED 01 2100 D MONRO MUFFLER BRAKE INC COM 61023610 104 4600 SH SHARED 02 4600 D MONSANTO CO NEW COM 61166W10 2372 133310 SH SHARED 133310 D MONSANTO CO NEW COM 61166W10 52 2958 SH SHARED 01 2958 D MONSANTO CO NEW COM 61166W10 804 45180 SH SHARED 02 43680 1500 D MONSANTO CO NEW COM 61166W10 26 1466 SH SHARED 07 1466 D MONSANTO CO NEW COM 61166W10 3 200 SH SHR/OTHR 11 200 D MONTEREY PASTA CO COM 61257010 111 11800 SH SHARED 02 11800 D MONTGOMERY STR INCOME SECS I COM 61411510 47 2500 SH SHR/OTHR 01 2500 D MONTGOMERY STR INCOME SECS I COM 61411510 1069 56500 SH SHARED 11 12100 44400 D MONTGOMERY STR INCOME SECS I COM 61411510 439 23200 SH SHR/OTHR 11 23200 D MONY GROUP INC COM 61533710 8434 248005 SH SHARED 248005 D MONY GROUP INC COM 61533710 1099 32327 SH SHARED 01 32327 D MONY GROUP INC COM 61533710 941 27697 SH SHARED 02 27697 D MONY GROUP INC COM 61533710 812 23900 SH SHARED 11 23900 D MOODYS CORP COM 61536910 18221 366270 SH SHARED 366270 D MOODYS CORP COM 61536910 38410 772064 SH SHARED 01 771064 1000 D MOODYS CORP COM 61536910 4479 90035 SH SHR/OTHR 01 66675 23360 D MOODYS CORP COM 61536910 4359 87634 SH SHARED 02 86644 990 D MOODYS CORP COM 61536910 1990 40000 SH SHARED 04 40000 D MOODYS CORP COM 61536910 76 1530 SH SHARED 06 1530 D MOODYS CORP COM 61536910 722 14524 SH SHARED 07 14524 D MOODYS CORP COM 61536910 57 1156 SH SHARED 09 1156 D MOODYS CORP COM 61536910 1493 30011 SH SHARED 11 1226 28785 D MOODYS CORP COM 61536910 3441 69176 SH SHR/OTHR 11 69176 D MOOG INC CL A 61539420 15 356 SH SHARED 356 D MOOG INC CL A 61539420 473 11050 SH SHARED 01 11050 D MOOG INC CL A 61539420 557 13000 SH SHARED 02 13000 D MOOG INC CL A 61539420 11234 262000 SH SHARED 11 262000 D MOORE LTD COM 61578510 37 3301 SH SHARED 01 3301 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 70 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 200827 4661744 SH SHARED 4661322 422 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 208494 4839707 SH SHARED 01 4802544 850 36313 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 4881 113308 SH SHR/OTHR 01 79649 33659 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 26805 622223 SH SHARED 02 618715 3508 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 100660 2336600 SH SHARED 04 2336600 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 53139 1233500 SH SHARED 05 1233500 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 86594 2010083 SH SHARED 06 2010083 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 5300 123030 SH SHARED 07 123030 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 3648 84699 SH SHARED 08 84699 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 420 9761 SH SHARED 09 9761 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 1895 44000 SH SHARED 10 44000 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 97274 2257995 SH SHARED 11 327262 1808400 122333 D MORGAN STANLEY DEAN WITTER&C COM NEW 61744644 13924 323230 SH SHR/OTHR 11 323230 D MORGAN STANLEY QUALT MUN INCM 61745P73 428 30000 SH SHARED 11 30000 D MORGAN STANLEY INSD MUN INCM 61745P79 14 1000 SH SHARED 11 1000 D MORGAN STANLEY INCOME SEC INC 61745P87 3 210 SH SHARED 02 210 D MOSSIMO INC COM 61969610 43 4800 SH SHARED 02 4100 700 D MOTHERS WK INC COM 61990310 43 1100 SH SHARED 01 1100 D MOTHERS WK INC COM 61990310 703 17900 SH SHARED 02 17900 D MOTOROLA INC COM 62007610 154315 10576776 SH SHARED 10397771 179005 D MOTOROLA INC COM 62007610 144480 9902694 SH SHARED 01 9843361 59333 D MOTOROLA INC COM 62007610 3216 220463 SH SHR/OTHR 01 142595 77868 D MOTOROLA INC COM 62007610 25034 1715897 SH SHARED 02 1676655 39242 D MOTOROLA INC COM 62007610 7116 487740 SH SHARED 03 93500 394240 D MOTOROLA INC COM 62007610 31820 2181000 SH SHARED 04 2181000 D MOTOROLA INC COM 62007610 4377 300000 SH SHARED 05 300000 D MOTOROLA INC COM 62007610 10064 689845 SH SHARED 06 689845 D MOTOROLA INC COM 62007610 2295 157340 SH SHARED 07 157340 D MOTOROLA INC COM 62007610 4839 331700 SH SHARED 08 331700 D MOTOROLA INC COM 62007610 8139 557863 SH SHARED 09 557863 D MOTOROLA INC COM 62007610 36940 2531911 SH SHARED 11 2395447 8700 127764 D MOTOROLA INC COM 62007610 3716 254714 SH SHR/OTHR 11 254714 D MOVADO GROUP INC COM 62458010 96 3834 SH SHARED 3834 D MOVADO GROUP INC COM 62458010 98 3900 SH SHARED 01 3900 D MOVADO GROUP INC COM 62458010 223 8900 SH SHARED 02 8900 D MOVIE GALLERY INC COM 62458110 163 7739 SH SHARED 7739 D MOVIE GALLERY INC COM 62458110 10551 499600 SH SHARED 01 497600 2000 D MOVIE GALLERY INC COM 62458110 31 1503 SH SHR/OTHR 01 1503 D MOVIE GALLERY INC COM 62458110 340 16145 SH SHARED 02 16145 D MUELLER INDS INC COM 62475610 87 2759 SH SHARED 2759 D MUELLER INDS INC COM 62475610 1120 35300 SH SHARED 01 34400 900 D MUELLER INDS INC COM 62475610 22 697 SH SHR/OTHR 01 697 D MUELLER INDS INC COM 62475610 2780 87562 SH SHARED 02 87562 D MUELLER INDS INC COM 62475610 162 5110 SH SHARED 11 2610 2500 D MULTEX COM INC COM 62536710 2 716 SH SHARED 716 D MULTEX COM INC COM 62536710 119 29300 SH SHARED 02 24200 5100 D MULTEX COM INC COM 62536710 4720 1156919 SH SHARED 11 674692 19327 462900 D MULTILINK TECHNOLOGY CORP CL A 62544T10 1 2500 SH SHARED 02 2500 D MULTIMEDIA GAMES INC COM 62545310 379 17400 SH SHARED 01 17400 D MULTIMEDIA GAMES INC COM 62545310 233 10698 SH SHARED 02 10698 D MULTIMEDIA GAMES INC COM 62545310 13445 616500 SH SHARED 11 616500 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 42 3000 SH SHR/OTHR 01 3000 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 141 10000 SH SHARED 02 10000 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 73 2800 SH SHARED 01 2800 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 26 1000 SH SHR/OTHR 01 1000 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 227 8702 SH SHARED 02 7830 872 D MUNIINSURED FD INC COM 62624510 47 5000 SH SHR/OTHR 01 5000 D MUNIHOLDINGS FD INC COM 62625H10 54 4000 SH SHARED 02 4000 D MUNIHOLDINGS FD INC COM 62625H10 88 6439 SH SHARED 11 6439 D MUNIYIELD CALIF INSD FD II I COM 62629L10 40 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 131 14790 SH SHARED 11 14790 D MUNIYIELD PA INSD FD COM 62630V10 41 2760 SH SHARED 02 2760 D MUNIYIELD MICH INSD FD II IN COM 62630010 115 8456 SH SHARED 02 8456 D MUNIYIELD N Y INSD FD INC COM 62630110 405 30043 SH SHR/OTHR 01 4831 25212 D MUNIYIELD QUALITY FD INC COM 62630210 96 6734 SH SHARED 11 6734 D MURPHY OIL CORP COM 62671710 1113 13493 SH SHARED 13493 D MURPHY OIL CORP COM 62671710 4489 54421 SH SHARED 01 54421 D MURPHY OIL CORP COM 62671710 15159 183750 SH SHR/OTHR 01 183750 D MURPHY OIL CORP COM 62671710 2905 35213 SH SHARED 02 35213 D MURPHY OIL CORP COM 62671710 198 2400 SH SHARED 06 2400 D MURPHY OIL CORP COM 62671710 280 3400 SH SHARED 11 3400 D MURPHY OIL CORP COM 62671710 1062 12880 SH SHR/OTHR 11 12880 D MYERS INDS INC COM 62846410 8 486 SH SHARED 486 D MYERS INDS INC COM 62846410 2081 121458 SH SHARED 01 120659 799 D MYERS INDS INC COM 62846410 65 3798 SH SHR/OTHR 01 3798 D MYERS INDS INC COM 62846410 366 21386 SH SHARED 02 21386 D MYERS INDS INC COM 62846410 5467 318967 SH SHARED 11 318967 D MYKROLIS CORP COM 62852P10 191 16211 SH SHARED 16211 D MYKROLIS CORP COM 62852P10 348 29523 SH SHARED 01 29523 D MYKROLIS CORP COM 62852P10 406 34379 SH SHARED 02 33703 676 D MYKROLIS CORP COM 62852P10 75 6356 SH SHARED 11 541 5815 D MYKROLIS CORP COM 62852P10 112 9542 SH SHR/OTHR 11 9542 D MYLAN LABS INC COM 62853010 805 25703 SH SHARED 25703 D MYLAN LABS INC COM 62853010 5174 165047 SH SHARED 01 165047 D MYLAN LABS INC COM 62853010 6 200 SH SHR/OTHR 01 200 D MYLAN LABS INC COM 62853010 4023 128354 SH SHARED 02 126804 1550 D MYLAN LABS INC COM 62853010 12 400 SH SHARED 06 400 D MYLAN LABS INC COM 62853010 63 2041 SH SHARED 07 2041 D MYLAN LABS INC COM 62853010 62 2000 SH SHARED 11 2000 D MYLAN LABS INC COM 62853010 145 4650 SH SHR/OTHR 11 4650 D MYRIAD GENETICS INC COM 62855J10 162 8000 SH SHARED 8000 D MYRIAD GENETICS INC COM 62855J10 323 15900 SH SHARED 01 15900 D MYRIAD GENETICS INC COM 62855J10 8 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 458 22542 SH SHARED 02 22542 D MYRIAD GENETICS INC COM 62855J10 66 3250 SH SHARED 04 3250 D MYRIAD GENETICS INC COM 62855J10 335 16500 SH SHARED 07 16500 D NBC CAP CORP COM 62872910 7 208 SH SHARED 208 D NBC CAP CORP COM 62872910 30 800 SH SHARED 01 800 D NBC CAP CORP COM 62872910 171 4500 SH SHARED 02 4500 D NBT BANCORP INC COM 62877810 62 3451 SH SHARED 3451 D NBT BANCORP INC COM 62877810 196 10897 SH SHARED 01 10897 D NBT BANCORP INC COM 62877810 504 27900 SH SHARED 02 27900 D NBTY INC COM 62878210 28 1826 SH SHARED 1826 D NBTY INC COM 62878210 4382 283088 SH SHARED 01 283088 D NBTY INC COM 62878210 900 58184 SH SHARED 02 58184 D NBTY INC COM 62878210 109 7080 SH SHARED 11 7080 D NBTY INC COM 62878210 262 16940 SH SHR/OTHR 11 16940 D NCE PETROFUND 1 TR UT NEW 2001 62885E40 576 71700 SH SHARED 02 53600 18100 D NCO PORTFOLIO MANAGEMENT INC COM 62885J10 1 277 SH SHARED 277 D NCO PORTFOLIO MANAGEMENT INC COM 62885J10 0 97 SH SHARED 02 97 D NCI BUILDING SYS INC COM 62885210 7 424 SH SHARED 424 D NCI BUILDING SYS INC COM 62885210 468 26300 SH SHARED 01 8900 17400 D NCI BUILDING SYS INC COM 62885210 5757 323456 SH SHARED 02 323456 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 2485 2681000 PRN SHARED 02 2681000 D NCO GROUP INC COM 62885810 166 7640 SH SHARED 7640 D NCO GROUP INC COM 62885810 248 11411 SH SHARED 01 11411 D NCO GROUP INC COM 62885810 687 31545 SH SHARED 02 31505 40 D NCO GROUP INC COM 62885810 4756 218400 SH SHARED 11 218400 D NCR CORP NEW COM 62886E10 7335 212001 SH SHARED 212000 1 D NCR CORP NEW COM 62886E10 12341 356694 SH SHARED 01 356694 D NCR CORP NEW COM 62886E10 23 668 SH SHR/OTHR 01 668 D NCR CORP NEW COM 62886E10 2342 67695 SH SHARED 02 65832 1863 D NCR CORP NEW COM 62886E10 36 1060 SH SHARED 09 1060 D NCR CORP NEW COM 62886E10 3926 113481 SH SHARED 11 113412 69 D NCR CORP NEW COM 62886E10 124 3590 SH SHR/OTHR 11 3590 D NDS GROUP PLC SPONSORED ADR 62889110 56 4722 SH SHARED 4722 D NDS GROUP PLC SPONSORED ADR 62889110 13 1110 SH SHARED 05 1110 D NS GROUP INC COM 62891610 4 464 SH SHARED 464 D NS GROUP INC COM 62891610 36 3776 SH SHARED 01 3776 D NS GROUP INC COM 62891610 142 14900 SH SHARED 02 14900 D NASB FINL INC COM 62896810 57 2600 SH SHARED 02 2600 D NEC CORP ADR 62905020 31 4500 SH SHARED 4500 D NEC CORP ADR 62905020 48 7000 SH SHR/OTHR 01 7000 D NEC CORP ADR 62905020 146 21020 SH SHARED 11 21020 D NIC INC COM 62914B10 30 20300 SH SHARED 02 20300 D NL INDS INC COM NEW 62915640 3 252 SH SHARED 252 D NL INDS INC COM NEW 62915640 232 15247 SH SHARED 01 15247 D NL INDS INC COM NEW 62915640 125 8200 SH SHARED 02 8200 D NMS COMMUNICATIONS CORP COM 62924810 2 1074 SH SHARED 1074 D NMS COMMUNICATIONS CORP COM 62924810 35 14800 SH SHARED 01 14800 D NMS COMMUNICATIONS CORP COM 62924810 244 100600 SH SHARED 02 87700 12900 D NN INC COM 62933710 3 286 SH SHARED 286 D NN INC COM 62933710 25 2000 SH SHARED 01 2000 D NN INC COM 62933710 128 10000 SH SHARED 02 10000 D NPS PHARMACEUTICALS INC COM 62936P10 10 710 SH SHARED 710 D NPS PHARMACEUTICALS INC COM 62936P10 350 22870 SH SHARED 01 22870 D NPS PHARMACEUTICALS INC COM 62936P10 379 24767 SH SHARED 02 24767 D NPS PHARMACEUTICALS INC COM 62936P10 1160 75750 SH SHARED 04 75750 D NPS PHARMACEUTICALS INC COM 62936P10 19923 1300458 SH SHARED 11 1066867 50291 183300 D NPS PHARMACEUTICALS INC COM 62936P10 8124 530300 SH SHR/OTHR 11 530300 D NTT DOCOMO INC SPONS ADR 62942M20 86 3500 SH SHARED 3500 D NTT DOCOMO INC SPONS ADR 62942M20 406 16494 SH SHARED 11 12744 3750 D NUI CORP COM 62943110 11 402 SH SHARED 402 D NUI CORP COM 62943110 963 35025 SH SHARED 01 35025 D NUI CORP COM 62943110 57 2100 SH SHR/OTHR 01 2100 D NUI CORP COM 62943110 541 19708 SH SHARED 02 18508 1200 D NUI CORP COM 62943110 4218 153400 SH SHARED 11 153400 D NVR INC COM 62944T10 722 2236 SH SHARED 2236 D NVR INC COM 62944T10 1518 4700 SH SHARED 01 4700 D NVR INC COM 62944T10 2462 7625 SH SHARED 02 7625 D NVR INC COM 62944T10 87 270 SH SHARED 11 270 D NYMAGIC INC COM 62948410 1 80 SH SHARED 80 D NYMAGIC INC COM 62948410 7 500 SH SHARED 01 500 D NYMAGIC INC COM 62948410 70 4600 SH SHARED 02 4600 D NABI BIOPHARMACEUTICALS COM 62951910 5 1026 SH SHARED 1026 D NABI BIOPHARMACEUTICALS COM 62951910 181 33833 SH SHARED 01 33833 D NABI BIOPHARMACEUTICALS COM 62951910 180 33600 SH SHARED 02 33600 D NABI BIOPHARMACEUTICALS COM 62951910 1461 272200 SH SHARED 04 272200 D NABORS INDS INC DBCV 2/0 629568AF 5850 10000000 PRN SHARED 10000000 D NABORS INDS INC DBCV 2/0 629568AF 453 775000 PRN SHARED 02 775000 D NABORS INDS INC COM 62956810 295 8375 SH SHARED 01 8375 D NABORS INDS INC COM 62956810 47 1339 SH SHR/OTHR 01 1339 D NABORS INDS INC COM 62956810 63 1800 SH SHARED 07 1800 D NABORS INDS INC COM 62956810 5009 141900 SH SHR/OTHR 11 141900 D NACCO INDS INC CL A 62957910 1038 17872 SH SHARED 17872 D NACCO INDS INC CL A 62957910 189 3261 SH SHARED 01 3261 D NACCO INDS INC CL A 62957910 356 6129 SH SHARED 02 6129 D NACCO INDS INC CL A 62957910 20 360 SH SHARED 11 360 D NANOGEN INC COM 63007510 1 420 SH SHARED 420 D NANOGEN INC COM 63007510 68 19600 SH SHARED 02 12800 6800 D NANOMETRICS INC COM 63007710 23 1489 SH SHARED 1489 D NANOMETRICS INC COM 63007710 155 9800 SH SHARED 01 9800 D NANOMETRICS INC COM 63007710 100 6300 SH SHARED 02 6300 D NANOMETRICS INC COM 63007710 3709 233600 SH SHARED 11 99900 133700 D NANOPHASE TCHNOLOGIES CORP COM 63007910 1 280 SH SHARED 280 D NANOPHASE TCHNOLOGIES CORP COM 63007910 80 13700 SH SHARED 02 10300 3400 D NAPRO BIOTHERAPUTICS INC COM 63079510 4 624 SH SHARED 624 D NAPRO BIOTHERAPUTICS INC COM 63079510 359 54800 SH SHARED 01 54800 D NAPRO BIOTHERAPUTICS INC COM 63079510 145 22250 SH SHARED 02 22250 D NAPRO BIOTHERAPUTICS INC COM 63079510 3232 492800 SH SHARED 04 492800 D NARA BANCORP INC COM 63080P10 78 3400 SH SHARED 02 3400 D NASDAQ 100 TR UNIT SER 1 63110010 9868 378092 SH SHARED 374395 3697 D NASDAQ 100 TR UNIT SER 1 63110010 1577 60443 SH SHARED 01 19073 41370 D NASDAQ 100 TR UNIT SER 1 63110010 88 3400 SH SHR/OTHR 01 2500 900 D NASDAQ 100 TR UNIT SER 1 63110010 61384 2351902 SH SHARED 02 1894327 457575 D NASDAQ 100 TR UNIT SER 1 63110010 39 1500 SH SHARED 05 1500 D NASDAQ 100 TR UNIT SER 1 63110010 96 3690 SH SHARED 11 3450 240 D NASDAQ 100 TR UNIT SER 1 63110010 65 2500 SH SHR/OTHR 11 2500 D NASH FINCH CO COM 63115810 6 210 SH SHARED 210 D NASH FINCH CO COM 63115810 2822 88300 SH SHARED 01 88300 D NASH FINCH CO COM 63115810 436 13650 SH SHARED 02 13650 D NASH FINCH CO COM 63115810 5244 164110 SH SHARED 11 164110 D NASHUA CORP COM 63122610 14 2000 SH SHARED 11 2000 D NASSDA CORP COM 63172M10 51 4200 SH SHARED 02 4200 D NASSDA CORP COM 63172M10 2915 235700 SH SHARED 11 235700 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 42 2600 SH SHARED 01 2600 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 110 6700 SH SHARED 02 6700 D NATCO GROUP INC CL A 63227W20 2 264 SH SHARED 264 D NATCO GROUP 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CORP COM 65182410 49 3160 SH SHARED 11 3160 D NEWS AMER INC NOTE 2/2 652482AZ 21819 46623000 PRN SHARED 46623000 D NEWS AMER INC NOTE 2/2 652482AZ 7506 16040000 PRN SHARED 02 4540000 11500000 D NEWS CORP LTD ADR NEW 65248770 36168 1577323 SH SHARED 1577323 D NEWS CORP LTD ADR NEW 65248770 91 4000 SH SHARED 01 4000 D NEWS CORP LTD ADR NEW 65248770 4 200 SH SHR/OTHR 01 200 D NEWS CORP LTD ADR NEW 65248770 288 12575 SH SHARED 02 4275 8300 D NEWS CORP LTD ADR NEW 65248770 12496 545000 SH SHARED 04 545000 D NEWS CORP LTD ADR NEW 65248770 0 36 SH SHARED 05 36 D NEWS CORP LTD ADR NEW 65248770 63 2770 SH SHARED 11 220 2550 D NEWS CORP LTD ADR NEW 65248770 11 500 SH SHR/OTHR 11 500 D NEXMED INC COM 65290310 95 38000 SH SHARED 02 35500 2500 D NEXELL THERAPEUTICS INC COM NEW 65332H20 0 1536 SH SHARED 02 1500 36 D NEXELL THERAPEUTICS INC COM NEW 65332H20 0 250 SH SHARED 11 250 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 4095 9000000 PRN SHARED 9000000 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 1444 3175000 PRN SHARED 01 3125000 50000 D NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT 404 890000 PRN SHARED 02 890000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 4625 11200000 PRN SHARED 11200000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 21 52000 PRN SHARED 02 52000 D NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC 29941 65375000 PRN SHARED 65375000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 6815 2123103 SH SHARED 2123103 D NEXTEL COMMUNICATIONS INC CL A 65332V10 10268 3198871 SH SHARED 01 3189871 9000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 3 1000 SH SHR/OTHR 01 1000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 2969 925013 SH SHARED 02 875592 49421 D NEXTEL COMMUNICATIONS INC CL A 65332V10 266 82907 SH SHARED 06 82907 D NEXTEL COMMUNICATIONS INC CL A 65332V10 604 188250 SH SHARED 07 188250 D NEXTEL COMMUNICATIONS INC CL A 65332V10 17 5462 SH SHARED 09 5462 D NEXTEL COMMUNICATIONS INC CL A 65332V10 52 16400 SH SHARED 11 13400 3000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 118 36913 SH SHR/OTHR 11 36913 D NEXTEL PARTNERS INC CL A 65333F10 10 3600 SH SHARED 3600 D NEXTEL PARTNERS INC CL A 65333F10 123 40900 SH SHARED 01 40900 D NEXTEL PARTNERS INC CL A 65333F10 271 90100 SH SHARED 02 86000 4100 D NEXTEL PARTNERS INC CL A 65333F10 36 12200 SH SHR/OTHR 11 12200 D NEXT LEVEL COMM INC COM 65333U10 3 3784 SH SHARED 3784 D NEXT LEVEL COMM INC COM 65333U10 13 13700 SH SHARED 01 13700 D NEXT LEVEL COMM INC COM 65333U10 25 25418 SH SHARED 02 25418 D NEXEN INC COM 65334H10 76 2800 SH SHARED 2800 D NEXEN INC COM 65334H10 30 1110 SH SHARED 02 1110 D NEXEN INC COM 65334H10 17 645 SH SHARED 06 645 D NICOR INC COM 65408610 65051 1421900 SH SHARED 1421900 D NICOR INC COM 65408610 8769 191691 SH SHARED 01 191691 D NICOR INC COM 65408610 28773 628934 SH SHARED 02 627934 1000 D NICOR INC COM 65408610 46 1021 SH SHR/OTHR 11 1021 D NIKE INC CL B 65410610 74971 1397414 SH SHARED 1397114 300 D NIKE INC CL B 65410610 54147 1009277 SH SHARED 01 1006777 2500 D NIKE INC CL B 65410610 182 3400 SH SHR/OTHR 01 1400 2000 D NIKE INC CL B 65410610 9137 170321 SH SHARED 02 167270 3051 D NIKE INC CL B 65410610 268 5000 SH SHARED 04 5000 D NIKE INC CL B 65410610 3782 70500 SH SHARED 05 70500 D NIKE INC CL B 65410610 201 3751 SH SHARED 06 3751 D NIKE INC CL B 65410610 131 2450 SH SHARED 07 2450 D NIKE INC CL B 65410610 82 1543 SH SHARED 09 1543 D NIKE INC CL B 65410610 4082 76100 SH SHARED 11 76100 D NIKE INC CL B 65410610 549 10239 SH SHR/OTHR 11 10239 D NIKU CORP COM 65411310 62 145000 SH SHARED 02 145000 D 99 CENTS ONLY STORES COM 65440K10 3993 155706 SH SHARED 155706 D 99 CENTS ONLY STORES COM 65440K10 533 20800 SH SHARED 01 20800 D 99 CENTS ONLY STORES COM 65440K10 21 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 3894 151835 SH SHARED 02 111835 40000 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 409 19902 SH SHARED 19902 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 107 5200 SH SHARED 02 5200 D NISOURCE INC COM 65473P10 13348 611460 SH SHARED 611460 D NISOURCE INC COM 65473P10 21318 976576 SH SHARED 01 976576 D NISOURCE INC COM 65473P10 462 21202 SH SHR/OTHR 01 4945 16257 D NISOURCE INC COM 65473P10 2653 121530 SH SHARED 02 121130 400 D NISOURCE INC COM 65473P10 65490 3000000 SH SHARED 05 3000000 D NISOURCE INC COM 65473P10 19 900 SH SHARED 06 900 D NISOURCE INC COM 65473P10 51 2350 SH SHARED 07 2350 D NISOURCE INC COM 65473P10 36 1681 SH SHARED 09 1681 D NISOURCE INC COM 65473P10 4924 225583 SH SHARED 11 136753 88830 D NISOURCE INC COM 65473P10 464 21299 SH SHR/OTHR 11 21299 D NISSAN MOTORS SPONSORED ADR 65474440 38 2719 SH SHARED 2719 D NISSAN MOTORS SPONSORED ADR 65474440 309 22100 SH SHARED 11 8100 14000 D NOBILITY HOMES INC COM 65489210 0 18 SH SHARED 02 18 D NOKIA CORP SPONSORED ADR 65490220 52400 3618842 SH SHARED 3477952 140890 D NOKIA CORP SPONSORED ADR 65490220 353 24444 SH SHARED 01 7016 17428 D NOKIA CORP SPONSORED ADR 65490220 296 20450 SH SHR/OTHR 01 5350 15100 D NOKIA CORP SPONSORED ADR 65490220 14824 1023799 SH SHARED 02 955172 68627 D NOKIA CORP SPONSORED ADR 65490220 14925 1030800 SH SHARED 05 1030800 D NOKIA CORP SPONSORED ADR 65490220 6 421 SH SHARED 06 421 D NOKIA CORP SPONSORED ADR 65490220 164163 11337276 SH SHARED 11 2739657 3533800 5063819 D NOKIA CORP SPONSORED ADR 65490220 46338 3200188 SH SHR/OTHR 11 3200188 D NOBLE ENERGY INC COM 65504410 2830 78527 SH SHARED 78527 D NOBLE ENERGY INC COM 65504410 2361 65512 SH SHARED 01 64537 975 D NOBLE ENERGY INC COM 65504410 293 8130 SH SHR/OTHR 01 8130 D NOBLE ENERGY INC COM 65504410 1756 48720 SH SHARED 02 45920 2800 D NOBLE ENERGY INC COM 65504410 8437 234050 SH SHARED 11 229500 4550 D NOMURA HLDGS INC SPONSORED ADR 65535H20 16 1100 SH SHARED 01 1100 D NOMURA HLDGS INC SPONSORED ADR 65535H20 316 21500 SH SHARED 02 21500 D NOMURA HLDGS INC SPONSORED ADR 65535H20 204 13910 SH SHARED 11 13910 D NORANDA INC COM 65542210 26 2000 SH SHARED 2000 D NORANDA INC COM 65542210 40 3110 SH SHARED 02 3110 D NORDSON CORP COM 65566310 334 13577 SH SHARED 13577 D NORDSON CORP COM 65566310 562 22800 SH SHARED 01 22800 D NORDSON CORP COM 65566310 906 36772 SH SHARED 02 36772 D NORDSON CORP COM 65566310 2 100 SH SHARED 11 100 D NORDSTROM INC COM 65566410 7873 347611 SH SHARED 347611 D NORDSTROM INC COM 65566410 10522 464587 SH SHARED 01 464587 D NORDSTROM INC COM 65566410 2141 94530 SH SHARED 02 93670 860 D NORDSTROM INC COM 65566410 21 939 SH SHARED 09 939 D NORDSTROM INC COM 65566410 25055 1106205 SH SHARED 11 1025645 80560 D NORDSTROM INC COM 65566410 16497 728353 SH SHR/OTHR 11 728353 D NORFOLK SOUTHERN CORP COM 65584410 26374 1128085 SH SHARED 1128085 D NORFOLK SOUTHERN CORP COM 65584410 41147 1759940 SH SHARED 01 1743616 180 16144 D NORFOLK SOUTHERN CORP COM 65584410 2498 106878 SH SHR/OTHR 01 86525 20353 D NORFOLK SOUTHERN CORP COM 65584410 7329 313502 SH SHARED 02 254628 58874 D NORFOLK SOUTHERN CORP COM 65584410 671 28700 SH SHARED 04 28700 D NORFOLK SOUTHERN CORP COM 65584410 184 7880 SH SHARED 06 7880 D NORFOLK SOUTHERN CORP COM 65584410 108 4650 SH SHARED 07 4650 D NORFOLK SOUTHERN CORP COM 65584410 117 5020 SH SHARED 09 5020 D NORFOLK SOUTHERN CORP COM 65584410 2485 106290 SH SHARED 11 15425 90865 D NORFOLK SOUTHERN CORP COM 65584410 653 27950 SH SHR/OTHR 11 27950 D NORSK HYDRO A S SPONSORED ADR 65653160 551 11456 SH SHARED 11456 D NORSK HYDRO A S SPONSORED ADR 65653160 346 7200 SH SHARED 02 7200 D NORSK HYDRO A S SPONSORED ADR 65653160 101 2100 SH SHARED 05 2100 D NORTEK INC COM 65655910 8 194 SH SHARED 194 D NORTEK INC COM 65655910 929 20618 SH SHARED 01 20318 300 D NORTEK INC COM 65655910 333 7400 SH SHARED 02 7400 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 2342 5171000 PRN SHARED 5171000 D NORTEL NETWORKS CORP NEW COM 65656810 15468 10668051 SH SHARED 10668051 D NORTEL NETWORKS CORP NEW COM 65656810 14840 10235085 SH SHARED 01 10235085 D NORTEL NETWORKS CORP NEW COM 65656810 26 18600 SH SHR/OTHR 01 1600 17000 D NORTEL NETWORKS CORP NEW COM 65656810 5035 3472883 SH SHARED 02 3461365 11518 D NORTEL NETWORKS CORP NEW COM 65656810 467 322654 SH SHARED 06 322654 D NORTEL NETWORKS CORP NEW COM 65656810 33 23283 SH SHARED 09 23283 D NORTEL NETWORKS CORP NEW COM 65656810 45 31035 SH SHARED 11 26516 4519 D NORTEL NETWORKS CORP NEW COM 65656810 2 2000 SH SHR/OTHR 11 2000 D NORTH AMERN SCIENTIFIC INC COM 65715D10 2 248 SH SHARED 248 D NORTH AMERN SCIENTIFIC INC COM 65715D10 82 8100 SH SHARED 02 6300 1800 D NORTH AMERN TECH GROUP INC COM NEW 65719320 7 15000 SH SHARED 11 15000 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 239 10000 SH SHR/OTHR 01 10000 D NORTH FORK BANCORPORATION NY COM 65942410 1842 46291 SH SHARED 46291 D NORTH FORK BANCORPORATION NY COM 65942410 8701 218574 SH SHARED 01 218574 D NORTH FORK BANCORPORATION NY COM 65942410 89 2241 SH SHR/OTHR 01 2241 D NORTH FORK BANCORPORATION NY COM 65942410 3923 98565 SH SHARED 02 97565 1000 D NORTH FORK BANCORPORATION NY COM 65942410 12142 305000 SH SHARED 04 305000 D NORTH FORK BANCORPORATION NY COM 65942410 170 4272 SH SHARED 06 4272 D NORTH FORK BANCORPORATION NY COM 65942410 77 1950 SH SHARED 07 1950 D NORTH FORK BANCORPORATION NY COM 65942410 9757 245100 SH SHARED 11 245100 D NORTH FORK BANCORPORATION NY COM 65942410 6580 165300 SH SHR/OTHR 11 165300 D NORTH PITTSBURGH SYS INC COM 66156210 7 460 SH SHARED 460 D NORTH PITTSBURGH SYS INC COM 66156210 329 20500 SH SHARED 01 20500 D NORTH PITTSBURGH SYS INC COM 66156210 226 14100 SH SHARED 02 14100 D NORTHEAST UTILS COM 66439710 1623 86328 SH SHARED 86328 D NORTHEAST UTILS COM 66439710 2062 109632 SH SHARED 01 108632 1000 D NORTHEAST UTILS COM 66439710 1545 82143 SH SHARED 02 81718 425 D NORTHEAST UTILS COM 66439710 37 1995 SH SHARED 11 1500 495 D NORTHEAST UTILS COM 66439710 16 884 SH SHR/OTHR 11 884 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 104 2916 SH SHARED 2916 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 82 2300 SH SHR/OTHR 01 1600 700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 607 16991 SH SHARED 02 9957 7034 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 1515 42350 SH SHARED 11 2050 40300 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 648 18134 SH SHR/OTHR 11 18134 D NORTHERN TR CORP COM 66585910 45857 1040795 SH SHARED 1035495 5300 D NORTHERN TR CORP COM 66585910 45896 1041684 SH SHARED 01 974417 67267 D NORTHERN TR CORP COM 66585910 1237 28094 SH SHR/OTHR 01 19844 8250 D NORTHERN TR CORP COM 66585910 7633 173250 SH SHARED 02 133790 39460 D NORTHERN TR CORP COM 66585910 14431 327550 SH SHARED 03 59950 267600 D NORTHERN TR CORP COM 66585910 11838 268693 SH SHARED 06 268693 D NORTHERN TR CORP COM 66585910 509 11570 SH SHARED 07 11570 D NORTHERN TR CORP COM 66585910 3643 82703 SH SHARED 09 82703 D NORTHERN TR CORP COM 66585910 3874 87940 SH SHARED 11 15235 72705 D NORTHERN TR CORP COM 66585910 4873 110619 SH SHR/OTHR 11 110619 D NORTHFIELD LABS INC COM 66613510 0 216 SH SHARED 216 D NORTHFIELD LABS INC COM 66613510 64 16200 SH SHARED 02 9400 6800 D NORTHRIM BANCORP INC COM 66676210 677 47257 SH SHARED 01 47257 D NORTHRIM BANCORP INC COM 66676210 28 2000 SH SHR/OTHR 01 2000 D NORTHROP GRUMMAN CORP COM 66680710 30337 242700 SH SHARED 242700 D NORTHROP GRUMMAN CORP COM 66680710 50631 405055 SH SHARED 01 403755 1300 D NORTHROP GRUMMAN CORP COM 66680710 63 507 SH SHR/OTHR 01 7 500 D NORTHROP GRUMMAN CORP COM 66680710 7826 62615 SH SHARED 02 62385 230 D NORTHROP GRUMMAN CORP COM 66680710 7500 60000 SH SHARED 04 60000 D NORTHROP GRUMMAN CORP COM 66680710 102 816 SH SHARED 06 816 D NORTHROP GRUMMAN CORP COM 66680710 1562 12500 SH SHARED 07 12500 D NORTHROP GRUMMAN CORP COM 66680710 139 1117 SH SHARED 09 1117 D NORTHROP GRUMMAN CORP COM 66680710 5226 41809 SH SHARED 11 41509 300 D NORTHROP GRUMMAN CORP COM 66680710 691 5530 SH SHR/OTHR 11 5530 D NORTHWEST AIRLS CORP CL A 66728010 1373 113892 SH SHARED 113892 D NORTHWEST AIRLS CORP CL A 66728010 646 53607 SH SHARED 01 53607 D NORTHWEST AIRLS CORP CL A 66728010 24 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 5187 430129 SH SHARED 02 430129 D NORTHWEST BANCORP INC PA COM 66732810 3 262 SH SHARED 262 D NORTHWEST BANCORP INC PA COM 66732810 36 2800 SH SHARED 01 2800 D NORTHWEST BANCORP INC PA COM 66732810 137 10400 SH SHARED 02 10400 D NORTHWEST NAT GAS CO COM 66765510 21869 760694 SH SHARED 760694 D NORTHWEST NAT GAS CO COM 66765510 2855 99307 SH SHARED 01 99307 D NORTHWEST NAT GAS CO COM 66765510 1068 37169 SH SHARED 02 37169 D NORTHWEST NAT GAS CO COM 66765510 83 2897 SH SHARED 11 2897 D NORTHWEST PIPE CO COM 66774610 114 4900 SH SHARED 02 4900 D NORTHWESTERN CORP COM 66807410 10 648 SH SHARED 648 D NORTHWESTERN CORP COM 66807410 394 23300 SH SHARED 01 23300 D NORTHWESTERN CORP COM 66807410 546 32248 SH SHARED 02 32248 D NORTHWESTERN CORP COM 66807410 8 500 SH SHARED 11 500 D NOVA CHEMICALS CORP COM 66977W10 45 2000 SH SHARED 2000 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 821 36427 SH SHARED 02 35927 500 D NOVATEL WIRELESS INC COM 66987M10 0 640 SH SHARED 640 D NOVATEL WIRELESS INC COM 66987M10 20 60700 SH SHARED 02 30700 30000 D NOVARTIS A G SPONSORED ADR 66987V10 103 2350 SH SHARED 01 2350 D NOVARTIS A G SPONSORED ADR 66987V10 43 1000 SH SHR/OTHR 01 1000 D NOVARTIS A G SPONSORED ADR 66987V10 2183 49807 SH SHARED 02 44217 5590 D NOVARTIS A G SPONSORED ADR 66987V10 352 8045 SH SHARED 11 4045 4000 D NOVARTIS A G SPONSORED ADR 66987V10 78 1800 SH SHR/OTHR 11 1800 D NU HORIZONS ELECTRS CORP COM 66990810 64 7802 SH SHARED 7802 D NU HORIZONS ELECTRS CORP COM 66990810 349 42150 SH SHARED 01 42150 D NU HORIZONS ELECTRS CORP COM 66990810 104 12659 SH SHARED 02 12659 D NOVADIGM INC COM 66993710 2 408 SH SHARED 408 D NOVADIGM INC COM 66993710 105 14454 SH SHARED 01 14454 D NOVADIGM INC COM 66993710 649 89400 SH SHARED 02 84900 4500 D NOVASTAR FINL INC COM 66994740 557 15600 SH SHARED 01 9000 6600 D NOVASTAR FINL INC COM 66994740 475 13300 SH SHARED 02 8800 4500 D NUANCE COMMUNICATIONS INC COM 66996710 143 34360 SH SHARED 34360 D NUANCE COMMUNICATIONS INC COM 66996710 96 23000 SH SHARED 01 23000 D NUANCE COMMUNICATIONS INC COM 66996710 104 25100 SH SHARED 02 25100 D NOVAVAX INC COM 67000210 1 378 SH SHARED 378 D NOVAVAX INC COM 67000210 21 5200 SH SHARED 01 5200 D NOVAVAX INC COM 67000210 79 18885 SH SHARED 02 14285 4600 D NOVELL INC COM 67000610 2736 852555 SH SHARED 847555 5000 D NOVELL INC COM 67000610 5317 1656454 SH SHARED 01 1655454 1000 D NOVELL INC COM 67000610 4236 1319842 SH SHARED 02 524542 795300 D NOVELL INC COM 67000610 6 2081 SH SHARED 09 2081 D NOVELL INC COM 67000610 3 1000 SH SHARED 11 1000 D NOVELL INC COM 67000610 107 33607 SH SHR/OTHR 11 33607 D NOVELLUS SYS INC NOTE 7/2 670008AB 2495 2500000 PRN SHARED 02 2500000 D NOVELLUS SYS INC COM 67000810 17859 525283 SH SHARED 525283 D NOVELLUS SYS INC COM 67000810 21874 643361 SH SHARED 01 643361 D NOVELLUS SYS INC COM 67000810 4840 142378 SH SHARED 02 133678 8700 D NOVELLUS SYS INC COM 67000810 602 17721 SH SHARED 06 17721 D NOVELLUS SYS INC COM 67000810 61 1800 SH SHARED 07 1800 D NOVELLUS SYS INC COM 67000810 38 1124 SH SHARED 09 1124 D NOVELLUS SYS INC COM 67000810 20608 606140 SH SHARED 11 592900 2600 10640 D NOVELLUS SYS INC COM 67000810 898 26432 SH SHR/OTHR 11 26432 D NOVEN PHARMACEUTICALS INC COM 67000910 304 11944 SH SHARED 11944 D NOVEN PHARMACEUTICALS INC COM 67000910 634 24900 SH SHARED 01 24900 D NOVEN PHARMACEUTICALS INC COM 67000910 734 28813 SH SHARED 02 28813 D NOVEN PHARMACEUTICALS INC COM 67000910 1473 57800 SH SHARED 06 57800 D NOVEN PHARMACEUTICALS INC COM 67000910 2588 101510 SH SHARED 11 101510 D NOVEN PHARMACEUTICALS INC COM 67000910 1032 40500 SH SHR/OTHR 11 40500 D NOVOSTE CORP COM 67010C10 149 32439 SH SHARED 32439 D NOVOSTE CORP COM 67010C10 14 3100 SH SHARED 01 3100 D NOVOSTE CORP COM 67010C10 79 17300 SH SHARED 02 13200 4100 D NOVO-NORDISK A S ADR 67010020 52 1600 SH SHARED 1600 D NOVO-NORDISK A S ADR 67010020 246 7500 SH SHARED 01 7500 D NOVO-NORDISK A S ADR 67010020 0 27 SH SHARED 02 27 D NOVO-NORDISK A S ADR 67010020 75 2280 SH SHARED 11 2280 D NOVO-NORDISK A S ADR 67010020 6 200 SH SHR/OTHR 11 200 D NU SKIN ENTERPRISES INC CL A 67018T10 16 1140 SH SHARED 1140 D NU SKIN ENTERPRISES INC CL A 67018T10 297 20444 SH SHARED 01 20444 D NU SKIN ENTERPRISES INC CL A 67018T10 919 63180 SH SHARED 02 63180 D NSTAR COM 67019E10 71740 1602067 SH SHARED 1602067 D NSTAR COM 67019E10 1695 37866 SH SHARED 01 37846 20 D NSTAR COM 67019E10 33 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 1503 33573 SH SHARED 02 32873 700 D NSTAR COM 67019E10 7 175 SH SHARED 11 175 D NTELOS INC COM 67019U10 0 494 SH SHARED 494 D NTELOS INC COM 67019U10 40 28992 SH SHARED 02 17192 11800 D NUCOR CORP COM 67034610 11997 184469 SH SHARED 184269 200 D NUCOR CORP COM 67034610 41505 638158 SH SHARED 01 635858 2300 D NUCOR CORP COM 67034610 143 2200 SH SHR/OTHR 01 2200 D NUCOR CORP COM 67034610 3066 47146 SH SHARED 02 47146 D NUCOR CORP COM 67034610 975 15000 SH SHARED 04 15000 D NUCOR CORP COM 67034610 5073 78000 SH SHARED 05 78000 D NUCOR CORP COM 67034610 104 1601 SH SHARED 06 1601 D NUCOR CORP COM 67034610 45 700 SH SHARED 07 700 D NUCOR CORP COM 67034610 91 1410 SH SHARED 09 1410 D NUCOR CORP COM 67034610 14367 220900 SH SHARED 11 217200 3700 D NUCOR CORP COM 67034610 6845 105251 SH SHR/OTHR 11 105251 D NUEVO ENERGY CO COM 67050910 5 372 SH SHARED 372 D NUEVO ENERGY CO COM 67050910 1092 69150 SH SHARED 01 69150 D NUEVO ENERGY CO COM 67050910 299 18974 SH SHARED 02 18974 D NUMERICAL TECHNOLOGIES INC COM 67053T10 17 4502 SH SHARED 4502 D NUMERICAL TECHNOLOGIES INC COM 67053T10 32 8100 SH SHARED 01 8100 D NUMERICAL TECHNOLOGIES INC COM 67053T10 109 27459 SH SHARED 02 27459 D NUVEEN INSD PREM INCOME MUN COM 6706D810 52 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 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10000 23350 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 23 1575 SH SHARED 11 1575 D NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 4 300 SH SHARED 02 300 D NVIDIA CORP NOTE 4.750%10/1 67066GAA 12710 15500000 PRN SHARED 02 15500000 D NVIDIA CORP NOTE 4.750%10/1 67066GAA 1968 2400000 PRN SHARED 11 2400000 D NVIDIA CORP COM 67066G10 7923 461220 SH SHARED 461220 D NVIDIA CORP COM 67066G10 9010 524487 SH SHARED 01 524487 D NVIDIA CORP COM 67066G10 3956 230279 SH SHARED 02 143079 87200 D NVIDIA CORP COM 67066G10 8590 500000 SH SHARED 04 500000 D NVIDIA CORP COM 67066G10 25 1500 SH SHARED 06 1500 D NVIDIA CORP COM 67066G10 22 1323 SH SHARED 09 1323 D NVIDIA CORP COM 67066G10 10 600 SH SHARED 11 400 200 D NVIDIA CORP COM 67066G10 100 5834 SH SHR/OTHR 11 5834 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 75 5000 SH SHARED 02 5000 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 23 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 294 38500 SH SHARED 02 2500 36000 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 59 3700 SH SHARED 02 3700 D NUTRITION 21 INC COM 67069V10 54 90600 SH SHARED 01 90600 D NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 222 15600 SH SHARED 02 4000 11600 D NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 2 200 SH SHARED 02 200 D NUVEEN REAL ESTATE INCOME FD COM 67071B10 269 16850 SH SHARED 02 5300 11550 D NUVEEN N C DIV ADV FD 2 COM 67071D10 116 7823 SH SHARED 02 6823 1000 D NUVEEN INSD CALIF DIVID COM 67071M10 52 3500 SH SHARED 02 3500 D NYFIX INC COM 67071210 10 1218 SH SHARED 1218 D NYFIX INC COM 67071210 191 22514 SH SHARED 01 22514 D NYFIX INC COM 67071210 755 88915 SH SHARED 02 88915 D O CHARLEYS INC COM 67082310 10 400 SH SHARED 400 D O CHARLEYS INC COM 67082310 428 16950 SH SHARED 01 16950 D O CHARLEYS INC COM 67082310 502 19849 SH SHARED 02 19849 D OGE ENERGY CORP COM 67083710 53885 2357200 SH SHARED 2357200 D OGE ENERGY CORP COM 67083710 1347 58950 SH SHARED 01 58950 D OGE ENERGY CORP COM 67083710 25 1130 SH SHR/OTHR 01 1130 D OGE ENERGY CORP COM 67083710 1205 52737 SH SHARED 02 52537 200 D OGE ENERGY CORP COM 67083710 130 5700 SH SHARED 11 3000 2700 D OGE ENERGY CORP COM 67083710 102 4480 SH SHR/OTHR 11 4480 D OM GROUP INC COM 67087210 745 12022 SH SHARED 12022 D OM GROUP INC COM 67087210 788 12722 SH SHARED 01 12722 D OM GROUP INC COM 67087210 917 14795 SH SHARED 02 14795 D NUVEEN MUN VALUE FD INC COM 67092810 110 11596 SH SHARED 02 11596 D NUVEEN MUN VALUE FD INC COM 67092810 102 10670 SH SHARED 11 10570 100 D NUVEEN PA INVT QUALITY MUN F COM 67097210 45 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 20 1400 SH SHARED 02 1400 D NUVEEN NY SELECT QUALITY MUN COM 67097610 106 7000 SH SHR/OTHR 01 7000 D NUVEEN NY SELECT QUALITY MUN COM 67097610 8 535 SH SHARED 02 535 D NUVEEN NY SELECT QUALITY MUN COM 67097610 148 9730 SH SHARED 11 9730 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 155 10000 SH SHR/OTHR 01 10000 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 108 7000 SH SHARED 02 3700 3300 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 82 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 245 15450 SH SHR/OTHR 01 8000 7450 D NUVEEN NY QUALITY INCM MUN F COM 67098610 107 7200 SH SHR/OTHR 01 7200 D NUVEEN INSD NY PREM INCOME F COM 67101R10 0 7 SH SHARED 02 7 D OSI PHARMACEUTICALS INC COM 67104010 238 9929 SH SHARED 9929 D OSI PHARMACEUTICALS INC COM 67104010 4741 197414 SH SHARED 01 197414 D OSI PHARMACEUTICALS INC COM 67104010 780 32492 SH SHARED 02 32292 200 D OSI PHARMACEUTICALS INC COM 67104010 31543 1313200 SH SHARED 04 1313200 D OSI PHARMACEUTICALS INC COM 67104010 480 20000 SH SHARED 07 20000 D OSI PHARMACEUTICALS INC COM 67104010 9294 386943 SH SHARED 11 246728 21915 118300 D OSI PHARMACEUTICALS INC COM 67104010 480 20000 SH SHR/OTHR 11 20000 D OSI SYSTEMS INC COM 67104410 309 15600 SH SHARED 01 15600 D OSI SYSTEMS INC COM 67104410 223 11294 SH SHARED 02 11294 D OSI SYSTEMS INC COM 67104410 1243 62700 SH SHARED 06 62700 D OSI SYSTEMS INC COM 67104410 2907 146600 SH SHARED 11 146600 D OSI SYSTEMS INC COM 67104410 880 44400 SH SHR/OTHR 11 44400 D OAK TECHNOLOGY INC COM 67180210 19 4253 SH SHARED 4253 D OAK TECHNOLOGY INC COM 67180210 2700 596200 SH SHARED 01 585548 10652 D OAK TECHNOLOGY INC COM 67180210 218 48330 SH SHARED 02 48330 D OAK TECHNOLOGY INC COM 67180210 3091 682500 SH SHARED 11 405100 277400 D OAKLEY INC COM 67366210 38 2200 SH SHARED 2200 D OAKLEY INC COM 67366210 200 11500 SH SHARED 01 11500 D OAKLEY INC COM 67366210 27 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 520 29910 SH SHARED 02 26060 3850 D OAKWOOD HOMES CORP COM NEW 67409820 0 27 SH SHARED 02 27 D OCCIDENTAL PETE CORP DEL COM 67459910 53644 1788750 SH SHARED 1788600 150 D OCCIDENTAL PETE CORP DEL COM 67459910 50008 1667517 SH SHARED 01 1667517 D OCCIDENTAL PETE CORP DEL COM 67459910 172 5736 SH SHR/OTHR 01 5736 D OCCIDENTAL PETE CORP DEL COM 67459910 45628 1521445 SH SHARED 02 1518645 2800 D OCCIDENTAL PETE CORP DEL COM 67459910 539 18000 SH SHARED 04 18000 D OCCIDENTAL PETE CORP DEL COM 67459910 231 7733 SH SHARED 06 7733 D OCCIDENTAL PETE CORP DEL COM 67459910 1153 38450 SH SHARED 07 38450 D OCCIDENTAL PETE CORP DEL COM 67459910 112 3766 SH SHARED 09 3766 D OCCIDENTAL PETE CORP DEL COM 67459910 2701 90075 SH SHARED 11 88100 1975 D OCCIDENTAL PETE CORP DEL COM 67459910 507 16909 SH SHR/OTHR 11 16909 D OCEAN ENERGY INC DEL COM 67481E10 1209 55802 SH SHARED 55802 D OCEAN ENERGY INC DEL COM 67481E10 2532 116882 SH SHARED 01 116882 D OCEAN ENERGY INC DEL COM 67481E10 2573 118781 SH SHARED 02 110361 8420 D OCEAN ENERGY INC DEL COM 67481E10 5120 236300 SH SHARED 11 236300 D OCEANEERING INTL INC COM 67523210 430 15961 SH SHARED 15961 D OCEANEERING INTL INC COM 67523210 884 32750 SH SHARED 01 32750 D OCEANEERING INTL INC COM 67523210 747 27677 SH SHARED 02 27677 D OCEANFIRST FINL CORP COM 67523410 8 336 SH SHARED 336 D OCEANFIRST FINL CORP COM 67523410 1547 64105 SH SHARED 01 64105 D OCEANFIRST FINL CORP COM 67523410 227 9408 SH SHARED 02 9408 D OCTEL CORP COM 67572710 6 240 SH SHARED 240 D OCTEL CORP COM 67572710 81 3200 SH SHARED 01 3200 D OCTEL CORP COM 67572710 218 8600 SH SHARED 02 8600 D OCULAR SCIENCES INC COM 67574410 13 494 SH SHARED 494 D OCULAR SCIENCES INC COM 67574410 530 20000 SH SHARED 01 20000 D OCULAR SCIENCES INC COM 67574410 394 14900 SH SHARED 02 14900 D OCULAR SCIENCES INC COM 67574410 16 630 SH SHARED 11 630 D OCWEN FINL CORP COM 67574610 5 1074 SH SHARED 1074 D OCWEN FINL CORP COM 67574610 154 28150 SH SHARED 01 27350 800 D OCWEN FINL CORP COM 67574610 505 91900 SH SHARED 02 91900 D ODYSSEY HEALTHCARE INC COM 67611V10 87 2400 SH SHARED 01 2400 D ODYSSEY HEALTHCARE INC COM 67611V10 362 10000 SH SHARED 02 10000 D ODYSSEY RE HLDGS CORP COM 67612W10 86 5000 SH SHARED 01 5000 D ODYSSEY RE HLDGS CORP COM 67612W10 358 20630 SH SHARED 02 20630 D ODYSSEY RE HLDGS CORP COM 67612W10 1565 90000 SH SHARED 04 90000 D OFFICEMAX INC COM 67622M10 382 64948 SH SHARED 64948 D OFFICEMAX INC COM 67622M10 1803 306240 SH SHARED 01 306240 D OFFICEMAX INC COM 67622M10 611 103800 SH SHARED 02 99800 4000 D OFFICE DEPOT INC NOTE 12/1 676220AA 17755 22475000 PRN SHARED 22475000 D OFFICE DEPOT INC NOTE 12/1 676220AA 262 332000 PRN SHARED 02 332000 D OFFICE DEPOT INC COM 67622010 12451 741140 SH SHARED 741140 D OFFICE DEPOT INC COM 67622010 28325 1686013 SH SHARED 01 1686013 D OFFICE DEPOT INC COM 67622010 6967 414728 SH SHARED 02 413103 1625 D OFFICE DEPOT INC COM 67622010 61 3674 SH SHARED 06 3674 D OFFICE DEPOT INC COM 67622010 35 2131 SH SHARED 09 2131 D OFFICE DEPOT INC COM 67622010 94 5606 SH SHARED 11 1100 4506 D OFFICE DEPOT INC COM 67622010 2237 133211 SH SHR/OTHR 11 133211 D OFFSHORE LOGISTICS INC COM 67625510 11 466 SH SHARED 466 D OFFSHORE LOGISTICS INC COM 67625510 1623 67950 SH SHARED 01 67950 D OFFSHORE LOGISTICS INC COM 67625510 675 28282 SH SHARED 02 24217 4065 D OGLEBAY NORTON CO COM 67700710 54 4300 SH SHARED 02 2600 1700 D OHIO CAS CORP NOTE 5.000% 3/1 677240AC 0 330000 PRN SHARED 02 330000 D OHIO CAS CORP COM 67724010 687 32874 SH SHARED 32874 D OHIO CAS CORP COM 67724010 1077 51542 SH SHARED 01 51542 D OHIO CAS CORP COM 67724010 2339 111953 SH SHARED 02 111953 D OHIO CAS CORP COM 67724010 14091 674233 SH SHR/OTHR 11 674233 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 18059 293800 SH SHARED 02 293400 400 D OIL STS INTL INC COM 67802610 2 240 SH SHARED 240 D OIL STS INTL INC COM 67802610 27 2300 SH SHARED 01 2300 D OIL STS INTL INC COM 67802610 234 19700 SH SHARED 02 16200 3500 D OLD NATL BANCORP IND COM 68003310 371 14580 SH SHARED 14580 D OLD NATL BANCORP IND COM 68003310 793 31193 SH SHARED 01 31193 D OLD NATL BANCORP IND COM 68003310 276 10858 SH SHARED 02 10858 D OLD REP INTL CORP COM 68022310 3211 101949 SH SHARED 101949 D OLD REP INTL CORP COM 68022310 2845 90348 SH SHARED 01 90348 D OLD REP INTL CORP COM 68022310 3 112 SH SHR/OTHR 01 112 D OLD REP INTL CORP COM 68022310 18193 577577 SH SHARED 02 576827 750 D OLD REP INTL CORP COM 68022310 46 1486 SH SHARED 06 1486 D OLD REP INTL CORP COM 68022310 129 4120 SH SHARED 07 4120 D OLD REP INTL CORP COM 68022310 59 1875 SH SHARED 11 1875 D OLD SECOND BANCORP INC ILL COM 68027710 9 253 SH SHARED 253 D OLD SECOND BANCORP INC ILL COM 68027710 63 1733 SH SHARED 01 1733 D OLD SECOND BANCORP INC ILL COM 68027710 221 6033 SH SHARED 02 6033 D OLIN CORP COM PAR $1 68066520 262 11856 SH SHARED 11856 D OLIN CORP COM PAR $1 68066520 779 35190 SH SHARED 01 35190 D OLIN CORP COM PAR $1 68066520 66 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 1639 74004 SH SHARED 02 74004 D OLIN CORP COM PAR $1 68066520 6 312 SH SHR/OTHR 11 312 D OMNICARE INC COM 68190410 719 27401 SH SHARED 27401 D OMNICARE INC COM 68190410 1660 63245 SH SHARED 01 63245 D OMNICARE INC COM 68190410 2462 93759 SH SHARED 02 93759 D OMNICOM GROUP INC NOTE 2/0 681919AK 1104 1165000 PRN SHARED 02 1165000 D OMNICOM GROUP INC COM 68191910 44981 982133 SH SHARED 980526 1607 D OMNICOM GROUP INC COM 68191910 42847 935544 SH SHARED 01 922779 12765 D OMNICOM GROUP INC COM 68191910 2013 43973 SH SHR/OTHR 01 38023 5950 D OMNICOM GROUP INC COM 68191910 5536 120893 SH SHARED 02 115073 5820 D OMNICOM GROUP INC COM 68191910 474 10350 SH SHARED 03 10350 D OMNICOM GROUP INC COM 68191910 3373 73658 SH SHARED 06 73658 D OMNICOM GROUP INC COM 68191910 171 3750 SH SHARED 07 3750 D OMNICOM GROUP INC COM 68191910 88 1943 SH SHARED 09 1943 D OMNICOM GROUP INC COM 68191910 79083 1726722 SH SHARED 11 766389 667050 293283 D OMNICOM GROUP INC COM 68191910 4520 98704 SH SHR/OTHR 11 98704 D OMEGA HEALTHCARE INVS INC COM 68193610 194 25600 SH SHARED 02 13600 12000 D OMEGA HEALTHCARE INVS INC COM 68193610 13 1800 SH SHARED 11 300 1500 D 1-800 CONTACTS INC COM 68197710 2 154 SH SHARED 154 D 1-800 CONTACTS INC COM 68197710 41 3100 SH SHARED 01 3100 D 1-800 CONTACTS INC COM 68197710 90 6700 SH SHARED 02 6700 D OMEGA FINL CORP COM 68209210 7 206 SH SHARED 206 D OMEGA FINL CORP COM 68209210 91 2500 SH SHARED 01 2500 D OMEGA FINL CORP COM 68209210 266 7300 SH SHARED 02 7300 D OMEGA WORLDWIDE INC COM 68210B10 0 1 SH SHARED 01 1 D OMEGA WORLDWIDE INC COM 68210B10 0 158 SH SHARED 11 79 79 D OMEGA PROTEIN CORP COM 68210P10 418 91300 SH SHARED 02 91300 D OMNIVISION TECHNOLOGIES INC COM 68212810 93 6600 SH SHARED 01 6600 D OMNIVISION TECHNOLOGIES INC COM 68212810 237 16700 SH SHARED 02 16700 D OMNOVA SOLUTIONS INC COM 68212910 9 1072 SH SHARED 1072 D OMNOVA SOLUTIONS INC COM 68212910 169 20200 SH SHARED 01 20200 D OMNOVA SOLUTIONS INC COM 68212910 394 46906 SH SHARED 02 46906 D OMNICELL INC COM 68213N10 85 12200 SH SHARED 02 12200 D OMNICELL INC COM 68213N10 12256 1753400 SH SHARED 11 1172000 23100 558300 D ON ASSIGNMENT INC COM 68215910 243 13702 SH SHARED 13702 D ON ASSIGNMENT INC COM 68215910 658 37000 SH SHARED 01 37000 D ON ASSIGNMENT INC COM 68215910 858 48233 SH SHARED 02 48233 D ON COMMAND CORP COM 68216010 0 196 SH SHARED 196 D ON COMMAND CORP COM 68216010 24 14700 SH SHARED 02 4600 10100 D ON SEMICONDUCTOR CORP COM 68218910 1 900 SH SHARED 900 D ON SEMICONDUCTOR CORP COM 68218910 17 8300 SH SHARED 01 8300 D ON SEMICONDUCTOR CORP COM 68218910 65 31700 SH SHARED 02 31700 D ON TECHNOLOGY CORP COM 68219P10 7 4220 SH SHARED 02 4220 D 1 800 FLOWERS COM CL A 68243Q10 349 31346 SH SHARED 31346 D 1 800 FLOWERS COM CL A 68243Q10 113 10125 SH SHARED 01 8400 1725 D 1 800 FLOWERS COM CL A 68243Q10 13 1214 SH SHR/OTHR 01 1214 D 1 800 FLOWERS COM CL A 68243Q10 524 47025 SH SHARED 02 47025 D ONEIDA LTD COM 68250510 7 390 SH SHARED 390 D ONEIDA LTD COM 68250510 540 28233 SH SHARED 01 28233 D ONEIDA LTD COM 68250510 239 12500 SH SHARED 02 12500 D ONEOK INC NEW COM 68268010 405 18480 SH SHARED 18480 D ONEOK INC NEW COM 68268010 4401 200530 SH SHARED 01 200530 D ONEOK INC NEW COM 68268010 1974 89959 SH SHARED 02 89459 500 D ONEOK INC NEW COM 68268010 61 2800 SH SHARED 11 2800 D ONI SYSTEMS CORP NOTE 5.000%10/1 68273FAA 2264 3345000 PRN SHARED 02 3345000 D ONI SYSTEMS CORP COM 68273F10 0 1437 SH SHARED 02 1437 D ONYX ACCEP CORP COM 68291410 8 2000 SH SHARED 02 2000 D ONVIA COM INC COM 68338T10 0 1400 SH SHARED 02 1400 D ONYX PHARMACEUTICALS INC COM 68339910 136 23719 SH SHARED 23719 D ONYX PHARMACEUTICALS INC COM 68339910 32 5600 SH SHARED 01 5600 D ONYX PHARMACEUTICALS INC COM 68339910 23 4000 SH SHR/OTHR 01 4000 D ONYX PHARMACEUTICALS INC COM 68339910 122 21200 SH SHARED 02 21200 D ONYX SOFTWARE CORP COM 68340210 6 1931 SH SHARED 1931 D ONYX SOFTWARE CORP COM 68340210 52 15542 SH SHARED 01 15542 D ONYX SOFTWARE CORP COM 68340210 127 37800 SH SHARED 02 37800 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5 200 SH SHARED 200 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 25 1010 SH SHARED 02 1010 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 4253 167050 SH SHARED 04 167050 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 509 20000 SH SHARED 05 20000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 338 13300 SH SHARED 06 13300 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 63 2500 SH SHARED 07 2500 D OPEN TEXT CORP COM 68371510 47 2400 SH SHARED 02 2400 D OPENWAVE SYS INC COM 68371810 163 29167 SH SHARED 29167 D OPENWAVE SYS INC COM 68371810 2268 404283 SH SHARED 01 397009 7274 D OPENWAVE SYS INC COM 68371810 1022 182277 SH SHARED 02 181630 647 D OPENWAVE SYS INC COM 68371810 2 450 SH SHARED 07 450 D OPLINK COMMUNICATIONS INC COM 68375Q10 2 3224 SH SHARED 3224 D OPLINK COMMUNICATIONS INC COM 68375Q10 19 26800 SH SHARED 01 26800 D OPLINK COMMUNICATIONS INC COM 68375Q10 81 112050 SH SHARED 02 110400 1650 D OPNET TECHNOLOGIES INC COM 68375710 42 4712 SH SHARED 4712 D OPNET TECHNOLOGIES INC COM 68375710 71 8000 SH SHARED 01 8000 D OPNET TECHNOLOGIES INC COM 68375710 77 8700 SH SHARED 02 8700 D OPTICAL COMMUNICATION PRODS CL A 68382T10 35 29278 SH SHARED 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68389X10 3337 352429 SH SHARED 08 352429 D ORACLE CORP COM 68389X10 2345 247639 SH SHARED 09 247639 D ORACLE CORP COM 68389X10 1163 122900 SH SHARED 10 122900 D ORACLE CORP COM 68389X10 164171 17335916 SH SHARED 11 7615890 7721800 1998226 D ORACLE CORP COM 68389X10 10339 1091787 SH SHR/OTHR 11 1091787 D OPTION CARE INC COM 68394810 3 237 SH SHARED 237 D OPTION CARE INC COM 68394810 216 15775 SH SHARED 01 15775 D OPTION CARE INC COM 68394810 148 10825 SH SHARED 02 10825 D ORASURE TECHNOLOGIES INC COM 68554V10 45 6925 SH SHARED 6925 D ORASURE TECHNOLOGIES INC COM 68554V10 36 5600 SH SHARED 01 5600 D ORASURE TECHNOLOGIES INC COM 68554V10 181 27849 SH SHARED 02 27849 D ORASURE TECHNOLOGIES INC COM 68554V10 84 13042 SH SHARED 11 13042 D ORBITAL SCIENCES CORP NOTE 5.000%10/0 685564AC 1886 2001000 PRN SHARED 02 1000 2000000 D ORBITAL SCIENCES CORP COM 68556410 7 878 SH SHARED 878 D ORBITAL SCIENCES CORP COM 68556410 178 22410 SH SHARED 01 22410 D ORBITAL SCIENCES CORP COM 68556410 296 37200 SH SHARED 02 37200 D ORBITAL SCIENCES CORP *W EXP 08/31/200 68556413 44 10166 SH SHARED 02 166 10000 D ORCHID BIOSCIENCES INC COM 68571P10 1 1272 SH SHARED 1272 D ORCHID BIOSCIENCES INC COM 68571P10 129 98300 SH SHARED 02 47700 50600 D ORCHID BIOSCIENCES INC COM 68571P10 19 15000 SH SHARED 04 15000 D ORCHID BIOSCIENCES INC COM 68571P10 1494 1132500 SH SHARED 07 1132500 D ORGANOGENESIS INC COM 68590610 0 814 SH SHARED 814 D ORGANOGENESIS INC COM 68590610 10 52729 SH SHARED 02 32729 20000 D ORGANOGENESIS INC COM 68590610 0 1400 SH SHARED 11 1400 D OREGON STL MLS INC COM 68607910 4 670 SH SHARED 670 D OREGON STL MLS INC COM 68607910 36 6000 SH SHARED 01 6000 D OREGON STL MLS INC COM 68607910 135 22500 SH SHARED 02 22500 D O REILLY AUTOMOTIVE INC COM 68609110 1836 66622 SH SHARED 66622 D O REILLY AUTOMOTIVE INC COM 68609110 611 22200 SH SHARED 01 22200 D O REILLY AUTOMOTIVE INC COM 68609110 44 1600 SH SHR/OTHR 01 800 800 D O REILLY AUTOMOTIVE INC COM 68609110 1292 46897 SH SHARED 02 46397 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12946 D OSHKOSH TRUCK CORP COM 68823920 82 1400 SH SHARED 1400 D OSHKOSH TRUCK CORP COM 68823920 1756 29714 SH SHARED 29714 D OSHKOSH TRUCK CORP COM 68823920 3042 51475 SH SHARED 01 51475 D OSHKOSH TRUCK CORP COM 68823920 1490 25219 SH SHARED 02 25219 D OSHKOSH TRUCK CORP COM 68823920 1749 29600 SH SHARED 06 29600 D OSHKOSH TRUCK CORP COM 68823920 28328 479250 SH SHARED 11 479250 D OSHKOSH TRUCK CORP COM 68823920 6218 105200 SH SHR/OTHR 11 105200 D OSMONICS INC COM 68835010 3 216 SH SHARED 216 D OSMONICS INC COM 68835010 39 2500 SH SHARED 01 2500 D OSMONICS INC COM 68835010 146 9200 SH SHARED 02 9200 D OSTEOTECH INC COM 68858210 38 5142 SH SHARED 02 5142 D OTTER TAIL CORP COM 68964810 24 791 SH SHARED 791 D OTTER TAIL CORP COM 68964810 378 12000 SH SHARED 01 12000 D OTTER TAIL CORP COM 68964810 783 24850 SH SHARED 02 22850 2000 D OTTER TAIL CORP COM 68964810 25 800 SH SHARED 11 800 D OUTBACK STEAKHOUSE INC COM 68989910 2740 78083 SH SHARED 78083 D OUTBACK STEAKHOUSE INC COM 68989910 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COM 69147110 3348 72079 SH SHARED 02 71584 495 D OXFORD HEALTH PLANS INC COM 69147110 45 979 SH SHARED 06 979 D OXFORD HEALTH PLANS INC COM 69147110 324 6980 SH SHARED 07 6980 D OXFORD HEALTH PLANS INC COM 69147110 12864 276900 SH SHR/OTHR 11 276900 D OXFORD INDS INC COM 69149730 5 184 SH SHARED 184 D OXFORD INDS INC COM 69149730 1691 60400 SH SHARED 01 60400 D OXFORD INDS INC COM 69149730 211 7542 SH SHARED 02 7542 D P & O PRINCESS CRUISES PLC ADR 69307010 473 18804 SH SHARED 18804 D P & O PRINCESS CRUISES PLC ADR 69307010 220 8750 SH SHARED 05 8750 D PAB BANKSHARES INC COM 69313P10 2 313 SH SHARED 02 313 D P A M TRANSN SVCS INC COM 69314910 31 1300 SH SHARED 01 1300 D P A M TRANSN SVCS INC COM 69314910 62 2600 SH SHARED 02 2600 D P C CONNECTION COM 69318J10 62 15159 SH SHARED 15159 D P C CONNECTION COM 69318J10 14 3550 SH SHARED 01 3550 D P C CONNECTION COM 69318J10 23 5800 SH SHARED 02 5800 D PC-TEL INC COM 69325Q10 493 72866 SH SHARED 72866 D PC-TEL INC COM 69325Q10 75 11100 SH SHARED 01 11100 D PC-TEL INC COM 69325Q10 556 82188 SH SHARED 02 82188 D PDF SOLUTIONS INC COM 69328210 77 10600 SH SHARED 02 10600 D PDF SOLUTIONS INC COM 69328210 2005 274300 SH SHARED 11 120200 154100 D PDI INC COM 69329V10 46 2979 SH SHARED 2979 D PDI INC COM 69329V10 170 11000 SH SHARED 01 11000 D PDI INC COM 69329V10 109 7100 SH SHARED 02 7100 D PG&E CORP COM 69331C10 17289 966430 SH SHARED 966430 D PG&E CORP COM 69331C10 33599 1878132 SH SHARED 01 1878132 D PG&E CORP COM 69331C10 85 4800 SH SHR/OTHR 01 4800 D PG&E CORP COM 69331C10 3908 218495 SH SHARED 02 217295 1200 D PG&E CORP COM 69331C10 62 3511 SH SHARED 06 3511 D PG&E CORP COM 69331C10 124 6950 SH SHARED 07 6950 D PG&E CORP COM 69331C10 80 4492 SH SHARED 09 4492 D PG&E CORP COM 69331C10 74 4157 SH SHARED 11 3557 600 D PG&E CORP COM 69331C10 342 19170 SH SHR/OTHR 11 19170 D PFF BANCORP INC COM 69331W10 113 2958 SH SHARED 2958 D PFF BANCORP INC COM 69331W10 165 4300 SH SHARED 01 4300 D PFF BANCORP INC COM 69331W10 384 10000 SH SHARED 02 10000 D PFF BANCORP INC COM 69331W10 6359 165610 SH SHARED 11 165610 D P F CHANGS CHINA BISTRO INC COM 69333Y10 78 2490 SH SHARED 2490 D P F CHANGS CHINA BISTRO INC COM 69333Y10 753 23972 SH SHARED 01 23972 D P F CHANGS CHINA BISTRO INC COM 69333Y10 914 29092 SH SHARED 02 29092 D P F CHANGS CHINA BISTRO INC COM 69333Y10 5328 169600 SH SHARED 11 97800 3000 68800 D PICO HLDGS INC COM NEW 69336620 3 216 SH SHARED 216 D PICO HLDGS INC COM NEW 69336620 41 2500 SH SHARED 01 2500 D PICO HLDGS INC COM NEW 69336620 220 13301 SH SHARED 02 12400 901 D PLX TECHNOLOGY INC COM 69341710 2 482 SH SHARED 482 D PLX TECHNOLOGY INC COM 69341710 74 17525 SH SHARED 01 17525 D PLX TECHNOLOGY INC COM 69341710 62 14800 SH SHARED 02 14800 D PMA CAP CORP CL A 69341920 8 400 SH SHARED 400 D PMA CAP CORP CL A 69341920 243 11500 SH SHARED 01 11500 D PMA CAP CORP CL A 69341920 480 22700 SH SHARED 02 22700 D PMC-SIERRA INC NOTE 3.750% 8/1 69344FAB 1485 2015000 PRN SHARED 02 2015000 D PMC-SIERRA INC COM 69344F10 4097 441977 SH SHARED 441977 D PMC-SIERRA INC COM 69344F10 6706 723433 SH SHARED 01 721433 2000 D PMC-SIERRA INC COM 69344F10 1327 143162 SH SHARED 02 141462 1700 D PMC-SIERRA INC COM 69344F10 449 48450 SH SHARED 06 48450 D PMC-SIERRA INC COM 69344F10 18 2000 SH SHARED 07 2000 D PMC-SIERRA INC COM 69344F10 222 24000 SH SHARED 11 24000 D PMC-SIERRA INC COM 69344F10 1364 147217 SH SHR/OTHR 11 147217 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 7700 7000000 PRN SHARED 01 7000000 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 10289 9354000 PRN SHARED 02 1852000 7502000 D PMI GROUP INC WHEN ISSUED 69344M10 4315 112984 SH SHARED 112984 D PMI GROUP INC WHEN ISSUED 69344M10 2490 65208 SH SHARED 01 65208 D PMI GROUP INC WHEN ISSUED 69344M10 3272 85674 SH SHARED 02 84374 1300 D PMI GROUP INC WHEN ISSUED 69344M10 7853 205600 SH SHARED 11 205600 D PNC FINL SVCS GROUP INC COM 69347510 81894 1566462 SH SHARED 1566462 D PNC FINL SVCS GROUP INC COM 69347510 64706 1237697 SH SHARED 01 1232697 5000 D PNC FINL SVCS GROUP INC COM 69347510 48943 936180 SH SHARED 02 931780 4400 D PNC FINL SVCS GROUP INC COM 69347510 267 5108 SH SHARED 06 5108 D PNC FINL SVCS GROUP INC COM 69347510 490 9385 SH SHARED 07 9385 D PNC FINL SVCS GROUP INC COM 69347510 156 2993 SH SHARED 09 2993 D PNC FINL SVCS GROUP INC COM 69347510 103166 1973346 SH SHARED 11 1359676 517700 95970 D PNC FINL SVCS GROUP INC COM 69347510 63346 1211670 SH SHR/OTHR 11 1211670 D POSCO SPONSORED ADR 69348310 1659 60845 SH SHARED 60845 D POSCO SPONSORED ADR 69348310 14967 548874 SH SHARED 548874 D POSCO SPONSORED ADR 69348310 81 3000 SH SHR/OTHR 01 3000 D POSCO SPONSORED ADR 69348310 79 2900 SH SHARED 02 2900 D POSCO SPONSORED ADR 69348310 12522 459200 SH SHARED 04 459200 D POSCO SPONSORED ADR 69348310 1606 58900 SH SHARED 05 58900 D POSCO SPONSORED ADR 69348310 6749 247498 SH SHARED 06 247498 D POSCO SPONSORED ADR 69348310 109 4000 SH SHARED 09 4000 D POSCO SPONSORED ADR 69348310 177 6510 SH SHARED 11 6510 D POSCO SPONSORED ADR 69348310 9023 330888 SH SHR/OTHR 11 330888 D PNM RES INC COM 69349H10 28608 1182174 SH SHARED 1182174 D PNM RES INC COM 69349H10 4346 179609 SH SHARED 01 179159 450 D PNM RES INC COM 69349H10 1360 56217 SH SHARED 02 56217 D PNM RES INC COM 69349H10 950 39260 SH SHARED 11 38810 450 D PNM RES INC COM 69349H10 121 5000 SH SHR/OTHR 11 5000 D PPG INDS INC COM 69350610 31148 503202 SH SHARED 503202 D PPG INDS INC COM 69350610 46632 753358 SH SHARED 01 753358 D PPG INDS INC COM 69350610 1058 17100 SH SHR/OTHR 01 4100 13000 D PPG INDS INC COM 69350610 5830 94200 SH SHARED 02 94000 200 D PPG INDS INC COM 69350610 563 9100 SH SHARED 04 9100 D PPG INDS INC COM 69350610 2386 38555 SH SHARED 06 38555 D PPG INDS INC COM 69350610 229 3700 SH SHARED 07 3700 D PPG INDS INC COM 69350610 73 1195 SH SHARED 09 1195 D PPG INDS INC COM 69350610 50999 823904 SH SHARED 11 164754 652400 6750 D PPG INDS INC COM 69350610 508 8218 SH SHR/OTHR 11 8218 D PPL CORP COM 69351T10 13436 406193 SH SHARED 406193 D PPL CORP COM 69351T10 20030 605518 SH SHARED 01 605518 D PPL CORP COM 69351T10 2777 83963 SH SHARED 02 82693 1270 D PPL CORP COM 69351T10 68 2067 SH SHARED 06 2067 D PPL CORP COM 69351T10 59 1810 SH SHARED 07 1810 D PPL CORP COM 69351T10 862 26066 SH SHARED 11 14200 11866 D PPL CORP COM 69351T10 194 5884 SH SHR/OTHR 11 5884 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 133 10830 SH SHARED 10830 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 372 30297 SH SHARED 01 30297 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 912 74098 SH SHARED 02 74098 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 0 50 SH SHARED 05 50 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 7 600 SH SHARED 11 600 D PS BUSINESS PKS INC CALIF COM 69360J10 141 4055 SH SHARED 4055 D PS BUSINESS PKS INC CALIF COM 69360J10 206 5900 SH SHARED 01 5900 D PS BUSINESS PKS INC CALIF COM 69360J10 307 8800 SH SHARED 02 8800 D PS BUSINESS PKS INC CALIF COM 69360J10 394 11300 SH SHR/OTHR 11 11300 D PSC INC COM 69361E10 5 10000 SH SHARED 02 10000 D PSS WORLD MED INC COM 69366A10 252 31150 SH SHARED 31150 D PSS WORLD MED INC COM 69366A10 486 60101 SH SHARED 01 60101 D PSS WORLD MED INC COM 69366A10 549 67793 SH SHARED 02 67543 250 D PTEK HLDGS INC COM 69366M10 140 24600 SH SHARED 01 24100 500 D PTEK HLDGS INC COM 69366M10 229 40000 SH SHARED 02 39800 200 D PYR ENERGY CORP COM 69367710 0 372 SH SHARED 372 D PYR ENERGY CORP COM 69367710 45 23300 SH SHARED 02 13000 10300 D PAC-WEST TELECOM INC COM 69371Y10 0 1810 SH SHARED 11 1810 D PACCAR INC COM 69371810 13494 303994 SH SHARED 303994 D PACCAR INC COM 69371810 25607 576872 SH SHARED 01 527886 48986 D PACCAR INC COM 69371810 464 10462 SH SHR/OTHR 01 3412 7050 D PACCAR INC COM 69371810 6360 143285 SH SHARED 02 143285 D PACCAR INC COM 69371810 39 883 SH SHARED 09 883 D PACCAR INC COM 69371810 37704 849391 SH SHARED 11 235605 613786 D PACCAR INC COM 69371810 6876 154903 SH SHR/OTHR 11 154903 D PACER INTL INC TENN COM 69373H10 23 1340 SH SHARED 02 540 800 D PACHOLDER HIGH YIELD FD INC COM 69374210 26 3300 SH SHARED 02 3300 D PACIFIC CAP BANCORP NEW COM 69404P10 23 986 SH SHARED 986 D PACIFIC CAP BANCORP NEW COM 69404P10 557 23366 SH SHARED 01 23366 D PACIFIC CAP BANCORP NEW COM 69404P10 33 1398 SH SHR/OTHR 01 1398 D PACIFIC CAP BANCORP NEW COM 69404P10 818 34272 SH SHARED 02 34272 D PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 69405910 34 15320 SH SHARED 15320 D PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 69405910 1 770 SH SHARED 01 770 D PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 69405910 0 100 SH SHARED 11 100 D PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 69405910 8 3842 SH SHR/OTHR 11 3842 D PACIFIC NORTHWEST BANCORP COM 69466M10 12 402 SH SHARED 402 D PACIFIC NORTHWEST BANCORP COM 69466M10 179 5717 SH SHARED 01 5717 D PACIFIC NORTHWEST BANCORP COM 69466M10 507 16200 SH SHARED 02 16200 D PACIFIC SUNWEAR CALIF INC COM 69487310 5623 253641 SH SHARED 253641 D PACIFIC SUNWEAR CALIF INC COM 69487310 475 21467 SH SHARED 01 19742 1725 D PACIFIC SUNWEAR CALIF INC COM 69487310 40 1811 SH SHR/OTHR 01 1811 D PACIFIC SUNWEAR CALIF INC COM 69487310 828 37369 SH SHARED 02 37369 D PACIFIC SUNWEAR CALIF INC COM 69487310 1032 46574 SH SHARED 11 38574 8000 D PACIFIC UN BK CALIF COM 69502510 20 1200 SH SHARED 01 1200 D PACIFIC UN BK CALIF COM 69502510 155 8900 SH SHARED 02 8900 D PACIFICARE HEALTH SYS DEL COM 69511210 21 798 SH SHARED 798 D PACIFICARE HEALTH SYS DEL COM 69511210 1373 50490 SH SHARED 01 50490 D PACIFICARE HEALTH SYS DEL COM 69511210 2229 81980 SH SHARED 02 54980 27000 D PACIFICARE HEALTH SYS DEL COM 69511210 813 29920 SH SHARED 11 29920 D PACKAGING CORP AMER COM 69515610 83 4200 SH SHARED 4200 D PACKAGING CORP AMER COM 69515610 644 32420 SH SHARED 32420 D PACKAGING CORP AMER COM 69515610 3281 164996 SH SHARED 01 164996 D PACKAGING CORP AMER COM 69515610 1276 64171 SH SHARED 02 64171 D PACKAGING CORP AMER COM 69515610 1636 82300 SH SHARED 06 82300 D PACKAGING CORP AMER COM 69515610 44163 2220400 SH SHARED 11 2220400 D PACKAGING CORP AMER COM 69515610 13982 703000 SH SHR/OTHR 11 703000 D PACKETEER INC COM 69521010 35 7949 SH SHARED 7949 D PACKETEER INC COM 69521010 61 14000 SH SHARED 01 14000 D PACKETEER INC COM 69521010 86 19600 SH SHARED 02 19600 D PACKETEER INC COM 69521010 8 2000 SH SHARED 06 2000 D PACTIV CORP COM 69525710 8539 358820 SH SHARED 358820 D PACTIV CORP COM 69525710 14642 615241 SH SHARED 01 615241 D PACTIV CORP COM 69525710 3069 128984 SH SHARED 02 124664 4320 D PACTIV CORP COM 69525710 239 10049 SH SHARED 07 10049 D PACTIV CORP COM 69525710 37 1589 SH SHARED 09 1589 D PACTIV CORP COM 69525710 10470 439945 SH SHARED 11 437800 2145 D PACTIV CORP COM 69525710 134 5644 SH SHR/OTHR 11 5644 D PAIN THERAPEUTICS INC COM 69562K10 92 11110 SH SHARED 11110 D PAIN THERAPEUTICS INC COM 69562K10 36 4400 SH SHARED 01 4400 D PAIN THERAPEUTICS INC COM 69562K10 116 13900 SH SHARED 02 13900 D PALL CORP COM 69642930 5598 269799 SH SHARED 269799 D PALL CORP COM 69642930 9034 435417 SH SHARED 01 435417 D PALL CORP COM 69642930 286 13797 SH SHR/OTHR 01 12297 1500 D PALL CORP COM 69642930 1537 74093 SH SHARED 02 73293 800 D PALL CORP COM 69642930 34 1671 SH SHARED 09 1671 D PALL CORP COM 69642930 71 3460 SH SHR/OTHR 11 3460 D PALM HARBOR HOMES COM 69663910 8 412 SH SHARED 412 D PALM HARBOR HOMES COM 69663910 79 4028 SH SHARED 01 4028 D PALM HARBOR HOMES COM 69663910 296 14945 SH SHARED 02 14945 D PALM INC COM 69664210 2474 1406029 SH SHARED 1376029 30000 D PALM INC COM 69664210 4273 2428341 SH SHARED 01 2423341 5000 D PALM INC COM 69664210 1577 896538 SH SHARED 02 894401 2137 D PALM INC COM 69664210 5 3100 SH SHARED 07 3100 D PALM INC COM 69664210 7 4135 SH SHARED 09 4135 D PALM INC COM 69664210 21 12412 SH SHARED 11 900 11512 D PALM INC COM 69664210 42 23943 SH SHR/OTHR 11 23943 D PAN AMERICAN SILVER CORP COM 69790010 37 5000 SH SHARED 02 5000 D PANAMSAT CORP NEW COM 69793310 1129 49974 SH SHARED 49974 D PANAMSAT CORP NEW COM 69793310 941 41661 SH SHARED 01 41661 D PANAMSAT CORP NEW COM 69793310 1099 48638 SH SHARED 02 48638 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 121 3558 SH SHARED 3558 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 2471 72298 SH SHARED 01 72298 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 980 28700 SH SHARED 02 28700 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 4053 118580 SH SHARED 11 118580 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 293 8600 SH SHR/OTHR 11 8600 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 43956 1286042 SH SHARED 12 1286042 D PANERA BREAD CO CL A 69840W10 58 1685 SH SHARED 1685 D PANERA BREAD CO CL A 69840W10 3764 109200 SH SHARED 01 109200 D PANERA BREAD CO CL A 69840W10 1077 31267 SH SHARED 02 31267 D PANERA BREAD CO CL A 69840W10 103 3000 SH SHARED 11 3000 D PANERA BREAD CO CL A 69840W10 6 200 SH SHR/OTHR 11 200 D PANTRY INC COM 69865710 33 10000 SH SHARED 02 10000 D PAPA JOHNS INTL INC COM 69881310 12 372 SH SHARED 372 D PAPA JOHNS INTL INC COM 69881310 571 17107 SH SHARED 01 17107 D PAPA JOHNS INTL INC COM 69881310 882 26425 SH SHARED 02 24325 2100 D PAR TECHNOLOGY CORP COM 69888410 5 1000 SH SHARED 02 1000 D PARADIGM GENETICS INC COM 69900R10 0 570 SH SHARED 570 D PARADIGM GENETICS INC COM 69900R10 44 32300 SH SHARED 02 18700 13600 D PARADYNE NETWORKS INC COM 69911G10 91 23100 SH SHARED 02 23100 D PARAMETRIC TECHNOLOGY CORP COM 69917310 2312 674155 SH SHARED 674155 D PARAMETRIC TECHNOLOGY CORP COM 69917310 3758 1095780 SH SHARED 01 1095780 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1389 404978 SH SHARED 02 344972 60006 D PARAMETRIC TECHNOLOGY CORP COM 69917310 3 1000 SH SHARED 07 1000 D PARAMETRIC TECHNOLOGY CORP COM 69917310 6 1864 SH SHARED 09 1864 D PARAMETRIC TECHNOLOGY CORP COM 69917310 9 2786 SH SHARED 11 2786 D PARAMETRIC TECHNOLOGY CORP COM 69917310 33 9785 SH SHR/OTHR 11 9785 D PAREXEL INTL CORP COM 69946210 9 712 SH SHARED 712 D PAREXEL INTL CORP COM 69946210 391 28160 SH SHARED 01 28160 D PAREXEL INTL CORP COM 69946210 403 29023 SH SHARED 02 29023 D PAREXEL INTL CORP COM 69946210 61 4430 SH SHARED 11 4430 D PARK ELECTROCHEMICAL CORP COM 70041620 10 400 SH SHARED 400 D PARK ELECTROCHEMICAL CORP COM 70041620 880 33237 SH SHARED 01 33237 D PARK ELECTROCHEMICAL CORP COM 70041620 556 20988 SH SHARED 02 20988 D PARK NATL CORP COM 70065810 62 724 SH SHARED 724 D PARK NATL CORP COM 70065810 215 2510 SH SHARED 01 2510 D PARK NATL CORP COM 70065810 628 7311 SH SHARED 02 7311 D PARK NATL CORP COM 70065810 469 5461 SH SHR/OTHR 11 5461 D PARK PL ENTMT CORP COM 70069010 4371 426481 SH SHARED 426481 D PARK PL ENTMT CORP COM 70069010 3687 359713 SH SHARED 01 359713 D PARK PL ENTMT CORP COM 70069010 9053 883286 SH SHARED 02 879386 3900 D PARK PL ENTMT CORP COM 70069010 26 2550 SH SHARED 07 2550 D PARK PL ENTMT CORP COM 70069010 25 2500 SH SHARED 11 2500 D PARK PL ENTMT CORP COM 70069010 1576 153760 SH SHR/OTHR 11 153760 D PARKER DRILLING CO COM 70108110 86 26329 SH SHARED 26329 D PARKER DRILLING CO COM 70108110 130 39900 SH SHARED 01 39900 D PARKER DRILLING CO COM 70108110 239 73100 SH SHARED 02 73100 D PARKER HANNIFIN CORP COM 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SH SHARED 01 2474 D PENN ENGR & MFG CORP COM NON VTG 70738930 175 10100 SH SHARED 02 10100 D PENN NATL GAMING INC COM 70756910 37 2056 SH SHARED 2056 D PENN NATL GAMING INC COM 70756910 4958 273200 SH SHARED 01 273200 D PENN NATL GAMING INC COM 70756910 906 49922 SH SHARED 02 39922 10000 D PENN NATL GAMING INC COM 70756910 26 1440 SH SHARED 11 1440 D PENN TRAFFIC CO NEW COM NEW 70783220 90 9000 SH SHARED 02 9000 D PENN TREATY AMERN CORP NOTE 6.250%12/0 707874AC 770 1000000 PRN SHARED 1000000 D PENN TREATY AMERN CORP COM 70787410 0 28 SH SHARED 28 D PENN VA CORP COM 70788210 454 11671 SH SHARED 11671 D PENN VA CORP COM 70788210 877 22500 SH SHARED 01 22500 D PENN VA CORP COM 70788210 272 7000 SH SHARED 02 7000 D PENN VA CORP COM 70788210 9306 238756 SH SHARED 11 238000 756 D PENNEY J C INC COM 70816010 13306 604275 SH SHARED 604275 D PENNEY J C INC COM 70816010 21872 993322 SH SHARED 01 990022 3300 D PENNEY J C INC COM 70816010 242 11000 SH SHR/OTHR 01 2900 8100 D PENNEY J C INC COM 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7500 D PERSONNEL GROUP AMER INC COM 71533810 147 163800 SH SHARED 163800 D PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 187 15000 SH SHARED 15000 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 0 27 SH SHARED 27 D PETCO ANIMAL SUPPLIES COM NEW 71601620 59 2400 SH SHARED 01 2400 D PETCO ANIMAL SUPPLIES COM NEW 71601620 304 12240 SH SHARED 02 11240 1000 D PETRO-CDA COM 71644E10 124 4400 SH SHARED 4400 D PETRO-CDA COM 71644E10 33 1200 SH SHARED 02 1200 D PETRO-CDA COM 71644E10 75 2680 SH SHARED 06 2680 D PETROCHINA CO LTD SPONSORED ADR 71646E10 21250 967700 SH SHARED 967700 D PETROCHINA CO LTD SPONSORED ADR 71646E10 28 1280 SH SHARED 02 1280 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 64 3700 SH SHARED 11 3700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 21026 1208400 SH SHR/OTHR 11 1208400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 6204 329000 SH SHARED 329000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 820 43511 SH SHARED 43511 D 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INC COM 71674810 11 2000 SH SHARED 11 2000 D PETSMART INC COM 71676810 2613 162909 SH SHARED 162909 D PETSMART INC COM 71676810 7131 444600 SH SHARED 01 444600 D PETSMART INC COM 71676810 1789 111560 SH SHARED 02 111560 D PHARMACYCLICS INC COM 71693310 32 7347 SH SHARED 7347 D PHARMACYCLICS INC COM 71693310 81 18300 SH SHARED 02 14200 4100 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 239 6418 SH SHARED 6418 D PFIZER INC COM 71708110 178 5100 SH SHARED 5100 D PFIZER INC COM 71708110 819897 23425640 SH SHARED 20628758 2796882 D PFIZER INC COM 71708110 1068470 30527720 SH SHARED 01 29093909 32596 1401215 D PFIZER INC COM 71708110 58543 1672684 SH SHR/OTHR 01 1048236 624448 D PFIZER INC COM 71708110 142289 4065409 SH SHARED 02 3921194 144215 D PFIZER INC COM 71708110 78109 2231700 SH SHARED 03 381750 1849950 D PFIZER INC COM 71708110 137949 3941425 SH SHARED 04 3941425 D PFIZER INC COM 71708110 79543 2272685 SH SHARED 05 2272685 D PFIZER INC COM 71708110 162502 4642942 SH SHARED 06 4642942 D PFIZER INC COM 71708110 35447 1012782 SH SHARED 07 1012782 D PFIZER INC COM 71708110 21702 620064 SH SHARED 08 620064 D PFIZER INC COM 71708110 16723 477812 SH SHARED 09 477812 D PFIZER INC COM 71708110 2719 77700 SH SHARED 10 77700 D PFIZER INC COM 71708110 566035 16172438 SH SHARED 11 6686987 6533337 2952114 D PFIZER INC COM 71708110 69464 1984700 SH SHR/OTHR 11 1984700 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 8454 109300 SH SHARED 02 109300 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 69 900 SH SHARED 11 900 D PHARMACEUTICAL PROD DEV INC COM 71712410 247 9400 SH SHARED 01 9400 D PHARMACEUTICAL PROD DEV INC COM 71712410 670 25473 SH SHARED 02 25073 400 D PHARMACEUTICAL PROD DEV INC COM 71712410 50 1900 SH SHARED 11 1900 D PHARMACEUTICAL RES INC COM 71712510 127 4603 SH SHARED 4603 D PHARMACEUTICAL RES INC COM 71712510 527 19000 SH SHARED 01 19000 D PHARMACEUTICAL RES INC COM 71712510 33 1203 SH SHR/OTHR 01 1203 D PHARMACEUTICAL RES INC COM 71712510 476 17150 SH SHARED 02 17150 D PHARMACEUTICAL RES INC COM 71712510 3635 130870 SH SHARED 11 119870 10600 400 D PHARMACEUTICAL RES INC COM 71712510 8922 321200 SH SHR/OTHR 11 321200 D PHARMACOPEIA INC COM 71713B10 149 17491 SH SHARED 17491 D PHARMACOPEIA INC COM 71713B10 289 34000 SH SHARED 01 34000 D PHARMACOPEIA INC COM 71713B10 182 21434 SH SHARED 02 21434 D PHARMANETICS INC COM 71713J10 4 1000 SH SHARED 02 1000 D PHARMACIA CORP COM 71713U10 115792 3091921 SH SHARED 3086475 5446 D PHARMACIA CORP COM 71713U10 217863 5817448 SH SHARED 01 5552276 265172 D PHARMACIA CORP COM 71713U10 7680 205083 SH SHR/OTHR 01 131600 73483 D PHARMACIA CORP COM 71713U10 29868 797558 SH SHARED 02 791016 6542 D PHARMACIA CORP COM 71713U10 25585 683200 SH SHARED 03 683200 D PHARMACIA CORP COM 71713U10 81536 2177202 SH SHARED 04 2177202 D PHARMACIA CORP COM 71713U10 16667 445047 SH SHARED 05 445047 D PHARMACIA CORP COM 71713U10 6310 168495 SH SHARED 06 168495 D PHARMACIA CORP COM 71713U10 8483 226520 SH SHARED 07 226520 D PHARMACIA CORP COM 71713U10 5239 139917 SH SHARED 08 139917 D PHARMACIA CORP COM 71713U10 3686 98425 SH SHARED 09 98425 D PHARMACIA CORP COM 71713U10 55164 1473030 SH SHARED 11 380681 980410 111939 D PHARMACIA CORP COM 71713U10 53131 1418723 SH SHR/OTHR 11 1418723 D PHARMCHEM INC COM 71713310 3 3500 SH SHARED 11 3500 D PHARMOS CORP COM NEW 71713920 1 1514 SH SHARED 1514 D PHARMOS CORP COM NEW 71713920 64 69700 SH SHARED 02 52600 17100 D PHELPS DODGE CORP COM 71726510 13836 335831 SH SHARED 329331 6500 D PHELPS DODGE CORP COM 71726510 14885 361302 SH SHARED 01 361302 D PHELPS DODGE CORP COM 71726510 29 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 2506 60836 SH SHARED 02 57536 3300 D PHELPS DODGE CORP COM 71726510 2472 60000 SH SHARED 04 60000 D PHELPS DODGE CORP COM 71726510 343 8330 SH SHARED 06 8330 D PHELPS DODGE CORP COM 71726510 276 6700 SH SHARED 07 6700 D PHELPS DODGE CORP COM 71726510 41 1016 SH SHARED 09 1016 D PHELPS DODGE CORP COM 71726510 2 53 SH SHARED 11 53 D PHELPS DODGE CORP COM 71726510 147 3573 SH SHR/OTHR 11 3573 D PHILADELPHIA CONS HLDG CORP COM 71752810 46 1016 SH SHARED 1016 D PHILADELPHIA CONS HLDG CORP COM 71752810 3749 82700 SH SHARED 01 82700 D PHILADELPHIA CONS HLDG CORP COM 71752810 49 1100 SH SHR/OTHR 01 1100 D PHILADELPHIA CONS HLDG CORP COM 71752810 1117 24637 SH SHARED 02 24637 D PHILADELPHIA CONS HLDG CORP COM 71752810 5495 121200 SH SHARED 11 121200 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 84 4200 SH SHARED 4200 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 1592 78815 SH SHARED 78815 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 3233 160098 SH SHARED 01 160098 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 1685 83460 SH SHARED 02 83460 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 1650 81718 SH SHARED 06 81718 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 24793 1227415 SH SHARED 11 1225853 1562 D PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 5983 296208 SH SHR/OTHR 11 296208 D PHILIP MORRIS COS INC COM 71815410 383455 8778754 SH SHARED 8674491 104263 D PHILIP MORRIS COS INC COM 71815410 436418 9991261 SH SHARED 01 9835448 155813 D PHILIP MORRIS COS INC COM 71815410 107124 2452484 SH SHR/OTHR 01 54845 2397639 D PHILIP MORRIS COS INC COM 71815410 59838 1369930 SH SHARED 02 1337400 32530 D PHILIP MORRIS COS INC COM 71815410 34996 801210 SH SHARED 03 165900 635310 D PHILIP MORRIS COS INC COM 71815410 103111 2360600 SH SHARED 04 2360600 D PHILIP MORRIS COS INC COM 71815410 29145 667253 SH SHARED 05 667253 D PHILIP MORRIS COS INC COM 71815410 39415 902378 SH SHARED 06 902378 D PHILIP MORRIS COS INC COM 71815410 14720 337000 SH SHARED 07 337000 D PHILIP MORRIS COS INC COM 71815410 8734 199974 SH SHARED 08 199974 D PHILIP MORRIS COS INC COM 71815410 9979 228463 SH SHARED 09 228463 D PHILIP MORRIS COS INC COM 71815410 50477 1155622 SH SHARED 11 812206 343416 D PHILIP MORRIS COS INC COM 71815410 495986 11355001 SH SHR/OTHR 11 11355001 D PHILIP SVCS CORP DEL COM 71819310 575 1197923 SH SHARED 02 1197923 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 597 80046 SH SHARED 80046 D PHILIPS INTL RLTY CORP COM 71833310 1655 799850 SH SHARED 12 799850 D PHILLIPS PETE CO COM 71850710 65846 1118318 SH SHARED 1118318 D PHILLIPS PETE CO COM 71850710 88509 1503221 SH SHARED 01 1503221 D PHILLIPS PETE CO COM 71850710 1637 27809 SH SHR/OTHR 01 3000 24809 D PHILLIPS PETE CO COM 71850710 13139 223159 SH SHARED 02 220098 3061 D PHILLIPS PETE CO COM 71850710 8537 145000 SH SHARED 04 145000 D PHILLIPS PETE CO COM 71850710 128 2179 SH SHARED 06 2179 D PHILLIPS PETE CO COM 71850710 227 3870 SH SHARED 07 3870 D PHILLIPS PETE CO COM 71850710 199 3388 SH SHARED 09 3388 D PHILLIPS PETE CO COM 71850710 103615 1759782 SH SHARED 11 1542265 217517 D PHILLIPS PETE CO COM 71850710 77525 1316675 SH SHR/OTHR 11 1316675 D PHILLIPS VAN HEUSEN CORP COM 71859210 288 18522 SH SHARED 18522 D PHILLIPS VAN HEUSEN CORP COM 71859210 246 15800 SH SHARED 01 15800 D PHILLIPS VAN HEUSEN CORP COM 71859210 447 28660 SH SHARED 02 28660 D PHILLIPS VAN HEUSEN CORP COM 71859210 6881 441100 SH SHARED 11 441100 D PHOENIX COS INC NEW COM 71902E10 169 9214 SH SHARED 01 9214 D PHOENIX COS INC NEW COM 71902E10 122 6692 SH SHARED 02 6200 492 D PHOENIX COS INC NEW COM 71902E10 1 75 SH SHARED 11 75 D PHOENIX COS INC NEW COM 71902E10 4216 229765 SH SHR/OTHR 11 229765 D PHOENIX TECHNOLOGY LTD COM 71915310 7 744 SH SHARED 744 D PHOENIX TECHNOLOGY LTD COM 71915310 201 20168 SH SHARED 01 20168 D PHOENIX TECHNOLOGY LTD COM 71915310 305 30552 SH SHARED 02 30552 D PHOTOMEDEX INC COM 71935810 3 2000 SH SHARED 11 2000 D PHOTON DYNAMICS INC COM 71936410 3534 117818 SH SHARED 117818 D PHOTON DYNAMICS INC COM 71936410 532 17766 SH SHARED 01 17766 D PHOTON DYNAMICS INC COM 71936410 714 23829 SH SHARED 02 22421 1408 D PHOTON DYNAMICS INC COM 71936410 4882 162750 SH SHARED 11 87750 75000 D PHOTRONICS INC COM 71940510 803 42426 SH SHARED 42426 D PHOTRONICS INC COM 71940510 2927 154568 SH SHARED 01 154568 D PHOTRONICS INC COM 71940510 1259 66483 SH SHARED 02 32483 34000 D PHOTRONICS INC COM 71940510 18 1000 SH SHARED 11 1000 D PIEDMONT NAT GAS INC COM 72018610 29 808 SH SHARED 808 D PIEDMONT NAT GAS INC COM 72018610 818 22131 SH SHARED 01 22131 D PIEDMONT NAT GAS INC COM 72018610 90 2442 SH SHR/OTHR 01 1800 642 D PIEDMONT NAT GAS INC COM 72018610 1652 44675 SH SHARED 02 44175 500 D PIEDMONT NAT GAS INC COM 72018610 114 3100 SH SHARED 11 600 2500 D PIER 1 IMPORTS INC COM 72027910 3189 151889 SH SHARED 151889 D PIER 1 IMPORTS INC COM 72027910 5803 276353 SH SHARED 01 276353 D PIER 1 IMPORTS INC COM 72027910 2586 123160 SH SHARED 02 123160 D PIER 1 IMPORTS INC COM 72027910 24754 1178800 SH SHARED 11 1178800 D PIER 1 IMPORTS INC COM 72027910 8747 416550 SH SHR/OTHR 11 416550 D PILGRIMS PRIDE CORP CL B 72146710 59 4260 SH SHARED 4260 D PILGRIMS PRIDE CORP CL B 72146710 1443 103100 SH SHARED 01 103100 D PILGRIMS PRIDE CORP CL B 72146710 186 13300 SH SHARED 02 13300 D PILGRIMS PRIDE CORP CL B 72146710 2601 185800 SH SHARED 11 185800 D PILGRIMS PRIDE CORP CL A 72146720 978 94240 SH SHARED 94240 D PILGRIMS PRIDE CORP CL A 72146720 6 650 SH SHARED 02 650 D PIMCO CA MUNICIPAL INCOME FD COM 72200N10 222 15000 SH SHARED 02 15000 D PIMCO MUNICIPAL INCOME FD COM 72200R10 29 2000 SH SHARED 02 2000 D PIMCO CORPORATE INCOME FD COM 72200U10 923 62600 SH SHARED 02 19700 42900 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 46 4000 SH SHR/OTHR 01 4000 D PINNACLE BANCSHARES INC COM 72290310 192 17700 SH SHARED 01 17700 D PINNACLE ENTMT INC COM 72345610 571 53793 SH SHARED 53793 D PINNACLE ENTMT INC COM 72345610 289 27250 SH SHARED 01 27250 D PINNACLE ENTMT INC COM 72345610 305 28761 SH SHARED 02 28761 D PINNACLE SYS INC COM 72348110 103 9435 SH SHARED 9435 D PINNACLE SYS INC COM 72348110 3984 362612 SH SHARED 01 362612 D PINNACLE SYS INC COM 72348110 939 85494 SH SHARED 02 85494 D PINNACLE WEST CAP CORP COM 72348410 108344 2742901 SH SHARED 2742901 D PINNACLE WEST CAP CORP COM 72348410 16424 415821 SH SHARED 01 409646 6175 D PINNACLE WEST CAP CORP COM 72348410 696 17644 SH SHR/OTHR 01 600 17044 D PINNACLE WEST CAP CORP COM 72348410 1881 47636 SH SHARED 02 47636 D PINNACLE WEST CAP CORP COM 72348410 131 3330 SH SHARED 07 3330 D PINNACLE WEST CAP CORP COM 72348410 13362 338300 SH SHARED 11 338300 D PINNACLE WEST CAP CORP COM 72348410 233 5908 SH SHR/OTHR 11 5908 D PIONEER CORP JAPAN SPONSORED ADR 72364610 13 750 SH SHARED 02 750 D PIONEER HIGH INCOME TR COM 72369H10 13 1000 SH SHARED 02 1000 D PIONEER NAT RES CO COM 72378710 1461 56092 SH SHARED 56092 D PIONEER NAT RES CO COM 72378710 2132 81865 SH SHARED 01 81865 D PIONEER NAT RES CO COM 72378710 2292 87996 SH SHARED 02 87996 D PIONEER NAT RES CO COM 72378710 13 500 SH SHARED 05 500 D PIONEER NAT RES CO COM 72378710 8575 329200 SH SHARED 11 329200 D PIONEER NAT RES CO COM 72378710 126 4875 SH SHR/OTHR 11 4875 D PIONEER STD ELECTRS INC COM 72387710 7 704 SH SHARED 704 D PIONEER STD ELECTRS INC COM 72387710 1467 141243 SH SHARED 01 141243 D PIONEER STD ELECTRS INC COM 72387710 418 40249 SH SHARED 02 40249 D PIONEER STD ELECTRS INC COM 72387710 53 5150 SH SHARED 11 5150 D PITNEY BOWES INC COM 72447910 444 11180 SH SHARED 11180 D PITNEY BOWES INC COM 72447910 20574 518000 SH SHARED 518000 D PITNEY BOWES INC COM 72447910 43036 1083506 SH SHARED 01 1081706 1800 D PITNEY BOWES INC COM 72447910 4162 104784 SH SHR/OTHR 01 88984 15800 D PITNEY BOWES INC COM 72447910 5319 133917 SH SHARED 02 131467 2450 D PITNEY BOWES INC COM 72447910 76 1935 SH SHARED 06 1935 D PITNEY BOWES INC COM 72447910 1038 26156 SH SHARED 07 26156 D PITNEY BOWES INC COM 72447910 85 2155 SH SHARED 09 2155 D PITNEY BOWES INC COM 72447910 59335 1493833 SH SHARED 11 1383728 110105 D PITNEY BOWES INC COM 72447910 1225 30848 SH SHR/OTHR 11 30848 D PITTSTON CO COM BRINKS GRP 72570110 559 23295 SH SHARED 23295 D PITTSTON CO COM BRINKS GRP 72570110 1085 45212 SH SHARED 01 45212 D PITTSTON CO COM BRINKS GRP 72570110 1807 75319 SH SHARED 02 75319 D PIXELWORKS INC COM 72581M10 5 614 SH SHARED 614 D PIXELWORKS INC COM 72581M10 1323 157700 SH SHARED 01 157700 D PIXELWORKS INC COM 72581M10 257 30700 SH SHARED 02 30700 D PIXELWORKS INC COM 72581M10 8 1000 SH SHARED 11 1000 D PIVOTAL CORP COM 72581R10 159 41329 SH SHARED 41329 D PIXAR COM 72581110 320 7274 SH SHARED 7274 D PIXAR COM 72581110 2145 48650 SH SHARED 01 48650 D PIXAR COM 72581110 84 1910 SH SHARED 02 1910 D PLACER DOME INC COM 72590610 13927 1242426 SH SHARED 1242426 D PLACER DOME INC COM 72590610 11153 994957 SH SHARED 01 994957 D PLACER DOME INC COM 72590610 2691 240084 SH SHARED 02 234484 5600 D PLACER DOME INC COM 72590610 12 1098 SH SHARED 06 1098 D PLACER DOME INC COM 72590610 112 10000 SH SHARED 11 10000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 34 1336 SH SHARED 1336 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 58 2250 SH SHR/OTHR 01 2250 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 2552 98974 SH SHARED 02 12192 86782 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 206 8000 SH SHARED 11 8000 D PLAINS RES INC COM PAR $0.10 72654050 14 536 SH SHARED 536 D PLAINS RES INC COM PAR $0.10 72654050 815 30500 SH SHARED 01 30500 D PLAINS RES INC COM PAR $0.10 72654050 753 28162 SH SHARED 02 28162 D PLAINS RES INC COM PAR $0.10 72654050 3504 131000 SH SHARED 11 131000 D PLANAR SYS INC COM 72690010 4 222 SH SHARED 222 D PLANAR SYS INC COM 72690010 111 5800 SH SHARED 01 5800 D PLANAR SYS INC COM 72690010 305 15869 SH SHARED 02 15869 D PLANTRONICS INC NEW COM 72749310 18 964 SH SHARED 964 D PLANTRONICS INC NEW COM 72749310 1073 56492 SH SHARED 01 45400 11092 D PLANTRONICS INC NEW COM 72749310 24 1301 SH SHR/OTHR 01 1301 D PLANTRONICS INC NEW COM 72749310 1288 67802 SH SHARED 02 67802 D PLANTRONICS INC NEW COM 72749310 173 9130 SH SHARED 11 9130 D PLATO LEARNING INC COM 72764Y10 106 10747 SH SHARED 10747 D PLATO LEARNING INC COM 72764Y10 731 74099 SH SHARED 01 73864 235 D PLATO LEARNING INC COM 72764Y10 19 1999 SH SHR/OTHR 01 1999 D PLATO LEARNING INC COM 72764Y10 139 14166 SH SHARED 02 14166 D PLAYBOY ENTERPRISES INC CL B 72811730 5 432 SH SHARED 432 D PLAYBOY ENTERPRISES INC CL B 72811730 338 26560 SH SHARED 01 26560 D PLAYBOY ENTERPRISES INC CL B 72811730 154 12100 SH SHARED 02 12100 D PLAYTEX PRODS INC COM 72813P10 9 740 SH SHARED 740 D PLAYTEX PRODS INC COM 72813P10 591 45700 SH SHARED 01 45700 D PLAYTEX PRODS INC COM 72813P10 532 41110 SH SHARED 02 38110 3000 D PLEXUS CORP COM 72913210 109 6071 SH SHARED 6071 D PLEXUS CORP COM 72913210 538 29749 SH SHARED 01 27824 1925 D PLEXUS CORP COM 72913210 27 1494 SH SHR/OTHR 01 1494 D PLEXUS CORP COM 72913210 1722 95178 SH SHARED 02 95178 D PLEXUS CORP COM 72913210 6470 357500 SH SHARED 11 254100 103400 D PLUG POWER INC COM 72919P10 512 64803 SH SHARED 64803 D PLUG POWER INC COM 72919P10 42 5400 SH SHARED 01 5400 D PLUG POWER INC COM 72919P10 110 14000 SH SHARED 02 14000 D PLUG POWER INC COM 72919P10 245 31000 SH SHARED 04 31000 D PLUM CREEK TIMBER CO INC COM 72925110 12400 403911 SH SHARED 403911 D PLUM CREEK TIMBER CO INC COM 72925110 20783 676997 SH SHARED 01 676997 D PLUM CREEK TIMBER CO INC COM 72925110 480 15644 SH SHR/OTHR 01 5818 9826 D PLUM CREEK TIMBER CO INC COM 72925110 5951 193873 SH SHARED 02 190552 3321 D PLUM CREEK TIMBER CO INC COM 72925110 1127 36732 SH SHARED 11 22187 14545 D PLUM CREEK TIMBER CO INC COM 72925110 404 13160 SH SHR/OTHR 11 13160 D PLUMTREE SOFTWARE INC COM 72940Q10 52 10550 SH SHARED 02 10550 D POGO PRODUCING CO NOTE 5.500% 6/1 730448AE 40 40000 PRN SHARED 11 40000 D POGO PRODUCING CO COM 73044810 2116 64896 SH SHARED 64896 D POGO PRODUCING CO COM 73044810 670 20551 SH SHARED 01 20551 D POGO PRODUCING CO COM 73044810 65 2000 SH SHR/OTHR 01 2000 D POGO PRODUCING CO COM 73044810 1220 37405 SH SHARED 02 37405 D POGO PRODUCING CO COM 73044810 366 11230 SH SHR/OTHR 11 11230 D POLARIS INDS INC COM 73106810 91 1412 SH SHARED 1412 D POLARIS INDS INC COM 73106810 6295 96850 SH SHARED 01 96850 D POLARIS INDS INC COM 73106810 3316 51027 SH SHARED 02 50205 822 D POLARIS INDS INC COM 73106810 58 900 SH SHARED 11 900 D POLO RALPH LAUREN CORP CL A 73157210 1416 63243 SH SHARED 63243 D POLO RALPH LAUREN CORP CL A 73157210 653 29186 SH SHARED 01 29186 D POLO RALPH LAUREN CORP CL A 73157210 16 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 360 16090 SH SHARED 02 15690 400 D POLO RALPH LAUREN CORP CL A 73157210 33 1500 SH SHR/OTHR 11 1500 D POLYCOM INC COM 73172K10 628 52385 SH SHARED 52385 D POLYCOM INC COM 73172K10 1093 91209 SH SHARED 01 91209 D POLYCOM INC COM 73172K10 1268 105833 SH SHARED 02 105739 94 D POLYCOM INC COM 73172K10 599 50000 SH SHARED 07 50000 D POLYCOM INC COM 73172K10 24915 2078000 SH SHARED 11 1423692 231608 422700 D POLYCOM INC COM 73172K10 10522 877600 SH SHR/OTHR 11 877600 D POLYMEDICA CORP COM 73173810 7 286 SH SHARED 286 D POLYMEDICA CORP COM 73173810 222 8700 SH SHARED 01 8700 D POLYMEDICA CORP COM 73173810 389 15252 SH SHARED 02 15252 D POLYMEDICA CORP COM 73173810 1753 68660 SH SHARED 11 68660 D POLYONE CORP COM 73179P10 172 15377 SH SHARED 15377 D POLYONE CORP COM 73179P10 685 60911 SH SHARED 01 60911 D POLYONE CORP COM 73179P10 1449 128862 SH SHARED 02 128862 D POMEROY COMPUTER RES COM 73182210 3 240 SH SHARED 240 D POMEROY COMPUTER RES COM 73182210 1080 74100 SH SHARED 01 74100 D POMEROY COMPUTER RES COM 73182210 126 8700 SH SHARED 02 8700 D POPE & TALBOT INC COM 73282710 23 1248 SH SHARED 1248 D POPE & TALBOT INC COM 73282710 89 4776 SH SHARED 01 4776 D POPE & TALBOT INC COM 73282710 422 22561 SH SHARED 02 20361 2200 D POPULAR INC COM 73317410 2486 73818 SH SHARED 01 73818 D POPULAR INC COM 73317410 528 15700 SH SHR/OTHR 01 9700 6000 D POPULAR INC COM 73317410 538 15980 SH SHARED 02 15980 D POPULAR INC COM 73317410 47 1400 SH SHARED 11 1400 D POPULAR INC COM 73317410 3489 103620 SH SHR/OTHR 11 103620 D PORT FINL CORP COM 73411910 9 238 SH SHARED 238 D PORT FINL CORP COM 73411910 84 2100 SH SHARED 01 2100 D PORT FINL CORP COM 73411910 232 5800 SH SHARED 02 4400 1400 D PORTAL SOFTWARE INC COM 73612610 10 14195 SH SHARED 14195 D PORTAL SOFTWARE INC COM 73612610 35 47700 SH SHARED 01 47700 D PORTAL SOFTWARE INC COM 73612610 90 120800 SH SHARED 02 120600 200 D PORTAL SOFTWARE INC COM 73612610 7 9700 SH SHARED 11 9700 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 146 20618 SH SHARED 20618 D POSSIS MEDICAL INC COM 73740710 292 23702 SH SHARED 23702 D POSSIS MEDICAL INC COM 73740710 1883 152500 SH SHARED 01 152500 D POSSIS MEDICAL INC COM 73740710 184 14900 SH SHARED 02 14900 D POST PPTYS INC COM 73746410 33 1108 SH SHARED 1108 D POST PPTYS INC COM 73746410 2310 76600 SH SHARED 01 76600 D POST PPTYS INC COM 73746410 1522 50474 SH SHARED 02 44567 5907 D POST PPTYS INC COM 73746410 52188 1730389 SH SHARED 11 1336430 328100 65859 D POST PPTYS INC COM 73746410 455 15100 SH SHR/OTHR 11 15100 D POTASH CORP SASK INC COM 73755L10 230 3452 SH SHARED 3452 D POTASH CORP SASK INC COM 73755L10 296 4450 SH SHARED 02 4450 D POTLATCH CORP COM 73762810 23 680 SH SHARED 680 D POTLATCH CORP COM 73762810 980 28818 SH SHARED 01 28818 D POTLATCH CORP COM 73762810 1329 39072 SH SHARED 02 39072 D POTOMAC ELEC PWR CO COM 73767910 4616 214927 SH SHARED 214927 D POTOMAC ELEC PWR CO COM 73767910 1463 68130 SH SHARED 01 68130 D POTOMAC ELEC PWR CO COM 73767910 17 800 SH SHR/OTHR 01 800 D POTOMAC ELEC PWR CO COM 73767910 1445 67283 SH SHARED 02 66383 900 D POTOMAC ELEC PWR CO COM 73767910 85 4000 SH SHARED 11 2000 2000 D POWERGEN PLC SPON ADR FINAL 73890540 1097 23397 SH SHARED 23397 D POWERGEN PLC SPON ADR FINAL 73890540 711 15160 SH SHARED 11 9860 5300 D POWELL INDS INC COM 73912810 4 172 SH SHARED 172 D POWELL INDS INC COM 73912810 94 3900 SH SHARED 01 3900 D POWELL INDS INC COM 73912810 138 5700 SH SHARED 02 5700 D POWER INTEGRATIONS INC COM 73927610 73 4099 SH SHARED 4099 D POWER INTEGRATIONS INC COM 73927610 2451 136950 SH SHARED 01 136950 D POWER INTEGRATIONS INC COM 73927610 619 34595 SH SHARED 02 34595 D POWER INTEGRATIONS INC COM 73927610 22 1260 SH SHARED 11 1260 D POWER-ONE INC COM 73930810 1118 179900 SH SHARED 179900 D POWER-ONE INC COM 73930810 3456 555714 SH SHARED 01 555714 D POWER-ONE INC COM 73930810 716 115272 SH SHARED 02 115272 D POWER-ONE INC COM 73930810 15 2449 SH SHR/OTHR 11 2449 D POWERWAVE TECHNOLOGIES INC COM 73936310 74 8135 SH SHARED 8135 D POWERWAVE TECHNOLOGIES INC COM 73936310 821 89700 SH SHARED 01 89700 D POWERWAVE TECHNOLOGIES INC COM 73936310 1984 216643 SH SHARED 02 172897 43746 D POZEN INC COM 73941U10 2 498 SH SHARED 498 D POZEN INC COM 73941U10 19 3800 SH SHARED 01 3800 D POZEN INC COM 73941U10 100 19400 SH SHARED 02 19400 D PRACTICEWORKS INC COM 73941910 57 3100 SH SHARED 01 3100 D PRACTICEWORKS INC COM 73941910 476 25808 SH SHARED 02 25808 D PRAECIS PHARMACEUTICALS INC COM 73942110 4 1364 SH SHARED 1364 D PRAECIS PHARMACEUTICALS INC COM 73942110 64 18500 SH SHARED 01 18500 D PRAECIS PHARMACEUTICALS INC COM 73942110 157 45350 SH SHARED 02 44900 450 D PRAXAIR INC COM 74005P10 414 7270 SH SHARED 7270 D PRAXAIR INC COM 74005P10 57723 1013223 SH SHARED 1013223 D PRAXAIR INC COM 74005P10 39280 689497 SH SHARED 01 689497 D PRAXAIR INC COM 74005P10 301 5300 SH SHR/OTHR 01 5300 D PRAXAIR INC COM 74005P10 5389 94604 SH SHARED 02 94604 D PRAXAIR INC COM 74005P10 97 1720 SH SHARED 06 1720 D PRAXAIR INC COM 74005P10 160 2810 SH SHARED 07 2810 D PRAXAIR INC COM 74005P10 117 2068 SH SHARED 09 2068 D PRAXAIR INC COM 74005P10 560 9830 SH SHARED 11 3325 6505 D PRAXAIR INC COM 74005P10 930 16335 SH SHR/OTHR 11 16335 D PRE PAID LEGAL SVCS INC COM 74006510 226 11384 SH SHARED 11384 D PRE PAID LEGAL SVCS INC COM 74006510 1487 74750 SH SHARED 01 74750 D PRE PAID LEGAL SVCS INC COM 74006510 368 18521 SH SHARED 02 18521 D PRECISION CASTPARTS CORP COM 74018910 1975 59858 SH SHARED 59858 D PRECISION CASTPARTS CORP COM 74018910 1206 36563 SH SHARED 01 36563 D PRECISION CASTPARTS CORP COM 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SH BEN INT 74070610 317 10000 SH SHARED 12 10000 D PRESIDENTIAL LIFE CORP COM 74088410 26 1288 SH SHARED 1288 D PRESIDENTIAL LIFE CORP COM 74088410 180 8900 SH SHARED 01 8900 D PRESIDENTIAL LIFE CORP COM 74088410 551 27199 SH SHARED 02 27199 D PRESSTEK INC COM 74111310 18 4653 SH SHARED 4653 D PRESSTEK INC COM 74111310 85 21303 SH SHARED 01 21303 D PRESSTEK INC COM 74111310 110 27679 SH SHARED 02 27679 D PRESSTEK INC COM 74111310 8 2000 SH SHARED 11 2000 D PRICE COMMUNICATIONS CORP COM NEW 74143730 600 37517 SH SHARED 37517 D PRICE COMMUNICATIONS CORP COM NEW 74143730 985 61603 SH SHARED 01 61603 D PRICE COMMUNICATIONS CORP COM NEW 74143730 1189 74336 SH SHARED 02 74336 D PRICE LEGACY CORP COM 74144P10 60 15600 SH SHARED 02 15600 D PRICE LEGACY CORP COM 74144P10 1 515 SH SHARED 11 515 D PRICE T ROWE GROUP INC COM 74144T10 9378 285234 SH SHARED 285234 D PRICE T ROWE GROUP INC COM 74144T10 15371 467510 SH SHARED 01 467510 D PRICE T ROWE GROUP INC COM 74144T10 1606 48855 SH SHR/OTHR 01 19000 29855 D PRICE T ROWE GROUP INC COM 74144T10 4768 145037 SH SHARED 02 120041 24996 D PRICE T ROWE GROUP INC COM 74144T10 40 1217 SH SHARED 09 1217 D PRICE T ROWE GROUP INC COM 74144T10 688 20950 SH SHARED 11 9100 11850 D PRICE T ROWE GROUP INC COM 74144T10 1597 48594 SH SHR/OTHR 11 48594 D PRICELINE COM INC COM 74150310 96 34441 SH SHARED 34441 D PRICELINE COM INC COM 74150310 1171 419800 SH SHARED 01 419800 D PRICELINE COM INC COM 74150310 523 187780 SH SHARED 02 187480 300 D PRICELINE COM INC COM 74150310 848 304000 SH SHARED 04 304000 D PRICELINE COM INC COM 74150310 5 2000 SH SHARED 05 2000 D PRICELINE COM INC COM 74150310 267 96000 SH SHARED 07 96000 D PRICELINE COM INC COM 74150310 8 3070 SH SHARED 11 3070 D PRICESMART INC COM 74151110 2 68 SH SHARED 68 D PRICESMART INC COM 74151110 38 1000 SH SHARED 01 1000 D PRICESMART INC COM 74151110 127 3300 SH SHARED 02 3300 D PRICESMART INC COM 74151110 24 625 SH SHARED 11 625 D PRIDE INTL INC DEL COM 74153Q10 9182 586336 SH SHARED 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SHR/OTHR 01 833 D PRIORITY HEALTHCARE CORP CL B 74264T10 1402 59660 SH SHARED 02 59660 D PRIORITY HEALTHCARE CORP CL B 74264T10 2805 119400 SH SHARED 11 97800 21600 D PRIORITY HEALTHCARE CORP CL B 74264T10 641 27300 SH SHR/OTHR 11 27300 D PRIVATE MEDIA GROUP INC COM 74266R10 1 384 SH SHARED 384 D PRIVATE MEDIA GROUP INC COM 74266R10 6 2400 SH SHARED 01 2400 D PRIVATE MEDIA GROUP INC COM 74266R10 36 12900 SH SHARED 02 12900 D PROASSURANCE CORP COM 74267C10 11 678 SH SHARED 678 D PROASSURANCE CORP COM 74267C10 114 6490 SH SHARED 01 6490 D PROASSURANCE CORP COM 74267C10 330 18760 SH SHARED 02 18760 D PROASSURANCE CORP COM 74267C10 5 309 SH SHARED 11 309 D PRIVATE BUSINESS INC COM NEW 74267D20 6 1666 SH SHARED 02 1666 D PROBUSINESS SERVICES INC COM 74267410 21 1478 SH SHARED 1478 D PROBUSINESS SERVICES INC COM 74267410 92 6350 SH SHARED 01 6350 D PROBUSINESS SERVICES INC COM 74267410 284 19500 SH SHARED 02 18400 1100 D PROBUSINESS SERVICES INC COM 74267410 36 2500 SH SHARED 11 2500 D PROCOM TECHNOLOGY INC COM 74270W10 0 1800 SH SHARED 02 1800 D PROCTER & GAMBLE CO COM 74271810 512139 5735045 SH SHARED 5394954 340091 D PROCTER & GAMBLE CO COM 74271810 573188 6418679 SH SHARED 01 6160008 258671 D PROCTER & GAMBLE CO COM 74271810 35698 399758 SH SHR/OTHR 01 261659 138099 D PROCTER & GAMBLE CO COM 74271810 119309 1336052 SH SHARED 02 1293160 42892 D PROCTER & GAMBLE CO COM 74271810 44140 494290 SH SHARED 03 92250 402040 D PROCTER & GAMBLE CO COM 74271810 163338 1829100 SH SHARED 04 1829100 D PROCTER & GAMBLE CO COM 74271810 40469 453187 SH SHARED 06 453187 D PROCTER & GAMBLE CO COM 74271810 7606 85178 SH SHARED 07 85178 D PROCTER & GAMBLE CO COM 74271810 11644 130396 SH SHARED 08 130396 D PROCTER & GAMBLE CO COM 74271810 12285 137572 SH SHARED 09 137572 D PROCTER & GAMBLE CO COM 74271810 238354 2669141 SH SHARED 11 817466 861900 989775 D PROCTER & GAMBLE CO COM 74271810 40767 456521 SH SHR/OTHR 11 456521 D PRIVATEBANCORP INC COM 74296210 93 3100 SH SHARED 02 3100 D 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FINL CORP COM 74326610 185 19082 SH SHARED 01 19082 D PROGRESS SOFTWARE CORP COM 74331210 15 1017 SH SHARED 1017 D PROGRESS SOFTWARE CORP COM 74331210 651 44144 SH SHARED 01 44144 D PROGRESS SOFTWARE CORP COM 74331210 620 42034 SH SHARED 02 38432 3602 D PROGRESS SOFTWARE CORP COM 74331210 1653 112031 SH SHARED 11 112031 D PROGRESSIVE CORP OHIO COM 74331510 55058 951754 SH SHARED 951754 D PROGRESSIVE CORP OHIO COM 74331510 61698 1066528 SH SHARED 01 1066528 D PROGRESSIVE CORP OHIO COM 74331510 7078 122355 SH SHARED 02 122274 81 D PROGRESSIVE CORP OHIO COM 74331510 5206 90000 SH SHARED 04 90000 D PROGRESSIVE CORP OHIO COM 74331510 222 3841 SH SHARED 06 3841 D PROGRESSIVE CORP OHIO COM 74331510 135 2350 SH SHARED 07 2350 D PROGRESSIVE CORP OHIO COM 74331510 110 1908 SH SHARED 09 1908 D PROGRESSIVE CORP OHIO COM 74331510 6713 116050 SH SHARED 11 54850 61200 D PROGRESSIVE CORP OHIO COM 74331510 3247 56131 SH SHR/OTHR 11 56131 D PROGRESSIVE RETURN FD INC COM NEW 74337620 11 500 SH SHARED 02 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PROTECTIVE LIFE CORP COM 74367410 1200 36258 SH SHARED 36258 D PROTECTIVE LIFE CORP COM 74367410 1520 45944 SH SHARED 01 45944 D PROTECTIVE LIFE CORP COM 74367410 1902 57472 SH SHARED 02 54472 3000 D PROTECTIVE LIFE CORP COM 74367410 377 11400 SH SHARED 11 2600 8800 D PROTEIN DESIGN LABS INC NOTE 5.500% 2/1 74369LAB 1857 2330000 PRN SHARED 2330000 D PROTEIN DESIGN LABS INC NOTE 5.500% 2/1 74369LAB 1992 2500000 PRN SHARED 01 2500000 D PROTEIN DESIGN LABS INC NOTE 5.500% 2/1 74369LAB 10361 13000000 PRN SHARED 02 13000000 D PROTEIN DESIGN LABS INC COM 74369L10 1043 96092 SH SHARED 96092 D PROTEIN DESIGN LABS INC COM 74369L10 826 76104 SH SHARED 01 76104 D PROTEIN DESIGN LABS INC COM 74369L10 1727 159076 SH SHARED 02 159076 D PROTEIN DESIGN LABS INC COM 74369L10 22395 2062200 SH SHARED 04 2062200 D PROTEIN DESIGN LABS INC COM 74369L10 319 29400 SH SHARED 07 29400 D PROTEIN DESIGN LABS INC COM 74369L10 43 4000 SH SHARED 11 4000 D PROTON ENERGY SYS INC COM 74371K10 174 54365 SH SHARED 54365 D PROTON ENERGY SYS INC COM 74371K10 28 8900 SH SHARED 01 8900 D PROTON ENERGY SYS INC COM 74371K10 115 36000 SH SHARED 02 34000 2000 D PROVIDENCE & WORCESTER RR CO COM 74373710 207 25000 SH SHARED 01 25000 D PROVIDENT BANCORP INC MONTEB COM 74383510 2 86 SH SHARED 86 D PROVIDENT BANCORP INC MONTEB COM 74383510 14 500 SH SHARED 01 500 D PROVIDENT BANCORP INC MONTEB COM 74383510 72 2600 SH SHARED 02 2600 D PROVIDENT BANKSHARES CORP COM 74385910 155 6581 SH SHARED 6581 D PROVIDENT BANKSHARES CORP COM 74385910 644 27198 SH SHARED 01 19848 7350 D PROVIDENT BANKSHARES CORP COM 74385910 692 29224 SH SHARED 02 28664 560 D PROVIDENT BANKSHARES CORP COM 74385910 4716 199100 SH SHARED 11 199100 D PROVIDENT FINL GROUP INC COM 74386610 559 19299 SH SHARED 19299 D PROVIDENT FINL GROUP INC COM 74386610 2031 70044 SH SHARED 01 70044 D PROVIDENT FINL GROUP INC COM 74386610 1105 38111 SH SHARED 02 38111 D PROVIDENT FINL GROUP INC COM 74386610 1381 47610 SH SHR/OTHR 11 47610 D PROVINCE HEALTHCARE CO COM 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CORP COM 74406A10 34 5900 SH SHARED 07 5900 D PROVIDIAN FINL CORP COM 74406A10 12 2069 SH SHARED 09 2069 D PROVIDIAN FINL CORP COM 74406A10 1043 177432 SH SHARED 11 154500 22932 D PROVIDIAN FINL CORP COM 74406A10 398 67759 SH SHR/OTHR 11 67759 D PROXIM CORP CL A 74428310 8 2847 SH SHARED 2847 D PROXIM CORP CL A 74428310 292 97428 SH SHARED 01 97428 D PROXIM CORP CL A 74428310 308 102778 SH SHARED 02 102778 D PROXYMED PHARMACY INC COM NEW 74429030 80 3900 SH SHARED 02 3900 D PRUDENTIAL FINL INC COM 74432010 968 29030 SH SHARED 29030 D PRUDENTIAL FINL INC COM 74432010 6234 186879 SH SHARED 181056 5823 D PRUDENTIAL FINL INC COM 74432010 11918 357276 SH SHARED 01 357268 8 D PRUDENTIAL FINL INC COM 74432010 147 4413 SH SHR/OTHR 01 4413 D PRUDENTIAL FINL INC COM 74432010 1930 57872 SH SHARED 02 54922 2950 D PRUDENTIAL FINL INC COM 74432010 13379 401050 SH SHARED 03 115350 285700 D PRUDENTIAL FINL INC COM 74432010 8006 240000 SH SHARED 04 240000 D PRUDENTIAL FINL INC COM 74432010 18231 546506 SH SHARED 06 546506 D PRUDENTIAL FINL INC COM 74432010 231 6950 SH SHARED 07 6950 D PRUDENTIAL FINL INC COM 74432010 1735 52037 SH SHARED 08 52037 D PRUDENTIAL FINL INC COM 74432010 4647 139302 SH SHARED 09 139302 D PRUDENTIAL FINL INC COM 74432010 294 8837 SH SHARED 11 8694 143 D PRUDENTIAL FINL INC COM 74432010 11008 330000 SH SHR/OTHR 11 330000 D PRUDENTIAL PLC ADR 74435K20 571 30547 SH SHARED 30547 D PRUDENTIAL PLC ADR 74435K20 522 27947 SH SHARED 02 27947 D PRUDENTIAL PLC ADR 74435K20 344 18397 SH SHARED 11 14240 4157 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 23692 547175 SH SHARED 547175 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 39778 918682 SH SHARED 01 917582 1100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 32 750 SH SHR/OTHR 01 750 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 5478 126520 SH SHARED 02 126120 400 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 86 2003 SH SHARED 06 2003 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 290 6720 SH SHARED 07 6720 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 76 1757 SH SHARED 09 1757 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 4976 114934 SH SHARED 11 113985 949 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 338 7821 SH SHR/OTHR 11 7821 D PUBLIC STORAGE INC COM 74460D10 46 1247 SH SHARED 1247 D PUBLIC STORAGE INC COM 74460D10 2202 59356 SH SHARED 01 57356 2000 D PUBLIC STORAGE INC COM 74460D10 580 15634 SH SHARED 02 12849 2785 D PUBLIC STORAGE INC COM 74460D10 37 1019 SH SHARED 11 1019 D PUBLIC STORAGE INC COM 74460D10 1075 29000 SH SHR/OTHR 11 29000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 139 5000 SH SHR/OTHR 01 5000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 331 11873 SH SHARED 02 29 11844 D PUBLICIS S A NEW SPONSORED ADR 74463M10 252 9237 SH SHARED 9237 D PUGET ENERGY INC NEW COM 74531010 54412 2635000 SH SHARED 2635000 D PUGET ENERGY INC NEW COM 74531010 1526 73926 SH SHARED 01 73926 D PUGET ENERGY INC NEW COM 74531010 13 645 SH SHR/OTHR 01 645 D PUGET ENERGY INC NEW COM 74531010 1043 50541 SH SHARED 02 50431 110 D PUGET ENERGY INC NEW COM 74531010 49 2394 SH SHARED 06 2394 D PUGET ENERGY INC NEW COM 74531010 43 2100 SH SHARED 11 2100 D PUGET ENERGY INC NEW COM 74531010 8 400 SH SHR/OTHR 11 400 D PULITZER INC COM 74576910 2186 42131 SH SHARED 42131 D PULITZER INC COM 74576910 208 4016 SH SHARED 01 4016 D PULITZER INC COM 74576910 447 8631 SH SHARED 02 8631 D PULTE HOMES INC COM 74586710 8163 142026 SH SHARED 142026 D PULTE HOMES INC COM 74586710 13348 232236 SH SHARED 01 232236 D PULTE HOMES INC COM 74586710 2458 42776 SH SHARED 02 42551 225 D PULTE HOMES INC COM 74586710 3368 58600 SH SHARED 11 58600 D PULTE HOMES INC COM 74586710 144 2510 SH SHR/OTHR 11 2510 D PUMATECH INC COM 74588710 0 1044 SH SHARED 1044 D PUMATECH INC COM 74588710 41 74450 SH SHARED 02 49450 25000 D PURADYN FILTER TECHNOLOGIES COM 74609110 3 1000 SH SHARED 01 1000 D PURCHASEPRO COM COM NEW 74614430 0 735 SH SHARED 735 D PURCHASEPRO COM COM NEW 74614430 0 182 SH SHARED 02 62 120 D PURE RES INC COM 74622E10 8 414 SH SHARED 414 D PURE RES INC COM 74622E10 387 18646 SH SHARED 01 18646 D PURE RES INC COM 74622E10 316 15200 SH SHARED 02 15200 D PUTNAM HIGH INCOME CONV&BD F SH BEN INT 74677910 32 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 38 5000 SH SHARED 11 5000 D PUTNAM MANAGED MUN INCOM TR COM 74682310 76 9600 SH SHARED 02 9600 D PUTNAM MASTER INCOME TR SH BEN INT 74683K10 62 9000 SH SHR/OTHR 01 9000 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 21 3500 SH SHARED 01 3500 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 38 3000 SH SHARED 02 3000 D QLT INC COM 74692710 66 5000 SH SHARED 5000 D QLT INC COM 74692710 53 3974 SH SHARED 02 3974 D QLT INC COM 74692710 5 400 SH SHARED 11 400 D QLT INC COM 74692710 20 1500 SH SHR/OTHR 11 1500 D QRS CORP COM 74726X10 59 7600 SH SHARED 7600 D QRS CORP COM 74726X10 98 12580 SH SHARED 01 12580 D QRS CORP COM 74726X10 212 27311 SH SHARED 02 22761 4550 D QLOGIC CORP COM 74727710 8629 226497 SH SHARED 226497 D QLOGIC CORP COM 74727710 16277 427243 SH SHARED 01 427243 D QLOGIC CORP COM 74727710 2798 73461 SH SHARED 02 73461 D QLOGIC CORP COM 74727710 63 1675 SH SHARED 06 1675 D QLOGIC CORP COM 74727710 43 1150 SH SHARED 07 1150 D QLOGIC CORP COM 74727710 32 863 SH SHARED 09 863 D QLOGIC CORP COM 74727710 9186 241126 SH SHARED 11 173326 65300 2500 D QLOGIC CORP COM 74727710 1079 28325 SH SHR/OTHR 11 28325 D QUADRAMED CORP SDCV 5.250% 5/0 74730WAC 20 25000 PRN SHARED 02 25000 D QUADRAMED CORP COM 74730W10 55 8000 SH SHARED 01 8000 D QUADRAMED CORP COM 74730W10 218 31200 SH SHARED 02 22900 8300 D QUAKER CITY BANCORP INC COM 74731K10 2 62 SH SHARED 62 D QUAKER CITY BANCORP INC COM 74731K10 66 1600 SH SHARED 01 1600 D QUAKER CITY BANCORP INC COM 74731K10 144 3500 SH SHARED 02 3500 D QUAKER CHEM CORP COM 74731610 6620 270218 SH SHARED 270218 D QUAKER CHEM CORP COM 74731610 90 3700 SH SHARED 01 3700 D QUAKER CHEM CORP COM 74731610 235 9617 SH SHARED 02 9617 D QUAKER FABRIC CORP NEW COM 74739910 2 180 SH SHARED 180 D QUAKER FABRIC CORP 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SH SHR/OTHR 11 236930 D QUALITY SYS INC COM 74758210 117 7000 SH SHARED 02 7000 D QUANTA SVCS INC NOTE 4.000% 7/0 74762EAA 1286 2000000 PRN SHARED 02 2000000 D QUANTA SVCS INC COM 74762E10 227 23091 SH SHARED 23091 D QUANTA SVCS INC COM 74762E10 443 44950 SH SHARED 01 44950 D QUANTA SVCS INC COM 74762E10 1405 142375 SH SHARED 02 142375 D QUANTA SVCS INC COM 74762E10 41 4200 SH SHARED 11 4200 D QUANEX CORP COM 74762010 54 1255 SH SHARED 1255 D QUANEX CORP COM 74762010 6358 145500 SH SHARED 01 145500 D QUANEX CORP COM 74762010 708 16215 SH SHARED 02 16215 D QUANEX CORP COM 74762010 7254 166000 SH SHARED 11 166000 D QUANTUM CORP COM DSSG 74790620 1135 270417 SH SHARED 270417 D QUANTUM CORP COM DSSG 74790620 457 109000 SH SHARED 01 109000 D QUANTUM CORP COM DSSG 74790620 791 188552 SH SHARED 02 188552 D Q MED COM 74791410 54 6500 SH SHARED 02 6500 D QUEST DIAGNOSTICS INC DBCV 1.750%11/3 74834LAF 4141 3570000 PRN SHARED 01 3570000 D QUEST DIAGNOSTICS INC COM 74834L10 373 4340 SH SHARED 4340 D QUEST DIAGNOSTICS INC COM 74834L10 4697 54591 SH SHARED 54031 560 D QUEST DIAGNOSTICS INC COM 74834L10 14477 168243 SH SHARED 01 111618 56625 D QUEST DIAGNOSTICS INC COM 74834L10 1478 17181 SH SHR/OTHR 01 4825 12356 D QUEST DIAGNOSTICS INC COM 74834L10 5871 68230 SH SHARED 02 58201 10029 D QUEST DIAGNOSTICS INC COM 74834L10 19 224 SH SHARED 06 224 D QUEST DIAGNOSTICS INC COM 74834L10 937 10900 SH SHARED 07 10900 D QUEST DIAGNOSTICS INC COM 74834L10 27811 323206 SH SHARED 11 121858 8000 193348 D QUEST DIAGNOSTICS INC COM 74834L10 6169 71700 SH SHR/OTHR 11 71700 D QUEST SOFTWARE INC COM 74834T10 86 5973 SH SHARED 5973 D QUEST SOFTWARE INC COM 74834T10 363 25000 SH SHARED 01 25000 D QUEST SOFTWARE INC COM 74834T10 29520 2031710 SH SHARED 02 2031710 D QUEST SOFTWARE INC COM 74834T10 1205 83000 SH SHARED 11 83000 D QUEST SOFTWARE INC COM 74834T10 78 5400 SH SHR/OTHR 11 5400 D QUESTAR CORP COM 74835610 866 35101 SH SHARED 35101 D QUESTAR CORP COM 74835610 1463 59247 SH SHARED 01 59247 D QUESTAR CORP COM 74835610 1719 69612 SH SHARED 02 69612 D QUESTAR CORP COM 74835610 52 2129 SH SHARED 11 2129 D QUICKSILVER RESOURCES INC COM 74837R10 5 206 SH SHARED 206 D QUICKSILVER RESOURCES INC COM 74837R10 191 7400 SH SHARED 01 7400 D QUICKSILVER RESOURCES INC COM 74837R10 217 8400 SH SHARED 02 8400 D QUIKSILVER INC COM 74838C10 1179 47579 SH SHARED 47579 D QUIKSILVER INC COM 74838C10 184 7450 SH SHARED 01 7450 D QUIKSILVER INC COM 74838C10 1423 57399 SH SHARED 02 57399 D QUIKSILVER INC COM 74838C10 2698 108800 SH SHARED 11 108800 D QUIDEL CORP COM 74838J10 24 3600 SH SHARED 01 3600 D QUIDEL CORP COM 74838J10 148 21600 SH SHARED 02 21600 D QUINTILES TRANSNATIONAL CORP COM 74876710 3217 257594 SH SHARED 257594 D QUINTILES TRANSNATIONAL CORP COM 74876710 7126 570569 SH SHARED 01 570569 D QUINTILES TRANSNATIONAL CORP COM 74876710 1147 91888 SH SHARED 02 91888 D QUINTILES TRANSNATIONAL CORP COM 74876710 59 4751 SH SHR/OTHR 11 4751 D QUIXOTE CORP COM 74905610 66 3922 SH SHARED 3922 D QUIXOTE CORP COM 74905610 27 1600 SH SHARED 01 1600 D QUIXOTE CORP COM 74905610 134 7950 SH SHARED 02 5800 2150 D QWEST COMMUNICATIONS INTL IN COM 74912110 13938 4978012 SH SHARED 4978012 D QWEST COMMUNICATIONS INTL IN COM 74912110 19021 6793491 SH SHARED 01 6793491 D QWEST COMMUNICATIONS INTL IN COM 74912110 118 42379 SH SHR/OTHR 01 7859 34520 D QWEST COMMUNICATIONS INTL IN COM 74912110 6188 2210098 SH SHARED 02 2200183 9915 D QWEST COMMUNICATIONS INTL IN COM 74912110 78 28026 SH SHARED 06 28026 D QWEST COMMUNICATIONS INTL IN COM 74912110 35 12550 SH SHARED 07 12550 D QWEST COMMUNICATIONS INTL IN COM 74912110 34 12248 SH SHARED 09 12248 D QWEST COMMUNICATIONS INTL IN COM 74912110 205 73479 SH SHARED 11 28464 45015 D QWEST COMMUNICATIONS INTL IN COM 74912110 1742 622234 SH SHR/OTHR 11 622234 D QUOVADX INC COM 74913K10 110 17600 SH SHARED 02 17600 D R & G FINANCIAL CORP CL B 74913610 5 234 SH SHARED 234 D R & G FINANCIAL CORP CL B 74913610 2321 97900 SH SHARED 01 97900 D R & G FINANCIAL CORP CL B 74913610 506 21383 SH SHARED 02 21383 D R & G FINANCIAL CORP CL B 74913610 1836 77450 SH SHARED 11 77450 D RAIT INVT TR COM 74922710 54 2300 SH SHARED 01 2300 D RAIT INVT TR COM 74922710 320 13498 SH SHARED 02 13498 D RCN CORP COM 74936110 1 730 SH SHARED 730 D RCN CORP COM 74936110 40 29500 SH SHARED 01 29500 D RCN CORP COM 74936110 69 50600 SH SHARED 02 50600 D RFS HOTEL INVS INC COM 74955J10 11 872 SH SHARED 872 D RFS HOTEL INVS INC COM 74955J10 403 29800 SH SHARED 01 29800 D RFS HOTEL INVS INC COM 74955J10 350 25900 SH SHARED 02 22900 3000 D RFS HOTEL INVS INC COM 74955J10 25 1900 SH SHARED 11 1900 D RFS HOTEL INVS INC COM 74955J10 17006 1256000 SH SHARED 12 1256000 D R H DONNELLEY CORP COM NEW 74955W30 25 914 SH SHARED 914 D R H DONNELLEY CORP COM NEW 74955W30 1139 40749 SH SHARED 01 35549 5200 D R H DONNELLEY CORP COM NEW 74955W30 72 2592 SH SHR/OTHR 01 80 2512 D R H DONNELLEY CORP COM NEW 74955W30 679 24300 SH SHARED 02 24200 100 D R H DONNELLEY CORP COM NEW 74955W30 19 680 SH SHARED 11 680 D R H DONNELLEY CORP COM NEW 74955W30 27 980 SH SHR/OTHR 11 980 D RF INDS LTD COM PAR $0.01 74955210 1 500 SH SHARED 02 500 D R G S ENERGY GROUP INC COM 74956K10 37 952 SH SHARED 952 D R G S ENERGY GROUP INC COM 74956K10 5793 147796 SH SHARED 01 147796 D R G S ENERGY GROUP INC COM 74956K10 50 1296 SH SHR/OTHR 01 1296 D R G S ENERGY GROUP INC COM 74956K10 2315 59081 SH SHARED 02 59081 D R G S ENERGY GROUP INC COM 74956K10 956 24400 SH SHARED 11 24400 D RLI CORP COM 74960710 38 748 SH SHARED 748 D RLI CORP COM 74960710 319 6262 SH SHARED 01 6262 D RLI CORP COM 74960710 441 8647 SH SHARED 02 8647 D RLI CORP COM 74960710 5548 108800 SH SHARED 11 108800 D RPC INC COM 74966010 2 210 SH SHARED 210 D RPC INC COM 74966010 508 43090 SH SHARED 01 8700 34390 D RPC INC COM 74966010 118 10000 SH SHARED 02 10000 D RPM INC OHIO COM 74968510 53405 3502024 SH SHARED 3502024 D RPM INC OHIO COM 74968510 2421 158773 SH SHARED 01 158773 D RPM INC OHIO COM 74968510 3162 207380 SH SHARED 02 206880 500 D RPM INC OHIO COM 74968510 65 4300 SH SHARED 11 4300 D RSA SEC INC COM 74971910 155 32364 SH SHARED 32364 D RSA SEC INC COM 74971910 223 46500 SH SHARED 01 46500 D RSA SEC INC COM 74971910 520 108153 SH SHARED 02 81728 26425 D RSA SEC INC COM 74971910 1616 336000 SH SHARED 11 153650 182350 D RTI INTL METALS INC COM 74973W10 94 7740 SH SHARED 7740 D RTI INTL METALS INC COM 74973W10 93 7700 SH SHARED 01 7700 D RTI INTL METALS INC COM 74973W10 299 24645 SH SHARED 02 24645 D RMH TELESERVICES INC COM 74993810 18 2755 SH SHARED 2755 D RMH TELESERVICES INC COM 74993810 25 3700 SH SHARED 01 3700 D RMH TELESERVICES INC COM 74993810 67 9800 SH SHARED 02 9800 D RF MICRODEVICES INC NOTE 3.750% 8/1 749941AB 1955 2500000 PRN SHARED 01 2500000 D RF MICRODEVICES INC COM 74994110 510 67033 SH SHARED 67033 D RF MICRODEVICES INC COM 74994110 673 88397 SH SHARED 01 88397 D RF MICRODEVICES INC COM 74994110 1 200 SH SHR/OTHR 01 200 D RF MICRODEVICES INC COM 74994110 1775 232956 SH SHARED 02 132756 100200 D RF MICRODEVICES INC COM 74994110 104 13700 SH SHR/OTHR 11 13700 D RACING CHAMPIONS ERTL CORP COM 75006910 2002 112900 SH SHARED 01 112900 D RACING CHAMPIONS ERTL CORP COM 75006910 127 7200 SH SHARED 02 7200 D RADIAN GROUP INC COM 75023610 53 1092 SH SHARED 1092 D RADIAN GROUP INC COM 75023610 3341 68404 SH SHARED 01 68404 D RADIAN GROUP INC COM 75023610 3911 80064 SH SHARED 02 80064 D RADIAN GROUP INC COM 75023610 1885 38600 SH SHARED 11 38600 D RADIANT SYSTEMS INC COM 75025N10 103 7968 SH SHARED 7968 D RADIANT SYSTEMS INC COM 75025N10 167 12824 SH SHARED 01 12824 D RADIANT SYSTEMS INC COM 75025N10 306 23548 SH SHARED 02 23548 D RADIOLOGIX INC COM 75040K10 466 30600 SH SHARED 01 30600 D RADIOLOGIX INC COM 75040K10 89 5900 SH SHARED 02 5900 D RADIO ONE INC CL A 75040P10 1102 74111 SH SHARED 74111 D RADIO ONE INC CL A 75040P10 28 1900 SH SHARED 01 1900 D RADIO ONE INC CL A 75040P10 252 16959 SH SHARED 02 16959 D RADIO ONE INC CL A 75040P10 247 16655 SH SHARED 11 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75043810 1521 50612 SH SHR/OTHR 11 50612 D RADISYS CORP COM 75045910 5 430 SH SHARED 430 D RADISYS CORP COM 75045910 112 9674 SH SHARED 01 9674 D RADISYS CORP COM 75045910 229 19748 SH SHARED 02 19748 D RAILAMERICA INC COM 75075310 4 432 SH SHARED 432 D RAILAMERICA INC COM 75075310 121 11200 SH SHARED 01 11200 D RAILAMERICA INC COM 75075310 266 24600 SH SHARED 02 24600 D RAINDANCE COMM COM 75086X10 69 12100 SH SHARED 01 12100 D RAINDANCE COMM COM 75086X10 209 36500 SH SHARED 02 36500 D RAINBOW TECHNOLOGIES INC COM 75086210 3 660 SH SHARED 660 D RAINBOW TECHNOLOGIES INC COM 75086210 293 59742 SH SHARED 01 59742 D RAINBOW TECHNOLOGIES INC COM 75086210 44 9000 SH SHR/OTHR 01 9000 D RAINBOW TECHNOLOGIES INC COM 75086210 165 33699 SH SHARED 02 30888 2811 D RAINMAKER SYSTEMS COM 75087510 4 12000 SH SHARED 02 12000 D RAMBUS INC DEL COM 75091710 3 800 SH SHARED 800 D RAMBUS INC DEL COM 75091710 237 58028 SH SHARED 58028 D RAMBUS INC DEL COM 75091710 352 86100 SH SHARED 01 85100 1000 D RAMBUS INC DEL COM 75091710 313 76609 SH SHARED 02 76609 D RALCORP HLDGS INC NEW COM 75102810 36 1154 SH SHARED 1154 D RALCORP HLDGS INC NEW COM 75102810 2364 75670 SH SHARED 01 75670 D RALCORP HLDGS INC NEW COM 75102810 4 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 1139 36465 SH SHARED 02 36465 D RALCORP HLDGS INC NEW COM 75102810 40 1310 SH SHR/OTHR 11 1310 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 70 3500 SH SHARED 01 3500 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 659 32730 SH SHARED 02 19480 13250 D RANGE RES CORP COM 75281A10 7 1260 SH SHARED 1260 D RANGE RES CORP COM 75281A10 182 32600 SH SHARED 01 23600 9000 D RANGE RES CORP COM 75281A10 248 44400 SH SHARED 02 44400 D RARE MEDIUM GROUP INC COM 75382N10 0 400 SH SHARED 02 400 D RARE HOSPITALITY INTL INC COM 75382010 16 626 SH SHARED 626 D RARE HOSPITALITY INTL INC COM 75382010 261 9700 SH SHARED 01 9700 D RARE HOSPITALITY INTL INC COM 75382010 31 1153 SH SHR/OTHR 01 1153 D RARE HOSPITALITY INTL INC COM 75382010 664 24678 SH SHARED 02 24678 D RATIONAL SOFTWARE CORP NOTE 5.000% 2/0 75409PAC 2455 3009000 PRN SHARED 02 9000 3000000 D RATIONAL SOFTWARE CORP COM NEW 75409P20 4974 605855 SH SHARED 605855 D RATIONAL SOFTWARE CORP COM NEW 75409P20 6991 851614 SH SHARED 01 851614 D RATIONAL SOFTWARE CORP COM NEW 75409P20 4520 550586 SH SHARED 02 549476 1110 D RATIONAL SOFTWARE CORP COM NEW 75409P20 31 3840 SH SHARED 06 3840 D RATIONAL SOFTWARE CORP COM NEW 75409P20 26 3200 SH SHARED 07 3200 D RATIONAL SOFTWARE CORP COM NEW 75409P20 3168 385900 SH SHARED 11 385900 D RATIONAL SOFTWARE CORP COM NEW 75409P20 140 17100 SH SHR/OTHR 11 17100 D RAYMOND JAMES FINANCIAL INC COM 75473010 3630 127518 SH SHARED 127518 D RAYMOND JAMES FINANCIAL INC COM 75473010 530 18625 SH SHARED 01 18625 D RAYMOND JAMES FINANCIAL INC COM 75473010 1502 52764 SH SHARED 02 52764 D RAYMOND JAMES FINANCIAL INC COM 75473010 3876 136147 SH SHARED 11 136147 D RAYONIER INC COM 75490710 63075 1283857 SH SHARED 1283857 D RAYONIER INC COM 75490710 3100 63113 SH SHARED 01 63113 D RAYONIER INC COM 75490710 2227 45337 SH SHARED 02 44662 675 D RAYONIER INC COM 75490710 1085 22100 SH SHARED 06 22100 D RAYONIER INC COM 75490710 15698 319530 SH SHARED 11 319530 D RAYONIER INC COM 75490710 3841 78200 SH SHR/OTHR 11 78200 D RAYOVAC CORP COM 75508110 114 6199 SH SHARED 6199 D RAYOVAC CORP COM 75508110 155 8400 SH SHARED 01 8400 D RAYOVAC CORP COM 75508110 525 28382 SH SHARED 02 28382 D RAYTECH CORP DEL COM 75510310 70 7800 SH SHARED 01 7800 D RAYTECH CORP DEL COM 75510310 317 35100 SH SHARED 02 35100 D RAYTHEON CO CL A 75511130 0 17 SH SHR/OTHR 11 17 D RAYTHEON CO COM NEW 75511150 39605 971921 SH SHARED 971921 D RAYTHEON CO COM NEW 75511150 71514 1754947 SH SHARED 01 1749484 5463 D RAYTHEON CO COM NEW 75511150 756 18553 SH SHR/OTHR 01 10213 8340 D RAYTHEON CO COM NEW 75511150 9600 235585 SH SHARED 02 234232 1353 D RAYTHEON CO COM NEW 75511150 3056 75000 SH SHARED 04 75000 D RAYTHEON CO COM NEW 75511150 11617 285100 SH SHARED 05 285100 D RAYTHEON CO COM NEW 75511150 137 3369 SH SHARED 06 3369 D RAYTHEON CO COM NEW 75511150 1886 46300 SH SHARED 07 46300 D RAYTHEON CO COM NEW 75511150 138 3403 SH SHARED 09 3403 D RAYTHEON CO COM NEW 75511150 62630 1536954 SH SHARED 11 1457672 79282 D RAYTHEON CO COM NEW 75511150 1732 42522 SH SHR/OTHR 11 42522 D READ-RITE CORP COM 75524610 21 44587 SH SHARED 44587 D READ-RITE CORP COM 75524610 16 33400 SH SHARED 01 33400 D READ-RITE CORP COM 75524610 82 172058 SH SHARED 02 170240 1818 D READERS DIGEST ASSN INC CL A NON VTG 75526710 3579 191109 SH SHARED 191109 D READERS DIGEST ASSN INC CL A NON VTG 75526710 2183 116592 SH SHARED 01 116592 D READERS DIGEST ASSN INC CL A NON VTG 75526710 35 1900 SH SHR/OTHR 01 1900 D READERS DIGEST ASSN INC CL A NON VTG 75526710 1700 90814 SH SHARED 02 88564 2250 D READERS DIGEST ASSN INC CL A NON VTG 75526710 43 2297 SH SHARED 06 2297 D READERS DIGEST ASSN INC CL A NON VTG 75526710 28 1500 SH SHARED 07 1500 D READERS DIGEST ASSN INC CL A NON VTG 75526710 1103 58900 SH SHARED 11 58900 D READERS DIGEST ASSN INC CL B 75526720 171 7451 SH SHARED 7451 D READERS DIGEST ASSN INC CL B 75526720 2663 115799 SH SHARED 01 115799 D READING INTERNATIONAL INC CL A 75540810 4 1170 SH SHARED 01 1170 D REALNETWORKS INC COM 75605L10 381 93680 SH SHARED 93680 D REALNETWORKS INC COM 75605L10 226 55700 SH SHARED 01 55700 D REALNETWORKS INC COM 75605L10 76 18750 SH SHARED 02 18750 D REALNETWORKS INC COM 75605L10 1225 301000 SH SHARED 04 301000 D REALNETWORKS INC COM 75605L10 8 2000 SH SHARED 11 2000 D REALTY INCOME CORP COM 75610910 30 826 SH SHARED 826 D REALTY INCOME CORP COM 75610910 875 23700 SH SHARED 01 23700 D REALTY INCOME CORP COM 75610910 1130 30622 SH SHARED 02 30622 D RECKSON ASSOCS RLTY CORP COM 75621K10 1419 57006 SH SHARED 57006 D RECKSON ASSOCS RLTY CORP COM 75621K10 468 18800 SH SHARED 01 18800 D RECKSON ASSOCS RLTY CORP COM 75621K10 1094 43957 SH SHARED 02 34664 9293 D RECKSON ASSOCS RLTY CORP COM 75621K10 856 34400 SH SHR/OTHR 11 34400 D RECKSON ASSOCS RLTY CORP COM 75621K10 7460 299600 SH SHARED 12 299600 D RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K20 9067 378600 SH SHARED 378600 D RECOTON CORP COM 75626810 0 252 SH SHARED 252 D RECOTON CORP COM 75626810 43 16900 SH SHARED 02 8400 8500 D RED HAT INC COM 75657710 27 4722 SH SHARED 4722 D RED HAT INC COM 75657710 2513 428200 SH SHARED 01 428200 D RED HAT INC COM 75657710 575 98067 SH SHARED 02 96967 1100 D REDBACK NETWORKS INC COM 75720910 120 67303 SH SHARED 67303 D REDBACK NETWORKS INC COM 75720910 142 79700 SH SHARED 01 79700 D REDBACK NETWORKS INC COM 75720910 211 118100 SH SHARED 02 118100 D REDBACK NETWORKS INC COM 75720910 29 16656 SH SHARED 11 16656 D REDWOOD TR INC COM 75807540 81 2593 SH SHARED 2593 D REDWOOD TR INC COM 75807540 1426 45300 SH SHARED 01 45300 D REDWOOD TR INC COM 75807540 296 9400 SH SHARED 02 9400 D REDWOOD TR INC COM 75807540 3713 117900 SH SHARED 11 117900 D REEBOK INTL LTD COM 75811010 14450 489861 SH SHARED 489861 D REEBOK INTL LTD COM 75811010 7592 257366 SH SHARED 01 257366 D REEBOK INTL LTD COM 75811010 1158 39257 SH SHARED 02 39257 D REEBOK INTL LTD COM 75811010 33070 1121030 SH SHARED 11 220130 900900 D REEBOK INTL LTD COM 75811010 55 1898 SH SHR/OTHR 11 1898 D REED ELSEVIER N V SPONSORED ADR 75820410 26 964 SH SHARED 964 D REED ELSEVIER N V SPONSORED ADR 75820410 3 136 SH SHARED 02 136 D REED ELSEVIER P L C SPONSORED ADR 75820510 113 2900 SH SHARED 05 2900 D REED ELSEVIER P L C SPONSORED ADR 75820510 308 7900 SH SHARED 11 5400 2500 D REGAL BELOIT CORP COM 75875010 73 3015 SH SHARED 3015 D REGAL BELOIT CORP COM 75875010 1216 50050 SH SHARED 01 50050 D REGAL BELOIT CORP COM 75875010 873 35911 SH SHARED 02 35911 D REGAL ENTMT GROUP CL A 75876610 529 22700 SH SHARED 01 22700 D REGAL ENTMT GROUP CL A 75876610 55 2360 SH SHARED 02 2360 D REGENCY CTRS CORP COM 75884910 86 2914 SH SHARED 2914 D REGENCY CTRS CORP COM 75884910 136 4600 SH SHARED 01 4600 D REGENCY CTRS CORP COM 75884910 435 14700 SH SHARED 02 14700 D REGENCY CTRS CORP COM 75884910 192 6500 SH SHR/OTHR 11 6500 D REGENCY CTRS CORP COM 75884910 1592 53700 SH SHARED 12 53700 D REGENERON PHARMACEUTICALS COM 75886F10 9 658 SH SHARED 658 D REGENERON PHARMACEUTICALS COM 75886F10 213 14700 SH SHARED 01 14700 D REGENERON PHARMACEUTICALS COM 75886F10 709 48924 SH SHARED 02 47974 950 D REGENERON PHARMACEUTICALS COM 75886F10 8291 571400 SH SHARED 04 571400 D REGENERON PHARMACEUTICALS COM 75886F10 5 400 SH SHARED 11 400 D REGENERON PHARMACEUTICALS COM 75886F10 21 1500 SH SHR/OTHR 11 1500 D REGENERATION TECH INC DEL COM 75886N10 2 344 SH SHARED 344 D REGENERATION TECH INC DEL COM 75886N10 87 14500 SH SHARED 02 11200 3300 D REGENT COMMUNICATIONS INC DE COM 75886510 12 1702 SH SHARED 1702 D REGENT COMMUNICATIONS INC DE COM 75886510 292 41400 SH SHARED 01 41400 D REGENT COMMUNICATIONS INC DE COM 75886510 232 32948 SH SHARED 02 32900 48 D REGENT COMMUNICATIONS INC DE COM 75886510 2268 321300 SH SHARED 11 321300 D REGIS CORP MINN COM 75893210 697 25807 SH SHARED 25807 D REGIS CORP MINN COM 75893210 5654 209275 SH SHARED 01 209275 D REGIS CORP MINN COM 75893210 1901 70366 SH SHARED 02 70366 D REGIONS FINL CORP COM 75894010 20264 576506 SH SHARED 576506 D REGIONS FINL CORP COM 75894010 29966 852527 SH SHARED 01 852527 D REGIONS FINL CORP COM 75894010 5791 164754 SH SHARED 02 162942 1812 D REGIONS FINL CORP COM 75894010 69 1966 SH SHARED 06 1966 D REGIONS FINL CORP COM 75894010 72 2050 SH SHARED 09 2050 D REGIONS FINL CORP COM 75894010 30 880 SH SHARED 11 880 D REGIONS FINL CORP COM 75894010 249 7086 SH SHR/OTHR 11 7086 D REGISTER COM INC COM 75914G10 3984 522877 SH SHARED 522877 D REGISTER COM INC COM 75914G10 268 35200 SH SHARED 01 35200 D REGISTER COM INC COM 75914G10 194 25500 SH SHARED 02 25500 D REHABCARE GROUP INC COM 75914810 10 430 SH SHARED 430 D REHABCARE GROUP INC COM 75914810 132 5500 SH SHARED 01 5500 D REHABCARE GROUP INC COM 75914810 652 27141 SH SHARED 02 22641 4500 D REHABCARE GROUP INC COM 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RELIANT ENERGY INC COM 75952J10 53 3177 SH SHR/OTHR 01 3177 D RELIANT ENERGY INC COM 75952J10 4857 287455 SH SHARED 02 184557 102898 D RELIANT ENERGY INC COM 75952J10 971 57500 SH SHARED 05 57500 D RELIANT ENERGY INC COM 75952J10 71 4223 SH SHARED 06 4223 D RELIANT ENERGY INC COM 75952J10 339 20100 SH SHARED 07 20100 D RELIANT ENERGY INC COM 75952J10 40 2400 SH SHARED 09 2400 D RELIANT ENERGY INC COM 75952J10 1474 87248 SH SHARED 11 81000 6248 D RELIANT ENERGY INC COM 75952J10 533 31574 SH SHR/OTHR 11 31574 D REMEC INC COM 75954310 255 45614 SH SHARED 45614 D REMEC INC COM 75954310 225 40248 SH SHARED 01 40248 D REMEC INC COM 75954310 385 68725 SH SHARED 02 68725 D REMEC INC COM 75954310 862 153700 SH SHARED 11 153700 D REMEDYTEMP INC CL A 75954910 105 5800 SH SHARED 02 4600 1200 D REMINGTON OIL & GAS CORP COM 75959430 33 1659 SH SHARED 1659 D REMINGTON OIL & GAS CORP COM 75959430 6828 342800 SH SHARED 01 342800 D REMINGTON OIL & GAS CORP COM 75959430 506 25423 SH SHARED 02 25423 D RENAISSANCE LEARNING INC COM 75968L10 740 36603 SH SHARED 36603 D RENAISSANCE LEARNING INC COM 75968L10 179 8900 SH SHARED 01 8900 D RENAISSANCE LEARNING INC COM 75968L10 199 9853 SH SHARED 02 9853 D RENAISSANCE LEARNING INC COM 75968L10 101 5000 SH SHARED 11 5000 D REPUBLIC BANCSHARES INC COM 75992910 2 126 SH SHARED 126 D REPUBLIC BANCSHARES INC COM 75992910 50 2500 SH SHARED 01 2500 D REPUBLIC BANCSHARES INC COM 75992910 86 4300 SH SHARED 02 4300 D RENAL CARE GROUP INC COM 75993010 197 6334 SH SHARED 6334 D RENAL CARE GROUP INC COM 75993010 3829 122950 SH SHARED 01 122950 D RENAL CARE GROUP INC COM 75993010 1987 63794 SH SHARED 02 63794 D RENAL CARE GROUP INC COM 75993010 2711 87050 SH SHARED 11 86600 450 D RENT A CTR INC NEW COM 76009N10 91 1578 SH SHARED 1578 D RENT A CTR INC NEW COM 76009N10 4994 86100 SH SHARED 01 86100 D RENT A CTR INC NEW COM 76009N10 1116 19240 SH SHARED 02 19240 D RENT WAY INC COM 76009U10 8 618 SH SHARED 618 D RENT WAY INC COM 76009U10 653 50461 SH SHARED 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RETEK INC COM 76128Q10 4353 179167 SH SHARED 01 179167 D RETEK INC COM 76128Q10 1749 71996 SH SHARED 02 71996 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 01 90 D REUTERS GROUP PLC SPONSORED ADR 76132M10 172 5358 SH SHARED 01 820 4538 D REUTERS GROUP PLC SPONSORED ADR 76132M10 131 4073 SH SHR/OTHR 01 3813 260 D REUTERS GROUP PLC SPONSORED ADR 76132M10 0 27 SH SHARED 02 27 D REUTERS GROUP PLC SPONSORED ADR 76132M10 5920 183815 SH SHARED 11 23924 159891 D REUTERS GROUP PLC SPONSORED ADR 76132M10 3612 112169 SH SHR/OTHR 11 112169 D REVLON INC CL A 76152550 1 324 SH SHARED 324 D REVLON INC CL A 76152550 44 8900 SH SHARED 01 8900 D REVLON INC CL A 76152550 37 7556 SH SHARED 02 7556 D REX STORES CORP COM 76162410 98 7100 SH SHARED 02 7100 D REX STORES CORP COM 76162410 14 1015 SH SHARED 11 1015 D REYNOLDS & REYNOLDS CO CL A 76169510 936 33500 SH SHARED 33500 D REYNOLDS & REYNOLDS CO CL A 76169510 1555 55650 SH SHARED 01 55650 D REYNOLDS & REYNOLDS CO CL A 76169510 1841 65879 SH SHARED 02 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5500 SH SHARED 02 5500 D RIGEL PHARMACEUTICALS INC COM 76655910 2 652 SH SHARED 652 D RIGEL PHARMACEUTICALS INC COM 76655910 12 3300 SH SHARED 01 3300 D RIGEL PHARMACEUTICALS INC COM 76655910 108 29800 SH SHARED 02 29800 D RIGEL PHARMACEUTICALS INC COM 76655910 80 22000 SH SHARED 04 22000 D RIGEL PHARMACEUTICALS INC COM 76655910 1460 400000 SH SHARED 07 400000 D RIGGS NATL CORP WASH DC COM 76657010 69 4685 SH SHARED 4685 D RIGGS NATL CORP WASH DC COM 76657010 507 34024 SH SHARED 01 34024 D RIGGS NATL CORP WASH DC COM 76657010 313 20999 SH SHARED 02 20999 D RIGHT MGMT CONSULTANTS INC COM 76657310 92 3507 SH SHARED 3507 D RIGHT MGMT CONSULTANTS INC COM 76657310 6582 250300 SH SHARED 01 250300 D RIGHT MGMT CONSULTANTS INC COM 76657310 245 9350 SH SHARED 02 9350 D RIO TINTO PLC SPONSORED ADR 76720410 5867 79291 SH SHARED 79291 D RIO TINTO PLC SPONSORED ADR 76720410 8 117 SH SHARED 02 117 D RIO TINTO PLC SPONSORED ADR 76720410 2090 28250 SH SHARED 05 28250 D RIO TINTO PLC SPONSORED ADR 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ROBERT HALF INTL INC COM 77032310 41 1800 SH SHARED 07 1800 D ROBERT HALF INTL INC COM 77032310 404 17375 SH SHR/OTHR 11 17375 D ROBOTIC VISION SYS INC COM 77107410 0 2 SH SHARED 02 2 D ROCK-TENN CO CL A 77273920 5 280 SH SHARED 280 D ROCK-TENN CO CL A 77273920 3350 182600 SH SHARED 01 182600 D ROCK-TENN CO CL A 77273920 181 9900 SH SHARED 02 9900 D ROCKWELL AUTOMATION INC COM 77390310 9650 483014 SH SHARED 481514 1500 D ROCKWELL AUTOMATION INC COM 77390310 16594 830542 SH SHARED 01 830542 D ROCKWELL AUTOMATION INC COM 77390310 37 1880 SH SHR/OTHR 01 1080 800 D ROCKWELL AUTOMATION INC COM 77390310 2548 127567 SH SHARED 02 125567 2000 D ROCKWELL AUTOMATION INC COM 77390310 31 1600 SH SHARED 07 1600 D ROCKWELL AUTOMATION INC COM 77390310 32 1648 SH SHARED 09 1648 D ROCKWELL AUTOMATION INC COM 77390310 7171 358950 SH SHARED 11 332650 26300 D ROCKWELL AUTOMATION INC COM 77390310 445 22292 SH SHR/OTHR 11 22292 D ROCKWELL COLLINS INC COM 77434110 11303 412218 SH SHARED 411218 1000 D ROCKWELL 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41269 D ROUSE CO COM 77927310 16 500 SH SHR/OTHR 01 500 D ROUSE CO COM 77927310 4789 145125 SH SHARED 02 38820 106305 D ROUSE CO COM 77927310 1 40 SH SHARED 05 40 D ROUSE CO COM 77927310 1125 34100 SH SHR/OTHR 11 34100 D ROUSE CO PFD CONV SER B 77927330 21084 448602 SH SHARED 448602 D ROUSE CO PFD CONV SER B 77927330 225 4800 SH SHARED 02 4800 D ROWAN COS INC COM 77938210 21 1000 SH SHARED 1000 D ROWAN COS INC COM 77938210 8881 414067 SH SHARED 414067 D ROWAN COS INC COM 77938210 8022 374003 SH SHARED 01 374003 D ROWAN COS INC COM 77938210 2434 113488 SH SHARED 02 111533 1955 D ROWAN COS INC COM 77938210 74 3482 SH SHARED 09 3482 D ROWAN COS INC COM 77938210 101 4750 SH SHARED 11 750 4000 D ROWAN COS INC COM 77938210 89 4163 SH SHR/OTHR 11 4163 D ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 29 1430 SH SHARED 02 1430 D ROXIO INC COM 78000810 13 1911 SH SHARED 1911 D ROXIO INC COM 78000810 2319 322131 SH SHARED 01 322131 D ROXIO INC COM 78000810 165 22976 SH SHARED 02 22576 400 D ROXIO INC COM 78000810 65 9134 SH SHARED 11 9134 D ROYAL APPLIANCE MFG CO COM 78007610 32 5094 SH SHARED 02 4094 1000 D ROYAL BANCSHARES PA INC CL A 78008110 1 72 SH SHARED 72 D ROYAL BANCSHARES PA INC CL A 78008110 10 500 SH SHARED 01 500 D ROYAL BANCSHARES PA INC CL A 78008110 94 4418 SH SHARED 02 4418 D ROYAL BK CDA MONTREAL QUE COM 78008710 3656 105080 SH SHARED 105080 D ROYAL BK CDA MONTREAL QUE COM 78008710 480 13800 SH SHARED 13800 D ROYAL BK CDA MONTREAL QUE COM 78008710 33 953 SH SHARED 01 953 D ROYAL BK CDA MONTREAL QUE COM 78008710 1586 45592 SH SHR/OTHR 01 45592 D ROYAL BK CDA MONTREAL QUE COM 78008710 1884 54142 SH SHARED 06 54142 D ROYAL BK CDA MONTREAL QUE COM 78008710 176 5065 SH SHARED 11 3368 1697 D ROYAL BK CDA MONTREAL QUE COM 78008710 27 800 SH SHR/OTHR 11 800 D ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK 8892 26000000 PRN SHARED 26000000 D ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK 1 3000 PRN SHARED 02 3000 D ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM 12321 34036000 PRN SHARED 34036000 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 6165 111558 SH SHARED 111558 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 416347 7532967 SH SHARED 7531482 1485 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 420972 7616649 SH SHARED 01 7104428 512221 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 30566 553039 SH SHR/OTHR 01 322470 230569 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 58758 1063113 SH SHARED 02 1049245 13868 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 128250 2320440 SH SHARED 06 2320440 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 11780 213150 SH SHARED 07 213150 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 9356 169285 SH SHARED 08 169285 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 973 17608 SH SHARED 09 17608 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 1972 35690 SH SHARED 10 35690 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 225461 4079279 SH SHARED 11 974993 2030200 1074086 D ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 32144 581584 SH SHR/OTHR 11 581584 D ROYAL GOLD INC COM 78028710 167 12272 SH SHARED 12272 D ROYAL GOLD INC COM 78028710 508 37200 SH SHARED 01 37200 D ROYAL GOLD INC COM 78028710 143 10500 SH SHARED 02 10500 D ROYAL GOLD INC COM 78028710 1229 90000 SH SHARED 04 90000 D ROYAL KPN NV SPONSORED ADR 78064120 0 71 SH SHARED 71 D ROYCE FOCUS TR COM 78080N10 106 15554 SH SHARED 02 15554 D ROYCE VALUE TR INC COM 78091010 107 6497 SH SHARED 02 6497 D ROYCE MICRO-CAP TR INC COM 78091510 0 28 SH SHARED 28 D ROYCE MICRO-CAP TR INC COM 78091510 230 19705 SH SHARED 02 16503 3202 D RUBIOS RESTAURANTS INC COM 78116B10 13 1500 SH SHARED 01 1500 D RUBY TUESDAY INC COM 78118210 2743 141436 SH SHARED 141436 D RUBY TUESDAY INC COM 78118210 1323 68224 SH SHARED 01 68224 D RUBY TUESDAY INC COM 78118210 2462 126955 SH SHARED 02 126955 D RUBY TUESDAY INC COM 78118210 4093 211000 SH SHARED 11 211000 D RUDDICK CORP COM 78125810 23537 1387802 SH SHARED 1387802 D RUDDICK CORP COM 78125810 515 30400 SH SHARED 01 30400 D RUDDICK CORP COM 78125810 1548 91312 SH SHARED 02 91312 D RUDDICK CORP COM 78125810 20 1190 SH SHARED 07 1190 D RUDOLPH TECHNOLOGIES INC COM 78127010 42 1713 SH SHARED 1713 D RUDOLPH TECHNOLOGIES INC COM 78127010 403 16200 SH SHARED 01 16200 D RUDOLPH TECHNOLOGIES INC COM 78127010 403 16171 SH SHARED 02 16171 D RURAL CELLULAR CORP CL A 78190410 0 248 SH SHARED 248 D RURAL CELLULAR CORP CL A 78190410 28 27000 SH SHARED 02 6200 20800 D RUSS BERRIE & CO COM 78223310 9 270 SH SHARED 270 D RUSS BERRIE & CO COM 78223310 318 9000 SH SHARED 01 9000 D RUSS BERRIE & CO COM 78223310 536 15158 SH SHARED 02 15158 D RUSSELL CORP COM 78235210 30 1579 SH SHARED 1579 D RUSSELL CORP COM 78235210 3559 184901 SH SHARED 01 184901 D RUSSELL CORP COM 78235210 601 31258 SH SHARED 02 31258 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 244 7000 SH SHARED 7000 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 132 3800 SH SHARED 01 3800 D RYANS FAMILY STEAK HOUSE INC COM 78351910 2096 158685 SH SHARED 158685 D RYANS FAMILY STEAK HOUSE INC COM 78351910 992 75097 SH SHARED 01 75097 D RYANS FAMILY STEAK HOUSE INC COM 78351910 1025 77634 SH SHARED 02 77634 D RYANS FAMILY STEAK HOUSE INC COM 78351910 8 675 SH SHARED 11 675 D RYDER SYS INC COM 78354910 5956 219884 SH SHARED 219884 D RYDER SYS INC COM 78354910 7048 260174 SH SHARED 01 260174 D RYDER SYS INC COM 78354910 2211 81622 SH SHARED 02 81622 D RYDER SYS INC COM 78354910 21 800 SH SHARED 11 800 D RYDER SYS INC COM 78354910 76 2838 SH SHR/OTHR 11 2838 D RYERSON TULL INC NEW COM 78375P10 6 596 SH SHARED 596 D RYERSON TULL INC NEW COM 78375P10 628 54030 SH SHARED 01 54030 D RYERSON TULL INC NEW COM 78375P10 315 27131 SH SHARED 02 27131 D RYLAND GROUP INC COM 78376410 352 7092 SH SHARED 7092 D RYLAND GROUP INC COM 78376410 1671 33600 SH SHARED 01 33600 D RYLAND GROUP INC COM 78376410 4091 82240 SH SHARED 02 69740 12500 D RYLAND GROUP INC COM 78376410 6731 135300 SH SHARED 11 135300 D S & T BANCORP INC COM 78385910 17 648 SH SHARED 648 D S & T BANCORP INC COM 78385910 281 10420 SH SHARED 01 10420 D S & T BANCORP INC COM 78385910 618 22900 SH SHARED 02 22900 D SBC COMMUNICATIONS INC COM 78387G10 677909 22226537 SH SHARED 22186398 40139 D SBC COMMUNICATIONS INC COM 78387G10 467718 15335017 SH SHARED 01 15178516 156501 D SBC COMMUNICATIONS INC COM 78387G10 16542 542372 SH SHR/OTHR 01 326081 216291 D SBC COMMUNICATIONS INC COM 78387G10 70146 2299874 SH SHARED 02 2248509 51365 D SBC COMMUNICATIONS INC COM 78387G10 21975 720500 SH SHARED 03 720500 D SBC COMMUNICATIONS INC COM 78387G10 74157 2431400 SH SHARED 04 2431400 D SBC COMMUNICATIONS INC COM 78387G10 33128 1086164 SH SHARED 06 1086164 D SBC COMMUNICATIONS INC COM 78387G10 2227 73020 SH SHARED 07 73020 D SBC COMMUNICATIONS INC COM 78387G10 2623 86028 SH SHARED 08 86028 D SBC COMMUNICATIONS INC COM 78387G10 2685 88033 SH SHARED 09 88033 D SBC COMMUNICATIONS INC COM 78387G10 1235 40500 SH SHARED 10 40500 D SBC COMMUNICATIONS INC COM 78387G10 170485 5589673 SH SHARED 11 2151553 2777320 660800 D SBC COMMUNICATIONS INC COM 78387G10 18514 607036 SH SHR/OTHR 11 607036 D SBS TECHNOLOGIES INC COM 78387P10 90 7397 SH SHARED 7397 D SBS TECHNOLOGIES INC COM 78387P10 394 32208 SH SHARED 01 32208 D SBS TECHNOLOGIES INC COM 78387P10 210 17166 SH SHARED 02 17166 D SBS TECHNOLOGIES INC COM 78387P10 40 3340 SH SHARED 11 3340 D SBA COMMUNICATIONS CORP COM 78388J10 1 1102 SH SHARED 1102 D SBA COMMUNICATIONS CORP COM 78388J10 17 12447 SH SHARED 01 12447 D SBA COMMUNICATIONS CORP COM 78388J10 140 99432 SH SHARED 02 82032 17400 D SCM MICROSYSTEMS INC COM 78401810 970 72561 SH SHARED 72561 D SCM MICROSYSTEMS INC COM 78401810 193 14486 SH SHARED 01 12811 1675 D SCM MICROSYSTEMS INC COM 78401810 44 3346 SH SHR/OTHR 01 3346 D SCM MICROSYSTEMS INC COM 78401810 247 18499 SH SHARED 02 18499 D SCM MICROSYSTEMS INC COM 78401810 6 450 SH SHARED 05 450 D SCM MICROSYSTEMS INC COM 78401810 173 13000 SH SHARED 07 13000 D SCPIE HLDGS INC COM 78402P10 1 182 SH SHARED 182 D SCPIE HLDGS INC COM 78402P10 87 14326 SH SHARED 02 11226 3100 D SCP POOL CORP COM 78402810 15 542 SH SHARED 542 D SCP POOL CORP COM 78402810 703 25325 SH SHARED 01 25325 D SCP POOL CORP COM 78402810 884 31877 SH SHARED 02 31877 D SCP POOL CORP COM 78402810 66 2390 SH SHARED 11 2390 D SEI INVESTMENTS CO COM 78411710 783 27800 SH SHARED 27800 D SEI INVESTMENTS CO COM 78411710 3668 130216 SH SHARED 01 89400 40816 D SEI INVESTMENTS CO COM 78411710 2040 72427 SH SHARED 02 72127 300 D SEI INVESTMENTS CO COM 78411710 6011 213398 SH SHARED 11 205800 7598 D SEI INVESTMENTS CO COM 78411710 4053 143900 SH SHR/OTHR 11 143900 D SEMCO ENERGY INC COM 78412D10 4981 550446 SH SHARED 550446 D SEMCO ENERGY INC COM 78412D10 32 3605 SH SHARED 01 3605 D SEMCO ENERGY INC COM 78412D10 143 15900 SH SHARED 02 15900 D SEMCO ENERGY INC INCOME PRIDES 78412D30 840 99300 SH SHARED 99300 D SJW CORP COM 78430510 2 28 SH SHARED 28 D SJW CORP COM 78430510 81 1000 SH SHARED 01 1000 D SJW CORP COM 78430510 137 1700 SH SHARED 02 1700 D SK TELECOM LTD SPONSORED ADR 78440P10 2156 86995 SH SHARED 86995 D SK TELECOM LTD SPONSORED ADR 78440P10 31987 1290325 SH SHARED 1285209 5116 D SK TELECOM LTD SPONSORED ADR 78440P10 12 500 SH SHARED 01 500 D SK TELECOM LTD SPONSORED ADR 78440P10 229 9270 SH SHR/OTHR 01 9270 D SK TELECOM LTD SPONSORED ADR 78440P10 156 6300 SH SHARED 02 6300 D SK TELECOM LTD SPONSORED ADR 78440P10 2479 100000 SH SHARED 04 100000 D SK TELECOM LTD SPONSORED ADR 78440P10 12093 487850 SH SHARED 06 487850 D SK TELECOM LTD SPONSORED ADR 78440P10 695 28070 SH SHARED 09 28070 D SK TELECOM LTD SPONSORED ADR 78440P10 26 1074 SH SHARED 11 1074 D SK TELECOM LTD SPONSORED ADR 78440P10 16912 682218 SH SHR/OTHR 11 682218 D SL GREEN RLTY CORP COM 78440X10 9 253 SH SHARED 253 D SL GREEN RLTY CORP COM 78440X10 2014 56520 SH SHARED 01 56520 D SL GREEN RLTY CORP COM 78440X10 945 26510 SH SHARED 02 25010 1500 D SL GREEN RLTY CORP COM 78440X10 104 2940 SH SHARED 11 2440 500 D SL GREEN RLTY CORP COM 78440X10 228 6400 SH SHR/OTHR 11 6400 D SL GREEN RLTY CORP COM 78440X10 57596 1615620 SH SHARED 12 1615620 D S L INDS INC COM 78441310 261 34800 SH SHARED 01 34800 D SLM CORP COM 78442P10 32432 334701 SH SHARED 334701 D SLM CORP COM 78442P10 58624 605000 SH SHARED 01 603550 1450 D SLM CORP COM 78442P10 2279 23529 SH SHR/OTHR 01 21487 2042 D SLM CORP COM 78442P10 9937 102557 SH SHARED 02 102497 60 D SLM CORP COM 78442P10 948 9784 SH SHARED 06 9784 D SLM CORP COM 78442P10 484 5000 SH SHARED 07 5000 D SLM CORP COM 78442P10 140 1446 SH SHARED 09 1446 D SLM CORP COM 78442P10 775 8006 SH SHARED 11 2750 5256 D SLM CORP COM 78442P10 5528 57052 SH SHR/OTHR 11 57052 D SLI INC COM 78442T10 0 624 SH SHARED 624 D SLI INC COM 78442T10 16 40300 SH SHARED 02 20300 20000 D SPDR TR UNIT SER 1 78462F10 59628 602555 SH SHARED 602555 D SPDR TR UNIT SER 1 78462F10 1591 16080 SH SHARED 01 7500 8580 D SPDR TR UNIT SER 1 78462F10 885 8950 SH SHR/OTHR 01 3450 5500 D SPDR TR UNIT SER 1 78462F10 269261 2720914 SH SHARED 02 2569848 151066 D SPDR TR UNIT SER 1 78462F10 20 203 SH SHARED 06 203 D SPDR TR UNIT SER 1 78462F10 21393 216187 SH SHARED 11 198400 17787 D SPDR TR UNIT SER 1 78462F10 272 2750 SH SHR/OTHR 11 2750 D SPSS INC COM 78462K10 3 246 SH SHARED 246 D SPSS INC COM 78462K10 178 11500 SH SHARED 01 11500 D SPSS INC COM 78462K10 242 15591 SH SHARED 02 15591 D SPSS INC COM 78462K10 7 500 SH SHARED 11 500 D SPS TECHNOLOGIES INC COM 78462610 162 4260 SH SHARED 4260 D SPS TECHNOLOGIES INC COM 78462610 103 2700 SH SHARED 01 2700 D SPS TECHNOLOGIES INC COM 78462610 577 15124 SH SHARED 02 15124 D SPS TECHNOLOGIES INC COM 78462610 15 400 SH SHR/OTHR 11 400 D S1 CORPORATION COM 78463B10 12 1664 SH SHARED 1664 D S1 CORPORATION COM 78463B10 1075 145550 SH SHARED 01 145550 D S1 CORPORATION COM 78463B10 453 61400 SH SHARED 02 61400 D SPX CORP NOTE 2/0 784635AD 16571 24808000 PRN SHARED 24808000 D SPX CORP NOTE 2/0 784635AD 6346 9500000 PRN SHARED 01 9500000 D SPX CORP NOTE 2/0 784635AD 3583 5365000 PRN SHARED 02 5365000 D SPX CORP COM 78463510 898 7643 SH SHARED 7643 D SPX CORP COM 78463510 4580 38984 SH SHARED 01 38984 D SPX CORP COM 78463510 3358 28584 SH SHR/OTHR 01 28584 D SPX CORP COM 78463510 3090 26299 SH SHARED 02 26199 100 D SPX CORP COM 78463510 116 988 SH SHARED 06 988 D SPX CORP COM 78463510 4656 39630 SH SHR/OTHR 11 39630 D SRA INTL INC CL A 78464R10 337 12500 SH SHARED 01 12500 D SRA INTL INC CL A 78464R10 113 4200 SH SHARED 02 4200 D SRI/SURGICAL EXPRESS INC COM 78464W10 169 13573 SH SHARED 13573 D SRI/SURGICAL EXPRESS INC COM 78464W10 41 3300 SH SHARED 02 1700 1600 D S3 INC NOTE 5.750%10/0 784849AC 9 21000 PRN SHARED 02 21000 D SABA SOFTWARE INC COM 78493210 6 2600 SH SHARED 2600 D SABA SOFTWARE INC COM 78493210 74 29100 SH SHARED 02 23200 5900 D SWS GROUP INC COM 78503N10 9 468 SH SHARED 468 D SWS GROUP INC COM 78503N10 2358 120197 SH SHARED 01 12440 107757 D SWS GROUP INC COM 78503N10 342 17452 SH SHARED 02 17186 266 D SWS GROUP INC COM 78503N10 1671 85192 SH SHARED 11 85192 D S Y BANCORP INC COM 78506010 8 202 SH SHARED 202 D S Y BANCORP INC COM 78506010 40 1000 SH SHARED 01 1000 D S Y BANCORP INC COM 78506010 200 4900 SH SHARED 02 4900 D SABINE ROYALTY TR UNIT BEN INT 78568810 68 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 11 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 21726 606876 SH SHARED 606876 D SABRE HLDGS CORP CL A 78590510 20735 579202 SH SHARED 01 579002 200 D SABRE HLDGS CORP CL A 78590510 93 2601 SH SHR/OTHR 01 2601 D SABRE HLDGS CORP CL A 78590510 10455 292046 SH SHARED 02 292046 D SABRE HLDGS CORP CL A 78590510 11080 309505 SH SHARED 03 54250 255255 D SABRE HLDGS CORP CL A 78590510 2165 60500 SH SHARED 04 60500 D SABRE HLDGS CORP CL A 78590510 69359 1937416 SH SHARED 06 1937416 D SABRE HLDGS CORP CL A 78590510 1829 51100 SH SHARED 07 51100 D SABRE HLDGS CORP CL A 78590510 1675 46800 SH SHARED 08 46800 D SABRE HLDGS CORP CL A 78590510 43 1218 SH SHARED 09 1218 D SABRE HLDGS CORP CL A 78590510 1500 41900 SH SHARED 10 41900 D SABRE HLDGS CORP CL A 78590510 134424 3754862 SH SHARED 11 2006800 1747600 462 D SABRE HLDGS CORP CL A 78590510 84476 2359685 SH SHR/OTHR 11 2359685 D SAFECO CORP COM 78642910 8605 278574 SH SHARED 278574 D SAFECO CORP COM 78642910 17599 569746 SH SHARED 01 569746 D SAFECO CORP COM 78642910 2560 82885 SH SHARED 02 82885 D SAFECO CORP COM 78642910 7 230 SH SHARED 06 230 D SAFECO CORP COM 78642910 35 1150 SH SHARED 07 1150 D SAFECO CORP COM 78642910 29 970 SH SHARED 09 970 D SAFECO CORP COM 78642910 72 2360 SH SHARED 11 2360 D SAFECO CORP COM 78642910 30992 1003321 SH SHR/OTHR 11 1003321 D SAFEGUARD SCIENTIFICS INC COM 78644910 85 42742 SH SHARED 42742 D SAFEGUARD SCIENTIFICS INC COM 78644910 121 60500 SH SHARED 01 60500 D SAFEGUARD SCIENTIFICS INC COM 78644910 223 111650 SH SHARED 02 105100 6550 D SAFEGUARD SCIENTIFICS INC COM 78644910 296 148350 SH SHARED 04 148350 D SAFEGUARD SCIENTIFICS INC COM 78644910 96 48000 SH SHARED 11 3000 45000 D SAFENET INC COM 78645R10 141 10185 SH SHARED 10185 D SAFEWAY INC COM NEW 78651420 101445 3475336 SH SHARED 3475336 D SAFEWAY INC COM NEW 78651420 68105 2333189 SH SHARED 01 2262944 70245 D SAFEWAY INC COM NEW 78651420 422 14458 SH SHR/OTHR 01 8758 5700 D SAFEWAY INC COM NEW 78651420 16815 576084 SH SHARED 02 485379 90705 D SAFEWAY INC COM NEW 78651420 414 14200 SH SHARED 03 14200 D SAFEWAY INC COM NEW 78651420 525 18000 SH SHARED 04 18000 D SAFEWAY INC COM NEW 78651420 936 32092 SH SHARED 06 32092 D SAFEWAY INC COM NEW 78651420 430 14750 SH SHARED 07 14750 D SAFEWAY INC COM NEW 78651420 144 4947 SH SHARED 09 4947 D SAFEWAY INC COM NEW 78651420 40229 1378202 SH SHARED 11 1253776 124426 D SAFEWAY INC COM NEW 78651420 46048 1577549 SH SHR/OTHR 11 1577549 D SAGA COMMUNICATIONS CL A 78659810 27 1239 SH SHARED 1239 D SAGA COMMUNICATIONS CL A 78659810 478 21263 SH SHARED 01 21263 D SAGA COMMUNICATIONS CL A 78659810 300 13359 SH SHARED 02 13359 D ST FRANCIS CAP CORP COM 78937410 16 648 SH SHARED 648 D ST FRANCIS CAP CORP COM 78937410 34 1400 SH SHARED 01 1400 D ST FRANCIS CAP CORP COM 78937410 156 6300 SH SHARED 02 6300 D ST JOE CO COM 79014810 83 2772 SH SHARED 2772 D ST JOE CO COM 79014810 908 30250 SH SHARED 01 30250 D ST JOE CO COM 79014810 450 15000 SH SHR/OTHR 01 15000 D ST JOE CO COM 79014810 279 9300 SH SHARED 02 8500 800 D ST JOE CO COM 79014810 1200 40000 SH SHARED 04 40000 D ST JUDE MED INC COM 79084910 15235 206307 SH SHARED 206307 D ST JUDE MED INC COM 79084910 27984 378940 SH SHARED 01 378940 D ST JUDE MED INC COM 79084910 8288 112234 SH SHARED 02 112234 D ST JUDE MED INC COM 79084910 211 2862 SH SHARED 06 2862 D ST JUDE MED INC COM 79084910 70 950 SH SHARED 07 950 D ST JUDE MED INC COM 79084910 59 800 SH SHARED 09 800 D ST JUDE MED INC COM 79084910 17033 230651 SH SHARED 11 114005 116646 D ST JUDE MED INC COM 79084910 45438 615281 SH SHR/OTHR 11 615281 D ST MARY LD & EXPL CO COM 79222810 16 698 SH SHARED 698 D ST MARY LD & EXPL CO COM 79222810 3017 126100 SH SHARED 01 126100 D ST MARY LD & EXPL CO COM 79222810 829 34684 SH SHARED 02 34684 D ST MARY LD & EXPL CO COM 79222810 5872 245400 SH SHARED 11 231400 14000 D ST MARY LD & EXPL CO COM 79222810 2967 124000 SH SHR/OTHR 11 124000 D ST PAUL COS INC COM 79286010 18547 476546 SH SHARED 476546 D ST PAUL COS INC COM 79286010 34634 889889 SH SHARED 01 889889 D ST PAUL COS INC COM 79286010 7 200 SH SHR/OTHR 01 200 D ST PAUL COS INC COM 79286010 4918 126373 SH SHARED 02 123051 3322 D ST PAUL COS INC COM 79286010 69 1784 SH SHARED 06 1784 D ST PAUL COS INC COM 79286010 97 2500 SH SHARED 07 2500 D ST PAUL COS INC COM 79286010 71 1846 SH SHARED 09 1846 D ST PAUL COS INC COM 79286010 1876 48220 SH SHARED 11 47700 520 D ST PAUL COS INC COM 79286010 70162 1802726 SH SHR/OTHR 11 1802726 D SAKS INC COM 79377W10 601 46830 SH SHARED 46830 D SAKS INC COM 79377W10 1473 114785 SH SHARED 01 114785 D SAKS INC COM 79377W10 1848 143940 SH SHARED 02 143940 D SAKS INC COM 79377W10 154 12071 SH SHARED 11 12071 D SALEM COMMUNICATIONS CORP DE CL A 79409310 4 182 SH SHARED 182 D SALEM COMMUNICATIONS CORP DE CL A 79409310 400 16118 SH SHARED 01 16118 D SALEM COMMUNICATIONS CORP DE CL A 79409310 390 15691 SH SHARED 02 15691 D SALIX PHARMACEUTICALS INC COM 79543510 74 4900 SH SHARED 01 4900 D SALIX PHARMACEUTICALS INC COM 79543510 234 15396 SH SHARED 02 15396 D SALIX PHARMACEUTICALS INC COM 79543510 1602 105000 SH SHARED 06 105000 D SALIX PHARMACEUTICALS INC COM 79543510 2792 183000 SH SHARED 11 183000 D SALIX PHARMACEUTICALS INC COM 79543510 1141 74800 SH SHR/OTHR 11 74800 D SALOMON BROTHERS FD INC COM 79547710 21 1974 SH SHARED 01 1974 D SALOMON BROS 2008 WORLDWIDE COM 79548R10 22 2210 SH SHARED 02 2210 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 8 700 SH SHARED 02 700 D SALTON INC COM 79575710 2 184 SH SHARED 184 D SALTON INC COM 79575710 407 28382 SH SHARED 01 28382 D SALTON INC COM 79575710 156 10901 SH SHARED 02 9001 1900 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 232 21000 SH SHARED 11 21000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 121 11000 SH SHR/OTHR 11 11000 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 537 26790 SH SHARED 11 19790 7000 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 1 420 SH SHARED 420 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 85 19128 SH SHARED 01 19128 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 53 11900 SH SHARED 02 11900 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 8 1800 SH SHARED 11 1800 D SANDERSON FARMS INC COM 80001310 3 126 SH SHARED 126 D SANDERSON FARMS INC COM 80001310 47 1900 SH SHARED 01 1900 D SANDERSON FARMS INC COM 80001310 110 4400 SH SHARED 02 4400 D SANDISK CORP COM 80004C10 374 30198 SH SHARED 30198 D SANDISK CORP COM 80004C10 4663 376100 SH SHARED 01 376100 D SANDISK CORP COM 80004C10 62 5000 SH SHR/OTHR 01 2000 3000 D SANDISK CORP COM 80004C10 1447 116754 SH SHARED 02 113754 3000 D SANDISK CORP COM 80004C10 2329 187900 SH SHARED 11 63200 122300 2400 D SANDY SPRING BANCORP INC COM 80036310 76 2375 SH SHARED 2375 D SANDY SPRING BANCORP INC COM 80036310 1364 42450 SH SHARED 01 42450 D SANDY SPRING BANCORP INC COM 80036310 413 12850 SH SHARED 02 12700 150 D SANGAMO BIOSCIENCES INC COM 80067710 1 246 SH SHARED 246 D SANGAMO BIOSCIENCES INC COM 80067710 17 3000 SH SHARED 01 3000 D SANGAMO BIOSCIENCES INC COM 80067710 85 14600 SH SHARED 02 14600 D SANMINA SCI CORP NOTE 4.250% 5/0 800907AB 8850 10000000 PRN SHARED 10000000 D SANMINA SCI CORP NOTE 4.250% 5/0 800907AB 325 368000 PRN SHARED 02 368000 D SANMINA SCI CORP SDCV 9/1 800907AD 20493 56147000 PRN SHARED 56147000 D SANMINA SCI CORP SDCV 9/1 800907AD 1934 5300000 PRN SHARED 02 300000 5000000 D SANMINA SCI CORP COM 80090710 9067 1436968 SH SHARED 1436968 D SANMINA SCI CORP COM 80090710 14561 2307671 SH SHARED 01 2279143 28528 D SANMINA SCI CORP COM 80090710 31 4990 SH SHR/OTHR 01 1350 3640 D SANMINA SCI CORP COM 80090710 2732 433062 SH SHARED 02 404598 28464 D SANMINA SCI CORP COM 80090710 145 23117 SH SHARED 06 23117 D SANMINA SCI CORP COM 80090710 38 6100 SH SHARED 07 6100 D SANMINA SCI CORP COM 80090710 28 4454 SH SHARED 09 4454 D SANMINA SCI CORP COM 80090710 29495 4674471 SH SHARED 11 4434033 240438 D SANMINA SCI CORP COM 80090710 379 60219 SH SHR/OTHR 11 60219 D SANGSTAT MED CORP COM 80100310 18 785 SH SHARED 785 D SANGSTAT MED CORP COM 80100310 5803 252561 SH SHARED 01 252561 D SANGSTAT MED CORP COM 80100310 535 23300 SH SHARED 02 23300 D SANTANDER BANCORP COM 80280910 3 212 SH SHARED 212 D SANTANDER BANCORP COM 80280910 40 2400 SH SHARED 01 2400 D SANTANDER BANCORP COM 80280910 119 7000 SH SHARED 02 7000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1261 51955 SH SHARED 51955 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 125 5150 SH SHARED 01 5150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 759 31257 SH SHARED 02 19222 12035 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 485 20000 SH SHARED 05 20000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 5595 230350 SH SHARED 11 85450 99700 45200 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 223 9200 SH SHR/OTHR 11 9200 D SAPIENT CORP COM 80306210 2 2120 SH SHARED 2120 D SAPIENT CORP COM 80306210 55 52300 SH SHARED 01 52300 D SAPIENT CORP COM 80306210 82 77419 SH SHARED 02 77419 D SAPPI LTD SPON ADR NEW 80306920 31 2220 SH SHARED 02 2220 D SAPPI LTD SPON ADR NEW 80306920 308 22000 SH SHARED 05 22000 D SARA LEE CORP COM 80311110 86034 4168325 SH SHARED 4158725 9600 D SARA LEE CORP COM 80311110 69184 3351974 SH SHARED 01 3340157 11817 D SARA LEE CORP COM 80311110 1500 72688 SH SHR/OTHR 01 30420 42268 D SARA LEE CORP COM 80311110 33255 1611237 SH SHARED 02 1600587 10650 D SARA LEE CORP COM 80311110 352 17095 SH SHARED 06 17095 D SARA LEE CORP COM 80311110 205 9950 SH SHARED 07 9950 D SARA LEE CORP COM 80311110 130 6332 SH SHARED 09 6332 D SARA LEE CORP COM 80311110 100443 4866471 SH SHARED 11 3848626 1017845 D SARA LEE CORP COM 80311110 8641 418700 SH SHR/OTHR 11 418700 D SASOL LTD SPONSORED ADR 80386630 4 400 SH SHARED 02 400 D SASOL LTD SPONSORED ADR 80386630 90 8716 SH SHARED 05 8716 D SATCON TECHNOLOGY CORP COM 80389310 0 240 SH SHARED 240 D SATCON TECHNOLOGY CORP COM 80389310 31 19900 SH SHARED 02 9100 10800 D SATYAM COMPUTER SERVICES LTD ADR 80409810 513 49000 SH SHARED 49000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 32 3100 SH SHARED 3100 D SATYAM COMPUTER SERVICES LTD ADR 80409810 62 6000 SH SHR/OTHR 01 6000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 418 40000 SH SHARED 04 40000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 60 5740 SH SHARED 06 5740 D SATYAM COMPUTER SERVICES LTD ADR 80409810 1368 130700 SH SHARED 07 130700 D SATYAM COMPUTER SERVICES LTD ADR 80409810 515 49219 SH SHR/OTHR 11 49219 D SATYAM INFOWAY LTD SPONSORED ADR 80409910 0 1546 SH SHARED 1546 D SAUER-DANFOSS INC COM 80413710 462 41452 SH SHARED 41452 D SAUER-DANFOSS INC COM 80413710 21 1900 SH SHARED 01 1900 D SAUER-DANFOSS INC COM 80413710 97 8700 SH SHARED 02 8700 D SAUER-DANFOSS INC COM 80413710 333 29900 SH SHARED 05 29900 D SAUL CTRS INC COM 80439510 5 222 SH SHARED 222 D SAUL CTRS INC COM 80439510 108 4200 SH SHARED 01 4200 D SAUL CTRS INC COM 80439510 310 12000 SH SHR/OTHR 01 12000 D SAUL CTRS INC COM 80439510 279 10800 SH SHARED 02 9100 1700 D SAUL CTRS INC COM 80439510 2 100 SH SHARED 11 100 D SAXON CAPITAL INC COM 80556P30 120 7400 SH SHARED 01 7400 D SAXON CAPITAL INC COM 80556P30 385 23700 SH SHARED 02 23700 D SCANA CORP NEW COM 80589M10 98369 3186582 SH SHARED 3186582 D SCANA CORP NEW COM 80589M10 2294 74342 SH SHARED 01 72142 2200 D SCANA CORP NEW COM 80589M10 566 18356 SH SHR/OTHR 01 4800 13556 D SCANA CORP NEW COM 80589M10 2291 74223 SH SHARED 02 71423 2800 D SCANSOFT INC COM 80603P10 156 21100 SH SHARED 01 21100 D SCANSOFT INC COM 80603P10 450 60888 SH SHARED 02 60888 D SCANSOURCE INC COM 80603710 12 196 SH SHARED 196 D SCANSOURCE INC COM 80603710 202 3300 SH SHARED 01 3300 D SCANSOURCE INC COM 80603710 323 5266 SH SHARED 02 5266 D SCANSOURCE INC COM 80603710 65 1060 SH SHARED 11 1060 D SCHAWK INC CL A 80637310 2 276 SH SHARED 276 D SCHAWK INC CL A 80637310 46 4300 SH SHARED 01 4300 D SCHAWK INC CL A 80637310 85 8000 SH SHARED 02 8000 D SCHEIN HENRY INC COM 80640710 67 1519 SH SHARED 1519 D SCHEIN HENRY INC COM 80640710 1416 31823 SH SHARED 01 31823 D SCHEIN HENRY INC COM 80640710 1734 38980 SH SHARED 02 37130 1850 D SCHEIN HENRY INC COM 80640710 664 14930 SH SHR/OTHR 11 14930 D SCHERER HEALTHCARE INC COM 80653010 76 24300 SH SHARED 01 24300 D SCHERING A G SPONSORED ADR 80658520 402 6339 SH SHARED 6339 D SCHERING PLOUGH CORP COM 80660510 178493 7255829 SH SHARED 7167679 88150 D SCHERING PLOUGH CORP COM 80660510 161082 6548061 SH SHARED 01 6480692 16000 51369 D SCHERING PLOUGH CORP COM 80660510 1575 64050 SH SHR/OTHR 01 42150 21900 D SCHERING PLOUGH CORP COM 80660510 25568 1039387 SH SHARED 02 1012621 26766 D SCHERING PLOUGH CORP COM 80660510 360 14640 SH SHARED 03 14640 D SCHERING PLOUGH CORP COM 80660510 30012 1220000 SH SHARED 04 1220000 D SCHERING PLOUGH CORP COM 80660510 1252 50903 SH SHARED 06 50903 D SCHERING PLOUGH CORP COM 80660510 984 40000 SH SHARED 07 40000 D SCHERING PLOUGH CORP COM 80660510 294 11957 SH SHARED 09 11957 D SCHERING PLOUGH CORP COM 80660510 59379 2413789 SH SHARED 11 724081 1689708 D SCHERING PLOUGH CORP COM 80660510 200161 8136654 SH SHR/OTHR 11 8136654 D SCHLOTZSKYS INC COM 80683210 4 1000 SH SHARED 02 1000 D SCHLUMBERGER LTD COM 80685710 118939 2557847 SH SHARED 2557847 D SCHLUMBERGER LTD COM 80685710 112323 2415567 SH SHARED 01 2314567 360 100640 D SCHLUMBERGER LTD COM 80685710 9544 205249 SH SHR/OTHR 01 127170 78079 D SCHLUMBERGER LTD COM 80685710 15763 339003 SH SHARED 02 306805 32198 D SCHLUMBERGER LTD COM 80685710 8087 173934 SH SHARED 06 173934 D SCHLUMBERGER LTD COM 80685710 4889 105161 SH SHARED 08 105161 D SCHLUMBERGER LTD COM 80685710 5778 124279 SH SHARED 09 124279 D SCHLUMBERGER LTD COM 80685710 112838 2426625 SH SHARED 11 977403 1174800 274422 D SCHLUMBERGER LTD COM 80685710 4601 98966 SH SHR/OTHR 11 98966 D SCHNITZER STL INDS CL A 80688210 75 3400 SH SHARED 02 3400 D SCHOLASTIC CORP COM 80706610 1808 47727 SH SHARED 47727 D SCHOLASTIC CORP COM 80706610 1125 29700 SH SHARED 01 29700 D SCHOLASTIC CORP COM 80706610 3326 87769 SH SHARED 02 85944 1825 D SCHOLASTIC CORP COM 80706610 1326 35000 SH SHARED 04 35000 D SCHOLASTIC CORP COM 80706610 564 14900 SH SHARED 11 14800 100 D SCHOOL SPECIALTY INC COM 80786310 11 436 SH SHARED 436 D SCHOOL SPECIALTY INC COM 80786310 3235 121800 SH SHARED 01 121800 D SCHOOL SPECIALTY INC COM 80786310 1022 38483 SH SHARED 02 38483 D SCHULMAN A INC COM 80819410 1469 68506 SH SHARED 68506 D SCHULMAN A INC COM 80819410 5618 261938 SH SHARED 01 261938 D SCHULMAN A INC COM 80819410 1097 51184 SH SHARED 02 51184 D SCHWAB CHARLES CORP NEW COM 80851310 45494 4061992 SH SHARED 4061992 D SCHWAB CHARLES CORP NEW COM 80851310 64776 5783642 SH SHARED 01 5684312 5130 94200 D SCHWAB CHARLES CORP NEW COM 80851310 20 1825 SH SHR/OTHR 01 1825 D SCHWAB CHARLES CORP NEW COM 80851310 29730 2654469 SH SHARED 02 2617822 36647 D SCHWAB CHARLES CORP NEW COM 80851310 1120 100000 SH SHARED 04 100000 D SCHWAB CHARLES CORP NEW COM 80851310 293 26203 SH SHARED 06 26203 D SCHWAB CHARLES CORP NEW COM 80851310 155 13850 SH SHARED 07 13850 D SCHWAB CHARLES CORP NEW COM 80851310 158 14186 SH SHARED 09 14186 D SCHWAB CHARLES CORP NEW COM 80851310 1379 123194 SH SHARED 11 5095 118099 D SCHWAB CHARLES CORP NEW COM 80851310 5523 493137 SH SHR/OTHR 11 493137 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 62 2553 SH SHARED 2553 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 2362 96036 SH SHARED 01 96036 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 22 916 SH SHR/OTHR 01 916 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 434 17675 SH SHARED 02 17675 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 2143 87119 SH SHARED 11 86400 719 D SCICLONE PHARMACEUTICALS INC COM 80862K10 1 830 SH SHARED 830 D SCICLONE PHARMACEUTICALS INC COM 80862K10 73 36900 SH SHARED 02 28800 8100 D SCICLONE PHARMACEUTICALS INC COM 80862K10 88 44000 SH SHR/OTHR 11 44000 D SCIENT INC COM NEW 80864930 0 370 SH SHARED 01 370 D SCIENT INC COM NEW 80864930 0 250 SH SHARED 02 250 D SCIENT INC COM NEW 80864930 1 2872 SH SHARED 11 2872 D SCIENTIFIC ATLANTA INC COM 80865510 6530 397000 SH SHARED 397000 D SCIENTIFIC ATLANTA INC COM 80865510 11116 675785 SH SHARED 01 675785 D SCIENTIFIC ATLANTA INC COM 80865510 2219 134934 SH SHARED 02 130274 4660 D SCIENTIFIC ATLANTA INC COM 80865510 9 559 SH SHARED 06 559 D SCIENTIFIC ATLANTA INC COM 80865510 368 22380 SH SHARED 07 22380 D SCIENTIFIC ATLANTA INC COM 80865510 21 1333 SH SHARED 09 1333 D SCIENTIFIC ATLANTA INC COM 80865510 980 59630 SH SHARED 11 59630 D SCIENTIFIC ATLANTA INC COM 80865510 216 13155 SH SHR/OTHR 11 13155 D SCIENTIFIC GAMES CORP CL A 80874P10 3 424 SH SHARED 424 D SCIENTIFIC GAMES CORP CL A 80874P10 91 11500 SH SHARED 01 11500 D SCIENTIFIC GAMES CORP CL A 80874P10 228 28800 SH SHARED 02 28800 D SCIOS INC COM 80890510 95 3117 SH SHARED 3117 D SCIOS INC COM 80890510 893 29200 SH SHARED 01 28000 1200 D SCIOS INC COM 80890510 25 829 SH SHR/OTHR 01 829 D SCIOS INC COM 80890510 1794 58631 SH SHARED 02 58631 D SCIOS INC COM 80890510 88 2900 SH SHARED 04 2900 D SCOPE INDS COM 80916310 250 4000 SH SHARED 01 4000 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 4588 214400 SH SHARED 05 214400 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 39 1854 SH SHARED 11 800 1054 D SCOTTS CO CL A 81018610 46 1021 SH SHARED 1021 D SCOTTS CO CL A 81018610 2998 66050 SH SHARED 01 66050 D SCOTTS CO CL A 81018610 1315 28975 SH SHARED 02 28975 D SCREAMINGMEDIA INC COM 81088310 3 2500 SH SHARED 01 2500 D SCREAMINGMEDIA INC COM 81088310 34 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 7574 98372 SH SHARED 98372 D SCRIPPS E W CO OHIO CL A 81105420 1509 19604 SH SHARED 01 19604 D SCRIPPS E W CO OHIO CL A 81105420 893 11601 SH SHARED 02 11601 D SCRIPPS E W CO OHIO CL A 81105420 49 640 SH SHARED 06 640 D SCRIPPS E W CO OHIO CL A 81105420 20 265 SH SHARED 11 265 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 5 1000 SH SHARED 02 1000 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 26 4515 SH SHARED 11 4515 D SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 41 3700 SH SHARED 11 3700 D SCUDDER NEW ASIA FD INC COM 81118310 184 20000 SH SHR/OTHR 01 20000 D SCUDDER NEW ASIA FD INC COM 81118310 1245 135327 SH SHARED 11 63155 72172 D SCUDDER NEW ASIA FD INC COM 81118310 68 7482 SH SHR/OTHR 11 7482 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 87 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 5087 353288 SH SHARED 353288 D SEA CONTAINERS LTD CL A 81137170 8 600 SH SHARED 02 600 D SEABOARD CORP COM 81154310 4 18 SH SHARED 18 D SEABOARD CORP COM 81154310 173 700 SH SHARED 01 700 D SEABOARD CORP COM 81154310 143 577 SH SHARED 02 577 D SEACHANGE INTL INC COM 81169910 4 476 SH SHARED 476 D SEACHANGE INTL INC COM 81169910 536 61113 SH SHARED 01 48000 13113 D SEACHANGE INTL INC COM 81169910 203 23148 SH SHARED 02 23148 D SEACHANGE INTL INC COM 81169910 18 2100 SH SHR/OTHR 11 2100 D SEACOAST FINL SVCS CORP COM 81170Q10 17 706 SH SHARED 706 D SEACOAST FINL SVCS CORP COM 81170Q10 574 22927 SH SHARED 01 22927 D SEACOAST FINL SVCS CORP COM 81170Q10 754 30108 SH SHARED 02 30108 D SEACOAST FINL SVCS CORP COM 81170Q10 100 4000 SH SHARED 11 4000 D SEACOAST BKG CORP FLA COM 81170730 3 68 SH SHARED 68 D SEACOAST BKG CORP FLA COM 81170730 80 1400 SH SHARED 01 1400 D SEACOAST BKG CORP FLA COM 81170730 20 350 SH SHR/OTHR 01 350 D SEACOAST BKG CORP FLA COM 81170730 288 5000 SH SHARED 02 3500 1500 D SEACOAST BKG CORP FLA COM 81170730 171 2974 SH SHARED 11 2974 D SEACOR SMIT INC COM 81190410 23 488 SH SHARED 488 D SEACOR SMIT INC COM 81190410 2114 44650 SH SHARED 01 44650 D SEACOR SMIT INC COM 81190410 40 850 SH SHR/OTHR 01 850 D SEACOR SMIT INC COM 81190410 1218 25725 SH SHARED 02 25725 D SEALED AIR CORP NEW COM 81211K10 9986 247993 SH SHARED 247993 D SEALED AIR CORP NEW COM 81211K10 15511 385180 SH SHARED 01 385080 100 D SEALED AIR CORP NEW COM 81211K10 170 4241 SH SHR/OTHR 01 4241 D SEALED AIR CORP NEW COM 81211K10 4070 101084 SH SHARED 02 100950 134 D SEALED AIR CORP NEW COM 81211K10 44 1101 SH SHARED 06 1101 D SEALED AIR CORP NEW COM 81211K10 36 900 SH SHARED 07 900 D SEALED AIR CORP NEW COM 81211K10 23 579 SH SHARED 09 579 D SEALED AIR CORP NEW COM 81211K10 2033 50500 SH SHARED 11 48200 2300 D SEALED AIR CORP NEW COM 81211K10 4007 99525 SH SHR/OTHR 11 99525 D SEALED AIR CORP NEW PFD CV A $2 81211K20 112281 2748619 SH SHARED 2748619 D SEALED AIR CORP NEW PFD CV A $2 81211K20 470 11520 SH SHARED 01 9770 1750 D SEALED AIR CORP NEW PFD CV A $2 81211K20 149 3663 SH SHR/OTHR 01 2950 713 D SEALED AIR CORP NEW PFD CV A $2 81211K20 64 1567 SH SHARED 11 1567 D SEALED AIR CORP NEW PFD CV A $2 81211K20 38 950 SH SHR/OTHR 11 950 D SEARS ROEBUCK & CO COM 81238710 85351 1571857 SH SHARED 1571857 D SEARS ROEBUCK & CO COM 81238710 77553 1428239 SH SHARED 01 1428239 D SEARS ROEBUCK & CO COM 81238710 613 11300 SH SHR/OTHR 01 500 10800 D SEARS ROEBUCK & CO COM 81238710 9558 176027 SH SHARED 02 173315 2712 D SEARS ROEBUCK & CO COM 81238710 387 7137 SH SHARED 06 7137 D SEARS ROEBUCK & CO COM 81238710 293 5400 SH SHARED 07 5400 D SEARS ROEBUCK & CO COM 81238710 149 2745 SH SHARED 09 2745 D SEARS ROEBUCK & CO COM 81238710 7384 136000 SH SHARED 11 134700 1300 D SEARS ROEBUCK & CO COM 81238710 827 15246 SH SHR/OTHR 11 15246 D SEATTLE GENETICS INC COM 81257810 1 248 SH SHARED 248 D SEATTLE GENETICS INC COM 81257810 80 15400 SH SHARED 02 15400 D SECOND BANCORP INC COM 81311410 134 4936 SH SHARED 4936 D SECOND BANCORP INC COM 81311410 54 2000 SH SHARED 01 2000 D SECOND BANCORP INC COM 81311410 199 7300 SH SHARED 02 7300 D SECTOR SPDR TR SBI BASIC INDS 81369Y10 10623 458126 SH SHARED 02 458126 D SECTOR SPDR TR SBI CONS SERVS 81369Y20 1379 49855 SH SHARED 02 49855 D SECTOR SPDR TR SBI CONS STPLS 81369Y30 476 21437 SH SHARED 02 21437 D SECTOR SPDR TR SBI CYCL TRANS 81369Y40 26 972 SH SHARED 02 922 50 D SECTOR SPDR TR SBI INT-ENERGY 81369Y50 760 29035 SH SHARED 02 27050 1985 D SECTOR SPDR TR SBI INT-FINL 81369Y60 2514 100000 SH SHARED 02 100000 D SECTOR SPDR TR SBI INT-INDS 81369Y70 448 18793 SH SHARED 02 18793 D SECTOR SPDR TR SBI INT-TECH 81369Y80 37 2400 SH SHARED 01 2000 400 D SECTOR SPDR TR SBI INT-TECH 81369Y80 28 1800 SH SHR/OTHR 01 1800 D SECTOR SPDR TR SBI INT-TECH 81369Y80 3775 238682 SH SHARED 02 238682 D SECTOR SPDR TR SBI INT-TECH 81369Y80 201 12730 SH SHARED 11 2471 10259 D SECTOR SPDR TR SBI INT-TECH 81369Y80 6 400 SH SHR/OTHR 11 400 D SECTOR SPDR TR SBI INT-UTILS 81369Y88 1 50 SH SHARED 02 50 D SECURE COMPUTING CORP COM 81370510 140 18645 SH SHARED 18645 D SECURE COMPUTING CORP COM 81370510 1172 155237 SH SHARED 01 155237 D SECURE COMPUTING CORP COM 81370510 11 1500 SH SHR/OTHR 01 1500 D SECURE COMPUTING CORP COM 81370510 191 25400 SH SHARED 02 25400 D SECURE COMPUTING CORP COM 81370510 1153 152800 SH SHARED 06 152800 D SECURE COMPUTING CORP COM 81370510 2035 269600 SH SHARED 11 269600 D SECURE COMPUTING CORP COM 81370510 835 110700 SH SHR/OTHR 11 110700 D SECURITY CAP CORP DEL CL A NEW 81413140 0 25 SH SHARED 02 25 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 52 16919 SH SHARED 16919 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 47 15400 SH SHARED 01 15400 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 351 113405 SH SHARED 02 113405 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 7 2440 SH SHARED 11 2440 D SEITEL INC COM NEW 81607430 0 480 SH SHARED 480 D SEITEL INC COM NEW 81607430 76 76043 SH SHARED 02 56243 19800 D SEITEL INC COM NEW 81607430 4 4230 SH SHARED 11 4230 D SELECT MEDICAL CORP COM 81619610 4 264 SH SHARED 264 D SELECT MEDICAL CORP COM 81619610 482 30800 SH SHARED 01 30800 D SELECT MEDICAL CORP COM 81619610 259 16550 SH SHARED 02 16250 300 D SELECTICA INC COM 81628810 1 488 SH SHARED 488 D SELECTICA INC COM 81628810 77 19600 SH SHARED 02 14600 5000 D SELECTIVE INS GROUP INC COM 81630010 177 6278 SH SHARED 6278 D SELECTIVE INS GROUP INC COM 81630010 624 22050 SH SHARED 01 22050 D SELECTIVE INS GROUP INC COM 81630010 968 34195 SH SHARED 02 31701 2494 D SELECTIVE INS GROUP INC COM 81630010 4847 171100 SH SHARED 11 171100 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1296 42728 SH SHARED 42728 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 13395 441373 SH SHARED 02 440273 1100 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1851 61000 SH SHARED 11 57800 3200 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1851 61000 SH SHR/OTHR 11 61000 D SEMINIS INC CL A 81665810 42 11600 SH SHARED 02 11600 D SEMTECH CORP NOTE 4.500% 2/0 816850AD 11152 11864000 PRN SHARED 11864000 D SEMTECH CORP NOTE 4.500% 2/0 816850AD 4230 4500000 PRN SHARED 01 4500000 D SEMTECH CORP COM 81685010 239 8985 SH SHARED 8985 D SEMTECH CORP COM 81685010 1055 39550 SH SHARED 01 39500 50 D SEMTECH CORP COM 81685010 1523 57045 SH SHARED 02 55845 1200 D SEMTECH CORP COM 81685010 3991 149500 SH SHARED 11 142000 7500 D SEMPRA ENERGY COM 81685110 27007 1220398 SH SHARED 1219236 1162 D SEMPRA ENERGY COM 81685110 25525 1153419 SH SHARED 01 1153419 D SEMPRA ENERGY COM 81685110 83 3751 SH SHR/OTHR 01 3000 751 D SEMPRA ENERGY COM 81685110 3282 148312 SH SHARED 02 148312 D SEMPRA ENERGY COM 81685110 44 2007 SH SHARED 06 2007 D SEMPRA ENERGY COM 81685110 364 16450 SH SHARED 07 16450 D SEMPRA ENERGY COM 81685110 36 1653 SH SHARED 09 1653 D SEMPRA ENERGY COM 81685110 22979 1038401 SH SHARED 11 1038401 D SEMPRA ENERGY COM 81685110 162 7350 SH SHR/OTHR 11 7350 D SEMITOOL INC COM 81690910 37 4616 SH SHARED 4616 D SEMITOOL INC COM 81690910 83 10200 SH SHARED 01 10200 D SEMITOOL INC COM 81690910 227 27922 SH SHARED 02 27922 D SEMITOOL INC COM 81690910 10553 1293371 SH SHARED 11 727237 18434 547700 D SENECA FOODS CORP NEW CL A 81707050 218 16800 SH SHARED 11 16800 D SENIOR HIGH INCOME PORTFOLIO COM 81721E10 51 10200 SH SHARED 02 10200 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 8 566 SH SHARED 566 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 388 24765 SH SHARED 01 24745 20 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 635 40480 SH SHARED 02 40480 D SENSIENT TECHNOLOGIES CORP COM 81725T10 469 20623 SH SHARED 20623 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1035 45483 SH SHARED 01 45483 D SENSIENT TECHNOLOGIES CORP COM 81725T10 44 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1725 75822 SH SHARED 02 75822 D SENSIENT TECHNOLOGIES CORP COM 81725T10 44 1970 SH SHARED 11 1970 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 858 1500000 PRN SHARED 01 1500000 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 2002 3500000 PRN SHARED 02 3500000 D SEPRACOR INC NOTE 5.750%11/1 817315AQ 7803 13500000 PRN SHARED 02 13500000 D SEPRACOR INC COM 81731510 1930 202156 SH SHARED 202156 D SEPRACOR INC COM 81731510 551 57797 SH SHARED 01 57797 D SEPRACOR INC COM 81731510 1299 136118 SH SHARED 02 134818 1300 D SEPRACOR INC COM 81731510 7 800 SH SHARED 11 800 D SEQUA CORPORATION CL A 81732010 317 4854 SH SHARED 4854 D SEQUA CORPORATION CL A 81732010 349 5350 SH SHARED 01 5350 D SEQUA CORPORATION CL A 81732010 682 10443 SH SHARED 02 10443 D SEQUA CORPORATION CL A 81732010 11 180 SH SHARED 11 180 D SEQUA CORPORATION CL A 81732010 32 500 SH SHR/OTHR 11 500 D SEQUA CORPORATION PFD CONV $5 81732030 6852 72900 SH SHARED 72900 D SEQUENOM INC COM 81733710 23 6722 SH SHARED 6722 D SEQUENOM INC COM 81733710 66 18800 SH SHARED 01 18800 D SEQUENOM INC COM 81733710 114 32540 SH SHARED 02 32500 40 D SEQUENOM INC COM 81733710 194 55000 SH SHARED 07 55000 D SERENA SOFTWARE INC COM 81749210 5 436 SH SHARED 436 D SERENA SOFTWARE INC COM 81749210 334 24401 SH SHARED 01 24401 D SERENA SOFTWARE INC COM 81749210 356 26000 SH SHARED 02 26000 D SERONO S A SPONSORED ADR 81752M10 1 100 SH SHARED 02 100 D SERONO S A SPONSORED ADR 81752M10 348 21400 SH SHARED 11 7900 13500 D SEROLOGICALS CORP COM 81752310 133 7286 SH SHARED 7286 D SEROLOGICALS CORP COM 81752310 406 22200 SH SHARED 01 21800 400 D SEROLOGICALS CORP COM 81752310 342 18700 SH SHARED 02 18700 D SERVICE CORP INTL NOTE 6.750% 6/2 817565AU 4807 5003000 PRN SHARED 02 3000 5000000 D SERVICE CORP 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82001310 348 17300 SH SHARED 01 17300 D SHARPER IMAGE CORP COM 82001310 120 6000 SH SHARED 02 6000 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 78 7000 SH SHARED 7000 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 13 1242 SH SHARED 06 1242 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 58 5200 SH SHARED 11 5200 D SHAW GROUP INC NOTE 5/0 820280AC 8279 14500000 PRN SHARED 14500000 D SHAW GROUP INC NOTE 5/0 820280AC 3426 6000000 PRN SHARED 01 6000000 D SHAW GROUP INC NOTE 5/0 820280AC 3366 5895000 PRN SHARED 02 5200000 695000 D SHAW GROUP INC COM 82028010 905 29500 SH SHARED 29500 D SHAW GROUP INC COM 82028010 506 16500 SH SHARED 01 16500 D SHAW GROUP INC COM 82028010 1255 40888 SH SHARED 02 40888 D SHAW GROUP INC COM 82028010 21 700 SH SHARED 11 700 D SHAW GROUP INC COM 82028010 20105 654900 SH SHR/OTHR 11 654900 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 5696 126569 SH SHARED 121821 4748 D SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 72 1600 SH SHARED 01 1600 D SHELL TRANS & 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4750 D SHERWIN WILLIAMS CO COM 82434810 174 5837 SH SHR/OTHR 11 5837 D SHERWOOD BRANDS INC *W EXP 05/06/200 82437L11 0 500 SH SHARED 02 500 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 82 3185 SH SHARED 3185 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 759 29421 SH SHARED 02 29421 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 2839 110000 SH SHARED 05 110000 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 1768 68527 SH SHARED 11 15334 53193 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 553 21428 SH SHR/OTHR 11 21428 D SHIRE FIN LTD NOTE 2.000% 8/2 82481UAB 9366 10500000 PRN SHARED 02 10500000 D SHOE CARNIVAL INC COM 82488910 49 2300 SH SHARED 01 2300 D SHOE CARNIVAL INC COM 82488910 130 6100 SH SHARED 02 6100 D SHOPKO STORES INC COM 82491110 98 4861 SH SHARED 4861 D SHOPKO STORES INC COM 82491110 3126 154790 SH SHARED 01 154790 D SHOPKO STORES INC COM 82491110 685 33911 SH SHARED 02 33911 D SHOPKO STORES INC COM 82491110 4629 229200 SH SHARED 11 229200 D SHUFFLE MASTER INC COM 82554910 8 476 SH SHARED 476 D SHUFFLE MASTER INC COM 82554910 652 35500 SH SHARED 01 35500 D SHUFFLE MASTER INC COM 82554910 371 20200 SH SHARED 02 20200 D SHUFFLE MASTER INC COM 82554910 2937 159900 SH SHARED 11 159900 D SHURGARD STORAGE CTRS INC COM 82567D10 158 4577 SH SHARED 4577 D SHURGARD STORAGE CTRS INC COM 82567D10 1289 37150 SH SHARED 01 37150 D SHURGARD STORAGE CTRS INC COM 82567D10 1401 40375 SH SHARED 02 39305 1070 D SHURGARD STORAGE CTRS INC COM 82567D10 6 200 SH SHR/OTHR 11 200 D SICOR INC COM 82584610 1178 63550 SH SHARED 01 61950 1600 D SICOR INC COM 82584610 22 1191 SH SHR/OTHR 01 1191 D SICOR INC COM 82584610 591 31880 SH SHARED 02 31880 D SICOR INC COM 82584610 3830 206600 SH SHARED 11 169000 37600 D SICOR INC COM 82584610 823 44400 SH SHR/OTHR 11 44400 D SIDERCA S A I C ADR REP CL A 82586310 181 11500 SH SHARED 02 11500 D SIEBEL SYS INC COM 82617010 17734 1247132 SH SHARED 1237165 9967 D SIEBEL SYS INC COM 82617010 27658 1945044 SH SHARED 01 1934919 10125 D SIEBEL SYS INC COM 82617010 11337 797307 SH SHARED 02 655807 141500 D SIEBEL SYS INC COM 82617010 192 13546 SH SHARED 06 13546 D SIEBEL SYS INC COM 82617010 197 13900 SH SHARED 07 13900 D SIEBEL SYS INC COM 82617010 73 5164 SH SHARED 09 5164 D SIEBEL SYS INC COM 82617010 12825 901952 SH SHARED 11 857666 44286 D SIEBEL SYS INC COM 82617010 457 32168 SH SHR/OTHR 11 32168 D SIEMENS A G SPONSORED ADR 82619750 1203 20268 SH SHARED 20168 100 D SIEMENS A G SPONSORED ADR 82619750 56 950 SH SHARED 01 950 D SIEMENS A G SPONSORED ADR 82619750 142 2400 SH SHR/OTHR 01 900 1500 D SIEMENS A G SPONSORED ADR 82619750 481 8100 SH SHARED 02 7900 200 D SIEMENS A G SPONSORED ADR 82619750 1055 17773 SH SHARED 11 8248 9525 D SIEMENS A G SPONSORED ADR 82619750 249 4200 SH SHR/OTHR 11 4200 D SIERRA HEALTH SVCS INC COM 82632210 99 4471 SH SHARED 4471 D SIERRA HEALTH SVCS INC COM 82632210 831 37200 SH SHARED 01 37200 D SIERRA HEALTH SVCS INC COM 82632210 793 35500 SH SHARED 02 31000 4500 D SIERRA PAC RES NEW COM 82642810 298 38271 SH SHARED 38271 D SIERRA PAC RES NEW COM 82642810 3793 486336 SH SHARED 01 486336 D SIERRA PAC RES NEW COM 82642810 8 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 1954 250617 SH SHARED 02 249897 720 D SIERRA PAC RES NEW COM 82642810 166 21350 SH SHARED 11 21100 250 D SIGMA ALDRICH CORP COM 82655210 8679 173078 SH SHARED 173078 D SIGMA ALDRICH CORP COM 82655210 16054 320127 SH SHARED 01 320127 D SIGMA ALDRICH CORP COM 82655210 4092 81607 SH SHARED 02 39607 42000 D SIGMA ALDRICH CORP COM 82655210 129 2575 SH SHARED 06 2575 D SIGMA ALDRICH CORP COM 82655210 30 600 SH SHARED 07 600 D SIGMA ALDRICH CORP COM 82655210 15492 308925 SH SHARED 11 102600 206325 D SIGMA ALDRICH CORP COM 82655210 3648 72745 SH SHR/OTHR 11 72745 D SIGNAL TECHNOLOGY CORP COM 82667510 14 1500 SH SHARED 01 1500 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 13587 307600 SH SHARED 05 307600 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 3550734 80386102 SH SHARED 06 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SILICON GRAPHICS INC COM 82705610 386 131361 SH SHARED 01 131361 D SILICON GRAPHICS INC COM 82705610 545 185474 SH SHARED 02 185474 D SILICON STORAGE TECHNOLOGY I COM 82705710 167 21423 SH SHARED 21423 D SILICON STORAGE TECHNOLOGY I COM 82705710 356 45700 SH SHARED 01 45700 D SILICON STORAGE TECHNOLOGY I COM 82705710 558 71637 SH SHARED 02 71637 D SILICON STORAGE TECHNOLOGY I COM 82705710 6100 782100 SH SHARED 11 310400 456100 15600 D SILICON VY BANCSHARES COM 82706410 408 15485 SH SHARED 15485 D SILICON VY BANCSHARES COM 82706410 3215 122000 SH SHARED 01 122000 D SILICON VY BANCSHARES COM 82706410 2080 78936 SH SHARED 02 77936 1000 D SILICON VY BANCSHARES COM 82706410 141 5350 SH SHARED 11 2350 3000 D SILICONIX INC COM NEW 82707920 28 1025 SH SHARED 1025 D SILICONIX INC COM NEW 82707920 239 8650 SH SHARED 01 8650 D SILICONIX INC COM NEW 82707920 139 5028 SH SHARED 02 5028 D SILICONIX INC COM NEW 82707920 1652 59660 SH SHARED 11 14060 45600 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 0 1 SH SHARED 1 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 9676 2804791 SH SHARED 2804791 D SILVERSTREAM SOFTWARE INC COM 82790710 1229 137520 SH SHARED 01 137520 D SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 82840810 19 13200 SH SHARED 02 13200 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 10 242 SH SHARED 242 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 89 2100 SH SHARED 01 2100 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 264 6200 SH SHARED 02 6200 D SIMON PPTY GROUP INC NEW COM 82880610 14351 389564 SH SHARED 389564 D SIMON PPTY GROUP INC NEW COM 82880610 22355 606818 SH SHARED 01 606818 D SIMON PPTY GROUP INC NEW COM 82880610 36 1000 SH SHR/OTHR 01 1000 D SIMON PPTY GROUP INC NEW COM 82880610 13773 373879 SH SHARED 02 358513 15366 D SIMON PPTY GROUP INC NEW COM 82880610 65 1781 SH SHARED 07 1781 D SIMON PPTY GROUP INC NEW COM 82880610 187 5100 SH SHARED 11 1700 3400 D SIMON PPTY GROUP INC NEW COM 82880610 1580 42900 SH SHR/OTHR 11 42900 D SIMON PPTY GROUP INC NEW COM 82880610 218989 5944342 SH SHARED 12 5944342 D SIMON PPTY GROUP INC NEW PFD CV B 6.50% 82880640 9523 99200 SH SHARED 99200 D SIMPLETECH INC COM 82882310 10 3100 SH SHARED 01 3100 D SIMPLETECH INC COM 82882310 20 6100 SH SHARED 02 6100 D SIMPLEX SOLUTIONS INC COM 82885410 0 2951 SH SHARED 2951 D SIMPLEX SOLUTIONS INC COM 82885410 0 6900 SH SHARED 01 6900 D SIMPLEX SOLUTIONS INC COM 82885410 0 29325 SH SHARED 02 29325 D SIMPSON MANUFACTURING CO INC COM 82907310 27 481 SH SHARED 481 D SIMPSON MANUFACTURING CO INC COM 82907310 114 2000 SH SHARED 01 2000 D SIMPSON MANUFACTURING CO INC COM 82907310 585 10255 SH SHARED 02 10255 D SIMPSON MANUFACTURING CO INC COM 82907310 20265 354720 SH SHARED 11 235049 4171 115500 D SINCLAIR BROADCAST GROUP INC CL A 82922610 769 53278 SH SHARED 53278 D SINCLAIR BROADCAST GROUP INC CL A 82922610 951 65868 SH SHARED 01 65868 D SINCLAIR BROADCAST GROUP INC CL A 82922610 438 30400 SH SHARED 02 30400 D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 82922650 14504 392020 SH SHARED 392020 D SINGAPORE FD INC COM 82929L10 108 20000 SH SHR/OTHR 01 9000 11000 D SINGAPORE FD INC COM 82929L10 639 118400 SH SHARED 02 118400 D SINGING MACH INC COM NEW 82932230 23 1900 SH SHARED 1900 D SINGING MACH INC COM NEW 82932230 23 1950 SH SHR/OTHR 01 1950 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 53 3550 SH SHARED 02 3550 D SIRENZA MICRODEVICES INC COM 82966T10 0 228 SH SHARED 228 D SIRENZA MICRODEVICES INC COM 82966T10 34 17100 SH SHARED 02 9200 7900 D SIRIUS SATELLITE RADIO INC COM 82966U10 45 12158 SH SHARED 12158 D SIRIUS SATELLITE RADIO INC COM 82966U10 140 37211 SH SHARED 01 37211 D SIRIUS SATELLITE RADIO INC COM 82966U10 3 1000 SH SHR/OTHR 01 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 371 98475 SH SHARED 02 95975 2500 D SIRIUS SATELLITE RADIO INC COM 82966U10 1 300 SH SHARED 11 300 D SITEL CORP COM 82980K10 4 1478 SH SHARED 1478 D SITEL CORP COM 82980K10 101 32050 SH SHARED 01 32050 D SITEL CORP COM 82980K10 204 64700 SH SHARED 02 49200 15500 D SIPEX CORP COM 82990910 59 12227 SH SHARED 12227 D SIPEX CORP COM 82990910 150 30806 SH SHARED 01 30806 D SIPEX CORP COM 82990910 129 26500 SH SHARED 02 26500 D SIX FLAGS INC COM 83001P10 376 26073 SH SHARED 26073 D SIX FLAGS INC COM 83001P10 772 53493 SH SHARED 01 53493 D SIX FLAGS INC COM 83001P10 939 65030 SH SHARED 02 65030 D SIX CONTINENTS PLC SPONSORED ADR 83001810 163 15708 SH SHARED 15708 D SIZELER PPTY INVS INC COM 83013710 64 5900 SH SHARED 01 5900 D SIZELER PPTY INVS INC COM 83013710 105 9700 SH SHARED 02 9700 D SKECHERS U S A INC CL A 83056610 1925 89112 SH SHARED 89112 D SKECHERS U S A INC CL A 83056610 531 24589 SH SHARED 01 24589 D SKECHERS U S A INC CL A 83056610 1036 47959 SH SHARED 02 46209 1750 D SKECHERS U S A INC CL A 83056610 6204 287100 SH SHARED 11 287100 D SKILLSOFT CORP COM 83066P10 42 5424 SH SHARED 5424 D SKILLSOFT CORP COM 83066P10 116 14893 SH SHARED 01 13393 1500 D SKILLSOFT CORP COM 83066P10 8 1139 SH SHR/OTHR 01 1139 D SKILLSOFT CORP COM 83066P10 67 8647 SH SHARED 02 8647 D SKY FINL GROUP INC COM 83080P10 111 5260 SH SHARED 5260 D SKY FINL GROUP INC COM 83080P10 490 23186 SH SHARED 01 23186 D SKY FINL GROUP INC COM 83080P10 412 19520 SH SHARED 02 19520 D SKY FINL GROUP INC COM 83080P10 5494 259800 SH SHARED 11 259800 D SKY FINL GROUP INC COM 83080P10 303 14361 SH SHR/OTHR 11 14361 D SKYEPHARMA PLC SPONSORED ADR 83080810 3 361 SH SHARED 02 361 D SKYLINE CORP COM 83083010 5 172 SH SHARED 172 D SKYLINE CORP COM 83083010 541 16400 SH SHARED 01 16400 D SKYLINE CORP COM 83083010 319 9684 SH SHARED 02 8684 1000 D SKYWEST INC COM 83087910 88 3800 SH SHARED 3800 D SKYWEST INC COM 83087910 2648 113219 SH SHARED 01 113219 D SKYWEST INC COM 83087910 1707 73017 SH SHARED 02 70517 2500 D SKYWEST INC COM 83087910 1337 57200 SH SHARED 06 57200 D SKYWEST INC COM 83087910 38792 1658500 SH SHARED 11 1382192 11508 264800 D SKYWEST INC COM 83087910 4780 204400 SH SHR/OTHR 11 204400 D SMART & FINAL INC COM 83168310 2 274 SH SHARED 274 D SMART & FINAL INC COM 83168310 17 2200 SH SHARED 01 2200 D SMART & FINAL INC COM 83168310 85 10900 SH SHARED 02 10900 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 2618 SH SHARED 2618 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 957 281525 SH SHARED 02 133000 148525 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 2999 882200 SH SHARED 11 649600 226100 6500 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 34 10000 SH SHR/OTHR 11 10000 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 79 1401 SH SHARED 1401 D SMITH A O COM 83186520 7 242 SH SHARED 242 D SMITH A O COM 83186520 406 13010 SH SHARED 01 13010 D SMITH A O COM 83186520 714 22886 SH SHARED 02 22886 D SMITH A O COM 83186520 71 2300 SH SHARED 11 2300 D SMITH INTL INC COM 83211010 4030 59100 SH SHARED 01 59100 D SMITH INTL INC COM 83211010 3892 57084 SH SHARED 02 56734 350 D SMITH INTL INC COM 83211010 10 157 SH SHARED 06 157 D SMITH INTL INC COM 83211010 51 750 SH SHARED 07 750 D SMITH INTL INC COM 83211010 5387 79000 SH SHARED 11 79000 D SMITH INTL INC COM 83211010 4105 60200 SH SHR/OTHR 11 60200 D SMITHFIELD FOODS INC COM 83224810 2989 161184 SH SHARED 161184 D SMITHFIELD FOODS INC COM 83224810 1767 95259 SH SHARED 01 95259 D SMITHFIELD FOODS INC COM 83224810 2641 142373 SH SHARED 02 142373 D SMITHFIELD FOODS INC COM 83224810 37 2000 SH SHARED 11 2000 D SMUCKER J M CO COM NEW 83269640 4480 131271 SH SHARED 129142 2129 D SMUCKER J M CO COM NEW 83269640 3240 94944 SH SHARED 01 91328 3616 D SMUCKER J M CO COM NEW 83269640 484 14184 SH SHR/OTHR 01 11809 2375 D SMUCKER J M CO COM NEW 83269640 4310 126306 SH SHARED 02 125687 619 D SMUCKER J M CO COM NEW 83269640 330 9673 SH SHARED 03 1833 7840 D SMUCKER J M CO COM NEW 83269640 38 1120 SH SHARED 04 1120 D SMUCKER J M CO COM NEW 83269640 96 2820 SH SHARED 06 2820 D SMUCKER J M CO COM NEW 83269640 20 604 SH SHARED 07 604 D SMUCKER J M CO COM NEW 83269640 715 20950 SH SHARED 11 5896 15054 D SMUCKER J M CO COM NEW 83269640 234 6884 SH SHR/OTHR 11 6884 D SMURFIT-STONE CONTAINER CORP COM 83272710 23303 1511275 SH SHARED 1511275 D SMURFIT-STONE CONTAINER CORP COM 83272710 1993 129275 SH SHARED 01 129275 D SMURFIT-STONE CONTAINER CORP COM 83272710 1342 87091 SH SHARED 02 85291 1800 D SMURFIT-STONE CONTAINER CORP COM 83272710 3 250 SH SHARED 11 250 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 6520 322000 SH SHARED 322000 D SNAP ON INC COM 83303410 3816 128530 SH SHARED 128530 D SNAP ON INC COM 83303410 7149 240813 SH SHARED 01 240813 D SNAP ON INC COM 83303410 1197 40346 SH SHARED 02 37946 2400 D SNAP ON INC COM 83303410 26 900 SH SHARED 11 900 D SNAP ON INC COM 83303410 38 1308 SH SHR/OTHR 11 1308 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 8 400 SH SHARED 01 400 D SOFTNET SYS INC COM 83396410 0 100 SH SHARED 100 D SOFTNET SYS INC COM 83396410 9 5300 SH SHARED 01 5300 D SOFTNET SYS INC COM 83396410 22 12000 SH SHARED 02 12000 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 2574 88710 SH SHARED 02 88710 D SOLA INTL INC COM 83409210 6 584 SH SHARED 584 D SOLA INTL INC COM 83409210 52 4600 SH SHARED 01 4600 D SOLA INTL INC COM 83409210 341 29713 SH SHARED 02 29713 D SOLA INTL INC COM 83409210 11 1000 SH SHARED 11 1000 D SOLECTRON CORP NOTE 5/0 834182AK 22230 39000000 PRN SHARED 39000000 D SOLECTRON CORP NOTE 5/0 834182AK 11 20000 PRN SHARED 01 20000 D SOLECTRON CORP NOTE 5/0 834182AK 798 1400000 PRN SHR/OTHR 01 1400000 D SOLECTRON CORP NOTE 5/0 834182AK 1425 2500000 PRN SHARED 02 2500000 D SOLECTRON CORP NOTE 11/2 834182AL 119494297249000 PRN SHARED 297249000 D SOLECTRON CORP NOTE 11/2 834182AL 428 1065000 PRN SHARED 02 1065000 D SOLECTRON CORP COM 83418210 14107 2293956 SH SHARED 2293956 D SOLECTRON CORP COM 83418210 21475 3492018 SH SHARED 01 3491618 400 D SOLECTRON CORP COM 83418210 6 1020 SH SHR/OTHR 01 1020 D SOLECTRON CORP COM 83418210 3999 650259 SH SHARED 02 596319 53940 D SOLECTRON CORP COM 83418210 705 114767 SH SHARED 06 114767 D SOLECTRON CORP COM 83418210 278 45228 SH SHARED 07 45228 D SOLECTRON CORP COM 83418210 32 5221 SH SHARED 09 5221 D SOLECTRON CORP COM 83418210 347 56525 SH SHARED 11 56400 125 D SOLECTRON CORP COM 83418210 214 34877 SH SHR/OTHR 11 34877 D SOLUTIA INC COM 83437610 1811 258116 SH SHARED 258116 D SOLUTIA INC COM 83437610 605 86320 SH SHARED 01 86120 200 D SOLUTIA INC COM 83437610 11 1600 SH SHR/OTHR 01 1600 D SOLUTIA INC COM 83437610 1064 151645 SH SHARED 02 147645 4000 D SOLUTIA INC COM 83437610 85 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 5 832 SH SHARED 832 D SOMERA COMMUNICATION COM 83445810 293 41163 SH SHARED 01 41163 D SOMERA COMMUNICATION COM 83445810 194 27300 SH SHARED 02 27300 D SONERA GROUP PLC SPONSORED ADR 83543320 7 2002 SH SHARED 2002 D SONERA GROUP PLC SPONSORED ADR 83543320 50 13600 SH SHARED 02 13600 D SONG NETWORKS HLDG AKTIEBOLA SPONSORED ADR 83544Q10 0 200 SH SHARED 11 200 D SONIC AUTOMOTIVE INC NOTE 5.250% 5/0 83545GAE 984 1100000 PRN SHARED 01 1100000 D SONIC AUTOMOTIVE INC NOTE 5.250% 5/0 83545GAE 1456 1627000 PRN SHARED 02 1627000 D SONIC AUTOMOTIVE INC CL A 83545G10 844 32777 SH SHARED 32777 D SONIC AUTOMOTIVE INC CL A 83545G10 1439 55900 SH SHARED 01 55900 D SONIC AUTOMOTIVE INC CL A 83545G10 942 36600 SH SHARED 02 36600 D SONIC AUTOMOTIVE INC CL A 83545G10 416 16160 SH SHR/OTHR 11 16160 D SONIC INNOVATIONS INC COM 83545M10 348 49315 SH SHARED 02 19200 30115 D SONIC CORP COM 83545110 28 907 SH SHARED 907 D SONIC CORP COM 83545110 1979 63028 SH SHARED 01 63028 D SONIC CORP COM 83545110 1701 54157 SH SHARED 02 50457 3700 D SONIC CORP COM 83545110 91 2903 SH SHARED 11 2903 D SONICBLUE INC COM 83546Q10 3012 2925189 SH SHARED 2925189 D SONICBLUE INC COM 83546Q10 53 52400 SH SHARED 01 52400 D SONICBLUE INC COM 83546Q10 79 77540 SH SHARED 02 77540 D SONIC SOLUTIONS COM 83546010 198 25000 SH SHARED 02 25000 D SONICWALL INC COM 83547010 7 1536 SH SHARED 1536 D SONICWALL INC COM 83547010 123 24600 SH SHARED 01 24600 D SONICWALL INC COM 83547010 290 57908 SH SHARED 02 57908 D SONOCO PRODS CO COM 83549510 3234 114222 SH SHARED 114222 D SONOCO PRODS CO COM 83549510 1887 66651 SH SHARED 01 66651 D SONOCO PRODS CO COM 83549510 1947 68760 SH SHARED 02 65838 2922 D SONOCO PRODS CO COM 83549510 97023 3425981 SH SHARED 11 3175958 250023 D SONOCO PRODS CO COM 83549510 996 35200 SH SHR/OTHR 11 35200 D SONOSITE INC COM 83568G10 60 4219 SH SHARED 4219 D SONOSITE INC COM 83568G10 319 22122 SH SHARED 01 17535 4587 D SONOSITE INC COM 83568G10 242 16790 SH SHARED 02 16790 D SONUS PHARMACEUTICALS INC COM 83569210 7 3400 SH SHARED 02 3400 D SONY CORP ADR NEW 83569930 352 6634 SH SHARED 5634 1000 D SONY CORP ADR NEW 83569930 1359 25600 SH SHARED 01 24800 800 D SONY CORP ADR NEW 83569930 255 4820 SH SHR/OTHR 01 4820 D SONY CORP ADR NEW 83569930 266 5025 SH SHARED 02 1025 4000 D SONY CORP ADR NEW 83569930 966 18194 SH SHARED 11 12294 5900 D SORRENTO NETWORKS CORP COM 83586Q10 29 30267 SH SHARED 30267 D SORRENTO NETWORKS CORP COM 83586Q10 10 10700 SH SHARED 02 10700 D SOTHEBYS HLDGS INC CL A 83589810 189 13311 SH SHARED 13311 D SOTHEBYS HLDGS INC CL A 83589810 559 39233 SH SHARED 01 38233 1000 D SOTHEBYS HLDGS INC CL A 83589810 995 69888 SH SHARED 02 69888 D SONUS NETWORKS INC COM 83591610 26 13000 SH SHARED 13000 D SONUS NETWORKS INC COM 83591610 83 41200 SH SHARED 01 41200 D SONUS NETWORKS INC COM 83591610 316 156800 SH SHARED 02 156000 800 D SONUS NETWORKS INC COM 83591610 135 67300 SH SHARED 06 67300 D SONUS NETWORKS INC COM 83591610 559 277200 SH SHR/OTHR 11 277200 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 2 1386 SH SHARED 1386 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 22 13045 SH SHARED 01 13045 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 120 70952 SH SHARED 02 70952 D SOURCE INFORMATION MGMT CO COM NEW 83615120 99 18175 SH SHARED 02 18175 D SOURCECORP COM 83616710 10 402 SH SHARED 402 D SOURCECORP COM 83616710 1192 44983 SH SHARED 01 44983 D SOURCECORP COM 83616710 492 18592 SH SHARED 02 18592 D SOURCINGLINK NET INC COM NEW 83617120 3 10000 SH SHARED 02 10000 D SOUTH FINL GROUP INC COM 83784110 25 1158 SH SHARED 1158 D SOUTH FINL GROUP INC COM 83784110 2243 100127 SH SHARED 01 100127 D SOUTH FINL GROUP INC COM 83784110 1145 51104 SH SHARED 02 51104 D SOUTH FINL GROUP INC COM 83784110 1145 51100 SH SHARED 06 51100 D SOUTH FINL GROUP INC COM 83784110 5694 254125 SH SHARED 09 254125 D SOUTH FINL GROUP INC COM 83784110 15822 706100 SH SHARED 11 706100 D SOUTH FINL GROUP INC COM 83784110 4145 185000 SH SHR/OTHR 11 185000 D SOUTH JERSEY INDS INC COM 83851810 9 274 SH SHARED 274 D SOUTH JERSEY INDS INC COM 83851810 403 11969 SH SHARED 01 11969 D SOUTH JERSEY INDS INC COM 83851810 354 10500 SH SHARED 02 10500 D SOUTH JERSEY INDS INC COM 83851810 714 21180 SH SHARED 11 21180 D SOUTHERN CO COM 84258710 100 3660 SH SHARED 3660 D SOUTHERN CO COM 84258710 73526 2683451 SH SHARED 2683451 D SOUTHERN CO COM 84258710 89427 3263781 SH SHARED 01 3259674 4107 D SOUTHERN CO COM 84258710 397 14500 SH SHR/OTHR 01 9100 5400 D SOUTHERN CO COM 84258710 12037 439335 SH SHARED 02 417013 22322 D SOUTHERN CO COM 84258710 4384 160000 SH SHARED 05 160000 D SOUTHERN CO COM 84258710 386 14098 SH SHARED 06 14098 D SOUTHERN CO COM 84258710 354 12950 SH SHARED 07 12950 D SOUTHERN CO COM 84258710 138 5038 SH SHARED 09 5038 D SOUTHERN CO COM 84258710 18189 663834 SH SHARED 11 394878 268956 D SOUTHERN CO COM 84258710 6456 235654 SH SHR/OTHR 11 235654 D SOUTHERN CMNTY FINL CORP COM 84263210 0 46 SH SHARED 02 46 D SOUTHERN FINL BANCORP INC COM 84287010 31 1000 SH SHR/OTHR 01 1000 D SOUTHERN PAC PETE NL SPONS ADR NEW 84358140 22 1465 SH SHARED 01 1465 D SOUTHERN PAC PETE NL SPONS ADR NEW 84358140 4 302 SH SHARED 11 302 D SOUTHERN PERU COPPER CORP COM 84361110 105 7010 SH SHARED 7010 D SOUTHERN PERU COPPER CORP COM 84361110 59 3971 SH SHARED 01 3971 D SOUTHERN PERU COPPER CORP COM 84361110 190 12700 SH SHARED 02 12700 D SOUTHERN PERU COPPER CORP COM 84361110 449 30000 SH SHARED 04 30000 D SOUTHERN UN CO NEW COM 84403010 14 862 SH SHARED 862 D SOUTHERN UN CO NEW COM 84403010 245 14422 SH SHARED 01 14422 D SOUTHERN UN CO NEW COM 84403010 930 54763 SH SHARED 02 54763 D SOUTHTRUST CORP COM 84473010 21193 811372 SH SHARED 811372 D SOUTHTRUST CORP COM 84473010 38626 1478801 SH SHARED 01 1478801 D SOUTHTRUST CORP COM 84473010 8941 342339 SH SHARED 02 332989 9350 D SOUTHTRUST CORP COM 84473010 1943 74400 SH SHARED 04 74400 D SOUTHTRUST CORP COM 84473010 166 6372 SH SHARED 06 6372 D SOUTHTRUST CORP COM 84473010 104 4000 SH SHARED 07 4000 D SOUTHTRUST CORP COM 84473010 79 3030 SH SHARED 09 3030 D SOUTHTRUST CORP COM 84473010 3810 145900 SH SHARED 11 138600 7300 D SOUTHTRUST CORP COM 84473010 338 12948 SH SHR/OTHR 11 12948 D SOUTHWEST AIRLS CO COM 84474110 32603 2017571 SH SHARED 2017571 D SOUTHWEST AIRLS CO COM 84474110 48489 3000594 SH SHARED 01 3000594 D SOUTHWEST AIRLS CO COM 84474110 7385 457050 SH SHARED 02 438957 18093 D SOUTHWEST AIRLS CO COM 84474110 225 13948 SH SHARED 06 13948 D SOUTHWEST AIRLS CO COM 84474110 134 8310 SH SHARED 07 8310 D SOUTHWEST AIRLS CO COM 84474110 101 6282 SH SHARED 09 6282 D SOUTHWEST AIRLS CO COM 84474110 537 33291 SH SHARED 11 23458 9833 D SOUTHWEST AIRLS CO COM 84474110 817 50590 SH SHR/OTHR 11 50590 D SOUTHWEST BANCORPORATION TEX COM 84476R10 24 664 SH SHARED 664 D SOUTHWEST BANCORPORATION TEX COM 84476R10 2749 75900 SH SHARED 01 75900 D SOUTHWEST BANCORPORATION TEX COM 84476R10 41 1150 SH SHR/OTHR 01 1150 D SOUTHWEST BANCORPORATION TEX COM 84476R10 1591 43935 SH SHARED 02 43935 D SOUTHWEST BANCORPORATION TEX COM 84476R10 21467 592700 SH SHARED 11 336106 10594 246000 D SOUTHWEST BANCORP INC OKLA COM 84476710 318 11700 SH SHARED 01 11700 D SOUTHWEST BANCORP INC OKLA COM 84476710 117 4300 SH SHARED 02 4300 D SOUTHWEST GAS CORP COM 84489510 21 850 SH SHARED 850 D SOUTHWEST GAS CORP COM 84489510 1543 62348 SH SHARED 01 62348 D SOUTHWEST GAS CORP COM 84489510 996 40279 SH SHARED 02 40279 D SOUTHWEST GAS CORP COM 84489510 44 1800 SH SHARED 11 1800 D SOUTHWALL TECHNOLOGIES INC COM 84490910 49 9100 SH SHARED 02 9100 D SOUTHWEST WTR CO COM 84533110 831 43909 SH SHARED 01 43909 D SOUTHWEST WTR CO COM 84533110 147 7800 SH SHARED 02 7800 D SOUTHWESTERN ENERGY CO COM 84546710 49 3275 SH SHARED 3275 D SOUTHWESTERN ENERGY CO COM 84546710 1274 83900 SH SHARED 01 83900 D SOUTHWESTERN ENERGY CO COM 84546710 473 31149 SH SHARED 02 31149 D SOVEREIGN BANCORP INC COM 84590510 1086 72662 SH SHARED 72662 D SOVEREIGN BANCORP INC COM 84590510 3236 216470 SH SHARED 01 195820 20650 D SOVEREIGN BANCORP INC COM 84590510 98 6596 SH SHR/OTHR 01 6596 D SOVEREIGN BANCORP INC COM 84590510 2658 177830 SH SHARED 02 171586 6244 D SOVEREIGN BANCORP INC COM 84590510 0 53 SH SHARED 05 53 D SOVEREIGN BANCORP INC UNIT 11/12/2029 84590530 39743 484679 SH SHARED 484679 D SOVRAN SELF STORAGE INC COM 84610H10 12 356 SH SHARED 356 D SOVRAN SELF STORAGE INC COM 84610H10 1530 44800 SH SHARED 01 44800 D SOVRAN SELF STORAGE INC COM 84610H10 372 10900 SH SHARED 02 10900 D SOVRAN SELF STORAGE INC COM 84610H10 7072 206970 SH SHARED 11 196570 10400 D SOVRAN SELF STORAGE INC COM 84610H10 41 1200 SH SHR/OTHR 11 1200 D SPACELABS MED INC COM 84624710 1333 93879 SH SHARED 01 93879 D SPACELABS MED INC COM 84624710 142 10044 SH SHARED 02 10044 D SPANISH BROADCASTING SYS INC CL A 84642588 178 17894 SH SHARED 17894 D SPANISH BROADCASTING SYS INC CL A 84642588 494 49498 SH SHARED 01 49498 D SPANISH BROADCASTING SYS INC CL A 84642588 563 56340 SH SHARED 02 56340 D SPARTAN MTRS INC COM 84681910 68 4500 SH SHARED 01 4500 D SPARTAN MTRS INC COM 84681910 116 7600 SH SHARED 02 7600 D SPARTAN STORES INC COM 84682210 1 504 SH SHARED 504 D SPARTAN STORES INC COM 84682210 80 26300 SH SHARED 02 21200 5100 D SPARTECH CORP COM NEW 84722020 168 6175 SH SHARED 6175 D SPARTECH CORP COM NEW 84722020 454 16700 SH SHARED 01 16700 D SPARTECH CORP COM NEW 84722020 364 13400 SH SHARED 02 13300 100 D SPARTECH CORP COM NEW 84722020 59 2170 SH SHARED 11 2170 D SPECIALTY LABORATORIES INC COM 84749R10 140 16761 SH SHARED 16761 D SPECIALTY LABORATORIES INC COM 84749R10 25 3000 SH SHARED 01 3000 D SPECIALTY LABORATORIES INC COM 84749R10 47 5600 SH SHARED 02 5600 D SPECTRALINK CORP COM 84758010 4 460 SH SHARED 460 D SPECTRALINK CORP COM 84758010 243 22900 SH SHARED 01 22900 D SPECTRALINK CORP COM 84758010 155 14600 SH SHARED 02 14600 D SPECTRANETICS CORP COM 84760C10 3 1800 SH SHARED 01 1800 D SPECTRASITE HLDGS INC NOTE 6.750%11/1 84760TAL 863 2468000 PRN SHARED 2468000 D SPECTRASITE HLDGS INC COM 84760T10 0 1764 SH SHARED 1764 D SPECTRASITE HLDGS INC COM 84760T10 18 104620 SH SHARED 02 74620 30000 D SPECTRIAN CORP COM 84760810 2 280 SH SHARED 280 D SPECTRIAN CORP COM 84760810 241 23300 SH SHARED 01 19300 4000 D SPECTRIAN CORP COM 84760810 4 400 SH SHR/OTHR 01 400 D SPECTRIAN CORP COM 84760810 104 10100 SH SHARED 02 10100 D SPECTRUM CTL INC COM 84761510 6 1000 SH SHARED 1000 D SPEECHWORKS INTL INC COM 84764M10 2 630 SH SHARED 630 D SPEECHWORKS INTL INC COM 84764M10 31 8600 SH SHARED 01 8600 D SPEECHWORKS INTL INC COM 84764M10 98 26900 SH SHARED 02 22900 4000 D SPEEDFAM-IPEC INC COM 84770510 42 8100 SH SHARED 01 8100 D SPEEDFAM-IPEC INC COM 84770510 1538 293600 SH SHARED 02 60100 233500 D SPEEDWAY MOTORSPORTS INC COM 84778810 1195 47004 SH SHARED 47004 D SPEEDWAY MOTORSPORTS INC COM 84778810 2521 99154 SH SHARED 01 99154 D SPEEDWAY MOTORSPORTS INC COM 84778810 305 12000 SH SHARED 02 11900 100 D SPHERION CORP COM 84842010 6704 563404 SH SHARED 1404 562000 D SPHERION CORP COM 84842010 449 37797 SH SHARED 01 37797 D SPHERION CORP COM 84842010 1094 92014 SH SHARED 02 92014 D SPINNAKER EXPL CO COM 84855W10 1703 47305 SH SHARED 47305 D SPINNAKER EXPL CO COM 84855W10 4029 111880 SH SHARED 01 111880 D SPINNAKER EXPL CO COM 84855W10 1941 53895 SH SHARED 02 49460 4435 D SPINNAKER EXPL CO COM 84855W10 32000 888400 SH SHARED 11 553340 14160 320900 D SPINNAKER EXPL CO COM 84855W10 11364 315500 SH SHR/OTHR 11 315500 D SPIRE CORP COM 84856510 12 4000 SH SHR/OTHR 01 4000 D SPORTSLINE COM INC COM 84893410 0 50 SH SHARED 02 50 D SPORTS AUTH INC COM 84917610 114 10102 SH SHARED 10102 D SPORTS AUTH INC COM 84917610 666 58700 SH SHARED 01 58700 D SPORTS AUTH INC COM 84917610 324 28600 SH SHARED 02 28600 D SPORTS RESORTS INTL INC COM 84918U10 3 618 SH SHARED 618 D SPORTS RESORTS INTL INC COM 84918U10 23 4400 SH SHARED 01 4400 D SPORTS RESORTS INTL INC COM 84918U10 115 21300 SH SHARED 02 21300 D SPRINT CORP COM FON GROUP 85206110 24440 2303549 SH SHARED 2301479 2070 D SPRINT CORP COM FON GROUP 85206110 54913 5175609 SH SHARED 01 5171677 932 3000 D SPRINT CORP COM FON GROUP 85206110 82 7800 SH SHR/OTHR 01 7800 D SPRINT CORP COM FON GROUP 85206110 6705 632041 SH SHARED 02 624017 8024 D SPRINT CORP COM FON GROUP 85206110 16 1600 SH SHARED 04 1600 D SPRINT CORP COM FON GROUP 85206110 5725 539600 SH SHARED 05 539600 D SPRINT CORP COM FON GROUP 85206110 14278 1345780 SH SHARED 06 1345780 D SPRINT CORP COM FON GROUP 85206110 496 46815 SH SHARED 07 46815 D SPRINT CORP COM FON GROUP 85206110 1396 131600 SH SHARED 08 131600 D SPRINT CORP COM FON GROUP 85206110 82 7743 SH SHARED 09 7743 D SPRINT CORP COM FON GROUP 85206110 980 92400 SH SHARED 10 92400 D SPRINT CORP COM FON GROUP 85206110 44243 4170000 SH SHARED 11 367400 3793400 9200 D SPRINT CORP COM FON GROUP 85206110 342 32289 SH SHR/OTHR 11 32289 D SPRINT CORP PCS COM SER 1 85206150 11167 2498408 SH SHARED 2498408 D SPRINT CORP PCS COM SER 1 85206150 17291 3868396 SH SHARED 01 3864319 4077 D SPRINT CORP PCS COM SER 1 85206150 21 4734 SH SHR/OTHR 01 3310 1424 D SPRINT CORP PCS COM SER 1 85206150 2525 565084 SH SHARED 02 558902 6182 D SPRINT CORP PCS COM SER 1 85206150 0 40 SH SHARED 05 40 D SPRINT CORP PCS COM SER 1 85206150 36 8108 SH SHARED 06 8108 D SPRINT CORP PCS COM SER 1 85206150 29 6600 SH SHARED 07 6600 D SPRINT CORP PCS COM SER 1 85206150 32 7301 SH SHARED 09 7301 D SPRINT CORP PCS COM SER 1 85206150 216 48514 SH SHARED 11 43784 4730 D SPRINT CORP PCS COM SER 1 85206150 156 35028 SH SHR/OTHR 11 35028 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 16 1360 SH SHARED 02 1360 D SS&C TECHNOLOGIES INC COM 85227Q10 39 2800 SH SHARED 01 2800 D SS&C TECHNOLOGIES INC COM 85227Q10 148 10600 SH SHARED 02 6600 4000 D STAAR SURGICAL CO COM PAR $0.01 85231230 20 5000 SH SHARED 02 5000 D STAAR SURGICAL CO COM PAR $0.01 85231230 840 204000 SH SHARED 04 204000 D STAGE STORES INC *W EXP 08/23/200 85254C12 5712 250000 SH SHARED 02 250000 D STAGE STORES INC *W EXP 08/23/200 85254C13 455 25000 SH SHARED 02 25000 D STAGE STORES INC COM NEW 85254C30 145 4200 SH SHARED 01 4200 D STAGE STORES INC COM NEW 85254C30 699 20140 SH SHARED 02 20140 D STAKE TECHNOLOGY LTD COM 85255910 210 79534 SH SHARED 06 79534 D STAMPS COM INC COM 85285710 121 27398 SH SHARED 27398 D STAMPS COM INC COM 85285710 107 24300 SH SHARED 01 24300 D STAMPS COM INC COM 85285710 135 30500 SH SHARED 02 30500 D STANCORP FINL GROUP INC COM 85289110 569 10269 SH SHARED 10269 D STANCORP FINL GROUP INC COM 85289110 3563 64200 SH SHARED 01 64200 D STANCORP FINL GROUP INC COM 85289110 55 1000 SH SHR/OTHR 01 1000 D STANCORP FINL GROUP INC COM 85289110 3131 56424 SH SHARED 02 56424 D STANCORP FINL GROUP INC COM 85289110 50 912 SH SHARED 11 600 312 D STANDARD COML CORP SDCV 7.250% 3/3 853258AA 47 50000 PRN SHARED 11 50000 D STANDARD COML CORP COM 85325810 30 1403 SH SHARED 1403 D STANDARD COML CORP COM 85325810 256 11800 SH SHARED 01 11800 D STANDARD COML CORP COM 85325810 210 9700 SH SHARED 02 9700 D STANDARD COML CORP COM 85325810 21 990 SH SHARED 11 990 D STANDARD MANAGEMENT CORP COM 85361210 2055 256887 SH SHARED 11 256887 D STANDARD MANAGEMENT CORP COM 85361210 592 74000 SH SHR/OTHR 11 74000 D STANDARD MICROSYSTEMS CORP COM 85362610 8 372 SH SHARED 372 D STANDARD MICROSYSTEMS CORP COM 85362610 221 9361 SH SHARED 01 9361 D STANDARD MICROSYSTEMS CORP COM 85362610 415 17589 SH SHARED 02 17589 D STANDARD MICROSYSTEMS CORP COM 85362610 40 1720 SH SHARED 11 1720 D STANDARD MTR PRODS INC COM 85366610 4 236 SH SHARED 236 D STANDARD MTR PRODS INC COM 85366610 20 1200 SH SHARED 01 1200 D STANDARD MTR PRODS INC COM 85366610 178 10542 SH SHARED 02 10042 500 D STANDARD PAC CORP NEW COM 85375C10 1050 29940 SH SHARED 29940 D STANDARD PAC CORP NEW COM 85375C10 1148 32750 SH SHARED 01 32750 D STANDARD PAC CORP NEW COM 85375C10 1386 39514 SH SHARED 02 39514 D STANDARD PAC CORP NEW COM 85375C10 6067 172970 SH SHARED 11 172970 D STANDARD REGISTER CO COM 85388710 14 426 SH SHARED 426 D STANDARD REGISTER CO COM 85388710 406 11900 SH SHARED 01 11900 D STANDARD REGISTER CO COM 85388710 901 26360 SH SHARED 02 26360 D STANDEX INTL CORP COM 85423110 5 210 SH SHARED 210 D STANDEX INTL CORP COM 85423110 268 10700 SH SHARED 01 10700 D STANDEX INTL CORP COM 85423110 327 13052 SH SHARED 02 13052 D STANDEX INTL CORP COM 85423110 236 9440 SH SHARED 11 6440 3000 D STANLEY FURNITURE INC COM NEW 85430520 27 1043 SH SHARED 1043 D STANLEY FURNITURE INC COM NEW 85430520 45 1700 SH SHARED 01 1700 D STANLEY FURNITURE INC COM NEW 85430520 117 4400 SH SHARED 02 4400 D STANLEY WKS COM 85461610 14538 354500 SH SHARED 354500 D STANLEY WKS COM 85461610 14948 364510 SH SHARED 01 364510 D STANLEY WKS COM 85461610 77 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 3914 95454 SH SHARED 02 63254 32200 D STANLEY WKS COM 85461610 30 750 SH SHARED 07 750 D STANLEY WKS COM 85461610 70 1725 SH SHARED 09 1725 D STANLEY WKS COM 85461610 1349 32900 SH SHARED 11 32900 D STANLEY WKS COM 85461610 1676 40879 SH SHR/OTHR 11 40879 D STARBASE CORP COM NEW 85491020 0 1886 SH SHARED 1886 D STARBASE CORP COM NEW 85491020 20 98000 SH SHARED 02 68000 30000 D STAPLES INC COM 85503010 37692 1913318 SH SHARED 1902480 10838 D STAPLES INC COM 85503010 43360 2201024 SH SHARED 01 2200824 200 D STAPLES INC COM 85503010 7071 358981 SH SHARED 02 340355 18626 D STAPLES INC COM 85503010 18607 944550 SH SHARED 03 144450 800100 D STAPLES INC COM 85503010 127895 6492172 SH SHARED 06 6492172 D STAPLES INC COM 85503010 6543 332172 SH SHARED 07 332172 D STAPLES INC COM 85503010 4529 229900 SH SHARED 08 229900 D STAPLES INC COM 85503010 75 3836 SH SHARED 09 3836 D STAPLES INC COM 85503010 2616 132800 SH SHARED 10 132800 D STAPLES INC COM 85503010 174789 8872554 SH SHARED 11 1956838 6748900 166816 D STAPLES INC COM 85503010 58260 2957381 SH SHR/OTHR 11 2957381 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 37 2067 SH SHARED 2067 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 91 5000 SH SHARED 01 5000 D STAR SCIENTIFIC INC COM 85517P10 0 462 SH SHARED 462 D STAR SCIENTIFIC INC COM 85517P10 51 28900 SH SHARED 02 18200 10700 D STARBUCKS CORP COM 85524410 25296 1017948 SH SHARED 1017948 D STARBUCKS CORP COM 85524410 42219 1698963 SH SHARED 01 1669744 29219 D STARBUCKS CORP COM 85524410 24 966 SH SHR/OTHR 01 966 D STARBUCKS CORP COM 85524410 7696 309706 SH SHARED 02 290396 19310 D STARBUCKS CORP COM 85524410 3354 135000 SH SHARED 04 135000 D STARBUCKS CORP COM 85524410 175 7074 SH SHARED 06 7074 D STARBUCKS CORP COM 85524410 114 4600 SH SHARED 07 4600 D STARBUCKS CORP COM 85524410 77 3120 SH SHARED 09 3120 D STARBUCKS CORP COM 85524410 43 1750 SH SHARED 11 600 1150 D STARBUCKS CORP COM 85524410 1175 47301 SH SHR/OTHR 11 47301 D STARRETT L S CO CL A 85566810 10 400 SH SHARED 01 400 D STARRETT L S CO CL A 85566810 138 5500 SH SHARED 02 5500 D STARTEK INC COM 85569C10 5 212 SH SHARED 212 D STARTEK INC COM 85569C10 182 6825 SH SHARED 01 6825 D STARTEK INC COM 85569C10 359 13442 SH SHARED 02 13442 D STATE AUTO FINL CORP COM 85570710 5 350 SH SHARED 350 D STATE AUTO FINL CORP COM 85570710 75 4600 SH SHARED 01 4600 D STATE AUTO FINL CORP COM 85570710 180 11000 SH SHARED 02 11000 D STATE BANCORP INC N.Y COM 85571610 108 6200 SH SHARED 02 6200 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 15478 470611 SH SHARED 470004 607 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 31297 951589 SH SHARED 01 949814 1775 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 236 7183 SH SHR/OTHR 01 3700 3483 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4056 123348 SH SHARED 02 122053 1295 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 67 2066 SH SHARED 06 2066 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 169 5159 SH SHARED 07 5159 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 89 2720 SH SHARED 09 2720 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 17527 532924 SH SHARED 11 532924 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 2022 61506 SH SHR/OTHR 11 61506 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 74344 2260400 SH SHARED 12 2260400 D STARTECH ENVIRONMENTAL CORP COM 85590610 65 36303 SH SHARED 11 36303 D STATE STR CORP COM 85747710 33607 751851 SH SHARED 751851 D STATE STR CORP COM 85747710 68149 1524592 SH SHARED 01 1510672 13920 D STATE STR CORP COM 85747710 339 7600 SH SHR/OTHR 01 5800 1800 D STATE STR CORP COM 85747710 13067 292330 SH SHARED 02 270123 22207 D STATE STR CORP COM 85747710 3486 78000 SH SHARED 04 78000 D STATE STR CORP COM 85747710 130 2930 SH SHARED 06 2930 D STATE STR CORP COM 85747710 181 4050 SH SHARED 07 4050 D STATE STR CORP COM 85747710 116 2604 SH SHARED 09 2604 D STATE STR CORP COM 85747710 178123 3984862 SH SHARED 11 1545210 1161600 1278052 D STATE STR CORP COM 85747710 30034 671918 SH SHR/OTHR 11 671918 D STATEN IS BANCORP INC COM 85755010 100 5251 SH SHARED 5251 D STATEN IS BANCORP INC COM 85755010 4320 225000 SH SHARED 01 225000 D STATEN IS BANCORP INC COM 85755010 1928 100449 SH SHARED 02 100449 D STATEN IS BANCORP INC COM 85755010 13 700 SH SHARED 11 700 D STATION CASINOS INC COM 85768910 5532 309930 SH SHARED 309930 D STATION CASINOS INC COM 85768910 456 25573 SH SHARED 01 25573 D STATION CASINOS INC COM 85768910 826 46290 SH SHARED 02 46290 D STATION CASINOS INC COM 85768910 2543 142500 SH SHR/OTHR 11 142500 D STATOIL ASA SPONSORED ADR 85771P10 243 27600 SH SHARED 02 27600 D STATOIL ASA SPONSORED ADR 85771P10 132 14990 SH SHARED 11 14990 D STEAK N SHAKE CO COM 85787310 9 602 SH SHARED 602 D STEAK N SHAKE CO COM 85787310 195 12462 SH SHARED 01 12462 D STEAK N SHAKE CO COM 85787310 459 29372 SH SHARED 02 28372 1000 D STEEL DYNAMICS INC COM 85811910 37 2300 SH SHARED 2300 D STEEL DYNAMICS INC COM 85811910 956 58091 SH SHARED 58091 D STEEL DYNAMICS INC COM 85811910 1785 108430 SH SHARED 01 108430 D STEEL DYNAMICS INC COM 85811910 788 47845 SH SHARED 02 47145 700 D STEEL DYNAMICS INC COM 85811910 800 48600 SH SHARED 06 48600 D STEEL DYNAMICS INC COM 85811910 18281 1109960 SH SHARED 11 1109960 D STEEL DYNAMICS INC COM 85811910 2803 170200 SH SHR/OTHR 11 170200 D STEEL TECHNOLOGIES INC COM 85814710 40 3035 SH SHARED 02 3035 D STEELCASE INC CL A 85815520 26 1985 SH SHARED 1985 D STEELCASE INC CL A 85815520 211 15828 SH SHARED 01 15828 D STEELCASE INC CL A 85815520 60 4490 SH SHARED 02 4490 D STEELCASE INC CL A 85815520 13 1000 SH SHARED 11 1000 D STEIN MART INC COM 85837510 148 12477 SH SHARED 12477 D STEIN MART INC COM 85837510 109 9196 SH SHARED 01 9196 D STEIN MART INC COM 85837510 412 34778 SH SHARED 02 34778 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 3 178 SH SHARED 178 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 85 4000 SH SHARED 01 4000 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 143 6700 SH SHARED 02 6700 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 6 300 SH SHR/OTHR 11 300 D STELLENT INC COM 85856W10 1 422 SH SHARED 422 D STELLENT INC COM 85856W10 5 1200 SH SHARED 01 1200 D STELLENT INC COM 85856W10 93 20700 SH SHARED 02 16800 3900 D STELLENT INC COM 85856W10 6 1360 SH SHARED 11 1360 D STEPAN CO COM 85858610 4 172 SH SHARED 172 D STEPAN CO COM 85858610 1718 60800 SH SHARED 01 60800 D STEPAN CO COM 85858610 155 5500 SH SHARED 02 5500 D STERLING BANCSHARES INC COM 85890710 22 1530 SH SHARED 1530 D STERLING BANCSHARES INC COM 85890710 199 13525 SH SHARED 01 13525 D STERLING BANCSHARES INC COM 85890710 882 59761 SH SHARED 02 59761 D STERLING BANCSHARES INC COM 85890710 2154 145900 SH SHARED 06 145900 D STERLING BANCSHARES INC COM 85890710 3789 256550 SH SHARED 11 256550 D STERLING BANCSHARES INC COM 85890710 1379 93400 SH SHR/OTHR 11 93400 D STERICYCLE INC COM 85891210 29 828 SH SHARED 828 D STERICYCLE INC COM 85891210 5890 166338 SH SHARED 01 166338 D STERICYCLE INC COM 85891210 1690 47742 SH SHARED 02 47342 400 D STERICYCLE INC COM 85891210 5880 166080 SH SHARED 11 112640 1600 51840 D STERIS CORP COM 85915210 1709 89469 SH SHARED 89469 D STERIS CORP COM 85915210 4664 244100 SH SHARED 01 244100 D STERIS CORP COM 85915210 2273 118953 SH SHARED 02 117953 1000 D STERIS CORP COM 85915210 152 8000 SH SHARED 11 8000 D STERLING BANCORP COM 85915810 100 2824 SH SHARED 2824 D STERLING BANCORP COM 85915810 92 2580 SH SHARED 01 2580 D STERLING BANCORP COM 85915810 268 7520 SH SHARED 02 7520 D STERLING FINL CORP COM 85931710 9 365 SH SHARED 365 D STERLING FINL CORP COM 85931710 96 3875 SH SHARED 01 3875 D STERLING FINL CORP COM 85931710 363 14575 SH SHARED 02 14575 D STERLING FINL CORP COM 85931710 84 3388 SH SHARED 11 3388 D STERLING FINL CORP WASH COM 85931910 31 1600 SH SHARED 01 1600 D STERLING FINL CORP WASH COM 85931910 219 11300 SH SHARED 02 9800 1500 D STET HELLAS COMMUNICATIONS S ADR 85982310 3 500 SH SHARED 500 D STET HELLAS COMMUNICATIONS S ADR 85982310 64 9770 SH SHARED 05 9770 D STEWART & STEVENSON SVCS INC COM 86034210 1601 90262 SH SHARED 90262 D STEWART & STEVENSON SVCS INC COM 86034210 514 29000 SH SHARED 01 29000 D STEWART & STEVENSON SVCS INC COM 86034210 742 41870 SH SHARED 02 41870 D STEWART & STEVENSON SVCS INC COM 86034210 59 3350 SH SHARED 11 3350 D STEWART ENTERPRISES INC CL A 86037010 5782 907838 SH SHARED 907838 D STEWART ENTERPRISES INC CL A 86037010 572 89800 SH SHARED 01 89800 D STEWART ENTERPRISES INC CL A 86037010 534 83895 SH SHARED 02 83895 D STEWART INFORMATION SVCS COR COM 86037210 96 4707 SH SHARED 4707 D STEWART INFORMATION SVCS COR COM 86037210 2840 138220 SH SHARED 01 138220 D STEWART INFORMATION SVCS COR COM 86037210 415 20210 SH SHARED 02 20210 D STILLWATER MNG CO COM 86074Q10 484 29758 SH SHARED 29758 D STILLWATER MNG CO COM 86074Q10 285 17525 SH SHARED 01 17525 D STILLWATER MNG CO COM 86074Q10 1712 105167 SH SHARED 02 105167 D STILLWATER MNG CO COM 86074Q10 21523 1322077 SH SHR/OTHR 11 1322077 D STILWELL FINL INC NOTE 4/3 860831AC 23095 31000000 PRN SHARED 02 31000000 D STILWELL FINL INC COM 86083110 9560 525309 SH SHARED 525309 D STILWELL FINL INC COM 86083110 14997 824047 SH SHARED 01 824047 D STILWELL FINL INC COM 86083110 2679 147207 SH SHARED 02 146707 500 D STILWELL FINL INC COM 86083110 42 2328 SH SHARED 06 2328 D STILWELL FINL INC COM 86083110 35 1943 SH SHARED 09 1943 D STILWELL FINL INC COM 86083110 41 2300 SH SHARED 11 300 2000 D STILWELL FINL INC COM 86083110 935 51402 SH SHR/OTHR 11 51402 D STMICROELECTRONICS N V NOTE 9/2 861012AB 73329 97772000 PRN SHARED 97772000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 6225 8300000 PRN SHARED 01 8300000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 375 500000 PRN SHARED 02 500000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 375 500000 PRN SHARED 07 500000 D STMICROELECTRONICS N V NY REGISTRY 86101210 9431 387660 SH SHARED 387660 D STMICROELECTRONICS N V NY REGISTRY 86101210 3111 127900 SH SHARED 02 127900 D STMICROELECTRONICS N V NY REGISTRY 86101210 6812 280000 SH SHARED 04 280000 D STMICROELECTRONICS N V NY REGISTRY 86101210 0 20 SH SHARED 05 20 D STMICROELECTRONICS N V NY REGISTRY 86101210 5 207 SH SHARED 06 207 D STMICROELECTRONICS N V NY REGISTRY 86101210 21466 882312 SH SHARED 11 876455 5857 D STOLT NIELSEN S A SP ADR REG COM 86156510 23 1660 SH SHARED 02 1660 D STOLT OFFSHORE S A SP ADR REG COM 86156710 177 28700 SH SHARED 02 28700 D STONE ENERGY CORP COM 86164210 970 24100 SH SHARED 24100 D STONE ENERGY CORP COM 86164210 9817 243916 SH SHARED 01 243916 D STONE ENERGY CORP COM 86164210 1183 29414 SH SHARED 02 29414 D STONE ENERGY CORP COM 86164210 4612 114600 SH SHARED 11 114000 600 D STONERIDGE INC COM 86183P10 6 344 SH SHARED 344 D STONERIDGE INC COM 86183P10 143 7700 SH SHARED 01 7700 D STONERIDGE INC COM 86183P10 207 11100 SH SHARED 02 11100 D STORA ENSO CORP SPON ADR REP R 86210M10 428 32328 SH SHARED 32328 D STORA ENSO CORP SPON ADR REP R 86210M10 35 2685 SH SHARED 01 2685 D STORA ENSO CORP SPON ADR REP R 86210M10 1828 137970 SH SHARED 02 137970 D STORA ENSO CORP SPON ADR REP R 86210M10 645 48720 SH SHARED 11 30320 18400 D STORAGE COMPUTER CORP COM 86211A10 3 1000 SH SHARED 02 1000 D STORAGENETWORKS INC COM 86211E10 10 5183 SH SHARED 5183 D STORAGENETWORKS INC COM 86211E10 65 33300 SH SHARED 01 33300 D STORAGENETWORKS INC COM 86211E10 123 62900 SH SHARED 02 61400 1500 D STORAGENETWORKS INC COM 86211E10 14 7500 SH SHR/OTHR 11 7500 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 532 33322 SH SHARED 33322 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1758 110082 SH SHARED 01 110082 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 2084 130546 SH SHARED 02 129746 800 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 15 1000 SH SHARED 06 1000 D STRATEGIC DIAGNOSTICS INC COM 86270010 3 835 SH SHARED 835 D STRATEGIC GLOBAL INCOME FD COM 86271910 110 9000 SH SHR/OTHR 01 9000 D STRATESEC INC COM 86279210 1 4500 SH SHARED 02 4500 D STRATOS LIGHTWAVE INC COM 86310010 47 29476 SH SHARED 29476 D STRATOS LIGHTWAVE INC COM 86310010 83 52154 SH SHARED 01 52154 D STRATOS LIGHTWAVE INC COM 86310010 106 66484 SH SHARED 02 66484 D STRATTEC SEC CORP COM 86311110 48 880 SH SHARED 01 880 D STRATTEC SEC CORP COM 86311110 165 3000 SH SHARED 02 3000 D STRATTEC SEC CORP COM 86311110 130 2350 SH SHARED 11 2350 D STRAYER ED INC COM 86323610 19 300 SH SHARED 300 D STRAYER ED INC COM 86323610 366 5760 SH SHARED 01 5760 D STRAYER ED INC COM 86323610 427 6715 SH SHARED 02 6715 D STREETTRACKS SER TR DJ SML CAP GRW 86330E30 51 950 SH SHARED 02 950 D STRIDE RITE CORP COM 86331410 476 59597 SH SHARED 59597 D STRIDE RITE CORP COM 86331410 198 24850 SH SHARED 01 24850 D STRIDE RITE CORP COM 86331410 420 52524 SH SHARED 02 47811 4713 D STRIDE RITE CORP COM 86331410 44 5510 SH SHARED 11 5510 D STRYKER CORP COM 86366710 52630 983561 SH SHARED 983561 D STRYKER CORP COM 86366710 41448 774601 SH SHARED 01 774601 D STRYKER CORP COM 86366710 160 3000 SH SHR/OTHR 01 3000 D STRYKER CORP COM 86366710 5757 107603 SH SHARED 02 100483 7120 D STRYKER CORP COM 86366710 68 1282 SH SHARED 06 1282 D STRYKER CORP COM 86366710 85 1600 SH SHARED 07 1600 D STRYKER CORP COM 86366710 85 1597 SH SHARED 09 1597 D STRYKER CORP COM 86366710 1846 34500 SH SHARED 11 32500 2000 D STRYKER CORP COM 86366710 398 7438 SH SHR/OTHR 11 7438 D STUDENT LN CORP COM 86390210 129 1559 SH SHARED 1559 D STUDENT LN CORP COM 86390210 124 1500 SH SHARED 01 1500 D STUDENT LN CORP COM 86390210 12 150 SH SHR/OTHR 01 150 D STUDENT LN CORP COM 86390210 207 2500 SH SHARED 02 2500 D STUDENT LN CORP COM 86390210 67 810 SH SHARED 11 810 D STURM RUGER & CO INC COM 86415910 24 1760 SH SHARED 1760 D STURM RUGER & CO INC COM 86415910 255 18050 SH SHARED 01 18050 D STURM RUGER & CO INC COM 86415910 356 25227 SH SHARED 02 25227 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 26 1005 SH SHARED 1005 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 1374 52868 SH SHARED 02 5560 47308 D SUEZ SPONSORED ADR 86468610 817 30500 SH SHARED 02 30500 D SUEZ SPONSORED ADR 86468610 325 12160 SH SHARED 11 12160 D SUFFOLK BANCORP COM 86473910 9 268 SH SHARED 268 D SUFFOLK BANCORP COM 86473910 1314 36000 SH SHARED 01 36000 D SUFFOLK BANCORP COM 86473910 372 10200 SH SHARED 02 10200 D SUMMIT BANCSHARES INC TEX COM 86601110 106 4400 SH SHARED 02 4400 D SUMMIT PPTYS INC COM 86623910 16 694 SH SHARED 694 D SUMMIT PPTYS INC COM 86623910 322 13800 SH SHARED 01 13800 D SUMMIT PPTYS INC COM 86623910 570 24414 SH SHARED 02 24414 D SUN BANCORP INC COM 86663B10 75 5400 SH SHARED 02 5400 D SUN BANCORP INC COM 86663410 102 4200 SH SHARED 02 4200 D SUN COMMUNITIES INC COM 86667410 78 1880 SH SHARED 1880 D SUN COMMUNITIES INC COM 86667410 346 8300 SH SHARED 01 8300 D SUN COMMUNITIES INC COM 86667410 617 14800 SH SHARED 02 13200 1600 D SUN COMMUNITIES INC COM 86667410 780 18700 SH SHR/OTHR 11 18700 D SUN COMMUNITIES INC COM 86667410 14357 343900 SH SHARED 12 343900 D SUN LIFE FINL SVCS CDA INC COM 86679610 67 3089 SH SHARED 01 589 2500 D SUN LIFE FINL SVCS CDA INC COM 86679610 81 3736 SH SHARED 02 3736 D SUN LIFE FINL SVCS CDA INC COM 86679610 1425 65193 SH SHARED 06 65193 D SUN LIFE FINL SVCS CDA INC COM 86679610 147 6756 SH SHARED 11 1251 5505 D SUN LIFE FINL SVCS CDA INC COM 86679610 299 13700 SH SHR/OTHR 11 13700 D SUN MICROSYSTEMS INC COM 86681010 90119 17987862 SH SHARED 17851022 136840 D SUN MICROSYSTEMS INC COM 86681010 73128 14596486 SH SHARED 01 14312093 1520 282873 D SUN MICROSYSTEMS INC COM 86681010 1870 373419 SH SHR/OTHR 01 232394 141025 D SUN MICROSYSTEMS INC COM 86681010 12953 2585454 SH SHARED 02 2454482 130972 D SUN MICROSYSTEMS INC COM 86681010 6012 1200000 SH SHARED 04 1200000 D SUN MICROSYSTEMS INC COM 86681010 609 121628 SH SHARED 06 121628 D SUN MICROSYSTEMS INC COM 86681010 1157 231000 SH SHARED 07 231000 D SUN MICROSYSTEMS INC COM 86681010 136 27150 SH SHARED 09 27150 D SUN MICROSYSTEMS INC COM 86681010 24563 4902917 SH SHARED 11 3505456 1397461 D SUN MICROSYSTEMS INC COM 86681010 2723 543547 SH SHR/OTHR 11 543547 D SUNCOR ENERGY INC COM 86722910 142 8000 SH SHARED 8000 D SUNCOR ENERGY INC COM 86722910 476 26688 SH SHARED 02 25288 1400 D SUNCOR ENERGY INC COM 86722910 2047 114618 SH SHARED 06 114618 D SUNGARD DATA SYS INC COM 86736310 1874 70800 SH SHARED 70800 D SUNGARD DATA SYS INC COM 86736310 15408 581908 SH SHARED 01 357260 224648 D SUNGARD DATA SYS INC COM 86736310 172 6498 SH SHR/OTHR 01 5000 1498 D SUNGARD DATA SYS INC COM 86736310 6604 249413 SH SHARED 02 188295 61118 D SUNGARD DATA SYS INC COM 86736310 22817 861678 SH SHARED 06 861678 D SUNGARD DATA SYS INC COM 86736310 1056 39900 SH SHARED 07 39900 D SUNGARD DATA SYS INC COM 86736310 1567 59200 SH SHARED 08 59200 D SUNGARD DATA SYS INC COM 86736310 1403 53000 SH SHARED 10 53000 D SUNGARD DATA SYS INC COM 86736310 61265 2313650 SH SHARED 11 86450 2227200 D SUNGARD DATA SYS INC COM 86736310 683 25800 SH SHR/OTHR 11 25800 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 4 200 SH SHARED 02 200 D SUNOCO INC COM 86764P10 6493 182247 SH SHARED 181372 875 D SUNOCO INC COM 86764P10 13518 379400 SH SHARED 01 379400 D SUNOCO INC COM 86764P10 7 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P10 2649 74357 SH SHARED 02 74357 D SUNOCO INC COM 86764P10 183 5161 SH SHARED 07 5161 D SUNOCO INC COM 86764P10 11673 327633 SH SHARED 11 326800 833 D SUNOCO INC COM 86764P10 90 2532 SH SHR/OTHR 11 2532 D SUNRISE ASSISTED LIVING INC NOTE 5.250% 2/0 86768KAE 1777 1850000 PRN SHARED 1850000 D SUNRISE ASSISTED LIVING INC COM 86768K10 12 470 SH SHARED 470 D SUNRISE ASSISTED LIVING INC COM 86768K10 2755 102825 SH SHARED 01 102825 D SUNRISE ASSISTED LIVING INC COM 86768K10 949 35418 SH SHARED 02 24918 10500 D SUNRISE TELECOM INC COM 86769Y10 0 440 SH SHARED 440 D SUNRISE TELECOM INC COM 86769Y10 52 24400 SH SHARED 02 16000 8400 D SUNTRON CORP COM 86789P10 17 2100 SH SHARED 02 2100 D SUNTRUST BKS INC COM 86791410 96040 1418200 SH SHARED 1418200 D SUNTRUST BKS INC COM 86791410 84618 1249532 SH SHARED 01 1248572 960 D SUNTRUST BKS INC COM 86791410 1346 19880 SH SHR/OTHR 01 660 19220 D SUNTRUST BKS INC COM 86791410 25495 376485 SH SHARED 02 366093 10392 D SUNTRUST BKS INC COM 86791410 2925 43200 SH SHARED 04 43200 D SUNTRUST BKS INC COM 86791410 354 5238 SH SHARED 06 5238 D SUNTRUST BKS INC COM 86791410 220 3250 SH SHARED 07 3250 D SUNTRUST BKS INC COM 86791410 196 2901 SH SHARED 09 2901 D SUNTRUST BKS INC COM 86791410 73144 1080095 SH SHARED 11 1012022 68073 D SUNTRUST BKS INC COM 86791410 2152 31780 SH SHR/OTHR 11 31780 D SUPERGEN INC COM 86805910 2 394 SH SHARED 394 D SUPERGEN INC COM 86805910 169 23283 SH SHARED 01 23283 D SUPERGEN INC COM 86805910 190 26300 SH SHARED 02 25300 1000 D SUPERGEN INC COM 86805910 21 3000 SH SHR/OTHR 11 3000 D SUPERIOR ENERGY SVCS INC COM 86815710 11 1128 SH SHARED 1128 D SUPERIOR ENERGY SVCS INC COM 86815710 290 28601 SH SHARED 01 28601 D SUPERIOR ENERGY SVCS INC COM 86815710 523 51560 SH SHARED 02 51560 D SUPERIOR FINANCIAL CORP DEL COM 86816110 55 2900 SH SHARED 01 2900 D SUPERIOR FINANCIAL CORP DEL COM 86816110 112 5900 SH SHARED 02 5900 D SUPERIOR INDS INTL INC COM 86816810 794 17188 SH SHARED 17188 D SUPERIOR INDS INTL INC COM 86816810 2191 47393 SH SHARED 01 47393 D SUPERIOR INDS INTL INC COM 86816810 2738 59207 SH SHARED 02 59207 D SUPERIOR INDS INTL INC COM 86816810 13 300 SH SHR/OTHR 11 300 D SUPERIOR UNIFORM GP INC COM 86835810 275 26700 SH SHARED 01 26700 D SUPERIOR TR I PFD CV 8.50% 86836P20 0 188 SH SHARED 01 188 D SUPERTEX INC COM 86853210 3 212 SH SHARED 212 D SUPERTEX INC COM 86853210 195 11119 SH SHARED 01 11119 D SUPERTEX INC COM 86853210 234 13316 SH SHARED 02 13316 D SUPERVALU INC NOTE 11/0 868536AN 5738 19000000 PRN SHARED 19000000 D SUPERVALU INC NOTE 11/0 868536AN 10570 35000000 PRN SHARED 02 35000000 D SUPERVALU INC COM 86853610 14744 601066 SH SHARED 601066 D SUPERVALU INC COM 86853610 13277 541287 SH SHARED 01 541287 D SUPERVALU INC COM 86853610 3088 125919 SH SHARED 02 125919 D SUPERVALU INC COM 86853610 39 1613 SH SHARED 06 1613 D SUPERVALU INC COM 86853610 681 27770 SH SHARED 07 27770 D SUPERVALU INC COM 86853610 101 4150 SH SHARED 11 4000 150 D SUPERVALU INC COM 86853610 84 3446 SH SHR/OTHR 11 3446 D SUPPORTSOFT INC COM 86858710 1 614 SH SHARED 614 D SUPPORTSOFT INC COM 86858710 73 26400 SH SHARED 02 19300 7100 D SUREBEAM CORP CL A 86866R10 0 154 SH SHARED 154 D SUREBEAM CORP CL A 86866R10 70 13000 SH SHARED 01 13000 D SUREBEAM CORP CL A 86866R10 57 10600 SH SHARED 02 10600 D SUREWEST COMMUNICATIONS COM 86873310 143 2700 SH SHARED 01 2700 D SUREWEST COMMUNICATIONS COM 86873310 595 11210 SH SHARED 02 11200 10 D SURGICAL LASER TECHNOLOGIES COM NEW 86881920 2 1800 SH SHR/OTHR 11 1800 D SURMODICS INC COM 86887310 28 1088 SH SHARED 1088 D SURMODICS INC COM 86887310 543 20900 SH SHARED 01 20900 D SURMODICS INC COM 86887310 523 20161 SH SHARED 02 20161 D SURMODICS INC COM 86887310 11447 440443 SH SHARED 11 310964 5436 124043 D SURGE COMPONENTS INC N Y COM 86890810 0 2 SH SHARED 02 2 D SUSQUEHANNA BANCSHARES INC P COM 86909910 174 7679 SH SHARED 7679 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1727 76070 SH SHARED 01 76070 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1433 63104 SH SHARED 02 63104 D SUSQUEHANNA BANCSHARES INC P COM 86909910 47 2107 SH SHR/OTHR 11 2107 D SWEDISH MATCH AB SPONSORED ADR 87030950 28 350 SH SHARED 02 350 D SWIFT ENERGY CO COM 87073810 10 666 SH SHARED 666 D SWIFT ENERGY CO COM 87073810 987 62520 SH SHARED 01 62520 D SWIFT ENERGY CO COM 87073810 451 28597 SH SHARED 02 28597 D SWIFT ENERGY CO COM 87073810 11856 750890 SH SHARED 11 428409 14681 307800 D SWIFT TRANSN CO COM 87075610 93 4000 SH SHARED 4000 D SWIFT TRANSN CO COM 87075610 963 41357 SH SHARED 41357 D SWIFT TRANSN CO COM 87075610 4439 190525 SH SHARED 01 190525 D SWIFT TRANSN CO COM 87075610 43704 1875709 SH SHARED 02 1868909 6800 D SWIFT TRANSN CO COM 87075610 1989 85400 SH SHARED 06 85400 D SWIFT TRANSN CO COM 87075610 38792 1664900 SH SHARED 11 1664900 D SWIFT TRANSN CO COM 87075610 13856 594700 SH SHR/OTHR 11 594700 D SWISS HELVETIA FD INC COM 87087510 6 524 SH SHARED 02 524 D SWISS HELVETIA FD INC COM 87087510 96 8428 SH SHARED 11 8428 D SWISSCOM AG SPONSORED ADR 87101310 26 910 SH SHARED 910 D SWISSCOM AG SPONSORED ADR 87101310 559 19300 SH SHARED 02 19300 D SYBASE INC COM 87113010 1483 140571 SH SHARED 140571 D SYBASE INC COM 87113010 1463 138718 SH SHARED 01 138718 D SYBASE INC COM 87113010 661 62709 SH SHARED 02 59403 3306 D SYBASE INC COM 87113010 185 17600 SH SHARED 11 17600 D SYBRON DENTAL SPECIALTIES IN COM 87114210 95 5160 SH SHARED 5160 D SYBRON DENTAL SPECIALTIES IN COM 87114210 968 52365 SH SHARED 01 52365 D SYBRON DENTAL SPECIALTIES IN COM 87114210 856 46298 SH SHARED 02 46298 D SYBRON DENTAL SPECIALTIES IN COM 87114210 13 720 SH SHARED 11 720 D SYCAMORE NETWORKS INC COM 87120610 43 11364 SH SHARED 11364 D SYCAMORE NETWORKS INC COM 87120610 504 130675 SH SHARED 01 122600 8075 D SYCAMORE NETWORKS INC COM 87120610 27 7184 SH SHR/OTHR 01 7184 D SYCAMORE NETWORKS INC COM 87120610 687 178174 SH SHARED 02 166084 12090 D SYCAMORE NETWORKS INC COM 87120610 6562 1700000 SH SHARED 04 1700000 D SYCAMORE NETWORKS INC COM 87120610 7 2000 SH SHARED 11 2000 D SYCAMORE NETWORKS INC COM 87120610 4 1250 SH SHR/OTHR 11 1250 D SYKES ENTERPRISES INC COM 87123710 178 23198 SH SHARED 23198 D SYKES ENTERPRISES INC COM 87123710 505 65700 SH SHARED 01 65700 D SYKES ENTERPRISES INC COM 87123710 319 41540 SH SHARED 02 41540 D SYKES ENTERPRISES INC COM 87123710 15 2080 SH SHARED 11 2080 D SYLVAN INC COM 87137110 361 27800 SH SHARED 01 27800 D SYLVAN LEARNING SYS INC COM 87139910 477 23967 SH SHARED 23967 D SYLVAN LEARNING SYS INC COM 87139910 906 45476 SH SHARED 01 45476 D SYLVAN LEARNING SYS INC COM 87139910 1143 57355 SH SHARED 02 53902 3453 D SYLVAN LEARNING SYS INC COM 87139910 8129 407700 SH SHARED 11 236767 6433 164500 D SYMANTEC CORP NOTE 3.000%11/0 871503AB 2 2000 PRN SHARED 02 2000 D SYMANTEC CORP COM 87150310 3003 91422 SH SHARED 91422 D SYMANTEC CORP COM 87150310 11414 347475 SH SHARED 01 344695 2780 D SYMANTEC CORP COM 87150310 28 866 SH SHR/OTHR 01 866 D SYMANTEC CORP COM 87150310 4398 133905 SH SHARED 02 132305 1600 D SYMANTEC CORP COM 87150310 32 1000 SH SHARED 06 1000 D SYMANTEC CORP COM 87150310 14092 429000 SH SHARED 11 420400 8000 600 D SYMANTEC CORP COM 87150310 5891 179340 SH SHR/OTHR 11 179340 D SYMBOL TECHNOLOGIES INC COM 87150810 4267 502100 SH SHARED 502100 D SYMBOL TECHNOLOGIES INC COM 87150810 8910 1048262 SH SHARED 01 1048262 D SYMBOL TECHNOLOGIES INC COM 87150810 19 2300 SH SHR/OTHR 01 600 1700 D SYMBOL TECHNOLOGIES INC COM 87150810 1427 167980 SH SHARED 02 164780 3200 D SYMBOL TECHNOLOGIES INC COM 87150810 34 4000 SH SHARED 07 4000 D SYMBOL TECHNOLOGIES INC COM 87150810 15 1804 SH SHARED 09 1804 D SYMBOL TECHNOLOGIES INC COM 87150810 19630 2309525 SH SHARED 11 1329075 980450 D SYMBOL TECHNOLOGIES INC COM 87150810 26314 3095779 SH SHR/OTHR 11 3095779 D SYMBOLLON PHARMACEUTICALS IN CL A 87151H10 18 13300 SH SHARED 02 13300 D SYMMETRICOM INC COM 87154310 13 3648 SH SHARED 3648 D SYMMETRICOM INC COM 87154310 0 1 SH SHARED 01 1 D SYMMETRICOM INC COM 87154310 116 31817 SH SHARED 02 26717 5100 D SYMYX TECHNOLOGIES COM 87155S10 167 12039 SH SHARED 12039 D SYMYX TECHNOLOGIES COM 87155S10 211 15170 SH SHARED 01 15170 D SYMYX TECHNOLOGIES COM 87155S10 461 33149 SH SHARED 02 33149 D SYMYX TECHNOLOGIES COM 87155S10 183 13200 SH SHARED 04 13200 D SYNAGRO TECHNOLOGIES INC COM NEW 87156220 73 23000 SH SHARED 02 23000 D SYNALLOY CP DEL COM 87156510 1 450 SH SHARED 02 450 D SYNAVANT INC COM 87157A10 1 1238 SH SHARED 01 1231 7 D SYNAVANT INC COM 87157A10 0 501 SH SHR/OTHR 01 215 286 D SYNAVANT INC COM 87157A10 0 130 SH SHARED 02 50 80 D SYNAVANT INC COM 87157A10 2 1687 SH SHARED 11 20 1667 D SYNAVANT INC COM 87157A10 2 1615 SH SHR/OTHR 11 1615 D SYNAPTICS INC COM 87157D10 18 2400 SH SHARED 01 2400 D SYNAPTICS INC COM 87157D10 126 16798 SH SHARED 02 16798 D SYNCOR INTL CORP DEL COM 87157J10 15 498 SH SHARED 498 D SYNCOR INTL CORP DEL COM 87157J10 822 26122 SH SHARED 01 26122 D SYNCOR INTL CORP DEL COM 87157J10 828 26301 SH SHARED 02 24928 1373 D SYNCOR INTL CORP DEL COM 87157J10 79 2520 SH SHARED 11 2520 D SYNGENTA AG SPONSORED ADR 87160A10 122 10100 SH SHARED 02 10100 D SYNGENTA AG SPONSORED ADR 87160A10 163 13436 SH SHARED 11 86 13350 D SYNGENTA AG SPONSORED ADR 87160A10 25 2083 SH SHR/OTHR 11 2083 D SYNQUEST INC COM 87160X10 6 12756 SH SHARED 01 12756 D SYNQUEST INC COM 87160X10 7 15403 SH SHARED 02 15403 D SYNPLICITY INC COM 87160Y10 12 2732 SH SHARED 2732 D SYNPLICITY INC COM 87160Y10 15 3300 SH SHARED 01 3300 D SYNPLICITY INC COM 87160Y10 41 9000 SH SHARED 02 9000 D SYNOPSYS INC COM 87160710 3311 60425 SH SHARED 60425 D SYNOPSYS INC COM 87160710 3024 55174 SH SHARED 01 55174 D SYNOPSYS INC COM 87160710 5261 95995 SH SHARED 02 95995 D SYNOPSYS INC COM 87160710 203 3710 SH SHARED 07 3710 D SYNOPSYS INC COM 87160710 849 15500 SH SHARED 11 15500 D SYNOVUS FINL CORP COM 87161C10 261513 9502678 SH SHARED 9502678 D SYNOVUS FINL CORP COM 87161C10 29005 1053972 SH SHARED 01 1053972 D SYNOVUS FINL CORP COM 87161C10 4953 180002 SH SHARED 02 177902 2100 D SYNOVUS FINL CORP COM 87161C10 52 1910 SH SHARED 06 1910 D SYNOVUS FINL CORP COM 87161C10 65 2391 SH SHARED 09 2391 D SYNOVUS FINL CORP COM 87161C10 8 300 SH SHARED 11 300 D SYNOVUS FINL CORP COM 87161C10 407 14817 SH SHR/OTHR 11 14817 D SYNTEL INC COM 87162H10 2 214 SH SHARED 214 D SYNTEL INC COM 87162H10 55 4500 SH SHARED 01 4500 D SYNTEL INC COM 87162H10 59 4800 SH SHARED 02 4800 D SYNTROLEUM CORP COM 87163010 1 620 SH SHARED 620 D SYNTROLEUM CORP COM 87163010 15 5208 SH SHARED 01 5208 D SYNTROLEUM CORP COM 87163010 55 19300 SH SHARED 02 19300 D SYNTROLEUM CORP COM 87163010 98 34200 SH SHARED 04 34200 D SYPRIS SOLUTIONS INC COM 87165510 0 2 SH SHARED 2 D SYPRIS SOLUTIONS INC COM 87165510 76 4200 SH SHARED 02 4200 D SYSCO CORP COM 87182910 41987 1542528 SH SHARED 1542528 D SYSCO CORP COM 87182910 78112 2869674 SH SHARED 01 2846474 23200 D SYSCO CORP COM 87182910 947 34800 SH SHR/OTHR 01 2800 32000 D SYSCO CORP COM 87182910 14614 536908 SH SHARED 02 511532 25376 D SYSCO CORP COM 87182910 4420 162381 SH SHARED 06 162381 D SYSCO CORP COM 87182910 326 12000 SH SHARED 07 12000 D SYSCO CORP COM 87182910 143 5268 SH SHARED 09 5268 D SYSCO CORP COM 87182910 70676 2596500 SH SHARED 11 638189 1958311 D SYSCO CORP COM 87182910 34301 1260172 SH SHR/OTHR 11 1260172 D SYSTEMAX INC COM 87185110 0 9 SH SHARED 11 9 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 189 13990 SH SHARED 13990 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 275 20419 SH SHARED 01 20419 D SYSTEMS & COMPUTER TECHNOLOG COM 87187310 580 42999 SH SHARED 02 42999 D SYMPHONIX DEVICES COM 87195110 2 5000 SH SHARED 02 5000 D TBC CORP COM 87218010 7 476 SH SHARED 476 D TBC CORP COM 87218010 55 3500 SH SHARED 01 3500 D TBC CORP COM 87218010 340 21457 SH SHARED 02 21457 D TCF FINL CORP COM 87227510 3869 78800 SH SHARED 78800 D TCF FINL CORP COM 87227510 3773 76861 SH SHARED 01 76861 D TCF FINL CORP COM 87227510 46 950 SH SHR/OTHR 01 950 D TCF FINL CORP COM 87227510 2892 58906 SH SHARED 02 58906 D TCF FINL CORP COM 87227510 117 2400 SH SHR/OTHR 11 2400 D TC PIPELINES LP UT COM LTD PRT 87233Q10 2020 85200 SH SHARED 02 11700 73500 D TCSI CORP COM 87233R10 69 139427 SH SHARED 02 139427 D TCW CONV SECS FD INC COM 87234010 14 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 23 500 SH SHARED 02 500 D TDK CORP AMERN DEP SH 87235140 430 9090 SH SHARED 11 6090 3000 D TDC A/S SPONSORED ADR 87236N10 54 3836 SH SHARED 3836 D TDC A/S SPONSORED ADR 87236N10 10 718 SH SHARED 02 718 D TDC A/S SPONSORED ADR 87236N10 280 19800 SH SHARED 11 19800 D TDC A/S SPONSORED ADR 87236N10 51 3600 SH SHR/OTHR 11 3600 D TECO ENERGY INC COM 87237510 10845 438184 SH SHARED 438184 D TECO ENERGY INC COM 87237510 12050 486900 SH SHARED 01 482676 4224 D TECO ENERGY INC COM 87237510 232 9400 SH SHR/OTHR 01 3400 6000 D TECO ENERGY INC COM 87237510 2929 118383 SH SHARED 02 113783 4600 D TECO ENERGY INC COM 87237510 4518 182584 SH SHARED 11 79090 103494 D TECO ENERGY INC COM 87237510 1059 42805 SH SHR/OTHR 11 42805 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 125 3900 SH SHR/OTHR 01 3100 800 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 3008 93879 SH SHARED 02 9413 84466 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 76 2400 SH SHARED 11 2400 D THQ INC COM NEW 87244340 4615 154763 SH SHARED 154763 D THQ INC COM NEW 87244340 4488 150534 SH SHARED 01 150534 D THQ INC COM NEW 87244340 2602 87269 SH SHARED 02 87269 D THQ INC COM NEW 87244340 22761 763290 SH SHARED 11 530874 52716 179700 D THQ INC COM NEW 87244340 441 14805 SH SHR/OTHR 11 14805 D TJX COS INC NEW NOTE 2/1 872540AL 15220 20000000 PRN SHARED 20000000 D TJX COS INC NEW COM 87254010 62255 3174658 SH SHARED 3174658 D TJX COS INC NEW COM 87254010 56194 2865616 SH SHARED 01 2865616 D TJX COS INC NEW COM 87254010 14841 756830 SH SHARED 02 751030 5800 D TJX COS INC NEW COM 87254010 1568 80000 SH SHARED 04 80000 D TJX COS INC NEW COM 87254010 235 12025 SH SHARED 06 12025 D TJX COS INC NEW COM 87254010 148 7550 SH SHARED 07 7550 D TJX COS INC NEW COM 87254010 100 5106 SH SHARED 09 5106 D TJX COS INC NEW COM 87254010 22033 1123600 SH SHARED 11 767500 313300 42800 D TJX COS INC NEW COM 87254010 8599 438520 SH SHR/OTHR 11 438520 D TRC COS INC COM 87262510 199 9716 SH SHARED 9716 D TRC COS INC COM 87262510 852 41500 SH SHARED 01 41500 D TRC COS INC COM 87262510 156 7600 SH SHARED 02 7600 D TRW INC COM 87264910 62385 1094866 SH SHARED 1094866 D TRW INC COM 87264910 32973 578685 SH SHARED 01 578685 D TRW INC COM 87264910 626 11003 SH SHR/OTHR 01 10500 503 D TRW INC COM 87264910 8032 140973 SH SHARED 02 140973 D TRW INC COM 87264910 73 1285 SH SHARED 06 1285 D TRW INC COM 87264910 127 2230 SH SHARED 07 2230 D TRW INC COM 87264910 47 831 SH SHARED 09 831 D TRW INC COM 87264910 4705 82585 SH SHARED 11 68725 13860 D TRW INC COM 87264910 383 6737 SH SHR/OTHR 11 6737 D TMP WORLDWIDE INC COM 87294110 6179 287399 SH SHARED 287399 D TMP WORLDWIDE INC COM 87294110 8581 399117 SH SHARED 01 399117 D TMP WORLDWIDE INC COM 87294110 2718 126425 SH SHARED 02 101425 25000 D TMP WORLDWIDE INC COM 87294110 2160 100500 SH SHARED 04 100500 D TMP WORLDWIDE INC COM 87294110 34 1600 SH SHARED 07 1600 D TMP WORLDWIDE INC COM 87294110 84 3927 SH SHR/OTHR 11 3927 D TTM TECHNOLOGIES INC COM 87305R10 5 1044 SH SHARED 1044 D TTM TECHNOLOGIES INC COM 87305R10 16 3100 SH SHARED 01 3100 D TTM TECHNOLOGIES INC COM 87305R10 69 13300 SH SHARED 02 13300 D TXU CORP COM 87316810 86419 1676418 SH SHARED 1676418 D TXU CORP COM 87316810 70228 1362340 SH SHARED 01 1362340 D TXU CORP COM 87316810 1413 27424 SH SHR/OTHR 01 9250 18174 D TXU CORP COM 87316810 8006 155315 SH SHARED 02 152415 2900 D TXU CORP COM 87316810 115 2234 SH SHARED 06 2234 D TXU CORP COM 87316810 252 4900 SH SHARED 07 4900 D TXU CORP COM 87316810 110 2136 SH SHARED 09 2136 D TXU CORP COM 87316810 37640 730171 SH SHARED 11 451708 263500 14963 D TXU CORP COM 87316810 671 13018 SH SHR/OTHR 11 13018 D TAIWAN FD INC COM 87403610 111 10000 SH SHR/OTHR 01 10000 D TAIWAN FD INC COM 87403610 177 16000 SH SHARED 05 16000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1729 133039 SH SHARED 133039 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 62222 4786310 SH SHARED 4785851 459 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 76 5880 SH SHARED 01 5880 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 393 30280 SH SHR/OTHR 01 30280 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 913 70270 SH SHARED 02 70270 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 429 33000 SH SHARED 04 33000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 169 13028 SH SHARED 06 13028 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 3678 282954 SH SHARED 11 251158 13860 17936 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 3768 289871 SH SHR/OTHR 11 289871 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 516 25087 SH SHARED 16828 8259 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 996 48400 SH SHARED 01 48400 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 980 47612 SH SHARED 02 45887 1725 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 67 3270 SH SHARED 11 3270 D TALBOTS INC COM 87416110 464 13274 SH SHARED 13274 D TALBOTS INC COM 87416110 712 20358 SH SHARED 01 11583 8775 D TALBOTS INC COM 87416110 50 1440 SH SHR/OTHR 01 1440 D TALBOTS INC COM 87416110 588 16820 SH SHARED 02 16820 D TALBOTS INC COM 87416110 9590 274000 SH SHARED 11 273900 100 D TALBOTS INC COM 87416110 3115 89000 SH SHR/OTHR 11 89000 D TALISMAN ENERGY INC COM 87425E10 162 3600 SH SHARED 3600 D TALISMAN ENERGY INC COM 87425E10 30 670 SH SHARED 02 670 D TALISMAN ENERGY INC COM 87425E10 153 3405 SH SHARED 06 3405 D TALK AMERICA HLDGS INC COM 87426R10 460 111400 SH SHARED 01 78800 32600 D TALK AMERICA HLDGS INC COM 87426R10 62 15100 SH SHARED 02 15100 D TALK AMERICA HLDGS INC COM 87426R10 8 2000 SH SHARED 11 2000 D TALX CORP COM 87491810 2 140 SH SHARED 140 D TALX CORP COM 87491810 402 21230 SH SHARED 01 21230 D TALX CORP COM 87491810 274 14500 SH SHARED 02 14500 D TANGER FACTORY OUTLET CTRS I COM 87546510 6 214 SH SHARED 214 D TANGER FACTORY OUTLET CTRS I COM 87546510 64 2200 SH SHARED 01 2200 D TANGER FACTORY OUTLET CTRS I COM 87546510 132 4500 SH SHARED 02 4500 D TANOX INC COM 87588Q10 114 10584 SH SHARED 10584 D TANOX INC COM 87588Q10 51 4800 SH SHARED 01 4800 D TANOX INC COM 87588Q10 245 22639 SH SHARED 02 22639 D TANOX INC COM 87588Q10 13710 1266000 SH SHARED 04 1266000 D TARANTELLA INC COM 87609010 89 208871 SH SHARED 02 208871 D TARANTELLA INC COM 87609010 1 3000 SH SHARED 11 3000 D TARANTELLA INC COM 87609010 25 60000 SH SHR/OTHR 11 60000 D TARGET CORP COM 87612E10 173818 4562176 SH SHARED 4556289 5887 D TARGET CORP COM 87612E10 153839 4037779 SH SHARED 01 4026419 11360 D TARGET CORP COM 87612E10 7304 191718 SH SHR/OTHR 01 97642 94076 D TARGET CORP COM 87612E10 29873 784078 SH SHARED 02 771193 12885 D TARGET CORP COM 87612E10 9930 260630 SH SHARED 03 54310 206320 D TARGET CORP COM 87612E10 8877 233000 SH SHARED 04 233000 D TARGET CORP COM 87612E10 29047 762402 SH SHARED 06 762402 D TARGET CORP COM 87612E10 533 14000 SH SHARED 07 14000 D TARGET CORP COM 87612E10 463 12163 SH SHARED 08 12163 D TARGET CORP COM 87612E10 7827 205455 SH SHARED 09 205455 D TARGET CORP COM 87612E10 200287 5256878 SH SHARED 11 2250093 2075700 931085 D TARGET CORP COM 87612E10 12218 320700 SH SHR/OTHR 11 320700 D TARGETED GENETICS CORP COM 87612M10 1 1044 SH SHARED 1044 D TARGETED GENETICS CORP COM 87612M10 54 50200 SH SHARED 02 32700 17500 D TASER INTL INC COM 87651B10 36 3000 SH SHR/OTHR 01 3000 D TASER INTL INC COM 87651B10 3 270 SH SHARED 02 270 D TASTY BAKING CO COM 87655330 256 18983 SH SHARED 18983 D TASTY BAKING CO COM 87655330 734 54400 SH SHARED 11 54400 D TASTY BAKING CO COM 87655330 294 21800 SH SHR/OTHR 11 21800 D TAUBMAN CTRS INC COM 87666410 12 838 SH SHARED 838 D TAUBMAN CTRS INC COM 87666410 1697 111300 SH SHARED 01 111300 D TAUBMAN CTRS INC COM 87666410 24 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 504 33086 SH SHARED 02 27216 5870 D TAUBMAN CTRS INC COM 87666410 413 27100 SH SHR/OTHR 11 27100 D TAUBMAN CTRS INC COM 87666410 38135 2500700 SH SHARED 12 2500700 D TEAMSTAFF INC COM NEW 87815U20 18 2857 SH SHARED 11 2857 D TECH DATA CORP COM 87823710 1922 50787 SH SHARED 50787 D TECH DATA CORP COM 87823710 12968 342641 SH SHARED 01 342641 D TECH DATA CORP COM 87823710 1961 51821 SH SHARED 02 51721 100 D TECH DATA CORP COM 87823710 37 981 SH SHARED 07 981 D TECH DATA CORP COM 87823710 9 250 SH SHARED 11 250 D TECH DATA CORP COM 87823710 750 19830 SH SHR/OTHR 11 19830 D TECH OPS SEVCON INC COM 87829310 205 25000 SH SHARED 02 25000 D TECHNE CORP COM 87837710 620 21980 SH SHARED 21980 D TECHNE CORP COM 87837710 1099 38950 SH SHARED 01 37900 1050 D TECHNE CORP COM 87837710 2695 95528 SH SHARED 02 95528 D TECHNE CORP COM 87837710 22 810 SH SHARED 11 810 D TECHNIP-COFLEIP SPONSORED ADR 87854620 0 1 SH SHARED 1 D TECHNITROL INC COM 87855510 18 808 SH SHARED 808 D TECHNITROL INC COM 87855510 552 23700 SH SHARED 01 23700 D TECHNITROL INC COM 87855510 1439 61771 SH SHARED 02 61771 D TECHNITROL INC COM 87855510 17 730 SH SHARED 11 730 D TECHNOLOGY FLAVORS & FRAGRAN COM 87869A10 870 750000 SH SHARED 11 750000 D TECHNOLOGY SOLUTIONS CO COM 87872T10 25 20000 SH SHARED 02 20000 D TECUMSEH PRODS CO CL B 87889510 1249 25000 SH SHARED 25000 D TECUMSEH PRODS CO CL A 87889520 770 14522 SH SHARED 14522 D TECUMSEH PRODS CO CL A 87889520 1148 21641 SH SHARED 01 21641 D TECUMSEH PRODS CO CL A 87889520 1201 22634 SH SHARED 02 22634 D TEJON RANCH CO DEL COM 87908010 11 342 SH SHARED 242 100 D TEJON RANCH CO DEL COM 87908010 163 5000 SH SHARED 01 5000 D TEJON RANCH CO DEL COM 87908010 198 6100 SH SHARED 02 6100 D TEJON RANCH CO DEL COM 87908010 130 4000 SH SHARED 11 4000 D TEKELEC NOTE 3.250%11/0 879101AC 278 347000 PRN SHARED 347000 D TEKELEC NOTE 3.250%11/0 879101AC 2328 2900000 PRN SHARED 02 2900000 D TEKELEC COM 87910110 427 53261 SH SHARED 53261 D TEKELEC COM 87910110 255 31850 SH SHARED 01 31850 D TEKELEC COM 87910110 749 93375 SH SHARED 02 86450 6925 D TEKTRONIX INC COM 87913110 3669 196100 SH SHARED 196100 D TEKTRONIX INC COM 87913110 7591 405734 SH SHARED 01 405734 D TEKTRONIX INC COM 87913110 1019 54489 SH SHARED 02 54489 D TEKTRONIX INC COM 87913110 1799 96175 SH SHARED 11 94175 2000 D TEKTRONIX INC COM 87913110 41 2194 SH SHR/OTHR 11 2194 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 578 7401 SH SHARED 7401 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 1476 18900 SH SHARED 02 18900 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 452 5800 SH SHARED 11 4100 1700 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 105 162438 SH SHARED 162438 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 6 10000 SH SHARED 02 10000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 56 2880 SH SHARED 02 2880 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 39 2000 SH SHARED 11 2000 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 6212 273920 SH SHARED 273920 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 22 1000 SH SHARED 11 1000 D TELECOMMUNICATION SYS INC CL A 87929J10 8 4115 SH SHARED 02 4115 D TELEDYNE TECHNOLOGIES INC COM 87936010 385 18602 SH SHARED 18602 D TELEDYNE TECHNOLOGIES INC COM 87936010 356 17180 SH SHARED 01 17180 D TELEDYNE TECHNOLOGIES INC COM 87936010 42 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 765 36880 SH SHARED 02 36880 D TELEFLEX INC COM 87936910 1159 20285 SH SHARED 20285 D TELEFLEX INC COM 87936910 1458 25518 SH SHARED 01 25518 D TELEFLEX INC COM 87936910 2107 36869 SH SHARED 02 27609 9260 D TELEFLEX INC COM 87936910 854 14960 SH SHARED 06 14960 D TELEFLEX INC COM 87936910 19 340 SH SHR/OTHR 11 340 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 1 454 SH SHARED 454 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 0 14 SH SHARED 02 14 D TELEFONICA S A SPONSORED ADR 87938220 8868 356898 SH SHARED 356898 D TELEFONICA S A SPONSORED ADR 87938220 38 1560 SH SHARED 01 1560 D TELEFONICA S A SPONSORED ADR 87938220 35 1425 SH SHARED 02 199 1226 D TELEFONICA S A SPONSORED ADR 87938220 9596 386168 SH SHARED 11 29932 356236 D TELEFONICA S A SPONSORED ADR 87938220 2367 95272 SH SHR/OTHR 11 95272 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 6670 5653000 PRN SHARED 5653000 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 12980 11000000 PRN SHARED 01 11000000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 6780 211349 SH SHARED 211349 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 11469 357541 SH SHARED 356311 1230 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 41 1300 SH SHR/OTHR 01 1300 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 2359 73550 SH SHARED 02 34500 39050 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3945 123000 SH SHARED 04 123000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 24374 759791 SH SHARED 06 759791 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 7153 223000 SH SHARED 10 223000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 2112 65840 SH SHARED 11 5310 60530 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 90651 2825804 SH SHR/OTHR 11 2825804 D TELEPHONE & DATA SYS INC COM 87943310 706 11668 SH SHARED 11668 D TELEPHONE & DATA SYS INC COM 87943310 2588 42753 SH SHARED 01 42753 D TELEPHONE & DATA SYS INC COM 87943310 2962 48930 SH SHARED 02 47480 1450 D TELEPHONE & DATA SYS INC COM 87943310 363 6000 SH SHARED 11 6000 D TELEPHONE & DATA SYS INC COM 87943310 113 1870 SH SHR/OTHR 11 1870 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P10 186 326965 SH SHARED 326965 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P10 31 55435 SH SHARED 05 55435 D TELIK INC COM 87959M10 7 564 SH SHARED 564 D TELIK INC COM 87959M10 111 8900 SH SHARED 01 8900 D TELIK INC COM 87959M10 300 24034 SH SHARED 02 24034 D TELIK INC COM 87959M10 1640 131250 SH SHARED 04 131250 D TELIK INC COM 87959M10 0 38 SH SHARED 11 38 D TELLABS INC COM 87966410 6859 1106413 SH SHARED 1106413 D TELLABS INC COM 87966410 10699 1725650 SH SHARED 01 1725600 50 D TELLABS INC COM 87966410 2628 423924 SH SHARED 02 413824 10100 D TELLABS INC COM 87966410 2790 450000 SH SHARED 04 450000 D TELLABS INC COM 87966410 310 50021 SH SHARED 06 50021 D TELLABS INC COM 87966410 25 4100 SH SHARED 07 4100 D TELLABS INC COM 87966410 18 2966 SH SHARED 09 2966 D TELLABS INC COM 87966410 588 94965 SH SHARED 11 62280 32685 D TELLABS INC COM 87966410 627 101241 SH SHR/OTHR 11 101241 D TELLIUM INC COM 87967E10 68 73309 SH SHARED 73309 D TELLIUM INC COM 87967E10 63 67800 SH SHARED 02 65800 2000 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 143 10800 SH SHARED 11 10800 D TELUS CORP NON-VTG SHS 87971M20 166 24510 SH SHARED 02 24510 D TEMPLE INLAND INC COM 87986810 17402 300762 SH SHARED 300762 D TEMPLE INLAND INC COM 87986810 16293 281599 SH SHARED 01 281599 D TEMPLE INLAND INC COM 87986810 374 6480 SH SHR/OTHR 01 6480 D TEMPLE INLAND INC COM 87986810 1886 32597 SH SHARED 02 32597 D TEMPLE INLAND INC COM 87986810 578 10000 SH SHARED 04 10000 D TEMPLE INLAND INC COM 87986810 26 450 SH SHARED 07 450 D TEMPLE INLAND INC COM 87986810 24 427 SH SHARED 09 427 D TEMPLE INLAND INC COM 87986810 55108 952450 SH SHARED 11 417635 533240 1575 D TEMPLE INLAND INC COM 87986810 265 4585 SH SHR/OTHR 11 4585 D TELETECH HOLDINGS INC COM 87993910 219 22996 SH SHARED 22996 D TELETECH HOLDINGS INC COM 87993910 991 103900 SH SHARED 01 103900 D TELETECH HOLDINGS INC COM 87993910 568 59580 SH SHARED 02 59580 D TELETECH HOLDINGS INC COM 87993910 8 900 SH SHARED 11 900 D TEMPLETON DRAGON FD INC COM 88018T10 1574 170800 SH SHARED 170800 D TEMPLETON CHINA WORLD FD INC COM 88018X10 34 3600 SH SHARED 02 3600 D TEMPLETON EMERG MKT APPRECN COM 88019010 108 10000 SH SHR/OTHR 01 10000 D TEMPLETON EMERG MKT APPRECN COM 88019010 1942 178500 SH SHARED 02 178500 D TEMPLETON EMERGING MKTS FD I COM 88019110 36 3775 SH SHARED 3775 D TEMPLETON EMERGING MKTS FD I COM 88019110 115 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERGING MKTS FD I COM 88019110 31 3250 SH SHARED 02 2000 1250 D TEMPLETON EMERG MKTS INCOME COM 88019210 1084 100000 SH SHR/OTHR 01 100000 D TEMPLETON EMERG MKTS INCOME COM 88019210 42 3900 SH SHARED 02 2300 1600 D TEMPLETON GLOBAL INCOME FD I COM 88019810 38 5000 SH SHR/OTHR 01 5000 D TEMPLETON GLOBAL INCOME FD I COM 88019810 34 4565 SH SHARED 11 4565 D TEMPLETON RUSSIA FD INC COM 88022F10 80 4000 SH SHARED 02 4000 D TEMPLETON VIETNAM S-E ASIA F COM 88022J10 7252 828900 SH SHARED 02 828900 D TENET HEALTHCARE CORP COM 88033G10 122418 1710952 SH SHARED 1708084 2868 D TENET HEALTHCARE CORP COM 88033G10 123996 1733006 SH SHARED 01 1695051 300 37655 D TENET HEALTHCARE CORP COM 88033G10 729 10190 SH SHR/OTHR 01 1575 8615 D TENET HEALTHCARE CORP COM 88033G10 32889 459670 SH SHARED 02 458307 1363 D TENET HEALTHCARE CORP COM 88033G10 1956 27350 SH SHARED 04 27350 D TENET HEALTHCARE CORP COM 88033G10 482 6744 SH SHARED 06 6744 D TENET HEALTHCARE CORP COM 88033G10 397 5550 SH SHARED 07 5550 D TENET HEALTHCARE CORP COM 88033G10 321 4500 SH SHARED 08 4500 D TENET HEALTHCARE CORP COM 88033G10 185 2597 SH SHARED 09 2597 D TENET HEALTHCARE CORP COM 88033G10 179725 2511885 SH SHARED 11 1313660 1002400 195825 D TENET HEALTHCARE CORP COM 88033G10 5847 81725 SH SHR/OTHR 11 81725 D TENNANT CO COM 88034510 10 270 SH SHARED 270 D TENNANT CO COM 88034510 316 8000 SH SHARED 01 8000 D TENNANT CO COM 88034510 308 7800 SH SHARED 02 7800 D TENNECO AUTOMOTIVE INC COM 88034910 46 7000 SH SHARED 01 7000 D TENNECO AUTOMOTIVE INC COM 88034910 210 31900 SH SHARED 02 31900 D TENNECO AUTOMOTIVE INC COM 88034910 0 29 SH SHARED 11 29 D TERADYNE INC SDCV 3.750%10/1 880770AD 3269 2745000 PRN SHARED 01 2745000 D TERADYNE INC COM 88077010 13945 593406 SH SHARED 593256 150 D TERADYNE INC COM 88077010 19037 810109 SH SHARED 01 805384 4725 D TERADYNE INC COM 88077010 11 477 SH SHR/OTHR 01 477 D TERADYNE INC COM 88077010 4317 183726 SH SHARED 02 176226 7500 D TERADYNE INC COM 88077010 3525 150000 SH SHARED 04 150000 D TERADYNE INC COM 88077010 1678 71439 SH SHARED 06 71439 D TERADYNE INC COM 88077010 52 2250 SH SHARED 07 2250 D TERADYNE INC COM 88077010 36 1568 SH SHARED 09 1568 D TERADYNE INC COM 88077010 3170 134921 SH SHARED 11 91583 43338 D TERADYNE INC COM 88077010 8422 358410 SH SHR/OTHR 11 358410 D TERAYON COMMUNICATION SYS NOTE 5.000% 8/0 880775AC 795 1500000 PRN SHARED 02 1500000 D TERAYON COMMUNICATION SYS COM 88077510 18 13789 SH SHARED 13789 D TERAYON COMMUNICATION SYS COM 88077510 90 68400 SH SHARED 01 67200 1200 D TERAYON COMMUNICATION SYS COM 88077510 149 112500 SH SHARED 02 102850 9650 D TEREX CORP NEW COM 88077910 16663 740939 SH SHARED 740939 D TEREX CORP NEW COM 88077910 532 23668 SH SHARED 01 23668 D TEREX CORP NEW COM 88077910 864 38430 SH SHARED 02 38430 D TEREX CORP NEW COM 88077910 2310 102750 SH SHARED 11 102750 D TERRA INDS INC COM 88091510 2 1014 SH SHARED 1014 D TERRA INDS INC COM 88091510 72 35000 SH SHARED 02 35000 D TERRA NETWORKS S A SPONSORED ADR 88100W10 45 7782 SH SHARED 7782 D TERRA NETWORKS S A SPONSORED ADR 88100W10 17 3010 SH SHARED 01 3010 D TERRA NETWORKS S A SPONSORED ADR 88100W10 0 25 SH SHARED 02 8 17 D TERREMARK WORLDWIDE INC COM 88144810 1 4116 SH SHARED 4116 D TERREMARK WORLDWIDE INC COM 88144810 2 10000 SH SHARED 01 10000 D TERREMARK WORLDWIDE INC COM 88144810 41 164600 SH SHARED 02 133300 31300 D TESORO PETE CORP COM 88160910 859 110877 SH SHARED 110877 D TESORO PETE CORP COM 88160910 224 28955 SH SHARED 01 28955 D TESORO PETE CORP COM 88160910 431 55630 SH SHARED 02 55630 D TESORO PETE CORP COM 88160910 5190 669800 SH SHARED 11 669800 D TETRA TECHNOLOGIES INC DEL COM 88162F10 6 262 SH SHARED 262 D TETRA TECHNOLOGIES INC DEL COM 88162F10 82 3100 SH SHARED 01 3100 D TETRA TECHNOLOGIES INC DEL COM 88162F10 543 20456 SH SHARED 02 20456 D TETRA TECH INC NEW COM 88162G10 212 14423 SH SHARED 14423 D TETRA TECH INC NEW COM 88162G10 344 23441 SH SHARED 01 23441 D TETRA TECH INC NEW COM 88162G10 1011 68786 SH SHARED 02 68786 D TETRA TECH INC NEW COM 88162G10 55 3750 SH SHARED 11 3750 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3077 46078 SH SHARED 46078 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 66 1000 SH SHR/OTHR 01 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 24 364 SH SHARED 02 364 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1686 25250 SH SHARED 04 25250 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 62 930 SH SHARED 05 930 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 14683 219880 SH SHARED 11 137280 75200 7400 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 16027 240000 SH SHR/OTHR 11 240000 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 22880 22000000 PRN SHARED 22000000 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 6760 6500000 PRN SHARED 01 6500000 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 3618 3479000 PRN SHARED 02 3479000 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB 4915 5000000 PRN SHARED 5000000 D TEVA PHARMACEUTICAL FIN NV NOTE 0.750% 8/1 88163XAB 1440 1465000 PRN SHARED 02 1465000 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 26 6889 SH SHARED 6889 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 34 8846 SH SHARED 01 8846 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 148 38000 SH SHARED 02 38000 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 2668 684300 SH SHARED 04 684300 D TEXAS INDS INC COM 88249110 164 5215 SH SHARED 5215 D TEXAS INDS INC COM 88249110 412 13097 SH SHARED 01 13097 D TEXAS INDS INC COM 88249110 977 31034 SH SHARED 02 29034 2000 D TEXAS INDS INC COM 88249110 18 576 SH SHARED 11 576 D TEXAS INSTRS INC COM 88250810 188639 7959460 SH SHARED 7885717 73743 D TEXAS INSTRS INC COM 88250810 199055 8398946 SH SHARED 01 7845825 553121 D TEXAS INSTRS INC COM 88250810 3815 160985 SH SHR/OTHR 01 67635 93350 D TEXAS INSTRS INC COM 88250810 33850 1428304 SH SHARED 02 1361670 66634 D TEXAS INSTRS INC COM 88250810 705 29780 SH SHARED 03 29780 D TEXAS INSTRS INC COM 88250810 47198 1991500 SH SHARED 04 1991500 D TEXAS INSTRS INC COM 88250810 14 600 SH SHARED 05 600 D TEXAS INSTRS INC COM 88250810 66559 2808415 SH SHARED 06 2808415 D TEXAS INSTRS INC COM 88250810 5471 230885 SH SHARED 07 230885 D TEXAS INSTRS INC COM 88250810 4618 194859 SH SHARED 08 194859 D TEXAS INSTRS INC COM 88250810 334 14098 SH SHARED 09 14098 D TEXAS INSTRS INC COM 88250810 1552 65500 SH SHARED 10 65500 D TEXAS INSTRS INC COM 88250810 197061 8314839 SH SHARED 11 3303312 4556400 455127 D TEXAS INSTRS INC COM 88250810 18816 793934 SH SHR/OTHR 11 793934 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 230 5654 SH SHR/OTHR 11 5654 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 19 402 SH SHARED 402 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2022 41560 SH SHARED 01 41560 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 48 1000 SH SHR/OTHR 01 1000 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 755 15520 SH SHARED 02 15520 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 9741 200185 SH SHARED 11 200185 D TEXTRON INC COM 88320310 15652 333743 SH SHARED 333743 D TEXTRON INC COM 88320310 27515 586675 SH SHARED 01 583925 2750 D TEXTRON INC COM 88320310 318 6800 SH SHR/OTHR 01 6800 D TEXTRON INC COM 88320310 4163 88778 SH SHARED 02 88498 280 D TEXTRON INC COM 88320310 703 15000 SH SHARED 04 15000 D TEXTRON INC COM 88320310 4399 93800 SH SHARED 05 93800 D TEXTRON INC COM 88320310 201 4292 SH SHARED 06 4292 D TEXTRON INC COM 88320310 100 2150 SH SHARED 07 2150 D TEXTRON INC COM 88320310 58 1247 SH SHARED 09 1247 D TEXTRON INC COM 88320310 47233 1007106 SH SHARED 11 932427 74679 D TEXTRON INC COM 88320310 800 17059 SH SHR/OTHR 11 17059 D TEXTRON INC PFD CONV $2.08 88320320 5 35 SH SHARED 02 35 D THACKERAY CORP COM 88321710 9 5000 SH SHARED 01 5000 D THERAGENICS CORP COM 88337510 50 6008 SH SHARED 6008 D THERAGENICS CORP COM 88337510 264 31400 SH SHARED 01 31400 D THERAGENICS CORP COM 88337510 314 37253 SH SHARED 02 35253 2000 D THERAGENICS CORP COM 88337510 55 6600 SH SHARED 11 6600 D THERASENSE INC COM 88338110 107 5800 SH SHARED 01 5800 D THERASENSE INC COM 88338110 445 24130 SH SHARED 02 24130 D THERASENSE INC COM 88338110 13947 755168 SH SHARED 11 558800 4468 191900 D THERMA-WAVE INC COM 88343A10 42 3725 SH SHARED 3725 D THERMA-WAVE INC COM 88343A10 381 33500 SH SHARED 01 33500 D THERMA-WAVE INC COM 88343A10 344 30214 SH SHARED 02 30214 D THERMA-WAVE INC COM 88343A10 9737 854930 SH SHARED 11 494613 15017 345300 D THERMO ELECTRON CORP COM 88355610 6294 381514 SH SHARED 381514 D THERMO ELECTRON CORP COM 88355610 12386 750700 SH SHARED 01 750450 250 D THERMO ELECTRON CORP COM 88355610 141 8569 SH SHR/OTHR 01 8569 D THERMO ELECTRON CORP COM 88355610 2478 150223 SH SHARED 02 138828 11395 D THERMO ELECTRON CORP COM 88355610 33 2000 SH SHARED 07 2000 D THERMO ELECTRON CORP COM 88355610 27 1682 SH SHARED 09 1682 D THERMO ELECTRON CORP COM 88355610 90 5500 SH SHARED 11 600 4900 D THERMO ELECTRON CORP COM 88355610 84 5129 SH SHR/OTHR 11 5129 D THERMOGENESIS CORP COM NEW 88362320 4 2000 SH SHARED 02 2000 D THESTREET COM COM 88368Q10 0 200 SH SHARED 01 200 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 0 224 SH SHARED 224 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 32 14700 SH SHARED 02 6800 7900 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 0 312 SH SHARED 11 312 D THOMAS & BETTS CORP COM 88431510 2720 146277 SH SHARED 146277 D THOMAS & BETTS CORP COM 88431510 4557 245044 SH SHARED 01 244944 100 D THOMAS & BETTS CORP COM 88431510 1635 87956 SH SHARED 02 87956 D THOMAS & BETTS CORP COM 88431510 68 3662 SH SHARED 11 3662 D THOMAS & BETTS CORP COM 88431510 29 1588 SH SHR/OTHR 11 1588 D THOMAS INDS INC COM 88442510 13 454 SH SHARED 454 D THOMAS INDS INC COM 88442510 128 4450 SH SHARED 01 4450 D THOMAS INDS INC COM 88442510 500 17393 SH SHARED 02 17393 D THOMAS INDS INC COM 88442510 12 428 SH SHARED 11 428 D THOMSON CORP COM 88490310 94 3000 SH SHARED 3000 D THOMSON CORP COM 88490310 278 8825 SH SHARED 02 8325 500 D THOMSON CORP COM 88490310 80 2542 SH SHARED 06 2542 D THOR INDS INC COM 88516010 12 172 SH SHARED 172 D THOR INDS INC COM 88516010 3667 51463 SH SHARED 01 51463 D THOR INDS INC COM 88516010 986 13844 SH SHARED 02 13844 D THOR INDS INC COM 88516010 89 1250 SH SHARED 11 1250 D THORATEC CORP COM NEW 88517530 8 916 SH SHARED 916 D THORATEC CORP COM NEW 88517530 1226 136412 SH SHARED 01 136412 D THORATEC CORP COM NEW 88517530 388 43177 SH SHARED 02 43177 D THORATEC CORP COM NEW 88517530 63 7044 SH SHARED 11 7044 D THORNBURG MTG INC COM 88521810 523 26615 SH SHARED 26615 D THORNBURG MTG INC COM 88521810 970 49300 SH SHARED 01 45300 4000 D THORNBURG MTG INC COM 88521810 700 35600 SH SHARED 02 35600 D 3DO CO COM 88553W10 9 15753 SH SHARED 15753 D 3DO CO COM 88553W10 39 67400 SH SHARED 02 34600 32800 D 3COM CORP COM 88553510 838 190637 SH SHARED 190437 200 D 3COM CORP COM 88553510 1950 443237 SH SHARED 01 372662 70575 D 3COM CORP COM 88553510 52 11828 SH SHR/OTHR 01 11828 D 3COM CORP COM 88553510 1060 241133 SH SHARED 02 230854 10279 D 3COM CORP COM 88553510 356 81100 SH SHARED 11 80300 800 D 3-D SYS CORP DEL COM NEW 88554D20 2 206 SH SHARED 206 D 3-D SYS CORP DEL COM NEW 88554D20 32 2700 SH SHARED 01 2700 D 3-D SYS CORP DEL COM NEW 88554D20 78 6400 SH SHARED 02 6400 D THREE FIVE SYS INC COM 88554L10 503 44163 SH SHARED 44163 D THREE FIVE SYS INC COM 88554L10 93 8199 SH SHARED 01 8199 D THREE FIVE SYS INC COM 88554L10 311 27350 SH SHARED 02 25475 1875 D THREE FIVE SYS INC COM 88554L10 102 8959 SH SHARED 11 7200 1759 D 3-DIMENSIONAL PHARMACEUTICAL COM 88554W10 0 178 SH SHARED 178 D 3-DIMENSIONAL PHARMACEUTICAL COM 88554W10 44 10100 SH SHARED 02 5700 4400 D THREE RIVS BANCORP INC COM 88562Q10 58 3300 SH SHARED 01 3300 D THREE RIVS BANCORP INC COM 88562Q10 128 7200 SH SHARED 02 7200 D THREE RIVS BANCORP INC COM 88562Q10 195 11000 SH SHARED 11 11000 D 3TEC ENERGY CORP COM NEW 88575R30 7 408 SH SHARED 408 D 3TEC ENERGY CORP COM NEW 88575R30 189 10900 SH SHARED 01 10900 D 3TEC ENERGY CORP COM NEW 88575R30 235 13500 SH SHARED 02 13500 D 3M CO COM 88579Y10 1372 11155 SH SHARED 11155 D 3M CO COM 88579Y10 150561 1224074 SH SHARED 1223474 600 D 3M CO COM 88579Y10 241482 1963269 SH SHARED 01 1944044 19225 D 3M CO COM 88579Y10 11443 93035 SH SHR/OTHR 01 54464 38571 D 3M CO COM 88579Y10 29947 243472 SH SHARED 02 239613 3859 D 3M CO COM 88579Y10 7140 58050 SH SHARED 03 12550 45500 D 3M CO COM 88579Y10 97760 794800 SH SHARED 04 794800 D 3M CO COM 88579Y10 12 100 SH SHARED 05 100 D 3M CO COM 88579Y10 42144 342639 SH SHARED 06 342639 D 3M CO COM 88579Y10 1764 14348 SH SHARED 07 14348 D 3M CO COM 88579Y10 7731 62860 SH SHARED 08 62860 D 3M CO COM 88579Y10 400 3255 SH SHARED 09 3255 D 3M CO COM 88579Y10 2349 19100 SH SHARED 10 19100 D 3M CO COM 88579Y10 131766 1071270 SH SHARED 11 89371 786100 195799 D 3M CO COM 88579Y10 28414 231011 SH SHR/OTHR 11 231011 D TIBCO SOFTWARE INC COM 88632Q10 148 26658 SH SHARED 26658 D TIBCO SOFTWARE INC COM 88632Q10 335 60300 SH SHARED 01 60300 D TIBCO SOFTWARE INC COM 88632Q10 721 129747 SH SHARED 02 109567 20180 D TIBCO SOFTWARE INC COM 88632Q10 1426 256500 SH SHARED 04 256500 D TIBCO SOFTWARE INC COM 88632Q10 22094 3973900 SH SHARED 11 3958800 15100 D TIBCO SOFTWARE INC COM 88632Q10 33 6100 SH SHR/OTHR 11 6100 D TICKETMASTER CL B 88633P20 363 19451 SH SHARED 19451 D TICKETMASTER CL B 88633P20 2848 152218 SH SHARED 01 152218 D TICKETMASTER CL B 88633P20 1270 67920 SH SHARED 02 67920 D TICKETMASTER CL B 88633P20 1880 100500 SH SHARED 04 100500 D TICKETMASTER CL B 88633P20 12 650 SH SHARED 11 650 D TIDEWATER INC COM 88642310 5331 161948 SH SHARED 161948 D TIDEWATER INC COM 88642310 2084 63305 SH SHARED 01 63305 D TIDEWATER INC COM 88642310 72 2200 SH SHR/OTHR 01 2200 D TIDEWATER INC COM 88642310 3876 117747 SH SHARED 02 115829 1918 D TIDEWATER INC COM 88642310 67 2060 SH SHARED 07 2060 D TIDEWATER INC COM 88642310 16 515 SH SHARED 11 515 D TIDEWATER INC COM 88642310 354 10770 SH SHR/OTHR 11 10770 D TIER TECHNOLOGIES INC CL B 88650Q10 74 4200 SH SHARED 01 4200 D TIER TECHNOLOGIES INC CL B 88650Q10 557 31300 SH SHARED 02 31300 D TIFFANY & CO NEW COM 88654710 14323 406923 SH SHARED 406923 D TIFFANY & CO NEW COM 88654710 21303 605217 SH SHARED 01 599542 5675 D TIFFANY & CO NEW COM 88654710 50 1433 SH SHR/OTHR 01 1433 D TIFFANY & CO NEW COM 88654710 3601 102328 SH SHARED 02 102328 D TIFFANY & CO NEW COM 88654710 1056 30000 SH SHARED 04 30000 D TIFFANY & CO NEW COM 88654710 16 463 SH SHARED 06 463 D TIFFANY & CO NEW COM 88654710 489 13900 SH SHARED 07 13900 D TIFFANY & CO NEW COM 88654710 35 1000 SH SHARED 09 1000 D TIFFANY & CO NEW COM 88654710 25657 728918 SH SHARED 11 249630 479288 D TIFFANY & CO NEW COM 88654710 33147 941704 SH SHR/OTHR 11 941704 D TIMBERLAND CO CL A 88710010 1214 33902 SH SHARED 33402 500 D TIMBERLAND CO CL A 88710010 329 9200 SH SHARED 01 9200 D TIMBERLAND CO CL A 88710010 1277 35660 SH SHARED 02 33746 1914 D TIMBERLAND CO CL A 88710010 5322 148600 SH SHARED 11 148600 D TIMBERLAND CO CL A 88710010 3553 99200 SH SHR/OTHR 11 99200 D TIME WARNER TELECOM INC CL A 88731910 9 5448 SH SHARED 5448 D TIME WARNER TELECOM INC CL A 88731910 130 77700 SH SHARED 01 77700 D TIME WARNER TELECOM INC CL A 88731910 60 36200 SH SHARED 02 35900 300 D TIME WARNER TELECOM INC CL A 88731910 2548 1517000 SH SHARED 11 1050400 466600 D TIME WARNER TELECOM INC CL A 88731910 15 9300 SH SHR/OTHR 11 9300 D TIMKEN CO COM 88738910 187 8408 SH SHARED 8408 D TIMKEN CO COM 88738910 626 28050 SH SHARED 01 28050 D TIMKEN CO COM 88738910 2073 92840 SH SHARED 02 92840 D TITAN CORP COM 88826610 36 2000 SH SHARED 2000 D TITAN CORP COM 88826610 1544 84448 SH SHARED 84448 D TITAN CORP COM 88826610 3444 188300 SH SHARED 01 188300 D TITAN CORP COM 88826610 2384 130386 SH SHARED 02 130086 300 D TITAN CORP COM 88826610 1741 95200 SH SHARED 06 95200 D TITAN CORP COM 88826610 26672 1458301 SH SHARED 11 1457600 701 D TITAN CORP COM 88826610 6747 368900 SH SHR/OTHR 11 368900 D TITAN INTL INC ILL COM 88830M10 27 6542 SH SHARED 02 6542 D TITAN PHARMACEUTICALS INC DE COM 88831410 20 6206 SH SHARED 706 5500 D TITAN PHARMACEUTICALS INC DE COM 88831410 694 207200 SH SHARED 02 201000 6200 D TITAN PHARMACEUTICALS INC DE COM 88831410 1472 439500 SH SHARED 04 439500 D TITANIUM METALS CORP COM 88833910 1 492 SH SHARED 492 D TITANIUM METALS CORP COM 88833910 77 22200 SH SHARED 02 17200 5000 D TIVO INC COM 88870610 2 632 SH SHARED 482 150 D TIVO INC COM 88870610 143 38600 SH SHARED 01 38600 D TIVO INC COM 88870610 64 17388 SH SHARED 02 17388 D TODHUNTER INTL INC DEL COM 88905010 170 15600 SH SHARED 01 15600 D TODHUNTER INTL INC DEL COM 88905010 73 6750 SH SHARED 02 2000 4750 D TOLL BROTHERS INC COM 88947810 1479 50478 SH SHARED 50478 D TOLL BROTHERS INC COM 88947810 1054 36000 SH SHARED 01 36000 D TOLL BROTHERS INC COM 88947810 2436 83170 SH SHARED 02 83170 D TOLLGRADE COMMUNICATIONS INC COM 88954210 202 13786 SH SHARED 13786 D TOLLGRADE COMMUNICATIONS INC COM 88954210 1123 76600 SH SHARED 01 76600 D TOLLGRADE COMMUNICATIONS INC COM 88954210 260 17765 SH SHARED 02 17615 150 D TOLLGRADE COMMUNICATIONS INC COM 88954210 34 2340 SH SHARED 11 2340 D TOMKINS PLC SPONSORED ADR 89003020 11204 745000 SH SHARED 02 745000 D TOMPKINSTRUSTCO INC COM 89011010 8 166 SH SHARED 166 D TOMPKINSTRUSTCO INC COM 89011010 73 1500 SH SHARED 01 1500 D TOMPKINSTRUSTCO INC COM 89011010 311 6400 SH SHARED 02 6400 D TOO INC COM 89033310 153 4975 SH SHARED 4975 D TOO INC COM 89033310 571 18554 SH SHARED 01 18554 D TOO INC COM 89033310 4155 134912 SH SHARED 02 134912 D TOO INC COM 89033310 31215 1013481 SH SHARED 11 702571 13145 297765 D TOOTSIE ROLL INDS INC COM 89051610 826 21425 SH SHARED 21425 D TOOTSIE ROLL INDS INC COM 89051610 1088 28218 SH SHARED 01 28218 D TOOTSIE ROLL INDS INC COM 89051610 1796 46601 SH SHARED 02 41922 4679 D TOPPS INC COM 89078610 10 1044 SH SHARED 1044 D TOPPS INC COM 89078610 324 32246 SH SHARED 01 32246 D TOPPS INC COM 89078610 324 32300 SH SHARED 02 32300 D TOPPS INC COM 89078610 3350 333080 SH SHARED 11 333080 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 5 1587 SH SHARED 1587 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 35 10000 SH SHARED 02 10000 D TORCHMARK CORP COM 89102710 12395 324488 SH SHARED 324488 D TORCHMARK CORP COM 89102710 17705 463499 SH SHARED 01 463499 D TORCHMARK CORP COM 89102710 3032 79376 SH SHARED 02 78876 500 D TORCHMARK CORP COM 89102710 45 1191 SH SHARED 06 1191 D TORCHMARK CORP COM 89102710 36 951 SH SHARED 09 951 D TORCHMARK CORP COM 89102710 2498 65398 SH SHARED 11 47400 17998 D TORCHMARK CORP COM 89102710 2102 55046 SH SHR/OTHR 11 55046 D TOREADOR RES CORP COM 89105010 0 4 SH SHARED 11 4 D TORO CO COM 89109210 19 350 SH SHARED 350 D TORO CO COM 89109210 633 11150 SH SHARED 01 11150 D TORO CO COM 89109210 1043 18361 SH SHARED 02 14661 3700 D TORO CO COM 89109210 682 12010 SH SHARED 11 12010 D TORONTO DOMINION BK ONT COM NEW 89116050 1322 56260 SH SHARED 56260 D TORONTO DOMINION BK ONT COM NEW 89116050 70 3000 SH SHARED 01 3000 D TORONTO DOMINION BK ONT COM NEW 89116050 437 18627 SH SHARED 06 18627 D TOTAL RENAL CARE HLDGS INC NOTE 7.000% 5/1 89151AAC 5862 6000000 PRN SHARED 01 6000000 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 19038 235339 SH SHARED 235339 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 598 7400 SH SHARED 01 400 7000 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 24 300 SH SHR/OTHR 01 300 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 9457 116900 SH SHARED 05 116900 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 9260 114468 SH SHARED 11 18101 26090 70277 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 66 821 SH SHR/OTHR 11 821 D TOUCH AMERICA HLDGS INC COM 89153910 7 2867 SH SHARED 2867 D TOUCH AMERICA HLDGS INC COM 89153910 238 86682 SH SHARED 01 86682 D TOUCH AMERICA HLDGS INC COM 89153910 253 92089 SH SHARED 02 92089 D TOUCH AMERICA HLDGS INC COM 89153910 15 5800 SH SHARED 11 1200 4600 D TOUCH AMERICA HLDGS INC COM 89153910 29 10800 SH SHR/OTHR 11 10800 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 99 105000 PRN SHARED 02 105000 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 23 25000 PRN SHARED 11 25000 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 23 25000 PRN SHR/OTHR 11 25000 D TOWER AUTOMOTIVE INC COM 89170710 815 58447 SH SHARED 58447 D TOWER AUTOMOTIVE INC COM 89170710 4790 343390 SH SHARED 01 343390 D TOWER AUTOMOTIVE INC COM 89170710 1015 72793 SH SHARED 02 72793 D TOWER AUTOMOTIVE INC COM 89170710 0 29 SH SHARED 05 29 D TOTAL SYS SVCS INC COM 89190610 10 558 SH SHARED 558 D TOTAL SYS SVCS INC COM 89190610 246 13100 SH SHARED 01 13100 D TOTAL SYS SVCS INC COM 89190610 50 2670 SH SHARED 02 2670 D TOWN & CTRY TR SH BEN INT 89208110 29 1309 SH SHARED 1309 D TOWN & CTRY TR SH BEN INT 89208110 123 5500 SH SHARED 01 5500 D TOWN & CTRY TR SH BEN INT 89208110 649 29000 SH SHR/OTHR 01 29000 D TOWN & CTRY TR SH BEN INT 89208110 431 19250 SH SHARED 02 12400 6850 D TOWN & CTRY TR SH BEN INT 89208110 22 1000 SH SHARED 11 1000 D TOWN & CTRY TR SH BEN INT 89208110 170 7600 SH SHARED 12 7600 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 967 18259 SH SHARED 18259 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1 20 SH SHARED 01 20 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 159 3000 SH SHARED 02 3000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 543 10250 SH SHARED 11 8100 2150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 0 12 SH SHR/OTHR 11 12 D TOYS R US INC COM 89233510 10791 617698 SH SHARED 617498 200 D TOYS R US INC COM 89233510 15624 894358 SH SHARED 01 894158 200 D TOYS R US INC COM 89233510 44 2531 SH SHR/OTHR 01 2531 D TOYS R US INC COM 89233510 1977 113185 SH SHARED 02 113185 D TOYS R US INC COM 89233510 1484 85000 SH SHARED 04 85000 D TOYS R US INC COM 89233510 71 4072 SH SHARED 06 4072 D TOYS R US INC COM 89233510 40 2300 SH SHARED 07 2300 D TOYS R US INC COM 89233510 29 1665 SH SHARED 09 1665 D TOYS R US INC COM 89233510 1264 72383 SH SHARED 11 71300 1083 D TOYS R US INC COM 89233510 32624 1867454 SH SHR/OTHR 11 1867454 D TPG N V SPONSORED ADR 89233910 270 11965 SH SHARED 11965 D TPG N V SPONSORED ADR 89233910 22 1000 SH SHARED 11 1000 D TRACTOR SUPPLY CO COM 89235610 189 2672 SH SHARED 2672 D TRACTOR SUPPLY CO COM 89235610 624 8800 SH SHARED 01 8800 D TRACTOR SUPPLY CO COM 89235610 411 5800 SH SHARED 02 5800 D TRADESTATION GROUP INC COM 89267P10 0 462 SH SHARED 462 D TRADESTATION GROUP INC COM 89267P10 41 34300 SH SHARED 02 18400 15900 D TRAILER BRIDGE COM 89278210 12 5000 SH SHARED 02 5000 D TRAMMELL CROW CO COM 89288R10 25 1758 SH SHARED 1758 D TRAMMELL CROW CO COM 89288R10 86 6000 SH SHARED 01 6000 D TRAMMELL CROW CO COM 89288R10 367 25400 SH SHARED 02 25400 D TRANS WORLD ENTMT CORP COM 89336Q10 35 6067 SH SHARED 6067 D TRANS WORLD ENTMT CORP COM 89336Q10 386 66309 SH SHARED 01 66309 D TRANS WORLD ENTMT CORP COM 89336Q10 163 28100 SH SHARED 02 28100 D TRANSACTION SYS ARCHITECTS CL A 89341610 33 2874 SH SHARED 2874 D TRANSACTION SYS ARCHITECTS CL A 89341610 759 64608 SH SHARED 01 64608 D TRANSACTION SYS ARCHITECTS CL A 89341610 636 54123 SH SHARED 02 50244 3879 D TRANSALTA CORP COM 89346D10 93 7000 SH SHARED 7000 D TRANSALTA CORP COM 89346D10 57 4297 SH SHARED 02 3897 400 D TRANSALTA CORP COM 89346D10 154 11598 SH SHARED 06 11598 D TRANSATLANTIC HLDGS INC COM 89352110 31 397 SH SHARED 397 D TRANSATLANTIC HLDGS INC COM 89352110 782 9784 SH SHARED 01 9784 D TRANSATLANTIC HLDGS INC COM 89352110 164 2060 SH SHARED 02 2010 50 D TRANSATLANTIC HLDGS INC COM 89352110 45 570 SH SHARED 06 570 D TRANSATLANTIC HLDGS INC COM 89352110 19070 238380 SH SHARED 11 25282 213098 D TRANSATLANTIC HLDGS INC COM 89352110 6522 81537 SH SHR/OTHR 11 81537 D TRANSCANADA PIPELINES LTD COM 89352610 76 5000 SH SHARED 5000 D TRANSCANADA PIPELINES LTD COM 89352610 5 333 SH SHR/OTHR 01 333 D TRANSCANADA PIPELINES LTD COM 89352610 0 18 SH SHARED 02 18 D TRANSCANADA PIPELINES LTD COM 89352610 48 3160 SH SHARED 06 3160 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 198 10000 SH SHARED 02 2400 7600 D TRANSGENOMIC INC COM 89365K20 0 374 SH SHARED 374 D TRANSGENOMIC INC COM 89365K20 44 17500 SH SHARED 02 11400 6100 D TRANSKARYOTIC THERAPIES INC COM 89373510 148 4107 SH SHARED 4107 D TRANSKARYOTIC THERAPIES INC COM 89373510 1014 28145 SH SHARED 01 28145 D TRANSKARYOTIC THERAPIES INC COM 89373510 1863 51694 SH SHARED 02 51694 D TRANSKARYOTIC THERAPIES INC COM 89373510 78545 2178800 SH SHARED 04 2178800 D TRANSKARYOTIC THERAPIES INC COM 89373510 540 15000 SH SHARED 07 15000 D TRANSKARYOTIC THERAPIES INC COM 89373510 3215 89200 SH SHARED 11 72700 16500 D TRANSKARYOTIC THERAPIES INC COM 89373510 674 18700 SH SHR/OTHR 11 18700 D TRANSMETA CORP DEL COM 89376R10 97 41656 SH SHARED 21656 20000 D TRANSMETA CORP DEL COM 89376R10 16 7200 SH SHARED 01 7200 D TRANSMETA CORP DEL COM 89376R10 421 179247 SH SHARED 02 170722 8525 D TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA 21519 35569000 PRN SHARED 35569000 D TRANSOCEAN SEDCO FOREX INC DBCV 5/2 893830AA 194 321000 PRN SHARED 02 321000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 5376 6000000 PRN SHARED 6000000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 2688 3000000 PRN SHARED 01 3000000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 26924 30050000 PRN SHARED 02 50000 30000000 D TRANSPORT CORP OF AMER INC COM 89385P10 41 6000 SH SHARED 01 6000 D TRANSMONTAIGNE INC COM 89393410 2 436 SH SHARED 436 D TRANSMONTAIGNE INC COM 89393410 18 3000 SH SHARED 01 3000 D TRANSMONTAIGNE INC COM 89393410 79 13100 SH SHARED 02 13100 D TRANSWITCH CORP NOTE 4.500% 9/1 894065AB 1885 3206000 PRN SHARED 3206000 D TRANSWITCH CORP NOTE 4.500% 9/1 894065AB 1470 2500000 PRN SHARED 01 2500000 D TRANSWITCH CORP COM 89406510 4 7594 SH SHARED 7594 D TRANSWITCH CORP COM 89406510 69 108701 SH SHARED 02 82001 26700 D TRAVELERS CORPORATE LN FD IN COM 89418510 29 2300 SH SHARED 02 2300 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 2456 138765 SH SHARED 138765 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 6253 353300 SH SHARED 01 353300 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 780 44070 SH SHARED 02 39320 4750 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 557 31516 SH SHARED 03 2038 29478 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 32971 1862771 SH SHARED 11 1218771 641500 2500 D TRAVELERS PPTY CAS CORP NEW CL A 89420G10 846 47800 SH SHR/OTHR 11 47800 D TREDEGAR CORP COM 89465010 10 430 SH SHARED 430 D TREDEGAR CORP COM 89465010 508 21041 SH SHARED 01 21041 D TREDEGAR CORP COM 89465010 868 35950 SH SHARED 02 35950 D TREDEGAR CORP COM 89465010 80 3340 SH SHARED 11 3340 D TREMONT CORP COM PAR $1.00 89474520 1 52 SH SHARED 52 D TREMONT CORP COM PAR $1.00 89474520 2 100 SH SHARED 01 100 D TREMONT CORP COM PAR $1.00 89474520 32 1100 SH SHARED 02 1100 D TREX INC COM 89531P10 5 178 SH SHARED 178 D TREX INC COM 89531P10 53 1700 SH SHARED 01 1700 D TREX INC COM 89531P10 190 6079 SH SHARED 02 6079 D TRI CONTL CORP COM 89543610 292 18137 SH SHARED 01 18137 D TRI CONTL CORP COM 89543610 255 15896 SH SHR/OTHR 01 15896 D TRI CONTL CORP COM 89543610 33 2107 SH SHARED 02 12 2095 D TRI CONTL CORP COM 89543610 38 2400 SH SHARED 06 2400 D TRI CONTL CORP COM 89543610 23 1451 SH SHARED 11 1451 D TRI CONTL CORP COM 89543610 5 349 SH SHR/OTHR 11 349 D TRIAD HOSPITALS INC COM 89579K10 3300 77871 SH SHARED 77871 D TRIAD HOSPITALS INC COM 89579K10 2192 51736 SH SHARED 01 51736 D TRIAD HOSPITALS INC COM 89579K10 2935 69265 SH SHARED 02 69265 D TRIAD HOSPITALS INC COM 89579K10 23889 563702 SH SHARED 11 531105 32500 97 D TRIAD HOSPITALS INC COM 89579K10 10157 239686 SH SHR/OTHR 11 239686 D TRIANGLE PHARMACEUTICALS INC COM 89589H10 2 944 SH SHARED 944 D TRIANGLE PHARMACEUTICALS INC COM 89589H10 94 34700 SH SHARED 01 34700 D TRIANGLE PHARMACEUTICALS INC COM 89589H10 121 44900 SH SHARED 02 44900 D TRIDENT MICROSYSTEMS INC COM 89591910 1408 226477 SH SHARED 226477 D TRIDENT MICROSYSTEMS INC COM 89591910 62 10000 SH SHARED 02 10000 D TRIAD GTY INC COM 89592510 86 1985 SH SHARED 1985 D TRIAD GTY INC COM 89592510 326 7500 SH SHARED 01 7500 D TRIAD GTY INC COM 89592510 343 7900 SH SHARED 02 6800 1100 D TRIAD GTY INC COM 89592510 9778 224640 SH SHARED 11 163640 2700 58300 D TRIARC COS INC SDCV 2/0 895927AB 23736 64500000 PRN SHARED 64500000 D TRIARC COS INC SDCV 2/0 895927AB 14720 40000000 PRN SHARED 02 40000000 D TRIARC COS INC CL A 89592710 10 374 SH SHARED 374 D TRIARC COS INC CL A 89592710 443 16080 SH SHARED 01 16080 D TRIARC COS INC CL A 89592710 497 18030 SH SHARED 02 18030 D TRIBUNE CO NEW COM 89604710 40663 934787 SH SHARED 934787 D TRIBUNE CO NEW COM 89604710 107822 2478687 SH SHARED 01 1187900 1290787 D TRIBUNE CO NEW COM 89604710 130 3000 SH SHR/OTHR 01 3000 D TRIBUNE CO NEW COM 89604710 7044 161951 SH SHARED 02 160315 1636 D TRIBUNE CO NEW COM 89604710 88 2027 SH SHARED 06 2027 D TRIBUNE CO NEW COM 89604710 145 3350 SH SHARED 07 3350 D TRIBUNE CO NEW COM 89604710 149 3427 SH SHARED 09 3427 D TRIBUNE CO NEW COM 89604710 9342 214759 SH SHARED 11 28001 186758 D TRIBUNE CO NEW COM 89604710 6790 156109 SH SHR/OTHR 11 156109 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 14974 223500 SH SHARED 223500 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 1842 27500 SH SHARED 01 27500 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 3685 55000 SH SHARED 02 55000 D TRICO BANCSHARES COM 89609510 113 4300 SH SHARED 02 4300 D TRICO MARINE SERVICES INC COM 89610610 375 55317 SH SHARED 55317 D TRICO MARINE SERVICES INC COM 89610610 175 25869 SH SHARED 01 25869 D TRICO MARINE SERVICES INC COM 89610610 143 21200 SH SHARED 02 21200 D TRICOM SA SPON ADR REP A 89612A10 0 36 SH SHARED 02 36 D TRICORD SYSTEMS INC COM 89612110 1 6000 SH SHARED 01 3000 3000 D TRICORD SYSTEMS INC COM 89612110 1 6500 SH SHARED 02 6500 D TRIGON HEALTHCARE INC COM 89618L10 803 7987 SH SHARED 7987 D TRIGON HEALTHCARE INC COM 89618L10 2873 28565 SH SHARED 01 28565 D TRIGON HEALTHCARE INC COM 89618L10 5598 55660 SH SHARED 02 55660 D TRIGON HEALTHCARE INC COM 89618L10 4576 45500 SH SHARED 11 45000 500 D TRIKON TECHNOLOGIES INC COM NEW 89618740 15 1756 SH SHARED 1756 D TRIKON TECHNOLOGIES INC COM NEW 89618740 172 19200 SH SHARED 01 19200 D TRIKON TECHNOLOGIES INC COM NEW 89618740 13 1500 SH SHR/OTHR 01 1500 D TRIKON TECHNOLOGIES INC COM NEW 89618740 91 10200 SH SHARED 02 10200 D TRIMBLE NAVIGATION LTD COM 89623910 9 606 SH SHARED 606 D TRIMBLE NAVIGATION LTD COM 89623910 820 52906 SH SHARED 01 52906 D TRIMBLE NAVIGATION LTD COM 89623910 505 32618 SH SHARED 02 32618 D TRIMERIS INC COM 89626310 51 1170 SH SHARED 470 700 D TRIMERIS INC COM 89626310 690 15545 SH SHARED 01 15545 D TRIMERIS INC COM 89626310 8198 184690 SH SHARED 02 182440 2250 D TRIMERIS INC COM 89626310 4439 100000 SH SHARED 04 100000 D TRIMERIS INC COM 89626310 162 3670 SH SHR/OTHR 11 3670 D TRINITY INDS INC COM 89652210 303 14668 SH SHARED 14668 D TRINITY INDS INC COM 89652210 771 37212 SH SHARED 01 37212 D TRINITY INDS INC COM 89652210 1618 78101 SH SHARED 02 78101 D TRINITY INDS INC COM 89652210 104 5040 SH SHARED 11 1200 3840 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 12 10250 SH SHARED 10250 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 126 101381 SH SHARED 02 101381 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 0 1 SH SHARED 05 1 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 9 7500 SH SHARED 07 7500 D TRIPATH TECHNOLOGY INC COM 89672P10 0 436 SH SHARED 436 D TRIPATH TECHNOLOGY INC COM 89672P10 119 114100 SH SHARED 02 95900 18200 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 1510 2000000 PRN SHARED 02 2000000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 309 48338 SH SHARED 48338 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 734 114555 SH SHARED 01 114555 D TRIQUINT 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SH SHR/OTHR 01 15810 22387 D UNION PAC CORP COM 90781810 9473 149714 SH SHARED 02 143714 6000 D UNION PAC CORP COM 90781810 17901 282890 SH SHARED 06 282890 D UNION PAC CORP COM 90781810 268 4250 SH SHARED 07 4250 D UNION PAC CORP COM 90781810 1968 31100 SH SHARED 08 31100 D UNION PAC CORP COM 90781810 120 1897 SH SHARED 09 1897 D UNION PAC CORP COM 90781810 1075 17000 SH SHARED 10 17000 D UNION PAC CORP COM 90781810 53316 842551 SH SHARED 11 107415 705700 29436 D UNION PAC CORP COM 90781810 1321 20878 SH SHR/OTHR 11 20878 D UNION PLANTERS CORP COM 90806810 44677 1380216 SH SHARED 1380216 D UNION PLANTERS CORP COM 90806810 25327 782430 SH SHARED 01 782430 D UNION PLANTERS CORP COM 90806810 5163 159527 SH SHARED 02 153677 5850 D UNION PLANTERS CORP COM 90806810 3237 100000 SH SHARED 05 100000 D UNION PLANTERS CORP COM 90806810 58 1818 SH SHARED 06 1818 D UNION PLANTERS CORP COM 90806810 68 2121 SH SHARED 09 2121 D UNION PLANTERS CORP COM 90806810 218 6750 SH SHARED 11 6750 D UNION 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1500 D UNITED FIRE & CAS CO COM 91033110 238 6300 SH SHARED 02 6300 D UNITED FIRE & CAS CO COM 91033110 27 720 SH SHARED 11 720 D UNITED HERITAGE CORP COM NEW 91058F30 0 200 SH SHARED 02 200 D UNITED INDL CORP COM 91067110 7 338 SH SHARED 338 D UNITED INDL CORP COM 91067110 135 6200 SH SHARED 01 6200 D UNITED INDL CORP COM 91067110 410 18800 SH SHARED 02 13100 5700 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 1431 194760 SH SHARED 194760 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 39734 5406032 SH SHARED 5406032 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 138 18900 SH SHR/OTHR 01 18900 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 0 72 SH SHARED 02 72 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 5292 720000 SH SHARED 04 720000 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 1863 253472 SH SHARED 05 253472 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 22748 3095100 SH SHARED 11 3063100 32000 D UNITED NATL BANCORP N J COM 91090910 37 1623 SH SHARED 1623 D UNITED NATL BANCORP N J COM 91090910 159 6929 SH SHARED 01 6929 D UNITED NATL BANCORP N J COM 91090910 289 12600 SH SHARED 02 12600 D UNITED MOBILE HOMES INC COM 91102410 262 20173 SH SHARED 11 20173 D UNITED NAT FOODS INC COM 91116310 5 270 SH SHARED 270 D UNITED NAT FOODS INC COM 91116310 635 32600 SH SHARED 01 32600 D UNITED NAT FOODS INC COM 91116310 499 25611 SH SHARED 02 25611 D UNITED NAT FOODS INC COM 91116310 1189 61000 SH SHARED 11 61000 D UNITED ONLINE INC COM 91126810 396 33000 SH SHARED 01 33000 D UNITED ONLINE INC COM 91126810 210 17500 SH SHARED 02 17500 D UNITED ONLINE INC COM 91126810 23 1963 SH SHARED 11 1963 D UNITED PARCEL SERVICE INC NOTE 1.750% 9/2 911312AB 179 175000 PRN SHARED 02 175000 D UNITED PARCEL SERVICE INC CL B 91131210 5376 87070 SH SHARED 85270 1800 D UNITED PARCEL SERVICE INC CL B 91131210 23954 387930 SH SHARED 01 386430 1500 D UNITED PARCEL SERVICE INC CL B 91131210 1642 26600 SH SHR/OTHR 01 13700 12900 D UNITED 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STATIONERS INC COM 91300410 387 12754 SH SHARED 12754 D UNITED STATIONERS INC COM 91300410 989 32551 SH SHARED 01 32551 D UNITED STATIONERS INC COM 91300410 1351 44450 SH SHARED 02 44450 D UNITED STATIONERS INC COM 91300410 5434 178750 SH SHARED 11 178750 D UNITED SURGICAL PARTNERS INT COM 91301630 14 477 SH SHARED 477 D UNITED SURGICAL PARTNERS INT COM 91301630 601 19400 SH SHARED 01 19400 D UNITED SURGICAL PARTNERS INT COM 91301630 556 17950 SH SHARED 02 17950 D UNITED TECHNOLOGIES CORP COM 91301710 1366 20130 SH SHARED 20130 D UNITED TECHNOLOGIES CORP COM 91301710 163322 2405336 SH SHARED 2344873 60463 D UNITED TECHNOLOGIES CORP COM 91301710 153659 2263023 SH SHARED 01 2215498 47525 D UNITED TECHNOLOGIES CORP COM 91301710 3569 52576 SH SHR/OTHR 01 14000 38576 D UNITED TECHNOLOGIES CORP COM 91301710 20024 294908 SH SHARED 02 257548 37360 D UNITED TECHNOLOGIES CORP COM 91301710 24586 362100 SH SHARED 03 83000 279100 D UNITED TECHNOLOGIES CORP COM 91301710 54136 797300 SH SHARED 04 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111987 1223240 SH SHARED 1223240 D UNITEDHEALTH GROUP INC COM 91324P10 125354 1369250 SH SHARED 01 1368450 800 D UNITEDHEALTH GROUP INC COM 91324P10 17759 193985 SH SHARED 02 182817 11168 D UNITEDHEALTH GROUP INC COM 91324P10 7543 82400 SH SHARED 04 82400 D UNITEDHEALTH GROUP INC COM 91324P10 909 9931 SH SHARED 06 9931 D UNITEDHEALTH GROUP INC COM 91324P10 1239 13540 SH SHARED 07 13540 D UNITEDHEALTH GROUP INC COM 91324P10 384 4200 SH SHARED 08 4200 D UNITEDHEALTH GROUP INC COM 91324P10 231 2524 SH SHARED 09 2524 D UNITEDHEALTH GROUP INC COM 91324P10 22909 250242 SH SHARED 11 159305 7400 83537 D UNITEDHEALTH GROUP INC COM 91324P10 4270 46649 SH SHR/OTHR 11 46649 D UNITEDGLOBALCOM CL A 91324750 1370 498245 SH SHARED 498245 D UNITEDGLOBALCOM CL A 91324750 537 195550 SH SHARED 01 195550 D UNITEDGLOBALCOM CL A 91324750 140 51000 SH SHARED 02 51000 D UNITIL CORP COM 91325910 4 134 SH SHR/OTHR 01 134 D UNITIL CORP COM 91325910 119 4000 SH SHARED 02 4000 D UNITRIN INC COM 91327510 717 20065 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37100 SH SHARED 02 37100 D UNUMPROVIDENT CORP COM 91529Y10 16808 660466 SH SHARED 660466 D UNUMPROVIDENT CORP COM 91529Y10 26872 1055886 SH SHARED 01 1054886 1000 D UNUMPROVIDENT CORP COM 91529Y10 6000 235760 SH SHARED 02 173342 62418 D UNUMPROVIDENT CORP COM 91529Y10 63 2481 SH SHARED 06 2481 D UNUMPROVIDENT CORP COM 91529Y10 138 5450 SH SHARED 07 5450 D UNUMPROVIDENT CORP COM 91529Y10 2304 90561 SH SHARED 11 18436 72125 D UNUMPROVIDENT CORP COM 91529Y10 60628 2382276 SH SHR/OTHR 11 2382276 D UPM KYMMENE CORP SPONSORED ADR 91543610 1048 26600 SH SHARED 26600 D UPM KYMMENE CORP SPONSORED ADR 91543610 56 1440 SH SHARED 02 1440 D UPM KYMMENE CORP SPONSORED ADR 91543610 645 16360 SH SHARED 11 11060 5300 D USFREIGHTWAYS CORP COM 91690610 87 2300 SH SHARED 2300 D USFREIGHTWAYS CORP COM 91690610 919 24290 SH SHARED 24290 D USFREIGHTWAYS CORP COM 91690610 3724 98351 SH SHARED 01 98351 D USFREIGHTWAYS CORP COM 91690610 1378 36411 SH SHARED 02 36411 D USFREIGHTWAYS CORP COM 91690610 1711 45200 SH SHARED 06 45200 D USFREIGHTWAYS CORP COM 91690610 34546 912230 SH SHARED 11 912230 D USFREIGHTWAYS CORP COM 91690610 6134 162000 SH SHR/OTHR 11 162000 D URBAN OUTFITTERS INC COM 91704710 5 160 SH SHARED 160 D URBAN OUTFITTERS INC COM 91704710 708 20400 SH SHARED 01 18300 2100 D URBAN OUTFITTERS INC COM 91704710 293 8467 SH SHARED 02 7667 800 D UROLOGIX INC COM 91727310 2 210 SH SHARED 210 D UROLOGIX INC COM 91727310 108 8500 SH SHARED 01 8500 D UROLOGIX INC COM 91727310 152 11900 SH SHARED 02 11900 D URSTADT BIDDLE PPTYS INS COM 91728610 2493 248100 SH SHARED 11 248100 D URSTADT BIDDLE PPTYS INS CL A 91728620 22 2000 SH SHARED 01 2000 D URSTADT BIDDLE PPTYS INS CL A 91728620 118 10400 SH SHARED 02 10400 D VI TECHNOLOGIES INC COM 91792010 0 214 SH SHARED 214 D VI TECHNOLOGIES INC COM 91792010 41 11300 SH SHARED 02 4800 6500 D UTSTARCOM INC COM 91807610 298 14802 SH SHARED 14802 D UTSTARCOM INC COM 91807610 365 18100 SH SHARED 01 16200 1900 D UTSTARCOM INC COM 91807610 680 33716 SH SHARED 02 33036 680 D UTSTARCOM INC COM 91807610 3025 150000 SH SHARED 04 150000 D UTSTARCOM INC COM 91807610 14659 726800 SH SHARED 11 726800 D VA SOFTWARE CORP COM 91819B10 21 21116 SH SHARED 20866 250 D VA SOFTWARE CORP COM 91819B10 0 50 SH SHARED 01 50 D VA SOFTWARE CORP COM 91819B10 53 53750 SH SHARED 02 28150 25600 D VCA ANTECH INC COM 91819410 77 5000 SH SHARED 01 5000 D VCA ANTECH INC COM 91819410 234 15100 SH SHARED 02 15100 D V F CORP COM 91820410 11620 296367 SH SHARED 296367 D V F CORP COM 91820410 20505 522954 SH SHARED 01 522954 D V F CORP COM 91820410 2996 76417 SH SHARED 02 76417 D V F CORP COM 91820410 9 231 SH SHARED 06 231 D V F CORP COM 91820410 273 6980 SH SHARED 07 6980 D V F CORP COM 91820410 52 1351 SH SHARED 09 1351 D V F CORP COM 91820410 772 19700 SH SHARED 11 19700 D V F CORP COM 91820410 125 3188 SH SHR/OTHR 11 3188 D VIB CORP COM 91823H10 14 1100 SH SHARED 01 1100 D VIB CORP COM 91823H10 126 9700 SH SHARED 02 9700 D VAIL RESORTS INC COM 91879Q10 3 212 SH SHARED 212 D VAIL RESORTS INC COM 91879Q10 61 3600 SH SHARED 01 3600 D VAIL RESORTS INC COM 91879Q10 126 7400 SH SHARED 02 7400 D VALASSIS COMMUNICATIONS INC NOTE 6/0 918866AH 1122 2000000 PRN SHARED 2000000 D VALASSIS COMMUNICATIONS INC NOTE 6/0 918866AH 12903 23000000 PRN SHARED 02 23000000 D VALASSIS COMMUNICATIONS INC COM 91886610 3099 84909 SH SHARED 84909 D VALASSIS COMMUNICATIONS INC COM 91886610 2320 63580 SH SHARED 01 63580 D VALASSIS COMMUNICATIONS INC COM 91886610 1107 30355 SH SHARED 02 30355 D VALASSIS COMMUNICATIONS INC COM 91886610 1200 32885 SH SHR/OTHR 11 32885 D VALHI INC NEW COM 91890510 9 600 SH SHARED 600 D VALHI INC NEW COM 91890510 233 14950 SH SHARED 01 14950 D VALHI INC NEW COM 91890510 276 17700 SH SHARED 02 17700 D VALENCE TECHNOLOGY INC COM 91891410 1 730 SH SHARED 730 D VALENCE TECHNOLOGY INC COM 91891410 60 43476 SH SHARED 02 30676 12800 D VALENTIS INC COM 91913E10 1 826 SH SHARED 826 D VALENTIS INC COM 91913E10 60 45200 SH SHARED 02 32800 12400 D VALERO L 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CORP COM 92035510 7989 177000 SH SHARED 11 177000 D VALSPAR CORP COM 92035510 5385 119300 SH SHR/OTHR 11 119300 D VALUE CITY DEPT STORES INC COM 92038710 1 424 SH SHARED 424 D VALUE CITY DEPT STORES INC COM 92038710 115 41100 SH SHARED 02 34000 7100 D VALUE LINE INC COM 92043710 1 46 SH SHARED 46 D VALUE LINE INC COM 92043710 82 2000 SH SHARED 01 2000 D VALUE LINE INC COM 92043710 49 1200 SH SHARED 02 1200 D VALUECLICK INC COM 92046N10 64 20029 SH SHARED 01 19700 329 D VALUECLICK INC COM 92046N10 188 58329 SH SHARED 02 58000 329 D VALUECLICK INC COM 92046N10 1 412 SH SHARED 11 412 D VALUEVISION INTL INC CL A 92047K10 95 5252 SH SHARED 5252 D VALUEVISION INTL INC CL A 92047K10 539 29700 SH SHARED 01 26100 3600 D VALUEVISION INTL INC CL A 92047K10 367 20225 SH SHARED 02 20225 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 47 3000 SH SHARED 11 3000 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 4 300 SH SHARED 11 300 D VAN KAMPEN TR INVT GRADE CAL COM 92093010 110 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 48 3000 SH SHR/OTHR 01 3000 D VAN KAMPEN MUN OPPORTUNITY I COM 92094410 34 2400 SH SHARED 02 2400 D VAN KAMPEN BD FD COM 92095510 2 150 SH SHARED 02 150 D VAN KAMPEN SENIOR INCOME TR COM 92096110 3273 455900 SH SHARED 02 455900 D VAN KAMPEN SENIOR INCOME TR COM 92096110 21 2950 SH SHARED 11 450 2500 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 95 4600 SH SHARED 02 4600 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 96 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 418 51481 SH SHARED 51481 D VANS INC COM 92193010 128 15800 SH SHARED 01 15800 D VANS INC COM 92193010 129 15900 SH SHARED 02 15900 D VANS INC COM 92193010 35 4340 SH SHARED 11 4340 D VARCO INTL INC DEL COM 92212210 237 13538 SH SHARED 13538 D VARCO INTL INC DEL COM 92212210 1262 71961 SH SHARED 01 71961 D VARCO INTL INC DEL COM 92212210 1953 111402 SH SHARED 02 109402 2000 D VARIAN MED SYS INC COM 92220P10 1887 46546 SH SHARED 46546 D VARIAN MED SYS INC COM 92220P10 2085 51422 SH SHARED 01 51422 D VARIAN MED SYS INC COM 92220P10 81 2000 SH SHR/OTHR 01 2000 D VARIAN MED SYS INC COM 92220P10 2103 51866 SH SHARED 02 51666 200 D VARIAN MED SYS INC COM 92220P10 44 1100 SH SHARED 11 700 400 D VARIAN MED SYS INC COM 92220P10 616 15200 SH SHR/OTHR 11 15200 D VARIAN INC COM 92220610 60 1824 SH SHARED 1824 D VARIAN INC COM 92220610 1965 59639 SH SHARED 01 59639 D VARIAN INC COM 92220610 1022 31031 SH SHARED 02 31031 D VARIAN INC COM 92220610 98 2990 SH SHARED 11 2840 150 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 460 13560 SH SHARED 13560 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 4280 126167 SH SHARED 01 126167 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2010 59255 SH SHARED 02 59164 91 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 38 1140 SH SHARED 11 990 150 D VASOGEN INC COM 92232F10 0 160 SH SHARED 02 160 D VASOMEDICAL INC COM 92232110 4 1536 SH SHARED 1536 D VASOMEDICAL INC COM 92232110 331 125000 SH SHARED 01 125000 D VASOMEDICAL INC COM 92232110 9 3500 SH SHR/OTHR 01 3500 D VASOMEDICAL INC COM 92232110 156 58900 SH SHARED 02 51100 7800 D VASTERA INC COM 92239N10 21 4786 SH SHARED 4786 D VASTERA INC COM 92239N10 40 9300 SH SHARED 01 9300 D VASTERA INC COM 92239N10 346 78864 SH SHARED 02 73264 5600 D VAXGEN INC COM NEW 92239020 1 206 SH SHARED 206 D VAXGEN INC COM NEW 92239020 22 4000 SH SHARED 01 4000 D VAXGEN INC COM NEW 92239020 61 11158 SH SHARED 02 7858 3300 D VECTREN CORP COM 92240G10 486 19400 SH SHARED 19400 D VECTREN CORP COM 92240G10 1029 41012 SH SHARED 01 41012 D VECTREN CORP COM 92240G10 1194 47577 SH SHARED 02 47577 D VECTREN CORP COM 92240G10 401 15996 SH SHARED 11 15996 D VECTOR GROUP LTD COM 92240M10 5 329 SH SHARED 329 D VECTOR GROUP LTD COM 92240M10 160 9105 SH SHARED 01 9105 D VECTOR GROUP LTD COM 92240M10 350 19915 SH SHARED 02 17600 2315 D VEECO INSTRS INC DEL COM 92241710 98 4261 SH SHARED 4261 D VEECO INSTRS INC DEL COM 92241710 697 30200 SH SHARED 01 30200 D VEECO INSTRS INC DEL COM 92241710 23 1000 SH SHR/OTHR 01 1000 D VEECO INSTRS INC DEL COM 92241710 902 39056 SH SHARED 02 39056 D VEECO INSTRS INC DEL COM 92241710 10866 470200 SH SHARED 11 322818 5582 141800 D VENTAS INC COM 92276F10 20 1616 SH SHARED 1616 D VENTAS INC COM 92276F10 1020 80058 SH SHARED 01 80058 D VENTAS INC COM 92276F10 860 67490 SH SHARED 02 67490 D VENTANA MED SYS INC COM 92276H10 5 262 SH SHARED 262 D VENTANA MED SYS INC COM 92276H10 233 10631 SH SHARED 01 10631 D VENTANA MED SYS INC COM 92276H10 241 11000 SH SHARED 02 11000 D VENTIV HEALTH INC COM 92279310 1 424 SH SHARED 424 D VENTIV HEALTH INC COM 92279310 0 1 SH SHARED 01 1 D VENTIV HEALTH INC COM 92279310 59 21133 SH SHARED 02 14233 6900 D VANGUARD INDEX TR STK MRK VIPERS 92290876 301 3250 SH SHARED 11 950 2300 D VENATOR GROUP INC NOTE 5.500% 6/0 922944AB 5650 5000000 PRN SHARED 02 5000000 D VERIDIAN CORP DEL COM 92342R20 1135 50000 SH SHARED 04 50000 D VERITY INC COM 92343C10 8 750 SH SHARED 750 D VERITY INC COM 92343C10 443 39967 SH SHARED 01 39967 D VERITY INC COM 92343C10 450 40620 SH SHARED 02 40620 D VERITY INC COM 92343C10 6121 551950 SH SHARED 11 235950 316000 D VERISIGN INC COM 92343E10 1693 235468 SH SHARED 234370 1098 D VERISIGN INC COM 92343E10 1939 269760 SH SHARED 01 269760 D VERISIGN INC COM 92343E10 2416 336140 SH SHARED 02 336130 10 D VERISIGN INC COM 92343E10 3041 423000 SH SHARED 04 423000 D VERISIGN INC COM 92343E10 634 88201 SH SHARED 06 88201 D VERISIGN INC COM 92343E10 27 3800 SH SHARED 07 3800 D VERISIGN INC COM 92343E10 14325 1992397 SH SHARED 11 1983097 8900 400 D VERITAS DGC INC COM 92343P10 17920 1422254 SH SHARED 1422254 D VERITAS DGC INC COM 92343P10 3808 302300 SH SHARED 01 302300 D VERITAS DGC INC COM 92343P10 492 39092 SH SHARED 02 39092 D VERITAS DGC INC COM 92343P10 482 38300 SH SHARED 11 38300 D VERIZON COMMUNICATIONS COM 92343V10 263235 6556309 SH SHARED 6549393 6916 D VERIZON COMMUNICATIONS COM 92343V10 520026 12952103 SH SHARED 01 12812070 140033 D VERIZON COMMUNICATIONS COM 92343V10 13741 342245 SH SHR/OTHR 01 159218 183027 D VERIZON COMMUNICATIONS COM 92343V10 96619 2406468 SH SHARED 02 2350247 56221 D VERIZON COMMUNICATIONS COM 92343V10 34479 858760 SH SHARED 03 118600 740160 D VERIZON COMMUNICATIONS COM 92343V10 141681 3528800 SH SHARED 04 3528800 D VERIZON COMMUNICATIONS COM 92343V10 40150 1000000 SH SHARED 05 1000000 D VERIZON COMMUNICATIONS COM 92343V10 95541 2379619 SH SHARED 06 2379619 D VERIZON COMMUNICATIONS COM 92343V10 6395 159289 SH SHARED 07 159289 D VERIZON COMMUNICATIONS COM 92343V10 3057 76152 SH SHARED 08 76152 D VERIZON COMMUNICATIONS COM 92343V10 6126 152586 SH SHARED 09 152586 D VERIZON COMMUNICATIONS COM 92343V10 1433 35700 SH SHARED 10 35700 D VERIZON COMMUNICATIONS COM 92343V10 229422 5714127 SH SHARED 11 2112482 2580062 1021583 D VERIZON COMMUNICATIONS COM 92343V10 26243 653636 SH SHR/OTHR 11 653636 D VERINT SYS INC COM 92343X10 22 2000 SH SHARED 01 2000 D VERINT SYS INC COM 92343X10 42 3800 SH SHARED 02 3800 D VERITAS SOFTWARE CO NOTE 5.250%11/0 923436AB 24207 11440000 PRN SHARED 02 11440000 D VERITAS SOFTWARE CO COM 92343610 20386 1030147 SH SHARED 1023408 6739 D VERITAS SOFTWARE CO COM 92343610 46204 2334726 SH SHARED 01 2046228 288498 D VERITAS SOFTWARE CO COM 92343610 1648 83311 SH SHR/OTHR 01 30180 53131 D VERITAS SOFTWARE CO COM 92343610 8093 408981 SH SHARED 02 403243 5738 D VERITAS SOFTWARE CO COM 92343610 10041 507400 SH SHARED 03 507400 D VERITAS SOFTWARE CO COM 92343610 7520 380000 SH SHARED 04 380000 D VERITAS SOFTWARE CO COM 92343610 6074 306924 SH SHARED 06 306924 D VERITAS SOFTWARE CO COM 92343610 1075 54350 SH SHARED 07 54350 D VERITAS SOFTWARE CO COM 92343610 62 3166 SH SHARED 09 3166 D VERITAS SOFTWARE CO COM 92343610 53379 2697282 SH SHARED 11 1951844 371900 373538 D VERITAS SOFTWARE CO COM 92343610 4373 220972 SH SHR/OTHR 11 220972 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 134742249523000 PRN SHARED 249523000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 13230 24500000 PRN SHARED 02 11500000 13000000 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 200 SH SHR/OTHR 01 200 D VERSATA INC COM NEW 92529820 0 100 SH SHARED 02 100 D VERSATEL TELECOM INTL N V SPONS ADR NEW 92530130 0 83 SH SHARED 02 83 D VERSICOR INC COM 92531410 5 402 SH SHARED 402 D VERSICOR INC COM 92531410 303 22600 SH SHARED 01 22600 D VERSICOR INC COM 92531410 246 18300 SH SHARED 02 18300 D VERSICOR INC COM 92531410 1916 142500 SH SHARED 04 142500 D VERSICOR INC COM 92531410 719 53500 SH SHARED 07 53500 D VERTEX PHARMACEUTICALS INC NOTE 5.000% 9/1 92532FAD 4196 5500000 PRN SHARED 02 5500000 D VERTEX PHARMACEUTICALS INC COM 92532F10 834 51238 SH SHARED 51238 D VERTEX PHARMACEUTICALS INC COM 92532F10 835 51302 SH SHARED 01 51302 D VERTEX PHARMACEUTICALS INC COM 92532F10 1180 72524 SH SHARED 02 68521 4003 D VERTEX PHARMACEUTICALS INC COM 92532F10 34895 2143470 SH SHARED 04 2143470 D VERTEX PHARMACEUTICALS INC COM 92532F10 1 100 SH SHARED 11 100 D VERTICALNET INC COM 92532L10 4 25963 SH SHARED 25963 D VERTICALNET INC COM 92532L10 16 102100 SH SHARED 02 71700 30400 D VERTICALNET INC COM 92532L10 1 7600 SH SHARED 11 7600 D VESTA INS GROUP INC COM 92539110 3 806 SH SHARED 806 D VESTA INS GROUP INC COM 92539110 116 27200 SH SHARED 01 17800 9400 D VESTA INS GROUP INC COM 92539110 135 31600 SH SHARED 02 31600 D VIAD CORP COM 92552R10 786 30242 SH SHARED 30242 D VIAD CORP COM 92552R10 6952 267421 SH SHARED 01 267421 D VIAD CORP COM 92552R10 52 2000 SH SHR/OTHR 01 2000 D VIAD CORP COM 92552R10 1738 66853 SH SHARED 02 66853 D VIAD CORP COM 92552R10 1612 62000 SH SHARED 11 62000 D VIAD CORP COM 92552R10 34 1320 SH SHR/OTHR 11 1320 D VIASAT INC COM 92552V10 35 4221 SH SHARED 4221 D VIASAT INC COM 92552V10 289 34300 SH SHARED 01 34300 D VIASAT INC COM 92552V10 245 29147 SH SHARED 02 29147 D VIASAT INC COM 92552V10 5782 685900 SH SHARED 11 396449 11151 278300 D VIACOM INC CL A 92552410 1861 41879 SH SHARED 41879 D VIACOM INC CL A 92552410 131 2962 SH SHARED 01 1062 1900 D VIACOM INC CL A 92552410 186 4200 SH SHR/OTHR 01 4200 D VIACOM INC CL A 92552410 783 17630 SH SHARED 02 3600 14030 D VIACOM INC CL A 92552410 102 2301 SH SHARED 11 2301 D VIACOM INC CL B 92552430 310966 7008493 SH SHARED 6997539 10954 D VIACOM INC CL B 92552430 358880 8088367 SH SHARED 01 7666165 163 422039 D VIACOM INC CL B 92552430 8111 182811 SH SHR/OTHR 01 96760 86051 D VIACOM INC CL B 92552430 63231 1425098 SH SHARED 02 1331135 93963 D VIACOM INC CL B 92552430 43635 983440 SH SHARED 03 209500 773940 D VIACOM INC CL B 92552430 57656 1299450 SH SHARED 04 1299450 D VIACOM INC CL B 92552430 112838 2543127 SH SHARED 06 2543127 D VIACOM INC CL B 92552430 7714 173874 SH SHARED 07 173874 D VIACOM INC CL B 92552430 2754 62086 SH SHARED 08 62086 D VIACOM INC CL B 92552430 11105 250292 SH SHARED 09 250292 D VIACOM INC CL B 92552430 1410 31800 SH SHARED 10 31800 D VIACOM INC CL B 92552430 194076 4374056 SH SHARED 11 1607675 2548750 217631 D VIACOM INC CL B 92552430 34333 773800 SH SHR/OTHR 11 773800 D VIANT CORP COM 92553N10 0 300 SH SHARED 02 300 D VIASYS HEALTHCARE INC COM NEW 92553Q20 36 2100 SH SHARED 2100 D VIASYS HEALTHCARE INC COM NEW 92553Q20 308 17677 SH SHARED 01 17677 D VIASYS HEALTHCARE INC COM NEW 92553Q20 21 1251 SH SHR/OTHR 01 1251 D VIASYS HEALTHCARE INC COM NEW 92553Q20 526 30185 SH SHARED 02 30185 D VIASYS HEALTHCARE INC COM NEW 92553Q20 1 58 SH SHARED 07 58 D VIASYS HEALTHCARE INC COM NEW 92553Q20 2 145 SH SHARED 11 87 58 D VICAL INC COM 92560210 2 480 SH SHARED 480 D VICAL INC COM 92560210 25 4761 SH SHARED 01 4761 D VICAL INC COM 92560210 103 19600 SH SHARED 02 19600 D VICOR CORP COM 92581510 219 31472 SH SHARED 31472 D VICOR CORP COM 92581510 252 36074 SH SHARED 01 36074 D VICOR CORP COM 92581510 233 33432 SH SHARED 02 32932 500 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 680 111492 SH SHARED 11492 100000 D VIEWPOINT CORP COM 92672P10 4 996 SH SHARED 996 D VIEWPOINT CORP COM 92672P10 99 20600 SH SHARED 01 20600 D VIEWPOINT CORP COM 92672P10 180 37380 SH SHARED 02 32400 4980 D VIGNETTE CORP COM 92673410 126 64292 SH SHARED 64292 D VIGNETTE CORP COM 92673410 129 65490 SH SHARED 01 65490 D VIGNETTE CORP COM 92673410 1653 839203 SH SHARED 02 834853 4350 D VIGNETTE CORP COM 92673410 732 372000 SH SHARED 11 372000 D VIISAGE TECHNOLOGY INC COM 92675K10 9 1921 SH SHARED 1921 D VIMPELCOM B V NOTE 5.500% 7/2 927185AA 2504 2000000 PRN SHARED 2000000 D VIMPELCOM B V NOTE 5.500% 7/2 927185AA 6573 5250000 PRN SHARED 02 5250000 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 9 300 SH SHARED 01 300 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 11426 345220 SH SHR/OTHR 11 345220 D VINTAGE PETE INC COM 92746010 931 78246 SH SHARED 78246 D VINTAGE PETE INC COM 92746010 259 21790 SH SHARED 01 21790 D VINTAGE PETE INC COM 92746010 746 62727 SH SHARED 02 62077 650 D VION PHARMACEUTICALS INC COM 92762410 0 746 SH SHARED 746 D VION PHARMACEUTICALS INC COM 92762410 21 55300 SH SHARED 02 27300 28000 D VIRAGE LOGIC CORP COM 92763R10 2 188 SH SHARED 188 D VIRAGE LOGIC CORP COM 92763R10 111 8600 SH SHARED 01 8600 D VIRAGE LOGIC CORP COM 92763R10 121 9300 SH SHARED 02 9300 D VIRBAC CORP COM 92764910 46 7300 SH SHARED 02 7300 D VIRCO MFG CO COM 92765110 53 4100 SH SHARED 02 4100 D VIRGINIA FINL CORP COM 92781010 28 900 SH SHARED 01 900 D VIRGINIA FINL CORP COM 92781010 195 6100 SH SHARED 02 6100 D VISION-SCIENCES INC DEL COM 92791210 5 5000 SH SHARED 01 5000 D VIROPHARMA INC NOTE 6.000% 3/0 928241AC 1406 3875000 PRN SHARED 02 3875000 D VIROPHARMA INC COM 92824110 501 350958 SH SHARED 350958 D VIROPHARMA INC COM 92824110 45 31807 SH SHARED 02 19507 12300 D VIROPHARMA INC COM 92824110 0 200 SH SHARED 11 200 D VISIBLE GENETICS INC COM 92829S10 1955 1023900 SH SHARED 02 1023900 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 29758 51754200 PRN SHARED 51754200 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 22425 39000000 PRN SHARED 02 39000000 D VISHAY INTERTECHNOLOGY INC COM 92829810 2587 117628 SH SHARED 117628 D VISHAY INTERTECHNOLOGY INC COM 92829810 2201 100069 SH SHARED 01 100069 D VISHAY INTERTECHNOLOGY INC COM 92829810 3189 144991 SH SHARED 02 144691 300 D VISHAY INTERTECHNOLOGY INC COM 92829810 4725 214800 SH SHARED 11 86700 128100 D VISHAY INTERTECHNOLOGY INC COM 92829810 796 36210 SH SHR/OTHR 11 36210 D VISTA BANCORP INC COM 92830R10 105 3900 SH SHARED 02 3900 D VISTEON CORP COM 92839U10 5476 385677 SH SHARED 385677 D VISTEON CORP COM 92839U10 7909 557036 SH SHARED 01 556906 130 D VISTEON CORP COM 92839U10 64 4526 SH SHR/OTHR 01 4526 D VISTEON CORP COM 92839U10 1398 98483 SH SHARED 02 97273 1210 D VISTEON CORP COM 92839U10 58 4122 SH SHARED 06 4122 D VISTEON CORP COM 92839U10 40 2850 SH SHARED 07 2850 D VISTEON CORP COM 92839U10 42 2977 SH SHARED 09 2977 D VISTEON CORP COM 92839U10 1535 108151 SH SHARED 11 108100 51 D VISTEON CORP COM 92839U10 43 3092 SH SHR/OTHR 11 3092 D VISX INC DEL COM 92844S10 176 16200 SH SHARED 16200 D VISX INC DEL COM 92844S10 486 44600 SH SHARED 01 44600 D VISX INC DEL COM 92844S10 861 79014 SH SHARED 02 77814 1200 D VISUAL NETWORKS INC COM 92844410 21 15380 SH SHARED 15380 D VISUAL NETWORKS INC COM 92844410 60 42702 SH SHARED 02 26202 16500 D VITAL SIGNS INC COM 92846910 7 214 SH SHARED 214 D VITAL SIGNS INC COM 92846910 336 9300 SH SHARED 01 9300 D VITAL SIGNS INC COM 92846910 332 9191 SH SHARED 02 9191 D VITAL SIGNS INC COM 92846910 71 1990 SH SHARED 11 1990 D VITALWORKS INC COM 92848310 77 9500 SH SHARED 01 9500 D VITALWORKS INC COM 92848310 394 48134 SH SHARED 02 48134 D VITRIA TECHNOLOGY COM 92849Q10 39 41339 SH SHARED 41339 D VITRIA TECHNOLOGY COM 92849Q10 50 52200 SH SHARED 01 52200 D VITRIA TECHNOLOGY COM 92849Q10 129 135150 SH SHARED 02 135150 D VITESSE SEMICONDUCTOR CORP COM 92849710 1758 565540 SH SHARED 565540 D VITESSE SEMICONDUCTOR CORP COM 92849710 2609 838950 SH SHARED 01 828113 10837 D VITESSE SEMICONDUCTOR CORP COM 92849710 2 800 SH SHR/OTHR 01 200 600 D VITESSE SEMICONDUCTOR CORP COM 92849710 1048 337102 SH SHARED 02 296414 40688 D VITESSE SEMICONDUCTOR CORP COM 92849710 2 650 SH SHARED 07 650 D VITESSE SEMICONDUCTOR CORP COM 92849710 4 1347 SH SHARED 09 1347 D VITESSE SEMICONDUCTOR CORP COM 92849710 2716 873600 SH SHARED 11 593800 279800 D VITESSE SEMICONDUCTOR CORP COM 92849710 206 66286 SH SHR/OTHR 11 66286 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 2035 94674 SH SHARED 94674 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 2714 126264 SH SHARED 01 124839 1425 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 2923 135995 SH SHARED 02 135645 350 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 1715 79800 SH SHARED 05 79800 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 11 525 SH SHARED 11 525 D VIVENDI ENVIRONNEMENT SPONSORED ADR 92851710 107 3500 SH SHARED 02 3000 500 D VIVUS INC COM 92855110 4 700 SH SHARED 700 D VIVUS INC COM 92855110 63 9400 SH SHARED 01 9400 D VIVUS INC COM 92855110 187 27700 SH SHARED 02 27700 D VIXEL CORP DEL COM 92855210 2 944 SH SHARED 944 D VIXEL CORP DEL COM 92855210 26 10099 SH SHARED 02 10099 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 37818 2770617 SH SHARED 2770617 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 4010 293798 SH SHARED 01 233603 60195 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1457 106779 SH SHR/OTHR 01 59979 46800 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 5259 385338 SH SHARED 02 355613 29725 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 116486 8533822 SH SHARED 05 8533822 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 16411 1202289 SH SHARED 11 224569 977720 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 5141 376695 SH SHR/OTHR 11 376695 D VOLT INFORMATION SCIENCES IN COM 92870310 5 206 SH SHARED 206 D VOLT INFORMATION SCIENCES IN COM 92870310 102 4200 SH SHARED 01 4200 D VOLT INFORMATION SCIENCES IN COM 92870310 288 11793 SH SHARED 02 11793 D VORNADO RLTY TR SH BEN INT 92904210 435 9436 SH SHARED 9436 D VORNADO RLTY TR SH BEN INT 92904210 9990 216240 SH SHARED 01 214540 1700 D VORNADO RLTY TR SH BEN INT 92904210 1606 34774 SH SHARED 02 24050 10724 D VORNADO RLTY TR SH BEN INT 92904210 7770 168200 SH SHARED 11 168200 D VORNADO RLTY TR SH BEN INT 92904210 1395 30200 SH SHR/OTHR 11 30200 D VORNADO RLTY TR SH BEN INT 92904210 15129 327480 SH SHARED 12 327480 D VORNADO RLTY TR PFD CONV SER A 92904220 95 1500 SH SHARED 02 1500 D VORNADO RLTY TR PFD CONV SER A 92904220 900 14200 SH SHARED 12 14200 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 9320 493150 SH SHR/OTHR 11 493150 D VULCAN MATLS CO COM 92916010 10221 233358 SH SHARED 233358 D VULCAN MATLS CO COM 92916010 20674 472023 SH SHARED 01 464023 8000 D VULCAN MATLS CO COM 92916010 2731 62364 SH SHARED 02 61297 1067 D VULCAN MATLS CO COM 92916010 39 900 SH SHARED 07 900 D VULCAN MATLS CO COM 92916010 46 1054 SH SHARED 09 1054 D VULCAN MATLS CO COM 92916010 1455 33231 SH SHR/OTHR 11 33231 D WFS FINL INC COM 92923B10 65 2373 SH SHARED 2373 D WFS FINL INC COM 92923B10 1778 64900 SH SHARED 01 64900 D WFS FINL INC COM 92923B10 684 24960 SH SHARED 02 24960 D WFS FINL INC COM 92923B10 70 2560 SH SHARED 11 2560 D WCI CMNTYS INC COM 92923C10 28 1000 SH SHARED 01 1000 D WCI CMNTYS INC COM 92923C10 842 29097 SH SHARED 02 12597 16500 D WCI CMNTYS INC COM 92923C10 28 1000 SH SHARED 05 1000 D WD-40 CO COM 92923610 30 1100 SH SHARED 1100 D WD-40 CO COM 92923610 2453 88400 SH SHARED 01 88400 D WD-40 CO COM 92923610 122 4400 SH SHR/OTHR 01 4400 D WD-40 CO COM 92923610 564 20317 SH SHARED 02 18917 1400 D WD-40 CO COM 92923610 27 1000 SH SHR/OTHR 11 1000 D WGL HLDGS INC COM 92924F10 37944 1465048 SH SHARED 1465048 D WGL HLDGS INC COM 92924F10 983 37990 SH SHARED 01 37990 D WGL HLDGS INC COM 92924F10 1938 74827 SH SHARED 02 74027 800 D WGL HLDGS INC COM 92924F10 93 3600 SH SHR/OTHR 11 3600 D WHX CORP PFD CV SER A 92924820 1914 488300 SH SHARED 488300 D WHX CORP PFD CV SER B 92924830 2724 679460 SH SHARED 679460 D W-H ENERGY SVCS INC COM 92925E10 14 644 SH SHARED 644 D W-H ENERGY SVCS INC COM 92925E10 139 6300 SH SHARED 01 6300 D W-H ENERGY SVCS INC COM 92925E10 760 34325 SH SHARED 02 34125 200 D W HLDG CO INC COM 92925110 17 716 SH SHARED 716 D W HLDG CO INC COM 92925110 217 9000 SH SHARED 01 9000 D W HLDG CO INC COM 92925110 741 30630 SH SHARED 02 30630 D WJ COMMUNICATIONS INC COM 92928410 0 372 SH SHARED 372 D WJ COMMUNICATIONS INC COM 92928410 33 28500 SH SHARED 02 12800 15700 D WMX TECHNOLOGIES INC NOTE 2.000% 1/2 92929QAF 0 1000 PRN SHARED 02 1000 D WMS INDS INC COM 92929710 5 486 SH SHARED 486 D WMS INDS INC COM 92929710 50 4100 SH SHARED 01 4100 D WMS INDS INC COM 92929710 476 38897 SH SHARED 02 38897 D W P CAREY & CO LLC COM 92930Y10 247 11000 SH SHARED 11 11000 D WPP GROUP PLC SPON ADR NEW 92930930 256 5819 SH SHARED 5819 D WPP GROUP PLC SPON ADR NEW 92930930 84 1920 SH SHARED 01 1920 D WPP GROUP PLC SPON ADR NEW 92930930 2313 52487 SH SHARED 02 52471 16 D WPP GROUP PLC SPON ADR NEW 92930930 9430 213945 SH SHARED 05 213945 D WPP GROUP PLC SPON ADR NEW 92930930 1013 22986 SH SHARED 11 14540 8446 D WPP GROUP PLC SPON ADR NEW 92930930 634 14400 SH SHR/OTHR 11 14400 D WPS RESOURCES CORP COM 92931B10 389 9546 SH SHARED 9546 D WPS RESOURCES CORP COM 92931B10 3441 84300 SH SHARED 01 84300 D WPS RESOURCES CORP COM 92931B10 1840 45080 SH SHARED 02 44680 400 D WPS RESOURCES CORP COM 92931B10 7133 174700 SH SHARED 11 173700 1000 D WSFS FINL CORP COM 92932810 5 212 SH SHARED 212 D WSFS FINL CORP COM 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7825440 SH SHR/OTHR 11 7825440 D WASHINGTON POST CO CL B 93964010 2220 4074 SH SHARED 4074 D WASHINGTON POST CO CL B 93964010 2422 4445 SH SHARED 01 4445 D WASHINGTON POST CO CL B 93964010 2845 5222 SH SHARED 02 5222 D WASHINGTON POST CO CL B 93964010 3432 6298 SH SHARED 11 696 5602 D WASHINGTON POST CO CL B 93964010 1471 2700 SH SHR/OTHR 11 2700 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 26 914 SH SHARED 914 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1667 57700 SH SHARED 01 57700 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1038 35949 SH SHARED 02 32300 3649 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 122 4250 SH SHARED 11 200 4050 D WASHINGTON TR BANCORP COM 94061010 6 268 SH SHARED 268 D WASHINGTON TR BANCORP COM 94061010 68 2900 SH SHARED 01 2900 D WASHINGTON TR BANCORP COM 94061010 291 12300 SH SHARED 02 12300 D WASHINGTON TR BANCORP COM 94061010 544 22982 SH SHARED 11 22982 D WASTE CONNECTIONS INC COM 94105310 22 722 SH SHARED 722 D WASTE CONNECTIONS INC COM 94105310 1790 57300 SH SHARED 01 57300 D WASTE CONNECTIONS INC COM 94105310 2177 69688 SH SHARED 02 69688 D WASTE HLDGS INC COM 94105710 0 40 SH SHARED 02 40 D WASTE MGMT INC DEL COM 94106L10 66677 2559590 SH SHARED 2559590 D WASTE MGMT INC DEL COM 94106L10 68210 2618463 SH SHARED 01 2618463 D WASTE MGMT INC DEL COM 94106L10 243 9333 SH SHR/OTHR 01 6070 3263 D WASTE MGMT INC DEL COM 94106L10 8618 330854 SH SHARED 02 330354 500 D WASTE MGMT INC DEL COM 94106L10 411 15788 SH SHARED 06 15788 D WASTE MGMT INC DEL COM 94106L10 281 10800 SH SHARED 07 10800 D WASTE MGMT INC DEL COM 94106L10 125 4833 SH SHARED 09 4833 D WASTE MGMT INC DEL COM 94106L10 26 1000 SH SHARED 11 1000 D WASTE MGMT INC DEL COM 94106L10 17948 689016 SH SHR/OTHR 11 689016 D WATCHGUARD TECHNOLOGIES INC COM 94110510 70 13649 SH SHARED 13649 D WATCHGUARD TECHNOLOGIES INC COM 94110510 289 56400 SH SHARED 01 53600 2800 D WATCHGUARD TECHNOLOGIES INC COM 94110510 116 22727 SH SHARED 02 22727 D WATER PIK TECHNOLOGIES INC COM 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SHARED 02 18 D WAYPOINT FINL CORP COM 94675610 18 940 SH SHARED 940 D WAYPOINT FINL CORP COM 94675610 2639 135000 SH SHARED 01 135000 D WAYPOINT FINL CORP COM 94675610 1091 55848 SH SHARED 02 52348 3500 D WAYPOINT FINL CORP COM 94675610 31 1630 SH SHARED 11 1630 D WEATHERFORD INTL INC DBCV 6/3 947074AB 79482126565000 PRN SHARED 126565000 D WEATHERFORD INTL INC COM 94707410 483 11200 SH SHARED 11200 D WEATHERFORD INTL INC COM 94707410 45 1050 SH SHARED 01 1050 D WEATHERFORD INTL INC COM 94707410 4320 100000 SH SHARED 04 100000 D WEATHERFORD INTL INC COM 94707410 66 1550 SH SHARED 07 1550 D WEBEX INC COM 94767L10 7 452 SH SHARED 452 D WEBEX INC COM 94767L10 4938 310600 SH SHARED 01 310600 D WEBEX INC COM 94767L10 392 24696 SH SHARED 02 20496 4200 D WEBEX INC COM 94767L10 12888 810600 SH SHARED 11 573359 10641 226600 D WEBMETHODS INC COM 94768C10 94 9595 SH SHARED 9595 D WEBMETHODS INC COM 94768C10 459 46430 SH SHARED 01 43930 2500 D WEBMETHODS INC COM 94768C10 412 41700 SH SHARED 02 40950 750 D WEBMETHODS INC COM 94768C10 1742 176000 SH SHARED 04 176000 D WEBMETHODS INC COM 94768C10 32 3300 SH SHR/OTHR 11 3300 D WEBSENSE INC COM 94768410 339 13262 SH SHARED 13262 D WEBSENSE INC COM 94768410 2546 99600 SH SHARED 01 99600 D WEBSENSE INC COM 94768410 467 18300 SH SHARED 02 18300 D WEBMD CORP COM 94769M10 31 5556 SH SHARED 5556 D WEBMD CORP COM 94769M10 1042 185086 SH SHARED 01 161636 23450 D WEBMD CORP COM 94769M10 505 89854 SH SHARED 02 89554 300 D WEBSTER FINL CORP CONN COM 94789010 540 14134 SH SHARED 14134 D WEBSTER FINL CORP CONN COM 94789010 2091 54688 SH SHARED 01 54688 D WEBSTER FINL CORP CONN COM 94789010 1239 32416 SH SHARED 02 30424 1992 D WEBSTER FINL CORP CONN COM 94789010 7384 193100 SH SHARED 11 193100 D WEIGHT WATCHERS INTL INC NEW COM 94862610 933 21500 SH SHARED 01 21500 D WEIGHT WATCHERS INTL INC NEW COM 94862610 681 15690 SH SHARED 02 15690 D WEINGARTEN RLTY INVS SH BEN INT 94874110 315 8926 SH SHARED 8926 D WEINGARTEN RLTY INVS SH BEN INT 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WELLPOINT HEALTH NETWORK NEW COM 94973H10 30 386 SH SHARED 06 386 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 902 11600 SH SHARED 07 11600 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 95 1222 SH SHARED 09 1222 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 14260 183273 SH SHARED 11 172573 10700 D WELLPOINT HEALTH NETWORK NEW COM 94973H10 22128 284388 SH SHR/OTHR 11 284388 D WELLS FARGO & CO NEW COM 94974610 373015 7451374 SH SHARED 7447502 3872 D WELLS FARGO & CO NEW COM 94974610 425582 8501440 SH SHARED 01 8089379 696 411365 D WELLS FARGO & CO NEW COM 94974610 14280 285268 SH SHR/OTHR 01 140188 145080 D WELLS FARGO & CO NEW COM 94974610 50567 1010142 SH SHARED 02 989678 20464 D WELLS FARGO & CO NEW COM 94974610 46676 932420 SH SHARED 03 157450 774970 D WELLS FARGO & CO NEW COM 94974610 18256 364700 SH SHARED 04 364700 D WELLS FARGO & CO NEW COM 94974610 41990 838795 SH SHARED 06 838795 D WELLS FARGO & CO NEW COM 94974610 2407 48093 SH SHARED 07 48093 D WELLS FARGO & CO NEW COM 94974610 1141 22812 SH SHARED 08 22812 D WELLS FARGO & CO NEW COM 94974610 13733 274346 SH SHARED 09 274346 D WELLS FARGO & CO NEW COM 94974610 168221 3360388 SH SHARED 11 1507912 1519200 333276 D WELLS FARGO & CO NEW COM 94974610 40711 813253 SH SHR/OTHR 11 813253 D WELLSFORD REAL PPTYS INC COM NEW 95024020 1128 54500 SH SHARED 02 4500 50000 D WENDYS INTL INC COM 95059010 9888 248259 SH SHARED 248259 D WENDYS INTL INC COM 95059010 15684 393793 SH SHARED 01 393793 D WENDYS INTL INC COM 95059010 3030 76074 SH SHARED 02 76074 D WENDYS INTL INC COM 95059010 2549 64000 SH SHARED 04 64000 D WENDYS INTL INC COM 95059010 40 1012 SH SHARED 09 1012 D WENDYS INTL INC COM 95059010 6090 152900 SH SHARED 11 152900 D WENDYS INTL INC COM 95059010 158 3968 SH SHR/OTHR 11 3968 D WERNER ENTERPRISES INC COM 95075510 239 11218 SH SHARED 11218 D WERNER ENTERPRISES INC COM 95075510 4450 208848 SH SHARED 01 208848 D WERNER ENTERPRISES INC COM 95075510 1604 75298 SH SHARED 02 75298 D WESBANCO INC COM 95081010 10 452 SH SHARED 452 D WESBANCO INC COM 95081010 585 24685 SH SHARED 01 24685 D WESBANCO INC COM 95081010 436 18400 SH SHARED 02 18400 D WESCO FINL CORP COM 95081710 63 209 SH SHARED 209 D WESCO FINL CORP COM 95081710 379 1259 SH SHARED 01 1259 D WESCO FINL CORP COM 95081710 60 202 SH SHARED 02 202 D WESCO INTL INC COM 95082P10 3 486 SH SHARED 486 D WESCO INTL INC COM 95082P10 24 3877 SH SHARED 01 3877 D WESCO INTL INC COM 95082P10 131 20800 SH SHARED 02 20800 D WEST COAST BANCORP ORE NEW COM 95214510 7 412 SH SHARED 412 D WEST COAST BANCORP ORE NEW COM 95214510 82 4800 SH SHARED 01 4800 D WEST COAST BANCORP ORE NEW COM 95214510 402 23484 SH SHARED 02 23484 D WEST CORP COM 95235510 189 8600 SH SHARED 01 8600 D WEST CORP COM 95235510 471 21378 SH SHARED 02 21378 D WEST MARINE INC COM 95423510 62 4928 SH SHARED 4928 D WEST MARINE INC COM 95423510 53 4200 SH SHARED 01 4200 D WEST MARINE INC COM 95423510 284 22300 SH SHARED 02 12100 10200 D WEST PHARMACEUTICAL SVSC INC COM 95530610 7 240 SH SHARED 240 D WEST PHARMACEUTICAL SVSC INC COM 95530610 315 9825 SH SHARED 01 9825 D WEST PHARMACEUTICAL SVSC INC COM 95530610 362 11300 SH SHARED 02 11300 D WEST PHARMACEUTICAL SVSC INC COM 95530610 2929 91301 SH SHR/OTHR 11 91301 D WESTAIM CORP COM 95690910 74 32500 SH SHARED 06 32500 D WESTAMERICA BANCORPORATION COM 95709010 3031 77382 SH SHARED 77382 D WESTAMERICA BANCORPORATION COM 95709010 1632 41657 SH SHARED 01 41657 D WESTAMERICA BANCORPORATION COM 95709010 1552 39631 SH SHARED 02 39631 D WESTCORP INC COM 95790710 7 220 SH SHARED 220 D WESTCORP INC COM 95790710 79 2481 SH SHARED 01 2481 D WESTCORP INC COM 95790710 632 19812 SH SHARED 02 19812 D WESTCORP INC COM 95790710 77 2415 SH SHARED 11 2415 D WESTERN DIGITAL CORP COM 95810210 242 74573 SH SHARED 74573 D WESTERN DIGITAL CORP COM 95810210 4277 1316000 SH SHARED 01 1316000 D WESTERN DIGITAL CORP COM 95810210 1090 335636 SH SHARED 02 335636 D WESTERN DIGITAL CORP COM 95810210 0 200 SH SHARED 11 200 D WESTERN GAS RES INC COM 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COM 96216610 32140 503380 SH SHARED 503380 D WEYERHAEUSER CO COM 96216610 63733 998169 SH SHARED 01 987419 10750 D WEYERHAEUSER CO COM 96216610 391 6129 SH SHR/OTHR 01 1600 4529 D WEYERHAEUSER CO COM 96216610 8534 133666 SH SHARED 02 133165 501 D WEYERHAEUSER CO COM 96216610 957 15000 SH SHARED 04 15000 D WEYERHAEUSER CO COM 96216610 150 2354 SH SHARED 06 2354 D WEYERHAEUSER CO COM 96216610 194 3050 SH SHARED 07 3050 D WEYERHAEUSER CO COM 96216610 147 2316 SH SHARED 09 2316 D WEYERHAEUSER CO COM 96216610 27696 433782 SH SHARED 11 427120 6662 D WEYERHAEUSER CO COM 96216610 580 9084 SH SHR/OTHR 11 9084 D WHIRLPOOL CORP COM 96332010 15134 231551 SH SHARED 231551 D WHIRLPOOL CORP COM 96332010 21562 329897 SH SHARED 01 329397 500 D WHIRLPOOL CORP COM 96332010 3582 54814 SH SHARED 02 54654 160 D WHIRLPOOL CORP COM 96332010 154 2366 SH SHARED 06 2366 D WHIRLPOOL CORP COM 96332010 159 2440 SH SHARED 07 2440 D WHIRLPOOL CORP COM 96332010 55 847 SH SHARED 09 847 D WHIRLPOOL CORP COM 96332010 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D YORK INTL CORP NEW COM 98667010 3654 108156 SH SHARED 108156 D YORK INTL CORP NEW COM 98667010 1809 53550 SH SHARED 01 53550 D YORK INTL CORP NEW COM 98667010 2527 74811 SH SHARED 02 73709 1102 D YORK INTL CORP NEW COM 98667010 391 11600 SH SHARED 06 11600 D YORK INTL CORP NEW COM 98667010 25 754 SH SHARED 07 754 D YORK INTL CORP NEW COM 98667010 5073 150150 SH SHARED 11 150150 D YOUNG BROADCASTING INC CL A 98743410 8 460 SH SHARED 460 D YOUNG BROADCASTING INC CL A 98743410 322 18161 SH SHARED 01 18161 D YOUNG BROADCASTING INC CL A 98743410 227 12800 SH SHARED 02 12400 400 D YOUNG INNOVATIONS INC COM 98752010 80 3700 SH SHARED 02 3700 D YUM BRANDS INC WHEN ISSUED 98849810 27379 936038 SH SHARED 936038 D YUM BRANDS INC WHEN ISSUED 98849810 38543 1317717 SH SHARED 01 1313277 4440 D YUM BRANDS INC WHEN ISSUED 98849810 467 15992 SH SHR/OTHR 01 2812 13180 D YUM BRANDS INC WHEN ISSUED 98849810 6138 209856 SH SHARED 02 197618 12238 D YUM BRANDS INC WHEN ISSUED 98849810 1462 50000 SH SHARED 04 50000 D YUM BRANDS INC WHEN ISSUED 98849810 52 1800 SH SHARED 06 1800 D YUM BRANDS INC WHEN ISSUED 98849810 155 5300 SH SHARED 07 5300 D YUM BRANDS INC WHEN ISSUED 98849810 63 2160 SH SHARED 09 2160 D YUM BRANDS INC WHEN ISSUED 98849810 466 15958 SH SHARED 11 2238 13720 D YUM BRANDS INC WHEN ISSUED 98849810 920 31484 SH SHR/OTHR 11 31484 D ZALE CORP NEW COM 98885810 1331 36742 SH SHARED 36742 D ZALE CORP NEW COM 98885810 1796 49550 SH SHARED 01 48500 1050 D ZALE CORP NEW COM 98885810 51 1432 SH SHR/OTHR 01 1432 D ZALE CORP NEW COM 98885810 1717 47374 SH SHARED 02 47374 D ZALE CORP NEW COM 98885810 49 1365 SH SHARED 11 1170 195 D ZARLINK SEMICONDUCTOR INC COM 98913910 0 70 SH SHARED 70 D ZARLINK SEMICONDUCTOR INC COM 98913910 1 300 SH SHARED 02 300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 727 15092 SH SHARED 15092 D ZEBRA TECHNOLOGIES CORP CL A 98920710 701 14550 SH SHARED 01 14550 D ZEBRA TECHNOLOGIES CORP CL A 98920710 13 275 SH SHR/OTHR 01 275 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1698 35231 SH SHARED 02 34786 445 D ZEBRA TECHNOLOGIES CORP CL A 98920710 3399 70500 SH SHARED 11 70500 D ZENITH NATL INS CORP COM 98939010 17524 550206 SH SHARED 550206 D ZENITH NATL INS CORP COM 98939010 130 4100 SH SHARED 01 4100 D ZENITH NATL INS CORP COM 98939010 417 13098 SH SHARED 02 13098 D ZILA INC COM PAR $0.01 98951320 6 6500 SH SHARED 01 6500 D ZIMMER HLDGS INC COM 98956P10 16020 449245 SH SHARED 448390 855 D ZIMMER HLDGS INC COM 98956P10 34426 965407 SH SHARED 01 931508 13343 20556 D ZIMMER HLDGS INC COM 98956P10 10313 289217 SH SHR/OTHR 01 253294 35923 D ZIMMER HLDGS INC COM 98956P10 5674 159120 SH SHARED 02 149136 9984 D ZIMMER HLDGS INC COM 98956P10 462 12980 SH SHARED 03 6070 6910 D ZIMMER HLDGS INC COM 98956P10 197 5534 SH SHARED 06 5534 D ZIMMER HLDGS INC COM 98956P10 93 2610 SH SHARED 07 2610 D ZIMMER HLDGS INC COM 98956P10 51 1438 SH SHARED 09 1438 D ZIMMER HLDGS INC COM 98956P10 72360 2029188 SH SHARED 11 937236 899120 192832 D ZIMMER HLDGS INC COM 98956P10 10614 297647 SH SHR/OTHR 11 297647 D ZIONS BANCORPORATION COM 98970110 10349 198652 SH SHARED 198652 D ZIONS BANCORPORATION COM 98970110 20968 402475 SH SHARED 01 402375 100 D ZIONS BANCORPORATION COM 98970110 3254 62464 SH SHARED 02 62464 D ZIONS BANCORPORATION COM 98970110 95 1835 SH SHARED 06 1835 D ZIONS BANCORPORATION COM 98970110 49 950 SH SHARED 07 950 D ZIONS BANCORPORATION COM 98970110 3667 70400 SH SHARED 11 70400 D ZIONS BANCORPORATION COM 98970110 37473 719258 SH SHR/OTHR 11 719258 D ZIXIT CORP COM 98974P10 1 344 SH SHARED 344 D ZIXIT CORP COM 98974P10 87 16000 SH SHARED 01 16000 D ZIXIT CORP COM 98974P10 120 21901 SH SHARED 02 18401 3500 D ZORAN CORP COM 98975F10 79 3450 SH SHARED 3450 D ZORAN CORP COM 98975F10 9 396 SH SHARED 396 D ZORAN CORP COM 98975F10 7603 331900 SH SHARED 01 331900 D ZORAN CORP COM 98975F10 786 34348 SH SHARED 02 32671 1677 D ZORAN CORP COM 98975F10 1628 71100 SH SHARED 06 71100 D ZORAN CORP COM 98975F10 23290 1016600 SH SHARED 11 1016600 D ZWEIG FD COM 98983410 3566 566159 SH SHARED 02 566159 D ZWEIG TOTAL RETURN FD INC COM 98983710 8 1442 SH SHARED 02 1442 D ZYMOGENETICS INC COM 98985T10 74 8400 SH SHARED 02 8400 D ZYGO CORP COM 98985510 81 10067 SH SHARED 10067 D ZYGO CORP COM 98985510 77 9652 SH SHARED 01 9652 D ZYGO CORP COM 98985510 608 75635 SH SHARED 02 19535 56100 D ZYGO CORP COM 98985510 6960 864700 SH SHARED 11 530229 5071 329400 D ZOLL MED CORP COM 98992210 39 1228 SH SHARED 1228 D ZOLL MED CORP COM 98992210 572 17600 SH SHARED 01 17600 D ZOLL MED CORP COM 98992210 32 1000 SH SHR/OTHR 01 1000 D ZOLL MED CORP COM 98992210 234 7200 SH SHARED 02 7200 D ZOLL MED CORP COM 98992210 49 1530 SH SHARED 11 1530 D ZOMAX INC MINN COM 98992910 106 27326 SH SHARED 27326 D ZOMAX INC MINN COM 98992910 63 16156 SH SHARED 01 16156 D ZOMAX INC MINN COM 98992910 101 26100 SH SHARED 02 25600 500 D ZOMAX INC MINN COM 98992910 32 8220 SH SHARED 11 8220 S REPORT SUMMARY 17439 DATA RECORDS 174283179 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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