-----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, T3sUr9juGGqzdyvgEGa1eeaLFNFmmCDjfOxiIiikmrXMWUx7f+AfkGWoVgO8wyAr Vm8cftTDwm7E1rDV1uFxMg== 0001092307-02-000085.txt : 20020530 0001092307-02-000085.hdr.sgml : 20020530 20020530120134 ACCESSION NUMBER: 0001092307-02-000085 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020530 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: 02665808 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 dbagmay.txt QUARTERLY AMENDMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: MARCH 31, 2002 Check here if Amendment {x}; Amendment Number:1 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 MAY 30, 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: 12 Form 13F Information Table Entry Total: 17547 Form 13F Information Table Value Total: 182059474 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 Asset Management Investment Services Limited 10 Deutsche Investment Trust Managers Limited 11 Tokai Deutsche Asset Management Limited 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 CELANESE AG ORD D1497A10 10 500 SH SHARED 02 500 D DAIMLERCHRYSLER AG ORD D1668R12 12 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 739 16426 SH SHARED 02 15679 747 D DEUTSCHE BANK AG NAMEN ORD D1819089 12 200 SH SHARED 01 200 D TOTAL FINA ELF S A *W EXP 08/05/200 F9212D14 7353 249184 SH SHARED 249184 D ACE LTD ORD G0070K10 34766 833736 SH SHARED 833736 D ACE LTD ORD G0070K10 2406 57700 SH SHARED 01 57700 D ACE LTD ORD G0070K10 7211 172926 SH SHARED 02 162114 10812 D AMDOCS LTD ORD G0260210 15231 571542 SH SHARED 571542 D AMDOCS LTD ORD G0260210 26 1000 SH SHR/OTHR 01 1000 D AMDOCS LTD ORD G0260210 693 26025 SH SHARED 02 17625 8400 D ANNUITY AND LIFE RE HLDGS ORD G0391010 92 4784 SH SHARED 4784 D ANNUITY AND LIFE RE HLDGS ORD G0391010 14 763 SH SHARED 02 500 263 D APEX SILVER MINES LTD ORD G0407410 315 23500 SH SHARED 23500 D APEX SILVER MINES LTD ORD G0407410 415 31000 SH SHARED 02 1500 29500 D ARAMEX INTL LTD ORD G0445010 4 350 SH SHARED 350 D ARAMEX INTL LTD ORD G0445010 101 8600 SH SHARED 8600 D ARCH CAP GROUP LTD ORD G0450A10 40 1557 SH SHARED 1557 D ARCH CAP GROUP LTD ORD G0450A10 69 2700 SH SHARED 2700 D ASIACONTENT COM LTD SHS CL A NEW G0535411 2 2777 SH SHARED 2777 D ACCENTURE LTD BERMUDA CL A G1150G11 901 33770 SH SHARED 33770 D ACCENTURE LTD BERMUDA CL A G1150G11 152 5700 SH SHARED 02 1100 4600 D BUNGE LIMITED COM G1696210 24 1110 SH SHARED 1110 D BUNGE LIMITED COM G1696210 400 18500 SH SHARED 02 18500 D CHINADOTCOM CORP CL A G2108N10 6 2299 SH SHARED 2299 D CHINADOTCOM CORP CL A G2108N10 42 15371 SH SHARED 15371 D CHINADOTCOM CORP CL A G2108N10 8 3068 SH SHARED 02 850 2218 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 18 3671 SH SHARED 3671 D CLAXSON INTERACTIVE GROUP IN CL A G2191210 0 103 SH SHARED 103 D DF CHINA TECHNOLOGY INC ORD G2754510 4 17232 SH SHARED 17232 D DSG INTL LTD ORD G2847110 0 24 SH SHARED 24 D EK CHOR CHINA MOTORCYCLE CO COM G2952610 3 2100 SH SHARED 2100 D ELAN PLC RIGHT 03/31/2003 G2953914 0 2010 SH SHARED 2010 D ELAN PLC *W EXP 08/31/200 G2953916 0 613 SH SHARED 613 D ESG RE LTD ORD G3121510 0 124 SH SHARED 124 D XCELERA INC COM G3161110 53 30553 SH SHARED 30553 D XCELERA INC COM G3161110 8 4590 SH SHARED 02 4590 D EVEREST RE GROUP LTD COM G3223R10 19318 278600 SH SHARED 278600 D EVEREST RE GROUP LTD COM G3223R10 173 2500 SH SHARED 01 2500 D EVEREST RE GROUP LTD COM G3223R10 2259 32583 SH SHARED 02 32583 D FLAG TELECOM HOLDINGS LTD ORD G3529L10 1 2914 SH SHARED 2914 D FLAG TELECOM HOLDINGS LTD ORD G3529L10 3 10550 SH SHARED 02 10350 200 D FOSTER WHEELER LTD SHS G3653510 1837 532600 SH SHARED 532600 D FRESH DEL MONTE PRODUCE INC ORD G3673810 2612 138938 SH SHARED 138938 D FRESH DEL MONTE PRODUCE INC ORD G3673810 1994 106100 SH SHARED 01 106100 D FRESH DEL MONTE PRODUCE INC ORD G3673810 16 890 SH SHARED 02 890 D FRONTLINE LTD ORD G3682E12 177 15875 SH SHARED 02 10600 5275 D GARMIN LTD ORD G3726010 3 170 SH SHARED 170 D GARMIN LTD ORD G3726010 1483 64739 SH SHARED 64739 D GETGO INC COM G3852910 0 34 SH SHARED 34 D GLOBALSANTAFE CORP SHS G3930E10 10918 333908 SH SHARED 333908 D GLOBALSANTAFE CORP SHS G3930E10 1984 60700 SH SHARED 01 60700 D GLOBALSANTAFE CORP SHS G3930E10 618 18926 SH SHARED 02 18226 700 D GLOBAL SOURCES LTD ORD G3930010 0 95 SH SHARED 02 95 D GLOBAL-TECH APPLIANCES INC ORD G3932010 93 19600 SH SHARED 19600 D HELEN OF TROY CORP LTD COM G4388N10 1 140 SH SHARED 140 D HELEN OF TROY CORP LTD COM G4388N10 2 200 SH SHARED 200 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 38305 765810 SH SHARED 765810 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 8100 161939 SH SHARED 01 161300 639 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 705 14100 SH SHR/OTHR 01 1200 12900 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 5011 100193 SH SHARED 02 99323 870 D INTERWAVE COMMUNCTNS INTL LT ORD G4911N10 0 63 SH SHARED 63 D IPC HLDGS LTD ORD G4933P10 0 1 SH SHARED 1 D IPC HLDGS LTD ORD G4933P10 36 1110 SH SHARED 1110 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 911 50200 SH SHARED 50200 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 181 10000 SH SHR/OTHR 01 10000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 69 3800 SH SHARED 02 3800 D LORAL SPACE & COMMUNICATIONS COM G5646210 55 25601 SH SHARED 25601 D LORAL SPACE & COMMUNICATIONS COM G5646210 11 5500 SH SHR/OTHR 01 5500 D LORAL SPACE & COMMUNICATIONS COM G5646210 41 19500 SH SHARED 02 16000 3500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1095 25000 SH SHARED 25000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 29 674 SH SHARED 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 29 674 SH SHR/OTHR 01 674 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 248 5681 SH SHARED 02 5681 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 16 1000 SH SHARED 01 1000 D MIH LTD CL A G6116R10 9 3300 SH SHARED 3300 D NEW CHINA HOMES LTD ORD G6445R10 2 3833 SH SHARED 3833 D NEW CHINA HOMES LTD *W EXP 03/09/200 G6445R11 0 2210 SH SHARED 2210 D NORDIC AMERICAN TANKER SHIPP COM G6577310 839 55000 SH SHARED 55000 D NORDIC AMERICAN TANKER SHIPP COM G6577310 427 28000 SH SHARED 02 28000 D NOVEL DENIM HLDGS LTD ORD G6674P10 2 305 SH SHARED 305 D OPENTV CORP CL A G6754310 0 168 SH SHARED 168 D OPENTV CORP CL A G6754310 230 41165 SH SHARED 41165 D OPENTV CORP CL A G6754310 83 14850 SH SHARED 02 14850 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 2 100 SH SHARED 100 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 49 2400 SH SHARED 02 2400 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 0 3 SH SHARED 3 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 15 900 SH SHARED 900 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 45 2600 SH SHARED 02 2600 D PARTNERRE LTD COM G6852T10 8666 158720 SH SHARED 158720 D PARTNERRE LTD COM G6852T10 74 1372 SH SHARED 02 1372 D PEAK INTL LTD ORD G6958610 0 35 SH SHARED 35 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 5 1231 SH SHARED 1231 D QUINTALINUX LTD COM G7328610 0 736 SH SHARED 736 D RADICA GAMES LTD ORD G7342H10 0 200 SH SHARED 200 D RENAISSANCE RE HLDGS LTD COM G7496G10 6830 66320 SH SHARED 66320 D RENAISSANCE RE HLDGS LTD COM G7496G10 265 2582 SH SHARED 02 1882 700 D SCOTTISH ANNUITY & LIFE HLDG ORD G7885T10 32 1700 SH SHARED 02 1700 D SILVERSTAR HLDGS LTD ORD G8136510 1 2142 SH SHARED 2142 D STEWART W P & CO LTD COM G8492210 1028 34620 SH SHARED 34620 D UTI WORLDWIDE INC ORD G8721010 1 100 SH SHARED 100 D 3D LABS INC LTD ORD G8846W10 209 60777 SH SHARED 60777 D HILFIGER TOMMY CORP ORD G8915Z10 2860 199345 SH SHARED 199345 D HILFIGER TOMMY CORP ORD G8915Z10 51 3593 SH SHARED 02 585 3008 D TRANSOCEAN SEDCO FOREX INC ORD G9007810 43909 1321392 SH SHARED 1321392 D TRANSOCEAN SEDCO FOREX INC ORD G9007810 2607 78476 SH SHARED 01 74257 4219 D TRANSOCEAN SEDCO FOREX INC ORD G9007810 647 19482 SH SHR/OTHR 01 13629 5853 D TRANSOCEAN SEDCO FOREX INC ORD G9007810 8941 269091 SH SHARED 02 264935 4156 D TRENWICK GROUP LTD COM G9032C10 1623 181000 SH SHARED 181000 D TRENWICK GROUP LTD COM G9032C10 89 10000 SH SHARED 02 10000 D WHITE MTNS INS GROUP LTD COM G9618E10 1208 3500 SH SHARED 3500 D WILLIS GROUP HOLDINGS LTD SHS G9665510 471 19080 SH SHARED 19080 D WILLIS GROUP HOLDINGS LTD SHS G9665510 180 7300 SH SHARED 02 1800 5500 D XOMA LTD ORD G9825R10 0 38 SH SHARED 38 D XOMA LTD ORD G9825R10 344 40102 SH SHARED 40102 D XOMA LTD ORD G9825R10 49 5749 SH SHARED 02 5749 D XL CAP LTD CL A G9825510 44066 472060 SH SHARED 472060 D XL CAP LTD CL A G9825510 46 500 SH SHR/OTHR 01 500 D XL CAP LTD CL A G9825510 6763 72448 SH SHARED 02 71399 1049 D UBS AG NAMEN AKT H8920M85 3165 63628 SH SHARED 63628 D UBS AG NAMEN AKT H8920M85 84 1708 SH SHARED 02 1708 D CRONOS GROUP N V ORD L2070810 0 190 SH SHARED 190 D MILLICOM INTL CELLULAR S A ORD L6388F10 0 141 SH SHARED 141 D MILLICOM INTL CELLULAR S A ORD L6388F10 175 26075 SH SHARED 26075 D MILLICOM INTL CELLULAR S A ORD L6388F10 105 15700 SH SHARED 02 15700 D SBS BROADCASTING SA ORD L8137F10 7 400 SH SHARED 02 400 D ACLN LTD ORD M0176410 0 7900 SH SHARED 7900 D ACLN LTD ORD M0176410 0 1425 SH SHARED 02 1425 D ACS TECH 80 LTD SHS M0177310 1 450 SH SHARED 450 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 1 478 SH SHARED 478 D ALVARION LTD SHS M0861T10 32 12902 SH SHARED 12902 D ALVARION LTD SHS M0861T10 25 10000 SH SHARED 10000 D ALVARION LTD SHS M0861T10 194 77704 SH SHARED 02 77704 D AUDIOCODES LTD ORD M1534210 0 80 SH SHARED 80 D BACKWEB TECHNOLOGIES LTD ORD M1563310 4 3799 SH SHARED 3799 D BOS BETTER ONLINE SOLUTIONS ORD M2011510 0 90 SH SHARED 90 D ROBO GROUP TEK LTD SHS M2033010 3 2587 SH SHARED 2587 D ROBO GROUP TEK LTD SHS M2033010 2 2000 SH SHARED 01 2000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1 62 SH SHARED 62 D CHECK POINT SOFTWARE TECH LT ORD M2246510 8621 283597 SH SHARED 283597 D CHECK POINT SOFTWARE TECH LT ORD M2246510 117 3874 SH SHARED 01 570 3304 D CHECK POINT SOFTWARE TECH LT ORD M2246510 39 1295 SH SHR/OTHR 01 1095 200 D CHECK POINT SOFTWARE TECH LT ORD M2246510 4680 153964 SH SHARED 02 153839 125 D CIMATRON LTD ORD M2379810 0 244 SH SHARED 244 D COMMTOUCH SOFTWARE LTD ORD M2559610 0 877 SH SHARED 877 D COMPUGEN LTD ORD M2572210 0 234 SH SHARED 234 D CRYSTAL SYS SOLUTIONS LTD ORD M2676310 0 88 SH SHARED 88 D ECTEL LTD ORD M2992510 13 930 SH SHARED 930 D ECTEL LTD ORD M2992510 21 1500 SH SHARED 1500 D ECTEL LTD ORD M2992510 152 10800 SH SHARED 02 10800 D ELBIT SYS LTD ORD M3760D10 296 16357 SH SHARED 16357 D ELBIT SYS LTD ORD M3760D10 1 100 SH SHARED 02 100 D ELBIT MEDICAL IMAGING LTD ORD M3760510 0 100 SH SHARED 100 D PRECISE SOFTWARE SOLUTIONS L ORD M4145010 0 26 SH SHARED 26 D FUNDTECH LTD ORD M4709510 0 13 SH SHARED 13 D FUNDTECH LTD ORD M4709510 15 3500 SH SHARED 3500 D GILAT SATELLITE NETWORKS LTD ORD M5147410 1 347 SH SHARED 347 D GILAT SATELLITE NETWORKS LTD ORD M5147410 316 91247 SH SHARED 91247 D GILAT SATELLITE NETWORKS LTD ORD M5147410 3 1000 SH SHARED 02 1000 D GIVEN IMAGING ORD SHS M5202010 4 420 SH SHARED 420 D GIVEN IMAGING ORD SHS M5202010 9 900 SH SHARED 900 D JACADA LTD ORD M6184R10 0 192 SH SHARED 192 D JACADA LTD ORD M6184R10 7 2000 SH SHARED 02 2000 D LANOPTICS LTD ORD M6706C10 0 14 SH SHARED 14 D LUMENIS LTD SHS M6778Q10 0 22 SH SHARED 22 D LUMENIS LTD SHS M6778Q10 671 60526 SH SHARED 60526 D LUMENIS LTD SHS M6778Q10 11 1000 SH SHARED 02 1000 D MAGAL SECURITY SYS LTD ORD M6786D10 1 209 SH SHARED 209 D MAGAL SECURITY SYS LTD ORD M6786D10 25 2800 SH SHARED 02 2800 D MENTERGY LTD SHS NEW M6946620 0 181 SH SHARED 181 D METALINK LTD ORD M6989710 1 240 SH SHARED 02 240 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 0 50 SH SHARED 50 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 105 11356 SH SHARED 11356 D NEXUS TELOCATION SYS LTD SHS NEW M7491914 0 131 SH SHARED 131 D NUR MACROPRINTERS LTD ORD M7516510 0 73 SH SHARED 73 D OPTIBASE LTD ORD M7524R10 7 3000 SH SHARED 3000 D ORBOTECH LTD ORD M7525310 3 100 SH SHARED 100 D ORBOTECH LTD ORD M7525310 53 1698 SH SHARED 02 900 798 D ORCKIT COMMUNICATIONS LTD COM M7531S10 0 24 SH SHARED 24 D ORCKIT COMMUNICATIONS LTD COM M7531S10 2 1000 SH SHARED 02 1000 D RADCOM LTD ORD M8186510 0 356 SH SHARED 356 D RADVIEW SOFTWARE LTD ORD M8186710 0 77 SH SHARED 77 D RADWARE LTD ORD M8187310 16 1455 SH SHARED 1455 D RIT TECHNOLOGIES LTD ORD M8215N10 11 4437 SH SHARED 4437 D RETALIX LTD ORD M8215W10 4 344 SH SHARED 344 D RETALIX LTD ORD M8215W10 40 3100 SH SHARED 3100 D SILICOM LTD ORD M8411610 0 899 SH SHARED 899 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 102 3600 SH SHARED 3600 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 110 3900 SH SHARED 02 3900 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 1 89 SH SHARED 89 D TOP IMAGE SYSTEMS LTD ORD M8789610 2 905 SH SHARED 905 D TTI TEAM TELECOM INTL LTD ORD M8825810 111 3900 SH SHARED 3900 D TTI TEAM TELECOM INTL LTD ORD M8825810 8 300 SH SHARED 02 300 D VIRYANET LTD ORD M9754010 1 1891 SH SHARED 1891 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 0 135 SH SHARED 135 D ASM INTL N V COM N0704510 1 44 SH SHARED 44 D ASM INTL N V COM N0704510 194 7438 SH SHARED 7438 D ASM INTL N V COM N0704510 1402 53728 SH SHARED 02 53728 D ASML HLDG NV N Y SHS N0705911 2295 90500 SH SHARED 90500 D ASML HLDG NV N Y SHS N0705911 126 5000 SH SHARED 01 5000 D ASML HLDG NV N Y SHS N0705911 832 32800 SH SHARED 02 32800 D ASML HLDG NV N Y SHS N0705911 10782 425000 SH SHARED 04 425000 D ASML HLDG NV N Y SHS N0705911 1014 40000 SH SHARED 05 40000 D CNH GLOBAL N V SHS N2093510 899 172352 SH SHARED 172352 D CNH GLOBAL N V SHS N2093510 32 6300 SH SHARED 02 6000 300 D COMPLETEL EUROPE NV ORD N2159010 1 2301 SH SHARED 2301 D CORE LABORATORIES N V COM N2271710 208 14100 SH SHARED 14100 D CORE LABORATORIES N V COM N2271710 37 2550 SH SHARED 02 2550 D ICTS INTERNATIONAL NV COM N4383710 6 936 SH SHARED 936 D IFCO SYSTEMS N V ORD N4396110 0 242 SH SHARED 242 D INDIGO N V ORD N4449510 2 429 SH SHARED 429 D INDIGO N V ORD N4449510 5 900 SH SHARED 900 D MADGE NETWORKS N V ORD SHS N5424G10 5 11722 SH SHARED 11722 D METRON TECHNOLOGY N V ORD N5665B10 0 81 SH SHARED 81 D METRON TECHNOLOGY N V ORD N5665B10 45 4200 SH SHARED 4200 D ORTHOFIX INTL N V COM N6748L10 64 1600 SH SHARED 02 1600 D QIAGEN N V ORD N7248210 3 254 SH SHARED 254 D QIAGEN N V ORD N7248210 38 2591 SH SHARED 2591 D QIAGEN N V ORD N7248210 12 842 SH SHARED 02 818 24 D QIAGEN N V ORD N7248210 44 3000 SH SHARED 05 3000 D SAPIENS INTL CORP N V ORD N7716A10 1 1239 SH SHARED 1239 D BANCO LATINOAMERICANO DE EXP CL E P1699413 2 100 SH SHARED 100 D PANAMERICAN BEVERAGES INC CL A P7482310 2705 149000 SH SHARED 149000 D PANAMERICAN BEVERAGES INC CL A P7482310 31 1721 SH SHR/OTHR 01 1721 D PANAMERICAN BEVERAGES INC CL A P7482310 88 4900 SH SHARED 02 4900 D STEINER LEISURE LTD ORD P8744Y10 321 14920 SH SHARED 14920 D STEINER LEISURE LTD ORD P8744Y10 142 6600 SH SHARED 02 6600 D SUN INTL HOTELS LTD ORD P8797T13 460 16927 SH SHARED 16927 D SUN INTL HOTELS LTD ORD P8797T13 38 1400 SH SHARED 02 1400 D PROGEN INDS LTD ORD Q7759R10 0 1418 SH SHARED 1418 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 2407 106753 SH SHARED 106753 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 1931 85671 SH SHARED 02 84971 700 D STELMAR SHIPPING LTD COM V8726M10 8 500 SH SHARED 02 500 D ASE TEST LTD ORD Y0251610 18 1155 SH SHARED 1155 D ASE TEST LTD ORD Y0251610 67 4300 SH SHARED 4300 D ASE TEST LTD ORD Y0251610 95 6100 SH SHARED 02 6100 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 0 30 SH SHARED 30 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 263 21700 SH SHARED 21700 D FLEXTRONICS INTL LTD ORD Y2573F10 13807 756562 SH SHARED 756562 D FLEXTRONICS INTL LTD ORD Y2573F10 710 38925 SH SHARED 01 20225 18700 D FLEXTRONICS INTL LTD ORD Y2573F10 709 38875 SH SHR/OTHR 01 25875 13000 D FLEXTRONICS INTL LTD ORD Y2573F10 5060 277308 SH SHARED 02 266271 11037 D GENERAL MARITIME CORP SHS Y2692M10 6 500 SH SHARED 02 500 D GIGAMEDIA LTD ORD Y2711Y10 26 10500 SH SHARED 10500 D OMI CORP NEW COM Y6476W10 25 6438 SH SHARED 6438 D PACIFIC INTERNET LTD ORD Y6618310 3 1378 SH SHARED 1378 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 778 20420 SH SHARED 20420 D TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 35 940 SH SHARED 02 940 D AAON INC COM PAR $0.004 00036020 1 68 SH SHARED 68 D AAR CORP COM 00036110 6 630 SH SHARED 630 D AAR CORP COM 00036110 699 64989 SH SHARED 01 64989 D AAR CORP COM 00036110 294 27380 SH SHARED 02 27380 D AAR CORP COM 00036110 46 4275 SH SHARED 10 4275 D ABB LTD SPONSORED ADR 00037520 4 546 SH SHARED 546 D ABC BANCORP COM 00040010 536 36778 SH SHARED 36778 D A B WATLEY GROUP INC COM 00078810 0 10 SH SHARED 10 D A B WATLEY GROUP INC COM 00078810 24 22575 SH SHARED 02 22575 D A C MOORE ARTS & CRAFTS INC COM 00086T10 19 500 SH SHARED 500 D ACTV INC COM 00088E10 1 1148 SH SHARED 1148 D ACTV INC COM 00088E10 103 68601 SH SHARED 01 68601 D ACTV INC COM 00088E10 65 43269 SH SHARED 02 43269 D ADB SYS INTL INC COM 00088N10 0 858 SH SHARED 858 D A D A M INC COM 00088U10 11 3087 SH SHARED 3087 D A CONSULTING TEAM INC COM 00088110 0 1221 SH SHARED 1221 D A D C TELECOMMUNICATIONS COM 00088610 11484 2821728 SH SHARED 2821728 D A D C TELECOMMUNICATIONS COM 00088610 22204 5455644 SH SHARED 01 5436744 18900 D A D C TELECOMMUNICATIONS COM 00088610 2898 712087 SH SHARED 02 689042 23045 D A D C TELECOMMUNICATIONS COM 00088610 244 60000 SH SHARED 03 60000 D A D C TELECOMMUNICATIONS COM 00088610 20 5046 SH SHARED 09 5046 D ADE CORP MASS COM 00089C10 4 270 SH SHARED 270 D ADE CORP MASS COM 00089C10 245 16067 SH SHARED 01 16067 D ADE CORP MASS COM 00089C10 151 9926 SH SHARED 02 9926 D ACM INCOME FUND INC COM 00091210 100 13007 SH SHARED 01 13007 D ACM INCOME FUND INC COM 00091210 38216 4956801 SH SHARED 02 4956801 D ACM GOVT OPPORTUNITY FD INC COM 00091810 30 3500 SH SHARED 02 3500 D ABN AMRO HLDG NV SPONSORED ADR 00093710 3246 171226 SH SHARED 171226 D ABN AMRO HLDG NV SPONSORED ADR 00093710 81 4300 SH SHARED 01 4300 D ABN AMRO HLDG NV SPONSORED ADR 00093710 1 91 SH SHARED 02 91 D ACM MUN SECS INCOME FD INC COM 00094210 35 3000 SH SHARED 02 3000 D ACT TELECONFERENCING INC COM 00095510 2 493 SH SHARED 493 D 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COM 00846U10 1034 29600 SH SHARED 03 29600 D AGILENT TECHNOLOGIES INC COM 00846U10 450 12888 SH SHARED 06 12888 D AGILENT TECHNOLOGIES INC COM 00846U10 131 3755 SH SHARED 09 3755 D AGILE SOFTWARE CORP DEL COM 00846X10 663 54866 SH SHARED 54866 D AGILE SOFTWARE CORP DEL COM 00846X10 741 61290 SH SHARED 01 61290 D AGILE SOFTWARE CORP DEL COM 00846X10 465 38431 SH SHARED 02 36896 1535 D AGILE SOFTWARE CORP DEL COM 00846X10 2066 170750 SH SHARED 04 170750 D AGNICO EAGLE MINES LTD COM 00847410 153 11500 SH SHARED 11500 D AGREE REALTY CORP COM 00849210 35 2000 SH SHARED 2000 D AGRIUM INC COM 00891610 444 42221 SH SHARED 42221 D AIR METHODS CORP COM PAR $.06 00912830 0 91 SH SHARED 91 D AIR PRODS & CHEMS INC COM 00915810 33223 643240 SH SHARED 643240 D AIR PRODS & CHEMS INC COM 00915810 86560 1675913 SH SHARED 01 1670763 5150 D AIR PRODS & CHEMS INC COM 00915810 729 14116 SH SHR/OTHR 01 8316 5800 D AIR PRODS & CHEMS INC COM 00915810 6973 135024 SH SHARED 02 133412 1612 D AIR PRODS & CHEMS INC 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34600 SH SHARED 02 34600 D AMERICAN MED SEC GROUP INC COM 02744P10 189 10600 SH SHARED 10600 D AMERICAN MUN TERM TR INC II COM 02765310 38 3700 SH SHARED 3700 D AMERICAN PAC BK AUMSVILLE OR CL B 02837P30 37 9468 SH SHARED 9468 D AMERICAN NATL INS CO COM 02859110 2 27 SH SHARED 27 D AMERICAN NATL INS CO COM 02859110 1194 12640 SH SHARED 01 12640 D AMERICAN NATL INS CO COM 02859110 207 2200 SH SHARED 02 2200 D AMERICAN PAC CORP COM 02874010 49 5000 SH SHARED 5000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 1483 100000 SH SHARED 04 100000 D AMERICAN PHYSICIANS CAPITAL COM 02888410 5 298 SH SHARED 298 D AMERICAN PHYSICIANS CAPITAL COM 02888410 505 25940 SH SHARED 01 25940 D AMERICAN PHYSICIANS CAPITAL COM 02888410 287 14754 SH SHARED 02 14754 D AMERICAN PHYSICIANS CAPITAL COM 02888410 39 2000 SH SHARED 10 2000 D AMERICAN PWR CONVERSION CORP COM 02906610 1 88 SH SHARED 88 D AMERICAN PWR CONVERSION CORP COM 02906610 6472 437897 SH SHARED 437897 D AMERICAN PWR CONVERSION CORP COM 02906610 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02971210 7739 109389 SH SHARED 02 109389 D AMERICAN STS WTR CO COM 02989910 96 2734 SH SHARED 2734 D AMERICAN STS WTR CO COM 02989910 708 20090 SH SHARED 01 20090 D AMERICAN STS WTR CO COM 02989910 384 10900 SH SHARED 02 10900 D AMERICAN STS WTR CO COM 02989910 62 1773 SH SHARED 10 1773 D AMERICAN TOWER CORP NOTE 6.250%10/1 029912AB 931 1500000 PRN SHARED 01 1500000 D AMERICAN TOWER CORP NOTE 6.250%10/1 029912AB 4 8000 PRN SHARED 02 8000 D AMERICAN TOWER CORP NOTE 2.250%10/1 029912AD 1995 3000000 PRN SHARED 01 3000000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 11418 20500000 PRN SHARED 20500000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 8 15000 PRN SHARED 02 15000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 139 250000 PRN SHARED 06 250000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 94 170000 PRN SHARED 07 170000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 38 70000 PRN SHARED 09 70000 D AMERICAN TOWER CORP CL A 02991220 3510 638255 SH SHARED 638255 D AMERICAN TOWER CORP 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WOODMARK CORP COM 03050610 3444 54600 SH SHARED 01 54600 D AMERICAN WOODMARK CORP COM 03050610 526 8343 SH SHARED 02 7300 1043 D AMERICREDIT CORP COM 03060R10 2974 78300 SH SHARED 78300 D AMERICREDIT CORP COM 03060R10 5602 147477 SH SHARED 01 147477 D AMERICREDIT CORP COM 03060R10 2055 54102 SH SHARED 02 54102 D AMERIGON INC COM 03070L30 0 81 SH SHARED 02 81 D AMERISTAR CASINOS INC COM 03070Q10 7 260 SH SHARED 260 D AMERISTAR CASINOS INC COM 03070Q10 1391 50623 SH SHARED 50623 D AMERISTAR CASINOS INC COM 03070Q10 258 9400 SH SHARED 01 9400 D AMERISTAR CASINOS INC COM 03070Q10 252 9200 SH SHARED 02 9200 D AMERIPATH INC COM 03071D10 323 12060 SH SHARED 12060 D AMERIPATH INC COM 03071D10 2679 99990 SH SHARED 01 99990 D AMERIPATH INC COM 03071D10 841 31400 SH SHARED 02 31400 D AMERIPATH INC COM 03071D10 2031 75800 SH SHARED 10 75800 D AMERON INTL INC COM 03071010 4 68 SH SHARED 68 D AMERON INTL INC COM 03071010 544 7590 SH SHARED 01 7590 D AMERON INTL INC COM 03071010 294 4100 SH SHARED 02 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SH SHARED 38 D AMERISERV FINL INC COM 03074A10 0 81 SH SHARED 81 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 2 100 SH SHARED 100 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 148 6900 SH SHARED 02 2000 4900 D AMETEK INC NEW COM 03110010 342 9200 SH SHARED 9200 D AMETEK INC NEW COM 03110010 4050 108843 SH SHARED 01 108843 D AMETEK INC NEW COM 03110010 2585 69492 SH SHARED 02 68892 600 D AMGEN INC COM 03116210 530 8897 SH SHARED 8897 D AMGEN INC COM 03116210 199324 3339891 SH SHARED 2832436 507455 D AMGEN INC COM 03116210 479160 8028826 SH SHARED 01 7712061 316765 D AMGEN INC COM 03116210 6485 108668 SH SHR/OTHR 01 48740 59928 D AMGEN INC COM 03116210 62783 1051996 SH SHARED 02 975843 76153 D AMGEN INC COM 03116210 4947 82900 SH SHARED 03 82900 D AMGEN INC COM 03116210 76551 1282700 SH SHARED 04 1282700 D AMGEN INC COM 03116210 1372 23000 SH SHARED 05 23000 D AMGEN INC COM 03116210 1670 27997 SH SHARED 06 27997 D AMGEN INC COM 03116210 504 8454 SH SHARED 09 8454 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 3875 5000000 PRN SHARED 5000000 D AMKOR TECHNOLOGY INC COM 03165210 0 36 SH SHARED 36 D AMKOR TECHNOLOGY INC COM 03165210 1228 55076 SH SHARED 55076 D AMKOR TECHNOLOGY INC COM 03165210 3956 177350 SH SHARED 01 177350 D AMKOR TECHNOLOGY INC COM 03165210 205 9191 SH SHARED 02 5856 3335 D AMPAL AMERN ISRAEL CORP CL A 03201510 2 660 SH SHARED 660 D AMPAL AMERN ISRAEL CORP CL A 03201510 5 1400 SH SHARED 01 700 700 D AMPAL AMERN ISRAEL CORP CL A 03201510 92 22100 SH SHARED 02 22100 D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 03201530 5 396 SH SHARED 01 396 D AMPCO-PITTSBURGH CORP COM 03203710 2 200 SH SHARED 200 D AMPHENOL CORP NEW CL A 03209510 1426 30472 SH SHARED 30472 D AMPHENOL CORP NEW CL A 03209510 18055 385800 SH SHARED 01 385800 D AMPHENOL CORP NEW CL A 03209510 247 5285 SH SHR/OTHR 01 5285 D AMPHENOL CORP NEW CL A 03209510 3695 78969 SH SHARED 02 78969 D AMPLIDYNE INC COM 03210310 15 15600 SH SHARED 15600 D AMSOUTH BANCORPORATION COM 03216510 22520 1024570 SH SHARED 1024570 D AMSOUTH BANCORPORATION COM 03216510 51821 2357658 SH SHARED 01 2357658 D AMSOUTH BANCORPORATION COM 03216510 4923 223996 SH SHARED 02 221146 2850 D AMSOUTH BANCORPORATION COM 03216510 77 3548 SH SHARED 09 3548 D AMSURG CORP COM 03232P40 0 36 SH SHARED 36 D AMSURG CORP COM 03232P40 40 1480 SH SHARED 1480 D AMSURG CORP COM 03232P40 1804 66300 SH SHARED 01 66300 D AMSURG CORP COM 03232P40 657 24146 SH SHARED 02 24146 D AMTECH SYS INC COM PAR $0.01N 03233250 2 383 SH SHARED 383 D AMTRAN INC COM 03234G10 63 4554 SH SHARED 4554 D AMTRAN INC COM 03234G10 11 786 SH SHARED 786 D AMTRAN INC COM 03234G10 44 3200 SH SHARED 01 3200 D AMTRAN INC COM 03234G10 49 3500 SH SHARED 02 3500 D AMYLIN PHARMACEUTICALS INC COM 03234610 42 4214 SH SHARED 4054 160 D AMYLIN PHARMACEUTICALS INC COM 03234610 1363 136241 SH SHARED 01 135039 1202 D AMYLIN PHARMACEUTICALS INC COM 03234610 671 67119 SH SHARED 02 67119 D AMYLIN PHARMACEUTICALS INC COM 03234610 8208 820000 SH SHARED 04 820000 D AMVESCAP PLC SPONSORED ADR 03235E10 681 24584 SH SHARED 24584 D AMVESCAP PLC SPONSORED ADR 03235E10 27 1000 SH SHARED 02 1000 D ANADARKO PETE CORP DBCV 3/0 032511AP 14708 21163963 PRN SHARED 39182926 18020963 2000 D ANADARKO PETE CORP COM 03251110 23052 408444 SH SHARED 408444 D ANADARKO PETE CORP COM 03251110 103749 1838222 SH SHARED 01 1820628 17594 D ANADARKO PETE CORP COM 03251110 596 10560 SH SHR/OTHR 01 4285 6275 D ANADARKO PETE CORP COM 03251110 21951 388932 SH SHARED 02 340208 48724 D ANADARKO PETE CORP COM 03251110 998 17700 SH SHARED 03 17700 D ANADARKO PETE CORP COM 03251110 56440 1000000 SH SHARED 04 1000000 D ANADARKO PETE CORP COM 03251110 3105 55015 SH SHARED 06 55015 D ANADARKO PETE CORP COM 03251110 205 3634 SH SHARED 07 3634 D ANADARKO PETE CORP COM 03251110 779 13809 SH SHARED 08 13809 D ANADARKO PETE CORP COM 03251110 108 1922 SH SHARED 09 1922 D ANADIGICS INC COM 03251510 21 1738 SH SHARED 1738 D ANADIGICS INC COM 03251510 562 45610 SH SHARED 45610 D ANADIGICS INC COM 03251510 1012 82064 SH SHARED 01 82064 D ANADIGICS INC COM 03251510 418 33900 SH SHARED 02 33900 D ANALOG DEVICES INC NOTE 4.750%10/0 032654AD 322 340000 PRN SHARED 340000 D ANALOG DEVICES INC COM 03265410 45 1000 SH SHARED 1000 D ANALOG DEVICES INC COM 03265410 79327 1761265 SH SHARED 1761265 D ANALOG DEVICES INC COM 03265410 123926 2751467 SH SHARED 01 2743977 7490 D ANALOG DEVICES INC COM 03265410 36 800 SH SHR/OTHR 01 800 D ANALOG DEVICES INC COM 03265410 9825 218160 SH SHARED 02 215035 3125 D ANALOG DEVICES INC COM 03265410 1148 25500 SH SHARED 03 25500 D ANALOG DEVICES INC COM 03265410 4504 100000 SH SHARED 04 100000 D ANALOG DEVICES INC COM 03265410 41683 925479 SH SHARED 06 925479 D ANALOG DEVICES INC COM 03265410 1697 37680 SH SHARED 07 37680 D ANALOG DEVICES INC COM 03265410 1465 32529 SH SHARED 08 32529 D ANALOG DEVICES INC COM 03265410 5005 111127 SH SHARED 09 111127 D ANALOG DEVICES INC COM 03265410 2423 53800 SH SHARED 10 53800 D ANALOG DEVICES INC COM 03265410 914 20300 SH SHARED 11 20300 D ANALOG DEVICES INC COM 03265410 997 22150 SH SHARED 12 22150 D ANALOGIC CORP COM PAR $0.05 03265720 0 6 SH SHARED 6 D ANALOGIC CORP COM PAR $0.05 03265720 571 13737 SH SHARED 13737 D ANALOGIC CORP COM PAR $0.05 03265720 815 19600 SH SHARED 01 19600 D ANALOGIC CORP COM PAR $0.05 03265720 332 7999 SH SHARED 02 7999 D ANALYSTS INTL CORP COM 03268110 0 238 SH SHARED 238 D ANALYSTS INTL CORP COM 03268110 3 900 SH SHARED 01 900 D ANALYTICAL SURVEYS INC ST 03268330 46 106049 SH SHARED 106049 D ANALYTICAL SURVEYS INC equit-comm 03268330 0 1000 SH SHARED 01 1000 D ANANGEL-AMERN SHIPHOLDINGS L SPONSORED ADR 03272120 8 1629 SH SHARED 1629 D ANAREN MICROWAVE INC COM 03274410 1 100 SH SHARED 100 D ANAREN MICROWAVE INC COM 03274410 49 3438 SH SHARED 3438 D ANAREN MICROWAVE INC COM 03274410 691 47596 SH SHARED 01 47596 D ANAREN MICROWAVE INC COM 03274410 432 29800 SH SHARED 02 29800 D ANCHOR BANCORP WIS INC COM 03283910 3 189 SH SHARED 189 D ANCHOR BANCORP WIS INC COM 03283910 228 11405 SH SHARED 11405 D ANCHOR BANCORP WIS INC COM 03283910 1012 50560 SH SHARED 01 50560 D ANCHOR BANCORP WIS INC COM 03283910 436 21793 SH SHARED 02 21793 D ANDREW CORP COM 03442510 7605 454619 SH SHARED 454619 D ANDREW CORP COM 03442510 12969 775214 SH SHARED 01 751697 23517 D ANDREW CORP COM 03442510 84 5037 SH SHR/OTHR 01 5037 D ANDREW CORP COM 03442510 2482 148400 SH SHARED 02 148400 D ANDREW CORP COM 03442510 171 10226 SH SHARED 07 10226 D ANDREW CORP COM 03442510 168 10093 SH SHARED 10 10093 D ANDRX GROUP COM 03455310 108 2860 SH SHARED 2860 D ANDRX GROUP COM 03455310 2111 55648 SH SHARED 55648 D ANDRX GROUP COM 03455310 2888 76124 SH SHARED 01 76124 D ANDRX GROUP COM 03455310 748 19728 SH SHARED 02 19728 D ANDRX GROUP COM 03455310 13279 350000 SH SHARED 04 350000 D ANGEION CORP ST 03462H30 1 2370 SH SHARED 2370 D ANGELICA CORP COM 03466310 371 24000 SH SHARED 24000 D ANGLO AMERN PLC ADR 03485P10 4328 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33893 SH SHARED 33893 D ANTHEM INC COM 03674B10 13 241 SH SHARED 01 241 D ANTHEM INC COM 03674B10 58 1010 SH SHARED 02 1010 D ANTEON INTL CORP COM 03674E10 4 200 SH SHARED 02 200 D ANTEON INTL CORP COM 03674E10 416 20000 SH SHARED 04 20000 D ANSWERTHINK INC COM 03691610 29 4474 SH SHARED 4474 D ANSWERTHINK INC COM 03691610 154 23702 SH SHARED 23702 D ANSWERTHINK INC COM 03691610 582 89435 SH SHARED 01 89435 D ANSWERTHINK INC COM 03691610 272 41800 SH SHARED 02 41800 D ANTHRACITE CAP INC COM 03702310 10 918 SH SHARED 918 D ANTHRACITE CAP INC COM 03702310 1021 88810 SH SHARED 01 88810 D ANTHRACITE CAP INC COM 03702310 531 46200 SH SHARED 02 46200 D ANTHRACITE CAP INC COM 03702310 69 6022 SH SHARED 10 6022 D ANTIGENICS INC DEL COM 03703210 20 1438 SH SHARED 1438 D ANTIGENICS INC DEL COM 03703210 326 23361 SH SHARED 23361 D ANTIGENICS INC DEL COM 03703210 2581 184515 SH SHARED 01 180186 4329 D ANTIGENICS INC DEL COM 03703210 220 15783 SH SHARED 02 15665 118 D AO TATNEFT SPON ADR REG S 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INC COM 05348410 4572 91808 SH SHARED 91808 D AVALONBAY CMNTYS INC COM 05348410 11733 235603 SH SHARED 01 235603 D AVALONBAY CMNTYS INC COM 05348410 276 5555 SH SHR/OTHR 01 5555 D AVALONBAY CMNTYS INC COM 05348410 682 13707 SH SHARED 02 6297 7410 D AVALONBAY CMNTYS INC COM 05348410 199 4000 SH SHARED 03 4000 D AVALONBAY CMNTYS INC COM 05348410 97 1950 SH SHARED 06 1950 D AVALONBAY CMNTYS INC COM 05348410 602 12100 SH SHARED 10 12100 D AVANT CORP COM 05348710 180 9000 SH SHARED 9000 D AVANT CORP COM 05348710 4113 205344 SH SHARED 205344 D AVANT CORP COM 05348710 4320 215724 SH SHARED 01 215724 D AVANT CORP COM 05348710 896 44774 SH SHARED 02 44774 D AVANT CORP COM 05348710 200 10000 SH SHARED 07 10000 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 2 1530 SH SHARED 1530 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 218 126368 SH SHARED 01 122766 3602 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 130 75600 SH SHARED 02 75600 D AVATAR HLDGS INC COM 05349410 270 10020 SH SHARED 10020 D AVATAR 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569 19074 SH SHARED 01 19074 D BSB BANCORP COM 05565210 284 9535 SH SHARED 02 9535 D BSB BANCORP COM 05565210 87 2928 SH SHARED 10 2928 D BT GROUP PLC ADR 05577E10 3679 91570 SH SHARED 91570 D BT GROUP PLC ADR 05577E10 40 999 SH SHARED 01 999 D BT GROUP PLC ADR 05577E10 67 1676 SH SHR/OTHR 01 566 1110 D BT GROUP PLC ADR 05577E10 16 400 SH SHARED 02 400 D BT GROUP PLC ADR 05577E10 299 7450 SH SHARED 05 7450 D BMC SOFTWARE INC COM 05592110 27634 1420781 SH SHARED 1420781 D BMC SOFTWARE INC COM 05592110 35773 1839264 SH SHARED 01 1809932 29332 D BMC SOFTWARE INC COM 05592110 204 10493 SH SHR/OTHR 01 10493 D BMC SOFTWARE INC COM 05592110 5006 257422 SH SHARED 02 226406 31016 D BMC SOFTWARE INC COM 05592110 328 16900 SH SHARED 03 16900 D BMC SOFTWARE INC COM 05592110 251 12944 SH SHARED 06 12944 D BMC SOFTWARE INC COM 05592110 114 5880 SH SHARED 07 5880 D BMC SOFTWARE INC COM 05592110 41 2145 SH SHARED 09 2145 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 1436 351200 SH SHARED 02 351200 D 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LYONS INC CL B 05775520 0 16 SH SHARED 16 D BALDWIN & LYONS INC CL B 05775520 4 172 SH SHARED 172 D BALDWIN & LYONS INC CL B 05775520 387 15485 SH SHARED 01 15485 D BALDWIN & LYONS INC CL B 05775520 178 7117 SH SHARED 02 7117 D ATMEL CORP COM 05799710 7 742 SH SHARED 02 742 D BALL CORP COM 05849810 8142 172442 SH SHARED 172442 D BALL CORP COM 05849810 19535 413714 SH SHARED 01 413714 D BALL CORP COM 05849810 17942 379972 SH SHARED 02 379972 D BALL CORP COM 05849810 708 15000 SH SHARED 04 15000 D BALL CORP COM 05849810 357 7564 SH SHARED 10 7564 D BALLARD PWR SYS INC COM 05858H10 229 7455 SH SHARED 7455 D BALLARD PWR SYS INC COM 05858H10 9 310 SH SHARED 02 310 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 1581 72046 SH SHARED 72046 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 5621 256117 SH SHARED 01 256117 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 632 28813 SH SHARED 02 28563 250 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 2596 118300 SH SHARED 06 118300 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 43 1982 SH SHARED 10 1982 D BAM ENTMNT INC COM 05936110 159 33996 SH SHARED 33996 D BAM ENTMNT INC COM 05936110 37 8000 SH SHARED 8000 D BANCFIRST CORP COM 05945F10 6 158 SH SHARED 158 D BANCFIRST CORP COM 05945F10 6 156 SH SHARED 156 D BANCFIRST CORP COM 05945F10 259 6640 SH SHARED 01 6640 D BANCFIRST CORP COM 05945F10 168 4300 SH SHARED 02 4300 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 933 79228 SH SHARED 79228 D BANCO BRADESCO S A SP ADR PFD NEW 05946020 9 300 SH SHARED 300 D BANCO COMERCIAL PORTUGUES S SPON ADR NEW 05947930 11 620 SH SHARED 620 D BANCO SANTANDER CENT HISPANO ADR 05964H10 1007 122572 SH SHARED 122572 D BANCO SANTANDER CENT HISPANO ADR 05964H10 18 2224 SH SHARED 01 1224 1000 D BANCO SANTANDER CENT HISPANO ADR 05964H10 1 200 SH SHARED 02 200 D BANCO SANTANDER CHILE SPON ADR SER A 05965F10 2664 171900 SH SHARED 171900 D BANCO SANTANDER CHILE SPON ADR SER A 05965F10 10 700 SH SHARED 01 700 D BANCO SANTANDER CHILE SPON ADR SER A 05965F10 299 19300 SH SHARED 04 19300 D BANCO SANTANDER CHILE SPON ADR SER A 05965F10 2084 134500 SH SHARED 06 134500 D BANCO SANTANDER CHILE SPON ADR SER A 05965F10 708 45700 SH SHARED 10 45700 D BANCO SANTANDER CHILE SPON ADR SER A 05965F10 589 38000 SH SHARED 11 38000 D BANCO SANTIAGO SP ADR REP COM 05965L10 118 5900 SH SHARED 5900 D BANCO SANTIAGO SP ADR REP COM 05965L10 2 100 SH SHARED 01 100 D BANCORPSOUTH INC COM 05969210 43 2218 SH SHARED 2218 D BANCORPSOUTH INC COM 05969210 3378 171309 SH SHARED 01 171309 D BANCORPSOUTH INC COM 05969210 2019 102390 SH SHARED 02 102390 D BANCORPSOUTH INC COM 05969210 196 9988 SH SHARED 10 9988 D BANDAG INC COM 05981510 681 18092 SH SHARED 18092 D BANDAG INC COM 05981510 1445 38360 SH SHARED 01 38360 D BANDAG INC COM 05981510 850 22573 SH SHARED 02 22573 D BANDAG INC CL A 05981530 225 6800 SH SHARED 6800 D BANK OF AMERICA CORPORATION COM 06050510 426170 6265370 SH SHARED 6263240 2130 D BANK OF AMERICA CORPORATION COM 06050510 772392 11355377 SH SHARED 01 11340447 14930 D BANK OF AMERICA CORPORATION COM 06050510 2692 39590 SH SHR/OTHR 01 5275 34315 D BANK OF AMERICA CORPORATION COM 06050510 77990 1146582 SH SHARED 02 1111566 35016 D BANK OF AMERICA CORPORATION COM 06050510 16681 245239 SH SHARED 03 245239 D BANK OF AMERICA CORPORATION COM 06050510 18535 272500 SH SHARED 04 272500 D BANK OF AMERICA CORPORATION COM 06050510 1518 22318 SH SHARED 06 22318 D BANK OF AMERICA CORPORATION COM 06050510 2346 34502 SH SHARED 08 34502 D BANK OF AMERICA CORPORATION COM 06050510 792 11652 SH SHARED 09 11652 D BANK OF GRANITE CORP COM 06240110 5 224 SH SHARED 224 D BANK OF GRANITE CORP COM 06240110 6 298 SH SHARED 298 D BANK OF GRANITE CORP COM 06240110 480 20899 SH SHARED 01 20899 D BANK OF GRANITE CORP COM 06240110 272 11861 SH SHARED 02 11861 D BANK OF GRANITE CORP COM 06240110 63 2770 SH SHARED 10 2770 D BANK MONTREAL QUE COM 06367110 3747 154409 SH SHARED 154409 D BANK MONTREAL QUE COM 06367110 16 699 SH SHARED 02 699 D BANK MUT CORP COM 06374810 1 100 SH SHARED 100 D BANK MUT CORP COM 06374810 5 298 SH SHARED 298 D BANK MUT CORP COM 06374810 328 19300 SH SHARED 01 19300 D BANK MUT CORP COM 06374810 201 11868 SH SHARED 02 11868 D BANK NEW YORK INC COM 06405710 140905 3353289 SH SHARED 3349963 3326 D BANK NEW YORK INC COM 06405710 316505 7532258 SH SHARED 01 6720370 12637 799251 D BANK NEW YORK INC COM 06405710 13260 315587 SH SHR/OTHR 01 189882 125705 D BANK NEW YORK INC COM 06405710 18400 437902 SH SHARED 02 415338 22564 D BANK NEW YORK INC COM 06405710 21350 508100 SH SHARED 03 508100 D BANK NEW YORK INC COM 06405710 2731 65000 SH SHARED 04 65000 D BANK NEW YORK INC COM 06405710 670 15964 SH SHARED 06 15964 D BANK NEW YORK INC COM 06405710 235 5600 SH SHARED 07 5600 D BANK NEW YORK INC COM 06405710 977 23270 SH SHARED 08 23270 D BANK NEW YORK INC COM 06405710 265 6310 SH SHARED 09 6310 D BANK NEW YORK INC COM 06405710 2219 52820 SH SHARED 12 52820 D BANK ONE CORP COM 06423A10 177005 4236600 SH SHARED 4236600 D BANK ONE CORP COM 06423A10 369599 8846321 SH SHARED 01 8841490 650 4181 D BANK ONE CORP COM 06423A10 20263 484995 SH SHR/OTHR 01 482565 2430 D BANK ONE CORP COM 06423A10 30877 739054 SH SHARED 02 732859 6195 D BANK ONE CORP COM 06423A10 4566 109300 SH SHARED 03 109300 D BANK ONE CORP COM 06423A10 39774 952000 SH SHARED 04 952000 D BANK ONE CORP COM 06423A10 3118 74630 SH SHARED 05 74630 D BANK ONE CORP COM 06423A10 860 20585 SH SHARED 06 20585 D BANK ONE CORP COM 06423A10 349 8368 SH SHARED 09 8368 D BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 06541611 2 20000 SH SHARED 20000 D BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 06541611 30 233809 SH SHARED 233809 D BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 06541611 10 84440 SH SHARED 01 84440 D BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 06541611 431 3321200 SH SHARED 02 3321200 D BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 06541611 0 3500 SH SHARED 10 3500 D BANKATLANTIC BANCORP SDCV 5.625%12/0 065908AC 1744 1495000 PRN SHARED 1495000 D BANKATLANTIC BANCORP CL A 06590850 8 642 SH SHARED 642 D BANKATLANTIC BANCORP CL A 06590850 895 68910 SH SHARED 01 68910 D BANKATLANTIC BANCORP CL A 06590850 465 35800 SH SHARED 02 35800 D BANKNORTH GROUP INC NEW COM 06646R10 2 99 SH SHARED 99 D BANKNORTH GROUP INC NEW COM 06646R10 10425 395653 SH SHARED 395653 D BANKNORTH GROUP INC NEW COM 06646R10 8805 334183 SH SHARED 01 334183 D BANKNORTH GROUP INC NEW COM 06646R10 28 1100 SH SHR/OTHR 01 1100 D BANKNORTH GROUP INC NEW COM 06646R10 2265 85962 SH SHARED 02 85962 D BANKUNITED FINL CORP CL A 06652B10 3 254 SH SHARED 254 D BANKUNITED FINL CORP CL A 06652B10 6 416 SH SHARED 416 D BANKUNITED FINL CORP CL A 06652B10 4146 276790 SH SHARED 01 276790 D BANKUNITED FINL CORP CL A 06652B10 480 32098 SH SHARED 02 27098 5000 D BANKUNITED FINL CORP CL A 06652B10 2103 140400 SH SHARED 06 140400 D BANKUNITED FINL CORP CL A 06652B10 808 53970 SH SHARED 10 53970 D BANNER CORP COM 06652V10 5 255 SH SHARED 255 D BANNER CORP COM 06652V10 4 222 SH SHARED 222 D BANNER CORP COM 06652V10 668 30480 SH SHARED 01 30480 D BANNER CORP COM 06652V10 245 11173 SH SHARED 02 11173 D BANNER CORP COM 06652V10 58 2644 SH SHARED 10 2644 D BANTA CORP COM 06682110 2219 62140 SH SHARED 62140 D BANTA CORP COM 06682110 3056 85579 SH SHARED 01 85579 D BANTA CORP COM 06682110 1504 42118 SH SHARED 02 39118 3000 D BANTA CORP COM 06682110 137 3858 SH SHARED 10 3858 D BANYAN STRATEGIC RLTY TR SH BEN INT 06683M10 5 7530 SH SHARED 7530 D BANYAN STRATEGIC RLTY TR SH BEN INT 06683M10 0 1000 SH SHARED 02 1000 D BARCLAYS BK PLC AM DEP NT RCPT 06738C83 5 200 SH SHARED 02 200 D BARCLAYS PLC ADR 06738E20 2682 21738 SH SHARED 21738 D BARCLAYS PLC ADR 06738E20 37 300 SH SHARED 01 300 D BARD C R INC COM 06738310 6650 112618 SH SHARED 112618 D BARD C R INC COM 06738310 19126 323909 SH SHARED 01 323909 D BARD C R INC COM 06738310 7770 131598 SH SHARED 02 129598 2000 D BARD C R INC COM 06738310 164 2793 SH SHARED 06 2793 D BARD C R INC COM 06738310 27 460 SH SHARED 07 460 D BARNES & NOBLE INC COM 06777410 10834 349602 SH SHARED 349602 D BARNES & NOBLE INC COM 06777410 2985 96325 SH SHARED 01 96325 D BARNES & NOBLE INC COM 06777410 1966 63459 SH SHARED 02 63059 400 D BARNES GROUP INC COM 06780610 164 6732 SH SHARED 6732 D BARNES GROUP INC COM 06780610 3210 131056 SH SHARED 01 36010 95046 D BARNES GROUP INC COM 06780610 430 17583 SH SHARED 02 17583 D BARNES GROUP INC COM 06780610 74 3021 SH SHARED 10 3021 D BARNESANDNOBLE COM INC CL A 06784610 18 11815 SH SHARED 11815 D BARRICK GOLD CORP COM 06790110 39046 2103784 SH SHARED 2103784 D BARRICK GOLD CORP COM 06790110 52527 2830145 SH SHARED 01 2830145 D BARRICK GOLD CORP COM 06790110 10855 584909 SH SHARED 02 569276 15633 D BARNWELL INDS INC COM 06822110 14 700 SH SHARED 01 700 D BARPOINT COM INC COM 06829610 0 785 SH SHARED 785 D BARR LABS INC COM 06830610 25596 388881 SH SHARED 388881 D BARR LABS INC COM 06830610 4306 65421 SH SHARED 01 64971 450 D BARR LABS INC COM 06830610 21 334 SH SHR/OTHR 01 334 D BARR LABS INC COM 06830610 1505 22877 SH SHARED 02 22877 D BARR LABS INC COM 06830610 2961 45000 SH SHARED 04 45000 D BARRA INC COM 06831310 12 205 SH SHARED 205 D BARRA INC COM 06831310 10770 177815 SH SHARED 177815 D BARRA INC COM 06831310 2171 35850 SH SHARED 01 35175 675 D BARRA INC COM 06831310 28 472 SH SHR/OTHR 01 472 D BARRA INC COM 06831310 787 13000 SH SHARED 02 13000 D BASSETT FURNITURE INDS INC COM 07020310 415 20290 SH SHARED 20290 D BASSETT FURNITURE INDS INC COM 07020310 311 15201 SH SHARED 01 15201 D BASSETT FURNITURE INDS INC COM 07020310 219 10716 SH SHARED 02 10716 D BAUSCH & LOMB INC COM 07170710 5299 118907 SH SHARED 115647 3260 D BAUSCH & LOMB INC COM 07170710 14469 324639 SH SHARED 01 324639 D BAUSCH & LOMB INC COM 07170710 2260 50725 SH SHARED 02 50725 D BAXTER INTL INC COM 07181310 238 4000 SH SHARED 4000 D BAXTER INTL INC COM 07181310 435124 7310567 SH SHARED 7309767 800 D BAXTER INTL INC COM 07181310 268601 4512795 SH SHARED 01 4504763 8032 D BAXTER INTL INC COM 07181310 9247 155368 SH SHR/OTHR 01 152068 3300 D BAXTER INTL INC COM 07181310 18804 315942 SH SHARED 02 309727 6215 D BAXTER INTL INC COM 07181310 2434 40900 SH SHARED 03 40900 D BAXTER INTL INC COM 07181310 14612 245500 SH SHARED 04 245500 D BAXTER INTL INC COM 07181310 935 15709 SH SHARED 06 15709 D BAXTER INTL INC COM 07181310 249 4200 SH SHARED 07 4200 D BAXTER INTL INC COM 07181310 263 4428 SH SHARED 09 4428 D BAY VIEW CAP CORP DEL COM 07262L10 1390 203244 SH SHARED 203244 D BAY VIEW CAP CORP DEL COM 07262L10 901 131833 SH SHARED 01 131833 D BAY VIEW CAP CORP DEL COM 07262L10 616 90122 SH SHARED 02 90122 D BAY VIEW CAP CORP DEL COM 07262L10 81 11880 SH SHARED 10 11880 D BAYER A G SPONSORED ADR 07273030 67 2000 SH SHARED 01 1000 1000 D BBVA BANCO BHIF SPONSORED ADR 07329710 24 2000 SH SHARED 2000 D BE AEROSPACE INC COM 07330210 498 50219 SH SHARED 50219 D BE AEROSPACE INC COM 07330210 3037 305890 SH SHARED 01 305890 D BE AEROSPACE INC COM 07330210 355 35800 SH SHARED 02 35800 D BE FREE INC COM 07330810 95 57860 SH SHARED 57860 D BE FREE INC COM 07330810 1 858 SH SHARED 01 358 500 D BE FREE INC COM 07330810 9 5700 SH SHARED 02 5700 D BE INC COM 07330910 20 202728 SH SHARED 202728 D BE SEMICONDUCTOR INDS N V NY REGSTRY SHS 07332010 2 281 SH SHARED 281 D BEA SYS INC NOTE 4.000%12/1 073325AD 7377 8857000 PRN SHARED 02 284000 8573000 D BEA SYS INC COM 07332510 7487 546116 SH SHARED 546116 D BEA SYS INC COM 07332510 8400 612725 SH SHARED 01 609725 3000 D BEA SYS INC COM 07332510 14634 1067447 SH SHARED 02 1058493 8954 D BEA SYS INC COM 07332510 326 23800 SH SHARED 03 23800 D BEA SYS INC COM 07332510 13230 965000 SH SHARED 04 965000 D BEA SYS INC COM 07332510 167 12205 SH SHARED 06 12205 D BEACON POWER CORP COM 07367710 0 865 SH SHARED 865 D BEACON POWER CORP COM 07367710 24 47873 SH SHARED 47873 D BEACON POWER CORP COM 07367710 27 54119 SH SHARED 01 48219 5900 D BEACON POWER CORP COM 07367710 18 35560 SH SHARED 02 35560 D BEAR STEARNS COS INC COM 07390210 18473 294400 SH SHARED 294400 D BEAR STEARNS COS INC COM 07390210 40220 640964 SH SHARED 01 640964 D BEAR STEARNS COS INC COM 07390210 25 400 SH SHR/OTHR 01 400 D BEAR STEARNS COS INC COM 07390210 11350 180891 SH SHARED 02 180891 D BEAR STEARNS COS INC COM 07390210 52 829 SH SHARED 09 829 D BEASLEY BROADCAST GROUP INC CL A 07401410 3 224 SH SHARED 224 D BEASLEY BROADCAST GROUP INC CL A 07401410 214 14400 SH SHARED 01 14400 D BEASLEY BROADCAST GROUP INC CL A 07401410 123 8256 SH SHARED 02 8256 D BEAZER HOMES USA INC COM 07556Q10 8414 108506 SH SHARED 108506 D BEAZER HOMES USA INC COM 07556Q10 1920 24760 SH SHARED 01 20960 3800 D BEAZER HOMES USA INC COM 07556Q10 803 10358 SH SHARED 02 9833 525 D BEAZER HOMES USA INC COM 07556Q10 102 1317 SH SHARED 10 1317 D BEBE STORES INC COM 07557110 15 733 SH SHARED 733 D BEBE STORES INC COM 07557110 993 47181 SH SHARED 47181 D BEBE STORES INC COM 07557110 198 9411 SH SHARED 01 9411 D BEBE STORES INC COM 07557110 113 5391 SH SHARED 02 5391 D BECKMAN COULTER INC COM 07581110 8004 156737 SH SHARED 156737 D BECKMAN COULTER INC COM 07581110 6882 134762 SH SHARED 01 134470 292 D BECKMAN COULTER INC COM 07581110 5904 115622 SH SHARED 02 38942 76680 D BECTON DICKINSON & CO COM 07588710 27285 723382 SH SHARED 723382 D BECTON DICKINSON & CO COM 07588710 70930 1880455 SH SHARED 01 1869655 6600 4200 D BECTON DICKINSON & CO COM 07588710 2185 57933 SH SHR/OTHR 01 24833 33100 D BECTON DICKINSON & CO COM 07588710 6068 160876 SH SHARED 02 158126 2750 D BECTON DICKINSON & CO COM 07588710 660 17500 SH SHARED 03 17500 D BECTON DICKINSON & CO COM 07588710 2640 70000 SH SHARED 04 70000 D BECTON DICKINSON & CO COM 07588710 173 4600 SH SHARED 06 4600 D BECTON DICKINSON & CO COM 07588710 354 9397 SH SHARED 07 9397 D BECTON DICKINSON & CO COM 07588710 77 2066 SH SHARED 09 2066 D BED BATH & BEYOND INC COM 07589610 56 1680 SH SHARED 1680 D BED BATH & BEYOND INC COM 07589610 36423 1079225 SH SHARED 1079225 D BED BATH & BEYOND INC COM 07589610 65399 1937752 SH SHARED 01 1920552 17200 D BED BATH & BEYOND INC COM 07589610 15923 471798 SH SHARED 02 459858 11940 D BED BATH & BEYOND INC COM 07589610 641 19000 SH SHARED 03 19000 D BED BATH & BEYOND INC COM 07589610 145 4300 SH SHARED 06 4300 D BED BATH & BEYOND INC COM 07589610 16 500 SH SHARED 07 500 D BED BATH & BEYOND INC COM 07589610 80 2383 SH SHARED 09 2383 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 11 460 SH SHARED 460 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 854 33380 SH SHARED 01 33380 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 437 17100 SH SHARED 02 16100 1000 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 179 7000 SH SHARED 10 7000 D BEL FUSE INC CL A 07734720 2 91 SH SHARED 91 D BEL FUSE INC CL B 07734730 2 109 SH SHARED 109 D BEL FUSE INC CL B 07734730 4 188 SH SHARED 188 D BEL FUSE INC CL B 07734730 402 16435 SH SHARED 01 16435 D BEL FUSE INC CL B 07734730 228 9332 SH SHARED 02 9332 D BELDEN INC COM 07745910 896 37604 SH SHARED 37604 D BELDEN INC COM 07745910 13291 557743 SH SHARED 01 557743 D BELDEN INC COM 07745910 657 27578 SH SHARED 02 27578 D BELDEN INC COM 07745910 955 40100 SH SHARED 06 40100 D BELDEN INC COM 07745910 1338 56176 SH SHARED 10 56176 D BELL INDS INC COM 07810710 11 5100 SH SHARED 5100 D BELL MICROPRODUCTS INC COM 07813710 0 2 SH SHARED 2 D BELL MICROPRODUCTS INC COM 07813710 557 53588 SH SHARED 53588 D BELL MICROPRODUCTS INC COM 07813710 391 37690 SH SHARED 01 37690 D BELL MICROPRODUCTS INC COM 07813710 241 23246 SH SHARED 02 23246 D BELLSOUTH CORP COM 07986010 329067 8927495 SH SHARED 8927495 D BELLSOUTH CORP COM 07986010 1745573 47356858 SH SHARED 01 13705320 33651538 D BELLSOUTH CORP COM 07986010 7810 211901 SH SHR/OTHR 01 92021 119880 D BELLSOUTH CORP COM 07986010 40711 1104478 SH SHARED 02 1053744 50734 D BELLSOUTH CORP COM 07986010 13494 366100 SH SHARED 03 73100 293000 D BELLSOUTH CORP COM 07986010 41522 1126500 SH SHARED 04 1126500 D BELLSOUTH CORP COM 07986010 10152 275447 SH SHARED 05 275447 D BELLSOUTH CORP COM 07986010 15071 408886 SH SHARED 06 408886 D BELLSOUTH CORP COM 07986010 437 11860 SH SHARED 07 11860 D BELLSOUTH CORP COM 07986010 1211 32877 SH SHARED 08 32877 D BELLSOUTH CORP COM 07986010 546 14828 SH SHARED 09 14828 D BELLSOUTH CORP COM 07986010 1801 48870 SH SHARED 11 48870 D BELO CORP COM SER A 08055510 1482 63782 SH SHARED 63782 D BELO CORP COM SER A 08055510 10811 465027 SH SHARED 01 306417 158610 D BEMIS INC COM 08143710 14358 264191 SH SHARED 264191 D BEMIS INC COM 08143710 19744 363292 SH SHARED 01 363292 D BEMIS INC COM 08143710 1732 31883 SH SHARED 02 31883 D BENCHMARK ELECTRS INC NOTE 6.000% 8/1 08160HAC 82 85000 PRN SHARED 85000 D BENCHMARK ELECTRS INC COM 08160H10 2421 86492 SH SHARED 86492 D BENCHMARK ELECTRS INC COM 08160H10 3272 116882 SH SHARED 01 116882 D BENCHMARK ELECTRS INC COM 08160H10 608 21736 SH SHARED 02 21736 D BENETTON GROUP SPA ADR NEW 08179540 29 1110 SH SHARED 1110 D BENNETT ENVIRONMENTAL INC COM 08190610 124 7700 SH SHARED 7700 D BENIHANA INC CL A 08204720 0 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D BROOKS AUTOMATION INC COM 11434A10 3790 83428 SH SHARED 01 83428 D BROOKS AUTOMATION INC COM 11434A10 2024 44546 SH SHARED 02 44546 D BROOKSTONE INC COM 11453710 2 144 SH SHARED 144 D BROOKSTONE INC COM 11453710 161 10068 SH SHARED 02 10068 D BROOKTROUT INC COM 11458010 3 549 SH SHARED 549 D BROOKTROUT INC COM 11458010 3 500 SH SHARED 01 500 D BROWN & BROWN INC COM 11523610 2687 85580 SH SHARED 85580 D BROWN & BROWN INC COM 11523610 6600 210200 SH SHARED 01 210200 D BROWN & BROWN INC COM 11523610 2598 82750 SH SHARED 02 82750 D BROWN FORMAN CORP CL B 11563720 10670 146655 SH SHARED 146655 D BROWN FORMAN CORP CL B 11563720 26987 370918 SH SHARED 01 369918 1000 D BROWN FORMAN CORP CL B 11563720 2631 36167 SH SHARED 02 36167 D BROWN FORMAN CORP CL B 11563720 34 468 SH SHARED 09 468 D BROWN TOM INC ST 11566020 1 53 SH SHARED 53 D BROWN TOM INC 511 11566020 2980 109187 SH SHARED 109187 D BROWN TOM INC 620 11566020 16612 608500 SH SHARED 01 608500 D BROWN TOM INC 10036 11566020 1207 44225 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BRUNSWICK CORP COM 11704310 1766 64649 SH SHARED 02 64599 50 D BRUSH ENGINEERED MATLS INC COM 11742110 96 7600 SH SHARED 7600 D BRUSH ENGINEERED MATLS INC COM 11742110 544 42908 SH SHARED 01 42908 D BRUSH ENGINEERED MATLS INC COM 11742110 233 18360 SH SHARED 02 18360 D BRUSH ENGINEERED MATLS INC COM 11742110 57 4560 SH SHARED 10 4560 D BSQUARE CORP COM 11776U10 0 64 SH SHARED 64 D BSQUARE CORP COM 11776U10 1 460 SH SHARED 460 D BSQUARE CORP COM 11776U10 81 22400 SH SHARED 01 22400 D BSQUARE CORP COM 11776U10 156 42827 SH SHARED 02 16293 26534 D BUCA INC COM 11776910 7 424 SH SHARED 424 D BUCA INC COM 11776910 255 14056 SH SHARED 14056 D BUCA INC COM 11776910 826 45500 SH SHARED 01 39000 6500 D BUCA INC COM 11776910 241 13300 SH SHARED 02 13300 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 23 600 SH SHARED 600 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 179 4500 SH SHARED 01 4500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 135 3400 SH SHR/OTHR 01 2900 500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 291 7300 SH SHARED 02 3300 4000 D BUCKEYE TECHNOLOGIES INC COM 11825510 18 1832 SH SHARED 1832 D BUCKEYE TECHNOLOGIES INC COM 11825510 430 41770 SH SHARED 01 40770 1000 D BUCKEYE TECHNOLOGIES INC COM 11825510 283 27498 SH SHARED 02 26998 500 D BUCKEYE TECHNOLOGIES INC COM 11825510 36 3500 SH SHARED 10 3500 D BUCKLE INC COM 11844010 4 178 SH SHARED 178 D BUCKLE INC COM 11844010 339 13850 SH SHARED 01 13850 D BUCKLE INC COM 11844010 194 7929 SH SHARED 02 7929 D BUDGET GROUP INC CL A 11900310 0 2500 SH SHARED 02 2500 D BUHRMANN N V SPONSORED ADR 12007Q10 11 900 SH SHARED 900 D BUILDING MATLS HLDG CORP COM 12011310 2 156 SH SHARED 156 D BUILDING MATLS HLDG CORP COM 12011310 78 5432 SH SHARED 5432 D BUILDING MATLS HLDG CORP COM 12011310 505 35070 SH SHARED 01 35070 D BUILDING MATLS HLDG CORP COM 12011310 200 13900 SH SHARED 02 13900 D BURLINGTON COAT FACTORY COM 12157910 201 10458 SH SHARED 10458 D BURLINGTON COAT FACTORY COM 12157910 787 40910 SH SHARED 01 40910 D BURLINGTON COAT FACTORY COM 12157910 367 19091 SH SHARED 02 19091 D BURLINGTON COAT FACTORY COM 12157910 64 3345 SH SHARED 10 3345 D BURLINGTON NORTHN SANTA FE C COM 12189T10 28416 941575 SH SHARED 941575 D BURLINGTON NORTHN SANTA FE C COM 12189T10 89422 2962969 SH SHARED 01 2961169 1800 D BURLINGTON NORTHN SANTA FE C COM 12189T10 5318 176232 SH SHR/OTHR 01 160377 15855 D BURLINGTON NORTHN SANTA FE C COM 12189T10 6371 211125 SH SHARED 02 208725 2400 D BURLINGTON NORTHN SANTA FE C COM 12189T10 808 26800 SH SHARED 03 26800 D BURLINGTON NORTHN SANTA FE C COM 12189T10 539 17881 SH SHARED 06 17881 D BURLINGTON NORTHN SANTA FE C COM 12189T10 577 19140 SH SHARED 07 19140 D BURLINGTON NORTHN SANTA FE C COM 12189T10 86 2863 SH SHARED 09 2863 D BURLINGTON RES INC COM 12201410 23839 594646 SH SHARED 594646 D BURLINGTON RES INC COM 12201410 57588 1436480 SH SHARED 01 1435735 745 D BURLINGTON RES INC COM 12201410 1042 26001 SH SHR/OTHR 01 18696 7305 D BURLINGTON RES INC COM 12201410 5572 139000 SH SHARED 02 130519 8481 D BURLINGTON RES INC COM 12201410 541 13500 SH SHARED 03 13500 D BURLINGTON RES INC COM 12201410 113 2820 SH SHARED 06 2820 D BURLINGTON RES INC COM 12201410 80 2006 SH SHARED 09 2006 D BURNHAM PAC PPTYS INC COM 12232C10 0 366 SH SHARED 366 D BURNHAM PAC PPTYS INC COM 12232C10 124 73690 SH SHARED 01 73690 D BURNHAM PAC PPTYS INC COM 12232C10 7 4400 SH SHR/OTHR 01 4400 D BURNHAM PAC PPTYS INC COM 12232C10 3119 1845610 SH SHARED 02 15410 1830200 D BURNHAM PAC PPTYS INC COM 12232C10 23 13806 SH SHARED 10 13806 D BURR BROWN CORP NOTE 4.250% 2/1 122574AF 2445 2250000 PRN SHARED 01 2250000 D BURR BROWN CORP NOTE 4.250% 2/1 122574AF 409 377000 PRN SHARED 02 377000 D BUSH INDS INC CL A 12316410 2 200 SH SHARED 200 D BUSH INDS INC CL A 12316410 244 19210 SH SHARED 01 19210 D BUSH INDS INC CL A 12316410 112 8794 SH SHARED 02 8794 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1 26 SH SHARED 26 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 7565 172090 SH SHARED 172090 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 4234 96330 SH SHARED 02 53580 42750 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 9524 216661 SH SHARED 04 216661 D BUTLER INTL INC NEW COM 12364910 1 863 SH SHARED 863 D BUTLER MFG CO DEL COM 12365510 34 1269 SH SHARED 1269 D BUTLER MFG CO DEL COM 12365510 202 7560 SH SHARED 01 7560 D BUTLER MFG CO DEL COM 12365510 144 5400 SH SHARED 02 5400 D C&D TECHNOLOGIES INC COM 12466110 2168 103160 SH SHARED 103160 D C&D TECHNOLOGIES INC COM 12466110 1116 53130 SH SHARED 01 53130 D C&D TECHNOLOGIES INC COM 12466110 699 33281 SH SHARED 02 33156 125 D CBES BANCORP INC COM 12479410 100 7584 SH SHARED 7584 D CBL & ASSOC PPTYS INC COM 12483010 451 12762 SH SHARED 12762 D CBL & ASSOC PPTYS INC COM 12483010 1530 43286 SH SHARED 01 43286 D CBL & ASSOC PPTYS INC COM 12483010 895 25326 SH SHARED 02 23900 1426 D CBL & ASSOC PPTYS INC COM 12483010 270 7652 SH SHARED 10 7652 D CCC INFORMATION SVCS GROUP I COM 12487Q10 6 697 SH SHARED 697 D CCC INFORMATION SVCS 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CORP COM 12507110 289 12600 SH SHARED 02 12600 D CDW COMPUTER CTRS INC COM 12512910 5 100 SH SHARED 100 D CDW COMPUTER CTRS INC COM 12512910 6977 138598 SH SHARED 138598 D CDW COMPUTER CTRS INC COM 12512910 6335 125849 SH SHARED 01 125849 D CDW COMPUTER CTRS INC COM 12512910 2708 53813 SH SHARED 02 53813 D CDW COMPUTER CTRS INC COM 12512910 6715 133395 SH SHARED 09 133395 D CEC ENTMT INC COM 12513710 1479 32016 SH SHARED 32016 D CEC ENTMT INC COM 12513710 2701 58478 SH SHARED 01 58478 D CEC ENTMT INC COM 12513710 1446 31300 SH SHARED 02 31300 D CECO ENVIRONMENTAL CORP COM 12514110 0 50 SH SHARED 50 D CE FRANKLIN LTD COM 12515110 16 6000 SH SHARED 02 6000 D CFS BANCORP INC COM 12525D10 5 418 SH SHARED 418 D CFS BANCORP INC COM 12525D10 459 33690 SH SHARED 01 33690 D CFS BANCORP INC COM 12525D10 203 14900 SH SHARED 02 14900 D CFS BANCORP INC COM 12525D10 67 4919 SH SHARED 10 4919 D CHC HELICOPTER CORP CL A SUB VTG 12541C20 13 800 SH SHARED 800 D CH ENERGY GROUP INC COM 12541M10 550 11598 SH SHARED 11598 D CH ENERGY GROUP INC COM 12541M10 2227 46939 SH SHARED 01 46839 100 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 911 19200 SH SHARED 02 19200 D CH ENERGY GROUP INC COM 12541M10 103 2176 SH SHARED 10 2176 D C H ROBINSON WORLDWIDE INC COM 12541W10 13 399 SH SHARED 399 D C H ROBINSON WORLDWIDE INC COM 12541W10 940 28000 SH SHARED 28000 D C H ROBINSON WORLDWIDE INC COM 12541W10 4747 141300 SH SHARED 01 134500 6800 D C H ROBINSON WORLDWIDE INC COM 12541W10 1673 49795 SH SHARED 02 49795 D CIGNA CORP COM 12550910 31315 308860 SH SHARED 308860 D CIGNA CORP COM 12550910 104538 1031054 SH SHARED 01 1031054 D CIGNA CORP COM 12550910 424 4184 SH SHR/OTHR 01 600 3584 D CIGNA CORP COM 12550910 8283 81697 SH SHARED 02 80917 780 D CIGNA CORP COM 12550910 1044 10300 SH SHARED 03 10300 D CIGNA CORP COM 12550910 298 2945 SH SHARED 06 2945 D CIGNA CORP COM 12550910 807 7960 SH SHARED 07 7960 D CIGNA CORP COM 12550910 121 1201 SH SHARED 09 1201 D CIGNA HIGH INCOME SHS SH BEN INT 12551D10 6 1777 SH SHARED 02 1777 D CIM HIGH YIELD SECS SH BEN INT 12552710 47 11100 SH SHARED 11100 D CKE RESTAURANTS INC COM 12561E10 0 90 SH SHARED 90 D CKE RESTAURANTS INC COM 12561E10 369 41292 SH SHARED 41292 D CKE RESTAURANTS INC COM 12561E10 44 5000 SH SHARED 01 5000 D CKE RESTAURANTS INC COM 12561E10 1266 141542 SH SHARED 02 141542 D CLECO CORP NEW COM 12561W10 2514 105200 SH SHARED 105200 D CLECO CORP NEW COM 12561W10 3532 147796 SH SHARED 01 141796 6000 D CLECO CORP NEW COM 12561W10 95 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 1695 70953 SH SHARED 02 70953 D CLECO CORP NEW COM 12561W10 124 5200 SH SHARED 10 5200 D CMGI INC COM 12575010 1 1012 SH SHARED 1012 D CMGI INC COM 12575010 275 204417 SH SHARED 138867 65550 D CMGI INC COM 12575010 430 319221 SH SHARED 01 319221 D CMGI INC COM 12575010 110 82104 SH SHARED 02 79550 2554 D CMGI INC COM 12575010 78 58500 SH SHARED 04 58500 D CMGI INC COM 12575090 0 9 SH SHARED 02 9 D CMS ENERGY CORP COM 12589610 12906 570307 SH SHARED 570307 D CMS ENERGY CORP COM 12589610 19231 849803 SH SHARED 01 845403 4400 D CMS ENERGY CORP COM 12589610 177 7836 SH SHR/OTHR 01 6336 1500 D CMS ENERGY CORP COM 12589610 6331 279796 SH SHARED 02 84196 195600 D CMS ENERGY CORP COM 12589610 9979 441000 SH SHARED 05 441000 D CMS ENERGY CORP ADJ CV TR8.75% 12589630 1329 45000 SH SHARED 45000 D CMS ENERGY CORP ADJ CV TR8.75% 12589630 23 800 SH SHR/OTHR 01 800 D CMS ENERGY CORP ADJ CV TR8.75% 12589630 4 150 SH SHARED 02 150 D CPI CORP COM 12590210 2 160 SH SHARED 160 D CPI CORP COM 12590210 332 20225 SH SHARED 01 20225 D CPI CORP COM 12590210 121 7413 SH SHARED 02 7413 D CPB INC COM 12590310 8 236 SH SHARED 236 D CPB INC COM 12590310 456 13300 SH SHARED 01 13300 D CPB INC COM 12590310 257 7500 SH SHARED 02 7500 D CPB INC COM 12590310 68 1983 SH SHARED 10 1983 D CSS INDS INC COM 12590610 2 62 SH SHARED 62 D CSS INDS INC COM 12590610 727 22390 SH SHARED 01 20240 2150 D CSS INDS INC COM 12590610 139 4300 SH SHARED 02 4300 D CNET INC NOTE 5.000% 3/0 125945AC 94 150000 PRN SHARED 150000 D CTB INTL CORP COM 12596010 1 92 SH SHARED 92 D CSK AUTO CORP COM 12596510 6 718 SH SHARED 718 D CSK AUTO CORP COM 12596510 496 52570 SH SHARED 01 52570 D CSK AUTO CORP COM 12596510 269 28546 SH SHARED 02 28546 D CNA FINL CORP COM 12611710 5269 177429 SH SHARED 177429 D CNA FINL CORP COM 12611710 1534 51650 SH SHARED 01 51650 D CNA FINL CORP COM 12611710 20 700 SH SHARED 02 700 D CNA SURETY CORP COM 12612L10 8 548 SH SHARED 548 D CNA SURETY CORP COM 12612L10 448 29820 SH SHARED 01 29820 D CNA SURETY CORP COM 12612L10 304 20264 SH SHARED 02 16530 3734 D CNF TR I TECONS SER A 12612V20 356 7500 SH SHARED 7500 D CNF INC COM 12612W10 4918 149097 SH SHARED 149097 D CNF INC COM 12612W10 2934 88961 SH SHARED 01 88961 D CNF INC COM 12612W10 9 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 1046 31715 SH SHARED 02 31715 D CNET NETWORKS INC COM 12613R10 1863 340101 SH SHARED 340101 D CNET NETWORKS INC COM 12613R10 623 113800 SH SHARED 01 113800 D CNET NETWORKS INC COM 12613R10 104 19074 SH SHARED 02 18674 400 D CNOOC LTD SPONSORED ADR 12613210 3744 151000 SH SHARED 151000 D CNOOC LTD SPONSORED ADR 12613210 19 800 SH SHARED 01 800 D CNOOC LTD SPONSORED ADR 12613210 280 11300 SH SHARED 02 11300 D CSG SYS INTL INC COM 12634910 4 162 SH SHARED 162 D CSG SYS INTL INC COM 12634910 3038 106719 SH SHARED 106719 D CSG SYS INTL INC COM 12634910 2872 100900 SH SHARED 01 100900 D CSG SYS INTL INC COM 12634910 1198 42114 SH SHARED 02 41114 1000 D CSP INC COM 12638910 0 157 SH SHARED 157 D CSX CORP DBCV 10/3 126408GA 1884 2222000 PRN SHARED 2222000 D CSX CORP DBCV 10/3 126408GA 22896 27000000 PRN SHARED 02 5000000 22000000 D CSX CORP COM 12640810 23729 622652 SH SHARED 622652 D CSX CORP COM 12640810 62045 1628062 SH SHARED 01 1558062 70000 D CSX CORP COM 12640810 945 24806 SH SHR/OTHR 01 18406 6400 D CSX CORP COM 12640810 5013 131551 SH SHARED 02 130501 1050 D CSX CORP COM 12640810 6602 173240 SH SHARED 03 58000 115240 D CSX CORP COM 12640810 644 16900 SH SHARED 06 16900 D CSX CORP COM 12640810 9 250 SH SHARED 07 250 D CSX CORP COM 12640810 76 2019 SH SHARED 09 2019 D CTC COMMUNICATIONS GROUP INC COM 12641910 0 70 SH SHARED 70 D CTC COMMUNICATIONS GROUP INC COM 12641910 35 14000 SH SHARED 01 6000 8000 D CTC COMMUNICATIONS GROUP INC COM 12641910 6 2400 SH SHARED 02 2400 D CT COMMUNICATIONS INC ST 12642640 0 55 SH SHARED 55 D CT COMMUNICATIONS INC 10036 12642640 79 5342 SH SHARED 5342 D CT COMMUNICATIONS INC 620 12642640 426 28610 SH SHARED 01 28610 D CT COMMUNICATIONS INC 10036 12642640 249 16762 SH SHARED 02 16762 D CT COMMUNICATIONS INC IC1 12642640 72 4879 SH SHARED 10 4879 D CTS CORP COM 12650110 682 41974 SH SHARED 41974 D CTS CORP COM 12650110 1030 63386 SH SHARED 01 63386 D CTS CORP COM 12650110 565 34779 SH SHARED 02 34779 D CUNO INC COM 12658310 48 1300 SH SHARED 1300 D CUNO INC COM 12658310 16 454 SH SHARED 454 D CUNO INC COM 12658310 2433 65560 SH SHARED 01 65560 D CUNO INC COM 12658310 601 16200 SH SHARED 02 16200 D CVB FINL CORP COM 12660010 0 33 SH SHARED 33 D CVB FINL CORP COM 12660010 14 737 SH SHARED 737 D CVB FINL CORP COM 12660010 938 46544 SH SHARED 01 46544 D CVB FINL CORP COM 12660010 565 28028 SH SHARED 02 28028 D CVS CORP COM 12665010 45510 1325666 SH SHARED 1325666 D CVS CORP COM 12665010 227227 6618917 SH SHARED 01 6545303 150 73464 D CVS CORP COM 12665010 67929 1978710 SH SHR/OTHR 01 938194 1040516 D CVS CORP COM 12665010 10896 317415 SH SHARED 02 275201 42214 D CVS CORP COM 12665010 21298 620400 SH SHARED 03 620400 D CVS CORP COM 12665010 84760 2469000 SH SHARED 04 2469000 D CVS CORP COM 12665010 382 11146 SH SHARED 06 11146 D CVS CORP COM 12665010 159 4640 SH SHARED 07 4640 D CVS CORP COM 12665010 100 2925 SH SHARED 09 2925 D CV THERAPEUTICS INC COM 12666710 2 71 SH SHARED 71 D CV THERAPEUTICS INC COM 12666710 220 6083 SH SHARED 6083 D CV THERAPEUTICS INC COM 12666710 2012 55595 SH SHARED 01 54995 600 D CV THERAPEUTICS INC COM 12666710 882 24380 SH SHARED 02 24380 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 1533 155809 SH SHARED 155809 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 31 3225 SH SHARED 02 2350 875 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 53 5400 SH SHARED 05 5400 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 8509 250268 SH SHARED 250268 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 4194 123371 SH SHARED 01 123371 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 267 7854 SH SHARED 02 7854 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 534 21674 SH SHARED 21674 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 1526 61850 SH SHARED 01 61850 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 116 4736 SH SHARED 02 4736 D CABLEVISION SYS CORP CL A RAINB MED 12686C84 1 59 SH SHARED 05 59 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 1140 85416 SH SHARED 85416 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 1427 106904 SH SHARED 01 106904 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 847 63500 SH SHARED 02 63500 D CABLE DESIGN TECHNOLOGIES CO COM 12692410 99 7427 SH SHARED 10 7427 D CACHEFLOW INC COM 12694610 4 4228 SH SHARED 4228 D CACHEFLOW INC COM 12694610 62 63400 SH SHARED 01 63400 D CACHEFLOW INC COM 12694610 24 24485 SH SHARED 02 24485 D CABOT CORP COM 12705510 3453 93710 SH SHARED 93710 D CABOT CORP COM 12705510 4477 121500 SH SHARED 01 121500 D CABOT CORP COM 12705510 1388 37692 SH SHARED 02 37642 50 D CABOT MICROELECTRONICS CORP COM 12709P10 1388 20519 SH SHARED 20519 D CABOT MICROELECTRONICS CORP COM 12709P10 3701 54721 SH SHARED 01 54721 D CABOT MICROELECTRONICS CORP COM 12709P10 1263 18683 SH SHARED 02 18683 D CABOT OIL & GAS CORP CL A 12709710 5548 224086 SH SHARED 224086 D CABOT OIL & GAS CORP CL A 12709710 1884 76110 SH SHARED 01 76110 D CABOT OIL & GAS CORP CL A 12709710 842 34020 SH SHARED 02 34020 D CACHE INC ST 12715030 2 298 SH SHARED 298 D CACI INTL INC CL A 12719030 0 9 SH SHARED 9 D CACI INTL INC CL A 12719030 1757 50064 SH SHARED 50064 D CACI INTL INC CL A 12719030 6180 176020 SH SHARED 01 176020 D CACI INTL INC CL A 12719030 819 23330 SH SHARED 02 23330 D CACI INTL INC CL A 12719030 91 2612 SH SHARED 10 2612 D CADBURY SCHWEPPES PLC ADR 12720930 2516 90693 SH SHARED 90693 D CADBURY SCHWEPPES PLC ADR 12720930 38 1400 SH SHARED 01 1400 D CADENCE DESIGN SYSTEM INC COM 12738710 8618 381163 SH SHARED 381163 D CADENCE DESIGN SYSTEM INC COM 12738710 19929 881452 SH SHARED 01 881452 D CADENCE DESIGN SYSTEM INC COM 12738710 15099 667834 SH SHARED 02 667778 56 D CADENCE DESIGN SYSTEM INC COM 12738710 9410 416200 SH SHARED 03 64500 351700 D CADENCE DESIGN SYSTEM INC COM 12738710 62137 2748214 SH SHARED 06 2748214 D CADENCE DESIGN SYSTEM INC COM 12738710 5451 241100 SH SHARED 08 241100 D CADENCE DESIGN SYSTEM INC COM 12738710 4551 201300 SH SHARED 09 201300 D CADENCE DESIGN SYSTEM INC COM 12738710 938 41500 SH SHARED 10 41500 D CADENCE DESIGN SYSTEM INC COM 12738710 2224 98400 SH SHARED 11 98400 D CADENCE DESIGN SYSTEM INC COM 12738710 974 43100 SH SHARED 12 43100 D CADIZ INC COM 12753710 7 876 SH SHARED 876 D CADIZ INC COM 12753710 502 55800 SH SHARED 01 55800 D CADIZ INC COM 12753710 351 39083 SH SHARED 02 39083 D CADIZ INC COM 12753710 643 71500 SH SHARED 06 71500 D CAL DIVE INTL INC COM 12791410 1 43 SH SHARED 43 D CAL DIVE INTL INC COM 12791410 100 4047 SH SHARED 4047 D CAL DIVE INTL INC COM 12791410 2126 85402 SH SHARED 01 85402 D CAL DIVE INTL INC COM 12791410 873 35100 SH SHARED 02 35100 D CAL MAINE FOODS INC ST 12803020 0 162 SH SHARED 162 D CALGON CARBON CORP COM 12960310 7 900 SH SHARED 900 D CALGON CARBON CORP COM 12960310 769 91860 SH SHARED 01 91860 D CALGON CARBON CORP COM 12960310 300 35898 SH SHARED 02 35898 D CALGON CARBON CORP COM 12960310 63 7550 SH SHARED 10 7550 D CALIFORNIA AMPLIFIER INC COM 12990010 0 51 SH SHARED 51 D CALIFORNIA COASTAL CMNTYS IN equit-comm 12991520 0 2 SH SHARED 01 2 D CALIFORNIA FED BK FSB LOS AN CONT LITIG REC 13020960 0 85 SH SHARED 85 D CALIFORNIA FED BK FSB LOS AN CONT LITIG REC 13020960 753 251000 SH SHARED 02 251000 D CALIFORNIA FED BK FSB LOS AN 2ND CONT LITIG 13020970 1 1459 SH SHARED 1459 D CALIFORNIA FED BK FSB LOS AN 2ND CONT LITIG 13020970 379 446400 SH SHARED 02 446400 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 0 79 SH SHARED 79 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 11 460 SH SHARED 460 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 776 31050 SH SHARED 01 30100 950 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 50 2001 SH SHR/OTHR 01 2001 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 434 17389 SH SHARED 02 17389 D CALIFORNIA WTR SVC GROUP COM 13078810 9 390 SH SHARED 390 D CALIFORNIA WTR SVC GROUP COM 13078810 704 27500 SH SHARED 01 27500 D CALIFORNIA WTR SVC GROUP COM 13078810 389 15200 SH SHARED 02 15200 D CALIFORNIA WTR SVC GROUP COM 13078810 539 21062 SH SHARED 10 21062 D CALIPER TECHNOLOGIES CORP COM 13087610 0 14 SH SHARED 14 D CALIPER TECHNOLOGIES CORP COM 13087610 442 34111 SH SHARED 34111 D CALIPER TECHNOLOGIES CORP COM 13087610 605 46700 SH SHARED 01 46700 D CALIPER TECHNOLOGIES CORP COM 13087610 298 23000 SH SHARED 02 23000 D CALIPER TECHNOLOGIES CORP COM 13087610 103 8000 SH SHARED 04 8000 D CALLAWAY GOLF CO COM 13119310 2259 117400 SH SHARED 117400 D CALLAWAY GOLF CO COM 13119310 2617 135949 SH SHARED 01 134949 1000 D CALLAWAY GOLF CO COM 13119310 986 51260 SH SHARED 02 43260 8000 D CALLON PETE CO DEL COM 13123X10 2 382 SH SHARED 382 D CALLON PETE CO DEL COM 13123X10 215 27592 SH SHARED 01 27592 D CALLON PETE CO DEL COM 13123X10 73 9400 SH SHARED 02 9400 D CALLON PETE CO DEL COM 13123X10 780 100000 SH SHARED 04 100000 D CALLOWAYS NURSERY INC COM 13125510 0 69 SH SHARED 69 D CALPINE CORP COM 13134710 63071 4966232 SH SHARED 4966232 D CALPINE CORP COM 13134710 26946 2121802 SH SHARED 01 2121802 D CALPINE CORP COM 13134710 12 1000 SH SHR/OTHR 01 1000 D CALPINE CORP COM 13134710 30971 2438730 SH SHARED 02 2397855 40875 D CALPINE CORP COM 13134710 248 19600 SH SHARED 03 19600 D CALPINE CORP COM 13134710 115 9088 SH SHARED 06 9088 D CALPINE CORP COM 13134710 29 2294 SH SHARED 09 2294 D CAMBRIDGE HEART INC COM 13191010 0 371 SH SHARED 371 D CAM COMM SOLUTIONS INC COM 13191610 0 70 SH SHARED 70 D CAM COMM SOLUTIONS INC COM 13191610 24 5600 SH SHARED 5600 D CAMBREX CORP COM 13201110 1999 47500 SH SHARED 47500 D CAMBREX CORP COM 13201110 2028 48183 SH SHARED 01 48183 D CAMBREX CORP COM 13201110 1190 28266 SH SHARED 02 28266 D CAMBREX CORP COM 13201110 172 4100 SH SHARED 06 4100 D CAMBREX CORP COM 13201110 51 1219 SH SHARED 10 1219 D CAMCO FINL CORP COM 13261810 210 15800 SH SHARED 15800 D CAMDEN PPTY TR SH BEN INT 13313110 6388 163300 SH SHARED 163300 D CAMDEN PPTY TR SH BEN INT 13313110 11903 304281 SH SHARED 01 304281 D CAMDEN PPTY TR SH BEN INT 13313110 3157 80720 SH SHARED 02 62480 18240 D CAMDEN PPTY TR SH BEN INT 13313110 468 11964 SH SHARED 10 11964 D CAMECO CORP COM 13321L10 55 1900 SH SHARED 1900 D CAMINUS CORP COM 13376610 1122 49881 SH SHARED 49881 D CAMINUS CORP COM 13376610 641 28500 SH SHARED 01 28500 D CAMINUS CORP COM 13376610 316 14061 SH SHARED 02 13961 100 D CAMPBELL SOUP CO COM 13442910 59545 2221863 SH SHARED 2221863 D CAMPBELL SOUP CO COM 13442910 64822 2418733 SH SHARED 01 2414733 4000 D CAMPBELL SOUP CO COM 13442910 471 17600 SH SHR/OTHR 01 2000 15600 D CAMPBELL SOUP CO COM 13442910 5491 204917 SH SHARED 02 204492 425 D CAMPBELL SOUP CO COM 13442910 442 16500 SH SHARED 03 16500 D CAMPBELL SOUP CO COM 13442910 3 123 SH SHARED 06 123 D CAMPBELL SOUP CO COM 13442910 26 1000 SH SHARED 07 1000 D CAMPBELL SOUP CO COM 13442910 85 3193 SH SHARED 09 3193 D CANAAN ENERGY CORP COM 13474310 0 16 SH SHARED 16 D CANADA LIFE FINL CORP COM 13511310 409 16300 SH SHARED 16300 D CANADA LIFE FINL CORP COM 13511310 8 330 SH SHARED 02 330 D CANADA SOUTHN PETE LTD LTD VTG SH 13523110 11 2455 SH SHARED 2455 D MOORE LTD COM 13582510 282 21736 SH SHARED 02 21736 D CDN IMPERIAL BK OF COMMERCE COM 13606910 887 25000 SH SHARED 25000 D CDN IMPERIAL BK OF COMMERCE COM 13606910 3 91 SH SHARED 02 91 D CANADIAN NATL RY CO COM 13637510 3487 69800 SH SHARED 69800 D CANADIAN NATL RY CO COM 13637510 1411 28251 SH SHARED 01 28251 D CANADIAN NATL RY CO COM 13637510 1056 21155 SH SHARED 02 21155 D CANADIAN NATL RY CO PFD CV 063029 13637540 79836 1204900 SH SHARED 1204900 D CANADIAN NAT RES LTD COM 13638510 3 100 SH SHARED 100 D CANADIAN PAC RY LTD COM 13645T10 1132 52856 SH SHARED 52856 D CANADIAN PAC RY LTD COM 13645T10 28 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 57 2690 SH SHARED 02 2490 200 D CANDELA CORP COM 13690710 67 12300 SH SHARED 12300 D CANDIES INC COM 13740910 28 13100 SH SHARED 13100 D CANDIES INC COM 13740910 0 26 SH SHARED 01 26 D CANNONDALE CORP COM 13779810 28 7100 SH SHARED 7100 D CANON INC ADR 13800630 1937 52146 SH SHARED 52146 D CANON INC ADR 13800630 185 5000 SH SHARED 01 5000 D CANTEL MEDICAL CORP COM 13809810 0 23 SH SHARED 23 D CANTEL MEDICAL CORP COM 13809810 205 8500 SH SHARED 01 8500 D CANTERBURY CONSULTING GRP IN ST 13810830 3 4170 SH SHARED 4170 D CAPITAL CITY BK GROUP INC COM 13967410 4 160 SH SHARED 160 D CAPITAL CITY BK GROUP INC COM 13967410 289 10710 SH SHARED 01 10710 D CAPITAL CITY BK GROUP INC COM 13967410 199 7372 SH SHARED 02 7372 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 1 62 SH SHARED 62 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 280 12210 SH SHARED 12210 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 982 42734 SH SHARED 01 42734 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 524 22800 SH SHARED 02 22800 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 90 3947 SH SHARED 10 3947 D CAPITAL BK CORP COM 13979310 5 353 SH SHARED 353 D CAPITAL CORP OF THE WEST COM 14006510 798 42000 SH SHARED 42000 D CAPITAL ONE FINL CORP COM 14040H10 35197 551258 SH SHARED 551258 D CAPITAL ONE FINL CORP COM 14040H10 92429 1447598 SH SHARED 01 1447598 D CAPITAL ONE FINL CORP COM 14040H10 63 1000 SH SHR/OTHR 01 1000 D CAPITAL ONE FINL CORP COM 14040H10 13916 217951 SH SHARED 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14 4582 SH SHARED 4582 D CAPSTONE TURBINE CORP COM 14067D10 251 77244 SH SHARED 77240 4 D CAPSTONE TURBINE CORP COM 14067D10 322 99000 SH SHARED 01 99000 D CAPSTONE TURBINE CORP COM 14067D10 520 159700 SH SHARED 02 159300 400 D CAPSTONE TURBINE CORP COM 14067D10 77 23850 SH SHARED 04 23850 D CAPSTONE TURBINE CORP COM 14067D10 163 50000 SH SHARED 06 50000 D CAPSTONE TURBINE CORP COM 14067D90 144 44212 SH SHARED 02 44212 D CAPSTEAD MTG CORP PFD B CV $1.26 14067E30 11 1000 SH SHARED 02 1000 D CAPSTEAD MTG CORP COM NO PAR 14067E50 3 182 SH SHARED 182 D CAPSTEAD MTG CORP COM NO PAR 14067E50 490 25327 SH SHARED 01 25327 D CAPSTEAD MTG CORP COM NO PAR 14067E50 193 10020 SH SHARED 02 9420 600 D CAPTARIS INC COM 14071N10 10 3066 SH SHARED 3066 D CAPTARIS INC COM 14071N10 42 12300 SH SHARED 02 12300 D CARBO CERAMICS INC COM 14078110 489 11942 SH SHARED 11942 D CARBO CERAMICS INC COM 14078110 880 21500 SH SHARED 01 21500 D CARBO CERAMICS INC COM 14078110 435 10639 SH SHARED 02 10639 D CARAUSTAR INDS INC COM 14090910 1266 121164 SH SHARED 121164 D CARAUSTAR INDS INC COM 14090910 719 68841 SH SHARED 01 68841 D CARAUSTAR INDS INC COM 14090910 291 27916 SH SHARED 02 27916 D CARAUSTAR INDS INC COM 14090910 67 6473 SH SHARED 10 6473 D CARDIAC SCIENCE INC 10036 14141020 1 500 SH SHARED 02 500 D CARDIMA INC COM 14147M10 0 95 SH SHARED 95 D CARDINAL HEALTH INC COM 14149Y10 90042 1270170 SH SHARED 1270170 D CARDINAL HEALTH INC COM 14149Y10 229468 3236962 SH SHARED 01 3203367 33595 D CARDINAL HEALTH INC COM 14149Y10 832 11750 SH SHR/OTHR 01 2479 9271 D CARDINAL HEALTH INC COM 14149Y10 18547 261635 SH SHARED 02 259261 2374 D CARDINAL HEALTH INC COM 14149Y10 16269 229500 SH SHARED 03 56400 173100 D CARDINAL HEALTH INC COM 14149Y10 83509 1178012 SH SHARED 06 1178012 D CARDINAL HEALTH INC COM 14149Y10 1924 27143 SH SHARED 08 27143 D CARDINAL HEALTH INC COM 14149Y10 9249 130483 SH SHARED 09 130483 D CARDINAL HEALTH INC COM 14149Y10 3604 50850 SH SHARED 10 50850 D CARDINAL HEALTH INC COM 14149Y10 2006 28300 SH SHARED 11 28300 D CARDINAL HEALTH INC COM 14149Y10 2793 39400 SH SHARED 12 39400 D CARDIOGENESIS CORP COM 14159W10 0 666 SH SHARED 666 D CARDIOGENESIS CORP COM 14159W10 15 12400 SH SHARED 12400 D CARDIOGENESIS CORP COM 14159W10 0 500 SH SHARED 02 500 D CARDIODYNAMICS INTL CORP COM 14159710 83 19650 SH SHARED 19650 D CARDIODYNAMICS INTL CORP COM 14159710 222 52363 SH SHARED 01 52363 D CARDIODYNAMICS INTL CORP COM 14159710 136 32000 SH SHARED 02 32000 D CARECENTRIC INC COM 14166Y10 1 2521 SH SHARED 2521 D CARECENTRIC INC COM 14166Y10 0 68 SH SHARED 01 68 D CAREER EDUCATION CORP COM 14166510 11 302 SH SHARED 302 D CAREER EDUCATION CORP COM 14166510 452 11418 SH SHARED 11418 D CAREER EDUCATION CORP COM 14166510 5251 132612 SH SHARED 01 132612 D CAREER EDUCATION CORP COM 14166510 1976 49905 SH SHARED 02 49905 D CAREMARK RX INC COM 14170510 5508 282503 SH SHARED 282503 D CAREMARK RX INC COM 14170510 15858 813279 SH SHARED 01 813279 D CAREMARK RX INC COM 14170510 5 302 SH SHR/OTHR 01 302 D CAREMARK RX INC COM 14170510 722 37038 SH SHARED 02 36417 621 D CARESCIENCE INC COM 14172610 1 1315 SH SHARED 1315 D CARESCIENCE INC COM 14172610 0 700 SH SHARED 02 200 500 D CARLISLE COS INC COM 14233910 594 13608 SH SHARED 13608 D CARLISLE COS INC COM 14233910 3770 86246 SH SHARED 01 86246 D CARLISLE COS INC COM 14233910 2123 48565 SH SHARED 02 48565 D CARLISLE COS INC COM 14233910 136 3113 SH SHARED 10 3113 D CARLTON COMMUNICATIONS PLC ADR 14287220 1 100 SH SHARED 100 D CARLTON COMMUNICATIONS PLC ADR 14287220 595 30800 SH SHARED 05 30800 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 7860 7500000 PRN SHARED 7500000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 8992 8581000 PRN SHARED 02 2081000 6500000 D CARNIVAL CORP COM 14365810 42244 1293861 SH SHARED 1293861 D CARNIVAL CORP COM 14365810 114708 3513279 SH SHARED 01 3513279 D CARNIVAL CORP COM 14365810 16 500 SH SHR/OTHR 01 300 200 D CARNIVAL CORP COM 14365810 10366 317508 SH SHARED 02 313193 4315 D CARRIAGE SVCS INC CL A 14390510 50 9900 SH SHARED 01 9900 D CARPENTER TECHNOLOGY CORP COM 14428510 2147 74204 SH SHARED 74204 D CARPENTER TECHNOLOGY CORP COM 14428510 1770 61186 SH SHARED 01 61186 D CARPENTER TECHNOLOGY CORP COM 14428510 959 33149 SH SHARED 02 33149 D CARPENTER TECHNOLOGY CORP COM 14428510 81 2821 SH SHARED 10 2821 D CARRAMERICA RLTY CORP COM 14441810 8329 265192 SH SHARED 265192 D CARRAMERICA RLTY CORP COM 14441810 2424 77200 SH SHARED 01 77200 D CARRAMERICA RLTY CORP COM 14441810 109 3500 SH SHR/OTHR 01 3500 D CARRAMERICA RLTY CORP COM 14441810 117 3750 SH SHARED 02 2300 1450 D CARRAMERICA RLTY CORP COM 14441810 345 11000 SH SHARED 10 11000 D CARREKER CORP COM 14443310 4 482 SH SHARED 482 D CARREKER CORP COM 14443310 4369 501146 SH SHARED 01 296473 204673 D CARREKER CORP COM 14443310 245 28143 SH SHARED 02 28143 D CARRIER ACCESS CORP COM 14446010 26 8672 SH SHARED 8672 D CARRIER ACCESS CORP COM 14446010 63 21200 SH SHARED 01 21200 D CARRIER ACCESS CORP COM 14446010 33 11190 SH SHARED 02 11190 D CARRINGTON LABS INC COM 14452510 32 16875 SH SHARED 16875 D CARRIZO OIL & CO INC COM 14457710 0 44 SH SHARED 44 D CASCADE BANCORP COM 14715410 33 1800 SH SHR/OTHR 01 1800 D CASCADE CORP COM 14719510 78 5600 SH SHARED 5600 D CASCADE NAT GAS CORP COM 14733910 37 1782 SH SHARED 1782 D CASCADE NAT GAS CORP COM 14733910 462 21790 SH SHARED 01 21790 D CASCADE NAT GAS CORP COM 14733910 359 16958 SH SHARED 02 16958 D CASCADE NAT GAS CORP COM 14733910 62 2953 SH SHARED 10 2953 D CASELLA WASTE SYS INC CL A 14744810 0 59 SH SHARED 59 D CASELLA WASTE SYS INC CL A 14744810 256 21552 SH SHARED 21552 D CASELLA WASTE SYS INC CL A 14744810 522 43850 SH SHARED 01 43850 D CASELLA WASTE SYS INC CL A 14744810 280 23508 SH SHARED 02 23508 D CASEYS GEN STORES INC COM 14752810 3 289 SH SHARED 289 D CASEYS GEN STORES INC COM 14752810 32 2372 SH SHARED 2372 D CASEYS GEN STORES INC COM 14752810 1538 113976 SH SHARED 01 113976 D CASEYS GEN STORES INC COM 14752810 576 42736 SH SHARED 02 42736 D CASEYS GEN STORES INC COM 14752810 88 6590 SH SHARED 10 6590 D CASH AMER INTL INC COM 14754D10 51 5896 SH SHARED 5896 D CASH AMER INTL INC COM 14754D10 447 50821 SH SHARED 01 50821 D CASH AMER INTL INC COM 14754D10 212 24138 SH SHARED 02 24138 D CASS INFORMATION SYS INC COM 14808P10 6 252 SH SHARED 252 D CASTLE A M & CO COM 14841110 1 166 SH SHARED 166 D CASTLE A M & CO COM 14841110 109 10100 SH SHARED 01 10100 D CASTLE A M & CO COM 14841110 77 7153 SH SHARED 02 7153 D CASTLE ENERGY CORP COM PAR$0.50N 14844930 0 123 SH SHARED 123 D CATALINA MARKETING CORP COM 14886710 4420 121100 SH SHARED 121100 D CATALINA MARKETING CORP COM 14886710 3925 107550 SH SHARED 01 107550 D CATALINA MARKETING CORP COM 14886710 1301 35656 SH SHARED 02 34156 1500 D CATALYST INTL INC COM 14887T10 0 47 SH SHARED 47 D CATALYST INTL INC COM 14887T10 20 8000 SH SHARED 8000 D CATALYTICA ENERGY SYS INC COM 14888410 0 129 SH SHARED 129 D CATALYTICA ENERGY SYS INC COM 14888410 0 276 SH SHARED 276 D CATALYTICA ENERGY SYS INC COM 14888410 162 48085 SH SHARED 01 48085 D CATALYTICA ENERGY SYS INC COM 14888410 198 58829 SH SHARED 02 58829 D CATAPULT COMMUNICATIONS CORP COM 14901610 22 898 SH SHARED 898 D CATAPULT COMMUNICATIONS CORP COM 14901610 3 126 SH SHARED 126 D CATAPULT COMMUNICATIONS CORP COM 14901610 499 19800 SH SHARED 01 19800 D CATAPULT COMMUNICATIONS CORP COM 14901610 133 5300 SH SHARED 02 5300 D CATELLUS DEV CORP COM 14911110 3797 193074 SH SHARED 193074 D CATELLUS DEV CORP COM 14911110 2308 117384 SH SHARED 01 117384 D CATELLUS DEV CORP COM 14911110 125 6400 SH SHARED 02 5400 1000 D CATELLUS DEV CORP COM 14911110 148 7540 SH SHARED 07 7540 D CATERPILLAR INC DEL COM 14912310 258644 4549598 SH SHARED 4549598 D CATERPILLAR INC DEL COM 14912310 138365 2433865 SH SHARED 01 2432315 1550 D CATERPILLAR INC DEL COM 14912310 1015 17860 SH SHR/OTHR 01 17860 D CATERPILLAR INC DEL COM 14912310 20707 364254 SH SHARED 02 358081 6173 D CATERPILLAR INC DEL COM 14912310 46605 819800 SH SHARED 03 126500 693300 D CATERPILLAR INC DEL COM 14912310 4548 80000 SH SHARED 04 80000 D CATERPILLAR INC DEL COM 14912310 125834 2213447 SH SHARED 06 2213447 D CATERPILLAR INC DEL COM 14912310 13142 231177 SH SHARED 07 231177 D CATERPILLAR INC DEL COM 14912310 10254 180373 SH SHARED 08 180373 D CATERPILLAR INC DEL COM 14912310 6788 119416 SH SHARED 09 119416 D CATERPILLAR INC DEL COM 14912310 2671 47000 SH SHARED 10 47000 D CATERPILLAR INC DEL COM 14912310 2137 37600 SH SHARED 11 37600 D CATERPILLAR INC DEL COM 14912310 2417 42520 SH SHARED 12 42520 D CATHAY BANCORP INC COM 14915010 15 218 SH SHARED 218 D CATHAY BANCORP INC COM 14915010 1062 14740 SH SHARED 01 14740 D CATHAY BANCORP INC COM 14915010 610 8464 SH SHARED 02 8464 D CATHAY BANCORP INC COM 14915010 86 1205 SH SHARED 10 1205 D CATO CORP NEW CL A 14920510 17 790 SH SHARED 790 D CATO CORP NEW CL A 14920510 13565 608850 SH SHARED 01 608850 D CATO CORP NEW CL A 14920510 427 19200 SH SHARED 02 19200 D CATO CORP NEW CL A 14920510 3088 138600 SH SHARED 06 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CORP COM 16676410 58029 642839 SH SHARED 02 628183 14656 D CHEVRONTEXACO CORP COM 16676410 6625 73400 SH SHARED 03 73400 D CHEVRONTEXACO CORP COM 16676410 138406 1533250 SH SHARED 04 1533250 D CHEVRONTEXACO CORP COM 16676410 143873 1593812 SH SHARED 06 1593812 D CHEVRONTEXACO CORP COM 16676410 4928 54599 SH SHARED 07 54599 D CHEVRONTEXACO CORP COM 16676410 6186 68537 SH SHARED 08 68537 D CHEVRONTEXACO CORP COM 16676410 9960 110343 SH SHARED 09 110343 D CHEVRONTEXACO CORP COM 16676410 3522 39018 SH SHARED 10 39018 D CHEVRONTEXACO CORP COM 16676410 2982 33044 SH SHARED 11 33044 D CHEVRONTEXACO CORP COM 16676410 2587 28660 SH SHARED 12 28660 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 264 8900 SH SHARED 8900 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 29 1000 SH SHARED 02 1000 D CHICAGO PIZZA & BREWERY INC COM 16788910 0 42 SH SHARED 42 D CHICAGO PIZZA & BREWERY INC COM 16788910 165 26000 SH SHARED 02 26000 D CHICOS FAS INC COM 16861510 1450 43044 SH SHARED 43044 D CHICOS FAS INC COM 16861510 13689 406224 SH SHARED 01 406224 D CHICOS FAS INC COM 16861510 1383 41054 SH SHARED 02 41054 D CHICOS FAS INC COM 16861510 794 23575 SH SHARED 06 23575 D CHICOS FAS INC COM 16861510 2771 82250 SH SHARED 10 82250 D CHILE FD INC COM 16883410 0 100 SH SHARED 100 D CHILE FD INC COM 16883410 320 36501 SH SHARED 02 36501 D CHILES OFFSHORE INC COM 16888M10 4 206 SH SHARED 206 D CHILES OFFSHORE INC COM 16888M10 227 9900 SH SHARED 01 9900 D CHILES OFFSHORE INC COM 16888M10 46 2000 SH SHR/OTHR 01 2000 D CHILES OFFSHORE INC COM 16888M10 200 8697 SH SHARED 02 8697 D CHILDRENS PL RETAIL STORES I COM 16890510 12 368 SH SHARED 368 D CHILDRENS PL RETAIL STORES I COM 16890510 1312 39778 SH SHARED 39778 D CHILDRENS PL RETAIL STORES I COM 16890510 2131 64600 SH SHARED 01 64600 D CHILDRENS PL RETAIL STORES I COM 16890510 493 14958 SH SHARED 02 14158 800 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 14 1000 SH SHARED 1000 D CHINA RES DEV INC COM PAR $0.001 16940630 0 189 SH SHARED 189 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 19 1170 SH SHARED 200 970 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 132066143550000 PRN SHARED 143550000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 7360 476400 SH SHARED 476400 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 48 3150 SH SHARED 01 3150 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 10 660 SH SHARED 02 660 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 24 1500 SH SHARED 1500 D CHINA UNICOM LTD SPONSORED ADR 16945R10 2429 253100 SH SHARED 252600 500 D CHINA UNICOM LTD SPONSORED ADR 16945R10 8 840 SH SHARED 02 840 D CHIPPAC INC CL A 16965710 0 13 SH SHARED 13 D CHIPPAC INC CL A 16965710 239 24372 SH SHARED 24372 D CHIPPAC INC CL A 16965710 617 62900 SH SHARED 01 62900 D CHIPPAC INC CL A 16965710 445 45391 SH SHARED 02 45391 D CHOICE HOTELS INTL INC COM 16990510 112 4658 SH SHARED 4658 D CHOICE HOTELS INTL INC COM 16990510 1584 65648 SH SHARED 01 65648 D CHOICE HOTELS INTL INC COM 16990510 905 37530 SH SHARED 02 37530 D CHIQUITA BRANDS INTL INC PFD A NON VTG 17003240 302 43250 SH SHARED 43250 D CHIQUITA BRANDS INTL INC PFD A NON VTG 17003240 81 11700 SH SHARED 02 11700 D CHIQUITA BRANDS INTL INC PFD CV B $3.75 17003250 268 31200 SH SHARED 31200 D CHIQUITA BRANDS INTL INC PFD CV B $3.75 17003250 318 37000 SH SHARED 02 37000 D CHIRON CORP NOTE 6/1 170040AE 12905 23380000 PRN SHARED 70140000 46760000 D CHIRON CORP COM 17004010 8 178 SH SHARED 178 D CHIRON CORP COM 17004010 23431 510600 SH SHARED 510600 D CHIRON CORP COM 17004010 54317 1183640 SH SHARED 01 1180592 3048 D CHIRON CORP COM 17004010 152 3317 SH SHR/OTHR 01 2269 1048 D CHIRON CORP COM 17004010 6493 141511 SH SHARED 02 138311 3200 D CHIRON CORP COM 17004010 302 6600 SH SHARED 03 6600 D CHIRON CORP COM 17004010 78 1700 SH SHARED 09 1700 D CHITTENDEN CORP COM 17022810 23 808 SH SHARED 808 D CHITTENDEN CORP COM 17022810 1846 63334 SH SHARED 01 63334 D CHITTENDEN CORP COM 17022810 1312 45021 SH SHARED 02 39529 5492 D CHITTENDEN CORP COM 17022810 95 3268 SH SHARED 10 3268 D CHOICE ONE COMMUNICATION INC COM 17038P10 2 1363 SH SHARED 1363 D CHOICE ONE COMMUNICATION INC COM 17038P10 0 240 SH SHARED 240 D CHOICE ONE COMMUNICATION INC COM 17038P10 39 24410 SH SHARED 01 24410 D CHOICE ONE COMMUNICATION INC COM 17038P10 18 11100 SH SHARED 02 11100 D CHOICEPOINT INC COM 17038810 2522 43799 SH SHARED 43799 D CHOICEPOINT INC COM 17038810 10255 178039 SH SHARED 01 177559 480 D CHOICEPOINT INC COM 17038810 508 8820 SH SHR/OTHR 01 5670 3150 D CHOICEPOINT INC COM 17038810 1958 34004 SH SHARED 02 34004 D CHOLESTECH CORP COM 17039310 3 179 SH SHARED 179 D CHORDIANT SOFTWARE INC COM 17040410 11 1577 SH SHARED 1577 D CHORDIANT SOFTWARE INC COM 17040410 151 20862 SH SHARED 20862 D CHORDIANT SOFTWARE INC COM 17040410 380 52300 SH SHARED 01 52300 D CHORDIANT SOFTWARE INC COM 17040410 242 33418 SH SHARED 02 33418 D CHRISTOPHER & BANKS CORP COM 17104610 12 379 SH SHARED 379 D CHRISTOPHER & BANKS CORP COM 17104610 499 15213 SH SHARED 15213 D CHRISTOPHER & BANKS CORP COM 17104610 2365 72000 SH SHARED 01 72000 D CHRISTOPHER & BANKS CORP COM 17104610 822 25033 SH SHARED 02 25033 D CHROMAVISION MED SYS INC COM 17111P10 0 1 SH SHARED 1 D CHROMCRAFT REVINGTON INC COM 17111710 225 17700 SH SHARED 17700 D CHRONIMED INC COM 17116410 3 500 SH SHARED 01 500 D CHUBB CORP COM 17123210 55094 753692 SH SHARED 753692 D CHUBB CORP COM 17123210 85328 1167284 SH SHARED 01 1158187 9097 D CHUBB CORP COM 17123210 1279 17500 SH SHR/OTHR 01 8020 9480 D CHUBB CORP COM 17123210 8904 121809 SH SHARED 02 96158 25651 D CHUBB CORP COM 17123210 891 12200 SH SHARED 03 12200 D CHUBB CORP COM 17123210 7675 105000 SH SHARED 05 105000 D CHUBB CORP COM 17123210 187 2570 SH SHARED 07 2570 D CHUBB CORP COM 17123210 97 1327 SH SHARED 09 1327 D CHURCH & DWIGHT INC COM 17134010 1681 57070 SH SHARED 57070 D CHURCH & DWIGHT INC COM 17134010 3904 132527 SH SHARED 01 121127 11400 D CHURCH & DWIGHT INC COM 17134010 2099 71273 SH SHARED 02 71273 D CHURCH & DWIGHT INC COM 17134010 84 2862 SH SHARED 10 2862 D CHURCHILL DOWNS INC COM 17148410 635 17279 SH SHARED 17279 D CHURCHILL DOWNS INC COM 17148410 318 8659 SH SHARED 01 8659 D CHURCHILL DOWNS INC COM 17148410 678 18450 SH SHARED 02 3600 14850 D CIBER INC COM 17163B10 932 101966 SH SHARED 101966 D CIBER INC COM 17163B10 1183 129327 SH SHARED 01 128327 1000 D CIBER INC COM 17163B10 500 54738 SH SHARED 02 54738 D CIBER INC COM 17163B10 98 10728 SH SHARED 10 10728 D CIENA CORP NOTE 3.750% 2/0 171779AA 3826 5970000 PRN SHARED 01 5050000 920000 D CIENA CORP NOTE 3.750% 2/0 171779AA 16 25000 PRN SHR/OTHR 01 25000 D CIENA CORP COM 17177910 8583 953768 SH SHARED 953768 D CIENA CORP COM 17177910 21867 2429726 SH SHARED 01 2383762 45964 D CIENA CORP COM 17177910 93 10417 SH SHR/OTHR 01 2000 8417 D CIENA CORP COM 17177910 3665 407319 SH SHARED 02 358642 48677 D CIENA CORP COM 17177910 169 18800 SH SHARED 03 18800 D CIENA CORP COM 17177910 44 4900 SH SHARED 06 4900 D CIENA CORP COM 17177910 15 1700 SH SHARED 09 1700 D CIENA CORP COM 17177991 21 2410 SH SHARED 02 2410 D CIGNA INVTS SECS INC COM 17179X10 3 200 SH SHARED 02 200 D CIMA LABS INC COM 17179610 2 79 SH SHARED 79 D CIMA LABS INC COM 17179610 786 29515 SH SHARED 29515 D CIMA LABS INC COM 17179610 810 30400 SH SHARED 01 30400 D CIMA LABS INC COM 17179610 1865 69992 SH SHARED 02 48012 21980 D CINCINNATI FINL CORP COM 17206210 8 204 SH SHARED 204 D CINCINNATI FINL CORP COM 17206210 14765 338182 SH SHARED 338182 D CINCINNATI FINL CORP COM 17206210 45056 1031984 SH SHARED 01 1031543 441 D CINCINNATI FINL CORP COM 17206210 3900 89339 SH SHARED 02 88739 600 D CINCINNATI FINL CORP COM 17206210 353 8100 SH SHARED 03 8100 D CINCINNATI FINL CORP COM 17206210 62 1423 SH SHARED 09 1423 D CINERGY CORP COM 17247410 18689 522779 SH SHARED 522779 D CINERGY CORP COM 17247410 38501 1076968 SH SHARED 01 1076968 D CINERGY CORP COM 17247410 189 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 3375 94408 SH SHARED 02 94333 75 D CINERGY CORP COM 17247410 375 10500 SH SHARED 03 10500 D CINERGY CORP COM 17247410 2591 72500 SH SHARED 05 72500 D CINERGY CORP COM 17247410 58 1642 SH SHARED 09 1642 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 2 400 SH SHARED 400 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 203 33855 SH SHARED 01 33855 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 108 18074 SH SHARED 02 18074 D CIPRICO INC COM 17252910 0 20 SH SHARED 20 D CIRCOR INTL INC COM 17273K10 107 5188 SH SHARED 5188 D CIRCOR INTL INC COM 17273K10 299 14410 SH SHARED 01 14410 D CIRCOR INTL INC COM 17273K10 193 9328 SH SHARED 02 9328 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 17366 962667 SH SHARED 962667 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 25729 1426244 SH SHARED 01 1426244 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 11698 648492 SH SHARED 02 571992 76500 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 236 13100 SH SHARED 03 13100 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 180 10000 SH SHARED 04 10000 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 143 7960 SH SHARED 07 7960 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 48 2687 SH SHARED 09 2687 D CIRCUIT CITY STORE INC CARMAX GROUP 17273730 3054 118113 SH SHARED 118113 D CIRCUIT CITY STORE INC CARMAX GROUP 17273730 2240 86630 SH SHARED 01 74430 12200 D CIRCUIT CITY STORE INC CARMAX GROUP 17273730 1157 44745 SH SHARED 02 44345 400 D CIRCUIT CITY STORE INC CARMAX GROUP 17273730 125 4859 SH SHARED 10 4859 D CISCO SYS INC COM 17275R10 31 1835 SH SHARED 1835 D CISCO SYS INC COM 17275R10 530903 31358741 SH SHARED 28577491 2781250 D CISCO SYS INC COM 17275R10 1006215 59433862 SH SHARED 01 57693823 1740039 D CISCO SYS INC COM 17275R10 27339 1614848 SH SHR/OTHR 01 941624 673224 D CISCO SYS INC COM 17275R10 149780 8847032 SH SHARED 02 8651574 195458 D CISCO SYS INC COM 17275R10 55249 3263420 SH SHARED 03 256400 3007020 D CISCO SYS INC COM 17275R10 80752 4769800 SH SHARED 04 4769800 D CISCO SYS INC COM 17275R10 142444 8413718 SH SHARED 06 8413718 D CISCO SYS INC COM 17275R10 15319 904899 SH SHARED 07 904899 D CISCO SYS INC COM 17275R10 12056 712111 SH SHARED 08 712111 D CISCO SYS INC COM 17275R10 7217 426333 SH SHARED 09 426333 D CISCO SYS INC COM 17275R10 3159 186648 SH SHARED 10 186648 D CISCO SYS INC COM 17275R10 3293 194560 SH SHARED 11 194560 D CISCO SYS INC COM 17275R10 1979 116934 SH SHARED 12 116934 D CISCO SYS INC COM 17275R97 4 242 SH SHARED 02 242 D CIRRUS LOGIC INC COM 17275510 2384 126385 SH SHARED 126385 D CIRRUS LOGIC INC COM 17275510 3088 163678 SH SHARED 01 163678 D CIRRUS LOGIC INC COM 17275510 1379 73083 SH SHARED 02 71083 2000 D CINTAS CORP COM 17290810 17674 354484 SH SHARED 354484 D CINTAS CORP COM 17290810 53508 1073171 SH SHARED 01 1071771 1400 D CINTAS CORP COM 17290810 4 90 SH SHR/OTHR 01 90 D CINTAS CORP COM 17290810 5137 103038 SH SHARED 02 101738 1300 D CINTAS CORP COM 17290810 368 7400 SH SHARED 03 7400 D CINTAS CORP COM 17290810 105 2111 SH SHARED 09 2111 D CITIGROUP INC COM 17296710 897 18130 SH SHARED 18130 D CITIGROUP INC COM 17296710 975947 19708154 SH SHARED 16667168 3040986 D CITIGROUP INC COM 17296710 1999575 40379141 SH SHARED 01 39297148 10816 1071177 D CITIGROUP INC COM 17296710 33986 686327 SH SHR/OTHR 01 319938 366389 D CITIGROUP INC COM 17296710 197365 3985567 SH SHARED 02 3661648 323919 D CITIGROUP INC COM 17296710 113542 2292866 SH SHARED 03 297365 1995501 D CITIGROUP INC COM 17296710 129697 2619100 SH SHARED 04 2619100 D CITIGROUP INC COM 17296710 17259 348541 SH SHARED 05 348541 D CITIGROUP INC COM 17296710 308037 6220462 SH SHARED 06 6220462 D CITIGROUP INC COM 17296710 879 17760 SH SHARED 07 17760 D CITIGROUP INC COM 17296710 15658 316210 SH SHARED 08 316210 D CITIGROUP INC COM 17296710 16547 334151 SH SHARED 09 334151 D CITIGROUP INC COM 17296710 7673 154966 SH SHARED 10 154966 D CITIGROUP INC COM 17296710 6019 121560 SH SHARED 11 121560 D CITIGROUP INC COM 17296710 5523 111537 SH SHARED 12 111537 D CITIZENS BKG CORP MICH COM 17442010 1980 61009 SH SHARED 61009 D CITIZENS BKG CORP MICH COM 17442010 3197 98468 SH SHARED 01 98468 D CITIZENS BKG CORP MICH COM 17442010 1682 51820 SH SHARED 02 51820 D CITIZENS BKG CORP MICH COM 17442010 186 5738 SH SHARED 10 5738 D CITIZENS COMMUNICATIONS CO COM 17453B10 8970 834445 SH SHARED 834445 D CITIZENS COMMUNICATIONS CO COM 17453B10 19480 1812170 SH SHARED 01 1812170 D CITIZENS COMMUNICATIONS CO COM 17453B10 1768 164534 SH SHARED 02 164534 D CITIZENS COMMUNICATIONS CO COM 17453B10 0 22 SH SHARED 05 22 D CITIZENS FIRST BANCORP INC D COM 17461R10 994 52200 SH SHARED 01 52200 D CITIZENS FIRST BANCORP INC D COM 17461R10 644 33800 SH SHARED 06 33800 D CITIZENS FIRST FINL CORP COM 17462310 38 2199 SH SHARED 2199 D CITIZENS FIRST FINL CORP COM 17462310 178 10100 SH SHARED 10100 D CITIZENS INC CL A 17474010 5 498 SH SHARED 498 D CITIZENS INC CL A 17474010 354 33000 SH SHARED 01 33000 D CITIZENS INC CL A 17474010 224 20900 SH SHARED 02 20900 D CITIZENS UTILS TR PFD EPPICS CV 17735120 22814 485200 SH SHARED 485200 D CITRIX SYS INC SDCV 3/2 177376AB 63264152445000 PRN SHARED 152445000 D CITRIX SYS INC SDCV 3/2 177376AB 4179 10070000 PRN SHARED 02 10070000 D CITRIX SYS INC COM 17737610 8996 520640 SH SHARED 520640 D CITRIX SYS INC COM 17737610 21250 1229746 SH SHARED 01 1229746 D CITRIX SYS INC COM 17737610 17 1000 SH SHR/OTHR 01 1000 D CITRIX SYS INC COM 17737610 2052 118751 SH SHARED 02 118651 100 D CITRIX SYS INC COM 17737610 200 11600 SH SHARED 03 11600 D CITRIX SYS INC COM 17737610 6039 349500 SH SHARED 04 349500 D CITRIX SYS INC COM 17737610 57 3300 SH SHARED 07 3300 D CITRIX SYS INC COM 17737610 31 1812 SH SHARED 09 1812 D CITY BK LYNNWOOD WASH COM 17770A10 6 258 SH SHARED 258 D CITY BK LYNNWOOD WASH COM 17770A10 445 17980 SH SHARED 01 17980 D CITY BK LYNNWOOD WASH COM 17770A10 250 10128 SH SHARED 02 10128 D CITY HLDG CO COM 17783510 7 488 SH SHARED 488 D CITY HLDG CO COM 17783510 448 29230 SH SHARED 01 29230 D CITY HLDG CO COM 17783510 279 18200 SH SHARED 02 18200 D CITY HLDG CO COM 17783510 88 5791 SH SHARED 10 5791 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 323 170500 SH SHARED 02 170500 D CITY NATL CORP COM 17856610 11103 211050 SH SHARED 211050 D CITY NATL CORP COM 17856610 4662 88632 SH SHARED 01 88632 D CITY NATL CORP COM 17856610 1654 31445 SH SHARED 02 31445 D CITY TELECOM H K LTD SPONSORED ADR 17867720 1 370 SH SHARED 370 D CLAIRES STORES INC COM 17958410 2702 138714 SH SHARED 138714 D CLAIRES STORES INC COM 17958410 2655 136344 SH SHARED 01 136344 D CLAIRES STORES INC COM 17958410 1431 73507 SH SHARED 02 73507 D CLAIRES STORES INC COM 17958410 130 6713 SH SHARED 10 6713 D CLARCOR INC COM 17989510 35 1096 SH SHARED 1096 D CLARCOR INC COM 17989510 1812 56640 SH SHARED 01 56640 D CLARCOR INC COM 17989510 805 25186 SH SHARED 02 25186 D CLARCOR INC COM 17989510 112 3512 SH SHARED 10 3512 D CLARK / BARDES INC COM 18066810 5 200 SH SHARED 200 D CLARK / BARDES INC COM 18066810 3346 116200 SH SHARED 01 116200 D CLARK / BARDES INC COM 18066810 319 11100 SH SHARED 02 11100 D CLARK DICK PRODTNS INC COM 18151210 251 17475 SH SHARED 17475 D CLARUS CORP COM 18270710 0 1 SH SHARED 1 D CLARUS CORP COM 18270710 2202 578100 SH SHARED 01 578100 D CLARUS CORP COM 18270710 0 100 SH SHARED 02 100 D CLARUS CORP COM 18270710 1328 348800 SH SHARED 06 348800 D CLASSIC VACATION GROUP INC COM 18273V10 3 24400 SH SHARED 24400 D CLAYTON HOMES INC COM 18419010 922 55100 SH SHARED 55100 D CLAYTON HOMES INC COM 18419010 4145 247503 SH SHARED 01 247503 D CLAYTON HOMES INC COM 18419010 1320 78820 SH SHARED 02 76198 2622 D CLEAN HARBORS INC COM 18449610 6 524 SH SHARED 524 D CLEAN HARBORS INC COM 18449610 477 41000 SH SHARED 02 41000 D CLEAR CHANNEL COMMUNICATIONS NOTE 2.625% 4/0 184502AB 3279 3225000 PRN SHARED 01 3225000 D CLEAR CHANNEL COMMUNICATIONS NOTE 2.625% 4/0 184502AB 237 234000 PRN SHARED 02 79000 155000 D CLEAR CHANNEL COMMUNICATIONS NOTE 1.500%12/0 184502AE 28980 30000000 PRN SHARED 30000000 D CLEAR CHANNEL COMMUNICATIONS NOTE 1.500%12/0 184502AE 3722 3853000 PRN SHARED 02 3828000 25000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 96753 1881994 SH SHARED 1965694 83700 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 201037 3910474 SH SHARED 01 3910099 375 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 26808 521456 SH SHARED 02 359525 161931 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1773 34500 SH SHARED 03 34500 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 43630 848682 SH SHARED 04 848682 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 577 11242 SH SHARED 06 11242 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 452 8800 SH SHARED 08 8800 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 268 5218 SH SHARED 09 5218 D CLEARONE COMMUNICATIONS INC COM 18506010 346 21100 SH SHARED 21100 D CLEVELAND CLIFFS INC COM 18589610 27 1258 SH SHARED 1258 D CLEVELAND CLIFFS INC COM 18589610 699 31810 SH SHARED 01 31810 D CLEVELAND CLIFFS INC COM 18589610 235 10686 SH SHARED 02 10686 D CLEVELAND CLIFFS INC COM 18589610 65 2978 SH SHARED 10 2978 D CLICK COMMERCE INC COM 18681D10 0 56 SH SHARED 56 D CLICK COMMERCE INC COM 18681D10 0 464 SH SHARED 464 D CLICK COMMERCE INC COM 18681D10 21 17200 SH SHARED 01 17200 D CLICK COMMERCE INC COM 18681D10 24 19287 SH SHARED 02 19287 D CLICK2LEARN INC COM 18681S10 3 669 SH SHARED 669 D CLOROX CO DEL COM 18905410 27713 635199 SH SHARED 635199 D CLOROX CO DEL COM 18905410 69506 1593083 SH SHARED 01 1592283 800 D CLOROX CO DEL COM 18905410 139 3200 SH SHR/OTHR 01 3200 D CLOROX CO DEL COM 18905410 9992 229035 SH SHARED 02 227985 1050 D CLOROX CO DEL COM 18905410 12094 277200 SH SHARED 03 277200 D CLOROX CO DEL COM 18905410 148 3413 SH SHARED 06 3413 D CLOROX CO DEL COM 18905410 219 5030 SH SHARED 07 5030 D CLOROX CO DEL COM 18905410 642 14725 SH SHARED 08 14725 D CLOROX CO DEL COM 18905410 87 1996 SH SHARED 09 1996 D CLOSURE MED CORP COM 18909310 4 208 SH SHARED 208 D CLOSURE MED CORP COM 18909310 186 9500 SH SHARED 01 9500 D CLOSURE MED CORP COM 18909310 128 6550 SH SHARED 02 5700 850 D COACH INC COM 18975410 6034 118994 SH SHARED 118994 D COACH INC COM 18975410 6806 134215 SH SHARED 01 133348 867 D COACH INC COM 18975410 27 538 SH SHR/OTHR 01 538 D COACH INC COM 18975410 1365 26919 SH SHARED 02 26919 D COACH INC COM 18975410 760 15000 SH SHARED 04 15000 D COACH INC COM 18975410 304 6000 SH SHARED 07 6000 D COACHMEN INDS INC COM 18987310 169 10380 SH SHARED 10380 D COACHMEN INDS INC COM 18987310 504 30960 SH SHARED 01 30960 D COACHMEN INDS INC COM 18987310 253 15562 SH SHARED 02 15562 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 499 2630548 SH SHARED 02 2630548 D COASTAL BANCORP INC COM 19041P10 524 15150 SH SHARED 15150 D COASTAL BANCORP INC COM 19041P10 321 9290 SH SHARED 01 9290 D COASTAL BANCORP INC COM 19041P10 224 6500 SH SHARED 02 4500 2000 D COBALT CORP COM 19074W10 2 270 SH SHARED 270 D COBALT CORP COM 19074W10 126 14100 SH SHARED 01 14100 D COBALT CORP COM 19074W10 87 9824 SH SHARED 02 9824 D COBIZ INC COM 19089710 2 148 SH SHARED 148 D COBIZ INC COM 19089710 458 28550 SH SHARED 01 28550 D COBIZ INC COM 19089710 126 7874 SH SHARED 02 7874 D COBRA ELECTRS CORP COM 19104210 9 1200 SH SHARED 1200 D COCA COLA BOTTLING CO CONS COM 19109810 127 2600 SH SHARED 01 2600 D COCA COLA BOTTLING CO CONS COM 19109810 47 964 SH SHARED 02 964 D COCA COLA CO COM 19121610 569682 10900925 SH SHARED 9910824 990101 D COCA COLA CO COM 19121610 942806 18040690 SH SHARED 01 17941190 8700 90800 D COCA COLA CO COM 19121610 12757 244116 SH SHR/OTHR 01 198168 45948 D COCA COLA CO COM 19121610 90336 1728597 SH SHARED 02 1702769 25828 D COCA COLA CO COM 19121610 11429 218700 SH SHARED 03 41000 177700 D COCA COLA CO COM 19121610 122915 2352000 SH SHARED 04 2352000 D COCA COLA CO COM 19121610 24049 460186 SH SHARED 05 460186 D COCA COLA CO COM 19121610 56142 1074289 SH SHARED 06 1074289 D COCA COLA CO COM 19121610 5588 106933 SH SHARED 07 106933 D COCA COLA CO COM 19121610 6136 117427 SH SHARED 08 117427 D COCA COLA CO COM 19121610 994 19024 SH SHARED 09 19024 D COCA COLA CO COM 19121610 3040 58187 SH SHARED 10 58187 D COCA COLA ENTERPRISES INC COM 19121910 23893 1272274 SH SHARED 1272274 D COCA COLA ENTERPRISES INC COM 19121910 48480 2581521 SH SHARED 01 2581521 D COCA COLA ENTERPRISES INC COM 19121910 6134 326626 SH SHARED 02 326126 500 D COCA COLA ENTERPRISES INC COM 19121910 1126 60000 SH SHARED 04 60000 D COCA COLA ENTERPRISES INC COM 19121910 67 3595 SH SHARED 09 3595 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 3336 122402 SH SHARED 122402 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 54 2000 SH SHARED 01 2000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 51 1880 SH SHARED 02 1880 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 490 18000 SH SHARED 04 18000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 5261 193000 SH SHARED 06 193000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 3794 139200 SH SHARED 10 139200 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 1771 65000 SH SHARED 11 65000 D COEUR D ALENE MINES CORP IDA SDCV 6.000% 6/1 192108AB 12 35000 PRN SHARED 02 35000 D COEUR D ALENE MINES CORP IDA SDCV 7.250%10/3 192108AG 6 10000 PRN SHARED 01 10000 D COEUR D ALENE MINES CORP IDA NOTE 13.325%12/3 192108AH 1349 1075000 PRN SHARED 1075000 D COEUR D ALENE MINES CORP IDA NOTE 13.325%12/3 192108AH 297 237000 PRN SHARED 02 237000 D COGENT COMM GROUP INC COM 19239V10 0 97 SH SHARED 01 97 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 239 8236 SH SHARED 8236 D COGNEX CORP COM 19242210 2131 73350 SH SHARED 01 73350 D COGNEX CORP COM 19242210 1151 39617 SH SHARED 02 38617 1000 D COGNICASE INC COM 19242310 7 1199 SH SHARED 1199 D COGNOS INC COM 19244C10 28 1021 SH SHARED 1021 D COGNOS INC COM 19244C10 4434 161542 SH SHARED 161542 D COGNOS INC COM 19244C10 580 21162 SH SHARED 01 15725 5437 D COGNOS INC COM 19244C10 57 2088 SH SHR/OTHR 01 2088 D COGNOS INC COM 19244C10 1 46 SH SHARED 02 46 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 181 4305 SH SHARED 4305 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 820 19500 SH SHARED 01 19500 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 365 8691 SH SHARED 02 8691 D COHEN & STEERS QUALITY RLTY COM 19247L10 2177 144850 SH SHARED 02 86400 58450 D COHEN & STEERS TOTAL RETURN COM 19247R10 11 764 SH SHARED 02 764 D COHEN & STEERS ADV INC RLTY COM 19247W10 95 6207 SH SHARED 02 2012 4195 D COHERENT INC COM 19247910 634 18709 SH SHARED 18709 D COHERENT INC COM 19247910 2338 68994 SH SHARED 01 67994 1000 D COHERENT INC COM 19247910 1092 32240 SH SHARED 02 32240 D COHERENT INC COM 19247910 131 3870 SH SHARED 10 3870 D COHESION TECHNOLOGIES INC COM 19248N10 63 21095 SH SHARED 21095 D COHU INC COM 19257610 3 111 SH SHARED 111 D COHU INC COM 19257610 446 15672 SH SHARED 15672 D COHU INC COM 19257610 1512 53083 SH SHARED 01 53083 D COHU INC COM 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PPTYS TR COM SH BEN INT 19587210 547 15900 SH SHARED 02 15900 D COLONIAL PPTYS TR COM SH BEN INT 19587210 237 6882 SH SHARED 10 6882 D COLORADO MEDTECH INC COM 19652U10 1 452 SH SHARED 452 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 12 4145 SH SHARED 4145 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 2 746 SH SHARED 746 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 80 27314 SH SHARED 05 27314 D COLUMBIA BANCORP COM 19722710 577 33000 SH SHARED 33000 D COLUMBIA BANCORP COM 19722710 35 2000 SH SHR/OTHR 01 2000 D COLUMBIA BKG SYS INC COM 19723610 5 426 SH SHARED 426 D COLUMBIA BKG SYS INC COM 19723610 354 26640 SH SHARED 01 26640 D COLUMBIA BKG SYS INC COM 19723610 180 13600 SH SHARED 02 13600 D COLUMBIA BKG SYS INC COM 19723610 59 4488 SH SHARED 10 4488 D COLUMBIA LABS INC COM 19777910 3 688 SH SHARED 688 D COLUMBIA LABS INC COM 19777910 330 66700 SH SHARED 01 66700 D COLUMBIA LABS INC COM 19777910 162 32900 SH SHARED 02 32900 D COLUMBIA SPORTSWEAR CO COM 19851610 0 3 SH SHARED 3 D COLUMBIA SPORTSWEAR CO COM 19851610 2090 62309 SH SHARED 62309 D COLUMBIA SPORTSWEAR CO COM 19851610 119 3550 SH SHARED 01 3550 D COLUMBIA SPORTSWEAR CO COM 19851610 119 3565 SH SHARED 02 2391 1174 D COLUMBUS MCKINNON CORP N Y COM 19933310 44 3500 SH SHARED 3500 D COMFORT SYS USA INC COM 19990810 1308 316750 SH SHARED 02 316750 D COMFORT SYS USA INC COM 19990890 381 92407 SH SHARED 02 92407 D COMCAST CORP DBCV 12/1 200300BH 63586 82795000 PRN SHARED 108795000 26000000 D COMCAST CORP DBCV 12/1 200300BH 24303 31645000 PRN SHARED 02 24145000 7500000 D COMCAST CORP CL A 20030010 575 17201 SH SHARED 01 12901 4300 D COMCAST CORP CL A 20030010 66 2000 SH SHR/OTHR 01 2000 D COMCAST CORP CL A 20030010 43 1300 SH SHARED 02 100 1200 D COMCAST CORP CL A SPL 20030020 99 3124 SH SHARED 3124 D COMCAST CORP CL A SPL 20030020 66102 2078686 SH SHARED 2077286 1400 D COMCAST CORP CL A SPL 20030020 292266 9190756 SH SHARED 01 8265360 925396 D COMCAST CORP CL A SPL 20030020 11856 372848 SH SHR/OTHR 01 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COSTAR GROUP INC COM 22160N10 2025 89000 SH SHARED 06 89000 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 22540 24500000 PRN SHARED 02 24500000 D COTT CORP QUE COM 22163N10 376 19923 SH SHARED 19923 D COTTON STS LIFE INS CO COM 22177410 17 1756 SH SHARED 1756 D COUNTRYWIDE CR INDS INC DEL COM 22237210 21519 480893 SH SHARED 480893 D COUNTRYWIDE CR INDS INC DEL COM 22237210 36761 821477 SH SHARED 01 821477 D COUNTRYWIDE CR INDS INC DEL COM 22237210 13 300 SH SHR/OTHR 01 300 D COUNTRYWIDE CR INDS INC DEL COM 22237210 5051 112885 SH SHARED 02 111585 1300 D COUNTRYWIDE CR INDS INC DEL COM 22237210 349 7800 SH SHARED 03 7800 D COUNTRYWIDE CR INDS INC DEL COM 22237210 11 250 SH SHARED 07 250 D COUSINS PPTYS INC COM 22279510 655 25174 SH SHARED 25174 D COUSINS PPTYS INC COM 22279510 3539 135883 SH SHARED 01 135883 D COUSINS PPTYS INC COM 22279510 72 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 1299 49900 SH SHARED 02 43900 6000 D COUSINS PPTYS INC COM 22279510 214 8250 SH SHARED 10 8250 D COVANTA ENERGY CORP COM 22281N10 413 574500 SH SHARED 574500 D COVANTA ENERGY CORP COM 22281N10 81 113417 SH SHARED 01 113417 D COVANTA ENERGY CORP COM 22281N10 2 2988 SH SHR/OTHR 01 2988 D COVANTA ENERGY CORP COM 22281N10 39 54295 SH SHARED 02 54295 D COVANTA ENERGY CORP COM 22281N10 2 3463 SH SHARED 10 3463 D COVANSYS CORP COM 22281W10 3 452 SH SHARED 452 D COVANSYS CORP COM 22281W10 230 30683 SH SHARED 01 30683 D COVANSYS CORP COM 22281W10 143 19169 SH SHARED 02 19169 D COVALENT GROUP INC COM 22281510 0 150 SH SHARED 150 D COVANCE INC COM 22281610 624 30770 SH SHARED 30770 D COVANCE INC COM 22281610 4136 203966 SH SHARED 01 203966 D COVANCE INC COM 22281610 21 1050 SH SHR/OTHR 01 250 800 D COVANCE INC COM 22281610 1961 96740 SH SHARED 02 96440 300 D COVANCE INC COM 22281610 40 2000 SH SHARED 10 2000 D COVENANT TRANS INC CL A 22284P10 0 56 SH SHARED 56 D COVENANT TRANS INC CL A 22284P10 79 5452 SH SHARED 5452 D COVENANT TRANS INC CL A 22284P10 155 10600 SH SHARED 01 10600 D COVENANT TRANS INC CL A 22284P10 115 7879 SH SHARED 02 7879 D COVENTRY HEALTH CARE INC COM 22286210 1412 54342 SH SHARED 54342 D COVENTRY HEALTH CARE INC COM 22286210 3837 147599 SH SHARED 01 147599 D COVENTRY HEALTH CARE INC COM 22286210 2065 79432 SH SHARED 02 74432 5000 D COVENTRY HEALTH CARE INC COM 22286210 242 9310 SH SHARED 10 9310 D COVEST BANCSHARES INC COM 22303210 548 26000 SH SHARED 26000 D COVISTA COMMUNICATIONS INC COM 22357410 0 124 SH SHARED 124 D COWLITZ BANCORP LONGVIEW WAS COM 22376710 1 194 SH SHARED 194 D COX COMMUNICATIONS INC NEW CL A 22404410 2201 58500 SH SHARED 58500 D COX COMMUNICATIONS INC NEW CL A 22404410 16694 443535 SH SHARED 01 439797 3738 D COX COMMUNICATIONS INC NEW CL A 22404410 233 6200 SH SHR/OTHR 01 6000 200 D COX COMMUNICATIONS INC NEW CL A 22404410 5566 147885 SH SHARED 02 130525 17360 D COX COMMUNICATIONS INC NEW CL A 22404410 515 13700 SH SHARED 03 13700 D COX COMMUNICATIONS INC NEW CL A 22404410 3575 95000 SH SHARED 04 95000 D COX COMMUNICATIONS INC NEW CL A 22404410 193 5137 SH SHARED 06 5137 D COX RADIO INC CL A 22405110 8846 311500 SH SHARED 311500 D COX RADIO INC CL A 22405110 1005 35410 SH SHARED 01 35410 D COX RADIO INC CL A 22405110 310 10923 SH SHARED 02 7823 3100 D CP SHIPS LTD COM 22409V10 8 692 SH SHARED 692 D CP SHIPS LTD COM 22409V10 27 2300 SH SHARED 02 2300 D CRAFTMADE INTL INC COM 22413E10 5083 312800 SH SHARED 01 312800 D CRAFTMADE INTL INC COM 22413E10 2767 170300 SH SHARED 06 170300 D CRANE CO COM 22439910 8761 320464 SH SHARED 320464 D CRANE CO COM 22439910 10514 384567 SH SHARED 01 384567 D CRANE CO COM 22439910 408 14932 SH SHR/OTHR 01 14932 D CRANE CO COM 22439910 995 36409 SH SHARED 02 35059 1350 D CRAWFORD & CO CL B 22463310 12 946 SH SHARED 946 D CRAWFORD & CO CL B 22463310 1128 83275 SH SHARED 01 83275 D CRAWFORD & CO CL B 22463310 505 37283 SH SHARED 02 37283 D CRAWFORD & CO CL B 22463310 73 5448 SH SHARED 10 5448 D CREATIVE COMPUTER APPLICATIO 10036 22490130 0 20 SH SHARED 02 20 D CREDIT SUISSE ASSET MGMT INC COM 22491610 142 25000 SH SHR/OTHR 01 25000 D CRAY INC COM 22522310 11 5000 SH SHARED 02 5000 D CRAYFISH CO LTD SPON ADR NEW 22522620 0 114 SH SHARED 01 114 D CREATIVE HOST SERVICES COM 22527P10 0 361 SH SHARED 361 D CREDENCE SYS CORP COM 22530210 1 61 SH SHARED 61 D CREDENCE SYS CORP COM 22530210 1217 55460 SH SHARED 55460 D CREDENCE SYS CORP COM 22530210 3491 159000 SH SHARED 01 159000 D CREDENCE SYS CORP COM 22530210 2067 94142 SH SHARED 02 94142 D CREDENCE SYS CORP COM 22530210 78 3585 SH SHARED 10 3585 D CREDIT ACCEP CORP MICH COM 22531010 5 547 SH SHARED 547 D CREDIT ACCEP CORP MICH COM 22531010 4 432 SH SHARED 432 D CREDIT ACCEP CORP MICH COM 22531010 396 36690 SH SHARED 01 36690 D CREDIT ACCEP CORP MICH COM 22531010 193 17900 SH SHARED 02 13900 4000 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 6295 168461 SH SHARED 168461 D CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F10 34 6000 SH SHARED 02 2000 4000 D CREE INC COM 22544710 0 33 SH SHARED 33 D CREE INC COM 22544710 1392 102164 SH SHARED 102164 D CREE INC COM 22544710 1871 137306 SH SHARED 01 129150 8156 D CREE INC COM 22544710 43 3225 SH SHR/OTHR 01 3225 D CREE INC COM 22544710 649 47632 SH SHARED 02 47632 D CREO INC COM 22560610 13 1300 SH SHARED 1300 D CREO INC COM 22560610 20 1990 SH SHARED 1990 D CRESCENT BKG CO COM 22564610 65 5000 SH SHARED 02 5000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 3179 163900 SH SHARED 163900 D CRESCENT REAL ESTATE EQUITIE COM 22575610 3551 183047 SH SHARED 01 183047 D CRESCENT REAL ESTATE EQUITIE COM 22575610 67 3500 SH SHARED 02 3500 D CRESCENT REAL ESTATE EQUITIE COM 22575610 118 6100 SH SHARED 03 6100 D CRESCENT REAL ESTATE EQUITIE COM 22575610 91 4698 SH SHARED 06 4698 D CRESCENT REAL ESTATE EQUITIE COM 22575610 364 18771 SH SHARED 10 18771 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 12605 640200 SH SHARED 640200 D CRESTLINE CAP CORP COM 22615310 111 3300 SH SHARED 3300 D CRESTLINE CAP CORP COM 22615310 1432 42573 SH SHARED 01 36358 6215 D CRESTLINE CAP CORP COM 22615310 48 1440 SH SHR/OTHR 01 1440 D CRESTLINE CAP CORP COM 22615310 462 13739 SH SHARED 02 13689 50 D CRESTLINE CAP CORP COM 22615310 68 2022 SH SHARED 10 2022 D CRESUD S A C I F Y A SPONSORED ADR 22640610 0 23 SH SHARED 23 D CRIIMI MAE INC 511 22660350 96 27071 SH SHARED 27071 D CRISTALERIAS DE CHILE S A SPONSORED ADR 22671410 5 300 SH SHARED 300 D CRITICAL PATH INC COM 22674V10 10 5000 SH SHARED 02 5000 D CRITICARE SYS INC COM 22690110 0 117 SH SHARED 117 D CROMPTON CORP COM 22711610 4725 382660 SH SHARED 382660 D CROMPTON CORP COM 22711610 4143 335513 SH SHARED 01 335513 D CROMPTON CORP COM 22711610 119 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 2229 180557 SH SHARED 02 180557 D CROMPTON CORP COM 22711610 204 16578 SH SHARED 10 16578 D CROSS A T CO CL A 22747810 2054 297700 SH SHARED 01 297700 D CROSS A T CO CL A 22747810 1139 165100 SH SHARED 06 165100 D CROSS CTRY INC COM 22748P10 3 136 SH SHARED 136 D CROSS CTRY INC COM 22748P10 81 3000 SH SHARED 3000 D CROSS MEDIA MARKETING CORP 10036 22754R20 0 1 SH SHARED 02 1 D CROSSMANN CMNTYS INC COM 22764E10 32 720 SH SHARED 720 D CROSSMANN CMNTYS INC COM 22764E10 7888 174400 SH SHARED 174400 D CROSSMANN CMNTYS INC COM 22764E10 684 15143 SH SHARED 01 15143 D CROSSMANN CMNTYS INC COM 22764E10 338 7479 SH SHARED 02 7479 D CROSSROADS SYS INC COM 22765D10 1 504 SH SHARED 504 D CROSSROADS SYS INC COM 22765D10 226 63790 SH SHARED 01 60390 3400 D CROSSROADS SYS INC COM 22765D10 83 23650 SH SHARED 02 23650 D CROSSWALK COM INC COM 22768510 2 2220 SH SHARED 2220 D CROSSWAVE COMMUNICATIONS INC ADR 22768610 1 1304 SH SHARED 1304 D CROWN AMERN RLTY TR SH BEN INT 22818610 6 638 SH SHARED 638 D CROWN AMERN RLTY TR SH BEN INT 22818610 413 42500 SH SHARED 01 42500 D CROWN AMERN RLTY TR SH BEN INT 22818610 238 24500 SH SHARED 02 23700 800 D CROWN AMERN RLTY TR SH BEN INT 22818610 53 5500 SH SHARED 10 5500 D CROWN ANDERSEN INC COM 22819010 0 4 SH SHARED 4 D CROWN CASTLE INTL CORP COM 22822710 3059 462861 SH SHARED 462861 D CROWN CASTLE INTL CORP COM 22822710 1365 206650 SH SHARED 01 206650 D CROWN CASTLE INTL CORP COM 22822710 383 57964 SH SHARED 02 54909 3055 D CROWN CORK & SEAL INC COM 22825510 15725 1757042 SH SHARED 1757042 D CROWN CORK & SEAL INC COM 22825510 2545 284403 SH SHARED 01 284403 D CROWN CORK & SEAL INC COM 22825510 3240 362100 SH SHARED 02 254500 107600 D CROWN CORK & SEAL INC COM 22825510 176 19760 SH SHARED 10 19760 D CROWN GROUP INC COM 22835910 1 128 SH SHARED 128 D CROWN MEDIA HLDGS INC CL A 22841110 3 316 SH SHARED 316 D CROWN MEDIA HLDGS INC CL A 22841110 512 41364 SH SHARED 41364 D CROWN MEDIA HLDGS INC CL A 22841110 604 48780 SH SHARED 01 48780 D CROWN MEDIA HLDGS INC CL A 22841110 447 36066 SH SHARED 02 22066 14000 D CRUCELL N V SPONSORED ADR 22876910 0 37 SH SHARED 37 D CRYO-CELL INTL INC COM 22889510 7 1984 SH SHARED 1984 D CRYOLIFE INC COM 22890310 1253 59986 SH SHARED 59986 D CRYOLIFE INC COM 22890310 580 27778 SH SHARED 01 27778 D CRYOLIFE INC COM 22890310 411 19699 SH SHARED 02 19199 500 D CRYPTOLOGIC INC COM 22890610 72 4900 SH SHARED 4900 D CUBIC CORP COM 22966910 134 2052 SH SHARED 2052 D CUBIC CORP COM 22966910 934 14290 SH SHARED 01 14290 D CUBIC CORP COM 22966910 614 9400 SH SHARED 02 6900 2500 D CUBIC CORP COM 22966910 1562 23900 SH SHARED 10 23900 D CUBIST PHARMACEUTICALS INC COM 22967810 0 52 SH SHARED 52 D CUBIST PHARMACEUTICALS INC COM 22967810 1189 64392 SH SHARED 64392 D CUBIST PHARMACEUTICALS INC COM 22967810 1144 61926 SH SHARED 01 61926 D CUBIST PHARMACEUTICALS INC COM 22967810 702 38001 SH SHARED 02 38001 D CUBIST PHARMACEUTICALS INC COM 22967810 21908 1185500 SH SHARED 04 1185500 D CULLEN FROST BANKERS INC COM 22989910 2281 63591 SH SHARED 63591 D CULLEN FROST BANKERS INC COM 22989910 2610 72780 SH SHARED 01 72780 D CULLEN FROST BANKERS INC COM 22989910 81 2270 SH SHARED 02 2270 D CUMMINS INC COM 23102110 8724 184720 SH SHARED 184720 D CUMMINS INC COM 23102110 11696 247642 SH SHARED 01 247642 D CUMMINS INC COM 23102110 1507 31917 SH SHARED 02 27417 4500 D CUMULUS MEDIA INC CL A 23108210 1368 76438 SH SHARED 76438 D CUMULUS MEDIA INC CL A 23108210 2231 124678 SH SHARED 01 124678 D CUMULUS MEDIA INC CL A 23108210 555 31038 SH SHARED 02 30938 100 D CUMULUS MEDIA INC CL A 23108210 111 6218 SH SHARED 10 6218 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3385 4600000 PRN SHARED 02 4600000 D CURAGEN CORP COM 23126R10 33 2064 SH SHARED 2064 D CURAGEN CORP COM 23126R10 1170 72901 SH SHARED 72901 D CURAGEN CORP COM 23126R10 698 43500 SH SHARED 01 43500 D CURAGEN CORP COM 23126R10 107 6700 SH SHARED 02 2900 3800 D CURAGEN CORP COM 23126R10 240 15000 SH SHARED 07 15000 D CURATIVE HEALTH SVCS INC COM 23126410 0 15 SH SHARED 15 D CURATIVE HEALTH SVCS INC COM 23126410 57 5400 SH SHARED 5400 D CURIS INC COM 23126910 1 836 SH SHARED 836 D CURIS INC COM 23126910 89 42200 SH SHARED 01 42000 200 D CURIS INC COM 23126910 74 34849 SH SHARED 02 34849 D CURRENT INCOME SHS INC COM 23129810 747 61800 SH SHARED 02 61800 D CURTISS WRIGHT CORP COM 23156110 1057 15896 SH SHARED 15896 D CURTISS WRIGHT CORP COM 23156110 1592 23940 SH SHARED 01 23940 D CURTISS WRIGHT CORP COM 23156110 718 10800 SH SHARED 02 10800 D CURTISS WRIGHT CORP COM 23156110 99 1500 SH SHARED 10 1500 D CURTISS WRIGHT CORP CL B 23156140 4 71 SH SHARED 71 D CURTISS WRIGHT CORP CL B 23156140 14 219 SH SHARED 01 219 D CURTISS WRIGHT CORP CL B 23156140 1 23 SH SHARED 02 23 D CUTTER & BUCK INC COM 23221710 11 1590 SH SHARED 1590 D CUTTER & BUCK INC COM 23221710 1 150 SH SHARED 02 150 D CYBEAR GROUP NEW 10036 23243C20 0 178 SH SHARED 02 178 D CYBERCARE INC COM 23243T10 0 500 SH SHARED 02 500 D CYANOTECH CORP ST 23243720 0 150 SH SHARED 150 D CYBERSOURCE CORP COM 23251J10 0 280 SH SHARED 280 D CYBERONICS INC COM 23251P10 408 25531 SH SHARED 25531 D CYBERONICS INC COM 23251P10 735 46001 SH SHARED 01 46001 D CYBERONICS INC COM 23251P10 334 20900 SH SHARED 02 20900 D CYBEROPTICS CORP COM 23251710 1 150 SH SHARED 150 D CYBEROPTICS CORP COM 23251710 3 300 SH SHARED 01 300 D CYBEROPTICS CORP COM 23251710 36 2787 SH SHR/OTHR 01 2787 D CYGNUS INC COM 23256010 3 790 SH SHARED 790 D CYGNUS INC COM 23256010 351 89990 SH SHARED 01 84490 5500 D CYGNUS INC COM 23256010 1 500 SH SHR/OTHR 01 500 D CYGNUS INC COM 23256010 178 45700 SH SHARED 02 45200 500 D CYLINK CORP COM 23256510 0 201 SH SHARED 201 D CYLINK CORP COM 23256510 9 6500 SH SHARED 6500 D CYLINK CORP COM 23256510 0 200 SH SHARED 02 200 D CYMER INC COM 23257210 7073 142445 SH SHARED 142445 D CYMER INC COM 23257210 4870 98074 SH SHARED 01 98074 D CYMER INC COM 23257210 1724 34720 SH SHARED 02 34720 D CYMER INC COM 23257210 1241 25000 SH SHARED 07 25000 D CYPRESS SEMICONDUCTOR CORP NOTE 4.000% 2/0 232806AE 2703 3000000 PRN SHARED 01 3000000 D CYPRESS SEMICONDUCTOR CORP NOTE 3.750% 7/0 232806AF 43 50000 PRN SHARED 02 50000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 7816 339853 SH SHARED 339853 D CYPRESS SEMICONDUCTOR CORP COM 23280610 5195 225877 SH SHARED 01 225877 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2276 98964 SH SHARED 02 98964 D CYSIVE INC COM 23281T10 0 113 SH SHARED 113 D CYTEC INDS INC COM 23282010 3359 110453 SH SHARED 110453 D CYTEC INDS INC COM 23282010 3841 126285 SH SHARED 01 126285 D CYTEC INDS INC COM 23282010 1949 64096 SH SHARED 02 64096 D CYTEC INDS INC COM 23282010 166 5471 SH SHARED 10 5471 D CYTOGEN CORP COM 23282410 58 27178 SH SHARED 27178 D CYTOGEN CORP COM 23282410 29 13984 SH SHARED 13984 D CYTOGEN CORP COM 23282410 354 165600 SH SHARED 01 165600 D CYTOGEN CORP COM 23282410 183 85865 SH SHARED 02 85865 D D & E COMMUNICATIONS INC COM 23286010 0 13 SH SHARED 13 D D & E COMMUNICATIONS INC COM 23286010 77 5000 SH SHARED 5000 D D & K HEALTHCARE RES INC COM 23286110 37 627 SH SHARED 627 D CYTYC CORP COM 23294610 3283 121986 SH SHARED 121986 D CYTYC CORP COM 23294610 8336 309671 SH SHARED 01 294090 15581 D CYTYC CORP COM 23294610 170 6323 SH SHR/OTHR 01 3000 3323 D CYTYC CORP COM 23294610 5685 211217 SH SHARED 02 211217 D CYTYC CORP COM 23294610 9422 350000 SH SHARED 04 350000 D D A CONSULTING GROUP INC COM 23302710 0 28 SH SHARED 28 D DCH TECHNOLOGY INC COM 23309210 0 1000 SH SHARED 02 1000 D DDI CORP NOTE 5.250% 3/0 233162AA 1727 2500000 PRN SHARED 01 2500000 D DDI CORP COM 23316210 1027 120506 SH SHARED 120506 D DDI CORP COM 23316210 820 96235 SH SHARED 01 96235 D DDI CORP COM 23316210 2138 250728 SH SHARED 02 250728 D DHB INDS INC COM 23321E10 4982 739200 SH SHARED 01 739200 D DHB INDS INC COM 23321E10 2505 371800 SH SHARED 06 371800 D DHB INDS INC COM 23321E10 1454 215800 SH SHARED 10 215800 D DMC STRATEX NETWORKS INC COM 23322L10 67 12377 SH SHARED 12377 D DMC STRATEX NETWORKS INC COM 23322L10 1030 189510 SH SHARED 01 189510 D DMC STRATEX NETWORKS INC COM 23322L10 620 114039 SH SHARED 02 108889 5150 D DMC STRATEX NETWORKS INC COM 23322L10 39 7247 SH SHARED 10 7247 D DGSE COMPANIES INC COM 23323G10 1 834 SH SHARED 834 D DGSE COMPANIES INC COM 23323G10 18 9000 SH SHARED 02 9000 D DPAC TECHNOLOGIES CORP COM 23326910 11 3052 SH SHARED 3052 D DPAC TECHNOLOGIES CORP COM 23326910 219 58900 SH SHARED 58900 D DQE INC COM 23329J10 1141 53576 SH SHARED 53576 D DQE INC COM 23329J10 3891 182624 SH SHARED 01 182624 D DQE INC COM 23329J10 15 750 SH SHR/OTHR 01 750 D DQE INC COM 23329J10 2057 96555 SH SHARED 02 91863 4692 D DQE INC COM 23329J10 4262 200000 SH SHARED 05 200000 D DQE INC COM 23329J10 148 6986 SH SHARED 10 6986 D DPL INC COM 23329310 3427 134140 SH SHARED 134140 D DPL INC COM 23329310 5848 228915 SH SHARED 01 228915 D DPL INC COM 23329310 63 2475 SH SHR/OTHR 01 2475 D DPL INC COM 23329310 1833 71780 SH SHARED 02 68030 3750 D DRS TECHNOLOGIES INC COM 23330X10 1838 44357 SH SHARED 44357 D DRS TECHNOLOGIES INC COM 23330X10 3679 88760 SH SHARED 01 88760 D DRS TECHNOLOGIES INC COM 23330X10 6433 155200 SH SHARED 02 155200 D D R HORTON INC NOTE 5/1 23331AAH 7010 10000000 PRN SHARED 10000000 D D R HORTON INC NOTE 5/1 23331AAH 10515 15000000 PRN SHARED 02 15000000 D D R HORTON INC COM 23331A10 21066 558801 SH SHARED 558801 D D R HORTON INC COM 23331A10 5824 154500 SH SHARED 01 153700 800 D D R HORTON INC COM 23331A10 4304 114174 SH SHARED 02 114174 D D R HORTON INC COM 23331A10 91 2436 SH SHARED 10 2436 D DSP GROUP INC COM 23332B10 1 76 SH SHARED 76 D DSP GROUP INC COM 23332B10 795 38844 SH SHARED 38844 D DSP GROUP INC COM 23332B10 26352 1287350 SH SHARED 01 1287350 D DSP GROUP INC COM 23332B10 614 30034 SH SHARED 02 28889 1145 D DSP GROUP INC COM 23332B10 1844 90100 SH SHARED 06 90100 D DSP GROUP INC COM 23332B10 2169 106000 SH SHARED 10 106000 D DST SYS INC DEL COM 23332610 2538 50976 SH SHARED 50976 D DST SYS INC DEL COM 23332610 10123 203274 SH SHARED 01 203274 D DST SYS INC DEL COM 23332610 4 100 SH SHR/OTHR 01 100 D DST SYS INC DEL COM 23332610 3308 66426 SH SHARED 02 63362 3064 D DST SYS INC DEL COM 23332610 239 4800 SH SHARED 03 4800 D DT INDUSTRIES INC COM 23333J10 0 76 SH SHARED 76 D DTE ENERGY CO COM 23333110 20910 459566 SH SHARED 459566 D DTE ENERGY CO COM 23333110 49599 1090099 SH SHARED 01 1090099 D DTE ENERGY CO COM 23333110 4095 90015 SH SHARED 02 89515 500 D DTE ENERGY CO COM 23333110 495 10900 SH SHARED 03 10900 D DTE ENERGY CO COM 23333110 65 1435 SH SHARED 09 1435 D DVI INC COM 23334310 6 362 SH SHARED 362 D DVI INC COM 23334310 414 22530 SH SHARED 01 22530 D DVI INC COM 23334310 242 13200 SH SHARED 02 13200 D DAIMLER BENZ A G SUB NT 5.75%02 23382940 2505 50100 SH SHARED 50100 D DAISYTEK INTL CORP COM 23405310 48 3042 SH SHARED 3042 D DAISYTEK INTL CORP COM 23405310 728 45760 SH SHARED 01 45760 D DAISYTEK INTL CORP COM 23405310 5234 329000 SH SHARED 02 329000 D DAISYTEK INTL CORP COM 23405310 66 4157 SH SHARED 10 4157 D DAKTRONICS INC COM 23426410 0 16 SH SHARED 16 D DAKTRONICS INC COM 23426410 3 402 SH SHARED 402 D DAKTRONICS INC COM 23426410 257 32200 SH SHARED 01 32200 D DAKTRONICS INC COM 23426410 121 15260 SH SHARED 02 15260 D DALEEN TECHNOLOGIES INC COM 23437N10 1 4999 SH SHARED 4999 D DAN RIV INC GA CL A 23577410 7 4000 SH SHARED 4000 D DANA CORP COM 23581110 13130 611553 SH SHARED 611553 D DANA CORP COM 23581110 20895 973241 SH SHARED 01 973241 D DANA CORP COM 23581110 2112 98412 SH SHARED 02 93362 5050 D DANA CORP COM 23581110 171 8000 SH SHARED 03 8000 D DANA CORP COM 23581110 26 1217 SH SHARED 09 1217 D DANAHER CORP DEL COM 23585110 22432 315860 SH SHARED 315860 D DANAHER CORP DEL COM 23585110 63840 898903 SH SHARED 01 898903 D DANAHER CORP DEL COM 23585110 85 1200 SH SHR/OTHR 01 1200 D DANAHER CORP DEL COM 23585110 18684 263090 SH SHARED 02 258715 4375 D DANAHER CORP DEL COM 23585110 475 6700 SH SHARED 03 6700 D DANAHER CORP DEL COM 23585110 8011 112800 SH SHARED 06 112800 D DANAHER CORP DEL COM 23585110 830 11700 SH SHARED 07 11700 D DANAHER CORP DEL COM 23585110 83 1174 SH SHARED 09 1174 D DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 4 1145 SH SHARED 1145 D DARDEN RESTAURANTS INC COM 23719410 14221 350358 SH SHARED 350358 D DARDEN RESTAURANTS INC COM 23719410 31861 784956 SH SHARED 01 779056 5900 D DARDEN RESTAURANTS INC COM 23719410 489 12062 SH SHR/OTHR 01 5600 6462 D DARDEN RESTAURANTS INC COM 23719410 11799 290704 SH SHARED 02 290704 D DARDEN RESTAURANTS INC COM 23719410 478 11780 SH SHARED 07 11780 D DASSAULT SYS S A SPONSORED ADR 23754510 1 22 SH SHARED 22 D DASSAULT SYS S A SPONSORED ADR 23754510 8 168 SH SHARED 168 D DASSAULT SYS S A SPONSORED ADR 23754510 164 3343 SH SHARED 01 3343 D DATA I O CORP COM 23769010 3 2198 SH SHARED 2198 D DATA I O CORP COM 23769010 12 8000 SH SHARED 8000 D DATAKEY INC COM 23790910 1 377 SH SHARED 377 D DATAMIRROR CORP COM 23792610 0 20 SH SHARED 20 D DATA TRANSLATION INC NEW COM 23801610 1 1720 SH SHARED 1720 D DATALEX PLC ADR 23803V10 0 175 SH SHARED 175 D DATARAM CORP COM PAR $1 23810820 0 34 SH SHARED 34 D DATASCOPE CORP COM 23811310 289 9871 SH SHARED 9871 D DATASCOPE CORP COM 23811310 935 31866 SH SHARED 01 31866 D DATASCOPE CORP COM 23811310 388 13234 SH SHARED 02 12355 879 D DATASTREAM SYS INC COM 23812410 0 90 SH SHARED 90 D DATASTREAM SYS INC COM 23812410 3 418 SH SHARED 418 D DATASTREAM SYS INC COM 23812410 364 40474 SH SHARED 01 40474 D DATASTREAM SYS INC COM 23812410 155 17324 SH SHARED 02 17324 D DATATEC SYS INC COM 23812810 1 1092 SH SHARED 1092 D DAUGHERTY RES INC COM 23821510 0 290 SH SHARED 290 D DAVITA INC COM 23918K10 7187 284100 SH SHARED 284100 D DAVITA INC COM 23918K10 2787 110177 SH SHARED 01 110177 D DAVITA INC COM 23918K10 817 32300 SH SHARED 02 31300 1000 D DAVOX CORP COM 23920810 202 25300 SH SHARED 25300 D DAVOX CORP COM 23920810 6 800 SH SHARED 01 800 D DAWSON GEOPHYSICAL CO COM 23935910 1 130 SH SHARED 130 D DAWSON GEOPHYSICAL CO COM 23935910 24 3000 SH SHARED 01 3000 D DEAN FOODS CO NEW COM 24237010 2821 37259 SH SHARED 37259 D DEAN FOODS CO NEW COM 24237010 44983 594071 SH SHARED 01 594071 D DEAN FOODS CO NEW COM 24237010 5366 70870 SH SHARED 02 70870 D DEAN FOODS CO NEW COM 24237010 3028 40000 SH SHARED 04 40000 D DEAN FOODS CO NEW COM 24237010 1249 16500 SH SHARED 06 16500 D DEAN FOODS CO NEW COM 24237010 394 5209 SH SHARED 10 5209 D DEB SHOPS INC COM 24272810 76 2850 SH SHARED 2850 D DEB SHOPS INC COM 24272810 150 5600 SH SHARED 01 5600 D DEB SHOPS INC COM 24272810 128 4800 SH SHARED 02 4800 D DEBT STRATEGIES FD INC NEW COM 24276Q10 29 4500 SH SHR/OTHR 01 4500 D DECKERS OUTDOOR CORP COM 24353710 0 25 SH SHARED 25 D DECODE GENETICS INC COM 24358610 138 24327 SH SHARED 24327 D DECODE GENETICS INC COM 24358610 4 796 SH SHARED 796 D DECODE GENETICS INC COM 24358610 293 51510 SH SHARED 01 51510 D DECODE GENETICS INC COM 24358610 211 37100 SH SHARED 02 37100 D DECOMA INTERNATIONAL INC CL A SUB VTG 24359C10 6 630 SH SHARED 630 D DECTRON INTERNATIONALE INC COM 24366610 0 50 SH SHARED 50 D DEERE & CO COM 24419910 36514 801629 SH SHARED 801629 D DEERE & CO COM 24419910 77833 1708759 SH SHARED 01 1708759 D DEERE & CO COM 24419910 601 13200 SH SHR/OTHR 01 4500 8700 D DEERE & CO COM 24419910 11266 247349 SH SHARED 02 233549 13800 D DEERE & CO COM 24419910 760 16700 SH SHARED 03 16700 D DEERE & CO COM 24419910 10681 234500 SH SHARED 05 234500 D DEERE & CO COM 24419910 56 1250 SH SHARED 07 1250 D DEERE & CO COM 24419910 542 11900 SH SHARED 08 11900 D DEERE & CO COM 24419910 85 1880 SH SHARED 09 1880 D DEL MONTE FOODS CO COM 24522P10 6 700 SH SHARED 700 D DEL MONTE FOODS CO COM 24522P10 635 65330 SH SHARED 01 65330 D DEL MONTE FOODS CO COM 24522P10 261 26824 SH SHARED 02 26824 D DELANO TECHNOLOGY CORP COM 24570110 2 4064 SH SHARED 4064 D DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 1 100 SH SHARED 100 D DELAWARE INV FL INS MUN INC SH BEN INT 24610T10 1 100 SH SHARED 02 100 D DELAWAR INVTS AZ MUN INCOME COM 24610010 1 100 SH SHARED 100 D DELIAS CORP CL A 24688Q10 10 1688 SH SHARED 1688 D DELIAS CORP CL A 24688Q10 5 832 SH SHARED 832 D DELIAS CORP CL A 24688Q10 719 113030 SH SHARED 01 113030 D DELIAS CORP CL A 24688Q10 375 59000 SH SHARED 02 59000 D DELIAS CORP CL A 24688Q10 31 5000 SH SHARED 10 5000 D DELL COMPUTER CORP COM 24702510 91 3498 SH SHARED 3498 D DELL COMPUTER CORP COM 24702510 673740 25803921 SH SHARED 25499869 304052 D DELL COMPUTER CORP COM 24702510 462024 17695317 SH SHARED 01 17664404 30913 D DELL COMPUTER CORP COM 24702510 799 30610 SH SHR/OTHR 01 10510 20100 D DELL COMPUTER CORP COM 24702510 52222 2000082 SH SHARED 02 1962320 37762 D DELL COMPUTER CORP COM 24702510 40370 1546160 SH SHARED 03 217900 1328260 D DELL COMPUTER CORP COM 24702510 54293 2079400 SH SHARED 04 2079400 D DELL COMPUTER CORP COM 24702510 110982 4250556 SH SHARED 06 4250556 D DELL COMPUTER CORP COM 24702510 510 19536 SH SHARED 07 19536 D DELL COMPUTER CORP COM 24702510 11644 445980 SH SHARED 08 445980 D DELL COMPUTER CORP COM 24702510 9453 362083 SH SHARED 09 362083 D DELL COMPUTER CORP COM 24702510 3691 141400 SH SHARED 10 141400 D DELL COMPUTER CORP COM 24702510 1866 71500 SH SHARED 11 71500 D DELL COMPUTER CORP COM 24702510 1040 39840 SH SHARED 12 39840 D DELPHI CORP COM 24712610 31339 1959972 SH SHARED 1959972 D DELPHI CORP COM 24712610 63242 3955120 SH SHARED 01 3954283 837 D DELPHI CORP COM 24712610 256 16016 SH SHR/OTHR 01 7667 8349 D DELPHI CORP COM 24712610 5245 328034 SH SHARED 02 323836 4198 D DELPHI CORP COM 24712610 649 40600 SH SHARED 03 40600 D DELPHI CORP COM 24712610 312 19518 SH SHARED 06 19518 D DELPHI CORP COM 24712610 61 3836 SH SHARED 09 3836 D DELPHI FINL GROUP INC CL A 24713110 609 15532 SH SHARED 15532 D DELPHI FINL GROUP INC CL A 24713110 1225 31260 SH SHARED 01 31260 D DELPHI FINL GROUP INC CL A 24713110 644 16430 SH SHARED 02 16430 D DELPHI FINL GROUP INC CL A 24713110 74 1900 SH SHARED 10 1900 D DELTA & PINE LD CO COM 24735710 1918 101112 SH SHARED 101112 D DELTA & PINE LD CO COM 24735710 1436 75708 SH SHARED 01 75708 D DELTA & PINE LD CO COM 24735710 776 40950 SH SHARED 02 40950 D DELTA & PINE LD CO COM 24735710 48 2538 SH SHARED 10 2538 D DELTA AIR LINES INC DEL COM 24736110 14472 442307 SH SHARED 442307 D DELTA AIR LINES INC DEL COM 24736110 24636 752964 SH SHARED 01 752814 150 D DELTA AIR LINES INC DEL COM 24736110 2568 78491 SH SHARED 02 75121 3370 D DELTA AIR LINES INC DEL COM 24736110 27 848 SH SHARED 09 848 D DELTA NAT GAS INC COM 24774810 19 886 SH SHARED 886 D DELTAGEN INC COM 24783R10 1 292 SH SHARED 292 D DELTAGEN INC COM 24783R10 129 19280 SH SHARED 01 19280 D DELTAGEN INC COM 24783R10 85 12700 SH SHARED 02 12700 D DELTEK SYS INC COM 24785A10 0 71 SH SHARED 71 D DELTEK SYS INC COM 24785A10 48 7000 SH SHARED 7000 D DELTIC TIMBER CORP COM 24785010 7 240 SH SHARED 240 D DELTIC TIMBER CORP COM 24785010 1123 37138 SH SHARED 01 37138 D DELTIC TIMBER CORP COM 24785010 1588 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 286 9463 SH SHARED 02 9463 D DELTIC TIMBER CORP COM 24785010 67 2218 SH SHARED 10 2218 D DELTA PETE CORP 10036 24790720 0 7 SH SHARED 02 7 D DENBURY RES INC 511 24791620 2 310 SH SHARED 310 D DENBURY RES INC equit-comm 24791620 332 39200 SH SHARED 01 39200 D DENBURY RES INC 10036 24791620 195 23100 SH SHARED 02 23100 D DELUXE CORP COM 24801910 23962 517990 SH SHARED 517990 D DELUXE CORP COM 24801910 22660 489850 SH SHARED 01 489850 D DELUXE CORP COM 24801910 1973 42664 SH SHARED 02 40464 2200 D DELUXE CORP COM 24801910 23 500 SH SHARED 06 500 D DELUXE CORP COM 24801910 655 14180 SH SHARED 07 14180 D DENDREON CORP COM 24823Q10 4 806 SH SHARED 806 D DENDREON CORP COM 24823Q10 2 448 SH SHARED 448 D DENDREON CORP COM 24823Q10 200 32400 SH SHARED 01 32400 D DENDREON CORP COM 24823Q10 103 16658 SH SHARED 02 16658 D DENDRITE INTL INC COM 24823910 13 1258 SH SHARED 1258 D DENDRITE INTL INC COM 24823910 160 14966 SH SHARED 14966 D DENDRITE INTL INC COM 24823910 2260 211299 SH SHARED 01 211299 D DENDRITE INTL INC COM 24823910 349 32650 SH SHARED 02 31900 750 D DENTSPLY INTL INC NEW COM 24903010 2660 71788 SH SHARED 71788 D DENTSPLY INTL INC NEW COM 24903010 5493 148241 SH SHARED 01 148241 D DENTSPLY INTL INC NEW COM 24903010 1699 45863 SH SHARED 02 44290 1573 D DEPARTMENT 56 INC COM 24950910 187 13400 SH SHARED 13400 D DESCARTES SYS GROUP INC COM 24990610 9 2109 SH SHARED 2109 D DESCARTES SYS GROUP INC COM 24990610 19 4365 SH SHARED 4365 D DESCARTES SYS GROUP INC COM 24990610 9 2250 SH SHARED 02 2250 D DESC S A DE C V SPON ADR C 25030910 11 1000 SH SHARED 1000 D DESIGNS INC COM 25057L10 0 200 SH SHARED 200 D DESWELL INDS INC COM 25063910 237 10800 SH SHARED 10800 D DEUTSCHE BK FINL INC MTNS BE MTNF 1.000% 1/1 25153EBG 16992 19420000 PRN SHARED 19420000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 5133 342709 SH SHARED 342709 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 450 30060 SH SHARED 01 30060 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 14 1000 SH SHR/OTHR 01 1000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1843 123088 SH SHARED 02 108922 14166 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 944 44989 SH SHARED 44989 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 3404 162141 SH SHARED 01 151790 10351 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 6 331 SH SHR/OTHR 01 331 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1562 74383 SH SHARED 02 63357 11026 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 365 17406 SH SHARED 10 17406 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 6782 14400000 PRN SHARED 14400000 D DEVON ENERGY CORP NEW DBCV 6/2 25179MAD 16363 34742000 PRN SHARED 02 3242000 31500000 D DEVON ENERGY CORP NEW COM 25179M10 26369 546297 SH SHARED 546297 D DEVON ENERGY CORP NEW COM 25179M10 44016 911878 SH SHARED 01 911878 D DEVON ENERGY CORP NEW COM 25179M10 4944 102444 SH SHARED 02 94971 7473 D DEVON ENERGY CORP NEW COM 25179M10 400 8300 SH SHARED 03 8300 D DEVON ENERGY CORP NEW COM 25179M10 2413 50000 SH SHARED 04 50000 D DEVON ENERGY CORP NEW COM 25179M10 132 2746 SH SHARED 06 2746 D DEVON ENERGY CORP NEW COM 25179M10 77 1600 SH SHARED 09 1600 D DEVRY INC DEL COM 25189310 4045 134256 SH SHARED 134256 D DEVRY INC DEL COM 25189310 3672 121900 SH SHARED 01 119500 2400 D DEVRY INC DEL COM 25189310 1181 39197 SH SHARED 02 39197 D DIACRIN INC COM 25243N10 5 2883 SH SHARED 2883 D DIAGEO P L C SPON ADR NEW 25243Q20 2634 50210 SH SHARED 50210 D DIAGEO P L C SPON ADR NEW 25243Q20 62 1193 SH SHARED 02 924 269 D DIAGNOSTIC PRODS CORP COM 25245010 2887 66832 SH SHARED 66832 D DIAGNOSTIC PRODS CORP COM 25245010 5387 124700 SH SHARED 01 124700 D DIAGNOSTIC PRODS CORP COM 25245010 993 23000 SH SHARED 02 23000 D DIAL CORP NEW COM 25247D10 1732 96147 SH SHARED 96147 D DIAL CORP NEW COM 25247D10 8491 471242 SH SHARED 01 471242 D DIAL CORP NEW COM 25247D10 54 3016 SH SHR/OTHR 01 3016 D DIAL CORP NEW COM 25247D10 3068 170267 SH SHARED 02 170267 D DIAL CORP NEW COM 25247D10 126 7035 SH SHARED 10 7035 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 3570 7000000 PRN SHARED 7000000 D DIAMOND OFFSHORE DRILLING IN DBCV 6/0 25271CAC 510 1000000 PRN SHARED 02 1000000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 12887 13963000 PRN SHARED 02 3963000 10000000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 9636 308261 SH SHARED 308261 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1940 62079 SH SHARED 01 61329 750 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 592 18954 SH SHARED 02 18904 50 D DIAMONDCLUSTER INTL INC CL A 25278P10 2 198 SH SHARED 198 D DIAMONDCLUSTER INTL INC CL A 25278P10 53 4178 SH SHARED 4178 D DIAMONDCLUSTER INTL INC CL A 25278P10 790 61200 SH SHARED 01 61200 D DIAMONDCLUSTER INTL INC CL A 25278P10 378 29309 SH SHARED 02 29309 D DIAMONDS TR UNIT SER 1 25278710 1320 12737 SH SHARED 12737 D DIAMONDS TR UNIT SER 1 25278710 549 5300 SH SHARED 02 5300 D DIAMONDS TR UNIT SER 1 25278710 868 8375 SH SHARED 04 8375 D DIANON SYS INC COM 25282610 4 76 SH SHARED 76 D DIANON SYS INC COM 25282610 2587 39887 SH SHARED 39887 D DIANON SYS INC COM 25282610 4646 71615 SH SHARED 01 71615 D DIANON SYS INC COM 25282610 683 10541 SH SHARED 02 10541 D DICE INC COM 25301P10 4 1788 SH SHARED 1788 D DICE INC COM 25301P10 5 2000 SH SHARED 2000 D DIEBOLD INC COM 25365110 1544 37900 SH SHARED 37900 D DIEBOLD INC COM 25365110 5954 146164 SH SHARED 01 145714 450 D DIEBOLD INC COM 25365110 52 1300 SH SHR/OTHR 01 1300 D DIEBOLD INC COM 25365110 1986 48767 SH SHARED 02 38367 10400 D DIEDRICH COFFEE INC ST 25367520 1 506 SH SHARED 506 D DIGENE CORP COM 25375210 1451 40605 SH SHARED 40605 D DIGENE CORP COM 25375210 3861 108003 SH SHARED 108003 D DIGENE CORP COM 25375210 4794 134120 SH SHARED 01 134120 D DIGENE CORP COM 25375210 443 12400 SH SHARED 02 12400 D DIGEX INC DEL CL A 25375610 1 1581 SH SHARED 1581 D DIGEX INC DEL CL A 25375610 2224 1794293 SH SHARED 1794293 D DIGEX INC DEL CL A 25375610 68 55100 SH SHARED 01 55100 D DIGEX INC DEL CL A 25375610 18 14589 SH SHARED 02 14589 D DIGI INTL INC COM 25379810 40 7480 SH SHARED 7480 D DIGIMARC CORP COM 25380710 4 240 SH SHARED 240 D DIGIMARC CORP COM 25380710 726 37129 SH SHARED 01 37129 D DIGIMARC CORP COM 25380710 207 10618 SH SHARED 02 10618 D DIGITAL IMPACT INC DEL COM 25385G10 46 15604 SH SHARED 15604 D DIGITAL INSIGHT CORP COM 25385P10 0 35 SH SHARED 35 D DIGITAL INSIGHT CORP COM 25385P10 192 7000 SH SHARED 7000 D DIGITAL INSIGHT CORP COM 25385P10 4036 146511 SH SHARED 01 146511 D DIGITAL INSIGHT CORP COM 25385P10 950 34508 SH SHARED 02 34508 D DIGITAL LIGHTWAVE INC COM 25385510 2449 393256 SH SHARED 393256 D DIGITAL LIGHTWAVE INC COM 25385510 226 36400 SH SHARED 01 36400 D DIGITAL LIGHTWAVE INC COM 25385510 180 28900 SH SHARED 02 28800 100 D DIGITAL RECORDERS INC COM 25386910 6 2000 SH SHARED 02 2000 D DIGITAL VIDEO SYS INC 10036 25387R40 1 357 SH SHARED 02 357 D DIGITAL RIV INC COM 25388B10 6 428 SH SHARED 428 D DIGITAL RIV INC COM 25388B10 5236 353597 SH SHARED 353597 D DIGITAL RIV INC COM 25388B10 26 1800 SH SHARED 01 1800 D DIGITAL RIV INC COM 25388B10 690 46649 SH SHARED 02 37199 9450 D DIGITAS INC COM 25388K10 3 613 SH SHARED 613 D DIGITAS INC COM 25388K10 1 182 SH SHARED 182 D DIGITAS INC COM 25388K10 130 23800 SH SHARED 01 23800 D DIGITAS INC COM 25388K10 53 9797 SH SHARED 02 9797 D DIGITALTHINK INC COM 25388M10 13 5893 SH SHARED 5893 D DIGITALTHINK INC COM 25388M10 18 8284 SH SHARED 8284 D DIGITALTHINK INC COM 25388M10 91 40600 SH SHARED 01 40600 D DIGITALTHINK INC COM 25388M10 58 26006 SH SHARED 02 26006 D DIGITALTHINK INC COM 25388M90 0 126 SH SHARED 02 126 D DIGITAL GENERATION SYS INC COM 25392110 1 922 SH SHARED 922 D DIGITAL GENERATION SYS INC COM 25392110 34 30500 SH SHARED 01 30500 D DIGITAL GENERATION SYS INC COM 25392110 43 38009 SH SHARED 02 38009 D DIME CMNTY BANCSHARES COM 25392210 144 4676 SH SHARED 4676 D DIME CMNTY BANCSHARES COM 25392210 3328 108059 SH SHARED 01 108059 D DIME CMNTY BANCSHARES COM 25392210 9 300 SH SHR/OTHR 01 300 D DIME CMNTY BANCSHARES COM 25392210 463 15037 SH SHARED 02 15037 D DIME CMNTY BANCSHARES COM 25392210 1047 34000 SH SHARED 06 34000 D DIME CMNTY BANCSHARES COM 25392210 1294 42041 SH SHARED 10 42041 D DILLARDS INC CL A 25406710 4371 183205 SH SHARED 183205 D DILLARDS INC CL A 25406710 16091 674419 SH SHARED 01 674419 D DILLARDS INC CL A 25406710 2828 118549 SH SHARED 02 116049 2500 D DILLARDS INC CL A 25406710 244 10234 SH SHARED 10 10234 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 8 63957 SH SHARED 01 63957 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 521 4014600 SH SHARED 02 4014600 D DIMON INC COM 25439410 17 2600 SH SHARED 2600 D DIMON INC COM 25439410 694 100610 SH SHARED 01 100610 D DIMON INC COM 25439410 322 46700 SH SHARED 02 46700 D DIODES INC COM 25454310 7 942 SH SHARED 942 D DIONEX CORP COM 25454610 793 32608 SH SHARED 32608 D DIONEX CORP COM 25454610 1764 72510 SH SHARED 01 72510 D DIONEX CORP COM 25454610 389 16000 SH SHR/OTHR 01 16000 D DIONEX CORP COM 25454610 510 21000 SH SHARED 02 21000 D DIRECT INSITE CORP ST 25457C20 0 173 SH SHARED 173 D DISC GRAPHICS INC COM 25459010 0 198 SH SHARED 198 D DISCOVERY LABORATORIES INC N COM 25466810 13 4202 SH SHARED 4202 D DISCOVERY LABORATORIES INC N COM 25466890 714 229885 SH SHARED 02 229885 D DISCOVERY PARTNERS INTL INC COM 25467510 16 2238 SH SHARED 2238 D DISNEY WALT CO COM DISNEY 25468710 0 1 SH SHARED 1 D DISNEY WALT CO COM DISNEY 25468710 151088 6546292 SH SHARED 6444922 101370 D DISNEY WALT CO COM DISNEY 25468710 364197 15779784 SH SHARED 01 15514421 1416 263947 D DISNEY WALT CO COM DISNEY 25468710 12682 549514 SH SHR/OTHR 01 193520 355994 D DISNEY WALT CO COM DISNEY 25468710 47767 2069658 SH SHARED 02 1974173 95485 D DISNEY WALT CO COM DISNEY 25468710 18000 779900 SH SHARED 03 779900 D DISNEY WALT CO COM DISNEY 25468710 66232 2869700 SH SHARED 04 2869700 D DISNEY WALT CO COM DISNEY 25468710 29742 1288680 SH SHARED 06 1288680 D DISNEY WALT CO COM DISNEY 25468710 2164 93787 SH SHARED 07 93787 D DISNEY WALT CO COM DISNEY 25468710 948 41106 SH SHARED 08 41106 D DISNEY WALT CO COM DISNEY 25468710 350 15173 SH SHARED 09 15173 D DISNEY WALT CO COM DISNEY 25468710 933 40450 SH SHARED 11 40450 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 14 1000 SH SHARED 01 1000 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 316 22000 SH SHARED 04 22000 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 3119 216665 SH SHARED 06 216665 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 1119 77722 SH SHARED 10 77722 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 907 63000 SH SHARED 11 63000 D DIRECT FOCUS INC COM 25493110 15 418 SH SHARED 418 D DIRECT FOCUS INC COM 25493110 2017 53014 SH SHARED 53014 D DIRECT FOCUS INC COM 25493110 7449 195774 SH SHARED 01 195774 D DIRECT FOCUS INC COM 25493110 1253 32950 SH SHARED 02 32950 D DITECH COMMUNICATIONS CORP COM 25500M10 3 859 SH SHARED 859 D DITECH COMMUNICATIONS CORP COM 25500M10 2 642 SH SHARED 642 D DITECH COMMUNICATIONS CORP COM 25500M10 269 60390 SH SHARED 01 60390 D DITECH COMMUNICATIONS CORP COM 25500M10 153 34313 SH SHARED 02 31541 2772 D DIVERSA CORP COM 25506410 0 5 SH SHARED 5 D DIVERSA CORP COM 25506410 711 55986 SH SHARED 55986 D DIVERSA CORP COM 25506410 596 47000 SH SHARED 01 47000 D DIVERSA CORP COM 25506410 512 40333 SH SHARED 02 40233 100 D DIVERSINET CORP ST 25536K20 35 43360 SH SHARED 43360 D DIVERSINET CORP 10036 25536K20 6 8450 SH SHARED 02 4300 4150 D DIVINE INC CL A 25540210 111 222239 SH SHARED 222239 D DIVINE INC CL A 25540210 52 104524 SH SHARED 104524 D DIVINE INC CL A 25540210 31 62400 SH SHARED 01 62400 D DIVINE INC CL A 25540210 246 492476 SH SHARED 02 460412 32064 D DIVINE INC CL A 25540290 0 1830 SH SHARED 02 1830 D DOCUCORP INTL INC COM 25591110 10 1346 SH SHARED 1346 D DOBSON COMMUNICATIONS CORP CL A 25606910 0 68 SH SHARED 68 D DOBSON COMMUNICATIONS CORP CL A 25606910 2 654 SH SHARED 654 D DOBSON COMMUNICATIONS CORP CL A 25606910 204 64990 SH SHARED 01 64990 D DOBSON COMMUNICATIONS CORP CL A 25606910 192 61018 SH SHARED 02 59418 1600 D DOBSON COMMUNICATIONS CORP CL A 25606910 13 4177 SH SHARED 10 4177 D DOCENT INC COM 25608L10 52 29574 SH SHARED 29574 D DOCENT INC COM 25608L10 118 66800 SH SHARED 01 66800 D DOCENT INC COM 25608L10 368 208460 SH SHARED 02 208460 D DR REDDYS LABS LTD ADR 25613520 555 25129 SH SHARED 25129 D DR REDDYS LABS LTD ADR 25613520 97 4400 SH SHR/OTHR 01 4400 D DOCUMENT SCIENCES CORP COM 25614R10 90 35700 SH SHARED 35700 D DOCUMENT SCIENCES CORP COM 25614R10 64 25566 SH SHARED 01 20000 5566 D DOCUMENTUM INC COM 25615910 0 39 SH SHARED 39 D DOCUMENTUM INC COM 25615910 500 19673 SH SHARED 19673 D DOCUMENTUM INC COM 25615910 13531 531700 SH SHARED 01 531700 D DOCUMENTUM INC COM 25615910 1703 66942 SH SHARED 02 52532 14410 D DOCUMENTUM INC COM 25615910 712 28000 SH SHARED 06 28000 D DOCUMENTUM INC COM 25615910 725 28500 SH SHARED 10 28500 D DOLE FOOD INC COM 25660510 8387 270557 SH SHARED 270557 D DOLE FOOD INC COM 25660510 4230 136461 SH SHARED 01 136461 D DOLE FOOD INC COM 25660510 2507 80882 SH SHARED 02 80718 164 D DOLE FOOD INC COM 25660510 181 5843 SH SHARED 10 5843 D DOLLAR GEN CORP COM 25666910 15813 971317 SH SHARED 971317 D DOLLAR GEN CORP COM 25666910 32389 1989510 SH SHARED 01 1988588 922 D DOLLAR GEN CORP COM 25666910 2993 183885 SH SHARED 02 182760 1125 D DOLLAR GEN CORP COM 25666910 162 10000 SH SHARED 05 10000 D DOLLAR GEN CORP COM 25666910 45 2814 SH SHARED 09 2814 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1281 60611 SH SHARED 60611 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1469 69471 SH SHARED 01 57021 12450 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 530 25104 SH SHARED 02 25104 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 83 3935 SH SHARED 10 3935 D DOLLAR TREE STORES INC COM 25674710 7871 239899 SH SHARED 239899 D DOLLAR TREE STORES INC COM 25674710 12391 377678 SH SHARED 01 373359 4319 D DOLLAR TREE STORES INC COM 25674710 35 1067 SH SHR/OTHR 01 1067 D DOLLAR TREE STORES INC COM 25674710 2442 74447 SH SHARED 02 72972 1475 D DOMINION HOMES INC COM 25738610 184 10500 SH SHARED 10500 D DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q10 40 1900 SH SHARED 02 1900 D DOMINION RES INC VA NEW COM 25746U10 46 720 SH SHARED 720 D DOMINION RES INC VA NEW COM 25746U10 72327 1110000 SH SHARED 1110000 D DOMINION RES INC VA NEW COM 25746U10 129967 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DOUBLECLICK INC COM 25860930 373 31140 SH SHARED 31140 D DOUBLECLICK INC COM 25860930 1945 162280 SH SHARED 01 162280 D DOUBLECLICK INC COM 25860930 1487 124103 SH SHARED 02 110247 13856 D DOUBLECLICK INC COM 25860930 623 52000 SH SHARED 04 52000 D DOUBLECLICK INC COM 25860990 0 6 SH SHARED 02 6 D DOVER CORP COM 26000310 23789 580236 SH SHARED 580236 D DOVER CORP COM 26000310 60857 1484339 SH SHARED 01 1480739 3600 D DOVER CORP COM 26000310 508 12400 SH SHR/OTHR 01 12400 D DOVER CORP COM 26000310 4805 117204 SH SHARED 02 116787 417 D DOVER CORP COM 26000310 578 14100 SH SHARED 03 14100 D DOVER CORP COM 26000310 70 1708 SH SHARED 09 1708 D DOVER DOWNS ENTMT INC EX-DISTRIB 26008610 87 5418 SH SHARED 5418 D DOVER DOWNS ENTMT INC EX-DISTRIB 26008610 623 38400 SH SHARED 01 38400 D DOVER DOWNS ENTMT INC EX-DISTRIB 26008610 283 17482 SH SHARED 02 17482 D DOVER DOWNS ENTMT INC EX-DISTRIB 26008610 86 5340 SH SHARED 10 5340 D DOW CHEM CO COM 26054310 69089 2111531 SH SHARED 2111531 D DOW CHEM CO COM 26054310 221761 6777537 SH SHARED 01 6761838 15699 D DOW CHEM CO COM 26054310 3517 107515 SH SHR/OTHR 01 26051 81464 D DOW CHEM CO COM 26054310 20989 641473 SH SHARED 02 638348 3125 D DOW CHEM CO COM 26054310 12603 385200 SH SHARED 03 47500 337700 D DOW CHEM CO COM 26054310 1047 32000 SH SHARED 04 32000 D DOW CHEM CO COM 26054310 10460 319704 SH SHARED 05 319704 D DOW CHEM CO COM 26054310 1150 35165 SH SHARED 06 35165 D DOW CHEM CO COM 26054310 209 6400 SH SHARED 07 6400 D DOW CHEM CO COM 26054310 209 6403 SH SHARED 09 6403 D DOW CHEM CO COM 26054310 2696 82420 SH SHARED 12 82420 D DOW JONES & CO INC COM 26056110 20682 355244 SH SHARED 355244 D DOW JONES & CO INC COM 26056110 37363 641769 SH SHARED 01 641769 D DOW JONES & CO INC COM 26056110 2542 43672 SH SHR/OTHR 01 500 43172 D DOW JONES & CO INC COM 26056110 2525 43375 SH SHARED 02 42375 1000 D DOW JONES & CO INC COM 26056110 221 3800 SH SHARED 03 3800 D DOW JONES & CO INC COM 26056110 1205 20700 SH SHARED 04 20700 D DOW JONES & 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314654 SH SHR/OTHR 01 199687 114967 D DU PONT E I DE NEMOURS & CO COM 26353410 34362 728782 SH SHARED 02 721099 7683 D DU PONT E I DE NEMOURS & CO COM 26353410 50337 1067600 SH SHARED 03 142500 925100 D DU PONT E I DE NEMOURS & CO COM 26353410 11697 248100 SH SHARED 04 248100 D DU PONT E I DE NEMOURS & CO COM 26353410 128765 2730965 SH SHARED 06 2730965 D DU PONT E I DE NEMOURS & CO COM 26353410 9357 198471 SH SHARED 07 198471 D DU PONT E I DE NEMOURS & CO COM 26353410 10543 223617 SH SHARED 08 223617 D DU PONT E I DE NEMOURS & CO COM 26353410 8434 178888 SH SHARED 09 178888 D DU PONT E I DE NEMOURS & CO COM 26353410 2063 43774 SH SHARED 10 43774 D DU PONT E I DE NEMOURS & CO COM 26353410 3972 84258 SH SHARED 11 84258 D DUANE READE INC COM 26357810 1569 46200 SH SHARED 46200 D DUANE READE INC COM 26357810 595 17532 SH SHARED 01 17532 D DUANE READE INC COM 26357810 399 11755 SH SHARED 02 11755 D DUCOMMUN INC DEL COM 26414710 161 8213 SH SHARED 02 8213 D DUFF & PHELPS UTILS INCOME I COM 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28680 D DUKE ENERGY CORP UNIT 99/99/9999 26439958 5 200 SH SHARED 200 D DUKE ENERGY CORP UNIT 99/99/9999 26439958 41 1600 SH SHARED 02 1600 D DUKE REALTY CORP 511 26441150 6546 251800 SH SHARED 251800 D DUKE REALTY CORP 620 26441150 5052 194326 SH SHARED 01 193901 425 D DUKE REALTY CORP 620 26441150 13 500 SH SHR/OTHR 01 500 D DUKE REALTY CORP 10036 26441150 3846 147936 SH SHARED 02 45544 102392 D DUKE REALTY CORP STOCK 26441150 20 790 SH SHARED 07 790 D DUKE REALTY CORP IC1 26441150 598 23000 SH SHARED 10 23000 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3804 95100 SH SHARED 95100 D DUN & BRADSTREET CORP DEL NE COM 26483E10 11804 295040 SH SHARED 01 294540 500 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2058 51442 SH SHR/OTHR 01 42087 9355 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1715 42876 SH SHARED 02 42375 501 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 1 65 SH SHARED 65 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 72 3802 SH SHARED 3802 D DURA AUTOMOTIVE SYSTEMS CORP CL A 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PHARMACEUTICALS INC COM 26689810 1 402 SH SHARED 402 D DUSA PHARMACEUTICALS INC COM 26689810 112 28100 SH SHARED 01 28100 D DUSA PHARMACEUTICALS INC COM 26689810 59 14900 SH SHARED 02 14900 D DURASWITCH INDUSTRIES INC 10036 26690520 0 132 SH SHARED 132 D DURASWITCH INDUSTRIES INC 620 26690520 80 11000 SH SHARED 01 11000 D DURASWITCH INDUSTRIES INC 10036 26690520 37 5100 SH SHARED 02 5100 D DYAX CORP COM 26746E10 1 430 SH SHARED 430 D DYAX CORP COM 26746E10 1 504 SH SHARED 504 D DYAX CORP COM 26746E10 122 33400 SH SHARED 01 33400 D DYAX CORP COM 26746E10 75 20637 SH SHARED 02 20637 D DYAX CORP COM 26746E10 4342 1180000 SH SHARED 04 1180000 D DYCOM INDS INC COM 26747510 2502 167418 SH SHARED 167418 D DYCOM INDS INC COM 26747510 2546 170312 SH SHARED 01 170312 D DYCOM INDS INC COM 26747510 5033 336711 SH SHARED 02 335066 1645 D DYCOM INDS INC COM 26747510 78 5276 SH SHARED 10 5276 D DYNACQ INTL INC COM PAR $.001 26791930 2 144 SH SHARED 144 D DYNACQ INTL INC COM PAR $.001 26791930 165 10900 SH SHARED 01 10900 D DYNACQ INTL INC COM PAR $.001 26791930 74 4900 SH SHARED 02 4900 D DYNACARE INC COM 26792020 7 450 SH SHARED 450 D DYNAMICS RESH CORP COM 26805710 361 14300 SH SHARED 14300 D DYNAMICS RESH CORP COM 26805710 25 1000 SH SHARED 02 1000 D DYNATRONICS CORP COM 26815710 0 436 SH SHARED 436 D DYNEGY INC NEW CL A 26816Q10 29137 1004731 SH SHARED 1004731 D DYNEGY INC NEW CL A 26816Q10 62869 2167916 SH SHARED 01 2167041 875 D DYNEGY INC NEW CL A 26816Q10 9835 339148 SH SHARED 02 335588 3560 D DYNEGY INC NEW CL A 26816Q10 490 16900 SH SHARED 03 16900 D DYNEGY INC NEW CL A 26816Q10 2436 84000 SH SHARED 04 84000 D DYNEGY INC NEW CL A 26816Q10 37 1300 SH SHARED 06 1300 D DYNEGY INC NEW CL A 26816Q10 55 1903 SH SHARED 09 1903 D DYNEX CAP INC PFD CV A 9.75% 26817Q20 43 2300 SH SHARED 02 2300 D DYNEX CAP INC PFD CV B 9.55% 26817Q30 364 19175 SH SHARED 02 19175 D DYNEX CAP INC 10036 26817Q50 31 9000 SH SHARED 02 9000 D EB2B COMM INC ST 26824R40 0 123 SH SHARED 123 D EBT INTL 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60837 D E-LOAN INC COM 26861P10 41 22480 SH SHARED 22480 D E-LOAN INC COM 26861P10 37 20000 SH SHARED 20000 D E-LOAN INC COM 26861P10 12 6800 SH SHARED 01 6800 D ELXSI CORP 10036 26861320 1 200 SH SHARED 02 200 D E M C CORP MASS COM 26864810 199675 16751330 SH SHARED 14725827 2025503 D E M C CORP MASS COM 26864810 247591 20771110 SH SHARED 01 19365870 1405240 D E M C CORP MASS COM 26864810 8798 738160 SH SHR/OTHR 01 316327 421833 D E M C CORP MASS COM 26864810 29782 2498509 SH SHARED 02 2250371 248138 D E M C CORP MASS COM 26864810 7436 623900 SH SHARED 03 623900 D E M C CORP MASS COM 26864810 84238 7067000 SH SHARED 04 7067000 D E M C CORP MASS COM 26864810 18123 1520463 SH SHARED 06 1520463 D E M C CORP MASS COM 26864810 8204 688329 SH SHARED 07 688329 D E M C CORP MASS COM 26864810 674 56551 SH SHARED 08 56551 D E M C CORP MASS COM 26864810 224 18830 SH SHARED 09 18830 D E M C CORP MASS COM 26864810 1360 114120 SH SHARED 11 114120 D EMS TECHNOLOGIES INC COM 26873N10 45 2000 SH SHARED 02 2000 D E MERGENT INC COM 26874A10 2 729 SH SHARED 729 D ENSCO INTL INC COM 26874Q10 8093 268520 SH SHARED 268520 D ENSCO INTL INC COM 26874Q10 19773 656048 SH SHARED 01 653848 2200 D ENSCO INTL INC COM 26874Q10 53 1784 SH SHR/OTHR 01 1784 D ENSCO INTL INC COM 26874Q10 4715 156442 SH SHARED 02 152442 4000 D ENI S P A SPONSORED ADR 26874R10 2548 35366 SH SHARED 35366 D ENI S P A SPONSORED ADR 26874R10 108 1504 SH SHARED 01 1504 D EOG RES INC COM 26875P10 11863 292504 SH SHARED 292504 D EOG RES INC COM 26875P10 29218 720366 SH SHARED 01 719616 750 D EOG RES INC COM 26875P10 12 300 SH SHR/OTHR 01 300 D EOG RES INC COM 26875P10 3270 80643 SH SHARED 02 75245 5398 D EOG RES INC COM 26875P10 27290 672839 SH SHARED 06 672839 D EOG RES INC COM 26875P10 1618 39900 SH SHARED 08 39900 D EOG RES INC COM 26875P10 1046 25800 SH SHARED 11 25800 D EOG RES INC COM 26875P10 1223 30170 SH SHARED 12 30170 D E ON AG SPONSORED ADR 26878010 2 40 SH SHARED 40 D EPIX MEDICAL INC COM 26881Q10 0 74 SH 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SH SHARED 01 544423 D E TRADE GROUP INC COM 26924610 1863 197814 SH SHARED 02 196814 1000 D E TRADE GROUP INC COM 26924610 4267 453000 SH SHARED 04 453000 D EXCO RESOURCES INC ST 26927920 65 4084 SH SHARED 4084 D EAGLE BANCSHARES INC COM 26942C10 45 1774 SH SHARED 1774 D EAGLE BANCSHARES INC COM 26942C10 744 29000 SH SHARED 29000 D EAGLE BANCSHARES INC COM 26942C10 25 1000 SH SHARED 02 1000 D EAGLE FOOD CENTERS INC 10036 26951420 13 18950 SH SHARED 18950 D EAGLE SUPPLY GROUP INC COM 26989410 0 53 SH SHARED 53 D EARTHSHELL CORP COM 27032B10 9 6356 SH SHARED 6356 D EARTHSHELL CORP COM 27032B10 1 1232 SH SHARED 1232 D EARTHSHELL CORP COM 27032B10 82 56200 SH SHARED 01 56200 D EARTHSHELL CORP COM 27032B10 75 51900 SH SHARED 02 51900 D EARTHLINK INC COM 27032110 0 63 SH SHARED 63 D EARTHLINK INC COM 27032110 844 83174 SH SHARED 83174 D EARTHLINK INC COM 27032110 1008 99361 SH SHARED 01 99361 D EARTHLINK INC COM 27032110 558 55001 SH SHARED 02 53401 1600 D EARTHLINK INC COM 27032110 6130 604000 SH SHARED 04 604000 D EAST WEST BANCORP INC COM 27579R10 51 1766 SH SHARED 1766 D EAST WEST BANCORP INC COM 27579R10 1520 51895 SH SHARED 01 51895 D EAST WEST BANCORP INC COM 27579R10 782 26713 SH SHARED 02 26713 D EASTGROUP PPTY INC COM 27727610 10 424 SH SHARED 424 D EASTGROUP PPTY INC COM 27727610 783 30400 SH SHARED 01 30400 D EASTGROUP PPTY INC COM 27727610 454 17631 SH SHARED 02 17631 D EASTGROUP PPTY INC COM 27727610 149 5817 SH SHARED 10 5817 D EASTMAN CHEM CO COM 27743210 12693 260157 SH SHARED 260157 D EASTMAN CHEM CO COM 27743210 25009 512585 SH SHARED 01 512585 D EASTMAN CHEM CO COM 27743210 19 396 SH SHR/OTHR 01 356 40 D EASTMAN CHEM CO COM 27743210 9012 184723 SH SHARED 02 180363 4360 D EASTMAN CHEM CO COM 27743210 43 883 SH SHARED 09 883 D EASTMAN KODAK CO COM 27746110 1 63 SH SHARED 63 D EASTMAN KODAK CO COM 27746110 64736 2076874 SH SHARED 2064429 12445 D EASTMAN KODAK CO COM 27746110 64848 2080469 SH SHARED 01 2079587 882 D EASTMAN KODAK CO COM 27746110 426 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SH SHARED 27100 D EMCOR GROUP INC COM 29084Q10 98 1690 SH SHARED 1690 D EMCOR GROUP INC COM 29084Q10 1780 30690 SH SHARED 01 30690 D EMCOR GROUP INC COM 29084Q10 1174 20242 SH SHARED 02 15242 5000 D EMCOR GROUP INC COM 29084Q10 89 1551 SH SHARED 10 1551 D EMCORE CORP NOTE 5.000% 5/1 290846AB 9570 15000000 PRN SHARED 15000000 D EMCORE CORP COM 29084610 10 1088 SH SHARED 1088 D EMCORE CORP COM 29084610 537 55909 SH SHARED 55909 D EMCORE CORP COM 29084610 517 53900 SH SHARED 01 53900 D EMCORE CORP COM 29084610 311 32400 SH SHARED 02 32400 D EMERGING MKTS FLOATING RATE COM 29088510 1 100 SH SHARED 02 100 D EMERGING MKTS TELECOMNC FD N COM 29089010 111 15000 SH SHR/OTHR 01 15000 D EMERGING MKTS TELECOMNC FD N COM 29089010 255 34267 SH SHARED 02 34267 D EMERSON ELEC CO COM 29101110 95038 1656008 SH SHARED 1656008 D EMERSON ELEC CO COM 29101110 202284 3524728 SH SHARED 01 3503906 1550 19272 D EMERSON ELEC CO COM 29101110 10976 191263 SH SHR/OTHR 01 121763 69500 D EMERSON ELEC CO COM 29101110 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1200500 26450 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 8786 204340 SH SHARED 204340 D EMPIRE DIST ELEC CO COM 29164110 24 1164 SH SHARED 1164 D EMPIRE DIST ELEC CO COM 29164110 2481 116010 SH SHARED 01 116010 D EMPIRE DIST ELEC CO COM 29164110 462 21600 SH SHARED 02 21600 D EMPIRE DIST ELEC CO COM 29164110 909 42500 SH SHARED 06 42500 D EMPIRE DIST ELEC CO COM 29164110 88 4118 SH SHARED 10 4118 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 366 39000 SH SHARED 39000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 13 1428 SH SHARED 01 1428 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 470 50000 SH SHARED 04 50000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1957 208197 SH SHARED 06 208197 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 714 76040 SH SHARED 10 76040 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 604 64300 SH SHARED 11 64300 D EMPRESAS ICA SOCIEDAD CONTRL SDCV 5.000% 3/1 292448AC 27 40000 PRN SHARED 02 40000 D EN POINTE TECHNOLOGIES INC COM 29247F10 2 2315 SH SHARED 2315 D EMULEX CORP ST 29247520 1 53 SH SHARED 53 D EMULEX CORP 511 29247520 93 2825 SH SHARED 2825 D EMULEX CORP 620 29247520 3438 104425 SH SHARED 01 102250 2175 D EMULEX CORP 620 29247520 20 626 SH SHR/OTHR 01 626 D EMULEX CORP 10036 29247520 1620 49221 SH SHARED 02 49221 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 272 6156 SH SHARED 6156 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 2693 60805 SH SHARED 02 1820 58985 D ENCHIRA BIOTECHNOLOGY CORP COM 29251Q10 0 76 SH SHARED 76 D ENCHIRA BIOTECHNOLOGY CORP COM 29251Q10 0 71 SH SHARED 02 71 D ENCOMPASS SVCS CORP COM 29255U10 4 2796 SH SHARED 2796 D ENCOMPASS SVCS CORP COM 29255U10 304 171815 SH SHARED 01 171815 D ENCOMPASS SVCS CORP COM 29255U10 121 68700 SH SHARED 02 68700 D ENCOMPASS SVCS CORP COM 29255U10 18 10682 SH SHARED 10 10682 D ENCORE ACQUISITION CO COM 29255W10 3 242 SH SHARED 242 D ENCORE ACQUISITION CO COM 29255W10 212 14430 SH SHARED 01 14430 D ENCORE ACQUISITION CO COM 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BIOCHEM INC COM 29410010 18 912 SH SHR/OTHR 01 912 D ENZO BIOCHEM INC COM 29410010 1184 58464 SH SHARED 02 58464 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 0 100 SH SHARED 100 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 35 4000 SH SHR/OTHR 01 4000 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 116 13100 SH SHARED 02 10600 2500 D EPIMMUNE INC COM 29425Y10 0 217 SH SHARED 217 D EPIMMUNE INC COM 29425Y10 18 6911 SH SHARED 02 6911 D EPICEDGE INC COM 29426X10 0 500 SH SHARED 500 D EPICEDGE INC COM 29426X10 1 5012 SH SHARED 02 5012 D EPLUS INC COM 29426810 17 1800 SH SHARED 01 1800 D EPRESENCE INC COM 29434810 15 3583 SH SHARED 3583 D EPRESENCE INC COM 29434890 114 26944 SH SHARED 02 26944 D EQUANT N V NY REG SHS 29440910 9 900 SH SHARED 01 900 D EQUANT N V NY REG SHS 29440910 10 950 SH SHARED 02 950 D EQUIFAX INC COM 29442910 10234 342289 SH SHARED 342289 D EQUIFAX INC COM 29442910 41801 1398060 SH SHARED 01 1380660 500 16900 D EQUIFAX INC COM 29442910 1990 66568 SH SHR/OTHR 01 50458 16110 D EQUIFAX INC COM 29442910 2541 85010 SH SHARED 02 82635 2375 D EQUIFAX INC COM 29442910 248 8300 SH SHARED 03 8300 D EQUITABLE RES INC COM 29454910 5212 149732 SH SHARED 149732 D EQUITABLE RES INC COM 29454910 5442 156344 SH SHARED 01 155944 400 D EQUITABLE RES INC COM 29454910 836 24024 SH SHR/OTHR 01 8550 15474 D EQUITABLE RES INC COM 29454910 1287 36980 SH SHARED 02 36980 D EQUITABLE RES INC COM 29454910 194 5600 SH SHARED 06 5600 D EQUITEX INC COM PAR $0.02 29459230 3 2716 SH SHARED 2716 D EQUITEX INC COM PAR $0.02 29459230 7 5800 SH SHARED 5800 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 183 1700 SH SHARED 01 1400 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 32 300 SH SHARED 02 300 D EQUITY INNS INC COM 29470310 8 1068 SH SHARED 1068 D EQUITY INNS INC COM 29470310 639 79910 SH SHARED 01 79910 D EQUITY INNS INC COM 29470310 437 54700 SH SHARED 02 44700 10000 D EQUITY INNS INC COM 29470310 128 16050 SH SHARED 10 16050 D EQUITY MARKETING INC COM 29472410 0 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L M TEL CO ADR CL B SEK10 29482140 9 2234 SH SHARED 2234 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 4097 980181 SH SHARED 941581 38600 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 1177 281680 SH SHARED 01 182380 99300 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 128 30800 SH SHR/OTHR 01 8000 22800 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 3558 851299 SH SHARED 02 793849 57450 D ERIE INDTY CO CL A 29530P10 15 384 SH SHARED 384 D ERIE INDTY CO CL A 29530P10 1149 28245 SH SHARED 01 28245 D ERIE INDTY CO CL A 29530P10 344 8480 SH SHARED 02 8480 D ESCALADE INC COM 29605610 227 3300 SH SHARED 3300 D ESCO TECHNOLOGIES INC COM 29631510 338 8710 SH SHARED 8710 D ESCO TECHNOLOGIES INC COM 29631510 915 23580 SH SHARED 01 23580 D ESCO TECHNOLOGIES INC COM 29631510 447 11525 SH SHARED 02 11525 D ESCO TECHNOLOGIES INC COM 29631510 78 2028 SH SHARED 10 2028 D ESENJAY EXPL INC COM 29642610 24 8830 SH SHARED 8830 D ESENJAY EXPL INC COM 29642610 14 5000 SH SHARED 5000 D ESPERION THERAPEUTICS INC COM 29664R10 3 568 SH SHARED 568 D ESPERION THERAPEUTICS INC COM 29664R10 278 45800 SH SHARED 01 45800 D ESPERION THERAPEUTICS INC COM 29664R10 149 24500 SH SHARED 02 24500 D ESPERION THERAPEUTICS INC COM 29664R10 1218 200000 SH SHARED 07 200000 D ESPEED INC CL A 29664310 275 26076 SH SHARED 26076 D ESPEED INC CL A 29664310 443 41900 SH SHARED 01 41900 D ESPEED INC CL A 29664310 181 17200 SH SHARED 02 17200 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 3 200 SH SHARED 200 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 17 1000 SH SHARED 01 1000 D ESSENTIAL THERAPEUTICS INC COM 29669A10 40 11682 SH SHARED 02 11682 D ESSEX PPTY TR INC COM 29717810 3479 66684 SH SHARED 66684 D ESSEX PPTY TR INC COM 29717810 3186 61062 SH SHARED 01 61062 D ESSEX PPTY TR INC COM 29717810 855 16400 SH SHARED 02 16400 D ESSEX PPTY TR INC COM 29717810 279 5352 SH SHARED 10 5352 D ESTERLINE TECHNOLOGIES CORP COM 29742510 1322 64850 SH SHARED 64850 D ESTERLINE TECHNOLOGIES CORP COM 29742510 892 43744 SH SHARED 01 43744 D ESTERLINE TECHNOLOGIES CORP COM 29742510 479 23500 SH SHARED 02 23500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 81 4019 SH SHARED 10 4019 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 34 760 SH SHARED 760 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 12 272 SH SHARED 01 272 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 11 260 SH SHARED 02 260 D ETHAN ALLEN INTERIORS INC COM 29760210 2717 71399 SH SHARED 71399 D ETHAN ALLEN INTERIORS INC COM 29760210 1579 41500 SH SHARED 01 41500 D ETHAN ALLEN INTERIORS INC COM 29760210 236 6209 SH SHARED 02 5168 1041 D ETHYL CORP COM 29765910 1 1000 SH SHARED 02 1000 D EUNIVERSE INC COM 29841210 10 2040 SH SHARED 2040 D EURONET WORLDWIDE INC COM 29873610 518 30523 SH SHARED 30523 D EURONET WORLDWIDE INC COM 29873610 30 1800 SH SHARED 02 1200 600 D EUROPE FD INC COM 29874M10 64 6000 SH SHARED 01 6000 D EUROPE FD INC COM 29874M10 86 8100 SH SHARED 02 8100 D EUROTRUST A/S SPONSORED ADR 29879R10 0 10 SH 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149550 SH SHARED 01 149550 D EXTENDED STAY AMER INC COM 30224P10 4682 269113 SH SHARED 02 269113 D EXTENSITY INC COM 30225510 1 913 SH SHARED 913 D EXTENSITY INC COM 30225510 42 25776 SH SHARED 25776 D EXTENSITY INC COM 30225510 31 18900 SH SHARED 01 18900 D EXTENSITY INC COM 30225510 231 140946 SH SHARED 02 140946 D EXTREME NETWORKS INC COM 30226D10 1 118 SH SHARED 118 D EXTREME NETWORKS INC COM 30226D10 15760 1515432 SH SHARED 1515432 D EXTREME NETWORKS INC COM 30226D10 1704 163900 SH SHARED 01 162900 1000 D EXTREME NETWORKS INC COM 30226D10 3077 295917 SH SHARED 02 295917 D EXTREME NETWORKS INC COM 30226D10 16 1600 SH SHARED 06 1600 D EXULT INC DEL COM 30228410 10 941 SH SHARED 941 D EXULT INC DEL COM 30228410 25 2320 SH SHARED 2320 D EXULT INC DEL COM 30228410 677 62100 SH SHARED 01 62100 D EXULT INC DEL COM 30228410 132 12100 SH SHARED 02 12100 D EXXON MOBIL CORP COM 30231G10 4089 93297 SH SHARED 93297 D EXXON MOBIL CORP COM 30231G10 894140 20400192 SH SHARED 19428228 971964 D EXXON MOBIL CORP COM 30231G10 2577359 58803540 SH SHARED 01 57414855 155104 1233581 D EXXON MOBIL CORP COM 30231G10 130884 2986194 SH SHR/OTHR 01 1853770 1132424 D EXXON MOBIL CORP COM 30231G10 217473 4961745 SH SHARED 02 4816136 145609 D EXXON MOBIL CORP COM 30231G10 91676 2091640 SH SHARED 03 307412 1784228 D EXXON MOBIL CORP COM 30231G10 176190 4019870 SH SHARED 04 4019870 D EXXON MOBIL CORP COM 30231G10 298492 6810241 SH SHARED 06 6810241 D EXXON MOBIL CORP COM 30231G10 852 19453 SH SHARED 07 19453 D EXXON MOBIL CORP COM 30231G10 26733 609943 SH SHARED 08 609943 D EXXON MOBIL CORP COM 30231G10 16167 368860 SH SHARED 09 368860 D EXXON MOBIL CORP COM 30231G10 10147 231528 SH SHARED 10 231528 D EXXON MOBIL CORP COM 30231G10 8326 189978 SH SHARED 11 189978 D EXXON MOBIL CORP COM 30231G10 4584 104594 SH SHARED 12 104594 D EZENIA INC COM 30231110 0 1295 SH SHARED 1295 D F&M BANCORP MD COM 30236710 30 1132 SH SHARED 1132 D F&M BANCORP MD COM 30236710 404 15004 SH SHARED 15004 D F&M BANCORP MD COM 30236710 553 20508 SH SHARED 01 20508 D F&M BANCORP MD COM 30236710 367 13628 SH SHARED 02 13628 D F&M BANCORP MD COM 30236710 66 2452 SH SHARED 10 2452 D FBL FINL GROUP INC CL A 30239F10 286 15280 SH SHARED 15280 D FBL FINL GROUP INC CL A 30239F10 459 24515 SH SHARED 01 24515 D FBL FINL GROUP INC CL A 30239F10 236 12600 SH SHARED 02 12600 D FBR ASSET INVT CORP COM 30241E30 293 10800 SH SHARED 10800 D FBR ASSET INVT CORP COM 30241E30 27 1000 SH SHARED 02 1000 D FEI CO NOTE 5.500% 8/1 30241LAB 1545 1500000 PRN SHARED 02 1500000 D FEI CO COM 30241L10 12 355 SH SHARED 355 D FEI CO COM 30241L10 512 14409 SH SHARED 14409 D FEI CO COM 30241L10 3366 94688 SH SHARED 01 94688 D FEI CO COM 30241L10 1147 32282 SH SHARED 02 32282 D FLIR SYS INC COM 30244510 25 530 SH SHARED 530 D FLIR SYS INC COM 30244510 3018 63220 SH SHARED 63220 D FLIR SYS INC COM 30244510 6403 134100 SH SHARED 01 134100 D FLIR SYS INC COM 30244510 1814 38000 SH SHARED 02 38000 D FMC TECHNOLOGIES INC COM 30249U10 3448 173028 SH SHARED 173028 D FMC TECHNOLOGIES INC COM 30249U10 17839 895105 SH SHARED 01 895105 D FMC TECHNOLOGIES INC COM 30249U10 680 34129 SH SHARED 02 34129 D FMC TECHNOLOGIES INC COM 30249U10 1153 57900 SH SHARED 06 57900 D FMC TECHNOLOGIES INC COM 30249U10 1458 73200 SH SHARED 10 73200 D F M C CORP 511 30249130 1362 32501 SH SHARED 32501 D F M C CORP 620 30249130 2547 60776 SH SHARED 01 60776 D F M C CORP 10036 30249130 746 17797 SH SHARED 02 17797 D F N B CORP N C COM 30251910 7 500 SH SHARED 02 500 D FNB CORP PA COM 30252010 14 501 SH SHARED 501 D FNB CORP PA COM 30252010 41 1404 SH SHARED 1404 D FNB CORP PA COM 30252010 2616 89305 SH SHARED 01 89305 D FNB CORP PA COM 30252010 1322 45146 SH SHARED 02 45146 D FNB CORP PA COM 30252010 231 7912 SH SHARED 10 7912 D FNB FINANCIAL SERVICES CORP COM 30252610 0 28 SH SHARED 28 D FNB FINANCIAL SERVICES CORP COM 30252610 11 800 SH SHARED 02 800 D FPIC INS GROUP INC COM 30256310 2155 167100 SH SHARED 01 167100 D FPIC INS GROUP INC COM 30256310 23 1800 SH SHARED 02 1800 D FPIC INS GROUP INC COM 30256310 1275 98900 SH SHARED 06 98900 D FPL GROUP INC COM 30257110 32185 540483 SH SHARED 540483 D FPL GROUP INC COM 30257110 81241 1364253 SH SHARED 01 1356174 802 7277 D FPL GROUP INC COM 30257110 760 12766 SH SHR/OTHR 01 10487 2279 D FPL GROUP INC COM 30257110 6205 104213 SH SHARED 02 101563 2650 D FPL GROUP INC COM 30257110 702 11800 SH SHARED 03 11800 D FPL GROUP INC COM 30257110 24440 410413 SH SHARED 06 410413 D FPL GROUP INC COM 30257110 187 3150 SH SHARED 07 3150 D FPL GROUP INC COM 30257110 1542 25902 SH SHARED 08 25902 D FPL GROUP INC COM 30257110 106 1791 SH SHARED 09 1791 D FSI INTL INC COM 30263310 77 6870 SH SHARED 6870 D FSI INTL INC COM 30263310 931 83051 SH SHARED 01 83051 D FSI INTL INC COM 30263310 3367 300399 SH SHARED 02 300399 D FSI INTL INC COM 30263310 75 6706 SH SHARED 10 6706 D FTD COM INC CL A 30265F10 1 202 SH SHARED 202 D FTD COM INC CL A 30265F10 1 200 SH SHARED 200 D FTD COM INC CL A 30265F10 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SHARED 438 D FAIRCHILD CORP CL A 30369810 24 9800 SH SHARED 01 9800 D FAIRCHILD CORP CL A 30369810 34 13600 SH SHARED 02 13600 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 3343 116911 SH SHARED 116911 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 5302 185400 SH SHARED 01 185400 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 5005 175006 SH SHARED 02 167356 7650 D FAIRMARKET INC COM 30515810 55 44545 SH SHARED 02 44545 D FAIRMONT HOTELS RESORTS INC COM 30520410 1388 49054 SH SHARED 49054 D FAIRMONT HOTELS RESORTS INC COM 30520410 15 562 SH SHR/OTHR 01 562 D FAIRMONT HOTELS RESORTS INC COM 30520410 20 720 SH SHARED 02 620 100 D FALCONSTOR SOFTWARE INC COM 30613710 0 4 SH SHARED 4 D FALCONSTOR SOFTWARE INC COM 30613710 5 920 SH SHARED 920 D FALCONSTOR SOFTWARE INC COM 30613710 630 99508 SH SHARED 01 99508 D FALCONSTOR SOFTWARE INC COM 30613710 301 47500 SH SHARED 02 47500 D FALMOUTH BANCORP INC COM 30675410 45 2020 SH SHARED 2020 D FAMILY DLR STORES INC COM 30700010 17669 527292 SH SHARED 527292 D FAMILY DLR STORES INC COM 30700010 33486 999301 SH SHARED 01 999301 D FAMILY DLR STORES INC COM 30700010 3695 110272 SH SHARED 02 96627 13645 D FAMILY DLR STORES INC COM 30700010 22186 662090 SH SHARED 03 109300 552790 D FAMILY DLR STORES INC COM 30700010 97816 2919021 SH SHARED 06 2919021 D FAMILY DLR STORES INC COM 30700010 1701 50786 SH SHARED 07 50786 D FAMILY DLR STORES INC COM 30700010 2912 86900 SH SHARED 08 86900 D FAMILY DLR STORES INC COM 30700010 5622 167800 SH SHARED 09 167800 D FAMILY DLR STORES INC COM 30700010 2302 68700 SH SHARED 10 68700 D FAMILY DLR STORES INC COM 30700010 3113 92900 SH SHARED 11 92900 D FAMILY DLR STORES INC COM 30700010 703 20980 SH SHARED 12 20980 D FAMOUS DAVES AMER INC COM 30706810 0 15 SH SHARED 15 D FARGO ELECTRONICS INC COM 30744P10 401 55387 SH SHARED 55387 D FARMER BROS CO COM 30767510 484 1599 SH SHARED 01 1599 D FARMER BROS CO COM 30767510 258 854 SH SHARED 02 854 D FARMERS CAP BK CORP COM 30956210 0 19 SH SHARED 19 D FARMERS CAP BK CORP COM 30956210 8 248 SH SHARED 248 D FARMERS CAP BK CORP COM 30956210 449 12760 SH SHARED 01 12760 D FARMERS CAP BK CORP COM 30956210 269 7632 SH SHARED 02 7632 D FARMERS CAP BK CORP COM 30956210 59 1690 SH SHARED 10 1690 D FARO TECHNOLOGIES INC COM 31164210 0 330 SH SHARED 330 D FASHIONMALL COM COM 31186K10 11 3717 SH SHARED 3717 D FASTNET CORP COM 31187710 2 2500 SH SHARED 02 2500 D FASTENAL CO COM 31190010 0 10 SH SHARED 10 D FASTENAL CO COM 31190010 3080 40897 SH SHARED 40897 D FASTENAL CO COM 31190010 4721 62692 SH SHARED 01 62692 D FASTENAL CO COM 31190010 1595 21180 SH SHARED 02 21180 D FAUQUIER BANKSHARES INC VA COM 31205910 2 100 SH SHARED 100 D FEDDERS CORP COM 31313510 2 724 SH SHARED 724 D FEDDERS CORP COM 31313510 221 69570 SH SHARED 01 69570 D FEDDERS CORP COM 31313510 83 26363 SH SHARED 02 26363 D FEDDERS CORP CL A 31313530 2 776 SH SHARED 01 601 175 D FEDERAL AGRIC MTG CORP CL C 31314830 1022 22972 SH SHARED 22972 D FEDERAL AGRIC MTG CORP CL C 31314830 654 14700 SH SHARED 01 14700 D FEDERAL AGRIC MTG CORP CL C 31314830 438 9864 SH SHARED 02 9864 D FEDERAL HOME LN MTG CORP COM 31340030 269843 4258222 SH SHARED 4258222 D FEDERAL HOME LN MTG CORP COM 31340030 314199 4958179 SH SHARED 01 4938218 200 19761 D FEDERAL HOME LN MTG CORP COM 31340030 1850 29200 SH SHR/OTHR 01 26800 2400 D FEDERAL HOME LN MTG CORP COM 31340030 32229 508592 SH SHARED 02 483907 24685 D FEDERAL HOME LN MTG CORP COM 31340030 3016 47600 SH SHARED 03 47600 D FEDERAL HOME LN MTG CORP COM 31340030 1901 30000 SH SHARED 04 30000 D FEDERAL HOME LN MTG CORP COM 31340030 14442 227900 SH SHARED 05 227900 D FEDERAL HOME LN MTG CORP COM 31340030 718 11336 SH SHARED 06 11336 D FEDERAL HOME LN MTG CORP COM 31340030 954 15061 SH SHARED 08 15061 D FEDERAL HOME LN MTG CORP COM 31340030 329 5199 SH SHARED 09 5199 D FEDERAL HOME LN MTG CORP COM 31340030 2076 32770 SH SHARED 12 32770 D FEDERAL MOGUL CORP COM 31354910 19 23770 SH SHARED 20770 3000 D FEDERAL MOGUL CORP COM 31354910 124 153950 SH SHARED 01 153950 D FEDERAL MOGUL CORP COM 31354910 72 89600 SH SHARED 02 89600 D FEDERAL NATL MTG ASSN COM 31358610 421873 5281341 SH SHARED 5271301 10040 D FEDERAL NATL MTG ASSN COM 31358610 629833 7884743 SH SHARED 01 7692305 50 192388 D FEDERAL NATL MTG ASSN COM 31358610 9086 113752 SH SHR/OTHR 01 50352 63400 D FEDERAL NATL MTG ASSN COM 31358610 58924 737666 SH SHARED 02 711503 26163 D FEDERAL NATL MTG ASSN COM 31358610 16282 203840 SH SHARED 03 55300 148540 D FEDERAL NATL MTG ASSN COM 31358610 107119 1341000 SH SHARED 04 1341000 D FEDERAL NATL MTG ASSN COM 31358610 114664 1435464 SH SHARED 06 1435464 D FEDERAL NATL MTG ASSN COM 31358610 7199 90124 SH SHARED 07 90124 D FEDERAL NATL MTG ASSN COM 31358610 8395 105102 SH SHARED 08 105102 D FEDERAL NATL MTG ASSN COM 31358610 6684 83686 SH SHARED 09 83686 D FEDERAL NATL MTG ASSN COM 31358610 5415 67800 SH SHARED 10 67800 D FEDERAL NATL MTG ASSN COM 31358610 3291 41200 SH SHARED 11 41200 D FEDERAL NATL MTG ASSN COM 31358610 246 3080 SH SHARED 12 3080 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 925 36042 SH SHARED 36042 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 2261 88083 SH SHARED 01 88083 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1455 56704 SH SHARED 02 47750 8954 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 281 10958 SH SHARED 10 10958 D FEDERAL SIGNAL CORP COM 31385510 4378 184606 SH SHARED 184606 D FEDERAL SIGNAL CORP COM 31385510 3261 137512 SH SHARED 01 137512 D FEDERAL SIGNAL CORP COM 31385510 1961 82691 SH SHARED 02 82691 D FEDERATED DEPT STORES INC DE COM 31410H10 35247 862846 SH SHARED 862846 D FEDERATED DEPT STORES INC DE COM 31410H10 53174 1301701 SH SHARED 01 1301501 200 D FEDERATED DEPT STORES INC DE COM 31410H10 4635 113467 SH SHARED 02 111958 1509 D FEDERATED DEPT STORES INC DE COM 31410H10 1842 45100 SH SHARED 03 45100 D FEDERATED DEPT STORES INC DE COM 31410H10 915 22400 SH SHARED 07 22400 D FEDERATED DEPT STORES INC DE COM 31410H10 71 1758 SH SHARED 09 1758 D FEDERATED INVS INC PA CL B 31421110 5336 164968 SH SHARED 164968 D FEDERATED INVS INC PA CL B 31421110 5616 173625 SH SHARED 01 173625 D FEDERATED INVS INC PA CL B 31421110 51 1600 SH SHR/OTHR 01 1600 D FEDERATED INVS INC PA CL B 31421110 626 19365 SH SHARED 02 8865 10500 D FEDEX CORP COM 31428X10 78130 1344751 SH SHARED 1344751 D FEDEX CORP COM 31428X10 123472 2125173 SH SHARED 01 2125173 D FEDEX CORP COM 31428X10 685 11800 SH SHR/OTHR 01 11800 D FEDEX CORP COM 31428X10 14267 245565 SH SHARED 02 241901 3664 D FEDEX CORP COM 31428X10 1121 19300 SH SHARED 03 19300 D FEDEX CORP COM 31428X10 644 11094 SH SHARED 06 11094 D FEDEX CORP COM 31428X10 159 2750 SH SHARED 07 2750 D FEDEX CORP COM 31428X10 155 2668 SH SHARED 09 2668 D FELCOR LODGING TR INC COM 31430F10 1297 61038 SH SHARED 61038 D FELCOR LODGING TR INC COM 31430F10 1617 76099 SH SHARED 01 76099 D FELCOR LODGING TR INC COM 31430F10 827 38940 SH SHARED 02 38800 140 D FELCOR LODGING TR INC COM 31430F10 284 13411 SH SHARED 10 13411 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 17 800 SH SHARED 02 800 D FERRELLGAS PARTNERS L.P. 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FIDELITY BANCORP INC DEL COM 31583B10 35 1836 SH SHARED 1836 D FIDELITY FED BANCORP COM 31592110 11 4000 SH SHARED 4000 D FIDELITY BANKSHARES INC NEW COM 31604Q10 2 130 SH SHARED 130 D FIDELITY BANKSHARES INC NEW COM 31604Q10 7 431 SH SHARED 431 D FIDELITY BANKSHARES INC NEW COM 31604Q10 4356 242050 SH SHARED 01 242050 D FIDELITY BANKSHARES INC NEW COM 31604Q10 46 2600 SH SHR/OTHR 01 2600 D FIDELITY BANKSHARES INC NEW COM 31604Q10 305 16987 SH SHARED 02 16987 D FIDELITY BANKSHARES INC NEW COM 31604Q10 2232 124000 SH SHARED 06 124000 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 2 112 SH SHARED 112 D FIDELITY NATIONAL SOLTNS INC COM 31620P10 1 93 SH SHARED 93 D FIDELITY NATL FINL INC COM 31632610 7716 292634 SH SHARED 292634 D FIDELITY NATL FINL INC COM 31632610 5120 194166 SH SHARED 01 194166 D FIDELITY NATL FINL INC COM 31632610 1376 52195 SH SHARED 02 47195 5000 D FIFTH THIRD BANCORP COM 31677310 6 101 SH SHARED 101 D FIFTH THIRD BANCORP COM 31677310 80092 1186900 SH SHARED 1186900 D FIFTH THIRD BANCORP COM 31677310 260839 3865436 SH SHARED 01 3861274 4162 D FIFTH THIRD BANCORP COM 31677310 40 600 SH SHR/OTHR 01 600 D FIFTH THIRD BANCORP COM 31677310 22853 338664 SH SHARED 02 328564 10100 D FIFTH THIRD BANCORP COM 31677310 29266 433700 SH SHARED 03 59800 373900 D FIFTH THIRD BANCORP COM 31677310 6748 100000 SH SHARED 04 100000 D FIFTH THIRD BANCORP COM 31677310 83082 1231221 SH SHARED 06 1231221 D FIFTH THIRD BANCORP COM 31677310 533 7905 SH SHARED 07 7905 D FIFTH THIRD BANCORP COM 31677310 3915 58024 SH SHARED 08 58024 D FIFTH THIRD BANCORP COM 31677310 6289 93212 SH SHARED 09 93212 D FIFTH THIRD BANCORP COM 31677310 3863 57250 SH SHARED 10 57250 D FIFTH THIRD BANCORP COM 31677310 2527 37450 SH SHARED 11 37450 D FIFTH THIRD BANCORP COM 31677310 1053 15610 SH SHARED 12 15610 D FILENET CORP COM 31686910 1796 105091 SH SHARED 105091 D FILENET CORP COM 31686910 2434 142428 SH SHARED 01 142428 D FILENET CORP COM 31686910 648 37954 SH SHARED 02 37954 D FINANCIAL FED CORP NOTE 4.500% 5/0 317492AC 817 750000 PRN SHARED 750000 D FINANCIAL FED CORP COM 31749210 440 13416 SH SHARED 13416 D FINANCIAL FED CORP COM 31749210 735 22420 SH SHARED 01 22420 D FINANCIAL FED CORP COM 31749210 390 11900 SH SHARED 02 11900 D FINANCIAL INDS CORP COM 31757410 8 594 SH SHARED 01 594 D FINANCIAL INSTNS INC COM 31758540 5 200 SH SHARED 200 D FINANCIAL INSTNS INC COM 31758540 326 11200 SH SHARED 01 11200 D FINANCIAL INSTNS INC COM 31758540 261 8978 SH SHARED 02 8978 D FINDWHAT COM COM 31779410 119 34914 SH SHARED 34914 D FINISAR NOTE 5.250%10/1 31787AAC 1555 1000000 PRN SHARED 02 1000000 D FINISAR COM 31787A10 5 723 SH SHARED 723 D FINISAR COM 31787A10 282 36683 SH SHARED 36683 D FINISAR COM 31787A10 1074 139600 SH SHARED 01 139600 D FINISAR COM 31787A10 29 3836 SH SHARED 02 3536 300 D FINLAY ENTERPRISES INC ST 31788420 0 12 SH SHARED 12 D FINET COM INC COM PAR $.01 N 31792240 0 1255 SH SHARED 1255 D FINET COM INC COM PAR $.01 N 31792240 0 83 SH SHARED 02 83 D FINISH LINE INC CL A 31792310 656 35604 SH SHARED 35604 D FINISH LINE INC CL A 31792310 634 34400 SH SHARED 01 34400 D FINISH LINE INC CL A 31792310 342 18577 SH SHARED 02 18577 D FIREPOND INC COM 31822410 0 825 SH SHARED 825 D FIREPOND INC COM 31822410 23 21000 SH SHARED 02 21000 D FIRST ALBANY COS INC COM 31846510 1 168 SH SHARED 168 D FIRST AMERN CORP CALIF COM 31852230 0 10 SH SHARED 10 D FIRST AMERN CORP CALIF COM 31852230 2179 102408 SH SHARED 102408 D FIRST AMERN CORP CALIF COM 31852230 3307 155445 SH SHARED 01 155445 D FIRST AMERN CORP CALIF COM 31852230 1857 87300 SH SHARED 02 81300 6000 D FIRST AMERN CORP CALIF COM 31852230 201 9470 SH SHARED 10 9470 D FIRST AVIATION SVCS INC COM 31865W10 0 9 SH SHARED 9 D FIRST BANCORP IND INC NEW COM 31867T10 759 55000 SH SHARED 55000 D FIRST BANCORP P R COM 31867210 128 4438 SH SHARED 4438 D FIRST BANCORP P R COM 31867210 1107 38316 SH SHARED 01 38316 D FIRST BANCORP P R COM 31867210 684 23700 SH SHARED 02 23700 D FIRST BANCORP N C COM 31891010 0 3 SH SHARED 3 D FIRST BANCORP N C COM 31891010 3 148 SH SHARED 148 D FIRST BANCORP N C COM 31891010 219 9600 SH SHARED 01 9600 D FIRST BANCORP N C COM 31891010 172 7559 SH SHARED 02 7559 D FIRST BANCORP N C COM 31891010 58 2564 SH SHARED 10 2564 D FIRST BKS AMER INC COM 31928N10 35 866 SH SHARED 02 854 12 D FIRST BELL BANCORP INC COM 31930110 23 1500 SH SHARED 1500 D FIRST BUSEY CORP COM 31938310 5 250 SH SHARED 250 D FIRST BUSEY CORP COM 31938310 5 276 SH SHARED 276 D FIRST BUSEY CORP COM 31938310 314 14700 SH SHARED 01 14700 D FIRST BUSEY CORP COM 31938310 208 9725 SH SHARED 02 9725 D FIRST CHARTER CORP COM 31943910 32 1731 SH SHARED 1731 D FIRST CHARTER CORP COM 31943910 17 912 SH SHARED 912 D FIRST CHARTER CORP COM 31943910 1137 60916 SH SHARED 01 60916 D FIRST CHARTER CORP COM 31943910 662 35499 SH SHARED 02 34253 1246 D FIRST CHARTER CORP COM 31943910 89 4792 SH SHARED 10 4792 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 0 7 SH SHARED 7 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 18 184 SH SHARED 184 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 1460 14184 SH SHARED 01 14184 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 107 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 686 6666 SH SHARED 02 6666 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 82 798 SH SHARED 10 798 D FIRST COMWLTH FINL CORP PA COM 31982910 27 2094 SH SHARED 2094 D FIRST COMWLTH FINL CORP PA COM 31982910 1561 117928 SH SHARED 01 117928 D FIRST COMWLTH FINL CORP PA COM 31982910 925 69922 SH SHARED 02 69922 D FIRST COMWLTH FINL CORP PA COM 31982910 110 8325 SH SHARED 10 8325 D FIRST CMNTY BANCSHARES INC N COM 31983A10 3 130 SH SHARED 130 D FIRST CMNTY BANCSHARES INC N COM 31983A10 6 212 SH SHARED 212 D FIRST CMNTY BANCSHARES INC N COM 31983A10 432 14240 SH SHARED 01 14240 D FIRST CMNTY BANCSHARES INC N COM 31983A10 274 9038 SH SHARED 02 9038 D FIRST CONSULTING GROUP INC COM 31986R10 65 6582 SH SHARED 6582 D FIRST CONSULTING GROUP INC COM 31986R10 393 39513 SH SHARED 01 39513 D FIRST CONSULTING GROUP INC COM 31986R10 184 18536 SH SHARED 02 18536 D FIRST FED CAP CORP COM 31996010 1 64 SH SHARED 64 D FIRST FED CAP CORP COM 31996010 8 454 SH SHARED 454 D FIRST FED CAP CORP COM 31996010 639 33900 SH SHARED 01 33900 D FIRST FED CAP CORP COM 31996010 337 17900 SH SHARED 02 17900 D FIRST DATA CORP DEBT 2.000% 3/0 319963AD 11500 10000000 PRN SHARED 01 10000000 D FIRST DATA CORP COM 31996310 72822 834645 SH SHARED 834645 D FIRST DATA CORP COM 31996310 231741 2656068 SH SHARED 01 2655118 950 D FIRST DATA CORP COM 31996310 290 3334 SH SHR/OTHR 01 1800 1534 D FIRST DATA CORP COM 31996310 31206 357672 SH SHARED 02 343402 14270 D FIRST DATA CORP COM 31996310 26366 302200 SH SHARED 03 49800 252400 D FIRST DATA CORP COM 31996310 15216 174400 SH SHARED 04 174400 D FIRST DATA CORP COM 31996310 20814 238558 SH SHARED 06 238558 D FIRST DATA CORP COM 31996310 2379 27273 SH SHARED 07 27273 D FIRST DATA CORP COM 31996310 6031 69127 SH SHARED 09 69127 D FIRST DATA CORP COM 31996310 1421 16290 SH SHARED 12 16290 D FIRST ESSEX BANCORP INC COM 32010310 0 6 SH SHARED 6 D FIRST ESSEX BANCORP INC COM 32010310 151 4966 SH SHARED 4966 D FIRST ESSEX BANCORP INC COM 32010310 476 15660 SH SHARED 01 15660 D FIRST ESSEX BANCORP INC COM 32010310 218 7169 SH SHARED 02 7169 D FIRST FINL BANKSHARES COM 32020R10 4 128 SH SHARED 128 D FIRST FINL BANKSHARES COM 32020R10 11 335 SH SHARED 335 D FIRST FINL BANKSHARES COM 32020R10 717 21594 SH SHARED 01 21594 D FIRST FINL BANKSHARES COM 32020R10 382 11524 SH SHARED 02 11524 D FIRST FINL BANKSHARES COM 32020R10 84 2551 SH SHARED 10 2551 D FIRST FINL BANCORP OH COM 32020910 226 14418 SH SHARED 14418 D FIRST FINL BANCORP OH COM 32020910 1300 82720 SH SHARED 01 82720 D FIRST FINL BANCORP OH COM 32020910 611 38900 SH SHARED 02 38900 D FIRST FINL BANCORP OH COM 32020910 61 3933 SH SHARED 10 3933 D FIRST FINL CORP IND COM 32021810 6 154 SH SHARED 154 D FIRST FINL CORP IND COM 32021810 601 13790 SH SHARED 01 13790 D FIRST FINL CORP IND COM 32021810 328 7548 SH SHARED 02 7548 D FIRST FINL HLDGS INC COM 32023910 2 75 SH SHARED 75 D FIRST FINL HLDGS INC COM 32023910 11 414 SH SHARED 414 D FIRST FINL HLDGS INC COM 32023910 731 27010 SH SHARED 01 27010 D FIRST FINL HLDGS INC COM 32023910 389 14400 SH SHARED 02 14400 D FIRST FINL HLDGS INC COM 32023910 77 2858 SH SHARED 10 2858 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1 85 SH SHARED 85 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 48 2160 SH SHARED 2160 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 4230 189200 SH SHARED 01 189200 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 265 11894 SH SHARED 02 11894 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2526 73772 SH SHARED 73772 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 19499 569328 SH SHARED 01 560203 250 8875 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 702 20510 SH SHR/OTHR 01 7410 13100 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 4506 131590 SH SHARED 02 56270 75320 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 404 11804 SH SHARED 10 11804 D FIRST IND CORP COM 32054R10 0 32 SH SHARED 32 D FIRST IND CORP COM 32054R10 5 297 SH SHARED 297 D FIRST IND CORP COM 32054R10 454 23349 SH SHARED 01 23349 D FIRST IND CORP COM 32054R10 243 12525 SH SHARED 02 12525 D FIRST ISRAEL FD INC COM 32063L10 115 11800 SH SHR/OTHR 01 11800 D FIRST KEYSTONE FINL INC COM 32065510 1 90 SH SHARED 90 D FIRST MARINER BANCORP COM 32079510 13 1293 SH SHARED 1293 D FIRST MERCHANTS CORP COM 32081710 14 542 SH SHARED 542 D FIRST MERCHANTS CORP COM 32081710 5 217 SH SHARED 217 D FIRST MERCHANTS CORP COM 32081710 604 23063 SH SHARED 01 23063 D FIRST MERCHANTS CORP COM 32081710 315 12045 SH SHARED 02 12045 D FIRST MERCHANTS CORP COM 32081710 71 2745 SH SHARED 10 2745 D FIRST MIDWEST BANCORP DEL COM 32086710 8 285 SH SHARED 285 D FIRST MIDWEST BANCORP DEL COM 32086710 2673 92074 SH SHARED 92074 D FIRST MIDWEST BANCORP DEL COM 32086710 3051 105063 SH SHARED 01 105063 D FIRST MIDWEST BANCORP DEL COM 32086710 2016 69425 SH SHARED 02 69425 D FIRST MIDWEST BANCORP DEL COM 32086710 160 5537 SH SHARED 10 5537 D FIRST NATL CORP ORANGEBURG S COM 32094210 50 2020 SH SHARED 2020 D FIRST HEALTH GROUP CORP COM 32096010 11 490 SH SHARED 490 D FIRST HEALTH GROUP CORP COM 32096010 7638 316560 SH SHARED 316560 D FIRST HEALTH GROUP CORP COM 32096010 5435 225272 SH SHARED 01 225272 D FIRST HEALTH GROUP CORP COM 32096010 24 1000 SH SHR/OTHR 01 1000 D FIRST HEALTH GROUP CORP COM 32096010 1715 71089 SH SHARED 02 71089 D FIRST NIAGARA FINL GROUP INC COM 33582U10 16 961 SH SHARED 961 D FIRST NIAGARA FINL GROUP INC COM 33582U10 4 246 SH SHARED 246 D FIRST NIAGARA FINL GROUP INC COM 33582U10 436 25030 SH SHARED 01 25030 D FIRST NIAGARA FINL GROUP INC COM 33582U10 182 10455 SH SHARED 02 10455 D FIRST PL FINL CORP COM 33610T10 1 92 SH SHARED 92 D FIRST PL FINL CORP COM 33610T10 7 448 SH SHARED 448 D FIRST PL FINL CORP COM 33610T10 571 33890 SH SHARED 01 33890 D FIRST PL FINL CORP COM 33610T10 274 16298 SH SHARED 02 16298 D FIRST PL FINL CORP COM 33610T10 80 4787 SH SHARED 10 4787 D FIRST REP BK SAN FRANCISCO COM 33615810 6 216 SH SHARED 216 D FIRST REP BK SAN FRANCISCO COM 33615810 630 22200 SH SHARED 01 22200 D FIRST REP BK SAN FRANCISCO COM 33615810 340 11987 SH SHARED 02 11987 D FIRST SENTINEL BANCORP INC COM 33640T10 224 17182 SH SHARED 17182 D FIRST SENTINEL BANCORP INC COM 33640T10 755 57821 SH SHARED 01 57821 D FIRST SENTINEL BANCORP INC COM 33640T10 367 28125 SH SHARED 02 28125 D FIRST SENTINEL BANCORP INC COM 33640T10 103 7906 SH SHARED 10 7906 D FIRST SOUTHN BANCSHARES INC COM 33645B10 12 4092 SH SHARED 4092 D FIRST ST BANCORPORATION COM 33645310 557 24000 SH SHARED 24000 D 1ST SOURCE CORP COM 33690110 112 4732 SH SHARED 4732 D 1ST SOURCE CORP COM 33690110 551 23285 SH SHARED 01 23285 D 1ST SOURCE CORP COM 33690110 326 13800 SH SHARED 02 13800 D FIRST TENN NATL CORP COM 33716210 20532 585798 SH SHARED 585798 D FIRST TENN NATL CORP COM 33716210 8896 253824 SH SHARED 01 253824 D FIRST TENN NATL CORP COM 33716210 2779 79291 SH SHARED 02 79291 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 5494 2318500 SH SHARED 2318500 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 100 42220 SH SHARED 01 22220 20000 D FIRST UN REAL EST EQ&MTG INV PFD CONV SER A 33740030 2462 129600 SH SHARED 129600 D FIRST UTD CORP COM 33741H10 325 20900 SH SHARED 20900 D FIRST VA BANKS INC COM 33747710 6867 128060 SH SHARED 128060 D FIRST VA BANKS INC COM 33747710 4818 89846 SH SHARED 01 89321 525 D FIRST VA BANKS INC COM 33747710 80 1500 SH SHR/OTHR 01 1500 D FIRST VA BANKS INC COM 33747710 1416 26414 SH SHARED 02 26014 400 D FIRST VIRTUAL COMMUNICATIONS COM 33748410 0 753 SH SHARED 753 D FIRSTSERVICE CORP SUB VTG SH 33761N10 88 4000 SH SHARED 02 4000 D FIRSTCITY FINL CORP COM 33761X10 0 6 SH SHARED 6 D FIRST YRS INC COM 33761010 32 2663 SH SHARED 2663 D FIRST YRS INC COM 33761010 1 100 SH SHARED 100 D FIRST YRS INC COM 33761010 102 8400 SH SHARED 02 8400 D FIRSTWAVE TECHNOLOGIES INC ST 33762N20 6 2035 SH SHARED 2035 D FIRSTWAVE TECHNOLOGIES INC 511 33762N20 15 4666 SH SHARED 4666 D FISCHER IMAGING CORP COM 33771910 1 100 SH SHARED 02 100 D FISERV INC COM 33773810 19322 420154 SH SHARED 420154 D FISERV INC COM 33773810 60658 1318943 SH SHARED 01 1317931 1012 D FISERV INC COM 33773810 45 1000 SH SHR/OTHR 01 1000 D FISERV INC COM 33773810 5522 120070 SH SHARED 02 120070 D FISERV INC COM 33773810 579 12600 SH SHARED 03 12600 D FISERV INC COM 33773810 54 1187 SH SHARED 09 1187 D FISHER & PAYKEL HEALTHCARE C ADR 33774M10 115 6500 SH SHARED 6500 D FISHER & PAYKEL HEALTHCARE C ADR 33774M10 7 432 SH SHARED 02 432 D FISHER COMMUNICATIONS INC COM 33775620 6 150 SH SHARED 150 D FISHER COMMUNICATIONS INC COM 33775620 273 6020 SH SHARED 01 6020 D FISHER COMMUNICATIONS INC COM 33775620 204 4500 SH SHARED 02 4500 D FIRSTFED FINL CORP COM 33790710 1752 66998 SH SHARED 66998 D FIRSTFED FINL CORP COM 33790710 1132 43310 SH SHARED 01 43310 D FIRSTFED FINL CORP COM 33790710 1403 53685 SH SHARED 02 23685 30000 D FIRSTFED FINL CORP COM 33790710 78 3000 SH SHARED 10 3000 D FIRSTMERIT CORP COM 33791510 0 7 SH SHARED 7 D FIRSTMERIT CORP COM 33791510 3422 118879 SH SHARED 118879 D FIRSTMERIT CORP COM 33791510 4069 141363 SH SHARED 01 141363 D FIRSTMERIT CORP COM 33791510 1372 47687 SH SHARED 02 47687 D FIRSTFED AMER BANCORP INC COM 33792910 749 31341 SH SHARED 31341 D FLAGSTAR BANCORP INC COM 33793010 113 4854 SH SHARED 4854 D FLAGSTAR BANCORP INC COM 33793010 351 15110 SH SHARED 01 15110 D FLAGSTAR BANCORP INC COM 33793010 174 7509 SH SHARED 02 7509 D FIRSTENERGY CORP COM 33793210 49106 1420095 SH SHARED 1420095 D FIRSTENERGY CORP COM 33793210 72367 2092763 SH SHARED 01 2092626 137 D FIRSTENERGY CORP COM 33793210 19 566 SH SHR/OTHR 01 266 300 D FIRSTENERGY CORP COM 33793210 6253 180851 SH SHARED 02 177964 2887 D FIRSTENERGY CORP COM 33793210 733 21208 SH SHARED 03 21208 D FIRSTENERGY CORP COM 33793210 223 6459 SH SHARED 06 6459 D FIRSTENERGY CORP COM 33793210 440 12733 SH SHARED 07 12733 D FIRSTENERGY CORP COM 33793210 100 2917 SH SHARED 09 2917 D FISHER SCIENTIFIC INTL INC 511 33803220 309 11029 SH SHARED 11029 D FISHER SCIENTIFIC INTL INC 620 33803220 3345 119070 SH SHARED 01 119070 D FISHER SCIENTIFIC INTL INC 10036 33803220 2654 94460 SH SHARED 02 68960 25500 D FISHER SCIENTIFIC INTL INC IC1 33803220 109 3914 SH SHARED 10 3914 D FIVE STAR QUALITY CARE INC COM 33832D10 0 35 SH SHARED 35 D FIVE STAR QUALITY CARE INC COM 33832D10 3 416 SH SHARED 01 412 4 D FIVE STAR QUALITY CARE INC COM 33832D10 0 38 SH SHR/OTHR 01 38 D FIVE STAR QUALITY CARE INC COM 33832D10 3 488 SH SHARED 02 260 228 D FIVE STAR QUALITY CARE INC COM 33832D10 1 160 SH SHARED 10 160 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 6 3100 SH SHARED 02 3100 D FLANDERS CORP COM 33849410 21 11000 SH SHARED 11000 D FLEETBOSTON FINL CORP COM 33903010 178572 5102060 SH SHARED 5102060 D FLEETBOSTON FINL CORP COM 33903010 271142 7746923 SH SHARED 01 7690113 56810 D FLEETBOSTON FINL CORP COM 33903010 1195 34165 SH SHR/OTHR 01 17650 16515 D FLEETBOSTON FINL CORP COM 33903010 23940 684013 SH SHARED 02 652502 31511 D FLEETBOSTON FINL CORP COM 33903010 3426 97900 SH SHARED 03 97900 D FLEETBOSTON FINL CORP COM 33903010 12775 365000 SH SHARED 04 365000 D FLEETBOSTON FINL CORP COM 33903010 728 20813 SH SHARED 06 20813 D FLEETBOSTON FINL CORP COM 33903010 796 22750 SH SHARED 07 22750 D FLEETBOSTON FINL CORP COM 33903010 317 9070 SH SHARED 08 9070 D FLEETBOSTON FINL CORP COM 33903010 272 7797 SH SHARED 09 7797 D FLEETWOOD ENTERPRISES INC COM 33909910 1008 93336 SH SHARED 93336 D FLEETWOOD ENTERPRISES INC COM 33909910 933 86458 SH SHARED 01 86458 D FLEETWOOD ENTERPRISES INC COM 33909910 85 7951 SH SHARED 02 7951 D FLEETWOOD ENTERPRISES INC COM 33909910 64 6001 SH SHARED 10 6001 D FLEMING COS INC NOTE 5.250% 3/1 339130AR 962 1000000 PRN SHARED 1000000 D FLEMING COS INC NOTE 5.250% 3/1 339130AR 6253 6500000 PRN SHARED 02 6500000 D FLEMING COS INC COM 33913010 2401 107222 SH SHARED 107222 D FLEMING COS INC COM 33913010 1962 87604 SH SHARED 01 87604 D FLEMING COS INC COM 33913010 1258 56175 SH SHARED 02 56175 D FLEMING COS INC COM 33913010 86 3844 SH SHARED 10 3844 D FLETCHER CHALLENGE FORESTS L SP ADR FST DIV 33932440 0 175 SH SHARED 02 175 D FLEXSTEEL INDS INC COM 33938210 0 10 SH SHARED 10 D FLORIDA EAST COAST INDS CL A 34063210 53 1878 SH SHARED 1878 D FLORIDA EAST COAST INDS CL A 34063210 1274 45020 SH SHARED 01 45020 D FLORIDA EAST COAST INDS CL A 34063210 711 25142 SH SHARED 02 25142 D FLORIDA EAST COAST INDS CL A 34063210 1 68 SH SHARED 05 68 D FLORIDA EAST COAST INDS CL A 34063210 89 3176 SH SHARED 10 3176 D FLORIDA EAST COAST INDS CL B 34063220 687 26222 SH SHARED 26222 D FLORIDA EAST COAST INDS CL B 34063220 128 4902 SH SHARED 01 4902 D FLORIDA EAST COAST INDS CL B 34063220 104 4000 SH SHR/OTHR 01 4000 D FLORIDA EAST COAST INDS CL B 34063220 4 161 SH SHARED 02 161 D FLORIDA ROCK INDS INC COM 34114010 1647 41344 SH SHARED 41344 D FLORIDA ROCK INDS INC COM 34114010 4820 120990 SH SHARED 01 120990 D FLORIDA ROCK INDS INC COM 34114010 39 1000 SH SHR/OTHR 01 1000 D FLORIDA ROCK INDS INC COM 34114010 1082 27168 SH SHARED 02 22118 5050 D FLORIDA ROCK INDS INC COM 34114010 81 2034 SH SHARED 10 2034 D FLUOR CORP NEW COM 34341210 8796 215656 SH SHARED 215656 D FLUOR CORP NEW COM 34341210 21479 526585 SH SHARED 01 526585 D FLUOR CORP NEW COM 34341210 2338 57329 SH SHARED 02 56154 1175 D FLUOR CORP NEW COM 34341210 203 5000 SH SHARED 03 5000 D FLUOR CORP NEW COM 34341210 40 1001 SH SHARED 09 1001 D FLOW INTL CORP COM 34346810 4 426 SH SHARED 426 D FLOW INTL CORP COM 34346810 226 23200 SH SHARED 01 23200 D FLOW INTL CORP COM 34346810 24 2500 SH SHR/OTHR 01 2500 D FLOW INTL CORP COM 34346810 138 14200 SH SHARED 02 14200 D FLOWERS FOODS INC COM 34349810 1754 68881 SH SHARED 68881 D FLOWERS FOODS INC COM 34349810 1540 60480 SH SHARED 01 60480 D FLOWERS FOODS INC COM 34349810 725 28481 SH SHARED 02 28301 180 D FLOWERS FOODS INC COM 34349810 3458 135800 SH SHARED 09 135800 D FLOWERS FOODS INC COM 34349810 108 4260 SH SHARED 10 4260 D FLOWSERVE CORP COM 34354P10 1972 61622 SH SHARED 61622 D FLOWSERVE CORP COM 34354P10 22098 690357 SH SHARED 01 690357 D FLOWSERVE CORP COM 34354P10 3272 102226 SH SHARED 02 102226 D FLOWSERVE CORP COM 34354P10 1379 43100 SH SHARED 06 43100 D FLOWSERVE CORP COM 34354P10 181 5682 SH SHARED 10 5682 D FLOUR CITY INTERNATIONAL INC ST 34385820 0 3931 SH SHARED 3931 D FLUSHING FINL CORP COM 34387310 2 120 SH SHARED 120 D FLUSHING FINL CORP COM 34387310 45 2716 SH SHARED 2716 D FLUSHING FINL CORP COM 34387310 402 23930 SH SHARED 01 23930 D FLUSHING FINL CORP COM 34387310 191 11406 SH SHARED 02 11406 D FOAMEX INTL INC COM 34412310 3 406 SH SHARED 406 D FOAMEX INTL INC COM 34412310 342 35100 SH SHARED 01 35100 D FOAMEX INTL INC COM 34412310 172 17727 SH SHARED 02 17727 D FOCAL COMMUNICATIONS CORP ST 34415520 5 1378 SH SHARED 1378 D FOCAL COMMUNICATIONS CORP 511 34415520 0 57 SH SHARED 57 D FOCAL COMMUNICATIONS CORP equit-comm 34415520 7 1872 SH SHARED 01 1609 263 D FOCAL COMMUNICATIONS CORP 10036 34415520 6 1438 SH SHARED 02 1438 D FOCUS ENHANCEMENTS INC COM 34415910 0 706 SH SHARED 706 D FOG CUTTER CAP GROUP INC COM 34416Q10 3 1500 SH SHARED 02 1500 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 16 360 SH SHARED 02 360 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3748 79503 SH SHARED 06 79503 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 616 13066 SH SHARED 10 13066 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1515 32151 SH SHARED 11 32151 D FONAR CORP COM 34443710 4 4530 SH SHARED 4530 D FONAR CORP COM 34443710 0 118 SH SHARED 02 118 D FOOD TECHNOLOGY SERVICE INC COM 34479810 2 2484 SH SHARED 2484 D FOODARAMA SUPERMARKETS INC COM 34482010 4 100 SH SHR/OTHR 01 100 D FOOT LOCKER INC COM 34484910 4325 267356 SH SHARED 266356 1000 D FOOT LOCKER INC COM 34484910 37397 2311330 SH SHARED 01 2311330 D FOOT LOCKER INC COM 34484910 48 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 410 25366 SH SHARED 02 25366 D FOOT LOCKER INC COM 34484910 2427 150000 SH SHARED 04 150000 D FOOT LOCKER INC COM 34484910 1520 94000 SH SHARED 06 94000 D FOOT LOCKER INC COM 34484910 76 4700 SH SHARED 10 4700 D FOOTHILL INDPT BANCORP COM 34490510 197 15000 SH SHARED 15000 D FOOTSTAR INC COM 34491210 3977 130462 SH SHARED 130462 D FOOTSTAR INC COM 34491210 9545 313076 SH SHARED 01 312476 600 D FOOTSTAR INC COM 34491210 3953 129664 SH SHR/OTHR 01 51439 78225 D FOOTSTAR INC COM 34491210 759 24918 SH SHARED 02 24918 D FORD MTR CO DEL COM 34537010 0 52970 SH SHARED 01 52970 D FORD MTR CO DEL COM PAR $0.01 34537086 117810 7144364 SH SHARED 7143690 674 D FORD MTR CO DEL COM PAR $0.01 34537086 207427 12578959 SH SHARED 01 12564303 14656 D FORD MTR CO DEL COM PAR $0.01 34537086 2124 128825 SH SHR/OTHR 01 7774 121051 D FORD MTR CO DEL COM PAR $0.01 34537086 24965 1513983 SH SHARED 02 1505647 8336 D FORD MTR CO DEL COM PAR $0.01 34537086 1993 120900 SH SHARED 03 120900 D FORD MTR CO DEL COM PAR $0.01 34537086 6018 365000 SH SHARED 04 365000 D FORD MTR CO DEL COM PAR $0.01 34537086 380 23096 SH SHARED 06 23096 D FORD MTR CO DEL COM PAR $0.01 34537086 212 12912 SH SHARED 09 12912 D FORDING INC COM 34542610 7 392 SH SHARED 392 D FORDING INC COM 34542610 57 2926 SH SHARED 02 2860 66 D FOREST CITY ENTERPRISES INC CL A 34555010 23 618 SH SHARED 618 D FOREST CITY ENTERPRISES INC CL A 34555010 1917 50460 SH SHARED 01 50460 D FOREST CITY ENTERPRISES INC CL A 34555010 1355 35680 SH SHARED 02 35280 400 D FOREST CITY ENTERPRISES INC CL A 34555010 68 1800 SH SHARED 10 1800 D FOREST LABS INC COM 34583810 74027 906087 SH SHARED 906087 D FOREST LABS INC COM 34583810 94878 1161302 SH SHARED 01 1161202 100 D FOREST LABS INC COM 34583810 571 7000 SH SHR/OTHR 01 7000 D FOREST LABS INC COM 34583810 7929 97058 SH SHARED 02 96758 300 D FOREST LABS INC COM 34583810 13259 162300 SH SHARED 04 162300 D FOREST LABS INC COM 34583810 196 2400 SH SHARED 06 2400 D FOREST LABS INC COM 34583810 122 1495 SH SHARED 09 1495 D FOREST OIL CORP COM PAR $0.01 34609170 2332 78763 SH SHARED 78763 D FOREST OIL CORP COM PAR $0.01 34609170 2931 98980 SH SHARED 01 98980 D FOREST OIL CORP COM PAR $0.01 34609170 833 28155 SH SHARED 02 28155 D FORGENT NETWORKS INC COM 34629U10 9 3393 SH SHARED 3393 D FORMULA SYS 1985 LTD GDR REG S 34641410 0 5 SH SHARED 5 D FORRESTER RESH INC COM 34656310 3 178 SH SHARED 178 D FORRESTER RESH INC COM 34656310 325 17028 SH SHARED 17028 D FORRESTER RESH INC COM 34656310 580 30400 SH SHARED 01 30400 D FORRESTER RESH INC COM 34656310 336 17642 SH SHARED 02 14400 3242 D FORTUNE BRANDS INC COM 34963110 21378 433023 SH SHARED 433023 D FORTUNE BRANDS INC COM 34963110 51645 1046086 SH SHARED 01 1044902 1184 D FORTUNE BRANDS INC COM 34963110 128 2600 SH SHR/OTHR 01 1000 1600 D FORTUNE BRANDS INC COM 34963110 4274 86589 SH SHARED 02 85389 1200 D FORTUNE BRANDS INC COM 34963110 473 9600 SH SHARED 03 9600 D FORTUNE BRANDS INC COM 34963110 76 1543 SH SHARED 07 1543 D FORTUNE BRANDS INC COM 34963110 57 1172 SH SHARED 09 1172 D FORWARD AIR CORP COM 34985310 8 278 SH SHARED 278 D FORWARD AIR CORP COM 34985310 175 5542 SH SHARED 5542 D FORWARD AIR CORP COM 34985310 1040 32875 SH SHARED 01 32875 D FORWARD AIR CORP COM 34985310 620 19608 SH SHARED 02 17608 2000 D FOSSIL INC COM 34988210 40 1538 SH SHARED 1538 D FOSSIL INC COM 34988210 1196 44994 SH SHARED 01 44994 D FOSSIL INC COM 34988210 473 17820 SH SHARED 02 17820 D FOSTER L B CO COM 35006010 0 6 SH SHARED 6 D FOUNDRY NETWORKS INC COM 35063R10 29 4162 SH SHARED 4162 D FOUNDRY NETWORKS INC COM 35063R10 341 47555 SH SHARED 47455 100 D FOUNDRY NETWORKS INC COM 35063R10 1517 211050 SH SHARED 01 206175 4875 D FOUNDRY NETWORKS INC COM 35063R10 26 3641 SH SHR/OTHR 01 3641 D FOUNDRY NETWORKS INC COM 35063R10 628 87409 SH SHARED 02 70928 16481 D FOUNDRY NETWORKS INC COM 35063R10 93 13000 SH SHARED 06 13000 D 4 KIDS ENTMT INC COM 35086510 559 28100 SH SHARED 28100 D 4 KIDS ENTMT INC COM 35086510 521 26200 SH SHARED 01 26200 D 4 KIDS ENTMT INC COM 35086510 191 9612 SH SHARED 02 9612 D FOUR SEASONS HOTEL INC NOTE 9/2 35100EAD 5044 17639000 PRN SHARED 17639000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 4279 80319 SH SHARED 80319 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 127 2400 SH SHARED 02 2400 D FOX ENTMT GROUP INC CL A 35138T10 7547 319150 SH SHARED 319150 D FOX ENTMT GROUP INC CL A 35138T10 4585 193900 SH SHARED 01 193900 D FOX ENTMT GROUP INC CL A 35138T10 376 15899 SH SHARED 02 15899 D FOX ENTMT GROUP INC CL A 35138T10 1655 70000 SH SHARED 04 70000 D FRANCE GROWTH FD INC COM 35177K10 7 1000 SH SHARED 1000 D FRANCE GROWTH FD INC COM 35177K10 4559 608800 SH SHARED 02 608800 D FRANCE TELECOM SPONSORED ADR 35177Q10 641 21100 SH SHARED 21100 D FRANCE TELECOM SPONSORED ADR 35177Q10 276 9076 SH SHARED 01 9076 D FRANCE TELECOM SPONSORED ADR 35177Q10 2529 83180 SH SHARED 02 83180 D FRANCE TELECOM SPONSORED ADR 35177Q10 3904 128400 SH SHARED 05 128400 D FRANCE TELECOM ADR CON VAL RT 35177Q20 0 71 SH SHARED 02 71 D FRANKLIN BK NA SOUTHFIELD MI COM 35245610 1 58 SH SHARED 58 D FRANKLIN ELEC INC COM 35351410 16 334 SH SHARED 334 D FRANKLIN ELEC INC COM 35351410 508 10036 SH SHARED 10036 D FRANKLIN ELEC INC COM 35351410 942 18600 SH SHARED 01 18600 D FRANKLIN ELEC INC COM 35351410 455 9000 SH SHARED 02 9000 D FRANKLIN ELECTR PUBLISHERS I COM 35351510 7 3900 SH SHARED 3900 D FRANKLIN MULTI-INCOME FD SH BEN INT 35402110 34 4000 SH SHARED 02 4000 D FRANKLIN RES INC NOTE 5/1 354613AC 32094 55720000 PRN SHARED 55720000 20000 20000 D FRANKLIN RES INC NOTE 5/1 354613AC 776 1348000 PRN SHARED 02 148000 1200000 D FRANKLIN RES INC COM 35461310 21768 519284 SH SHARED 519284 D FRANKLIN RES INC COM 35461310 66371 1583290 SH SHARED 01 1576140 7150 D FRANKLIN RES INC COM 35461310 272 6495 SH SHR/OTHR 01 6495 D FRANKLIN RES INC COM 35461310 5875 140154 SH SHARED 02 139952 202 D FRANKLIN RES INC COM 35461310 82 1969 SH SHARED 09 1969 D FRANKLIN TELECOMMUNICATIONS ST 35472720 0 1108 SH SHARED 1108 D FREDS INC 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D FREMONT GEN CORP COM 35728810 120 19736 SH SHARED 19736 D FREMONT GEN CORP COM 35728810 929 152353 SH SHARED 01 152353 D FREMONT GEN CORP COM 35728810 376 61735 SH SHARED 02 61735 D FREMONT GEN CORP COM 35728810 69 11410 SH SHARED 10 11410 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 344 17100 SH SHARED 10100 7000 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 71 3542 SH SHARED 01 3123 419 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 9 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 9 490 SH SHARED 02 490 D FRESH BRANDS INC COM 35803U10 0 1 SH SHARED 02 1 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 4 684 SH SHARED 684 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 309 44170 SH SHARED 01 44170 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843310 227 32500 SH SHARED 02 24100 8400 D FRIEDMANS INC CL A 35843810 0 21 SH SHARED 21 D FRIEDMANS INC CL A 35843810 4 402 SH SHARED 402 D FRIEDMANS INC CL A 35843810 384 35750 SH SHARED 01 35750 D FRIEDMANS INC CL A 35843810 177 16500 SH SHARED 02 16500 D FRISBY TECHNOLOGIES INC COM 35874310 0 555 SH SHARED 555 D FRISCO BAY INDS LTD COM 35875110 33 5942 SH SHARED 5942 D FRONTIER AIRLINES INC NEW COM 35906510 14 797 SH SHARED 797 D FRONTIER AIRLINES INC NEW COM 35906510 1297 70851 SH SHARED 70851 D FRONTIER AIRLINES INC NEW COM 35906510 1830 99912 SH SHARED 01 99912 D FRONTIER AIRLINES INC NEW COM 35906510 748 40850 SH SHARED 02 38500 2350 D FRONTIER FINL CORP WASH COM 35907K10 11 447 SH SHARED 447 D FRONTIER FINL CORP WASH COM 35907K10 207 7808 SH SHARED 7808 D FRONTIER FINL CORP WASH COM 35907K10 981 36899 SH SHARED 01 36899 D FRONTIER FINL CORP WASH COM 35907K10 495 18618 SH SHARED 02 18618 D FRONTIER OIL CORP COM 35914P10 1050 48891 SH SHARED 48891 D FRONTIER OIL CORP COM 35914P10 5284 245999 SH SHARED 01 245999 D FRONTIER OIL CORP COM 35914P10 625 29138 SH SHARED 02 29138 D FRONTLINE CAP GROUP COM 35921N10 0 100 SH SHARED 100 D FRONTLINE CAP GROUP COM 35921N10 0 408 SH SHARED 408 D FRONTLINE CAP GROUP COM 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36144810 2378 74800 SH SHARED 74800 D GATX CORP COM 36144810 2541 79914 SH SHARED 01 77914 2000 D GATX CORP COM 36144810 820 25794 SH SHARED 02 25794 D GBC BANCORP CALIF COM 36147510 177 5308 SH SHARED 5308 D GBC BANCORP CALIF COM 36147510 605 18115 SH SHARED 01 18115 D GBC BANCORP CALIF COM 36147510 313 9375 SH SHARED 02 9375 D GBC BANCORP CALIF COM 36147510 70 2112 SH SHARED 10 2112 D GP STRATEGIES CORP COM 36225V10 39 10000 SH SHARED 02 10000 D GSI LUMONICS INC COM 36229U10 0 20 SH SHARED 20 D GSI LUMONICS INC COM 36229U10 1 182 SH SHARED 182 D GT GROUP TELECOM INC CL B NON VTG 36235940 0 726 SH SHARED 726 D G-III APPAREL GROUP LTD COM 36237H10 1 161 SH SHARED 161 D GTSI CORP COM 36238K10 0 37 SH SHARED 37 D GABELLI ASSET MGMT INC CL A 36239Y10 1759 44317 SH SHARED 44317 D GABELLI ASSET MGMT INC CL A 36239Y10 408 10300 SH SHARED 01 10300 D GABELLI ASSET MGMT INC CL A 36239Y10 230 5800 SH SHARED 02 5800 D GABELLI ASSET MGMT INC CL A 36239Y10 190 4800 SH SHARED 05 4800 D GABELLI EQUITY TR INC COM 36239710 110 10000 SH SHR/OTHR 01 10000 D GABELLI UTIL TR COM 36240A10 9 1000 SH SHR/OTHR 01 1000 D GABELLI SER FDS INC CONV SECS FD 36240B10 217 20000 SH SHR/OTHR 01 20000 D GABLES RESIDENTIAL TR SH BEN INT 36241810 2205 71030 SH SHARED 71030 D GABLES RESIDENTIAL TR SH BEN INT 36241810 1703 54860 SH SHARED 01 54860 D GABLES RESIDENTIAL TR SH BEN INT 36241810 25 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 829 26700 SH SHARED 02 26700 D GABLES RESIDENTIAL TR SH BEN INT 36241810 235 7581 SH SHARED 10 7581 D GADZOOKS INC COM 36255310 0 38 SH SHARED 38 D GADZOOKS INC COM 36255310 1024 58688 SH SHARED 58688 D GADZOOKS INC COM 36255310 45 2600 SH SHARED 02 2600 D GADZOOX NETWORKS INC COM 36255510 2 5502 SH SHARED 5502 D GADZOOX NETWORKS INC COM 36255510 0 300 SH SHARED 02 300 D GAIAM INC CL A 36268Q10 2 132 SH SHARED 132 D GAIAM INC CL A 36268Q10 9 500 SH SHARED 01 500 D GALEN HLDGS PLC SPONSORED ADR 36324010 22 661 SH SHARED 661 D GALEN HLDGS PLC SPONSORED ADR 36324010 126 3700 SH SHARED 3700 D GALLAGHER ARTHUR J & CO COM 36357610 8075 246440 SH SHARED 246440 D GALLAGHER ARTHUR J & CO COM 36357610 5269 160800 SH SHARED 01 160800 D GALLAGHER ARTHUR J & CO COM 36357610 1954 59650 SH SHARED 02 58168 1482 D GALLAGHER ARTHUR J & CO COM 36357610 275 8400 SH SHARED 06 8400 D GALLAHER GROUP PLC SPONSORED ADR 36359510 398 12912 SH SHARED 12912 D GALLAHER GROUP PLC SPONSORED ADR 36359510 342 11112 SH SHARED 01 9028 2084 D GALLAHER GROUP PLC SPONSORED ADR 36359510 49 1600 SH SHR/OTHR 01 1600 D GALLAHER GROUP PLC SPONSORED ADR 36359510 67 2200 SH SHARED 02 1000 1200 D GALLAHER GROUP PLC SPONSORED ADR 36359510 3474 112600 SH SHARED 05 112600 D GALYANS TRADING INC COM 36458R10 28 1870 SH SHARED 1870 D GAMETECH INTERNATIONAL INC COM 36466D10 0 100 SH SHARED 100 D GAMETECH INTERNATIONAL INC COM 36466D10 22 5000 SH SHARED 5000 D GAMESTOP CORP CL A 36466R10 327 16200 SH SHARED 16200 D GAMESTOP CORP CL A 36466R10 404 20000 SH SHARED 04 20000 D GANNETT INC COM 36473010 76 1000 SH SHARED 1000 D GANNETT INC COM 36473010 84513 1110560 SH SHARED 1110560 D GANNETT INC COM 36473010 152533 2004385 SH SHARED 01 1992063 12322 D GANNETT INC COM 36473010 4197 55157 SH SHR/OTHR 01 45343 9814 D GANNETT INC COM 36473010 11305 148555 SH SHARED 02 145555 3000 D GANNETT INC COM 36473010 19219 252550 SH SHARED 03 43200 209350 D GANNETT INC COM 36473010 9969 131000 SH SHARED 04 131000 D GANNETT INC COM 36473010 7610 100000 SH SHARED 05 100000 D GANNETT INC COM 36473010 39525 519389 SH SHARED 06 519389 D GANNETT INC COM 36473010 171 2250 SH SHARED 07 2250 D GANNETT INC COM 36473010 1346 17700 SH SHARED 08 17700 D GANNETT INC COM 36473010 6014 79039 SH SHARED 09 79039 D GANNETT INC COM 36473010 1879 24700 SH SHARED 10 24700 D GANNETT INC COM 36473010 1156 15200 SH SHARED 11 15200 D GANNETT INC COM 36473010 1118 14700 SH SHARED 12 14700 D GAP INC DEL COM 36476010 37788 2512519 SH SHARED 2512519 D GAP INC DEL COM 36476010 85638 5694037 SH SHARED 01 5692162 1875 D GAP INC DEL COM 36476010 6 405 SH SHR/OTHR 01 405 D GAP INC DEL COM 36476010 10844 721011 SH SHARED 02 698644 22367 D GAP INC DEL COM 36476010 699 46500 SH SHARED 03 46500 D GAP INC DEL COM 36476010 2932 195000 SH SHARED 04 195000 D GAP INC DEL COM 36476010 348 23199 SH SHARED 06 23199 D GAP INC DEL COM 36476010 219 14620 SH SHARED 07 14620 D GAP INC DEL COM 36476010 92 6140 SH SHARED 09 6140 D GARAN INC COM 36480210 68 1268 SH SHARED 1268 D GARAN INC COM 36480210 267 4970 SH SHARED 01 4970 D GARAN INC COM 36480210 190 3550 SH SHARED 02 3550 D GARDEN FRESH RESTAURANT CORP COM 36523510 1 104 SH SHARED 104 D GARDNER DENVER INC COM 36555810 293 11972 SH SHARED 11972 D GARDNER DENVER INC COM 36555810 729 29777 SH SHARED 01 29777 D GARDNER DENVER INC COM 36555810 283 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 387 15810 SH SHARED 02 15810 D GARDNER DENVER INC COM 36555810 75 3100 SH SHARED 10 3100 D GART SPORTS CO COM 36663010 0 21 SH SHARED 21 D GART SPORTS CO COM 36663010 54 1800 SH SHARED 02 1800 D GARTNER INC COM 36665110 138 10744 SH SHARED 10744 D GARTNER INC COM 36665110 2079 161223 SH SHARED 01 161223 D GARTNER INC COM 36665110 1149 89129 SH SHARED 02 89129 D GARTNER INC CL B 36665120 724 55700 SH SHARED 55700 D GARTNER INC CL B 36665120 1083 83320 SH SHARED 01 83320 D GARTNER INC CL B 36665120 414 31917 SH SHR/OTHR 01 30952 965 D GARTNER INC CL B 36665120 598 46001 SH SHARED 02 45871 130 D GATEWAY INC COM 36762610 4587 725900 SH SHARED 725900 D GATEWAY INC COM 36762610 13044 2063966 SH SHARED 01 2063966 D GATEWAY INC COM 36762610 12 1984 SH SHR/OTHR 01 1984 D GATEWAY INC COM 36762610 1694 268118 SH SHARED 02 267868 250 D GATEWAY INC COM 36762610 13 2101 SH SHARED 09 2101 D GAYLORD ENTMT CO NEW COM 36790510 186 7014 SH SHARED 7014 D GAYLORD ENTMT CO NEW COM 36790510 1371 51578 SH SHARED 01 51578 D GAYLORD ENTMT CO NEW COM 36790510 649 24400 SH SHARED 02 24400 D GAYLORD ENTMT CO NEW COM 36790510 93 3510 SH SHARED 10 3510 D GEERLINGS & WADE INC COM 36847310 1 1726 SH SHARED 1726 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 12183 823782 SH SHARED 823782 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 5527 373746 SH SHARED 01 371875 1871 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1350 91311 SH SHARED 02 84613 6698 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 212 14400 SH SHARED 03 14400 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1109 75000 SH SHARED 04 75000 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 131 8866 SH SHARED 06 8866 D GENAERA CORP COM 36867G10 0 266 SH SHARED 266 D GENAERA CORP COM 36867G10 31 10000 SH SHARED 02 10000 D GENAISSANCE PHARMACEUTICALS COM 36867W10 1 387 SH SHARED 387 D GENAISSANCE PHARMACEUTICALS COM 36867W10 1 446 SH SHARED 446 D GENAISSANCE PHARMACEUTICALS COM 36867W10 56 19010 SH SHARED 01 19010 D GENAISSANCE PHARMACEUTICALS COM 36867W10 1389 469534 SH SHARED 02 466634 2900 D GENCORP INC COM 36868210 18 1166 SH SHARED 1166 D GENCORP INC COM 36868210 1802 114687 SH SHARED 01 114687 D GENCORP INC COM 36868210 767 48810 SH SHARED 02 48810 D GENCORP INC COM 36868210 83 5303 SH SHARED 10 5303 D GENE LOGIC INC COM 36868910 4 251 SH SHARED 251 D GENE LOGIC INC COM 36868910 34 1750 SH SHARED 1750 D GENE LOGIC INC COM 36868910 1154 59350 SH SHARED 01 59350 D GENE LOGIC INC COM 36868910 595 30607 SH SHARED 02 30607 D GENELABS TECHNOLOGIES INC COM 36870610 0 111 SH SHARED 111 D GENELABS TECHNOLOGIES INC COM 36870610 1 1130 SH SHARED 1130 D GENELABS TECHNOLOGIES INC COM 36870610 76 43500 SH SHARED 01 43500 D GENELABS TECHNOLOGIES INC COM 36870610 78 44869 SH SHARED 02 43869 1000 D GENENCOR INTL INC COM 36870910 0 32 SH SHARED 32 D GENENCOR INTL INC COM 36870910 2 240 SH SHARED 240 D GENENCOR INTL INC COM 36870910 216 19100 SH SHARED 01 19100 D GENENCOR INTL INC COM 36870910 118 10452 SH SHARED 02 10452 D GENENTECH INC 1100 36871040 12675 251246 SH SHARED 250446 800 D GENENTECH INC 620 36871040 21343 423060 SH SHARED 01 411326 11734 D GENENTECH INC 620 36871040 35 700 SH SHR/OTHR 01 100 600 D GENENTECH INC 10036 36871040 1764 34975 SH SHARED 02 32370 2605 D GENENTECH INC ST 36871040 701 13900 SH SHARED 03 13900 D GENENTECH INC EQUITY 36871040 75654 1499600 SH SHARED 04 1499600 D GENENTECH INC IC1 36871040 126 2500 SH SHARED 06 2500 D GENERAL AMERN INVS INC COM 36880210 17 540 SH SHARED 01 540 D GENERAL CABLE CORP DEL NEW COM 36930010 2827 198018 SH SHARED 198018 D GENERAL CABLE CORP DEL NEW COM 36930010 1043 73100 SH SHARED 01 73100 D GENERAL CABLE CORP DEL NEW COM 36930010 550 38567 SH SHARED 02 38567 D GENERAL CABLE CORP DEL NEW COM 36930010 64 4511 SH SHARED 10 4511 D GENERAL COMMUNICATION INC CL A 36938510 0 18 SH SHARED 18 D GENERAL COMMUNICATION INC CL A 36938510 8 1026 SH SHARED 1026 D GENERAL COMMUNICATION INC CL A 36938510 1235 141960 SH SHARED 01 141960 D GENERAL COMMUNICATION INC CL A 36938510 382 44000 SH SHARED 02 44000 D GENERAL DYNAMICS CORP COM 36955010 75 800 SH SHARED 800 D GENERAL DYNAMICS CORP COM 36955010 56795 604529 SH SHARED 600039 4490 D GENERAL DYNAMICS CORP COM 36955010 234076 2491497 SH SHARED 01 2304897 186600 D GENERAL DYNAMICS CORP COM 36955010 38471 409484 SH SHR/OTHR 01 376039 33445 D GENERAL DYNAMICS CORP COM 36955010 11476 122157 SH SHARED 02 119167 2990 D GENERAL DYNAMICS CORP COM 36955010 1574 16760 SH SHARED 03 16760 D GENERAL DYNAMICS CORP COM 36955010 10688 113770 SH SHARED 05 113770 D GENERAL DYNAMICS CORP COM 36955010 93148 991474 SH SHARED 06 991474 D GENERAL DYNAMICS CORP COM 36955010 1873 19940 SH SHARED 07 19940 D GENERAL DYNAMICS CORP COM 36955010 6811 72500 SH SHARED 08 72500 D GENERAL DYNAMICS CORP COM 36955010 7231 76971 SH SHARED 09 76971 D GENERAL DYNAMICS CORP COM 36955010 3147 33500 SH SHARED 11 33500 D GENERAL DYNAMICS CORP COM 36955010 1071 11400 SH SHARED 12 11400 D GENERAL ELEC CO COM 36960410 4348 116110 SH SHARED 116110 D GENERAL ELEC CO COM 36960410 1252226 33437281 SH SHARED 29057886 4379395 D GENERAL ELEC CO COM 36960410 3331076 88947307 SH SHARED 01 85426908 1161717 2358682 D GENERAL ELEC CO COM 36960410 182291 4867592 SH SHR/OTHR 01 3080912 1786680 D GENERAL ELEC CO COM 36960410 212845 5683456 SH SHARED 02 5434795 248661 D GENERAL ELEC CO COM 36960410 97870 2613360 SH SHARED 03 289800 2323560 D GENERAL ELEC CO COM 36960410 22170 592000 SH SHARED 04 592000 D GENERAL ELEC CO COM 36960410 254217 6788190 SH SHARED 06 6788190 D GENERAL ELEC CO COM 36960410 35415 945665 SH SHARED 07 945665 D GENERAL ELEC CO COM 36960410 24437 652533 SH SHARED 08 652533 D GENERAL ELEC CO COM 36960410 15835 422842 SH SHARED 09 422842 D GENERAL ELEC CO COM 36960410 8186 218594 SH SHARED 10 218594 D GENERAL ELEC CO COM 36960410 6200 165570 SH SHARED 11 165570 D GENERAL ELEC CO COM 36960410 4732 126380 SH SHARED 12 126380 D GENERAL GROWTH PPTYS INC COM 37002110 3551 80348 SH SHARED 80348 D GENERAL GROWTH PPTYS INC COM 37002110 3248 73500 SH SHARED 01 73500 D GENERAL GROWTH PPTYS INC COM 37002110 179 4070 SH SHARED 02 4070 D GENERAL GROWTH PPTYS INC COM 37002110 477 10800 SH SHARED 10 10800 D GENERAL MAGIC INC COM 37025310 0 1830 SH SHARED 1830 D GENERAL MAGIC INC COM 37025310 8 33761 SH SHARED 01 33761 D GENERAL MAGIC INC COM 37025310 0 2500 SH SHARED 02 2500 D GENERAL MLS INC COM 37033410 86511 1770967 SH SHARED 1770967 D GENERAL MLS INC COM 37033410 138621 2837701 SH SHARED 01 2816801 20900 D GENERAL MLS INC COM 37033410 3895 79740 SH SHR/OTHR 01 62640 17100 D GENERAL MLS INC COM 37033410 26631 545176 SH SHARED 02 539802 5374 D GENERAL MLS INC COM 37033410 1001 20500 SH SHARED 03 20500 D GENERAL MLS INC COM 37033410 3326 68098 SH SHARED 05 68098 D GENERAL MLS INC COM 37033410 24 500 SH SHARED 07 500 D GENERAL MLS INC COM 37033410 142 2911 SH SHARED 09 2911 D GENERAL MTRS CORP COM 37044210 166864 2760376 SH SHARED 2755781 4595 D GENERAL MTRS CORP COM 37044210 247060 4087018 SH SHARED 01 4085818 1200 D GENERAL MTRS CORP COM 37044210 1702 28158 SH SHR/OTHR 01 15651 12507 D GENERAL MTRS CORP COM 37044210 32930 544750 SH SHARED 02 539280 5470 D GENERAL MTRS CORP COM 37044210 11993 198400 SH SHARED 03 43300 155100 D GENERAL MTRS CORP COM 37044210 12996 215000 SH SHARED 04 215000 D GENERAL MTRS CORP COM 37044210 1149 19019 SH SHARED 06 19019 D GENERAL MTRS CORP COM 37044210 3847 63650 SH SHARED 07 63650 D GENERAL MTRS CORP COM 37044210 1062 17570 SH SHARED 08 17570 D GENERAL MTRS CORP COM 37044210 285 4722 SH SHARED 09 4722 D GENERAL MTRS CORP DEB SR CONV B 37044273 103580 3790000 SH SHARED 3790000 D GENERAL MTRS CORP DEB SR CONV B 37044273 4038 147750 SH SHARED 01 147750 D GENERAL MTRS CORP DEB SR CONV B 37044273 2459 90000 SH SHARED 02 90000 D GENERAL MTRS CORP DEB SR CONV A 37044274 26845 1010000 SH SHARED 1010000 D GENERAL MTRS CORP DEB SR CONV A 37044274 4917 185000 SH SHARED 01 185000 D GENERAL MTRS CORP CL H NEW 37044283 9632 585536 SH SHARED 584136 1400 D GENERAL MTRS CORP CL H NEW 37044283 29663 1803282 SH SHARED 01 1798207 5075 D GENERAL MTRS CORP CL H NEW 37044283 206 12571 SH SHR/OTHR 01 12316 255 D GENERAL MTRS CORP CL H NEW 37044283 481 29268 SH SHARED 02 23130 6138 D GENERAL MTRS CORP CL H NEW 37044283 987 60000 SH SHARED 03 60000 D GENERAL MTRS CORP CL H NEW 37044283 191 11660 SH SHARED 06 11660 D GENERAL MTRS CORP CL H NEW 37044283 48 2950 SH SHARED 07 2950 D GENEREX BIOTECHNOLOGY CP DEL COM 37148510 2 518 SH SHARED 518 D GENEREX BIOTECHNOLOGY CP DEL COM 37148510 4 1000 SH SHARED 02 1000 D GENESCO INC NOTE 5.500% 4/1 371532AL 2664 2000000 PRN SHARED 01 2000000 D GENESCO INC COM 37153210 1410 51175 SH SHARED 51175 D GENESCO INC COM 37153210 32808 1190000 SH SHARED 01 1190000 D GENESCO INC COM 37153210 402 14600 SH SHARED 02 14600 D GENESCO INC COM 37153210 4799 174100 SH SHARED 06 174100 D GENESCO INC COM 37153210 4954 179700 SH SHARED 10 179700 D GENESEE & WYO INC CL A 37155910 3 150 SH SHARED 150 D GENESEE CORP CL B 37160120 5 300 SH SHARED 300 D GENESIS HEALTH VENTURE INC N COM 37183F10 8 449 SH SHARED 449 D GENESIS HEALTH VENTURE INC N COM 37183F10 26827 1474012 SH SHARED 1474012 D GENESIS HEALTH VENTURE INC N COM 37183F10 0 44 SH SHARED 02 44 D GENESIS HEALTH VENTURE INC N *W EXP 10/02/200 37183F11 87 41066 SH SHARED 41066 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 2 102 SH SHARED 102 D GENESIS MICROCHIP INC DEL COM 37184C10 999 38442 SH SHARED 38442 D GENESIS MICROCHIP INC DEL COM 37184C10 162 6254 SH SHARED 01 6254 D GENESIS MICROCHIP INC DEL COM 37184C10 467 17978 SH SHARED 02 16973 1005 D GENESYS S A SP ADR REP 1/2 37185M10 0 5 SH SHARED 5 D GENTEX CORP COM 37190110 13 447 SH SHARED 447 D GENTEX CORP COM 37190110 4224 142572 SH SHARED 142572 D GENTEX CORP COM 37190110 4502 151965 SH SHARED 01 151965 D GENTEX CORP COM 37190110 1225 41367 SH SHARED 02 41367 D GENLYTE GROUP INC COM 37230210 8 217 SH SHARED 217 D GENLYTE GROUP INC COM 37230210 40 1084 SH SHARED 1084 D GENLYTE GROUP INC COM 37230210 855 22770 SH SHARED 01 22770 D GENLYTE GROUP INC COM 37230210 522 13900 SH SHARED 02 13900 D GENLYTE GROUP INC COM 37230210 82 2194 SH SHARED 10 2194 D GENOMIC SOLUTIONS INC COM 37243R20 13 8156 SH SHARED 8156 D GENOME THERAPEUTICS CORP COM 37243010 4 830 SH SHARED 830 D GENOME THERAPEUTICS CORP COM 37243010 212 37525 SH SHARED 37525 D GENOME THERAPEUTICS CORP COM 37243010 432 76500 SH SHARED 01 76500 D GENOME THERAPEUTICS CORP COM 37243010 139 24609 SH SHARED 02 24559 50 D GENSET SA SPONSORED ADR 37244T10 0 212 SH SHARED 212 D GENTA INC ST 37245M20 1 112 SH SHARED 112 D GENTA INC 511 37245M20 457 27282 SH SHARED 27282 D GENTA INC 620 37245M20 4060 242100 SH SHARED 01 242100 D GENTA INC 10036 37245M20 575 34300 SH SHARED 02 32300 2000 D GENTEK INC COM 37245X10 0 350 SH SHARED 350 D GENTEK INC COM 37245X10 2 6760 SH SHARED 01 6760 D GENTEK INC COM 37245X10 1 4500 SH SHARED 02 4500 D GENVEC INC COM 37246C10 0 1 SH SHARED 1 D GENZYME TRANSGENICS CORP COM 37246E10 0 25 SH SHARED 25 D GENZYME TRANSGENICS CORP COM 37246E10 1 562 SH SHARED 562 D GENZYME TRANSGENICS CORP COM 37246E10 132 40200 SH SHARED 01 40200 D GENZYME TRANSGENICS CORP COM 37246E10 76 23300 SH SHARED 02 23300 D GENUINE PARTS CO COM 37246010 14719 400300 SH SHARED 400300 D GENUINE PARTS CO COM 37246010 41004 1115154 SH SHARED 01 1114479 675 D GENUINE PARTS CO COM 37246010 137 3750 SH SHR/OTHR 01 2625 1125 D GENUINE PARTS CO COM 37246010 3823 103976 SH SHARED 02 102441 1535 D GENUINE PARTS CO COM 37246010 474 12900 SH SHARED 03 12900 D GENUINE PARTS CO COM 37246010 246 6700 SH SHARED 06 6700 D GENUINE PARTS CO COM 37246010 139 3800 SH SHARED 07 3800 D GENUINE PARTS CO COM 37246010 53 1455 SH SHARED 09 1455 D GENUS INC COM 37246110 47 11159 SH SHARED 11159 D GENUS INC COM 37246110 459 108222 SH SHARED 108222 D GENTIVA HEALTH SERVICES INC COM 37247A10 5 227 SH SHARED 227 D GENTIVA HEALTH SERVICES INC COM 37247A10 80329 3244315 SH SHARED 3244315 D GENTIVA HEALTH SERVICES INC COM 37247A10 6597 266470 SH SHARED 01 266470 D GENTIVA HEALTH SERVICES INC COM 37247A10 314 12696 SH SHARED 02 12696 D GENSTAR THERAPEUTICS CORP COM 37248D10 0 280 SH SHARED 280 D GENSTAR THERAPEUTICS CORP COM 37248D10 8 8200 SH SHARED 01 8200 D GENSTAR THERAPEUTICS CORP COM 37248D10 12 12800 SH SHARED 02 12800 D GENUITY INC CL A 37248E10 4 5058 SH SHARED 5058 D GENUITY INC CL A 37248E10 5612 6451639 SH SHARED 6451639 D GENUITY INC CL A 37248E10 201 231230 SH SHARED 01 231230 D GENUITY INC CL A 37248E10 168 193550 SH SHARED 02 192550 1000 D GENZYME CORP SDCV 3.000% 5/1 372917AK 4620 4900000 PRN SHARED 01 4900000 D GENZYME CORP SDCV 3.000% 5/1 372917AK 9430 10000000 PRN SHARED 02 10000000 D GENZYME CORP COM GENL DIV 37291710 2 54 SH SHARED 54 D GENZYME CORP COM GENL DIV 37291710 20542 470403 SH SHARED 470403 D GENZYME CORP COM GENL DIV 37291710 74783 1712470 SH SHARED 01 1657646 54824 D GENZYME CORP COM GENL DIV 37291710 589 13499 SH SHR/OTHR 01 5400 8099 D GENZYME CORP COM GENL DIV 37291710 15027 344125 SH SHARED 02 334015 10110 D GENZYME CORP COM GENL DIV 37291710 641 14700 SH SHARED 03 14700 D GENZYME CORP COM GENL DIV 37291710 16083 368300 SH SHARED 04 368300 D GENZYME CORP COM GENL DIV 37291710 283 6484 SH SHARED 06 6484 D GENZYME CORP COM GENL DIV 37291710 65 1500 SH SHARED 09 1500 D GENZYME CORP COM-MOLECULAR 37291750 7 1260 SH SHARED 1260 D GENZYME CORP COM-MOLECULAR 37291750 194 33599 SH SHARED 01 31439 2160 D GENZYME CORP COM-MOLECULAR 37291750 96 16555 SH SHARED 02 16555 D GENZYME CORP COM BIOSURGERY 37291770 0 91 SH SHARED 91 D GENZYME CORP COM BIOSURGERY 37291770 82 12069 SH SHARED 12069 D GENZYME CORP COM BIOSURGERY 37291770 507 74577 SH SHARED 01 71757 2820 D GENZYME CORP COM BIOSURGERY 37291770 270 39700 SH SHARED 02 39700 D GENZYME CORP COM BIOSURGERY 37291770 61 9077 SH SHARED 10 9077 D GEORGIA GULF CORP COM PAR $0.01 37320020 1688 62895 SH SHARED 62895 D GEORGIA GULF CORP COM PAR $0.01 37320020 5106 190198 SH SHARED 01 190198 D GEORGIA GULF CORP COM PAR $0.01 37320020 773 28815 SH SHARED 02 28815 D GEORGIA PAC CORP COM 37329810 21677 723778 SH SHARED 723778 D GEORGIA PAC CORP COM 37329810 46614 1556396 SH SHARED 01 1555966 430 D GEORGIA PAC CORP COM 37329810 118 3973 SH SHR/OTHR 01 2431 1542 D GEORGIA PAC CORP COM 37329810 39049 1303823 SH SHARED 02 1303235 588 D GEORGIA PAC CORP COM 37329810 467 15600 SH SHARED 03 15600 D GEORGIA PAC CORP COM 37329810 299 10000 SH SHARED 04 10000 D GEORGIA PAC CORP COM 37329810 67 2240 SH SHARED 07 2240 D GEORGIA PAC CORP COM 37329810 46 1565 SH SHARED 09 1565 D GEOWORKS CORP COM 37369210 1 5584 SH SHARED 5584 D GEOWORKS CORP COM 37369210 94 277700 SH SHARED 02 277700 D GERBER CHILDRENSWEAR INC COM 37370110 38 5000 SH SHARED 5000 D GERBER SCIENTIFIC INC COM 37373010 3 534 SH SHARED 534 D GERBER SCIENTIFIC INC COM 37373010 344 46910 SH SHARED 01 46910 D GERBER SCIENTIFIC INC COM 37373010 487 66300 SH SHARED 02 20000 46300 D GERBER SCIENTIFIC INC COM 37373010 45 6217 SH SHARED 10 6217 D GERDAU S A SPONSORED ADR 37373710 417 33700 SH SHARED 33700 D GERDAU S A SPONSORED ADR 37373710 34 2820 SH SHARED 02 2820 D GERDAU S A SPONSORED ADR 37373710 90 7264 SH SHARED 06 7264 D GERMAN AMERN BANCORP COM 37386510 0 4 SH SHARED 4 D GERMAN AMERN BANCORP COM 37386510 4 284 SH SHARED 284 D GERMAN AMERN BANCORP COM 37386510 212 12680 SH SHARED 01 12680 D GERMAN AMERN BANCORP COM 37386510 170 10162 SH SHARED 02 10162 D GERMAN AMERN BANCORP COM 37386510 68 4095 SH SHARED 10 4095 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 2 279 SH SHARED 279 D GERON CORP COM 37416310 8 1098 SH SHARED 1098 D GERON CORP COM 37416310 375 49400 SH SHARED 01 49400 D GERON CORP COM 37416310 178 23400 SH SHARED 02 23200 200 D GETTY IMAGES INC NOTE 5.000% 3/1 374276AE 1991 2250000 PRN SHARED 02 2200000 50000 D GETTY IMAGES INC COM 37427610 1 37 SH SHARED 37 D GETTY IMAGES INC COM 37427610 1309 43706 SH SHARED 43706 D GETTY IMAGES INC COM 37427610 2205 73600 SH SHARED 01 73600 D GETTY IMAGES INC COM 37427610 1574 52540 SH SHARED 02 43190 9350 D GETTY IMAGES INC COM 37427610 10785 360000 SH SHARED 04 360000 D GETTY RLTY CORP NEW COM 37429710 5 300 SH SHARED 300 D GETTY RLTY CORP NEW COM 37429710 453 24100 SH SHARED 01 24100 D GETTY RLTY CORP NEW COM 37429710 265 14100 SH SHARED 02 14100 D GIBRALTAR STL CORP COM 37476F10 5 258 SH SHARED 258 D GIBRALTAR STL CORP COM 37476F10 139 6402 SH SHARED 6402 D GIBRALTAR STL CORP COM 37476F10 267 12280 SH SHARED 01 12280 D GIBRALTAR STL CORP COM 37476F10 132 6080 SH SHARED 02 6080 D GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB 3280 2000000 PRN SHARED 01 2000000 D GILEAD SCIENCES INC NOTE 5.000%12/1 375558AB 12300 7500000 PRN SHARED 02 7500000 D GILEAD SCIENCES INC COM 37555810 2605 72408 SH SHARED 72408 D GILEAD SCIENCES INC COM 37555810 14681 407925 SH SHARED 01 402325 5600 D GILEAD SCIENCES INC COM 37555810 647 18000 SH SHR/OTHR 01 18000 D GILEAD SCIENCES INC COM 37555810 6437 178868 SH SHARED 02 178868 D GILEAD SCIENCES INC COM 37555810 12272 341000 SH SHARED 04 341000 D GILEAD SCIENCES INC COM 37555810 107 3000 SH SHARED 06 3000 D GILEAD SCIENCES INC COM 37555810 3577 99400 SH SHARED 07 99400 D GILLETTE CO COM 37576610 231330 6801838 SH SHARED 6659083 142755 D GILLETTE CO COM 37576610 278735 8195705 SH SHARED 01 7995221 200484 D GILLETTE CO COM 37576610 6378 187546 SH SHR/OTHR 01 88666 98880 D GILLETTE CO COM 37576610 30145 886357 SH SHARED 02 844887 41470 D GILLETTE CO COM 37576610 2210 65000 SH SHARED 03 65000 D GILLETTE CO COM 37576610 81501 2396400 SH SHARED 04 2396400 D GILLETTE CO COM 37576610 1023 30086 SH SHARED 06 30086 D GILLETTE CO COM 37576610 202 5950 SH SHARED 07 5950 D GILLETTE CO COM 37576610 303 8914 SH SHARED 09 8914 D GILMAN & CIOCIA INC COM 37590810 1 900 SH SHARED 900 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 46 2700 SH SHARED 2700 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 19142 1103300 SH SHARED 01 1103300 D GISH BIOMEDICAL INC COM 37636010 0 433 SH SHARED 433 D GLACIER BANCORP INC NEW COM 37637Q10 9 402 SH SHARED 402 D GLACIER BANCORP INC NEW COM 37637Q10 720 31796 SH SHARED 01 31796 D GLACIER BANCORP INC NEW COM 37637Q10 913 40300 SH SHARED 02 15300 25000 D GLATFELTER COM 37731610 451 25144 SH SHARED 25144 D GLATFELTER COM 37731610 1167 65080 SH SHARED 01 65080 D GLATFELTER COM 37731610 710 39614 SH SHARED 02 36528 3086 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 20299 431897 SH SHARED 428394 3503 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 10509 223613 SH SHARED 01 182500 41113 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 6027 128235 SH SHR/OTHR 01 126081 2154 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 424 9026 SH SHARED 02 3670 5356 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 69048 1469113 SH SHARED 05 1469113 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 84 1800 SH SHARED 06 1800 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 14 300 SH SHARED 07 300 D GLENAYRE TECHNOLOGIES INC COM 37789910 0 250 SH SHARED 250 D GLENAYRE TECHNOLOGIES INC COM 37789910 0 1 SH SHARED 01 1 D GLENBOROUGH RLTY TR INC COM 37803P10 219 10200 SH SHARED 10200 D GLENBOROUGH RLTY TR INC COM 37803P10 973 45301 SH SHARED 01 45301 D GLENBOROUGH RLTY TR INC COM 37803P10 1216 56600 SH SHARED 02 25000 31600 D GLENBOROUGH RLTY TR INC COM 37803P10 167 7804 SH SHARED 10 7804 D GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P20 153 6950 SH SHARED 02 1750 5200 D GLIMCHER RLTY TR SH BEN INT 37930210 38 2100 SH SHARED 2100 D GLIMCHER RLTY TR SH BEN INT 37930210 1693 91270 SH SHARED 01 90320 950 D GLIMCHER RLTY TR SH BEN INT 37930210 545 29407 SH SHARED 02 27557 1850 D GLIMCHER RLTY TR SH BEN INT 37930210 163 8830 SH SHARED 10 8830 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 7 500 SH SHARED 02 500 D GLOBAL INDS LTD COM 37933610 98 10609 SH SHARED 10609 D GLOBAL INDS LTD COM 37933610 102 11029 SH SHARED 11029 D GLOBAL INDS LTD COM 37933610 19878 2130650 SH SHARED 01 2130650 D GLOBAL INDS LTD COM 37933610 226 24300 SH SHARED 02 24300 D GLOBAL INDS LTD COM 37933610 1439 154300 SH SHARED 06 154300 D GLOBAL INDS LTD COM 37933610 2669 286100 SH SHARED 10 286100 D GLOBAL IMAGING SYSTEMS COM 37934A10 559 30418 SH SHARED 30418 D GLOBAL IMAGING SYSTEMS COM 37934A10 459 24950 SH SHARED 01 24950 D GLOBAL IMAGING SYSTEMS COM 37934A10 171 9325 SH SHARED 02 9325 D GLOBAL LT TELECOMMUNICATIONS COM 37934X10 13 10000 SH SHARED 10000 D GLOBAL PARTNERS INCOME FD IN COM 37935R10 25 2000 SH SHR/OTHR 01 2000 D GLOBAL MARINE INC DBCV 6/2 379352AN 1938 3742000 PRN SHARED 02 3742000 D GLOBAL PMT TECHNOLOGIES INC COM 37936S10 0 114 SH SHARED 114 D GLOBAL PMT TECHNOLOGIES INC COM 37936S10 135 22586 SH SHARED 01 22586 D GLOBAL SPORTS INC COM 37937A10 1 59 SH SHARED 59 D GLOBAL SPORTS INC COM 37937A10 6 374 SH SHARED 374 D GLOBAL SPORTS INC COM 37937A10 507 29700 SH SHARED 01 29700 D GLOBAL SPORTS INC COM 37937A10 253 14800 SH SHARED 02 14800 D GLOBAL SPORTS INC COM 37937A10 37 2200 SH SHARED 10 2200 D GLOBAL E POINT INC COM 37940U10 0 264 SH SHARED 264 D GLOBAL PMTS INC COM 37940X10 2217 60498 SH SHARED 60498 D GLOBAL PMTS INC COM 37940X10 6215 169577 SH SHARED 01 169577 D GLOBAL PMTS INC COM 37940X10 1422 38810 SH SHARED 02 38810 D GLOBAL POWER EQUIPMENT INC COM 37941P10 662 53100 SH SHARED 53100 D GLOBAL POWER EQUIPMENT INC COM 37941P10 214 17210 SH SHARED 01 11910 5300 D GLOBAL POWER EQUIPMENT INC COM 37941P10 529 42450 SH SHARED 02 40200 2250 D GLOBAL POWER EQUIPMENT INC COM 37941P90 2412 193454 SH SHARED 193454 D GLOBECOMM SYSTEMS INC COM 37956X10 1260 178100 SH SHARED 01 178100 D GLOBECOMM SYSTEMS INC COM 37956X10 834 117900 SH SHARED 06 117900 D GLOBESPANVIRATA INC COM 37957V10 1 90 SH SHARED 90 D GLOBESPANVIRATA INC COM 37957V10 255 17133 SH SHARED 17133 D GLOBESPANVIRATA INC COM 37957V10 9862 661040 SH SHARED 01 661040 D GLOBESPANVIRATA INC COM 37957V10 1732 116142 SH SHARED 02 116142 D GLOBESPANVIRATA INC COM 37957V90 1 91 SH SHARED 02 91 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 14745 15855000 PRN SHARED 02 15855000 D GLYCOGENESYS INC COM 37989P10 6 4234 SH SHARED 4234 D GLYCOGENESYS INC COM 37989P10 6 4000 SH SHARED 01 2000 2000 D GOLD BANC CORP INC COM 37990710 8 920 SH SHARED 920 D GOLD BANC CORP INC COM 37990710 532 59140 SH SHARED 01 59140 D GOLD BANC CORP INC COM 37990710 286 31800 SH SHARED 02 31800 D GOLD BANC CORP INC COM 37990710 75 8416 SH SHARED 10 8416 D GOAMERICA INC COM 38020R10 57 41512 SH SHARED 41512 D GOAMERICA INC COM 38020R10 1 1000 SH SHARED 02 1000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 702 67400 SH SHARED 67400 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 40 3900 SH SHARED 02 3900 D GOLDCORP INC NEW COM 38095640 1 100 SH SHARED 02 100 D GOLDEN ST BANCORP INC COM 38119710 7650 257670 SH SHARED 257470 200 D GOLDEN ST BANCORP INC COM 38119710 6504 219069 SH SHARED 01 219069 D GOLDEN ST BANCORP INC COM 38119710 2279 76771 SH SHARED 02 74471 2300 D GOLDEN ST BANCORP INC COM 38119710 1484 50000 SH SHARED 04 50000 D GOLDEN ST BANCORP INC *W EXP 99/99/999 38119713 4155 3196340 SH SHARED 02 3196340 D GOLDEN ST VINTNERS INC CL B 38121K20 0 12 SH SHARED 12 D GOLDEN ST VINTNERS INC CL B 38121K20 1 300 SH SHARED 02 300 D GOLDEN TELECOM INC COM 38122G10 1 76 SH SHARED 76 D GOLDEN TELECOM INC COM 38122G10 4 288 SH SHARED 288 D GOLDEN TELECOM INC COM 38122G10 308 19958 SH SHARED 01 19958 D GOLDEN TELECOM INC COM 38122G10 150 9719 SH SHARED 02 9419 300 D GOLDEN WEST FINL CORP DEL COM 38131710 25914 408100 SH SHARED 408100 D GOLDEN WEST FINL CORP DEL COM 38131710 68547 1079489 SH SHARED 01 1078289 1200 D GOLDEN WEST FINL CORP DEL COM 38131710 21 344 SH SHR/OTHR 01 344 D GOLDEN WEST FINL CORP DEL COM 38131710 5538 87225 SH SHARED 02 87029 196 D GOLDEN WEST FINL CORP DEL COM 38131710 654 10300 SH SHARED 03 10300 D GOLDEN WEST FINL CORP DEL COM 38131710 28 450 SH SHARED 07 450 D GOLDEN WEST FINL CORP DEL COM 38131710 83 1313 SH SHARED 09 1313 D GOLDMAN SACHS GROUP INC COM 38141G10 25243 279703 SH SHARED 279703 D GOLDMAN SACHS GROUP INC COM 38141G10 51173 567018 SH SHARED 01 561893 5125 D GOLDMAN SACHS GROUP INC COM 38141G10 167 1859 SH SHR/OTHR 01 1710 149 D GOLDMAN SACHS GROUP INC COM 38141G10 19464 215675 SH SHARED 02 197910 17765 D GOLDMAN SACHS GROUP INC COM 38141G10 1010 11200 SH SHARED 03 11200 D GOLDMAN SACHS GROUP INC COM 38141G10 2166 24000 SH SHARED 04 24000 D GOLDMAN SACHS GROUP INC COM 38141G10 51920 575292 SH SHARED 06 575292 D GOLDMAN SACHS GROUP INC COM 38141G10 442 4900 SH SHARED 07 4900 D GOLDMAN SACHS GROUP INC COM 38141G10 2642 29280 SH SHARED 08 29280 D GOLDMAN SACHS GROUP INC COM 38141G10 5613 62200 SH SHARED 09 62200 D GOLDMAN SACHS GROUP INC COM 38141G10 1667 18480 SH SHARED 12 18480 D GOLF TR AMER INC COM 38168B10 4151 722000 SH SHARED 02 722000 D GOOD GUYS INC COM 38209110 1 626 SH SHARED 626 D GOOD TIMES RESTAURANTS INC COM PAR $0.001 38214088 0 79 SH SHARED 79 D GOODRICH CORP COM 38238810 11451 361923 SH SHARED 361923 D GOODRICH CORP COM 38238810 21595 682533 SH SHARED 01 675433 7100 D GOODRICH CORP COM 38238810 26 829 SH SHR/OTHR 01 829 D GOODRICH CORP COM 38238810 3988 126074 SH SHARED 02 112224 13850 D GOODRICH CORP COM 38238810 29 940 SH SHARED 07 940 D GOODYEAR TIRE & RUBR CO COM 38255010 16130 630845 SH SHARED 630445 400 D GOODYEAR TIRE & RUBR CO COM 38255010 28272 1105699 SH SHARED 01 1105699 D GOODYEAR TIRE & RUBR CO COM 38255010 73 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 3883 151882 SH SHARED 02 129172 22710 D GOODYEAR TIRE & RUBR CO COM 38255010 245 9600 SH SHARED 03 9600 D GOODYEAR TIRE & RUBR CO COM 38255010 14063 550000 SH SHARED 05 550000 D GOODYEAR TIRE & RUBR CO COM 38255010 45 1790 SH SHARED 09 1790 D GOODYEAR TIRE & RUBR CO COM 38255010 490 19200 SH SHARED 12 19200 D GORMAN RUPP CO COM 38308210 6 236 SH SHARED 236 D GORMAN RUPP CO COM 38308210 283 10600 SH SHARED 01 10600 D GORMAN RUPP CO COM 38308210 210 7868 SH SHARED 02 7868 D GRACE W R & CO DEL NEW COM 38388F10 0 199 SH SHARED 01 199 D GRACE W R & CO DEL NEW COM 38388F10 0 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 19 9000 SH SHARED 02 9000 D GRACE W R & CO DEL NEW COM 38388F10 22 10324 SH SHARED 10 10324 D GRACO INC COM 38410910 3636 89028 SH SHARED 89028 D GRACO INC COM 38410910 6612 161883 SH SHARED 01 161883 D GRACO INC COM 38410910 1635 40045 SH SHARED 02 40045 D GRAINGER W W INC COM 38480210 21164 376400 SH SHARED 376400 D GRAINGER W W INC COM 38480210 35930 638994 SH SHARED 01 636594 2400 D GRAINGER W W INC COM 38480210 292 5200 SH SHR/OTHR 01 1200 4000 D GRAINGER W W INC COM 38480210 3638 64713 SH SHARED 02 64313 400 D GRAINGER W W INC COM 38480210 292 5200 SH SHARED 03 5200 D GRAINGER W W INC COM 38480210 22 400 SH SHARED 06 400 D GRAINGER W W INC COM 38480210 763 13580 SH SHARED 07 13580 D GRAINGER W W INC COM 38480210 82 1464 SH SHARED 09 1464 D GRAND CENT FINL CORP COM 38527S10 275 25000 SH SHARED 25000 D GRAND TOYS INTL INC COM PAR $.001 38649230 0 74 SH SHARED 74 D GRAND TOYS INTL INC COM PAR $.001 38649230 0 5 SH SHARED 02 5 D GRANITE BROADCASTING CORP COM 38724110 4 1992 SH SHARED 1992 D GRANITE CONSTR INC COM 38732810 283 11510 SH SHARED 11510 D GRANITE CONSTR INC COM 38732810 3459 140582 SH SHARED 01 140582 D GRANITE CONSTR INC COM 38732810 1335 54258 SH SHARED 02 54258 D GRANITE CONSTR INC COM 38732810 86 3507 SH SHARED 10 3507 D GRANT PRIDECO INC COM 38821G10 4336 317027 SH SHARED 317027 D GRANT PRIDECO INC COM 38821G10 2792 204127 SH SHARED 01 204127 D GRANT PRIDECO INC COM 38821G10 1058 77359 SH SHARED 02 67959 9400 D GRANT PRIDECO INC COM 38821G10 164 12000 SH SHARED 06 12000 D GRAPHIC PACKAGING INTL CORP COM 38869010 0 2 SH SHARED 01 2 D GRAY COMMUNICATIONS SYS INC COM 38919010 4 270 SH SHARED 270 D GRAY COMMUNICATIONS SYS INC COM 38919010 243 15180 SH SHARED 01 15180 D GRAY COMMUNICATIONS SYS INC COM 38919010 159 9927 SH SHARED 02 9927 D GRAY COMMUNICATIONS SYS INC COM 38919010 77 4852 SH SHARED 10 4852 D GREAT AMERN FINL RES INC COM 38991510 3 184 SH SHARED 184 D GREAT AMERN FINL RES INC COM 38991510 360 19968 SH SHARED 01 19968 D GREAT AMERN FINL RES INC COM 38991510 116 6457 SH SHARED 02 6457 D GREAT ATLANTIC & PAC TEA INC COM 39006410 813 29169 SH SHARED 29169 D GREAT ATLANTIC & PAC TEA INC COM 39006410 1229 44083 SH SHARED 01 44083 D GREAT ATLANTIC & PAC TEA INC COM 39006410 645 23140 SH SHARED 02 23140 D GREAT ATLANTIC & PAC TEA INC COM 39006410 112 4052 SH SHARED 10 4052 D GREAT LAKES CHEM CORP COM 39056810 7074 251136 SH SHARED 251136 D GREAT LAKES CHEM CORP COM 39056810 8096 287417 SH SHARED 01 287417 D GREAT LAKES CHEM CORP COM 39056810 31 1131 SH SHR/OTHR 01 1131 D GREAT LAKES CHEM CORP COM 39056810 856 30402 SH SHARED 02 30402 D GREAT LAKES REIT INC COM 39075210 90 5356 SH SHARED 5356 D GREAT LAKES REIT INC COM 39075210 565 33400 SH SHARED 01 33400 D GREAT LAKES REIT INC COM 39075210 33 2000 SH SHR/OTHR 01 2000 D GREAT LAKES REIT INC COM 39075210 238 14100 SH SHARED 02 14100 D GREAT LAKES REIT INC COM 39075210 108 6430 SH SHARED 10 6430 D GREAT SOUTHN BANCORP INC COM 39090510 3 110 SH SHARED 110 D GREAT SOUTHN BANCORP INC COM 39090510 6 196 SH SHARED 196 D GREAT SOUTHN BANCORP INC COM 39090510 267 8400 SH SHARED 01 8400 D GREAT SOUTHN BANCORP INC COM 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GREATER COMMUNITY BANCORP COM 39167M10 3 253 SH SHARED 253 D GREEN MTN COFFEE INC COM 39312210 2 138 SH SHARED 138 D GREEN MTN COFFEE INC COM 39312210 261 12600 SH SHARED 01 12600 D GREEN MTN COFFEE INC COM 39312210 128 6200 SH SHARED 02 6200 D GREEN MOUNTAIN PWR CORP COM 39315410 62 3400 SH SHARED 3400 D GREENPOINT FINL CORP COM 39538410 8320 190400 SH SHARED 190400 D GREENPOINT FINL CORP COM 39538410 8444 193239 SH SHARED 01 193239 D GREENPOINT FINL CORP COM 39538410 2483 56830 SH SHARED 02 56830 D GREIF BROS CORP CL A 39762410 0 22 SH SHARED 22 D GREIF BROS CORP CL A 39762410 26 732 SH SHARED 732 D GREIF BROS CORP CL A 39762410 932 26110 SH SHARED 01 26110 D GREIF BROS CORP CL A 39762410 492 13800 SH SHARED 02 13800 D GREIF BROS CORP CL A 39762410 71 2012 SH SHARED 10 2012 D GREKA ENERGY CORP COM 39763710 1 221 SH SHARED 221 D GREY GLOBAL GROUP INC COM 39787M10 157 231 SH SHARED 231 D GREY GLOBAL GROUP INC COM 39787M10 939 1380 SH SHARED 01 1380 D GREY GLOBAL GROUP INC COM 39787M10 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SHARED 02 72 D GROUPE CGI INC CL A SUB VTG 39945C10 18 3035 SH SHARED 3035 D GROUPE CGI INC CL A SUB VTG 39945C10 10 1757 SH SHARED 01 1757 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 0 58 SH SHARED 58 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 52 39800 SH SHARED 02 39800 D GRUPO IMSA S A DE C V SPON ADR UNITS 40048T10 172 13000 SH SHARED 06 13000 D GRUPO IMSA S A DE C V SPON ADR UNITS 40048T10 927 70000 SH SHARED 11 70000 D GRUPO RADIO CENTRO S A DE C SPONSORED ADR 40049C10 5 1000 SH SHARED 02 1000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 15661 322841 SH SHARED 322841 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 5336 110000 SH SHARED 04 110000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 7238 149219 SH SHARED 06 149219 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2509 51734 SH SHARED 10 51734 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2294 47294 SH SHARED 11 47294 D GRUPO ELEKTRA SA DE CV GLOBL DEP RCPT 40050A10 340 40000 SH SHARED 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26840 D HANDLEMAN CO DEL COM 41025210 62 6116 SH SHARED 10 6116 D HANDSPRING INC COM 41029310 509 109422 SH SHARED 109422 D HANDSPRING INC COM 41029310 423 90900 SH SHARED 01 90900 D HANDSPRING INC COM 41029310 106 22800 SH SHARED 02 22800 D HANOVER CAP MTG HLDGS INC COM 41076110 21 2500 SH SHARED 02 2500 D HANOVER COMPRESSOR CO NOTE 4.750% 3/1 410768AC 2027 2500000 PRN SHARED 01 2500000 D HANOVER COMPRESSOR CO COM 41076810 2332 129660 SH SHARED 129660 D HANOVER COMPRESSOR CO COM 41076810 2223 123600 SH SHARED 01 123600 D HANOVER COMPRESSOR CO COM 41076810 940 52283 SH SHARED 02 51883 400 D HANSEN NAT CORP COM 41131010 7 1845 SH SHARED 1845 D HANSEN NAT CORP COM 41131010 25 6000 SH SHARED 6000 D HANSON PLC SPON ADR NEW 41135240 208 5428 SH SHARED 5428 D HANSON PLC SPON ADR NEW 41135240 1879 49000 SH SHARED 05 49000 D HARBOR FLA BANCSHARES INC COM 41190110 104 5462 SH SHARED 5462 D HARBOR FLA BANCSHARES INC COM 41190110 917 47811 SH SHARED 01 47811 D HARBOR FLA BANCSHARES INC COM 41190110 49 2600 SH SHR/OTHR 01 2600 D HARBOR FLA BANCSHARES INC COM 41190110 669 34900 SH SHARED 02 23900 11000 D HARBOR FLA BANCSHARES INC COM 41190110 99 5209 SH SHARED 10 5209 D HARDINGE INC COM 41232430 1 84 SH SHARED 84 D HARLAND JOHN H CO COM 41269310 1360 46796 SH SHARED 46796 D HARLAND JOHN H CO COM 41269310 5724 196914 SH SHARED 01 196914 D HARLAND JOHN H CO COM 41269310 1002 34470 SH SHARED 02 34470 D HARLAND JOHN H CO COM 41269310 108 3723 SH SHARED 10 3723 D HARLEY DAVIDSON INC COM 41282210 42197 765419 SH SHARED 762485 2934 D HARLEY DAVIDSON INC COM 41282210 138492 2512110 SH SHARED 01 2372376 139734 D HARLEY DAVIDSON INC COM 41282210 2403 43605 SH SHR/OTHR 01 13250 30355 D HARLEY DAVIDSON INC COM 41282210 8912 161658 SH SHARED 02 157363 4295 D HARLEY DAVIDSON INC COM 41282210 1179 21400 SH SHARED 03 21400 D HARLEY DAVIDSON INC COM 41282210 307 5584 SH SHARED 06 5584 D HARLEY DAVIDSON INC COM 41282210 409 7420 SH SHARED 07 7420 D HARLEY DAVIDSON INC COM 41282210 128 2326 SH SHARED 09 2326 D HARLEYSVILLE GROUP INC COM 41282410 16 624 SH SHARED 624 D HARLEYSVILLE GROUP INC COM 41282410 22 844 SH SHARED 844 D HARLEYSVILLE GROUP INC COM 41282410 1570 59457 SH SHARED 01 59457 D HARLEYSVILLE GROUP INC COM 41282410 840 31800 SH SHARED 02 31800 D HARLEYSVILLE GROUP INC COM 41282410 109 4126 SH SHARED 10 4126 D HARLEYSVILLE NATL CORP PA COM 41285010 12 540 SH SHARED 540 D HARLEYSVILLE NATL CORP PA COM 41285010 819 35202 SH SHARED 01 35202 D HARLEYSVILLE NATL CORP PA COM 41285010 450 19355 SH SHARED 02 19355 D HARLEYSVILLE NATL CORP PA COM 41285010 86 3712 SH SHARED 10 3712 D HARMAN INTL INDS INC COM 41308610 273 5542 SH SHARED 5542 D HARMAN INTL INDS INC COM 41308610 3517 71276 SH SHARED 01 71276 D HARMAN INTL INDS INC COM 41308610 2348 47593 SH SHARED 02 47593 D HARMAN INTL INDS INC COM 41308610 201 4073 SH SHARED 10 4073 D HARMONIC INC COM 41316010 2125 183246 SH SHARED 183246 D HARMONIC INC COM 41316010 2290 197418 SH SHARED 01 197418 D HARMONIC INC COM 41316010 1263 108943 SH SHARED 02 78835 30108 D HARMONIC INC COM 41316010 34 3000 SH SHARED 10 3000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 17 1540 SH SHARED 02 1540 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 2011 178000 SH SHARED 05 178000 D HARRAHS ENTMT INC COM 41361910 18751 423674 SH SHARED 423674 D HARRAHS ENTMT INC COM 41361910 48985 1106763 SH SHARED 01 1106763 D HARRAHS ENTMT INC COM 41361910 258 5851 SH SHR/OTHR 01 5851 D HARRAHS ENTMT INC COM 41361910 3294 74432 SH SHARED 02 69432 5000 D HARRAHS ENTMT INC COM 41361910 323 7300 SH SHARED 03 7300 D HARRAHS ENTMT INC COM 41361910 13 300 SH SHARED 07 300 D HARRIS CORP DEL COM 41387510 1157 32238 SH SHARED 32238 D HARRIS CORP DEL COM 41387510 4927 137227 SH SHARED 01 137227 D HARRIS CORP DEL COM 41387510 57 1600 SH SHR/OTHR 01 1600 D HARRIS CORP DEL COM 41387510 2694 75047 SH SHARED 02 73508 1539 D HARRIS INTERACTIVE INC COM 41454910 0 9 SH SHARED 9 D HARSCO CORP COM 41586410 2196 56108 SH SHARED 56108 D HARSCO CORP COM 41586410 5064 129395 SH SHARED 01 129395 D HARSCO CORP COM 41586410 2742 70080 SH SHARED 02 69680 400 D HARSCO CORP COM 41586410 211 5399 SH SHARED 10 5399 D HARTE-HANKS INC COM 41619610 3730 117900 SH SHARED 117900 D HARTE-HANKS INC COM 41619610 2721 86018 SH SHARED 01 86018 D HARTE-HANKS INC COM 41619610 1257 39745 SH SHARED 02 37345 2400 D HARTFORD FINL SVCS GROUP INC COM 41651510 44891 659000 SH SHARED 659000 D HARTFORD FINL SVCS GROUP INC COM 41651510 134551 1975218 SH SHARED 01 1970570 4648 D HARTFORD FINL SVCS GROUP INC COM 41651510 1295 19016 SH SHR/OTHR 01 13522 5494 D HARTFORD FINL SVCS GROUP INC COM 41651510 9913 145526 SH SHARED 02 135816 9710 D HARTFORD FINL SVCS GROUP INC COM 41651510 1117 16400 SH SHARED 03 16400 D HARTFORD FINL SVCS GROUP INC COM 41651510 1703 25000 SH SHARED 04 25000 D HARTFORD FINL SVCS GROUP INC COM 41651510 125 1839 SH SHARED 09 1839 D HARVARD BIOSCIENCE INC COM 41690610 1 177 SH SHARED 177 D HARVARD BIOSCIENCE INC COM 41690610 226 25754 SH SHARED 25754 D HARVARD BIOSCIENCE INC COM 41690610 189 21600 SH SHARED 01 21600 D HARVARD BIOSCIENCE INC COM 41690610 66 7565 SH SHARED 02 7565 D HARVARD BIOSCIENCE INC COM 41690610 2087 237500 SH SHARED 04 237500 D HARTMARX CORP COM 41711910 24 11500 SH SHARED 11500 D HARTMARX CORP COM 41711910 0 100 SH SHARED 01 100 D HARVEY ELECTRONICS INC COM 41766010 0 6 SH SHARED 6 D HASBRO INC COM 41805610 7625 482000 SH SHARED 482000 D HASBRO INC COM 41805610 16715 1056585 SH SHARED 01 1056585 D HASBRO INC COM 41805610 140 8900 SH SHR/OTHR 01 8900 D HASBRO INC COM 41805610 1680 106255 SH SHARED 02 106255 D HATHAWAY CORP COM 41901110 2 900 SH SHARED 900 D HAUPPAUGE DIGITAL INC COM 41913110 0 80 SH SHARED 80 D HAVAS ADVERTISING SPONSORED ADR 41931310 0 48 SH SHARED 48 D HAVAS ADVERTISING SPONSORED ADR 41931310 36 4038 SH SHARED 4038 D HAVAS ADVERTISING SPONSORED ADR 41931310 20 2273 SH SHARED 01 2273 D HAVAS ADVERTISING SPONSORED ADR 41931310 12 1371 SH SHARED 02 1371 D HAVERTY FURNITURE INC COM 41959610 282 16394 SH SHARED 16394 D HAVERTY FURNITURE INC COM 41959610 567 32980 SH SHARED 01 32980 D HAVERTY FURNITURE INC COM 41959610 297 17270 SH SHARED 02 17270 D HAVERTY FURNITURE INC COM 41959610 76 4449 SH SHARED 10 4449 D HAWAIIAN ELEC INDUSTRIES COM 41987010 6743 153225 SH SHARED 153225 D HAWAIIAN ELEC INDUSTRIES COM 41987010 4958 112668 SH SHARED 01 112418 250 D HAWAIIAN ELEC INDUSTRIES COM 41987010 2508 56993 SH SHARED 02 55993 1000 D HAWAIIAN ELEC INDUSTRIES COM 41987010 180 4100 SH SHARED 10 4100 D HAWKER PACIFIC AEROSPACE COM 42012310 0 41 SH SHARED 41 D HAWKER PACIFIC AEROSPACE COM 42012310 91 28200 SH SHARED 28200 D HEALTHCARE SVCS GRP INC COM 42190610 801 70000 SH SHARED 02 70000 D HEALTH CARE PPTY INVS INC COM 42191510 4890 120600 SH SHARED 120600 D HEALTH CARE PPTY INVS INC COM 42191510 3677 90679 SH SHARED 01 90679 D HEALTH CARE PPTY INVS INC COM 42191510 162 4000 SH SHR/OTHR 01 4000 D HEALTH CARE PPTY INVS INC COM 42191510 883 21776 SH SHARED 02 7062 14714 D HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF 163 170000 PRN SHARED 02 170000 D HEALTHSOUTH CORP COM 42192410 14712 1025271 SH SHARED 1025271 D HEALTHSOUTH CORP COM 42192410 40007 2787960 SH SHARED 01 2787028 932 D HEALTHSOUTH CORP COM 42192410 16766 1168407 SH SHARED 02 975934 192473 D HEALTHSOUTH CORP COM 42192410 6296 438800 SH SHARED 03 438800 D HEALTHSOUTH CORP COM 42192410 22 1550 SH SHARED 07 1550 D HEALTH MGMT ASSOC INC NEW SDCV 8/1 421933AB 1167 1705000 PRN SHARED 02 1705000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 16322 787371 SH SHARED 787371 D HEALTH MGMT ASSOC INC NEW CL A 42193310 34344 1656753 SH SHARED 01 1656753 D HEALTH MGMT ASSOC INC NEW CL A 42193310 4090 197346 SH SHARED 02 152757 44589 D HEALTH MGMT ASSOC INC NEW CL A 42193310 315 15200 SH SHARED 03 15200 D HEALTH MGMT ASSOC INC NEW CL A 42193310 62 3007 SH SHARED 09 3007 D HEALTHCARE INTEGRATED SVCS I ST 42193930 0 590 SH SHARED 590 D HEALTHCARE RLTY TR COM 42194610 432 14230 SH SHARED 14230 D HEALTHCARE RLTY TR COM 42194610 2676 88156 SH SHARED 01 88156 D HEALTHCARE RLTY TR COM 42194610 1367 45050 SH SHARED 02 44900 150 D HEALTHCARE RLTY TR COM 42194610 168 5547 SH SHARED 10 5547 D HEADWATERS INC COM 42210P10 1 86 SH SHARED 86 D HEADWATERS INC COM 42210P10 961 62813 SH SHARED 62813 D HEADWATERS INC COM 42210P10 1291 84400 SH SHARED 01 84400 D HEADWATERS INC COM 42210P10 474 31000 SH SHARED 02 31000 D HEALTH CARE REIT INC COM 42217K10 559 20030 SH SHARED 20030 D HEALTH CARE REIT INC COM 42217K10 2058 73725 SH SHARED 01 73725 D HEALTH CARE REIT INC COM 42217K10 3150 112835 SH SHARED 02 61050 51785 D HEALTH CARE REIT INC COM 42217K10 100 3608 SH SHARED 10 3608 D HEALTH MGMT SYS INC COM 42219M10 2 450 SH SHARED 450 D HEALTHEXTRAS INC COM 42221110 1 448 SH SHARED 448 D HEALTHEXTRAS INC COM 42221110 1 386 SH SHARED 386 D HEALTHEXTRAS INC COM 42221110 68 25200 SH SHARED 01 25200 D HEALTHEXTRAS INC COM 42221110 36 13400 SH SHARED 02 13400 D HEALTH NET INC COM 42222G10 5090 185510 SH SHARED 185510 D HEALTH NET INC COM 42222G10 6529 237953 SH SHARED 01 237953 D HEALTH NET INC COM 42222G10 2159 78690 SH SHARED 02 71090 7600 D HEALTH NET INC COM 42222G10 37 1350 SH SHARED 07 1350 D HEALTHGATE DATA CORP ST 42222H30 0 151 SH SHARED 151 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 0 17 SH SHARED 17 D HEALTHTRONICS SURGICAL SVS I COM 42222L10 271 27300 SH SHARED 27300 D HEALTHSTREAM INC COM 42222N10 3 2364 SH SHARED 2364 D HEARST-ARGYLE TELEVISION INC COM 42231710 288 11648 SH SHARED 11648 D HEARST-ARGYLE TELEVISION INC COM 42231710 570 23059 SH SHARED 01 23059 D HEARST-ARGYLE TELEVISION INC COM 42231710 46 1900 SH SHARED 02 1900 D HEARTLAND EXPRESS INC COM 42234710 1880 94233 SH SHARED 94233 D HEARTLAND EXPRESS INC COM 42234710 10977 549988 SH SHARED 01 549988 D HEARTLAND EXPRESS INC COM 42234710 508 25492 SH SHARED 02 25492 D HEARTLAND EXPRESS INC COM 42234710 689 34522 SH SHARED 06 34522 D HEARTLAND EXPRESS INC COM 42234710 1016 50933 SH SHARED 10 50933 D HECLA MNG CO COM 42270410 94 50000 SH SHARED 01 50000 D HECLA MNG CO COM 42270410 3 2000 SH SHARED 02 2000 D HEICO CORP NEW COM 42280610 3 240 SH SHARED 240 D HEICO CORP NEW COM 42280610 484 30899 SH SHARED 01 28899 2000 D HEICO CORP NEW COM 42280610 199 12700 SH SHARED 02 12700 D HEICO CORP NEW CL A 42280620 1 83 SH SHARED 83 D HEICO CORP NEW CL A 42280620 42 3279 SH SHARED 01 2859 420 D HEIDRICK & STRUGGLES INTL IN COM 42281910 132 6380 SH SHARED 6380 D HEIDRICK & STRUGGLES INTL IN COM 42281910 871 41880 SH SHARED 01 41880 D HEIDRICK & STRUGGLES INTL IN COM 42281910 459 22109 SH SHARED 02 22109 D HEINZ H J CO COM 42307410 41821 1007749 SH SHARED 1007749 D HEINZ H J CO COM 42307410 108818 2622129 SH SHARED 01 2618529 3600 D HEINZ H J CO COM 42307410 2775 66869 SH SHR/OTHR 01 43150 23719 D HEINZ H J CO COM 42307410 7937 191254 SH SHARED 02 182920 8334 D HEINZ H J CO COM 42307410 987 23800 SH SHARED 03 23800 D HEINZ H J CO COM 42307410 61212 1475000 SH SHARED 04 1475000 D HEINZ H J CO COM 42307410 166 4000 SH SHARED 06 4000 D HEINZ H J CO COM 42307410 45 1100 SH SHARED 07 1100 D HEINZ H J CO COM 42307410 109 2649 SH SHARED 09 2649 D HELIX TECHNOLOGY CORP COM 42331910 12 499 SH SHARED 499 D HELIX TECHNOLOGY CORP COM 42331910 973 38438 SH SHARED 38438 D HELIX TECHNOLOGY CORP COM 42331910 1390 54905 SH SHARED 01 54905 D HELIX TECHNOLOGY CORP COM 42331910 1106 43700 SH SHARED 02 24700 19000 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 12952 1731650 SH SHARED 1731650 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 224 30000 SH SHARED 02 30000 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 989 132300 SH SHARED 05 132300 D HELMERICH & PAYNE INC COM 42345210 3692 92100 SH SHARED 92100 D HELMERICH & PAYNE INC COM 42345210 4873 121563 SH SHARED 01 121563 D HELMERICH & PAYNE INC COM 42345210 1210 30203 SH SHARED 02 29004 1199 D HELMERICH & PAYNE INC COM 42345210 107 2670 SH SHARED 07 2670 D HEMISPHERX BIOPHARMA INC COM 42366C10 1 428 SH SHARED 428 D HEMISPHERX BIOPHARMA INC COM 42366C10 57 14400 SH SHARED 01 14400 D HEMISPHERX BIOPHARMA INC COM 42366C10 78 19500 SH SHARED 02 19500 D HENRY JACK & ASSOC INC COM 42628110 1 56 SH SHARED 56 D HENRY JACK & ASSOC INC COM 42628110 743 33538 SH SHARED 33538 D HENRY JACK & ASSOC INC COM 42628110 3067 138300 SH SHARED 01 138300 D HENRY JACK & ASSOC INC COM 42628110 66 3000 SH SHR/OTHR 01 800 2200 D HENRY JACK & ASSOC INC COM 42628110 1328 59880 SH SHARED 02 59880 D HERBALIFE INTL INC CL A 42690820 70 4854 SH SHARED 4854 D HERBALIFE INTL INC CL A 42690820 599 41037 SH SHARED 01 38886 2151 D HERBALIFE INTL INC CL A 42690820 236 16211 SH SHARED 02 16211 D HERBALIFE INTL INC CL A 42690820 46 3179 SH SHARED 10 3179 D HERBALIFE INTL INC CL B 42690830 13 961 SH SHARED 961 D HERBALIFE INTL INC CL B 42690830 2500 183200 SH SHARED 183200 D HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 42691810 25 890 SH SHARED 02 890 D HERITAGE COMMERCE CORP COM 42692710 118 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 COM 42705610 3947 296544 SH SHARED 296544 D HERCULES INC COM 42705610 10022 753031 SH SHARED 01 753031 D HERCULES INC COM 42705610 39 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 6171 463654 SH SHARED 02 463654 D HERITAGE FINL CORP WASH COM 42722X10 1 124 SH SHARED 124 D HERLEY INDS INC DEL COM 42739810 159 7960 SH SHARED 7960 D HERLEY INDS INC DEL COM 42739810 3509 175450 SH SHARED 01 175450 D HERLEY INDS INC DEL COM 42739810 68 3400 SH SHARED 02 3400 D HERLEY INDS INC DEL COM 42739810 2471 123550 SH SHARED 06 123550 D HERSHEY FOODS CORP COM 42786610 70912 1034608 SH SHARED 1034608 D HERSHEY FOODS CORP COM 42786610 61712 900393 SH SHARED 01 898393 2000 D HERSHEY FOODS CORP COM 42786610 44 650 SH SHR/OTHR 01 650 D HERSHEY FOODS CORP COM 42786610 5044 73601 SH SHARED 02 71501 2100 D HERSHEY FOODS CORP COM 42786610 1029 15019 SH SHARED 07 15019 D HERSHEY FOODS CORP COM 42786610 66 969 SH SHARED 09 969 D HESKA CORP COM 42805E10 3 3175 SH SHARED 3175 D HEWLETT PACKARD CO COM 42823610 264223 14728201 SH SHARED 14680755 47446 D HEWLETT PACKARD CO COM 42823610 257253 14339639 SH SHARED 01 14220732 2850 116057 D HEWLETT PACKARD CO COM 42823610 10598 590778 SH SHR/OTHR 01 428261 162517 D HEWLETT PACKARD CO COM 42823610 56051 3124368 SH SHARED 02 3086110 38258 D HEWLETT PACKARD CO COM 42823610 4879 272000 SH SHARED 03 272000 D HEWLETT PACKARD CO COM 42823610 137777 7679900 SH SHARED 04 7679900 D HEWLETT PACKARD CO COM 42823610 1 71 SH SHARED 05 71 D HEWLETT PACKARD CO COM 42823610 824 45954 SH SHARED 06 45954 D HEWLETT PACKARD CO COM 42823610 569 31750 SH SHARED 07 31750 D HEWLETT PACKARD CO COM 42823610 254 14165 SH SHARED 09 14165 D HEXCEL CORP NEW COM 42829110 18 4596 SH SHARED 4596 D HEXCEL CORP NEW COM 42829110 237 59404 SH SHARED 01 59404 D HEXCEL CORP NEW COM 42829110 102 25604 SH SHARED 02 25604 D HI / FN INC COM 42835810 2 239 SH SHARED 239 D HI / FN INC COM 42835810 2 212 SH SHARED 212 D HI / FN INC COM 42835810 313 26561 SH SHARED 01 26561 D HI / FN INC COM 42835810 129 10965 SH SHARED 02 10965 D HI-TECH PHARMACAL INC COM 42840B10 22 2040 SH SHARED 2040 D HIBBETT SPORTING GOODS INC COM 42856510 2 123 SH SHARED 123 D HIBBETT SPORTING GOODS INC COM 42856510 4 202 SH SHARED 202 D HIBBETT SPORTING GOODS INC COM 42856510 256 10900 SH SHARED 01 10900 D HIBBETT SPORTING GOODS INC COM 42856510 138 5900 SH SHARED 02 5900 D HIBERNIA CORP CL A 42865610 13452 704306 SH SHARED 704306 D HIBERNIA CORP CL A 42865610 30939 1619888 SH SHARED 01 1619888 D HIBERNIA CORP CL A 42865610 1933 101210 SH SHARED 02 100460 750 D HIBERNIA CORP CL A 42865610 1168 61200 SH SHARED 06 61200 D HICKORY TECH CORP COM 42906010 418 25732 SH SHARED 25732 D HICKORY TECH CORP COM 42906010 542 33343 SH SHARED 01 33343 D HICKORY TECH CORP COM 42906010 226 13900 SH SHARED 02 13900 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 189 25000 SH SHARED 25000 D HIGH SPEED ACCESS CORP COM 42979U10 2 2500 SH SHARED 01 2500 D HIGHWOODS PPTYS INC COM 43128410 6534 232622 SH SHARED 232622 D HIGHWOODS PPTYS INC COM 43128410 3575 127283 SH SHARED 01 127283 D HIGHWOODS PPTYS INC COM 43128410 4458 158739 SH SHARED 02 90900 67839 D HIGHWOODS PPTYS INC COM 43128410 453 16151 SH SHARED 10 16151 D HILB ROGAL & HAMILTON CO COM 43129410 3926 125840 SH SHARED 125840 D HILB ROGAL & HAMILTON CO COM 43129410 1578 50600 SH SHARED 01 50600 D HILB ROGAL & HAMILTON CO COM 43129410 1181 37864 SH SHARED 02 36364 1500 D HILLENBRAND INDS INC COM 43157310 6446 104600 SH SHARED 104600 D HILLENBRAND INDS INC COM 43157310 6251 101435 SH SHARED 01 101435 D HILLENBRAND INDS INC COM 43157310 2140 34735 SH SHARED 02 32735 2000 D HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL 9 10000 PRN SHARED 01 10000 D HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL 95 100000 PRN SHR/OTHR 01 100000 D HILTON HOTELS CORP COM 43284810 12107 846661 SH SHARED 846661 D HILTON HOTELS CORP COM 43284810 35126 2456375 SH SHARED 01 2455575 800 D HILTON HOTELS CORP COM 43284810 21 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 3154 220591 SH SHARED 02 216591 4000 D HILTON HOTELS CORP COM 43284810 320 22400 SH SHARED 03 22400 D HINES HORTICULTURE INC COM 43324510 0 34 SH SHARED 34 D HIRSCH INTL CORP CL A 43355010 0 40 SH SHARED 40 D HISPANIC BROADCASTING CORP CL A 43357B10 1 52 SH SHARED 52 D HISPANIC BROADCASTING CORP CL A 43357B10 5309 182326 SH SHARED 182326 D HISPANIC BROADCASTING CORP CL A 43357B10 7052 242187 SH SHARED 01 224170 18017 D HISPANIC BROADCASTING CORP CL A 43357B10 77 2654 SH SHR/OTHR 01 1000 1654 D HISPANIC BROADCASTING CORP CL A 43357B10 5365 184268 SH SHARED 02 74963 109305 D HITACHI LIMITED ADR 10 COM 43357850 2390 32500 SH SHARED 32500 D HOENIG GROUP INC COM 43439610 13 1045 SH SHARED 1045 D HOLIDAY RV SUPERSTORES INC COM 43490210 0 162 SH SHARED 162 D HOLIDAY RV SUPERSTORES INC COM 43490210 5 13300 SH SHARED 13300 D HOLLINGER INTL INC CL A 43556910 961 73378 SH SHARED 73378 D HOLLINGER INTL INC CL A 43556910 371 28300 SH SHARED 01 28300 D HOLLINGER INTL INC CL A 43556910 38 2900 SH SHARED 02 2900 D HOLLY CORP COM PAR $0.01 43575830 70 3814 SH SHARED 3814 D HOLLY CORP COM PAR $0.01 43575830 293 15800 SH SHARED 01 15800 D HOLLY CORP COM PAR $0.01 43575830 174 9409 SH SHARED 02 9409 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 0 26 SH SHARED 26 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 26 4400 SH SHARED 02 4400 D HOLLYWOOD CASINO CORP CL A 43613220 3 240 SH SHARED 240 D HOLLYWOOD CASINO CORP CL A 43613220 397 24100 SH SHARED 01 24100 D HOLLYWOOD CASINO CORP CL A 43613220 178 10800 SH SHARED 02 10800 D HOLLYWOOD ENTMT CORP COM 43614110 3 191 SH SHARED 191 D HOLLYWOOD ENTMT CORP COM 43614110 6271 373283 SH SHARED 373283 D HOLLYWOOD ENTMT CORP COM 43614110 8396 499810 SH SHARED 01 499810 D HOLLYWOOD ENTMT CORP COM 43614110 886 52790 SH SHARED 02 52790 D HOLLYWOOD ENTMT CORP COM 43614110 85 5100 SH SHARED 10 5100 D HOLLYWOOD MEDIA CORP COM 43623310 0 156 SH SHARED 156 D HOLOGIC INC COM 43644010 0 39 SH SHARED 39 D HOLOGIC INC COM 43644010 183 11900 SH SHARED 11900 D HOME DEPOT INC COM 43707610 72 1500 SH SHARED 1500 D HOME DEPOT INC COM 43707610 445917 9173373 SH SHARED 8856422 316951 D HOME DEPOT INC COM 43707610 1196831 24621091 SH SHARED 01 21972509 2648582 D HOME DEPOT INC COM 43707610 35972 740028 SH SHR/OTHR 01 215395 524633 D HOME DEPOT INC COM 43707610 78107 1606822 SH SHARED 02 1514637 92185 D HOME DEPOT INC COM 43707610 22609 465110 SH SHARED 03 102400 362710 D HOME DEPOT INC COM 43707610 19662 404500 SH SHARED 04 404500 D HOME DEPOT INC COM 43707610 58067 1194568 SH SHARED 06 1194568 D HOME DEPOT INC COM 43707610 4358 89664 SH SHARED 07 89664 D HOME DEPOT INC COM 43707610 3504 72087 SH SHARED 08 72087 D HOME DEPOT INC COM 43707610 4267 87799 SH SHARED 09 87799 D HOME DEPOT INC COM 43707610 2525 51961 SH SHARED 10 51961 D HOME DEPOT INC COM 43707610 1488 30630 SH SHARED 11 30630 D HOME PRODS INTL INC COM 43730510 0 14 SH SHARED 14 D HOME PPTYS N Y INC COM 43730610 2695 78258 SH SHARED 78258 D HOME PPTYS N Y INC COM 43730610 1274 36990 SH SHARED 01 36990 D HOME PPTYS N Y INC COM 43730610 659 19137 SH SHARED 02 19137 D HOME PPTYS N Y INC COM 43730610 208 6047 SH SHARED 10 6047 D HOMESTORE COM INC COM 43785210 159 59000 SH SHARED 01 59000 D HOMESTORE COM INC COM 43785210 54 20240 SH SHARED 02 20240 D HON INDS INC COM 43809210 2577 90713 SH SHARED 90713 D HON INDS INC COM 43809210 2782 97945 SH SHARED 01 97945 D HON INDS INC COM 43809210 113 4000 SH SHR/OTHR 01 4000 D HON INDS INC COM 43809210 999 35167 SH SHARED 02 33681 1486 D HONDA MOTOR LTD AMERN SHS 43812830 4899 231420 SH SHARED 231420 D HONDA MOTOR LTD AMERN SHS 43812830 46 2200 SH SHARED 01 2200 D HONEYWELL INTL INC COM 43851610 244520 6389344 SH SHARED 6388494 850 D HONEYWELL INTL INC COM 43851610 236936 6191170 SH SHARED 01 5886278 33533 271359 D HONEYWELL INTL INC COM 43851610 4226 110435 SH SHR/OTHR 01 46065 64370 D HONEYWELL INTL INC COM 43851610 27879 728486 SH SHARED 02 700841 27645 D HONEYWELL INTL INC COM 43851610 1947 50900 SH SHARED 03 50900 D HONEYWELL INTL INC COM 43851610 154381 4034000 SH SHARED 04 4034000 D HONEYWELL INTL INC COM 43851610 546 14292 SH SHARED 06 14292 D HONEYWELL INTL INC COM 43851610 700 18300 SH SHARED 07 18300 D HONEYWELL INTL INC COM 43851610 1031 26950 SH SHARED 08 26950 D HONEYWELL INTL INC COM 43851610 277 7249 SH SHARED 09 7249 D HOOPER HOLMES INC COM 43910410 48 4636 SH SHARED 4636 D HOOPER HOLMES INC COM 43910410 1057 100800 SH SHARED 01 100800 D HOOPER HOLMES INC COM 43910410 664 63378 SH SHARED 02 61100 2278 D HOOVERS INC COM 43932110 0 155 SH SHARED 155 D HOPFED BANCORP INC COM 43973410 0 53 SH SHARED 53 D HORACE MANN EDUCATORS CORP N COM 44032710 799 35512 SH SHARED 35512 D HORACE MANN EDUCATORS CORP N COM 44032710 2696 119802 SH SHARED 01 119802 D HORACE MANN EDUCATORS CORP N COM 44032710 1439 63967 SH SHARED 02 63967 D HORACE MANN EDUCATORS CORP N COM 44032710 132 5892 SH SHARED 10 5892 D HORIZON FINL CORP WASH COM 44041F10 74 5870 SH SHARED 5870 D HORIZON OFFSHORE INC COM 44043J10 4 378 SH SHARED 378 D HORIZON OFFSHORE INC COM 44043J10 3918 334100 SH SHARED 01 334100 D HORIZON OFFSHORE INC COM 44043J10 235 20039 SH SHARED 02 20039 D HORIZON OFFSHORE INC COM 44043J10 2059 175600 SH SHARED 06 175600 D HORIZON OFFSHORE INC COM 44043J10 1906 162500 SH SHARED 10 162500 D HORIZON ORGANIC HOLDING COM 44043T10 8 500 SH SHARED 02 500 D HORMEL FOODS CORP COM 44045210 2547 93133 SH SHARED 93133 D HORMEL FOODS CORP COM 44045210 4890 178800 SH SHARED 01 178800 D HORMEL FOODS CORP COM 44045210 2009 73462 SH SHARED 02 73462 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 902 26300 SH SHARED 26300 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 3896 113500 SH SHARED 01 113500 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1114 32470 SH SHARED 02 32470 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 363 10595 SH SHARED 10 10595 D HOST MARRIOTT CORP NEW COM 44107P10 3629 303758 SH SHARED 303758 D HOST MARRIOTT CORP NEW COM 44107P10 15265 1277459 SH SHARED 01 420705 856754 D HOST MARRIOTT CORP NEW COM 44107P10 187 15670 SH SHR/OTHR 01 15670 D HOST MARRIOTT CORP NEW COM 44107P10 872 73009 SH SHARED 02 8400 64609 D HOST MARRIOTT CORP NEW COM 44107P10 169 14200 SH SHARED 03 14200 D HOST MARRIOTT CORP NEW COM 44107P10 152 12792 SH SHARED 06 12792 D HOST MARRIOTT CORP NEW COM 44107P10 550 46083 SH SHARED 10 46083 D HOT TOPIC INC COM 44133910 2 135 SH SHARED 135 D HOT TOPIC INC COM 44133910 302 14476 SH SHARED 14476 D HOT TOPIC INC COM 44133910 1587 75950 SH SHARED 01 75950 D HOT TOPIC INC COM 44133910 892 42691 SH SHARED 02 42691 D HOTEL RESERVATIONS NETWORK I CL A 44145110 0 12 SH SHARED 12 D HOTEL RESERVATIONS NETWORK I CL A 44145110 32 546 SH SHARED 546 D HOTEL RESERVATIONS NETWORK I CL A 44145110 866 14700 SH SHARED 01 13540 1160 D HOTEL RESERVATIONS NETWORK I CL A 44145110 51 879 SH SHARED 02 879 D HOUSEHOLD INTL INC DBCV 8/0 441815AN 17233 21250000 PRN SHARED 21250690 690 D HOUSEHOLD INTL INC DBCV 8/0 441815AN 1419 1750000 PRN SHARED 02 1750000 D HOUSEHOLD INTL INC COM 44181510 95799 1686611 SH SHARED 1686611 D HOUSEHOLD INTL INC COM 44181510 189176 3330577 SH SHARED 01 3311615 18962 D HOUSEHOLD INTL INC COM 44181510 1316 23170 SH SHR/OTHR 01 11590 11580 D HOUSEHOLD INTL INC COM 44181510 26894 473496 SH SHARED 02 470077 3419 D HOUSEHOLD INTL INC COM 44181510 1817 32000 SH SHARED 03 32000 D HOUSEHOLD INTL INC COM 44181510 3067 54000 SH SHARED 05 54000 D HOUSEHOLD INTL INC COM 44181510 253 4464 SH SHARED 06 4464 D HOUSEHOLD INTL INC COM 44181510 509 8970 SH SHARED 07 8970 D HOUSEHOLD INTL INC COM 44181510 435 7668 SH SHARED 08 7668 D HOUSEHOLD INTL INC COM 44181510 198 3490 SH SHARED 09 3490 D HOUSTON EXPL CO COM 44212010 1668 53826 SH SHARED 53826 D HOUSTON EXPL CO COM 44212010 3276 105700 SH SHARED 01 105700 D HOUSTON EXPL CO COM 44212010 321 10356 SH SHARED 02 10356 D HOVNANIAN ENTERPRISES INC CL A 44248720 82 3114 SH SHARED 3114 D HOVNANIAN ENTERPRISES INC CL A 44248720 695 26160 SH SHARED 01 26160 D HOVNANIAN ENTERPRISES INC CL A 44248720 407 15330 SH SHARED 02 15330 D HOVNANIAN ENTERPRISES INC CL A 44248720 66 2500 SH SHARED 10 2500 D HOWTEK INC COM 44320910 8 3000 SH SHARED 3000 D HUANENG PWR INTL INC SPON ADR N 44330410 1184 44100 SH SHARED 44100 D HUANENG PWR INTL INC SPON ADR N 44330410 34 1300 SH SHARED 10 1300 D HUB GROUP INC CL A 44332010 1 120 SH SHARED 120 D HUB GROUP INC CL A 44332010 39 4000 SH SHARED 02 2000 2000 D HUBBELL INC CL A 44351010 158 5000 SH SHARED 5000 D HUBBELL INC CL B 44351020 3145 95600 SH SHARED 95600 D HUBBELL INC CL B 44351020 3268 99332 SH SHARED 01 98272 1060 D HUBBELL INC CL B 44351020 1076 32717 SH SHARED 02 32717 D HUBBELL INC CL B 44351020 16 500 SH SHARED 06 500 D HUDSON CITY BANCORP COM 44368310 3843 118415 SH SHARED 118415 D HUDSON CITY BANCORP COM 44368310 1162 35800 SH SHARED 01 35800 D HUDSON CITY BANCORP COM 44368310 259 7996 SH SHARED 02 4496 3500 D HUDSON RIV BANCORP INC COM 44412810 4 184 SH SHARED 184 D HUDSON RIV BANCORP INC COM 44412810 10 448 SH SHARED 448 D HUDSON RIV BANCORP INC COM 44412810 463 19220 SH SHARED 01 19220 D HUDSON RIV BANCORP INC COM 44412810 391 16205 SH SHARED 02 16205 D HUDSON RIV BANCORP INC COM 44412810 89 3690 SH SHARED 10 3690 D HUDSON UNITED BANCORP COM 44416510 916 28820 SH SHARED 28820 D HUDSON UNITED BANCORP COM 44416510 4451 139940 SH SHARED 01 135049 4891 D HUDSON UNITED BANCORP COM 44416510 51 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 1923 60467 SH SHARED 02 59930 537 D HUFFY CORP COM 44435610 68 10100 SH SHARED 10100 D HUGHES SUPPLY INC COM 44448210 3372 86552 SH SHARED 86552 D HUGHES SUPPLY INC COM 44448210 2154 55306 SH SHARED 01 55306 D HUGHES SUPPLY INC COM 44448210 1530 39286 SH SHARED 02 39286 D HUGHES SUPPLY INC COM 44448210 151 3889 SH SHARED 10 3889 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 95 8000 SH SHR/OTHR 01 8000 D HUMANA INC COM 44485910 7075 522935 SH SHARED 522935 D HUMANA INC COM 44485910 15454 1142265 SH SHARED 01 1142265 D HUMANA INC COM 44485910 8 600 SH SHR/OTHR 01 600 D HUMANA INC COM 44485910 1484 109743 SH SHARED 02 109293 450 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 49557 61947000 PRN SHARED 61947000 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 2400 3000000 PRN SHARED 01 3000000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 3222 4500000 PRN SHARED 01 4500000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 4654 6500000 PRN SHARED 02 6500000 D HUMAN GENOME SCIENCES INC COM 44490310 10507 482227 SH SHARED 482227 D HUMAN GENOME SCIENCES INC COM 44490310 4250 195082 SH SHARED 01 193532 1550 D HUMAN GENOME SCIENCES INC COM 44490310 475 21822 SH SHARED 02 19172 2650 D HUMAN GENOME SCIENCES INC COM 44490310 154 7100 SH SHARED 03 7100 D HUMAN GENOME SCIENCES INC COM 44490310 30299 1390500 SH SHARED 04 1390500 D HUNT CORP COM 44559110 16 1575 SH SHARED 01 1575 D HUNT J B TRANS SVCS INC COM 44565810 2733 96142 SH SHARED 96142 D HUNT J B TRANS SVCS INC COM 44565810 1835 64560 SH SHARED 01 64560 D HUNT J B TRANS SVCS INC COM 44565810 1057 37207 SH SHARED 02 37207 D HUNT J B TRANS SVCS INC COM 44565810 111 3926 SH SHARED 10 3926 D HUNTINGTON BANCSHARES INC COM 44615010 1 57 SH SHARED 57 D HUNTINGTON BANCSHARES INC COM 44615010 13088 664409 SH SHARED 664409 D HUNTINGTON BANCSHARES INC COM 44615010 33605 1705871 SH SHARED 01 1705871 D HUNTINGTON BANCSHARES INC COM 44615010 2845 144427 SH SHARED 02 144427 D HUNTINGTON BANCSHARES INC COM 44615010 267 13600 SH SHARED 03 13600 D HUNTINGTON BANCSHARES INC COM 44615010 78 4008 SH SHARED 09 4008 D HURRICANE HYDROCARBONS LTD CL A 44779E10 59 3970 SH SHARED 02 3870 100 D HUTCHINSON TECHNOLOGY INC NOTE 6.000% 3/1 448407AC 19 20000 PRN SHARED 02 20000 D HUTCHINSON TECHNOLOGY INC COM 44840710 8 401 SH SHARED 401 D HUTCHINSON TECHNOLOGY INC COM 44840710 2812 130372 SH SHARED 130372 D HUTCHINSON TECHNOLOGY INC COM 44840710 2044 94780 SH SHARED 01 94780 D HUTCHINSON TECHNOLOGY INC COM 44840710 586 27195 SH SHARED 02 27195 D HUTCHINSON TECHNOLOGY INC COM 44840710 122 5689 SH SHARED 10 5689 D HUTTIG BLDG PRODS INC COM 44845110 60 11000 SH SHARED 11000 D HUTTIG BLDG PRODS INC COM 44845110 7 1291 SH SHARED 01 891 400 D HUTTIG BLDG PRODS INC COM 44845110 276 49900 SH SHARED 02 49900 D HYBRID NETWORKS INC COM 44860K10 0 4485 SH SHARED 4485 D HYBRID NETWORKS INC COM 44860K10 0 5525 SH SHARED 01 5525 D HYBRID NETWORKS INC COM 44860K10 0 3500 SH SHARED 02 3500 D HYCOR BIOMEDICAL INC COM 44862310 3 1582 SH SHARED 1582 D HYCOR BIOMEDICAL INC COM 44862310 11 5000 SH SHARED 5000 D HYDRIL CO COM 44877410 1 44 SH SHARED 44 D HYDRIL CO COM 44877410 10 438 SH SHARED 438 D HYDRIL CO COM 44877410 1170 48040 SH SHARED 01 48040 D HYDRIL CO COM 44877410 336 13800 SH SHARED 02 13800 D HYPERION 2002 TERM TR INC COM 44891510 42 4300 SH SHARED 4300 D HYPERION 2005 INVT GRADE OPP COM 44891810 20 2100 SH SHARED 2100 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 4579 4100000 PRN SHARED 4100000 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 4914 4400000 PRN SHARED 01 4400000 D ICN PHARMACEUTICALS INC NEW NOTE 6.500% 7/1 448924AM 6143 5500000 PRN SHARED 02 5500000 D ICN PHARMACEUTICALS INC NEW COM 44892410 6877 216600 SH SHARED 216600 D ICN PHARMACEUTICALS INC NEW COM 44892410 4568 143883 SH SHARED 01 142917 966 D ICN PHARMACEUTICALS INC NEW COM 44892410 1831 57697 SH SHARED 02 57697 D ICN PHARMACEUTICALS INC NEW COM 44892410 47 1500 SH SHARED 06 1500 D IDT CORP COM 44894710 1647 81606 SH SHARED 81606 D IDT CORP COM 44894710 2254 111674 SH SHARED 01 111674 D IDT CORP COM 44894710 971 48141 SH SHARED 02 48141 D IDT CORP COM 44894710 101 5032 SH SHARED 10 5032 D IDT CORP CL B 44894730 33 1900 SH SHARED 02 1900 D HYPERION SOLUTIONS CORP COM 44914M10 1039 38498 SH SHARED 38498 D HYPERION SOLUTIONS CORP COM 44914M10 2290 84813 SH SHARED 01 84813 D HYPERION SOLUTIONS CORP COM 44914M10 984 36465 SH SHARED 02 36465 D HYPERION SOLUTIONS CORP COM 44914M10 160 5955 SH SHARED 10 5955 D HYSEQ INC COM 44916330 2 453 SH SHARED 453 D HYSEQ INC COM 44916330 2 404 SH SHARED 404 D HYSEQ INC COM 44916330 170 32008 SH SHARED 01 32008 D HYSEQ INC COM 44916330 725 136400 SH SHARED 02 136400 D HYTEK MICROSYSTEMS INC COM 44918010 0 406 SH SHARED 406 D ICT GROUP INC COM 44929Y10 249 10204 SH SHARED 10204 D ICT GROUP INC COM 44929Y10 124 5100 SH SHARED 01 5100 D ICT GROUP INC COM 44929Y10 70 2900 SH SHARED 02 2900 D ICO HLDGS INC COM 44929310 66 46840 SH SHARED 46840 D ICOS CORP COM 44929510 273 5941 SH SHARED 5941 D ICOS CORP COM 44929510 3218 69985 SH SHARED 01 69985 D ICOS CORP COM 44929510 588 12798 SH SHARED 02 12798 D ICOS CORP COM 44929510 48068 1045200 SH SHARED 04 1045200 D ICOS CORP COM 44929510 409 8900 SH SHARED 07 8900 D ICU MED INC COM 44930G10 174 4802 SH SHARED 4802 D ICU MED INC COM 44930G10 562 15450 SH SHARED 01 15450 D ICU MED INC COM 44930G10 1242 34135 SH SHARED 02 34135 D I-CABLE COMMUNICATIONS LTD SPONSORED ADR 44934B10 0 11 SH SHARED 11 D ID BIOMEDICAL CORP COM 44936D10 5 856 SH SHARED 856 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 41808 16000000 PRN SHARED 02 16000000 D IDEC PHARMACEUTICALS CORP COM 44937010 642 9996 SH SHARED 9996 D IDEC PHARMACEUTICALS CORP COM 44937010 9536 148314 SH SHARED 148314 D IDEC PHARMACEUTICALS CORP COM 44937010 20849 324260 SH SHARED 01 318885 5375 D IDEC PHARMACEUTICALS CORP COM 44937010 56 873 SH SHR/OTHR 01 873 D IDEC PHARMACEUTICALS CORP COM 44937010 10825 168356 SH SHARED 02 168276 80 D IDEC PHARMACEUTICALS CORP COM 44937010 636 9900 SH SHARED 03 9900 D IDEC PHARMACEUTICALS CORP COM 44937010 29777 463100 SH SHARED 04 463100 D IDEC PHARMACEUTICALS CORP COM 44937010 226 3519 SH SHARED 06 3519 D I D SYSTEMS INC COM 44948910 7 955 SH SHARED 955 D IEC ELECTRS CORP NEW COM 44949L10 0 60 SH SHARED 60 D IDX SYS CORP COM 44949110 7 438 SH SHARED 438 D IDX SYS CORP COM 44949110 252 14396 SH SHARED 14396 D IDX SYS CORP COM 44949110 611 34850 SH SHARED 01 33850 1000 D IDX SYS CORP COM 44949110 384 21903 SH SHARED 02 20903 1000 D IFC CAP TR III PFD CV TR SECS 44949820 4043 141130 SH SHARED 141130 D IFR SYSTEMS INC COM 44950710 3 2844 SH SHARED 2844 D IFX CORP ST 44951820 0 10 SH SHARED 10 D IGEN INC COM 44953610 2 63 SH SHARED 63 D IGEN INC COM 44953610 665 17575 SH SHARED 17575 D IGEN INC COM 44953610 4883 128916 SH SHARED 01 123816 5100 D IGEN INC COM 44953610 16559 437169 SH SHARED 02 437169 D IGO CORP COM 44959210 5 16150 SH SHARED 16150 D IHOP CORP COM 44962310 15 452 SH SHARED 452 D IHOP CORP COM 44962310 1213 36010 SH SHARED 01 36010 D IHOP CORP COM 44962310 650 19303 SH SHARED 02 19303 D IHOP CORP COM 44962310 99 2956 SH SHARED 10 2956 D I I S INTELLIGENT INFO LTD ORD SH NEW 44963320 1 938 SH SHARED 938 D IMC GLOBAL INC COM 44966910 1529 103676 SH SHARED 103676 D IMC GLOBAL INC COM 44966910 4809 326056 SH SHARED 01 326056 D IMC GLOBAL INC COM 44966910 2694 182660 SH SHARED 02 182660 D IMC GLOBAL INC COM 44966910 227 15396 SH SHARED 10 15396 D I-MANY INC COM 44973Q10 90 18146 SH SHARED 18146 D I-MANY INC COM 44973Q10 438 88440 SH SHARED 01 88440 D I-MANY INC COM 44973Q10 255 51600 SH SHARED 02 51600 D INT MEDIA GROUP INC COM 44979N10 2 705 SH SHARED 705 D IMS HEALTH INC COM 44993410 13377 595866 SH SHARED 595866 D IMS HEALTH INC COM 44993410 59058 2630666 SH SHARED 01 2618483 12183 D IMS HEALTH INC COM 44993410 3509 156338 SH SHR/OTHR 01 108450 47888 D IMS HEALTH INC COM 44993410 3455 153936 SH SHARED 02 151836 2100 D IMS HEALTH INC COM 44993410 496 22100 SH SHARED 03 22100 D IMS HEALTH INC COM 44993410 57 2564 SH SHARED 09 2564 D IRT PPTY CO COM 45005810 9 802 SH SHARED 802 D IRT PPTY CO COM 45005810 686 59435 SH SHARED 01 59435 D IRT PPTY CO COM 45005810 416 36100 SH SHARED 02 34100 2000 D IRT PPTY CO COM 45005810 157 13669 SH SHARED 10 13669 D ITC DELTACOM INC COM 45031T10 0 2168 SH SHARED 2168 D ITC DELTACOM INC COM 45031T10 0 904 SH SHARED 904 D ITC DELTACOM INC COM 45031T10 28 88940 SH SHARED 01 88940 D ITC DELTACOM INC COM 45031T10 12 38600 SH SHARED 02 38600 D ISTAR FINL INC COM 45031U10 2829 97900 SH SHARED 97900 D ISTAR FINL INC COM 45031U10 3170 109712 SH SHARED 01 109712 D ISTAR FINL INC COM 45031U10 14 500 SH SHR/OTHR 01 500 D ISTAR FINL INC COM 45031U10 309 10710 SH SHARED 02 10710 D ISTA PHARMACEUTICALS INC COM 45031X10 51 55677 SH SHARED 55677 D I-STAT CORP COM 45031210 2 352 SH SHARED 352 D I-STAT CORP COM 45031210 211 29039 SH SHARED 01 29039 D I-STAT CORP COM 45031210 139 19200 SH SHARED 02 19200 D ITLA CAP CORP COM 45056510 32 1300 SH SHARED 1300 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1949 43318 SH SHARED 43318 D ITT EDUCATIONAL SERVICES INC COM 45068B10 6351 141150 SH SHARED 01 141150 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1154 25650 SH SHARED 02 25650 D ITXC CORP COM 45069F10 0 88 SH SHARED 88 D ITXC CORP COM 45069F10 3 648 SH SHARED 648 D ITXC CORP COM 45069F10 501 82900 SH SHARED 01 77900 5000 D ITXC CORP COM 45069F10 155 25758 SH SHARED 02 25758 D IXIA COM 45071R10 5 610 SH SHARED 610 D IXIA COM 45071R10 105 12376 SH SHARED 12376 D IXIA COM 45071R10 638 75090 SH SHARED 01 75090 D IXIA COM 45071R10 418 49271 SH SHARED 02 49271 D IBASIS INC COM 45073210 1 2211 SH SHARED 2211 D IBASIS INC COM 45073210 0 906 SH SHARED 906 D IBASIS INC COM 45073210 64 76460 SH SHARED 01 74960 1500 D IBASIS INC COM 45073210 76 89816 SH SHARED 02 89816 D IBERIABANK CORP COM 45082810 1 50 SH SHARED 50 D IBERIABANK CORP COM 45082810 6 196 SH SHARED 196 D IBERIABANK CORP COM 45082810 340 9820 SH SHARED 01 9820 D IBERIABANK CORP COM 45082810 318 9200 SH SHARED 02 5700 3500 D IBIS TECHNOLOGY CORP COM 45090910 8 581 SH SHARED 581 D IBIS TECHNOLOGY CORP COM 45090910 279 19000 SH SHARED 19000 D ITT INDS INC IND COM 45091110 14615 231837 SH SHARED 231837 D ITT INDS INC IND COM 45091110 37592 596331 SH SHARED 01 596331 D ITT INDS INC IND COM 45091110 128 2031 SH SHR/OTHR 01 2031 D ITT INDS INC IND COM 45091110 3744 59402 SH SHARED 02 59402 D ITT INDS INC IND COM 45091110 353 5600 SH SHARED 03 5600 D ITT INDS INC IND COM 45091110 5232 83000 SH SHARED 05 83000 D ITT INDS INC IND COM 45091110 190 3020 SH SHARED 07 3020 D ITT INDS INC IND COM 45091110 47 758 SH SHARED 09 758 D IDACORP INC COM 45110710 2944 72715 SH SHARED 72715 D IDACORP INC COM 45110710 3257 80421 SH SHARED 01 80421 D IDACORP INC COM 45110710 913 22562 SH SHARED 02 20474 2088 D IDACORP INC COM 45110710 275 6800 SH SHARED 04 6800 D IDEX CORP COM 45167R10 625 16896 SH SHARED 16896 D IDEX CORP COM 45167R10 4329 117010 SH SHARED 01 117010 D IDEX CORP COM 45167R10 1270 34336 SH SHARED 02 34336 D IDEX CORP COM 45167R10 137 3712 SH SHARED 10 3712 D IDEXX LABS INC COM 45168D10 0 37 SH SHARED 37 D IDEXX LABS INC COM 45168D10 1182 44041 SH SHARED 44041 D IDEXX LABS INC COM 45168D10 5900 219846 SH SHARED 01 219846 D IDEXX LABS INC COM 45168D10 973 36284 SH SHARED 02 36284 D IGATE CAPITAL CORP COM 45169U10 0 107 SH SHARED 107 D IKON OFFICE SOLUTIONS INC COM 45171310 3652 311674 SH SHARED 311674 D IKON OFFICE SOLUTIONS INC COM 45171310 4943 421763 SH SHARED 01 421763 D IKON OFFICE SOLUTIONS INC COM 45171310 1933 164981 SH SHARED 02 164981 D IKON OFFICE SOLUTIONS INC COM 45171310 261 22349 SH SHARED 10 22349 D IKOS SYS INC ST 45171620 1551 141443 SH SHARED 141443 D IDENTIX INC COM 45190610 3 383 SH SHARED 383 D IDENTIX INC COM 45190610 19 2190 SH SHARED 2190 D IDENTIX INC COM 45190610 1140 128600 SH SHARED 01 119100 9500 D IDENTIX INC COM 45190610 331 37400 SH SHARED 02 37200 200 D ILEX ONCOLOGY INC COM 45192310 840 48722 SH SHARED 48722 D ILEX ONCOLOGY INC COM 45192310 2573 149120 SH SHARED 01 149120 D ILEX ONCOLOGY INC COM 45192310 585 33900 SH SHARED 02 33900 D ILEX ONCOLOGY INC COM 45192310 4012 232500 SH SHARED 04 232500 D ILLINOIS TOOL WKS INC COM 45230810 55393 765632 SH SHARED 765632 D ILLINOIS TOOL WKS INC COM 45230810 162600 2247422 SH SHARED 01 2246572 850 D ILLINOIS TOOL WKS INC COM 45230810 200 2770 SH SHR/OTHR 01 2770 D ILLINOIS TOOL WKS INC COM 45230810 14912 206118 SH SHARED 02 203793 2325 D ILLINOIS TOOL WKS INC COM 45230810 13992 193400 SH SHARED 03 28900 164500 D ILLINOIS TOOL WKS INC COM 45230810 79076 1092970 SH SHARED 06 1092970 D ILLINOIS TOOL WKS INC COM 45230810 586 8100 SH SHARED 07 8100 D ILLINOIS TOOL WKS INC COM 45230810 7143 98734 SH SHARED 08 98734 D ILLINOIS TOOL WKS INC COM 45230810 5562 76888 SH SHARED 09 76888 D ILLINOIS TOOL WKS INC COM 45230810 2615 36150 SH SHARED 11 36150 D ILLUMINA INC COM 45232710 125 13264 SH SHARED 13264 D ILLUMINA INC COM 45232710 293 31000 SH SHARED 01 31000 D ILLUMINA INC COM 45232710 187 19813 SH SHARED 02 19813 D ILLUMINA INC COM 45232710 189 20000 SH SHARED 04 20000 D ILLUMINA INC COM 45232710 1182 125000 SH SHARED 07 125000 D ILOG S A SPONSORED ADR 45236010 1 113 SH SHARED 113 D IMAGE ENTMT INC ST 45243920 0 61 SH SHARED 61 D IMAGEX INC COM 45244D10 0 116 SH SHARED 116 D IMATION CORP COM 45245A10 3037 114504 SH SHARED 114504 D IMATION CORP COM 45245A10 3370 127043 SH SHARED 01 126943 100 D IMATION CORP COM 45245A10 106 4024 SH SHR/OTHR 01 3784 240 D IMATION CORP COM 45245A10 1442 54356 SH SHARED 02 54356 D IMATION CORP COM 45245A10 161 6102 SH SHARED 10 6102 D IMAX CORP COM 45245E10 9 2000 SH SHARED 02 2000 D IMAGEWARE SYS INC *W EXP 04/05/200 45245S11 26 26500 SH SHARED 02 26500 D IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD 9844 11500000 PRN SHARED 02 11500000 D IMCLONE SYS INC COM 45245W10 16 680 SH SHARED 680 D IMCLONE SYS INC COM 45245W10 10345 420036 SH SHARED 420036 D IMCLONE SYS INC COM 45245W10 1504 61072 SH SHARED 01 61072 D IMCLONE SYS INC COM 45245W10 5252 213262 SH SHARED 02 210662 2600 D IMCLONE SYS INC COM 45245W10 17 700 SH SHARED 06 700 D IMCLONE SYS INC COM 45245W10 14 600 SH SHARED 07 600 D IMANAGE INC COM 45245Y10 0 50 SH SHARED 50 D IMANAGE INC COM 45245Y10 157 23600 SH SHARED 23600 D IMAGISTICS INTERNATIONAL INC COM 45247T10 558 35147 SH SHARED 35147 D IMAGISTICS INTERNATIONAL INC COM 45247T10 508 31952 SH SHARED 01 31624 328 D IMAGISTICS INTERNATIONAL INC COM 45247T10 113 7118 SH SHR/OTHR 01 7118 D IMAGISTICS INTERNATIONAL INC COM 45247T10 12 772 SH SHARED 02 654 118 D IMAGISTICS INTERNATIONAL INC COM 45247T10 0 44 SH SHARED 07 44 D IMMTECH INTL INC COM 45251910 0 156 SH SHARED 156 D IMMUNE RESPONSE CORP DEL COM 45252T10 0 586 SH SHARED 586 D IMMUNE RESPONSE CORP DEL COM 45252T10 0 884 SH SHARED 884 D IMMUNE RESPONSE CORP DEL COM 45252T10 158 195600 SH SHARED 01 195600 D IMMUNE RESPONSE CORP DEL COM 45252T10 27 33584 SH SHARED 02 33584 D IMMUCELL CORP COM PAR $0.10 45252530 4 1297 SH SHARED 1297 D IMMUNEX CORP NEW COM 45252810 3 114 SH SHARED 114 D IMMUNEX CORP NEW COM 45252810 80283 2653111 SH SHARED 2653111 D IMMUNEX CORP NEW COM 45252810 125491 4147115 SH SHARED 01 4128665 18450 D IMMUNEX CORP NEW COM 45252810 288 9520 SH SHR/OTHR 01 7500 2020 D IMMUNEX CORP NEW COM 45252810 13902 459437 SH SHARED 02 456760 2677 D IMMUNEX CORP NEW COM 45252810 647 21400 SH SHARED 03 21400 D IMMUNEX CORP NEW COM 45252810 14676 485000 SH SHARED 04 485000 D IMMUNEX CORP NEW COM 45252810 118 3900 SH SHARED 06 3900 D IMMUNEX CORP NEW COM 45252810 120 3969 SH SHARED 09 3969 D IMMUNOGEN INC COM 45253H10 110 9966 SH SHARED 9966 D IMMUNOGEN INC COM 45253H10 889 80357 SH SHARED 01 80357 D IMMUNOGEN INC COM 45253H10 519 46942 SH SHARED 02 46942 D IMMUNOGEN INC COM 45253H10 110 10000 SH SHARED 04 10000 D IMPAC MTG HLDGS INC COM 45254P10 1028 109200 SH SHARED 02 89300 19900 D IMPATH INC COM 45255G10 0 9 SH SHARED 9 D IMPATH INC COM 45255G10 337 8234 SH SHARED 8234 D IMPATH INC COM 45255G10 22007 536246 SH SHARED 01 536246 D IMPATH INC COM 45255G10 65 1600 SH SHR/OTHR 01 1600 D IMPATH INC COM 45255G10 500 12200 SH SHARED 02 12200 D IMPATH INC COM 45255G10 1567 38200 SH SHARED 06 38200 D IMPCO TECHNOLOGIES INC COM 45255W10 4 313 SH SHARED 313 D IMPCO TECHNOLOGIES INC COM 45255W10 412 31806 SH SHARED 31806 D IMPCO TECHNOLOGIES INC COM 45255W10 358 27700 SH SHARED 01 27700 D IMPCO TECHNOLOGIES INC COM 45255W10 113 8744 SH SHARED 02 8744 D IMPAX LABORATORIES INC COM 45256B10 12 1764 SH SHARED 1764 D IMPAX LABORATORIES INC COM 45256B10 8 1264 SH SHARED 1264 D IMPAX LABORATORIES INC COM 45256B10 725 104500 SH SHARED 01 104500 D IMPAX LABORATORIES INC COM 45256B10 172 24900 SH SHARED 02 24900 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 2092 110066 SH SHARED 110066 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 93 4909 SH SHR/OTHR 01 4909 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 707 37200 SH SHARED 05 37200 D IMPERIAL CR INDS INC COM 45272910 0 1368 SH SHARED 02 1368 D IMMUNOMEDICS INC COM 45290710 50 2678 SH SHARED 2678 D IMMUNOMEDICS INC COM 45290710 40 2144 SH SHARED 2144 D IMMUNOMEDICS INC COM 45290710 5460 288000 SH SHARED 01 288000 D IMMUNOMEDICS INC COM 45290710 773 40786 SH SHARED 02 40786 D INCOME OPPORTUNITY RLTY INVS COM 45292610 148 8200 SH SHARED 02 8200 D IMPERIAL OIL LTD 10036 45303840 754 25300 SH SHARED 25300 D IMPERIAL PKG CORP COM 45307710 758 29125 SH SHARED 29125 D IMPERIAL PKG CORP COM 45307710 28 1111 SH SHARED 01 1111 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 2 88 SH SHARED 01 88 D IMPLANT SCIENCES CORP COM 45320R10 256 23100 SH SHARED 23100 D IMPSAT FIBER NETWORKS INC COM 45321T10 0 1511 SH SHARED 1511 D IMPSAT FIBER NETWORKS INC COM 45321T10 0 430 SH SHARED 430 D IMPSAT FIBER NETWORKS INC COM 45321T10 0 14500 SH SHARED 01 14500 D IMPSAT FIBER NETWORKS INC COM 45321T10 0 16861 SH SHARED 02 16861 D INAMED CORP COM 45323510 1 39 SH SHARED 39 D INAMED CORP COM 45323510 405 12325 SH SHARED 12325 D INAMED CORP COM 45323510 3208 97531 SH SHARED 01 97531 D INAMED CORP COM 45323510 554 16869 SH SHARED 02 16869 D INCO LTD DBCV 5.750% 7/0 453258AK 995 1000000 PRN SHARED 1000000 D INCO LTD DBCV 5.750% 7/0 453258AK 14 15000 PRN SHARED 02 15000 D INCO LTD COM 45325840 11373 581158 SH SHARED 581158 D INCO LTD COM 45325840 18898 965704 SH SHARED 01 965704 D INCO LTD COM 45325840 14 750 SH SHR/OTHR 01 750 D INCO LTD COM 45325840 2465 125963 SH SHARED 02 125963 D INCYTE GENOMICS INC NOTE 5.500% 2/0 45337CAC 8732 11690000 PRN SHARED 02 3840000 7850000 D INCYTE GENOMICS INC COM 45337C10 0 38 SH SHARED 38 D INCYTE GENOMICS INC COM 45337C10 1831 153878 SH SHARED 153878 D INCYTE GENOMICS INC COM 45337C10 2976 250100 SH SHARED 01 249800 300 D INCYTE GENOMICS INC COM 45337C10 1482 124615 SH SHARED 02 116515 8100 D INDEPENDENCE CMNTY BK CORP COM 45341410 21 748 SH SHARED 748 D INDEPENDENCE CMNTY BK CORP COM 45341410 4911 174610 SH SHARED 174610 D INDEPENDENCE CMNTY BK CORP COM 45341410 5592 198813 SH SHARED 01 198813 D INDEPENDENCE CMNTY BK CORP COM 45341410 2829 100571 SH SHARED 02 100571 D INDEPENDENCE CMNTY BK CORP COM 45341410 251 8953 SH SHARED 10 8953 D INDEPENDENCE HLDG CO NEW 10036 45344030 1980 110976 SH SHARED 110976 D INDEPENDENT BANK CORP MASS COM 45383610 9 356 SH SHARED 356 D INDEPENDENT BANK CORP MASS COM 45383610 655 25330 SH SHARED 01 25330 D INDEPENDENT BANK CORP MASS COM 45383610 344 13300 SH SHARED 02 13300 D INDEPENDENT BANK CORP MASS COM 45383610 94 3634 SH SHARED 10 3634 D INDEPENDENT BANK CORP MICH COM 45383810 0 34 SH SHARED 34 D INDEPENDENT BANK CORP MICH COM 45383810 14 505 SH SHARED 505 D INDEPENDENT BANK CORP MICH COM 45383810 1492 51910 SH SHARED 01 51910 D INDEPENDENT BANK CORP MICH COM 45383810 380 13215 SH SHARED 02 13215 D INDIA FD INC COM 45408910 57 5500 SH SHARED 02 5500 D INDIA GROWTH FD INC COM 45409010 83 9100 SH SHARED 02 9100 D INDUS INTL INC COM 45578L10 11 2291 SH SHARED 2291 D INDUS INTL INC COM 45578L10 62 11884 SH SHARED 11884 D INDUS INTL INC COM 45578L10 318 61090 SH SHARED 01 61090 D INDUS INTL INC COM 45578L10 175 33558 SH SHARED 02 33558 D INDUS INTL INC COM 45578L10 26 5000 SH SHARED 10 5000 D INDUSTRI-MATEMATIK INTL CORP COM 45579210 13 12677 SH SHARED 12677 D INDUSTRI-MATEMATIK INTL CORP COM 45579210 468 450000 SH SHARED 450000 D INDUSTRI-MATEMATIK INTL CORP COM 45579210 2 2000 SH SHARED 02 2000 D INDUSTRIE NATUZZI SPA ADR 45647810 97 6583 SH SHARED 6583 D INDYMAC BANCORP INC COM 45660710 2540 102873 SH SHARED 102873 D INDYMAC BANCORP INC COM 45660710 7467 302321 SH SHARED 01 302321 D INDYMAC BANCORP INC COM 45660710 2991 121125 SH SHARED 02 108755 12370 D INDYMAC BANCORP INC COM 45660710 2470 100000 SH SHARED 04 100000 D INDYMAC BANCORP INC COM 45660710 71 2888 SH SHARED 05 2888 D INDYMAC BANCORP INC COM 45660710 185 7501 SH SHARED 10 7501 D INERGY L P UNIT LTD PTNR 45661510 2 79 SH SHARED 79 D INERGY L P UNIT LTD PTNR 45661510 102 3400 SH SHARED 3400 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 712 31534 SH SHARED 31534 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 22 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 171 7600 SH SHARED 02 3500 4100 D INET TECHNOLOGIES INC COM 45662V10 0 29 SH SHARED 29 D INET TECHNOLOGIES INC COM 45662V10 3 328 SH SHARED 328 D INET TECHNOLOGIES INC COM 45662V10 189 20100 SH SHARED 01 20100 D INET TECHNOLOGIES INC COM 45662V10 141 14951 SH SHARED 02 14951 D INFINIUM SOFTWARE INC COM 45662Y10 67 18000 SH SHARED 18000 D INFOCUS CORP COM 45665B10 1 80 SH SHARED 80 D INFOCUS CORP COM 45665B10 455 24996 SH SHARED 24996 D INFOCUS CORP COM 45665B10 2152 118231 SH SHARED 01 118231 D INFOCUS CORP COM 45665B10 1195 65656 SH SHARED 02 65656 D INFOCUS CORP COM 45665B10 10 576 SH SHARED 05 576 D INFOGRAMES INC COM 45665T10 2 372 SH SHARED 372 D INFOGRAMES INC COM 45665T10 169 27370 SH SHARED 01 27370 D INFOGRAMES INC COM 45665T10 97 15700 SH SHARED 02 15700 D INFORMATICA CORP COM 45666Q10 0 46 SH SHARED 46 D INFORMATICA CORP COM 45666Q10 958 132350 SH SHARED 132350 D INFORMATICA CORP COM 45666Q10 639 88300 SH SHARED 01 88300 D INFORMATICA CORP COM 45666Q10 147 20414 SH SHARED 02 20414 D INFONET SVCS CORP CL B 45666T10 86 39000 SH SHARED 01 39000 D INFONET SVCS CORP CL B 45666T10 2 1100 SH SHARED 02 1100 D INFORMATION ARCHITECTS CORP ST 45669R30 1 1658 SH SHARED 1658 D INFORMATION ARCHITECTS CORP 511 45669R30 1 1380 SH SHARED 1380 D INFORMATION HLDGS INC COM 45672710 14 498 SH SHARED 498 D INFORMATION HLDGS INC COM 45672710 1667 57910 SH SHARED 01 57910 D INFORMATION HLDGS INC COM 45672710 627 21800 SH SHARED 02 21800 D INFORMAX INC COM 45677N20 0 122 SH SHARED 122 D INFORTE CORP COM 45677R10 50 4300 SH SHARED 01 4300 D INFOSPACE INC COM 45678T10 17 11407 SH SHARED 11407 D INFOSPACE INC COM 45678T10 123 81245 SH SHARED 81245 D INFOSPACE INC COM 45678T10 668 439991 SH SHARED 01 439740 251 D INFOSPACE INC COM 45678T10 401 263864 SH SHARED 02 263501 363 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 0 15 SH SHARED 15 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 13 200 SH SHARED 200 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 104 1600 SH SHR/OTHR 01 1600 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 7 109 SH SHARED 02 9 100 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1087 16600 SH SHARED 10 16600 D INFOVISTA S A ADR 45681710 0 99 SH SHARED 99 D INFOUSA INC NEW COM 45681830 4 566 SH SHARED 566 D INFOUSA INC NEW COM 45681830 5 722 SH SHARED 722 D INFOUSA INC NEW COM 45681830 710 93140 SH SHARED 01 93140 D INFOUSA INC NEW COM 45681830 222 29096 SH SHARED 02 29096 D ING GROUP N V SPONSORED ADR 45683710 2924 108679 SH SHARED 108479 200 D ING GROUP N V SPONSORED ADR 45683710 633 23527 SH SHARED 01 23526 1 D INFORMATION RES INC COM 45690510 79 8673 SH SHARED 8673 D INFORMATION RES INC COM 45690510 85 9310 SH SHARED 9310 D INFORMATION RES INC COM 45690510 474 51580 SH SHARED 01 51580 D INFORMATION RES INC COM 45690510 271 29500 SH SHARED 02 29500 D INFORMATION RES INC COM 45690510 60 6555 SH SHARED 10 6555 D INFINITE GROUP INC ST 45691030 1 815 SH SHARED 815 D INGLES MKTS INC CL A 45703010 4 411 SH SHARED 411 D INGLES MKTS INC CL A 45703010 2 246 SH SHARED 246 D INGLES MKTS INC CL A 45703010 288 24640 SH SHARED 01 24640 D INGLES MKTS INC CL A 45703010 132 11332 SH SHARED 02 11332 D INGRAM MICRO INC CL A 45715310 5374 324722 SH SHARED 324722 D INGRAM MICRO INC CL A 45715310 1362 82352 SH SHARED 01 82352 D INGRAM MICRO INC CL A 45715310 465 28113 SH SHARED 02 28113 D INGRAM MICRO INC CL A 45715310 184 11120 SH SHARED 07 11120 D INHALE THERAPEUTIC SYS INC NOTE 5.000% 2/0 457191AF 1911 3250000 PRN SHARED 01 3250000 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 2173 4040000 PRN SHARED 02 4040000 D INHALE THERAPEUTIC SYS INC COM 45719110 3 350 SH SHARED 350 D INHALE THERAPEUTIC SYS INC COM 45719110 647 61400 SH SHARED 01 61400 D INHALE THERAPEUTIC SYS INC COM 45719110 475 45038 SH SHARED 02 35348 9690 D INKINE PHARMACEUTICALS INC COM 45721410 1 858 SH SHARED 858 D INKINE PHARMACEUTICALS INC COM 45721410 92 50000 SH SHARED 01 50000 D INKINE PHARMACEUTICALS INC COM 45721410 68 37092 SH SHARED 02 37092 D INKTOMI CORP COM 45727710 14 4156 SH SHARED 4156 D INKTOMI CORP COM 45727710 217 63000 SH SHARED 63000 D INKTOMI CORP COM 45727710 2212 641366 SH SHARED 01 641366 D INKTOMI CORP COM 45727710 746 216360 SH SHARED 02 203340 13020 D INKTOMI CORP COM 45727710 43 12556 SH SHARED 10 12556 D INNKEEPERS USA TR COM 4576J010 7 666 SH SHARED 666 D INNKEEPERS USA TR COM 4576J010 616 54350 SH SHARED 01 54350 D INNKEEPERS USA TR COM 4576J010 594 52400 SH SHARED 02 24900 27500 D INNKEEPERS USA TR COM 4576J010 136 12000 SH SHARED 10 12000 D INNOVATIVE GAMING CORP AMER COM 45764F10 0 775 SH SHARED 775 D INNOVATIVE GAMING CORP AMER COM 45764F10 0 2000 SH SHARED 02 2000 D INNODATA CORP ST 45764220 1 735 SH SHARED 735 D INNOVEX INC COM 45764710 36 8500 SH SHARED 8500 D INSIGHT ENTERPRISES INC COM 45765U10 0 27 SH SHARED 27 D INSIGHT ENTERPRISES INC COM 45765U10 474 20970 SH SHARED 20970 D INSIGHT ENTERPRISES INC COM 45765U10 1733 76585 SH SHARED 01 76585 D INSIGHT ENTERPRISES INC COM 45765U10 1085 47967 SH SHARED 02 47967 D INSIGNIA SYS INC COM 45765Y10 0 84 SH SHARED 84 D INPUT/OUTPUT INC COM 45765210 11 1256 SH SHARED 1256 D INPUT/OUTPUT INC COM 45765210 985 108280 SH SHARED 01 108280 D INPUT/OUTPUT INC COM 45765210 743 81700 SH SHARED 02 75700 6000 D INPUT/OUTPUT INC COM 45765210 75 8271 SH SHARED 10 8271 D INSIGNIA SOLUTIONS PLC SPONSORED ADR 45766J10 0 182 SH SHARED 182 D INSITUFORM TECHNOLOGIES INC CL A 45766710 16 648 SH SHARED 648 D INSITUFORM TECHNOLOGIES INC CL A 45766710 1801 71290 SH SHARED 01 71290 D INSITUFORM TECHNOLOGIES INC CL A 45766710 791 31317 SH SHARED 02 26817 4500 D INSMED INC 511 45766920 2 912 SH SHARED 912 D INSMED INC 620 45766920 98 35100 SH SHARED 01 35100 D INSMED INC 620 45766920 3 1250 SH SHR/OTHR 01 1250 D INSMED INC 10036 45766920 100 35820 SH SHARED 02 35570 250 D INSIGNIA FINL GROUP INC NEW COM 45767A10 214 18710 SH SHARED 18710 D INSIGNIA FINL GROUP INC NEW COM 45767A10 620 54216 SH SHARED 01 54216 D INSIGNIA FINL GROUP INC NEW COM 45767A10 249 21778 SH SHARED 02 21778 D INNOTRAC CORP COM 45767M10 33 7666 SH SHARED 7666 D INSIGHT COMMUNICATIONS INC CL A 45768V10 10 509 SH SHARED 509 D INSIGHT COMMUNICATIONS INC CL A 45768V10 1795 85691 SH SHARED 85691 D INSIGHT COMMUNICATIONS INC CL A 45768V10 680 32500 SH SHARED 01 32500 D INSIGHT COMMUNICATIONS INC CL A 45768V10 18 900 SH SHARED 02 900 D INNOVEDA INC COM 45769F10 8 4391 SH SHARED 4391 D INNOVEDA INC COM 45769F10 0 10 SH SHARED 02 10 D INSILICON CORP COM 45769H10 0 12 SH SHARED 12 D INSILICON CORP COM 45769H10 2 1000 SH SHARED 02 1000 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 2 212 SH SHARED 212 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 202 20500 SH SHARED 01 20500 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 85 8663 SH SHARED 02 8663 D INRANGE TECHNOLOGIES CORP CL B 45769V20 561 69461 SH SHARED 69461 D INRANGE TECHNOLOGIES CORP CL B 45769V20 113 14100 SH SHARED 01 14100 D INRANGE TECHNOLOGIES CORP CL B 45769V20 61 7645 SH SHARED 02 7645 D INSIGHTFUL CORP COM 45770X10 5 1703 SH SHARED 1703 D INSIGHTFUL CORP COM 45770X10 48 16300 SH SHARED 16300 D INSPIRE PHARMACEUTICALS INC COM 45773310 0 418 SH SHARED 418 D INSPIRE PHARMACEUTICALS INC COM 45773310 46 23100 SH SHARED 01 23100 D INSPIRE PHARMACEUTICALS INC COM 45773310 112 56134 SH SHARED 02 53134 3000 D INSTINET GROUP INC COM 45775010 211 32485 SH SHARED 32485 D INSTINET GROUP INC COM 45775010 295 45400 SH SHARED 01 45400 D INSTINET GROUP INC COM 45775010 26 4000 SH SHARED 02 3800 200 D INSURANCE AUTO AUCTIONS INC COM 45787510 4 268 SH SHARED 268 D INSURANCE AUTO AUCTIONS INC COM 45787510 424 25384 SH SHARED 01 25384 D INSURANCE AUTO AUCTIONS INC COM 45787510 219 13100 SH SHARED 02 13100 D INTEGRA LIFESCIENCES HLDGS C 511 45798520 725 25797 SH SHARED 25797 D INTEGRA LIFESCIENCES HLDGS C 620 45798520 5617 199700 SH SHARED 01 194500 5200 D INTEGRA LIFESCIENCES HLDGS C 10036 45798520 414 14750 SH SHARED 02 14500 250 D INSURED MUN INCOME FD COM 45809F10 13 1000 SH SHARED 02 1000 D INTASYS CORP ST 45809M20 13 9289 SH SHARED 9289 D INTEGRAL SYS INC MD COM 45810H10 5 294 SH SHARED 294 D INTEGRAL SYS INC MD COM 45810H10 5 258 SH SHARED 258 D INTEGRAL SYS INC MD COM 45810H10 374 18500 SH SHARED 01 18500 D INTEGRAL SYS INC MD COM 45810H10 202 9993 SH SHARED 02 9993 D INTEGRAMED AMER INC ST 45810N30 3 528 SH SHARED 528 D INTEGRATED ELECTRICAL SVC COM 45811E10 19 3914 SH SHARED 3914 D INTEGRATED ELECTRICAL SVC COM 45811E10 282 56545 SH SHARED 01 56545 D INTEGRATED ELECTRICAL SVC COM 45811E10 162 32500 SH SHARED 02 32500 D INTEGRATED ELECTRICAL SVC COM 45811E10 34 6897 SH SHARED 10 6897 D INTEGRATED CIRCUIT SYS INC COM 45811K20 14 720 SH SHARED 720 D INTEGRATED CIRCUIT SYS INC COM 45811K20 3266 160130 SH SHARED 160130 D INTEGRATED CIRCUIT SYS INC COM 45811K20 4039 198000 SH SHARED 01 198000 D INTEGRATED CIRCUIT SYS INC COM 45811K20 862 42269 SH SHARED 02 38840 3429 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 62 1891 SH SHARED 1891 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 6850 206079 SH SHARED 206079 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 7093 213405 SH SHARED 01 213405 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2713 81631 SH SHARED 02 81631 D INTEGRATED PROCESS EQUIP COR NOTE 6.250% 9/1 45812KAD 67 122000 PRN SHARED 02 2000 120000 D INTEGRATED SILICON SOLUTION COM 45812P10 2 171 SH SHARED 171 D INTEGRATED SILICON SOLUTION COM 45812P10 288 22428 SH SHARED 22428 D INTEGRATED SILICON SOLUTION COM 45812P10 892 69370 SH SHARED 01 69370 D INTEGRATED SILICON SOLUTION COM 45812P10 384 29928 SH SHARED 02 29928 D INTEGRATED SILICON SOLUTION COM 45812P10 71 5530 SH SHARED 10 5530 D INTEGRA BK CORP COM 45814P10 4 222 SH SHARED 222 D INTEGRA BK CORP COM 45814P10 9 470 SH SHARED 470 D INTEGRA BK CORP COM 45814P10 608 31222 SH SHARED 01 31222 D INTEGRA BK CORP COM 45814P10 363 18643 SH SHARED 02 18643 D INTEGRA BK CORP COM 45814P10 55 2821 SH SHARED 10 2821 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 16 11162 SH SHARED 11162 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 16 11238 SH SHARED 11238 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 107 70984 SH SHARED 01 70984 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 79 52700 SH SHARED 02 52700 D INTEL CORP COM 45814010 24 800 SH SHARED 800 D INTEL CORP COM 45814010 749855 24658183 SH SHARED 21924247 2733936 D INTEL CORP COM 45814010 1486411 48879021 SH SHARED 01 48478910 400111 D INTEL CORP COM 45814010 19401 637984 SH SHR/OTHR 01 449839 188145 D INTEL CORP COM 45814010 165082 5428544 SH SHARED 02 5211323 217221 D INTEL CORP COM 45814010 66041 2171700 SH SHARED 03 255500 1916200 D INTEL CORP COM 45814010 83299 2739200 SH SHARED 04 2739200 D INTEL CORP COM 45814010 18246 600000 SH SHARED 05 600000 D INTEL CORP COM 45814010 174218 5728981 SH SHARED 06 5728981 D INTEL CORP COM 45814010 28619 941130 SH SHARED 07 941130 D INTEL CORP COM 45814010 17493 575260 SH SHARED 08 575260 D INTEL CORP COM 45814010 10800 355170 SH SHARED 09 355170 D INTEL CORP COM 45814010 3508 115376 SH SHARED 10 115376 D INTEL CORP COM 45814010 3756 123520 SH SHARED 11 123520 D INTEL CORP COM 45814010 3297 108420 SH SHARED 12 108420 D INTELLICORP INC COM 45815310 0 884 SH SHARED 884 D INTEGRATED INFORMATION SYS I COM 45817B10 0 781 SH SHARED 781 D INTEGRATED TELECOM EXPRESS I COM 45817U10 0 40 SH SHARED 40 D INTEGRATED TELECOM EXPRESS I COM 45817U10 185 119900 SH SHARED 02 20000 99900 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 943 33984 SH SHARED 33984 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 0 20 SH SHARED 01 20 D INTEGRATED DEFENSE TECHNOLOG COM 45819B10 693 25000 SH SHARED 04 25000 D INTER TEL INC COM 45837210 1 56 SH SHARED 56 D INTER TEL INC COM 45837210 1349 73074 SH SHARED 73074 D INTER TEL INC COM 45837210 1128 61089 SH SHARED 01 61089 D INTER TEL INC COM 45837210 371 20092 SH SHARED 02 20092 D INTERACTIVE INTELLIGENCE INC COM 45839M10 4 823 SH SHARED 823 D INTERACTIVE INTELLIGENCE INC COM 45839M10 1 202 SH SHARED 202 D INTERACTIVE INTELLIGENCE INC COM 45839M10 47 8600 SH SHARED 01 8600 D INTERACTIVE INTELLIGENCE INC COM 45839M10 33 6087 SH SHARED 02 6087 D INTERACTIVE SYS WORLDWIDE IN COM 45840F10 2 545 SH SHARED 545 D INTERACTIVE DATA CORP COM 45840J10 1018 58054 SH SHARED 58054 D INTERACTIVE DATA CORP COM 45840J10 1523 86820 SH SHARED 01 86820 D INTERACTIVE DATA CORP COM 45840J10 756 43130 SH SHARED 02 43130 D INTERACTIVE DATA CORP COM 45840J10 138 7892 SH SHARED 10 7892 D INTERCHANGE FINL SVCS S B N COM 45844710 608 25000 SH SHARED 25000 D INTERCEPT INC COM 45845L10 1 45 SH SHARED 45 D INTERCEPT INC COM 45845L10 931 25699 SH SHARED 25699 D INTERCEPT INC COM 45845L10 15190 419052 SH SHARED 01 417632 1420 D INTERCEPT INC COM 45845L10 667 18425 SH SHARED 02 18425 D INTERCEPT INC COM 45845L10 3088 85200 SH SHARED 06 85200 D INTERCEPT INC COM 45845L10 1547 42700 SH SHARED 10 42700 D INTERDENT INC ST 45865R20 5 14231 SH SHARED 14231 D INTERDIGITAL COMMUNICATIONS COM 45866A10 278 28989 SH SHARED 28989 D INTERDIGITAL COMMUNICATIONS COM 45866A10 1197 124910 SH SHARED 01 124910 D INTERDIGITAL COMMUNICATIONS COM 45866A10 573 59829 SH SHARED 02 59829 D INTEREP NATL RADIO SALES INC COM 45866V10 0 215 SH SHARED 215 D INTERFACE INC CL A 45866510 8 1280 SH SHARED 1280 D INTERFACE INC CL A 45866510 798 125672 SH SHARED 01 125672 D INTERFACE INC CL A 45866510 430 67800 SH SHARED 02 66000 1800 D INTERFACE INC CL A 45866510 54 8547 SH SHARED 10 8547 D INTERGRAPH CORP COM 45868310 23 1306 SH SHARED 1306 D INTERGRAPH CORP COM 45868310 2156 122479 SH SHARED 01 122479 D INTERGRAPH CORP COM 45868310 1069 60738 SH SHARED 02 54438 6300 D INTERGROUP CORP COM 45868510 0 13 SH SHARED 13 D INTERLAND INC COM 45872710 20 8012 SH SHARED 8012 D INTERLAND INC COM 45872710 3 1220 SH SHARED 1220 D INTERLAND INC COM 45872710 242 94771 SH SHARED 01 94771 D INTERLAND INC COM 45872710 148 58000 SH SHARED 02 58000 D INTERLIANT INC COM 45874210 100 386860 SH SHARED 386860 D INTERLINK ELECTRS COM 45875110 5 839 SH SHARED 839 D INTERLINQ SOFTWARE CORP COM 45875310 0 28 SH SHARED 28 D INTERMAGNETICS GEN CORP COM 45877110 11 422 SH SHARED 422 D INTERMAGNETICS GEN CORP COM 45877110 1421 52156 SH SHARED 01 52156 D INTERMAGNETICS GEN CORP COM 45877110 40 1500 SH SHR/OTHR 01 1500 D INTERMAGNETICS GEN CORP COM 45877110 411 15100 SH SHARED 02 15100 D INTERMET CORP COM 45881K10 2 313 SH SHARED 313 D INTERMUNE INC NOTE 5.750% 7/1 45884XAA 4152 4000000 PRN SHARED 4000000 D 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46459210 387 21000 SH SHARED 02 21000 D ISLE OF CAPRI CASINOS INC COM 46459210 59 3200 SH SHARED 10 3200 D ISOLYSER INC COM 46488810 7 2490 SH SHARED 2490 D ISOLYSER INC COM 46488810 13 4700 SH SHARED 4700 D ISOMET CORP COM 46489310 0 125 SH SHARED 125 D ISONICS CORP COM 46489510 2 1922 SH SHARED 1922 D ISPAT INTL N V NY REG SH CL A 46489910 1 1000 SH SHARED 1000 D ISRAMCO INC ST 46514140 0 229 SH SHARED 229 D ITALY FD INC COM 46539510 135 19700 SH SHARED 19700 D ITALY FD INC COM 46539510 2444 355250 SH SHARED 02 355250 D I3 MOBILE INC COM 46571310 5 3275 SH SHARED 02 2050 1225 D ITO YOKADO LTD ADR NEW 46571430 0 11 SH SHARED 11 D ITO YOKADO LTD ADR NEW 46571430 90 2300 SH SHARED 2300 D ITRON INC COM 46574110 802 26971 SH SHARED 26971 D ITRON INC COM 46574110 12462 418900 SH SHARED 01 418900 D ITRON INC COM 46574110 464 15615 SH SHARED 02 15615 D ITRON INC COM 46574110 4563 153400 SH SHARED 06 153400 D I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF 4740 6450000 PRN SHARED 02 6450000 D I2 TECHNOLOGIES INC COM 46575410 50 10036 SH SHARED 10036 D I2 TECHNOLOGIES INC COM 46575410 5173 1022345 SH SHARED 1022345 D I2 TECHNOLOGIES INC COM 46575410 2829 559263 SH SHARED 01 559263 D I2 TECHNOLOGIES INC COM 46575410 8 1600 SH SHR/OTHR 01 500 1100 D I2 TECHNOLOGIES INC COM 46575410 1536 303634 SH SHARED 02 289552 14082 D I2 TECHNOLOGIES INC COM 46575410 69 13700 SH SHARED 03 13700 D I2 TECHNOLOGIES INC COM 46575410 1937 383000 SH SHARED 04 383000 D IVAX CORP NOTE 5.500% 5/1 465823AD 2237 2500000 PRN SHARED 01 2500000 D IVAX CORP NOTE 4.500% 5/1 465823AG 1604 2000000 PRN SHARED 01 2000000 D IVAX CORP COM 46582310 12862 801373 SH SHARED 801373 D IVAX CORP COM 46582310 5344 332992 SH SHARED 01 332992 D IVAX CORP COM 46582310 2328 145077 SH SHARED 02 127127 17950 D IVAX CORP COM 46582310 59674 3718025 SH SHARED 04 3718025 D IVAX CORP COM 46582310 481 30000 SH SHARED 07 30000 D IVEX PACKAGING CORP DEL COM 46585510 840 36652 SH SHARED 36652 D IVEX PACKAGING CORP DEL COM 46585510 2335 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LIBERTY MEDIA CORP NEW COM SER A 53071810 420 33305 SH SHARED 06 33305 D LIBERTY MEDIA CORP NEW COM SER A 53071810 635 50264 SH SHARED 08 50264 D LIBERTY MEDIA CORP NEW COM SER B 53071820 33 2500 SH SHARED 2500 D LIBERTY MEDIA CORP NEW COM SER B 53071820 201 15000 SH SHARED 02 15000 D LIBERTY PPTY TR SH BEN INT 53117210 48 1500 SH SHARED 1500 D LIBERTY PPTY TR SH BEN INT 53117210 3653 113300 SH SHARED 01 113100 200 D LIBERTY PPTY TR SH BEN INT 53117210 245 7600 SH SHARED 02 6600 1000 D LIBERTY PPTY TR SH BEN INT 53117210 409 12705 SH SHARED 10 12705 D LIEBERT CORP SDCV 8.000%11/1 531735AA 767 180000 PRN SHARED 01 180000 D LIFEWAY FOODS INC COM 53191410 3 421 SH SHARED 421 D LIFECELL CORP COM 53192710 4 1300 SH SHARED 1300 D LIFECORE BIOMEDICAL INC COM 53218710 0 60 SH SHARED 60 D LIFEPOINT HOSPITALS INC COM 53219L10 4 130 SH SHARED 130 D LIFEPOINT HOSPITALS INC COM 53219L10 3650 98772 SH SHARED 98772 D LIFEPOINT HOSPITALS INC COM 53219L10 5683 153763 SH SHARED 01 153763 D LIFEPOINT 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53567810 101 2291 SH SHARED 09 2291 D LINENS N THINGS INC COM 53567910 705 23104 SH SHARED 23104 D LINENS N THINGS INC COM 53567910 2471 80952 SH SHARED 01 80952 D LINENS N THINGS INC COM 53567910 1221 39995 SH SHARED 02 39995 D LIONS GATE ENTMNT CORP ST 53591920 1 558 SH SHARED 558 D LION BIOSCIENCE AKTIENGESELL SPONSORED ADR 53619110 1 114 SH SHARED 114 D LION BIOSCIENCE AKTIENGESELL SPONSORED ADR 53619110 33 3200 SH SHARED 3200 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 0 190 SH SHARED 190 D LIQUID AUDIO INC COM 53631T10 0 36 SH SHARED 36 D LIQUID AUDIO INC COM 53631T90 2 1000 SH SHARED 02 1000 D LIQUI BOX CORP COM 53631410 213 3204 SH SHARED 3204 D LIQUI BOX CORP COM 53631410 352 5300 SH SHARED 01 5300 D LIQUI BOX CORP COM 53631410 399 6000 SH SHARED 02 6000 D LITHIA MTRS INC CL A 53679710 4 172 SH SHARED 172 D LITHIA MTRS INC CL A 53679710 333 13490 SH SHARED 01 13490 D LITHIA MTRS INC CL A 53679710 174 7063 SH SHARED 02 7063 D LITTELFUSE INC COM 53700810 1247 50371 SH SHARED 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53955310 68 4362 SH SHARED 10 4362 D LOCKHEED MARTIN CORP COM 53983010 121977 2118400 SH SHARED 2116800 1600 D LOCKHEED MARTIN CORP COM 53983010 167986 2917440 SH SHARED 01 2911042 6398 D LOCKHEED MARTIN CORP COM 53983010 343 5972 SH SHR/OTHR 01 900 5072 D LOCKHEED MARTIN CORP COM 53983010 15359 266757 SH SHARED 02 262529 4228 D LOCKHEED MARTIN CORP COM 53983010 1710 29700 SH SHARED 03 29700 D LOCKHEED MARTIN CORP COM 53983010 467 8122 SH SHARED 06 8122 D LOCKHEED MARTIN CORP COM 53983010 197 3422 SH SHARED 09 3422 D LODGIAN INC COM 54021P10 0 7000 SH SHARED 02 7000 D LODGENET ENTMT CORP COM 54021110 0 2 SH SHARED 2 D LODGENET ENTMT CORP COM 54021110 4 264 SH SHARED 264 D LODGENET ENTMT CORP COM 54021110 648 37907 SH SHARED 01 37907 D LODGENET ENTMT CORP COM 54021110 170 9964 SH SHARED 02 9964 D LOEWS CORP COM 54042410 27189 464150 SH SHARED 464150 D LOEWS CORP COM 54042410 68858 1175466 SH SHARED 01 1174466 1000 D LOEWS CORP COM 54042410 7124 121621 SH SHARED 02 119567 2054 D LOEWS 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SHARED 02 30634 D MAGELLAN PETE CORP COM 55909130 4 5055 SH SHARED 5055 D MAGIC SOFTWARE ENTERPRISES L ORD 55916610 0 155 SH SHARED 155 D MAGMA DESIGN AUTOMATION COM 55918110 10 545 SH SHARED 545 D MAGMA DESIGN AUTOMATION COM 55918110 5 273 SH SHARED 273 D MAGNA ENTMT CORP CL A 55921110 143 17678 SH SHARED 17678 D MAGNA ENTMT CORP CL A 55921110 391 48300 SH SHARED 01 48300 D MAGNA ENTMT CORP CL A 55921110 198 24561 SH SHARED 02 24561 D MAGNA INTL INC CL A 55922240 10346 140774 SH SHARED 140774 D MAGNA INTL INC CL A 55922240 611 8317 SH SHARED 02 8317 D MAGNETEK INC COM 55942410 268 22962 SH SHARED 22962 D MAGNETEK INC COM 55942410 507 43345 SH SHARED 01 40220 3125 D MAGNETEK INC COM 55942410 59 5057 SH SHR/OTHR 01 5057 D MAGNETEK INC COM 55942410 256 21900 SH SHARED 02 21900 D MAGNETEK INC COM 55942410 57 4930 SH SHARED 10 4930 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 1489 190711 SH SHARED 190711 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 749 96008 SH SHARED 01 96008 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F20 2097 268581 SH SHARED 02 105131 163450 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 845 48400 SH SHARED 48400 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 150 8600 SH SHARED 01 8600 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 8403 481000 SH SHARED 04 481000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 469 26900 SH SHARED 05 26900 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 2393 137000 SH SHARED 07 137000 D MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1018 58306 SH SHARED 10 58306 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 519 87250 SH SHARED 06 87250 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 419 70475 SH SHARED 09 70475 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 1439 241860 SH SHARED 10 241860 D MAIL-WELL INC COM 56032120 5 884 SH SHARED 884 D MAIL-WELL INC COM 56032120 443 70694 SH SHARED 01 70694 D MAIL-WELL INC COM 56032120 202 32300 SH SHARED 02 32300 D MAIN STR BKS INC NEW COM 56034R10 1 80 SH SHARED 80 D MAIN STR BKS INC NEW COM 56034R10 4 252 SH SHARED 252 D MAIN STR BKS INC NEW COM 56034R10 258 13800 SH SHARED 01 13800 D MAIN STR BKS INC NEW COM 56034R10 191 10194 SH SHARED 02 10194 D MALAYSIA FD INC COM 56090510 25 5100 SH SHARED 5100 D MALAYSIA FD INC COM 56090510 31 6450 SH SHARED 02 6450 D MALLON RES CORP ST 56124020 3 3959 SH SHARED 3959 D MALLON RES CORP 620 56124020 55 59000 SH SHR/OTHR 01 59000 D MANAGED HIGH INCOME PORTFOLI COM 56166C10 183 25000 SH SHARED 25000 D MANAGEMENT NETWORK GROUP INC COM 56169310 1 270 SH SHARED 270 D MANAGEMENT NETWORK GROUP INC COM 56169310 69 12700 SH SHARED 01 12700 D MANAGEMENT NETWORK GROUP INC COM 56169310 54 9978 SH SHARED 02 9978 D MANATRON INC COM 56204810 4 1169 SH SHARED 1169 D MANCHESTER TECHNOLOGIES INC COM 56239810 0 250 SH SHARED 250 D MANDALAY RESORT GROUP COM 56256710 10647 346808 SH SHARED 346808 D MANDALAY RESORT GROUP COM 56256710 3446 112268 SH SHARED 01 112268 D MANDALAY RESORT GROUP COM 56256710 4451 145000 SH SHARED 02 145000 D MANHATTAN ASSOCS INC COM 56275010 18 484 SH SHARED 484 D MANHATTAN ASSOCS INC COM 56275010 1173 30800 SH SHARED 01 30800 D MANHATTAN ASSOCS INC COM 56275010 747 19616 SH SHARED 02 19616 D MANITOWOC INC COM 56357110 617 15626 SH SHARED 15626 D MANITOWOC INC COM 56357110 4802 121579 SH SHARED 01 121579 D MANITOWOC INC COM 56357110 1286 32572 SH SHARED 02 32572 D MANITOWOC INC COM 56357110 79 2000 SH SHARED 10 2000 D MANNATECH INC COM 56377110 46 17031 SH SHARED 17031 D MANOR CARE INC NEW COM 56405510 7353 315592 SH SHARED 315592 D MANOR CARE INC NEW COM 56405510 15524 666282 SH SHARED 01 666282 D MANOR CARE INC NEW COM 56405510 1389 59634 SH SHARED 02 59634 D MANPOWER INC COM 56418H10 4943 127157 SH SHARED 127157 D MANPOWER INC COM 56418H10 6696 172227 SH SHARED 01 172227 D MANPOWER INC COM 56418H10 1619 41642 SH SHARED 02 41642 D MANPOWER INC COM 56418H10 171 4400 SH SHARED 03 4400 D MANTECH INTL CORP CL A 56456310 239 12900 SH SHARED 12900 D MANUFACTURED HOME CMNTYS INC COM 56468210 534 16190 SH SHARED 16190 D MANUFACTURED HOME CMNTYS INC COM 56468210 1156 35050 SH SHARED 01 35050 D MANUFACTURED HOME CMNTYS INC COM 56468210 610 18506 SH SHARED 02 17164 1342 D MANUFACTURED HOME CMNTYS INC COM 56468210 121 3669 SH SHARED 10 3669 D MANUFACTURERS SVCS LTD COM 56500510 2 442 SH SHARED 442 D MANUFACTURERS SVCS LTD COM 56500510 147 28125 SH SHARED 01 28125 D MANUFACTURERS SVCS LTD COM 56500510 88 16784 SH SHARED 02 16784 D MANULIFE FINL CORP COM 56501R10 2582 94062 SH SHARED 94062 D MANULIFE FINL CORP COM 56501R10 90 3300 SH SHARED 01 3300 D MANULIFE FINL CORP COM 56501R10 59 2180 SH SHARED 02 2180 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 214 250000 PRN SHARED 250000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 1714 2000000 PRN SHARED 02 2000000 D MANUGISTICS GROUP INC COM 56501110 1084 50487 SH SHARED 50487 D MANUGISTICS GROUP INC COM 56501110 3112 144900 SH SHARED 01 144900 D MANUGISTICS GROUP INC COM 56501110 3741 174202 SH SHARED 02 173202 1000 D MANUGISTICS GROUP INC COM 56501110 10 500 SH SHARED 04 500 D MANUGISTICS GROUP INC COM 56501110 1632 76000 SH SHARED 07 76000 D MAPINFO CORP COM 56510510 4 420 SH SHARED 420 D MAPINFO CORP COM 56510510 351 35117 SH SHARED 01 35117 D MAPINFO CORP COM 56510510 146 14685 SH SHARED 02 14685 D MARATHON OIL CORP COM 56584910 54 1900 SH SHARED 1900 D MARATHON OIL CORP COM 56584910 126853 4404635 SH SHARED 4404635 D MARATHON OIL CORP COM 56584910 59318 2059682 SH SHARED 01 2059682 D MARATHON OIL CORP COM 56584910 149 5200 SH SHR/OTHR 01 5200 D MARATHON OIL CORP COM 56584910 5569 193379 SH SHARED 02 186579 6800 D MARATHON OIL CORP COM 56584910 610 21200 SH SHARED 03 21200 D MARATHON OIL CORP COM 56584910 213 7400 SH SHARED 06 7400 D MARATHON OIL CORP COM 56584910 89 3121 SH SHARED 09 3121 D MARCONI PLC SPONSORED ADR 56630620 0 2140 SH SHARED 2140 D MARCONI PLC SPONSORED ADR 56630620 1 5291 SH SHARED 5291 D MARCONI PLC SPONSORED ADR 56630620 2 12000 SH SHARED 02 12000 D MARCUS CORP COM 56633010 72 4470 SH SHARED 4470 D MARCUS CORP COM 56633010 1054 65387 SH SHARED 01 65387 D MARCUS CORP COM 56633010 302 18788 SH SHARED 02 18788 D MARIMBA INC COM 56781Q10 682 216600 SH SHARED 02 216600 D MARINEMAX INC COM 56790810 72 6000 SH SHARED 02 6000 D MARINE PRODS CORP COM 56842710 7 960 SH SHARED 01 960 D MARITRANS INC COM 57036310 114 8500 SH SHARED 8500 D MARKEL CORP COM 57053510 223 1100 SH SHARED 1100 D MARKEL CORP COM 57053510 2000 9830 SH SHARED 01 9830 D MARKEL CORP COM 57053510 40 200 SH SHARED 02 200 D MARKETWATCH COM INC COM 57061910 0 92 SH SHARED 92 D MARSH & MCLENNAN COS INC COM 57174810 84239 747200 SH SHARED 747200 D MARSH & MCLENNAN COS INC COM 57174810 230330 2043024 SH SHARED 01 2035149 2300 5575 D MARSH & MCLENNAN COS INC COM 57174810 1487 13190 SH SHR/OTHR 01 10600 2590 D MARSH & MCLENNAN COS INC COM 57174810 16692 148060 SH SHARED 02 143947 4113 D MARSH & MCLENNAN COS INC COM 57174810 31172 276500 SH SHARED 03 57300 219200 D MARSH & MCLENNAN COS INC COM 57174810 2818 25000 SH SHARED 04 25000 D MARSH & MCLENNAN COS INC COM 57174810 71420 633500 SH SHARED 05 633500 D MARSH & MCLENNAN COS INC COM 57174810 128619 1140855 SH SHARED 06 1140855 D MARSH & MCLENNAN COS INC COM 57174810 1493 13251 SH SHARED 07 13251 D MARSH & MCLENNAN COS INC COM 57174810 4281 37977 SH SHARED 08 37977 D MARSH & MCLENNAN COS INC COM 57174810 6663 59105 SH SHARED 09 59105 D MARSH & MCLENNAN COS INC COM 57174810 2886 25600 SH SHARED 10 25600 D MARSH & MCLENNAN COS INC COM 57174810 3237 28720 SH SHARED 11 28720 D MARSH & MCLENNAN COS INC COM 57174810 1509 13390 SH SHARED 12 13390 D MARSHALL & ILSLEY CORP COM 57183410 29771 478334 SH SHARED 478334 D MARSHALL & ILSLEY CORP COM 57183410 40922 657501 SH SHARED 01 657501 D MARSHALL & ILSLEY CORP COM 57183410 4267 68563 SH SHARED 02 68563 D MARSHALL & ILSLEY CORP COM 57183410 31 500 SH SHARED 09 500 D MARRIOTT INTL INC NEW CL A 57190320 25321 563328 SH SHARED 563328 D MARRIOTT INTL INC NEW CL A 57190320 141189 3141024 SH SHARED 01 1565712 1575312 D MARRIOTT INTL INC NEW CL A 57190320 2126 47315 SH SHR/OTHR 01 47315 D MARRIOTT INTL INC NEW CL A 57190320 6260 139282 SH SHARED 02 139194 88 D MARRIOTT INTL INC NEW CL A 57190320 12819 285200 SH SHARED 03 70700 214500 D MARRIOTT INTL INC NEW CL A 57190320 24834 552500 SH SHARED 04 552500 D MARRIOTT INTL INC NEW CL A 57190320 1081 24049 SH SHARED 06 24049 D MARRIOTT INTL INC NEW CL A 57190320 126 2811 SH SHARED 09 2811 D MARTEK BIOSCIENCES CORP COM 57290110 12 403 SH SHARED 403 D MARTEK BIOSCIENCES CORP COM 57290110 368 11700 SH SHARED 11700 D MARTEK BIOSCIENCES CORP COM 57290110 1206 38332 SH SHARED 01 38332 D MARTEK BIOSCIENCES CORP COM 57290110 534 16974 SH SHARED 02 16974 D MARTHA STEWART LIVING OMNIME CL A 57308310 1628 90994 SH SHARED 90994 D MARTHA STEWART LIVING OMNIME CL A 57308310 313 17491 SH SHARED 01 17491 D MARTHA STEWART LIVING OMNIME CL A 57308310 209 11713 SH SHARED 02 11713 D MARTIN MARIETTA MATLS INC COM 57328410 5736 135869 SH SHARED 135869 D MARTIN MARIETTA MATLS INC COM 57328410 4304 101951 SH SHARED 01 101891 60 D MARTIN MARIETTA MATLS INC COM 57328410 26 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 1145 27134 SH SHARED 02 27134 D MARVEL ENTERPRISES INC COM 57383M10 37 4500 SH SHR/OTHR 01 4500 D MASCO CORP NOTE 7/2 574599AW 3609 9000000 PRN SHARED 9000000 D MASCO CORP COM 57459910 37390 1362121 SH SHARED 1362121 D MASCO CORP COM 57459910 89471 3259444 SH SHARED 01 3254644 4800 D MASCO CORP COM 57459910 452 16500 SH SHR/OTHR 01 3800 12700 D MASCO CORP COM 57459910 9074 330566 SH SHARED 02 328560 2006 D MASCO CORP COM 57459910 861 31400 SH SHARED 03 31400 D MASCO CORP COM 57459910 2061 75110 SH SHARED 05 75110 D MASCO CORP COM 57459910 309 11287 SH SHARED 06 11287 D MASCO CORP COM 57459910 67 2450 SH SHARED 07 2450 D MASCO CORP COM 57459910 96 3532 SH SHARED 09 3532 D MASISA S A SPONSORED ADR 57479910 396 34170 SH SHARED 34170 D MASISA S A SPONSORED ADR 57479910 13 1200 SH SHARED 01 1200 D MASONITE INTL CORP COM 57538410 8 600 SH SHARED 600 D MASSBANK CORP READ MASS COM 57615210 27 600 SH SHARED 600 D MASSBANK CORP READ MASS COM 57615210 24 532 SH SHARED 01 532 D MASSEY ENERGY CORP COM 57620610 992 58732 SH SHARED 58732 D MASSEY ENERGY CORP COM 57620610 1782 105488 SH SHARED 01 105488 D MASSEY ENERGY CORP COM 57620610 265 15690 SH SHARED 02 15690 D MASTEC INC COM 57632310 289 35972 SH SHARED 35972 D MASTEC INC COM 57632310 363 45180 SH SHARED 01 45180 D MASTEC INC COM 57632310 198 24700 SH SHARED 02 24700 D MATAV-CABLE SYS MEDIA LTD SPONSORED ADR 57656110 0 10 SH SHARED 10 D MATAV-CABLE SYS MEDIA LTD SPONSORED ADR 57656110 18 1600 SH SHARED 1600 D MATRIA HEALTHCARE INC 10036 57681720 128 5300 SH SHARED 5300 D MATRITECH INC COM 57681810 0 25 SH SHARED 25 D MATRIX BANCORP INC COM 57681910 0 22 SH SHARED 22 D MATRIX PHARMACEUTICAL INC COM 57684410 63 28693 SH SHARED 28693 D MATRIX PHARMACEUTICAL INC COM 57684410 1 652 SH SHARED 652 D MATRIX PHARMACEUTICAL INC COM 57684410 48 21900 SH SHARED 01 21900 D MATRIX PHARMACEUTICAL INC COM 57684410 62 28630 SH SHARED 02 28600 30 D MATRIXONE INC COM 57685P30 1485 166591 SH SHARED 166591 D MATRIXONE INC COM 57685P30 499 56000 SH SHARED 01 56000 D MATRIXONE INC COM 57685P30 325 36517 SH SHARED 02 36517 D MATRIXONE INC COM 57685P30 12 1400 SH SHARED 10 1400 D MATSUSHITA ELEC INDL ADR 57687920 2548 206334 SH SHARED 206334 D MATSUSHITA ELEC INDL ADR 57687920 66 5400 SH SHARED 01 5400 D MATTEL INC COM 57708110 321 15450 SH SHARED 15450 D MATTEL INC COM 57708110 35562 1706448 SH SHARED 1706448 D MATTEL INC COM 57708110 66943 3212243 SH SHARED 01 3212243 D MATTEL INC COM 57708110 53 2584 SH SHR/OTHR 01 2584 D MATTEL INC COM 57708110 10865 521363 SH SHARED 02 515466 5897 D MATTEL INC COM 57708110 612 29400 SH SHARED 03 29400 D MATTEL INC COM 57708110 38918 1867500 SH SHARED 04 1867500 D MATTEL INC COM 57708110 156 7500 SH SHARED 06 7500 D MATTEL INC COM 57708110 27 1300 SH SHARED 07 1300 D MATTEL INC COM 57708110 78 3788 SH SHARED 09 3788 D MATTHEWS INTL CORP CL A 57712810 7 283 SH SHARED 283 D MATTHEWS INTL CORP CL A 57712810 288 11487 SH SHARED 11487 D MATTHEWS INTL CORP CL A 57712810 1400 55800 SH SHARED 01 55800 D MATTHEWS INTL CORP CL A 57712810 823 32800 SH SHARED 02 32800 D MATTSON TECHNOLOGY INC COM 57722310 0 45 SH SHARED 45 D MATTSON TECHNOLOGY INC COM 57722310 82 11772 SH SHARED 11772 D MATTSON TECHNOLOGY INC COM 57722310 421 60200 SH SHARED 01 60200 D MATTSON TECHNOLOGY INC COM 57722310 253 36197 SH SHARED 02 36197 D MAUI LD & PINEAPPLE INC COM 57734510 0 22 SH SHARED 22 D MAUI LD & PINEAPPLE INC COM 57734510 16 800 SH SHARED 01 800 D MAUI LD & PINEAPPLE INC COM 57734510 42 2078 SH SHARED 02 2078 D MAXIM INTEGRATED PRODS INC COM 57772K10 78774 1414002 SH SHARED 1414002 D MAXIM INTEGRATED PRODS INC COM 57772K10 121172 2175054 SH SHARED 01 2175054 D MAXIM INTEGRATED PRODS INC COM 57772K10 12957 232595 SH SHARED 02 226995 5600 D MAXIM INTEGRATED PRODS INC COM 57772K10 1208 21700 SH SHARED 03 21700 D MAXIM INTEGRATED PRODS INC COM 57772K10 5571 100000 SH SHARED 04 100000 D MAXIM INTEGRATED PRODS INC COM 57772K10 541 9717 SH SHARED 06 9717 D MAXIM INTEGRATED PRODS INC COM 57772K10 154 2779 SH SHARED 09 2779 D MAXIM PHARMACEUTICALS INC COM 57772M10 464 87260 SH SHARED 2660 84600 D MAXIM PHARMACEUTICALS INC COM 57772M10 301 56731 SH SHARED 01 56731 D MAXIM PHARMACEUTICALS INC COM 57772M10 5 1000 SH SHR/OTHR 01 1000 D MAXIM PHARMACEUTICALS INC COM 57772M10 133 25000 SH SHARED 02 25000 D MAXIM PHARMACEUTICALS INC COM 57772M10 192 36200 SH SHARED 07 36200 D MAXTOR CORP 511 57772920 418 60180 SH SHARED 60180 D MAXTOR CORP 620 57772920 1570 225990 SH SHARED 01 225990 D MAXTOR CORP 10036 57772920 57 8300 SH SHARED 02 8300 D MAXWELL SHOE INC CL A 57776610 433 27100 SH SHARED 27100 D MAXWELL SHOE INC CL A 57776610 1 100 SH SHARED 02 100 D MAXWELL TECHNOLOGIES INC COM 57776710 15 1686 SH SHARED 1686 D MAXWELL TECHNOLOGIES INC COM 57776710 2 234 SH SHARED 234 D MAXWELL TECHNOLOGIES INC COM 57776710 244 26240 SH SHARED 01 26240 D MAXWELL TECHNOLOGIES INC COM 57776710 101 10900 SH SHARED 02 10900 D MAXYGEN INC COM 57777610 8 653 SH SHARED 653 D MAXYGEN INC COM 57777610 335 26770 SH SHARED 26770 D MAXYGEN INC COM 57777610 684 54700 SH SHARED 01 54700 D MAXYGEN INC COM 57777610 441 35300 SH SHARED 02 35300 D MAY & SPEH INC NOTE 5.250% 4/0 577777AA 112 110000 PRN SHARED 110000 D MAY DEPT STORES CO COM 57777810 28250 810630 SH SHARED 810630 D MAY DEPT STORES CO COM 57777810 78858 2262792 SH SHARED 01 2252392 10400 D MAY DEPT STORES CO COM 57777810 727 20884 SH SHR/OTHR 01 14620 6264 D MAY DEPT STORES CO COM 57777810 5855 168009 SH SHARED 02 166834 1175 D MAY DEPT STORES CO COM 57777810 697 20000 SH SHARED 03 20000 D MAY DEPT STORES CO COM 57777810 715 20530 SH SHARED 07 20530 D MAY DEPT STORES CO COM 57777810 76 2203 SH SHARED 09 2203 D MAXXAM INC COM 57791310 172 13000 SH SHARED 13000 D MAXXAM INC COM 57791310 0 10 SH SHARED 02 10 D MAVERICK TUBE CORP COM 57791410 574 35176 SH SHARED 35176 D MAVERICK TUBE CORP COM 57791410 1163 71283 SH SHARED 01 71283 D MAVERICK TUBE CORP COM 57791410 631 38700 SH SHARED 02 38200 500 D MAXIMUS INC COM 57793310 1041 33894 SH SHARED 33894 D MAXIMUS INC COM 57793310 679 22100 SH SHARED 01 22100 D MAXIMUS INC COM 57793310 535 17439 SH SHARED 02 17439 D MAYORS JEWELERS INC DEL COM 57846210 397 397400 SH SHARED 02 397400 D MAYTAG CORP COM 57859210 14124 319204 SH SHARED 319204 D MAYTAG CORP COM 57859210 42624 963275 SH SHARED 01 963275 D MAYTAG CORP COM 57859210 5649 127673 SH SHR/OTHR 01 127673 D MAYTAG CORP COM 57859210 2126 48052 SH SHARED 02 47952 100 D MAYTAG CORP COM 57859210 194 4400 SH SHARED 03 4400 D MAYTAG CORP COM 57859210 11 250 SH SHARED 07 250 D MAYTAG CORP COM 57859210 42 962 SH SHARED 09 962 D MAZEL STORES INC COM 57879210 1 350 SH SHARED 350 D MCAFEE COM CORP CL A 57906210 16 977 SH SHARED 977 D MCAFEE COM CORP CL A 57906210 3263 198118 SH SHARED 198118 D MCAFEE COM CORP CL A 57906210 1104 67041 SH SHARED 01 43915 23126 D MCAFEE COM CORP CL A 57906210 383 23280 SH SHARED 02 23280 D MCCLATCHY CO CL A 57948910 1466 24703 SH SHARED 24703 D MCCLATCHY CO CL A 57948910 1522 25638 SH SHARED 01 25638 D MCCLATCHY CO CL A 57948910 76 1289 SH SHARED 02 500 789 D MCCORMICK & CO INC COM VTG 57978010 26 512 SH SHARED 02 512 D MCCORMICK & CO INC COM NON VTG 57978020 6952 135982 SH SHARED 135982 D MCCORMICK & CO INC COM NON VTG 57978020 6299 123209 SH SHARED 01 123209 D MCCORMICK & CO INC COM NON VTG 57978020 3299 64524 SH SHARED 02 43536 20988 D MCDATA CORP CL B 58003110 2 228 SH SHARED 228 D MCDATA CORP CL B 58003110 3233 267238 SH SHARED 267238 D MCDATA CORP CL B 58003110 46 3824 SH SHARED 01 1774 2050 D MCDATA CORP CL B 58003110 18 1492 SH SHR/OTHR 01 1492 D MCDATA CORP CL B 58003110 21 1801 SH SHARED 02 1519 282 D MCDATA CORP CL A 58003120 0 55 SH SHARED 55 D MCDATA CORP CL A 58003120 12240 1031180 SH SHARED 1031099 81 D MCDATA CORP CL A 58003120 1990 167655 SH SHARED 01 163723 3932 D MCDATA CORP CL A 58003120 55 4654 SH SHR/OTHR 01 1582 3072 D MCDATA CORP CL A 58003120 1587 133709 SH SHARED 02 67598 66111 D MCDATA CORP CL A 58003120 1 146 SH SHARED 06 146 D MCDATA CORP CL A 58003120 178 15000 SH SHARED 07 15000 D MCDATA CORP CL A 58003120 3 331 SH SHARED 10 331 D MCDERMOTT INTL INC COM 58003710 7352 472812 SH SHARED 472812 D MCDERMOTT INTL INC COM 58003710 5826 374664 SH SHARED 01 374664 D MCDERMOTT INTL INC COM 58003710 1193 76722 SH SHARED 02 76722 D MCDONALDS CORP COM 58013510 159280 5739847 SH SHARED 5617017 122830 D MCDONALDS CORP COM 58013510 262940 9475342 SH SHARED 01 9432146 43196 D MCDONALDS CORP COM 58013510 6352 228923 SH SHR/OTHR 01 189957 38966 D MCDONALDS CORP COM 58013510 25402 915423 SH SHARED 02 873991 41432 D MCDONALDS CORP COM 58013510 12538 451820 SH SHARED 03 451820 D MCDONALDS CORP COM 58013510 4717 170000 SH SHARED 04 170000 D MCDONALDS CORP COM 58013510 0 29 SH SHARED 05 29 D MCDONALDS CORP COM 58013510 677 24419 SH SHARED 06 24419 D MCDONALDS CORP COM 58013510 4148 149500 SH SHARED 07 149500 D MCDONALDS CORP COM 58013510 303 10948 SH SHARED 09 10948 D MCG CAPITAL CORP COM 58047P10 7 368 SH SHARED 368 D MCGRATH RENTCORP COM 58058910 1 58 SH SHARED 58 D MCGRATH RENTCORP COM 58058910 128 4175 SH SHARED 4175 D MCGRATH RENTCORP COM 58058910 485 15800 SH SHARED 01 15800 D MCGRATH RENTCORP COM 58058910 184 6010 SH SHARED 02 6010 D MCGRAW HILL COS INC COM 58064510 31519 461830 SH SHARED 461830 D MCGRAW HILL COS INC COM 58064510 457198 6698884 SH SHARED 01 6156845 542039 D MCGRAW HILL COS INC COM 58064510 20790 304628 SH SHR/OTHR 01 169980 134648 D MCGRAW HILL COS INC COM 58064510 11474 168128 SH SHARED 02 159812 8316 D MCGRAW HILL COS INC COM 58064510 914 13400 SH SHARED 03 13400 D MCGRAW HILL COS INC COM 58064510 6367 93300 SH SHARED 04 93300 D MCGRAW HILL COS INC COM 58064510 153 2250 SH SHARED 07 2250 D MCGRAW HILL COS INC COM 58064510 103 1515 SH SHARED 09 1515 D MCKESSON CORP COM 58155Q10 54073 1444655 SH SHARED 1444655 D MCKESSON CORP COM 58155Q10 76158 2034697 SH SHARED 01 2034697 D MCKESSON CORP COM 58155Q10 29 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 6943 185506 SH SHARED 02 184156 1350 D MCKESSON CORP COM 58155Q10 774 20700 SH SHARED 03 20700 D MCKESSON CORP COM 58155Q10 54870 1465950 SH SHARED 04 1465950 D MCKESSON CORP COM 58155Q10 385 10301 SH SHARED 06 10301 D MCKESSON CORP COM 58155Q10 93 2511 SH SHARED 09 2511 D MCLAREN PERFORMANCE TECH INC COM 58175910 0 354 SH SHARED 354 D MCMORAN EXPLORATION CO COM 58241110 1 432 SH SHARED 432 D MCMORAN EXPLORATION CO COM 58241110 85 25840 SH SHARED 01 25840 D MCMORAN EXPLORATION CO COM 58241110 45 13900 SH SHARED 02 13900 D MCMORAN EXPLORATION CO COM 58241110 16 4860 SH SHARED 10 4860 D MEADE INSTRUMENTS CORP COM 58306210 0 8 SH SHARED 8 D MEADOW VY CORP COM 58318510 10 6285 SH SHARED 6285 D MEADOW VY CORP *W EXP 06/30/200 58318511 0 12558 SH SHARED 12558 D MEADWESTVACO CORP COM 58333410 15445 465926 SH SHARED 465926 D MEADWESTVACO CORP COM 58333410 45146 1361879 SH SHARED 01 1361879 D MEADWESTVACO CORP COM 58333410 66 2000 SH SHR/OTHR 01 2000 D MEADWESTVACO CORP COM 58333410 4238 127857 SH SHARED 02 127759 98 D MEADWESTVACO CORP COM 58333410 421 12700 SH SHARED 03 12700 D MEADWESTVACO CORP COM 58333410 33 1000 SH SHARED 07 1000 D MEADWESTVACO CORP COM 58333410 113 3417 SH SHARED 09 3417 D MEASUREMENT SPECIALTIES INC COM 58342110 0 52 SH SHARED 52 D MEASUREMENT SPECIALTIES INC COM 58342110 1483 213400 SH SHARED 01 213400 D MEASUREMENT SPECIALTIES INC COM 58342110 139 20000 SH SHARED 02 20000 D MEASUREMENT SPECIALTIES INC COM 58342110 847 122000 SH SHARED 06 122000 D MECHANICAL DYNAMICS INC COM 58352110 942 50000 SH SHARED 50000 D MECHANICAL DYNAMICS INC COM 58352110 252 13400 SH SHARED 13400 D MECHANICAL TECHNOLOGY INC COM 58353810 1 504 SH SHARED 504 D MECHANICAL TECHNOLOGY INC COM 58353810 196 56685 SH SHARED 01 56685 D MECHANICAL TECHNOLOGY INC COM 58353810 70 20400 SH SHARED 02 20400 D MEDAREX INC NOTE 4.500% 7/0 583916AA 13753 15900000 PRN SHARED 02 15900000 D MEDAREX INC COM 58391610 1 64 SH SHARED 64 D MEDAREX INC COM 58391610 1944 120557 SH SHARED 120557 D MEDAREX INC COM 58391610 1340 83100 SH SHARED 01 83100 D MEDAREX INC COM 58391610 105 6560 SH SHARED 02 6560 D MEDAREX INC COM 58391610 24714 1532300 SH SHARED 04 1532300 D MEDAREX INC COM 58391610 1612 100000 SH SHARED 07 100000 D MED-DESIGN CORP COM 58392610 3 230 SH SHARED 230 D MED-DESIGN CORP COM 58392610 432 30800 SH SHARED 01 30800 D MED-DESIGN CORP COM 58392610 117 8372 SH SHARED 02 8372 D MED-DESIGN CORP COM 58392690 1090 77640 SH SHARED 02 77640 D MEDALLION FINL CORP COM 58392810 0 35 SH SHARED 35 D MEDALLION FINL CORP COM 58392810 2 308 SH SHARED 308 D MEDALLION FINL CORP COM 58392810 261 33600 SH SHARED 01 33600 D MEDALLION FINL CORP COM 58392810 115 14800 SH SHARED 02 14800 D MEDAMICUS INC COM 58402710 18 1741 SH SHARED 1741 D MEDAMICUS INC COM 58402710 3 300 SH SHARED 02 300 D MEDCATH CORP COM 58404W10 0 56 SH SHARED 56 D MEDCATH CORP COM 58404W10 6 400 SH SHARED 400 D MEDCATH CORP COM 58404W10 565 32408 SH SHARED 02 24108 8300 D MEDFORD BANCORP INC COM 58413110 39 1578 SH SHARED 1578 D MEDFORD BANCORP INC COM 58413110 179 7100 SH SHARED 01 7100 D MEDFORD BANCORP INC COM 58413110 171 6789 SH SHARED 02 6789 D MEDI-HUT CO INC COM 58438C10 0 264 SH SHARED 264 D MEDI-HUT CO INC COM 58438C10 7 2000 SH SHARED 02 2000 D MEDIA 100 INC COM 58440W10 0 19 SH SHARED 01 19 D MEDIA GEN INC CL A 58440410 3137 49402 SH SHARED 49402 D MEDIA GEN INC CL A 58440410 3425 53945 SH SHARED 01 53945 D MEDIA GEN INC CL A 58440410 1737 27355 SH SHARED 02 27355 D MEDIA GEN INC CL A 58440410 141 2230 SH SHARED 10 2230 D MEDIALINK WORLDWIDE INC COM 58445P10 42 15572 SH SHARED 15572 D MEDIABAY INC COM 58446J10 0 68 SH SHARED 68 D MEDIABAY INC COM 58446J10 2 800 SH SHARED 02 800 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 794 800000 PRN SHARED 01 800000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1758 125483 SH SHARED 125483 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 409 29200 SH SHARED 01 29200 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 511 36516 SH SHARED 02 20530 15986 D MEDICAL ACTION INDS INC COM 58449L10 128 9900 SH SHARED 9900 D MEDICAL ACTION INDS INC COM 58449L10 41 3200 SH SHARED 02 3200 D MEDICINES CO COM 58468810 0 20 SH SHARED 20 D MEDICINES CO COM 58468810 7 496 SH SHARED 496 D MEDICINES CO COM 58468810 762 53500 SH SHARED 01 53500 D MEDICINES CO COM 58468810 352 24700 SH SHARED 02 24200 500 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 5544 99900 SH SHARED 99900 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 10604 191075 SH SHARED 01 191075 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 22 400 SH SHR/OTHR 01 400 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 271 4885 SH SHARED 02 4885 D MEDIMMUNE INC COM 58469910 27551 700521 SH SHARED 700521 D MEDIMMUNE INC COM 58469910 62793 1596590 SH SHARED 01 1579746 16844 D MEDIMMUNE INC COM 58469910 87 2219 SH SHR/OTHR 01 450 1769 D MEDIMMUNE INC COM 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700 800 D MERRILL LYNCH & CO INC COM 59018810 56728 1024352 SH SHARED 02 993798 30554 D MERRILL LYNCH & CO INC COM 59018810 36650 661800 SH SHARED 03 103000 558800 D MERRILL LYNCH & CO INC COM 59018810 15683 283200 SH SHARED 04 283200 D MERRILL LYNCH & CO INC COM 59018810 415 7500 SH SHARED 05 7500 D MERRILL LYNCH & CO INC COM 59018810 16532 298524 SH SHARED 06 298524 D MERRILL LYNCH & CO INC COM 59018810 1069 19308 SH SHARED 07 19308 D MERRILL LYNCH & CO INC COM 59018810 3301 59624 SH SHARED 08 59624 D MERRILL LYNCH & CO INC COM 59018810 373 6740 SH SHARED 09 6740 D MERRILL LYNCH & CO INC COM 59018810 736 13290 SH SHARED 12 13290 D MERRIMAC INDS INC COM 59026210 15 1230 SH SHARED 02 1230 D MERRY LAND PROPERTIES INC COM 59044110 1 246 SH SHARED 02 10 236 D MESA AIR GROUP INC COM 59047910 506 45217 SH SHARED 45217 D MESA AIR GROUP INC COM 59047910 623 55681 SH SHARED 01 55681 D MESA AIR GROUP INC COM 59047910 346 30921 SH SHARED 02 30921 D MESABA HLDGS INC COM 59066B10 2 240 SH SHARED 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CORP COM 59513710 1386 84972 SH SHARED 02 30772 54200 D MICROTUNE INC DEL COM 59514P10 10 725 SH SHARED 725 D MICROTUNE INC DEL COM 59514P10 499 34790 SH SHARED 34790 D MICROTUNE INC DEL COM 59514P10 1121 78030 SH SHARED 01 78030 D MICROTUNE INC DEL COM 59514P10 1 100 SH SHR/OTHR 01 100 D MICROTUNE INC DEL COM 59514P10 525 36600 SH SHARED 02 36600 D MICROWAVE FILTER CO INC COM 59517610 1 866 SH SHARED 866 D MID-AMER APT CMNTYS INC COM 59522J10 18 690 SH SHARED 690 D MID-AMER APT CMNTYS INC COM 59522J10 727 27820 SH SHARED 01 27820 D MID-AMER APT CMNTYS INC COM 59522J10 397 15200 SH SHARED 02 15200 D MID-AMER APT CMNTYS INC COM 59522J10 179 6881 SH SHARED 10 6881 D MID ATLANTIC MED SVCS INC COM 59523C10 2057 72200 SH SHARED 72200 D MID ATLANTIC MED SVCS INC COM 59523C10 7613 267130 SH SHARED 01 267130 D MID ATLANTIC MED SVCS INC COM 59523C10 1622 56924 SH SHARED 02 56924 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 165 10826 SH SHARED 10826 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 289 18900 SH SHARED 01 18900 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 254 16634 SH SHARED 02 14383 2251 D MID-ATLANTIC RLTY TR SH BEN INT 59523210 30 2000 SH SHARED 10 2000 D MID-STATE BANCSHARES COM 59544010 29 1650 SH SHARED 1650 D MID-STATE BANCSHARES COM 59544010 78 4433 SH SHARED 4433 D MID-STATE BANCSHARES COM 59544010 760 42990 SH SHARED 01 42990 D MID-STATE BANCSHARES COM 59544010 459 26000 SH SHARED 02 26000 D MID-STATE BANCSHARES COM 59544010 73 4182 SH SHARED 10 4182 D MIDAS GROUP INC COM 59562610 6 460 SH SHARED 460 D MIDAS GROUP INC COM 59562610 666 46711 SH SHARED 01 46711 D MIDAS GROUP INC COM 59562610 231 16249 SH SHARED 02 16249 D MIDCAP SPDR TR UNIT SER 1 59563510 9553 96700 SH SHARED 96700 D MIDCAP SPDR TR UNIT SER 1 59563510 19 200 SH SHARED 01 200 D MIDCAP SPDR TR UNIT SER 1 59563510 20479 207287 SH SHARED 02 82300 124987 D MIDDLEBY CORP COM 59627810 62 9800 SH SHARED 9800 D MIDDLESEX WATER CO COM 59668010 6 280 SH SHARED 280 D MIDDLESEX WATER CO COM 59668010 250 10750 SH SHARED 01 10750 D MIDDLESEX WATER CO COM 59668010 189 8150 SH SHARED 02 8150 D MIDDLETON DOLL COMPANY COM 59669P10 33 5100 SH SHARED 02 5100 D MIDLAND CO COM 59748610 41 976 SH SHARED 976 D MIDLAND CO COM 59748610 339 7960 SH SHARED 01 7960 D MIDLAND CO COM 59748610 183 4300 SH SHARED 02 4300 D MIDWEST EXPRESS HLDGS INC COM 59791110 6 344 SH SHARED 344 D MIDWEST EXPRESS HLDGS INC COM 59791110 499 27330 SH SHARED 01 27330 D MIDWEST EXPRESS HLDGS INC COM 59791110 256 14000 SH SHARED 02 14000 D MIDWAY GAMES INC COM 59814810 2706 201046 SH SHARED 201046 D MIDWAY GAMES INC COM 59814810 3654 271509 SH SHARED 01 271509 D MIDWAY GAMES INC COM 59814810 4497 334119 SH SHARED 02 334119 D MIDWEST BANC HOLDINGS INC COM 59825110 22 1017 SH SHARED 1017 D MIDWEST BANC HOLDINGS INC COM 59825110 4 190 SH SHARED 190 D MIDWEST BANC HOLDINGS INC COM 59825110 161 7300 SH SHARED 01 7300 D MIDWEST BANC HOLDINGS INC COM 59825110 137 6200 SH SHARED 02 6200 D MIDWEST GRAIN PRODS INC COM 59832G10 0 28 SH SHARED 28 D MIKOHN GAMING CORP COM 59862K10 11 2136 SH SHARED 2136 D MIKRON INSTR INC COM 59862R10 5 2000 SH SHARED 2000 D MILACRON INC COM 59870910 1763 120856 SH SHARED 120856 D MILACRON INC COM 59870910 758 52006 SH SHARED 01 52006 D MILACRON INC COM 59870910 267 18307 SH SHARED 02 18307 D MILACRON INC COM 59870910 54 3737 SH SHARED 10 3737 D MILLENNIUM PHARMACEUTICALS I NOTE 5.500% 1/1 599902AB 1912 2097000 PRN SHARED 02 2097000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 34 1541 SH SHARED 1541 D MILLENNIUM PHARMACEUTICALS I COM 59990210 14086 631393 SH SHARED 631143 250 D MILLENNIUM PHARMACEUTICALS I COM 59990210 14835 664976 SH SHARED 01 662676 2300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 5759 258178 SH SHARED 02 193928 64250 D MILLENNIUM PHARMACEUTICALS I COM 59990210 370 16600 SH SHARED 03 16600 D MILLENNIUM PHARMACEUTICALS I COM 59990210 100371 4498941 SH SHARED 04 4498941 D MILLENNIUM CHEMICALS INC COM 59990310 2546 172902 SH SHARED 172902 D MILLENNIUM CHEMICALS INC COM 59990310 2335 158579 SH SHARED 01 158579 D MILLENNIUM CHEMICALS INC COM 59990310 1011 68689 SH SHARED 02 68639 50 D MILLENNIUM CHEMICALS INC COM 59990310 68 4650 SH SHARED 06 4650 D MILLENNIUM CHEMICALS INC COM 59990310 118 8019 SH SHARED 10 8019 D MILLENNIUM CELL INC COM 60038B10 1 424 SH SHARED 424 D MILLENNIUM CELL INC COM 60038B10 167 42300 SH SHARED 01 42300 D MILLENNIUM CELL INC COM 60038B10 68 17349 SH SHARED 02 17349 D MILLENNIUM CELL INC COM 60038B10 277 70000 SH SHARED 04 70000 D MILLER EXPL CO COM 60053310 0 31 SH SHARED 31 D MILLER HERMAN INC COM 60054410 6 255 SH SHARED 255 D MILLER HERMAN INC COM 60054410 2217 93260 SH SHARED 93260 D MILLER HERMAN INC COM 60054410 4139 174087 SH SHARED 01 174087 D MILLER HERMAN INC COM 60054410 1824 76710 SH SHARED 02 76310 400 D MILLIPORE CORP COM 60107310 7604 171882 SH SHARED 171882 D MILLIPORE CORP COM 60107310 14716 332662 SH SHARED 01 332662 D MILLIPORE CORP COM 60107310 1379 31180 SH SHARED 02 29702 1478 D MILLS CORP COM 60114810 216 7758 SH SHARED 7758 D MILLS CORP COM 60114810 3154 112830 SH SHARED 01 108530 4300 D MILLS CORP COM 60114810 27 1000 SH SHR/OTHR 01 1000 D MILLS CORP COM 60114810 545 19509 SH SHARED 02 19509 D MILLS CORP COM 60114810 139 4992 SH SHARED 10 4992 D MINDARROW SYS INC COM 60255110 0 1550 SH SHARED 1550 D MINE SAFETY APPLIANCES CO COM 60272010 134 3588 SH SHARED 3588 D MINE SAFETY APPLIANCES CO COM 60272010 718 19130 SH SHARED 01 19130 D MINE SAFETY APPLIANCES CO COM 60272010 350 9343 SH SHARED 02 9343 D MINE SAFETY APPLIANCES CO COM 60272010 80 2145 SH SHARED 10 2145 D MINERALS TECHNOLOGIES INC COM 60315810 4553 86792 SH SHARED 86792 D MINERALS TECHNOLOGIES INC COM 60315810 3111 59308 SH SHARED 01 59308 D MINERALS TECHNOLOGIES INC COM 60315810 1714 32682 SH SHARED 02 32682 D MINERALS TECHNOLOGIES INC COM 60315810 147 2807 SH SHARED 10 2807 D MINNESOTA MNG & MFG CO COM 60405910 805 7005 SH SHARED 7005 D MINNESOTA MNG & MFG CO COM 60405910 337318 2932953 SH SHARED 2932003 950 D MINNESOTA MNG & MFG CO COM 60405910 374416 3255514 SH SHARED 01 3236589 18925 D MINNESOTA MNG & MFG CO COM 60405910 11038 95975 SH SHR/OTHR 01 58904 37071 D MINNESOTA MNG & MFG CO COM 60405910 31385 272897 SH SHARED 02 269153 3744 D MINNESOTA MNG & MFG CO COM 60405910 3116 27100 SH SHARED 03 27100 D MINNESOTA MNG & MFG CO COM 60405910 90087 783300 SH SHARED 04 783300 D MINNESOTA MNG & MFG CO COM 60405910 3794 32994 SH SHARED 06 32994 D MINNESOTA MNG & MFG CO COM 60405910 1276 11098 SH SHARED 07 11098 D MINNESOTA MNG & MFG CO COM 60405910 3986 34660 SH SHARED 08 34660 D MINNESOTA MNG & MFG CO COM 60405910 374 3255 SH SHARED 09 3255 D MINNESOTA MUN TERM TR INC COM 60406510 19 1900 SH SHARED 1900 D MIPS TECHNOLOGIES INC CL A 60456710 2 390 SH SHARED 390 D MIPS TECHNOLOGIES INC CL A 60456710 329 44782 SH SHARED 44782 D MIPS TECHNOLOGIES INC CL A 60456710 659 89593 SH SHARED 01 89593 D MIPS TECHNOLOGIES INC CL A 60456710 311 42284 SH SHARED 02 42284 D MIPS TECHNOLOGIES INC CL B 60456720 0 109 SH SHARED 109 D MIPS TECHNOLOGIES INC CL B 60456720 441 65840 SH SHARED 64525 1315 D MIPS TECHNOLOGIES INC CL B 60456720 174 26082 SH SHARED 01 26082 D MIPS TECHNOLOGIES INC CL B 60456720 152 22727 SH SHARED 02 22551 176 D MIRAE CORP SPONSORED ADR 60461U10 0 208 SH SHARED 208 D MIRANT TR I PFD CV SER A 60467Q10 2998 76500 SH SHARED 76500 D MIRANT CORP DBCV 2.500% 6/1 604675AB 2692 3345000 PRN SHARED 3345000 D MIRANT CORP COM 60467510 19286 1334694 SH SHARED 1334694 D MIRANT CORP COM 60467510 40246 2785205 SH SHARED 01 2784498 707 D MIRANT CORP COM 60467510 40 2784 SH SHR/OTHR 01 2784 D MIRANT CORP COM 60467510 8919 617265 SH SHARED 02 610871 6394 D MIRANT CORP COM 60467510 358 24800 SH SHARED 03 24800 D MIRANT CORP COM 60467510 154 10713 SH SHARED 06 10713 D MIRANT CORP COM 60467510 36 2494 SH SHARED 09 2494 D MIRAVANT MED TECHNOLOGIES COM 60469010 0 402 SH SHARED 402 D MIRAVANT MED TECHNOLOGIES COM 60469010 42 39686 SH SHARED 01 29686 10000 D MIRAVANT MED TECHNOLOGIES COM 60469010 16 14900 SH SHARED 02 14900 D MISONIX INC COM 60487110 1 159 SH SHARED 159 D MISSION WEST PPTYS INC COM 60520310 5 448 SH SHARED 448 D MISSION WEST PPTYS INC COM 60520310 294 22500 SH SHARED 01 22500 D MISSION WEST PPTYS INC COM 60520310 216 16530 SH SHARED 02 16530 D MISSISSIPPI CHEM CORP equit-comm 60528820 1 371 SH SHARED 01 370 1 D MISSISSIPPI CHEM CORP 10036 60528820 10 3900 SH SHARED 02 3900 D MISSISSIPPI VY BANCSHARES IN COM 60572010 7 190 SH SHARED 190 D MISSISSIPPI VY BANCSHARES IN COM 60572010 523 13022 SH SHARED 01 13022 D MISSISSIPPI VY BANCSHARES IN COM 60572010 245 6100 SH SHARED 02 6100 D MITEK SYS INC ST 60671020 14 5455 SH SHARED 5455 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 870 141600 SH SHARED 141600 D MITY ENTERPRISES INC COM 60685010 67 5235 SH SHARED 5235 D MOBIUS MGMT SYSTEMS INC COM 60692510 0 27 SH SHARED 27 D MOBILE MINI INC COM 60740F10 33 1046 SH SHARED 1046 D MOBILE MINI INC COM 60740F10 341 10626 SH SHARED 10626 D MOBILE MINI INC COM 60740F10 2777 86309 SH SHARED 01 86309 D MOBILE MINI INC COM 60740F10 473 14724 SH SHARED 02 14724 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 62 1700 SH SHARED 1700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 343 9400 SH SHARED 01 9400 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 31 870 SH SHARED 02 870 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1096 30000 SH SHARED 04 30000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 259 7100 SH SHARED 05 7100 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3687 100850 SH SHARED 06 100850 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1195 32700 SH SHARED 10 32700 D MOBILITY ELECTRONICS INC COM 60741U10 0 249 SH SHARED 249 D MOBILITY ELECTRONICS INC COM 60741U10 113 75464 SH SHARED 02 46600 28864 D MOBILITY ELECTRONICS INC COM 60741U90 223 149139 SH SHARED 02 149139 D MODERN TIMES GROUP MTG AB SPON ADR REP B 60769810 3 123 SH SHARED 123 D MODINE MFG CO COM 60782810 2 85 SH SHARED 85 D MODINE MFG CO COM 60782810 1016 37660 SH SHARED 37660 D MODINE MFG CO COM 60782810 2367 87713 SH SHARED 01 87713 D MODINE MFG CO COM 60782810 1376 51011 SH SHARED 02 51011 D MODINE MFG CO COM 60782810 103 3847 SH SHARED 10 3847 D MODTECH HLDGS INC COM 60783C10 57 5300 SH SHARED 5300 D MODTECH HLDGS INC COM 60783C10 3711 339300 SH SHARED 01 339300 D MODTECH HLDGS INC COM 60783C10 2107 192600 SH SHARED 06 192600 D MOHAWK INDS INC COM 60819010 6566 109273 SH SHARED 109273 D MOHAWK INDS INC COM 60819010 27893 464192 SH SHARED 01 464192 D MOHAWK INDS INC COM 60819010 3103 51643 SH SHARED 02 51643 D MOHAWK INDS INC COM 60819010 1915 31875 SH SHARED 06 31875 D MOHAWK INDS INC COM 60819010 2541 42300 SH SHARED 10 42300 D MOLDFLOW CORP COM 60850710 0 48 SH SHARED 48 D MOLDFLOW CORP COM 60850710 1 144 SH SHARED 144 D MOLDFLOW CORP COM 60850710 132 9800 SH SHARED 01 9800 D MOLDFLOW CORP COM 60850710 81 6000 SH SHARED 02 6000 D MOLECULAR DEVICES CORP COM 60851C10 3 185 SH SHARED 185 D MOLECULAR DEVICES CORP COM 60851C10 322 17740 SH SHARED 17740 D MOLECULAR DEVICES CORP COM 60851C10 614 33800 SH SHARED 01 33800 D MOLECULAR DEVICES CORP COM 60851C10 291 16054 SH SHARED 02 16054 D MOLEX INC COM 60855410 3 100 SH SHARED 100 D MOLEX INC COM 60855410 13516 389869 SH SHARED 389869 D MOLEX INC COM 60855410 41833 1206621 SH SHARED 01 1198384 8237 D MOLEX INC COM 60855410 4060 117121 SH SHARED 02 116221 900 D MOLEX INC COM 60855410 27 802 SH SHARED 09 802 D MOLEX INC CL A 60855420 11 371 SH SHARED 371 D MOLEX INC CL A 60855420 8055 263322 SH SHARED 263322 D MOLEX INC CL A 60855420 887 29013 SH SHARED 01 10696 18317 D MOLEX INC CL A 60855420 25 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 52 1700 SH SHARED 02 1700 D MOMENTUM BUSINESS APPS INC CL A 60877P10 1 96 SH SHARED 96 D MOMENTUM BUSINESS APPS INC CL A 60877P10 7480 400000 SH SHARED 400000 D MOMENTUM BUSINESS APPS INC CL A 60877P10 0 4 SH SHARED 01 4 D MOMENTUM BUSINESS APPS INC CL A 60877P10 0 4 SH SHR/OTHR 01 4 D MOMENTUM BUSINESS APPS INC CL A 60877P10 0 41 SH SHARED 02 40 1 D MONACO COACH CORP COM 60886R10 835 34402 SH SHARED 34402 D MONACO COACH CORP COM 60886R10 1572 64715 SH SHARED 01 64715 D MONACO COACH CORP COM 60886R10 693 28531 SH SHARED 02 28531 D MONACO COACH CORP COM 60886R10 93 3859 SH SHARED 10 3859 D MONARCH CASINO & RESORT INC COM 60902710 1 124 SH SHARED 124 D MONARCH DENTAL CORP 10036 60904420 1 746 SH SHARED 02 746 D MONARCH DENTAL CORP 64000 60904490 4 1909 SH SHARED 02 1909 D MONDAVI ROBERT CORP CL A 60920010 5 155 SH SHARED 155 D MONDAVI ROBERT CORP CL A 60920010 148 4130 SH SHARED 4130 D MONDAVI ROBERT CORP CL A 60920010 1012 28183 SH SHARED 01 25033 3150 D MONDAVI ROBERT CORP CL A 60920010 363 10111 SH SHARED 02 10111 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 12 1053 SH SHARED 1053 D MONRO MUFFLER BRAKE INC COM 61023610 2 155 SH SHARED 155 D MONSANTO CO NEW COM 61166W10 1209 38300 SH SHARED 38300 D MONSANTO CO NEW COM 61166W10 947 30000 SH SHARED 01 30000 D MONSANTO CO NEW COM 61166W10 311 9871 SH SHARED 02 9871 D MONSANTO CO NEW COM 61166W10 4 150 SH SHARED 07 150 D MONTEREY BAY BANCORP INC COM 61239H10 578 34000 SH SHARED 34000 D MONTEREY PASTA CO COM 61257010 13 1591 SH SHARED 1591 D MONY GROUP INC COM 61533710 10356 256847 SH SHARED 256847 D MONY GROUP INC COM 61533710 2651 65763 SH SHARED 01 65763 D MONY GROUP INC COM 61533710 1013 25147 SH SHARED 02 25147 D MOODYS CORP COM 61536910 22000 535292 SH SHARED 535292 D MOODYS CORP COM 61536910 55925 1360728 SH SHARED 01 1359728 1000 D MOODYS CORP COM 61536910 3708 90235 SH SHR/OTHR 01 66875 23360 D MOODYS CORP COM 61536910 3356 81677 SH SHARED 02 80987 690 D MOODYS CORP COM 61536910 423 10300 SH SHARED 03 10300 D MOODYS CORP COM 61536910 2260 55000 SH SHARED 04 55000 D MOODYS CORP COM 61536910 47 1156 SH SHARED 09 1156 D MOOG INC CL A 61539420 317 9920 SH SHARED 9920 D MOOG INC CL A 61539420 1209 37809 SH SHARED 01 37809 D MOOG INC CL A 61539420 512 16000 SH SHARED 02 16000 D MOOG INC CL A 61539420 89 2802 SH SHARED 10 2802 D MOORE LTD COM 61578510 2358 181300 SH SHARED 181300 D MOORE LTD COM 61578510 42 3301 SH SHARED 01 3301 D MOORE LTD COM 61578510 50 3900 SH SHARED 02 3900 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 81 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 1 200 SH SHARED 02 200 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 186 21900 SH SHARED 01 21900 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 4942 581500 SH SHARED 02 581500 D MORGAN STANLEY AFRICA INVS F COM 61744410 24488 2736199 SH SHARED 02 2736199 D MORGAN STANLEY DEAN WITTER&C 1000 61744644 276993 4833253 SH SHARED 4832831 422 D MORGAN STANLEY DEAN WITTER&C 620 61744644 454461 7929874 SH SHARED 01 7882311 850 46713 D MORGAN STANLEY DEAN WITTER&C 620 61744644 6818 118978 SH SHR/OTHR 01 83569 35409 D MORGAN STANLEY DEAN WITTER&C 10036 61744644 38047 663887 SH SHARED 02 660147 3740 D MORGAN STANLEY DEAN WITTER&C ST 61744644 4315 75300 SH SHARED 03 75300 D MORGAN STANLEY DEAN WITTER&C EQUITY 61744644 123560 2156000 SH SHARED 04 2156000 D MORGAN STANLEY DEAN WITTER&C 1100 61744644 16616 289941 SH SHARED 05 289941 D MORGAN STANLEY DEAN WITTER&C IC1 61744644 17051 297523 SH SHARED 06 297523 D MORGAN STANLEY DEAN WITTER&C IC1 61744644 2267 39569 SH SHARED 08 39569 D MORGAN STANLEY DEAN WITTER&C IC1 61744644 506 8841 SH SHARED 09 8841 D MORGAN STANLEY DEAN WITTER&C IC1 61744644 1438 25100 SH SHARED 11 25100 D MORGAN STANLEY INDIA INVS FD COM 61745C10 49 5000 SH SHARED 5000 D MORGAN STANLEY INDIA INVS FD COM 61745C10 2221 222337 SH SHARED 02 222337 D MORGAN STANLEY HI INCM ADV II 61745P30 78 66138 SH SHARED 66138 D MORGAN STANLEY HI INCM ADVIII 61745P40 14 11630 SH SHARED 11630 D MORGAN STANLEY INCOME SEC INC 61745P87 98 6100 SH SHARED 6100 D MORGAN STANLEY INCOME SEC INC 61745P87 3 210 SH SHARED 02 210 D MORTONS RESTAURANT GROUP INC COM 61942910 101 7300 SH SHARED 7300 D MOTHERS WK INC COM 61990310 443 27200 SH SHARED 02 24200 3000 D MOTOROLA INC COM 62007610 170653 12017861 SH SHARED 11828731 189130 D MOTOROLA INC COM 62007610 226536 15953307 SH SHARED 01 15870074 83233 D MOTOROLA INC COM 62007610 3248 228763 SH SHR/OTHR 01 147055 81708 D MOTOROLA INC COM 62007610 27202 1915670 SH SHARED 02 1872608 43062 D MOTOROLA INC COM 62007610 9190 647240 SH SHARED 03 95500 551740 D MOTOROLA INC COM 62007610 39050 2750000 SH SHARED 04 2750000 D MOTOROLA INC COM 62007610 12212 860000 SH SHARED 05 860000 D MOTOROLA INC COM 62007610 57128 4023161 SH SHARED 06 4023161 D MOTOROLA INC COM 62007610 1949 137290 SH SHARED 07 137290 D MOTOROLA INC COM 62007610 7278 512600 SH SHARED 08 512600 D MOTOROLA INC COM 62007610 7921 557863 SH SHARED 09 557863 D MOTOROLA INC COM 62007610 837 59000 SH SHARED 10 59000 D MOTOROLA INC COM 62007610 1249 88020 SH SHARED 12 88020 D MOVADO GROUP INC COM 62458010 115 5252 SH SHARED 5252 D MOVADO GROUP INC COM 62458010 405 18480 SH SHARED 01 18480 D MOVADO GROUP INC COM 62458010 234 10700 SH SHARED 02 10700 D MOVIE GALLERY INC COM 62458110 3550 206797 SH SHARED 206797 D MOVIE GALLERY INC COM 62458110 706 41140 SH SHARED 01 39140 2000 D MOVIE GALLERY INC COM 62458110 25 1503 SH SHR/OTHR 01 1503 D MOVIE GALLERY INC COM 62458110 216 12600 SH SHARED 02 12600 D MPOWER HOLDING CORP PFD CV D 7.25% 62473L20 106 164250 SH SHARED 164250 D MUELLER INDS INC COM 62475610 3363 96133 SH SHARED 96133 D MUELLER INDS INC COM 62475610 2971 84928 SH SHARED 01 84028 900 D MUELLER INDS INC COM 62475610 24 697 SH SHR/OTHR 01 697 D MUELLER INDS INC COM 62475610 1286 36780 SH SHARED 02 36780 D MUELLER INDS INC COM 62475610 139 3991 SH SHARED 10 3991 D MULTEX COM INC COM 62536710 3 716 SH SHARED 716 D MULTEX COM INC COM 62536710 237 52355 SH SHARED 01 52355 D MULTEX COM INC COM 62536710 133 29400 SH SHARED 02 29400 D MULTILINK TECHNOLOGY CORP CL A 62544T10 0 300 SH SHARED 300 D MULTILINK TECHNOLOGY CORP CL A 62544T10 13 6000 SH SHARED 02 6000 D MULTIMEDIA GAMES INC COM 62545310 141 4006 SH SHARED 4006 D MULTIMEDIA GAMES INC COM 62545310 4119 116537 SH SHARED 116537 D MULTIMEDIA GAMES INC COM 62545310 15 445 SH SHARED 02 145 300 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 9 700 SH SHR/OTHR 01 700 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 40 3000 SH SHR/OTHR 01 3000 D MUNIASSETS FD INC COM 62618Q10 76 6698 SH SHARED 6698 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 318 13200 SH SHARED 13200 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 67 2800 SH SHARED 01 2800 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 194 8072 SH SHARED 02 7000 1072 D MUNIENHANCED FD INC COM 62624310 18 1802 SH SHR/OTHR 01 1802 D MUNIINSURED FD INC COM 62624510 46 5000 SH SHR/OTHR 01 5000 D MUNIHOLDINGS INSD FD II INC COM 62625A10 24 2000 SH SHARED 2000 D MUNIYIELD CALIF INSD FD II I COM 62629L10 51 3900 SH SHARED 3900 D MUNIYIELD CALIF INSD FD II I COM 62629L10 39 3000 SH SHR/OTHR 01 3000 D MUNIVEST FD II INC COM 62629P10 25 2000 SH SHARED 2000 D MUNIVEST FD II INC COM 62629P10 32 2494 SH SHR/OTHR 01 2494 D MUNIVEST FD INC COM 62629510 25 3000 SH SHARED 3000 D MUNIYIELD FD INC COM 62629910 154 12132 SH SHARED 12132 D MUNIYIELD FD INC COM 62629910 13 1084 SH SHR/OTHR 01 1084 D MUNIYIELD PA INSD FD COM 62630V10 37 2760 SH SHARED 02 2760 D MUNIYIELD N Y INSD FD INC COM 62630110 392 30043 SH SHR/OTHR 01 4831 25212 D MURPHY OIL CORP COM 62671710 6940 72300 SH SHARED 72300 D MURPHY OIL CORP COM 62671710 11782 122730 SH SHARED 01 122730 D MURPHY OIL CORP COM 62671710 17640 183750 SH SHR/OTHR 01 183750 D MURPHY OIL CORP COM 62671710 2331 24289 SH SHARED 02 24289 D MURPHY OIL CORP COM 62671710 230 2400 SH SHARED 06 2400 D MUTUAL RISK MGMT LTD SDCV 10/3 628351AB 3 20000 PRN SHARED 02 20000 D MUTUAL RISK MGMT LTD COM 62835110 6 7244 SH SHARED 02 7244 D MUTUALFIRST FINL INC COM 62845B10 457 25000 SH SHARED 25000 D MYERS INDS INC COM 62846410 25 1786 SH SHARED 1786 D MYERS INDS INC COM 62846410 725 50030 SH SHARED 01 48231 1799 D MYERS INDS INC COM 62846410 55 3798 SH SHR/OTHR 01 3798 D MYERS INDS INC COM 62846410 256 17694 SH SHARED 02 17694 D MYKROLIS CORP COM 62852P10 654 42793 SH SHARED 42793 D MYKROLIS CORP COM 62852P10 645 42201 SH SHARED 01 41487 714 D MYKROLIS CORP COM 62852P10 35 2305 SH SHARED 02 1306 999 D MYLAN LABS INC COM 62853010 12547 425900 SH SHARED 425900 D MYLAN LABS INC COM 62853010 8680 294663 SH SHARED 01 294663 D MYLAN LABS INC COM 62853010 5 200 SH SHR/OTHR 01 200 D MYLAN LABS INC COM 62853010 3098 105185 SH SHARED 02 102135 3050 D MYRIAD GENETICS INC COM 62855J10 3496 104354 SH SHARED 104354 D MYRIAD GENETICS INC COM 62855J10 1065 31800 SH SHARED 01 31200 600 D MYRIAD GENETICS INC COM 62855J10 28 844 SH SHR/OTHR 01 844 D MYRIAD GENETICS INC COM 62855J10 33 1004 SH SHARED 02 1004 D MYRIAD GENETICS INC COM 62855J10 134 4000 SH SHARED 04 4000 D MYRIAD GENETICS INC COM 62855J10 686 20500 SH SHARED 07 20500 D NBC CAP CORP COM 62872910 6 208 SH SHARED 208 D NBC CAP CORP COM 62872910 176 5900 SH SHARED 01 5900 D NBC CAP CORP COM 62872910 167 5600 SH SHARED 02 5600 D NBT BANCORP INC COM 62877810 95 6446 SH SHARED 6446 D NBT BANCORP INC COM 62877810 624 42348 SH SHARED 01 42348 D NBT BANCORP INC COM 62877810 388 26388 SH SHARED 02 26388 D NBT BANCORP INC COM 62877810 65 4465 SH SHARED 10 4465 D NBTY INC COM 62878210 854 50072 SH SHARED 50072 D NBTY INC COM 62878210 5662 331928 SH SHARED 01 331928 D NBTY INC COM 62878210 851 49890 SH SHARED 02 49890 D NCE PETROFUND 1 TR UT NEW 2001 62885E40 796 95700 SH SHARED 02 72600 23100 D NCO PORTFOLIO MANAGEMENT INC COM 62885J10 1 160 SH SHARED 160 D NCO PORTFOLIO MANAGEMENT INC COM 62885J10 1 277 SH SHARED 277 D NCO PORTFOLIO MANAGEMENT INC COM 62885J10 0 1 SH SHARED 01 1 D NCO PORTFOLIO MANAGEMENT INC COM 62885J10 0 97 SH SHARED 02 97 D NCI BUILDING SYS INC COM 62885210 18 824 SH SHARED 824 D NCI BUILDING SYS INC COM 62885210 1196 53185 SH SHARED 01 35285 17900 D NCI BUILDING SYS INC COM 62885210 442 19657 SH SHARED 02 19657 D NCI BUILDING SYS INC COM 62885210 80 3563 SH SHARED 10 3563 D NCO GROUP INC NOTE 4.750% 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CORP ADR 62905020 0 10 SH SHARED 10 D NEC CORP ADR 62905020 58 7000 SH SHARED 01 7000 D NEC CORP ADR 62905020 58 7000 SH SHR/OTHR 01 7000 D NL INDS INC 511 62915640 37 2272 SH SHARED 2272 D NL INDS INC equit-comm 62915640 599 36107 SH SHARED 01 36107 D NL INDS INC 10036 62915640 192 11601 SH SHARED 02 11601 D NMS COMMUNICATIONS CORP COM 62924810 14 3470 SH SHARED 3470 D NMS COMMUNICATIONS CORP COM 62924810 308 72466 SH SHARED 72466 D NMS COMMUNICATIONS CORP COM 62924810 332 77970 SH SHARED 01 77970 D NMS COMMUNICATIONS CORP COM 62924810 274 64500 SH SHARED 02 64500 D NMT MED INC COM 62929410 26 3300 SH SHARED 3300 D NN INC COM 62933710 2 194 SH SHARED 194 D NN INC COM 62933710 3 286 SH SHARED 286 D NN INC COM 62933710 174 15900 SH SHARED 01 15900 D NN INC COM 62933710 135 12355 SH SHARED 02 12355 D NPS PHARMACEUTICALS INC COM 62936P10 0 21 SH SHARED 21 D NPS PHARMACEUTICALS INC COM 62936P10 85 2610 SH SHARED 2610 D NPS PHARMACEUTICALS INC COM 62936P10 1966 60258 SH SHARED 01 60258 D NPS PHARMACEUTICALS INC COM 62936P10 972 29800 SH SHARED 02 29800 D NPS PHARMACEUTICALS INC COM 62936P10 1468 45000 SH SHARED 04 45000 D NRG ENERGY INC COM 62937710 3797 314884 SH SHARED 314884 D NRG ENERGY INC COM 62937710 2241 185842 SH SHARED 01 185842 D NRG ENERGY INC COM 62937710 14 1200 SH SHARED 02 1200 D NTL DEL INC / NTL INC NOTE 5.750%12/1 62940TAA 10780 65334000 PRN SHARED 65334000 D NTL DEL INC / NTL INC NOTE 5.750%12/1 62940TAA 577 3500000 PRN SHARED 01 3500000 D NTL DEL INC / NTL INC NOTE 5.750%12/1 62940TAA 1 10000 PRN SHARED 02 10000 D NTL INC NOTE 7.000%12/1 629407AL 5015 29500000 PRN SHARED 29500000 D NTL INC NOTE 7.000%12/1 629407AL 595 3500000 PRN SHARED 01 3500000 D NTL INC COM 62940710 76 279447 SH SHARED 279447 D NTL INC COM 62940710 62 225624 SH SHARED 01 225624 D NTL INC COM 62940710 1 5062 SH SHARED 02 5062 D NTL INC COM 62940710 1 5097 SH SHARED 05 5097 D NTL INC / NTL COMMUNICATIONS NOTE 6.750% 5/1 62941AAB 40592124900000 PRN SHARED 124900000 D NTT DOCOMO INC SPONS ADR 62942M20 6 100 SH SHARED 02 100 D NUCO2 INC COM 62942810 89 7000 SH SHARED 7000 D NUI CORP COM 62943110 176 7102 SH SHARED 7102 D NUI CORP COM 62943110 933 37525 SH SHARED 01 37525 D NUI CORP COM 62943110 52 2100 SH SHR/OTHR 01 2100 D NUI CORP COM 62943110 434 17445 SH SHARED 02 16245 1200 D NUI CORP COM 62943110 69 2790 SH SHARED 10 2790 D NVR INC COM 62944T10 1125 3566 SH SHARED 3566 D NVR INC COM 62944T10 7944 25182 SH SHARED 01 25182 D NVR INC COM 62944T10 7665 24296 SH SHARED 02 22296 2000 D NWH INC COM 62946E10 11 932 SH SHARED 932 D NYMAGIC INC COM 62948410 1 80 SH SHARED 80 D NYMAGIC INC COM 62948410 60 3200 SH SHARED 01 3200 D NYMAGIC INC COM 62948410 68 3600 SH SHARED 02 3600 D NABI BIOPHARMACEUTICALS COM 62951910 3 554 SH SHARED 554 D NABI BIOPHARMACEUTICALS COM 62951910 186 30226 SH SHARED 30226 D NABI BIOPHARMACEUTICALS COM 62951910 502 81558 SH SHARED 01 81558 D NABI BIOPHARMACEUTICALS COM 62951910 2039 331100 SH SHARED 02 331100 D NABORS INDS INC DBCV 6/2 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NAMIBIAN MINERALS CORP COM 62991310 0 3115 SH SHARED 3115 D NAMIBIAN MINERALS CORP COM 62991310 6 58000 SH SHARED 02 5000 53000 D NANOGEN INC COM 63007510 1 365 SH SHARED 365 D NANOGEN INC COM 63007510 50 11920 SH SHARED 11920 D NANOGEN INC COM 63007510 147 35100 SH SHARED 01 35100 D NANOGEN INC COM 63007510 70 16743 SH SHARED 02 16743 D NANOMETRICS INC COM 63007710 100 5436 SH SHARED 5436 D NANOMETRICS INC COM 63007710 403 21900 SH SHARED 01 21900 D NANOMETRICS INC COM 63007710 155 8424 SH SHARED 02 8424 D NANOPHASE TCHNOLOGIES CORP COM 63007910 2 280 SH SHARED 280 D NANOPHASE TCHNOLOGIES CORP COM 63007910 132 15900 SH SHARED 01 15900 D NANOPHASE TCHNOLOGIES CORP COM 63007910 105 12700 SH SHARED 02 12700 D NAPCO SEC SYS INC COM 63040210 0 59 SH SHARED 59 D NAPRO BIOTHERAPUTICS INC COM 63079510 0 25 SH SHARED 25 D NAPRO BIOTHERAPUTICS INC COM 63079510 21 2424 SH SHARED 2424 D NAPRO BIOTHERAPUTICS INC COM 63079510 608 69500 SH SHARED 01 69500 D NAPRO BIOTHERAPUTICS INC COM 63079510 230 26301 SH SHARED 02 26301 D NARA BANCORP INC COM 63080P10 0 7 SH SHARED 7 D NASDAQ 100 TR UNIT SER 1 63110010 5623 155960 SH SHARED 155960 D NASDAQ 100 TR UNIT SER 1 63110010 3801 105433 SH SHARED 01 77688 27745 D NASDAQ 100 TR UNIT SER 1 63110010 165 4600 SH SHR/OTHR 01 2500 2100 D NASDAQ 100 TR UNIT SER 1 63110010 112861 3129827 SH SHARED 02 2723352 406475 D NASH FINCH CO COM 63115810 27 1011 SH SHARED 1011 D NASH FINCH CO COM 63115810 946 34730 SH SHARED 01 34730 D NASH FINCH CO COM 63115810 321 11797 SH SHARED 02 11797 D NASH FINCH CO COM 63115810 54 2000 SH SHARED 10 2000 D NASHUA CORP COM 63122610 0 100 SH SHARED 100 D NASSDA CORP COM 63172M10 97 6400 SH SHARED 6400 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 0 21 SH SHARED 21 D NATCO GROUP INC CL A 63227W20 2 264 SH SHARED 264 D NATCO GROUP INC CL A 63227W20 73 9100 SH SHARED 01 9100 D NATCO GROUP INC CL A 63227W20 148 18394 SH SHARED 02 10044 8350 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 2 32 SH SHARED 32 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 20451 223756 SH SHARED 02 223756 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 23 5381 SH SHARED 5381 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 128 30000 SH SHARED 02 30000 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 128 30075 SH SHARED 05 30075 D NATIONAL BANKSHARES INC VA COM 63486510 301 13412 SH SHARED 13412 D NATIONAL BEVERAGE CORP COM 63501710 0 68 SH SHARED 68 D NATIONAL BEVERAGE CORP COM 63501710 25 1900 SH SHARED 01 1900 D NATIONAL BEVERAGE CORP COM 63501710 51 3900 SH SHARED 02 3900 D NATIONAL CITY CORP COM 63540510 64 2100 SH SHARED 2100 D NATIONAL CITY CORP COM 63540510 53248 1731086 SH SHARED 1731086 D NATIONAL CITY CORP COM 63540510 129377 4206015 SH SHARED 01 4200815 5200 D NATIONAL CITY CORP COM 63540510 191 6240 SH SHR/OTHR 01 4600 1640 D NATIONAL CITY CORP COM 63540510 11531 374899 SH SHARED 02 373999 900 D NATIONAL CITY CORP COM 63540510 1178 38300 SH SHARED 03 38300 D NATIONAL CITY CORP COM 63540510 8868 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CO N J COM 63618010 3267 134190 SH SHARED 01 132934 1256 D NATIONAL FUEL GAS CO N J COM 63618010 1134 46574 SH SHARED 02 46174 400 D NATIONAL GOLF PPTYS INC COM 63623G10 1 240 SH SHARED 240 D NATIONAL GOLF PPTYS INC COM 63623G10 290 39250 SH SHARED 01 39250 D NATIONAL GOLF PPTYS INC COM 63623G10 33 4500 SH SHR/OTHR 01 4500 D NATIONAL GOLF PPTYS INC COM 63623G10 83 11300 SH SHARED 02 10800 500 D NATIONAL GRID GROUP PLC SPONSORED ADR 63627410 206 6328 SH SHARED 6328 D NATIONAL GRID GROUP PLC SPONSORED ADR 63627410 11 350 SH SHARED 02 350 D NATIONAL GRID GROUP PLC SPONSORED ADR 63627410 2324 71078 SH SHARED 05 71078 D NATIONAL HEALTH INVS INC COM 63633D10 105 7250 SH SHARED 7250 D NATIONAL HEALTH INVS INC COM 63633D10 589 40390 SH SHARED 01 40390 D NATIONAL HEALTH INVS INC COM 63633D10 327 22400 SH SHARED 02 22400 D NATIONAL HOME HEALTH CARE CO COM 63638010 2 235 SH SHARED 235 D NATIONAL INFO CONSORTIUM INC COM 63649110 19 5004 SH SHARED 5004 D NATIONAL INSTRS CORP COM 63651810 639 15300 SH SHARED 15300 D NATIONAL INSTRS CORP COM 63651810 2813 67275 SH SHARED 01 67275 D NATIONAL INSTRS CORP COM 63651810 1291 30892 SH SHARED 02 30892 D NATIONAL MED HEALTH CARD SYS ST 63691830 49 5096 SH SHARED 5096 D NATIONAL-OILWELL INC COM 63707110 4301 169815 SH SHARED 169815 D NATIONAL-OILWELL INC COM 63707110 28344 1119000 SH SHARED 01 1119000 D NATIONAL-OILWELL INC COM 63707110 8 338 SH SHR/OTHR 01 338 D NATIONAL-OILWELL INC COM 63707110 1807 71341 SH SHARED 02 71341 D NATIONAL-OILWELL INC COM 63707110 1365 53900 SH SHARED 06 53900 D NATIONAL-OILWELL INC COM 63707110 111 4400 SH SHARED 10 4400 D NATIONAL PENN BANCSHARES INC COM 63713810 11 478 SH SHARED 478 D NATIONAL PENN BANCSHARES INC COM 63713810 819 33372 SH SHARED 01 33372 D NATIONAL PENN BANCSHARES INC COM 63713810 471 19190 SH SHARED 02 19190 D NATIONAL PRESTO INDS INC COM 63721510 46 1632 SH SHARED 1632 D NATIONAL PRESTO INDS INC COM 63721510 369 12840 SH SHARED 01 12840 D NATIONAL PRESTO INDS INC COM 63721510 146 5100 SH 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NATURAL ALTERNATIVES INTL IN ST 63884230 3 1803 SH SHARED 1803 D NATURAL ALTERNATIVES INTL IN 511 63884230 82 43500 SH SHARED 43500 D NAVIGATORS GROUP INC COM 63890410 0 38 SH SHARED 38 D NAVIGATORS GROUP INC COM 63890410 50 2000 SH SHARED 2000 D NAVIGATORS GROUP INC COM 63890410 45 1800 SH SHARED 01 1800 D NATURES SUNSHINE PRODUCTS IN COM 63902710 3 280 SH SHARED 280 D NATURES SUNSHINE PRODUCTS IN COM 63902710 190 17000 SH SHARED 01 17000 D NATURES SUNSHINE PRODUCTS IN COM 63902710 141 12600 SH SHARED 02 12600 D NAUTICA ENTERPRISES INC COM 63908910 13 913 SH SHARED 913 D NAUTICA ENTERPRISES INC COM 63908910 1069 70538 SH SHARED 70538 D NAUTICA ENTERPRISES INC COM 63908910 1427 94190 SH SHARED 01 94190 D NAUTICA ENTERPRISES INC COM 63908910 421 27827 SH SHARED 02 26817 1010 D NAUTICA ENTERPRISES INC COM 63908910 68 4500 SH SHARED 10 4500 D NAVARRE CORP COM 63920810 0 98 SH SHARED 98 D NAVISTAR INTL CORP NEW COM 63934E10 8982 202769 SH SHARED 202769 D NAVISTAR INTL CORP NEW COM 63934E10 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1000 D NORTHEAST UTILS COM 66439710 1472 74120 SH SHARED 02 73695 425 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 16 400 SH SHARED 400 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 72 1800 SH SHARED 01 1800 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 92 2300 SH SHR/OTHR 01 1600 700 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 647 16069 SH SHARED 02 11430 4639 D NORTHERN TR CORP COM 66585910 1 33 SH SHARED 33 D NORTHERN TR CORP COM 66585910 46115 767188 SH SHARED 767188 D NORTHERN TR CORP COM 66585910 102942 1712571 SH SHARED 01 1633954 78617 D NORTHERN TR CORP COM 66585910 1863 30994 SH SHR/OTHR 01 20744 10250 D NORTHERN TR CORP COM 66585910 10205 169785 SH SHARED 02 126699 43086 D NORTHERN TR CORP COM 66585910 20184 335800 SH SHARED 03 55100 280700 D NORTHERN TR CORP COM 66585910 18033 300000 SH SHARED 05 300000 D NORTHERN TR CORP COM 66585910 72087 1199254 SH SHARED 06 1199254 D NORTHERN TR CORP COM 66585910 294 4900 SH SHARED 07 4900 D NORTHERN TR CORP COM 66585910 3647 60685 SH SHARED 08 60685 D NORTHERN TR CORP COM 66585910 4971 82703 SH SHARED 09 82703 D NORTHERN TR CORP COM 66585910 1481 24642 SH SHARED 10 24642 D NORTHERN TR CORP COM 66585910 905 15060 SH SHARED 11 15060 D NORTHERN TR CORP COM 66585910 430 7160 SH SHARED 12 7160 D NORTHFIELD LABS INC COM 66613510 0 67 SH SHARED 67 D NORTHFIELD LABS INC COM 66613510 31 4416 SH SHARED 4416 D NORTHFIELD LABS INC COM 66613510 212 30210 SH SHARED 01 29210 1000 D NORTHFIELD LABS INC COM 66613510 101 14410 SH SHARED 02 11410 3000 D NORTHRIM BANCORP INC COM 66676210 51 3520 SH SHR/OTHR 01 3520 D NORTHROP GRUMMAN CORP COM 66680710 59146 523190 SH SHARED 523190 D NORTHROP GRUMMAN CORP COM 66680710 97007 858092 SH SHARED 01 856792 1300 D NORTHROP GRUMMAN CORP COM 66680710 57 507 SH SHR/OTHR 01 7 500 D NORTHROP GRUMMAN CORP COM 66680710 7067 62520 SH SHARED 02 62290 230 D NORTHROP GRUMMAN CORP COM 66680710 6783 60000 SH SHARED 04 60000 D NORTHROP GRUMMAN CORP COM 66680710 1130 10000 SH SHARED 07 10000 D NORTHROP GRUMMAN CORP COM 66680710 126 1117 SH SHARED 09 1117 D NORTHWEST AIRLS CORP CL A 66728010 19 1023 SH SHARED 1023 D NORTHWEST AIRLS CORP CL A 66728010 1770 92852 SH SHARED 01 92852 D NORTHWEST AIRLS CORP CL A 66728010 38 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 161 8484 SH SHARED 02 8484 D NORTHWEST BANCORP INC PA COM 66732810 3 262 SH SHARED 262 D NORTHWEST BANCORP INC PA COM 66732810 268 22620 SH SHARED 01 22620 D NORTHWEST BANCORP INC PA COM 66732810 155 13100 SH SHARED 02 13100 D NORTHWEST NAT GAS CO COM 66765510 170 6094 SH SHARED 6094 D NORTHWEST NAT GAS CO COM 66765510 2171 77512 SH SHARED 01 77512 D NORTHWEST NAT GAS CO COM 66765510 770 27498 SH SHARED 02 27498 D NORTHWEST NAT GAS CO COM 66765510 101 3634 SH SHARED 10 3634 D NORTHWEST PIPE CO COM 66774610 0 60 SH SHARED 60 D NORTHWESTERN CORP COM 66807410 2692 122406 SH SHARED 122406 D NORTHWESTERN CORP COM 66807410 1243 56530 SH SHARED 01 56530 D NORTHWESTERN CORP COM 66807410 677 30800 SH SHARED 02 30800 D NORTHWESTERN CORP COM 66807410 88 4029 SH SHARED 10 4029 D NOVA CHEMICALS CORP COM 66977W10 300 12020 SH SHARED 12020 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHARED 01 66 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 25 1000 SH SHARED 02 1000 D NOVAMED EYECARE INC COM 66986W10 3 4607 SH SHARED 4607 D NOVATEL WIRELESS INC COM 66987M10 0 1054 SH SHARED 1054 D NOVATEL WIRELESS INC COM 66987M10 0 640 SH SHARED 640 D NOVATEL WIRELESS INC COM 66987M10 7 11200 SH SHARED 01 11200 D NOVATEL WIRELESS INC COM 66987M10 18 28544 SH SHARED 02 28544 D NOVARTIS A G SPONSORED ADR 66987V10 13936 351922 SH SHARED 351922 D NOVARTIS A G SPONSORED ADR 66987V10 606 15312 SH SHARED 01 12962 2350 D NOVARTIS A G SPONSORED ADR 66987V10 138 3500 SH SHR/OTHR 01 3500 D NOVARTIS A G SPONSORED ADR 66987V10 291 7355 SH SHARED 02 650 6705 D NU HORIZONS ELECTRS CORP COM 66990810 919 93379 SH SHARED 93379 D NU HORIZONS ELECTRS CORP COM 66990810 347 35310 SH SHARED 01 35310 D NU HORIZONS ELECTRS CORP COM 66990810 159 16182 SH SHARED 02 16182 D NOVADIGM INC COM 66993710 3 408 SH SHARED 408 D NOVADIGM INC COM 66993710 201 25998 SH SHARED 01 25998 D NOVADIGM INC COM 66993710 1009 130150 SH SHARED 02 99650 30500 D NOVASTAR FINL INC COM 66994740 28 1500 SH SHARED 02 1500 D NUANCE COMMUNICATIONS INC COM 66996710 0 3 SH SHARED 3 D NUANCE COMMUNICATIONS INC COM 66996710 4 634 SH SHARED 634 D NUANCE COMMUNICATIONS INC COM 66996710 430 63100 SH SHARED 01 63100 D NUANCE COMMUNICATIONS INC COM 66996710 320 46936 SH SHARED 02 46936 D NOVAVAX INC COM 67000210 4 378 SH SHARED 378 D NOVAVAX INC COM 67000210 297 26000 SH SHARED 01 26000 D NOVAVAX INC COM 67000210 182 15916 SH SHARED 02 15916 D NOVELL INC COM 67000610 1 508 SH SHARED 508 D NOVELL INC COM 67000610 2911 748361 SH SHARED 743361 5000 D NOVELL INC COM 67000610 9951 2558348 SH SHARED 01 2552848 5500 D NOVELL INC COM 67000610 10249 2634810 SH SHARED 02 1627010 1007800 D NOVELL INC COM 67000610 8 2081 SH SHARED 09 2081 D NOVELL INC COM 67000610 188 48329 SH SHARED 10 48329 D NOVELLUS SYS INC COM 67000810 55 1023 SH SHARED 1023 D NOVELLUS SYS INC COM 67000810 17889 330436 SH SHARED 330436 D NOVELLUS SYS INC COM 67000810 53645 990872 SH SHARED 01 990872 D NOVELLUS SYS INC COM 67000810 6406 118326 SH SHARED 02 116726 1600 D NOVELLUS SYS INC COM 67000810 487 9000 SH SHARED 03 9000 D NOVELLUS SYS INC COM 67000810 113 2100 SH SHARED 06 2100 D NOVELLUS SYS INC COM 67000810 60 1124 SH SHARED 09 1124 D NOVELLUS SYS INC COM 67000810 1981 36600 SH SHARED 12 36600 D NOVEN PHARMACEUTICALS INC COM 67000910 623 30074 SH SHARED 30074 D NOVEN PHARMACEUTICALS INC COM 67000910 3073 148200 SH SHARED 01 148200 D NOVEN PHARMACEUTICALS INC COM 67000910 773 37307 SH SHARED 02 37307 D NOVEN PHARMACEUTICALS INC COM 67000910 1119 54000 SH SHARED 06 54000 D NOVOSTE CORP COM 67010C10 4 565 SH SHARED 565 D NOVOSTE CORP COM 67010C10 84 10266 SH SHARED 10266 D NOVOSTE CORP COM 67010C10 330 40100 SH SHARED 01 40100 D NOVOSTE CORP COM 67010C10 236 28656 SH SHARED 02 28656 D NOVOGEN LIMITED SPONSORED ADR 67010F10 19 2574 SH SHARED 2574 D NOVO-NORDISK A S ADR 67010020 100 2546 SH SHARED 2546 D NOVO-NORDISK A S ADR 67010020 415 10500 SH SHARED 01 3000 7500 D NU SKIN ENTERPRISES INC CL A 67018T10 12 1140 SH SHARED 1140 D NU SKIN ENTERPRISES INC CL A 67018T10 932 87065 SH SHARED 01 87065 D NU SKIN ENTERPRISES INC CL A 67018T10 512 47870 SH SHARED 02 47870 D NU SKIN ENTERPRISES INC CL A 67018T10 98 9217 SH SHARED 10 9217 D NSTAR COM 67019E10 5930 130800 SH SHARED 130800 D NSTAR COM 67019E10 4962 109453 SH SHARED 01 109433 20 D NSTAR COM 67019E10 33 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 1368 30192 SH SHARED 02 29492 700 D NTELOS INC COM 67019U10 2 494 SH SHARED 494 D NTELOS INC COM 67019U10 139 34090 SH SHARED 01 34090 D NTELOS INC COM 67019U10 82 20203 SH SHARED 02 20203 D NTELOS INC COM 67019U10 12 3124 SH SHARED 10 3124 D NUCENTRIX BROADBAND NETWORKS COM 67019810 0 100 SH SHARED 100 D NUCOR CORP COM 67034610 13677 212912 SH SHARED 212512 400 D NUCOR CORP COM 67034610 44152 687312 SH SHARED 01 685012 2300 D NUCOR CORP COM 67034610 141 2200 SH SHR/OTHR 01 2200 D NUCOR CORP COM 67034610 7377 114842 SH SHARED 02 114842 D NUCOR CORP COM 67034610 398 6200 SH SHARED 03 6200 D NUCOR CORP COM 67034610 642 10000 SH SHARED 04 10000 D NUCOR CORP COM 67034610 130 2036 SH SHARED 07 2036 D NUCOR CORP COM 67034610 90 1410 SH SHARED 09 1410 D NUEVO ENERGY CO COM 67050910 282 18986 SH SHARED 18986 D NUEVO ENERGY CO COM 67050910 829 55700 SH SHARED 01 55700 D NUEVO ENERGY CO COM 67050910 240 16127 SH SHARED 02 16127 D NUEVO ENERGY CO COM 67050910 56 3778 SH SHARED 10 3778 D NUMERICAL TECHNOLOGIES INC COM 67053T10 896 66381 SH SHARED 66381 D NUMERICAL TECHNOLOGIES INC COM 67053T10 10799 799360 SH SHARED 01 799360 D NUMERICAL TECHNOLOGIES INC COM 67053T10 272 20146 SH SHARED 02 20146 D NUMERICAL TECHNOLOGIES INC COM 67053T10 1949 144300 SH SHARED 06 144300 D NUMERICAL TECHNOLOGIES INC COM 67053T10 551 40800 SH SHARED 10 40800 D NUVEEN INSD PREM INCOME MUN COM 6706D810 49 3800 SH SHARED 02 3800 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 135 10471 SH SHARED 02 10471 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 32 2500 SH SHR/OTHR 01 2500 D NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 8 550 SH SHARED 02 550 D NUVEEN MD PREM INCOME MUN FD COM 67061Q10 32 2257 SH SHARED 02 2257 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 88 6000 SH SHR/OTHR 01 6000 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 34 2400 SH SHARED 02 2400 D NUVEEN MUN INCOME FD INC COM 67062J10 4 400 SH SHARED 400 D NUVEEN NY MUN VALUE FD COM 67062M10 18 2000 SH SHR/OTHR 01 2000 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 41 3000 SH SHR/OTHR 01 3000 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 553 39958 SH SHARED 02 15700 24258 D NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 170 11745 SH SHARED 02 7732 4013 D NUVEEN PREM INCOME MUN FD COM 67062T10 18 1368 SH SHR/OTHR 01 1368 D NUVEEN PREM INCOME MUN FD COM 67062T10 398 29000 SH SHARED 02 10000 19000 D NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 4 300 SH SHARED 02 300 D NUWAVE TECHNOLOGIES INC COM 67065M10 0 486 SH SHARED 486 D NVIDIA CORP NOTE 4.750%10/1 67066GAA 18786 15500000 PRN SHARED 02 15500000 D NVIDIA CORP COM 67066G10 0 14 SH SHARED 14 D NVIDIA CORP COM 67066G10 39705 895068 SH SHARED 895068 D NVIDIA CORP COM 67066G10 39291 885752 SH SHARED 01 885752 D NVIDIA CORP COM 67066G10 5578 125761 SH SHARED 02 123061 2700 D NVIDIA CORP COM 67066G10 7097 160000 SH SHARED 04 160000 D NVIDIA CORP COM 67066G10 66 1500 SH SHARED 06 1500 D NVIDIA CORP COM 67066G10 798 18000 SH SHARED 07 18000 D NVIDIA CORP COM 67066G10 58 1323 SH SHARED 09 1323 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 8 600 SH SHARED 600 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 69 5000 SH SHARED 02 5000 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 22 1600 SH SHARED 01 1600 D NUVEEN CA DIVIDEND ADV MUN F COM SHS 67066Y10 27 2020 SH SHARED 2020 D NUVEEN SR INCOME FD COM 67067Y10 330 43500 SH SHARED 02 2500 41000 D NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 20 1400 SH SHARED 02 1400 D NUVEEN MASS DIVID ADVANTAG M COM SH BEN INT 67069P10 78 5000 SH SHARED 02 5000 D NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT 67069T10 70 4700 SH SHARED 02 1000 3700 D NUTRITION 21 INC COM 67069V10 1 2832 SH SHARED 2832 D NUVEEN NY DIV ADVANTG MUN FD COM 67070A10 178 13386 SH SHR/OTHR 01 13386 D NUVEEN NY DIV ADVANTG MUN FD COM 67070A10 37 2800 SH SHARED 02 2800 D NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 247 18600 SH SHARED 02 4000 14600 D NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 87 6600 SH SHARED 02 6600 D NUVEEN REAL ESTATE INCOME FD COM 67071B10 232 14850 SH SHARED 02 3300 11550 D NUVEEN N C DIV ADV FD 2 COM 67071D10 114 7730 SH SHARED 02 6730 1000 D NYFIX INC COM 67071210 9 618 SH SHARED 618 D NYFIX INC COM 67071210 697 46638 SH SHARED 01 46638 D NYFIX INC COM 67071210 386 25814 SH SHARED 02 25814 D NYMOX PHARMACEUTICAL CORP COM 67076P10 15 4168 SH SHARED 4168 D NYMOX PHARMACEUTICAL CORP COM 67076P10 63 17000 SH SHARED 17000 D OAO TECHNOLOGY SOLUTIONS INC COM 67082B10 0 71 SH SHARED 71 D O CHARLEYS INC COM 67082310 54 2520 SH SHARED 2520 D O CHARLEYS INC COM 67082310 769 35701 SH SHARED 01 35701 D O CHARLEYS INC COM 67082310 390 18106 SH SHARED 02 18106 D OGE ENERGY CORP COM 67083710 3780 157700 SH SHARED 157700 D OGE ENERGY CORP COM 67083710 3086 128779 SH SHARED 01 128779 D OGE ENERGY CORP COM 67083710 27 1130 SH SHR/OTHR 01 1130 D OGE ENERGY CORP COM 67083710 1022 42677 SH SHARED 02 42477 200 D OGE ENERGY CORP COM 67083710 5249 219000 SH SHARED 05 219000 D O I CORP COM 67084110 3 570 SH SHARED 570 D OM GROUP INC COM 67087210 840 11620 SH SHARED 11620 D OM GROUP INC COM 67087210 2073 28675 SH SHARED 01 28675 D OM GROUP INC COM 67087210 282 3910 SH SHARED 02 3910 D NUVEEN MUN VALUE FD INC COM 67092810 18 2010 SH SHR/OTHR 01 2010 D NUVEEN MUN VALUE FD INC COM 67092810 106 11595 SH SHARED 02 11595 D NUVEEN PA INVT QUALITY MUN F COM 67097210 42 3000 SH SHARED 02 3000 D NUVEEN SELECT QUALITY MUN FD COM 67097310 27 2000 SH SHARED 2000 D NUVEEN SELECT QUALITY MUN FD COM 67097310 19 1400 SH SHARED 02 1400 D NUVEEN NY SELECT QUALITY MUN COM 67097610 98 7000 SH SHR/OTHR 01 7000 D NUVEEN NY SELECT QUALITY MUN COM 67097610 7 535 SH SHARED 02 535 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 146 10000 SH SHR/OTHR 01 10000 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 122 8400 SH SHARED 02 3700 4700 D NUVEEN CALIF QUALITY INCM MU COM 67098510 233 15450 SH SHR/OTHR 01 8000 7450 D NUVEEN NY QUALITY INCM MUN F COM 67098610 103 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 2919 74562 SH SHARED 74562 D OSI PHARMACEUTICALS INC COM 67104010 1601 40914 SH SHARED 01 40914 D OSI PHARMACEUTICALS INC COM 67104010 121 3106 SH SHARED 02 2906 200 D OSI PHARMACEUTICALS INC COM 67104010 40163 1025900 SH SHARED 04 1025900 D OSI SYSTEMS INC COM 67104410 299 11900 SH SHARED 11900 D OSI SYSTEMS INC COM 67104410 2232 88600 SH SHARED 01 88600 D OSI SYSTEMS INC COM 67104410 1398 55500 SH SHARED 06 55500 D OTG SOFTWARE INC COM 67105910 510 59101 SH SHARED 59101 D OTG SOFTWARE INC COM 67105910 12 1448 SH SHARED 1448 D OTG SOFTWARE INC COM 67105910 514 59648 SH SHARED 01 59648 D OTG SOFTWARE INC COM 67105910 187 21733 SH SHARED 02 20633 1100 D OYO GEOSPACE CORP COM 67107410 46 3349 SH SHARED 3349 D OAK TECHNOLOGY INC COM 67180210 0 36 SH SHARED 36 D OAK TECHNOLOGY INC COM 67180210 3059 205615 SH SHARED 205615 D OAK TECHNOLOGY INC COM 67180210 6495 436500 SH SHARED 01 425848 10652 D OAK TECHNOLOGY INC COM 67180210 830 55803 SH SHARED 02 53803 2000 D OAKLEY INC COM 67366210 787 44000 SH SHARED 44000 D OAKLEY INC COM 67366210 171 9600 SH SHARED 01 9600 D OAKLEY INC COM 67366210 28 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 237 13242 SH SHARED 02 8892 4350 D OCCIDENTAL PETE CORP DEL COM 67459910 26192 898528 SH SHARED 898378 150 D OCCIDENTAL PETE CORP DEL COM 67459910 76170 2613056 SH SHARED 01 2613056 D OCCIDENTAL PETE CORP DEL COM 67459910 167 5736 SH SHR/OTHR 01 5736 D OCCIDENTAL PETE CORP DEL COM 67459910 7597 260650 SH SHARED 02 256375 4275 D OCCIDENTAL PETE CORP DEL COM 67459910 781 26800 SH SHARED 03 26800 D OCCIDENTAL PETE CORP DEL COM 67459910 124 4255 SH SHARED 06 4255 D OCCIDENTAL PETE CORP DEL COM 67459910 1171 40200 SH SHARED 07 40200 D OCCIDENTAL PETE CORP DEL COM 67459910 109 3766 SH SHARED 09 3766 D OCE N V ADR 67462720 0 35 SH SHARED 35 D OCEAN ENERGY INC DEL COM 67481E10 7982 403351 SH SHARED 403351 D OCEAN ENERGY INC DEL COM 67481E10 6089 307720 SH SHARED 01 307720 D OCEAN ENERGY INC DEL COM 67481E10 3450 174347 SH SHARED 02 165727 8620 D OCEANEERING INTL INC COM 67523210 1470 50691 SH SHARED 50691 D OCEANEERING INTL INC COM 67523210 1869 64460 SH SHARED 01 64460 D OCEANEERING INTL INC COM 67523210 700 24154 SH SHARED 02 24154 D OCEANEERING INTL INC COM 67523210 105 3621 SH SHARED 10 3621 D OCEANFIRST FINL CORP COM 67523410 6 224 SH SHARED 224 D OCEANFIRST FINL CORP COM 67523410 730 24440 SH SHARED 01 24440 D OCEANFIRST FINL CORP COM 67523410 243 8145 SH SHARED 02 8145 D OCEANFIRST FINL CORP COM 67523410 82 2763 SH SHARED 10 2763 D OCTEL CORP COM 67572710 4 240 SH SHARED 240 D OCTEL CORP COM 67572710 318 16900 SH SHARED 01 16900 D OCTEL CORP COM 67572710 196 10445 SH SHARED 02 10445 D OCULAR SCIENCES INC COM 67574410 671 23994 SH SHARED 23994 D OCULAR SCIENCES INC COM 67574410 1140 40720 SH SHARED 01 40720 D OCULAR SCIENCES INC COM 67574410 557 19900 SH SHARED 02 19900 D OCWEN FINL CORP COM 67574610 7 1074 SH SHARED 1074 D OCWEN FINL CORP COM 67574610 562 85410 SH SHARED 01 84610 800 D OCWEN FINL CORP COM 67574610 260 39500 SH SHARED 02 39500 D OCWEN FINL CORP COM 67574610 47 7283 SH SHARED 10 7283 D ODYSSEY RE HLDGS CORP COM 67612W10 64 4038 SH SHARED 4038 D ODYSSEY RE HLDGS CORP COM 67612W10 1758 110000 SH SHARED 04 110000 D OFFICEMAX INC COM 67622M10 125 22566 SH SHARED 22566 D OFFICEMAX INC COM 67622M10 1162 208410 SH SHARED 01 208410 D OFFICEMAX INC COM 67622M10 755 135400 SH SHARED 02 128400 7000 D OFFICEMAX INC COM 67622M10 114 20460 SH SHARED 10 20460 D OFFICE DEPOT INC NOTE 12/1 676220AA 20137 22475000 PRN SHARED 22475000 D OFFICE DEPOT INC NOTE 12/1 676220AA 509 569000 PRN SHARED 02 569000 D OFFICE DEPOT INC COM 67622010 21475 1081874 SH SHARED 1081874 D OFFICE DEPOT INC COM 67622010 40634 2047093 SH SHARED 01 2047093 D OFFICE DEPOT INC COM 67622010 7130 359211 SH SHARED 02 354086 5125 D OFFICE DEPOT INC COM 67622010 19 1000 SH SHARED 06 1000 D OFFICE DEPOT INC COM 67622010 42 2131 SH SHARED 09 2131 D OFFSHORE LOGISTICS INC COM 67625510 0 4 SH SHARED 4 D OFFSHORE LOGISTICS INC COM 67625510 953 44265 SH SHARED 44265 D OFFSHORE LOGISTICS INC COM 67625510 1307 60690 SH SHARED 01 60690 D OFFSHORE LOGISTICS INC COM 67625510 7502 348157 SH SHARED 02 345219 2938 D OGLEBAY NORTON CO COM 67700710 0 40 SH SHARED 40 D OGLEBAY NORTON CO COM 67700710 15 1500 SH SHARED 01 1500 D OGLEBAY NORTON CO COM 67700710 31 3100 SH SHARED 02 3100 D OHIO CAS CORP COM 67724010 2 142 SH SHARED 142 D OHIO CAS CORP COM 67724010 1248 65922 SH SHARED 65922 D OHIO CAS CORP COM 67724010 3422 180716 SH SHARED 01 180716 D OHIO CAS CORP COM 67724010 1830 96645 SH SHARED 02 96645 D OHIO CAS CORP COM 67724010 157 8302 SH SHARED 10 8302 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 17865 259300 SH SHARED 02 258500 800 D OIL STS INTL INC COM 67802610 2 240 SH SHARED 240 D OIL STS INTL INC COM 67802610 92 8600 SH SHARED 01 8600 D OIL STS INTL INC COM 67802610 170 15800 SH SHARED 02 12300 3500 D OLD DOMINION FGHT LINES INC COM 67958010 4 352 SH SHARED 352 D OLD NATL BANCORP IND COM 68003310 33 1365 SH SHARED 1365 D OLD NATL BANCORP IND COM 68003310 1708 69791 SH SHARED 01 69791 D OLD NATL BANCORP IND COM 68003310 141 5790 SH SHARED 02 5790 D OLD REP INTL CORP COM 68022310 14913 466484 SH SHARED 466484 D OLD REP INTL CORP COM 68022310 7447 232968 SH SHARED 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D PSS WORLD MED INC COM 69366A10 1658 169208 SH SHARED 169208 D PSS WORLD MED INC COM 69366A10 1815 185304 SH SHARED 01 185304 D PSS WORLD MED INC COM 69366A10 829 84671 SH SHARED 02 82421 2250 D PSS WORLD MED INC COM 69366A10 140 14295 SH SHARED 10 14295 D PTEK HLDGS INC COM 69366M10 0 129 SH SHARED 129 D PTEK HLDGS INC COM 69366M10 3 750 SH SHARED 01 750 D PTEK HLDGS INC COM 69366M10 4 1200 SH SHARED 02 1200 D PYR ENERGY CORP COM 69367710 0 372 SH SHARED 372 D PYR ENERGY CORP COM 69367710 23 12100 SH SHARED 01 12100 D PYR ENERGY CORP COM 69367710 30 15777 SH SHARED 02 15777 D PACCAR INC COM 69371810 11 163 SH SHARED 163 D PACCAR INC COM 69371810 15422 210663 SH SHARED 210663 D PACCAR INC COM 69371810 38089 520274 SH SHARED 01 520274 D PACCAR INC COM 69371810 146 2000 SH SHR/OTHR 01 2000 D PACCAR INC COM 69371810 3804 51965 SH SHARED 02 51965 D PACCAR INC COM 69371810 43 589 SH SHARED 09 589 D PACHOLDER HIGH YIELD FD INC COM 69374210 31 3300 SH SHARED 02 3300 D PACIFIC CAP BANCORP NEW COM 69404P10 22 740 SH SHARED 740 D PACIFIC CAP BANCORP NEW COM 69404P10 1445 46870 SH SHARED 01 46870 D PACIFIC CAP BANCORP NEW COM 69404P10 32 1050 SH SHR/OTHR 01 1050 D PACIFIC CAP BANCORP NEW COM 69404P10 998 32351 SH SHARED 02 32351 D PACIFIC CENTY FINL CORP COM 69405810 9059 347632 SH SHARED 347632 D PACIFIC CENTY FINL CORP COM 69405810 3788 145370 SH SHARED 01 145370 D PACIFIC CENTY FINL CORP COM 69405810 39 1500 SH SHR/OTHR 01 1500 D PACIFIC CENTY FINL CORP COM 69405810 1211 46479 SH SHARED 02 46479 D PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 69405910 256 97420 SH SHARED 97420 D PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 69405910 2 770 SH SHARED 01 770 D PACIFIC DUNLOP LTD ADR 69418520 0 7 SH SHARED 7 D PACIFIC NORTHWEST BANCORP COM 69466M10 65 2472 SH SHARED 2472 D PACIFIC NORTHWEST BANCORP COM 69466M10 733 27907 SH SHARED 01 27907 D PACIFIC NORTHWEST BANCORP COM 69466M10 391 14900 SH SHARED 02 14900 D PACIFIC SUNWEAR CALIF INC COM 69487310 0 37 SH SHARED 37 D PACIFIC SUNWEAR CALIF INC COM 69487310 1208 49133 SH SHARED 49133 D PACIFIC SUNWEAR CALIF INC COM 69487310 1621 65916 SH SHARED 01 64191 1725 D PACIFIC SUNWEAR CALIF INC COM 69487310 44 1811 SH SHR/OTHR 01 1811 D PACIFIC SUNWEAR CALIF INC COM 69487310 785 31940 SH SHARED 02 31940 D PACIFICARE HEALTH SYS DEL COM 69511210 954 54726 SH SHARED 54726 D PACIFICARE HEALTH SYS DEL COM 69511210 1974 113168 SH SHARED 01 113168 D PACIFICARE HEALTH SYS DEL COM 69511210 2936 168298 SH SHARED 02 141273 27025 D PACIFICARE HEALTH SYS DEL COM 69511210 71 4079 SH SHARED 10 4079 D PACKAGING CORP AMER COM 69515610 1490 75300 SH SHARED 75300 D PACKAGING CORP AMER COM 69515610 35932 1815700 SH SHARED 01 1815700 D PACKAGING CORP AMER COM 69515610 13635 688988 SH SHARED 02 688788 200 D PACKAGING CORP AMER COM 69515610 1628 82300 SH SHARED 06 82300 D PACKAGING CORP AMER COM 69515610 83 4200 SH SHARED 10 4200 D PACKETEER INC COM 69521010 2 342 SH SHARED 342 D PACKETEER INC COM 69521010 4 602 SH SHARED 602 D PACKETEER INC COM 69521010 370 50133 SH SHARED 01 50133 D PACKETEER INC COM 69521010 179 24306 SH SHARED 02 24306 D PACKETEER INC COM 69521010 14 2000 SH SHARED 06 2000 D PACTIV CORP COM 69525710 12357 617235 SH SHARED 617235 D PACTIV CORP COM 69525710 21099 1053914 SH SHARED 01 1053914 D PACTIV CORP COM 69525710 2107 105266 SH SHARED 02 99746 5520 D PACTIV CORP COM 69525710 110 5539 SH SHARED 07 5539 D PACTIV CORP COM 69525710 31 1589 SH SHARED 09 1589 D PAIN THERAPEUTICS INC COM 69562K10 4 424 SH SHARED 424 D PAIN THERAPEUTICS INC COM 69562K10 295 30900 SH SHARED 01 30900 D PAIN THERAPEUTICS INC COM 69562K10 165 17347 SH SHARED 02 17347 D PALL CORP COM 69642930 12850 627153 SH SHARED 627153 D PALL CORP COM 69642930 15972 779516 SH SHARED 01 779516 D PALL CORP COM 69642930 309 15097 SH SHR/OTHR 01 12297 2800 D PALL CORP COM 69642930 1718 83877 SH SHARED 02 83077 800 D PALL CORP COM 69642930 34 1671 SH SHARED 09 1671 D PALM HARBOR HOMES COM 69663910 2 136 SH SHARED 136 D PALM HARBOR HOMES COM 69663910 67 3230 SH SHARED 3230 D PALM HARBOR HOMES COM 69663910 641 30828 SH SHARED 01 30828 D PALM HARBOR HOMES COM 69663910 365 17589 SH SHARED 02 17589 D PALM HARBOR HOMES COM 69663910 55 2664 SH SHARED 10 2664 D PALM INC COM 69664210 4835 1211974 SH SHARED 1178900 33074 D PALM INC COM 69664210 15965 4001269 SH SHARED 01 3996181 5088 D PALM INC COM 69664210 1 300 SH SHR/OTHR 01 300 D PALM INC COM 69664210 1741 436345 SH SHARED 02 433912 2433 D PALM INC COM 69664210 122 30700 SH SHARED 03 30700 D PALM INC COM 69664210 79 20000 SH SHARED 04 20000 D PALM INC COM 69664210 26 6618 SH SHARED 06 6618 D PALM INC COM 69664210 16 4135 SH SHARED 09 4135 D PALOMAR MED TECHNOLOGIES INC ST 69752930 1 1906 SH SHARED 1906 D PAN AMERICAN SILVER CORP COM 69790010 5 1048 SH SHARED 1048 D PAN AMERICAN SILVER CORP COM 69790010 280 50000 SH SHARED 50000 D PANAMSAT CORP NEW COM 69793310 1934 84648 SH SHARED 84648 D PANAMSAT CORP NEW COM 69793310 1407 61616 SH SHARED 01 61616 D PANAMSAT CORP NEW COM 69793310 1894 82896 SH SHARED 02 82896 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 2192 71736 SH SHARED 71736 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 1592 52078 SH SHARED 01 52078 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 794 25980 SH SHARED 02 25980 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 304 9950 SH SHARED 10 9950 D PANCANADIAN ENERGY CORP COM 69831A10 76 2582 SH SHARED 2582 D PANCANADIAN ENERGY CORP COM 69831A10 70 2373 SH SHARED 02 2100 273 D PANERA BREAD CO CL A 69840W10 1647 25856 SH SHARED 25856 D PANERA BREAD CO CL A 69840W10 6109 95900 SH SHARED 01 95900 D PANERA BREAD CO CL A 69840W10 684 10746 SH SHARED 02 10746 D PANHANDLE ROYALTY CO CL A 69847710 0 62 SH SHARED 62 D PANTRY INC COM 69865710 0 245 SH SHARED 245 D PANTRY INC COM 69865710 39 10000 SH SHARED 02 10000 D PAPA JOHNS INTL INC COM 69881310 5054 181279 SH SHARED 181279 D PAPA JOHNS INTL INC COM 69881310 3212 115234 SH SHARED 01 115234 D PAPA JOHNS INTL INC COM 69881310 813 29177 SH SHARED 02 27327 1850 D PAR TECHNOLOGY CORP COM 69888410 3 1000 SH SHARED 02 1000 D PARADIGM MED INDS INC DEL COM 69900Q10 3 1053 SH SHARED 1053 D PARADIGM GENETICS INC COM 69900R10 20 12831 SH SHARED 12831 D PARADIGM GENETICS INC COM 69900R10 0 570 SH SHARED 570 D PARADIGM GENETICS INC COM 69900R10 50 31100 SH SHARED 01 31100 D PARADIGM GENETICS INC COM 69900R10 36 22500 SH SHARED 02 22500 D PARADYNE NETWORKS INC COM 69911G10 0 239 SH SHARED 239 D PARADYNE NETWORKS INC COM 69911G10 32 10341 SH SHARED 10341 D PARALLEL PETE CORP DEL COM 69915710 3 883 SH SHARED 883 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1 327 SH SHARED 327 D PARAMETRIC TECHNOLOGY CORP COM 69917310 3463 573375 SH SHARED 573375 D PARAMETRIC TECHNOLOGY CORP COM 69917310 10793 1786976 SH SHARED 01 1786976 D PARAMETRIC TECHNOLOGY CORP COM 69917310 1394 230932 SH SHARED 02 169926 61006 D PARAMETRIC TECHNOLOGY CORP COM 69917310 86 14300 SH SHARED 03 14300 D PARAMETRIC TECHNOLOGY CORP COM 69917310 6 1000 SH SHARED 07 1000 D PARAMETRIC TECHNOLOGY CORP COM 69917310 11 1864 SH SHARED 09 1864 D PARAVANT INC COM 69937610 14 4000 SH SHARED 02 4000 D PAREXEL INTL CORP COM 69946210 11 712 SH SHARED 712 D PAREXEL INTL CORP COM 69946210 1775 110674 SH SHARED 01 110674 D PAREXEL INTL CORP COM 69946210 430 26832 SH SHARED 02 26832 D PAREXEL INTL CORP COM 69946210 77 4838 SH SHARED 10 4838 D PARK ELECTROCHEMICAL CORP COM 70041620 1204 41550 SH SHARED 41550 D PARK ELECTROCHEMICAL CORP COM 70041620 1326 45737 SH SHARED 01 45737 D PARK ELECTROCHEMICAL CORP COM 70041620 575 19848 SH SHARED 02 19848 D PARK ELECTROCHEMICAL CORP COM 70041620 100 3451 SH SHARED 10 3451 D PARK NATL CORP COM 70065810 27 280 SH SHARED 280 D PARK NATL CORP COM 70065810 1966 19911 SH SHARED 01 19911 D PARK NATL CORP COM 70065810 1349 13670 SH SHARED 02 13670 D PARK OHIO HLDGS CORP COM 70066610 0 31 SH SHARED 31 D PARK OHIO HLDGS CORP COM 70066610 0 100 SH SHARED 100 D PARK PL ENTMT CORP COM 70069010 5821 551784 SH SHARED 551784 D PARK PL ENTMT CORP COM 70069010 7306 692587 SH SHARED 01 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24200 D PARKER HANNIFIN CORP COM 70109410 923 18497 SH SHARED 11 18497 D PARKER HANNIFIN CORP COM 70109410 828 16600 SH SHARED 12 16600 D PARKERVISION INC COM 70135410 85 4200 SH SHARED 4200 D PARKERVISION INC COM 70135410 478 23560 SH SHARED 01 23560 D PARKERVISION INC COM 70135410 191 9408 SH SHARED 02 9008 400 D PARKVALE FINL CORP COM 70149210 431 17200 SH SHARED 17200 D PARKWAY PPTYS INC COM 70159Q10 7 194 SH SHARED 194 D PARKWAY PPTYS INC COM 70159Q10 654 17940 SH SHARED 01 17940 D PARKWAY PPTYS INC COM 70159Q10 378 10375 SH SHARED 02 9875 500 D PARKWAY PPTYS INC COM 70159Q10 135 3702 SH SHARED 10 3702 D PARLEX CORP COM 70163010 0 15 SH SHARED 15 D PARLEX CORP COM 70163010 10 800 SH SHARED 800 D PARLUX FRAGRANCES INC COM 70164510 1 617 SH SHARED 617 D PARLUX FRAGRANCES INC COM 70164510 3 2000 SH SHARED 02 2000 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 0 99 SH SHARED 99 D PARTHUS TECHNOLOGIES PLC SPONSORED ADR 70211Y10 18 2942 SH SHARED 2942 D PARTSBASE INC COM 70214P10 4 5600 SH SHARED 5600 D PATHMARK STORES INC NEW COM 70322A10 104 4368 SH SHARED 4368 D PATHMARK STORES INC NEW COM 70322A10 1476 61660 SH SHARED 01 61660 D PATHMARK STORES INC NEW COM 70322A10 853 35646 SH SHARED 02 35646 D PATHMARK STORES INC NEW COM 70322A10 102 4299 SH SHARED 10 4299 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 1813 209646 SH SHARED 209646 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 4478 517760 SH SHARED 02 32560 485200 D PATINA OIL & GAS CORP COM 70322410 18646 591575 SH SHARED 591575 D PATINA OIL & GAS CORP COM 70322410 2165 68709 SH SHARED 01 68709 D PATINA OIL & GAS CORP COM 70322410 9027 286400 SH SHARED 02 286400 D PATRICK INDS INC COM 70334310 19 2300 SH SHARED 2300 D PATTERSON DENTAL CO COM 70341210 9 226 SH SHARED 226 D PATTERSON DENTAL CO COM 70341210 1109 25380 SH SHARED 25380 D PATTERSON DENTAL CO COM 70341210 5324 121750 SH SHARED 01 121750 D PATTERSON DENTAL CO COM 70341210 1584 36238 SH SHARED 02 35738 500 D PATTERSON UTI ENERGY INC COM 70348110 2 81 SH SHARED 81 D PATTERSON UTI ENERGY INC COM 70348110 755 25400 SH SHARED 25400 D PATTERSON UTI ENERGY INC COM 70348110 4805 161576 SH SHARED 01 161576 D PATTERSON UTI ENERGY INC COM 70348110 1200 40358 SH SHARED 02 40358 D PAULA FINL DEL COM 70358810 7 16600 SH SHARED 16600 D PAULSON CAP CORP COM 70379710 1 224 SH SHARED 224 D PAXAR CORP COM 70422710 278 16204 SH SHARED 16204 D PAXAR CORP COM 70422710 1228 71526 SH SHARED 01 71526 D PAXAR CORP COM 70422710 664 38700 SH SHARED 02 38700 D PAXAR CORP COM 70422710 100 5866 SH SHARED 10 5866 D PAXSON COMMUNICATIONS CORP COM 70423110 454 41428 SH SHARED 41428 D PAXSON COMMUNICATIONS CORP COM 70423110 656 59900 SH SHARED 01 59900 D PAXSON COMMUNICATIONS CORP COM 70423110 2401 219120 SH SHARED 02 219120 D PAYCHEX INC COM 70432610 13 332 SH SHARED 332 D PAYCHEX INC COM 70432610 31263 787489 SH SHARED 787489 D PAYCHEX INC COM 70432610 104223 2625282 SH SHARED 01 2594874 30408 D PAYCHEX INC COM 70432610 67 1704 SH SHR/OTHR 01 1704 D PAYCHEX INC COM 70432610 8678 218609 SH SHARED 02 217359 1250 D PAYCHEX INC COM 70432610 952 24000 SH SHARED 03 24000 D PAYCHEX INC COM 70432610 202 5100 SH SHARED 06 5100 D PAYCHEX INC COM 70432610 124 3138 SH SHARED 09 3138 D PAYLESS SHOESOURCE INC COM 70437910 4576 74956 SH SHARED 74956 D PAYLESS SHOESOURCE INC COM 70437910 3250 53237 SH SHARED 01 53237 D PAYLESS SHOESOURCE INC COM 70437910 0 5 SH SHR/OTHR 01 5 D PAYLESS SHOESOURCE INC COM 70437910 826 13545 SH SHARED 02 13545 D PAYPAL INC COM 70450810 3 162 SH SHARED 162 D PEABODY ENERGY CORP COM 70454910 1737 60012 SH SHARED 60012 D PEABODY ENERGY CORP COM 70454910 19555 675500 SH SHARED 01 668800 6700 D PEABODY ENERGY CORP COM 70454910 24 830 SH SHR/OTHR 01 830 D PEABODY ENERGY CORP COM 70454910 15 524 SH SHARED 02 524 D PEABODY ENERGY CORP COM 70454910 862 29800 SH SHARED 06 29800 D PEABODY ENERGY CORP COM 70454910 75 2600 SH SHARED 10 2600 D PEARSON PLC SPONSORED ADR 70501510 187 14074 SH SHARED 14074 D PEARSON PLC SPONSORED ADR 70501510 238 17900 SH SHARED 02 17900 D PEC SOLUTIONS INC COM 70510710 1 43 SH SHARED 43 D PEC SOLUTIONS INC COM 70510710 524 21336 SH SHARED 21336 D PEC SOLUTIONS INC COM 70510710 339 13800 SH SHARED 01 10600 3200 D PEC SOLUTIONS INC COM 70510710 137 5577 SH SHARED 02 3577 2000 D PECHINEY SPONSORED ADR 70515120 4069 153438 SH SHARED 153438 D PECO II INC COM 70522110 1 396 SH SHARED 396 D PECO II INC COM 70522110 109 21896 SH SHARED 01 21896 D PECO II INC COM 70522110 73 14800 SH SHARED 02 14800 D PEDIATRIC SVCS OF AMERICA COM 70532310 0 61 SH SHARED 61 D PEDIATRIC SVCS OF AMERICA COM 70532310 4 400 SH SHARED 02 400 D PEDIATRIX MED GROUP COM 70532410 781 19168 SH SHARED 19168 D PEDIATRIX MED GROUP COM 70532410 1884 46240 SH SHARED 01 46240 D PEDIATRIX MED GROUP COM 70532410 932 22887 SH SHARED 02 22887 D PEDIATRIX MED GROUP COM 70532410 127 3130 SH SHARED 10 3130 D PEETS COFFEE & TEA INC COM 70556010 71 5500 SH SHARED 5500 D PEETS COFFEE & TEA INC COM 70556010 6 500 SH SHARED 02 500 D PEGASYSTEMS INC COM 70557310 4 478 SH SHARED 478 D PEGASUS COMMUNICATIONS CORP CL A 70590410 290 96027 SH SHARED 96027 D PEGASUS COMMUNICATIONS CORP CL A 70590410 348 115330 SH SHARED 01 115330 D PEGASUS COMMUNICATIONS CORP CL A 70590410 139 46312 SH SHARED 02 46312 D PEGASUS COMMUNICATIONS CORP CL A 70590410 10 3620 SH SHARED 10 3620 D PEGASUS SOLUTIONS INC COM 70590610 524 28358 SH SHARED 28358 D PEGASUS SOLUTIONS INC COM 70590610 1069 57834 SH SHARED 01 57834 D PEGASUS SOLUTIONS INC COM 70590610 529 28638 SH SHARED 02 28638 D PEGASUS SOLUTIONS INC COM 70590610 94 5117 SH SHARED 10 5117 D PEMSTAR INC COM 70655210 7 731 SH SHARED 731 D PEMSTAR INC COM 70655210 224 23364 SH SHARED 23364 D PEMSTAR INC COM 70655210 720 75100 SH SHARED 01 75100 D PEMSTAR INC COM 70655210 222 23200 SH SHARED 02 23200 D PENFORD CORP COM 70705110 0 31 SH SHARED 31 D PENN ENGR & MFG CORP COM NON VTG 70738930 5 268 SH SHARED 268 D PENN ENGR & MFG CORP COM NON VTG 70738930 389 20754 SH SHARED 01 20754 D PENN ENGR & MFG CORP COM NON VTG 70738930 242 12900 SH SHARED 02 12900 D PENN NATL GAMING INC COM 70756910 27 785 SH SHARED 785 D PENN NATL GAMING INC COM 70756910 1033 29504 SH SHARED 29504 D PENN NATL GAMING INC COM 70756910 4527 129296 SH SHARED 01 129296 D PENN NATL GAMING INC COM 70756910 656 18755 SH SHARED 02 11255 7500 D PENN TREATY AMERN CORP NOTE 6.250%12/0 707874AC 693 1000000 PRN SHARED 1000000 D PENN TREATY AMERN CORP COM 70787410 0 28 SH SHARED 28 D PENN TREATY AMERN CORP COM 70787410 25 4500 SH SHARED 02 4500 D NORFOLK SOUTHERN CORP COM 70788210 144 6018 SH SHARED 6018 D PENN VA CORP COM 70788210 684 17040 SH SHARED 01 17040 D NORFOLK SOUTHERN CORP COM 70788210 206 8629 SH SHARED 02 8629 D PENN VA CORP COM 70788210 60 1500 SH SHARED 10 1500 D PENN VA RESOURCES PARTNERS L COM 70788410 35 1500 SH SHARED 02 1500 D PENNEY J C INC COM 70816010 21539 1040049 SH SHARED 1040049 D PENNEY J C INC COM 70816010 32789 1583256 SH SHARED 01 1581156 2100 D PENNEY J C INC COM 70816010 227 11000 SH SHR/OTHR 01 2900 8100 D PENNEY J C INC COM 70816010 4472 215956 SH SHARED 02 214156 1800 D PENNEY J C INC COM 70816010 7869 380000 SH SHARED 04 380000 D PENNEY J C INC COM 70816010 58 2825 SH SHARED 09 2825 D PENNFED FINL SVCS INC COM 70816710 0 1 SH SHARED 1 D PENNFED FINL SVCS INC COM 70816710 54 1984 SH SHARED 1984 D PENNFED FINL SVCS INC COM 70816710 253 9300 SH SHARED 01 9300 D PENNFED FINL SVCS INC COM 70816710 168 6198 SH SHARED 02 6198 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 26 1026 SH SHARED 1026 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 850 33360 SH SHARED 01 33360 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 89 3500 SH SHR/OTHR 01 3500 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 362 14200 SH SHARED 02 14200 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 68 2700 SH SHARED 10 2700 D PENNZOIL-QUAKER STATE COMPAN COM 70932310 7136 332390 SH SHARED 332390 D PENNZOIL-QUAKER STATE COMPAN COM 70932310 7868 366480 SH SHARED 01 366480 D 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5600 SH SHARED 03 5600 D QLOGIC CORP COM 74727710 69 1400 SH SHARED 06 1400 D QLOGIC CORP COM 74727710 42 863 SH SHARED 09 863 D QSOUND LABS INC ST 74728C30 14 13363 SH SHARED 13363 D QUADRAMED CORP SDCV 5.250% 5/0 74730WAC 20 25000 PRN SHARED 02 25000 D QUADRAMED CORP COM 74730W10 51 5839 SH SHARED 5839 D QUADRAMED CORP COM 74730W10 73 8300 SH SHARED 02 8300 D QUAKER CITY BANCORP INC COM 74731K10 0 16 SH SHARED 16 D QUAKER CITY BANCORP INC COM 74731K10 1 62 SH SHARED 62 D QUAKER CITY BANCORP INC COM 74731K10 212 6700 SH SHARED 01 6700 D QUAKER CITY BANCORP INC COM 74731K10 133 4200 SH SHARED 02 4200 D QUAKER CHEM CORP COM 74731610 50 2166 SH SHARED 2166 D QUAKER CHEM CORP COM 74731610 323 13860 SH SHARED 01 13860 D QUAKER CHEM CORP COM 74731610 196 8400 SH SHARED 02 8400 D QUAKER FABRIC CORP NEW COM 74739910 136 12180 SH SHARED 12180 D QUAKER FABRIC CORP NEW COM 74739910 5719 512020 SH SHARED 01 512020 D QUAKER FABRIC CORP NEW COM 74739910 86 7700 SH SHARED 02 7700 D QUAKER FABRIC 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QUIKSILVER INC COM 74838C10 790 36150 SH SHARED 01 36150 D QUIKSILVER INC COM 74838C10 734 33590 SH SHARED 02 33590 D QUIDEL CORP COM 74838J10 4 707 SH SHARED 707 D QUIDEL CORP COM 74838J10 79 12000 SH SHARED 12000 D QUIDEL CORP *W EXP 04/30/200 74838J11 0 245 SH SHARED 02 245 D QUIGLEY CORP 511 74838L30 69 10000 SH SHARED 10000 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 67 6700 SH SHARED 6700 D QUINTILES TRANSNATIONAL CORP COM 74876710 4187 235928 SH SHARED 235928 D QUINTILES TRANSNATIONAL CORP COM 74876710 15552 876176 SH SHARED 01 876176 D QUINTILES TRANSNATIONAL CORP COM 74876710 1154 65043 SH SHARED 02 64918 125 D QUIPP INC COM 74880210 13 1003 SH SHARED 1003 D QUIXOTE CORP COM 74905610 3 178 SH SHARED 178 D QUIXOTE CORP COM 74905610 255 13700 SH SHARED 01 13700 D QUIXOTE CORP COM 74905610 203 10914 SH SHARED 02 8264 2650 D QUOTESMITH COM INC ST 74911720 1 371 SH SHARED 371 D QXL RICARDO PLC SP ADR REP 250 74912W40 0 1 SH SHARED 1 D QWEST COMMUNICATIONS INTL IN COM 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SHARED 7542 D RIGGS NATL CORP WASH DC COM 76657010 950 61924 SH SHARED 01 61924 D RIGGS NATL CORP WASH DC COM 76657010 208 13600 SH SHARED 02 13600 D RIGHT MGMT CONSULTANTS INC COM 76657310 1632 64487 SH SHARED 64487 D RIGHT MGMT CONSULTANTS INC COM 76657310 5767 227800 SH SHARED 01 227800 D RIGHT MGMT CONSULTANTS INC COM 76657310 809 31982 SH SHARED 02 31982 D RIGHT START INC 10036 76657420 25 3500 SH SHARED 02 3500 D RIMAGE CORP COM 76672110 0 54 SH SHARED 54 D RIO TINTO PLC SPONSORED ADR 76720410 2556 31960 SH SHARED 31960 D RIO TINTO PLC SPONSORED ADR 76720410 34 435 SH SHARED 02 435 D RIO TINTO PLC SPONSORED ADR 76720410 2560 32000 SH SHARED 05 32000 D RITA MED SYS INC DEL COM 76774E10 0 24 SH SHARED 24 D RITE AID CORP NOTE 5.250% 9/1 767754AL 24 25000 PRN SHARED 01 25000 D RITE AID CORP COM 76775410 358 103697 SH SHARED 103697 D RITE AID CORP COM 76775410 1526 441121 SH SHARED 01 441121 D RITE AID CORP COM 76775410 47 13700 SH SHARED 02 9100 4600 D RIVERDEEP GROUP PLC ADR 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COMMUNICATIONS INC COM 78387G10 20183 539077 SH SHR/OTHR 01 320706 218371 D SBC COMMUNICATIONS INC COM 78387G10 85429 2281764 SH SHARED 02 2224450 57314 D SBC COMMUNICATIONS INC COM 78387G10 42804 1143280 SH SHARED 03 91300 1051980 D SBC COMMUNICATIONS INC COM 78387G10 74179 1981300 SH SHARED 04 1981300 D SBC COMMUNICATIONS INC COM 78387G10 97767 2611300 SH SHARED 05 2611300 D SBC COMMUNICATIONS INC COM 78387G10 72144 1926927 SH SHARED 06 1926927 D SBC COMMUNICATIONS INC COM 78387G10 6081 162420 SH SHARED 07 162420 D SBC COMMUNICATIONS INC COM 78387G10 4801 128249 SH SHARED 08 128249 D SBC COMMUNICATIONS INC COM 78387G10 3244 86655 SH SHARED 09 86655 D SBC COMMUNICATIONS INC COM 78387G10 3322 88733 SH SHARED 10 88733 D SBC COMMUNICATIONS INC COM 78387G10 3204 85600 SH SHARED 11 85600 D SBC COMMUNICATIONS INC COM 78387G10 1603 42830 SH SHARED 12 42830 D SBS TECHNOLOGIES INC COM 78387P10 8 687 SH SHARED 687 D SBS TECHNOLOGIES INC COM 78387P10 502 39284 SH SHARED 39284 D SBS TECHNOLOGIES INC COM 78387P10 498 39006 SH SHARED 01 39006 D SBS TECHNOLOGIES INC COM 78387P10 268 21018 SH SHARED 02 21018 D SBA COMMUNICATIONS CORP COM 78388J10 0 2 SH SHARED 2 D SBA COMMUNICATIONS CORP COM 78388J10 768 233679 SH SHARED 233679 D SBA COMMUNICATIONS CORP COM 78388J10 1894 575830 SH SHARED 01 563383 12447 D SBA COMMUNICATIONS CORP COM 78388J10 420 127847 SH SHARED 02 122137 5710 D SBA COMMUNICATIONS CORP COM 78388J10 152 46400 SH SHARED 06 46400 D SBA COMMUNICATIONS CORP COM 78388J10 27 8300 SH SHARED 10 8300 D SCM MICROSYSTEMS INC COM 78401810 0 75 SH SHARED 75 D SCM MICROSYSTEMS INC COM 78401810 453 38816 SH SHARED 38816 D SCM MICROSYSTEMS INC COM 78401810 505 43263 SH SHARED 01 41588 1675 D SCM MICROSYSTEMS INC COM 78401810 39 3346 SH SHR/OTHR 01 3346 D SCM MICROSYSTEMS INC COM 78401810 194 16634 SH SHARED 02 16634 D SCM MICROSYSTEMS INC COM 78401810 79 6800 SH SHARED 07 6800 D SCPIE HLDGS INC COM 78402P10 77 4582 SH SHARED 4582 D SCPIE HLDGS INC COM 78402P10 283 16722 SH SHARED 01 16722 D SCPIE HLDGS INC COM 78402P10 160 9464 SH SHARED 02 9464 D SCP POOL CORP COM 78402810 1 44 SH SHARED 44 D SCP POOL CORP COM 78402810 490 15613 SH SHARED 15613 D SCP POOL CORP COM 78402810 1201 38275 SH SHARED 01 38275 D SCP POOL CORP COM 78402810 698 22240 SH SHARED 02 22240 D SED INTL HLDGS INC COM 78410910 4 4843 SH SHARED 4843 D SEEC INC COM 78411010 1 767 SH SHARED 767 D SEI INVESTMENTS CO COM 78411710 1 45 SH SHARED 45 D SEI INVESTMENTS CO COM 78411710 3734 87229 SH SHARED 87229 D SEI INVESTMENTS CO COM 78411710 20801 485894 SH SHARED 01 443849 42045 D SEI INVESTMENTS CO COM 78411710 66 1550 SH SHR/OTHR 01 95 1455 D SEI INVESTMENTS CO COM 78411710 2548 59522 SH SHARED 02 59222 300 D SEMCO ENERGY INC COM 78412D10 27 2902 SH SHARED 2902 D SEMCO ENERGY INC COM 78412D10 415 43314 SH SHARED 01 43314 D SEMCO ENERGY INC COM 78412D10 185 19343 SH SHARED 02 19343 D SEMCO ENERGY INC COM 78412D10 0 70 SH SHARED 05 70 D SEMCO ENERGY INC COM 78412D10 43 4498 SH SHARED 10 4498 D SEMCO ENERGY INC INCOME PRIDES 78412D30 569 66000 SH SHARED 66000 D SFBC INTL INC COM 78412110 7 300 SH SHARED 02 300 D SJW CORP COM 78430510 172 2128 SH SHARED 2128 D SJW CORP COM 78430510 284 3500 SH SHARED 01 3500 D SJW CORP COM 78430510 158 1957 SH SHARED 02 1957 D SK TELECOM LTD SPONSORED ADR 78440P10 33159 1347952 SH SHARED 1347952 D SK TELECOM LTD SPONSORED ADR 78440P10 12 500 SH SHARED 01 500 D SK TELECOM LTD SPONSORED ADR 78440P10 284 11570 SH SHR/OTHR 01 11570 D SK TELECOM LTD SPONSORED ADR 78440P10 1570 63829 SH SHARED 02 50629 13200 D SK TELECOM LTD SPONSORED ADR 78440P10 1230 50000 SH SHARED 04 50000 D SK TELECOM LTD SPONSORED ADR 78440P10 12934 525779 SH SHARED 06 525779 D SK TELECOM LTD SPONSORED ADR 78440P10 690 28070 SH SHARED 09 28070 D SK TELECOM LTD SPONSORED ADR 78440P10 3133 127395 SH SHARED 10 127395 D SL GREEN RLTY CORP COM 78440X10 3586 106753 SH SHARED 106753 D SL GREEN RLTY CORP COM 78440X10 1903 56653 SH SHARED 01 56653 D SL GREEN RLTY CORP COM 78440X10 675 20100 SH SHARED 02 17600 2500 D SL GREEN RLTY CORP COM 78440X10 321 9561 SH SHARED 10 9561 D SLI INC COM 78442T10 1 624 SH SHARED 624 D SLI INC COM 78442T10 107 41975 SH SHARED 01 41975 D SLI INC COM 78442T10 63 25000 SH SHARED 02 25000 D SPDR TR UNIT SER 1 78462F10 75863 662444 SH SHARED 662444 D SPDR TR UNIT SER 1 78462F10 42308 369443 SH SHARED 01 363793 5650 D SPDR TR UNIT SER 1 78462F10 1007 8800 SH SHR/OTHR 01 3300 5500 D SPDR TR UNIT SER 1 78462F10 18940 165389 SH SHARED 02 8810 156579 D SPSS INC COM 78462K10 101 5765 SH SHARED 5765 D SPSS INC COM 78462K10 430 24544 SH SHARED 01 24544 D SPSS INC COM 78462K10 225 12853 SH SHARED 02 12853 D SPS TECHNOLOGIES INC COM 78462610 10 252 SH SHARED 252 D SPS TECHNOLOGIES INC COM 78462610 883 20860 SH SHARED 01 20860 D SPS TECHNOLOGIES INC COM 78462610 463 10934 SH SHARED 02 10934 D SPS TECHNOLOGIES INC COM 78462610 69 1643 SH SHARED 10 1643 D S1 CORPORATION COM 78463B10 2 190 SH SHARED 190 D S1 CORPORATION COM 78463B10 4301 278608 SH SHARED 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3948 D SM&A COM 78465D10 0 269 SH SHARED 269 D SSP SOLUTIONS INC COM 78472310 0 232 SH SHARED 232 D STM WIRELESS INC CL A 78477610 25 11800 SH SHARED 11800 D S3 INC NOTE 5.750%10/0 784849AC 16 21000 PRN SHARED 02 21000 D SABA SOFTWARE INC COM 78493210 25 6165 SH SHARED 6165 D SABA SOFTWARE INC COM 78493210 247 59700 SH SHARED 01 59700 D SABA SOFTWARE INC COM 78493210 115 27800 SH SHARED 02 27800 D SWS GROUP INC COM 78503N10 137 6778 SH SHARED 6778 D SWS GROUP INC COM 78503N10 2849 140710 SH SHARED 01 32953 107757 D SWS GROUP INC COM 78503N10 390 19300 SH SHARED 02 19300 D S Y BANCORP INC COM 78506010 7 202 SH SHARED 202 D S Y BANCORP INC COM 78506010 283 7800 SH SHARED 01 7800 D S Y BANCORP INC COM 78506010 221 6087 SH SHARED 02 6087 D SABINE ROYALTY TR UNIT BEN INT 78568810 39 1600 SH SHARED 1600 D SABINE ROYALTY TR UNIT BEN INT 78568810 158 6500 SH SHARED 01 3500 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 12 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 28500 610149 SH SHARED 610149 D SABRE HLDGS CORP CL A 78590510 41166 881325 SH SHARED 01 881125 200 D SABRE HLDGS CORP CL A 78590510 121 2601 SH SHR/OTHR 01 2601 D SABRE HLDGS CORP CL A 78590510 3463 74146 SH SHARED 02 73946 200 D SABRE HLDGS CORP CL A 78590510 6098 130555 SH SHARED 03 130555 D SABRE HLDGS CORP CL A 78590510 61162 1309400 SH SHARED 04 1309400 D SABRE HLDGS CORP CL A 78590510 23 500 SH SHARED 06 500 D SABRE HLDGS CORP CL A 78590510 56 1218 SH SHARED 09 1218 D SADIA S A SP ADR REP 30S 78632610 80 4900 SH SHARED 4900 D SAFECO CORP COM 78642910 0 24 SH SHARED 24 D SAFECO CORP COM 78642910 14322 447015 SH SHARED 447015 D SAFECO CORP COM 78642910 28859 900726 SH SHARED 01 900726 D SAFECO CORP COM 78642910 2358 73599 SH SHARED 02 73599 D SAFECO CORP COM 78642910 256 8000 SH SHARED 03 8000 D SAFECO CORP COM 78642910 7 230 SH SHARED 06 230 D SAFECO CORP COM 78642910 31 970 SH SHARED 09 970 D SAFEGUARD SCIENTIFICS INC COM 78644910 102 34119 SH SHARED 34119 D SAFEGUARD SCIENTIFICS INC COM 78644910 862 286515 SH SHARED 01 281115 5400 D SAFEGUARD SCIENTIFICS INC COM 78644910 3 1000 SH SHR/OTHR 01 1000 D SAFEGUARD SCIENTIFICS INC COM 78644910 455 151250 SH SHARED 02 135700 15550 D SAFEGUARD SCIENTIFICS INC COM 78644910 446 148350 SH SHARED 04 148350 D SAFEGUARD SCIENTIFICS INC COM 78644910 67 22424 SH SHARED 10 22424 D SAFENET INC COM 78645R10 64 4000 SH SHARED 01 4000 D SAFENET INC COM 78645R10 41 2600 SH SHARED 02 2600 D SAFEWAY INC 1113 78651420 63 1400 SH SHARED 1400 D SAFEWAY INC E 78651420 95065 2111630 SH SHARED 2111630 D SAFEWAY INC 620 78651420 168917 3752059 SH SHARED 01 3654449 97610 D SAFEWAY INC 620 78651420 1167 25935 SH SHR/OTHR 01 14360 11575 D SAFEWAY INC 10036 78651420 16696 370876 SH SHARED 02 301966 68910 D SAFEWAY INC ST 78651420 2876 63900 SH SHARED 03 63900 D SAFEWAY INC IC1 78651420 24712 548932 SH SHARED 06 548932 D SAFEWAY INC IC1 78651420 319 7100 SH SHARED 07 7100 D SAFEWAY INC IC1 78651420 1354 30093 SH SHARED 08 30093 D SAFEWAY INC IC1 78651420 170 3783 SH SHARED 09 3783 D SAFEWAY INC IC1 78651420 1620 36000 SH SHARED 11 36000 D SAGA COMMUNICATIONS CL A 78659810 6 246 SH SHARED 246 D SAGA COMMUNICATIONS CL A 78659810 757 30041 SH SHARED 01 30041 D SAGA COMMUNICATIONS CL A 78659810 270 10737 SH SHARED 02 10737 D ST FRANCIS CAP CORP COM 78937410 2 92 SH SHARED 92 D ST FRANCIS CAP CORP COM 78937410 5 230 SH SHARED 230 D ST FRANCIS CAP CORP COM 78937410 312 13190 SH SHARED 01 13190 D ST FRANCIS CAP CORP COM 78937410 192 8100 SH SHARED 02 8100 D ST JOE CO COM 79014810 222 7400 SH SHARED 7400 D ST JOE CO COM 79014810 2695 89850 SH SHARED 01 89850 D ST JOE CO COM 79014810 450 15000 SH SHR/OTHR 01 15000 D ST JOE CO COM 79014810 102 3400 SH SHARED 02 2500 900 D ST JOE CO COM 79014810 1500 50000 SH SHARED 04 50000 D ST JUDE MED INC COM 79084910 32223 417678 SH SHARED 417678 D ST JUDE MED INC COM 79084910 45551 590422 SH SHARED 01 590422 D ST JUDE MED INC COM 79084910 3540 45896 SH SHARED 02 45896 D ST JUDE MED INC COM 79084910 401 5200 SH SHARED 03 5200 D ST MARY LD & EXPL CO COM 79222810 488 22507 SH SHARED 22507 D ST MARY LD & EXPL CO COM 79222810 1493 68790 SH SHARED 01 68790 D ST MARY LD & EXPL CO COM 79222810 779 35900 SH SHARED 02 35900 D ST PAUL COS INC COM 79286010 30142 657413 SH SHARED 657413 D ST PAUL COS INC COM 79286010 62462 1362323 SH SHARED 01 1362323 D ST PAUL COS INC COM 79286010 9 200 SH SHR/OTHR 01 200 D ST PAUL COS INC COM 79286010 5733 125052 SH SHARED 02 121926 3126 D ST PAUL COS INC COM 79286010 646 14100 SH SHARED 03 14100 D ST PAUL COS INC COM 79286010 4585 100000 SH SHARED 05 100000 D ST PAUL COS INC COM 79286010 18 400 SH SHARED 07 400 D ST PAUL COS INC COM 79286010 84 1846 SH SHARED 09 1846 D SAKS INC COM 79377W10 639 48600 SH SHARED 48600 D SAKS INC COM 79377W10 3406 259056 SH SHARED 01 259056 D SAKS INC COM 79377W10 1156 87909 SH SHARED 02 87909 D SALEM COMMUNICATIONS CORP DE CL A 79409310 3 140 SH SHARED 140 D SALEM COMMUNICATIONS CORP DE CL A 79409310 168 7104 SH SHARED 7104 D SALEM COMMUNICATIONS CORP DE CL A 79409310 678 28618 SH SHARED 01 28618 D SALEM COMMUNICATIONS CORP DE CL A 79409310 252 10674 SH SHARED 02 10674 D SALOMON BROS HIGH INCOME FD COM 79490710 116 10000 SH SHARED 10000 D SALIX PHARMACEUTICALS INC COM 79543510 2 127 SH SHARED 127 D SALIX PHARMACEUTICALS INC COM 79543510 2855 162900 SH SHARED 01 162900 D SALIX PHARMACEUTICALS INC COM 79543510 47 2700 SH SHARED 02 2700 D SALIX PHARMACEUTICALS INC COM 79543510 1668 95200 SH SHARED 06 95200 D SALOMON BROTHERS FD INC COM 79547710 490 39265 SH SHARED 39265 D SALOMON BROTHERS FD INC COM 79547710 24 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 11 800 SH SHARED 02 800 D SALON MEDIA GROUP INC COM 79550B10 0 160 SH SHARED 160 D SALTON INC COM 79575710 1242 62604 SH SHARED 62604 D SALTON INC COM 79575710 358 18082 SH SHARED 01 18082 D SALTON INC COM 79575710 200 10087 SH SHARED 02 6187 3900 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 1028 86400 SH SHARED 86400 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 17 1500 SH SHARED 01 1500 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 17 1500 SH SHR/OTHR 01 1500 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 16 1400 SH SHARED 02 1400 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 2 420 SH SHARED 420 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 169 25168 SH SHARED 01 25168 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 97 14507 SH SHARED 02 14507 D SAND TECHNOLOGY INC CL A NEW 79977430 0 15 SH SHARED 15 D SAND TECHNOLOGY INC CL A NEW 79977430 24 15000 SH SHARED 15000 D SANDERSON FARMS INC COM 80001310 2 97 SH SHARED 97 D SANDERSON FARMS INC COM 80001310 3 126 SH SHARED 126 D SANDERSON FARMS INC COM 80001310 237 8800 SH SHARED 01 8800 D SANDERSON FARMS INC COM 80001310 135 5000 SH SHARED 02 5000 D SANDISK CORP COM 80004C10 4 201 SH SHARED 201 D SANDISK CORP COM 80004C10 942 43448 SH SHARED 43448 D SANDISK CORP COM 80004C10 3198 147400 SH SHARED 01 147400 D SANDISK CORP COM 80004C10 108 5000 SH SHR/OTHR 01 2000 3000 D SANDISK CORP COM 80004C10 1079 49755 SH SHARED 02 41755 8000 D SANDY SPRING BANCORP INC COM 80036310 27 852 SH SHARED 852 D SANDY SPRING BANCORP INC COM 80036310 914 28190 SH SHARED 01 28190 D SANDY SPRING BANCORP INC COM 80036310 502 15474 SH SHARED 02 15324 150 D SANDY SPRING BANCORP INC COM 80036310 92 2850 SH SHARED 10 2850 D SANGAMO BIOSCIENCES INC COM 80067710 0 86 SH SHARED 86 D SANGAMO BIOSCIENCES INC COM 80067710 2 246 SH SHARED 246 D SANGAMO BIOSCIENCES INC COM 80067710 202 21900 SH SHARED 01 21900 D SANGAMO BIOSCIENCES INC COM 80067710 104 11355 SH SHARED 02 11355 D SANMINA SCI CORP NOTE 4.250% 5/0 800907AB 342 368000 PRN SHARED 02 368000 D SANMINA SCI CORP SDCV 9/1 800907AD 11732 32500000 PRN SHARED 32500000 D SANMINA SCI CORP SDCV 9/1 800907AD 1869 5180000 PRN SHARED 02 180000 5000000 D SANMINA SCI CORP COM 80090710 33418 2844164 SH SHARED 2844164 D SANMINA SCI CORP COM 80090710 44719 3805898 SH SHARED 01 3740185 65713 D SANMINA SCI CORP COM 80090710 77 6597 SH SHR/OTHR 01 2765 3832 D SANMINA SCI CORP COM 80090710 6209 528489 SH SHARED 02 496430 32059 D SANMINA SCI CORP COM 80090710 439 37400 SH SHARED 03 37400 D SANMINA SCI CORP COM 80090710 95 8127 SH SHARED 06 8127 D SANMINA SCI CORP COM 80090710 52 4454 SH SHARED 09 4454 D SANGSTAT MED CORP COM 80100310 560 20860 SH SHARED 20860 D SANGSTAT MED CORP COM 80100310 5733 213461 SH SHARED 01 213461 D SANGSTAT MED CORP COM 80100310 593 22100 SH SHARED 02 22100 D SANGSTAT MED CORP COM 80100310 2984 111100 SH SHARED 04 111100 D SANTANDER BANCORP COM 80280910 98 5012 SH SHARED 5012 D SANTANDER BANCORP COM 80280910 284 14410 SH SHARED 01 14410 D SANTANDER BANCORP COM 80280910 167 8473 SH SHARED 02 8473 D SANTOS LIMITED SPONSORED ADR 80302160 3 283 SH SHARED 283 D SANYO ELEC LTD ADR 5 COM 80303830 0 17 SH SHARED 17 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1746 46950 SH SHARED 46950 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 383 10300 SH SHARED 01 5150 5150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2 65 SH SHR/OTHR 01 65 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 4834 129949 SH SHARED 02 102814 27135 D SAPIENT CORP COM 80306210 1193 251320 SH SHARED 251320 D SAPIENT CORP COM 80306210 3828 805967 SH SHARED 01 805967 D SAPIENT CORP COM 80306210 847 178522 SH SHARED 02 178522 D SAPIENT CORP COM 80306210 3 800 SH SHARED 09 800 D SAPPI LTD SPON ADR NEW 80306920 51 3846 SH SHARED 02 3846 D SAPPI LTD SPON ADR NEW 80306920 133 10000 SH SHARED 05 10000 D SARA LEE CORP COM 80311110 90888 4378077 SH SHARED 4378077 D SARA LEE CORP COM 80311110 117085 5639960 SH SHARED 01 5622543 17417 D SARA LEE CORP COM 80311110 1509 72688 SH SHR/OTHR 01 30420 42268 D SARA LEE CORP COM 80311110 12641 608958 SH SHARED 02 598308 10650 D SARA LEE CORP COM 80311110 1112 53600 SH SHARED 03 53600 D SARA LEE CORP COM 80311110 228 11014 SH SHARED 06 11014 D SARA LEE CORP COM 80311110 69 3350 SH SHARED 07 3350 D SARA LEE CORP COM 80311110 131 6332 SH SHARED 09 6332 D SASOL LTD SPONSORED ADR 80386630 0 46 SH SHARED 46 D SASOL LTD SPONSORED ADR 80386630 97 8716 SH SHARED 05 8716 D SATCON TECHNOLOGY CORP COM 80389310 27 8562 SH SHARED 8562 D SATCON TECHNOLOGY CORP COM 80389310 0 240 SH SHARED 240 D SATCON TECHNOLOGY CORP COM 80389310 208 64052 SH SHARED 01 45144 18908 D SATCON TECHNOLOGY CORP COM 80389310 35 10800 SH SHARED 02 10800 D SATYAM COMPUTER SERVICES LTD ADR 80409810 361 28930 SH SHARED 28930 D SATYAM COMPUTER SERVICES LTD ADR 80409810 162 13000 SH SHR/OTHR 01 13000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 407 32600 SH SHARED 04 32600 D SATYAM COMPUTER SERVICES LTD ADR 80409810 71 5740 SH SHARED 06 5740 D SATYAM COMPUTER SERVICES LTD ADR 80409810 721 57700 SH SHARED 07 57700 D SATYAM COMPUTER SERVICES LTD ADR 80409810 1047 83800 SH SHARED 10 83800 D SATYAM INFOWAY LTD SPONSORED ADR 80409910 3 2419 SH SHARED 2419 D SATYAM INFOWAY LTD SPONSORED ADR 80409910 0 145 SH SHARED 02 145 D SAUCONY INC CL B 80412020 3 633 SH SHARED 633 D SAUER-DANFOSS INC COM 80413710 414 40234 SH SHARED 40234 D SAUER-DANFOSS INC COM 80413710 237 23049 SH SHARED 01 23049 D SAUER-DANFOSS INC COM 80413710 110 10710 SH SHARED 02 10710 D SAUER-DANFOSS INC COM 80413710 308 29900 SH SHARED 05 29900 D SAUL CTRS INC COM 80439510 55 2522 SH SHARED 2522 D SAUL CTRS INC COM 80439510 623 28090 SH SHARED 01 28090 D SAUL CTRS INC COM 80439510 266 12000 SH SHR/OTHR 01 12000 D SAUL CTRS INC COM 80439510 284 12834 SH SHARED 02 11134 1700 D SAUL CTRS INC COM 80439510 55 2500 SH SHARED 10 2500 D SAVOY PICTURES ENTMT INC SDCV 7.000% 7/0 805375AA 500 500000 PRN SHARED 500000 D SAVVIS COMMUNICATIONS CORP COM 80542310 1 1574 SH SHARED 1574 D SAXON CAPITAL INC COM 80556P30 184 12500 SH SHARED 12500 D SCANA CORP NEW COM 80589M10 6583 215146 SH SHARED 215146 D SCANA CORP NEW COM 80589M10 7144 233469 SH SHARED 01 231269 2200 D SCANA CORP NEW COM 80589M10 561 18356 SH SHR/OTHR 01 4800 13556 D SCANA CORP NEW COM 80589M10 2095 68487 SH SHARED 02 64687 3800 D SCANSOFT INC COM 80603P10 10 1703 SH SHARED 1703 D SCANSOFT INC COM 80603P10 35 6000 SH SHARED 6000 D SCANSOFT INC COM 80603P10 100 16988 SH SHARED 02 16988 D SCANSOURCE INC COM 80603710 2 48 SH SHARED 48 D SCANSOURCE INC COM 80603710 11 196 SH SHARED 196 D SCANSOURCE INC COM 80603710 703 11700 SH SHARED 01 11700 D SCANSOURCE INC COM 80603710 366 6100 SH SHARED 02 6100 D SCHAWK INC CL A 80637310 377 38576 SH SHARED 38576 D SCHAWK INC CL A 80637310 161 16500 SH SHARED 01 16500 D SCHAWK INC CL A 80637310 96 9806 SH SHARED 02 9806 D SCHEIB EARL INC COM 80639810 0 100 SH SHARED 100 D SCHEIN HENRY INC COM 80640710 13 306 SH SHARED 306 D SCHEIN HENRY INC COM 80640710 2427 55097 SH SHARED 55097 D SCHEIN HENRY INC COM 80640710 4697 106634 SH SHARED 01 106634 D SCHEIN HENRY INC COM 80640710 1542 35009 SH SHARED 02 33159 1850 D SCHERING A G SPONSORED ADR 80658520 439 7584 SH SHARED 7584 D SCHERING PLOUGH CORP COM 80660510 280190 8951780 SH SHARED 8871730 80050 D SCHERING PLOUGH CORP COM 80660510 325530 10400343 SH SHARED 01 10308374 32000 59969 D SCHERING PLOUGH CORP COM 80660510 2361 75450 SH SHR/OTHR 01 45650 29800 D SCHERING PLOUGH CORP COM 80660510 39291 1255312 SH SHARED 02 1226174 29138 D SCHERING PLOUGH CORP COM 80660510 458 14640 SH SHARED 03 14640 D SCHERING PLOUGH CORP COM 80660510 28326 905000 SH SHARED 04 905000 D SCHERING PLOUGH CORP COM 80660510 15254 487376 SH SHARED 06 487376 D SCHERING PLOUGH CORP COM 80660510 6260 200000 SH SHARED 07 200000 D SCHERING PLOUGH CORP COM 80660510 808 25834 SH SHARED 08 25834 D SCHERING PLOUGH CORP COM 80660510 374 11957 SH SHARED 09 11957 D SCHLOTZSKYS INC COM 80683210 1 322 SH SHARED 322 D SCHLOTZSKYS INC COM 80683210 57 10000 SH SHARED 02 10000 D SCHLUMBERGER LTD COM 80685710 155790 2648600 SH SHARED 2648600 D SCHLUMBERGER LTD COM 80685710 230827 3924307 SH SHARED 01 3924307 D SCHLUMBERGER LTD COM 80685710 29633 503801 SH SHARED 02 461776 42025 D SCHNITZER STL INDS CL A 80688210 0 12 SH SHARED 12 D SCHNITZER STL INDS CL A 80688210 154 9100 SH SHARED 9100 D SCHOLASTIC CORP COM 80706610 661 12199 SH SHARED 12199 D SCHOLASTIC CORP COM 80706610 8174 150847 SH SHARED 01 150847 D SCHOLASTIC CORP COM 80706610 9073 167430 SH SHARED 02 165730 1700 D SCHOLASTIC CORP COM 80706610 107 1990 SH SHARED 10 1990 D SCHOOL SPECIALTY INC NOTE 6.000% 8/0 807863AC 1091 1000000 PRN SHARED 1000000 D SCHOOL SPECIALTY INC COM 80786310 193 7236 SH SHARED 7236 D SCHOOL SPECIALTY INC COM 80786310 4275 160020 SH SHARED 01 160020 D SCHOOL SPECIALTY INC COM 80786310 488 18297 SH SHARED 02 18297 D SCHOOL SPECIALTY INC COM 80786310 60 2255 SH SHARED 10 2255 D SCHUFF INTERNATIONAL INC COM 80815610 5 2153 SH SHARED 2153 D SCHULMAN A INC COM 80819410 1070 58522 SH SHARED 58522 D SCHULMAN A INC COM 80819410 1853 101348 SH SHARED 01 101348 D SCHULMAN A INC COM 80819410 899 49162 SH SHARED 02 49162 D SCHULMAN A INC COM 80819410 102 5608 SH SHARED 10 5608 D SCHWAB CHARLES CORP NEW COM 80851310 93852 7169821 SH SHARED 7168895 926 D SCHWAB CHARLES CORP NEW COM 80851310 123277 9417663 SH SHARED 01 9310233 5130 102300 D SCHWAB CHARLES CORP NEW COM 80851310 34 2625 SH SHR/OTHR 01 2625 D SCHWAB CHARLES CORP NEW COM 80851310 13288 1015128 SH SHARED 02 949856 65272 D SCHWAB CHARLES CORP NEW COM 80851310 1072 81900 SH SHARED 03 81900 D SCHWAB CHARLES CORP NEW COM 80851310 2945 225000 SH SHARED 04 225000 D SCHWAB CHARLES CORP NEW COM 80851310 259 19806 SH SHARED 06 19806 D SCHWAB CHARLES CORP NEW COM 80851310 62 4750 SH SHARED 07 4750 D SCHWAB CHARLES CORP NEW COM 80851310 131 10021 SH SHARED 09 10021 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 165 6670 SH SHARED 6670 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 1252 50401 SH SHARED 01 50401 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 22 916 SH SHR/OTHR 01 916 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 403 16250 SH SHARED 02 16250 D SCICLONE PHARMACEUTICALS INC COM 80862K10 3 830 SH SHARED 830 D SCICLONE PHARMACEUTICALS INC COM 80862K10 302 69524 SH SHARED 01 69524 D SCICLONE PHARMACEUTICALS INC COM 80862K10 152 35091 SH SHARED 02 35091 D SCIENT INC COM 80864910 0 4451 SH SHARED 4451 D SCIENT INC COM 80864910 3 30132 SH SHARED 30132 D SCIENT INC COM 80864910 0 7400 SH SHARED 01 7400 D SCIENT INC COM 80864910 2 17000 SH SHARED 02 17000 D SCIENTIFIC ATLANTA INC COM 80865510 17269 747585 SH SHARED 747585 D SCIENTIFIC ATLANTA INC COM 80865510 27182 1176742 SH SHARED 01 1176742 D SCIENTIFIC ATLANTA INC COM 80865510 2731 118251 SH SHARED 02 110591 7660 D SCIENTIFIC ATLANTA INC COM 80865510 217 9400 SH SHARED 03 9400 D SCIENTIFIC ATLANTA INC COM 80865510 236 10239 SH SHARED 07 10239 D SCIENTIFIC ATLANTA INC COM 80865510 30 1333 SH SHARED 09 1333 D SCIENTIFIC GAMES CORP CL A 80874P10 67 8090 SH SHARED 8090 D SCIENTIFIC GAMES CORP CL A 80874P10 138 16524 SH SHARED 16524 D SCIENTIFIC GAMES CORP CL A 80874P10 296 35407 SH SHARED 01 35407 D SCIENTIFIC GAMES CORP CL A 80874P10 142 17006 SH SHARED 02 17006 D SCIENTIFIC LEARNING CORP COM 80876010 0 58 SH SHARED 58 D SCIOS INC COM 80890510 3 113 SH SHARED 113 D SCIOS INC COM 80890510 71 2462 SH SHARED 2462 D SCIOS INC COM 80890510 3027 104650 SH SHARED 01 98150 6500 D SCIOS INC COM 80890510 23 829 SH SHR/OTHR 01 829 D SCIOS INC COM 80890510 1528 52848 SH SHARED 02 52848 D SCIOS INC COM 80890510 15477 535000 SH SHARED 04 535000 D SCOR SPONSORED ADR 80917Q10 55 1710 SH SHARED 1710 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 894 43755 SH SHARED 43755 D SCOTTISH PWR PLC SPON ADR FINAL 81013T70 2797 136800 SH SHARED 05 136800 D SCOTTS CO CL A 81018610 2661 58136 SH SHARED 58136 D SCOTTS CO CL A 81018610 3202 69951 SH SHARED 01 69951 D SCOTTS CO CL A 81018610 1250 27326 SH SHARED 02 27326 D SCREAMINGMEDIA INC COM 81088310 1 518 SH SHARED 518 D SCREAMINGMEDIA INC COM 81088310 5 2500 SH SHARED 01 2500 D SCREAMINGMEDIA INC COM 81088310 70 32250 SH SHARED 02 28750 3500 D SCREAMINGMEDIA INC COM 81088390 2 1024 SH SHARED 02 1024 D SCRIPPS E W CO OHIO CL A 81105420 3477 42346 SH SHARED 42346 D SCRIPPS E W CO OHIO CL A 81105420 3314 40358 SH SHARED 01 40358 D SCRIPPS E W CO OHIO CL A 81105420 144 1763 SH SHARED 02 1763 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 6 1000 SH SHARED 02 1000 D SCUDDER NEW ASIA FD INC COM 81118310 192 20000 SH SHR/OTHR 01 20000 D SCUDDER NEW ASIA FD INC COM 81118310 89 9300 SH SHARED 02 9300 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 84 7500 SH SHR/OTHR 01 7500 D SEA CONTAINERS LTD CL A 81137170 6049 341600 SH SHARED 341600 D SEA CONTAINERS LTD CL A 81137170 53 3000 SH SHARED 01 3000 D SEA CONTAINERS LTD CL A 81137170 29 1650 SH SHARED 02 1600 50 D SEABOARD CORP COM 81154310 203 678 SH SHARED 678 D SEABOARD CORP COM 81154310 399 1330 SH SHARED 01 1330 D SEABOARD CORP COM 81154310 65 218 SH SHARED 02 218 D SEABULK INTL INC COM 81169P10 1 349 SH SHARED 349 D SEABULK INTL INC COM 81169P10 288 52446 SH SHARED 02 46720 5726 D SEACHANGE INTL INC COM 81169910 15 1009 SH SHARED 1009 D SEACHANGE INTL INC COM 81169910 417 27458 SH SHARED 27458 D SEACHANGE INTL INC COM 81169910 922 60713 SH SHARED 01 47600 13113 D SEACHANGE INTL INC COM 81169910 0 50 SH SHR/OTHR 01 50 D SEACHANGE INTL INC COM 81169910 685 45115 SH SHARED 02 45115 D SEACHANGE INTL INC COM 81169910 1519 100000 SH SHARED 04 100000 D SEACOAST FINL SVCS CORP COM 81170Q10 4 218 SH SHARED 218 D SEACOAST FINL SVCS CORP COM 81170Q10 13 706 SH SHARED 706 D SEACOAST FINL SVCS CORP COM 81170Q10 1250 63497 SH SHARED 01 63497 D SEACOAST FINL SVCS CORP COM 81170Q10 524 26648 SH SHARED 02 26648 D SEACOAST FINL SVCS CORP COM 81170Q10 122 6222 SH SHARED 10 6222 D SEACOAST BKG CORP FLA CL A 81170710 31 660 SH SHARED 660 D SEACOAST BKG CORP FLA CL A 81170710 3 68 SH SHARED 68 D SEACOAST BKG CORP FLA CL A 81170710 350 7400 SH SHARED 01 7400 D SEACOAST BKG CORP FLA CL A 81170710 241 5100 SH SHARED 02 4400 700 D SEACOR SMIT INC COM 81190410 1650 33688 SH SHARED 33688 D SEACOR SMIT INC COM 81190410 2287 46680 SH SHARED 01 46680 D SEACOR SMIT INC COM 81190410 1098 22424 SH SHARED 02 22424 D SEACOR SMIT INC COM 81190410 125 2568 SH SHARED 10 2568 D SEALED AIR CORP NEW COM 81211K10 13984 297044 SH SHARED 297044 D SEALED AIR CORP NEW COM 81211K10 27723 588858 SH SHARED 01 588758 100 D SEALED AIR CORP NEW COM 81211K10 199 4241 SH SHR/OTHR 01 4241 D SEALED AIR CORP NEW COM 81211K10 13336 283263 SH SHARED 02 283129 134 D SEALED AIR CORP NEW COM 81211K10 310 6600 SH SHARED 03 6600 D SEALED AIR CORP NEW COM 81211K10 27 579 SH SHARED 09 579 D SEALED AIR CORP NEW PFD CV A $2 81211K20 74782 1631034 SH SHARED 1631034 D SEALED AIR CORP NEW PFD CV A $2 81211K20 3650 79623 SH SHARED 01 78183 1440 D SEALED AIR CORP NEW PFD CV A $2 81211K20 145 3163 SH SHR/OTHR 01 2950 213 D SEALED AIR CORP NEW PFD CV A $2 81211K20 91 2000 SH SHARED 02 2000 D SEARS ROEBUCK & CO COM 81238710 107839 2103365 SH SHARED 2103365 D SEARS ROEBUCK & CO COM 81238710 114216 2227744 SH SHARED 01 2227744 D SEARS ROEBUCK & CO COM 81238710 622 12136 SH SHR/OTHR 01 1336 10800 D SEARS ROEBUCK & CO COM 81238710 12933 252261 SH SHARED 02 249499 2762 D SEARS ROEBUCK & CO COM 81238710 1163 22700 SH SHARED 03 22700 D SEARS ROEBUCK & CO COM 81238710 313 6123 SH SHARED 06 6123 D SEARS ROEBUCK & CO COM 81238710 156 3050 SH SHARED 07 3050 D SEARS ROEBUCK & CO COM 81238710 140 2745 SH SHARED 09 2745 D SEATTLE GENETICS INC COM 81257810 0 157 SH SHARED 157 D SEATTLE GENETICS INC COM 81257810 1 248 SH SHARED 248 D SEATTLE GENETICS INC COM 81257810 52 10030 SH SHARED 01 10030 D SEATTLE GENETICS INC COM 81257810 40 7652 SH SHARED 02 7652 D SECOND BANCORP INC COM 81311410 1 78 SH SHARED 78 D SECOND BANCORP INC COM 81311410 4 188 SH SHARED 188 D SECOND BANCORP INC COM 81311410 348 14360 SH SHARED 01 14360 D SECOND BANCORP INC COM 81311410 226 9335 SH SHARED 02 9335 D SECTOR SPDR TR SBI CONS SERVS 81369Y20 1477 49935 SH SHARED 02 49935 D SECTOR SPDR TR SBI CONS STPLS 81369Y30 738 28276 SH SHARED 02 28276 D SECTOR SPDR TR SBI CYCL TRANS 81369Y40 5258 175050 SH SHARED 02 175000 50 D SECTOR SPDR TR SBI INT-ENERGY 81369Y50 838 29035 SH SHARED 02 27050 1985 D SECTOR SPDR TR SBI INT-FINL 81369Y60 7223 266074 SH SHARED 02 266074 D SECTOR SPDR TR SBI INT-INDS 81369Y70 543 19938 SH SHARED 02 19938 D SECTOR SPDR TR SBI INT-TECH 81369Y80 509 23517 SH SHARED 23517 D SECTOR SPDR TR SBI INT-TECH 81369Y80 54 2500 SH SHARED 01 2500 D SECTOR SPDR TR SBI INT-TECH 81369Y80 43 2000 SH SHR/OTHR 01 2000 D SECTOR SPDR TR SBI INT-TECH 81369Y80 6284 290000 SH SHARED 02 290000 D SECTOR SPDR TR SBI INT-UTILS 81369Y88 1 50 SH SHARED 02 50 D SECURE COMPUTING CORP COM 81370510 37 1918 SH SHARED 1918 D SECURE COMPUTING CORP COM 81370510 304 15530 SH SHARED 15530 D SECURE COMPUTING CORP COM 81370510 8329 424741 SH SHARED 01 424741 D SECURE COMPUTING CORP COM 81370510 29 1500 SH SHR/OTHR 01 1500 D SECURE COMPUTING CORP COM 81370510 704 35936 SH SHARED 02 35936 D SECURE COMPUTING CORP COM 81370510 3116 158900 SH SHARED 06 158900 D SECURITY CAP GROUP INC CL B 81413P20 10979 431080 SH SHARED 431080 D SECURITY CAP GROUP INC CL B 81413P20 7339 288166 SH SHARED 01 288166 D SECURITY CAP GROUP INC CL B 81413P20 99 3900 SH SHARED 02 3900 D SECURITY CAP CORP DEL CL A NEW 81413140 0 25 SH SHARED 02 25 D SECURITY FINL BANCORP INC COM 81424D10 362 19000 SH SHARED 19000 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 224 29338 SH SHARED 29338 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 401 52500 SH SHARED 01 52500 D SEEBEYOND TECHNOLOGIES CORP COM 81570410 440 57600 SH SHARED 02 57600 D SEGUE SOFTWARE INC COM 81580710 5 1965 SH SHARED 1965 D SEGUE SOFTWARE INC COM 81580710 85 30000 SH SHARED 30000 D SEITEL INC 10036 81607430 2474 270404 SH SHARED 270404 D SEITEL INC 620 81607430 542 59284 SH SHARED 01 59284 D SEITEL INC 10036 81607430 271 29700 SH SHARED 02 29700 D SEITEL INC IC1 81607430 42 4687 SH SHARED 10 4687 D SELECT COMFORT CORP COM 81616X10 2 503 SH SHARED 503 D SELECT COMFORT CORP COM 81616X10 12 3000 SH SHARED 3000 D SELECT MEDICAL CORP COM 81619610 290 18156 SH SHARED 18156 D SELECT MEDICAL CORP COM 81619610 273 17100 SH SHARED 01 17100 D SELECT MEDICAL CORP COM 81619610 184 11519 SH SHARED 02 11219 300 D SELECTICA INC COM 81628810 1 330 SH SHARED 330 D SELECTICA INC COM 81628810 1 488 SH SHARED 488 D SELECTICA INC COM 81628810 132 34450 SH SHARED 01 34450 D SELECTICA INC COM 81628810 68 17766 SH SHARED 02 17766 D SELECTIVE INS GROUP INC COM 81630010 18 682 SH SHARED 682 D SELECTIVE INS GROUP INC COM 81630010 1483 55553 SH SHARED 01 55553 D SELECTIVE INS GROUP INC COM 81630010 781 29254 SH SHARED 02 27446 1808 D SELECTIVE INS GROUP INC COM 81630010 100 3774 SH SHARED 10 3774 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 711 15300 SH SHARED 15300 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 873 18773 SH SHARED 02 18673 100 D SEMOTUS SOLUTIONS INC COM 81684P10 0 435 SH SHARED 435 D SEMTECH CORP NOTE 4.500% 2/0 816850AD 13002 11864000 PRN SHARED 11864000 D SEMTECH CORP NOTE 4.500% 2/0 816850AD 4932 4500000 PRN SHARED 01 4500000 D SEMTECH CORP COM 81685010 2218 60776 SH SHARED 60776 D 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SENIOR HSG PPTYS TR SH BEN INT 81721M10 479 33266 SH SHARED 33266 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 893 62063 SH SHARED 01 62043 20 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 378 26300 SH SHARED 02 26300 D SENSIENT TECHNOLOGIES CORP COM 81725T10 782 33998 SH SHARED 33998 D SENSIENT TECHNOLOGIES CORP COM 81725T10 3901 169500 SH SHARED 01 169500 D SENSIENT TECHNOLOGIES CORP COM 81725T10 44 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1712 74390 SH SHARED 02 74390 D SENSIENT TECHNOLOGIES CORP COM 81725T10 123 5355 SH SHARED 10 5355 D SENSYTECH INC COM 81726S10 1 200 SH SHARED 200 D SEPRACOR INC SDCV 7.000%12/1 817315AH 2530 3500000 PRN SHARED 02 3500000 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 922 1500000 PRN SHARED 01 1500000 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 5842 9500000 PRN SHARED 02 9500000 D SEPRACOR INC COM 81731510 4147 213778 SH SHARED 213778 D SEPRACOR INC COM 81731510 2675 137922 SH SHARED 01 137922 D SEPRACOR INC COM 81731510 1384 71366 SH SHARED 02 61166 10200 D SEPRACOR INC COM 81731510 14889 767500 SH SHARED 04 767500 D SEQUA CORPORATION CL A 81732010 181 3474 SH SHARED 3474 D SEQUA CORPORATION CL A 81732010 892 17090 SH SHARED 01 17090 D SEQUA CORPORATION CL A 81732010 460 8828 SH SHARED 02 8828 D SEQUA CORPORATION CL B 81732020 5 100 SH SHARED 100 D SEQUA CORPORATION PFD CONV $5 81732030 5660 68200 SH SHARED 68200 D SEQUENOM INC COM 81733710 0 42 SH SHARED 42 D SEQUENOM INC COM 81733710 759 110093 SH SHARED 110093 D SEQUENOM INC COM 81733710 459 66660 SH SHARED 01 66660 D SEQUENOM INC COM 81733710 227 32900 SH SHARED 02 32900 D SEQUENOM INC COM 81733710 379 55000 SH SHARED 07 55000 D SERENA SOFTWARE INC COM 81749210 0 3 SH SHARED 3 D SERENA SOFTWARE INC COM 81749210 201 10335 SH SHARED 10335 D SERENA SOFTWARE INC COM 81749210 789 40501 SH SHARED 01 40501 D SERENA SOFTWARE INC COM 81749210 335 17204 SH SHARED 02 17004 200 D SERONO S A SPONSORED ADR 81752M10 6553 292574 SH SHARED 292574 D SERONO S A SPONSORED ADR 81752M10 18 815 SH SHARED 02 440 375 D SEROLOGICALS CORP COM 81752310 7 447 SH SHARED 447 D SEROLOGICALS CORP COM 81752310 387 24729 SH SHARED 24729 D SEROLOGICALS CORP COM 81752310 1635 104400 SH SHARED 01 100700 3700 D SEROLOGICALS CORP COM 81752310 329 21000 SH SHARED 02 21000 D SERVICE CORP INTL NOTE 6.750% 6/2 817565AU 3 3000 PRN SHARED 02 3000 D SERVICE CORP INTL COM 81756510 2974 561300 SH SHARED 561300 D SERVICE CORP INTL COM 81756510 1907 359857 SH SHARED 01 359857 D SERVICE CORP INTL COM 81756510 33 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 81756510 74 14100 SH SHARED 02 14100 D SERVICEMASTER CO COM 81760N10 495 36020 SH SHARED 36020 D SERVICEMASTER CO COM 81760N10 11414 830110 SH SHARED 01 829435 675 D SERVICEMASTER CO COM 81760N10 1104 80349 SH SHR/OTHR 01 65642 14707 D SERVICEMASTER CO COM 81760N10 1094 79610 SH SHARED 02 39610 40000 D SERVICEMASTER CO COM 81760N10 253 18400 SH SHARED 03 18400 D SERVICEWARE TECHNOLOGIES INC COM 81763Q10 2 4444 SH SHARED 4444 D 7-ELEVEN INC 511 81782620 355 31866 SH SHARED 31866 D 7-ELEVEN INC equit-comm 81782620 579 51970 SH SHARED 01 51970 D 7-ELEVEN INC 10036 81782620 276 24800 SH SHARED 02 24800 D 724 SOLUTIONS INC COM 81788Q10 2 1990 SH SHARED 1990 D 724 SOLUTIONS INC COM 81788Q10 10 8076 SH SHARED 8076 D SHARPER IMAGE CORP COM 82001310 29 1708 SH SHARED 1708 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 735 40900 SH SHARED 40900 D SHAW GROUP INC NOTE 5/0 820280AC 6028 11000000 PRN SHARED 11000000 D SHAW GROUP INC NOTE 5/0 820280AC 87 160000 PRN SHARED 02 65000 95000 D SHAW GROUP INC COM 82028010 522 19002 SH SHARED 19002 D SHAW GROUP INC COM 82028010 1372 49900 SH SHARED 01 49900 D SHAW GROUP INC COM 82028010 672 24450 SH SHARED 02 22950 1500 D SHELDAHL CO COM 82244010 0 147 SH SHARED 147 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 82270360 32653 737430 SH SHARED 737430 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 82270360 567 12826 SH SHARED 01 12826 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 82270360 185 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 82270360 20 454 SH SHARED 02 454 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 82270360 95407 2154640 SH SHARED 05 2154640 D SHENANDOAH TELECOMMUNICATION COM 82312B10 397 10200 SH SHARED 10200 D SHERWIN WILLIAMS CO COM 82434810 21762 764116 SH SHARED 764116 D SHERWIN WILLIAMS CO COM 82434810 29575 1038469 SH SHARED 01 1038469 D SHERWIN WILLIAMS CO COM 82434810 64 2251 SH SHR/OTHR 01 450 1801 D SHERWIN WILLIAMS CO COM 82434810 3597 126331 SH SHARED 02 125731 600 D SHERWIN WILLIAMS CO COM 82434810 279 9800 SH SHARED 03 9800 D SHERWIN WILLIAMS CO COM 82434810 11 410 SH SHARED 06 410 D SHERWIN WILLIAMS CO COM 82434810 636 22340 SH SHARED 07 22340 D SHERWIN WILLIAMS CO COM 82434810 57 2007 SH SHARED 09 2007 D SHERWOOD BRANDS INC *W EXP 05/06/200 82437L11 0 500 SH SHARED 02 500 D SHILOH INDS INC COM 82454310 2 1065 SH SHARED 1065 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 0 12 SH SHARED 12 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 3484 148466 SH SHARED 148466 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 457 19485 SH SHARED 02 19410 75 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 27569 1174600 SH SHARED 05 1174600 D SHOE CARNIVAL INC COM 82488910 1 102 SH SHARED 102 D SHOE PAVILION INC COM 82489410 7 4739 SH SHARED 4739 D SHOPKO STORES INC COM 82491110 13 728 SH SHARED 728 D SHOPKO STORES INC COM 82491110 1318 72820 SH SHARED 01 72820 D SHOPKO STORES INC COM 82491110 521 28791 SH SHARED 02 28791 D SHOLODGE INC COM 82503410 8 1464 SH SHARED 1464 D SHOP AT HOME INC ST 82506630 0 32 SH SHARED 32 D SHUFFLE MASTER INC COM 82554910 1828 88525 SH SHARED 88525 D SHUFFLE MASTER INC COM 82554910 768 37200 SH SHARED 01 37200 D SHUFFLE MASTER INC COM 82554910 615 29800 SH SHARED 02 29800 D SHURGARD STORAGE CTRS INC COM 82567D10 193 5720 SH SHARED 5720 D SHURGARD STORAGE CTRS INC COM 82567D10 2729 80520 SH SHARED 01 80520 D SHURGARD STORAGE CTRS INC COM 82567D10 1432 42257 SH SHARED 02 41187 1070 D SHURGARD STORAGE CTRS INC COM 82567D10 323 9556 SH SHARED 10 9556 D SICOR INC COM 82584610 0 50 SH SHARED 50 D SICOR INC COM 82584610 464 27192 SH SHARED 27192 D SICOR INC COM 82584610 2231 130650 SH SHARED 01 128200 2450 D SICOR INC COM 82584610 20 1191 SH SHR/OTHR 01 1191 D SICOR INC COM 82584610 454 26591 SH SHARED 02 26591 D SICOR INC COM 82584610 10760 630000 SH SHARED 04 630000 D SICOR INC COM 82584610 68 4000 SH SHARED 06 4000 D SIDERCA S A I C ADR REP CL A 82586310 111 6000 SH SHARED 6000 D SIDERCA S A I C ADR REP CL A 82586310 229 12400 SH SHARED 02 12400 D SIEBEL SYS INC NOTE 5.500% 9/1 826170AC 75 50000 PRN SHARED 02 50000 D SIEBEL SYS INC COM 82617010 16 500 SH SHARED 500 D SIEBEL SYS INC COM 82617010 54894 1683373 SH SHARED 1673316 10057 D SIEBEL SYS INC COM 82617010 114669 3516383 SH SHARED 01 3501258 15125 D SIEBEL SYS INC COM 82617010 2 90 SH SHR/OTHR 01 90 D SIEBEL SYS INC COM 82617010 29312 898881 SH SHARED 02 739559 159322 D SIEBEL SYS INC COM 82617010 864 26500 SH SHARED 03 26500 D SIEBEL SYS INC COM 82617010 15000 460000 SH SHARED 04 460000 D SIEBEL SYS INC COM 82617010 358 10984 SH SHARED 06 10984 D SIEBEL SYS INC COM 82617010 108 3319 SH SHARED 09 3319 D SIEBEL SYS INC COM 82617090 45 1384 SH SHARED 02 1384 D SIEMENS A G SPONSORED ADR 82619750 2194 33327 SH SHARED 33327 D SIEMENS A G SPONSORED ADR 82619750 62 950 SH SHARED 01 950 D SIEMENS A G SPONSORED ADR 82619750 158 2400 SH SHR/OTHR 01 900 1500 D SIEMENS A G SPONSORED ADR 82619750 20 308 SH SHARED 02 108 200 D SIERRA HEALTH SVCS INC COM 82632210 72 5530 SH SHARED 5530 D SIERRA HEALTH SVCS INC COM 82632210 615 47060 SH SHARED 01 47060 D SIERRA HEALTH SVCS INC COM 82632210 360 27541 SH SHARED 02 27541 D SIERRA PAC RES COM 82642510 0 2750 SH SHARED 01 2750 D SIERRA PAC RES NEW COM 82642810 5573 369324 SH SHARED 369324 D SIERRA PAC RES NEW COM 82642810 4802 318249 SH SHARED 01 318249 D SIERRA PAC RES NEW COM 82642810 17 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 2518 166921 SH SHARED 02 166201 720 D SIERRA PAC RES NEW COM 82642810 226 15000 SH SHARED 10 15000 D SIERRA WIRELESS INC COM 82651610 28 2800 SH SHARED 2800 D SIGMA ALDRICH CORP COM 82655210 9221 196364 SH SHARED 196364 D SIGMA ALDRICH CORP COM 82655210 23354 497329 SH SHARED 01 497129 200 D SIGMA ALDRICH CORP COM 82655210 2104 44810 SH SHARED 02 42810 2000 D SIGMA ALDRICH CORP COM 82655210 220 4700 SH SHARED 03 4700 D SIGMA ALDRICH CORP COM 82655210 75 1608 SH SHARED 06 1608 D SIGNAL TECHNOLOGY CORP COM 82667510 39 5377 SH SHARED 5377 D SIGNAL TECHNOLOGY CORP COM 82667510 11 1500 SH SHARED 01 1500 D SIGNET GROUP PLC SP ADR REP 30S 82668L87 15653 307600 SH SHARED 05 307600 D SIGNALSOFT CORP COM 82668M10 0 130 SH SHARED 130 D SIGNALSOFT CORP COM 82668M10 0 422 SH SHARED 422 D SIGNALSOFT CORP COM 82668M10 25 14800 SH SHARED 01 14800 D SIGNALSOFT CORP COM 82668M10 37 21400 SH SHARED 02 21400 D SILENT WITNESS ENTERPRISES L ST 82690630 0 120 SH SHARED 120 D SIGA TECHNOLOGIES INC COM 82691710 3 1281 SH SHARED 1281 D SILICON LABORATORIES INC COM 82691910 8 237 SH SHARED 237 D SILICON LABORATORIES INC COM 82691910 304 8620 SH SHARED 8620 D SILICON LABORATORIES INC COM 82691910 5497 155600 SH SHARED 01 155600 D SILICON LABORATORIES INC COM 82691910 370 10496 SH SHARED 02 10496 D SILGAN HOLDINGS INC COM 82704810 3 104 SH SHARED 104 D SILGAN HOLDINGS INC COM 82704810 1607 48074 SH SHARED 48074 D SILGAN HOLDINGS INC COM 82704810 975 29190 SH SHARED 01 29190 D SILGAN HOLDINGS INC COM 82704810 1306 39090 SH SHARED 02 32240 6850 D SILICON IMAGE INC COM 82705T10 0 15 SH SHARED 15 D SILICON IMAGE INC COM 82705T10 78 9208 SH SHARED 9208 D SILICON IMAGE INC COM 82705T10 1914 224200 SH SHARED 01 224200 D SILICON IMAGE INC COM 82705T10 6862 803601 SH SHARED 02 802201 1400 D SILICON GRAPHICS INC COM 82705610 12032 2831200 SH SHARED 2811200 20000 D SILICON GRAPHICS INC COM 82705610 1904 448221 SH SHARED 01 448221 D SILICON GRAPHICS INC COM 82705610 982 231174 SH SHARED 02 231174 D SILICON GRAPHICS INC COM 82705610 106 25000 SH SHARED 10 25000 D SILICON STORAGE TECHNOLOGY I COM 82705710 242 23026 SH SHARED 23026 D SILICON STORAGE TECHNOLOGY I COM 82705710 1641 155600 SH SHARED 01 155600 D SILICON STORAGE TECHNOLOGY I COM 82705710 900 85345 SH SHARED 02 85345 D SILICON VY BANCSHARES COM 82706410 10 341 SH SHARED 341 D SILICON VY BANCSHARES COM 82706410 1428 47222 SH SHARED 47222 D SILICON VY BANCSHARES COM 82706410 4218 139463 SH SHARED 01 139463 D SILICON VY BANCSHARES COM 82706410 2241 74090 SH SHARED 02 73090 1000 D SILICON VY BANCSHARES COM 82706410 196 6492 SH SHARED 10 6492 D SILICONIX INC ST 82707920 1 56 SH SHARED 56 D SILICONIX INC 511 82707920 104 3494 SH SHARED 3494 D SILICONIX INC 620 82707920 406 13550 SH SHARED 01 13550 D SILICONIX INC 10036 82707920 193 6449 SH SHARED 02 6449 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 7903 1519891 SH SHARED 1519891 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 260 50000 SH SHARED 05 50000 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 0 1 SH SHARED 10 1 D SILVERSTREAM SOFTWARE INC COM 82790710 24 5000 SH SHR/OTHR 01 5000 D SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 82840810 0 45 SH SHARED 45 D SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 82840810 44 20700 SH SHARED 02 20700 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 38 1171 SH SHARED 1171 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 7 242 SH SHARED 242 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 409 12580 SH SHARED 01 12580 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 252 7756 SH SHARED 02 7756 D SIMMONS 1ST NATL CORP CL A $5 PAR 82873020 66 2029 SH SHARED 10 2029 D SIMON PPTY GROUP INC NEW COM 82880610 8455 259118 SH SHARED 259118 D SIMON PPTY GROUP INC NEW COM 82880610 8530 261430 SH SHARED 01 261430 D SIMON PPTY GROUP INC NEW COM 82880610 32 1000 SH SHR/OTHR 01 1000 D SIMON PPTY GROUP INC NEW COM 82880610 678 20804 SH SHARED 02 7433 13371 D SIMON PPTY GROUP INC NEW COM 82880610 375 11500 SH SHARED 03 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EXCH D 82922650 14406 392020 SH SHARED 392020 D SINGAPORE FD INC COM 82929L10 6 989 SH SHARED 989 D SINGAPORE FD INC COM 82929L10 127 20000 SH SHR/OTHR 01 9000 11000 D SINGAPORE FD INC COM 82929L10 791 124600 SH SHARED 02 124600 D SINGING MACH INC 620 82932230 31 1950 SH SHARED 01 1950 D SINGING MACH INC 620 82932230 50 3150 SH SHR/OTHR 01 3150 D SINGING MACH INC 10036 82932230 63 4000 SH SHARED 02 4000 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 22 1700 SH SHARED 1700 D SIRENZA MICRODEVICES INC COM 82966T10 4 844 SH SHARED 844 D SIRENZA MICRODEVICES INC COM 82966T10 1 228 SH SHARED 228 D SIRENZA MICRODEVICES INC COM 82966T10 104 19200 SH SHARED 01 19200 D SIRENZA MICRODEVICES INC COM 82966T10 64 11852 SH SHARED 02 10852 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 5 1016 SH SHARED 1016 D SIRIUS SATELLITE RADIO INC COM 82966U10 1466 275569 SH SHARED 275569 D SIRIUS SATELLITE RADIO INC COM 82966U10 653 122911 SH SHARED 01 122911 D SIRIUS SATELLITE RADIO INC COM 82966U10 702 132026 SH SHARED 02 132026 D SITEL CORP COM 82980K10 33 10178 SH SHARED 10178 D SITEL CORP COM 82980K10 361 111090 SH SHARED 01 111090 D SITEL CORP COM 82980K10 247 76002 SH SHARED 02 60502 15500 D SIPEX CORP COM 82990910 1 151 SH SHARED 151 D SIPEX CORP COM 82990910 26 2406 SH SHARED 2406 D SIPEX CORP COM 82990910 755 68106 SH SHARED 01 68106 D SIPEX CORP COM 82990910 388 34981 SH SHARED 02 34981 D SYNQUEST INC COM 82999010 26 65696 SH SHARED 02 34884 30812 D SIX FLAGS INC COM 83001P10 5302 296894 SH SHARED 296894 D SIX FLAGS INC COM 83001P10 3214 180000 SH SHARED 01 180000 D SIX FLAGS INC COM 83001P10 995 55744 SH SHARED 02 55744 D SIX CONTINENTS PLC SPONSORED ADR 83001810 274 24802 SH SHARED 24802 D SKECHERS U S A INC CL A 83056610 3331 176177 SH SHARED 176177 D SKECHERS U S A INC CL A 83056610 929 49165 SH SHARED 01 48273 892 D SKECHERS U S A INC CL A 83056610 371 19647 SH SHARED 02 17897 1750 D SKILLSOFT CORP COM 83066P10 217 9441 SH SHARED 9441 D SKILLSOFT CORP COM 83066P10 6164 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SH SHARED 274 D SMART & FINAL INC COM 83168310 195 18860 SH SHARED 01 18860 D SMART & FINAL INC COM 83168310 132 12800 SH SHARED 02 12800 D SMARTSERV ONLINE INC *W EXP 03/20/200 83169M11 1 2000 SH SHARED 02 2000 D SMARTSERV ONLINE INC ST 83169M20 0 16 SH SHARED 16 D SMARTSERV ONLINE INC equit-comm 83169M20 7 1200 SH SHARED 01 1200 D SMARTDISK CORP COM 83169Q10 1 781 SH SHARED 781 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 1064 101380 SH SHARED 101380 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 3425 326210 SH SHARED 02 146826 179384 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 1050 100000 SH SHARED 04 100000 D SMARTLOGIK GROUP PLC SPONS ADR NEW 83171B20 0 132 SH SHARED 132 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 120 2046 SH SHARED 2046 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 12 218 SH SHARED 02 218 D SMITH & WOLLENSKY RESTAURANT COM 83175810 0 36 SH SHARED 36 D SMITH A O COM 83186520 178 7010 SH SHARED 7010 D SMITH A O COM 83186520 761 29930 SH SHARED 01 29930 D SMITH A O COM 83186520 279 10975 SH SHARED 02 10975 D SMARTIRE SYSTEMS INC COM 83191310 0 240 SH SHARED 240 D SMITH INTL INC COM 83211010 16983 250681 SH SHARED 250681 D SMITH INTL INC COM 83211010 12652 186757 SH SHARED 01 186757 D SMITH INTL INC COM 83211010 8278 122192 SH SHARED 02 121842 350 D SMITH INTL INC COM 83211010 189 2800 SH SHARED 03 2800 D SMITH INTL INC COM 83211010 1355 20000 SH SHARED 04 20000 D SMITH MICRO SOFTWARE INC COM 83215410 0 174 SH SHARED 174 D SMITHFIELD FOODS INC COM 83224810 2079 79660 SH SHARED 79660 D SMITHFIELD FOODS INC COM 83224810 5603 214700 SH SHARED 01 214700 D SMITHFIELD FOODS INC COM 83224810 1881 72098 SH SHARED 02 72098 D SMITHWAY MTR XPRESS CORP CL A 83265310 14 7867 SH SHARED 7867 D SMUCKER J M CO COM 83269630 398 11798 SH SHARED 11798 D SMUCKER J M CO COM 83269630 3728 110305 SH SHARED 01 110305 D SMUCKER J M CO COM 83269630 246 7300 SH SHR/OTHR 01 7300 D SMUCKER J M CO COM 83269630 1118 33102 SH SHARED 02 33102 D SMUCKER J M CO COM 83269630 98 2916 SH SHARED 10 2916 D SMURFIT-STONE CONTAINER CORP COM 83272710 8 503 SH SHARED 503 D SMURFIT-STONE CONTAINER CORP COM 83272710 2044 119309 SH SHARED 119309 D SMURFIT-STONE CONTAINER CORP COM 83272710 4490 262003 SH SHARED 01 261508 495 D SMURFIT-STONE CONTAINER CORP COM 83272710 638 37271 SH SHARED 02 37021 250 D SMURFIT-STONE CONTAINER CORP COM 83272710 685 40000 SH SHARED 04 40000 D SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 83272720 6665 322000 SH SHARED 322000 D SNAP ON INC COM 83303410 7940 233203 SH SHARED 233203 D SNAP ON INC COM 83303410 11529 338611 SH SHARED 01 338611 D SNAP ON INC COM 83303410 1481 43495 SH SHARED 02 41095 2400 D SNOWBALL COM INC COM PAR $.001 83335R40 0 34 SH SHARED 34 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 47 2000 SH SHARED 2000 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 9 400 SH SHARED 01 400 D SOFTNET SYS INC COM 83396410 57 25970 SH SHARED 25970 D SOFTNET SYS INC COM 83396410 11 5300 SH SHARED 01 5300 D SOFTNET SYS INC COM 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83418210 5161 661709 SH SHARED 02 606482 55227 D SOLECTRON CORP COM 83418210 434 55705 SH SHARED 03 55705 D SOLECTRON CORP COM 83418210 21588 2767700 SH SHARED 04 2767700 D SOLECTRON CORP COM 83418210 128 16431 SH SHARED 06 16431 D SOLECTRON CORP COM 83418210 40 5221 SH SHARED 09 5221 D SOLUTIA INC COM 83437610 995 114471 SH SHARED 114471 D SOLUTIA INC COM 83437610 1424 163695 SH SHARED 01 163495 200 D SOLUTIA INC COM 83437610 13 1600 SH SHR/OTHR 01 1600 D SOLUTIA INC COM 83437610 562 64598 SH SHARED 02 62598 2000 D SOMANETICS CORP ST 83444540 0 220 SH SHARED 220 D SOMANETICS CORP 10036 83444540 0 40 SH SHARED 02 40 D SOMERA COMMUNICATION COM 83445810 18 2515 SH SHARED 2515 D SOMERA COMMUNICATION COM 83445810 26 3632 SH SHARED 3632 D SOMERA COMMUNICATION COM 83445810 402 54921 SH SHARED 01 54921 D SOMERA COMMUNICATION COM 83445810 232 31800 SH SHARED 02 31800 D SONERA GROUP PLC SPONSORED ADR 83543320 34 6887 SH SHARED 6887 D SONERA GROUP PLC SPONSORED ADR 83543320 9 2002 SH SHARED 2002 D SONERA GROUP PLC SPONSORED ADR 83543320 21 4334 SH SHARED 01 4334 D SONG NETWORKS HLDG AKTIEBOLA SPONSORED ADR 83544Q10 0 1761 SH SHARED 1761 D SONIC AUTOMOTIVE INC CL A 83545G10 1758 58660 SH SHARED 58660 D SONIC AUTOMOTIVE INC CL A 83545G10 1835 61226 SH SHARED 01 61226 D SONIC AUTOMOTIVE INC CL A 83545G10 797 26600 SH SHARED 02 26600 D SONIC AUTOMOTIVE INC CL A 83545G10 116 3902 SH SHARED 10 3902 D SONIC INNOVATIONS INC COM 83545M10 0 127 SH SHARED 127 D SONIC INNOVATIONS INC COM 83545M10 208 41715 SH SHARED 02 11600 30115 D SONIC CORP COM 83545110 883 34352 SH SHARED 34352 D SONIC CORP COM 83545110 3300 128383 SH SHARED 01 128383 D SONIC CORP COM 83545110 956 37200 SH SHARED 02 37200 D SONICBLUE INC COM 83546Q10 1 538 SH SHARED 538 D SONICBLUE INC COM 83546Q10 7333 2910189 SH SHARED 2910189 D SONICBLUE INC COM 83546Q10 532 211390 SH SHARED 01 211390 D SONICBLUE INC COM 83546Q10 255 101540 SH SHARED 02 101540 D SONICBLUE INC COM 83546Q10 48 19388 SH SHARED 10 19388 D SONIC SOLUTIONS COM 83546010 272 36360 SH SHARED 36360 D SONIC SOLUTIONS COM 83546010 142 19000 SH SHARED 02 19000 D SONICWALL INC COM 83547010 4620 354330 SH SHARED 354330 D SONICWALL INC COM 83547010 1200 92040 SH SHARED 01 92040 D SONICWALL INC COM 83547010 651 49930 SH SHARED 02 49430 500 D SONICWALL INC COM 83547010 2490 191000 SH SHARED 04 191000 D SONICWALL INC COM 83547010 53 4079 SH SHARED 10 4079 D SONOCO PRODS CO COM 83549510 970 33909 SH SHARED 33909 D SONOCO PRODS CO COM 83549510 5061 176919 SH SHARED 01 176919 D SONOCO PRODS CO COM 83549510 1562 54616 SH SHARED 02 52273 2343 D SONOCO PRODS CO COM 83549510 25 900 SH SHARED 07 900 D SONOMA WEST HLDGS INC COM 83563710 5 754 SH SHARED 754 D SONOSITE INC COM 83568G10 11 601 SH SHARED 601 D SONOSITE INC COM 83568G10 2 128 SH SHARED 128 D SONOSITE INC COM 83568G10 2718 140151 SH SHARED 01 134464 5687 D SONOSITE INC COM 83568G10 213 11000 SH SHARED 02 11000 D SONOSITE INC COM 83568G10 1212 62500 SH SHARED 06 62500 D SONUS PHARMACEUTICALS INC COM 83569210 20 3400 SH SHARED 02 3400 D SONY CORP ADR NEW 83569930 1648 31891 SH SHARED 31891 D SONY CORP ADR NEW 83569930 1955 37818 SH SHARED 01 37018 800 D SONY CORP ADR NEW 83569930 249 4820 SH SHR/OTHR 01 4820 D SONY CORP ADR NEW 83569930 312 6050 SH SHARED 02 6050 D SORRENTO NETWORKS CORP COM 83586Q10 0 304 SH SHARED 304 D SORRENTO NETWORKS CORP COM 83586Q10 17 6648 SH SHARED 6648 D SORRENTO NETWORKS CORP COM 83586Q10 170 66700 SH SHARED 01 66700 D SORRENTO NETWORKS CORP COM 83586Q10 38 15100 SH SHARED 02 13500 1600 D SOTHEBYS HLDGS INC CL A 83589810 592 36923 SH SHARED 36923 D SOTHEBYS HLDGS INC CL A 83589810 1435 89419 SH SHARED 01 88419 1000 D SOTHEBYS HLDGS INC CL A 83589810 880 54852 SH SHARED 02 54852 D SONUS NETWORKS INC COM 83591610 36 13993 SH SHARED 13993 D SONUS NETWORKS INC COM 83591610 191 72900 SH SHARED 72900 D SONUS NETWORKS INC COM 83591610 498 190100 SH SHARED 01 190100 D SONUS NETWORKS INC COM 83591610 94 36056 SH SHARED 02 35256 800 D SONUS NETWORKS INC COM 83591610 176 67300 SH SHARED 06 67300 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 3 1386 SH SHARED 1386 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 213 94555 SH SHARED 01 94555 D SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q10 137 60752 SH SHARED 02 60752 D SOURCECORP COM 83616710 1 67 SH SHARED 67 D SOURCECORP COM 83616710 82 2787 SH SHARED 2787 D SOURCECORP COM 83616710 1300 44083 SH SHARED 01 44083 D SOURCECORP COM 83616710 481 16316 SH SHARED 02 16316 D SOURCINGLINK NET INC 10036 83617120 6 10000 SH SHARED 02 10000 D SOUTH ALA BANCORPORATION COM 83623410 1 107 SH SHARED 107 D SOUTH FINL GROUP INC COM 83784110 2 118 SH SHARED 118 D SOUTH FINL GROUP INC COM 83784110 526 25868 SH SHARED 25868 D SOUTH FINL GROUP INC COM 83784110 17768 873167 SH SHARED 01 873167 D SOUTH FINL GROUP INC COM 83784110 907 44600 SH SHARED 02 44600 D SOUTH FINL GROUP INC COM 83784110 2460 120900 SH SHARED 06 120900 D SOUTH FINL GROUP INC COM 83784110 5171 254125 SH SHARED 09 254125 D SOUTH FINL GROUP INC COM 83784110 125 6190 SH SHARED 10 6190 D SOUTH JERSEY INDS INC COM 83851810 11 374 SH SHARED 374 D SOUTH JERSEY INDS INC COM 83851810 831 26369 SH SHARED 01 26369 D SOUTH JERSEY INDS INC COM 83851810 403 12800 SH SHARED 02 12800 D SOUTH JERSEY INDS INC COM 83851810 63 2000 SH SHARED 10 2000 D SOUTHERN AFRICA FD INC COM 84215710 68 7000 SH SHARED 7000 D SOUTHERN CO COM 84258710 80504 3039062 SH SHARED 3039062 D SOUTHERN CO COM 84258710 130665 4932619 SH SHARED 01 4927587 5032 D SOUTHERN CO COM 84258710 329 12434 SH SHR/OTHR 01 8500 3934 D SOUTHERN CO COM 84258710 11495 433947 SH SHARED 02 411591 22356 D SOUTHERN CO COM 84258710 1308 49400 SH SHARED 03 49400 D SOUTHERN CO COM 84258710 2649 100000 SH SHARED 04 100000 D SOUTHERN CO COM 84258710 4238 160000 SH SHARED 05 160000 D SOUTHERN CO COM 84258710 212 8018 SH SHARED 06 8018 D SOUTHERN CO COM 84258710 178 6750 SH SHARED 07 6750 D SOUTHERN CO COM 84258710 133 5038 SH SHARED 09 5038 D SOUTHERN CMNTY FINL CORP COM 84263210 0 46 SH SHARED 02 46 D SOUTHERN ENERGY HOMES INC COM 84281410 0 65 SH SHARED 65 D SOUTHERN FINL BANCORP INC COM 84287010 439 17600 SH SHARED 17600 D SOUTHERN PAC PETE NL SPONS ADR NEW 84358140 0 102 SH SHARED 102 D SOUTHERN PAC PETE NL SPONS ADR NEW 84358140 15 2264 SH SHARED 01 799 1465 D SOUTHERN PERU COPPER CORP COM 84361110 703 54356 SH SHARED 54356 D SOUTHERN PERU COPPER CORP COM 84361110 453 35001 SH SHARED 01 35001 D SOUTHERN PERU COPPER CORP COM 84361110 196 15200 SH SHARED 02 15200 D SOUTHERN PERU COPPER CORP COM 84361110 63 4877 SH SHARED 10 4877 D SOUTHERN UN CO NEW COM 84403010 141 7700 SH SHARED 7700 D SOUTHERN UN CO NEW COM 84403010 1214 66269 SH SHARED 01 66269 D SOUTHERN UN CO NEW COM 84403010 660 36053 SH SHARED 02 36053 D SOUTHERN UN CO NEW COM 84403010 86 4725 SH SHARED 10 4725 D SOUTHSIDE BANCSHARES INC COM 84470P10 0 1 SH SHARED 1 D SOUTHTRUST CORP COM 84473010 10 405 SH SHARED 405 D SOUTHTRUST CORP COM 84473010 27270 1032961 SH SHARED 1032961 D SOUTHTRUST CORP COM 84473010 64199 2431810 SH SHARED 01 2431810 D SOUTHTRUST CORP COM 84473010 5762 218263 SH SHARED 02 208913 9350 D SOUTHTRUST CORP COM 84473010 580 22000 SH SHARED 03 22000 D SOUTHTRUST CORP COM 84473010 89 3402 SH SHARED 06 3402 D SOUTHTRUST CORP COM 84473010 26 1000 SH SHARED 07 1000 D SOUTHTRUST CORP COM 84473010 79 3030 SH SHARED 09 3030 D SOUTHWEST AIRLS CO COM 84474110 32648 1687250 SH SHARED 1687250 D SOUTHWEST AIRLS CO COM 84474110 97745 5051462 SH SHARED 01 5051462 D SOUTHWEST AIRLS CO COM 84474110 8675 448331 SH SHARED 02 430028 18303 D SOUTHWEST AIRLS CO COM 84474110 288 14900 SH SHARED 03 14900 D SOUTHWEST AIRLS CO COM 84474110 193 10000 SH SHARED 06 10000 D SOUTHWEST AIRLS CO COM 84474110 127 6610 SH SHARED 07 6610 D SOUTHWEST AIRLS CO COM 84474110 121 6282 SH SHARED 09 6282 D SOUTHWEST BANCORPORATION TEX COM 84476R10 4 139 SH SHARED 139 D SOUTHWEST BANCORPORATION TEX COM 84476R10 595 17864 SH SHARED 17864 D SOUTHWEST BANCORPORATION TEX COM 84476R10 2397 71920 SH SHARED 01 71920 D SOUTHWEST BANCORPORATION TEX COM 84476R10 951 28525 SH SHARED 02 28525 D SOUTHWEST BANCORPORATION TEX COM 84476R10 69 2084 SH SHARED 10 2084 D SOUTHWEST BANCORP INC OKLA COM 84476710 6 314 SH SHARED 314 D SOUTHWEST GAS CORP COM 84489510 76 3050 SH SHARED 3050 D SOUTHWEST GAS CORP COM 84489510 1612 64491 SH SHARED 01 64491 D SOUTHWEST GAS CORP COM 84489510 806 32270 SH SHARED 02 32270 D SOUTHWEST GAS CORP COM 84489510 94 3793 SH SHARED 10 3793 D SOUTHWALL TECHNOLOGIES INC COM 84490910 30 2384 SH SHARED 2384 D SOUTHWALL TECHNOLOGIES INC COM 84490910 298 23000 SH SHARED 02 23000 D SOUTHWESTERN ENERGY CO COM 84546710 8 688 SH SHARED 688 D SOUTHWESTERN ENERGY CO COM 84546710 1394 110870 SH SHARED 01 110870 D SOUTHWESTERN ENERGY CO COM 84546710 349 27782 SH SHARED 02 27782 D SOVEREIGN BANCORP INC COM 84590510 1878 133702 SH SHARED 133702 D SOVEREIGN BANCORP INC COM 84590510 7528 535820 SH SHARED 01 515120 20700 D SOVEREIGN BANCORP INC COM 84590510 92 6596 SH SHR/OTHR 01 6596 D SOVEREIGN BANCORP INC COM 84590510 2386 169829 SH SHARED 02 165401 4428 D SOVEREIGN BANCORP INC COM 84590510 0 53 SH SHARED 05 53 D SOVEREIGN BANCORP INC UNIT 11/12/2029 84590530 28810 360179 SH SHARED 360179 D SOVRAN SELF STORAGE INC COM 84610H10 396 12612 SH SHARED 12612 D SOVRAN SELF STORAGE INC COM 84610H10 834 26540 SH SHARED 01 26540 D SOVRAN SELF STORAGE INC COM 84610H10 487 15500 SH SHARED 02 15500 D SOVRAN SELF STORAGE INC COM 84610H10 154 4910 SH SHARED 10 4910 D SPACEHAB INC COM 84624310 30 19608 SH SHARED 19608 D SPACELABS MED INC COM 84624710 503 35808 SH SHARED 35808 D SPACELABS MED INC COM 84624710 70 5000 SH SHARED 5000 D SPAIN FD COM 84633010 6 750 SH SHARED 750 D SPANISH BROADCASTING SYS INC CL A 84642588 68 5062 SH SHARED 5062 D SPANISH BROADCASTING SYS INC CL A 84642588 1533 113179 SH SHARED 01 113179 D SPANISH BROADCASTING SYS INC CL A 84642588 624 46118 SH SHARED 02 46118 D SPARTAN MTRS INC COM 84681910 0 60 SH SHARED 60 D SPARTAN STORES INC COM 84682210 0 14 SH SHARED 14 D SPARTAN STORES INC COM 84682210 3 504 SH SHARED 504 D SPARTAN STORES INC COM 84682210 344 45750 SH SHARED 01 45750 D SPARTAN STORES INC COM 84682210 159 21200 SH SHARED 02 21200 D SPARTAN STORES INC COM 84682210 35 4776 SH SHARED 10 4776 D SPEECHWORKS INTL INC COM 84699110 6 802 SH SHARED 02 802 D SPARTECH CORP 511 84722020 10 414 SH SHARED 414 D SPARTECH CORP 620 84722020 699 28440 SH SHARED 01 28440 D SPARTECH CORP 10036 84722020 361 14701 SH SHARED 02 14701 D SPARTECH CORP IC1 84722020 65 2645 SH SHARED 10 2645 D SPATIALIGHT INC COM 84724810 0 243 SH SHARED 243 D SPECIALTY LABORATORIES INC COM 84749R10 16 696 SH SHARED 696 D SPECIALTY LABORATORIES INC COM 84749R10 204 8570 SH SHARED 01 8570 D SPECIALTY LABORATORIES INC COM 84749R10 131 5500 SH SHARED 02 5500 D SPECTRALINK CORP COM 84758010 0 30 SH SHARED 30 D SPECTRALINK CORP COM 84758010 264 26360 SH SHARED 26360 D SPECTRALINK CORP COM 84758010 369 36900 SH SHARED 01 36900 D SPECTRALINK CORP COM 84758010 590 58973 SH SHARED 02 58973 D SPECTRANETICS CORP COM 84760C10 2 722 SH SHARED 722 D SPECTRANETICS CORP COM 84760C10 6 1800 SH SHARED 01 1800 D SPECTRASITE HLDGS INC COM 84760T10 317 296364 SH SHARED 296364 D SPECTRASITE HLDGS INC COM 84760T10 211 197250 SH SHARED 01 197250 D SPECTRASITE HLDGS INC COM 84760T10 115 108400 SH SHARED 02 108400 D SPECTRIAN CORP COM 84760810 2 170 SH SHARED 170 D SPECTRIAN CORP COM 84760810 294 20590 SH SHARED 20590 D SPECTRIAN CORP COM 84760810 398 27800 SH SHARED 01 27800 D SPECTRIAN CORP COM 84760810 5 400 SH SHR/OTHR 01 400 D SPECTRIAN CORP COM 84760810 247 17286 SH SHARED 02 17286 D SPECTRUM CTL INC COM 84761510 0 82 SH SHARED 82 D SPECTRUM CTL INC COM 84761510 12 1800 SH SHARED 01 1800 D SPECTRX INC COM 84763510 0 157 SH SHARED 157 D SPECTRX INC COM 84763510 37 8500 SH SHARED 8500 D SPEECHWORKS INTL INC COM 84764M10 0 10 SH SHARED 10 D SPEECHWORKS INTL INC COM 84764M10 44 5630 SH SHARED 5630 D SPEECHWORKS INTL INC COM 84764M10 380 48500 SH SHARED 01 48500 D SPEECHWORKS INTL INC COM 84764M10 369 47130 SH SHARED 02 43130 4000 D SPEEDFAM-IPEC INC COM 84770510 1155 269900 SH SHARED 02 33900 236000 D SPEEDUS COM COM 84772310 0 803 SH SHARED 803 D SPEEDWAY MOTORSPORTS INC COM 84778810 2520 88424 SH SHARED 88424 D SPEEDWAY MOTORSPORTS INC COM 84778810 2827 99178 SH SHARED 01 99178 D SPEEDWAY MOTORSPORTS INC COM 84778810 467 16410 SH SHARED 02 16310 100 D SPHERION CORP COM 84842010 6763 612104 SH SHARED 50104 562000 D SPHERION CORP COM 84842010 1494 135287 SH SHARED 01 135287 D SPHERION CORP COM 84842010 636 57600 SH SHARED 02 57600 D SPHERION CORP COM 84842010 98 8871 SH SHARED 10 8871 D SPIEGEL INC CL A 84845710 3 2365 SH SHARED 2365 D SPIEGEL INC CL A 84845710 2 1660 SH SHARED 1660 D SPIEGEL INC CL A 84845710 89 65342 SH SHARED 01 65342 D SPIEGEL INC CL A 84845710 22 16252 SH SHARED 02 16252 D SPINNAKER EXPL CO COM 84855W10 4908 117854 SH SHARED 117854 D SPINNAKER EXPL CO COM 84855W10 6119 146925 SH SHARED 01 146925 D SPINNAKER EXPL CO COM 84855W10 1146 27520 SH SHARED 02 22060 5460 D SPIRE CORP COM 84856510 15 4000 SH SHR/OTHR 01 4000 D SPORTSMANS GUIDE INC ST 84890720 17 3924 SH SHARED 3924 D SPORTSMANS GUIDE INC 10036 84890720 38 8900 SH SHARED 8900 D SPORT-HALEY INC COM 84892510 4 1050 SH SHARED 1050 D SPORTSLINE COM INC COM 84893410 0 225 SH SHARED 225 D SPORTSLINE COM INC COM 84893410 0 50 SH SHARED 02 50 D SPORT CHALET INC COM 84916310 5 590 SH SHARED 590 D SPORTS AUTH INC COM 84917610 23 2000 SH SHARED 02 2000 D SPORTS RESORTS INTL INC COM 84918U10 0 5 SH SHARED 5 D SPORTS RESORTS INTL INC COM 84918U10 4 618 SH SHARED 618 D SPORTS RESORTS INTL INC COM 84918U10 260 38300 SH SHARED 01 38300 D SPORTS RESORTS INTL INC COM 84918U10 178 26300 SH SHARED 02 26300 D SPRINT CORP COM FON GROUP 85206110 70847 4633555 SH SHARED 4633485 70 D SPRINT CORP COM FON GROUP 85206110 86591 5663288 SH SHARED 01 5656456 932 5900 D SPRINT CORP COM FON GROUP 85206110 172 11292 SH SHR/OTHR 01 11292 D SPRINT CORP COM FON GROUP 85206110 7575 495480 SH SHARED 02 487256 8224 D SPRINT CORP COM FON GROUP 85206110 277 18127 SH SHARED 06 18127 D SPRINT CORP COM FON GROUP 85206110 1040 68025 SH SHARED 07 68025 D SPRINT CORP COM FON GROUP 85206110 118 7743 SH SHARED 09 7743 D SPRINT CORP PCS COM SER 1 85206150 544355 52901431 SH SHARED 52901431 D SPRINT CORP PCS COM SER 1 85206150 68917 6697473 SH SHARED 01 6668496 28977 D SPRINT CORP PCS COM SER 1 85206150 66 6480 SH SHR/OTHR 01 5056 1424 D SPRINT CORP PCS COM SER 1 85206150 7875 765384 SH SHARED 02 747502 17882 D SPRINT CORP PCS COM SER 1 85206150 382 37200 SH SHARED 03 37200 D SPRINT CORP PCS COM SER 1 85206150 14920 1450000 SH SHARED 04 1450000 D SPRINT CORP PCS COM SER 1 85206150 0 40 SH SHARED 05 40 D SPRINT CORP PCS COM SER 1 85206150 0 96 SH SHARED 06 96 D SPRINT CORP PCS COM SER 1 85206150 16 1650 SH SHARED 07 1650 D SPRINT CORP PCS COM SER 1 85206150 75 7301 SH SHARED 09 7301 D SPRINT CORP EQUITY UNIT 85206160 85526 6130900 SH SHARED 6130900 D SPRINT CORP EQUITY UNIT 85206160 418 30000 SH SHARED 01 30000 D SPRINT CORP EQUITY UNIT 85206160 4244 304300 SH SHARED 02 23500 280800 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 4 260 SH SHARED 260 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 282 16700 SH SHARED 16700 D SS&C TECHNOLOGIES INC COM 85227Q10 41 4000 SH SHARED 02 4000 D STAAR SURGICAL CO COM PAR $0.01 85231230 37 8352 SH SHARED 8352 D STAAR SURGICAL CO COM PAR $0.01 85231230 22 5000 SH SHARED 02 5000 D STAFF LEASING INC COM 85238110 0 58 SH SHARED 58 D STAFF LEASING INC COM 85238110 153 51900 SH SHARED 10600 41300 D STAFF LEASING INC COM 85238110 655 222224 SH SHARED 01 222224 D STAFF LEASING INC COM 85238110 640 217224 SH SHR/OTHR 01 217224 D STAGE STORES INC *W EXP 08/23/200 85254C12 4 302 SH SHARED 302 D STAGE STORES INC *W EXP 08/23/200 85254C12 3762 250000 SH SHARED 02 250000 D STAGE STORES INC *W EXP 08/23/200 85254C13 288 25000 SH SHARED 02 25000 D STAMPS COM INC COM 85285710 5 1140 SH SHARED 1140 D STAMPS COM INC COM 85285710 4 934 SH SHARED 934 D STAMPS COM INC COM 85285710 372 83230 SH SHARED 01 83230 D STAMPS COM INC COM 85285710 168 37795 SH SHARED 02 37795 D STAMPS COM INC COM 85285790 23 5253 SH SHARED 02 5253 D STANCORP FINL GROUP INC COM 85289110 6049 109996 SH SHARED 109996 D STANCORP FINL GROUP INC COM 85289110 4768 86691 SH SHARED 01 86691 D STANCORP FINL GROUP INC COM 85289110 55 1000 SH SHR/OTHR 01 1000 D STANCORP FINL GROUP INC COM 85289110 2764 50264 SH SHARED 02 50264 D STANCORP FINL GROUP INC COM 85289110 251 4580 SH SHARED 10 4580 D STANDARD AUTOMOTIVE CORP PFD SR CV8.50% 85309720 8 27570 SH SHARED 27570 D STANDARD COML CORP COM 85325810 254 13234 SH SHARED 13234 D STANDARD COML CORP COM 85325810 371 19350 SH SHARED 01 19350 D STANDARD COML CORP COM 85325810 219 11437 SH SHARED 02 11437 D STANDARD MANAGEMENT CORP COM 85361210 0 75 SH SHARED 75 D STANDARD MICROSYSTEMS CORP COM 85362610 88 3862 SH SHARED 3862 D STANDARD MICROSYSTEMS CORP COM 85362610 733 31911 SH SHARED 01 31911 D STANDARD MICROSYSTEMS CORP COM 85362610 384 16696 SH SHARED 02 16696 D STANDARD MICROSYSTEMS CORP COM 85362610 96 4192 SH SHARED 10 4192 D STANDARD MTR PRODS INC COM 85366610 3 236 SH SHARED 236 D STANDARD MTR PRODS INC COM 85366610 127 8700 SH SHARED 01 8700 D STANDARD MTR PRODS INC COM 85366610 123 8478 SH SHARED 02 7978 500 D STANDARD PAC CORP NEW COM 85375C10 1864 66366 SH SHARED 66366 D STANDARD PAC CORP NEW COM 85375C10 2157 76793 SH SHARED 01 76793 D STANDARD PAC CORP NEW COM 85375C10 903 32164 SH SHARED 02 32164 D STANDARD PAC CORP NEW COM 85375C10 113 4029 SH SHARED 10 4029 D STANDARD REGISTER CO COM 85388710 11 426 SH SHARED 426 D STANDARD REGISTER CO COM 85388710 876 31170 SH SHARED 01 31170 D STANDARD REGISTER CO COM 85388710 469 16700 SH SHARED 02 16700 D STANDEX INTL CORP COM 85423110 66 2710 SH SHARED 2710 D STANDEX INTL CORP COM 85423110 688 28180 SH SHARED 01 28180 D STANDEX INTL CORP COM 85423110 284 11652 SH SHARED 02 11652 D STANDEX INTL CORP COM 85423110 67 2744 SH SHARED 10 2744 D STANLEY FURNITURE INC ST 85430520 4 149 SH SHARED 149 D STANLEY FURNITURE INC 10036 85430520 210 6508 SH SHARED 6508 D STANLEY FURNITURE INC 620 85430520 368 11400 SH SHARED 01 11400 D STANLEY FURNITURE INC 10036 85430520 216 6700 SH SHARED 02 6700 D STANLEY WKS COM 85461610 24504 529827 SH SHARED 529827 D STANLEY WKS COM 85461610 27375 591903 SH SHARED 01 591903 D STANLEY WKS COM 85461610 87 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 3620 78272 SH SHARED 02 53572 24700 D STANLEY WKS COM 85461610 309 6700 SH SHARED 03 6700 D STANLEY WKS COM 85461610 79 1725 SH SHARED 09 1725 D STARBASE CORP ST 85491020 10 38638 SH SHARED 38638 D STARBASE CORP 511 85491020 0 1886 SH SHARED 1886 D STARBASE CORP 650 85491020 36 136384 SH SHARED 01 136384 D STARBASE CORP 10036 85491020 20 77600 SH SHARED 02 77600 D STAPLES INC COM 85503010 41868 2096589 SH SHARED 2096589 D STAPLES INC COM 85503010 66147 3312368 SH SHARED 01 3312068 300 D STAPLES INC COM 85503010 7210 361084 SH SHARED 02 337108 23976 D STAPLES INC COM 85503010 629 31500 SH SHARED 03 31500 D STAPLES INC COM 85503010 12 650 SH SHARED 07 650 D STAPLES INC COM 85503010 76 3836 SH SHARED 09 3836 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 3 200 SH SHARED 200 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 198 10000 SH SHARED 01 5000 5000 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 25 1300 SH SHARED 02 1300 D STAR SCIENTIFIC INC COM 85517P10 0 462 SH SHARED 462 D STAR SCIENTIFIC INC COM 85517P10 27 13700 SH SHARED 01 13700 D STAR SCIENTIFIC INC COM 85517P10 43 21900 SH SHARED 02 21900 D STARBUCKS CORP COM 85524410 1 54 SH SHARED 54 D STARBUCKS CORP COM 85524410 20166 871872 SH SHARED 871872 D STARBUCKS CORP COM 85524410 60433 2612773 SH SHARED 01 2583329 29444 D STARBUCKS CORP COM 85524410 34 1484 SH SHR/OTHR 01 1484 D STARBUCKS CORP COM 85524410 6733 291124 SH SHARED 02 273614 17510 D STARBUCKS CORP COM 85524410 474 20500 SH SHARED 03 20500 D STARBUCKS CORP COM 85524410 578 25000 SH SHARED 04 25000 D STARBUCKS CORP COM 85524410 141 6100 SH SHARED 06 6100 D STARBUCKS CORP COM 85524410 72 3120 SH SHARED 09 3120 D STARTEK INC COM 85569C10 45 1962 SH SHARED 1962 D STARTEK INC COM 85569C10 354 15325 SH SHARED 01 15325 D STARTEK INC COM 85569C10 199 8625 SH SHARED 02 8625 D STATE AUTO FINL CORP COM 85570710 0 47 SH SHARED 47 D STATE AUTO FINL CORP COM 85570710 5 350 SH SHARED 350 D STATE AUTO FINL CORP COM 85570710 349 24040 SH SHARED 01 24040 D STATE AUTO FINL CORP COM 85570710 194 13400 SH SHARED 02 13400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 20822 553650 SH SHARED 553650 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 56866 1512013 SH SHARED 01 1510513 1500 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 270 7183 SH SHR/OTHR 01 3700 3483 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 4416 117440 SH SHARED 02 116145 1295 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 496 13200 SH SHARED 03 13200 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 1842 49000 SH SHARED 04 49000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 20264 538800 SH SHARED 05 538800 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 50 1335 SH SHARED 09 1335 D STATE FINL SVCS CORP CL A 85685510 66 4755 SH SHARED 4755 D STATE STR CORP COM 85747710 47075 850051 SH SHARED 850051 D STATE STR CORP COM 85747710 131892 2381593 SH SHARED 01 2351273 30320 D STATE STR CORP COM 85747710 441 7964 SH SHR/OTHR 01 6164 1800 D STATE STR CORP COM 85747710 12689 229134 SH SHARED 02 204128 25006 D STATE STR CORP COM 85747710 1229 22200 SH SHARED 03 22200 D STATE STR CORP COM 85747710 564 10194 SH SHARED 08 10194 D STATE STR CORP COM 85747710 144 2604 SH SHARED 09 2604 D STATEN IS BANCORP INC COM 85755010 136 6944 SH SHARED 6944 D STATEN IS BANCORP INC COM 85755010 2798 142220 SH SHARED 01 142220 D STATEN IS BANCORP INC COM 85755010 1300 66090 SH SHARED 02 66090 D STATEN IS BANCORP INC COM 85755010 190 9668 SH SHARED 10 9668 D STATION CASINOS INC COM 85768910 8934 536578 SH SHARED 536578 D STATION CASINOS INC COM 85768910 1176 70673 SH SHARED 01 70673 D STATION CASINOS INC COM 85768910 661 39730 SH SHARED 02 39730 D STEAK N SHAKE CO COM 85787310 342 24363 SH SHARED 24363 D STEAK N SHAKE CO COM 85787310 629 44792 SH SHARED 01 44792 D STEAK N SHAKE CO COM 85787310 370 26400 SH SHARED 02 25400 1000 D STEAK N SHAKE CO COM 85787310 89 6399 SH SHARED 10 6399 D STEEL DYNAMICS INC COM 85811910 0 46 SH SHARED 46 D STEEL DYNAMICS INC COM 85811910 478 29158 SH SHARED 29158 D STEEL DYNAMICS INC COM 85811910 985 60027 SH SHARED 01 60027 D STEEL DYNAMICS INC COM 85811910 464 28279 SH SHARED 02 28279 D STEELCASE INC CL A 85815520 381 22766 SH SHARED 22766 D STEELCASE INC CL A 85815520 1108 66200 SH SHARED 01 66200 D STEELCASE INC CL A 85815520 312 18660 SH SHARED 02 18660 D STEIN MART INC COM 85837510 10 1076 SH SHARED 1076 D STEIN MART INC COM 85837510 7 706 SH SHARED 706 D STEIN MART INC COM 85837510 463 46316 SH SHARED 01 46316 D STEIN MART INC COM 85837510 267 26720 SH SHARED 02 26720 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 22 1178 SH SHARED 1178 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 209 10900 SH SHARED 01 10900 D STEINWAY MUSICAL INSTRS INC COM ORD 85849510 132 6889 SH SHARED 02 6889 D STELLENT INC COM 85856W10 19 1991 SH SHARED 1991 D STELLENT INC COM 85856W10 4741 492400 SH SHARED 492400 D STELLENT INC COM 85856W10 943 98000 SH SHARED 01 98000 D STELLENT INC COM 85856W10 232 24118 SH SHARED 02 24118 D STEMCELLS INC COM 85857R10 43 20374 SH SHARED 20374 D STEPAN CO COM 85858610 4 172 SH SHARED 172 D STEPAN CO COM 85858610 344 12830 SH SHARED 01 12830 D STEPAN CO COM 85858610 187 6983 SH SHARED 02 6983 D STERLING BANCSHARES INC COM 85890710 276 20747 SH SHARED 20747 D STERLING BANCSHARES INC COM 85890710 4270 319910 SH SHARED 01 319910 D STERLING BANCSHARES INC COM 85890710 580 43502 SH SHARED 02 43502 D STERLING BANCSHARES INC COM 85890710 1947 145900 SH SHARED 06 145900 D STERICYCLE INC COM 85891210 157 2516 SH SHARED 2516 D STERICYCLE INC COM 85891210 44 714 SH SHARED 714 D STERICYCLE INC COM 85891210 7099 113482 SH SHARED 01 110132 3350 D STERICYCLE INC COM 85891210 1093 17473 SH SHARED 02 17473 D STERICYCLE INC COM 85891210 1238 19800 SH SHARED 10 19800 D STERIS CORP COM 85915210 1800 86328 SH SHARED 86328 D STERIS CORP COM 85915210 8089 387804 SH SHARED 01 387804 D STERIS CORP COM 85915210 2284 109492 SH SHARED 02 108492 1000 D STERLING BANCORP COM 85915810 7 223 SH SHARED 223 D STERLING BANCORP COM 85915810 570 17870 SH SHARED 01 17870 D STERLING BANCORP COM 85915810 316 9907 SH SHARED 02 9907 D STERLING FINL CORP COM 85931710 44 1892 SH SHARED 1892 D STERLING FINL CORP COM 85931710 414 17500 SH SHARED 01 17500 D STERLING FINL CORP COM 85931710 288 12200 SH SHARED 02 12200 D STERLING FINL CORP WASH COM 85931910 32 1452 SH SHARED 1452 D STET HELLAS COMMUNICATIONS S ADR 85982310 3 500 SH SHARED 500 D STET HELLAS COMMUNICATIONS S ADR 85982310 67 9770 SH SHARED 05 9770 D STEWART & STEVENSON SVCS INC COM 86034210 1 74 SH SHARED 74 D STEWART & STEVENSON SVCS INC COM 86034210 487 25186 SH SHARED 25186 D STEWART & STEVENSON SVCS INC COM 86034210 2405 124322 SH SHARED 01 124322 D STEWART & STEVENSON SVCS INC COM 86034210 796 41148 SH SHARED 02 41148 D STEWART & STEVENSON SVCS INC COM 86034210 46 2421 SH SHARED 10 2421 D STEWART ENTERPRISES INC CL A 86037010 5350 896045 SH SHARED 896045 D STEWART ENTERPRISES INC CL A 86037010 1450 242840 SH SHARED 01 242840 D STEWART ENTERPRISES INC CL A 86037010 630 105671 SH SHARED 02 105671 D STEWART ENTERPRISES INC CL A 86037010 91 15254 SH SHARED 10 15254 D STEWART INFORMATION SVCS COR COM 86037210 5 256 SH SHARED 256 D STEWART INFORMATION SVCS COR COM 86037210 598 29920 SH SHARED 01 29920 D STEWART INFORMATION SVCS COR COM 86037210 266 13300 SH SHARED 02 13300 D STEWART INFORMATION SVCS COR COM 86037210 44 2200 SH SHARED 10 2200 D STILLWATER MNG CO COM 86074Q10 3953 209738 SH SHARED 209738 D STILLWATER MNG CO COM 86074Q10 1363 72333 SH SHARED 01 72333 D STILLWATER MNG CO COM 86074Q10 2067 109700 SH SHARED 02 97600 12100 D STILLWATER MNG CO COM 86074Q10 377 20000 SH SHARED 04 20000 D STILWELL FINL INC NOTE 4/3 860831AC 92484122985000 PRN SHARED 122985000 D STILWELL FINL INC NOTE 4/3 860831AC 2406 3200000 PRN SHARED 02 200000 3000000 D STILWELL FINL INC COM 86083110 21091 861246 SH SHARED 861246 D STILWELL FINL INC COM 86083110 32244 1316638 SH SHARED 01 1316638 D STILWELL FINL INC COM 86083110 3105 126800 SH SHARED 02 126300 500 D STILWELL FINL INC COM 86083110 2449 100000 SH SHARED 04 100000 D STILWELL FINL INC COM 86083110 47 1943 SH SHARED 09 1943 D STMICROELECTRONICS N V NOTE 9/2 861012AB 44193 58149000 PRN SHARED 58149000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 380 500000 PRN SHARED 02 500000 D STMICROELECTRONICS N V NOTE 9/2 861012AB 1583 2083000 PRN SHARED 05 2083000 D STMICROELECTRONICS N V NY REGISTRY 86101210 9659 284781 SH SHARED 284781 D STMICROELECTRONICS N V NY REGISTRY 86101210 1179 34771 SH SHARED 02 34771 D STMICROELECTRONICS N V NY REGISTRY 86101210 13568 400000 SH SHARED 04 400000 D STOCKERYALE INC ST 86126T20 0 28 SH SHARED 28 D STOLT OFFSHORE S A SP ADR REG COM 86156710 16 2000 SH SHARED 02 2000 D STONE ENERGY CORP COM 86164210 7107 183427 SH SHARED 183427 D STONE ENERGY CORP COM 86164210 6388 164853 SH SHARED 01 164853 D STONE ENERGY CORP COM 86164210 912 23560 SH SHARED 02 23460 100 D STONERIDGE INC COM 86183P10 3 344 SH SHARED 344 D STONERIDGE INC COM 86183P10 277 28170 SH SHARED 01 28170 D STONERIDGE INC COM 86183P10 132 13500 SH SHARED 02 13500 D STORAGE USA INC COM 86190710 9561 224494 SH SHARED 224494 D STORAGE USA INC COM 86190710 2433 57147 SH SHARED 01 42047 15100 D STORAGE USA INC COM 86190710 787 18498 SH SHARED 02 18308 190 D STORAGE USA INC COM 86190710 301 7089 SH SHARED 10 7089 D STORA ENSO CORP SPON ADR REP R 86210M10 45 3513 SH SHARED 3513 D STORA ENSO CORP SPON ADR REP R 86210M10 34 2685 SH SHARED 01 2685 D STORAGE ENGINE INC COM 86210N10 2 2235 SH SHARED 2235 D STORAGENETWORKS INC COM 86211E10 195 56056 SH SHARED 56056 D STORAGENETWORKS INC COM 86211E10 360 103300 SH SHARED 01 96900 6400 D STORAGENETWORKS INC COM 86211E10 193 55500 SH SHARED 02 54000 1500 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1800 84000 SH SHARED 84000 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 4526 211128 SH SHARED 01 211128 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 4377 204197 SH SHARED 02 203397 800 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 21 1000 SH SHARED 06 1000 D STRATEGIC DIAGNOSTICS INC COM 86270010 105 20400 SH SHARED 20400 D STRATEGIC DIAGNOSTICS INC COM 86270010 30 5900 SH SHARED 02 5900 D STRATEGIC GLOBAL INCOME FD COM 86271910 104 9000 SH SHR/OTHR 01 9000 D STRATESEC INC COM 86279210 2 4500 SH SHARED 02 4500 D STRATOS LIGHTWAVE INC COM 86310010 0 134 SH SHARED 134 D STRATOS LIGHTWAVE INC COM 86310010 50 11466 SH SHARED 11466 D STRATOS LIGHTWAVE INC COM 86310010 656 148577 SH SHARED 01 148577 D STRATOS LIGHTWAVE INC COM 86310010 305 69196 SH SHARED 02 69196 D STRATOS LIGHTWAVE INC COM 86310010 83 18900 SH SHARED 06 18900 D STRATTEC SEC CORP COM 86311110 3 70 SH SHARED 70 D STRATTEC SEC CORP COM 86311110 51 1103 SH SHARED 01 963 140 D STRATUS PPTYS INC ST 86316720 0 66 SH SHARED 66 D STRAYER ED INC COM 86323610 14 300 SH SHARED 300 D STRAYER ED INC COM 86323610 486 9910 SH SHARED 01 9910 D STRAYER ED INC COM 86323610 324 6600 SH SHARED 02 6600 D STREETTRACKS SER TR DJ SML CAP GRW 86330E30 30 450 SH SHARED 02 450 D STRIDE RITE CORP COM 86331410 9 1094 SH SHARED 1094 D STRIDE RITE CORP COM 86331410 750 90990 SH SHARED 01 90990 D STRIDE RITE CORP COM 86331410 398 48250 SH SHARED 02 45159 3091 D STRIDE RITE CORP COM 86331410 74 9049 SH SHARED 10 9049 D STRYKER CORP COM 86366710 53332 884007 SH SHARED 884007 D STRYKER CORP COM 86366710 74656 1237477 SH SHARED 01 1237477 D STRYKER CORP COM 86366710 183 3035 SH SHR/OTHR 01 3035 D STRYKER CORP COM 86366710 6585 109159 SH SHARED 02 100339 8820 D STRYKER CORP COM 86366710 458 7600 SH SHARED 03 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NEW NOTE 2/1 872540AL 1540 2000000 PRN SHARED 01 2000000 D TJX COS INC NEW COM 87254010 71332 1782864 SH SHARED 1782864 D TJX COS INC NEW COM 87254010 76009 1899752 SH SHARED 01 1899752 D TJX COS INC NEW COM 87254010 7654 191303 SH SHARED 02 188303 3000 D TJX COS INC NEW COM 87254010 784 19600 SH SHARED 03 19600 D TJX COS INC NEW COM 87254010 3200 80000 SH SHARED 04 80000 D TJX COS INC NEW COM 87254010 152 3800 SH SHARED 06 3800 D TJX COS INC NEW COM 87254010 28 700 SH SHARED 07 700 D TJX COS INC NEW COM 87254010 102 2553 SH SHARED 09 2553 D TLC LASER EYE CENTERS INC COM 87255E10 0 197 SH SHARED 197 D TRC COS INC COM 87262510 1641 66871 SH SHARED 66871 D TRC COS INC COM 87262510 2313 94250 SH SHARED 01 94250 D TRC COS INC COM 87262510 212 8650 SH SHARED 02 8650 D T / R SYS INC COM 87263U10 2 1191 SH SHARED 1191 D TRM CORP COM 87263610 0 10 SH SHARED 10 D TRW INC COM 87264910 27496 534218 SH SHARED 534218 D TRW INC COM 87264910 45688 887669 SH SHARED 01 887669 D TRW INC COM 87264910 566 11003 SH SHR/OTHR 01 10500 503 D TRW INC COM 87264910 27784 539825 SH SHARED 02 539825 D TRW INC COM 87264910 406 7900 SH SHARED 03 7900 D TRW INC COM 87264910 42 831 SH SHARED 09 831 D TSR INC COM 87288510 0 10 SH SHARED 10 D TMP WORLDWIDE INC COM 87294110 8142 236227 SH SHARED 236227 D TMP WORLDWIDE INC COM 87294110 24014 696676 SH SHARED 01 696676 D TMP WORLDWIDE INC COM 87294110 2638 76546 SH SHARED 02 76546 D TMP WORLDWIDE INC COM 87294110 134 3900 SH SHARED 03 3900 D TMP WORLDWIDE INC COM 87294110 3464 100500 SH SHARED 04 100500 D TMP WORLDWIDE INC COM 87294190 1 42 SH SHARED 02 42 D TTM TECHNOLOGIES INC COM 87305R10 86 8692 SH SHARED 8692 D TTM TECHNOLOGIES INC COM 87305R10 198 20000 SH SHARED 01 20000 D TTM TECHNOLOGIES INC COM 87305R10 125 12700 SH SHARED 02 12700 D TTR TECHNOLOGIES INC COM 87305U10 0 500 SH SHARED 500 D TXU CORP COM 87316810 36320 666303 SH SHARED 666303 D TXU CORP COM 87316810 112123 2056927 SH SHARED 01 2056927 D TXU CORP COM 87316810 1489 27324 SH SHR/OTHR 01 9150 18174 D TXU CORP COM 87316810 8399 154097 SH SHARED 02 152197 1900 D TXU CORP COM 87316810 997 18300 SH SHARED 03 18300 D TXU CORP COM 87316810 57508 1055000 SH SHARED 05 1055000 D TXU CORP COM 87316810 116 2136 SH SHARED 09 2136 D TAITRON COMPONENTS INC CL A 87402810 0 595 SH SHARED 595 D TAIWAN FD INC COM 87403610 102 7700 SH SHARED 7700 D TAIWAN FD INC COM 87403610 133 10000 SH SHR/OTHR 01 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 89515 4313998 SH SHARED 4313539 459 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 244 11760 SH SHARED 01 5880 5880 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 532 25680 SH SHR/OTHR 01 25680 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 14172 683031 SH SHARED 02 683031 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 105 5100 SH SHARED 05 5100 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 276 13330 SH SHARED 06 13330 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2280 109908 SH SHARED 10 109908 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 157 7826 SH SHARED 7826 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2084 103700 SH SHARED 01 103700 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 905 45049 SH SHARED 02 42049 3000 D TALARIAN CORP COM 87409010 1428 297600 SH SHARED 297600 D TALBOTS INC COM 87416110 1435 40546 SH SHARED 40546 D TALBOTS INC COM 87416110 9691 273780 SH SHARED 01 266605 7175 D TALBOTS INC COM 87416110 44 1266 SH SHR/OTHR 01 1266 D TALBOTS INC COM 87416110 251 7094 SH SHARED 02 7094 D TALBOTS INC COM 87416110 5350 151147 SH SHARED 06 151147 D TALBOTS INC COM 87416110 435 12300 SH SHARED 08 12300 D TALISMAN ENERGY INC COM 87425E10 6903 165392 SH SHARED 165392 D TALK AMERICA HLDGS INC COM 87426R10 11 25621 SH SHARED 25621 D TALK AMERICA HLDGS INC COM 87426R10 1 3200 SH SHARED 3200 D TALX CORP COM 87491810 40 2540 SH SHARED 2540 D TALX CORP COM 87491810 487 30450 SH SHARED 01 27566 2884 D TALX CORP COM 87491810 268 16800 SH SHARED 02 16800 D TANDY BRANDS ACCESSORIES INC COM 87537810 1 174 SH SHARED 174 D TANGER FACTORY OUTLET CTRS I COM 87546510 5 214 SH SHARED 214 D TANGER FACTORY OUTLET CTRS I COM 87546510 443 16570 SH SHARED 01 16570 D TANGER FACTORY OUTLET CTRS I COM 87546510 153 5737 SH SHARED 02 5737 D TANGER FACTORY OUTLET CTRS I COM 87546510 40 1500 SH SHARED 10 1500 D TANNING TECHNOLOGY CORP COM 87588P10 0 104 SH SHARED 104 D TANOX INC COM 87588Q10 4 332 SH SHARED 332 D TANOX INC COM 87588Q10 627 44287 SH SHARED 44287 D TANOX INC COM 87588Q10 587 41500 SH SHARED 01 41500 D TANOX INC COM 87588Q10 404 28587 SH SHARED 02 28587 D TANOX INC COM 87588Q10 18209 1286000 SH SHARED 04 1286000 D TANGRAM ENTERPRISE SOLUTIONS COM 87592410 1 1929 SH SHARED 1929 D TARANTELLA INC COM 87609010 109 210871 SH SHARED 02 210871 D TARGET CORP COM 87612E10 185183 4294615 SH SHARED 4294615 D TARGET CORP COM 87612E10 275136 6380724 SH SHARED 01 6370114 10610 D TARGET CORP COM 87612E10 8288 192218 SH SHR/OTHR 01 98142 94076 D TARGET CORP COM 87612E10 22657 525445 SH SHARED 02 512005 13440 D TARGET CORP COM 87612E10 14614 338920 SH SHARED 03 51900 287020 D TARGET CORP COM 87612E10 11491 266500 SH SHARED 04 266500 D TARGET CORP COM 87612E10 65334 1515179 SH SHARED 06 1515179 D TARGET CORP COM 87612E10 1967 45632 SH SHARED 07 45632 D TARGET CORP COM 87612E10 2723 63154 SH SHARED 08 63154 D TARGET CORP COM 87612E10 8859 205455 SH SHARED 09 205455 D TARGET CORP COM 87612E10 3962 91896 SH SHARED 10 91896 D TARGET CORP COM 87612E10 822 19080 SH SHARED 12 19080 D TARGETED GENETICS CORP COM 87612M10 4 1970 SH SHARED 1970 D TARGETED GENETICS CORP COM 87612M10 2 1044 SH SHARED 1044 D TARGETED GENETICS CORP COM 87612M10 109 52615 SH SHARED 01 52615 D TARGETED GENETICS CORP COM 87612M10 85 40723 SH SHARED 02 40723 D TARRANT APPAREL GROUP COM 87628910 0 142 SH SHARED 142 D TARRANT APPAREL GROUP COM 87628910 58 11600 SH SHARED 11600 D TASER INTL INC COM 87651B10 0 6 SH SHARED 6 D TASER INTL INC COM 87651B10 157 8200 SH SHARED 8200 D TASER INTL INC COM 87651B10 57 3000 SH SHR/OTHR 01 3000 D TASER INTL INC COM 87651B10 5 270 SH SHARED 02 270 D TASER INTL INC *W EXP 05/03/200 87651B11 4 406 SH SHARED 406 D TASTY BAKING CO COM 87655330 2266 125200 SH SHARED 01 125200 D TASTY BAKING CO COM 87655330 1505 83200 SH SHARED 06 83200 D TAUBMAN CTRS INC COM 87666410 1078 71602 SH SHARED 71602 D TAUBMAN CTRS INC COM 87666410 881 58530 SH SHARED 01 58530 D TAUBMAN CTRS INC COM 87666410 24 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 739 49079 SH SHARED 02 38209 10870 D TAUBMAN CTRS INC COM 87666410 212 14137 SH SHARED 10 14137 D TEAM COMMUNICATIONS GROUP COM 87815F10 0 1293 SH SHARED 1293 D TEAM COMMUNICATIONS GROUP COM 87815F10 0 3200 SH SHARED 3200 D TECH DATA CORP COM 87823710 12496 272309 SH SHARED 272309 D TECH DATA CORP COM 87823710 5696 124136 SH SHARED 01 124136 D TECH DATA CORP COM 87823710 1627 35463 SH SHARED 02 35363 100 D TECH DATA CORP COM 87823710 62 1361 SH SHARED 07 1361 D TECH OPS SEVCON INC COM 87829310 231 25000 SH SHARED 02 25000 D TECHNE CORP COM 87837710 33 1226 SH SHARED 1226 D TECHNE CORP COM 87837710 1287 46688 SH SHARED 46688 D TECHNE CORP COM 87837710 2638 95700 SH SHARED 01 94650 1050 D TECHNE CORP COM 87837710 1688 61232 SH SHARED 02 61232 D TECHNICAL COMMUNICATIONS COR COM 87840910 2 1525 SH SHARED 1525 D TECHNIP-COFLEIP SPONSORED ADR 87854620 0 1 SH SHARED 1 D TECHNISOURCE INC COM 87855310 68 32000 SH SHARED 32000 D TECHNITROL INC COM 87855510 701 29408 SH SHARED 29408 D TECHNITROL INC COM 87855510 1377 57780 SH SHARED 01 57780 D TECHNITROL INC COM 87855510 829 34783 SH SHARED 02 34783 D TECHNOLOGY SOLUTIONS CO COM 87872T10 35 20000 SH SHARED 02 20000 D TECHNOLOGY RESH CORP ST 87872730 0 22 SH SHARED 22 D TECUMSEH PRODS CO CL B 87889510 40 817 SH SHARED 817 D TECUMSEH PRODS CO CL B 87889510 1653 33400 SH SHARED 33400 D TECUMSEH PRODS CO CL A 87889520 492 9248 SH SHARED 9248 D TECUMSEH PRODS CO CL A 87889520 2875 53946 SH SHARED 01 53946 D TECUMSEH PRODS CO CL A 87889520 1360 25524 SH SHARED 02 25524 D TECUMSEH PRODS CO CL A 87889520 108 2030 SH SHARED 10 2030 D TEGAL CORP COM 87900810 0 120 SH SHARED 120 D TEGAL CORP COM 87900810 1 1000 SH SHARED 1000 D TEJON RANCH CO DEL COM 87908010 10 342 SH SHARED 242 100 D TEJON RANCH CO DEL COM 87908010 503 16100 SH SHARED 01 16100 D TEJON RANCH CO DEL COM 87908010 255 8169 SH SHARED 02 7669 500 D TEKELEC NOTE 3.250%11/0 879101AC 310 347000 PRN SHARED 347000 D TEKELEC NOTE 3.250%11/0 879101AC 2685 3000000 PRN SHARED 02 3000000 D TEKELEC COM 87910110 1 93 SH SHARED 93 D TEKELEC COM 87910110 142 12423 SH SHARED 12423 D TEKELEC COM 87910110 645 56350 SH SHARED 01 56350 D TEKELEC COM 87910110 638 55754 SH SHARED 02 46279 9475 D TEKELEC COM 87910110 5 500 SH SHARED 06 500 D TEKTRONIX INC COM 87913110 5652 238919 SH SHARED 238919 D TEKTRONIX INC COM 87913110 14696 621148 SH SHARED 01 621148 D TEKTRONIX INC COM 87913110 2843 120179 SH SHARED 02 120179 D TEKTRONIX INC COM 87913110 153 6470 SH SHARED 07 6470 D TELAXIS COMMUNICATIONS CORP COM 87920210 57 53218 SH SHARED 53218 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 493 81800 SH SHARED 81800 D TELE CELULAR SUL PART S A SPON ADR PFD 87923810 186 14000 SH SHARED 14000 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 49 3100 SH SHARED 3100 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 4357 346955 SH SHARED 346844 111 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 25 2000 SH SHARED 01 2000 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 8 700 SH SHARED 700 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 40 3416 SH SHARED 01 3416 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 171 14501 SH SHARED 02 1 14500 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 348 9138 SH SHARED 9138 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 90 1110 SH SHARED 1110 D TELECOM ITALIA SPA SPON ADR SVGS 87927W20 11 200 SH SHARED 200 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 3796 1327455 SH SHARED 1327455 D TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 143 50000 SH SHARED 02 50000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 102 6079 SH SHARED 6079 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 13263 401313 SH SHARED 401313 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 564 17080 SH SHARED 01 17080 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 15 473 SH SHARED 02 473 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 256 17080 SH SHARED 01 17080 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 280 18690 SH SHARED 02 1090 17600 D TELECOMMUNICATION SYS INC CL A 87929J10 3 1095 SH SHARED 1095 D TELECOMMUNICATION SYS INC CL A 87929J10 12 4115 SH SHARED 02 4115 D TELEDYNE TECHNOLOGIES INC COM 87936010 288 17418 SH SHARED 17418 D TELEDYNE TECHNOLOGIES INC COM 87936010 1044 63005 SH SHARED 01 63005 D TELEDYNE TECHNOLOGIES INC COM 87936010 34 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 574 34623 SH SHARED 02 34623 D TELEFLEX INC COM 87936910 3717 68000 SH SHARED 68000 D TELEFLEX INC COM 87936910 3675 67238 SH SHARED 01 67238 D TELEFLEX INC COM 87936910 2223 40675 SH SHARED 02 30120 10555 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 31 4200 SH SHARED 4200 D TELEFONICA S A SPONSORED ADR 87938220 18438 556899 SH SHARED 556899 D TELEFONICA S A SPONSORED ADR 87938220 364 11020 SH SHARED 01 9490 1530 D TELEFONICA S A SPONSORED ADR 87938220 51 1541 SH SHARED 02 338 1203 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 7857 5653000 PRN SHARED 5653000 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 15290 11000000 PRN SHARED 01 11000000 D TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD 5501 3958000 PRN SHARED 02 3958000 D TELEFONOS DE MEXICO S A SPON ADR A SHS 87940370 16 410 SH SHARED 02 410 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 21945 543337 SH SHARED 543337 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 762 18880 SH SHARED 01 18880 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 66 1650 SH SHR/OTHR 01 1650 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 429 10622 SH SHARED 02 3872 6750 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4119 102000 SH SHARED 04 102000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 34810 861863 SH SHARED 06 861863 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 48 1200 SH SHARED 07 1200 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 11581 286749 SH SHARED 10 286749 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 9006 223000 SH SHARED 11 223000 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 1 100 SH SHARED 100 D TELEPHONE & DATA SYS INC COM 87943310 7429 84190 SH SHARED 84190 D TELEPHONE & DATA SYS INC COM 87943310 9373 106211 SH SHARED 01 106211 D TELEPHONE & DATA SYS INC COM 87943310 3314 37553 SH SHARED 02 35281 2272 D TELEPHONE & DATA SYS INC COM 87943310 17 200 SH SHARED 06 200 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 352 12400 SH SHARED 12400 D TELENOR ASA SPONSORED ADR 87944W10 0 50 SH SHARED 50 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 42 6671 SH SHARED 6671 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 0 100 SH SHARED 02 100 D TELE2 AB SPON ADR REP B 87952P20 9 320 SH SHARED 02 320 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P10 612 306165 SH SHARED 306165 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P10 233 116800 SH SHARED 05 116800 D TELIK INC COM 87959M10 107 8864 SH SHARED 8864 D TELIK INC COM 87959M10 458 37800 SH SHARED 01 37800 D TELIK INC COM 87959M10 282 23300 SH SHARED 02 23300 D TELLABS INC COM 87966410 24993 2387153 SH SHARED 2387153 D TELLABS INC COM 87966410 28819 2752544 SH SHARED 01 2751094 1450 D TELLABS INC COM 87966410 2958 282527 SH SHARED 02 269117 13410 D TELLABS INC COM 87966410 257 24600 SH SHARED 03 24600 D TELLABS INC COM 87966410 4188 400000 SH SHARED 04 400000 D TELLABS INC COM 87966410 31 2966 SH SHARED 09 2966 D TELLIUM INC COM 87967E10 50 21671 SH SHARED 21671 D TELLIUM INC COM 87967E10 158 68636 SH SHARED 68636 D TELLIUM INC COM 87967E10 63 27700 SH SHARED 01 27700 D TELLIUM INC COM 87967E10 22 9600 SH SHARED 02 7600 2000 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 29 2100 SH SHARED 2100 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 8 620 SH SHARED 02 620 D TELTRONICS INC ST 87969830 0 786 SH SHARED 786 D TELULAR CORP ST 87970T20 6 804 SH SHARED 804 D TELXON CORP SDCV 7.500% 6/0 879700AA 9 10000 PRN SHR/OTHR 01 10000 D TELXON CORP NOTE 5.750% 1/0 879700AC 1 1000 PRN SHARED 02 1000 D TELUS CORP NON-VTG SHS 87971M20 66 6258 SH SHARED 6258 D TELUS CORP NON-VTG SHS 87971M20 8 780 SH SHARED 02 780 D TEMPLE INLAND INC COM 87986810 10281 181271 SH SHARED 181271 D TEMPLE INLAND INC COM 87986810 18809 331620 SH SHARED 01 331620 D TEMPLE INLAND INC COM 87986810 367 6480 SH SHR/OTHR 01 6480 D TEMPLE INLAND INC COM 87986810 1603 28271 SH SHARED 02 28271 D TEMPLE INLAND INC COM 87986810 164 2900 SH SHARED 03 2900 D TEMPLE INLAND INC COM 87986810 283 5000 SH SHARED 04 5000 D TEMPLE INLAND INC COM 87986810 24 427 SH SHARED 09 427 D TELESOFT CORP COM 87992410 1 800 SH SHARED 02 800 D TELETECH HOLDINGS INC COM 87993910 0 22 SH SHARED 22 D TELETECH HOLDINGS INC COM 87993910 678 50516 SH SHARED 50516 D TELETECH HOLDINGS INC COM 87993910 1142 85100 SH SHARED 01 85100 D TELETECH HOLDINGS INC COM 87993910 616 45900 SH SHARED 02 45900 D TELESYSTEM INTL WIRELESS INC SUB VT SHS NEW 87994630 0 10 SH SHARED 10 D TEMPLETON DRAGON FD INC COM 88018T10 1390 170800 SH SHARED 170800 D TEMPLETON DRAGON FD INC COM 88018T10 4 500 SH SHARED 02 500 D TEMPLETON EMERG MKT APPRECN COM 88019010 116 10000 SH SHR/OTHR 01 10000 D TEMPLETON EMERG MKT APPRECN COM 88019010 712 61200 SH SHARED 02 61200 D TEMPLETON EMERGING MKTS FD I COM 88019110 39 3775 SH SHARED 3775 D TEMPLETON EMERGING MKTS FD I COM 88019110 1 100 SH SHARED 01 100 D TEMPLETON EMERGING MKTS FD I COM 88019110 126 12000 SH SHR/OTHR 01 12000 D TEMPLETON EMERGING MKTS FD I COM 88019110 34 3250 SH SHARED 02 2000 1250 D TEMPLETON EMERG MKTS INCOME COM 88019210 1175 100000 SH SHR/OTHR 01 100000 D TEMPLETON EMERG MKTS INCOME COM 88019210 45 3900 SH SHARED 02 2300 1600 D TEMPLETON GLOBAL INCOME FD I COM 88019810 34 5000 SH SHR/OTHR 01 5000 D TEMPLETON GLOBAL INCOME FD I COM 88019810 17 2595 SH SHARED 02 2595 D TEMPLETON RUSSIA FD INC COM 88022F10 54 2020 SH SHARED 2020 D TEMPLETON VIETNAM S-E ASIA F COM 88022J10 6164 696600 SH SHARED 02 696600 D TENFOLD CORP COM 88033A10 2 4783 SH SHARED 4783 D TENET HEALTHCARE CORP COM 88033G10 88277 1317185 SH SHARED 1317185 D TENET HEALTHCARE CORP COM 88033G10 173300 2585806 SH SHARED 01 2572306 13500 D TENET HEALTHCARE CORP COM 88033G10 71 1071 SH SHR/OTHR 01 1071 D TENET HEALTHCARE CORP COM 88033G10 12578 187687 SH SHARED 02 185272 2415 D TENET HEALTHCARE CORP COM 88033G10 1454 21700 SH SHARED 03 21700 D TENET HEALTHCARE CORP COM 88033G10 363 5423 SH SHARED 06 5423 D TENET HEALTHCARE CORP COM 88033G10 174 2597 SH SHARED 09 2597 D TENNANT CO COM 88034510 36 870 SH SHARED 870 D TENNANT CO COM 88034510 923 22030 SH SHARED 01 22030 D TENNANT CO COM 88034510 411 9812 SH SHARED 02 9812 D TENNECO AUTOMOTIVE INC COM 88034910 58 14536 SH SHARED 14536 D TERADYNE INC SDCV 3.750%10/1 880770AD 2773 1645000 PRN SHARED 01 1645000 D TERADYNE INC SDCV 3.750%10/1 880770AD 843 500000 PRN SHARED 02 500000 D TERADYNE INC COM 88077010 20918 530520 SH SHARED 530370 150 D TERADYNE INC COM 88077010 48751 1236417 SH SHARED 01 1231667 4750 D TERADYNE INC COM 88077010 18 477 SH SHR/OTHR 01 477 D TERADYNE INC COM 88077010 4586 116332 SH SHARED 02 116332 D TERADYNE INC COM 88077010 449 11400 SH SHARED 03 11400 D TERADYNE INC COM 88077010 3943 100000 SH SHARED 04 100000 D TERADYNE INC COM 88077010 102 2600 SH SHARED 06 2600 D TERADYNE INC COM 88077010 61 1568 SH SHARED 09 1568 D TERAYON COMMUNICATION SYS COM 88077510 342 40345 SH SHARED 40345 D TERAYON COMMUNICATION SYS COM 88077510 1719 202780 SH SHARED 01 197980 4800 D TERAYON COMMUNICATION SYS COM 88077510 10 1200 SH SHR/OTHR 01 1200 D TERAYON COMMUNICATION SYS COM 88077510 995 117430 SH SHARED 02 105505 11925 D TERAYON COMMUNICATION SYS COM 88077510 67 8000 SH SHARED 10 8000 D TEREX CORP NEW COM 88077910 16236 718440 SH SHARED 718440 D TEREX CORP NEW COM 88077910 1639 72528 SH SHARED 01 72528 D TEREX CORP NEW COM 88077910 1379 61036 SH SHARED 02 61036 D TEREX CORP NEW COM 88077910 104 4625 SH SHARED 10 4625 D TERRA INDS INC COM 88091510 2 1014 SH SHARED 1014 D TERRA INDS INC COM 88091510 124 47710 SH SHARED 01 47710 D TERRA INDS INC COM 88091510 108 41700 SH SHARED 02 41700 D TERRA NETWORKS S A SPONSORED ADR 88100W10 1 202 SH SHARED 202 D TERRA NETWORKS S A SPONSORED ADR 88100W10 23 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 74 164994 SH SHARED 01 154994 10000 D TERREMARK WORLDWIDE INC COM 88144810 73 162900 SH SHARED 02 162900 D TESORO PETE CORP COM 88160910 6907 491646 SH SHARED 491646 D TESORO PETE CORP COM 88160910 1333 94895 SH SHARED 01 94895 D TESORO PETE CORP COM 88160910 4942 351746 SH SHARED 02 351746 D TESORO PETE CORP COM 88160910 80 5753 SH SHARED 10 5753 D TETRA TECHNOLOGIES INC DEL COM 88162F10 2551 87830 SH SHARED 87830 D TETRA TECHNOLOGIES INC DEL COM 88162F10 1155 39760 SH SHARED 01 39760 D TETRA TECHNOLOGIES INC DEL COM 88162F10 502 17300 SH SHARED 02 17300 D TETRA TECH INC NEW COM 88162G10 30 2137 SH SHARED 2137 D TETRA TECH INC NEW COM 88162G10 1379 96507 SH SHARED 01 96507 D TETRA TECH INC NEW COM 88162G10 875 61292 SH SHARED 02 61292 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 10 201 SH SHARED 201 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 11072 202527 SH SHARED 202527 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 912 16690 SH SHARED 02 16540 150 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 15559 284600 SH SHARED 04 284600 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2662 48700 SH SHARED 05 48700 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 21692 22000000 PRN SHARED 22000000 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 6409 6500000 PRN SHARED 01 6500000 D TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB 2958 3000000 PRN SHARED 02 3000000 D TESMA INTL INC CL A SUB VTG 88190810 5 246 SH SHARED 246 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 65 10578 SH SHARED 10578 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 449 73124 SH SHARED 01 73124 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 289 47000 SH SHARED 02 47000 D TEXAS INDS INC COM 88249110 376 9144 SH SHARED 9144 D TEXAS INDS INC COM 88249110 2022 49088 SH SHARED 01 49088 D TEXAS INDS INC COM 88249110 1313 31871 SH SHARED 02 25871 6000 D TEXAS INDS INC COM 88249110 128 3109 SH SHARED 10 3109 D TEXAS INSTRS INC COM 88250810 295035 8913460 SH SHARED 8828730 84730 D TEXAS INSTRS INC COM 88250810 445759 13467042 SH SHARED 01 12913626 553416 D TEXAS INSTRS INC COM 88250810 4817 145557 SH SHR/OTHR 01 61145 84412 D TEXAS INSTRS INC COM 88250810 104847 3167583 SH SHARED 02 3089039 78544 D TEXAS INSTRS INC COM 88250810 4947 149480 SH SHARED 03 149480 D TEXAS INSTRS INC COM 88250810 55591 1679500 SH SHARED 04 1679500 D TEXAS INSTRS INC COM 88250810 3057 92364 SH SHARED 06 92364 D TEXAS INSTRS INC COM 88250810 5117 154600 SH SHARED 07 154600 D TEXAS INSTRS INC COM 88250810 4136 124959 SH SHARED 08 124959 D TEXAS INSTRS INC COM 88250810 466 14098 SH SHARED 09 14098 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 0 16 SH SHARED 16 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 135 3103 SH SHARED 3103 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2202 50452 SH SHARED 01 50452 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 52 1200 SH SHR/OTHR 01 1200 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 784 17971 SH SHARED 02 17971 D TEXTRON INC COM 88320310 20076 392884 SH SHARED 392884 D TEXTRON INC COM 88320310 49451 967744 SH SHARED 01 964994 2750 D TEXTRON INC COM 88320310 347 6800 SH SHR/OTHR 01 6800 D TEXTRON INC COM 88320310 3924 76805 SH SHARED 02 76805 D TEXTRON INC COM 88320310 465 9100 SH SHARED 03 9100 D TEXTRON INC COM 88320310 274 5378 SH SHARED 06 5378 D TEXTRON INC COM 88320310 53 1050 SH SHARED 07 1050 D TEXTRON INC COM 88320310 63 1247 SH SHARED 09 1247 D TEXTRON INC PFD CONV $2.08 88320320 7 35 SH SHARED 02 35 D THACKERAY CORP COM 88321710 13 5000 SH SHARED 01 5000 D THERAGENICS CORP COM 88337510 132 13432 SH SHARED 13432 D THERAGENICS CORP COM 88337510 643 65008 SH SHARED 01 65008 D THERAGENICS CORP COM 88337510 336 34000 SH SHARED 02 32000 2000 D THERASENSE INC COM 88338110 264 14000 SH SHARED 14000 D THERMA-WAVE INC COM 88343A10 185 12857 SH SHARED 12857 D THERMA-WAVE INC COM 88343A10 848 58791 SH SHARED 01 58791 D THERMA-WAVE INC COM 88343A10 252 17495 SH SHARED 02 17495 D THERMA-WAVE INC COM 88343A90 228 15850 SH SHARED 02 15850 D THERMO ELECTRON CORP SDCV 4.000% 1/1 883556AH 47 50000 PRN SHARED 02 50000 D THERMO ELECTRON CORP COM 88355610 9699 467900 SH SHARED 467900 D THERMO ELECTRON CORP COM 88355610 26303 1268869 SH SHARED 01 1266998 1871 D THERMO ELECTRON CORP COM 88355610 177 8569 SH SHR/OTHR 01 8569 D THERMO ELECTRON CORP COM 88355610 4635 223604 SH SHARED 02 197709 25895 D THERMO ELECTRON CORP COM 88355610 228 11000 SH SHARED 03 11000 D THERMO ELECTRON CORP COM 88355610 8 400 SH SHARED 07 400 D THERMO ELECTRON CORP COM 88355610 34 1682 SH SHARED 09 1682 D THESTREET COM COM 88368Q10 0 139 SH SHARED 139 D THESTREET COM COM 88368Q10 0 200 SH SHARED 01 200 D THESTREET COM COM 88368Q10 11 4500 SH SHARED 02 4500 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 0 200 SH SHARED 200 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 0 224 SH SHARED 224 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 38 11500 SH SHARED 01 11500 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 27 8245 SH SHARED 02 8245 D THOMAS & BETTS CORP COM 88431510 4150 196163 SH SHARED 196163 D THOMAS & BETTS CORP COM 88431510 12738 602002 SH SHARED 01 601902 100 D THOMAS & BETTS CORP COM 88431510 1974 93309 SH SHARED 02 93309 D THOMAS & BETTS CORP COM 88431510 188 8895 SH SHARED 10 8895 D THOMAS INDS INC COM 88442510 89 3054 SH SHARED 3054 D THOMAS INDS INC COM 88442510 847 28980 SH SHARED 01 28980 D THOMAS INDS INC COM 88442510 509 17419 SH SHARED 02 17419 D THOMAS INDS INC COM 88442510 85 2909 SH SHARED 10 2909 D THOMSON MULTIMEDIA SPONSORED ADR 88511810 10 330 SH SHARED 02 330 D THOR INDS INC COM 88516010 793 16772 SH SHARED 16772 D THOR INDS INC COM 88516010 1065 22528 SH SHARED 01 22315 213 D THOR INDS INC COM 88516010 333 7041 SH SHARED 02 7041 D THORATEC CORP ST 88517530 22 2042 SH SHARED 2042 D THORATEC CORP 10036 88517530 1475 134753 SH SHARED 134753 D THORATEC CORP 620 88517530 724 66177 SH SHARED 01 66177 D THORATEC CORP 10036 88517530 549 50166 SH SHARED 02 50166 D THORNBURG MTG INC COM 88521810 1849 92310 SH SHARED 92310 D THORNBURG MTG INC COM 88521810 1442 71960 SH SHARED 01 71960 D THORNBURG MTG INC COM 88521810 805 40190 SH SHARED 02 40190 D THORNBURG MTG INC COM 88521810 88 4399 SH SHARED 10 4399 D 3DO CO COM 88553W10 17 16708 SH SHARED 16708 D 3DO CO COM 88553W10 30 30044 SH SHARED 30044 D 3DO CO COM 88553W10 86 85000 SH SHARED 01 85000 D 3DO CO COM 88553W10 40 40100 SH SHARED 02 40100 D 3COM CORP COM 88553510 19 3239 SH SHARED 3239 D 3COM CORP COM 88553510 865 141650 SH SHARED 141400 250 D 3COM CORP COM 88553510 5782 946475 SH SHARED 01 875475 71000 D 3COM CORP COM 88553510 72 11828 SH SHR/OTHR 01 11828 D 3COM CORP COM 88553510 1191 195019 SH SHARED 02 187029 7990 D 3-D SYS CORP DEL ST 88554D20 82 5173 SH SHARED 5173 D 3-D SYS CORP DEL 511 88554D20 3 206 SH SHARED 206 D 3-D SYS CORP DEL equit-comm 88554D20 266 16772 SH SHARED 01 16772 D 3-D SYS CORP DEL 10036 88554D20 139 8775 SH SHARED 02 8775 D THREE FIVE SYS INC COM 88554L10 322 21739 SH SHARED 21739 D THREE FIVE SYS INC COM 88554L10 622 42009 SH SHARED 01 42009 D THREE FIVE SYS INC COM 88554L10 377 25489 SH SHARED 02 24200 1289 D 3-DIMENSIONAL PHARMACEUTICAL COM 88554W10 0 10 SH SHARED 10 D 3-DIMENSIONAL PHARMACEUTICAL COM 88554W10 1 178 SH SHARED 178 D 3-DIMENSIONAL PHARMACEUTICAL COM 88554W10 84 12350 SH SHARED 01 12350 D 3-DIMENSIONAL PHARMACEUTICAL COM 88554W10 47 6927 SH SHARED 02 6927 D 3TEC ENERGY CORP ST 88575R30 8 483 SH SHARED 483 D 3TEC ENERGY CORP 10036 88575R30 6 408 SH SHARED 408 D 3TEC ENERGY CORP equit-comm 88575R30 649 38100 SH SHARED 01 38100 D 3TEC ENERGY CORP 10036 88575R30 282 16551 SH SHARED 02 16551 D 3TEC ENERGY CORP IC1 88575R30 72 4266 SH SHARED 10 4266 D SYNOPSYS INC COM 88599110 181 3293 SH SHARED 02 3293 D TIBCO SOFTWARE INC COM 88632Q10 0 43 SH SHARED 43 D TIBCO SOFTWARE INC COM 88632Q10 798 67903 SH SHARED 67903 D TIBCO SOFTWARE INC COM 88632Q10 1284 109200 SH SHARED 01 109200 D TIBCO SOFTWARE INC COM 88632Q10 1059 90120 SH SHARED 02 66940 23180 D TIBCO SOFTWARE INC COM 88632Q10 2722 231500 SH SHARED 04 231500 D TICKETS COM INC ST 88633M20 26 8533 SH SHARED 8533 D TICKETMASTER CL B 88633P20 1267 42844 SH SHARED 42844 D TICKETMASTER CL B 88633P20 1795 60700 SH SHARED 01 60700 D TIDEL TECHNOLOGIES INC COM 88636810 0 534 SH SHARED 534 D TIDEWATER INC COM 88642310 12794 302120 SH SHARED 302120 D TIDEWATER INC COM 88642310 4998 118030 SH SHARED 01 118030 D TIDEWATER INC COM 88642310 93 2200 SH SHR/OTHR 01 2200 D TIDEWATER INC COM 88642310 1478 34905 SH SHARED 02 33411 1494 D TIDEWATER INC COM 88642310 87 2060 SH SHARED 07 2060 D TIER TECHNOLOGIES INC CL B 88650Q10 68 3900 SH SHARED 3900 D TIFFANY & CO NEW COM 88654710 11749 330500 SH SHARED 330500 D TIFFANY & CO NEW COM 88654710 34324 965528 SH SHARED 01 956803 8725 D TIFFANY & CO NEW COM 88654710 62 1765 SH SHR/OTHR 01 1765 D TIFFANY & CO NEW COM 88654710 12452 350268 SH SHARED 02 350268 D TIFFANY & CO NEW COM 88654710 312 8800 SH SHARED 03 8800 D TIFFANY & CO NEW COM 88654710 1066 30000 SH SHARED 04 30000 D TIFFANY & CO NEW COM 88654710 35 1000 SH SHARED 09 1000 D TIMBERLAND BANCORP INC COM 88709810 4 276 SH SHARED 276 D TIMBERLAND CO CL A 88710010 4085 96697 SH SHARED 96697 D TIMBERLAND CO CL A 88710010 1791 42400 SH SHARED 01 42400 D TIMBERLAND CO CL A 88710010 887 21017 SH SHARED 02 19710 1307 D TIMBERLINE SOFTWARE CORP COM 88713410 3 460 SH SHARED 460 D TIMBERLINE SOFTWARE CORP COM 88713410 74 10500 SH SHARED 10500 D TIME WARNER TELECOM INC CL A 88731910 12 2051 SH SHARED 2051 D TIME WARNER TELECOM INC CL A 88731910 1097 180517 SH SHARED 180517 D TIME WARNER TELECOM INC CL A 88731910 399 65700 SH SHARED 01 65700 D TIME WARNER TELECOM INC CL A 88731910 27 4600 SH SHARED 02 4300 300 D TIMKEN CO COM 88738910 2535 109798 SH SHARED 109798 D TIMKEN CO COM 88738910 2798 121215 SH SHARED 01 121215 D TIMKEN CO COM 88738910 1287 55775 SH SHARED 02 54775 1000 D TIMKEN CO COM 88738910 159 6913 SH SHARED 10 6913 D TIPPINGPOINT TECH INC COM 88801110 4 465 SH SHARED 465 D TITAN CORP COM 88826610 0 29 SH SHARED 29 D TITAN CORP COM 88826610 6975 337775 SH SHARED 337775 D TITAN CORP COM 88826610 32038 1551500 SH SHARED 01 1551500 D TITAN CORP COM 88826610 2406 116548 SH SHARED 02 116548 D TITAN CORP COM 88826610 2081 100800 SH SHARED 06 100800 D TITAN CORP COM 88826610 2917 141300 SH SHARED 10 141300 D TITAN INTL INC ILL COM 88830M10 43 8600 SH SHARED 8600 D TITAN PHARMACEUTICALS INC DE COM 88831410 310 44306 SH SHARED 44306 D TITAN PHARMACEUTICALS INC DE COM 88831410 377 53806 SH SHARED 01 53806 D TITAN PHARMACEUTICALS INC DE COM 88831410 790 112793 SH SHARED 02 111593 1200 D TITAN PHARMACEUTICALS INC DE COM 88831410 1539 219600 SH SHARED 04 219600 D TITANIUM METALS CORP COM 88833910 2 492 SH SHARED 492 D TITANIUM METALS CORP COM 88833910 215 39820 SH SHARED 01 39820 D TITANIUM METALS CORP COM 88833910 113 21100 SH SHARED 02 21100 D TIVO INC COM 88870610 164 31006 SH SHARED 31006 D TIVO INC COM 88870610 228 43087 SH SHARED 42937 150 D TIVO INC COM 88870610 416 78630 SH SHARED 01 78630 D TIVO INC COM 88870610 116 21900 SH SHARED 02 21900 D TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 1 38 SH SHARED 38 D TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 164 4400 SH SHARED 01 4400 D TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 164 4400 SH SHR/OTHR 01 4400 D TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 7 210 SH SHARED 02 210 D TOLL BROTHERS INC WHEN ISSUED 88947810 790 15866 SH SHARED 15866 D TOLL BROTHERS INC WHEN ISSUED 88947810 3043 61057 SH SHARED 01 61057 D TOLL BROTHERS INC WHEN ISSUED 88947810 1592 31945 SH SHARED 02 31945 D TOLL BROTHERS INC WHEN ISSUED 88947810 158 3187 SH SHARED 10 3187 D TOLLGRADE COMMUNICATIONS INC COM 88954210 7 294 SH SHARED 294 D TOLLGRADE COMMUNICATIONS INC COM 88954210 398 16244 SH SHARED 16244 D TOLLGRADE COMMUNICATIONS INC COM 88954210 3022 123326 SH SHARED 01 123326 D TOLLGRADE COMMUNICATIONS INC COM 88954210 400 16350 SH SHARED 02 16200 150 D TOMPKINSTRUSTCO INC COM 89011010 7 166 SH SHARED 166 D TOMPKINSTRUSTCO INC COM 89011010 476 11290 SH SHARED 01 11290 D TOMPKINSTRUSTCO INC COM 89011010 302 7168 SH SHARED 02 7168 D TOO INC COM 89033310 2407 81630 SH SHARED 81630 D TOO INC COM 89033310 1936 65662 SH SHARED 01 65662 D TOO INC COM 89033310 1169 39647 SH SHARED 02 39647 D TOOTSIE ROLL INDS INC COM 89051610 1344 29232 SH SHARED 29232 D TOOTSIE ROLL INDS INC COM 89051610 2440 53064 SH SHARED 01 53064 D TOOTSIE ROLL INDS INC COM 89051610 1492 32443 SH SHARED 02 27345 5098 D TOPPS INC COM 89078610 6 627 SH SHARED 627 D TOPPS INC COM 89078610 16 1744 SH SHARED 1744 D TOPPS INC COM 89078610 811 84546 SH SHARED 01 84546 D TOPPS INC COM 89078610 388 40500 SH SHARED 02 40500 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 67 10000 SH SHARED 02 10000 D TORCH OFFSHORE INC COM 89101910 5 615 SH SHARED 615 D TORCH OFFSHORE INC COM 89101910 44 5000 SH SHARED 02 5000 D TORCHMARK CORP COM 89102710 17061 423461 SH SHARED 423461 D TORCHMARK CORP COM 89102710 31312 777177 SH SHARED 01 777177 D TORCHMARK CORP COM 89102710 2824 70115 SH SHARED 02 69615 500 D TORCHMARK CORP COM 89102710 38 951 SH SHARED 09 951 D TOREADOR RES CORP COM 89105010 0 207 SH SHARED 207 D TORO CO COM 89109210 2077 34850 SH SHARED 34850 D TORO CO COM 89109210 2012 33770 SH SHARED 01 33770 D TORO CO COM 89109210 2372 39800 SH SHARED 02 36100 3700 D TORO CO COM 89109210 121 2045 SH SHARED 10 2045 D TORONTO DOMINION BK ONT 10036 89116050 2254 82208 SH SHARED 82208 D TORONTO DOMINION BK ONT 10036 89116050 10 399 SH SHARED 02 399 D TOTAL ENTMT RESTAURANT CORP COM 89150E10 4 584 SH SHARED 584 D TOTAL RENAL CARE HLDGS INC NOTE 7.000% 5/1 89151AAC 4980 5000000 PRN SHARED 01 5000000 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 11918 155596 SH SHARED 155596 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 872 11390 SH SHARED 01 4240 7150 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 53 700 SH SHR/OTHR 01 300 400 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 89 1172 SH SHARED 02 1172 D TOTAL FINA ELF S A SPONSORED ADR 89151E10 42068 549200 SH SHARED 05 549200 D TOUCH AMERICA HLDGS INC COM 89153910 577 151667 SH SHARED 151667 D TOUCH AMERICA HLDGS INC COM 89153910 975 256032 SH SHARED 01 256032 D TOUCH AMERICA HLDGS INC COM 89153910 434 114089 SH SHARED 02 114089 D TOUCH AMERICA HLDGS INC COM 89153910 39 10405 SH SHARED 10 10405 D TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE 95 105000 PRN SHARED 02 105000 D TOWER AUTOMOTIVE INC COM 89170710 3398 242940 SH SHARED 242940 D TOWER AUTOMOTIVE INC COM 89170710 1194 85410 SH SHARED 01 85410 D TOWER AUTOMOTIVE INC COM 89170710 689 49300 SH SHARED 02 49300 D TOWER AUTOMOTIVE INC COM 89170710 0 29 SH SHARED 05 29 D TOWER AUTOMOTIVE INC COM 89170710 93 6658 SH SHARED 10 6658 D TOTAL SYS SVCS INC COM 89190610 1634 65000 SH SHARED 65000 D TOTAL SYS SVCS INC COM 89190610 991 39434 SH SHARED 01 39434 D TOTAL SYS SVCS INC COM 89190610 37 1500 SH SHARED 02 1500 D TRACK DATA CORP COM 89191810 19 13000 SH SHARED 13000 D TOWN & CTRY TR SH BEN INT 89208110 8 390 SH SHARED 390 D TOWN & CTRY TR SH BEN INT 89208110 946 42800 SH SHARED 01 42800 D TOWN & CTRY TR SH BEN INT 89208110 641 29000 SH SHR/OTHR 01 29000 D TOWN & CTRY TR SH BEN INT 89208110 510 23077 SH SHARED 02 16227 6850 D TOWN & CTRY TR SH BEN INT 89208110 82 3750 SH SHARED 10 3750 D TOYMAX INTERNATIONAL INC COM 89226810 142 31657 SH SHARED 31657 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 2126 36574 SH SHARED 36574 D TOYS R US INC COM 89233510 9787 544943 SH SHARED 544743 200 D TOYS R US INC COM 89233510 36752 2046377 SH SHARED 01 2043877 2500 D TOYS R US INC COM 89233510 45 2531 SH SHR/OTHR 01 2531 D TOYS R US INC COM 89233510 2105 117230 SH SHARED 02 117230 D TOYS R US INC COM 89233510 222 12400 SH SHARED 03 12400 D TOYS R US INC COM 89233510 8 450 SH SHARED 07 450 D TOYS R US INC COM 89233510 29 1665 SH SHARED 09 1665 D TPG N V SPONSORED ADR 89233910 229 10855 SH SHARED 10855 D TRACTOR SUPPLY CO COM 89235610 87 1901 SH SHARED 1901 D TRACTOR SUPPLY CO COM 89235610 55 1200 SH SHARED 02 1200 D TRADESTATION GROUP INC COM 89267P10 0 462 SH SHARED 462 D TRADESTATION GROUP INC COM 89267P10 17 15600 SH SHARED 01 15600 D TRADESTATION GROUP INC COM 89267P10 24 21900 SH SHARED 02 21900 D TRAFFIX INC COM 89272110 76 10407 SH SHARED 10407 D TRAILER BRIDGE COM 89278210 56 41128 SH SHARED 41128 D TRAILER BRIDGE COM 89278210 52 37700 SH SHARED 37700 D TRAILER BRIDGE COM 89278210 6 5000 SH SHARED 02 5000 D TRAMMELL CROW CO COM 89288R10 9 672 SH SHARED 672 D TRAMMELL CROW CO COM 89288R10 634 43780 SH SHARED 01 43780 D TRAMMELL CROW CO COM 89288R10 377 26050 SH SHARED 02 26050 D TRANS INDS INC COM 89323910 0 90 SH SHARED 90 D TRANS WORLD ENTMT CORP COM 89336Q10 5 640 SH SHARED 640 D TRANS WORLD ENTMT CORP COM 89336Q10 614 73149 SH SHARED 01 73149 D TRANS WORLD ENTMT CORP COM 89336Q10 239 28502 SH SHARED 02 28502 D TRANSACTION SYS ARCHITECTS CL A 89341610 2 238 SH SHARED 238 D TRANSACTION SYS ARCHITECTS CL A 89341610 175 15374 SH SHARED 15374 D TRANSACTION SYS ARCHITECTS CL A 89341610 1440 126354 SH SHARED 01 126354 D TRANSACTION SYS ARCHITECTS CL A 89341610 825 72435 SH SHARED 02 68556 3879 D TRANSALTA CORP COM 89346D10 487 35000 SH SHARED 35000 D TRANSALTA CORP COM 89346D10 5 400 SH SHARED 02 400 D TRANSATLANTIC HLDGS INC COM 89352110 496 6050 SH SHARED 6050 D TRANSATLANTIC HLDGS INC COM 89352110 2048 24950 SH SHARED 01 24725 225 D TRANSATLANTIC HLDGS INC COM 89352110 392 4780 SH SHARED 02 4730 50 D TRANSCANADA PIPELINES LTD COM 89352610 368 27100 SH SHARED 27100 D TRANSCANADA PIPELINES LTD COM 89352610 4 333 SH SHARED 01 333 D TRANSCONTINENTAL RLTY INVS 511 89361720 3 200 SH SHARED 200 D TRANSCONTINENTAL RLTY INVS 10036 89361720 126 7600 SH SHARED 02 7600 D TRANSGENOMIC INC COM 89365K20 3 374 SH SHARED 374 D TRANSGENOMIC INC COM 89365K20 224 24875 SH SHARED 01 24875 D TRANSGENOMIC INC COM 89365K20 122 13600 SH SHARED 02 13600 D TRANSGENE S A SPONSORED ADR 89365U10 0 9 SH SHARED 9 D TRANSKARYOTIC THERAPIES INC COM 89373510 8 196 SH SHARED 196 D TRANSKARYOTIC THERAPIES INC COM 89373510 225 5230 SH SHARED 5230 D TRANSKARYOTIC THERAPIES INC COM 89373510 8386 194799 SH SHARED 01 194799 D TRANSKARYOTIC THERAPIES INC COM 89373510 1430 33220 SH SHARED 02 33220 D TRANSKARYOTIC THERAPIES INC COM 89373510 79466 1845900 SH SHARED 04 1845900 D TRANSMETA CORP DEL COM 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TRANSMONTAIGNE INC COM 89393410 88 16983 SH SHARED 02 16983 D TRAVELOCITY COM INC COM 89395310 735 26300 SH SHARED 26300 D TRAVELOCITY COM INC COM 89395310 3984 142450 SH SHARED 01 142450 D TRAVELOCITY COM INC COM 89395310 5 200 SH SHARED 02 200 D TRANSWITCH CORP COM 89406510 98 30243 SH SHARED 30243 D TRANSWITCH CORP COM 89406510 255 78294 SH SHARED 78294 D TRANSWITCH CORP COM 89406510 900 276102 SH SHARED 01 276102 D TRANSWITCH CORP COM 89406510 479 147001 SH SHARED 02 147001 D TRANSWORLD HEALTHCARE INC COM 89408110 0 1 SH SHARED 02 1 D TRAVELERS CORPORATE LN FD IN COM 89418510 30 2300 SH SHARED 02 2300 D TREDEGAR CORP COM 89465010 248 13309 SH SHARED 13309 D TREDEGAR CORP COM 89465010 634 33917 SH SHARED 01 33917 D TREDEGAR CORP COM 89465010 342 18325 SH SHARED 02 18325 D TREDEGAR CORP COM 89465010 55 2977 SH SHARED 10 2977 D TREMONT CORP COM PAR $1.00 89474520 1 52 SH SHARED 52 D TREMONT CORP COM PAR $1.00 89474520 16 600 SH SHARED 01 600 D TREMONT CORP COM PAR $1.00 89474520 40 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INC COM 92532F10 1403 50364 SH SHARED 02 45989 4375 D VERTEX PHARMACEUTICALS INC COM 92532F10 54318 1949700 SH SHARED 04 1949700 D VERTICALNET INC COM 92532L10 0 388 SH SHARED 388 D VERTICALNET INC COM 92532L10 13 18763 SH SHARED 18763 D VERTICALNET INC COM 92532L10 92 132180 SH SHARED 01 132180 D VERTICALNET INC COM 92532L10 52 74400 SH SHARED 02 74000 400 D VERTEX INTERACTIVE INC COM 92532210 12 32092 SH SHARED 32092 D VESTA INS GROUP INC COM 92539110 293 48906 SH SHARED 48906 D VESTA INS GROUP INC COM 92539110 532 88720 SH SHARED 01 79320 9400 D VESTA INS GROUP INC COM 92539110 224 37400 SH SHARED 02 37400 D VESTA INS GROUP INC COM 92539110 30 5000 SH SHARED 10 5000 D VIAD CORP COM 92552R10 7330 261800 SH SHARED 261800 D VIAD CORP COM 92552R10 6506 232364 SH SHARED 01 232364 D VIAD CORP COM 92552R10 56 2000 SH SHR/OTHR 01 2000 D VIAD CORP COM 92552R10 1307 46710 SH SHARED 02 46710 D VIASAT INC COM 92552V10 5 402 SH SHARED 402 D VIASAT INC COM 92552V10 733 52300 SH SHARED 01 52300 D 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92552430 2629 54359 SH SHARED 10 54359 D VIACOM INC CL B 92552430 3852 79650 SH SHARED 11 79650 D VIACOM INC CL B 92552430 2514 51986 SH SHARED 12 51986 D VIASYSTEMS GROUP INC COM 92553H10 2 7677 SH SHARED 7677 D VIASYSTEMS GROUP INC COM 92553H10 21 70900 SH SHARED 01 70900 D VIASYSTEMS GROUP INC COM 92553H10 17 59390 SH SHARED 02 59390 D VIANT CORP COM 92553N10 6 4800 SH SHARED 4800 D VIANT CORP COM 92553N10 0 300 SH SHARED 02 300 D VIASYS HEALTHCARE INC 511 92553Q20 123 5500 SH SHARED 5500 D VIASYS HEALTHCARE INC 620 92553Q20 928 41287 SH SHARED 01 41051 236 D VIASYS HEALTHCARE INC 620 92553Q20 28 1251 SH SHR/OTHR 01 1251 D VIASYS HEALTHCARE INC COM NEW 92553Q20 352 15692 SH SHARED 02 15692 D VIASYS HEALTHCARE INC STOCK 92553Q20 1 58 SH SHARED 07 58 D VICAL INC COM 92560210 0 105 SH SHARED 105 D VICAL INC COM 92560210 4 480 SH SHARED 480 D VICAL INC COM 92560210 317 34361 SH SHARED 01 34361 D VICAL INC COM 92560210 229 24800 SH SHARED 02 24800 D VICOR CORP COM 92581510 366 21664 SH SHARED 21664 D VICOR CORP COM 92581510 653 38674 SH SHARED 01 38674 D VICOR CORP COM 92581510 497 29430 SH SHARED 02 26930 2500 D VIA NET WRKS INC COM 92591210 10 12813 SH SHARED 12813 D VIA NET WRKS INC COM 92591210 0 240 SH SHARED 01 240 D VIDAMED INC COM 92653010 64 8245 SH SHARED 8245 D VIDAMED INC COM 92653010 1087 138004 SH SHARED 138004 D VIDAMED INC COM 92653010 526 66800 SH SHARED 01 66800 D VIDAMED INC COM 92653010 308 39100 SH SHARED 02 39100 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 1100 140165 SH SHARED 140165 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 270 34500 SH SHARED 04 34500 D VIEWCAST COM INC COM 92671310 5 12234 SH SHARED 12234 D VIEWPOINT CORP COM 92672P10 1 216 SH SHARED 216 D VIEWPOINT CORP COM 92672P10 65 10896 SH SHARED 10896 D VIEWPOINT CORP COM 92672P10 422 69900 SH SHARED 01 69900 D VIEWPOINT CORP COM 92672P10 285 47316 SH SHARED 02 42336 4980 D VIGNETTE CORP COM 92673410 88 25608 SH SHARED 25608 D VIGNETTE CORP COM 92673410 898 261090 SH SHARED 01 261090 D VIGNETTE CORP COM 92673410 375 109276 SH SHARED 02 104426 4850 D VIGNETTE CORP COM 92673410 3116 906000 SH SHARED 04 906000 D VIISAGE TECHNOLOGY INC COM 92675K10 116 16800 SH SHARED 16800 D VINA TECHNOLOGIES INC COM 92719D10 13 18446 SH SHARED 18446 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 10 300 SH SHARED 01 300 D VINTAGE PETE INC COM 92746010 2061 140255 SH SHARED 140255 D VINTAGE PETE INC COM 92746010 1315 89520 SH SHARED 01 89520 D VINTAGE PETE INC COM 92746010 895 60929 SH SHARED 02 60279 650 D VINTAGE PETE INC COM 92746010 63 4292 SH SHARED 10 4292 D VION PHARMACEUTICALS INC COM 92762410 66 16246 SH SHARED 16246 D VION PHARMACEUTICALS INC COM 92762410 147 35900 SH SHARED 01 35900 D VION PHARMACEUTICALS INC COM 92762410 160 39100 SH SHARED 02 31100 8000 D VIRAGE LOGIC CORP COM 92763R10 1 81 SH SHARED 81 D VIRAGE LOGIC CORP COM 92763R10 2 188 SH SHARED 188 D VIRAGE LOGIC CORP COM 92763R10 258 17000 SH SHARED 01 17000 D VIRAGE LOGIC CORP COM 92763R10 142 9328 SH SHARED 02 9328 D VISION-SCIENCES INC DEL COM 92791210 13 9988 SH SHARED 01 4988 5000 D VIROLOGIC INC COM 92823R20 5 2154 SH SHARED 2154 D VIROPHARMA INC NOTE 6.000% 3/0 928241AC 2145 6875000 PRN SHARED 02 6875000 D VIROPHARMA INC COM 92824110 70 13921 SH SHARED 13921 D VIROPHARMA INC COM 92824110 152 29900 SH SHARED 01 29900 D VIROPHARMA INC COM 92824110 129 25353 SH SHARED 02 25353 D VIROPHARMA INC COM 92824110 20 4000 SH SHARED 04 4000 D VISIBLE GENETICS INC COM 92829S10 24 3522 SH SHARED 3522 D VISIBLE GENETICS INC COM 92829S10 20 3000 SH SHARED 3000 D VISIBLE GENETICS INC COM 92829S10 6360 931300 SH SHARED 02 931300 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 27821 50955000 PRN SHARED 50955000 D VISHAY INTERTECHNOLOGY INC NOTE 6/0 928298AD 17199 31500000 PRN SHARED 02 31500000 D VISHAY INTERTECHNOLOGY INC COM 92829810 6549 322011 SH SHARED 322011 D VISHAY INTERTECHNOLOGY INC COM 92829810 5028 247214 SH SHARED 01 247214 D VISHAY INTERTECHNOLOGY INC COM 92829810 4786 235326 SH SHARED 02 235026 300 D VISTA BANCORP INC COM 92830R10 523 19400 SH SHARED 19400 D VISIONICS CORP DEL COM 92831E10 325 27725 SH SHARED 27725 D VISIONICS CORP DEL COM 92831E10 971 82800 SH SHARED 01 82800 D VISIONICS CORP DEL COM 92831E10 614 52400 SH SHARED 06 52400 D VISTEON CORP COM 92839U10 6097 368442 SH SHARED 368440 2 D VISTEON CORP COM 92839U10 14532 878087 SH SHARED 01 877892 195 D VISTEON CORP COM 92839U10 143 8650 SH SHR/OTHR 01 8650 D VISTEON CORP COM 92839U10 1342 81131 SH SHARED 02 79921 1210 D VISTEON CORP COM 92839U10 117 7100 SH SHARED 03 7100 D VISTEON CORP COM 92839U10 68 4122 SH SHARED 06 4122 D VISTEON CORP COM 92839U10 49 2977 SH SHARED 09 2977 D VISUAL DATA CORP ST 92842820 0 105 SH SHARED 105 D VISX INC DEL COM 92844S10 633 35900 SH SHARED 35900 D VISX INC DEL COM 92844S10 2532 143400 SH SHARED 01 143400 D VISX INC DEL COM 92844S10 1702 96391 SH SHARED 02 95191 1200 D VISUAL NETWORKS INC COM 92844410 3 1216 SH SHARED 1216 D VISUAL NETWORKS INC COM 92844410 66 22526 SH SHARED 22526 D VISUAL NETWORKS INC COM 92844410 213 72511 SH SHARED 01 72511 D VISUAL NETWORKS INC COM 92844410 90 30786 SH SHARED 02 30786 D VITAL SIGNS INC COM 92846910 15 420 SH SHARED 420 D VITAL SIGNS INC COM 92846910 7 214 SH SHARED 214 D VITAL SIGNS INC COM 92846910 582 15800 SH SHARED 01 15800 D VITAL SIGNS INC COM 92846910 206 5600 SH SHARED 02 5600 D VITALWORKS INC COM 92848310 398 68034 SH SHARED 02 68034 D VITRIA TECHNOLOGY COM 92849Q10 343 87030 SH SHARED 87030 D VITRIA TECHNOLOGY COM 92849Q10 635 160950 SH SHARED 01 160950 D VITRIA TECHNOLOGY COM 92849Q10 689 174650 SH SHARED 02 174650 D VITESSE SEMICONDUCTOR CORP COM 92849710 7674 783081 SH SHARED 783081 D VITESSE SEMICONDUCTOR CORP COM 92849710 13504 1378019 SH SHARED 01 1366382 11637 D VITESSE SEMICONDUCTOR CORP COM 92849710 21 2200 SH SHR/OTHR 01 1175 1025 D VITESSE SEMICONDUCTOR CORP COM 92849710 1355 138276 SH SHARED 02 136593 1683 D VITESSE SEMICONDUCTOR CORP COM 92849710 95 9700 SH SHARED 03 9700 D VITESSE SEMICONDUCTOR CORP COM 92849710 13 1347 SH SHARED 09 1347 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 2567 66692 SH SHARED 66692 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 5122 133064 SH SHARED 01 131639 1425 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 21 560 SH SHARED 02 210 350 D VIVENDI ENVIRONNEMENT SPONSORED ADR 92851710 78 2500 SH SHARED 02 2000 500 D VIZACOM INC ST 92855E20 0 102 SH SHARED 102 D VIVUS INC COM 92855110 111 12537 SH SHARED 12537 D VIVUS INC COM 92855110 6 700 SH SHARED 700 D VIXEL CORP DEL COM 92855210 42 10182 SH SHARED 02 10182 D VODAVI TECHNOLOGY INC COM 92857V10 0 150 SH SHARED 150 D VODAVI TECHNOLOGY INC COM 92857V10 3 2000 SH SHARED 02 2000 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 64903 3521631 SH SHARED 3521631 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 12100 656553 SH SHARED 01 569338 87215 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 2575 139731 SH SHR/OTHR 01 71011 68720 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 17301 938749 SH SHARED 02 205671 733078 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 101699 5518125 SH SHARED 05 5518125 D VOICEFLASH NETWORKS INC COM 92861T10 0 578 SH SHARED 578 D VOLT INFORMATION SCIENCES IN COM 92870310 87 4706 SH SHARED 4706 D VOLT INFORMATION SCIENCES IN COM 92870310 338 18170 SH SHARED 01 18170 D VOLT INFORMATION SCIENCES IN COM 92870310 164 8832 SH SHARED 02 8832 D VOLVO AKTIEBOLAGET ADR B 92885640 27 1409 SH SHARED 02 1409 D WHG BANCSHARES CORP COM 92894910 21 1500 SH SHARED 1500 D VORNADO OPERATING CO COM 92904N10 0 125 SH SHARED 01 125 D VORNADO RLTY TR SH BEN INT 92904210 5974 135300 SH SHARED 135300 D VORNADO RLTY TR SH BEN INT 92904210 19306 437199 SH SHARED 01 437199 D VORNADO RLTY TR SH BEN INT 92904210 75 1700 SH SHR/OTHR 01 1700 D VORNADO RLTY TR SH BEN INT 92904210 1460 33074 SH SHARED 02 22350 10724 D VORNADO RLTY TR SH BEN INT 92904210 759 17200 SH SHARED 10 17200 D VORNADO RLTY TR PFD CONV SER A 92904220 91 1500 SH SHARED 02 1500 D VOTORANTIM 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COM 92924F10 3883 144581 SH SHARED 01 144581 D WGL HLDGS INC COM 92924F10 2178 81111 SH SHARED 02 80311 800 D WGL HLDGS INC COM 92924F10 174 6500 SH SHARED 10 6500 D WHX CORP PFD CV SER A 92924820 2065 666400 SH SHARED 666400 D WHX CORP PFD CV SER B 92924830 1970 679460 SH SHARED 679460 D W-H ENERGY SVCS INC COM 92925E10 13 644 SH SHARED 644 D W-H ENERGY SVCS INC COM 92925E10 886 41050 SH SHARED 01 41050 D W-H ENERGY SVCS INC COM 92925E10 666 30850 SH SHARED 02 30850 D W HLDG CO INC COM 92925110 12 716 SH SHARED 716 D W HLDG CO INC COM 92925110 927 52560 SH SHARED 01 52560 D W HLDG CO INC COM 92925110 516 29249 SH SHARED 02 29249 D WJ COMMUNICATIONS INC COM 92928410 58 18072 SH SHARED 18072 D WJ COMMUNICATIONS INC COM 92928410 22 6800 SH SHARED 01 6800 D WJ COMMUNICATIONS INC COM 92928410 51 15812 SH SHARED 02 15812 D WMX TECHNOLOGIES INC NOTE 2.000% 1/2 92929QAF 0 1000 PRN SHARED 02 1000 D WMS INDS INC COM 92929710 1391 73251 SH SHARED 73251 D WMS INDS INC COM 92929710 633 33350 SH SHARED 01 33350 D WMS INDS INC COM 92929710 457 24100 SH SHARED 02 24100 D W P CAREY & CO LLC COM 92930Y10 9 400 SH SHARED 02 400 D WPP GROUP PLC SPON ADR NEW 92930930 5 99 SH SHARED 99 D WPP GROUP PLC SPON ADR NEW 92930930 2101 37226 SH SHARED 37226 D WPP GROUP PLC SPON ADR NEW 92930930 108 1920 SH SHARED 01 1920 D WPP GROUP PLC SPON ADR NEW 92930930 80 1431 SH SHARED 02 1415 16 D WPP GROUP PLC SPON ADR NEW 92930930 6997 123945 SH SHARED 05 123945 D WPS RESOURCES CORP COM 92931B10 3036 76984 SH SHARED 76984 D WPS RESOURCES CORP COM 92931B10 3821 96900 SH SHARED 01 96900 D WPS RESOURCES CORP COM 92931B10 1947 49380 SH SHARED 02 48980 400 D WPS RESOURCES CORP COM 92931B10 149 3800 SH SHARED 10 3800 D WRP CORP COM 92931710 2 2756 SH SHARED 2756 D WSFS FINL CORP COM 92932810 1 108 SH SHARED 108 D WSFS FINL CORP COM 92932810 3 212 SH SHARED 212 D WSFS FINL CORP COM 92932810 228 12600 SH SHARED 01 12600 D WSFS FINL CORP COM 92932810 152 8400 SH SHARED 02 8400 D WABASH NATL CORP COM 92956610 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INC COM 93114210 164656 2686073 SH SHARED 02 2644736 41337 D WAL MART STORES INC COM 93114210 38493 627950 SH SHARED 03 108500 519450 D WAL MART STORES INC COM 93114210 52926 863400 SH SHARED 04 863400 D WAL MART STORES INC COM 93114210 131700 2148455 SH SHARED 06 2148455 D WAL MART STORES INC COM 93114210 16032 261549 SH SHARED 07 261549 D WAL MART STORES INC COM 93114210 7234 118026 SH SHARED 08 118026 D WAL MART STORES INC COM 93114210 13255 216237 SH SHARED 09 216237 D WAL MART STORES INC COM 93114210 5247 85598 SH SHARED 10 85598 D WAL MART STORES INC COM 93114210 4733 77220 SH SHARED 11 77220 D WAL MART STORES INC COM 93114210 4177 68150 SH SHARED 12 68150 D WALGREEN CO COM 93142210 170849 4359526 SH SHARED 4359526 D WALGREEN CO COM 93142210 297348 7587362 SH SHARED 01 7471317 116045 D WALGREEN CO COM 93142210 9897 252546 SH SHR/OTHR 01 213050 39496 D WALGREEN CO COM 93142210 21282 543064 SH SHARED 02 529578 13486 D WALGREEN CO COM 93142210 16365 417600 SH SHARED 03 109100 308500 D WALGREEN CO COM 93142210 9797 250000 SH SHARED 04 250000 D WALGREEN CO COM 93142210 115426 2945298 SH SHARED 06 2945298 D WALGREEN CO COM 93142210 2897 73935 SH SHARED 07 73935 D WALGREEN CO COM 93142210 5203 132778 SH SHARED 08 132778 D WALGREEN CO COM 93142210 7332 187095 SH SHARED 09 187095 D WALGREEN CO COM 93142210 3356 85656 SH SHARED 10 85656 D WALGREEN CO COM 93142210 3287 83890 SH SHARED 11 83890 D WALLACE COMPUTER SERVICES IN COM 93227010 1671 82726 SH SHARED 82726 D WALLACE COMPUTER SERVICES IN COM 93227010 2396 118640 SH SHARED 01 118640 D WALLACE COMPUTER SERVICES IN COM 93227010 1274 63080 SH SHARED 02 63080 D WALLACE COMPUTER SERVICES IN COM 93227010 118 5861 SH SHARED 10 5861 D WALTER INDS INC COM 93317Q10 11 890 SH SHARED 890 D WALTER INDS INC COM 93317Q10 1760 133660 SH SHARED 01 133660 D WALTER INDS INC COM 93317Q10 434 33000 SH SHARED 02 33000 D WARREN BANCORP INC COM 93471010 452 37700 SH SHARED 37700 D WARWICK CMNTY BANCORP INC COM 93655910 13 570 SH SHARED 570 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6474 D WASHINGTON POST CO CL B 93964010 6788 11183 SH SHARED 11183 D WASHINGTON POST CO CL B 93964010 6866 11312 SH SHARED 01 11312 D WASHINGTON POST CO CL B 93964010 3045 5017 SH SHARED 02 5017 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 26 914 SH SHARED 914 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 3006 104575 SH SHARED 01 104575 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1328 46201 SH SHARED 02 42552 3649 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 189 6600 SH SHARED 10 6600 D WASHINGTON TR BANCORP COM 94061010 5 268 SH SHARED 268 D WASHINGTON TR BANCORP COM 94061010 353 18200 SH SHARED 01 18200 D WASHINGTON TR BANCORP COM 94061010 273 14100 SH SHARED 02 14100 D WASTE CONNECTIONS INC COM 94105310 23 714 SH SHARED 714 D WASTE CONNECTIONS INC COM 94105310 4266 127322 SH SHARED 127322 D WASTE CONNECTIONS INC COM 94105310 1910 57000 SH SHARED 01 57000 D WASTE CONNECTIONS INC COM 94105310 1592 47525 SH SHARED 02 44525 3000 D WASTE HLDGS INC COM 94105710 3 542 SH SHARED 542 D WASTE HLDGS INC COM 94105710 0 50 SH SHARED 02 50 D WASTE MGMT INC DEL COM 94106L10 0 1 SH SHARED 1 D WASTE MGMT INC DEL COM 94106L10 42204 1548800 SH SHARED 1548800 D WASTE MGMT INC DEL COM 94106L10 116822 4287081 SH SHARED 01 4286561 520 D WASTE MGMT INC DEL COM 94106L10 254 9333 SH SHR/OTHR 01 6070 3263 D WASTE MGMT INC DEL COM 94106L10 20732 760826 SH SHARED 02 751626 9200 D WASTE MGMT INC DEL COM 94106L10 1196 43900 SH SHARED 03 43900 D WASTE MGMT INC DEL COM 94106L10 351 12897 SH SHARED 06 12897 D WASTE MGMT INC DEL COM 94106L10 131 4833 SH SHARED 09 4833 D WASTE MGMT INC DEL COM 94106L93 1822 66887 SH SHARED 66887 D WATCHGUARD TECHNOLOGIES INC COM 94110510 109 17428 SH SHARED 17428 D WATCHGUARD TECHNOLOGIES INC COM 94110510 490 78410 SH SHARED 01 74510 3900 D WATCHGUARD TECHNOLOGIES INC COM 94110510 269 43100 SH SHARED 02 43100 D WATER PIK TECHNOLOGIES INC COM 94113U10 2 259 SH SHARED 01 211 48 D WATER PIK TECHNOLOGIES INC COM 94113U10 60 5930 SH SHARED 02 5930 D WATERS CORP COM 94184810 14768 528000 SH SHARED 528000 D WATERS CORP COM 94184810 23761 849539 SH SHARED 01 849539 D WATERS CORP COM 94184810 2426 86746 SH SHARED 02 83778 2968 D WATERS CORP COM 94184810 215 7700 SH SHARED 03 7700 D WATERS CORP COM 94184810 27 1000 SH SHARED 09 1000 D WATSCO INC COM 94262220 274 15388 SH SHARED 15388 D WATSCO INC COM 94262220 594 33330 SH SHARED 01 33330 D WATSCO INC COM 94262220 324 18200 SH SHARED 02 18200 D WATSON PHARMACEUTICALS INC COM 94268310 10971 405005 SH SHARED 405005 D WATSON PHARMACEUTICALS INC COM 94268310 18784 693394 SH SHARED 01 689394 4000 D WATSON PHARMACEUTICALS INC COM 94268310 1760 64982 SH SHARED 02 64782 200 D WATSON PHARMACEUTICALS INC COM 94268310 25 941 SH SHARED 09 941 D WATSON WYATT & CO HLDGS CL A 94271210 20 764 SH SHARED 764 D WATSON WYATT & CO HLDGS CL A 94271210 498 18230 SH SHARED 01 18230 D WATSON WYATT & CO HLDGS CL A 94271210 354 12971 SH SHARED 02 12971 D WATTS INDS INC CL A 94274910 246 14699 SH SHARED 14699 D WATTS INDS INC CL A 94274910 1128 67150 SH SHARED 01 67150 D WATTS INDS INC CL A 94274910 279 16645 SH SHARED 02 16645 D WAUSAU-MOSINEE PAPER CORP COM 94331510 237 18632 SH SHARED 18632 D WAUSAU-MOSINEE PAPER CORP COM 94331510 1908 149543 SH SHARED 01 149543 D WAUSAU-MOSINEE PAPER CORP COM 94331510 971 76139 SH SHARED 02 76139 D WAUSAU-MOSINEE PAPER CORP COM 94331510 95 7463 SH SHARED 10 7463 D WAVE SYSTEMS CORP CL A 94352610 0 49 SH SHARED 49 D WAVE SYSTEMS CORP CL A 94352610 3 1288 SH SHARED 1288 D WAVE SYSTEMS CORP CL A 94352610 226 93019 SH SHARED 01 93019 D WAVE SYSTEMS CORP CL A 94352610 131 54080 SH SHARED 02 54080 D WAVECOM S A SPONSORED ADR 94353110 9 345 SH SHARED 345 D WAVECOM S A SPONSORED ADR 94353110 105 3964 SH SHARED 3964 D WAYPOINT FINL CORP COM 94675610 355 21487 SH SHARED 21487 D WAYPOINT FINL CORP COM 94675610 1149 69490 SH SHARED 01 69490 D WAYPOINT FINL CORP COM 94675610 637 38558 SH SHARED 02 37558 1000 D WAYPOINT FINL CORP COM 94675610 94 5741 SH SHARED 10 5741 D WEATHERFORD INTL INC DBCV 6/3 947074AB 67393105138000 SH SHARED 415414000310276000 D WEATHERFORD INTL INC COM 94707410 14158 297270 SH SHARED 297270 D WEATHERFORD INTL INC COM 94707410 11761 246930 SH SHARED 01 245430 1500 D WEATHERFORD INTL INC COM 94707410 6804 142868 SH SHARED 02 142268 600 D WEATHERFORD INTL INC COM 94707410 309 6500 SH SHARED 03 6500 D WEATHERFORD INTL INC COM 94707410 2381 50000 SH SHARED 04 50000 D WEBEX INC COM 94767L10 7 452 SH SHARED 452 D WEBEX INC COM 94767L10 4191 254790 SH SHARED 01 254790 D WEBEX INC COM 94767L10 423 25754 SH SHARED 02 20554 5200 D WEBEX INC COM 94767L10 16 1000 SH SHARED 10 1000 D WEBFINANCIAL CORP COM 94767P10 39 18880 SH SHARED 18880 D WEBFINANCIAL CORP *W EXP 04/28/200 94767P11 0 46 SH SHARED 02 46 D WEBMETHODS INC COM 94768C10 1 98 SH SHARED 98 D WEBMETHODS INC COM 94768C10 2792 162066 SH SHARED 162066 D WEBMETHODS INC COM 94768C10 1885 109430 SH SHARED 01 106930 2500 D WEBMETHODS INC COM 94768C10 690 40079 SH SHARED 02 39929 150 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COM 98252610 72464 1359311 SH SHARED 01 1351311 8000 D WRIGLEY WM JR CO COM 98252610 74 1400 SH SHR/OTHR 01 1400 D WRIGLEY WM JR CO COM 98252610 7033 131942 SH SHARED 02 128842 3100 D WRIGLEY WM JR CO COM 98252610 75 1410 SH SHARED 09 1410 D WYETH COM 98302410 390459 5947594 SH SHARED 5938094 9500 D WYETH COM 98302410 720494 10974784 SH SHARED 01 10828304 4424 142056 D WYETH COM 98302410 34931 532080 SH SHR/OTHR 01 335323 196757 D WYETH COM 98302410 55593 846811 SH SHARED 02 782325 64486 D WYETH COM 98302410 6643 101200 SH SHARED 03 101200 D WYETH COM 98302410 189958 2893500 SH SHARED 04 2893500 D WYETH COM 98302410 7975 121486 SH SHARED 06 121486 D WYETH COM 98302410 301 4600 SH SHARED 07 4600 D WYETH COM 98302410 3619 55139 SH SHARED 08 55139 D WYETH COM 98302410 677 10321 SH SHARED 09 10321 D WYETH COM 98302410 922 14050 SH SHARED 12 14050 D WYNDHAM INTL INC CL A 98310110 25 28158 SH SHARED 28158 D WYNDHAM INTL INC CL A 98310110 263 292324 SH SHARED 01 292324 D WYNDHAM INTL INC CL A 98310110 0 536 SH SHR/OTHR 01 536 D WYNDHAM INTL INC CL A 98310110 150 167100 SH SHARED 02 167100 D WYNDHAM INTL INC CL A 98310110 28 32146 SH SHARED 10 32146 D XL CAP LTD DBCV 5/2 98372PAB 18691 29528000 PRN SHARED 29528000 D XL CAP LTD DBCV 5/2 98372PAB 2532 4000000 PRN SHARED 02 4000000 D XL CAP LTD NOTE 9/0 98372PAD 5954 9957000 PRN SHARED 9957000 D XL CAP LTD NOTE 9/0 98372PAD 4828 8075000 PRN SHARED 02 1075000 7000000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 127 9290 SH SHARED 9290 D XM SATELLITE RADIO HLDGS INC CL A 98375910 331 24054 SH SHARED 24054 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1002 72800 SH SHARED 01 72800 D XM SATELLITE RADIO HLDGS INC CL A 98375910 549 39895 SH SHARED 02 36195 3700 D XTO ENERGY CORP COM 98385X10 6596 329005 SH SHARED 329005 D XTO ENERGY CORP COM 98385X10 3878 193425 SH SHARED 01 193425 D XTO ENERGY CORP COM 98385X10 225 11250 SH SHR/OTHR 01 11250 D XTO ENERGY CORP COM 98385X10 625 31195 SH SHARED 02 28995 2200 D X-RITE INC COM 98385710 70 8782 SH SHARED 8782 D X-RITE INC COM 98385710 256 32045 SH SHARED 01 32045 D X-RITE INC COM 98385710 147 18380 SH SHARED 02 18380 D XCEL ENERGY INC COM 98389B10 41822 1649796 SH SHARED 1649796 D XCEL ENERGY INC COM 98389B10 58894 2323263 SH SHARED 01 2322163 1100 D XCEL ENERGY INC COM 98389B10 151 5985 SH SHR/OTHR 01 4985 1000 D XCEL ENERGY INC COM 98389B10 6278 247667 SH SHARED 02 221658 26009 D XCEL ENERGY INC COM 98389B10 11932 470700 SH SHARED 05 470700 D XCEL ENERGY INC COM 98389B10 68 2720 SH SHARED 09 2720 D XANSER CORP COM 98389J10 1 738 SH SHARED 738 D XANSER CORP COM 98389J10 123 45860 SH SHARED 01 45860 D XANSER CORP COM 98389J10 86 32000 SH SHARED 02 32000 D XANSER CORP COM 98389J10 28 10432 SH SHARED 10 10432 D XILINX INC COM 98391910 34 861 SH SHARED 861 D XILINX INC COM 98391910 53164 1333785 SH SHARED 1333785 D XILINX INC COM 98391910 100133 2512136 SH SHARED 01 2505246 6890 D XILINX INC COM 98391910 16619 416958 SH SHARED 02 416293 665 D XILINX INC COM 98391910 944 23700 SH SHARED 03 23700 D XILINX INC COM 98391910 19930 500000 SH SHARED 04 500000 D XILINX INC COM 98391910 373 9381 SH SHARED 06 9381 D XILINX INC COM 98391910 87 2200 SH SHARED 07 2200 D XILINX INC COM 98391910 100 2524 SH SHARED 09 2524 D XETEL CORP COM 98394210 0 132 SH SHARED 132 D XETEL CORP COM 98394210 1 4000 SH SHARED 4000 D XENOVA GROUP PLC SPONS ADR NEW 98411130 10 1244 SH SHARED 1244 D XEROX CORP SDCV 0.570% 4/2 984121BB 21453 38310000 PRN SHARED 38310000 D XEROX CORP COM 98412110 24905 2316800 SH SHARED 2311500 5300 D XEROX CORP COM 98412110 57182 5319343 SH SHARED 01 5317138 2205 D XEROX CORP COM 98412110 44 4160 SH SHR/OTHR 01 2360 1800 D XEROX CORP COM 98412110 8704 809765 SH SHARED 02 804265 5500 D XEROX CORP COM 98412110 575 53500 SH SHARED 03 53500 D XEROX CORP COM 98412110 430 40000 SH SHARED 04 40000 D XEROX CORP COM 98412110 1 162 SH SHARED 06 162 D XEROX CORP COM 98412110 32 3000 SH SHARED 07 3000 D XEROX CORP COM 98412110 89 8317 SH SHARED 09 8317 D XEROX CORP COM 98412190 63011 5861498 SH SHARED 5861498 D XYBERNAUT CORP COM 98414910 0 392 SH SHARED 392 D XYBERNAUT CORP COM 98414910 1 1238 SH SHARED 1238 D XYBERNAUT CORP COM 98414910 259 162200 SH SHARED 01 143000 19200 D XYBERNAUT CORP COM 98414910 85 53728 SH SHARED 02 53628 100 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 138 7682 SH SHARED 7682 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 333 18500 SH SHARED 01 18500 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 992 82667 SH SHARED 02 82667 D YAHOO INC COM 98433210 25748 1394088 SH SHARED 1367253 26835 D YAHOO INC COM 98433210 69073 3739764 SH SHARED 01 3737884 1880 D YAHOO INC COM 98433210 9 520 SH SHR/OTHR 01 360 160 D YAHOO INC COM 98433210 11652 630903 SH SHARED 02 630703 200 D YAHOO INC COM 98433210 478 25900 SH SHARED 03 25900 D YAHOO INC COM 98433210 22662 1227000 SH SHARED 04 1227000 D YAHOO INC COM 98433210 2108 114154 SH SHARED 06 114154 D YAHOO INC COM 98433210 80 4355 SH SHARED 09 4355 D YANKEE CANDLE INC COM 98475710 1337 57826 SH SHARED 57826 D YANKEE CANDLE INC COM 98475710 639 27631 SH SHARED 01 27631 D YANKEE CANDLE INC COM 98475710 392 16971 SH SHARED 02 16971 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 11 600 SH SHARED 600 D XICOR INC COM 98490310 0 81 SH SHARED 81 D XICOR INC COM 98490310 297 28014 SH SHARED 28014 D XICOR INC COM 98490310 2453 230800 SH SHARED 01 230800 D XICOR INC COM 98490310 252 23772 SH SHARED 02 23772 D YELLOW CORP COM 98550910 148 5618 SH SHARED 5618 D YELLOW CORP COM 98550910 1807 68475 SH SHARED 01 68475 D YELLOW CORP COM 98550910 788 29871 SH SHARED 02 28071 1800 D YELLOW CORP COM 98550910 117 4434 SH SHARED 10 4434 D YONKERS FINL CORP COM 98607310 1709 59300 SH SHARED 59300 D YORK INTL CORP NEW COM 98667010 7491 208689 SH SHARED 208689 D YORK INTL CORP NEW COM 98667010 4399 122539 SH SHARED 01 122539 D YORK INTL CORP NEW COM 98667010 2619 72980 SH SHARED 02 72980 D YORK INTL CORP NEW COM 98667010 187 5226 SH SHARED 10 5226 D YOUBET COM INC COM 98741310 1 2500 SH SHARED 2500 D YOUNG & RUBICAM INC NOTE 3.000% 1/1 987425AC 4865 5000000 PRN SHARED 01 5000000 D YOUNG BROADCASTING INC CL A 98743410 370 14826 SH SHARED 14826 D YOUNG BROADCASTING INC CL A 98743410 1093 43741 SH SHARED 01 43741 D YOUNG BROADCASTING INC CL A 98743410 445 17815 SH SHARED 02 17215 600 D YOUNG INNOVATIONS INC COM 98752010 89 2800 SH SHARED 2800 D YOUTHSTREAM MEDIA NETWORKS I COM 98781910 0 16 SH SHARED 16 D Z SEVEN FD INC COM 98878910 2 664 SH SHARED 664 D Z TEL TECHNOLOGIES INC COM 98879210 2 1218 SH SHARED 1218 D ZALE CORP NEW COM 98885810 1653 40726 SH SHARED 40726 D ZALE CORP NEW COM 98885810 3457 85148 SH SHARED 01 84098 1050 D ZALE CORP NEW COM 98885810 50 1232 SH SHR/OTHR 01 1232 D ZALE CORP NEW COM 98885810 1898 46767 SH SHARED 02 46767 D ZALE CORP NEW COM 98885810 197 4865 SH SHARED 10 4865 D ZAMBA CORP COM 98888110 0 41 SH SHARED 41 D ZAPATA CORP COM PAR $ 98907060 0 20 SH SHR/OTHR 01 20 D ZARLINK SEMICONDUCTOR INC COM 98913910 367 38100 SH SHARED 38100 D ZARLINK SEMICONDUCTOR INC COM 98913910 2 300 SH SHARED 02 300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 20 382 SH SHARED 382 D ZEBRA TECHNOLOGIES CORP CL A 98920710 153 2846 SH SHARED 2846 D ZEBRA TECHNOLOGIES CORP CL A 98920710 3316 61311 SH SHARED 01 61311 D ZEBRA TECHNOLOGIES CORP CL A 98920710 14 275 SH SHR/OTHR 01 275 D ZENITH NATL INS CORP COM 98939010 610 20906 SH SHARED 20906 D ZENITH NATL INS CORP COM 98939010 576 19760 SH SHARED 01 19760 D ZENITH NATL INS CORP COM 98939010 258 8855 SH SHARED 02 8855 D ZEVEX INTL INC COM PAR $0.04 98950E40 0 47 SH SHARED 47 D ZILA INC COM PAR $0.01 98951320 29 13000 SH SHARED 01 6500 6500 D ZILA INC COM PAR $0.01 98951320 2 1000 SH SHARED 02 1000 D ZIMMER HLDGS INC COM 98956P10 24 730 SH SHARED 730 D ZIMMER HLDGS INC COM 98956P10 13745 403692 SH SHARED 402689 1003 D ZIMMER HLDGS INC COM 98956P10 60887 1788181 SH SHARED 01 1749731 13281 25169 D ZIMMER HLDGS INC COM 98956P10 9952 292301 SH SHR/OTHR 01 255969 36332 D ZIMMER HLDGS INC COM 98956P10 4174 122594 SH SHARED 02 104881 17713 D ZIMMER HLDGS INC COM 98956P10 925 27170 SH SHARED 03 5370 21800 D ZIMMER HLDGS INC COM 98956P10 121 3581 SH SHARED 06 3581 D ZIMMER HLDGS INC COM 98956P10 48 1438 SH SHARED 09 1438 D ZINDART LTD SPONSORED ADR 98959710 3 1736 SH SHARED 1736 D ZIONS BANCORPORATION COM 98970110 22695 382913 SH SHARED 382913 D ZIONS BANCORPORATION COM 98970110 36403 614197 SH SHARED 01 614097 100 D ZIONS BANCORPORATION COM 98970110 3592 60604 SH SHARED 02 60604 D ZIONS BANCORPORATION COM 98970110 278 4700 SH SHARED 03 4700 D ZIONS BANCORPORATION COM 98970110 81 1367 SH SHARED 06 1367 D ZIONS BANCORPORATION COM 98970190 24 407 SH SHARED 02 407 D ZIXIT CORP COM 98974P10 0 53 SH SHARED 53 D ZIXIT CORP COM 98974P10 165 25344 SH SHARED 25344 D ZIXIT CORP COM 98974P10 284 43681 SH SHARED 01 43681 D ZIXIT CORP COM 98974P10 107 16500 SH SHARED 02 16500 D ZORAN CORP COM 98975F10 12 290 SH SHARED 290 D ZORAN CORP COM 98975F10 29 664 SH SHARED 664 D ZORAN CORP COM 98975F10 32114 735220 SH SHARED 01 735220 D ZORAN CORP COM 98975F10 660 15123 SH SHARED 02 14355 768 D ZORAN CORP COM 98975F10 2293 52500 SH SHARED 06 52500 D ZORAN CORP COM 98975F10 3737 85573 SH SHARED 10 85573 D ZOLTEK COS INC COM 98975W10 2 1147 SH SHARED 1147 D ZOOM TECHNOLOGIES INC DEL COM 98976E10 0 410 SH SHARED 410 D ZOOM TECHNOLOGIES INC DEL COM 98976E10 9 8300 SH SHARED 8300 D ZONES INC COM 98976N10 0 36 SH SHARED 36 D ZONES INC COM 98976N10 17 18600 SH SHARED 18600 D ZWEIG FD COM 98983410 691 82000 SH SHARED 02 82000 D ZWEIG TOTAL RETURN FD INC COM 98983710 10 1442 SH SHARED 02 1442 D ZYMOGENETICS INC COM 98985T10 29 2601 SH SHARED 2601 D ZYGO CORP COM 98985510 2 164 SH SHARED 164 D ZYGO CORP COM 98985510 7 466 SH SHARED 466 D ZYGO CORP COM 98985510 564 34803 SH SHARED 01 34803 D ZYGO CORP COM 98985510 1283 79100 SH SHARED 02 23000 56100 D ZOLL MED CORP COM 98992210 10 282 SH SHARED 282 D ZOLL MED CORP COM 98992210 866 22570 SH SHARED 01 22570 D ZOLL MED CORP COM 98992210 38 1000 SH SHR/OTHR 01 1000 D ZOLL MED CORP COM 98992210 460 11992 SH SHARED 02 11992 D ZOLL MED CORP COM 98992210 960 25000 SH SHARED 04 25000 D ZOMAX INC MINN COM 98992910 60 8319 SH SHARED 8319 D ZOMAX INC MINN COM 98992910 906 124236 SH SHARED 01 124236 D ZOMAX INC MINN COM 98992910 253 34700 SH SHARED 02 34200 500 D A D C TELECOMMUNICATIONS COM 99110610 0 151 SH SHARED 02 151 D DOCUMENTUM INC COM 99245410 636 25000 SH SHARED 02 25000 D NEUROBIOLOGICAL TECHNOLOGIES COM 99642410 482 100116 SH SHARED 02 100116 D PHARMACOPEIA INC COM 99678310 31 2349 SH SHARED 02 2203 146 D TELETECH HOLDINGS INC COM 99810610 13 1000 SH SHARED 02 1000 D TITAN PHARMACEUTICALS INC DE COM 99846210 16 2400 SH SHARED 02 2400 D VITESSE SEMICONDUCTOR CORP COM 99921710 11 1141 SH SHARED 02 1141 S REPORT SUMMARY 17547 DATA RECORDS 182059474 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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