13F-HR 1 taperept0905.txt 13F REPORT 9-30-05 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 2005 Check here if Amendment { }; Amendment Number: This Amendment (Check only one.): { } 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: 028-10103 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Ruiz Title: Vice President Phone: 212-469-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York November 10, 2005 Report Type (Check only one.): {X} 13F HOLDINGS REPORT. { } 13F NOTICE. { } 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 14 Form 13F Information Table Entry Total: 16661 Form 13F Information Table Value Total: 171441234 VALUE TOTAL (X$1000) List of Other Included Managers: No. Form 13F File Number Name 01 28-05041 Deutsche Bank Trust Company Americas (formerly Bankers Trust Company) 02 28-05033 Deutsche Bank Securities Inc. (formerly Deutsche Bank Alex Brown Inc.) 04 28-10152 DWS Deutsche Bank Gesellschaft fur Wertpapiersparen mbH 05 28-10154 Deutsche Asset Management Limited 06 28-10155 Deutsche Asset Management Investmentgesellshaft 10 28-10249 Deutsche Investment Management Americas Inc. 11 28-04760 ROPRO US Holding, Inc. 14 28-10468 DWS (Austria) Investmentgesellschaft mgH 15 28-11401 Deutsche Asset Management Schweiz 16 28-11403 DWS Investments Schweiz 17 28-05053 Deutsche Asset Management, Inc. 18 28-11476 DB Equity Limited 19 Deutsche Bank (Suisse) S.A. Confidential treatment has been requested under separate cover for a portion of the Manager's securities positions held at the end of this quarter. VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D DAIMLERCHRYSLER AG ORD D1668R12 4131536 77777420 SH SHARED 77385663 391757 D DAIMLERCHRYSLER AG ORD D1668R12 503 9473 SH SHARED 01 9473 D DAIMLERCHRYSLER AG ORD D1668R12 14 274 SH SHR/OTHR 01 274 D DAIMLERCHRYSLER AG ORD D1668R12 26657 501839 SH SHARED 02 501839 D DAIMLERCHRYSLER AG ORD D1668R12 552072 10392914 SH SHARED 04 10368046 24868 D DAIMLERCHRYSLER AG ORD D1668R12 336154 6329423 SH SHARED 05 6323833 5590 D DAIMLERCHRYSLER AG ORD D1668R12 12756 240130 SH SHARED 06 240130 D DAIMLERCHRYSLER AG ORD D1668R12 464 8753 SH SHARED 10 8753 D DAIMLERCHRYSLER AG ORD D1668R12 6411 120700 SH SHARED 14 120700 D DAIMLERCHRYSLER AG ORD D1668R12 2443 46000 SH SHARED 16 46000 D DAIMLERCHRYSLER AG ORD D1668R12 15068 283664 SH SHARED 17 283664 D DAIMLERCHRYSLER AG ORD D1668R12 1024 19288 SH SHARED 19 19288 D DEUTSCHE BANK AG NAMEN ORD D1819089 3557032 38034991 SH SHARED 37370514 664477 D DEUTSCHE BANK AG NAMEN ORD D1819089 690 7380 SH SHARED 01 7380 D DEUTSCHE BANK AG NAMEN ORD D1819089 12882 137750 SH SHARED 02 137750 D DEUTSCHE BANK AG NAMEN ORD D1819089 733550 7843780 SH SHARED 04 7752973 90807 D DEUTSCHE BANK AG NAMEN ORD D1819089 32747 350169 SH SHARED 05 304479 45690 D DEUTSCHE BANK AG NAMEN ORD D1819089 349440 3736530 SH SHARED 06 3736530 D DEUTSCHE BANK AG NAMEN ORD D1819089 31515 337000 SH SHARED 14 337000 D DEUTSCHE BANK AG NAMEN ORD D1819089 5311 56800 SH SHARED 15 56800 D DEUTSCHE BANK AG NAMEN ORD D1819089 177 1893 SH SHARED 17 1893 D TELVENT GIT SA SHS E9021510 814 74146 SH SHARED 74146 D ACE LTD ORD G0070K10 25237 536161 SH SHARED 484774 51387 D ACE LTD ORD G0070K10 1338 28435 SH SHARED 01 2490 25945 D ACE LTD ORD G0070K10 1701 36147 SH SHARED 02 36147 D ACE LTD ORD G0070K10 2824 60000 SH SHARED 04 60000 D ACE LTD ORD G0070K10 18413 391200 SH SHARED 05 391200 D ACE LTD ORD G0070K10 3711 78841 SH SHARED 06 78841 D ACE LTD ORD G0070K10 3908 83035 SH SHARED 10 51540 31495 D ACE LTD ORD G0070K10 671 14269 SH SHARED 14 14269 D ACE LTD ORD G0070K10 5572 118384 SH SHARED 17 118384 D AMDOCS LTD ORD G0260210 2401 86595 SH SHARED 86595 D AMDOCS LTD ORD G0260210 948 34200 SH SHARED 02 34200 D APEX SILVER MINES LTD ORD G0407410 785 50000 SH SHARED 50000 D ARCH CAP GROUP LTD ORD G0450A10 137 2773 SH SHARED 2773 D ARCH CAP GROUP LTD ORD G0450A10 44 900 SH SHR/OTHR 01 900 D ARLINGTON TANKERS LTD COM G0489910 303 12964 SH SHARED 12964 D AXIS CAPITAL HOLDINGS SHS G0692U10 4101 143870 SH SHARED 04 143870 D AXIS CAPITAL HOLDINGS SHS G0692U10 20 710 SH SHARED 05 710 D AXIS CAPITAL HOLDINGS SHS G0692U10 129 4537 SH SHARED 06 4537 D AXIS CAPITAL HOLDINGS SHS G0692U10 2725 95593 SH SHARED 14 95593 D AXIS CAPITAL HOLDINGS SHS G0692U10 7127 250000 SH SHARED 17 250000 D ACCENTURE LTD BERMUDA CL A G1150G11 453 17816 SH SHARED 10000 7816 D ACCENTURE LTD BERMUDA CL A G1150G11 3050 119816 SH SHARED 01 46690 73126 D ACCENTURE LTD BERMUDA CL A G1150G11 385 15143 SH SHR/OTHR 01 15143 D ACCENTURE LTD BERMUDA CL A G1150G11 1193 46873 SH SHARED 02 46873 D ACCENTURE LTD BERMUDA CL A G1150G11 86331 3390854 SH SHARED 10 301699 2989030 100125 D ACCENTURE LTD BERMUDA CL A G1150G11 110 4330 SH SHR/OTHR 10 4330 D ACCENTURE LTD BERMUDA CL A G1150G11 415 16332 SH SHARED 14 16332 D BUNGE LIMITED COM G1696210 11392 216500 SH SHARED 214400 2100 D BUNGE LIMITED COM G1696210 147 2800 SH SHR/OTHR 01 2800 D BUNGE LIMITED COM G1696210 5 100 SH SHARED 02 100 D BUNGE LIMITED COM G1696210 36 700 SH SHARED 10 700 D BUNGE LIMITED COM G1696210 453 8612 SH SHARED 14 8612 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 147 2800 SH SHARED 02 2800 D CDC CORP SHS A G2022L10 420 115512 SH SHARED 115512 D CDC CORP SHS A G2022L10 4 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 0 61 SH SHARED 61 D CHINA YUCHAI INTL LTD COM G2108210 385 37500 SH SHR/OTHR 01 37500 D COOPER INDS LTD CL A G2418210 12257 177278 SH SHARED 158959 18319 D COOPER INDS LTD CL A G2418210 103 1500 SH SHARED 01 1500 D COOPER INDS LTD CL A G2418210 138 2000 SH SHR/OTHR 01 2000 D COOPER INDS LTD CL A G2418210 802 11610 SH SHARED 02 11610 D COOPER INDS LTD CL A G2418210 1825 26400 SH SHARED 10 26300 100 D COOPER INDS LTD CL A G2418210 1037 15000 SH SHARED 14 15000 D COOPER INDS LTD CL A G2418210 20 300 SH SHARED 17 300 D CREDICORP LTD COM G2519Y10 142 5000 SH SHARED 02 5000 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 1558 45700 SH SHARED 45700 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 23 700 SH SHARED 02 700 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 8162 239300 SH SHARED 17 239300 D ASA BERMUDA LIMITED COM G3156P10 3184 68061 SH SHARED 68061 D ASA BERMUDA LIMITED COM G3156P10 46 1000 SH SHARED 01 1000 D EVEREST RE GROUP LTD COM G3223R10 2567 26230 SH SHARED 6401 19829 D EVEREST RE GROUP LTD COM G3223R10 2026 20700 SH SHARED 02 20700 D EVEREST RE GROUP LTD COM G3223R10 401 4100 SH SHARED 10 4100 D EVEREST RE GROUP LTD COM G3223R10 498 5091 SH SHARED 14 5091 D FOSTER WHEELER LTD *W EXP 09/24/200 G3653511 31 20001 SH SHARED 20000 1 D FOSTER WHEELER LTD *W EXP 09/24/200 G3653512 14860 400000 SH SHARED 02 400000 D FOSTER WHEELER LTD SHS NEW G3653513 76 2475 SH SHARED 2475 D FOSTER WHEELER LTD SHS NEW G3653513 5174 167500 SH SHARED 02 167500 D FOSTER WHEELER LTD SHS NEW G3653513 1544 50000 SH SHARED 06 50000 D FOSTER WHEELER LTD SHS NEW G3653513 15984 517450 SH SHARED 17 517450 D FRESH DEL MONTE PRODUCE INC ORD G3673810 2166 79600 SH SHARED 79600 D FRESH DEL MONTE PRODUCE INC ORD G3673810 81 3000 SH SHARED 01 3000 D FRONTLINE LTD SHS G3682E12 127 2900 SH SHARED 2900 D FRONTLINE LTD SHS G3682E12 167 3800 SH SHARED 02 3800 D GARMIN LTD ORD G3726010 15275 225200 SH SHARED 225200 D GARMIN LTD ORD G3726010 10 150 SH SHARED 01 150 D GARMIN LTD ORD G3726010 33 496 SH SHR/OTHR 01 496 D GLOBALSANTAFE CORP SHS G3930E10 14950 327710 SH SHARED 325092 2618 D GLOBALSANTAFE CORP SHS G3930E10 4771 104600 SH SHARED 01 104600 D GLOBALSANTAFE CORP SHS G3930E10 1044 22900 SH SHARED 02 22900 D GLOBALSANTAFE CORP SHS G3930E10 55542 1217500 SH SHARED 04 1217500 D GLOBALSANTAFE CORP SHS G3930E10 9 200 SH SHARED 05 200 D GLOBALSANTAFE CORP SHS G3930E10 4782 104840 SH SHARED 06 104840 D GLOBALSANTAFE CORP SHS G3930E10 989 21700 SH SHARED 10 20800 900 D GLOBALSANTAFE CORP SHS G3930E10 59 1300 SH SHARED 14 1300 D GLOBALSANTAFE CORP SHS G3930E10 7732 169500 SH SHARED 16 169500 D GLOBALSANTAFE CORP SHS G3930E10 3427 75130 SH SHARED 17 39430 35700 D GLOBAL SOURCES LTD ORD G3930010 0 114 SH SHARED 02 114 D HELEN OF TROY CORP LTD COM G4388N10 2 100 SH SHARED 02 100 D HERBALIFE LTD COM USD SHS G4412G10 1787 59300 SH SHARED 01 58875 425 D HERBALIFE LTD COM USD SHS G4412G10 32 1075 SH SHR/OTHR 01 1075 D HERBALIFE LTD COM USD SHS G4412G10 90 3000 SH SHARED 02 3000 D HERBALIFE LTD COM USD SHS G4412G10 8255 273900 SH SHARED 10 273900 D HERBALIFE LTD COM USD SHS G4412G10 10503 348500 SH SHARED 17 348500 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 32891 860352 SH SHARED 773038 87314 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 5852 153079 SH SHARED 01 127165 25914 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 905 23688 SH SHR/OTHR 01 23688 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2960 77431 SH SHARED 02 77431 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 73485 1922205 SH SHARED 10 1634910 287295 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 160 4200 SH SHR/OTHR 10 4200 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 160 4200 SH SHARED 14 4200 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 435 11400 SH SHARED 17 11400 D IPC HLDGS LTD ORD G4933P10 3678 112664 SH SHARED 112664 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 1103 30000 SH SHARED 30000 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 14 400 SH SHR/OTHR 01 400 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 14 400 SH SHARED 02 400 D LAZARD LTD SHS A G5405010 8567 338626 SH SHARED 338626 D LAZARD LTD SHS A G5405010 2621 103600 SH SHARED 14 103600 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 28134 610171 SH SHARED 608900 1271 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3255 70613 SH SHARED 01 43450 27163 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 179 3882 SH SHR/OTHR 01 3882 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 267 5800 SH SHARED 02 5800 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1383 30000 SH SHARED 04 30000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 212 4613 SH SHARED 06 4613 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 254 5520 SH SHARED 10 5520 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 202 4400 SH SHARED 14 4400 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 228 9200 SH SHARED 9200 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 94 3800 SH SHARED 02 3800 D MONTPELIER RE HOLDINGS LTD SHS G6218510 2221 89400 SH SHARED 89400 D MONTPELIER RE HOLDINGS LTD SHS G6218510 126 5100 SH SHARED 02 5100 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1838 74000 SH SHARED 14 74000 D NABORS INDUSTRIES LTD SHS G6359F10 27208 378786 SH SHARED 348261 30525 D NABORS INDUSTRIES LTD SHS G6359F10 42 597 SH SHR/OTHR 01 597 D NABORS INDUSTRIES LTD SHS G6359F10 7851 109308 SH SHARED 02 109308 D NABORS INDUSTRIES LTD SHS G6359F10 4948 68888 SH SHARED 10 68288 600 D NABORS INDUSTRIES LTD SHS G6359F10 92 1292 SH SHARED 14 1292 D NEW SKIES SATELLITES HLDGS SHS G6486510 6315 300000 SH SHARED 300000 D NOBLE CORPORATION SHS G6542210 11592 169330 SH SHARED 141205 28125 D NOBLE CORPORATION SHS G6542210 1259 18395 SH SHARED 01 10225 8170 D NOBLE CORPORATION SHS G6542210 1360 19875 SH SHR/OTHR 01 19875 D NOBLE CORPORATION SHS G6542210 2274 33220 SH SHARED 02 33220 D NOBLE CORPORATION SHS G6542210 22864 333980 SH SHARED 10 66010 248300 19670 D NOBLE CORPORATION SHS G6542210 2580 37700 SH SHARED 14 37700 D NOBLE CORPORATION SHS G6542210 753 11000 SH SHARED 17 11000 D NORDIC AMERICAN TANKER SHIPP COM G6577310 2640 69900 SH SHARED 69900 D NORDIC AMERICAN TANKER SHIPP COM G6577310 45 1200 SH SHR/OTHR 01 1200 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 830 29225 SH SHARED 01 29000 225 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 16 575 SH SHR/OTHR 01 575 D O2MICRO INTERNATIONAL LIMITE ORD G6797E10 302 19200 SH SHARED 19200 D PARTNERRE LTD COM G6852T10 96 1500 SH SHARED 01 1500 D PARTNERRE LTD COM G6852T10 416 6500 SH SHARED 02 6500 D PARTNERRE LTD COM G6852T10 140 2200 SH SHARED 10 2200 D PARTNERRE LTD COM G6852T10 76 1200 SH SHR/OTHR 10 1200 D PARTNERRE LTD COM G6852T10 4649 72591 SH SHARED 14 72591 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 59 2000 SH SHARED 02 2000 D PXRE GROUP LTD COM G7301810 10 760 SH SHARED 02 760 D RENAISSANCERE HOLDINGS LTD COM G7496G10 498 11400 SH SHARED 11300 100 D RENAISSANCERE HOLDINGS LTD COM G7496G10 30 700 SH SHARED 02 700 D RENAISSANCERE HOLDINGS LTD COM G7496G10 226 5189 SH SHARED 14 5189 D SCOTTISH RE GROUP LTD ORD G7885T10 9652 404900 SH SHARED 404900 D SCOTTISH RE GROUP LTD ORD G7885T10 38 1600 SH SHARED 02 1600 D SEAGATE TECHNOLOGY SHS G7945J10 6118 386050 SH SHARED 383650 2400 D SEAGATE TECHNOLOGY SHS G7945J10 2274 143501 SH SHARED 02 143501 D SEAGATE TECHNOLOGY SHS G7945J10 9 600 SH SHARED 10 600 D SEAGATE TECHNOLOGY SHS G7945J10 1397 88159 SH SHARED 14 88159 D SHIP FINANCE INTERNATIONAL L SHS G8107510 924 46205 SH SHARED 46205 D SHIP FINANCE INTERNATIONAL L SHS G8107510 303 15189 SH SHARED 02 15189 D SINA CORP ORD G8147710 7352 267366 SH SHARED 267366 D SINA CORP ORD G8147710 629 22900 SH SHARED 02 22900 D SINA CORP ORD G8147710 4576 166400 SH SHARED 10 166400 D SINA CORP ORD G8147710 610 22200 SH SHARED 17 22200 D STEWART W P & CO LTD COM G8492210 149 6700 SH SHARED 6700 D STEWART W P & CO LTD COM G8492210 70 3150 SH SHARED 01 2575 575 D STEWART W P & CO LTD COM G8492210 62 2810 SH SHR/OTHR 01 2810 D TBS INTERNATIONAL LIMITED COM CL A G8697515 25 2500 SH SHARED 2500 D UTI WORLDWIDE INC ORD G8721010 981 12629 SH SHARED 02 12629 D HILFIGER TOMMY CORP ORD G8915Z10 4800 276700 SH SHARED 276700 D HILFIGER TOMMY CORP ORD G8915Z10 239 13800 SH SHARED 02 13800 D TRANSOCEAN INC ORD G9007810 43640 711807 SH SHARED 644401 67406 D TRANSOCEAN INC ORD G9007810 564 9215 SH SHARED 01 4967 4248 D TRANSOCEAN INC ORD G9007810 551 8989 SH SHR/OTHR 01 8989 D TRANSOCEAN INC ORD G9007810 3182 51903 SH SHARED 02 51903 D TRANSOCEAN INC ORD G9007810 52124 850183 SH SHARED 10 141873 658900 49410 D TRANSOCEAN INC ORD G9007810 2078 33900 SH SHARED 14 33900 D TRANSOCEAN INC ORD G9007810 101 1650 SH SHARED 17 1650 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 205 5700 SH SHARED 02 5700 D GOLAR LNG LTD BERMUDA SHS G9456A10 6 500 SH SHARED 01 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 15968 232570 SH SHARED 206104 26466 D WEATHERFORD INTERNATIONAL LT COM G9508910 5036 73350 SH SHARED 01 69600 3750 D WEATHERFORD INTERNATIONAL LT COM G9508910 2208 32172 SH SHARED 02 32172 D WEATHERFORD INTERNATIONAL LT COM G9508910 1256 18300 SH SHARED 10 17800 500 D WEATHERFORD INTERNATIONAL LT COM G9508910 1716 25000 SH SHARED 14 25000 D WEATHERFORD INTERNATIONAL LT COM G9508910 576 8400 SH SHARED 17 8400 D WILLIS GROUP HOLDINGS LTD SHS G9665510 4513 120200 SH SHARED 120200 D WILLIS GROUP HOLDINGS LTD SHS G9665510 330 8800 SH SHARED 17 8800 D XL CAP LTD CL A G9825510 20161 296356 SH SHARED 269243 27113 D XL CAP LTD CL A G9825510 5313 78106 SH SHARED 01 16806 61300 D XL CAP LTD CL A G9825510 1009 14845 SH SHR/OTHR 01 14845 D XL CAP LTD CL A G9825510 1467 21571 SH SHARED 02 21571 D XL CAP LTD CL A G9825510 14894 218943 SH SHARED 10 57625 161318 D XL CAP LTD CL A G9825510 1210 17800 SH SHR/OTHR 10 17800 D XL CAP LTD CL A G9825510 1048 15407 SH SHARED 14 15407 D ALCON INC COM SHS H0130110 147 1150 SH SHARED 02 1150 D ALCON INC COM SHS H0130110 257 2012 SH SHARED 14 2012 D UBS AG NAMEN AKT H8920M85 196 2295 SH SHARED 2295 D UBS AG NAMEN AKT H8920M85 94 1100 SH SHARED 01 1100 D UBS AG NAMEN AKT H8920M85 78 920 SH SHARED 10 920 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 850 46150 SH SHARED 46150 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 175 9540 SH SHARED 02 9540 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 211 11500 SH SHARED 04 11500 D SBS BROADCASTING SA ORD L8137F10 148199 2726255 SH SHARED 2726255 D SBS BROADCASTING SA ORD L8137F10 5707 105000 SH SHARED 02 105000 D ALVARION LTD SHS M0861T10 55 6758 SH SHARED 6758 D ALVARION LTD SHS M0861T10 543 66704 SH SHARED 02 66704 D ALVARION LTD SHS M0861T10 1446 177500 SH SHARED 04 177500 D AUDIOCODES LTD ORD M1534210 1484 134800 SH SHARED 134800 D AUDIOCODES LTD ORD M1534210 146 13348 SH SHARED 02 13348 D ROBO GROUP TEK LTD SHS M2033010 0 2000 SH SHARED 01 2000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 14565 598915 SH SHARED 594915 4000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 499 20550 SH SHARED 01 10650 9900 D CHECK POINT SOFTWARE TECH LT ORD M2246510 4230 173940 SH SHARED 02 173940 D CHECK POINT SOFTWARE TECH LT ORD M2246510 3964 163000 SH SHARED 04 163000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1241 51033 SH SHARED 05 51033 D CHECK POINT SOFTWARE TECH LT ORD M2246510 12151 499650 SH SHARED 10 496600 3050 D CHECK POINT SOFTWARE TECH LT ORD M2246510 128 5300 SH SHARED 15 5300 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2179 89601 SH SHARED 17 89601 D ELBIT SYS LTD ORD M3760D10 55 2522 SH SHARED 2522 D POWERDSINE LTD SHS M4141510 229 20890 SH SHARED 02 20890 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 31 6000 SH SHARED 6000 D LANOPTICS LTD ORD M6706C10 94 14972 SH SHARED 14972 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 2016 95997 SH SHARED 95997 D LIPMAN ELECTRONIC ENGINEERIN ORD M6772H10 1239 59000 SH SHARED 04 59000 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 3276 109502 SH SHARED 109502 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 11 375 SH SHR/OTHR 01 375 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 1520 50824 SH SHARED 02 50824 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 2992 100000 SH SHARED 04 100000 D M SYS FLASH DISK PIONEERS LT ORD M7061C10 7264 242801 SH SHARED 17 242801 D RADWARE LTD ORD M8187310 2243 117791 SH SHARED 117791 D SYNERON MEDICAL LTD ORD SHS M8724510 18 500 SH SHARED 500 D SYNERON MEDICAL LTD ORD SHS M8724510 1386 38000 SH SHARED 17 38000 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 1893 73600 SH SHARED 73600 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 7 300 SH SHARED 02 300 D ASM INTL N V COM N0704510 19362 1372232 SH SHARED 1372232 D ASM INTL N V COM N0704510 4585 325000 SH SHARED 04 325000 D ASM INTL N V COM N0704510 1467 104000 SH SHARED 06 104000 D ASM INTL N V COM N0704510 1446 102500 SH SHARED 17 102500 D ASML HLDG NV N Y SHS N0705911 115 7000 SH SHARED 01 7000 D ASML HLDG NV N Y SHS N0705911 231 14046 SH SHARED 02 14046 D ASML HLDG NV N Y SHS N0705911 330 20000 SH SHARED 04 20000 D ASML HLDG NV N Y SHS N0705911 1365 82700 SH SHARED 14 82700 D ASML HLDG NV N Y SHS N0705911 1076 65200 SH SHARED 17 65200 D CNH GLOBAL N V SHS NEW N2093520 149 7580 SH SHARED 01 7580 D CORE LABORATORIES N V COM N2271710 1000 31000 SH SHARED 31000 D CORE LABORATORIES N V COM N2271710 29 900 SH SHR/OTHR 01 900 D CORE LABORATORIES N V COM N2271710 409 12693 SH SHARED 02 12693 D QIAGEN N V ORD N7248210 132728 10178526 SH SHARED 9435412 743114 D QIAGEN N V ORD N7248210 5391 413483 SH SHARED 01 413483 D QIAGEN N V ORD N7248210 122 9365 SH SHARED 02 9365 D QIAGEN N V ORD N7248210 14839 1138000 SH SHARED 04 1138000 D QIAGEN N V ORD N7248210 2356 180704 SH SHARED 05 8210 172494 D QIAGEN N V ORD N7248210 6225 477400 SH SHARED 06 477400 D QIAGEN N V ORD N7248210 86 6600 SH SHARED 14 6600 D QIAGEN N V ORD N7248210 6109 468527 SH SHARED 19 468527 D BANCO LATINOAMERICANO DE EXP CL E P1699413 534 31500 SH SHARED 02 31500 D BANCO LATINOAMERICANO DE EXP CL E P1699413 8 493 SH SHARED 17 493 D KERZNER INTERNATIONAL LTD SHS P6065Y10 423 7626 SH SHARED 02 7626 D KERZNER INTERNATIONAL LTD SHS P6065Y10 1666 30000 SH SHARED 04 30000 D KERZNER INTERNATIONAL LTD SHS P6065Y10 6666 120000 SH SHARED 17 120000 D STEINER LEISURE LTD ORD P8744Y10 225 6652 SH SHARED 02 6652 D EXCEL MARITIME CARRIERS LTD COM V3267N10 89 5600 SH SHARED 5600 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 1321 30600 SH SHARED 30000 600 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 5378 124500 SH SHARED 02 124500 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 8 200 SH SHARED 10 200 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 192 4458 SH SHARED 14 4458 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 5326 727650 SH SHARED 727650 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 200 27390 SH SHARED 02 27390 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 3 500 SH SHARED 06 500 D DRYSHIPS INC SHS Y2109Q10 385 22371 SH SHARED 22371 D DRYSHIPS INC SHS Y2109Q10 6719 390000 SH SHARED 10 390000 D DRYSHIPS INC SHS Y2109Q10 134 7800 SH SHARED 17 7800 D FLEXTRONICS INTL LTD ORD Y2573F10 29788 2318137 SH SHARED 2311164 6973 D FLEXTRONICS INTL LTD ORD Y2573F10 44 3460 SH SHR/OTHR 01 3460 D FLEXTRONICS INTL LTD ORD Y2573F10 1751 136285 SH SHARED 02 68785 67500 D FLEXTRONICS INTL LTD ORD Y2573F10 3333 259400 SH SHARED 04 258000 1400 D FLEXTRONICS INTL LTD ORD Y2573F10 9 700 SH SHARED 05 700 D FLEXTRONICS INTL LTD ORD Y2573F10 691 53817 SH SHARED 06 53817 D FLEXTRONICS INTL LTD ORD Y2573F10 16 1300 SH SHARED 10 1300 D FLEXTRONICS INTL LTD ORD Y2573F10 1044 81300 SH SHARED 14 81300 D GENERAL MARITIME CORP SHS Y2692M10 7274 197617 SH SHARED 197617 D GENERAL MARITIME CORP SHS Y2692M10 36 1000 SH SHR/OTHR 01 1000 D GENERAL MARITIME CORP SHS Y2692M10 11 300 SH SHARED 02 300 D GIGAMEDIA LTD ORD Y2711Y10 34 19100 SH SHARED 19100 D PACIFIC INTERNET LTD ORD Y6618310 422 61693 SH SHARED 61693 D QUINTANA MARITIME LTD SHS Y7169G10 117 10373 SH SHARED 10373 D TOP TANKERS INC COM Y8897Y10 538 35844 SH SHARED 35844 D TOP TANKERS INC COM Y8897Y10 129 8600 SH SHARED 02 8600 D AAON INC COM PAR $0.004 00036020 22 1200 SH SHARED 1200 D AAON INC COM PAR $0.004 00036020 64 3500 SH SHARED 17 3500 D AAR CORP COM 00036110 226 13200 SH SHARED 13200 D AAR CORP COM 00036110 1235 71900 SH SHARED 10 71900 D AAR CORP COM 00036110 1533 89250 SH SHARED 17 14850 74400 D ABB LTD SPONSORED ADR 00037520 342 46500 SH SHARED 46500 D ABB LTD SPONSORED ADR 00037520 11 1500 SH SHARED 01 1500 D ABB LTD SPONSORED ADR 00037520 92 12500 SH SHARED 10 12500 D ABC BANCORP COM 00040010 32 1700 SH SHARED 1700 D ABC BANCORP COM 00040010 87 4560 SH SHARED 17 4560 D ABX AIR INC COM 00080S10 72 8900 SH SHARED 8900 D ABX AIR INC COM 00080S10 163 19900 SH SHARED 17 19900 D ACCO BRANDS CORP COM 00081T10 87 3106 SH SHARED 1086 2020 D ACCO BRANDS CORP COM 00081T10 455 16132 SH SHARED 01 10296 5836 D ACCO BRANDS CORP COM 00081T10 314 11161 SH SHR/OTHR 01 11161 D ACCO BRANDS CORP COM 00081T10 130 4631 SH SHARED 02 4631 D ACCO BRANDS CORP COM 00081T10 3939 139590 SH SHARED 10 33829 75461 30300 D ACCO BRANDS CORP COM 00081T10 123 4388 SH SHR/OTHR 10 4388 D ACCO BRANDS CORP COM 00081T10 3 141 SH SHARED 17 141 D A C MOORE ARTS & CRAFTS INC COM 00086T10 42 2200 SH SHARED 2200 D A C MOORE ARTS & CRAFTS INC COM 00086T10 132 6900 SH SHARED 17 6900 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 1370 1350000 PRN SHARED 1350000 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 276 272000 PRN SHARED 02 272000 D A D C TELECOMMUNICATIONS COM NEW 00088630 3780 165370 SH SHARED 144285 21085 D A D C TELECOMMUNICATIONS COM NEW 00088630 593 25941 SH SHARED 02 25941 D A D C TELECOMMUNICATIONS COM NEW 00088630 22 1000 SH SHARED 06 1000 D A D C TELECOMMUNICATIONS COM NEW 00088630 11 500 SH SHARED 10 500 D A D C TELECOMMUNICATIONS COM NEW 00088630 1240 54256 SH SHARED 17 54256 D ADE CORP MASS COM 00089C10 31 1400 SH SHARED 1400 D ADE CORP MASS COM 00089C10 114 5100 SH SHARED 17 5100 D ACM INCOME FUND INC COM 00091210 20 2400 SH SHARED 2400 D ABN AMRO HLDG NV SPONSORED ADR 00093710 3661 152555 SH SHARED 147155 5400 D ACM MANAGED DLR INCOME FD COM 00094910 4 521 SH SHARED 01 521 D ACM MANAGED DLR INCOME FD COM 00094910 4 521 SH SHARED 10 521 D ABM INDS INC COM 00095710 126 6100 SH SHARED 5800 300 D ABM INDS INC COM 00095710 131 6299 SH SHARED 02 6299 D ABM INDS INC COM 00095710 49 2400 SH SHARED 10 2400 D ABM INDS INC COM 00095710 291 14000 SH SHARED 17 14000 D AEW REAL ESTATE INCOME FD COM 00104H10 3860 203741 SH SHARED 203741 D AFC ENTERPRISES INC COM 00104Q10 1047 90730 SH SHARED 90730 D AFC ENTERPRISES INC COM 00104Q10 122 10600 SH SHARED 10 10600 D AFC ENTERPRISES INC COM 00104Q10 73 6400 SH SHARED 17 6400 D AFLAC INC COM 00105510 65638 1448984 SH SHARED 1342238 106746 D AFLAC INC COM 00105510 17638 389360 SH SHARED 01 204662 184698 D AFLAC INC COM 00105510 5989 132223 SH SHR/OTHR 01 132223 D AFLAC INC COM 00105510 6247 137910 SH SHARED 02 137910 D AFLAC INC COM 00105510 7361 162500 SH SHARED 04 162500 D AFLAC INC COM 00105510 7458 164650 SH SHARED 05 164650 D AFLAC INC COM 00105510 958 21166 SH SHARED 06 21166 D AFLAC INC COM 00105510 178708 3944996 SH SHARED 10 1106147 2342800 496049 D AFLAC INC COM 00105510 3490 77060 SH SHR/OTHR 10 77060 D AFLAC INC COM 00105510 113 2500 SH SHARED 14 2500 D AFLAC INC COM 00105510 303 6700 SH SHARED 15 6700 D AFLAC INC COM 00105510 10431 230281 SH SHARED 17 228681 1600 D AGCO CORP COM 00108410 995 54679 SH SHARED 23879 30800 D AGCO CORP COM 00108410 138 7605 SH SHARED 01 7605 D AGCO CORP COM 00108410 960 52800 SH SHARED 02 52800 D AGCO CORP COM 00108410 74 4100 SH SHARED 10 4100 D AGCO CORP COM 00108410 13833 760100 SH SHARED 17 757400 2700 D AGL RES INC COM 00120410 13825 372548 SH SHARED 347048 25500 D AGL RES INC COM 00120410 1462 39400 SH SHARED 02 39400 D AGL RES INC COM 00120410 14 400 SH SHARED 17 400 D AES CORP COM 00130H10 34116 2076485 SH SHARED 1917432 159053 D AES CORP COM 00130H10 193 11800 SH SHARED 01 11800 D AES CORP COM 00130H10 3416 207959 SH SHARED 02 207959 D AES CORP COM 00130H10 705 42942 SH SHARED 06 42942 D AES CORP COM 00130H10 509 31000 SH SHARED 10 17300 13700 D AES CORP COM 00130H10 104 6385 SH SHARED 14 6385 D AES CORP COM 00130H10 5191 315993 SH SHARED 17 312493 3500 D AK STL HLDG CORP COM 00154710 5488 640400 SH SHARED 627200 13200 D AK STL HLDG CORP COM 00154710 96 11300 SH SHARED 02 11300 D AK STL HLDG CORP COM 00154710 380 44400 SH SHARED 17 44400 D AMB PROPERTY CORP COM 00163T10 3955 88100 SH SHARED 57100 31000 D AMB PROPERTY CORP COM 00163T10 1670 37200 SH SHARED 02 37200 D AMICAS INC COM 00171210 36 6700 SH SHARED 6700 D AMICAS INC COM 00171210 23 4400 SH SHR/OTHR 01 4400 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 121 3800 SH SHARED 3800 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 2186 68190 SH SHARED 10 1790 66400 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 75403 2351225 SH SHARED 11 2351225 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 1228 38300 SH SHARED 17 24200 14100 D AMN HEALTHCARE SERVICES INC COM 00174410 24 1600 SH SHARED 1600 D AMN HEALTHCARE SERVICES INC COM 00174410 95 6200 SH SHARED 17 6200 D AMR CORP NOTE 4.500% 2/1 001765BB 9674 14000000 PRN SHARED 14000000 D AMR CORP NOTE 4.500% 2/1 001765BB 1386 2007000 PRN SHARED 02 2007000 D AMR CORP COM 00176510 29291 2620001 SH SHARED 2611400 8601 D AMR CORP COM 00176510 22 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 4589 410550 SH SHARED 02 410550 D AMR CORP COM 00176510 29 2600 SH SHARED 10 2600 D AMR CORP COM 00176510 21 1900 SH SHARED 17 1900 D APAC CUSTOMER SERVICES INC COM 00185E10 52 58800 SH SHARED 58800 D ATI TECHNOLOGIES INC COM 00194110 9405 674708 SH SHARED 663640 11068 D ATI TECHNOLOGIES INC COM 00194110 27 2000 SH SHR/OTHR 01 2000 D ATI TECHNOLOGIES INC COM 00194110 1706 122432 SH SHARED 02 122432 D ATI TECHNOLOGIES INC COM 00194110 15 1128 SH SHARED 06 1128 D ATI TECHNOLOGIES INC COM 00194110 8 600 SH SHARED 10 600 D AT&T CORP COM NEW 00195750 781621 394755814SH SHARED 39475814 188713 D AT&T CORP COM NEW 00195750 281 14231 SH SHARED 01 14231 D AT&T CORP COM NEW 00195750 36 1855 SH SHR/OTHR 01 1855 D AT&T CORP COM NEW 00195750 8183 413318 SH SHARED 02 413318 D AT&T CORP COM NEW 00195750 23 1206 SH SHARED 05 1206 D AT&T CORP COM NEW 00195750 804 40621 SH SHARED 06 40621 D AT&T CORP COM NEW 00195750 4164 210314 SH SHARED 10 197314 13000 D AT&T CORP COM NEW 00195750 1324 66908 SH SHARED 14 66908 D AT&T CORP COM NEW 00195750 7928 400448 SH SHARED 17 334148 66300 D A S V INC COM 00196310 63 2800 SH SHARED 2800 D A S V INC COM 00196310 185 8200 SH SHARED 17 8200 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 63 52696 SH SHARED 52696 D ATMI INC COM 00207R10 1641 52962 SH SHARED 50462 2500 D ATMI INC COM 00207R10 86 2800 SH SHARED 10 2800 D ATMI INC COM 00207R10 533 17206 SH SHARED 17 15406 1800 D ATP OIL & GAS CORP COM 00208J10 95 2900 SH SHARED 2900 D ATP OIL & GAS CORP COM 00208J10 9 300 SH SHARED 02 300 D ATP OIL & GAS CORP COM 00208J10 82 2500 SH SHARED 10 2500 D ATP OIL & GAS CORP COM 00208J10 5884 179200 SH SHARED 17 177500 1700 D AU OPTRONICS CORP SPONSORED ADR 00225510 15771 1216911 SH SHARED 1216911 D AU OPTRONICS CORP SPONSORED ADR 00225510 378 29212 SH SHARED 01 14606 14606 D AU OPTRONICS CORP SPONSORED ADR 00225510 648 50000 SH SHARED 02 50000 D AU OPTRONICS CORP SPONSORED ADR 00225510 5490 423624 SH SHARED 04 423624 D AU OPTRONICS CORP SPONSORED ADR 00225510 974 75210 SH SHARED 06 75210 D AU OPTRONICS CORP SPONSORED ADR 00225510 20885 1611573 SH SHARED 10 1611573 D AU OPTRONICS CORP SPONSORED ADR 00225510 1101 85026 SH SHARED 14 85026 D AU OPTRONICS CORP SPONSORED ADR 00225510 98 7575 SH SHARED 15 7575 D AU OPTRONICS CORP SPONSORED ADR 00225510 813 62791 SH SHARED 17 62791 D AVI BIOPHARMA INC COM 00234610 0 20 SH SHARED 02 20 D AVX CORP NEW COM 00244410 5 400 SH SHARED 400 D AVX CORP NEW COM 00244410 64 5100 SH SHARED 02 5100 D AVX CORP NEW COM 00244410 174 13700 SH SHARED 17 13700 D AAMES INVT CORP MD COM 00253G10 39 6300 SH SHARED 6300 D AAMES INVT CORP MD COM 00253G10 5129 816800 SH SHARED 17 816800 D AASTROM BIOSCIENCES INC COM 00253U10 35 15231 SH SHARED 15231 D AASTROM BIOSCIENCES INC COM 00253U10 92 39400 SH SHARED 17 39400 D AARON RENTS INC COM 00253520 174 8250 SH SHARED 5775 2475 D AARON RENTS INC COM 00253520 179 8500 SH SHARED 02 8500 D AARON RENTS INC COM 00253520 10 500 SH SHARED 10 500 D AARON RENTS INC COM 00253520 506 23950 SH SHARED 17 23950 D ABAXIS INC COM 00256710 38 2954 SH SHARED 2954 D ABAXIS INC COM 00256710 113 8700 SH SHARED 17 8700 D ABBOTT LABS COM 00282410 29 690 SH SHARED 690 D ABBOTT LABS COM 00282410 270820 6387278 SH SHARED 5959821 427457 D ABBOTT LABS COM 00282410 45095 1063577 SH SHARED 01 694169 369408 D ABBOTT LABS COM 00282410 19979 471205 SH SHR/OTHR 01 471205 D ABBOTT LABS COM 00282410 19928 470005 SH SHARED 02 470005 D ABBOTT LABS COM 00282410 125173 2952200 SH SHARED 04 2952200 D ABBOTT LABS COM 00282410 33 800 SH SHARED 05 800 D ABBOTT LABS COM 00282410 4553 107401 SH SHARED 06 107401 D ABBOTT LABS COM 00282410 254084 5992566 SH SHARED 10 3337642 1249400 1405524 D ABBOTT LABS COM 00282410 3386 79860 SH SHR/OTHR 10 79860 D ABBOTT LABS COM 00282410 3371 79514 SH SHARED 14 79514 D ABBOTT LABS COM 00282410 5838 137700 SH SHARED 15 137700 D ABBOTT LABS COM 00282410 2204 52000 SH SHARED 16 52000 D ABBOTT LABS COM 00282410 31130 734207 SH SHARED 17 713128 21079 D ABBOTT LABS COM 00282410 3180 75000 SH SHARED 18 75000 D ABER DIAMOND CORP COM 00289310 1078 29450 SH SHARED 24200 5250 D ABER DIAMOND CORP COM 00289310 16428 448500 SH SHARED 04 448500 D ABER DIAMOND CORP COM 00289310 7087 193500 SH SHARED 10 193500 D ABERCROMBIE & FITCH CO CL A 00289620 31298 627862 SH SHARED 594982 32880 D ABERCROMBIE & FITCH CO CL A 00289620 9935 199310 SH SHARED 02 183480 15830 D ABERCROMBIE & FITCH CO CL A 00289620 71 1444 SH SHARED 06 1444 D ABERCROMBIE & FITCH CO CL A 00289620 438 8800 SH SHARED 10 8800 D ABERCROMBIE & FITCH CO CL A 00289620 139 2800 SH SHARED 14 2800 D ABERCROMBIE & FITCH CO CL A 00289620 2113 42401 SH SHARED 17 13001 29400 D ABBEY NATL PLC ADR PRF B7.375 00292070 14 560 SH SHARED 02 560 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 1000 160000 SH SHARED 160000 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 33 2500 SH SHARED 2500 D ABGENIX INC NOTE 3.500% 3/1 00339BAB 3416 3500000 PRN SHARED 3500000 D ABGENIX INC NOTE 1.750%12/1 00339BAD 3405 3000000 PRN SHARED 02 3000000 D ABGENIX INC COM 00339B10 1877 148062 SH SHARED 142762 5300 D ABGENIX INC COM 00339B10 201 15900 SH SHARED 02 15900 D ABGENIX INC COM 00339B10 9435 744100 SH SHARED 04 744100 D ABGENIX INC COM 00339B10 25 2000 SH SHARED 06 2000 D ABGENIX INC COM 00339B10 128 10100 SH SHARED 10 1200 8900 D ABGENIX INC COM 00339B10 106 8400 SH SHARED 14 8400 D ABGENIX INC COM 00339B10 488 38500 SH SHARED 17 33400 5100 D ABIOMED INC COM 00365410 30 3000 SH SHARED 3000 D ABIOMED INC COM 00365410 74 7400 SH SHARED 17 7400 D ABITIBI-CONSOLIDATED INC COM 00392410 9375 2315009 SH SHARED 2313100 1909 D ABITIBI-CONSOLIDATED INC COM 00392410 229 56600 SH SHARED 01 56600 D ABITIBI-CONSOLIDATED INC COM 00392410 748 184807 SH SHARED 02 184807 D ABITIBI-CONSOLIDATED INC COM 00392410 2 700 SH SHARED 05 700 D ABITIBI-CONSOLIDATED INC COM 00392410 234 58000 SH SHARED 06 58000 D ABITIBI-CONSOLIDATED INC COM 00392410 1613 398281 SH SHARED 14 398281 D ACADIA PHARMACEUTICALS INC COM 00422510 28 2500 SH SHARED 2500 D ACADIA RLTY TR COM SH BEN INT 00423910 6364 353773 SH SHARED 353773 D ACADIA RLTY TR COM SH BEN INT 00423910 1297 72100 SH SHARED 17 72100 D ACAMBIS PLC SPONSORED ADR 00428610 62 7300 SH SHARED 7300 D ACCREDITED HOME LENDRS HLDG COM 00437P10 5544 157700 SH SHARED 152800 4900 D ACCREDITED HOME LENDRS HLDG COM 00437P10 805 22900 SH SHARED 02 22900 D ACCREDITED HOME LENDRS HLDG COM 00437P10 2675 76100 SH SHARED 10 76100 D ACCREDITED HOME LENDRS HLDG COM 00437P10 3308 94100 SH SHARED 17 8000 86100 D ACCURIDE CORP COM 00439810 47 3450 SH SHARED 3450 D ACCURIDE CORP COM 00439810 504 36500 SH SHARED 10 36500 D ACE CASH EXPRESS INC COM 00440310 33 1700 SH SHARED 1700 D ACE CASH EXPRESS INC COM 00440310 78 4000 SH SHARED 02 4000 D ACE CASH EXPRESS INC COM 00440310 95 4900 SH SHARED 17 4900 D ACTIVISION INC NEW COM NEW 00493020 16774 820288 SH SHARED 747988 72300 D ACTIVISION INC NEW COM NEW 00493020 0 23 SH SHARED 01 23 D ACTIVISION INC NEW COM NEW 00493020 1938 94800 SH SHARED 02 94800 D ACTIVISION INC NEW COM NEW 00493020 3721 182000 SH SHARED 04 182000 D ACTIVISION INC NEW COM NEW 00493020 1541 75400 SH SHARED 10 74300 1100 D ACTIVISION INC NEW COM NEW 00493020 29709 1452800 SH SHARED 17 1452800 D ACTEL CORP COM 00493410 575 39800 SH SHARED 39800 D ACTEL CORP COM 00493410 149 10368 SH SHARED 17 10368 D ACTIVCARD CORP COM 00506J10 16 3700 SH SHARED 3700 D ACTUATE CORP COM 00508B10 674 266627 SH SHARED 266627 D ACTUANT CORP CL A NEW 00508X20 187 4000 SH SHARED 4000 D ACTUANT CORP CL A NEW 00508X20 1853 39600 SH SHARED 01 39300 300 D ACTUANT CORP CL A NEW 00508X20 34 740 SH SHR/OTHR 01 740 D ACTUANT CORP CL A NEW 00508X20 318 6807 SH SHARED 02 6807 D ACTUANT CORP CL A NEW 00508X20 8433 180200 SH SHARED 10 178500 1700 D ACTUANT CORP CL A NEW 00508X20 17264 368900 SH SHARED 17 239300 129600 D ACUITY BRANDS INC COM 00508Y10 195 6601 SH SHARED 6600 1 D ACUITY BRANDS INC COM 00508Y10 14 500 SH SHARED 02 500 D ACUITY BRANDS INC COM 00508Y10 112 3800 SH SHARED 10 3800 D ACUITY BRANDS INC COM 00508Y10 635 21431 SH SHARED 17 19031 2400 D ACXIOM CORP COM 00512510 17198 918747 SH SHARED 894347 24400 D ACXIOM CORP COM 00512510 758 40537 SH SHARED 02 40537 D ACXIOM CORP COM 00512510 108 5800 SH SHARED 10 5800 D ACXIOM CORP COM 00512510 688 36800 SH SHARED 17 33400 3400 D ADAMS EXPRESS CO COM 00621210 10571 805738 SH SHARED 805738 D ADAMS EXPRESS CO COM 00621210 352 26829 SH SHR/OTHR 01 26829 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 797 24711 SH SHARED 24711 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 438 13575 SH SHARED 01 13350 225 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 19 600 SH SHR/OTHR 01 600 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 2651 82100 SH SHARED 10 82100 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 9906 306800 SH SHARED 17 306800 D ADAPTEC INC NOTE 0.750%12/2 00651FAG 429 522000 PRN SHARED 522000 D ADAPTEC INC NOTE 0.750%12/2 00651FAG 4649 5650000 PRN SHARED 02 5485000 165000 D ADAPTEC INC COM 00651F10 63 16614 SH SHARED 16614 D ADAPTEC INC COM 00651F10 37 9800 SH SHR/OTHR 01 9800 D ADAPTEC INC COM 00651F10 1 484 SH SHARED 02 484 D ADAPTEC INC COM 00651F10 191 50000 SH SHARED 17 50000 D ADECCO SA SPONSORED ADR 00675410 146 12800 SH SHARED 12800 D ADESA INC COM 00686U10 1012 45800 SH SHARED 12300 33500 D ADESA INC COM 00686U10 1027 46500 SH SHARED 02 46500 D ADESA INC COM 00686U10 18 836 SH SHR/OTHR 10 836 D ADESA INC COM 00686U10 446 20200 SH SHARED 17 20200 D ADEZA BIOMEDICAL CORP COM 00686410 10 600 SH SHARED 600 D ADEZA BIOMEDICAL CORP COM 00686410 55 3200 SH SHARED 17 3200 D ADMINISTAFF INC COM 00709410 119 3000 SH SHARED 3000 D ADMINISTAFF INC COM 00709410 52 1314 SH SHARED 02 1314 D ADMINISTAFF INC COM 00709410 2332 58700 SH SHARED 10 58700 D ADMINISTAFF INC COM 00709410 2940 74000 SH SHARED 17 7700 66300 D ADOBE SYS INC COM 00724F10 68119 2282059 SH SHARED 2171031 111028 D ADOBE SYS INC COM 00724F10 291 9750 SH SHARED 01 150 9600 D ADOBE SYS INC COM 00724F10 165 5530 SH SHR/OTHR 01 5530 D ADOBE SYS INC COM 00724F10 11432 383000 SH SHARED 02 383000 D ADOBE SYS INC COM 00724F10 1343 45000 SH SHARED 04 40000 5000 D ADOBE SYS INC COM 00724F10 5 200 SH SHARED 05 200 D ADOBE SYS INC COM 00724F10 786 26341 SH SHARED 06 26341 D ADOBE SYS INC COM 00724F10 47383 1587382 SH SHARED 10 392412 979500 215470 D ADOBE SYS INC COM 00724F10 469 15720 SH SHARED 14 15720 D ADOBE SYS INC COM 00724F10 7067 236765 SH SHARED 17 234565 2200 D ADOLOR CORP COM 00724X10 241 22588 SH SHARED 22588 D ADOLOR CORP COM 00724X10 190 17800 SH SHARED 17 17800 D ADTRAN INC COM 00738A10 2088 66298 SH SHARED 37398 28900 D ADTRAN INC COM 00738A10 752 23900 SH SHARED 02 23900 D ADTRAN INC COM 00738A10 176 5600 SH SHARED 10 5600 D ADTRAN INC COM 00738A10 16318 518050 SH SHARED 17 515250 2800 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 135 10254 SH SHARED 10254 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 82 6200 SH SHARED 02 6200 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 439 33150 SH SHARED 17 33150 D ADVANCE AUTO PARTS INC COM 00751Y10 2040 52765 SH SHARED 13215 39550 D ADVANCE AUTO PARTS INC COM 00751Y10 2034 52600 SH SHARED 02 52600 D ADVANCE AUTO PARTS INC COM 00751Y10 36 954 SH SHARED 06 954 D ADVANCE AUTO PARTS INC COM 00751Y10 11609 300150 SH SHARED 10 299850 300 D ADVANCE AUTO PARTS INC COM 00751Y10 150 3900 SH SHARED 14 3900 D ADVANCE AUTO PARTS INC COM 00751Y10 1167 30179 SH SHARED 17 30179 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 142 12700 SH SHARED 04 12700 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 166 14900 SH SHARED 05 14900 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 1650 147500 SH SHARED 17 147500 D ADVANCED DIGITAL INFORMATION COM 00752510 90 9600 SH SHARED 9600 D ADVANCED DIGITAL INFORMATION COM 00752510 11 1200 SH SHARED 10 1200 D ADVANCED DIGITAL INFORMATION COM 00752510 278 29622 SH SHARED 17 29622 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 886 261571 SH SHARED 261571 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 2406 709779 SH SHARED 04 709779 D ADVANCED NEUROMODULATION SYS COM 00757T10 1058 22300 SH SHARED 22300 D ADVANCED NEUROMODULATION SYS COM 00757T10 54 1140 SH SHR/OTHR 01 1140 D ADVANCED NEUROMODULATION SYS COM 00757T10 42 900 SH SHARED 02 900 D ADVANCED NEUROMODULATION SYS COM 00757T10 75 1600 SH SHARED 10 1600 D ADVANCED NEUROMODULATION SYS COM 00757T10 531 11200 SH SHARED 17 10200 1000 D ADVO INC COM 00758510 186 5950 SH SHARED 4600 1350 D ADVO INC COM 00758510 100 3200 SH SHARED 02 3200 D ADVO INC COM 00758510 84 2700 SH SHARED 10 2700 D ADVO INC COM 00758510 652 20850 SH SHARED 17 19150 1700 D ADVISORY BRD CO COM 00762W10 150 2900 SH SHARED 2800 100 D ADVISORY BRD CO COM 00762W10 57 1100 SH SHR/OTHR 01 1100 D ADVISORY BRD CO COM 00762W10 274 5278 SH SHARED 02 5278 D ADVISORY BRD CO COM 00762W10 83 1600 SH SHARED 10 1600 D ADVISORY BRD CO COM 00762W10 707 13600 SH SHARED 17 8100 5500 D ADVANCED MEDICAL OPTICS INC NOTE 3.500% 4/1 00763MAE 861 427000 PRN SHARED 427000 D ADVANCED MEDICAL OPTICS INC NOTE 3.500% 4/1 00763MAE 1916 950000 PRN SHARED 02 950000 D ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG 7800 8000000 PRN SHARED 8000000 D ADVANCED MEDICAL OPTICS INC COM 00763M10 1535 40449 SH SHR/OTHR 40449 D ADVANCED MEDICAL OPTICS INC COM 00763M10 1226 32329 SH SHARED 8011 24318 D ADVANCED MEDICAL OPTICS INC COM 00763M10 8 221 SH SHARED 01 221 D ADVANCED MEDICAL OPTICS INC COM 00763M10 1096 28900 SH SHARED 02 28900 D ADVANCED MEDICAL OPTICS INC COM 00763M10 7127 187800 SH SHARED 10 187800 D ADVANCED MEDICAL OPTICS INC COM 00763M10 421 11100 SH SHARED 17 11100 D AEROFLEX INC COM 00776810 707 75600 SH SHARED 75600 D AEROFLEX INC COM 00776810 23 2500 SH SHARED 10 2500 D AEROFLEX INC COM 00776810 10239 1093950 SH SHARED 17 1093950 D AEROPOSTALE COM 00786510 13031 613226 SH SHARED 552126 61100 D AEROPOSTALE COM 00786510 1844 86800 SH SHARED 01 80875 5925 D AEROPOSTALE COM 00786510 42 1992 SH SHR/OTHR 01 1992 D AEROPOSTALE COM 00786510 613 28849 SH SHARED 02 28849 D AEROPOSTALE COM 00786510 17177 808356 SH SHARED 10 696656 111700 D AEROPOSTALE COM 00786510 17442 820800 SH SHARED 17 440600 380200 D ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE 8497 7500000 PRN SHARED 7500000 D ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE 6594 5820000 PRN SHARED 02 5820000 D ADVANCED MICRO DEVICES INC DBCV 4.750% 2/0 007903AE 203 180000 PRN SHARED 06 180000 D ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF 6565 1918000 PRN SHARED 1918000 D ADVANCED MICRO DEVICES INC NOTE 4.500%12/0 007903AF 34520 10085000 PRN SHARED 02 10085000 D ADVANCED MICRO DEVICES INC COM 00790310 22950 910715 SH SHARED 829430 81285 D ADVANCED MICRO DEVICES INC COM 00790310 45 1800 SH SHR/OTHR 01 1800 D ADVANCED MICRO DEVICES INC COM 00790310 2580 102389 SH SHARED 02 102389 D ADVANCED MICRO DEVICES INC COM 00790310 11919 473000 SH SHARED 04 473000 D ADVANCED MICRO DEVICES INC COM 00790310 945 37500 SH SHARED 05 37500 D ADVANCED MICRO DEVICES INC COM 00790310 9195 364900 SH SHARED 06 364900 D ADVANCED MICRO DEVICES INC COM 00790310 44069 1748800 SH SHARED 10 1728900 19900 D ADVANCED MICRO DEVICES INC COM 00790310 1345 53400 SH SHARED 14 53400 D ADVANCED MICRO DEVICES INC COM 00790310 17565 697062 SH SHARED 17 674262 22800 D AEGON N V ORD AMER REG 00792410 45 3043 SH SHARED 01 3043 D AEGON N V ORD AMER REG 00792410 68 4623 SH SHR/OTHR 01 4623 D AEGON N V ORD AMER REG 00792410 0 24 SH SHARED 10 24 D ADVANTA CORP CL B 00794220 2169 76867 SH SHARED 76867 D ADVANTA CORP CL B 00794220 256 9100 SH SHARED 17 9100 D ADVANCED ENERGY INDS COM 00797310 415 38590 SH SHARED 38590 D ADVANCED ENERGY INDS COM 00797310 55 5153 SH SHARED 02 5153 D ADVANCED ENERGY INDS COM 00797310 448 41700 SH SHARED 10 41700 D ADVANCED ENERGY INDS COM 00797310 790 73506 SH SHARED 17 10906 62600 D ADVENT SOFTWARE INC COM 00797410 423 15716 SH SHARED 5016 10700 D ADVENT SOFTWARE INC COM 00797410 541 20118 SH SHARED 02 20118 D ADVENT SOFTWARE INC COM 00797410 1053 39100 SH SHARED 10 39100 D ADVENT SOFTWARE INC COM 00797410 1352 50200 SH SHARED 17 14600 35600 D AES TR III PFD CV 6.75% 00808N20 9 200 SH SHR/OTHR 01 200 D AETHER HLDGS INC COM 00809C10 268 78780 SH SHARED 78780 D AETNA INC NEW COM 00817Y10 113514 1317796 SH SHARED 1253920 63876 D AETNA INC NEW COM 00817Y10 220 2560 SH SHR/OTHR 01 2560 D AETNA INC NEW COM 00817Y10 6297 73104 SH SHARED 02 73104 D AETNA INC NEW COM 00817Y10 7666 89000 SH SHARED 04 89000 D AETNA INC NEW COM 00817Y10 1715 19910 SH SHARED 05 19910 D AETNA INC NEW COM 00817Y10 625 7258 SH SHARED 06 7258 D AETNA INC NEW COM 00817Y10 50720 588810 SH SHARED 10 141430 439800 7580 D AETNA INC NEW COM 00817Y10 379 4400 SH SHARED 14 4400 D AETNA INC NEW COM 00817Y10 2067 24000 SH SHARED 15 24000 D AETNA INC NEW COM 00817Y10 15914 184756 SH SHARED 17 183656 1100 D AFFILIATED COMPUTER SERVICES CL A 00819010 12509 229106 SH SHARED 191309 37797 D AFFILIATED COMPUTER SERVICES CL A 00819010 1814 33235 SH SHARED 01 5325 27910 D AFFILIATED COMPUTER SERVICES CL A 00819010 612 11217 SH SHR/OTHR 01 11217 D AFFILIATED COMPUTER SERVICES CL A 00819010 1808 33123 SH SHARED 02 33123 D AFFILIATED COMPUTER SERVICES CL A 00819010 17243 315810 SH SHARED 05 305220 10590 D AFFILIATED COMPUTER SERVICES CL A 00819010 996 18243 SH SHARED 06 18243 D AFFILIATED COMPUTER SERVICES CL A 00819010 102458 1876535 SH SHARED 10 1038035 813950 24550 D AFFILIATED COMPUTER SERVICES CL A 00819010 529 9700 SH SHR/OTHR 10 9700 D AFFILIATED COMPUTER SERVICES CL A 00819010 1949 35700 SH SHARED 14 35700 D AFFILIATED COMPUTER SERVICES CL A 00819010 1092 20000 SH SHARED 15 20000 D AFFILIATED COMPUTER SERVICES CL A 00819010 6102 111770 SH SHARED 17 111770 D AFFILIATED MANAGERS GROUP DBCV 2/2 008252AE 40915 24500000 PRN SHARED 24500000 D AFFILIATED MANAGERS GROUP COM 00825210 5808 80200 SH SHARED 73900 6300 D AFFILIATED MANAGERS GROUP COM 00825210 657 9085 SH SHARED 01 6185 2900 D AFFILIATED MANAGERS GROUP COM 00825210 65 910 SH SHR/OTHR 01 910 D AFFILIATED MANAGERS GROUP COM 00825210 4793 66197 SH SHARED 02 66197 D AFFILIATED MANAGERS GROUP COM 00825210 2650 36600 SH SHARED 10 36600 D AFFILIATED MANAGERS GROUP COM 00825210 36264 500754 SH SHARED 17 500754 D AFFYMETRIX INC COM 00826T10 346 7500 SH SHARED 7100 400 D AFFYMETRIX INC COM 00826T10 85 1846 SH SHR/OTHR 01 1846 D AFFYMETRIX INC COM 00826T10 1679 36328 SH SHARED 02 36328 D AFFYMETRIX INC COM 00826T10 462 10000 SH SHARED 04 10000 D AFFYMETRIX INC COM 00826T10 13 300 SH SHARED 10 300 D AFFYMETRIX INC COM 00826T10 2635 57000 SH SHARED 17 57000 D AFFIRMATIVE INS HLDGS INC COM 00827210 16 1100 SH SHARED 1100 D AFFIRMATIVE INS HLDGS INC COM 00827210 81 5600 SH SHARED 17 5600 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 39 3900 SH SHARED 3900 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 24 2400 SH SHARED 10 2400 D AFFORDABLE RESIDENTIAL CMTYS COM 00827310 97 9674 SH SHARED 17 9674 D AFTERMARKET TECHNOLOGY CORP COM 00831810 58 3200 SH SHARED 3200 D AFTERMARKET TECHNOLOGY CORP COM 00831810 185 10100 SH SHARED 17 10100 D AGERE SYS INC COM 00845V30 3367 323456 SH SHARED 321742 1714 D AGERE SYS INC COM 00845V30 0 7 SH SHARED 01 7 D AGERE SYS INC COM 00845V30 3 352 SH SHR/OTHR 01 352 D AGERE SYS INC COM 00845V30 184 17700 SH SHARED 02 17700 D AGERE SYS INC COM 00845V30 56 5472 SH SHARED 14 5472 D AGERE SYS INC COM 00845V30 0 27 SH SHARED 19 27 D AGILENT TECHNOLOGIES INC COM 00846U10 43022 1313661 SH SHARED 1204509 109152 D AGILENT TECHNOLOGIES INC COM 00846U10 679 20739 SH SHARED 01 17577 3162 D AGILENT TECHNOLOGIES INC COM 00846U10 1754 53580 SH SHR/OTHR 01 53580 D AGILENT TECHNOLOGIES INC COM 00846U10 7354 224572 SH SHARED 02 224572 D AGILENT TECHNOLOGIES INC COM 00846U10 9 305 SH SHARED 05 305 D AGILENT TECHNOLOGIES INC COM 00846U10 762 23296 SH SHARED 06 23296 D AGILENT TECHNOLOGIES INC COM 00846U10 222 6800 SH SHARED 10 6800 D AGILENT TECHNOLOGIES INC COM 00846U10 2293 70019 SH SHARED 14 70019 D AGILENT TECHNOLOGIES INC COM 00846U10 8738 266818 SH SHARED 17 264118 2700 D AGILENT TECHNOLOGIES INC COM 00846U10 2 76 SH SHARED 19 76 D AGILE SOFTWARE CORP DEL COM 00846X10 2275 317408 SH SHR/OTHR 317408 D AGILE SOFTWARE CORP DEL COM 00846X10 420 58650 SH SHARED 56750 1900 D AGILE SOFTWARE CORP DEL COM 00846X10 10 1500 SH SHARED 02 1500 D AGILE SOFTWARE CORP DEL COM 00846X10 179 25100 SH SHARED 17 25100 D AGILYSYS INC COM 00847J10 77 4600 SH SHARED 4600 D AGILYSYS INC COM 00847J10 4780 283850 SH SHARED 10 3350 280500 D AGILYSYS INC COM 00847J10 1090 64768 SH SHARED 17 12268 52500 D AGNICO EAGLE MINES LTD SDCV 4.500% 2/1 008474AB 14833 13412000 PRN SHARED 13412000 D AGNICO EAGLE MINES LTD SDCV 4.500% 2/1 008474AB 1399 1265000 PRN SHARED 02 1265000 D AGNICO EAGLE MINES LTD COM 00847410 245 16556 SH SHARED 02 16556 D AGNICO EAGLE MINES LTD COM 00847410 2833 191300 SH SHARED 06 191300 D AGNICO EAGLE MINES LTD COM 00847410 69 4688 SH SHARED 10 4688 D AGNICO EAGLE MINES LTD *W EXP 11/07/200 00847413 77 36573 SH SHARED 36573 D AGREE REALTY CORP COM 00849210 33 1200 SH SHARED 1200 D AGREE REALTY CORP COM 00849210 33 1200 SH SHARED 17 1200 D AIM SELECT REAL ESTATE INCM SHS 00888R10 19463 1185361 SH SHARED 1185361 D AGRIUM INC COM 00891610 6222 283221 SH SHARED 273421 9800 D AGRIUM INC COM 00891610 157 7180 SH SHARED 01 7180 D AGRIUM INC COM 00891610 1294 58904 SH SHARED 02 58904 D AGRIUM INC COM 00891610 2306 105000 SH SHARED 04 105000 D AGRIUM INC COM 00891610 286 13024 SH SHARED 06 13024 D AGRIUM INC COM 00891610 8 400 SH SHARED 10 400 D AGRIUM INC COM 00891610 6951 316400 SH SHARED 17 316400 D AIR FRANCE KLM SPONSORED ADR 00911910 631 37480 SH SHARED 37480 D AIR FRANCE KLM *W EXP 11/05/200 00911911 0 1200 SH SHARED 1200 D AIR PRODS & CHEMS INC COM 00915810 38371 695896 SH SHARED 646971 48925 D AIR PRODS & CHEMS INC COM 00915810 11887 215587 SH SHARED 01 183670 31917 D AIR PRODS & CHEMS INC COM 00915810 1889 34264 SH SHR/OTHR 01 34264 D AIR PRODS & CHEMS INC COM 00915810 3010 54606 SH SHARED 02 54606 D AIR PRODS & CHEMS INC COM 00915810 1130 20500 SH SHARED 04 20500 D AIR PRODS & CHEMS INC COM 00915810 11 200 SH SHARED 05 200 D AIR PRODS & CHEMS INC COM 00915810 17178 311550 SH SHARED 06 311550 D AIR PRODS & CHEMS INC COM 00915810 16422 297837 SH SHARED 10 43211 254626 D AIR PRODS & CHEMS INC COM 00915810 2652 48100 SH SHR/OTHR 10 48100 D AIR PRODS & CHEMS INC COM 00915810 3584 65000 SH SHARED 16 65000 D AIR PRODS & CHEMS INC COM 00915810 9988 181149 SH SHARED 17 136449 44700 D AIRGAS INC COM 00936310 973 32844 SH SHARED 7844 25000 D AIRGAS INC COM 00936310 1052 35510 SH SHARED 02 35510 D AIRGAS INC COM 00936310 11 400 SH SHARED 17 400 D AIRNET SYS INC COM 00941710 555 116934 SH SHARED 116934 D AIRTRAN HLDGS INC COM 00949P10 742 58635 SH SHARED 22735 35900 D AIRTRAN HLDGS INC COM 00949P10 376 29700 SH SHARED 02 29700 D AIRTRAN HLDGS INC COM 00949P10 86 6800 SH SHARED 10 6800 D AIRTRAN HLDGS INC COM 00949P10 468 37000 SH SHARED 17 32500 4500 D AIRSPAN NETWORKS INC COM 00950H10 28 5600 SH SHARED 5600 D AIXTRON AKTIENGESELLSCHAFT SPONSORED ADR 00960610 406 119238 SH SHARED 119238 D AKAMAI TECHNOLOGIES INC COM 00971T10 515 32308 SH SHARED 16908 15400 D AKAMAI TECHNOLOGIES INC COM 00971T10 23 1500 SH SHARED 01 1500 D AKAMAI TECHNOLOGIES INC COM 00971T10 4692 294224 SH SHARED 02 294224 D AKAMAI TECHNOLOGIES INC COM 00971T10 1357 85100 SH SHARED 04 85100 D AKAMAI TECHNOLOGIES INC COM 00971T10 11 700 SH SHARED 10 700 D AKAMAI TECHNOLOGIES INC COM 00971T10 807 50600 SH SHARED 17 50600 D AKZO NOBEL NV SPONSORED ADR 01019930 275 6300 SH SHARED 6300 D AKZO NOBEL NV SPONSORED ADR 01019930 174 4000 SH SHARED 01 4000 D ALABAMA NATL BANCORP DELA COM 01031710 134 2100 SH SHARED 2100 D ALABAMA NATL BANCORP DELA COM 01031710 63 1000 SH SHARED 10 1000 D ALABAMA NATL BANCORP DELA COM 01031710 383 6000 SH SHARED 17 6000 D ALAMO GROUP INC COM 01131110 19 1000 SH SHARED 1000 D ALAMOSA HLDGS INC COM 01158910 481 28131 SH SHARED 2865 25266 D ALAMOSA HLDGS INC COM 01158910 1048 61293 SH SHARED 02 61293 D ALAMOSA HLDGS INC COM 01158910 15 900 SH SHARED 10 900 D ALAMOSA HLDGS INC COM 01158910 8555 500000 SH SHARED 17 500000 D ALASKA AIR GROUP INC DBCV 3/2 011659AG 17880 15000000 PRN SHARED 15000000 D ALASKA AIR GROUP INC DBCV 3/2 011659AG 12797 10736000 PRN SHARED 02 10736000 D ALASKA AIR GROUP INC COM 01165910 1093 37613 SH SHARED 27613 10000 D ALASKA AIR GROUP INC COM 01165910 270 9300 SH SHARED 02 9300 D ALASKA AIR GROUP INC COM 01165910 3952 136000 SH SHARED 10 136000 D ALASKA AIR GROUP INC COM 01165910 1659 57100 SH SHARED 17 14600 42500 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 22 2000 SH SHARED 2000 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 582 50900 SH SHARED 10 50900 D ALASKA COMMUNICATIONS SYS GR COM 01167P10 4094 357900 SH SHARED 17 357900 D ALBANY INTL CORP CL A 01234810 154 4200 SH SHARED 4200 D ALBANY INTL CORP CL A 01234810 22 600 SH SHARED 02 600 D ALBANY INTL CORP CL A 01234810 95 2600 SH SHARED 10 2600 D ALBANY INTL CORP CL A 01234810 459 12452 SH SHARED 17 10752 1700 D ALBANY MOLECULAR RESH INC COM 01242310 43 3600 SH SHARED 3600 D ALBANY MOLECULAR RESH INC COM 01242310 2675 219700 SH SHARED 10 219700 D ALBANY MOLECULAR RESH INC COM 01242310 1015 83400 SH SHARED 17 12000 71400 D ALBEMARLE CORP COM 01265310 1743 46256 SH SHARED 29296 16960 D ALBEMARLE CORP COM 01265310 943 25028 SH SHARED 02 25028 D ALBERTO CULVER CO COM 01306810 13124 293283 SH SHARED 273684 19599 D ALBERTO CULVER CO COM 01306810 4 100 SH SHARED 01 100 D ALBERTO CULVER CO COM 01306810 966 21608 SH SHARED 02 21608 D ALBERTO CULVER CO COM 01306810 512 11450 SH SHARED 10 11450 D ALBERTO CULVER CO COM 01306810 2334 52161 SH SHARED 17 52161 D ALBERTSONS INC COM 01310410 168272 6560342 SH SHARED 6460163 100179 D ALBERTSONS INC COM 01310410 182 7100 SH SHARED 01 7100 D ALBERTSONS INC COM 01310410 25 1000 SH SHR/OTHR 01 1000 D ALBERTSONS INC COM 01310410 2122 82736 SH SHARED 02 82736 D ALBERTSONS INC COM 01310410 8 326 SH SHARED 05 326 D ALBERTSONS INC COM 01310410 163 6386 SH SHARED 06 6386 D ALBERTSONS INC COM 01310410 2062 80400 SH SHARED 10 46500 33900 D ALBERTSONS INC COM 01310410 25 1000 SH SHR/OTHR 10 1000 D ALBERTSONS INC COM 01310410 3813 148680 SH SHARED 17 148680 D ALCAN INC COM 01371610 215527 6792547 SH SHARED 6775670 16877 D ALCAN INC COM 01371610 783 24693 SH SHARED 01 2393 22300 D ALCAN INC COM 01371610 6 200 SH SHR/OTHR 01 200 D ALCAN INC COM 01371610 5403 170298 SH SHARED 02 170298 D ALCAN INC COM 01371610 698 22000 SH SHARED 04 22000 D ALCAN INC COM 01371610 5 179 SH SHARED 05 179 D ALCAN INC COM 01371610 5593 176288 SH SHARED 06 176288 D ALCAN INC COM 01371610 41 1300 SH SHARED 10 1300 D ALCAN INC COM 01371610 1321 41645 SH SHARED 14 41645 D ALCAN INC COM 01371610 1586 50000 SH SHARED 16 50000 D ALCAN INC COM 01371610 155 4910 SH SHARED 17 4910 D ALCAN INC COM 01371610 152 4794 SH SHARED 18 4794 D ALCAN INC COM 01371610 80 2550 SH SHARED 19 2550 D ALCOA INC COM 01381710 119278 4884454 SH SHARED 4661693 222761 D ALCOA INC COM 01381710 6225 254953 SH SHARED 01 88880 166073 D ALCOA INC COM 01381710 1421 58215 SH SHR/OTHR 01 58215 D ALCOA INC COM 01381710 13921 570078 SH SHARED 02 570078 D ALCOA INC COM 01381710 2010 82350 SH SHARED 04 82350 D ALCOA INC COM 01381710 132 5430 SH SHARED 05 5430 D ALCOA INC COM 01381710 6722 275275 SH SHARED 06 275275 D ALCOA INC COM 01381710 6162 252350 SH SHARED 10 176730 75620 D ALCOA INC COM 01381710 2429 99486 SH SHARED 14 99486 D ALCOA INC COM 01381710 732 30000 SH SHARED 15 30000 D ALCOA INC COM 01381710 10387 425352 SH SHARED 17 421552 3800 D ALCOA INC COM 01381710 7326 300000 SH SHARED 18 300000 D ALCATEL SPONSORED ADR 01390430 12 933 SH SHARED 933 D ALCATEL SPONSORED ADR 01390430 2 162 SH SHARED 05 162 D ALDERWOODS GROUP INC COM 01438310 173 10600 SH SHARED 6000 4600 D ALDERWOODS GROUP INC COM 01438310 1852 113100 SH SHARED 10 113100 D ALDERWOODS GROUP INC COM 01438310 1551 94700 SH SHARED 17 18300 76400 D ALERIS INTL INC COM 01447710 129 4700 SH SHARED 4700 D ALERIS INTL INC COM 01447710 219 8000 SH SHARED 02 8000 D ALERIS INTL INC COM 01447710 14293 520694 SH SHARED 17 520694 D ALEXANDER & BALDWIN INC COM 01448210 1271 23875 SH SHARED 7875 16000 D ALEXANDER & BALDWIN INC COM 01448210 53 1000 SH SHR/OTHR 01 1000 D ALEXANDER & BALDWIN INC COM 01448210 1075 20200 SH SHARED 02 20200 D ALEXANDER & BALDWIN INC COM 01448210 42 794 SH SHARED 06 794 D ALEXANDER & BALDWIN INC COM 01448210 42 800 SH SHARED 10 800 D ALEXANDERS INC COM 01475210 584 2163 SH SHARED 363 1800 D ALEXANDERS INC COM 01475210 108 400 SH SHARED 10 400 D ALEXANDERS INC COM 01475210 918 3400 SH SHARED 17 800 2600 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 1035 12520 SH SHARED 12220 300 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 41 500 SH SHARED 02 500 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2488 30100 SH SHARED 10 30100 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 2125 25700 SH SHARED 17 8700 17000 D ALEXION PHARMACEUTICALS INC COM 01535110 270 9800 SH SHARED 6700 3100 D ALEXION PHARMACEUTICALS INC COM 01535110 377 13658 SH SHARED 02 13658 D ALEXION PHARMACEUTICALS INC COM 01535110 105 3800 SH SHARED 10 3800 D ALEXION PHARMACEUTICALS INC COM 01535110 617 22335 SH SHARED 17 10935 11400 D ALFA CORP COM 01538510 81 4900 SH SHARED 4900 D ALFA CORP COM 01538510 1434 86000 SH SHARED 10 86000 D ALFA CORP COM 01538510 482 28900 SH SHARED 17 28900 D ALFACELL CORP COM 01540410 0 500 SH SHARED 01 500 D ALICO INC COM 01623010 1763 34372 SH SHARED 34372 D ALICO INC COM 01623010 92 1800 SH SHARED 10 1800 D ALICO INC COM 01623010 128 2500 SH SHARED 17 1400 1100 D ALIGN TECHNOLOGY INC COM 01625510 229 34100 SH SHARED 34100 D ALIGN TECHNOLOGY INC COM 01625510 1614 240240 SH SHARED 17 144740 95500 D ALKERMES INC COM 01642T10 482 28700 SH SHARED 28000 700 D ALKERMES INC COM 01642T10 19380 1153600 SH SHARED 04 1153600 D ALKERMES INC COM 01642T10 50 3000 SH SHARED 06 3000 D ALKERMES INC COM 01642T10 1179 70200 SH SHARED 10 1100 69100 D ALKERMES INC COM 01642T10 337 20100 SH SHARED 14 20100 D ALKERMES INC COM 01642T10 33 2000 SH SHARED 16 2000 D ALKERMES INC COM 01642T10 1191 70900 SH SHARED 17 43100 27800 D ALLEGHANY CORP DEL COM 01717510 153 500 SH SHARED 02 500 D ALLEGHANY CORP DEL COM 01717510 314 1028 SH SHARED 17 1028 D ALLEGHENY ENERGY INC COM 01736110 32728 1065365 SH SHARED 1008883 56482 D ALLEGHENY ENERGY INC COM 01736110 1413 46002 SH SHARED 02 46002 D ALLEGHENY ENERGY INC COM 01736110 13686 445536 SH SHARED 04 436200 9336 D ALLEGHENY ENERGY INC COM 01736110 39822 1296295 SH SHARED 05 1053755 242540 D ALLEGHENY ENERGY INC COM 01736110 53541 1742890 SH SHARED 06 1742890 D ALLEGHENY ENERGY INC COM 01736110 27230 886400 SH SHARED 10 669100 217300 D ALLEGHENY ENERGY INC COM 01736110 476 15500 SH SHARED 14 15500 D ALLEGHENY ENERGY INC COM 01736110 2972 96750 SH SHARED 15 96750 D ALLEGHENY ENERGY INC COM 01736110 17397 566328 SH SHARED 17 549128 17200 D ALLEGHENY ENERGY INC COM 01736110 436 14200 SH SHARED 19 14200 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3323 107272 SH SHARED 93372 13900 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 1425 46029 SH SHARED 02 46029 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 89 2900 SH SHARED 10 2900 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 2265 73126 SH SHARED 17 73126 D ALLERGAN INC NOTE 11/0 018490AE 66145 62697000 PRN SHARED 62697000 D ALLERGAN INC NOTE 11/0 018490AE 6293 5965000 PRN SHARED 02 5965000 D ALLERGAN INC NOTE 11/0 018490AE 211 200000 PRN SHARED 06 200000 D ALLERGAN INC COM 01849010 38948 425114 SH SHARED 392412 32702 D ALLERGAN INC COM 01849010 878 9584 SH SHARED 01 2659 6925 D ALLERGAN INC COM 01849010 2563 27983 SH SHARED 02 27983 D ALLERGAN INC COM 01849010 3791 41382 SH SHARED 05 38422 2960 D ALLERGAN INC COM 01849010 1474 16089 SH SHARED 06 16089 D ALLERGAN INC COM 01849010 61706 673505 SH SHARED 10 33565 498200 141740 D ALLERGAN INC COM 01849010 5773 63021 SH SHARED 14 63021 D ALLERGAN INC COM 01849010 6241 68126 SH SHARED 17 67426 700 D ALLETE INC COM NEW 01852230 199 4357 SH SHARED 4125 232 D ALLETE INC COM NEW 01852230 66 1443 SH SHARED 02 1443 D ALLETE INC COM NEW 01852230 2304 50300 SH SHARED 10 50300 D ALLETE INC COM NEW 01852230 12 278 SH SHR/OTHR 10 278 D ALLETE INC COM NEW 01852230 1557 34000 SH SHARED 17 11300 22700 D ALLIANCE CALIF MUN INCOME FD COM 01854610 94 6145 SH SHARED 6145 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 13876 290000 SH SHARED 290000 D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 311 6500 SH SHR/OTHR 01 6500 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1776 45387 SH SHARED 21087 24300 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1284 32800 SH SHARED 02 32800 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1389 35500 SH SHARED 14 35500 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1170 29900 SH SHARED 17 29900 D ALLIANCE GAMING CORP COM NEW 01859P60 195 18000 SH SHARED 14000 4000 D ALLIANCE GAMING CORP COM NEW 01859P60 6 600 SH SHARED 02 600 D ALLIANCE GAMING CORP COM NEW 01859P60 302 27900 SH SHARED 10 27900 D ALLIANCE GAMING CORP COM NEW 01859P60 4548 419200 SH SHARED 17 419200 D ALLIANCE IMAGING INC COM NEW 01860620 122 14300 SH SHARED 2100 12200 D ALLIANCE IMAGING INC COM NEW 01860620 1223 143100 SH SHARED 10 143100 D ALLIANCE IMAGING INC COM NEW 01860620 59 7000 SH SHARED 17 7000 D ALLIANCE NATL MUN INCOME FD COM 01864U10 1 104 SH SHARED 104 D ALLIANCE NEW YORK MUN INC FD COM 01871410 1 105 SH SHARED 105 D ALLIANCE SEMICONDUCTOR CORP COM 01877H10 55 18915 SH SHARED 18915 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 9 200 SH SHARED 02 200 D ALLIANCE ONE INTL INC COM 01877210 46 13000 SH SHARED 13000 D ALLIANCE ONE INTL INC COM 01877210 9 2570 SH SHARED 10 2570 D ALLIANCE ONE INTL INC COM 01877210 103 29200 SH SHARED 17 29200 D ALLIANCE WORLD DLR GV FD II COM 01879R10 5056 401591 SH SHARED 401591 D ALLIANCE WORLD DLR GV FD II COM 01879R10 12 1000 SH SHARED 01 1000 D ALLIANCE WORLD DLR GV FD II COM 01879R10 75 6000 SH SHARED 10 6000 D ALLIANCE WORLD DLR GV FD INC COM 01879610 848 67592 SH SHARED 67592 D ALLIANT ENERGY CORP COM 01880210 13214 453644 SH SHARED 412144 41500 D ALLIANT ENERGY CORP COM 01880210 1488 51100 SH SHARED 02 51100 D ALLIANT ENERGY CORP COM 01880210 48 1659 SH SHARED 06 1659 D ALLIANT ENERGY CORP COM 01880210 217 7463 SH SHARED 14 7463 D ALLIANT ENERGY CORP COM 01880210 393 13500 SH SHARED 17 13500 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH 74 70000 PRN SHARED 02 70000 D ALLIANT TECHSYSTEMS INC COM 01880410 6310 84535 SH SHARED 71385 13150 D ALLIANT TECHSYSTEMS INC COM 01880410 1388 18600 SH SHARED 02 18600 D ALLIANT TECHSYSTEMS INC COM 01880410 282 3786 SH SHARED 10 3786 D ALLIANT TECHSYSTEMS INC COM 01880410 1470 19698 SH SHR/OTHR 10 19698 D ALLIANT TECHSYSTEMS INC COM 01880410 509 6819 SH SHARED 17 6819 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 202 15000 SH SHARED 15000 D ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 01880510 10132 750000 SH SHARED 18 750000 D ALLIED CAP CORP NEW COM 01903Q10 1746 60995 SH SHARED 58700 2295 D ALLIED CAP CORP NEW COM 01903Q10 25 900 SH SHARED 01 900 D ALLIED CAP CORP NEW COM 01903Q10 70 2454 SH SHR/OTHR 01 2454 D ALLIED CAP CORP NEW COM 01903Q10 538 18800 SH SHARED 02 18800 D ALLIED CAP CORP NEW COM 01903Q10 62 2200 SH SHARED 06 2200 D ALLIED CAP CORP NEW COM 01903Q10 349 12200 SH SHARED 10 12200 D ALLIED CAP CORP NEW COM 01903Q10 14 500 SH SHARED 17 500 D ALLIED HEALTHCARE INTL INC COM 01923A10 25 4600 SH SHARED 4600 D ALLIED HEALTHCARE INTL INC COM 01923A10 6256 1107400 SH SHARED 17 1107400 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 8291 981264 SH SHARED 941964 39300 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 976 115517 SH SHARED 02 115517 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 2192 259521 SH SHARED 17 259521 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 33582 695400 SH SHARED 695400 D ALLIED WASTE INDS INC PFD SR C CONV 01958960 15797 327118 SH SHARED 02 327118 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 11686 58430 SH SHARED 58430 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 19280 96400 SH SHARED 02 96400 D ALLION HEALTHCARE INC COM 01961510 279 15500 SH SHARED 05 15500 D ALLION HEALTHCARE INC COM 01961510 2505 139100 SH SHARED 17 139100 D ALLMERICA FINL CORP COM 01975410 7911 192312 SH SHARED 155812 36500 D ALLMERICA FINL CORP COM 01975410 10 255 SH SHARED 01 255 D ALLMERICA FINL CORP COM 01975410 1049 25500 SH SHARED 02 25500 D ALLMERICA FINL CORP COM 01975410 45 1100 SH SHARED 10 1100 D ALLMERICA FINL CORP COM 01975410 139 3400 SH SHARED 17 3400 D ALLOS THERAPEUTICS INC COM 01977710 44 18300 SH SHARED 18300 D ALLOY INC COM 01985510 25 5200 SH SHARED 5200 D ALLOY INC COM 01985510 83 17200 SH SHARED 17 17200 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 1340 74416 SH SHR/OTHR 74416 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 93 5200 SH SHARED 5200 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 232 12900 SH SHARED 17 12900 D ALLMERICA SECS TR SH BEN INT 01992110 53 5648 SH SHARED 5648 D ALLSTATE CORP COM 02000210 159840 2890952 SH SHARED 2693637 197315 D ALLSTATE CORP COM 02000210 5957 107756 SH SHARED 01 100966 6790 D ALLSTATE CORP COM 02000210 1567 28358 SH SHR/OTHR 01 28358 D ALLSTATE CORP COM 02000210 8326 150605 SH SHARED 02 150605 D ALLSTATE CORP COM 02000210 13778 249200 SH SHARED 04 249200 D ALLSTATE CORP COM 02000210 59074 1068440 SH SHARED 05 859720 208720 D ALLSTATE CORP COM 02000210 32516 588117 SH SHARED 06 588117 D ALLSTATE CORP COM 02000210 98512 1781740 SH SHARED 10 102970 1363980 314790 D ALLSTATE CORP COM 02000210 20 370 SH SHR/OTHR 10 370 D ALLSTATE CORP COM 02000210 443 8020 SH SHARED 14 8020 D ALLSTATE CORP COM 02000210 1641 29685 SH SHARED 15 29685 D ALLSTATE CORP COM 02000210 1990 36000 SH SHARED 16 36000 D ALLSTATE CORP COM 02000210 20132 364119 SH SHARED 17 359219 4900 D ALLSTATE CORP COM 02000210 9213 166632 SH SHARED 19 166632 D ALLTEL CORP COM 02003910 94380 1449549 SH SHARED 1374459 75090 D ALLTEL CORP COM 02003910 4576 70287 SH SHARED 01 24251 46036 D ALLTEL CORP COM 02003910 3886 59693 SH SHR/OTHR 01 59693 D ALLTEL CORP COM 02003910 5378 82612 SH SHARED 02 82612 D ALLTEL CORP COM 02003910 585 9000 SH SHARED 04 9000 D ALLTEL CORP COM 02003910 3320 50996 SH SHARED 05 50996 D ALLTEL CORP COM 02003910 70448 1081995 SH SHARED 10 39092 751410 291493 D ALLTEL CORP COM 02003910 2877 44200 SH SHR/OTHR 10 44200 D ALLTEL CORP COM 02003910 24057 369494 SH SHARED 17 326094 43400 D ALNYLAM PHARMACEUTICALS INC COM 02043Q10 57 5100 SH SHARED 5100 D ALON USA ENERGY INC COM 02052010 448 18571 SH SHARED 18571 D ALON USA ENERGY INC COM 02052010 1653 68475 SH SHARED 01 67975 500 D ALON USA ENERGY INC COM 02052010 32 1325 SH SHR/OTHR 01 1325 D ALON USA ENERGY INC COM 02052010 7505 310800 SH SHARED 10 310800 D ALON USA ENERGY INC COM 02052010 9812 406300 SH SHARED 17 406300 D ALPHA NATURAL RESOURCES INC COM 02076X10 132 4400 SH SHARED 4400 D ALPHA NATURAL RESOURCES INC COM 02076X10 352 11730 SH SHARED 17 11730 D ALPHARMA INC NOTE 3.000% 6/0 020813AD 24283 18898000 PRN SHARED 18898000 D ALPHARMA INC CL A 02081310 460 18500 SH SHARED 17800 700 D ALPHARMA INC CL A 02081310 241 9722 SH SHARED 02 9722 D ALPHARMA INC CL A 02081310 5389 216700 SH SHARED 10 216700 D ALPHARMA INC CL A 02081310 3658 147090 SH SHARED 17 26590 120500 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 31 12000 SH SHARED 10 12000 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 4562 81000 SH SHARED 81000 D ALTANA AKTIENGESELLSCHAFT SPONSORED ADR 02143N10 168088 2984004 SH SHARED 17 2984004 D ALTERA CORP COM 02144110 42481 2222995 SH SHARED 2148111 74884 D ALTERA CORP COM 02144110 280 14700 SH SHARED 01 14700 D ALTERA CORP COM 02144110 22 1176 SH SHR/OTHR 01 1176 D ALTERA CORP COM 02144110 5266 275583 SH SHARED 02 275583 D ALTERA CORP COM 02144110 28 1500 SH SHARED 04 1500 D ALTERA CORP COM 02144110 110 5800 SH SHARED 05 5800 D ALTERA CORP COM 02144110 501 26224 SH SHARED 06 26224 D ALTERA CORP COM 02144110 24 1300 SH SHARED 10 1300 D ALTERA CORP COM 02144110 2297 120226 SH SHARED 14 120226 D ALTERA CORP COM 02144110 3251 170172 SH SHARED 17 170172 D ALTIRIS INC COM 02148M10 50 3300 SH SHARED 3300 D ALTIRIS INC COM 02148M10 695 45500 SH SHARED 10 45500 D ALTIRIS INC COM 02148M10 1651 108000 SH SHARED 17 9500 98500 D ALTRIA GROUP INC COM 02209S10 221 3000 SH SHARED 3000 D ALTRIA GROUP INC COM 02209S10 1912985 25952859 SH SHARED 25352379 600480 D ALTRIA GROUP INC COM 02209S10 7904 107237 SH SHARED 01 32695 74542 D ALTRIA GROUP INC COM 02209S10 169710 2302405 SH SHR/OTHR 01 2302405 D ALTRIA GROUP INC COM 02209S10 68001 922548 SH SHARED 02 922548 D ALTRIA GROUP INC COM 02209S10 115290 1564115 SH SHARED 04 1561342 2773 D ALTRIA GROUP INC COM 02209S10 25196 341832 SH SHARED 05 328932 12900 D ALTRIA GROUP INC COM 02209S10 22290 302406 SH SHARED 06 302406 D ALTRIA GROUP INC COM 02209S10 37973 515179 SH SHARED 10 352361 162818 D ALTRIA GROUP INC COM 02209S10 1415 19200 SH SHR/OTHR 10 19200 D ALTRIA GROUP INC COM 02209S10 4944 67081 SH SHARED 14 67081 D ALTRIA GROUP INC COM 02209S10 3832 52000 SH SHARED 16 52000 D ALTRIA GROUP INC COM 02209S10 783645 10631466 SH SHARED 17 10547947 83519 D ALTRIA GROUP INC COM 02209S10 7 100 SH SHARED 19 100 D ALUMINUM CORP CHINA LTD SPON ADR H SHS 02227610 15196 242100 SH SHARED 242100 D ALZA CORP SDCV 7/2 02261WAB 6255 7207000 PRN SHARED 02 7207000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 33706 34500000 PRN SHARED 34500000 D AMAZON COM INC NOTE 4.750% 2/0 023135AF 33734 34529000 PRN SHARED 02 34529000 D AMAZON COM INC COM 02313510 62892 1388364 SH SHARED 1380616 7748 D AMAZON COM INC COM 02313510 22 500 SH SHARED 01 500 D AMAZON COM INC COM 02313510 13 300 SH SHR/OTHR 01 300 D AMAZON COM INC COM 02313510 1555 34328 SH SHARED 02 34328 D AMAZON COM INC COM 02313510 9368 206800 SH SHARED 04 205800 1000 D AMAZON COM INC COM 02313510 9 200 SH SHARED 05 200 D AMAZON COM INC COM 02313510 416 9196 SH SHARED 06 9196 D AMAZON COM INC COM 02313510 294 6500 SH SHARED 10 500 6000 D AMAZON COM INC COM 02313510 135 3001 SH SHARED 14 3001 D AMAZON COM INC COM 02313510 90 2000 SH SHARED 17 2000 D AMBAC FINL GROUP INC COM 02313910 19224 266780 SH SHARED 245135 21645 D AMBAC FINL GROUP INC COM 02313910 27 375 SH SHR/OTHR 01 375 D AMBAC FINL GROUP INC COM 02313910 4411 61224 SH SHARED 02 61224 D AMBAC FINL GROUP INC COM 02313910 122 1700 SH SHARED 05 1700 D AMBAC FINL GROUP INC COM 02313910 162 2250 SH SHARED 06 2250 D AMBAC FINL GROUP INC COM 02313910 5202 72200 SH SHARED 10 42434 29766 D AMBAC FINL GROUP INC COM 02313910 3459 48012 SH SHARED 17 48012 D AMBASSADORS GROUP INC COM 02317710 55 2500 SH SHARED 2500 D AMBASSADORS GROUP INC COM 02317710 111 5000 SH SHARED 17 5000 D AMCOR LTD ADR NEW 02341R30 6 340 SH SHARED 10 340 D AMCOL INTL CORP COM 02341W10 61 3200 SH SHARED 3200 D AMCOL INTL CORP COM 02341W10 69 3657 SH SHARED 02 3657 D AMCOL INTL CORP COM 02341W10 5 300 SH SHARED 10 300 D AMCOL INTL CORP COM 02341W10 151 7950 SH SHARED 17 7950 D AMEGY BANCORPORATION INC COM 02343R10 12480 551500 SH SHARED 551500 D AMEGY BANCORPORATION INC COM 02343R10 6789 300000 SH SHARED 02 300000 D AMEGY BANCORPORATION INC COM 02343R10 79 3500 SH SHARED 10 3500 D AMEGY BANCORPORATION INC COM 02343R10 751 33200 SH SHARED 17 31000 2200 D AMEDISYS INC COM 02343610 45661 1170800 SH SHARED 1170800 D AMEDISYS INC COM 02343610 2068 53050 SH SHARED 01 52675 375 D AMEDISYS INC COM 02343610 37 950 SH SHR/OTHR 01 950 D AMEDISYS INC COM 02343610 62 1600 SH SHARED 02 1600 D AMEDISYS INC COM 02343610 304 7800 SH SHARED 05 7800 D AMEDISYS INC COM 02343610 10264 263200 SH SHARED 10 254200 9000 D AMEDISYS INC COM 02343610 21586 553500 SH SHARED 17 405200 148300 D AMERADA HESS CORP COM 02355110 51158 372059 SH SHARED 336646 35413 D AMERADA HESS CORP COM 02355110 6297 45800 SH SHARED 01 45700 100 D AMERADA HESS CORP COM 02355110 981 7138 SH SHR/OTHR 01 7138 D AMERADA HESS CORP COM 02355110 2798 20353 SH SHARED 02 20353 D AMERADA HESS CORP COM 02355110 10725 78000 SH SHARED 04 78000 D AMERADA HESS CORP COM 02355110 40490 294479 SH SHARED 05 280409 14070 D AMERADA HESS CORP COM 02355110 11323 82353 SH SHARED 06 82353 D AMERADA HESS CORP COM 02355110 103013 749190 SH SHARED 10 28070 719220 1900 D AMERADA HESS CORP COM 02355110 12346 89790 SH SHARED 17 66290 23500 D AMERADA HESS CORP PFD CV ACES 7% 02355140 92028 785900 SH SHARED 765900 20000 D AMERADA HESS CORP PFD CV ACES 7% 02355140 61553 525646 SH SHARED 02 525646 D AMERADA HESS CORP PFD CV ACES 7% 02355140 2423 20700 SH SHARED 17 20700 D AMERCO COM 02358610 145 2500 SH SHARED 1500 1000 D AMERCO COM 02358610 64 1100 SH SHARED 02 1100 D AMERCO COM 02358610 494 8500 SH SHARED 17 8500 D AMEREN CORP COM 02360810 18400 344004 SH SHARED 300357 43647 D AMEREN CORP COM 02360810 32 600 SH SHARED 01 600 D AMEREN CORP COM 02360810 2480 46369 SH SHARED 02 46369 D AMEREN CORP COM 02360810 224 4200 SH SHARED 05 4200 D AMEREN CORP COM 02360810 227 4250 SH SHARED 06 4250 D AMEREN CORP COM 02360810 299 5600 SH SHARED 10 600 5000 D AMEREN CORP COM 02360810 6473 121018 SH SHARED 17 96218 24800 D AMERICA SVC GROUP INC COM 02364L10 28 1700 SH SHARED 1700 D AMERICA SVC GROUP INC COM 02364L10 89 5400 SH SHARED 17 5400 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 9054 344029 SH SHARED 335400 8629 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 76525 2907500 SH SHARED 01 2870300 37200 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 78 3000 SH SHR/OTHR 01 3000 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 1142 43400 SH SHARED 02 43400 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 16779 637500 SH SHARED 04 637500 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 5066 192514 SH SHARED 05 192514 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 5029 191100 SH SHARED 06 191100 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 97131 3690400 SH SHARED 10 3690400 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 189 7200 SH SHR/OTHR 10 7200 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 20545 780585 SH SHARED 17 780585 D AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W10 78 3000 SH SHARED 19 3000 D AMERICA WEST HLDG CORP CL B 02365720 66 7700 SH SHARED 02 7700 D AMCORE FINL INC COM 02391210 109 3500 SH SHARED 3300 200 D AMCORE FINL INC COM 02391210 249 8000 SH SHARED 10 8000 D AMCORE FINL INC COM 02391210 343 11013 SH SHARED 17 9413 1600 D AMERICAN AXLE & MFG HLDGS IN FRNT 2.000% 2/1 024061AB 2231 2843000 PRN SHARED 2843000 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 678 29400 SH SHARED 29400 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 89 3870 SH SHARED 02 3870 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 46 1998 SH SHARED 06 1998 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 6413 277900 SH SHARED 10 277900 D AMERICAN AXLE & MFG HLDGS IN COM 02406110 1520 65900 SH SHARED 17 24400 41500 D AMERICAN CAMPUS CMNTYS INC COM 02483510 60 2500 SH SHARED 2500 D AMERICAN CAMPUS CMNTYS INC COM 02483510 33123 1379000 SH SHARED 11 1379000 D AMERICAN CAMPUS CMNTYS INC COM 02483510 160 6700 SH SHARED 17 6700 D AMERICAN CAPITAL STRATEGIES COM 02493710 285 7800 SH SHARED 7500 300 D AMERICAN CAPITAL STRATEGIES COM 02493710 33 913 SH SHR/OTHR 01 913 D AMERICAN CAPITAL STRATEGIES COM 02493710 377 10307 SH SHARED 02 10307 D AMERICAN CAPITAL STRATEGIES COM 02493710 491 13400 SH SHARED 10 13400 D AMERICAN CAPITAL STRATEGIES COM 02493710 304 8300 SH SHARED 17 8300 D AMERICAN DENTAL PARTNERS COM 02535310 40 1200 SH SHARED 1200 D AMERICAN DENTAL PARTNERS COM 02535310 64 1900 SH SHARED 17 1900 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 3433 145906 SH SHARED 96506 49400 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 336 14300 SH SHARED 01 9550 4750 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 2931 124600 SH SHARED 02 124600 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 72 3083 SH SHARED 06 3083 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 10856 461400 SH SHARED 10 38500 422900 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 108 4592 SH SHARED 14 4592 D AMERICAN EAGLE OUTFITTERS NE COM 02553E10 19617 833715 SH SHARED 17 833715 D AMERICAN ECOLOGY CORP COM NEW 02553340 33 1700 SH SHARED 1700 D AMERICAN ECOLOGY CORP COM NEW 02553340 131 6700 SH SHARED 17 6700 D AMERICAN ELEC PWR INC COM 02553710 25754 648733 SH SHARED 564183 84550 D AMERICAN ELEC PWR INC COM 02553710 172 4340 SH SHARED 01 4340 D AMERICAN ELEC PWR INC COM 02553710 322 8113 SH SHR/OTHR 01 8113 D AMERICAN ELEC PWR INC COM 02553710 3911 98528 SH SHARED 02 98528 D AMERICAN ELEC PWR INC COM 02553710 8 220 SH SHARED 05 220 D AMERICAN ELEC PWR INC COM 02553710 1148 28932 SH SHARED 06 28932 D AMERICAN ELEC PWR INC COM 02553710 1483 37360 SH SHARED 10 37360 D AMERICAN ELEC PWR INC COM 02553710 7081 178378 SH SHARED 17 176678 1700 D AMERICAN ELEC PWR INC COM 02553710 446 11250 SH SHARED 19 11250 D AMERICAN EQTY INVT LIFE HLD COM 02567620 56 5000 SH SHARED 5000 D AMERICAN EQTY INVT LIFE HLD COM 02567620 3160 278427 SH SHARED 02 278427 D AMERICAN EQTY INVT LIFE HLD COM 02567620 173 15272 SH SHARED 17 15272 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 5275 5000000 PRN SHARED 5000000 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 1051 997000 PRN SHARED 02 997000 D AMERICAN EXPRESS CO DBCV 1.850%12/0 025816AS 2110 2000000 PRN SHARED 06 2000000 D AMERICAN EXPRESS CO COM 02581610 144019 2507311 SH SHARED 2202422 304889 D AMERICAN EXPRESS CO COM 02581610 13342 232285 SH SHARED 01 86660 145625 D AMERICAN EXPRESS CO COM 02581610 13004 226410 SH SHR/OTHR 01 226410 D AMERICAN EXPRESS CO COM 02581610 67572 1176410 SH SHARED 02 1176410 D AMERICAN EXPRESS CO COM 02581610 14423 251100 SH SHARED 04 251100 D AMERICAN EXPRESS CO COM 02581610 34 600 SH SHARED 05 600 D AMERICAN EXPRESS CO COM 02581610 2795 48665 SH SHARED 06 48665 D AMERICAN EXPRESS CO COM 02581610 74991 1305565 SH SHARED 10 274823 619800 410942 D AMERICAN EXPRESS CO COM 02581610 821 14300 SH SHR/OTHR 10 14300 D AMERICAN EXPRESS CO COM 02581610 504 8779 SH SHARED 14 8779 D AMERICAN EXPRESS CO COM 02581610 61650 1073303 SH SHARED 17 1070203 3100 D AMERICAN EXPRESS CO COM 02581610 18 320 SH SHARED 19 320 D AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD 5067 11785000 PRN SHARED 02 11785000 D AMERICAN FINL GROUP INC OHIO COM 02593210 1307 38530 SH SHARED 18030 20500 D AMERICAN FINL GROUP INC OHIO COM 02593210 111 3300 SH SHARED 01 3300 D AMERICAN FINL GROUP INC OHIO COM 02593210 1406 41462 SH SHARED 02 41462 D AMERICAN FINL GROUP INC OHIO COM 02593210 2704 79700 SH SHARED 10 79700 D AMERICAN FINL GROUP INC OHIO COM 02593210 1367 40300 SH SHARED 17 7600 32700 D AMERICAN FINL RLTY TR NOTE 4.375% 7/1 02607PAB 26460 28000000 PRN SHARED 28000000 D AMERICAN FINL RLTY TR NOTE 4.375% 7/1 02607PAB 16584 17550000 PRN SHARED 02 17550000 D AMERICAN FINL RLTY TR COM 02607P30 1094 77100 SH SHARED 77100 D AMERICAN FINL RLTY TR COM 02607P30 177 12470 SH SHARED 02 12470 D AMERICAN FINL RLTY TR COM 02607P30 127 9000 SH SHARED 10 9000 D AMERICAN FINL RLTY TR COM 02607P30 52832 3720600 SH SHARED 11 3720600 D AMERICAN FINL RLTY TR COM 02607P30 1586 111700 SH SHARED 17 38000 73700 D AMERICAN GREETINGS CORP NOTE 7.000% 7/1 026375AJ 12712 6385000 PRN SHARED 02 6385000 D AMERICAN GREETINGS CORP CL A 02637510 1908 69660 SH SHARED 34159 35501 D AMERICAN GREETINGS CORP CL A 02637510 102 3750 SH SHARED 01 3750 D AMERICAN GREETINGS CORP CL A 02637510 883 32257 SH SHARED 02 32257 D AMERICAN GREETINGS CORP CL A 02637510 35 1303 SH SHARED 06 1303 D AMERICAN GREETINGS CORP CL A 02637510 294 10750 SH SHARED 10 3750 7000 D AMERICAN HEALTHWAYS INC COM 02649V10 284 6700 SH SHARED 4900 1800 D AMERICAN HEALTHWAYS INC COM 02649V10 1773 41825 SH SHARED 01 41500 325 D AMERICAN HEALTHWAYS INC COM 02649V10 36 850 SH SHR/OTHR 01 850 D AMERICAN HEALTHWAYS INC COM 02649V10 538 12700 SH SHARED 02 12700 D AMERICAN HEALTHWAYS INC COM 02649V10 10930 257800 SH SHARED 10 191000 66800 D AMERICAN HEALTHWAYS INC COM 02649V10 17829 420500 SH SHARED 17 254700 165800 D AMERICAN HOME MTG INVT CORP COM 02660R10 9434 311367 SH SHARED 306067 5300 D AMERICAN HOME MTG INVT CORP COM 02660R10 81 2700 SH SHARED 02 2700 D AMERICAN HOME MTG INVT CORP COM 02660R10 1427 47100 SH SHARED 10 47100 D AMERICAN HOME MTG INVT CORP COM 02660R10 933 30814 SH SHARED 17 20314 10500 D AMERICAN INDEPENDENCE CORP COM NEW 02676040 15 1295 SH SHARED 1295 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 18 20000 PRN SHARED 01 20000 D AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN 260 278000 PRN SHARED 02 278000 D AMERICAN INTL GROUP INC COM 02687410 526 8500 SH SHARED 8500 D AMERICAN INTL GROUP INC COM 02687410 387644 6256360 SH SHARED 5608775 647585 D AMERICAN INTL GROUP INC COM 02687410 39388 635702 SH SHARED 01 332558 303144 D AMERICAN INTL GROUP INC COM 02687410 34281 553277 SH SHR/OTHR 01 553277 D AMERICAN INTL GROUP INC COM 02687410 70062 1130767 SH SHARED 02 1130767 D AMERICAN INTL GROUP INC COM 02687410 73484 1186000 SH SHARED 04 1185000 1000 D AMERICAN INTL GROUP INC COM 02687410 628 10139 SH SHARED 05 10139 D AMERICAN INTL GROUP INC COM 02687410 11167 180242 SH SHARED 06 180242 D AMERICAN INTL GROUP INC COM 02687410 204743 3304452 SH SHARED 10 2302245 1002207 D AMERICAN INTL GROUP INC COM 02687410 7856 126802 SH SHR/OTHR 10 126802 D AMERICAN INTL GROUP INC COM 02687410 7469 120554 SH SHARED 14 120554 D AMERICAN INTL GROUP INC COM 02687410 6332 102200 SH SHARED 15 102200 D AMERICAN INTL GROUP INC COM 02687410 2416 39000 SH SHARED 16 39000 D AMERICAN INTL GROUP INC COM 02687410 277656 4481220 SH SHARED 17 4465420 15800 D AMERICAN INTL GROUP INC COM 02687410 4335 69972 SH SHARED 18 69972 D AMERICAN INTL GROUP INC COM 02687410 377 6100 SH SHARED 19 6100 D AMERICAN ITALIAN PASTA CO CL A 02707010 175 16500 SH SHARED 16500 D AMERICAN ITALIAN PASTA CO CL A 02707010 40 3800 SH SHARED 10 3800 D AMERICAN ITALIAN PASTA CO CL A 02707010 94 8860 SH SHARED 17 6460 2400 D AMERICAN LD LEASE INC COM 02711810 0 8 SH SHARED 02 8 D AMERICAN LD LEASE INC COM 02711810 6581 277100 SH SHARED 11 277100 D AMERICAN MED SYS HLDGS INC COM 02744M10 268 13322 SH SHARED 13322 D AMERICAN MED SYS HLDGS INC COM 02744M10 1449 71960 SH SHARED 01 71430 530 D AMERICAN MED SYS HLDGS INC COM 02744M10 27 1380 SH SHR/OTHR 01 1380 D AMERICAN MED SYS HLDGS INC COM 02744M10 320 15897 SH SHARED 02 15897 D AMERICAN MED SYS HLDGS INC COM 02744M10 10893 540600 SH SHARED 10 365900 174700 D AMERICAN MED SYS HLDGS INC COM 02744M10 942 46788 SH SHARED 15 46788 D AMERICAN MED SYS HLDGS INC COM 02744M10 19674 976400 SH SHARED 17 501400 475000 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 0 8 SH SHARED 02 8 D AMERICAN NATL INS CO COM 02859110 35 300 SH SHARED 100 200 D AMERICAN NATL INS CO COM 02859110 95 802 SH SHARED 02 802 D AMERICAN NATL INS CO COM 02859110 71 600 SH SHARED 10 600 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 4 100 SH SHARED 100 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 584 12800 SH SHARED 02 12800 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 410 9000 SH SHARED 04 9000 D AMERICAN PHARMACEUTICALS PTN COM 02886P10 45 1000 SH SHARED 06 1000 D AMERICAN PHYSICIANS CAPITAL COM 02888410 54 1100 SH SHARED 1100 D AMERICAN PHYSICIANS CAPITAL COM 02888410 98 2000 SH SHARED 02 2000 D AMERICAN PHYSICIANS CAPITAL COM 02888410 181 3700 SH SHARED 10 3700 D AMERICAN PHYSICIANS CAPITAL COM 02888410 206 4200 SH SHARED 17 4200 D AMERICAN RETIREMENT CORP COM 02891310 88 4700 SH SHARED 4200 500 D AMERICAN RETIREMENT CORP COM 02891310 235 12500 SH SHARED 17 12500 D AMERICAN PWR CONVERSION CORP COM 02906610 22323 861594 SH SHARED 823340 38254 D AMERICAN PWR CONVERSION CORP COM 02906610 18 725 SH SHARED 01 725 D AMERICAN PWR CONVERSION CORP COM 02906610 116 4492 SH SHR/OTHR 01 4492 D AMERICAN PWR CONVERSION CORP COM 02906610 1022 39479 SH SHARED 02 39479 D AMERICAN PWR CONVERSION CORP COM 02906610 5 200 SH SHARED 05 200 D AMERICAN PWR CONVERSION CORP COM 02906610 64 2500 SH SHARED 06 2500 D AMERICAN PWR CONVERSION CORP COM 02906610 839 32400 SH SHARED 10 30500 1900 D AMERICAN PWR CONVERSION CORP COM 02906610 1977 76311 SH SHARED 17 76311 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 329 8798 SH SHARED 8798 D AMERICAN RLTY INVS INC COM 02917410 28 3009 SH SHARED 3009 D AMERICAN REPROGRAPHICS CO COM 02926310 34 2000 SH SHARED 2000 D AMERICAN REPROGRAPHICS CO COM 02926310 499 29200 SH SHARED 16 29200 D AMERICAN REPROGRAPHICS CO COM 02926310 147 8640 SH SHARED 17 8640 D AMERICAN SCIENCE & ENGR INC COM 02942910 78 1200 SH SHARED 1200 D AMERICAN SCIENCE & ENGR INC COM 02942910 518 7900 SH SHARED 17 3800 4100 D AMERICAN SELECT PORTFOLIO IN COM 02957010 82 6845 SH SHARED 6845 D AMERICAN STD COS INC DEL COM 02971210 24050 516667 SH SHARED 479731 36936 D AMERICAN STD COS INC DEL COM 02971210 621 13360 SH SHARED 01 13360 D AMERICAN STD COS INC DEL COM 02971210 2158 46368 SH SHARED 02 46368 D AMERICAN STD COS INC DEL COM 02971210 269 5783 SH SHARED 06 5783 D AMERICAN STD COS INC DEL COM 02971210 761 16360 SH SHARED 10 1090 15270 D AMERICAN STD COS INC DEL COM 02971210 750 16120 SH SHR/OTHR 10 16120 D AMERICAN STD COS INC DEL COM 02971210 74 1608 SH SHARED 14 1608 D AMERICAN STD COS INC DEL COM 02971210 3394 72916 SH SHARED 17 72916 D AMERICAN STS WTR CO COM 02989910 92 2750 SH SHARED 2500 250 D AMERICAN STS WTR CO COM 02989910 110 3300 SH SHARED 10 3300 D AMERICAN STS WTR CO COM 02989910 230 6900 SH SHARED 17 4800 2100 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 12331 12418000 PRN SHARED 12418000 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 4525 4557000 PRN SHARED 02 4557000 D AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR 8394 6232000 PRN SHARED 02 6232000 D AMERICAN TOWER CORP CL A 02991220 14878 596351 SH SHARED 584451 11900 D AMERICAN TOWER CORP CL A 02991220 9 375 SH SHARED 01 375 D AMERICAN TOWER CORP CL A 02991220 39 1600 SH SHR/OTHR 01 1600 D AMERICAN TOWER CORP CL A 02991220 1207 48400 SH SHARED 02 48400 D AMERICAN TOWER CORP CL A 02991220 1165 46700 SH SHARED 06 46700 D AMERICAN TOWER CORP CL A 02991220 6649 266500 SH SHARED 10 266500 D AMERICAN TOWER CORP CL A 02991220 36554 1465100 SH SHARED 17 1465100 D AMERICAN STRATEGIC INCOME II COM 03009T10 74 6808 SH SHARED 6808 D AMERICAN STRATEGIC INCM PTFL COM 03009810 11 1010 SH SHARED 1010 D AMERN STRATEGIC INCOME PTFL COM 03009910 21 1928 SH SHARED 1928 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 49 4819 SH SHARED 4819 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 144 14000 SH SHARED 17 14000 D AMERICAN VANGUARD CORP COM 03037110 30 1642 SH SHARED 1642 D AMERICAN VANGUARD CORP COM 03037110 0 33 SH SHARED 02 33 D AMERICAN VANGUARD CORP COM 03037110 51 2800 SH SHARED 17 2800 D AMERICAN WOODMARK CORP COM 03050610 57 1700 SH SHARED 1700 D AMERICAN WOODMARK CORP COM 03050610 1977 58840 SH SHARED 10 1340 57500 D AMERICAN WOODMARK CORP COM 03050610 332 9900 SH SHARED 17 5500 4400 D AMERICANWEST BANCORPORATION COM 03058P10 34 1500 SH SHARED 1500 D AMERICANWEST BANCORPORATION COM 03058P10 55 2390 SH SHARED 17 2390 D AMERICREDIT CORP NOTE 1.750%11/1 03060RAM 1708 1268000 PRN SHARED 02 1268000 D AMERICREDIT CORP COM 03060R10 5910 247613 SH SHARED 164713 82900 D AMERICREDIT CORP COM 03060R10 5 250 SH SHARED 01 250 D AMERICREDIT CORP COM 03060R10 1965 82333 SH SHARED 02 82333 D AMERICREDIT CORP COM 03060R10 618 25900 SH SHARED 10 25900 D AMERICREDIT CORP COM 03060R10 109 4600 SH SHARED 17 4600 D AMERICAS CAR MART INC COM 03062T10 23 1300 SH SHARED 1300 D AMERICAS CAR MART INC COM 03062T10 69 3900 SH SHARED 17 3900 D AMERISTAR CASINOS INC COM 03070Q10 79 3800 SH SHARED 3800 D AMERISTAR CASINOS INC COM 03070Q10 120 5800 SH SHARED 02 5800 D AMERISTAR CASINOS INC COM 03070Q10 916 44000 SH SHARED 10 500 43500 D AMERISTAR CASINOS INC COM 03070Q10 2209 106000 SH SHARED 17 16600 89400 D AMERON INTL INC COM 03071010 55 1200 SH SHARED 1200 D AMERON INTL INC COM 03071010 106 2300 SH SHARED 10 2300 D AMERON INTL INC COM 03071010 148 3200 SH SHR/OTHR 10 3200 D AMERON INTL INC COM 03071010 213 4600 SH SHARED 17 3100 1500 D AMERUS GROUP CO COM 03072M10 1977 34463 SH SHARED 20763 13700 D AMERUS GROUP CO COM 03072M10 994 17332 SH SHARED 02 17332 D AMERUS GROUP CO COM 03072M10 11 200 SH SHARED 10 200 D AMERUS GROUP CO COM 03072M10 91 1600 SH SHARED 17 1600 D AMERISOURCEBERGEN CORP COM 03073E10 14041 181654 SH SHARED 147257 34397 D AMERISOURCEBERGEN CORP COM 03073E10 165 2140 SH SHARED 01 2140 D AMERISOURCEBERGEN CORP COM 03073E10 1960 25360 SH SHARED 02 25360 D AMERISOURCEBERGEN CORP COM 03073E10 7 100 SH SHARED 05 100 D AMERISOURCEBERGEN CORP COM 03073E10 149 1940 SH SHARED 06 1940 D AMERISOURCEBERGEN CORP COM 03073E10 16488 213300 SH SHARED 10 2900 210400 D AMERISOURCEBERGEN CORP COM 03073E10 144071 1863800 SH SHARED 17 1837000 26800 D AMERIGROUP CORP COM 03073T10 166 8700 SH SHARED 8700 D AMERIGROUP CORP COM 03073T10 1342 70225 SH SHARED 01 65000 5225 D AMERIGROUP CORP COM 03073T10 20 1075 SH SHR/OTHR 01 1075 D AMERIGROUP CORP COM 03073T10 344 18000 SH SHARED 02 18000 D AMERIGROUP CORP COM 03073T10 1572 82240 SH SHARED 04 82240 D AMERIGROUP CORP COM 03073T10 10952 572810 SH SHARED 10 572410 400 D AMERIGROUP CORP COM 03073T10 19 1000 SH SHARED 14 1000 D AMERIGROUP CORP COM 03073T10 27035 1414000 SH SHARED 17 1414000 D AMERISERV FINL INC COM 03074A10 10 2500 SH SHARED 01 2500 D AMERISERV FINL INC COM 03074A10 10 2500 SH SHARED 10 2500 D AMERITRADE HLDG CORP NEW COM 03074K10 448478 20888618 SH SHARED 20888618 D AMERITRADE HLDG CORP NEW COM 03074K10 699 32572 SH SHARED 02 32572 D AMERITRADE HLDG CORP NEW COM 03074K10 4470 208200 SH SHARED 04 208200 D AMERITRADE HLDG CORP NEW COM 03074K10 12 600 SH SHARED 10 600 D AMERITRADE HLDG CORP NEW COM 03074K10 1639 76370 SH SHARED 17 76370 D AMERIPRISE FINL INC COM 03076C10 9430 263429 SH SHARED 263429 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 6 200 SH SHR/OTHR 01 200 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 28 900 SH SHARED 02 900 D AMES NATL CORP COM 03100110 33 1200 SH SHARED 1200 D AMES NATL CORP COM 03100110 49 1800 SH SHARED 17 1800 D AMETEK INC NEW COM 03110010 1931 44947 SH SHARED 20047 24900 D AMETEK INC NEW COM 03110010 3013 70120 SH SHARED 01 53450 16670 D AMETEK INC NEW COM 03110010 1212 28213 SH SHR/OTHR 01 28213 D AMETEK INC NEW COM 03110010 1314 30600 SH SHARED 02 30600 D AMETEK INC NEW COM 03110010 23 540 SH SHARED 10 540 D AMETEK INC NEW COM 03110010 1123 26140 SH SHARED 17 26140 D AMGEN INC NOTE 3/0 031162AL 83101105059000 PRN SHARED 105059000 D AMGEN INC NOTE 3/0 031162AL 830 1050000 PRN SHARED 02 1050000 D AMGEN INC NOTE 3/0 031162AL 395 500000 PRN SHARED 06 500000 D AMGEN INC COM 03116210 79 1000 SH SHARED 1000 D AMGEN INC COM 03116210 290986 3652392 SH SHARED 3327381 325011 D AMGEN INC COM 03116210 30484 382633 SH SHARED 01 163921 218712 D AMGEN INC COM 03116210 13712 172114 SH SHR/OTHR 01 172114 D AMGEN INC COM 03116210 37321 468446 SH SHARED 02 468446 D AMGEN INC COM 03116210 141041 1770324 SH SHARED 04 1766800 3524 D AMGEN INC COM 03116210 1612 20243 SH SHARED 05 15543 4700 D AMGEN INC COM 03116210 12997 163144 SH SHARED 06 163144 D AMGEN INC COM 03116210 175923 2208151 SH SHARED 10 675115 1230740 302296 D AMGEN INC COM 03116210 3667 46030 SH SHR/OTHR 10 46030 D AMGEN INC COM 03116210 8232 103332 SH SHARED 14 103332 D AMGEN INC COM 03116210 50424 632923 SH SHARED 17 628723 4200 D AMGEN INC COM 03116210 13543 170000 SH SHARED 18 170000 D AMGEN INC COM 03116210 111 1400 SH SHARED 19 1400 D AMIS HLDGS INC COM 03153810 99 8400 SH SHARED 6700 1700 D AMIS HLDGS INC COM 03153810 178 15100 SH SHARED 17 15100 D AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH 2643 3000000 PRN SHARED 3000000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 5230 5500000 PRN SHARED 5500000 D AMKOR TECHNOLOGY INC NOTE 5.750% 6/0 031652AN 5064 5325000 PRN SHARED 02 5325000 D AMKOR TECHNOLOGY INC COM 03165210 1821 417734 SH SHARED 408634 9100 D AMKOR TECHNOLOGY INC COM 03165210 588 134970 SH SHARED 17 134970 D AMPAL AMERN ISRAEL CORP CL A 03201510 17 4619 SH SHARED 4619 D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 03201530 4 396 SH SHARED 01 396 D AMPHENOL CORP NEW CL A 03209510 20617 511087 SH SHARED 475687 35400 D AMPHENOL CORP NEW CL A 03209510 1569 38900 SH SHARED 02 38900 D AMPHENOL CORP NEW CL A 03209510 36 900 SH SHARED 06 900 D AMPHENOL CORP NEW CL A 03209510 16 400 SH SHARED 10 400 D AMPHENOL CORP NEW CL A 03209510 100 2500 SH SHARED 14 2500 D AMPHENOL CORP NEW CL A 03209510 538 13357 SH SHARED 17 13357 D AMSOUTH BANCORPORATION COM 03216510 17398 688789 SH SHARED 592306 96483 D AMSOUTH BANCORPORATION COM 03216510 7911 313184 SH SHARED 01 236330 76854 D AMSOUTH BANCORPORATION COM 03216510 301 11945 SH SHR/OTHR 01 11945 D AMSOUTH BANCORPORATION COM 03216510 2916 115477 SH SHARED 02 115477 D AMSOUTH BANCORPORATION COM 03216510 185 7350 SH SHARED 06 7350 D AMSOUTH BANCORPORATION COM 03216510 92622 3666785 SH SHARED 10 3009040 657745 D AMSOUTH BANCORPORATION COM 03216510 181 7200 SH SHR/OTHR 10 7200 D AMSOUTH BANCORPORATION COM 03216510 2644 104700 SH SHARED 15 104700 D AMSOUTH BANCORPORATION COM 03216510 6805 269412 SH SHARED 17 175823 93589 D AMSURG CORP COM 03232P40 118 4340 SH SHARED 4340 D AMSURG CORP COM 03232P40 1086 39700 SH SHARED 01 39400 300 D AMSURG CORP COM 03232P40 21 800 SH SHR/OTHR 01 800 D AMSURG CORP COM 03232P40 262 9598 SH SHARED 02 9598 D AMSURG CORP COM 03232P40 5969 218200 SH SHARED 10 215100 3100 D AMSURG CORP COM 03232P40 8104 296200 SH SHARED 17 294300 1900 D AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD 14784 12890000 PRN SHARED 12890000 D AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD 3148 2745000 PRN SHARED 02 2745000 D AMYLIN PHARMACEUTICALS INC COM 03234610 153001 4397850 SH SHARED 4391350 6500 D AMYLIN PHARMACEUTICALS INC COM 03234610 94 2720 SH SHARED 01 2720 D AMYLIN PHARMACEUTICALS INC COM 03234610 13 400 SH SHR/OTHR 01 400 D AMYLIN PHARMACEUTICALS INC COM 03234610 1463 42072 SH SHARED 02 5872 36200 D AMYLIN PHARMACEUTICALS INC COM 03234610 13000 373690 SH SHARED 04 373690 D AMYLIN PHARMACEUTICALS INC COM 03234610 25 740 SH SHARED 05 740 D AMYLIN PHARMACEUTICALS INC COM 03234610 2365 68000 SH SHARED 10 61400 6600 D AMYLIN PHARMACEUTICALS INC COM 03234610 146 4200 SH SHARED 14 4200 D AMYLIN PHARMACEUTICALS INC COM 03234610 1523 43800 SH SHARED 17 40100 3700 D AMVESCAP PLC SPONSORED ADR 03235E10 588 45178 SH SHARED 45178 D ANADARKO PETE CORP COM 03251110 189785 1982090 SH SHARED 1916435 65655 D ANADARKO PETE CORP COM 03251110 9197 96055 SH SHARED 01 72224 23831 D ANADARKO PETE CORP COM 03251110 2246 23457 SH SHR/OTHR 01 23457 D ANADARKO PETE CORP COM 03251110 5892 61541 SH SHARED 02 61541 D ANADARKO PETE CORP COM 03251110 33416 349000 SH SHARED 04 349000 D ANADARKO PETE CORP COM 03251110 49367 515592 SH SHARED 05 443442 72150 D ANADARKO PETE CORP COM 03251110 21982 229577 SH SHARED 06 229577 D ANADARKO PETE CORP COM 03251110 99093 1034920 SH SHARED 10 775770 259150 D ANADARKO PETE CORP COM 03251110 143 1500 SH SHR/OTHR 10 1500 D ANADARKO PETE CORP COM 03251110 2968 31000 SH SHARED 15 31000 D ANADARKO PETE CORP COM 03251110 51836 541377 SH SHARED 17 540577 800 D ANADIGICS INC NOTE 5.000%11/1 032515AB 2376 2425000 PRN SHARED 2425000 D ANADIGICS INC COM 03251510 388 116903 SH SHARED 116903 D ANADYS PHARMACEUTICALS INC COM 03252Q40 181 16993 SH SHARED 16993 D ANADYS PHARMACEUTICALS INC COM 03252Q40 10830 1015000 SH SHARED 04 1015000 D ANADYS PHARMACEUTICALS INC COM 03252Q40 164 15400 SH SHARED 14 15400 D ANALOG DEVICES INC COM 03265410 73511 1979315 SH SHARED 1897913 81402 D ANALOG DEVICES INC COM 03265410 17 475 SH SHARED 01 300 175 D ANALOG DEVICES INC COM 03265410 306 8255 SH SHR/OTHR 01 8255 D ANALOG DEVICES INC COM 03265410 3234 87087 SH SHARED 02 87087 D ANALOG DEVICES INC COM 03265410 39 1060 SH SHARED 05 1060 D ANALOG DEVICES INC COM 03265410 279 7520 SH SHARED 06 7520 D ANALOG DEVICES INC COM 03265410 458 12350 SH SHARED 10 12350 D ANALOG DEVICES INC COM 03265410 148 4000 SH SHR/OTHR 10 4000 D ANALOG DEVICES INC COM 03265410 7260 195483 SH SHARED 17 193883 1600 D ANALOGIC CORP COM PAR $0.05 03265720 166 3300 SH SHARED 3300 D ANALOGIC CORP COM PAR $0.05 03265720 352 7000 SH SHARED 17 6100 900 D ANAREN INC COM 03274410 54 3900 SH SHARED 2900 1000 D ANAREN INC COM 03274410 136 9670 SH SHARED 17 9670 D ANCHOR BANCORP WIS INC COM 03283910 100 3400 SH SHARED 3400 D ANCHOR BANCORP WIS INC COM 03283910 58 1972 SH SHARED 02 1972 D ANCHOR BANCORP WIS INC COM 03283910 117 4000 SH SHARED 10 4000 D ANCHOR BANCORP WIS INC COM 03283910 518 17600 SH SHARED 17 8400 9200 D ANDERSONS INC COM 03416410 29 1000 SH SHARED 1000 D ANDERSONS INC COM 03416410 49 1700 SH SHARED 17 1700 D ANDREW CORP NOTE 3.250% 8/1 034425AB 31359 30299000 PRN SHARED 30299000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 462 447000 PRN SHARED 02 447000 D ANDREW CORP COM 03442510 3184 285572 SH SHARED 242800 42772 D ANDREW CORP COM 03442510 40 3645 SH SHR/OTHR 01 3645 D ANDREW CORP COM 03442510 434 38932 SH SHARED 02 37932 1000 D ANDREW CORP COM 03442510 806 72365 SH SHARED 10 72365 D ANDREW CORP COM 03442510 17965 1611247 SH SHARED 17 1611247 D ANDRX CORP DEL ANDRX GROUP 03455310 4148 268882 SH SHARED 268882 D ANDRX CORP DEL ANDRX GROUP 03455310 2215 143600 SH SHARED 10 143600 D ANDRX CORP DEL ANDRX GROUP 03455310 1638 106200 SH SHARED 14 106200 D ANDRX CORP DEL ANDRX GROUP 03455310 752 48800 SH SHARED 17 29100 19700 D ANGELICA CORP COM 03466310 37 2080 SH SHARED 2080 D ANGELICA CORP COM 03466310 78 4400 SH SHARED 17 4400 D ANGIODYNAMICS INC COM 03475V10 172 8200 SH SHARED 8200 D ANGIODYNAMICS INC COM 03475V10 37 1800 SH SHARED 17 1800 D ANGLO AMERN PLC ADR 03485P10 301 10000 SH SHARED 01 10000 D ANGLO AMERN PLC ADR 03485P10 724 24000 SH SHR/OTHR 01 24000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 1431 102126 SH SHR/OTHR 102126 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 1328 94770 SH SHARED 94770 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 85 6124 SH SHARED 02 6124 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 30138 710145 SH SHARED 709060 1085 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 203 4800 SH SHARED 01 4800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 551 13000 SH SHR/OTHR 01 13000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 3229 76100 SH SHARED 04 76100 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 21432 505000 SH SHARED 10 505000 D ANHEUSER BUSCH COS INC COM 03522910 47458 1102652 SH SHARED 897732 204920 D ANHEUSER BUSCH COS INC COM 03522910 5236 121661 SH SHARED 01 60700 60961 D ANHEUSER BUSCH COS INC COM 03522910 4932 114592 SH SHR/OTHR 01 114592 D ANHEUSER BUSCH COS INC COM 03522910 7348 170737 SH SHARED 02 170737 D ANHEUSER BUSCH COS INC COM 03522910 266 6203 SH SHARED 04 4713 1490 D ANHEUSER BUSCH COS INC COM 03522910 19 450 SH SHARED 05 450 D ANHEUSER BUSCH COS INC COM 03522910 1657 38514 SH SHARED 06 38514 D ANHEUSER BUSCH COS INC COM 03522910 17998 418188 SH SHARED 10 97606 320582 D ANHEUSER BUSCH COS INC COM 03522910 4377 101700 SH SHR/OTHR 10 101700 D ANHEUSER BUSCH COS INC COM 03522910 3527 81953 SH SHARED 14 81953 D ANHEUSER BUSCH COS INC COM 03522910 753 17500 SH SHARED 15 17500 D ANHEUSER BUSCH COS INC COM 03522910 14077 327089 SH SHARED 17 324089 3000 D ANHEUSER BUSCH COS INC COM 03522910 43 1000 SH SHARED 19 1000 D ANIMAS CORP DEL COM 03525Y10 28 1800 SH SHARED 1800 D ANIMAS CORP DEL COM 03525Y10 92 5900 SH SHARED 02 5900 D ANIMAS CORP DEL COM 03525Y10 3543 225721 SH SHARED 04 225721 D ANIMAS CORP DEL COM 03525Y10 32 2100 SH SHARED 14 2100 D ANIMAS CORP DEL COM 03525Y10 56 3600 SH SHARED 17 3600 D ANIXTER INTL INC NOTE 7/0 035290AG 254 450000 PRN SHARED 02 450000 D ANIXTER INTL INC COM 03529010 241 6000 SH SHARED 6000 D ANIXTER INTL INC COM 03529010 70 1751 SH SHARED 02 1751 D ANIXTER INTL INC COM 03529010 134 3330 SH SHARED 10 830 2500 D ANIXTER INTL INC COM 03529010 12006 297700 SH SHARED 17 296000 1700 D ANNALY MTG MGMT INC COM 03571040 3250 251000 SH SHARED 250500 500 D ANNALY MTG MGMT INC COM 03571040 103 8000 SH SHR/OTHR 01 8000 D ANNALY MTG MGMT INC COM 03571040 154 11900 SH SHARED 02 11900 D ANNALY MTG MGMT INC COM 03571040 36 2800 SH SHARED 10 2800 D ANNTAYLOR STORES CORP COM 03611510 4940 186069 SH SHARED 162169 23900 D ANNTAYLOR STORES CORP COM 03611510 1067 40200 SH SHARED 02 40200 D ANNTAYLOR STORES CORP COM 03611510 441 16617 SH SHARED 10 16217 400 D ANNTAYLOR STORES CORP COM 03611510 13 500 SH SHARED 17 500 D ANOORAQ RES CORP COM 03633E10 45 58000 SH SHARED 01 58000 D ANOORAQ RES CORP COM 03633E10 1580 2000000 SH SHARED 10 2000000 D ANSOFT CORP COM 03638410 29 1000 SH SHARED 1000 D ANSOFT CORP COM 03638410 24 825 SH SHR/OTHR 01 825 D ANSOFT CORP COM 03638410 2240 77000 SH SHARED 10 77000 D ANSOFT CORP COM 03638410 104 3600 SH SHARED 17 3600 D ANSYS INC COM 03662Q10 250 6500 SH SHARED 4700 1800 D ANSYS INC COM 03662Q10 115 3005 SH SHARED 02 3005 D ANSYS INC COM 03662Q10 953 24760 SH SHARED 10 1860 22900 D ANSYS INC COM 03662Q10 1458 37900 SH SHARED 17 14900 23000 D ANTEON INTL CORP COM 03674E10 1863 43585 SH SHARED 32885 10700 D ANTEON INTL CORP COM 03674E10 572 13400 SH SHARED 02 13400 D ANTEON INTL CORP COM 03674E10 4784 111900 SH SHARED 04 111900 D ANTEON INTL CORP COM 03674E10 24 580 SH SHARED 05 580 D ANTEON INTL CORP COM 03674E10 350 8200 SH SHARED 10 8200 D ANTEON INTL CORP COM 03674E10 1257 29400 SH SHARED 17 16700 12700 D ANTHRACITE CAP INC COM 03702310 90 7800 SH SHARED 7800 D ANTHRACITE CAP INC COM 03702310 1160 100200 SH SHARED 10 100200 D ANTHRACITE CAP INC COM 03702310 242 20900 SH SHARED 17 20900 D ANTIGENICS INC DEL COM 03703210 31 5900 SH SHARED 5900 D ANTIGENICS INC DEL COM 03703210 82 15300 SH SHARED 17 15300 D ANWORTH MORTGAGE ASSET CP COM 03734710 1295 156679 SH SHARED 156679 D ANWORTH MORTGAGE ASSET CP COM 03734710 126 15300 SH SHARED 17 15300 D AO TATNEFT SPON ADR REG S 03737P30 14240 221292 SH SHARED 221292 D AO TATNEFT SPON ADR REG S 03737P30 32046 498000 SH SHARED 04 498000 D AO TATNEFT SPON ADR REG S 03737P30 18822 292500 SH SHARED 06 292500 D AON CORP COM 03738910 20350 634354 SH SHARED 572847 61507 D AON CORP COM 03738910 2297 71631 SH SHARED 02 71631 D AON CORP COM 03738910 9 300 SH SHARED 05 300 D AON CORP COM 03738910 160 4992 SH SHARED 06 4992 D AON CORP COM 03738910 1417 44200 SH SHARED 10 40100 4100 D AON CORP COM 03738910 7343 228915 SH SHARED 17 228915 D APACHE CORP COM 03741110 146258 1944407 SH SHARED 1844940 99467 D APACHE CORP COM 03741110 41353 549769 SH SHARED 01 303381 246388 D APACHE CORP COM 03741110 4861 64635 SH SHR/OTHR 01 64635 D APACHE CORP COM 03741110 6381 84844 SH SHARED 02 84844 D APACHE CORP COM 03741110 44004 585005 SH SHARED 04 579900 5105 D APACHE CORP COM 03741110 41377 550081 SH SHARED 05 379631 170450 D APACHE CORP COM 03741110 38394 510424 SH SHARED 06 510424 D APACHE CORP COM 03741110 28718 381792 SH SHARED 10 320647 61145 D APACHE CORP COM 03741110 15 200 SH SHR/OTHR 10 200 D APACHE CORP COM 03741110 323 4300 SH SHARED 14 4300 D APACHE CORP COM 03741110 1353 18000 SH SHARED 15 18000 D APACHE CORP COM 03741110 1805 24000 SH SHARED 16 24000 D APACHE CORP COM 03741110 107574 1430128 SH SHARED 17 1416128 14000 D APACHE CORP COM 03741110 132 1764 SH SHARED 18 1764 D APACHE CORP COM 03741110 12287 163349 SH SHARED 19 163349 D APARTMENT INVT & MGMT CO CL A 03748R10 7027 181207 SH SHARED 160267 20940 D APARTMENT INVT & MGMT CO CL A 03748R10 823 21232 SH SHARED 02 21232 D APARTMENT INVT & MGMT CO CL A 03748R10 174 4500 SH SHARED 04 4500 D APARTMENT INVT & MGMT CO CL A 03748R10 1807 46600 SH SHARED 10 46600 D APARTMENT INVT & MGMT CO CL A 03748R10 326823 8427634 SH SHARED 11 8427634 D APARTMENT INVT & MGMT CO CL A 03748R10 2101 54200 SH SHARED 17 44400 9800 D APOGEE ENTERPRISES INC COM 03759810 71 4200 SH SHARED 4200 D APOGEE ENTERPRISES INC COM 03759810 572 33500 SH SHARED 10 33500 D APOGEE ENTERPRISES INC COM 03759810 230 13500 SH SHARED 17 13500 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 65200 54790000 PRN SHARED 54790000 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 5355 4500000 PRN SHARED 02 4500000 D APOLLO GROUP INC CL A 03760410 41116 619318 SH SHARED 580627 38691 D APOLLO GROUP INC CL A 03760410 8 125 SH SHARED 01 125 D APOLLO GROUP INC CL A 03760410 2814 42399 SH SHARED 02 42399 D APOLLO GROUP INC CL A 03760410 6 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 212 3200 SH SHARED 06 3200 D APOLLO GROUP INC CL A 03760410 139 2100 SH SHARED 10 2100 D APOLLO GROUP INC CL A 03760410 6927 104352 SH SHARED 17 103652 700 D APOLLO GROUP INC CL A 03760410 515 7767 SH SHARED 18 7767 D APOLLO INVT CORP COM 03761U10 6287 317541 SH SHARED 317541 D APOLLO INVT CORP COM 03761U10 3462 174858 SH SHARED 10 174858 D APOLLO INVT CORP COM 03761U10 1376 69523 SH SHARED 17 25323 44200 D APPLE COMPUTER INC COM 03783310 251619 4693527 SH SHARED 4515238 178289 D APPLE COMPUTER INC COM 03783310 26 500 SH SHARED 01 500 D APPLE COMPUTER INC COM 03783310 123 2300 SH SHR/OTHR 01 2300 D APPLE COMPUTER INC COM 03783310 23966 447048 SH SHARED 02 447048 D APPLE COMPUTER INC COM 03783310 21095 393500 SH SHARED 04 389500 4000 D APPLE COMPUTER INC COM 03783310 24 460 SH SHARED 05 460 D APPLE COMPUTER INC COM 03783310 2551 47592 SH SHARED 06 47592 D APPLE COMPUTER INC COM 03783310 77402 1443810 SH SHARED 10 280600 692200 471010 D APPLE COMPUTER INC COM 03783310 999 18646 SH SHARED 14 18646 D APPLE COMPUTER INC COM 03783310 17999 335740 SH SHARED 17 332640 3100 D APPLE COMPUTER INC COM 03783310 128 2400 SH SHARED 19 2400 D APPLEBEES INTL INC COM 03789910 9913 479166 SH SHARED 448079 31087 D APPLEBEES INTL INC COM 03789910 933 45138 SH SHARED 02 45138 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 3377 3263000 PRN SHARED 3263000 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 6727 6500000 PRN SHARED 02 6500000 D APRIA HEALTHCARE GROUP INC COM 03793310 1232 38634 SH SHARED 20734 17900 D APRIA HEALTHCARE GROUP INC COM 03793310 539 16900 SH SHARED 02 16900 D APRIA HEALTHCARE GROUP INC COM 03793310 86 2700 SH SHARED 10 2700 D APRIA HEALTHCARE GROUP INC COM 03793310 1244 39000 SH SHARED 17 20500 18500 D APPLERA CORP COM AP BIO GRP 03802010 27578 1186689 SH SHARED 1141498 45191 D APPLERA CORP COM AP BIO GRP 03802010 1019 43848 SH SHARED 02 43848 D APPLERA CORP COM AP BIO GRP 03802010 92 3975 SH SHARED 06 3975 D APPLERA CORP COM AP BIO GRP 03802010 32 1400 SH SHARED 10 1400 D APPLERA CORP COM AP BIO GRP 03802010 162 7000 SH SHARED 14 7000 D APPLERA CORP COM AP BIO GRP 03802010 2378 102364 SH SHARED 17 102364 D APPLERA CORP COM CE GEN GRP 03802020 1951 160866 SH SHARED 155866 5000 D APPLERA CORP COM CE GEN GRP 03802020 98 8100 SH SHARED 10 8100 D APPLERA CORP COM CE GEN GRP 03802020 413 34100 SH SHARED 17 28300 5800 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 26 9400 SH SHARED 9400 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 57 20300 SH SHARED 17 20300 D APPLIED FILMS CORP COM 03819710 285 13600 SH SHARED 2100 11500 D APPLIED FILMS CORP COM 03819710 468 22300 SH SHARED 17 7000 15300 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 161 4500 SH SHARED 4500 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 68 1916 SH SHARED 02 1916 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 1675 46700 SH SHARED 10 1800 44900 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 907 25300 SH SHARED 17 10700 14600 D APPLIED MICRO CIRCUITS CORP COM 03822W10 2236 745362 SH SHARED 745362 D APPLIED MICRO CIRCUITS CORP COM 03822W10 4 1350 SH SHARED 01 1350 D APPLIED MICRO CIRCUITS CORP COM 03822W10 114 38287 SH SHARED 02 38287 D APPLIED MICRO CIRCUITS CORP COM 03822W10 142 47500 SH SHARED 06 47500 D APPLIED MICRO CIRCUITS CORP COM 03822W10 3425 1141800 SH SHARED 10 1141800 D APPLIED MICRO CIRCUITS CORP COM 03822W10 555 185100 SH SHARED 14 185100 D APPLIED MICRO CIRCUITS CORP COM 03822W10 782 260983 SH SHARED 17 260983 D APPLIED MATLS INC COM 03822210 106253 6264923 SH SHARED 5855762 409161 D APPLIED MATLS INC COM 03822210 14967 882501 SH SHARED 01 618973 263528 D APPLIED MATLS INC COM 03822210 3322 195925 SH SHR/OTHR 01 195925 D APPLIED MATLS INC COM 03822210 12121 714690 SH SHARED 02 714690 D APPLIED MATLS INC COM 03822210 12253 722500 SH SHARED 04 717000 5500 D APPLIED MATLS INC COM 03822210 4277 252230 SH SHARED 05 236540 15690 D APPLIED MATLS INC COM 03822210 2272 133981 SH SHARED 06 133981 D APPLIED MATLS INC COM 03822210 242803 14316242 SH SHARED 10 10055750 1808320 2452172 D APPLIED MATLS INC COM 03822210 944 55700 SH SHR/OTHR 10 55700 D APPLIED MATLS INC COM 03822210 8894 524454 SH SHARED 14 524454 D APPLIED MATLS INC COM 03822210 6805 401250 SH SHARED 15 401250 D APPLIED MATLS INC COM 03822210 15456 911365 SH SHARED 17 906065 5300 D APPLIED MATLS INC COM 03822210 397 23450 SH SHARED 19 23450 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 32 1700 SH SHARED 1700 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 87 4600 SH SHARED 02 4600 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 15 800 SH SHARED 10 400 400 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 7561 396300 SH SHARED 17 396300 D APTARGROUP INC COM 03833610 642 12900 SH SHARED 12900 D APTARGROUP INC COM 03833610 174 3500 SH SHARED 02 3500 D APTARGROUP INC COM 03833610 363 7300 SH SHARED 17 7300 D AQUA AMERICA INC COM 03836W10 2734 71930 SH SHARED 40287 31643 D AQUA AMERICA INC COM 03836W10 190 5000 SH SHARED 01 5000 D AQUA AMERICA INC COM 03836W10 45 1190 SH SHR/OTHR 01 1190 D AQUA AMERICA INC COM 03836W10 1802 47421 SH SHARED 02 47421 D AQUANTIVE INC COM 03839G10 191 9500 SH SHARED 8300 1200 D AQUANTIVE INC COM 03839G10 40 2000 SH SHR/OTHR 01 2000 D AQUANTIVE INC COM 03839G10 28 1400 SH SHARED 02 1400 D AQUANTIVE INC COM 03839G10 3355 166700 SH SHARED 04 166700 D AQUANTIVE INC COM 03839G10 287 14300 SH SHARED 10 14300 D AQUANTIVE INC COM 03839G10 7465 370859 SH SHARED 17 341059 29800 D AQUILA INC COM 03840P10 872 220360 SH SHARED 100160 120200 D AQUILA INC COM 03840P10 7 1983 SH SHR/OTHR 01 1983 D AQUILA INC COM 03840P10 503 127200 SH SHARED 02 127200 D AQUILA INC COM 03840P10 1112 280900 SH SHARED 14 280900 D AQUILA INC COM 03840P10 587 148300 SH SHARED 17 148300 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 2682 66100 SH SHARED 01 66100 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 9982 246000 SH SHARED 04 246000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 1574 38800 SH SHARED 06 38800 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 11663 287430 SH SHARED 10 287000 430 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 170 4200 SH SHARED 17 4200 D ARAMARK CORP CL B 03852110 643 24100 SH SHARED 24100 D ARAMARK CORP CL B 03852110 194 7278 SH SHARED 02 7278 D ARAMARK CORP CL B 03852110 918 34369 SH SHARED 17 34369 D ARBINET THEXCHANGE INC COM 03875P10 7 1000 SH SHARED 1000 D ARBITRON INC COM 03875Q10 224 5639 SH SHARED 4700 939 D ARBITRON INC COM 03875Q10 37 945 SH SHR/OTHR 01 945 D ARBITRON INC COM 03875Q10 163 4100 SH SHARED 02 4100 D ARBITRON INC COM 03875Q10 4030 101160 SH SHARED 10 360 100800 D ARBITRON INC COM 03875Q10 2270 57000 SH SHARED 17 15000 42000 D ARBOR RLTY TR INC COM 03892310 53 1900 SH SHARED 1900 D ARBOR RLTY TR INC COM 03892310 129 4600 SH SHARED 17 4600 D ARCH CHEMICALS INC COM 03937R10 83 3600 SH SHARED 3600 D ARCH CHEMICALS INC COM 03937R10 34 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 9 400 SH SHARED 02 400 D ARCH CHEMICALS INC COM 03937R10 81 3500 SH SHARED 10 3500 D ARCH CHEMICALS INC COM 03937R10 308 13288 SH SHARED 17 10988 2300 D ARCH COAL INC COM 03938010 19634 290876 SH SHARED 268176 22700 D ARCH COAL INC COM 03938010 1964 29100 SH SHARED 02 29100 D ARCH COAL INC COM 03938010 13 200 SH SHARED 10 200 D ARCH COAL INC COM 03938010 33 500 SH SHARED 17 500 D ARCH COAL INC PFD CV 5% PERP 03938020 94637 579000 SH SHARED 579000 D ARCHER DANIELS MIDLAND CO COM 03948310 31173 1264132 SH SHARED 1092224 171908 D ARCHER DANIELS MIDLAND CO COM 03948310 406 16464 SH SHR/OTHR 01 16464 D ARCHER DANIELS MIDLAND CO COM 03948310 3884 157510 SH SHARED 02 157510 D ARCHER DANIELS MIDLAND CO COM 03948310 3304 134000 SH SHARED 04 134000 D ARCHER DANIELS MIDLAND CO COM 03948310 9 394 SH SHARED 05 394 D ARCHER DANIELS MIDLAND CO COM 03948310 6940 281465 SH SHARED 06 281465 D ARCHER DANIELS MIDLAND CO COM 03948310 26504 1074800 SH SHARED 10 142900 931900 D ARCHER DANIELS MIDLAND CO COM 03948310 811 32915 SH SHARED 14 32915 D ARCHER DANIELS MIDLAND CO COM 03948310 9837 398945 SH SHARED 17 275245 123700 D ARCHIPELAGO HLDG INC COM 03957A10 11997 301060 SH SHARED 301060 D ARCHIPELAGO HLDG INC COM 03957A10 4582 115000 SH SHARED 02 115000 D ARCHIPELAGO HLDG INC COM 03957A10 996 25000 SH SHARED 04 25000 D ARCHIPELAGO HLDG INC COM 03957A10 107 2700 SH SHARED 10 2700 D ARCHIPELAGO HLDG INC COM 03957A10 498 12500 SH SHARED 17 11000 1500 D ARCHSTONE SMITH TR COM 03958310 9898 248274 SH SHARED 220052 28222 D ARCHSTONE SMITH TR COM 03958310 55 1400 SH SHARED 01 1400 D ARCHSTONE SMITH TR COM 03958310 131 3300 SH SHR/OTHR 01 3300 D ARCHSTONE SMITH TR COM 03958310 2193 55006 SH SHARED 02 55006 D ARCHSTONE SMITH TR COM 03958310 857 21500 SH SHARED 04 21500 D ARCHSTONE SMITH TR COM 03958310 7 200 SH SHARED 05 200 D ARCHSTONE SMITH TR COM 03958310 175 4400 SH SHARED 10 4400 D ARCHSTONE SMITH TR COM 03958310 329278 8258807 SH SHARED 11 8258807 D ARCHSTONE SMITH TR COM 03958310 4603 115475 SH SHARED 17 114075 1400 D ARCTIC CAT INC COM 03967010 84 4100 SH SHARED 2000 2100 D ARCTIC CAT INC COM 03967010 129 6281 SH SHARED 02 6281 D ARCTIC CAT INC COM 03967010 139 6800 SH SHARED 17 6800 D ARDEN GROUP INC CL A 03976210 15 200 SH SHARED 200 D ARDEN GROUP INC CL A 03976210 30 400 SH SHARED 17 400 D ARDEN RLTY INC COM 03979310 20 500 SH SHARED 500 D ARDEN RLTY INC COM 03979310 267 6500 SH SHARED 02 6500 D ARDEN RLTY INC COM 03979310 605 14700 SH SHARED 04 14700 D ARDEN RLTY INC COM 03979310 324756 7888185 SH SHARED 11 7888185 D ARDEN RLTY INC COM 03979310 617 15000 SH SHARED 17 15000 D ARENA PHARMACEUTICALS INC COM 04004710 110 11190 SH SHARED 11190 D ARENA PHARMACEUTICALS INC COM 04004710 9048 914000 SH SHARED 04 914000 D ARENA PHARMACEUTICALS INC COM 04004710 29 3000 SH SHARED 06 3000 D ARENA PHARMACEUTICALS INC COM 04004710 126 12800 SH SHARED 14 12800 D ARENA PHARMACEUTICALS INC COM 04004710 168 17000 SH SHARED 17 17000 D ARENA RESOURCES INC COM 04004910 1183 47895 SH SHARED 47895 D ARES CAP CORP COM 04010L10 11144 684573 SH SHARED 684573 D ARES CAP CORP COM 04010L10 156 9600 SH SHARED 17 9600 D ARGON ST INC COM 04014910 35 1200 SH SHARED 1200 D ARGON ST INC COM 04014910 3029 103250 SH SHARED 17 103250 D ARGONAUT GROUP INC COM 04015710 178 6600 SH SHARED 4200 2400 D ARGONAUT GROUP INC COM 04015710 1563 57900 SH SHARED 10 57900 D ARGONAUT GROUP INC COM 04015710 1050 38900 SH SHARED 17 10400 28500 D ARGOSY GAMING CO COM 04022810 19786 421088 SH SHARED 410988 10100 D ARGOSY GAMING CO COM 04022810 413 8800 SH SHARED 02 8800 D ARGOSY GAMING CO COM 04022810 272 5800 SH SHARED 10 5800 D ARGOSY GAMING CO COM 04022810 1213 25831 SH SHARED 17 10731 15100 D ARIAD PHARMACEUTICALS INC COM 04033A10 76 10300 SH SHARED 9200 1100 D ARIAD PHARMACEUTICALS INC COM 04033A10 5751 774055 SH SHARED 04 774055 D ARIAD PHARMACEUTICALS INC COM 04033A10 89 12000 SH SHARED 14 12000 D ARIAD PHARMACEUTICALS INC COM 04033A10 176 23700 SH SHARED 17 23700 D ARIBA INC COM NEW 04033V20 150 26459 SH SHARED 20159 6300 D ARIBA INC COM NEW 04033V20 233 41000 SH SHARED 04 41000 D ARIBA INC COM NEW 04033V20 14 2600 SH SHARED 10 2600 D ARIBA INC COM NEW 04033V20 144 25321 SH SHARED 17 25321 D ARKANSAS BEST CORP DEL COM 04079010 129 3700 SH SHARED 3700 D ARKANSAS BEST CORP DEL COM 04079010 1143 32800 SH SHARED 02 32800 D ARKANSAS BEST CORP DEL COM 04079010 3466 99400 SH SHARED 10 99400 D ARKANSAS BEST CORP DEL COM 04079010 379 10889 SH SHARED 17 10889 D ARM HLDGS PLC SPONSORED ADR 04206810 0 10 SH SHARED 10 D ARM HLDGS PLC SPONSORED ADR 04206810 309 49317 SH SHARED 02 49317 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC 16182 16215000 PRN SHARED 16215000 D ARMOR HOLDINGS INC COM 04226010 9683 225140 SH SHARED 225140 D ARMOR HOLDINGS INC COM 04226010 240 5587 SH SHARED 02 5587 D ARMOR HOLDINGS INC COM 04226010 94 2200 SH SHARED 10 2200 D ARMOR HOLDINGS INC COM 04226010 707 16441 SH SHARED 17 15041 1400 D ARQULE INC COM 04269E10 36 4700 SH SHARED 4700 D ARQULE INC COM 04269E10 74 9500 SH SHARED 17 9500 D ARRIS GROUP INC COM 04269Q10 284 24000 SH SHARED 15500 8500 D ARRIS GROUP INC COM 04269Q10 526 44400 SH SHARED 10 44400 D ARRIS GROUP INC COM 04269Q10 705 59500 SH SHARED 17 41300 18200 D ARRAY BIOPHARMA INC COM 04269X10 33 4700 SH SHARED 4700 D ARRAY BIOPHARMA INC COM 04269X10 3085 429700 SH SHARED 04 429700 D ARRAY BIOPHARMA INC COM 04269X10 43 6000 SH SHARED 14 6000 D ARRAY BIOPHARMA INC COM 04269X10 110 15400 SH SHARED 17 15400 D ARROW ELECTRS INC DBCV 2/2 042735AY 5879 10867000 PRN SHARED 10867000 D ARROW ELECTRS INC COM 04273510 3618 115371 SH SHARED 71771 43600 D ARROW ELECTRS INC COM 04273510 1690 53900 SH SHARED 02 53900 D ARROW ELECTRS INC COM 04273510 65 2100 SH SHARED 17 2100 D ARROW FINL CORP COM 04274410 40 1501 SH SHARED 1501 D ARROW FINL CORP COM 04274410 105 3893 SH SHARED 17 3893 D ARROW INTL INC COM 04276410 90 3200 SH SHARED 3200 D ARROW INTL INC COM 04276410 166 5900 SH SHARED 02 5900 D ARROW INTL INC COM 04276410 231 8200 SH SHARED 17 8200 D ART TECHNOLOGY GROUP INC COM 04289L10 18 17800 SH SHARED 17800 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 3533 2691000 PRN SHARED 2691000 D ARTESYN TECHNOLOGIES INC NOTE 5.500% 8/1 043127AB 1313 1000000 PRN SHARED 02 1000000 D ARTESYN TECHNOLOGIES INC COM 04312710 129 13889 SH SHARED 13889 D ARTESYN TECHNOLOGIES INC COM 04312710 151 16307 SH SHARED 17 16307 D ARTHROCARE CORP COM 04313610 152 3800 SH SHARED 3800 D ARTHROCARE CORP COM 04313610 1977 49175 SH SHARED 01 48775 400 D ARTHROCARE CORP COM 04313610 40 1000 SH SHR/OTHR 01 1000 D ARTHROCARE CORP COM 04313610 305 7600 SH SHARED 05 7600 D ARTHROCARE CORP COM 04313610 11594 288270 SH SHARED 10 285370 2900 D ARTHROCARE CORP COM 04313610 15432 383700 SH SHARED 17 381500 2200 D ARVINMERITOR INC COM 04335310 2244 134253 SH SHARED 107753 26500 D ARVINMERITOR INC COM 04335310 490 29310 SH SHARED 02 29310 D ARVINMERITOR INC COM 04335310 1357 81200 SH SHARED 10 81200 D ARVINMERITOR INC COM 04335310 824 49300 SH SHARED 17 46000 3300 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 34 2000 SH SHARED 2000 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 80 4700 SH SHARED 17 4700 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 57 5300 SH SHARED 5300 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 504 46900 SH SHARED 10 46900 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 190 17700 SH SHARED 17 17700 D ASHLAND INC NEW COM 04420910 21708 392988 SH SHARED 383788 9200 D ASHLAND INC NEW COM 04420910 898 16273 SH SHARED 02 16273 D ASHLAND INC NEW COM 04420910 42 763 SH SHARED 04 763 D ASHLAND INC NEW COM 04420910 1276 23100 SH SHARED 10 22900 200 D ASHLAND INC NEW COM 04420910 2187 39594 SH SHARED 17 39594 D ASIA PAC FD INC COM 04490110 243 15000 SH SHR/OTHR 01 15000 D ASIA TIGERS FD INC COM 04516T10 63 4612 SH SHARED 4612 D ASIAINFO HLDGS INC COM 04518A10 24 5000 SH SHARED 5000 D ASIAINFO HLDGS INC COM 04518A10 9 1900 SH SHARED 10 1900 D ASIAINFO HLDGS INC COM 04518A10 86 17900 SH SHARED 17 17900 D ASPECT MED SYS INC COM 04523510 71 2400 SH SHARED 2400 D ASPECT MED SYS INC COM 04523510 174 5900 SH SHARED 17 5900 D ASPEN TECHNOLOGY INC COM 04532710 203 32500 SH SHARED 30400 2100 D ASPEN TECHNOLOGY INC COM 04532710 123 19796 SH SHARED 17 19796 D ASSET ACCEP CAP CORP COM 04543P10 35 1200 SH SHARED 1200 D ASSET ACCEP CAP CORP COM 04543P10 386 12900 SH SHARED 17 12900 D ASSOCIATED BANC CORP COM 04548710 3399 111535 SH SHARED 70728 40807 D ASSOCIATED BANC CORP COM 04548710 1737 57000 SH SHARED 02 57000 D ASSOCIATED BANC CORP COM 04548710 304 10000 SH SHARED 17 10000 D ASSOCIATED ESTATES RLTY CORP COM 04560410 0 100 SH SHARED 02 100 D ASSURANT INC COM 04621X10 229 6030 SH SHARED 6030 D ASSURANT INC COM 04621X10 152 4005 SH SHARED 01 4005 D ASSURANT INC COM 04621X10 1157 30400 SH SHARED 02 30400 D ASSURANT INC COM 04621X10 4072 107010 SH SHARED 04 107010 D ASSURANT INC COM 04621X10 28 750 SH SHARED 05 750 D ASSURANT INC COM 04621X10 152 4000 SH SHARED 17 4000 D ASTA FDG INC COM 04622010 103 3400 SH SHARED 3400 D ASTA FDG INC COM 04622010 39 1300 SH SHARED 02 1300 D ASTA FDG INC COM 04622010 188 6200 SH SHARED 17 4800 1400 D ASTEC INDS INC COM 04622410 70 2500 SH SHARED 2500 D ASTEC INDS INC COM 04622410 118 4176 SH SHARED 02 4176 D ASTEC INDS INC COM 04622410 197 6960 SH SHARED 17 6960 D ASTORIA FINL CORP COM 04626510 1327 50230 SH SHARED 11080 39150 D ASTORIA FINL CORP COM 04626510 1377 52150 SH SHARED 02 52150 D ASTORIA FINL CORP COM 04626510 1819 68850 SH SHARED 10 68850 D ASTORIA FINL CORP COM 04626510 105 4000 SH SHARED 17 4000 D ASTRAZENECA PLC SPONSORED ADR 04635310 29965 636200 SH SHARED 636200 D ASTRAZENECA PLC SPONSORED ADR 04635310 697 14800 SH SHARED 01 14800 D ASTRAZENECA PLC SPONSORED ADR 04635310 1483 31500 SH SHARED 02 31500 D ASTRAZENECA PLC SPONSORED ADR 04635310 409 8700 SH SHARED 06 8700 D ASTRAZENECA PLC SPONSORED ADR 04635310 625 13287 SH SHARED 10 13287 D ASTRAZENECA PLC SPONSORED ADR 04635310 2194 46600 SH SHARED 14 46600 D AT ROAD INC COM 04648K10 183 40000 SH SHARED 10 40000 D ASYST TECHNOLOGY CORP COM 04648X10 130 28085 SH SHARED 28085 D ASYST TECHNOLOGY CORP COM 04648X10 103 22300 SH SHARED 17 22300 D ATARI INC COM 04651M10 37 26200 SH SHARED 26200 D ATARI INC COM 04651M10 19 13640 SH SHARED 17 13640 D ATHEROS COMMUNICATIONS INC COM 04743P10 96 9900 SH SHARED 5400 4500 D ATHEROS COMMUNICATIONS INC COM 04743P10 4 500 SH SHARED 01 500 D ATHEROS COMMUNICATIONS INC COM 04743P10 7736 792700 SH SHARED 10 792700 D ATHEROS COMMUNICATIONS INC COM 04743P10 113 11600 SH SHARED 17 11600 D ATHEROGENICS INC NOTE 4.500% 9/0 047439AB 3618 2925000 PRN SHARED 2925000 D ATHEROGENICS INC NOTE 4.500% 9/0 047439AB 1951 1578000 PRN SHARED 02 1578000 D ATHEROGENICS INC COM 04743910 466 29100 SH SHARED 21800 7300 D ATHEROGENICS INC COM 04743910 693 43277 SH SHARED 02 43277 D ATHEROGENICS INC COM 04743910 18790 1172200 SH SHARED 04 1172200 D ATHEROGENICS INC COM 04743910 8 500 SH SHARED 06 500 D ATHEROGENICS INC COM 04743910 9 600 SH SHARED 10 200 400 D ATHEROGENICS INC COM 04743910 251 15700 SH SHARED 14 15700 D ATHEROGENICS INC COM 04743910 237 14800 SH SHARED 17 14800 D ATLAS AMER INC COM 04916710 83 1700 SH SHARED 1700 D ATLAS AMER INC COM 04916710 15 326 SH SHARED 01 326 D ATLAS AMER INC COM 04916710 256 5255 SH SHARED 17 4155 1100 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 3489 71500 SH SHARED 71500 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 463 9500 SH SHR/OTHR 01 9500 D ATMEL CORP SDCV 5/2 049513AE 31652 67202000 PRN SHARED 67202000 D ATMEL CORP SDCV 5/2 049513AE 242 515000 PRN SHARED 02 515000 D ATMEL CORP COM 04951310 1189 577616 SH SHARED 496816 80800 D ATMEL CORP COM 04951310 340 165411 SH SHARED 02 165411 D ATMEL CORP COM 04951310 326 158700 SH SHARED 17 158700 D ATMOS ENERGY CORP COM 04956010 211 7500 SH SHARED 7100 400 D ATMOS ENERGY CORP COM 04956010 237 8400 SH SHARED 02 8400 D ATMOS ENERGY CORP COM 04956010 101 3600 SH SHARED 10 3600 D ATMOS ENERGY CORP COM 04956010 330 11700 SH SHARED 17 11700 D ATRICURE INC COM 04963C20 2068 148800 SH SHARED 04 148800 D ATRICURE INC COM 04963C20 20 1500 SH SHARED 14 1500 D ATWOOD OCEANICS INC COM 05009510 6787 80600 SH SHARED 80600 D ATWOOD OCEANICS INC COM 05009510 1732 20575 SH SHARED 01 20425 150 D ATWOOD OCEANICS INC COM 05009510 31 375 SH SHR/OTHR 01 375 D ATWOOD OCEANICS INC COM 05009510 50 600 SH SHARED 02 600 D ATWOOD OCEANICS INC COM 05009510 7907 93900 SH SHARED 10 92700 1200 D ATWOOD OCEANICS INC COM 05009510 13844 164400 SH SHARED 17 163700 700 D AUDIBLE INC COM NEW 05069A30 138 11300 SH SHARED 3800 7500 D AUDIBLE INC COM NEW 05069A30 8 700 SH SHARED 10 700 D AUDIBLE INC COM NEW 05069A30 105 8600 SH SHARED 17 8600 D AUDIOVOX CORP CL A 05075710 37 2700 SH SHARED 2700 D AUDIOVOX CORP CL A 05075710 24 1725 SH SHARED 02 1725 D AUDIOVOX CORP CL A 05075710 546 39100 SH SHARED 10 3000 36100 D AUDIOVOX CORP CL A 05075710 529 37900 SH SHARED 17 8800 29100 D AUGUST TECHNOLOGY CORP COM 05106U10 53 4987 SH SHARED 3887 1100 D AUGUST TECHNOLOGY CORP COM 05106U10 94 8900 SH SHARED 17 8900 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 18 200 SH SHARED 01 200 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 977 10657 SH SHARED 10 10657 D AUTHENTIDATE HLDG CORP COM 05266610 12 5000 SH SHR/OTHR 01 5000 D AUTOBYTEL INC COM 05275N10 172 34345 SH SHARED 34345 D AUTOBYTEL INC COM 05275N10 101 20200 SH SHARED 17 20200 D AUTODESK INC COM 05276910 38863 836851 SH SHARED 774051 62800 D AUTODESK INC COM 05276910 139 3000 SH SHARED 01 3000 D AUTODESK INC COM 05276910 2570 55359 SH SHARED 02 55359 D AUTODESK INC COM 05276910 664 14306 SH SHARED 06 14306 D AUTODESK INC COM 05276910 1764 38000 SH SHARED 10 32000 6000 D AUTODESK INC COM 05276910 451 9728 SH SHARED 14 9728 D AUTODESK INC COM 05276910 4724 101734 SH SHARED 17 101734 D AUTOLIV INC COM 05280010 702 16140 SH SHARED 14300 1840 D AUTOLIV INC COM 05280010 6 153 SH SHR/OTHR 01 153 D AUTOLIV INC COM 05280010 426 9800 SH SHARED 02 9800 D AUTOLIV INC COM 05280010 139 3199 SH SHARED 06 3199 D AUTOLIV INC COM 05280010 100 2300 SH SHARED 10 2300 D AUTOMATIC DATA PROCESSING IN COM 05301510 126259 2933539 SH SHARED 2786419 147120 D AUTOMATIC DATA PROCESSING IN COM 05301510 15531 360857 SH SHARED 01 237766 123091 D AUTOMATIC DATA PROCESSING IN COM 05301510 2153 50044 SH SHR/OTHR 01 50044 D AUTOMATIC DATA PROCESSING IN COM 05301510 5255 122103 SH SHARED 02 122103 D AUTOMATIC DATA PROCESSING IN COM 05301510 78212 1817200 SH SHARED 04 1817200 D AUTOMATIC DATA PROCESSING IN COM 05301510 15 350 SH SHARED 05 350 D AUTOMATIC DATA PROCESSING IN COM 05301510 6183 143659 SH SHARED 06 143659 D AUTOMATIC DATA PROCESSING IN COM 05301510 202101 4695673 SH SHARED 10 3824955 870718 D AUTOMATIC DATA PROCESSING IN COM 05301510 619 14400 SH SHR/OTHR 10 14400 D AUTOMATIC DATA PROCESSING IN COM 05301510 4036 93791 SH SHARED 14 93791 D AUTOMATIC DATA PROCESSING IN COM 05301510 3873 90000 SH SHARED 15 90000 D AUTOMATIC DATA PROCESSING IN COM 05301510 2152 50000 SH SHARED 16 50000 D AUTOMATIC DATA PROCESSING IN COM 05301510 10869 252545 SH SHARED 17 250645 1900 D AUTONATION INC COM 05329W10 5756 288274 SH SHARED 230574 57700 D AUTONATION INC COM 05329W10 83 4200 SH SHARED 01 4200 D AUTONATION INC COM 05329W10 1644 82324 SH SHARED 02 82324 D AUTONATION INC COM 05329W10 168 8451 SH SHARED 06 8451 D AUTONATION INC COM 05329W10 5 300 SH SHARED 10 300 D AUTONATION INC COM 05329W10 235 11783 SH SHARED 14 11783 D AUTONATION INC COM 05329W10 1951 97720 SH SHARED 17 97720 D AUTOZONE INC COM 05333210 44831 538515 SH SHARED 517036 21479 D AUTOZONE INC COM 05333210 243 2930 SH SHARED 01 2930 D AUTOZONE INC COM 05333210 12 150 SH SHR/OTHR 01 150 D AUTOZONE INC COM 05333210 64545 775327 SH SHARED 02 775327 D AUTOZONE INC COM 05333210 2659 31950 SH SHARED 05 25190 6760 D AUTOZONE INC COM 05333210 217 2614 SH SHARED 06 2614 D AUTOZONE INC COM 05333210 1962 23570 SH SHARED 10 21700 1870 D AUTOZONE INC COM 05333210 18 219 SH SHARED 14 219 D AUTOZONE INC COM 05333210 5824 69967 SH SHARED 17 69967 D AVANIR PHARMACEUTICALS CL A 05348P10 49 16100 SH SHARED 16100 D AVANIR PHARMACEUTICALS CL A 05348P10 113 36800 SH SHARED 17 36800 D AVANEX CORP COM 05348W10 199 205690 SH SHARED 205690 D AVALONBAY CMNTYS INC COM 05348410 10162 118587 SH SHARED 117387 1200 D AVALONBAY CMNTYS INC COM 05348410 68 800 SH SHARED 01 800 D AVALONBAY CMNTYS INC COM 05348410 68 800 SH SHR/OTHR 01 800 D AVALONBAY CMNTYS INC COM 05348410 668 7800 SH SHARED 02 7800 D AVALONBAY CMNTYS INC COM 05348410 531 6200 SH SHARED 04 6200 D AVALONBAY CMNTYS INC COM 05348410 651 7600 SH SHARED 10 7600 D AVALONBAY CMNTYS INC COM 05348410 449803 5248577 SH SHARED 11 5248577 D AVALONBAY CMNTYS INC COM 05348410 51 600 SH SHARED 17 600 D AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF 661 550000 PRN SHARED 550000 D AVATAR HLDGS INC COM 05349410 73 1241 SH SHARED 1241 D AVATAR HLDGS INC COM 05349410 106 1800 SH SHARED 10 1800 D AVATAR HLDGS INC COM 05349410 213 3600 SH SHARED 17 2600 1000 D AVAYA INC COM 05349910 5870 569992 SH SHARED 468525 101467 D AVAYA INC COM 05349910 0 33 SH SHARED 01 33 D AVAYA INC COM 05349910 9 946 SH SHR/OTHR 01 946 D AVAYA INC COM 05349910 1358 131924 SH SHARED 02 131924 D AVAYA INC COM 05349910 3460 336000 SH SHARED 04 336000 D AVAYA INC COM 05349910 108 10566 SH SHARED 06 10566 D AVAYA INC COM 05349910 31 3102 SH SHARED 10 3102 D AVAYA INC COM 05349910 53 5200 SH SHARED 14 5200 D AVAYA INC COM 05349910 1798 174647 SH SHARED 17 174647 D AVERY DENNISON CORP COM 05361110 8446 161216 SH SHARED 129523 31693 D AVERY DENNISON CORP COM 05361110 5022 95870 SH SHARED 01 61122 34748 D AVERY DENNISON CORP COM 05361110 3402 64940 SH SHR/OTHR 01 64940 D AVERY DENNISON CORP COM 05361110 1321 25230 SH SHARED 02 25230 D AVERY DENNISON CORP COM 05361110 104 2000 SH SHARED 06 2000 D AVERY DENNISON CORP COM 05361110 31014 591988 SH SHARED 10 464460 127528 D AVERY DENNISON CORP COM 05361110 594 11340 SH SHR/OTHR 10 11340 D AVERY DENNISON CORP COM 05361110 801 15300 SH SHARED 15 15300 D AVERY DENNISON CORP COM 05361110 2421 46217 SH SHARED 17 46217 D AVIALL INC NEW COM 05366B10 175 5200 SH SHARED 5200 D AVIALL INC NEW COM 05366B10 133 3950 SH SHARED 10 1250 2700 D AVIALL INC NEW COM 05366B10 4273 126500 SH SHARED 17 124800 1700 D AVICI SYS INC COM NEW 05367L80 51 11341 SH SHARED 11341 D AVID TECHNOLOGY INC COM 05367P10 645 15602 SH SHARED 4002 11600 D AVID TECHNOLOGY INC COM 05367P10 2778 67115 SH SHARED 01 67115 D AVID TECHNOLOGY INC COM 05367P10 358 8655 SH SHARED 02 8655 D AVID TECHNOLOGY INC COM 05367P10 2477 59840 SH SHARED 05 9550 50290 D AVID TECHNOLOGY INC COM 05367P10 1449 35000 SH SHARED 17 35000 D AVID TECHNOLOGY INC COM 05367P10 4209 101684 SH SHARED 19 101684 D AVISTA CORP COM 05379B10 139 7200 SH SHARED 7200 D AVISTA CORP COM 05379B10 4502 232100 SH SHARED 10 232100 D AVISTA CORP COM 05379B10 350 18071 SH SHARED 17 18071 D AVNET INC DBCV 2.000% 3/1 053807AL 18715 19000000 PRN SHARED 19000000 D AVNET INC DBCV 2.000% 3/1 053807AL 5403 5486000 PRN SHARED 02 5486000 D AVNET INC COM 05380710 92523 3784172 SH SHARED 3730672 53500 D AVNET INC COM 05380710 1877 76800 SH SHARED 02 76800 D AVNET INC COM 05380710 144 5900 SH SHARED 17 5900 D AVOCENT CORP COM 05389310 1025 32404 SH SHARED 12934 19470 D AVOCENT CORP COM 05389310 398 12600 SH SHARED 01 6300 6300 D AVOCENT CORP COM 05389310 528 16700 SH SHARED 02 16700 D AVOCENT CORP COM 05389310 34373 1086385 SH SHARED 10 1011885 74500 D AVOCENT CORP COM 05389310 103 3270 SH SHARED 15 3270 D AVOCENT CORP COM 05389310 1445 45700 SH SHARED 17 32000 13700 D AVON PRODS INC COM 05430310 19087 706952 SH SHARED 584449 122503 D AVON PRODS INC COM 05430310 8551 316711 SH SHARED 01 206614 110097 D AVON PRODS INC COM 05430310 2040 75580 SH SHR/OTHR 01 75580 D AVON PRODS INC COM 05430310 2879 106661 SH SHARED 02 106661 D AVON PRODS INC COM 05430310 4271 158210 SH SHARED 05 21150 137060 D AVON PRODS INC COM 05430310 469 17405 SH SHARED 06 17405 D AVON PRODS INC COM 05430310 5341 197836 SH SHARED 10 173160 24676 D AVON PRODS INC COM 05430310 178 6600 SH SHR/OTHR 10 6600 D AVON PRODS INC COM 05430310 831 30800 SH SHARED 14 30800 D AVON PRODS INC COM 05430310 8365 309840 SH SHARED 17 307440 2400 D AVON PRODS INC COM 05430310 6744 249813 SH SHARED 19 249813 D AXA SPONSORED ADR 05453610 1538 55900 SH SHARED 55900 D AXA SPONSORED ADR 05453610 71 2600 SH SHARED 02 2600 D AXA SPONSORED ADR 05453610 22 800 SH SHARED 10 800 D AXCELIS TECHNOLOGIES INC COM 05454010 2541 486875 SH SHARED 483409 3466 D AXCELIS TECHNOLOGIES INC COM 05454010 14 2828 SH SHARED 01 2828 D AXCELIS TECHNOLOGIES INC COM 05454010 67 12860 SH SHARED 02 12860 D AXCELIS TECHNOLOGIES INC COM 05454010 94 18100 SH SHARED 10 1400 16700 D AXCELIS TECHNOLOGIES INC COM 05454010 205 39400 SH SHARED 17 39400 D AZTAR CORP COM 05480210 2430 78881 SH SHARED 77281 1600 D AZTAR CORP COM 05480210 109 3550 SH SHARED 10 1250 2300 D AZTAR CORP COM 05480210 454 14760 SH SHARED 17 13260 1500 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 4758 4358000 PRN SHARED 4358000 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 87 80000 PRN SHARED 02 80000 D AXCAN PHARMA INC COM 05492310 65 5092 SH SHARED 5092 D BB&T CORP COM 05493710 88566 2268018 SH SHARED 2150982 117036 D BB&T CORP COM 05493710 5667 145139 SH SHARED 01 127615 17524 D BB&T CORP COM 05493710 296 7600 SH SHR/OTHR 01 7600 D BB&T CORP COM 05493710 4802 122979 SH SHARED 02 122979 D BB&T CORP COM 05493710 13 340 SH SHARED 05 340 D BB&T CORP COM 05493710 433 11100 SH SHARED 06 11100 D BB&T CORP COM 05493710 88625 2269529 SH SHARED 10 1663589 605940 D BB&T CORP COM 05493710 136 3500 SH SHR/OTHR 10 3500 D BB&T CORP COM 05493710 171 4400 SH SHARED 14 4400 D BB&T CORP COM 05493710 1772 45400 SH SHARED 15 45400 D BB&T CORP COM 05493710 11343 290479 SH SHARED 17 241849 48630 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 12631 998525 SH SHARED 998525 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 3316 262200 SH SHARED 17 262200 D B A S F A G SPONSORED ADR 05526250 710 9420 SH SHARED 10 9420 D B A S F A G SPONSORED ADR 05526250 15080 200000 SH SHARED 18 200000 D BCE INC COM 05534B10 31190 1136688 SH SHARED 1122100 14588 D BCE INC COM 05534B10 54 2000 SH SHR/OTHR 01 2000 D BCE INC COM 05534B10 3820 139220 SH SHARED 02 139220 D BCE INC COM 05534B10 27440 1000000 SH SHARED 04 1000000 D BCE INC COM 05534B10 6 220 SH SHARED 05 220 D BCE INC COM 05534B10 46 1688 SH SHARED 06 1688 D BCE INC COM 05534B10 63 2300 SH SHARED 10 2300 D BCE INC COM 05534B10 437 15944 SH SHARED 14 15944 D BCE INC COM 05534B10 2195 80000 SH SHARED 16 80000 D BCE INC COM 05534B10 154 5640 SH SHARED 17 5640 D BEI TECHNOLOGIES INC COM 05538P10 7630 218064 SH SHARED 218064 D BEI TECHNOLOGIES INC COM 05538P10 97 2800 SH SHARED 02 2800 D BEI TECHNOLOGIES INC COM 05538P10 76 2200 SH SHARED 10 2200 D BEI TECHNOLOGIES INC COM 05538P10 244 7000 SH SHARED 17 5600 1400 D BFC FINL CORP CL A 05538420 26 3800 SH SHARED 3800 D BG PLC ADR FIN INST N 05543420 2766 58000 SH SHARED 58000 D BG PLC ADR FIN INST N 05543420 75 1576 SH SHARED 01 1576 D BG PLC ADR FIN INST N 05543420 411 8625 SH SHR/OTHR 01 8625 D BG PLC ADR FIN INST N 05543420 21 450 SH SHARED 10 450 D BHP BILLITON PLC SPONSORED ADR 05545E20 19 600 SH SHARED 01 600 D BHP BILLITON PLC SPONSORED ADR 05545E20 996 30675 SH SHARED 10 30675 D BISYS GROUP INC NOTE 4.000% 3/1 055472AB 6951 7000000 PRN SHARED 7000000 D BISYS GROUP INC COM 05547210 11548 859938 SH SHARED 823638 36300 D BISYS GROUP INC COM 05547210 958 71380 SH SHARED 02 71380 D BISYS GROUP INC COM 05547210 83 6200 SH SHARED 17 6200 D BKF CAP GROUP INC COM 05548G10 601 19443 SH SHARED 19443 D BKF CAP GROUP INC COM 05548G10 34 1100 SH SHARED 10 1100 D BKF CAP GROUP INC COM 05548G10 61 2000 SH SHARED 17 2000 D BJS WHOLESALE CLUB INC COM 05548J10 2782 100086 SH SHARED 74686 25400 D BJS WHOLESALE CLUB INC COM 05548J10 15 543 SH SHR/OTHR 01 543 D BJS WHOLESALE CLUB INC COM 05548J10 1395 50205 SH SHARED 02 50205 D BJS WHOLESALE CLUB INC COM 05548J10 27 1000 SH SHARED 10 1000 D BJS WHOLESALE CLUB INC COM 05548J10 581 20900 SH SHARED 17 20900 D BJ SVCS CO COM 05548210 17238 478968 SH SHARED 417000 61968 D BJ SVCS CO COM 05548210 17 490 SH SHR/OTHR 01 490 D BJ SVCS CO COM 05548210 3531 98117 SH SHARED 02 98117 D BJ SVCS CO COM 05548210 172 4783 SH SHARED 06 4783 D BJ SVCS CO COM 05548210 1848 51360 SH SHARED 10 47200 4160 D BJ SVCS CO COM 05548210 1891 52550 SH SHARED 14 52550 D BJ SVCS CO COM 05548210 1799 50000 SH SHARED 15 50000 D BJ SVCS CO COM 05548210 2591 72000 SH SHARED 16 72000 D BJ SVCS CO COM 05548210 24222 673044 SH SHARED 17 673044 D BOK FINL CORP COM NEW 05561Q20 9 200 SH SHARED 200 D BOK FINL CORP COM NEW 05561Q20 105 2200 SH SHARED 02 2200 D BOC GROUP PLC SPONSORED ADR 05561760 40 1000 SH SHR/OTHR 01 1000 D BP PLC SPONSORED ADR 05562210 378331 5339889 SH SHARED 5256516 83373 D BP PLC SPONSORED ADR 05562210 53857 760159 SH SHARED 01 597851 162308 D BP PLC SPONSORED ADR 05562210 43356 611954 SH SHR/OTHR 01 611954 D BP PLC SPONSORED ADR 05562210 222 3137 SH SHARED 02 3137 D BP PLC SPONSORED ADR 05562210 362 5117 SH SHARED 06 5117 D BP PLC SPONSORED ADR 05562210 150631 2126060 SH SHARED 10 1646808 479252 D BP PLC SPONSORED ADR 05562210 3449 48687 SH SHR/OTHR 10 48687 D BP PLC SPONSORED ADR 05562210 2727 38495 SH SHARED 17 9900 28595 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 395 5000 SH SHARED 01 5000 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 63 800 SH SHR/OTHR 01 800 D BRE PROPERTIES INC CL A 05564E10 4200 94400 SH SHARED 94400 D BRE PROPERTIES INC CL A 05564E10 284 6400 SH SHR/OTHR 01 6400 D BRE PROPERTIES INC CL A 05564E10 338 7600 SH SHARED 02 7600 D BRE PROPERTIES INC CL A 05564E10 6720 151025 SH SHARED 11 151025 D BT GROUP PLC ADR 05577E10 83 2100 SH SHARED 2100 D BT GROUP PLC ADR 05577E10 40 1030 SH SHARED 02 1030 D BMC SOFTWARE INC COM 05592110 10899 516566 SH SHARED 462869 53697 D BMC SOFTWARE INC COM 05592110 9 450 SH SHARED 01 450 D BMC SOFTWARE INC COM 05592110 62 2969 SH SHR/OTHR 01 2969 D BMC SOFTWARE INC COM 05592110 1243 58940 SH SHARED 02 58940 D BMC SOFTWARE INC COM 05592110 4 200 SH SHARED 05 200 D BMC SOFTWARE INC COM 05592110 77 3650 SH SHARED 06 3650 D BMC SOFTWARE INC COM 05592110 7112 337100 SH SHARED 10 337100 D BMC SOFTWARE INC COM 05592110 118 5600 SH SHARED 14 5600 D BMC SOFTWARE INC COM 05592110 3000 142220 SH SHARED 17 110620 31600 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 0 60 SH SHARED 02 60 D BADGER METER INC COM 05652510 36 934 SH SHARED 934 D BADGER METER INC COM 05652510 106 2700 SH SHARED 05 2700 D BADGER METER INC COM 05652510 1121 28500 SH SHARED 17 28500 D BAIDU COM INC SPON ADR REP A 05675210 1683 26300 SH SHARED 26300 D BAIDU COM INC SPON ADR REP A 05675210 6 100 SH SHARED 02 100 D BAKER HUGHES INC COM 05722410 46158 773430 SH SHARED 676345 97085 D BAKER HUGHES INC COM 05722410 4998 83749 SH SHARED 01 70980 12769 D BAKER HUGHES INC COM 05722410 310 5210 SH SHR/OTHR 01 5210 D BAKER HUGHES INC COM 05722410 5771 96712 SH SHARED 02 96712 D BAKER HUGHES INC COM 05722410 8832 148000 SH SHARED 04 148000 D BAKER HUGHES INC COM 05722410 262 4400 SH SHARED 05 4400 D BAKER HUGHES INC COM 05722410 11310 189519 SH SHARED 06 189519 D BAKER HUGHES INC COM 05722410 202824 3398539 SH SHARED 10 1806034 905700 686805 D BAKER HUGHES INC COM 05722410 143 2400 SH SHR/OTHR 10 2400 D BAKER HUGHES INC COM 05722410 820 13751 SH SHARED 14 13751 D BAKER HUGHES INC COM 05722410 2452 41100 SH SHARED 15 41100 D BAKER HUGHES INC COM 05722410 10651 178474 SH SHARED 17 178474 D BALCHEM CORP COM 05766520 30 1121 SH SHARED 1121 D BALCHEM CORP COM 05766520 55 2000 SH SHARED 17 2000 D BALDOR ELEC CO COM 05774110 126 5000 SH SHARED 5000 D BALDOR ELEC CO COM 05774110 64 2562 SH SHARED 02 2562 D BALDOR ELEC CO COM 05774110 27 1100 SH SHARED 10 1100 D BALDOR ELEC CO COM 05774110 359 14197 SH SHARED 17 14197 D BALDWIN & LYONS INC CL B 05775520 967 38648 SH SHARED 38648 D BALDWIN & LYONS INC CL B 05775520 73 2925 SH SHARED 17 2925 D BALL CORP COM 05849810 73 2000 SH SHARED 2000 D BALL CORP COM 05849810 21331 580599 SH SHARED 550824 29775 D BALL CORP COM 05849810 930 25332 SH SHARED 02 25332 D BALL CORP COM 05849810 73 1988 SH SHARED 06 1988 D BALL CORP COM 05849810 672 18300 SH SHARED 10 17900 400 D BALL CORP COM 05849810 1886 51360 SH SHARED 17 51360 D BALLARD PWR SYS INC COM 05858H10 1118 200127 SH SHARED 189127 11000 D BALLARD PWR SYS INC COM 05858H10 2529 452500 SH SHARED 04 452500 D BALLARD PWR SYS INC COM 05858H10 43 7700 SH SHARED 19 7700 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 17 3834 SH SHARED 3600 234 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 0 179 SH SHARED 02 179 D BANC CORP COM 05944B10 20 1900 SH SHARED 1900 D BANCFIRST CORP COM 05945F10 51 600 SH SHARED 600 D BANCFIRST CORP COM 05945F10 280 3300 SH SHARED 10 3300 D BANCFIRST CORP COM 05945F10 595 7000 SH SHARED 17 900 6100 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 175 10000 SH SHARED 10000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 14069 287600 SH SHARED 287600 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 19795 404650 SH SHARED 01 404650 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 19323 395000 SH SHARED 04 395000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 2674 54680 SH SHARED 05 54680 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 3277 67000 SH SHARED 06 67000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 28615 584950 SH SHARED 10 584950 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 117 2400 SH SHARED 15 2400 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 1061 21700 SH SHARED 17 21700 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 10442 88000 SH SHARED 01 88000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 1708 14400 SH SHARED 02 14400 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 23138 195000 SH SHARED 04 195000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 5933 50000 SH SHARED 06 50000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 5968 50300 SH SHARED 10 50300 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 637 5370 SH SHARED 17 5370 D BANCO SANTANDER CENT HISPANO ADR 05964H10 1760 133700 SH SHARED 133700 D BANCO SANTANDER CENT HISPANO ADR 05964H10 24 1890 SH SHARED 10 1890 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 153 3496 SH SHARED 3496 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 6593 150300 SH SHARED 01 150300 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 87 2000 SH SHARED 02 2000 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 2018 46000 SH SHARED 04 46000 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 6251 142500 SH SHARED 10 142500 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 619 14125 SH SHARED 17 14125 D BANCOLOMBIA S A SPON ADR PREF 05968L10 4390 200000 SH SHARED 200000 D BANCOLOMBIA S A SPON ADR PREF 05968L10 3312 150900 SH SHARED 01 150900 D BANCOLOMBIA S A SPON ADR PREF 05968L10 3803 173300 SH SHARED 02 173300 D BANCOLOMBIA S A SPON ADR PREF 05968L10 878 40000 SH SHARED 04 40000 D BANCOLOMBIA S A SPON ADR PREF 05968L10 3097 141100 SH SHARED 10 141100 D BANCORP INC DEL COM 05969A10 23 1500 SH SHARED 1500 D BANCORP RHODE ISLAND INC COM 05969010 45 1250 SH SHR/OTHR 01 1250 D BANCORPSOUTH INC COM 05969210 526 23060 SH SHARED 22160 900 D BANCORPSOUTH INC COM 05969210 683 29900 SH SHARED 17 29900 D BANCTRUST FINANCIAL GP COM 05978R10 26 1400 SH SHARED 1400 D BANCTRUST FINANCIAL GP COM 05978R10 30 1600 SH SHARED 17 1600 D BANDAG INC COM 05981510 348 8136 SH SHARED 2936 5200 D BANDAG INC COM 05981510 324 7582 SH SHARED 02 7582 D BANDAG INC COM 05981510 12 300 SH SHARED 10 300 D BANDAG INC COM 05981510 197 4600 SH SHARED 17 4600 D BANK OF AMERICA CORPORATION COM 06050510 413824 9829567 SH SHARED 8814962 1014605 D BANK OF AMERICA CORPORATION COM 06050510 52360 1243725 SH SHARED 01 709352 534373 D BANK OF AMERICA CORPORATION COM 06050510 23114 549039 SH SHR/OTHR 01 549039 D BANK OF AMERICA CORPORATION COM 06050510 45954 1091544 SH SHARED 02 1091544 D BANK OF AMERICA CORPORATION COM 06050510 22430 532796 SH SHARED 04 528000 4796 D BANK OF AMERICA CORPORATION COM 06050510 31842 756349 SH SHARED 05 659807 96542 D BANK OF AMERICA CORPORATION COM 06050510 15477 367627 SH SHARED 06 367627 D BANK OF AMERICA CORPORATION COM 06050510 532898 12657929 SH SHARED 10 5541555 4613426 2502948 D BANK OF AMERICA CORPORATION COM 06050510 3090 73404 SH SHR/OTHR 10 73404 D BANK OF AMERICA CORPORATION COM 06050510 5050 119957 SH SHARED 14 119957 D BANK OF AMERICA CORPORATION COM 06050510 7802 185322 SH SHARED 15 185322 D BANK OF AMERICA CORPORATION COM 06050510 286473 6804592 SH SHARED 17 6536188 268404 D BANK OF AMERICA CORPORATION COM 06050510 346 8240 SH SHARED 19 8240 D BANK OF GRANITE CORP COM 06240110 38 2000 SH SHARED 2000 D BANK OF GRANITE CORP COM 06240110 85 4500 SH SHARED 10 4500 D BANK OF GRANITE CORP COM 06240110 72 3812 SH SHARED 17 3812 D BANK HAWAII CORP COM 06254010 1271 25825 SH SHARED 6125 19700 D BANK HAWAII CORP COM 06254010 73 1500 SH SHR/OTHR 01 1500 D BANK HAWAII CORP COM 06254010 1200 24388 SH SHARED 02 24388 D BANK HAWAII CORP COM 06254010 49 1000 SH SHARED 17 1000 D BANK MONTREAL QUE COM 06367110 900 18079 SH SHARED 12000 6079 D BANK MONTREAL QUE COM 06367110 99 2000 SH SHARED 01 2000 D BANK MONTREAL QUE COM 06367110 10453 209904 SH SHARED 02 209904 D BANK MONTREAL QUE COM 06367110 66732 1340000 SH SHARED 04 1340000 D BANK MONTREAL QUE COM 06367110 1754 35228 SH SHARED 05 35228 D BANK MONTREAL QUE COM 06367110 1167 23439 SH SHARED 06 23439 D BANK MONTREAL QUE COM 06367110 19 400 SH SHARED 10 400 D BANK MONTREAL QUE COM 06367110 512 10301 SH SHARED 14 10301 D BANK MUTUAL CORP NEW COM 06375010 91 8500 SH SHARED 8500 D BANK MUTUAL CORP NEW COM 06375010 312 29141 SH SHARED 17 29141 D BANK OF THE OZARKS INC COM 06390410 58 1700 SH SHARED 1700 D BANK OF THE OZARKS INC COM 06390410 703 20500 SH SHARED 10 20500 D BANK OF THE OZARKS INC COM 06390410 326 9500 SH SHARED 17 5600 3900 D BANK NEW YORK INC COM 06405710 94128 3200546 SH SHARED 2862928 337618 D BANK NEW YORK INC COM 06405710 13243 450304 SH SHARED 01 82888 367416 D BANK NEW YORK INC COM 06405710 4286 145760 SH SHR/OTHR 01 145760 D BANK NEW YORK INC COM 06405710 5392 183370 SH SHARED 02 183370 D BANK NEW YORK INC COM 06405710 882 30000 SH SHARED 04 30000 D BANK NEW YORK INC COM 06405710 14 500 SH SHARED 05 500 D BANK NEW YORK INC COM 06405710 474 16147 SH SHARED 06 16147 D BANK NEW YORK INC COM 06405710 199 6800 SH SHARED 10 6800 D BANK NEW YORK INC COM 06405710 1241 42200 SH SHARED 14 42200 D BANK NEW YORK INC COM 06405710 588 20000 SH SHARED 15 20000 D BANK NEW YORK INC COM 06405710 1529 52000 SH SHARED 16 52000 D BANK NEW YORK INC COM 06405710 10460 355695 SH SHARED 17 353595 2100 D BANK NOVA SCOTIA HALIFAX COM 06414910 9665 258439 SH SHARED 247900 10539 D BANK NOVA SCOTIA HALIFAX COM 06414910 21312 569854 SH SHARED 02 569854 D BANK NOVA SCOTIA HALIFAX COM 06414910 6090 162842 SH SHARED 05 162842 D BANK NOVA SCOTIA HALIFAX COM 06414910 4918 131506 SH SHARED 06 131506 D BANK NOVA SCOTIA HALIFAX COM 06414910 29 800 SH SHARED 10 800 D BANK NOVA SCOTIA HALIFAX COM 06414910 330 8824 SH SHARED 14 8824 D BANKATLANTIC BANCORP CL A 06590850 530 31200 SH SHARED 31200 D BANKATLANTIC BANCORP CL A 06590850 127 7490 SH SHARED 02 7490 D BANKATLANTIC BANCORP CL A 06590850 4349 256000 SH SHARED 10 256000 D BANKATLANTIC BANCORP CL A 06590850 8515 501200 SH SHARED 17 424300 76900 D BANKFINANCIAL CORP COM 06643P10 68 4800 SH SHARED 17 4800 D BANKRATE INC COM 06646V10 277 10100 SH SHARED 3600 6500 D BANKRATE INC COM 06646V10 10 400 SH SHARED 02 400 D BANKRATE INC COM 06646V10 96 3500 SH SHARED 17 3500 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 4212 4825000 PRN SHARED 4825000 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 74 85000 PRN SHARED 02 85000 D BANKUNITED FINL CORP CL A 06652B10 300 13148 SH SHARED 12048 1100 D BANKUNITED FINL CORP CL A 06652B10 91 4012 SH SHARED 02 4012 D BANKUNITED FINL CORP CL A 06652B10 4672 204300 SH SHARED 10 204300 D BANKUNITED FINL CORP CL A 06652B10 327 14300 SH SHARED 17 12400 1900 D BANNER CORP COM 06652V10 39 1500 SH SHARED 1500 D BANNER CORP COM 06652V10 333 12500 SH SHARED 10 12500 D BANNER CORP COM 06652V10 178 6700 SH SHARED 17 4300 2400 D BANTA CORP COM 06682110 1304 25642 SH SHARED 15742 9900 D BANTA CORP COM 06682110 437 8595 SH SHARED 02 8595 D BANTA CORP COM 06682110 128 2530 SH SHARED 10 530 2000 D BANTA CORP COM 06682110 1063 20900 SH SHARED 17 19600 1300 D BARCLAYS PLC ADR 06738E20 1618 39700 SH SHARED 39700 D BARD C R INC COM 06738310 38548 583808 SH SHARED 549283 34525 D BARD C R INC COM 06738310 475 7200 SH SHARED 01 4850 2350 D BARD C R INC COM 06738310 11 179 SH SHR/OTHR 01 179 D BARD C R INC COM 06738310 4065 61569 SH SHARED 02 61569 D BARD C R INC COM 06738310 13496 204400 SH SHARED 04 204400 D BARD C R INC COM 06738310 1560 23640 SH SHARED 05 23640 D BARD C R INC COM 06738310 557 8450 SH SHARED 06 8450 D BARD C R INC COM 06738310 45941 695771 SH SHARED 10 250311 362200 83260 D BARD C R INC COM 06738310 66 1000 SH SHARED 14 1000 D BARD C R INC COM 06738310 29804 451376 SH SHARED 17 451376 D BARNES & NOBLE INC COM 06777410 1717 45557 SH SHARED 22157 23400 D BARNES & NOBLE INC COM 06777410 1378 36559 SH SHARED 02 36559 D BARNES & NOBLE INC COM 06777410 70 1857 SH SHARED 06 1857 D BARNES & NOBLE INC COM 06777410 4474 118700 SH SHARED 10 118700 D BARNES & NOBLE INC COM 06777410 1835 48700 SH SHARED 17 8300 40400 D BARNES GROUP INC COM 06780610 620 17300 SH SHARED 17300 D BARNES GROUP INC COM 06780610 213 5957 SH SHARED 02 5957 D BARNES GROUP INC COM 06780610 10 300 SH SHARED 10 300 D BARNES GROUP INC COM 06780610 774 21600 SH SHARED 17 21600 D BARRICK GOLD CORP COM 06790110 12773 439695 SH SHARED 385975 53720 D BARRICK GOLD CORP COM 06790110 4479 154200 SH SHARED 01 151700 2500 D BARRICK GOLD CORP COM 06790110 116 4000 SH SHR/OTHR 01 4000 D BARRICK GOLD CORP COM 06790110 11396 392306 SH SHARED 02 392306 D BARRICK GOLD CORP COM 06790110 20262 697500 SH SHARED 04 697500 D BARRICK GOLD CORP COM 06790110 11 400 SH SHARED 05 400 D BARRICK GOLD CORP COM 06790110 6325 217735 SH SHARED 06 217735 D BARRICK GOLD CORP COM 06790110 49870 1716714 SH SHARED 10 1703000 13714 D BARRICK GOLD CORP COM 06790110 368 12700 SH SHARED 14 12700 D BARRICK GOLD CORP COM 06790110 2614 90000 SH SHARED 16 90000 D BARRICK GOLD CORP COM 06790110 578 19900 SH SHARED 17 19900 D BARRICK GOLD CORP COM 06790110 20 700 SH SHARED 19 700 D BARNWELL INDS INC COM 06822110 6 100 SH SHARED 100 D BARR PHARMACEUTICALS INC COM 06830610 19852 361482 SH SHARED 323157 38325 D BARR PHARMACEUTICALS INC COM 06830610 150 2744 SH SHR/OTHR 01 2744 D BARR PHARMACEUTICALS INC COM 06830610 2597 47300 SH SHARED 02 47300 D BARR PHARMACEUTICALS INC COM 06830610 174 3178 SH SHARED 06 3178 D BARR PHARMACEUTICALS INC COM 06830610 15701 285900 SH SHARED 10 285900 D BARR PHARMACEUTICALS INC COM 06830610 271 4949 SH SHARED 14 4949 D BARR PHARMACEUTICALS INC COM 06830610 445 8115 SH SHARED 17 8115 D BARRETT BILL CORP COM 06846N10 69 1900 SH SHARED 1900 D BARRETT BILL CORP COM 06846N10 2165 58800 SH SHARED 01 58375 425 D BARRETT BILL CORP COM 06846N10 39 1075 SH SHR/OTHR 01 1075 D BARRETT BILL CORP COM 06846N10 9691 263200 SH SHARED 10 262100 1100 D BARRETT BILL CORP COM 06846N10 12701 344960 SH SHARED 17 344960 D BARRIER THERAPEUTICS INC COM 06850R10 18 2200 SH SHARED 2200 D BARRIER THERAPEUTICS INC COM 06850R10 81 9700 SH SHARED 02 9700 D BARRIER THERAPEUTICS INC COM 06850R10 1089 129900 SH SHARED 10 129900 D BARRIER THERAPEUTICS INC COM 06850R10 61 7300 SH SHARED 17 7300 D BASSETT FURNITURE INDS INC COM 07020310 4956 266175 SH SHARED 266174 1 D BASSETT FURNITURE INDS INC COM 07020310 35 1900 SH SHARED 10 1900 D BASSETT FURNITURE INDS INC COM 07020310 83 4500 SH SHARED 17 4500 D BAUSCH & LOMB INC FRNT 8/0 071707AM 25653 17000000 PRN SHARED 17000000 D BAUSCH & LOMB INC COM 07170710 15471 191758 SH SHARED 175197 16561 D BAUSCH & LOMB INC COM 07170710 1166 14454 SH SHARED 02 14454 D BAUSCH & LOMB INC COM 07170710 48 600 SH SHARED 06 600 D BAUSCH & LOMB INC COM 07170710 2630 32600 SH SHARED 10 31900 700 D BAUSCH & LOMB INC COM 07170710 153 1900 SH SHARED 14 1900 D BAUSCH & LOMB INC COM 07170710 806 10000 SH SHARED 15 10000 D BAUSCH & LOMB INC COM 07170710 3518 43607 SH SHARED 17 43607 D BAXTER INTL INC COM 07181310 58235 1460642 SH SHARED 1291227 169415 D BAXTER INTL INC COM 07181310 14504 363793 SH SHARED 01 295794 67999 D BAXTER INTL INC COM 07181310 4306 108023 SH SHR/OTHR 01 108023 D BAXTER INTL INC COM 07181310 13893 348462 SH SHARED 02 348462 D BAXTER INTL INC COM 07181310 130745 3279304 SH SHARED 04 3278900 404 D BAXTER INTL INC COM 07181310 15 400 SH SHARED 05 400 D BAXTER INTL INC COM 07181310 4982 124978 SH SHARED 06 124978 D BAXTER INTL INC COM 07181310 266629 6687476 SH SHARED 10 4231125 815900 1640451 D BAXTER INTL INC COM 07181310 701 17600 SH SHR/OTHR 10 17600 D BAXTER INTL INC COM 07181310 1873 47000 SH SHARED 14 47000 D BAXTER INTL INC COM 07181310 3456 86700 SH SHARED 15 86700 D BAXTER INTL INC COM 07181310 16263 407908 SH SHARED 17 306001 101907 D BAXTER INTL INC CORP UNITS 7% 07181340 3477 61000 SH SHARED 61000 D BAXTER INTL INC CORP UNITS 7% 07181340 28 500 SH SHR/OTHR 01 500 D BAXTER INTL INC CORP UNITS 7% 07181340 34 600 SH SHARED 10 600 D BAY VIEW CAP CORP DEL COM NEW 07262L30 2276 148578 SH SHARED 148578 D BAYER A G SPONSORED ADR 07273030 323 8800 SH SHARED 8800 D BAYER A G SPONSORED ADR 07273030 526 14320 SH SHARED 10 14320 D BAYER A G SPONSORED ADR 07273030 7360 200000 SH SHARED 18 200000 D BE AEROSPACE INC COM 07330210 289 17466 SH SHARED 17466 D BE AEROSPACE INC COM 07330210 6 400 SH SHARED 02 400 D BE AEROSPACE INC COM 07330210 77 4700 SH SHARED 10 4700 D BE AEROSPACE INC COM 07330210 790 47700 SH SHARED 17 44700 3000 D BEA SYS INC NOTE 4.000%12/1 073325AD 7303 7400000 PRN SHARED 7400000 D BEA SYS INC NOTE 4.000%12/1 073325AD 2467 2500000 PRN SHARED 02 2500000 D BEA SYS INC COM 07332510 7408 824057 SH SHARED 812900 11157 D BEA SYS INC COM 07332510 763 84900 SH SHARED 02 84900 D BEA SYS INC COM 07332510 5627 626000 SH SHARED 04 626000 D BEA SYS INC COM 07332510 2 300 SH SHARED 05 300 D BEA SYS INC COM 07332510 56 6300 SH SHARED 06 6300 D BEA SYS INC COM 07332510 50 5600 SH SHARED 10 5600 D BEA SYS INC COM 07332510 1833 203900 SH SHARED 14 203900 D BEA SYS INC COM 07332510 1283 142816 SH SHARED 17 142816 D BEACON POWER CORP COM 07367710 732 251000 SH SHARED 251000 D BEACON ROOFING SUPPLY INC COM 07368510 78 2400 SH SHARED 2400 D BEACON ROOFING SUPPLY INC COM 07368510 114 3500 SH SHARED 02 3500 D BEACON ROOFING SUPPLY INC COM 07368510 178 5472 SH SHARED 17 5472 D BEAR STEARNS COS INC COM 07390210 49279 449016 SH SHARED 421821 27195 D BEAR STEARNS COS INC COM 07390210 5027 45806 SH SHARED 01 41260 4546 D BEAR STEARNS COS INC COM 07390210 95 870 SH SHR/OTHR 01 870 D BEAR STEARNS COS INC COM 07390210 3016 27483 SH SHARED 02 27483 D BEAR STEARNS COS INC COM 07390210 92985 847251 SH SHARED 10 642941 204310 D BEAR STEARNS COS INC COM 07390210 153 1400 SH SHR/OTHR 10 1400 D BEAR STEARNS COS INC COM 07390210 1788 16300 SH SHARED 15 16300 D BEAR STEARNS COS INC COM 07390210 10906 99378 SH SHARED 17 89278 10100 D BEARINGPOINT INC COM 07400210 221 29200 SH SHARED 27500 1700 D BEARINGPOINT INC COM 07400210 72 9600 SH SHARED 10 9600 D BEARINGPOINT INC COM 07400210 579 76300 SH SHARED 17 70000 6300 D BEASLEY BROADCAST GROUP INC CL A 07401410 15 1100 SH SHARED 1100 D BEASLEY BROADCAST GROUP INC CL A 07401410 22 1600 SH SHARED 17 1600 D BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL 950 700000 PRN SHARED 700000 D BEAZER HOMES USA INC COM 07556Q10 9667 164784 SH SHARED 139884 24900 D BEAZER HOMES USA INC COM 07556Q10 572 9751 SH SHARED 02 9751 D BEAZER HOMES USA INC COM 07556Q10 92 1570 SH SHARED 10 1570 D BEAZER HOMES USA INC COM 07556Q10 1563 26650 SH SHARED 17 26650 D BEBE STORES INC COM 07557110 1 100 SH SHARED 100 D BEBE STORES INC COM 07557110 27 1577 SH SHARED 01 1300 277 D BEBE STORES INC COM 07557110 13 743 SH SHR/OTHR 01 743 D BEBE STORES INC COM 07557110 504 28828 SH SHARED 02 28828 D BEBE STORES INC COM 07557110 17 1000 SH SHARED 10 1000 D BECKMAN COULTER INC COM 07581110 2541 47082 SH SHARED 22882 24200 D BECKMAN COULTER INC COM 07581110 15 292 SH SHARED 01 292 D BECKMAN COULTER INC COM 07581110 1640 30400 SH SHARED 02 30400 D BECKMAN COULTER INC COM 07581110 26 500 SH SHARED 06 500 D BECKMAN COULTER INC COM 07581110 43 800 SH SHARED 10 800 D BECKMAN COULTER INC COM 07581110 107 2000 SH SHARED 17 2000 D BECTON DICKINSON & CO COM 07588710 73097 1394200 SH SHARED 1334796 59404 D BECTON DICKINSON & CO COM 07588710 2099 40046 SH SHARED 01 19021 21025 D BECTON DICKINSON & CO COM 07588710 2510 47890 SH SHR/OTHR 01 47890 D BECTON DICKINSON & CO COM 07588710 3433 65480 SH SHARED 02 65480 D BECTON DICKINSON & CO COM 07588710 4834 92200 SH SHARED 04 92200 D BECTON DICKINSON & CO COM 07588710 10 200 SH SHARED 05 200 D BECTON DICKINSON & CO COM 07588710 931 17770 SH SHARED 06 17770 D BECTON DICKINSON & CO COM 07588710 6859 130826 SH SHARED 10 21882 108944 D BECTON DICKINSON & CO COM 07588710 1583 30200 SH SHR/OTHR 10 30200 D BECTON DICKINSON & CO COM 07588710 756 14430 SH SHARED 14 14430 D BECTON DICKINSON & CO COM 07588710 53730 1024810 SH SHARED 17 1024810 D BED BATH & BEYOND INC COM 07589610 75722 1884583 SH SHARED 1820235 64348 D BED BATH & BEYOND INC COM 07589610 1880 46810 SH SHARED 01 22565 24245 D BED BATH & BEYOND INC COM 07589610 968 24097 SH SHR/OTHR 01 24097 D BED BATH & BEYOND INC COM 07589610 2715 67581 SH SHARED 02 67581 D BED BATH & BEYOND INC COM 07589610 436 10860 SH SHARED 04 9400 1460 D BED BATH & BEYOND INC COM 07589610 803 20000 SH SHARED 05 20000 D BED BATH & BEYOND INC COM 07589610 243 6050 SH SHARED 06 6050 D BED BATH & BEYOND INC COM 07589610 31163 775598 SH SHARED 10 176428 430400 168770 D BED BATH & BEYOND INC COM 07589610 11 279 SH SHARED 14 279 D BED BATH & BEYOND INC COM 07589610 5118 127382 SH SHARED 17 125982 1400 D BED BATH & BEYOND INC COM 07589610 609 15170 SH SHARED 18 15170 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 52 2200 SH SHARED 2200 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 190 8000 SH SHARED 10 8000 D BEDFORD PPTY INVS INC COM PAR $0.02 07644630 138 5800 SH SHARED 17 5800 D BEL FUSE INC CL B 07734730 1561 42866 SH SHARED 42866 D BEL FUSE INC CL B 07734730 105 2900 SH SHARED 10 2900 D BEL FUSE INC CL B 07734730 208 5735 SH SHARED 17 3835 1900 D BELDEN CDT INC COM 07745410 139 7200 SH SHARED 7200 D BELDEN CDT INC COM 07745410 7 400 SH SHARED 02 400 D BELDEN CDT INC COM 07745410 96 4970 SH SHARED 10 1170 3800 D BELDEN CDT INC COM 07745410 651 33538 SH SHARED 17 31138 2400 D BELL MICROPRODUCTS INC NOTE 3.750% 3/0 078137AC 272 250000 PRN SHARED 02 250000 D BELL MICROPRODUCTS INC COM 07813710 44 4400 SH SHARED 4400 D BELL MICROPRODUCTS INC COM 07813710 1206 120300 SH SHARED 10 120300 D BELL MICROPRODUCTS INC COM 07813710 143 14300 SH SHARED 17 14300 D BELLSOUTH CORP COM 07986010 254767 9686993 SH SHARED 9213748 473245 D BELLSOUTH CORP COM 07986010 1347 51245 SH SHARED 01 19466 31779 D BELLSOUTH CORP COM 07986010 3098 117802 SH SHR/OTHR 01 117802 D BELLSOUTH CORP COM 07986010 11002 418332 SH SHARED 02 418332 D BELLSOUTH CORP COM 07986010 23012 875000 SH SHARED 04 875000 D BELLSOUTH CORP COM 07986010 28 1100 SH SHARED 05 1100 D BELLSOUTH CORP COM 07986010 1062 40407 SH SHARED 06 40407 D BELLSOUTH CORP COM 07986010 10173 386824 SH SHARED 10 352000 34824 D BELLSOUTH CORP COM 07986010 63 2400 SH SHR/OTHR 10 2400 D BELLSOUTH CORP COM 07986010 381 14500 SH SHARED 14 14500 D BELLSOUTH CORP COM 07986010 21217 806757 SH SHARED 17 762457 44300 D BELLSOUTH CORP COM 07986010 1344 51103 SH SHARED 18 51103 D BELO CORP COM SER A 08055510 1345 58850 SH SHARED 22050 36800 D BELO CORP COM SER A 08055510 3268 142976 SH SHARED 01 142976 D BELO CORP COM SER A 08055510 1231 53856 SH SHARED 02 53856 D BELO CORP COM SER A 08055510 20 900 SH SHARED 17 900 D BEMA GOLD CORP COM 08135F10 11686 4344300 SH SHARED 4319300 25000 D BEMA GOLD CORP COM 08135F10 107 40000 SH SHARED 01 40000 D BEMA GOLD CORP COM 08135F10 10 4000 SH SHR/OTHR 01 4000 D BEMA GOLD CORP COM 08135F10 5380 2000000 SH SHARED 04 2000000 D BEMA GOLD CORP COM 08135F10 14270 5305000 SH SHARED 10 5305000 D BEMIS INC COM 08143710 3379 136838 SH SHARED 110938 25900 D BEMIS INC COM 08143710 175 7100 SH SHARED 01 5100 2000 D BEMIS INC COM 08143710 614 24865 SH SHARED 02 24865 D BEMIS INC COM 08143710 1027 41602 SH SHARED 17 41602 D BENCHMARK ELECTRS INC COM 08160H10 3746 124401 SH SHARED 123351 1050 D BENCHMARK ELECTRS INC COM 08160H10 90 3000 SH SHARED 02 3000 D BENCHMARK ELECTRS INC COM 08160H10 145 4825 SH SHARED 10 1825 3000 D BENCHMARK ELECTRS INC COM 08160H10 746 24799 SH SHARED 17 22899 1900 D BENETTON GROUP SPA ADR NEW 08179540 151 7100 SH SHARED 7100 D BENTLEY PHARMACEUTICALS INC COM 08265710 34 2900 SH SHARED 2900 D BENTLEY PHARMACEUTICALS INC COM 08265710 378 31700 SH SHARED 10 31700 D BENTLEY PHARMACEUTICALS INC COM 08265710 72 6100 SH SHARED 17 6100 D BERKLEY W R CORP COM 08442310 2216 56153 SH SHARED 13303 42850 D BERKLEY W R CORP COM 08442310 2138 54175 SH SHARED 02 54175 D BERKLEY W R CORP COM 08442310 43 1101 SH SHARED 06 1101 D BERKLEY W R CORP COM 08442310 22809 577737 SH SHARED 10 577737 D BERKLEY W R CORP COM 08442310 71 1800 SH SHARED 14 1800 D BERKLEY W R CORP COM 08442310 3172 80362 SH SHARED 17 4037 76325 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 41 SH SHARED 41 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 196 SH SHARED 01 20 176 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 10 SH SHR/OTHR 01 10 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 89 SH SHARED 10 2 87 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 2 SH SHR/OTHR 10 2 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 4063 1488 SH SHARED 1450 38 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1381 506 SH SHARED 01 231 275 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2856 1046 SH SHR/OTHR 01 1046 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1769 648 SH SHARED 10 97 551 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1966 720 SH SHR/OTHR 10 720 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 18731 6859 SH SHARED 17 6859 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 158 58 SH SHARED 19 58 D BERKSHIRE HILLS BANCORP INC COM 08468010 44 1321 SH SHARED 1321 D BERKSHIRE HILLS BANCORP INC COM 08468010 78 2300 SH SHARED 10 2300 D BERKSHIRE HILLS BANCORP INC COM 08468010 88 2600 SH SHARED 17 2600 D BERRY PETE CO CL A 08578910 180 2700 SH SHARED 2700 D BERRY PETE CO CL A 08578910 36 550 SH SHARED 02 550 D BERRY PETE CO CL A 08578910 1037 15560 SH SHARED 10 1060 14500 D BERRY PETE CO CL A 08578910 1060 15900 SH SHARED 17 11000 4900 D BEST BUY INC SDCV 2.250% 1/1 086516AF 6011 5500000 PRN SHARED 5500000 D BEST BUY INC COM 08651610 46510 1068476 SH SHARED 976061 92415 D BEST BUY INC COM 08651610 5723 131488 SH SHARED 02 131488 D BEST BUY INC COM 08651610 6 150 SH SHARED 05 150 D BEST BUY INC COM 08651610 889 20428 SH SHARED 06 20428 D BEST BUY INC COM 08651610 7095 162995 SH SHARED 10 152695 10300 D BEST BUY INC COM 08651610 261 6009 SH SHARED 14 6009 D BEST BUY INC COM 08651610 11855 272348 SH SHARED 17 270398 1950 D BEVERLY ENTERPRISES INC NOTE 2.750%11/0 087851AR 6194 3707000 PRN SHARED 3707000 D BEVERLY ENTERPRISES INC NOTE 2.750%11/0 087851AR 70618 42261000 PRN SHARED 02 42261000 D BEVERLY ENTERPRISES INC COM NEW 08785130 23303 1902301 SH SHARED 1900200 2101 D BEVERLY ENTERPRISES INC COM NEW 08785130 67 5500 SH SHARED 02 5500 D BEVERLY ENTERPRISES INC COM NEW 08785130 2555 208600 SH SHARED 10 208600 D BEVERLY ENTERPRISES INC COM NEW 08785130 831 67877 SH SHARED 17 42777 25100 D BEVERLY HILLS BANCORP DEL COM 08786610 21 2100 SH SHARED 2100 D BHP BILLITON LTD SPONSORED ADR 08860610 51724 1513300 SH SHARED 1513300 D BHP BILLITON LTD SPONSORED ADR 08860610 812 23775 SH SHARED 01 16400 7375 D BHP BILLITON LTD SPONSORED ADR 08860610 290 8500 SH SHR/OTHR 01 8500 D BHP BILLITON LTD SPONSORED ADR 08860610 358 10500 SH SHARED 04 10500 D BHP BILLITON LTD SPONSORED ADR 08860610 106 3115 SH SHARED 10 3115 D BIG 5 SPORTING GOODS CORP COM 08915P10 105 4407 SH SHARED 4407 D BIG 5 SPORTING GOODS CORP COM 08915P10 176 7400 SH SHARED 17 7400 D BIG LOTS INC COM 08930210 1594 145127 SH SHARED 134227 10900 D BIG LOTS INC COM 08930210 157 14339 SH SHARED 02 14339 D BIG LOTS INC COM 08930210 75 6900 SH SHARED 10 6900 D BIG LOTS INC COM 08930210 993 90388 SH SHARED 17 85888 4500 D BIMINI MTG MGMT INC CL A 09031E40 36 3200 SH SHARED 3200 D BIMINI MTG MGMT INC CL A 09031E40 123 10900 SH SHARED 17 10900 D BINDVIEW DEV CORP COM 09032710 47 13514 SH SHARED 02 13514 D BIO IMAGING TECHNOLOGIES INC COM 09056N10 1836 600023 SH SHARED 600023 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 24 1400 SH SHARED 1400 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 38 2250 SH SHR/OTHR 01 2250 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 84 4900 SH SHARED 17 4900 D BIO RAD LABS INC CL A 09057220 164 3000 SH SHARED 3000 D BIO RAD LABS INC CL A 09057220 0 10 SH SHARED 02 10 D BIO RAD LABS INC CL A 09057220 472 8600 SH SHARED 17 7800 800 D BIOCRYST PHARMACEUTICALS COM 09058V10 65 6700 SH SHARED 6700 D BIOCRYST PHARMACEUTICALS COM 09058V10 48 5001 SH SHARED 02 5001 D BIOENVISION INC COM 09059N10 48 6000 SH SHARED 6000 D BIOENVISION INC COM 09059N10 6731 838301 SH SHARED 04 838301 D BIOENVISION INC COM 09059N10 1098 136800 SH SHARED 10 136800 D BIOENVISION INC COM 09059N10 96 12000 SH SHARED 14 12000 D BIOENVISION INC COM 09059N10 819 102000 SH SHARED 17 18400 83600 D BIOJECT MED TECH INC COM NEW 09059T20 2 1670 SH SHARED 19 1670 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 389 44596 SH SHARED 40000 4596 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 1265 145000 SH SHARED 04 145000 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 257 29528 SH SHARED 17 29528 D BIOMET INC COM 09061310 45170 1301362 SH SHARED 1232834 68528 D BIOMET INC COM 09061310 179 5170 SH SHARED 01 3380 1790 D BIOMET INC COM 09061310 620 17871 SH SHR/OTHR 01 17871 D BIOMET INC COM 09061310 4611 132868 SH SHARED 02 132868 D BIOMET INC COM 09061310 177 5100 SH SHARED 05 5100 D BIOMET INC COM 09061310 175 5050 SH SHARED 06 5050 D BIOMET INC COM 09061310 11033 317873 SH SHARED 10 137450 180423 D BIOMET INC COM 09061310 1313 37850 SH SHR/OTHR 10 37850 D BIOMET INC COM 09061310 937 27000 SH SHARED 15 27000 D BIOMET INC COM 09061310 5764 166068 SH SHARED 17 166068 D BIOGEN IDEC INC COM 09062X10 115598 2928026 SH SHARED 2850629 77397 D BIOGEN IDEC INC COM 09062X10 3 100 SH SHARED 01 100 D BIOGEN IDEC INC COM 09062X10 613 15550 SH SHR/OTHR 01 15550 D BIOGEN IDEC INC COM 09062X10 4095 103743 SH SHARED 02 103743 D BIOGEN IDEC INC COM 09062X10 36058 913329 SH SHARED 04 912429 900 D BIOGEN IDEC INC COM 09062X10 1835 46500 SH SHARED 05 46500 D BIOGEN IDEC INC COM 09062X10 1395 35345 SH SHARED 06 35345 D BIOGEN IDEC INC COM 09062X10 5930 150215 SH SHARED 10 141615 8600 D BIOGEN IDEC INC COM 09062X10 517 13100 SH SHARED 14 13100 D BIOGEN IDEC INC COM 09062X10 7044 178431 SH SHARED 17 176431 2000 D BIOGEN IDEC INC COM 09062X10 43 1100 SH SHARED 19 1100 D BIOMED REALTY TRUST INC COM 09063H10 1173 47300 SH SHARED 47300 D BIOMED REALTY TRUST INC COM 09063H10 66 2666 SH SHARED 02 2666 D BIOMED REALTY TRUST INC COM 09063H10 198 8000 SH SHARED 04 8000 D BIOMED REALTY TRUST INC COM 09063H10 121821 4912150 SH SHARED 11 4912150 D BIOMED REALTY TRUST INC COM 09063H10 441 17800 SH SHARED 17 17800 D BIOPURE CORP CL A NEW 09065H30 74 66979 SH SHARED 17 66979 D BIOSANTE PHARMACEUTICALS INC COM NEW 09065V20 50 15200 SH SHARED 15200 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 1641 8609 SH SHARED 8609 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 38 200 SH SHR/OTHR 01 200 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 10713 56175 SH SHARED 02 56175 D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 286 1500 SH SHARED 14 1500 D BIOVAIL CORP COM 09067J10 1290 55200 SH SHARED 54400 800 D BIOVAIL CORP COM 09067J10 1851 79245 SH SHARED 02 79245 D BIOVAIL CORP COM 09067J10 27 1168 SH SHARED 06 1168 D BIOVAIL CORP COM 09067J10 70 3000 SH SHARED 17 3000 D BIOVERIS CORP COM 09067610 14745 2533600 SH SHARED 2533600 D BIOSCRIP INC COM 09069N10 581 89428 SH SHARED 89428 D BIOSCRIP INC COM 09069N10 71 11000 SH SHARED 17 11000 D BIOLASE TECHNOLOGY INC COM 09091110 128 18000 SH SHARED 18000 D BIOSITE INC COM 09094510 154 2500 SH SHARED 2500 D BIOSITE INC COM 09094510 117 1900 SH SHARED 02 1900 D BIOSITE INC COM 09094510 68 1100 SH SHARED 10 1100 D BIOSITE INC COM 09094510 699 11315 SH SHARED 17 11315 D BIOMIRA INC COM 09161R10 38 27900 SH SHARED 27900 D BLACK & DECKER CORP COM 09179710 48963 596461 SH SHARED 576483 19978 D BLACK & DECKER CORP COM 09179710 1702 20738 SH SHARED 02 20738 D BLACK & DECKER CORP COM 09179710 8 100 SH SHARED 05 100 D BLACK & DECKER CORP COM 09179710 902 10998 SH SHARED 06 10998 D BLACK & DECKER CORP COM 09179710 3521 42900 SH SHARED 10 20300 22600 D BLACK & DECKER CORP COM 09179710 353 4308 SH SHARED 14 4308 D BLACK & DECKER CORP COM 09179710 5300 64574 SH SHARED 17 41074 23500 D BJS RESTAURANTS INC COM 09180C10 44 2200 SH SHARED 2200 D BJS RESTAURANTS INC COM 09180C10 83 4100 SH SHARED 02 4100 D BJS RESTAURANTS INC COM 09180C10 98 4800 SH SHARED 17 4800 D BLACK BOX CORP DEL COM 09182610 285 6800 SH SHARED 2600 4200 D BLACK BOX CORP DEL COM 09182610 83 2000 SH SHARED 02 2000 D BLACK BOX CORP DEL COM 09182610 88 2100 SH SHARED 10 2100 D BLACK BOX CORP DEL COM 09182610 376 8974 SH SHARED 17 7574 1400 D BLACKBOARD INC COM 09193550 72 2900 SH SHARED 2900 D BLACKBOARD INC COM 09193550 18 725 SH SHR/OTHR 01 725 D BLACKBOARD INC COM 09193550 262 10500 SH SHARED 05 10500 D BLACKBOARD INC COM 09193550 1323 52900 SH SHARED 10 52900 D BLACKBOARD INC COM 09193550 2923 116900 SH SHARED 17 110600 6300 D BLACKROCK GLOBAL FLG INC TR COM 09194110 2413 137365 SH SHARED 137365 D BLACK HILLS CORP COM 09211310 2944 67885 SH SHARED 56185 11700 D BLACK HILLS CORP COM 09211310 576 13300 SH SHARED 02 13300 D BLACK HILLS CORP COM 09211310 4473 103140 SH SHARED 10 1540 101600 D BLACK HILLS CORP COM 09211310 1487 34300 SH SHARED 17 14900 19400 D BLACKBAUD INC COM 09227Q10 21 1500 SH SHARED 1500 D BLACKBAUD INC COM 09227Q10 2022 142700 SH SHARED 10 142700 D BLACKROCK INC CL A 09247X10 8 100 SH SHARED 100 D BLACKROCK INC CL A 09247X10 8 100 SH SHARED 01 100 D BLACKROCK INC CL A 09247X10 168 1900 SH SHARED 02 1900 D BLACKROCK INC CL A 09247X10 150 1700 SH SHARED 17 1700 D BLACKROCK INCOME OPP TRUST I COM 09247510 4 396 SH SHARED 396 D BLACKROCK INCOME OPP TRUST I COM 09247510 11 1000 SH SHARED 01 1000 D BLACKROCK INCOME OPP TRUST I COM 09247510 11 1000 SH SHARED 10 1000 D BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E10 0 63 SH SHARED 63 D BLACKROCK MUN INCOME TR SH BEN INT 09248F10 54 3500 SH SHR/OTHR 01 3500 D BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L10 0 63 SH SHARED 63 D BLACKROCK STRATEGIC MUN TR COM 09248T10 83 5000 SH SHR/OTHR 01 5000 D BLACKROCK CA MUNICIPAL BOND COM 09249J10 0 63 SH SHARED 63 D BLACKROCK MUNI INCOME TR II COM 09249N10 1 104 SH SHARED 104 D BLACKROCK NY MUNICIPAL BOND COM 09249P10 2 188 SH SHARED 188 D BLAIR CORP COM 09282810 45 1239 SH SHARED 1239 D BLAIR CORP COM 09282810 192 5206 SH SHARED 17 906 4300 D BLOCK H & R INC COM 09367110 11297 471117 SH SHARED 393045 78072 D BLOCK H & R INC COM 09367110 1887 78700 SH SHARED 01 13120 65580 D BLOCK H & R INC COM 09367110 122 5096 SH SHR/OTHR 01 5096 D BLOCK H & R INC COM 09367110 1838 76671 SH SHARED 02 76671 D BLOCK H & R INC COM 09367110 4 200 SH SHARED 05 200 D BLOCK H & R INC COM 09367110 375 15667 SH SHARED 06 15667 D BLOCK H & R INC COM 09367110 9067 378110 SH SHARED 10 122880 255230 D BLOCK H & R INC COM 09367110 211 8800 SH SHR/OTHR 10 8800 D BLOCK H & R INC COM 09367110 153 6400 SH SHARED 14 6400 D BLOCK H & R INC COM 09367110 9305 388052 SH SHARED 17 388052 D BLOCKBUSTER INC CL A 09367910 4009 844100 SH SHARED 844100 D BLOCKBUSTER INC CL A 09367910 22808 4801702 SH SHARED 02 4801702 D BLOCKBUSTER INC CL A 09367910 423 89100 SH SHARED 14 89100 D BLOCKBUSTER INC CL A 09367910 347 73200 SH SHARED 17 73200 D BLOCKBUSTER INC CL B 09367920 4 900 SH SHARED 900 D BLOUNT INTL INC NEW COM 09518010 77 4400 SH SHARED 4400 D BLOUNT INTL INC NEW COM 09518010 3272 185500 SH SHARED 10 185500 D BLOUNT INTL INC NEW COM 09518010 1536 87100 SH SHARED 17 10000 77100 D BLUE COAT SYSTEMS INC COM NEW 09534T50 746 17172 SH SHARED 14672 2500 D BLUE COAT SYSTEMS INC COM NEW 09534T50 253 5837 SH SHARED 02 5837 D BLUE COAT SYSTEMS INC COM NEW 09534T50 13 300 SH SHARED 10 300 D BLUE COAT SYSTEMS INC COM NEW 09534T50 213 4900 SH SHARED 17 4900 D BLUE NILE INC COM 09578R10 721 22800 SH SHARED 22800 D BLUE NILE INC COM 09578R10 174 5500 SH SHARED 02 5500 D BLUE NILE INC COM 09578R10 379 12000 SH SHARED 04 12000 D BLUE NILE INC COM 09578R10 75 2400 SH SHARED 10 2400 D BLUE NILE INC COM 09578R10 205 6500 SH SHARED 17 5000 1500 D BLUEGREEN CORP COM 09623110 155 8800 SH SHARED 3100 5700 D BLUEGREEN CORP COM 09623110 137 7800 SH SHARED 17 7800 D BLUELINX HLDGS INC COM 09624H10 20 1500 SH SHARED 1500 D BLUELINX HLDGS INC COM 09624H10 90 6730 SH SHARED 17 6730 D BLYTH INC COM 09643P10 331 14864 SH SHARED 7164 7700 D BLYTH INC COM 09643P10 413 18529 SH SHARED 02 18529 D BLYTH INC COM 09643P10 2077 93200 SH SHARED 17 93200 D BOB EVANS FARMS INC COM 09676110 528 23275 SH SHARED 9375 13900 D BOB EVANS FARMS INC COM 09676110 358 15800 SH SHARED 02 15800 D BOB EVANS FARMS INC COM 09676110 95 4200 SH SHARED 10 4200 D BOB EVANS FARMS INC COM 09676110 491 21642 SH SHARED 17 18742 2900 D BOEING CO COM 09702310 140408 2066346 SH SHARED 1873123 193223 D BOEING CO COM 09702310 1890 27822 SH SHARED 01 12054 15768 D BOEING CO COM 09702310 2052 30200 SH SHR/OTHR 01 30200 D BOEING CO COM 09702310 16331 240351 SH SHARED 02 240351 D BOEING CO COM 09702310 83748 1232500 SH SHARED 04 1232500 D BOEING CO COM 09702310 2550 37540 SH SHARED 05 37540 D BOEING CO COM 09702310 13265 195220 SH SHARED 06 195220 D BOEING CO COM 09702310 122004 1795506 SH SHARED 10 107440 1423500 264566 D BOEING CO COM 09702310 1569 23100 SH SHARED 14 23100 D BOEING CO COM 09702310 1868 27500 SH SHARED 16 27500 D BOEING CO COM 09702310 23266 342403 SH SHARED 17 339703 2700 D BOEING CO COM 09702310 3397 50000 SH SHARED 18 50000 D BOIS D ARC ENERGY INC COM 09738U10 32 1900 SH SHARED 1900 D BOIS D ARC ENERGY INC COM 09738U10 903 52500 SH SHARED 02 52500 D BOIS D ARC ENERGY INC COM 09738U10 344 20000 SH SHARED 17 20000 D BON-TON STORES INC COM 09776J10 21 1100 SH SHARED 1100 D BON-TON STORES INC COM 09776J10 62 3200 SH SHARED 17 3200 D BOMBAY CO INC COM 09792410 127 29000 SH SHARED 29000 D BOMBAY CO INC COM 09792410 72 16400 SH SHARED 17 16400 D BOOKHAM INC COM 09856E10 97 19936 SH SHARED 19936 D BORDERS GROUP INC COM 09970910 1321 59606 SH SHARED 36306 23300 D BORDERS GROUP INC COM 09970910 689 31100 SH SHARED 02 31100 D BORDERS GROUP INC COM 09970910 132379 5971100 SH SHARED 17 5971100 D BORG WARNER INC COM 09972410 2732 48399 SH SHARED 25499 22900 D BORG WARNER INC COM 09972410 1580 28000 SH SHARED 02 28000 D BORG WARNER INC COM 09972410 329 5841 SH SHARED 17 5841 D BORLAND SOFTWARE CORP COM 09984910 125 21563 SH SHARED 21563 D BORLAND SOFTWARE CORP COM 09984910 180 31029 SH SHARED 17 31029 D BOSTON BEER INC CL A 10055710 767 30700 SH SHARED 30700 D BOSTON BEER INC CL A 10055710 95 3800 SH SHARED 17 3800 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 111 4200 SH SHARED 4200 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 33 1275 SH SHR/OTHR 01 1275 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 95 3600 SH SHARED 10 3600 D BOSTON PRIVATE FINL HLDGS IN COM 10111910 408 15400 SH SHARED 17 13100 2300 D BOSTON PROPERTIES INC COM 10112110 4015 56632 SH SHARED 55237 1395 D BOSTON PROPERTIES INC COM 10112110 5090 71805 SH SHARED 01 49715 22090 D BOSTON PROPERTIES INC COM 10112110 3297 46510 SH SHR/OTHR 01 46510 D BOSTON PROPERTIES INC COM 10112110 1389 19600 SH SHARED 02 19600 D BOSTON PROPERTIES INC COM 10112110 1772 25000 SH SHARED 04 25000 D BOSTON PROPERTIES INC COM 10112110 7 100 SH SHARED 05 100 D BOSTON PROPERTIES INC COM 10112110 4166 58772 SH SHARED 10 3625 55147 D BOSTON PROPERTIES INC COM 10112110 914 12900 SH SHR/OTHR 10 12900 D BOSTON PROPERTIES INC COM 10112110 410599 5791250 SH SHARED 11 5791250 D BOSTON PROPERTIES INC COM 10112110 1212 17100 SH SHARED 17 10000 7100 D BOSTON SCIENTIFIC CORP COM 10113710 96451 4127146 SH SHARED 3945336 181810 D BOSTON SCIENTIFIC CORP COM 10113710 8536 365297 SH SHARED 02 365297 D BOSTON SCIENTIFIC CORP COM 10113710 5889 252000 SH SHARED 04 252000 D BOSTON SCIENTIFIC CORP COM 10113710 9 400 SH SHARED 05 400 D BOSTON SCIENTIFIC CORP COM 10113710 5140 219966 SH SHARED 06 219966 D BOSTON SCIENTIFIC CORP COM 10113710 34776 1488084 SH SHARED 10 340394 893000 254690 D BOSTON SCIENTIFIC CORP COM 10113710 631 27022 SH SHARED 14 27022 D BOSTON SCIENTIFIC CORP COM 10113710 2220 95000 SH SHARED 15 95000 D BOSTON SCIENTIFIC CORP COM 10113710 6278 268651 SH SHARED 17 265651 3000 D BOSTON SCIENTIFIC CORP COM 10113710 37 1600 SH SHARED 19 1600 D BOTTOMLINE TECH DEL INC COM 10138810 31 2100 SH SHARED 2100 D BOTTOMLINE TECH DEL INC COM 10138810 54 3600 SH SHARED 17 3600 D BOULDER GROWTH & INCOME FD I COM 10150710 375 55270 SH SHARED 55270 D BOULDER TOTAL RETURN FD INC COM 10154110 428 24791 SH SHARED 24791 D BOWATER INC COM 10218310 1468 51948 SH SHARED 38548 13400 D BOWATER INC COM 10218310 539 19100 SH SHARED 02 19100 D BOWATER INC COM 10218310 132 4700 SH SHARED 10 4700 D BOWATER INC COM 10218310 1623 57430 SH SHARED 17 54730 2700 D BOWNE & CO INC COM 10304310 127 8900 SH SHARED 5300 3600 D BOWNE & CO INC COM 10304310 238 16700 SH SHARED 17 16700 D BOYD GAMING CORP COM 10330410 4353 100968 SH SHARED 78068 22900 D BOYD GAMING CORP COM 10330410 1780 41286 SH SHARED 02 41286 D BOYD GAMING CORP COM 10330410 43 1000 SH SHARED 10 700 300 D BOYD GAMING CORP COM 10330410 181 4213 SH SHARED 17 4213 D BOYKIN LODGING CO COM 10343010 42 3400 SH SHARED 2800 600 D BOYKIN LODGING CO COM 10343010 122 9900 SH SHARED 17 9900 D BRADLEY PHARMACEUTICALS INC COM 10457610 3 336 SH SHARED 02 336 D BRADY CORP CL A 10467410 188 6100 SH SHARED 6100 D BRADY CORP CL A 10467410 15 500 SH SHARED 02 500 D BRADY CORP CL A 10467410 2131 68900 SH SHARED 10 68900 D BRADY CORP CL A 10467410 2524 81600 SH SHARED 17 15700 65900 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 254 8200 SH SHARED 8200 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 245 7900 SH SHARED 04 7900 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 2474 79600 SH SHARED 10 79600 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 126693 4075060 SH SHARED 11 4075060 D BRANDYWINE RLTY TR SH BEN INT NEW 10536820 1271 40900 SH SHARED 17 22200 18700 D BRASCAN CORP CL A LTD VT SH 10549P60 21643 464453 SH SHARED 457050 7403 D BRASCAN CORP CL A LTD VT SH 10549P60 4429 95061 SH SHARED 02 95061 D BRASCAN CORP CL A LTD VT SH 10549P60 9 200 SH SHARED 05 200 D BRASCAN CORP CL A LTD VT SH 10549P60 60 1300 SH SHARED 06 1300 D BRASCAN CORP CL A LTD VT SH 10549P60 23 500 SH SHARED 10 500 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 1726 40600 SH SHARED 40600 D BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 4295 101000 SH SHARED 04 101000 D BRASKEM S A SP ADR PFD A 10553210 2907 140300 SH SHARED 01 140300 D BRASKEM S A SP ADR PFD A 10553210 3236 156200 SH SHARED 10 156200 D BRAZIL FD INC COM 10575910 198 4000 SH SHARED 10 4000 D BRIGGS & STRATTON CORP COM 10904310 345 9999 SH SHARED 7600 2399 D BRIGGS & STRATTON CORP COM 10904310 166 4800 SH SHARED 02 4800 D BRIGGS & STRATTON CORP COM 10904310 117 3400 SH SHARED 10 3400 D BRIGGS & STRATTON CORP COM 10904310 837 24200 SH SHARED 17 22000 2200 D BRIGHAM EXPLORATION CO COM 10917810 47 3700 SH SHARED 3700 D BRIGHAM EXPLORATION CO COM 10917810 203 15800 SH SHARED 05 15800 D BRIGHAM EXPLORATION CO COM 10917810 2279 177400 SH SHARED 17 177400 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 203 5300 SH SHARED 4000 1300 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 53 1400 SH SHARED 02 1400 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 69 1800 SH SHARED 10 1800 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 1086 28300 SH SHARED 17 20600 7700 D BRIGHTPOINT INC COM NEW 10947340 97 5100 SH SHARED 4050 1050 D BRIGHTPOINT INC COM NEW 10947340 71 3750 SH SHARED 10 3750 D BRIGHTPOINT INC COM NEW 10947340 244 12750 SH SHARED 17 12750 D BRINKER INTL INC COM 10964110 5216 138876 SH SHARED 101690 37186 D BRINKER INTL INC COM 10964110 1470 39142 SH SHARED 02 39142 D BRINKER INTL INC COM 10964110 123 3275 SH SHARED 06 3275 D BRINKER INTL INC COM 10964110 7 200 SH SHARED 10 200 D BRINKER INTL INC COM 10964110 142 3800 SH SHARED 14 3800 D BRINKER INTL INC COM 10964110 578 15400 SH SHARED 17 15400 D BRINKS CO COM 10969610 1193 29073 SH SHARED 7172 21901 D BRINKS CO COM 10969610 1141 27800 SH SHARED 02 27800 D BRINKS CO COM 10969610 8 200 SH SHARED 10 200 D BRINKS CO COM 10969610 12 300 SH SHARED 17 300 D BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN 363 370000 PRN SHARED 06 370000 D BRISTOL MYERS SQUIBB CO COM 11012210 55 2300 SH SHARED 2300 D BRISTOL MYERS SQUIBB CO COM 11012210 314741 13081542 SH SHARED 12527878 553664 D BRISTOL MYERS SQUIBB CO COM 11012210 19541 812196 SH SHARED 01 660184 152012 D BRISTOL MYERS SQUIBB CO COM 11012210 56340 2341677 SH SHR/OTHR 01 2341677 D BRISTOL MYERS SQUIBB CO COM 11012210 17324 720051 SH SHARED 02 720051 D BRISTOL MYERS SQUIBB CO COM 11012210 113948 4736000 SH SHARED 04 4736000 D BRISTOL MYERS SQUIBB CO COM 11012210 132 5520 SH SHARED 05 5520 D BRISTOL MYERS SQUIBB CO COM 11012210 4114 171000 SH SHARED 06 171000 D BRISTOL MYERS SQUIBB CO COM 11012210 108472 4508417 SH SHARED 10 3335876 1172541 D BRISTOL MYERS SQUIBB CO COM 11012210 255 10600 SH SHR/OTHR 10 10600 D BRISTOL MYERS SQUIBB CO COM 11012210 449 18700 SH SHARED 14 18700 D BRISTOL MYERS SQUIBB CO COM 11012210 6137 255100 SH SHARED 15 255100 D BRISTOL MYERS SQUIBB CO COM 11012210 2213 92000 SH SHARED 16 92000 D BRISTOL MYERS SQUIBB CO COM 11012210 199543 8293565 SH SHARED 17 8192419 101146 D BRISTOL MYERS SQUIBB CO COM 11012210 430 17910 SH SHARED 19 17910 D BRISTOL WEST HLDGS INC COM 11037M10 958 52500 SH SHARED 52500 D BRISTOL WEST HLDGS INC COM 11037M10 771 42300 SH SHARED 10 42300 D BRISTOL WEST HLDGS INC COM 11037M10 109 6000 SH SHARED 17 6000 D BRITISH AMERN TOB PLC SPONSORED ADR 11044810 1651 39000 SH SHARED 39000 D BRITISH SKY BROADCASTING GRO SPONSORED ADR 11101310 9282 235050 SH SHARED 235050 D BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P10 0 10 SH SHARED 02 10 D BROADCOM CORP CL A 11132010 97572 2079545 SH SHARED 2004356 75189 D BROADCOM CORP CL A 11132010 552 11785 SH SHARED 01 5935 5850 D BROADCOM CORP CL A 11132010 31 675 SH SHR/OTHR 01 675 D BROADCOM CORP CL A 11132010 13657 291074 SH SHARED 02 290074 1000 D BROADCOM CORP CL A 11132010 23802 507300 SH SHARED 04 507300 D BROADCOM CORP CL A 11132010 7143 152240 SH SHARED 05 152240 D BROADCOM CORP CL A 11132010 644 13738 SH SHARED 06 13738 D BROADCOM CORP CL A 11132010 155335 3310656 SH SHARED 10 953266 1923180 434210 D BROADCOM CORP CL A 11132010 177 3781 SH SHARED 14 3781 D BROADCOM CORP CL A 11132010 28719 612091 SH SHARED 17 610391 1700 D BROADVISION INC COM NEW 11141260 87 106453 SH SHARED 106398 55 D BROADWING CORP COM 11161E10 360 72229 SH SHARED 68729 3500 D BROADWING CORP COM 11161E10 138 27730 SH SHARED 17 27730 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 37226 37793000 PRN SHARED 37793000 D BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB 4914 4989000 PRN SHARED 02 4989000 D BROCADE COMMUNICATIONS SYS I COM 11162110 357 87565 SH SHARED 87565 D BROCADE COMMUNICATIONS SYS I COM 11162110 424 104100 SH SHARED 17 104100 D BRONCO DRILLING CO INC COM 11221110 688 25000 SH SHARED 17 25000 D BROOKFIELD HOMES CORP COM 11272310 122 2200 SH SHARED 2200 D BROOKFIELD HOMES CORP COM 11272310 94 1700 SH SHARED 02 1700 D BROOKFIELD HOMES CORP COM 11272310 444 8000 SH SHARED 17 8000 D BROOKFIELD PPTYS CORP COM 11290010 212 7215 SH SHARED 6300 915 D BROOKFIELD PPTYS CORP COM 11290010 2476 84037 SH SHARED 02 84037 D BROOKFIELD PPTYS CORP COM 11290010 106 3600 SH SHARED 06 3600 D BROOKFIELD PPTYS CORP COM 11290010 2 100 SH SHARED 10 100 D BROOKLINE BANCORP INC DEL COM 11373M10 158 10000 SH SHARED 9200 800 D BROOKLINE BANCORP INC DEL COM 11373M10 449 28435 SH SHARED 17 28435 D BROOKS AUTOMATION INC COM 11434010 159 12000 SH SHARED 6900 5100 D BROOKS AUTOMATION INC COM 11434010 890 66800 SH SHARED 10 66800 D BROOKS AUTOMATION INC COM 11434010 289 21727 SH SHARED 17 17327 4400 D BROOKSTONE INC COM 11453710 9913 497150 SH SHARED 497150 D BROOKSTONE INC COM 11453710 89 4500 SH SHARED 02 4500 D BROOKSTONE INC COM 11453710 196 9850 SH SHARED 17 9850 D BROWN & BROWN INC COM 11523610 1525 30704 SH SHARED 6504 24200 D BROWN & BROWN INC COM 11523610 1491 30016 SH SHARED 02 30016 D BROWN FORMAN CORP CL B 11563720 20196 339212 SH SHARED 314574 24638 D BROWN FORMAN CORP CL B 11563720 119 2000 SH SHARED 01 2000 D BROWN FORMAN CORP CL B 11563720 1125 18896 SH SHARED 02 18896 D BROWN FORMAN CORP CL B 11563720 357 6000 SH SHARED 04 6000 D BROWN FORMAN CORP CL B 11563720 2021 33958 SH SHARED 17 33958 D BROWN SHOE INC NEW COM 11573610 356 10801 SH SHARED 10800 1 D BROWN SHOE INC NEW COM 11573610 33 1000 SH SHARED 01 1000 D BROWN SHOE INC NEW COM 11573610 1980 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 115 3500 SH SHARED 02 3500 D BROWN SHOE INC NEW COM 11573610 231 7000 SH SHARED 17 7000 D BRUKER BIOSCIENCES CORP COM 11679410 24 5600 SH SHARED 5600 D BRUKER BIOSCIENCES CORP COM 11679410 42 9700 SH SHARED 17 9700 D BRUNSWICK CORP COM 11704310 5724 151729 SH SHARED 117352 34377 D BRUNSWICK CORP COM 11704310 1210 32085 SH SHARED 02 32085 D BRUNSWICK CORP COM 11704310 115 3069 SH SHARED 06 3069 D BRUNSWICK CORP COM 11704310 1007 26700 SH SHARED 10 25500 1200 D BRUNSWICK CORP COM 11704310 214 5689 SH SHARED 14 5689 D BRUNSWICK CORP COM 11704310 2178 57736 SH SHARED 17 57736 D BRUNSWICK CORP COM 11704310 943 25000 SH SHARED 19 25000 D BRUSH ENGINEERED MATLS INC COM 11742110 44 2800 SH SHARED 2800 D BRUSH ENGINEERED MATLS INC COM 11742110 87 5500 SH SHARED 02 5500 D BRUSH ENGINEERED MATLS INC COM 11742110 138 8700 SH SHARED 17 8700 D BUCKEYE TECHNOLOGIES INC COM 11825510 38 4700 SH SHARED 4700 D BUCKEYE TECHNOLOGIES INC COM 11825510 316 39000 SH SHARED 10 39000 D BUCKEYE TECHNOLOGIES INC COM 11825510 415 51200 SH SHARED 17 10400 40800 D BUCKLE INC COM 11844010 74 2200 SH SHARED 2200 D BUCKLE INC COM 11844010 1297 38200 SH SHARED 10 38200 D BUCKLE INC COM 11844010 563 16600 SH SHARED 17 2200 14400 D BUCYRUS INTL INC NEW CL A 11875910 152 3100 SH SHARED 3100 D BUCYRUS INTL INC NEW CL A 11875910 98 2000 SH SHARED 10 2000 D BUCYRUS INTL INC NEW CL A 11875910 358 7300 SH SHARED 17 7300 D BUFFALO WILD WINGS INC COM 11984810 43 1653 SH SHARED 1653 D BUFFALO WILD WINGS INC COM 11984810 795 30000 SH SHARED 01 30000 D BUFFALO WILD WINGS INC COM 11984810 254 9600 SH SHARED 05 9600 D BUFFALO WILD WINGS INC COM 11984810 3828 144472 SH SHARED 10 144472 D BUFFALO WILD WINGS INC COM 11984810 7610 287200 SH SHARED 17 285700 1500 D BUHRMANN N V SPONSORED ADR 12007Q10 18717 1558519 SH SHARED 02 1558519 D BUILD A BEAR WORKSHOP COM 12007610 138 6201 SH SHARED 6201 D BUILD A BEAR WORKSHOP COM 12007610 211 9500 SH SHARED 02 9500 D BUILD A BEAR WORKSHOP COM 12007610 80 3600 SH SHARED 17 3600 D BUILDERS FIRSTSOURCE INC COM 12008R10 44 2000 SH SHARED 02 2000 D BUILDERS FIRSTSOURCE INC COM 12008R10 53 2400 SH SHARED 17 2400 D BUILDING MATLS HLDG CORP COM 12011310 251 2700 SH SHARED 2100 600 D BUILDING MATLS HLDG CORP COM 12011310 279 3000 SH SHARED 02 3000 D BUILDING MATLS HLDG CORP COM 12011310 102 1100 SH SHARED 10 1100 D BUILDING MATLS HLDG CORP COM 12011310 615 6600 SH SHARED 17 6000 600 D BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE 19644 12000000 PRN SHARED 12000000 D BUNGE LTD FIN CORP NOTE 3.750%11/1 120568AE 4971 3037000 PRN SHARED 02 3037000 D BURLINGTON COAT FACTORY COM 12157910 270 7100 SH SHARED 7100 D BURLINGTON COAT FACTORY COM 12157910 368 9684 SH SHARED 02 9684 D BURLINGTON COAT FACTORY COM 12157910 34 900 SH SHARED 10 900 D BURLINGTON COAT FACTORY COM 12157910 346 9100 SH SHARED 17 9100 D BURLINGTON NORTHN SANTA FE C COM 12189T10 212863 3559591 SH SHARED 3478009 81582 D BURLINGTON NORTHN SANTA FE C COM 12189T10 249 4172 SH SHARED 01 1995 2177 D BURLINGTON NORTHN SANTA FE C COM 12189T10 8381 140160 SH SHR/OTHR 01 140160 D BURLINGTON NORTHN SANTA FE C COM 12189T10 12507 209159 SH SHARED 02 204859 4300 D BURLINGTON NORTHN SANTA FE C COM 12189T10 11 200 SH SHARED 05 200 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1018 17032 SH SHARED 06 17032 D BURLINGTON NORTHN SANTA FE C COM 12189T10 6268 104824 SH SHARED 10 85928 18896 D BURLINGTON NORTHN SANTA FE C COM 12189T10 223 3732 SH SHARED 14 3732 D BURLINGTON NORTHN SANTA FE C COM 12189T10 9473 158424 SH SHARED 17 157024 1400 D BURLINGTON RES INC COM 12201410 56009 688750 SH SHARED 610645 78105 D BURLINGTON RES INC COM 12201410 121 1498 SH SHARED 01 1498 D BURLINGTON RES INC COM 12201410 3843 47266 SH SHR/OTHR 01 47266 D BURLINGTON RES INC COM 12201410 8186 100673 SH SHARED 02 100673 D BURLINGTON RES INC COM 12201410 9107 112000 SH SHARED 04 112000 D BURLINGTON RES INC COM 12201410 3952 48600 SH SHARED 05 43800 4800 D BURLINGTON RES INC COM 12201410 16113 198146 SH SHARED 06 198146 D BURLINGTON RES INC COM 12201410 63276 778120 SH SHARED 10 52860 491460 233800 D BURLINGTON RES INC COM 12201410 365 4500 SH SHARED 14 4500 D BURLINGTON RES INC COM 12201410 126980 1561487 SH SHARED 17 1522887 38600 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 4118 118473 SH SHARED 118473 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 905 26042 SH SHARED 04 26042 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 30310 872000 SH SHARED 10 872000 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1341 38600 SH SHARED 14 38600 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 29104 837300 SH SHARED 17 837300 D C&D TECHNOLOGIES INC COM 12466110 207 22000 SH SHARED 22000 D C&D TECHNOLOGIES INC COM 12466110 50 5400 SH SHARED 10 5400 D C&D TECHNOLOGIES INC COM 12466110 298 31720 SH SHARED 17 9920 21800 D CAE INC COM 12476510 7542 1114100 SH SHARED 1114100 D CAE INC COM 12476510 702 103807 SH SHARED 02 103807 D CAE INC COM 12476510 12009 1773900 SH SHARED 17 1773900 D CBIZ INC COM 12480510 309 60654 SH SHARED 60654 D CBIZ INC COM 12480510 129 25328 SH SHARED 17 25328 D CBL & ASSOC PPTYS INC COM 12483010 49 1206 SH SHARED 806 400 D CBL & ASSOC PPTYS INC COM 12483010 668 16300 SH SHARED 02 16300 D CCC INFORMATION SVCS GROUP I COM 12487Q10 31 1200 SH SHARED 1200 D CCC INFORMATION SVCS GROUP I COM 12487Q10 230 8831 SH SHARED 10 8831 D CCC INFORMATION SVCS GROUP I COM 12487Q10 116 4451 SH SHARED 17 4451 D CBRL GROUP INC NOTE 4/0 12489VAB 79 173000 PRN SHARED 02 173000 D CBRL GROUP INC COM 12489V10 3981 118296 SH SHARED 102696 15600 D CBRL GROUP INC COM 12489V10 723 21500 SH SHARED 02 21500 D CBRL GROUP INC COM 12489V10 63 1877 SH SHARED 06 1877 D CBRL GROUP INC COM 12489V10 1447 43000 SH SHARED 10 43000 D CBRL GROUP INC COM 12489V10 2847 84600 SH SHARED 17 84600 D CB RICHARD ELLIS GROUP INC CL A 12497T10 19 400 SH SHARED 400 D CB RICHARD ELLIS GROUP INC CL A 12497T10 418 8500 SH SHARED 02 8500 D CB RICHARD ELLIS GROUP INC CL A 12497T10 300 6100 SH SHARED 17 6100 D C COR INC COM 12501010 52 7800 SH SHARED 7800 D C COR INC COM 12501010 373 55338 SH SHARED 17 55338 D C D I CORP COM 12507110 313 10600 SH SHARED 10000 600 D C D I CORP COM 12507110 169 5736 SH SHARED 02 5736 D C D I CORP COM 12507110 147 5000 SH SHARED 10 5000 D C D I CORP COM 12507110 147 5000 SH SHARED 17 5000 D C D W CORP COM 12512N10 13009 220793 SH SHARED 194216 26577 D C D W CORP COM 12512N10 2228 37828 SH SHARED 02 37828 D C D W CORP COM 12512N10 136 2322 SH SHARED 06 2322 D C D W CORP COM 12512N10 88 1500 SH SHARED 10 1500 D C D W CORP COM 12512N10 151 2566 SH SHARED 14 2566 D C D W CORP COM 12512N10 1331 22590 SH SHARED 17 22590 D CEC ENTMT INC COM 12513710 165 5200 SH SHARED 5200 D CEC ENTMT INC COM 12513710 679 21400 SH SHARED 02 21400 D CEC ENTMT INC COM 12513710 6302 198450 SH SHARED 10 121650 76800 D CEC ENTMT INC COM 12513710 1931 60800 SH SHARED 17 14250 46550 D CF INDS HLDGS INC COM 12526910 2298 155200 SH SHARED 17 155200 D CH ENERGY GROUP INC COM 12541M10 123 2600 SH SHARED 2400 200 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHR/OTHR 01 200 D CH ENERGY GROUP INC COM 12541M10 112 2375 SH SHARED 02 2375 D CH ENERGY GROUP INC COM 12541M10 118 2500 SH SHARED 10 2500 D CH ENERGY GROUP INC COM 12541M10 403 8500 SH SHARED 17 6900 1600 D C H ROBINSON WORLDWIDE INC COM 12541W10 24487 381838 SH SHARED 351438 30400 D C H ROBINSON WORLDWIDE INC COM 12541W10 384 6000 SH SHARED 01 6000 D C H ROBINSON WORLDWIDE INC COM 12541W10 43 675 SH SHR/OTHR 01 675 D C H ROBINSON WORLDWIDE INC COM 12541W10 2411 37600 SH SHARED 02 37600 D C H ROBINSON WORLDWIDE INC COM 12541W10 25 400 SH SHARED 10 400 D C H ROBINSON WORLDWIDE INC COM 12541W10 6256 97560 SH SHARED 17 97560 D CIGNA CORP COM 12550910 63522 538966 SH SHARED 496546 42420 D CIGNA CORP COM 12550910 883 7498 SH SHARED 01 5898 1600 D CIGNA CORP COM 12550910 353 3000 SH SHR/OTHR 01 3000 D CIGNA CORP COM 12550910 3988 33843 SH SHARED 02 33843 D CIGNA CORP COM 12550910 8603 73000 SH SHARED 04 73000 D CIGNA CORP COM 12550910 11 100 SH SHARED 05 100 D CIGNA CORP COM 12550910 438 3724 SH SHARED 06 3724 D CIGNA CORP COM 12550910 3330 28262 SH SHARED 10 26162 2100 D CIGNA CORP COM 12550910 1588 13474 SH SHARED 14 13474 D CIGNA CORP COM 12550910 1178 10000 SH SHARED 15 10000 D CIGNA CORP COM 12550910 7140 60588 SH SHARED 17 59988 600 D CIT GROUP INC COM 12558110 14273 315936 SH SHARED 260345 55591 D CIT GROUP INC COM 12558110 5112 113150 SH SHARED 01 113150 D CIT GROUP INC COM 12558110 31 700 SH SHR/OTHR 01 700 D CIT GROUP INC COM 12558110 3104 68720 SH SHARED 02 68720 D CIT GROUP INC COM 12558110 7586 167909 SH SHARED 04 160000 7909 D CIT GROUP INC COM 12558110 11810 261410 SH SHARED 05 150850 110560 D CIT GROUP INC COM 12558110 9106 201553 SH SHARED 06 201553 D CIT GROUP INC COM 12558110 52319 1158020 SH SHARED 10 23550 1128270 6200 D CIT GROUP INC COM 12558110 305 6762 SH SHARED 14 6762 D CIT GROUP INC COM 12558110 45979 1017689 SH SHARED 17 965589 52100 D CIT GROUP INC COM 12558110 7863 174057 SH SHARED 19 174057 D CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG 4382 2800000 PRN SHARED 2800000 D CKE RESTAURANTS INC COM 12561E10 3442 261200 SH SHARED 261200 D CKE RESTAURANTS INC COM 12561E10 1141 86600 SH SHARED 02 86600 D CKE RESTAURANTS INC COM 12561E10 1820 138100 SH SHARED 10 138100 D CKE RESTAURANTS INC COM 12561E10 2024 153600 SH SHARED 17 21300 132300 D CLECO CORP NEW COM 12561W10 648 27500 SH SHARED 27500 D CLECO CORP NEW COM 12561W10 94 4000 SH SHR/OTHR 01 4000 D CLECO CORP NEW COM 12561W10 669 28400 SH SHARED 10 28400 D CLECO CORP NEW COM 12561W10 652 27660 SH SHARED 17 24960 2700 D CKX INC COM 12562M10 2 200 SH SHARED 200 D CKX INC COM 12562M10 26 2100 SH SHARED 02 2100 D CKX INC COM 12562M10 28 2300 SH SHARED 17 2300 D CMGI INC COM 12575010 194 116600 SH SHARED 77600 39000 D CMGI INC COM 12575010 1 700 SH SHARED 01 700 D CMGI INC COM 12575010 1 700 SH SHARED 10 700 D CMGI INC COM 12575010 301 180700 SH SHARED 17 180700 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 3655 2849000 PRN SHARED 02 2849000 D CMS ENERGY CORP COM 12589610 4177 253941 SH SHARED 229141 24800 D CMS ENERGY CORP COM 12589610 82 5000 SH SHR/OTHR 01 5000 D CMS ENERGY CORP COM 12589610 1099 66816 SH SHARED 02 66816 D CMS ENERGY CORP COM 12589610 194 11800 SH SHARED 10 11800 D CMS ENERGY CORP COM 12589610 7054 428831 SH SHARED 17 428831 D CPI CORP COM 12590210 8 508 SH SHARED 02 508 D CSS INDS INC COM 12590610 29 900 SH SHARED 900 D CSS INDS INC COM 12590610 60 1850 SH SHARED 17 1850 D CSK AUTO CORP COM 12596510 1983 133300 SH SHARED 133300 D CSK AUTO CORP COM 12596510 3111 209100 SH SHARED 10 209100 D CSK AUTO CORP COM 12596510 2139 143760 SH SHARED 17 18160 125600 D CNA FINL CORP COM 12611710 7594 254246 SH SHARED 251546 2700 D CNA FINL CORP COM 12611710 95 3200 SH SHARED 02 3200 D CNA FINL CORP COM 12611710 65 2200 SH SHARED 17 2200 D CNA SURETY CORP COM 12612L10 32 2300 SH SHARED 2300 D CNA SURETY CORP COM 12612L10 49 3500 SH SHARED 17 3500 D CNF INC COM 12612W10 1434 27320 SH SHARED 6220 21100 D CNF INC COM 12612W10 162 3100 SH SHARED 01 3100 D CNF INC COM 12612W10 15 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 1575 30000 SH SHARED 02 30000 D CNF INC COM 12612W10 488 9300 SH SHARED 17 9300 D CNET NETWORKS INC COM 12613R10 259 19100 SH SHARED 19100 D CNET NETWORKS INC COM 12613R10 546 40300 SH SHARED 02 40300 D CNET NETWORKS INC COM 12613R10 1606 118400 SH SHARED 04 118400 D CNET NETWORKS INC COM 12613R10 347 25600 SH SHARED 10 3400 22200 D CNET NETWORKS INC COM 12613R10 3918 288770 SH SHARED 17 165470 123300 D CNOOC LTD SPONSORED ADR 12613210 5031 69700 SH SHARED 69700 D CNS INC COM 12613610 54 2100 SH SHARED 2100 D CNS INC COM 12613610 177 6800 SH SHARED 17 6800 D CPFL ENERGIA S A SPONSORED ADR 12615310 4185 131400 SH SHARED 01 131400 D CPFL ENERGIA S A SPONSORED ADR 12615310 6274 197000 SH SHARED 10 197000 D CP HOLDRS DEP RCPTS CP 12616K10 26 200 SH SHR/OTHR 01 200 D CRA INTL INC COM 12618T10 120 2900 SH SHARED 2900 D CRA INTL INC COM 12618T10 275 6604 SH SHARED 02 6604 D CRA INTL INC COM 12618T10 195 4700 SH SHARED 17 4700 D CSG SYS INTL INC NOTE 2.500% 6/1 126349AB 10110 10000000 PRN SHARED 10000000 D CSG SYS INTL INC COM 12634910 710 32727 SH SHARED 13027 19700 D CSG SYS INTL INC COM 12634910 403 18600 SH SHARED 02 18600 D CSG SYS INTL INC COM 12634910 3523 162300 SH SHARED 10 162300 D CSG SYS INTL INC COM 12634910 911 42000 SH SHARED 17 22100 19900 D CSX CORP DBCV 10/3 126408GA 36487 40052000 PRN SHARED 40052000 D CSX CORP DBCV 10/3 126408GA 1667 1830000 PRN SHARED 06 1830000 D CSX CORP COM 12640810 22732 489090 SH SHARED 440469 48621 D CSX CORP COM 12640810 233 5016 SH SHARED 01 5016 D CSX CORP COM 12640810 1626 35004 SH SHR/OTHR 01 35004 D CSX CORP COM 12640810 4508 97002 SH SHARED 02 97002 D CSX CORP COM 12640810 9 200 SH SHARED 05 200 D CSX CORP COM 12640810 224 4840 SH SHARED 06 4840 D CSX CORP COM 12640810 2412 51900 SH SHARED 10 51600 300 D CSX CORP COM 12640810 2709 58300 SH SHARED 14 58300 D CSX CORP COM 12640810 4872 104835 SH SHARED 17 104835 D CT COMMUNICATIONS INC COM NEW 12642640 35 2900 SH SHARED 2900 D CT COMMUNICATIONS INC COM NEW 12642640 870 70400 SH SHARED 10 70400 D CT COMMUNICATIONS INC COM NEW 12642640 630 51000 SH SHARED 17 8200 42800 D CTS CORP COM 12650110 67 5600 SH SHARED 5600 D CTS CORP COM 12650110 166 13790 SH SHARED 17 13790 D CVB FINL CORP COM 12660010 140 7573 SH SHARED 7231 342 D CVB FINL CORP COM 12660010 817 43975 SH SHARED 10 43975 D CVB FINL CORP COM 12660010 469 25258 SH SHARED 17 24458 800 D CVS CORP COM 12665010 96694 3333139 SH SHARED 3166447 166692 D CVS CORP COM 12665010 99217 3420118 SH SHARED 01 190100 3230018 D CVS CORP COM 12665010 4624 159400 SH SHR/OTHR 01 159400 D CVS CORP COM 12665010 7203 248316 SH SHARED 02 248316 D CVS CORP COM 12665010 26355 908500 SH SHARED 04 908500 D CVS CORP COM 12665010 386 13320 SH SHARED 05 13320 D CVS CORP COM 12665010 32844 1132190 SH SHARED 06 1132190 D CVS CORP COM 12665010 3580 123420 SH SHARED 10 110400 13020 D CVS CORP COM 12665010 87 3000 SH SHARED 14 3000 D CVS CORP COM 12665010 2901 100000 SH SHARED 16 100000 D CVS CORP COM 12665010 9954 343146 SH SHARED 17 340246 2900 D CVS CORP COM 12665010 703 24258 SH SHARED 18 24258 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 430 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF 6121 3800000 PRN SHARED 02 3800000 D CV THERAPEUTICS INC NOTE 3.250% 8/1 126667AG 201 170000 PRN SHARED 170000 D CV THERAPEUTICS INC NOTE 3.250% 8/1 126667AG 7454 6285000 PRN SHARED 02 6285000 D CV THERAPEUTICS INC COM 12666710 5482 204941 SH SHARED 200041 4900 D CV THERAPEUTICS INC COM 12666710 28116 1051100 SH SHARED 04 1051100 D CV THERAPEUTICS INC COM 12666710 53 2000 SH SHARED 06 2000 D CV THERAPEUTICS INC COM 12666710 508 19000 SH SHARED 10 19000 D CV THERAPEUTICS INC COM 12666710 406 15200 SH SHARED 14 15200 D CV THERAPEUTICS INC COM 12666710 441 16522 SH SHARED 17 14022 2500 D CABCO TR FOR J C PENNEY DEBS CTF TR 7.625% 12679720 78 3090 SH SHARED 02 3090 D CABELAS INC COM 12680430 86 4700 SH SHARED 4700 D CABELAS INC COM 12680430 192 10500 SH SHARED 02 10500 D CABELAS INC COM 12680430 2241 122000 SH SHARED 17 122000 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 10 1400 SH SHARED 1400 D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 979 130207 SH SHARED 02 130207 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 12600 410841 SH SHARED 407103 3738 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 92 3013 SH SHARED 01 3013 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 2319 75638 SH SHARED 02 75638 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 110 3600 SH SHARED 06 3600 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 285 9300 SH SHARED 10 9300 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1315 42900 SH SHARED 17 42900 D CABLE DESIGN TECHNOLOGIES CO SDCV 4.000% 7/1 126924AB 13155 10359000 PRN SHARED 10359000 D CABOT CORP COM 12705510 1049 31785 SH SHARED 7485 24300 D CABOT CORP COM 12705510 1013 30700 SH SHARED 02 30700 D CABOT MICROELECTRONICS CORP COM 12709P10 2042 69514 SH SHARED 59007 10507 D CABOT MICROELECTRONICS CORP COM 12709P10 531 18100 SH SHARED 02 18100 D CABOT MICROELECTRONICS CORP COM 12709P10 79 2700 SH SHARED 10 2700 D CABOT MICROELECTRONICS CORP COM 12709P10 478 16300 SH SHARED 17 14600 1700 D CABOT OIL & GAS CORP COM 12709710 373 7400 SH SHARED 7400 D CABOT OIL & GAS CORP COM 12709710 4871 96450 SH SHARED 10 96450 D CABOT OIL & GAS CORP COM 12709710 6853 135684 SH SHARED 17 30434 105250 D CACHE INC COM NEW 12715030 27 1800 SH SHARED 1800 D CACHE INC COM NEW 12715030 25 1700 SH SHARED 10 1700 D CACHE INC COM NEW 12715030 96 6350 SH SHARED 17 6350 D CACI INTL INC CL A 12719030 502 8300 SH SHARED 8300 D CACI INTL INC CL A 12719030 57 950 SH SHR/OTHR 01 950 D CACI INTL INC CL A 12719030 927 15300 SH SHARED 02 15300 D CACI INTL INC CL A 12719030 9345 154210 SH SHARED 10 154110 100 D CACI INTL INC CL A 12719030 8150 134500 SH SHARED 17 134500 D CADBURY SCHWEPPES PLC ADR 12720930 3886 95429 SH SHARED 95429 D CADBURY SCHWEPPES PLC ADR 12720930 8 200 SH SHARED 02 200 D CADENCE DESIGN SYSTEM INC COM 12738710 10286 636554 SH SHARED 535445 101109 D CADENCE DESIGN SYSTEM INC COM 12738710 5283 326921 SH SHARED 02 326921 D CADENCE DESIGN SYSTEM INC COM 12738710 1923 119000 SH SHARED 04 119000 D CADENCE DESIGN SYSTEM INC COM 12738710 9 600 SH SHARED 05 600 D CADENCE DESIGN SYSTEM INC COM 12738710 410 25400 SH SHARED 06 25400 D CADENCE DESIGN SYSTEM INC COM 12738710 24 1500 SH SHARED 10 1500 D CADENCE DESIGN SYSTEM INC COM 12738710 1273 78800 SH SHARED 14 78800 D CADENCE DESIGN SYSTEM INC COM 12738710 155 9600 SH SHARED 17 9600 D CAL DIVE INTL INC COM 12791410 7277 114776 SH SHARED 114776 D CAL DIVE INTL INC COM 12791410 3585 56547 SH SHARED 02 56547 D CAL DIVE INTL INC COM 12791410 4831 76200 SH SHARED 10 76200 D CAL DIVE INTL INC COM 12791410 13743 216746 SH SHARED 17 148946 67800 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 1020 62247 SH SHARED 62247 D CALAMOS ASSET MGMT INC CL A 12811R10 160 6500 SH SHARED 6500 D CALAMOS ASSET MGMT INC CL A 12811R10 246 10000 SH SHARED 02 10000 D CALAMOS ASSET MGMT INC CL A 12811R10 66 2700 SH SHARED 10 2700 D CALAMOS ASSET MGMT INC CL A 12811R10 1110 45000 SH SHARED 16 45000 D CALAMOS ASSET MGMT INC CL A 12811R10 15926 645300 SH SHARED 17 643500 1800 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 912 45500 SH SHARED 45500 D CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 12812510 366 26208 SH SHARED 26208 D CALGON CARBON CORP COM 12960310 41 5300 SH SHARED 5300 D CALGON CARBON CORP COM 12960310 105 13300 SH SHARED 17 13300 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 42 1200 SH SHARED 1200 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 76 2160 SH SHARED 17 2160 D CALIFORNIA MICRO DEVICES COR COM 13043910 310 40200 SH SHARED 10 40200 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 111 3800 SH SHARED 2900 900 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 36 1264 SH SHR/OTHR 01 1264 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 111 3800 SH SHARED 10 3800 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 318 10900 SH SHARED 17 9300 1600 D CALIFORNIA WTR SVC GROUP COM 13078810 111 2700 SH SHARED 2700 D CALIFORNIA WTR SVC GROUP COM 13078810 152 3700 SH SHARED 10 3700 D CALIFORNIA WTR SVC GROUP COM 13078810 354 8600 SH SHARED 17 6600 2000 D CALIPER LIFE SCIENCES INC COM 13087210 87 12500 SH SHARED 12500 D CALLAWAY GOLF CO COM 13119310 5234 346912 SH SHARED 322612 24300 D CALLAWAY GOLF CO COM 13119310 15 1000 SH SHARED 01 1000 D CALLAWAY GOLF CO COM 13119310 397 26330 SH SHARED 02 26330 D CALLAWAY GOLF CO COM 13119310 98 6500 SH SHARED 10 6500 D CALLAWAY GOLF CO COM 13119310 416 27600 SH SHARED 17 27600 D CALLON PETE CO DEL COM 13123X10 41 2000 SH SHARED 2000 D CALLON PETE CO DEL COM 13123X10 2241 107100 SH SHARED 10 107100 D CALLON PETE CO DEL COM 13123X10 146 7000 SH SHARED 17 7000 D CALLWAVE INC DEL COM 13126N10 0 100 SH SHARED 02 100 D CALPINE CORP NOTE 4.750%11/1 131347BJ 1035 1900000 PRN SHARED 1900000 D CALPINE CORP NOTE 6.000% 9/3 131347BM 67377104300000 PRN SHARED 104300000 D CALPINE CORP NOTE 6.000% 9/3 131347BM 16773 25964750 PRN SHARED 02 25964750 D CALPINE CORP NOTE 6.000% 9/3 131347BM 0 800 PRN SHARED 17 800 D CALPINE CORP COM 13134710 2074 790403 SH SHARED 693503 96900 D CALPINE CORP COM 13134710 1 400 SH SHARED 01 400 D CALPINE CORP COM 13134710 192 74423 SH SHARED 02 74423 D CALPINE CORP COM 13134710 88 34200 SH SHARED 10 34200 D CALPINE CORP COM 13134710 0 200 SH SHR/OTHR 10 200 D CALPINE CORP COM 13134710 2019 779573 SH SHARED 17 763873 15700 D CAMBIOR INC COM 13201L10 628 295202 SH SHARED 295202 D CAMBIOR INC COM 13201L10 958 450000 SH SHARED 04 450000 D CAMBIOR INC COM 13201L10 5346 2510000 SH SHARED 10 2510000 D CAMBIOR INC COM 13201L10 852 400000 SH SHARED 16 400000 D CAMBREX CORP COM 13201110 75 4000 SH SHARED 4000 D CAMBREX CORP COM 13201110 1166 61500 SH SHARED 10 61500 D CAMBREX CORP COM 13201110 218 11503 SH SHARED 17 11503 D CAMDEN NATL CORP COM 13303410 42 1118 SH SHARED 1118 D CAMDEN NATL CORP COM 13303410 90 2400 SH SHARED 10 2400 D CAMDEN NATL CORP COM 13303410 177 4700 SH SHARED 17 3100 1600 D CAMDEN PPTY TR SH BEN INT 13313110 674 12100 SH SHARED 12100 D CAMDEN PPTY TR SH BEN INT 13313110 289 5200 SH SHARED 02 5200 D CAMDEN PPTY TR SH BEN INT 13313110 997 17900 SH SHARED 10 17900 D CAMDEN PPTY TR SH BEN INT 13313110 102797 1843900 SH SHARED 11 1843900 D CAMDEN PPTY TR SH BEN INT 13313110 228 4100 SH SHARED 17 4100 D CAMECO CORP COM 13321L10 11180 208981 SH SHARED 203374 5607 D CAMECO CORP COM 13321L10 540 10100 SH SHARED 01 600 9500 D CAMECO CORP COM 13321L10 4006 74879 SH SHARED 02 74879 D CAMECO CORP COM 13321L10 5430 101500 SH SHARED 04 101500 D CAMECO CORP COM 13321L10 570 10657 SH SHARED 06 10657 D CAMECO CORP COM 13321L10 37 700 SH SHARED 10 700 D CAMECO CORP COM 13321L10 695 13000 SH SHARED 14 13000 D CAMPBELL SOUP CO COM 13442910 42709 1435601 SH SHARED 1314677 120924 D CAMPBELL SOUP CO COM 13442910 172 5800 SH SHARED 01 4000 1800 D CAMPBELL SOUP CO COM 13442910 255 8600 SH SHR/OTHR 01 8600 D CAMPBELL SOUP CO COM 13442910 4680 157325 SH SHARED 02 157325 D CAMPBELL SOUP CO COM 13442910 5 200 SH SHARED 05 200 D CAMPBELL SOUP CO COM 13442910 1289 43350 SH SHARED 06 43350 D CAMPBELL SOUP CO COM 13442910 38 1300 SH SHARED 10 1300 D CAMPBELL SOUP CO COM 13442910 1068 35900 SH SHARED 14 35900 D CAMPBELL SOUP CO COM 13442910 2785 93630 SH SHARED 17 93630 D CDN IMPERIAL BK OF COMMERCE COM 13606910 95 1534 SH SHARED 1534 D CDN IMPERIAL BK OF COMMERCE COM 13606910 9604 153718 SH SHARED 02 153718 D CDN IMPERIAL BK OF COMMERCE COM 13606910 764 12242 SH SHARED 06 12242 D CDN IMPERIAL BK OF COMMERCE COM 13606910 18 300 SH SHARED 10 300 D CANADIAN NATL RY CO COM 13637510 7720 108750 SH SHARED 108750 D CANADIAN NATL RY CO COM 13637510 5446 76724 SH SHARED 55049 21675 D CANADIAN NATL RY CO COM 13637510 1213 17100 SH SHARED 01 8900 8200 D CANADIAN NATL RY CO COM 13637510 119 1683 SH SHR/OTHR 01 1683 D CANADIAN NATL RY CO COM 13637510 21247 299298 SH SHARED 02 299298 D CANADIAN NATL RY CO COM 13637510 8674 122200 SH SHARED 04 122200 D CANADIAN NATL RY CO COM 13637510 51985 732298 SH SHARED 05 639549 92749 D CANADIAN NATL RY CO COM 13637510 16713 235430 SH SHARED 06 235430 D CANADIAN NATL RY CO COM 13637510 26734 376600 SH SHARED 10 376200 400 D CANADIAN NATL RY CO COM 13637510 248 3500 SH SHARED 14 3500 D CANADIAN NATL RY CO COM 13637510 1623 22867 SH SHARED 15 22867 D CANADIAN NATL RY CO COM 13637510 7463 105137 SH SHARED 17 105137 D CANADIAN NATL RY CO COM 13637510 117 1650 SH SHARED 19 1650 D CANADIAN NAT RES LTD COM 13638510 7234 160092 SH SHARED 147500 12592 D CANADIAN NAT RES LTD COM 13638510 29608 655200 SH SHARED 02 655200 D CANADIAN NAT RES LTD COM 13638510 171 3800 SH SHARED 05 3800 D CANADIAN NAT RES LTD COM 13638510 9301 205823 SH SHARED 06 205823 D CANADIAN NAT RES LTD COM 13638510 94 2100 SH SHARED 10 2100 D CANADIAN NAT RES LTD COM 13638510 18 400 SH SHARED 14 400 D CANADIAN PAC RY LTD COM 13645T10 66282 1542878 SH SHARED 1541700 1178 D CANADIAN PAC RY LTD COM 13645T10 56 1325 SH SHR/OTHR 01 1325 D CANADIAN PAC RY LTD COM 13645T10 8952 208398 SH SHARED 02 208398 D CANADIAN PAC RY LTD COM 13645T10 6 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 32 754 SH SHARED 06 754 D CANADIAN PAC RY LTD COM 13645T10 8 200 SH SHARED 10 200 D CANADIAN PAC RY LTD COM 13645T10 1340 31200 SH SHARED 14 31200 D CANDELA CORP COM 13690710 32 3300 SH SHARED 3300 D CANDELA CORP COM 13690710 19 2000 SH SHR/OTHR 01 2000 D CANDELA CORP COM 13690710 109 11200 SH SHARED 17 11200 D CANARGO ENERGY CORP COM 13722510 568 301000 SH SHARED 301000 D CANO PETE INC COM 13780110 8 2000 SH SHR/OTHR 01 2000 D CANON INC ADR 13800630 143 2650 SH SHARED 01 2650 D CANON INC ADR 13800630 1010 18629 SH SHARED 10 18629 D CANTEL MEDICAL CORP COM 13809810 35 1700 SH SHARED 1700 D CAP ROCK ENERGY CORP COM 13910R10 22 1500 SH SHARED 01 1500 D CAPITAL CITY BK GROUP INC COM 13967410 64 1700 SH SHARED 1700 D CAPITAL CITY BK GROUP INC COM 13967410 94 2500 SH SHARED 10 2500 D CAPITAL CITY BK GROUP INC COM 13967410 220 5843 SH SHARED 17 4343 1500 D CAPITAL & INCM STRTGS FD INC COM 13971Y10 286 16416 SH SHARED 16416 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 6046 156200 SH SHARED 156200 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 171 4431 SH SHARED 02 4431 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 1068 27600 SH SHARED 10 27600 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 17427 450200 SH SHARED 11 450200 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 13973310 1660 42900 SH SHARED 17 17400 25500 D CAPITAL CORP OF THE WEST COM NEW 14006520 39 1300 SH SHARED 1300 D CAPITAL CORP OF THE WEST COM NEW 14006520 131 4320 SH SHARED 17 4320 D CAPITAL CROSSING BK COM 14007110 31 900 SH SHARED 900 D CAPITAL LEASE FDG INC COM 14028810 39 3791 SH SHARED 3791 D CAPITAL LEASE FDG INC COM 14028810 4618 446200 SH SHARED 17 446200 D CAPITAL ONE FINL CORP COM 14040H10 59140 743721 SH SHARED 680221 63500 D CAPITAL ONE FINL CORP COM 14040H10 143 1800 SH SHARED 01 1800 D CAPITAL ONE FINL CORP COM 14040H10 5577 70137 SH SHARED 02 70137 D CAPITAL ONE FINL CORP COM 14040H10 2186 27500 SH SHARED 04 27500 D CAPITAL ONE FINL CORP COM 14040H10 605 7611 SH SHARED 06 7611 D CAPITAL ONE FINL CORP COM 14040H10 16850 211900 SH SHARED 10 28900 183000 D CAPITAL ONE FINL CORP COM 14040H10 2003 25200 SH SHARED 14 25200 D CAPITAL ONE FINL CORP COM 14040H10 23052 289895 SH SHARED 17 264695 25200 D CAPITAL SOUTHWEST CORP COM 14050110 42 500 SH SHARED 500 D CAPITAL SOUTHWEST CORP COM 14050110 25 300 SH SHARED 10 300 D CAPITAL SOUTHWEST CORP COM 14050110 59 700 SH SHARED 17 700 D CAPITAL TRUST INC MD CL A NEW 14052H50 54 1700 SH SHARED 1700 D CAPITAL TRUST INC MD CL A NEW 14052H50 19 600 SH SHARED 02 600 D CAPITAL TRUST INC MD CL A NEW 14052H50 106 3300 SH SHARED 17 3300 D CAPITALSOURCE INC DBCV 3.500% 7/1 14055XAD 875 933000 PRN SHARED 02 933000 D CAPITALSOURCE INC COM 14055X10 1145 52550 SH SHR/OTHR 52550 D CAPITALSOURCE INC COM 14055X10 403 18500 SH SHARED 18500 D CAPITALSOURCE INC COM 14055X10 63 2900 SH SHR/OTHR 01 2900 D CAPITALSOURCE INC COM 14055X10 1355 62200 SH SHARED 02 62200 D CAPITOL BANCORP LTD COM 14056D10 55 1700 SH SHARED 1700 D CAPITOL BANCORP LTD COM 14056D10 84 2600 SH SHARED 10 2600 D CAPITOL BANCORP LTD COM 14056D10 178 5500 SH SHARED 17 3900 1600 D CAPITOL FED FINL COM 14057C10 10 300 SH SHARED 200 100 D CAPITOL FED FINL COM 14057C10 71 2100 SH SHARED 02 2100 D CAPITOL FED FINL COM 14057C10 150 4400 SH SHARED 10 4400 D CAPSTONE TURBINE CORP COM 14067D10 2 770 SH SHARED 770 D CAPSTEAD MTG CORP COM NO PAR 14067E50 60 8800 SH SHARED 8800 D CAPTARIS INC COM 14071N10 0 184 SH SHARED 02 184 D CARACO PHARMACEUTICAL LABS L COM 14075T10 144 16601 SH SHARED 16601 D CARBO CERAMICS INC COM 14078110 197 3000 SH SHARED 3000 D CARBO CERAMICS INC COM 14078110 97 1483 SH SHARED 02 1483 D CARBO CERAMICS INC COM 14078110 560 8500 SH SHARED 17 8500 D CARAUSTAR INDS INC COM 14090910 48 4400 SH SHARED 4400 D CARAUSTAR INDS INC COM 14090910 152 13861 SH SHARED 17 13861 D CARDERO RES CORP COM 14140U10 3259 987700 SH SHARED 10 987700 D CARDINAL FINL CORP COM 14149F10 36 3800 SH SHARED 3800 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL FINL CORP COM 14149F10 122 12700 SH SHARED 17 12700 D CARDINAL HEALTH INC COM 14149Y10 92516 1458326 SH SHARED 1361483 96843 D CARDINAL HEALTH INC COM 14149Y10 2652 41818 SH SHARED 01 3998 37820 D CARDINAL HEALTH INC COM 14149Y10 267 4220 SH SHR/OTHR 01 4220 D CARDINAL HEALTH INC COM 14149Y10 6510 102623 SH SHARED 02 102623 D CARDINAL HEALTH INC COM 14149Y10 9008 142000 SH SHARED 04 142000 D CARDINAL HEALTH INC COM 14149Y10 19 300 SH SHARED 05 300 D CARDINAL HEALTH INC COM 14149Y10 1777 28017 SH SHARED 06 28017 D CARDINAL HEALTH INC COM 14149Y10 55426 873676 SH SHARED 10 167014 621800 84862 D CARDINAL HEALTH INC COM 14149Y10 41 650 SH SHR/OTHR 10 650 D CARDINAL HEALTH INC COM 14149Y10 117 1850 SH SHARED 14 1850 D CARDINAL HEALTH INC COM 14149Y10 80642 1271168 SH SHARED 17 1269468 1700 D CARDINAL STATE BANK DURHAM N COM 14154610 12 1000 SH SHARED 10 1000 D CARDIOME PHARMA CORP COM NEW 14159U20 232 26500 SH SHARED 26500 D CARDIOME PHARMA CORP COM NEW 14159U20 1675 190600 SH SHARED 10 190600 D CAREER EDUCATION CORP COM 14166510 10090 283756 SH SHARED 245238 38518 D CAREER EDUCATION CORP COM 14166510 2062 58000 SH SHARED 02 58000 D CAREER EDUCATION CORP COM 14166510 109 3082 SH SHARED 06 3082 D CAREER EDUCATION CORP COM 14166510 39 1100 SH SHARED 10 1100 D CAREER EDUCATION CORP COM 14166510 244 6866 SH SHARED 14 6866 D CAREER EDUCATION CORP COM 14166510 442 12430 SH SHARED 17 12430 D CAREMARK RX INC COM 14170510 77262 1547409 SH SHARED 1436037 111372 D CAREMARK RX INC COM 14170510 24182 484326 SH SHARED 01 326101 158225 D CAREMARK RX INC COM 14170510 4835 96846 SH SHR/OTHR 01 96846 D CAREMARK RX INC COM 14170510 5037 100900 SH SHARED 02 100900 D CAREMARK RX INC COM 14170510 33581 672576 SH SHARED 04 667670 4906 D CAREMARK RX INC COM 14170510 41778 836744 SH SHARED 05 623005 213739 D CAREMARK RX INC COM 14170510 53095 1063400 SH SHARED 06 1063400 D CAREMARK RX INC COM 14170510 106367 2130335 SH SHARED 10 526030 1586660 17645 D CAREMARK RX INC COM 14170510 12 250 SH SHR/OTHR 10 250 D CAREMARK RX INC COM 14170510 554 11105 SH SHARED 14 11105 D CAREMARK RX INC COM 14170510 2531 50702 SH SHARED 15 50702 D CAREMARK RX INC COM 14170510 21124 423087 SH SHARED 17 421187 1900 D CAREMARK RX INC COM 14170510 8086 161951 SH SHARED 19 161951 D CARLISLE COS INC COM 14233910 1198 18859 SH SHARED 6959 11900 D CARLISLE COS INC COM 14233910 877 13797 SH SHARED 02 13797 D CARLISLE COS INC COM 14233910 25 400 SH SHARED 17 400 D CARMAX INC COM 14313010 2709 86637 SH SHARED 39734 46903 D CARMAX INC COM 14313010 1432 45802 SH SHARED 02 45802 D CARMAX INC COM 14313010 18 581 SH SHARED 06 581 D CARMAX INC COM 14313010 677 21671 SH SHARED 10 20871 800 D CARMAX INC COM 14313010 5487 175500 SH SHARED 17 175500 D CARMIKE CINEMAS INC COM 14343640 598 26100 SH SHARED 26100 D CARMIKE CINEMAS INC COM 14343640 84 3700 SH SHARED 02 3700 D CARMIKE CINEMAS INC COM 14343640 635 27700 SH SHARED 10 27700 D CARMIKE CINEMAS INC COM 14343640 144 6300 SH SHARED 17 4700 1600 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 14544 11145000 PRN SHARED 11145000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 6093 4669000 PRN SHARED 02 4669000 D CARNIVAL CORP NOTE 10/2 143658AS 132 160000 PRN SHARED 02 160000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 1670 2251000 PRN SHARED 02 2251000 D CARNIVAL CORP PAIRED CTF 14365830 194902 3899611 SH SHARED 3797927 101684 D CARNIVAL CORP PAIRED CTF 14365830 224 4500 SH SHARED 01 4500 D CARNIVAL CORP PAIRED CTF 14365830 584 11700 SH SHR/OTHR 01 11700 D CARNIVAL CORP PAIRED CTF 14365830 5206 104171 SH SHARED 02 104171 D CARNIVAL CORP PAIRED CTF 14365830 29028 580800 SH SHARED 04 580800 D CARNIVAL CORP PAIRED CTF 14365830 14 300 SH SHARED 05 300 D CARNIVAL CORP PAIRED CTF 14365830 4563 91300 SH SHARED 06 91300 D CARNIVAL CORP PAIRED CTF 14365830 7788 155840 SH SHARED 10 151400 4440 D CARNIVAL CORP PAIRED CTF 14365830 235 4715 SH SHARED 14 4715 D CARNIVAL CORP PAIRED CTF 14365830 8708 174243 SH SHARED 17 174243 D CARPENTER TECHNOLOGY CORP COM 14428510 216 3700 SH SHARED 3700 D CARPENTER TECHNOLOGY CORP COM 14428510 564 9628 SH SHARED 02 9628 D CARPENTER TECHNOLOGY CORP COM 14428510 6939 118400 SH SHARED 10 118400 D CARPENTER TECHNOLOGY CORP COM 14428510 2197 37490 SH SHARED 17 15590 21900 D CARRAMERICA RLTY CORP COM 14441810 6161 171400 SH SHARED 171300 100 D CARRAMERICA RLTY CORP COM 14441810 269 7500 SH SHARED 02 7500 D CARRAMERICA RLTY CORP COM 14441810 126766 3526200 SH SHARED 11 3526200 D CARREKER CORP COM 14443310 209 29673 SH SHARED 01 29673 D CARREKER CORP COM 14443310 3 425 SH SHARED 02 425 D CARRIZO OIL & CO INC COM 14457710 87 3000 SH SHARED 3000 D CARRIZO OIL & CO INC COM 14457710 199 6800 SH SHARED 02 6800 D CARRIZO OIL & CO INC COM 14457710 4395 150000 SH SHARED 04 150000 D CARRIZO OIL & CO INC COM 14457710 389 13300 SH SHARED 05 13300 D CARRIZO OIL & CO INC COM 14457710 16832 574500 SH SHARED 17 574500 D CARTER INC COM 14622910 164 2900 SH SHARED 2900 D CARTER INC COM 14622910 34 600 SH SHR/OTHR 01 600 D CARTER INC COM 14622910 5 100 SH SHARED 02 100 D CARTER INC COM 14622910 8429 148400 SH SHARED 10 147000 1400 D CARTER INC COM 14622910 579 10200 SH SHARED 17 9300 900 D CASCADE BANCORP COM 14715410 54 2600 SH SHARED 2600 D CASCADE BANCORP COM 14715410 50 2400 SH SHARED 10 2400 D CASCADE BANCORP COM 14715410 146 7000 SH SHARED 17 7000 D CASCADE CORP COM 14719510 82 1700 SH SHARED 1700 D CASCADE CORP COM 14719510 277 5700 SH SHARED 17 5700 D CASCADE NAT GAS CORP COM 14733910 37 1700 SH SHARED 1700 D CASCADE NAT GAS CORP COM 14733910 104 4800 SH SHARED 17 4800 D CASELLA WASTE SYS INC CL A 14744810 37 2818 SH SHARED 2818 D CASELLA WASTE SYS INC CL A 14744810 122 9300 SH SHARED 17 9300 D CASEYS GEN STORES INC COM 14752810 171 7395 SH SHARED 7395 D CASEYS GEN STORES INC COM 14752810 104 4500 SH SHARED 10 4500 D CASEYS GEN STORES INC COM 14752810 962 41486 SH SHARED 17 38786 2700 D CASH AMER INTL INC COM 14754D10 149 7200 SH SHARED 7200 D CASH AMER INTL INC COM 14754D10 4046 195000 SH SHARED 10 3100 191900 D CASH AMER INTL INC COM 14754D10 1541 74300 SH SHARED 17 11900 62400 D CASTLE A M & CO COM 14841110 28 1637 SH SHARED 1637 D CASTLE A M & CO COM 14841110 43 2469 SH SHARED 02 2469 D CASTLE CONV FD INC COM 14844310 402 17800 SH SHARED 17800 D CASUAL MALE RETAIL GRP INC COM 14871110 26 3900 SH SHARED 3900 D CASUAL MALE RETAIL GRP INC COM 14871110 101 14700 SH SHARED 17 14700 D CATALINA MARKETING CORP COM 14886710 1120 49259 SH SHARED 36859 12400 D CATALINA MARKETING CORP COM 14886710 535 23540 SH SHARED 02 23540 D CATALINA MARKETING CORP COM 14886710 81 3600 SH SHARED 10 3600 D CATALINA MARKETING CORP COM 14886710 884 38900 SH SHARED 17 36800 2100 D CATAPULT COMMUNICATIONS CORP COM 14901610 27 1500 SH SHARED 1500 D CATAPULT COMMUNICATIONS CORP COM 14901610 148 8086 SH SHARED 02 8086 D CATAPULT COMMUNICATIONS CORP COM 14901610 262 14300 SH SHARED 05 14300 D CATAPULT COMMUNICATIONS CORP COM 14901610 2796 152500 SH SHARED 17 152500 D CATELLUS DEV CORP NEW COM 14911310 0 2 SH SHARED 11 2 D CATERPILLAR INC DEL COM 14912310 74008 1259723 SH SHARED 1069709 190014 D CATERPILLAR INC DEL COM 14912310 866 14748 SH SHARED 01 6998 7750 D CATERPILLAR INC DEL COM 14912310 1521 25900 SH SHR/OTHR 01 25900 D CATERPILLAR INC DEL COM 14912310 16156 275003 SH SHARED 02 275003 D CATERPILLAR INC DEL COM 14912310 1693 28826 SH SHARED 04 26300 2526 D CATERPILLAR INC DEL COM 14912310 13390 227930 SH SHARED 05 211950 15980 D CATERPILLAR INC DEL COM 14912310 3964 67482 SH SHARED 06 67482 D CATERPILLAR INC DEL COM 14912310 76592 1303706 SH SHARED 10 531612 523900 248194 D CATERPILLAR INC DEL COM 14912310 470 8000 SH SHR/OTHR 10 8000 D CATERPILLAR INC DEL COM 14912310 202 3440 SH SHARED 14 3440 D CATERPILLAR INC DEL COM 14912310 171 2920 SH SHARED 15 2920 D CATERPILLAR INC DEL COM 14912310 22802 388129 SH SHARED 17 385729 2400 D CATHAY GENERAL BANCORP COM 14915010 248 7000 SH SHARED 6800 200 D CATHAY GENERAL BANCORP COM 14915010 113 3200 SH SHARED 10 3200 D CATHAY GENERAL BANCORP COM 14915010 753 21236 SH SHARED 17 19436 1800 D CATO CORP NEW CL A 14920510 93 4700 SH SHARED 4700 D CATO CORP NEW CL A 14920510 2431 121990 SH SHARED 10 3640 118350 D CATO CORP NEW CL A 14920510 1563 78450 SH SHARED 17 12450 66000 D CAVCO INDS INC DEL COM 14956810 8 238 SH SHARED 238 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 221 7400 SH SHARED 7400 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 141 4734 SH SHARED 10 4734 D CEDAR SHOPPING CTRS INC COM NEW 15060220 2938 203100 SH SHARED 203100 D CEDAR SHOPPING CTRS INC COM NEW 15060220 603 41700 SH SHARED 11 41700 D CEDAR SHOPPING CTRS INC COM NEW 15060220 125 8700 SH SHARED 17 8700 D CELADON GROUP INC COM 15083810 113 5100 SH SHARED 05 5100 D CELADON GROUP INC COM 15083810 1148 51500 SH SHARED 17 51500 D CELANESE CORP DEL COM SER A 15087010 6 400 SH SHARED 400 D CELANESE CORP DEL COM SER A 15087010 251 14600 SH SHARED 02 14600 D CELANESE CORP DEL COM SER A 15087010 210 12200 SH SHARED 17 12200 D CELANESE CORP DEL PFD 4.25% CONV 15087020 1188 45000 SH SHARED 45000 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 36 45000 PRN SHARED 02 45000 D CELL GENESYS INC COM 15092110 37 6800 SH SHARED 6800 D CELL GENESYS INC COM 15092110 123 22500 SH SHARED 17 22500 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 2185 3508000 PRN SHARED 3508000 D CELL THERAPEUTICS INC COM 15093410 34 12100 SH SHARED 12100 D CELL THERAPEUTICS INC COM 15093410 2 800 SH SHARED 02 800 D CELL THERAPEUTICS INC COM 15093410 87 30650 SH SHARED 17 30650 D CELEBRATE EXPRESS INC COM 15100A10 243 17400 SH SHARED 17400 D CELESTICA INC SUB VTG SHS 15101Q10 3989 352740 SH SHARED 344339 8401 D CELESTICA INC SUB VTG SHS 15101Q10 1765 156094 SH SHARED 02 156094 D CELESTICA INC SUB VTG SHS 15101Q10 14 1246 SH SHARED 06 1246 D CELESTICA INC SUB VTG SHS 15101Q10 4 400 SH SHARED 10 400 D CELGENE CORP NOTE 1.750% 6/0 151020AC 8307 3634000 PRN SHARED 3634000 D CELGENE CORP COM 15102010 20679 380700 SH SHARED 373900 6800 D CELGENE CORP COM 15102010 10224 188224 SH SHARED 01 97219 91005 D CELGENE CORP COM 15102010 3641 67039 SH SHR/OTHR 01 67039 D CELGENE CORP COM 15102010 8644 159144 SH SHARED 02 159144 D CELGENE CORP COM 15102010 38611 710819 SH SHARED 04 710819 D CELGENE CORP COM 15102010 3313 61000 SH SHARED 05 61000 D CELGENE CORP COM 15102010 252 4646 SH SHARED 06 4646 D CELGENE CORP COM 15102010 18613 342660 SH SHARED 10 330000 12660 D CELGENE CORP COM 15102010 474 8742 SH SHARED 14 8742 D CELGENE CORP COM 15102010 32798 603810 SH SHARED 17 602610 1200 D CEMEX S A SPON ADR 5 ORD 15129088 6498 124255 SH SHARED 124255 D CEMEX S A SPON ADR 5 ORD 15129088 45654 872926 SH SHARED 01 867326 5600 D CEMEX S A SPON ADR 5 ORD 15129088 141 2700 SH SHARED 02 2700 D CEMEX S A SPON ADR 5 ORD 15129088 6581 125850 SH SHARED 04 125850 D CEMEX S A SPON ADR 5 ORD 15129088 3263 62404 SH SHARED 05 62404 D CEMEX S A SPON ADR 5 ORD 15129088 56139 1073405 SH SHARED 10 1073405 D CEMEX S A SPON ADR 5 ORD 15129088 159 3041 SH SHARED 15 3041 D CEMEX S A SPON ADR 5 ORD 15129088 2338 44720 SH SHARED 17 44720 D CENDANT CORP COM 15131310 118776 5754673 SH SHARED 5563037 191636 D CENDANT CORP COM 15131310 3 160 SH SHARED 01 160 D CENDANT CORP COM 15131310 254 12344 SH SHR/OTHR 01 12344 D CENDANT CORP COM 15131310 13590 658451 SH SHARED 02 658451 D CENDANT CORP COM 15131310 11 560 SH SHARED 05 560 D CENDANT CORP COM 15131310 3556 172327 SH SHARED 06 172327 D CENDANT CORP COM 15131310 15410 746652 SH SHARED 10 95752 650900 D CENDANT CORP COM 15131310 632 30625 SH SHARED 14 30625 D CENDANT CORP COM 15131310 12861 623158 SH SHARED 17 562158 61000 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 49 3300 SH SHARED 3300 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1598 106700 SH SHARED 10 106700 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 194 13000 SH SHARED 17 13000 D CENTENE CORP DEL COM 15135B10 2245 89700 SH SHARED 89700 D CENTENE CORP DEL COM 15135B10 2818 112600 SH SHARED 01 106300 6300 D CENTENE CORP DEL COM 15135B10 43 1725 SH SHR/OTHR 01 1725 D CENTENE CORP DEL COM 15135B10 219 8788 SH SHARED 02 8788 D CENTENE CORP DEL COM 15135B10 11558 461800 SH SHARED 04 461800 D CENTENE CORP DEL COM 15135B10 1001 40000 SH SHARED 06 40000 D CENTENE CORP DEL COM 15135B10 15884 634620 SH SHARED 10 519920 114700 D CENTENE CORP DEL COM 15135B10 65 2600 SH SHARED 14 2600 D CENTENE CORP DEL COM 15135B10 23573 941800 SH SHARED 17 587000 354800 D CENTER FINL CORP CALIF COM 15146E10 39 1700 SH SHARED 1700 D CENTER FINL CORP CALIF COM 15146E10 2444 104000 SH SHARED 10 104000 D CENTER FINL CORP CALIF COM 15146E10 1452 61800 SH SHARED 17 6200 55600 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 29502 22300000 PRN SHARED 22300000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 15960 12064000 PRN SHARED 02 12064000 D CENTERPOINT ENERGY INC COM 15189T10 31052 2088242 SH SHARED 2021998 66244 D CENTERPOINT ENERGY INC COM 15189T10 44 3000 SH SHR/OTHR 01 3000 D CENTERPOINT ENERGY INC COM 15189T10 1045 70286 SH SHARED 02 70286 D CENTERPOINT ENERGY INC COM 15189T10 4 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 78 5273 SH SHARED 06 5273 D CENTERPOINT ENERGY INC COM 15189T10 135 9100 SH SHARED 10 5700 3400 D CENTERPOINT ENERGY INC COM 15189T10 40 2700 SH SHARED 14 2700 D CENTERPOINT ENERGY INC COM 15189T10 2301 154789 SH SHARED 17 154789 D CENTERPOINT PPTYS TR COM 15189510 6067 135427 SH SHARED 134827 600 D CENTERPOINT PPTYS TR COM 15189510 519 11600 SH SHARED 02 11600 D CENTERPOINT PPTYS TR COM 15189510 232 5200 SH SHARED 10 5200 D CENTERPOINT PPTYS TR COM 15189510 3342 74600 SH SHARED 11 74600 D CENTERPOINT PPTYS TR COM 15189510 5895 131600 SH SHARED 17 131600 D CENTERPLATE INC UNIT 99/99/9999 15200E20 3088 260600 SH SHARED 260600 D CENTERPLATE INC UNIT 99/99/9999 15200E20 651 55000 SH SHARED 17 55000 D CENTEX CORP COM 15231210 47819 740475 SH SHARED 709580 30895 D CENTEX CORP COM 15231210 3148 48749 SH SHARED 02 48749 D CENTEX CORP COM 15231210 6 100 SH SHARED 05 100 D CENTEX CORP COM 15231210 363 5630 SH SHARED 06 5630 D CENTEX CORP COM 15231210 5463 84600 SH SHARED 10 27800 56800 D CENTEX CORP COM 15231210 214 3320 SH SHARED 14 3320 D CENTEX CORP COM 15231210 3920 60709 SH SHARED 17 60709 D CENTRAL COAST BANCORP COM 15314510 34 1600 SH SHARED 1600 D CENTRAL COAST BANCORP COM 15314510 93 4400 SH SHARED 17 4400 D CENTRAL EUROPEAN DIST CORP COM 15343510 12380 290700 SH SHARED 290700 D CENTRAL EUROPEAN DIST CORP COM 15343510 208 4900 SH SHARED 17 4900 D CENTRAL FD CDA LTD CL A 15350110 56 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 131 2900 SH SHARED 2900 D CENTRAL GARDEN & PET CO COM 15352710 9 200 SH SHARED 02 200 D CENTRAL GARDEN & PET CO COM 15352710 76 1700 SH SHARED 10 1700 D CENTRAL GARDEN & PET CO COM 15352710 574 12700 SH SHARED 17 11800 900 D CENTRAL PAC FINL CORP COM 15476010 161 4600 SH SHARED 4600 D CENTRAL PAC FINL CORP COM 15476010 91 2600 SH SHARED 10 2600 D CENTRAL PAC FINL CORP COM 15476010 1569 44612 SH SHARED 17 12912 31700 D CENTRAL PKG CORP COM 15478510 44 3000 SH SHARED 3000 D CENTRAL PKG CORP COM 15478510 135 9048 SH SHARED 02 9048 D CENTRAL PKG CORP COM 15478510 96 6450 SH SHARED 17 6450 D CENTRAL SECS CORP COM 15512310 383 15124 SH SHARED 15124 D CENTRAL VT PUB SVC CORP COM 15577110 29 1700 SH SHARED 1700 D CENTRAL VT PUB SVC CORP COM 15577110 56 3200 SH SHARED 17 3200 D CENTURY ALUM CO NOTE 1.750% 8/0 156431AE 8126 8500000 PRN SHARED 8500000 D CENTURY ALUM CO COM 15643110 1325 58959 SH SHARED 58959 D CENTURY ALUM CO COM 15643110 458 20407 SH SHARED 02 20407 D CENTURY ALUM CO COM 15643110 3212 142900 SH SHARED 10 142900 D CENTURY ALUM CO COM 15643110 4410 196200 SH SHARED 17 196200 D CEPHEID COM 15670R10 47 6400 SH SHARED 6400 D CEPHEID COM 15670R10 126 17100 SH SHARED 17 17100 D CENVEO INC COM 15670S10 76 7400 SH SHARED 7400 D CENVEO INC COM 15670S10 178 17180 SH SHARED 17 17180 D CENTURYTEL INC COM 15670010 35585 1017303 SH SHARED 981003 36300 D CENTURYTEL INC COM 15670010 77 2222 SH SHARED 01 1222 1000 D CENTURYTEL INC COM 15670010 237 6800 SH SHR/OTHR 01 6800 D CENTURYTEL INC COM 15670010 1053 30105 SH SHARED 02 30105 D CENTURYTEL INC COM 15670010 36 1032 SH SHARED 06 1032 D CENTURYTEL INC COM 15670010 5113 146180 SH SHARED 10 114930 31250 D CENTURYTEL INC COM 15670010 535 15300 SH SHR/OTHR 10 15300 D CENTURYTEL INC COM 15670010 1943 55574 SH SHARED 17 55574 D CEPHALON INC NOTE 6/1 156708AK 7050 7500000 PRN SHARED 7500000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 3433 3049000 PRN SHARED 3049000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 12597 11188000 PRN SHARED 02 11188000 D CEPHALON INC COM 15670810 146523 3156481 SH SHARED 3133881 22600 D CEPHALON INC COM 15670810 3 65 SH SHARED 01 65 D CEPHALON INC COM 15670810 1833 39500 SH SHARED 02 39500 D CEPHALON INC COM 15670810 232 5000 SH SHARED 04 5000 D CEPHALON INC COM 15670810 129 2800 SH SHARED 06 2800 D CEPHALON INC COM 15670810 69 1500 SH SHARED 17 1500 D CERADYNE INC COM 15671010 198 5400 SH SHARED 5400 D CERADYNE INC COM 15671010 88 2400 SH SHARED 10 2400 D CERADYNE INC COM 15671010 9762 266159 SH SHARED 17 264659 1500 D CERES GROUP INC COM 15677210 312 55461 SH SHARED 55461 D CERES GROUP INC COM 15677210 51 9200 SH SHARED 17 9200 D CERIDIAN CORP NEW COM 15677910 1838 88580 SH SHARED 17685 70895 D CERIDIAN CORP NEW COM 15677910 15 770 SH SHARED 01 770 D CERIDIAN CORP NEW COM 15677910 1875 90388 SH SHARED 02 90388 D CERIDIAN CORP NEW COM 15677910 51 2500 SH SHARED 06 2500 D CERIDIAN CORP NEW COM 15677910 302 14600 SH SHARED 17 14600 D CERNER CORP COM 15678210 36004 414175 SH SHARED 413175 1000 D CERNER CORP COM 15678210 582 6703 SH SHARED 02 6703 D CERNER CORP COM 15678210 6363 73200 SH SHARED 10 73200 D CERNER CORP COM 15678210 6 75 SH SHARED 17 75 D CERTEGY INC COM 15688010 5723 143009 SH SHARED 112809 30200 D CERTEGY INC COM 15688010 1337 33425 SH SHARED 01 28625 4800 D CERTEGY INC COM 15688010 782 19550 SH SHR/OTHR 01 19550 D CERTEGY INC COM 15688010 1308 32700 SH SHARED 02 32700 D CERTEGY INC COM 15688010 44 1100 SH SHARED 06 1100 D CERTEGY INC COM 15688010 120 3000 SH SHARED 10 3000 D CERUS CORP COM 15708510 1993 225000 SH SHARED 04 225000 D CEVA INC COM 15721010 1 378 SH SHARED 378 D CHAMPION ENTERPRISES INC COM 15849610 184 12500 SH SHARED 12500 D CHAMPION ENTERPRISES INC COM 15849610 90 6100 SH SHARED 10 6100 D CHAMPION ENTERPRISES INC COM 15849610 1074 72700 SH SHARED 17 72700 D CHAPARRAL STL CO DEL COM 15942310 85 3400 SH SHARED 3400 D CHAPARRAL STL CO DEL COM 15942310 213 8447 SH SHARED 17 8447 D CHARLES & COLVARD LTD COM 15976510 112 4500 SH SHARED 4500 D CHARLES & COLVARD LTD COM 15976510 146 5880 SH SHARED 17 5880 D CHARLES RIV LABS INTL INC COM 15986410 1413 32404 SH SHARED 10104 22300 D CHARLES RIV LABS INTL INC COM 15986410 17 409 SH SHR/OTHR 01 409 D CHARLES RIV LABS INTL INC COM 15986410 1374 31500 SH SHARED 02 31500 D CHARLES RIV LABS INTL INC COM 15986410 2303 52800 SH SHARED 10 52800 D CHARLES RIV LABS INTL INC COM 15986410 36365 833700 SH SHARED 17 833700 D CHARTERMAC SH BEN INT 16090810 143 6982 SH SHARED 6382 600 D CHARTERMAC SH BEN INT 16090810 215 10500 SH SHARED 10 10500 D CHARTERMAC SH BEN INT 16090810 541 26400 SH SHARED 17 26400 D CHARLOTTE RUSSE HLDG INC COM 16104810 821 61641 SH SHARED 61641 D CHARLOTTE RUSSE HLDG INC COM 16104810 86 6500 SH SHARED 17 6500 D CHARMING SHOPPES INC COM 16113310 191 17901 SH SHARED 17900 1 D CHARMING SHOPPES INC COM 16113310 265 24900 SH SHARED 10 5200 19700 D CHARMING SHOPPES INC COM 16113310 785 73600 SH SHARED 17 69200 4400 D CHARTER COMMUNICATIONS INC D NOTE 4.750% 6/0 16117MAC 1672 1703000 PRN SHARED 02 1703000 D CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE 33330 40400000 PRN SHARED 40400000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 3352 2235083 SH SHARED 2235083 D CHARTER COMMUNICATIONS INC D CL A 16117M10 4 2900 SH SHARED 02 2900 D CHARTER COMMUNICATIONS INC D CL A 16117M10 196 131067 SH SHARED 17 131067 D CHARTER FINL CORP WEST PT GA COM 16122M10 20 600 SH SHARED 600 D CHARTER FINL CORP WEST PT GA COM 16122M10 51 1500 SH SHARED 17 1500 D CHARTERED SEMICONDUCTOR MFG NOTE 2.500% 4/0 16133RAA 1793 1580000 PRN SHARED 1580000 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 1023 150100 SH SHARED 150100 D CHATTEM INC COM 16245610 99 2800 SH SHARED 2800 D CHATTEM INC COM 16245610 2467 69500 SH SHARED 10 69500 D CHATTEM INC COM 16245610 2076 58500 SH SHARED 17 7700 50800 D CHECKFREE CORP NEW COM 16281310 3263 86295 SH SHARED 51095 35200 D CHECKFREE CORP NEW COM 16281310 94 2500 SH SHARED 01 2500 D CHECKFREE CORP NEW COM 16281310 1516 40100 SH SHARED 02 40100 D CHECKFREE CORP NEW COM 16281310 1766 46700 SH SHARED 04 46700 D CHECKFREE CORP NEW COM 16281310 22 600 SH SHARED 10 600 D CHECKFREE CORP NEW COM 16281310 29 790 SH SHARED 17 790 D CHECKPOINT SYS INC COM 16282510 571 24102 SH SHARED 23502 600 D CHECKPOINT SYS INC COM 16282510 22 960 SH SHR/OTHR 01 960 D CHECKPOINT SYS INC COM 16282510 87 3700 SH SHARED 10 3700 D CHECKPOINT SYS INC COM 16282510 415 17500 SH SHARED 17 15200 2300 D CHEESECAKE FACTORY INC COM 16307210 2456 78624 SH SHARED 49624 29000 D CHEESECAKE FACTORY INC COM 16307210 452 14483 SH SHARED 01 9508 4975 D CHEESECAKE FACTORY INC COM 16307210 46 1502 SH SHR/OTHR 01 1502 D CHEESECAKE FACTORY INC COM 16307210 1596 51101 SH SHARED 02 51101 D CHEESECAKE FACTORY INC COM 16307210 1788 57249 SH SHARED 10 57249 D CHEESECAKE FACTORY INC COM 16307210 28836 923050 SH SHARED 17 923050 D CHEMED CORP NEW COM 16359R10 212 4900 SH SHARED 3700 1200 D CHEMED CORP NEW COM 16359R10 1496 34525 SH SHARED 01 34250 275 D CHEMED CORP NEW COM 16359R10 30 700 SH SHR/OTHR 01 700 D CHEMED CORP NEW COM 16359R10 26 600 SH SHARED 02 600 D CHEMED CORP NEW COM 16359R10 9110 210200 SH SHARED 10 161000 49200 D CHEMED CORP NEW COM 16359R10 11173 257800 SH SHARED 17 217800 40000 D CHEMICAL FINL CORP COM 16373110 130 4020 SH SHARED 3800 220 D CHEMICAL FINL CORP COM 16373110 182 5625 SH SHARED 10 5625 D CHEMICAL FINL CORP COM 16373110 423 13044 SH SHARED 17 11244 1800 D CHEMTURA CORP COM 16389310 12899 1038605 SH SHARED 970405 68200 D CHEMTURA CORP COM 16389310 1649 132770 SH SHARED 02 132770 D CHEMTURA CORP COM 16389310 27 2200 SH SHARED 10 2200 D CHEMTURA CORP COM 16389310 7 600 SH SHARED 17 600 D CHENIERE ENERGY INC COM NEW 16411R20 40316 974780 SH SHARED 953580 21200 D CHENIERE ENERGY INC COM NEW 16411R20 959 23200 SH SHARED 02 23200 D CHENIERE ENERGY INC COM NEW 16411R20 153 3700 SH SHARED 10 3700 D CHENIERE ENERGY INC COM NEW 16411R20 864 20900 SH SHARED 17 19000 1900 D CHEROKEE INC DEL NEW COM 16444H10 41 1200 SH SHARED 1200 D CHEROKEE INC DEL NEW COM 16444H10 125 3600 SH SHARED 10 3600 D CHEROKEE INC DEL NEW COM 16444H10 139 4000 SH SHARED 17 4000 D CHESAPEAKE CORP COM 16515910 305 16600 SH SHARED 16600 D CHESAPEAKE CORP COM 16515910 178 9733 SH SHARED 17 7233 2500 D CHESAPEAKE ENERGY CORP COM 16516710 15431 403434 SH SHARED 400134 3300 D CHESAPEAKE ENERGY CORP COM 16516710 90 2365 SH SHARED 01 2365 D CHESAPEAKE ENERGY CORP COM 16516710 57 1500 SH SHR/OTHR 01 1500 D CHESAPEAKE ENERGY CORP COM 16516710 1588 41518 SH SHARED 02 41518 D CHESAPEAKE ENERGY CORP COM 16516710 172 4500 SH SHARED 06 4500 D CHESAPEAKE ENERGY CORP COM 16516710 1989 52000 SH SHARED 10 52000 D CHESAPEAKE ENERGY CORP COM 16516710 815 21330 SH SHARED 17 21330 D CHESAPEAKE ENERGY CORP PFD CONV 6% 16516770 5417 43600 SH SHARED 43600 D CHESAPEAKE ENERGY CORP PFD CONV 5% 16516780 25550 107393 SH SHARED 107393 D CHEVRON CORP NEW COM 16676410 825424 12751806 SH SHARED 12145380 606426 D CHEVRON CORP NEW COM 16676410 51770 799798 SH SHARED 01 543168 256630 D CHEVRON CORP NEW COM 16676410 15948 246388 SH SHR/OTHR 01 246388 D CHEVRON CORP NEW COM 16676410 33811 522349 SH SHARED 02 522349 D CHEVRON CORP NEW COM 16676410 125781 1943166 SH SHARED 04 1943000 166 D CHEVRON CORP NEW COM 16676410 6280 97031 SH SHARED 05 89721 7310 D CHEVRON CORP NEW COM 16676410 8492 131195 SH SHARED 06 131195 D CHEVRON CORP NEW COM 16676410 491054 7586195 SH SHARED 10 4229001 1692130 1665064 D CHEVRON CORP NEW COM 16676410 2084 32204 SH SHR/OTHR 10 32204 D CHEVRON CORP NEW COM 16676410 3266 50466 SH SHARED 14 50466 D CHEVRON CORP NEW COM 16676410 6129 94700 SH SHARED 15 94700 D CHEVRON CORP NEW COM 16676410 370641 5725960 SH SHARED 17 5658920 67040 D CHEVRON CORP NEW COM 16676410 22008 340000 SH SHARED 18 340000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 397 12800 SH SHARED 12800 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 3789 121900 SH SHARED 01 121900 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 226 7300 SH SHARED 02 7300 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 310 10000 SH SHARED 04 10000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 13779 443200 SH SHARED 10 443200 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 1793 57700 SH SHARED 16 57700 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 19487 626800 SH SHARED 17 626800 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 3507 10400 SH SHARED 10300 100 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 715 2120 SH SHR/OTHR 01 2120 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1349 4000 SH SHARED 02 4000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 4216 12500 SH SHARED 04 12500 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 185 550 SH SHARED 06 550 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 202 600 SH SHARED 10 600 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 134 400 SH SHARED 14 400 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1143 3390 SH SHARED 17 3190 200 D CHICOS FAS INC COM 16861510 3716 100996 SH SHARED 33642 67354 D CHICOS FAS INC COM 16861510 36 1000 SH SHARED 01 1000 D CHICOS FAS INC COM 16861510 796 21644 SH SHR/OTHR 01 21644 D CHICOS FAS INC COM 16861510 4037 109707 SH SHARED 02 109707 D CHICOS FAS INC COM 16861510 368 10000 SH SHARED 04 10000 D CHICOS FAS INC COM 16861510 103 2800 SH SHARED 06 2800 D CHICOS FAS INC COM 16861510 2038 55400 SH SHARED 10 50700 4700 D CHICOS FAS INC COM 16861510 47 1300 SH SHARED 14 1300 D CHICOS FAS INC COM 16861510 40334 1096040 SH SHARED 17 1094840 1200 D CHILE FD INC COM 16883410 4 260 SH SHARED 260 D CHILDRENS PL RETAIL STORES I COM 16890510 1644 46200 SH SHARED 46200 D CHILDRENS PL RETAIL STORES I COM 16890510 289 8146 SH SHARED 02 8146 D CHILDRENS PL RETAIL STORES I COM 16890510 71 2000 SH SHARED 10 2000 D CHILDRENS PL RETAIL STORES I COM 16890510 1227 34500 SH SHARED 17 10500 24000 D CHINA FD INC COM 16937310 127 4920 SH SHARED 4920 D CHINA FD INC COM 16937310 34 1334 SH SHR/OTHR 01 1334 D CHINA ENERGY TECHNOLOGY INC COM 16938W10 1 200 SH SHARED 200 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 406 13170 SH SHARED 11700 1470 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 533 17300 SH SHARED 02 17300 D CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q10 1174 34200 SH SHARED 34200 D CHINA MOBILE HONG KONG LTD NOTE 2.250%11/0 16941MAA 9950 10000000 PRN SHARED 10000000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 34180 1387200 SH SHARED 1387200 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 246 10000 SH SHARED 04 10000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 15949 647300 SH SHARED 10 647300 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 4916 199515 SH SHARED 17 199515 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 764 16888 SH SHARED 16888 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 990 104845 SH SHARED 104845 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 1707 180700 SH SHARED 10 180700 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 132 14000 SH SHARED 17 14000 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 2216 58800 SH SHARED 58800 D CHINA UNICOM LTD SPONSORED ADR 16945R10 600 72500 SH SHARED 72500 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 10337 11021000 PRN SHARED 11021000 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 515 550000 PRN SHARED 02 550000 D CHOICE HOTELS INTL INC COM 16990510 956 14801 SH SHARED 12200 2601 D CHOICE HOTELS INTL INC COM 16990510 59 920 SH SHARED 01 920 D CHOICE HOTELS INTL INC COM 16990510 467 7230 SH SHARED 02 7230 D CHOICE HOTELS INTL INC COM 16990510 28 443 SH SHARED 06 443 D CHOICE HOTELS INTL INC COM 16990510 142 2200 SH SHARED 17 2200 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 282 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC COM 17003280 746 26700 SH SHARED 26700 D CHIQUITA BRANDS INTL INC COM 17003280 50 1800 SH SHARED 02 1800 D CHIQUITA BRANDS INTL INC COM 17003280 245 8800 SH SHARED 10 700 8100 D CHIQUITA BRANDS INTL INC COM 17003280 17711 633700 SH SHARED 17 615400 18300 D CHIRON CORP DBCV 1.625% 8/0 170040AG 13203 13514000 PRN SHARED 13514000 D CHIRON CORP DBCV 1.625% 8/0 170040AG 10747 11000000 PRN SHARED 02 11000000 D CHIRON CORP DBCV 2.750% 6/3 170040AJ 12275 12500000 PRN SHARED 12500000 D CHIRON CORP DBCV 2.750% 6/3 170040AJ 4586 4671000 PRN SHARED 02 4671000 D CHIRON CORP COM 17004010 110985 2542625 SH SHARED 2504441 38184 D CHIRON CORP COM 17004010 2220 50870 SH SHARED 02 50870 D CHIRON CORP COM 17004010 13401 307012 SH SHARED 04 307012 D CHIRON CORP COM 17004010 74 1700 SH SHARED 06 1700 D CHIRON CORP COM 17004010 274 6286 SH SHARED 10 6286 D CHIRON CORP COM 17004010 226 5200 SH SHARED 14 5200 D CHIRON CORP COM 17004010 3888 89087 SH SHARED 17 89087 D CHITTENDEN CORP COM 17022810 188 7100 SH SHARED 7100 D CHITTENDEN CORP COM 17022810 517 19526 SH SHARED 17 19526 D CHOICEPOINT INC COM 17038810 3258 75469 SH SHARED 40882 34587 D CHOICEPOINT INC COM 17038810 296 6879 SH SHARED 01 6879 D CHOICEPOINT INC COM 17038810 289 6709 SH SHR/OTHR 01 6709 D CHOICEPOINT INC COM 17038810 2441 56566 SH SHARED 02 56566 D CHOICEPOINT INC COM 17038810 86 2000 SH SHARED 05 2000 D CHOICEPOINT INC COM 17038810 82 1900 SH SHARED 06 1900 D CHOICEPOINT INC COM 17038810 115 2678 SH SHARED 14 2678 D CHOICEPOINT INC COM 17038810 6907 160000 SH SHARED 17 160000 D CHRISTOPHER & BANKS CORP COM 17104610 898 64750 SH SHARED 55300 9450 D CHRISTOPHER & BANKS CORP COM 17104610 111 8070 SH SHARED 01 8070 D CHRISTOPHER & BANKS CORP COM 17104610 115 8300 SH SHARED 02 8300 D CHRISTOPHER & BANKS CORP COM 17104610 203 14675 SH SHARED 17 14675 D CHUBB CORP COM 17123210 41517 463626 SH SHARED 419596 44030 D CHUBB CORP COM 17123210 1736 19387 SH SHARED 01 9000 10387 D CHUBB CORP COM 17123210 1652 18450 SH SHR/OTHR 01 18450 D CHUBB CORP COM 17123210 4179 46667 SH SHARED 02 46667 D CHUBB CORP COM 17123210 8 100 SH SHARED 05 100 D CHUBB CORP COM 17123210 675 7548 SH SHARED 06 7548 D CHUBB CORP COM 17123210 4451 49715 SH SHARED 10 29870 19845 D CHUBB CORP COM 17123210 689 7700 SH SHR/OTHR 10 7700 D CHUBB CORP COM 17123210 2193 24500 SH SHARED 14 24500 D CHUBB CORP COM 17123210 12174 135954 SH SHARED 17 135354 600 D CHUBB CORP CORP UNIT % 17123230 2994 91600 SH SHARED 91600 D CHUBB CORP CORP UNIT % 17123230 13608 416274 SH SHARED 02 416274 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 110523 5970993 SH SHARED 5970993 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 627 33900 SH SHARED 01 12500 21400 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 17 920 SH SHARED 02 920 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 67670 3655900 SH SHARED 04 3655900 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 1167 63100 SH SHARED 06 63100 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 8039 434336 SH SHARED 10 434100 236 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 781 42200 SH SHARED 14 42200 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 122 6600 SH SHARED 15 6600 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 3647 197080 SH SHARED 17 116980 80100 D CHURCH & DWIGHT INC COM 17134010 1060 28714 SH SHARED 8014 20700 D CHURCH & DWIGHT INC COM 17134010 576 15600 SH SHARED 01 15600 D CHURCH & DWIGHT INC COM 17134010 6850 185454 SH SHARED 02 185454 D CHURCH & DWIGHT INC COM 17134010 99 2700 SH SHARED 17 2700 D CHURCHILL DOWNS INC COM 17148410 63 1800 SH SHARED 1200 600 D CHURCHILL DOWNS INC COM 17148410 81 2319 SH SHARED 17 2319 D CIBER INC SDCV 2.875%12/1 17163BAB 5049 5751000 PRN SHARED 5751000 D CIBER INC COM 17163B10 58 7900 SH SHARED 7900 D CIBER INC COM 17163B10 21 2829 SH SHARED 02 2829 D CIBER INC COM 17163B10 171 23047 SH SHARED 17 23047 D CIENA CORP NOTE 3.750% 2/0 171779AA 25162 27560000 PRN SHARED 27560000 D CIENA CORP NOTE 3.750% 2/0 171779AA 9434 10333000 PRN SHARED 02 10333000 D CIENA CORP COM 17177910 3600 1363926 SH SHARED 1291426 72500 D CIENA CORP COM 17177910 192 72900 SH SHARED 02 72900 D CIENA CORP COM 17177910 2 800 SH SHARED 10 800 D CIENA CORP COM 17177910 1185 449184 SH SHARED 17 449184 D CIMAREX ENERGY CO COM 17179810 5136 113320 SH SHARED 112364 956 D CIMAREX ENERGY CO COM 17179810 95 2100 SH SHARED 02 2100 D CIMAREX ENERGY CO COM 17179810 1067 23552 SH SHARED 10 23552 D CIMAREX ENERGY CO COM 17179810 1745 38510 SH SHARED 17 36910 1600 D CINCINNATI BELL INC NEW COM 17187110 647 146734 SH SHARED 65534 81200 D CINCINNATI BELL INC NEW COM 17187110 59 13470 SH SHARED 01 13470 D CINCINNATI BELL INC NEW COM 17187110 370 83900 SH SHARED 02 83900 D CINCINNATI BELL INC NEW COM 17187110 11866 2690800 SH SHARED 17 2690800 D CINCINNATI FINL CORP COM 17206210 20164 481370 SH SHARED 452240 29130 D CINCINNATI FINL CORP COM 17206210 87 2094 SH SHARED 01 2094 D CINCINNATI FINL CORP COM 17206210 686 16398 SH SHR/OTHR 01 16398 D CINCINNATI FINL CORP COM 17206210 2165 51701 SH SHARED 02 51701 D CINCINNATI FINL CORP COM 17206210 143 3414 SH SHARED 06 3414 D CINCINNATI FINL CORP COM 17206210 951 22711 SH SHARED 10 22711 D CINCINNATI FINL CORP COM 17206210 779 18603 SH SHR/OTHR 10 18603 D CINCINNATI FINL CORP COM 17206210 2981 71163 SH SHARED 17 71163 D CINERGY CORP COM 17247410 71609 1612466 SH SHARED 1569870 42596 D CINERGY CORP COM 17247410 235 5300 SH SHR/OTHR 01 5300 D CINERGY CORP COM 17247410 2461 55418 SH SHARED 02 55418 D CINERGY CORP COM 17247410 137 3107 SH SHARED 06 3107 D CINERGY CORP COM 17247410 173 3900 SH SHARED 10 3900 D CINERGY CORP COM 17247410 3525 79385 SH SHARED 17 79385 D CIRCOR INTL INC COM 17273K10 63 2300 SH SHARED 2300 D CIRCOR INTL INC COM 17273K10 131 4800 SH SHARED 17 4800 D CIRCUIT CITY STORE INC COM 17273710 24882 1450011 SH SHARED 1410711 39300 D CIRCUIT CITY STORE INC COM 17273710 1086 63334 SH SHARED 02 63334 D CIRCUIT CITY STORE INC COM 17273710 1578 92000 SH SHARED 10 71000 21000 D CIRCUIT CITY STORE INC COM 17273710 2452 142903 SH SHARED 17 123203 19700 D CISCO SYS INC COM 17275R10 89 5000 SH SHARED 5000 D CISCO SYS INC COM 17275R10 394725 22027073 SH SHARED 20290476 1736597 D CISCO SYS INC COM 17275R10 45041 2513483 SH SHARED 01 1086708 1426775 D CISCO SYS INC COM 17275R10 22173 1237337 SH SHR/OTHR 01 1237337 D CISCO SYS INC COM 17275R10 24741 1380689 SH SHARED 02 1380689 D CISCO SYS INC COM 17275R10 136931 7641272 SH SHARED 04 7549450 91822 D CISCO SYS INC COM 17275R10 22054 1230712 SH SHARED 05 1083848 146864 D CISCO SYS INC COM 17275R10 13048 728132 SH SHARED 06 728132 D CISCO SYS INC COM 17275R10 391486 21846332 SH SHARED 10 13189313 4562790 4094229 D CISCO SYS INC COM 17275R10 3113 173720 SH SHR/OTHR 10 173720 D CISCO SYS INC COM 17275R10 6876 383754 SH SHARED 14 383754 D CISCO SYS INC COM 17275R10 6552 365660 SH SHARED 15 365660 D CISCO SYS INC COM 17275R10 58359 3256663 SH SHARED 17 3237263 19400 D CISCO SYS INC COM 17275R10 3560 198679 SH SHARED 18 198679 D CISCO SYS INC COM 17275R10 669 37380 SH SHARED 19 37380 D CIRRUS LOGIC INC COM 17275510 96 12700 SH SHARED 12700 D CIRRUS LOGIC INC COM 17275510 372 49100 SH SHARED 17 49100 D CITADEL BROADCASTING CORP COM 17285T10 90 6600 SH SHARED 6600 D CITADEL BROADCASTING CORP COM 17285T10 24 1750 SH SHR/OTHR 01 1750 D CITADEL BROADCASTING CORP COM 17285T10 105 7700 SH SHARED 02 7700 D CITADEL BROADCASTING CORP COM 17285T10 582 42400 SH SHARED 17 42400 D CINTAS CORP COM 17290810 34324 836173 SH SHARED 803596 32577 D CINTAS CORP COM 17290810 1082 26362 SH SHARED 01 8362 18000 D CINTAS CORP COM 17290810 1769 43115 SH SHARED 02 43115 D CINTAS CORP COM 17290810 4 100 SH SHARED 05 100 D CINTAS CORP COM 17290810 96 2350 SH SHARED 06 2350 D CINTAS CORP COM 17290810 1227 29912 SH SHARED 10 300 29612 D CINTAS CORP COM 17290810 574 14000 SH SHR/OTHR 10 14000 D CINTAS CORP COM 17290810 2323 56608 SH SHARED 17 56608 D CITIZENS & NORTHN CORP COM 17292210 32 1200 SH SHARED 1200 D CITIZENS & NORTHN CORP COM 17292210 104 3900 SH SHARED 17 1900 2000 D CITIGROUP INC COM 17296710 7244 159160 SH SHARED 159160 D CITIGROUP INC COM 17296710 1523144 33461004 SH SHARED 32033234 1427770 D CITIGROUP INC COM 17296710 62342 1369573 SH SHARED 01 752061 617512 D CITIGROUP INC COM 17296710 25828 567418 SH SHR/OTHR 01 567418 D CITIGROUP INC COM 17296710 56462 1240389 SH SHARED 02 1240389 D CITIGROUP INC COM 17296710 80568 1769952 SH SHARED 04 1753290 16662 D CITIGROUP INC COM 17296710 51478 1130894 SH SHARED 05 925682 205212 D CITIGROUP INC COM 17296710 31032 681723 SH SHARED 06 681723 D CITIGROUP INC COM 17296710 351543 7722845 SH SHARED 10 4333020 1551714 1838111 D CITIGROUP INC COM 17296710 3239 71168 SH SHR/OTHR 10 71168 D CITIGROUP INC COM 17296710 5064 111255 SH SHARED 14 111255 D CITIGROUP INC COM 17296710 6425 141150 SH SHARED 15 141150 D CITIGROUP INC COM 17296710 2662 58500 SH SHARED 16 58500 D CITIGROUP INC COM 17296710 199833 4390026 SH SHARED 17 4183518 206508 D CITIGROUP INC COM 17296710 24047 528281 SH SHARED 18 528281 D CITIGROUP INC COM 17296710 10755 236291 SH SHARED 19 236291 D CITI TRENDS INC COM 17306X10 13 600 SH SHARED 600 D CITI TRENDS INC COM 17306X10 65 3000 SH SHARED 17 3000 D CITIGROUP INVTS LN FD INC COM 17307C10 943 72277 SH SHARED 72277 D CITIZENS BKG CORP MICH COM 17442010 184 6500 SH SHARED 6500 D CITIZENS BKG CORP MICH COM 17442010 5 200 SH SHARED 02 200 D CITIZENS BKG CORP MICH COM 17442010 610 21500 SH SHARED 17 19800 1700 D CITIZENS COMMUNICATIONS CO COM 17453B10 54338 4010194 SH SHARED 3965794 44400 D CITIZENS COMMUNICATIONS CO COM 17453B10 991 73173 SH SHARED 02 73173 D CITIZENS COMMUNICATIONS CO COM 17453B10 1842 136000 SH SHARED 06 136000 D CITIZENS COMMUNICATIONS CO COM 17453B10 857 63300 SH SHARED 10 48200 15100 D CITIZENS COMMUNICATIONS CO COM 17453B10 2422 178800 SH SHARED 14 178800 D CITIZENS COMMUNICATIONS CO COM 17453B10 6743 497640 SH SHARED 17 241640 256000 D CITIZENS INC CL A 17474010 30 4700 SH SHARED 4700 D CITIZENS INC CL A 17474010 76 11958 SH SHARED 17 11958 D CITRIX SYS INC COM 17737610 17561 698534 SH SHARED 627273 71261 D CITRIX SYS INC COM 17737610 51 2050 SH SHARED 01 1000 1050 D CITRIX SYS INC COM 17737610 5 200 SH SHR/OTHR 01 200 D CITRIX SYS INC COM 17737610 913 36319 SH SHARED 02 36319 D CITRIX SYS INC COM 17737610 173830 6914500 SH SHARED 04 6914500 D CITRIX SYS INC COM 17737610 937 37300 SH SHARED 06 37300 D CITRIX SYS INC COM 17737610 593 23610 SH SHARED 10 3100 20510 D CITRIX SYS INC COM 17737610 2008 79900 SH SHARED 14 79900 D CITRIX SYS INC COM 17737610 1753 69737 SH SHARED 17 69737 D CITY BK LYNNWOOD WASH COM 17770A10 41 1200 SH SHARED 1200 D CITY BK LYNNWOOD WASH COM 17770A10 85 2500 SH SHARED 10 2500 D CITY BK LYNNWOOD WASH COM 17770A10 180 5274 SH SHARED 17 3174 2100 D CITY HLDG CO COM 17783510 100 2800 SH SHARED 2800 D CITY HLDG CO COM 17783510 725 20300 SH SHARED 10 20300 D CITY HLDG CO COM 17783510 482 13500 SH SHARED 17 7900 5600 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 4 35319 SH SHARED 35319 D CITY NATL CORP COM 17856610 13432 191645 SH SHARED 175145 16500 D CITY NATL CORP COM 17856610 1703 24299 SH SHARED 02 24299 D CITY NATL CORP COM 17856610 974 13900 SH SHARED 06 13900 D CITY NATL CORP COM 17856610 336 4800 SH SHARED 17 4800 D CLAIRES STORES INC COM 17958410 2528 104779 SH SHARED 67979 36800 D CLAIRES STORES INC COM 17958410 24 1000 SH SHARED 01 1000 D CLAIRES STORES INC COM 17958410 1165 48300 SH SHARED 02 48300 D CLAIRES STORES INC COM 17958410 35 1458 SH SHARED 06 1458 D CLAIRES STORES INC COM 17958410 19 800 SH SHARED 10 800 D CLAIRES STORES INC COM 17958410 301 12500 SH SHARED 17 12500 D CLARCOR INC COM 17989510 229 8000 SH SHARED 8000 D CLARCOR INC COM 17989510 71 2500 SH SHARED 10 2500 D CLARCOR INC COM 17989510 827 28800 SH SHARED 17 27100 1700 D CLARK INC COM 18145710 112 6700 SH SHARED 6700 D CLARK INC COM 18145710 134 8000 SH SHARED 17 8000 D CLEAN HARBORS INC COM 18449610 81 2400 SH SHARED 2200 200 D CLEAN HARBORS INC COM 18449610 855 25200 SH SHARED 10 25200 D CLEAN HARBORS INC COM 18449610 4977 146600 SH SHARED 17 140000 6600 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 394 12000 SH SHARED 12000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 50690 1541217 SH SHARED 1428470 112747 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 138 4200 SH SHARED 01 400 3800 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 7581 230506 SH SHARED 02 230506 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 17158 521700 SH SHARED 04 521700 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 12 388 SH SHARED 05 388 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1692 51466 SH SHARED 06 51466 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 29294 890682 SH SHARED 10 32232 849250 9200 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 2368 72000 SH SHARED 16 72000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 12285 373533 SH SHARED 17 370733 2800 D CLEVELAND CLIFFS INC COM 18589610 287 3300 SH SHARED 3300 D CLEVELAND CLIFFS INC COM 18589610 217 2500 SH SHARED 02 2500 D CLEVELAND CLIFFS INC COM 18589610 130 1500 SH SHARED 10 1500 D CLEVELAND CLIFFS INC COM 18589610 975 11200 SH SHARED 17 10200 1000 D CLICK COMMERCE INC COM NEW 18681D20 120 6600 SH SHARED 1200 5400 D CLICK COMMERCE INC COM NEW 18681D20 7 400 SH SHARED 10 400 D CLICK COMMERCE INC COM NEW 18681D20 71 3900 SH SHARED 17 3900 D CLIFTON SVGS BANCORP INC COM 18712Q10 62 6100 SH SHARED 6100 D CLIFTON SVGS BANCORP INC COM 18712Q10 27 2700 SH SHARED 17 2700 D CLOROX CO DEL COM 18905410 26979 485760 SH SHARED 444394 41366 D CLOROX CO DEL COM 18905410 692 12460 SH SHARED 01 7700 4760 D CLOROX CO DEL COM 18905410 177 3200 SH SHR/OTHR 01 3200 D CLOROX CO DEL COM 18905410 2367 42632 SH SHARED 02 42632 D CLOROX CO DEL COM 18905410 3276 59000 SH SHARED 04 59000 D CLOROX CO DEL COM 18905410 5 100 SH SHARED 05 100 D CLOROX CO DEL COM 18905410 808 14558 SH SHARED 06 14558 D CLOROX CO DEL COM 18905410 10603 190924 SH SHARED 10 41212 149712 D CLOROX CO DEL COM 18905410 111 2000 SH SHR/OTHR 10 2000 D CLOROX CO DEL COM 18905410 21 384 SH SHARED 14 384 D CLOROX CO DEL COM 18905410 3973 71548 SH SHARED 17 71548 D COACH INC COM 18975410 36488 1163541 SH SHARED 930719 232822 D COACH INC COM 18975410 732 23356 SH SHARED 01 23356 D COACH INC COM 18975410 564 18000 SH SHR/OTHR 01 18000 D COACH INC COM 18975410 2558 81579 SH SHARED 02 81579 D COACH INC COM 18975410 26693 851200 SH SHARED 04 851200 D COACH INC COM 18975410 8 270 SH SHARED 05 270 D COACH INC COM 18975410 654 20863 SH SHARED 06 20863 D COACH INC COM 18975410 972 31006 SH SHARED 10 19906 11100 D COACH INC COM 18975410 538 17160 SH SHARED 14 17160 D COACH INC COM 18975410 6958 221890 SH SHARED 17 219990 1900 D COACHMEN INDS INC COM 18987310 25 2200 SH SHARED 2200 D COACHMEN INDS INC COM 18987310 5 511 SH SHARED 02 511 D COACHMEN INDS INC COM 18987310 70 6100 SH SHARED 17 6100 D COASTAL FINL CORP DEL COM 19046E10 33 2200 SH SHARED 2200 D COASTAL FINL CORP DEL COM 19046E10 54 3630 SH SHARED 17 3630 D COBIZ INC COM 19089710 40 2200 SH SHARED 2200 D COBIZ INC COM 19089710 629 33814 SH SHR/OTHR 01 33814 D COBIZ INC COM 19089710 145 7800 SH SHARED 10 7800 D COBIZ INC COM 19089710 89 4800 SH SHARED 17 4800 D COCA COLA BOTTLING CO CONS COM 19109810 39 800 SH SHARED 800 D COCA COLA BOTTLING CO CONS COM 19109810 102 2100 SH SHARED 10 2100 D COCA COLA BOTTLING CO CONS COM 19109810 88 1800 SH SHARED 17 1800 D COCA COLA CO COM 19121610 2214 51280 SH SHARED 51280 D COCA COLA CO COM 19121610 768914 17803075 SH SHARED 17167538 635537 D COCA COLA CO COM 19121610 5090 117852 SH SHARED 01 50192 67660 D COCA COLA CO COM 19121610 9268 214596 SH SHR/OTHR 01 214596 D COCA COLA CO COM 19121610 26477 613049 SH SHARED 02 612899 150 D COCA COLA CO COM 19121610 14315 331458 SH SHARED 04 328000 3458 D COCA COLA CO COM 19121610 13152 304530 SH SHARED 05 304530 D COCA COLA CO COM 19121610 6985 161748 SH SHARED 06 161748 D COCA COLA CO COM 19121610 246070 5697386 SH SHARED 10 614920 4611080 471386 D COCA COLA CO COM 19121610 3830 88684 SH SHR/OTHR 10 88684 D COCA COLA CO COM 19121610 1208 27983 SH SHARED 14 27983 D COCA COLA CO COM 19121610 2129 49300 SH SHARED 15 49300 D COCA COLA CO COM 19121610 37987 879553 SH SHARED 17 872853 6700 D COCA COLA ENTERPRISES INC COM 19121910 17733 909409 SH SHARED 842909 66500 D COCA COLA ENTERPRISES INC COM 19121910 1816 93129 SH SHARED 02 93129 D COCA COLA ENTERPRISES INC COM 19121910 98 5059 SH SHARED 06 5059 D COCA COLA ENTERPRISES INC COM 19121910 2734 140224 SH SHARED 17 140224 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 3237 121200 SH SHARED 121200 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 587 22000 SH SHARED 04 22000 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 852 1045000 PRN SHARED 1045000 D COEUR D ALENE MINES CORP IDA COM 19210810 3620 855793 SH SHARED 855793 D COEUR D ALENE MINES CORP IDA COM 19210810 42 10010 SH SHARED 02 10010 D COEUR D ALENE MINES CORP IDA COM 19210810 392 92800 SH SHARED 17 92800 D COGENT COMM GROUP INC COM NEW 19239V30 19 3896 SH SHARED 1296 2600 D COGENT COMM GROUP INC COM NEW 19239V30 0 4 SH SHR/OTHR 01 4 D COGENT INC COM 19239Y10 87 3700 SH SHARED 3700 D COGENT INC COM 19239Y10 330 13900 SH SHARED 02 13900 D COGENT INC COM 19239Y10 147 6200 SH SHARED 05 6200 D COGENT INC COM 19239Y10 1392 58616 SH SHARED 17 58616 D COGNEX CORP COM 19242210 2201 73224 SH SHARED 73224 D COGNEX CORP COM 19242210 1325 44075 SH SHARED 01 43700 375 D COGNEX CORP COM 19242210 51 1725 SH SHR/OTHR 01 1725 D COGNEX CORP COM 19242210 6453 214600 SH SHARED 10 210200 4400 D COGNEX CORP COM 19242210 8612 286400 SH SHARED 17 283800 2600 D COGNOS INC COM 19244C10 195 5023 SH SHARED 5023 D COGNOS INC COM 19244C10 9 250 SH SHARED 01 250 D COGNOS INC COM 19244C10 96 2487 SH SHR/OTHR 01 2487 D COGNOS INC COM 19244C10 1984 50968 SH SHARED 02 50968 D COGNOS INC COM 19244C10 2030 52160 SH SHARED 05 52160 D COGNOS INC COM 19244C10 4 126 SH SHARED 06 126 D COGNOS INC COM 19244C10 19 500 SH SHARED 10 500 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 19830 425631 SH SHARED 374131 51500 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 28 601 SH SHR/OTHR 01 601 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 3046 65400 SH SHARED 02 65400 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 93 2000 SH SHARED 06 2000 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 23150 496900 SH SHARED 10 495500 1400 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 15845 340100 SH SHARED 17 340100 D COHEN & STEERS INC COM 19247A10 24 1200 SH SHARED 1200 D COHEN & STEERS INC COM 19247A10 40 2000 SH SHARED 17 2000 D COHEN & STEERS QUALITY RLTY COM 19247L10 3 171 SH SHARED 171 D COHEN & STEERS PREM INC RLTY COM 19247V10 3 169 SH SHARED 169 D COHEN & STEERS ADV INC RLTY COM 19247W10 7 361 SH SHARED 361 D COHEN & STEERS REIT & PFD IN COM 19247X10 95 3605 SH SHARED 3605 D COHEN & STEERS REIT & UTIL I COM 19247Y10 28783 1503865 SH SHARED 1503865 D COHERENT INC COM 19247910 140 4800 SH SHARED 4800 D COHERENT INC COM 19247910 35 1225 SH SHR/OTHR 01 1225 D COHERENT INC COM 19247910 134 4600 SH SHARED 10 4600 D COHERENT INC COM 19247910 1240 42374 SH SHARED 17 29774 12600 D COHEN & STEERS SELECT UTIL F COM 19248A10 9697 441999 SH SHARED 441999 D COHU INC COM 19257610 78 3300 SH SHARED 3300 D COHU INC COM 19257610 75 3200 SH SHARED 10 3200 D COHU INC COM 19257610 297 12583 SH SHARED 17 10583 2000 D COINSTAR INC COM 19259P30 68 3700 SH SHARED 3700 D COINSTAR INC COM 19259P30 111 6000 SH SHARED 02 6000 D COINSTAR INC COM 19259P30 149 8100 SH SHARED 10 8100 D COINSTAR INC COM 19259P30 485 26228 SH SHARED 17 10028 16200 D COINMACH SVC CORP UNIT 99/99/9999 19259W10 789 56600 SH SHARED 56600 D COLDWATER CREEK INC COM 19306810 133 5300 SH SHARED 5300 D COLDWATER CREEK INC COM 19306810 18 750 SH SHR/OTHR 01 750 D COLDWATER CREEK INC COM 19306810 151 6000 SH SHARED 02 6000 D COLDWATER CREEK INC COM 19306810 1167 46300 SH SHARED 10 46300 D COLDWATER CREEK INC COM 19306810 441 17525 SH SHARED 17 15625 1900 D COLE KENNETH PRODTNS INC CL A 19329410 150 5526 SH SHARED 5526 D COLE KENNETH PRODTNS INC CL A 19329410 1476 54100 SH SHARED 01 53725 375 D COLE KENNETH PRODTNS INC CL A 19329410 26 975 SH SHR/OTHR 01 975 D COLE KENNETH PRODTNS INC CL A 19329410 275 10100 SH SHARED 05 10100 D COLE KENNETH PRODTNS INC CL A 19329410 11753 430700 SH SHARED 10 430700 D COLE KENNETH PRODTNS INC CL A 19329410 11989 439350 SH SHARED 17 439350 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 118 6505 SH SHARED 04 6505 D COLGATE PALMOLIVE CO COM 19416210 67264 1274192 SH SHARED 1142762 131430 D COLGATE PALMOLIVE CO COM 19416210 23296 441310 SH SHARED 01 270800 170510 D COLGATE PALMOLIVE CO COM 19416210 7871 149118 SH SHR/OTHR 01 149118 D COLGATE PALMOLIVE CO COM 19416210 5975 113195 SH SHARED 02 113195 D COLGATE PALMOLIVE CO COM 19416210 121205 2296000 SH SHARED 04 2296000 D COLGATE PALMOLIVE CO COM 19416210 1689 32000 SH SHARED 05 32000 D COLGATE PALMOLIVE CO COM 19416210 2332 44175 SH SHARED 06 44175 D COLGATE PALMOLIVE CO COM 19416210 166135 3147093 SH SHARED 10 1846608 516890 783595 D COLGATE PALMOLIVE CO COM 19416210 216 4100 SH SHR/OTHR 10 4100 D COLGATE PALMOLIVE CO COM 19416210 1763 33400 SH SHARED 14 33400 D COLGATE PALMOLIVE CO COM 19416210 2718 51500 SH SHARED 15 51500 D COLGATE PALMOLIVE CO COM 19416210 2697 51100 SH SHARED 16 51100 D COLGATE PALMOLIVE CO COM 19416210 13172 249529 SH SHARED 17 247929 1600 D COLGATE PALMOLIVE CO COM 19416210 52 1000 SH SHARED 19 1000 D COLLEGIATE FDG SVCS INC COM 19458M10 90 6100 SH SHARED 6100 D COLLEGIATE FDG SVCS INC COM 19458M10 57 3900 SH SHARED 17 3900 D COLLEGIATE PACIFIC INC COM NEW 19458920 5612 483000 SH SHARED 483000 D COLONIAL BANCGROUP INC COM 19549330 1717 76658 SH SHARED 18658 58000 D COLONIAL BANCGROUP INC COM 19549330 1774 79200 SH SHARED 02 79200 D COLONIAL BANCGROUP INC COM 19549330 566 25300 SH SHARED 06 25300 D COLONIAL BANCGROUP INC COM 19549330 40 1800 SH SHARED 17 1800 D COLONIAL INTERMARKET INCM TR SH BEN INT 19576210 530 61700 SH SHARED 61700 D COLONIAL INTER HIGH INCOME F SH BEN INT 19576310 272 80000 SH SHARED 80000 D COLONIAL PPTYS TR COM SH BEN INT 19587210 266 6000 SH SHARED 5900 100 D COLONIAL PPTYS TR COM SH BEN INT 19587210 3411 76700 SH SHARED 10 76700 D COLONIAL PPTYS TR COM SH BEN INT 19587210 7633 171623 SH SHARED 11 171623 D COLONIAL PPTYS TR COM SH BEN INT 19587210 1325 29797 SH SHARED 17 16097 13700 D COLONY BANKCORP INC COM 19623P10 24 900 SH SHARED 900 D COLOR KINETICS INC COM 19624P10 30 2000 SH SHARED 2000 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 0 185 SH SHARED 185 D COLUMBIA BANCORP COM 19722710 32 800 SH SHARED 800 D COLUMBIA BANCORP COM 19722710 84 2100 SH SHARED 17 2100 D COLUMBIA BKG SYS INC COM 19723610 60 2300 SH SHARED 2300 D COLUMBIA BKG SYS INC COM 19723610 139 5300 SH SHARED 10 5300 D COLUMBIA BKG SYS INC COM 19723610 241 9218 SH SHARED 17 6818 2400 D COLUMBIA EQUITY TR INC COM 19762710 2235 153100 SH SHARED 11 153100 D COLUMBIA LABS INC COM 19777910 12408 3300000 SH SHARED 3300000 D COLUMBIA SPORTSWEAR CO COM 19851610 4 100 SH SHARED 100 D COLUMBIA SPORTSWEAR CO COM 19851610 22 476 SH SHR/OTHR 01 476 D COLUMBIA SPORTSWEAR CO COM 19851610 69 1500 SH SHARED 02 1500 D COLUMBIA SPORTSWEAR CO COM 19851610 241 5200 SH SHARED 17 5200 D COMFORT SYS USA INC COM 19990810 51 5800 SH SHARED 5800 D COMFORT SYS USA INC COM 19990810 107 12200 SH SHARED 17 12200 D COMCAST CORP NEW CL A 20030N10 186521 6348572 SH SHARED 6173529 175043 D COMCAST CORP NEW CL A 20030N10 1512 51481 SH SHARED 01 500 50981 D COMCAST CORP NEW CL A 20030N10 255 8702 SH SHR/OTHR 01 8702 D COMCAST CORP NEW CL A 20030N10 14935 508357 SH SHARED 02 508357 D COMCAST CORP NEW CL A 20030N10 14901 507196 SH SHARED 04 504396 2800 D COMCAST CORP NEW CL A 20030N10 18 627 SH SHARED 05 627 D COMCAST CORP NEW CL A 20030N10 6419 218488 SH SHARED 06 218488 D COMCAST CORP NEW CL A 20030N10 16995 578466 SH SHARED 10 966 577500 D COMCAST CORP NEW CL A 20030N10 126 4308 SH SHR/OTHR 10 4308 D COMCAST CORP NEW CL A 20030N10 882 30040 SH SHARED 14 30040 D COMCAST CORP NEW CL A 20030N10 34018 1157883 SH SHARED 17 1058983 98900 D COMCAST CORP NEW CL A 20030N10 5 200 SH SHARED 19 200 D COMCAST CORP NEW CL A SPL 20030N20 1672 58127 SH SHARED 58127 D COMCAST CORP NEW CL A SPL 20030N20 5732 199193 SH SHARED 01 56331 142862 D COMCAST CORP NEW CL A SPL 20030N20 4789 166402 SH SHR/OTHR 01 166402 D COMCAST CORP NEW CL A SPL 20030N20 4566 158685 SH SHARED 02 158685 D COMCAST CORP NEW CL A SPL 20030N20 221 7700 SH SHARED 05 7700 D COMCAST CORP NEW CL A SPL 20030N20 601 20916 SH SHARED 06 20916 D COMCAST CORP NEW CL A SPL 20030N20 44806 1556865 SH SHARED 10 363276 908400 285189 D COMCAST CORP NEW CL A SPL 20030N20 716 24904 SH SHR/OTHR 10 24904 D COMCAST CORP NEW CL A SPL 20030N20 270 9384 SH SHARED 14 9384 D COMCAST CORP NEW CL A SPL 20030N20 22126 768825 SH SHARED 17 768825 D COMERICA INC COM 20034010 27322 463881 SH SHARED 423260 40621 D COMERICA INC COM 20034010 1108 18825 SH SHARED 01 16200 2625 D COMERICA INC COM 20034010 3207 54452 SH SHARED 02 54452 D COMERICA INC COM 20034010 5 100 SH SHARED 05 100 D COMERICA INC COM 20034010 233 3965 SH SHARED 06 3965 D COMERICA INC COM 20034010 3789 64343 SH SHARED 10 56714 7629 D COMERICA INC COM 20034010 353 6004 SH SHR/OTHR 10 6004 D COMERICA INC COM 20034010 194 3300 SH SHARED 14 3300 D COMERICA INC COM 20034010 4322 73394 SH SHARED 17 73394 D COMMERCE BANCORP INC NJ COM 20051910 57571 1875916 SH SHARED 1819344 56572 D COMMERCE BANCORP INC NJ COM 20051910 10 350 SH SHARED 01 350 D COMMERCE BANCORP INC NJ COM 20051910 6 200 SH SHR/OTHR 01 200 D COMMERCE BANCORP INC NJ COM 20051910 2449 79823 SH SHARED 02 79823 D COMMERCE BANCORP INC NJ COM 20051910 116 3800 SH SHARED 06 3800 D COMMERCE BANCORP INC NJ COM 20051910 3 100 SH SHARED 10 100 D COMMERCE BANCORP INC NJ COM 20051910 199 6500 SH SHARED 17 6500 D COMMERCE BANCSHARES INC COM 20052510 1355 26338 SH SHARED 25538 800 D COMMERCE BANCSHARES INC COM 20052510 586 11400 SH SHARED 02 11400 D COMMERCE GROUP INC MASS COM 20064110 11 200 SH SHARED 200 D COMMERCE GROUP INC MASS COM 20064110 276 4766 SH SHARED 02 4766 D COMMERCE GROUP INC MASS COM 20064110 87 1510 SH SHARED 10 710 800 D COMMERCE GROUP INC MASS COM 20064110 1079 18600 SH SHARED 17 10300 8300 D COMMERCIAL BANKSHARES INC COM 20160710 30 800 SH SHARED 800 D COMMERCIAL CAP BANCORP INC COM 20162L10 139 8200 SH SHARED 6400 1800 D COMMERCIAL CAP BANCORP INC COM 20162L10 91 5394 SH SHARED 02 5394 D COMMERCIAL CAP BANCORP INC COM 20162L10 3610 212400 SH SHARED 10 212400 D COMMERCIAL CAP BANCORP INC COM 20162L10 567 33389 SH SHARED 17 30589 2800 D COMMERCIAL FEDERAL CORPORATI COM 20164710 32142 941500 SH SHARED 941400 100 D COMMERCIAL FEDERAL CORPORATI COM 20164710 28 824 SH SHR/OTHR 01 824 D COMMERCIAL FEDERAL CORPORATI COM 20164710 122 3600 SH SHARED 02 3600 D COMMERCIAL FEDERAL CORPORATI COM 20164710 102 3000 SH SHARED 10 3000 D COMMERCIAL FEDERAL CORPORATI COM 20164710 653 19153 SH SHARED 17 17253 1900 D COMMERCIAL METALS CO COM 20172310 307 9100 SH SHARED 9100 D COMMERCIAL METALS CO COM 20172310 145 4301 SH SHARED 02 4301 D COMMERCIAL METALS CO COM 20172310 121 3600 SH SHARED 10 3600 D COMMERCIAL METALS CO COM 20172310 1096 32500 SH SHARED 17 30300 2200 D COMMERCIAL NET LEASE RLTY IN COM 20221810 156 7800 SH SHARED 7800 D COMMERCIAL NET LEASE RLTY IN COM 20221810 2276 113800 SH SHARED 10 113800 D COMMERCIAL NET LEASE RLTY IN COM 20221810 736 36800 SH SHARED 17 18100 18700 D COMMERCIAL VEH GROUP INC COM 20260810 46 2200 SH SHARED 2200 D COMMERCIAL VEH GROUP INC COM 20260810 940 44900 SH SHARED 10 44900 D COMMERCIAL VEH GROUP INC COM 20260810 75 3600 SH SHARED 17 3600 D COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AB 828 800000 PRN SHARED 02 800000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 297 7884 SH SHARED 7884 D COMMONWEALTH TEL ENTERPRISES COM 20334910 75 2000 SH SHARED 02 2000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 4561 121000 SH SHARED 10 121000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 2074 55016 SH SHARED 17 20116 34900 D COMMSCOPE INC SDCV 1.000% 3/1 203372AD 22333 23000000 PRN SHARED 23000000 D COMMSCOPE INC COM 20337210 636 36727 SH SHARED 14327 22400 D COMMSCOPE INC COM 20337210 619 35700 SH SHARED 02 35700 D COMMSCOPE INC COM 20337210 630 36333 SH SHARED 10 31733 4600 D COMMSCOPE INC COM 20337210 842 48600 SH SHARED 17 45600 3000 D COMMUNITY BANCORP NEV COM 20343T10 23 700 SH SHARED 700 D COMMUNITY BANCORP NEV COM 20343T10 105 3200 SH SHARED 17 3200 D COMMUNITY BK SYS INC COM 20360710 332 14700 SH SHARED 14700 D COMMUNITY BK SYS INC COM 20360710 33 1500 SH SHARED 02 1500 D COMMUNITY BK SYS INC COM 20360710 47 2100 SH SHARED 10 2100 D COMMUNITY BK SYS INC COM 20360710 221 9800 SH SHARED 17 9800 D COMMUNITY BKS INC MILLERSBUR COM 20362810 89 3200 SH SHARED 3200 D COMMUNITY BKS INC MILLERSBUR COM 20362810 104 3700 SH SHARED 10 3700 D COMMUNITY BKS INC MILLERSBUR COM 20362810 285 10148 SH SHARED 17 7848 2300 D COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/1 203668AA 5810 5000000 PRN SHARED 5000000 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1644 42384 SH SHARED 10884 31500 D COMMUNITY HEALTH SYS INC NEW COM 20366810 505 13025 SH SHARED 01 8780 4245 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1583 40800 SH SHARED 02 40800 D COMMUNITY HEALTH SYS INC NEW COM 20366810 15 400 SH SHARED 06 400 D COMMUNITY HEALTH SYS INC NEW COM 20366810 17254 444600 SH SHARED 10 220400 224200 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1657 42700 SH SHARED 14 42700 D COMMUNITY HEALTH SYS INC NEW COM 20366810 61591 1586999 SH SHARED 17 1586999 D COMMUNITY TR BANCORP INC COM 20414910 67 2100 SH SHARED 2100 D COMMUNITY TR BANCORP INC COM 20414910 92 2878 SH SHARED 10 378 2500 D COMMUNITY TR BANCORP INC COM 20414910 216 6729 SH SHARED 17 5129 1600 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 1443 50000 SH SHARED 50000 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 63 2200 SH SHARED 02 2200 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 13872 480500 SH SHARED 04 480500 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 51 2200 SH SHARED 2200 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 6092 262400 SH SHARED 01 262400 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 3018 130000 SH SHARED 04 130000 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 2252 97000 SH SHARED 06 97000 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 8719 375500 SH SHARED 10 375500 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 13605 357279 SH SHARED 357279 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 7987 459600 SH SHARED 04 459600 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 109 14150 SH SHARED 14150 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 1424 184500 SH SHARED 02 184500 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 1045 34860 SH SHARED 34860 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 1560 52000 SH SHARED 04 52000 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 3426 114200 SH SHARED 06 114200 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 892 24000 SH SHARED 24000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 20077 540000 SH SHARED 04 540000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 1487 40000 SH SHARED 06 40000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 486 12500 SH SHARED 12500 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 98337 2527309 SH SHARED 2522309 5000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 74571 1916500 SH SHARED 01 1916500 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 361 9300 SH SHARED 02 9300 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 6123 157374 SH SHARED 05 157374 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 6136 157700 SH SHARED 06 157700 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 71124 1827930 SH SHARED 10 1827930 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 2276 58510 SH SHARED 17 58510 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 338 7721 SH SHARED 7721 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 20087 458000 SH SHARED 458000 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 30081 685850 SH SHARED 01 676800 9050 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 39 890 SH SHR/OTHR 01 890 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 10356 236120 SH SHARED 02 236120 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 57018 1300000 SH SHARED 04 1300000 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 10951 249700 SH SHARED 06 249700 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 50030 1140686 SH SHARED 10 1125200 15486 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 1078 24600 SH SHARED 14 24600 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 27616 629647 SH SHARED 17 629647 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 303 21600 SH SHARED 01 10800 10800 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 42 3000 SH SHARED 04 3000 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 5351 381450 SH SHARED 10 381450 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 76 5460 SH SHARED 15 5460 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 312 22300 SH SHARED 17 22300 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 76 2936 SH SHARED 2936 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 6660 214502 SH SHARED 214502 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 9197 296200 SH SHARED 01 274900 21300 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 90 2900 SH SHARED 02 2900 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 4036 130000 SH SHARED 04 130000 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 3403 109600 SH SHARED 05 109600 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 57918 1865325 SH SHARED 10 1865325 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 358 11559 SH SHARED 15 11559 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 2580 83100 SH SHARED 17 83100 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 577 53208 SH SHARED 53208 D COMPASS BANCSHARES INC COM 20449H10 12490 272536 SH SHARED 252982 19554 D COMPASS BANCSHARES INC COM 20449H10 52 1150 SH SHARED 01 1150 D COMPASS BANCSHARES INC COM 20449H10 1272 27757 SH SHARED 02 27757 D COMPASS BANCSHARES INC COM 20449H10 5 120 SH SHARED 05 120 D COMPASS BANCSHARES INC COM 20449H10 84 1850 SH SHARED 06 1850 D COMPASS BANCSHARES INC COM 20449H10 2392 52200 SH SHARED 17 52200 D COMPASS MINERALS INTL INC COM 20451N10 69 3000 SH SHARED 3000 D COMPASS MINERALS INTL INC COM 20451N10 92 4000 SH SHR/OTHR 01 4000 D COMPASS MINERALS INTL INC COM 20451N10 142 6200 SH SHARED 02 6200 D COMPASS MINERALS INTL INC COM 20451N10 2718 118200 SH SHARED 10 118200 D COMPASS MINERALS INTL INC COM 20451N10 174 7600 SH SHARED 17 7600 D COMPUCREDIT CORP COM 20478N10 128 2900 SH SHARED 2900 D COMPUCREDIT CORP COM 20478N10 0 6 SH SHARED 02 6 D COMPUCREDIT CORP COM 20478N10 6440 145000 SH SHARED 10 1800 143200 D COMPUCREDIT CORP COM 20478N10 4543 102293 SH SHARED 17 15893 86400 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 266 186000 PRN SHARED 02 186000 D COMPUTER ASSOC INTL INC COM 20491210 20989 754750 SH SHARED 618399 136351 D COMPUTER ASSOC INTL INC COM 20491210 11242 404246 SH SHARED 02 404246 D COMPUTER ASSOC INTL INC COM 20491210 4199 151000 SH SHARED 04 151000 D COMPUTER ASSOC INTL INC COM 20491210 8 300 SH SHARED 05 300 D COMPUTER ASSOC INTL INC COM 20491210 264 9500 SH SHARED 06 9500 D COMPUTER ASSOC INTL INC COM 20491210 15777 567325 SH SHARED 10 557800 9525 D COMPUTER ASSOC INTL INC COM 20491210 1487 53500 SH SHARED 14 53500 D COMPUTER ASSOC INTL INC COM 20491210 5333 191774 SH SHARED 17 189274 2500 D COMPUTER NETWORK TECHNOLOGY NOTE 3.000% 2/1 204925AC 2886 3000000 PRN SHARED 3000000 D COMPUTER PROGRAMS & SYS INC COM 20530610 37 1100 SH SHARED 1100 D COMPUTER PROGRAMS & SYS INC COM 20530610 2815 81500 SH SHARED 10 81500 D COMPUTER PROGRAMS & SYS INC COM 20530610 2020 58500 SH SHARED 17 3800 54700 D COMPUTER SCIENCES CORP COM 20536310 25462 538207 SH SHARED 497569 40638 D COMPUTER SCIENCES CORP COM 20536310 75 1600 SH SHARED 01 400 1200 D COMPUTER SCIENCES CORP COM 20536310 1983 41932 SH SHARED 02 41932 D COMPUTER SCIENCES CORP COM 20536310 946 20000 SH SHARED 04 20000 D COMPUTER SCIENCES CORP COM 20536310 9 200 SH SHARED 05 200 D COMPUTER SCIENCES CORP COM 20536310 481 10187 SH SHARED 06 10187 D COMPUTER SCIENCES CORP COM 20536310 16899 357200 SH SHARED 10 53700 303500 D COMPUTER SCIENCES CORP COM 20536310 471 9968 SH SHARED 14 9968 D COMPUTER SCIENCES CORP COM 20536310 5700 120486 SH SHARED 17 81386 39100 D COMPX INTERNATIONAL INC CL A 20563P10 4 300 SH SHARED 300 D COMPUWARE CORP COM 20563810 6029 634668 SH SHARED 578911 55757 D COMPUWARE CORP COM 20563810 927 97666 SH SHARED 02 97666 D COMPUWARE CORP COM 20563810 61 6500 SH SHARED 06 6500 D COMPUWARE CORP COM 20563810 5411 569600 SH SHARED 10 569600 D COMPUWARE CORP COM 20563810 2257 237647 SH SHARED 17 237647 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 420 21100 SH SHARED 21100 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 51 2600 SH SHARED 17 2600 D COMSTOCK RES INC COM NEW 20576820 580 17700 SH SHARED 17700 D COMSTOCK RES INC COM NEW 20576820 1901 57950 SH SHARED 01 57550 400 D COMSTOCK RES INC COM NEW 20576820 34 1050 SH SHR/OTHR 01 1050 D COMSTOCK RES INC COM NEW 20576820 10600 323100 SH SHARED 10 275700 47400 D COMSTOCK RES INC COM NEW 20576820 19535 595424 SH SHARED 17 366524 228900 D COMSYS IT PARTNERS INC COM 20581E10 21 1800 SH SHARED 1800 D COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD 39094 28166000 PRN SHARED 28166000 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 269 6500 SH SHARED 3300 3200 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 2745 66200 SH SHARED 10 66200 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 2846 68650 SH SHARED 17 8550 60100 D COMVERSE TECHNOLOGY INC DBCV 1.500%12/0 205862AJ 985 1000000 PRN SHARED 1000000 D COMVERSE TECHNOLOGY INC DEBT 5/1 205862AL 1862 1245000 PRN SHARED 02 1245000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 23950 911690 SH SHARED 846319 65371 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 25 974 SH SHR/OTHR 01 974 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 6658 253454 SH SHARED 02 253454 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 761 29000 SH SHARED 04 29000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 99 3800 SH SHARED 06 3800 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 1153 43900 SH SHARED 10 42900 1000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 107 4100 SH SHARED 14 4100 D COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 31689 1206311 SH SHARED 17 1206311 D CONAGRA FOODS INC COM 20588710 68025 2748508 SH SHARED 2632274 116234 D CONAGRA FOODS INC COM 20588710 525 21250 SH SHARED 01 2700 18550 D CONAGRA FOODS INC COM 20588710 115 4664 SH SHR/OTHR 01 4664 D CONAGRA FOODS INC COM 20588710 2877 116261 SH SHARED 02 116261 D CONAGRA FOODS INC COM 20588710 12 500 SH SHARED 05 500 D CONAGRA FOODS INC COM 20588710 5568 224992 SH SHARED 06 224992 D CONAGRA FOODS INC COM 20588710 848 34265 SH SHARED 10 5200 29065 D CONAGRA FOODS INC COM 20588710 14 600 SH SHR/OTHR 10 600 D CONAGRA FOODS INC COM 20588710 299 12100 SH SHARED 14 12100 D CONAGRA FOODS INC COM 20588710 5156 208357 SH SHARED 17 208357 D CONCEPTUS INC COM 20601610 62 5400 SH SHARED 5400 D CONCUR TECHNOLOGIES INC COM 20670810 54 4400 SH SHARED 4400 D CONCUR TECHNOLOGIES INC COM 20670810 158 12800 SH SHARED 17 12800 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 56168 58206000 PRN SHARED 58206000 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 11414 11829000 PRN SHARED 02 5829000 6000000 D CONEXANT SYSTEMS INC COM 20714210 404 225713 SH SHARED 215115 10598 D CONEXANT SYSTEMS INC COM 20714210 223 125050 SH SHARED 02 125050 D CONEXANT SYSTEMS INC COM 20714210 313 175000 SH SHARED 17 175000 D CONMED CORP NOTE 2.500%11/1 207410AD 9468 10062000 PRN SHARED 10062000 D CONMED CORP COM 20741010 125 4500 SH SHARED 4500 D CONMED CORP COM 20741010 1138 40824 SH SHARED 02 40824 D CONMED CORP COM 20741010 57 2050 SH SHARED 10 2050 D CONMED CORP COM 20741010 372 13361 SH SHARED 17 13361 D CONNECTICUT WTR SVC INC COM 20779710 29 1200 SH SHARED 1200 D CONNECTICUT WTR SVC INC COM 20779710 48 1950 SH SHARED 17 1950 D CONNETICS CORP COM 20819210 86 5100 SH SHARED 5100 D CONNETICS CORP COM 20819210 13 790 SH SHR/OTHR 01 790 D CONNETICS CORP COM 20819210 77 4600 SH SHARED 02 4600 D CONNETICS CORP COM 20819210 2351 139030 SH SHARED 10 1430 137600 D CONNETICS CORP COM 20819210 2680 158511 SH SHARED 17 12711 145800 D CONNS INC COM 20824210 22 800 SH SHARED 800 D CONNS INC COM 20824210 91 3300 SH SHARED 17 3300 D CONOCOPHILLIPS COM 20825C10 334871 4790042 SH SHARED 4458820 331222 D CONOCOPHILLIPS COM 20825C10 11640 166508 SH SHARED 01 144498 22010 D CONOCOPHILLIPS COM 20825C10 5609 80235 SH SHR/OTHR 01 80235 D CONOCOPHILLIPS COM 20825C10 22252 318303 SH SHARED 02 318303 D CONOCOPHILLIPS COM 20825C10 154996 2217080 SH SHARED 04 2211112 5968 D CONOCOPHILLIPS COM 20825C10 71122 1017340 SH SHARED 05 809132 208208 D CONOCOPHILLIPS COM 20825C10 58771 840675 SH SHARED 06 840675 D CONOCOPHILLIPS COM 20825C10 212557 3040444 SH SHARED 10 623396 1656640 760408 D CONOCOPHILLIPS COM 20825C10 2569 36756 SH SHARED 14 36756 D CONOCOPHILLIPS COM 20825C10 2623 37520 SH SHARED 15 37520 D CONOCOPHILLIPS COM 20825C10 6571 94000 SH SHARED 16 94000 D CONOCOPHILLIPS COM 20825C10 608162 8699214 SH SHARED 17 8601440 97774 D CONOCOPHILLIPS COM 20825C10 141 2026 SH SHARED 18 2026 D CONOCOPHILLIPS COM 20825C10 13296 190199 SH SHARED 19 190199 D CONOR MEDSYSTEMS INC COM 20826410 28 1200 SH SHARED 1200 D CONOR MEDSYSTEMS INC COM 20826410 128 5450 SH SHARED 17 5450 D CONSECO INC PFD B CV 5.50% 20846486 69444 2597027 SH SHARED 2597027 D CONSECO INC PFD B CV 5.50% 20846486 16820 629050 SH SHARED 02 629050 D CONSECO INC COM NEW 20846488 1213 57500 SH SHARED 57500 D CONSECO INC COM NEW 20846488 434 20572 SH SHARED 01 20572 D CONSECO INC COM NEW 20846488 1199 56800 SH SHARED 02 56800 D CONSECO INC COM NEW 20846488 472 22400 SH SHARED 10 22400 D CONSECO INC COM NEW 20846488 1778 84230 SH SHARED 17 75930 8300 D CONSOL ENERGY INC COM 20854P10 10464 137200 SH SHARED 136200 1000 D CONSOL ENERGY INC COM 20854P10 1319 17300 SH SHARED 02 17300 D CONSOL ENERGY INC COM 20854P10 533 7000 SH SHARED 04 7000 D CONSOL ENERGY INC COM 20854P10 110 1450 SH SHARED 06 1450 D CONSOL ENERGY INC COM 20854P10 61 800 SH SHARED 10 800 D CONSOL ENERGY INC COM 20854P10 1330 17450 SH SHARED 17 17450 D CONSOLIDATED COMM HLDGS INC COM 20903410 4760 350000 SH SHARED 350000 D CONSOLIDATED EDISON INC COM 20911510 18739 385974 SH SHARED 324120 61854 D CONSOLIDATED EDISON INC COM 20911510 212 4380 SH SHARED 01 4380 D CONSOLIDATED EDISON INC COM 20911510 349 7194 SH SHR/OTHR 01 7194 D CONSOLIDATED EDISON INC COM 20911510 3220 66342 SH SHARED 02 66342 D CONSOLIDATED EDISON INC COM 20911510 5 120 SH SHARED 05 120 D CONSOLIDATED EDISON INC COM 20911510 220 4550 SH SHARED 06 4550 D CONSOLIDATED EDISON INC COM 20911510 746 15385 SH SHARED 10 9285 6100 D CONSOLIDATED EDISON INC COM 20911510 5382 110863 SH SHARED 17 110863 D CONSOLIDATED GRAPHICS INC COM 20934110 73 1700 SH SHARED 1700 D CONSOLIDATED GRAPHICS INC COM 20934110 163 3799 SH SHARED 02 3799 D CONSOLIDATED GRAPHICS INC COM 20934110 2378 55260 SH SHARED 10 1160 54100 D CONSOLIDATED GRAPHICS INC COM 20934110 1515 35200 SH SHARED 17 4200 31000 D CONSOLIDATED TOMOKA LD CO COM 21022610 300 4420 SH SHARED 4420 D CONSOLIDATED TOMOKA LD CO COM 21022610 176 2600 SH SHARED 17 2600 D CONSTELLATION BRANDS INC CL A 21036P10 23547 905663 SH SHARED 884163 21500 D CONSTELLATION BRANDS INC CL A 21036P10 7 300 SH SHARED 01 300 D CONSTELLATION BRANDS INC CL A 21036P10 17 654 SH SHR/OTHR 01 654 D CONSTELLATION BRANDS INC CL A 21036P10 1134 43630 SH SHARED 02 43630 D CONSTELLATION BRANDS INC CL A 21036P10 247 9500 SH SHARED 04 9500 D CONSTELLATION BRANDS INC CL A 21036P10 94 3650 SH SHARED 06 3650 D CONSTELLATION BRANDS INC CL A 21036P10 205 7900 SH SHARED 10 6800 1100 D CONSTELLATION BRANDS INC CL A 21036P10 785 30200 SH SHARED 14 30200 D CONSTELLATION BRANDS INC CL A 21036P10 2093 80500 SH SHARED 17 80500 D CONSTELLATION BRANDS INC PFD 1/40 A5.75 21036P30 15 400 SH SHARED 02 400 D CONSTELLATION ENERGY GROUP I COM 21037110 105978 1720434 SH SHARED 1674281 46153 D CONSTELLATION ENERGY GROUP I COM 21037110 110 1800 SH SHARED 01 1500 300 D CONSTELLATION ENERGY GROUP I COM 21037110 5146 83554 SH SHARED 02 83554 D CONSTELLATION ENERGY GROUP I COM 21037110 2321 37690 SH SHARED 05 37690 D CONSTELLATION ENERGY GROUP I COM 21037110 583 9468 SH SHARED 06 9468 D CONSTELLATION ENERGY GROUP I COM 21037110 61593 999900 SH SHARED 10 55040 936760 8100 D CONSTELLATION ENERGY GROUP I COM 21037110 202 3283 SH SHARED 14 3283 D CONSTELLATION ENERGY GROUP I COM 21037110 5402 87702 SH SHARED 17 79902 7800 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 1630 2000000 PRN SHARED 2000000 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 20 25000 PRN SHARED 02 25000 D CONTINENTAL AIRLS INC CL B 21079530 257 26700 SH SHARED 18100 8600 D CONTINENTAL AIRLS INC CL B 21079530 9 1000 SH SHR/OTHR 01 1000 D CONTINENTAL AIRLS INC CL B 21079530 1061 109914 SH SHARED 02 109914 D CONTINENTAL AIRLS INC CL B 21079530 137 14200 SH SHARED 10 14200 D CONTINENTAL AIRLS INC CL B 21079530 370 38400 SH SHARED 17 34200 4200 D CONTROLADORA COML MEX SA DE GDR 21238A20 0 1 SH SHARED 02 1 D CONVERGYS CORP COM 21248510 3148 219087 SH SHARED 201087 18000 D CONVERGYS CORP COM 21248510 455 31710 SH SHARED 02 31710 D CONVERGYS CORP COM 21248510 122 8549 SH SHARED 06 8549 D CONVERGYS CORP COM 21248510 1280 89100 SH SHARED 10 89100 D CONVERGYS CORP COM 21248510 1128 78512 SH SHARED 17 78512 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 841 700000 PRN SHARED 04 700000 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 1628 1355000 PRN SHARED 06 1355000 D COOPER CAMERON CORP COM 21664010 14137 191231 SH SHARED 169536 21695 D COOPER CAMERON CORP COM 21664010 10017 135500 SH SHARED 02 135500 D COOPER CAMERON CORP COM 21664010 9973 134900 SH SHARED 06 134900 D COOPER CAMERON CORP COM 21664010 14 200 SH SHARED 10 200 D COOPER CAMERON CORP COM 21664010 1449 19600 SH SHARED 14 19600 D COOPER CAMERON CORP COM 21664010 1848 25000 SH SHARED 16 25000 D COOPER CAMERON CORP COM 21664010 649 8780 SH SHARED 17 8780 D COOPER COS INC DBCV 2.625% 7/0 216648AG 1796 1015000 PRN SHARED 02 1015000 D COOPER COS INC COM NEW 21664840 6492 84752 SH SHARED 83752 1000 D COOPER COS INC COM NEW 21664840 3 48 SH SHARED 01 48 D COOPER COS INC COM NEW 21664840 329 4300 SH SHARED 02 4300 D COOPER COS INC COM NEW 21664840 13866 181000 SH SHARED 04 181000 D COOPER COS INC COM NEW 21664840 2528 33000 SH SHARED 06 33000 D COOPER COS INC COM NEW 21664840 5380 70234 SH SHARED 10 69934 300 D COOPER COS INC COM NEW 21664840 61 800 SH SHARED 14 800 D COOPER COS INC COM NEW 21664840 1532 20000 SH SHARED 16 20000 D COOPER TIRE & RUBR CO COM 21683110 9111 596700 SH SHARED 584300 12400 D COOPER TIRE & RUBR CO COM 21683110 4579 299872 SH SHARED 02 299872 D COOPER TIRE & RUBR CO COM 21683110 77 5100 SH SHARED 10 5100 D COOPER TIRE & RUBR CO COM 21683110 1062 69551 SH SHARED 17 66451 3100 D COPANO ENERGY L L C COM UNITS 21720210 99 2500 SH SHARED 2500 D COPART INC COM 21720410 913 38255 SH SHARED 8255 30000 D COPART INC COM 21720410 1090 45675 SH SHARED 02 45675 D COPART INC COM 21720410 293 12300 SH SHARED 17 12300 D CORCEPT THERAPEUTICS INC COM 21835210 153 30728 SH SHARED 30728 D CORINTHIAN COLLEGES INC COM 21886810 5229 394048 SH SHARED 359848 34200 D CORINTHIAN COLLEGES INC COM 21886810 22 1664 SH SHR/OTHR 01 1664 D CORINTHIAN COLLEGES INC COM 21886810 894 67392 SH SHARED 02 67392 D CORINTHIAN COLLEGES INC COM 21886810 2654 200000 SH SHARED 04 200000 D CORINTHIAN COLLEGES INC COM 21886810 75 5700 SH SHARED 10 5700 D CORINTHIAN COLLEGES INC COM 21886810 509 38400 SH SHARED 17 34600 3800 D CORN PRODS INTL INC COM 21902310 772 38298 SH SHARED 35400 2898 D CORN PRODS INTL INC COM 21902310 24 1200 SH SHARED 01 800 400 D CORN PRODS INTL INC COM 21902310 254 12600 SH SHR/OTHR 01 12600 D CORN PRODS INTL INC COM 21902310 127 6340 SH SHARED 10 2540 3800 D CORN PRODS INTL INC COM 21902310 668 33150 SH SHARED 17 30850 2300 D CORNERSTONE STRATEGIC VALUE COM 21924B10 1 187 SH SHARED 187 D CORNING INC DBCV 11/0 219350AJ 16289 20111000 PRN SHARED 20111000 D CORNING INC DBCV 11/0 219350AJ 39 49000 PRN SHARED 02 49000 D CORNING INC COM 21935010 87311 4516883 SH SHARED 4136858 380025 D CORNING INC COM 21935010 367 19000 SH SHARED 01 19000 D CORNING INC COM 21935010 7765 401726 SH SHR/OTHR 01 401726 D CORNING INC COM 21935010 5994 310120 SH SHARED 02 310120 D CORNING INC COM 21935010 3614 187000 SH SHARED 04 187000 D CORNING INC COM 21935010 19 1000 SH SHARED 05 1000 D CORNING INC COM 21935010 8154 421870 SH SHARED 06 421870 D CORNING INC COM 21935010 57151 2956600 SH SHARED 10 2362400 594200 D CORNING INC COM 21935010 144 7500 SH SHARED 14 7500 D CORNING INC COM 21935010 11984 620012 SH SHARED 17 614312 5700 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1517 19460 SH SHARED 4860 14600 D CORPORATE EXECUTIVE BRD CO COM 21988R10 42 550 SH SHARED 01 450 100 D CORPORATE EXECUTIVE BRD CO COM 21988R10 79 1017 SH SHR/OTHR 01 1017 D CORPORATE EXECUTIVE BRD CO COM 21988R10 2085 26745 SH SHARED 02 26745 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1653 21200 SH SHARED 10 21200 D CORPORATE EXECUTIVE BRD CO COM 21988R10 4 55 SH SHARED 17 55 D CORPORATE HIGH YIELD FD III COM 21992510 0 84 SH SHARED 84 D CORPORATE HIGH YIELD FD V IN COM 21993110 1 123 SH SHARED 123 D CORPORATE HIGH YIELD FD VI I COM 21993210 1504 109110 SH SHARED 109110 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 572 16390 SH SHARED 15290 1100 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 31 900 SH SHARED 02 900 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 55 1600 SH SHARED 04 1600 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1045 29900 SH SHARED 10 29900 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 91502 2618100 SH SHARED 11 2618100 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 964 27600 SH SHARED 17 13400 14200 D CORRECTIONAL PPTYS TR COM 22025E10 50 1700 SH SHARED 1700 D CORRECTIONAL PPTYS TR COM 22025E10 111 3800 SH SHARED 10 3800 D CORRECTIONAL PPTYS TR COM 22025E10 129 4400 SH SHARED 17 4400 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 228 5767 SH SHARED 5767 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 115 2900 SH SHARED 10 2900 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 678 17093 SH SHARED 17 15493 1600 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 23 10000 SH SHR/OTHR 01 10000 D CORUS GROUP PLC SPONSORED ADR 22087M10 27 3000 SH SHARED 3000 D CORUS BANKSHARES INC COM 22087310 159 2900 SH SHARED 2900 D CORUS BANKSHARES INC COM 22087310 87 1600 SH SHARED 02 1600 D CORUS BANKSHARES INC COM 22087310 5318 97000 SH SHARED 10 97000 D CORUS BANKSHARES INC COM 22087310 3059 55800 SH SHARED 17 16600 39200 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 603 20600 SH SHARED 20600 D CORVEL CORP COM 22100610 23 1000 SH SHARED 1000 D CORVEL CORP COM 22100610 11 475 SH SHR/OTHR 01 475 D CORVEL CORP COM 22100610 492 20550 SH SHARED 10 1250 19300 D CORVEL CORP COM 22100610 59 2500 SH SHARED 17 2500 D COSI INC COM 22122P10 27 2800 SH SHARED 2800 D COST PLUS INC CALIF COM 22148510 1698 93557 SH SHR/OTHR 93557 D COST PLUS INC CALIF COM 22148510 301 16600 SH SHARED 16600 D COST PLUS INC CALIF COM 22148510 431 23800 SH SHARED 02 23800 D COST PLUS INC CALIF COM 22148510 190 10501 SH SHARED 17 10501 D COSTCO WHSL CORP NEW COM 22160K10 52782 1224946 SH SHARED 1114604 110342 D COSTCO WHSL CORP NEW COM 22160K10 5107 118539 SH SHARED 01 30174 88365 D COSTCO WHSL CORP NEW COM 22160K10 1491 34609 SH SHR/OTHR 01 34609 D COSTCO WHSL CORP NEW COM 22160K10 8092 187814 SH SHARED 02 187814 D COSTCO WHSL CORP NEW COM 22160K10 2366 54920 SH SHARED 05 46850 8070 D COSTCO WHSL CORP NEW COM 22160K10 936 21745 SH SHARED 06 21745 D COSTCO WHSL CORP NEW COM 22160K10 49992 1160180 SH SHARED 10 66740 954500 138940 D COSTCO WHSL CORP NEW COM 22160K10 25 600 SH SHR/OTHR 10 600 D COSTCO WHSL CORP NEW COM 22160K10 784 18199 SH SHARED 14 18199 D COSTCO WHSL CORP NEW COM 22160K10 22582 524078 SH SHARED 17 522578 1500 D COSTAR GROUP INC COM 22160N10 144 3100 SH SHARED 2400 700 D COSTAR GROUP INC COM 22160N10 175 3746 SH SHARED 02 3746 D COSTAR GROUP INC COM 22160N10 88 1900 SH SHARED 10 1900 D COSTAR GROUP INC COM 22160N10 401 8600 SH SHARED 17 7500 1100 D COTT CORP QUE COM 22163N10 44 2500 SH SHARED 02 2500 D COTT CORP QUE COM 22163N10 1522 86000 SH SHARED 06 86000 D COTHERIX INC COM 22163T10 25 1800 SH SHARED 1800 D COTHERIX INC COM 22163T10 9029 647300 SH SHARED 04 647300 D COTHERIX INC COM 22163T10 161 11600 SH SHARED 14 11600 D COUNTRYWIDE FINANCIAL CORP COM 22237210 52631 1595850 SH SHARED 1445324 150526 D COUNTRYWIDE FINANCIAL CORP COM 22237210 220 6700 SH SHARED 01 6700 D COUNTRYWIDE FINANCIAL CORP COM 22237210 5997 181853 SH SHARED 02 181853 D COUNTRYWIDE FINANCIAL CORP COM 22237210 26294 797288 SH SHARED 05 764798 32490 D COUNTRYWIDE FINANCIAL CORP COM 22237210 3458 104857 SH SHARED 06 104857 D COUNTRYWIDE FINANCIAL CORP COM 22237210 38305 1161462 SH SHARED 10 64802 1019360 77300 D COUNTRYWIDE FINANCIAL CORP COM 22237210 744 22577 SH SHARED 14 22577 D COUNTRYWIDE FINANCIAL CORP COM 22237210 10413 315747 SH SHARED 17 304647 11100 D COURIER CORP COM 22266010 52 1400 SH SHARED 1400 D COURIER CORP COM 22266010 89 2400 SH SHARED 10 2400 D COURIER CORP COM 22266010 162 4350 SH SHARED 17 2850 1500 D COUSINS PPTYS INC COM 22279510 178 5900 SH SHARED 5900 D COUSINS PPTYS INC COM 22279510 84 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 139 4600 SH SHARED 02 4600 D COUSINS PPTYS INC COM 22279510 2051 67900 SH SHARED 10 67900 D COUSINS PPTYS INC COM 22279510 1677 55500 SH SHARED 17 16600 38900 D COVANSYS CORP COM 22281W10 82 5150 SH SHARED 5150 D COVANSYS CORP COM 22281W10 1699 106500 SH SHARED 10 106500 D COVANSYS CORP COM 22281W10 10367 649600 SH SHARED 17 603200 46400 D COVAD COMMUNICATIONS GROUP I COM 22281420 151 142747 SH SHARED 142747 D COVAD COMMUNICATIONS GROUP I COM 22281420 0 293 SH SHARED 01 293 D COVANCE INC COM 22281610 1419 29583 SH SHARED 7581 22002 D COVANCE INC COM 22281610 4 95 SH SHARED 01 95 D COVANCE INC COM 22281610 38 800 SH SHR/OTHR 01 800 D COVANCE INC COM 22281610 1358 28318 SH SHARED 02 28318 D COVANCE INC COM 22281610 1689 35200 SH SHARED 10 35100 100 D COVANCE INC COM 22281610 28 600 SH SHARED 17 600 D COVENANT TRANS INC CL A 22284P10 14 1200 SH SHARED 1200 D COVENANT TRANS INC CL A 22284P10 73 6100 SH SHARED 10 6100 D COVENANT TRANS INC CL A 22284P10 68 5700 SH SHARED 17 5700 D COVENTRY HEALTH CARE INC COM 22286210 11409 132635 SH SHARED 111535 21100 D COVENTRY HEALTH CARE INC COM 22286210 51 600 SH SHR/OTHR 01 600 D COVENTRY HEALTH CARE INC COM 22286210 2032 23629 SH SHARED 02 23629 D COVENTRY HEALTH CARE INC COM 22286210 188 2187 SH SHARED 06 2187 D COVENTRY HEALTH CARE INC COM 22286210 8765 101902 SH SHARED 10 100602 1300 D COVENTRY HEALTH CARE INC COM 22286210 45378 527539 SH SHARED 17 527539 D COX RADIO INC CL A 22405110 1463 96264 SH SHARED 96264 D COX RADIO INC CL A 22405110 124 8200 SH SHARED 02 8200 D COX RADIO INC CL A 22405110 5508 362400 SH SHARED 17 362400 D CP SHIPS LTD NOTE 4.000% 6/3 22409VAE 12174 12322000 PRN SHARED 12322000 D CP SHIPS LTD NOTE 4.000% 6/3 22409VAE 10756 10887000 PRN SHARED 02 10887000 D CP SHIPS LTD COM 22409V10 2615 122600 SH SHARED 122300 300 D CP SHIPS LTD COM 22409V10 11 562 SH SHR/OTHR 01 562 D CP SHIPS LTD COM 22409V10 1 77 SH SHARED 05 77 D CP SHIPS LTD COM 22409V10 21 1000 SH SHARED 06 1000 D CRANE CO COM 22439910 1776 59726 SH SHARED 35525 24201 D CRANE CO COM 22439910 71 2388 SH SHR/OTHR 01 2388 D CRANE CO COM 22439910 637 21439 SH SHARED 02 21439 D CRANE CO COM 22439910 2566 86300 SH SHARED 10 3800 82500 D CRANE CO COM 22439910 645 21700 SH SHARED 17 19200 2500 D CRAWFORD & CO CL B 22463310 27 3500 SH SHARED 3500 D CRAWFORD & CO CL B 22463310 50 6500 SH SHARED 17 6500 D CREDENCE SYS CORP COM 22530210 2351 294293 SH SHARED 257593 36700 D CREDENCE SYS CORP COM 22530210 34 4275 SH SHARED 01 3500 775 D CREDENCE SYS CORP COM 22530210 15 2000 SH SHR/OTHR 01 2000 D CREDENCE SYS CORP COM 22530210 1088 136193 SH SHARED 02 136193 D CREDENCE SYS CORP COM 22530210 261 32680 SH SHARED 17 32680 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 104 2350 SH SHARED 01 2350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 544 12244 SH SHARED 10 400 11844 D CREE INC COM 22544710 1854 74134 SH SHARED 40634 33500 D CREE INC COM 22544710 2166 86592 SH SHARED 02 86592 D CREE INC COM 22544710 7 300 SH SHARED 10 300 D CREE INC COM 22544710 125 5000 SH SHARED 17 5000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 12 600 SH SHARED 600 D CRESCENT REAL ESTATE EQUITIE COM 22575610 162 7900 SH SHARED 02 7900 D CRESCENT REAL ESTATE EQUITIE COM 22575610 63 3100 SH SHARED 10 3100 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2828 137900 SH SHARED 11 137900 D CRESUD S A C I F Y A SPONSORED ADR 22640610 523 38100 SH SHARED 17 38100 D CRIIMI MAE INC COM NEW 22660350 68 3972 SH SHARED 3972 D CRIIMI MAE INC COM NEW 22660350 119 6960 SH SHARED 17 4660 2300 D CRITICAL THERAPEUTICS INC COM 22674T10 182 19400 SH SHARED 19400 D CRITICAL THERAPEUTICS INC COM 22674T10 1230 130600 SH SHARED 04 130600 D CROSS CTRY HEALTHCARE INC COM 22748310 176 9500 SH SHARED 4900 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 15 825 SH SHR/OTHR 01 825 D CROSS CTRY HEALTHCARE INC COM 22748310 98 5287 SH SHARED 02 5287 D CROSS CTRY HEALTHCARE INC COM 22748310 272 14700 SH SHARED 17 14700 D CROSS TIMBERS RTY TR TR UNIT 22757R10 3 72 SH SHARED 72 D CROSS TIMBERS RTY TR TR UNIT 22757R10 108 2000 SH SHR/OTHR 01 2000 D CROSSTEX ENERGY L P COM 22765U10 543 13505 SH SHARED 13505 D CROSSTEX ENERGY INC COM 22765Y10 63 1000 SH SHARED 1000 D CROSSTEX ENERGY INC COM 22765Y10 179 2800 SH SHARED 10 2800 D CROSSTEX ENERGY INC COM 22765Y10 172 2700 SH SHARED 17 1600 1100 D CROWN CASTLE INTL CORP COM 22822710 4179 169704 SH SHARED 164004 5700 D CROWN CASTLE INTL CORP COM 22822710 11 450 SH SHARED 01 450 D CROWN CASTLE INTL CORP COM 22822710 1317 53489 SH SHARED 02 53489 D CROWN CASTLE INTL CORP COM 22822710 1692 68734 SH SHARED 06 68734 D CROWN CASTLE INTL CORP COM 22822710 160 6500 SH SHARED 10 6500 D CROWN CASTLE INTL CORP COM 22822710 17457 708800 SH SHARED 17 708800 D CROWN HOLDINGS INC COM 22836810 3076 193000 SH SHARED 193000 D CROWN HOLDINGS INC COM 22836810 259 16300 SH SHARED 02 16300 D CROWN HOLDINGS INC COM 22836810 19 1200 SH SHARED 10 1200 D CROWN HOLDINGS INC COM 22836810 367 23070 SH SHARED 17 23070 D CROWN MEDIA HLDGS INC CL A 22841110 24 2200 SH SHARED 2200 D CROWN MEDIA HLDGS INC CL A 22841110 73 6700 SH SHARED 17 6700 D CRYOLIFE INC COM 22890310 2 374 SH SHARED 02 374 D CRYSTALLEX INTL CORP COM 22942F10 1352 861700 SH SHARED 861700 D CRYSTALLEX INTL CORP COM 22942F10 422 269287 SH SHARED 05 269287 D CRYSTALLEX INTL CORP COM 22942F10 11436 7284400 SH SHARED 10 7284400 D CRYSTALLEX INTL CORP COM 22942F10 328 209200 SH SHARED 17 209200 D CTRIP COM INTL LTD ADR 22943F10 4 70 SH SHARED 02 70 D CTRIP COM INTL LTD ADR 22943F10 4485 70000 SH SHARED 04 70000 D CTRIP COM INTL LTD ADR 22943F10 6408 100000 SH SHARED 17 100000 D CUBIC CORP COM 22966910 51 3000 SH SHARED 2400 600 D CUBIC CORP COM 22966910 70 4137 SH SHARED 02 4137 D CUBIC CORP COM 22966910 101 5900 SH SHARED 17 5900 D CUBIST PHARMACEUTICALS INC COM 22967810 432 20100 SH SHARED 13600 6500 D CUBIST PHARMACEUTICALS INC COM 22967810 11071 514000 SH SHARED 04 514000 D CUBIST PHARMACEUTICALS INC COM 22967810 99 4600 SH SHARED 10 4600 D CUBIST PHARMACEUTICALS INC COM 22967810 161 7500 SH SHARED 14 7500 D CUBIST PHARMACEUTICALS INC COM 22967810 552 25657 SH SHARED 17 22657 3000 D CULLEN FROST BANKERS INC COM 22989910 1151 23339 SH SHARED 5839 17500 D CULLEN FROST BANKERS INC COM 22989910 1117 22655 SH SHARED 02 22655 D CULLEN FROST BANKERS INC COM 22989910 49 1000 SH SHARED 17 1000 D CUMMINS INC COM 23102110 13185 149849 SH SHARED 139548 10301 D CUMMINS INC COM 23102110 70 800 SH SHR/OTHR 01 800 D CUMMINS INC COM 23102110 4703 53450 SH SHARED 02 53450 D CUMMINS INC COM 23102110 201 2290 SH SHARED 06 2290 D CUMMINS INC COM 23102110 1020 11600 SH SHARED 10 11300 300 D CUMMINS INC COM 23102110 230 2621 SH SHARED 14 2621 D CUMMINS INC COM 23102110 1803 20501 SH SHARED 17 20501 D CUMULUS MEDIA INC CL A 23108210 1926 154237 SH SHARED 151837 2400 D CUMULUS MEDIA INC CL A 23108210 126 10100 SH SHARED 02 10100 D CUMULUS MEDIA INC CL A 23108210 314 25200 SH SHARED 17 25200 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3416 3500000 PRN SHARED 3500000 D CURAGEN CORP NOTE 4.000% 2/1 23126RAE 1155 1500000 PRN SHARED 02 1500000 D CURAGEN CORP COM 23126R10 172 34772 SH SHARED 34572 200 D CURAGEN CORP COM 23126R10 8 1700 SH SHARED 10 1700 D CURAGEN CORP COM 23126R10 99 20000 SH SHARED 17 20000 D CURIS INC COM 23126910 33 7200 SH SHARED 7200 D CURIS INC COM 23126910 103 22600 SH SHARED 17 22600 D CURTISS WRIGHT CORP COM 23156110 228 3700 SH SHARED 3300 400 D CURTISS WRIGHT CORP COM 23156110 104 1700 SH SHARED 10 1700 D CURTISS WRIGHT CORP COM 23156110 740 12000 SH SHARED 17 10900 1100 D CYBERGUARD CORP COM 23191010 62 7600 SH SHARED 7600 D CYBERGUARD CORP COM 23191010 89 10800 SH SHARED 17 10800 D CUTERA INC COM 23210910 25 1000 SH SHARED 1000 D CUTERA INC COM 23210910 1281 49391 SH SHARED 10 49391 D CYBERSOURCE CORP COM 23251J10 26 4100 SH SHARED 4100 D CYBERSOURCE CORP COM 23251J10 741 112700 SH SHARED 17 13500 99200 D CYBERONICS INC COM 23251P10 1626 54500 SH SHARED 54500 D CYBERONICS INC COM 23251P10 68 2306 SH SHARED 02 2306 D CYBERONICS INC COM 23251P10 5 200 SH SHARED 10 200 D CYBERONICS INC COM 23251P10 240 8051 SH SHARED 17 8051 D CYBEROPTICS CORP COM 23251710 66 4805 SH SHR/OTHR 01 4805 D CYMER INC NOTE 3.500% 2/1 232572AE 103 107000 PRN SHARED 02 107000 D CYMER INC COM 23257210 1030 32900 SH SHARED 32900 D CYMER INC COM 23257210 485 15505 SH SHARED 02 15505 D CYMER INC COM 23257210 2649 84600 SH SHARED 10 84600 D CYMER INC COM 23257210 2975 95000 SH SHARED 17 16500 78500 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 30 5600 SH SHARED 4600 1000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 143 26470 SH SHARED 02 26470 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 4132 763859 SH SHARED 04 763859 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 59 11000 SH SHARED 14 11000 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 75 13900 SH SHARED 17 13900 D CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH 292 250000 PRN SHARED 250000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 5846 388481 SH SHARED 336281 52200 D CYPRESS SEMICONDUCTOR CORP COM 23280610 8 575 SH SHR/OTHR 01 575 D CYPRESS SEMICONDUCTOR CORP COM 23280610 3539 235155 SH SHARED 02 235155 D CYPRESS SEMICONDUCTOR CORP COM 23280610 6801 451900 SH SHARED 04 451900 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2590 172100 SH SHARED 10 172100 D CYPRESS SEMICONDUCTOR CORP COM 23280610 4671 310370 SH SHARED 17 133470 176900 D CYTEC INDS INC COM 23282010 1906 43956 SH SHARED 29788 14168 D CYTEC INDS INC COM 23282010 940 21685 SH SHARED 02 21685 D CYTEC INDS INC COM 23282010 190 4400 SH SHARED 17 4400 D CYTOGEN CORP COM NEW 23282430 0 100 SH SHR/OTHR 01 100 D CYTYC CORP COM 23294610 1550 57753 SH SHARED 15405 42348 D CYTYC CORP COM 23294610 1326 49400 SH SHARED 02 49400 D CYTYC CORP COM 23294610 4991 185900 SH SHARED 10 185900 D DDI CORP COM PAR $ .001 23316230 3757 4638971 SH SHARED 4638971 D DHB INDS INC COM 23321E10 19 4653 SH SHARED 4553 100 D DHB INDS INC COM 23321E10 4712 1124700 SH SHARED 17 1124700 D DJ ORTHOPEDICS INC COM 23325G10 636 22000 SH SHARED 22000 D DJ ORTHOPEDICS INC COM 23325G10 214 7400 SH SHARED 02 7400 D DJ ORTHOPEDICS INC COM 23325G10 222 7700 SH SHARED 17 7700 D DNP SELECT INCOME FD COM 23325P10 367 31700 SH SHARED 31700 D DNP SELECT INCOME FD COM 23325P10 75 6500 SH SHARED 01 6500 D DPL INC COM 23329310 2570 92460 SH SHARED 49048 43412 D DPL INC COM 23329310 68 2450 SH SHR/OTHR 01 2450 D DPL INC COM 23329310 1548 55700 SH SHARED 02 55700 D DPL INC COM 23329310 100 3600 SH SHARED 10 3600 D DPL INC COM 23329310 8 300 SH SHARED 17 300 D DRS TECHNOLOGIES INC COM 23330X10 736 14918 SH SHARED 14918 D DRS TECHNOLOGIES INC COM 23330X10 5039 102100 SH SHARED 10 100 102000 D DRS TECHNOLOGIES INC COM 23330X10 14968 303251 SH SHARED 17 227951 75300 D D R HORTON INC COM 23331A10 57746 1594313 SH SHARED 1546919 47394 D D R HORTON INC COM 23331A10 3435 94846 SH SHARED 02 94846 D D R HORTON INC COM 23331A10 10 300 SH SHARED 05 300 D D R HORTON INC COM 23331A10 263 7277 SH SHARED 06 7277 D D R HORTON INC COM 23331A10 44 1233 SH SHARED 10 1233 D D R HORTON INC COM 23331A10 4245 117225 SH SHARED 17 115925 1300 D DSP GROUP INC COM 23332B10 110 4300 SH SHARED 4300 D DSP GROUP INC COM 23332B10 171 6700 SH SHARED 05 6700 D DSP GROUP INC COM 23332B10 113 4440 SH SHARED 10 1040 3400 D DSP GROUP INC COM 23332B10 2242 87400 SH SHARED 17 85300 2100 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 20724 16500000 PRN SHARED 16500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 3513 2797000 PRN SHARED 02 2797000 D DST SYS INC DEL COM 23332610 3938 71827 SH SHARED 43127 28700 D DST SYS INC DEL COM 23332610 4286 78172 SH SHARED 02 78172 D DST SYS INC DEL COM 23332610 63 1150 SH SHARED 06 1150 D DST SYS INC DEL COM 23332610 5 100 SH SHARED 10 100 D DST SYS INC DEL COM 23332610 93 1700 SH SHARED 17 1700 D DTE ENERGY CO COM 23333110 19105 416604 SH SHARED 363362 53242 D DTE ENERGY CO COM 23333110 91 2000 SH SHARED 01 2000 D DTE ENERGY CO COM 23333110 1841 40145 SH SHARED 02 40145 D DTE ENERGY CO COM 23333110 9 200 SH SHARED 05 200 D DTE ENERGY CO COM 23333110 162 3550 SH SHARED 06 3550 D DTE ENERGY CO COM 23333110 408 8900 SH SHARED 10 5000 3900 D DTE ENERGY CO COM 23333110 5592 121939 SH SHARED 17 75460 46479 D DTS INC COM 23335C10 45 2700 SH SHARED 2700 D DTS INC COM 23335C10 63 3800 SH SHARED 10 3800 D DTS INC COM 23335C10 168 10000 SH SHARED 17 7500 2500 D DXP ENTERPRISES INC NEW COM NEW 23337740 6 300 SH SHARED 01 300 D DADE BEHRING HLDGS INC COM 23342J20 3688 100600 SH SHARED 100600 D DADE BEHRING HLDGS INC COM 23342J20 333 9100 SH SHARED 02 9100 D DADE BEHRING HLDGS INC COM 23342J20 513 14000 SH SHARED 05 14000 D DADE BEHRING HLDGS INC COM 23342J20 58 1600 SH SHARED 10 1600 D DADE BEHRING HLDGS INC COM 23342J20 1734 47300 SH SHARED 17 47300 D DAKTRONICS INC COM 23426410 59 2500 SH SHARED 2100 400 D DAKTRONICS INC COM 23426410 50 2094 SH SHARED 02 2094 D DAKTRONICS INC COM 23426410 158 6600 SH SHARED 17 6600 D DANA CORP COM 23581110 1953 207633 SH SHARED 184432 23201 D DANA CORP COM 23581110 645 68557 SH SHARED 02 68557 D DANA CORP COM 23581110 14 1500 SH SHARED 10 1500 D DANA CORP COM 23581110 580 61729 SH SHARED 17 61729 D DANAHER CORP DEL COM 23585110 19017 353286 SH SHARED 292832 60454 D DANAHER CORP DEL COM 23585110 370 6875 SH SHARED 01 6875 D DANAHER CORP DEL COM 23585110 43 800 SH SHR/OTHR 01 800 D DANAHER CORP DEL COM 23585110 4321 80275 SH SHARED 02 80275 D DANAHER CORP DEL COM 23585110 2707 50300 SH SHARED 06 50300 D DANAHER CORP DEL COM 23585110 2815 52300 SH SHARED 10 50200 2100 D DANAHER CORP DEL COM 23585110 215 4000 SH SHARED 14 4000 D DANAHER CORP DEL COM 23585110 6076 112887 SH SHARED 17 111787 1100 D DARDEN RESTAURANTS INC COM 23719410 25338 834320 SH SHARED 787066 47254 D DARDEN RESTAURANTS INC COM 23719410 91 3000 SH SHR/OTHR 01 3000 D DARDEN RESTAURANTS INC COM 23719410 1842 60654 SH SHARED 02 60654 D DARDEN RESTAURANTS INC COM 23719410 144 4770 SH SHARED 06 4770 D DARDEN RESTAURANTS INC COM 23719410 17570 578550 SH SHARED 10 148650 429900 D DARDEN RESTAURANTS INC COM 23719410 291 9594 SH SHARED 14 9594 D DARDEN RESTAURANTS INC COM 23719410 2005 66039 SH SHARED 17 66039 D DARLING INTL INC COM 23726610 1116 316189 SH SHARED 316189 D DARLING INTL INC COM 23726610 100 28500 SH SHARED 17 28500 D DASSAULT SYS S A SPONSORED ADR 23754510 15 290 SH SHARED 10 290 D DATASCOPE CORP COM 23811310 378 12186 SH SHARED 12186 D DATASCOPE CORP COM 23811310 35 1145 SH SHARED 02 1145 D DATASCOPE CORP COM 23811310 127 4100 SH SHARED 10 1400 2700 D DATASCOPE CORP COM 23811310 170 5506 SH SHARED 17 4106 1400 D DAVE & BUSTERS INC COM 23833N10 28 2100 SH SHARED 2100 D DAVE & BUSTERS INC COM 23833N10 37 2800 SH SHARED 10 2800 D DAVE & BUSTERS INC COM 23833N10 911 68300 SH SHARED 17 5700 62600 D DAVITA INC COM 23918K10 8026 174230 SH SHARED 171830 2400 D DAVITA INC COM 23918K10 138 3000 SH SHARED 01 3000 D DAVITA INC COM 23918K10 566 12294 SH SHARED 02 12294 D DAVITA INC COM 23918K10 262 5700 SH SHARED 06 5700 D DAVITA INC COM 23918K10 3657 79400 SH SHARED 10 78400 1000 D DAVITA INC COM 23918K10 27318 592970 SH SHARED 17 592970 D DEAN FOODS CO NEW COM 24237010 2957 76106 SH SHARED 17935 58171 D DEAN FOODS CO NEW COM 24237010 1435 36950 SH SHARED 01 13050 23900 D DEAN FOODS CO NEW COM 24237010 7 200 SH SHR/OTHR 01 200 D DEAN FOODS CO NEW COM 24237010 3042 78300 SH SHARED 02 78300 D DEAN FOODS CO NEW COM 24237010 614 15820 SH SHARED 05 15820 D DEAN FOODS CO NEW COM 24237010 122 3150 SH SHARED 06 3150 D DEAN FOODS CO NEW COM 24237010 22012 566457 SH SHARED 10 132567 357700 76190 D DEAN FOODS CO NEW COM 24237010 4069 104720 SH SHARED 17 103120 1600 D DEB SHOPS INC COM 24272810 17 800 SH SHARED 800 D DEB SHOPS INC COM 24272810 36 1690 SH SHARED 10 1690 D DEB SHOPS INC COM 24272810 26 1200 SH SHARED 17 1200 D DEBT STRATEGIES FD INC NEW COM 24276Q10 80 12035 SH SHARED 12035 D DECKERS OUTDOOR CORP COM 24353710 1858 77264 SH SHARED 77264 D DECKERS OUTDOOR CORP COM 24353710 64 2700 SH SHARED 02 2700 D DECKERS OUTDOOR CORP COM 24353710 120 5000 SH SHARED 17 5000 D DECODE GENETICS INC COM 24358610 123 14700 SH SHARED 14500 200 D DECODE GENETICS INC COM 24358610 202 24100 SH SHARED 17 24100 D DEERE & CO COM 24419910 71988 1176277 SH SHARED 1108548 67729 D DEERE & CO COM 24419910 1833 29959 SH SHARED 01 10525 19434 D DEERE & CO COM 24419910 1719 28095 SH SHR/OTHR 01 28095 D DEERE & CO COM 24419910 5867 95873 SH SHARED 02 95873 D DEERE & CO COM 24419910 128 2100 SH SHARED 05 2100 D DEERE & CO COM 24419910 1721 28132 SH SHARED 06 28132 D DEERE & CO COM 24419910 2678 43770 SH SHARED 10 22440 21330 D DEERE & CO COM 24419910 1196 19550 SH SHR/OTHR 10 19550 D DEERE & CO COM 24419910 1530 25000 SH SHARED 14 25000 D DEERE & CO COM 24419910 6340 103608 SH SHARED 17 102808 800 D DEERFIELD TRIARC CAP CORP COM 24457230 13860 1000000 SH SHARED 11 1000000 D DEERFIELD TRIARC CAP CORP COM 24457230 67 4900 SH SHARED 17 4900 D DEFINED STRATEGY FD INC COM 24476Y10 5 340 SH SHARED 340 D DEL MONTE FOODS CO COM 24522P10 1376 128287 SH SHARED 121277 7010 D DEL MONTE FOODS CO COM 24522P10 426 39792 SH SHARED 01 3572 36220 D DEL MONTE FOODS CO COM 24522P10 103 9663 SH SHR/OTHR 01 9663 D DEL MONTE FOODS CO COM 24522P10 209 19500 SH SHARED 02 19500 D DEL MONTE FOODS CO COM 24522P10 1 132 SH SHARED 10 66 66 D DEL MONTE FOODS CO COM 24522P10 28 2678 SH SHR/OTHR 10 2678 D DEL MONTE FOODS CO COM 24522P10 125 11700 SH SHARED 17 11700 D DEL MONTE FOODS CO COM 24522P10 311 29073 SH SHARED 18 29073 D DELAWARE INVTS DIV & INCOME COM 24591510 307 24936 SH SHARED 01 24936 D DELAWARE INV GLBL DIV & INC COM 24591610 302 21575 SH SHARED 01 21575 D DELAWARE INV MN MUN INCM FD COM 24610U10 4 335 SH SHR/OTHR 10 335 D DELL INC COM 24702R10 3794 110950 SH SHARED 110950 D DELL INC COM 24702R10 349217 10211044 SH SHARED 9623298 587746 D DELL INC COM 24702R10 1058 30960 SH SHARED 01 16970 13990 D DELL INC COM 24702R10 964 28200 SH SHR/OTHR 01 28200 D DELL INC COM 24702R10 52139 1524537 SH SHARED 02 1524537 D DELL INC COM 24702R10 45075 1318000 SH SHARED 04 1312000 6000 D DELL INC COM 24702R10 266 7800 SH SHARED 05 7800 D DELL INC COM 24702R10 9729 284476 SH SHARED 06 284476 D DELL INC COM 24702R10 114760 3355576 SH SHARED 10 1532991 1141350 681235 D DELL INC COM 24702R10 2073 60641 SH SHARED 14 60641 D DELL INC COM 24702R10 40115 1172975 SH SHARED 17 1165175 7800 D DELL INC COM 24702R10 60 1757 SH SHARED 18 1757 D DELPHI CORP COM 24712610 12242 4435577 SH SHARED 4364043 71534 D DELPHI CORP COM 24712610 38 13768 SH SHR/OTHR 01 13768 D DELPHI CORP COM 24712610 1072 388455 SH SHARED 02 388455 D DELPHI CORP COM 24712610 1 419 SH SHARED 05 419 D DELPHI CORP COM 24712610 39 14300 SH SHARED 06 14300 D DELPHI CORP COM 24712610 6 2200 SH SHARED 10 2200 D DELPHI CORP COM 24712610 623 225837 SH SHARED 17 225837 D DELPHI FINL GROUP INC CL A 24713110 790 16900 SH SHARED 16900 D DELPHI FINL GROUP INC CL A 24713110 46 1000 SH SHARED 01 1000 D DELPHI FINL GROUP INC CL A 24713110 60 1284 SH SHARED 02 1284 D DELPHI FINL GROUP INC CL A 24713110 135 2900 SH SHARED 10 800 2100 D DELPHI FINL GROUP INC CL A 24713110 709 15154 SH SHARED 17 13954 1200 D DELTA & PINE LD CO COM 24735710 139 5300 SH SHARED 5300 D DELTA & PINE LD CO COM 24735710 73 2800 SH SHARED 10 2800 D DELTA & PINE LD CO COM 24735710 390 14768 SH SHARED 17 14768 D DELTA AIR LINES INC DEL COM 24736110 1073 1431189 SH SHARED 1431188 1 D DELTA AIR LINES INC DEL COM 24736110 43 58611 SH SHARED 02 58611 D DELTIC TIMBER CORP COM 24785010 64 1400 SH SHARED 1400 D DELTIC TIMBER CORP COM 24785010 1237 26883 SH SHARED 01 8312 18571 D DELTIC TIMBER CORP COM 24785010 2417 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 1846 40100 SH SHARED 10 40100 D DELTIC TIMBER CORP COM 24785010 142 3100 SH SHARED 17 3100 D DELTA PETE CORP COM NEW 24790720 455 21900 SH SHARED 4700 17200 D DELTA PETE CORP COM NEW 24790720 99 4800 SH SHARED 02 4800 D DELTA PETE CORP COM NEW 24790720 293 14100 SH SHARED 17 14100 D DENBURY RES INC COM NEW 24791620 1366 27099 SH SHARED 7599 19500 D DENBURY RES INC COM NEW 24791620 1281 25400 SH SHARED 02 25400 D DENBURY RES INC COM NEW 24791620 4539 90000 SH SHARED 04 90000 D DENBURY RES INC COM NEW 24791620 5492 108900 SH SHARED 17 108900 D DELTA FINANCIAL CORP COM 24791810 12 1750 SH SHARED 1750 D DELTA FINANCIAL CORP COM 24791810 38 5300 SH SHR/OTHR 01 5300 D DELUXE CORP COM 24801910 1506 37524 SH SHARED 12922 24602 D DELUXE CORP COM 24801910 895 22300 SH SHARED 02 22300 D DELUXE CORP COM 24801910 140 3500 SH SHARED 06 3500 D DELUXE CORP COM 24801910 3397 84606 SH SHARED 10 79300 5306 D DELUXE CORP COM 24801910 17 432 SH SHARED 14 432 D DELUXE CORP COM 24801910 1433 35700 SH SHARED 17 300 35400 D DENDREON CORP COM 24823Q10 105 15749 SH SHARED 14849 900 D DENDREON CORP COM 24823Q10 180 26900 SH SHARED 17 26900 D DENDRITE INTL INC COM 24823910 126 6300 SH SHARED 6300 D DENDRITE INTL INC COM 24823910 98 4900 SH SHARED 02 4900 D DENDRITE INTL INC COM 24823910 80 4000 SH SHARED 10 4000 D DENDRITE INTL INC COM 24823910 315 15724 SH SHARED 17 15724 D DENNYS CORP COM 24869P10 263 63500 SH SHARED 63500 D DENNYS CORP COM 24869P10 169 40900 SH SHARED 17 40900 D DENTSPLY INTL INC NEW COM 24903010 26183 484692 SH SHARED 456692 28000 D DENTSPLY INTL INC NEW COM 24903010 1885 34900 SH SHARED 02 34900 D DENTSPLY INTL INC NEW COM 24903010 27 500 SH SHARED 06 500 D DENTSPLY INTL INC NEW COM 24903010 4083 75600 SH SHARED 10 75000 600 D DENTSPLY INTL INC NEW COM 24903010 75 1400 SH SHARED 14 1400 D DENTSPLY INTL INC NEW COM 24903010 248 4600 SH SHARED 17 4600 D DEPARTMENT 56 INC COM 24950910 85 6800 SH SHARED 02 6800 D DESCARTES SYS GROUP INC COM 24990610 114 47000 SH SHARED 47000 D DEPOMED INC COM 24990810 17 2700 SH SHARED 2700 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 5527 180000 SH SHARED 180000 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 4793 156100 SH SHARED 01 156100 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 383 12500 SH SHR/OTHR 01 12500 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 5804 189000 SH SHARED 10 189000 D DESERT SUN MNG CORP COM 25043V10 3420 1900000 SH SHARED 10 1900000 D DESIGN WITHIN REACH INC COM 25055710 15 1700 SH SHARED 1700 D DESIGN WITHIN REACH INC COM 25055710 22 2500 SH SHARED 02 2500 D DESIGN WITHIN REACH INC COM 25055710 57 6400 SH SHARED 17 6400 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 4635 254128 SH SHARED 254128 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 32 1800 SH SHR/OTHR 01 1800 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 1 100 SH SHARED 02 100 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 11288 241727 SH SHARED 201127 40600 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2222 47600 SH SHARED 02 47600 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 14 300 SH SHARED 10 300 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 6856 146828 SH SHARED 11 146828 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 97 79000 PRN SHARED 01 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 52 43000 PRN SHR/OTHR 01 43000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 3895 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 12594 10495000 PRN SHARED 02 10495000 D DEVON ENERGY CORP NEW COM 25179M10 77228 1125126 SH SHARED 1031433 93693 D DEVON ENERGY CORP NEW COM 25179M10 279 4075 SH SHARED 01 3000 1075 D DEVON ENERGY CORP NEW COM 25179M10 391 5700 SH SHR/OTHR 01 5700 D DEVON ENERGY CORP NEW COM 25179M10 7959 115956 SH SHARED 02 115956 D DEVON ENERGY CORP NEW COM 25179M10 9266 135000 SH SHARED 04 135000 D DEVON ENERGY CORP NEW COM 25179M10 3569 52000 SH SHARED 05 52000 D DEVON ENERGY CORP NEW COM 25179M10 4602 67047 SH SHARED 06 67047 D DEVON ENERGY CORP NEW COM 25179M10 179624 2616908 SH SHARED 10 495003 1735380 386525 D DEVON ENERGY CORP NEW COM 25179M10 402 5860 SH SHARED 14 5860 D DEVON ENERGY CORP NEW COM 25179M10 1716 25000 SH SHARED 16 25000 D DEVON ENERGY CORP NEW COM 25179M10 318808 4644643 SH SHARED 17 4597643 47000 D DEVRY INC DEL COM 25189310 3331 174894 SH SHARED 152894 22000 D DEVRY INC DEL COM 25189310 449 23608 SH SHARED 02 23608 D DEVRY INC DEL COM 25189310 942 49500 SH SHARED 14 49500 D DEVRY INC DEL COM 25189310 5657 297000 SH SHARED 17 297000 D DEX MEDIA INC COM 25212E10 30 1100 SH SHARED 1100 D DEX MEDIA INC COM 25212E10 1798 64700 SH SHARED 02 64700 D DEX MEDIA INC COM 25212E10 555 20000 SH SHARED 04 20000 D DEX MEDIA INC COM 25212E10 18994 683500 SH SHARED 17 683500 D DEXCOM INC COM 25213110 9 800 SH SHARED 800 D DEXCOM INC COM 25213110 581 50000 SH SHARED 04 50000 D DIAGEO P L C SPON ADR NEW 25243Q20 1983 34200 SH SHARED 34200 D DIAGEO P L C SPON ADR NEW 25243Q20 3 60 SH SHARED 01 60 D DIAGEO P L C SPON ADR NEW 25243Q20 34 600 SH SHARED 10 600 D DIAGEO P L C SPON ADR NEW 25243Q20 7201 124146 SH SHARED 17 124146 D DIAGNOSTIC PRODS CORP COM 25245010 184 3500 SH SHARED 3500 D DIAGNOSTIC PRODS CORP COM 25245010 1572 29819 SH SHARED 02 29819 D DIAGNOSTIC PRODS CORP COM 25245010 84 1600 SH SHARED 10 1600 D DIAGNOSTIC PRODS CORP COM 25245010 754 14300 SH SHARED 17 13300 1000 D DIAMOND FOODS INC COM 25260310 193 11300 SH SHARED 05 11300 D DIAMOND FOODS INC COM 25260310 4611 269700 SH SHARED 10 269700 D DIAMOND FOODS INC COM 25260310 2002 117100 SH SHARED 17 117100 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 13196 10035000 PRN SHARED 10035000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 3876 2948000 PRN SHARED 02 2948000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 643 10500 SH SHARED 10500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 888 14500 SH SHARED 02 14500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 3981 65000 SH SHARED 04 65000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 569 9300 SH SHARED 06 9300 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 7827 127800 SH SHARED 10 127800 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 110 1800 SH SHARED 17 1800 D DIAMONDCLUSTER INTL INC COM 25278P10 71 9400 SH SHARED 9400 D DIAMONDCLUSTER INTL INC COM 25278P10 6 900 SH SHARED 02 900 D DIAMONDCLUSTER INTL INC COM 25278P10 626 82700 SH SHARED 10 82700 D DIAMONDCLUSTER INTL INC COM 25278P10 1020 134600 SH SHARED 17 10600 124000 D DIAMONDROCK HOSPITALITY CO COM 25278430 44 3800 SH SHARED 3800 D DIAMONDROCK HOSPITALITY CO COM 25278430 130 11100 SH SHARED 10 11100 D DIAMONDROCK HOSPITALITY CO COM 25278430 17912 1524500 SH SHARED 11 1524500 D DIAMONDROCK HOSPITALITY CO COM 25278430 77 6600 SH SHARED 17 6600 D DIAMONDS TR UNIT SER 1 25278710 72439 685005 SH SHARED 685005 D DIAMONDS TR UNIT SER 1 25278710 350 3312 SH SHARED 01 900 2412 D DIAMONDS TR UNIT SER 1 25278710 634 6000 SH SHARED 04 6000 D DIAMONDS TR UNIT SER 1 25278710 25 240 SH SHARED 19 240 D DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB 10200 15000000 PRN SHARED 15000000 D DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB 231 340000 PRN SHARED 02 340000 D DICKS SPORTING GOODS INC COM 25339310 948 31500 SH SHARED 31500 D DICKS SPORTING GOODS INC COM 25339310 102 3400 SH SHARED 02 3400 D DIEBOLD INC COM 25365110 920 26706 SH SHARED 8606 18100 D DIEBOLD INC COM 25365110 41 1198 SH SHR/OTHR 01 1198 D DIEBOLD INC COM 25365110 1385 40203 SH SHARED 02 40203 D DIEBOLD INC COM 25365110 19566 567800 SH SHARED 04 567800 D DIEBOLD INC COM 25365110 3590 104200 SH SHARED 10 103700 500 D DIEBOLD INC COM 25365110 754 21900 SH SHARED 17 21900 D DIGENE CORP COM 25375210 59 2100 SH SHARED 2100 D DIGENE CORP COM 25375210 119 4200 SH SHARED 02 4200 D DIGENE CORP COM 25375210 196 6900 SH SHARED 17 6900 D DIGI INTL INC COM 25379810 35 3300 SH SHARED 3300 D DIGI INTL INC COM 25379810 59 5500 SH SHARED 02 5500 D DIGI INTL INC COM 25379810 198 18500 SH SHARED 17 11400 7100 D DIGITAL INSIGHT CORP COM 25385P10 195 7500 SH SHARED 7500 D DIGITAL INSIGHT CORP COM 25385P10 2 100 SH SHARED 02 100 D DIGITAL INSIGHT CORP COM 25385P10 557 21400 SH SHARED 04 21400 D DIGITAL INSIGHT CORP COM 25385P10 667 25600 SH SHARED 10 500 25100 D DIGITAL INSIGHT CORP COM 25385P10 1611 61822 SH SHARED 17 18022 43800 D DIGITAL RLTY TR INC COM 25386810 5621 312300 SH SHARED 312300 D DIGITAL RLTY TR INC COM 25386810 34477 1915400 SH SHARED 11 1915400 D DIGITAL RLTY TR INC COM 25386810 86 4800 SH SHARED 17 4800 D DIGITAL RIV INC COM 25388B10 1157 33200 SH SHARED 17200 16000 D DIGITAL RIV INC COM 25388B10 1928 55350 SH SHARED 01 55100 250 D DIGITAL RIV INC COM 25388B10 21 625 SH SHR/OTHR 01 625 D DIGITAL RIV INC COM 25388B10 2950 84652 SH SHARED 02 84652 D DIGITAL RIV INC COM 25388B10 1550 44500 SH SHARED 04 44500 D DIGITAL RIV INC COM 25388B10 10001 287000 SH SHARED 10 255300 31700 D DIGITAL RIV INC COM 25388B10 18627 534500 SH SHARED 17 340900 193600 D DIGITAS INC COM 25388K10 168 14800 SH SHARED 14800 D DIGITAS INC COM 25388K10 2215 195000 SH SHARED 04 195000 D DIGITAS INC COM 25388K10 422 37200 SH SHARED 17 37200 D DIME CMNTY BANCSHARES COM 25392210 59 4050 SH SHARED 3900 150 D DIME CMNTY BANCSHARES COM 25392210 9 675 SH SHR/OTHR 01 675 D DIME CMNTY BANCSHARES COM 25392210 70 4786 SH SHARED 02 4786 D DIME CMNTY BANCSHARES COM 25392210 41 2847 SH SHARED 10 2847 D DIME CMNTY BANCSHARES COM 25392210 215 14669 SH SHARED 17 14669 D DILLARDS INC CL A 25406710 46323 2218537 SH SHARED 2205036 13501 D DILLARDS INC CL A 25406710 1158 55491 SH SHARED 02 55491 D DILLARDS INC CL A 25406710 864 41419 SH SHARED 17 41419 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 138 868419 SH SHARED 848919 19500 D DIODES INC COM 25454310 54 1500 SH SHARED 1500 D DIODES INC COM 25454310 87 2400 SH SHARED 02 2400 D DIODES INC COM 25454310 1831 50500 SH SHARED 10 50500 D DIODES INC COM 25454310 1678 46300 SH SHARED 17 4800 41500 D DIONEX CORP COM 25454610 217 4000 SH SHARED 3100 900 D DIONEX CORP COM 25454610 103 1900 SH SHARED 10 1900 D DIONEX CORP COM 25454610 491 9060 SH SHARED 17 7860 1200 D DIRECT GEN CORP COM 25456W20 988 50100 SH SHARED 50100 D DIRECT GEN CORP COM 25456W20 78 3995 SH SHARED 01 3995 D DIRECT GEN CORP COM 25456W20 100 5100 SH SHARED 02 5100 D DIRECT GEN CORP COM 25456W20 153 7800 SH SHARED 17 7800 D DIRECTV GROUP INC COM 25459L10 1508 100690 SH SHARED 82717 17973 D DIRECTV GROUP INC COM 25459L10 109 7279 SH SHARED 01 7279 D DIRECTV GROUP INC COM 25459L10 44 2944 SH SHR/OTHR 01 2944 D DIRECTV GROUP INC COM 25459L10 1216 81184 SH SHARED 02 81184 D DIRECTV GROUP INC COM 25459L10 7 475 SH SHARED 05 475 D DIRECTV GROUP INC COM 25459L10 575 38424 SH SHARED 06 38424 D DIRECTV GROUP INC COM 25459L10 154 10300 SH SHARED 10 10300 D DIRECTV GROUP INC COM 25459L10 1455 97191 SH SHARED 14 97191 D DIRECTV GROUP INC COM 25459L10 749 50000 SH SHARED 15 50000 D DIRECTV GROUP INC COM 25459L10 64 4300 SH SHARED 17 600 3700 D DISCOVERY LABORATORIES INC N COM 25466810 76 11900 SH SHARED 7900 4000 D DISCOVERY LABORATORIES INC N COM 25466810 65 10100 SH SHARED 02 10100 D DISCOVERY LABORATORIES INC N COM 25466810 1865 289200 SH SHARED 10 289200 D DISCOVERY LABORATORIES INC N COM 25466810 154 23900 SH SHARED 17 23900 D DISCOVERY HOLDING CO CL A COM 25468Y10 621 43041 SH SHARED 32010 11031 D DISCOVERY HOLDING CO CL A COM 25468Y10 10 720 SH SHARED 01 720 D DISCOVERY HOLDING CO CL A COM 25468Y10 169 11775 SH SHR/OTHR 01 11775 D DISCOVERY HOLDING CO CL A COM 25468Y10 454 31462 SH SHARED 02 31462 D DISCOVERY HOLDING CO CL A COM 25468Y10 2 196 SH SHARED 05 196 D DISCOVERY HOLDING CO CL A COM 25468Y10 62 4299 SH SHARED 06 4299 D DISCOVERY HOLDING CO CL A COM 25468Y10 170 11785 SH SHARED 10 720 11065 D DISCOVERY HOLDING CO CL A COM 25468Y10 184 12793 SH SHR/OTHR 10 12793 D DISCOVERY HOLDING CO CL A COM 25468Y10 1474 102200 SH SHARED 14 102200 D DISCOVERY HOLDING CO CL A COM 25468Y10 1037 71895 SH SHARED 17 71895 D DISCOVERY HOLDING CO COM SER B 25468Y20 29 1980 SH SHARED 1980 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 4064 4000000 PRN SHARED 4000000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 304 300000 PRN SHARED 04 300000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 1828 1800000 PRN SHARED 06 1800000 D DISNEY WALT CO COM DISNEY 25468710 68 2830 SH SHARED 2830 D DISNEY WALT CO COM DISNEY 25468710 121627 5040507 SH SHARED 4521743 518764 D DISNEY WALT CO COM DISNEY 25468710 5503 228085 SH SHARED 01 99158 128927 D DISNEY WALT CO COM DISNEY 25468710 6313 261659 SH SHR/OTHR 01 261659 D DISNEY WALT CO COM DISNEY 25468710 17387 720589 SH SHARED 02 720589 D DISNEY WALT CO COM DISNEY 25468710 86701 3593100 SH SHARED 04 3593100 D DISNEY WALT CO COM DISNEY 25468710 28 1200 SH SHARED 05 1200 D DISNEY WALT CO COM DISNEY 25468710 1718 71201 SH SHARED 06 71201 D DISNEY WALT CO COM DISNEY 25468710 18301 758448 SH SHARED 10 225898 532550 D DISNEY WALT CO COM DISNEY 25468710 593 24600 SH SHR/OTHR 10 24600 D DISNEY WALT CO COM DISNEY 25468710 1809 74974 SH SHARED 14 74974 D DISNEY WALT CO COM DISNEY 25468710 25568 1059618 SH SHARED 17 948018 111600 D DISNEY WALT CO COM DISNEY 25468710 7403 306801 SH SHARED 18 306801 D DISNEY WALT CO COM DISNEY 25468710 36 1500 SH SHARED 19 1500 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 426 19392 SH SHARED 19392 D DITECH COMMUNICATIONS CORP COM 25500M10 32 4800 SH SHARED 4800 D DITECH COMMUNICATIONS CORP COM 25500M10 81 12100 SH SHARED 02 12100 D DITECH COMMUNICATIONS CORP COM 25500M10 55 8300 SH SHARED 10 8300 D DITECH COMMUNICATIONS CORP COM 25500M10 79 11800 SH SHARED 17 11800 D DIVERSA CORP COM 25506410 20 3500 SH SHARED 3500 D DIVERSA CORP COM 25506410 49 8600 SH SHARED 17 8600 D DIXIE GROUP INC CL A 25551910 23 1500 SH SHARED 1500 D DIXIE GROUP INC CL A 25551910 95 6020 SH SHARED 17 6020 D DOBSON COMMUNICATIONS CORP CL A 25606910 456 59400 SH SHARED 16700 42700 D DOBSON COMMUNICATIONS CORP CL A 25606910 817 106400 SH SHARED 10 106400 D DOBSON COMMUNICATIONS CORP CL A 25606910 1863 242700 SH SHARED 17 48500 194200 D DR REDDYS LABS LTD ADR 25613520 5937 305130 SH SHARED 305130 D DR REDDYS LABS LTD ADR 25613520 2344 120500 SH SHARED 05 120500 D DR REDDYS LABS LTD ADR 25613520 2985 153400 SH SHARED 10 153400 D DR REDDYS LABS LTD ADR 25613520 365 18800 SH SHARED 17 18800 D DR REDDYS LABS LTD ADR 25613520 38 2000 SH SHARED 19 2000 D DOLBY LABORATORIES INC COM 25659T10 3 200 SH SHARED 200 D DOLBY LABORATORIES INC COM 25659T10 43 2700 SH SHARED 02 2700 D DOLBY LABORATORIES INC COM 25659T10 108 6800 SH SHARED 17 6800 D DOLLAR GEN CORP COM 25666910 11917 649815 SH SHARED 588626 61189 D DOLLAR GEN CORP COM 25666910 1336 72869 SH SHARED 02 72869 D DOLLAR GEN CORP COM 25666910 22772 1241700 SH SHARED 04 1241700 D DOLLAR GEN CORP COM 25666910 2053 111990 SH SHARED 05 111990 D DOLLAR GEN CORP COM 25666910 13797 752321 SH SHARED 06 752321 D DOLLAR GEN CORP COM 25666910 1025 55900 SH SHARED 10 54700 1200 D DOLLAR GEN CORP COM 25666910 238 13000 SH SHARED 14 13000 D DOLLAR GEN CORP COM 25666910 2762 150620 SH SHARED 17 150620 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1367 40600 SH SHARED 34300 6300 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1447 43000 SH SHARED 10 500 42500 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1760 52300 SH SHARED 17 10200 42100 D DOLLAR TREE STORES INC COM 25674710 5973 275906 SH SHARED 245156 30750 D DOLLAR TREE STORES INC COM 25674710 1541 71200 SH SHARED 02 71200 D DOLLAR TREE STORES INC COM 25674710 243 11230 SH SHARED 05 11230 D DOLLAR TREE STORES INC COM 25674710 758 35019 SH SHARED 17 35019 D DOMINION HOMES INC COM 25738610 0 25 SH SHARED 25 D DOMINION RES INC VA NEW COM 25746U10 48661 564913 SH SHARED 471636 93277 D DOMINION RES INC VA NEW COM 25746U10 4990 57929 SH SHARED 01 44680 13249 D DOMINION RES INC VA NEW COM 25746U10 3539 41090 SH SHR/OTHR 01 41090 D DOMINION RES INC VA NEW COM 25746U10 13141 152555 SH SHARED 02 152555 D DOMINION RES INC VA NEW COM 25746U10 861 10000 SH SHARED 04 10000 D DOMINION RES INC VA NEW COM 25746U10 19 221 SH SHARED 05 221 D DOMINION RES INC VA NEW COM 25746U10 4058 47120 SH SHARED 06 47120 D DOMINION RES INC VA NEW COM 25746U10 3992 46352 SH SHARED 10 35252 11100 D DOMINION RES INC VA NEW COM 25746U10 25 300 SH SHARED 14 300 D DOMINION RES INC VA NEW COM 25746U10 2584 30000 SH SHARED 16 30000 D DOMINION RES INC VA NEW COM 25746U10 12407 144035 SH SHARED 17 143135 900 D DOMINOS PIZZA INC COM 25754A20 641 27500 SH SHARED 27500 D DOMINOS PIZZA INC COM 25754A20 88 3800 SH SHARED 02 3800 D DOMINOS PIZZA INC COM 25754A20 3941 169000 SH SHARED 05 169000 D DOMINOS PIZZA INC COM 25754A20 643 27600 SH SHARED 17 27600 D DOMTAR INC COM 25756110 18626 2901400 SH SHARED 2901400 D DOMTAR INC COM 25756110 542 84454 SH SHARED 02 84454 D DOMTAR INC COM 25756110 14 2300 SH SHARED 14 2300 D DOMTAR INC COM 25756110 139 21700 SH SHARED 17 21700 D DONALDSON INC COM 25765110 33400 1094035 SH SHARED 1066235 27800 D DONALDSON INC COM 25765110 1117 36619 SH SHARED 02 36619 D DONALDSON INC COM 25765110 36 1200 SH SHARED 17 1200 D DONEGAL GROUP INC CL A 25770120 30 1400 SH SHARED 1400 D DONEGAL GROUP INC CL A 25770120 37 1733 SH SHARED 17 1733 D DONNELLEY R R & SONS CO COM 25786710 10648 287264 SH SHARED 247190 40074 D DONNELLEY R R & SONS CO COM 25786710 124 3366 SH SHR/OTHR 01 3366 D DONNELLEY R R & SONS CO COM 25786710 2183 58915 SH SHARED 02 58915 D DONNELLEY R R & SONS CO COM 25786710 7 200 SH SHARED 05 200 D DONNELLEY R R & SONS CO COM 25786710 192 5200 SH SHARED 06 5200 D DONNELLEY R R & SONS CO COM 25786710 174 4700 SH SHARED 10 4700 D DONNELLEY R R & SONS CO COM 25786710 4511 121707 SH SHARED 17 121707 D DORAL FINL CORP COM 25811P10 351 26875 SH SHARED 23100 3775 D DORAL FINL CORP COM 25811P10 81 6200 SH SHARED 02 6200 D DORAL FINL CORP COM 25811P10 772 59100 SH SHARED 17 59100 D DOT HILL SYS CORP COM 25848T10 1352 200900 SH SHARED 200900 D DOT HILL SYS CORP COM 25848T10 140 20900 SH SHARED 17 20900 D DOV PHARMACEUTICAL INC COM 25985810 106 6300 SH SHARED 6300 D DOV PHARMACEUTICAL INC COM 25985810 15456 910292 SH SHARED 04 910292 D DOV PHARMACEUTICAL INC COM 25985810 3530 207900 SH SHARED 10 207900 D DOV PHARMACEUTICAL INC COM 25985810 188 11100 SH SHARED 14 11100 D DOV PHARMACEUTICAL INC COM 25985810 173 10200 SH SHARED 17 10200 D DOVER CORP COM 26000310 27445 672854 SH SHARED 616159 56695 D DOVER CORP COM 26000310 4246 104110 SH SHARED 01 92885 11225 D DOVER CORP COM 26000310 150 3700 SH SHR/OTHR 01 3700 D DOVER CORP COM 26000310 1850 45355 SH SHARED 02 45355 D DOVER CORP COM 26000310 6 170 SH SHARED 05 170 D DOVER CORP COM 26000310 142 3500 SH SHARED 06 3500 D DOVER CORP COM 26000310 66916 1640500 SH SHARED 10 1343130 297370 D DOVER CORP COM 26000310 101 2500 SH SHR/OTHR 10 2500 D DOVER CORP COM 26000310 3075 75400 SH SHARED 14 75400 D DOVER CORP COM 26000310 2683 65800 SH SHARED 15 65800 D DOVER CORP COM 26000310 3995 97961 SH SHARED 17 97961 D DOVER DOWNS GAMING & ENTMT I COM 26009510 19 1400 SH SHARED 1400 D DOVER DOWNS GAMING & ENTMT I COM 26009510 44 3240 SH SHARED 17 3240 D DOVER MOTORSPORTS INC COM 26017410 18 2700 SH SHARED 2700 D DOVER MOTORSPORTS INC COM 26017410 21 3200 SH SHARED 17 3200 D DOW CHEM CO COM 26054310 75 1800 SH SHARED 1800 D DOW CHEM CO COM 26054310 152451 3658550 SH SHARED 3422560 235990 D DOW CHEM CO COM 26054310 18197 436700 SH SHARED 01 395987 40713 D DOW CHEM CO COM 26054310 4573 109756 SH SHR/OTHR 01 109756 D DOW CHEM CO COM 26054310 10751 258019 SH SHARED 02 258019 D DOW CHEM CO COM 26054310 10371 248900 SH SHARED 04 248900 D DOW CHEM CO COM 26054310 7440 178553 SH SHARED 05 155033 23520 D DOW CHEM CO COM 26054310 1282 30767 SH SHARED 06 30767 D DOW CHEM CO COM 26054310 80839 1939995 SH SHARED 10 245718 1671700 22577 D DOW CHEM CO COM 26054310 12 300 SH SHR/OTHR 10 300 D DOW CHEM CO COM 26054310 965 23177 SH SHARED 14 23177 D DOW CHEM CO COM 26054310 870 20890 SH SHARED 15 20890 D DOW CHEM CO COM 26054310 19708 472957 SH SHARED 17 437852 35105 D DOW CHEM CO COM 26054310 291 7000 SH SHARED 19 7000 D DOW JONES & CO INC COM 26056110 5436 142359 SH SHARED 121059 21300 D DOW JONES & CO INC COM 26056110 30 800 SH SHR/OTHR 01 800 D DOW JONES & CO INC COM 26056110 621 16265 SH SHARED 02 16265 D DOW JONES & CO INC COM 26056110 1270 33260 SH SHARED 05 33260 D DOW JONES & CO INC COM 26056110 15 400 SH SHARED 06 400 D DOW JONES & CO INC COM 26056110 57 1500 SH SHARED 10 1500 D DOW JONES & CO INC COM 26056110 1072 28083 SH SHARED 17 28083 D DOWNEY FINL CORP COM 26101810 24 400 SH SHARED 200 200 D DOWNEY FINL CORP COM 26101810 192 3158 SH SHARED 02 3158 D DOWNEY FINL CORP COM 26101810 60 1000 SH SHARED 17 1000 D DRAXIS HEALTH INC COM 26150J10 29 6300 SH SHARED 6300 D DRDGOLD LTD SPONSORED ADR 26152H10 1380 1000000 SH SHARED 04 1000000 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 210 7600 SH SHARED 7600 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 143 5200 SH SHARED 02 5200 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 359 13000 SH SHARED 17 13000 D DRESS BARN INC COM 26157010 70 3100 SH SHARED 3100 D DRESS BARN INC COM 26157010 79 3474 SH SHARED 02 3474 D DRESS BARN INC COM 26157010 234 10300 SH SHARED 17 10300 D DRESSER-RAND GROUP INC COM 26160810 294 11975 SH SHARED 01 11700 275 D DRESSER-RAND GROUP INC COM 26160810 18 750 SH SHR/OTHR 01 750 D DRESSER-RAND GROUP INC COM 26160810 246 10006 SH SHARED 02 10006 D DRESSER-RAND GROUP INC COM 26160810 1108 45000 SH SHARED 04 45000 D DRESSER-RAND GROUP INC COM 26160810 11285 458200 SH SHARED 10 458200 D DRESSER-RAND GROUP INC COM 26160810 5820 236300 SH SHARED 17 236300 D DREW INDS INC COM NEW 26168L20 82 3200 SH SHARED 3200 D DREW INDS INC COM NEW 26168L20 201 7800 SH SHARED 17 7800 D DREYERS GRAND ICE CREAM HL I COM A CALL PUT 26187710 3677 44803 SH SHARED 44803 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 0 63 SH SHARED 63 D DRIL-QUIP INC COM 26203710 57 1200 SH SHARED 1200 D DRIL-QUIP INC COM 26203710 142 2974 SH SHARED 02 2974 D DRIL-QUIP INC COM 26203710 110 2300 SH SHARED 10 2300 D DRIL-QUIP INC COM 26203710 187 3900 SH SHARED 17 2400 1500 D DRUGSTORE COM INC COM 26224110 37 10200 SH SHARED 10200 D DRUGSTORE COM INC COM 26224110 109 29700 SH SHARED 17 29700 D DU PONT E I DE NEMOURS & CO COM 26353410 4633 118300 SH SHARED 118300 D DU PONT E I DE NEMOURS & CO COM 26353410 83147 2122733 SH SHARED 1850246 272487 D DU PONT E I DE NEMOURS & CO COM 26353410 9595 244964 SH SHARED 01 181824 63140 D DU PONT E I DE NEMOURS & CO COM 26353410 9298 237396 SH SHR/OTHR 01 237396 D DU PONT E I DE NEMOURS & CO COM 26353410 19753 504300 SH SHARED 02 504300 D DU PONT E I DE NEMOURS & CO COM 26353410 2013 51400 SH SHARED 04 51400 D DU PONT E I DE NEMOURS & CO COM 26353410 21 560 SH SHARED 05 560 D DU PONT E I DE NEMOURS & CO COM 26353410 3006 76765 SH SHARED 06 76765 D DU PONT E I DE NEMOURS & CO COM 26353410 17983 459113 SH SHARED 10 391916 67197 D DU PONT E I DE NEMOURS & CO COM 26353410 270 6914 SH SHR/OTHR 10 6914 D DU PONT E I DE NEMOURS & CO COM 26353410 2912 74351 SH SHARED 14 74351 D DU PONT E I DE NEMOURS & CO COM 26353410 1684 43000 SH SHARED 15 43000 D DU PONT E I DE NEMOURS & CO COM 26353410 17393 444039 SH SHARED 17 440839 3200 D DU PONT E I DE NEMOURS & CO COM 26353410 23 600 SH SHARED 19 600 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 30775 25000000 PRN SHARED 25000000 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 26436 21476000 PRN SHARED 02 21476000 D DUKE ENERGY CORP COM 26439910 45443 1557875 SH SHARED 1323115 234760 D DUKE ENERGY CORP COM 26439910 488 16730 SH SHARED 01 3880 12850 D DUKE ENERGY CORP COM 26439910 626 21485 SH SHR/OTHR 01 21485 D DUKE ENERGY CORP COM 26439910 7603 260652 SH SHARED 02 260652 D DUKE ENERGY CORP COM 26439910 16 560 SH SHARED 05 560 D DUKE ENERGY CORP COM 26439910 589 20222 SH SHARED 06 20222 D DUKE ENERGY CORP COM 26439910 19433 666200 SH SHARED 10 164600 501600 D DUKE ENERGY CORP COM 26439910 35 1200 SH SHR/OTHR 10 1200 D DUKE ENERGY CORP COM 26439910 431 14800 SH SHARED 14 14800 D DUKE ENERGY CORP COM 26439910 14526 497999 SH SHARED 17 400699 97300 D DUKE REALTY CORP COM NEW 26441150 113 3359 SH SHARED 1205 2154 D DUKE REALTY CORP COM NEW 26441150 50 1500 SH SHARED 01 1500 D DUKE REALTY CORP COM NEW 26441150 477 14100 SH SHARED 02 14100 D DUKE REALTY CORP COM NEW 26441150 3 100 SH SHARED 10 100 D DUKE REALTY CORP COM NEW 26441150 142157 4195900 SH SHARED 11 4195900 D DUKE REALTY CORP COM NEW 26441150 21 644 SH SHARED 14 644 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2794 42423 SH SHARED 8182 34241 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2502 37990 SH SHARED 01 31400 6590 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3138 47642 SH SHR/OTHR 01 47642 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2051 31140 SH SHARED 02 31140 D DUN & BRADSTREET CORP DEL NE COM 26483E10 95 1447 SH SHARED 06 1447 D DUN & BRADSTREET CORP DEL NE COM 26483E10 32 500 SH SHARED 10 500 D DUN & BRADSTREET CORP DEL NE COM 26483E10 309 4700 SH SHR/OTHR 10 4700 D DUN & BRADSTREET CORP DEL NE COM 26483E10 261 3977 SH SHARED 14 3977 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3286 49900 SH SHARED 17 49900 D DURA AUTOMOTIVE SYSTEMS CORP CL A 26590310 186 46463 SH SHARED 46463 D DUQUESNE LT HLDGS INC COM 26623310 2065 119996 SH SHARED 94496 25500 D DUQUESNE LT HLDGS INC COM 26623310 12 750 SH SHR/OTHR 01 750 D DUQUESNE LT HLDGS INC COM 26623310 456 26500 SH SHARED 02 26500 D DUQUESNE LT HLDGS INC COM 26623310 111 6500 SH SHARED 10 6500 D DUQUESNE LT HLDGS INC COM 26623310 610 35500 SH SHARED 17 32600 2900 D DURATEK INC COM 26658Q10 38 2100 SH SHARED 2100 D DURATEK INC COM 26658Q10 21 1150 SH SHR/OTHR 01 1150 D DURATEK INC COM 26658Q10 76 4200 SH SHARED 02 4200 D DURATEK INC COM 26658Q10 12028 658000 SH SHARED 17 658000 D DURBAN ROODEPOORT DEEP LTD NOTE 6.000%11/1 266597AB 3681 4306000 PRN SHARED 4306000 D DURECT CORP COM 26660510 520 76000 SH SHARED 76000 D DURECT CORP COM 26660510 408 59700 SH SHARED 10 59700 D DURECT CORP COM 26660510 312 45600 SH SHARED 17 18200 27400 D DUSA PHARMACEUTICALS INC COM 26689810 26 2536 SH SHARED 2536 D DUSA PHARMACEUTICALS INC COM 26689810 82 7800 SH SHARED 17 7800 D DYAX CORP COM 26746E10 0 50 SH SHARED 50 D DYCOM INDS INC COM 26747510 649 32134 SH SHARED 12834 19300 D DYCOM INDS INC COM 26747510 873 43200 SH SHARED 02 43200 D DYCOM INDS INC COM 26747510 117 5815 SH SHARED 10 2215 3600 D DYCOM INDS INC COM 26747510 452 22366 SH SHARED 17 20066 2300 D DYNACQ HEALTHCARE INC COM 26779V10 0 4 SH SHARED 02 4 D DYNAMEX INC COM 26784F10 26 1700 SH SHARED 1700 D DYNAMEX INC COM 26784F10 25 1600 SH SHARED 10 1600 D DYNAMEX INC COM 26784F10 41 2680 SH SHARED 17 2680 D DYNAMIC MATLS CORP COM 26788810 35 800 SH SHARED 500 300 D DYNAMIC MATLS CORP COM 26788810 65 1500 SH SHARED 17 1500 D DYNEGY INC NEW CL A 26816Q10 2142 454812 SH SHARED 312712 142100 D DYNEGY INC NEW CL A 26816Q10 479 101776 SH SHARED 02 101776 D DYNEGY INC NEW CL A 26816Q10 14791 3140533 SH SHARED 17 3140533 D DYNEX CAP INC COM NEW 26817Q50 0 100 SH SHARED 100 D ECI TELECOM LTD ORD 26825810 417 50000 SH SHARED 02 50000 D ECC CAPITAL CORP COM 26826M10 11439 3509119 SH SHARED 3509119 D ECC CAPITAL CORP COM 26826M10 6248 1916565 SH SHARED 05 1916565 D ECC CAPITAL CORP COM 26826M10 4152 1273620 SH SHARED 17 1273620 D EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 26835310 2859 102477 SH SHARED 102477 D EFJ INC COM 26843B10 219 21300 SH SHARED 05 21300 D EFJ INC COM 26843B10 2168 210700 SH SHARED 17 210700 D EGL INC COM 26848410 4571 168370 SH SHARED 167070 1300 D EGL INC COM 26848410 190 7030 SH SHARED 01 7030 D EGL INC COM 26848410 563 20745 SH SHARED 02 20745 D EGL INC COM 26848410 100 3700 SH SHARED 10 3700 D EGL INC COM 26848410 595 21929 SH SHARED 17 19429 2500 D E-LOAN INC COM 26861P10 62 14800 SH SHARED 8000 6800 D E-LOAN INC COM 26861P10 115 27500 SH SHARED 17 27500 D E M C CORP MASS COM 26864810 138926 10736199 SH SHARED 10123492 612707 D E M C CORP MASS COM 26864810 11761 908887 SH SHARED 01 691747 217140 D E M C CORP MASS COM 26864810 2427 187568 SH SHR/OTHR 01 187568 D E M C CORP MASS COM 26864810 7666 592444 SH SHARED 02 592444 D E M C CORP MASS COM 26864810 206500 15958300 SH SHARED 04 15958300 D E M C CORP MASS COM 26864810 38300 2959865 SH SHARED 05 2151220 808645 D E M C CORP MASS COM 26864810 37424 2892141 SH SHARED 06 2892141 D E M C CORP MASS COM 26864810 244361 18884193 SH SHARED 10 7379728 9678420 1826045 D E M C CORP MASS COM 26864810 5 400 SH SHR/OTHR 10 400 D E M C CORP MASS COM 26864810 2456 189861 SH SHARED 14 189861 D E M C CORP MASS COM 26864810 1362 105300 SH SHARED 15 105300 D E M C CORP MASS COM 26864810 2148 166000 SH SHARED 16 166000 D E M C CORP MASS COM 26864810 17546 1355999 SH SHARED 17 1347699 8300 D E M C CORP MASS COM 26864810 10697 826673 SH SHARED 19 826673 D EMC INS GROUP INC COM 26866410 18 1000 SH SHARED 1000 D EMC INS GROUP INC COM 26866410 16 900 SH SHARED 17 900 D EMS TECHNOLOGIES INC COM 26873N10 5 350 SH SHARED 10 350 D ENSCO INTL INC COM 26874Q10 13250 284405 SH SHARED 227380 57025 D ENSCO INTL INC COM 26874Q10 5715 122684 SH SHARED 01 120900 1784 D ENSCO INTL INC COM 26874Q10 37 800 SH SHR/OTHR 01 800 D ENSCO INTL INC COM 26874Q10 4346 93300 SH SHARED 02 93300 D ENSCO INTL INC COM 26874Q10 25624 550000 SH SHARED 04 550000 D ENSCO INTL INC COM 26874Q10 9 200 SH SHARED 05 200 D ENSCO INTL INC COM 26874Q10 4144 88950 SH SHARED 06 88950 D ENSCO INTL INC COM 26874Q10 9658 207300 SH SHARED 10 205900 1400 D ENSCO INTL INC COM 26874Q10 2795 60000 SH SHARED 16 60000 D ENSCO INTL INC COM 26874Q10 992 21300 SH SHARED 17 21300 D ENI S P A SPONSORED ADR 26874R10 14 100 SH SHARED 01 100 D ENI S P A SPONSORED ADR 26874R10 809 5468 SH SHARED 10 5468 D EOG RES INC COM 26875P10 29421 392805 SH SHARED 344309 48496 D EOG RES INC COM 26875P10 3631 48487 SH SHARED 02 48487 D EOG RES INC COM 26875P10 11047 147500 SH SHARED 04 147500 D EOG RES INC COM 26875P10 14 200 SH SHARED 05 200 D EOG RES INC COM 26875P10 399 5330 SH SHARED 06 5330 D EOG RES INC COM 26875P10 154347 2060712 SH SHARED 10 499542 1283300 277870 D EOG RES INC COM 26875P10 19288 257522 SH SHARED 17 256422 1100 D E ON AG SPONSORED ADR 26878010 4920 160000 SH SHARED 160000 D E ON AG SPONSORED ADR 26878010 839 27287 SH SHARED 10 27287 D E ON AG SPONSORED ADR 26878010 14760 480000 SH SHARED 18 480000 D EPIX PHARMACEUTICALS INC COM 26881Q10 26 3500 SH SHARED 3500 D EPIX PHARMACEUTICALS INC COM 26881Q10 89 11600 SH SHARED 17 11600 D E PIPHANY INC COM 26881V10 0 250 SH SHARED 250 D EPIQ SYS INC COM 26882D10 41 1900 SH SHARED 1900 D EPIQ SYS INC COM 26882D10 54 2489 SH SHARED 02 2489 D EPIQ SYS INC COM 26882D10 152 7000 SH SHARED 17 7000 D ESS TECHNOLOGY INC COM 26915110 396 111566 SH SHARED 111566 D E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB 2780 2750000 PRN SHARED 2750000 D E TRADE FINANCIAL CORP COM 26924610 19828 1126647 SH SHARED 1059047 67600 D E TRADE FINANCIAL CORP COM 26924610 630 35840 SH SHARED 01 22280 13560 D E TRADE FINANCIAL CORP COM 26924610 29 1649 SH SHR/OTHR 01 1649 D E TRADE FINANCIAL CORP COM 26924610 1452 82535 SH SHARED 02 82535 D E TRADE FINANCIAL CORP COM 26924610 5316 302100 SH SHARED 04 302100 D E TRADE FINANCIAL CORP COM 26924610 1659 94300 SH SHARED 10 94300 D E TRADE FINANCIAL CORP COM 26924610 35479 2015900 SH SHARED 17 2015900 D EAGLE BROADBAND INC COM 26943710 0 640 SH SHARED 640 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 14357 1438600 SH SHARED 11 1438600 D EAGLE MATERIALS INC COM 26969P10 3077 25353 SH SHARED 25248 105 D EAGLE MATERIALS INC COM 26969P10 590 4862 SH SHARED 02 4862 D EAGLE MATERIALS INC COM 26969P10 4684 38600 SH SHARED 10 38600 D EAGLE MATERIALS INC COM 26969P10 4272 35200 SH SHARED 17 7900 27300 D EAGLE MATERIALS INC CL B 26969P20 31691 273914 SH SHARED 273557 357 D EAGLE MATERIALS INC CL B 26969P20 5 44 SH SHARED 02 44 D EARTHLINK INC COM 27032110 2009 187782 SH SHARED 187782 D EARTHLINK INC COM 27032110 588 55000 SH SHARED 04 55000 D EARTHLINK INC COM 27032110 1629 152300 SH SHARED 10 2000 150300 D EARTHLINK INC COM 27032110 1985 185600 SH SHARED 17 54600 131000 D EAST WEST BANCORP INC COM 27579R10 44 1300 SH SHARED 900 400 D EAST WEST BANCORP INC COM 27579R10 61 1800 SH SHARED 01 1800 D EAST WEST BANCORP INC COM 27579R10 549 16139 SH SHARED 02 16139 D EAST WEST BANCORP INC COM 27579R10 61 1800 SH SHARED 17 1800 D EASTGROUP PPTY INC COM 27727610 144 3300 SH SHARED 3300 D EASTGROUP PPTY INC COM 27727610 21 500 SH SHARED 02 500 D EASTGROUP PPTY INC COM 27727610 402 9200 SH SHARED 10 9200 D EASTGROUP PPTY INC COM 27727610 4081 93300 SH SHARED 11 93300 D EASTGROUP PPTY INC COM 27727610 406 9300 SH SHARED 17 7800 1500 D EASTMAN CHEM CO COM 27743210 17742 377749 SH SHARED 367948 9801 D EASTMAN CHEM CO COM 27743210 16 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 1264 26916 SH SHARED 02 26916 D EASTMAN CHEM CO COM 27743210 79 1700 SH SHARED 10 1700 D EASTMAN CHEM CO COM 27743210 16 342 SH SHARED 14 342 D EASTMAN CHEM CO COM 27743210 2095 44621 SH SHARED 17 43221 1400 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 43486 44510000 PRN SHARED 44510000 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 3238 3315000 PRN SHARED 02 3315000 D EASTMAN KODAK CO COM 27746110 48058 1975291 SH SHARED 1923301 51990 D EASTMAN KODAK CO COM 27746110 68 2827 SH SHARED 01 2827 D EASTMAN KODAK CO COM 27746110 226 9300 SH SHR/OTHR 01 9300 D EASTMAN KODAK CO COM 27746110 3840 157858 SH SHARED 02 157858 D EASTMAN KODAK CO COM 27746110 7 300 SH SHARED 05 300 D EASTMAN KODAK CO COM 27746110 142 5837 SH SHARED 06 5837 D EASTMAN KODAK CO COM 27746110 282 11625 SH SHARED 10 2625 9000 D EASTMAN KODAK CO COM 27746110 3115 128051 SH SHARED 17 125651 2400 D EASTMAN KODAK CO COM 27746110 9 400 SH SHARED 19 400 D EATON CORP COM 27805810 43434 683473 SH SHARED 646897 36576 D EATON CORP COM 27805810 641 10100 SH SHARED 01 6800 3300 D EATON CORP COM 27805810 2126 33469 SH SHARED 02 33469 D EATON CORP COM 27805810 178 2804 SH SHARED 06 2804 D EATON CORP COM 27805810 13415 211105 SH SHARED 10 209525 1580 D EATON CORP COM 27805810 88 1390 SH SHARED 15 1390 D EATON CORP COM 27805810 6932 109092 SH SHARED 17 109092 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 29 2000 SH SHR/OTHR 01 2000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 291 20000 SH SHARED 10 20000 D EATON VANCE SR INCOME TR SH BEN INT 27826S10 1794 225773 SH SHARED 225773 D EATON VANCE CORP COM NON VTG 27826510 1586 63925 SH SHARED 16225 47700 D EATON VANCE CORP COM NON VTG 27826510 1491 60100 SH SHARED 02 60100 D EATON VANCE CORP COM NON VTG 27826510 409 16500 SH SHARED 17 16500 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE FLTING RATE INC COM 27827910 1458 82606 SH SHARED 82606 D EATON VANCE INS CA MUN BD FD COM 27828A10 0 63 SH SHARED 63 D EATON VANCE SR FLTNG RTE TR COM 27828Q10 1166 66333 SH SHARED 66333 D EBAY INC COM 27864210 174000 4223302 SH SHARED 3976760 246542 D EBAY INC COM 27864210 573 13930 SH SHARED 01 4280 9650 D EBAY INC COM 27864210 311 7566 SH SHR/OTHR 01 7566 D EBAY INC COM 27864210 12303 298627 SH SHARED 02 298627 D EBAY INC COM 27864210 98867 2399700 SH SHARED 04 2396900 2800 D EBAY INC COM 27864210 1182 28690 SH SHARED 05 28690 D EBAY INC COM 27864210 1714 41613 SH SHARED 06 41613 D EBAY INC COM 27864210 106699 2589798 SH SHARED 10 1458178 816000 315620 D EBAY INC COM 27864210 2600 63128 SH SHARED 14 63128 D EBAY INC COM 27864210 2472 60000 SH SHARED 15 60000 D EBAY INC COM 27864210 23137 561600 SH SHARED 17 557700 3900 D EBAY INC COM 27864210 82 2000 SH SHARED 19 2000 D ECHELON CORP COM 27874N10 40 4400 SH SHARED 4400 D ECHELON CORP COM 27874N10 1 200 SH SHR/OTHR 01 200 D ECHELON CORP COM 27874N10 101 11000 SH SHARED 17 11000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 6930 7000000 PRN SHARED 7000000 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 5021 5072000 PRN SHARED 02 5072000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 21191 716661 SH SHARED 710505 6156 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1707 57740 SH SHARED 02 57740 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 3311 112000 SH SHARED 04 112000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 170 5760 SH SHARED 06 5760 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 206 7000 SH SHARED 10 7000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 90 3060 SH SHARED 14 3060 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 257 8700 SH SHARED 17 8700 D ECLIPSYS CORP COM 27885610 444 24889 SH SHARED 24889 D ECLIPSYS CORP COM 27885610 92 5200 SH SHARED 02 5200 D ECLIPSYS CORP COM 27885610 32 1800 SH SHARED 10 1800 D ECLIPSYS CORP COM 27885610 292 16406 SH SHARED 17 16406 D ECOLAB INC COM 27886510 28232 884209 SH SHARED 827422 56787 D ECOLAB INC COM 27886510 1546 48430 SH SHARED 01 40900 7530 D ECOLAB INC COM 27886510 917 28730 SH SHR/OTHR 01 28730 D ECOLAB INC COM 27886510 2226 69738 SH SHARED 02 69738 D ECOLAB INC COM 27886510 98 3100 SH SHARED 06 3100 D ECOLAB INC COM 27886510 42324 1325554 SH SHARED 10 315184 827400 182970 D ECOLAB INC COM 27886510 61 1921 SH SHARED 14 1921 D ECOLAB INC COM 27886510 2482 77750 SH SHARED 17 77750 D ECOLLEGE COM COM 27887E10 101 6800 SH SHARED 6800 D ECOLLEGE COM COM 27887E10 127 8600 SH SHARED 17 8600 D EDGE PETE CORP DEL COM 27986210 71 2700 SH SHARED 2700 D EDGE PETE CORP DEL COM 27986210 232 8800 SH SHARED 17 8800 D EDISON INTL COM 28102010 42079 890013 SH SHARED 819333 70680 D EDISON INTL COM 28102010 326 6900 SH SHR/OTHR 01 6900 D EDISON INTL COM 28102010 3687 77996 SH SHARED 02 77996 D EDISON INTL COM 28102010 10 220 SH SHARED 05 220 D EDISON INTL COM 28102010 895 18934 SH SHARED 06 18934 D EDISON INTL COM 28102010 46975 993560 SH SHARED 10 17390 782390 193780 D EDISON INTL COM 28102010 98 2089 SH SHARED 14 2089 D EDISON INTL COM 28102010 9533 201632 SH SHARED 17 148132 53500 D EDO CORP COM 28134710 795 26500 SH SHARED 26500 D EDO CORP COM 28134710 336 11200 SH SHARED 02 11200 D EDO CORP COM 28134710 159 5300 SH SHARED 05 5300 D EDO CORP COM 28134710 9159 305000 SH SHARED 17 305000 D EDUCATE INC COM 28138P10 44 2954 SH SHARED 2954 D EDUCATE INC COM 28138P10 78 5200 SH SHARED 17 5200 D EDUCATION MGMT CORP COM 28139T10 7605 235891 SH SHARED 209591 26300 D EDUCATION MGMT CORP COM 28139T10 6 200 SH SHARED 01 200 D EDUCATION MGMT CORP COM 28139T10 14 450 SH SHR/OTHR 01 450 D EDUCATION MGMT CORP COM 28139T10 982 30462 SH SHARED 02 30462 D EDUCATION MGMT CORP COM 28139T10 2482 77000 SH SHARED 10 77000 D EDUCATION MGMT CORP COM 28139T10 1492 46300 SH SHARED 14 46300 D EDUCATION MGMT CORP COM 28139T10 222 6900 SH SHARED 17 6900 D EDUCATION RLTY TR INC COM 28140H10 73 4400 SH SHARED 3300 1100 D EDUCATION RLTY TR INC COM 28140H10 146 8800 SH SHARED 10 8800 D EDUCATION RLTY TR INC COM 28140H10 170 10190 SH SHARED 17 10190 D EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB 2082 2050000 PRN SHARED 2050000 D EDWARDS LIFESCIENCES CORP COM 28176E10 1464 32969 SH SHARED 8590 24379 D EDWARDS LIFESCIENCES CORP COM 28176E10 5 115 SH SHARED 01 115 D EDWARDS LIFESCIENCES CORP COM 28176E10 532 12000 SH SHR/OTHR 01 12000 D EDWARDS LIFESCIENCES CORP COM 28176E10 2264 51000 SH SHARED 02 51000 D EDWARDS LIFESCIENCES CORP COM 28176E10 1776 40000 SH SHARED 04 40000 D EDWARDS LIFESCIENCES CORP COM 28176E10 9295 209300 SH SHARED 17 209300 D EDWARDS AG INC COM 28176010 1661 37919 SH SHARED 9519 28400 D EDWARDS AG INC COM 28176010 1476 33700 SH SHARED 02 33700 D EDWARDS AG INC COM 28176010 359 8200 SH SHARED 17 8200 D EFUNDS CORP COM 28224R10 1646 87459 SH SHARED 86302 1157 D EFUNDS CORP COM 28224R10 109 5837 SH SHARED 02 5837 D EFUNDS CORP COM 28224R10 2124 112832 SH SHARED 10 1700 111132 D EFUNDS CORP COM 28224R10 1391 73900 SH SHARED 17 73900 D 8X8 INC NEW COM 28291410 551 271500 SH SHARED 271500 D EL PASO CORP DBCV 2/2 28336LAC 7502 13945000 PRN SHARED 13945000 D EL PASO CORP COM 28336L10 12849 924439 SH SHARED 748297 176142 D EL PASO CORP COM 28336L10 336 24195 SH SHR/OTHR 01 24195 D EL PASO CORP COM 28336L10 2068 148801 SH SHARED 02 148801 D EL PASO CORP COM 28336L10 8 646 SH SHARED 05 646 D EL PASO CORP COM 28336L10 699 50300 SH SHARED 06 50300 D EL PASO CORP COM 28336L10 733 52800 SH SHARED 10 49300 3500 D EL PASO CORP COM 28336L10 102460 7371287 SH SHARED 17 7371287 D EL PASO ELEC CO COM NEW 28367785 7145 342700 SH SHARED 342700 D EL PASO ELEC CO COM NEW 28367785 464 22300 SH SHARED 17 22300 D ELAN PLC ADR 28413120 12095 1365146 SH SHARED 1364546 600 D ELAN PLC ADR 28413120 256 29000 SH SHARED 01 29000 D ELAN PLC ADR 28413120 66 7500 SH SHR/OTHR 01 7500 D ELAN PLC ADR 28413120 256 29000 SH SHARED 10 29000 D ELDORADO GOLD CORP NEW COM 28490210 6480 1825451 SH SHARED 1825451 D ELDORADO GOLD CORP NEW COM 28490210 116 32750 SH SHARED 01 32750 D ELDORADO GOLD CORP NEW COM 28490210 11147 3140000 SH SHARED 10 3140000 D ELECTRO RENT CORP COM 28521810 35 2800 SH SHARED 2800 D ELECTRO RENT CORP COM 28521810 813 64700 SH SHARED 10 64700 D ELECTRO RENT CORP COM 28521810 400 31800 SH SHARED 17 6500 25300 D ELECTRO SCIENTIFIC INDS COM 28522910 93 4200 SH SHARED 4200 D ELECTRO SCIENTIFIC INDS COM 28522910 169 7600 SH SHARED 10 3700 3900 D ELECTRO SCIENTIFIC INDS COM 28522910 309 13856 SH SHARED 17 11356 2500 D ELECTROGLAS INC COM 28532410 314 93055 SH SHARED 93055 D ELECTRONIC ARTS INC COM 28551210 75360 1324663 SH SHARED 1260595 64068 D ELECTRONIC ARTS INC COM 28551210 1499 26364 SH SHARED 01 7744 18620 D ELECTRONIC ARTS INC COM 28551210 275 4834 SH SHR/OTHR 01 4834 D ELECTRONIC ARTS INC COM 28551210 7913 139097 SH SHARED 02 139097 D ELECTRONIC ARTS INC COM 28551210 36733 645700 SH SHARED 04 645000 700 D ELECTRONIC ARTS INC COM 28551210 5 100 SH SHARED 05 100 D ELECTRONIC ARTS INC COM 28551210 4286 75350 SH SHARED 06 75350 D ELECTRONIC ARTS INC COM 28551210 62432 1097422 SH SHARED 10 262235 679700 155487 D ELECTRONIC ARTS INC COM 28551210 1109 19500 SH SHARED 14 19500 D ELECTRONIC ARTS INC COM 28551210 15129 265944 SH SHARED 17 264544 1400 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 1442 1463000 PRN SHARED 1463000 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 8201 8318000 PRN SHARED 02 8318000 D ELECTRONIC DATA SYS NEW COM 28566110 28062 1250565 SH SHARED 1153858 96707 D ELECTRONIC DATA SYS NEW COM 28566110 139 6200 SH SHR/OTHR 01 6200 D ELECTRONIC DATA SYS NEW COM 28566110 3114 138787 SH SHARED 02 138787 D ELECTRONIC DATA SYS NEW COM 28566110 2318 103300 SH SHARED 04 103300 D ELECTRONIC DATA SYS NEW COM 28566110 8 380 SH SHARED 05 380 D ELECTRONIC DATA SYS NEW COM 28566110 228 10200 SH SHARED 06 10200 D ELECTRONIC DATA SYS NEW COM 28566110 368 16400 SH SHARED 10 8800 7600 D ELECTRONIC DATA SYS NEW COM 28566110 177132 7893611 SH SHARED 17 7890811 2800 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 23910 380500 SH SHARED 371700 8800 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 2307 36718 SH SHARED 02 36718 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 31 500 SH SHARED 10 500 D ELECTRONICS BOUTIQUE HLDGS C COM 28604510 282 4500 SH SHARED 17 4500 D ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA 3712 3615000 PRN SHARED 3615000 D ELECTRONICS FOR IMAGING INC COM 28608210 2562 111716 SH SHR/OTHR 111716 D ELECTRONICS FOR IMAGING INC COM 28608210 3005 131035 SH SHARED 131035 D ELECTRONICS FOR IMAGING INC COM 28608210 73 3200 SH SHARED 02 3200 D ELECTRONICS FOR IMAGING INC COM 28608210 96 4200 SH SHARED 10 4200 D ELECTRONICS FOR IMAGING INC COM 28608210 621 27100 SH SHARED 17 24600 2500 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 759 255000 SH SHARED 17 255000 D ELIZABETH ARDEN INC COM 28660G10 539 24988 SH SHARED 24988 D ELIZABETH ARDEN INC COM 28660G10 261 12100 SH SHARED 02 12100 D ELIZABETH ARDEN INC COM 28660G10 209 9700 SH SHARED 17 9700 D ELKCORP COM 28745610 110 3100 SH SHARED 3100 D ELKCORP COM 28745610 60 1684 SH SHR/OTHR 01 1684 D ELKCORP COM 28745610 17 492 SH SHARED 02 492 D ELKCORP COM 28745610 295 8260 SH SHARED 17 8260 D ELLIS PERRY INTL INC COM 28885310 743 34200 SH SHARED 34200 D ELLIS PERRY INTL INC COM 28885310 115 5300 SH SHARED 17 5300 D EMAGEON INC COM 29076V10 29 2200 SH SHARED 2200 D EMAGEON INC COM 29076V10 58 4300 SH SHARED 17 4300 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 579 15000 SH SHARED 15000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 3342 86600 SH SHARED 01 84600 2000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 200 5200 SH SHARED 02 5200 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 6562 170000 SH SHARED 04 170000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 11747 304330 SH SHARED 10 304330 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 1798 46600 SH SHARED 14 46600 D EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M10 809 20980 SH SHARED 17 20980 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 298 25618 SH SHARED 25618 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 130 7996 SH SHARED 7996 D EMCOR GROUP INC COM 29084Q10 598 10100 SH SHARED 10100 D EMCOR GROUP INC COM 29084Q10 142 2400 SH SHARED 02 2400 D EMCOR GROUP INC COM 29084Q10 3160 53300 SH SHARED 10 53300 D EMCOR GROUP INC COM 29084Q10 14042 236800 SH SHARED 17 235700 1100 D EMCORE CORP COM 29084610 841 137564 SH SHR/OTHR 137564 D EMCORE CORP COM 29084610 79 13000 SH SHARED 13000 D EMCORE CORP COM 29084610 112 18400 SH SHARED 17 18400 D EMERGING MKTS TELECOMNC FD N COM 29089010 822 73008 SH SHARED 73008 D EMERSON ELEC CO COM 29101110 84208 1172816 SH SHARED 1042662 130154 D EMERSON ELEC CO COM 29101110 22537 313897 SH SHARED 01 247007 66890 D EMERSON ELEC CO COM 29101110 12892 179555 SH SHR/OTHR 01 179555 D EMERSON ELEC CO COM 29101110 6389 88993 SH SHARED 02 88993 D EMERSON ELEC CO COM 29101110 6095 84900 SH SHARED 04 84900 D EMERSON ELEC CO COM 29101110 9999 139270 SH SHARED 05 79980 59290 D EMERSON ELEC CO COM 29101110 3660 50980 SH SHARED 06 50980 D EMERSON ELEC CO COM 29101110 223106 3107339 SH SHARED 10 1208745 1370230 528364 D EMERSON ELEC CO COM 29101110 2644 36828 SH SHR/OTHR 10 36828 D EMERSON ELEC CO COM 29101110 914 12740 SH SHARED 14 12740 D EMERSON ELEC CO COM 29101110 1730 24100 SH SHARED 15 24100 D EMERSON ELEC CO COM 29101110 14080 196108 SH SHARED 17 179022 17086 D EMERSON ELEC CO COM 29101110 7385 102863 SH SHARED 19 102863 D EMERSON RADIO CORP COM NEW 29108720 165 47372 SH SHARED 47372 D EMISPHERE TECHNOLOGIES INC COM 29134510 18 4000 SH SHARED 10 4000 D EMMIS COMMUNICATIONS CORP CL A 29152510 8631 390551 SH SHARED 376651 13900 D EMMIS COMMUNICATIONS CORP CL A 29152510 12 575 SH SHR/OTHR 01 575 D EMMIS COMMUNICATIONS CORP CL A 29152510 380 17200 SH SHARED 02 17200 D EMMIS COMMUNICATIONS CORP CL A 29152510 3155 142800 SH SHARED 10 142800 D EMMIS COMMUNICATIONS CORP CL A 29152510 424 19194 SH SHARED 17 16794 2400 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 13606 314600 SH SHARED 314600 D EMPIRE DIST ELEC CO COM 29164110 770 33700 SH SHARED 33700 D EMPIRE DIST ELEC CO COM 29164110 4 200 SH SHARED 02 200 D EMPIRE DIST ELEC CO COM 29164110 105 4600 SH SHARED 10 4600 D EMPIRE DIST ELEC CO COM 29164110 418 18300 SH SHARED 17 11700 6600 D EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB 1076 1599000 PRN SHARED 1599000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1579 53000 SH SHARED 53000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 7458 250200 SH SHARED 01 250200 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 8665 290700 SH SHARED 10 290700 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 20 700 SH SHARED 17 700 D EMPRESAS ICA S A DE CV SPONSORED ADR 29244810 861 381300 SH SHARED 04 381300 D EMULEX CORP NOTE 0.250%12/1 292475AD 29208 30681000 PRN SHARED 30681000 D EMULEX CORP COM NEW 29247520 1497 74100 SH SHARED 58100 16000 D EMULEX CORP COM NEW 29247520 7 375 SH SHARED 01 375 D EMULEX CORP COM NEW 29247520 37 1880 SH SHR/OTHR 01 1880 D EMULEX CORP COM NEW 29247520 508 25176 SH SHARED 02 25176 D EMULEX CORP COM NEW 29247520 2776 137400 SH SHARED 10 1900 135500 D EMULEX CORP COM NEW 29247520 3845 190300 SH SHARED 17 47200 143100 D ENBRIDGE INC COM 29250N10 5496 172206 SH SHARED 158400 13806 D ENBRIDGE INC COM 29250N10 4326 135550 SH SHARED 02 135550 D ENBRIDGE INC COM 29250N10 67909 2127500 SH SHARED 04 2127500 D ENBRIDGE INC COM 29250N10 12 400 SH SHARED 05 400 D ENBRIDGE INC COM 29250N10 1641 51436 SH SHARED 06 51436 D ENBRIDGE INC COM 29250N10 44 1400 SH SHARED 10 1400 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 122 2200 SH SHARED 2200 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 18 336 SH SHARED 336 D ENCANA CORP COM 29250510 5875 100768 SH SHARED 79800 20968 D ENCANA CORP COM 29250510 9008 154500 SH SHARED 01 154500 D ENCANA CORP COM 29250510 191 3278 SH SHR/OTHR 01 3278 D ENCANA CORP COM 29250510 1247 21391 SH SHARED 02 21391 D ENCANA CORP COM 29250510 583 10000 SH SHARED 04 10000 D ENCANA CORP COM 29250510 5163 88550 SH SHARED 05 88550 D ENCANA CORP COM 29250510 12757 218792 SH SHARED 06 218792 D ENCANA CORP COM 29250510 42246 724524 SH SHARED 10 721124 3400 D ENCANA CORP COM 29250510 41631 713961 SH SHARED 17 713961 D ENCORE ACQUISITION CO COM 29255W10 283 7300 SH SHARED 7300 D ENCORE ACQUISITION CO COM 29255W10 452 11656 SH SHARED 02 11656 D ENCORE ACQUISITION CO COM 29255W10 124 3200 SH SHARED 10 3200 D ENCORE ACQUISITION CO COM 29255W10 10683 275000 SH SHARED 17 273000 2000 D ENCORE CAP GROUP INC COM 29255410 105 5900 SH SHARED 5900 D ENCORE CAP GROUP INC COM 29255410 123 6900 SH SHARED 17 6900 D ENCORE MED CORP COM 29256E10 27 5919 SH SHARED 5919 D ENCORE MED CORP COM 29256E10 91 19500 SH SHARED 17 19500 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 128 10900 SH SHARED 8600 2300 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 162 13800 SH SHARED 02 13800 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 5269 447300 SH SHARED 04 447300 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 146 12400 SH SHARED 05 12400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 1309 111200 SH SHARED 10 111200 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 87 7400 SH SHARED 14 7400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 1551 131746 SH SHARED 17 131746 D ENCORE WIRE CORP COM 29256210 39 2400 SH SHARED 2400 D ENCORE WIRE CORP COM 29256210 26 1600 SH SHARED 10 1600 D ENCORE WIRE CORP COM 29256210 127 7850 SH SHARED 17 7850 D ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB 1797 1500000 PRN SHARED 1500000 D ENDESA S A SPONSORED ADR 29258N10 546 20400 SH SHARED 20400 D ENDESA S A SPONSORED ADR 29258N10 770 28780 SH SHARED 10 28780 D ENDESA S A SPONSORED ADR 29258N10 1418 53000 SH SHR/OTHR 10 53000 D ENDEAVOUR INTL CORP COM 29259G10 391 78300 SH SHARED 78300 D ENDEAVOUR INTL CORP COM 29259G10 82 16500 SH SHARED 17 16500 D ENDWAVE CORP COM NEW 29264A20 75 5815 SH SHARED 3715 2100 D ENDWAVE CORP COM NEW 29264A20 29 2310 SH SHARED 17 2310 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 10 400 SH SHARED 400 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 240 9000 SH SHARED 02 9000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 12001 450000 SH SHARED 04 450000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 53 2000 SH SHARED 06 2000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 144 5400 SH SHARED 14 5400 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 114 4300 SH SHARED 17 4300 D ENERGEN CORP COM 29265N10 1358 31400 SH SHARED 30400 1000 D ENERGEN CORP COM 29265N10 311 7200 SH SHARED 02 7200 D ENERGEN CORP COM 29265N10 86 2000 SH SHARED 17 2000 D ENEL SOCIETA PER AZIONI ADR 29265W10 788 18370 SH SHARED 10 18370 D ENERGY CONVERSION DEVICES IN COM 29265910 237 5300 SH SHARED 5300 D ENERGY CONVERSION DEVICES IN COM 29265910 417 9309 SH SHARED 17 9309 D ENERGY EAST CORP COM 29266M10 15972 634075 SH SHARED 574435 59640 D ENERGY EAST CORP COM 29266M10 15 600 SH SHARED 01 600 D ENERGY EAST CORP COM 29266M10 34 1373 SH SHR/OTHR 01 1373 D ENERGY EAST CORP COM 29266M10 1680 66700 SH SHARED 02 66700 D ENERGY EAST CORP COM 29266M10 87 3489 SH SHARED 06 3489 D ENERGY EAST CORP COM 29266M10 45 1800 SH SHARED 10 1800 D ENERGY EAST CORP COM 29266M10 216 8580 SH SHARED 14 8580 D ENERGY EAST CORP COM 29266M10 1030 40900 SH SHARED 17 40900 D ENERGIZER HLDGS INC COM 29266R10 2097 36996 SH SHARED 8605 28391 D ENERGIZER HLDGS INC COM 29266R10 119 2100 SH SHARED 01 2100 D ENERGIZER HLDGS INC COM 29266R10 89 1576 SH SHR/OTHR 01 1576 D ENERGIZER HLDGS INC COM 29266R10 1769 31200 SH SHARED 02 31200 D ENERGIZER HLDGS INC COM 29266R10 48 850 SH SHARED 06 850 D ENERGIZER HLDGS INC COM 29266R10 22 400 SH SHARED 10 400 D ENERGIZER HLDGS INC COM 29266R10 136 2400 SH SHARED 14 2400 D ENERGIZER HLDGS INC COM 29266R10 580 10235 SH SHARED 17 10235 D ENERGY PARTNERS LTD COM 29270U10 615 19700 SH SHARED 19700 D ENERGY PARTNERS LTD COM 29270U10 15 500 SH SHARED 02 500 D ENERGY PARTNERS LTD COM 29270U10 6219 199200 SH SHARED 10 199200 D ENERGY PARTNERS LTD COM 29270U10 4782 153200 SH SHARED 17 108000 45200 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 103518 2960200 SH SHARED 2960200 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 255 7300 SH SHARED 02 7300 D ENERPLUS RES FD UNIT TR G NEW 29274D60 22656 480000 SH SHARED 480000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 241 5125 SH SHARED 01 5125 D ENERPLUS RES FD UNIT TR G NEW 29274D60 201 4260 SH SHR/OTHR 10 4260 D ENERSIS S A SPONSORED ADR 29274F10 897 78470 SH SHARED 78470 D ENERSIS S A SPONSORED ADR 29274F10 3667 320600 SH SHARED 01 320600 D ENERSIS S A SPONSORED ADR 29274F10 800 70000 SH SHARED 04 70000 D ENERSIS S A SPONSORED ADR 29274F10 4006 350200 SH SHARED 10 350200 D ENERSYS COM 29275Y10 106 7000 SH SHARED 7000 D ENERSYS COM 29275Y10 241 15900 SH SHARED 17 15900 D ENGELHARD CORP COM 29284510 4789 171616 SH SHARED 125016 46600 D ENGELHARD CORP COM 29284510 93 3350 SH SHARED 01 3350 D ENGELHARD CORP COM 29284510 779 27922 SH SHARED 02 27922 D ENGELHARD CORP COM 29284510 1324 47461 SH SHARED 17 47461 D ENGINEERED SUPPORT SYS INC COM 29286610 12569 306280 SH SHARED 306280 D ENGINEERED SUPPORT SYS INC COM 29286610 2052 50000 SH SHARED 02 50000 D ENGINEERED SUPPORT SYS INC COM 29286610 159 3895 SH SHARED 10 1595 2300 D ENGINEERED SUPPORT SYS INC COM 29286610 715 17437 SH SHARED 17 15937 1500 D ENERGYSOUTH INC COM 29297010 30 1100 SH SHARED 1100 D ENERGYSOUTH INC COM 29297010 60 2180 SH SHR/OTHR 10 2180 D ENERGYSOUTH INC COM 29297010 33 1200 SH SHARED 17 1200 D ENNIS INC COM 29338910 63 3800 SH SHARED 3800 D ENNIS INC COM 29338910 85 5100 SH SHARED 02 5100 D ENNIS INC COM 29338910 208 12400 SH SHARED 17 12400 D ENPRO INDS INC COM 29355X10 152 4527 SH SHARED 3200 1327 D ENPRO INDS INC COM 29355X10 94 2800 SH SHARED 10 2800 D ENPRO INDS INC COM 29355X10 360 10700 SH SHARED 17 8900 1800 D ENSTAR GROUP INC GA COM 29358R10 38 600 SH SHARED 600 D ENSTAR GROUP INC GA COM 29358R10 136 2100 SH SHARED 17 1200 900 D ENTEGRIS INC COM 29362U10 221 19640 SH SHARED 17947 1693 D ENTEGRIS INC COM 29362U10 34 3058 SH SHR/OTHR 01 3058 D ENTEGRIS INC COM 29362U10 151 13400 SH SHARED 02 13400 D ENTEGRIS INC COM 29362U10 679 60100 SH SHARED 10 60100 D ENTEGRIS INC COM 29362U10 1580 139833 SH SHARED 17 43185 96648 D ENTERASYS NETWORKS INC COM 29363710 67 50215 SH SHARED 49911 304 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 4122 130496 SH SHARED 117296 13200 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 774 24515 SH SHARED 02 24515 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 94 3000 SH SHARED 10 3000 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 559 17700 SH SHARED 17 15700 2000 D ENTERGY CORP NEW COM 29364G10 74541 1002987 SH SHARED 936822 66165 D ENTERGY CORP NEW COM 29364G10 9084 122239 SH SHARED 01 51199 71040 D ENTERGY CORP NEW COM 29364G10 4156 55922 SH SHR/OTHR 01 55922 D ENTERGY CORP NEW COM 29364G10 3617 48674 SH SHARED 02 48674 D ENTERGY CORP NEW COM 29364G10 118 1600 SH SHARED 05 1600 D ENTERGY CORP NEW COM 29364G10 1208 16255 SH SHARED 06 16255 D ENTERGY CORP NEW COM 29364G10 7809 105083 SH SHARED 10 79330 25753 D ENTERGY CORP NEW COM 29364G10 22 300 SH SHR/OTHR 10 300 D ENTERGY CORP NEW COM 29364G10 290 3912 SH SHARED 14 3912 D ENTERGY CORP NEW COM 29364G10 6411 86265 SH SHARED 17 86265 D ENTERPRISE FINL SVCS CORP COM 29371210 23 1100 SH SHARED 1100 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 3488 100000 SH SHARED 100000 D ENTERPRISE PRODS PARTNERS L COM 29379210 276 10983 SH SHARED 01 3620 7363 D ENTERPRISE PRODS PARTNERS L COM 29379210 365 14520 SH SHR/OTHR 01 14520 D ENTERPRISE PRODS PARTNERS L COM 29379210 104 4163 SH SHARED 10 4163 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 303 6805 SH SHARED 6805 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 13 300 SH SHARED 02 300 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 691 15500 SH SHARED 10 15500 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 27755 621900 SH SHARED 11 621900 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 454 10175 SH SHARED 17 8975 1200 D ENTERRA ENERGY TR TR UNIT 29381P10 9 400 SH SHARED 01 400 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 812 103200 SH SHARED 103200 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 210 26700 SH SHARED 17 26700 D ENTRUST INC COM 29384810 52 9300 SH SHARED 9300 D ENTRUST INC COM 29384810 160 28600 SH SHARED 17 28600 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1814 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC COM 29390410 296 44964 SH SHARED 44664 300 D ENZON PHARMACEUTICALS INC COM 29390410 17 2600 SH SHARED 02 2600 D ENZON PHARMACEUTICALS INC COM 29390410 1583 239900 SH SHARED 10 239900 D ENZON PHARMACEUTICALS INC COM 29390410 1797 272332 SH SHARED 17 20600 251732 D ENZO BIOCHEM INC COM 29410010 62 4055 SH SHARED 4055 D ENZO BIOCHEM INC COM 29410010 42 2737 SH SHARED 02 2737 D ENZO BIOCHEM INC COM 29410010 141 9237 SH SHARED 17 9237 D EPICOR SOFTWARE CORP COM 29426L10 102 7900 SH SHARED 7900 D EPICOR SOFTWARE CORP COM 29426L10 253 19476 SH SHARED 02 19476 D EPICOR SOFTWARE CORP COM 29426L10 254 19600 SH SHARED 17 19600 D EQUIFAX INC COM 29442910 34795 995853 SH SHARED 965276 30577 D EQUIFAX INC COM 29442910 5056 144725 SH SHARED 01 78835 65890 D EQUIFAX INC COM 29442910 1789 51208 SH SHR/OTHR 01 51208 D EQUIFAX INC COM 29442910 971 27798 SH SHARED 02 27798 D EQUIFAX INC COM 29442910 77 2206 SH SHARED 06 2206 D EQUIFAX INC COM 29442910 7429 212630 SH SHARED 10 60390 152240 D EQUIFAX INC COM 29442910 366 10500 SH SHR/OTHR 10 10500 D EQUIFAX INC COM 29442910 473 13565 SH SHARED 14 13565 D EQUIFAX INC COM 29442910 2772 79355 SH SHARED 17 79355 D EQUINIX INC DBCV 2.500% 2/1 29444UAE 33814 29000000 PRN SHARED 29000000 D EQUINIX INC COM NEW 29444U50 329 7900 SH SHARED 2200 5700 D EQUINIX INC COM NEW 29444U50 233 5600 SH SHARED 10 5600 D EQUINIX INC COM NEW 29444U50 283 6800 SH SHARED 17 5600 1200 D EQUITABLE RES INC COM 29454910 4076 104373 SH SHARED 54773 49600 D EQUITABLE RES INC COM 29454910 75 1940 SH SHARED 01 1940 D EQUITABLE RES INC COM 29454910 835 21400 SH SHR/OTHR 01 21400 D EQUITABLE RES INC COM 29454910 2101 53800 SH SHARED 02 53800 D EQUITABLE RES INC COM 29454910 31 800 SH SHARED 06 800 D EQUITABLE RES INC COM 29454910 8546 218800 SH SHARED 10 217000 1800 D EQUITABLE RES INC COM 29454910 101 2600 SH SHARED 14 2600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 23 300 SH SHARED 01 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 116 1500 SH SHR/OTHR 10 1500 D EQUITY INNS INC COM 29470310 286 21200 SH SHARED 21200 D EQUITY INNS INC COM 29470310 299 22200 SH SHARED 17 22200 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 207 4600 SH SHARED 3000 1600 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 27 600 SH SHARED 02 600 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 1566 34800 SH SHARED 10 34800 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 85573 1901643 SH SHARED 11 1901643 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 765 17000 SH SHARED 17 8200 8800 D EQUITY OFFICE PROPERTIES TRU COM 29474110 24603 752174 SH SHARED 675113 77061 D EQUITY OFFICE PROPERTIES TRU COM 29474110 11 350 SH SHR/OTHR 01 350 D EQUITY OFFICE PROPERTIES TRU COM 29474110 3541 108260 SH SHARED 02 108260 D EQUITY OFFICE PROPERTIES TRU COM 29474110 1046 32000 SH SHARED 04 30000 2000 D EQUITY OFFICE PROPERTIES TRU COM 29474110 9 300 SH SHARED 05 300 D EQUITY OFFICE PROPERTIES TRU COM 29474110 4216 128900 SH SHARED 10 128900 D EQUITY OFFICE PROPERTIES TRU COM 29474110 154430 4721215 SH SHARED 11 4721215 D EQUITY OFFICE PROPERTIES TRU COM 29474110 7370 225341 SH SHARED 17 206941 18400 D EQUITY ONE COM 29475210 125 5400 SH SHARED 5400 D EQUITY ONE COM 29475210 190 8200 SH SHARED 04 8200 D EQUITY ONE COM 29475210 562 24200 SH SHARED 10 24200 D EQUITY ONE COM 29475210 51394 2210500 SH SHARED 11 2210500 D EQUITY ONE COM 29475210 712 30650 SH SHARED 17 14750 15900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 21622 571274 SH SHARED 511108 60166 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1781 47060 SH SHARED 01 41910 5150 D EQUITY RESIDENTIAL SH BEN INT 29476L10 696 18400 SH SHR/OTHR 01 18400 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2425 64079 SH SHARED 02 64079 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1237 32700 SH SHARED 04 32700 D EQUITY RESIDENTIAL SH BEN INT 29476L10 7 210 SH SHARED 05 210 D EQUITY RESIDENTIAL SH BEN INT 29476L10 4069 107516 SH SHARED 10 3800 103716 D EQUITY RESIDENTIAL SH BEN INT 29476L10 90 2400 SH SHR/OTHR 10 2400 D EQUITY RESIDENTIAL SH BEN INT 29476L10 202602 5352775 SH SHARED 11 5352775 D EQUITY RESIDENTIAL SH BEN INT 29476L10 5067 133890 SH SHARED 17 115990 17900 D EQUUS II INC COM 29476610 239 27856 SH SHARED 27856 D ERESEARCHTECHNOLOGY INC COM 29481V10 535 37750 SH SHARED 7600 30150 D ERESEARCHTECHNOLOGY INC COM 29481V10 5 400 SH SHARED 10 400 D ERESEARCHTECHNOLOGY INC COM 29481V10 265 18700 SH SHARED 17 18700 D ERICSSON L M TEL CO ADR B SEK 10 29482160 10191 276633 SH SHARED 276133 500 D ERICSSON L M TEL CO ADR B SEK 10 29482160 431 11700 SH SHARED 01 11700 D ERICSSON L M TEL CO ADR B SEK 10 29482160 58 1600 SH SHR/OTHR 01 1600 D ERICSSON L M TEL CO ADR B SEK 10 29482160 320 8706 SH SHARED 02 8706 D ERICSSON L M TEL CO ADR B SEK 10 29482160 563 15284 SH SHARED 10 15284 D ERIE INDTY CO CL A 29530P10 15 300 SH SHARED 300 D ERIE INDTY CO CL A 29530P10 221 4200 SH SHARED 02 4200 D ERIE INDTY CO CL A 29530P10 938 17787 SH SHARED 17 17787 D ESCALADE INC COM 29605610 15 1200 SH SHARED 1200 D ESCALADE INC COM 29605610 182 13800 SH SHARED 10 13800 D ESCALADE INC COM 29605610 29 2200 SH SHARED 17 2200 D ESCO TECHNOLOGIES INC COM 29631510 182 3640 SH SHARED 3640 D ESCO TECHNOLOGIES INC COM 29631510 922 18420 SH SHARED 10 1220 17200 D ESCO TECHNOLOGIES INC COM 29631510 1553 31034 SH SHARED 17 10034 21000 D ESPEED INC CL A 29664310 285 37713 SH SHARED 32913 4800 D ESPEED INC CL A 29664310 89 11800 SH SHARED 17 11800 D ESSEX CORP COM 29674410 58 2700 SH SHARED 2700 D ESSEX CORP COM 29674410 99 4600 SH SHARED 02 4600 D ESSEX CORP COM 29674410 214 9900 SH SHARED 05 9900 D ESSEX CORP COM 29674410 2435 112400 SH SHARED 17 108400 4000 D ESSEX PPTY TR INC COM 29717810 22 247 SH SHARED 247 D ESSEX PPTY TR INC COM 29717810 297 3300 SH SHARED 02 3300 D ESSEX PPTY TR INC COM 29717810 180 2000 SH SHARED 04 2000 D ESSEX PPTY TR INC COM 29717810 130977 1455300 SH SHARED 11 1455300 D ESTERLINE TECHNOLOGIES CORP COM 29742510 227 6000 SH SHARED 5500 500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 121 3200 SH SHARED 02 3200 D ESTERLINE TECHNOLOGIES CORP COM 29742510 102 2700 SH SHARED 10 700 2000 D ESTERLINE TECHNOLOGIES CORP COM 29742510 704 18600 SH SHARED 17 11900 6700 D ETHAN ALLEN INTERIORS INC COM 29760210 159 5100 SH SHARED 5100 D ETHAN ALLEN INTERIORS INC COM 29760210 31 1000 SH SHARED 02 1000 D ETHAN ALLEN INTERIORS INC COM 29760210 103 3300 SH SHARED 10 3300 D ETHAN ALLEN INTERIORS INC COM 29760210 536 17100 SH SHARED 17 15500 1600 D EUROBANCSHARES INC COM 29871610 19 1300 SH SHARED 1300 D EURONET WORLDWIDE INC COM 29873610 136 4600 SH SHARED 4600 D EURONET WORLDWIDE INC COM 29873610 1173 39650 SH SHARED 01 39350 300 D EURONET WORLDWIDE INC COM 29873610 22 775 SH SHR/OTHR 01 775 D EURONET WORLDWIDE INC COM 29873610 3247 109746 SH SHARED 02 109746 D EURONET WORLDWIDE INC COM 29873610 11821 399500 SH SHARED 10 338900 60600 D EURONET WORLDWIDE INC COM 29873610 17406 588249 SH SHARED 17 461549 126700 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 2169 146600 SH SHARED 146600 D EVERGREEN SOLAR INC COM 30033R10 1613 172900 SH SHARED 164900 8000 D EVERGREEN SOLAR INC COM 30033R10 167 18000 SH SHARED 17 18000 D EVERGREEN UTLS & HIGH INCM F COM 30034Q10 5782 247108 SH SHARED 247108 D EXAR CORP COM 30064510 148 10600 SH SHARED 10600 D EXAR CORP COM 30064510 13 957 SH SHR/OTHR 01 957 D EXAR CORP COM 30064510 268 19182 SH SHARED 17 19182 D EXCEL TECHNOLOGY INC COM 30067T10 43 1700 SH SHARED 1700 D EXCEL TECHNOLOGY INC COM 30067T10 79 3100 SH SHARED 10 3100 D EXCEL TECHNOLOGY INC COM 30067T10 106 4135 SH SHARED 17 4135 D EXELON CORP COM 30161N10 63670 1191436 SH SHARED 980153 211283 D EXELON CORP COM 30161N10 7435 139142 SH SHARED 01 116692 22450 D EXELON CORP COM 30161N10 292 5474 SH SHR/OTHR 01 5474 D EXELON CORP COM 30161N10 8895 166458 SH SHARED 02 166458 D EXELON CORP COM 30161N10 10397 194572 SH SHARED 04 192000 2572 D EXELON CORP COM 30161N10 50715 949024 SH SHARED 05 775134 173890 D EXELON CORP COM 30161N10 30341 567775 SH SHARED 06 567775 D EXELON CORP COM 30161N10 49950 934703 SH SHARED 10 32090 812000 90613 D EXELON CORP COM 30161N10 133 2500 SH SHR/OTHR 10 2500 D EXELON CORP COM 30161N10 1084 20300 SH SHARED 14 20300 D EXELON CORP COM 30161N10 488 9144 SH SHARED 15 9144 D EXELON CORP COM 30161N10 19289 360964 SH SHARED 17 286864 74100 D EXELON CORP COM 30161N10 9816 183689 SH SHARED 19 183689 D EXELIXIS INC COM 30161Q10 156 20400 SH SHARED 20400 D EXELIXIS INC COM 30161Q10 1071 140000 SH SHARED 04 140000 D EXELIXIS INC COM 30161Q10 15 2000 SH SHARED 14 2000 D EXELIXIS INC COM 30161Q10 253 33100 SH SHARED 17 27300 5800 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 103 20600 SH SHARED 20600 D EXIDE TECHNOLOGIES *W EXP 99/99/999 30205112 15 28574 SH SHARED 28574 D EXIDE TECHNOLOGIES COM NEW 30205120 811 159771 SH SHARED 02 159771 D EXPEDIA INC DEL COM 30212P10 25514 1287966 SH SHARED 1274779 13187 D EXPEDIA INC DEL COM 30212P10 578 29189 SH SHARED 01 1687 27502 D EXPEDIA INC DEL COM 30212P10 145 7324 SH SHR/OTHR 01 7324 D EXPEDIA INC DEL COM 30212P10 403 20350 SH SHARED 02 20350 D EXPEDIA INC DEL COM 30212P10 17 875 SH SHARED 04 875 D EXPEDIA INC DEL COM 30212P10 15 800 SH SHARED 05 800 D EXPEDIA INC DEL COM 30212P10 288 14575 SH SHARED 06 14575 D EXPEDIA INC DEL COM 30212P10 1332 67249 SH SHARED 10 1475 65774 D EXPEDIA INC DEL COM 30212P10 382 19300 SH SHR/OTHR 10 19300 D EXPEDIA INC DEL COM 30212P10 2442 123281 SH SHARED 14 123281 D EXPEDIA INC DEL COM 30212P10 2506 126540 SH SHARED 17 124990 1550 D EXPEDIA INC DEL *W EXP 02/04/200 30212P12 2780 327079 SH SHARED 327079 D EXPEDITORS INTL WASH INC COM 30213010 16213 285543 SH SHARED 245725 39818 D EXPEDITORS INTL WASH INC COM 30213010 12 225 SH SHARED 01 225 D EXPEDITORS INTL WASH INC COM 30213010 55 975 SH SHR/OTHR 01 975 D EXPEDITORS INTL WASH INC COM 30213010 2651 46700 SH SHARED 02 46700 D EXPEDITORS INTL WASH INC COM 30213010 99 1750 SH SHARED 06 1750 D EXPEDITORS INTL WASH INC COM 30213010 5 100 SH SHARED 10 100 D EXPONENT INC COM 30214U10 37 1200 SH SHARED 1200 D EXPONENT INC COM 30214U10 56 1800 SH SHARED 17 1800 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 15080 17638000 PRN SHARED 17638000 D EXPRESSJET HOLDINGS INC CL A 30218U10 613 68400 SH SHARED 68400 D EXPRESSJET HOLDINGS INC CL A 30218U10 86 9615 SH SHARED 02 9615 D EXPRESSJET HOLDINGS INC CL A 30218U10 278 31000 SH SHARED 10 31000 D EXPRESSJET HOLDINGS INC CL A 30218U10 1339 149300 SH SHARED 17 20500 128800 D EXPRESS SCRIPTS INC COM 30218210 30996 498337 SH SHARED 467295 31042 D EXPRESS SCRIPTS INC COM 30218210 49 800 SH SHARED 01 600 200 D EXPRESS SCRIPTS INC COM 30218210 74 1200 SH SHR/OTHR 01 1200 D EXPRESS SCRIPTS INC COM 30218210 2015 32404 SH SHARED 02 32404 D EXPRESS SCRIPTS INC COM 30218210 3234 52000 SH SHARED 04 52000 D EXPRESS SCRIPTS INC COM 30218210 209 3373 SH SHARED 06 3373 D EXPRESS SCRIPTS INC COM 30218210 163 2630 SH SHARED 10 2630 D EXPRESS SCRIPTS INC COM 30218210 236 3800 SH SHARED 14 3800 D EXPRESS SCRIPTS INC COM 30218210 4745 76294 SH SHARED 17 76294 D EXTENDICARE INC CDA SUB VTG SH 30224T87 81 4600 SH SHARED 4600 D EXTRA SPACE STORAGE INC COM 30225T10 2170 141100 SH SHARED 140600 500 D EXTRA SPACE STORAGE INC COM 30225T10 56137 3650000 SH SHARED 11 3650000 D EXTRA SPACE STORAGE INC COM 30225T10 232 15100 SH SHARED 17 15100 D EXTREME NETWORKS INC NOTE 3.500%12/0 30226DAB 10199 10450000 PRN SHARED 10450000 D EXTREME NETWORKS INC COM 30226D10 3349 752803 SH SHARED 752803 D EXTREME NETWORKS INC COM 30226D10 1335 300000 SH SHARED 02 300000 D EXTREME NETWORKS INC COM 30226D10 194 43800 SH SHARED 17 43800 D EXULT INC DEL NOTE 2.500%10/0 302284AB 20520 22500000 PRN SHARED 02 22500000 D EYETECH PHARMACEUTICALS INC COM 30229710 23570 1312411 SH SHARED 1312411 D EYETECH PHARMACEUTICALS INC COM 30229710 2801 156000 SH SHARED 02 156000 D EYETECH PHARMACEUTICALS INC COM 30229710 696 38800 SH SHARED 10 3200 35600 D EYETECH PHARMACEUTICALS INC COM 30229710 219 12200 SH SHARED 17 12200 D EYETECH PHARMACEUTICALS INC COM 30229710 25 1400 SH SHARED 19 1400 D EXXON MOBIL CORP COM 30231G10 4955 77995 SH SHARED 77995 D EXXON MOBIL CORP COM 30231G10 1110652 17479578 SH SHARED 15790129 1689449 D EXXON MOBIL CORP COM 30231G10 231798 3648076 SH SHARED 01 2456433 1191643 D EXXON MOBIL CORP COM 30231G10 143912 2264906 SH SHR/OTHR 01 2264906 D EXXON MOBIL CORP COM 30231G10 132873 2091171 SH SHARED 02 2091171 D EXXON MOBIL CORP COM 30231G10 40926 644112 SH SHARED 04 643800 312 D EXXON MOBIL CORP COM 30231G10 12905 203102 SH SHARED 05 194662 8440 D EXXON MOBIL CORP COM 30231G10 12047 189598 SH SHARED 06 189598 D EXXON MOBIL CORP COM 30231G10 860713 13546012 SH SHARED 10 6676938 3199622 3669452 D EXXON MOBIL CORP COM 30231G10 13991 220192 SH SHR/OTHR 10 220192 D EXXON MOBIL CORP COM 30231G10 4882 76841 SH SHARED 14 76841 D EXXON MOBIL CORP COM 30231G10 7859 123700 SH SHARED 15 123700 D EXXON MOBIL CORP COM 30231G10 205528 3234631 SH SHARED 17 2994592 240039 D EXXON MOBIL CORP COM 30231G10 50282 791351 SH SHARED 18 791351 D EXXON MOBIL CORP COM 30231G10 57 900 SH SHARED 19 900 D FBL FINL GROUP INC CL A 30239F10 59 2000 SH SHARED 2000 D FBL FINL GROUP INC CL A 30239F10 50 1700 SH SHARED 10 1700 D FBL FINL GROUP INC CL A 30239F10 126 4216 SH SHARED 17 4216 D FEI CO NOTE 6/1 30241LAD 1988 2169000 PRN SHARED 2169000 D FEI CO COM 30241L10 503 26131 SH SHARED 15631 10500 D FEI CO COM 30241L10 140 7297 SH SHARED 02 7297 D FEI CO COM 30241L10 213 11102 SH SHARED 17 11102 D FLIR SYS INC COM 30244510 82 2800 SH SHARED 400 2400 D FLIR SYS INC COM 30244510 623 21073 SH SHARED 02 21073 D FLIR SYS INC COM 30244510 473 16000 SH SHARED 04 16000 D FLIR SYS INC COM 30244510 82 2800 SH SHARED 17 2800 D FMC TECHNOLOGIES INC COM 30249U10 5915 140478 SH SHARED 113389 27089 D FMC TECHNOLOGIES INC COM 30249U10 2244 53300 SH SHARED 01 53300 D FMC TECHNOLOGIES INC COM 30249U10 13 313 SH SHR/OTHR 01 313 D FMC TECHNOLOGIES INC COM 30249U10 1710 40630 SH SHARED 02 40630 D FMC TECHNOLOGIES INC COM 30249U10 4211 100000 SH SHARED 04 100000 D FMC TECHNOLOGIES INC COM 30249U10 54 1300 SH SHARED 06 1300 D FMC TECHNOLOGIES INC COM 30249U10 429 10200 SH SHARED 10 10200 D FMC TECHNOLOGIES INC COM 30249U10 14881 353400 SH SHARED 17 353400 D F M C CORP COM NEW 30249130 1136 19869 SH SHARED 4568 15301 D F M C CORP COM NEW 30249130 1260 22037 SH SHARED 02 22037 D F M C CORP COM NEW 30249130 417 7300 SH SHARED 17 7300 D FNB CORP PA COM 30252010 150 8725 SH SHARED 8200 525 D FNB CORP PA COM 30252010 108 6300 SH SHARED 02 6300 D FNB CORP PA COM 30252010 60 3500 SH SHARED 10 3500 D FNB CORP PA COM 30252010 411 23800 SH SHARED 17 23800 D FNX MNG CO INC COM 30253R10 5366 405900 SH SHARED 10 405900 D FPIC INS GROUP INC COM 30256310 111 3100 SH SHARED 3100 D FPIC INS GROUP INC COM 30256310 370 10300 SH SHARED 17 5100 5200 D FPL GROUP INC COM 30257110 28945 608102 SH SHARED 507379 100723 D FPL GROUP INC COM 30257110 3626 76194 SH SHARED 01 54250 21944 D FPL GROUP INC COM 30257110 2423 50904 SH SHR/OTHR 01 50904 D FPL GROUP INC COM 30257110 4262 89538 SH SHARED 02 89538 D FPL GROUP INC COM 30257110 128 2700 SH SHARED 05 2700 D FPL GROUP INC COM 30257110 352 7400 SH SHARED 06 7400 D FPL GROUP INC COM 30257110 3795 79746 SH SHARED 10 36940 42806 D FPL GROUP INC COM 30257110 1417 29788 SH SHR/OTHR 10 29788 D FPL GROUP INC COM 30257110 9567 200996 SH SHARED 17 156778 44218 D FTD GROUP INC COM 30267U10 19 1900 SH SHARED 1900 D FTD GROUP INC COM 30267U10 86 8310 SH SHARED 17 8310 D FX ENERGY INC COM 30269510 62 5200 SH SHARED 5200 D FX ENERGY INC COM 30269510 190 15900 SH SHARED 17 15900 D F N B CORP VA COM 30293010 33 1200 SH SHARED 1200 D F N B CORP VA COM 30293010 38 1400 SH SHARED 17 1400 D FTI CONSULTING INC COM 30294110 232 9200 SH SHARED 6500 2700 D FTI CONSULTING INC COM 30294110 7098 281000 SH SHARED 10 281000 D FTI CONSULTING INC COM 30294110 555 22000 SH SHARED 17 22000 D FACTSET RESH SYS INC COM 30307510 516 14650 SH SHARED 13750 900 D FACTSET RESH SYS INC COM 30307510 271 7690 SH SHARED 02 7690 D FACTSET RESH SYS INC COM 30307510 1247 35400 SH SHARED 10 35400 D FACTSET RESH SYS INC COM 30307510 946 26850 SH SHARED 17 14950 11900 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 5141 4632000 PRN SHARED 02 4632000 D FAIR ISAAC CORP COM 30325010 3098 69158 SH SHARED 41221 27937 D FAIR ISAAC CORP COM 30325010 100 2250 SH SHR/OTHR 01 2250 D FAIR ISAAC CORP COM 30325010 1591 35517 SH SHARED 02 35517 D FAIR ISAAC CORP COM 30325010 309 6900 SH SHARED 17 6900 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 37178 2501939 SH SHARED 2456739 45200 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 29 2000 SH SHR/OTHR 01 2000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 971 65400 SH SHARED 02 65400 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 445 30000 SH SHARED 04 30000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 102 6900 SH SHARED 10 6900 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1546 104100 SH SHARED 17 84000 20100 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 1183 1202000 PRN SHARED 02 1202000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 17 100 SH SHARED 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 883 5079 SH SHARED 02 5079 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 17 100 SH SHARED 06 100 D FAIRMONT HOTELS RESORTS INC NOTE 3.750%12/0 305204AB 5826 5560000 PRN SHARED 5560000 D FAIRMONT HOTELS RESORTS INC COM 30520410 3795 113577 SH SHARED 112800 777 D FAIRMONT HOTELS RESORTS INC COM 30520410 52 1562 SH SHR/OTHR 01 1562 D FAIRMONT HOTELS RESORTS INC COM 30520410 1203 35997 SH SHARED 02 35997 D FAIRMONT HOTELS RESORTS INC COM 30520410 2 77 SH SHARED 05 77 D FAIRMONT HOTELS RESORTS INC COM 30520410 6 200 SH SHARED 10 200 D FAIRMONT HOTELS RESORTS INC COM 30520410 591 17700 SH SHARED 14 17700 D FAIRPOINT COMMUNICATIONS INC COM 30556010 12638 863900 SH SHARED 863900 D FAIRPOINT COMMUNICATIONS INC COM 30556010 877 60000 SH SHARED 04 60000 D FAIRPOINT COMMUNICATIONS INC COM 30556010 64 4400 SH SHARED 10 4400 D FAIRPOINT COMMUNICATIONS INC COM 30556010 17 1170 SH SHARED 14 1170 D FAIRPOINT COMMUNICATIONS INC COM 30556010 184 12590 SH SHARED 17 9490 3100 D FALCONBRIDGE LTD NEW 2005 COM 30610410 123 4607 SH SHARED 500 4107 D FALCONBRIDGE LTD NEW 2005 COM 30610410 484 18139 SH SHARED 01 3300 14839 D FALCONBRIDGE LTD NEW 2005 COM 30610410 1336 50000 SH SHARED 04 50000 D FALCONBRIDGE LTD NEW 2005 COM 30610410 711 26640 SH SHARED 06 26640 D FALCONBRIDGE LTD NEW 2005 COM 30610410 24 900 SH SHARED 10 900 D FALCONBRIDGE LTD NEW 2005 COM 30610410 1644 61548 SH SHARED 14 61548 D FALCONSTOR SOFTWARE INC COM 30613710 22 3700 SH SHARED 3700 D FALCONSTOR SOFTWARE INC COM 30613710 81 13483 SH SHARED 17 13483 D FAMILY DLR STORES INC COM 30700010 10554 531172 SH SHARED 508976 22196 D FAMILY DLR STORES INC COM 30700010 206 10375 SH SHARED 01 2800 7575 D FAMILY DLR STORES INC COM 30700010 69 3500 SH SHR/OTHR 01 3500 D FAMILY DLR STORES INC COM 30700010 5781 290966 SH SHARED 02 290966 D FAMILY DLR STORES INC COM 30700010 30 1532 SH SHARED 06 1532 D FAMILY DLR STORES INC COM 30700010 49 2500 SH SHARED 10 2500 D FAMILY DLR STORES INC COM 30700010 1390 70000 SH SHARED 16 70000 D FAMILY DLR STORES INC COM 30700010 2186 110042 SH SHARED 17 110042 D FAMOUS DAVES AMER INC COM 30706810 35 3000 SH SHARED 3000 D FARGO ELECTRONICS INC COM 30744P10 220 12622 SH SHARED 12622 D FARGO ELECTRONICS INC COM 30744P10 110 6300 SH SHARED 17 6300 D FARMER BROS CO COM 30767510 20 1000 SH SHARED 1000 D FARMER BROS CO COM 30767510 80 4000 SH SHARED 17 1900 2100 D FARMERS CAP BK CORP COM 30956210 27 900 SH SHARED 900 D FARMERS CAP BK CORP COM 30956210 52 1700 SH SHARED 17 1700 D FARO TECHNOLOGIES INC COM 31164210 72 3700 SH SHARED 1700 2000 D FARO TECHNOLOGIES INC COM 31164210 412 21180 SH SHARED 02 21180 D FARO TECHNOLOGIES INC COM 31164210 214 11000 SH SHARED 05 11000 D FARO TECHNOLOGIES INC COM 31164210 2217 113800 SH SHARED 17 113800 D FASTENAL CO COM 31190010 11935 195382 SH SHARED 168182 27200 D FASTENAL CO COM 31190010 3137 51360 SH SHARED 02 51360 D FASTENAL CO COM 31190010 36 600 SH SHARED 10 600 D FEDDERS CORP COM NEW 31313550 206 96600 SH SHARED 96600 D FEDDERS CORP COM NEW 31313550 3 1743 SH SHARED 02 1743 D FEDERAL AGRIC MTG CORP CL C 31314830 41 1700 SH SHARED 1700 D FEDERAL AGRIC MTG CORP CL C 31314830 141 5800 SH SHARED 17 5800 D FEDERAL HOME LN MTG CORP COM 31340030 139504 2470852 SH SHARED 2300332 170520 D FEDERAL HOME LN MTG CORP COM 31340030 5017 88868 SH SHARED 01 64195 24673 D FEDERAL HOME LN MTG CORP COM 31340030 586 10380 SH SHR/OTHR 01 10380 D FEDERAL HOME LN MTG CORP COM 31340030 38851 688121 SH SHARED 02 651321 36800 D FEDERAL HOME LN MTG CORP COM 31340030 22 400 SH SHARED 05 400 D FEDERAL HOME LN MTG CORP COM 31340030 6430 113897 SH SHARED 06 113897 D FEDERAL HOME LN MTG CORP COM 31340030 117618 2083210 SH SHARED 10 1409618 673592 D FEDERAL HOME LN MTG CORP COM 31340030 208 3700 SH SHR/OTHR 10 3700 D FEDERAL HOME LN MTG CORP COM 31340030 6400 113355 SH SHARED 14 113355 D FEDERAL HOME LN MTG CORP COM 31340030 2049 36300 SH SHARED 15 36300 D FEDERAL HOME LN MTG CORP COM 31340030 342874 6072871 SH SHARED 17 6032271 40600 D FEDERAL NATL MTG ASSN COM 31358610 116058 2589433 SH SHARED 2353589 235844 D FEDERAL NATL MTG ASSN COM 31358610 1439 32118 SH SHARED 01 4617 27501 D FEDERAL NATL MTG ASSN COM 31358610 1331 29715 SH SHR/OTHR 01 29715 D FEDERAL NATL MTG ASSN COM 31358610 9845 219675 SH SHARED 02 219675 D FEDERAL NATL MTG ASSN COM 31358610 116 2600 SH SHARED 05 2600 D FEDERAL NATL MTG ASSN COM 31358610 3984 88902 SH SHARED 06 88902 D FEDERAL NATL MTG ASSN COM 31358610 9880 220438 SH SHARED 10 144083 76355 D FEDERAL NATL MTG ASSN COM 31358610 755 16850 SH SHR/OTHR 10 16850 D FEDERAL NATL MTG ASSN COM 31358610 12105 270087 SH SHARED 14 270087 D FEDERAL NATL MTG ASSN COM 31358610 896 20000 SH SHARED 15 20000 D FEDERAL NATL MTG ASSN COM 31358610 1344 30000 SH SHARED 16 30000 D FEDERAL NATL MTG ASSN COM 31358610 383176 8549235 SH SHARED 17 8545835 3400 D FEDERAL NATL MTG ASSN COM 31358610 3 75 SH SHARED 19 75 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 30 500 SH SHARED 400 100 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 505 8300 SH SHARED 02 8300 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 255 4200 SH SHARED 04 4200 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 166826 2738000 SH SHARED 11 2738000 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 877 14400 SH SHARED 17 14400 D FEDERAL SIGNAL CORP COM 31385510 995 58230 SH SHARED 40430 17800 D FEDERAL SIGNAL CORP COM 31385510 321 18800 SH SHARED 02 18800 D FEDERAL SIGNAL CORP COM 31385510 390 22830 SH SHARED 17 22830 D FEDERATED DEPT STORES INC DE COM 31410H10 94080 1406914 SH SHARED 1352655 54259 D FEDERATED DEPT STORES INC DE COM 31410H10 329 4921 SH SHARED 01 3424 1497 D FEDERATED DEPT STORES INC DE COM 31410H10 282 4231 SH SHR/OTHR 01 4231 D FEDERATED DEPT STORES INC DE COM 31410H10 4432 66289 SH SHARED 02 66289 D FEDERATED DEPT STORES INC DE COM 31410H10 3851 57592 SH SHARED 05 50162 7430 D FEDERATED DEPT STORES INC DE COM 31410H10 425 6365 SH SHARED 06 6365 D FEDERATED DEPT STORES INC DE COM 31410H10 75915 1135267 SH SHARED 10 58340 922280 154647 D FEDERATED DEPT STORES INC DE COM 31410H10 293 4389 SH SHARED 14 4389 D FEDERATED DEPT STORES INC DE COM 31410H10 85577 1279757 SH SHARED 17 1233451 46306 D FEDERATED DEPT STORES INC DE COM 31410H10 18 270 SH SHARED 19 270 D FEDERATED INVS INC PA CL B 31421110 3398 102272 SH SHARED 87872 14400 D FEDERATED INVS INC PA CL B 31421110 704 21196 SH SHARED 02 21196 D FEDERATED INVS INC PA CL B 31421110 1129 34000 SH SHARED 17 34000 D FEDEX CORP COM 31428X10 206897 2374579 SH SHARED 2302783 71796 D FEDEX CORP COM 31428X10 5432 62345 SH SHARED 01 50465 11880 D FEDEX CORP COM 31428X10 688 7900 SH SHR/OTHR 01 7900 D FEDEX CORP COM 31428X10 6859 78728 SH SHARED 02 78728 D FEDEX CORP COM 31428X10 8 100 SH SHARED 05 100 D FEDEX CORP COM 31428X10 548 6290 SH SHARED 06 6290 D FEDEX CORP COM 31428X10 150828 1731071 SH SHARED 10 1030520 455500 245051 D FEDEX CORP COM 31428X10 405 4650 SH SHR/OTHR 10 4650 D FEDEX CORP COM 31428X10 17 200 SH SHARED 14 200 D FEDEX CORP COM 31428X10 2291 26300 SH SHARED 15 26300 D FEDEX CORP COM 31428X10 47452 544618 SH SHARED 17 543718 900 D FELCOR LODGING TR INC COM 31430F10 962 63522 SH SHARED 40022 23500 D FELCOR LODGING TR INC COM 31430F10 53 3500 SH SHARED 02 3500 D FELCOR LODGING TR INC COM 31430F10 1666 110000 SH SHARED 10 110000 D FELCOR LODGING TR INC COM 31430F10 358 23631 SH SHARED 17 19431 4200 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 668 27160 SH SHARED 27160 D FELDMAN MALL PPTYS INC COM 31430810 18996 1461300 SH SHARED 11 1461300 D FELDMAN MALL PPTYS INC COM 31430810 5656 435100 SH SHARED 17 435100 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 19 900 SH SHARED 02 900 D FERRO CORP COM 31540510 473 25853 SH SHARED 11153 14700 D FERRO CORP COM 31540510 261 14300 SH SHARED 02 14300 D FERRO CORP COM 31540510 365 19932 SH SHARED 17 16832 3100 D F5 NETWORKS INC COM 31561610 6756 155425 SH SHARED 135425 20000 D F5 NETWORKS INC COM 31561610 1185 27280 SH SHARED 02 27280 D F5 NETWORKS INC COM 31561610 26 600 SH SHARED 10 600 D F5 NETWORKS INC COM 31561610 685 15777 SH SHARED 17 15777 D FIAT S P A SP ADR ORD NEW 31562188 224 25000 SH SHARED 25000 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1155 540022 SH SHARED 02 540022 D FIDELITY BANKSHARES INC NEW COM 31604Q10 100 3300 SH SHARED 3300 D FIDELITY BANKSHARES INC NEW COM 31604Q10 88 2900 SH SHARED 02 2900 D FIDELITY BANKSHARES INC NEW COM 31604Q10 186 6100 SH SHARED 05 6100 D FIDELITY BANKSHARES INC NEW COM 31604Q10 701 22950 SH SHARED 10 22950 D FIDELITY BANKSHARES INC NEW COM 31604Q10 2253 73750 SH SHARED 17 71950 1800 D FIDELITY NATL FINL INC COM 31632610 220322 4948831 SH SHARED 4884037 64794 D FIDELITY NATL FINL INC COM 31632610 3717 83500 SH SHARED 02 83500 D FIDELITY NATL FINL INC COM 31632610 137 3097 SH SHARED 06 3097 D FIDELITY NATL FINL INC COM 31632610 4 100 SH SHARED 10 100 D FIDELITY NATL FINL INC COM 31632610 1577 35440 SH SHARED 17 35440 D FIELDSTONE INVT CORP COM 31659U30 25459 2183515 SH SHARED 2183515 D FIELDSTONE INVT CORP COM 31659U30 86 7400 SH SHARED 10 7400 D FIELDSTONE INVT CORP COM 31659U30 8027 688503 SH SHARED 17 688503 D FIFTH THIRD BANCORP COM 31677310 148394 4037941 SH SHARED 3924684 113257 D FIFTH THIRD BANCORP COM 31677310 1267 34500 SH SHARED 01 28050 6450 D FIFTH THIRD BANCORP COM 31677310 1110 30225 SH SHR/OTHR 01 30225 D FIFTH THIRD BANCORP COM 31677310 5029 136846 SH SHARED 02 136846 D FIFTH THIRD BANCORP COM 31677310 11 300 SH SHARED 05 300 D FIFTH THIRD BANCORP COM 31677310 389 10598 SH SHARED 06 10598 D FIFTH THIRD BANCORP COM 31677310 235 6400 SH SHARED 10 6400 D FIFTH THIRD BANCORP COM 31677310 242 6600 SH SHR/OTHR 10 6600 D FIFTH THIRD BANCORP COM 31677310 165 4500 SH SHARED 14 4500 D FIFTH THIRD BANCORP COM 31677310 15456 420587 SH SHARED 17 420587 D FILENET CORP COM 31686910 200 7200 SH SHARED 6100 1100 D FILENET CORP COM 31686910 133 4800 SH SHARED 02 4800 D FILENET CORP COM 31686910 2092 75000 SH SHARED 10 900 74100 D FILENET CORP COM 31686910 1066 38228 SH SHARED 17 16328 21900 D FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF 1522 1500000 PRN SHARED 1500000 D FINANCIAL FED CORP COM 31749210 107 2700 SH SHARED 2700 D FINANCIAL FED CORP COM 31749210 282 7100 SH SHARED 17 7100 D FINANCIAL INSTNS INC COM 31758540 23 1300 SH SHARED 1300 D FINANCIAL INSTNS INC COM 31758540 40 2200 SH SHARED 17 2200 D FINISAR NOTE 5.250%10/1 31787AAC 2406 3000000 PRN SHARED 3000000 D FINISAR NOTE 2.500%10/1 31787AAF 8352 9850000 PRN SHARED 9850000 D FINISAR COM 31787A10 308 224862 SH SHARED 224862 D FINISAR COM 31787A10 9 6600 SH SHARED 02 6600 D FINISAR COM 31787A10 113 83200 SH SHARED 17 83200 D FINISH LINE INC CL A 31792310 91 6300 SH SHARED 6300 D FINISH LINE INC CL A 31792310 112 7697 SH SHARED 02 7697 D FINISH LINE INC CL A 31792310 20 1400 SH SHARED 10 1400 D FINISH LINE INC CL A 31792310 1591 109108 SH SHARED 17 109108 D FIRST ADVANTAGE CORP CL A 31845F10 17 600 SH SHARED 600 D FIRST ACCEPTANCE CORP COM 31845710 27 2700 SH SHARED 2700 D FIRST ACCEPTANCE CORP COM 31845710 55 5500 SH SHARED 17 5500 D FIRST AMERN CORP CALIF COM 31852230 4935 108072 SH SHARED 75072 33000 D FIRST AMERN CORP CALIF COM 31852230 1849 40500 SH SHARED 02 40500 D FIRST AMERN CORP CALIF COM 31852230 18 400 SH SHARED 17 400 D FIRST BANCORP P R COM 31867210 174 10300 SH SHARED 10300 D FIRST BANCORP P R COM 31867210 3658 216200 SH SHARED 10 216200 D FIRST BANCORP P R COM 31867210 2158 127600 SH SHARED 17 41000 86600 D FIRST BANCORP N C COM 31891010 34 1700 SH SHARED 1700 D FIRST BANCORP N C COM 31891010 34 1700 SH SHARED 10 1700 D FIRST BANCORP N C COM 31891010 87 4350 SH SHARED 17 4350 D FIRST BUSEY CORP COM 31938310 39 2017 SH SHARED 2017 D FIRST BUSEY CORP COM 31938310 99 5100 SH SHARED 17 5100 D FIRST CASH FINL SVCS INC COM 31942D10 115 4400 SH SHARED 4400 D FIRST CASH FINL SVCS INC COM 31942D10 557 21166 SH SHARED 17 21166 D FIRST CHARTER CORP COM 31943910 115 4700 SH SHARED 4600 100 D FIRST CHARTER CORP COM 31943910 411 16800 SH SHARED 10 16800 D FIRST CHARTER CORP COM 31943910 416 17000 SH SHARED 17 14100 2900 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 153 900 SH SHARED 900 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 178 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 134 790 SH SHARED 10 90 700 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 529 3100 SH SHARED 17 2700 400 D FIRST COMWLTH FINL CORP PA COM 31982910 169 12700 SH SHARED 12200 500 D FIRST COMWLTH FINL CORP PA COM 31982910 47 3600 SH SHARED 10 3600 D FIRST COMWLTH FINL CORP PA COM 31982910 346 25982 SH SHARED 17 25982 D FIRST CMNTY BANCSHARES INC N COM 31983A10 44 1500 SH SHARED 1500 D FIRST CMNTY BANCSHARES INC N COM 31983A10 162 5549 SH SHARED 17 3749 1800 D FIRST CMNTY BANCORP CALIF COM 31983B10 95 2000 SH SHARED 2000 D FIRST CMNTY BANCORP CALIF COM 31983B10 46 975 SH SHR/OTHR 01 975 D FIRST CMNTY BANCORP CALIF COM 31983B10 1253 26200 SH SHARED 10 26200 D FIRST CMNTY BANCORP CALIF COM 31983B10 301 6300 SH SHARED 17 6300 D FIRST DATA CORP COM 31996310 65177 1629428 SH SHARED 1438623 190805 D FIRST DATA CORP COM 31996310 17043 426083 SH SHARED 01 237345 188738 D FIRST DATA CORP COM 31996310 4740 118515 SH SHR/OTHR 01 118515 D FIRST DATA CORP COM 31996310 16732 418305 SH SHARED 02 418305 D FIRST DATA CORP COM 31996310 7416 185400 SH SHARED 04 185400 D FIRST DATA CORP COM 31996310 20 519 SH SHARED 05 519 D FIRST DATA CORP COM 31996310 4362 109065 SH SHARED 06 109065 D FIRST DATA CORP COM 31996310 141445 3536143 SH SHARED 10 2371478 1164665 D FIRST DATA CORP COM 31996310 4197 104940 SH SHR/OTHR 10 104940 D FIRST DATA CORP COM 31996310 324 8100 SH SHARED 14 8100 D FIRST DATA CORP COM 31996310 2196 54900 SH SHARED 15 54900 D FIRST DATA CORP COM 31996310 15459 386476 SH SHARED 17 383876 2600 D FIRST DEFIANCE FINL CORP COM 32006W10 32 1200 SH SHARED 1200 D FIRST DEFIANCE FINL CORP COM 32006W10 35 1300 SH SHARED 17 1300 D FIRST FINL BANKSHARES COM 32020R10 101 2900 SH SHARED 2900 D FIRST FINL BANKSHARES COM 32020R10 106 3067 SH SHARED 10 3067 D FIRST FINL BANKSHARES COM 32020R10 222 6386 SH SHARED 17 6386 D FIRST FINL BANCORP OH COM 32020910 96 5200 SH SHARED 5200 D FIRST FINL BANCORP OH COM 32020910 211 11342 SH SHARED 17 11342 D FIRST FINL CORP IND COM 32021810 51 1900 SH SHARED 1900 D FIRST FINL CORP IND COM 32021810 105 3900 SH SHARED 10 800 3100 D FIRST FINL CORP IND COM 32021810 170 6310 SH SHARED 17 4110 2200 D FIRST FINL HLDGS INC COM 32023910 55 1800 SH SHARED 1800 D FIRST FINL HLDGS INC COM 32023910 107 3500 SH SHARED 10 3500 D FIRST FINL HLDGS INC COM 32023910 197 6400 SH SHARED 17 4200 2200 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAB 5050 5000000 PRN SHARED 5000000 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAB 12723 12598000 PRN SHARED 02 12598000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 188 9500 SH SHARED 9500 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 245 12369 SH SHARED 02 12369 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 14534 731500 SH SHARED 04 731500 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 39 2000 SH SHARED 06 2000 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1512 76100 SH SHARED 10 76100 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 176 8900 SH SHARED 14 8900 D FIRST HORIZON PHARMACEUTICAL COM 32051K10 1770 89100 SH SHARED 17 12000 77100 D FIRST HORIZON NATL CORP COM 32051710 28282 778067 SH SHARED 749813 28254 D FIRST HORIZON NATL CORP COM 32051710 326 8990 SH SHARED 01 8990 D FIRST HORIZON NATL CORP COM 32051710 1149 31636 SH SHARED 02 31636 D FIRST HORIZON NATL CORP COM 32051710 65 1800 SH SHARED 06 1800 D FIRST HORIZON NATL CORP COM 32051710 261 7200 SH SHARED 10 3700 3500 D FIRST HORIZON NATL CORP COM 32051710 22 631 SH SHARED 14 631 D FIRST HORIZON NATL CORP COM 32051710 2260 62189 SH SHARED 17 62189 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 336 8400 SH SHARED 8400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 196 4900 SH SHARED 01 3650 1250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 376 9400 SH SHR/OTHR 01 9400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 100 2500 SH SHARED 02 2500 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2819 70400 SH SHARED 10 70400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 65265 1629600 SH SHARED 11 1629600 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1321 33000 SH SHARED 17 18800 14200 D FIRST IND CORP COM 32054R10 51 1500 SH SHARED 1500 D FIRST IND CORP COM 32054R10 98 2900 SH SHARED 17 2900 D FIRST ISRAEL FD INC COM 32063L10 0 37 SH SHARED 37 D FIRST MARBLEHEAD CORP COM 32077110 5295 208500 SH SHARED 208500 D FIRST MARBLEHEAD CORP COM 32077110 4 175 SH SHARED 01 175 D FIRST MARBLEHEAD CORP COM 32077110 10 411 SH SHR/OTHR 01 411 D FIRST MARBLEHEAD CORP COM 32077110 561 22100 SH SHARED 02 22100 D FIRST MARBLEHEAD CORP COM 32077110 8458 333000 SH SHARED 10 333000 D FIRST MARBLEHEAD CORP COM 32077110 8112 319400 SH SHARED 17 319400 D FIRST MERCHANTS CORP COM 32081710 72 2800 SH SHARED 2800 D FIRST MERCHANTS CORP COM 32081710 49 1900 SH SHARED 10 1900 D FIRST MERCHANTS CORP COM 32081710 197 7628 SH SHARED 17 7628 D FIRST MIDWEST BANCORP DEL COM 32086710 279 7500 SH SHARED 6900 600 D FIRST MIDWEST BANCORP DEL COM 32086710 11 300 SH SHARED 02 300 D FIRST MIDWEST BANCORP DEL COM 32086710 193 5200 SH SHARED 10 5200 D FIRST MIDWEST BANCORP DEL COM 32086710 1187 31900 SH SHARED 17 20400 11500 D FIRST NIAGARA FINL GP INC COM 33582V10 248 17200 SH SHARED 17200 D FIRST NIAGARA FINL GP INC COM 33582V10 992 68700 SH SHARED 10 68700 D FIRST NIAGARA FINL GP INC COM 33582V10 802 55579 SH SHARED 17 55579 D FIRST OAK BROOK BANCSHARES I COM 33584720 30 1000 SH SHARED 1000 D FIRST OAK BROOK BANCSHARES I COM 33584720 24 800 SH SHARED 10 800 D FIRST OAK BROOK BANCSHARES I COM 33584720 77 2550 SH SHARED 17 2550 D FIRST POTOMAC RLTY TR COM 33610F10 74 2900 SH SHARED 2400 500 D FIRST POTOMAC RLTY TR COM 33610F10 5 200 SH SHARED 02 200 D FIRST POTOMAC RLTY TR COM 33610F10 102 4000 SH SHARED 10 4000 D FIRST POTOMAC RLTY TR COM 33610F10 49647 1931800 SH SHARED 11 1931800 D FIRST POTOMAC RLTY TR COM 33610F10 190 7400 SH SHARED 17 4800 2600 D FIRST PL FINL CORP COM 33610T10 46 2100 SH SHARED 2100 D FIRST PL FINL CORP COM 33610T10 86 3900 SH SHARED 17 3900 D FIRST REGL BANCORP COM 33615C10 47 600 SH SHARED 400 200 D FIRST REP BK SAN FRANCISCO COM 33615810 1255 35650 SH SHARED 35650 D FIRST REP BK SAN FRANCISCO COM 33615810 35 1021 SH SHARED 02 1021 D FIRST REP BK SAN FRANCISCO COM 33615810 1312 37250 SH SHARED 10 37250 D FIRST REP BK SAN FRANCISCO COM 33615810 459 13050 SH SHARED 17 11550 1500 D FIRST ST BANCORPORATION COM 33645310 46 2200 SH SHARED 2200 D FIRST ST BANCORPORATION COM 33645310 12 600 SH SHARED 10 600 D FIRST ST BANCORPORATION COM 33645310 148 7000 SH SHARED 17 7000 D FIRST SOUTH BANCORP INC VA COM 33646W10 63 1900 SH SHARED 1900 D 1ST SOURCE CORP COM 33690110 39 1700 SH SHARED 1700 D 1ST SOURCE CORP COM 33690110 98 4270 SH SHARED 10 670 3600 D 1ST SOURCE CORP COM 33690110 143 6181 SH SHARED 17 3981 2200 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 284 16329 SH SHARED 16329 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 14679 985880 SH SHARED 985880 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 9732 589820 SH SHARED 589820 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 169 10263 SH SHARED 01 10263 D FIRST TR VAL LINE & IBBTSN E COM 33735H10 5415 241964 SH SHARED 241964 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 1 423 SH SHARED 423 D FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 61 13659 SH SHARED 01 13659 D FISERV INC COM 33773810 34933 761580 SH SHARED 718915 42665 D FISERV INC COM 33773810 1948 42485 SH SHARED 02 42485 D FISERV INC COM 33773810 9 200 SH SHARED 05 200 D FISERV INC COM 33773810 222 4850 SH SHARED 06 4850 D FISERV INC COM 33773810 92777 2022619 SH SHARED 10 725289 1079100 218230 D FISERV INC COM 33773810 92 2007 SH SHARED 14 2007 D FISERV INC COM 33773810 4010 87422 SH SHARED 17 87422 D FISHER COMMUNICATIONS INC COM 33775620 46 1000 SH SHARED 1000 D FISHER COMMUNICATIONS INC COM 33775620 102 2200 SH SHARED 10 2200 D FISHER COMMUNICATIONS INC COM 33775620 153 3300 SH SHARED 17 1900 1400 D FIRSTFED FINL CORP COM 33790710 129 2400 SH SHARED 2400 D FIRSTFED FINL CORP COM 33790710 9015 167540 SH SHARED 10 1040 166500 D FIRSTFED FINL CORP COM 33790710 2378 44200 SH SHARED 17 9800 34400 D FIRSTMERIT CORP COM 33791510 1047 39088 SH SHARED 10388 28700 D FIRSTMERIT CORP COM 33791510 1151 43000 SH SHARED 02 43000 D FIRSTMERIT CORP COM 33791510 58 2200 SH SHARED 10 2200 D FIRSTMERIT CORP COM 33791510 10 400 SH SHARED 17 400 D FLAGSTAR BANCORP INC COM 33793010 1144 71060 SH SHARED 71060 D FLAGSTAR BANCORP INC COM 33793010 130 8077 SH SHARED 02 8077 D FLAGSTAR BANCORP INC COM 33793010 230 14290 SH SHARED 10 1690 12600 D FLAGSTAR BANCORP INC COM 33793010 258 16050 SH SHARED 17 16050 D FIRSTENERGY CORP COM 33793210 77443 1485861 SH SHARED 1408644 77217 D FIRSTENERGY CORP COM 33793210 34 660 SH SHARED 01 660 D FIRSTENERGY CORP COM 33793210 13 266 SH SHR/OTHR 01 266 D FIRSTENERGY CORP COM 33793210 6734 129205 SH SHARED 02 129205 D FIRSTENERGY CORP COM 33793210 10 200 SH SHARED 05 200 D FIRSTENERGY CORP COM 33793210 797 15298 SH SHARED 06 15298 D FIRSTENERGY CORP COM 33793210 380 7300 SH SHARED 10 800 6500 D FIRSTENERGY CORP COM 33793210 562 10785 SH SHARED 14 10785 D FIRSTENERGY CORP COM 33793210 7334 140720 SH SHARED 17 140720 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 73094 51914000 PRN SHARED 51914000 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 5075 5000000 PRN SHARED 5000000 D FISHER SCIENTIFIC INTL INC CB 33803220 126 204776 PRN SHARED 182476 22300 D FISHER SCIENTIFIC INTL INC CB 33803220 16 27321 PRN SHARED 02 27321 D FISHER SCIENTIFIC INTL INC CB 33803220 96 155455 PRN SHARED 04 155455 D FISHER SCIENTIFIC INTL INC CB 33803220 0 100 PRN SHARED 05 100 D FISHER SCIENTIFIC INTL INC CB 33803220 15 25126 PRN SHARED 06 25126 D FISHER SCIENTIFIC INTL INC CB 33803220 69 112300 PRN SHARED 10 111300 1000 D FISHER SCIENTIFIC INTL INC CB 33803220 0 1100 PRN SHARED 14 1100 D FISHER SCIENTIFIC INTL INC CB 33803220 313 506407 PRN SHARED 17 506407 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 01 1 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 822 44000 SH SHARED 02 44000 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 7358 393500 SH SHARED 10 393500 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 166 8900 SH SHARED 17 8900 D FLANDERS CORP COM 33849410 209 17232 SH SHARED 17232 D FLANDERS CORP COM 33849410 92 7600 SH SHARED 17 7600 D FLEETWOOD ENTERPRISES INC COM 33909910 115 9401 SH SHARED 9400 1 D FLEETWOOD ENTERPRISES INC COM 33909910 246 20077 SH SHARED 17 20077 D FLOATING RATE INCM STRT FD I COM 33973510 131 7495 SH SHARED 7495 D FLORIDA EAST COAST INDS COM 34063210 909 20084 SH SHARED 20084 D FLORIDA EAST COAST INDS COM 34063210 135 3000 SH SHR/OTHR 01 3000 D FLORIDA EAST COAST INDS COM 34063210 1220 26946 SH SHARED 10 3765 23181 D FLORIDA EAST COAST INDS COM 34063210 869 19200 SH SHARED 17 17800 1400 D FLORIDA ROCK INDS INC COM 34114010 19 300 SH SHARED 300 D FLORIDA ROCK INDS INC COM 34114010 38 600 SH SHR/OTHR 01 600 D FLORIDA ROCK INDS INC COM 34114010 801 12508 SH SHARED 02 12508 D FLORIDA ROCK INDS INC COM 34114010 1849 28850 SH SHARED 10 28850 D FLORIDA ROCK INDS INC COM 34114010 20104 313684 SH SHARED 17 313684 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 2993 2410000 PRN SHARED 06 2410000 D FLUOR CORP NEW COM 34341210 22499 349485 SH SHARED 325467 24018 D FLUOR CORP NEW COM 34341210 412 6400 SH SHARED 01 6400 D FLUOR CORP NEW COM 34341210 1991 30927 SH SHARED 02 30927 D FLUOR CORP NEW COM 34341210 83 1300 SH SHARED 06 1300 D FLUOR CORP NEW COM 34341210 51 800 SH SHARED 10 800 D FLUOR CORP NEW COM 34341210 2268 35229 SH SHARED 17 35229 D FLOWERS FOODS INC COM 34349810 1438 52722 SH SHARED 52722 D FLOWERS FOODS INC COM 34349810 1504 55140 SH SHARED 02 55140 D FLOWERS FOODS INC COM 34349810 6648 243725 SH SHARED 10 243725 D FLOWERS FOODS INC COM 34349810 2532 92837 SH SHARED 17 37937 54900 D FLOWSERVE CORP COM 34354P10 1246 34305 SH SHARED 14305 20000 D FLOWSERVE CORP COM 34354P10 149 4100 SH SHARED 01 4100 D FLOWSERVE CORP COM 34354P10 770 21200 SH SHARED 02 21200 D FLOWSERVE CORP COM 34354P10 1283 35300 SH SHARED 10 1100 34200 D FLOWSERVE CORP COM 34354P10 876 24100 SH SHARED 17 21700 2400 D FLUSHING FINL CORP COM 34387310 336 20569 SH SHARED 20569 D FLUSHING FINL CORP COM 34387310 83 5100 SH SHARED 02 5100 D FLUSHING FINL CORP COM 34387310 108 6600 SH SHARED 17 6600 D FLYI INC COM 34407T10 2 9600 SH SHARED 9600 D FLYI INC COM 34407T10 12 49600 SH SHARED 02 49600 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 40 1500 SH SHARED 1500 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 9934 371532 SH SHARED 17 371532 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 5420 77525 SH SHARED 77525 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 21500 307500 SH SHARED 01 301800 5700 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1817 26000 SH SHARED 04 26000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3157 45152 SH SHARED 05 45152 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2237 32000 SH SHARED 06 32000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 46691 667791 SH SHARED 10 667791 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 748 10700 SH SHARED 14 10700 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 312 4470 SH SHARED 15 4470 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2094 29950 SH SHARED 17 29950 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 45 650 SH SHARED 19 650 D FOOT LOCKER INC COM 34484910 6201 282643 SH SHARED 224848 57795 D FOOT LOCKER INC COM 34484910 65 3000 SH SHR/OTHR 01 3000 D FOOT LOCKER INC COM 34484910 1612 73500 SH SHARED 02 73500 D FOOT LOCKER INC COM 34484910 74 3397 SH SHARED 06 3397 D FOOT LOCKER INC COM 34484910 26 1200 SH SHARED 10 1200 D FOOT LOCKER INC COM 34484910 1029 46925 SH SHARED 17 46925 D FORD MTR CO DEL COM PAR $0.01 34537086 572415 58054312 SH SHARED 57709801 344511 D FORD MTR CO DEL COM PAR $0.01 34537086 14 1520 SH SHARED 01 475 1045 D FORD MTR CO DEL COM PAR $0.01 34537086 607 61639 SH SHR/OTHR 01 61639 D FORD MTR CO DEL COM PAR $0.01 34537086 5241 531569 SH SHARED 02 531569 D FORD MTR CO DEL COM PAR $0.01 34537086 13 1400 SH SHARED 05 1400 D FORD MTR CO DEL COM PAR $0.01 34537086 373 37922 SH SHARED 06 37922 D FORD MTR CO DEL COM PAR $0.01 34537086 222 22600 SH SHARED 10 22600 D FORD MTR CO DEL COM PAR $0.01 34537086 240 24426 SH SHARED 14 24426 D FORD MTR CO DEL COM PAR $0.01 34537086 36694 3721535 SH SHARED 17 3712835 8700 D FORD MTR CO DEL COM PAR $0.01 34537086 473 48020 SH SHARED 18 48020 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 7290 200000 SH SHARED 200000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 21 600 SH SHARED 01 600 D FORDING CDN COAL TR TR UNIT 34542510 860 20203 SH SHARED 20203 D FORDING CDN COAL TR TR UNIT 34542510 149 3519 SH SHR/OTHR 01 3519 D FOREST CITY ENTERPRISES INC CL A 34555010 19 500 SH SHARED 500 D FOREST CITY ENTERPRISES INC CL A 34555010 247 6506 SH SHARED 02 6506 D FOREST LABS INC COM 34583810 62498 1603750 SH SHARED 1504306 99444 D FOREST LABS INC COM 34583810 2427 62285 SH SHARED 01 10880 51405 D FOREST LABS INC COM 34583810 1144 29359 SH SHR/OTHR 01 29359 D FOREST LABS INC COM 34583810 3887 99761 SH SHARED 02 99761 D FOREST LABS INC COM 34583810 26044 668330 SH SHARED 05 645430 22900 D FOREST LABS INC COM 34583810 14721 377761 SH SHARED 06 377761 D FOREST LABS INC COM 34583810 7692 197401 SH SHARED 10 166875 30526 D FOREST LABS INC COM 34583810 6578 168805 SH SHARED 14 168805 D FOREST LABS INC COM 34583810 9172 235366 SH SHARED 17 233466 1900 D FOREST OIL CORP COM PAR $0.01 34609170 16302 312908 SH SHARED 289708 23200 D FOREST OIL CORP COM PAR $0.01 34609170 1331 25561 SH SHARED 02 25561 D FOREST OIL CORP COM PAR $0.01 34609170 486 9330 SH SHARED 17 9330 D FORMFACTOR INC COM 34637510 118 5200 SH SHARED 5200 D FORMFACTOR INC COM 34637510 1156 50700 SH SHARED 01 50700 D FORMFACTOR INC COM 34637510 22 975 SH SHR/OTHR 01 975 D FORMFACTOR INC COM 34637510 442 19411 SH SHARED 02 19411 D FORMFACTOR INC COM 34637510 5280 231400 SH SHARED 10 228500 2900 D FORMFACTOR INC COM 34637510 11848 519200 SH SHARED 17 306600 212600 D FORRESTER RESH INC COM 34656310 1408 67674 SH SHR/OTHR 67674 D FORRESTER RESH INC COM 34656310 41 2000 SH SHARED 2000 D FORRESTER RESH INC COM 34656310 124 6000 SH SHARED 17 6000 D FORTUNE BRANDS INC COM 34963110 49724 611395 SH SHARED 572500 38895 D FORTUNE BRANDS INC COM 34963110 23026 283126 SH SHARED 01 128473 154653 D FORTUNE BRANDS INC COM 34963110 7570 93087 SH SHR/OTHR 01 93087 D FORTUNE BRANDS INC COM 34963110 2600 31976 SH SHARED 02 31976 D FORTUNE BRANDS INC COM 34963110 390 4800 SH SHARED 04 4800 D FORTUNE BRANDS INC COM 34963110 8 100 SH SHARED 05 100 D FORTUNE BRANDS INC COM 34963110 703 8650 SH SHARED 06 8650 D FORTUNE BRANDS INC COM 34963110 52926 650760 SH SHARED 10 164045 321300 165415 D FORTUNE BRANDS INC COM 34963110 2095 25770 SH SHR/OTHR 10 25770 D FORTUNE BRANDS INC COM 34963110 6877 84559 SH SHARED 17 83959 600 D FORWARD AIR CORP COM 34985310 180 4900 SH SHARED 4900 D FORWARD AIR CORP COM 34985310 520 14117 SH SHARED 02 14117 D FORWARD AIR CORP COM 34985310 114 3100 SH SHARED 10 3100 D FORWARD AIR CORP COM 34985310 517 14037 SH SHARED 17 12037 2000 D FOSSIL INC COM 34988210 210 11575 SH SHARED 7300 4275 D FOSSIL INC COM 34988210 3 200 SH SHARED 01 200 D FOSSIL INC COM 34988210 22 1258 SH SHR/OTHR 01 1258 D FOSSIL INC COM 34988210 212 11670 SH SHARED 02 11670 D FOSSIL INC COM 34988210 117 6447 SH SHARED 10 2347 4100 D FOSSIL INC COM 34988210 558 30700 SH SHARED 17 28000 2700 D FOSTER L B CO COM 35006010 26 2000 SH SHARED 01 2000 D FOUNDATION COAL HLDGS INC COM 35039W10 599 15600 SH SHARED 15600 D FOUNDATION COAL HLDGS INC COM 35039W10 7793 202700 SH SHARED 10 199600 3100 D FOUNDATION COAL HLDGS INC COM 35039W10 663 17250 SH SHARED 17 15450 1800 D FOUNDRY NETWORKS INC COM 35063R10 270 21300 SH SHARED 19000 2300 D FOUNDRY NETWORKS INC COM 35063R10 2447 192755 SH SHARED 01 182805 9950 D FOUNDRY NETWORKS INC COM 35063R10 71 5653 SH SHR/OTHR 01 5653 D FOUNDRY NETWORKS INC COM 35063R10 241 19000 SH SHARED 04 19000 D FOUNDRY NETWORKS INC COM 35063R10 9484 746783 SH SHARED 10 738183 8600 D FOUNDRY NETWORKS INC COM 35063R10 18543 1460080 SH SHARED 17 1065580 394500 D 4 KIDS ENTMT INC COM 35086510 33 1900 SH SHARED 1900 D 4 KIDS ENTMT INC COM 35086510 3 192 SH SHARED 02 192 D 4 KIDS ENTMT INC COM 35086510 19 1140 SH SHARED 10 1140 D 4 KIDS ENTMT INC COM 35086510 121 7000 SH SHARED 17 7000 D FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE 1820 1773000 PRN SHARED 02 1773000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 8948 155900 SH SHARED 155800 100 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 1849 32215 SH SHARED 02 32215 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 9700 169000 SH SHARED 04 169000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 31 540 SH SHARED 05 540 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 11 200 SH SHARED 06 200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 1875 32680 SH SHARED 17 32680 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 104 2200 SH SHARED 2100 100 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 14 300 SH SHR/OTHR 01 300 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 119 2500 SH SHARED 10 2500 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 552 11600 SH SHARED 17 10500 1100 D FRANCE TELECOM SPONSORED ADR 35177Q10 517 18000 SH SHARED 18000 D FRANKLIN BK CORP DEL COM 35245110 50 3100 SH SHARED 3100 D FRANKLIN BK CORP DEL COM 35245110 92 5700 SH SHARED 17 5700 D FRANKLIN ELEC INC COM 35351410 165 4000 SH SHARED 3200 800 D FRANKLIN ELEC INC COM 35351410 1908 46100 SH SHARED 10 46100 D FRANKLIN ELEC INC COM 35351410 517 12500 SH SHARED 17 10800 1700 D FRANKLIN RES INC NOTE 5/1 354613AC 97927124590000 PRN SHARED 124590000 D FRANKLIN RES INC NOTE 5/1 354613AC 3567 4539000 PRN SHARED 02 4539000 D FRANKLIN RES INC COM 35461310 31420 374227 SH SHARED 331373 42854 D FRANKLIN RES INC COM 35461310 3697 44035 SH SHARED 01 28925 15110 D FRANKLIN RES INC COM 35461310 629 7497 SH SHR/OTHR 01 7497 D FRANKLIN RES INC COM 35461310 5540 65990 SH SHARED 02 65990 D FRANKLIN RES INC COM 35461310 8 100 SH SHARED 05 100 D FRANKLIN RES INC COM 35461310 283 3376 SH SHARED 06 3376 D FRANKLIN RES INC COM 35461310 6003 71510 SH SHARED 10 29600 41910 D FRANKLIN RES INC COM 35461310 8566 102033 SH SHARED 17 101333 700 D FRANKLIN UNVL TR SH BEN INT 35514510 275 44256 SH SHARED 44256 D FREDS INC CL A 35610810 366 29313 SH SHARED 29313 D FREDS INC CL A 35610810 226 18068 SH SHARED 17 18068 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 13831 13818000 PRN SHARED 13818000 D FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/1 35671DAK 3922 3919000 PRN SHARED 02 3919000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 29125 599412 SH SHARED 562264 37148 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5237 107797 SH SHARED 01 65432 42365 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 963 19827 SH SHR/OTHR 01 19827 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 22454 462129 SH SHARED 02 462129 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 196 4054 SH SHARED 06 4054 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4673 96175 SH SHARED 10 2100 94075 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 6305 129776 SH SHARED 17 129776 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 5824 248800 SH SHARED 248800 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 2031 86800 SH SHARED 02 86800 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 1170 50000 SH SHARED 04 50000 D FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 1506 64354 SH SHARED 17 64354 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 37233 1579014 SH SHARED 1499422 79592 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 199 8471 SH SHARED 01 5463 3008 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 172 7324 SH SHR/OTHR 01 7324 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 3493 148175 SH SHARED 02 148175 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 1526 64740 SH SHARED 10 64740 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 25 1080 SH SHARED 14 1080 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 5799 245962 SH SHARED 17 191062 54900 D FREESCALE SEMICONDUCTOR INC CL B 35687M20 2525 107102 SH SHARED 18 107102 D FREIGHTCAR AMER INC COM 35702310 48 1200 SH SHARED 1200 D FREIGHTCAR AMER INC COM 35702310 199 4900 SH SHARED 17 4900 D FREMONT GEN CORP COM 35728810 211 9700 SH SHARED 9700 D FREMONT GEN CORP COM 35728810 296 13564 SH SHARED 02 13564 D FREMONT GEN CORP COM 35728810 7468 342100 SH SHARED 10 1100 341000 D FREMONT GEN CORP COM 35728810 2143 98200 SH SHARED 17 35800 62400 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 4268 140512 SH SHARED 135000 5512 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 14 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 605 19940 SH SHARED 10 19940 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 21266 700000 SH SHARED 18 700000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 4021 394617 SH SHARED 391517 3100 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 140 13800 SH SHARED 02 13800 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 26 2600 SH SHARED 10 2600 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 2102 206300 SH SHARED 17 206300 D FRONTEER DEV GROUP INC COM 35903Q10 3962 1400000 SH SHARED 10 1400000 D FRONTIER AIRLINES INC NEW COM 35906510 247 25300 SH SHARED 25300 D FRONTIER AIRLINES INC NEW COM 35906510 21 2210 SH SHARED 10 2210 D FRONTIER AIRLINES INC NEW COM 35906510 164 16829 SH SHARED 17 16829 D FRONTIER FINL CORP WASH COM 35907K10 107 3700 SH SHARED 3700 D FRONTIER FINL CORP WASH COM 35907K10 369 12750 SH SHARED 10 12750 D FRONTIER FINL CORP WASH COM 35907K10 351 12137 SH SHARED 17 9187 2950 D FRONTIER OIL CORP COM 35914P10 4596 103650 SH SHARED 103650 D FRONTIER OIL CORP COM 35914P10 456 10300 SH SHARED 02 10300 D FRONTIER OIL CORP COM 35914P10 4568 103000 SH SHARED 04 103000 D FRONTIER OIL CORP COM 35914P10 1649 37200 SH SHARED 10 37200 D FRONTIER OIL CORP COM 35914P10 2461 55500 SH SHARED 16 55500 D FRONTIER OIL CORP COM 35914P10 7593 171218 SH SHARED 17 117518 53700 D FROZEN FOOD EXPRESS INDS INC COM 35936010 22 2100 SH SHARED 2100 D FUELCELL ENERGY INC COM 35952H10 1940 176900 SH SHARED 173700 3200 D FUELCELL ENERGY INC COM 35952H10 148 13500 SH SHARED 02 13500 D FUELCELL ENERGY INC COM 35952H10 1919 175000 SH SHARED 04 175000 D FUELCELL ENERGY INC COM 35952H10 186 17000 SH SHARED 17 17000 D FUJI PHOTO FILM LTD ADR 35958630 114 3440 SH SHARED 02 3440 D FULLER H B CO COM 35969410 264 8500 SH SHARED 8500 D FULLER H B CO COM 35969410 289 9300 SH SHARED 02 9300 D FULLER H B CO COM 35969410 96 3100 SH SHARED 10 3100 D FULLER H B CO COM 35969410 1098 35348 SH SHARED 17 23348 12000 D FULTON FINL CORP PA COM 36027110 31 1889 SH SHARED 1200 689 D FULTON FINL CORP PA COM 36027110 523 31200 SH SHARED 02 31200 D FURNITURE BRANDS INTL INC COM 36092110 1262 70030 SH SHARED 53430 16600 D FURNITURE BRANDS INTL INC COM 36092110 539 29920 SH SHARED 02 29920 D FURNITURE BRANDS INTL INC COM 36092110 151 8400 SH SHARED 06 8400 D FURNITURE BRANDS INTL INC COM 36092110 23 1300 SH SHARED 10 1300 D FURNITURE BRANDS INTL INC COM 36092110 468 26000 SH SHARED 17 23400 2600 D G & K SVCS INC CL A 36126810 129 3300 SH SHARED 2900 400 D G & K SVCS INC CL A 36126810 74 1900 SH SHARED 10 1900 D G & K SVCS INC CL A 36126810 368 9372 SH SHARED 17 8072 1300 D GAMCO INVESTORS INC COM 36143810 64 1409 SH SHARED 1409 D GAMCO INVESTORS INC COM 36143810 87 1900 SH SHARED 10 1900 D GAMCO INVESTORS INC COM 36143810 215 4700 SH SHARED 17 3500 1200 D GATX CORP NOTE 7.500% 2/0 361448AC 3086 2479000 PRN SHARED 2479000 D GATX CORP NOTE 5.000% 8/1 361448AE 18723 11145000 PRN SHARED 02 11145000 D GATX CORP COM 36144810 1215 30724 SH SHARED 12324 18400 D GATX CORP COM 36144810 775 19600 SH SHARED 02 19600 D GATX CORP COM 36144810 142 3600 SH SHARED 10 3600 D GATX CORP COM 36144810 1143 28900 SH SHARED 17 27200 1700 D G B & T BANCSHARES INC COM 36146210 40 1900 SH SHARED 1900 D G B & T BANCSHARES INC COM 36146210 124 5875 SH SHARED 17 5875 D GEO GROUP INC COM 36159R10 37 1400 SH SHARED 1400 D GEO GROUP INC COM 36159R10 84 3200 SH SHARED 02 3200 D GEO GROUP INC COM 36159R10 511 19300 SH SHARED 10 19300 D GEO GROUP INC COM 36159R10 474 17900 SH SHARED 17 3900 14000 D GFI GROUP INC COM 36165220 37 900 SH SHARED 900 D GFI GROUP INC COM 36165220 149 3640 SH SHARED 17 3640 D GMH CMNTYS TR COM 36188G10 2407 164100 SH SHARED 164100 D GMH CMNTYS TR COM 36188G10 14103 961400 SH SHARED 11 961400 D GMH CMNTYS TR COM 36188G10 227 15500 SH SHARED 17 15500 D GP STRATEGIES CORP COM 36225V10 18 2090 SH SHARED 2090 D GP STRATEGIES CORP COM 36225V10 31 3453 SH SHARED 01 3453 D GSI COMMERCE INC COM 36238G10 193 9700 SH SHARED 4900 4800 D GSI COMMERCE INC COM 36238G10 127 6400 SH SHARED 10 6400 D GSI COMMERCE INC COM 36238G10 272 13700 SH SHARED 17 13700 D GTC BIOTHERAPEUTICS INC COM 36238T10 30 22111 SH SHARED 22111 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1751 168383 SH SHARED 168383 D GABELLI EQUITY TR INC COM 36239710 41 5003 SH SHARED 5003 D GABELLI EQUITY TR INC COM 36239710 131 15726 SH SHR/OTHR 01 15726 D GABELLI UTIL TR COM 36240A10 20 2127 SH SHARED 2127 D GABLES RESIDENTIAL TR SH BEN INT 36241810 74602 1709096 SH SHARED 1709096 D GABLES RESIDENTIAL TR SH BEN INT 36241810 35 815 SH SHR/OTHR 01 815 D GABLES RESIDENTIAL TR SH BEN INT 36241810 2894 66310 SH SHARED 02 66310 D GABLES RESIDENTIAL TR SH BEN INT 36241810 912 20900 SH SHARED 10 20900 D GABLES RESIDENTIAL TR SH BEN INT 36241810 585 13420 SH SHARED 17 13420 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 170 8561 SH SHARED 8561 D GALLAGHER ARTHUR J & CO COM 36357610 5873 203858 SH SHARED 170058 33800 D GALLAGHER ARTHUR J & CO COM 36357610 60 2100 SH SHARED 01 2100 D GALLAGHER ARTHUR J & CO COM 36357610 1210 42000 SH SHARED 02 42000 D GALLAGHER ARTHUR J & CO COM 36357610 1290 44800 SH SHARED 10 43000 1800 D GALLAGHER ARTHUR J & CO COM 36357610 648 22525 SH SHARED 17 22525 D GALLAHER GROUP PLC SPONSORED ADR 36359510 5862 94424 SH SHARED 88500 5924 D GAMESTOP CORP CL A 36466R10 1737 55200 SH SHARED 43000 12200 D GAMESTOP CORP CL A 36466R10 491 15618 SH SHARED 02 15618 D GAMESTOP CORP CL A 36466R10 783 24910 SH SHARED 17 24910 D GAMESTOP CORP COM CL B 36466R20 3376 118917 SH SHARED 118917 D GAMESTOP CORP COM CL B 36466R20 2 100 SH SHARED 02 100 D GAMESTOP CORP COM CL B 36466R20 32 1158 SH SHARED 06 1158 D GAMESTOP CORP COM CL B 36466R20 1743 61400 SH SHARED 10 61400 D GAMESTOP CORP COM CL B 36466R20 840 29600 SH SHARED 17 17000 12600 D GANNETT INC COM 36473010 75242 1093170 SH SHARED 1027479 65691 D GANNETT INC COM 36473010 13616 197829 SH SHARED 01 94076 103753 D GANNETT INC COM 36473010 9289 134956 SH SHR/OTHR 01 134956 D GANNETT INC COM 36473010 4383 63689 SH SHARED 02 63689 D GANNETT INC COM 36473010 364 5300 SH SHARED 04 5300 D GANNETT INC COM 36473010 6 100 SH SHARED 05 100 D GANNETT INC COM 36473010 433 6302 SH SHARED 06 6302 D GANNETT INC COM 36473010 18193 264318 SH SHARED 10 41755 222563 D GANNETT INC COM 36473010 4912 71365 SH SHR/OTHR 10 71365 D GANNETT INC COM 36473010 199 2900 SH SHARED 14 2900 D GANNETT INC COM 36473010 8473 123111 SH SHARED 17 122411 700 D GANNETT INC COM 36473010 7 104 SH SHARED 19 104 D GAP INC DEL COM 36476010 68245 3915427 SH SHARED 3742957 172470 D GAP INC DEL COM 36476010 195 11205 SH SHARED 01 3325 7880 D GAP INC DEL COM 36476010 54 3100 SH SHR/OTHR 01 3100 D GAP INC DEL COM 36476010 6940 398206 SH SHARED 02 398206 D GAP INC DEL COM 36476010 488 28000 SH SHARED 04 28000 D GAP INC DEL COM 36476010 152 8725 SH SHARED 05 8725 D GAP INC DEL COM 36476010 590 33885 SH SHARED 06 33885 D GAP INC DEL COM 36476010 1994 114450 SH SHARED 10 102700 11750 D GAP INC DEL COM 36476010 1100 63126 SH SHARED 14 63126 D GAP INC DEL COM 36476010 5441 312170 SH SHARED 17 309670 2500 D GAMMON LAKE RES INC COM 36491510 129 15900 SH SHARED 15900 D GAMMON LAKE RES INC COM 36491510 1280 157100 SH SHARED 01 5000 152100 D GAMMON LAKE RES INC COM 36491510 2037 250000 SH SHARED 04 250000 D GAMMON LAKE RES INC COM 36491510 4971 610000 SH SHARED 10 610000 D GARDNER DENVER INC COM 36555810 191 4289 SH SHARED 3800 489 D GARDNER DENVER INC COM 36555810 34 768 SH SHARED 01 768 D GARDNER DENVER INC COM 36555810 515 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 17 400 SH SHARED 02 400 D GARDNER DENVER INC COM 36555810 102 2300 SH SHARED 10 2300 D GARDNER DENVER INC COM 36555810 595 13350 SH SHARED 17 11850 1500 D GARTNER INC COM 36665110 529 45309 SH SHARED 14697 30612 D GARTNER INC COM 36665110 302 25909 SH SHARED 01 25909 D GARTNER INC COM 36665110 364 31163 SH SHR/OTHR 01 31163 D GARTNER INC COM 36665110 526 45047 SH SHARED 02 45047 D GARTNER INC COM 36665110 3 260 SH SHR/OTHR 10 260 D GARTNER INC COM 36665110 301 25785 SH SHARED 17 25785 D GASCO ENERGY INC NOTE 5.500%10/0 367220AB 1182 679000 PRN SHARED 679000 D GASCO ENERGY INC COM 36722010 65 9800 SH SHARED 9800 D GASCO ENERGY INC COM 36722010 136 20600 SH SHARED 17 20600 D GATEWAY INC NOTE 1.500%12/3 367626AB 1486 2100000 PRN SHARED 2100000 D GATEWAY INC NOTE 1.500%12/3 367626AB 2619 3700000 PRN SHARED 02 3700000 D GATEWAY INC COM 36762610 2143 794016 SH SHARED 794016 D GATEWAY INC COM 36762610 396 146776 SH SHARED 02 146776 D GATEWAY INC COM 36762610 588 218002 SH SHARED 17 218002 D GAYLORD ENTMT CO NEW COM 36790510 285 6000 SH SHARED 6000 D GAYLORD ENTMT CO NEW COM 36790510 138 2900 SH SHARED 10 2900 D GAYLORD ENTMT CO NEW COM 36790510 1484 31150 SH SHARED 17 29350 1800 D GEHL CO COM 36848310 39 1400 SH SHARED 1400 D GEHL CO COM 36848310 142 5115 SH SHARED 17 5115 D GEN-PROBE INC NEW COM 36866T10 2295 46415 SH SHARED 27015 19400 D GEN-PROBE INC NEW COM 36866T10 1698 34349 SH SHARED 02 34349 D GEN-PROBE INC NEW COM 36866T10 32187 650900 SH SHARED 04 650900 D GEN-PROBE INC NEW COM 36866T10 4425 89500 SH SHARED 10 89400 100 D GEN-PROBE INC NEW COM 36866T10 440 8900 SH SHARED 14 8900 D GEN-PROBE INC NEW COM 36866T10 153 3096 SH SHARED 17 3096 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 2332 788057 SH SHR/OTHR 788057 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 3086 1042640 SH SHARED 1042640 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1836 620300 SH SHARED 14 620300 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 271 91700 SH SHARED 17 91700 D GENCORP INC NOTE 5.750% 4/1 368682AE 8 8000 PRN SHARED 02 8000 D GENCORP INC NOTE 4.000% 1/1 368682AJ 24125 18305000 PRN SHARED 02 18305000 D GENCORP INC COM 36868210 3898 209035 SH SHARED 209035 D GENCORP INC COM 36868210 10618 569383 SH SHARED 17 569383 D GENENTECH INC COM NEW 36871040 31842 378128 SH SHARED 358856 19272 D GENENTECH INC COM NEW 36871040 459 5451 SH SHARED 01 300 5151 D GENENTECH INC COM NEW 36871040 761 9038 SH SHR/OTHR 01 9038 D GENENTECH INC COM NEW 36871040 6391 75902 SH SHARED 02 75902 D GENENTECH INC COM NEW 36871040 21 260 SH SHARED 05 260 D GENENTECH INC COM NEW 36871040 904 10746 SH SHARED 06 10746 D GENENTECH INC COM NEW 36871040 161271 1915109 SH SHARED 10 519369 1052700 343040 D GENENTECH INC COM NEW 36871040 606 7200 SH SHR/OTHR 10 7200 D GENENTECH INC COM NEW 36871040 184 2185 SH SHARED 14 2185 D GENENTECH INC COM NEW 36871040 1844 21900 SH SHARED 15 21900 D GENENTECH INC COM NEW 36871040 2888 34300 SH SHARED 17 32600 1700 D GENENTECH INC COM NEW 36871040 2318 27538 SH SHARED 18 27538 D GENERAL AMERN INVS INC COM 36880210 186 5365 SH SHARED 5365 D GENERAL CABLE CORP DEL NEW COM 36930010 99 5900 SH SHARED 5900 D GENERAL CABLE CORP DEL NEW COM 36930010 15 900 SH SHARED 02 900 D GENERAL CABLE CORP DEL NEW COM 36930010 236 14100 SH SHARED 05 14100 D GENERAL CABLE CORP DEL NEW COM 36930010 992 59100 SH SHARED 10 59100 D GENERAL CABLE CORP DEL NEW COM 36930010 26736 1591450 SH SHARED 17 1591450 D GENERAL COMMUNICATION INC CL A 36938510 148 15000 SH SHARED 15000 D GENERAL COMMUNICATION INC CL A 36938510 27 2789 SH SHARED 02 2789 D GENERAL COMMUNICATION INC CL A 36938510 3991 403200 SH SHARED 10 403200 D GENERAL COMMUNICATION INC CL A 36938510 1159 117100 SH SHARED 17 25300 91800 D GENERAL DYNAMICS CORP COM 36955010 73631 615905 SH SHARED 567659 48246 D GENERAL DYNAMICS CORP COM 36955010 2770 23174 SH SHARED 01 12927 10247 D GENERAL DYNAMICS CORP COM 36955010 40563 339298 SH SHR/OTHR 01 339298 D GENERAL DYNAMICS CORP COM 36955010 5499 46001 SH SHARED 02 46001 D GENERAL DYNAMICS CORP COM 36955010 11 100 SH SHARED 05 100 D GENERAL DYNAMICS CORP COM 36955010 587 4915 SH SHARED 06 4915 D GENERAL DYNAMICS CORP COM 36955010 34168 285810 SH SHARED 10 141810 144000 D GENERAL DYNAMICS CORP COM 36955010 1935 16190 SH SHR/OTHR 10 16190 D GENERAL DYNAMICS CORP COM 36955010 1617 13526 SH SHARED 14 13526 D GENERAL DYNAMICS CORP COM 36955010 11500 96197 SH SHARED 17 85497 10700 D GENERAL ELEC CO COM 36960410 5935 176280 SH SHARED 176280 D GENERAL ELEC CO COM 36960410 1098957 32639073 SH SHARED 29906352 2732721 D GENERAL ELEC CO COM 36960410 134039 3980986 SH SHARED 01 2371509 1609477 D GENERAL ELEC CO COM 36960410 144703 4297705 SH SHR/OTHR 01 4297705 D GENERAL ELEC CO COM 36960410 78375 2327767 SH SHARED 02 2327767 D GENERAL ELEC CO COM 36960410 184511 5479992 SH SHARED 04 5474322 5670 D GENERAL ELEC CO COM 36960410 12190 362046 SH SHARED 05 338006 24040 D GENERAL ELEC CO COM 36960410 25741 764509 SH SHARED 06 764509 D GENERAL ELEC CO COM 36960410 545055 16188156 SH SHARED 10 5587266 6041830 4559060 D GENERAL ELEC CO COM 36960410 9859 292839 SH SHR/OTHR 10 292839 D GENERAL ELEC CO COM 36960410 5880 174659 SH SHARED 14 174659 D GENERAL ELEC CO COM 36960410 8352 248060 SH SHARED 15 248060 D GENERAL ELEC CO COM 36960410 2626 78000 SH SHARED 16 78000 D GENERAL ELEC CO COM 36960410 228469 6785548 SH SHARED 17 6629630 155918 D GENERAL ELEC CO COM 36960410 516 15327 SH SHARED 19 15327 D GENERAL GROWTH PPTYS INC COM 37002110 7673 170789 SH SHARED 166400 4389 D GENERAL GROWTH PPTYS INC COM 37002110 247 5500 SH SHARED 01 5500 D GENERAL GROWTH PPTYS INC COM 37002110 1761 39200 SH SHARED 02 39200 D GENERAL GROWTH PPTYS INC COM 37002110 1797 40000 SH SHARED 04 40000 D GENERAL GROWTH PPTYS INC COM 37002110 5 130 SH SHARED 05 130 D GENERAL GROWTH PPTYS INC COM 37002110 687 15300 SH SHARED 10 15300 D GENERAL GROWTH PPTYS INC COM 37002110 134 3000 SH SHR/OTHR 10 3000 D GENERAL GROWTH PPTYS INC COM 37002110 245234 5458145 SH SHARED 11 5458145 D GENERAL GROWTH PPTYS INC COM 37002110 58 1300 SH SHARED 17 1300 D GENERAL MLS INC DBCV 10/2 370334AU 45699 64275000 PRN SHARED 64275000 D GENERAL MLS INC DBCV 10/2 370334AU 142 200000 PRN SHARED 06 200000 D GENERAL MLS INC COM 37033410 42367 878985 SH SHARED 775829 103156 D GENERAL MLS INC COM 37033410 12240 253956 SH SHARED 01 181090 72866 D GENERAL MLS INC COM 37033410 2801 58130 SH SHR/OTHR 01 58130 D GENERAL MLS INC COM 37033410 3644 75602 SH SHARED 02 75602 D GENERAL MLS INC COM 37033410 3877 80440 SH SHARED 05 75340 5100 D GENERAL MLS INC COM 37033410 313 6501 SH SHARED 06 6501 D GENERAL MLS INC COM 37033410 270405 5610070 SH SHARED 10 3174741 1525290 910039 D GENERAL MLS INC COM 37033410 274 5700 SH SHR/OTHR 10 5700 D GENERAL MLS INC COM 37033410 77 1600 SH SHARED 14 1600 D GENERAL MLS INC COM 37033410 4824 100100 SH SHARED 15 100100 D GENERAL MLS INC COM 37033410 11486 238303 SH SHARED 17 209403 28900 D GENERAL MTRS CORP COM 37044210 240777 7865979 SH SHARED 7726518 139461 D GENERAL MTRS CORP COM 37044210 42 1400 SH SHARED 01 1400 D GENERAL MTRS CORP COM 37044210 388 12700 SH SHR/OTHR 01 12700 D GENERAL MTRS CORP COM 37044210 6274 204966 SH SHARED 02 204966 D GENERAL MTRS CORP COM 37044210 7 235 SH SHARED 05 235 D GENERAL MTRS CORP COM 37044210 495 16200 SH SHARED 06 16200 D GENERAL MTRS CORP COM 37044210 367 12000 SH SHARED 10 12000 D GENERAL MTRS CORP COM 37044210 7252 236937 SH SHARED 17 233737 3200 D GENERAL MTRS CORP COM 37044210 22345 730000 SH SHARED 18 730000 D GENERAL MTRS CORP DEB SR CV C 33 37044271 5093 257884 SH SHARED 257884 D GENERAL MTRS CORP DEB SR CV C 33 37044271 55 2800 SH SHARED 01 2800 D GENERAL MTRS CORP DEB SR CV C 33 37044271 6256 316800 SH SHARED 02 316800 D GENERAL MTRS CORP DEB SR CV C 33 37044271 2610 132200 SH SHARED 14 132200 D GENERAL MTRS CORP DEB SR CV C 33 37044271 9875 500000 SH SHARED 17 500000 D GENERAL MTRS CORP DEB SR CONV B 37044273 199094 11521661 SH SHARED 11521661 D GENERAL MTRS CORP DEB SR CONV B 37044273 43 2516 SH SHARED 01 916 1600 D GENERAL MTRS CORP DEB SR CONV B 37044273 63704 3686595 SH SHARED 02 3686595 D GENERAL MTRS CORP DEB SR CONV A 37044274 44836 1881516 SH SHARED 1881516 D GENERAL MTRS CORP DEB SR CONV A 37044274 3202 134400 SH SHARED 02 134400 D GENESCO INC COM 37153210 122 3300 SH SHARED 3300 D GENESCO INC COM 37153210 1626 43663 SH SHARED 02 43663 D GENESCO INC COM 37153210 1921 51590 SH SHARED 10 1590 50000 D GENESCO INC COM 37153210 2539 68200 SH SHARED 17 16900 51300 D GENESEE & WYO INC CL A 37155910 110 3500 SH SHARED 3500 D GENESEE & WYO INC CL A 37155910 9758 307850 SH SHARED 17 307850 D GENESIS MICROCHIP INC DEL COM 37184C10 1588 72370 SH SHARED 55470 16900 D GENESIS MICROCHIP INC DEL COM 37184C10 320 14601 SH SHARED 02 14601 D GENESIS MICROCHIP INC DEL COM 37184C10 72 3300 SH SHARED 10 3300 D GENESIS MICROCHIP INC DEL COM 37184C10 1230 56040 SH SHARED 17 54140 1900 D GENESIS HEALTHCARE CORP COM 37184D10 24811 615356 SH SHARED 610256 5100 D GENESIS HEALTHCARE CORP COM 37184D10 2016 50000 SH SHARED 02 50000 D GENESIS HEALTHCARE CORP COM 37184D10 2447 60700 SH SHARED 10 60700 D GENESIS HEALTHCARE CORP COM 37184D10 381 9450 SH SHARED 17 8250 1200 D GENTEX CORP COM 37190110 2386 137166 SH SHARED 77766 59400 D GENTEX CORP COM 37190110 1268 72900 SH SHARED 02 72900 D GENTEX CORP COM 37190110 6081 349500 SH SHARED 10 349000 500 D GENTEX CORP COM 37190110 172 9900 SH SHARED 17 9900 D GENITOPE CORP COM 37229P50 27 3998 SH SHARED 3798 200 D GENITOPE CORP COM 37229P50 79 11500 SH SHARED 17 11500 D GENLYTE GROUP INC COM 37230210 177 3700 SH SHARED 3700 D GENLYTE GROUP INC COM 37230210 2248 46760 SH SHARED 10 1360 45400 D GENLYTE GROUP INC COM 37230210 10918 227100 SH SHARED 17 167100 60000 D GENTEK INC COM NEW 37245X20 11526 794913 SH SHARED 794913 D GENUINE PARTS CO COM 37246010 29450 686484 SH SHARED 648629 37855 D GENUINE PARTS CO COM 37246010 114 2666 SH SHARED 01 1066 1600 D GENUINE PARTS CO COM 37246010 48 1125 SH SHR/OTHR 01 1125 D GENUINE PARTS CO COM 37246010 1721 40120 SH SHARED 02 40120 D GENUINE PARTS CO COM 37246010 174 4061 SH SHARED 06 4061 D GENUINE PARTS CO COM 37246010 43381 1011228 SH SHARED 10 1600 1009628 D GENUINE PARTS CO COM 37246010 489 11406 SH SHR/OTHR 10 11406 D GENUINE PARTS CO COM 37246010 64 1500 SH SHARED 14 1500 D GENUINE PARTS CO COM 37246010 3311 77187 SH SHARED 17 77187 D GENTIVA HEALTH SERVICES INC COM 37247A10 18345 1012405 SH SHARED 1011605 800 D GENTIVA HEALTH SERVICES INC COM 37247A10 9 500 SH SHARED 02 500 D GENTIVA HEALTH SERVICES INC COM 37247A10 45 2500 SH SHARED 10 2500 D GENTIVA HEALTH SERVICES INC COM 37247A10 201 11100 SH SHARED 17 11100 D GENWORTH FINL INC COM CL A 37247D10 16596 514769 SH SHARED 514169 600 D GENWORTH FINL INC COM CL A 37247D10 178 5550 SH SHR/OTHR 01 5550 D GENWORTH FINL INC COM CL A 37247D10 2008 62300 SH SHARED 02 62300 D GENWORTH FINL INC COM CL A 37247D10 1934 60000 SH SHARED 04 60000 D GENWORTH FINL INC COM CL A 37247D10 122 3800 SH SHARED 06 3800 D GENWORTH FINL INC COM CL A 37247D10 7682 238300 SH SHARED 10 238300 D GENWORTH FINL INC COM CL A 37247D10 3877 120273 SH SHARED 17 50073 70200 D GENZYME CORP NOTE 1.250%12/0 372917AN 2526 2205000 PRN SHARED 2205000 D GENZYME CORP NOTE 1.250%12/0 372917AN 424 370000 PRN SHARED 06 370000 D GENZYME CORP COM 37291710 190944 2665327 SH SHARED 2607900 57427 D GENZYME CORP COM 37291710 3624 50594 SH SHARED 01 5750 44844 D GENZYME CORP COM 37291710 814 11374 SH SHR/OTHR 01 11374 D GENZYME CORP COM 37291710 37239 519810 SH SHARED 02 519810 D GENZYME CORP COM 37291710 37689 526100 SH SHARED 04 526100 D GENZYME CORP COM 37291710 2422 33810 SH SHARED 05 26770 7040 D GENZYME CORP COM 37291710 404 5650 SH SHARED 06 5650 D GENZYME CORP COM 37291710 41657 581490 SH SHARED 10 151910 418680 10900 D GENZYME CORP COM 37291710 1371 19140 SH SHARED 14 19140 D GENZYME CORP COM 37291710 37134 518343 SH SHARED 17 517043 1300 D GEORGIA GULF CORP COM PAR $0.01 37320020 127 5300 SH SHARED 5300 D GEORGIA GULF CORP COM PAR $0.01 37320020 36 1500 SH SHARED 02 1500 D GEORGIA GULF CORP COM PAR $0.01 37320020 3062 127200 SH SHARED 10 127200 D GEORGIA GULF CORP COM PAR $0.01 37320020 4528 188047 SH SHARED 17 186447 1600 D GEORGIA PAC CORP COM 37329810 66322 1947224 SH SHARED 1856508 90716 D GEORGIA PAC CORP COM 37329810 4524 132830 SH SHARED 01 132600 230 D GEORGIA PAC CORP COM 37329810 226 6657 SH SHR/OTHR 01 6657 D GEORGIA PAC CORP COM 37329810 2113 62047 SH SHARED 02 62047 D GEORGIA PAC CORP COM 37329810 885 26000 SH SHARED 04 26000 D GEORGIA PAC CORP COM 37329810 36838 1081584 SH SHARED 05 946044 135540 D GEORGIA PAC CORP COM 37329810 21026 617332 SH SHARED 06 617332 D GEORGIA PAC CORP COM 37329810 37602 1104000 SH SHARED 10 54060 1049140 800 D GEORGIA PAC CORP COM 37329810 548 16111 SH SHARED 14 16111 D GEORGIA PAC CORP COM 37329810 873 25660 SH SHARED 15 25660 D GEORGIA PAC CORP COM 37329810 4131 121287 SH SHARED 17 121287 D GERDAU AMERISTEEL CORP COM 37373P10 959 184600 SH SHARED 184600 D GERDAU S A SPONSORED ADR 37373710 912 61100 SH SHARED 61100 D GERDAU S A SPONSORED ADR 37373710 4955 331900 SH SHARED 14 331900 D GERDAU S A SPONSORED ADR 37373710 772 51770 SH SHARED 17 51770 D GERMANY FD INC COM 37414310 0 2 SH SHARED 02 2 D GERON CORP COM 37416310 143 14000 SH SHARED 8100 5900 D GERON CORP COM 37416310 179 17500 SH SHARED 02 17500 D GERON CORP COM 37416310 1758 171200 SH SHARED 10 171200 D GERON CORP COM 37416310 1519 148000 SH SHARED 17 19600 128400 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 2433 1250000 PRN SHARED 02 1250000 D GETTY IMAGES INC COM 37427610 15969 185600 SH SHARED 400 185200 D GETTY IMAGES INC COM 37427610 1121 13036 SH SHARED 02 13036 D GETTY IMAGES INC COM 37427610 6453 75000 SH SHARED 04 75000 D GETTY IMAGES INC COM 37427610 34 400 SH SHARED 06 400 D GETTY IMAGES INC COM 37427610 146 1700 SH SHARED 10 1700 D GETTY IMAGES INC COM 37427610 223 2600 SH SHARED 14 2600 D GETTY IMAGES INC COM 37427610 1478 17180 SH SHARED 17 16480 700 D GETTY RLTY CORP NEW COM 37429710 80 2800 SH SHARED 2800 D GETTY RLTY CORP NEW COM 37429710 164 5700 SH SHARED 17 5700 D GEVITY HR INC COM 37439310 1717 63055 SH SHARED 63055 D GEVITY HR INC COM 37439310 335 12300 SH SHARED 17 12300 D GIANT INDS INC COM 37450810 602 10300 SH SHARED 10300 D GIANT INDS INC COM 37450810 251 4300 SH SHARED 02 4300 D GIANT INDS INC COM 37450810 333 5700 SH SHARED 17 5700 D GIBRALTAR INDS INC COM 37468910 84 3700 SH SHARED 3700 D GIBRALTAR INDS INC COM 37468910 93 4100 SH SHARED 02 4100 D GIBRALTAR INDS INC COM 37468910 2 100 SH SHARED 10 100 D GIBRALTAR INDS INC COM 37468910 307 13450 SH SHARED 17 11250 2200 D GILEAD SCIENCES INC COM 37555810 87354 1791520 SH SHARED 1690902 100618 D GILEAD SCIENCES INC COM 37555810 15110 309905 SH SHARED 01 146285 163620 D GILEAD SCIENCES INC COM 37555810 4955 101625 SH SHR/OTHR 01 101625 D GILEAD SCIENCES INC COM 37555810 5146 105541 SH SHARED 02 105541 D GILEAD SCIENCES INC COM 37555810 61182 1254773 SH SHARED 04 1254773 D GILEAD SCIENCES INC COM 37555810 9 200 SH SHARED 05 200 D GILEAD SCIENCES INC COM 37555810 1364 27985 SH SHARED 06 27985 D GILEAD SCIENCES INC COM 37555810 122060 2503287 SH SHARED 10 635957 1250500 616830 D GILEAD SCIENCES INC COM 37555810 2169 44484 SH SHARED 14 44484 D GILEAD SCIENCES INC COM 37555810 9076 186146 SH SHARED 17 184246 1900 D GILLETTE CO COM 37576610 3899 67000 SH SHARED 67000 D GILLETTE CO COM 37576610 713208 12254444 SH SHARED 11983838 270606 D GILLETTE CO COM 37576610 23131 397449 SH SHARED 01 136726 260723 D GILLETTE CO COM 37576610 11757 202011 SH SHR/OTHR 01 202011 D GILLETTE CO COM 37576610 37779 649126 SH SHARED 02 649126 D GILLETTE CO COM 37576610 29 500 SH SHARED 05 500 D GILLETTE CO COM 37576610 1656 28458 SH SHARED 06 28458 D GILLETTE CO COM 37576610 18333 315011 SH SHARED 10 51029 263982 D GILLETTE CO COM 37576610 5171 88864 SH SHR/OTHR 10 88864 D GILLETTE CO COM 37576610 1874 32216 SH SHARED 14 32216 D GILLETTE CO COM 37576610 22107 379860 SH SHARED 17 377660 2200 D GILLETTE CO COM 37576610 75 1300 SH SHARED 19 1300 D GILDAN ACTIVEWEAR INC COM 37591610 1406 36800 SH SHARED 01 36800 D GILDAN ACTIVEWEAR INC COM 37591610 8655 226400 SH SHARED 10 226400 D GILDAN ACTIVEWEAR INC COM 37591610 10972 287000 SH SHARED 17 287000 D GLACIER BANCORP INC NEW COM 37637Q10 142 4600 SH SHARED 4600 D GLACIER BANCORP INC NEW COM 37637Q10 648 21000 SH SHARED 10 21000 D GLACIER BANCORP INC NEW COM 37637Q10 862 27925 SH SHARED 17 14625 13300 D GLADSTONE CAPITAL CORP COM 37653510 40 1800 SH SHARED 1800 D GLADSTONE CAPITAL CORP COM 37653510 85 3800 SH SHARED 10 3800 D GLADSTONE CAPITAL CORP COM 37653510 121 5400 SH SHARED 17 5400 D GLADSTONE COML CORP COM 37653610 500 29800 SH SHARED 29800 D GLADSTONE INVT CORP COM 37654610 534 36377 SH SHARED 36377 D GLADSTONE INVT CORP COM 37654610 48 3300 SH SHARED 17 3300 D GLAMIS GOLD LTD COM 37677510 12969 586844 SH SHARED 586344 500 D GLAMIS GOLD LTD COM 37677510 778 35229 SH SHARED 02 35229 D GLAMIS GOLD LTD COM 37677510 1878 85000 SH SHARED 04 85000 D GLAMIS GOLD LTD COM 37677510 55 2500 SH SHARED 06 2500 D GLAMIS GOLD LTD COM 37677510 4110 186000 SH SHARED 10 186000 D GLAMIS GOLD LTD COM 37677510 1768 80000 SH SHARED 16 80000 D GLATFELTER COM 37731610 367 26108 SH SHARED 11808 14300 D GLATFELTER COM 37731610 211 15000 SH SHARED 02 15000 D GLATFELTER COM 37731610 56 4000 SH SHARED 10 4000 D GLATFELTER COM 37731610 249 17708 SH SHARED 17 17708 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 19999 390000 SH SHARED 390000 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1424 27778 SH SHARED 01 12878 14900 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 3005 58609 SH SHR/OTHR 01 58609 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 143 2808 SH SHARED 02 2808 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 225 4390 SH SHARED 06 4390 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 3764 73415 SH SHARED 10 13237 60178 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 943 18406 SH SHR/OTHR 10 18406 D GLENAYRE TECHNOLOGIES INC COM 37789910 35 9900 SH SHARED 9900 D GLENAYRE TECHNOLOGIES INC COM 37789910 111 31100 SH SHARED 17 31100 D GLENBOROUGH RLTY TR INC COM 37803P10 157 8222 SH SHARED 8222 D GLENBOROUGH RLTY TR INC COM 37803P10 13 700 SH SHARED 02 700 D GLENBOROUGH RLTY TR INC COM 37803P10 180 9400 SH SHARED 10 9400 D GLENBOROUGH RLTY TR INC COM 37803P10 36178 1884308 SH SHARED 11 1884308 D GLENBOROUGH RLTY TR INC COM 37803P10 496 25851 SH SHARED 17 9951 15900 D GLIMCHER RLTY TR SH BEN INT 37930210 273 11181 SH SHARED 9381 1800 D GLIMCHER RLTY TR SH BEN INT 37930210 173 7100 SH SHARED 02 7100 D GLIMCHER RLTY TR SH BEN INT 37930210 601 24600 SH SHARED 10 24600 D GLIMCHER RLTY TR SH BEN INT 37930210 79774 3260103 SH SHARED 11 3260103 D GLIMCHER RLTY TR SH BEN INT 37930210 494 20200 SH SHARED 17 13400 6800 D GLOBAL HIGH INCOME DLR FD IN COM 37933G10 153 8800 SH SHARED 8800 D GLOBAL INDS LTD COM 37933610 181 12333 SH SHARED 12333 D GLOBAL INDS LTD COM 37933610 11707 794300 SH SHARED 17 794300 D GLOBAL IMAGING SYSTEMS COM 37934A10 1114 32725 SH SHARED 32325 400 D GLOBAL IMAGING SYSTEMS COM 37934A10 122 3600 SH SHARED 02 3600 D GLOBAL IMAGING SYSTEMS COM 37934A10 102 3000 SH SHARED 10 3000 D GLOBAL IMAGING SYSTEMS COM 37934A10 367 10800 SH SHARED 17 9200 1600 D GLOBAL PMTS INC COM 37940X10 892 11480 SH SHARED 10300 1180 D GLOBAL PMTS INC COM 37940X10 689 8877 SH SHARED 02 8877 D GLOBAL PMTS INC COM 37940X10 878 11300 SH SHARED 10 11300 D GLOBAL PMTS INC COM 37940X10 1210 15570 SH SHARED 17 15570 D GLOBAL POWER EQUIPMENT INC COM 37941P10 947 132935 SH SHR/OTHR 132935 D GLOBAL POWER EQUIPMENT INC COM 37941P10 792 111154 SH SHARED 111154 D GLOBAL POWER EQUIPMENT INC COM 37941P10 121 17100 SH SHARED 17 17100 D GLOBAL SIGNAL INC COM 37944Q10 10526 235272 SH SHARED 232672 2600 D GLOBAL SIGNAL INC COM 37944Q10 223 5000 SH SHARED 02 5000 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 7296 7400000 PRN SHARED 7400000 D GLOBESPAN INC NOTE 5.250% 5/1 379571AB 2267 2300000 PRN SHARED 02 2300000 D GLOBETEL COMMUNICATIONS CORP COM NEW 37958F20 14 10000 SH SHARED 10000 D GOLD BANC CORP INC COM 37990710 1352 90767 SH SHARED 90767 D GOLD BANC CORP INC COM 37990710 1 124 SH SHARED 02 124 D GOLD BANC CORP INC COM 37990710 287 19300 SH SHARED 17 19300 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 1856 57200 SH SHARED 57200 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 5912 182200 SH SHARED 01 182200 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 1187 36600 SH SHARED 05 36600 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 11107 342300 SH SHARED 10 342300 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 522 16100 SH SHARED 17 16100 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 14605 1005195 SH SHARED 1005195 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 229 15800 SH SHARED 01 12800 3000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 566 39000 SH SHR/OTHR 01 39000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 842 58000 SH SHARED 04 58000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 13216 909600 SH SHARED 10 906600 3000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 315 21690 SH SHARED 15 21690 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 488 33600 SH SHARED 17 33600 D GOLD KIST INC COM 38061410 248 12700 SH SHARED 12700 D GOLD KIST INC COM 38061410 93 4800 SH SHARED 02 4800 D GOLD KIST INC COM 38061410 74 3800 SH SHARED 10 3800 D GOLD KIST INC COM 38061410 752 38500 SH SHARED 17 36100 2400 D GOLDCORP INC NEW COM 38095640 217 10866 SH SHARED 6100 4766 D GOLDCORP INC NEW COM 38095640 358 17900 SH SHARED 01 15100 2800 D GOLDCORP INC NEW COM 38095640 200 10000 SH SHR/OTHR 01 10000 D GOLDCORP INC NEW COM 38095640 196 9800 SH SHARED 02 9800 D GOLDCORP INC NEW COM 38095640 5 297 SH SHARED 06 297 D GOLDCORP INC NEW COM 38095640 52195 2604550 SH SHARED 10 2603450 1100 D GOLDCORP INC NEW COM 38095640 13074 652425 SH SHARED 17 652425 D GOLDEN STAR RES LTD CDA COM 38119T10 50 15000 SH SHARED 01 5000 10000 D GOLDEN STAR RES LTD CDA COM 38119T10 5377 1610000 SH SHARED 10 1610000 D GOLDEN TELECOM INC COM 38122G10 104 3300 SH SHARED 3300 D GOLDEN TELECOM INC COM 38122G10 13269 420321 SH SHARED 04 420321 D GOLDEN TELECOM INC COM 38122G10 2190 69400 SH SHARED 10 69400 D GOLDEN TELECOM INC COM 38122G10 3518 111461 SH SHARED 17 7561 103900 D GOLDEN WEST FINL CORP DEL COM 38131710 37578 632734 SH SHARED 557421 75313 D GOLDEN WEST FINL CORP DEL COM 38131710 343 5790 SH SHARED 01 1000 4790 D GOLDEN WEST FINL CORP DEL COM 38131710 40 688 SH SHR/OTHR 01 688 D GOLDEN WEST FINL CORP DEL COM 38131710 4285 72151 SH SHARED 02 72151 D GOLDEN WEST FINL CORP DEL COM 38131710 5 100 SH SHARED 05 100 D GOLDEN WEST FINL CORP DEL COM 38131710 1276 21500 SH SHARED 06 21500 D GOLDEN WEST FINL CORP DEL COM 38131710 8610 144990 SH SHARED 10 133890 11100 D GOLDEN WEST FINL CORP DEL COM 38131710 4038 67992 SH SHARED 14 67992 D GOLDEN WEST FINL CORP DEL COM 38131710 19928 335553 SH SHARED 17 291753 43800 D GOLDMAN SACHS GROUP INC COM 38141G10 109636 901763 SH SHARED 801238 100525 D GOLDMAN SACHS GROUP INC COM 38141G10 21717 178626 SH SHARED 01 79600 99026 D GOLDMAN SACHS GROUP INC COM 38141G10 5495 45200 SH SHR/OTHR 01 45200 D GOLDMAN SACHS GROUP INC COM 38141G10 12956 106567 SH SHARED 02 106567 D GOLDMAN SACHS GROUP INC COM 38141G10 35347 290734 SH SHARED 04 288500 2234 D GOLDMAN SACHS GROUP INC COM 38141G10 41559 341826 SH SHARED 05 286676 55150 D GOLDMAN SACHS GROUP INC COM 38141G10 18016 148183 SH SHARED 06 148183 D GOLDMAN SACHS GROUP INC COM 38141G10 217517 1789092 SH SHARED 10 194219 1488590 106283 D GOLDMAN SACHS GROUP INC COM 38141G10 1355 11152 SH SHARED 14 11152 D GOLDMAN SACHS GROUP INC COM 38141G10 2389 19650 SH SHARED 15 19650 D GOLDMAN SACHS GROUP INC COM 38141G10 28741 236402 SH SHARED 17 235002 1400 D GOLF TR AMER INC COM 38168B10 143 102838 SH SHARED 102838 D GOODRICH CORP COM 38238810 8305 187315 SH SHARED 162615 24700 D GOODRICH CORP COM 38238810 7968 179705 SH SHARED 01 110875 68830 D GOODRICH CORP COM 38238810 2344 52878 SH SHR/OTHR 01 52878 D GOODRICH CORP COM 38238810 1415 31931 SH SHARED 02 31931 D GOODRICH CORP COM 38238810 4522 102000 SH SHARED 04 102000 D GOODRICH CORP COM 38238810 4603 103830 SH SHARED 05 103830 D GOODRICH CORP COM 38238810 35564 802090 SH SHARED 10 17370 782420 2300 D GOODRICH CORP COM 38238810 3102 69962 SH SHARED 17 69962 D GOODRICH PETE CORP COM NEW 38241040 35 1500 SH SHARED 1500 D GOODRICH PETE CORP COM NEW 38241040 126 5400 SH SHARED 17 5400 D GOODYEAR TIRE & RUBR CO COM 38255010 3608 231489 SH SHARED 207588 23901 D GOODYEAR TIRE & RUBR CO COM 38255010 44 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 2896 185766 SH SHARED 02 185766 D GOODYEAR TIRE & RUBR CO COM 38255010 1791 114919 SH SHARED 17 114919 D GOODYS FAMILY CLOTHING INC COM 38258810 21 2900 SH SHARED 2900 D GOODYS FAMILY CLOTHING INC COM 38258810 36 4818 SH SHARED 02 4818 D GOODYS FAMILY CLOTHING INC COM 38258810 68 9100 SH SHARED 17 9100 D GOOGLE INC CL A 38259P50 104684 330800 SH SHARED 325400 5400 D GOOGLE INC CL A 38259P50 585 1850 SH SHARED 01 950 900 D GOOGLE INC CL A 38259P50 15 50 SH SHR/OTHR 01 50 D GOOGLE INC CL A 38259P50 19335 61098 SH SHARED 02 61098 D GOOGLE INC CL A 38259P50 29288 92550 SH SHARED 04 92550 D GOOGLE INC CL A 38259P50 2006 6340 SH SHARED 05 6340 D GOOGLE INC CL A 38259P50 3197 10103 SH SHARED 06 10103 D GOOGLE INC CL A 38259P50 108444 342680 SH SHARED 10 179475 137760 25445 D GOOGLE INC CL A 38259P50 1400 4424 SH SHARED 14 4424 D GOOGLE INC CL A 38259P50 158 500 SH SHARED 17 500 D GOREMOTE INTERNET COMMUNICAT COM 38285910 7 5600 SH SHARED 5600 D GORMAN RUPP CO COM 38308210 33 1382 SH SHARED 1382 D GORMAN RUPP CO COM 38308210 54 2250 SH SHARED 17 2250 D GOVERNMENT PPTYS TR INC COM 38374W10 30 3100 SH SHARED 3100 D GOVERNMENT PPTYS TR INC COM 38374W10 120 12300 SH SHARED 17 12300 D GPC BIOTECH AG SPONSORED ADR 38386P10 2143 173558 SH SHARED 10 173558 D GRACE W R & CO DEL NEW COM 38388F10 567 63412 SH SHARED 63411 1 D GRACE W R & CO DEL NEW COM 38388F10 4 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 3653 408200 SH SHARED 02 408200 D GRACE W R & CO DEL NEW COM 38388F10 804 89900 SH SHARED 10 89900 D GRACE W R & CO DEL NEW COM 38388F10 237 26500 SH SHARED 17 26500 D GRACO INC COM 38410910 4904 143058 SH SHARED 120008 23050 D GRACO INC COM 38410910 1294 37771 SH SHARED 02 37771 D GRACO INC COM 38410910 71 2089 SH SHARED 06 2089 D GRACO INC COM 38410910 6 200 SH SHARED 10 200 D GRACO INC COM 38410910 205 6000 SH SHARED 17 6000 D GRAFTECH INTL LTD COM 38431310 87 16200 SH SHARED 14600 1600 D GRAFTECH INTL LTD COM 38431310 41 7700 SH SHARED 02 7700 D GRAFTECH INTL LTD COM 38431310 650 119788 SH SHARED 17 60388 59400 D GRAHAM CORP COM 38455610 11 300 SH SHARED 02 300 D GRAINGER W W INC COM 38480210 19841 315347 SH SHARED 292447 22900 D GRAINGER W W INC COM 38480210 183 2916 SH SHARED 01 2116 800 D GRAINGER W W INC COM 38480210 75 1200 SH SHR/OTHR 01 1200 D GRAINGER W W INC COM 38480210 1422 22603 SH SHARED 02 22603 D GRAINGER W W INC COM 38480210 19555 310800 SH SHARED 04 310800 D GRAINGER W W INC COM 38480210 230 3667 SH SHARED 06 3667 D GRAINGER W W INC COM 38480210 3268 51948 SH SHARED 10 28600 23348 D GRAINGER W W INC COM 38480210 25 400 SH SHR/OTHR 10 400 D GRAINGER W W INC COM 38480210 37 600 SH SHARED 14 600 D GRAINGER W W INC COM 38480210 2862 45500 SH SHARED 16 45500 D GRAINGER W W INC COM 38480210 2319 36871 SH SHARED 17 36871 D GRAMERCY CAP CORP COM 38487110 47 2000 SH SHARED 2000 D GRAMERCY CAP CORP COM 38487110 685 28600 SH SHARED 17 28600 D GRANITE CONSTR INC COM 38732810 851 22274 SH SHARED 8824 13450 D GRANITE CONSTR INC COM 38732810 656 17176 SH SHARED 02 17176 D GRANITE CONSTR INC COM 38732810 91 2400 SH SHARED 10 2400 D GRANITE CONSTR INC COM 38732810 7550 197450 SH SHARED 17 195950 1500 D GRANT PRIDECO INC COM 38821G10 2498 61453 SH SHARED 16353 45100 D GRANT PRIDECO INC COM 38821G10 2573 63300 SH SHARED 02 63300 D GRANT PRIDECO INC COM 38821G10 4552 112000 SH SHARED 04 112000 D GRANT PRIDECO INC COM 38821G10 8 200 SH SHARED 10 200 D GRANT PRIDECO INC COM 38821G10 2276 56000 SH SHARED 16 56000 D GRANT PRIDECO INC COM 38821G10 27238 670080 SH SHARED 17 670080 D GRAPHIC PACKAGING CORP DEL COM 38868810 27 9900 SH SHARED 9900 D GRAPHIC PACKAGING CORP DEL COM 38868810 343 122520 SH SHARED 01 122520 D GRAPHIC PACKAGING CORP DEL COM 38868810 66 23600 SH SHARED 17 23600 D GRAY TELEVISION INC COM 38937510 70 6700 SH SHARED 6700 D GRAY TELEVISION INC COM 38937510 9 900 SH SHARED 14 900 D GRAY TELEVISION INC COM 38937510 7627 720300 SH SHARED 17 720300 D GREAT AMERN FINL RES INC COM 38991510 24 1200 SH SHARED 1200 D GREAT AMERN FINL RES INC COM 38991510 20 1000 SH SHARED 17 1000 D GREAT ATLANTIC & PAC TEA INC COM 39006410 136 4800 SH SHARED 2800 2000 D GREAT ATLANTIC & PAC TEA INC COM 39006410 206 7279 SH SHARED 02 7279 D GREAT ATLANTIC & PAC TEA INC COM 39006410 22 800 SH SHARED 10 800 D GREAT ATLANTIC & PAC TEA INC COM 39006410 260 9168 SH SHARED 17 9168 D GREAT BASIN GOLD LTD COM 39012410 3750 3750000 SH SHARED 10 3750000 D GREAT SOUTHN BANCORP INC COM 39090510 44 1500 SH SHARED 1500 D GREAT SOUTHN BANCORP INC COM 39090510 87 2940 SH SHARED 10 440 2500 D GREAT SOUTHN BANCORP INC COM 39090510 146 4900 SH SHARED 17 3200 1700 D GREAT PLAINS ENERGY INC COM 39116410 4112 137500 SH SHARED 110200 27300 D GREAT PLAINS ENERGY INC COM 39116410 59 2000 SH SHR/OTHR 01 2000 D GREAT PLAINS ENERGY INC COM 39116410 978 32700 SH SHARED 02 32700 D GREAT PLAINS ENERGY INC COM 39116410 98 3300 SH SHARED 10 3300 D GREAT PLAINS ENERGY INC COM 39116410 95 3200 SH SHR/OTHR 10 3200 D GREAT PLAINS ENERGY INC COM 39116410 14 500 SH SHARED 17 500 D GREAT WOLF RESORTS INC COM 39152310 48 4700 SH SHARED 4700 D GREAT WOLF RESORTS INC COM 39152310 86 8380 SH SHARED 17 8380 D GREATBATCH INC COM 39153L10 469 17100 SH SHARED 17100 D GREATBATCH INC COM 39153L10 96 3500 SH SHARED 02 3500 D GREATBATCH INC COM 39153L10 244 8900 SH SHARED 17 8900 D GREATER BAY BANCORP COM 39164810 1242 50421 SH SHARED 33221 17200 D GREATER BAY BANCORP COM 39164810 633 25715 SH SHARED 02 25715 D GREATER BAY BANCORP COM 39164810 256 10400 SH SHARED 10 10400 D GREATER BAY BANCORP COM 39164810 620 25200 SH SHARED 17 23000 2200 D GREATER CHINA FD INC COM 39167B10 25 1515 SH SHARED 1515 D GREEN MTN COFFEE ROASTERS IN COM 39312210 27 800 SH SHARED 800 D GREEN MTN COFFEE ROASTERS IN COM 39312210 226 6500 SH SHARED 05 6500 D GREEN MTN COFFEE ROASTERS IN COM 39312210 2319 66700 SH SHARED 17 66700 D GREENBRIER COS INC COM 39365710 33 1000 SH SHARED 1000 D GREENBRIER COS INC COM 39365710 1068 32150 SH SHARED 01 31925 225 D GREENBRIER COS INC COM 39365710 17 525 SH SHR/OTHR 01 525 D GREENBRIER COS INC COM 39365710 4726 142200 SH SHARED 10 142200 D GREENBRIER COS INC COM 39365710 6106 183700 SH SHARED 17 183700 D GREENE CNTY BANCSHARES INC COM NEW 39436120 28 1100 SH SHARED 1100 D GREENFIELD ONLINE INC COM 39515010 13 2500 SH SHARED 2500 D GREENFIELD ONLINE INC COM 39515010 44 8100 SH SHARED 17 8100 D GREENHILL & CO INC COM 39525910 70 1700 SH SHARED 1700 D GREENHILL & CO INC COM 39525910 158 3800 SH SHARED 17 3800 D GREIF INC CL A 39762410 132 2200 SH SHARED 2200 D GREIF INC CL A 39762410 102 1700 SH SHARED 10 400 1300 D GREIF INC CL A 39762410 426 7100 SH SHARED 17 6300 800 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 3603 2600000 PRN SHARED 2600000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 7688 5547000 PRN SHARED 02 5547000 D GREY WOLF INC FRNT 4/0 397888AF 1468 1000000 PRN SHARED 1000000 D GREY WOLF INC FRNT 4/0 397888AF 8966 6108000 PRN SHARED 02 6108000 D GREY WOLF INC COM 39788810 958 113750 SH SHARED 113750 D GREY WOLF INC COM 39788810 2066 245175 SH SHARED 01 243375 1800 D GREY WOLF INC COM 39788810 39 4650 SH SHR/OTHR 01 4650 D GREY WOLF INC COM 39788810 9192 1090500 SH SHARED 10 1090500 D GREY WOLF INC COM 39788810 31326 3716100 SH SHARED 17 2681700 1034400 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 85809 67780000 PRN SHARED 67780000 D GRIFFON CORP COM 39843310 124 5060 SH SHARED 4400 660 D GRIFFON CORP COM 39843310 2771 112659 SH SHARED 02 112659 D GRIFFON CORP COM 39843310 3931 159800 SH SHARED 10 900 158900 D GRIFFON CORP COM 39843310 257 10470 SH SHARED 17 10470 D GROUP 1 AUTOMOTIVE INC COM 39890510 1575 57100 SH SHARED 57100 D GROUP 1 AUTOMOTIVE INC COM 39890510 68 2469 SH SHARED 02 2469 D GROUP 1 AUTOMOTIVE INC COM 39890510 63 2300 SH SHARED 10 2300 D GROUP 1 AUTOMOTIVE INC COM 39890510 193 7000 SH SHARED 17 7000 D GROUPE DANONE SPONSORED ADR 39944910 2068 94900 SH SHARED 94900 D GROUPE CGI INC CL A SUB VTG 39945C10 588 80134 SH SHARED 69200 10934 D GROUPE CGI INC CL A SUB VTG 39945C10 610 83167 SH SHARED 02 83167 D GROUPE CGI INC CL A SUB VTG 39945C10 38 5220 SH SHARED 06 5220 D GROUPE CGI INC CL A SUB VTG 39945C10 27 3700 SH SHARED 14 3700 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 216 25000 SH SHARED 04 25000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 4195 58500 SH SHARED 58500 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 45284 631500 SH SHARED 01 627500 4000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1147 16000 SH SHARED 02 16000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 13194 184000 SH SHARED 04 184000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2767 38587 SH SHARED 05 38587 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 60639 845625 SH SHARED 10 845625 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 154 2158 SH SHARED 15 2158 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1857 25900 SH SHARED 17 25900 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 28 400 SH SHARED 19 400 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 196 4922 SH SHARED 4922 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 2110 52900 SH SHARED 01 52900 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 1077 27000 SH SHARED 04 27000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 2984 74800 SH SHARED 10 74800 D GTECH HLDGS CORP DBCV 1.750%12/1 400518AB 3482 1494000 PRN SHARED 02 1494000 D GTECH HLDGS CORP COM 40051810 4324 134881 SH SHARED 88545 46336 D GTECH HLDGS CORP COM 40051810 2603 81200 SH SHARED 02 81200 D GTECH HLDGS CORP COM 40051810 1282 40000 SH SHARED 04 40000 D GTECH HLDGS CORP COM 40051810 67 2100 SH SHARED 06 2100 D GTECH HLDGS CORP COM 40051810 15209 474400 SH SHARED 10 473700 700 D GTECH HLDGS CORP COM 40051810 2295 71600 SH SHARED 14 71600 D GTECH HLDGS CORP COM 40051810 512 16000 SH SHARED 17 16000 D GTX INC DEL COM 40052B10 11 1200 SH SHARED 1200 D GUESS INC COM 40161710 51 2400 SH SHARED 2400 D GUESS INC COM 40161710 2052 95775 SH SHARED 01 95100 675 D GUESS INC COM 40161710 38 1775 SH SHR/OTHR 01 1775 D GUESS INC COM 40161710 10418 486180 SH SHARED 10 378480 107700 D GUESS INC COM 40161710 18369 857200 SH SHARED 17 489500 367700 D GUIDANT CORP COM 40169810 46 670 SH SHARED 670 D GUIDANT CORP COM 40169810 1036799 15050067 SH SHARED 14981892 68175 D GUIDANT CORP COM 40169810 5705 82814 SH SHARED 01 49994 32820 D GUIDANT CORP COM 40169810 1635 23742 SH SHR/OTHR 01 23742 D GUIDANT CORP COM 40169810 5120 74326 SH SHARED 02 74326 D GUIDANT CORP COM 40169810 9300 135000 SH SHARED 04 135000 D GUIDANT CORP COM 40169810 13 200 SH SHARED 05 200 D GUIDANT CORP COM 40169810 3252 47220 SH SHARED 06 47220 D GUIDANT CORP COM 40169810 6642 96415 SH SHARED 10 62400 34015 D GUIDANT CORP COM 40169810 89 1300 SH SHR/OTHR 10 1300 D GUIDANT CORP COM 40169810 55 800 SH SHARED 14 800 D GUIDANT CORP COM 40169810 9173 133168 SH SHARED 17 131868 1300 D GUILFORD PHARMACEUTICALS INC COM 40182910 62 17200 SH SHARED 17200 D GUILFORD PHARMACEUTICALS INC COM 40182910 7 2000 SH SHR/OTHR 01 2000 D GUITAR CTR MGMT INC COM 40204010 276 5000 SH SHARED 5000 D GUITAR CTR MGMT INC COM 40204010 255 4620 SH SHARED 02 4620 D GUITAR CTR MGMT INC COM 40204010 93 1700 SH SHARED 10 1700 D GUITAR CTR MGMT INC COM 40204010 1722 31200 SH SHARED 17 11800 19400 D GULF ISLAND FABRICATION INC COM 40230710 40 1400 SH SHARED 1400 D GULF ISLAND FABRICATION INC COM 40230710 14 500 SH SHARED 10 500 D GULF ISLAND FABRICATION INC COM 40230710 132 4600 SH SHARED 17 4600 D GULFMARK OFFSHORE INC COM 40262910 100 3100 SH SHARED 3100 D GULFMARK OFFSHORE INC COM 40262910 93 2900 SH SHARED 02 2900 D GULFMARK OFFSHORE INC COM 40262910 7173 222300 SH SHARED 17 222300 D GYMBOREE CORP COM 40377710 62 4600 SH SHARED 4600 D GYMBOREE CORP COM 40377710 1306 95800 SH SHARED 10 95800 D GYMBOREE CORP COM 40377710 956 70100 SH SHARED 17 14700 55400 D HCA INC COM 40411910 79439 1657758 SH SHARED 1562499 95259 D HCA INC COM 40411910 9072 189334 SH SHARED 02 183247 6087 D HCA INC COM 40411910 2156 45000 SH SHARED 04 45000 D HCA INC COM 40411910 14 300 SH SHARED 05 300 D HCA INC COM 40411910 669 13969 SH SHARED 06 13969 D HCA INC COM 40411910 6608 137900 SH SHARED 10 137900 D HCA INC COM 40411910 330 6898 SH SHARED 14 6898 D HCA INC COM 40411910 130145 2715886 SH SHARED 17 2714186 1700 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AC 3497 2589000 PRN SHARED 02 2589000 D HCC INS HLDGS INC COM 40413210 2198 77069 SH SHARED 40919 36150 D HCC INS HLDGS INC COM 40413210 1618 56727 SH SHARED 02 56727 D HCC INS HLDGS INC COM 40413210 370 13000 SH SHARED 17 13000 D HNI CORP COM 40425110 1560 25906 SH SHARED 6606 19300 D HNI CORP COM 40425110 1457 24200 SH SHARED 02 24200 D HNI CORP COM 40425110 18 300 SH SHARED 17 300 D HRPT PPTYS TR COM SH BEN INT 40426W10 545 43972 SH SHARED 41672 2300 D HRPT PPTYS TR COM SH BEN INT 40426W10 255 20600 SH SHARED 02 20600 D HRPT PPTYS TR COM SH BEN INT 40426W10 76161 6137071 SH SHARED 11 6137071 D HSBC HLDGS PLC SPON ADR NEW 40428040 9513 117115 SH SHARED 95004 22111 D HSBC HLDGS PLC SPON ADR NEW 40428040 282 3476 SH SHARED 01 3476 D HSBC HLDGS PLC SPON ADR NEW 40428040 458 5642 SH SHR/OTHR 01 5642 D HSBC HLDGS PLC SPON ADR NEW 40428040 8 100 SH SHARED 02 100 D HSBC HLDGS PLC SPON ADR NEW 40428040 1621 19961 SH SHARED 10 300 19661 D HSBC HLDGS PLC SPON ADR NEW 40428040 155 1918 SH SHR/OTHR 10 1918 D HAEMONETICS CORP COM 40502410 242 5100 SH SHARED 5100 D HAEMONETICS CORP COM 40502410 1639 34500 SH SHARED 10 300 34200 D HAEMONETICS CORP COM 40502410 3944 83000 SH SHARED 17 14300 68700 D HAGGAR CORP COM 40517310 12 447 SH SHARED 02 447 D HAIN CELESTIAL GROUP INC COM 40521710 1018 52500 SH SHARED 52500 D HAIN CELESTIAL GROUP INC COM 40521710 25 1301 SH SHR/OTHR 01 1301 D HAIN CELESTIAL GROUP INC COM 40521710 44 2319 SH SHARED 02 2319 D HAIN CELESTIAL GROUP INC COM 40521710 244 12582 SH SHARED 17 12582 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 163386 87000000 PRN SHARED 87000000 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 2905 1547000 PRN SHARED 02 1547000 D HALLIBURTON CO COM 40621610 226498 3305580 SH SHARED 3157825 147755 D HALLIBURTON CO COM 40621610 22634 330335 SH SHARED 01 300095 30240 D HALLIBURTON CO COM 40621610 2144 31300 SH SHR/OTHR 01 31300 D HALLIBURTON CO COM 40621610 58653 856007 SH SHARED 02 856007 D HALLIBURTON CO COM 40621610 15417 225000 SH SHARED 04 225000 D HALLIBURTON CO COM 40621610 308 4501 SH SHARED 05 4501 D HALLIBURTON CO COM 40621610 11056 161367 SH SHARED 06 161367 D HALLIBURTON CO COM 40621610 226433 3304630 SH SHARED 10 2506620 798010 D HALLIBURTON CO COM 40621610 274 4000 SH SHR/OTHR 10 4000 D HALLIBURTON CO COM 40621610 342 5000 SH SHARED 14 5000 D HALLIBURTON CO COM 40621610 3261 47600 SH SHARED 15 47600 D HALLIBURTON CO COM 40621610 6440 94000 SH SHARED 16 94000 D HALLIBURTON CO COM 40621610 26439 385869 SH SHARED 17 383769 2100 D HANAROTELECOM INC SPONSORED ADR 40964920 128 50511 SH SHARED 50511 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 1040 110700 SH SHARED 110700 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 69 7417 SH SHARED 01 7417 D HANCOCK HLDG CO COM 41012010 136 4000 SH SHARED 4000 D HANCOCK HLDG CO COM 41012010 4018 117700 SH SHARED 10 800 116900 D HANCOCK HLDG CO COM 41012010 503 14750 SH SHARED 17 14750 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 14 1264 SH SHARED 1264 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 3772 212800 SH SHARED 212800 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 666 29300 SH SHARED 29300 D HANDLEMAN CO DEL COM 41025210 41 3301 SH SHARED 3300 1 D HANDLEMAN CO DEL COM 41025210 3 300 SH SHARED 02 300 D HANDLEMAN CO DEL COM 41025210 372 29500 SH SHARED 10 29500 D HANDLEMAN CO DEL COM 41025210 126 10055 SH SHARED 17 10055 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 306 39800 SH SHARED 39800 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 4515 586400 SH SHARED 17 586400 D HANMI FINL CORP COM 41049510 107 6000 SH SHARED 6000 D HANMI FINL CORP COM 41049510 2073 115500 SH SHARED 10 115500 D HANMI FINL CORP COM 41049510 1162 64742 SH SHARED 17 35042 29700 D HANOVER CAP MTG HLDGS INC COM 41076110 3 522 SH SHARED 522 D HANOVER COMPRESSOR CO NOTE 4.750% 3/1 410768AC 1667 1750000 PRN SHARED 02 1750000 D HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE 363 325000 PRN SHARED 02 325000 D HANOVER COMPRESSOR CO COM 41076810 2345 169224 SH SHR/OTHR 169224 D HANOVER COMPRESSOR CO COM 41076810 781 56389 SH SHARED 23189 33200 D HANOVER COMPRESSOR CO COM 41076810 555 40067 SH SHARED 02 40067 D HANOVER COMPRESSOR CO COM 41076810 91 6600 SH SHARED 10 700 5900 D HANOVER COMPRESSOR CO COM 41076810 859 62000 SH SHARED 17 58200 3800 D HANSEN NAT CORP COM 41131010 98 2100 SH SHARED 2100 D HANSEN NAT CORP COM 41131010 786 16700 SH SHARED 02 16700 D HANSEN NAT CORP COM 41131010 822 17470 SH SHARED 17 17470 D HANSON PLC NEW SPONSORED ADR 41134910 26884 517000 SH SHARED 517000 D HARBOR FLA BANCSHARES INC COM 41190110 114 3148 SH SHARED 3148 D HARBOR FLA BANCSHARES INC COM 41190110 2839 78300 SH SHARED 10 78300 D HARBOR FLA BANCSHARES INC COM 41190110 1316 36301 SH SHARED 17 7701 28600 D HARLAND JOHN H CO COM 41269310 199 4500 SH SHARED 4100 400 D HARLAND JOHN H CO COM 41269310 3805 85700 SH SHARED 10 300 85400 D HARLAND JOHN H CO COM 41269310 2641 59500 SH SHARED 17 19600 39900 D HARLEY DAVIDSON INC COM 41282210 44253 913570 SH SHARED 830674 82896 D HARLEY DAVIDSON INC COM 41282210 4831 99745 SH SHARED 01 93820 5925 D HARLEY DAVIDSON INC COM 41282210 377 7800 SH SHR/OTHR 01 7800 D HARLEY DAVIDSON INC COM 41282210 3786 78161 SH SHARED 02 78161 D HARLEY DAVIDSON INC COM 41282210 4798 99063 SH SHARED 04 92900 6163 D HARLEY DAVIDSON INC COM 41282210 40610 838370 SH SHARED 05 657300 181070 D HARLEY DAVIDSON INC COM 41282210 720 14868 SH SHARED 06 14868 D HARLEY DAVIDSON INC COM 41282210 71060 1466985 SH SHARED 10 394245 881400 191340 D HARLEY DAVIDSON INC COM 41282210 314 6500 SH SHR/OTHR 10 6500 D HARLEY DAVIDSON INC COM 41282210 44 916 SH SHARED 14 916 D HARLEY DAVIDSON INC COM 41282210 1832 37830 SH SHARED 15 37830 D HARLEY DAVIDSON INC COM 41282210 11387 235082 SH SHARED 17 233382 1700 D HARLEY DAVIDSON INC COM 41282210 594 12276 SH SHARED 18 12276 D HARLEY DAVIDSON INC COM 41282210 7613 157172 SH SHARED 19 157172 D HARLEYSVILLE GROUP INC COM 41282410 742 30920 SH SHARED 30920 D HARLEYSVILLE GROUP INC COM 41282410 177 7400 SH SHARED 17 7400 D HARLEYSVILLE NATL CORP PA COM 41285010 91 4189 SH SHARED 4051 138 D HARLEYSVILLE NATL CORP PA COM 41285010 82 3780 SH SHARED 10 3780 D HARLEYSVILLE NATL CORP PA COM 41285010 286 13068 SH SHARED 17 10548 2520 D HARMAN INTL INDS INC COM 41308610 15666 153186 SH SHARED 128368 24818 D HARMAN INTL INDS INC COM 41308610 22 220 SH SHARED 01 220 D HARMAN INTL INDS INC COM 41308610 93 912 SH SHR/OTHR 01 912 D HARMAN INTL INDS INC COM 41308610 3149 30800 SH SHARED 02 30800 D HARMAN INTL INDS INC COM 41308610 4888 47800 SH SHARED 04 47800 D HARMAN INTL INDS INC COM 41308610 138 1350 SH SHARED 05 1350 D HARMAN INTL INDS INC COM 41308610 404 3953 SH SHARED 06 3953 D HARMAN INTL INDS INC COM 41308610 13131 128400 SH SHARED 10 126900 1500 D HARMAN INTL INDS INC COM 41308610 350 3425 SH SHARED 14 3425 D HARMAN INTL INDS INC COM 41308610 3396 33215 SH SHARED 17 32515 700 D HARMONIC INC COM 41316010 356 61220 SH SHARED 60320 900 D HARMONIC INC COM 41316010 161 27800 SH SHARED 17 27800 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 4567 417468 SH SHARED 417468 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 185 17000 SH SHR/OTHR 01 17000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 26277 2402000 SH SHARED 10 2402000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 1636 149600 SH SHARED 14 149600 D HARRAHS ENTMT INC COM 41361910 71420 1095577 SH SHARED 1049199 46378 D HARRAHS ENTMT INC COM 41361910 6387 97977 SH SHARED 02 97977 D HARRAHS ENTMT INC COM 41361910 521 8000 SH SHARED 04 8000 D HARRAHS ENTMT INC COM 41361910 6 100 SH SHARED 05 100 D HARRAHS ENTMT INC COM 41361910 2380 36522 SH SHARED 06 36522 D HARRAHS ENTMT INC COM 41361910 803 12332 SH SHARED 10 8800 3532 D HARRAHS ENTMT INC COM 41361910 19370 297137 SH SHARED 17 296337 800 D HARRIS & HARRIS GROUP INC COM 41383310 377 34008 SH SHARED 31808 2200 D HARRIS & HARRIS GROUP INC COM 41383310 95 8600 SH SHARED 17 8600 D HARRIS CORP DEL COM 41387510 2925 69990 SH SHARED 15990 54000 D HARRIS CORP DEL COM 41387510 2637 63100 SH SHARED 02 63100 D HARRIS CORP DEL COM 41387510 41 1000 SH SHARED 10 1000 D HARRIS CORP DEL COM 41387510 409 9800 SH SHARED 17 9800 D HARRIS INTERACTIVE INC COM 41454910 32 7600 SH SHARED 7600 D HARRIS INTERACTIVE INC COM 41454910 2150 503700 SH SHARED 10 503700 D HARRIS INTERACTIVE INC COM 41454910 152 35700 SH SHARED 17 35700 D HARSCO CORP COM 41586410 1388 21179 SH SHARED 6079 15100 D HARSCO CORP COM 41586410 1199 18300 SH SHARED 02 18300 D HARSCO CORP COM 41586410 19 300 SH SHARED 10 300 D HARSCO CORP COM 41586410 13500 205900 SH SHARED 17 205900 D HARTE-HANKS INC COM 41619610 940 35572 SH SHARED 7122 28450 D HARTE-HANKS INC COM 41619610 1179 44640 SH SHARED 02 44640 D HARTE-HANKS INC COM 41619610 174 6600 SH SHARED 17 6600 D HARTFORD FINL SVCS GROUP INC COM 41651510 41468 537362 SH SHARED 460867 76495 D HARTFORD FINL SVCS GROUP INC COM 41651510 5413 70152 SH SHARED 01 68986 1166 D HARTFORD FINL SVCS GROUP INC COM 41651510 1343 17416 SH SHR/OTHR 01 17416 D HARTFORD FINL SVCS GROUP INC COM 41651510 16853 218398 SH SHARED 02 199698 18700 D HARTFORD FINL SVCS GROUP INC COM 41651510 3758 48700 SH SHARED 04 48700 D HARTFORD FINL SVCS GROUP INC COM 41651510 9529 123481 SH SHARED 05 69164 54317 D HARTFORD FINL SVCS GROUP INC COM 41651510 2666 34549 SH SHARED 06 34549 D HARTFORD FINL SVCS GROUP INC COM 41651510 52466 679880 SH SHARED 10 57780 619000 3100 D HARTFORD FINL SVCS GROUP INC COM 41651510 1126 14600 SH SHARED 14 14600 D HARTFORD FINL SVCS GROUP INC COM 41651510 10559 136840 SH SHARED 17 135640 1200 D HARTFORD FINL SVCS GROUP INC COM 41651510 8071 104588 SH SHARED 19 104588 D HARTMARX CORP COM 41711910 24 3800 SH SHARED 3800 D HARTMARX CORP COM 41711910 233 35600 SH SHARED 10 35600 D HARTMARX CORP COM 41711910 69 10600 SH SHARED 17 10600 D HARVEST ENERGY TR COM 41752X10 2481 75699 SH SHARED 75699 D HARVEST ENERGY TR COM 41752X10 245 7500 SH SHARED 01 7500 D HARVEST NATURAL RESOURCES IN COM 41754V10 59 5500 SH SHARED 5500 D HARVEST NATURAL RESOURCES IN COM 41754V10 1712 159600 SH SHARED 10 159600 D HARVEST NATURAL RESOURCES IN COM 41754V10 1211 112900 SH SHARED 17 16800 96100 D HASBRO INC DBCV 2.750%12/0 418056AN 3377 3165000 PRN SHARED 3165000 D HASBRO INC DBCV 2.750%12/0 418056AN 121 114000 PRN SHARED 02 114000 D HASBRO INC COM 41805610 8132 413878 SH SHARED 375975 37903 D HASBRO INC COM 41805610 2000 101788 SH SHARED 02 101788 D HASBRO INC COM 41805610 27 1400 SH SHARED 06 1400 D HASBRO INC COM 41805610 320 16300 SH SHARED 10 4500 11800 D HASBRO INC COM 41805610 4 208 SH SHARED 14 208 D HASBRO INC COM 41805610 2708 137858 SH SHARED 17 104758 33100 D HAVAS SPONSORED ADR 41931310 39 7760 SH SHARED 7760 D HAVERTY FURNITURE INC COM 41959610 894 73100 SH SHARED 73100 D HAVERTY FURNITURE INC COM 41959610 79 6500 SH SHARED 17 6500 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1386 49735 SH SHARED 25235 24500 D HAWAIIAN ELEC INDUSTRIES COM 41987010 13 500 SH SHARED 01 500 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1048 37600 SH SHARED 02 37600 D HAWAIIAN ELEC INDUSTRIES COM 41987010 11 400 SH SHARED 17 400 D HAWAIIAN HOLDINGS INC COM 41987910 1858 632273 SH SHARED 632273 D HAYES LEMMERZ INTL INC COM NEW 42078130 9352 2087631 SH SHARED 2087631 D HAYES LEMMERZ INTL INC COM NEW 42078130 2077 463791 SH SHARED 02 463791 D HAYES LEMMERZ INTL INC COM NEW 42078130 81 18100 SH SHARED 17 18100 D HEALTHCARE SVCS GRP INC COM 42190610 75 3900 SH SHARED 3900 D HEALTHCARE SVCS GRP INC COM 42190610 8 425 SH SHR/OTHR 01 425 D HEALTHCARE SVCS GRP INC COM 42190610 9 500 SH SHARED 10 500 D HEALTHCARE SVCS GRP INC COM 42190610 431 22425 SH SHARED 17 12225 10200 D HEALTH CARE PPTY INVS INC COM 42191510 86 3200 SH SHARED 1000 2200 D HEALTH CARE PPTY INVS INC COM 42191510 415 15400 SH SHARED 01 15400 D HEALTH CARE PPTY INVS INC COM 42191510 356 13200 SH SHARED 02 13200 D HEALTH CARE PPTY INVS INC COM 42191510 642 23800 SH SHARED 10 15400 8400 D HEALTH CARE PPTY INVS INC COM 42191510 141 5248 SH SHARED 14 5248 D HEALTH MGMT ASSOC INC NEW NOTE 1.500% 8/0 421933AF 43 42000 PRN SHARED 02 42000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 11187 476654 SH SHARED 424268 52386 D HEALTH MGMT ASSOC INC NEW CL A 42193310 129 5515 SH SHARED 01 5515 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1294 55154 SH SHARED 02 55154 D HEALTH MGMT ASSOC INC NEW CL A 42193310 167 7136 SH SHARED 06 7136 D HEALTH MGMT ASSOC INC NEW CL A 42193310 988 42100 SH SHARED 10 39300 2800 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2737 116651 SH SHARED 17 116651 D HEALTHCARE RLTY TR COM 42194610 36 900 SH SHARED 300 600 D HEALTHCARE RLTY TR COM 42194610 188 4700 SH SHARED 02 4700 D HEADWATERS INC COM 42210P10 231 6200 SH SHARED 6200 D HEADWATERS INC COM 42210P10 31 850 SH SHR/OTHR 01 850 D HEADWATERS INC COM 42210P10 7312 195524 SH SHARED 02 195524 D HEADWATERS INC COM 42210P10 157 4200 SH SHARED 10 1700 2500 D HEADWATERS INC COM 42210P10 6219 166300 SH SHARED 17 164700 1600 D HEALTH CARE REIT INC COM 42217K10 18 500 SH SHARED 400 100 D HEALTH CARE REIT INC COM 42217K10 315 8500 SH SHARED 02 8500 D HEALTH CARE REIT INC COM 42217K10 44 1200 SH SHARED 10 1200 D HEALTHEXTRAS INC COM 42221110 68 3200 SH SHARED 3200 D HEALTHEXTRAS INC COM 42221110 1260 58975 SH SHARED 01 58625 350 D HEALTHEXTRAS INC COM 42221110 19 925 SH SHR/OTHR 01 925 D HEALTHEXTRAS INC COM 42221110 282 13200 SH SHARED 05 13200 D HEALTHEXTRAS INC COM 42221110 5657 264600 SH SHARED 10 264600 D HEALTHEXTRAS INC COM 42221110 10018 468600 SH SHARED 17 468600 D HEALTH NET INC COM 42222G10 29312 619447 SH SHARED 576463 42984 D HEALTH NET INC COM 42222G10 177 3750 SH SHARED 01 3750 D HEALTH NET INC COM 42222G10 2706 57200 SH SHARED 02 57200 D HEALTH NET INC COM 42222G10 15284 323000 SH SHARED 04 323000 D HEALTH NET INC COM 42222G10 2932 61974 SH SHARED 06 61974 D HEALTH NET INC COM 42222G10 52 1100 SH SHARED 10 1100 D HEALTH NET INC COM 42222G10 70 1500 SH SHARED 14 1500 D HEALTH NET INC COM 42222G10 738 15613 SH SHARED 17 15613 D HEALTHTRONICS INC COM 42222L10 53 5390 SH SHARED 5390 D HEALTHTRONICS INC COM 42222L10 185 18600 SH SHARED 10 18600 D HEALTHTRONICS INC COM 42222L10 482 48400 SH SHARED 17 15300 33100 D HEARST-ARGYLE TELEVISION INC COM 42231710 28 1100 SH SHARED 200 900 D HEARST-ARGYLE TELEVISION INC COM 42231710 74 2900 SH SHARED 02 2900 D HEARST-ARGYLE TELEVISION INC COM 42231710 74 2900 SH SHARED 17 2900 D HEARTLAND FINL USA INC COM 42234Q10 29 1500 SH SHARED 1500 D HEARTLAND FINL USA INC COM 42234Q10 78 4050 SH SHARED 17 4050 D HEARTLAND EXPRESS INC COM 42234710 140 6900 SH SHARED 6900 D HEARTLAND EXPRESS INC COM 42234710 20 1004 SH SHR/OTHR 01 1004 D HEARTLAND EXPRESS INC COM 42234710 442 21776 SH SHARED 02 21776 D HEARTLAND EXPRESS INC COM 42234710 396 19536 SH SHARED 17 19536 D HEARTLAND PMT SYS INC COM 42235N10 1249 52350 SH SHARED 01 51925 425 D HEARTLAND PMT SYS INC COM 42235N10 26 1100 SH SHR/OTHR 01 1100 D HEARTLAND PMT SYS INC COM 42235N10 178 7500 SH SHARED 05 7500 D HEARTLAND PMT SYS INC COM 42235N10 5659 237200 SH SHARED 10 237200 D HEARTLAND PMT SYS INC COM 42235N10 8990 376800 SH SHARED 17 376800 D HECLA MNG CO COM 42270410 762 174111 SH SHR/OTHR 174111 D HECLA MNG CO COM 42270410 2567 586244 SH SHARED 586244 D HECLA MNG CO COM 42270410 199 45500 SH SHARED 17 45500 D HECTOR COMMUNICATIONS CORP COM 42273010 123 4251 SH SHARED 4251 D HEICO CORP NEW COM 42280610 76 3300 SH SHARED 3300 D HEICO CORP NEW COM 42280610 46 2000 SH SHARED 01 2000 D HEICO CORP NEW COM 42280610 431 18600 SH SHARED 10 18600 D HEICO CORP NEW COM 42280610 213 9200 SH SHARED 17 7000 2200 D HEICO CORP NEW CL A 42280620 11 662 SH SHARED 01 662 D HEICO CORP NEW CL A 42280620 1 91 SH SHARED 02 91 D HEIDRICK & STRUGGLES INTL IN COM 42281910 463 14300 SH SHARED 14300 D HEIDRICK & STRUGGLES INTL IN COM 42281910 108 3354 SH SHARED 02 3354 D HEIDRICK & STRUGGLES INTL IN COM 42281910 283 8744 SH SHARED 17 8744 D HEINZ H J CO COM 42307410 140981 3858292 SH SHARED 3776533 81759 D HEINZ H J CO COM 42307410 1805 49425 SH SHARED 01 31200 18225 D HEINZ H J CO COM 42307410 2690 73634 SH SHR/OTHR 01 73634 D HEINZ H J CO COM 42307410 4881 133584 SH SHARED 02 133584 D HEINZ H J CO COM 42307410 10 300 SH SHARED 05 300 D HEINZ H J CO COM 42307410 263 7200 SH SHARED 06 7200 D HEINZ H J CO COM 42307410 1574 43087 SH SHARED 10 7025 36062 D HEINZ H J CO COM 42307410 1101 30150 SH SHR/OTHR 10 30150 D HEINZ H J CO COM 42307410 211 5800 SH SHARED 14 5800 D HEINZ H J CO COM 42307410 5182 141833 SH SHARED 17 141833 D HELIX TECHNOLOGY CORP COM 42331910 6910 468500 SH SHARED 468500 D HELIX TECHNOLOGY CORP COM 42331910 26 1825 SH SHR/OTHR 01 1825 D HELIX TECHNOLOGY CORP COM 42331910 0 34 SH SHARED 02 34 D HELIX TECHNOLOGY CORP COM 42331910 17 1200 SH SHARED 10 1200 D HELIX TECHNOLOGY CORP COM 42331910 182 12405 SH SHARED 17 12405 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 16236 1614000 SH SHARED 1614000 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 218 21700 SH SHARED 10 21700 D HELMERICH & PAYNE INC COM 42345210 1770 29319 SH SHARED 6219 23100 D HELMERICH & PAYNE INC COM 42345210 1721 28500 SH SHARED 02 28500 D HELMERICH & PAYNE INC COM 42345210 48 800 SH SHARED 10 800 D HELMERICH & PAYNE INC COM 42345210 356 5900 SH SHARED 17 5900 D HENRY JACK & ASSOC INC COM 42628110 5490 283035 SH SHARED 255235 27800 D HENRY JACK & ASSOC INC COM 42628110 46 2400 SH SHR/OTHR 01 2400 D HENRY JACK & ASSOC INC COM 42628110 679 35014 SH SHARED 02 35014 D HENRY JACK & ASSOC INC COM 42628110 75 3900 SH SHARED 10 3900 D HENRY JACK & ASSOC INC COM 42628110 568 29300 SH SHARED 17 26700 2600 D HERITAGE COMMERCE CORP COM 42692710 35 1700 SH SHARED 1700 D HERITAGE COMMERCE CORP COM 42692710 56 2700 SH SHARED 17 2700 D HERCULES INC SDCV 8.000% 8/1 427056AK 19 19500 PRN SHARED 01 19500 D HERCULES INC SDCV 8.000% 8/1 427056AK 10 10750 PRN SHR/OTHR 01 10750 D HERCULES INC SDCV 8.000% 8/1 427056AK 10 10000 PRN SHR/OTHR 10 10000 D HERCULES INC COM 42705610 43970 3598229 SH SHARED 3580528 17701 D HERCULES INC COM 42705610 36 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 182 14904 SH SHARED 02 14904 D HERCULES INC COM 42705610 29 2400 SH SHARED 10 2400 D HERCULES INC COM 42705610 1070 87637 SH SHARED 17 87637 D HERCULES TECH GROWTH CAP INC COM 42709650 2848 223400 SH SHARED 17 223400 D HERITAGE PPTY INVT TR INC COM 42725M10 854 24400 SH SHARED 24400 D HERITAGE PPTY INVT TR INC COM 42725M10 10 300 SH SHARED 02 300 D HERITAGE PPTY INVT TR INC COM 42725M10 2579 73700 SH SHARED 10 73700 D HERITAGE PPTY INVT TR INC COM 42725M10 45794 1308400 SH SHARED 11 1308400 D HERITAGE PPTY INVT TR INC COM 42725M10 738 21100 SH SHARED 17 9200 11900 D HERLEY INDS INC DEL COM 42739810 37 2000 SH SHARED 2000 D HERLEY INDS INC DEL COM 42739810 55 3000 SH SHARED 02 3000 D HERLEY INDS INC DEL COM 42739810 7027 377200 SH SHARED 17 377200 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 507 51100 SH SHARED 51100 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 41 4212 SH SHARED 02 4212 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 30498 3071300 SH SHARED 11 3071300 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 42 4300 SH SHARED 17 4300 D HERSHEY CO COM 42786610 77544 1377105 SH SHARED 1321821 55284 D HERSHEY CO COM 42786610 4 80 SH SHARED 01 80 D HERSHEY CO COM 42786610 244 4350 SH SHR/OTHR 01 4350 D HERSHEY CO COM 42786610 3842 68243 SH SHARED 02 68243 D HERSHEY CO COM 42786610 163 2900 SH SHARED 05 2900 D HERSHEY CO COM 42786610 210 3739 SH SHARED 06 3739 D HERSHEY CO COM 42786610 45037 799813 SH SHARED 10 168273 435000 196540 D HERSHEY CO COM 42786610 185 3300 SH SHARED 14 3300 D HERSHEY CO COM 42786610 8310 147586 SH SHARED 17 147586 D HEWITT ASSOCS INC COM 42822Q10 2086 76479 SH SHARED 76479 D HEWITT ASSOCS INC COM 42822Q10 128 4700 SH SHARED 02 4700 D HEWITT ASSOCS INC COM 42822Q10 8 300 SH SHARED 10 300 D HEWITT ASSOCS INC COM 42822Q10 578 21200 SH SHARED 14 21200 D HEWITT ASSOCS INC COM 42822Q10 5709 209300 SH SHARED 17 209300 D HEWLETT PACKARD CO NOTE 10/1 428236AC 3923 7070000 PRN SHARED 02 4170000 2900000 D HEWLETT PACKARD CO NOTE 10/1 428236AC 1415 2550000 PRN SHARED 06 2550000 D HEWLETT PACKARD CO COM 42823610 595953 20409359 SH SHARED 19613195 796164 D HEWLETT PACKARD CO COM 42823610 19827 679025 SH SHARED 01 496509 182516 D HEWLETT PACKARD CO COM 42823610 9564 327546 SH SHR/OTHR 01 327546 D HEWLETT PACKARD CO COM 42823610 70685 2420740 SH SHARED 02 2379140 41600 D HEWLETT PACKARD CO COM 42823610 22513 771000 SH SHARED 04 771000 D HEWLETT PACKARD CO COM 42823610 46 1600 SH SHARED 05 1600 D HEWLETT PACKARD CO COM 42823610 3690 126372 SH SHARED 06 126372 D HEWLETT PACKARD CO COM 42823610 301918 10339690 SH SHARED 10 8098045 2241645 D HEWLETT PACKARD CO COM 42823610 921 31554 SH SHR/OTHR 10 31554 D HEWLETT PACKARD CO COM 42823610 2604 89188 SH SHARED 14 89188 D HEWLETT PACKARD CO COM 42823610 4498 154052 SH SHARED 15 154052 D HEWLETT PACKARD CO COM 42823610 49292 1688095 SH SHARED 17 1464947 223148 D HEWLETT PACKARD CO COM 42823610 11 400 SH SHARED 19 400 D HEXCEL CORP NEW COM 42829110 162 8900 SH SHARED 8900 D HEXCEL CORP NEW COM 42829110 5219 285400 SH SHARED 10 285400 D HEXCEL CORP NEW COM 42829110 1481 81000 SH SHARED 17 23200 57800 D HI-TECH PHARMACAL INC COM 42840B10 24 800 SH SHARED 800 D HI-TECH PHARMACAL INC COM 42840B10 81 2700 SH SHARED 17 2700 D HIBBETT SPORTING GOODS INC COM 42856510 114 5150 SH SHARED 5150 D HIBBETT SPORTING GOODS INC COM 42856510 1281 57600 SH SHARED 10 57600 D HIBBETT SPORTING GOODS INC COM 42856510 1823 81956 SH SHARED 17 23156 58800 D HIBERNIA CORP CL A 42865610 328969 10951040 SH SHARED 10949540 1500 D HIBERNIA CORP CL A 42865610 6470 215404 SH SHARED 02 215404 D HIBERNIA CORP CL A 42865610 36 1200 SH SHARED 06 1200 D HIGH INCOME OPPORTUNITY FD I COM 42967Q10 147 23496 SH SHARED 23496 D HIGHLAND HOSPITALITY CORP COM 43014110 61 6000 SH SHARED 6000 D HIGHLAND HOSPITALITY CORP COM 43014110 1457 142100 SH SHARED 17 142100 D HIGHWOODS PPTYS INC COM 43128410 968 32828 SH SHARED 14328 18500 D HIGHWOODS PPTYS INC COM 43128410 655 22200 SH SHARED 02 22200 D HIGHWOODS PPTYS INC COM 43128410 2986 101200 SH SHARED 10 101200 D HIGHWOODS PPTYS INC COM 43128410 76938 2607200 SH SHARED 11 2607200 D HIGHWOODS PPTYS INC COM 43128410 1245 42200 SH SHARED 17 24100 18100 D HILB ROGAL & HOBBS CO COM 43129410 343 9200 SH SHARED 9200 D HILB ROGAL & HOBBS CO COM 43129410 51 1370 SH SHARED 10 1370 D HILB ROGAL & HOBBS CO COM 43129410 1112 29800 SH SHARED 17 29800 D HILLENBRAND INDS INC COM 43157310 1861 39568 SH SHARED 17997 21571 D HILLENBRAND INDS INC COM 43157310 1689 35900 SH SHARED 02 35900 D HILLENBRAND INDS INC COM 43157310 28 610 SH SHARED 06 610 D HILLENBRAND INDS INC COM 43157310 61 1300 SH SHARED 10 1300 D HILLENBRAND INDS INC COM 43157310 127 2700 SH SHARED 14 2700 D HILLENBRAND INDS INC COM 43157310 395 8400 SH SHARED 17 2000 6400 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 2056 1802000 PRN SHARED 02 1802000 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 342 300000 PRN SHARED 06 300000 D HILTON HOTELS CORP COM 43284810 27650 1238814 SH SHARED 1168575 70239 D HILTON HOTELS CORP COM 43284810 33 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 2432 109001 SH SHARED 02 109001 D HILTON HOTELS CORP COM 43284810 377 16917 SH SHARED 06 16917 D HILTON HOTELS CORP COM 43284810 15 700 SH SHARED 10 700 D HILTON HOTELS CORP COM 43284810 134940 6045732 SH SHARED 11 6045732 D HILTON HOTELS CORP COM 43284810 184 8279 SH SHARED 14 8279 D HILTON HOTELS CORP COM 43284810 4934 221091 SH SHARED 17 221091 D HITACHI LIMITED ADR 10 COM 43357850 266 4200 SH SHARED 4200 D HITACHI LIMITED ADR 10 COM 43357850 11 180 SH SHARED 10 180 D HOLLINGER INTL INC CL A 43556910 21181 2161383 SH SHARED 2161383 D HOLLINGER INTL INC CL A 43556910 85 8700 SH SHARED 02 8700 D HOLLINGER INTL INC CL A 43556910 226 23100 SH SHARED 17 23100 D HOLLY CORP COM PAR $0.01 43575830 211 3300 SH SHARED 3300 D HOLLY CORP COM PAR $0.01 43575830 5118 80000 SH SHARED 01 80000 D HOLLY CORP COM PAR $0.01 43575830 108 1700 SH SHARED 02 1700 D HOLLY CORP COM PAR $0.01 43575830 1094 17100 SH SHARED 10 17100 D HOLLY CORP COM PAR $0.01 43575830 5540 86600 SH SHARED 17 86600 D HOLOGIC INC COM 43644010 190 3300 SH SHARED 3300 D HOLOGIC INC COM 43644010 433 7500 SH SHARED 01 7500 D HOLOGIC INC COM 43644010 5249 90900 SH SHARED 10 64800 26100 D HOLOGIC INC COM 43644010 6941 120200 SH SHARED 17 91700 28500 D HOME DEPOT INC COM 43707610 329547 8640477 SH SHARED 8126431 514046 D HOME DEPOT INC COM 43707610 35928 942025 SH SHARED 01 85522 856503 D HOME DEPOT INC COM 43707610 6693 175498 SH SHR/OTHR 01 175498 D HOME DEPOT INC COM 43707610 31150 816738 SH SHARED 02 816738 D HOME DEPOT INC COM 43707610 2913 76400 SH SHARED 04 73900 2500 D HOME DEPOT INC COM 43707610 1704 44680 SH SHARED 05 44680 D HOME DEPOT INC COM 43707610 4527 118709 SH SHARED 06 118709 D HOME DEPOT INC COM 43707610 102314 2682594 SH SHARED 10 478053 1079975 1124566 D HOME DEPOT INC COM 43707610 4045 106070 SH SHR/OTHR 10 106070 D HOME DEPOT INC COM 43707610 1457 38220 SH SHARED 14 38220 D HOME DEPOT INC COM 43707610 165593 4341733 SH SHARED 17 4334933 6800 D HOME DEPOT INC COM 43707610 129 3400 SH SHARED 19 3400 D HOME PROPERTIES INC COM 43730610 1106 28200 SH SHARED 28100 100 D HOME PROPERTIES INC COM 43730610 184 4700 SH SHARED 02 4700 D HOME PROPERTIES INC COM 43730610 2814 71700 SH SHARED 10 71700 D HOME PROPERTIES INC COM 43730610 3642 92800 SH SHARED 11 92800 D HOME PROPERTIES INC COM 43730610 883 22500 SH SHARED 17 13200 9300 D HOMEBANC CORP GA COM 43738R10 145 18900 SH SHARED 8500 10400 D HOMEBANC CORP GA COM 43738R10 142 18400 SH SHARED 17 18400 D HOMESTORE INC COM 43785210 99 22900 SH SHARED 22900 D HOMESTORE INC COM 43785210 217 50000 SH SHARED 17 50000 D HONDA MOTOR LTD AMERN SHS 43812830 1483 52229 SH SHARED 52229 D HONEYWELL INTL INC COM 43851610 64738 1726355 SH SHARED 1503954 222401 D HONEYWELL INTL INC COM 43851610 13935 371623 SH SHARED 01 284195 87428 D HONEYWELL INTL INC COM 43851610 2316 61762 SH SHR/OTHR 01 61762 D HONEYWELL INTL INC COM 43851610 12349 329307 SH SHARED 02 256207 73100 D HONEYWELL INTL INC COM 43851610 228221 6085900 SH SHARED 04 6085900 D HONEYWELL INTL INC COM 43851610 292 7800 SH SHARED 05 7800 D HONEYWELL INTL INC COM 43851610 22567 601789 SH SHARED 06 601789 D HONEYWELL INTL INC COM 43851610 191254 5100118 SH SHARED 10 3742736 1357382 D HONEYWELL INTL INC COM 43851610 23265 620412 SH SHR/OTHR 10 620412 D HONEYWELL INTL INC COM 43851610 2254 60119 SH SHARED 14 60119 D HONEYWELL INTL INC COM 43851610 5664 151050 SH SHARED 15 151050 D HONEYWELL INTL INC COM 43851610 21532 574199 SH SHARED 17 474140 100059 D HONEYWELL INTL INC COM 43851610 129 3450 SH SHARED 19 3450 D HOOKER FURNITURE CORP COM 43903810 24 1500 SH SHARED 1500 D HOOKER FURNITURE CORP COM 43903810 64 3900 SH SHARED 17 3900 D HOOPER HOLMES INC COM 43910410 38 9800 SH SHARED 9800 D HOOPER HOLMES INC COM 43910410 91 23400 SH SHARED 17 23400 D HORACE MANN EDUCATORS CORP N NOTE 1.425% 5/1 440327AG 5813 12475000 PRN SHARED 02 12475000 D HORACE MANN EDUCATORS CORP N COM 44032710 505 25542 SH SHARED 11542 14000 D HORACE MANN EDUCATORS CORP N COM 44032710 288 14600 SH SHARED 02 14600 D HORACE MANN EDUCATORS CORP N COM 44032710 400 20268 SH SHARED 17 20268 D HORIZON FINL CORP WASH COM 44041F10 30 1400 SH SHARED 1400 D HORIZON FINL CORP WASH COM 44041F10 103 4700 SH SHARED 17 4700 D HORIZON HEALTH CORP COM 44041Y10 40 1500 SH SHARED 1500 D HORIZON HEALTH CORP COM 44041Y10 146 5400 SH SHARED 17 5400 D HORMEL FOODS CORP COM 44045210 11546 350011 SH SHARED 313611 36400 D HORMEL FOODS CORP COM 44045210 8 250 SH SHARED 01 250 D HORMEL FOODS CORP COM 44045210 82 2500 SH SHR/OTHR 01 2500 D HORMEL FOODS CORP COM 44045210 2018 61176 SH SHARED 02 61176 D HORMEL FOODS CORP COM 44045210 3025 91700 SH SHARED 10 91700 D HORMEL FOODS CORP COM 44045210 237 7184 SH SHARED 14 7184 D HORMEL FOODS CORP COM 44045210 247 7500 SH SHARED 17 7500 D HORNBECK OFFSHORE SVCS INC N COM 44054310 114 3135 SH SHARED 3135 D HORNBECK OFFSHORE SVCS INC N COM 44054310 8476 231400 SH SHARED 17 231400 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 2168 50604 SH SHARED 26204 24400 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1358 31700 SH SHARED 02 31700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 861 20100 SH SHARED 10 20100 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 22287 520000 SH SHARED 11 520000 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 224 5236 SH SHARED 14 5236 D HOSPIRA INC COM 44106010 64187 1566701 SH SHARED 1528436 38265 D HOSPIRA INC COM 44106010 889 21720 SH SHARED 01 17329 4391 D HOSPIRA INC COM 44106010 661 16150 SH SHR/OTHR 01 16150 D HOSPIRA INC COM 44106010 1770 43211 SH SHARED 02 43211 D HOSPIRA INC COM 44106010 4 120 SH SHARED 05 120 D HOSPIRA INC COM 44106010 116 2840 SH SHARED 06 2840 D HOSPIRA INC COM 44106010 885 21618 SH SHARED 10 9040 12578 D HOSPIRA INC COM 44106010 113 2760 SH SHR/OTHR 10 2760 D HOSPIRA INC COM 44106010 178 4346 SH SHARED 14 4346 D HOSPIRA INC COM 44106010 4285 104589 SH SHARED 17 74889 29700 D HOSPIRA INC COM 44106010 1618 39500 SH SHARED 18 39500 D HOST MARRIOTT CORP NEW COM 44107P10 11604 686643 SH SHARED 685859 784 D HOST MARRIOTT CORP NEW COM 44107P10 13990 827826 SH SHARED 01 827826 D HOST MARRIOTT CORP NEW COM 44107P10 1072 63482 SH SHR/OTHR 01 63482 D HOST MARRIOTT CORP NEW COM 44107P10 3402 201328 SH SHARED 02 201328 D HOST MARRIOTT CORP NEW COM 44107P10 760 45000 SH SHARED 04 45000 D HOST MARRIOTT CORP NEW COM 44107P10 5 300 SH SHARED 05 300 D HOST MARRIOTT CORP NEW COM 44107P10 5 300 SH SHARED 10 300 D HOST MARRIOTT CORP NEW COM 44107P10 39689 2348500 SH SHARED 11 2348500 D HOST MARRIOTT CORP NEW COM 44107P10 2404 142300 SH SHARED 17 142300 D HOT TOPIC INC COM 44133910 2807 182772 SH SHARED 182772 D HOT TOPIC INC COM 44133910 87 5700 SH SHARED 02 5700 D HOT TOPIC INC COM 44133910 3840 250000 SH SHARED 04 250000 D HOT TOPIC INC COM 44133910 36 2360 SH SHARED 10 2360 D HOT TOPIC INC COM 44133910 273 17775 SH SHARED 17 17775 D HOUSEVALUES INC COM 44183Y10 14 1000 SH SHARED 1000 D HOUSTON EXPL CO COM 44212010 1055 15700 SH SHARED 15000 700 D HOUSTON EXPL CO COM 44212010 147 2200 SH SHARED 02 2200 D HOUSTON EXPL CO COM 44212010 4216 62700 SH SHARED 10 200 62500 D HOUSTON EXPL CO COM 44212010 1889 28100 SH SHARED 17 13100 15000 D HOVNANIAN ENTERPRISES INC CL A 44248720 14514 283492 SH SHARED 261492 22000 D HOVNANIAN ENTERPRISES INC CL A 44248720 1548 30249 SH SHARED 02 30249 D HOVNANIAN ENTERPRISES INC CL A 44248720 46 900 SH SHARED 10 900 D HOVNANIAN ENTERPRISES INC CL A 44248720 25 500 SH SHARED 17 500 D HUB GROUP INC CL A 44332010 154 4200 SH SHARED 3000 1200 D HUB GROUP INC CL A 44332010 513 14000 SH SHR/OTHR 01 14000 D HUB GROUP INC CL A 44332010 106 2900 SH SHARED 02 2900 D HUB GROUP INC CL A 44332010 256 7000 SH SHARED 17 7000 D HUBBELL INC CL B 44351020 2219 47286 SH SHARED 24486 22800 D HUBBELL INC CL B 44351020 49 1060 SH SHARED 01 1060 D HUBBELL INC CL B 44351020 1315 28025 SH SHARED 02 28025 D HUBBELL INC CL B 44351020 207 4424 SH SHARED 10 4424 D HUBBELL INC CL B 44351020 9 210 SH SHR/OTHR 10 210 D HUBBELL INC CL B 44351020 417 8900 SH SHARED 14 8900 D HUDSON CITY BANCORP COM 44368310 13794 1159208 SH SHARED 1156323 2885 D HUDSON CITY BANCORP COM 44368310 132 11164 SH SHARED 01 11164 D HUDSON CITY BANCORP COM 44368310 1331 111900 SH SHARED 02 111900 D HUDSON CITY BANCORP COM 44368310 101 8500 SH SHARED 06 8500 D HUDSON CITY BANCORP COM 44368310 195 16400 SH SHARED 14 16400 D HUDSON CITY BANCORP COM 44368310 818 68800 SH SHARED 17 68800 D HUDSON HIGHLAND GROUP INC COM 44379210 10242 410514 SH SHARED 410184 330 D HUDSON HIGHLAND GROUP INC COM 44379210 87 3500 SH SHARED 02 3500 D HUDSON HIGHLAND GROUP INC COM 44379210 7 300 SH SHARED 10 300 D HUDSON HIGHLAND GROUP INC COM 44379210 247 9900 SH SHARED 17 9900 D HUDSON UNITED BANCORP COM 44416510 4537 107200 SH SHARED 106700 500 D HUDSON UNITED BANCORP COM 44416510 68 1622 SH SHR/OTHR 01 1622 D HUDSON UNITED BANCORP COM 44416510 160 3800 SH SHARED 02 3800 D HUDSON UNITED BANCORP COM 44416510 524 12400 SH SHARED 10 12400 D HUDSON UNITED BANCORP COM 44416510 816 19300 SH SHARED 17 15900 3400 D HUGHES SUPPLY INC COM 44448210 322 9900 SH SHARED 9900 D HUGHES SUPPLY INC COM 44448210 294 9037 SH SHARED 02 9037 D HUGHES SUPPLY INC COM 44448210 136 4200 SH SHARED 10 4200 D HUGHES SUPPLY INC COM 44448210 964 29600 SH SHARED 17 27200 2400 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 60 1500 SH SHARED 01 1500 D HUMANA INC COM 44485910 30169 630110 SH SHARED 600310 29800 D HUMANA INC COM 44485910 28 600 SH SHR/OTHR 01 600 D HUMANA INC COM 44485910 2476 51733 SH SHARED 02 51733 D HUMANA INC COM 44485910 14468 302175 SH SHARED 04 302175 D HUMANA INC COM 44485910 299 6258 SH SHARED 06 6258 D HUMANA INC COM 44485910 4270 89200 SH SHARED 10 88400 800 D HUMANA INC COM 44485910 127 2671 SH SHARED 14 2671 D HUMANA INC COM 44485910 3457 72221 SH SHARED 17 72221 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 3912 4000000 PRN SHARED 4000000 D HUMAN GENOME SCIENCES INC NOTE 5.000% 2/0 444903AF 1198 1225000 PRN SHARED 02 1225000 D HUMAN GENOME SCIENCES INC NOTE 3.750% 3/1 444903AH 6474 6586000 PRN SHARED 02 6586000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 15605 14612000 PRN SHARED 14612000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 2864 2682000 PRN SHARED 02 2682000 D HUMAN GENOME SCIENCES INC COM 44490310 265 19503 SH SHARED 19403 100 D HUMAN GENOME SCIENCES INC COM 44490310 27 2000 SH SHR/OTHR 01 2000 D HUMAN GENOME SCIENCES INC COM 44490310 1035 76183 SH SHARED 02 76183 D HUMAN GENOME SCIENCES INC COM 44490310 133 9800 SH SHARED 10 9800 D HUMAN GENOME SCIENCES INC COM 44490310 1106 81400 SH SHARED 14 81400 D HUMAN GENOME SCIENCES INC COM 44490310 789 58100 SH SHARED 17 51900 6200 D HUNGARIAN TEL & CABLE CORP COM 44554210 10 726 SH SHARED 726 D HUNT J B TRANS SVCS INC COM 44565810 2592 136399 SH SHARED 93399 43000 D HUNT J B TRANS SVCS INC COM 44565810 1153 60686 SH SHARED 02 60686 D HUNT J B TRANS SVCS INC COM 44565810 95 5020 SH SHARED 06 5020 D HUNT J B TRANS SVCS INC COM 44565810 1197 62974 SH SHARED 17 62974 D HUNTINGTON BANCSHARES INC COM 44615010 7189 319947 SH SHARED 269658 50289 D HUNTINGTON BANCSHARES INC COM 44615010 251 11210 SH SHARED 01 11210 D HUNTINGTON BANCSHARES INC COM 44615010 1345 59894 SH SHARED 02 59894 D HUNTINGTON BANCSHARES INC COM 44615010 6 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 88 3950 SH SHARED 06 3950 D HUNTINGTON BANCSHARES INC COM 44615010 4 200 SH SHARED 10 200 D HUNTINGTON BANCSHARES INC COM 44615010 2522 112256 SH SHARED 17 112256 D HUNTSMAN CORP COM 44701110 4009 205100 SH SHARED 188400 16700 D HUNTSMAN CORP COM 44701110 87 4500 SH SHARED 01 4500 D HUNTSMAN CORP COM 44701110 115 5900 SH SHARED 02 5900 D HUNTSMAN CORP COM 44701110 398 20400 SH SHARED 06 20400 D HUNTSMAN CORP COM 44701110 2815 144000 SH SHARED 14 144000 D HUNTSMAN CORP COM 44701110 657 33639 SH SHARED 17 33639 D HUNTSMAN CORP PFD MND CV 5% 44701120 222 5000 SH SHARED 5000 D HUNTSMAN CORP PFD MND CV 5% 44701120 9321 209610 SH SHARED 02 209610 D HURON CONSULTING GROUP INC COM 44746210 26 1000 SH SHARED 1000 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 2273 2182000 PRN SHARED 2182000 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 2443 2345000 PRN SHARED 02 2345000 D HUTCHINSON TECHNOLOGY INC COM 44840710 3330 127491 SH SHARED 126691 800 D HUTCHINSON TECHNOLOGY INC COM 44840710 5 200 SH SHARED 02 200 D HUTCHINSON TECHNOLOGY INC COM 44840710 107 4100 SH SHARED 10 1600 2500 D HUTCHINSON TECHNOLOGY INC COM 44840710 480 18400 SH SHARED 17 13000 5400 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 1234 57300 SH SHARED 57300 D HUTTIG BLDG PRODS INC COM 44845110 20 2288 SH SHARED 2288 D HYDRIL COM 44877410 2463 35887 SH SHARED 35887 D HYDRIL COM 44877410 460 6703 SH SHARED 02 6703 D HYDRIL COM 44877410 102 1500 SH SHARED 10 1500 D HYDRIL COM 44877410 837 12200 SH SHARED 17 11400 800 D HYDROGENICS CORP COM 44888210 389 100000 SH SHARED 100000 D HYDROGENICS CORP COM 44888210 408 105000 SH SHARED 04 105000 D IDT CORP COM 44894710 560 45540 SH SHARED 45540 D IDT CORP CL B 44894730 284 23300 SH SHARED 23300 D IDT CORP CL B 44894730 18 1500 SH SHARED 01 1500 D IDT CORP CL B 44894730 1604 131600 SH SHARED 14 131600 D IDT CORP CL B 44894730 313 25700 SH SHARED 17 25700 D HYPERCOM CORP COM 44913M10 51 7900 SH SHARED 7900 D HYPERCOM CORP COM 44913M10 160 24600 SH SHARED 17 24600 D HYPERION SOLUTIONS CORP COM 44914M10 414 8529 SH SHARED 7029 1500 D HYPERION SOLUTIONS CORP COM 44914M10 1980 40700 SH SHARED 01 40400 300 D HYPERION SOLUTIONS CORP COM 44914M10 38 800 SH SHR/OTHR 01 800 D HYPERION SOLUTIONS CORP COM 44914M10 194 4000 SH SHARED 02 4000 D HYPERION SOLUTIONS CORP COM 44914M10 3502 72000 SH SHARED 04 72000 D HYPERION SOLUTIONS CORP COM 44914M10 8813 181152 SH SHARED 10 180852 300 D HYPERION SOLUTIONS CORP COM 44914M10 15786 324500 SH SHARED 17 230400 94100 D HYPERION TOTAL RETURN & INCO COM 44914510 224 25800 SH SHARED 25800 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 1 592 SH SHARED 592 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 7391 654158 SH SHARED 654158 D IAC INTERACTIVECORP COM NEW 44919P30 53560 2112840 SH SHARED 2099654 13186 D IAC INTERACTIVECORP COM NEW 44919P30 521 20569 SH SHARED 02 20569 D IAC INTERACTIVECORP COM NEW 44919P30 5179 204321 SH SHARED 04 203446 875 D IAC INTERACTIVECORP COM NEW 44919P30 20 800 SH SHARED 05 800 D IAC INTERACTIVECORP COM NEW 44919P30 132 5233 SH SHARED 06 5233 D IAC INTERACTIVECORP COM NEW 44919P30 1450 57238 SH SHARED 10 3175 54063 D IAC INTERACTIVECORP COM NEW 44919P30 226 8950 SH SHR/OTHR 10 8950 D IAC INTERACTIVECORP COM NEW 44919P30 2699 106481 SH SHARED 14 106481 D IAC INTERACTIVECORP COM NEW 44919P30 507 20000 SH SHARED 15 20000 D IAC INTERACTIVECORP COM NEW 44919P30 2279 89930 SH SHARED 17 88380 1550 D ICOS CORP NOTE 2.000% 7/0 449295AB 17577 21000000 PRN SHARED 21000000 D ICOS CORP NOTE 2.000% 7/0 449295AB 8554 10220000 PRN SHARED 02 6220000 4000000 D ICOS CORP COM 44929510 2510 90900 SH SHARED 88300 2600 D ICOS CORP COM 44929510 82 3000 SH SHARED 01 3000 D ICOS CORP COM 44929510 237 8600 SH SHARED 02 8600 D ICOS CORP COM 44929510 5303 192000 SH SHARED 04 192000 D ICOS CORP COM 44929510 132 4800 SH SHARED 10 4800 D ICOS CORP COM 44929510 80 2900 SH SHARED 14 2900 D ICOS CORP COM 44929510 748 27100 SH SHARED 17 24100 3000 D ICU MED INC COM 44930G10 60 2100 SH SHARED 2100 D ICU MED INC COM 44930G10 83 2900 SH SHARED 02 2900 D ICU MED INC COM 44930G10 38 1325 SH SHARED 10 1325 D ICU MED INC COM 44930G10 149 5200 SH SHARED 17 5200 D ID BIOMEDICAL CORP COM 44936D10 3149 104813 SH SHARED 104813 D ID BIOMEDICAL CORP COM 44936D10 108 3600 SH SHARED 02 3600 D IDEC PHARMACEUTICALS CORP NOTE 2/1 449370AC 23534 14755000 PRN SHARED 14755000 D IDX SYS CORP COM 44949110 1299 30103 SH SHARED 29303 800 D IDX SYS CORP COM 44949110 43 1000 SH SHARED 01 1000 D IDX SYS CORP COM 44949110 172 4000 SH SHARED 10 1400 2600 D IDX SYS CORP COM 44949110 457 10600 SH SHARED 17 8900 1700 D IFC CAP TR III PFD CV TR SECS 44949820 4021 150900 SH SHARED 150900 D I-FLOW CORP COM NEW 44952030 41 3000 SH SHARED 3000 D I-FLOW CORP COM NEW 44952030 85 6200 SH SHARED 02 6200 D I-FLOW CORP COM NEW 44952030 126 9200 SH SHARED 17 9200 D IHOP CORP COM 44962310 126 3100 SH SHARED 3000 100 D IHOP CORP COM 44962310 10 260 SH SHARED 02 260 D IHOP CORP COM 44962310 101 2500 SH SHARED 10 2500 D IHOP CORP COM 44962310 378 9300 SH SHARED 17 8000 1300 D ING PRIME RATE TR SH BEN INT 44977W10 2320 339732 SH SHARED 339732 D ING CLARION REAL EST INCOME COM SHS 44978810 181 11619 SH SHARED 11619 D ING CLARION GLB RE EST INCM COM 44982G10 26 1649 SH SHARED 1649 D IPIX CORP COM 44982L10 2 1000 SH SHARED 1000 D IMS HEALTH INC COM 44993410 54510 2165711 SH SHARED 2093843 71868 D IMS HEALTH INC COM 44993410 3520 139858 SH SHARED 01 130888 8970 D IMS HEALTH INC COM 44993410 3115 123771 SH SHR/OTHR 01 123771 D IMS HEALTH INC COM 44993410 1216 48344 SH SHARED 02 48344 D IMS HEALTH INC COM 44993410 5 200 SH SHARED 05 200 D IMS HEALTH INC COM 44993410 110 4390 SH SHARED 06 4390 D IMS HEALTH INC COM 44993410 115 4600 SH SHARED 10 4600 D IMS HEALTH INC COM 44993410 503 20000 SH SHR/OTHR 10 20000 D IMS HEALTH INC COM 44993410 2660 105700 SH SHARED 14 105700 D IMS HEALTH INC COM 44993410 2253 89536 SH SHARED 17 89536 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1151 95530 SH SHARED 95530 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 108 9000 SH SHARED 01 9000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 403 33500 SH SHARED 14 33500 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 315 26200 SH SHARED 17 26200 D ISTAR FINL INC COM 45031U10 54 1336 SH SHARED 800 536 D ISTAR FINL INC COM 45031U10 477 11800 SH SHARED 02 11800 D ISTAR FINL INC COM 45031U10 36948 913900 SH SHARED 11 913900 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 15 2305 SH SHARED 2305 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 478 72000 SH SHARED 04 72000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 33 5000 SH SHARED 06 5000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 51 7800 SH SHARED 17 7800 D ITLA CAP CORP COM 45056510 47 900 SH SHARED 900 D ITLA CAP CORP COM 45056510 131 2500 SH SHARED 10 2500 D ITLA CAP CORP COM 45056510 719 13700 SH SHARED 17 3000 10700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 68061 1379167 SH SHARED 1362167 17000 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1260 25541 SH SHARED 02 25541 D ITT EDUCATIONAL SERVICES INC COM 45068B10 29 600 SH SHARED 10 600 D ITT EDUCATIONAL SERVICES INC COM 45068B10 128 2600 SH SHARED 17 2600 D IXIA COM 45071R10 1352 91944 SH SHARED 88744 3200 D IXIA COM 45071R10 100 6800 SH SHARED 02 6800 D IXIA COM 45071R10 269 18300 SH SHARED 10 18300 D IXIA COM 45071R10 4455 302855 SH SHARED 17 296155 6700 D IBERIABANK CORP COM 45082810 74 1400 SH SHARED 1400 D IBERIABANK CORP COM 45082810 1272 23950 SH SHARED 10 23950 D IBERIABANK CORP COM 45082810 298 5625 SH SHARED 17 4375 1250 D ITT INDS INC IND COM 45091110 29908 263275 SH SHARED 237057 26218 D ITT INDS INC IND COM 45091110 176 1550 SH SHARED 01 1000 550 D ITT INDS INC IND COM 45091110 230 2031 SH SHR/OTHR 01 2031 D ITT INDS INC IND COM 45091110 2522 22207 SH SHARED 02 22207 D ITT INDS INC IND COM 45091110 25469 224200 SH SHARED 04 224200 D ITT INDS INC IND COM 45091110 39 350 SH SHARED 05 350 D ITT INDS INC IND COM 45091110 2429 21384 SH SHARED 06 21384 D ITT INDS INC IND COM 45091110 397 3500 SH SHARED 10 300 3200 D ITT INDS INC IND COM 45091110 249 2200 SH SHR/OTHR 10 2200 D ITT INDS INC IND COM 45091110 312 2750 SH SHARED 14 2750 D ITT INDS INC IND COM 45091110 3976 35000 SH SHARED 16 35000 D ITT INDS INC IND COM 45091110 4652 40959 SH SHARED 17 40959 D IAMGOLD CORP COM 45091310 5841 793695 SH SHARED 793695 D IAMGOLD CORP COM 45091310 12 1750 SH SHARED 01 1750 D IAMGOLD CORP COM 45091310 736 100000 SH SHARED 04 100000 D ICON PUB LTD CO SPONSORED ADR 45103T10 65 1300 SH SHARED 1300 D ICON PUB LTD CO SPONSORED ADR 45103T10 4785 95700 SH SHARED 10 95700 D ICON PUB LTD CO SPONSORED ADR 45103T10 90 1800 SH SHARED 17 1800 D ICICI BK LTD ADR 45104G10 409 14480 SH SHARED 14480 D ICICI BK LTD ADR 45104G10 576 20400 SH SHARED 20400 D ICICI BK LTD ADR 45104G10 2813 99600 SH SHARED 01 94000 5600 D ICICI BK LTD ADR 45104G10 1576 55800 SH SHARED 02 55800 D ICICI BK LTD ADR 45104G10 27846 985700 SH SHARED 04 985700 D ICICI BK LTD ADR 45104G10 257 9110 SH SHARED 10 9110 D ICAGEN INC COM 45104P10 594 88100 SH SHARED 04 88100 D IDACORP INC COM 45110710 813 26984 SH SHARED 11284 15700 D IDACORP INC COM 45110710 575 19100 SH SHARED 02 19100 D IDACORP INC COM 45110710 90 3000 SH SHARED 10 3000 D IDACORP INC COM 45110710 626 20800 SH SHARED 17 18900 1900 D IDENIX PHARMACEUTICALS INC COM 45166R20 45 1800 SH SHARED 1800 D IDENIX PHARMACEUTICALS INC COM 45166R20 18402 733150 SH SHARED 04 733150 D IDENIX PHARMACEUTICALS INC COM 45166R20 261 10400 SH SHARED 14 10400 D IDENIX PHARMACEUTICALS INC COM 45166R20 92 3700 SH SHARED 17 3700 D IDEX CORP COM 45167R10 17 400 SH SHARED 400 D IDEX CORP COM 45167R10 518 12181 SH SHARED 02 12181 D IDEX CORP COM 45167R10 97 2300 SH SHARED 17 2300 D IDEXX LABS INC COM 45168D10 13 200 SH SHARED 200 D IDEXX LABS INC COM 45168D10 214 3200 SH SHARED 02 3200 D IDEXX LABS INC COM 45168D10 10219 152800 SH SHARED 10 152800 D IGATE CORP COM 45169U10 12 3362 SH SHARED 3362 D IKON OFFICE SOLUTIONS INC COM 45171310 14098 1412634 SH SHARED 1353033 59601 D IKON OFFICE SOLUTIONS INC COM 45171310 99 10000 SH SHARED 01 10000 D IKON OFFICE SOLUTIONS INC COM 45171310 1377 138000 SH SHARED 14 138000 D IKON OFFICE SOLUTIONS INC COM 45171310 422 42300 SH SHARED 17 42300 D IDENTIX INC COM 45190610 138 29500 SH SHARED 29500 D IDENTIX INC COM 45190610 70 15000 SH SHARED 02 15000 D IDENTIX INC COM 45190610 188 40200 SH SHARED 17 40200 D ILLINOIS TOOL WKS INC COM 45230810 138632 1683858 SH SHARED 1613259 70599 D ILLINOIS TOOL WKS INC COM 45230810 5771 70100 SH SHARED 01 36215 33885 D ILLINOIS TOOL WKS INC COM 45230810 1103 13408 SH SHR/OTHR 01 13408 D ILLINOIS TOOL WKS INC COM 45230810 8661 105205 SH SHARED 02 105205 D ILLINOIS TOOL WKS INC COM 45230810 559 6800 SH SHARED 04 6800 D ILLINOIS TOOL WKS INC COM 45230810 8 100 SH SHARED 05 100 D ILLINOIS TOOL WKS INC COM 45230810 1025 12460 SH SHARED 06 12460 D ILLINOIS TOOL WKS INC COM 45230810 11375 138168 SH SHARED 10 49855 88313 D ILLINOIS TOOL WKS INC COM 45230810 490 5960 SH SHR/OTHR 10 5960 D ILLINOIS TOOL WKS INC COM 45230810 1712 20800 SH SHARED 14 20800 D ILLINOIS TOOL WKS INC COM 45230810 7345 89221 SH SHARED 17 88421 800 D ILLUMINA INC COM 45232710 245 19200 SH SHARED 19200 D ILLUMINA INC COM 45232710 117 9175 SH SHARED 02 9175 D ILLUMINA INC COM 45232710 203 15900 SH SHARED 17 15900 D IMATION CORP COM 45245A10 2530 59020 SH SHARED 43980 15040 D IMATION CORP COM 45245A10 703 16400 SH SHARED 02 16400 D IMATION CORP COM 45245A10 994 23200 SH SHARED 10 300 22900 D IMATION CORP COM 45245A10 2203 51400 SH SHARED 17 22300 29100 D IMAX CORP COM 45245E10 197 18900 SH SHARED 18900 D IMAX CORP COM 45245E10 232 22315 SH SHARED 02 22315 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 697 842000 PRN SHARED 842000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 7516 9078000 PRN SHARED 02 9078000 D IMCLONE SYS INC COM 45245W10 12115 385225 SH SHARED 376325 8900 D IMCLONE SYS INC COM 45245W10 260 8276 SH SHARED 02 8276 D IMCLONE SYS INC COM 45245W10 1978 62900 SH SHARED 10 62500 400 D IMCLONE SYS INC COM 45245W10 698 22200 SH SHARED 17 22200 D IMAGISTICS INTERNATIONAL INC COM 45247T10 177 4251 SH SHARED 2300 1951 D IMAGISTICS INTERNATIONAL INC COM 45247T10 10 240 SH SHARED 01 240 D IMAGISTICS INTERNATIONAL INC COM 45247T10 98 2360 SH SHR/OTHR 01 2360 D IMAGISTICS INTERNATIONAL INC COM 45247T10 104 2500 SH SHARED 10 2500 D IMAGISTICS INTERNATIONAL INC COM 45247T10 313 7500 SH SHARED 17 5900 1600 D IMMUCOR INC COM 45252610 188 6871 SH SHARED 6871 D IMMUCOR INC COM 45252610 324 11842 SH SHARED 02 11842 D IMMUCOR INC COM 45252610 74 2700 SH SHARED 10 2700 D IMMUCOR INC COM 45252610 545 19862 SH SHARED 17 19862 D IMMUNOGEN INC COM 45253H10 44 6100 SH SHARED 6100 D IMMUNOGEN INC COM 45253H10 353 48200 SH SHARED 10 48200 D IMMUNOGEN INC COM 45253H10 194 26479 SH SHARED 17 17579 8900 D IMPAC MTG HLDGS INC COM 45254P10 670 54700 SH SHARED 51900 2800 D IMPAC MTG HLDGS INC COM 45254P10 628 51300 SH SHARED 10 51300 D IMPAC MTG HLDGS INC COM 45254P10 713 58200 SH SHARED 17 34700 23500 D IMMUNICON CORP DEL COM 45260A10 67 17234 SH SHARED 17234 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 21859 1035000 SH SHARED 1035000 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 1893 89658 SH SHARED 02 89658 D IMPERIAL OIL LTD COM NEW 45303840 888 7722 SH SHARED 3340 4382 D IMPERIAL OIL LTD COM NEW 45303840 322 2800 SH SHARED 01 2000 800 D IMPERIAL OIL LTD COM NEW 45303840 6730 58493 SH SHARED 02 58493 D IMPERIAL OIL LTD COM NEW 45303840 3451 30000 SH SHARED 04 30000 D IMPERIAL OIL LTD COM NEW 45303840 128 1117 SH SHARED 06 1117 D IMPERIAL OIL LTD COM NEW 45303840 14524 126232 SH SHARED 10 7666 118566 D IMPERIAL OIL LTD COM NEW 45303840 3802 33050 SH SHR/OTHR 10 33050 D IMPERIAL OIL LTD COM NEW 45303840 34 300 SH SHARED 19 300 D IMPERIAL SUGAR CO NEW COM NEW 45309620 18 1391 SH SHR/OTHR 01 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 7 125 SH SHARED 01 125 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 807 13880 SH SHARED 10 13880 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 46554 800595 SH SHARED 17 800595 D INAMED CORP COM 45323510 31626 417900 SH SHARED 404500 13400 D INAMED CORP COM 45323510 1218 16100 SH SHARED 02 16100 D INAMED CORP COM 45323510 81 1075 SH SHARED 10 1075 D INCO LTD NOTE 3/2 453258AM 9039 7191000 PRN SHARED 02 7191000 D INCO LTD SDCV 3.500% 3/1 453258AR 947 515000 PRN SHARED 02 515000 D INCO LTD DBCV 1.000% 3/1 453258AT 11372 7472000 PRN SHARED 02 7472000 D INCO LTD COM 45325840 10366 218931 SH SHARED 197265 21666 D INCO LTD COM 45325840 468 9900 SH SHARED 01 100 9800 D INCO LTD COM 45325840 42 900 SH SHR/OTHR 01 900 D INCO LTD COM 45325840 9940 209945 SH SHARED 02 209945 D INCO LTD COM 45325840 9 200 SH SHARED 05 200 D INCO LTD COM 45325840 314 6643 SH SHARED 06 6643 D INCO LTD COM 45325840 2814 59450 SH SHARED 10 58850 600 D INCO LTD COM 45325840 3172 67000 SH SHARED 14 67000 D INCO LTD COM 45325840 47 1000 SH SHARED 17 1000 D INCO LTD COM 45325840 33 700 SH SHARED 19 700 D INCYTE CORP NOTE 5.500% 2/0 45337CAC 1964 2000000 PRN SHARED 2000000 D INCYTE CORP NOTE 3.500% 2/1 45337CAE 5270 7008000 PRN SHARED 02 7008000 D INCYTE CORP COM 45337C10 338 72021 SH SHARED 72021 D INCYTE CORP COM 45337C10 61 13159 SH SHARED 02 13159 D INCYTE CORP COM 45337C10 117 25000 SH SHARED 14 25000 D INCYTE CORP COM 45337C10 152 32500 SH SHARED 17 32500 D INDEPENDENCE CMNTY BK CORP COM 45341410 4314 126560 SH SHARED 99860 26700 D INDEPENDENCE CMNTY BK CORP COM 45341410 34 1000 SH SHR/OTHR 01 1000 D INDEPENDENCE CMNTY BK CORP COM 45341410 1420 41673 SH SHARED 02 41673 D INDEPENDENCE CMNTY BK CORP COM 45341410 20 600 SH SHARED 06 600 D INDEPENDENCE CMNTY BK CORP COM 45341410 40 1175 SH SHARED 14 1175 D INDEPENDENCE CMNTY BK CORP COM 45341410 923 27100 SH SHARED 17 27100 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 724 39783 SH SHARED 39783 D INDEPENDENT BANK CORP MASS COM 45383610 66 2200 SH SHARED 2200 D INDEPENDENT BANK CORP MASS COM 45383610 271 8950 SH SHARED 10 1750 7200 D INDEPENDENT BANK CORP MASS COM 45383610 264 8700 SH SHARED 17 6300 2400 D INDEPENDENT BANK CORP MICH COM 45383810 92 3200 SH SHARED 3200 D INDEPENDENT BANK CORP MICH COM 45383810 269 9283 SH SHARED 17 9283 D INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB 522 627000 PRN SHARED 627000 D INDEVUS PHARMACEUTICALS INC COM 45407210 612 212685 SH SHARED 212685 D INDIA FD INC COM 45408910 114 2873 SH SHARED 2873 D INDIA FD INC COM 45408910 39 1000 SH SHR/OTHR 01 1000 D INDYMAC BANCORP INC COM 45660710 1251 31615 SH SHARED 7915 23700 D INDYMAC BANCORP INC COM 45660710 1096 27700 SH SHARED 02 27700 D INDYMAC BANCORP INC COM 45660710 24 625 SH SHARED 06 625 D INDYMAC BANCORP INC COM 45660710 4302 108700 SH SHARED 10 108700 D INDYMAC BANCORP INC COM 45660710 383 9700 SH SHARED 14 9700 D INDYMAC BANCORP INC COM 45660710 7633 192870 SH SHARED 17 167970 24900 D INERGY L P UNIT LTD PTNR 45661510 42 1500 SH SHARED 02 1500 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 3948 398000 SH SHARED 398000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 25 2600 SH SHARED 01 2600 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 9 1000 SH SHR/OTHR 01 1000 D INFOCROSSING INC COM 45664X10 28 3100 SH SHARED 3100 D INFOCROSSING INC COM 45664X10 88 9600 SH SHARED 17 9600 D INFOCUS CORP COM 45665B10 152 44119 SH SHARED 44119 D INFINITY PPTY & CAS CORP COM 45665Q10 108 3100 SH SHARED 3100 D INFINITY PPTY & CAS CORP COM 45665Q10 112 3200 SH SHARED 02 3200 D INFINITY PPTY & CAS CORP COM 45665Q10 87 2500 SH SHARED 10 2500 D INFINITY PPTY & CAS CORP COM 45665Q10 393 11200 SH SHARED 17 9600 1600 D INFORMATICA CORP COM 45666Q10 243 20286 SH SHARED 20286 D INFORMATICA CORP COM 45666Q10 119 9900 SH SHARED 02 9900 D INFORMATICA CORP COM 45666Q10 88 7400 SH SHARED 10 7400 D INFORMATICA CORP COM 45666Q10 417 34700 SH SHARED 17 34700 D INFOSPACE INC COM NEW 45678T20 119 5000 SH SHARED 5000 D INFOSPACE INC COM NEW 45678T20 90 3800 SH SHARED 02 3800 D INFOSPACE INC COM NEW 45678T20 780 32700 SH SHARED 04 32700 D INFOSPACE INC COM NEW 45678T20 324 13600 SH SHARED 10 13600 D INFOSPACE INC COM NEW 45678T20 429 18000 SH SHARED 17 12800 5200 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 30368 408840 SH SHARED 408840 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 802 10800 SH SHARED 01 4800 6000 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 29 400 SH SHARED 06 400 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 19726 265575 SH SHARED 10 265575 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 167 2250 SH SHARED 15 2250 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 616 8300 SH SHARED 17 8300 D INFOUSA INC NEW COM 45681830 500 47100 SH SHARED 5000 42100 D INFOUSA INC NEW COM 45681830 36 3400 SH SHARED 10 3400 D INFOUSA INC NEW COM 45681830 230 21700 SH SHARED 17 15900 5800 D ING GROUP N V SPONSORED ADR 45683710 44 1500 SH SHARED 1500 D ING GROUP N V SPONSORED ADR 45683710 14 500 SH SHARED 01 500 D ING GROUP N V SPONSORED ADR 45683710 798 26815 SH SHARED 10 26815 D ING GROUP N V SPONSORED ADR 45683710 35 1200 SH SHR/OTHR 10 1200 D INFRASOURCE SVCS INC COM 45684P10 27 1900 SH SHARED 1900 D INFRASOURCE SVCS INC COM 45684P10 3895 267700 SH SHARED 17 267700 D INGLES MKTS INC CL A 45703010 25 1600 SH SHARED 1600 D INGLES MKTS INC CL A 45703010 7 500 SH SHARED 10 500 D INGLES MKTS INC CL A 45703010 113 7200 SH SHARED 17 7200 D INGRAM MICRO INC CL A 45715310 3758 202700 SH SHARED 202700 D INGRAM MICRO INC CL A 45715310 420 22700 SH SHARED 02 22700 D INGRAM MICRO INC CL A 45715310 22 1200 SH SHARED 06 1200 D INGRAM MICRO INC CL A 45715310 344 18600 SH SHARED 17 18600 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 459 470000 PRN SHARED 02 470000 D INLAND REAL ESTATE CORP COM NEW 45746120 156 10000 SH SHARED 10000 D INLAND REAL ESTATE CORP COM NEW 45746120 869 55500 SH SHARED 10 55500 D INLAND REAL ESTATE CORP COM NEW 45746120 100786 6435900 SH SHARED 11 6435900 D INLAND REAL ESTATE CORP COM NEW 45746120 468 29900 SH SHARED 17 29900 D INNKEEPERS USA TR COM 4576J010 98 6400 SH SHARED 6400 D INNKEEPERS USA TR COM 4576J010 31925 2066400 SH SHARED 11 2066400 D INNKEEPERS USA TR COM 4576J010 213 13800 SH SHARED 17 13800 D INSIGHT ENTERPRISES INC COM 45765U10 3019 162312 SH SHARED 162312 D INSIGHT ENTERPRISES INC COM 45765U10 29 1600 SH SHARED 02 1600 D INSIGHT ENTERPRISES INC COM 45765U10 186 10000 SH SHARED 06 10000 D INSIGHT ENTERPRISES INC COM 45765U10 66 3600 SH SHARED 10 3600 D INSIGHT ENTERPRISES INC COM 45765U10 600 32262 SH SHARED 17 29862 2400 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 404 200000 PRN SHARED 02 200000 D INPUT/OUTPUT INC COM 45765210 82 10300 SH SHARED 10300 D INPUT/OUTPUT INC COM 45765210 193 24300 SH SHARED 17 24300 D INSITUFORM TECHNOLOGIES INC CL A 45766710 69 4000 SH SHARED 4000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 72 4200 SH SHARED 10 4200 D INSITUFORM TECHNOLOGIES INC CL A 45766710 273 15790 SH SHARED 17 12990 2800 D INSIGHT COMMUNICATIONS INC CL A 45768V10 255 21979 SH SHARED 9779 12200 D INSIGHT COMMUNICATIONS INC CL A 45768V10 2231 191900 SH SHARED 10 191900 D INSIGHT COMMUNICATIONS INC CL A 45768V10 936 80500 SH SHARED 17 22400 58100 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 31 2000 SH SHARED 2000 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 1864 120050 SH SHARED 17 6450 113600 D INPHONIC INC COM 45772G10 41 3000 SH SHARED 2500 500 D INPHONIC INC COM 45772G10 19 1439 SH SHR/OTHR 01 1439 D INPHONIC INC COM 45772G10 646 47000 SH SHARED 04 47000 D INPHONIC INC COM 45772G10 8316 604800 SH SHARED 17 604800 D INOVIO BIOMEDICAL CORP COM 45773H10 66 24375 SH SHARED 24375 D INSPIRE PHARMACEUTICALS INC COM 45773310 434 57200 SH SHARED 56200 1000 D INSPIRE PHARMACEUTICALS INC COM 45773310 3612 475300 SH SHARED 02 475300 D INSPIRE PHARMACEUTICALS INC COM 45773310 4077 536525 SH SHARED 04 536525 D INSPIRE PHARMACEUTICALS INC COM 45773310 4 600 SH SHARED 06 600 D INSPIRE PHARMACEUTICALS INC COM 45773310 48 6350 SH SHARED 14 6350 D INSPIRE PHARMACEUTICALS INC COM 45773310 145 19200 SH SHARED 17 19200 D INSTINET GROUP INC COM 45775010 16896 3399712 SH SHARED 3399712 D INSTINET GROUP INC COM 45775010 2051 412700 SH SHARED 02 412700 D INSTINET GROUP INC COM 45775010 123 24900 SH SHARED 10 24900 D INNOVO GROUP INC COM PAR $0.01 45795460 7 3700 SH SHARED 3700 D INNOVO GROUP INC COM PAR $0.01 45795460 27 14100 SH SHARED 17 14100 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AB 7088 5892000 PRN SHARED 5892000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 176 4623 SH SHARED 4623 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 542 14172 SH SHARED 02 14172 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2199 57500 SH SHARED 10 57500 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 3347 87500 SH SHARED 17 9400 78100 D INSURED MUN INCOME FD COM 45809F10 895 68000 SH SHARED 10 68000 D INTEGRAL SYS INC MD COM 45810H10 30 1500 SH SHARED 1500 D INTEGRAL SYS INC MD COM 45810H10 55 2690 SH SHARED 17 2690 D INTAC INTL COM 45811T10 10 1750 SH SHARED 1400 350 D INTAC INTL COM 45811T10 9258 1527818 SH SHARED 04 1527818 D INTAC INTL COM 45811T10 1054 174000 SH SHARED 06 174000 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 12576 1171036 SH SHARED 1100466 70570 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 816 76040 SH SHARED 02 76040 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2128 198230 SH SHARED 10 198230 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 3570 332440 SH SHARED 17 75960 256480 D INTEGRATED SILICON SOLUTION COM 45812P10 59 7026 SH SHARED 7026 D INTEGRATED SILICON SOLUTION COM 45812P10 152 18100 SH SHARED 17 18100 D INTEGRA BK CORP COM 45814P10 264 12200 SH SHARED 12200 D INTEGRA BK CORP COM 45814P10 58 2700 SH SHARED 10 2700 D INTEGRA BK CORP COM 45814P10 178 8222 SH SHARED 17 8222 D INTEL CORP COM 45814010 668 27100 SH SHARED 27100 D INTEL CORP COM 45814010 824621 33453214 SH SHARED 31751331 1701883 D INTEL CORP COM 45814010 38982 1581425 SH SHARED 01 903452 677973 D INTEL CORP COM 45814010 18218 739088 SH SHR/OTHR 01 739088 D INTEL CORP COM 45814010 35090 1423541 SH SHARED 02 1423541 D INTEL CORP COM 45814010 36978 1500162 SH SHARED 04 1491900 8262 D INTEL CORP COM 45814010 275 11180 SH SHARED 05 11180 D INTEL CORP COM 45814010 9334 378681 SH SHARED 06 378681 D INTEL CORP COM 45814010 520373 21110478 SH SHARED 10 12721169 2978840 5410469 D INTEL CORP COM 45814010 7337 297676 SH SHR/OTHR 10 297676 D INTEL CORP COM 45814010 2495 101242 SH SHARED 14 101242 D INTEL CORP COM 45814010 5477 222200 SH SHARED 15 222200 D INTEL CORP COM 45814010 67951 2756663 SH SHARED 17 2671180 85483 D INTEL CORP COM 45814010 43137 1750000 SH SHARED 18 1750000 D INTEL CORP COM 45814010 529 21470 SH SHARED 19 21470 D INTELLISYNC CORP COM 45817610 0 100 SH SHARED 02 100 D INTER PARFUMS INC COM 45833410 15 800 SH SHARED 800 D INTER PARFUMS INC COM 45833410 41 2100 SH SHARED 17 2100 D INTER TEL INC COM 45837210 88 4200 SH SHARED 3200 1000 D INTER TEL INC COM 45837210 181 8635 SH SHARED 02 8635 D INTER TEL INC COM 45837210 203 9690 SH SHARED 17 9690 D INTERACTIVE DATA CORP COM 45840J10 216 9570 SH SHARED 6970 2600 D INTERACTIVE DATA CORP COM 45840J10 81 3600 SH SHARED 02 3600 D INTERACTIVE DATA CORP COM 45840J10 185 8200 SH SHARED 10 8200 D INTERACTIVE DATA CORP COM 45840J10 115 5100 SH SHARED 17 5100 D INTERCHANGE FINL SVCS S B N COM 45844710 46 2700 SH SHARED 2700 D INTERCHANGE FINL SVCS S B N COM 45844710 85 4950 SH SHARED 17 4950 D INTERCHANGE CORP COM 45845K10 45 5200 SH SHARED 5200 D INTERCONTINENTAL HTLS GRP PL SPONSORED ADR 45857P10 781 61475 SH SHARED 61475 D INTERCONTINENTAL HTLS GRP PL SPONSORED ADR 45857P10 5 416 SH SHARED 10 416 D INTERDIGITAL COMMUNICATIONS COM 45866A10 394 20069 SH SHARED 7869 12200 D INTERDIGITAL COMMUNICATIONS COM 45866A10 56 2900 SH SHARED 02 2900 D INTERDIGITAL COMMUNICATIONS COM 45866A10 2217 112900 SH SHARED 10 112900 D INTERDIGITAL COMMUNICATIONS COM 45866A10 3248 165400 SH SHARED 17 44600 120800 D INTERFACE INC CL A 45866510 56 6900 SH SHARED 6900 D INTERFACE INC CL A 45866510 7 874 SH SHARED 02 874 D INTERFACE INC CL A 45866510 288 34941 SH SHARED 17 20241 14700 D INTERGRAPH CORP COM 45868310 353 7900 SH SHARED 5800 2100 D INTERGRAPH CORP COM 45868310 93 2100 SH SHARED 02 2100 D INTERGRAPH CORP COM 45868310 149 3340 SH SHARED 10 1340 2000 D INTERGRAPH CORP COM 45868310 691 15474 SH SHARED 17 14174 1300 D INTERGROUP CORP COM 45868510 103 6608 SH SHARED 10 3304 3304 D INTERLINE BRANDS INC COM 45874310 37 1800 SH SHARED 1800 D INTERLINE BRANDS INC COM 45874310 75 3600 SH SHARED 17 3600 D INTERMAGNETICS GEN CORP COM 45877110 176 6300 SH SHARED 6300 D INTERMAGNETICS GEN CORP COM 45877110 36 1301 SH SHARED 02 1301 D INTERMAGNETICS GEN CORP COM 45877110 329 11804 SH SHARED 17 11804 D INTERMIX MEDIA INC COM 45881X10 2515 210353 SH SHARED 193053 17300 D INTERMIX MEDIA INC COM 45881X10 1196 100000 SH SHARED 02 100000 D INTERMIX MEDIA INC COM 45881X10 7 600 SH SHARED 10 600 D INTERMIX MEDIA INC COM 45881X10 149 12500 SH SHARED 17 12500 D INTERMUNE INC COM 45884X10 151 9172 SH SHARED 9172 D INTERMUNE INC COM 45884X10 114 6900 SH SHARED 02 6900 D INTERMUNE INC COM 45884X10 3359 203000 SH SHARED 04 203000 D INTERMUNE INC COM 45884X10 44 2700 SH SHARED 14 2700 D INTERMUNE INC COM 45884X10 205 12400 SH SHARED 17 12400 D INTERNAP NETWORK SVCS CORP COM 45885A10 157 328600 SH SHARED 328600 D INTERNATIONAL BANCSHARES COR COM 45904410 8 300 SH SHARED 300 D INTERNATIONAL BANCSHARES COR COM 45904410 133 4500 SH SHARED 02 4500 D INTERNATIONAL BANCSHARES COR COM 45904410 4815 162125 SH SHARED 17 162125 D INTERNATIONAL BUSINESS MACHS COM 45920010 3704 46180 SH SHARED 46180 D INTERNATIONAL BUSINESS MACHS COM 45920010 389487 4855242 SH SHARED 4297021 558221 D INTERNATIONAL BUSINESS MACHS COM 45920010 49098 612048 SH SHARED 01 353567 258481 D INTERNATIONAL BUSINESS MACHS COM 45920010 39968 498235 SH SHR/OTHR 01 498235 D INTERNATIONAL BUSINESS MACHS COM 45920010 32408 403993 SH SHARED 02 403993 D INTERNATIONAL BUSINESS MACHS COM 45920010 93568 1166400 SH SHARED 04 1166400 D INTERNATIONAL BUSINESS MACHS COM 45920010 2950 36784 SH SHARED 05 25490 11294 D INTERNATIONAL BUSINESS MACHS COM 45920010 5652 70467 SH SHARED 06 70467 D INTERNATIONAL BUSINESS MACHS COM 45920010 405133 5050278 SH SHARED 10 2462659 1605120 982499 D INTERNATIONAL BUSINESS MACHS COM 45920010 4830 60221 SH SHR/OTHR 10 60221 D INTERNATIONAL BUSINESS MACHS COM 45920010 3044 37956 SH SHARED 14 37956 D INTERNATIONAL BUSINESS MACHS COM 45920010 6489 80900 SH SHARED 15 80900 D INTERNATIONAL BUSINESS MACHS COM 45920010 58423 728285 SH SHARED 17 723085 5200 D INTERNATIONAL BUSINESS MACHS COM 45920010 9669 120536 SH SHARED 18 120536 D INTERNATIONAL BUSINESS MACHS COM 45920010 228 2850 SH SHARED 19 2850 D INTERNATIONAL DISPLAYWORKS I COM 45941210 2552 429700 SH SHARED 429700 D INTERNATIONAL DISPLAYWORKS I COM 45941210 981 165300 SH SHARED 10 165300 D INTERNATIONAL DISPLAYWORKS I COM 45941210 87 14700 SH SHARED 17 14700 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 18427 517050 SH SHARED 430209 86841 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 114 3207 SH SHARED 01 300 2907 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 790 22171 SH SHR/OTHR 01 22171 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 770 21625 SH SHARED 02 21625 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 109 3073 SH SHARED 06 3073 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1999 56100 SH SHARED 10 1500 54600 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1449 40659 SH SHARED 17 40659 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 290 8153 SH SHARED 18 8153 D INTERNATIONAL GAME TECHNOLOG COM 45990210 19911 737476 SH SHARED 653354 84122 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2306 85411 SH SHARED 01 29395 56016 D INTERNATIONAL GAME TECHNOLOG COM 45990210 636 23563 SH SHR/OTHR 01 23563 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2126 78771 SH SHARED 02 78771 D INTERNATIONAL GAME TECHNOLOG COM 45990210 5 200 SH SHARED 05 200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 189 7006 SH SHARED 06 7006 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1506 55810 SH SHARED 10 36300 19510 D INTERNATIONAL GAME TECHNOLOG COM 45990210 56 2075 SH SHR/OTHR 10 2075 D INTERNATIONAL GAME TECHNOLOG COM 45990210 63 2363 SH SHARED 14 2363 D INTERNATIONAL GAME TECHNOLOG COM 45990210 810 30000 SH SHARED 15 30000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 4532 167870 SH SHARED 17 165670 2200 D INTL PAPER CO DBCV 6/2 460146BM 67178121042000 PRN SHARED 121042000 D INTL PAPER CO COM 46014610 68216 2289131 SH SHARED 2122467 166664 D INTL PAPER CO COM 46014610 602 20203 SH SHARED 01 8582 11621 D INTL PAPER CO COM 46014610 1570 52708 SH SHR/OTHR 01 52708 D INTL PAPER CO COM 46014610 9934 333364 SH SHARED 02 333364 D INTL PAPER CO COM 46014610 953 32000 SH SHARED 04 32000 D INTL PAPER CO COM 46014610 10 348 SH SHARED 05 348 D INTL PAPER CO COM 46014610 4840 162423 SH SHARED 06 162423 D INTL PAPER CO COM 46014610 265 8900 SH SHARED 10 8900 D INTL PAPER CO COM 46014610 1162 39000 SH SHARED 16 39000 D INTL PAPER CO COM 46014610 6206 208280 SH SHARED 17 205580 2700 D INTL PAPER CO COM 46014610 13 450 SH SHARED 19 450 D INTERNATIONAL PWR PLC SPONSORED ADR 46018M10 2737 61000 SH SHARED 61000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 9052 9381000 PRN SHARED 9381000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 7046 7302000 PRN SHARED 02 7302000 D INTERNATIONAL RECTIFIER CORP COM 46025410 1975 43813 SH SHARED 8613 35200 D INTERNATIONAL RECTIFIER CORP COM 46025410 226 5025 SH SHARED 01 3275 1750 D INTERNATIONAL RECTIFIER CORP COM 46025410 1415 31400 SH SHARED 02 31400 D INTERNATIONAL RECTIFIER CORP COM 46025410 1248 27700 SH SHARED 10 27400 300 D INTERNATIONAL RECTIFIER CORP COM 46025410 26340 584300 SH SHARED 17 584300 D INTERNATIONAL SECS EXCH INC CL A 46031W20 664 28400 SH SHARED 28400 D INTERNATIONAL SECS EXCH INC CL A 46031W20 77 3300 SH SHARED 17 3300 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 978 18653 SH SHARED 4453 14200 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 1211 23097 SH SHARED 02 23097 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 204 3900 SH SHARED 17 3900 D INTERNET CAP GROUP INC COM NEW 46059C20 48 5500 SH SHARED 5500 D INTERNET CAP GROUP INC COM NEW 46059C20 156 17800 SH SHARED 17 17800 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 3511 373216 SH SHARED 373216 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 12 200 SH SHARED 17 200 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 491 8000 SH SHARED 19 8000 D INTERNET SEC SYS INC COM 46060X10 277 11568 SH SHARED 10768 800 D INTERNET SEC SYS INC COM 46060X10 358 14934 SH SHARED 02 14934 D INTERNET SEC SYS INC COM 46060X10 888 37000 SH SHARED 04 37000 D INTERNET SEC SYS INC COM 46060X10 1834 76400 SH SHARED 10 76400 D INTERNET SEC SYS INC COM 46060X10 835 34800 SH SHARED 17 15200 19600 D INTERPOOL INC COM 46062R10 49 2700 SH SHARED 1200 1500 D INTERPOOL INC COM 46062R10 0 8 SH SHARED 02 8 D INTERSIL CORP CL A 46069S10 9405 431860 SH SHARED 362860 69000 D INTERSIL CORP CL A 46069S10 2759 126700 SH SHARED 02 126700 D INTERSIL CORP CL A 46069S10 19994 918000 SH SHARED 10 916800 1200 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 18708 16045000 PRN SHARED 16045000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 1020 875000 PRN SHARED 02 875000 D INTERPUBLIC GROUP COS INC COM 46069010 19396 1666393 SH SHARED 1574859 91534 D INTERPUBLIC GROUP COS INC COM 46069010 11 1000 SH SHR/OTHR 01 1000 D INTERPUBLIC GROUP COS INC COM 46069010 1922 165167 SH SHARED 02 165167 D INTERPUBLIC GROUP COS INC COM 46069010 279 24000 SH SHARED 04 24000 D INTERPUBLIC GROUP COS INC COM 46069010 110 9500 SH SHARED 05 9500 D INTERPUBLIC GROUP COS INC COM 46069010 246 21150 SH SHARED 06 21150 D INTERPUBLIC GROUP COS INC COM 46069010 25 2200 SH SHARED 10 2200 D INTERPUBLIC GROUP COS INC COM 46069010 2886 247992 SH SHARED 17 247992 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 57900 1347300 SH SHARED 1347300 D INTERPUBLIC GROUP COS INC PFD CONV SER A 46069030 811 18877 SH SHARED 02 18877 D INTERSTATE HOTELS & RESRTS I COM 46088S10 4 966 SH SHARED 966 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 01 15 D INTRAWEST CORPORATION COM NEW 46091520 2758 101037 SH SHARED 02 101037 D INTRAWEST CORPORATION COM NEW 46091520 27 1000 SH SHARED 06 1000 D INTEROIL CORP COM 46095110 1003 43058 SH SHARED 43058 D INTEROIL CORP COM 46095110 1756 75385 SH SHARED 17 75385 D INTERWOVEN INC COM NEW 46114T50 997 122124 SH SHARED 122124 D INTERWOVEN INC COM NEW 46114T50 630 77200 SH SHARED 10 77200 D INTERWOVEN INC COM NEW 46114T50 229 28150 SH SHARED 17 19450 8700 D INTERVIDEO INC COM 46114Y10 14 1400 SH SHARED 1400 D INTERVIDEO INC COM 46114Y10 54 5400 SH SHARED 17 5400 D INTERVOICE INC NEW COM 46114210 161 17904 SH SHARED 17804 100 D INTERVOICE INC NEW COM 46114210 11 1300 SH SHARED 02 1300 D INTERVOICE INC NEW COM 46114210 155 17300 SH SHARED 17 17300 D INTEVAC INC COM 46114810 31 3052 SH SHARED 3052 D INTEVAC INC COM 46114810 103 10000 SH SHARED 17 10000 D INTRABIOTICS PHARMACEUTICALS COM NEW 46116T50 3341 912916 SH SHARED 912916 D INTRALASE CORP COM 46116910 838 57000 SH SHARED 57000 D INTRALASE CORP COM 46116910 1768 120200 SH SHARED 10 120200 D INTRALASE CORP COM 46116910 61 4200 SH SHARED 17 4200 D INTRADO INC COM 46117A10 112 6245 SH SHARED 6245 D INTRADO INC COM 46117A10 68 3800 SH SHARED 10 3800 D INTRADO INC COM 46117A10 153 8500 SH SHARED 17 8500 D INTROGEN THERAPEUTICS INC COM 46119F10 58 11200 SH SHARED 11200 D INTUITIVE SURGICAL INC COM NEW 46120E60 1672 22815 SH SHARED 9115 13700 D INTUITIVE SURGICAL INC COM NEW 46120E60 1343 18333 SH SHARED 02 18158 175 D INTUITIVE SURGICAL INC COM NEW 46120E60 249 3400 SH SHARED 10 1100 2300 D INTUITIVE SURGICAL INC COM NEW 46120E60 9486 129435 SH SHARED 17 128135 1300 D INTUIT COM 46120210 32930 734886 SH SHARED 696025 38861 D INTUIT COM 46120210 35 800 SH SHARED 01 800 D INTUIT COM 46120210 1502 33537 SH SHARED 02 33537 D INTUIT COM 46120210 3094 69050 SH SHARED 04 68000 1050 D INTUIT COM 46120210 1629 36370 SH SHARED 05 36370 D INTUIT COM 46120210 411 9187 SH SHARED 06 9187 D INTUIT COM 46120210 27011 602790 SH SHARED 10 186295 344725 71770 D INTUIT COM 46120210 419 9352 SH SHARED 14 9352 D INTUIT COM 46120210 3701 82598 SH SHARED 17 81498 1100 D INVACARE CORP COM 46120310 191 4600 SH SHARED 4600 D INVACARE CORP COM 46120310 91 2200 SH SHARED 02 2200 D INVACARE CORP COM 46120310 6540 156970 SH SHARED 10 154570 2400 D INVACARE CORP COM 46120310 545 13100 SH SHARED 17 11500 1600 D INVERNESS MED INNOVATIONS IN COM 46126P10 18663 703500 SH SHARED 703500 D INVERNESS MED INNOVATIONS IN COM 46126P10 159 6000 SH SHARED 17 6000 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 174 5900 SH SHARED 5900 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 97 3300 SH SHARED 10 3300 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 831 28077 SH SHARED 17 26177 1900 D INVESTOOLS INC COM 46145P10 568 133746 SH SHARED 01 133746 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 62 6600 SH SHARED 6600 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 133 14000 SH SHARED 17 14000 D INVITROGEN CORP NOTE 2.250%12/1 46185RAD 9043 9172000 PRN SHARED 9172000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1772 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 22102 18297000 PRN SHARED 02 18297000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAH 5016 5525000 PRN SHARED 02 5525000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 38505 31875000 PRN SHARED 31875000 D INVITROGEN CORP COM 46185R10 11506 152946 SH SHARED 133133 19813 D INVITROGEN CORP COM 46185R10 7 100 SH SHARED 01 100 D INVITROGEN CORP COM 46185R10 25 340 SH SHR/OTHR 01 340 D INVITROGEN CORP COM 46185R10 7797 103650 SH SHARED 02 103650 D INVITROGEN CORP COM 46185R10 12315 163700 SH SHARED 04 163700 D INVITROGEN CORP COM 46185R10 1880 24990 SH SHARED 05 24990 D INVITROGEN CORP COM 46185R10 66 879 SH SHARED 06 879 D INVITROGEN CORP COM 46185R10 34863 463420 SH SHARED 10 154950 308070 400 D INVITROGEN CORP COM 46185R10 338 4500 SH SHARED 14 4500 D INVITROGEN CORP COM 46185R10 22567 299975 SH SHARED 17 297075 2900 D INVESTORS FINL SERVICES CORP COM 46191510 681 20711 SH SHARED 8111 12600 D INVESTORS FINL SERVICES CORP COM 46191510 963 29295 SH SHARED 02 29295 D INVESTORS FINL SERVICES CORP COM 46191510 32 1000 SH SHARED 17 1000 D IOMEGA CORP COM NEW 46203030 75 25100 SH SHARED 25100 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 940 320000 SH SHARED 04 320000 D IONATRON INC COM 46207010 143 14283 SH SHARED 14283 D IONATRON INC COM 46207010 73 7280 SH SHARED 17 7280 D IOWA TELECOMM SERVICES INC COM 46259420 55 3300 SH SHARED 3300 D IOWA TELECOMM SERVICES INC COM 46259420 171 10200 SH SHARED 17 10200 D IPASS INC COM 46261V10 43 8100 SH SHARED 8100 D IPASS INC COM 46261V10 114 21300 SH SHARED 17 21300 D IPAYMENT INC COM 46262E10 866 22901 SH SHARED 22901 D IPAYMENT INC COM 46262E10 15 400 SH SHR/OTHR 01 400 D IPAYMENT INC COM 46262E10 184 4867 SH SHARED 02 4867 D IPAYMENT INC COM 46262E10 79 2100 SH SHARED 10 2100 D IPAYMENT INC COM 46262E10 249 6600 SH SHARED 17 5300 1300 D IPSCO INC COM 46262210 1886 26389 SH SHARED 25689 700 D IPSCO INC COM 46262210 373 5230 SH SHARED 02 5230 D IPSCO INC COM 46262210 278 3900 SH SHARED 06 3900 D IPSCO INC COM 46262210 14 200 SH SHARED 10 200 D IPSCO INC COM 46262210 3069 42936 SH SHARED 17 42936 D IRELAND BK SPONSORED ADR 46267Q10 4757 74920 SH SHARED 74920 D IRIS INTL INC COM 46270W10 44 2400 SH SHARED 2400 D IRIS INTL INC COM 46270W10 141 7700 SH SHARED 17 7700 D IRON MTN INC COM 46284610 847 23090 SH SHARED 21740 1350 D IRON MTN INC COM 46284610 392 10703 SH SHARED 02 10703 D IRON MTN INC COM 46284610 5824 158700 SH SHARED 17 158700 D IRWIN FINL CORP COM 46411910 59 2900 SH SHARED 2900 D IRWIN FINL CORP COM 46411910 172 8450 SH SHARED 02 8450 D IRWIN FINL CORP COM 46411910 36 1800 SH SHARED 10 1800 D IRWIN FINL CORP COM 46411910 189 9300 SH SHARED 17 9300 D ISHARES INC MSCI BRAZIL 46428640 6511 195413 SH SHARED 195413 D ISHARES INC MSCI CDA INDEX 46428650 131 6100 SH SHARED 6100 D ISHARES INC MSCI CDA INDEX 46428650 21 1000 SH SHR/OTHR 01 1000 D ISHARES INC MSCI CDA INDEX 46428650 15099 700000 SH SHARED 02 700000 D ISHARES INC MSCI PAC J IDX 46428666 3249 31500 SH SHARED 31500 D ISHARES INC MSCI PAC J IDX 46428666 692 6710 SH SHARED 01 6710 D ISHARES INC MSCI PAC J IDX 46428666 783 7600 SH SHARED 19 7600 D ISHARES INC MSCI TAIWAN 46428673 17347 1481404 SH SHARED 1481404 D ISHARES INC MSCI TAIWAN 46428673 2775 237000 SH SHARED 01 237000 D ISHARES INC MSCI TAIWAN 46428673 322 27500 SH SHARED 05 27500 D ISHARES INC MSCI TAIWAN 46428673 16742 1429800 SH SHARED 10 1429800 D ISHARES INC MSCI TAIWAN 46428673 2662 227400 SH SHARED 17 227400 D ISHARES INC MSCI SPAIN 46428676 11 300 SH SHARED 300 D ISHARES INC MSCI S KOREA 46428677 3945 100000 SH SHARED 100000 D ISHARES INC MSCI S KOREA 46428677 315 8000 SH SHARED 19 8000 D ISHARES INC MSCI GERMAN 46428680 466 24000 SH SHARED 24000 D ISHARES INC MSCI MALAYSIA 46428683 17635 2409200 SH SHARED 2409200 D ISHARES INC MSCI MALAYSIA 46428683 559 76400 SH SHARED 01 38200 38200 D ISHARES INC MSCI MALAYSIA 46428683 6492 887000 SH SHARED 05 887000 D ISHARES INC MSCI MALAYSIA 46428683 26261 3587675 SH SHARED 10 3587675 D ISHARES INC MSCI MALAYSIA 46428683 3272 447100 SH SHARED 17 447100 D ISHARES INC MSCI JAPAN 46428684 2140 175600 SH SHARED 175600 D ISHARES INC MSCI JAPAN 46428684 11857 972752 SH SHARED 01 947747 25005 D ISHARES INC MSCI JAPAN 46428684 7 600 SH SHR/OTHR 01 600 D ISHARES INC MSCI JAPAN 46428684 3 254 SH SHARED 02 254 D ISHARES INC MSCI JAPAN 46428684 125 10300 SH SHARED 10 5900 4400 D ISHARES INC MSCI JAPAN 46428684 1582 129800 SH SHARED 19 129800 D ISHARES INC MSCI HONG KONG 46428687 32 2400 SH SHARED 2400 D ISHARES INC MSCI HONG KONG 46428687 30555 2250000 SH SHARED 02 2250000 D ISHARES INC MSCI HONG KONG 46428687 502 37000 SH SHARED 19 37000 D ISHARES TR DJ SEL DIV INX 46428716 130 2090 SH SHARED 01 90 2000 D ISHARES TR US TIPS BD FD 46428717 1335 12685 SH SHARED 01 10155 2530 D ISHARES TR US TIPS BD FD 46428717 39 375 SH SHR/OTHR 01 375 D ISHARES TR US TIPS BD FD 46428717 75 720 SH SHARED 10 135 585 D ISHARES TR TRANSP AVE IDX 46428719 4064 60795 SH SHARED 02 60795 D ISHARES TR MSCI EMERG MKT 46428723 1094 12890 SH SHARED 12890 D ISHARES TR MSCI EMERG MKT 46428723 25267 297689 SH SHARED 01 264369 33320 D ISHARES TR MSCI EMERG MKT 46428723 6956 81959 SH SHR/OTHR 01 81959 D ISHARES TR MSCI EMERG MKT 46428723 390 4600 SH SHARED 02 4600 D ISHARES TR MSCI EMERG MKT 46428723 3595 42355 SH SHARED 10 40635 1720 D ISHARES TR MSCI EMERG MKT 46428723 11 130 SH SHR/OTHR 10 130 D ISHARES TR MSCI EMERG MKT 46428723 10494 123645 SH SHARED 19 123645 D ISHARES TR GS CORP BD FD 46428724 843 7710 SH SHARED 7710 D ISHARES TR S&P500/BAR GRW 46428730 67 1160 SH SHARED 01 1160 D ISHARES TR S&P GBL ENER 46428734 2239 22000 SH SHARED 22000 D ISHARES TR S&P GBL ENER 46428734 50 500 SH SHR/OTHR 01 500 D ISHARES TR GS NAT RES IDX 46428737 40415 442420 SH SHARED 01 247941 194479 D ISHARES TR GS NAT RES IDX 46428737 7692 84211 SH SHR/OTHR 01 84211 D ISHARES TR GS NAT RES IDX 46428737 3525 38588 SH SHARED 10 15135 23453 D ISHARES TR S&P500/BAR VAL 46428740 11049 172300 SH SHARED 172300 D ISHARES TR S&P500/BAR VAL 46428740 58 915 SH SHARED 01 915 D ISHARES TR 20+ YR TRS BD 46428743 6915 75000 SH SHARED 75000 D ISHARES TR 1-3 YR TRS BD 46428745 269 3340 SH SHARED 01 250 3090 D ISHARES TR MSCI EAFE IDX 46428746 6730 115837 SH SHARED 01 37109 78728 D ISHARES TR MSCI EAFE IDX 46428746 6794 116949 SH SHR/OTHR 01 116949 D ISHARES TR MSCI EAFE IDX 46428746 5 100 SH SHARED 02 100 D ISHARES TR MSCI EAFE IDX 46428746 6469 111356 SH SHARED 10 18668 92688 D ISHARES TR MSCI EAFE IDX 46428746 1157 19920 SH SHR/OTHR 10 19920 D ISHARES TR RUSSELL MIDCAP 46428749 63 735 SH SHARED 01 735 D ISHARES TR GLMN SCHS SOFT 46428751 1065 25914 SH SHARED 02 25914 D ISHARES TR GLMN SCHS SOFT 46428751 15 375 SH SHARED 19 375 D ISHARES TR NASDQ BIO INDX 46428755 14114 183300 SH SHARED 183300 D ISHARES TR NASDQ BIO INDX 46428755 1347 17500 SH SHARED 01 8500 9000 D ISHARES TR NASDQ BIO INDX 46428755 28 375 SH SHR/OTHR 01 375 D ISHARES TR NASDQ BIO INDX 46428755 209 2718 SH SHARED 02 2718 D ISHARES TR NASDQ BIO INDX 46428755 31325 406825 SH SHARED 10 382925 23500 400 D ISHARES TR NASDQ BIO INDX 46428755 1328 17250 SH SHARED 17 17250 D ISHARES TR COHEN&ST RLTY 46428756 1105 15038 SH SHARED 15038 D ISHARES TR COHEN&ST RLTY 46428756 17305 235447 SH SHARED 01 215727 19720 D ISHARES TR COHEN&ST RLTY 46428756 3811 51861 SH SHR/OTHR 01 51861 D ISHARES TR COHEN&ST RLTY 46428756 288 3920 SH SHARED 10 2490 1430 D ISHARES TR COHEN&ST RLTY 46428756 6739 91692 SH SHARED 19 91692 D ISHARES TR RUSSELL1000VAL 46428759 222 3225 SH SHARED 01 3225 D ISHARES TR RUSSELL1000GRW 46428761 14 300 SH SHARED 01 300 D ISHARES TR RUSL 2000 VALU 46428763 242 3675 SH SHARED 01 3675 D ISHARES TR RUSL 2000 GROW 46428764 6 100 SH SHARED 02 100 D ISHARES TR RUSSELL 2000 46428765 192274 2896141 SH SHARED 2896141 D ISHARES TR RUSSELL 2000 46428765 15085 227232 SH SHARED 01 33404 193828 D ISHARES TR RUSSELL 2000 46428765 3099 46687 SH SHR/OTHR 01 46687 D ISHARES TR RUSSELL 2000 46428765 101945 1535554 SH SHARED 02 1535554 D ISHARES TR RUSSELL 2000 46428765 1876 28265 SH SHARED 10 6090 22175 D ISHARES TR RUSSELL 2000 46428765 37 560 SH SHR/OTHR 10 560 D ISHARES TR RUSL 3000 GROW 46428767 382 9470 SH SHARED 01 9470 D ISHARES TR DJ US UTILS 46428769 41 500 SH SHR/OTHR 01 500 D ISHARES TR DJ US UTILS 46428769 4 53 SH SHARED 02 53 D ISHARES TR DJ US TELECOMM 46428771 1 50 SH SHARED 02 50 D ISHARES TR DJ US TECH SEC 46428772 362 7450 SH SHARED 01 7450 D ISHARES TR DJ US TECH SEC 46428772 5 120 SH SHARED 19 120 D ISHARES TR DJ US REAL EST 46428773 154 2400 SH SHR/OTHR 01 2400 D ISHARES TR DJ US REAL EST 46428773 2281 35500 SH SHARED 06 35500 D ISHARES TR DJ US HEALTHCR 46428776 106 1715 SH SHARED 01 1715 D ISHARES TR DJ US FINL SEC 46428778 160 1689 SH SHARED 01 1689 D ISHARES TR DJ US FINL SEC 46428778 160 1689 SH SHARED 10 1689 D ISHARES TR DJ US FINL SEC 46428778 19 210 SH SHARED 19 210 D ISHARES TR S&P SMLCAP 600 46428780 19234 333000 SH SHARED 333000 D ISHARES TR DJ US BAS MATL 46428783 115 2400 SH SHR/OTHR 01 2400 D ISHARES TR S&P EURO PLUS 46428786 161 2000 SH SHARED 01 2000 D ISHARES TR S&P EURO PLUS 46428786 161 2000 SH SHARED 10 2000 D ISIS PHARMACEUTICALS INC COM 46433010 42 8339 SH SHARED 8339 D ISIS PHARMACEUTICALS INC COM 46433010 11 2300 SH SHR/OTHR 01 2300 D ISIS PHARMACEUTICALS INC COM 46433010 135 26768 SH SHARED 17 26768 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 9250 10500000 PRN SHARED 10500000 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 2583 2933000 PRN SHARED 02 2933000 D ISLE OF CAPRI CASINOS INC COM 46459210 112 5257 SH SHARED 3157 2100 D ISLE OF CAPRI CASINOS INC COM 46459210 74 3500 SH SHARED 02 3500 D ISLE OF CAPRI CASINOS INC COM 46459210 853 39900 SH SHARED 10 39900 D ISLE OF CAPRI CASINOS INC COM 46459210 692 32411 SH SHARED 17 6711 25700 D ITC HLDGS CORP COM 46568510 72 2500 SH SHARED 17 2500 D ITRON INC COM 46574110 205 4500 SH SHARED 3500 1000 D ITRON INC COM 46574110 308 6749 SH SHARED 02 6749 D ITRON INC COM 46574110 1219 26700 SH SHARED 10 100 26600 D ITRON INC COM 46574110 3103 67980 SH SHARED 17 25780 42200 D I2 TECHNOLOGIES INC NOTE 5.250%12/1 465754AF 59774 62460000 PRN SHARED 62460000 D I2 TECHNOLOGIES INC COM NEW 46575420 40 2151 SH SHARED 2151 D I2 TECHNOLOGIES INC COM NEW 46575420 0 44 SH SHR/OTHR 01 44 D I2 TECHNOLOGIES INC COM NEW 46575420 0 2 SH SHARED 02 2 D IVANHOE MINES LTD COM 46579N10 13117 1569069 SH SHARED 1555519 13550 D IVANHOE MINES LTD COM 46579N10 348 41700 SH SHARED 02 41700 D IVANHOE MINES LTD COM 46579N10 11704 1400000 SH SHARED 04 1400000 D IVAX CORP NOTE 1.500% 5/1 465823AQ 6415 5250000 PRN SHARED 02 5250000 D IVAX CORP COM 46582310 133520 5065270 SH SHARED 4981720 83550 D IVAX CORP COM 46582310 6353 241012 SH SHARED 01 241012 D IVAX CORP COM 46582310 4056 153882 SH SHARED 02 153882 D IVAX CORP COM 46582310 144 5500 SH SHARED 10 5500 D IVILLAGE INC COM 46588H10 53 7300 SH SHARED 7300 D IVILLAGE INC COM 46588H10 213 29358 SH SHARED 02 29358 D IVILLAGE INC COM 46588H10 290 40000 SH SHARED 04 40000 D IVILLAGE INC COM 46588H10 56 7800 SH SHARED 10 7800 D IVILLAGE INC COM 46588H10 111 15400 SH SHARED 17 15400 D IXYS CORP COM 46600W10 39 3700 SH SHARED 3700 D IXYS CORP COM 46600W10 2164 205000 SH SHARED 10 205000 D IXYS CORP COM 46600W10 921 87300 SH SHARED 17 11400 75900 D J & J SNACK FOODS CORP COM 46603210 57 1000 SH SHARED 1000 D J & J SNACK FOODS CORP COM 46603210 62 1086 SH SHARED 02 1086 D J & J SNACK FOODS CORP COM 46603210 774 13400 SH SHARED 10 13400 D J & J SNACK FOODS CORP COM 46603210 196 3400 SH SHARED 17 2400 1000 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 26195 31000000 PRN SHARED 31000000 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 10104 11958000 PRN SHARED 02 11958000 D JDS UNIPHASE CORP COM 46612J10 18303 8245000 SH SHARED 8040100 204900 D JDS UNIPHASE CORP COM 46612J10 199 89660 SH SHARED 01 89660 D JDS UNIPHASE CORP COM 46612J10 3 1700 SH SHR/OTHR 01 1700 D JDS UNIPHASE CORP COM 46612J10 904 407581 SH SHARED 02 407581 D JDS UNIPHASE CORP COM 46612J10 1893 853000 SH SHARED 04 850000 3000 D JDS UNIPHASE CORP COM 46612J10 2 1300 SH SHARED 05 1300 D JDS UNIPHASE CORP COM 46612J10 23 10450 SH SHARED 06 10450 D JDS UNIPHASE CORP COM 46612J10 188 84960 SH SHARED 10 84960 D JDS UNIPHASE CORP COM 46612J10 41 18770 SH SHARED 14 18770 D JDS UNIPHASE CORP COM 46612J10 2351 1059440 SH SHARED 17 1059440 D JDS UNIPHASE CORP COM 46612J10 2 1050 SH SHARED 19 1050 D JDA SOFTWARE GROUP INC COM 46612K10 557 36744 SH SHARED 36744 D JDA SOFTWARE GROUP INC COM 46612K10 7 464 SH SHARED 02 464 D JDA SOFTWARE GROUP INC COM 46612K10 36 2400 SH SHARED 10 2400 D JDA SOFTWARE GROUP INC COM 46612K10 301 19882 SH SHARED 17 12582 7300 D JER INVT TR INC COM 46614H30 3579 198200 SH SHARED 17 198200 D J F CHINA REGION FD INC COM 46614T10 123 9002 SH SHARED 9002 D J JILL GROUP INC COM 46618910 49 3100 SH SHARED 3100 D J JILL GROUP INC COM 46618910 4 300 SH SHARED 02 300 D J JILL GROUP INC COM 46618910 4429 280000 SH SHARED 04 280000 D J JILL GROUP INC COM 46618910 63 4000 SH SHARED 10 4000 D J JILL GROUP INC COM 46618910 151 9550 SH SHARED 17 9550 D JLG INDS INC COM 46621010 278 7600 SH SHARED 7600 D JLG INDS INC COM 46621010 677 18523 SH SHARED 02 18523 D JLG INDS INC COM 46621010 3582 97900 SH SHARED 10 97900 D JLG INDS INC COM 46621010 3889 106300 SH SHARED 17 19400 86900 D JPMORGAN & CHASE & CO COM 46625H10 186 5500 SH SHARED 5500 D JPMORGAN & CHASE & CO COM 46625H10 382323 11268018 SH SHARED 10405482 862536 D JPMORGAN & CHASE & CO COM 46625H10 39234 1156327 SH SHARED 01 785937 370390 D JPMORGAN & CHASE & CO COM 46625H10 36286 1069441 SH SHR/OTHR 01 1069441 D JPMORGAN & CHASE & CO COM 46625H10 37575 1107434 SH SHARED 02 1107434 D JPMORGAN & CHASE & CO COM 46625H10 9085 267781 SH SHARED 04 267400 381 D JPMORGAN & CHASE & CO COM 46625H10 13962 411510 SH SHARED 05 11510 400000 D JPMORGAN & CHASE & CO COM 46625H10 207637 6119586 SH SHARED 06 6119586 D JPMORGAN & CHASE & CO COM 46625H10 269826 7952458 SH SHARED 10 5439167 967060 1546231 D JPMORGAN & CHASE & CO COM 46625H10 5387 158780 SH SHR/OTHR 10 158780 D JPMORGAN & CHASE & CO COM 46625H10 5500 162127 SH SHARED 14 162127 D JPMORGAN & CHASE & CO COM 46625H10 6892 203150 SH SHARED 15 203150 D JPMORGAN & CHASE & CO COM 46625H10 121272 3574190 SH SHARED 17 3442554 131636 D JPMORGAN & CHASE & CO COM 46625H10 376 11100 SH SHARED 19 11100 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 194 4800 SH SHARED 3600 1200 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1766 43700 SH SHARED 01 43400 300 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 32 800 SH SHR/OTHR 01 800 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1366 33800 SH SHARED 04 33800 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 8354 206700 SH SHARED 10 199200 7500 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 10658 263700 SH SHARED 17 262000 1700 D JABIL CIRCUIT INC COM 46631310 28401 918549 SH SHARED 877336 41213 D JABIL CIRCUIT INC COM 46631310 125 4050 SH SHARED 01 4050 D JABIL CIRCUIT INC COM 46631310 40 1303 SH SHR/OTHR 01 1303 D JABIL CIRCUIT INC COM 46631310 2856 92376 SH SHARED 02 92376 D JABIL CIRCUIT INC COM 46631310 93 3020 SH SHARED 06 3020 D JABIL CIRCUIT INC COM 46631310 5503 178000 SH SHARED 10 74200 103800 D JABIL CIRCUIT INC COM 46631310 163 5300 SH SHARED 14 5300 D JABIL CIRCUIT INC COM 46631310 2392 77362 SH SHARED 17 77362 D JACK IN THE BOX INC COM 46636710 801 26800 SH SHARED 26800 D JACK IN THE BOX INC COM 46636710 1567 52410 SH SHARED 02 52410 D JACK IN THE BOX INC COM 46636710 3891 130100 SH SHARED 10 600 129500 D JACK IN THE BOX INC COM 46636710 1474 49298 SH SHARED 17 18798 30500 D JACKSON HEWITT TAX SVCS INC COM 46820210 824 34500 SH SHARED 34500 D JACKSON HEWITT TAX SVCS INC COM 46820210 66 2800 SH SHARED 10 2800 D JACKSON HEWITT TAX SVCS INC COM 46820210 652 27300 SH SHARED 17 27300 D JACOBS ENGR GROUP INC DEL COM 46981410 1825 27091 SH SHARED 6891 20200 D JACOBS ENGR GROUP INC DEL COM 46981410 5859 86935 SH SHARED 02 86935 D JACOBS ENGR GROUP INC DEL COM 46981410 33 500 SH SHARED 17 500 D JACUZZI BRANDS INC COM 46986510 1986 246434 SH SHR/OTHR 246434 D JACUZZI BRANDS INC COM 46986510 93 11600 SH SHARED 11600 D JACUZZI BRANDS INC COM 46986510 233 29014 SH SHARED 17 29014 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 6190 5981000 PRN SHARED 5981000 D JAKKS PAC INC COM 47012E10 97 6000 SH SHARED 6000 D JAKKS PAC INC COM 47012E10 5302 326700 SH SHARED 10 326700 D JAKKS PAC INC COM 47012E10 1176 72500 SH SHARED 17 11600 60900 D JAMDAT MOBILE INC COM 47023T10 35 1700 SH SHARED 1700 D JAMDAT MOBILE INC COM 47023T10 539 25700 SH SHARED 02 25700 D JAMDAT MOBILE INC COM 47023T10 86 4100 SH SHARED 17 4100 D JAMES RIVER COAL CO COM NEW 47035520 1297 25705 SH SHR/OTHR 25705 D JAMES RIVER COAL CO COM NEW 47035520 4242 84069 SH SHARED 84069 D JAMES RIVER COAL CO COM NEW 47035520 302 6000 SH SHARED 17 6000 D JAMESON INNS INC COM 47045710 28 13927 SH SHARED 13927 D JANUS CAP GROUP INC COM 47102X10 6872 475633 SH SHARED 442233 33400 D JANUS CAP GROUP INC COM 47102X10 28 2000 SH SHARED 01 2000 D JANUS CAP GROUP INC COM 47102X10 1074 74334 SH SHARED 02 74334 D JANUS CAP GROUP INC COM 47102X10 26 1800 SH SHARED 06 1800 D JANUS CAP GROUP INC COM 47102X10 132 9200 SH SHARED 10 8800 400 D JANUS CAP GROUP INC COM 47102X10 1280 88650 SH SHARED 17 88650 D JAPAN EQUITY FD INC COM 47105710 14 1713 SH SHARED 1713 D JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 3639 207000 SH SHARED 207000 D JARDEN CORP COM 47110910 328 8000 SH SHARED 8000 D JARDEN CORP COM 47110910 3430 83517 SH SHARED 01 80066 3451 D JARDEN CORP COM 47110910 77 1883 SH SHR/OTHR 01 1883 D JARDEN CORP COM 47110910 57 1400 SH SHARED 02 1400 D JARDEN CORP COM 47110910 14409 350850 SH SHARED 10 348050 2800 D JARDEN CORP COM 47110910 62484 1521425 SH SHARED 17 1366375 155050 D JEFFERIES GROUP INC NEW COM 47231910 1120 25726 SH SHARED 5926 19800 D JEFFERIES GROUP INC NEW COM 47231910 1234 28343 SH SHARED 02 28343 D JEFFERIES GROUP INC NEW COM 47231910 7872 180770 SH SHARED 17 180770 D JEFFERSON PILOT CORP COM 47507010 16992 332082 SH SHARED 288295 43787 D JEFFERSON PILOT CORP COM 47507010 4956 96871 SH SHARED 01 10100 86771 D JEFFERSON PILOT CORP COM 47507010 1617 31607 SH SHR/OTHR 01 31607 D JEFFERSON PILOT CORP COM 47507010 1723 33677 SH SHARED 02 33677 D JEFFERSON PILOT CORP COM 47507010 130 2550 SH SHARED 06 2550 D JEFFERSON PILOT CORP COM 47507010 8179 159851 SH SHARED 10 34070 125781 D JEFFERSON PILOT CORP COM 47507010 1821 35600 SH SHR/OTHR 10 35600 D JEFFERSON PILOT CORP COM 47507010 2737 53496 SH SHARED 17 53496 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 4316 4928000 PRN SHARED 02 4928000 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 229 262000 PRN SHARED 14 262000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 4690 5000000 PRN SHARED 5000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 5735 6115000 PRN SHARED 02 6115000 D JETBLUE AWYS CORP COM 47714310 8078 458985 SH SHARED 433235 25750 D JETBLUE AWYS CORP COM 47714310 5 300 SH SHARED 01 300 D JETBLUE AWYS CORP COM 47714310 20 1175 SH SHR/OTHR 01 1175 D JETBLUE AWYS CORP COM 47714310 766 43532 SH SHARED 02 43532 D JETBLUE AWYS CORP COM 47714310 7 400 SH SHARED 10 200 200 D JO-ANN STORES INC COM 47758P30 59 3433 SH SHARED 3433 D JO-ANN STORES INC COM 47758P30 344 19900 SH SHARED 10 19900 D JO-ANN STORES INC COM 47758P30 840 48610 SH SHARED 17 8010 40600 D JOHNSON & JOHNSON COM 47816010 3315 52400 SH SHARED 52400 D JOHNSON & JOHNSON COM 47816010 496835 7851381 SH SHARED 6892080 959301 D JOHNSON & JOHNSON COM 47816010 85165 1345857 SH SHARED 01 830558 515299 D JOHNSON & JOHNSON COM 47816010 89244 1410317 SH SHR/OTHR 01 1410317 D JOHNSON & JOHNSON COM 47816010 43961 694717 SH SHARED 02 694717 D JOHNSON & JOHNSON COM 47816010 182564 2885021 SH SHARED 04 2884650 371 D JOHNSON & JOHNSON COM 47816010 15862 250671 SH SHARED 05 238311 12360 D JOHNSON & JOHNSON COM 47816010 7544 119220 SH SHARED 06 119220 D JOHNSON & JOHNSON COM 47816010 630597 9965192 SH SHARED 10 2937047 4962678 2065467 D JOHNSON & JOHNSON COM 47816010 7081 111914 SH SHR/OTHR 10 111914 D JOHNSON & JOHNSON COM 47816010 4557 72017 SH SHARED 14 72017 D JOHNSON & JOHNSON COM 47816010 7486 118310 SH SHARED 15 118310 D JOHNSON & JOHNSON COM 47816010 2214 35000 SH SHARED 16 35000 D JOHNSON & JOHNSON COM 47816010 79887 1262447 SH SHARED 17 1254447 8000 D JOHNSON & JOHNSON COM 47816010 335 5300 SH SHARED 19 5300 D JOHNSON CTLS INC COM 47836610 50879 819976 SH SHARED 774163 45813 D JOHNSON CTLS INC COM 47836610 248 4002 SH SHARED 01 1002 3000 D JOHNSON CTLS INC COM 47836610 37 600 SH SHR/OTHR 01 600 D JOHNSON CTLS INC COM 47836610 9389 151323 SH SHARED 02 151323 D JOHNSON CTLS INC COM 47836610 1776 28630 SH SHARED 05 28630 D JOHNSON CTLS INC COM 47836610 289 4666 SH SHARED 06 4666 D JOHNSON CTLS INC COM 47836610 36061 581166 SH SHARED 10 137256 432660 11250 D JOHNSON CTLS INC COM 47836610 21 339 SH SHARED 14 339 D JOHNSON CTLS INC COM 47836610 5144 82910 SH SHARED 17 82910 D JOHNSON OUTDOORS INC CL A 47916710 1109 66624 SH SHARED 66624 D JONES APPAREL GROUP INC COM 48007410 16483 578383 SH SHARED 555418 22965 D JONES APPAREL GROUP INC COM 48007410 100 3530 SH SHARED 01 3530 D JONES APPAREL GROUP INC COM 48007410 938 32917 SH SHARED 02 32917 D JONES APPAREL GROUP INC COM 48007410 5 200 SH SHARED 05 200 D JONES APPAREL GROUP INC COM 48007410 56 1999 SH SHARED 06 1999 D JONES APPAREL GROUP INC COM 48007410 8 300 SH SHARED 10 300 D JONES APPAREL GROUP INC COM 48007410 1338 46954 SH SHARED 17 46954 D JONES LANG LASALLE INC COM 48020Q10 319 6929 SH SHARED 6929 D JONES LANG LASALLE INC COM 48020Q10 18 400 SH SHARED 02 400 D JONES LANG LASALLE INC COM 48020Q10 4260 92500 SH SHARED 10 300 92200 D JONES LANG LASALLE INC COM 48020Q10 1420 30842 SH SHARED 17 24442 6400 D JORGENSEN EARLE M CO COM 48082910 27 2900 SH SHARED 2900 D JOS A BANK CLOTHIERS INC COM 48083810 82 1900 SH SHARED 1900 D JOS A BANK CLOTHIERS INC COM 48083810 86 2000 SH SHARED 01 2000 D JOS A BANK CLOTHIERS INC COM 48083810 455 10535 SH SHARED 02 10535 D JOS A BANK CLOTHIERS INC COM 48083810 2416 55900 SH SHARED 10 55900 D JOS A BANK CLOTHIERS INC COM 48083810 658 15237 SH SHARED 17 5137 10100 D JOURNAL COMMUNICATIONS INC CL A 48113010 62 4200 SH SHARED 4200 D JOURNAL COMMUNICATIONS INC CL A 48113010 53 3600 SH SHARED 02 3600 D JOURNAL COMMUNICATIONS INC CL A 48113010 351 23600 SH SHARED 10 23600 D JOURNAL COMMUNICATIONS INC CL A 48113010 460 30900 SH SHARED 17 30900 D JOURNAL REGISTER CO COM 48113810 579 35800 SH SHARED 33400 2400 D JOURNAL REGISTER CO COM 48113810 247 15303 SH SHARED 17 15303 D JOY GLOBAL INC COM 48116510 11074 219468 SH SHARED 190768 28700 D JOY GLOBAL INC COM 48116510 5901 116950 SH SHARED 01 114900 2050 D JOY GLOBAL INC COM 48116510 2033 40300 SH SHARED 02 40300 D JOY GLOBAL INC COM 48116510 2553 50600 SH SHARED 04 50600 D JOY GLOBAL INC COM 48116510 1009 20000 SH SHARED 06 20000 D JOY GLOBAL INC COM 48116510 11093 219850 SH SHARED 10 218850 1000 D JOY GLOBAL INC COM 48116510 19919 394750 SH SHARED 17 394750 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 22110 17534000 PRN SHARED 17534000 D JUNIPER NETWORKS INC COM 48203R10 23830 1001289 SH SHARED 987587 13702 D JUNIPER NETWORKS INC COM 48203R10 17 750 SH SHARED 01 750 D JUNIPER NETWORKS INC COM 48203R10 3057 128453 SH SHARED 02 128453 D JUNIPER NETWORKS INC COM 48203R10 2815 118300 SH SHARED 04 118300 D JUNIPER NETWORKS INC COM 48203R10 265 11150 SH SHARED 06 11150 D JUNIPER NETWORKS INC COM 48203R10 12097 508300 SH SHARED 10 500600 7700 D JUNIPER NETWORKS INC COM 48203R10 104 4397 SH SHARED 14 4397 D JUNIPER NETWORKS INC COM 48203R10 3277 137700 SH SHARED 17 134900 2800 D JUPITERMEDIA CORP COM 48207D10 122 6900 SH SHARED 3100 3800 D JUPITERMEDIA CORP COM 48207D10 253 14300 SH SHARED 05 14300 D JUPITERMEDIA CORP COM 48207D10 200 11300 SH SHARED 10 11300 D JUPITERMEDIA CORP COM 48207D10 2668 150700 SH SHARED 17 150700 D K & F INDS HLDGS INC COM 48224110 1693 101250 SH SHARED 04 101250 D K & F INDS HLDGS INC COM 48224110 564 33750 SH SHARED 16 33750 D K & F INDS HLDGS INC COM 48224110 5129 306600 SH SHARED 17 306600 D KCS ENERGY INC COM 48243420 825 30000 SH SHARED 19900 10100 D KCS ENERGY INC COM 48243420 104 3800 SH SHARED 02 3800 D KCS ENERGY INC COM 48243420 3744 136000 SH SHARED 10 136000 D KCS ENERGY INC COM 48243420 3978 144500 SH SHARED 17 18700 125800 D KFX INC COM 48245L10 1909 111600 SH SHARED 11600 100000 D KFX INC COM 48245L10 51 3000 SH SHARED 01 3000 D KFX INC COM 48245L10 232 13600 SH SHARED 02 13600 D KFX INC COM 48245L10 130 7600 SH SHARED 10 3000 4600 D KFX INC COM 48245L10 477 27900 SH SHARED 17 25000 2900 D KKR FINL CORP COM 48247630 904 40664 SH SHARED 02 40664 D KKR FINL CORP COM 48247630 28748 1292650 SH SHARED 17 1292650 D KLA-TENCOR CORP COM 48248010 39767 815582 SH SHARED 768411 47171 D KLA-TENCOR CORP COM 48248010 1309 26848 SH SHARED 01 700 26148 D KLA-TENCOR CORP COM 48248010 308 6326 SH SHR/OTHR 01 6326 D KLA-TENCOR CORP COM 48248010 2617 53687 SH SHARED 02 53687 D KLA-TENCOR CORP COM 48248010 4 100 SH SHARED 05 100 D KLA-TENCOR CORP COM 48248010 1049 21523 SH SHARED 06 21523 D KLA-TENCOR CORP COM 48248010 5322 109151 SH SHARED 10 86249 22902 D KLA-TENCOR CORP COM 48248010 5807 119100 SH SHARED 14 119100 D KLA-TENCOR CORP COM 48248010 6626 135900 SH SHARED 17 134600 1300 D KMG AMER CORP COM 48256310 564 70600 SH SHARED 70600 D KMG AMER CORP COM 48256310 43 5440 SH SHARED 17 5440 D KT CORP SPONSORED ADR 48268K10 55396 2462054 SH SHARED 2462054 D KT CORP SPONSORED ADR 48268K10 510 22700 SH SHARED 14 22700 D K-SWISS INC CL A 48268610 1531 51804 SH SHARED 51804 D K-SWISS INC CL A 48268610 118 4016 SH SHARED 02 4016 D K-SWISS INC CL A 48268610 1231 41660 SH SHARED 10 1860 39800 D K-SWISS INC CL A 48268610 2531 85600 SH SHARED 17 23500 62100 D K2 INC COM 48273210 333 29250 SH SHARED 24250 5000 D K2 INC COM 48273210 191 16800 SH SHARED 17 16800 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 7662 8091000 PRN SHARED 8091000 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 6155 6500000 PRN SHARED 02 6500000 D K V PHARMACEUTICAL CO CL A 48274020 94 5300 SH SHARED 5300 D K V PHARMACEUTICAL CO CL A 48274020 525 29600 SH SHARED 10 29600 D K V PHARMACEUTICAL CO CL A 48274020 667 37550 SH SHARED 17 14550 23000 D KADANT INC COM 48282T10 42 2100 SH SHARED 2100 D KADANT INC COM 48282T10 111 5580 SH SHARED 17 5580 D KNBT BANCORP INC COM 48292110 77 5000 SH SHARED 5000 D KNBT BANCORP INC COM 48292110 157 10100 SH SHARED 17 10100 D KAMAN CORP CL A 48354810 65 3200 SH SHARED 3200 D KAMAN CORP CL A 48354810 141 6900 SH SHARED 17 6900 D KANA SOFTWARE INC COM NEW 48360030 14 9600 SH SHARED 9600 D KANBAY INTL INC COM 48369P20 69 3700 SH SHARED 3700 D KANBAY INTL INC COM 48369P20 75 4000 SH SHARED 02 4000 D KANBAY INTL INC COM 48369P20 161 8600 SH SHARED 17 8600 D KANSAS CITY LIFE INS CO COM 48483610 35 700 SH SHARED 700 D KANSAS CITY LIFE INS CO COM 48483610 71 1400 SH SHARED 10 1400 D KANSAS CITY LIFE INS CO COM 48483610 127 2500 SH SHARED 17 1200 1300 D KANSAS CITY SOUTHERN COM NEW 48517030 284 12200 SH SHARED 12200 D KANSAS CITY SOUTHERN COM NEW 48517030 125 5400 SH SHARED 10 5400 D KANSAS CITY SOUTHERN COM NEW 48517030 864 37100 SH SHARED 17 34000 3100 D KAYDON CORP NOTE 4.000% 5/2 486587AB 846 775000 PRN SHARED 02 775000 D KAYDON CORP COM 48658710 122 4300 SH SHARED 4300 D KAYDON CORP COM 48658710 20 725 SH SHR/OTHR 01 725 D KAYDON CORP COM 48658710 190 6700 SH SHARED 02 6700 D KAYDON CORP COM 48658710 377 13290 SH SHARED 17 13290 D KB HOME COM 48666K10 12406 169483 SH SHARED 149882 19601 D KB HOME COM 48666K10 146 2000 SH SHR/OTHR 01 2000 D KB HOME COM 48666K10 4855 66329 SH SHARED 02 66329 D KB HOME COM 48666K10 156 2142 SH SHARED 06 2142 D KB HOME COM 48666K10 1888 25800 SH SHARED 10 25200 600 D KB HOME COM 48666K10 2789 38104 SH SHARED 17 38104 D KEANE INC SDCV 2.000% 6/1 486665AB 9529 10449000 PRN SHARED 10449000 D KEANE INC COM 48666510 391 34237 SH SHARED 19537 14700 D KEANE INC COM 48666510 390 34197 SH SHARED 02 34197 D KEANE INC COM 48666510 233 20400 SH SHARED 17 20400 D KEARNY FINL CORP COM 48716910 41 3300 SH SHARED 3300 D KEARNY FINL CORP COM 48716910 82 6600 SH SHARED 17 6600 D KEITHLEY INSTRS INC COM 48758410 27 1900 SH SHARED 1900 D KEITHLEY INSTRS INC COM 48758410 29 2050 SH SHR/OTHR 01 2050 D KEITHLEY INSTRS INC COM 48758410 9 683 SH SHARED 02 683 D KEITHLEY INSTRS INC COM 48758410 77 5300 SH SHARED 17 5300 D KELLOGG CO COM 48783610 45605 988633 SH SHARED 894295 94338 D KELLOGG CO COM 48783610 1424 30885 SH SHARED 01 17550 13335 D KELLOGG CO COM 48783610 1092 23689 SH SHR/OTHR 01 23689 D KELLOGG CO COM 48783610 5876 127386 SH SHARED 02 127386 D KELLOGG CO COM 48783610 2320 50300 SH SHARED 04 50300 D KELLOGG CO COM 48783610 3345 72530 SH SHARED 05 72530 D KELLOGG CO COM 48783610 232 5050 SH SHARED 06 5050 D KELLOGG CO COM 48783610 54746 1186787 SH SHARED 10 344667 565400 276720 D KELLOGG CO COM 48783610 410 8900 SH SHR/OTHR 10 8900 D KELLOGG CO COM 48783610 110 2400 SH SHARED 14 2400 D KELLOGG CO COM 48783610 5184 112387 SH SHARED 17 112387 D KELLWOOD CO DBCV 3.500% 6/1 488044AF 42276 50150000 PRN SHARED 50150000 D KELLWOOD CO DBCV 3.500% 6/1 488044AF 6744 8000000 PRN SHARED 02 8000000 D KELLWOOD CO CB 48804410 6 25300 PRN SHARED 25300 D KELLWOOD CO CB 48804410 1 5365 PRN SHARED 01 5365 D KELLWOOD CO CB 48804410 1 4100 PRN SHARED 10 4100 D KELLWOOD CO CB 48804410 3 13082 PRN SHARED 17 10682 2400 D KELLY SVCS INC CL A 48815220 1961 63961 SH SHARED 52161 11800 D KELLY SVCS INC CL A 48815220 435 14208 SH SHARED 02 14208 D KELLY SVCS INC CL A 48815220 24 800 SH SHARED 10 800 D KELLY SVCS INC CL A 48815220 272 8900 SH SHARED 17 8900 D KEMET CORP COM 48836010 1391 166011 SH SHARED 134511 31500 D KEMET CORP COM 48836010 369 44100 SH SHARED 02 44100 D KEMET CORP COM 48836010 278 33200 SH SHARED 17 33200 D KENNAMETAL INC COM 48917010 1236 25215 SH SHARED 9815 15400 D KENNAMETAL INC COM 48917010 642 13100 SH SHARED 02 13100 D KENNAMETAL INC COM 48917010 6371 129916 SH SHARED 10 129916 D KENNAMETAL INC COM 48917010 1859 37912 SH SHARED 17 15412 22500 D KENSEY NASH CORP COM 49005710 42 1400 SH SHARED 1400 D KENSEY NASH CORP COM 49005710 48 1589 SH SHARED 02 1589 D KENSEY NASH CORP COM 49005710 150 4900 SH SHARED 17 4900 D KERR MCGEE CORP COM 49238610 39347 405181 SH SHARED 374447 30734 D KERR MCGEE CORP COM 49238610 63 655 SH SHARED 01 655 D KERR MCGEE CORP COM 49238610 294 3035 SH SHR/OTHR 01 3035 D KERR MCGEE CORP COM 49238610 2520 25956 SH SHARED 02 25956 D KERR MCGEE CORP COM 49238610 20393 210000 SH SHARED 04 210000 D KERR MCGEE CORP COM 49238610 4057 41780 SH SHARED 05 36380 5400 D KERR MCGEE CORP COM 49238610 329 3390 SH SHARED 06 3390 D KERR MCGEE CORP COM 49238610 1048 10800 SH SHARED 10 7600 3200 D KERR MCGEE CORP COM 49238610 224 2308 SH SHARED 14 2308 D KERR MCGEE CORP COM 49238610 1456 15000 SH SHARED 16 15000 D KERR MCGEE CORP COM 49238610 7574 77994 SH SHARED 17 77994 D KERYX BIOPHARMACEUTICALS INC COM 49251510 242 15400 SH SHARED 4100 11300 D KERYX BIOPHARMACEUTICALS INC COM 49251510 3 200 SH SHARED 02 200 D KERYX BIOPHARMACEUTICALS INC COM 49251510 8036 509922 SH SHARED 04 509922 D KERYX BIOPHARMACEUTICALS INC COM 49251510 56 3600 SH SHARED 05 3600 D KERYX BIOPHARMACEUTICALS INC COM 49251510 898 57000 SH SHARED 10 57000 D KERYX BIOPHARMACEUTICALS INC COM 49251510 127 8100 SH SHARED 14 8100 D KERYX BIOPHARMACEUTICALS INC COM 49251510 724 46000 SH SHARED 17 46000 D KERZNER INTL LTD NOTE 2.375% 4/1 492520AB 3718 3402000 PRN SHARED 3402000 D KERZNER INTL LTD NOTE 2.375% 4/1 492520AB 700 641000 PRN SHARED 02 641000 D KEYCORP NEW COM 49326710 26910 834420 SH SHARED 744559 89861 D KEYCORP NEW COM 49326710 938 29100 SH SHARED 01 3800 25300 D KEYCORP NEW COM 49326710 685 21243 SH SHR/OTHR 01 21243 D KEYCORP NEW COM 49326710 3157 97895 SH SHARED 02 97895 D KEYCORP NEW COM 49326710 9 300 SH SHARED 05 300 D KEYCORP NEW COM 49326710 294 9121 SH SHARED 06 9121 D KEYCORP NEW COM 49326710 857 26600 SH SHARED 10 5600 21000 D KEYCORP NEW COM 49326710 112 3500 SH SHARED 14 3500 D KEYCORP NEW COM 49326710 96464 2991157 SH SHARED 17 2929567 61590 D KEYNOTE SYS INC COM 49330810 38 2938 SH SHARED 2438 500 D KEYNOTE SYS INC COM 49330810 99 7700 SH SHARED 17 7700 D KEYSPAN CORP COM 49337W10 44638 1213651 SH SHARED 1176535 37116 D KEYSPAN CORP COM 49337W10 66 1800 SH SHARED 01 200 1600 D KEYSPAN CORP COM 49337W10 16 440 SH SHR/OTHR 01 440 D KEYSPAN CORP COM 49337W10 1645 44734 SH SHARED 02 44734 D KEYSPAN CORP COM 49337W10 144 3918 SH SHARED 06 3918 D KEYSPAN CORP COM 49337W10 275 7500 SH SHARED 10 7500 D KEYSPAN CORP COM 49337W10 2776 75489 SH SHARED 17 75489 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 66 2300 SH SHARED 2300 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 83 2900 SH SHARED 02 2900 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 216 7500 SH SHARED 17 7500 D KFORCE INC COM 49373210 150 14600 SH SHARED 14600 D KFORCE INC COM 49373210 160 15600 SH SHARED 17 15600 D KILROY RLTY CORP COM 49427F10 6449 115100 SH SHARED 115100 D KILROY RLTY CORP COM 49427F10 60 1087 SH SHR/OTHR 01 1087 D KILROY RLTY CORP COM 49427F10 27 497 SH SHARED 02 497 D KILROY RLTY CORP COM 49427F10 3322 59300 SH SHARED 10 59300 D KILROY RLTY CORP COM 49427F10 1848 33000 SH SHARED 17 13200 19800 D KIMBALL INTL INC CL B 49427410 39 3300 SH SHARED 3300 D KIMBALL INTL INC CL B 49427410 30 2500 SH SHARED 10 2500 D KIMBALL INTL INC CL B 49427410 97 8100 SH SHARED 17 8100 D KIMBERLY CLARK CORP COM 49436810 101001 1696641 SH SHARED 1566039 130602 D KIMBERLY CLARK CORP COM 49436810 11213 188361 SH SHARED 01 153631 34730 D KIMBERLY CLARK CORP COM 49436810 5964 100186 SH SHR/OTHR 01 100186 D KIMBERLY CLARK CORP COM 49436810 6161 103504 SH SHARED 02 103504 D KIMBERLY CLARK CORP COM 49436810 14 240 SH SHARED 05 240 D KIMBERLY CLARK CORP COM 49436810 967 16247 SH SHARED 06 16247 D KIMBERLY CLARK CORP COM 49436810 163789 2751376 SH SHARED 10 1759251 253500 738625 D KIMBERLY CLARK CORP COM 49436810 1142 19200 SH SHR/OTHR 10 19200 D KIMBERLY CLARK CORP COM 49436810 1360 22860 SH SHARED 14 22860 D KIMBERLY CLARK CORP COM 49436810 2928 49200 SH SHARED 15 49200 D KIMBERLY CLARK CORP COM 49436810 12513 210208 SH SHARED 17 208708 1500 D KIMCO REALTY CORP COM 49446R10 4091 130234 SH SHARED 126234 4000 D KIMCO REALTY CORP COM 49446R10 548 17450 SH SHARED 01 13250 4200 D KIMCO REALTY CORP COM 49446R10 143 4574 SH SHR/OTHR 01 4574 D KIMCO REALTY CORP COM 49446R10 615 19581 SH SHARED 02 19581 D KIMCO REALTY CORP COM 49446R10 351 11200 SH SHARED 10 11200 D KIMCO REALTY CORP COM 49446R10 263 8400 SH SHARED 17 8400 D KINDER MORGAN INC KANS COM 49455P10 18412 191479 SH SHARED 171349 20130 D KINDER MORGAN INC KANS COM 49455P10 58 610 SH SHARED 01 610 D KINDER MORGAN INC KANS COM 49455P10 144 1500 SH SHR/OTHR 01 1500 D KINDER MORGAN INC KANS COM 49455P10 9240 96099 SH SHARED 02 96099 D KINDER MORGAN INC KANS COM 49455P10 72120 750000 SH SHARED 04 750000 D KINDER MORGAN INC KANS COM 49455P10 9 100 SH SHARED 05 100 D KINDER MORGAN INC KANS COM 49455P10 1307 13600 SH SHARED 06 13600 D KINDER MORGAN INC KANS COM 49455P10 923 9600 SH SHARED 10 6200 3400 D KINDER MORGAN INC KANS COM 49455P10 192 2000 SH SHARED 14 2000 D KINDER MORGAN INC KANS COM 49455P10 7080 73635 SH SHARED 17 73035 600 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 226 4576 SH SHARED 01 4576 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 0 1 SH SHR/OTHR 01 1 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 9 200 SH SHARED 02 200 D KINDER MORGAN MANAGEMENT LLC SHS 49455U10 2103 42451 SH SHARED 17 42451 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 35805 677500 SH SHARED 677500 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 52 1000 SH SHARED 02 1000 D KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 177 3350 SH SHARED 10 2600 750 D KINDRED HEALTHCARE INC COM 49458010 1158 38862 SH SHARED 37262 1600 D KINDRED HEALTHCARE INC COM 49458010 4580 153700 SH SHARED 04 153700 D KINDRED HEALTHCARE INC COM 49458010 44 1500 SH SHARED 06 1500 D KINDRED HEALTHCARE INC COM 49458010 5119 171800 SH SHARED 10 171800 D KINDRED HEALTHCARE INC COM 49458010 29 1000 SH SHARED 14 1000 D KINDRED HEALTHCARE INC COM 49458010 5846 196200 SH SHARED 17 163100 33100 D KINETIC CONCEPTS INC COM NEW 49460W20 22 400 SH SHARED 400 D KINETIC CONCEPTS INC COM NEW 49460W20 6503 114500 SH SHARED 01 47150 67350 D KINETIC CONCEPTS INC COM NEW 49460W20 1452 25573 SH SHR/OTHR 01 25573 D KINETIC CONCEPTS INC COM NEW 49460W20 448 7900 SH SHARED 02 7900 D KINETIC CONCEPTS INC COM NEW 49460W20 329 5800 SH SHARED 04 5800 D KINETIC CONCEPTS INC COM NEW 49460W20 2229 39245 SH SHARED 10 1500 37745 D KINETIC CONCEPTS INC COM NEW 49460W20 34 600 SH SHR/OTHR 10 600 D KINETIC CONCEPTS INC COM NEW 49460W20 193 3400 SH SHARED 17 3400 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG 20348 21043000 PRN SHARED 21043000 D KING PHARMACEUTICALS INC COM 49558210 13913 904621 SH SHARED 859455 45166 D KING PHARMACEUTICALS INC COM 49558210 16 1040 SH SHARED 01 1040 D KING PHARMACEUTICALS INC COM 49558210 830 54000 SH SHARED 02 54000 D KING PHARMACEUTICALS INC COM 49558210 231 15026 SH SHARED 14 15026 D KING PHARMACEUTICALS INC COM 49558210 2158 140361 SH SHARED 17 140361 D KINROSS GOLD CORP COM NO PAR 49690240 763 99400 SH SHR/OTHR 99400 D KINROSS GOLD CORP COM NO PAR 49690240 9275 1207729 SH SHARED 1196159 11570 D KINROSS GOLD CORP COM NO PAR 49690240 2 266 SH SHARED 01 266 D KINROSS GOLD CORP COM NO PAR 49690240 5 693 SH SHR/OTHR 01 693 D KINROSS GOLD CORP COM NO PAR 49690240 21143 2753000 SH SHARED 04 2753000 D KINROSS GOLD CORP COM NO PAR 49690240 15 2000 SH SHARED 06 2000 D KINROSS GOLD CORP COM NO PAR 49690240 16189 2108000 SH SHARED 10 2108000 D KINROSS GOLD CORP COM NO PAR 49690240 3456 450000 SH SHARED 16 450000 D KIRBY CORP COM 49726610 163 3300 SH SHARED 3300 D KIRBY CORP COM 49726610 374 7578 SH SHARED 02 7578 D KIRBY CORP COM 49726610 973 19700 SH SHARED 10 19700 D KIRBY CORP COM 49726610 970 19636 SH SHARED 17 8036 11600 D KIRIN BREWERY LTD SPONSORED ADR 49735030 81 7340 SH SHARED 10 7340 D KITE RLTY GROUP TR COM 49803T10 44 3000 SH SHARED 3000 D KITE RLTY GROUP TR COM 49803T10 2387 160000 SH SHARED 11 160000 D KITE RLTY GROUP TR COM 49803T10 140 9400 SH SHARED 17 9400 D KNOLL INC COM NEW 49890420 31 1700 SH SHARED 1700 D KNOLL INC COM NEW 49890420 51 2800 SH SHARED 17 2800 D KNIGHT CAPITAL GROUP INC CL A 49900510 669 80604 SH SHARED 80604 D KNIGHT CAPITAL GROUP INC CL A 49900510 21 2600 SH SHARED 02 2600 D KNIGHT CAPITAL GROUP INC CL A 49900510 354 42700 SH SHARED 17 42700 D KNIGHT RIDDER INC COM 49904010 17335 295422 SH SHARED 275151 20271 D KNIGHT RIDDER INC COM 49904010 20 350 SH SHARED 01 350 D KNIGHT RIDDER INC COM 49904010 58 1000 SH SHR/OTHR 01 1000 D KNIGHT RIDDER INC COM 49904010 955 16284 SH SHARED 02 16284 D KNIGHT RIDDER INC COM 49904010 90 1550 SH SHARED 06 1550 D KNIGHT RIDDER INC COM 49904010 211 3600 SH SHARED 10 3600 D KNIGHT RIDDER INC COM 49904010 311 5300 SH SHR/OTHR 10 5300 D KNIGHT RIDDER INC COM 49904010 2426 41352 SH SHARED 17 41352 D KNIGHT TRANSN INC COM 49906410 136 5600 SH SHARED 5600 D KNIGHT TRANSN INC COM 49906410 50 2075 SH SHR/OTHR 01 2075 D KNIGHT TRANSN INC COM 49906410 380 15633 SH SHARED 02 15633 D KNIGHT TRANSN INC COM 49906410 2029 83300 SH SHARED 10 83300 D KNIGHT TRANSN INC COM 49906410 3890 159728 SH SHARED 17 14928 144800 D KOHLS CORP COM 50025510 34604 689600 SH SHARED 625352 64248 D KOHLS CORP COM 50025510 911 18159 SH SHARED 01 10854 7305 D KOHLS CORP COM 50025510 189 3775 SH SHR/OTHR 01 3775 D KOHLS CORP COM 50025510 5984 119254 SH SHARED 02 119254 D KOHLS CORP COM 50025510 1880 37470 SH SHARED 05 33550 3920 D KOHLS CORP COM 50025510 20884 416200 SH SHARED 06 416200 D KOHLS CORP COM 50025510 76777 1530047 SH SHARED 10 252617 1099780 177650 D KOHLS CORP COM 50025510 7141 142316 SH SHARED 17 141116 1200 D KOMAG INC NOTE 2.000% 2/0 500453AE 9072 7049000 PRN SHARED 7049000 D KOMAG INC NOTE 2.000% 2/0 500453AE 2696 2095000 PRN SHARED 02 2095000 D KOMAG INC COM NEW 50045320 4222 132109 SH SHARED 132109 D KOMAG INC COM NEW 50045320 354 11100 SH SHARED 02 11100 D KOMAG INC COM NEW 50045320 2365 74000 SH SHARED 10 74000 D KOMAG INC COM NEW 50045320 13841 433100 SH SHARED 17 431700 1400 D KONAMI CORP SPONSORED ADR 50046R10 113 5100 SH SHARED 5100 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 663 87427 SH SHARED 87427 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 4695 176000 SH SHARED 176000 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 10 400 SH SHARED 01 400 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 621 23276 SH SHR/OTHR 01 23276 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 2 100 SH SHARED 02 100 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 230 8651 SH SHARED 10 8651 D KOOKMIN BK NEW SPONSORED ADR 50049M10 16933 285800 SH SHARED 285800 D KOOKMIN BK NEW SPONSORED ADR 50049M10 100 1700 SH SHARED 06 1700 D KOOKMIN BK NEW SPONSORED ADR 50049M10 9445 159412 SH SHARED 10 159412 D KOOKMIN BK NEW SPONSORED ADR 50049M10 1033 17440 SH SHARED 17 17440 D KOPIN CORP COM 50060010 72 10400 SH SHARED 10400 D KOPIN CORP COM 50060010 118 17100 SH SHARED 10 17100 D KOPIN CORP COM 50060010 230 33200 SH SHARED 17 33200 D KOREA EQUITY FD INC COM 50063B10 4 562 SH SHARED 562 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 55650 3142346 SH SHARED 3142346 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 104 5890 SH SHARED 06 5890 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 58 3280 SH SHARED 17 3280 D KOREA FD COM 50063410 166 5000 SH SHARED 10 5000 D KORN FERRY INTL COM NEW 50064320 1691 103183 SH SHARED 91783 11400 D KORN FERRY INTL COM NEW 50064320 229 14000 SH SHARED 02 14000 D KORN FERRY INTL COM NEW 50064320 2861 174600 SH SHARED 10 174600 D KORN FERRY INTL COM NEW 50064320 3227 196923 SH SHARED 17 12623 184300 D KOS PHARMACEUTICALS INC COM 50064810 138 2072 SH SHARED 1972 100 D KOS PHARMACEUTICALS INC COM 50064810 87 1300 SH SHARED 02 1300 D KOS PHARMACEUTICALS INC COM 50064810 7258 108448 SH SHARED 17 108448 D KRAFT FOODS INC CL A 50075N10 10440 341319 SH SHARED 335481 5838 D KRAFT FOODS INC CL A 50075N10 339 11100 SH SHARED 01 6600 4500 D KRAFT FOODS INC CL A 50075N10 96 3150 SH SHR/OTHR 01 3150 D KRAFT FOODS INC CL A 50075N10 1427 46650 SH SHARED 02 46650 D KRAFT FOODS INC CL A 50075N10 581 19000 SH SHARED 04 19000 D KRAFT FOODS INC CL A 50075N10 172 5650 SH SHARED 06 5650 D KRAFT FOODS INC CL A 50075N10 440 14400 SH SHARED 10 200 14200 D KRAFT FOODS INC CL A 50075N10 535 17500 SH SHARED 14 17500 D KRAFT FOODS INC CL A 50075N10 85 2800 SH SHARED 17 2800 D KRISPY KREME DOUGHNUTS INC COM 50101410 5531 883683 SH SHARED 854683 29000 D KRISPY KREME DOUGHNUTS INC COM 50101410 131 21034 SH SHARED 02 21034 D KRISPY KREME DOUGHNUTS INC COM 50101410 137 22000 SH SHARED 17 22000 D KROGER CO COM 50104410 20686 1004685 SH SHARED 840367 164318 D KROGER CO COM 50104410 24 1200 SH SHR/OTHR 01 1200 D KROGER CO COM 50104410 3357 163049 SH SHARED 02 163049 D KROGER CO COM 50104410 3067 149000 SH SHARED 04 149000 D KROGER CO COM 50104410 12 600 SH SHARED 05 600 D KROGER CO COM 50104410 411 19982 SH SHARED 06 19982 D KROGER CO COM 50104410 2989 145200 SH SHARED 10 145200 D KROGER CO COM 50104410 3980 193300 SH SHARED 14 193300 D KROGER CO COM 50104410 6962 338126 SH SHARED 17 307226 30900 D KRONOS WORLDWIDE INC COM 50105F10 22 700 SH SHARED 700 D KRONOS WORLDWIDE INC COM 50105F10 38 1218 SH SHARED 17 1218 D KRONOS INC COM 50105210 1018 22811 SH SHARED 22361 450 D KRONOS INC COM 50105210 1922 43075 SH SHARED 01 40100 2975 D KRONOS INC COM 50105210 23 525 SH SHR/OTHR 01 525 D KRONOS INC COM 50105210 5 127 SH SHARED 02 127 D KRONOS INC COM 50105210 6713 150396 SH SHARED 10 148196 2200 D KRONOS INC COM 50105210 11444 256371 SH SHARED 17 200621 55750 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 3690 5000000 PRN SHARED 5000000 D KULICKE & SOFFA INDS INC COM 50124210 1160 160129 SH SHARED 159029 1100 D KULICKE & SOFFA INDS INC COM 50124210 204 28148 SH SHARED 02 28148 D KULICKE & SOFFA INDS INC COM 50124210 1538 212200 SH SHARED 10 212200 D KULICKE & SOFFA INDS INC COM 50124210 1622 223800 SH SHARED 17 24300 199500 D KYOCERA CORP ADR 50155620 1603 22900 SH SHARED 22900 D KYPHON INC COM 50157710 193 4400 SH SHARED 4400 D KYPHON INC COM 50157710 35 800 SH SHARED 02 800 D KYPHON INC COM 50157710 7632 173700 SH SHARED 04 173700 D KYPHON INC COM 50157710 87 2000 SH SHARED 06 2000 D KYPHON INC COM 50157710 4064 92500 SH SHARED 10 89400 3100 D KYPHON INC COM 50157710 43 1000 SH SHARED 14 1000 D KYPHON INC COM 50157710 667 15200 SH SHARED 17 10500 4700 D LAN AIRLINES S A SPONSORED ADR 50172310 438 14120 SH SHARED 14120 D LAN AIRLINES S A SPONSORED ADR 50172310 2449 78900 SH SHARED 01 78900 D LAN AIRLINES S A SPONSORED ADR 50172310 2318 74700 SH SHARED 10 74700 D LAN AIRLINES S A SPONSORED ADR 50172310 273 8820 SH SHARED 17 8820 D LCA-VISION INC COM PAR $.001 50180330 9988 269100 SH SHARED 260100 9000 D LCA-VISION INC COM PAR $.001 50180330 1010 27225 SH SHARED 01 27000 225 D LCA-VISION INC COM PAR $.001 50180330 21 575 SH SHR/OTHR 01 575 D LCA-VISION INC COM PAR $.001 50180330 207 5600 SH SHARED 05 5600 D LCA-VISION INC COM PAR $.001 50180330 6006 161800 SH SHARED 10 126000 35800 D LCA-VISION INC COM PAR $.001 50180330 12379 333493 SH SHARED 17 296993 36500 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 15860 771446 SH SHARED 771446 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 460 22400 SH SHARED 01 11200 11200 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 1439 70000 SH SHARED 04 70000 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 11876 577647 SH SHARED 10 577647 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 121 5900 SH SHARED 15 5900 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 466 22700 SH SHARED 17 22700 D LKQ CORP COM 50188920 63 2100 SH SHARED 2100 D LKQ CORP COM 50188920 84 2800 SH SHARED 02 2800 D LKQ CORP COM 50188920 202 6700 SH SHARED 17 6700 D LSI INDS INC COM 50216C10 57 3000 SH SHARED 3000 D LSI INDS INC COM 50216C10 1347 70900 SH SHARED 10 70900 D LSI INDS INC COM 50216C10 932 49075 SH SHARED 17 10475 38600 D LSI LOGIC CORP NOTE 4.000%11/0 502161AG 24825 25000000 PRN SHARED 25000000 D LSI LOGIC CORP COM 50216110 5811 589958 SH SHARED 533156 56802 D LSI LOGIC CORP COM 50216110 7593 770893 SH SHARED 02 770893 D LSI LOGIC CORP COM 50216110 26 2668 SH SHARED 06 2668 D LSI LOGIC CORP COM 50216110 2186 222000 SH SHARED 10 219700 2300 D LSI LOGIC CORP COM 50216110 38 3900 SH SHARED 14 3900 D LSI LOGIC CORP COM 50216110 1879 190797 SH SHARED 17 190797 D LTC PPTYS INC COM 50217510 74 3500 SH SHARED 3500 D LTC PPTYS INC COM 50217510 131 6200 SH SHARED 02 6200 D LTC PPTYS INC COM 50217510 55 2600 SH SHARED 10 2600 D LTC PPTYS INC COM 50217510 22847 1077700 SH SHARED 11 1077700 D LTC PPTYS INC COM 50217510 862 40700 SH SHARED 17 40700 D LTX CORP NOTE 4.250% 8/1 502392AE 1474 1486000 PRN SHARED 1486000 D LTX CORP COM 50239210 1820 431404 SH SHARED 409104 22300 D LTX CORP COM 50239210 88 20900 SH SHARED 02 20900 D LTX CORP COM 50239210 123 29374 SH SHARED 17 29374 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 13440 169979 SH SHARED 142219 27760 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4324 54695 SH SHARED 01 48135 6560 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 31 400 SH SHR/OTHR 01 400 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 2910 36809 SH SHARED 02 36809 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1976 25000 SH SHARED 04 25000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3443 43550 SH SHARED 06 43550 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 71708 906895 SH SHARED 10 758220 148675 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 134 1700 SH SHR/OTHR 10 1700 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 15 200 SH SHARED 14 200 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1533 19400 SH SHARED 15 19400 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 2569 32500 SH SHARED 16 32500 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5463 69100 SH SHARED 17 69100 D LA BARGE INC COM 50247010 19 1520 SH SHARED 1520 D LA BARGE INC COM 50247010 69 5400 SH SHARED 17 5400 D LA QUINTA CORP PAIRED CTF 50419U20 940 108200 SH SHARED 106000 2200 D LA QUINTA CORP PAIRED CTF 50419U20 179 20700 SH SHARED 04 20700 D LA QUINTA CORP PAIRED CTF 50419U20 126007 14500300 SH SHARED 11 14500300 D LA QUINTA CORP PAIRED CTF 50419U20 696 80175 SH SHARED 17 80175 D LA Z BOY INC COM 50533610 167 12723 SH SHARED 12723 D LA Z BOY INC COM 50533610 15 1200 SH SHARED 10 1200 D LA Z BOY INC COM 50533610 287 21800 SH SHARED 17 21800 D LABONE INC NEW DBCV 3.500% 6/1 50540LAC 5347 4261000 PRN SHARED 4261000 D LABONE INC NEW DBCV 3.500% 6/1 50540LAC 627 500000 PRN SHARED 02 500000 D LABONE INC NEW COM 50540L10 28391 652682 SH SHARED 652082 600 D LABONE INC NEW COM 50540L10 800 18400 SH SHARED 10 18400 D LABONE INC NEW COM 50540L10 6738 154900 SH SHARED 17 147800 7100 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 1464 2000000 PRN SHARED 2000000 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC 162 222000 PRN SHARED 02 222000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 41847 859116 SH SHARED 831296 27820 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3689 75736 SH SHARED 01 16449 59287 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 636 13058 SH SHR/OTHR 01 13058 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1469 30167 SH SHARED 02 30167 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 365 7500 SH SHARED 04 7500 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1572 32280 SH SHARED 05 32280 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 106 2190 SH SHARED 06 2190 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 7699 158078 SH SHARED 10 40965 117113 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 24 500 SH SHR/OTHR 10 500 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 189 3900 SH SHARED 14 3900 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 142475 2924966 SH SHARED 17 2924966 D LABOR READY INC COM NEW 50540120 1198 46740 SH SHARED 46040 700 D LABOR READY INC COM NEW 50540120 30 1200 SH SHARED 02 1200 D LABOR READY INC COM NEW 50540120 3557 138700 SH SHARED 10 138700 D LABOR READY INC COM NEW 50540120 4137 161300 SH SHARED 17 21700 139600 D LABRANCHE & CO INC COM 50544710 1705 196223 SH SHARED 173323 22900 D LABRANCHE & CO INC COM 50544710 240 27700 SH SHARED 02 27700 D LABRANCHE & CO INC COM 50544710 185 21400 SH SHARED 17 21400 D LACLEDE GROUP INC COM 50559710 107 3300 SH SHARED 3200 100 D LACLEDE GROUP INC COM 50559710 32 1000 SH SHR/OTHR 01 1000 D LACLEDE GROUP INC COM 50559710 81 2500 SH SHARED 10 2500 D LACLEDE GROUP INC COM 50559710 266 8200 SH SHARED 17 6500 1700 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 100 SH SHARED 100 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 1 SH SHARED 02 1 D LADISH INC COM NEW 50575420 82 4708 SH SHARED 4708 D LAFARGE COPPEE S A SPON ADR NEW 50586140 453 20500 SH SHARED 20500 D LAFARGE NORTH AMERICA INC COM 50586210 55723 824191 SH SHARED 824191 D LAFARGE NORTH AMERICA INC COM 50586210 229 3392 SH SHARED 02 3392 D LAFARGE NORTH AMERICA INC COM 50586210 1189 17600 SH SHARED 10 9400 8200 D LAFARGE NORTH AMERICA INC COM 50586210 723 10700 SH SHARED 17 4200 6500 D LAIDLAW INTL INC COM 50730R10 1984 82100 SH SHARED 82100 D LAIDLAW INTL INC COM 50730R10 270 11194 SH SHARED 02 11194 D LAIDLAW INTL INC COM 50730R10 1184 49000 SH SHARED 10 49000 D LAIDLAW INTL INC COM 50730R10 12326 510000 SH SHARED 17 510000 D LAKELAND BANCORP INC COM 51163710 44 2900 SH SHARED 2900 D LAKELAND BANCORP INC COM 51163710 65 4251 SH SHARED 17 4251 D LAKELAND FINL CORP COM 51165610 37 900 SH SHARED 900 D LAKELAND FINL CORP COM 51165610 53 1300 SH SHARED 17 1300 D LAM RESEARCH CORP COM 51280710 14936 490217 SH SHARED 419017 71200 D LAM RESEARCH CORP COM 51280710 2398 78702 SH SHARED 02 78702 D LAM RESEARCH CORP COM 51280710 166 5474 SH SHARED 06 5474 D LAM RESEARCH CORP COM 51280710 8050 264200 SH SHARED 10 155300 108900 D LAM RESEARCH CORP COM 51280710 1319 43300 SH SHARED 14 43300 D LAM RESEARCH CORP COM 51280710 133 4365 SH SHARED 17 4365 D LAMAR ADVERTISING CO CL A 51281510 8906 196400 SH SHARED 192700 3700 D LAMAR ADVERTISING CO CL A 51281510 15 350 SH SHR/OTHR 01 350 D LAMAR ADVERTISING CO CL A 51281510 725 16000 SH SHARED 02 16000 D LAMAR ADVERTISING CO CL A 51281510 1097 24200 SH SHARED 06 24200 D LAMAR ADVERTISING CO CL A 51281510 22 500 SH SHARED 10 500 D LAMAR ADVERTISING CO CL A 51281510 1195 26360 SH SHARED 17 26360 D LANCASTER COLONY CORP COM 51384710 712 16566 SH SHARED 6866 9700 D LANCASTER COLONY CORP COM 51384710 622 14485 SH SHARED 02 14485 D LANCASTER COLONY CORP COM 51384710 868 20200 SH SHARED 17 20200 D LANCE INC COM 51460610 78 4500 SH SHARED 4500 D LANCE INC COM 51460610 1045 59900 SH SHARED 10 59900 D LANCE INC COM 51460610 1335 76500 SH SHARED 17 11600 64900 D LANCER CORP COM 51461410 128 6500 SH SHARED 10 6500 D LANDAUER INC COM 51476K10 78 1600 SH SHARED 1300 300 D LANDAUER INC COM 51476K10 127 2600 SH SHARED 10 2600 D LANDAUER INC COM 51476K10 235 4800 SH SHARED 17 3600 1200 D LANDAMERICA FINL GROUP INC DBCV 3.250% 5/1 514936AD 14961 11500000 PRN SHARED 11500000 D LANDAMERICA FINL GROUP INC DBCV 3.250% 5/1 514936AD 9107 7000000 PRN SHARED 02 7000000 D LANDAMERICA FINL GROUP INC COM 51493610 11037 170730 SH SHARED 167830 2900 D LANDAMERICA FINL GROUP INC COM 51493610 368 5700 SH SHARED 02 5700 D LANDAMERICA FINL GROUP INC COM 51493610 5824 90100 SH SHARED 10 90100 D LANDAMERICA FINL GROUP INC COM 51493610 1015 15700 SH SHARED 17 14900 800 D LANDRYS RESTAURANTS INC COM 51508L10 542 18500 SH SHARED 16500 2000 D LANDRYS RESTAURANTS INC COM 51508L10 140 4784 SH SHARED 02 4784 D LANDRYS RESTAURANTS INC COM 51508L10 11 400 SH SHARED 10 400 D LANDRYS RESTAURANTS INC COM 51508L10 231 7900 SH SHARED 17 7900 D LANDSTAR SYS INC COM 51509810 156 3900 SH SHARED 3900 D LANDSTAR SYS INC COM 51509810 332 8300 SH SHARED 02 8300 D LANDSTAR SYS INC COM 51509810 140 3500 SH SHARED 17 3500 D LAS VEGAS SANDS CORP COM 51783410 4791 145600 SH SHARED 145600 D LAS VEGAS SANDS CORP COM 51783410 3593 109180 SH SHARED 01 59275 49905 D LAS VEGAS SANDS CORP COM 51783410 448 13641 SH SHR/OTHR 01 13641 D LAS VEGAS SANDS CORP COM 51783410 227 6900 SH SHARED 02 6900 D LAS VEGAS SANDS CORP COM 51783410 79 2430 SH SHARED 10 1500 930 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 604 17550 SH SHARED 15650 1900 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 179 5200 SH SHARED 10 5200 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 71397 2072500 SH SHARED 11 2072500 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 747 21700 SH SHARED 17 10800 10900 D LASERCARD CORP COM 51807U10 102 11558 SH SHARED 11558 D LASERSCOPE COM 51808110 118 4200 SH SHARED 3000 1200 D LASERSCOPE COM 51808110 225 8000 SH SHARED 02 8000 D LASERSCOPE COM 51808110 205 7300 SH SHARED 17 7300 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 0 19 SH SHARED 19 D LATIN AMERN DISCOVERY FD INC COM 51828C10 5162 189513 SH SHARED 189513 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 8251 9800000 PRN SHARED 9800000 D LATTICE SEMICONDUCTOR CORP COM 51841510 306 71708 SH SHARED 47808 23900 D LATTICE SEMICONDUCTOR CORP COM 51841510 410 95909 SH SHARED 02 95909 D LATTICE SEMICONDUCTOR CORP COM 51841510 189 44300 SH SHARED 17 44300 D LAUDER ESTEE COS INC CL A 51843910 4882 140189 SH SHARED 138000 2189 D LAUDER ESTEE COS INC CL A 51843910 5060 145284 SH SHARED 01 68829 76455 D LAUDER ESTEE COS INC CL A 51843910 907 26068 SH SHR/OTHR 01 26068 D LAUDER ESTEE COS INC CL A 51843910 703 20200 SH SHARED 02 20200 D LAUDER ESTEE COS INC CL A 51843910 407 11700 SH SHARED 04 11700 D LAUDER ESTEE COS INC CL A 51843910 2716 77994 SH SHARED 06 77994 D LAUDER ESTEE COS INC CL A 51843910 2847 81755 SH SHARED 10 29770 51985 D LAUDER ESTEE COS INC CL A 51843910 66 1900 SH SHR/OTHR 10 1900 D LAUDER ESTEE COS INC CL A 51843910 45 1300 SH SHARED 14 1300 D LAUDER ESTEE COS INC CL A 51843910 1219 35000 SH SHARED 15 35000 D LAUDER ESTEE COS INC CL A 51843910 731 21000 SH SHARED 17 21000 D LAUREATE EDUCATION INC COM 51861310 1811 36991 SH SHARED 9891 27100 D LAUREATE EDUCATION INC COM 51861310 1062 21700 SH SHARED 02 21700 D LAWSON PRODS INC COM 52077610 29 800 SH SHARED 800 D LAWSON PRODS INC COM 52077610 56 1525 SH SHARED 02 1525 D LAWSON PRODS INC COM 52077610 29 800 SH SHARED 10 800 D LAWSON PRODS INC COM 52077610 40 1100 SH SHARED 17 1100 D LAWSON SOFTWARE INC COM 52078010 3837 552882 SH SHARED 552882 D LAWSON SOFTWARE INC COM 52078010 154 22200 SH SHARED 17 22200 D LAYNE CHRISTENSEN CO COM 52105010 32 1400 SH SHARED 1400 D LAYNE CHRISTENSEN CO COM 52105010 63 2700 SH SHARED 17 2700 D LEADIS TECHNOLOGY INC COM 52171N10 19 2836 SH SHARED 2836 D LEADIS TECHNOLOGY INC COM 52171N10 67 9900 SH SHARED 17 9900 D LEAPFROG ENTERPRISES INC CL A 52186N10 276 18749 SH SHARED 18749 D LEAPFROG ENTERPRISES INC CL A 52186N10 193 13100 SH SHARED 17 13100 D LEAP WIRELESS INTL INC COM NEW 52186330 2588 73538 SH SHARED 17 73538 D LEAR CORP NOTE 2/2 521865AG 2123 4740000 PRN SHARED 02 4740000 D LEAR CORP COM 52186510 3873 114041 SH SHARED 84664 29377 D LEAR CORP COM 52186510 1059 31200 SH SHARED 02 31200 D LEAR CORP COM 52186510 25 758 SH SHARED 06 758 D LEAR CORP COM 52186510 95 2800 SH SHARED 10 2800 D LEAR CORP COM 52186510 863 25430 SH SHARED 17 24130 1300 D LEARNING TREE INTL INC COM 52201510 40 3075 SH SHARED 3075 D LEARNING TREE INTL INC COM 52201510 47 3583 SH SHARED 17 3583 D LECG CORP COM 52323410 66 2900 SH SHARED 2900 D LECG CORP COM 52323410 6 300 SH SHARED 02 300 D LECG CORP COM 52323410 5087 221200 SH SHARED 10 221200 D LECG CORP COM 52323410 204 8900 SH SHARED 17 8900 D LECROY CORP COM 52324W10 2447 164815 SH SHR/OTHR 164815 D LECROY CORP COM 52324W10 804 54200 SH SHARED 54200 D LECROY CORP COM 52324W10 89 6000 SH SHARED 02 6000 D LECROY CORP COM 52324W10 1621 109200 SH SHARED 10 109200 D LECROY CORP COM 52324W10 95 6400 SH SHARED 17 6400 D LEE ENTERPRISES INC COM 52376810 1025 24139 SH SHARED 5639 18500 D LEE ENTERPRISES INC COM 52376810 845 19900 SH SHARED 02 19900 D LEGGETT & PLATT INC COM 52466010 10175 503734 SH SHARED 468821 34913 D LEGGETT & PLATT INC COM 52466010 145 7200 SH SHARED 01 7200 D LEGGETT & PLATT INC COM 52466010 1109 54929 SH SHARED 02 54929 D LEGGETT & PLATT INC COM 52466010 4 200 SH SHARED 05 200 D LEGGETT & PLATT INC COM 52466010 63 3150 SH SHARED 06 3150 D LEGGETT & PLATT INC COM 52466010 210 10400 SH SHARED 10 9000 1400 D LEGGETT & PLATT INC COM 52466010 472 23400 SH SHARED 14 23400 D LEGGETT & PLATT INC COM 52466010 2636 130495 SH SHARED 17 130495 D LEGG MASON INC COM 52490110 8477 77285 SH SHARED 33399 43886 D LEGG MASON INC COM 52490110 5910 53882 SH SHARED 02 53882 D LEGG MASON INC COM 52490110 10 100 SH SHARED 05 100 D LEGG MASON INC COM 52490110 207 1894 SH SHARED 06 1894 D LEGG MASON INC COM 52490110 25504 232515 SH SHARED 10 230565 1950 D LEGG MASON INC COM 52490110 57 520 SH SHARED 14 520 D LEGG MASON INC COM 52490110 30205 275375 SH SHARED 17 274875 500 D LEHMAN BROS HLDGS INC COM 52490810 56000 480776 SH SHARED 393739 87037 D LEHMAN BROS HLDGS INC COM 52490810 9564 82116 SH SHARED 01 75714 6402 D LEHMAN BROS HLDGS INC COM 52490810 1018 8745 SH SHR/OTHR 01 8745 D LEHMAN BROS HLDGS INC COM 52490810 7575 65035 SH SHARED 02 65035 D LEHMAN BROS HLDGS INC COM 52490810 12689 108939 SH SHARED 04 108670 269 D LEHMAN BROS HLDGS INC COM 52490810 26205 224978 SH SHARED 05 163258 61720 D LEHMAN BROS HLDGS INC COM 52490810 4249 36480 SH SHARED 06 36480 D LEHMAN BROS HLDGS INC COM 52490810 292539 2511496 SH SHARED 10 351856 1833650 325990 D LEHMAN BROS HLDGS INC COM 52490810 69 600 SH SHR/OTHR 10 600 D LEHMAN BROS HLDGS INC COM 52490810 378 3252 SH SHARED 14 3252 D LEHMAN BROS HLDGS INC COM 52490810 22609 194108 SH SHARED 17 168108 26000 D LEHMAN BROS HLDGS INC COM 52490810 10358 88930 SH SHARED 19 88930 D LENNAR CORP CL A 52605710 21123 353465 SH SHARED 301329 52136 D LENNAR CORP CL A 52605710 41 700 SH SHR/OTHR 01 700 D LENNAR CORP CL A 52605710 17249 288639 SH SHARED 02 288639 D LENNAR CORP CL A 52605710 181 3043 SH SHARED 06 3043 D LENNAR CORP CL A 52605710 3035 50800 SH SHARED 10 50800 D LENNAR CORP CL A 52605710 220 3689 SH SHARED 14 3689 D LENNAR CORP CL A 52605710 532 8917 SH SHARED 17 8917 D LENNAR CORP CL B 52605730 5034 90860 SH SHARED 90740 120 D LENNOX INTL INC COM 52610710 910 33200 SH SHARED 33200 D LENNOX INTL INC COM 52610710 164 5987 SH SHARED 02 5987 D LENNOX INTL INC COM 52610710 1003 36600 SH SHARED 10 36600 D LENNOX INTL INC COM 52610710 633 23118 SH SHARED 17 20518 2600 D LESCO INC OHIO COM 52687210 6 400 SH SHARED 02 400 D LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX 16290 15000000 PRN SHARED 15000000 D LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX 1194 1100000 PRN SHARED 02 1100000 D LEUCADIA NATL CORP COM 52728810 6534 151611 SH SHARED 114811 36800 D LEUCADIA NATL CORP COM 52728810 775 18000 SH SHARED 01 18000 D LEUCADIA NATL CORP COM 52728810 2033 47178 SH SHARED 02 47178 D LEUCADIA NATL CORP COM 52728810 349 8100 SH SHARED 10 8100 D LEUCADIA NATL CORP COM 52728810 6730 156150 SH SHARED 17 156150 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG 2092 4000000 PRN SHARED 4000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 513 1000000 PRN SHARED 1000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 46 90000 PRN SHARED 02 90000 D LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 52729NBF 4849 6820000 PRN SHARED 02 6820000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 6451 2780827 SH SHARED 2780827 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1 470 SH SHARED 01 470 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 369 159288 SH SHARED 02 159288 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 18 7870 SH SHARED 10 470 7400 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 619 267200 SH SHARED 17 267200 D LEVITT CORP CL A 52742P10 275 11990 SH SHARED 11990 D LEVITT CORP CL A 52742P10 39 1700 SH SHARED 02 1700 D LEVITT CORP CL A 52742P10 8128 354325 SH SHARED 17 354325 D LEXAR MEDIA INC COM 52886P10 1600 250900 SH SHARED 246200 4700 D LEXAR MEDIA INC COM 52886P10 206 32300 SH SHARED 17 32300 D LEXICON GENETICS INC COM 52887210 37 9500 SH SHARED 9500 D LEXICON GENETICS INC COM 52887210 93 23622 SH SHARED 17 23622 D LEXINGTON CORP PPTYS TR COM 52904310 176 7500 SH SHARED 7500 D LEXINGTON CORP PPTYS TR COM 52904310 30 1300 SH SHARED 02 1300 D LEXINGTON CORP PPTYS TR COM 52904310 2199 93400 SH SHARED 10 800 92600 D LEXINGTON CORP PPTYS TR COM 52904310 87104 3698700 SH SHARED 11 3698700 D LEXINGTON CORP PPTYS TR COM 52904310 906 38500 SH SHARED 17 21000 17500 D LEXINGTON CORP PPTYS TR PFD CONV SER C 52904330 8850 177000 SH SHARED 177000 D LEXMARK INTL NEW CL A 52977110 11528 188832 SH SHARED 157937 30895 D LEXMARK INTL NEW CL A 52977110 122 2000 SH SHARED 01 2000 D LEXMARK INTL NEW CL A 52977110 2624 42988 SH SHARED 02 42988 D LEXMARK INTL NEW CL A 52977110 854 14000 SH SHARED 04 14000 D LEXMARK INTL NEW CL A 52977110 6 100 SH SHARED 05 100 D LEXMARK INTL NEW CL A 52977110 5049 82712 SH SHARED 06 82712 D LEXMARK INTL NEW CL A 52977110 2352 38530 SH SHARED 10 36400 2130 D LEXMARK INTL NEW CL A 52977110 7991 130895 SH SHARED 17 129895 1000 D LIBBEY INC COM 52989810 31 2100 SH SHARED 2100 D LIBBEY INC COM 52989810 82 5400 SH SHARED 17 5400 D LIBERTY ALL STAR EQUITY FD SH BEN INT 53015810 0 7 SH SHARED 02 7 D LIBERTY CORP S C COM 53037010 286 6100 SH SHARED 6000 100 D LIBERTY CORP S C COM 53037010 84 1800 SH SHARED 02 1800 D LIBERTY CORP S C COM 53037010 98 2100 SH SHARED 10 2100 D LIBERTY CORP S C COM 53037010 406 8675 SH SHARED 17 7075 1600 D LIBERTY GLOBAL INC COM SER A 53055510 16593 612535 SH SHARED 605117 7418 D LIBERTY GLOBAL INC COM SER A 53055510 131 4838 SH SHARED 01 4838 D LIBERTY GLOBAL INC COM SER A 53055510 71 2625 SH SHR/OTHR 01 2625 D LIBERTY GLOBAL INC COM SER A 53055510 1304 48155 SH SHARED 02 48155 D LIBERTY GLOBAL INC COM SER A 53055510 1354 50000 SH SHARED 04 50000 D LIBERTY GLOBAL INC COM SER A 53055510 3 118 SH SHARED 05 118 D LIBERTY GLOBAL INC COM SER A 53055510 176 6509 SH SHARED 06 6509 D LIBERTY GLOBAL INC COM SER A 53055510 1605 59275 SH SHARED 10 30 59245 D LIBERTY GLOBAL INC COM SER A 53055510 1313 48484 SH SHARED 17 46784 1700 D LIBERTY GLOBAL INC COM SER A 53055510 2 94 SH SHARED 18 94 D LIBERTY GLOBAL INC COM SER B 53055520 33 1153 SH SHARED 1153 D LIBERTY GLOBAL INC COM SER C 53055530 1749 67947 SH SHARED 61929 6018 D LIBERTY GLOBAL INC COM SER C 53055530 124 4838 SH SHARED 01 4838 D LIBERTY GLOBAL INC COM SER C 53055530 67 2625 SH SHR/OTHR 01 2625 D LIBERTY GLOBAL INC COM SER C 53055530 43 1700 SH SHARED 02 1700 D LIBERTY GLOBAL INC COM SER C 53055530 3 118 SH SHARED 05 118 D LIBERTY GLOBAL INC COM SER C 53055530 116 4509 SH SHARED 06 4509 D LIBERTY GLOBAL INC COM SER C 53055530 201 7817 SH SHARED 10 30 7787 D LIBERTY GLOBAL INC COM SER C 53055530 1137 44184 SH SHARED 17 42484 1700 D LIBERTY GLOBAL INC COM SER C 53055530 2 94 SH SHARED 18 94 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 1934 3135000 PRN SHARED 3135000 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 2121 3439000 PRN SHARED 02 3439000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 1390 2500000 PRN SHARED 2500000 D LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN 42 43000 PRN SHARED 02 43000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 1665 1500000 PRN SHARED 1500000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 2327 2097000 PRN SHARED 01 757000 1340000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 1265 1140000 PRN SHR/OTHR 01 1140000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 7765 6996000 PRN SHARED 02 6996000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 58 53000 PRN SHARED 10 53000 D LIBERTY MEDIA CORP NEW COM SER A 53071810 27817 3455601 SH SHARED 3325604 129997 D LIBERTY MEDIA CORP NEW COM SER A 53071810 57 7200 SH SHARED 01 7200 D LIBERTY MEDIA CORP NEW COM SER A 53071810 998 123992 SH SHR/OTHR 01 123992 D LIBERTY MEDIA CORP NEW COM SER A 53071810 6475 804400 SH SHARED 02 804400 D LIBERTY MEDIA CORP NEW COM SER A 53071810 12 1586 SH SHARED 05 1586 D LIBERTY MEDIA CORP NEW COM SER A 53071810 419 52090 SH SHARED 06 52090 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1407 174868 SH SHARED 10 7200 167668 D LIBERTY MEDIA CORP NEW COM SER A 53071810 1029 127940 SH SHR/OTHR 10 127940 D LIBERTY MEDIA CORP NEW COM SER A 53071810 36 4489 SH SHARED 14 4489 D LIBERTY MEDIA CORP NEW COM SER A 53071810 5940 737956 SH SHARED 17 737956 D LIBERTY MEDIA CORP NEW COM SER B 53071820 163 19800 SH SHARED 19800 D LIBERTY PPTY TR SH BEN INT 53117210 3689 86724 SH SHARED 53024 33700 D LIBERTY PPTY TR SH BEN INT 53117210 1790 42100 SH SHARED 02 42100 D LIBERTY PPTY TR SH BEN INT 53117210 1093 25700 SH SHARED 10 25700 D LIBERTY PPTY TR SH BEN INT 53117210 143330 3369307 SH SHARED 11 3369307 D LIBERTY PPTY TR SH BEN INT 53117210 1850 43500 SH SHARED 17 43500 D LIEBERT CORP SDCV 8.000%11/1 531735AA 956 180000 PRN SHARED 01 180000 D LIFECELL CORP COM 53192710 129 6000 SH SHARED 4900 1100 D LIFECELL CORP COM 53192710 9192 424987 SH SHARED 17 424987 D LIFE TIME FITNESS INC COM 53217R20 115 3500 SH SHARED 3500 D LIFE TIME FITNESS INC COM 53217R20 13 400 SH SHARED 02 400 D LIFE TIME FITNESS INC COM 53217R20 162 4900 SH SHARED 10 4900 D LIFE TIME FITNESS INC COM 53217R20 304 9200 SH SHARED 17 9200 D LIFEPOINT HOSPITALS INC COM 53219L10 23352 534016 SH SHARED 511977 22039 D LIFEPOINT HOSPITALS INC COM 53219L10 1497 34243 SH SHARED 02 34243 D LIFEPOINT HOSPITALS INC COM 53219L10 8033 183700 SH SHARED 10 183700 D LIFEPOINT HOSPITALS INC COM 53219L10 6595 150813 SH SHARED 17 150813 D LIFELINE SYS INC COM 53219210 56 1700 SH SHARED 1700 D LIFELINE SYS INC COM 53219210 15 450 SH SHARED 01 450 D LIFELINE SYS INC COM 53219210 518 15500 SH SHARED 10 15500 D LIFELINE SYS INC COM 53219210 595 17800 SH SHARED 17 3900 13900 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 4651 3271000 PRN SHARED 3271000 D LIGAND PHARMACEUTICALS INC NOTE 6.000%11/1 53220KAB 853 600000 PRN SHARED 02 600000 D LIFETIME BRANDS INC COM 53222Q10 32 1200 SH SHARED 1200 D LIFETIME BRANDS INC COM 53222Q10 53 2000 SH SHARED 17 2000 D LILLY ELI & CO COM 53245710 254977 4764152 SH SHARED 4432598 331554 D LILLY ELI & CO COM 53245710 7006 130910 SH SHARED 01 76159 54751 D LILLY ELI & CO COM 53245710 3984 74440 SH SHR/OTHR 01 74440 D LILLY ELI & CO COM 53245710 12872 240514 SH SHARED 02 240514 D LILLY ELI & CO COM 53245710 22232 415400 SH SHARED 04 415400 D LILLY ELI & CO COM 53245710 144 2700 SH SHARED 05 2700 D LILLY ELI & CO COM 53245710 2486 46466 SH SHARED 06 46466 D LILLY ELI & CO COM 53245710 43006 803560 SH SHARED 10 230860 414700 158000 D LILLY ELI & CO COM 53245710 662 12382 SH SHR/OTHR 10 12382 D LILLY ELI & CO COM 53245710 6484 121152 SH SHARED 14 121152 D LILLY ELI & CO COM 53245710 1739 32500 SH SHARED 16 32500 D LILLY ELI & CO COM 53245710 32035 598568 SH SHARED 17 595268 3300 D LILLY ELI & CO COM 53245710 5352 100000 SH SHARED 18 100000 D LIMITED BRANDS INC COM 53271610 43682 2138130 SH SHARED 2060172 77958 D LIMITED BRANDS INC COM 53271610 557 27297 SH SHARED 01 1375 25922 D LIMITED BRANDS INC COM 53271610 164 8038 SH SHR/OTHR 01 8038 D LIMITED BRANDS INC COM 53271610 1840 90098 SH SHARED 02 90098 D LIMITED BRANDS INC COM 53271610 8 400 SH SHARED 05 400 D LIMITED BRANDS INC COM 53271610 174 8539 SH SHARED 06 8539 D LIMITED BRANDS INC COM 53271610 1008 49374 SH SHARED 10 17210 32164 D LIMITED BRANDS INC COM 53271610 10 500 SH SHR/OTHR 10 500 D LIMITED BRANDS INC COM 53271610 73 3600 SH SHARED 14 3600 D LIMITED BRANDS INC COM 53271610 2994 146581 SH SHARED 17 146581 D LIN TV CORP CL A 53277410 1301 93300 SH SHARED 93300 D LIN TV CORP CL A 53277410 78 5600 SH SHARED 10 5600 D LIN TV CORP CL A 53277410 184 13200 SH SHARED 17 13200 D LIN TELEVISION CORP SDEB 2.500% 5/1 532776AL 979 1105000 PRN SHARED 02 1105000 D LINCARE HLDGS INC DBCV 3.000% 6/1 532791AB 275 276000 PRN SHARED 02 276000 D LINCARE HLDGS INC COM 53279110 10661 259720 SH SHARED 222554 37166 D LINCARE HLDGS INC COM 53279110 90 2200 SH SHARED 01 2200 D LINCARE HLDGS INC COM 53279110 2947 71800 SH SHARED 02 71800 D LINCARE HLDGS INC COM 53279110 171 4170 SH SHARED 06 4170 D LINCARE HLDGS INC COM 53279110 28 700 SH SHARED 10 700 D LINCARE HLDGS INC COM 53279110 57 1395 SH SHARED 14 1395 D LINCARE HLDGS INC COM 53279110 467 11400 SH SHARED 17 11400 D LINCOLN EDL SVCS CORP COM 53353510 288 24441 SH SHARED 02 24441 D LINCOLN ELEC HLDGS INC COM 53390010 484 12300 SH SHARED 12300 D LINCOLN ELEC HLDGS INC COM 53390010 102 2600 SH SHARED 10 2600 D LINCOLN ELEC HLDGS INC COM 53390010 885 22474 SH SHARED 17 20974 1500 D LINCOLN NATL CORP IND COM 53418710 49588 953261 SH SHARED 901438 51823 D LINCOLN NATL CORP IND COM 53418710 9132 175561 SH SHARED 01 155264 20297 D LINCOLN NATL CORP IND COM 53418710 700 13473 SH SHR/OTHR 01 13473 D LINCOLN NATL CORP IND COM 53418710 2006 38562 SH SHARED 02 38562 D LINCOLN NATL CORP IND COM 53418710 7 140 SH SHARED 05 140 D LINCOLN NATL CORP IND COM 53418710 418 8052 SH SHARED 06 8052 D LINCOLN NATL CORP IND COM 53418710 103266 1985130 SH SHARED 10 1644490 340640 D LINCOLN NATL CORP IND COM 53418710 448 8616 SH SHR/OTHR 10 8616 D LINCOLN NATL CORP IND COM 53418710 208 4000 SH SHARED 14 4000 D LINCOLN NATL CORP IND COM 53418710 2507 48200 SH SHARED 15 48200 D LINCOLN NATL CORP IND COM 53418710 7163 137716 SH SHARED 17 91016 46700 D LINDSAY MFG CO COM 53555510 35 1600 SH SHARED 1600 D LINDSAY MFG CO COM 53555510 137 6250 SH SHARED 17 6250 D LINEAR TECHNOLOGY CORP COM 53567810 50664 1347810 SH SHARED 1277785 70025 D LINEAR TECHNOLOGY CORP COM 53567810 18682 497020 SH SHARED 01 188180 308840 D LINEAR TECHNOLOGY CORP COM 53567810 4815 128099 SH SHR/OTHR 01 128099 D LINEAR TECHNOLOGY CORP COM 53567810 2977 79219 SH SHARED 02 79219 D LINEAR TECHNOLOGY CORP COM 53567810 578 15400 SH SHARED 04 13700 1700 D LINEAR TECHNOLOGY CORP COM 53567810 11 300 SH SHARED 05 300 D LINEAR TECHNOLOGY CORP COM 53567810 2223 59150 SH SHARED 06 59150 D LINEAR TECHNOLOGY CORP COM 53567810 65396 1739743 SH SHARED 10 429946 982870 326927 D LINEAR TECHNOLOGY CORP COM 53567810 238 6350 SH SHR/OTHR 10 6350 D LINEAR TECHNOLOGY CORP COM 53567810 37212 989960 SH SHARED 17 989960 D LINENS N THINGS INC COM 53567910 10973 411000 SH SHARED 411000 D LINENS N THINGS INC COM 53567910 82 3100 SH SHARED 10 3100 D LINENS N THINGS INC COM 53567910 544 20400 SH SHARED 17 18300 2100 D LIONS GATE ENTMNT CORP COM NEW 53591920 49 5200 SH SHARED 5200 D LIONS GATE ENTMNT CORP COM NEW 53591920 1682 176400 SH SHARED 01 175150 1250 D LIONS GATE ENTMNT CORP COM NEW 53591920 28 2950 SH SHR/OTHR 01 2950 D LIONS GATE ENTMNT CORP COM NEW 53591920 296 31042 SH SHARED 02 31042 D LIONS GATE ENTMNT CORP COM NEW 53591920 7660 803000 SH SHARED 10 803000 D LIONS GATE ENTMNT CORP COM NEW 53591920 9647 1011300 SH SHARED 17 1011300 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 43 6500 SH SHARED 6500 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 0 100 SH SHARED 02 100 D LIONBRIDGE TECHNOLOGIES INC COM 53625210 147 21800 SH SHARED 17 21800 D LITHIA MTRS INC NOTE 2.875% 5/0 536797AB 4606 4900000 PRN SHARED 4900000 D LITHIA MTRS INC CL A 53679710 63 2200 SH SHARED 2200 D LITHIA MTRS INC CL A 53679710 86 3000 SH SHARED 02 3000 D LITHIA MTRS INC CL A 53679710 188 6500 SH SHARED 17 6500 D LITTELFUSE INC COM 53700810 92 3300 SH SHARED 3300 D LITTELFUSE INC COM 53700810 87 3100 SH SHARED 10 3100 D LITTELFUSE INC COM 53700810 1363 48486 SH SHARED 17 10186 38300 D LIVEPERSON INC COM 53814610 365 96747 SH SHARED 01 96747 D LIZ CLAIBORNE INC COM 53932010 11264 286473 SH SHARED 260737 25736 D LIZ CLAIBORNE INC COM 53932010 948 24114 SH SHARED 02 24114 D LIZ CLAIBORNE INC COM 53932010 79 2032 SH SHARED 06 2032 D LIZ CLAIBORNE INC COM 53932010 1871 47600 SH SHARED 10 47400 200 D LIZ CLAIBORNE INC COM 53932010 141 3600 SH SHARED 14 3600 D LIZ CLAIBORNE INC COM 53932010 2509 63830 SH SHARED 17 63830 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 8649 260300 SH SHARED 260300 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 19 596 SH SHARED 10 596 D LLOYDS TSB GROUP PLC SPONSORED ADR 53943910 2585 77800 SH SHARED 17 77800 D LO-JACK CORP COM 53945110 54 2600 SH SHARED 2600 D LO-JACK CORP COM 53945110 175 8300 SH SHARED 17 8300 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP 11994 11500000 PRN SHARED 11500000 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP 1224 1174000 PRN SHARED 02 1174000 D LOCKHEED MARTIN CORP DBCV 8/1 539830AP 521 500000 PRN SHARED 06 500000 D LOCKHEED MARTIN CORP COM 53983010 124121 2033444 SH SHARED 1939307 94137 D LOCKHEED MARTIN CORP COM 53983010 418 6848 SH SHARED 01 1500 5348 D LOCKHEED MARTIN CORP COM 53983010 627 10278 SH SHR/OTHR 01 10278 D LOCKHEED MARTIN CORP COM 53983010 6630 108631 SH SHARED 02 108631 D LOCKHEED MARTIN CORP COM 53983010 4883 80000 SH SHARED 04 80000 D LOCKHEED MARTIN CORP COM 53983010 3940 64550 SH SHARED 05 57710 6840 D LOCKHEED MARTIN CORP COM 53983010 1338 21924 SH SHARED 06 21924 D LOCKHEED MARTIN CORP COM 53983010 78708 1289460 SH SHARED 10 19560 919500 350400 D LOCKHEED MARTIN CORP COM 53983010 840 13771 SH SHARED 14 13771 D LOCKHEED MARTIN CORP COM 53983010 1220 20000 SH SHARED 15 20000 D LOCKHEED MARTIN CORP COM 53983010 9987 163619 SH SHARED 17 163619 D LODGIAN INC COM PAR $.01 54021P40 40 3923 SH SHARED 3923 D LODGIAN INC COM PAR $.01 54021P40 78 7640 SH SHARED 17 7640 D LODGENET ENTMT CORP COM 54021110 36 2500 SH SHARED 2500 D LODGENET ENTMT CORP COM 54021110 81 5554 SH SHARED 17 5554 D LOEWS CORP COM 54042410 45696 494496 SH SHARED 464096 30400 D LOEWS CORP COM 54042410 92 1000 SH SHARED 01 1000 D LOEWS CORP COM 54042410 4724 51127 SH SHARED 02 51127 D LOEWS CORP COM 54042410 38 418 SH SHARED 06 418 D LOEWS CORP COM 54042410 4695 50810 SH SHARED 10 31310 19500 D LOEWS CORP COM 54042410 15215 164652 SH SHARED 17 151452 13200 D LOEWS CORP CAROLNA GP STK 54042420 586 14800 SH SHARED 14800 D LOEWS CORP CAROLNA GP STK 54042420 46 1180 SH SHARED 01 1180 D LOEWS CORP CAROLNA GP STK 54042420 265 6700 SH SHARED 02 6700 D LOEWS CORP CAROLNA GP STK 54042420 18692 471668 SH SHARED 04 471668 D LOEWS CORP CAROLNA GP STK 54042420 3963 100000 SH SHARED 06 100000 D LOEWS CORP CAROLNA GP STK 54042420 10434 263300 SH SHARED 10 263300 D LOEWS CORP CAROLNA GP STK 54042420 3091 78000 SH SHARED 16 78000 D LOEWS CORP CAROLNA GP STK 54042420 2326 58700 SH SHARED 17 10200 48500 D LOGITECH INTERNATIONAL S A SPONSORED ADR 54141910 16075 394500 SH SHARED 394500 D LONE STAR STEAKHOUSE SALOON COM 54230710 145 5600 SH SHARED 2800 2800 D LONE STAR STEAKHOUSE SALOON COM 54230710 25 980 SH SHARED 02 980 D LONE STAR STEAKHOUSE SALOON COM 54230710 182 7000 SH SHARED 17 7000 D LONE STAR TECHNOLOGIES INC COM 54231210 1573 28300 SH SHARED 28300 D LONE STAR TECHNOLOGIES INC COM 54231210 122 2200 SH SHARED 10 2200 D LONE STAR TECHNOLOGIES INC COM 54231210 8662 155836 SH SHARED 17 154436 1400 D LONGS DRUG STORES CORP COM 54316210 235 5500 SH SHARED 4700 800 D LONGS DRUG STORES CORP COM 54316210 339 7914 SH SHARED 02 7914 D LONGS DRUG STORES CORP COM 54316210 3486 81300 SH SHARED 10 81300 D LONGS DRUG STORES CORP COM 54316210 3507 81783 SH SHARED 17 11483 70300 D LONGVIEW FIBRE CO COM 54321310 591 30331 SH SHARED 13431 16900 D LONGVIEW FIBRE CO COM 54321310 343 17600 SH SHARED 02 17600 D LONGVIEW FIBRE CO COM 54321310 2603 133600 SH SHARED 10 133600 D LONGVIEW FIBRE CO COM 54321310 485 24900 SH SHARED 17 22600 2300 D LOUISIANA PAC CORP COM 54634710 94891 3426922 SH SHARED 3410921 16001 D LOUISIANA PAC CORP COM 54634710 36 1300 SH SHR/OTHR 01 1300 D LOUISIANA PAC CORP COM 54634710 715 25833 SH SHARED 02 25833 D LOUISIANA PAC CORP COM 54634710 8426 304300 SH SHARED 04 304300 D LOUISIANA PAC CORP COM 54634710 41 1490 SH SHARED 05 1490 D LOUISIANA PAC CORP COM 54634710 153 5531 SH SHARED 06 5531 D LOUISIANA PAC CORP COM 54634710 29 1070 SH SHARED 10 1070 D LOUISIANA PAC CORP COM 54634710 229 8292 SH SHARED 14 8292 D LOUISIANA PAC CORP COM 54634710 1748 63136 SH SHARED 17 63136 D LOWES COS INC NOTE 2/1 548661CF 1154 1088000 PRN SHARED 02 1088000 D LOWES COS INC NOTE 0.861%10/1 548661CG 42590 37657000 PRN SHARED 37657000 D LOWES COS INC NOTE 0.861%10/1 548661CG 5498 4862000 PRN SHARED 02 4862000 D LOWES COS INC COM 54866110 45 700 SH SHARED 700 D LOWES COS INC COM 54866110 86935 1349928 SH SHARED 1132316 217612 D LOWES COS INC COM 54866110 10347 160676 SH SHARED 01 127497 33179 D LOWES COS INC COM 54866110 1375 21352 SH SHR/OTHR 01 21352 D LOWES COS INC COM 54866110 28093 436237 SH SHARED 02 436237 D LOWES COS INC COM 54866110 25 400 SH SHARED 05 400 D LOWES COS INC COM 54866110 4221 65554 SH SHARED 06 65554 D LOWES COS INC COM 54866110 207888 3228088 SH SHARED 10 2211043 338500 678545 D LOWES COS INC COM 54866110 270 4200 SH SHR/OTHR 10 4200 D LOWES COS INC COM 54866110 1853 28786 SH SHARED 14 28786 D LOWES COS INC COM 54866110 3735 58000 SH SHARED 15 58000 D LOWES COS INC COM 54866110 21602 335437 SH SHARED 17 332737 2700 D LOWRANCE ELECTRS INC COM 54890010 369 14594 SH SHARED 02 14594 D LUBRIZOL CORP COM 54927110 5760 132938 SH SHARED 107938 25000 D LUBRIZOL CORP COM 54927110 1520 35100 SH SHARED 02 35100 D LUBRIZOL CORP COM 54927110 39 900 SH SHARED 10 900 D LUBRIZOL CORP COM 54927110 368 8500 SH SHARED 17 8500 D LUBYS INC COM 54928210 43 3300 SH SHARED 3300 D LUBYS INC COM 54928210 150 11500 SH SHARED 17 11500 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG 1872 1640000 PRN SHARED 1640000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG 1734 1519000 PRN SHARED 02 1519000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 300656250965000 PRN SHARED 250965000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 5105 4262000 PRN SHARED 02 4262000 D LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH 11 10000 PRN SHARED 17 10000 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK 4076 3950000 PRN SHARED 3950000 D LUCENT TECHNOLOGIES INC SDCV 8.000% 8/0 549463AK 21697 21025000 PRN SHARED 02 21025000 D LUCENT TECHNOLOGIES INC COM 54946310 65 20000 SH SHARED 20000 D LUCENT TECHNOLOGIES INC COM 54946310 73219 22529228 SH SHARED 21484686 1044542 D LUCENT TECHNOLOGIES INC COM 54946310 0 272 SH SHARED 01 272 D LUCENT TECHNOLOGIES INC COM 54946310 68 21170 SH SHR/OTHR 01 21170 D LUCENT TECHNOLOGIES INC COM 54946310 11398 3507178 SH SHARED 02 3507178 D LUCENT TECHNOLOGIES INC COM 54946310 1592 490000 SH SHARED 04 490000 D LUCENT TECHNOLOGIES INC COM 54946310 8 2530 SH SHARED 05 2530 D LUCENT TECHNOLOGIES INC COM 54946310 3728 1147131 SH SHARED 06 1147131 D LUCENT TECHNOLOGIES INC COM 54946310 702 216100 SH SHARED 10 206200 9900 D LUCENT TECHNOLOGIES INC COM 54946310 92 28600 SH SHARED 14 28600 D LUCENT TECHNOLOGIES INC COM 54946310 1787 550000 SH SHARED 16 550000 D LUCENT TECHNOLOGIES INC COM 54946310 6069 1867680 SH SHARED 17 1867680 D LUFKIN INDS INC COM 54976410 91 2100 SH SHARED 2100 D LUFKIN INDS INC COM 54976410 66 1520 SH SHARED 10 1520 D LUFKIN INDS INC COM 54976410 278 6400 SH SHARED 17 6400 D LUMINEX CORP DEL COM 55027E10 38 3862 SH SHARED 3862 D LUMINEX CORP DEL COM 55027E10 89 8900 SH SHARED 17 8900 D LUMINENT MTG CAP INC COM 55027830 44 5900 SH SHARED 5900 D LUMINENT MTG CAP INC COM 55027830 118 15714 SH SHARED 17 15714 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 323 13000 SH SHARED 01 13000 D LYON WILLIAM HOMES COM 55207410 77 500 SH SHARED 500 D LYON WILLIAM HOMES COM 55207410 93 600 SH SHARED 02 600 D LYON WILLIAM HOMES COM 55207410 419 2700 SH SHARED 17 2700 D LYONDELL CHEMICAL CO COM 55207810 5541 193609 SH SHARED 114209 79400 D LYONDELL CHEMICAL CO COM 55207810 4295 150095 SH SHARED 01 150000 95 D LYONDELL CHEMICAL CO COM 55207810 3106 108528 SH SHARED 02 108528 D LYONDELL CHEMICAL CO COM 55207810 1359 47500 SH SHARED 04 47500 D LYONDELL CHEMICAL CO COM 55207810 117 4100 SH SHARED 06 4100 D LYONDELL CHEMICAL CO COM 55207810 921 32200 SH SHARED 10 28900 3300 D LYONDELL CHEMICAL CO COM 55207810 724 25300 SH SHARED 14 25300 D LYONDELL CHEMICAL CO COM 55207810 583 20400 SH SHARED 17 20400 D M & F WORLDWIDE CORP COM 55254110 24 1600 SH SHARED 1600 D M & F WORLDWIDE CORP COM 55254110 80 5200 SH SHARED 17 5200 D M & T BK CORP COM 55261F10 17260 163278 SH SHARED 139578 23700 D M & T BK CORP COM 55261F10 26 250 SH SHR/OTHR 01 250 D M & T BK CORP COM 55261F10 3135 29661 SH SHARED 02 29661 D M & T BK CORP COM 55261F10 137 1300 SH SHARED 06 1300 D M & T BK CORP COM 55261F10 10 100 SH SHARED 10 100 D M & T BK CORP COM 55261F10 3683 34850 SH SHARED 17 34850 D MAF BANCORP INC COM 55261R10 204 5000 SH SHARED 4900 100 D MAF BANCORP INC COM 55261R10 122 2988 SH SHARED 02 2988 D MAF BANCORP INC COM 55261R10 3174 77460 SH SHARED 10 1360 76100 D MAF BANCORP INC COM 55261R10 531 12960 SH SHARED 17 12960 D MBIA INC COM 55262C10 16850 277969 SH SHARED 250806 27163 D MBIA INC COM 55262C10 2254 37197 SH SHARED 01 7002 30195 D MBIA INC COM 55262C10 1856 30620 SH SHR/OTHR 01 30620 D MBIA INC COM 55262C10 22683 374196 SH SHARED 02 374196 D MBIA INC COM 55262C10 9 150 SH SHARED 05 150 D MBIA INC COM 55262C10 187 3100 SH SHARED 06 3100 D MBIA INC COM 55262C10 10779 177824 SH SHARED 10 43764 134060 D MBIA INC COM 55262C10 1918 31652 SH SHR/OTHR 10 31652 D MBIA INC COM 55262C10 6293 103820 SH SHARED 17 103820 D MBNA CORP COM 55262L10 1253002 50852367 SH SHARED 50566218 286149 D MBNA CORP COM 55262L10 848 34422 SH SHARED 01 500 33922 D MBNA CORP COM 55262L10 17148 695979 SH SHARED 02 695979 D MBNA CORP COM 55262L10 17 700 SH SHARED 05 700 D MBNA CORP COM 55262L10 829 33665 SH SHARED 06 33665 D MBNA CORP COM 55262L10 9282 376722 SH SHARED 10 332122 44600 D MBNA CORP COM 55262L10 664 26973 SH SHARED 14 26973 D MBNA CORP COM 55262L10 17712 718839 SH SHARED 17 714339 4500 D MB FINANCIAL INC NEW COM 55264U10 128 3300 SH SHARED 3300 D MB FINANCIAL INC NEW COM 55264U10 27 700 SH SHR/OTHR 01 700 D MB FINANCIAL INC NEW COM 55264U10 52 1355 SH SHARED 10 1355 D MB FINANCIAL INC NEW COM 55264U10 401 10300 SH SHARED 17 10300 D M D C HLDGS INC COM 55267610 15 200 SH SHARED 200 D M D C HLDGS INC COM 55267610 462 5865 SH SHARED 02 5865 D M D C HLDGS INC COM 55267610 87 1111 SH SHARED 06 1111 D M D C HLDGS INC COM 55267610 3127 39649 SH SHARED 17 39649 D MDS INC COM 55269P30 14 801 SH SHARED 801 D MDS INC COM 55269P30 1156 64365 SH SHARED 02 64365 D MDS INC COM 55269P30 1 87 SH SHARED 06 87 D MDU RES GROUP INC COM 55269010 2016 56562 SH SHARED 16462 40100 D MDU RES GROUP INC COM 55269010 1868 52400 SH SHARED 02 52400 D MDU RES GROUP INC COM 55269010 14 400 SH SHARED 10 400 D MDU RES GROUP INC COM 55269010 50 1405 SH SHR/OTHR 10 1405 D MCI INC COM 55269110 738357 29057751 SH SHARED 29057751 D MCI INC COM 55269110 9225 363077 SH SHARED 02 363077 D MFC BANCORP LTD COM NEW 55271X20 104 4197 SH SHARED 01 4197 D MEMC ELECTR MATLS INC COM 55271510 2234 98047 SH SHARED 41847 56200 D MEMC ELECTR MATLS INC COM 55271510 263 11560 SH SHARED 01 11560 D MEMC ELECTR MATLS INC COM 55271510 1526 67000 SH SHARED 02 67000 D MEMC ELECTR MATLS INC COM 55271510 3258 143000 SH SHARED 04 143000 D MEMC ELECTR MATLS INC COM 55271510 1198 52600 SH SHARED 10 52600 D MEMC ELECTR MATLS INC COM 55271510 1827 80200 SH SHARED 14 80200 D MFA MTG INVTS INC COM 55272X10 126 20636 SH SHARED 20636 D MFA MTG INVTS INC COM 55272X10 662 108000 SH SHARED 10 108000 D MFA MTG INVTS INC COM 55272X10 195 31900 SH SHARED 17 31900 D MFS CHARTER INCOME TR SH BEN INT 55272710 0 63 SH SHARED 63 D MFS INTER INCOME TR SH BEN INT 55273C10 0 62 SH SHARED 62 D MFS INTER INCOME TR SH BEN INT 55273C10 36 5656 SH SHARED 10 5656 D MGE ENERGY INC COM 55277P10 127 3500 SH SHARED 3100 400 D MGE ENERGY INC COM 55277P10 120 3300 SH SHARED 10 3300 D MGE ENERGY INC COM 55277P10 317 8700 SH SHARED 17 6600 2100 D MGIC INVT CORP WIS COM 55284810 11389 177401 SH SHARED 154901 22500 D MGIC INVT CORP WIS COM 55284810 77 1200 SH SHARED 01 1200 D MGIC INVT CORP WIS COM 55284810 1341 20898 SH SHARED 02 20898 D MGIC INVT CORP WIS COM 55284810 2205 34350 SH SHARED 05 34350 D MGIC INVT CORP WIS COM 55284810 165 2585 SH SHARED 06 2585 D MGIC INVT CORP WIS COM 55284810 3749 58400 SH SHARED 10 58300 100 D MGIC INVT CORP WIS COM 55284810 173 2700 SH SHARED 14 2700 D MGIC INVT CORP WIS COM 55284810 2892 45055 SH SHARED 17 45055 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 697 1000000 PRN SHARED 1000000 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 327 470000 PRN SHARED 02 470000 D MGI PHARMA INC COM 55288010 288 12400 SH SHARED 10800 1600 D MGI PHARMA INC COM 55288010 11 498 SH SHARED 02 498 D MGI PHARMA INC COM 55288010 12526 539000 SH SHARED 04 539000 D MGI PHARMA INC COM 55288010 23 1000 SH SHARED 06 1000 D MGI PHARMA INC COM 55288010 5428 233600 SH SHARED 10 228900 4700 D MGI PHARMA INC COM 55288010 185 8000 SH SHARED 14 8000 D MGI PHARMA INC COM 55288010 1352 58190 SH SHARED 17 55290 2900 D MGM MIRAGE COM 55295310 78 1800 SH SHARED 1200 600 D MGM MIRAGE COM 55295310 8 200 SH SHARED 01 200 D MGM MIRAGE COM 55295310 520 11900 SH SHARED 02 11900 D MGM MIRAGE COM 55295310 101 2329 SH SHARED 06 2329 D MGM MIRAGE COM 55295310 96 2200 SH SHARED 10 2200 D MGM MIRAGE COM 55295310 1774 40540 SH SHARED 17 39240 1300 D MI DEVS INC CL A SUB VTG 55304X10 159 4712 SH SHARED 4712 D MI DEVS INC CL A SUB VTG 55304X10 107 3190 SH SHARED 02 3190 D MI DEVS INC CL A SUB VTG 55304X10 1 50 SH SHARED 05 50 D MI DEVS INC CL A SUB VTG 55304X10 69 2050 SH SHARED 06 2050 D MI DEVS INC CL A SUB VTG 55304X10 160 4768 SH SHARED 17 4768 D M/I HOMES INC COM 55305B10 2414 44500 SH SHARED 44500 D M/I HOMES INC COM 55305B10 16 300 SH SHARED 02 300 D M/I HOMES INC COM 55305B10 265 4900 SH SHARED 17 4900 D MKS INSTRUMENT INC COM 55306N10 790 45900 SH SHARED 30200 15700 D MKS INSTRUMENT INC COM 55306N10 15 900 SH SHARED 02 900 D MKS INSTRUMENT INC COM 55306N10 5315 308500 SH SHARED 17 305900 2600 D MIVA INC COM 55311R10 137 22759 SH SHARED 22759 D MPS GROUP INC COM 55340910 2812 238374 SH SHARED 204274 34100 D MPS GROUP INC COM 55340910 674 57142 SH SHARED 02 57142 D MPS GROUP INC COM 55340910 247 21000 SH SHARED 06 21000 D MPS GROUP INC COM 55340910 141 12030 SH SHARED 10 5230 6800 D MPS GROUP INC COM 55340910 553 46872 SH SHARED 17 42472 4400 D MRO SOFTWARE INC COM 55347W10 50 3000 SH SHARED 3000 D MRO SOFTWARE INC COM 55347W10 17 1035 SH SHARED 02 1035 D MRO SOFTWARE INC COM 55347W10 67 4000 SH SHARED 10 4000 D MRO SOFTWARE INC COM 55347W10 219 13020 SH SHARED 17 7420 5600 D MRV COMMUNICATIONS INC COM 55347710 85 40300 SH SHARED 40300 D MRV COMMUNICATIONS INC COM 55347710 103 48434 SH SHARED 17 48434 D MSC INDL DIRECT INC CL A 55353010 208 6300 SH SHARED 6300 D MSC INDL DIRECT INC CL A 55353010 576 17378 SH SHARED 02 17378 D MSC INDL DIRECT INC CL A 55353010 19 600 SH SHARED 10 600 D MSC INDL DIRECT INC CL A 55353010 354 10700 SH SHARED 17 10700 D MTR GAMING GROUP INC COM 55376910 450 56198 SH SHARED 56198 D MTR GAMING GROUP INC COM 55376910 246 30812 SH SHARED 02 30812 D MTR GAMING GROUP INC COM 55376910 1146 143100 SH SHARED 10 143100 D MTR GAMING GROUP INC COM 55376910 93 11700 SH SHARED 17 11700 D MTC TECHNOLOGIES INC COM 55377A10 44 1400 SH SHARED 1400 D MTC TECHNOLOGIES INC COM 55377A10 83 2600 SH SHARED 02 2600 D MTC TECHNOLOGIES INC COM 55377A10 99 3100 SH SHARED 17 3100 D MTS SYS CORP COM 55377710 113 3000 SH SHARED 3000 D MTS SYS CORP COM 55377710 15 400 SH SHARED 02 400 D MTS SYS CORP COM 55377710 4007 106100 SH SHARED 10 1300 104800 D MTS SYS CORP COM 55377710 676 17900 SH SHARED 17 12100 5800 D MVC CAPITAL INC COM 55382910 15769 1336366 SH SHARED 1336366 D MWI VETERINARY SUPPLY INC COM 55402X10 247 12400 SH SHARED 05 12400 D MWI VETERINARY SUPPLY INC COM 55402X10 2447 122700 SH SHARED 17 122700 D MACATAWA BK CORP COM 55422510 51 1500 SH SHARED 1500 D MACATAWA BK CORP COM 55422510 239 7000 SH SHARED 10 7000 D MACATAWA BK CORP COM 55422510 164 4807 SH SHARED 17 3007 1800 D MACDERMID INC COM 55427310 120 4600 SH SHARED 4600 D MACDERMID INC COM 55427310 139 5294 SH SHARED 02 5294 D MACDERMID INC COM 55427310 73 2800 SH SHARED 10 2800 D MACDERMID INC COM 55427310 341 13003 SH SHARED 17 11203 1800 D MACERICH CO COM 55438210 5181 79790 SH SHARED 57290 22500 D MACERICH CO COM 55438210 2026 31200 SH SHARED 02 31200 D MACERICH CO COM 55438210 25 400 SH SHARED 10 400 D MACERICH CO COM 55438210 57348 883100 SH SHARED 11 883100 D MACK CALI RLTY CORP COM 55448910 1369 30470 SH SHARED 7570 22900 D MACK CALI RLTY CORP COM 55448910 11 250 SH SHARED 01 250 D MACK CALI RLTY CORP COM 55448910 366 8150 SH SHR/OTHR 01 8150 D MACK CALI RLTY CORP COM 55448910 1217 27100 SH SHARED 02 27100 D MACK CALI RLTY CORP COM 55448910 233 5200 SH SHARED 04 5200 D MACK CALI RLTY CORP COM 55448910 227962 5072596 SH SHARED 11 5072596 D MACROVISION CORP COM 55590410 1098 57522 SH SHARED 29022 28500 D MACROVISION CORP COM 55590410 555 29063 SH SHARED 02 29063 D MACROVISION CORP COM 55590410 93 4900 SH SHARED 10 700 4200 D MACROVISION CORP COM 55590410 427 22400 SH SHARED 17 19600 2800 D MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X10 11358 402800 SH SHARED 402800 D MACROMEDIA INC COM 55610010 23566 579455 SH SHARED 549455 30000 D MACROMEDIA INC COM 55610010 1927 47383 SH SHARED 02 47383 D MACROMEDIA INC COM 55610010 2684 66000 SH SHARED 04 66000 D MACROMEDIA INC COM 55610010 36 900 SH SHARED 10 900 D MACRONIX INTL LTD SPONSORED ADR 55610310 27 25000 SH SHARED 25000 D MADDEN STEVEN LTD COM 55626910 45 2000 SH SHARED 2000 D MADDEN STEVEN LTD COM 55626910 49 2170 SH SHARED 10 2170 D MADDEN STEVEN LTD COM 55626910 339 14800 SH SHARED 17 4500 10300 D MADECO SA SPONS ADR NEW 55630420 152 16272 SH SHARED 16272 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 1277 36340 SH SHR/OTHR 36340 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 302 8600 SH SHARED 4100 4500 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 119 3400 SH SHARED 10 3400 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 594 16900 SH SHARED 17 15500 1400 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 2498 72900 SH SHARED 72900 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 123 3600 SH SHARED 10 3600 D MAGMA DESIGN AUTOMATION COM 55918110 729 89817 SH SHARED 89817 D MAGMA DESIGN AUTOMATION COM 55918110 246 30316 SH SHARED 02 30316 D MAGMA DESIGN AUTOMATION COM 55918110 381 47000 SH SHARED 10 4100 42900 D MAGMA DESIGN AUTOMATION COM 55918110 129 16000 SH SHARED 17 16000 D MAGNA ENTMT CORP CL A 55921110 48 7350 SH SHARED 7350 D MAGNA ENTMT CORP CL A 55921110 126 19000 SH SHARED 17 19000 D MAGNA INTL INC CL A 55922240 9984 133378 SH SHARED 132298 1080 D MAGNA INTL INC CL A 55922240 2796 37357 SH SHARED 02 37357 D MAGNA INTL INC CL A 55922240 294 3929 SH SHARED 06 3929 D MAGNA INTL INC CL A 55922240 14 200 SH SHARED 10 200 D MAGNA INTL INC CL A 55922240 187 2500 SH SHARED 14 2500 D MAGNETEK INC COM 55942410 29 8800 SH SHARED 8800 D MAGUIRE PPTYS INC COM 55977510 327 10900 SH SHARED 5100 5800 D MAGUIRE PPTYS INC COM 55977510 84 2800 SH SHARED 02 2800 D MAGUIRE PPTYS INC COM 55977510 105 3500 SH SHARED 04 3500 D MAGUIRE PPTYS INC COM 55977510 2217 73800 SH SHARED 10 73800 D MAGUIRE PPTYS INC COM 55977510 39789 1324100 SH SHARED 11 1324100 D MAGUIRE PPTYS INC COM 55977510 2773 92300 SH SHARED 17 16100 76200 D MAGYAR TELEKOM LTD SPONSORED ADR 55977610 15271 593543 SH SHARED 593543 D MAGYAR TELEKOM LTD SPONSORED ADR 55977610 13072 508050 SH SHARED 04 508050 D MAGYAR TELEKOM LTD SPONSORED ADR 55977610 178 6930 SH SHARED 05 6930 D MAGYAR TELEKOM LTD SPONSORED ADR 55977610 1031 40100 SH SHARED 06 40100 D MAIN STR BKS INC NEW COM 56034R10 61 2300 SH SHARED 2300 D MAIN STR BKS INC NEW COM 56034R10 80 3000 SH SHARED 10 3000 D MAIN STR BKS INC NEW COM 56034R10 241 9000 SH SHARED 17 7100 1900 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 30 1700 SH SHARED 1700 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 40 2275 SH SHARED 17 2275 D MAIR HOLDINGS INC COM 56063510 9 1700 SH SHARED 1700 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 3 3000 SH SHARED 3000 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 11 8700 SH SHARED 17 8700 D MALAYSIA FD INC COM 56090510 80 13701 SH SHARED 801 12900 D MANAGED MUNS PORTFOLIO INC COM 56166210 40 3817 SH SHARED 01 3817 D MANAGED MUNS PORTFOLIO INC COM 56166210 40 3817 SH SHARED 10 3817 D MANHATTAN ASSOCS INC COM 56275010 3571 153941 SH SHARED 148441 5500 D MANHATTAN ASSOCS INC COM 56275010 22 952 SH SHARED 02 952 D MANHATTAN ASSOCS INC COM 56275010 78 3400 SH SHARED 10 3400 D MANHATTAN ASSOCS INC COM 56275010 2027 87400 SH SHARED 14 87400 D MANHATTAN ASSOCS INC COM 56275010 320 13800 SH SHARED 17 11500 2300 D MANITOWOC INC COM 56357110 226 4500 SH SHARED 4500 D MANITOWOC INC COM 56357110 110 2200 SH SHARED 10 2200 D MANITOWOC INC COM 56357110 983 19577 SH SHARED 17 18277 1300 D MANNATECH INC COM 56377110 28 2400 SH SHARED 2400 D MANNATECH INC COM 56377110 1574 132900 SH SHARED 10 132900 D MANNATECH INC COM 56377110 308 26000 SH SHARED 17 7100 18900 D MANNING GREG AUCTIONS INC COM 56382310 28 1700 SH SHARED 1700 D MANNKIND CORP COM 56400P20 52 3800 SH SHARED 3800 D MANNKIND CORP COM 56400P20 311 22767 SH SHARED 01 22767 D MANNKIND CORP COM 56400P20 57 4200 SH SHARED 17 4200 D MANOR CARE INC NEW COM 56405510 9282 241675 SH SHARED 225174 16501 D MANOR CARE INC NEW COM 56405510 1109 28873 SH SHARED 02 28873 D MANOR CARE INC NEW COM 56405510 2239 58300 SH SHARED 10 56700 1600 D MANOR CARE INC NEW COM 56405510 9427 245447 SH SHARED 17 245447 D MANPOWER INC COM 56418H10 4142 93314 SH SHARED 61437 31877 D MANPOWER INC COM 56418H10 1787 40269 SH SHARED 02 40269 D MANPOWER INC COM 56418H10 468 10556 SH SHARED 06 10556 D MANPOWER INC COM 56418H10 84 1900 SH SHARED 10 1900 D MANPOWER INC COM 56418H10 3473 78245 SH SHARED 14 78245 D MANPOWER INC COM 56418H10 1224 27590 SH SHARED 17 27590 D MANTECH INTL CORP CL A 56456310 210 7987 SH SHARED 7987 D MANTECH INTL CORP CL A 56456310 204 7729 SH SHARED 02 7729 D MANTECH INTL CORP CL A 56456310 1859 70400 SH SHARED 10 70400 D MANTECH INTL CORP CL A 56456310 1185 44900 SH SHARED 17 11300 33600 D MANULIFE FINL CORP COM 56501R10 12255 229856 SH SHARED 218541 11315 D MANULIFE FINL CORP COM 56501R10 624 11710 SH SHARED 01 11710 D MANULIFE FINL CORP COM 56501R10 18 341 SH SHR/OTHR 01 341 D MANULIFE FINL CORP COM 56501R10 75168 1409766 SH SHARED 02 1409766 D MANULIFE FINL CORP COM 56501R10 2227 41777 SH SHARED 05 41777 D MANULIFE FINL CORP COM 56501R10 267 5023 SH SHARED 06 5023 D MANULIFE FINL CORP COM 56501R10 214 4027 SH SHARED 10 1777 2250 D MANULIFE FINL CORP COM 56501R10 18 341 SH SHR/OTHR 10 341 D MANULIFE FINL CORP COM 56501R10 598 11227 SH SHARED 14 11227 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 6534 6900000 PRN SHARED 6900000 D MANUGISTICS GROUP INC NOTE 5.000%11/0 565011AB 3274 3458000 PRN SHARED 02 3458000 D MANUGISTICS GROUP INC COM 56501110 223 113047 SH SHARED 113047 D MANUGISTICS GROUP INC COM 56501110 0 200 SH SHARED 02 200 D MAPINFO CORP COM 56510510 36 3000 SH SHARED 3000 D MAPINFO CORP COM 56510510 198 16200 SH SHARED 10 16200 D MAPINFO CORP COM 56510510 82 6700 SH SHARED 17 6700 D MARATHON OIL CORP COM 56584910 98117 1423440 SH SHARED 1340113 83327 D MARATHON OIL CORP COM 56584910 5281 76625 SH SHARED 01 68140 8485 D MARATHON OIL CORP COM 56584910 227 3301 SH SHR/OTHR 01 3301 D MARATHON OIL CORP COM 56584910 6063 87962 SH SHARED 02 87962 D MARATHON OIL CORP COM 56584910 11385 165180 SH SHARED 04 165000 180 D MARATHON OIL CORP COM 56584910 13 200 SH SHARED 05 200 D MARATHON OIL CORP COM 56584910 13409 194539 SH SHARED 06 194539 D MARATHON OIL CORP COM 56584910 131303 1904878 SH SHARED 10 1476498 428380 D MARATHON OIL CORP COM 56584910 151 2200 SH SHR/OTHR 10 2200 D MARATHON OIL CORP COM 56584910 508 7373 SH SHARED 14 7373 D MARATHON OIL CORP COM 56584910 2322 33700 SH SHARED 15 33700 D MARATHON OIL CORP COM 56584910 13441 195006 SH SHARED 17 159506 35500 D MARCHEX INC CL B 56624R10 877 53000 SH SHARED 53000 D MARCHEX INC CL B 56624R10 82 5000 SH SHARED 01 5000 D MARCHEX INC CL B 56624R10 36 2200 SH SHARED 02 2200 D MARCHEX INC CL B 56624R10 149 9000 SH SHARED 17 9000 D MARCUS CORP COM 56633010 86 4300 SH SHARED 3100 1200 D MARCUS CORP COM 56633010 99 4976 SH SHARED 02 4976 D MARCUS CORP COM 56633010 129 6450 SH SHARED 17 6450 D MARINEMAX INC COM 56790810 107 4200 SH SHARED 4200 D MARINEMAX INC COM 56790810 178 7000 SH SHARED 05 7000 D MARINEMAX INC COM 56790810 1901 74600 SH SHARED 17 74600 D MARINE PRODS CORP COM 56842710 22 2000 SH SHARED 2000 D MARINE PRODS CORP COM 56842710 54 4950 SH SHARED 17 4950 D MARITRANS INC COM 57036310 38 1200 SH SHARED 1200 D MARITRANS INC COM 57036310 153 4800 SH SHARED 17 4800 D MARKEL CORP NOTE 6/0 570535AC 9700 25000000 PRN SHARED 25000000 D MARKEL CORP NOTE 6/0 570535AC 11 30000 PRN SHARED 02 30000 D MARKEL CORP COM 57053510 66 200 SH SHARED 100 100 D MARKEL CORP COM 57053510 469 1420 SH SHARED 02 1420 D MARKEL CORP COM 57053510 297 900 SH SHARED 17 900 D MARKETAXESS HLDGS INC COM 57060D10 635 46763 SH SHARED 46763 D MARKETAXESS HLDGS INC COM 57060D10 1 126 SH SHARED 02 126 D MARKETAXESS HLDGS INC COM 57060D10 148 10900 SH SHARED 17 10900 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 2878 56500 SH SHARED 56500 D MARKWEST HYDROCARBON INC COM 57076210 25 1000 SH SHARED 1000 D MARLIN BUSINESS SVCS CORP COM 57115710 23 1000 SH SHARED 1000 D MARLIN BUSINESS SVCS CORP COM 57115710 4370 189684 SH SHARED 02 189684 D MARSH & MCLENNAN COS INC COM 57174810 29582 973438 SH SHARED 804484 168954 D MARSH & MCLENNAN COS INC COM 57174810 30 1000 SH SHARED 01 1000 D MARSH & MCLENNAN COS INC COM 57174810 60 2000 SH SHR/OTHR 01 2000 D MARSH & MCLENNAN COS INC COM 57174810 3628 119407 SH SHARED 02 119407 D MARSH & MCLENNAN COS INC COM 57174810 9 300 SH SHARED 05 300 D MARSH & MCLENNAN COS INC COM 57174810 2116 69650 SH SHARED 06 69650 D MARSH & MCLENNAN COS INC COM 57174810 632 20800 SH SHARED 10 12600 8200 D MARSH & MCLENNAN COS INC COM 57174810 65 2146 SH SHARED 14 2146 D MARSH & MCLENNAN COS INC COM 57174810 9543 314045 SH SHARED 17 310745 3300 D MARSHALL & ILSLEY CORP COM 57183410 20243 465270 SH SHARED 423040 42230 D MARSHALL & ILSLEY CORP COM 57183410 2420 55640 SH SHARED 02 55640 D MARSHALL & ILSLEY CORP COM 57183410 384 8833 SH SHARED 06 8833 D MARSHALL & ILSLEY CORP COM 57183410 395 9080 SH SHARED 10 6440 2640 D MARSHALL & ILSLEY CORP COM 57183410 7653 175909 SH SHARED 17 175909 D MARRIOTT INTL INC NEW CL A 57190320 52444 832452 SH SHARED 784239 48213 D MARRIOTT INTL INC NEW CL A 57190320 93637 1486317 SH SHARED 01 1486317 D MARRIOTT INTL INC NEW CL A 57190320 9672 153538 SH SHR/OTHR 01 153538 D MARRIOTT INTL INC NEW CL A 57190320 4163 66090 SH SHARED 02 66090 D MARRIOTT INTL INC NEW CL A 57190320 2520 40000 SH SHARED 04 40000 D MARRIOTT INTL INC NEW CL A 57190320 6 100 SH SHARED 05 100 D MARRIOTT INTL INC NEW CL A 57190320 1958 31080 SH SHARED 06 31080 D MARRIOTT INTL INC NEW CL A 57190320 938 14900 SH SHARED 10 13200 1700 D MARRIOTT INTL INC NEW CL A 57190320 279 4440 SH SHARED 14 4440 D MARRIOTT INTL INC NEW CL A 57190320 5062 80352 SH SHARED 17 79552 800 D MARSHALL EDWARDS INC COM 57232230 15 2700 SH SHARED 2700 D MARTEK BIOSCIENCES CORP COM 57290110 328 9357 SH SHARED 8357 1000 D MARTEK BIOSCIENCES CORP COM 57290110 4 125 SH SHARED 01 125 D MARTEK BIOSCIENCES CORP COM 57290110 17 500 SH SHR/OTHR 01 500 D MARTEK BIOSCIENCES CORP COM 57290110 836 23800 SH SHARED 02 23800 D MARTEK BIOSCIENCES CORP COM 57290110 3513 100000 SH SHARED 04 100000 D MARTEK BIOSCIENCES CORP COM 57290110 84 2400 SH SHARED 10 2400 D MARTEK BIOSCIENCES CORP COM 57290110 674 19200 SH SHARED 17 17800 1400 D MARTEN TRANS LTD COM 57307510 35 1400 SH SHARED 1400 D MARTEN TRANS LTD COM 57307510 196 7750 SH SHARED 05 7750 D MARTEN TRANS LTD COM 57307510 126 5000 SH SHARED 10 5000 D MARTEN TRANS LTD COM 57307510 2130 84200 SH SHARED 17 84200 D MARTHA STEWART LIVING OMNIME CL A 57308310 152 6100 SH SHARED 5100 1000 D MARTHA STEWART LIVING OMNIME CL A 57308310 2 100 SH SHR/OTHR 01 100 D MARTHA STEWART LIVING OMNIME CL A 57308310 67 2700 SH SHARED 02 2700 D MARTHA STEWART LIVING OMNIME CL A 57308310 215 8622 SH SHARED 17 8622 D MARTIN MARIETTA MATLS INC COM 57328410 2695 34358 SH SHARED 5652 28706 D MARTIN MARIETTA MATLS INC COM 57328410 50 639 SH SHR/OTHR 01 639 D MARTIN MARIETTA MATLS INC COM 57328410 1992 25400 SH SHARED 02 25400 D MARTIN MARIETTA MATLS INC COM 57328410 3130 39900 SH SHARED 10 39900 D MARTIN MARIETTA MATLS INC COM 57328410 3656 46600 SH SHARED 17 46600 D MASCO CORP NOTE 7/2 574599BB 110190227197000 PRN SHARED 227197000 D MASCO CORP NOTE 7/2 574599BB 1339 2761000 PRN SHARED 02 2761000 D MASCO CORP COM 57459910 64651 2107293 SH SHARED 2015902 91391 D MASCO CORP COM 57459910 465 15160 SH SHARED 01 11510 3650 D MASCO CORP COM 57459910 98 3220 SH SHR/OTHR 01 3220 D MASCO CORP COM 57459910 3133 102128 SH SHARED 02 102128 D MASCO CORP COM 57459910 9 300 SH SHARED 05 300 D MASCO CORP COM 57459910 427 13947 SH SHARED 06 13947 D MASCO CORP COM 57459910 3336 108750 SH SHARED 10 88000 20750 D MASCO CORP COM 57459910 9 300 SH SHR/OTHR 10 300 D MASCO CORP COM 57459910 563 18377 SH SHARED 14 18377 D MASCO CORP COM 57459910 920 30000 SH SHARED 15 30000 D MASCO CORP COM 57459910 86615 2823205 SH SHARED 17 2823205 D MASSEY ENERGY CO NOTE 2.250% 4/0 576203AF 4 3000 PRN SHARED 17 3000 D MASSEY ENERGY CORP COM 57620610 7459 146071 SH SHARED 136171 9900 D MASSEY ENERGY CORP COM 57620610 1359 26629 SH SHARED 02 26629 D MASSEY ENERGY CORP COM 57620610 61 1200 SH SHARED 10 900 300 D MASSEY ENERGY CORP COM 57620610 122 2400 SH SHARED 17 2400 D MASTEC INC COM 57632310 267 24500 SH SHARED 4000 20500 D MASTEC INC COM 57632310 144 13300 SH SHARED 17 13300 D MATERIAL SCIENCES CORP COM 57667410 3 219 SH SHARED 02 219 D MATRIA HEALTHCARE INC COM NEW 57681720 224 5950 SH SHARED 5950 D MATRIA HEALTHCARE INC COM NEW 57681720 49 1300 SH SHARED 02 1300 D MATRIA HEALTHCARE INC COM NEW 57681720 318 8450 SH SHARED 05 8450 D MATRIA HEALTHCARE INC COM NEW 57681720 3441 91153 SH SHARED 17 91153 D MATRITECH INC COM 57681810 201 319400 SH SHARED 319400 D MATRIXONE INC COM 57685P30 39 7500 SH SHARED 7500 D MATRIXONE INC COM 57685P30 129 24700 SH SHARED 17 24700 D MATRIX SVC CO COM 57685310 42 5300 SH SHARED 5300 D MATRIX SVC CO COM 57685310 3405 423000 SH SHARED 17 423000 D MATSUSHITA ELEC INDL ADR 57687920 275 16100 SH SHARED 16100 D MATSUSHITA ELEC INDL ADR 57687920 15 890 SH SHARED 10 890 D MATTEL INC COM 57708110 13355 800668 SH SHARED 707618 93050 D MATTEL INC COM 57708110 71 4300 SH SHARED 01 1500 2800 D MATTEL INC COM 57708110 1544 92570 SH SHARED 02 92570 D MATTEL INC COM 57708110 5 300 SH SHARED 05 300 D MATTEL INC COM 57708110 153 9200 SH SHARED 06 9200 D MATTEL INC COM 57708110 33 2000 SH SHARED 10 2000 D MATTEL INC COM 57708110 133 8000 SH SHARED 14 8000 D MATTEL INC COM 57708110 3370 202042 SH SHARED 17 202042 D MATTEL INC COM 57708110 40 2419 SH SHARED 18 2419 D MATTHEWS INTL CORP CL A 57712810 189 5000 SH SHARED 4800 200 D MATTHEWS INTL CORP CL A 57712810 90 2400 SH SHARED 10 2400 D MATTHEWS INTL CORP CL A 57712810 578 15300 SH SHARED 17 14000 1300 D MATTSON TECHNOLOGY INC COM 57722310 123 16400 SH SHARED 14100 2300 D MATTSON TECHNOLOGY INC COM 57722310 145 19400 SH SHARED 17 19400 D MAUI LD & PINEAPPLE INC COM 57734510 26 876 SH SHARED 876 D MAUI LD & PINEAPPLE INC COM 57734510 57 1900 SH SHARED 17 1900 D MAXIM INTEGRATED PRODS INC COM 57772K10 75826 1777878 SH SHARED 1701712 76166 D MAXIM INTEGRATED PRODS INC COM 57772K10 42 1000 SH SHARED 01 1000 D MAXIM INTEGRATED PRODS INC COM 57772K10 15 375 SH SHR/OTHR 01 375 D MAXIM INTEGRATED PRODS INC COM 57772K10 3054 71628 SH SHARED 02 71628 D MAXIM INTEGRATED PRODS INC COM 57772K10 6241 146350 SH SHARED 04 145000 1350 D MAXIM INTEGRATED PRODS INC COM 57772K10 1522 35700 SH SHARED 05 35700 D MAXIM INTEGRATED PRODS INC COM 57772K10 294 6900 SH SHARED 06 6900 D MAXIM INTEGRATED PRODS INC COM 57772K10 77141 1808709 SH SHARED 10 1320159 396500 92050 D MAXIM INTEGRATED PRODS INC COM 57772K10 12900 302469 SH SHARED 17 300769 1700 D MAXIM PHARMACEUTICALS INC COM 57772M10 113 84600 SH SHARED 84600 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 1098 1113000 PRN SHARED 02 1113000 D MAXTOR CORP COM NEW 57772920 765 174400 SH SHARED 174400 D MAXTOR CORP COM NEW 57772920 4517 1029143 SH SHARED 02 1029143 D MAXTOR CORP COM NEW 57772920 515 117400 SH SHARED 10 117400 D MAXTOR CORP COM NEW 57772920 727 165800 SH SHARED 17 157300 8500 D MAXYGEN INC COM 57777610 31 3800 SH SHARED 3800 D MAXYGEN INC COM 57777610 67 8100 SH SHARED 17 8100 D MAVERICK TUBE CORP NOTE 4.000% 6/1 577914AB 6257 5100000 PRN SHARED 5100000 D MAVERICK TUBE CORP COM 57791410 378 12600 SH SHARED 12600 D MAVERICK TUBE CORP COM 57791410 138 4600 SH SHARED 10 1200 3400 D MAVERICK TUBE CORP COM 57791410 863 28783 SH SHARED 17 26883 1900 D MAXIMUS INC COM 57793310 107 3000 SH SHARED 3000 D MAXIMUS INC COM 57793310 113 3161 SH SHARED 02 3161 D MAXIMUS INC COM 57793310 998 27918 SH SHARED 10 15818 12100 D MAXIMUS INC COM 57793310 679 19000 SH SHARED 17 7000 12000 D MAYORS JEWELERS INC DEL COM 57846210 0 167 SH SHARED 167 D MAYTAG CORP COM 57859210 15114 827719 SH SHARED 804269 23450 D MAYTAG CORP COM 57859210 1812 99236 SH SHR/OTHR 01 99236 D MAYTAG CORP COM 57859210 5399 295697 SH SHARED 02 295697 D MAYTAG CORP COM 57859210 144 7900 SH SHARED 10 7900 D MAYTAG CORP COM 57859210 1215 66568 SH SHARED 17 62768 3800 D MBT FINL CORP COM 57887710 38 2100 SH SHARED 2100 D MBT FINL CORP COM 57887710 201 10955 SH SHARED 02 10955 D MBT FINL CORP COM 57887710 73 4000 SH SHARED 17 4000 D MCAFEE INC COM 57906410 10943 348300 SH SHARED 286918 61382 D MCAFEE INC COM 57906410 2482 79000 SH SHARED 02 79000 D MCAFEE INC COM 57906410 6786 216000 SH SHARED 04 216000 D MCAFEE INC COM 57906410 9 300 SH SHARED 06 300 D MCAFEE INC COM 57906410 31 1000 SH SHARED 10 1000 D MCAFEE INC COM 57906410 28 900 SH SHARED 14 900 D MCAFEE INC COM 57906410 290 9255 SH SHARED 17 9255 D MCAFEE INC COM 57906410 31 1000 SH SHARED 19 1000 D MCCLATCHY CO CL A 57948910 567 8700 SH SHARED 8000 700 D MCCLATCHY CO CL A 57948910 195 3000 SH SHARED 02 3000 D MCCLATCHY CO CL A 57948910 123 1900 SH SHARED 10 1900 D MCCLATCHY CO CL A 57948910 71 1100 SH SHARED 17 400 700 D MCCORMICK & CO INC COM NON VTG 57978020 5172 158526 SH SHARED 138996 19530 D MCCORMICK & CO INC COM NON VTG 57978020 2107 64578 SH SHARED 02 64578 D MCCORMICK & CO INC COM NON VTG 57978020 32 1000 SH SHARED 06 1000 D MCCORMICK & CO INC COM NON VTG 57978020 22 700 SH SHARED 10 700 D MCCORMICK & CO INC COM NON VTG 57978020 140 4300 SH SHARED 14 4300 D MCCORMICK & CO INC COM NON VTG 57978020 1716 52614 SH SHARED 17 52614 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 23 1100 SH SHARED 1100 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 206 9800 SH SHARED 05 9800 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 2044 96800 SH SHARED 17 96800 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1942 2246000 PRN SHARED 2246000 D MCDATA CORP NOTE 2.250% 2/1 580031AD 5792 6696000 PRN SHARED 02 6696000 D MCDATA CORP CL B 58003110 78 16345 SH SHARED 16345 D MCDATA CORP CL A 58003120 2169 414092 SH SHARED 362371 51721 D MCDATA CORP CL A 58003120 0 3 SH SHARED 01 3 D MCDATA CORP CL A 58003120 0 161 SH SHR/OTHR 01 161 D MCDATA CORP CL A 58003120 278 53192 SH SHARED 02 53192 D MCDATA CORP CL A 58003120 0 73 SH SHARED 10 73 D MCDATA CORP CL A 58003120 0 7 SH SHR/OTHR 10 7 D MCDATA CORP CL A 58003120 238 45500 SH SHARED 17 45500 D MCDERMOTT INTL INC COM 58003710 738 20167 SH SHR/OTHR 20167 D MCDERMOTT INTL INC COM 58003710 0 1 SH SHARED 1 D MCDERMOTT INTL INC COM 58003710 10 300 SH SHARED 17 300 D MCDONALDS CORP COM 58013510 1260712 37644442 SH SHARED 37313775 330667 D MCDONALDS CORP COM 58013510 2811 83950 SH SHARED 01 48518 35432 D MCDONALDS CORP COM 58013510 4826 144111 SH SHR/OTHR 01 144111 D MCDONALDS CORP COM 58013510 65904 1967889 SH SHARED 02 1967889 D MCDONALDS CORP COM 58013510 2231 66638 SH SHARED 04 65000 1638 D MCDONALDS CORP COM 58013510 475 14200 SH SHARED 05 14200 D MCDONALDS CORP COM 58013510 912 27253 SH SHARED 06 27253 D MCDONALDS CORP COM 58013510 5328 159093 SH SHARED 10 48061 111032 D MCDONALDS CORP COM 58013510 66 2000 SH SHR/OTHR 10 2000 D MCDONALDS CORP COM 58013510 456 13640 SH SHARED 14 13640 D MCDONALDS CORP COM 58013510 21282 635485 SH SHARED 17 622385 13100 D MCDONALDS CORP COM 58013510 50 1500 SH SHARED 19 1500 D MCG CAPITAL CORP COM 58047P10 126 7500 SH SHARED 7500 D MCG CAPITAL CORP COM 58047P10 79 4700 SH SHARED 02 4700 D MCG CAPITAL CORP COM 58047P10 124 7400 SH SHARED 10 7400 D MCG CAPITAL CORP COM 58047P10 482 28600 SH SHARED 17 28600 D MCGRATH RENTCORP COM 58058910 135 4800 SH SHARED 3200 1600 D MCGRATH RENTCORP COM 58058910 25 900 SH SHARED 10 900 D MCGRATH RENTCORP COM 58058910 186 6600 SH SHARED 17 6600 D MCGRAW HILL COS INC COM 58064510 72217 1503271 SH SHARED 1409132 94139 D MCGRAW HILL COS INC COM 58064510 64659 1345949 SH SHARED 01 277757 1068192 D MCGRAW HILL COS INC COM 58064510 175372 3650547 SH SHR/OTHR 01 3650547 D MCGRAW HILL COS INC COM 58064510 3845 80049 SH SHARED 02 80049 D MCGRAW HILL COS INC COM 58064510 17784 370200 SH SHARED 04 370200 D MCGRAW HILL COS INC COM 58064510 9 200 SH SHARED 05 200 D MCGRAW HILL COS INC COM 58064510 5576 116088 SH SHARED 06 116088 D MCGRAW HILL COS INC COM 58064510 107745 2242839 SH SHARED 10 475263 951400 816176 D MCGRAW HILL COS INC COM 58064510 2797 58224 SH SHR/OTHR 10 58224 D MCGRAW HILL COS INC COM 58064510 384 8000 SH SHARED 14 8000 D MCGRAW HILL COS INC COM 58064510 7433 154738 SH SHARED 17 152738 2000 D MCKESSON CORP COM 58155Q10 24343 513037 SH SHARED 446931 66106 D MCKESSON CORP COM 58155Q10 237 5000 SH SHARED 01 5000 D MCKESSON CORP COM 58155Q10 37 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 3227 68009 SH SHARED 02 68009 D MCKESSON CORP COM 58155Q10 7 148 SH SHARED 05 148 D MCKESSON CORP COM 58155Q10 305 6436 SH SHARED 06 6436 D MCKESSON CORP COM 58155Q10 16787 353800 SH SHARED 10 14200 339600 D MCKESSON CORP COM 58155Q10 8280 174510 SH SHARED 17 133010 41500 D MCMORAN EXPLORATION CO COM 58241110 1419 73000 SH SHARED 73000 D MCMORAN EXPLORATION CO COM 58241110 6 358 SH SHR/OTHR 01 358 D MCMORAN EXPLORATION CO COM 58241110 184 9500 SH SHARED 17 9500 D MEADOWBROOK INS GROUP INC COM 58319P10 7783 1389900 SH SHARED 17 1389900 D MEADWESTVACO CORP COM 58333410 9375 339451 SH SHARED 293271 46180 D MEADWESTVACO CORP COM 58333410 50 1818 SH SHR/OTHR 01 1818 D MEADWESTVACO CORP COM 58333410 2140 77511 SH SHARED 02 77511 D MEADWESTVACO CORP COM 58333410 23 843 SH SHARED 04 843 D MEADWESTVACO CORP COM 58333410 5 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 114 4150 SH SHARED 06 4150 D MEADWESTVACO CORP COM 58333410 80 2900 SH SHARED 10 2900 D MEADWESTVACO CORP COM 58333410 3150 114074 SH SHARED 14 114074 D MEADWESTVACO CORP COM 58333410 2354 85258 SH SHARED 17 85258 D MEASUREMENT SPECIALTIES INC COM 58342110 36 1700 SH SHARED 1700 D MEASUREMENT SPECIALTIES INC COM 58342110 192 9100 SH SHARED 05 9100 D MEASUREMENT SPECIALTIES INC COM 58342110 1965 92700 SH SHARED 17 92700 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 35786 981000 SH SHARED 04 981000 D MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 6128 168000 SH SHARED 06 168000 D MEDAREX INC NOTE 2.250% 5/1 583916AG 629 690000 PRN SHARED 02 690000 D MEDAREX INC COM 58391610 459 48311 SH SHARED 33611 14700 D MEDAREX INC COM 58391610 39 4194 SH SHARED 02 4194 D MEDAREX INC COM 58391610 9424 990000 SH SHARED 04 990000 D MEDAREX INC COM 58391610 2409 253100 SH SHARED 10 253100 D MEDAREX INC COM 58391610 149 15700 SH SHARED 14 15700 D MEDAREX INC COM 58391610 2905 305200 SH SHARED 17 41300 263900 D MED-DESIGN CORP COM 58392610 0 149 SH SHARED 149 D MEDALLION FINL CORP COM 58392810 126 12718 SH SHARED 12718 D MEDCATH CORP COM 58404W10 387 16309 SH SHARED 8209 8100 D MEDCATH CORP COM 58404W10 1930 81300 SH SHARED 10 81300 D MEDCATH CORP COM 58404W10 90 3800 SH SHARED 17 3800 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 54733 998240 SH SHARED 920046 78194 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1629 29726 SH SHARED 01 23432 6294 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2658 48483 SH SHR/OTHR 01 48483 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4088 74558 SH SHARED 02 74558 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2193 40000 SH SHARED 04 40000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 11 205 SH SHARED 05 205 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2396 43711 SH SHARED 06 43711 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2779 50691 SH SHARED 10 43502 7189 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 118 2170 SH SHR/OTHR 10 2170 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2664 48600 SH SHARED 14 48600 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 156138 2847678 SH SHARED 17 2846178 1500 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3196 58293 SH SHARED 18 58293 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 19 24 D MEDIA GEN INC CL A 58440410 827 14268 SH SHARED 5968 8300 D MEDIA GEN INC CL A 58440410 510 8800 SH SHARED 02 8800 D MEDIA GEN INC CL A 58440410 116 2000 SH SHARED 10 2000 D MEDIA GEN INC CL A 58440410 522 9000 SH SHARED 17 7800 1200 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 2288 2300000 PRN SHARED 2300000 D MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/0 58446KAA 3 4000 PRN SHARED 02 4000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 171 23300 SH SHARED 23300 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 214 29000 SH SHARED 17 29000 D MEDICAL ACTION INDS INC COM 58449L10 1023 59775 SH SHARED 02 59775 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 27 4700 SH SHARED 4700 D MEDICINES CO COM 58468810 167 7300 SH SHARED 7300 D MEDICINES CO COM 58468810 322 14000 SH SHARED 01 7000 7000 D MEDICINES CO COM 58468810 779 33872 SH SHARED 02 33872 D MEDICINES CO COM 58468810 15458 671800 SH SHARED 04 671800 D MEDICINES CO COM 58468810 10814 470000 SH SHARED 10 466100 3900 D MEDICINES CO COM 58468810 204 8900 SH SHARED 14 8900 D MEDICINES CO COM 58468810 74 3224 SH SHARED 15 3224 D MEDICINES CO COM 58468810 1249 54300 SH SHARED 17 38400 15900 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 68457 69500000 PRN SHARED 69500000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 1165 1183000 PRN SHARED 02 1183000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 4135 127000 SH SHARED 127000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 0 28 SH SHARED 02 28 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2497 76700 SH SHARED 10 73500 3200 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 748 23000 SH SHARED 17 21000 2000 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 32140 33135000 PRN SHARED 33135000 D MEDIMMUNE INC NOTE 1.000% 7/1 584699AE 1164 1200000 PRN SHARED 02 1200000 D MEDIMMUNE INC COM 58469910 32760 973576 SH SHARED 923690 49886 D MEDIMMUNE INC COM 58469910 70 2100 SH SHARED 01 2100 D MEDIMMUNE INC COM 58469910 131 3904 SH SHR/OTHR 01 3904 D MEDIMMUNE INC COM 58469910 2455 72966 SH SHARED 02 72966 D MEDIMMUNE INC COM 58469910 32335 960950 SH SHARED 04 960950 D MEDIMMUNE INC COM 58469910 4364 129700 SH SHARED 06 129700 D MEDIMMUNE INC COM 58469910 3926 116700 SH SHARED 10 114700 2000 D MEDIMMUNE INC COM 58469910 3775 112200 SH SHARED 14 112200 D MEDIMMUNE INC COM 58469910 5152 153112 SH SHARED 17 153112 D MEDIMMUNE INC COM 58469910 100 3000 SH SHARED 19 3000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 77441 65022000 PRN SHARED 65022000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 34416 28897000 PRN SHARED 02 28897000 D MEDIS TECHNOLOGIES LTD COM 58500P10 150 8400 SH SHARED 8400 D MEDIS TECHNOLOGIES LTD COM 58500P10 130 7265 SH SHARED 17 7265 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 9454 9473000 PRN SHARED 9473000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 8383 8400000 PRN SHARED 02 8400000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 998 1000000 PRN SHARED 06 1000000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 19960 20000000 PRN SHARED 20000000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 4890 4900000 PRN SHARED 06 4900000 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 174 175000 PRN SHARED 14 175000 D MEDTRONIC INC COM 58505510 145 2710 SH SHARED 2710 D MEDTRONIC INC COM 58505510 135140 2520345 SH SHARED 2173497 346848 D MEDTRONIC INC COM 58505510 21551 401931 SH SHARED 01 145020 256911 D MEDTRONIC INC COM 58505510 10852 202397 SH SHR/OTHR 01 202397 D MEDTRONIC INC COM 58505510 18257 340500 SH SHARED 02 340500 D MEDTRONIC INC COM 58505510 290537 5418450 SH SHARED 04 5414500 3950 D MEDTRONIC INC COM 58505510 1977 36880 SH SHARED 05 31420 5460 D MEDTRONIC INC COM 58505510 27764 517806 SH SHARED 06 517806 D MEDTRONIC INC COM 58505510 148999 2778800 SH SHARED 10 612502 1774400 391898 D MEDTRONIC INC COM 58505510 1121 20910 SH SHR/OTHR 10 20910 D MEDTRONIC INC COM 58505510 4740 88400 SH SHARED 14 88400 D MEDTRONIC INC COM 58505510 804 15000 SH SHARED 15 15000 D MEDTRONIC INC COM 58505510 3109 58000 SH SHARED 16 58000 D MEDTRONIC INC COM 58505510 37329 696180 SH SHARED 17 692880 3300 D MEDTRONIC INC COM 58505510 34 650 SH SHARED 19 650 D MELLON FINL CORP COM 58551A10 22234 695492 SH SHARED 601608 93884 D MELLON FINL CORP COM 58551A10 7568 236751 SH SHARED 01 160112 76639 D MELLON FINL CORP COM 58551A10 9439 295253 SH SHR/OTHR 01 295253 D MELLON FINL CORP COM 58551A10 3073 96134 SH SHARED 02 96134 D MELLON FINL CORP COM 58551A10 57 1800 SH SHARED 05 1800 D MELLON FINL CORP COM 58551A10 325 10171 SH SHARED 06 10171 D MELLON FINL CORP COM 58551A10 579 18120 SH SHARED 10 1600 16520 D MELLON FINL CORP COM 58551A10 345 10800 SH SHR/OTHR 10 10800 D MELLON FINL CORP COM 58551A10 118 3700 SH SHARED 14 3700 D MELLON FINL CORP COM 58551A10 13969 436966 SH SHARED 17 436966 D MENS WEARHOUSE INC NOTE 3.125%10/1 587118AC 22220 20000000 PRN SHARED 20000000 D MENS WEARHOUSE INC COM 58711810 6593 246950 SH SHARED 246950 D MENS WEARHOUSE INC COM 58711810 125 4700 SH SHARED 02 4700 D MENS WEARHOUSE INC COM 58711810 10 400 SH SHARED 10 400 D MENS WEARHOUSE INC COM 58711810 443 16600 SH SHARED 17 16600 D MENTOR CORP MINN COM 58718810 882 16039 SH SHARED 16039 D MENTOR CORP MINN COM 58718810 1495 27184 SH SHARED 02 27184 D MENTOR CORP MINN COM 58718810 242 4400 SH SHARED 10 1600 2800 D MENTOR CORP MINN COM 58718810 802 14592 SH SHARED 17 13092 1500 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 2676 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 16457 18450000 PRN SHARED 02 18450000 D MENTOR GRAPHICS CORP COM 58720010 1863 216692 SH SHARED 193592 23100 D MENTOR GRAPHICS CORP COM 58720010 1439 167400 SH SHARED 01 166075 1325 D MENTOR GRAPHICS CORP COM 58720010 29 3475 SH SHR/OTHR 01 3475 D MENTOR GRAPHICS CORP COM 58720010 232 27000 SH SHARED 02 27000 D MENTOR GRAPHICS CORP COM 58720010 172 20000 SH SHARED 05 20000 D MENTOR GRAPHICS CORP COM 58720010 8600 1000000 SH SHARED 10 739100 260900 D MENTOR GRAPHICS CORP COM 58720010 10010 1164000 SH SHARED 17 1164000 D MERCANTILE BANK CORP COM 58737610 47 1100 SH SHARED 1100 D MERCANTILE BANK CORP COM 58737610 102 2400 SH SHARED 10 2400 D MERCANTILE BANK CORP COM 58737610 220 5148 SH SHARED 17 3748 1400 D MERCANTILE BANKSHARES CORP COM 58740510 3802 70579 SH SHARED 41979 28600 D MERCANTILE BANKSHARES CORP COM 58740510 2101 39002 SH SHARED 02 39002 D MERCANTILE BANKSHARES CORP COM 58740510 70 1300 SH SHARED 06 1300 D MERCANTILE BANKSHARES CORP COM 58740510 5 100 SH SHARED 10 100 D MERCANTILE BANKSHARES CORP COM 58740510 926 17200 SH SHARED 17 17200 D MERCER INTL INC SH BEN INT 58805610 35 4300 SH SHARED 4300 D MERCK & CO INC COM 58933110 100 3700 SH SHARED 3700 D MERCK & CO INC COM 58933110 617594 22697325 SH SHARED 22099132 598193 D MERCK & CO INC COM 58933110 13249 486938 SH SHARED 01 418264 68674 D MERCK & CO INC COM 58933110 19695 723827 SH SHR/OTHR 01 723827 D MERCK & CO INC COM 58933110 50318 1849266 SH SHARED 02 1849266 D MERCK & CO INC COM 58933110 8229 302450 SH SHARED 04 302450 D MERCK & CO INC COM 58933110 65 2390 SH SHARED 05 2390 D MERCK & CO INC COM 58933110 2386 87706 SH SHARED 06 87706 D MERCK & CO INC COM 58933110 20365 748468 SH SHARED 10 255990 492478 D MERCK & CO INC COM 58933110 2888 106140 SH SHR/OTHR 10 106140 D MERCK & CO INC COM 58933110 2784 102338 SH SHARED 14 102338 D MERCK & CO INC COM 58933110 1360 50000 SH SHARED 16 50000 D MERCK & CO INC COM 58933110 113072 4155540 SH SHARED 17 4050210 105330 D MERCK & CO INC COM 58933110 821 30200 SH SHARED 19 30200 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 3769 3600000 PRN SHARED 3600000 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 3664 3500000 PRN SHARED 02 3500000 D MERCURY COMPUTER SYS COM 58937810 99 3800 SH SHARED 3200 600 D MERCURY COMPUTER SYS COM 58937810 376 14336 SH SHARED 02 14336 D MERCURY COMPUTER SYS COM 58937810 76 2900 SH SHARED 10 2900 D MERCURY COMPUTER SYS COM 58937810 270 10322 SH SHARED 17 8522 1800 D MERCURY GENL CORP NEW COM 58940010 1758 29308 SH SHARED 18408 10900 D MERCURY GENL CORP NEW COM 58940010 1061 17700 SH SHARED 02 17700 D MERCURY GENL CORP NEW COM 58940010 77 1300 SH SHARED 10 1300 D MERCURY GENL CORP NEW COM 58940010 89 1500 SH SHARED 17 1500 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 23069 23000000 PRN SHARED 23000000 D MERCURY INTERACTIVE CORP NOTE 4.750% 7/0 589405AB 2299 2293000 PRN SHARED 02 2293000 D MERCURY INTERACTIVE CORP NOTE 5/0 589405AD 919 936000 PRN SHARED 936000 D MERCURY INTERACTIVE CORP NOTE 5/0 589405AD 3437 3500000 PRN SHARED 02 3500000 D MERCURY INTERACTIVE CORP COM 58940510 17113 432148 SH SHARED 406618 25530 D MERCURY INTERACTIVE CORP COM 58940510 3505 88532 SH SHARED 02 88532 D MERCURY INTERACTIVE CORP COM 58940510 396 10000 SH SHARED 04 10000 D MERCURY INTERACTIVE CORP COM 58940510 39 1000 SH SHARED 06 1000 D MERCURY INTERACTIVE CORP COM 58940510 6644 167800 SH SHARED 10 166600 1200 D MERCURY INTERACTIVE CORP COM 58940510 1536 38790 SH SHARED 17 38790 D MEREDITH CORP COM 58943310 12179 244136 SH SHARED 228136 16000 D MEREDITH CORP COM 58943310 399 8000 SH SHARED 01 8000 D MEREDITH CORP COM 58943310 518 10392 SH SHARED 02 10392 D MEREDITH CORP COM 58943310 30 621 SH SHARED 06 621 D MEREDITH CORP COM 58943310 1165 23362 SH SHARED 17 23362 D MERIDIAN BIOSCIENCE INC COM 58958410 51 2500 SH SHARED 2500 D MERIDIAN BIOSCIENCE INC COM 58958410 9 450 SH SHARED 10 450 D MERIDIAN BIOSCIENCE INC COM 58958410 180 8700 SH SHARED 17 8700 D MERIDIAN RESOURCE CORP COM 58977Q10 394 94500 SH SHARED 91800 2700 D MERIDIAN RESOURCE CORP COM 58977Q10 866 207900 SH SHARED 10 207900 D MERIDIAN RESOURCE CORP COM 58977Q10 376 90200 SH SHARED 17 30300 59900 D MERISTAR HOSPITALITY CORP NOTE 9.500% 4/0 58984YAJ 5208 4000000 PRN SHARED 11 4000000 D MERISTAR HOSPITALITY CORP COM 58984Y10 18626 2040105 SH SHARED 2017205 22900 D MERISTAR HOSPITALITY CORP COM 58984Y10 290 31844 SH SHARED 17 31844 D MERIT MED SYS INC COM 58988910 69 3900 SH SHARED 3900 D MERIT MED SYS INC COM 58988910 197 11144 SH SHARED 17 11144 D MERIDIAN GOLD INC COM 58997510 30 1400 SH SHARED 900 500 D MERIDIAN GOLD INC COM 58997510 188 8600 SH SHARED 01 8600 D MERIDIAN GOLD INC COM 58997510 2489 113610 SH SHARED 02 113610 D MERIDIAN GOLD INC COM 58997510 8416 384150 SH SHARED 10 384150 D MERIDIAN GOLD INC COM 58997510 385 17600 SH SHARED 17 17600 D MERGE TECHNOLOGIES INC COM 58998110 49 2900 SH SHARED 2900 D MERGE TECHNOLOGIES INC COM 58998110 17 1000 SH SHARED 01 1000 D MERGE TECHNOLOGIES INC COM 58998110 20 1200 SH SHR/OTHR 01 1200 D MERGE TECHNOLOGIES INC COM 58998110 804 47100 SH SHARED 10 47100 D MERGE TECHNOLOGIES INC COM 58998110 104 6100 SH SHARED 17 6100 D MERITAGE HOMES CORP COM 59001A10 4469 58300 SH SHARED 57700 600 D MERITAGE HOMES CORP COM 59001A10 424 5536 SH SHARED 02 5536 D MERITAGE HOMES CORP COM 59001A10 79 1040 SH SHARED 10 1040 D MERITAGE HOMES CORP COM 59001A10 421 5500 SH SHARED 17 5500 D MERIX CORP COM 59004910 452 80845 SH SHARED 80845 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 84648 83315000 PRN SHARED 83315000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 1568 1544000 PRN SHARED 02 1544000 D MERRILL LYNCH & CO INC COM 59018810 114028 1858662 SH SHARED 1637158 221504 D MERRILL LYNCH & CO INC COM 59018810 30292 493763 SH SHARED 01 291021 202742 D MERRILL LYNCH & CO INC COM 59018810 5787 94332 SH SHR/OTHR 01 94332 D MERRILL LYNCH & CO INC COM 59018810 13044 212619 SH SHARED 02 212619 D MERRILL LYNCH & CO INC COM 59018810 7974 129979 SH SHARED 04 127700 2279 D MERRILL LYNCH & CO INC COM 59018810 30 500 SH SHARED 05 500 D MERRILL LYNCH & CO INC COM 59018810 1560 25428 SH SHARED 06 25428 D MERRILL LYNCH & CO INC COM 59018810 122335 1994060 SH SHARED 10 1495475 498585 D MERRILL LYNCH & CO INC COM 59018810 276 4500 SH SHR/OTHR 10 4500 D MERRILL LYNCH & CO INC COM 59018810 715 11656 SH SHARED 14 11656 D MERRILL LYNCH & CO INC COM 59018810 3153 51400 SH SHARED 15 51400 D MERRILL LYNCH & CO INC COM 59018810 28555 465456 SH SHARED 17 462256 3200 D MERRILL LYNCH & CO INC COM 59018810 30 500 SH SHARED 19 500 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 3666 9009000 PRN SHARED 9009000 D MESA AIR GROUP INC NOTE 2.115% 2/1 590479AD 1070 2500000 PRN SHARED 2500000 D MESA AIR GROUP INC COM 59047910 93 11300 SH SHARED 11300 D MESA AIR GROUP INC COM 59047910 5 663 SH SHARED 02 663 D MESA AIR GROUP INC COM 59047910 132 16000 SH SHARED 17 16000 D MESTEK INC COM 59082910 6 500 SH SHARED 500 D METAL MGMT INC COM NEW 59109720 400 15800 SH SHARED 15800 D METAL MGMT INC COM NEW 59109720 38 1500 SH SHARED 02 1500 D METAL MGMT INC COM NEW 59109720 1084 42800 SH SHARED 10 42800 D METAL MGMT INC COM NEW 59109720 5721 225700 SH SHARED 17 211000 14700 D METALLICA RES INC COM 59125J10 112 72500 SH SHARED 01 72500 D METALS USA INC COM NEW 59132420 21347 1043400 SH SHARED 1043400 D METALS USA INC COM NEW 59132420 12 600 SH SHARED 02 600 D METALS USA INC COM NEW 59132420 178 8700 SH SHARED 17 8700 D METHANEX CORP COM 59151K10 362 24400 SH SHARED 22800 1600 D METHANEX CORP COM 59151K10 153 10300 SH SHARED 01 10300 D METHANEX CORP COM 59151K10 19 1302 SH SHARED 02 1302 D METHANEX CORP COM 59151K10 5 400 SH SHARED 10 400 D METHANEX CORP COM 59151K10 855 57500 SH SHARED 14 57500 D METHODE ELECTRS INC COM 59152020 78 6800 SH SHARED 5400 1400 D METHODE ELECTRS INC COM 59152020 140 12228 SH SHARED 17 12228 D METLIFE INC COM 59156R10 56815 1140182 SH SHARED 978624 161558 D METLIFE INC COM 59156R10 19 400 SH SHR/OTHR 01 400 D METLIFE INC COM 59156R10 18180 364860 SH SHARED 02 364860 D METLIFE INC COM 59156R10 297 5972 SH SHARED 04 5972 D METLIFE INC COM 59156R10 22317 447870 SH SHARED 05 423110 24760 D METLIFE INC COM 59156R10 2352 47210 SH SHARED 06 47210 D METLIFE INC COM 59156R10 97215 1950940 SH SHARED 10 133540 1539900 277500 D METLIFE INC COM 59156R10 84 1700 SH SHARED 14 1700 D METLIFE INC COM 59156R10 18184 364928 SH SHARED 17 321228 43700 D METRIS COS INC COM 59159810 12751 871604 SH SHARED 871404 200 D METRIS COS INC COM 59159810 62 4300 SH SHARED 02 4300 D METRIS COS INC COM 59159810 5831 398628 SH SHARED 17 398628 D METROLOGIC INSTRS INC COM 59167610 30 1700 SH SHARED 1700 D METROLOGIC INSTRS INC COM 59167610 116 6400 SH SHARED 17 6400 D METSO CORP SPONSORED ADR 59267110 190 7470 SH SHARED 7470 D METTLER TOLEDO INTERNATIONAL COM 59268810 66 1300 SH SHARED 300 1000 D METTLER TOLEDO INTERNATIONAL COM 59268810 249 4900 SH SHARED 02 4900 D METTLER TOLEDO INTERNATIONAL COM 59268810 16 316 SH SHARED 04 316 D METTLER TOLEDO INTERNATIONAL COM 59268810 7539 147900 SH SHARED 17 147900 D MEXICO EQUITY & INCOME FD COM 59283410 5906 287154 SH SHARED 287154 D MEXICO FD INC COM 59283510 607 21355 SH SHARED 21355 D MEXICO FD INC COM 59283510 38 1370 SH SHR/OTHR 10 1370 D MICHAELS STORES INC COM 59408710 16348 494523 SH SHARED 441423 53100 D MICHAELS STORES INC COM 59408710 1969 59580 SH SHARED 02 59500 80 D MICHAELS STORES INC COM 59408710 92 2806 SH SHARED 06 2806 D MICHAELS STORES INC COM 59408710 11276 341100 SH SHARED 10 31800 309300 D MICHAELS STORES INC COM 59408710 614 18596 SH SHARED 17 18596 D MICREL INC COM 59479310 492 43812 SH SHARED 16912 26900 D MICREL INC COM 59479310 30 2675 SH SHR/OTHR 01 2675 D MICREL INC COM 59479310 368 32842 SH SHARED 02 32842 D MICREL INC COM 59479310 2092 186300 SH SHARED 10 186300 D MICREL INC COM 59479310 2298 204700 SH SHARED 17 27100 177600 D MICROS SYS INC COM 59490110 420 9600 SH SHARED 8200 1400 D MICROS SYS INC COM 59490110 175 4000 SH SHARED 10 1600 2400 D MICROS SYS INC COM 59490110 768 17566 SH SHARED 17 16066 1500 D MICROSOFT CORP COM 59491810 5222 202980 SH SHARED 202980 D MICROSOFT CORP COM 59491810 682363 26520133 SH SHARED 25220909 1299224 D MICROSOFT CORP COM 59491810 71803 2790645 SH SHARED 01 1429945 1360700 D MICROSOFT CORP COM 59491810 27641 1074276 SH SHR/OTHR 01 1074276 D MICROSOFT CORP COM 59491810 99419 3863935 SH SHARED 02 3863935 D MICROSOFT CORP COM 59491810 330170 12832134 SH SHARED 04 12801692 30442 D MICROSOFT CORP COM 59491810 8416 327098 SH SHARED 05 100800 226298 D MICROSOFT CORP COM 59491810 31456 1222556 SH SHARED 06 1222556 D MICROSOFT CORP COM 59491810 594144 23091494 SH SHARED 10 11986386 6623350 4481758 D MICROSOFT CORP COM 59491810 3352 130290 SH SHR/OTHR 10 130290 D MICROSOFT CORP COM 59491810 14457 561903 SH SHARED 14 561903 D MICROSOFT CORP COM 59491810 8373 325420 SH SHARED 15 325420 D MICROSOFT CORP COM 59491810 5634 219000 SH SHARED 16 219000 D MICROSOFT CORP COM 59491810 119515 4644967 SH SHARED 17 4514567 130400 D MICROSOFT CORP COM 59491810 29513 1147028 SH SHARED 18 1147028 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 53 SH SHARED 53 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 202 SH SHARED 10 202 D MICROSTRATEGY INC CL A NEW 59497240 275 3913 SH SHARED 2513 1400 D MICROSTRATEGY INC CL A NEW 59497240 499 7105 SH SHARED 02 7105 D MICROSTRATEGY INC CL A NEW 59497240 94 1346 SH SHARED 10 46 1300 D MICROSTRATEGY INC CL A NEW 59497240 808 11500 SH SHARED 17 10800 700 D MICRO THERAPEUTICS INC COM 59500W10 8 1500 SH SHARED 1500 D MICROCHIP TECHNOLOGY INC COM 59501710 20698 687209 SH SHARED 609354 77855 D MICROCHIP TECHNOLOGY INC COM 59501710 2762 91700 SH SHARED 02 91700 D MICROCHIP TECHNOLOGY INC COM 59501710 111 3700 SH SHARED 06 3700 D MICROCHIP TECHNOLOGY INC COM 59501710 72 2400 SH SHARED 10 2400 D MICROCHIP TECHNOLOGY INC COM 59501710 168 5610 SH SHARED 14 5610 D MICROMUSE INC COM 59509410 1679 213170 SH SHARED 211070 2100 D MICROMUSE INC COM 59509410 12 1624 SH SHARED 02 1624 D MICROMUSE INC COM 59509410 8129 1031600 SH SHARED 17 1031600 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 228158194674730 PRN SHARED 194674730 D MICRON TECHNOLOGY INC NOTE 2.500% 2/0 595112AG 5330 4548000 PRN SHARED 02 4548000 D MICRON TECHNOLOGY INC COM 59511210 19327 1453164 SH SHARED 1341991 111173 D MICRON TECHNOLOGY INC COM 59511210 66 5000 SH SHARED 01 5000 D MICRON TECHNOLOGY INC COM 59511210 9828 738964 SH SHARED 02 738964 D MICRON TECHNOLOGY INC COM 59511210 1064 80000 SH SHARED 04 80000 D MICRON TECHNOLOGY INC COM 59511210 7 550 SH SHARED 05 550 D MICRON TECHNOLOGY INC COM 59511210 8032 603930 SH SHARED 06 603930 D MICRON TECHNOLOGY INC COM 59511210 23818 1790900 SH SHARED 10 1772500 18400 D MICRON TECHNOLOGY INC COM 59511210 51 3900 SH SHARED 14 3900 D MICRON TECHNOLOGY INC COM 59511210 6287 472759 SH SHARED 17 380559 92200 D MICROSEMI CORP COM 59513710 237 9300 SH SHARED 9300 D MICROSEMI CORP COM 59513710 140 5484 SH SHR/OTHR 01 5484 D MICROSEMI CORP COM 59513710 585 22926 SH SHARED 02 22926 D MICROSEMI CORP COM 59513710 189 7400 SH SHARED 10 3100 4300 D MICROSEMI CORP COM 59513710 663 25988 SH SHARED 17 23388 2600 D MICROTUNE INC DEL COM 59514P10 47 7647 SH SHARED 7647 D MICROTUNE INC DEL COM 59514P10 172 27650 SH SHARED 01 27650 D MICROTUNE INC DEL COM 59514P10 1173 188430 SH SHR/OTHR 01 188430 D MICROTUNE INC DEL COM 59514P10 150 24100 SH SHARED 17 24100 D MID-AMER APT CMNTYS INC COM 59522J10 139 3000 SH SHARED 3000 D MID-AMER APT CMNTYS INC COM 59522J10 93 2000 SH SHARED 02 2000 D MID-AMER APT CMNTYS INC COM 59522J10 306 6600 SH SHARED 10 6600 D MID-AMER APT CMNTYS INC COM 59522J10 688 14800 SH SHARED 11 14800 D MID-AMER APT CMNTYS INC COM 59522J10 841 18100 SH SHARED 17 8100 10000 D MID-STATE BANCSHARES COM 59544010 96 3500 SH SHARED 3500 D MID-STATE BANCSHARES COM 59544010 79 2900 SH SHARED 10 2900 D MID-STATE BANCSHARES COM 59544010 316 11500 SH SHARED 17 9600 1900 D MIDAS GROUP INC COM 59562610 47 2400 SH SHARED 2400 D MIDAS GROUP INC COM 59562610 54 2747 SH SHARED 02 2747 D MIDCAP SPDR TR UNIT SER 1 59563510 510 3897 SH SHARED 01 3897 D MIDCAP SPDR TR UNIT SER 1 59563510 1104 8440 SH SHR/OTHR 01 8440 D MIDCAP SPDR TR UNIT SER 1 59563510 7981 60962 SH SHARED 02 60962 D MIDCAP SPDR TR UNIT SER 1 59563510 5319 40630 SH SHARED 10 3170 37460 D MIDCAP SPDR TR UNIT SER 1 59563510 157 1200 SH SHR/OTHR 10 1200 D MIDDLEBY CORP COM 59627810 58 800 SH SHARED 800 D MIDDLEBY CORP COM 59627810 94 1300 SH SHARED 02 1300 D MIDDLEBY CORP COM 59627810 1145 15800 SH SHARED 17 2300 13500 D MIDDLESEX WATER CO COM 59668010 42 1900 SH SHARED 1700 200 D MIDDLESEX WATER CO COM 59668010 155 6934 SH SHARED 01 6934 D MIDDLESEX WATER CO COM 59668010 56 2533 SH SHARED 17 2533 D MIDLAND CO COM 59748610 54 1500 SH SHARED 1500 D MIDLAND CO COM 59748610 1504 41760 SH SHARED 10 1560 40200 D MIDLAND CO COM 59748610 270 7500 SH SHARED 17 3100 4400 D MIDWAY GAMES INC COM 59814810 308 20300 SH SHARED 20300 D MIDWAY GAMES INC COM 59814810 7 500 SH SHARED 10 500 D MIDWAY GAMES INC COM 59814810 152 10059 SH SHARED 17 10059 D MIDWEST BANC HOLDINGS INC COM 59825110 43 1900 SH SHARED 1900 D MIDWEST BANC HOLDINGS INC COM 59825110 117 5100 SH SHARED 17 5100 D MIKOHN GAMING CORP COM 59862K10 50 3800 SH SHARED 3800 D MIKOHN GAMING CORP COM 59862K10 136 10300 SH SHARED 17 10300 D MILACRON INC COM 59870910 0 1 SH SHARED 1 D MILLENNIUM PHARMACEUTICALS I COM 59990210 9298 996609 SH SHARED 878268 118341 D MILLENNIUM PHARMACEUTICALS I COM 59990210 153 16400 SH SHARED 01 16400 D MILLENNIUM PHARMACEUTICALS I COM 59990210 27 3000 SH SHR/OTHR 01 3000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1803 193336 SH SHARED 02 193336 D MILLENNIUM PHARMACEUTICALS I COM 59990210 30 3300 SH SHARED 06 3300 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1538 164900 SH SHARED 10 161700 3200 D MILLENNIUM PHARMACEUTICALS I COM 59990210 22 2443 SH SHARED 14 2443 D MILLENNIUM PHARMACEUTICALS I COM 59990210 279 30000 SH SHARED 17 30000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 32 3500 SH SHARED 19 3500 D MILLEA HOLDINGS INC ADR 60032R10 13 167 SH SHARED 01 167 D MILLEA HOLDINGS INC ADR 60032R10 14 180 SH SHARED 10 180 D MILLER HERMAN INC COM 60054410 10537 347785 SH SHARED 321985 25800 D MILLER HERMAN INC COM 60054410 944 31175 SH SHARED 02 31175 D MILLER HERMAN INC COM 60054410 490 16200 SH SHARED 17 16200 D MILLIPORE CORP COM 60107310 5243 83375 SH SHARED 70739 12636 D MILLIPORE CORP COM 60107310 686 10914 SH SHARED 02 10914 D MILLIPORE CORP COM 60107310 11426 181696 SH SHARED 17 181696 D MILLS CORP COM 60114810 6364 115550 SH SHARED 114850 700 D MILLS CORP COM 60114810 302 5500 SH SHARED 02 5500 D MILLS CORP COM 60114810 413 7500 SH SHARED 04 7500 D MILLS CORP COM 60114810 286 5200 SH SHARED 10 5200 D MILLS CORP COM 60114810 244511 4439200 SH SHARED 11 4439200 D MINDSPEED TECHNOLOGIES INC COM 60268210 33 13723 SH SHARED 10191 3532 D MINE SAFETY APPLIANCES CO COM 60272010 170 4400 SH SHARED 4400 D MINE SAFETY APPLIANCES CO COM 60272010 21 550 SH SHR/OTHR 01 550 D MINE SAFETY APPLIANCES CO COM 60272010 96 2500 SH SHARED 02 2500 D MINE SAFETY APPLIANCES CO COM 60272010 47 1230 SH SHARED 10 1230 D MINE SAFETY APPLIANCES CO COM 60272010 522 13500 SH SHARED 17 12500 1000 D MINEFINDERS LTD COM 60290010 78 16000 SH SHARED 01 16000 D MINERALS TECHNOLOGIES INC COM 60315810 656 11473 SH SHARED 5473 6000 D MINERALS TECHNOLOGIES INC COM 60315810 411 7200 SH SHARED 02 7200 D MINERALS TECHNOLOGIES INC COM 60315810 114 2010 SH SHARED 10 710 1300 D MINERALS TECHNOLOGIES INC COM 60315810 610 10668 SH SHARED 17 10668 D MIPS TECHNOLOGIES INC COM 60456710 43 6400 SH SHARED 6400 D MIPS TECHNOLOGIES INC COM 60456710 24 3600 SH SHARED 10 3600 D MIPS TECHNOLOGIES INC COM 60456710 128 18800 SH SHARED 17 18800 D MIRAMAR MINING CORP COM 60466E10 72 46600 SH SHARED 46600 D MIRAMAR MINING CORP COM 60466E10 7 5000 SH SHARED 01 5000 D MISSION WEST PPTYS INC COM 60520310 4 400 SH SHARED 02 400 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 55 4251 SH SHARED 4251 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 15 1200 SH SHARED 01 1200 D MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 60681610 1134 87100 SH SHARED 10 87100 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 2100 72940 SH SHARED 72940 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 1 35 SH SHARED 01 35 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 1262 43845 SH SHARED 02 43845 D MOBILE MINI INC COM 60740F10 95 2200 SH SHARED 2100 100 D MOBILE MINI INC COM 60740F10 13 300 SH SHARED 02 300 D MOBILE MINI INC COM 60740F10 289 6674 SH SHARED 17 6674 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 136322 3351082 SH SHARED 3341082 10000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4068 100004 SH SHARED 04 100004 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2131 52400 SH SHARED 05 52400 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 7688 189000 SH SHARED 06 189000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 14718 361800 SH SHARED 10 361800 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 890 21900 SH SHARED 14 21900 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1130 27800 SH SHARED 17 27800 D MOBILITY ELECTRONICS INC COM 60741U10 42 4000 SH SHARED 4000 D MOBILITY ELECTRONICS INC COM 60741U10 132 12400 SH SHARED 17 12400 D MODINE MFG CO COM 60782810 835 22777 SH SHARED 9077 13700 D MODINE MFG CO COM 60782810 528 14400 SH SHARED 02 14400 D MODINE MFG CO COM 60782810 3202 87300 SH SHARED 10 87300 D MODINE MFG CO COM 60782810 2212 60306 SH SHARED 17 14506 45800 D MOHAWK INDS INC COM 60819010 2015 25114 SH SHARED 6414 18700 D MOHAWK INDS INC COM 60819010 2357 29383 SH SHARED 02 29383 D MOHAWK INDS INC COM 60819010 82 1029 SH SHARED 06 1029 D MOHAWK INDS INC COM 60819010 8 100 SH SHARED 10 100 D MOHAWK INDS INC COM 60819010 104 1300 SH SHARED 17 1300 D MOLECULAR DEVICES CORP COM 60851C10 713 34177 SH SHARED 34177 D MOLECULAR DEVICES CORP COM 60851C10 169 8100 SH SHARED 17 8100 D MOLINA HEALTHCARE INC COM 60855R10 39 1600 SH SHARED 1600 D MOLINA HEALTHCARE INC COM 60855R10 3448 138000 SH SHARED 04 138000 D MOLINA HEALTHCARE INC COM 60855R10 322 12900 SH SHARED 10 12900 D MOLINA HEALTHCARE INC COM 60855R10 24 1000 SH SHARED 14 1000 D MOLINA HEALTHCARE INC COM 60855R10 1012 40500 SH SHARED 17 6500 34000 D MOLEX INC COM 60855410 12540 470039 SH SHARED 435739 34300 D MOLEX INC COM 60855410 40 1525 SH SHARED 01 1525 D MOLEX INC COM 60855410 1066 39989 SH SHARED 02 39989 D MOLEX INC COM 60855410 40 1525 SH SHARED 10 1525 D MOLEX INC COM 60855410 1598 59903 SH SHARED 17 59903 D MOLEX INC CL A 60855420 5683 221048 SH SHARED 221048 D MOLEX INC CL A 60855420 21 823 SH SHR/OTHR 01 823 D MOLEX INC CL A 60855420 1002 39000 SH SHARED 10 39000 D MOLEX INC CL A 60855420 94 3671 SH SHARED 14 3671 D MOLEX INC CL A 60855420 21681 843300 SH SHARED 17 843300 D MOLSON COORS BREWING CO CL B 60871R20 11986 187260 SH SHARED 168260 19000 D MOLSON COORS BREWING CO CL B 60871R20 118 1850 SH SHARED 01 1850 D MOLSON COORS BREWING CO CL B 60871R20 1829 28588 SH SHARED 02 28588 D MOLSON COORS BREWING CO CL B 60871R20 4333 67700 SH SHARED 10 67700 D MOLSON COORS BREWING CO CL B 60871R20 1834 28664 SH SHARED 17 28664 D MOMENTA PHARMACEUTICALS INC COM 60877T10 1659 60900 SH SHARED 51400 9500 D MOMENTA PHARMACEUTICALS INC COM 60877T10 70 2590 SH SHARED 02 740 1850 D MOMENTA PHARMACEUTICALS INC COM 60877T10 10 400 SH SHARED 10 400 D MOMENTA PHARMACEUTICALS INC COM 60877T10 117 4300 SH SHARED 17 4300 D MONACO COACH CORP COM 60886R10 392 26600 SH SHARED 11600 15000 D MONACO COACH CORP COM 60886R10 59 4064 SH SHARED 02 4064 D MONACO COACH CORP COM 60886R10 185 12607 SH SHARED 10 2107 10500 D MONACO COACH CORP COM 60886R10 155 10575 SH SHARED 17 10575 D MONARCH CASINO & RESORT INC COM 60902710 22 1300 SH SHARED 1300 D MONARCH CASINO & RESORT INC COM 60902710 83 4900 SH SHARED 17 4900 D MONEYGRAM INTL INC COM 60935Y10 2091 96343 SH SHARED 61343 35000 D MONEYGRAM INTL INC COM 60935Y10 631 29100 SH SHARED 02 29100 D MONEYGRAM INTL INC COM 60935Y10 238 11000 SH SHARED 10 6100 4900 D MONEYGRAM INTL INC COM 60935Y10 931 42900 SH SHARED 17 39700 3200 D MONOGRAM BIOSCIENCES INC COM 60975U10 22548 9595223 SH SHARED 9595223 D MONOGRAM BIOSCIENCES INC COM 60975U10 96 41100 SH SHARED 17 41100 D MONOLITHIC PWR SYS INC COM 60983910 463 54607 SH SHARED 54607 D MONOLITHIC PWR SYS INC COM 60983910 21 2500 SH SHARED 04 2500 D MONOLITHIC SYS TECHNOLOGY IN COM 60984210 521 95311 SH SHARED 95311 D MONRO MUFFLER BRAKE INC COM 61023610 43 1650 SH SHARED 1500 150 D MONRO MUFFLER BRAKE INC COM 61023610 98 3750 SH SHARED 17 3750 D MONSANTO CO NEW COM 61166W10 92057 1467057 SH SHARED 1395072 71985 D MONSANTO CO NEW COM 61166W10 41995 669249 SH SHARED 01 454674 214575 D MONSANTO CO NEW COM 61166W10 11346 180826 SH SHR/OTHR 01 180826 D MONSANTO CO NEW COM 61166W10 4077 64985 SH SHARED 02 64985 D MONSANTO CO NEW COM 61166W10 2535 40400 SH SHARED 04 40400 D MONSANTO CO NEW COM 61166W10 6467 103068 SH SHARED 05 37838 65230 D MONSANTO CO NEW COM 61166W10 1070 17059 SH SHARED 06 17059 D MONSANTO CO NEW COM 61166W10 42083 670647 SH SHARED 10 497581 173066 D MONSANTO CO NEW COM 61166W10 1336 21300 SH SHR/OTHR 10 21300 D MONSANTO CO NEW COM 61166W10 238 3800 SH SHARED 14 3800 D MONSANTO CO NEW COM 61166W10 2222 35415 SH SHARED 15 35415 D MONSANTO CO NEW COM 61166W10 482039 7681900 SH SHARED 17 7652900 29000 D MONSANTO CO NEW COM 61166W10 7827 124737 SH SHARED 19 124737 D MONSTER WORLDWIDE INC COM 61174210 7023 228711 SH SHARED 202811 25900 D MONSTER WORLDWIDE INC COM 61174210 1247 40636 SH SHARED 02 40636 D MONSTER WORLDWIDE INC COM 61174210 3209 104500 SH SHARED 04 104500 D MONSTER WORLDWIDE INC COM 61174210 21 700 SH SHARED 10 700 D MONSTER WORLDWIDE INC COM 61174210 3652 118934 SH SHARED 17 118934 D MONTGOMERY STR INCOME SECS I COM 61411510 576 32800 SH SHARED 01 32800 D MONTGOMERY STR INCOME SECS I COM 61411510 105 6000 SH SHR/OTHR 01 6000 D MONTGOMERY STR INCOME SECS I COM 61411510 1714 97578 SH SHARED 10 32800 64778 D MONTGOMERY STR INCOME SECS I COM 61411510 149 8500 SH SHR/OTHR 10 8500 D MOODYS CORP COM 61536910 58873 1152580 SH SHARED 1077391 75189 D MOODYS CORP COM 61536910 4515 88396 SH SHARED 01 85300 3096 D MOODYS CORP COM 61536910 6301 123370 SH SHR/OTHR 01 123370 D MOODYS CORP COM 61536910 3381 66204 SH SHARED 02 66204 D MOODYS CORP COM 61536910 3064 60000 SH SHARED 04 60000 D MOODYS CORP COM 61536910 10 200 SH SHARED 05 200 D MOODYS CORP COM 61536910 2293 44900 SH SHARED 06 44900 D MOODYS CORP COM 61536910 1432 28050 SH SHARED 10 2150 25900 D MOODYS CORP COM 61536910 817 16000 SH SHR/OTHR 10 16000 D MOODYS CORP COM 61536910 10535 206252 SH SHARED 17 205052 1200 D MOOG INC CL A 61539420 156 5300 SH SHARED 5300 D MOOG INC CL A 61539420 52 1779 SH SHARED 02 1779 D MOOG INC CL A 61539420 4963 168125 SH SHARED 10 575 167550 D MOOG INC CL A 61539420 512 17375 SH SHARED 17 17375 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 85 8213 SH SHARED 8213 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 236 22800 SH SHR/OTHR 01 22800 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 1 308 SH SHARED 308 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 2574 174900 SH SHARED 174900 D MORGAN STANLEY COM NEW 61744644 445200 8253625 SH SHARED 7966959 286666 D MORGAN STANLEY COM NEW 61744644 1550 28738 SH SHARED 01 15693 13045 D MORGAN STANLEY COM NEW 61744644 2651 49161 SH SHR/OTHR 01 49161 D MORGAN STANLEY COM NEW 61744644 13259 245816 SH SHARED 02 245816 D MORGAN STANLEY COM NEW 61744644 120127 2227050 SH SHARED 04 2227050 D MORGAN STANLEY COM NEW 61744644 498 9240 SH SHARED 05 9240 D MORGAN STANLEY COM NEW 61744644 15746 291932 SH SHARED 06 291932 D MORGAN STANLEY COM NEW 61744644 9694 179720 SH SHARED 10 146500 33220 D MORGAN STANLEY COM NEW 61744644 2873 53279 SH SHARED 14 53279 D MORGAN STANLEY COM NEW 61744644 2427 45010 SH SHARED 15 45010 D MORGAN STANLEY COM NEW 61744644 47246 875914 SH SHARED 17 798214 77700 D MORGAN STANLEY COM NEW 61744644 356 6600 SH SHARED 19 6600 D MORGAN STANLEY INDIA INVS FD COM 61745C10 656 15250 SH SHARED 15250 D MORGAN STANLEY MUN INCM OPPTN 61745P45 1 157 SH SHARED 157 D MORGAN STANLEY CA INSD MUN TR 61745P50 0 42 SH SHARED 42 D MORGAN STANLEY QULTY MUN SECS 61745P58 0 21 SH SHARED 21 D MORGAN STANLEY QLT MUN INV TR 61745P66 0 42 SH SHARED 42 D MORNINGSTAR INC COM 61770010 38 1200 SH SHARED 1200 D MORNINGSTAR INC COM 61770010 131 4100 SH SHARED 17 4100 D MORTGAGEIT HLDGS INC COM 61915Q10 51 3600 SH SHARED 3600 D MORTGAGEIT HLDGS INC COM 61915Q10 78 5500 SH SHARED 02 5500 D MORTGAGEIT HLDGS INC COM 61915Q10 1181 83100 SH SHARED 17 83100 D MOSAIC CO COM 61945A10 3729 232800 SH SHARED 232800 D MOSAIC CO COM 61945A10 600 37500 SH SHARED 02 37500 D MOSAIC CO COM 61945A10 16 1000 SH SHARED 10 1000 D MOSAIC CO COM 61945A10 1062 66310 SH SHARED 17 66310 D MOSAIC CO PFD CV 7.5% 61945A20 23913 239133 SH SHARED 239133 D MOSAIC CO PFD CV 7.5% 61945A20 550 5500 SH SHARED 02 5500 D MOTIVE INC COM 61980V10 20 3200 SH SHARED 3200 D MOTIVE INC COM 61980V10 1415 223200 SH SHARED 17 223200 D MOTOROLA INC COM 62007610 310205 14081061 SH SHARED 13372499 708562 D MOTOROLA INC COM 62007610 7336 333005 SH SHARED 01 300645 32360 D MOTOROLA INC COM 62007610 3049 138410 SH SHR/OTHR 01 138410 D MOTOROLA INC COM 62007610 23054 1046516 SH SHARED 02 1046516 D MOTOROLA INC COM 62007610 40643 1844920 SH SHARED 04 1844920 D MOTOROLA INC COM 62007610 19628 890980 SH SHARED 05 590930 300050 D MOTOROLA INC COM 62007610 18109 822029 SH SHARED 06 822029 D MOTOROLA INC COM 62007610 208277 9454271 SH SHARED 10 2709441 6551230 193600 D MOTOROLA INC COM 62007610 1256 57020 SH SHARED 14 57020 D MOTOROLA INC COM 62007610 28098 1275466 SH SHARED 17 1267366 8100 D MOTOROLA INC COM EX-DISTR 62007612 0 650 SH SHARED 02 650 D MOVADO GROUP INC COM 62458010 87 4700 SH SHARED 2900 1800 D MOVADO GROUP INC COM 62458010 245 13100 SH SHARED 05 13100 D MOVADO GROUP INC COM 62458010 2514 134300 SH SHARED 17 134300 D MOVIE GALLERY INC COM 62458110 3469 333900 SH SHARED 333900 D MOVIE GALLERY INC COM 62458110 303 29180 SH SHARED 02 29180 D MOVIE GALLERY INC COM 62458110 2140 206000 SH SHARED 10 206000 D MOVIE GALLERY INC COM 62458110 418 40325 SH SHARED 17 12125 28200 D MUELLER INDS INC COM 62475610 152 5500 SH SHARED 5500 D MUELLER INDS INC COM 62475610 108 3900 SH SHARED 02 3900 D MUELLER INDS INC COM 62475610 2540 91500 SH SHARED 10 91500 D MUELLER INDS INC COM 62475610 4645 167300 SH SHARED 17 14000 153300 D MULTI FINELINE ELECTRONIX IN COM 62541B10 61 2100 SH SHARED 1200 900 D MULTI FINELINE ELECTRONIX IN COM 62541B10 70 2400 SH SHARED 17 2400 D MULTIMEDIA GAMES INC COM 62545310 689 71000 SH SHARED 71000 D MULTIMEDIA GAMES INC COM 62545310 1 191 SH SHARED 02 191 D MULTIMEDIA GAMES INC COM 62545310 2421 249400 SH SHARED 10 249400 D MULTIMEDIA GAMES INC COM 62545310 403 41600 SH SHARED 17 12500 29100 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS CALIF INSD FD I COM 62593310 46 3000 SH SHR/OTHR 01 3000 D MUNIASSETS FD INC COM 62618Q10 0 63 SH SHARED 63 D MUNI INTER DURATION FD INC COM 62618U10 10 732 SH SHARED 732 D MUNIHOLDINGS FLA INSD FD COM 62624W10 0 67 SH SHARED 67 D MUNIHOLDINGS INSD FD II INC COM 62625A10 0 41 SH SHARED 41 D MUNIYIELD CALIF INS FD COM 62629L10 66 4562 SH SHARED 4562 D MUNIYIELD CALIF INS FD COM 62629L10 29 2000 SH SHR/OTHR 01 2000 D MUNIYIELD CALIF FD INC COM 62629610 125 9191 SH SHARED 01 9191 D MUNIYIELD FD INC COM 62629910 1 84 SH SHARED 84 D MUNIYIELD QUALITY FD II COM 62630T10 0 63 SH SHARED 63 D MUNIYIELD N Y INSD FD INC COM 62630110 3 250 SH SHARED 250 D MUNIYIELD N Y INSD FD INC COM 62630110 410 30043 SH SHR/OTHR 01 30043 D MURPHY OIL CORP COM 62671710 80577 1615751 SH SHARED 1595151 20600 D MURPHY OIL CORP COM 62671710 17414 349200 SH SHARED 01 79200 270000 D MURPHY OIL CORP COM 62671710 28585 573200 SH SHR/OTHR 01 573200 D MURPHY OIL CORP COM 62671710 1931 38722 SH SHARED 02 38722 D MURPHY OIL CORP COM 62671710 19 400 SH SHARED 10 400 D MURPHY OIL CORP COM 62671710 3472 69625 SH SHARED 17 69625 D MYERS INDS INC COM 62846410 45 3900 SH SHARED 3900 D MYERS INDS INC COM 62846410 21 1834 SH SHR/OTHR 01 1834 D MYERS INDS INC COM 62846410 12 1115 SH SHARED 02 1115 D MYERS INDS INC COM 62846410 806 69307 SH SHARED 10 69307 D MYERS INDS INC COM 62846410 94 8159 SH SHARED 17 8159 D MYLAN LABS INC COM 62853010 39798 2066388 SH SHARED 2021588 44800 D MYLAN LABS INC COM 62853010 8 450 SH SHR/OTHR 01 450 D MYLAN LABS INC COM 62853010 1698 88178 SH SHARED 02 88178 D MYLAN LABS INC COM 62853010 487 25300 SH SHARED 10 24700 600 D MYLAN LABS INC COM 62853010 2190 113736 SH SHARED 17 113736 D MYRIAD GENETICS INC COM 62855J10 647 29642 SH SHARED 29642 D MYRIAD GENETICS INC COM 62855J10 8 400 SH SHR/OTHR 01 400 D MYRIAD GENETICS INC COM 62855J10 169 7744 SH SHARED 02 7744 D MYRIAD GENETICS INC COM 62855J10 271 12400 SH SHARED 17 12400 D MYOGEN INC COM 62856E10 284 12100 SH SHARED 2900 9200 D MYOGEN INC COM 62856E10 9964 424000 SH SHARED 04 424000 D MYOGEN INC COM 62856E10 1595 67900 SH SHARED 10 67500 400 D MYOGEN INC COM 62856E10 164 7000 SH SHARED 14 7000 D NBC CAP CORP COM 62872910 32 1289 SH SHARED 1289 D NBC CAP CORP COM 62872910 30 1233 SH SHARED 17 1233 D NBT BANCORP INC COM 62877810 117 5000 SH SHARED 4900 100 D NBT BANCORP INC COM 62877810 68 2900 SH SHARED 10 2900 D NBT BANCORP INC COM 62877810 403 17097 SH SHARED 17 15097 2000 D NBTY INC COM 62878210 824 35100 SH SHARED 35100 D NBTY INC COM 62878210 17 750 SH SHARED 01 750 D NBTY INC COM 62878210 107 4557 SH SHARED 02 4557 D NBTY INC COM 62878210 119 5080 SH SHARED 10 1780 3300 D NBTY INC COM 62878210 681 29000 SH SHARED 17 26900 2100 D NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG 5019 4365000 PRN SHARED 4365000 D NCI BUILDING SYS INC COM 62885210 126 3100 SH SHARED 3100 D NCI BUILDING SYS INC COM 62885210 5763 141300 SH SHARED 17 141300 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 5636 5676000 PRN SHARED 5676000 D NCO GROUP INC NOTE 4.750% 4/1 628858AB 993 1000000 PRN SHARED 02 1000000 D NCO GROUP INC COM 62885810 101 4900 SH SHARED 4900 D NCO GROUP INC COM 62885810 6 328 SH SHARED 02 328 D NCO GROUP INC COM 62885810 1521 73700 SH SHARED 10 73700 D NCO GROUP INC COM 62885810 305 14811 SH SHARED 17 12511 2300 D NCR CORP NEW COM 62886E10 34244 1073162 SH SHARED 1037770 35392 D NCR CORP NEW COM 62886E10 209 6550 SH SHARED 01 4375 2175 D NCR CORP NEW COM 62886E10 26 836 SH SHR/OTHR 01 836 D NCR CORP NEW COM 62886E10 785 24604 SH SHARED 02 24604 D NCR CORP NEW COM 62886E10 2854 89460 SH SHARED 10 89160 300 D NCR CORP NEW COM 62886E10 28508 893397 SH SHARED 17 893397 D NS GROUP INC COM 62891610 125 3200 SH SHARED 3200 D NS GROUP INC COM 62891610 51 1300 SH SHARED 02 1300 D NS GROUP INC COM 62891610 294 7500 SH SHARED 05 7500 D NS GROUP INC COM 62891610 1907 48600 SH SHARED 10 48600 D NS GROUP INC COM 62891610 14866 378776 SH SHARED 17 321876 56900 D NASB FINL INC COM 62896810 20 500 SH SHARED 500 D NEC CORP ADR 62905020 340 62800 SH SHARED 62800 D NGP CAP RES CO COM 62912R10 40 2700 SH SHARED 2700 D NGP CAP RES CO COM 62912R10 1391 92397 SH SHARED 17 92397 D NII HLDGS INC NOTE 3.500% 9/1 62913FAD 7394 2300000 PRN SHARED 02 2300000 D NII HLDGS INC CL B NEW 62913F20 22480 266200 SH SHARED 264600 1600 D NII HLDGS INC CL B NEW 62913F20 714 8460 SH SHARED 02 8460 D NII HLDGS INC CL B NEW 62913F20 84 1000 SH SHARED 06 1000 D NII HLDGS INC CL B NEW 62913F20 304 3600 SH SHARED 10 3600 D NII HLDGS INC CL B NEW 62913F20 19180 227119 SH SHARED 17 227119 D NIC INC COM 62914B10 34 5200 SH SHARED 5200 D NIC INC COM 62914B10 0 100 SH SHARED 02 100 D NIC INC COM 62914B10 89 13700 SH SHARED 17 13700 D NL INDS INC COM NEW 62915640 22 1200 SH SHARED 1200 D NL INDS INC COM NEW 62915640 43 2300 SH SHARED 17 2300 D NN INC COM 62933710 29 2500 SH SHARED 2500 D NN INC COM 62933710 6 500 SH SHARED 02 500 D NN INC COM 62933710 79 6600 SH SHARED 17 6600 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1367 1568000 PRN SHARED 1568000 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1395 1600000 PRN SHARED 02 1600000 D NPS PHARMACEUTICALS INC COM 62936P10 1050 103899 SH SHARED 102499 1400 D NPS PHARMACEUTICALS INC COM 62936P10 89 8900 SH SHARED 02 8900 D NPS PHARMACEUTICALS INC COM 62936P10 10454 1034100 SH SHARED 04 1034100 D NPS PHARMACEUTICALS INC COM 62936P10 141 14000 SH SHARED 14 14000 D NPS PHARMACEUTICALS INC COM 62936P10 161 15970 SH SHARED 17 15670 300 D NRG ENERGY INC COM NEW 62937750 1097 25767 SH SHARED 25567 200 D NRG ENERGY INC COM NEW 62937750 55 1300 SH SHARED 01 1300 D NRG ENERGY INC COM NEW 62937750 9004 211375 SH SHARED 02 211375 D NRG ENERGY INC COM NEW 62937750 102 2400 SH SHARED 10 2400 D NRG ENERGY INC COM NEW 62937750 519 12200 SH SHARED 17 10900 1300 D NTL INC DEL COM 62940M10 31135 466100 SH SHARED 464929 1171 D NTL INC DEL COM 62940M10 2430 36380 SH SHARED 02 36380 D NTL INC DEL COM 62940M10 106 1600 SH SHARED 06 1600 D NTL INC DEL COM 62940M10 247 3700 SH SHARED 10 3700 D NTL INC DEL COM 62940M10 2772 41500 SH SHARED 17 20800 20700 D NTL INC DEL *W EXP 01/13/201 62940M13 0 351 SH SHARED 351 D NTT DOCOMO INC SPONS ADR 62942M20 545 30365 SH SHARED 30365 D NUCO2 INC COM 62942810 38 1500 SH SHARED 1500 D NUCO2 INC COM 62942810 2891 112300 SH SHARED 10 112300 D NUCO2 INC COM 62942810 1174 45600 SH SHARED 17 5500 40100 D NVR INC COM 62944T10 616 697 SH SHARED 02 697 D NVR INC COM 62944T10 500 565 SH SHARED 06 565 D NVR INC COM 62944T10 425 481 SH SHARED 14 481 D NVR INC COM 62944T10 1619 1830 SH SHARED 17 1830 D NABI BIOPHARMACEUTICALS COM 62951910 175 13400 SH SHARED 13400 D NABI BIOPHARMACEUTICALS COM 62951910 745 56900 SH SHARED 02 56900 D NABI BIOPHARMACEUTICALS COM 62951910 15805 1206520 SH SHARED 04 1206520 D NABI BIOPHARMACEUTICALS COM 62951910 45 3500 SH SHARED 10 3500 D NABI BIOPHARMACEUTICALS COM 62951910 230 17600 SH SHARED 14 17600 D NABI BIOPHARMACEUTICALS COM 62951910 337 25733 SH SHARED 17 25733 D NABORS INDS INC NOTE 6/1 629568AL 18176 16000000 PRN SHARED 16000000 D NABORS INDS INC NOTE 6/1 629568AL 783 690000 PRN SHARED 06 690000 D NACCO INDS INC CL A 62957910 91 800 SH SHARED 800 D NACCO INDS INC CL A 62957910 121 1060 SH SHARED 10 360 700 D NACCO INDS INC CL A 62957910 323 2825 SH SHARED 17 2325 500 D NALCO HOLDING COMPANY COM 62985Q10 10 600 SH SHARED 600 D NALCO HOLDING COMPANY COM 62985Q10 312 18500 SH SHARED 02 18500 D NALCO HOLDING COMPANY COM 62985Q10 337 20000 SH SHARED 04 20000 D NALCO HOLDING COMPANY COM 62985Q10 1585 94000 SH SHARED 14 94000 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 999 39300 SH SHARED 39300 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 96 3800 SH SHARED 02 3800 D NANOGEN INC COM 63007510 248 77462 SH SHARED 68162 9300 D NANOGEN INC COM 63007510 73 23000 SH SHARED 17 23000 D NAPSTER INC COM 63079710 267 66800 SH SHARED 66800 D NARA BANCORP INC COM 63080P10 307 20581 SH SHARED 20581 D NARA BANCORP INC COM 63080P10 54 3653 SH SHARED 02 3653 D NARA BANCORP INC COM 63080P10 249 16700 SH SHARED 10 16700 D NARA BANCORP INC COM 63080P10 136 9100 SH SHARED 17 9100 D NASDAQ 100 TR UNIT SER 1 63110010 231413 5864514 SH SHARED 5864364 150 D NASDAQ 100 TR UNIT SER 1 63110010 959 24325 SH SHARED 01 16300 8025 D NASDAQ 100 TR UNIT SER 1 63110010 11897 301500 SH SHARED 02 301500 D NASDAQ 100 TR UNIT SER 1 63110010 897 22750 SH SHARED 04 22750 D NASDAQ 100 TR UNIT SER 1 63110010 5362 135900 SH SHARED 17 135900 D NASDAQ STOCK MARKET INC COM 63110310 471 18600 SH SHARED 16800 1800 D NASDAQ STOCK MARKET INC COM 63110310 20 800 SH SHARED 02 800 D NASDAQ STOCK MARKET INC COM 63110310 81 3200 SH SHARED 10 3200 D NASDAQ STOCK MARKET INC COM 63110310 418 16500 SH SHARED 17 16500 D NASH FINCH CO COM 63115810 80 1900 SH SHARED 1900 D NASH FINCH CO COM 63115810 88 2100 SH SHARED 02 2100 D NASH FINCH CO COM 63115810 4404 104400 SH SHARED 10 104400 D NASH FINCH CO COM 63115810 1101 26100 SH SHARED 17 6100 20000 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 43 3100 SH SHARED 3100 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 271 19200 SH SHARED 10 19200 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 121 8600 SH SHARED 17 8600 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 7380 180021 SH SHARED 180021 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 2081 50775 SH SHARED 02 50775 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 25 206 SH SHARED 10 206 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 993 125106 SH SHARED 125106 D NATIONAL BEVERAGE CORP COM 63501710 8 1114 SH SHARED 1114 D NATIONAL BEVERAGE CORP COM 63501710 88 11420 SH SHARED 10 11420 D NATIONAL BEVERAGE CORP COM 63501710 7 1000 SH SHARED 17 1000 D NATIONAL CITY CORP COM 63540510 44724 1337456 SH SHARED 1182888 154568 D NATIONAL CITY CORP COM 63540510 17540 524532 SH SHARED 01 503412 21120 D NATIONAL CITY CORP COM 63540510 212 6363 SH SHR/OTHR 01 6363 D NATIONAL CITY CORP COM 63540510 12213 365236 SH SHARED 02 365236 D NATIONAL CITY CORP COM 63540510 13 400 SH SHARED 05 400 D NATIONAL CITY CORP COM 63540510 439 13138 SH SHARED 06 13138 D NATIONAL CITY CORP COM 63540510 291 8725 SH SHARED 10 4000 4725 D NATIONAL CITY CORP COM 63540510 20 600 SH SHARED 14 600 D NATIONAL CITY CORP COM 63540510 13781 412112 SH SHARED 17 412112 D NATIONAL HEALTH REALTY INC COM 63590510 23 1201 SH SHARED 1201 D NATIONAL HEALTH REALTY INC COM 63590510 4169 214800 SH SHARED 11 214800 D NATIONAL HEALTHCARE CORP COM 63590610 108 3100 SH SHARED 3100 D NATIONAL HEALTHCARE CORP COM 63590610 70 2000 SH SHARED 17 2000 D NATIONAL FINL PARTNERS CORP COM 63607P20 320 7100 SH SHARED 7100 D NATIONAL FINL PARTNERS CORP COM 63607P20 902 20000 SH SHARED 04 20000 D NATIONAL FINL PARTNERS CORP COM 63607P20 325 7200 SH SHARED 10 7200 D NATIONAL FINL PARTNERS CORP COM 63607P20 726 16100 SH SHARED 17 14200 1900 D NATIONAL FUEL GAS CO N J COM 63618010 6833 199801 SH SHARED 171801 28000 D NATIONAL FUEL GAS CO N J COM 63618010 42 1256 SH SHARED 01 1256 D NATIONAL FUEL GAS CO N J COM 63618010 1261 36900 SH SHARED 02 36900 D NATIONAL FUEL GAS CO N J COM 63618010 95 2800 SH SHARED 10 2800 D NATIONAL FUEL GAS CO N J COM 63618010 164 4800 SH SHARED 17 4800 D NATIONAL GRID TRANSCO PLC SPON ADR NEW 63627430 4709 100315 SH SHARED 100315 D NATIONAL GRID TRANSCO PLC SPON ADR NEW 63627430 11 241 SH SHARED 01 241 D NATIONAL GRID TRANSCO PLC SPON ADR NEW 63627430 627 13370 SH SHARED 10 13370 D NATIONAL HEALTH INVS INC COM 63633D10 93 3400 SH SHARED 3400 D NATIONAL HEALTH INVS INC COM 63633D10 28 1050 SH SHARED 10 1050 D NATIONAL HEALTH INVS INC COM 63633D10 27456 994450 SH SHARED 11 994450 D NATIONAL HEALTH INVS INC COM 63633D10 289 10500 SH SHARED 17 10500 D NATIONAL INSTRS CORP COM 63651810 1363 55338 SH SHARED 36588 18750 D NATIONAL INSTRS CORP COM 63651810 59 2400 SH SHARED 01 2400 D NATIONAL INSTRS CORP COM 63651810 878 35664 SH SHARED 02 35664 D NATIONAL INSTRS CORP COM 63651810 14 600 SH SHARED 10 600 D NATIONAL INSTRS CORP COM 63651810 19 800 SH SHARED 17 800 D NATIONAL INTERSTATE CORP COM 63654U10 13 800 SH SHARED 800 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 1658 60000 SH SHARED 04 60000 D NATIONAL OILWELL VARCO INC COM 63707110 19816 301167 SH SHARED 267367 33800 D NATIONAL OILWELL VARCO INC COM 63707110 13 200 SH SHARED 01 200 D NATIONAL OILWELL VARCO INC COM 63707110 22 338 SH SHR/OTHR 01 338 D NATIONAL OILWELL VARCO INC COM 63707110 3112 47308 SH SHARED 02 47308 D NATIONAL OILWELL VARCO INC COM 63707110 8 130 SH SHARED 05 130 D NATIONAL OILWELL VARCO INC COM 63707110 177 2700 SH SHARED 06 2700 D NATIONAL OILWELL VARCO INC COM 63707110 2901 44100 SH SHARED 10 42800 1300 D NATIONAL OILWELL VARCO INC COM 63707110 6527 99197 SH SHARED 17 99197 D NATIONAL PENN BANCSHARES INC COM 63713810 126 5100 SH SHARED 5100 D NATIONAL PENN BANCSHARES INC COM 63713810 114 4600 SH SHARED 10 4600 D NATIONAL PENN BANCSHARES INC COM 63713810 325 13066 SH SHARED 17 13066 D NATIONAL PRESTO INDS INC COM 63721510 34 800 SH SHARED 800 D NATIONAL PRESTO INDS INC COM 63721510 37 886 SH SHARED 02 886 D NATIONAL PRESTO INDS INC COM 63721510 72 1700 SH SHARED 10 1700 D NATIONAL PRESTO INDS INC COM 63721510 107 2500 SH SHARED 17 1100 1400 D NATIONAL SEMICONDUCTOR CORP COM 63764010 12958 494604 SH SHARED 417479 77125 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2105 80346 SH SHARED 02 80346 D NATIONAL SEMICONDUCTOR CORP COM 63764010 615 23500 SH SHARED 04 23500 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2644 100930 SH SHARED 05 100930 D NATIONAL SEMICONDUCTOR CORP COM 63764010 769 29355 SH SHARED 06 29355 D NATIONAL SEMICONDUCTOR CORP COM 63764010 33074 1262400 SH SHARED 10 843600 418800 D NATIONAL SEMICONDUCTOR CORP COM 63764010 208 7970 SH SHARED 14 7970 D NATIONAL SEMICONDUCTOR CORP COM 63764010 3652 139392 SH SHARED 17 139392 D NATIONAL WESTN LIFE INS CO CL A 63852210 63 300 SH SHARED 300 D NATIONAL WESTN LIFE INS CO CL A 63852210 190 900 SH SHARED 10 200 700 D NATIONAL WESTN LIFE INS CO CL A 63852210 232 1100 SH SHARED 17 700 400 D NATIONWIDE FINL SVCS INC CL A 63861210 703 17572 SH SHARED 17472 100 D NATIONWIDE FINL SVCS INC CL A 63861210 224 5600 SH SHARED 02 5600 D NATIONWIDE FINL SVCS INC CL A 63861210 26 655 SH SHARED 06 655 D NATIONWIDE FINL SVCS INC CL A 63861210 120 3000 SH SHARED 10 2700 300 D NATIONWIDE FINL SVCS INC CL A 63861210 584 14600 SH SHARED 17 14600 D NATIONWIDE HEALTH PPTYS INC COM 63862010 380 16320 SH SHARED 16320 D NATIONWIDE HEALTH PPTYS INC COM 63862010 4 200 SH SHARED 01 200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 70 3040 SH SHR/OTHR 01 3040 D NATIONWIDE HEALTH PPTYS INC COM 63862010 67 2900 SH SHARED 02 2900 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3026 129900 SH SHARED 10 129900 D NATIONWIDE HEALTH PPTYS INC COM 63862010 20853 895000 SH SHARED 11 895000 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1144 49100 SH SHARED 17 29700 19400 D NAVISTAR FINL CORP NOTE 4.750% 4/0 638902AM 3766 3965000 PRN SHARED 3965000 D NAVIGATORS GROUP INC COM 63890410 44 1200 SH SHARED 1200 D NAVIGATORS GROUP INC COM 63890410 1138 30500 SH SHARED 10 30500 D NAVIGATORS GROUP INC COM 63890410 1071 28700 SH SHARED 17 2600 26100 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 87 1400 SH SHARED 02 1400 D NATURES SUNSHINE PRODUCTS IN COM 63902710 37 1600 SH SHARED 1600 D NATURES SUNSHINE PRODUCTS IN COM 63902710 116 5014 SH SHARED 02 5014 D NATURES SUNSHINE PRODUCTS IN COM 63902710 139 6000 SH SHARED 17 6000 D NATUZZI S P A ADR 63905A10 181 22100 SH SHARED 22100 D NAUGATUCK VY FINL CORP COM 63906710 409 31315 SH SHARED 31315 D NAUTILUS INC COM 63910B10 112 5100 SH SHARED 5100 D NAUTILUS INC COM 63910B10 114 5200 SH SHARED 01 5200 D NAUTILUS INC COM 63910B10 44 2000 SH SHR/OTHR 01 2000 D NAUTILUS INC COM 63910B10 306 13904 SH SHARED 02 13904 D NAUTILUS INC COM 63910B10 11 500 SH SHARED 10 500 D NAUTILUS INC COM 63910B10 281 12775 SH SHARED 17 12775 D NAVARRE CORP COM 63920810 79 13700 SH SHARED 13700 D NAVARRE CORP COM 63920810 64 11200 SH SHARED 17 11200 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 57243 52373000 PRN SHARED 52373000 D NAVISTAR INTL CORP NEW NOTE 2.500%12/1 63934EAG 55 51000 PRN SHARED 02 51000 D NAVISTAR INTL CORP NEW COM 63934E10 10167 313506 SH SHARED 289606 23900 D NAVISTAR INTL CORP NEW COM 63934E10 698 21540 SH SHARED 02 21540 D NAVISTAR INTL CORP NEW COM 63934E10 450 13900 SH SHARED 06 13900 D NAVISTAR INTL CORP NEW COM 63934E10 3434 105900 SH SHARED 14 105900 D NAVISTAR INTL CORP NEW COM 63934E10 1107 34142 SH SHARED 17 34142 D NAVISITE INC COM NEW 63935M20 0 17 SH SHARED 02 17 D NAVIGANT CONSULTING INC COM 63935N10 578 30200 SH SHARED 30200 D NAVIGANT CONSULTING INC COM 63935N10 40 2100 SH SHARED 02 2100 D NAVIGANT CONSULTING INC COM 63935N10 72 3800 SH SHARED 10 3800 D NAVIGANT CONSULTING INC COM 63935N10 611 31900 SH SHARED 14 31900 D NAVIGANT CONSULTING INC COM 63935N10 819 42775 SH SHARED 17 20275 22500 D NAVTEQ CORP COM 63936L10 34 700 SH SHARED 700 D NAVTEQ CORP COM 63936L10 439 8800 SH SHARED 02 8800 D NAVTEQ CORP COM 63936L10 14 300 SH SHARED 10 300 D NDCHEALTH CORP COM 63948010 15601 824600 SH SHARED 824500 100 D NDCHEALTH CORP COM 63948010 7 400 SH SHARED 02 400 D NDCHEALTH CORP COM 63948010 79 4200 SH SHARED 10 4200 D NDCHEALTH CORP COM 63948010 306 16189 SH SHARED 17 13389 2800 D NEENAH PAPER INC COM 64007910 81 2777 SH SHARED 2111 666 D NEENAH PAPER INC COM 64007910 37 1274 SH SHARED 01 1085 189 D NEENAH PAPER INC COM 64007910 54 1858 SH SHR/OTHR 01 1858 D NEENAH PAPER INC COM 64007910 88 3012 SH SHARED 10 5 3007 D NEENAH PAPER INC COM 64007910 0 12 SH SHR/OTHR 10 12 D NEENAH PAPER INC COM 64007910 257 8800 SH SHARED 17 7100 1700 D NEIMAN MARCUS GROUP INC CL A 64020420 102976 1030281 SH SHARED 1012381 17900 D NEIMAN MARCUS GROUP INC CL A 64020420 2628 26300 SH SHARED 02 26300 D NEIMAN MARCUS GROUP INC CL B 64020430 8487 85017 SH SHARED 84600 417 D NEKTAR THERAPEUTICS COM 64026810 1100 64917 SH SHARED 63217 1700 D NEKTAR THERAPEUTICS COM 64026810 2603 153623 SH SHARED 02 153623 D NEKTAR THERAPEUTICS COM 64026810 26092 1539400 SH SHARED 04 1539400 D NEKTAR THERAPEUTICS COM 64026810 33 2000 SH SHARED 06 2000 D NEKTAR THERAPEUTICS COM 64026810 1750 103300 SH SHARED 10 800 102500 D NEKTAR THERAPEUTICS COM 64026810 396 23400 SH SHARED 14 23400 D NEKTAR THERAPEUTICS COM 64026810 2939 173400 SH SHARED 17 34800 138600 D NELNET INC CL A 64031N10 3 100 SH SHARED 100 D NELNET INC CL A 64031N10 64 1700 SH SHARED 02 1700 D NELNET INC CL A 64031N10 68 1800 SH SHARED 17 1800 D NELSON THOMAS INC COM 64037610 131 7000 SH SHARED 7000 D NELSON THOMAS INC COM 64037610 38 2062 SH SHARED 02 2062 D NELSON THOMAS INC COM 64037610 78 4200 SH SHARED 17 4200 D NEOFORMA COM INC COM NEW 64047550 1802 211341 SH SHARED 211341 D NEOPHARM INC COM 64091910 163 13200 SH SHARED 13200 D NEOPHARM INC COM 64091910 108 8786 SH SHARED 17 8786 D NETBANK INC COM 64093310 432 52100 SH SHARED 52100 D NETBANK INC COM 64093310 176 21270 SH SHARED 02 21270 D NETBANK INC COM 64093310 1447 174200 SH SHARED 10 174200 D NETBANK INC COM 64093310 193 23296 SH SHARED 17 23296 D NESS TECHNOLOGIES INC COM 64104X10 30 3000 SH SHARED 3000 D NESS TECHNOLOGIES INC COM 64104X10 250 25000 SH SHARED 04 25000 D NESS TECHNOLOGIES INC COM 64104X10 77 7700 SH SHARED 17 7700 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 411 18350 SH SHARED 04 18350 D NET2PHONE COM 64108N10 751 429485 SH SHARED 429485 D NETFLIX COM INC COM 64110L10 1135 43700 SH SHARED 34100 9600 D NETFLIX COM INC COM 64110L10 106 4100 SH SHARED 02 4100 D NETFLIX COM INC COM 64110L10 140 5400 SH SHARED 10 1500 3900 D NETFLIX COM INC COM 64110L10 678 26100 SH SHARED 17 26100 D NETEASE COM INC SPONSORED ADR 64110W10 623 6930 SH SHARED 17 6930 D NETGEAR INC COM 64111Q10 144 6000 SH SHARED 6000 D NETGEAR INC COM 64111Q10 347 14443 SH SHARED 02 14443 D NETGEAR INC COM 64111Q10 1091 45350 SH SHARED 17 45350 D NETIQ CORP COM 64115P10 97 8000 SH SHARED 8000 D NETIQ CORP COM 64115P10 97 8000 SH SHARED 10 8000 D NETIQ CORP COM 64115P10 264 21572 SH SHARED 17 21572 D NETSCOUT SYS INC COM 64115T10 19 3600 SH SHARED 3600 D NETSCOUT SYS INC COM 64115T10 39 7200 SH SHARED 17 7200 D NETRATINGS INC COM 64116M10 295 19407 SH SHARED 19407 D NETRATINGS INC COM 64116M10 63 4200 SH SHARED 17 4200 D NETLOGIC MICROSYSTEMS INC COM 64118B10 49 2300 SH SHARED 1600 700 D NETLOGIC MICROSYSTEMS INC COM 64118B10 118 5500 SH SHARED 17 5500 D NETWORK APPLIANCE INC COM 64120L10 35387 1490634 SH SHARED 1412109 78525 D NETWORK APPLIANCE INC COM 64120L10 148 6250 SH SHR/OTHR 01 6250 D NETWORK APPLIANCE INC COM 64120L10 3611 152128 SH SHARED 02 152128 D NETWORK APPLIANCE INC COM 64120L10 3679 155000 SH SHARED 04 153500 1500 D NETWORK APPLIANCE INC COM 64120L10 147 6200 SH SHARED 06 6200 D NETWORK APPLIANCE INC COM 64120L10 21197 892900 SH SHARED 10 837000 55900 D NETWORK APPLIANCE INC COM 64120L10 111 4709 SH SHARED 14 4709 D NETWORK APPLIANCE INC COM 64120L10 3641 153393 SH SHARED 17 151093 2300 D NETWORK EQUIP TECHNOLOGIES COM 64120810 4 1000 SH SHR/OTHR 01 1000 D NEUROGEN CORP COM 64124E10 23 3400 SH SHARED 3400 D NEUROGEN CORP COM 64124E10 54 7900 SH SHARED 17 7900 D NEUBERGER BERMAN NY INT MUN COM 64124K10 0 63 SH SHARED 63 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 1036 272110 SH SHARED 01 272110 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 95 25000 SH SHR/OTHR 01 25000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 383 7800 SH SHARED 7000 800 D NEUROCRINE BIOSCIENCES INC COM 64125C10 14 300 SH SHARED 01 300 D NEUROCRINE BIOSCIENCES INC COM 64125C10 4033 82000 SH SHARED 04 82000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 142 2900 SH SHARED 10 2900 D NEUROCRINE BIOSCIENCES INC COM 64125C10 63 1300 SH SHARED 14 1300 D NEUROCRINE BIOSCIENCES INC COM 64125C10 2355 47880 SH SHARED 17 46080 1800 D NEUROCHEM INC COM 64125K10 156 12250 SH SHARED 12250 D NEUROMETRIX INC COM 64125510 71 2400 SH SHARED 900 1500 D NEUROMETRIX INC COM 64125510 104 3500 SH SHARED 17 3500 D NEUBERGER BERMAN REAL INCM F COM 64126D10 367 16448 SH SHARED 16448 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 17328 920237 SH SHARED 920237 D NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 340 22974 SH SHARED 22974 D NEUSTAR INC CL A 64126X20 1617 50550 SH SHARED 01 50175 375 D NEUSTAR INC CL A 64126X20 33 1050 SH SHR/OTHR 01 1050 D NEUSTAR INC CL A 64126X20 73 2292 SH SHARED 02 2292 D NEUSTAR INC CL A 64126X20 1279 40000 SH SHARED 04 40000 D NEUSTAR INC CL A 64126X20 12527 391600 SH SHARED 10 391600 D NEUSTAR INC CL A 64126X20 11769 367900 SH SHARED 17 367900 D NEUBERGER BERMAN DIV ADVANT COM 64127J10 4109 200670 SH SHARED 200670 D NEVSUN RES LTD COM 64156L10 67 32000 SH SHARED 01 7000 25000 D NEW AMER HIGH INCOME FD INC COM 64187610 260 120000 SH SHARED 120000 D NEUBERGER BERMAN RE ES SEC F COM 64190A10 27018 1826838 SH SHARED 1826838 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 25802 711402 SH SHARED 709902 1500 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 23 640 SH SHR/OTHR 01 640 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 1048 28900 SH SHARED 02 28900 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 137 3800 SH SHARED 10 1200 2600 D NEW CENTURY FINANCIAL CORP M COM 6435EV10 1765 48669 SH SHARED 17 48669 D NEW IRELAND FUND INC COM 64567310 44 1897 SH SHARED 1897 D NEW JERSEY RES COM 64602510 314 6830 SH SHARED 6180 650 D NEW JERSEY RES COM 64602510 70 1524 SH SHARED 01 1524 D NEW JERSEY RES COM 64602510 4609 100250 SH SHARED 10 1300 98950 D NEW JERSEY RES COM 64602510 880 19150 SH SHARED 17 12150 7000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 7146 311375 SH SHARED 277575 33800 D NEW PLAN EXCEL RLTY TR INC COM 64805310 68 3000 SH SHR/OTHR 01 3000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 1220 53200 SH SHARED 02 53200 D NEW PLAN EXCEL RLTY TR INC COM 64805310 56112 2445000 SH SHARED 11 2445000 D NEW RIV PHARMACEUTICALS INC COM 64846820 95 2000 SH SHARED 1000 1000 D NEW RIV PHARMACEUTICALS INC COM 64846820 795 16600 SH SHARED 10 16600 D NEW VY CORP COM PAR $.01 64908050 5 611 SH SHARED 611 D NEW YORK & CO INC COM 64929510 32 2000 SH SHARED 2000 D NEW YORK & CO INC COM 64929510 85 5200 SH SHARED 02 5200 D NEW YORK & CO INC COM 64929510 7319 446300 SH SHARED 10 446300 D NEW YORK & CO INC COM 64929510 203 12400 SH SHARED 17 12400 D NEW YORK CMNTY CAP TR V BONUSES 64944P30 3946 81700 SH SHARED 81700 D NEW YORK CMNTY BANCORP INC COM 64944510 6195 377755 SH SHARED 304016 73739 D NEW YORK CMNTY BANCORP INC COM 64944510 2 149 SH SHARED 01 149 D NEW YORK CMNTY BANCORP INC COM 64944510 2429 148119 SH SHARED 02 148119 D NEW YORK CMNTY BANCORP INC COM 64944510 62 3800 SH SHARED 06 3800 D NEW YORK CMNTY BANCORP INC COM 64944510 101 6200 SH SHARED 10 6200 D NEW YORK CMNTY BANCORP INC COM 64944510 1951 119000 SH SHARED 17 2300 116700 D NEW YORK TIMES CO CL A 65011110 5614 188724 SH SHARED 150899 37825 D NEW YORK TIMES CO CL A 65011110 39 1340 SH SHARED 01 1340 D NEW YORK TIMES CO CL A 65011110 82 2760 SH SHR/OTHR 01 2760 D NEW YORK TIMES CO CL A 65011110 2507 84294 SH SHARED 02 84294 D NEW YORK TIMES CO CL A 65011110 208 7000 SH SHARED 04 7000 D NEW YORK TIMES CO CL A 65011110 91 3090 SH SHARED 06 3090 D NEW YORK TIMES CO CL A 65011110 20 700 SH SHARED 10 700 D NEW YORK TIMES CO CL A 65011110 1879 63183 SH SHARED 17 63183 D NEWALLIANCE BANCSHARES INC COM 65020310 16689 1139973 SH SHARED 1139973 D NEWALLIANCE BANCSHARES INC COM 65020310 120 8200 SH SHARED 10 8200 D NEWALLIANCE BANCSHARES INC COM 65020310 10621 725500 SH SHARED 17 725500 D NEWCASTLE INVT CORP COM 65105M10 7978 285960 SH SHARED 285960 D NEWCASTLE INVT CORP COM 65105M10 55 2000 SH SHARED 02 2000 D NEWCASTLE INVT CORP COM 65105M10 831 29800 SH SHARED 10 29800 D NEWCASTLE INVT CORP COM 65105M10 16903 605859 SH SHARED 17 596159 9700 D NEWELL RUBBERMAID INC COM 65122910 39241 1732508 SH SHARED 1677032 55476 D NEWELL RUBBERMAID INC COM 65122910 1449 63998 SH SHARED 02 63998 D NEWELL RUBBERMAID INC COM 65122910 5 250 SH SHARED 05 250 D NEWELL RUBBERMAID INC COM 65122910 10877 480250 SH SHARED 06 480250 D NEWELL RUBBERMAID INC COM 65122910 1667 73600 SH SHARED 10 73600 D NEWELL RUBBERMAID INC COM 65122910 113 5000 SH SHARED 14 5000 D NEWELL RUBBERMAID INC COM 65122910 2972 131247 SH SHARED 17 127247 4000 D NEWFIELD EXPL CO COM 65129010 17732 361145 SH SHARED 315045 46100 D NEWFIELD EXPL CO COM 65129010 3549 72300 SH SHARED 02 72300 D NEWFIELD EXPL CO COM 65129010 5401 110000 SH SHARED 04 110000 D NEWFIELD EXPL CO COM 65129010 99 2019 SH SHARED 06 2019 D NEWFIELD EXPL CO COM 65129010 24 500 SH SHARED 10 500 D NEWFIELD EXPL CO COM 65129010 483 9850 SH SHARED 17 9850 D NEWMARKET CORP COM 65158710 46 2700 SH SHARED 2700 D NEWMARKET CORP COM 65158710 91 5300 SH SHARED 02 5300 D NEWMARKET CORP COM 65158710 98 5700 SH SHARED 17 5700 D NEWMONT MINING CORP COM 65163910 63650 1349379 SH SHARED 1264970 84409 D NEWMONT MINING CORP COM 65163910 11020 233625 SH SHARED 01 219350 14275 D NEWMONT MINING CORP COM 65163910 648 13755 SH SHR/OTHR 01 13755 D NEWMONT MINING CORP COM 65163910 4697 99585 SH SHARED 02 99585 D NEWMONT MINING CORP COM 65163910 103104 2185800 SH SHARED 04 2185800 D NEWMONT MINING CORP COM 65163910 14 300 SH SHARED 05 300 D NEWMONT MINING CORP COM 65163910 31486 667504 SH SHARED 06 667504 D NEWMONT MINING CORP COM 65163910 77296 1638681 SH SHARED 10 1631300 7381 D NEWMONT MINING CORP COM 65163910 47 1000 SH SHR/OTHR 10 1000 D NEWMONT MINING CORP COM 65163910 576 12219 SH SHARED 14 12219 D NEWMONT MINING CORP COM 65163910 3204 67940 SH SHARED 15 67940 D NEWMONT MINING CORP COM 65163910 7641 162000 SH SHARED 16 162000 D NEWMONT MINING CORP COM 65163910 12012 254668 SH SHARED 17 252868 1800 D NEWMONT MINING CORP COM 65163910 666 14127 SH SHARED 18 14127 D NEWMONT MINING CORP COM 65163910 188 4000 SH SHARED 19 4000 D NEWPARK RES INC COM PAR $.01NEW 65171850 105 12500 SH SHARED 12500 D NEWPARK RES INC COM PAR $.01NEW 65171850 258 30725 SH SHARED 17 30725 D NEWPORT CORP COM 65182410 773 55509 SH SHARED 41709 13800 D NEWPORT CORP COM 65182410 189 13600 SH SHARED 02 13600 D NEWPORT CORP COM 65182410 234 16800 SH SHARED 17 16800 D NEWS CORP CL A 65248E10 224489 14399566 SH SHARED 13887711 511855 D NEWS CORP CL A 65248E10 249 16021 SH SHARED 01 1757 14264 D NEWS CORP CL A 65248E10 30 1946 SH SHR/OTHR 01 1946 D NEWS CORP CL A 65248E10 12281 787771 SH SHARED 02 787771 D NEWS CORP CL A 65248E10 19721 1265000 SH SHARED 04 1265000 D NEWS CORP CL A 65248E10 15 1004 SH SHARED 05 1004 D NEWS CORP CL A 65248E10 7481 479897 SH SHARED 06 479897 D NEWS CORP CL A 65248E10 911 58479 SH SHARED 10 33858 24621 D NEWS CORP CL A 65248E10 224 14415 SH SHARED 14 14415 D NEWS CORP CL A 65248E10 16091 1032154 SH SHARED 17 990854 41300 D NEWS CORP CL B 65248E20 29969 1816358 SH SHARED 1806979 9379 D NEWS CORP CL B 65248E20 75 4600 SH SHARED 01 4600 D NEWS CORP CL B 65248E20 105 6400 SH SHR/OTHR 01 6400 D NEWS CORP CL B 65248E20 221 13400 SH SHARED 02 13400 D NEWS CORP CL B 65248E20 17917 1085938 SH SHARED 04 1085938 D NEWS CORP CL B 65248E20 9 564 SH SHARED 05 564 D NEWS CORP CL B 65248E20 202 12283 SH SHARED 06 12283 D NEWS CORP CL B 65248E20 52 3188 SH SHARED 10 3188 D NEWS CORP CL B 65248E20 162 9831 SH SHARED 14 9831 D NEWS CORP CL B 65248E20 141 8600 SH SHARED 17 8600 D NEWS AMER INC NOTE 2/2 652482AZ 1705 2926000 PRN SHARED 2926000 D NEWS AMER INC NOTE 2/2 652482AZ 2758 4731000 PRN SHARED 02 4731000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 10645 10571000 PRN SHARED 10571000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 17119 17000000 PRN SHARED 02 17000000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM 638025192757000 PRN SHARED 192757000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAM 129278 39057000 PRN SHARED 02 39057000 D NEXTEL PARTNERS INC NOTE 1.500%11/1 65333FAS 736 375000 PRN SHARED 02 375000 D NEXTEL PARTNERS INC CL A 65333F10 7181 286100 SH SHARED 286100 D NEXTEL PARTNERS INC CL A 65333F10 373 14900 SH SHARED 02 14900 D NEXTEL PARTNERS INC CL A 65333F10 1004 40000 SH SHARED 04 40000 D NEXTEL PARTNERS INC CL A 65333F10 9156 364800 SH SHARED 10 364800 D NEXTEL PARTNERS INC CL A 65333F10 650 25925 SH SHARED 17 25925 D NEXEN INC COM 65334H10 17045 357654 SH SHARED 349500 8154 D NEXEN INC COM 65334H10 5024 105416 SH SHARED 02 105416 D NEXEN INC COM 65334H10 27404 575000 SH SHARED 04 575000 D NEXEN INC COM 65334H10 54 1147 SH SHARED 06 1147 D NEXEN INC COM 65334H10 47 1000 SH SHARED 10 1000 D NEXEN INC COM 65334H10 324 6800 SH SHARED 14 6800 D NEXEN INC COM 65334H10 6005 126000 SH SHARED 16 126000 D NICE SYS LTD SPONSORED ADR 65365610 1356 30000 SH SHARED 30000 D NICE SYS LTD SPONSORED ADR 65365610 837 18530 SH SHARED 05 18530 D NICE SYS LTD SPONSORED ADR 65365610 2065 45700 SH SHARED 10 45700 D NICE SYS LTD SPONSORED ADR 65365610 329 7300 SH SHARED 17 7300 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 91 5796 SH SHARED 5796 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 220 14000 SH SHR/OTHR 01 14000 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 47 3200 SH SHARED 3200 D NICOR INC COM 65408610 4358 103692 SH SHARED 96492 7200 D NICOR INC COM 65408610 8 200 SH SHARED 01 200 D NICOR INC COM 65408610 243 5797 SH SHARED 02 5797 D NICOR INC COM 65408610 210 5000 SH SHARED 10 5000 D NICOR INC COM 65408610 1690 40221 SH SHARED 17 40221 D NIKE INC CL B 65410610 119131 1458518 SH SHARED 1408605 49913 D NIKE INC CL B 65410610 375 4600 SH SHARED 01 3000 1600 D NIKE INC CL B 65410610 320 3925 SH SHR/OTHR 01 3925 D NIKE INC CL B 65410610 5541 67838 SH SHARED 02 67838 D NIKE INC CL B 65410610 6126 75000 SH SHARED 04 75000 D NIKE INC CL B 65410610 8 100 SH SHARED 05 100 D NIKE INC CL B 65410610 2210 27068 SH SHARED 06 27068 D NIKE INC CL B 65410610 19129 234200 SH SHARED 10 36300 197900 D NIKE INC CL B 65410610 228 2800 SH SHARED 14 2800 D NIKE INC CL B 65410610 9989 122306 SH SHARED 17 121606 700 D 99 CENTS ONLY STORES COM 65440K10 337 36436 SH SHARED 25236 11200 D 99 CENTS ONLY STORES COM 65440K10 7 823 SH SHR/OTHR 01 823 D 99 CENTS ONLY STORES COM 65440K10 237 25645 SH SHARED 02 25645 D 99 CENTS ONLY STORES COM 65440K10 166 18000 SH SHARED 17 18000 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 575 23200 SH SHARED 23200 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 14 596 SH SHARED 10 596 D NISOURCE INC COM 65473P10 31579 1302247 SH SHARED 1245295 56952 D NISOURCE INC COM 65473P10 108 4457 SH SHR/OTHR 01 4457 D NISOURCE INC COM 65473P10 1508 62205 SH SHARED 02 62205 D NISOURCE INC COM 65473P10 172 7108 SH SHARED 06 7108 D NISOURCE INC COM 65473P10 1294 53400 SH SHARED 10 45000 8400 D NISOURCE INC COM 65473P10 397 16407 SH SHARED 14 16407 D NISOURCE INC COM 65473P10 7607 313697 SH SHARED 17 313697 D NISSAN MOTORS SPONSORED ADR 65474440 3376 146945 SH SHARED 146945 D NISSAN MOTORS SPONSORED ADR 65474440 11 500 SH SHARED 01 500 D NISSAN MOTORS SPONSORED ADR 65474440 530 23073 SH SHARED 10 23073 D NITROMED INC COM 65479850 4069 226099 SH SHARED 212499 13600 D NITROMED INC COM 65479850 13794 766354 SH SHARED 04 766354 D NITROMED INC COM 65479850 18 1000 SH SHARED 06 1000 D NITROMED INC COM 65479850 230 12800 SH SHARED 14 12800 D NITROMED INC COM 65479850 392 21800 SH SHARED 17 4500 17300 D NOBEL LEARNING CMNTYS INC COM 65488910 2902 305800 SH SHARED 17 305800 D NOKIA CORP SPONSORED ADR 65490220 51261 3031434 SH SHARED 2962374 69060 D NOKIA CORP SPONSORED ADR 65490220 20556 1215657 SH SHARED 01 739311 476346 D NOKIA CORP SPONSORED ADR 65490220 3166 187243 SH SHR/OTHR 01 187243 D NOKIA CORP SPONSORED ADR 65490220 725 42900 SH SHARED 04 42900 D NOKIA CORP SPONSORED ADR 65490220 175942 10404659 SH SHARED 10 8767581 1637078 D NOKIA CORP SPONSORED ADR 65490220 1423 84200 SH SHR/OTHR 10 84200 D NOKIA CORP SPONSORED ADR 65490220 3275 193700 SH SHARED 14 193700 D NOKIA CORP SPONSORED ADR 65490220 15495 916376 SH SHARED 17 732176 184200 D NOBLE ENERGY INC COM 65504410 8812 187906 SH SHARED 87294 100612 D NOBLE ENERGY INC COM 65504410 157 3367 SH SHARED 01 850 2517 D NOBLE ENERGY INC COM 65504410 215 4590 SH SHR/OTHR 01 4590 D NOBLE ENERGY INC COM 65504410 4147 88430 SH SHARED 02 88430 D NOBLE ENERGY INC COM 65504410 305 6515 SH SHARED 06 6515 D NOBLE ENERGY INC COM 65504410 155 3308 SH SHARED 10 2708 600 D NOBLE ENERGY INC COM 65504410 159 3400 SH SHARED 17 3400 D NOBLE INTL LTD COM 65505310 26 1100 SH SHARED 1100 D NOBLE INTL LTD COM 65505310 41 1700 SH SHARED 10 1700 D NOBLE INTL LTD COM 65505310 79 3300 SH SHARED 17 3300 D NOMURA HLDGS INC SPONSORED ADR 65535H20 738 47500 SH SHARED 47500 D NORDSON CORP COM 65566310 845 22234 SH SHARED 7834 14400 D NORDSON CORP COM 65566310 612 16112 SH SHARED 02 16112 D NORDSON CORP COM 65566310 83 2200 SH SHARED 10 2200 D NORDSON CORP COM 65566310 817 21500 SH SHARED 17 20100 1400 D NORDSTROM INC COM 65566410 13086 381314 SH SHARED 324714 56600 D NORDSTROM INC COM 65566410 2387 69573 SH SHARED 02 69573 D NORDSTROM INC COM 65566410 411 12000 SH SHARED 04 12000 D NORDSTROM INC COM 65566410 3326 96930 SH SHARED 05 96930 D NORDSTROM INC COM 65566410 35335 1029590 SH SHARED 10 28850 998740 2000 D NORDSTROM INC COM 65566410 4418 128750 SH SHARED 17 127450 1300 D NORFOLK SOUTHERN CORP COM 65584410 54338 1339695 SH SHARED 1244565 95130 D NORFOLK SOUTHERN CORP COM 65584410 4100 101102 SH SHARED 01 82327 18775 D NORFOLK SOUTHERN CORP COM 65584410 2451 60440 SH SHR/OTHR 01 60440 D NORFOLK SOUTHERN CORP COM 65584410 40444 997143 SH SHARED 02 997143 D NORFOLK SOUTHERN CORP COM 65584410 12 300 SH SHARED 05 300 D NORFOLK SOUTHERN CORP COM 65584410 426 10508 SH SHARED 06 10508 D NORFOLK SOUTHERN CORP COM 65584410 2640 65100 SH SHARED 10 57900 7200 D NORFOLK SOUTHERN CORP COM 65584410 166 4097 SH SHARED 14 4097 D NORFOLK SOUTHERN CORP COM 65584410 6977 172030 SH SHARED 17 169830 2200 D NORSK HYDRO A S SPONSORED ADR 65653160 1012 9100 SH SHARED 9100 D NORSK HYDRO A S SPONSORED ADR 65653160 16 150 SH SHARED 01 150 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 7 748 SH SHARED 748 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 81103 86006000 PRN SHARED 86006000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 28694 30429000 PRN SHARED 02 30429000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 0 20 PRN SHARED 17 20 D NORTEL NETWORKS CORP NEW COM 65656810 163 50000 SH SHARED 50000 D NORTEL NETWORKS CORP NEW COM 65656810 8013 2457989 SH SHARED 2190999 266990 D NORTEL NETWORKS CORP NEW COM 65656810 81 25000 SH SHARED 01 25000 D NORTEL NETWORKS CORP NEW COM 65656810 4 1500 SH SHR/OTHR 01 1500 D NORTEL NETWORKS CORP NEW COM 65656810 7880 2417415 SH SHARED 02 2417415 D NORTEL NETWORKS CORP NEW COM 65656810 4303 1320000 SH SHARED 04 1320000 D NORTEL NETWORKS CORP NEW COM 65656810 13 4108 SH SHARED 05 4108 D NORTEL NETWORKS CORP NEW COM 65656810 90 27749 SH SHARED 06 27749 D NORTEL NETWORKS CORP NEW COM 65656810 113 34800 SH SHARED 10 34800 D NORTEL NETWORKS CORP NEW COM 65656810 253 77617 SH SHARED 14 77617 D NORTEL NETWORKS CORP NEW COM 65656810 2243 688230 SH SHARED 17 688230 D NORTH AMERN PALLADIUM LTD COM 65691210 51 9900 SH SHARED 02 9900 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 131 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 131 4300 SH SHR/OTHR 01 4300 D NORTH FORK BANCORPORATION NY COM 65942410 55724 2185288 SH SHARED 2096569 88719 D NORTH FORK BANCORPORATION NY COM 65942410 5954 233509 SH SHARED 01 101806 131703 D NORTH FORK BANCORPORATION NY COM 65942410 1497 58731 SH SHR/OTHR 01 58731 D NORTH FORK BANCORPORATION NY COM 65942410 4003 157004 SH SHARED 02 157004 D NORTH FORK BANCORPORATION NY COM 65942410 7242 284000 SH SHARED 04 284000 D NORTH FORK BANCORPORATION NY COM 65942410 1912 75000 SH SHARED 05 75000 D NORTH FORK BANCORPORATION NY COM 65942410 2296 90051 SH SHARED 06 90051 D NORTH FORK BANCORPORATION NY COM 65942410 762 29900 SH SHARED 10 19998 9902 D NORTH FORK BANCORPORATION NY COM 65942410 40 1576 SH SHARED 14 1576 D NORTH FORK BANCORPORATION NY COM 65942410 1989 78000 SH SHARED 16 78000 D NORTH FORK BANCORPORATION NY COM 65942410 6990 274134 SH SHARED 17 189094 85040 D NORTH PITTSBURGH SYS INC COM 66156210 44 2200 SH SHARED 2200 D NORTH PITTSBURGH SYS INC COM 66156210 1096 53700 SH SHARED 10 53700 D NORTH PITTSBURGH SYS INC COM 66156210 171 8400 SH SHARED 17 4900 3500 D NORTHEAST UTILS COM 66439710 1277 64043 SH SHARED 16243 47800 D NORTHEAST UTILS COM 66439710 19 1000 SH SHARED 01 1000 D NORTHEAST UTILS COM 66439710 1139 57100 SH SHARED 02 57100 D NORTHEAST UTILS COM 66439710 30 1513 SH SHARED 14 1513 D NORTHEAST UTILS COM 66439710 10 535 SH SHARED 17 535 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 5589 116817 SH SHARED 116817 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 62 1300 SH SHARED 02 1300 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 6 134 SH SHARED 10 134 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 17 3500 SH SHARED 3500 D NORTHERN EMPIRE BANCSHARES COM 66511210 29 1200 SH SHARED 1200 D NORTHERN EMPIRE BANCSHARES COM 66511210 44 1800 SH SHARED 17 1800 D NORTHERN ORION RES INC COM 66557510 1764 600000 SH SHARED 600000 D NORTHERN TR CORP COM 66585910 13028 257730 SH SHARED 213317 44413 D NORTHERN TR CORP COM 66585910 490 9700 SH SHARED 01 9700 D NORTHERN TR CORP COM 66585910 1992 39414 SH SHR/OTHR 01 39414 D NORTHERN TR CORP COM 66585910 2961 58583 SH SHARED 02 58583 D NORTHERN TR CORP COM 66585910 71 1410 SH SHARED 05 1410 D NORTHERN TR CORP COM 66585910 705 13957 SH SHARED 06 13957 D NORTHERN TR CORP COM 66585910 793 15700 SH SHARED 10 1000 14700 D NORTHERN TR CORP COM 66585910 1215 24048 SH SHR/OTHR 10 24048 D NORTHERN TR CORP COM 66585910 5368 106200 SH SHARED 17 106200 D NORTHFIELD LABS INC COM 66613510 54 4224 SH SHARED 3624 600 D NORTHFIELD LABS INC COM 66613510 144 11200 SH SHARED 17 11200 D NORTHGATE MINERALS CORP COM 66641610 336 245800 SH SHARED 245800 D NORTHROP GRUMMAN CORP COM 66680710 74514 1371003 SH SHARED 1281038 89965 D NORTHROP GRUMMAN CORP COM 66680710 321 5924 SH SHARED 01 5924 D NORTHROP GRUMMAN CORP COM 66680710 754 13886 SH SHR/OTHR 01 13886 D NORTHROP GRUMMAN CORP COM 66680710 6109 112412 SH SHARED 02 112412 D NORTHROP GRUMMAN CORP COM 66680710 337 6210 SH SHARED 05 2200 4010 D NORTHROP GRUMMAN CORP COM 66680710 764 14067 SH SHARED 06 14067 D NORTHROP GRUMMAN CORP COM 66680710 3242 59654 SH SHARED 10 57654 2000 D NORTHROP GRUMMAN CORP COM 66680710 2532 46596 SH SHARED 14 46596 D NORTHROP GRUMMAN CORP COM 66680710 8330 153277 SH SHARED 17 153277 D NORTHSTAR RLTY FIN CORP COM 66704R10 7455 794000 SH SHARED 794000 D NORTHSTAR RLTY FIN CORP COM 66704R10 42 4500 SH SHARED 17 4500 D NORTHWEST AIRLS CORP CL A 66728010 2149 3232413 SH SHARED 3232413 D NORTHWEST AIRLS CORP CL A 66728010 1 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 193 290614 SH SHARED 02 290614 D NORTHWEST AIRLS CORP CL A 66728010 0 700 SH SHARED 10 700 D NORTHWEST BANCORP INC PA COM 66732810 63 2991 SH SHARED 2991 D NORTHWEST BANCORP INC PA COM 66732810 125 5900 SH SHARED 17 5900 D NORTHWEST NAT GAS CO COM 66765510 178 4800 SH SHARED 4100 700 D NORTHWEST NAT GAS CO COM 66765510 3331 89510 SH SHARED 10 1710 87800 D NORTHWEST NAT GAS CO COM 66765510 1183 31807 SH SHARED 17 17207 14600 D NORTHWEST PIPE CO COM 66774610 8018 309700 SH SHARED 17 309700 D NORTHWESTERN CORP *W EXP 99/99/999 66807411 29 7264 SH SHARED 02 7264 D NORTHWESTERN CORP COM NEW 66807430 11154 369462 SH SHARED 369462 D NORTHWESTERN CORP COM NEW 66807430 141 4700 SH SHARED 10 4700 D NORTHWESTERN CORP COM NEW 66807430 510 16900 SH SHARED 17 14700 2200 D NOVA CHEMICALS CORP COM 66977W10 20580 559254 SH SHARED 558100 1154 D NOVA CHEMICALS CORP COM 66977W10 4187 113800 SH SHARED 01 113800 D NOVA CHEMICALS CORP COM 66977W10 2 66 SH SHR/OTHR 01 66 D NOVA CHEMICALS CORP COM 66977W10 1486 40383 SH SHARED 02 40383 D NOVA CHEMICALS CORP COM 66977W10 257 7000 SH SHARED 06 7000 D NOVA CHEMICALS CORP COM 66977W10 813 22100 SH SHARED 10 21800 300 D NOVA CHEMICALS CORP COM 66977W10 5085 138200 SH SHARED 17 138200 D NOVATEL WIRELESS INC COM NEW 66987M60 179 12400 SH SHARED 9400 3000 D NOVATEL WIRELESS INC COM NEW 66987M60 455 31500 SH SHARED 02 31500 D NOVATEL WIRELESS INC COM NEW 66987M60 50 3500 SH SHARED 10 3500 D NOVATEL WIRELESS INC COM NEW 66987M60 149 10300 SH SHARED 17 10300 D NOVARTIS A G SPONSORED ADR 66987V10 11413 223800 SH SHARED 223800 D NOVARTIS A G SPONSORED ADR 66987V10 96 1900 SH SHARED 01 1900 D NOVARTIS A G SPONSORED ADR 66987V10 270 5300 SH SHR/OTHR 01 5300 D NOVARTIS A G SPONSORED ADR 66987V10 1010 19806 SH SHARED 10 19806 D NOVASTAR FINL INC COM 66994740 1309 39701 SH SHARED 32301 7400 D NOVASTAR FINL INC COM 66994740 85 2600 SH SHARED 02 2600 D NOVASTAR FINL INC COM 66994740 85 2600 SH SHARED 10 400 2200 D NOVASTAR FINL INC COM 66994740 44157 1338500 SH SHARED 17 1338500 D NOVATEL INC COM 66995410 189 7200 SH SHARED 02 7200 D NOVELIS INC COM 67000X10 2500 116647 SH SHARED 116347 300 D NOVELIS INC COM 67000X10 550 25657 SH SHARED 02 25657 D NOVELIS INC COM 67000X10 1 55 SH SHARED 05 55 D NOVELIS INC COM 67000X10 21 1015 SH SHARED 14 1015 D NOVELIS INC COM 67000X10 20 958 SH SHARED 18 958 D NOVELIS INC COM 67000X10 10 510 SH SHARED 19 510 D NOVELL INC DBCV 0.500% 7/1 670006AC 1678 1880000 PRN SHARED 02 1880000 D NOVELL INC COM 67000610 4335 581985 SH SHARED 581985 D NOVELL INC COM 67000610 7 1000 SH SHARED 01 1000 D NOVELL INC COM 67000610 1358 182329 SH SHARED 02 182329 D NOVELL INC COM 67000610 1187 159418 SH SHARED 17 159418 D NOVELLUS SYS INC COM 67000810 45348 1808140 SH SHARED 1775927 32213 D NOVELLUS SYS INC COM 67000810 329 13150 SH SHARED 01 8300 4850 D NOVELLUS SYS INC COM 67000810 454 18140 SH SHR/OTHR 01 18140 D NOVELLUS SYS INC COM 67000810 914 36473 SH SHARED 02 36473 D NOVELLUS SYS INC COM 67000810 1254 50000 SH SHARED 04 50000 D NOVELLUS SYS INC COM 67000810 263 10500 SH SHARED 06 10500 D NOVELLUS SYS INC COM 67000810 220 8800 SH SHARED 10 8800 D NOVELLUS SYS INC COM 67000810 492 19652 SH SHARED 14 19652 D NOVELLUS SYS INC COM 67000810 1597 63696 SH SHARED 17 63696 D NOVEN PHARMACEUTICALS INC COM 67000910 50 3600 SH SHARED 3600 D NOVEN PHARMACEUTICALS INC COM 67000910 243 17414 SH SHARED 02 17414 D NOVEN PHARMACEUTICALS INC COM 67000910 359 25700 SH SHARED 17 10900 14800 D NU SKIN ENTERPRISES INC CL A 67018T10 734 38550 SH SHARED 38550 D NU SKIN ENTERPRISES INC CL A 67018T10 85 4500 SH SHARED 02 4500 D NU SKIN ENTERPRISES INC CL A 67018T10 66 3500 SH SHARED 10 3500 D NU SKIN ENTERPRISES INC CL A 67018T10 579 30444 SH SHARED 17 28144 2300 D NSTAR COM 67019E10 2078 71874 SH SHARED 32274 39600 D NSTAR COM 67019E10 42 1476 SH SHR/OTHR 01 1476 D NSTAR COM 67019E10 1446 50000 SH SHARED 02 50000 D NSTAR COM 67019E10 176 6100 SH SHARED 17 6100 D NUCOR CORP COM 67034610 38931 659970 SH SHARED 608982 50988 D NUCOR CORP COM 67034610 271 4600 SH SHARED 01 4600 D NUCOR CORP COM 67034610 7964 135017 SH SHARED 02 135017 D NUCOR CORP COM 67034610 5 100 SH SHARED 05 100 D NUCOR CORP COM 67034610 371 6291 SH SHARED 06 6291 D NUCOR CORP COM 67034610 737 12500 SH SHARED 10 8400 4100 D NUCOR CORP COM 67034610 288 4898 SH SHARED 14 4898 D NUCOR CORP COM 67034610 4937 83698 SH SHARED 17 72198 11500 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 19 1500 SH SHR/OTHR 01 1500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 20 1500 SH SHR/OTHR 01 1500 D NUVEEN INSD CALIF PREM INCOM COM 67061X10 31 2000 SH SHARED 10 2000 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 89 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 11 1160 SH SHARED 10 1160 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 33 2250 SH SHR/OTHR 01 2250 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 25 1603 SH SHARED 01 1603 D NUVEEN PREM INCOME MUN FD COM 67062T10 24 1762 SH SHARED 01 1762 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 20 1402 SH SHARED 01 1402 D NVIDIA CORP COM 67066G10 15008 437812 SH SHARED 401199 36613 D NVIDIA CORP COM 67066G10 2971 86675 SH SHARED 01 57550 29125 D NVIDIA CORP COM 67066G10 142 4145 SH SHR/OTHR 01 4145 D NVIDIA CORP COM 67066G10 1332 38865 SH SHARED 02 38865 D NVIDIA CORP COM 67066G10 4079 119000 SH SHARED 04 119000 D NVIDIA CORP COM 67066G10 114 3336 SH SHARED 06 3336 D NVIDIA CORP COM 67066G10 26388 769790 SH SHARED 10 767300 2490 D NVIDIA CORP COM 67066G10 185 5400 SH SHARED 14 5400 D NVIDIA CORP COM 67066G10 2673 77992 SH SHARED 17 77992 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 25 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 287 34647 SH SHARED 34647 D NUTRI SYS INC NEW COM 67069D10 157 6300 SH SHARED 3800 2500 D NUTRI SYS INC NEW COM 67069D10 7 300 SH SHARED 10 300 D NUTRI SYS INC NEW COM 67069D10 250 10000 SH SHARED 17 10000 D NUTRITION 21 INC COM 67069V10 10 11625 SH SHARED 01 11625 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 72 5000 SH SHR/OTHR 01 5000 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 0 63 SH SHARED 63 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 70 5000 SH SHR/OTHR 01 5000 D NUVASIVE INC COM 67070410 131 7000 SH SHARED 7000 D NUVASIVE INC COM 67070410 282 15083 SH SHARED 02 15083 D NUVASIVE INC COM 67070410 5929 316400 SH SHARED 04 316400 D NUVASIVE INC COM 67070410 32 1750 SH SHARED 14 1750 D NUVASIVE INC COM 67070410 146 7800 SH SHARED 17 7800 D NYFIX INC COM 67071210 3 540 SH SHARED 02 540 D NUVELO INC COM NEW 67072M30 124 12960 SH SHARED 12860 100 D NUVELO INC COM NEW 67072M30 132 13833 SH SHARED 17 13833 D NUVEEN FLOATING RATE INCOME COM 67072T10 1003 76788 SH SHARED 76788 D NUVEEN PFD & CONV INC FD COM 67073B10 59 4720 SH SHARED 01 4720 D O CHARLEYS INC COM 67082310 193 13542 SH SHARED 12542 1000 D O CHARLEYS INC COM 67082310 120 8400 SH SHARED 10 8400 D O CHARLEYS INC COM 67082310 344 24100 SH SHARED 17 10500 13600 D OCA INC COM 67083Q10 11 7700 SH SHARED 7700 D OCA INC COM 67083Q10 2 1400 SH SHARED 02 1400 D OCA INC COM 67083Q10 40 26900 SH SHARED 17 26900 D OGE ENERGY CORP COM 67083710 1145 40779 SH SHARED 11179 29600 D OGE ENERGY CORP COM 67083710 14 500 SH SHR/OTHR 01 500 D OGE ENERGY CORP COM 67083710 1124 40000 SH SHARED 02 40000 D OGE ENERGY CORP COM 67083710 112 4000 SH SHARED 10 4000 D OGE ENERGY CORP COM 67083710 157 5600 SH SHARED 17 5600 D OM GROUP INC COM 67087210 797 39600 SH SHARED 27300 12300 D OM GROUP INC COM 67087210 249 12400 SH SHARED 02 12400 D OM GROUP INC COM 67087210 225 11200 SH SHARED 17 11200 D NUVEEN INVTS INC CL A 67090F10 28364 720100 SH SHARED 720000 100 D NUVEEN INVTS INC CL A 67090F10 200 5100 SH SHARED 02 5100 D NUVEEN INVTS INC CL A 67090F10 1181 30000 SH SHARED 04 30000 D NUVEEN INVTS INC CL A 67090F10 43 1100 SH SHARED 10 1100 D NUVEEN INVTS INC CL A 67090F10 3202 81300 SH SHARED 14 81300 D NUVEEN INVTS INC CL A 67090F10 181 4600 SH SHARED 17 4600 D NUVEEN MUN VALUE FD INC COM 67092810 19 2000 SH SHARED 01 2000 D NUVEEN NY SELECT QUALITY MUN COM 67097610 103 7000 SH SHR/OTHR 01 7000 D NUVEEN FLA QUALITY INCOME MU COM 67097810 49 3383 SH SHARED 01 3383 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 74 5000 SH SHR/OTHR 01 5000 D NUVEEN CALIF QUALITY INCM MU COM 67098510 123 8000 SH SHR/OTHR 01 8000 D NUVEEN NY QUALITY INCM MUN F COM 67098610 104 7200 SH SHR/OTHR 01 7200 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 7368 7732000 PRN SHARED 7732000 D OSI PHARMACEUTICALS INC COM 67104010 4497 153800 SH SHARED 145100 8700 D OSI PHARMACEUTICALS INC COM 67104010 29 1000 SH SHR/OTHR 01 1000 D OSI PHARMACEUTICALS INC COM 67104010 1942 66424 SH SHARED 02 66424 D OSI PHARMACEUTICALS INC COM 67104010 26 900 SH SHARED 10 400 500 D OSI PHARMACEUTICALS INC COM 67104010 14 500 SH SHARED 17 500 D OSI SYSTEMS INC COM 67104410 289 18336 SH SHARED 18336 D OSI SYSTEMS INC COM 67104410 118 7500 SH SHARED 17 7500 D OAKLEY INC COM 67366210 854 49300 SH SHARED 49300 D OAKLEY INC COM 67366210 27 1594 SH SHR/OTHR 01 1594 D OAKLEY INC COM 67366210 747 43088 SH SHARED 17 25888 17200 D OCCIDENTAL PETE CORP DEL COM 67459910 177566 2078507 SH SHARED 1997467 81040 D OCCIDENTAL PETE CORP DEL COM 67459910 6678 78175 SH SHARED 01 72400 5775 D OCCIDENTAL PETE CORP DEL COM 67459910 390 4576 SH SHR/OTHR 01 4576 D OCCIDENTAL PETE CORP DEL COM 67459910 8844 103527 SH SHARED 02 103527 D OCCIDENTAL PETE CORP DEL COM 67459910 17880 209300 SH SHARED 04 209300 D OCCIDENTAL PETE CORP DEL COM 67459910 17 200 SH SHARED 05 200 D OCCIDENTAL PETE CORP DEL COM 67459910 1529 17902 SH SHARED 06 17902 D OCCIDENTAL PETE CORP DEL COM 67459910 11738 137400 SH SHARED 10 35800 101600 D OCCIDENTAL PETE CORP DEL COM 67459910 358 4200 SH SHARED 14 4200 D OCCIDENTAL PETE CORP DEL COM 67459910 133609 1563970 SH SHARED 17 1554270 9700 D OCCULOGIX INC COM 67461T10 10 1700 SH SHARED 1700 D OCEANEERING INTL INC COM 67523210 331 6200 SH SHARED 6200 D OCEANEERING INTL INC COM 67523210 523 9800 SH SHARED 17 9800 D OCEANFIRST FINL CORP COM 67523410 29 1226 SH SHARED 1226 D OCEANFIRST FINL CORP COM 67523410 193 8000 SH SHARED 10 8000 D OCEANFIRST FINL CORP COM 67523410 84 3500 SH SHARED 17 3500 D OCTEL CORP COM 67572710 30 1800 SH SHARED 1800 D OCTEL CORP COM 67572710 83 5000 SH SHARED 10 5000 D OCTEL CORP COM 67572710 138 8300 SH SHARED 17 5100 3200 D OCWEN FINL CORP COM 67574610 36 5200 SH SHARED 5200 D OCWEN FINL CORP COM 67574610 5 800 SH SHARED 01 800 D OCWEN FINL CORP COM 67574610 51 7400 SH SHARED 10 7400 D OCWEN FINL CORP COM 67574610 115 16600 SH SHARED 17 16600 D ODYSSEY HEALTHCARE INC COM 67611V10 196 11552 SH SHARED 5152 6400 D ODYSSEY HEALTHCARE INC COM 67611V10 49 2922 SH SHARED 02 2922 D ODYSSEY HEALTHCARE INC COM 67611V10 2355 138800 SH SHARED 10 138800 D ODYSSEY HEALTHCARE INC COM 67611V10 12929 761875 SH SHARED 17 667675 94200 D ODYSSEY MARINE EXPLORATION I COM 67611810 21 5700 SH SHARED 5700 D ODYSSEY MARINE EXPLORATION I COM 67611810 65 17800 SH SHARED 17 17800 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 6313 5279000 PRN SHARED 02 5279000 D ODYSSEY RE HLDGS CORP COM 67612W10 158 6208 SH SHARED 6208 D ODYSSEY RE HLDGS CORP COM 67612W10 183 7200 SH SHARED 10 7200 D ODYSSEY RE HLDGS CORP COM 67612W10 127 5000 SH SHARED 17 5000 D OFFICEMAX INC DEL COM 67622P10 36551 1154145 SH SHARED 1140145 14000 D OFFICEMAX INC DEL COM 67622P10 6630 209349 SH SHARED 02 209349 D OFFICEMAX INC DEL COM 67622P10 57 1800 SH SHARED 10 1800 D OFFICEMAX INC DEL COM 67622P10 1801 56889 SH SHARED 17 56889 D OFFICE DEPOT INC COM 67622010 12905 434545 SH SHARED 341215 93330 D OFFICE DEPOT INC COM 67622010 3810 128316 SH SHARED 01 126710 1606 D OFFICE DEPOT INC COM 67622010 38 1300 SH SHR/OTHR 01 1300 D OFFICE DEPOT INC COM 67622010 2271 76493 SH SHARED 02 76493 D OFFICE DEPOT INC COM 67622010 2269 76399 SH SHARED 04 60000 16399 D OFFICE DEPOT INC COM 67622010 40020 1347482 SH SHARED 05 1234552 112930 D OFFICE DEPOT INC COM 67622010 21387 720125 SH SHARED 06 720125 D OFFICE DEPOT INC COM 67622010 1942 65406 SH SHARED 10 61006 4400 D OFFICE DEPOT INC COM 67622010 112 3800 SH SHARED 14 3800 D OFFICE DEPOT INC COM 67622010 904 30470 SH SHARED 15 30470 D OFFICE DEPOT INC COM 67622010 3981 134062 SH SHARED 17 132262 1800 D OFFSHORE LOGISTICS INC COM 67625510 129 3500 SH SHARED 3500 D OFFSHORE LOGISTICS INC COM 67625510 11 300 SH SHARED 10 300 D OFFSHORE LOGISTICS INC COM 67625510 5683 153600 SH SHARED 17 152100 1500 D OHIO CAS CORP COM 67724010 1013 37355 SH SHARED 16755 20600 D OHIO CAS CORP COM 67724010 691 25510 SH SHARED 02 25510 D OHIO CAS CORP COM 67724010 16 600 SH SHARED 10 600 D OHIO CAS CORP COM 67724010 1083 39942 SH SHARED 17 39942 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 54225 437300 SH SHARED 437300 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 86 700 SH SHR/OTHR 01 700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 10496 84650 SH SHARED 02 84650 D OIL STS INTL INC COM 67802610 1692 46600 SH SHARED 46600 D OIL STS INTL INC COM 67802610 159 4400 SH SHARED 02 4400 D OIL STS INTL INC COM 67802610 98 2700 SH SHARED 10 2700 D OIL STS INTL INC COM 67802610 17094 470800 SH SHARED 17 469100 1700 D OLD DOMINION FGHT LINES INC COM 67958010 99 2960 SH SHARED 2960 D OLD DOMINION FGHT LINES INC COM 67958010 222 6643 SH SHARED 02 6643 D OLD DOMINION FGHT LINES INC COM 67958010 1513 45200 SH SHARED 10 45200 D OLD DOMINION FGHT LINES INC COM 67958010 994 29700 SH SHARED 17 7700 22000 D OLD NATL BANCORP IND COM 68003310 216 10200 SH SHARED 10200 D OLD NATL BANCORP IND COM 68003310 778 36670 SH SHARED 10 36670 D OLD NATL BANCORP IND COM 68003310 689 32502 SH SHARED 17 29602 2900 D OLD REP INTL CORP COM 68022310 2650 99376 SH SHARED 36155 63221 D OLD REP INTL CORP COM 68022310 2237 83900 SH SHARED 02 83900 D OLD REP INTL CORP COM 68022310 93 3511 SH SHARED 06 3511 D OLD REP INTL CORP COM 68022310 2 100 SH SHARED 10 100 D OLD REP INTL CORP COM 68022310 1028 38570 SH SHARED 17 38570 D OLD SECOND BANCORP INC ILL COM 68027710 59 2000 SH SHARED 2000 D OLD SECOND BANCORP INC ILL COM 68027710 125 4198 SH SHARED 17 4198 D OLIN CORP COM PAR $1 68066520 8109 427048 SH SHARED 404948 22100 D OLIN CORP COM PAR $1 68066520 56 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 476 25100 SH SHARED 02 25100 D OLIN CORP COM PAR $1 68066520 51 2700 SH SHARED 10 2700 D OLIN CORP COM PAR $1 68066520 690 36354 SH SHARED 17 36354 D OLYMPIC STEEL INC COM 68162K10 762 43650 SH SHARED 43650 D OMNICARE INC COM 68190410 14423 256504 SH SHARED 216038 40466 D OMNICARE INC COM 68190410 324 5775 SH SHARED 01 3850 1925 D OMNICARE INC COM 68190410 2789 49600 SH SHARED 02 49600 D OMNICARE INC COM 68190410 12876 229000 SH SHARED 04 229000 D OMNICARE INC COM 68190410 1956 34800 SH SHARED 05 34800 D OMNICARE INC COM 68190410 98 1750 SH SHARED 06 1750 D OMNICARE INC COM 68190410 4385 78000 SH SHARED 10 76500 1500 D OMNICARE INC COM 68190410 95 1700 SH SHARED 14 1700 D OMNICARE INC COM 68190410 49363 877880 SH SHARED 17 877880 D OMNICOM GROUP INC NOTE 2/0 681919AK 60639 61500000 PRN SHARED 61500000 D OMNICOM GROUP INC NOTE 7/3 681919AM 41940 43372000 PRN SHARED 33372000 10000000 D OMNICOM GROUP INC NOTE 7/3 681919AM 944 977000 PRN SHARED 02 977000 D OMNICOM GROUP INC NOTE 6/1 681919AP 14670 15000000 PRN SHARED 15000000 D OMNICOM GROUP INC NOTE 6/1 681919AR 29237 29895000 PRN SHARED 29895000 D OMNICOM GROUP INC NOTE 6/1 681919AR 5734 5863000 PRN SHARED 02 5863000 D OMNICOM GROUP INC NOTE 6/1 681919AR 391 400000 PRN SHARED 06 400000 D OMNICOM GROUP INC COM 68191910 134020 1602538 SH SHARED 1560718 41820 D OMNICOM GROUP INC COM 68191910 426 5100 SH SHARED 01 1500 3600 D OMNICOM GROUP INC COM 68191910 3211 38400 SH SHR/OTHR 01 38400 D OMNICOM GROUP INC COM 68191910 3483 41659 SH SHARED 02 41659 D OMNICOM GROUP INC COM 68191910 8 100 SH SHARED 05 100 D OMNICOM GROUP INC COM 68191910 320 3831 SH SHARED 06 3831 D OMNICOM GROUP INC COM 68191910 73247 875850 SH SHARED 10 208850 545790 121210 D OMNICOM GROUP INC COM 68191910 1655 19800 SH SHR/OTHR 10 19800 D OMNICOM GROUP INC COM 68191910 827 9900 SH SHARED 14 9900 D OMNICOM GROUP INC COM 68191910 6145 73484 SH SHARED 17 72684 800 D OMEGA HEALTHCARE INVS INC COM 68193610 105 7600 SH SHARED 7600 D OMEGA HEALTHCARE INVS INC COM 68193610 162 11700 SH SHARED 10 11700 D OMEGA HEALTHCARE INVS INC COM 68193610 246 17700 SH SHARED 17 17700 D 1-800 CONTACTS INC COM 68197710 22 1200 SH SHARED 1200 D 1-800 CONTACTS INC COM 68197710 39 2100 SH SHARED 17 2100 D OMEGA FINL CORP COM 68209210 50 1800 SH SHARED 1800 D OMEGA FINL CORP COM 68209210 117 4200 SH SHARED 10 4200 D OMEGA FINL CORP COM 68209210 199 7100 SH SHARED 17 4400 2700 D OMEGA FLEX INC COM 68209510 9 600 SH SHARED 600 D OMEGA PROTEIN CORP COM 68210P10 26 3500 SH SHARED 19 3500 D OMNIVISION TECHNOLOGIES INC COM 68212810 598 47400 SH SHARED 10200 37200 D OMNIVISION TECHNOLOGIES INC COM 68212810 2097 166200 SH SHARED 10 166200 D OMNIVISION TECHNOLOGIES INC COM 68212810 631 50000 SH SHARED 15 50000 D OMNIVISION TECHNOLOGIES INC COM 68212810 5041 399500 SH SHARED 17 279200 120300 D OMNICELL INC COM 68213N10 3191 328020 SH SHARED 328020 D ON ASSIGNMENT INC COM 68215910 628 73465 SH SHR/OTHR 73465 D ON ASSIGNMENT INC COM 68215910 159 18660 SH SHARED 18660 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AB 4606 6125000 PRN SHARED 02 6125000 D ON SEMICONDUCTOR CORP COM 68218910 108 21100 SH SHARED 21100 D ON SEMICONDUCTOR CORP COM 68218910 1771 343900 SH SHARED 10 343900 D ON SEMICONDUCTOR CORP COM 68218910 2080 403900 SH SHARED 17 52700 351200 D ONE LIBERTY PPTYS INC COM 68240610 21 1100 SH SHARED 1100 D ONE LIBERTY PPTYS INC COM 68240610 6584 330700 SH SHARED 11 330700 D 1 800 FLOWERS COM CL A 68243Q10 42 6000 SH SHARED 6000 D 1 800 FLOWERS COM CL A 68243Q10 76 10900 SH SHARED 10 10900 D 1 800 FLOWERS COM CL A 68243Q10 96 13800 SH SHARED 17 13800 D ONEOK INC NEW COM 68268010 2930 86147 SH SHARED 39845 46302 D ONEOK INC NEW COM 68268010 1826 53700 SH SHARED 02 53700 D ONEOK INC NEW COM 68268010 40 1200 SH SHARED 10 1200 D ONEOK INC NEW COM 68268010 11988 352400 SH SHARED 17 352400 D ONLINE RES CORP COM 68273G10 34 3300 SH SHARED 3300 D ONLINE RES CORP COM 68273G10 113 10700 SH SHARED 17 10700 D ONYX PHARMACEUTICALS INC COM 68339910 762 30528 SH SHARED 28928 1600 D ONYX PHARMACEUTICALS INC COM 68339910 24 1000 SH SHR/OTHR 01 1000 D ONYX PHARMACEUTICALS INC COM 68339910 109 4400 SH SHARED 02 4400 D ONYX PHARMACEUTICALS INC COM 68339910 883 35400 SH SHARED 04 35400 D ONYX PHARMACEUTICALS INC COM 68339910 14 600 SH SHARED 10 600 D ONYX PHARMACEUTICALS INC COM 68339910 19 800 SH SHARED 14 800 D ONYX PHARMACEUTICALS INC COM 68339910 342 13700 SH SHARED 17 13700 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 11740 264190 SH SHARED 264190 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 42 954 SH SHARED 02 954 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 57934 1303650 SH SHARED 04 1303650 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2292 51588 SH SHARED 05 51588 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5946 133800 SH SHARED 06 133800 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 6043 136000 SH SHARED 10 136000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1004 22600 SH SHARED 17 22600 D OPEN SOLUTIONS INC COM 68371P10 63 2900 SH SHARED 2900 D OPEN SOLUTIONS INC COM 68371P10 26 1200 SH SHARED 02 1200 D OPEN SOLUTIONS INC COM 68371P10 67 3100 SH SHARED 10 3100 D OPEN SOLUTIONS INC COM 68371P10 196 9000 SH SHARED 17 9000 D OPEN TEXT CORP COM 68371510 1491 106700 SH SHARED 106700 D OPEN TEXT CORP COM 68371510 52 3762 SH SHARED 02 3762 D OPENWAVE SYS INC COM NEW 68371830 363 20234 SH SHARED 11534 8700 D OPENWAVE SYS INC COM NEW 68371830 2010 111833 SH SHARED 02 111833 D OPENWAVE SYS INC COM NEW 68371830 6023 335000 SH SHARED 04 335000 D OPENWAVE SYS INC COM NEW 68371830 738 41100 SH SHARED 10 41100 D OPENWAVE SYS INC COM NEW 68371830 2989 166276 SH SHARED 17 94876 71400 D OPLINK COMMUNICATIONS INC COM 68375Q10 24 15963 SH SHARED 15963 D OPLINK COMMUNICATIONS INC COM 68375Q10 72 47400 SH SHARED 17 47400 D OPNET TECHNOLOGIES INC COM 68375710 0 40 SH SHARED 02 40 D OPTICAL COMMUNICATION PRODS CL A 68382T10 76 40604 SH SHARED 40604 D OPTICAL COMMUNICATION PRODS CL A 68382T10 15 8100 SH SHARED 17 8100 D OPSWARE INC COM 68383A10 57 11000 SH SHARED 11000 D OPSWARE INC COM 68383A10 145 28000 SH SHARED 17 28000 D OPTICARE HEALTH SYS INC COM 68386P10 0 3 SH SHARED 02 3 D OPTIMAL GROUP INC CL A NEW 68388R20 1188 57459 SH SHARED 57459 D OPTIMAL GROUP INC CL A NEW 68388R20 86 4200 SH SHARED 02 4200 D ORACLE CORP COM 68389X10 252106 20331203 SH SHARED 19681857 649346 D ORACLE CORP COM 68389X10 7108 573233 SH SHARED 01 423773 149460 D ORACLE CORP COM 68389X10 1872 151002 SH SHR/OTHR 01 151002 D ORACLE CORP COM 68389X10 19297 1556227 SH SHARED 02 1556227 D ORACLE CORP COM 68389X10 14005 1129500 SH SHARED 04 1120500 9000 D ORACLE CORP COM 68389X10 12444 1003573 SH SHARED 05 955683 47890 D ORACLE CORP COM 68389X10 19129 1542679 SH SHARED 06 1542679 D ORACLE CORP COM 68389X10 260821 21034020 SH SHARED 10 5692856 14885750 455414 D ORACLE CORP COM 68389X10 754 60830 SH SHARED 14 60830 D ORACLE CORP COM 68389X10 198 16000 SH SHARED 15 16000 D ORACLE CORP COM 68389X10 2095 169000 SH SHARED 16 169000 D ORACLE CORP COM 68389X10 25181 2030804 SH SHARED 17 2019604 11200 D ORACLE CORP COM 68389X10 11408 920000 SH SHARED 18 920000 D ORACLE CORP COM 68389X10 77 6250 SH SHARED 19 6250 D OPTION CARE INC NOTE 2.250%11/0 683948AB 9124 6550000 PRN SHARED 6550000 D OPTION CARE INC COM 68394810 48 3300 SH SHARED 3300 D OPTION CARE INC COM 68394810 7 500 SH SHARED 10 500 D OPTION CARE INC COM 68394810 5599 382500 SH SHARED 17 382500 D OPTIONSXPRESS HLDGS INC COM 68401010 59 3100 SH SHARED 3100 D OPTIONSXPRESS HLDGS INC COM 68401010 278 14610 SH SHARED 17 14610 D ORASURE TECHNOLOGIES INC COM 68554V10 1312 138916 SH SHR/OTHR 138916 D ORASURE TECHNOLOGIES INC COM 68554V10 63 6700 SH SHARED 6700 D ORASURE TECHNOLOGIES INC COM 68554V10 190 20200 SH SHARED 17 20200 D ORBITAL SCIENCES CORP COM 68556410 452 36182 SH SHARED 36182 D ORBITAL SCIENCES CORP COM 68556410 46 3700 SH SHARED 02 3700 D ORBITAL SCIENCES CORP COM 68556410 1062 85000 SH SHARED 04 85000 D ORBITAL SCIENCES CORP COM 68556410 259 20760 SH SHARED 17 20760 D ORCHID CELLMARK INC COM 68573C10 32 3800 SH SHARED 3800 D ORCHID CELLMARK INC COM 68573C10 93 11000 SH SHARED 10 11000 D ORCHID CELLMARK INC COM 68573C10 97 11500 SH SHARED 17 11500 D OREZONE RES INC COM 68592110 207 110000 SH SHARED 01 110000 D OREGON STL MLS INC COM 68607910 1927 69100 SH SHARED 63400 5700 D OREGON STL MLS INC COM 68607910 14750 528700 SH SHARED 17 528700 D O REILLY AUTOMOTIVE INC COM 68609110 1462 51906 SH SHARED 13406 38500 D O REILLY AUTOMOTIVE INC COM 68609110 90 3200 SH SHR/OTHR 01 3200 D O REILLY AUTOMOTIVE INC COM 68609110 1569 55700 SH SHARED 02 55700 D O REILLY AUTOMOTIVE INC COM 68609110 306 10863 SH SHARED 17 10863 D ORIENTAL FINL GROUP INC COM 68618W10 39 3200 SH SHARED 3200 D ORIENTAL FINL GROUP INC COM 68618W10 698 57100 SH SHARED 10 57100 D ORIENTAL FINL GROUP INC COM 68618W10 99 8142 SH SHARED 17 8142 D ORIGEN FINL INC COM 68619E20 1210 159901 SH SHARED 159901 D ORLEANS HOMEBUILDERS INC COM 68658810 19 771 SH SHARED 771 D ORLEANS HOMEBUILDERS INC COM 68658810 36 1500 SH SHARED 17 1500 D ORMAT TECHNOLOGIES INC COM 68668810 26 1200 SH SHARED 1200 D ORMAT TECHNOLOGIES INC COM 68668810 12884 582200 SH SHARED 17 582200 D ORTHOVITA INC COM 68750U10 557 130172 SH SHR/OTHR 130172 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 2401 3075000 PRN SHARED 02 3075000 D OSHKOSH TRUCK CORP COM 68823920 987 22880 SH SHARED 22880 D OSHKOSH TRUCK CORP COM 68823920 25 600 SH SHARED 01 600 D OSHKOSH TRUCK CORP COM 68823920 335 7784 SH SHARED 02 7784 D OSHKOSH TRUCK CORP COM 68823920 647 15000 SH SHARED 10 15000 D OSHKOSH TRUCK CORP COM 68823920 38470 891350 SH SHARED 17 891350 D OTELCO INC UNIT 99/99/9999 68882320 15 1000 SH SHARED 1000 D OTTER TAIL CORP COM 68964810 136 4400 SH SHARED 4400 D OTTER TAIL CORP COM 68964810 89 2900 SH SHARED 02 2900 D OTTER TAIL CORP COM 68964810 290 9400 SH SHARED 17 9400 D OUTBACK STEAKHOUSE INC COM 68989910 5861 160147 SH SHARED 137597 22550 D OUTBACK STEAKHOUSE INC COM 68989910 1553 42456 SH SHARED 02 42456 D OUTBACK STEAKHOUSE INC COM 68989910 14 400 SH SHARED 06 400 D OUTBACK STEAKHOUSE INC COM 68989910 58 1600 SH SHARED 17 1600 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 16 1100 SH SHARED 1100 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 6464 110829 SH SHARED 97829 13000 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 3540 60700 SH SHARED 01 60700 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1239 21253 SH SHARED 02 21253 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 58 1009 SH SHARED 06 1009 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 14092 241600 SH SHARED 10 11800 229800 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 2811 48200 SH SHARED 17 16900 31300 D OVERSTOCK COM INC DEL COM 69037010 575 15000 SH SHARED 10100 4900 D OVERSTOCK COM INC DEL COM 69037010 153 4000 SH SHARED 04 4000 D OVERSTOCK COM INC DEL COM 69037010 19 500 SH SHARED 10 100 400 D OVERSTOCK COM INC DEL COM 69037010 176 4600 SH SHARED 17 4600 D OWENS & MINOR INC NEW COM 69073210 1781 60700 SH SHARED 60700 D OWENS & MINOR INC NEW COM 69073210 90 3100 SH SHARED 02 3100 D OWENS & MINOR INC NEW COM 69073210 85 2900 SH SHARED 10 2900 D OWENS & MINOR INC NEW COM 69073210 1000 34100 SH SHARED 17 17000 17100 D OWENS ILL INC COM NEW 69076840 307 14900 SH SHARED 13500 1400 D OWENS ILL INC COM NEW 69076840 515 25000 SH SHARED 02 25000 D OWENS ILL INC COM NEW 69076840 28 1371 SH SHARED 06 1371 D OWENS ILL INC COM NEW 69076840 10 500 SH SHARED 10 500 D OWENS ILL INC COM NEW 69076840 2285 110850 SH SHARED 17 110850 D OWENS ILL INC PFD CONV $.01 69076850 4412 119590 SH SHARED 119590 D OXFORD INDS INC COM 69149730 94 2100 SH SHARED 2100 D OXFORD INDS INC COM 69149730 48 1078 SH SHARED 02 1078 D OXFORD INDS INC COM 69149730 618 13700 SH SHARED 10 13700 D OXFORD INDS INC COM 69149730 261 5800 SH SHARED 17 4700 1100 D OXIGENE INC COM 69182810 59 11200 SH SHARED 11200 D P A M TRANSN SVCS INC COM 69314910 16 1000 SH SHARED 1000 D P A M TRANSN SVCS INC COM 69314910 67 4200 SH SHARED 10 4200 D P A M TRANSN SVCS INC COM 69314910 8 526 SH SHARED 17 526 D P C CONNECTION COM 69318J10 277 51020 SH SHARED 51020 D PC-TEL INC COM 69325Q10 0 90 SH SHARED 02 90 D PDF SOLUTIONS INC COM 69328210 48 2900 SH SHARED 2900 D PDF SOLUTIONS INC COM 69328210 104 6300 SH SHARED 17 6300 D PDI INC COM 69329V10 124 8100 SH SHARED 8100 D PG&E CORP NOTE 9.500% 6/3 69331CAD 17942 6080000 PRN SHARED 6080000 D PG&E CORP COM 69331C10 35077 893694 SH SHARED 809451 84243 D PG&E CORP COM 69331C10 286 7290 SH SHARED 01 7290 D PG&E CORP COM 69331C10 416 10600 SH SHR/OTHR 01 10600 D PG&E CORP COM 69331C10 3320 84611 SH SHARED 02 84611 D PG&E CORP COM 69331C10 223 5700 SH SHARED 05 5700 D PG&E CORP COM 69331C10 367 9363 SH SHARED 06 9363 D PG&E CORP COM 69331C10 321 8200 SH SHARED 10 8200 D PG&E CORP COM 69331C10 47 1200 SH SHARED 14 1200 D PG&E CORP COM 69331C10 6669 169919 SH SHARED 17 167619 2300 D PFF BANCORP INC COM 69331W10 87 2900 SH SHARED 2900 D PFF BANCORP INC COM 69331W10 3363 111151 SH SHARED 10 1501 109650 D PFF BANCORP INC COM 69331W10 7423 245340 SH SHARED 17 214590 30750 D PHH CORP COM NEW 69332020 1766 64347 SH SHARED 63047 1300 D PHH CORP COM NEW 69332020 0 8 SH SHARED 01 8 D PHH CORP COM NEW 69332020 16 617 SH SHR/OTHR 01 617 D PHH CORP COM NEW 69332020 4 149 SH SHARED 02 149 D PHH CORP COM NEW 69332020 40 1485 SH SHARED 06 1485 D PHH CORP COM NEW 69332020 985 35900 SH SHARED 10 35900 D PHH CORP COM NEW 69332020 23 864 SH SHARED 14 864 D PHH CORP COM NEW 69332020 1246 45400 SH SHARED 17 33000 12400 D P F CHANGS CHINA BISTRO INC COM 69333Y10 4302 95979 SH SHARED 94179 1800 D P F CHANGS CHINA BISTRO INC COM 69333Y10 2126 47425 SH SHARED 01 45575 1850 D P F CHANGS CHINA BISTRO INC COM 69333Y10 34 775 SH SHR/OTHR 01 775 D P F CHANGS CHINA BISTRO INC COM 69333Y10 2760 61570 SH SHARED 02 61570 D P F CHANGS CHINA BISTRO INC COM 69333Y10 896 20000 SH SHARED 04 20000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 18537 413500 SH SHARED 10 411500 2000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 44236 986772 SH SHARED 17 858472 128300 D PICO HLDGS INC COM NEW 69336620 42 1200 SH SHARED 1200 D PICO HLDGS INC COM NEW 69336620 84 2400 SH SHARED 17 2400 D PLX TECHNOLOGY INC COM 69341710 111 13400 SH SHARED 3500 9900 D PLX TECHNOLOGY INC COM 69341710 93 11200 SH SHARED 17 11200 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 2110 2000000 PRN SHARED 2000000 D PMA CAP CORP CL A 69341920 146 16700 SH SHARED 9400 7300 D PMA CAP CORP CL A 69341920 2 320 SH SHARED 02 320 D PMA CAP CORP CL A 69341920 140 16000 SH SHARED 17 16000 D PMC-SIERRA INC COM 69344F10 9695 1100507 SH SHARED 1057897 42610 D PMC-SIERRA INC COM 69344F10 13 1538 SH SHR/OTHR 01 1538 D PMC-SIERRA INC COM 69344F10 377 42900 SH SHARED 02 42900 D PMC-SIERRA INC COM 69344F10 78 8900 SH SHARED 10 8900 D PMC-SIERRA INC COM 69344F10 1515 172012 SH SHARED 17 166012 6000 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 19513 19000000 PRN SHARED 19000000 D PMI GROUP INC DBCV 2.500% 7/1 69344MAE 4626 4505000 PRN SHARED 02 4505000 D PMI GROUP INC COM 69344M10 10624 266472 SH SHARED 231872 34600 D PMI GROUP INC COM 69344M10 3753 94131 SH SHARED 02 94131 D PMI GROUP INC COM 69344M10 79 1991 SH SHARED 06 1991 D PMI GROUP INC COM 69344M10 1052 26400 SH SHARED 10 26400 D PMI GROUP INC COM 69344M10 3801 95352 SH SHARED 17 95352 D PNC FINL SVCS GROUP INC COM 69347510 29798 513595 SH SHARED 435258 78337 D PNC FINL SVCS GROUP INC COM 69347510 9147 157653 SH SHARED 01 122225 35428 D PNC FINL SVCS GROUP INC COM 69347510 653 11256 SH SHR/OTHR 01 11256 D PNC FINL SVCS GROUP INC COM 69347510 3770 64982 SH SHARED 02 64982 D PNC FINL SVCS GROUP INC COM 69347510 11 200 SH SHARED 05 200 D PNC FINL SVCS GROUP INC COM 69347510 393 6788 SH SHARED 06 6788 D PNC FINL SVCS GROUP INC COM 69347510 131854 2272570 SH SHARED 10 1657715 614855 D PNC FINL SVCS GROUP INC COM 69347510 226 3900 SH SHR/OTHR 10 3900 D PNC FINL SVCS GROUP INC COM 69347510 611 10539 SH SHARED 14 10539 D PNC FINL SVCS GROUP INC COM 69347510 3005 51800 SH SHARED 15 51800 D PNC FINL SVCS GROUP INC COM 69347510 98876 1704179 SH SHARED 17 1664537 39642 D POSCO SPONSORED ADR 69348310 1238 21894 SH SHARED 10345 11549 D POSCO SPONSORED ADR 69348310 85353 1509084 SH SHARED 1508484 600 D POSCO SPONSORED ADR 69348310 14 250 SH SHARED 01 250 D POSCO SPONSORED ADR 69348310 6787 120000 SH SHARED 04 120000 D POSCO SPONSORED ADR 69348310 857 15162 SH SHARED 05 2442 12720 D POSCO SPONSORED ADR 69348310 3019 53390 SH SHARED 06 53390 D POSCO SPONSORED ADR 69348310 9328 164930 SH SHARED 10 150700 14230 D POSCO SPONSORED ADR 69348310 3027 53520 SH SHARED 17 53520 D PNM RES INC COM 69349H10 920 32108 SH SHARED 8158 23950 D PNM RES INC COM 69349H10 862 30100 SH SHARED 02 30100 D PNM RES INC COM 69349H10 9 315 SH SHARED 10 315 D PNM RES INC COM 69349H10 461 16100 SH SHARED 17 16100 D PPG INDS INC COM 69350610 52093 880102 SH SHARED 840554 39548 D PPG INDS INC COM 69350610 4850 81950 SH SHARED 01 75950 6000 D PPG INDS INC COM 69350610 926 15660 SH SHR/OTHR 01 15660 D PPG INDS INC COM 69350610 2687 45400 SH SHARED 02 45400 D PPG INDS INC COM 69350610 2865 48420 SH SHARED 05 48420 D PPG INDS INC COM 69350610 375 6336 SH SHARED 06 6336 D PPG INDS INC COM 69350610 57263 967450 SH SHARED 10 292470 653390 21590 D PPG INDS INC COM 69350610 9 160 SH SHR/OTHR 10 160 D PPG INDS INC COM 69350610 6115 103327 SH SHARED 17 81512 21815 D PPL CORP COM 69351T10 33367 1032088 SH SHARED 947494 84594 D PPL CORP COM 69351T10 3174 98176 SH SHARED 02 98176 D PPL CORP COM 69351T10 3233 100000 SH SHARED 04 100000 D PPL CORP COM 69351T10 6 200 SH SHARED 05 200 D PPL CORP COM 69351T10 242 7500 SH SHARED 06 7500 D PPL CORP COM 69351T10 1286 39800 SH SHARED 10 6200 33600 D PPL CORP COM 69351T10 25 800 SH SHR/OTHR 10 800 D PPL CORP COM 69351T10 206 6400 SH SHARED 14 6400 D PPL CORP COM 69351T10 5686 175876 SH SHARED 17 159876 16000 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 526 405000 PRN SHARED 405000 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 191 147000 PRN SHARED 02 147000 D PRA INTL COM 69353C10 51 1700 SH SHARED 1700 D PRA INTL COM 69353C10 7065 233100 SH SHARED 04 233100 D PRA INTL COM 69353C10 30 1000 SH SHARED 06 1000 D PRA INTL COM 69353C10 51 1700 SH SHARED 14 1700 D PRA INTL COM 69353C10 112 3700 SH SHARED 17 3700 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 18 6299 SH SHARED 6299 D PRG-SCHULTZ INTERNATIONAL IN COM 69357C10 51 17197 SH SHARED 17 17197 D PS BUSINESS PKS INC CALIF COM 69360J10 127 2777 SH SHARED 2577 200 D PS BUSINESS PKS INC CALIF COM 69360J10 4 100 SH SHARED 02 100 D PS BUSINESS PKS INC CALIF COM 69360J10 384 8400 SH SHARED 10 8400 D PS BUSINESS PKS INC CALIF COM 69360J10 348 7600 SH SHARED 17 6400 1200 D PSS WORLD MED INC COM 69366A10 998 74872 SH SHARED 74872 D PSS WORLD MED INC COM 69366A10 1974 148000 SH SHARED 10 148000 D PSS WORLD MED INC COM 69366A10 454 34063 SH SHARED 17 34063 D PAC-WEST TELECOM INC COM 69371Y10 14 18300 SH SHARED 18300 D PACCAR INC COM 69371810 70019 1031365 SH SHARED 986484 44881 D PACCAR INC COM 69371810 973 14335 SH SHARED 01 4695 9640 D PACCAR INC COM 69371810 654 9645 SH SHR/OTHR 01 9645 D PACCAR INC COM 69371810 2800 41246 SH SHARED 02 41246 D PACCAR INC COM 69371810 6 100 SH SHARED 05 100 D PACCAR INC COM 69371810 400 5906 SH SHARED 06 5906 D PACCAR INC COM 69371810 4276 62989 SH SHARED 10 38950 24039 D PACCAR INC COM 69371810 997 14690 SH SHR/OTHR 10 14690 D PACCAR INC COM 69371810 5255 77419 SH SHARED 17 76519 900 D PACER INTL INC TENN COM 69373H10 1531 58091 SH SHARED 58091 D PACER INTL INC TENN COM 69373H10 89 3400 SH SHARED 02 3400 D PACER INTL INC TENN COM 69373H10 81 3100 SH SHARED 10 3100 D PACER INTL INC TENN COM 69373H10 690 26200 SH SHARED 17 24200 2000 D PACIFIC CAP BANCORP NEW COM 69404P10 324 9760 SH SHARED 9227 533 D PACIFIC CAP BANCORP NEW COM 69404P10 93 2800 SH SHARED 02 2800 D PACIFIC CAP BANCORP NEW COM 69404P10 5623 168932 SH SHARED 10 168932 D PACIFIC CAP BANCORP NEW COM 69404P10 2252 67677 SH SHARED 17 20244 47433 D PACIFIC ENERGY PARTNERS L P COM UNIT 69422R10 31 1000 SH SHARED 1000 D PACIFIC ETHANOL INC COM 69423U10 11 1100 SH SHARED 1100 D PACIFIC SUNWEAR CALIF INC COM 69487310 972 45337 SH SHARED 19737 25600 D PACIFIC SUNWEAR CALIF INC COM 69487310 27 1264 SH SHR/OTHR 01 1264 D PACIFIC SUNWEAR CALIF INC COM 69487310 693 32354 SH SHARED 02 32354 D PACIFIC SUNWEAR CALIF INC COM 69487310 1959 91389 SH SHARED 10 86789 4600 D PACIFIC SUNWEAR CALIF INC COM 69487310 986 46000 SH SHARED 17 43300 2700 D PACIFICARE HEALTH SYS DEL COM 69511210 147092 1843731 SH SHARED 1790631 53100 D PACIFICARE HEALTH SYS DEL COM 69511210 7236 90700 SH SHARED 02 90700 D PACIFICARE HEALTH SYS DEL COM 69511210 15174 190200 SH SHARED 04 190200 D PACIFICARE HEALTH SYS DEL COM 69511210 23 300 SH SHARED 05 300 D PACIFICARE HEALTH SYS DEL COM 69511210 79 1000 SH SHARED 06 1000 D PACIFICARE HEALTH SYS DEL COM 69511210 39 500 SH SHARED 10 500 D PACIFICARE HEALTH SYS DEL COM 69511210 79 1000 SH SHARED 14 1000 D PACIFICARE HEALTH SYS DEL COM 69511210 1893 23730 SH SHARED 17 23730 D PACKAGING CORP AMER COM 69515610 671 34616 SH SHARED 7816 26800 D PACKAGING CORP AMER COM 69515610 3415 175950 SH SHARED 01 175700 250 D PACKAGING CORP AMER COM 69515610 15 800 SH SHR/OTHR 01 800 D PACKAGING CORP AMER COM 69515610 987 50896 SH SHARED 02 50896 D PACKAGING CORP AMER COM 69515610 782 40300 SH SHARED 10 34100 6200 D PACKAGING CORP AMER COM 69515610 2263 116600 SH SHARED 17 25100 91500 D PACKAGING DYNAMICS CORP COM 69516010 32 2600 SH SHR/OTHR 01 2600 D PACKETEER INC COM 69521010 1335 106379 SH SHARED 93879 12500 D PACKETEER INC COM 69521010 1901 151500 SH SHARED 10 151500 D PACKETEER INC COM 69521010 1207 96200 SH SHARED 17 16400 79800 D PACTIV CORP COM 69525710 14671 837403 SH SHARED 804972 32431 D PACTIV CORP COM 69525710 782 44673 SH SHARED 02 44673 D PACTIV CORP COM 69525710 32 1835 SH SHARED 06 1835 D PACTIV CORP COM 69525710 8 500 SH SHARED 10 500 D PACTIV CORP COM 69525710 130 7444 SH SHARED 14 7444 D PACTIV CORP COM 69525710 1346 76868 SH SHARED 17 76868 D PAINCARE HLDGS INC COM 69562E10 25 6700 SH SHARED 6700 D PAINCARE HLDGS INC COM 69562E10 78 21000 SH SHARED 17 21000 D PAIN THERAPEUTICS INC COM 69562K10 26 4210 SH SHARED 4210 D PAIN THERAPEUTICS INC COM 69562K10 75 12000 SH SHARED 17 12000 D PALATIN TECHNOLOGIES INC COM NEW 69607730 47 20791 SH SHARED 20791 D PALL CORP COM 69642930 28334 1030340 SH SHARED 1005240 25100 D PALL CORP COM 69642930 409 14897 SH SHR/OTHR 01 14897 D PALL CORP COM 69642930 1239 45055 SH SHARED 02 45055 D PALL CORP COM 69642930 4125 150000 SH SHARED 04 150000 D PALL CORP COM 69642930 38 1400 SH SHARED 10 1400 D PALL CORP COM 69642930 49 1800 SH SHARED 14 1800 D PALL CORP COM 69642930 2062 75000 SH SHARED 16 75000 D PALL CORP COM 69642930 1904 69263 SH SHARED 17 69263 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 2960 3300000 PRN SHARED 3300000 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 22 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 40 2102 SH SHARED 2102 D PALM HARBOR HOMES COM 69663910 0 50 SH SHARED 02 50 D PALM HARBOR HOMES COM 69663910 94 4850 SH SHARED 17 4850 D PALM INC NEW COM 69664310 3989 140820 SH SHARED 129220 11600 D PALM INC NEW COM 69664310 7 250 SH SHARED 01 250 D PALM INC NEW COM 69664310 2424 85573 SH SHARED 02 85573 D PALM INC NEW COM 69664310 3685 130100 SH SHARED 10 700 129400 D PALM INC NEW COM 69664310 1422 50198 SH SHARED 17 20598 29600 D PALMSOURCE INC COM 69715410 0 29 SH SHARED 29 D PALMSOURCE INC COM 69715410 1 77 SH SHARED 01 77 D PALMSOURCE INC COM 69715410 722 40002 SH SHARED 02 40002 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 1379 52600 SH SHARED 52600 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 73 2800 SH SHARED 02 2800 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 201 7700 SH SHARED 17 7700 D PAMRAPO BANCORP INC COM 69773810 87 4000 SH SHARED 01 4000 D PAMRAPO BANCORP INC COM 69773810 87 4000 SH SHARED 10 2000 2000 D PAN AMERICAN SILVER CORP COM 69790010 9237 523100 SH SHARED 17 523100 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 39 605 SH SHARED 505 100 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 587 8910 SH SHARED 02 8910 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 204 3100 SH SHARED 04 3100 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 395 6000 SH SHARED 10 6000 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 179562 2724776 SH SHARED 11 2724776 D PAN PACIFIC RETAIL PPTYS INC COM 69806L10 125 1900 SH SHARED 17 1900 D PANACOS PHARMACEUTICALS INC COM 69811Q10 944 97000 SH SHARED 04 97000 D PANAMSAT HLDG CORP COM 69831Y10 66106 2731660 SH SHARED 2731660 D PANAMSAT HLDG CORP COM 69831Y10 118 4900 SH SHARED 02 4900 D PANERA BREAD CO CL A 69840W10 5280 103170 SH SHARED 101170 2000 D PANERA BREAD CO CL A 69840W10 25 500 SH SHARED 01 500 D PANERA BREAD CO CL A 69840W10 497 9726 SH SHARED 02 9726 D PANERA BREAD CO CL A 69840W10 189 3700 SH SHARED 17 3700 D PANTRY INC COM 69865710 100 2700 SH SHARED 2700 D PANTRY INC COM 69865710 89 2400 SH SHARED 02 2400 D PANTRY INC COM 69865710 2765 74000 SH SHARED 10 74000 D PANTRY INC COM 69865710 3026 81000 SH SHARED 17 9200 71800 D PAPA JOHNS INTL INC COM 69881310 85 1700 SH SHARED 1600 100 D PAPA JOHNS INTL INC COM 69881310 369 7364 SH SHARED 02 7364 D PAPA JOHNS INTL INC COM 69881310 576 11506 SH SHARED 17 11506 D PAR PHARMACEUTICAL COS INC COM 69888P10 915 34380 SH SHARED 20780 13600 D PAR PHARMACEUTICAL COS INC COM 69888P10 122 4605 SH SHARED 01 4605 D PAR PHARMACEUTICAL COS INC COM 69888P10 32 1203 SH SHR/OTHR 01 1203 D PAR PHARMACEUTICAL COS INC COM 69888P10 372 14000 SH SHARED 02 14000 D PAR PHARMACEUTICAL COS INC COM 69888P10 10922 410300 SH SHARED 17 410300 D PAR TECHNOLOGY CORP COM 69888410 13 600 SH SHARED 600 D PAR TECHNOLOGY CORP COM 69888410 50 2200 SH SHARED 17 2200 D PARALLEL PETE CORP DEL COM 69915710 74 5300 SH SHARED 5300 D PARALLEL PETE CORP DEL COM 69915710 212 15200 SH SHARED 17 15200 D PARAMETRIC TECHNOLOGY CORP COM 69917310 9161 1314484 SH SHARED 1279584 34900 D PARAMETRIC TECHNOLOGY CORP COM 69917310 220 31578 SH SHARED 02 31578 D PARAMETRIC TECHNOLOGY CORP COM 69917310 3291 472200 SH SHARED 10 4000 468200 D PARAMETRIC TECHNOLOGY CORP COM 69917310 5054 725194 SH SHARED 17 243894 481300 D PAREXEL INTL CORP COM 69946210 90 4500 SH SHARED 4000 500 D PAREXEL INTL CORP COM 69946210 54 2730 SH SHARED 10 2730 D PAREXEL INTL CORP COM 69946210 236 11760 SH SHARED 17 11760 D PARK ELECTROCHEMICAL CORP COM 70041620 79 3000 SH SHARED 3000 D PARK ELECTROCHEMICAL CORP COM 70041620 170 6387 SH SHARED 17 6387 D PARK NATL CORP COM 70065810 184 1707 SH SHARED 1707 D PARK NATL CORP COM 70065810 97 900 SH SHARED 10 900 D PARK NATL CORP COM 70065810 676 6250 SH SHARED 17 5550 700 D PARKER DRILLING CO COM 70108110 133 14400 SH SHARED 14400 D PARKER DRILLING CO COM 70108110 5 600 SH SHARED 02 600 D PARKER DRILLING CO COM 70108110 341 36800 SH SHARED 10 36800 D PARKER DRILLING CO COM 70108110 1021 110200 SH SHARED 17 43800 66400 D PARKER HANNIFIN CORP COM 70109410 19225 298943 SH SHARED 265516 33427 D PARKER HANNIFIN CORP COM 70109410 131 2040 SH SHARED 01 950 1090 D PARKER HANNIFIN CORP COM 70109410 73 1140 SH SHR/OTHR 01 1140 D PARKER HANNIFIN CORP COM 70109410 1722 26782 SH SHARED 02 26782 D PARKER HANNIFIN CORP COM 70109410 913 14210 SH SHARED 05 11410 2800 D PARKER HANNIFIN CORP COM 70109410 256 3989 SH SHARED 06 3989 D PARKER HANNIFIN CORP COM 70109410 4436 68985 SH SHARED 10 45325 23660 D PARKER HANNIFIN CORP COM 70109410 134 2092 SH SHR/OTHR 10 2092 D PARKER HANNIFIN CORP COM 70109410 3700 57545 SH SHARED 17 57545 D PARKWAY PPTYS INC COM 70159Q10 98 2100 SH SHARED 2100 D PARKWAY PPTYS INC COM 70159Q10 182 3900 SH SHARED 02 3900 D PARKWAY PPTYS INC COM 70159Q10 1839 39200 SH SHARED 10 39200 D PARKWAY PPTYS INC COM 70159Q10 469 10000 SH SHARED 17 5900 4100 D PARLUX FRAGRANCES INC COM 70164510 29 1000 SH SHARED 1000 D PARLUX FRAGRANCES INC COM 70164510 81 2800 SH SHARED 02 2800 D PARLUX FRAGRANCES INC COM 70164510 90 3100 SH SHARED 17 3100 D PARTNERS TR FINL GROUP INC N COM 70213F10 178 15545 SH SHARED 15545 D PARTNERS TR FINL GROUP INC N COM 70213F10 523 45500 SH SHARED 10 45500 D PARTNERS TR FINL GROUP INC N COM 70213F10 182 15895 SH SHARED 17 15895 D PARTY CITY CORP COM 70214510 71 4200 SH SHARED 4200 D PARTY CITY CORP COM 70214510 111 6600 SH SHARED 17 6600 D PATHMARK STORES INC NEW COM 70322A10 51 4600 SH SHARED 4600 D PATHMARK STORES INC NEW COM 70322A10 1138 100900 SH SHARED 10 100900 D PATHMARK STORES INC NEW COM 70322A10 166 14800 SH SHARED 17 14800 D PATHMARK STORES INC NEW *W EXP 09/10/201 70322A11 27 69392 SH SHARED 69392 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 69 5093 SH SHARED 5093 D PATTERSON COMPANIES INC COM 70339510 17751 443449 SH SHARED 392224 51225 D PATTERSON COMPANIES INC COM 70339510 2597 64900 SH SHARED 02 64900 D PATTERSON COMPANIES INC COM 70339510 324 8100 SH SHARED 05 8100 D PATTERSON COMPANIES INC COM 70339510 52 1300 SH SHARED 06 1300 D PATTERSON COMPANIES INC COM 70339510 32 800 SH SHARED 10 800 D PATTERSON COMPANIES INC COM 70339510 44 1100 SH SHARED 17 1100 D PATTERSON UTI ENERGY INC COM 70348110 2955 81926 SH SHARED 20626 61300 D PATTERSON UTI ENERGY INC COM 70348110 3853 106800 SH SHARED 02 106800 D PATTERSON UTI ENERGY INC COM 70348110 369 10233 SH SHARED 06 10233 D PATTERSON UTI ENERGY INC COM 70348110 57 1600 SH SHARED 10 1600 D PATTERSON UTI ENERGY INC COM 70348110 330 9154 SH SHARED 14 9154 D PATTERSON UTI ENERGY INC COM 70348110 21233 588508 SH SHARED 17 588508 D PAXAR CORP COM 70422710 414 24600 SH SHARED 22800 1800 D PAXAR CORP COM 70422710 222 13200 SH SHARED 02 13200 D PAXAR CORP COM 70422710 180 10700 SH SHARED 10 10700 D PAXAR CORP COM 70422710 265 15750 SH SHARED 17 15750 D PAXSON COMMUNICATIONS CORP COM 70423110 41 92900 SH SHARED 92900 D PAXSON COMMUNICATIONS CORP COM 70423110 83 184600 SH SHARED 02 184600 D PAYCHEX INC COM 70432610 56974 1536110 SH SHARED 1462089 74021 D PAYCHEX INC COM 70432610 9839 265295 SH SHARED 01 265295 D PAYCHEX INC COM 70432610 133 3599 SH SHR/OTHR 01 3599 D PAYCHEX INC COM 70432610 3121 84154 SH SHARED 02 84154 D PAYCHEX INC COM 70432610 882 23800 SH SHARED 05 23800 D PAYCHEX INC COM 70432610 272 7350 SH SHARED 06 7350 D PAYCHEX INC COM 70432610 39521 1065563 SH SHARED 10 430873 534900 99790 D PAYCHEX INC COM 70432610 5280 142378 SH SHARED 17 140878 1500 D PAYLESS SHOESOURCE INC COM 70437910 898 51661 SH SHARED 22960 28701 D PAYLESS SHOESOURCE INC COM 70437910 403 23200 SH SHARED 02 23200 D PAYLESS SHOESOURCE INC COM 70437910 7165 411800 SH SHARED 10 411800 D PAYLESS SHOESOURCE INC COM 70437910 786 45200 SH SHARED 17 42500 2700 D PCCW LTD SPONS ADR NEW 70454G20 6 968 SH SHARED 968 D PEABODY ENERGY CORP COM 70454910 5443 64538 SH SHARED 16038 48500 D PEABODY ENERGY CORP COM 70454910 11253 133420 SH SHARED 01 127445 5975 D PEABODY ENERGY CORP COM 70454910 201 2390 SH SHR/OTHR 01 2390 D PEABODY ENERGY CORP COM 70454910 5676 67300 SH SHARED 02 67300 D PEABODY ENERGY CORP COM 70454910 4470 53000 SH SHARED 04 53000 D PEABODY ENERGY CORP COM 70454910 177 2100 SH SHARED 06 2100 D PEABODY ENERGY CORP COM 70454910 4462 52900 SH SHARED 10 50300 2600 D PEABODY ENERGY CORP COM 70454910 53500 634270 SH SHARED 17 633370 900 D PEAPACK-GLADSTONE FINL CORP COM 70469910 34 1246 SH SHARED 1246 D PEAPACK-GLADSTONE FINL CORP COM 70469910 109 3993 SH SHARED 17 1793 2200 D PEARSON PLC SPONSORED ADR 70501510 9384 800000 SH SHARED 800000 D PEARSON PLC SPONSORED ADR 70501510 2249 191800 SH SHARED 14 191800 D PEDIATRIX MED GROUP COM 70532410 384 5000 SH SHARED 3500 1500 D PEDIATRIX MED GROUP COM 70532410 3 50 SH SHARED 01 50 D PEDIATRIX MED GROUP COM 70532410 12 164 SH SHR/OTHR 01 164 D PEDIATRIX MED GROUP COM 70532410 327 4269 SH SHARED 02 4269 D PEDIATRIX MED GROUP COM 70532410 138 1800 SH SHARED 10 400 1400 D PEDIATRIX MED GROUP COM 70532410 10870 141500 SH SHARED 17 140600 900 D PEETS COFFEE & TEA INC COM 70556010 64 2100 SH SHARED 2100 D PEETS COFFEE & TEA INC COM 70556010 85 2800 SH SHARED 02 2800 D PEETS COFFEE & TEA INC COM 70556010 198 6500 SH SHARED 17 6500 D PEGASYSTEMS INC COM 70557310 24 4090 SH SHARED 4090 D PEGASYSTEMS INC COM 70557310 26 4400 SH SHARED 17 4400 D PEGASUS SOLUTIONS INC NOTE 3.875% 7/1 705906AB 1327 1567000 PRN SHARED 1567000 D PEGASUS SOLUTIONS INC COM 70590610 646 72001 SH SHARED 71101 900 D PEGASUS SOLUTIONS INC COM 70590610 12 1429 SH SHARED 02 1429 D PEGASUS SOLUTIONS INC COM 70590610 99 11104 SH SHARED 17 11104 D PEMSTAR INC COM 70655210 0 24 SH SHARED 02 24 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 1143 45000 SH SHARED 45000 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 19 750 SH SHARED 01 750 D PENGROWTH ENERGY TR TRUST UNIT A 70690230 69 2750 SH SHR/OTHR 01 2750 D PENN NATL GAMING INC COM 70756910 214 6900 SH SHARED 500 6400 D PENN NATL GAMING INC COM 70756910 389 12533 SH SHARED 02 12533 D PENN NATL GAMING INC COM 70756910 339 10900 SH SHARED 17 10900 D PENN VA CORP COM 70788210 167 2900 SH SHARED 2900 D PENN VA CORP COM 70788210 34 600 SH SHARED 02 600 D PENN VA CORP COM 70788210 132 2300 SH SHARED 10 2300 D PENN VA CORP COM 70788210 1592 27600 SH SHARED 17 8400 19200 D PENNEY J C INC COM 70816010 112017 2362240 SH SHARED 2310450 51790 D PENNEY J C INC COM 70816010 75 1600 SH SHARED 01 1600 D PENNEY J C INC COM 70816010 398 8400 SH SHR/OTHR 01 8400 D PENNEY J C INC COM 70816010 6889 145292 SH SHARED 02 145292 D PENNEY J C INC COM 70816010 3177 67000 SH SHARED 04 67000 D PENNEY J C INC COM 70816010 4694 99000 SH SHARED 05 89140 9860 D PENNEY J C INC COM 70816010 315 6646 SH SHARED 06 6646 D PENNEY J C INC COM 70816010 61388 1294580 SH SHARED 10 90230 1198230 6120 D PENNEY J C INC COM 70816010 5341 112637 SH SHARED 17 111337 1300 D PENNFED FINL SVCS INC COM 70816710 23 1300 SH SHARED 1300 D PENNFED FINL SVCS INC COM 70816710 84 4600 SH SHARED 17 4600 D PENNSYLVANIA COMM BANCORP IN COM 70867710 32 900 SH SHARED 900 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 276 6562 SH SHARED 5662 900 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 421 10000 SH SHARED 04 10000 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 980 23250 SH SHARED 10 1150 22100 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 176746 4190282 SH SHARED 11 4190282 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 1215 28812 SH SHARED 17 15912 12900 D PENTAIR INC COM 70963110 8636 236613 SH SHARED 207613 29000 D PENTAIR INC COM 70963110 1938 53100 SH SHARED 02 53100 D PENTAIR INC COM 70963110 25 700 SH SHARED 06 700 D PENTAIR INC COM 70963110 251 6900 SH SHARED 10 6200 700 D PENTAIR INC COM 70963110 171 4700 SH SHARED 17 4700 D PENWEST PHARMACEUTICALS CO COM 70975410 57 3300 SH SHARED 3300 D PENWEST PHARMACEUTICALS CO COM 70975410 182 10400 SH SHARED 17 10400 D PEOPLES BANCORP INC COM 70978910 38 1400 SH SHARED 1400 D PEOPLES BANCORP INC COM 70978910 91 3300 SH SHARED 10 3300 D PEOPLES BANCORP INC COM 70978910 218 7895 SH SHARED 17 5895 2000 D PEOPLES BK BRIDGEPORT CONN COM 71019810 35 1225 SH SHARED 1000 225 D PEOPLES BK BRIDGEPORT CONN COM 71019810 168 5800 SH SHARED 02 5800 D PEOPLES BK BRIDGEPORT CONN COM 71019810 492 17000 SH SHARED 17 17000 D PEOPLES ENERGY CORP COM 71103010 2059 52298 SH SHARED 45698 6600 D PEOPLES ENERGY CORP COM 71103010 27 700 SH SHARED 01 700 D PEOPLES ENERGY CORP COM 71103010 228 5800 SH SHR/OTHR 01 5800 D PEOPLES ENERGY CORP COM 71103010 245 6233 SH SHARED 02 6233 D PEOPLES ENERGY CORP COM 71103010 252 6400 SH SHARED 10 6400 D PEOPLES ENERGY CORP COM 71103010 1314 33385 SH SHARED 17 33385 D PEP BOYS MANNY MOE & JACK NOTE 4.250% 6/0 713278AP 28 29000 PRN SHARED 02 29000 D PEP BOYS MANNY MOE & JACK COM 71327810 3988 288201 SH SHARED 288200 1 D PEP BOYS MANNY MOE & JACK COM 71327810 7 547 SH SHARED 02 547 D PEP BOYS MANNY MOE & JACK COM 71327810 19 1400 SH SHARED 10 1400 D PEP BOYS MANNY MOE & JACK COM 71327810 312 22600 SH SHARED 17 22600 D PEPCO HOLDINGS INC COM 71329110 4068 174830 SH SHARED 98350 76480 D PEPCO HOLDINGS INC COM 71329110 1931 83000 SH SHARED 02 83000 D PEPCO HOLDINGS INC COM 71329110 79 3400 SH SHARED 06 3400 D PEPCO HOLDINGS INC COM 71329110 53 2300 SH SHARED 10 2300 D PEPCO HOLDINGS INC COM 71329110 302 13000 SH SHARED 17 13000 D PEPSI BOTTLING GROUP INC COM 71340910 21951 768869 SH SHARED 730269 38600 D PEPSI BOTTLING GROUP INC COM 71340910 162 5700 SH SHARED 01 5700 D PEPSI BOTTLING GROUP INC COM 71340910 1536 53824 SH SHARED 02 53824 D PEPSI BOTTLING GROUP INC COM 71340910 444 15558 SH SHARED 06 15558 D PEPSI BOTTLING GROUP INC COM 71340910 1815 63600 SH SHARED 10 63600 D PEPSI BOTTLING GROUP INC COM 71340910 72 2526 SH SHARED 14 2526 D PEPSI BOTTLING GROUP INC COM 71340910 1972 69073 SH SHARED 17 69073 D PEPSIAMERICAS INC COM 71343P20 2115 93079 SH SHARED 58079 35000 D PEPSIAMERICAS INC COM 71343P20 1781 78378 SH SHARED 02 78378 D PEPSIAMERICAS INC COM 71343P20 26 1172 SH SHARED 06 1172 D PEPSIAMERICAS INC COM 71343P20 165 7300 SH SHARED 10 7300 D PEPSIAMERICAS INC COM 71343P20 62 2762 SH SHARED 14 2762 D PEPSIAMERICAS INC COM 71343P20 91499 4025500 SH SHARED 17 4020600 4900 D PEPSICO INC COM 71344810 357554 6304970 SH SHARED 5845850 459120 D PEPSICO INC COM 71344810 24330 429033 SH SHARED 01 222854 206179 D PEPSICO INC COM 71344810 27013 476353 SH SHR/OTHR 01 476353 D PEPSICO INC COM 71344810 28628 504819 SH SHARED 02 504819 D PEPSICO INC COM 71344810 4782 84332 SH SHARED 04 80000 4332 D PEPSICO INC COM 71344810 685 12090 SH SHARED 05 6100 5990 D PEPSICO INC COM 71344810 12144 214154 SH SHARED 06 214154 D PEPSICO INC COM 71344810 240649 4243518 SH SHARED 10 895963 2610520 737035 D PEPSICO INC COM 71344810 3569 62944 SH SHR/OTHR 10 62944 D PEPSICO INC COM 71344810 1398 24659 SH SHARED 14 24659 D PEPSICO INC COM 71344810 824 14540 SH SHARED 15 14540 D PEPSICO INC COM 71344810 2948 52000 SH SHARED 16 52000 D PEPSICO INC COM 71344810 46820 825610 SH SHARED 17 820710 4900 D PEPSICO INC COM 71344810 31524 555891 SH SHARED 18 555891 D PEPSICO INC COM 71344810 698 12322 SH SHARED 19 12322 D PER-SE TECHNOLOGIES INC COM NEW 71356930 173 8400 SH SHARED 7900 500 D PER-SE TECHNOLOGIES INC COM NEW 71356930 544 26370 SH SHARED 02 26370 D PER-SE TECHNOLOGIES INC COM NEW 71356930 3092 149700 SH SHARED 10 149700 D PER-SE TECHNOLOGIES INC COM NEW 71356930 2163 104733 SH SHARED 17 10533 94200 D PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V30 223 3200 SH SHARED 3200 D PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V30 146 2100 SH SHARED 15 2100 D PERFORMANCE FOOD GROUP CO COM 71375510 8498 269550 SH SHARED 269550 D PERFORMANCE FOOD GROUP CO COM 71375510 97 3100 SH SHARED 02 3100 D PERFORMANCE FOOD GROUP CO COM 71375510 110 3500 SH SHARED 10 3500 D PERFORMANCE FOOD GROUP CO COM 71375510 1806 57300 SH SHARED 14 57300 D PERFORMANCE FOOD GROUP CO COM 71375510 781 24800 SH SHARED 17 22900 1900 D PERICOM SEMICONDUCTOR CORP COM 71383110 35 4000 SH SHARED 4000 D PERICOM SEMICONDUCTOR CORP COM 71383110 124 14100 SH SHARED 17 14100 D PERINI CORP COM 71383910 52 2900 SH SHARED 2900 D PERINI CORP COM 71383910 1745 95900 SH SHARED 10 95900 D PERINI CORP COM 71383910 105 5800 SH SHARED 17 5800 D PERKINELMER INC COM 71404610 8412 412996 SH SHARED 383895 29101 D PERKINELMER INC COM 71404610 10 512 SH SHR/OTHR 01 512 D PERKINELMER INC COM 71404610 710 34898 SH SHARED 02 34898 D PERKINELMER INC COM 71404610 2831 139000 SH SHARED 04 139000 D PERKINELMER INC COM 71404610 3220 158100 SH SHARED 10 157200 900 D PERKINELMER INC COM 71404610 7239 355399 SH SHARED 17 355399 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 67 4000 SH SHARED 01 4000 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 67 4000 SH SHARED 10 4000 D PEROT SYS CORP CL A 71426510 950 67200 SH SHARED 67200 D PEROT SYS CORP CL A 71426510 802 56700 SH SHARED 17 56600 100 D PERRIGO CO COM 71429010 703 49188 SH SHARED 22288 26900 D PERRIGO CO COM 71429010 511 35716 SH SHARED 02 35716 D PERRIGO CO COM 71429010 1516 106000 SH SHARED 10 106000 D PERRIGO CO COM 71429010 3928 274498 SH SHARED 17 271098 3400 D PERU COPPER INC COM 71545510 212 144600 SH SHARED 01 144600 D PERU COPPER INC *W EXP 03/18/200 71545511 55 395000 SH SHARED 10 395000 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 301 14470 SH SHARED 14470 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 853 40987 SH SHARED 38477 2510 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 799 38400 SH SHARED 01 19200 19200 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 19209 923100 SH SHARED 10 907100 16000 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 208 10033 SH SHARED 15 10033 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 27325 1313080 SH SHARED 17 1313080 D PETCO ANIMAL SUPPLIES COM NEW 71601620 177 8400 SH SHARED 8400 D PETCO ANIMAL SUPPLIES COM NEW 71601620 2 95 SH SHARED 01 95 D PETCO ANIMAL SUPPLIES COM NEW 71601620 13 655 SH SHARED 06 655 D PETCO ANIMAL SUPPLIES COM NEW 71601620 71 3400 SH SHARED 10 3400 D PETCO ANIMAL SUPPLIES COM NEW 71601620 526 24900 SH SHARED 17 22700 2200 D PETRO-CDA COM 71644E10 6301 151018 SH SHARED 134200 16818 D PETRO-CDA COM 71644E10 615 14744 SH SHARED 01 14744 D PETRO-CDA COM 71644E10 333 8000 SH SHR/OTHR 01 8000 D PETRO-CDA COM 71644E10 8450 202506 SH SHARED 02 202506 D PETRO-CDA COM 71644E10 31673 759000 SH SHARED 04 759000 D PETRO-CDA COM 71644E10 2287 54820 SH SHARED 05 54820 D PETRO-CDA COM 71644E10 5180 124138 SH SHARED 06 124138 D PETRO-CDA COM 71644E10 83 2000 SH SHARED 10 2000 D PETRO-CDA COM 71644E10 854 20468 SH SHARED 14 20468 D PETRO-CDA COM 71644E10 2086 50000 SH SHARED 16 50000 D PETRO-CDA COM 71644E10 3452 82744 SH SHARED 17 82744 D PETRO-CDA COM 71644E10 116 2800 SH SHARED 19 2800 D PETROCHINA CO LTD SPONSORED ADR 71646E10 22701 272301 SH SHARED 272301 D PETROCHINA CO LTD SPONSORED ADR 71646E10 416 5000 SH SHR/OTHR 01 5000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 3343 40100 SH SHARED 10 40100 D PETROCHINA CO LTD SPONSORED ADR 71646E10 583 7000 SH SHARED 17 7000 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 205 12751 SH SHARED 12751 D PETROKAZAKHSTAN INC COM 71649P10 71161 1307400 SH SHARED 1307400 D PETROKAZAKHSTAN INC COM 71649P10 3478 63900 SH SHARED 02 63900 D PETROHAWK ENERGY CORP COM 71649510 109 7600 SH SHARED 7600 D PETROHAWK ENERGY CORP COM 71649510 17189 1192900 SH SHARED 17 1192900 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 573 9000 SH SHARED 9000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 11800 185099 SH SHARED 183409 1690 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 96033 1506400 SH SHARED 01 1506400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 2671 41900 SH SHARED 02 41900 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 216 3400 SH SHARED 06 3400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 45237 709600 SH SHARED 10 709600 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 34091 476870 SH SHARED 18000 458870 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 22366 312860 SH SHARED 312860 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 12038 168388 SH SHARED 01 158000 10388 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 2043 28580 SH SHARED 02 28580 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 60194 842000 SH SHARED 04 842000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 9027 126270 SH SHARED 05 112170 14100 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 13404 187500 SH SHARED 06 187500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 34754 486140 SH SHARED 10 479900 6240 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 564 7900 SH SHARED 14 7900 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 31352 438563 SH SHARED 17 438563 D PETROLEUM DEV CORP COM 71657810 111 2900 SH SHARED 2500 400 D PETROLEUM DEV CORP COM 71657810 15 400 SH SHARED 10 400 D PETROLEUM DEV CORP COM 71657810 448 11700 SH SHARED 17 7600 4100 D PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 71659910 1674 52632 SH SHARED 52632 D PETROQUEST ENERGY INC COM 71674810 63 6100 SH SHARED 6100 D PETROQUEST ENERGY INC COM 71674810 41 4000 SH SHARED 01 4000 D PETROQUEST ENERGY INC COM 71674810 20 2000 SH SHARED 10 2000 D PETROQUEST ENERGY INC COM 71674810 9155 877000 SH SHARED 17 877000 D PETSMART INC COM 71676810 9456 434199 SH SHARED 394104 40095 D PETSMART INC COM 71676810 1378 63300 SH SHARED 02 63300 D PETSMART INC COM 71676810 4037 185384 SH SHARED 04 185384 D PETSMART INC COM 71676810 21 974 SH SHARED 05 974 D PETSMART INC COM 71676810 57 2626 SH SHARED 06 2626 D PETSMART INC COM 71676810 13 600 SH SHARED 10 600 D PETSMART INC COM 71676810 2005 92060 SH SHARED 17 92060 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 318 6418 SH SHARED 6418 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 248 5000 SH SHARED 5000 D PFIZER INC COM 71708110 5121 205095 SH SHARED 205095 D PFIZER INC COM 71708110 1193339 47790937 SH SHARED 45032652 2758285 D PFIZER INC COM 71708110 54372 2177532 SH SHARED 01 1115071 1062461 D PFIZER INC COM 71708110 37343 1495529 SH SHR/OTHR 01 1495529 D PFIZER INC COM 71708110 131027 5247381 SH SHARED 02 5103981 143400 D PFIZER INC COM 71708110 337114 13500787 SH SHARED 04 13428482 72305 D PFIZER INC COM 71708110 19531 782200 SH SHARED 05 542502 239698 D PFIZER INC COM 71708110 39369 1576652 SH SHARED 06 1576652 D PFIZER INC COM 71708110 300053 12016565 SH SHARED 10 6044962 3278154 2693449 D PFIZER INC COM 71708110 5088 203803 SH SHR/OTHR 10 203803 D PFIZER INC COM 71708110 11379 455725 SH SHARED 14 455725 D PFIZER INC COM 71708110 6060 242703 SH SHARED 15 242703 D PFIZER INC COM 71708110 3246 130000 SH SHARED 16 130000 D PFIZER INC COM 71708110 228651 9157068 SH SHARED 17 8918168 238900 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 4517 64300 SH SHARED 64300 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 7812 111200 SH SHARED 02 111200 D PHARMACEUTICAL PROD DEV INC COM 71712410 391 6800 SH SHARED 4600 2200 D PHARMACEUTICAL PROD DEV INC COM 71712410 5 100 SH SHARED 01 100 D PHARMACEUTICAL PROD DEV INC COM 71712410 375 6528 SH SHARED 02 6528 D PHARMACEUTICAL PROD DEV INC COM 71712410 4048 70400 SH SHARED 10 70400 D PHARMACEUTICAL PROD DEV INC COM 71712410 23 400 SH SHARED 17 400 D PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC 5656 6832000 PRN SHARED 6832000 D PHARMION CORP COM 71715B40 82 3800 SH SHARED 3800 D PHARMION CORP COM 71715B40 76 3500 SH SHARED 02 3500 D PHARMION CORP COM 71715B40 39 1800 SH SHARED 10 1000 800 D PHARMION CORP COM 71715B40 499 22900 SH SHARED 17 9100 13800 D PHASE FORWARD INC COM 71721R40 36 3300 SH SHARED 3300 D PHAZAR CORP COM 71722R10 90 5300 SH SHARED 02 5300 D PHELPS DODGE CORP COM 71726510 45638 351253 SH SHARED 322500 28753 D PHELPS DODGE CORP COM 71726510 120 925 SH SHARED 01 925 D PHELPS DODGE CORP COM 71726510 94 727 SH SHR/OTHR 01 727 D PHELPS DODGE CORP COM 71726510 21338 164232 SH SHARED 02 164232 D PHELPS DODGE CORP COM 71726510 3248 25000 SH SHARED 04 25000 D PHELPS DODGE CORP COM 71726510 8283 63754 SH SHARED 06 63754 D PHELPS DODGE CORP COM 71726510 19632 151100 SH SHARED 10 17100 134000 D PHELPS DODGE CORP COM 71726510 981 7555 SH SHARED 14 7555 D PHELPS DODGE CORP COM 71726510 7999 61564 SH SHARED 17 45464 16100 D PHILADELPHIA CONS HLDG CORP COM 71752810 8 100 SH SHARED 100 D PHILADELPHIA CONS HLDG CORP COM 71752810 249 2933 SH SHARED 02 2933 D PHILADELPHIA CONS HLDG CORP COM 71752810 6070 71500 SH SHARED 10 71500 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 33945 1114800 SH SHARED 1114800 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 109 3600 SH SHARED 01 3600 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 176 5800 SH SHARED 02 5800 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 4122 135400 SH SHARED 05 135400 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 13014 427400 SH SHARED 10 427400 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 1790 58800 SH SHARED 17 58800 D PHILIPPINE LONG DISTANCE TEL SPON GDR PFD 71825270 148 2821 SH SHARED 2821 D PHILLIPS VAN HEUSEN CORP COM 71859210 3374 108800 SH SHARED 108800 D PHILLIPS VAN HEUSEN CORP COM 71859210 140 4519 SH SHARED 02 4519 D PHILLIPS VAN HEUSEN CORP COM 71859210 10120 326264 SH SHARED 17 326264 D PHOENIX COS INC NEW COM 71902E10 1872 153500 SH SHARED 153500 D PHOENIX COS INC NEW COM 71902E10 2 214 SH SHARED 01 214 D PHOENIX COS INC NEW COM 71902E10 89 7300 SH SHARED 10 7300 D PHOENIX COS INC NEW COM 71902E10 793 65000 SH SHARED 17 60600 4400 D PHOENIX COS INC NEW CORPORATE UNIT 71902E40 1577 44400 SH SHARED 02 44400 D PHOENIX TECHNOLOGY LTD COM 71915310 28 3800 SH SHARED 3800 D PHOENIX TECHNOLOGY LTD COM 71915310 53 7100 SH SHARED 17 7100 D PHOTON DYNAMICS INC COM 71936410 361 18900 SH SHARED 18700 200 D PHOTON DYNAMICS INC COM 71936410 152 7941 SH SHARED 17 7941 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 210 209000 PRN SHARED 209000 D PHOTRONICS INC NOTE 4.750%12/1 719405AC 3017 3002000 PRN SHARED 02 3002000 D PHOTRONICS INC NOTE 2.250% 4/1 719405AE 3448 2568000 PRN SHARED 02 2568000 D PHOTRONICS INC COM 71940510 1019 52546 SH SHARED 52546 D PHOTRONICS INC COM 71940510 40 2100 SH SHARED 02 2100 D PHOTRONICS INC COM 71940510 4557 234900 SH SHARED 10 1200 233700 D PHOTRONICS INC COM 71940510 3000 154668 SH SHARED 17 13068 141600 D PIEDMONT NAT GAS INC COM 72018610 707 28100 SH SHARED 27100 1000 D PIEDMONT NAT GAS INC COM 72018610 236 9384 SH SHR/OTHR 01 9384 D PIEDMONT NAT GAS INC COM 72018610 188 7500 SH SHARED 02 7500 D PIEDMONT NAT GAS INC COM 72018610 12 500 SH SHARED 17 500 D PIER 1 IMPORTS INC COM 72027910 5102 452743 SH SHARED 452743 D PIER 1 IMPORTS INC COM 72027910 759 67400 SH SHARED 02 67400 D PIER 1 IMPORTS INC COM 72027910 121 10800 SH SHARED 05 10800 D PIER 1 IMPORTS INC COM 72027910 33 3000 SH SHARED 10 3000 D PIER 1 IMPORTS INC COM 72027910 534 47400 SH SHARED 17 47400 D PILGRIMS PRIDE CORP COM 72146710 8193 225100 SH SHARED 225100 D PILGRIMS PRIDE CORP COM 72146710 94 2600 SH SHARED 02 2600 D PILGRIMS PRIDE CORP COM 72146710 30 834 SH SHARED 06 834 D PILGRIMS PRIDE CORP COM 72146710 13387 367800 SH SHARED 10 367800 D PILGRIMS PRIDE CORP COM 72146710 527 14485 SH SHARED 17 14485 D PIMCO MUN INCOME FD II COM 72200W10 2038 132700 SH SHR/OTHR 01 132700 D PIMCO CALIF MUN INCOME FD II COM 72201C10 60 4000 SH SHR/OTHR 01 4000 D PIMCO HIGH INCOME FD COM SHS 72201410 537 36100 SH SHARED 36100 D PINNACLE AIRL CORP NOTE 3.250% 2/1 723443AB 2517 3659000 PRN SHARED 3659000 D PINNACLE AIRL CORP COM 72344310 52 8000 SH SHARED 8000 D PINNACLE AIRL CORP COM 72344310 1509 232255 SH SHARED 02 232255 D PINNACLE AIRL CORP COM 72344310 65 10100 SH SHARED 10 10100 D PINNACLE AIRL CORP COM 72344310 962 148000 SH SHARED 17 10900 137100 D PINNACLE ENTMT INC COM 72345610 174 9511 SH SHARED 9511 D PINNACLE ENTMT INC COM 72345610 62 3400 SH SHARED 10 3400 D PINNACLE ENTMT INC COM 72345610 1026 56000 SH SHARED 14 56000 D PINNACLE ENTMT INC COM 72345610 364 19900 SH SHARED 17 17700 2200 D PINNACLE FINL PARTNERS INC COM 72346Q10 30 1200 SH SHARED 1200 D PINNACLE FINL PARTNERS INC COM 72346Q10 40 1600 SH SHR/OTHR 01 1600 D PINNACLE WEST CAP CORP COM 72348410 15892 360542 SH SHARED 338528 22014 D PINNACLE WEST CAP CORP COM 72348410 154 3500 SH SHARED 01 3500 D PINNACLE WEST CAP CORP COM 72348410 1104 25054 SH SHARED 02 25054 D PINNACLE WEST CAP CORP COM 72348410 74 1700 SH SHARED 06 1700 D PINNACLE WEST CAP CORP COM 72348410 4099 93000 SH SHARED 10 91300 1700 D PINNACLE WEST CAP CORP COM 72348410 2124 48204 SH SHARED 17 48204 D PIONEER COS INC COM NEW 72364330 40 1700 SH SHARED 1700 D PIONEER COS INC COM NEW 72364330 322 13400 SH SHARED 10 13400 D PIONEER COS INC COM NEW 72364330 129 5400 SH SHARED 17 5400 D PIONEER DRILLING CO COM 72365510 88 4522 SH SHARED 4522 D PIONEER DRILLING CO COM 72365510 48 2500 SH SHARED 02 2500 D PIONEER DRILLING CO COM 72365510 167 8600 SH SHARED 05 8600 D PIONEER DRILLING CO COM 72365510 20535 1052000 SH SHARED 17 1052000 D PIONEER FLOATING RATE TR COM 72369J10 136 7648 SH SHARED 7648 D PIONEER NAT RES CO COM 72378710 12493 227492 SH SHARED 173367 54125 D PIONEER NAT RES CO COM 72378710 3458 62973 SH SHARED 02 62973 D PIONEER NAT RES CO COM 72378710 8732 159000 SH SHARED 04 159000 D PIONEER NAT RES CO COM 72378710 109 2000 SH SHARED 06 2000 D PIONEER NAT RES CO COM 72378710 32 600 SH SHARED 10 600 D PIONEER NAT RES CO COM 72378710 60 1100 SH SHARED 17 1100 D PIPER JAFFRAY COS COM 72407810 157 5274 SH SHARED 4872 402 D PIPER JAFFRAY COS COM 72407810 1 47 SH SHARED 01 24 23 D PIPER JAFFRAY COS COM 72407810 3 105 SH SHR/OTHR 01 105 D PIPER JAFFRAY COS COM 72407810 180 6039 SH SHARED 02 6039 D PIPER JAFFRAY COS COM 72407810 97 3266 SH SHARED 10 3266 D PIPER JAFFRAY COS COM 72407810 4 141 SH SHR/OTHR 10 141 D PIPER JAFFRAY COS COM 72407810 565 18946 SH SHARED 17 16746 2200 D PITNEY BOWES INC COM 72447910 31117 745517 SH SHARED 665222 80295 D PITNEY BOWES INC COM 72447910 5461 130845 SH SHARED 01 114175 16670 D PITNEY BOWES INC COM 72447910 2674 64084 SH SHR/OTHR 01 64084 D PITNEY BOWES INC COM 72447910 2172 52046 SH SHARED 02 52046 D PITNEY BOWES INC COM 72447910 4 100 SH SHARED 05 100 D PITNEY BOWES INC COM 72447910 210 5050 SH SHARED 06 5050 D PITNEY BOWES INC COM 72447910 67249 1611163 SH SHARED 10 1326947 284216 D PITNEY BOWES INC COM 72447910 150 3600 SH SHR/OTHR 10 3600 D PITNEY BOWES INC COM 72447910 1736 41600 SH SHARED 15 41600 D PITNEY BOWES INC COM 72447910 4621 110731 SH SHARED 17 110731 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 10 15000 PRN SHARED 02 15000 D PIXELWORKS INC COM 72581M10 1871 284005 SH SHARED 276105 7900 D PIXELWORKS INC COM 72581M10 106 16100 SH SHARED 17 16100 D PIXAR COM 72581110 11860 266472 SH SHARED 266272 200 D PIXAR COM 72581110 8 200 SH SHARED 01 200 D PIXAR COM 72581110 258 5798 SH SHARED 02 5798 D PIXAR COM 72581110 26 600 SH SHARED 04 600 D PLACER DOME INC COM 72590610 5698 332256 SH SHARED 325413 6843 D PLACER DOME INC COM 72590610 3730 217500 SH SHARED 01 213500 4000 D PLACER DOME INC COM 72590610 171 10000 SH SHR/OTHR 01 10000 D PLACER DOME INC COM 72590610 4383 255600 SH SHARED 02 255600 D PLACER DOME INC COM 72590610 99 5800 SH SHARED 05 5800 D PLACER DOME INC COM 72590610 10307 600996 SH SHARED 06 600996 D PLACER DOME INC COM 72590610 54839 3197625 SH SHARED 10 3192225 5400 D PLACER DOME INC COM 72590610 1215 70900 SH SHARED 17 70900 D PLACER SIERRA BANCSHARES COM 72607910 30 1100 SH SHARED 1100 D PLACER SIERRA BANCSHARES COM 72607910 104 3800 SH SHARED 17 3800 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 2822 66200 SH SHARED 66200 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 153 3600 SH SHARED 01 3600 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 51 1200 SH SHARED 02 1200 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 153 3600 SH SHARED 10 3600 D PLAINS EXPL& PRODTN CO COM 72650510 3092 72213 SH SHARED 20925 51288 D PLAINS EXPL& PRODTN CO COM 72650510 1468 34300 SH SHARED 02 34300 D PLAINS EXPL& PRODTN CO COM 72650510 18 429 SH SHARED 10 429 D PLAINS EXPL& PRODTN CO COM 72650510 281 6571 SH SHARED 17 6571 D PLANAR SYS INC COM 72690010 201 24500 SH SHARED 24500 D PLANTRONICS INC NEW COM 72749310 1991 64637 SH SHARED 45337 19300 D PLANTRONICS INC NEW COM 72749310 659 21398 SH SHARED 02 21398 D PLANTRONICS INC NEW COM 72749310 130 4230 SH SHARED 10 530 3700 D PLANTRONICS INC NEW COM 72749310 727 23600 SH SHARED 17 21600 2000 D PLATO LEARNING INC COM 72764Y10 33 4378 SH SHARED 4377 1 D PLAYBOY ENTERPRISES INC CL B 72811730 43 3100 SH SHARED 3100 D PLAYBOY ENTERPRISES INC CL B 72811730 136 9700 SH SHARED 10 9700 D PLAYBOY ENTERPRISES INC CL B 72811730 1391 98660 SH SHARED 17 6360 92300 D PLAYTEX PRODS INC COM 72813P10 64 5900 SH SHARED 5900 D PLAYTEX PRODS INC COM 72813P10 184 16800 SH SHARED 17 16800 D PLEXUS CORP COM 72913210 482 28247 SH SHARED 11647 16600 D PLEXUS CORP COM 72913210 683 40000 SH SHARED 02 40000 D PLEXUS CORP COM 72913210 3313 193900 SH SHARED 10 193900 D PLEXUS CORP COM 72913210 12484 730524 SH SHARED 17 643124 87400 D PLUG POWER INC COM 72919P10 52 7700 SH SHARED 7700 D PLUG POWER INC COM 72919P10 17 2500 SH SHR/OTHR 01 2500 D PLUG POWER INC COM 72919P10 2822 415000 SH SHARED 04 415000 D PLUG POWER INC COM 72919P10 144 21271 SH SHARED 17 21271 D PLUM CREEK TIMBER CO INC COM 72925110 10448 275624 SH SHARED 236545 39079 D PLUM CREEK TIMBER CO INC COM 72925110 1750 46170 SH SHARED 01 35422 10748 D PLUM CREEK TIMBER CO INC COM 72925110 1438 37953 SH SHR/OTHR 01 37953 D PLUM CREEK TIMBER CO INC COM 72925110 1670 44053 SH SHARED 02 44053 D PLUM CREEK TIMBER CO INC COM 72925110 6 170 SH SHARED 05 170 D PLUM CREEK TIMBER CO INC COM 72925110 3 100 SH SHARED 10 100 D PLUM CREEK TIMBER CO INC COM 72925110 2988 78824 SH SHARED 17 78824 D POGO PRODUCING CO COM 73044810 4048 68683 SH SHARED 45283 23400 D POGO PRODUCING CO COM 73044810 48 830 SH SHARED 01 830 D POGO PRODUCING CO COM 73044810 1575 26726 SH SHARED 02 26726 D POGO PRODUCING CO COM 73044810 185 3154 SH SHARED 06 3154 D POGO PRODUCING CO COM 73044810 12636 214400 SH SHARED 10 181700 32700 D POGO PRODUCING CO COM 73044810 633 10750 SH SHARED 17 10750 D POINT THERAPEUTICS INC COM 73069410 872 207691 SH SHARED 207691 D POLARIS INDS INC COM 73106810 413 8340 SH SHARED 8340 D POLARIS INDS INC COM 73106810 49 1000 SH SHR/OTHR 01 1000 D POLARIS INDS INC COM 73106810 208 4200 SH SHARED 02 4200 D POLARIS INDS INC COM 73106810 73 1490 SH SHARED 06 1490 D POLARIS INDS INC COM 73106810 49 1000 SH SHARED 10 1000 D POLARIS INDS INC COM 73106810 441 8900 SH SHARED 17 8900 D POLO RALPH LAUREN CORP CL A 73157210 1502 29879 SH SHARED 7279 22600 D POLO RALPH LAUREN CORP CL A 73157210 503 10000 SH SHARED 01 6600 3400 D POLO RALPH LAUREN CORP CL A 73157210 37 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 1322 26300 SH SHARED 02 26300 D POLO RALPH LAUREN CORP CL A 73157210 2263 45000 SH SHARED 04 45000 D POLO RALPH LAUREN CORP CL A 73157210 2126 42280 SH SHARED 05 40840 1440 D POLO RALPH LAUREN CORP CL A 73157210 30596 608280 SH SHARED 10 50980 556600 700 D POLO RALPH LAUREN CORP CL A 73157210 43347 861772 SH SHARED 17 856972 4800 D POLYCOM INC COM 73172K10 1417 87689 SH SHARED 56789 30900 D POLYCOM INC COM 73172K10 74 4600 SH SHARED 01 4600 D POLYCOM INC COM 73172K10 940 58186 SH SHARED 02 58186 D POLYCOM INC COM 73172K10 105 6500 SH SHARED 10 6500 D POLYCOM INC COM 73172K10 674 41700 SH SHARED 17 37500 4200 D POLYMEDICA CORP COM 73173810 132 3800 SH SHARED 3800 D POLYMEDICA CORP COM 73173810 160 4600 SH SHARED 02 4600 D POLYMEDICA CORP COM 73173810 77 2220 SH SHARED 10 1820 400 D POLYMEDICA CORP COM 73173810 447 12800 SH SHARED 17 12800 D POLYONE CORP COM 73179P10 88 14609 SH SHARED 14609 D POLYONE CORP COM 73179P10 217 35862 SH SHARED 17 35862 D POPE & TALBOT INC COM 73282710 84 8250 SH SHARED 8250 D POPULAR INC COM 73317410 215 8900 SH SHARED 4700 4200 D POPULAR INC COM 73317410 266 11000 SH SHR/OTHR 01 11000 D POPULAR INC COM 73317410 821 33906 SH SHARED 02 33906 D POPULAR INC COM 73317410 145 6000 SH SHARED 10 6000 D POPULAR INC COM 73317410 36 1500 SH SHARED 17 1500 D PORTALPLAYER INC COM 73618720 60 2200 SH SHARED 2200 D PORTALPLAYER INC COM 73618720 137 5000 SH SHARED 17 5000 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 99 2300 SH SHARED 2300 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 276 6400 SH SHARED 02 6400 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 302 7000 SH SHARED 17 7000 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 1484 163150 SH SHARED 163150 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 5 650 SH SHARED 02 650 D POSSIS MEDICAL INC COM 73740710 1 114 SH SHARED 02 114 D POST PPTYS INC COM 73746410 223 6000 SH SHARED 6000 D POST PPTYS INC COM 73746410 24 650 SH SHR/OTHR 01 650 D POST PPTYS INC COM 73746410 89 2400 SH SHARED 02 2400 D POST PPTYS INC COM 73746410 130 3500 SH SHARED 10 3500 D POST PPTYS INC COM 73746410 625 16800 SH SHARED 17 14700 2100 D POTASH CORP SASK INC COM 73755L10 4536 48613 SH SHARED 45104 3509 D POTASH CORP SASK INC COM 73755L10 699 7500 SH SHARED 01 700 6800 D POTASH CORP SASK INC COM 73755L10 5865 62853 SH SHARED 02 62853 D POTASH CORP SASK INC COM 73755L10 9 102 SH SHARED 05 102 D POTASH CORP SASK INC COM 73755L10 5209 55819 SH SHARED 06 55819 D POTASH CORP SASK INC COM 73755L10 37 400 SH SHARED 10 400 D POTASH CORP SASK INC COM 73755L10 1063 11400 SH SHARED 14 11400 D POTLATCH CORP COM 73762810 2317 44462 SH SHARED 32561 11901 D POTLATCH CORP COM 73762810 4 85 SH SHARED 01 85 D POTLATCH CORP COM 73762810 526 10100 SH SHARED 02 10100 D POTLATCH CORP COM 73762810 88 1700 SH SHARED 10 1700 D POTLATCH CORP COM 73762810 707 13568 SH SHARED 17 12568 1000 D POWELL INDS INC COM 73912810 24 1100 SH SHARED 1100 D POWELL INDS INC COM 73912810 50 2300 SH SHARED 17 2300 D POWER INTEGRATIONS INC COM 73927610 97 4500 SH SHARED 4500 D POWER INTEGRATIONS INC COM 73927610 1298 59725 SH SHARED 01 59225 500 D POWER INTEGRATIONS INC COM 73927610 27 1275 SH SHR/OTHR 01 1275 D POWER INTEGRATIONS INC COM 73927610 284 13100 SH SHARED 05 13100 D POWER INTEGRATIONS INC COM 73927610 5988 275460 SH SHARED 10 275460 D POWER INTEGRATIONS INC COM 73927610 10643 489600 SH SHARED 17 489600 D POWER-ONE INC COM 73930810 252 45550 SH SHARED 45550 D POWER-ONE INC COM 73930810 17 3100 SH SHARED 10 3100 D POWER-ONE INC COM 73930810 145 26300 SH SHARED 17 26300 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 8064 6119000 PRN SHARED 6119000 D POWERWAVE TECHNOLOGIES INC COM 73936310 10527 810394 SH SHARED 664214 146180 D POWERWAVE TECHNOLOGIES INC COM 73936310 33 2543 SH SHR/OTHR 01 2543 D POWERWAVE TECHNOLOGIES INC COM 73936310 487 37500 SH SHARED 02 37500 D POWERWAVE TECHNOLOGIES INC COM 73936310 514 39600 SH SHARED 17 39600 D POZEN INC COM 73941U10 50 4600 SH SHARED 3700 900 D POZEN INC COM 73941U10 124 11300 SH SHARED 17 11300 D PRAXAIR INC COM 74005P10 19559 408087 SH SHARED 336009 72078 D PRAXAIR INC COM 74005P10 17872 372878 SH SHARED 01 174480 198398 D PRAXAIR INC COM 74005P10 5688 118678 SH SHR/OTHR 01 118678 D PRAXAIR INC COM 74005P10 3583 74770 SH SHARED 02 74770 D PRAXAIR INC COM 74005P10 9034 188500 SH SHARED 04 188500 D PRAXAIR INC COM 74005P10 9 200 SH SHARED 05 200 D PRAXAIR INC COM 74005P10 2415 50400 SH SHARED 06 50400 D PRAXAIR INC COM 74005P10 5450 113708 SH SHARED 10 5930 107778 D PRAXAIR INC COM 74005P10 860 17960 SH SHR/OTHR 10 17960 D PRAXAIR INC COM 74005P10 2492 52000 SH SHARED 16 52000 D PRAXAIR INC COM 74005P10 6159 128513 SH SHARED 17 128513 D PRE PAID LEGAL SVCS INC COM 74006510 92 2400 SH SHARED 1500 900 D PRE PAID LEGAL SVCS INC COM 74006510 176 4564 SH SHARED 02 4564 D PRE PAID LEGAL SVCS INC COM 74006510 15 400 SH SHARED 10 400 D PRE PAID LEGAL SVCS INC COM 74006510 150 3878 SH SHARED 17 3878 D PRECISION CASTPARTS CORP COM 74018910 8745 164691 SH SHARED 116891 47800 D PRECISION CASTPARTS CORP COM 74018910 3212 60503 SH SHARED 02 60503 D PRECISION CASTPARTS CORP COM 74018910 106 2000 SH SHARED 10 2000 D PRECISION CASTPARTS CORP COM 74018910 4172 78580 SH SHARED 17 78580 D PRECISION DRILLING CORP COM 74022D10 12369 251408 SH SHARED 246600 4808 D PRECISION DRILLING CORP COM 74022D10 5428 110327 SH SHARED 02 110327 D PRECISION DRILLING CORP COM 74022D10 3936 80000 SH SHARED 04 80000 D PRECISION DRILLING CORP COM 74022D10 2915 59265 SH SHARED 06 59265 D PRECISION DRILLING CORP COM 74022D10 29 600 SH SHARED 10 600 D PRECISION DRILLING CORP COM 74022D10 118 2400 SH SHARED 14 2400 D PRECISION DRILLING CORP COM 74022D10 118 2400 SH SHARED 19 2400 D PREFERRED BK LOS ANGELES CA COM 74036710 28 700 SH SHARED 700 D PREFERRED BK LOS ANGELES CA COM 74036710 56 1400 SH SHARED 10 1400 D PREFORMED LINE PRODS CO COM 74044410 23 500 SH SHARED 500 D PREMIERE GLOBAL SVCS INC COM 74058510 106 12990 SH SHARED 12990 D PREMIERE GLOBAL SVCS INC COM 74058510 2248 274900 SH SHARED 10 274900 D PREMIERE GLOBAL SVCS INC COM 74058510 2377 290648 SH SHARED 17 25248 265400 D PRENTISS PPTYS TR SH BEN INT 74070610 300 7400 SH SHARED 6800 600 D PRENTISS PPTYS TR SH BEN INT 74070610 3556 87600 SH SHARED 10 87600 D PRENTISS PPTYS TR SH BEN INT 74070610 27469 676600 SH SHARED 11 676600 D PRENTISS PPTYS TR SH BEN INT 74070610 1498 36900 SH SHARED 17 20100 16800 D PRESIDENTIAL LIFE CORP COM 74088410 55 3100 SH SHARED 3100 D PRESIDENTIAL LIFE CORP COM 74088410 63 3518 SH SHARED 02 3518 D PRESIDENTIAL LIFE CORP COM 74088410 180 10000 SH SHARED 17 10000 D PREMIERWEST BANCORP COM 74092110 31 2100 SH SHARED 2100 D PRESSTEK INC COM 74111310 57 4400 SH SHARED 4400 D PRESSTEK INC COM 74111310 181 14000 SH SHARED 17 14000 D PRESTIGE BRANDS HLDGS INC COM 74112D10 53 4333 SH SHARED 4333 D PRESTIGE BRANDS HLDGS INC COM 74112D10 120 9760 SH SHARED 17 9760 D PRICE COMMUNICATIONS CORP COM NEW 74143730 9896 601600 SH SHARED 601600 D PRICE COMMUNICATIONS CORP COM NEW 74143730 252 15363 SH SHARED 17 15363 D PRICE T ROWE GROUP INC COM 74144T10 29649 454050 SH SHARED 426514 27536 D PRICE T ROWE GROUP INC COM 74144T10 1734 26562 SH SHR/OTHR 01 26562 D PRICE T ROWE GROUP INC COM 74144T10 2142 32810 SH SHARED 02 32810 D PRICE T ROWE GROUP INC COM 74144T10 120 1850 SH SHARED 06 1850 D PRICE T ROWE GROUP INC COM 74144T10 26 400 SH SHARED 10 400 D PRICE T ROWE GROUP INC COM 74144T10 6078 93093 SH SHARED 17 93093 D PRICELINE COM INC NOTE 2.250% 1/1 741503AE 1676 2000000 PRN SHARED 2000000 D PRICELINE COM INC COM NEW 74150340 1408 72923 SH SHARED 72923 D PRICELINE COM INC COM NEW 74150340 441 22845 SH SHARED 02 22845 D PRICELINE COM INC COM NEW 74150340 247 12800 SH SHARED 04 12800 D PRICELINE COM INC COM NEW 74150340 525 27200 SH SHARED 10 27200 D PRICELINE COM INC COM NEW 74150340 747 38699 SH SHARED 17 9016 29683 D PRIDE INTL INC DEL COM 74153Q10 24400 855861 SH SHARED 798961 56900 D PRIDE INTL INC DEL COM 74153Q10 9957 349270 SH SHARED 02 349070 200 D PRIDE INTL INC DEL COM 74153Q10 105 3700 SH SHARED 14 3700 D PRIDE INTL INC DEL COM 74153Q10 325 11400 SH SHARED 17 11400 D PRIMEDIA INC COM 74157K10 89 22000 SH SHARED 22000 D PRIMEDIA INC COM 74157K10 228 55800 SH SHARED 17 55800 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 41 40500 SH SHARED 40500 D PRIMUS TELECOMMUNICATIONS GR COM 74192910 10 10000 SH SHARED 02 10000 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 16151 340971 SH SHARED 290371 50600 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 208 4400 SH SHR/OTHR 01 4400 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 3197 67503 SH SHARED 02 67503 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 454 9600 SH SHARED 10 8300 1300 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 7105 149998 SH SHARED 17 149998 D PRIORITY HEALTHCARE CORP CL B 74264T10 11985 430200 SH SHARED 430200 D PRIORITY HEALTHCARE CORP CL B 74264T10 158 5695 SH SHARED 01 5695 D PRIORITY HEALTHCARE CORP CL B 74264T10 23 833 SH SHR/OTHR 01 833 D PRIORITY HEALTHCARE CORP CL B 74264T10 813 29200 SH SHARED 02 29200 D PRIORITY HEALTHCARE CORP CL B 74264T10 434 15600 SH SHARED 17 15600 D PROASSURANCE CORP COM 74267C10 196 4200 SH SHARED 4200 D PROASSURANCE CORP COM 74267C10 433 9292 SH SHARED 02 9292 D PROASSURANCE CORP COM 74267C10 242 5200 SH SHARED 10 1500 3700 D PROASSURANCE CORP COM 74267C10 1037 22227 SH SHARED 17 14427 7800 D PRO PHARMACEUTICALS INC COM 74267T10 42 15000 SH SHARED 01 15000 D PRO PHARMACEUTICALS INC COM 74267T10 42 15000 SH SHARED 10 15000 D PROCENTURY CORP COM 74268T10 9717 950800 SH SHARED 17 950800 D PROCTER & GAMBLE CO COM 74271810 416 7000 SH SHARED 7000 D PROCTER & GAMBLE CO COM 74271810 330264 5554394 SH SHARED 4824050 730344 D PROCTER & GAMBLE CO COM 74271810 51307 862892 SH SHARED 01 371512 491380 D PROCTER & GAMBLE CO COM 74271810 48066 808383 SH SHR/OTHR 01 808383 D PROCTER & GAMBLE CO COM 74271810 302848 5093317 SH SHARED 02 5093317 D PROCTER & GAMBLE CO COM 74271810 31603 531510 SH SHARED 04 531510 D PROCTER & GAMBLE CO COM 74271810 20202 339760 SH SHARED 05 325590 14170 D PROCTER & GAMBLE CO COM 74271810 8059 135537 SH SHARED 06 135537 D PROCTER & GAMBLE CO COM 74271810 331663 5577932 SH SHARED 10 746358 3967190 864384 D PROCTER & GAMBLE CO COM 74271810 4474 75260 SH SHR/OTHR 10 75260 D PROCTER & GAMBLE CO COM 74271810 1352 22745 SH SHARED 14 22745 D PROCTER & GAMBLE CO COM 74271810 71290 1198958 SH SHARED 17 1192458 6500 D PRIVATEBANCORP INC COM 74296210 143 4200 SH SHARED 4200 D PRIVATEBANCORP INC COM 74296210 1317 38425 SH SHARED 01 38165 260 D PRIVATEBANCORP INC COM 74296210 22 665 SH SHR/OTHR 01 665 D PRIVATEBANCORP INC COM 74296210 225 6586 SH SHARED 02 6586 D PRIVATEBANCORP INC COM 74296210 178 5200 SH SHARED 05 5200 D PRIVATEBANCORP INC COM 74296210 6084 177500 SH SHARED 10 175000 2500 D PRIVATEBANCORP INC COM 74296210 9879 288200 SH SHARED 17 286700 1500 D PROGENICS PHARMACEUTICALS IN COM 74318710 144 6100 SH SHARED 5600 500 D PROGENICS PHARMACEUTICALS IN COM 74318710 2797 118000 SH SHARED 04 118000 D PROGENICS PHARMACEUTICALS IN COM 74318710 23 1000 SH SHARED 14 1000 D PROGENICS PHARMACEUTICALS IN COM 74318710 139 5900 SH SHARED 17 5900 D PROGRESS ENERGY INC COM 74326310 29088 650020 SH SHARED 573165 76855 D PROGRESS ENERGY INC COM 74326310 8455 188954 SH SHARED 01 150466 38488 D PROGRESS ENERGY INC COM 74326310 617 13804 SH SHR/OTHR 01 13804 D PROGRESS ENERGY INC COM 74326310 2885 64481 SH SHARED 02 64481 D PROGRESS ENERGY INC COM 74326310 8 200 SH SHARED 05 200 D PROGRESS ENERGY INC COM 74326310 190 4250 SH SHARED 06 4250 D PROGRESS ENERGY INC COM 74326310 125482 2804085 SH SHARED 10 2154800 649285 D PROGRESS ENERGY INC COM 74326310 196 4400 SH SHR/OTHR 10 4400 D PROGRESS ENERGY INC COM 74326310 2931 65500 SH SHARED 15 65500 D PROGRESS ENERGY INC COM 74326310 6671 149081 SH SHARED 17 111381 37700 D PROGRESS SOFTWARE CORP COM 74331210 173 5448 SH SHARED 5448 D PROGRESS SOFTWARE CORP COM 74331210 50 1600 SH SHARED 02 1600 D PROGRESS SOFTWARE CORP COM 74331210 146 4600 SH SHARED 10 2100 2500 D PROGRESS SOFTWARE CORP COM 74331210 2846 89594 SH SHARED 17 20594 69000 D PROGRESSIVE CORP OHIO COM 74331510 31317 298912 SH SHARED 256582 42330 D PROGRESSIVE CORP OHIO COM 74331510 398 3800 SH SHARED 01 3800 D PROGRESSIVE CORP OHIO COM 74331510 5133 48998 SH SHARED 02 48998 D PROGRESSIVE CORP OHIO COM 74331510 10 100 SH SHARED 05 100 D PROGRESSIVE CORP OHIO COM 74331510 454 4338 SH SHARED 06 4338 D PROGRESSIVE CORP OHIO COM 74331510 2671 25500 SH SHARED 10 25300 200 D PROGRESSIVE CORP OHIO COM 74331510 19905 189995 SH SHARED 17 189995 D PROLIANCE INTL INC COM 74340R10 1 300 SH SHARED 02 300 D PROLIANCE INTL INC COM 74340R10 0 2 SH SHARED 10 2 D PROLOGIS SH BEN INT 74341010 57615 1300271 SH SHARED 1263000 37271 D PROLOGIS SH BEN INT 74341010 2100 47405 SH SHARED 01 43180 4225 D PROLOGIS SH BEN INT 74341010 2568 57958 SH SHARED 02 57958 D PROLOGIS SH BEN INT 74341010 886 20000 SH SHARED 04 20000 D PROLOGIS SH BEN INT 74341010 269 6092 SH SHARED 10 6092 D PROLOGIS SH BEN INT 74341010 381630 8612750 SH SHARED 11 8612750 D PROLOGIS SH BEN INT 74341010 4320 97500 SH SHARED 17 97500 D PROQUEST COMPANY COM 74346P10 155 4300 SH SHARED 3800 500 D PROQUEST COMPANY COM 74346P10 14 400 SH SHARED 02 400 D PROQUEST COMPANY COM 74346P10 383 10600 SH SHARED 10 900 9700 D PROQUEST COMPANY COM 74346P10 430 11900 SH SHARED 17 9600 2300 D PROSPECT ENERGY CORP COM 74348T10 2640 197788 SH SHARED 17 197788 D PROSPERITY BANCSHARES INC COM 74360610 93 3100 SH SHARED 3100 D PROSPERITY BANCSHARES INC COM 74360610 33 1100 SH SHARED 02 1100 D PROSPERITY BANCSHARES INC COM 74360610 1899 62800 SH SHARED 10 62800 D PROSPERITY BANCSHARES INC COM 74360610 1452 48000 SH SHARED 17 8800 39200 D PROTECTIVE LIFE CORP COM 74367410 5271 128007 SH SHARED 102707 25300 D PROTECTIVE LIFE CORP COM 74367410 1437 34900 SH SHARED 02 34900 D PROTECTIVE LIFE CORP COM 74367410 41 1000 SH SHARED 10 1000 D PROTECTIVE LIFE CORP COM 74367410 704 17100 SH SHARED 17 10800 6300 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 9843 6615000 PRN SHARED 6615000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 14252 9578000 PRN SHARED 02 9578000 D PROTEIN DESIGN LABS INC COM 74369L10 5608 200318 SH SHARED 159118 41200 D PROTEIN DESIGN LABS INC COM 74369L10 1324 47300 SH SHARED 02 47300 D PROTEIN DESIGN LABS INC COM 74369L10 7505 268051 SH SHARED 04 268051 D PROTEIN DESIGN LABS INC COM 74369L10 8 300 SH SHARED 10 300 D PROTEIN DESIGN LABS INC COM 74369L10 100 3600 SH SHARED 14 3600 D PROTEIN DESIGN LABS INC COM 74369L10 1155 41260 SH SHARED 17 41260 D PROVIDE COMM INC COM 74373W10 29 1200 SH SHARED 1200 D PROVIDE COMM INC COM 74373W10 2 100 SH SHARED 02 100 D PROVIDE COMM INC COM 74373W10 16 700 SH SHARED 04 700 D PROVIDE COMM INC COM 74373W10 84 3500 SH SHARED 17 3500 D PROVIDENCE SVC CORP COM 74381510 42 1400 SH SHARED 1400 D PROVIDENCE SVC CORP COM 74381510 247 8100 SH SHARED 05 8100 D PROVIDENCE SVC CORP COM 74381510 2607 85240 SH SHARED 17 85240 D PROVIDENT BANKSHARES CORP COM 74385910 180 5200 SH SHARED 5000 200 D PROVIDENT BANKSHARES CORP COM 74385910 3 104 SH SHARED 02 104 D PROVIDENT BANKSHARES CORP COM 74385910 90 2600 SH SHARED 10 2600 D PROVIDENT BANKSHARES CORP COM 74385910 5162 148447 SH SHARED 17 146847 1600 D PROVIDENT ENERGY TR TR UNIT 74386K10 3326 272916 SH SHARED 272916 D PROVIDENT ENERGY TR TR UNIT 74386K10 38 3150 SH SHR/OTHR 01 3150 D PROVIDENT FINL SVCS INC COM 74386T10 191 10900 SH SHARED 10900 D PROVIDENT FINL SVCS INC COM 74386T10 0 1 SH SHARED 02 1 D PROVIDENT FINL SVCS INC COM 74386T10 533 30300 SH SHARED 10 30300 D PROVIDENT FINL SVCS INC COM 74386T10 622 35364 SH SHARED 17 35364 D PROVIDENT FINL HLDGS INC COM 74386810 19 700 SH SHARED 700 D PROVIDENT FINL HLDGS INC COM 74386810 58 2100 SH SHARED 17 2100 D PROVIDENT NEW YORK BANCORP COM 74402810 68 5900 SH SHARED 5900 D PROVIDENT NEW YORK BANCORP COM 74402810 193 16578 SH SHARED 17 16578 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 16128 30090000 PRN SHARED 30090000 D PROVIDIAN FINL CORP NOTE 2/1 74406AAB 8098 15109000 PRN SHARED 02 15109000 D PROVIDIAN FINL CORP NOTE 2.750% 3/1 74406AAD 6541 5250000 PRN SHARED 02 5250000 D PROVIDIAN FINL CORP COM 74406A10 318247 18000409 SH SHARED 17936603 63806 D PROVIDIAN FINL CORP COM 74406A10 17 968 SH SHR/OTHR 01 968 D PROVIDIAN FINL CORP COM 74406A10 6813 385386 SH SHARED 02 385386 D PROVIDIAN FINL CORP COM 74406A10 132 7479 SH SHARED 06 7479 D PROVIDIAN FINL CORP COM 74406A10 5763 326000 SH SHARED 10 69800 256200 D PROVIDIAN FINL CORP COM 74406A10 31 1800 SH SHR/OTHR 10 1800 D PROVIDIAN FINL CORP COM 74406A10 3691 208805 SH SHARED 17 123505 85300 D PRUDENTIAL FINL INC COM 74432010 81756 1210133 SH SHARED 1113060 97073 D PRUDENTIAL FINL INC COM 74432010 364 5388 SH SHARED 01 5361 27 D PRUDENTIAL FINL INC COM 74432010 560 8300 SH SHR/OTHR 01 8300 D PRUDENTIAL FINL INC COM 74432010 7812 115634 SH SHARED 02 115634 D PRUDENTIAL FINL INC COM 74432010 9661 143000 SH SHARED 04 143000 D PRUDENTIAL FINL INC COM 74432010 445 6600 SH SHARED 05 6600 D PRUDENTIAL FINL INC COM 74432010 759 11242 SH SHARED 06 11242 D PRUDENTIAL FINL INC COM 74432010 4421 65442 SH SHARED 10 59342 6100 D PRUDENTIAL FINL INC COM 74432010 263 3900 SH SHARED 14 3900 D PRUDENTIAL FINL INC COM 74432010 1141 16890 SH SHARED 15 16890 D PRUDENTIAL FINL INC COM 74432010 17108 253236 SH SHARED 17 251436 1800 D PRUDENTIAL FINL INC COM 74432010 378 5600 SH SHARED 19 5600 D PRUDENTIAL PLC ADR 74435K20 9 500 SH SHARED 01 500 D PRUDENTIAL PLC ADR 74435K20 505 27440 SH SHARED 10 27440 D PT INDOSAT TBK SPONSORED ADR 74438310 6707 268300 SH SHARED 268300 D PT INDOSAT TBK SPONSORED ADR 74438310 90 3600 SH SHARED 05 3600 D PT INDOSAT TBK SPONSORED ADR 74438310 9455 378200 SH SHARED 10 378200 D PT INDOSAT TBK SPONSORED ADR 74438310 607 24300 SH SHARED 17 24300 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 601 11100 SH SHARED 3400 7700 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 2041 37650 SH SHARED 01 37350 300 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 42 775 SH SHR/OTHR 01 775 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 9468 174600 SH SHARED 10 172900 1700 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 12386 228400 SH SHARED 17 227400 1000 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 55920 868874 SH SHARED 804379 64495 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 57 900 SH SHARED 01 900 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 48 750 SH SHR/OTHR 01 750 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 4663 72467 SH SHARED 02 72467 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 12 200 SH SHARED 05 200 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 312 4850 SH SHARED 06 4850 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3251 50513 SH SHARED 10 44313 6200 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 6379 99129 SH SHARED 17 98029 1100 D PUBLIC STORAGE INC COM 74460D10 10664 159174 SH SHARED 145374 13800 D PUBLIC STORAGE INC COM 74460D10 120 1800 SH SHARED 01 1800 D PUBLIC STORAGE INC COM 74460D10 1428 21317 SH SHARED 02 21317 D PUBLIC STORAGE INC COM 74460D10 335 5000 SH SHARED 10 5000 D PUBLIC STORAGE INC COM 74460D10 273302 4079140 SH SHARED 11 4079140 D PUBLIC STORAGE INC COM 74460D10 2680 40000 SH SHARED 17 34600 5400 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 141 5000 SH SHR/OTHR 01 5000 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 362 12800 SH SHARED 11 12800 D PUBLICIS S A NEW SPONSORED ADR 74463M10 455 14318 SH SHARED 14318 D PUGET ENERGY INC NEW COM 74531010 1286 54812 SH SHARED 19912 34900 D PUGET ENERGY INC NEW COM 74531010 1033 44000 SH SHARED 02 44000 D PUGET ENERGY INC NEW COM 74531010 27 1156 SH SHARED 06 1156 D PUGET ENERGY INC NEW COM 74531010 228 9717 SH SHARED 14 9717 D PULTE HOMES INC COM 74586710 34596 806059 SH SHARED 752191 53868 D PULTE HOMES INC COM 74586710 2947 68676 SH SHARED 02 68676 D PULTE HOMES INC COM 74586710 406 9466 SH SHARED 06 9466 D PULTE HOMES INC COM 74586710 7674 178800 SH SHARED 10 176200 2600 D PULTE HOMES INC COM 74586710 4023 93738 SH SHARED 17 92538 1200 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 68 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 83 10800 SH SHARED 10800 D PUTNAM HIGH INCOME BOND FD SH BEN INT 74677910 38 5000 SH SHR/OTHR 01 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 221 31945 SH SHARED 31945 D PUTNAM MANAGED HIGH YIELD TR SH BEN INT 74681910 904 111500 SH SHARED 111500 D PUTNAM MANAGED MUN INCOM TR COM 74682310 0 84 SH SHARED 84 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 4907 786404 SH SHARED 786404 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 468 75000 SH SHARED 75000 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 1 109 SH SHARED 109 D QLT INC NOTE 3.000% 9/1 746927AB 5028 5538000 PRN SHARED 5538000 D QLT INC COM 74692710 42 5500 SH SHARED 5500 D QLT INC COM 74692710 439 57282 SH SHARED 02 57282 D QAD INC COM 74727D10 14 1700 SH SHARED 1700 D QAD INC COM 74727D10 45 5500 SH SHARED 17 5500 D QLOGIC CORP COM 74727710 11126 325339 SH SHARED 299862 25477 D QLOGIC CORP COM 74727710 4409 128932 SH SHARED 02 128932 D QLOGIC CORP COM 74727710 85 2500 SH SHARED 04 2500 D QLOGIC CORP COM 74727710 132 3871 SH SHARED 06 3871 D QLOGIC CORP COM 74727710 24483 715900 SH SHARED 10 715400 500 D QLOGIC CORP COM 74727710 174 5116 SH SHARED 14 5116 D QLOGIC CORP COM 74727710 1303 38124 SH SHARED 17 38124 D QC HLDGS INC COM 74729T10 14 1100 SH SHARED 1100 D QUALCOMM INC COM 74752510 300599 6717310 SH SHARED 6355741 361569 D QUALCOMM INC COM 74752510 17147 383182 SH SHARED 01 131471 251711 D QUALCOMM INC COM 74752510 5104 114070 SH SHR/OTHR 01 114070 D QUALCOMM INC COM 74752510 15620 349062 SH SHARED 02 349062 D QUALCOMM INC COM 74752510 10748 240200 SH SHARED 04 233600 6600 D QUALCOMM INC COM 74752510 39 880 SH SHARED 05 880 D QUALCOMM INC COM 74752510 7855 175532 SH SHARED 06 175532 D QUALCOMM INC COM 74752510 139379 3114621 SH SHARED 10 1277616 1442800 394205 D QUALCOMM INC COM 74752510 89 2000 SH SHR/OTHR 10 2000 D QUALCOMM INC COM 74752510 5580 124699 SH SHARED 14 124699 D QUALCOMM INC COM 74752510 34165 763466 SH SHARED 17 757966 5500 D QUALCOMM INC COM 74752510 69 1550 SH SHARED 19 1550 D QUALITY DISTR INC FLA COM 74756M10 199 25000 SH SHARED 25000 D QUALITY SYS INC COM 74758210 76 1100 SH SHARED 1100 D QUALITY SYS INC COM 74758210 89 1300 SH SHARED 02 1300 D QUALITY SYS INC COM 74758210 6 100 SH SHARED 10 100 D QUALITY SYS INC COM 74758210 2694 39000 SH SHARED 17 4000 35000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 2804 2172000 PRN SHARED 02 2172000 D QUANTA SVCS INC COM 74762E10 956 74971 SH SHARED 30571 44400 D QUANTA SVCS INC COM 74762E10 512 40200 SH SHARED 02 40200 D QUANTA SVCS INC COM 74762E10 4414 346000 SH SHARED 10 346000 D QUANTA SVCS INC COM 74762E10 616 48300 SH SHARED 17 43400 4900 D QUANEX CORP DBCV 2.500% 5/1 747620AE 28420 15590000 PRN SHARED 15590000 D QUANEX CORP COM 74762010 443 6700 SH SHARED 6700 D QUANEX CORP COM 74762010 8909 134550 SH SHARED 10 1000 133550 D QUANEX CORP COM 74762010 6509 98300 SH SHARED 17 17950 80350 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 27 6800 SH SHARED 6800 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 88 21700 SH SHARED 17 21700 D QUANTUM CORP COM DSSG 74790620 84 27500 SH SHARED 27500 D QUANTUM CORP COM DSSG 74790620 208 67500 SH SHARED 17 67500 D QUEBECOR WORLD INC COM NON-VTG 74820310 747 39700 SH SHARED 39300 400 D QUEBECOR WORLD INC COM NON-VTG 74820310 740 39350 SH SHARED 02 39350 D QUEBECOR WORLD INC COM NON-VTG 74820310 7 400 SH SHARED 06 400 D QUEST DIAGNOSTICS INC COM 74834L10 12525 247842 SH SHARED 203496 44346 D QUEST DIAGNOSTICS INC COM 74834L10 3587 70974 SH SHARED 01 36954 34020 D QUEST DIAGNOSTICS INC COM 74834L10 2350 46500 SH SHR/OTHR 01 46500 D QUEST DIAGNOSTICS INC COM 74834L10 2737 54171 SH SHARED 02 54171 D QUEST DIAGNOSTICS INC COM 74834L10 1010 20000 SH SHARED 04 20000 D QUEST DIAGNOSTICS INC COM 74834L10 202 4007 SH SHARED 06 4007 D QUEST DIAGNOSTICS INC COM 74834L10 9078 179622 SH SHARED 10 20390 159232 D QUEST DIAGNOSTICS INC COM 74834L10 169 3360 SH SHR/OTHR 10 3360 D QUEST DIAGNOSTICS INC COM 74834L10 126353 2500078 SH SHARED 17 2500078 D QUEST SOFTWARE INC COM 74834T10 4082 270887 SH SHARED 270887 D QUEST SOFTWARE INC COM 74834T10 142 9464 SH SHARED 02 1514 7950 D QUEST SOFTWARE INC COM 74834T10 369 24500 SH SHARED 10 24500 D QUEST SOFTWARE INC COM 74834T10 904 60000 SH SHARED 17 23500 36500 D QUESTAR CORP COM 74835610 10640 120747 SH SHARED 84347 36400 D QUESTAR CORP COM 74835610 3480 39500 SH SHARED 02 39500 D QUESTAR CORP COM 74835610 131 1495 SH SHARED 06 1495 D QUESTAR CORP COM 74835610 88 1000 SH SHARED 10 1000 D QUESTAR CORP COM 74835610 185 2100 SH SHARED 14 2100 D QUESTAR CORP COM 74835610 754 8560 SH SHARED 17 8560 D QUICKSILVER RESOURCES INC COM 74837R10 1495 31300 SH SHARED 400 30900 D QUICKSILVER RESOURCES INC COM 74837R10 1669 34942 SH SHARED 02 34942 D QUICKSILVER RESOURCES INC COM 74837R10 14 300 SH SHARED 10 300 D QUICKSILVER RESOURCES INC COM 74837R10 112 2352 SH SHARED 17 2352 D QUIKSILVER INC COM 74838C10 13 900 SH SHARED 900 D QUIKSILVER INC COM 74838C10 509 35250 SH SHARED 01 23175 12075 D QUIKSILVER INC COM 74838C10 416 28800 SH SHARED 02 28800 D QUIKSILVER INC COM 74838C10 419 29000 SH SHARED 05 29000 D QUIKSILVER INC COM 74838C10 7717 534100 SH SHARED 10 534100 D QUIKSILVER INC COM 74838C10 30554 2114500 SH SHARED 17 2114500 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 53 1700 SH SHARED 1700 D QWEST COMMUNICATIONS INTL IN COM 74912110 16439 4009605 SH SHARED 3662985 346620 D QWEST COMMUNICATIONS INTL IN COM 74912110 120 29310 SH SHARED 01 29310 D QWEST COMMUNICATIONS INTL IN COM 74912110 1903 464146 SH SHARED 02 464146 D QWEST COMMUNICATIONS INTL IN COM 74912110 3 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 94 23150 SH SHARED 06 23150 D QWEST COMMUNICATIONS INTL IN COM 74912110 1656 404010 SH SHARED 10 392410 11600 D QWEST COMMUNICATIONS INTL IN COM 74912110 57 14100 SH SHARED 14 14100 D QWEST COMMUNICATIONS INTL IN COM 74912110 697 170000 SH SHARED 15 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 3320 809921 SH SHARED 17 809921 D R & B INC COM 74912410 14 1400 SH SHARED 1400 D R & G FINANCIAL CORP CL B 74913610 348 25350 SH SHARED 4100 21250 D R & G FINANCIAL CORP CL B 74913610 2868 208650 SH SHARED 17 208650 D RAIT INVT TR COM 74922710 108 3800 SH SHARED 3800 D RAIT INVT TR COM 74922710 25 900 SH SHARED 02 900 D RAIT INVT TR COM 74922710 1245 43700 SH SHARED 10 43700 D RAIT INVT TR COM 74922710 758 26600 SH SHARED 17 11100 15500 D RCN CORP COM NEW 74936120 74 3500 SH SHARED 3500 D RCN CORP COM NEW 74936120 72 3400 SH SHARED 10 3400 D RCN CORP COM NEW 74936120 337 15900 SH SHARED 17 13800 2100 D RC2 CORP COM 74938810 175 5200 SH SHARED 5200 D RC2 CORP COM 74938810 240 7125 SH SHARED 02 7125 D RC2 CORP COM 74938810 145 4300 SH SHARED 10 4300 D RC2 CORP COM 74938810 891 26400 SH SHARED 17 8000 18400 D R H DONNELLEY CORP COM NEW 74955W30 111 1759 SH SHARED 200 1559 D R H DONNELLEY CORP COM NEW 74955W30 1556 24600 SH SHARED 01 19600 5000 D R H DONNELLEY CORP COM NEW 74955W30 163 2592 SH SHR/OTHR 01 2592 D R H DONNELLEY CORP COM NEW 74955W30 164 2600 SH SHARED 02 2600 D R H DONNELLEY CORP COM NEW 74955W30 1897 30000 SH SHARED 04 30000 D R H DONNELLEY CORP COM NEW 74955W30 6553 103600 SH SHARED 10 103600 D R H DONNELLEY CORP COM NEW 74955W30 12 200 SH SHR/OTHR 10 200 D R H DONNELLEY CORP COM NEW 74955W30 25 400 SH SHARED 14 400 D R H DONNELLEY CORP COM NEW 74955W30 24108 381100 SH SHARED 17 381100 D RLI CORP COM 74960710 152 3300 SH SHARED 3300 D RLI CORP COM 74960710 133 2883 SH SHARED 02 2883 D RLI CORP COM 74960710 83 1800 SH SHARED 10 1800 D RLI CORP COM 74960710 467 10100 SH SHARED 17 9000 1100 D RMR REAL ESTATE FD SH BEN INT 74963F10 400 28800 SH SHARED 28800 D RMR HOSPITALITY REAL ESTATE COM 74963J10 3700 188790 SH SHARED 188790 D RPC INC COM 74966010 56 2200 SH SHARED 2200 D RPC INC COM 74966010 103 4000 SH SHARED 17 4000 D RPM INTL INC COM 74968510 2892 157186 SH SHARED 118386 38800 D RPM INTL INC COM 74968510 1257 68350 SH SHARED 02 68350 D RPM INTL INC COM 74968510 51 2800 SH SHARED 10 2800 D RPM INTL INC COM 74968510 5 300 SH SHARED 17 300 D RSA SEC INC COM 74971910 1085 85428 SH SHARED 62528 22900 D RSA SEC INC COM 74971910 540 42531 SH SHARED 02 42531 D RSA SEC INC COM 74971910 374 29500 SH SHARED 10 1500 28000 D RSA SEC INC COM 74971910 621 48900 SH SHARED 17 27600 21300 D RTI INTL METALS INC COM 74973W10 129 3300 SH SHARED 3300 D RTI INTL METALS INC COM 74973W10 13190 335200 SH SHARED 17 333900 1300 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 2031 2192000 PRN SHARED 2192000 D RF MICRODEVICES INC COM 74994110 1893 335156 SH SHARED 268756 66400 D RF MICRODEVICES INC COM 74994110 3868 684634 SH SHARED 02 684634 D RF MICRODEVICES INC COM 74994110 339 60000 SH SHARED 04 50000 10000 D RF MICRODEVICES INC COM 74994110 3514 622000 SH SHARED 10 622000 D RF MICRODEVICES INC COM 74994110 868 153800 SH SHARED 17 93400 60400 D RADIAN GROUP INC COM 75023610 3175 59810 SH SHARED 14040 45770 D RADIAN GROUP INC COM 75023610 4061 76495 SH SHARED 01 76495 D RADIAN GROUP INC COM 75023610 2177 41000 SH SHARED 02 41000 D RADIAN GROUP INC COM 75023610 4032 75940 SH SHARED 05 5200 70740 D RADIAN GROUP INC COM 75023610 146 2761 SH SHARED 06 2761 D RADIAN GROUP INC COM 75023610 1508 28400 SH SHARED 10 20800 7600 D RADIAN GROUP INC COM 75023610 175 3300 SH SHARED 14 3300 D RADIAN GROUP INC COM 75023610 1051 19796 SH SHARED 17 19796 D RADIAN GROUP INC COM 75023610 6251 117732 SH SHARED 19 117732 D RADIANT SYSTEMS INC COM 75025N10 83 8100 SH SHARED 8100 D RADIANT SYSTEMS INC COM 75025N10 10 1017 SH SHARED 02 1017 D RADIANT SYSTEMS INC COM 75025N10 113 11000 SH SHARED 17 11000 D RADIATION THERAPY SVCS INC COM 75032320 50 1600 SH SHARED 1600 D RADIATION THERAPY SVCS INC COM 75032320 114 3600 SH SHARED 17 3600 D RADIOLOGIX INC COM 75040K10 4 1200 SH SHARED 1200 D RADIO ONE INC CL D NON VTG 75040P40 8600 654000 SH SHARED 649500 4500 D RADIO ONE INC CL D NON VTG 75040P40 329 25094 SH SHARED 02 25094 D RADIO ONE INC CL D NON VTG 75040P40 78 6000 SH SHARED 10 6000 D RADIO ONE INC CL D NON VTG 75040P40 1846 140400 SH SHARED 14 140400 D RADIO ONE INC CL D NON VTG 75040P40 523 39800 SH SHARED 17 35900 3900 D RADIOSHACK CORP COM 75043810 32259 1300770 SH SHARED 1263416 37354 D RADIOSHACK CORP COM 75043810 45 1845 SH SHARED 01 1845 D RADIOSHACK CORP COM 75043810 835 33703 SH SHARED 02 33703 D RADIOSHACK CORP COM 75043810 50 2024 SH SHARED 06 2024 D RADIOSHACK CORP COM 75043810 17 720 SH SHARED 10 720 D RADIOSHACK CORP COM 75043810 1883 75940 SH SHARED 17 75940 D RADISYS CORP NOTE 1.375%11/1 750459AD 120 125000 PRN SHARED 125000 D RADISYS CORP COM 75045910 58 3000 SH SHARED 3000 D RADISYS CORP COM 75045910 40 2100 SH SHARED 10 2100 D RADISYS CORP COM 75045910 189 9774 SH SHARED 17 9774 D RAILAMERICA INC COM 75075310 65 5500 SH SHARED 5500 D RAILAMERICA INC COM 75075310 1 100 SH SHARED 02 100 D RAILAMERICA INC COM 75075310 4507 378800 SH SHARED 17 378800 D RAMBUS INC DEL NOTE 2/0 750917AB 3694 4849000 PRN SHARED 4849000 D RAMBUS INC DEL COM 75091710 179 14800 SH SHARED 14800 D RAMBUS INC DEL COM 75091710 12 1000 SH SHARED 01 1000 D RAMBUS INC DEL COM 75091710 555 45900 SH SHARED 02 45900 D RAMBUS INC DEL COM 75091710 77 6400 SH SHARED 10 6400 D RAMBUS INC DEL COM 75091710 509 42100 SH SHARED 17 38100 4000 D RALCORP HLDGS INC NEW COM 75102810 221 5275 SH SHARED 4400 875 D RALCORP HLDGS INC NEW COM 75102810 5 133 SH SHR/OTHR 01 133 D RALCORP HLDGS INC NEW COM 75102810 8 200 SH SHARED 02 200 D RALCORP HLDGS INC NEW COM 75102810 117 2800 SH SHARED 10 2800 D RALCORP HLDGS INC NEW COM 75102810 18191 433960 SH SHARED 17 432560 1400 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 64 2200 SH SHARED 2200 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 44637 1529200 SH SHARED 11 1529200 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 294 10100 SH SHARED 17 7600 2500 D RAMTRON INTL CORP COM NEW 75190730 3 1100 SH SHARED 1100 D RANDGOLD RES LTD ADR 75234430 4050 257671 SH SHARED 257671 D RANDGOLD RES LTD ADR 75234430 187 11900 SH SHARED 01 11900 D RANDGOLD RES LTD ADR 75234430 1336 85000 SH SHARED 04 85000 D RANDGOLD RES LTD ADR 75234430 7096 451400 SH SHARED 10 447000 4400 D RANGE RES CORP COM 75281A10 154 4000 SH SHARED 4000 D RANGE RES CORP COM 75281A10 922 23898 SH SHARED 02 23898 D RANGE RES CORP COM 75281A10 15 400 SH SHARED 10 400 D RANGE RES CORP COM 75281A10 29379 760923 SH SHARED 17 760923 D RARE HOSPITALITY INTL INC COM 75382010 553 21548 SH SHARED 18398 3150 D RARE HOSPITALITY INTL INC COM 75382010 61 2404 SH SHR/OTHR 01 2404 D RARE HOSPITALITY INTL INC COM 75382010 61 2401 SH SHARED 02 2401 D RARE HOSPITALITY INTL INC COM 75382010 77 3000 SH SHARED 10 3000 D RARE HOSPITALITY INTL INC COM 75382010 1796 69909 SH SHARED 17 68209 1700 D RAVEN INDS INC COM 75421210 67 2300 SH SHARED 2300 D RAVEN INDS INC COM 75421210 228 7800 SH SHARED 17 7800 D RAYMOND JAMES FINANCIAL INC COM 75473010 998 31076 SH SHARED 6926 24150 D RAYMOND JAMES FINANCIAL INC COM 75473010 1152 35887 SH SHARED 02 35887 D RAYMOND JAMES FINANCIAL INC COM 75473010 80 2500 SH SHARED 17 2500 D RAYONIER INC COM 75490710 4531 78643 SH SHARED 57428 21215 D RAYONIER INC COM 75490710 103 1800 SH SHR/OTHR 01 1800 D RAYONIER INC COM 75490710 1423 24700 SH SHARED 02 24700 D RAYONIER INC COM 75490710 472 8200 SH SHARED 10 8200 D RAYONIER INC COM 75490710 460 8000 SH SHARED 17 1300 6700 D RAYTHEON CO COM NEW 75511150 197 5200 SH SHARED 5200 D RAYTHEON CO COM NEW 75511150 38648 1016522 SH SHARED 912152 104370 D RAYTHEON CO COM NEW 75511150 352 9263 SH SHARED 01 9029 234 D RAYTHEON CO COM NEW 75511150 488 12850 SH SHR/OTHR 01 12850 D RAYTHEON CO COM NEW 75511150 3754 98762 SH SHARED 02 98762 D RAYTHEON CO COM NEW 75511150 934 24579 SH SHARED 06 24579 D RAYTHEON CO COM NEW 75511150 17143 450900 SH SHARED 10 51500 399400 D RAYTHEON CO COM NEW 75511150 159 4205 SH SHARED 14 4205 D RAYTHEON CO COM NEW 75511150 2281 60000 SH SHARED 16 60000 D RAYTHEON CO COM NEW 75511150 11118 292434 SH SHARED 17 222234 70200 D READERS DIGEST ASSN INC COM 75526710 5889 368804 SH SHARED 335804 33000 D READERS DIGEST ASSN INC COM 75526710 549 34400 SH SHARED 02 34400 D READERS DIGEST ASSN INC COM 75526710 4321 270600 SH SHARED 10 270600 D READERS DIGEST ASSN INC COM 75526710 1427 89400 SH SHARED 17 51100 38300 D REAL ESTATE INCOME FUND INC COM 75588110 7359 385128 SH SHARED 385128 D REALNETWORKS INC NOTE 7/0 75605LAB 5849 6550000 PRN SHARED 6550000 D REALNETWORKS INC COM 75605L10 1466 256820 SH SHARED 256820 D REALNETWORKS INC COM 75605L10 114 20000 SH SHARED 04 20000 D REALNETWORKS INC COM 75605L10 264 46300 SH SHARED 17 43200 3100 D REALTY INCOME CORP COM 75610910 865 36200 SH SHARED 35600 600 D REALTY INCOME CORP COM 75610910 205 8600 SH SHARED 02 8600 D RECKSON ASSOCS RLTY CORP COM 75621K10 6496 188020 SH SHARED 188020 D RECKSON ASSOCS RLTY CORP COM 75621K10 321 9300 SH SHARED 02 9300 D RECKSON ASSOCS RLTY CORP COM 75621K10 798 23100 SH SHARED 11 23100 D RED HAT INC DBCV 0.500% 1/1 756577AB 507 507000 PRN SHARED 507000 D RED HAT INC COM 75657710 795 37538 SH SHARED 32138 5400 D RED HAT INC COM 75657710 5 250 SH SHARED 01 250 D RED HAT INC COM 75657710 568 26812 SH SHARED 02 26812 D RED HAT INC COM 75657710 23 1100 SH SHARED 10 1100 D RED HAT INC COM 75657710 25 1200 SH SHARED 17 1200 D RED ROBIN GOURMET BURGERS IN COM 75689M10 508 11100 SH SHARED 11100 D RED ROBIN GOURMET BURGERS IN COM 75689M10 1720 37525 SH SHARED 01 37250 275 D RED ROBIN GOURMET BURGERS IN COM 75689M10 33 725 SH SHR/OTHR 01 725 D RED ROBIN GOURMET BURGERS IN COM 75689M10 320 7000 SH SHARED 05 7000 D RED ROBIN GOURMET BURGERS IN COM 75689M10 8604 187700 SH SHARED 10 180400 7300 D RED ROBIN GOURMET BURGERS IN COM 75689M10 14077 307100 SH SHARED 17 302000 5100 D REDBACK NETWORKS INC COM NEW 75720950 62 6300 SH SHARED 6300 D REDBACK NETWORKS INC COM NEW 75720950 136 13800 SH SHARED 17 13800 D REDDY ICE HLDGS INC COM 75734R10 10 500 SH SHARED 01 500 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 0 22 SH SHARED 22 D REDWOOD TR INC COM 75807540 1068 21990 SH SHARED 14790 7200 D REDWOOD TR INC COM 75807540 14 300 SH SHARED 02 300 D REDWOOD TR INC COM 75807540 1837 37800 SH SHARED 10 400 37400 D REDWOOD TR INC COM 75807540 1424 29300 SH SHARED 17 28200 1100 D REEBOK INTL LTD DBCV 2.000% 5/0 758110AH 17425 15600000 PRN SHARED 15600000 D REEBOK INTL LTD DBCV 2.000% 5/0 758110AH 1117 1000000 PRN SHARED 02 1000000 D REEBOK INTL LTD COM 75811010 124302 2197313 SH SHARED 2156872 40441 D REEBOK INTL LTD COM 75811010 5236 92560 SH SHARED 01 92560 D REEBOK INTL LTD COM 75811010 2325 41103 SH SHARED 02 41103 D REEBOK INTL LTD COM 75811010 32161 568530 SH SHARED 05 466010 102520 D REEBOK INTL LTD COM 75811010 1083 19150 SH SHARED 06 19150 D REEBOK INTL LTD COM 75811010 22 400 SH SHARED 10 400 D REEBOK INTL LTD COM 75811010 1479 26148 SH SHARED 17 26148 D REED ELSEVIER N V SPONSORED ADR 75820410 1177 42600 SH SHARED 42600 D REED ELSEVIER N V SPONSORED ADR 75820410 12 460 SH SHARED 10 460 D REED ELSEVIER P L C SPONSORED ADR 75820510 252 6850 SH SHARED 6850 D REFCO INC COM 75866G10 1413 50000 SH SHARED 50000 D REFCO INC COM 75866G10 757 26800 SH SHARED 02 26800 D REFCO INC COM 75866G10 1060 37500 SH SHARED 04 37500 D REGAL BELOIT CORP COM 75875010 123 3800 SH SHARED 3800 D REGAL BELOIT CORP COM 75875010 190 5877 SH SHARED 02 5877 D REGAL BELOIT CORP COM 75875010 77 2400 SH SHARED 10 2400 D REGAL BELOIT CORP COM 75875010 343 10600 SH SHARED 17 10600 D REGAL ENTMT GROUP NOTE 3.750% 5/1 758766AB 2243 1691000 PRN SHARED 02 1691000 D REGAL ENTMT GROUP CL A 75876610 3813 190300 SH SHARED 190300 D REGAL ENTMT GROUP CL A 75876610 86 4300 SH SHARED 02 4300 D REGAL ENTMT GROUP CL A 75876610 70 3517 SH SHARED 06 3517 D REGAL ENTMT GROUP CL A 75876610 188 9400 SH SHARED 10 9400 D REGAL ENTMT GROUP CL A 75876610 2314 115500 SH SHARED 17 300 115200 D REGENCY CTRS CORP COM 75884910 5131 89315 SH SHARED 66715 22600 D REGENCY CTRS CORP COM 75884910 1964 34200 SH SHARED 02 34200 D REGENCY CTRS CORP COM 75884910 99293 1728341 SH SHARED 11 1728341 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 4161 4394000 PRN SHARED 4394000 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 746 788000 PRN SHARED 02 788000 D REGENERON PHARMACEUTICALS COM 75886F10 114 12050 SH SHARED 9550 2500 D REGENERON PHARMACEUTICALS COM 75886F10 88 9351 SH SHARED 02 9351 D REGENERON PHARMACEUTICALS COM 75886F10 2615 275602 SH SHARED 04 275602 D REGENERON PHARMACEUTICALS COM 75886F10 2521 265700 SH SHARED 10 265700 D REGENERON PHARMACEUTICALS COM 75886F10 42 4500 SH SHARED 14 4500 D REGENERON PHARMACEUTICALS COM 75886F10 704 74200 SH SHARED 17 16400 57800 D REGENT COMMUNICATIONS INC DE COM 75886510 27 5200 SH SHARED 5200 D REGENT COMMUNICATIONS INC DE COM 75886510 58 11200 SH SHARED 17 11200 D REGIS CORP MINN COM 75893210 928 24539 SH SHARED 12039 12500 D REGIS CORP MINN COM 75893210 883 23360 SH SHARED 02 23360 D REGIS CORP MINN COM 75893210 109 2900 SH SHARED 10 2900 D REGIS CORP MINN COM 75893210 805 21300 SH SHARED 17 19600 1700 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 2869 22000 SH SHARED 22000 D REGIONS FINANCIAL CORP NEW COM 7591EP10 40113 1288991 SH SHARED 1198878 90113 D REGIONS FINANCIAL CORP NEW COM 7591EP10 3479 111819 SH SHARED 02 111819 D REGIONS FINANCIAL CORP NEW COM 7591EP10 9 300 SH SHARED 05 300 D REGIONS FINANCIAL CORP NEW COM 7591EP10 285 9172 SH SHARED 06 9172 D REGIONS FINANCIAL CORP NEW COM 7591EP10 164 5300 SH SHARED 10 5300 D REGIONS FINANCIAL CORP NEW COM 7591EP10 8811 283136 SH SHARED 17 283136 D REGISTER COM INC COM 75914G10 8473 1094800 SH SHARED 1094800 D REHABCARE GROUP INC COM 75914810 316 15400 SH SHARED 15400 D REHABCARE GROUP INC COM 75914810 1034 50400 SH SHARED 10 50400 D REHABCARE GROUP INC COM 75914810 145 7100 SH SHARED 17 7100 D REINSURANCE GROUP AMER INC COM 75935110 8 200 SH SHARED 200 D REINSURANCE GROUP AMER INC COM 75935110 312 7000 SH SHARED 02 7000 D REINSURANCE GROUP AMER INC COM 75935110 57 1293 SH SHARED 06 1293 D REINSURANCE GROUP AMER INC COM 75935110 67 1500 SH SHARED 17 1500 D RELIANCE STEEL & ALUMINUM CO COM 75950910 227 4300 SH SHARED 4300 D RELIANCE STEEL & ALUMINUM CO COM 75950910 127 2400 SH SHARED 10 2400 D RELIANCE STEEL & ALUMINUM CO COM 75950910 860 16250 SH SHARED 17 14750 1500 D RELIANT ENERGY INC NOTE 5.000% 8/1 75952BAD 15408 8871000 PRN SHARED 02 8871000 D RELIANT ENERGY INC COM 75952B10 872 56497 SH SHARED 9330 47167 D RELIANT ENERGY INC COM 75952B10 36 2365 SH SHR/OTHR 01 2365 D RELIANT ENERGY INC COM 75952B10 5115 331300 SH SHARED 02 331300 D RELIANT ENERGY INC COM 75952B10 1488 96400 SH SHARED 05 96400 D RELIANT ENERGY INC COM 75952B10 3226 209000 SH SHARED 06 209000 D RELIANT ENERGY INC COM 75952B10 57 3700 SH SHARED 10 3700 D RELIANT ENERGY INC COM 75952B10 47 3107 SH SHR/OTHR 10 3107 D RELIANT ENERGY INC COM 75952B10 61 4000 SH SHARED 14 4000 D REMEC INC COM NEW 75954320 9 7456 SH SHARED 7456 D REMEC INC COM NEW 75954320 0 178 SH SHR/OTHR 01 178 D REMINGTON OIL & GAS CORP COM 75959430 1535 37000 SH SHARED 37000 D REMINGTON OIL & GAS CORP COM 75959430 473 11399 SH SHARED 02 11399 D REMINGTON OIL & GAS CORP COM 75959430 730 17600 SH SHARED 10 17600 D REMINGTON OIL & GAS CORP COM 75959430 3759 90600 SH SHARED 17 13600 77000 D RENAISSANCE LEARNING INC COM 75968L10 21 1200 SH SHARED 1200 D RENAISSANCE LEARNING INC COM 75968L10 53 3000 SH SHARED 17 3000 D RENASANT CORP COM 75970E10 47 1500 SH SHARED 1500 D RENASANT CORP COM 75970E10 0 7 SH SHARED 02 7 D RENASANT CORP COM 75970E10 12 405 SH SHARED 10 405 D RENASANT CORP COM 75970E10 79 2500 SH SHARED 17 2500 D RENOVIS INC COM 75988510 15632 1155400 SH SHARED 1147000 8400 D RENOVIS INC COM 75988510 8 607 SH SHARED 02 607 D RENOVIS INC COM 75988510 834 61708 SH SHARED 10 61708 D RENOVIS INC COM 75988510 117 8700 SH SHARED 17 8700 D RENAL CARE GROUP INC COM 75993010 37266 787550 SH SHARED 764500 23050 D RENAL CARE GROUP INC COM 75993010 1557 32906 SH SHARED 02 32906 D RENAL CARE GROUP INC COM 75993010 14 300 SH SHARED 17 300 D RENT A CTR INC NEW COM 76009N10 1496 77487 SH SHARED 49037 28450 D RENT A CTR INC NEW COM 76009N10 787 40800 SH SHARED 02 40800 D RENT A CTR INC NEW COM 76009N10 17 890 SH SHARED 06 890 D RENT A CTR INC NEW COM 76009N10 312 16200 SH SHARED 17 16200 D RENT WAY INC COM 76009U10 26 3900 SH SHARED 3900 D RENT WAY INC COM 76009U10 91 13361 SH SHARED 17 13361 D REPSOL YPF S A SPONSORED ADR 76026T20 3202 99120 SH SHARED 99120 D REPSOL YPF S A SPONSORED ADR 76026T20 284 8800 SH SHARED 10 8800 D REPUBLIC AWYS HLDGS INC COM 76027610 31 2200 SH SHARED 2200 D REPUBLIC AWYS HLDGS INC COM 76027610 276 19300 SH SHARED 10 19300 D REPUBLIC BANCORP KY CL A 76028120 25 1200 SH SHARED 1200 D REPUBLIC BANCORP KY CL A 76028120 88 4210 SH SHARED 10 4210 D REPUBLIC BANCORP KY CL A 76028120 40 1947 SH SHARED 17 1947 D REPUBLIC BANCORP INC COM 76028210 145 10300 SH SHARED 10300 D REPUBLIC BANCORP INC COM 76028210 754 53373 SH SHARED 10 53373 D REPUBLIC BANCORP INC COM 76028210 453 32044 SH SHARED 17 32044 D REPUBLIC SVCS INC COM 76075910 19055 539956 SH SHARED 492120 47836 D REPUBLIC SVCS INC COM 76075910 2084 59072 SH SHARED 02 59072 D REPUBLIC SVCS INC COM 76075910 114 3250 SH SHARED 06 3250 D REPUBLIC SVCS INC COM 76075910 7 200 SH SHARED 10 200 D REPUBLIC SVCS INC COM 76075910 194 5500 SH SHARED 14 5500 D REPUBLIC SVCS INC COM 76075910 261 7400 SH SHARED 17 7400 D RES-CARE INC COM 76094310 47 3100 SH SHARED 3100 D RES-CARE INC COM 76094310 1420 92300 SH SHARED 10 92300 D RES-CARE INC COM 76094310 518 33700 SH SHARED 17 6200 27500 D RESEARCH IN MOTION LTD COM 76097510 31144 456000 SH SHARED 448700 7300 D RESEARCH IN MOTION LTD COM 76097510 184 2700 SH SHARED 01 2700 D RESEARCH IN MOTION LTD COM 76097510 26765 391875 SH SHARED 02 391875 D RESEARCH IN MOTION LTD COM 76097510 32 475 SH SHARED 06 475 D RESEARCH IN MOTION LTD COM 76097510 27 400 SH SHARED 10 400 D RESEARCH IN MOTION LTD COM 76097510 443 6500 SH SHARED 14 6500 D RESEARCH IN MOTION LTD COM 76097510 3292 48205 SH SHARED 17 48205 D RESTORATION HARDWARE INC DEL COM 76098110 29 4600 SH SHARED 4600 D RESTORATION HARDWARE INC DEL COM 76098110 89 14100 SH SHARED 17 14100 D RESMED INC COM 76115210 23 300 SH SHARED 300 D RESMED INC COM 76115210 4212 52892 SH SHARED 02 52892 D RESMED INC COM 76115210 23 300 SH SHARED 17 300 D RESOURCE AMERICA INC CL A 76119520 42 2400 SH SHARED 2400 D RESOURCE AMERICA INC CL A 76119520 9 550 SH SHARED 01 550 D RESOURCE AMERICA INC CL A 76119520 123 7000 SH SHARED 17 7000 D RESOURCES CONNECTION INC COM 76122Q10 717 24200 SH SHARED 24200 D RESOURCES CONNECTION INC COM 76122Q10 136 4600 SH SHARED 02 4600 D RESOURCES CONNECTION INC COM 76122Q10 118 4000 SH SHARED 10 400 3600 D RESOURCES CONNECTION INC COM 76122Q10 693 23400 SH SHARED 17 21300 2100 D RESPIRONICS INC COM 76123010 21 500 SH SHARED 500 D RESPIRONICS INC COM 76123010 36 875 SH SHR/OTHR 01 875 D RESPIRONICS INC COM 76123010 303 7200 SH SHARED 02 7200 D RESPIRONICS INC COM 76123010 46 1110 SH SHARED 17 1110 D RETAIL HOLDRS TR DEP RCPT 76127U10 1216 13100 SH SHARED 13100 D RETAIL HOLDRS TR DEP RCPT 76127U10 4134 44535 SH SHARED 02 44535 D RETAIL HOLDRS TR DEP RCPT 76127U10 259 2800 SH SHARED 17 2800 D RETAIL VENTURES INC COM 76128Y10 772 70369 SH SHARED 70369 D RETAIL VENTURES INC COM 76128Y10 52 4800 SH SHARED 17 4800 D REUNION INDS INC COM 76131210 0 90 SH SHR/OTHR 01 90 D REUTERS GROUP PLC SPONSORED ADR 76132M10 2890 72968 SH SHARED 72968 D REUTERS GROUP PLC SPONSORED ADR 76132M10 27 706 SH SHARED 01 706 D REUTERS GROUP PLC SPONSORED ADR 76132M10 49 1260 SH SHR/OTHR 01 1260 D REUTERS GROUP PLC SPONSORED ADR 76132M10 63 1600 SH SHARED 10 1600 D REVLON INC CL A 76152550 69 21700 SH SHARED 21700 D REVLON INC CL A 76152550 189 58900 SH SHARED 17 58900 D REYNOLDS & REYNOLDS CO CL A 76169510 760 27731 SH SHARED 6331 21400 D REYNOLDS & REYNOLDS CO CL A 76169510 934 34104 SH SHARED 02 34104 D REYNOLDS & REYNOLDS CO CL A 76169510 13 500 SH SHARED 10 500 D REYNOLDS & REYNOLDS CO CL A 76169510 142 5200 SH SHARED 17 5200 D REYNOLDS AMERICAN INC COM 76171310 37641 453400 SH SHARED 430500 22900 D REYNOLDS AMERICAN INC COM 76171310 2836 34168 SH SHARED 02 34168 D REYNOLDS AMERICAN INC COM 76171310 1660 20000 SH SHARED 05 20000 D REYNOLDS AMERICAN INC COM 76171310 219 2649 SH SHARED 06 2649 D REYNOLDS AMERICAN INC COM 76171310 2224 26800 SH SHARED 10 25800 1000 D REYNOLDS AMERICAN INC COM 76171310 163601 1970623 SH SHARED 17 1970623 D RHODIA SPONSORED ADR 76239710 514 258601 SH SHARED 258601 D RICHARDSON ELECTRS LTD SDCV 7.250%12/1 763165AB 174 174779 PRN SHARED 10 174779 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 221 9300 SH SHARED 9300 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 8100 340797 SH SHARED 04 340797 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 4799 201900 SH SHARED 10 198000 3900 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 142 6000 SH SHARED 14 6000 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 275 11600 SH SHARED 17 9100 2500 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 25 1700 SH SHARED 1700 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 26 1800 SH SHARED 02 1800 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 91 6200 SH SHARED 17 6200 D RIMAGE CORP COM 76672110 37 1400 SH SHARED 1400 D RIMAGE CORP COM 76672110 136 5100 SH SHARED 17 5100 D RIO TINTO PLC SPONSORED ADR 76720410 24065 146474 SH SHARED 146474 D RIO TINTO PLC SPONSORED ADR 76720410 29 180 SH SHR/OTHR 01 180 D RIO TINTO PLC SPONSORED ADR 76720410 21 130 SH SHARED 10 130 D RIO TINTO PLC SPONSORED ADR 76720410 3464 21085 SH SHARED 17 21085 D RITE AID CORP NOTE 4.750%12/0 767754BA 99136 99936000 PRN SHARED 99936000 D RITE AID CORP COM 76775410 790 203800 SH SHARED 203800 D RITE AID CORP COM 76775410 578 149200 SH SHARED 02 149200 D RITE AID CORP COM 76775410 696 179600 SH SHARED 17 179600 D RIVIERA HLDGS CORP COM 76962710 27 1254 SH SHARED 1254 D RIVIERA HLDGS CORP COM 76962710 97 4400 SH SHARED 17 4400 D ROANOKE ELEC STL CORP COM 76984110 34 1700 SH SHARED 1700 D ROANOKE ELEC STL CORP COM 76984110 60 3000 SH SHARED 17 3000 D ROBBINS & MYERS INC COM 77019610 38 1700 SH SHARED 1700 D ROBBINS & MYERS INC COM 77019610 29 1332 SH SHARED 02 1332 D ROBBINS & MYERS INC COM 77019610 85 3800 SH SHARED 17 3800 D ROBERT HALF INTL INC COM 77032310 26880 755276 SH SHARED 721840 33436 D ROBERT HALF INTL INC COM 77032310 1485 41747 SH SHARED 02 41747 D ROBERT HALF INTL INC COM 77032310 5 160 SH SHARED 05 160 D ROBERT HALF INTL INC COM 77032310 99 2805 SH SHARED 06 2805 D ROBERT HALF INTL INC COM 77032310 163 4600 SH SHARED 10 4600 D ROBERT HALF INTL INC COM 77032310 2568 72175 SH SHARED 17 70175 2000 D ROCK-TENN CO CL A 77273920 188 12500 SH SHARED 12500 D ROCK-TENN CO CL A 77273920 26 1763 SH SHARED 02 1763 D ROCK-TENN CO CL A 77273920 143 9500 SH SHARED 17 9500 D ROCKWELL AUTOMATION INC COM 77390310 16518 312261 SH SHARED 268725 43536 D ROCKWELL AUTOMATION INC COM 77390310 4 80 SH SHARED 01 80 D ROCKWELL AUTOMATION INC COM 77390310 2926 55318 SH SHARED 02 55318 D ROCKWELL AUTOMATION INC COM 77390310 7 140 SH SHARED 05 140 D ROCKWELL AUTOMATION INC COM 77390310 246 4669 SH SHARED 06 4669 D ROCKWELL AUTOMATION INC COM 77390310 9257 175000 SH SHARED 10 172000 3000 D ROCKWELL AUTOMATION INC COM 77390310 356 6748 SH SHARED 14 6748 D ROCKWELL AUTOMATION INC COM 77390310 8480 160308 SH SHARED 17 160308 D ROCKVILLE FINL INC COM 77418610 16 1200 SH SHARED 1200 D ROCKWELL COLLINS INC COM 77434110 27197 562867 SH SHARED 519631 43236 D ROCKWELL COLLINS INC COM 77434110 2017 41750 SH SHARED 02 41750 D ROCKWELL COLLINS INC COM 77434110 2899 60000 SH SHARED 04 60000 D ROCKWELL COLLINS INC COM 77434110 9 200 SH SHARED 05 200 D ROCKWELL COLLINS INC COM 77434110 353 7309 SH SHARED 06 7309 D ROCKWELL COLLINS INC COM 77434110 10582 219000 SH SHARED 10 219000 D ROCKWELL COLLINS INC COM 77434110 180 3741 SH SHARED 14 3741 D ROCKWELL COLLINS INC COM 77434110 194544 4026162 SH SHARED 17 4026162 D ROCKWOOD HLDGS INC COM 77441510 1179 61900 SH SHARED 14 61900 D ROCKWOOD HLDGS INC COM 77441510 76 4000 SH SHARED 17 4000 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 5307 139717 SH SHARED 139717 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 345 9100 SH SHARED 06 9100 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 2104 55400 SH SHARED 10 55400 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 265 7000 SH SHARED 17 7000 D ROGERS COMMUNICATIONS INC CL B 77510920 28204 714943 SH SHARED 710800 4143 D ROGERS COMMUNICATIONS INC CL B 77510920 59 1500 SH SHARED 01 1500 D ROGERS COMMUNICATIONS INC CL B 77510920 2452 62158 SH SHARED 02 62158 D ROGERS COMMUNICATIONS INC CL B 77510920 426 10800 SH SHARED 04 10800 D ROGERS COMMUNICATIONS INC CL B 77510920 40 1031 SH SHARED 06 1031 D ROGERS COMMUNICATIONS INC CL B 77510920 43 1100 SH SHARED 10 1100 D ROGERS COMMUNICATIONS INC CL B 77510920 257 6520 SH SHARED 14 6520 D ROGERS CORP COM 77513310 96 2500 SH SHARED 2500 D ROGERS CORP COM 77513310 15 400 SH SHR/OTHR 01 400 D ROGERS CORP COM 77513310 251 6500 SH SHARED 17 6500 D ROHM & HAAS CO COM 77537110 53738 1306559 SH SHARED 1255980 50579 D ROHM & HAAS CO COM 77537110 128 3115 SH SHARED 01 3115 D ROHM & HAAS CO COM 77537110 42 1023 SH SHR/OTHR 01 1023 D ROHM & HAAS CO COM 77537110 2518 61236 SH SHARED 02 61236 D ROHM & HAAS CO COM 77537110 5 130 SH SHARED 05 130 D ROHM & HAAS CO COM 77537110 1992 48452 SH SHARED 06 48452 D ROHM & HAAS CO COM 77537110 1423 34600 SH SHARED 10 28000 6600 D ROHM & HAAS CO COM 77537110 19 482 SH SHARED 14 482 D ROHM & HAAS CO COM 77537110 4154 101008 SH SHARED 17 101008 D ROLLINS INC COM 77571110 611 31310 SH SHARED 7760 23550 D ROLLINS INC COM 77571110 554 28407 SH SHARED 02 28407 D ROLLINS INC COM 77571110 13 700 SH SHARED 10 700 D ROLLINS INC COM 77571110 264 13575 SH SHARED 17 13575 D ROME BANCORP INC NEW COM 77587P10 682 65041 SH SHARED 65041 D ROPER INDS INC NEW COM 77669610 111 2840 SH SHARED 2840 D ROPER INDS INC NEW COM 77669610 58 1500 SH SHR/OTHR 01 1500 D ROPER INDS INC NEW COM 77669610 341 8700 SH SHARED 02 8700 D ROPER INDS INC NEW COM 77669610 1435 36530 SH SHARED 10 36330 200 D ROPER INDS INC NEW COM 77669610 30929 787220 SH SHARED 17 787220 D ROSS STORES INC COM 77829610 10633 448658 SH SHARED 395204 53454 D ROSS STORES INC COM 77829610 1857 78372 SH SHARED 02 78372 D ROSS STORES INC COM 77829610 28 1200 SH SHARED 06 1200 D ROSS STORES INC COM 77829610 26 1100 SH SHARED 10 1100 D ROSS STORES INC COM 77829610 68 2900 SH SHARED 17 2900 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 4314 288030 SH SHARED 288030 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 4418 294989 SH SHARED 04 294989 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2996 200000 SH SHARED 06 200000 D ROWAN COS INC COM 77938210 35 1000 SH SHARED 1000 D ROWAN COS INC COM 77938210 20817 586582 SH SHARED 559582 27000 D ROWAN COS INC COM 77938210 5 150 SH SHARED 01 150 D ROWAN COS INC COM 77938210 36 1037 SH SHR/OTHR 01 1037 D ROWAN COS INC COM 77938210 1124 31697 SH SHARED 02 31697 D ROWAN COS INC COM 77938210 7658 215800 SH SHARED 10 215800 D ROWAN COS INC COM 77938210 1625 45800 SH SHARED 14 45800 D ROWAN COS INC COM 77938210 20467 576721 SH SHARED 17 576721 D ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V20 217 25200 SH SHARED 25200 D ROYAL BANCSHARES PA INC CL A 78008110 17 800 SH SHARED 800 D ROYAL BANCSHARES PA INC CL A 78008110 7 321 SH SHARED 17 321 D ROYAL BK CDA MONTREAL QUE COM 78008710 66120 905757 SH SHARED 899200 6557 D ROYAL BK CDA MONTREAL QUE COM 78008710 43 600 SH SHR/OTHR 01 600 D ROYAL BK CDA MONTREAL QUE COM 78008710 22345 306103 SH SHARED 02 306103 D ROYAL BK CDA MONTREAL QUE COM 78008710 29 400 SH SHARED 05 400 D ROYAL BK CDA MONTREAL QUE COM 78008710 299 4103 SH SHARED 06 4103 D ROYAL BK CDA MONTREAL QUE COM 78008710 299 4100 SH SHARED 10 4100 D ROYAL BK CDA MONTREAL QUE COM 78008710 770 10555 SH SHARED 14 10555 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 2258 88900 SH SHARED 02 88900 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 193 8000 SH SHARED 01 8000 D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 78009779 7001 274800 SH SHARED 02 274800 D ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM 1600 2500000 PRN SHARED 2500000 D ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM 5915 9243000 PRN SHARED 02 9243000 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 32389 515750 SH SHARED 515100 650 D ROYAL DUTCH PETE CO NY REG EUR .56 78025780 219 3500 SH SHARED 10 400 3100 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 18739 272098 SH SHARED 272098 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 200 2908 SH SHARED 01 1379 1529 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 308 4482 SH SHR/OTHR 01 4482 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 1796 26081 SH SHARED 06 26081 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 1025 14890 SH SHARED 10 14890 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 11314 172370 SH SHARED 84300 88070 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 39408 600376 SH SHARED 01 348270 252106 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 26550 404492 SH SHR/OTHR 01 404492 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 13 200 SH SHARED 02 200 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 141552 2156493 SH SHARED 10 1633636 522857 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 7665 116788 SH SHR/OTHR 10 116788 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 590 9000 SH SHARED 17 9000 D ROYAL GOLD INC COM 78028710 2211 82256 SH SHARED 2700 79556 D ROYAL GOLD INC COM 78028710 220 8200 SH SHARED 17 8200 D ROYAL KPN NV SPONSORED ADR 78064120 271 30175 SH SHARED 30175 D ROYCE FOCUS TR COM 78080N10 108 11043 SH SHARED 11043 D RUBIOS RESTAURANTS INC COM 78116B10 13 1500 SH SHARED 01 1500 D RUBY TUESDAY INC COM 78118210 2611 120014 SH SHARED 98614 21400 D RUBY TUESDAY INC COM 78118210 479 22043 SH SHARED 02 22043 D RUBY TUESDAY INC COM 78118210 82 3800 SH SHARED 10 3800 D RUBY TUESDAY INC COM 78118210 2183 100324 SH SHARED 17 98024 2300 D RUDDICK CORP COM 78125810 619 26878 SH SHARED 11578 15300 D RUDDICK CORP COM 78125810 492 21367 SH SHARED 02 21367 D RUDDICK CORP COM 78125810 603 26200 SH SHARED 17 26200 D RUDOLPH TECHNOLOGIES INC COM 78127010 206 15300 SH SHARED 10600 4700 D RUDOLPH TECHNOLOGIES INC COM 78127010 90 6695 SH SHARED 02 6695 D RUDOLPH TECHNOLOGIES INC COM 78127010 90 6700 SH SHARED 17 6700 D RUSH ENTERPRISES INC CL A 78184620 47 3100 SH SHARED 3100 D RUSH ENTERPRISES INC CL A 78184620 157 10300 SH SHARED 17 10300 D RURAL CELLULAR CORP CL A 78190410 289 23800 SH SHARED 23800 D RUSS BERRIE & CO COM 78223310 24 1700 SH SHARED 1700 D RUSS BERRIE & CO COM 78223310 128 9117 SH SHARED 02 9117 D RUSS BERRIE & CO COM 78223310 67 4800 SH SHARED 17 4800 D RUSSELL CORP COM 78235210 70 5001 SH SHARED 5000 1 D RUSSELL CORP COM 78235210 169 12100 SH SHARED 17 12100 D RUTHS CHRIS STEAK HSE INC COM 78333210 87 4750 SH SHARED 04 4750 D RUTHS CHRIS STEAK HSE INC COM 78333210 124 6800 SH SHARED 05 6800 D RUTHS CHRIS STEAK HSE INC COM 78333210 1242 67600 SH SHARED 17 67600 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 218122 4790736 SH SHARED 4790736 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 582 12800 SH SHARED 01 12800 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 68 1500 SH SHARED 02 1500 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 537 11800 SH SHARED 14 11800 D RYANS RESTAURANT GROUP INC COM 78352010 618 53003 SH SHARED 51203 1800 D RYANS RESTAURANT GROUP INC COM 78352010 80 6900 SH SHARED 02 6900 D RYANS RESTAURANT GROUP INC COM 78352010 1508 129300 SH SHARED 10 129300 D RYANS RESTAURANT GROUP INC COM 78352010 214 18350 SH SHARED 17 18350 D RYDER SYS INC COM 78354910 35407 1034702 SH SHARED 1010101 24601 D RYDER SYS INC COM 78354910 491 14374 SH SHARED 02 14374 D RYDER SYS INC COM 78354910 2128 62200 SH SHARED 05 49600 12600 D RYDER SYS INC COM 78354910 228 6672 SH SHARED 06 6672 D RYDER SYS INC COM 78354910 14457 422500 SH SHARED 10 18200 404300 D RYDER SYS INC COM 78354910 3409 99642 SH SHARED 17 34042 65600 D RYERSON TULL INC NEW COM 78375P10 903 42400 SH SHARED 42400 D RYERSON TULL INC NEW COM 78375P10 159 7500 SH SHARED 02 7500 D RYERSON TULL INC NEW COM 78375P10 251 11788 SH SHARED 17 11788 D RYLAND GROUP INC COM 78376410 1952 28535 SH SHARED 12035 16500 D RYLAND GROUP INC COM 78376410 2517 36800 SH SHARED 02 36800 D RYLAND GROUP INC COM 78376410 593 8670 SH SHARED 17 8670 D S&P QUALITY RNKNGS GLBL EQ M COM SHS BEN IT 78383410 42 2934 SH SHARED 2934 D S & T BANCORP INC COM 78385910 158 4200 SH SHARED 3900 300 D S & T BANCORP INC COM 78385910 60 1600 SH SHARED 10 1600 D S & T BANCORP INC COM 78385910 334 8860 SH SHARED 17 8860 D SBC COMMUNICATIONS INC COM 78387G10 455259 18992873 SH SHARED 18104294 888579 D SBC COMMUNICATIONS INC COM 78387G10 9541 398062 SH SHARED 01 305724 92338 D SBC COMMUNICATIONS INC COM 78387G10 6573 274221 SH SHR/OTHR 01 274221 D SBC COMMUNICATIONS INC COM 78387G10 19091 796465 SH SHARED 02 796465 D SBC COMMUNICATIONS INC COM 78387G10 103606 4322329 SH SHARED 04 4319100 3229 D SBC COMMUNICATIONS INC COM 78387G10 114 4780 SH SHARED 05 4780 D SBC COMMUNICATIONS INC COM 78387G10 3713 154917 SH SHARED 06 154917 D SBC COMMUNICATIONS INC COM 78387G10 134490 5610770 SH SHARED 10 4333161 1277609 D SBC COMMUNICATIONS INC COM 78387G10 555 23184 SH SHR/OTHR 10 23184 D SBC COMMUNICATIONS INC COM 78387G10 2983 124458 SH SHARED 14 124458 D SBC COMMUNICATIONS INC COM 78387G10 2420 101000 SH SHARED 15 101000 D SBC COMMUNICATIONS INC COM 78387G10 3955 165000 SH SHARED 16 165000 D SBC COMMUNICATIONS INC COM 78387G10 34807 1452128 SH SHARED 17 1436328 15800 D SBA COMMUNICATIONS CORP COM 78388J10 498 32300 SH SHARED 10800 21500 D SBA COMMUNICATIONS CORP COM 78388J10 98 6400 SH SHARED 10 6400 D SBA COMMUNICATIONS CORP COM 78388J10 481 31200 SH SHARED 17 27700 3500 D SCI SYS INC NOTE 3.000% 3/1 783890AF 962 1000000 PRN SHARED 1000000 D SCBT FINANCIAL CORP COM 78401V10 37 1200 SH SHARED 1200 D SCBT FINANCIAL CORP COM 78401V10 62 1984 SH SHARED 17 1984 D SCM MICROSYSTEMS INC COM 78401810 5 2032 SH SHR/OTHR 01 2032 D SCM MICROSYSTEMS INC COM 78401810 79 30000 SH SHARED 06 30000 D SCP POOL CORP COM 78402810 151 4337 SH SHARED 400 3937 D SCP POOL CORP COM 78402810 265 7600 SH SHARED 02 7600 D SCP POOL CORP COM 78402810 72 2077 SH SHARED 10 2077 D SCP POOL CORP COM 78402810 502 14400 SH SHARED 17 14400 D SCO GROUP INC COM 78403A10 91 21939 SH SHARED 21939 D SEI INVESTMENTS CO COM 78411710 7567 201374 SH SHARED 166374 35000 D SEI INVESTMENTS CO COM 78411710 871 23200 SH SHARED 01 23200 D SEI INVESTMENTS CO COM 78411710 1935 51516 SH SHARED 02 51516 D SEI INVESTMENTS CO COM 78411710 1562 41580 SH SHARED 17 41580 D SFBC INTL INC NOTE 2.250% 8/1 784121AB 2147 1750000 PRN SHARED 1750000 D SFBC INTL INC COM 78412110 295 6650 SH SHARED 2900 3750 D SFBC INTL INC COM 78412110 93 2100 SH SHARED 02 2100 D SFBC INTL INC COM 78412110 6343 142905 SH SHARED 17 116855 26050 D SI INTL INC COM 78427V10 142 4588 SH SHARED 4588 D SI INTL INC COM 78427V10 99 3200 SH SHARED 02 3200 D SI INTL INC COM 78427V10 145 4700 SH SHARED 17 4700 D SJW CORP COM 78430510 57 1200 SH SHARED 1200 D SJW CORP COM 78430510 106 2200 SH SHARED 10 2200 D SJW CORP COM 78430510 173 3600 SH SHARED 17 2100 1500 D SK TELECOM LTD SPONSORED ADR 78440P10 47775 2187526 SH SHARED 2187526 D SK TELECOM LTD SPONSORED ADR 78440P10 19 870 SH SHR/OTHR 01 870 D SK TELECOM LTD SPONSORED ADR 78440P10 94 4310 SH SHARED 06 4310 D SK TELECOM LTD SPONSORED ADR 78440P10 938 42980 SH SHARED 10 41980 1000 D SK TELECOM LTD SPONSORED ADR 78440P10 1660 76050 SH SHARED 17 76050 D SL GREEN RLTY CORP COM 78440X10 88 1300 SH SHARED 1300 D SL GREEN RLTY CORP COM 78440X10 299 4400 SH SHARED 02 4400 D SL GREEN RLTY CORP COM 78440X10 27 400 SH SHARED 10 400 D SLM CORP DBCV 7/2 78442PAC 87973 85912000 PRN SHARED 85912000 D SLM CORP DBCV 7/2 78442PAC 10008 9774000 PRN SHARED 02 9774000 D SLM CORP DBCV 7/2 78442PAC 3420 3340000 PRN SHARED 06 3340000 D SLM CORP COM 78442P10 47396 883595 SH SHARED 789893 93702 D SLM CORP COM 78442P10 2196 40950 SH SHARED 01 10240 30710 D SLM CORP COM 78442P10 2630 49039 SH SHR/OTHR 01 49039 D SLM CORP COM 78442P10 4799 89473 SH SHARED 02 89473 D SLM CORP COM 78442P10 627 11700 SH SHARED 04 11700 D SLM CORP COM 78442P10 483 9023 SH SHARED 06 9023 D SLM CORP COM 78442P10 3062 57090 SH SHARED 10 3550 53540 D SLM CORP COM 78442P10 745 13900 SH SHR/OTHR 10 13900 D SLM CORP COM 78442P10 482 9000 SH SHARED 14 9000 D SLM CORP COM 78442P10 9432 175849 SH SHARED 17 174449 1400 D SPDR TR UNIT SER 1 78462F10 807733 6564803 SH SHARED 6563113 1690 D SPDR TR UNIT SER 1 78462F10 19168 155787 SH SHARED 01 64233 91554 D SPDR TR UNIT SER 1 78462F10 3835 31170 SH SHR/OTHR 01 31170 D SPDR TR UNIT SER 1 78462F10 1005 8175 SH SHARED 02 8175 D SPDR TR UNIT SER 1 78462F10 37188 302250 SH SHARED 04 302250 D SPDR TR UNIT SER 1 78462F10 2289 18610 SH SHARED 10 7785 10825 D SPDR TR UNIT SER 1 78462F10 861 7000 SH SHARED 17 7000 D SPDR TR UNIT SER 1 78462F10 9688 78744 SH SHARED 19 78744 D SPSS INC COM 78462K10 67 2800 SH SHARED 2800 D SPSS INC COM 78462K10 5 244 SH SHARED 02 244 D SPSS INC COM 78462K10 691 28800 SH SHARED 10 28800 D SPSS INC COM 78462K10 564 23500 SH SHARED 17 8500 15000 D S1 CORPORATION COM 78463B10 40 10400 SH SHARED 10400 D S1 CORPORATION COM 78463B10 111 28500 SH SHARED 17 28500 D SPX CORP NOTE 2/0 784635AD 65961101323000 PRN SHARED 101323000 D SPX CORP NOTE 2/0 784635AD 6510 10000000 PRN SHARED 02 10000000 D SPX CORP COM 78463510 9447 205596 SH SHARED 173742 31854 D SPX CORP COM 78463510 476 10366 SH SHARED 01 10366 D SPX CORP COM 78463510 2626 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 1540 33522 SH SHARED 02 33522 D SPX CORP COM 78463510 36 800 SH SHARED 06 800 D SPX CORP COM 78463510 55 1200 SH SHARED 10 1200 D SPX CORP COM 78463510 1245 27100 SH SHARED 17 27100 D SRA INTL INC CL A 78464R10 839 23671 SH SHARED 4371 19300 D SRA INTL INC CL A 78464R10 581 16400 SH SHARED 02 16400 D SRA INTL INC CL A 78464R10 74 2100 SH SHARED 17 2100 D SRI/SURGICAL EXPRESS INC COM 78464W10 194 30800 SH SHARED 30800 D SSA GLOBAL TECHNOLOGIES INC COM 78465P10 22 1300 SH SHARED 1300 D SSA GLOBAL TECHNOLOGIES INC COM 78465P10 479 27233 SH SHARED 17 27233 D SVB FINL GROUP COM 78486Q10 1150 23652 SH SHARED 9452 14200 D SVB FINL GROUP COM 78486Q10 949 19520 SH SHARED 02 19520 D SVB FINL GROUP COM 78486Q10 1527 31400 SH SHARED 10 1000 30400 D SVB FINL GROUP COM 78486Q10 4786 98400 SH SHARED 17 25400 73000 D SABA SOFTWARE INC COM NEW 78493260 11 2812 SH SHARED 2812 D SWS GROUP INC COM 78503N10 36 2200 SH SHARED 2200 D SWS GROUP INC COM 78503N10 1652 100735 SH SHARED 01 100735 D SWS GROUP INC COM 78503N10 88 5400 SH SHARED 02 5400 D SWS GROUP INC COM 78503N10 53 3276 SH SHARED 10 3276 D SWS GROUP INC COM 78503N10 100 6111 SH SHARED 17 6111 D S Y BANCORP INC COM 78506010 40 1700 SH SHARED 1700 D S Y BANCORP INC COM 78506010 80 3400 SH SHARED 17 3400 D SABINE ROYALTY TR UNIT BEN INT 78568810 154 3000 SH SHARED 01 3000 D SABINE ROYALTY TR UNIT BEN INT 78568810 25 500 SH SHR/OTHR 01 500 D SABRE HLDGS CORP CL A 78590510 16790 827947 SH SHARED 806035 21912 D SABRE HLDGS CORP CL A 78590510 29 1445 SH SHR/OTHR 01 1445 D SABRE HLDGS CORP CL A 78590510 591 29175 SH SHARED 02 29175 D SABRE HLDGS CORP CL A 78590510 155772 7681100 SH SHARED 04 7681100 D SABRE HLDGS CORP CL A 78590510 1065 52544 SH SHARED 06 52544 D SABRE HLDGS CORP CL A 78590510 1084 53500 SH SHARED 10 52400 1100 D SABRE HLDGS CORP CL A 78590510 2129 105018 SH SHARED 14 105018 D SABRE HLDGS CORP CL A 78590510 1592 78548 SH SHARED 17 78548 D SADIA S A SP ADR PFD 30 78632610 222 7500 SH SHARED 7500 D SAFECO CORP COM 78642910 13865 259792 SH SHARED 231297 28495 D SAFECO CORP COM 78642910 1763 33037 SH SHARED 02 33037 D SAFECO CORP COM 78642910 121 2275 SH SHARED 06 2275 D SAFECO CORP COM 78642910 112 2100 SH SHARED 10 2100 D SAFECO CORP COM 78642910 2867 53722 SH SHARED 17 53722 D SAFEGUARD SCIENTIFICS INC COM 78644910 65 37800 SH SHARED 37800 D SAFENET INC COM 78645R10 606 16700 SH SHARED 12700 4000 D SAFENET INC COM 78645R10 1434 39518 SH SHARED 02 39518 D SAFENET INC COM 78645R10 94 2600 SH SHARED 10 2600 D SAFENET INC COM 78645R10 391 10773 SH SHARED 17 9173 1600 D SAFETY INS GROUP INC COM 78648T10 56 1600 SH SHARED 1600 D SAFETY INS GROUP INC COM 78648T10 1654 46500 SH SHARED 10 46500 D SAFETY INS GROUP INC COM 78648T10 1085 30500 SH SHARED 17 5600 24900 D SAFEWAY INC COM NEW 78651420 15462 603988 SH SHARED 468918 135070 D SAFEWAY INC COM NEW 78651420 3208 125351 SH SHARED 02 125351 D SAFEWAY INC COM NEW 78651420 26396 1031110 SH SHARED 05 990010 41100 D SAFEWAY INC COM NEW 78651420 2395 93593 SH SHARED 06 93593 D SAFEWAY INC COM NEW 78651420 1018 39800 SH SHARED 10 39800 D SAFEWAY INC COM NEW 78651420 225 8800 SH SHARED 14 8800 D SAFEWAY INC COM NEW 78651420 41447 1619053 SH SHARED 17 1554853 64200 D SAGA COMMUNICATIONS CL A 78659810 774 58225 SH SHARED 56100 2125 D SAGA COMMUNICATIONS CL A 78659810 79 5950 SH SHARED 17 5950 D ST JOE CO COM 79014810 43 700 SH SHARED 600 100 D ST JOE CO COM 79014810 8 130 SH SHARED 01 130 D ST JOE CO COM 79014810 468 7500 SH SHR/OTHR 01 7500 D ST JOE CO COM 79014810 1323 21188 SH SHARED 02 21188 D ST JOE CO COM 79014810 131 2100 SH SHARED 06 2100 D ST JOE CO COM 79014810 1877 30069 SH SHARED 10 30069 D ST JOE CO COM 79014810 1208 19345 SH SHARED 17 19345 D ST JUDE MED INC COM 79084910 38434 821247 SH SHARED 699745 121502 D ST JUDE MED INC COM 79084910 12579 268803 SH SHARED 01 193433 75370 D ST JUDE MED INC COM 79084910 3755 80256 SH SHR/OTHR 01 80256 D ST JUDE MED INC COM 79084910 3642 77836 SH SHARED 02 77796 40 D ST JUDE MED INC COM 79084910 24780 529500 SH SHARED 04 529500 D ST JUDE MED INC COM 79084910 30448 650601 SH SHARED 05 444308 206293 D ST JUDE MED INC COM 79084910 8305 177475 SH SHARED 06 177475 D ST JUDE MED INC COM 79084910 8797 187988 SH SHARED 10 33687 154301 D ST JUDE MED INC COM 79084910 2873 61400 SH SHR/OTHR 10 61400 D ST JUDE MED INC COM 79084910 435 9310 SH SHARED 14 9310 D ST JUDE MED INC COM 79084910 1118 23890 SH SHARED 15 23890 D ST JUDE MED INC COM 79084910 7090 151514 SH SHARED 17 150014 1500 D ST JUDE MED INC COM 79084910 8105 173197 SH SHARED 19 173197 D ST MARY LD & EXPL CO NOTE 5.750% 3/1 792228AC 16410 5726000 PRN SHARED 5726000 D ST MARY LD & EXPL CO COM 79222810 1742 47600 SH SHARED 47600 D ST MARY LD & EXPL CO COM 79222810 1683 46000 SH SHARED 02 46000 D ST MARY LD & EXPL CO COM 79222810 9036 246900 SH SHARED 10 246900 D ST MARY LD & EXPL CO COM 79222810 4301 117534 SH SHARED 17 33534 84000 D ST PAUL TRAVELERS INC COM 79286010 80604 1796401 SH SHARED 1651798 144603 D ST PAUL TRAVELERS INC COM 79286010 173 3868 SH SHARED 01 3723 145 D ST PAUL TRAVELERS INC COM 79286010 181 4042 SH SHR/OTHR 01 4042 D ST PAUL TRAVELERS INC COM 79286010 7561 168531 SH SHARED 02 168531 D ST PAUL TRAVELERS INC COM 79286010 2692 60000 SH SHARED 04 60000 D ST PAUL TRAVELERS INC COM 79286010 17 400 SH SHARED 05 400 D ST PAUL TRAVELERS INC COM 79286010 23964 534092 SH SHARED 06 534092 D ST PAUL TRAVELERS INC COM 79286010 8257 184042 SH SHARED 10 82464 101578 D ST PAUL TRAVELERS INC COM 79286010 27 622 SH SHARED 14 622 D ST PAUL TRAVELERS INC COM 79286010 2333 52000 SH SHARED 16 52000 D ST PAUL TRAVELERS INC COM 79286010 39480 879876 SH SHARED 17 877076 2800 D ST PAUL TRAVELERS INC COM 79286010 842 18774 SH SHARED 18 18774 D SAKS INC NOTE 2.000% 3/1 79377WAL 32910 30000000 PRN SHARED 30000000 D SAKS INC NOTE 2.000% 3/1 79377WAL 466 425000 PRN SHARED 02 425000 D SAKS INC NOTE 2.000% 3/1 79377WAL 18 17250 PRN SHARED 17 17250 D SAKS INC COM 79377W10 161251 8716300 SH SHARED 8669600 46700 D SAKS INC COM 79377W10 2556 138202 SH SHARED 02 138202 D SAKS INC COM 79377W10 553 29900 SH SHARED 10 29900 D SAKS INC COM 79377W10 288 15600 SH SHARED 17 15600 D SALEM COMMUNICATIONS CORP DE CL A 79409310 348 18921 SH SHARED 18321 600 D SALEM COMMUNICATIONS CORP DE CL A 79409310 236 12800 SH SHARED 10 12800 D SALEM COMMUNICATIONS CORP DE CL A 79409310 59 3218 SH SHARED 17 3218 D SALESFORCE COM INC COM 79466L30 11 500 SH SHARED 500 D SALESFORCE COM INC COM 79466L30 1308 56600 SH SHARED 02 14800 41800 D SALESFORCE COM INC COM 79466L30 10621 459400 SH SHARED 10 458900 500 D SALESFORCE COM INC COM 79466L30 27172 1175300 SH SHARED 17 1175300 D SALOMON BROS HIGH INCOME FD COM 79490710 1213 116433 SH SHARED 116433 D SALOMON BR EMRG MKTS INC II. COM 79491010 38 2834 SH SHARED 2834 D SALOMON BR EMRG MKT FLT RTE COM 79491210 71 5500 SH SHARED 5500 D SALOMON BR GLBL PRTNRS INC F COM 79491410 24 2000 SH SHR/OTHR 01 2000 D SALOMON BROS MUN PARTNERS FD COM 79491610 14 1045 SH SHARED 1045 D SALIX PHARMACEUTICALS INC COM 79543510 1014 47763 SH SHARED 47763 D SALIX PHARMACEUTICALS INC COM 79543510 74 3500 SH SHARED 10 3500 D SALIX PHARMACEUTICALS INC COM 79543510 1794 84450 SH SHARED 17 14550 69900 D SALOMON BROTHERS FD INC COM 79547710 17503 1243126 SH SHARED 1243126 D SALOMON BROS WORLDWIDE INCOM COM 79548T10 483 31000 SH SHARED 31000 D SALOMON BROS GLBL HIGH INC F COM 79550G10 116 8756 SH SHARED 8756 D SALOMON BR INFLTN MNGNT FD I COM 79550V10 204 11525 SH SHARED 11525 D SALOMON BROS VAR RATE STRT F COM 79550X10 333 19445 SH SHARED 19445 D SALOMON BROS CP & INCM FD IN COM 79550010 610 34299 SH SHARED 34299 D SALTON INC COM 79575710 40 12200 SH SHARED 12200 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 195 4000 SH SHARED 01 4000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 239 4900 SH SHR/OTHR 01 4900 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 429 13800 SH SHARED 13800 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 31 1900 SH SHARED 1900 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 52 3200 SH SHARED 17 3200 D SANDERSON FARMS INC COM 80001310 497 13400 SH SHARED 13400 D SANDERSON FARMS INC COM 80001310 16 441 SH SHARED 02 441 D SANDERSON FARMS INC COM 80001310 4875 131200 SH SHARED 10 131200 D SANDERSON FARMS INC COM 80001310 232 6250 SH SHARED 17 6250 D SANDISK CORP COM 80004C10 59581 1235110 SH SHARED 1143456 91654 D SANDISK CORP COM 80004C10 48 1000 SH SHR/OTHR 01 1000 D SANDISK CORP COM 80004C10 10544 218576 SH SHARED 02 218576 D SANDISK CORP COM 80004C10 178 3703 SH SHARED 06 3703 D SANDISK CORP COM 80004C10 168 3500 SH SHARED 10 3500 D SANDISK CORP COM 80004C10 3203 66410 SH SHARED 17 64810 1600 D SANDY SPRING BANCORP INC COM 80036310 74 2201 SH SHARED 2201 D SANDY SPRING BANCORP INC COM 80036310 898 26650 SH SHARED 10 26650 D SANDY SPRING BANCORP INC COM 80036310 296 8800 SH SHARED 17 7200 1600 D SANFILIPPO JOHN B & SON INC COM 80042210 21 1217 SH SHARED 1217 D SANFILIPPO JOHN B & SON INC COM 80042210 61 3500 SH SHARED 17 3500 D SANMINA SCI CORP COM 80090710 14200 3310113 SH SHARED 3178657 131456 D SANMINA SCI CORP COM 80090710 503 117467 SH SHARED 02 117467 D SANMINA SCI CORP COM 80090710 24 5600 SH SHARED 06 5600 D SANMINA SCI CORP COM 80090710 5 1200 SH SHARED 10 1200 D SANMINA SCI CORP COM 80090710 91 21235 SH SHARED 14 21235 D SANMINA SCI CORP COM 80090710 980 228455 SH SHARED 17 228455 D SANOFI AVENTIS SPONSORED ADR 80105N10 2950 71000 SH SHARED 71000 D SANOFI AVENTIS SPONSORED ADR 80105N10 4 100 SH SHARED 01 100 D SANOFI AVENTIS SPONSORED ADR 80105N10 118 2852 SH SHARED 02 2852 D SANOFI AVENTIS SPONSORED ADR 80105N10 234 5640 SH SHARED 10 5640 D SANOFI AVENTIS SPONSORED ADR 80105N10 55 1325 SH SHR/OTHR 10 1325 D SANOFI AVENTIS SPONSORED ADR 80105N10 3935 94720 SH SHARED 17 94720 D SANTANDER BANCORP COM 80280910 57 2351 SH SHARED 2351 D SANTANDER BANCORP COM 80280910 14 600 SH SHARED 02 600 D SANTANDER BANCORP COM 80280910 91 3700 SH SHARED 10 3700 D SANTANDER BANCORP COM 80280910 32 1331 SH SHARED 17 1331 D SANTARUS INC COM 80281730 93 15132 SH SHARED 15132 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1 23 SH SHARED 23 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 342 7900 SH SHARED 01 7900 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 34 800 SH SHR/OTHR 01 800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 3206 74000 SH SHARED 04 74000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 34 800 SH SHARED 06 800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 14 326 SH SHARED 10 326 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2005 46280 SH SHARED 17 46280 D SAPIENT CORP COM 80306210 181 29100 SH SHARED 12100 17000 D SAPIENT CORP COM 80306210 216 34633 SH SHARED 02 34633 D SAPIENT CORP COM 80306210 500 80000 SH SHARED 04 80000 D SAPIENT CORP COM 80306210 138 22100 SH SHARED 10 22100 D SAPIENT CORP COM 80306210 188 30200 SH SHARED 17 30200 D SAPPI LTD SPON ADR NEW 80306920 1146 97226 SH SHARED 97226 D SAPPI LTD SPON ADR NEW 80306920 1842 156300 SH SHARED 01 156300 D SAPPI LTD SPON ADR NEW 80306920 372 31600 SH SHARED 10 30600 1000 D SAPPI LTD SPON ADR NEW 80306920 132 11200 SH SHARED 15 11200 D SAPPI LTD SPON ADR NEW 80306920 247 21000 SH SHARED 17 21000 D SARA LEE CORP COM 80311110 165099 8712391 SH SHARED 8534156 178235 D SARA LEE CORP COM 80311110 2117 111718 SH SHARED 01 22867 88851 D SARA LEE CORP COM 80311110 1482 78231 SH SHR/OTHR 01 78231 D SARA LEE CORP COM 80311110 3202 168978 SH SHARED 02 168978 D SARA LEE CORP COM 80311110 11 600 SH SHARED 05 600 D SARA LEE CORP COM 80311110 3144 165950 SH SHARED 06 165950 D SARA LEE CORP COM 80311110 4890 258082 SH SHARED 10 65745 192337 D SARA LEE CORP COM 80311110 1161 61284 SH SHR/OTHR 10 61284 D SARA LEE CORP COM 80311110 149 7900 SH SHARED 14 7900 D SARA LEE CORP COM 80311110 5982 315678 SH SHARED 17 315678 D SASOL LTD SPONSORED ADR 80386630 181 4700 SH SHARED 01 2200 2500 D SASOL LTD SPONSORED ADR 80386630 1284 33200 SH SHARED 02 33200 D SASOL LTD SPONSORED ADR 80386630 27 704 SH SHARED 10 704 D SATYAM COMPUTER SERVICES LTD ADR 80409810 2290 75800 SH SHARED 75800 D SATYAM COMPUTER SERVICES LTD ADR 80409810 4155 137500 SH SHARED 04 137500 D SAUER-DANFOSS INC COM 80413710 28 1400 SH SHARED 1400 D SAUER-DANFOSS INC COM 80413710 292 14600 SH SHARED 10 14600 D SAUER-DANFOSS INC COM 80413710 52 2600 SH SHARED 17 2600 D SAUL CTRS INC COM 80439510 61 1700 SH SHARED 1700 D SAUL CTRS INC COM 80439510 530 14750 SH SHR/OTHR 01 14750 D SAUL CTRS INC COM 80439510 3 100 SH SHARED 02 100 D SAUL CTRS INC COM 80439510 104 2900 SH SHARED 10 2900 D SAUL CTRS INC COM 80439510 187 5200 SH SHARED 17 3500 1700 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 178 47263 SH SHARED 47263 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 110 29360 SH SHARED 17 29360 D SAXON CAP INC NEW COM 80556T10 101 8600 SH SHARED 7600 1000 D SAXON CAP INC NEW COM 80556T10 266 22500 SH SHARED 17 22500 D SCANA CORP NEW COM 80589M10 3606 85391 SH SHARED 39000 46391 D SCANA CORP NEW COM 80589M10 173 4100 SH SHARED 01 2600 1500 D SCANA CORP NEW COM 80589M10 438 10378 SH SHR/OTHR 01 10378 D SCANA CORP NEW COM 80589M10 2428 57500 SH SHARED 02 57500 D SCANA CORP NEW COM 80589M10 38 900 SH SHARED 06 900 D SCANA CORP NEW COM 80589M10 59 1400 SH SHARED 10 1400 D SCANA CORP NEW COM 80589M10 244 5800 SH SHARED 17 5800 D SCANSOFT INC COM 80603P10 142 26700 SH SHARED 26700 D SCANSOFT INC COM 80603P10 181 34136 SH SHARED 17 34136 D SCANSOURCE INC COM 80603710 277 5700 SH SHARED 5700 D SCANSOURCE INC COM 80603710 137 2820 SH SHARED 10 920 1900 D SCANSOURCE INC COM 80603710 9903 203200 SH SHARED 17 202000 1200 D SCHAWK INC CL A 80637310 93 4700 SH SHARED 1800 2900 D SCHAWK INC CL A 80637310 71 3600 SH SHARED 17 3600 D SCHEIN HENRY INC COM 80640710 1712 40183 SH SHARED 11383 28800 D SCHEIN HENRY INC COM 80640710 4 100 SH SHARED 01 100 D SCHEIN HENRY INC COM 80640710 1925 45183 SH SHARED 02 45183 D SCHEIN HENRY INC COM 80640710 1300 30520 SH SHARED 17 30520 D SCHERING A G SPONSORED ADR 80658520 1134 17900 SH SHARED 17900 D SCHERING A G SPONSORED ADR 80658520 52 830 SH SHARED 02 830 D SCHERING A G SPONSORED ADR 80658520 190 3000 SH SHARED 10 3000 D SCHERING PLOUGH CORP COM 80660510 63988 3039854 SH SHARED 2666554 373300 D SCHERING PLOUGH CORP COM 80660510 55278 2626053 SH SHARED 01 850270 1775783 D SCHERING PLOUGH CORP COM 80660510 555 26400 SH SHR/OTHR 01 26400 D SCHERING PLOUGH CORP COM 80660510 8389 398554 SH SHARED 02 398554 D SCHERING PLOUGH CORP COM 80660510 7578 360000 SH SHARED 04 360000 D SCHERING PLOUGH CORP COM 80660510 23 1100 SH SHARED 05 1100 D SCHERING PLOUGH CORP COM 80660510 63 3000 SH SHARED 06 3000 D SCHERING PLOUGH CORP COM 80660510 20281 963473 SH SHARED 10 554523 408950 D SCHERING PLOUGH CORP COM 80660510 618 29400 SH SHR/OTHR 10 29400 D SCHERING PLOUGH CORP COM 80660510 37148 1764782 SH SHARED 17 1759582 5200 D SCHERING PLOUGH CORP COM 80660510 1578 75000 SH SHARED 18 75000 D SCHERING PLOUGH CORP COM 80660510 810 38500 SH SHARED 19 38500 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 43389 800100 SH SHARED 800100 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 21245 391775 SH SHARED 02 391775 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 3057 2482000 PRN SHARED 02 2482000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 12689 10300000 PRN SHARED 04 10300000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 4459 3620000 PRN SHARED 06 3620000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 2356 2000000 PRN SHARED 2000000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 2857 2426000 PRN SHARED 02 2426000 D SCHLUMBERGER LTD COM 80685710 552 6550 SH SHARED 6550 D SCHLUMBERGER LTD COM 80685710 128254 1519962 SH SHARED 1374338 145624 D SCHLUMBERGER LTD COM 80685710 15023 178040 SH SHARED 01 143950 34090 D SCHLUMBERGER LTD COM 80685710 9157 108527 SH SHR/OTHR 01 108527 D SCHLUMBERGER LTD COM 80685710 6523 77313 SH SHARED 02 77313 D SCHLUMBERGER LTD COM 80685710 492374 5835200 SH SHARED 04 5835200 D SCHLUMBERGER LTD COM 80685710 25 300 SH SHARED 05 300 D SCHLUMBERGER LTD COM 80685710 40303 477640 SH SHARED 06 477640 D SCHLUMBERGER LTD COM 80685710 80658 955901 SH SHARED 10 368161 516500 71240 D SCHLUMBERGER LTD COM 80685710 573 6800 SH SHR/OTHR 10 6800 D SCHLUMBERGER LTD COM 80685710 11197 132698 SH SHARED 14 132698 D SCHLUMBERGER LTD COM 80685710 2176 25790 SH SHARED 15 25790 D SCHLUMBERGER LTD COM 80685710 23754 281521 SH SHARED 17 281521 D SCHLUMBERGER LTD COM 80685710 649 7700 SH SHARED 19 7700 D SCHNITZER STL INDS CL A 80688210 407 12514 SH SHARED 12514 D SCHNITZER STL INDS CL A 80688210 381 11700 SH SHARED 02 11700 D SCHNITZER STL INDS CL A 80688210 467 14350 SH SHARED 17 14350 D SCHOLASTIC CORP COM 80706610 930 25165 SH SHARED 10865 14300 D SCHOLASTIC CORP COM 80706610 22 600 SH SHR/OTHR 01 600 D SCHOLASTIC CORP COM 80706610 631 17074 SH SHARED 02 17074 D SCHOLASTIC CORP COM 80706610 6881 186200 SH SHARED 10 12600 173600 D SCHOLASTIC CORP COM 80706610 2317 62700 SH SHARED 17 18000 44700 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 4 4000 PRN SHARED 02 4000 D SCHOOL SPECIALTY INC COM 80786310 9926 203500 SH SHARED 203500 D SCHOOL SPECIALTY INC COM 80786310 214 4400 SH SHARED 02 4400 D SCHOOL SPECIALTY INC COM 80786310 661 13571 SH SHARED 17 13571 D SCHULMAN A INC COM 80819410 83 4672 SH SHARED 4672 D SCHULMAN A INC COM 80819410 87 4900 SH SHARED 02 4900 D SCHULMAN A INC COM 80819410 269 15000 SH SHARED 17 15000 D SCHWAB CHARLES CORP NEW COM 80851310 46713 3237272 SH SHARED 2953406 283866 D SCHWAB CHARLES CORP NEW COM 80851310 83 5800 SH SHARED 01 5800 D SCHWAB CHARLES CORP NEW COM 80851310 14 1000 SH SHR/OTHR 01 1000 D SCHWAB CHARLES CORP NEW COM 80851310 4104 284418 SH SHARED 02 284418 D SCHWAB CHARLES CORP NEW COM 80851310 1154 80000 SH SHARED 04 80000 D SCHWAB CHARLES CORP NEW COM 80851310 12 900 SH SHARED 05 900 D SCHWAB CHARLES CORP NEW COM 80851310 2954 204775 SH SHARED 06 204775 D SCHWAB CHARLES CORP NEW COM 80851310 151 10500 SH SHARED 10 10500 D SCHWAB CHARLES CORP NEW COM 80851310 3113 215800 SH SHARED 14 215800 D SCHWAB CHARLES CORP NEW COM 80851310 12838 889686 SH SHARED 17 885286 4400 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 64 2901 SH SHARED 2300 601 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 01 20 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 37 1700 SH SHARED 10 1700 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 111 5000 SH SHARED 17 5000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 0 100 SH SHARED 02 100 D SCIENTIFIC ATLANTA INC COM 80865510 8579 228720 SH SHARED 160215 68505 D SCIENTIFIC ATLANTA INC COM 80865510 2159 57564 SH SHARED 02 57564 D SCIENTIFIC ATLANTA INC COM 80865510 750 20000 SH SHARED 04 20000 D SCIENTIFIC ATLANTA INC COM 80865510 22635 603440 SH SHARED 05 574570 28870 D SCIENTIFIC ATLANTA INC COM 80865510 1185 31613 SH SHARED 06 31613 D SCIENTIFIC ATLANTA INC COM 80865510 27289 727530 SH SHARED 10 723830 3700 D SCIENTIFIC ATLANTA INC COM 80865510 180 4800 SH SHARED 14 4800 D SCIENTIFIC ATLANTA INC COM 80865510 2768 73794 SH SHARED 17 72294 1500 D SCIENTIFIC GAMES CORP CL A 80874P10 300 9700 SH SHARED 9700 D SCIENTIFIC GAMES CORP CL A 80874P10 2846 91836 SH SHARED 02 91836 D SCIENTIFIC GAMES CORP CL A 80874P10 93 3000 SH SHARED 10 3000 D SCIENTIFIC GAMES CORP CL A 80874P10 1400 45170 SH SHARED 17 45170 D SCOR SPONSORED ADR 80917Q10 3223 1580000 SH SHARED 17 1580000 D SCOTTISH ANNUITY & LIFE HLDG NOTE 4.500%12/0 81013RAC 578 500000 PRN SHARED 02 500000 D SCOTTS MIRACLE GRO CO CL A 81018610 2102 23908 SH SHARED 13108 10800 D SCOTTS MIRACLE GRO CO CL A 81018610 1709 19438 SH SHARED 02 19438 D SCOTTS MIRACLE GRO CO CL A 81018610 123 1400 SH SHARED 17 1400 D SCRIPPS E W CO OHIO CL A 81105420 3143 62900 SH SHARED 60100 2800 D SCRIPPS E W CO OHIO CL A 81105420 179 3600 SH SHARED 01 3600 D SCRIPPS E W CO OHIO CL A 81105420 422 8460 SH SHARED 02 8460 D SCRIPPS E W CO OHIO CL A 81105420 10493 210000 SH SHARED 04 210000 D SCRIPPS E W CO OHIO CL A 81105420 49 1000 SH SHARED 10 1000 D SCRIPPS E W CO OHIO CL A 81105420 94 1900 SH SHARED 14 1900 D SCRIPPS E W CO OHIO CL A 81105420 49 1000 SH SHARED 17 1000 D SCS TRANSN INC COM 81111T10 604 38451 SH SHARED 38451 D SCS TRANSN INC COM 81111T10 64 4100 SH SHARED 10 4100 D SCS TRANSN INC COM 81111T10 121 7749 SH SHARED 17 7749 D SCUDDER GLOBAL COMMDTS STCK COM SHS 81114Y10 209 12640 SH SHARED 12640 D SCUDDER GLOBAL COMMDTS STCK COM SHS 81114Y10 55 3322 SH SHARED 10 3322 D SCUDDER GLOBAL HIGH INCOME F COM 81115E10 24 3030 SH SHARED 10 3030 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 7 1000 SH SHARED 01 1000 D SCUDDER HIGH INCOME TR SH BEN INT 81115310 7 1000 SH SHARED 10 1000 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 10 1000 SH SHARED 01 1000 D SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 10 1000 SH SHARED 10 1000 D SCUDDER NEW ASIA FD INC COM 81118310 515 27090 SH SHR/OTHR 01 27090 D SCUDDER NEW ASIA FD INC COM 81118310 53 2800 SH SHARED 10 2800 D SCUDDER RREEF REAL ESTATE FD COM 81119Q10 165 7600 SH SHARED 10 3800 3800 D SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 81123410 103 7500 SH SHR/OTHR 01 7500 D SEABOARD CORP COM 81154310 137 100 SH SHARED 100 D SEABOARD CORP COM 81154310 2883 2100 SH SHARED 10 2100 D SEABOARD CORP COM 81154310 549 400 SH SHARED 17 100 300 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 15 1200 SH SHARED 1200 D SEACHANGE INTL INC COM 81169910 150 23601 SH SHARED 21401 2200 D SEACHANGE INTL INC COM 81169910 80 12700 SH SHARED 17 12700 D SEACOAST BKG CORP FLA COM 81170730 44 1900 SH SHARED 1900 D SEACOAST BKG CORP FLA COM 81170730 111 4760 SH SHARED 17 4760 D SEACOR HOLDINGS INC COM 81190410 236 3258 SH SHARED 2800 458 D SEACOR HOLDINGS INC COM 81190410 564 7783 SH SHARED 02 7783 D SEACOR HOLDINGS INC COM 81190410 1458 20100 SH SHARED 10 20100 D SEACOR HOLDINGS INC COM 81190410 839 11573 SH SHARED 17 10773 800 D SEABRIDGE GOLD INC COM 81191610 0 120 SH SHARED 120 D SEALED AIR CORP NEW COM 81211K10 5434 114508 SH SHARED 96774 17734 D SEALED AIR CORP NEW COM 81211K10 1651 34798 SH SHARED 02 34798 D SEALED AIR CORP NEW COM 81211K10 33 700 SH SHARED 06 700 D SEALED AIR CORP NEW COM 81211K10 14 300 SH SHARED 10 300 D SEALED AIR CORP NEW COM 81211K10 142 3000 SH SHARED 14 3000 D SEALED AIR CORP NEW COM 81211K10 10477 220770 SH SHARED 17 220770 D SEARS HLDGS CORP COM 81235010 895042 7193139 SH SHARED 7173724 19415 D SEARS HLDGS CORP COM 81235010 27 220 SH SHR/OTHR 01 220 D SEARS HLDGS CORP COM 81235010 85312 685630 SH SHARED 02 685630 D SEARS HLDGS CORP COM 81235010 277 2227 SH SHARED 06 2227 D SEARS HLDGS CORP COM 81235010 4220 33915 SH SHARED 10 32890 1025 D SEARS HLDGS CORP COM 81235010 199 1600 SH SHARED 14 1600 D SEARS HLDGS CORP COM 81235010 1244 10000 SH SHARED 15 10000 D SEARS HLDGS CORP COM 81235010 8929 71761 SH SHARED 17 71361 400 D SEATTLE GENETICS INC COM 81257810 20 3900 SH SHARED 3900 D SEATTLE GENETICS INC COM 81257810 71 13600 SH SHARED 17 13600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 1897 69000 SH SHARED 69000 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 11 420 SH SHARED 01 420 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 225 8200 SH SHARED 17 8200 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 5119 163300 SH SHARED 163300 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 467 14900 SH SHARED 01 14900 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 2139 91900 SH SHARED 91900 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 64559 1202900 SH SHARED 1202900 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 66 1235 SH SHARED 01 1000 235 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 224623 4185276 SH SHARED 02 4185276 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 847 15800 SH SHARED 17 15800 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 8664 293500 SH SHARED 293500 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 2952 100000 SH SHARED 02 100000 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 247 8400 SH SHARED 17 8400 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 1508 50000 SH SHARED 50000 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 18 600 SH SHARED 02 600 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 2227 106601 SH SHARED 106601 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 292 14000 SH SHARED 01 3000 11000 D SECURE COMPUTING CORP COM 81370510 439 38763 SH SHARED 38763 D SECURE COMPUTING CORP COM 81370510 34 3000 SH SHARED 04 3000 D SECURE COMPUTING CORP COM 81370510 183 16137 SH SHARED 17 16137 D SECURITY BANK CORP COM 81404710 37 1500 SH SHARED 1500 D SECURITY BANK CORP COM 81404710 49 2000 SH SHARED 17 2000 D SELECT COMFORT CORP COM 81616X10 169 8500 SH SHARED 8500 D SELECT COMFORT CORP COM 81616X10 1614 80800 SH SHARED 10 80800 D SELECT COMFORT CORP COM 81616X10 7996 400200 SH SHARED 17 265800 134400 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 45617 71500000 PRN SHARED 71500000 D SELECTIVE INS GROUP INC COM 81630010 215 4400 SH SHARED 4300 100 D SELECTIVE INS GROUP INC COM 81630010 1132 23164 SH SHARED 02 23164 D SELECTIVE INS GROUP INC COM 81630010 190 3900 SH SHARED 10 1300 2600 D SELECTIVE INS GROUP INC COM 81630010 17814 364300 SH SHARED 17 363200 1100 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 2039 237094 SH SHARED 228900 8194 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 20238 547855 SH SHARED 547855 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 22204 601086 SH SHARED 02 601086 D SEMTECH CORP COM 81685010 3816 231750 SH SHARED 208250 23500 D SEMTECH CORP COM 81685010 1718 104350 SH SHARED 01 103550 800 D SEMTECH CORP COM 81685010 34 2075 SH SHR/OTHR 01 2075 D SEMTECH CORP COM 81685010 413 25100 SH SHARED 02 25100 D SEMTECH CORP COM 81685010 8123 493200 SH SHARED 10 488400 4800 D SEMTECH CORP COM 81685010 14702 892700 SH SHARED 17 649700 243000 D SEMPRA ENERGY COM 81685110 93911 1995562 SH SHARED 1939772 55790 D SEMPRA ENERGY COM 81685110 9 200 SH SHARED 01 200 D SEMPRA ENERGY COM 81685110 176 3751 SH SHR/OTHR 01 3751 D SEMPRA ENERGY COM 81685110 2888 61380 SH SHARED 02 61380 D SEMPRA ENERGY COM 81685110 54 1162 SH SHARED 04 1162 D SEMPRA ENERGY COM 81685110 8 170 SH SHARED 05 170 D SEMPRA ENERGY COM 81685110 340 7229 SH SHARED 06 7229 D SEMPRA ENERGY COM 81685110 5882 125000 SH SHARED 10 122400 2600 D SEMPRA ENERGY COM 81685110 2641 56140 SH SHARED 14 56140 D SEMPRA ENERGY COM 81685110 5434 115477 SH SHARED 17 115477 D SEMITOOL INC COM 81690910 19 2500 SH SHARED 2500 D SEMITOOL INC COM 81690910 63 8000 SH SHARED 17 8000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 171 9000 SH SHARED 9000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 5 300 SH SHARED 02 300 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 178 9400 SH SHARED 04 9400 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 862 45400 SH SHARED 10 45400 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 88857 4676700 SH SHARED 11 4676700 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1974 103900 SH SHARED 17 82100 21800 D SENOMYX INC COM 81724Q10 149 8790 SH SHARED 3290 5500 D SENOMYX INC COM 81724Q10 165 9720 SH SHARED 17 9720 D SENOMYX INC COM 81724Q10 59 3500 SH SHARED 19 3500 D SENSIENT TECHNOLOGIES CORP COM 81725T10 953 50317 SH SHARED 39917 10400 D SENSIENT TECHNOLOGIES CORP COM 81725T10 36 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 305 16100 SH SHARED 02 16100 D SENSIENT TECHNOLOGIES CORP COM 81725T10 73 3900 SH SHARED 10 3900 D SENSIENT TECHNOLOGIES CORP COM 81725T10 387 20433 SH SHARED 17 17833 2600 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 4990 5000000 PRN SHARED 02 5000000 D SEPRACOR INC NOTE 12/1 817315AT 7265 3900000 PRN SHARED 02 3900000 D SEPRACOR INC NOTE 12/1 817315AU 6608 3311000 PRN SHARED 3311000 D SEPRACOR INC NOTE 12/1 817315AU 307 154000 PRN SHARED 02 154000 D SEPRACOR INC NOTE 10/1 817315AW 14732 14500000 PRN SHARED 14500000 D SEPRACOR INC COM 81731510 20539 348183 SH SHARED 303883 44300 D SEPRACOR INC COM 81731510 4397 74550 SH SHARED 01 45475 29075 D SEPRACOR INC COM 81731510 622 10559 SH SHR/OTHR 01 10559 D SEPRACOR INC COM 81731510 3072 52084 SH SHARED 02 52084 D SEPRACOR INC COM 81731510 11197 189817 SH SHARED 04 189817 D SEPRACOR INC COM 81731510 3828 64895 SH SHARED 10 62200 2695 D SEPRACOR INC COM 81731510 176 3000 SH SHARED 14 3000 D SEPRACOR INC COM 81731510 1179 20000 SH SHARED 15 20000 D SEPRACOR INC COM 81731510 1185 20090 SH SHARED 17 20090 D SEQUA CORPORATION CL A 81732010 305 5177 SH SHARED 1777 3400 D SEQUA CORPORATION CL A 81732010 232 3941 SH SHARED 02 3941 D SEQUA CORPORATION CL A 81732010 70 1200 SH SHARED 10 1200 D SEQUA CORPORATION CL A 81732010 159 2700 SH SHARED 17 2000 700 D SEQUENOM INC COM 81733710 22 23000 SH SHARED 20000 3000 D SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB 1731 1698000 PRN SHARED 1698000 D SERENA SOFTWARE INC NOTE 1.500%12/1 817492AB 510 500000 PRN SHARED 02 500000 D SERENA SOFTWARE INC COM 81749210 954 47905 SH SHARED 33814 14091 D SERENA SOFTWARE INC COM 81749210 111 5611 SH SHARED 02 5611 D SERENA SOFTWARE INC COM 81749210 221 11126 SH SHARED 17 11126 D SERONO S A SPONSORED ADR 81752M10 195 11900 SH SHARED 11900 D SEROLOGICALS CORP SDCV 4.750% 8/1 817523AB 8230 5000000 PRN SHARED 02 5000000 D SEROLOGICALS CORP COM 81752310 115 5103 SH SHARED 5103 D SEROLOGICALS CORP COM 81752310 11 500 SH SHARED 01 500 D SEROLOGICALS CORP COM 81752310 4230 187500 SH SHARED 04 187500 D SEROLOGICALS CORP COM 81752310 4545 201500 SH SHARED 10 121200 80300 D SEROLOGICALS CORP COM 81752310 36 1600 SH SHARED 14 1600 D SEROLOGICALS CORP COM 81752310 12739 564700 SH SHARED 17 456600 108100 D SERVICE CORP INTL COM 81756510 137 16585 SH SHARED 16584 1 D SERVICE CORP INTL COM 81756510 146 17730 SH SHARED 01 17730 D SERVICE CORP INTL COM 81756510 252 30400 SH SHARED 02 30400 D SERVICEMASTER CO COM 81760N10 754 55754 SH SHARED 47400 8354 D SERVICEMASTER CO COM 81760N10 570 42162 SH SHARED 01 29362 12800 D SERVICEMASTER CO COM 81760N10 343 25394 SH SHR/OTHR 01 25394 D SERVICEMASTER CO COM 81760N10 400 29600 SH SHARED 02 29600 D SERVICEMASTER CO COM 81760N10 64 4750 SH SHARED 06 4750 D SERVICEMASTER CO COM 81760N10 106 7900 SH SHARED 10 7900 D SERVICEMASTER CO COM 81760N10 58 4300 SH SHARED 14 4300 D SERVICEMASTER CO COM 81760N10 329 24300 SH SHARED 17 24300 D 7-ELEVEN INC COM NEW 81782620 7 200 SH SHARED 200 D 7-ELEVEN INC COM NEW 81782620 292 8200 SH SHARED 02 8200 D 7-ELEVEN INC COM NEW 81782620 1171 32900 SH SHARED 10 32900 D 7-ELEVEN INC COM NEW 81782620 14 400 SH SHARED 17 400 D 724 SOLUTIONS INC COM NEW 81788Q20 32 7819 SH SHARED 7819 D SHANDA INTERACTIVE ENTMT LTD NOTE 10/1 81941QAB 9979 11200000 PRN SHARED 02 11200000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 5653 209000 SH SHARED 209000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 9873 365000 SH SHARED 04 365000 D SHARPER IMAGE CORP COM 82001310 7649 607074 SH SHARED 607074 D SHARPER IMAGE CORP COM 82001310 11 900 SH SHARED 02 900 D SHARPER IMAGE CORP COM 82001310 79 6300 SH SHARED 17 6300 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 78 3720 SH SHARED 3720 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1803 86010 SH SHARED 02 86010 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1 68 SH SHARED 06 68 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 23 1100 SH SHARED 10 1100 D SHAW GROUP INC COM 82028010 5518 223798 SH SHARED 217098 6700 D SHAW GROUP INC COM 82028010 76 3100 SH SHARED 02 3100 D SHAW GROUP INC COM 82028010 113 4600 SH SHARED 10 4600 D SHAW GROUP INC COM 82028010 838 34000 SH SHARED 17 31100 2900 D SHENANDOAH TELECOMMUNICATION COM 82312B10 45 1100 SH SHARED 1100 D SHENANDOAH TELECOMMUNICATION COM 82312B10 140 3400 SH SHARED 10 3400 D SHENANDOAH TELECOMMUNICATION COM 82312B10 226 5500 SH SHARED 17 2000 3500 D SHERWIN WILLIAMS CO COM 82434810 16899 383479 SH SHARED 341627 41852 D SHERWIN WILLIAMS CO COM 82434810 436 9900 SH SHARED 01 2650 7250 D SHERWIN WILLIAMS CO COM 82434810 316 7192 SH SHR/OTHR 01 7192 D SHERWIN WILLIAMS CO COM 82434810 2366 53699 SH SHARED 02 53699 D SHERWIN WILLIAMS CO COM 82434810 4667 105920 SH SHARED 05 99160 6760 D SHERWIN WILLIAMS CO COM 82434810 173 3933 SH SHARED 06 3933 D SHERWIN WILLIAMS CO COM 82434810 28871 655135 SH SHARED 10 44770 603250 7115 D SHERWIN WILLIAMS CO COM 82434810 193 4400 SH SHR/OTHR 10 4400 D SHERWIN WILLIAMS CO COM 82434810 163 3700 SH SHARED 14 3700 D SHERWIN WILLIAMS CO COM 82434810 2757 62570 SH SHARED 17 62570 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 169 2450 SH SHARED 06 2450 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 18 500 SH SHARED 500 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 164 4453 SH SHARED 02 4453 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 2644 71500 SH SHARED 10 71500 D SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 1119 30270 SH SHARED 17 30270 D SHOE CARNIVAL INC COM 82488910 91 5739 SH SHARED 5739 D SHOE CARNIVAL INC COM 82488910 190 12000 SH SHARED 10 12000 D SHOE CARNIVAL INC COM 82488910 65 4100 SH SHARED 17 4100 D SHOPKO STORES INC COM 82491110 26081 1022000 SH SHARED 1022000 D SHOPKO STORES INC COM 82491110 89 3500 SH SHARED 02 3500 D SHOPKO STORES INC COM 82491110 53 2100 SH SHARED 10 2100 D SHOPKO STORES INC COM 82491110 300 11790 SH SHARED 17 11790 D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB 11100 10250000 PRN SHARED 10250000 D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB 1484 1371000 PRN SHARED 02 1371000 D SHUFFLE MASTER INC COM 82554910 300 11375 SH SHARED 5300 6075 D SHUFFLE MASTER INC COM 82554910 1609 60934 SH SHARED 01 60537 397 D SHUFFLE MASTER INC COM 82554910 27 1050 SH SHR/OTHR 01 1050 D SHUFFLE MASTER INC COM 82554910 7227 273676 SH SHARED 10 270676 3000 D SHUFFLE MASTER INC COM 82554910 9752 369275 SH SHARED 17 369275 D SHURGARD STORAGE CTRS INC COM 82567D10 44514 796746 SH SHARED 796346 400 D SHURGARD STORAGE CTRS INC COM 82567D10 257 4600 SH SHARED 02 4600 D SIEBEL SYS INC COM 82617010 112606 10900889 SH SHARED 10824769 76120 D SIEBEL SYS INC COM 82617010 24 2400 SH SHARED 01 2400 D SIEBEL SYS INC COM 82617010 4507 436383 SH SHARED 02 436383 D SIEBEL SYS INC COM 82617010 3594 348000 SH SHARED 04 348000 D SIEBEL SYS INC COM 82617010 4 400 SH SHARED 05 400 D SIEBEL SYS INC COM 82617010 178 17250 SH SHARED 06 17250 D SIEBEL SYS INC COM 82617010 51 5000 SH SHARED 10 5000 D SIEBEL SYS INC COM 82617010 37 3600 SH SHARED 14 3600 D SIEBEL SYS INC COM 82617010 3450 334075 SH SHARED 17 334075 D SIEMENS A G SPONSORED ADR 82619750 189 2450 SH SHARED 01 1500 950 D SIEMENS A G SPONSORED ADR 82619750 69 900 SH SHR/OTHR 01 900 D SIEMENS A G SPONSORED ADR 82619750 806 10426 SH SHARED 10 200 10226 D SIEMENS A G SPONSORED ADR 82619750 108 1400 SH SHARED 14 1400 D SIERRA BANCORP COM 82620P10 18 800 SH SHARED 800 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 12745 3370000 PRN SHARED 3370000 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 1773 469000 PRN SHARED 02 469000 D SIERRA HEALTH SVCS INC COM 82632210 6556 95200 SH SHARED 94800 400 D SIERRA HEALTH SVCS INC COM 82632210 299 4349 SH SHARED 02 4349 D SIERRA HEALTH SVCS INC COM 82632210 37 538 SH SHARED 06 538 D SIERRA HEALTH SVCS INC COM 82632210 82 1200 SH SHARED 10 1100 100 D SIERRA HEALTH SVCS INC COM 82632210 639 9288 SH SHARED 17 9288 D SIERRA PAC RES NEW COM 82642810 1615 108754 SH SHARED 38854 69900 D SIERRA PAC RES NEW COM 82642810 17 1152 SH SHR/OTHR 01 1152 D SIERRA PAC RES NEW COM 82642810 928 62550 SH SHARED 02 62550 D SIERRA PAC RES NEW COM 82642810 2579 173700 SH SHARED 10 173700 D SIERRA PAC RES NEW COM 82642810 11504 774720 SH SHARED 17 694320 80400 D SIERRA WIRELESS INC COM 82651610 454 40000 SH SHARED 40000 D SIFY LTD SPONSORED ADR 82655M10 1403 256104 SH SHARED 256104 D SIGMA ALDRICH CORP COM 82655210 14691 229332 SH SHARED 214296 15036 D SIGMA ALDRICH CORP COM 82655210 347 5417 SH SHARED 01 2262 3155 D SIGMA ALDRICH CORP COM 82655210 169 2650 SH SHR/OTHR 01 2650 D SIGMA ALDRICH CORP COM 82655210 1019 15922 SH SHARED 02 15922 D SIGMA ALDRICH CORP COM 82655210 70 1100 SH SHARED 06 1100 D SIGMA ALDRICH CORP COM 82655210 3056 47709 SH SHARED 10 12715 34994 D SIGMA ALDRICH CORP COM 82655210 140 2200 SH SHARED 14 2200 D SIGMA ALDRICH CORP COM 82655210 1848 28854 SH SHARED 17 28854 D SIGMATEL INC COM 82661W10 392 19400 SH SHARED 5300 14100 D SIGMATEL INC COM 82661W10 241 11947 SH SHARED 02 11947 D SIGMATEL INC COM 82661W10 18 900 SH SHARED 10 900 D SIGMATEL INC COM 82661W10 271 13400 SH SHARED 17 13400 D SIGNET GROUP PLC SP ADR REP 10 82668L87 1014397 55492236 SH SHARED 55455131 37105 D SIGNET GROUP PLC SP ADR REP 10 82668L87 56961 3116031 SH SHARED 05 2991062 124969 D SIGNET GROUP PLC SP ADR REP 10 82668L87 2816 154055 SH SHARED 06 154055 D SIGNET GROUP PLC SP ADR REP 10 82668L87 193 10600 SH SHARED 10 10600 D SIGNATURE BK NEW YORK N Y COM 82669G10 45 1700 SH SHARED 1700 D SIGNATURE BK NEW YORK N Y COM 82669G10 1207 44750 SH SHARED 01 44425 325 D SIGNATURE BK NEW YORK N Y COM 82669G10 21 800 SH SHR/OTHR 01 800 D SIGNATURE BK NEW YORK N Y COM 82669G10 8455 313300 SH SHARED 10 310000 3300 D SIGNATURE BK NEW YORK N Y COM 82669G10 12261 454300 SH SHARED 17 260600 193700 D SILICON LABORATORIES INC COM 82691910 1289 42440 SH SHARED 11640 30800 D SILICON LABORATORIES INC COM 82691910 461 15200 SH SHARED 02 15200 D SILICON LABORATORIES INC COM 82691910 97 3200 SH SHARED 10 3200 D SILICON LABORATORIES INC COM 82691910 1281 42180 SH SHARED 17 40080 2100 D SILGAN HOLDINGS INC COM 82704810 106 3200 SH SHARED 3200 D SILGAN HOLDINGS INC COM 82704810 8225 247300 SH SHARED 10 700 246600 D SILGAN HOLDINGS INC COM 82704810 5294 159200 SH SHARED 17 19200 140000 D SILICON IMAGE INC COM 82705T10 397 44733 SH SHARED 26033 18700 D SILICON IMAGE INC COM 82705T10 76 8600 SH SHARED 02 8600 D SILICON IMAGE INC COM 82705T10 1408 158400 SH SHARED 10 158400 D SILICON IMAGE INC COM 82705T10 1913 215200 SH SHARED 17 30700 184500 D SILICON GRAPHICS INC NOTE 6.500% 6/0 827056AE 15557 20205000 PRN SHARED 20205000 D SILICON STORAGE TECHNOLOGY I COM 82705710 453 84314 SH SHARED 84314 D SILICON STORAGE TECHNOLOGY I COM 82705710 163 30300 SH SHARED 17 30300 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 413 27000 SH SHARED 27000 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 9 600 SH SHARED 02 600 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 19534 3771080 SH SHARED 3771080 D SILVER WHEATON CORP COM 82833610 218 50000 SH SHARED 04 50000 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 62 2200 SH SHARED 2200 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 142 5000 SH SHARED 10 300 4700 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 191 6700 SH SHARED 17 4500 2200 D SIMON PPTY GROUP INC NEW COM 82880610 24254 327239 SH SHARED 280891 46348 D SIMON PPTY GROUP INC NEW COM 82880610 2477 33432 SH SHARED 01 28902 4530 D SIMON PPTY GROUP INC NEW COM 82880610 309 4180 SH SHR/OTHR 01 4180 D SIMON PPTY GROUP INC NEW COM 82880610 4851 65455 SH SHARED 02 65455 D SIMON PPTY GROUP INC NEW COM 82880610 3446 46500 SH SHARED 04 46500 D SIMON PPTY GROUP INC NEW COM 82880610 10 140 SH SHARED 05 140 D SIMON PPTY GROUP INC NEW COM 82880610 5616 75776 SH SHARED 10 1530 74246 D SIMON PPTY GROUP INC NEW COM 82880610 664 8960 SH SHR/OTHR 10 8960 D SIMON PPTY GROUP INC NEW COM 82880610 774430 10448331 SH SHARED 11 10448331 D SIMON PPTY GROUP INC NEW COM 82880610 6891 92975 SH SHARED 17 86875 6100 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 78213 1239511 SH SHARED 1239451 60 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 717 11370 SH SHARED 01 11280 90 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 198 3138 SH SHR/OTHR 01 3138 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 1833 29059 SH SHARED 02 29059 D SIMPSON MANUFACTURING CO INC COM 82907310 211 5400 SH SHARED 5400 D SIMPSON MANUFACTURING CO INC COM 82907310 214 5483 SH SHARED 02 5483 D SIMPSON MANUFACTURING CO INC COM 82907310 105 2700 SH SHARED 10 2700 D SIMPSON MANUFACTURING CO INC COM 82907310 747 19100 SH SHARED 17 17400 1700 D SINA CORP NOTE 7/1 82922RAB 863 695000 PRN SHARED 02 695000 D SINCLAIR BROADCAST GROUP INC SDCV 6.000% 9/1 829226AV 7770 8880000 PRN SHARED 8880000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 141 15979 SH SHARED 15979 D SINCLAIR BROADCAST GROUP INC CL A 82922610 2 300 SH SHARED 10 300 D SINCLAIR BROADCAST GROUP INC CL A 82922610 192 21718 SH SHARED 17 21718 D SINGAPORE FD INC COM 82929L10 7 840 SH SHARED 840 D SINGAPORE FD INC COM 82929L10 276 29478 SH SHR/OTHR 01 29478 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 267 7600 SH SHARED 7600 D SIRIUS SATELLITE RADIO INC NOTE 3.500% 6/0 82966UAA 38104 8000000 PRN SHARED 8000000 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC 5805 3670000 PRN SHARED 02 3670000 D SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD 1128 800000 PRN SHARED 02 800000 D SIRIUS SATELLITE RADIO INC COM 82966U10 29758 4550200 SH SHARED 4484800 65400 D SIRIUS SATELLITE RADIO INC COM 82966U10 101 15500 SH SHARED 01 15500 D SIRIUS SATELLITE RADIO INC COM 82966U10 49 7500 SH SHR/OTHR 01 7500 D SIRIUS SATELLITE RADIO INC COM 82966U10 1090 166768 SH SHARED 02 166768 D SIRIUS SATELLITE RADIO INC COM 82966U10 117 18000 SH SHARED 06 18000 D SIRIUS SATELLITE RADIO INC COM 82966U10 160 24600 SH SHARED 10 24600 D SIRIUS SATELLITE RADIO INC COM 82966U10 1954 298850 SH SHARED 17 298850 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 451 15000 SH SHARED 5200 9800 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 15 525 SH SHARED 01 525 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 87 2900 SH SHARED 10 2900 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 846 28100 SH SHARED 17 28100 D SIRVA INC COM 82967Y10 64 8600 SH SHARED 3500 5100 D SIRVA INC COM 82967Y10 373 50000 SH SHARED 02 50000 D SIRVA INC COM 82967Y10 213 28600 SH SHARED 17 28600 D SIX FLAGS INC NOTE 4.500% 5/1 83001PAJ 2522 2000000 PRN SHARED 02 2000000 D SIX FLAGS INC COM 83001P10 235 32792 SH SHARED 32792 D SIX FLAGS INC COM 83001P10 726 101000 SH SHARED 02 101000 D SIX FLAGS INC COM 83001P10 281 39200 SH SHARED 17 39200 D SIZELER PPTY INVS INC COM 83013710 6524 537439 SH SHARED 537439 D SIZELER PPTY INVS INC COM 83013710 1025 84500 SH SHARED 17 84500 D SKECHERS U S A INC CL A 83056610 54 3300 SH SHARED 3300 D SKECHERS U S A INC CL A 83056610 161 9889 SH SHARED 17 9889 D SKY FINL GROUP INC COM 83080P10 25 900 SH SHARED 700 200 D SKY FINL GROUP INC COM 83080P10 264 9402 SH SHARED 02 9402 D SKYLINE CORP COM 83083010 219 5400 SH SHARED 1100 4300 D SKYLINE CORP COM 83083010 33 815 SH SHARED 02 815 D SKYLINE CORP COM 83083010 142 3500 SH SHARED 17 2100 1400 D SKYWEST INC COM 83087910 617 23024 SH SHARED 23024 D SKYWEST INC COM 83087910 27 1025 SH SHR/OTHR 01 1025 D SKYWEST INC COM 83087910 2800 104400 SH SHARED 10 100100 4300 D SKYWEST INC COM 83087910 761 28400 SH SHARED 17 25600 2800 D SKYWORKS SOLUTIONS INC NOTE 4.750%11/1 83088MAB 7207 7165000 PRN SHARED 7165000 D SKYWORKS SOLUTIONS INC COM 83088M10 164 23400 SH SHARED 23400 D SKYWORKS SOLUTIONS INC COM 83088M10 3088 439947 SH SHARED 02 439947 D SKYWORKS SOLUTIONS INC COM 83088M10 2566 365600 SH SHARED 10 3300 362300 D SKYWORKS SOLUTIONS INC COM 83088M10 436 62200 SH SHARED 17 62200 D SKILLSOFT PLC SPONSORED ADR 83092810 170 37198 SH SHARED 37198 D SKILLSOFT PLC SPONSORED ADR 83092810 3 710 SH SHARED 02 710 D SKILLSOFT PLC SPONSORED ADR 83092810 26 5700 SH SHARED 10 5700 D SMART & FINAL INC COM 83168310 25 2000 SH SHARED 2000 D SMART & FINAL INC COM 83168310 50 3900 SH SHARED 17 3900 D SMARTPROS LTD COM 83171G10 19 5499 SH SHARED 01 5499 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 10 250 SH SHARED 01 250 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 61 1450 SH SHARED 10 1450 D SMITH A O COM 83186520 1037 36400 SH SHARED 36400 D SMITH A O COM 83186520 99 3491 SH SHARED 02 3491 D SMITH A O COM 83186520 148 5200 SH SHARED 10 1400 3800 D SMITH A O COM 83186520 640 22460 SH SHARED 17 8160 14300 D SMITH INTL INC COM 83211010 10731 322159 SH SHARED 242881 79278 D SMITH INTL INC COM 83211010 3350 100600 SH SHARED 02 100600 D SMITH INTL INC COM 83211010 123 3700 SH SHARED 06 3700 D SMITH INTL INC COM 83211010 76 2300 SH SHARED 10 2300 D SMITH INTL INC COM 83211010 686 20600 SH SHARED 17 20600 D SMITHFIELD FOODS INC COM 83224810 3495 117771 SH SHARED 84671 33100 D SMITHFIELD FOODS INC COM 83224810 1383 46600 SH SHARED 02 46600 D SMITHFIELD FOODS INC COM 83224810 78 2649 SH SHARED 06 2649 D SMITHFIELD FOODS INC COM 83224810 254 8565 SH SHARED 14 8565 D SMITHFIELD FOODS INC COM 83224810 71 2400 SH SHARED 17 2400 D SMITHTOWN BANCORP INC COM 83244910 96 3600 SH SHARED 01 3600 D SMITHTOWN BANCORP INC COM 83244910 96 3600 SH SHARED 10 3600 D SMUCKER J M CO COM NEW 83269640 1344 27691 SH SHARED 7206 20485 D SMUCKER J M CO COM NEW 83269640 23 484 SH SHARED 01 440 44 D SMUCKER J M CO COM NEW 83269640 143 2953 SH SHR/OTHR 01 2953 D SMUCKER J M CO COM NEW 83269640 1218 25100 SH SHARED 02 25100 D SMUCKER J M CO COM NEW 83269640 7 164 SH SHARED 10 14 150 D SMUCKER J M CO COM NEW 83269640 0 16 SH SHR/OTHR 10 16 D SMURFIT-STONE CONTAINER CORP COM 83272710 1920 185371 SH SHR/OTHR 185371 D SMURFIT-STONE CONTAINER CORP COM 83272710 10306 994830 SH SHARED 991969 2861 D SMURFIT-STONE CONTAINER CORP COM 83272710 193 18662 SH SHARED 01 18662 D SMURFIT-STONE CONTAINER CORP COM 83272710 891 86004 SH SHARED 02 86004 D SMURFIT-STONE CONTAINER CORP COM 83272710 20 2000 SH SHARED 06 2000 D SMURFIT-STONE CONTAINER CORP COM 83272710 9 900 SH SHARED 10 900 D SMURFIT-STONE CONTAINER CORP COM 83272710 1346 130000 SH SHARED 16 130000 D SMURFIT-STONE CONTAINER CORP COM 83272710 58 5600 SH SHARED 17 5600 D SNAP ON INC COM 83303410 2536 70211 SH SHARED 60012 10199 D SNAP ON INC COM 83303410 467 12946 SH SHARED 02 12946 D SNAP ON INC COM 83303410 111 3100 SH SHARED 10 3100 D SNAP ON INC COM 83303410 795 22025 SH SHARED 17 22025 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 374 2964 SH SHARED 2964 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 3484 27600 SH SHARED 01 27600 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1767 14000 SH SHARED 04 14000 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 3623 28700 SH SHARED 10 28700 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 199 1580 SH SHARED 17 1580 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 5 150 SH SHR/OTHR 01 150 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 2 74 SH SHARED 02 74 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 36 1000 SH SHARED 17 1000 D SOHU COM INC NOTE 7/1 83408WAC 1441 1625000 PRN SHARED 1625000 D SOHU COM INC COM 83408W10 2927 170925 SH SHARED 161625 9300 D SOHU COM INC COM 83408W10 226 13226 SH SHARED 02 13226 D SOHU COM INC COM 83408W10 6 400 SH SHARED 10 400 D SOHU COM INC COM 83408W10 164 9600 SH SHARED 17 9600 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 3375 4500000 PRN SHARED 4500000 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 3 5000 PRN SHARED 02 5000 D SOLECTRON CORP COM 83418210 16028 4099407 SH SHARED 3964526 134881 D SOLECTRON CORP COM 83418210 0 220 SH SHR/OTHR 01 220 D SOLECTRON CORP COM 83418210 1534 392458 SH SHARED 02 392458 D SOLECTRON CORP COM 83418210 25 6500 SH SHARED 04 6500 D SOLECTRON CORP COM 83418210 4 1200 SH SHARED 05 1200 D SOLECTRON CORP COM 83418210 60 15486 SH SHARED 06 15486 D SOLECTRON CORP COM 83418210 4629 1184100 SH SHARED 10 1182100 2000 D SOLECTRON CORP COM 83418210 263 67475 SH SHARED 14 67475 D SOLECTRON CORP COM 83418210 2007 513334 SH SHARED 17 513334 D SOMANETICS CORP COM NEW 83444540 35 1400 SH SHARED 1400 D SOMANETICS CORP COM NEW 83444540 127 5100 SH SHARED 17 5100 D SONIC AUTOMOTIVE INC CL A 83545G10 1894 85270 SH SHARED 84770 500 D SONIC AUTOMOTIVE INC CL A 83545G10 142 6411 SH SHARED 02 6411 D SONIC AUTOMOTIVE INC CL A 83545G10 8 400 SH SHARED 10 400 D SONIC AUTOMOTIVE INC CL A 83545G10 651 29300 SH SHARED 17 29300 D SONIC INNOVATIONS INC COM 83545M10 0 44 SH SHARED 44 D SONIC CORP COM 83545110 72 2650 SH SHARED 400 2250 D SONIC CORP COM 83545110 5 200 SH SHR/OTHR 01 200 D SONIC CORP COM 83545110 495 18123 SH SHARED 02 18123 D SONIC CORP COM 83545110 64 2353 SH SHARED 10 2353 D SONIC CORP COM 83545110 185 6800 SH SHARED 17 6800 D SONIC SOLUTIONS COM 83546010 174 8100 SH SHARED 3800 4300 D SONIC SOLUTIONS COM 83546010 77 3590 SH SHARED 02 3590 D SONIC SOLUTIONS COM 83546010 563 26200 SH SHARED 10 26200 D SONIC SOLUTIONS COM 83546010 13441 625200 SH SHARED 17 599800 25400 D SONICWALL INC COM 83547010 769 121168 SH SHR/OTHR 121168 D SONICWALL INC COM 83547010 685 107900 SH SHARED 107900 D SONICWALL INC COM 83547010 2 400 SH SHR/OTHR 01 400 D SONICWALL INC COM 83547010 11 1800 SH SHARED 10 1800 D SONICWALL INC COM 83547010 166 26200 SH SHARED 17 26200 D SONOCO PRODS CO COM 83549510 4897 179342 SH SHARED 121367 57975 D SONOCO PRODS CO COM 83549510 10303 377286 SH SHARED 01 288435 88851 D SONOCO PRODS CO COM 83549510 766 28084 SH SHR/OTHR 01 28084 D SONOCO PRODS CO COM 83549510 1373 50300 SH SHARED 02 50300 D SONOCO PRODS CO COM 83549510 9831 360000 SH SHARED 04 360000 D SONOCO PRODS CO COM 83549510 95729 3505283 SH SHARED 10 2799440 705843 D SONOCO PRODS CO COM 83549510 256 9400 SH SHR/OTHR 10 9400 D SONOCO PRODS CO COM 83549510 2968 108700 SH SHARED 15 108700 D SONOCO PRODS CO COM 83549510 1092 40000 SH SHARED 16 40000 D SONOCO PRODS CO COM 83549510 1506 55148 SH SHARED 17 30600 24548 D SONOSITE INC COM 83568G10 83 2800 SH SHARED 2200 600 D SONOSITE INC COM 83568G10 157 5296 SH SHARED 02 5296 D SONOSITE INC COM 83568G10 154 5200 SH SHARED 05 5200 D SONOSITE INC COM 83568G10 65 2200 SH SHARED 10 2200 D SONOSITE INC COM 83568G10 1760 59328 SH SHARED 17 57928 1400 D SONY CORP ADR NEW 83569930 6698 201826 SH SHARED 201826 D SONY CORP ADR NEW 83569930 93 2824 SH SHARED 10 2824 D SOTHEBYS HLDGS INC CL A 83589810 585 35040 SH SHARED 16340 18700 D SOTHEBYS HLDGS INC CL A 83589810 16 1000 SH SHARED 01 1000 D SOTHEBYS HLDGS INC CL A 83589810 290 17349 SH SHARED 02 17349 D SOTHEBYS HLDGS INC CL A 83589810 621 37183 SH SHARED 17 37183 D SONUS NETWORKS INC COM 83591610 545 94274 SH SHARED 84374 9900 D SONUS NETWORKS INC COM 83591610 552 95500 SH SHARED 17 95500 D SOUND FED BANCORP INC COM 83607V10 26 1600 SH SHARED 1600 D SOURCE INTERLINK COS INC COM NEW 83615120 55 5000 SH SHARED 5000 D SOURCE INTERLINK COS INC COM NEW 83615120 3 300 SH SHARED 02 300 D SOURCE INTERLINK COS INC COM NEW 83615120 170 15400 SH SHARED 17 15400 D SOURCECORP COM 83616710 1853 86471 SH SHR/OTHR 86471 D SOURCECORP COM 83616710 49 2300 SH SHARED 2300 D SOURCECORP COM 83616710 160 7483 SH SHARED 17 7483 D SOUTH FINL GROUP INC COM 83784110 134 5000 SH SHARED 4300 700 D SOUTH FINL GROUP INC COM 83784110 189 7075 SH SHARED 02 7075 D SOUTH FINL GROUP INC COM 83784110 5152 191965 SH SHARED 04 191965 D SOUTH FINL GROUP INC COM 83784110 26 1000 SH SHARED 05 1000 D SOUTH FINL GROUP INC COM 83784110 48 1800 SH SHARED 17 1800 D SOUTH JERSEY INDS INC COM 83851810 126 4335 SH SHARED 4135 200 D SOUTH JERSEY INDS INC COM 83851810 1314 45100 SH SHARED 10 45100 D SOUTH JERSEY INDS INC COM 83851810 1419 48700 SH SHARED 17 30800 17900 D SOUTHCOAST FINANCIAL CORP COM 84129R10 21 975 SH SHR/OTHR 01 975 D SOUTHERN CO COM 84258710 81998 2293011 SH SHARED 2097036 195975 D SOUTHERN CO COM 84258710 3619 101218 SH SHARED 01 81600 19618 D SOUTHERN CO COM 84258710 1296 36250 SH SHR/OTHR 01 36250 D SOUTHERN CO COM 84258710 6350 177592 SH SHARED 02 177592 D SOUTHERN CO COM 84258710 16 450 SH SHARED 05 450 D SOUTHERN CO COM 84258710 1104 30900 SH SHARED 06 30900 D SOUTHERN CO COM 84258710 95642 2674565 SH SHARED 10 1972820 701745 D SOUTHERN CO COM 84258710 1240 34700 SH SHR/OTHR 10 34700 D SOUTHERN CO COM 84258710 32 900 SH SHARED 14 900 D SOUTHERN CO COM 84258710 2113 59100 SH SHARED 15 59100 D SOUTHERN CO COM 84258710 13084 365886 SH SHARED 17 319470 46416 D SOUTHERN PERU COPPER CORP COM 84361110 10638 190100 SH SHARED 190100 D SOUTHERN PERU COPPER CORP COM 84361110 256 4584 SH SHARED 02 4584 D SOUTHERN PERU COPPER CORP COM 84361110 559 10000 SH SHARED 04 10000 D SOUTHERN PERU COPPER CORP COM 84361110 14795 264400 SH SHARED 10 264400 D SOUTHERN PERU COPPER CORP COM 84361110 509 9100 SH SHARED 17 9100 D SOUTHERN UN CO NEW COM 84403010 18 700 SH SHARED 700 D SOUTHERN UN CO NEW COM 84403010 747 29020 SH SHARED 02 29020 D SOUTHERN UN CO NEW COM 84403010 29104 1129390 SH SHARED 17 1129390 D SOUTHSIDE BANCSHARES INC COM 84470P10 28 1491 SH SHARED 1491 D SOUTHSIDE BANCSHARES INC COM 84470P10 43 2264 SH SHARED 17 2264 D SOUTHWEST AIRLS CO COM 84474110 20178 1358792 SH SHARED 1198342 160450 D SOUTHWEST AIRLS CO COM 84474110 540 36390 SH SHARED 01 9690 26700 D SOUTHWEST AIRLS CO COM 84474110 2797 188359 SH SHARED 02 188359 D SOUTHWEST AIRLS CO COM 84474110 4 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 385 25938 SH SHARED 06 25938 D SOUTHWEST AIRLS CO COM 84474110 214 14421 SH SHARED 10 13921 500 D SOUTHWEST AIRLS CO COM 84474110 1399 94243 SH SHARED 14 94243 D SOUTHWEST AIRLS CO COM 84474110 4214 283786 SH SHARED 17 283786 D SOUTHWEST BANCORP INC OKLA COM 84476710 43 2000 SH SHARED 2000 D SOUTHWEST BANCORP INC OKLA COM 84476710 24 1100 SH SHARED 10 1100 D SOUTHWEST BANCORP INC OKLA COM 84476710 136 6200 SH SHARED 17 6200 D SOUTHWEST GAS CORP COM 84489510 158 5800 SH SHARED 5400 400 D SOUTHWEST GAS CORP COM 84489510 9 350 SH SHARED 01 350 D SOUTHWEST GAS CORP COM 84489510 79 2900 SH SHARED 10 2900 D SOUTHWEST GAS CORP COM 84489510 570 20812 SH SHARED 17 18612 2200 D SOUTHWEST WTR CO COM 84533110 42 2900 SH SHARED 2900 D SOUTHWEST WTR CO COM 84533110 103 7167 SH SHARED 17 7167 D SOUTHWESTERN ENERGY CO COM 84546710 36 500 SH SHARED 500 D SOUTHWESTERN ENERGY CO COM 84546710 7 100 SH SHARED 01 100 D SOUTHWESTERN ENERGY CO COM 84546710 748 10200 SH SHARED 02 10200 D SOUTHWESTERN ENERGY CO COM 84546710 22 300 SH SHARED 10 300 D SOUTHWESTERN ENERGY CO COM 84546710 1033 14080 SH SHARED 17 14080 D SOVEREIGN BANCORP INC COM 84590510 12307 558409 SH SHARED 495832 62577 D SOVEREIGN BANCORP INC COM 84590510 104 4737 SH SHR/OTHR 01 4737 D SOVEREIGN BANCORP INC COM 84590510 2531 114846 SH SHARED 02 114846 D SOVEREIGN BANCORP INC COM 84590510 163 7405 SH SHARED 06 7405 D SOVEREIGN BANCORP INC COM 84590510 1743 79125 SH SHARED 10 78825 300 D SOVEREIGN BANCORP INC COM 84590510 47 2158 SH SHARED 14 2158 D SOVEREIGN BANCORP INC COM 84590510 97452 4421604 SH SHARED 17 4421604 D SOVRAN SELF STORAGE INC COM 84610H10 117 2400 SH SHARED 2400 D SOVRAN SELF STORAGE INC COM 84610H10 1933 39500 SH SHARED 10 39500 D SOVRAN SELF STORAGE INC COM 84610H10 24416 498800 SH SHARED 11 498800 D SOVRAN SELF STORAGE INC COM 84610H10 773 15800 SH SHARED 17 7000 8800 D SPACEHAB INC NOTE 8.000%10/1 846243AC 434 500000 PRN SHARED 500000 D SPANISH BROADCASTING SYS INC CL A 84642588 822 114515 SH SHARED 113615 900 D SPANISH BROADCASTING SYS INC CL A 84642588 133 18569 SH SHARED 17 18569 D SPARTAN STORES INC COM 84682210 31 3100 SH SHARED 3100 D SPARTAN STORES INC COM 84682210 99 9700 SH SHARED 17 9700 D SPARTECH CORP COM NEW 84722020 95 4900 SH SHARED 4900 D SPARTECH CORP COM NEW 84722020 5 300 SH SHARED 02 300 D SPARTECH CORP COM NEW 84722020 78 4000 SH SHARED 10 4000 D SPARTECH CORP COM NEW 84722020 287 14700 SH SHARED 17 14700 D SPATIALIGHT INC COM 84724810 128 29200 SH SHARED 29200 D SPATIALIGHT INC COM 84724810 64 14700 SH SHARED 17 14700 D SPECIALTY LABORATORIES INC COM 84749R10 14 1100 SH SHARED 1100 D SPECIALTY LABORATORIES INC COM 84749R10 74 5645 SH SHARED 17 5645 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 6412 783937 SH SHARED 17 783937 D SPECTRALINK CORP COM 84758010 1716 134620 SH SHR/OTHR 134620 D SPECTRALINK CORP COM 84758010 38 3000 SH SHARED 3000 D SPECTRALINK CORP COM 84758010 123 9700 SH SHARED 10 9700 D SPECTRALINK CORP COM 84758010 124 9800 SH SHARED 17 9800 D SPECTRUM BRANDS INC COM 84762L10 3548 150700 SH SHARED 150700 D SPECTRUM BRANDS INC COM 84762L10 159 6769 SH SHARED 02 6769 D SPECTRUM BRANDS INC COM 84762L10 25 1100 SH SHARED 10 1100 D SPECTRUM BRANDS INC COM 84762L10 241 10271 SH SHARED 17 10271 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 51 10300 SH SHARED 10300 D SPEEDWAY MOTORSPORTS INC COM 84778810 138 3800 SH SHARED 2200 1600 D SPEEDWAY MOTORSPORTS INC COM 84778810 347 9554 SH SHARED 17 9554 D SPHERION CORP COM 84842010 192 25300 SH SHARED 25300 D SPHERION CORP COM 84842010 171 22543 SH SHARED 17 22543 D SPINNAKER EXPL CO COM 84855W10 34628 535300 SH SHARED 503800 31500 D SPINNAKER EXPL CO COM 84855W10 3506 54200 SH SHARED 02 54200 D SPINNAKER EXPL CO COM 84855W10 3803 58800 SH SHARED 10 58800 D SPINNAKER EXPL CO COM 84855W10 736 11380 SH SHARED 17 9980 1400 D SPIRIT FIN CORP COM 84856830 113 10100 SH SHARED 10100 D SPIRIT FIN CORP COM 84856830 290 25860 SH SHARED 17 25860 D SPORTS AUTH INC NEW COM 84917U10 560 19037 SH SHARED 17437 1600 D SPORTS AUTH INC NEW COM 84917U10 1469 49900 SH SHARED 02 49900 D SPORTS AUTH INC NEW COM 84917U10 607 20649 SH SHARED 17 20649 D SPRINT NEXTEL CORP COM FON 85206110 167190 7030739 SH SHARED 6389981 640758 D SPRINT NEXTEL CORP COM FON 85206110 7382 310437 SH SHARED 01 232177 78260 D SPRINT NEXTEL CORP COM FON 85206110 594 25008 SH SHR/OTHR 01 25008 D SPRINT NEXTEL CORP COM FON 85206110 37887 1593235 SH SHARED 02 1593235 D SPRINT NEXTEL CORP COM FON 85206110 45822 1926944 SH SHARED 04 1918501 8443 D SPRINT NEXTEL CORP COM FON 85206110 11071 465575 SH SHARED 05 238016 227559 D SPRINT NEXTEL CORP COM FON 85206110 22453 944232 SH SHARED 06 944232 D SPRINT NEXTEL CORP COM FON 85206110 100076 4208414 SH SHARED 10 230524 3923580 54310 D SPRINT NEXTEL CORP COM FON 85206110 12 507 SH SHR/OTHR 10 507 D SPRINT NEXTEL CORP COM FON 85206110 1322 55628 SH SHARED 14 55628 D SPRINT NEXTEL CORP COM FON 85206110 52408 2203896 SH SHARED 17 2192412 11484 D SPRINT NEXTEL CORP COM FON 85206110 8835 371547 SH SHARED 19 371547 D SS&C TECHNOLOGIES INC COM 85227Q10 10409 284113 SH SHARED 284113 D SS&C TECHNOLOGIES INC COM 85227Q10 1198 32700 SH SHARED 02 32700 D SS&C TECHNOLOGIES INC COM 85227Q10 7 200 SH SHARED 10 200 D SS&C TECHNOLOGIES INC COM 85227Q10 602 16450 SH SHARED 17 5500 10950 D STAGE STORES INC *W EXP 08/23/200 85254C12 1314 78369 SH SHARED 78369 D STAGE STORES INC *W EXP 08/23/200 85254C13 106 7837 SH SHARED 7837 D STAGE STORES INC COM NEW 85254C30 110 4100 SH SHARED 4100 D STAGE STORES INC COM NEW 85254C30 128 4781 SH SHARED 02 4781 D STAGE STORES INC COM NEW 85254C30 3192 118800 SH SHARED 10 118800 D STAGE STORES INC COM NEW 85254C30 399 14850 SH SHARED 17 12900 1950 D STAMPS COM INC COM NEW 85285720 1290 75007 SH SHARED 75007 D STAMPS COM INC COM NEW 85285720 79 4600 SH SHARED 10 4600 D STAMPS COM INC COM NEW 85285720 208 12100 SH SHARED 17 7900 4200 D STANCORP FINL GROUP INC COM 85289110 1616 19203 SH SHARED 8003 11200 D STANCORP FINL GROUP INC COM 85289110 1018 12100 SH SHARED 02 12100 D STANCORP FINL GROUP INC COM 85289110 67 800 SH SHARED 06 800 D STANCORP FINL GROUP INC COM 85289110 52 624 SH SHARED 10 624 D STANCORP FINL GROUP INC COM 85289110 437 5200 SH SHARED 17 5200 D STANDARD MICROSYSTEMS CORP COM 85362610 233 7800 SH SHARED 6900 900 D STANDARD MICROSYSTEMS CORP COM 85362610 44 1500 SH SHARED 02 1500 D STANDARD MICROSYSTEMS CORP COM 85362610 72 2420 SH SHARED 10 2420 D STANDARD MICROSYSTEMS CORP COM 85362610 291 9761 SH SHARED 17 9761 D STANDARD MTR PRODS INC COM 85366610 17 2100 SH SHARED 2100 D STANDARD MTR PRODS INC COM 85366610 15 1903 SH SHARED 02 1903 D STANDARD MTR PRODS INC COM 85366610 29 3600 SH SHARED 17 3600 D STANDARD PAC CORP NEW COM 85375C10 20 500 SH SHARED 500 D STANDARD PAC CORP NEW COM 85375C10 933 22500 SH SHARED 02 22500 D STANDARD PAC CORP NEW COM 85375C10 88 2140 SH SHARED 10 2140 D STANDARD PAC CORP NEW COM 85375C10 1730 41700 SH SHARED 17 41700 D STANDARD REGISTER CO COM 85388710 40 2700 SH SHARED 2700 D STANDARD REGISTER CO COM 85388710 148 9905 SH SHARED 02 9905 D STANDARD REGISTER CO COM 85388710 293 19600 SH SHARED 10 19600 D STANDARD REGISTER CO COM 85388710 77 5200 SH SHARED 17 5200 D STANDEX INTL CORP COM 85423110 47 1800 SH SHARED 1800 D STANDEX INTL CORP COM 85423110 7 267 SH SHARED 02 267 D STANDEX INTL CORP COM 85423110 25 980 SH SHARED 10 980 D STANDEX INTL CORP COM 85423110 94 3600 SH SHARED 17 3600 D STANLEY FURNITURE INC COM NEW 85430520 52 2000 SH SHARED 2000 D STANLEY FURNITURE INC COM NEW 85430520 180 6900 SH SHARED 17 6900 D STANLEY WKS COM 85461610 4381 93867 SH SHARED 75490 18377 D STANLEY WKS COM 85461610 606 13000 SH SHARED 01 13000 D STANLEY WKS COM 85461610 88 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 901 19311 SH SHARED 02 19311 D STANLEY WKS COM 85461610 63 1350 SH SHARED 06 1350 D STANLEY WKS COM 85461610 107 2300 SH SHARED 10 2300 D STANLEY WKS COM 85461610 112 2400 SH SHARED 14 2400 D STANLEY WKS COM 85461610 2392 51254 SH SHARED 17 37609 13645 D STANTEC INC COM 85472N10 92 3000 SH SHARED 3000 D STAPLES INC COM 85503010 56604 2654975 SH SHARED 2500934 154041 D STAPLES INC COM 85503010 879 41250 SH SHARED 01 24190 17060 D STAPLES INC COM 85503010 636 29850 SH SHR/OTHR 01 29850 D STAPLES INC COM 85503010 3113 146028 SH SHARED 02 146028 D STAPLES INC COM 85503010 13207 619492 SH SHARED 04 610420 9072 D STAPLES INC COM 85503010 3235 151753 SH SHARED 05 151753 D STAPLES INC COM 85503010 2889 135512 SH SHARED 06 135512 D STAPLES INC COM 85503010 90981 4267433 SH SHARED 10 710135 2930295 627003 D STAPLES INC COM 85503010 358 16800 SH SHR/OTHR 10 16800 D STAPLES INC COM 85503010 595 27912 SH SHARED 14 27912 D STAPLES INC COM 85503010 98193 4605681 SH SHARED 17 4602781 2900 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 3296 1329400 SH SHARED 1329400 D STAR SCIENTIFIC INC COM 85517P10 17 5300 SH SHARED 5300 D STAR SCIENTIFIC INC COM 85517P10 51 15300 SH SHARED 17 15300 D STARBUCKS CORP COM 85524410 98660 1969279 SH SHARED 1880554 88725 D STARBUCKS CORP COM 85524410 311 6210 SH SHARED 01 6210 D STARBUCKS CORP COM 85524410 13 261 SH SHR/OTHR 01 261 D STARBUCKS CORP COM 85524410 10996 219484 SH SHARED 02 219484 D STARBUCKS CORP COM 85524410 75 1500 SH SHARED 04 1500 D STARBUCKS CORP COM 85524410 15 300 SH SHARED 05 300 D STARBUCKS CORP COM 85524410 421 8413 SH SHARED 06 8413 D STARBUCKS CORP COM 85524410 26501 528980 SH SHARED 10 125800 325000 78180 D STARBUCKS CORP COM 85524410 152 3036 SH SHARED 14 3036 D STARBUCKS CORP COM 85524410 10893 217443 SH SHARED 17 215643 1800 D STARTEK INC COM 85569C10 102 7800 SH SHARED 7300 500 D STARTEK INC COM 85569C10 107 8116 SH SHARED 02 8116 D STARTEK INC COM 85569C10 951 72100 SH SHARED 10 72100 D STARTEK INC COM 85569C10 78 5925 SH SHARED 17 5925 D STATE AUTO FINL CORP COM 85570710 16409 518633 SH SHARED 518633 D STATE AUTO FINL CORP COM 85570710 297 9400 SH SHARED 17 9400 D STATE BANCORP INC N.Y COM 85571610 26 1500 SH SHARED 1500 D STATE BANCORP INC N.Y COM 85571610 1 80 SH SHARED 02 80 D STATE BANCORP INC N.Y COM 85571610 40 2257 SH SHARED 17 2257 D STARWOOD HOTELS&RESORTS WRLD NOTE 3.500% 5/1 85590AAJ 17640 15000000 PRN SHARED 15000000 D STARWOOD HOTELS&RESORTS WRLD NOTE 3.500% 5/1 85590AAJ 4259 3622000 PRN SHARED 02 3622000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 50048 875441 SH SHARED 832170 43271 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 165 2900 SH SHARED 01 2900 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 22 400 SH SHR/OTHR 01 400 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 5583 97660 SH SHARED 02 97660 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 2572 45000 SH SHARED 04 45000 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 8 150 SH SHARED 05 150 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 445 7800 SH SHARED 06 7800 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 663 11600 SH SHARED 10 7700 3900 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 486651 8512365 SH SHARED 11 8512365 D STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A20 7363 128797 SH SHARED 17 127697 1100 D STATE FINL SVCS CORP CL A 85685510 32 900 SH SHARED 900 D STATE FINL SVCS CORP CL A 85685510 105 2900 SH SHARED 17 2900 D STATE STR CORP COM 85747710 44266 904865 SH SHARED 833699 71166 D STATE STR CORP COM 85747710 3243 66294 SH SHARED 01 44418 21876 D STATE STR CORP COM 85747710 1438 29412 SH SHR/OTHR 01 29412 D STATE STR CORP COM 85747710 5069 103626 SH SHARED 02 103626 D STATE STR CORP COM 85747710 9 200 SH SHARED 05 200 D STATE STR CORP COM 85747710 1511 30902 SH SHARED 06 30902 D STATE STR CORP COM 85747710 10717 219087 SH SHARED 10 15626 203461 D STATE STR CORP COM 85747710 2466 50424 SH SHR/OTHR 10 50424 D STATE STR CORP COM 85747710 1633 33400 SH SHARED 14 33400 D STATE STR CORP COM 85747710 7171 146599 SH SHARED 17 146599 D STATE STR CORP SPACES 85747720 22476 104349 SH SHARED 02 104349 D STATION CASINOS INC COM 85768910 4811 72500 SH SHARED 68100 4400 D STATION CASINOS INC COM 85768910 391 5900 SH SHARED 02 5900 D STATION CASINOS INC COM 85768910 1254 18900 SH SHARED 10 18200 700 D STATION CASINOS INC COM 85768910 35360 532865 SH SHARED 17 532865 D STATOIL ASA SPONSORED ADR 85771P10 5342 216400 SH SHARED 01 216400 D STATOIL ASA SPONSORED ADR 85771P10 2583 104630 SH SHARED 10 41500 63130 D STATOIL ASA SPONSORED ADR 85771P10 701 28400 SH SHARED 17 28400 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 1472 234518 SH SHARED 234518 D STEAK N SHAKE CO COM 85787310 132 7300 SH SHARED 4200 3100 D STEAK N SHAKE CO COM 85787310 239 13175 SH SHARED 17 13175 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 1275 627000 PRN SHARED 627000 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 1119 550000 PRN SHARED 02 550000 D STEEL DYNAMICS INC COM 85811910 817 24065 SH SHARED 10265 13800 D STEEL DYNAMICS INC COM 85811910 448 13200 SH SHARED 02 13200 D STEEL DYNAMICS INC COM 85811910 88 2597 SH SHARED 06 2597 D STEEL DYNAMICS INC COM 85811910 171 5060 SH SHARED 10 1860 3200 D STEEL DYNAMICS INC COM 85811910 578 17030 SH SHARED 17 15030 2000 D STEEL TECHNOLOGIES INC COM 85814710 95 3700 SH SHARED 3700 D STEEL TECHNOLOGIES INC COM 85814710 21 822 SH SHARED 02 822 D STEEL TECHNOLOGIES INC COM 85814710 150 5800 SH SHARED 17 5800 D STEELCASE INC CL A 85815520 663 45900 SH SHARED 45900 D STEELCASE INC CL A 85815520 96 6700 SH SHARED 02 6700 D STEIN MART INC COM 85837510 77 3800 SH SHARED 3800 D STEIN MART INC COM 85837510 108 5320 SH SHARED 02 5320 D STEIN MART INC COM 85837510 479 23600 SH SHARED 10 23600 D STEIN MART INC COM 85837510 2833 139596 SH SHARED 17 20896 118700 D STEINWAY MUSICAL INSTRS INC COM 85849510 81 3100 SH SHARED 1200 1900 D STEINWAY MUSICAL INSTRS INC COM 85849510 60 2300 SH SHARED 17 2300 D STELLENT INC COM 85856W10 98 11467 SH SHARED 11467 D STELLENT INC COM 85856W10 95 11100 SH SHARED 17 11100 D STEMCELLS INC COM 85857R10 295 53600 SH SHARED 18400 35200 D STEMCELLS INC COM 85857R10 156 28300 SH SHARED 17 28300 D STEPAN CO COM 85858610 20 800 SH SHARED 800 D STEPAN CO COM 85858610 30 1200 SH SHARED 17 1200 D STEPAN CO PFD CONV 5.50% 85858620 317 11188 SH SHARED 11188 D STERLING BANCSHARES INC COM 85890710 99 6800 SH SHARED 6800 D STERLING BANCSHARES INC COM 85890710 3 250 SH SHARED 02 250 D STERLING BANCSHARES INC COM 85890710 980 66700 SH SHARED 10 66700 D STERLING BANCSHARES INC COM 85890710 326 22225 SH SHARED 17 22225 D STERICYCLE INC COM 85891210 1923 33663 SH SHARED 5363 28300 D STERICYCLE INC COM 85891210 1740 30455 SH SHARED 01 3415 27040 D STERICYCLE INC COM 85891210 457 7999 SH SHR/OTHR 01 7999 D STERICYCLE INC COM 85891210 1548 27097 SH SHARED 02 27097 D STERICYCLE INC COM 85891210 323 5655 SH SHARED 10 45 5610 D STERIS CORP COM 85915210 973 40909 SH SHARED 18009 22900 D STERIS CORP COM 85915210 578 24300 SH SHARED 02 24300 D STERIS CORP COM 85915210 80 3400 SH SHARED 10 3400 D STERIS CORP COM 85915210 747 31400 SH SHARED 17 29300 2100 D STERLING BANCORP COM 85915810 65 2900 SH SHARED 2900 D STERLING BANCORP COM 85915810 150 6684 SH SHARED 17 6684 D STEREOTAXIS INC COM 85916J10 15 2100 SH SHARED 2100 D STERLING FINL CORP COM 85931710 76 3800 SH SHARED 3800 D STERLING FINL CORP COM 85931710 53 2641 SH SHARED 10 2641 D STERLING FINL CORP COM 85931710 250 12428 SH SHARED 17 12428 D STERLING FINL CORP WASH COM 85931910 134 5949 SH SHARED 5949 D STERLING FINL CORP WASH COM 85931910 13 600 SH SHARED 02 600 D STERLING FINL CORP WASH COM 85931910 529 23477 SH SHARED 10 23477 D STERLING FINL CORP WASH COM 85931910 6356 281874 SH SHARED 17 212868 69006 D STEWART & STEVENSON SVCS INC COM 86034210 104 4400 SH SHARED 4400 D STEWART & STEVENSON SVCS INC COM 86034210 248 10400 SH SHARED 02 10400 D STEWART & STEVENSON SVCS INC COM 86034210 2940 123300 SH SHARED 10 123300 D STEWART & STEVENSON SVCS INC COM 86034210 324 13600 SH SHARED 17 13600 D STEWART ENTERPRISES INC CL A 86037010 106 16000 SH SHARED 16000 D STEWART ENTERPRISES INC CL A 86037010 0 21 SH SHARED 02 21 D STEWART ENTERPRISES INC CL A 86037010 264 39900 SH SHARED 17 39900 D STEWART INFORMATION SVCS COR COM 86037210 148 2900 SH SHARED 2700 200 D STEWART INFORMATION SVCS COR COM 86037210 1 20 SH SHARED 01 20 D STEWART INFORMATION SVCS COR COM 86037210 92 1800 SH SHARED 02 1800 D STEWART INFORMATION SVCS COR COM 86037210 5980 116800 SH SHARED 10 300 116500 D STEWART INFORMATION SVCS COR COM 86037210 588 11500 SH SHARED 17 10300 1200 D STIFEL FINL CORP COM 86063010 43 1200 SH SHARED 1200 D STIFEL FINL CORP COM 86063010 68 1900 SH SHARED 17 1900 D STILLWATER MNG CO COM 86074Q10 55 6100 SH SHARED 6100 D STILLWATER MNG CO COM 86074Q10 5718 624930 SH SHARED 10 407130 217800 D STILLWATER MNG CO COM 86074Q10 83 9080 SH SHARED 15 9080 D STILLWATER MNG CO COM 86074Q10 981 107225 SH SHARED 17 15925 91300 D STMICROELECTRONICS N V NY REGISTRY 86101210 9024 522250 SH SHARED 522250 D STMICROELECTRONICS N V NY REGISTRY 86101210 19 1100 SH SHARED 02 1100 D STMICROELECTRONICS N V NY REGISTRY 86101210 1209 70000 SH SHARED 04 70000 D STOLT OFFSHORE S A SP ADR REG COM 86156710 1401 121050 SH SHARED 121050 D STOLT OFFSHORE S A SP ADR REG COM 86156710 22450 1938713 SH SHARED 04 1938713 D STONE ENERGY CORP COM 86164210 3552 58200 SH SHARED 29500 28700 D STONE ENERGY CORP COM 86164210 201 3300 SH SHARED 02 3300 D STONE ENERGY CORP COM 86164210 4321 70800 SH SHARED 10 70800 D STONE ENERGY CORP COM 86164210 834 13679 SH SHARED 17 12579 1100 D STORA ENSO CORP SPON ADR REP R 86210M10 701 50700 SH SHARED 50700 D STRATASYS INC COM 86268510 44 1500 SH SHARED 1500 D STRATASYS INC COM 86268510 59 2000 SH SHARED 10 2000 D STRATASYS INC COM 86268510 138 4650 SH SHARED 17 4650 D STRATAGENE CORP COM 86269H10 9 1100 SH SHARED 1100 D STRATEGIC DIAGNOSTICS INC COM 86270010 6 1578 SH SHARED 05 1578 D STRATEGIC GLOBAL INCOME FD COM 86271910 61 5000 SH SHR/OTHR 01 5000 D STRATEGIC HOTEL CAP INC COM 86272T10 5485 300400 SH SHARED 291200 9200 D STRATEGIC HOTEL CAP INC COM 86272T10 53 2915 SH SHARED 02 1590 1325 D STRATEGIC HOTEL CAP INC COM 86272T10 93 5100 SH SHARED 10 5100 D STRATEGIC HOTEL CAP INC COM 86272T10 39175 2145400 SH SHARED 11 2145400 D STRATEGIC HOTEL CAP INC COM 86272T10 357 19600 SH SHARED 17 16400 3200 D STRATEX NETWORKS INC COM 86279T10 315 121468 SH SHARED 121468 D STRATOS INTERNATIONAL INC COM NEW 86310020 36 6327 SH SHARED 6327 D STRATTEC SEC CORP COM 86311110 46 900 SH SHARED 700 200 D STRATTEC SEC CORP COM 86311110 44 850 SH SHARED 10 850 D STRATTEC SEC CORP COM 86311110 114 2200 SH SHARED 17 1200 1000 D STRAYER ED INC COM 86323610 1051 11121 SH SHARED 10721 400 D STRAYER ED INC COM 86323610 75 800 SH SHARED 02 800 D STRAYER ED INC COM 86323610 132 1400 SH SHARED 10 1400 D STRAYER ED INC COM 86323610 667 7060 SH SHARED 17 6360 700 D STREETTRACKS SER TR WILSHIRE REIT 86330E60 2983 44361 SH SHARED 19 44361 D STREETTRACKS GOLD TR GOLD SHS 86330710 186 4000 SH SHARED 4000 D STREETTRACKS GOLD TR GOLD SHS 86330710 3894 83400 SH SHARED 01 83400 D STREETTRACKS GOLD TR GOLD SHS 86330710 56 1200 SH SHARED 02 1200 D STREETTRACKS GOLD TR GOLD SHS 86330710 789 16900 SH SHARED 10 16900 D STREETTRACKS GOLD TR GOLD SHS 86330710 551 11800 SH SHARED 17 11800 D STRIDE RITE CORP COM 86331410 312 24400 SH SHARED 24400 D STRIDE RITE CORP COM 86331410 220 17210 SH SHARED 10 4210 13000 D STRIDE RITE CORP COM 86331410 717 56000 SH SHARED 17 17900 38100 D STRYKER CORP COM 86366710 42243 854620 SH SHARED 780016 74604 D STRYKER CORP COM 86366710 6511 131727 SH SHARED 02 131727 D STRYKER CORP COM 86366710 9 200 SH SHARED 05 200 D STRYKER CORP COM 86366710 3041 61538 SH SHARED 06 61538 D STRYKER CORP COM 86366710 2743 55500 SH SHARED 10 50900 4600 D STRYKER CORP COM 86366710 5938 120130 SH SHARED 17 118830 1300 D STUDENT LN CORP COM 86390210 1068 4512 SH SHARED 4512 D STUDENT LN CORP COM 86390210 94 400 SH SHARED 02 400 D STUDENT LN CORP COM 86390210 100 424 SH SHARED 14 424 D STURM RUGER & CO INC COM 86415910 30 3300 SH SHARED 3300 D STURM RUGER & CO INC COM 86415910 22 2425 SH SHARED 02 2425 D STURM RUGER & CO INC COM 86415910 9 1000 SH SHARED 10 1000 D STURM RUGER & CO INC COM 86415910 80 8700 SH SHARED 17 8700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 507 17700 SH SHARED 17700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 86 3000 SH SHARED 02 3000 D SUFFOLK BANCORP COM 86473910 47 1500 SH SHARED 1500 D SUFFOLK BANCORP COM 86473910 1053 33000 SH SHARED 01 33000 D SUFFOLK BANCORP COM 86473910 82 2600 SH SHARED 10 2600 D SUFFOLK BANCORP COM 86473910 149 4700 SH SHARED 17 3100 1600 D SUMMIT BANCSHARES INC TEX COM 86601110 27 1500 SH SHARED 1500 D SUMMIT FINANCIAL GROUP INC COM 86606G10 24 900 SH SHARED 900 D SUN BANCORP INC COM 86663B10 35 1700 SH SHARED 1700 D SUN BANCORP INC COM 86663B10 42 2000 SH SHARED 10 2000 D SUN BANCORP INC COM 86663B10 107 5108 SH SHARED 17 5108 D SUN COMMUNITIES INC COM 86667410 497 15200 SH SHARED 15100 100 D SUN COMMUNITIES INC COM 86667410 3 100 SH SHARED 02 100 D SUN COMMUNITIES INC COM 86667410 386 11800 SH SHARED 10 11800 D SUN COMMUNITIES INC COM 86667410 285 8700 SH SHARED 17 6900 1800 D SUN LIFE FINL INC COM 86679610 1896 50588 SH SHARED 45100 5488 D SUN LIFE FINL INC COM 86679610 181 4837 SH SHARED 01 4837 D SUN LIFE FINL INC COM 86679610 11608 309652 SH SHARED 02 309652 D SUN LIFE FINL INC COM 86679610 1892 50480 SH SHARED 05 50480 D SUN LIFE FINL INC COM 86679610 157 4201 SH SHARED 06 4201 D SUN LIFE FINL INC COM 86679610 240 6423 SH SHARED 10 4837 1586 D SUN LIFE FINL INC COM 86679610 682 18200 SH SHARED 17 18200 D SUN MICROSYSTEMS INC COM 86681010 57982 14753769 SH SHARED 14214958 538811 D SUN MICROSYSTEMS INC COM 86681010 3156 803130 SH SHARED 01 765430 37700 D SUN MICROSYSTEMS INC COM 86681010 71 18240 SH SHR/OTHR 01 18240 D SUN MICROSYSTEMS INC COM 86681010 3359 854859 SH SHARED 02 854859 D SUN MICROSYSTEMS INC COM 86681010 94 24142 SH SHARED 04 24142 D SUN MICROSYSTEMS INC COM 86681010 17378 4422070 SH SHARED 05 3585200 836870 D SUN MICROSYSTEMS INC COM 86681010 759 193191 SH SHARED 06 193191 D SUN MICROSYSTEMS INC COM 86681010 26992 6868200 SH SHARED 10 6845800 22400 D SUN MICROSYSTEMS INC COM 86681010 1564 398100 SH SHARED 14 398100 D SUN MICROSYSTEMS INC COM 86681010 6494 1652466 SH SHARED 17 1652466 D SUN MICROSYSTEMS INC COM 86681010 5522 1405296 SH SHARED 19 1405296 D SUN HYDRAULICS CORP COM 86694210 24 1000 SH SHARED 1000 D SUN HYDRAULICS CORP COM 86694210 91 3750 SH SHARED 17 3750 D SUNCOM WIRELESS HLDGS INC CL A 86722Q10 379 110299 SH SHARED 110299 D SUNCOR ENERGY INC COM 86722910 45241 747430 SH SHARED 733670 13760 D SUNCOR ENERGY INC COM 86722910 6216 102700 SH SHARED 01 100900 1800 D SUNCOR ENERGY INC COM 86722910 169 2800 SH SHR/OTHR 01 2800 D SUNCOR ENERGY INC COM 86722910 14788 244310 SH SHARED 02 244310 D SUNCOR ENERGY INC COM 86722910 72968 1205500 SH SHARED 04 1205500 D SUNCOR ENERGY INC COM 86722910 18 300 SH SHARED 05 300 D SUNCOR ENERGY INC COM 86722910 4938 81593 SH SHARED 06 81593 D SUNCOR ENERGY INC COM 86722910 1295 21400 SH SHARED 10 19700 1700 D SUNCOR ENERGY INC COM 86722910 225 3727 SH SHARED 14 3727 D SUNCOR ENERGY INC COM 86722910 4842 80000 SH SHARED 16 80000 D SUNCOR ENERGY INC COM 86722910 8994 148603 SH SHARED 17 148603 D SUNOPTA INC COM 8676EP10 76 15800 SH SHARED 14800 1000 D SUNOCO INC COM 86764P10 67323 860919 SH SHARED 829693 31226 D SUNOCO INC COM 86764P10 8375 107100 SH SHARED 01 88200 18900 D SUNOCO INC COM 86764P10 380 4860 SH SHR/OTHR 01 4860 D SUNOCO INC COM 86764P10 3042 38909 SH SHARED 02 38909 D SUNOCO INC COM 86764P10 136 1750 SH SHARED 04 1750 D SUNOCO INC COM 86764P10 2025 25900 SH SHARED 05 25900 D SUNOCO INC COM 86764P10 16824 215146 SH SHARED 06 215146 D SUNOCO INC COM 86764P10 4922 62950 SH SHARED 10 15300 47650 D SUNOCO INC COM 86764P10 477 6100 SH SHARED 14 6100 D SUNOCO INC COM 86764P10 7250 92718 SH SHARED 17 92718 D SUNRISE SENIOR LIVING INC NOTE 5.250% 2/0 86768KAE 37 20000 PRN SHARED 02 20000 D SUNRISE SENIOR LIVING INC COM 86768K10 1301 19500 SH SHARED 2400 17100 D SUNRISE SENIOR LIVING INC COM 86768K10 68 1033 SH SHARED 02 1033 D SUNRISE SENIOR LIVING INC COM 86768K10 93 1400 SH SHARED 10 1400 D SUNRISE SENIOR LIVING INC COM 86768K10 582 8725 SH SHARED 17 7825 900 D SUNSET FINANCIAL RESOURCES I COM 86770810 1 221 SH SHARED 221 D SUNTERRA CORP COM NEW 86787D20 387 29500 SH SHARED 29500 D SUNTERRA CORP COM NEW 86787D20 122 9300 SH SHARED 17 9300 D SUNSTONE HOTEL INVS INC NEW COM 86789210 260 10700 SH SHARED 10600 100 D SUNSTONE HOTEL INVS INC NEW COM 86789210 3299 135300 SH SHARED 11 135300 D SUNSTONE HOTEL INVS INC NEW COM 86789210 687 28200 SH SHARED 17 28200 D SUNTRUST BKS INC COM 86791410 93387 1344668 SH SHARED 1261695 82973 D SUNTRUST BKS INC COM 86791410 5380 77474 SH SHARED 01 68170 9304 D SUNTRUST BKS INC COM 86791410 1404 20222 SH SHR/OTHR 01 20222 D SUNTRUST BKS INC COM 86791410 5726 82452 SH SHARED 02 82452 D SUNTRUST BKS INC COM 86791410 15 219 SH SHARED 05 219 D SUNTRUST BKS INC COM 86791410 553 7964 SH SHARED 06 7964 D SUNTRUST BKS INC COM 86791410 101680 1464088 SH SHARED 10 1059821 404267 D SUNTRUST BKS INC COM 86791410 145 2100 SH SHR/OTHR 10 2100 D SUNTRUST BKS INC COM 86791410 34 497 SH SHARED 14 497 D SUNTRUST BKS INC COM 86791410 1722 24800 SH SHARED 15 24800 D SUNTRUST BKS INC COM 86791410 15223 219204 SH SHARED 17 188485 30719 D SUPERGEN INC COM 86805910 81 12950 SH SHARED 12950 D SUPERGEN INC COM 86805910 1556 247000 SH SHARED 10 247000 D SUPERGEN INC COM 86805910 1763 279883 SH SHARED 17 22783 257100 D SUPERIOR ESSEX INC COM 86815V10 8004 444442 SH SHARED 444442 D SUPERIOR ESSEX INC COM 86815V10 152 8440 SH SHARED 17 8440 D SUPERIOR ENERGY SVCS INC COM 86815710 463 20088 SH SHARED 20088 D SUPERIOR ENERGY SVCS INC COM 86815710 267 11600 SH SHARED 02 11600 D SUPERIOR ENERGY SVCS INC COM 86815710 101 4400 SH SHARED 10 4400 D SUPERIOR ENERGY SVCS INC COM 86815710 13212 572201 SH SHARED 17 569401 2800 D SUPERIOR INDS INTL INC COM 86816810 187 8700 SH SHARED 8700 D SUPERIOR INDS INTL INC COM 86816810 55 2560 SH SHARED 02 2560 D SUPERIOR INDS INTL INC COM 86816810 217 10100 SH SHARED 17 10100 D SUPERTEX INC COM 86853210 41 1400 SH SHARED 1400 D SUPERTEX INC COM 86853210 45 1520 SH SHARED 02 1520 D SUPERTEX INC COM 86853210 166 5548 SH SHARED 17 5548 D SUPERVALU INC NOTE 11/0 868536AP 8434 25483000 PRN SHARED 25483000 D SUPERVALU INC NOTE 11/0 868536AP 4352 13150000 PRN SHARED 02 13150000 D SUPERVALU INC COM 86853610 19368 622389 SH SHARED 566905 55484 D SUPERVALU INC COM 86853610 959 30826 SH SHARED 02 30826 D SUPERVALU INC COM 86853610 1982 63710 SH SHARED 05 50510 13200 D SUPERVALU INC COM 86853610 281 9043 SH SHARED 06 9043 D SUPERVALU INC COM 86853610 1724 55400 SH SHARED 10 55400 D SUPERVALU INC COM 86853610 196 6300 SH SHARED 14 6300 D SUPERVALU INC COM 86853610 1853 59572 SH SHARED 17 59572 D SUPPORTSOFT INC COM 86858710 33 6599 SH SHARED 6599 D SUPPORTSOFT INC COM 86858710 86 17200 SH SHARED 17 17200 D SUREWEST COMMUNICATIONS COM 86873310 63 2200 SH SHARED 2200 D SUREWEST COMMUNICATIONS COM 86873310 103 3600 SH SHARED 10 3600 D SUREWEST COMMUNICATIONS COM 86873310 217 7600 SH SHARED 17 5500 2100 D SURMODICS INC COM 86887310 255 6600 SH SHARED 6600 D SURMODICS INC COM 86887310 123 3193 SH SHARED 02 3193 D SURMODICS INC COM 86887310 263 6800 SH SHARED 17 6800 D SUSQUEHANNA BANCSHARES INC P COM 86909910 173 7200 SH SHARED 7200 D SUSQUEHANNA BANCSHARES INC P COM 86909910 2 100 SH SHARED 02 100 D SUSQUEHANNA BANCSHARES INC P COM 86909910 551 22947 SH SHARED 17 21147 1800 D SWIFT ENERGY CO COM 87073810 613 13400 SH SHARED 4300 9100 D SWIFT ENERGY CO COM 87073810 416 9100 SH SHARED 02 9100 D SWIFT ENERGY CO COM 87073810 6706 146600 SH SHARED 10 146600 D SWIFT ENERGY CO COM 87073810 2283 49920 SH SHARED 17 20620 29300 D SWIFT TRANSN CO COM 87075610 478 27016 SH SHARED 6216 20800 D SWIFT TRANSN CO COM 87075610 1003 56682 SH SHARED 02 56682 D SWIFT TRANSN CO COM 87075610 6496 367055 SH SHARED 17 367055 D SWISS HELVETIA FD INC COM 87087510 180 12102 SH SHARED 12102 D SWISSCOM AG SPONSORED ADR 87101310 3946 120380 SH SHARED 120380 D SYBASE INC COM 87113010 2227 95119 SH SHARED 59019 36100 D SYBASE INC COM 87113010 1018 43500 SH SHARED 02 43500 D SYBASE INC COM 87113010 327 14000 SH SHARED 17 14000 D SYBRON DENTAL SPECIALTIES IN COM 87114210 249 6000 SH SHARED 6000 D SYBRON DENTAL SPECIALTIES IN COM 87114210 103 2500 SH SHARED 02 2500 D SYBRON DENTAL SPECIALTIES IN COM 87114210 2761 66420 SH SHARED 10 620 65800 D SYBRON DENTAL SPECIALTIES IN COM 87114210 686 16500 SH SHARED 17 15000 1500 D SYCAMORE NETWORKS INC COM 87120610 101 26865 SH SHARED 26865 D SYCAMORE NETWORKS INC COM 87120610 245 65200 SH SHARED 17 65200 D SYKES ENTERPRISES INC COM 87123710 45 3800 SH SHARED 3800 D SYKES ENTERPRISES INC COM 87123710 22 1880 SH SHARED 10 1880 D SYKES ENTERPRISES INC COM 87123710 153 12900 SH SHARED 17 12900 D SYMANTEC CORP COM 87150310 174609 7705607 SH SHARED 7450577 255030 D SYMANTEC CORP COM 87150310 7061 311628 SH SHARED 01 206174 105454 D SYMANTEC CORP COM 87150310 911 40224 SH SHR/OTHR 01 40224 D SYMANTEC CORP COM 87150310 6564 289715 SH SHARED 02 289715 D SYMANTEC CORP COM 87150310 266691 11769280 SH SHARED 04 11756849 12431 D SYMANTEC CORP COM 87150310 4739 209145 SH SHARED 05 83315 125830 D SYMANTEC CORP COM 87150310 35088 1548475 SH SHARED 06 1548475 D SYMANTEC CORP COM 87150310 111261 4910038 SH SHARED 10 3091958 1643090 174990 D SYMANTEC CORP COM 87150310 3358 148200 SH SHARED 14 148200 D SYMANTEC CORP COM 87150310 2877 126999 SH SHARED 15 126999 D SYMANTEC CORP COM 87150310 3319 146500 SH SHARED 16 146500 D SYMANTEC CORP COM 87150310 17724 782192 SH SHARED 17 777392 4800 D SYMANTEC CORP COM 87150310 418 18469 SH SHARED 18 18469 D SYMANTEC CORP COM 87150310 5027 221883 SH SHARED 19 221883 D SYMBION INC DEL COM 87150710 69 2700 SH SHARED 2700 D SYMBION INC DEL COM 87150710 25 975 SH SHR/OTHR 01 975 D SYMBION INC DEL COM 87150710 817 31600 SH SHARED 02 31600 D SYMBION INC DEL COM 87150710 315 12200 SH SHARED 05 12200 D SYMBION INC DEL COM 87150710 85 3300 SH SHARED 10 3300 D SYMBION INC DEL COM 87150710 3334 128900 SH SHARED 17 126800 2100 D SYMBOL TECHNOLOGIES INC COM 87150810 1776 183558 SH SHR/OTHR 183558 D SYMBOL TECHNOLOGIES INC COM 87150810 3374 348579 SH SHARED 282330 66249 D SYMBOL TECHNOLOGIES INC COM 87150810 16 1687 SH SHR/OTHR 01 1687 D SYMBOL TECHNOLOGIES INC COM 87150810 620 64065 SH SHARED 02 64065 D SYMBOL TECHNOLOGIES INC COM 87150810 38 4000 SH SHARED 06 4000 D SYMBOL TECHNOLOGIES INC COM 87150810 4170 430839 SH SHARED 10 430239 600 D SYMBOL TECHNOLOGIES INC COM 87150810 2127 219744 SH SHARED 17 219744 D SYMMETRICOM INC COM 87154310 58 7500 SH SHARED 7500 D SYMMETRICOM INC COM 87154310 2199 284200 SH SHARED 10 284200 D SYMMETRICOM INC COM 87154310 1974 255100 SH SHARED 17 20200 234900 D SYMMETRY MED INC COM 87154620 28 1200 SH SHARED 1200 D SYMMETRY MED INC COM 87154620 8 375 SH SHR/OTHR 01 375 D SYMMETRY MED INC COM 87154620 113 4800 SH SHARED 17 4800 D SYMYX TECHNOLOGIES COM 87155S10 125 4800 SH SHARED 4800 D SYMYX TECHNOLOGIES COM 87155S10 159 6100 SH SHARED 02 6100 D SYMYX TECHNOLOGIES COM 87155S10 1974 75600 SH SHARED 10 75600 D SYMYX TECHNOLOGIES COM 87155S10 1495 57270 SH SHARED 17 14570 42700 D SYMS CORP COM 87155110 13 1000 SH SHARED 1000 D SYNAPTICS INC COM 87157D10 178 9500 SH SHARED 9500 D SYNAPTICS INC COM 87157D10 60 3226 SH SHARED 01 3226 D SYNAPTICS INC COM 87157D10 759 40380 SH SHARED 02 40380 D SYNAPTICS INC COM 87157D10 167 8900 SH SHARED 17 8900 D SYNGENTA AG SPONSORED ADR 87160A10 24 1144 SH SHARED 10 1144 D SYNPLICITY INC COM 87160Y10 67 10276 SH SHARED 10276 D SYNOPSYS INC COM 87160710 6863 363168 SH SHARED 317492 45676 D SYNOPSYS INC COM 87160710 1252 66283 SH SHARED 02 66283 D SYNOPSYS INC COM 87160710 41 2200 SH SHARED 06 2200 D SYNOPSYS INC COM 87160710 15 800 SH SHARED 10 800 D SYNOPSYS INC COM 87160710 432 22900 SH SHARED 17 22900 D SYNOVUS FINL CORP COM 87161C10 25278 911910 SH SHARED 854562 57348 D SYNOVUS FINL CORP COM 87161C10 2273 82017 SH SHARED 02 82017 D SYNOVUS FINL CORP COM 87161C10 126 4548 SH SHARED 06 4548 D SYNOVUS FINL CORP COM 87161C10 99 3600 SH SHARED 10 3600 D SYNOVUS FINL CORP COM 87161C10 63 2300 SH SHARED 14 2300 D SYNOVUS FINL CORP COM 87161C10 3823 137924 SH SHARED 17 137924 D SYNTEL INC COM 87162H10 37 1900 SH SHARED 1100 800 D SYNTEL INC COM 87162H10 48 2500 SH SHARED 17 2500 D SYNNEX CORP COM 87162W10 20 1200 SH SHARED 1200 D SYNNEX CORP COM 87162W10 89 5300 SH SHARED 02 5300 D SYNIVERSE HLDGS INC COM 87163F10 63 4100 SH SHARED 2900 1200 D SYNIVERSE HLDGS INC COM 87163F10 58 3800 SH SHARED 10 3800 D SYNIVERSE HLDGS INC COM 87163F10 414 26920 SH SHARED 17 26920 D SYNTROLEUM CORP COM 87163010 120 8300 SH SHARED 5800 2500 D SYNTROLEUM CORP COM 87163010 253 17400 SH SHARED 17 17400 D SYPRIS SOLUTIONS INC COM 87165510 13 1228 SH SHARED 1228 D SYPRIS SOLUTIONS INC COM 87165510 22 2100 SH SHARED 17 2100 D SYSCO CORP COM 87182910 84680 2699409 SH SHARED 2550055 149354 D SYSCO CORP COM 87182910 8622 274857 SH SHARED 01 161589 113268 D SYSCO CORP COM 87182910 7000 223160 SH SHR/OTHR 01 223160 D SYSCO CORP COM 87182910 5341 170263 SH SHARED 02 170263 D SYSCO CORP COM 87182910 363 11600 SH SHARED 04 11600 D SYSCO CORP COM 87182910 9 300 SH SHARED 05 300 D SYSCO CORP COM 87182910 691 22055 SH SHARED 06 22055 D SYSCO CORP COM 87182910 10106 322156 SH SHARED 10 24357 297799 D SYSCO CORP COM 87182910 8062 257012 SH SHR/OTHR 10 257012 D SYSCO CORP COM 87182910 1838 58600 SH SHARED 14 58600 D SYSCO CORP COM 87182910 8182 260847 SH SHARED 17 258747 2100 D SYSCO CORP COM 87182910 31 1000 SH SHARED 19 1000 D SYSTEMAX INC COM 87185110 10 1500 SH SHARED 1500 D SYSTEMAX INC COM 87185110 20 2900 SH SHARED 17 2900 D TBC CORP NEW COM 87218310 117 3400 SH SHARED 3400 D TBC CORP NEW COM 87218310 313 9100 SH SHARED 17 9100 D TCF FINL CORP COM 87227510 1880 70301 SH SHARED 17047 53254 D TCF FINL CORP COM 87227510 1709 63924 SH SHARED 02 63924 D TCF FINL CORP COM 87227510 112 4200 SH SHARED 10 4200 D TCF FINL CORP COM 87227510 90 3400 SH SHARED 17 3400 D TCW CONV SECS FD INC COM 87234010 1 293 SH SHARED 293 D TD BANKNORTH INC COM 87235A10 449 14915 SH SHARED 14137 778 D TD BANKNORTH INC COM 87235A10 41 1380 SH SHARED 01 1380 D TD BANKNORTH INC COM 87235A10 229 7600 SH SHARED 02 7600 D TD BANKNORTH INC COM 87235A10 20 686 SH SHARED 06 686 D TD BANKNORTH INC COM 87235A10 379 12600 SH SHARED 17 12600 D TDC A/S SPONSORED ADR 87236N10 242 9000 SH SHARED 9000 D TDC A/S SPONSORED ADR 87236N10 16 600 SH SHARED 01 600 D TECO ENERGY INC COM 87237510 8351 463483 SH SHARED 437183 26300 D TECO ENERGY INC COM 87237510 66 3700 SH SHARED 01 3700 D TECO ENERGY INC COM 87237510 151 8400 SH SHR/OTHR 01 8400 D TECO ENERGY INC COM 87237510 851 47273 SH SHARED 02 47273 D TECO ENERGY INC COM 87237510 122 6800 SH SHARED 10 3700 3100 D TECO ENERGY INC COM 87237510 9988 554288 SH SHARED 17 554288 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 77 1900 SH SHARED 1900 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 24 600 SH SHARED 02 600 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 125 3100 SH SHARED 10 3100 D THQ INC COM NEW 87244340 392 18405 SH SHARED 12855 5550 D THQ INC COM NEW 87244340 2157 101212 SH SHARED 01 100575 637 D THQ INC COM NEW 87244340 36 1725 SH SHR/OTHR 01 1725 D THQ INC COM NEW 87244340 27 1300 SH SHARED 02 1300 D THQ INC COM NEW 87244340 22961 1076993 SH SHARED 10 1072193 4800 D THQ INC COM NEW 87244340 19500 914645 SH SHARED 17 648695 265950 D TJX COS INC NEW NOTE 2/1 872540AL 9440 12340000 PRN SHARED 7340000 5000000 D TJX COS INC NEW COM 87254010 31728 1549234 SH SHARED 1392024 157210 D TJX COS INC NEW COM 87254010 7436 363099 SH SHARED 01 318440 44659 D TJX COS INC NEW COM 87254010 94 4600 SH SHR/OTHR 01 4600 D TJX COS INC NEW COM 87254010 4060 198272 SH SHARED 02 198272 D TJX COS INC NEW COM 87254010 8 400 SH SHARED 05 400 D TJX COS INC NEW COM 87254010 234 11456 SH SHARED 06 11456 D TJX COS INC NEW COM 87254010 133590 6522980 SH SHARED 10 5127820 1395160 D TJX COS INC NEW COM 87254010 215 10500 SH SHR/OTHR 10 10500 D TJX COS INC NEW COM 87254010 172 8400 SH SHARED 14 8400 D TJX COS INC NEW COM 87254010 2527 123400 SH SHARED 15 123400 D TJX COS INC NEW COM 87254010 7185 350857 SH SHARED 17 260657 90200 D TJX COS INC NEW COM 87254010 57 2818 SH SHARED 18 2818 D TNT N V SPONSORED ADR 87260W10 6016 239800 SH SHARED 239800 D TRC COS INC COM 87262510 120 7700 SH SHARED 7700 D TRC COS INC COM 87262510 92 5900 SH SHARED 02 5900 D TRM CORP COM 87263610 24 1600 SH SHARED 1600 D TRM CORP COM 87263610 82 5400 SH SHARED 17 5400 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 8 300 SH SHARED 300 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 2405 82000 SH SHARED 02 82000 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 6117 208500 SH SHARED 10 208500 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 1346 45900 SH SHARED 17 10300 35600 D TNS INC COM 87296010 33 1400 SH SHARED 1400 D TNS INC COM 87296010 104 4300 SH SHARED 02 4300 D TNS INC COM 87296010 417 17200 SH SHARED 10 17200 D TNS INC COM 87296010 94 3900 SH SHARED 17 3900 D TTM TECHNOLOGIES INC COM 87305R10 43 6100 SH SHARED 6100 D TTM TECHNOLOGIES INC COM 87305R10 1451 203000 SH SHARED 10 203000 D TTM TECHNOLOGIES INC COM 87305R10 117 16500 SH SHARED 17 16500 D TXU CORP COM 87316810 211647 1874982 SH SHARED 1810124 64858 D TXU CORP COM 87316810 905 8026 SH SHARED 01 5000 3026 D TXU CORP COM 87316810 496 4400 SH SHR/OTHR 01 4400 D TXU CORP COM 87316810 6111 54143 SH SHARED 02 54143 D TXU CORP COM 87316810 10994 97400 SH SHARED 04 97400 D TXU CORP COM 87316810 13494 119550 SH SHARED 05 116130 3420 D TXU CORP COM 87316810 37188 329452 SH SHARED 06 329452 D TXU CORP COM 87316810 75731 670902 SH SHARED 10 34602 498300 138000 D TXU CORP COM 87316810 812 7200 SH SHARED 14 7200 D TXU CORP COM 87316810 12900 114285 SH SHARED 17 113385 900 D TAIWAN FD INC COM 87403610 0 1 SH SHARED 1 D TAIWAN FD INC COM 87403610 135 10000 SH SHR/OTHR 01 10000 D TAIWAN GREATER CHINA FD SH BEN INT 87403710 0 52 SH SHARED 52 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 38692 4707159 SH SHARED 4707159 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1296 157761 SH SHARED 01 62952 94809 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1962 238712 SH SHARED 02 238712 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 26523 3226683 SH SHARED 04 3226683 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2177 264900 SH SHARED 06 264900 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 26835 3264718 SH SHARED 10 3264718 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1130 137535 SH SHARED 14 137535 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 208 25348 SH SHARED 15 25348 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1890 230041 SH SHARED 17 230041 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 3370 152597 SH SHARED 145697 6900 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1024 46400 SH SHARED 01 42950 3450 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 18 825 SH SHR/OTHR 01 825 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 590 26747 SH SHARED 02 26747 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 22798 1032055 SH SHARED 10 1031655 400 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2 127 SH SHR/OTHR 10 127 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 17060 772300 SH SHARED 17 772300 D TALBOTS INC COM 87416110 3029 101250 SH SHARED 101250 D TALBOTS INC COM 87416110 141 4720 SH SHARED 01 4420 300 D TALBOTS INC COM 87416110 24 814 SH SHR/OTHR 01 814 D TALBOTS INC COM 87416110 191 6400 SH SHARED 02 6400 D TALBOTS INC COM 87416110 107 3600 SH SHARED 10 3600 D TALBOTS INC COM 87416110 347 11600 SH SHARED 17 10200 1400 D TALISMAN ENERGY INC COM 87425E10 15687 321198 SH SHARED 309100 12098 D TALISMAN ENERGY INC COM 87425E10 7173 146875 SH SHARED 01 84750 62125 D TALISMAN ENERGY INC COM 87425E10 1064 21804 SH SHR/OTHR 01 21804 D TALISMAN ENERGY INC COM 87425E10 14157 289880 SH SHARED 02 289880 D TALISMAN ENERGY INC COM 87425E10 15677 321000 SH SHARED 04 321000 D TALISMAN ENERGY INC COM 87425E10 9 200 SH SHARED 05 200 D TALISMAN ENERGY INC COM 87425E10 3816 78143 SH SHARED 06 78143 D TALISMAN ENERGY INC COM 87425E10 796 16300 SH SHARED 10 14200 2100 D TALISMAN ENERGY INC COM 87425E10 1362 27900 SH SHARED 14 27900 D TALISMAN ENERGY INC COM 87425E10 1465 30000 SH SHARED 16 30000 D TALISMAN ENERGY INC COM 87425E10 468 9600 SH SHARED 17 9600 D TALISMAN ENERGY INC COM 87425E10 498 10200 SH SHARED 19 10200 D TALK AMERICA HLDGS INC COM NEW 87426R20 138 14667 SH SHARED 14667 D TALK AMERICA HLDGS INC COM NEW 87426R20 2822 299300 SH SHARED 10 299300 D TALK AMERICA HLDGS INC COM NEW 87426R20 919 97533 SH SHARED 17 13433 84100 D TALX CORP COM 87491810 98 3000 SH SHARED 3000 D TALX CORP COM 87491810 1182 36050 SH SHARED 10 1150 34900 D TALX CORP COM 87491810 776 23675 SH SHARED 17 8475 15200 D TANGER FACTORY OUTLET CTRS I COM 87546510 115 4149 SH SHARED 4149 D TANGER FACTORY OUTLET CTRS I COM 87546510 333 12000 SH SHR/OTHR 01 12000 D TANGER FACTORY OUTLET CTRS I COM 87546510 108 3900 SH SHARED 02 3900 D TANGER FACTORY OUTLET CTRS I COM 87546510 667 24000 SH SHARED 10 24000 D TANGER FACTORY OUTLET CTRS I COM 87546510 1201 43200 SH SHARED 17 32400 10800 D TANOX INC COM 87588Q10 56 3823 SH SHARED 3823 D TANOX INC COM 87588Q10 77 5289 SH SHARED 02 5289 D TANOX INC COM 87588Q10 169 11600 SH SHARED 17 11600 D TARGET CORP COM 87612E10 51 1000 SH SHARED 1000 D TARGET CORP COM 87612E10 106155 2044195 SH SHARED 1828631 215564 D TARGET CORP COM 87612E10 7571 145810 SH SHARED 01 115644 30166 D TARGET CORP COM 87612E10 6235 120081 SH SHR/OTHR 01 120081 D TARGET CORP COM 87612E10 14253 274471 SH SHARED 02 274471 D TARGET CORP COM 87612E10 1817 35000 SH SHARED 04 35000 D TARGET CORP COM 87612E10 5326 102570 SH SHARED 05 48270 54300 D TARGET CORP COM 87612E10 1932 37217 SH SHARED 06 37217 D TARGET CORP COM 87612E10 161922 3118093 SH SHARED 10 903333 1391100 823660 D TARGET CORP COM 87612E10 1508 29050 SH SHR/OTHR 10 29050 D TARGET CORP COM 87612E10 160 3089 SH SHARED 14 3089 D TARGET CORP COM 87612E10 19188 369501 SH SHARED 17 366501 3000 D TARGET CORP COM 87612E10 5578 107422 SH SHARED 19 107422 D TARGETED GENETICS CORP COM 87612M10 51 75411 SH SHARED 75411 D TARRAGON CORP COM 87628710 27 1500 SH SHARED 1500 D TARRAGON CORP COM 87628710 104 5650 SH SHARED 17 5650 D TASER INTL INC COM 87651B10 191 31052 SH SHARED 25652 5400 D TASER INTL INC COM 87651B10 96 15600 SH SHARED 02 15600 D TASER INTL INC COM 87651B10 14 2300 SH SHARED 10 2300 D TASER INTL INC COM 87651B10 167 27100 SH SHARED 17 27100 D TASTY BAKING CO COM 87655330 98 11300 SH SHARED 11300 D TATA MTRS LTD SPONSORED ADR 87656850 3223 261460 SH SHARED 231460 30000 D TATA MTRS LTD SPONSORED ADR 87656850 1516 123000 SH SHARED 04 123000 D TAUBMAN CTRS INC COM 87666410 5414 170800 SH SHARED 168700 2100 D TAUBMAN CTRS INC COM 87666410 50 1600 SH SHR/OTHR 01 1600 D TAUBMAN CTRS INC COM 87666410 107 3400 SH SHARED 02 3400 D TAUBMAN CTRS INC COM 87666410 174 5500 SH SHARED 04 5500 D TAUBMAN CTRS INC COM 87666410 2209 69700 SH SHARED 10 69700 D TAUBMAN CTRS INC COM 87666410 36933 1165100 SH SHARED 11 1165100 D TAUBMAN CTRS INC COM 87666410 2704 85300 SH SHARED 17 41400 43900 D TAYLOR CAP GROUP INC COM 87685110 30 800 SH SHARED 800 D TAYLOR CAP GROUP INC COM 87685110 117 3100 SH SHARED 10 3100 D TAYLOR CAP GROUP INC COM 87685110 83 2200 SH SHARED 17 2200 D TECH DATA CORP COM 87823710 1776 48399 SH SHARED 23899 24500 D TECH DATA CORP COM 87823710 1114 30364 SH SHARED 02 30364 D TECH DATA CORP COM 87823710 66 1800 SH SHARED 17 1800 D TECHNE CORP COM 87837710 1193 20948 SH SHARED 4848 16100 D TECHNE CORP COM 87837710 27 475 SH SHR/OTHR 01 475 D TECHNE CORP COM 87837710 1213 21300 SH SHARED 02 21300 D TECHNE CORP COM 87837710 40 710 SH SHARED 10 710 D TECHNE CORP COM 87837710 22 390 SH SHARED 17 390 D TECHNICAL OLYMPIC USA INC COM 87848310 5736 219300 SH SHARED 219300 D TECHNICAL OLYMPIC USA INC COM 87848310 227 8700 SH SHARED 02 8700 D TECHNICAL OLYMPIC USA INC COM 87848310 335 12825 SH SHARED 17 12825 D TECHNIP NEW SPONSORED ADR 87854620 1640 27600 SH SHARED 27600 D TECHNITROL INC COM 87855510 90 5913 SH SHARED 5913 D TECHNITROL INC COM 87855510 246 16100 SH SHARED 17 16100 D TECHNOLOGY INVT CAP CORP COM 87871730 30 1900 SH SHARED 1900 D TECHNOLOGY INVT CAP CORP COM 87871730 23 1500 SH SHARED 17 1500 D TECUMSEH PRODS CO CL A 87889520 244 11375 SH SHARED 11375 D TECUMSEH PRODS CO CL A 87889520 176 8200 SH SHARED 02 8200 D TECUMSEH PRODS CO CL A 87889520 120 5600 SH SHARED 10 5600 D TECUMSEH PRODS CO CL A 87889520 211 9841 SH SHARED 17 7541 2300 D TEJON RANCH CO DEL COM 87908010 326 6949 SH SHARED 6949 D TEJON RANCH CO DEL COM 87908010 305 6500 SH SHARED 10 6500 D TEJON RANCH CO DEL COM 87908010 131 2800 SH SHARED 17 2800 D TEKELEC NOTE 2.250% 6/1 879101AE 4799 4006000 PRN SHARED 4006000 D TEKELEC COM 87910110 1495 71363 SH SHARED 69763 1600 D TEKELEC COM 87910110 890 42500 SH SHARED 02 42500 D TEKELEC COM 87910110 92 4400 SH SHARED 10 4400 D TEKELEC COM 87910110 611 29200 SH SHARED 17 26300 2900 D TEKTRONIX INC COM 87913110 7574 300229 SH SHARED 263629 36600 D TEKTRONIX INC COM 87913110 37 1500 SH SHARED 01 1500 D TEKTRONIX INC COM 87913110 549 21765 SH SHARED 02 21765 D TEKTRONIX INC COM 87913110 842 33375 SH SHARED 10 32775 600 D TEKTRONIX INC COM 87913110 851 33734 SH SHARED 17 33734 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 344 37972 SH SHARED 37972 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 5436 600000 SH SHARED 04 600000 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 711 78500 SH SHARED 14 78500 D TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 813 89810 SH SHARED 17 89810 D TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y10 0 30 SH SHARED 30 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 396 24000 SH SHARED 24000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 9170 554751 SH SHARED 515723 39028 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 12332 746083 SH SHARED 01 746083 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 13224 800000 SH SHARED 04 800000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 19236 1163737 SH SHARED 05 1127637 36100 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 3277 198300 SH SHARED 06 198300 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 20576 1244811 SH SHARED 10 1244811 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 1413 85500 SH SHARED 17 85500 D TELE SUDESTE CELULAR PART S SPON ADR PFD 87925210 37 4831 SH SHARED 4831 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 4 155 SH SHARED 02 155 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 1887 57903 SH SHARED 57903 D TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y20 2115 76600 SH SHARED 76600 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 12055 933800 SH SHARED 933800 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 1099 85200 SH SHARED 02 85200 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 351 10473 SH SHARED 10473 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 11 340 SH SHARED 10 340 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 486 15020 SH SHARED 15020 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 6436 323747 SH SHARED 323747 D TELEDYNE TECHNOLOGIES INC COM 87936010 237 6900 SH SHARED 6900 D TELEDYNE TECHNOLOGIES INC COM 87936010 71 2067 SH SHR/OTHR 01 2067 D TELEDYNE TECHNOLOGIES INC COM 87936010 2850 82700 SH SHARED 10 82700 D TELEDYNE TECHNOLOGIES INC COM 87936010 3757 109022 SH SHARED 17 22122 86900 D TELEFLEX INC COM 87936910 3564 50556 SH SHARED 36556 14000 D TELEFLEX INC COM 87936910 8 125 SH SHARED 01 125 D TELEFLEX INC COM 87936910 84 1200 SH SHR/OTHR 01 1200 D TELEFLEX INC COM 87936910 1543 21900 SH SHARED 02 21900 D TELEFLEX INC COM 87936910 21 300 SH SHARED 10 300 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 97 10700 SH SHARED 10700 D TELEFONICA S A SPONSORED ADR 87938220 234 4751 SH SHARED 4749 2 D TELEFONICA S A SPONSORED ADR 87938220 426 8652 SH SHARED 01 1044 7608 D TELEFONICA S A SPONSORED ADR 87938220 192 3907 SH SHR/OTHR 01 3907 D TELEFONICA S A SPONSORED ADR 87938220 2609 52915 SH SHARED 10 8648 44267 D TELEFONICA S A SPONSORED ADR 87938220 818 16603 SH SHR/OTHR 10 16603 D TELEFONICA S A SPONSORED ADR 87938220 23960 485825 SH SHARED 17 485825 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4447 209100 SH SHARED 209100 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 10930 513900 SH SHARED 01 513900 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 25 1200 SH SHR/OTHR 01 1200 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3566 167700 SH SHARED 02 167700 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 914 43000 SH SHARED 04 43000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 8163 383800 SH SHARED 10 383800 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 102 4800 SH SHR/OTHR 10 4800 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 978 46000 SH SHARED 14 46000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 17915 842310 SH SHARED 17 842310 D TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 0 43 SH SHARED 43 D TELEPHONE & DATA SYS INC COM 87943310 3963 101639 SH SHARED 70739 30900 D TELEPHONE & DATA SYS INC COM 87943310 1975 50642 SH SHARED 02 50642 D TELEPHONE & DATA SYS INC COM 87943310 1950 50000 SH SHARED 04 50000 D TELEPHONE & DATA SYS INC COM 87943310 25 641 SH SHARED 06 641 D TELEPHONE & DATA SYS INC COM 87943310 109 2800 SH SHARED 10 2800 D TELEPHONE & DATA SYS INC COM 87943310 15 400 SH SHARED 14 400 D TELEPHONE & DATA SYS INC COM 87943310 331 8500 SH SHARED 17 6500 2000 D TELEPHONE & DATA SYS INC SPL COM 87943386 10465 278700 SH SHARED 268700 10000 D TELEPHONE & DATA SYS INC SPL COM 87943386 7 200 SH SHARED 02 200 D TELEPHONE & DATA SYS INC SPL COM 87943386 15 400 SH SHARED 06 400 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 2 75 SH SHARED 75 D TELENOR ASA SPONSORED ADR 87944W10 59 2200 SH SHARED 2200 D TELENOR ASA SPONSORED ADR 87944W10 290 10780 SH SHARED 10 10780 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 1813 463797 SH SHARED 463797 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 9 2414 SH SHARED 04 2414 D TELEWEST GLOBAL INC COM 87956T10 13248 577295 SH SHARED 577295 D TELEWEST GLOBAL INC COM 87956T10 594 25900 SH SHARED 02 25900 D TELEWEST GLOBAL INC COM 87956T10 8576 373700 SH SHARED 10 373700 D TELEWEST GLOBAL INC COM 87956T10 85 3729 SH SHARED 14 3729 D TELEWEST GLOBAL INC COM 87956T10 3020 131600 SH SHARED 17 66900 64700 D TELIK INC COM 87959M10 124 7601 SH SHARED 7601 D TELIK INC COM 87959M10 4899 299500 SH SHARED 04 299500 D TELIK INC COM 87959M10 7905 483200 SH SHARED 10 478300 4900 D TELIK INC COM 87959M10 52 3200 SH SHARED 14 3200 D TELIK INC COM 87959M10 498 30500 SH SHARED 17 27500 3000 D TELKOM SA LTD SPONSORED ADR 87960310 132 1700 SH SHARED 02 1700 D TELKONET INC COM 87960410 35 9181 SH SHARED 9181 D TELKONET INC COM 87960410 68 17500 SH SHARED 17 17500 D TELLABS INC COM 87966410 27579 2621653 SH SHARED 2558151 63502 D TELLABS INC COM 87966410 23 2250 SH SHR/OTHR 01 2250 D TELLABS INC COM 87966410 1255 119368 SH SHARED 02 119368 D TELLABS INC COM 87966410 114 10850 SH SHARED 06 10850 D TELLABS INC COM 87966410 9 900 SH SHARED 10 900 D TELLABS INC COM 87966410 46 4400 SH SHARED 14 4400 D TELLABS INC COM 87966410 2193 208546 SH SHARED 17 208546 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 11 710 SH SHARED 710 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 6 430 SH SHARED 10 430 D TELUS CORP NON-VTG SHS 87971M20 36937 906664 SH SHARED 900668 5996 D TELUS CORP NON-VTG SHS 87971M20 236 5800 SH SHARED 01 5800 D TELUS CORP NON-VTG SHS 87971M20 2039 50055 SH SHARED 02 50055 D TELUS CORP NON-VTG SHS 87971M20 24 600 SH SHARED 06 600 D TELUS CORP NON-VTG SHS 87971M20 48 1200 SH SHARED 10 1200 D TELUS CORP NON-VTG SHS 87971M20 48 1192 SH SHARED 14 1192 D TEMPLE INLAND INC COM 87986810 21849 534872 SH SHARED 507519 27353 D TEMPLE INLAND INC COM 87986810 4485 109800 SH SHARED 01 109800 D TEMPLE INLAND INC COM 87986810 161 3960 SH SHR/OTHR 01 3960 D TEMPLE INLAND INC COM 87986810 2583 63238 SH SHARED 02 63238 D TEMPLE INLAND INC COM 87986810 36 900 SH SHARED 06 900 D TEMPLE INLAND INC COM 87986810 5001 122434 SH SHARED 10 15900 106534 D TEMPLE INLAND INC COM 87986810 367 9000 SH SHR/OTHR 10 9000 D TEMPLE INLAND INC COM 87986810 2352 57598 SH SHARED 17 57598 D TELETECH HOLDINGS INC COM 87993910 2494 248939 SH SHR/OTHR 248939 D TELETECH HOLDINGS INC COM 87993910 119 11900 SH SHARED 11900 D TELETECH HOLDINGS INC COM 87993910 2194 219000 SH SHARED 10 219000 D TELETECH HOLDINGS INC COM 87993910 2454 245000 SH SHARED 17 15200 229800 D TELESYSTEM INTL WIRELESS INC COM NEW 87994660 1106 1256900 SH SHARED 1256900 D TEMPLETON DRAGON FD INC COM 88018T10 0 41 SH SHARED 41 D TEMPLETON DRAGON FD INC COM 88018T10 97 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 296 15183 SH SHR/OTHR 01 15183 D TEMPLETON EMERGING MKTS FD I COM 88019110 303 15324 SH SHR/OTHR 01 15324 D TEMPLETON EMERG MKTS INCOME COM 88019210 73 5400 SH SHARED 5400 D TEMPLETON EMERG MKTS INCOME COM 88019210 1369 100000 SH SHR/OTHR 01 100000 D TEMPLETON GLOBAL INCOME FD COM 88019810 118 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 153 17700 SH SHARED 01 17700 D TEMPLETON GLOBAL INCOME FD COM 88019810 43 5000 SH SHR/OTHR 01 5000 D TEMPUR PEDIC INTL INC COM 88023U10 3 300 SH SHARED 300 D TEMPUR PEDIC INTL INC COM 88023U10 254 21534 SH SHARED 02 21534 D TEMPUR PEDIC INTL INC COM 88023U10 9 800 SH SHARED 10 800 D TEMPUR PEDIC INTL INC COM 88023U10 2175 183700 SH SHARED 17 183700 D TENARIS S A SPONSORED ADR 88031M10 27182 197200 SH SHARED 01 197200 D TENARIS S A SPONSORED ADR 88031M10 82 600 SH SHARED 02 600 D TENARIS S A SPONSORED ADR 88031M10 4583 33250 SH SHARED 04 33250 D TENARIS S A SPONSORED ADR 88031M10 30435 220800 SH SHARED 10 220800 D TENARIS S A SPONSORED ADR 88031M10 2040 14800 SH SHARED 14 14800 D TENARIS S A SPONSORED ADR 88031M10 844 6126 SH SHARED 17 6126 D TENET HEALTHCARE CORP COM 88033G10 30753 2738541 SH SHARED 2640874 97667 D TENET HEALTHCARE CORP COM 88033G10 176 15700 SH SHARED 01 15700 D TENET HEALTHCARE CORP COM 88033G10 1834 163401 SH SHARED 02 163401 D TENET HEALTHCARE CORP COM 88033G10 5 450 SH SHARED 05 450 D TENET HEALTHCARE CORP COM 88033G10 630 56175 SH SHARED 06 56175 D TENET HEALTHCARE CORP COM 88033G10 174 15550 SH SHARED 10 3300 12250 D TENET HEALTHCARE CORP COM 88033G10 2890 257400 SH SHARED 14 257400 D TENET HEALTHCARE CORP COM 88033G10 3156 281068 SH SHARED 17 281068 D TENNANT CO COM 88034510 49 1200 SH SHARED 1200 D TENNANT CO COM 88034510 36 900 SH SHARED 02 900 D TENNANT CO COM 88034510 20 500 SH SHARED 10 500 D TENNANT CO COM 88034510 106 2600 SH SHARED 17 2600 D TENNECO AUTOMOTIVE INC COM 88034910 145 8300 SH SHARED 6600 1700 D TENNECO AUTOMOTIVE INC COM 88034910 3016 172300 SH SHARED 10 172300 D TENNECO AUTOMOTIVE INC COM 88034910 457 26100 SH SHARED 17 23600 2500 D TERADYNE INC SDCV 3.750%10/1 880770AD 9558 9655000 PRN SHARED 02 9655000 D TERADYNE INC COM 88077010 4027 244072 SH SHARED 204301 39771 D TERADYNE INC COM 88077010 173 10500 SH SHARED 01 10500 D TERADYNE INC COM 88077010 24 1497 SH SHR/OTHR 01 1497 D TERADYNE INC COM 88077010 825 50010 SH SHARED 02 50010 D TERADYNE INC COM 88077010 1650 100000 SH SHARED 04 100000 D TERADYNE INC COM 88077010 259 15700 SH SHARED 06 15700 D TERADYNE INC COM 88077010 36 2200 SH SHARED 10 300 1900 D TERADYNE INC COM 88077010 2783 168700 SH SHARED 14 168700 D TERADYNE INC COM 88077010 2900 175772 SH SHARED 17 175772 D TERAYON COMMUNICATION SYS COM 88077510 409 104964 SH SHARED 104964 D TERAYON COMMUNICATION SYS COM 88077510 124 32000 SH SHARED 17 32000 D TEREX CORP NEW COM 88077910 276 5600 SH SHARED 400 5200 D TEREX CORP NEW COM 88077910 24 500 SH SHARED 01 500 D TEREX CORP NEW COM 88077910 238 4817 SH SHARED 02 4817 D TEREX CORP NEW COM 88077910 741 15000 SH SHARED 04 15000 D TEREX CORP NEW COM 88077910 30815 623410 SH SHARED 17 623410 D TERCICA INC COM 88078L10 19 1700 SH SHARED 1700 D TERCICA INC COM 88078L10 9677 857900 SH SHARED 04 857900 D TERCICA INC COM 88078L10 135 12000 SH SHARED 14 12000 D TERRA INDS INC COM 88091510 283 42600 SH SHARED 42600 D TERRA INDS INC COM 88091510 4184 629200 SH SHARED 10 629200 D TERRA INDS INC COM 88091510 1026 154400 SH SHARED 17 32900 121500 D TERRA NITROGEN CO L P COM UNIT 88100520 68 2900 SH SHARED 02 2900 D TERREMARK WORLDWIDE INC COM NEW 88144820 23 5249 SH SHARED 4849 400 D TERREMARK WORLDWIDE INC COM NEW 88144820 4 1000 SH SHARED 01 1000 D TESORO CORP COM 88160910 19375 288157 SH SHARED 286300 1857 D TESORO CORP COM 88160910 2918 43400 SH SHARED 01 43400 D TESORO CORP COM 88160910 6123 91074 SH SHARED 02 91074 D TESORO CORP COM 88160910 14389 214000 SH SHARED 04 214000 D TESORO CORP COM 88160910 611 9100 SH SHARED 10 8200 900 D TESORO CORP COM 88160910 1882 28000 SH SHARED 16 28000 D TESORO CORP COM 88160910 842 12525 SH SHARED 17 12525 D TETRA TECHNOLOGIES INC DEL COM 88162F10 750 24025 SH SHARED 24025 D TETRA TECHNOLOGIES INC DEL COM 88162F10 112 3600 SH SHARED 10 3600 D TETRA TECHNOLOGIES INC DEL COM 88162F10 469 15025 SH SHARED 17 12925 2100 D TETRA TECH INC NEW COM 88162G10 131 7800 SH SHARED 7800 D TETRA TECH INC NEW COM 88162G10 16 1000 SH SHARED 02 1000 D TETRA TECH INC NEW COM 88162G10 59 3550 SH SHARED 10 3550 D TETRA TECH INC NEW COM 88162G10 380 22616 SH SHARED 17 22616 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 91697 2743778 SH SHARED 2743778 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2650 79300 SH SHARED 01 56000 23300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 215 6450 SH SHR/OTHR 01 6450 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 17 532 SH SHARED 02 532 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 11138 333300 SH SHARED 04 333300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 18 560 SH SHARED 05 560 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 63 1900 SH SHARED 06 1900 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 35835 1072285 SH SHARED 10 894185 174800 3300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 123 3700 SH SHARED 14 3700 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 250 7490 SH SHARED 15 7490 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2606 78000 SH SHARED 16 78000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2767 82800 SH SHARED 17 82800 D TESSERA TECHNOLOGIES INC COM 88164L10 340 11369 SH SHARED 9469 1900 D TESSERA TECHNOLOGIES INC COM 88164L10 1399 46780 SH SHARED 01 46450 330 D TESSERA TECHNOLOGIES INC COM 88164L10 25 850 SH SHR/OTHR 01 850 D TESSERA TECHNOLOGIES INC COM 88164L10 694 23210 SH SHARED 02 23210 D TESSERA TECHNOLOGIES INC COM 88164L10 2572 86000 SH SHARED 04 86000 D TESSERA TECHNOLOGIES INC COM 88164L10 6777 226600 SH SHARED 10 223700 2900 D TESSERA TECHNOLOGIES INC COM 88164L10 9047 302500 SH SHARED 17 300900 1600 D TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB 11139 7150000 PRN SHARED 02 7150000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 11237 10900000 PRN SHARED 02 10900000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 67 3200 SH SHARED 3200 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 1143 54075 SH SHARED 01 53700 375 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 20 970 SH SHR/OTHR 01 970 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 170 8075 SH SHARED 02 8075 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 150 7100 SH SHARED 05 7100 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 5729 270900 SH SHARED 10 254700 16200 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 8756 414000 SH SHARED 17 411600 2400 D TEXAS INDS INC COM 88249110 184 3400 SH SHARED 3400 D TEXAS INDS INC COM 88249110 462 8500 SH SHARED 02 8500 D TEXAS INDS INC COM 88249110 1262 23200 SH SHARED 10 23200 D TEXAS INDS INC COM 88249110 584 10747 SH SHARED 17 9647 1100 D TEXAS INSTRS INC COM 88250810 93368 2754233 SH SHARED 2313035 441198 D TEXAS INSTRS INC COM 88250810 29025 856211 SH SHARED 01 543331 312880 D TEXAS INSTRS INC COM 88250810 3870 114183 SH SHR/OTHR 01 114183 D TEXAS INSTRS INC COM 88250810 12020 354573 SH SHARED 02 354573 D TEXAS INSTRS INC COM 88250810 18438 543900 SH SHARED 04 543900 D TEXAS INSTRS INC COM 88250810 4796 141490 SH SHARED 05 22480 119010 D TEXAS INSTRS INC COM 88250810 2440 72000 SH SHARED 06 72000 D TEXAS INSTRS INC COM 88250810 361319 10658389 SH SHARED 10 6596819 1595650 2465920 D TEXAS INSTRS INC COM 88250810 4642 136950 SH SHR/OTHR 10 136950 D TEXAS INSTRS INC COM 88250810 832 24544 SH SHARED 14 24544 D TEXAS INSTRS INC COM 88250810 3644 107500 SH SHARED 15 107500 D TEXAS INSTRS INC COM 88250810 32779 966944 SH SHARED 17 901260 65684 D TEXAS INSTRS INC COM 88250810 7054 208084 SH SHARED 19 208084 D TEXAS PETROCHEMICALS LP & TP NOTE 7.250% 4/3 882651AB 1415 674000 PRN SHARED 674000 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 751 26100 SH SHARED 10955 15145 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 23 825 SH SHR/OTHR 01 825 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 640 22259 SH SHARED 02 22259 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 4146 144035 SH SHARED 10 144035 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 2389 83013 SH SHARED 17 18333 64680 D TEXAS ROADHOUSE INC CL A 88268110 1328 89184 SH SHARED 89184 D TEXAS ROADHOUSE INC CL A 88268110 23 1550 SH SHR/OTHR 01 1550 D TEXAS ROADHOUSE INC CL A 88268110 65 4400 SH SHARED 10 4400 D TEXAS ROADHOUSE INC CL A 88268110 295 19800 SH SHARED 17 17200 2600 D THAI CAP FD INC COM NEW 88290520 4 481 SH SHARED 481 D TEXTRON INC COM 88320310 118022 1645599 SH SHARED 1606897 38702 D TEXTRON INC COM 88320310 2701 37673 SH SHARED 01 29245 8428 D TEXTRON INC COM 88320310 511 7132 SH SHR/OTHR 01 7132 D TEXTRON INC COM 88320310 3055 42604 SH SHARED 02 42604 D TEXTRON INC COM 88320310 7 100 SH SHARED 05 100 D TEXTRON INC COM 88320310 163 2277 SH SHARED 06 2277 D TEXTRON INC COM 88320310 32198 448942 SH SHARED 10 394825 54117 D TEXTRON INC COM 88320310 64 900 SH SHR/OTHR 10 900 D TEXTRON INC COM 88320310 186 2600 SH SHARED 14 2600 D TEXTRON INC COM 88320310 3471 48400 SH SHARED 15 48400 D TEXTRON INC COM 88320310 5764 80377 SH SHARED 17 61668 18709 D THE9 LTD ADR 88337K10 32 1700 SH SHARED 04 1700 D THERAVANCE INC COM 88338T10 300 14286 SH SHARED 01 14286 D THERMA-WAVE INC COM 88343A10 81 45294 SH SHARED 45294 D THERMO ELECTRON CORP COM 88355610 6390 206807 SH SHARED 182494 24313 D THERMO ELECTRON CORP COM 88355610 30 1000 SH SHR/OTHR 01 1000 D THERMO ELECTRON CORP COM 88355610 1114 36055 SH SHARED 02 36055 D THERMO ELECTRON CORP COM 88355610 1236 40000 SH SHARED 04 40000 D THERMO ELECTRON CORP COM 88355610 107 3477 SH SHARED 06 3477 D THERMO ELECTRON CORP COM 88355610 2132 69000 SH SHARED 10 67700 1300 D THERMO ELECTRON CORP COM 88355610 182 5900 SH SHARED 14 5900 D THERMO ELECTRON CORP COM 88355610 2028 65633 SH SHARED 17 65633 D THERMOGENESIS CORP COM NEW 88362320 36 6900 SH SHARED 6900 D THERMOGENESIS CORP COM NEW 88362320 78 14900 SH SHARED 17 14900 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 2 600 SH SHARED 02 600 D THOMAS & BETTS CORP COM 88431510 3242 94219 SH SHARED 72119 22100 D THOMAS & BETTS CORP COM 88431510 671 19500 SH SHARED 01 19500 D THOMAS & BETTS CORP COM 88431510 1330 38676 SH SHARED 02 38676 D THOMAS & BETTS CORP COM 88431510 199 5800 SH SHARED 10 5800 D THOMAS & BETTS CORP COM 88431510 4476 130100 SH SHARED 17 130100 D THOMAS PPTYS GROUP INC COM 88445310 7732 594800 SH SHARED 17 594800 D THOMSON CORP COM 88490310 183 4897 SH SHARED 4897 D THOMSON CORP COM 88490310 93 2500 SH SHARED 01 2500 D THOMSON CORP COM 88490310 3589 95692 SH SHARED 02 95692 D THOMSON CORP COM 88490310 48 1288 SH SHARED 06 1288 D THOMSON CORP COM 88490310 45 1200 SH SHARED 10 1200 D THOR INDS INC COM 88516010 1214 35716 SH SHARED 18416 17300 D THOR INDS INC COM 88516010 753 22167 SH SHARED 02 22167 D THOR INDS INC COM 88516010 159 4700 SH SHARED 10 1900 2800 D THOR INDS INC COM 88516010 542 15949 SH SHARED 17 14149 1800 D THORATEC CORP NOTE 1.379% 5/1 885175AB 7746 12395000 PRN SHARED 12395000 D THORATEC CORP NOTE 1.379% 5/1 885175AB 1562 2500000 PRN SHARED 02 2500000 D THORATEC CORP COM NEW 88517530 127 7200 SH SHARED 7200 D THORATEC CORP COM NEW 88517530 108 6100 SH SHARED 02 6100 D THORATEC CORP COM NEW 88517530 7208 405900 SH SHARED 10 405900 D THORATEC CORP COM NEW 88517530 889 50060 SH SHARED 17 50060 D THORNBURG MTG INC COM 88521810 5423 216421 SH SHARED 216421 D THORNBURG MTG INC COM 88521810 295 11800 SH SHARED 02 11800 D THORNBURG MTG INC COM 88521810 107 4300 SH SHARED 10 4300 D 3COM CORP COM 88553510 1384 339327 SH SHARED 250427 88900 D 3COM CORP COM 88553510 21 5174 SH SHR/OTHR 01 5174 D 3COM CORP COM 88553510 537 131800 SH SHARED 02 131800 D 3COM CORP COM 88553510 88 21700 SH SHARED 10 21700 D 3COM CORP COM 88553510 594 145700 SH SHARED 17 145700 D 3-D SYS CORP DEL COM NEW 88554D20 37 1700 SH SHARED 1700 D 3-D SYS CORP DEL COM NEW 88554D20 88 4000 SH SHARED 17 4000 D 3M CO NOTE 11/2 88579YAB 3567 4100000 PRN SHARED 06 4100000 D 3M CO COM 88579Y10 159499 2174196 SH SHARED 1982544 191652 D 3M CO COM 88579Y10 20105 274070 SH SHARED 01 185845 88225 D 3M CO COM 88579Y10 13439 183201 SH SHR/OTHR 01 183201 D 3M CO COM 88579Y10 22115 301467 SH SHARED 02 301467 D 3M CO COM 88579Y10 1272 17344 SH SHARED 04 15800 1544 D 3M CO COM 88579Y10 249 3400 SH SHARED 05 3400 D 3M CO COM 88579Y10 3721 50723 SH SHARED 06 50723 D 3M CO COM 88579Y10 13799 188108 SH SHARED 10 61242 126866 D 3M CO COM 88579Y10 4152 56604 SH SHR/OTHR 10 56604 D 3M CO COM 88579Y10 1428 19471 SH SHARED 14 19471 D 3M CO COM 88579Y10 2200 30000 SH SHARED 15 30000 D 3M CO COM 88579Y10 96319 1312966 SH SHARED 17 1311166 1800 D THRESHOLD PHARMACEUTICAL INC COM 88580710 10 800 SH SHARED 800 D TIBCO SOFTWARE INC COM 88632Q10 2653 317439 SH SHARED 317439 D TIBCO SOFTWARE INC COM 88632Q10 1 200 SH SHARED 02 200 D TIBCO SOFTWARE INC COM 88632Q10 1588 190000 SH SHARED 04 190000 D TIBCO SOFTWARE INC COM 88632Q10 112 13500 SH SHARED 05 13500 D TIBCO SOFTWARE INC COM 88632Q10 18891 2259800 SH SHARED 10 2109900 149900 D TIBCO SOFTWARE INC COM 88632Q10 1856 222100 SH SHARED 14 222100 D TIBCO SOFTWARE INC COM 88632Q10 6779 810940 SH SHARED 17 769440 41500 D TIDEWATER INC COM 88642310 4181 85919 SH SHARED 63419 22500 D TIDEWATER INC COM 88642310 1440 29600 SH SHARED 02 29600 D TIDEWATER INC COM 88642310 146 3000 SH SHARED 10 3000 D TIDEWATER INC COM 88642310 1074 22070 SH SHARED 17 22070 D TIERONE CORP COM 88650R10 73 2800 SH SHARED 2800 D TIERONE CORP COM 88650R10 410 15600 SH SHARED 10 15600 D TIERONE CORP COM 88650R10 473 18000 SH SHARED 17 9400 8600 D TIENS BIOTECH GROUP USA INC COM 88650T10 12 3330 SH SHARED 3330 D TIFFANY & CO NEW COM 88654710 11383 286228 SH SHARED 253033 33195 D TIFFANY & CO NEW COM 88654710 279 7025 SH SHARED 01 6400 625 D TIFFANY & CO NEW COM 88654710 1272 31994 SH SHR/OTHR 01 31994 D TIFFANY & CO NEW COM 88654710 1669 41970 SH SHARED 02 41970 D TIFFANY & CO NEW COM 88654710 7 200 SH SHARED 05 200 D TIFFANY & CO NEW COM 88654710 91 2300 SH SHARED 06 2300 D TIFFANY & CO NEW COM 88654710 3234 81330 SH SHARED 10 65400 15930 D TIFFANY & CO NEW COM 88654710 830 20870 SH SHR/OTHR 10 20870 D TIFFANY & CO NEW COM 88654710 2418 60816 SH SHARED 17 60816 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 215 11614 SH SHARED 11614 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 407 21917 SH SHARED 17 21917 D TIM HELLAS TELECOMM S A ADR 88706Q10 1991 102900 SH SHARED 102900 D TIMBERLAND CO CL A 88710010 1157 34253 SH SHARED 10653 23600 D TIMBERLAND CO CL A 88710010 987 29234 SH SHARED 02 29234 D TIMBERLAND CO CL A 88710010 122 3625 SH SHARED 17 3625 D TIME WARNER INC COM 88731710 341723 18869330 SH SHARED 18286151 583179 D TIME WARNER INC COM 88731710 20504 1132234 SH SHARED 01 449656 682578 D TIME WARNER INC COM 88731710 7475 412801 SH SHR/OTHR 01 412801 D TIME WARNER INC COM 88731710 23936 1321721 SH SHARED 02 1321721 D TIME WARNER INC COM 88731710 379842 20974200 SH SHARED 04 20959200 15000 D TIME WARNER INC COM 88731710 23233 1282896 SH SHARED 05 1091047 191849 D TIME WARNER INC COM 88731710 37582 2075255 SH SHARED 06 2075255 D TIME WARNER INC COM 88731710 133100 7349533 SH SHARED 10 884528 5372500 1092505 D TIME WARNER INC COM 88731710 1081 59737 SH SHR/OTHR 10 59737 D TIME WARNER INC COM 88731710 14232 785865 SH SHARED 14 785865 D TIME WARNER INC COM 88731710 3203 176910 SH SHARED 15 176910 D TIME WARNER INC COM 88731710 1992 110000 SH SHARED 16 110000 D TIME WARNER INC COM 88731710 41008 2264431 SH SHARED 17 2249031 15400 D TIME WARNER INC COM 88731710 279 15450 SH SHARED 19 15450 D TIME WARNER TELECOM INC CL A 88731910 151 19385 SH SHARED 7585 11800 D TIME WARNER TELECOM INC CL A 88731910 338 43400 SH SHARED 17 23200 20200 D TIMKEN CO COM 88738910 1299 43859 SH SHARED 9959 33900 D TIMKEN CO COM 88738910 1230 41533 SH SHARED 02 41533 D TIMKEN CO COM 88738910 11 400 SH SHARED 10 400 D TIMKEN CO COM 88738910 275 9300 SH SHARED 17 9300 D TIPPERARY CORP COM PAR $0.02 88800230 22 3054 SH SHARED 3054 D TITAN INTL INC ILL NOTE 5.250% 7/2 88830MAB 6567 5510000 PRN SHARED 5510000 D TITAN INTL INC ILL COM 88830M10 31 2300 SH SHARED 2300 D TITAN INTL INC ILL COM 88830M10 98 7200 SH SHARED 17 7200 D TITANIUM METALS CORP COM NEW 88833920 213 5400 SH SHARED 5400 D TITANIUM METALS CORP COM NEW 88833920 221 5600 SH SHARED 17 5600 D TIVO INC COM 88870610 90 16600 SH SHARED 8600 8000 D TIVO INC COM 88870610 8 1500 SH SHARED 01 1500 D TIVO INC COM 88870610 115 21000 SH SHARED 17 21000 D TODCO CL A 88889T10 304 7300 SH SHARED 7300 D TODCO CL A 88889T10 1251 30000 SH SHARED 04 30000 D TODCO CL A 88889T10 208 5000 SH SHARED 10 5000 D TODCO CL A 88889T10 800 19200 SH SHARED 17 17300 1900 D TOLL BROTHERS INC COM 88947810 10335 231383 SH SHARED 187583 43800 D TOLL BROTHERS INC COM 88947810 3758 84142 SH SHARED 02 84142 D TOLL BROTHERS INC COM 88947810 71 1593 SH SHARED 06 1593 D TOLL BROTHERS INC COM 88947810 8 200 SH SHARED 10 200 D TOLL BROTHERS INC COM 88947810 142 3200 SH SHARED 14 3200 D TOLL BROTHERS INC COM 88947810 5324 119200 SH SHARED 17 119200 D TOM ONLINE INC ADR REG S 88972820 569 28900 SH SHARED 28900 D TOMPKINSTRUSTCO INC COM 89011010 50 1164 SH SHARED 1164 D TOMPKINSTRUSTCO INC COM 89011010 73 1700 SH SHARED 10 1700 D TOMPKINSTRUSTCO INC COM 89011010 176 4073 SH SHARED 17 2673 1400 D TOO INC COM 89033310 165 6047 SH SHARED 5300 747 D TOO INC COM 89033310 164 5995 SH SHARED 01 5995 D TOO INC COM 89033310 3313 120800 SH SHARED 10 120800 D TOO INC COM 89033310 1364 49744 SH SHARED 17 24544 25200 D TOOTSIE ROLL INDS INC COM 89051610 580 18290 SH SHARED 6911 11379 D TOOTSIE ROLL INDS INC COM 89051610 10 346 SH SHARED 01 346 D TOOTSIE ROLL INDS INC COM 89051610 802 25260 SH SHARED 02 25260 D TOOTSIE ROLL INDS INC COM 89051610 92 2900 SH SHARED 10 2900 D TOOTSIE ROLL INDS INC COM 89051610 330 10400 SH SHARED 17 8800 1600 D TOPPS INC COM 89078610 43 5300 SH SHARED 5300 D TOPPS INC COM 89078610 6 780 SH SHARED 10 780 D TOPPS INC COM 89078610 90 10996 SH SHARED 17 10996 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 14 2090 SH SHARED 2090 D TORCHMARK CORP COM 89102710 33430 632787 SH SHARED 607692 25095 D TORCHMARK CORP COM 89102710 1304 24695 SH SHARED 02 24695 D TORCHMARK CORP COM 89102710 247 4690 SH SHARED 06 4690 D TORCHMARK CORP COM 89102710 327 6200 SH SHARED 10 6100 100 D TORCHMARK CORP COM 89102710 174 3300 SH SHARED 14 3300 D TORCHMARK CORP COM 89102710 2653 50220 SH SHARED 17 50220 D TOREADOR RES CORP COM 89105010 77 2200 SH SHARED 2200 D TOREADOR RES CORP COM 89105010 38 1100 SH SHARED 02 1100 D TOREADOR RES CORP COM 89105010 230 6500 SH SHARED 17 6500 D TORO CO COM 89109210 606 16500 SH SHARED 16500 D TORO CO COM 89109210 524 14267 SH SHARED 02 14267 D TORO CO COM 89109210 67 1840 SH SHARED 10 1840 D TORO CO COM 89109210 66 1800 SH SHARED 17 1800 D TORONTO DOMINION BK ONT COM NEW 89116050 190675 3866081 SH SHARED 3866081 D TORONTO DOMINION BK ONT COM NEW 89116050 165 3362 SH SHARED 01 3362 D TORONTO DOMINION BK ONT COM NEW 89116050 6157 124838 SH SHARED 02 124838 D TORONTO DOMINION BK ONT COM NEW 89116050 116 2370 SH SHARED 14 2370 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 11213 354857 SH SHARED 17 354857 D TOTAL S A SPONSORED ADR 89151E10 5 37 SH SHARED 37 D TOTAL S A SPONSORED ADR 89151E10 8419 61992 SH SHARED 01 28650 33342 D TOTAL S A SPONSORED ADR 89151E10 1329 9792 SH SHR/OTHR 01 9792 D TOTAL S A SPONSORED ADR 89151E10 149 1100 SH SHARED 02 1100 D TOTAL S A SPONSORED ADR 89151E10 4389 32315 SH SHARED 10 1940 30375 D TOTAL S A SPONSORED ADR 89151E10 101 746 SH SHR/OTHR 10 746 D TOWER GROUP INC COM 89177710 37 2500 SH SHARED 2500 D TOWER GROUP INC COM 89177710 9932 656900 SH SHARED 17 656900 D TOTAL SYS SVCS INC COM 89190610 1646 70631 SH SHARED 70431 200 D TOTAL SYS SVCS INC COM 89190610 104 4500 SH SHARED 02 4500 D TOTAL SYS SVCS INC COM 89190610 146 6300 SH SHARED 17 6300 D TOWN & CTRY TR SH BEN INT 89208110 81 2800 SH SHARED 2800 D TOWN & CTRY TR SH BEN INT 89208110 380 13100 SH SHARED 10 13100 D TOWN & CTRY TR SH BEN INT 89208110 954 32900 SH SHARED 11 32900 D TOWN & CTRY TR SH BEN INT 89208110 223 7700 SH SHARED 17 5600 2100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 2745 29726 SH SHARED 29726 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 13 150 SH SHARED 01 150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 55 600 SH SHR/OTHR 01 600 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 922 9987 SH SHARED 10 9987 D TRACTOR SUPPLY CO COM 89235610 228 5000 SH SHARED 5000 D TRACTOR SUPPLY CO COM 89235610 89 1961 SH SHARED 02 1961 D TRACTOR SUPPLY CO COM 89235610 95 2100 SH SHARED 10 2100 D TRACTOR SUPPLY CO COM 89235610 954 20900 SH SHARED 17 19500 1400 D TRADESTATION GROUP INC COM 89267P10 30 3000 SH SHARED 3000 D TRADESTATION GROUP INC COM 89267P10 106 10500 SH SHARED 17 10500 D TRAMMELL CROW CO COM 89288R10 125 5100 SH SHARED 5100 D TRAMMELL CROW CO COM 89288R10 78 3200 SH SHARED 02 3200 D TRAMMELL CROW CO COM 89288R10 78 3200 SH SHARED 10 3200 D TRAMMELL CROW CO COM 89288R10 436 17700 SH SHARED 17 15700 2000 D TRANS WORLD ENTMT CORP COM 89336Q10 22 2900 SH SHARED 2900 D TRANS WORLD ENTMT CORP COM 89336Q10 422 53500 SH SHARED 10 53500 D TRANS WORLD ENTMT CORP COM 89336Q10 69 8745 SH SHARED 17 8745 D TRANSACTION SYS ARCHITECTS COM 89341610 639 22950 SH SHARED 9850 13100 D TRANSACTION SYS ARCHITECTS COM 89341610 353 12700 SH SHARED 02 12700 D TRANSACTION SYS ARCHITECTS COM 89341610 105 3800 SH SHARED 10 400 3400 D TRANSACTION SYS ARCHITECTS COM 89341610 526 18906 SH SHARED 17 16606 2300 D TRANSALTA CORP COM 89346D10 305 15429 SH SHARED 3400 12029 D TRANSALTA CORP COM 89346D10 1611 81439 SH SHARED 02 81439 D TRANSALTA CORP COM 89346D10 1 77 SH SHARED 06 77 D TRANSALTA CORP COM 89346D10 51 2600 SH SHARED 10 2600 D TRANSATLANTIC HLDGS INC COM 89352110 11 200 SH SHARED 200 D TRANSATLANTIC HLDGS INC COM 89352110 152 2672 SH SHARED 02 2672 D TRANSATLANTIC HLDGS INC COM 89352110 1597 28031 SH SHARED 10 3093 24938 D TRANSATLANTIC HLDGS INC COM 89352110 4 85 SH SHARED 14 85 D TRANSATLANTIC HLDGS INC COM 89352110 4117 72237 SH SHARED 17 72237 D TRANSCANADA CORP COM 89353D10 374 12261 SH SHARED 12261 D TRANSCANADA CORP COM 89353D10 10 333 SH SHR/OTHR 01 333 D TRANSCANADA CORP COM 89353D10 3218 105342 SH SHARED 02 105342 D TRANSCANADA CORP COM 89353D10 1211 39670 SH SHARED 06 39670 D TRANSCANADA CORP COM 89353D10 58 1900 SH SHARED 10 1900 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 0 4 SH SHARED 02 4 D TRANSMETA CORP DEL COM 89376R10 57 40295 SH SHARED 40295 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 158281153522000 PRN SHARED 153522000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 7165 6950000 PRN SHARED 02 6950000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 618 600000 PRN SHARED 04 600000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 1958 1900000 PRN SHARED 06 1900000 D TRANSMONTAIGNE INC COM 89393410 43 5500 SH SHARED 5500 D TRANSMONTAIGNE INC COM 89393410 138 17300 SH SHARED 17 17300 D TRANSWITCH CORP COM 89406510 60 35008 SH SHARED 35008 D TRANSWITCH CORP COM 89406510 82 47900 SH SHARED 17 47900 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 3488 145000 SH SHARED 145000 D TRAVELZOO INC COM 89421Q10 85 3854 SH SHARED 1554 2300 D TRAVELZOO INC COM 89421Q10 321 14500 SH SHARED 02 14500 D TRAVELZOO INC COM 89421Q10 13 600 SH SHARED 10 600 D TRAVELZOO INC COM 89421Q10 19 900 SH SHARED 17 900 D TREDEGAR CORP COM 89465010 63 4900 SH SHARED 4900 D TREDEGAR CORP COM 89465010 62 4837 SH SHARED 02 4837 D TREDEGAR CORP COM 89465010 1708 131300 SH SHARED 10 131300 D TREDEGAR CORP COM 89465010 143 11055 SH SHARED 17 11055 D TREEHOUSE FOODS INC COM 89469A10 27488 1022652 SH SHARED 1014900 7752 D TREEHOUSE FOODS INC COM 89469A10 98 3676 SH SHARED 02 3676 D TREEHOUSE FOODS INC COM 89469A10 2932 109097 SH SHARED 10 23613 71460 14024 D TREEHOUSE FOODS INC COM 89469A10 1162 43260 SH SHARED 17 43260 D TREX INC COM 89531P10 249 10400 SH SHARED 10400 D TREX INC COM 89531P10 120 5000 SH SHARED 17 5000 D TRI CONTL CORP COM 89543610 863 47266 SH SHARED 47266 D TRI CONTL CORP COM 89543610 18 1004 SH SHARED 01 1004 D TRI CONTL CORP COM 89543610 290 15896 SH SHR/OTHR 01 15896 D TRI CONTL CORP COM 89543610 18 1004 SH SHARED 10 1004 D TRI VY CORP COM 89573510 93 9428 SH SHARED 9428 D TRI VY CORP COM 89573510 74 7500 SH SHARED 17 7500 D TRIAD HOSPITALS INC COM 89579K10 25014 552573 SH SHARED 515397 37176 D TRIAD HOSPITALS INC COM 89579K10 403 8920 SH SHARED 01 5935 2985 D TRIAD HOSPITALS INC COM 89579K10 31 705 SH SHR/OTHR 01 705 D TRIAD HOSPITALS INC COM 89579K10 1874 41400 SH SHARED 02 41400 D TRIAD HOSPITALS INC COM 89579K10 5717 126300 SH SHARED 04 126300 D TRIAD HOSPITALS INC COM 89579K10 57 1275 SH SHARED 06 1275 D TRIAD HOSPITALS INC COM 89579K10 9035 199600 SH SHARED 10 171600 28000 D TRIAD HOSPITALS INC COM 89579K10 45 1000 SH SHARED 14 1000 D TRIAD HOSPITALS INC COM 89579K10 33690 744211 SH SHARED 17 726411 17800 D TRIDENT MICROSYSTEMS INC COM 89591910 127 4000 SH SHARED 3700 300 D TRIDENT MICROSYSTEMS INC COM 89591910 79 2500 SH SHARED 02 2500 D TRIDENT MICROSYSTEMS INC COM 89591910 897 28200 SH SHARED 10 28200 D TRIDENT MICROSYSTEMS INC COM 89591910 6196 194800 SH SHARED 17 176000 18800 D TRIAD GTY INC COM 89592510 2733 69691 SH SHARED 69691 D TRIAD GTY INC COM 89592510 36 940 SH SHARED 10 940 D TRIAD GTY INC COM 89592510 5502 140300 SH SHARED 17 140300 D TRIARC COS INC NOTE 5.000% 5/1 895927AD 40273 32610000 PRN SHARED 32610000 D TRIARC COS INC NOTE 5.000% 5/1 895927AD 20555 16644000 PRN SHARED 02 16644000 D TRIARC COS INC CL A 89592710 462 27500 SH SHARED 27500 D TRIARC COS INC CL B SER 1 89592730 523 34300 SH SHARED 31300 3000 D TRIARC COS INC CL B SER 1 89592730 130 8516 SH SHARED 02 8516 D TRIARC COS INC CL B SER 1 89592730 552 36200 SH SHARED 17 36200 D TRIBUNE CO NEW COM 89604710 13300 392471 SH SHARED 320215 72256 D TRIBUNE CO NEW COM 89604710 42023 1239992 SH SHARED 01 7475 1232517 D TRIBUNE CO NEW COM 89604710 237 7000 SH SHR/OTHR 01 7000 D TRIBUNE CO NEW COM 89604710 3340 98576 SH SHARED 02 98576 D TRIBUNE CO NEW COM 89604710 6 200 SH SHARED 05 200 D TRIBUNE CO NEW COM 89604710 282 8342 SH SHARED 06 8342 D TRIBUNE CO NEW COM 89604710 789 23300 SH SHARED 10 2400 20900 D TRIBUNE CO NEW COM 89604710 257 7584 SH SHR/OTHR 10 7584 D TRIBUNE CO NEW COM 89604710 195 5772 SH SHARED 14 5772 D TRIBUNE CO NEW COM 89604710 1982 58500 SH SHARED 16 58500 D TRIBUNE CO NEW COM 89604710 3930 115980 SH SHARED 17 114480 1500 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 1292 1582279 PRN SHARED 1582279 D TRICO BANCSHARES COM 89609510 36 1700 SH SHARED 1700 D TRICO BANCSHARES COM 89609510 32 1500 SH SHARED 10 1500 D TRICO BANCSHARES COM 89609510 107 5000 SH SHARED 17 5000 D TRIKON TECHNOLOGIES INC COM NEW 89618740 93 55100 SH SHARED 55100 D TRIMBLE NAVIGATION LTD COM 89623910 13 400 SH SHARED 400 D TRIMBLE NAVIGATION LTD COM 89623910 442 13120 SH SHARED 02 13120 D TRIMBLE NAVIGATION LTD COM 89623910 65 1950 SH SHARED 10 1950 D TRIMBLE NAVIGATION LTD COM 89623910 178 5300 SH SHARED 17 5300 D TRIMERIS INC COM 89626310 42 2800 SH SHARED 2800 D TRIMERIS INC COM 89626310 4 300 SH SHARED 02 300 D TRIMERIS INC COM 89626310 128 8402 SH SHARED 17 8402 D TRINITY BIOTECH PLC SPON ADR NEW 89643830 6 900 SH SHARED 01 900 D TRINITY INDS INC COM 89652210 1228 30350 SH SHARED 12950 17400 D TRINITY INDS INC COM 89652210 680 16800 SH SHARED 02 16800 D TRINITY INDS INC COM 89652210 121 3000 SH SHARED 10 3000 D TRINITY INDS INC COM 89652210 717 17712 SH SHARED 17 15812 1900 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 22 6495 SH SHARED 6495 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 9922 10250000 PRN SHARED 10250000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 284 80882 SH SHARED 42207 38675 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 167 47700 SH SHARED 02 47700 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 183 52078 SH SHARED 17 52078 D TRIUMPH GROUP INC NEW COM 89681810 538 14500 SH SHARED 14000 500 D TRIUMPH GROUP INC NEW COM 89681810 23 644 SH SHR/OTHR 01 644 D TRIUMPH GROUP INC NEW COM 89681810 516 13900 SH SHARED 10 13900 D TRIUMPH GROUP INC NEW COM 89681810 7051 189700 SH SHARED 17 188300 1400 D TRIZEC PROPERTIES INC COM 89687P10 1523 66047 SH SHARED 66047 D TRIZEC PROPERTIES INC COM 89687P10 232 10100 SH SHARED 02 10100 D TRIZEC PROPERTIES INC COM 89687P10 405 17600 SH SHARED 04 17600 D TRIZEC PROPERTIES INC COM 89687P10 102897 4462170 SH SHARED 11 4462170 D TRIZEC PROPERTIES INC COM 89687P10 76 3309 SH SHARED 14 3309 D TRIZETTO GROUP INC COM 89688210 90 6400 SH SHARED 6400 D TRIZETTO GROUP INC COM 89688210 261 18500 SH SHARED 17 18500 D TRIPATH IMAGING INC COM 89694210 32 4600 SH SHARED 4600 D TRIPATH IMAGING INC COM 89694210 99 14100 SH SHARED 17 14100 D TRUE RELIGION APPAREL INC COM 89784N10 416 25000 SH SHARED 01 25000 D TRUE RELIGION APPAREL INC COM 89784N10 499 30000 SH SHARED 04 30000 D TRUE RELIGION APPAREL INC COM 89784N10 416 25000 SH SHARED 10 25000 D TRUE RELIGION APPAREL INC COM 89784N10 4432 266356 SH SHARED 17 266356 D TRUSTCO BK CORP N Y COM 89834910 145 11600 SH SHARED 11600 D TRUSTCO BK CORP N Y COM 89834910 28 2300 SH SHARED 10 2300 D TRUSTCO BK CORP N Y COM 89834910 612 48883 SH SHARED 17 48883 D TRUSTMARK CORP COM 89840210 217 7800 SH SHARED 7300 500 D TRUSTMARK CORP COM 89840210 89 3228 SH SHARED 02 3228 D TRUSTMARK CORP COM 89840210 36 1300 SH SHARED 10 1300 D TRUSTMARK CORP COM 89840210 601 21600 SH SHARED 17 21600 D TRUSTREET PPTYS INC COM 89840410 134 8600 SH SHARED 8600 D TRUSTREET PPTYS INC COM 89840410 46 3000 SH SHR/OTHR 01 3000 D TRUSTREET PPTYS INC COM 89840410 1 100 SH SHARED 02 100 D TRUSTREET PPTYS INC COM 89840410 1195 76400 SH SHARED 10 76400 D TRUSTREET PPTYS INC COM 89840410 374 23900 SH SHARED 17 23900 D TRUSTREET PPTYS INC PFD CV A 89840420 231 10000 SH SHR/OTHR 01 10000 D TUCOWS INC COM 89869710 11 12000 SH SHARED 12000 D TUESDAY MORNING CORP COM NEW 89903550 98 3800 SH SHARED 3800 D TUESDAY MORNING CORP COM NEW 89903550 54 2100 SH SHARED 02 2100 D TUESDAY MORNING CORP COM NEW 89903550 95 3700 SH SHARED 10 3700 D TUESDAY MORNING CORP COM NEW 89903550 628 24300 SH SHARED 17 22800 1500 D TUPPERWARE CORP COM 89989610 1499 65812 SH SHARED 34812 31000 D TUPPERWARE CORP COM 89989610 973 42743 SH SHARED 02 42743 D TUPPERWARE CORP COM 89989610 88 3900 SH SHARED 10 3900 D TUPPERWARE CORP COM 89989610 742 32590 SH SHARED 17 32590 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 96 6200 SH SHARED 4700 1500 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 3214 206176 SH SHARED 17 206176 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 9569 701077 SH SHARED 701077 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 444 32540 SH SHARED 01 9900 22640 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 13330 976596 SH SHARED 04 975785 811 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 2676 196088 SH SHARED 05 196088 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 1091 79971 SH SHARED 06 79971 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 12783 936512 SH SHARED 10 936512 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 70 5200 SH SHARED 15 5200 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 1491 109251 SH SHARED 17 109251 D TUT SYSTEMS COM 90110310 23 7242 SH SHARED 7242 D TWEETER HOME ENTMT GROUP INC COM 90116710 178 54106 SH SHARED 54106 D 21ST CENTY INS GROUP COM 90130N10 78 4900 SH SHARED 4900 D 21ST CENTY INS GROUP COM 90130N10 151 9500 SH SHARED 17 9500 D 24/7 REAL MEDIA INC COM NEW 90131420 105 15000 SH SHARED 15000 D II VI INC COM 90210410 79 4500 SH SHARED 3500 1000 D II VI INC COM 90210410 20 1175 SH SHR/OTHR 01 1175 D II VI INC COM 90210410 46 2600 SH SHARED 10 2600 D II VI INC COM 90210410 180 10200 SH SHARED 17 10200 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 29472 24000000 PRN SHARED 24000000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 153 125000 PRN SHARED 01 125000 D TYCO INTL GROUP S A DBCV 2.750% 1/1 902118BF 16606 13523000 PRN SHARED 02 13523000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 33856 25591000 PRN SHARED 25591000 D TYCO INTL LTD NEW COM 90212410 105829 3799966 SH SHARED 3312216 487750 D TYCO INTL LTD NEW COM 90212410 10054 361034 SH SHARED 01 279519 81515 D TYCO INTL LTD NEW COM 90212410 963 34585 SH SHR/OTHR 01 34585 D TYCO INTL LTD NEW COM 90212410 7168 257382 SH SHARED 02 257382 D TYCO INTL LTD NEW COM 90212410 65073 2336572 SH SHARED 04 2330840 5732 D TYCO INTL LTD NEW COM 90212410 40202 1443536 SH SHARED 05 1083773 359763 D TYCO INTL LTD NEW COM 90212410 33813 1214121 SH SHARED 06 1214121 D TYCO INTL LTD NEW COM 90212410 161918 5813944 SH SHARED 10 971599 4758000 84345 D TYCO INTL LTD NEW COM 90212410 38 1400 SH SHR/OTHR 10 1400 D TYCO INTL LTD NEW COM 90212410 1253 44992 SH SHARED 14 44992 D TYCO INTL LTD NEW COM 90212410 849 30514 SH SHARED 15 30514 D TYCO INTL LTD NEW COM 90212410 150146 5391263 SH SHARED 17 5391263 D TYCO INTL LTD NEW COM 90212410 11698 420063 SH SHARED 19 420063 D TYLER TECHNOLOGIES INC COM 90225210 51 6245 SH SHARED 6245 D TYLER TECHNOLOGIES INC COM 90225210 134 16200 SH SHARED 17 16200 D TYSON FOODS INC CL A 90249410 11550 639920 SH SHARED 589618 50302 D TYSON FOODS INC CL A 90249410 36 1996 SH SHR/OTHR 01 1996 D TYSON FOODS INC CL A 90249410 1001 55499 SH SHARED 02 55499 D TYSON FOODS INC CL A 90249410 5305 293915 SH SHARED 06 293915 D TYSON FOODS INC CL A 90249410 23 1300 SH SHARED 10 1300 D TYSON FOODS INC CL A 90249410 257 14242 SH SHARED 14 14242 D TYSON FOODS INC CL A 90249410 1853 102700 SH SHARED 17 102700 D UCBH HOLDINGS INC COM 90262T30 263 14400 SH SHARED 13600 800 D UCBH HOLDINGS INC COM 90262T30 1 107 SH SHARED 02 107 D UCBH HOLDINGS INC COM 90262T30 100 5500 SH SHARED 10 5500 D UCBH HOLDINGS INC COM 90262T30 808 44100 SH SHARED 17 40900 3200 D UGI CORP NEW COM 90268110 748 26600 SH SHARED 24500 2100 D UGI CORP NEW COM 90268110 467 16600 SH SHARED 02 16600 D UGI CORP NEW COM 90268110 441 15700 SH SHARED 17 15700 D UICI COM 90273710 3175 88200 SH SHARED 80200 8000 D UICI COM 90273710 201 5599 SH SHARED 02 5599 D UICI COM 90273710 132 3680 SH SHARED 10 2080 1600 D UICI COM 90273710 698 19400 SH SHARED 17 17900 1500 D UIL HLDG CORP COM 90274810 109 2100 SH SHARED 2100 D UIL HLDG CORP COM 90274810 32 622 SH SHARED 02 622 D UIL HLDG CORP COM 90274810 209 4000 SH SHARED 10 4000 D UIL HLDG CORP COM 90274810 413 7900 SH SHARED 17 6200 1700 D UMB FINL CORP COM 90278810 157 2400 SH SHARED 2300 100 D UMB FINL CORP COM 90278810 1998 30435 SH SHARED 10 30435 D UMB FINL CORP COM 90278810 538 8192 SH SHARED 17 7192 1000 D U S B HLDG INC COM 90291010 36 1600 SH SHARED 1600 D U S B HLDG INC COM 90291010 20 892 SH SHARED 01 892 D U S B HLDG INC COM 90291010 93 4103 SH SHARED 17 4103 D UST INC COM 90291110 39856 952147 SH SHARED 910847 41300 D UST INC COM 90291110 473 11300 SH SHR/OTHR 01 11300 D UST INC COM 90291110 1485 35478 SH SHARED 02 35478 D UST INC COM 90291110 308 7360 SH SHARED 06 7360 D UST INC COM 90291110 1209 28900 SH SHARED 10 27300 1600 D UST INC COM 90291110 8 191 SH SHARED 14 191 D UST INC COM 90291110 284519 6796926 SH SHARED 17 6796926 D USA TRUCK INC COM 90292510 25 1000 SH SHARED 1000 D USA TRUCK INC COM 90292510 78 3100 SH SHARED 17 3100 D US BANCORP DEL COM NEW 90297330 133756 4763404 SH SHARED 4357022 406382 D US BANCORP DEL COM NEW 90297330 26800 954417 SH SHARED 01 498308 456109 D US BANCORP DEL COM NEW 90297330 6588 234646 SH SHR/OTHR 01 234646 D US BANCORP DEL COM NEW 90297330 11862 422458 SH SHARED 02 422458 D US BANCORP DEL COM NEW 90297330 23750 845800 SH SHARED 04 845800 D US BANCORP DEL COM NEW 90297330 867 30885 SH SHARED 05 30885 D US BANCORP DEL COM NEW 90297330 2870 102224 SH SHARED 06 102224 D US BANCORP DEL COM NEW 90297330 128270 4568020 SH SHARED 10 3083505 1484515 D US BANCORP DEL COM NEW 90297330 1639 58379 SH SHR/OTHR 10 58379 D US BANCORP DEL COM NEW 90297330 728 25940 SH SHARED 14 25940 D US BANCORP DEL COM NEW 90297330 3319 118200 SH SHARED 15 118200 D US BANCORP DEL COM NEW 90297330 2920 104000 SH SHARED 16 104000 D US BANCORP DEL COM NEW 90297330 1643 133600 SH SHARED 17 47100 66500 D URS CORP NEW COM 90323610 2463 61000 SH SHARED 48900 12100 D URS CORP NEW COM 90323610 133 3300 SH SHARED 10 600 2700 D URS CORP NEW COM 90323610 21996 544600 SH SHARED 17 542900 1700 D USANA HEALTH SCIENCES INC COM 90328M10 71 1500 SH SHARED 1500 D USANA HEALTH SCIENCES INC COM 90328M10 17 366 SH SHARED 02 366 D USANA HEALTH SCIENCES INC COM 90328M10 233 4900 SH SHARED 17 4900 D USF&G CORP NOTE 3/0 903290AD 1664 2006000 PRN SHARED 2006000 D U S G CORP COM NEW 90329340 1333 19400 SH SHARED 300 19100 D U S G CORP COM NEW 90329340 25323 368500 SH SHARED 02 368500 D U S G CORP COM NEW 90329340 206 3000 SH SHARED 17 3000 D USEC INC COM 90333E10 145 13000 SH SHARED 13000 D USEC INC COM 90333E10 109 9800 SH SHARED 02 9800 D USEC INC COM 90333E10 2225 199400 SH SHARED 10 199400 D USEC INC COM 90333E10 1315 117833 SH SHARED 17 36633 81200 D USI HLDGS CORP COM 90333H10 277 21400 SH SHARED 21400 D USI HLDGS CORP COM 90333H10 223 17200 SH SHARED 17 17200 D U S PHYSICAL THERAPY INC COM 90337L10 30 1700 SH SHARED 1700 D U S PHYSICAL THERAPY INC COM 90337L10 114 6300 SH SHARED 17 6300 D U S XPRESS ENTERPRISES INC CL A 90338N10 183 15700 SH SHARED 15700 D U S XPRESS ENTERPRISES INC CL A 90338N10 787 67500 SH SHARED 10 67500 D U S XPRESS ENTERPRISES INC CL A 90338N10 68 5900 SH SHARED 17 5900 D USA MOBILITY INC COM 90341G10 142 5300 SH SHARED 4000 1300 D USA MOBILITY INC COM 90341G10 26 1000 SH SHARED 02 1000 D USA MOBILITY INC COM 90341G10 268 9964 SH SHARED 17 9964 D UAP HLDG CORP COM 90344110 92 5100 SH SHARED 5100 D UAP HLDG CORP COM 90344110 94 5200 SH SHARED 02 5200 D UAP HLDG CORP COM 90344110 351 19400 SH SHARED 17 19400 D UBIQUITEL INC COM 90347430 204 23400 SH SHARED 11400 12000 D UBIQUITEL INC COM 90347430 1686 193000 SH SHARED 10 193000 D UBIQUITEL INC COM 90347430 3924 449000 SH SHARED 17 358000 91000 D ULTICOM INC COM 90384410 22 2000 SH SHARED 2000 D ULTICOM INC COM 90384410 269 24400 SH SHARED 10 24400 D ULTICOM INC COM 90384410 46 4200 SH SHARED 17 4200 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 119 6506 SH SHARED 6506 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 197 10700 SH SHARED 17 10700 D ULTRALIFE BATTERIES INC COM 90389910 166 12860 SH SHARED 12860 D ULTRALIFE BATTERIES INC COM 90389910 31 2425 SH SHR/OTHR 01 2425 D ULTRALIFE BATTERIES INC COM 90389910 94 7300 SH SHARED 17 7300 D ULTRA PETROLEUM CORP COM 90391410 4910 86339 SH SHARED 84539 1800 D ULTRA PETROLEUM CORP COM 90391410 6067 106675 SH SHARED 01 103850 2825 D ULTRA PETROLEUM CORP COM 90391410 27 488 SH SHR/OTHR 01 488 D ULTRA PETROLEUM CORP COM 90391410 773 13600 SH SHARED 02 13600 D ULTRA PETROLEUM CORP COM 90391410 574 10100 SH SHARED 06 10100 D ULTRA PETROLEUM CORP COM 90391410 24486 430500 SH SHARED 10 429900 600 D ULTRA PETROLEUM CORP COM 90391410 48941 860440 SH SHARED 17 860440 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 1 100 SH SHARED 100 D ULTRATECH INC COM 90403410 57 3700 SH SHARED 3700 D ULTRATECH INC COM 90403410 35 2268 SH SHR/OTHR 01 2268 D ULTRATECH INC COM 90403410 90 5800 SH SHARED 02 5800 D ULTRATECH INC COM 90403410 3818 244928 SH SHARED 17 244928 D UMPQUA HLDGS CORP COM 90421410 158 6500 SH SHARED 6500 D UMPQUA HLDGS CORP COM 90421410 7 300 SH SHARED 02 300 D UMPQUA HLDGS CORP COM 90421410 629 25900 SH SHARED 10 25900 D UMPQUA HLDGS CORP COM 90421410 479 19731 SH SHARED 17 19731 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 526 10000 SH SHARED 10000 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 24211 460300 SH SHARED 01 460300 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 26668 507000 SH SHARED 04 507000 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 6500 123580 SH SHARED 06 123580 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 28156 535300 SH SHARED 10 535300 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 3771 71700 SH SHARED 14 71700 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 457 8700 SH SHARED 17 8700 D UNICA CORP COM 90458310 2 200 SH SHR/OTHR 01 200 D UNICA CORP COM 90458310 106 9710 SH SHARED 02 9710 D UNIFI INC COM 90467710 1324 396656 SH SHARED 396656 D UNIFIRST CORP MASS COM 90470810 49 1400 SH SHARED 1400 D UNIFIRST CORP MASS COM 90470810 1914 54600 SH SHARED 10 54600 D UNIFIRST CORP MASS COM 90470810 845 24100 SH SHARED 17 3500 20600 D UNILEVER PLC SPON ADR NEW 90476770 1325 31400 SH SHARED 31400 D UNILEVER PLC SPON ADR NEW 90476770 75 1785 SH SHR/OTHR 01 1785 D UNILEVER PLC SPON ADR NEW 90476770 12 290 SH SHARED 10 290 D UNILEVER N V N Y SHS NEW 90478470 3834 53662 SH SHARED 33100 20562 D UNILEVER N V N Y SHS NEW 90478470 5760 80624 SH SHARED 01 65995 14629 D UNILEVER N V N Y SHS NEW 90478470 1431 20036 SH SHR/OTHR 01 20036 D UNILEVER N V N Y SHS NEW 90478470 98576 1379655 SH SHARED 10 1161370 218285 D UNILEVER N V N Y SHS NEW 90478470 214 3000 SH SHR/OTHR 10 3000 D UNILEVER N V N Y SHS NEW 90478470 2993 41900 SH SHARED 17 7400 34500 D UNION BANKSHARES CORP COM 90539910 50 1200 SH SHARED 1200 D UNION BANKSHARES CORP COM 90539910 62 1500 SH SHARED 10 1500 D UNION BANKSHARES CORP COM 90539910 162 3900 SH SHARED 17 2400 1500 D UNION BANKSHARES INC COM 90540010 10 500 SH SHR/OTHR 01 500 D UNION PAC CORP COM 90781810 117016 1632036 SH SHARED 1573382 58654 D UNION PAC CORP COM 90781810 11872 165580 SH SHARED 01 90170 75410 D UNION PAC CORP COM 90781810 7039 98178 SH SHR/OTHR 01 98178 D UNION PAC CORP COM 90781810 4110 57324 SH SHARED 02 57324 D UNION PAC CORP COM 90781810 7 100 SH SHARED 05 100 D UNION PAC CORP COM 90781810 358 5000 SH SHARED 06 5000 D UNION PAC CORP COM 90781810 922 12865 SH SHARED 10 1100 11765 D UNION PAC CORP COM 90781810 172 2400 SH SHR/OTHR 10 2400 D UNION PAC CORP COM 90781810 8460 118002 SH SHARED 17 118002 D UNIONBANCAL CORP COM 90890610 41 600 SH SHARED 400 200 D UNIONBANCAL CORP COM 90890610 383 5500 SH SHARED 02 5500 D UNIONBANCAL CORP COM 90890610 62 892 SH SHARED 06 892 D UNIONBANCAL CORP COM 90890610 376 5400 SH SHARED 17 5400 D UNISOURCE ENERGY CORP COM 90920510 37335 1123200 SH SHARED 1122400 800 D UNISOURCE ENERGY CORP COM 90920510 93 2800 SH SHARED 10 2800 D UNISOURCE ENERGY CORP COM 90920510 518 15600 SH SHARED 17 13800 1800 D UNISYS CORP COM 90921410 7202 1084745 SH SHARED 1034772 49973 D UNISYS CORP COM 90921410 1470 221393 SH SHARED 02 221393 D UNISYS CORP COM 90921410 18 2850 SH SHARED 06 2850 D UNISYS CORP COM 90921410 11 1800 SH SHARED 10 1800 D UNISYS CORP COM 90921410 2049 308664 SH SHARED 17 131364 177300 D UNIT CORP COM 90921810 1470 26600 SH SHARED 26600 D UNIT CORP COM 90921810 26 475 SH SHR/OTHR 01 475 D UNIT CORP COM 90921810 679 12290 SH SHARED 02 12290 D UNIT CORP COM 90921810 98 1780 SH SHARED 10 1780 D UNIT CORP COM 90921810 536 9700 SH SHARED 17 9700 D UNITED AMER INDEMNITY LTD CL A 90933T10 0 1 SH SHARED 02 1 D UNITED AUTO GROUP INC COM 90944010 647 19600 SH SHARED 3900 15700 D UNITED AUTO GROUP INC COM 90944010 99 3000 SH SHARED 02 3000 D UNITED AUTO GROUP INC COM 90944010 95 2900 SH SHARED 10 2900 D UNITED AUTO GROUP INC COM 90944010 459 13900 SH SHARED 17 12200 1700 D UNITED CMNTY FINL CORP OHIO COM 90983910 44 4000 SH SHARED 4000 D UNITED CMNTY FINL CORP OHIO COM 90983910 151 13542 SH SHARED 17 13542 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 133 4700 SH SHARED 4700 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 173 6100 SH SHARED 10 6100 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P10 373 13100 SH SHARED 17 11100 2000 D UNITED BANKSHARES INC WEST V COM 90990710 206 5900 SH SHARED 5500 400 D UNITED BANKSHARES INC WEST V COM 90990710 29 845 SH SHARED 02 845 D UNITED BANKSHARES INC WEST V COM 90990710 2051 58700 SH SHARED 10 58700 D UNITED BANKSHARES INC WEST V COM 90990710 601 17200 SH SHARED 17 17200 D UNITED CAPITAL CORP COM 90991210 11 500 SH SHARED 500 D UNITED DOMINION REALTY TR IN COM 91019710 2694 113704 SH SHARED 67404 46300 D UNITED DOMINION REALTY TR IN COM 91019710 1429 60300 SH SHARED 02 60300 D UNITED DOMINION REALTY TR IN COM 91019710 3181 134250 SH SHARED 11 134250 D UNITED FIRE & CAS CO COM 91033110 121 2700 SH SHARED 2700 D UNITED FIRE & CAS CO COM 91033110 1339 29700 SH SHARED 02 29700 D UNITED FIRE & CAS CO COM 91033110 60 1340 SH SHARED 10 1340 D UNITED FIRE & CAS CO COM 91033110 306 6800 SH SHARED 17 6800 D UNITED INDL CORP NOTE 3.750% 9/1 910671AB 652 573000 PRN SHARED 573000 D UNITED INDL CORP COM 91067110 53 1500 SH SHARED 1500 D UNITED INDL CORP COM 91067110 359 10050 SH SHARED 02 10050 D UNITED INDL CORP COM 91067110 178 5000 SH SHARED 17 5000 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 44619 12394211 SH SHARED 12394211 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 1230 341907 SH SHARED 01 341907 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 31 8823 SH SHARED 05 8823 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 4449 1235938 SH SHARED 10 1235938 D UNITED MICROELECTRONICS CORP SPONSORED ADR 91087320 745 207122 SH SHARED 17 207122 D UNITED NAT FOODS INC COM 91116310 14875 420700 SH SHARED 420700 D UNITED NAT FOODS INC COM 91116310 483 13686 SH SHARED 02 13686 D UNITED NAT FOODS INC COM 91116310 113 3200 SH SHARED 10 3200 D UNITED NAT FOODS INC COM 91116310 688 19465 SH SHARED 17 17665 1800 D UNITED ONLINE INC COM 91126810 1333 96246 SH SHARED 94946 1300 D UNITED ONLINE INC COM 91126810 29 2142 SH SHARED 01 2142 D UNITED ONLINE INC COM 91126810 1278 92342 SH SHARED 10 2142 90200 D UNITED ONLINE INC COM 91126810 671 48450 SH SHARED 17 23350 25100 D UNITED PANAM FINANCIAL CP COM 91130110 19 800 SH SHARED 800 D UNITED PANAM FINANCIAL CP COM 91130110 59 2400 SH SHARED 17 2400 D UNITED PARCEL SERVICE INC CL B 91131210 123639 1788509 SH SHARED 1573643 214866 D UNITED PARCEL SERVICE INC CL B 91131210 5296 76620 SH SHARED 01 31485 45135 D UNITED PARCEL SERVICE INC CL B 91131210 3555 51438 SH SHR/OTHR 01 51438 D UNITED PARCEL SERVICE INC CL B 91131210 15662 226573 SH SHARED 02 226573 D UNITED PARCEL SERVICE INC CL B 91131210 1157 16750 SH SHARED 04 16750 D UNITED PARCEL SERVICE INC CL B 91131210 20 300 SH SHARED 05 300 D UNITED PARCEL SERVICE INC CL B 91131210 903 13072 SH SHARED 06 13072 D UNITED PARCEL SERVICE INC CL B 91131210 19076 275955 SH SHARED 10 94020 181935 D UNITED PARCEL SERVICE INC CL B 91131210 539 7800 SH SHR/OTHR 10 7800 D UNITED PARCEL SERVICE INC CL B 91131210 366 5300 SH SHARED 14 5300 D UNITED PARCEL SERVICE INC CL B 91131210 37353 540341 SH SHARED 17 538741 1600 D UNITED RENTALS INC COM 91136310 1213 61564 SH SHARED 19064 42500 D UNITED RENTALS INC COM 91136310 846 42937 SH SHARED 02 42937 D UNITED RENTALS INC COM 91136310 1513 76800 SH SHARED 10 76800 D UNITED RENTALS INC COM 91136310 569 28900 SH SHARED 17 25700 3200 D UNITED SEC BANCSHARES INC SHS 91145910 24 900 SH SHARED 900 D UNITED SEC BANCSHARES INC SHS 91145910 49 1800 SH SHARED 17 1800 D UNITED STATES CELLULAR CORP COM 91168410 5 100 SH SHARED 100 D UNITED STATES CELLULAR CORP COM 91168410 208 3902 SH SHARED 02 3902 D UNITED STATES CELLULAR CORP COM 91168410 42 800 SH SHARED 17 800 D U STORE IT TR COM 91274F10 87 4300 SH SHARED 4300 D U STORE IT TR COM 91274F10 745 36800 SH SHARED 11 36800 D U STORE IT TR COM 91274F10 297 14700 SH SHARED 17 14700 D UNITED STATES STL CORP NEW COM 91290910 52151 1231432 SH SHARED 1205719 25713 D UNITED STATES STL CORP NEW COM 91290910 26 632 SH SHR/OTHR 01 632 D UNITED STATES STL CORP NEW COM 91290910 13900 328238 SH SHARED 02 328238 D UNITED STATES STL CORP NEW COM 91290910 1651 39000 SH SHARED 04 39000 D UNITED STATES STL CORP NEW COM 91290910 5535 130720 SH SHARED 06 130720 D UNITED STATES STL CORP NEW COM 91290910 5137 121300 SH SHARED 10 3000 118300 D UNITED STATES STL CORP NEW COM 91290910 2132 50351 SH SHARED 17 50351 D UNITED STATES STL CORP NEW PFD CV B 7% 91290920 487 360150 PRN SHARED 360150 D UNITED STATES STL CORP NEW PFD CV B 7% 91290920 567 419085 PRN SHARED 02 419085 D UNITED STATIONERS INC COM 91300410 234 4900 SH SHARED 4900 D UNITED STATIONERS INC COM 91300410 9 200 SH SHARED 02 200 D UNITED STATIONERS INC COM 91300410 145 3050 SH SHARED 10 1250 1800 D UNITED STATIONERS INC COM 91300410 734 15351 SH SHARED 17 14451 900 D UNITED SURGICAL PARTNERS INT COM 91301630 434 11100 SH SHARED 6600 4500 D UNITED SURGICAL PARTNERS INT COM 91301630 1851 47336 SH SHARED 01 46999 337 D UNITED SURGICAL PARTNERS INT COM 91301630 33 862 SH SHR/OTHR 01 862 D UNITED SURGICAL PARTNERS INT COM 91301630 240 6157 SH SHARED 02 6157 D UNITED SURGICAL PARTNERS INT COM 91301630 10447 267127 SH SHARED 10 213427 53700 D UNITED SURGICAL PARTNERS INT COM 91301630 19218 491406 SH SHARED 17 291106 200300 D UNITED TECHNOLOGIES CORP COM 91301710 6642 128130 SH SHARED 128130 D UNITED TECHNOLOGIES CORP COM 91301710 179624 3464973 SH SHARED 3174443 290530 D UNITED TECHNOLOGIES CORP COM 91301710 39114 754529 SH SHARED 01 367670 386859 D UNITED TECHNOLOGIES CORP COM 91301710 18703 360788 SH SHR/OTHR 01 360788 D UNITED TECHNOLOGIES CORP COM 91301710 15039 290112 SH SHARED 02 290112 D UNITED TECHNOLOGIES CORP COM 91301710 18380 354562 SH SHARED 04 348200 6362 D UNITED TECHNOLOGIES CORP COM 91301710 36015 694752 SH SHARED 05 516062 178690 D UNITED TECHNOLOGIES CORP COM 91301710 28807 555695 SH SHARED 06 555695 D UNITED TECHNOLOGIES CORP COM 91301710 288155 5558556 SH SHARED 10 1083474 3416080 1059002 D UNITED TECHNOLOGIES CORP COM 91301710 3523 67960 SH SHR/OTHR 10 67960 D UNITED TECHNOLOGIES CORP COM 91301710 1794 34622 SH SHARED 14 34622 D UNITED TECHNOLOGIES CORP COM 91301710 4038 77900 SH SHARED 15 77900 D UNITED TECHNOLOGIES CORP COM 91301710 25371 489424 SH SHARED 17 486824 2600 D UNITED TECHNOLOGIES CORP COM 91301710 9186 177213 SH SHARED 19 177213 D UNITED THERAPEUTICS CORP DEL COM 91307C10 230 3300 SH SHARED 3300 D UNITED THERAPEUTICS CORP DEL COM 91307C10 314 4508 SH SHARED 02 4508 D UNITED THERAPEUTICS CORP DEL COM 91307C10 12133 173830 SH SHARED 04 173830 D UNITED THERAPEUTICS CORP DEL COM 91307C10 3441 49300 SH SHARED 10 49300 D UNITED THERAPEUTICS CORP DEL COM 91307C10 205 2950 SH SHARED 14 2950 D UNITED THERAPEUTICS CORP DEL COM 91307C10 11043 158222 SH SHARED 17 112022 46200 D UNITED UTILS PLC SPONSORED ADR 91311Q10 96 4100 SH SHARED 4100 D UNITEDHEALTH GROUP INC COM 91324P10 108052 1922642 SH SHARED 1614127 308515 D UNITEDHEALTH GROUP INC COM 91324P10 7611 135435 SH SHARED 01 34753 100682 D UNITEDHEALTH GROUP INC COM 91324P10 2841 50558 SH SHR/OTHR 01 50558 D UNITEDHEALTH GROUP INC COM 91324P10 15285 271992 SH SHARED 02 271992 D UNITEDHEALTH GROUP INC COM 91324P10 45876 816300 SH SHARED 04 816300 D UNITEDHEALTH GROUP INC COM 91324P10 2926 52070 SH SHARED 05 52070 D UNITEDHEALTH GROUP INC COM 91324P10 3010 53572 SH SHARED 06 53572 D UNITEDHEALTH GROUP INC COM 91324P10 295985 5266637 SH SHARED 10 1406017 2736920 1123700 D UNITEDHEALTH GROUP INC COM 91324P10 2630 46800 SH SHR/OTHR 10 46800 D UNITEDHEALTH GROUP INC COM 91324P10 925 16470 SH SHARED 14 16470 D UNITEDHEALTH GROUP INC COM 91324P10 1127 20060 SH SHARED 15 20060 D UNITEDHEALTH GROUP INC COM 91324P10 52550 935060 SH SHARED 17 931060 4000 D UNITEDHEALTH GROUP INC COM 91324P10 236 4200 SH SHARED 19 4200 D UNITIL CORP COM 91325910 3 134 SH SHR/OTHR 01 134 D UNITRIN INC COM 91327510 1221 25739 SH SHARED 5739 20000 D UNITRIN INC COM 91327510 1615 34044 SH SHARED 02 34044 D UNITRIN INC COM 91327510 109 2300 SH SHARED 10 2300 D UNITRIN INC COM 91327510 85 1800 SH SHARED 17 1800 D UNIVERSAL AMERN FINL CORP COM 91337710 88 3900 SH SHARED 3900 D UNIVERSAL AMERN FINL CORP COM 91337710 1364 60000 SH SHARED 01 60000 D UNIVERSAL AMERN FINL CORP COM 91337710 134 5900 SH SHARED 02 5900 D UNIVERSAL AMERN FINL CORP COM 91337710 22 1000 SH SHARED 10 1000 D UNIVERSAL AMERN FINL CORP COM 91337710 336 14800 SH SHARED 17 14800 D UNIVERSAL COMPRESSION HLDGS COM 91343110 111 2800 SH SHARED 2800 D UNIVERSAL COMPRESSION HLDGS COM 91343110 168 4235 SH SHARED 01 4235 D UNIVERSAL COMPRESSION HLDGS COM 91343110 7 200 SH SHARED 10 200 D UNIVERSAL COMPRESSION HLDGS COM 91343110 3778 95000 SH SHARED 17 95000 D UNIVERSAL CORP VA COM 91345610 1264 32566 SH SHARED 20366 12200 D UNIVERSAL CORP VA COM 91345610 341 8800 SH SHARED 02 8800 D UNIVERSAL CORP VA COM 91345610 98227 2529688 SH SHARED 17 2529688 D UNIVERSAL DISPLAY CORP COM 91347P10 57 5200 SH SHARED 3500 1700 D UNIVERSAL DISPLAY CORP COM 91347P10 14 1300 SH SHARED 01 1300 D UNIVERSAL DISPLAY CORP COM 91347P10 12 1100 SH SHARED 02 1100 D UNIVERSAL DISPLAY CORP COM 91347P10 96 8615 SH SHARED 17 8615 D UNIVERSAL ELECTRS INC COM 91348310 34 2000 SH SHARED 2000 D UNIVERSAL ELECTRS INC COM 91348310 73 4241 SH SHARED 17 4241 D UNIVERSAL FST PRODS INC COM 91354310 137 2400 SH SHARED 2400 D UNIVERSAL FST PRODS INC COM 91354310 142 2482 SH SHARED 02 2482 D UNIVERSAL FST PRODS INC COM 91354310 114 2000 SH SHARED 10 2000 D UNIVERSAL FST PRODS INC COM 91354310 567 9900 SH SHARED 17 8800 1100 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 56 1700 SH SHARED 1700 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 256 7700 SH SHARED 17 6300 1400 D UNIVERSAL TRUCKLOAD SVCS INC COM 91388P10 14 800 SH SHARED 800 D UNIVERSAL TRUCKLOAD SVCS INC COM 91388P10 87 4710 SH SHARED 17 4710 D UNIVERSAL HLTH SVCS INC CL B 91390310 1305 27404 SH SHARED 6704 20700 D UNIVERSAL HLTH SVCS INC CL B 91390310 1431 30058 SH SHARED 02 30058 D UNIVERSAL HLTH SVCS INC CL B 91390310 28 600 SH SHARED 10 600 D UNIVERSAL HLTH SVCS INC CL B 91390310 44 933 SH SHARED 14 933 D UNIVERSAL HLTH SVCS INC CL B 91390310 23 500 SH SHARED 17 500 D UNIVERSAL TECHNICAL INST INC COM 91391510 110 3100 SH SHARED 3100 D UNIVERSAL TECHNICAL INST INC COM 91391510 96 2700 SH SHARED 02 2700 D UNIVERSAL TECHNICAL INST INC COM 91391510 3899 109500 SH SHARED 17 109500 D UNIVISION COMMUNICATIONS INC CL A 91490610 17918 675405 SH SHARED 611038 64367 D UNIVISION COMMUNICATIONS INC CL A 91490610 58 2200 SH SHR/OTHR 01 2200 D UNIVISION COMMUNICATIONS INC CL A 91490610 3975 149844 SH SHARED 02 149844 D UNIVISION COMMUNICATIONS INC CL A 91490610 1061 40000 SH SHARED 04 40000 D UNIVISION COMMUNICATIONS INC CL A 91490610 5 200 SH SHARED 05 200 D UNIVISION COMMUNICATIONS INC CL A 91490610 2427 91500 SH SHARED 06 91500 D UNIVISION COMMUNICATIONS INC CL A 91490610 774 29200 SH SHARED 10 28000 1200 D UNIVISION COMMUNICATIONS INC CL A 91490610 2583 97390 SH SHARED 17 95390 2000 D UNIVEST CORP PA COM 91527110 47 1700 SH SHARED 1700 D UNIVEST CORP PA COM 91527110 53 1950 SH SHARED 10 1950 D UNIVEST CORP PA COM 91527110 161 5850 SH SHARED 17 3450 2400 D UNIZAN FINANCIAL CORP COM 91528W10 4100 169388 SH SHARED 169388 D UNIZAN FINANCIAL CORP COM 91528W10 79 3300 SH SHARED 10 3300 D UNIZAN FINANCIAL CORP COM 91528W10 288 11917 SH SHARED 17 9917 2000 D UNOVA INC COM 91529B10 258 7401 SH SHARED 7400 1 D UNOVA INC COM 91529B10 125 3600 SH SHARED 10 3600 D UNOVA INC COM 91529B10 762 21800 SH SHARED 17 19500 2300 D UNUMPROVIDENT CORP COM 91529Y10 10825 528095 SH SHARED 413456 114639 D UNUMPROVIDENT CORP COM 91529Y10 160 7835 SH SHARED 01 7835 D UNUMPROVIDENT CORP COM 91529Y10 1676 81791 SH SHARED 02 81791 D UNUMPROVIDENT CORP COM 91529Y10 19027 928190 SH SHARED 05 817880 110310 D UNUMPROVIDENT CORP COM 91529Y10 294 14343 SH SHARED 06 14343 D UNUMPROVIDENT CORP COM 91529Y10 178 8700 SH SHARED 10 8500 200 D UNUMPROVIDENT CORP COM 91529Y10 2490 121500 SH SHARED 14 121500 D UNUMPROVIDENT CORP COM 91529Y10 3653 178224 SH SHARED 17 178224 D UPM KYMMENE CORP SPONSORED ADR 91543610 720 35800 SH SHARED 35800 D UPM KYMMENE CORP SPONSORED ADR 91543610 12 630 SH SHARED 10 630 D URBAN OUTFITTERS INC COM 91704710 1790 60914 SH SHARED 13114 47800 D URBAN OUTFITTERS INC COM 91704710 479 16310 SH SHARED 01 10510 5800 D URBAN OUTFITTERS INC COM 91704710 41 1428 SH SHR/OTHR 01 1428 D URBAN OUTFITTERS INC COM 91704710 1745 59378 SH SHARED 02 59378 D URBAN OUTFITTERS INC COM 91704710 470 16000 SH SHARED 04 16000 D URBAN OUTFITTERS INC COM 91704710 1170 39800 SH SHARED 10 38800 1000 D URBAN OUTFITTERS INC COM 91704710 44887 1526780 SH SHARED 17 1526780 D URSTADT BIDDLE PPTYS INS CL A 91728620 48 3200 SH SHARED 3200 D URSTADT BIDDLE PPTYS INS CL A 91728620 34 2300 SH SHARED 10 2300 D URSTADT BIDDLE PPTYS INS CL A 91728620 89 5900 SH SHARED 17 5900 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 3246 26600 SH SHARED 26600 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 2584 3243000 PRN SHARED 3243000 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 67 85000 PRN SHARED 02 85000 D UTSTARCOM INC COM 91807610 2083 255063 SH SHARED 215663 39400 D UTSTARCOM INC COM 91807610 380 46600 SH SHARED 02 46600 D UTSTARCOM INC COM 91807610 39 4800 SH SHARED 10 4800 D UTSTARCOM INC COM 91807610 306 37500 SH SHARED 17 37500 D VCA ANTECH INC COM 91819410 940 36859 SH SHARED 9959 26900 D VCA ANTECH INC COM 91819410 1269 49750 SH SHARED 02 49750 D V F CORP COM 91820410 13058 225262 SH SHARED 190985 34277 D V F CORP COM 91820410 4986 86020 SH SHARED 01 86020 D V F CORP COM 91820410 3690 63660 SH SHARED 02 63660 D V F CORP COM 91820410 4941 85250 SH SHARED 05 5810 79440 D V F CORP COM 91820410 122 2111 SH SHARED 06 2111 D V F CORP COM 91820410 1344 23200 SH SHARED 10 19900 3300 D V F CORP COM 91820410 2430 41927 SH SHARED 17 41927 D V F CORP COM 91820410 8330 143709 SH SHARED 19 143709 D VAIL RESORTS INC COM 91879Q10 135 4700 SH SHARED 4700 D VAIL RESORTS INC COM 91879Q10 207 7200 SH SHARED 10 7200 D VAIL RESORTS INC COM 91879Q10 488 17000 SH SHARED 17 15100 1900 D VALASSIS COMMUNICATIONS INC NOTE 1.625% 5/2 918866AK 4230 6000000 PRN SHARED 6000000 D VALASSIS COMMUNICATIONS INC COM 91886610 2176 55824 SH SHARED 38124 17700 D VALASSIS COMMUNICATIONS INC COM 91886610 764 19600 SH SHARED 02 19600 D VALASSIS COMMUNICATIONS INC COM 91886610 884 22700 SH SHARED 06 22700 D VALASSIS COMMUNICATIONS INC COM 91886610 97 2500 SH SHARED 10 2500 D VALASSIS COMMUNICATIONS INC COM 91886610 1068 27400 SH SHARED 17 25800 1600 D VALHI INC NEW COM 91890510 1 100 SH SHARED 100 D VALHI INC NEW COM 91890510 16 900 SH SHARED 02 900 D VALENCE TECHNOLOGY INC COM 91891410 24 9200 SH SHARED 9200 D VALENCE TECHNOLOGY INC COM 91891410 64 23800 SH SHARED 17 23800 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 3158 3479000 PRN SHARED 02 3479000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 9896 492876 SH SHARED 459376 33500 D VALEANT PHARMACEUTICALS INTL COM 91911X10 22 1100 SH SHARED 01 1100 D VALEANT PHARMACEUTICALS INTL COM 91911X10 22 1100 SH SHR/OTHR 01 1100 D VALEANT PHARMACEUTICALS INTL COM 91911X10 817 40700 SH SHARED 02 40700 D VALEANT PHARMACEUTICALS INTL COM 91911X10 11184 557000 SH SHARED 04 557000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 24 1200 SH SHARED 10 1200 D VALEANT PHARMACEUTICALS INTL COM 91911X10 81 4050 SH SHARED 14 4050 D VALEANT PHARMACEUTICALS INTL COM 91911X10 341 17000 SH SHARED 17 17000 D VALENTIS INC COM NEW 91913E30 0 23 SH SHARED 23 D VALERO L P COM UT LTD PRT 91913W10 5931 104100 SH SHARED 104100 D VALERO ENERGY CORP NEW COM 91913Y10 236868 2095071 SH SHARED 2013287 81784 D VALERO ENERGY CORP NEW COM 91913Y10 8911 78820 SH SHARED 01 73120 5700 D VALERO ENERGY CORP NEW COM 91913Y10 11 100 SH SHR/OTHR 01 100 D VALERO ENERGY CORP NEW COM 91913Y10 73120 646737 SH SHARED 02 646737 D VALERO ENERGY CORP NEW COM 91913Y10 8762 77500 SH SHARED 04 77500 D VALERO ENERGY CORP NEW COM 91913Y10 4399 38916 SH SHARED 05 2805 36111 D VALERO ENERGY CORP NEW COM 91913Y10 3762 33283 SH SHARED 06 33283 D VALERO ENERGY CORP NEW COM 91913Y10 87003 769530 SH SHARED 10 190850 461200 117480 D VALERO ENERGY CORP NEW COM 91913Y10 1074 9507 SH SHARED 14 9507 D VALERO ENERGY CORP NEW COM 91913Y10 15118 133721 SH SHARED 17 132621 1100 D VALERO ENERGY CORP NEW COM 91913Y10 7392 65386 SH SHARED 19 65386 D VALLEY NATL BANCORP COM 91979410 35 1543 SH SHARED 800 743 D VALLEY NATL BANCORP COM 91979410 242 10600 SH SHARED 02 10600 D VALLEY NATL BANCORP COM 91979410 1328 58000 SH SHARED 17 58000 D VALMONT INDS INC COM 92025310 79 2700 SH SHARED 2700 D VALMONT INDS INC COM 92025310 97 3309 SH SHARED 02 3309 D VALMONT INDS INC COM 92025310 8526 290400 SH SHARED 17 290400 D VALOR COMMUNICATIONS GROUP I COM 92025510 7283 534375 SH SHARED 534375 D VALOR COMMUNICATIONS GROUP I COM 92025510 77 5700 SH SHARED 10 5700 D VALOR COMMUNICATIONS GROUP I COM 92025510 300 22070 SH SHARED 17 22070 D VALSPAR CORP COM 92035510 2138 95644 SH SHARED 63744 31900 D VALSPAR CORP COM 92035510 901 40300 SH SHARED 02 40300 D VALSPAR CORP COM 92035510 183 8200 SH SHARED 17 8200 D VALUE LINE INC COM 92043710 19 500 SH SHARED 200 300 D VALUE LINE INC COM 92043710 15 400 SH SHARED 17 400 D VALUECLICK INC COM 92046N10 411 24100 SH SHARED 24100 D VALUECLICK INC COM 92046N10 5 329 SH SHARED 01 329 D VALUECLICK INC COM 92046N10 489 28630 SH SHARED 02 28630 D VALUECLICK INC COM 92046N10 1298 76000 SH SHARED 04 76000 D VALUECLICK INC COM 92046N10 1211 70900 SH SHARED 10 70900 D VALUECLICK INC COM 92046N10 2462 144080 SH SHARED 17 61480 82600 D VALUEVISION MEDIA INC CL A 92047K10 120 10600 SH SHARED 10600 D VALUEVISION MEDIA INC CL A 92047K10 15 1400 SH SHARED 02 1400 D VALUEVISION MEDIA INC CL A 92047K10 104 9200 SH SHARED 17 9200 D VAN KAMPEN CALIF MUN TR SH BEN INT 92091010 9 1000 SH SHARED 10 500 500 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 29 2000 SH SHR/OTHR 01 2000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 2390 301064 SH SHARED 301064 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 371 68505 SH SHARED 68505 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 176 11708 SH SHR/OTHR 01 11708 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 31 2500 SH SHR/OTHR 01 2500 D VARIAN MED SYS INC COM 92220P10 2666 67485 SH SHARED 16224 51261 D VARIAN MED SYS INC COM 92220P10 79 2000 SH SHR/OTHR 01 2000 D VARIAN MED SYS INC COM 92220P10 2271 57500 SH SHARED 02 57500 D VARIAN MED SYS INC COM 92220P10 83 2118 SH SHARED 06 2118 D VARIAN MED SYS INC COM 92220P10 39 1000 SH SHARED 10 1000 D VARIAN MED SYS INC COM 92220P10 165 4200 SH SHARED 14 4200 D VARIAN MED SYS INC COM 92220P10 1270 32155 SH SHARED 17 32155 D VARIAN INC COM 92220610 723 21087 SH SHARED 8387 12700 D VARIAN INC COM 92220610 1094 31896 SH SHARED 02 31896 D VARIAN INC COM 92220610 104 3040 SH SHARED 10 440 2600 D VARIAN INC COM 92220610 677 19728 SH SHARED 17 18128 1600 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 470 11100 SH SHARED 5500 5600 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 497 11744 SH SHARED 02 11744 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 105 2500 SH SHARED 10 2500 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2385 56296 SH SHARED 17 54696 1600 D VASCO DATA SEC INTL INC COM 92230Y10 91 10100 SH SHARED 3700 6400 D VASCO DATA SEC INTL INC COM 92230Y10 71 7900 SH SHARED 17 7900 D VASOGEN INC COM 92232F10 17 8200 SH SHARED 8200 D VASOMEDICAL INC COM 92232110 79 145000 SH SHARED 01 145000 D VECTREN CORP COM 92240G10 1032 36432 SH SHARED 9332 27100 D VECTREN CORP COM 92240G10 198 7000 SH SHARED 01 7000 D VECTREN CORP COM 92240G10 1683 59400 SH SHARED 02 59400 D VECTREN CORP COM 92240G10 22 800 SH SHARED 10 800 D VECTREN CORP COM 92240G10 34 1200 SH SHARED 17 1200 D VECTOR GROUP LTD COM 92240M10 96 4800 SH SHARED 4800 D VECTOR GROUP LTD COM 92240M10 229 11445 SH SHARED 10 11445 D VECTOR GROUP LTD COM 92240M10 6589 329324 SH SHARED 17 329324 D VEECO INSTRS INC DEL COM 92241710 2280 142184 SH SHARED 136984 5200 D VEECO INSTRS INC DEL COM 92241710 13 826 SH SHARED 02 826 D VEECO INSTRS INC DEL COM 92241710 60 3800 SH SHARED 10 3800 D VEECO INSTRS INC DEL COM 92241710 266 16600 SH SHARED 17 14300 2300 D VENTAS INC COM 92276F10 8117 252100 SH SHARED 218600 33500 D VENTAS INC COM 92276F10 408 12700 SH SHARED 02 12700 D VENTAS INC COM 92276F10 289 9000 SH SHARED 04 9000 D VENTAS INC COM 92276F10 182649 5672350 SH SHARED 11 5672350 D VENTAS INC COM 92276F10 1870 58100 SH SHARED 17 3300 54800 D VENTANA MED SYS INC COM 92276H10 175 4600 SH SHARED 4600 D VENTANA MED SYS INC COM 92276H10 175 4600 SH SHARED 02 4600 D VENTANA MED SYS INC COM 92276H10 91 2400 SH SHARED 10 2400 D VENTANA MED SYS INC COM 92276H10 3315 87092 SH SHARED 17 16192 70900 D VENTIV HEALTH INC COM 92279310 104 4000 SH SHARED 4000 D VENTIV HEALTH INC COM 92279310 610 23300 SH SHARED 10 23300 D VENTIV HEALTH INC COM 92279310 1834 70000 SH SHARED 17 9400 60600 D VANGUARD INDEX TR STK MRK VIPERS 92290876 2951 24325 SH SHR/OTHR 01 24325 D VERIFONE HLDGS INC COM 92342Y10 76 3800 SH SHARED 3800 D VERIFONE HLDGS INC COM 92342Y10 172 8600 SH SHARED 17 8600 D VERITY INC COM 92343C10 316 29800 SH SHARED 29800 D VERITY INC COM 92343C10 433 40800 SH SHARED 10 40800 D VERITY INC COM 92343C10 157 14817 SH SHARED 17 14817 D VERISIGN INC COM 92343E10 19440 909687 SH SHARED 899823 9864 D VERISIGN INC COM 92343E10 355 16625 SH SHARED 01 11075 5550 D VERISIGN INC COM 92343E10 1712 80131 SH SHARED 02 80131 D VERISIGN INC COM 92343E10 5182 242500 SH SHARED 04 242500 D VERISIGN INC COM 92343E10 4 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 170 7977 SH SHARED 06 7977 D VERISIGN INC COM 92343E10 23246 1087800 SH SHARED 10 1081000 6800 D VERISIGN INC COM 92343E10 44 2100 SH SHARED 14 2100 D VERISIGN INC COM 92343E10 20773 972066 SH SHARED 17 970066 2000 D VERITAS DGC INC COM 92343P10 252 6900 SH SHARED 5300 1600 D VERITAS DGC INC COM 92343P10 197 5400 SH SHARED 02 5400 D VERITAS DGC INC COM 92343P10 1208 33000 SH SHARED 10 33000 D VERITAS DGC INC COM 92343P10 7347 200631 SH SHARED 17 198931 1700 D VERIZON COMMUNICATIONS COM 92343V10 605919 18535307 SH SHARED 17858051 677256 D VERIZON COMMUNICATIONS COM 92343V10 7500 229442 SH SHARED 01 152692 76750 D VERIZON COMMUNICATIONS COM 92343V10 6526 199659 SH SHR/OTHR 01 199659 D VERIZON COMMUNICATIONS COM 92343V10 37282 1140487 SH SHARED 02 1140487 D VERIZON COMMUNICATIONS COM 92343V10 35985 1100818 SH SHARED 04 1097850 2968 D VERIZON COMMUNICATIONS COM 92343V10 3365 102961 SH SHARED 05 102961 D VERIZON COMMUNICATIONS COM 92343V10 3119 95436 SH SHARED 06 95436 D VERIZON COMMUNICATIONS COM 92343V10 112620 3445102 SH SHARED 10 2385654 331252 728196 D VERIZON COMMUNICATIONS COM 92343V10 260 7965 SH SHR/OTHR 10 7965 D VERIZON COMMUNICATIONS COM 92343V10 1406 43014 SH SHARED 14 43014 D VERIZON COMMUNICATIONS COM 92343V10 2811 86000 SH SHARED 15 86000 D VERIZON COMMUNICATIONS COM 92343V10 1961 60000 SH SHARED 16 60000 D VERIZON COMMUNICATIONS COM 92343V10 45245 1384067 SH SHARED 17 1248967 135100 D VERINT SYS INC COM 92343X10 294 7200 SH SHARED 2000 5200 D VERINT SYS INC COM 92343X10 85 2100 SH SHARED 10 2100 D VERINT SYS INC COM 92343X10 274 6700 SH SHARED 17 5300 1400 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 111517179000000 PRN SHARED 179000000 D VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN 923 1482000 PRN SHARED 02 1482000 D VERSO TECHNOLOGIES INC COM 92531710 40 108646 SH SHARED 108646 D VERTEX PHARMACEUTICALS INC NOTE 5.750% 2/1 92532FAF 1913 1217000 PRN SHARED 1217000 D VERTEX PHARMACEUTICALS INC COM 92532F10 3310 148100 SH SHARED 107100 41000 D VERTEX PHARMACEUTICALS INC COM 92532F10 2031 90900 SH SHARED 02 90900 D VERTEX PHARMACEUTICALS INC COM 92532F10 145 6500 SH SHARED 10 6500 D VERTEX PHARMACEUTICALS INC COM 92532F10 1095 49000 SH SHARED 17 45400 3600 D VERTICALNET INC COM NEW 92532L20 0 1001 SH SHARED 1001 D VERTRUE INC COM 92534N10 43 1200 SH SHARED 1200 D VERTRUE INC COM 92534N10 97 2672 SH SHARED 02 2672 D VERTRUE INC COM 92534N10 108 2972 SH SHARED 17 2972 D VIAD CORP COM NEW 92552R40 477 17473 SH SHARED 16724 749 D VIAD CORP COM NEW 92552R40 1052 38500 SH SHARED 10 38500 D VIAD CORP COM NEW 92552R40 959 35100 SH SHARED 17 7600 27500 D VIASAT INC COM 92552V10 117 4600 SH SHARED 3200 1400 D VIASAT INC COM 92552V10 39 1536 SH SHARED 02 1536 D VIASAT INC COM 92552V10 102 4000 SH SHARED 10 400 3600 D VIASAT INC COM 92552V10 251 9800 SH SHARED 17 9800 D VIACOM INC CL A 92552410 3510 105675 SH SHARED 104981 694 D VIACOM INC CL A 92552410 59 1800 SH SHARED 01 1800 D VIACOM INC CL A 92552410 6 200 SH SHR/OTHR 01 200 D VIACOM INC CL A 92552410 235 7100 SH SHARED 02 7100 D VIACOM INC CL B 92552430 1613 48880 SH SHARED 48880 D VIACOM INC CL B 92552430 281151 8517173 SH SHARED 8132442 384731 D VIACOM INC CL B 92552430 2834 85869 SH SHARED 01 34084 51785 D VIACOM INC CL B 92552430 3437 104123 SH SHR/OTHR 01 104123 D VIACOM INC CL B 92552430 22986 696341 SH SHARED 02 696341 D VIACOM INC CL B 92552430 4802 145500 SH SHARED 04 145500 D VIACOM INC CL B 92552430 5151 156068 SH SHARED 05 156068 D VIACOM INC CL B 92552430 5909 179024 SH SHARED 06 179024 D VIACOM INC CL B 92552430 73296 2220446 SH SHARED 10 55606 2116140 48700 D VIACOM INC CL B 92552430 130 3950 SH SHR/OTHR 10 3950 D VIACOM INC CL B 92552430 4979 150849 SH SHARED 14 150849 D VIACOM INC CL B 92552430 3954 119800 SH SHARED 15 119800 D VIACOM INC CL B 92552430 990 30000 SH SHARED 16 30000 D VIACOM INC CL B 92552430 27475 832337 SH SHARED 17 826637 5700 D VIACOM INC CL B 92552430 458 13900 SH SHARED 19 13900 D VIASYS HEALTHCARE INC COM NEW 92553Q20 112 4500 SH SHARED 4500 D VIACELL INC COM 92554J10 59 10220 SH SHARED 9620 600 D VIACELL INC COM 92554J10 4147 715000 SH SHARED 04 715000 D VIACELL INC COM 92554J10 61 10600 SH SHARED 14 10600 D VIACELL INC COM 92554J10 29 5100 SH SHARED 17 5100 D VICOR CORP COM 92581510 43 2900 SH SHARED 2900 D VICOR CORP COM 92581510 114 7549 SH SHARED 02 7549 D VICOR CORP COM 92581510 102 6774 SH SHARED 17 6774 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 1663 100750 SH SHARED 100750 D VIGNETTE CORP COM NEW 92673440 189 11940 SH SHARED 11940 D VIGNETTE CORP COM NEW 92673440 212 13340 SH SHARED 17 13340 D VIISAGE TECHNOLOGY INC COM 92675K10 20 4900 SH SHARED 4900 D VIISAGE TECHNOLOGY INC COM 92675K10 62 15000 SH SHARED 02 15000 D VIISAGE TECHNOLOGY INC COM 92675K10 70 17000 SH SHARED 17 17000 D VINEYARD NATL BANCORP COM 92742610 32 1100 SH SHARED 1100 D VINEYARD NATL BANCORP COM 92742610 125 4230 SH SHARED 17 4230 D VINTAGE PETE INC COM 92746010 18 400 SH SHARED 400 D VINTAGE PETE INC COM 92746010 340 7462 SH SHARED 02 7462 D VINTAGE PETE INC COM 92746010 684 15000 SH SHARED 04 15000 D VINTAGE PETE INC COM 92746010 4145 90800 SH SHARED 10 90800 D VINTAGE PETE INC COM 92746010 3018 66100 SH SHARED 17 66100 D VIRAGE LOGIC CORP COM 92763R10 16 2100 SH SHARED 2100 D VIRAGE LOGIC CORP COM 92763R10 206 26600 SH SHARED 10 26600 D VIRAGE LOGIC CORP COM 92763R10 58 7500 SH SHARED 17 7500 D VIRGINIA COMM BANCORP INC COM 92778Q10 35 1300 SH SHARED 1300 D VIRGINIA COMM BANCORP INC COM 92778Q10 8 325 SH SHR/OTHR 01 325 D VIRGINIA COMM BANCORP INC COM 92778Q10 122 4531 SH SHARED 17 4531 D VIRGINIA FINL GROUP INC COM 92781010 43 1200 SH SHARED 1200 D VIRGINIA FINL GROUP INC COM 92781010 46 1300 SH SHARED 10 1300 D VIRGINIA FINL GROUP INC COM 92781010 147 4100 SH SHARED 17 1900 2200 D VIROPHARMA INC COM 92824110 1125 54125 SH SHARED 01 53750 375 D VIROPHARMA INC COM 92824110 20 1000 SH SHR/OTHR 01 1000 D VIROPHARMA INC COM 92824110 18 900 SH SHARED 02 900 D VIROPHARMA INC COM 92824110 208 10000 SH SHARED 04 10000 D VIROPHARMA INC COM 92824110 6337 304700 SH SHARED 10 304700 D VIROPHARMA INC COM 92824110 6782 326100 SH SHARED 17 326100 D VISHAY INTERTECHNOLOGY INC CB 92829810 62 527440 PRN SHARED 465653 61787 D VISHAY INTERTECHNOLOGY INC CB 92829810 0 175 PRN SHARED 01 175 D VISHAY INTERTECHNOLOGY INC CB 92829810 16 136538 PRN SHARED 02 136538 D VISHAY INTERTECHNOLOGY INC CB 92829810 54 459500 PRN SHARED 17 459500 D VISTEON CORP COM 92839U10 8872 907203 SH SHARED 883981 23222 D VISTEON CORP COM 92839U10 1 130 SH SHARED 01 130 D VISTEON CORP COM 92839U10 39 4010 SH SHR/OTHR 01 4010 D VISTEON CORP COM 92839U10 236 24140 SH SHARED 02 24140 D VISTEON CORP COM 92839U10 86 8802 SH SHARED 10 8802 D VISTEON CORP COM 92839U10 1012 103561 SH SHARED 17 103561 D VISTACARE INC CL A 92839Y10 12531 866017 SH SHARED 866017 D VISTACARE INC CL A 92839Y10 82 5700 SH SHARED 17 5700 D VITAL IMAGES INC COM 92846N10 40 1800 SH SHARED 1800 D VITAL IMAGES INC COM 92846N10 0 4 SH SHARED 02 4 D VITAL SIGNS INC COM 92846910 36 800 SH SHARED 800 D VITAL SIGNS INC COM 92846910 109 2369 SH SHARED 02 2369 D VITAL SIGNS INC COM 92846910 54 1190 SH SHARED 10 1190 D VITAL SIGNS INC COM 92846910 92 2000 SH SHARED 17 2000 D VITRIA TECHNOLOGY COM NEW 92849Q40 20 6150 SH SHARED 6150 D VITESSE SEMICONDUCTOR CORP COM 92849710 811 434214 SH SHARED 434214 D VITESSE SEMICONDUCTOR CORP COM 92849710 158 84500 SH SHARED 17 84500 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 191 5854 SH SHARED 5854 D VIVENDI UNIVERSAL SPON ADR NEW 92851S20 7 240 SH SHARED 05 240 D VNUS MED TECHNOLOGIES INC COM 92856610 8 800 SH SHARED 800 D VNUS MED TECHNOLOGIES INC COM 92856610 42 4100 SH SHARED 17 4100 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 19 750 SH SHARED 750 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 147187 5667587 SH SHARED 5608642 58945 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1439 55415 SH SHARED 01 29418 25997 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 2147 82707 SH SHR/OTHR 01 82707 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 15665 603200 SH SHARED 04 603200 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 11 450 SH SHARED 05 450 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 689 26534 SH SHARED 06 26534 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 7751 298477 SH SHARED 10 13257 285220 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 1349 51950 SH SHR/OTHR 10 51950 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 847 32620 SH SHARED 17 32620 D VOLT INFORMATION SCIENCES IN COM 92870310 24 1200 SH SHARED 1200 D VOLT INFORMATION SCIENCES IN COM 92870310 53 2617 SH SHARED 02 2617 D VOLT INFORMATION SCIENCES IN COM 92870310 48 2400 SH SHARED 17 2400 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 175 14300 SH SHARED 14300 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 1 100 SH SHARED 02 100 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 90 7400 SH SHARED 17 7400 D VORNADO RLTY TR SH BEN INT 92904210 14463 166975 SH SHARED 143480 23495 D VORNADO RLTY TR SH BEN INT 92904210 319 3690 SH SHARED 01 1665 2025 D VORNADO RLTY TR SH BEN INT 92904210 2913 33634 SH SHARED 02 33634 D VORNADO RLTY TR SH BEN INT 92904210 2338 27000 SH SHARED 04 27000 D VORNADO RLTY TR SH BEN INT 92904210 8 100 SH SHARED 05 100 D VORNADO RLTY TR SH BEN INT 92904210 5 59 SH SHARED 06 59 D VORNADO RLTY TR SH BEN INT 92904210 2070 23900 SH SHARED 10 23900 D VORNADO RLTY TR SH BEN INT 92904210 427178 4931641 SH SHARED 11 4931641 D VORNADO RLTY TR SH BEN INT 92904210 5041 58200 SH SHARED 17 51800 6400 D VORNADO RLTY TR PFD CONV SER A 92904220 7161 60438 SH SHARED 60438 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 16005 15000000 PRN SHARED 15000000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 106 100000 PRN SHR/OTHR 01 100000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 1600 1500000 PRN SHARED 02 1500000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 1 1500 PRN SHARED 17 1500 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 4285 319804 SH SHARED 319804 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 308 23000 SH SHARED 01 11500 11500 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1626 121400 SH SHARED 02 121400 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1695 126500 SH SHARED 05 126500 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 9301 694150 SH SHARED 10 694150 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 174 13000 SH SHARED 15 13000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1082 80800 SH SHARED 17 80800 D VULCAN MATLS CO COM 92916010 30121 405899 SH SHARED 384845 21054 D VULCAN MATLS CO COM 92916010 449 6060 SH SHARED 01 6060 D VULCAN MATLS CO COM 92916010 81 1100 SH SHR/OTHR 01 1100 D VULCAN MATLS CO COM 92916010 1761 23736 SH SHARED 02 23736 D VULCAN MATLS CO COM 92916010 141 1900 SH SHARED 06 1900 D VULCAN MATLS CO COM 92916010 81 1100 SH SHARED 10 1100 D VULCAN MATLS CO COM 92916010 7098 95656 SH SHARED 17 86356 9300 D W & T OFFSHORE INC COM 92922P10 60 1872 SH SHARED 1872 D W & T OFFSHORE INC COM 92922P10 509 15720 SH SHARED 17 15720 D WFS FINL INC COM 92923B10 454 6768 SH SHARED 6768 D WFS FINL INC COM 92923B10 40 600 SH SHARED 02 600 D WFS FINL INC COM 92923B10 77 1160 SH SHARED 10 1160 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 8424 7200000 PRN SHARED 02 7200000 D WCI CMNTYS INC COM 92923C10 1282 45200 SH SHARED 45200 D WCI CMNTYS INC COM 92923C10 1863 65700 SH SHARED 10 65700 D WCI CMNTYS INC COM 92923C10 1288 45400 SH SHARED 17 30200 15200 D WD-40 CO COM 92923610 63 2400 SH SHARED 2400 D WD-40 CO COM 92923610 15 600 SH SHARED 10 600 D WD-40 CO COM 92923610 204 7700 SH SHARED 17 7700 D WGL HLDGS INC COM 92924F10 1616 50301 SH SHARED 34201 16100 D WGL HLDGS INC COM 92924F10 575 17900 SH SHARED 02 17900 D WGL HLDGS INC COM 92924F10 623 19400 SH SHARED 10 19400 D WGL HLDGS INC COM 92924F10 1095 34100 SH SHARED 17 22500 11600 D W-H ENERGY SVCS INC COM 92925E10 2480 76500 SH SHARED 76500 D W-H ENERGY SVCS INC COM 92925E10 37 1150 SH SHR/OTHR 01 1150 D W-H ENERGY SVCS INC COM 92925E10 165 5100 SH SHARED 02 5100 D W-H ENERGY SVCS INC COM 92925E10 94 2900 SH SHARED 10 2900 D W-H ENERGY SVCS INC COM 92925E10 583 18000 SH SHARED 17 16300 1700 D W HLDG CO INC COM 92925110 164 17236 SH SHARED 16300 936 D W HLDG CO INC COM 92925110 95 10000 SH SHARED 02 10000 D W HLDG CO INC COM 92925110 382 40000 SH SHARED 17 40000 D WCA WASTE CORP COM 92926K10 10290 1219300 SH SHARED 17 1219300 D WMS INDS INC NOTE 2.750% 7/1 929297AE 5397 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 1336 47500 SH SHARED 47500 D WMS INDS INC COM 92929710 244 8682 SH SHARED 02 8682 D WMS INDS INC COM 92929710 67 2400 SH SHARED 10 2400 D WMS INDS INC COM 92929710 1157 41160 SH SHARED 17 39560 1600 D WPP GROUP PLC SPON ADR NEW 92930930 29742 581809 SH SHARED 581809 D WPP GROUP PLC SPON ADR NEW 92930930 7 150 SH SHARED 01 150 D WPP GROUP PLC SPON ADR NEW 92930930 527 10320 SH SHARED 10 10320 D WPP GROUP PLC SPON ADR NEW 92930930 1058 20700 SH SHARED 17 20700 D WPS RESOURCES CORP COM 92931B10 1158 20049 SH SHARED 4749 15300 D WPS RESOURCES CORP COM 92931B10 972 16829 SH SHARED 02 16829 D WPS RESOURCES CORP COM 92931B10 98 1700 SH SHARED 10 1700 D WPS RESOURCES CORP COM 92931B10 9172 158700 SH SHARED 17 158700 D WSFS FINL CORP COM 92932810 53 900 SH SHARED 900 D WSFS FINL CORP COM 92932810 1560 26500 SH SHARED 10 1100 25400 D WSFS FINL CORP COM 92932810 1001 17000 SH SHARED 17 2700 14300 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 9792 8250000 PRN SHARED 8250000 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 3561 3000000 PRN SHARED 02 3000000 D WABASH NATL CORP COM 92956610 135 6900 SH SHARED 6900 D WABASH NATL CORP COM 92956610 228 11600 SH SHARED 17 11600 D WABTEC CORP COM 92974010 226 8300 SH SHARED 8300 D WABTEC CORP COM 92974010 182 6700 SH SHARED 02 6700 D WABTEC CORP COM 92974010 10475 384000 SH SHARED 06 384000 D WABTEC CORP COM 92974010 98 3600 SH SHARED 10 3600 D WABTEC CORP COM 92974010 569 20871 SH SHARED 17 18571 2300 D WACHOVIA CORP 2ND NEW COM 92990310 209742 4407282 SH SHARED 4037171 370111 D WACHOVIA CORP 2ND NEW COM 92990310 13672 287288 SH SHARED 01 226645 60643 D WACHOVIA CORP 2ND NEW COM 92990310 3974 83521 SH SHR/OTHR 01 83521 D WACHOVIA CORP 2ND NEW COM 92990310 17626 370390 SH SHARED 02 370390 D WACHOVIA CORP 2ND NEW COM 92990310 951 20000 SH SHARED 04 20000 D WACHOVIA CORP 2ND NEW COM 92990310 8837 185710 SH SHARED 05 174320 11390 D WACHOVIA CORP 2ND NEW COM 92990310 5473 115009 SH SHARED 06 115009 D WACHOVIA CORP 2ND NEW COM 92990310 276630 5812781 SH SHARED 10 3101561 1588900 1122320 D WACHOVIA CORP 2ND NEW COM 92990310 418 8800 SH SHR/OTHR 10 8800 D WACHOVIA CORP 2ND NEW COM 92990310 1026 21577 SH SHARED 14 21577 D WACHOVIA CORP 2ND NEW COM 92990310 3297 69300 SH SHARED 15 69300 D WACHOVIA CORP 2ND NEW COM 92990310 101044 2123233 SH SHARED 17 2037933 85300 D WADDELL & REED FINL INC CL A 93005910 37155 1919204 SH SHARED 1888788 30416 D WADDELL & REED FINL INC CL A 93005910 551 28500 SH SHARED 02 28500 D WADDELL & REED FINL INC CL A 93005910 123 6400 SH SHARED 10 6400 D WADDELL & REED FINL INC CL A 93005910 600 31000 SH SHARED 17 28100 2900 D WAL MART STORES INC COM 93114210 4340 99055 SH SHARED 99055 D WAL MART STORES INC COM 93114210 392630 8960069 SH SHARED 8148369 811700 D WAL MART STORES INC COM 93114210 25427 580272 SH SHARED 01 315025 265247 D WAL MART STORES INC COM 93114210 19047 434675 SH SHR/OTHR 01 434675 D WAL MART STORES INC COM 93114210 59758 1363724 SH SHARED 02 1355394 8330 D WAL MART STORES INC COM 93114210 9423 215050 SH SHARED 04 215050 D WAL MART STORES INC COM 93114210 219 5000 SH SHARED 05 5000 D WAL MART STORES INC COM 93114210 6078 138712 SH SHARED 06 138712 D WAL MART STORES INC COM 93114210 91437 2086667 SH SHARED 10 819374 823990 443303 D WAL MART STORES INC COM 93114210 4304 98240 SH SHR/OTHR 10 98240 D WAL MART STORES INC COM 93114210 1730 39484 SH SHARED 14 39484 D WAL MART STORES INC COM 93114210 52426 1196408 SH SHARED 17 1189508 6900 D WAL MART STORES INC COM 93114210 11 265 SH SHARED 19 265 D WALGREEN CO COM 93142210 147028 3383855 SH SHARED 3071145 312710 D WALGREEN CO COM 93142210 4898 112736 SH SHARED 01 43895 68841 D WALGREEN CO COM 93142210 5896 135711 SH SHR/OTHR 01 135711 D WALGREEN CO COM 93142210 15192 349652 SH SHARED 02 349652 D WALGREEN CO COM 93142210 338 7800 SH SHARED 04 7800 D WALGREEN CO COM 93142210 21 500 SH SHARED 05 500 D WALGREEN CO COM 93142210 941 21677 SH SHARED 06 21677 D WALGREEN CO COM 93142210 86583 1992710 SH SHARED 10 446975 1149800 395935 D WALGREEN CO COM 93142210 1016 23400 SH SHR/OTHR 10 23400 D WALGREEN CO COM 93142210 289 6657 SH SHARED 14 6657 D WALGREEN CO COM 93142210 18506 425926 SH SHARED 17 422826 3100 D WALGREEN CO COM 93142210 43 1000 SH SHARED 19 1000 D WALTER INDS INC COM 93317Q10 2078 42485 SH SHR/OTHR 42485 D WALTER INDS INC COM 93317Q10 1330 27200 SH SHARED 5400 21800 D WALTER INDS INC COM 93317Q10 146 3000 SH SHARED 02 3000 D WALTER INDS INC COM 93317Q10 107 2200 SH SHARED 10 2200 D WALTER INDS INC COM 93317Q10 748 15300 SH SHARED 17 13900 1400 D WARNACO GROUP INC COM NEW 93439040 289 13200 SH SHARED 13200 D WARNACO GROUP INC COM NEW 93439040 975 44525 SH SHARED 01 44250 275 D WARNACO GROUP INC COM NEW 93439040 15 725 SH SHR/OTHR 01 725 D WARNACO GROUP INC COM NEW 93439040 643 29357 SH SHARED 02 29357 D WARNACO GROUP INC COM NEW 93439040 6472 295400 SH SHARED 10 200000 95400 D WARNACO GROUP INC COM NEW 93439040 6167 281500 SH SHARED 17 279100 2400 D WARNER MUSIC GROUP CORP COM 93455010 3 200 SH SHARED 200 D WARNER MUSIC GROUP CORP COM 93455010 59 3200 SH SHARED 02 3200 D WARREN RES INC COM 93564A10 55 3300 SH SHARED 3300 D WARREN RES INC COM 93564A10 180 10800 SH SHARED 17 10800 D WARWICK VALLEY TEL CO COM 93675010 125 5508 SH SHARED 5508 D WASHINGTON FED INC COM 93882410 850 37713 SH SHARED 10684 27029 D WASHINGTON FED INC COM 93882410 861 38200 SH SHARED 02 38200 D WASHINGTON FED INC COM 93882410 325 14424 SH SHARED 14 14424 D WASHINGTON GROUP INTL INC COM NEW 93886220 813 15100 SH SHARED 15100 D WASHINGTON GROUP INTL INC COM NEW 93886220 3157 58600 SH SHARED 10 58600 D WASHINGTON GROUP INTL INC COM NEW 93886220 17586 326344 SH SHARED 17 293444 32900 D WASHINGTON MUT INC COM 93932210 50661 1291729 SH SHARED 1102471 189258 D WASHINGTON MUT INC COM 93932210 4379 111653 SH SHARED 01 30372 81281 D WASHINGTON MUT INC COM 93932210 1958 49938 SH SHR/OTHR 01 49938 D WASHINGTON MUT INC COM 93932210 8285 211248 SH SHARED 02 211248 D WASHINGTON MUT INC COM 93932210 619 15800 SH SHARED 04 15800 D WASHINGTON MUT INC COM 93932210 17 450 SH SHARED 05 450 D WASHINGTON MUT INC COM 93932210 2379 60672 SH SHARED 06 60672 D WASHINGTON MUT INC COM 93932210 6920 176455 SH SHARED 10 74710 101745 D WASHINGTON MUT INC COM 93932210 451 11500 SH SHR/OTHR 10 11500 D WASHINGTON MUT INC COM 93932210 5657 144254 SH SHARED 14 144254 D WASHINGTON MUT INC COM 93932210 307933 7851431 SH SHARED 17 7795931 55500 D WASHINGTON POST CO CL B 93964010 2537 3162 SH SHARED 692 2470 D WASHINGTON POST CO CL B 93964010 72 90 SH SHARED 01 90 D WASHINGTON POST CO CL B 93964010 401 500 SH SHR/OTHR 01 500 D WASHINGTON POST CO CL B 93964010 2547 3174 SH SHARED 02 3174 D WASHINGTON POST CO CL B 93964010 113 142 SH SHARED 06 142 D WASHINGTON POST CO CL B 93964010 1436 1790 SH SHARED 10 90 1700 D WASHINGTON POST CO CL B 93964010 1685 2100 SH SHR/OTHR 10 2100 D WASHINGTON POST CO CL B 93964010 80 100 SH SHARED 17 100 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1432 46060 SH SHARED 45660 400 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1360 43736 SH SHARED 10 43736 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1897 61000 SH SHARED 17 17300 43700 D WASHINGTON SVGBK FSB WALDRF COM 93969610 22 2445 SH SHARED 2445 D WASHINGTON TR BANCORP COM 94061010 46 1700 SH SHARED 1700 D WASHINGTON TR BANCORP COM 94061010 216 7960 SH SHARED 10 7960 D WASHINGTON TR BANCORP COM 94061010 160 5900 SH SHARED 17 4000 1900 D WASTE CONNECTIONS INC DBCV 5/0 941053AE 9380 8236000 PRN SHARED 02 8236000 D WASTE CONNECTIONS INC COM 94105310 322 9199 SH SHARED 9199 D WASTE CONNECTIONS INC COM 94105310 7 200 SH SHARED 02 200 D WASTE CONNECTIONS INC COM 94105310 235 6700 SH SHARED 10 6700 D WASTE CONNECTIONS INC COM 94105310 1022 29150 SH SHARED 17 27650 1500 D WASTE INDUSTRIES USA INC COM 94105710 13 1032 SH SHARED 1032 D WASTE MGMT INC DEL COM 94106L10 46802 1635889 SH SHARED 1537123 98766 D WASTE MGMT INC DEL COM 94106L10 174 6100 SH SHARED 01 6100 D WASTE MGMT INC DEL COM 94106L10 24 870 SH SHR/OTHR 01 870 D WASTE MGMT INC DEL COM 94106L10 3607 126086 SH SHARED 02 126086 D WASTE MGMT INC DEL COM 94106L10 10 380 SH SHARED 05 380 D WASTE MGMT INC DEL COM 94106L10 374 13079 SH SHARED 06 13079 D WASTE MGMT INC DEL COM 94106L10 163 5700 SH SHARED 10 5700 D WASTE MGMT INC DEL COM 94106L10 160 5600 SH SHARED 14 5600 D WASTE MGMT INC DEL COM 94106L10 832 29100 SH SHARED 15 29100 D WASTE MGMT INC DEL COM 94106L10 6612 231109 SH SHARED 17 231109 D WASTE SERVICES INC DEL COM 94107510 35 9600 SH SHARED 9600 D WASTE SERVICES INC DEL COM 94107510 71 19400 SH SHARED 17 19400 D WATCHGUARD TECHNOLOGIES INC COM 94110510 155 36197 SH SHARED 36197 D WATER PIK TECHNOLOGIES INC COM 94113U10 34 1700 SH SHARED 1700 D WATER PIK TECHNOLOGIES INC COM 94113U10 62 3100 SH SHARED 17 3100 D WATERS CORP COM 94184810 26847 645370 SH SHARED 610375 34995 D WATERS CORP COM 94184810 142 3425 SH SHARED 01 3425 D WATERS CORP COM 94184810 99 2400 SH SHR/OTHR 01 2400 D WATERS CORP COM 94184810 1182 28425 SH SHARED 02 28425 D WATERS CORP COM 94184810 4 120 SH SHARED 05 120 D WATERS CORP COM 94184810 85 2050 SH SHARED 06 2050 D WATERS CORP COM 94184810 9500 228370 SH SHARED 10 212900 15470 D WATERS CORP COM 94184810 26 628 SH SHARED 14 628 D WATERS CORP COM 94184810 2200 52905 SH SHARED 17 52905 D WATSCO INC COM 94262220 169 3200 SH SHARED 3200 D WATSCO INC COM 94262220 192 3630 SH SHARED 02 3630 D WATSCO INC COM 94262220 106 2000 SH SHARED 10 2000 D WATSCO INC COM 94262220 565 10653 SH SHARED 17 9553 1100 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 254 250000 PRN SHARED 02 250000 D WATSON PHARMACEUTICALS INC COM 94268310 15372 419897 SH SHARED 386740 33157 D WATSON PHARMACEUTICALS INC COM 94268310 171 4680 SH SHARED 01 4680 D WATSON PHARMACEUTICALS INC COM 94268310 860 23516 SH SHARED 02 23516 D WATSON PHARMACEUTICALS INC COM 94268310 10576 288900 SH SHARED 05 280200 8700 D WATSON PHARMACEUTICALS INC COM 94268310 46 1280 SH SHARED 06 1280 D WATSON PHARMACEUTICALS INC COM 94268310 1519 41500 SH SHARED 10 38300 3200 D WATSON PHARMACEUTICALS INC COM 94268310 2958 80800 SH SHARED 14 80800 D WATSON PHARMACEUTICALS INC COM 94268310 2627 71762 SH SHARED 17 56062 15700 D WATSON WYATT & CO HLDGS CL A 94271210 810 30070 SH SHARED 29670 400 D WATSON WYATT & CO HLDGS CL A 94271210 342 12700 SH SHARED 17 12700 D WATTS WATER TECHNOLOGIES INC CL A 94274910 135 4700 SH SHARED 4700 D WATTS WATER TECHNOLOGIES INC CL A 94274910 1185 41075 SH SHARED 01 40700 375 D WATTS WATER TECHNOLOGIES INC CL A 94274910 28 975 SH SHR/OTHR 01 975 D WATTS WATER TECHNOLOGIES INC CL A 94274910 328 11395 SH SHARED 02 11395 D WATTS WATER TECHNOLOGIES INC CL A 94274910 5458 189200 SH SHARED 10 189200 D WATTS WATER TECHNOLOGIES INC CL A 94274910 14712 509980 SH SHARED 17 509980 D WAUSAU PAPER CORP COM 94331510 546 43700 SH SHARED 43700 D WAUSAU PAPER CORP COM 94331510 239 19180 SH SHARED 17 19180 D WEBEX COMMUNICATIONS INC COM 94767L10 632 25821 SH SHARED 18021 7800 D WEBEX COMMUNICATIONS INC COM 94767L10 171 6993 SH SHARED 02 6993 D WEBEX COMMUNICATIONS INC COM 94767L10 1235 50400 SH SHARED 10 50400 D WEBEX COMMUNICATIONS INC COM 94767L10 1455 59400 SH SHARED 17 12200 47200 D WEBMETHODS INC COM 94768C10 85 12100 SH SHARED 7900 4200 D WEBMETHODS INC COM 94768C10 2 400 SH SHARED 01 400 D WEBMETHODS INC COM 94768C10 777 110000 SH SHARED 04 110000 D WEBMETHODS INC COM 94768C10 156 22200 SH SHARED 17 22200 D WEBSENSE INC COM 94768410 885 17300 SH SHARED 8500 8800 D WEBSENSE INC COM 94768410 309 6041 SH SHARED 02 6041 D WEBSENSE INC COM 94768410 1229 24000 SH SHARED 04 24000 D WEBSENSE INC COM 94768410 1331 26000 SH SHARED 10 500 25500 D WEBSENSE INC COM 94768410 1843 36000 SH SHARED 17 10400 25600 D WEBSIDESTORY INC COM 94768510 23 1300 SH SHARED 1300 D WEBSIDESTORY INC COM 94768510 46 2600 SH SHARED 17 2600 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 409 440000 PRN SHARED 02 440000 D WEBMD CORP COM 94769M10 190 17200 SH SHARED 13100 4100 D WEBMD CORP COM 94769M10 27 2500 SH SHARED 01 2500 D WEBMD CORP COM 94769M10 1987 179341 SH SHARED 02 179341 D WEBMD CORP COM 94769M10 2986 269500 SH SHARED 04 269500 D WEBSTER FINL CORP CONN COM 94789010 1183 26328 SH SHARED 6628 19700 D WEBSTER FINL CORP CONN COM 94789010 40 900 SH SHARED 01 900 D WEBSTER FINL CORP CONN COM 94789010 1065 23700 SH SHARED 02 23700 D WEBSTER FINL CORP CONN COM 94789010 67 1500 SH SHARED 17 1500 D WEBZEN INC SPONSORED ADR 94846M10 68 13820 SH SHARED 13820 D WEIGHT WATCHERS INTL INC NEW COM 94862610 15 300 SH SHARED 300 D WEIGHT WATCHERS INTL INC NEW COM 94862610 10 200 SH SHARED 01 200 D WEIGHT WATCHERS INTL INC NEW COM 94862610 753 14600 SH SHARED 02 14600 D WEIGHT WATCHERS INTL INC NEW COM 94862610 5673 110000 SH SHARED 04 110000 D WEIGHT WATCHERS INTL INC NEW COM 94862610 304 5900 SH SHARED 10 200 5700 D WEIGHT WATCHERS INTL INC NEW COM 94862610 139 2700 SH SHARED 17 2700 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1620 42817 SH SHARED 10092 32725 D WEINGARTEN RLTY INVS SH BEN INT 94874110 25 675 SH SHARED 01 675 D WEINGARTEN RLTY INVS SH BEN INT 94874110 110 2925 SH SHR/OTHR 01 2925 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1453 38406 SH SHARED 02 38406 D WEINGARTEN RLTY INVS SH BEN INT 94874110 60 1600 SH SHARED 10 1600 D WEIS MKTS INC COM 94884910 88 2200 SH SHARED 2200 D WEIS MKTS INC COM 94884910 88 2200 SH SHARED 10 2200 D WEIS MKTS INC COM 94884910 164 4100 SH SHARED 17 4100 D WELLCARE HEALTH PLANS INC COM 94946T10 107 2900 SH SHARED 2900 D WELLCARE HEALTH PLANS INC COM 94946T10 85 2300 SH SHARED 02 2300 D WELLCARE HEALTH PLANS INC COM 94946T10 12708 343000 SH SHARED 04 343000 D WELLCARE HEALTH PLANS INC COM 94946T10 2541 68600 SH SHARED 10 68600 D WELLCARE HEALTH PLANS INC COM 94946T10 125 3400 SH SHARED 14 3400 D WELLCARE HEALTH PLANS INC COM 94946T10 1863 50300 SH SHARED 17 9600 40700 D WELLCHOICE INC COM 94947510 3939 51900 SH SHARED 51900 D WELLCHOICE INC COM 94947510 4281 56414 SH SHARED 02 56414 D WELLCHOICE INC COM 94947510 1061 13990 SH SHARED 17 13990 D WELLMAN INC COM 94970210 31 4900 SH SHARED 4900 D WELLMAN INC COM 94970210 73 11616 SH SHARED 02 11616 D WELLMAN INC COM 94970210 43 6800 SH SHARED 10 6800 D WELLMAN INC COM 94970210 357 56400 SH SHARED 17 15000 41400 D WELLPOINT INC COM 94973V10 112509 1483908 SH SHARED 1317463 166445 D WELLPOINT INC COM 94973V10 7463 98432 SH SHARED 01 82032 16400 D WELLPOINT INC COM 94973V10 235 3100 SH SHR/OTHR 01 3100 D WELLPOINT INC COM 94973V10 10494 138414 SH SHARED 02 138414 D WELLPOINT INC COM 94973V10 42695 563122 SH SHARED 04 559400 3722 D WELLPOINT INC COM 94973V10 56412 744026 SH SHARED 05 578396 165630 D WELLPOINT INC COM 94973V10 31988 421904 SH SHARED 06 421904 D WELLPOINT INC COM 94973V10 78433 1034472 SH SHARED 10 474192 548080 12200 D WELLPOINT INC COM 94973V10 367 4850 SH SHARED 14 4850 D WELLPOINT INC COM 94973V10 1440 19000 SH SHARED 15 19000 D WELLPOINT INC COM 94973V10 20503 270420 SH SHARED 17 270420 D WELLPOINT INC COM 94973V10 11356 149779 SH SHARED 19 149779 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 78546 79500000 PRN SHARED 79500000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 954 966000 PRN SHARED 02 966000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 592 600000 PRN SHARED 06 600000 D WELLS FARGO & CO NEW COM 94974610 1136 19400 SH SHARED 19400 D WELLS FARGO & CO NEW COM 94974610 241051 4115608 SH SHARED 3693349 422259 D WELLS FARGO & CO NEW COM 94974610 32306 551593 SH SHARED 01 283887 267706 D WELLS FARGO & CO NEW COM 94974610 14226 242905 SH SHR/OTHR 01 242905 D WELLS FARGO & CO NEW COM 94974610 22573 385412 SH SHARED 02 385412 D WELLS FARGO & CO NEW COM 94974610 7813 133400 SH SHARED 04 133400 D WELLS FARGO & CO NEW COM 94974610 6684 114130 SH SHARED 05 111230 2900 D WELLS FARGO & CO NEW COM 94974610 2655 45339 SH SHARED 06 45339 D WELLS FARGO & CO NEW COM 94974610 286296 4888100 SH SHARED 10 2645398 797400 1445302 D WELLS FARGO & CO NEW COM 94974610 6734 114988 SH SHR/OTHR 10 114988 D WELLS FARGO & CO NEW COM 94974610 4119 70338 SH SHARED 14 70338 D WELLS FARGO & CO NEW COM 94974610 5051 86250 SH SHARED 15 86250 D WELLS FARGO & CO NEW COM 94974610 62195 1061903 SH SHARED 17 1007403 54500 D WELLS FARGO & CO NEW COM 94974610 14 245 SH SHARED 19 245 D WELLSFORD REAL PPTYS INC COM NEW 95024020 265 13983 SH SHARED 13983 D WENDYS INTL INC COM 95059010 208229 4611943 SH SHARED 4582807 29136 D WENDYS INTL INC COM 95059010 12352 273594 SH SHARED 02 273594 D WENDYS INTL INC COM 95059010 94 2100 SH SHARED 06 2100 D WENDYS INTL INC COM 95059010 2537 56200 SH SHARED 10 55000 1200 D WENDYS INTL INC COM 95059010 2297 50891 SH SHARED 17 50891 D WERNER ENTERPRISES INC COM 95075510 2236 129338 SH SHARED 108963 20375 D WERNER ENTERPRISES INC COM 95075510 493 28555 SH SHARED 02 28555 D WERNER ENTERPRISES INC COM 95075510 382 22100 SH SHARED 17 22100 D WESBANCO INC COM 95081010 96 3500 SH SHARED 3400 100 D WESBANCO INC COM 95081010 588 21400 SH SHARED 10 21400 D WESBANCO INC COM 95081010 481 17500 SH SHARED 17 8500 9000 D WESCO FINL CORP COM 95081710 102 300 SH SHARED 01 300 D WESCO FINL CORP COM 95081710 68 200 SH SHARED 02 200 D WESCO FINL CORP COM 95081710 102 300 SH SHARED 10 300 D WESCO INTL INC COM 95082P10 165 4900 SH SHARED 4900 D WESCO INTL INC COM 95082P10 3078 90900 SH SHARED 10 90900 D WESCO INTL INC COM 95082P10 15450 456167 SH SHARED 17 369267 86900 D WEST BANCORPORATION INC CAP STK 95123P10 46 2500 SH SHARED 2500 D WEST BANCORPORATION INC CAP STK 95123P10 79 4305 SH SHARED 17 4305 D WEST COAST BANCORP ORE NEW COM 95214510 50 2000 SH SHARED 2000 D WEST COAST BANCORP ORE NEW COM 95214510 62 2500 SH SHARED 10 2500 D WEST COAST BANCORP ORE NEW COM 95214510 170 6800 SH SHARED 17 6800 D WEST CORP COM 95235510 3 100 SH SHARED 100 D WEST CORP COM 95235510 160 4300 SH SHARED 02 4300 D WEST CORP COM 95235510 130 3500 SH SHARED 10 3500 D WEST CORP COM 95235510 527 14100 SH SHARED 17 14100 D WEST MARINE INC COM 95423510 31 2100 SH SHARED 2100 D WEST MARINE INC COM 95423510 11 800 SH SHARED 02 800 D WEST MARINE INC COM 95423510 100 6800 SH SHARED 17 6800 D WEST PHARMACEUTICAL SVSC INC COM 95530610 136 4600 SH SHARED 4600 D WEST PHARMACEUTICAL SVSC INC COM 95530610 53 1800 SH SHARED 10 1800 D WEST PHARMACEUTICAL SVSC INC COM 95530610 610 20572 SH SHARED 17 10972 9600 D WESTAR ENERGY INC COM 95709T10 2538 105195 SH SHARED 75795 29400 D WESTAR ENERGY INC COM 95709T10 10 420 SH SHR/OTHR 01 420 D WESTAR ENERGY INC COM 95709T10 916 38000 SH SHARED 02 38000 D WESTAR ENERGY INC COM 95709T10 562 23300 SH SHARED 17 23300 D WESTAMERICA BANCORPORATION COM 95709010 1140 22086 SH SHARED 8686 13400 D WESTAMERICA BANCORPORATION COM 95709010 599 11616 SH SHARED 02 11616 D WESTAMERICA BANCORPORATION COM 95709010 2680 51900 SH SHARED 10 51900 D WESTAMERICA BANCORPORATION COM 95709010 743 14400 SH SHARED 17 14400 D WESTELL TECHNOLOGIES INC CL A 95754110 29 8000 SH SHARED 8000 D WESTELL TECHNOLOGIES INC CL A 95754110 91 25000 SH SHARED 17 25000 D WSTRN ASSET/CLYMRE US TR INF COM 95766R10 2043 166800 SH SHARED 166800 D WESTCORP INC COM 95790710 400 6800 SH SHARED 6400 400 D WESTCORP INC COM 95790710 141 2400 SH SHARED 02 2400 D WESTCORP INC COM 95790710 63 1080 SH SHARED 10 1080 D WESTERN DIGITAL CORP COM 95810210 1280 99014 SH SHARED 26314 72700 D WESTERN DIGITAL CORP COM 95810210 1706 132000 SH SHARED 02 132000 D WESTERN DIGITAL CORP COM 95810210 71 5500 SH SHARED 10 5500 D WESTERN DIGITAL CORP COM 95810210 152 11760 SH SHARED 17 11760 D WESTERN GAS RES INC COM 95825910 7653 149398 SH SHARED 124798 24600 D WESTERN GAS RES INC COM 95825910 1573 30720 SH SHARED 02 30720 D WESTERN GAS RES INC COM 95825910 3842 75000 SH SHARED 04 75000 D WESTERN GAS RES INC COM 95825910 15 300 SH SHARED 17 300 D WESTERN SIERRA BANCORP COM 95952210 34 1000 SH SHARED 1000 D WESTERN SIERRA BANCORP COM 95952210 106 3100 SH SHARED 17 1500 1600 D WESTERN SILVER CORP COM 95953110 143 17000 SH SHARED 17000 D WESTFIELD FINANCIAL INC COM 96008D10 21 909 SH SHARED 909 D WESTFIELD FINANCIAL INC COM 96008D10 1 82 SH SHARED 02 82 D WESTLAKE CHEM CORP COM 96041310 51 1900 SH SHARED 1900 D WESTLAKE CHEM CORP COM 96041310 203 7500 SH SHARED 17 7500 D WESTWOOD HLDGS GROUP INC COM 96176510 279 15252 SH SHARED 01 15252 D WESTWOOD ONE INC COM 96181510 1591 80009 SH SHARED 44109 35900 D WESTWOOD ONE INC COM 96181510 1017 51170 SH SHARED 02 51170 D WESTWOOD ONE INC COM 96181510 1746 87800 SH SHARED 14 87800 D WET SEAL INC CL A 96184010 303 67500 SH SHARED 67500 D WET SEAL INC CL A 96184010 89 19900 SH SHARED 17 19900 D WEYCO GROUP INC COM 96214910 17 900 SH SHARED 900 D WEYERHAEUSER CO COM 96216610 29652 431310 SH SHARED 372326 58984 D WEYERHAEUSER CO COM 96216610 5585 81250 SH SHARED 01 80200 1050 D WEYERHAEUSER CO COM 96216610 206 3000 SH SHR/OTHR 01 3000 D WEYERHAEUSER CO COM 96216610 4150 60375 SH SHARED 02 60375 D WEYERHAEUSER CO COM 96216610 84411 1227800 SH SHARED 04 1227800 D WEYERHAEUSER CO COM 96216610 6 100 SH SHARED 05 100 D WEYERHAEUSER CO COM 96216610 6336 92169 SH SHARED 06 92169 D WEYERHAEUSER CO COM 96216610 4793 69720 SH SHARED 10 67420 2300 D WEYERHAEUSER CO COM 96216610 1925 28000 SH SHARED 14 28000 D WEYERHAEUSER CO COM 96216610 7597 110509 SH SHARED 17 110509 D WHEELING PITTSBURGH CORP COM NEW 96314230 647 38713 SH SHARED 38713 D WHEELING PITTSBURGH CORP COM NEW 96314230 88 5300 SH SHARED 02 5300 D WHEELING PITTSBURGH CORP COM NEW 96314230 75 4500 SH SHARED 17 4500 D WHIRLPOOL CORP COM 96332010 37662 497067 SH SHARED 478949 18118 D WHIRLPOOL CORP COM 96332010 37 500 SH SHARED 01 500 D WHIRLPOOL CORP COM 96332010 21026 277504 SH SHARED 02 277504 D WHIRLPOOL CORP COM 96332010 1265 16700 SH SHARED 05 16700 D WHIRLPOOL CORP COM 96332010 79 1050 SH SHARED 06 1050 D WHIRLPOOL CORP COM 96332010 3933 51920 SH SHARED 10 50820 1100 D WHIRLPOOL CORP COM 96332010 2082 27479 SH SHARED 17 27479 D WHITE ELECTR DESIGNS CORP COM 96380110 55 10900 SH SHARED 10900 D WHITING PETE CORP NEW COM 96638710 1065 24300 SH SHARED 24300 D WHITING PETE CORP NEW COM 96638710 70 1600 SH SHARED 02 1600 D WHITING PETE CORP NEW COM 96638710 324 7400 SH SHARED 10 7400 D WHITING PETE CORP NEW COM 96638710 828 18900 SH SHARED 17 17500 1400 D WHITNEY HLDG CORP COM 96661210 41 1550 SH SHARED 500 1050 D WHITNEY HLDG CORP COM 96661210 243 9000 SH SHARED 02 9000 D WHITNEY HLDG CORP COM 96661210 159 5900 SH SHARED 17 5900 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 357 250000 PRN SHARED 02 250000 D WHOLE FOODS MKT INC COM 96683710 25689 191074 SH SHARED 165179 25895 D WHOLE FOODS MKT INC COM 96683710 3365 25030 SH SHARED 01 4645 20385 D WHOLE FOODS MKT INC COM 96683710 578 4300 SH SHR/OTHR 01 4300 D WHOLE FOODS MKT INC COM 96683710 3939 29300 SH SHARED 02 29300 D WHOLE FOODS MKT INC COM 96683710 537 4000 SH SHARED 04 4000 D WHOLE FOODS MKT INC COM 96683710 127 950 SH SHARED 06 950 D WHOLE FOODS MKT INC COM 96683710 396 2950 SH SHARED 10 150 2800 D WHOLE FOODS MKT INC COM 96683710 201 1500 SH SHARED 14 1500 D WHOLE FOODS MKT INC COM 96683710 1513 11260 SH SHARED 17 10760 500 D WILD OATS MARKETS INC COM 96808B10 1003 78063 SH SHARED 78063 D WILD OATS MARKETS INC COM 96808B10 294 22900 SH SHARED 05 22900 D WILD OATS MARKETS INC COM 96808B10 3052 237389 SH SHARED 17 237389 D WILEY JOHN & SONS INC CL A 96822320 91 2200 SH SHARED 300 1900 D WILEY JOHN & SONS INC CL A 96822320 187 4500 SH SHARED 02 4500 D WILEY JOHN & SONS INC CL A 96822320 4069 97500 SH SHARED 10 97500 D WILLIAMS COS INC DEL COM 96945710 65353 2608922 SH SHARED 2476516 132406 D WILLIAMS COS INC DEL COM 96945710 240 9600 SH SHR/OTHR 01 9600 D WILLIAMS COS INC DEL COM 96945710 3260 130174 SH SHARED 02 130174 D WILLIAMS COS INC DEL COM 96945710 10 400 SH SHARED 05 400 D WILLIAMS COS INC DEL COM 96945710 316 12644 SH SHARED 06 12644 D WILLIAMS COS INC DEL COM 96945710 265 10600 SH SHARED 10 10600 D WILLIAMS COS INC DEL COM 96945710 5919 236310 SH SHARED 17 232910 3400 D WILLIAMS CLAYTON ENERGY INC COM 96949010 38 900 SH SHARED 900 D WILLIAMS CLAYTON ENERGY INC COM 96949010 272 6300 SH SHARED 17 3000 3300 D WILLIAMS PARTNERS L P COM UNIT L P 96950F10 1316 40500 SH SHARED 40500 D WILLIAMS SONOMA INC COM 96990410 2208 57590 SH SHARED 14090 43500 D WILLIAMS SONOMA INC COM 96990410 99 2600 SH SHARED 01 2600 D WILLIAMS SONOMA INC COM 96990410 613 16000 SH SHR/OTHR 01 16000 D WILLIAMS SONOMA INC COM 96990410 2028 52900 SH SHARED 02 51000 1900 D WILLIAMS SONOMA INC COM 96990410 46 1200 SH SHARED 06 1200 D WILLIAMS SONOMA INC COM 96990410 7 200 SH SHARED 10 200 D WILLIAMS SONOMA INC COM 96990410 1580 41200 SH SHARED 17 41200 D WILMINGTON TRUST CORP COM 97180710 1117 30662 SH SHARED 8162 22500 D WILMINGTON TRUST CORP COM 97180710 1341 36800 SH SHARED 02 36800 D WILMINGTON TRUST CORP COM 97180710 499 13700 SH SHARED 17 13700 D WILSHIRE BANCORP INC COM 97186T10 33 2200 SH SHARED 2200 D WILSHIRE BANCORP INC COM 97186T10 114 7500 SH SHARED 17 7500 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 375 400000 PRN SHARED 400000 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 8202 8745000 PRN SHARED 02 8745000 D WILSONS THE LEATHER EXPERTS COM 97246310 18 3000 SH SHARED 3000 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 2156 112300 SH SHARED 04 112300 D WIND RIVER SYSTEMS INC COM 97314910 600 46436 SH SHARED 19036 27400 D WIND RIVER SYSTEMS INC COM 97314910 365 28280 SH SHARED 02 28280 D WIND RIVER SYSTEMS INC COM 97314910 1917 148300 SH SHARED 10 148300 D WIND RIVER SYSTEMS INC COM 97314910 2445 189100 SH SHARED 17 28200 160900 D WINNEBAGO INDS INC COM 97463710 440 15200 SH SHARED 7400 7800 D WINNEBAGO INDS INC COM 97463710 333 11500 SH SHARED 02 11500 D WINNEBAGO INDS INC COM 97463710 2493 86060 SH SHARED 10 1060 85000 D WINNEBAGO INDS INC COM 97463710 541 18694 SH SHARED 17 12594 6100 D WINSTON HOTELS INC COM 97563A10 39 3900 SH SHARED 3900 D WINSTON HOTELS INC COM 97563A10 18445 1844500 SH SHARED 11 1844500 D WINSTON HOTELS INC COM 97563A10 101 10100 SH SHARED 17 10100 D WINTRUST FINANCIAL CORP COM 97650W10 180 3600 SH SHARED 3600 D WINTRUST FINANCIAL CORP COM 97650W10 30 600 SH SHR/OTHR 01 600 D WINTRUST FINANCIAL CORP COM 97650W10 141 2810 SH SHARED 10 710 2100 D WINTRUST FINANCIAL CORP COM 97650W10 1610 32050 SH SHARED 17 10350 21700 D WIPRO LTD SPON ADR 1 SH 97651M10 9548 921700 SH SHARED 920000 1700 D WIRELESS FACILITIES INC COM 97653A10 48 8300 SH SHARED 8300 D WIRELESS FACILITIES INC COM 97653A10 275 47468 SH SHARED 02 47468 D WIRELESS FACILITIES INC COM 97653A10 149 25700 SH SHARED 17 25700 D WISCONSIN ENERGY CORP COM 97665710 3139 78635 SH SHARED 32008 46627 D WISCONSIN ENERGY CORP COM 97665710 191 4800 SH SHR/OTHR 01 4800 D WISCONSIN ENERGY CORP COM 97665710 2051 51400 SH SHARED 02 51400 D WISCONSIN ENERGY CORP COM 97665710 71 1800 SH SHARED 06 1800 D WISCONSIN ENERGY CORP COM 97665710 55 1400 SH SHARED 10 1400 D WISCONSIN ENERGY CORP COM 97665710 11 300 SH SHARED 17 300 D WITNESS SYS INC COM 97742410 353 16900 SH SHARED 9400 7500 D WITNESS SYS INC COM 97742410 1 50 SH SHARED 02 50 D WITNESS SYS INC COM 97742410 271 13000 SH SHARED 05 13000 D WITNESS SYS INC COM 97742410 16 800 SH SHARED 10 800 D WITNESS SYS INC COM 97742410 3939 188600 SH SHARED 17 142100 46500 D WOLVERINE WORLD WIDE INC COM 97809710 2326 110500 SH SHARED 110500 D WOLVERINE WORLD WIDE INC COM 97809710 201 9557 SH SHARED 02 9557 D WOLVERINE WORLD WIDE INC COM 97809710 4503 213950 SH SHARED 10 213950 D WOLVERINE WORLD WIDE INC COM 97809710 11962 568300 SH SHARED 17 434900 133400 D WOODWARD GOVERNOR CO COM 98074510 118 1390 SH SHARED 1390 D WOODWARD GOVERNOR CO COM 98074510 52 619 SH SHARED 02 619 D WOODWARD GOVERNOR CO COM 98074510 150 1770 SH SHARED 10 770 1000 D WOODWARD GOVERNOR CO COM 98074510 408 4800 SH SHARED 17 4100 700 D WORLD ACCEP CORP DEL COM 98141910 73 2900 SH SHARED 2900 D WORLD ACCEP CORP DEL COM 98141910 86 3400 SH SHARED 02 3400 D WORLD ACCEP CORP DEL COM 98141910 48 1900 SH SHARED 10 1900 D WORLD ACCEP CORP DEL COM 98141910 223 8800 SH SHARED 17 8800 D WORLD AIR HLDGS INC COM 98142V10 27 2600 SH SHARED 2200 400 D WORLD AIR HLDGS INC COM 98142V10 120 11400 SH SHARED 17 11400 D WORLD COLOR PRESS INC DEL NOTE 6.000%10/0 981443AA 3493 3500000 PRN SHARED 3500000 D WORLD FUEL SVCS CORP COM 98147510 110 3400 SH SHARED 3400 D WORLD FUEL SVCS CORP COM 98147510 87 2700 SH SHARED 02 2700 D WORLD FUEL SVCS CORP COM 98147510 314 9700 SH SHARED 17 9700 D WORLD WRESTLING ENTMT INC CL A 98156Q10 40 3100 SH SHARED 3100 D WORLD WRESTLING ENTMT INC CL A 98156Q10 399 30722 SH SHARED 17 30722 D WORTHINGTON INDS INC COM 98181110 3434 163297 SH SHARED 130419 32878 D WORTHINGTON INDS INC COM 98181110 188 8975 SH SHARED 01 8975 D WORTHINGTON INDS INC COM 98181110 720 34251 SH SHARED 02 34251 D WORTHINGTON INDS INC COM 98181110 31 1500 SH SHARED 10 1500 D WORTHINGTON INDS INC COM 98181110 7223 343500 SH SHARED 17 343500 D WPT ENTERPRISES INC COM 98211W10 14 1700 SH SHARED 900 800 D WPT ENTERPRISES INC COM 98211W10 29 3300 SH SHARED 17 3300 D WRIGHT EXPRESS CORP COM 98233Q10 129 6000 SH SHARED 6000 D WRIGHT EXPRESS CORP COM 98233Q10 18 875 SH SHR/OTHR 01 875 D WRIGHT EXPRESS CORP COM 98233Q10 392 18200 SH SHARED 17 18200 D WRIGHT MED GROUP INC COM 98235T10 187 7600 SH SHARED 7600 D WRIGHT MED GROUP INC COM 98235T10 35 1425 SH SHARED 01 1175 250 D WRIGHT MED GROUP INC COM 98235T10 16 675 SH SHR/OTHR 01 675 D WRIGHT MED GROUP INC COM 98235T10 365 14822 SH SHARED 02 14822 D WRIGHT MED GROUP INC COM 98235T10 372 15100 SH SHARED 17 15100 D WRIGLEY WM JR CO COM 98252610 35942 500031 SH SHARED 451324 48707 D WRIGLEY WM JR CO COM 98252610 585 8150 SH SHARED 01 8150 D WRIGLEY WM JR CO COM 98252610 431 6000 SH SHR/OTHR 01 6000 D WRIGLEY WM JR CO COM 98252610 3322 46229 SH SHARED 02 46229 D WRIGLEY WM JR CO COM 98252610 37449 521000 SH SHARED 04 521000 D WRIGLEY WM JR CO COM 98252610 1987 27650 SH SHARED 06 27650 D WRIGLEY WM JR CO COM 98252610 305 4250 SH SHARED 10 4250 D WRIGLEY WM JR CO COM 98252610 3215 44740 SH SHARED 15 44740 D WRIGLEY WM JR CO COM 98252610 5414 75329 SH SHARED 17 75329 D WYETH DBCV 1/1 983024AD 28897 28029000 PRN SHARED 28029000 D WYETH COM 98302410 194220 4197552 SH SHARED 3809242 388310 D WYETH COM 98302410 26826 579785 SH SHARED 01 451075 128710 D WYETH COM 98302410 15681 338922 SH SHR/OTHR 01 338922 D WYETH COM 98302410 14239 307739 SH SHARED 02 307739 D WYETH COM 98302410 127155 2748128 SH SHARED 04 2746900 1228 D WYETH COM 98302410 3252 70300 SH SHARED 05 56300 14000 D WYETH COM 98302410 14321 309513 SH SHARED 06 309513 D WYETH COM 98302410 200020 4322900 SH SHARED 10 3450456 872444 D WYETH COM 98302410 2128 46000 SH SHR/OTHR 10 46000 D WYETH COM 98302410 1800 38918 SH SHARED 14 38918 D WYETH COM 98302410 7681 166020 SH SHARED 15 166020 D WYETH COM 98302410 2105 45500 SH SHARED 16 45500 D WYETH COM 98302410 66463 1436425 SH SHARED 17 1367665 68760 D WYETH COM 98302410 12808 276812 SH SHARED 18 276812 D WYETH COM 98302410 513 11100 SH SHARED 19 11100 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 41340 20000000 PRN SHARED 20000000 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 4495 2175000 PRN SHARED 02 2175000 D WYNN RESORTS LTD COM 98313410 41358 916029 SH SHARED 915729 300 D WYNN RESORTS LTD COM 98313410 863 19119 SH SHARED 02 19119 D WYNN RESORTS LTD COM 98313410 27 600 SH SHARED 10 600 D WYNN RESORTS LTD COM 98313410 9169 203100 SH SHARED 17 203100 D XM SATELLITE RADIO HLDGS INC CL A 98375910 24280 676161 SH SHARED 656400 19761 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1490 41510 SH SHARED 01 26400 15110 D XM SATELLITE RADIO HLDGS INC CL A 98375910 150 4202 SH SHR/OTHR 01 4202 D XM SATELLITE RADIO HLDGS INC CL A 98375910 987 27500 SH SHARED 02 27500 D XM SATELLITE RADIO HLDGS INC CL A 98375910 154 4300 SH SHARED 06 4300 D XM SATELLITE RADIO HLDGS INC CL A 98375910 572 15950 SH SHARED 10 15950 D XM SATELLITE RADIO HLDGS INC CL A 98375910 82 2300 SH SHARED 17 400 1900 D XTO ENERGY INC COM 98385X10 41752 921275 SH SHARED 853816 67459 D XTO ENERGY INC COM 98385X10 21 484 SH SHARED 01 484 D XTO ENERGY INC COM 98385X10 528 11666 SH SHR/OTHR 01 11666 D XTO ENERGY INC COM 98385X10 3725 82203 SH SHARED 02 82203 D XTO ENERGY INC COM 98385X10 16452 363033 SH SHARED 04 363033 D XTO ENERGY INC COM 98385X10 45 1003 SH SHARED 05 1003 D XTO ENERGY INC COM 98385X10 2799 61763 SH SHARED 06 61763 D XTO ENERGY INC COM 98385X10 56698 1251076 SH SHARED 10 361830 715032 174214 D XTO ENERGY INC COM 98385X10 8427 185964 SH SHARED 17 185964 D X-RITE INC COM 98385710 39 3200 SH SHARED 3200 D X-RITE INC COM 98385710 11 955 SH SHARED 02 955 D X-RITE INC COM 98385710 100 8100 SH SHARED 17 8100 D XCEL ENERGY INC NOTE 7.500%11/2 98389BAB 12987 8012000 PRN SHARED 8012000 D XCEL ENERGY INC COM 98389B10 17676 901425 SH SHARED 833154 68271 D XCEL ENERGY INC COM 98389B10 14 750 SH SHARED 01 750 D XCEL ENERGY INC COM 98389B10 66 3400 SH SHR/OTHR 01 3400 D XCEL ENERGY INC COM 98389B10 2967 151347 SH SHARED 02 151347 D XCEL ENERGY INC COM 98389B10 16 830 SH SHARED 04 830 D XCEL ENERGY INC COM 98389B10 135 6900 SH SHARED 06 6900 D XCEL ENERGY INC COM 98389B10 116 5940 SH SHARED 10 1040 4900 D XCEL ENERGY INC COM 98389B10 78 4000 SH SHARED 14 4000 D XCEL ENERGY INC COM 98389B10 3178 162094 SH SHARED 17 162094 D XCYTE THERAPIES INC COM 98389F30 15 31986 SH SHARED 31986 D XCYTE THERAPIES INC PFD CV EXCH 98389F40 91 24689 SH SHARED 24689 D XILINX INC COM 98391910 54186 1945667 SH SHARED 1866342 79325 D XILINX INC COM 98391910 1215 43640 SH SHARED 01 3440 40200 D XILINX INC COM 98391910 183 6600 SH SHR/OTHR 01 6600 D XILINX INC COM 98391910 2842 102047 SH SHARED 02 102047 D XILINX INC COM 98391910 2228 80000 SH SHARED 04 80000 D XILINX INC COM 98391910 7 270 SH SHARED 05 270 D XILINX INC COM 98391910 590 21200 SH SHARED 06 21200 D XILINX INC COM 98391910 32651 1172410 SH SHARED 10 1098880 73530 D XILINX INC COM 98391910 11 400 SH SHR/OTHR 10 400 D XILINX INC COM 98391910 2561 91972 SH SHARED 14 91972 D XILINX INC COM 98391910 3942 141559 SH SHARED 17 139659 1900 D XENOGEN CORP COM 98410R10 1851 603000 SH SHARED 603000 D XENOPORT INC COM 98411C10 46 2814 SH SHARED 02 2814 D XEROX CORP COM 98412110 22386 1640009 SH SHARED 1414761 225248 D XEROX CORP COM 98412110 24 1800 SH SHR/OTHR 01 1800 D XEROX CORP COM 98412110 3888 284862 SH SHARED 02 284862 D XEROX CORP COM 98412110 8482 621400 SH SHARED 04 621400 D XEROX CORP COM 98412110 38 2800 SH SHARED 05 2800 D XEROX CORP COM 98412110 391 28664 SH SHARED 06 28664 D XEROX CORP COM 98412110 603 44200 SH SHARED 10 35400 8800 D XEROX CORP COM 98412110 78 5763 SH SHARED 14 5763 D XEROX CORP COM 98412110 5285 387244 SH SHARED 17 383244 4000 D XEROX CORP PFD CONV SER C 98412150 56764 484630 SH SHARED 484630 D XEROX CORP PFD CONV SER C 98412150 64979 554762 SH SHARED 02 554762 D XERIUM TECHNOLOGIES INC COM 98416J10 21 1900 SH SHARED 1900 D YAHOO INC FRNT 4/0 984332AB 12510 7500000 PRN SHARED 7500000 D YAHOO INC FRNT 4/0 984332AB 8726 5232000 PRN SHARED 02 5232000 D YAHOO INC COM 98433210 149967 4431664 SH SHARED 4127300 304364 D YAHOO INC COM 98433210 484 14310 SH SHARED 01 450 13860 D YAHOO INC COM 98433210 249 7375 SH SHR/OTHR 01 7375 D YAHOO INC COM 98433210 12086 357154 SH SHARED 02 357154 D YAHOO INC COM 98433210 32029 946500 SH SHARED 04 944500 2000 D YAHOO INC COM 98433210 172 5090 SH SHARED 05 5090 D YAHOO INC COM 98433210 1773 52418 SH SHARED 06 52418 D YAHOO INC COM 98433210 117109 3460680 SH SHARED 10 2066800 986750 407130 D YAHOO INC COM 98433210 228 6749 SH SHARED 14 6749 D YAHOO INC COM 98433210 1116 33000 SH SHARED 15 33000 D YAHOO INC COM 98433210 26792 791755 SH SHARED 17 786855 4900 D YAMANA GOLD INC COM 98462Y10 47 11000 SH SHARED 01 7500 3500 D YANKEE CANDLE INC COM 98475710 188 7700 SH SHARED 6800 900 D YANKEE CANDLE INC COM 98475710 46 1900 SH SHARED 02 1900 D YANKEE CANDLE INC COM 98475710 3292 134400 SH SHARED 10 134400 D YANKEE CANDLE INC COM 98475710 1226 50048 SH SHARED 17 26948 23100 D YARDVILLE NATL BANCORP COM 98502110 42 1200 SH SHARED 1200 D YARDVILLE NATL BANCORP COM 98502110 63 1800 SH SHARED 10 1800 D YARDVILLE NATL BANCORP COM 98502110 172 4900 SH SHARED 17 4900 D YELLOW CORP NOTE 3.375%11/2 985509AQ 1457 1378000 PRN SHARED 02 1378000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 15146 10850000 PRN SHARED 10850000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 9841 7050000 PRN SHARED 02 7050000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 6911 5750000 PRN SHARED 5750000 D YELLOW ROADWAY CORP COM 98557710 4829 116591 SH SHARED 107194 9397 D YELLOW ROADWAY CORP COM 98557710 1888 45600 SH SHARED 02 45600 D YELLOW ROADWAY CORP COM 98557710 140 3400 SH SHARED 05 3400 D YELLOW ROADWAY CORP COM 98557710 296 7167 SH SHARED 10 7167 D YELLOW ROADWAY CORP COM 98557710 41 1000 SH SHARED 17 1000 D YORK INTL CORP NEW COM 98667010 61144 1090502 SH SHARED 1073902 16600 D YORK INTL CORP NEW COM 98667010 6498 115900 SH SHARED 02 115900 D YORK INTL CORP NEW COM 98667010 185 3300 SH SHARED 10 3300 D YORK INTL CORP NEW COM 98667010 992 17700 SH SHARED 17 16100 1600 D YORK WTR CO COM 98718410 578 22393 SH SHARED 01 22393 D YOUNG BROADCASTING INC CL A 98743410 31 9107 SH SHARED 9107 D YOUNG BROADCASTING INC CL A 98743410 0 100 SH SHARED 02 100 D YOUNG INNOVATIONS INC COM 98752010 30 800 SH SHARED 800 D YOUNG INNOVATIONS INC COM 98752010 41 1100 SH SHARED 17 1100 D YUM BRANDS INC COM 98849810 39810 822360 SH SHARED 747500 74860 D YUM BRANDS INC COM 98849810 10536 217642 SH SHARED 01 84914 132728 D YUM BRANDS INC COM 98849810 2595 53605 SH SHR/OTHR 01 53605 D YUM BRANDS INC COM 98849810 3336 68919 SH SHARED 02 68919 D YUM BRANDS INC COM 98849810 10301 212800 SH SHARED 04 212800 D YUM BRANDS INC COM 98849810 194 4020 SH SHARED 05 4020 D YUM BRANDS INC COM 98849810 304 6300 SH SHARED 06 6300 D YUM BRANDS INC COM 98849810 62373 1288447 SH SHARED 10 310992 733100 244355 D YUM BRANDS INC COM 98849810 542 11200 SH SHR/OTHR 10 11200 D YUM BRANDS INC COM 98849810 1104 22808 SH SHARED 14 22808 D YUM BRANDS INC COM 98849810 5872 121311 SH SHARED 17 121311 D ZALE CORP NEW COM 98885810 1840 67700 SH SHARED 67500 200 D ZALE CORP NEW COM 98885810 19 707 SH SHR/OTHR 01 707 D ZALE CORP NEW COM 98885810 40 1500 SH SHARED 02 1500 D ZALE CORP NEW COM 98885810 2690 99000 SH SHARED 10 99000 D ZALE CORP NEW COM 98885810 742 27300 SH SHARED 17 25300 2000 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1600 40946 SH SHARED 8646 32300 D ZEBRA TECHNOLOGIES CORP CL A 98920710 30 770 SH SHR/OTHR 01 770 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1239 31700 SH SHARED 02 31700 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1442 36897 SH SHARED 10 36897 D ZENITH NATL INS CORP COM 98939010 150 2400 SH SHARED 2400 D ZENITH NATL INS CORP COM 98939010 87 1400 SH SHARED 02 1400 D ZENITH NATL INS CORP COM 98939010 6369 101600 SH SHARED 10 600 101000 D ZENITH NATL INS CORP COM 98939010 4175 66600 SH SHARED 17 7600 59000 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 577 221284 SH SHARED 221284 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 77 29800 SH SHARED 17 29800 D ZIMMER HLDGS INC COM 98956P10 139328 2022479 SH SHARED 1951772 70707 D ZIMMER HLDGS INC COM 98956P10 7896 114627 SH SHARED 01 63957 50670 D ZIMMER HLDGS INC COM 98956P10 20090 291628 SH SHR/OTHR 01 291628 D ZIMMER HLDGS INC COM 98956P10 3813 55362 SH SHARED 02 55362 D ZIMMER HLDGS INC COM 98956P10 17332 251600 SH SHARED 04 251600 D ZIMMER HLDGS INC COM 98956P10 44 640 SH SHARED 05 640 D ZIMMER HLDGS INC COM 98956P10 1460 21203 SH SHARED 06 21203 D ZIMMER HLDGS INC COM 98956P10 91851 1333306 SH SHARED 10 375694 736070 221542 D ZIMMER HLDGS INC COM 98956P10 1257 18258 SH SHR/OTHR 10 18258 D ZIMMER HLDGS INC COM 98956P10 103 1500 SH SHARED 14 1500 D ZIMMER HLDGS INC COM 98956P10 7689 111624 SH SHARED 17 110724 900 D ZIONS BANCORPORATION COM 98970110 13087 183763 SH SHARED 163563 20200 D ZIONS BANCORPORATION COM 98970110 7 100 SH SHARED 01 100 D ZIONS BANCORPORATION COM 98970110 1615 22678 SH SHARED 02 22678 D ZIONS BANCORPORATION COM 98970110 2462 34570 SH SHARED 05 32670 1900 D ZIONS BANCORPORATION COM 98970110 1036 14550 SH SHARED 06 14550 D ZIONS BANCORPORATION COM 98970110 51983 729900 SH SHARED 10 214100 515700 100 D ZIONS BANCORPORATION COM 98970110 3108 43651 SH SHARED 17 43651 D ZIX CORP COM 98974P10 131 65682 SH SHARED 65682 D ZIX CORP COM 98974P10 0 416 SH SHARED 02 416 D ZIPREALTY INC COM 98974V10 15 1200 SH SHARED 1200 D ZIPREALTY INC COM 98974V10 44 3500 SH SHARED 17 3500 D ZORAN CORP COM 98975F10 1523 106527 SH SHARED 100077 6450 D ZORAN CORP COM 98975F10 0 1 SH SHARED 01 1 D ZORAN CORP COM 98975F10 410 28700 SH SHARED 02 28700 D ZORAN CORP COM 98975F10 74 5200 SH SHARED 10 5200 D ZORAN CORP COM 98975F10 306 21465 SH SHARED 17 18165 3300 D ZOLTEK COS INC COM 98975W10 52 4000 SH SHARED 4000 D ZOLTEK COS INC COM 98975W10 74 5700 SH SHARED 17 5700 D ZUMIEZ INC COM 98981710 16 500 SH SHARED 500 D ZUMIEZ INC COM 98981710 123 3800 SH SHARED 05 3800 D ZUMIEZ INC COM 98981710 1282 39300 SH SHARED 17 39300 D ZWEIG FD COM 98983410 73 13807 SH SHARED 13807 D ZWEIG TOTAL RETURN FD INC COM 98983710 8731 1708626 SH SHARED 1708626 D ZYMOGENETICS INC COM 98985T10 74 4500 SH SHARED 4500 D ZYMOGENETICS INC COM 98985T10 89 5400 SH SHARED 02 5400 D ZYMOGENETICS INC COM 98985T10 150 9100 SH SHARED 17 9100 D ZYGO CORP COM 98985510 36 2400 SH SHARED 2400 D ZOLL MED CORP COM 98992210 39 1500 SH SHARED 1500 D ZOLL MED CORP COM 98992210 103 3930 SH SHARED 10 1030 2900 D ZOLL MED CORP COM 98992210 175 6700 SH SHARED 17 4900 1800 S REPORT SUMMARY 16661 DATA RECORDS 171441234 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED