-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QI3+k5XnsjOhQec+uAhTh+HblEQxKcc5sgyOrn0tTDQiAZlb5exMR1XrV6vaZIbM 6bJAadKKnQh9uipZhK8reQ== 0000948046-07-000282.txt : 20071115 0000948046-07-000282.hdr.sgml : 20071115 20071115134938 ACCESSION NUMBER: 0000948046-07-000282 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070928 FILED AS OF DATE: 20071115 DATE AS OF CHANGE: 20071115 EFFECTIVENESS DATE: 20071115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEUTSCHE BANK AG\ CENTRAL INDEX KEY: 0000948046 IRS NUMBER: 13294498 STATE OF INCORPORATION: I8 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10103 FILM NUMBER: 071248923 BUSINESS ADDRESS: STREET 1: TAUNUSANLAGE 12 D-60325 CITY: FRANKFURT AM MAIN GE STATE: I8 MAIL ADDRESS: STREET 1: TAUNUSANLAGE 12 D-60325 CITY: FRANKFURT AM MAIN STATE: I8 13F-HR/A 1 dbag13famend1.txt DBAG 13F AMENDMENT 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calender Year or Quarter Ended: SEPTEMBER 28, 2007 Check here if Amendment {X}; Amendment Number: This Amendment (Check only one.): {X} is a restatement. { } adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: 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 A.Ruiz Title: Director Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey A. Ruiz New York, New York NOV 15, 2007 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: 16 Form 13F Information Table Entry Total: 20285 Form 13F Information Table Value Total: 180714027 VALUE TOTAL (X$1000) List of Other Included Managers: No. Form 13F File Number Name 01 28-05041 Deutsche Bank Trust Company Americas 02 28-05033 Deutsche Bank Securities 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 19 28-11509 Deutsche Bank (Suisse) S.A. 20 28-11997 Deutsche Bank National Trust Company 21 28-11998 Deutsche Bank Trust Company Delaware 22 28-11999 Deutsche Bank Florida, National Association 23 28-12000 Deutsche Bank Trust Company, National Association 24 28-12485 DWS Tust Confidential treatment has been requested under separate cover for a portion of the Manager's Securities positions held at the end of this quarter. VALUES 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 5355267 53445773 SH SHARED 52511990 933783 D DAIMLERCHRYSLER AG ORD D1668R12 8178 81624 SH SHARED 01 81424 200 D DAIMLERCHRYSLER AG ORD D1668R12 3244 32378 SH SHARED 02 32378 D DAIMLERCHRYSLER AG ORD D1668R12 62853 627277 SH SHARED 04 599277 28000 D DAIMLERCHRYSLER AG ORD D1668R12 1358354 13556430 SH SHARED 04 13540873 15557 D DAIMLERCHRYSLER AG ORD D1668R12 3653 36459 SH SHARED 05 36459 D DAIMLERCHRYSLER AG ORD D1668R12 322149 3215065 SH SHARED 06 2411256 803809 D DAIMLERCHRYSLER AG ORD D1668R12 41533 414509 SH SHARED 10 382805 31704 D DAIMLERCHRYSLER AG ORD D1668R12 5557 55462 SH SHARED 14 23470 31992 D DAIMLERCHRYSLER AG ORD D1668R12 5511 55000 SH SHARED 15 55000 D DAIMLERCHRYSLER AG ORD D1668R12 1461 14590 SH SHARED 19 14590 D DAIMLERCHRYSLER AG ORD D1668R12 27 274 SH SHR/OTHR 23 274 D DAIMLERCHRYSLER AG ORD D1668R12 741 7400 SH SHARED 24 7400 D DEUTSCHE BANK AG NAMEN ORD D1819089 4922014 38336641 SH SHARED 38336641 D DEUTSCHE BANK AG NAMEN ORD D1819089 3080 23990 SH SHARED 01 1150 22840 D DEUTSCHE BANK AG NAMEN ORD D1819089 255 1992 SH SHR/OTHR 01 1992 D DEUTSCHE BANK AG NAMEN ORD D1819089 33564 261425 SH SHARED 04 240820 20605 D DEUTSCHE BANK AG NAMEN ORD D1819089 458671 3572483 SH SHARED 04 3572483 D DEUTSCHE BANK AG NAMEN ORD D1819089 1108 8632 SH SHARED 05 8632 D DEUTSCHE BANK AG NAMEN ORD D1819089 340349 2650912 SH SHARED 06 2174722 476190 D DEUTSCHE BANK AG NAMEN ORD D1819089 2253 17550 SH SHARED 10 17550 D DEUTSCHE BANK AG NAMEN ORD D1819089 5060 39413 SH SHARED 14 10000 29413 D DEUTSCHE BANK AG NAMEN ORD D1819089 5080 39570 SH SHARED 15 39570 D DEUTSCHE BANK AG NAMEN ORD D1819089 11803 91938 SH SHARED 19 91938 D DEUTSCHE BANK AG NAMEN ORD D1819089 560 4368 SH SHARED 20 4368 D TELVENT GIT SA SHS E9021510 273 11000 SH SHARED 11000 D TELVENT GIT SA SHS E9021510 20 825 SH SHARED 02 825 D ACE LTD ORD G0070K10 24378 402484 SH SHARED 358584 43900 D ACE LTD ORD G0070K10 8611 142181 SH SHARED 01 142181 D ACE LTD ORD G0070K10 4211 69523 SH SHARED 02 69523 D ACE LTD ORD G0070K10 1568 25900 SH SHARED 04 25900 D ACE LTD ORD G0070K10 10 170 SH SHARED 05 170 D ACE LTD ORD G0070K10 3759 62070 SH SHARED 06 8100 53970 D ACE LTD ORD G0070K10 71581 1181804 SH SHARED 10 1091004 90800 D ACE LTD ORD G0070K10 1129 18644 SH SHARED 14 18644 D ACE LTD ORD G0070K10 981 16210 SH SHARED 20 11910 4300 D ACE LTD ORD G0070K10 77 1280 SH SHARED 21 1280 D ACE LTD ORD G0070K10 51 850 SH SHARED 22 850 D ACE LTD ORD G0070K10 2 47 SH SHARED 23 47 D AIRCASTLE LTD COM G0129K10 607 18170 SH SHARED 18170 D AIRCASTLE LTD COM G0129K10 4 121 SH SHARED 02 121 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 1056 20355 SH SHARED 2355 18000 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 103 2000 SH SHARED 01 2000 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 14 272 SH SHARED 02 272 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 22669 436700 SH SHARED 10 417400 19300 D AMDOCS LTD ORD G0260210 2253 60602 SH SHARED 60602 D AMDOCS LTD ORD G0260210 9172 246639 SH SHARED 02 246639 D AMDOCS LTD ORD G0260210 264 7100 SH SHARED 10 7100 D AMDOCS LTD ORD G0260210 2 67 SH SHARED 23 67 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 5 254 SH SHARED 254 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 11 600 SH SHARED 02 600 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 10 540 SH SHARED 22 540 D APEX SILVER MINES LTD ORD G0407410 561 28857 SH SHARED 28857 D APEX SILVER MINES LTD ORD G0407410 8 427 SH SHARED 10 427 D ARCH CAP GROUP LTD ORD G0450A10 2460 33064 SH SHARED 21164 11900 D ARCH CAP GROUP LTD ORD G0450A10 1256 16880 SH SHARED 01 13710 3170 D ARCH CAP GROUP LTD ORD G0450A10 437 5882 SH SHARED 02 1712 4170 D ARCH CAP GROUP LTD ORD G0450A10 12902 173400 SH SHARED 10 167100 6300 D ARCH CAP GROUP LTD ORD G0450A10 37 500 SH SHARED 20 500 D ARCH CAP GROUP LTD ORD G0450A10 25 345 SH SHR/OTHR 21 345 D ARCH CAP GROUP LTD ORD G0450A10 14 200 SH SHARED 22 200 D ARCH CAP GROUP LTD ORD G0450A10 52 700 SH SHR/OTHR 23 700 D ARGO GROUP INTL HLDGS LTD COM G0464B10 2280 52421 SH SHARED 52421 D ARGO GROUP INTL HLDGS LTD COM G0464B10 60 1394 SH SHARED 01 1394 D ARGO GROUP INTL HLDGS LTD COM G0464B10 21012 482926 SH SHARED 10 482926 D ARIES MARITIME TRNSPRT LTD SHS G0474B10 924 101042 SH SHARED 101042 D ARLINGTON TANKERS LTD COM G0489910 68 2774 SH SHARED 2774 D ARLINGTON TANKERS LTD COM G0489910 36 1500 SH SHARED 21 1500 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 2739 98160 SH SHARED 98160 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 139 5000 SH SHARED 01 5000 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 3 141 SH SHARED 02 141 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 9824 352000 SH SHARED 10 352000 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 228 8180 SH SHARED 21 8180 D ASSURED GUARANTY LTD COM G0585R10 139 5147 SH SHARED 5147 D ASSURED GUARANTY LTD COM G0585R10 2 86 SH SHARED 02 86 D ASSURED GUARANTY LTD COM G0585R10 758 27900 SH SHARED 10 27900 D AXIS CAPITAL HOLDINGS SHS G0692U10 1933 49702 SH SHARED 49702 D AXIS CAPITAL HOLDINGS SHS G0692U10 295 7587 SH SHARED 02 7587 D AXIS CAPITAL HOLDINGS SHS G0692U10 134 3450 SH SHARED 06 2750 700 D AXIS CAPITAL HOLDINGS SHS G0692U10 237 6100 SH SHARED 10 6100 D AXIS CAPITAL HOLDINGS SHS G0692U10 1942 49935 SH SHARED 14 49935 D ACCENTURE LTD BERMUDA CL A G1150G11 5396 134063 SH SHARED 61063 73000 D ACCENTURE LTD BERMUDA CL A G1150G11 2831 70357 SH SHARED 01 46902 23455 D ACCENTURE LTD BERMUDA CL A G1150G11 153 3803 SH SHR/OTHR 01 3803 D ACCENTURE LTD BERMUDA CL A G1150G11 854 21235 SH SHARED 02 21235 D ACCENTURE LTD BERMUDA CL A G1150G11 139869 3475020 SH SHARED 10 3460340 14680 D ACCENTURE LTD BERMUDA CL A G1150G11 1922 47770 SH SHARED 20 19620 28150 D ACCENTURE LTD BERMUDA CL A G1150G11 162 4030 SH SHR/OTHR 20 4030 D ACCENTURE LTD BERMUDA CL A G1150G11 72 1800 SH SHARED 21 1800 D ACCENTURE LTD BERMUDA CL A G1150G11 124 3100 SH SHR/OTHR 21 3100 D ACCENTURE LTD BERMUDA CL A G1150G11 18 455 SH SHARED 22 455 D ACCENTURE LTD BERMUDA CL A G1150G11 116 2900 SH SHR/OTHR 22 2900 D ACCENTURE LTD BERMUDA CL A G1150G11 551 13700 SH SHARED 23 13700 D ACCENTURE LTD BERMUDA CL A G1150G11 628 15625 SH SHR/OTHR 23 15625 D ACCENTURE LTD BERMUDA CL A G1150G11 95 2374 SH SHARED 24 2374 D BUNGE LIMITED COM G1696210 16492 153491 SH SHARED 153491 D BUNGE LIMITED COM G1696210 9369 87200 SH SHARED 01 18900 68300 D BUNGE LIMITED COM G1696210 247 2302 SH SHARED 02 2302 D BUNGE LIMITED COM G1696210 37994 353600 SH SHARED 10 353600 D BUNGE LIMITED COM G1696210 139 1300 SH SHR/OTHR 23 1300 D BUNGE LIMITED COM G1696210 924 8600 SH SHARED 24 8600 D CASTLEPOINT HOLDINGS LTD COM G1952211 15 1306 SH SHARED 1306 D CASTLEPOINT HOLDINGS LTD COM G1952211 0 8 SH SHARED 02 8 D CASTLEPOINT HOLDINGS LTD COM G1952211 523 45500 SH SHARED 10 45500 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 4283 46705 SH SHARED 46705 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 10 114 SH SHARED 02 114 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 17351 189200 SH SHARED 04 189200 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 20423 222700 SH SHARED 05 222700 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 4585 50000 SH SHARED 06 50000 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 128 1400 SH SHARED 10 1400 D CDC CORP SHS A G2022L10 2402 327802 SH SHARED 327802 D CDC CORP SHS A G2022L10 8 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 247 24961 SH SHARED 24961 D CHINA NATURAL RESOURCES INC COM G2110U10 15 1146 SH SHARED 1146 D CONSOLIDATED WATER CO INC ORD G2377310 10588 352724 SH SHARED 352724 D CONSOLIDATED WATER CO INC ORD G2377310 1404 46800 SH SHARED 01 46800 D CONSOLIDATED WATER CO INC ORD G2377310 0 14 SH SHARED 02 14 D CONSOLIDATED WATER CO INC ORD G2377310 1210 40327 SH SHARED 05 40327 D CONSOLIDATED WATER CO INC ORD G2377310 2239 74600 SH SHARED 10 74600 D COOPER INDS LTD CL A G2418210 8137 159274 SH SHARED 159274 D COOPER INDS LTD CL A G2418210 4465 87400 SH SHARED 01 87400 D COOPER INDS LTD CL A G2418210 318 6239 SH SHARED 02 6239 D COOPER INDS LTD CL A G2418210 4306 84300 SH SHARED 10 84300 D COOPER INDS LTD CL A G2418210 2 53 SH SHARED 23 53 D CREDICORP LTD COM G2519Y10 27 400 SH SHARED 400 D CREDICORP LTD COM G2519Y10 5253 77600 SH SHARED 77600 D CREDICORP LTD COM G2519Y10 11387 168200 SH SHARED 01 156300 11900 D CREDICORP LTD COM G2519Y10 196 2906 SH SHARED 02 2906 D CREDICORP LTD COM G2519Y10 677 10000 SH SHARED 04 10000 D CREDICORP LTD COM G2519Y10 629 9300 SH SHARED 05 9300 D CREDICORP LTD COM G2519Y10 29923 442000 SH SHARED 10 442000 D COSAN LTD SHS A G2534310 100 7800 SH SHARED 7800 D COVIDIEN LTD COM G2552X10 0 1 SH SHARED 1 D COVIDIEN LTD COM G2552X10 34383 828514 SH SHARED 828514 D COVIDIEN LTD COM G2552X10 2098 50562 SH SHARED 01 49787 775 D COVIDIEN LTD COM G2552X10 128 3106 SH SHR/OTHR 01 3106 D COVIDIEN LTD COM G2552X10 17635 424945 SH SHARED 02 424945 D COVIDIEN LTD COM G2552X10 10 265 SH SHARED 05 265 D COVIDIEN LTD COM G2552X10 862 20794 SH SHARED 06 16324 4470 D COVIDIEN LTD COM G2552X10 21732 523678 SH SHARED 10 516353 7325 D COVIDIEN LTD COM G2552X10 214 5165 SH SHARED 14 5165 D COVIDIEN LTD COM G2552X10 10 250 SH SHARED 19 250 D COVIDIEN LTD COM G2552X10 254 6125 SH SHARED 20 1000 5125 D COVIDIEN LTD COM G2552X10 41 1000 SH SHARED 23 875 125 D COVIDIEN LTD COM G2552X10 44 1075 SH SHR/OTHR 23 1075 D CRM HOLDINGS LTD COM G2554P10 2 331 SH SHARED 331 D E FUTURE INFORMATION TECH IN SHS G2943810 41 2600 SH SHARED 2600 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 4949 119114 SH SHARED 93994 25120 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 37 900 SH SHARED 01 900 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 12 289 SH SHARED 02 289 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 32521 782700 SH SHARED 10 763400 19300 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 341 8225 SH SHARED 21 6325 1900 D ENSTAR GROUP LIMITED SHS G3075P10 3209 25318 SH SHARED 25318 D ENSTAR GROUP LIMITED SHS G3075P10 1 13 SH SHARED 02 13 D ASA LIMITED COM G3156P10 1860 24879 SH SHARED 24879 D CRYPTOLOGIC LIMITED SHS G3159C10 0 15 SH SHARED 15 D EVEREST RE GROUP LTD COM G3223R10 4706 42697 SH SHARED 42697 D EVEREST RE GROUP LTD COM G3223R10 2119 19229 SH SHARED 01 19229 D EVEREST RE GROUP LTD COM G3223R10 351 3189 SH SHARED 02 3189 D EVEREST RE GROUP LTD COM G3223R10 154 1400 SH SHARED 20 1400 D EVEREST RE GROUP LTD COM G3223R10 49 450 SH SHARED 23 450 D FLAGSTONE REINSURANCE HLDGS SHS G3529T10 74 5593 SH SHARED 5593 D FOSTER WHEELER LTD SHS NEW G3653513 5025 38277 SH SHARED 38277 D FOSTER WHEELER LTD SHS NEW G3653513 160 1225 SH SHARED 01 1225 D FOSTER WHEELER LTD SHS NEW G3653513 158 1204 SH SHARED 02 964 240 D FOSTER WHEELER LTD SHS NEW G3653513 262 2000 SH SHARED 06 1600 400 D FOSTER WHEELER LTD SHS NEW G3653513 525 4000 SH SHARED 10 4000 D FRESH DEL MONTE PRODUCE INC ORD G3673810 24009 835114 SH SHARED 835114 D FRESH DEL MONTE PRODUCE INC ORD G3673810 3888 135250 SH SHARED 01 3000 132250 D FRESH DEL MONTE PRODUCE INC ORD G3673810 0 29 SH SHARED 02 29 D FRESH DEL MONTE PRODUCE INC ORD G3673810 2892 100600 SH SHARED 05 100600 D FRESH DEL MONTE PRODUCE INC ORD G3673810 6819 237200 SH SHARED 10 237200 D FRONTLINE LTD SHS G3682E12 386 8003 SH SHARED 8003 D FRONTLINE LTD SHS G3682E12 85 1770 SH SHARED 01 1770 D FRONTLINE LTD SHS G3682E12 7 161 SH SHARED 02 161 D FRONTLINE LTD SHS G3682E12 168 3500 SH SHARED 10 3500 D GARMIN LTD ORD G3726010 1496 12536 SH SHARED 12536 D GARMIN LTD ORD G3726010 561 4700 SH SHARED 01 4200 500 D GARMIN LTD ORD G3726010 45 385 SH SHARED 02 385 D GARMIN LTD ORD G3726010 1898 15900 SH SHARED 10 11400 4500 D GARMIN LTD ORD G3726010 59 500 SH SHR/OTHR 20 500 D GLOBAL CROSSING LTD SHS NEW G3921A17 419 19920 SH SHARED 19920 D GLOBAL CROSSING LTD SHS NEW G3921A17 1221 57931 SH SHARED 02 57931 D GLOBAL CROSSING LTD SHS NEW G3921A17 7 343 SH SHARED 22 343 D GENPACT LIMITED SHS G3922B10 127 7503 SH SHARED 7503 D GENPACT LIMITED SHS G3922B10 1 117 SH SHARED 02 117 D GLOBALSANTAFE CORP SHS G3930E10 1520 20000 SH SHARED 20000 D GLOBALSANTAFE CORP SHS G3930E10 25685 337882 SH SHARED 337882 D GLOBALSANTAFE CORP SHS G3930E10 14609 192181 SH SHARED 01 192181 D GLOBALSANTAFE CORP SHS G3930E10 24627 323963 SH SHARED 02 323963 D GLOBALSANTAFE CORP SHS G3930E10 150214 1975985 SH SHARED 04 1975985 D GLOBALSANTAFE CORP SHS G3930E10 9 130 SH SHARED 05 130 D GLOBALSANTAFE CORP SHS G3930E10 2115 27830 SH SHARED 06 5700 22130 D GLOBALSANTAFE CORP SHS G3930E10 17831 234562 SH SHARED 10 234562 D GLOBALSANTAFE CORP SHS G3930E10 2077 27329 SH SHARED 14 27329 D GLOBAL SOURCES LTD ORD G3930010 375 16926 SH SHARED 16926 D GLOBAL SOURCES LTD ORD G3930010 17 800 SH SHARED 01 800 D GLOBAL SOURCES LTD ORD G3930010 3 137 SH SHARED 02 137 D GLOBAL SOURCES LTD ORD G3930010 569 25700 SH SHARED 10 25700 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 364 17951 SH SHARED 17951 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 851 42000 SH SHARED 01 42000 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 0 11 SH SHARED 02 11 D HELEN OF TROY CORP LTD COM G4388N10 190 9843 SH SHARED 9843 D HELEN OF TROY CORP LTD COM G4388N10 150 7800 SH SHARED 10 7800 D HERBALIFE LTD COM USD SHS G4412G10 8631 189881 SH SHARED 189881 D HERBALIFE LTD COM USD SHS G4412G10 50 1100 SH SHARED 01 375 725 D HERBALIFE LTD COM USD SHS G4412G10 91 2021 SH SHARED 02 261 1760 D HERBALIFE LTD COM USD SHS G4412G10 613 13500 SH SHARED 04 13500 D HERBALIFE LTD COM USD SHS G4412G10 21825 480100 SH SHARED 10 480100 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 40655 746375 SH SHARED 746375 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 5506 101101 SH SHARED 01 99576 1525 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 1181 21688 SH SHR/OTHR 01 21688 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 1846 33904 SH SHARED 02 33904 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 6803 124900 SH SHARED 10 124900 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 28 525 SH SHARED 20 525 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 237 4365 SH SHARED 21 4365 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 612 11245 SH SHARED 22 6800 4445 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 152 2800 SH SHARED 23 2800 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 96 1780 SH SHR/OTHR 23 1780 D IPC HLDGS LTD ORD G4933P10 3870 134155 SH SHARED 134155 D IPC HLDGS LTD ORD G4933P10 2 86 SH SHARED 02 86 D IPC HLDGS LTD ORD G4933P10 712 24700 SH SHARED 10 24700 D IPC HLDGS LTD ORD G4933P10 262 9102 SH SHARED 21 7200 1902 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 296 11015 SH SHARED 11015 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 149 5547 SH SHARED 02 5547 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 16 600 SH SHARED 10 600 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 3 140 SH SHR/OTHR 23 140 D LAZARD LTD SHS A G5405010 169 4004 SH SHARED 4004 D LAZARD LTD SHS A G5405010 279 6600 SH SHARED 01 6600 D LAZARD LTD SHS A G5405010 7 172 SH SHARED 02 172 D LAZARD LTD SHS A G5405010 7504 177000 SH SHARED 04 177000 D LAZARD LTD SHS A G5405010 2043 48200 SH SHARED 14 48200 D LJ INTL INC ORD G5531210 1 400 SH SHARED 400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 6471 395313 SH SHARED 395313 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3700 226038 SH SHARED 01 139785 86253 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 389 23765 SH SHR/OTHR 01 23765 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 10721 654970 SH SHARED 02 654970 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 206 12600 SH SHARED 06 9100 3500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 11860 724540 SH SHARED 10 723000 1540 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1625 99300 SH SHARED 14 99300 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1637 100000 SH SHARED 15 100000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 236 14455 SH SHARED 20 4000 10455 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 16 1000 SH SHR/OTHR 20 1000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 28 1750 SH SHARED 21 1750 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 14 900 SH SHR/OTHR 21 900 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 279 17103 SH SHARED 22 13758 3345 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 42 2586 SH SHR/OTHR 22 2586 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 433 26474 SH SHARED 23 21399 5075 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 530 32435 SH SHR/OTHR 23 32435 D MAX CAPITAL GROUP LTD SHS G6052F10 880 31391 SH SHARED 31391 D MAX CAPITAL GROUP LTD SHS G6052F10 213 7610 SH SHARED 02 7610 D MAX CAPITAL GROUP LTD SHS G6052F10 2655 94700 SH SHARED 10 94700 D MAX CAPITAL GROUP LTD SHS G6052F10 49 1777 SH SHARED 21 1777 D MF GLOBAL LTD SHS G6064210 194 6691 SH SHARED 6691 D MF GLOBAL LTD SHS G6064210 9 324 SH SHARED 02 324 D MF GLOBAL LTD SHS G6064210 714 24645 SH SHARED 10 24645 D MF GLOBAL LTD SHS G6064210 710 24500 SH SHARED 14 24500 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1982 112014 SH SHARED 112014 D MONTPELIER RE HOLDINGS LTD SHS G6218510 160 9059 SH SHARED 02 179 8880 D MONTPELIER RE HOLDINGS LTD SHS G6218510 766 43300 SH SHARED 10 43300 D NABORS INDUSTRIES LTD SHS G6359F10 12132 394303 SH SHARED 394303 D NABORS INDUSTRIES LTD SHS G6359F10 1250 40635 SH SHARED 01 33535 7100 D NABORS INDUSTRIES LTD SHS G6359F10 1843 59920 SH SHARED 02 59920 D NABORS INDUSTRIES LTD SHS G6359F10 10910 354569 SH SHARED 10 290069 64500 D NABORS INDUSTRIES LTD SHS G6359F10 369 12000 SH SHARED 24 12000 D NOBLE CORPORATION SHS G6542210 19332 394129 SH SHARED 354529 39600 D NOBLE CORPORATION SHS G6542210 7709 157170 SH SHARED 01 153570 3600 D NOBLE CORPORATION SHS G6542210 230 4700 SH SHR/OTHR 01 4700 D NOBLE CORPORATION SHS G6542210 2169 44232 SH SHARED 02 39241 4991 D NOBLE CORPORATION SHS G6542210 7 160 SH SHARED 05 160 D NOBLE CORPORATION SHS G6542210 88687 1808100 SH SHARED 10 1758500 49600 D NOBLE CORPORATION SHS G6542210 227 4640 SH SHARED 23 3300 1340 D NOBLE CORPORATION SHS G6542210 296 6050 SH SHR/OTHR 23 6050 D NOBLE CORPORATION SHS G6542210 66 1360 SH SHARED 24 1360 D NORDIC AMERICAN TANKER SHIPP COM G6577310 1676 42714 SH SHARED 42714 D NORDIC AMERICAN TANKER SHIPP COM G6577310 1 31 SH SHARED 02 31 D NORDIC AMERICAN TANKER SHIPP COM G6577310 231 5900 SH SHARED 10 5900 D NORDIC AMERICAN TANKER SHIPP COM G6577310 45 1150 SH SHR/OTHR 23 1150 D OPENTV CORP CL A G6754310 1072 724491 SH SHARED 724491 D ONEBEACON INSURANCE GROUP LT CL A G6774210 16 775 SH SHARED 775 D ONEBEACON INSURANCE GROUP LT CL A G6774210 3 141 SH SHARED 02 141 D ONEBEACON INSURANCE GROUP LT CL A G6774210 86 4000 SH SHARED 23 4000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 308 6012 SH SHARED 6012 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 10 200 SH SHARED 01 200 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 1292 25212 SH SHARED 02 25212 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 27394 534310 SH SHARED 10 534310 D ORIGIN AGRITECH LIMITED SHS G6782810 69 9213 SH SHARED 9213 D PARTNERRE LTD COM G6852T10 2582 32699 SH SHARED 32699 D PARTNERRE LTD COM G6852T10 14 189 SH SHARED 02 189 D PARTNERRE LTD COM G6852T10 110 1400 SH SHARED 10 1400 D PARTNERRE LTD COM G6852T10 134 1700 SH SHARED 20 600 1100 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 3094 86063 SH SHARED 86063 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 3 101 SH SHARED 02 101 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 3383 94100 SH SHARED 10 94100 D PRIMUS GUARANTY LTD SHS G7245710 57 5497 SH SHARED 5497 D PRIMUS GUARANTY LTD SHS G7245710 0 34 SH SHARED 02 34 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 238 21595 SH SHARED 21595 D QIAO XING MOBILE COMM CO LTD SHS G7303110 2117 217170 SH SHARED 01 217170 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 1962 726846 SH SHARED 726846 D SCOTTISH RE GROUP LIMITED SHS G7353741 9 2983 SH SHARED 2983 D SCOTTISH RE GROUP LIMITED SHS G7353741 54 17200 SH SHARED 10 17200 D RAM HOLDINGS LTD SHS G7368R10 272 29314 SH SHARED 29314 D RAM HOLDINGS LTD SHS G7368R10 0 18 SH SHARED 02 18 D RENAISSANCERE HOLDINGS LTD COM G7496G10 2232 34138 SH SHARED 34138 D RENAISSANCERE HOLDINGS LTD COM G7496G10 1213 18550 SH SHARED 01 14895 3655 D RENAISSANCERE HOLDINGS LTD COM G7496G10 1878 28716 SH SHARED 02 28716 D RENAISSANCERE HOLDINGS LTD COM G7496G10 255 3900 SH SHARED 10 3900 D RENAISSANCERE HOLDINGS LTD COM G7496G10 35 550 SH SHARED 20 550 D RENAISSANCERE HOLDINGS LTD COM G7496G10 26 400 SH SHR/OTHR 21 400 D RENAISSANCERE HOLDINGS LTD COM G7496G10 13 200 SH SHARED 22 200 D SEAGATE TECHNOLOGY SHS G7945J10 14912 582970 SH SHARED 558970 24000 D SEAGATE TECHNOLOGY SHS G7945J10 25 1000 SH SHARED 01 1000 D SEAGATE TECHNOLOGY SHS G7945J10 5346 208998 SH SHARED 02 208998 D SEAGATE TECHNOLOGY SHS G7945J10 915 35800 SH SHARED 10 35800 D SECURITY CAPITAL ASSURANCE COM G8018D10 454 19906 SH SHARED 19906 D SECURITY CAPITAL ASSURANCE COM G8018D10 1559 68260 SH SHARED 02 68260 D SECURITY CAPITAL ASSURANCE COM G8018D10 191 8400 SH SHARED 10 8400 D SHANGHAI CENTURY ACQUISIT CO SHS G8063710 3788 457000 SH SHARED 457000 D SHIP FINANCE INTERNATIONAL L SHS G8107510 5 224 SH SHARED 224 D SHIP FINANCE INTERNATIONAL L SHS G8107510 233 8900 SH SHARED 8900 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 36 SH SHARED 02 36 D SHIP FINANCE INTERNATIONAL L SHS G8107510 89 3400 SH SHARED 10 3400 D SILVERSTAR HLDGS LTD ORD G8136510 1 222 SH SHARED 222 D SINA CORP ORD G8147710 484 10121 SH SHARED 10121 D SINA CORP ORD G8147710 1209 25282 SH SHARED 02 25282 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 21 2946 SH SHARED 2946 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 0 55 SH SHARED 02 55 D CHINA TECH DEVELOPMENT GP CO SHS G8438410 60 8955 SH SHARED 8955 D STEWART W P & CO LTD COM G8492210 1031 103976 SH SHARED 103976 D STEWART W P & CO LTD COM G8492210 56 5700 SH SHARED 10 5700 D TBS INTERNATIONAL LIMITED COM CL A G8697515 614 14896 SH SHARED 14896 D TBS INTERNATIONAL LIMITED COM CL A G8697515 150 3645 SH SHARED 01 3645 D TBS INTERNATIONAL LIMITED COM CL A G8697515 20 500 SH SHARED 10 500 D UTI WORLDWIDE INC ORD G8721010 803 34974 SH SHARED 34974 D UTI WORLDWIDE INC ORD G8721010 3781 164575 SH SHARED 01 111665 52910 D UTI WORLDWIDE INC ORD G8721010 279 12155 SH SHR/OTHR 01 12155 D UTI WORLDWIDE INC ORD G8721010 538 23430 SH SHARED 02 23430 D UTI WORLDWIDE INC ORD G8721010 22 995 SH SHARED 20 860 135 D UTI WORLDWIDE INC ORD G8721010 35 1550 SH SHARED 21 1550 D UTI WORLDWIDE INC ORD G8721010 2 100 SH SHR/OTHR 21 100 D UTI WORLDWIDE INC ORD G8721010 296 12914 SH SHARED 22 11654 1260 D UTI WORLDWIDE INC ORD G8721010 36 1600 SH SHR/OTHR 22 1600 D UTI WORLDWIDE INC ORD G8721010 507 22092 SH SHARED 23 18092 4000 D UTI WORLDWIDE INC ORD G8721010 208 9090 SH SHR/OTHR 23 9090 D TRANSOCEAN INC ORD G9007810 40163 355275 SH SHARED 330775 24500 D TRANSOCEAN INC ORD G9007810 33090 292707 SH SHARED 01 290199 2508 D TRANSOCEAN INC ORD G9007810 56 502 SH SHR/OTHR 01 502 D TRANSOCEAN INC ORD G9007810 32912 291135 SH SHARED 02 291135 D TRANSOCEAN INC ORD G9007810 142974 1264705 SH SHARED 10 1242405 22300 D TRANSOCEAN INC ORD G9007810 16 150 SH SHARED 20 150 D TRANSOCEAN INC ORD G9007810 101 894 SH SHR/OTHR 21 894 D TRANSOCEAN INC ORD G9007810 11 100 SH SHARED 22 100 D TRANSOCEAN INC ORD G9007810 448 3967 SH SHARED 23 3967 D TRANSOCEAN INC ORD G9007810 412 3647 SH SHR/OTHR 23 3647 D TRANSOCEAN INC ORD G9007810 69 613 SH SHARED 24 613 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 1011 14371 SH SHARED 14371 D TYCO INTL LTD BERMUDA SHS G9143X20 0 1 SH SHARED 1 D TYCO INTL LTD BERMUDA SHS G9143X20 37991 856814 SH SHARED 856814 D TYCO INTL LTD BERMUDA SHS G9143X20 5742 129507 SH SHARED 01 126072 3435 D TYCO INTL LTD BERMUDA SHS G9143X20 137 3106 SH SHR/OTHR 01 3106 D TYCO INTL LTD BERMUDA SHS G9143X20 6858 154677 SH SHARED 02 154677 D TYCO INTL LTD BERMUDA SHS G9143X20 417 9427 SH SHARED 05 9427 D TYCO INTL LTD BERMUDA SHS G9143X20 709 15994 SH SHARED 06 11524 4470 D TYCO INTL LTD BERMUDA SHS G9143X20 26526 598261 SH SHARED 10 592936 5325 D TYCO INTL LTD BERMUDA SHS G9143X20 294 6647 SH SHARED 14 6647 D TYCO INTL LTD BERMUDA SHS G9143X20 11 250 SH SHARED 19 250 D TYCO INTL LTD BERMUDA SHS G9143X20 289 6525 SH SHARED 20 1400 5125 D TYCO INTL LTD BERMUDA SHS G9143X20 12 280 SH SHR/OTHR 21 280 D TYCO INTL LTD BERMUDA SHS G9143X20 44 1000 SH SHARED 23 875 125 D TYCO INTL LTD BERMUDA SHS G9143X20 47 1075 SH SHR/OTHR 23 1075 D TYCO ELECTRONICS LTD COM NEW G9144P10 0 1 SH SHARED 1 D TYCO ELECTRONICS LTD COM NEW G9144P10 30354 856748 SH SHARED 856748 D TYCO ELECTRONICS LTD COM NEW G9144P10 3986 112512 SH SHARED 01 111637 875 D TYCO ELECTRONICS LTD COM NEW G9144P10 110 3106 SH SHR/OTHR 01 3106 D TYCO ELECTRONICS LTD COM NEW G9144P10 15819 446489 SH SHARED 02 445541 948 D TYCO ELECTRONICS LTD COM NEW G9144P10 2196 62000 SH SHARED 04 62000 D TYCO ELECTRONICS LTD COM NEW G9144P10 9 275 SH SHARED 05 275 D TYCO ELECTRONICS LTD COM NEW G9144P10 743 20994 SH SHARED 06 16524 4470 D TYCO ELECTRONICS LTD COM NEW G9144P10 16481 465180 SH SHARED 10 459355 5825 D TYCO ELECTRONICS LTD COM NEW G9144P10 182 5165 SH SHARED 14 5165 D TYCO ELECTRONICS LTD COM NEW G9144P10 8 250 SH SHARED 19 250 D TYCO ELECTRONICS LTD COM NEW G9144P10 217 6125 SH SHARED 20 1000 5125 D TYCO ELECTRONICS LTD COM NEW G9144P10 35 1000 SH SHARED 23 875 125 D TYCO ELECTRONICS LTD COM NEW G9144P10 38 1075 SH SHR/OTHR 23 1075 D VALIDUS HOLDINGS LTD COM SHS G9319H10 128 5314 SH SHARED 5314 D VISTAPRINT LIMITED SHS G9376220 139 3736 SH SHARED 3736 D VISTAPRINT LIMITED SHS G9376220 323 8657 SH SHARED 01 8657 D VISTAPRINT LIMITED SHS G9376220 2 69 SH SHARED 02 69 D VISTAPRINT LIMITED SHS G9376220 1182 31650 SH SHARED 10 31650 D WARNER CHILCOTT LIMITED COM CL A G9435N10 488 27499 SH SHARED 27499 D WARNER CHILCOTT LIMITED COM CL A G9435N10 8 471 SH SHARED 02 471 D GOLAR LNG LTD BERMUDA SHS G9456A10 154 6925 SH SHARED 6925 D GOLAR LNG LTD BERMUDA SHS G9456A10 43 1945 SH SHARED 01 1945 D GOLAR LNG LTD BERMUDA SHS G9456A10 191 8600 SH SHARED 10 8600 D WEATHERFORD INTERNATIONAL LT COM G9508910 28435 423266 SH SHARED 423266 D WEATHERFORD INTERNATIONAL LT COM G9508910 9203 136994 SH SHARED 01 134994 2000 D WEATHERFORD INTERNATIONAL LT COM G9508910 7200 107183 SH SHARED 02 107183 D WEATHERFORD INTERNATIONAL LT COM G9508910 4408 65616 SH SHARED 10 65616 D WEATHERFORD INTERNATIONAL LT COM G9508910 413 6150 SH SHR/OTHR 23 6150 D WHITE MTNS INS GROUP LTD COM G9618E10 188 363 SH SHARED 363 D WHITE MTNS INS GROUP LTD COM G9618E10 31 60 SH SHARED 01 60 D WHITE MTNS INS GROUP LTD COM G9618E10 74 144 SH SHARED 02 144 D WHITE MTNS INS GROUP LTD COM G9618E10 207 400 SH SHARED 10 400 D WHITE MTNS INS GROUP LTD COM G9618E10 129 250 SH SHARED 23 250 D WHITE MTNS INS GROUP LTD COM G9618E10 36 70 SH SHR/OTHR 23 70 D WILLIS GROUP HOLDINGS LTD SHS G9665510 114 2801 SH SHARED 2801 D WILLIS GROUP HOLDINGS LTD SHS G9665510 63 1550 SH SHARED 02 1550 D XOMA LTD ORD G9825R10 4168 1222381 SH SHARED 1222381 D XOMA LTD ORD G9825R10 1 300 SH SHARED 02 300 D XL CAP LTD CL A G9825510 20164 254603 SH SHARED 251503 3100 D XL CAP LTD CL A G9825510 6837 86326 SH SHARED 01 85476 850 D XL CAP LTD CL A G9825510 130 1644 SH SHR/OTHR 01 1644 D XL CAP LTD CL A G9825510 501 6329 SH SHARED 02 6329 D XL CAP LTD CL A G9825510 7 100 SH SHARED 05 100 D XL CAP LTD CL A G9825510 96433 1217600 SH SHARED 10 1150800 66800 D XL CAP LTD CL A G9825510 31 400 SH SHR/OTHR 10 400 D XL CAP LTD CL A G9825510 1447 18277 SH SHARED 20 6575 11702 D XL CAP LTD CL A G9825510 245 3105 SH SHARED 21 3105 D XL CAP LTD CL A G9825510 11 150 SH SHARED 23 150 D XL CAP LTD CL A G9825510 146 1850 SH SHR/OTHR 23 1850 D XYRATEX LTD COM G9826810 624 32549 SH SHARED 32549 D YUCHENG TECHNOLOGIES LTD COM G9877710 604 62985 SH SHARED 01 62985 D ALCON INC COM SHS H0130110 647 4501 SH SHARED 4501 D ALCON INC COM SHS H0130110 986 6852 SH SHARED 02 6852 D ALCON INC COM SHS H0130110 5109 35500 SH SHARED 10 35500 D ALCON INC COM SHS H0130110 310 2157 SH SHARED 14 2157 D LOGITECH INTL S A SHS H5043023 257 8700 SH SHARED 8700 D LOGITECH INTL S A SHS H5043023 9819 332294 SH SHARED 332294 D LOGITECH INTL S A SHS H5043023 184 6241 SH SHARED 01 6241 D LOGITECH INTL S A SHS H5043023 5404 182900 SH SHARED 04 182900 D LOGITECH INTL S A SHS H5043023 19355 655000 SH SHARED 04 655000 D LOGITECH INTL S A SHS H5043023 206 7004 SH SHARED 06 5504 1500 D LOGITECH INTL S A SHS H5043023 328 11120 SH SHARED 10 6253 4867 D LOGITECH INTL S A SHS H5043023 688 23301 SH SHARED 19 23301 D UBS AG SHS NEW H8923133 18338 344391 SH SHARED 34846 309545 D UBS AG SHS NEW H8923133 493039 9258962 SH SHARED 9113974 144988 D UBS AG SHS NEW H8923133 7542 141649 SH SHARED 01 125150 16499 D UBS AG SHS NEW H8923133 264 4966 SH SHARED 02 4966 D UBS AG SHS NEW H8923133 3710 69677 SH SHARED 04 61612 8065 D UBS AG SHS NEW H8923133 138853 2607577 SH SHARED 04 2607577 D UBS AG SHS NEW H8923133 1445 27137 SH SHARED 05 27137 D UBS AG SHS NEW H8923133 56531 1061616 SH SHARED 06 319776 741840 D UBS AG SHS NEW H8923133 162458 3050872 SH SHARED 10 2981954 68918 D UBS AG SHS NEW H8923133 3130 58798 SH SHARED 14 14767 44031 D UBS AG SHS NEW H8923133 219025 4113147 SH SHARED 15 4113147 D UBS AG SHS NEW H8923133 10567 198457 SH SHARED 16 198457 D UBS AG SHS NEW H8923133 4576 85940 SH SHARED 19 85940 D UBS AG SHS NEW H8923133 2522 47368 SH SHARED 24 47368 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 54 653 SH SHARED 653 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 19179 228600 SH SHARED 10 228600 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 193 2310 SH SHARED 21 2310 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 40 1817 SH SHARED 1817 D ALLOT COMMUNICATIONS LTD SHS M0854Q10 550 91680 SH SHARED 04 91680 D ALVARION LTD SHS M0861T10 1105 76135 SH SHARED 76135 D ALVARION LTD SHS M0861T10 968 66704 SH SHARED 02 66704 D AUDIOCODES LTD ORD M1534210 388 70966 SH SHARED 70966 D BLUEPHOENIX SOLUTIONS LTD SHS M2015710 10 591 SH SHARED 591 D CELLCOM ISRAEL LTD SHS M2196U10 51 2100 SH SHARED 2100 D CERAGON NETWORKS LTD ORD M2201310 452 23831 SH SHARED 23831 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1765 70103 SH SHARED 70103 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1622 64446 SH SHARED 02 64446 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1762 70000 SH SHARED 04 70000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1445 57400 SH SHARED 10 57400 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2016 80100 SH SHARED 14 80100 D CLICKSOFTWARE TECHNOLOGIES L ORD M2508210 0 35 SH SHARED 35 D ECTEL LTD ORD M2992510 0 53 SH SHARED 53 D ELBIT SYS LTD ORD M3760D10 638 13475 SH SHARED 13475 D ELBIT SYS LTD ORD M3760D10 1859 39248 SH SHARED 01 39248 D ELBIT SYS LTD ORD M3760D10 7054 148900 SH SHARED 10 148900 D ELBIT SYS LTD ORD M3760D10 976 20600 SH SHARED 24 20600 D FUNDTECH LTD ORD M4709510 0 50 SH SHARED 50 D GIVEN IMAGING ORD SHS M5202010 25 931 SH SHARED 931 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 94 8000 SH SHARED 8000 D ORBOTECH LTD ORD M7525310 39 1876 SH SHARED 1876 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 127 5200 SH SHARED 5200 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 1166 47600 SH SHARED 10 47600 D RADVISION LTD ORD M8186910 83 4744 SH SHARED 4744 D RADWARE LTD ORD M8187310 453 28911 SH SHARED 28911 D RETALIX LTD ORD M8215W10 15 821 SH SHARED 821 D SAIFUN SEMICONDUCTORS LTD ORD SHS M8233P10 28165 2836428 SH SHARED 2836428 D SILICOM LTD ORD M8411610 197 8585 SH SHARED 8585 D SYNERON MEDICAL LTD ORD SHS M8724510 305 12929 SH SHARED 12929 D SYNERON MEDICAL LTD ORD SHS M8724510 32 1373 SH SHARED 21 1373 D AERCAP HOLDINGS NV SHS N0098510 67 2700 SH SHARED 2700 D AERCAP HOLDINGS NV SHS N0098510 619 24900 SH SHARED 14 24900 D ASM INTL N V COM N0704510 3266 114299 SH SHARED 114299 D ASML HLDG NV N Y SHS N0705911 2646 80527 SH SHARED 80527 D ASML HLDG NV N Y SHS N0705911 21 652 SH SHARED 02 652 D ASML HLDG NV N Y SHS N0705911 11755 357730 SH SHARED 10 357730 D CNH GLOBAL N V SHS NEW N2093520 1101 18139 SH SHARED 18139 D CORE LABORATORIES N V COM N2271710 1102 8652 SH SHARED 8652 D CORE LABORATORIES N V COM N2271710 5 40 SH SHARED 02 40 D ORTHOFIX INTL N V COM N6748L10 92 1887 SH SHARED 1887 D ORTHOFIX INTL N V COM N6748L10 1 25 SH SHARED 02 25 D ORTHOFIX INTL N V COM N6748L10 10239 209094 SH SHARED 10 209094 D ORTHOFIX INTL N V COM N6748L10 44 914 SH SHARED 21 914 D QIAGEN N V ORD N7248210 5924 305241 SH SHARED 149513 155728 D QIAGEN N V ORD N7248210 31344 1614881 SH SHARED 1585861 29020 D QIAGEN N V ORD N7248210 13818 711934 SH SHARED 01 672439 39495 D QIAGEN N V ORD N7248210 2 137 SH SHARED 02 137 D QIAGEN N V ORD N7248210 6187 318793 SH SHARED 04 78682 240111 D QIAGEN N V ORD N7248210 212805 10963720 SH SHARED 04 10963720 D QIAGEN N V ORD N7248210 10906 561900 SH SHARED 06 30900 531000 D QIAGEN N V ORD N7248210 69802 3596223 SH SHARED 10 3591194 5029 D QIAGEN N V ORD N7248210 1125 58000 SH SHARED 14 58000 D QIAGEN N V ORD N7248210 456 23500 SH SHARED 15 23500 D QIAGEN N V ORD N7248210 10189 524987 SH SHARED 19 524987 D QIAGEN N V ORD N7248210 25 1325 SH SHARED 20 1325 D QIAGEN N V ORD N7248210 710 36600 SH SHARED 24 36600 D BANCO LATINOAMERICANO DE EXP CL E P1699413 119 6575 SH SHARED 6575 D BANCO LATINOAMERICANO DE EXP CL E P1699413 65 3600 SH SHARED 01 3600 D BANCO LATINOAMERICANO DE EXP CL E P1699413 0 28 SH SHARED 02 28 D BANCO LATINOAMERICANO DE EXP CL E P1699413 136 7500 SH SHARED 10 7500 D COPA HOLDINGS SA CL A P3107610 1001 25000 SH SHARED 25000 D COPA HOLDINGS SA CL A P3107610 94 2372 SH SHARED 2372 D COPA HOLDINGS SA CL A P3107610 14638 365500 SH SHARED 01 365500 D COPA HOLDINGS SA CL A P3107610 2 58 SH SHARED 02 58 D COPA HOLDINGS SA CL A P3107610 3043 76000 SH SHARED 04 76000 D COPA HOLDINGS SA CL A P3107610 8658 216200 SH SHARED 10 216200 D STEINER LEISURE LTD ORD P8744Y10 143 3299 SH SHARED 3299 D STEINER LEISURE LTD ORD P8744Y10 213 4910 SH SHARED 02 4910 D STEINER LEISURE LTD ORD P8744Y10 50 1170 SH SHARED 21 1170 D ULTRAPETROL BAHAMAS LTD COM P9439810 19 1200 SH SHARED 1200 D ULTRAPETROL BAHAMAS LTD COM P9439810 300 18065 SH SHARED 18065 D ULTRAPETROL BAHAMAS LTD COM P9439810 20 1245 SH SHARED 01 1245 D ULTRAPETROL BAHAMAS LTD COM P9439810 2101 126500 SH SHARED 04 126500 D EXCEL MARITIME CARRIERS LTD COM V3267N10 676 12131 SH SHARED 12131 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 5561 142481 SH SHARED 142481 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 4110 105318 SH SHARED 01 104846 472 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 1769 45329 SH SHARED 02 45329 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 195 5000 SH SHARED 10 5000 D AEGEAN MARINE PETROLEUM NETW SHS Y0017S10 170 4700 SH SHARED 4700 D ASE TEST LTD ORD Y0251610 202 14074 SH SHARED 14074 D CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y1108210 8 346 SH SHARED 346 D DANAOS CORPORATION SHS Y1968P10 495 13716 SH SHARED 13716 D DANAOS CORPORATION SHS Y1968P10 433 12000 SH SHARED 04 12000 D DIANA SHIPPING INC COM Y2066G10 942 33078 SH SHARED 33078 D DRYSHIPS INC SHS Y2109Q10 1633 17978 SH SHARED 17978 D DRYSHIPS INC SHS Y2109Q10 18168 200000 SH SHARED 04 200000 D DOUBLE HULL TANKERS INC COM Y2111010 521 35026 SH SHARED 35026 D DOUBLE HULL TANKERS INC COM Y2111010 0 22 SH SHARED 02 22 D DOUBLE HULL TANKERS INC COM Y2111010 16 1100 SH SHARED 10 1100 D EAGLE BULK SHIPPING INC COM Y2187A10 446 17358 SH SHARED 17358 D EAGLE BULK SHIPPING INC COM Y2187A10 1 70 SH SHARED 02 70 D EAGLE BULK SHIPPING INC COM Y2187A10 23189 900900 SH SHARED 10 900900 D EAGLE BULK SHIPPING INC COM Y2187A10 51 2000 SH SHARED 20 2000 D EAGLE BULK SHIPPING INC COM Y2187A10 38 1500 SH SHR/OTHR 23 1500 D EUROSEAS LTD COM NEW Y2359220 364 25070 SH SHARED 25070 D FLEXTRONICS INTL LTD ORD Y2573F10 4214 376956 SH SHARED 376956 D FLEXTRONICS INTL LTD ORD Y2573F10 357 31992 SH SHARED 01 1420 30572 D FLEXTRONICS INTL LTD ORD Y2573F10 0 60 SH SHR/OTHR 01 60 D FLEXTRONICS INTL LTD ORD Y2573F10 3147 281570 SH SHARED 02 281570 D FLEXTRONICS INTL LTD ORD Y2573F10 4 430 SH SHARED 05 430 D FLEXTRONICS INTL LTD ORD Y2573F10 200 17920 SH SHARED 06 12800 5120 D FLEXTRONICS INTL LTD ORD Y2573F10 407 36407 SH SHARED 14 36407 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 1979 30208 SH SHARED 30208 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 78 1200 SH SHARED 01 1200 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 1 25 SH SHARED 02 25 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 85 1300 SH SHARED 10 1300 D GENERAL MARITIME CORP SHS Y2692M10 1569 56239 SH SHARED 56239 D GENERAL MARITIME CORP SHS Y2692M10 0 29 SH SHARED 02 29 D GENERAL MARITIME CORP SHS Y2692M10 245 8800 SH SHARED 10 8800 D GIGAMEDIA LTD ORD Y2711Y10 137 8509 SH SHARED 8509 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 2509 191017 SH SHARED 191017 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 131 10000 SH SHARED 02 10000 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 33 2575 SH SHARED 21 2575 D NAVIOS MARITIME HOLDINGS INC *W EXP 12/09/200 Y6219611 124 15309 SH SHARED 15309 D OCEANFREIGHT INC SHS Y6420210 404 17407 SH SHARED 17407 D OCEANFREIGHT INC SHS Y6420210 91 3920 SH SHARED 02 3920 D OMEGA NAVIGATION ENTERPRISES CLASS A Y6476R10 375 18862 SH SHARED 18862 D PACIFIC INTERNET LTD ORD Y6618310 1 100 SH SHARED 100 D QUINTANA MARITIME LTD SHS Y7169G10 3048 159874 SH SHARED 159874 D QUINTANA MARITIME LTD SHS Y7169G10 1 100 SH SHARED 02 100 D SEASPAN CORP SHS Y7563810 227 6910 SH SHARED 6910 D SEASPAN CORP SHS Y7563810 131 4000 SH SHR/OTHR 01 4000 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 64 1914 SH SHARED 1914 D TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J10 5 206 SH SHARED 206 D TOP TANKERS INC COM Y8897Y10 2898 414730 SH SHARED 414730 D VERIGY LTD SHS Y9369110 4 164 SH SHR/OTHR 164 D VERIGY LTD SHS Y9369110 324 13127 SH SHARED 13127 D VERIGY LTD SHS Y9369110 1313 53164 SH SHARED 01 53014 150 D VERIGY LTD SHS Y9369110 1284 52000 SH SHR/OTHR 01 52000 D VERIGY LTD SHS Y9369110 0 13 SH SHARED 02 13 D VERIGY LTD SHS Y9369110 2 91 SH SHARED 21 91 D VERIGY LTD SHS Y9369110 21 850 SH SHARED 23 850 D VERIGY LTD SHS Y9369110 9 366 SH SHR/OTHR 23 366 D AAON INC COM PAR $0.004 00036020 12 631 SH SHARED 631 D AAR CORP COM 00036110 239 7910 SH SHARED 7910 D AAR CORP COM 00036110 810 26700 SH SHARED 01 26700 D AAR CORP COM 00036110 279 9210 SH SHARED 02 3840 5370 D AAR CORP COM 00036110 179 5900 SH SHARED 10 5900 D ABB LTD SPONSORED ADR 00037520 1321 50382 SH SHARED 50382 D ABB LTD SPONSORED ADR 00037520 112 4273 SH SHARED 01 2773 1500 D ABB LTD SPONSORED ADR 00037520 65 2486 SH SHARED 02 2486 D ABX AIR INC COM 00080S10 20 2850 SH SHARED 2850 D ABX AIR INC COM 00080S10 0 99 SH SHARED 02 99 D ABX AIR INC COM 00080S10 9845 1390600 SH SHARED 10 1390600 D ACCO BRANDS CORP COM 00081T10 58 2620 SH SHARED 2620 D ACCO BRANDS CORP COM 00081T10 41 1870 SH SHARED 01 1870 D ACCO BRANDS CORP COM 00081T10 0 29 SH SHR/OTHR 01 29 D ACCO BRANDS CORP COM 00081T10 1 86 SH SHARED 02 86 D ACCO BRANDS CORP COM 00081T10 989 44114 SH SHARED 10 44114 D ACCO BRANDS CORP COM 00081T10 3 141 SH SHARED 20 141 D ACCO BRANDS CORP COM 00081T10 3 176 SH SHR/OTHR 20 176 D ACCO BRANDS CORP COM 00081T10 10 470 SH SHARED 21 470 D ACCO BRANDS CORP COM 00081T10 1 47 SH SHARED 22 47 D ACCO BRANDS CORP COM 00081T10 6 308 SH SHARED 23 74 234 D ACCO BRANDS CORP COM 00081T10 20 902 SH SHR/OTHR 23 902 D ACA CAPITAL HOLDINGS INC COM 00083310 668 109695 SH SHARED 109695 D ACA CAPITAL HOLDINGS INC COM 00083310 60 9995 SH SHARED 01 9995 D ACA CAPITAL HOLDINGS INC COM 00083310 0 8 SH SHARED 02 8 D A C MOORE ARTS & CRAFTS INC COM 00086T10 188 11977 SH SHARED 11977 D A C MOORE ARTS & CRAFTS INC COM 00086T10 60 3850 SH SHARED 02 3850 D A D A M INC COM 00088U10 1 216 SH SHARED 216 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 30258 31003008 PRN SHARED 31003008 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 0 1000 PRN SHARED 02 1000 D A D C TELECOMMUNICATIONS COM NEW 00088630 3359 171335 SH SHARED 171335 D A D C TELECOMMUNICATIONS COM NEW 00088630 1124 57335 SH SHARED 01 21935 35400 D A D C TELECOMMUNICATIONS COM NEW 00088630 147 7532 SH SHARED 02 7532 D A D C TELECOMMUNICATIONS COM NEW 00088630 72 3700 SH SHARED 06 3000 700 D A D C TELECOMMUNICATIONS COM NEW 00088630 617 31500 SH SHARED 10 31500 D A D C TELECOMMUNICATIONS COM NEW 00088630 191 9774 SH SHARED 14 9774 D ABN AMRO HLDG NV SPONSORED ADR 00093710 168 3200 SH SHARED 3200 D ABN AMRO HLDG NV SPONSORED ADR 00093710 0 14 SH SHARED 01 14 D ACM MANAGED DLR INCOME FD COM 00094910 1 271 SH SHARED 271 D ACM MANAGED DLR INCOME FD COM 00094910 3 521 SH SHARED 01 521 D ABM INDS INC COM 00095710 1355 67840 SH SHARED 67840 D ABM INDS INC COM 00095710 5 275 SH SHARED 01 275 D ABM INDS INC COM 00095710 1 74 SH SHARED 02 74 D ABM INDS INC COM 00095710 635 31800 SH SHARED 10 31800 D AEP INDS INC COM 00103110 109 2582 SH SHARED 2582 D AEP INDS INC COM 00103110 12 300 SH SHARED 01 300 D AEP INDS INC COM 00103110 272 6430 SH SHARED 02 6430 D AEP INDS INC COM 00103110 127 3000 SH SHARED 10 3000 D AFC ENTERPRISES INC COM 00104Q10 926 61536 SH SHARED 61536 D AFC ENTERPRISES INC COM 00104Q10 154 10295 SH SHARED 02 10295 D AFC ENTERPRISES INC COM 00104Q10 713 47400 SH SHARED 10 47400 D AFC ENTERPRISES INC COM 00104Q10 50 3369 SH SHARED 21 3369 D AFLAC INC COM 00105510 3363 58965 SH SHARED 330 58635 D AFLAC INC COM 00105510 20223 354553 SH SHARED 354363 190 D AFLAC INC COM 00105510 22965 402627 SH SHARED 01 280402 122225 D AFLAC INC COM 00105510 918 16099 SH SHR/OTHR 01 16099 D AFLAC INC COM 00105510 1172 20554 SH SHARED 02 20554 D AFLAC INC COM 00105510 1966 34475 SH SHARED 04 34475 D AFLAC INC COM 00105510 1730 30330 SH SHARED 05 30330 D AFLAC INC COM 00105510 31528 552735 SH SHARED 06 11500 541235 D AFLAC INC COM 00105510 68475 1200478 SH SHARED 10 1162510 37968 D AFLAC INC COM 00105510 136 2400 SH SHR/OTHR 10 2400 D AFLAC INC COM 00105510 5637 98830 SH SHARED 20 20105 78725 D AFLAC INC COM 00105510 2174 38130 SH SHR/OTHR 20 38130 D AFLAC INC COM 00105510 240 4224 SH SHARED 21 4224 D AFLAC INC COM 00105510 68 1200 SH SHR/OTHR 21 1200 D AFLAC INC COM 00105510 1365 23947 SH SHARED 22 15857 8090 D AFLAC INC COM 00105510 601 10537 SH SHR/OTHR 22 10537 D AFLAC INC COM 00105510 5105 89513 SH SHARED 23 81813 7700 D AFLAC INC COM 00105510 3006 52700 SH SHR/OTHR 23 52700 D AFLAC INC COM 00105510 63 1122 SH SHARED 24 1122 D AGCO CORP NOTE 1.750%12/3 001084AL 6541 2828000 PRN SHARED 02 2828000 D AGCO CORP COM 00108410 61434 1210047 SH SHARED 1210047 D AGCO CORP COM 00108410 1695 33400 SH SHARED 01 7700 25700 D AGCO CORP COM 00108410 513 10120 SH SHARED 02 10120 D AGCO CORP COM 00108410 20054 395000 SH SHARED 04 395000 D AGCO CORP COM 00108410 35691 703000 SH SHARED 05 703000 D AGCO CORP COM 00108410 14210 279900 SH SHARED 10 211600 68300 D AGL RES INC COM 00120410 2805 70808 SH SHARED 70808 D AGL RES INC COM 00120410 892 22525 SH SHARED 01 525 22000 D AGL RES INC COM 00120410 241 6101 SH SHARED 02 6101 D AGL RES INC COM 00120410 414 10470 SH SHARED 10 10470 D AES CORP COM 00130H10 25 1260 SH SHARED 1260 D AES CORP COM 00130H10 13891 693185 SH SHARED 693185 D AES CORP COM 00130H10 1896 94623 SH SHARED 01 94623 D AES CORP COM 00130H10 3818 190532 SH SHARED 02 190532 D AES CORP COM 00130H10 7 390 SH SHARED 05 390 D AES CORP COM 00130H10 403 20130 SH SHARED 06 14250 5880 D AES CORP COM 00130H10 6096 304198 SH SHARED 10 304198 D AES CORP COM 00130H10 471 23506 SH SHARED 14 23506 D AES CORP COM 00130H10 38 1918 SH SHARED 20 1918 D AES CORP COM 00130H10 2 130 SH SHARED 23 130 D AK STL HLDG CORP COM 00154710 1374 31275 SH SHARED 31275 D AK STL HLDG CORP COM 00154710 1181 26890 SH SHARED 01 26890 D AK STL HLDG CORP COM 00154710 2960 67369 SH SHARED 02 67369 D AK STL HLDG CORP COM 00154710 588 13400 SH SHARED 10 13400 D AMB PROPERTY CORP COM 00163T10 965 16150 SH SHARED 16150 D AMB PROPERTY CORP COM 00163T10 7110 118888 SH SHARED 118888 D AMB PROPERTY CORP COM 00163T10 2609 43635 SH SHARED 01 10200 33435 D AMB PROPERTY CORP COM 00163T10 301 5041 SH SHARED 02 5041 D AMB PROPERTY CORP COM 00163T10 3648 61000 SH SHARED 10 61000 D AMB PROPERTY CORP COM 00163T10 202571 3386910 SH SHARED 11 1939160 1447750 D AMB PROPERTY CORP COM 00163T10 20 350 SH SHARED 20 350 D AMB PROPERTY CORP COM 00163T10 16 270 SH SHR/OTHR 21 270 D AMB PROPERTY CORP COM 00163T10 11 200 SH SHARED 22 200 D AMAG PHARMACEUTICALS INC COM 00163U10 7119 124459 SH SHARED 124459 D AMAG PHARMACEUTICALS INC COM 00163U10 763 13348 SH SHARED 02 13348 D AMAG PHARMACEUTICALS INC COM 00163U10 3136 54835 SH SHARED 04 54835 D AMDL INC COM PAR 2006 00167K50 1 464 SH SHARED 464 D AMICAS INC COM 00171210 3 1146 SH SHARED 1146 D AMN HEALTHCARE SERVICES INC COM 00174410 29 1577 SH SHARED 1577 D AMN HEALTHCARE SERVICES INC COM 00174410 2 122 SH SHARED 02 122 D AMR CORP NOTE 4.500% 2/1 001765BB 24000 20000000 PRN SHARED 20000000 D AMR CORP NOTE 4.500% 2/1 001765BB 7320 6100000 PRN SHARED 02 6100000 D AMR CORP COM 00176510 902 40474 SH SHARED 32574 7900 D AMR CORP COM 00176510 833 37415 SH SHARED 01 37415 D AMR CORP COM 00176510 16773 752514 SH SHARED 02 752514 D AMR CORP COM 00176510 372 16700 SH SHARED 06 16700 D AMR CORP COM 00176510 2387 107100 SH SHARED 10 87100 20000 D AMR CORP COM 00176510 2229 100000 SH SHARED 15 100000 D AMR CORP COM 00176510 6 300 SH SHARED 20 300 D AMR CORP COM 00176510 44 2000 SH SHR/OTHR 23 2000 D AMS HEALTH SCIENCES INC COM 00178W10 0 214 SH SHARED 214 D APAC CUSTOMER SERVICES INC COM 00185E10 1 761 SH SHARED 761 D APA ENTERPRISES INC COM 00185310 0 241 SH SHARED 241 D A S V INC COM 00196310 106 7563 SH SHARED 7563 D A S V INC COM 00196310 51 3700 SH SHARED 02 3700 D AP PHARMA INC COM NEW 00202J20 1 787 SH SHARED 787 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 97 44096 SH SHARED 44096 D AT&T INC COM 00206R10 422413 9983780 SH SHARED 9922762 61018 D AT&T INC COM 00206R10 75132 1775763 SH SHARED 01 1508364 267399 D AT&T INC COM 00206R10 7784 183978 SH SHR/OTHR 01 183978 D AT&T INC COM 00206R10 56418 1333466 SH SHARED 02 1333466 D AT&T INC COM 00206R10 115420 2727979 SH SHARED 04 2727979 D AT&T INC COM 00206R10 16115 380882 SH SHARED 05 380882 D AT&T INC COM 00206R10 85892 2030074 SH SHARED 06 300583 1729491 D AT&T INC COM 00206R10 314029 7422112 SH SHARED 10 7124189 297923 D AT&T INC COM 00206R10 3646 86193 SH SHARED 14 86193 D AT&T INC COM 00206R10 615 14540 SH SHARED 15 14540 D AT&T INC COM 00206R10 2452 57955 SH SHARED 16 57955 D AT&T INC COM 00206R10 258 6100 SH SHARED 19 6100 D AT&T INC COM 00206R10 2508 59286 SH SHARED 20 41614 17672 D AT&T INC COM 00206R10 716 16940 SH SHR/OTHR 20 16940 D AT&T INC COM 00206R10 425 10064 SH SHARED 21 8308 1756 D AT&T INC COM 00206R10 694 16412 SH SHR/OTHR 21 16412 D AT&T INC COM 00206R10 1550 36640 SH SHARED 22 25162 11478 D AT&T INC COM 00206R10 411 9720 SH SHR/OTHR 22 9720 D AT&T INC COM 00206R10 5809 137317 SH SHARED 23 130167 7150 D AT&T INC COM 00206R10 9768 230874 SH SHR/OTHR 23 230874 D AT&T INC COM 00206R10 33 800 SH SHARED 24 800 D ATMI INC COM 00207R10 3095 104045 SH SHARED 104045 D ATMI INC COM 00207R10 666 22420 SH SHARED 01 22420 D ATMI INC COM 00207R10 1 59 SH SHARED 02 59 D ATMI INC COM 00207R10 87 2951 SH SHARED 10 2951 D ATMI INC COM 00207R10 44 1500 SH SHARED 21 1500 D ATP OIL & GAS CORP COM 00208J10 84 1800 SH SHARED 1800 D ATP OIL & GAS CORP COM 00208J10 294 6261 SH SHARED 6261 D ATP OIL & GAS CORP COM 00208J10 1004 21350 SH SHARED 01 21350 D ATP OIL & GAS CORP COM 00208J10 1 35 SH SHARED 02 35 D ATP OIL & GAS CORP COM 00208J10 1444 30723 SH SHARED 10 30723 D ATP OIL & GAS CORP COM 00208J10 36 772 SH SHARED 21 772 D ATS MED INC COM 00208310 2 1183 SH SHARED 1183 D ATC HEALTHCARE INC CL A 00209C10 0 1039 SH SHARED 1039 D AU OPTRONICS CORP SPONSORED ADR 00225510 4295 253875 SH SHARED 253875 D AU OPTRONICS CORP SPONSORED ADR 00225510 345 20398 SH SHARED 04 20398 D AU OPTRONICS CORP SPONSORED ADR 00225510 3336 197180 SH SHARED 14 197180 D AVI BIOPHARMA INC COM 00234610 22 8916 SH SHARED 8916 D AVX CORP NEW COM 00244410 29 1825 SH SHARED 1825 D AVX CORP NEW COM 00244410 400 24900 SH SHARED 01 24900 D AVX CORP NEW COM 00244410 13 854 SH SHARED 02 854 D AVX CORP NEW COM 00244410 4839 300618 SH SHARED 04 300618 D AVX CORP NEW COM 00244410 4347 270000 SH SHARED 05 270000 D AVX CORP NEW COM 00244410 25 1563 SH SHARED 06 1563 D AVX CORP NEW COM 00244410 211 13163 SH SHARED 10 13163 D AXS-ONE INC COM 00245810 0 639 SH SHARED 639 D AXT INC COM 00246W10 4 765 SH SHARED 765 D AZZ INC COM 00247410 724 20725 SH SHARED 20725 D AZZ INC COM 00247410 0 12 SH SHARED 02 12 D AZZ INC COM 00247410 811 23200 SH SHARED 10 23200 D AASTROM BIOSCIENCES INC COM 00253U10 175 151667 SH SHARED 151667 D AARON RENTS INC COM 00253520 48 2166 SH SHARED 2166 D AARON RENTS INC COM 00253520 49 2225 SH SHARED 01 2225 D AARON RENTS INC COM 00253520 1 73 SH SHARED 02 73 D AARON RENTS INC COM 00253520 93 4182 SH SHARED 10 4182 D AARON RENTS INC COM 00253520 66 3000 SH SHARED 21 3000 D ABAXIS INC COM 00256710 20 903 SH SHARED 903 D ABBOTT LABS COM 00282410 5038 93960 SH SHARED 93960 D ABBOTT LABS COM 00282410 132274 2466889 SH SHARED 2465189 1700 D ABBOTT LABS COM 00282410 39964 745328 SH SHARED 01 474061 271267 D ABBOTT LABS COM 00282410 5460 101845 SH SHR/OTHR 01 101845 D ABBOTT LABS COM 00282410 6353 118482 SH SHARED 02 118482 D ABBOTT LABS COM 00282410 42 786 SH SHARED 04 786 D ABBOTT LABS COM 00282410 57309 1068800 SH SHARED 04 1068800 D ABBOTT LABS COM 00282410 33 630 SH SHARED 05 630 D ABBOTT LABS COM 00282410 57411 1070706 SH SHARED 06 123800 946906 D ABBOTT LABS COM 00282410 176070 3283667 SH SHARED 10 3203942 79725 D ABBOTT LABS COM 00282410 2 50 SH SHR/OTHR 10 50 D ABBOTT LABS COM 00282410 3878 72336 SH SHARED 14 13900 58436 D ABBOTT LABS COM 00282410 3807 71000 SH SHARED 15 71000 D ABBOTT LABS COM 00282410 5607 104575 SH SHARED 16 104575 D ABBOTT LABS COM 00282410 10478 195413 SH SHARED 20 69519 125894 D ABBOTT LABS COM 00282410 2501 46660 SH SHR/OTHR 20 46660 D ABBOTT LABS COM 00282410 691 12903 SH SHARED 21 11123 1780 D ABBOTT LABS COM 00282410 1573 29340 SH SHARED 22 21642 7698 D ABBOTT LABS COM 00282410 1047 19537 SH SHR/OTHR 22 19537 D ABBOTT LABS COM 00282410 20767 387310 SH SHARED 23 376105 11205 D ABBOTT LABS COM 00282410 15448 288118 SH SHR/OTHR 23 288118 D ABBOTT LABS COM 00282410 74 1394 SH SHARED 24 1394 D ABER DIAMOND CORP COM 00289310 2203 56309 SH SHARED 56309 D ABER DIAMOND CORP COM 00289310 129 3300 SH SHARED 01 3300 D ABER DIAMOND CORP COM 00289310 48 1230 SH SHARED 02 1230 D ABER DIAMOND CORP COM 00289310 782 20000 SH SHARED 04 20000 D ABER DIAMOND CORP COM 00289310 58 1500 SH SHARED 14 1500 D ABERCROMBIE & FITCH CO CL A 00289620 17085 211718 SH SHARED 211718 D ABERCROMBIE & FITCH CO CL A 00289620 2893 35850 SH SHARED 01 35850 D ABERCROMBIE & FITCH CO CL A 00289620 7142 88506 SH SHARED 02 88506 D ABERCROMBIE & FITCH CO CL A 00289620 259 3220 SH SHARED 06 2000 1220 D ABERCROMBIE & FITCH CO CL A 00289620 27107 335900 SH SHARED 10 335900 D ABERCROMBIE & FITCH CO CL A 00289620 16 200 SH SHARED 14 200 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 11067 1773600 SH SHARED 1773600 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 32 2500 SH SHARED 2500 D ABIGAIL ADAMS NATL BANCORP I COM 00339010 0 73 SH SHARED 73 D ABINGTON BANCORP INC COM 00350L10 6076 623246 SH SHARED 623246 D ABIOMED INC COM 00365410 568 45759 SH SHARED 45759 D ABIOMED INC COM 00365410 10 810 SH SHARED 02 810 D ABIOMED INC COM 00365410 1180 95000 SH SHARED 04 95000 D ABRAXIS BIOSCIENCE INC COM 00383E10 370 16211 SH SHARED 16211 D ABRAXIS BIOSCIENCE INC COM 00383E10 3 139 SH SHARED 02 139 D ABRAXIS BIOSCIENCE INC COM 00383E10 184 8100 SH SHARED 04 8100 D ABRAXIS BIOSCIENCE INC COM 00383E10 14 625 SH SHARED 10 625 D ABRAXAS PETE CORP COM 00383010 195 51176 SH SHARED 51176 D ACACIA RESH CORP ACACIA TCH COM 00388130 1561 106352 SH SHARED 106352 D ACACIA RESH CORP ACACIA TCH COM 00388130 49 3398 SH SHARED 02 3398 D ABITIBI-CONSOLIDATED INC COM 00392410 395 226033 SH SHARED 226033 D ABITIBI-CONSOLIDATED INC COM 00392410 335 191493 SH SHARED 02 191493 D ABITIBI-CONSOLIDATED INC COM 00392410 1 700 SH SHARED 05 700 D ACADIA PHARMACEUTICALS INC COM 00422510 20 1333 SH SHARED 1333 D ACADIA PHARMACEUTICALS INC COM 00422510 2310 153551 SH SHARED 04 153551 D ACADIA RLTY TR COM SH BEN INT 00423910 42 1556 SH SHARED 1556 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2055619 SH SHARED 06 77450 1978169 D AMERICAN TOWER CORP CL A 02991220 48077 1104205 SH SHARED 10 1081105 23100 D AMERICAN TOWER CORP CL A 02991220 73 1697 SH SHARED 20 350 1347 D AMERICAN TOWER CORP CL A 02991220 33 770 SH SHARED 21 770 D AMERICAN TOWER CORP CL A 02991220 239 5500 SH SHARED 22 4100 1400 D AMERICAN TOWER CORP CL A 02991220 32 750 SH SHR/OTHR 22 750 D AMERICAN TOWER CORP CL A 02991220 1037 23832 SH SHARED 23 21032 2800 D AMERICAN TOWER CORP CL A 02991220 239 5505 SH SHR/OTHR 23 5505 D AMERICAN TOWER CORP CL A 02991220 34 800 SH SHARED 24 800 D AMERICAN STRATEGIC INCM PTFL COM 03009810 0 33 SH SHARED 33 D AMERN STRATEGIC INCOME PTFL COM 03009910 1 122 SH SHARED 122 D AMERICAN SUPERCONDUCTOR CORP COM 03011110 61 3018 SH SHARED 3018 D AMERICAN TECHNOLOGY CORP COM NEW 03014520 2 672 SH SHARED 672 D AMERICAN TELECOM SVCS INC COM 03015P10 0 140 SH SHARED 140 D AMERICAN VANGUARD CORP COM 03037110 230 11819 SH SHARED 11819 D AMERICAN VANGUARD CORP COM 03037110 0 51 SH SHARED 02 51 D AMERICAN WOODMARK CORP COM 03050610 279 11286 SH SHARED 11286 D AMERICAN WOODMARK CORP COM 03050610 57 2300 SH SHARED 01 2300 D AMERICAN WOODMARK CORP COM 03050610 270 10927 SH SHARED 02 10927 D AMERICAN WOODMARK CORP COM 03050610 2942 118700 SH SHARED 10 118700 D AMERICANWEST BANCORPORATION COM 03058P10 17 884 SH SHARED 884 D AMERICANWEST BANCORPORATION COM 03058P10 9 500 SH SHARED 01 500 D AMERICANWEST BANCORPORATION COM 03058P10 65 3357 SH SHARED 02 3357 D AMERICANWEST BANCORPORATION COM 03058P10 6555 334300 SH SHARED 10 334300 D AMERICREDIT CORP NOTE 1.750%11/1 03060RAM 2856 2680000 PRN SHARED 02 2680000 D AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP 2947 3500000 PRN SHARED 3500000 D AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP 7160 8504000 PRN SHARED 02 8504000 D AMERICREDIT CORP COM 03060R10 41529 2362308 SH SHARED 2362308 D AMERICREDIT CORP COM 03060R10 976 55565 SH SHARED 01 26865 28700 D AMERICREDIT CORP COM 03060R10 105 5988 SH SHARED 02 5988 D AMERICREDIT CORP COM 03060R10 431 24554 SH SHARED 10 24554 D AMERICREDIT CORP COM 03060R10 41 2377 SH SHARED 14 2377 D AMERICREDIT CORP COM 03060R10 4 250 SH SHARED 20 250 D AMERICASBANK CORP COM NEW 03061G30 0 68 SH SHARED 68 D AMERICAS CAR MART INC COM 03062T10 6 541 SH SHARED 541 D AMERIGON INC COM 03070L30 292 16915 SH SHARED 16915 D AMERISTAR CASINOS INC COM 03070Q10 1242 44230 SH SHARED 44230 D AMERISTAR CASINOS INC COM 03070Q10 1 43 SH SHARED 02 43 D AMERISTAR CASINOS INC COM 03070Q10 160 5700 SH SHARED 10 5700 D AMERISAFE INC COM 03071H10 208 12579 SH SHARED 12579 D AMERISAFE INC COM 03071H10 9330 564100 SH SHARED 10 564100 D AMERON INTL INC COM 03071010 1454 13752 SH SHARED 13752 D AMERON INTL INC COM 03071010 1 14 SH SHARED 02 14 D AMERON INTL INC COM 03071010 42 400 SH SHARED 10 400 D AMERISOURCEBERGEN CORP COM 03073E10 6285 138664 SH SHARED 138664 D AMERISOURCEBERGEN CORP COM 03073E10 1800 39714 SH SHARED 01 39714 D AMERISOURCEBERGEN CORP COM 03073E10 176 3892 SH SHARED 02 3892 D AMERISOURCEBERGEN CORP COM 03073E10 5 130 SH SHARED 05 130 D AMERISOURCEBERGEN CORP COM 03073E10 565 12480 SH SHARED 06 10650 1830 D AMERISOURCEBERGEN CORP COM 03073E10 5235 115487 SH SHARED 10 115487 D AMERISOURCEBERGEN CORP COM 03073E10 157 3474 SH SHARED 14 3474 D AMERIGROUP CORP COM 03073T10 8626 250175 SH SHARED 250175 D AMERIGROUP CORP COM 03073T10 567 16465 SH SHARED 01 14645 1820 D AMERIGROUP CORP COM 03073T10 68 1989 SH SHARED 02 1989 D AMERIGROUP CORP COM 03073T10 20384 591200 SH SHARED 10 591200 D AMERITYRE CORP COM 03073V10 1 556 SH SHARED 556 D AMERISERV FINL INC COM 03074A10 1 480 SH SHARED 480 D AMERISERV FINL INC COM 03074A10 6 2000 SH SHARED 01 2000 D AMERIPRISE FINL INC COM 03076C10 44 702 SH SHARED 702 D AMERIPRISE FINL INC COM 03076C10 14501 229776 SH SHARED 229692 84 D AMERIPRISE FINL INC COM 03076C10 4815 76307 SH SHARED 01 73257 3050 D AMERIPRISE FINL INC COM 03076C10 167 2650 SH SHR/OTHR 01 2650 D AMERIPRISE FINL INC COM 03076C10 3703 58690 SH SHARED 02 58690 D AMERIPRISE FINL INC COM 03076C10 946 15000 SH SHARED 04 15000 D AMERIPRISE FINL INC COM 03076C10 7 120 SH SHARED 05 120 D AMERIPRISE FINL INC COM 03076C10 447 7088 SH SHARED 06 5120 1968 D AMERIPRISE FINL INC COM 03076C10 27568 436829 SH SHARED 10 392549 44280 D AMERIPRISE FINL INC COM 03076C10 7 120 SH SHARED 19 120 D AMERIPRISE FINL INC COM 03076C10 223 3541 SH SHARED 20 80 3461 D AMERIPRISE FINL INC COM 03076C10 5 80 SH SHARED 21 80 D AMERIPRISE FINL INC COM 03076C10 31 500 SH SHARED 22 500 D AMERIPRISE FINL INC COM 03076C10 12 200 SH SHR/OTHR 22 200 D AMERIPRISE FINL INC COM 03076C10 32 522 SH SHARED 23 420 102 D AMERIPRISE FINL INC COM 03076C10 835 13236 SH SHR/OTHR 23 13236 D AMERIS BANCORP COM 03076K10 12 676 SH SHARED 676 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 76 2146 SH SHARED 2146 D AMES NATL CORP COM 03100110 3 165 SH SHARED 165 D AMETEK INC NEW COM 03110010 3691 85409 SH SHARED 85409 D AMETEK INC NEW COM 03110010 19252 445457 SH SHARED 01 202854 242603 D AMETEK INC NEW COM 03110010 3038 70305 SH SHR/OTHR 01 70305 D AMETEK INC NEW COM 03110010 249 5781 SH SHARED 02 5781 D AMETEK INC NEW COM 03110010 12244 283315 SH SHARED 10 279640 3675 D AMETEK INC NEW COM 03110010 2582 59747 SH SHARED 20 35075 24672 D AMETEK INC NEW COM 03110010 399 9250 SH SHR/OTHR 20 9250 D AMETEK INC NEW COM 03110010 186 4316 SH SHARED 21 4316 D AMETEK INC NEW COM 03110010 17 400 SH SHR/OTHR 21 400 D AMETEK INC NEW COM 03110010 1130 26154 SH SHARED 22 18858 7296 D AMETEK INC NEW COM 03110010 185 4282 SH SHR/OTHR 22 4282 D AMETEK INC NEW COM 03110010 4672 108120 SH SHARED 23 101503 6617 D AMETEK INC NEW COM 03110010 2585 59833 SH SHR/OTHR 23 59833 D AMGEN INC NOTE 3/0 031162AE 5 8000 PRN SHARED 23 8000 D AMGEN INC NOTE 3/0 031162AL 97 150000 PRN SHR/OTHR 01 150000 D AMGEN INC NOTE 0.125% 2/0 031162AN 13920 15000000 PRN SHARED 15000000 D AMGEN INC NOTE 0.125% 2/0 031162AN 31552 34000000 PRN SHARED 04 34000000 D AMGEN INC NOTE 0.375% 2/0 031162AQ 1952 2150000 PRN SHARED 2150000 D AMGEN INC NOTE 0.375% 2/0 031162AQ 11350 12500000 PRN SHARED 02 12500000 D AMGEN INC COM 03116210 564 9975 SH SHARED 9975 D AMGEN INC COM 03116210 187089 3307216 SH SHARED 3299546 7670 D AMGEN INC COM 03116210 10843 191687 SH SHARED 01 178752 12935 D AMGEN INC COM 03116210 811 14353 SH SHR/OTHR 01 14353 D AMGEN INC COM 03116210 7497 132541 SH SHARED 02 132541 D AMGEN INC COM 03116210 44 791 SH SHARED 04 791 D AMGEN INC COM 03116210 255741 4520790 SH SHARED 04 4520790 D AMGEN INC COM 03116210 28 510 SH SHARED 05 510 D AMGEN INC COM 03116210 25192 445336 SH SHARED 06 34676 410660 D AMGEN INC COM 03116210 112346 1985970 SH SHARED 10 1963690 22280 D AMGEN INC COM 03116210 5283 93390 SH SHARED 14 26700 66690 D AMGEN INC COM 03116210 4012 70928 SH SHARED 16 70928 D AMGEN INC COM 03116210 22 400 SH SHARED 19 400 D AMGEN INC COM 03116210 2241 39625 SH SHARED 20 15290 24335 D AMGEN INC COM 03116210 1501 26540 SH SHR/OTHR 20 26540 D AMGEN INC COM 03116210 517 9149 SH SHARED 21 9149 D AMGEN INC COM 03116210 29 530 SH SHR/OTHR 21 530 D AMGEN INC COM 03116210 339 6000 SH SHARED 22 1000 5000 D AMGEN INC COM 03116210 283 5005 SH SHR/OTHR 22 5005 D AMGEN INC COM 03116210 822 14538 SH SHARED 23 11308 3230 D AMGEN INC COM 03116210 1958 34628 SH SHR/OTHR 23 34628 D AMICUS THERAPEUTICS INC COM 03152W10 4 241 SH SHARED 241 D AMIS HLDGS INC COM 03153810 35588 3665181 SH SHARED 3665181 D AMIS HLDGS INC COM 03153810 321 33135 SH SHARED 02 33135 D AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX 13780 13250000 PRN SHARED 13250000 D AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX 1082 1041000 PRN SHARED 02 1041000 D AMKOR TECHNOLOGY INC COM 03165210 55 4775 SH SHARED 4775 D AMKOR TECHNOLOGY INC COM 03165210 291 25345 SH SHARED 01 25345 D AMKOR TECHNOLOGY INC COM 03165210 2 197 SH SHARED 02 197 D AMKOR TECHNOLOGY INC COM 03165210 1467 127390 SH SHARED 10 127390 D AMPAL AMERN ISRAEL CORP CL A 03201510 100 17844 SH SHARED 17844 D AMPCO-PITTSBURGH CORP COM 03203710 567 14405 SH SHARED 14405 D AMPEX CORP DEL CL A NEW 03209230 0 73 SH SHARED 73 D AMPEX CORP DEL CL A NEW 03209230 0 100 SH SHARED 02 100 D AMPHENOL CORP NEW CL A 03209510 7502 188701 SH SHARED 188701 D AMPHENOL CORP NEW CL A 03209510 2283 57420 SH SHARED 01 4620 52800 D AMPHENOL CORP NEW CL A 03209510 2468 62075 SH SHARED 02 62075 D AMPHENOL CORP NEW CL A 03209510 226 5690 SH SHARED 06 4050 1640 D AMPHENOL CORP NEW CL A 03209510 246 6200 SH SHARED 10 6200 D AMPHENOL CORP NEW CL A 03209510 44 1126 SH SHARED 14 1126 D AMREIT CL A 03215810 751 94984 SH SHARED 94984 D AMREP CORP NEW COM 03215910 130 4883 SH SHARED 4883 D AMREP CORP NEW COM 03215910 0 1 SH SHARED 02 1 D AMSURG CORP COM 03232P40 15719 681381 SH SHARED 681381 D AMSURG CORP COM 03232P40 712 30900 SH SHARED 01 30900 D AMSURG CORP COM 03232P40 54 2350 SH SHARED 02 2350 D AMSURG CORP COM 03232P40 262 11400 SH SHARED 10 11400 D AMTECH SYS INC COM PAR $0.01N 03233250 1 152 SH SHARED 152 D AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AE 109 100000 PRN SHARED 100000 D AMYLIN PHARMACEUTICALS INC COM 03234610 1583 31670 SH SHARED 31670 D AMYLIN PHARMACEUTICALS INC COM 03234610 302 6045 SH SHARED 01 5795 250 D AMYLIN PHARMACEUTICALS INC COM 03234610 6190 123809 SH SHARED 02 123809 D AMYLIN PHARMACEUTICALS INC COM 03234610 17248 344967 SH SHARED 04 344967 D AMYLIN PHARMACEUTICALS INC COM 03234610 140 2800 SH SHARED 06 2200 600 D AMYLIN PHARMACEUTICALS INC COM 03234610 2089 41781 SH SHARED 10 41781 D AMYLIN PHARMACEUTICALS INC COM 03234610 63 1268 SH SHARED 21 1268 D AMTRUST FINANCIAL SERVICES I COM 03235930 29 1927 SH SHARED 1927 D AMTRUST FINANCIAL SERVICES I COM 03235930 0 45 SH SHARED 02 45 D AMTRUST FINANCIAL SERVICES I COM 03235930 166 11000 SH SHARED 10 11000 D ANADARKO PETE CORP COM 03251110 128435 2389492 SH SHARED 2389492 D ANADARKO PETE CORP COM 03251110 6425 119553 SH SHARED 01 106338 13215 D ANADARKO PETE CORP COM 03251110 312 5816 SH SHR/OTHR 01 5816 D ANADARKO PETE CORP COM 03251110 7776 144678 SH SHARED 02 144678 D ANADARKO PETE CORP COM 03251110 5375 100000 SH SHARED 04 100000 D ANADARKO PETE CORP COM 03251110 12 240 SH SHARED 05 240 D ANADARKO PETE CORP COM 03251110 821 15280 SH SHARED 06 10850 4430 D ANADARKO PETE CORP COM 03251110 318206 5920114 SH SHARED 10 5920039 75 D ANADARKO PETE CORP COM 03251110 365 6804 SH SHARED 14 6804 D ANADARKO PETE CORP COM 03251110 483 9000 SH SHARED 20 2505 6495 D ANADARKO PETE CORP COM 03251110 477 8885 SH SHARED 22 5700 3185 D ANADARKO PETE CORP COM 03251110 922 17155 SH SHARED 23 16555 600 D ANADARKO PETE CORP COM 03251110 1823 33930 SH SHR/OTHR 23 33930 D ANADIGICS INC COM 03251510 3162 174943 SH SHARED 174943 D ANADIGICS INC COM 03251510 1 99 SH SHARED 02 99 D ANADYS PHARMACEUTICALS INC COM 03252Q40 460 224436 SH SHARED 224436 D ANADYS PHARMACEUTICALS INC COM 03252Q40 15 7555 SH SHARED 01 7555 D ANALOG DEVICES INC COM 03265410 8543 236279 SH SHARED 236279 D ANALOG DEVICES INC COM 03265410 4462 123420 SH SHARED 01 123420 D ANALOG DEVICES INC COM 03265410 1622 44870 SH SHARED 02 44870 D ANALOG DEVICES INC COM 03265410 9 260 SH SHARED 05 260 D ANALOG DEVICES INC COM 03265410 417 11550 SH SHARED 06 8300 3250 D ANALOG DEVICES INC COM 03265410 19126 528943 SH SHARED 10 515543 13400 D ANALOG DEVICES INC COM 03265410 15 425 SH SHARED 20 425 D ANALOG DEVICES INC COM 03265410 144 4000 SH SHR/OTHR 20 4000 D ANALOG DEVICES INC COM 03265410 12 340 SH SHR/OTHR 23 340 D ANALOGIC CORP COM PAR $0.05 03265720 222 3493 SH SHARED 3493 D ANALOGIC CORP COM PAR $0.05 03265720 11 183 SH SHARED 02 183 D ANALOGIC CORP COM PAR $0.05 03265720 63 1000 SH SHARED 10 1000 D ANALYSTS INTL CORP COM 03268110 0 641 SH SHARED 641 D ANAREN INC COM 03274410 11 784 SH SHARED 784 D ANAREN INC COM 03274410 12 900 SH SHARED 01 900 D ANAREN INC COM 03274410 125 8903 SH SHARED 02 8903 D ANCHOR BANCORP WIS INC COM 03283910 151 5628 SH SHARED 5628 D ANCHOR BANCORP WIS INC COM 03283910 488 18100 SH SHARED 10 18100 D ANDERSONS INC COM 03416410 673 14022 SH SHARED 14022 D ANDERSONS INC COM 03416410 326 6800 SH SHARED 10 6800 D ANDREW CORP NOTE 3.250% 8/1 034425AB 1757 1672000 PRN SHARED 1672000 D ANDREW CORP COM 03442510 6248 451171 SH SHARED 451171 D ANDREW CORP COM 03442510 1687 121859 SH SHARED 01 71659 50200 D ANDREW CORP COM 03442510 2982 215315 SH SHARED 02 215315 D ANDREW CORP COM 03442510 635 45900 SH SHARED 10 45900 D ANESIVA INC COM COM 03460L10 3 540 SH SHARED 540 D ANGEION CORP COM 03462H40 0 104 SH SHARED 104 D ANGEION CORP COM 03462H40 4 570 SH SHARED 02 570 D ANGELICA CORP COM 03466310 3 198 SH SHARED 198 D ANGIODYNAMICS INC COM 03475V10 21 1121 SH SHARED 1121 D ANGIODYNAMICS INC COM 03475V10 15 800 SH SHARED 10 800 D ANGLO AMERN PLC ADR NEW 03485P20 20438 611018 SH SHARED 611018 D ANGLO AMERN PLC ADR NEW 03485P20 547 16380 SH SHR/OTHR 01 16380 D ANGLO AMERN PLC ADR NEW 03485P20 608 18200 SH SHARED 23 18200 D ANGLO AMERN PLC ADR NEW 03485P20 913 27300 SH SHR/OTHR 23 27300 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 99 15815 SH SHARED 15815 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8628 184015 SH SHARED 184015 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 281 6000 SH SHR/OTHR 01 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8868 189126 SH SHARED 02 189126 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 225 4800 SH SHARED 23 4800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 328 7000 SH SHR/OTHR 23 7000 D ANHEUSER BUSCH COS INC COM 03522910 104 2100 SH SHARED 2100 D ANHEUSER BUSCH COS INC COM 03522910 56793 1136102 SH SHARED 1031072 105030 D ANHEUSER BUSCH COS INC COM 03522910 6140 122837 SH SHARED 01 118739 4098 D ANHEUSER BUSCH COS INC COM 03522910 189 3800 SH SHR/OTHR 01 3800 D ANHEUSER BUSCH COS INC COM 03522910 43261 865397 SH SHARED 02 865397 D ANHEUSER BUSCH COS INC COM 03522910 170 3403 SH SHARED 04 3403 D ANHEUSER BUSCH COS INC COM 03522910 17 350 SH SHARED 05 350 D ANHEUSER BUSCH COS INC COM 03522910 1273 25470 SH SHARED 06 18650 6820 D ANHEUSER BUSCH COS INC COM 03522910 17777 355625 SH SHARED 10 353625 2000 D ANHEUSER BUSCH COS INC COM 03522910 19 400 SH SHR/OTHR 10 400 D ANHEUSER BUSCH COS INC COM 03522910 996 19934 SH SHARED 14 19934 D ANHEUSER BUSCH COS INC COM 03522910 1499 30000 SH SHARED 15 30000 D ANHEUSER BUSCH COS INC COM 03522910 39 800 SH SHARED 19 800 D ANHEUSER BUSCH COS INC COM 03522910 5948 118994 SH SHARED 20 14800 104194 D ANHEUSER BUSCH COS INC COM 03522910 1899 38000 SH SHR/OTHR 20 38000 D ANHEUSER BUSCH COS INC COM 03522910 14 300 SH SHARED 21 300 D ANHEUSER BUSCH COS INC COM 03522910 1550 31015 SH SHARED 23 31015 D ANHEUSER BUSCH COS INC COM 03522910 2901 58042 SH SHR/OTHR 23 58042 D ANIMAL HEALTH INTL INC COM 03525N10 7 633 SH SHARED 633 D ANIKA THERAPEUTICS INC COM 03525510 5 261 SH SHARED 261 D ANIKA THERAPEUTICS INC COM 03525510 31 1500 SH SHARED 02 1500 D ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ 1113 800000 PRN SHARED 02 800000 D ANIXTER INTL INC COM 03529010 696 8446 SH SHARED 8446 D ANIXTER INTL INC COM 03529010 1238 15025 SH SHARED 01 14900 125 D ANIXTER INTL INC COM 03529010 906 11000 SH SHR/OTHR 01 11000 D ANIXTER INTL INC COM 03529010 4 56 SH SHARED 02 56 D ANIXTER INTL INC COM 03529010 46213 560500 SH SHARED 10 560500 D ANNALY CAP MGMT INC COM 03571040 8653 543190 SH SHARED 543190 D ANNALY CAP MGMT INC COM 03571040 568 35670 SH SHARED 01 35670 D ANNALY CAP MGMT INC COM 03571040 127 8000 SH SHR/OTHR 01 8000 D ANNALY CAP MGMT INC COM 03571040 2016 126579 SH SHARED 02 126579 D ANNALY CAP MGMT INC COM 03571040 213 13400 SH SHARED 10 13400 D ANNALY CAP MGMT INC COM 03571040 120 7540 SH SHARED 21 7540 D ANNALY CAP MGMT INC COM 03571040 23 1500 SH SHR/OTHR 23 1500 D ANNAPOLIS BANCORP INC COM 03584810 0 59 SH SHARED 59 D ANNTAYLOR STORES CORP COM 03611510 54333 1715618 SH SHARED 1715618 D ANNTAYLOR STORES CORP COM 03611510 877 27700 SH SHARED 01 6300 21400 D ANNTAYLOR STORES CORP COM 03611510 264 8364 SH SHARED 02 8364 D ANNTAYLOR STORES CORP COM 03611510 424 13400 SH SHARED 10 13400 D ANOORAQ RES CORP COM 03633E10 48 15670 SH SHARED 15670 D ANSOFT CORP COM 03638410 568 17239 SH SHARED 17239 D ANSOFT CORP COM 03638410 0 26 SH SHARED 02 26 D ANSYS INC COM 03662Q10 351 10293 SH SHARED 10293 D ANSYS INC COM 03662Q10 108 3170 SH SHARED 01 3170 D ANSYS INC COM 03662Q10 7 220 SH SHARED 02 220 D ANSYS INC COM 03662Q10 7021 205500 SH SHARED 10 205500 D ANSYS INC COM 03662Q10 39 1162 SH SHARED 21 1162 D ANSWERS CORP COM 03662X10 1 201 SH SHARED 201 D ANTARES PHARMA INC COM 03664210 2 1436 SH SHARED 1436 D ANSWERTHINK INC COM 03691610 22 6757 SH SHARED 6757 D ANTHRACITE CAP INC COM 03702310 45 4989 SH SHARED 4989 D ANTHRACITE CAP INC COM 03702310 11 1300 SH SHARED 01 1300 D ANTHRACITE CAP INC COM 03702310 1322 145300 SH SHARED 10 145300 D ANTIGENICS INC DEL NOTE 5.250% 2/0 037032AC 906 1263000 PRN SHARED 1263000 D ANTIGENICS INC DEL COM 03703210 1 727 SH SHARED 727 D ANWORTH MORTGAGE ASSET CP COM 03734710 214 39879 SH SHARED 39879 D ANWORTH MORTGAGE ASSET CP COM 03734710 117 21855 SH SHARED 01 21855 D ANWORTH MORTGAGE ASSET CP COM 03734710 177 32950 SH SHARED 02 32950 D ANWORTH MORTGAGE ASSET CP COM 03734710 1176 218200 SH SHARED 10 218200 D AON CORP DBCV 3.500%11/1 037389AT 11646 5586000 PRN SHARED 02 5586000 D AON CORP COM 03738910 15528 346549 SH SHARED 346549 D AON CORP COM 03738910 1277 28500 SH SHARED 01 28500 D AON CORP COM 03738910 480 10728 SH SHARED 02 10728 D AON CORP COM 03738910 4 100 SH SHARED 05 100 D AON CORP COM 03738910 384 8580 SH SHARED 06 6050 2530 D AON CORP COM 03738910 9762 217866 SH SHARED 10 217866 D AON CORP COM 03738910 112 2500 SH SHARED 21 2500 D AON CORP COM 03738910 3 68 SH SHARED 23 68 D APACHE CORP COM 03741110 1287 14291 SH SHARED 14291 D APACHE CORP COM 03741110 148946 1653858 SH SHARED 1651578 2280 D APACHE CORP COM 03741110 22997 255360 SH SHARED 01 212720 42640 D APACHE CORP COM 03741110 766 8516 SH SHR/OTHR 01 8516 D APACHE CORP COM 03741110 18775 208474 SH SHARED 02 208474 D APACHE CORP COM 03741110 56737 630000 SH SHARED 04 630000 D APACHE CORP COM 03741110 15 170 SH SHARED 05 170 D APACHE CORP COM 03741110 976 10840 SH SHARED 06 7520 3320 D APACHE CORP COM 03741110 368809 4095151 SH SHARED 10 4023811 71340 D APACHE CORP COM 03741110 42 470 SH SHARED 19 470 D APACHE CORP COM 03741110 1635 18165 SH SHARED 20 4665 13500 D APACHE CORP COM 03741110 538 5980 SH SHARED 21 5980 D APACHE CORP COM 03741110 126 1400 SH SHR/OTHR 21 1400 D APACHE CORP COM 03741110 450 5000 SH SHARED 22 2500 2500 D APACHE CORP COM 03741110 112 1250 SH SHR/OTHR 22 1250 D APACHE CORP COM 03741110 1696 18840 SH SHARED 23 18640 200 D APACHE CORP COM 03741110 2857 31730 SH SHR/OTHR 23 31730 D APACHE CORP COM 03741110 1182 13130 SH SHARED 24 13130 D APARTMENT INVT & MGMT CO CL A 03748R10 1340 29700 SH SHARED 29700 D APARTMENT INVT & MGMT CO CL A 03748R10 11297 250338 SH SHARED 250338 D APARTMENT INVT & MGMT CO CL A 03748R10 672 14900 SH SHARED 01 14900 D APARTMENT INVT & MGMT CO CL A 03748R10 112 2497 SH SHARED 02 2497 D APARTMENT INVT & MGMT CO CL A 03748R10 1692 37500 SH SHARED 04 37500 D APARTMENT INVT & MGMT CO CL A 03748R10 4194 92948 SH SHARED 10 83148 9800 D APARTMENT INVT & MGMT CO CL A 03748R10 356938 7909114 SH SHARED 11 3377908 4531206 D APARTMENT INVT & MGMT CO CL A 03748R10 66 1481 SH SHARED 14 1481 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 6 64 SH SHARED 64 D APEX BIOVENTURES ACQ CORP COM 03753Q10 7301 1016854 SH SHARED 1016854 D APEX BIOVENTURES ACQ CORP *W EXP 06/07/201 03753Q11 132 203514 SH SHARED 203514 D APOGEE ENTERPRISES INC COM 03759810 54 2100 SH SHARED 2100 D APOGEE ENTERPRISES INC COM 03759810 101 3902 SH SHARED 3902 D APOGEE ENTERPRISES INC COM 03759810 111 4300 SH SHARED 01 1600 2700 D APOGEE ENTERPRISES INC COM 03759810 272 10487 SH SHARED 02 10487 D APOGEE ENTERPRISES INC COM 03759810 259 10000 SH SHARED 04 10000 D APOGEE ENTERPRISES INC COM 03759810 378 14600 SH SHARED 10 14600 D APOGEE TECHNOLOGY INC COM 03760F10 0 202 SH SHARED 202 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1119 1254000 PRN SHARED 1254000 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1786 2000000 PRN SHARED 02 2000000 D APOLLO GROUP INC CL A 03760410 12988 215931 SH SHARED 215931 D APOLLO GROUP INC CL A 03760410 1150 19134 SH SHARED 01 19034 100 D APOLLO GROUP INC CL A 03760410 6215 103338 SH SHARED 02 103338 D APOLLO GROUP INC CL A 03760410 902 15000 SH SHARED 04 15000 D APOLLO GROUP INC CL A 03760410 6 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 285 4750 SH SHARED 06 3400 1350 D APOLLO GROUP INC CL A 03760410 5193 86337 SH SHARED 10 86337 D APOLLO GROUP INC CL A 03760410 78 1313 SH SHARED 14 1313 D APOLLO GROUP INC CL A 03760410 196 3275 SH SHARED 21 3275 D APOLLO INVT CORP COM 03761U10 1664 80019 SH SHARED 80019 D APOLLO INVT CORP COM 03761U10 129 6226 SH SHARED 01 6226 D APOLLO INVT CORP COM 03761U10 57 2765 SH SHARED 02 2765 D APOLLO INVT CORP COM 03761U10 43100 2072125 SH SHARED 10 2072125 D APOLLO INVT CORP COM 03761U10 164 7890 SH SHARED 20 7890 D APPALACHIAN BANCSHARES INC COM 03767510 1 123 SH SHARED 123 D APPLE INC COM 03783310 144 940 SH SHARED 40 900 D APPLE INC COM 03783310 274647 1789586 SH SHARED 1764186 25400 D APPLE INC COM 03783310 45666 297559 SH SHARED 01 200104 97455 D APPLE INC COM 03783310 2341 15257 SH SHR/OTHR 01 15257 D APPLE INC COM 03783310 295133 1923072 SH SHARED 02 1923072 D APPLE INC COM 03783310 230 1500 SH SHARED 04 1500 D APPLE INC COM 03783310 28545 186000 SH SHARED 04 186000 D APPLE INC COM 03783310 20004 130350 SH SHARED 05 130350 D APPLE INC COM 03783310 6353 41400 SH SHARED 06 33450 7950 D APPLE INC COM 03783310 321778 2096687 SH SHARED 10 2043803 52884 D APPLE INC COM 03783310 1688 11001 SH SHARED 14 11001 D APPLE INC COM 03783310 3836 25000 SH SHARED 15 25000 D APPLE INC COM 03783310 4675 30465 SH SHARED 20 22770 7695 D APPLE INC COM 03783310 814 5305 SH SHR/OTHR 20 5305 D APPLE INC COM 03783310 474 3093 SH SHARED 21 1824 1269 D APPLE INC COM 03783310 452 2950 SH SHR/OTHR 21 2950 D APPLE INC COM 03783310 1675 10920 SH SHARED 22 9410 1510 D APPLE INC COM 03783310 307 2006 SH SHR/OTHR 22 2006 D APPLE INC COM 03783310 4723 30778 SH SHARED 23 28453 2325 D APPLE INC COM 03783310 4274 27850 SH SHR/OTHR 23 27850 D APPLE INC COM 03783310 184 1200 SH SHARED 24 1200 D APPLEBEES INTL INC COM 03789910 2998 120530 SH SHARED 120530 D APPLEBEES INTL INC COM 03789910 627 25207 SH SHARED 01 3907 21300 D APPLEBEES INTL INC COM 03789910 158 6369 SH SHARED 02 6369 D APPLEBEES INTL INC COM 03789910 114 4600 SH SHARED 10 4600 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 10178 9959000 PRN SHARED 02 9959000 D APRIA HEALTHCARE GROUP INC COM 03793310 1954 75142 SH SHARED 75142 D APRIA HEALTHCARE GROUP INC COM 03793310 1716 65995 SH SHARED 01 49495 16500 D APRIA HEALTHCARE GROUP INC COM 03793310 1040 40000 SH SHR/OTHR 01 40000 D APRIA HEALTHCARE GROUP INC COM 03793310 55 2133 SH SHARED 02 2133 D APRIA HEALTHCARE GROUP INC COM 03793310 8635 332000 SH SHARED 10 332000 D APPLERA CORP COM AP BIO GRP 03802010 9759 281743 SH SHARED 281743 D APPLERA CORP COM AP BIO GRP 03802010 833 24065 SH SHARED 01 24065 D APPLERA CORP COM AP BIO GRP 03802010 1283 37042 SH SHARED 02 37042 D APPLERA CORP COM AP BIO GRP 03802010 272 7870 SH SHARED 06 5500 2370 D APPLERA CORP COM AP BIO GRP 03802010 3033 87564 SH SHARED 10 87564 D APPLERA CORP COM AP BIO GRP 03802010 159 4600 SH SHARED 14 4600 D APPLERA CORP COM CELERA GRP 03802020 228 16243 SH SHARED 16243 D APPLERA CORP COM CELERA GRP 03802020 190 13529 SH SHARED 01 4475 9054 D APPLERA CORP COM CELERA GRP 03802020 150 10693 SH SHARED 02 133 10560 D APPLERA CORP COM CELERA GRP 03802020 3844 273400 SH SHARED 10 273400 D APPLIANCE RECYCLING CTRS AME COM NEW 03814F20 0 82 SH SHARED 82 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 1 1802 SH SHARED 1802 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 354 11508 SH SHARED 11508 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 200 6500 SH SHARED 01 6500 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 2 65 SH SHARED 02 65 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 584 18950 SH SHARED 10 18950 D APPLIED MICRO CIRCUITS CORP COM 03822W10 218 69072 SH SHARED 69072 D APPLIED MICRO CIRCUITS CORP COM 03822W10 283 89700 SH SHARED 10 89700 D APPLIED MATLS INC COM 03822210 38 1850 SH SHARED 850 1000 D APPLIED MATLS INC COM 03822210 117027 5653499 SH SHARED 5625099 28400 D APPLIED MATLS INC COM 03822210 11629 561826 SH SHARED 01 492411 69415 D APPLIED MATLS INC COM 03822210 1161 56132 SH SHR/OTHR 01 56132 D APPLIED MATLS INC COM 03822210 8263 399205 SH SHARED 02 399205 D APPLIED MATLS INC COM 03822210 11178 540031 SH SHARED 04 540031 D APPLIED MATLS INC COM 03822210 10362 500620 SH SHARED 05 500620 D APPLIED MATLS INC COM 03822210 1626 78595 SH SHARED 06 61000 17595 D APPLIED MATLS INC COM 03822210 38994 1883785 SH SHARED 10 1881625 2160 D APPLIED MATLS INC COM 03822210 1059 51173 SH SHARED 14 51173 D APPLIED MATLS INC COM 03822210 4761 230000 SH SHARED 15 230000 D APPLIED MATLS INC COM 03822210 100 4850 SH SHARED 19 4850 D APPLIED MATLS INC COM 03822210 2770 133851 SH SHARED 20 24065 109786 D APPLIED MATLS INC COM 03822210 654 31600 SH SHR/OTHR 20 31600 D APPLIED MATLS INC COM 03822210 458 22128 SH SHARED 21 22128 D APPLIED MATLS INC COM 03822210 268 12980 SH SHARED 22 7700 5280 D APPLIED MATLS INC COM 03822210 2182 105428 SH SHARED 23 103428 2000 D APPLIED MATLS INC COM 03822210 796 38455 SH SHR/OTHR 23 38455 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 78 5831 SH SHARED 5831 D APPLIX INC COM 03831610 166 9357 SH SHARED 9357 D APPLIX INC COM 03831610 24 1380 SH SHARED 02 1380 D APTIMUS INC COM 03833V10 0 132 SH SHARED 132 D APTARGROUP INC COM 03833610 118 3118 SH SHARED 3118 D APTARGROUP INC COM 03833610 662 17500 SH SHARED 01 17500 D APTARGROUP INC COM 03833610 42 1120 SH SHARED 02 110 1010 D APTARGROUP INC COM 03833610 764 20200 SH SHARED 10 20200 D AQUA AMERICA INC COM 03836W10 36415 1605609 SH SHARED 1604209 1400 D AQUA AMERICA INC COM 03836W10 926 40856 SH SHARED 01 690 40166 D AQUA AMERICA INC COM 03836W10 1112 49070 SH SHARED 02 49070 D AQUA AMERICA INC COM 03836W10 11340 500000 SH SHARED 04 500000 D AQUA AMERICA INC COM 03836W10 18144 800000 SH SHARED 05 800000 D AQUA AMERICA INC COM 03836W10 86 3800 SH SHARED 06 3000 800 D AQUA AMERICA INC COM 03836W10 1847 81455 SH SHARED 10 81455 D AQUA AMERICA INC COM 03836W10 151 6666 SH SHARED 22 6666 D AQUA AMERICA INC COM 03836W10 11 500 SH SHARED 23 500 D AQUILA INC COM 03840P10 9337 2328494 SH SHARED 2328494 D AQUILA INC COM 03840P10 470 117420 SH SHARED 01 6020 111400 D AQUILA INC COM 03840P10 73 18299 SH SHARED 02 18299 D AQUILA INC COM 03840P10 558 139200 SH SHARED 10 139200 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 3733 50731 SH SHARED 50731 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 8721 118512 SH SHARED 01 118512 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 3971 53973 SH SHARED 02 53973 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 9596 130400 SH SHARED 04 130400 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 11170 151800 SH SHARED 10 151800 D ARBINET THEXCHANGE INC COM 03875P10 3529 588277 SH SHARED 588277 D ARBITRON INC COM 03875Q10 260 5743 SH SHARED 5743 D ARBITRON INC COM 03875Q10 40 889 SH SHARED 01 889 D ARBITRON INC COM 03875Q10 5 131 SH SHARED 02 131 D ARBITRON INC COM 03875Q10 249 5500 SH SHARED 10 5500 D ARBOR RLTY TR INC COM 03892310 524 27751 SH SHARED 27751 D ARBOR RLTY TR INC COM 03892310 0 14 SH SHARED 02 14 D ARCADIA RES INC COM 03920910 1 2120 SH SHARED 2120 D ARCELOR MITTAL NY REGISTRY SH 03937E10 1803 23015 SH SHARED 23015 D ARCELOR MITTAL NY REGISTRY SH 03937E10 2 35 SH SHARED 01 35 D ARCH CHEMICALS INC COM 03937R10 6675 142389 SH SHARED 142389 D ARCH CHEMICALS INC COM 03937R10 70 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 14 311 SH SHARED 02 311 D ARCH CHEMICALS INC COM 03937R10 1176 25100 SH SHARED 10 25100 D ARCH COAL INC COM 03938010 1 50 SH SHARED 50 D ARCH COAL INC COM 03938010 8169 242144 SH SHARED 242144 D ARCH COAL INC COM 03938010 1504 44600 SH SHARED 01 1300 43300 D ARCH COAL INC COM 03938010 243 7219 SH SHARED 02 7219 D ARCH COAL INC COM 03938010 128 3800 SH SHARED 06 3100 700 D ARCH COAL INC COM 03938010 394 11700 SH SHARED 10 11700 D ARCHER DANIELS MIDLAND CO COM 03948310 38 117398 PRN SHARED 83905 33493 D ARCHER DANIELS MIDLAND CO COM 03948310 2550 7730299 PRN SHARED 7721279 9020 D ARCHER DANIELS MIDLAND CO COM 03948310 258 783203 PRN SHARED 01 472983 310220 D ARCHER DANIELS MIDLAND CO COM 03948310 3 9106 PRN SHR/OTHR 01 9106 D ARCHER DANIELS MIDLAND CO COM 03948310 53 163275 PRN SHARED 02 163275 D ARCHER DANIELS MIDLAND CO COM 03948310 1529 4634000 PRN SHARED 04 4634000 D ARCHER DANIELS MIDLAND CO COM 03948310 145 439630 PRN SHARED 06 158000 281630 D ARCHER DANIELS MIDLAND CO COM 03948310 932 2826745 PRN SHARED 10 2826745 D ARCHER DANIELS MIDLAND CO COM 03948310 9 28828 PRN SHARED 14 24000 4828 D ARCHER DANIELS MIDLAND CO COM 03948310 68 207130 PRN SHARED 19 207130 D ARCHER DANIELS MIDLAND CO COM 03948310 2 7358 PRN SHR/OTHR 23 7358 D ARCHER DANIELS MIDLAND CO COM 03948310 9 28500 PRN SHARED 24 28500 D ARCHSTONE SMITH TR COM 03958310 673 11200 SH SHARED 11200 D ARCHSTONE SMITH TR COM 03958310 240480 3998680 SH SHARED 3998680 D ARCHSTONE SMITH TR COM 03958310 1350 22457 SH SHARED 01 22457 D ARCHSTONE SMITH TR COM 03958310 11024 183318 SH SHARED 02 183318 D ARCHSTONE SMITH TR COM 03958310 20922 347894 SH SHARED 10 347894 D ARCHSTONE SMITH TR COM 03958310 201810 3355678 SH SHARED 11 1846457 1509221 D ARCHSTONE SMITH TR COM 03958310 75 1250 SH SHR/OTHR 20 1250 D ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC 15630 15000000 PRN SHARED 15000000 D ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC 2777 2666000 PRN SHARED 02 2666000 D ARCTIC CAT INC COM 03967010 1085 66322 SH SHARED 66322 D ARCTIC CAT INC COM 03967010 31 1900 SH SHARED 01 1900 D ARDEN GROUP INC CL A 03976210 18 133 SH SHARED 133 D ARENA PHARMACEUTICALS INC COM 04004710 756 69094 SH SHARED 69094 D ARENA PHARMACEUTICALS INC COM 04004710 1 98 SH SHARED 02 98 D ARENA PHARMACEUTICALS INC COM 04004710 4471 408399 SH SHARED 04 408399 D ARENA PHARMACEUTICALS INC COM 04004710 197 18000 SH SHARED 10 18000 D ARENA RESOURCES INC COM 04004910 2455 37485 SH SHARED 37485 D ARENA RESOURCES INC COM 04004910 5 85 SH SHARED 02 85 D ARENA RESOURCES INC COM 04004910 12241 186900 SH SHARED 10 186900 D ARENA RESOURCES INC COM 04004910 104 1600 SH SHARED 21 1600 D ARGAN INC COM 04010E10 1 114 SH SHARED 114 D ARGAN INC COM 04010E10 77 7729 SH SHARED 01 7729 D ARES CAP CORP COM 04010L10 24513 1506645 SH SHARED 1506645 D ARES CAP CORP COM 04010L10 379 23300 SH SHARED 10 23300 D ARGON ST INC COM 04014910 13 687 SH SHARED 687 D ARGON ST INC COM 04014910 214 10852 SH SHARED 02 10852 D ARGON ST INC COM 04014910 4524 228500 SH SHARED 10 228500 D ARIAD PHARMACEUTICALS INC COM 04033A10 19 4136 SH SHARED 4136 D ARIAD PHARMACEUTICALS INC COM 04033A10 87 19000 SH SHARED 10 19000 D ARIBA INC COM NEW 04033V20 1399 129779 SH SHARED 129779 D ARIBA INC COM NEW 04033V20 59 5550 SH SHARED 01 5550 D ARIBA INC COM NEW 04033V20 25 2380 SH SHARED 02 2380 D ARIBA INC COM NEW 04033V20 441 41000 SH SHARED 04 41000 D ARIBA INC COM NEW 04033V20 197 18300 SH SHARED 10 18300 D ARISTOTLE CORP COM NEW 04044820 0 28 SH SHARED 28 D ARIZONA LD INCOME CORP CL A 04051510 0 39 SH SHARED 39 D ARK RESTAURANTS CORP COM 04071210 1 44 SH SHARED 44 D ARKANSAS BEST CORP DEL COM 04079010 36258 1110178 SH SHARED 1110178 D ARKANSAS BEST CORP DEL COM 04079010 548 16800 SH SHARED 01 16800 D ARKANSAS BEST CORP DEL COM 04079010 326 10000 SH SHARED 10 10000 D ARKANSAS BEST CORP DEL COM 04079010 27 851 SH SHARED 21 851 D ARM HLDGS PLC SPONSORED ADR 04206810 1424 151400 SH SHARED 151400 D ARM HLDGS PLC SPONSORED ADR 04206810 1 176 SH SHARED 02 176 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 28 704 SH SHARED 704 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 14559 358704 SH SHARED 02 358704 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 332 8200 SH SHARED 10 8200 D AROTECH CORP COM NEW 04268220 1 330 SH SHARED 330 D ARQULE INC COM 04269E10 314 44126 SH SHARED 44126 D ARRIS GROUP INC COM 04269Q10 947 76751 SH SHARED 76751 D ARRIS GROUP INC COM 04269Q10 643 52145 SH SHARED 01 52145 D ARRIS GROUP INC COM 04269Q10 6 550 SH SHARED 02 550 D ARRIS GROUP INC COM 04269Q10 21805 1765621 SH SHARED 10 1765621 D ARRIS GROUP INC COM 04269Q10 46 3756 SH SHARED 21 3756 D ARRAY BIOPHARMA INC COM 04269X10 23 2125 SH SHARED 2125 D ARRAY BIOPHARMA INC COM 04269X10 110 9865 SH SHARED 02 75 9790 D ARRAY BIOPHARMA INC COM 04269X10 2848 253684 SH SHARED 04 253684 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 0 60 SH SHARED 60 D ARROW ELECTRS INC COM 04273510 3525 82920 SH SHARED 82920 D ARROW ELECTRS INC COM 04273510 2304 54200 SH SHARED 01 17500 36700 D ARROW ELECTRS INC COM 04273510 282 6647 SH SHARED 02 6647 D ARROW ELECTRS INC COM 04273510 159 3750 SH SHARED 06 3050 700 D ARROW ELECTRS INC COM 04273510 13489 317250 SH SHARED 10 256750 60500 D ARROW ELECTRS INC COM 04273510 356 8392 SH SHARED 14 8392 D ARROW FINL CORP COM 04274410 5 239 SH SHARED 239 D ARROW FINL CORP COM 04274410 13 600 SH SHARED 02 600 D ARROW INTL INC COM 04276410 15498 340711 SH SHARED 340711 D ARROW INTL INC COM 04276410 12 265 SH SHARED 02 265 D ARROW INTL INC COM 04276410 31 700 SH SHARED 10 700 D ARROWHEAD RESH CORP COM 04279710 149 29661 SH SHARED 29661 D ARROWHEAD RESH CORP COM 04279710 0 54 SH SHARED 02 54 D ART TECHNOLOGY GROUP INC COM 04289L10 18 6280 SH SHARED 6280 D ART TECHNOLOGY GROUP INC COM 04289L10 25 8410 SH SHARED 02 8410 D ARTES MEDICAL INC COM 04301Q10 1 398 SH SHARED 398 D ARTESIAN RESOURCES CORP CL A 04311320 3 168 SH SHARED 168 D ARTHROCARE CORP COM 04313610 406 7275 SH SHARED 7275 D ARTHROCARE CORP COM 04313610 59 1070 SH SHARED 02 1070 D ARTHROCARE CORP COM 04313610 4717 84400 SH SHARED 10 84400 D ARTS WAY MFG INC COM 04316810 49 2431 SH SHARED 2431 D ARUBA NETWORKS INC COM 04317610 133 6682 SH SHARED 6682 D ARUBA NETWORKS INC COM 04317610 800 40000 SH SHARED 04 40000 D ARVINMERITOR INC COM 04335310 39980 2376967 SH SHARED 2376967 D ARVINMERITOR INC COM 04335310 968 57600 SH SHARED 01 37100 20500 D ARVINMERITOR INC COM 04335310 59 3520 SH SHARED 02 3520 D ARVINMERITOR INC COM 04335310 432 25692 SH SHARED 10 25692 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 7311 369078 SH SHARED 369078 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 72 3654 SH SHARED 02 3654 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 140 7100 SH SHARED 10 7100 D ASCENDIA BRANDS INC COM 04350910 0 505 SH SHARED 505 D ASCENT SOLAR TECHNOLOGIES IN COM 04363510 173 10142 SH SHARED 10142 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 56 5612 SH SHARED 5612 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 148 14795 SH SHARED 01 14795 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 63 6338 SH SHARED 02 6338 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 16104 1602400 SH SHARED 10 1602400 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 52197 5193750 SH SHARED 11 5193750 D ASHLAND INC NEW COM 04420910 14338 238143 SH SHARED 238143 D ASHLAND INC NEW COM 04420910 5119 85020 SH SHARED 01 82705 2315 D ASHLAND INC NEW COM 04420910 191 3188 SH SHARED 02 3188 D ASHLAND INC NEW COM 04420910 38 638 SH SHARED 04 638 D ASHLAND INC NEW COM 04420910 102 1710 SH SHARED 04 1710 D ASHLAND INC NEW COM 04420910 6139 101964 SH SHARED 10 101964 D ASHLAND INC NEW COM 04420910 300 4988 SH SHARED 14 4988 D ASHLAND INC NEW COM 04420910 21 350 SH SHARED 20 350 D ASHLAND INC NEW COM 04420910 15 255 SH SHR/OTHR 21 255 D ASHLAND INC NEW COM 04420910 9 150 SH SHARED 22 150 D ASIA PAC FD INC COM 04490110 69 2150 SH SHARED 2150 D ASIA PAC FD INC COM 04490110 2 85 SH SHARED 85 D ASIA PAC FD INC COM 04490110 486 15000 SH SHR/OTHR 23 15000 D ASHWORTH INC COM 04516H10 821 133583 SH SHARED 133583 D ASIAINFO HLDGS INC COM 04518A10 335 37024 SH SHARED 37024 D ASIAINFO HLDGS INC COM 04518A10 25 2860 SH SHARED 02 2860 D ASPECT MED SYS INC COM 04523510 7 521 SH SHARED 521 D ASPECT MED SYS INC COM 04523510 15 1130 SH SHARED 02 1130 D ASPEN TECHNOLOGY INC COM 04532710 412 28823 SH SHARED 28823 D ASPEN TECHNOLOGY INC COM 04532710 327 22870 SH SHARED 01 22870 D ASPEN TECHNOLOGY INC COM 04532710 3 220 SH SHARED 02 220 D ASPEN TECHNOLOGY INC COM 04532710 2451 171200 SH SHARED 10 171200 D ASPENBIO PHARMA INC COM 04534610 3348 346985 SH SHARED 346985 D ASPREVA PHARMACEUTICALS CORP COM 04538T10 102 5000 SH SHARED 5000 D ASPREVA PHARMACEUTICALS CORP COM 04538T10 1200 58498 SH SHARED 58498 D ASPYRA INC COM 04538V10 0 148 SH SHARED 148 D ASSET ACCEP CAP CORP COM 04543P10 1162 100197 SH SHARED 100197 D ASSET ACCEP CAP CORP COM 04543P10 115 9969 SH SHARED 02 9969 D ASSET ACCEP CAP CORP COM 04543P10 16 1400 SH SHARED 10 1400 D ASSET ACCEP CAP CORP COM 04543P10 13 1200 SH SHARED 21 1200 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 7978 872869 SH SHARED 872869 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 0 101 SH SHARED 02 101 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 134 14700 SH SHARED 10 14700 D ASSOCIATED BANC CORP COM 04548710 3478 117391 SH SHARED 117391 D ASSOCIATED BANC CORP COM 04548710 1116 37682 SH SHARED 01 2085 35597 D ASSOCIATED BANC CORP COM 04548710 210 7115 SH SHARED 02 7115 D ASSOCIATED BANC CORP COM 04548710 112 3810 SH SHARED 06 2700 1110 D ASSOCIATED BANC CORP COM 04548710 183 6200 SH SHARED 10 6200 D ASSOCIATED ESTATES RLTY CORP COM 04560410 42 3221 SH SHARED 3221 D ASSOCIATED ESTATES RLTY CORP COM 04560410 0 16 SH SHARED 02 16 D ASSURANT INC COM 04621X10 5501 102840 SH SHARED 102840 D ASSURANT INC COM 04621X10 4296 80300 SH SHARED 01 80300 D ASSURANT INC COM 04621X10 534 9992 SH SHARED 02 9992 D ASSURANT INC COM 04621X10 5756 107600 SH SHARED 10 107600 D ASTEA INTL INC COM NEW 04622E20 0 57 SH SHARED 57 D ASTEA INTL INC COM NEW 04622E20 0 150 SH SHARED 02 150 D ASTA FDG INC COM 04622010 96 2506 SH SHARED 2506 D ASTA FDG INC COM 04622010 182 4762 SH SHARED 02 4762 D ASTA FDG INC COM 04622010 21003 548100 SH SHARED 10 548100 D ASTA FDG INC COM 04622010 54 1428 SH SHARED 21 1428 D ASTEC INDS INC COM 04622410 327 5707 SH SHARED 5707 D ASTEC INDS INC COM 04622410 287 5000 SH SHARED 01 5000 D ASTEC INDS INC COM 04622410 1 29 SH SHARED 02 29 D ASTEC INDS INC COM 04622410 18576 323343 SH SHARED 10 323343 D ASTORIA FINL CORP COM 04626510 2615 98584 SH SHARED 98584 D ASTORIA FINL CORP COM 04626510 1673 63075 SH SHARED 01 1625 61450 D ASTORIA FINL CORP COM 04626510 159 6012 SH SHARED 02 6012 D ASTORIA FINL CORP COM 04626510 177 6700 SH SHARED 10 6700 D ASTRAZENECA PLC SPONSORED ADR 04635310 327410 6539052 SH SHARED 6539052 D ASTRAZENECA PLC SPONSORED ADR 04635310 20 400 SH SHARED 01 400 D ASTRAZENECA PLC SPONSORED ADR 04635310 595 11884 SH SHARED 02 11884 D ASTRO-MED INC NEW COM 04638F10 1 126 SH SHARED 126 D ASTRONICS CORP COM 04643310 335 7700 SH SHARED 7700 D ASTRONICS CORP COM 04643310 74 1700 SH SHARED 02 1700 D ASYST TECHNOLOGY CORP COM 04648X10 11 2199 SH SHARED 2199 D ASYST TECHNOLOGY CORP COM 04648X10 53 10100 SH SHARED 01 10100 D ASYST TECHNOLOGY CORP COM 04648X10 1212 229200 SH SHARED 10 229200 D ATARI INC COM NEW 04651M20 1454 568134 SH SHARED 568134 D ATHEROS COMMUNICATIONS INC COM 04743P10 1736 57944 SH SHARED 57944 D ATHEROS COMMUNICATIONS INC COM 04743P10 224 7490 SH SHARED 01 7240 250 D ATHEROS COMMUNICATIONS INC COM 04743P10 11 392 SH SHARED 02 392 D ATHEROS COMMUNICATIONS INC COM 04743P10 12805 427288 SH SHARED 10 427288 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 3002 9500000 PRN SHARED 02 9500000 D ATHEROGENICS INC COM 04743910 696 419606 SH SHARED 419606 D ATLANTIC AMERN CORP COM 04820910 0 163 SH SHARED 163 D ATLANTIC COAST FED CORP COM 04842510 2 192 SH SHARED 192 D ATLANTIC SOUTHERN FINL GRP I COM 04887710 2 101 SH SHARED 101 D ATLANTIC TELE NETWORK INC COM NEW 04907920 260 7169 SH SHARED 7169 D ATLANTIC TELE NETWORK INC COM NEW 04907920 47 1300 SH SHARED 01 1300 D ATLANTIC TELE NETWORK INC COM NEW 04907920 0 16 SH SHARED 02 16 D ATLANTIC TELE NETWORK INC COM NEW 04907920 9975 274425 SH SHARED 10 274425 D ATLANTIS PLASTICS INC COM 04915610 0 105 SH SHARED 105 D 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1215 D AUTOZONE INC COM 05333210 1938 16694 SH SHARED 02 16694 D AUTOZONE INC COM 05333210 248 2140 SH SHARED 06 1750 390 D AUTOZONE INC COM 05333210 63947 550605 SH SHARED 10 546175 4430 D AUTOZONE INC COM 05333210 81 700 SH SHARED 14 700 D AUTOZONE INC COM 05333210 40 350 SH SHARED 20 200 150 D AUTOZONE INC COM 05333210 15 135 SH SHR/OTHR 21 135 D AUTOZONE INC COM 05333210 11 100 SH SHARED 22 100 D AUTOZONE INC COM 05333210 17 150 SH SHR/OTHR 23 150 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 32 1557 SH SHARED 1557 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 0 42 SH SHARED 02 42 D AVALON HLDGS CORP CL A 05343P10 0 67 SH SHARED 67 D AVALON PHARMACEUTICALS INC COM 05346P10 2 390 SH SHARED 390 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 4 2021 SH SHARED 2021 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 0 400 SH SHARED 02 400 D AVANEX CORP COM 05348W10 245 149633 SH SHARED 149633 D AVANEX CORP COM 05348W10 24 14800 SH SHARED 01 14800 D AVALONBAY CMNTYS INC COM 05348410 2266 19200 SH SHARED 19200 D AVALONBAY CMNTYS INC COM 05348410 13601 115211 SH SHARED 115211 D AVALONBAY CMNTYS INC COM 05348410 247 2100 SH SHARED 01 1700 400 D AVALONBAY CMNTYS INC COM 05348410 3154 26720 SH SHARED 02 26720 D AVALONBAY CMNTYS INC COM 05348410 3777 32000 SH SHARED 04 32000 D AVALONBAY CMNTYS INC COM 05348410 12242 103700 SH SHARED 10 96900 6800 D AVALONBAY CMNTYS INC COM 05348410 518783 4394235 SH SHARED 11 2487008 1907227 D AVALONBAY CMNTYS INC COM 05348410 94 800 SH SHR/OTHR 23 800 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 1 1896 SH SHARED 1896 D AVATAR HLDGS INC COM 05349410 7 152 SH SHARED 152 D AVATAR HLDGS INC COM 05349410 0 9 SH SHARED 02 9 D AVATAR HLDGS INC COM 05349410 149 3000 SH SHARED 10 3000 D AVAYA INC COM 05349910 0 7 SH SHARED 7 D AVAYA INC COM 05349910 21365 1259754 SH SHARED 1259754 D AVAYA INC COM 05349910 895 52798 SH SHARED 01 52765 33 D AVAYA INC COM 05349910 12 724 SH SHR/OTHR 01 724 D AVAYA INC COM 05349910 6989 412107 SH SHARED 02 412107 D AVAYA INC COM 05349910 236 13920 SH SHARED 06 9700 4220 D AVAYA INC COM 05349910 2943 173547 SH SHARED 10 173547 D AVAYA INC COM 05349910 47 2792 SH SHARED 14 2792 D AVENTINE RENEWABLE ENERGY COM 05356X40 13013 1231127 SH SHARED 1231127 D AVENTINE RENEWABLE ENERGY COM 05356X40 1673 158298 SH SHARED 01 158298 D AVENTINE RENEWABLE ENERGY COM 05356X40 0 53 SH SHARED 02 53 D AVENTINE RENEWABLE ENERGY COM 05356X40 1623 153598 SH SHARED 05 153598 D AVENTINE RENEWABLE ENERGY COM 05356X40 1840 174171 SH SHARED 10 174171 D AVERY DENNISON CORP COM 05361110 5505 96552 SH SHARED 96552 D AVERY DENNISON CORP COM 05361110 1894 33222 SH SHARED 01 13487 19735 D AVERY DENNISON CORP COM 05361110 173 3050 SH SHR/OTHR 01 3050 D AVERY DENNISON CORP COM 05361110 327 5748 SH SHARED 02 5748 D AVERY DENNISON CORP COM 05361110 164 2890 SH SHARED 06 2050 840 D AVERY DENNISON CORP COM 05361110 3194 56017 SH SHARED 10 55017 1000 D AVERY DENNISON CORP COM 05361110 407 7147 SH SHARED 20 175 6972 D AVERY DENNISON CORP COM 05361110 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2325 731 D AVIS BUDGET GROUP COM 05377410 86 3800 SH SHARED 10 3800 D AVIS BUDGET GROUP COM 05377410 233 10200 SH SHARED 14 10200 D AVIS BUDGET GROUP COM 05377410 22 1000 SH SHR/OTHR 20 1000 D AVISTA CORP COM 05379B10 415 20407 SH SHARED 20407 D AVISTA CORP COM 05379B10 715 35140 SH SHARED 01 35140 D AVISTA CORP COM 05379B10 932 45800 SH SHARED 10 45800 D AVISTAR COMMUNICATIONS CORP COM NEW 05379X20 0 351 SH SHARED 351 D AVNET INC DBCV 2.000% 3/1 053807AL 20512 16000000 PRN SHARED 16000000 D AVNET INC DBCV 2.000% 3/1 053807AL 2280 1779000 PRN SHARED 02 1779000 D AVNET INC COM 05380710 4330 108650 SH SHARED 108650 D AVNET INC COM 05380710 2499 62700 SH SHARED 01 19300 43400 D AVNET INC COM 05380710 622 15617 SH SHARED 02 15617 D AVNET INC COM 05380710 191 4800 SH SHARED 06 3200 1600 D AVNET INC COM 05380710 6046 151700 SH SHARED 10 118700 33000 D AVNET INC COM 05380710 342 8596 SH SHARED 14 8596 D AVNET INC COM 05380710 168 4220 SH SHARED 21 4220 D AVIZA TECHNOLOGY INC COM 05381A10 0 257 SH SHARED 257 D AVOCENT CORP COM 05389310 1210 41585 SH SHARED 41585 D AVOCENT CORP COM 05389310 634 21795 SH SHARED 01 7525 14270 D AVOCENT CORP COM 05389310 71 2457 SH SHARED 02 2457 D AVOCENT CORP COM 05389310 529 18200 SH SHARED 10 18200 D AVON PRODS INC COM 05430310 8 225 SH SHARED 225 D AVON PRODS INC COM 05430310 26111 695739 SH SHARED 695739 D AVON PRODS INC COM 05430310 4195 111790 SH SHARED 01 58718 53072 D AVON PRODS INC COM 05430310 202 5400 SH SHR/OTHR 01 5400 D AVON PRODS INC COM 05430310 6940 184925 SH SHARED 02 184925 D AVON PRODS INC COM 05430310 69958 1864065 SH SHARED 04 1864065 D AVON PRODS INC COM 05430310 8 220 SH SHARED 05 220 D AVON PRODS INC COM 05430310 6128 163290 SH SHARED 06 61150 102140 D AVON PRODS INC COM 05430310 9177 244540 SH SHARED 10 243340 1200 D AVON PRODS INC COM 05430310 90 2400 SH SHARED 14 2400 D AVON PRODS INC COM 05430310 6 170 SH SHARED 19 170 D AVON PRODS INC COM 05430310 161 4300 SH SHARED 20 400 3900 D AVON PRODS INC COM 05430310 450 12000 SH SHARED 21 12000 D AVON PRODS INC COM 05430310 67 1800 SH SHARED 22 1800 D AVON PRODS INC COM 05430310 289 7720 SH SHARED 23 7720 D AVON PRODS INC COM 05430310 1321 35200 SH SHR/OTHR 23 35200 D AWARE INC MASS COM 05453N10 11 2691 SH SHARED 2691 D AXA SPONSORED ADR 05453610 1 43 SH SHARED 01 43 D AXA SPONSORED ADR 05453610 85 1908 SH SHARED 02 1908 D AXCELIS TECHNOLOGIES INC COM 05454010 1005 196676 SH SHARED 196676 D AXCELIS TECHNOLOGIES INC COM 05454010 13 2736 SH SHARED 01 2736 D AXCELIS TECHNOLOGIES INC COM 05454010 272 53342 SH SHARED 02 53342 D AXCELIS TECHNOLOGIES INC COM 05454010 124 24400 SH SHARED 10 24400 D AXCELIS TECHNOLOGIES INC COM 05454010 14 2828 SH SHARED 23 2828 D AXESSTEL INC COM 05459T10 0 411 SH SHARED 411 D AXSYS TECHNOLOGIES INC COM 05461510 114 3696 SH SHARED 3696 D AXSYS TECHNOLOGIES INC COM 05461510 80 2600 SH SHARED 02 2600 D AXCAN PHARMA INC COM 05492310 463 22338 SH SHARED 22338 D BB&T CORP COM 05493710 16115 398997 SH SHARED 398997 D BB&T CORP COM 05493710 2165 53613 SH SHARED 01 53613 D BB&T CORP COM 05493710 485 12019 SH SHARED 02 12019 D BB&T CORP COM 05493710 10 260 SH SHARED 05 260 D BB&T CORP COM 05493710 703 17410 SH SHARED 06 12450 4960 D BB&T CORP COM 05493710 11245 278412 SH SHARED 10 278412 D BB&T CORP COM 05493710 383 9500 SH SHARED 14 9500 D BB&T CORP COM 05493710 207 5141 SH SHARED 20 5141 D BB&T CORP COM 05493710 128 3191 SH SHARED 21 3191 D BB&T CORP COM 05493710 64 1600 SH SHR/OTHR 22 1600 D BB&T CORP COM 05493710 125 3100 SH SHR/OTHR 23 3100 D BCSB BANKCORP INC COM 05494810 0 42 SH SHARED 42 D B & G FOODS INC NEW CL A 05508R10 4 377 SH SHARED 377 D B & G FOODS INC NEW CL A 05508R10 126 9850 SH SHARED 02 9850 D BCB BANCORP INC COM 05529810 2 128 SH SHARED 128 D BCE INC COM NEW 05534B76 266461 6653224 SH SHARED 6653224 D BCE INC COM NEW 05534B76 241 6022 SH SHARED 01 5822 200 D BCE INC COM NEW 05534B76 8 201 SH SHARED 05 201 D BCE INC COM NEW 05534B76 65 1646 SH SHARED 06 183 1463 D BCE INC COM NEW 05534B76 494 12349 SH SHARED 10 12349 D BCE INC COM NEW 05534B76 590 14739 SH SHARED 14 14739 D BFC FINL CORP CL A 05538420 568 194619 SH SHARED 194619 D BG PLC ADR FIN INST N 05543420 461 5300 SH SHARED 5300 D BG PLC ADR FIN INST N 05543420 1 17 SH SHARED 01 17 D BG PLC ADR FIN INST N 05543420 750 8625 SH SHR/OTHR 01 8625 D BG PLC ADR FIN INST N 05543420 40 468 SH SHARED 02 468 D BG PLC ADR FIN INST N 05543420 109 1254 SH SHARED 23 1254 D BHP BILLITON PLC SPONSORED ADR 05545E20 43 600 SH SHARED 01 600 D BHP BILLITON PLC SPONSORED ADR 05545E20 60 835 SH SHARED 02 835 D BIW LTD COM 05547U10 0 39 SH SHARED 39 D BJS WHOLESALE CLUB INC COM 05548J10 7753 233817 SH SHARED 169117 64700 D BJS WHOLESALE CLUB INC COM 05548J10 1057 31900 SH SHARED 01 12600 19300 D BJS WHOLESALE CLUB INC COM 05548J10 514 15519 SH SHARED 02 9210 6309 D BJS WHOLESALE CLUB INC COM 05548J10 53543 1614700 SH SHARED 10 1492800 121900 D BJ SVCS CO COM 05548210 31296 1178770 SH SHARED 1178770 D BJ SVCS CO COM 05548210 2003 75468 SH SHARED 01 73663 1805 D BJ SVCS CO COM 05548210 735 27700 SH SHR/OTHR 01 27700 D BJ SVCS CO COM 05548210 5888 221772 SH SHARED 02 221772 D BJ SVCS CO COM 05548210 96 3645 SH SHARED 04 3645 D BJ SVCS CO COM 05548210 5 210 SH SHARED 05 210 D BJ SVCS CO COM 05548210 267 10080 SH SHARED 06 7300 2780 D BJ SVCS CO COM 05548210 5328 200703 SH SHARED 10 200703 D BJ SVCS CO COM 05548210 4 180 SH SHARED 20 180 D BJ SVCS CO COM 05548210 208 7845 SH SHARED 21 7845 D BJ SVCS CO COM 05548210 47 1800 SH SHARED 22 200 1600 D BJ SVCS CO COM 05548210 26 1000 SH SHR/OTHR 22 1000 D BJ SVCS CO COM 05548210 7 300 SH SHARED 23 300 D BJ SVCS CO COM 05548210 53 2000 SH SHR/OTHR 23 2000 D BOK FINL CORP COM NEW 05561Q20 36 711 SH SHARED 711 D BOK FINL CORP COM NEW 05561Q20 157 3063 SH SHARED 02 3063 D BP PLC SPONSORED ADR 05562210 88 1276 SH SHARED 1276 D BP PLC SPONSORED ADR 05562210 41 600 SH SHR/OTHR 600 D BP PLC SPONSORED ADR 05562210 108246 1560866 SH SHARED 1560866 D BP PLC SPONSORED ADR 05562210 10823 156072 SH SHARED 01 74610 81462 D BP PLC SPONSORED ADR 05562210 8021 115669 SH SHR/OTHR 01 115669 D BP PLC SPONSORED ADR 05562210 673 9716 SH SHARED 02 9716 D BP PLC SPONSORED ADR 05562210 21798 314329 SH SHARED 06 314329 D BP PLC SPONSORED ADR 05562210 2481 35789 SH SHARED 10 31933 3856 D BP PLC SPONSORED ADR 05562210 18 264 SH SHR/OTHR 10 264 D BP PLC SPONSORED ADR 05562210 4145 59778 SH SHARED 20 18522 41256 D BP PLC SPONSORED ADR 05562210 2184 31503 SH SHR/OTHR 20 31503 D BP PLC SPONSORED ADR 05562210 6022 86849 SH SHARED 21 86849 D BP PLC SPONSORED ADR 05562210 277 4000 SH SHR/OTHR 21 4000 D BP PLC SPONSORED ADR 05562210 312 4506 SH SHARED 22 3000 1506 D BP PLC SPONSORED ADR 05562210 405 5847 SH SHR/OTHR 22 5847 D BP PLC SPONSORED ADR 05562210 20231 291733 SH SHARED 23 289219 2514 D BP PLC SPONSORED ADR 05562210 21463 309498 SH SHR/OTHR 23 309498 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 8878 118205 SH SHARED 118205 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 165 2200 SH SHARED 01 2200 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 7428 98900 SH SHARED 10 98900 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 48 640 SH SHR/OTHR 23 640 D BPZ ENERGY INC COM 05563910 17 2254 SH SHARED 2254 D BPZ ENERGY INC COM 05563910 3 500 SH SHARED 02 500 D BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH 1771 1750000 PRN SHARED 1750000 D BRE PROPERTIES INC CL A 05564E10 1043 18650 SH SHARED 18650 D BRE PROPERTIES INC CL A 05564E10 3547 63428 SH SHARED 63428 D BRE PROPERTIES INC CL A 05564E10 723 12939 SH SHARED 02 12939 D BRE PROPERTIES INC CL A 05564E10 654 11700 SH SHARED 10 11700 D BRE PROPERTIES INC CL A 05564E10 207476 3709570 SH SHARED 11 2036170 1673400 D BRE PROPERTIES INC CL A 05564E10 206 3700 SH SHR/OTHR 20 3700 D BRE PROPERTIES INC CL A 05564E10 39 700 SH SHR/OTHR 23 700 D BRT RLTY TR SH BEN INT NEW 05564530 7 410 SH SHARED 410 D BRT RLTY TR SH BEN INT NEW 05564530 43 2500 SH SHARED 01 2500 D BNC BANCORP COM 05566T10 2 162 SH SHARED 162 D BOFI HLDG INC COM 05566U10 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D BARD C R INC COM 06738310 5820 66000 SH SHARED 04 66000 D BARD C R INC COM 06738310 5 60 SH SHARED 05 60 D BARD C R INC COM 06738310 275 3120 SH SHARED 06 2400 720 D BARD C R INC COM 06738310 56196 637222 SH SHARED 10 615522 21700 D BARD C R INC COM 06738310 123 1400 SH SHARED 14 1400 D BARD C R INC COM 06738310 61 700 SH SHARED 21 700 D BARD C R INC COM 06738310 26 300 SH SHR/OTHR 23 300 D BARD C R INC COM 06738310 62 711 SH SHARED 24 711 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 727 10000 SH SHARED 10000 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 99 1375 SH SHARED 01 1375 D BARE ESCENTUALS INC COM 06751110 80 3240 SH SHARED 3240 D BARE ESCENTUALS INC COM 06751110 5 220 SH SHARED 02 220 D BARE ESCENTUALS INC COM 06751110 1243 50000 SH SHARED 06 50000 D BARNES & NOBLE INC COM 06777410 3500 99266 SH SHARED 99266 D BARNES & NOBLE INC COM 06777410 606 17200 SH SHARED 01 17200 D BARNES & NOBLE INC COM 06777410 276 7849 SH SHARED 02 7849 D BARNES & NOBLE INC COM 06777410 144 4100 SH SHARED 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INC COM 07170710 1192 18634 SH SHARED 02 18634 D BAUSCH & LOMB INC COM 07170710 110 1720 SH SHARED 06 1250 470 D BAUSCH & LOMB INC COM 07170710 1730 27037 SH SHARED 10 27037 D BAUSCH & LOMB INC COM 07170710 92 1443 SH SHARED 14 1443 D BAXTER INTL INC COM 07181310 48575 863101 SH SHARED 797101 66000 D BAXTER INTL INC COM 07181310 13409 238262 SH SHARED 01 229587 8675 D BAXTER INTL INC COM 07181310 78 1400 SH SHR/OTHR 01 1400 D BAXTER INTL INC COM 07181310 1964 34902 SH SHARED 02 34902 D BAXTER INTL INC COM 07181310 18 337 SH SHARED 04 337 D BAXTER INTL INC COM 07181310 5796 103000 SH SHARED 04 103000 D BAXTER INTL INC COM 07181310 16 290 SH SHARED 05 290 D BAXTER INTL INC COM 07181310 48734 865934 SH SHARED 06 66550 799384 D BAXTER INTL INC COM 07181310 137587 2444690 SH SHARED 10 2381990 62700 D BAXTER INTL INC COM 07181310 1178 20935 SH SHARED 14 2000 18935 D BAXTER INTL INC COM 07181310 1861 33068 SH SHARED 20 18953 14115 D BAXTER INTL INC COM 07181310 574 10200 SH SHR/OTHR 20 10200 D BAXTER INTL INC COM 07181310 360 6399 SH SHARED 21 6399 D BAXTER INTL INC COM 07181310 627 11147 SH SHARED 22 5875 5272 D BAXTER INTL INC COM 07181310 166 2950 SH SHR/OTHR 22 2950 D BAXTER INTL INC COM 07181310 792 14079 SH SHARED 23 14079 D BAXTER INTL INC COM 07181310 3117 55395 SH SHR/OTHR 23 55395 D BAXTER INTL INC COM 07181310 116 2072 SH SHARED 24 2072 D BAY NATL CORP COM 07250010 0 54 SH SHARED 54 D BAYER A G SPONSORED ADR 07273030 206 2600 SH SHARED 2600 D BAYER A G SPONSORED ADR 07273030 312 3937 SH SHARED 02 3937 D BAYTEX ENERGY TR TRUST UNIT 07317610 439 21600 SH SHARED 21600 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 156 17600 SH SHARED 17600 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 223 25000 SH SHARED 04 25000 D BE AEROSPACE INC COM 07330210 1576 37971 SH SHARED 37971 D BE AEROSPACE INC COM 07330210 2077 50025 SH SHARED 01 49525 500 D BE AEROSPACE INC COM 07330210 1619 39000 SH SHR/OTHR 01 39000 D BE AEROSPACE INC COM 07330210 82 1993 SH SHARED 02 1993 D BE AEROSPACE INC COM 07330210 2491 60000 SH SHARED 04 60000 D BE AEROSPACE INC COM 07330210 61160 1472679 SH SHARED 10 1472679 D BEA SYS INC COM 07332510 2699 194599 SH SHARED 194599 D BEA SYS INC COM 07332510 3946 284565 SH SHARED 01 284565 D BEA SYS INC COM 07332510 1259 90802 SH SHARED 02 89012 1790 D BEA SYS INC COM 07332510 2746 198000 SH SHARED 04 198000 D BEA SYS INC COM 07332510 4 300 SH SHARED 05 300 D BEA SYS INC COM 07332510 164 11870 SH SHARED 06 8400 3470 D BEA SYS INC COM 07332510 263 19032 SH SHARED 10 19032 D BEA SYS INC COM 07332510 1846 133117 SH SHARED 14 133117 D BEACH FIRST NATL BANCSHARES COM 07333410 2 122 SH SHARED 122 D BEACON POWER CORP COM 07367710 51 26350 SH SHARED 26350 D BEACON ROOFING SUPPLY INC COM 07368510 20 2038 SH SHARED 2038 D BEACON ROOFING SUPPLY INC COM 07368510 54 5325 SH SHARED 02 5325 D BEACON ROOFING SUPPLY INC COM 07368510 6 600 SH SHARED 10 600 D BEAR STEARNS COS INC COM 07390210 25678 209088 SH SHARED 209088 D BEAR STEARNS COS INC COM 07390210 2000 16290 SH SHARED 01 14690 1600 D BEAR STEARNS COS INC COM 07390210 5567 45331 SH SHARED 02 45331 D BEAR STEARNS COS INC COM 07390210 5436 42338 SH SHARED 10 42338 D BEAR STEARNS COS INC COM 07390210 114 931 SH SHARED 14 931 D BEAR STEARNS COS INC COM 07390210 38 315 SH SHARED 20 300 15 D BEAR STEARNS COS INC COM 07390210 12 98 SH SHARED 21 98 D BEARINGPOINT INC COM 07400210 37 9381 SH SHARED 9381 D BEARINGPOINT INC COM 07400210 419 103512 SH SHARED 02 103512 D BEARINGPOINT INC COM 07400210 401 99200 SH SHARED 10 99200 D BEASLEY BROADCAST GROUP INC CL A 07401410 1 140 SH SHARED 140 D BEAZER HOMES USA INC COM 07556Q10 22866 2771756 SH SHARED 2771756 D BEAZER HOMES USA INC COM 07556Q10 21 2650 SH SHARED 01 2650 D BEAZER HOMES USA INC COM 07556Q10 2789 338136 SH SHARED 02 338136 D BEAZER HOMES USA INC COM 07556Q10 75 9200 SH SHARED 10 9200 D BEBE STORES INC COM 07557110 40 2761 SH SHARED 2761 D BEBE STORES INC COM 07557110 0 47 SH SHARED 02 47 D BEBE STORES INC COM 07557110 14525 992860 SH SHARED 10 992860 D BECKMAN COULTER INC COM 07581110 2989 40526 SH SHARED 40526 D BECKMAN COULTER INC COM 07581110 1460 19800 SH SHARED 01 1300 18500 D BECKMAN COULTER INC COM 07581110 284 3853 SH SHARED 02 3253 600 D BECKMAN COULTER INC COM 07581110 124 1690 SH SHARED 06 1400 290 D BECKMAN COULTER INC COM 07581110 12045 163300 SH SHARED 10 163300 D BECKMAN COULTER INC COM 07581110 22 300 SH SHARED 14 300 D BECTON DICKINSON & CO COM 07588710 65 800 SH SHARED 800 D BECTON DICKINSON & CO COM 07588710 582 7100 SH SHR/OTHR 7100 D BECTON DICKINSON & CO COM 07588710 18844 229665 SH SHARED 211065 18600 D BECTON DICKINSON & CO COM 07588710 4031 49138 SH SHARED 01 43713 5425 D BECTON DICKINSON & CO COM 07588710 94 1150 SH SHR/OTHR 01 1150 D BECTON DICKINSON & CO COM 07588710 1382 16854 SH SHARED 02 16854 D BECTON DICKINSON & CO COM 07588710 6 80 SH SHARED 05 80 D BECTON DICKINSON & CO COM 07588710 836 10200 SH SHARED 06 7950 2250 D BECTON DICKINSON & CO COM 07588710 80669 983170 SH SHARED 10 981870 1300 D BECTON DICKINSON & CO COM 07588710 110 1345 SH SHARED 14 1345 D BECTON DICKINSON & CO COM 07588710 3444 41985 SH SHARED 20 9500 32485 D BECTON DICKINSON & CO COM 07588710 2436 29700 SH SHR/OTHR 20 29700 D BECTON DICKINSON & CO COM 07588710 22 275 SH SHARED 21 275 D BECTON DICKINSON & CO COM 07588710 32 400 SH SHR/OTHR 21 400 D BECTON DICKINSON & CO COM 07588710 295 3600 SH SHARED 22 2400 1200 D BECTON DICKINSON & CO COM 07588710 109 1340 SH SHR/OTHR 22 1340 D BECTON DICKINSON & CO COM 07588710 644 7860 SH SHARED 23 7860 D BECTON DICKINSON & CO COM 07588710 2149 26200 SH SHR/OTHR 23 26200 D BED BATH & BEYOND INC COM 07589610 10380 304236 SH SHARED 304236 D BED BATH & BEYOND INC COM 07589610 1264 37070 SH SHARED 01 33570 3500 D BED BATH & BEYOND INC COM 07589610 103 3045 SH SHR/OTHR 01 3045 D BED BATH & BEYOND INC COM 07589610 4735 138782 SH SHARED 02 138782 D BED BATH & BEYOND INC COM 07589610 6 200 SH SHARED 05 200 D BED BATH & BEYOND INC COM 07589610 317 9310 SH SHARED 06 6650 2660 D BED BATH & BEYOND INC COM 07589610 6492 190282 SH SHARED 10 189882 400 D BED BATH & BEYOND INC COM 07589610 174 5125 SH SHARED 20 3275 1850 D BED BATH & BEYOND INC COM 07589610 136 4000 SH SHR/OTHR 20 4000 D BED BATH & BEYOND INC COM 07589610 47 1400 SH SHARED 21 1400 D BED BATH & BEYOND INC COM 07589610 49 1450 SH SHARED 23 1450 D BED BATH & BEYOND INC COM 07589610 518 15200 SH SHR/OTHR 23 15200 D BEIJING MED PHARM CORP COM 07725510 6 570 SH SHARED 570 D BEIJING MED PHARM CORP COM 07725510 26 2300 SH SHARED 10 2300 D BEL FUSE INC CL B 07734730 435 12564 SH SHARED 12564 D BEL FUSE INC CL B 07734730 0 14 SH SHARED 02 14 D BEL FUSE INC CL B 07734730 159 4600 SH SHARED 10 4600 D BELDEN INC COM 07745410 919 19593 SH SHARED 19593 D BELDEN INC COM 07745410 863 18400 SH SHARED 01 18400 D BELDEN INC COM 07745410 3 76 SH SHARED 02 76 D BELDEN INC COM 07745410 3166 67500 SH SHARED 10 67500 D BELL INDS INC COM 07810710 0 205 SH SHARED 205 D BELL MICROPRODUCTS INC COM 07813710 4 775 SH SHARED 775 D BELO CORP COM SER A 08055510 7234 416753 SH SHARED 416753 D BELO CORP COM SER A 08055510 2569 148000 SH SHARED 01 10600 137400 D BELO CORP COM SER A 08055510 74 4290 SH SHARED 02 4290 D BELO CORP COM SER A 08055510 532 30700 SH SHARED 10 30700 D BEMIS INC COM 08143710 1940 66658 SH SHARED 66658 D BEMIS INC COM 08143710 424 14569 SH SHARED 01 14569 D BEMIS INC COM 08143710 99 3433 SH SHARED 02 3433 D BEMIS INC COM 08143710 2548 87550 SH SHARED 10 87550 D BEMIS INC COM 08143710 148 5100 SH SHARED 21 5100 D BENCHMARK ELECTRS INC COM 08160H10 1402 58735 SH SHARED 58735 D BENCHMARK ELECTRS INC COM 08160H10 238 10000 SH SHARED 01 10000 D BENCHMARK ELECTRS INC COM 08160H10 84 3523 SH SHARED 02 3523 D BENCHMARK ELECTRS INC COM 08160H10 588 24643 SH SHARED 10 24643 D BENCHMARK ELECTRS INC COM 08160H10 199 8355 SH SHARED 21 8355 D BENEFICIAL MUTUAL BANCORP IN COM 08173R10 1000 102613 SH SHARED 102613 D BENETTON GROUP SPA ADR NEW 08179540 3 100 SH SHARED 100 D BENIHANA INC COM 08204710 205 11900 SH SHARED 10 11900 D BENIHANA INC CL A 08204720 9 553 SH SHARED 553 D BENIHANA INC CL A 08204720 1308 75600 SH SHARED 10 75600 D BENJAMIN FRANKLIN BANCORP IN COM 08207310 2 183 SH SHARED 183 D BENTLEY PHARMACEUTICALS INC COM 08265710 11 942 SH SHARED 942 D BENTLEY PHARMACEUTICALS INC COM 08265710 0 19 SH SHARED 02 19 D BERKLEY W R CORP COM 08442310 10336 348861 SH SHARED 348861 D BERKLEY W R CORP COM 08442310 3172 107056 SH SHARED 01 54041 53015 D BERKLEY W R CORP COM 08442310 1041 35135 SH SHARED 02 35135 D BERKLEY W R CORP COM 08442310 152 5155 SH SHARED 06 3900 1255 D BERKLEY W R CORP COM 08442310 40237 1357987 SH SHARED 10 1188787 169200 D BERKLEY W R CORP COM 08442310 561 18938 SH SHARED 14 18938 D BERKLEY W R CORP COM 08442310 37 1250 SH SHARED 20 1250 D BERKLEY W R CORP COM 08442310 10 365 SH SHR/OTHR 21 365 D BERKLEY W R CORP COM 08442310 17 600 SH SHARED 22 600 D BERKSHIRE BANCORP INC DEL COM NEW 08459720 1 92 SH SHARED 92 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHARED 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 124 SH SHARED 113 11 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 126 SH SHARED 01 1 125 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 21 SH SHARED 20 5 16 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 20 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 22 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 11 SH SHARED 23 11 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHR/OTHR 23 4 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 5532 1400 SH SHARED 1400 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 940 238 SH SHARED 01 123 115 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 205 52 SH SHR/OTHR 01 52 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 13021 3295 SH SHARED 10 3295 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 158 40 SH SHARED 19 40 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1600 405 SH SHARED 20 299 106 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 505 128 SH SHR/OTHR 20 128 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 418 106 SH SHARED 21 106 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 233 59 SH SHR/OTHR 21 59 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 296 75 SH SHARED 22 75 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 197 50 SH SHR/OTHR 22 50 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1521 385 SH SHARED 23 385 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2509 635 SH SHR/OTHR 23 635 D BERKSHIRE HILLS BANCORP INC COM 08468010 12 417 SH SHARED 417 D BERKSHIRE HILLS BANCORP INC COM 08468010 250 8300 SH SHARED 10 8300 D BERKSHIRE HILLS BANCORP INC COM 08468010 33 1105 SH SHR/OTHR 23 1105 D BERRY PETE CO CL A 08578910 146 3707 SH SHARED 3707 D BERRY PETE CO CL A 08578910 207 5251 SH SHARED 02 161 5090 D BERRY PETE CO CL A 08578910 617 15600 SH SHARED 10 15600 D BEST BUY INC SDCV 2.250% 1/1 086516AF 549 500000 PRN SHARED 500000 D BEST BUY INC COM 08651610 994 21614 SH SHARED 21614 D BEST BUY INC COM 08651610 122394 2659597 SH SHARED 2659597 D BEST BUY INC COM 08651610 3203 69620 SH SHARED 01 68955 665 D BEST BUY INC COM 08651610 74609 1621243 SH SHARED 02 1621243 D BEST BUY INC COM 08651610 10 230 SH SHARED 05 230 D BEST BUY INC COM 08651610 618 13435 SH SHARED 06 9450 3985 D BEST BUY INC COM 08651610 38594 838638 SH SHARED 10 817838 20800 D BEST BUY INC COM 08651610 2250 48900 SH SHARED 14 48900 D BEST BUY INC COM 08651610 9 205 SH SHARED 20 30 175 D BEST BUY INC COM 08651610 284 6185 SH SHARED 22 3700 2485 D BEST BUY INC COM 08651610 24 540 SH SHARED 23 540 D BEST BUY INC COM 08651610 32 700 SH SHARED 24 700 D BEVERLY HILLS BANCORP DEL COM 08786610 662 106818 SH SHARED 106818 D BEVERLY NATL CORP COM 08811510 1 61 SH SHARED 61 D BEVERLY NATL CORP COM 08811510 36 1755 SH SHARED 01 1755 D BHP BILLITON LTD SPONSORED ADR 08860610 135097 1718800 SH SHARED 1718300 500 D BHP BILLITON LTD SPONSORED ADR 08860610 11196 142443 SH SHARED 01 73283 69160 D BHP BILLITON LTD SPONSORED ADR 08860610 709 9025 SH SHR/OTHR 01 9025 D BHP BILLITON LTD SPONSORED ADR 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2029 68000 SH SHARED 01 67700 300 D BIG LOTS INC COM 08930210 895 30000 SH SHR/OTHR 01 30000 D BIG LOTS INC COM 08930210 278 9325 SH SHARED 02 9325 D BIG LOTS INC COM 08930210 844 28300 SH SHARED 06 28300 D BIG LOTS INC COM 08930210 17321 580488 SH SHARED 10 564788 15700 D BIGBAND NETWORKS INC COM 08975050 5 924 SH SHARED 924 D BIO IMAGING TECHNOLOGIES INC COM 09056N10 1 234 SH SHARED 234 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 60 1788 SH SHARED 1788 D BIO RAD LABS INC CL A 09057220 138 1532 SH SHARED 1532 D BIO RAD LABS INC CL A 09057220 12 141 SH SHARED 02 141 D BIO RAD LABS INC CL A 09057220 687 7600 SH SHARED 10 7600 D BIOANALYTICAL SYS INC COM 09058M10 0 90 SH SHARED 90 D BIOCRYST PHARMACEUTICALS COM 09058V10 4 686 SH SHARED 686 D BIOCRYST PHARMACEUTICALS COM 09058V10 34 4800 SH SHARED 02 4800 D BIOENVISION INC COM 09059N10 1836 347779 SH SHARED 347779 D BIOJECT MED TECH INC COM NEW 09059T20 0 360 SH SHARED 360 D BIODELIVERY SCIENCES INTL IN COM 09060J10 1034 265331 SH SHARED 265331 D BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC 6218 3820000 PRN SHARED 02 3820000 D BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD 4440 3225000 PRN SHARED 02 3225000 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 87 3496 SH SHARED 3496 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 1763 70838 SH SHARED 70838 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 116 4675 SH SHARED 01 4675 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 52 2112 SH SHARED 02 2112 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 10125 406627 SH SHARED 04 406627 D BIOMARIN PHARMACEUTICAL INC COM 09061G10 3759 151000 SH SHARED 10 151000 D BIOGEN IDEC INC COM 09062X10 72 1100 SH SHARED 1100 D BIOGEN IDEC INC COM 09062X10 153024 2307024 SH SHARED 2306909 115 D BIOGEN IDEC INC COM 09062X10 2016 30407 SH SHARED 01 30407 D BIOGEN IDEC INC COM 09062X10 66 1000 SH SHR/OTHR 01 1000 D BIOGEN IDEC INC COM 09062X10 26131 393955 SH SHARED 02 393955 D BIOGEN IDEC INC COM 09062X10 22253 335500 SH SHARED 04 335500 D BIOGEN IDEC INC COM 09062X10 6 100 SH SHARED 05 100 D BIOGEN IDEC INC COM 09062X10 2206 33265 SH SHARED 06 30045 3220 D BIOGEN IDEC INC COM 09062X10 22079 332871 SH SHARED 10 332871 D BIOGEN IDEC INC COM 09062X10 497 7495 SH SHARED 14 1500 5995 D BIOGEN IDEC INC COM 09062X10 56 850 SH SHARED 20 850 D BIOGEN IDEC INC COM 09062X10 885 13350 SH SHR/OTHR 23 13350 D BIOMED REALTY TRUST INC COM 09063H10 321 13350 SH SHARED 13350 D BIOMED REALTY TRUST INC COM 09063H10 5418 224816 SH SHARED 224816 D BIOMED REALTY TRUST INC COM 09063H10 103 4275 SH SHARED 01 4275 D BIOMED REALTY TRUST INC COM 09063H10 2 110 SH SHARED 02 110 D BIOMED REALTY TRUST INC COM 09063H10 2892 120000 SH SHARED 04 120000 D BIOMED REALTY TRUST INC COM 09063H10 3696 153400 SH SHARED 10 153400 D BIOMED REALTY TRUST INC COM 09063H10 70907 2942203 SH SHARED 11 1196419 1745784 D BIODEL INC COM 09064M10 5 346 SH SHARED 346 D BIODEL INC COM 09064M10 2049 120300 SH SHARED 04 120300 D BIOMIMETIC THERAPEUTICS INC COM 09064X10 10 802 SH SHARED 802 D BIOMIMETIC THERAPEUTICS INC COM 09064X10 2554 191488 SH SHARED 02 191488 D BIOFUEL ENERGY CORP COM 09064Y10 0 134 SH SHARED 134 D BIONOVO INC COM 09064310 550 143110 SH SHARED 143110 D BIONOVO INC COM 09064310 0 139 SH SHARED 02 139 D BIOPURE CORP CL A NEW 09065H30 1 1988 SH SHARED 1988 D BIOPURE CORP CL A NEW 09065H30 26 50000 SH SHARED 02 50000 D BIOPURE CORP CL A NEW 09065H30 74 140837 SH SHARED 10 140837 D BIOSANTE PHARMACEUTICALS INC COM NEW 09065V20 3 627 SH SHARED 627 D BIOSPHERE MEDICAL INC COM 09066V10 1 329 SH SHARED 329 D BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D20 4527 25759 SH SHARED 25759 D BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D20 1423 8100 SH SHARED 01 6000 2100 D BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D20 3873 22035 SH SHARED 02 22035 D BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D20 23150 131700 SH SHARED 10 131700 D BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D20 773 4400 SH SHARED 15 4400 D BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D20 228 1300 SH SHARED 19 1300 D BIOTECH 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11246310 6 175 SH SHARED 01 175 D BROOKDALE SR LIVING INC COM 11246310 11 285 SH SHARED 02 285 D BROOKDALE SR LIVING INC COM 11246310 103 2600 SH SHARED 10 2600 D BROOKDALE SR LIVING INC COM 11246310 27 700 SH SHR/OTHR 23 700 D BROOKE CORP COM 11250210 1 184 SH SHARED 184 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 4763 123727 SH SHARED 120727 3000 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 9 238 SH SHARED 01 238 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 101 2649 SH SHARED 02 2649 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 11 300 SH SHARED 05 300 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 139 3613 SH SHARED 06 800 2813 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 309 8050 SH SHARED 10 8050 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 84 2185 SH SHARED 14 2185 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 30 797 SH SHARED 21 797 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 202 5250 SH SHARED 23 5250 D BROOKFIELD HOMES CORP COM 11272310 108 5870 SH SHARED 5870 D BROOKFIELD HOMES CORP COM 11272310 8 450 SH SHARED 01 450 D BROOKFIELD HOMES CORP COM 11272310 0 22 SH SHARED 02 22 D BROOKFIELD PPTYS CORP COM 11290010 478 19200 SH SHARED 19200 D BROOKFIELD PPTYS CORP COM 11290010 1926 77374 SH SHARED 77374 D BROOKFIELD PPTYS CORP COM 11290010 3 150 SH SHARED 01 150 D BROOKFIELD PPTYS CORP COM 11290010 1942 78000 SH SHARED 04 78000 D BROOKFIELD PPTYS CORP COM 11290010 84 3375 SH SHARED 06 150 3225 D BROOKFIELD PPTYS CORP COM 11290010 4980 200000 SH SHARED 10 200000 D BROOKFIELD PPTYS CORP COM 11290010 23244 933508 SH SHARED 11 820483 113025 D BROOKLINE BANCORP INC DEL COM 11373M10 48 4178 SH SHARED 4178 D BROOKLINE BANCORP INC DEL COM 11373M10 137 11900 SH SHARED 02 11900 D BROOKLINE BANCORP INC DEL COM 11373M10 167 14428 SH SHARED 10 14428 D BROOKLYN FEDERAL BANCORP INC COM 11403910 564 41069 SH SHARED 41069 D BROOKS AUTOMATION INC COM 11434010 558 39227 SH SHARED 39227 D BROOKS AUTOMATION INC COM 11434010 418 29400 SH SHARED 01 29400 D BROOKS AUTOMATION INC COM 11434010 1937 136036 SH SHARED 10 136036 D BROOKS AUTOMATION INC COM 11434010 49 3500 SH SHARED 21 3500 D BROWN & BROWN INC COM 11523610 1967 74827 SH SHARED 74827 D BROWN & BROWN INC COM 11523610 969 36850 SH SHARED 01 1950 34900 D BROWN & BROWN INC COM 11523610 386 14680 SH SHARED 02 14680 D BROWN & BROWN INC COM 11523610 81 3100 SH SHARED 06 2500 600 D BROWN & BROWN INC COM 11523610 1104 41997 SH SHARED 10 41997 D BROWN FORMAN CORP CL B 11563720 4197 56039 SH SHARED 56039 D BROWN FORMAN CORP CL B 11563720 929 12407 SH SHARED 01 12407 D BROWN FORMAN CORP CL B 11563720 137 1834 SH SHARED 02 1834 D BROWN FORMAN CORP CL B 11563720 112 1500 SH SHARED 06 1200 300 D BROWN FORMAN CORP CL B 11563720 5955 79508 SH SHARED 10 55708 23800 D BROWN SHOE INC NEW COM 11573610 230 11886 SH SHARED 11886 D BROWN SHOE INC NEW COM 11573610 582 30000 SH SHARED 01 28200 1800 D BROWN SHOE INC NEW COM 11573610 79 4100 SH SHARED 02 4100 D BROWN SHOE INC NEW COM 11573610 1759 90688 SH SHARED 10 90688 D BROWN SHOE INC NEW COM 11573610 2619 135000 SH SHR/OTHR 23 135000 D BRUKER BIOSCIENCES CORP COM 11679410 95 10816 SH SHARED 10816 D BRUKER BIOSCIENCES CORP COM 11679410 10 1151 SH SHARED 02 1151 D BRUNSWICK CORP COM 11704310 19749 863953 SH SHARED 863953 D BRUNSWICK CORP COM 11704310 2126 93019 SH SHARED 01 93019 D BRUNSWICK CORP COM 11704310 244 10674 SH SHARED 02 10674 D BRUNSWICK CORP COM 11704310 56 2450 SH SHARED 06 2000 450 D BRUNSWICK CORP COM 11704310 1975 86436 SH SHARED 10 86436 D BRUNSWICK CORP COM 11704310 150 6565 SH SHARED 21 5165 1400 D BRUSH ENGINEERED MATLS INC COM 11742110 1131 21809 SH SHARED 21809 D BRUSH ENGINEERED MATLS INC COM 11742110 6 124 SH SHARED 02 124 D BRUSH ENGINEERED MATLS INC COM 11742110 8188 157800 SH SHARED 10 157800 D BRYN MAWR BK CORP COM 11766510 3 144 SH SHARED 144 D BSQUARE CORP COM NEW 11776U30 1 250 SH SHARED 250 D BSQUARE CORP COM NEW 11776U30 1 320 SH SHARED 02 320 D BUCA INC COM 11776910 0 417 SH SHARED 417 D BUCKEYE GP HOLDINGS LP COM UNITS LP 11816710 34459 1144445 SH SHARED 1144445 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 107 2198 SH SHARED 2198 D BUCKEYE TECHNOLOGIES INC COM 11825510 111 7383 SH SHARED 7383 D BUCKEYE TECHNOLOGIES INC COM 11825510 101 6700 SH SHARED 01 6700 D BUCKEYE TECHNOLOGIES INC COM 11825510 32 2131 SH SHARED 02 2131 D BUCKEYE TECHNOLOGIES INC COM 11825510 5080 335600 SH SHARED 10 335600 D BUCKLE INC COM 11844010 151 3993 SH SHARED 3993 D BUCKLE INC COM 11844010 0 22 SH SHARED 02 22 D BUCKLE INC COM 11844010 15 400 SH SHARED 10 400 D BUCYRUS INTL INC NEW CL A 11875910 2566 35198 SH SHARED 35198 D BUCYRUS INTL INC NEW CL A 11875910 596 8180 SH SHARED 02 2150 6030 D BUCYRUS INTL INC NEW CL A 11875910 156 2150 SH SHARED 10 2150 D BUFFALO WILD WINGS INC COM 11984810 30 808 SH SHARED 808 D BUFFALO WILD WINGS INC COM 11984810 1265 33550 SH SHARED 01 33000 550 D BUFFALO WILD WINGS INC COM 11984810 1433 38000 SH SHR/OTHR 01 38000 D BUFFALO WILD WINGS INC COM 11984810 188 5000 SH SHARED 02 5000 D BUFFALO WILD WINGS INC COM 11984810 24173 640880 SH SHARED 10 640880 D BUILD A BEAR WORKSHOP COM 12007610 92 5231 SH SHARED 5231 D BUILD A BEAR WORKSHOP COM 12007610 24 1400 SH SHR/OTHR 01 1400 D BUILD A BEAR WORKSHOP COM 12007610 0 42 SH SHARED 02 42 D BUILD A BEAR WORKSHOP COM 12007610 13 775 SH SHARED 21 775 D BUILDERS FIRSTSOURCE INC COM 12008R10 7 683 SH SHARED 683 D BUILDERS FIRSTSOURCE INC COM 12008R10 73 6800 SH SHARED 01 6800 D BUILDERS FIRSTSOURCE INC COM 12008R10 64 5980 SH SHARED 02 5980 D BUILDERS FIRSTSOURCE INC COM 12008R10 1739 161352 SH SHARED 10 161352 D BUILDING MATLS HLDG CORP COM 12011310 1718 162417 SH SHARED 162417 D BUILDING MATLS HLDG CORP COM 12011310 19 1870 SH SHARED 01 1870 D BUILDING MATLS HLDG CORP COM 12011310 0 30 SH SHARED 02 30 D BUILDING MATLS HLDG CORP COM 12011310 205 19463 SH SHARED 10 19463 D BURGER KING HLDGS INC COM 12120820 1796 70485 SH SHARED 70485 D BURGER KING HLDGS INC COM 12120820 7 303 SH SHARED 02 303 D BURGER KING HLDGS INC COM 12120820 84 3300 SH SHARED 10 3300 D BURLINGTON NORTHN SANTA FE C COM 12189T10 158290 1950110 SH SHARED 1950110 D BURLINGTON NORTHN SANTA FE C COM 12189T10 15208 187362 SH SHARED 01 162509 24853 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1083 13348 SH SHR/OTHR 01 13348 D BURLINGTON NORTHN SANTA FE C COM 12189T10 2109 25990 SH SHARED 02 25990 D BURLINGTON NORTHN SANTA FE C COM 12189T10 175 2168 SH SHARED 04 2168 D BURLINGTON NORTHN SANTA FE C COM 12189T10 2435 30000 SH SHARED 04 30000 D BURLINGTON NORTHN SANTA FE C COM 12189T10 12 150 SH SHARED 05 150 D BURLINGTON NORTHN SANTA FE C COM 12189T10 980 12080 SH SHARED 06 8550 3530 D BURLINGTON NORTHN SANTA FE C COM 12189T10 25525 314464 SH SHARED 10 313409 1055 D BURLINGTON NORTHN SANTA FE C COM 12189T10 31 385 SH SHARED 14 385 D BURLINGTON NORTHN SANTA FE C COM 12189T10 2620 32283 SH SHARED 20 23195 9088 D BURLINGTON NORTHN SANTA FE C COM 12189T10 36 450 SH SHR/OTHR 20 450 D BURLINGTON NORTHN SANTA FE C COM 12189T10 286 3526 SH SHARED 21 1300 2226 D BURLINGTON NORTHN SANTA FE C COM 12189T10 762 9400 SH SHR/OTHR 21 9400 D BURLINGTON NORTHN SANTA FE C COM 12189T10 561 6917 SH SHARED 22 4960 1957 D BURLINGTON NORTHN SANTA FE C COM 12189T10 64 795 SH SHR/OTHR 22 795 D BURLINGTON NORTHN SANTA FE C COM 12189T10 847 10445 SH SHARED 23 10055 390 D BURLINGTON NORTHN SANTA FE C COM 12189T10 9072 111770 SH SHR/OTHR 23 111770 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 15608 347856 SH SHARED 347856 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 768 17120 SH SHARED 02 16600 520 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 8256 184000 SH SHARED 10 184000 D BWAY HOLDING COMPANY COM 12429T10 3 301 SH SHARED 301 D BWAY HOLDING COMPANY COM 12429T10 8 800 SH SHARED 02 800 D C&D TECHNOLOGIES INC COM 12466110 4 976 SH SHARED 976 D CAE INC COM 12476510 1846 137493 SH SHARED 137493 D CAE INC COM 12476510 18 1400 SH SHARED 01 1400 D CAE INC COM 12476510 16373 1219200 SH SHARED 10 1219200 D CAS MED SYS INC COM PAR $0.004 12476920 1 225 SH SHARED 225 D CAI INTERNATIONAL INC COM 12477X10 2 148 SH SHARED 148 D CAI INTERNATIONAL INC COM 12477X10 4 300 SH SHARED 02 300 D CBIZ INC COM 12480510 19 2467 SH SHARED 2467 D CBIZ INC COM 12480510 107 13532 SH SHARED 02 13532 D CBL & ASSOC PPTYS INC COM 12483010 6034 172173 SH SHARED 172173 D CBL & ASSOC PPTYS INC COM 12483010 11 324 SH SHARED 02 324 D CBL & ASSOC PPTYS INC COM 12483010 122 3500 SH SHARED 10 3500 D CBL & ASSOC PPTYS INC COM 12483010 35663 1017500 SH SHARED 11 1017500 D CBS CORP NEW CL A 12485710 10 347 SH SHARED 01 347 D CBS CORP NEW CL A 12485710 0 3 SH SHARED 02 3 D CBS CORP NEW CL A 12485710 3 100 SH SHR/OTHR 23 100 D CBS CORP NEW CL B 12485720 47513 1508378 SH SHARED 1508378 D CBS CORP NEW CL B 12485720 3924 124575 SH SHARED 01 123925 650 D CBS CORP NEW CL B 12485720 77 2449 SH SHR/OTHR 01 2449 D CBS CORP NEW CL B 12485720 1670 53025 SH SHARED 02 53025 D CBS CORP NEW CL B 12485720 6300 200000 SH SHARED 04 200000 D CBS CORP NEW CL B 12485720 7 235 SH SHARED 05 235 D CBS CORP NEW CL B 12485720 828 26290 SH SHARED 06 19700 6590 D CBS CORP NEW CL B 12485720 35760 1135257 SH SHARED 10 1003807 131450 D CBS CORP NEW CL B 12485720 900 28579 SH SHARED 14 28579 D CBS CORP NEW CL B 12485720 422 13425 SH SHARED 15 13425 D CBS CORP NEW CL B 12485720 179 5700 SH SHARED 19 5700 D CBS CORP NEW CL B 12485720 15 500 SH SHR/OTHR 20 500 D CBS CORP NEW CL B 12485720 246 7812 SH SHARED 22 7812 D CBS CORP NEW CL B 12485720 5 175 SH SHR/OTHR 22 175 D CBS CORP NEW CL B 12485720 12 400 SH SHARED 23 400 D CBS CORP NEW CL B 12485720 296 9428 SH SHR/OTHR 23 9428 D CCA INDS INC COM 12486710 1 148 SH SHARED 148 D CCF HLDG CO COM 12487X10 1 73 SH SHARED 73 D CBRL GROUP INC COM 12489V10 990 24267 SH SHARED 24267 D CBRL GROUP INC COM 12489V10 509 12495 SH SHARED 01 2495 10000 D CBRL GROUP INC COM 12489V10 48 1191 SH SHARED 02 1191 D CBRL GROUP INC COM 12489V10 1162 28500 SH SHARED 10 28500 D CB RICHARD ELLIS GROUP 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RICHARD ELLIS GROUP INC CL A 12497T10 579 20800 SH SHARED 23 18530 2270 D CB RICHARD ELLIS GROUP INC CL A 12497T10 78 2805 SH SHR/OTHR 23 2805 D CBRE REALTY FINANCE INC COM 12498B30 2611 442562 SH SHARED 442562 D CBRE REALTY FINANCE INC COM 12498B30 0 30 SH SHARED 02 30 D C COR INC COM 12501010 1251 108888 SH SHARED 108888 D C COR INC COM 12501010 3447 300083 SH SHARED 02 300083 D C COR INC COM 12501010 926 80600 SH SHARED 10 80600 D C D I CORP COM 12507110 15 568 SH SHARED 568 D C D I CORP COM 12507110 15 550 SH SHARED 01 550 D C D I CORP COM 12507110 81 2923 SH SHARED 02 2923 D C D I CORP COM 12507110 78 2800 SH SHARED 10 2800 D C D W CORP COM 12512N10 12371 141870 SH SHARED 141870 D C D W CORP COM 12512N10 1613 18500 SH SHARED 01 18500 D C D W CORP COM 12512N10 519 5952 SH SHARED 02 5952 D C D W CORP COM 12512N10 165 1900 SH SHARED 06 1550 350 D C D W CORP COM 12512N10 191 2200 SH SHARED 10 2200 D C D W CORP COM 12512N10 117 1344 SH SHARED 14 1344 D CEC ENTMT INC COM 12513710 657 24483 SH SHARED 24483 D CEC ENTMT INC COM 12513710 1 55 SH SHARED 02 55 D CEC ENTMT INC COM 12513710 3397 126450 SH SHARED 10 126450 D CECO ENVIRONMENTAL CORP COM 12514110 1254 82093 SH SHARED 82093 D CE FRANKLIN LTD COM 12515110 1148 101620 SH SHARED 101620 D CFS BANCORP INC COM 12525D10 3 251 SH SHARED 251 D CF INDS HLDGS INC COM 12526910 2082 27440 SH SHARED 27440 D CF INDS HLDGS INC COM 12526910 367 4840 SH SHARED 01 3540 1300 D CF INDS HLDGS INC COM 12526910 12 170 SH SHARED 02 170 D CF INDS HLDGS INC COM 12526910 25126 331000 SH SHARED 10 331000 D CHC HELICOPTER CORP CL A SUB VTG 12541C20 32 1300 SH SHARED 1300 D CH ENERGY GROUP INC COM 12541M10 35 744 SH SHARED 744 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHARED 01 200 D CH ENERGY GROUP INC COM 12541M10 169 3550 SH SHARED 02 3550 D CH ENERGY GROUP INC COM 12541M10 282 5900 SH SHARED 10 5900 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 7740 142576 SH SHARED 142576 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 434 8000 SH SHARED 01 1350 6650 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 449 8274 SH SHARED 02 8274 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 6117 112690 SH SHARED 10 112690 D CIGNA CORP COM 12550910 19067 357814 SH SHARED 357814 D CIGNA CORP COM 12550910 8659 162507 SH SHARED 01 162087 420 D CIGNA CORP COM 12550910 5554 104238 SH SHARED 02 104238 D CIGNA CORP COM 12550910 9 180 SH SHARED 05 180 D CIGNA CORP COM 12550910 1405 26380 SH SHARED 06 22250 4130 D CIGNA CORP COM 12550910 20209 379232 SH SHARED 10 379232 D CIGNA CORP COM 12550910 479 9000 SH SHARED 20 9000 D CIGNA CORP COM 12550910 945 17748 SH SHARED 23 17748 D CIGNA CORP COM 12550910 479 9000 SH SHR/OTHR 23 9000 D CIT GROUP INC COM 12558110 4430 110208 SH SHARED 84643 25565 D CIT GROUP INC COM 12558110 16658 414388 SH SHARED 414388 D CIT GROUP INC COM 12558110 7226 179753 SH SHARED 01 179150 603 D CIT GROUP INC COM 12558110 1293 32172 SH SHARED 02 32172 D CIT GROUP INC COM 12558110 1178 29325 SH SHARED 04 29325 D CIT GROUP INC COM 12558110 4 110 SH SHARED 05 110 D CIT GROUP INC COM 12558110 101022 2512990 SH SHARED 06 10950 2502040 D CIT GROUP INC COM 12558110 80507 2002662 SH SHARED 10 2002662 D CIT GROUP INC COM 12558110 546 13602 SH SHARED 14 13602 D CIT GROUP INC COM 12558110 8516 211844 SH SHARED 19 211844 D CIT GROUP INC COM 12558110 28 700 SH SHR/OTHR 23 700 D CKE RESTAURANTS INC COM 12561E10 642 39619 SH SHARED 39619 D CKE RESTAURANTS INC COM 12561E10 85 5300 SH SHARED 01 5300 D CKE RESTAURANTS INC COM 12561E10 1645 101526 SH SHARED 10 101526 D CLECO CORP NEW COM 12561W10 1936 76633 SH SHARED 76633 D CLECO CORP NEW COM 12561W10 500 19800 SH SHARED 01 19800 D CLECO CORP NEW COM 12561W10 654 25900 SH SHARED 10 25900 D CLECO CORP NEW COM 12561W10 101 4000 SH SHR/OTHR 23 4000 D CKX INC COM 12562M10 8186 665024 SH SHARED 665024 D CKX INC COM 12562M10 76 6174 SH SHARED 02 6174 D CKX LANDS INC COM 12562N10 0 50 SH SHARED 50 D CME GROUP INC COM 12572Q10 32673 55628 SH SHARED 55628 D CME GROUP INC COM 12572Q10 2970 5057 SH SHARED 01 5027 30 D CME GROUP INC COM 12572Q10 3549 6044 SH SHARED 02 6044 D CME GROUP INC COM 12572Q10 1762 3000 SH SHARED 04 3000 D CME GROUP INC COM 12572Q10 11 20 SH SHARED 05 20 D CME GROUP INC COM 12572Q10 925 1575 SH SHARED 06 1140 435 D CME GROUP INC COM 12572Q10 58606 99781 SH SHARED 10 96567 3214 D CME GROUP INC COM 12572Q10 3524 6000 SH SHARED 15 6000 D CME GROUP INC COM 12572Q10 1245 2120 SH SHR/OTHR 23 2120 D CME GROUP INC COM 12572Q10 64 110 SH SHARED 24 110 D CMGI INC COM 12575010 72 53485 SH SHARED 49485 4000 D CMGI INC COM 12575010 59 43725 SH SHARED 01 43725 D CMGI INC COM 12575010 160 118200 SH SHARED 10 118200 D CMGI INC COM 12575010 0 700 SH SHARED 20 700 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 5401 4200000 PRN SHARED 02 4200000 D CMS ENERGY CORP COM 12589610 2726 162094 SH SHARED 162094 D CMS ENERGY CORP COM 12589610 1392 82790 SH SHARED 01 82790 D CMS ENERGY CORP COM 12589610 144 8620 SH SHARED 02 8620 D CMS ENERGY CORP COM 12589610 5207 309594 SH SHARED 10 309594 D CMS ENERGY CORP COM 12589610 84 5000 SH SHR/OTHR 23 5000 D CPI CORP COM 12590210 5213 135350 SH SHARED 135350 D CPI CORP COM 12590210 14 380 SH SHARED 02 380 D CSS INDS INC COM 12590610 1357 37728 SH SHARED 37728 D CSS INDS INC COM 12590610 611 17011 SH SHARED 01 17011 D CSS INDS INC COM 12590610 0 12 SH SHARED 02 12 D CSS INDS INC COM 12590610 1730 48100 SH SHARED 10 48100 D CPI AEROSTRUCTURES INC COM NEW 12591930 0 121 SH SHARED 121 D CTI INDUSTRIES CORP COM NEW 12596130 0 30 SH SHARED 30 D CSK AUTO CORP COM 12596510 372 34934 SH SHARED 34934 D CSK AUTO CORP COM 12596510 110 10400 SH SHARED 10 10400 D CNA FINL CORP COM 12611710 3847 97844 SH SHARED 97844 D CNA FINL CORP COM 12611710 95 2424 SH SHARED 01 2424 D CNA FINL CORP COM 12611710 104 2649 SH SHARED 02 2649 D CNA FINL CORP COM 12611710 715 18200 SH SHARED 10 7100 11100 D CNA SURETY CORP COM 12612L10 14 850 SH SHARED 850 D CNA SURETY CORP COM 12612L10 106 6029 SH SHARED 02 6029 D CNB FINL CORP PA COM 12612810 3 219 SH SHARED 219 D CNET NETWORKS INC COM 12613R10 168 22646 SH SHARED 22646 D CNET NETWORKS INC COM 12613R10 27 3703 SH SHARED 02 3703 D CNET NETWORKS INC COM 12613R10 509 68400 SH SHARED 04 68400 D CNOOC LTD SPONSORED ADR 12613210 501 3015 SH SHARED 3015 D CNOOC LTD SPONSORED ADR 12613210 151 910 SH SHARED 02 910 D CNOOC LTD SPONSORED ADR 12613210 30 181 SH SHARED 21 181 D CPFL ENERGIA S A SPONSORED ADR 12615310 401 6900 SH SHARED 6900 D CP HOLDRS DEP RCPTS CP 12616K10 27 200 SH SHR/OTHR 23 200 D CNX GAS CORP COM 12618H30 209 7265 SH SHARED 7265 D CNX GAS CORP COM 12618H30 30 1070 SH SHARED 01 1070 D CNX GAS CORP COM 12618H30 43 1514 SH SHARED 02 344 1170 D CPI INTERNATIONAL INC COM 12618M10 5 300 SH SHARED 300 D CRA INTL INC COM 12618T10 30 629 SH SHARED 629 D CRA INTL INC COM 12618T10 77 1600 SH SHARED 02 1600 D CRH PLC ADR 12626K20 48 1200 SH SHARED 1200 D CRH PLC ADR 12626K20 6 169 SH SHARED 02 169 D CSG SYS INTL INC COM 12634910 636 29974 SH SHARED 29974 D CSG SYS INTL INC COM 12634910 333 15700 SH SHARED 01 15700 D CSG SYS INTL INC COM 12634910 404 19036 SH SHARED 02 19036 D CSG SYS INTL INC COM 12634910 2659 125161 SH SHARED 10 125161 D CSP INC COM 12638910 0 73 SH SHARED 73 D CSX CORP COM 12640810 774821 18132960 SH SHARED 8132960 D CSX CORP COM 12640810 2442 57170 SH SHARED 01 57170 D CSX CORP COM 12640810 512 12000 SH SHR/OTHR 01 12000 D CSX CORP COM 12640810 36888 863304 SH SHARED 02 863304 D CSX CORP COM 12640810 7 180 SH SHARED 05 180 D CSX CORP COM 12640810 598 14000 SH SHARED 06 9800 4200 D CSX CORP COM 12640810 14545 340400 SH SHARED 10 340400 D CSX CORP COM 12640810 428 10032 SH SHARED 23 10032 D CSX CORP COM 12640810 948 22200 SH SHR/OTHR 23 22200 D CTC MEDIA INC COM 12642X10 109 4988 SH SHARED 4988 D CTC MEDIA INC COM 12642X10 1230 56037 SH SHARED 02 56037 D CTS CORP COM 12650110 260 20230 SH SHARED 20230 D CTS CORP COM 12650110 1 126 SH SHARED 02 126 D CTS CORP COM 12650110 122 9500 SH SHARED 10 9500 D CVB FINL CORP COM 12660010 55 4703 SH SHARED 4703 D CVB FINL CORP COM 12660010 4 418 SH SHARED 01 418 D CVB FINL CORP COM 12660010 95 8205 SH SHARED 02 8205 D CVB FINL CORP COM 12660010 222 18978 SH SHARED 10 18978 D CVD EQUIP CORP COM 12660110 0 51 SH SHARED 51 D CVS CAREMARK CORPORATION COM 12665010 708 17869 SH SHARED 17869 D CVS CAREMARK CORPORATION COM 12665010 587731 14830470 SH SHARED 14830470 D CVS CAREMARK CORPORATION COM 12665010 141335 3566364 SH SHARED 01 367025 3199339 D CVS CAREMARK CORPORATION COM 12665010 441 11151 SH SHR/OTHR 01 11151 D CVS CAREMARK CORPORATION COM 12665010 21940 553621 SH SHARED 02 553621 D CVS CAREMARK CORPORATION COM 12665010 114694 2894131 SH SHARED 04 2894131 D CVS CAREMARK CORPORATION COM 12665010 2690 67880 SH SHARED 05 67880 D CVS CAREMARK CORPORATION COM 12665010 51559 1301033 SH SHARED 06 55167 1245866 D CVS CAREMARK CORPORATION COM 12665010 65205 1645363 SH SHARED 10 1645363 D CVS CAREMARK CORPORATION COM 12665010 756 19101 SH SHARED 14 6400 12701 D CVS CAREMARK CORPORATION COM 12665010 6441 162538 SH SHARED 16 162538 D CVS CAREMARK CORPORATION COM 12665010 194 4900 SH SHARED 20 1253 3647 D CVS CAREMARK CORPORATION COM 12665010 14 367 SH SHR/OTHR 20 367 D CVS CAREMARK CORPORATION COM 12665010 233 5892 SH SHARED 21 3173 2719 D CVS CAREMARK CORPORATION COM 12665010 403 10184 SH SHARED 22 3781 6403 D CVS CAREMARK CORPORATION COM 12665010 19 500 SH SHR/OTHR 22 500 D CVS CAREMARK CORPORATION COM 12665010 1992 50273 SH SHARED 23 39612 10661 D CVS CAREMARK CORPORATION COM 12665010 4863 122719 SH SHR/OTHR 23 122719 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 3431 3908000 PRN SHARED 3908000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 439 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF 835 1000000 PRN SHARED 02 1000000 D CV THERAPEUTICS INC COM 12666710 829 92426 SH SHARED 92426 D CV THERAPEUTICS INC COM 12666710 43 4820 SH SHARED 01 4820 D CA INC COM 12673P10 9160 356145 SH SHARED 356145 D CA INC COM 12673P10 1993 77513 SH SHARED 01 77513 D CA INC COM 12673P10 491 19109 SH SHARED 02 19109 D CA INC COM 12673P10 7 300 SH SHARED 05 300 D CA INC COM 12673P10 381 14840 SH SHARED 06 10650 4190 D CA INC COM 12673P10 5072 197218 SH SHARED 10 197218 D CA INC COM 12673P10 1 67 SH SHARED 14 67 D CABELAS INC COM 12680430 60 2538 SH SHARED 2538 D CABELAS INC COM 12680430 3 162 SH SHARED 02 162 D CABELAS INC COM 12680430 1009 42700 SH SHARED 10 42700 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 11919 341156 SH SHARED 341156 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 53 1538 SH SHARED 01 1538 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 25 735 SH SHARED 02 735 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 240 6870 SH SHARED 06 5050 1820 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 468 13400 SH SHARED 10 13400 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 157 4520 SH SHARED 21 4520 D CABOT CORP COM 12705510 1621 45629 SH SHARED 45629 D CABOT CORP COM 12705510 1232 34700 SH SHARED 01 16000 18700 D CABOT CORP COM 12705510 137 3874 SH SHARED 02 3874 D CABOT CORP COM 12705510 3890 109487 SH SHARED 10 109487 D CABOT CORP COM 12705510 53 1495 SH SHARED 14 1495 D CABOT MICROELECTRONICS CORP COM 12709P10 45 1073 SH SHARED 1073 D CABOT MICROELECTRONICS CORP COM 12709P10 14 330 SH SHARED 10 330 D CABOT OIL & GAS CORP COM 12709710 1877 53406 SH SHARED 53406 D CABOT OIL & GAS CORP COM 12709710 138 3950 SH SHARED 01 3950 D CABOT OIL & GAS CORP COM 12709710 3796 107987 SH SHARED 02 107987 D CABOT OIL & GAS CORP COM 12709710 580 16500 SH SHARED 10 16500 D CACHE INC COM NEW 12715030 266 14928 SH SHARED 14928 D CACI INTL INC CL A 12719030 493 9668 SH SHARED 9668 D CACI INTL INC CL A 12719030 9 178 SH SHARED 02 178 D CACI INTL INC CL A 12719030 24048 470700 SH SHARED 10 470700 D CACI INTL INC CL A 12719030 1445 28300 SH SHARED 14 28300 D CACI INTL INC CL A 12719030 48 950 SH SHR/OTHR 23 950 D CADBURY SCHWEPPES PLC ADR 12720930 51 1114 SH SHARED 02 1114 D CADENCE FINL CORP COM 12738A10 5 304 SH SHARED 304 D CADENCE PHARMACEUTICALS INC COM 12738T10 9 652 SH SHARED 652 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 1300 912000 PRN SHARED 02 912000 D CADENCE DESIGN SYSTEM INC COM 12738710 34161 1539481 SH SHARED 1539481 D CADENCE DESIGN SYSTEM INC COM 12738710 1840 82959 SH SHARED 01 1859 81100 D CADENCE DESIGN SYSTEM INC COM 12738710 327 14754 SH SHARED 02 14754 D CADENCE DESIGN SYSTEM INC COM 12738710 203 9180 SH SHARED 06 6600 2580 D CADENCE DESIGN SYSTEM INC COM 12738710 8571 386300 SH SHARED 10 386300 D CADENCE DESIGN SYSTEM INC COM 12738710 469 21159 SH SHARED 14 21159 D CADIZ INC COM NEW 12753720 323 17109 SH SHARED 17109 D CADIZ INC COM NEW 12753720 0 12 SH SHARED 02 12 D CAESARS ENTMT INC FRNT 4/1 127687AB 3118 2315000 PRN SHARED 02 2315000 D CAGLES INC CL A 12770310 0 44 SH SHARED 44 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 61155 40500000 PRN SHARED 40500000 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 1366 905000 PRN SHARED 02 905000 D CAL DIVE INTL INC DEL COM 12802T10 15 1025 SH SHARED 1025 D CAL DIVE INTL INC DEL COM 12802T10 161 10790 SH SHARED 01 10790 D CAL DIVE INTL INC DEL COM 12802T10 0 42 SH SHARED 02 42 D CAL MAINE FOODS INC COM NEW 12803020 189 7524 SH SHARED 7524 D CAL MAINE FOODS INC COM NEW 12803020 50 2000 SH SHARED 01 2000 D CAL MAINE FOODS INC COM NEW 12803020 1751 69400 SH SHARED 10 69400 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 954 62247 SH SHARED 62247 D CALAMOS ASSET MGMT INC CL A 12811R10 369 13090 SH SHARED 13090 D CALAMOS ASSET MGMT INC CL A 12811R10 140 4960 SH SHARED 02 4960 D CALAMOS ASSET MGMT INC CL A 12811R10 392 13900 SH SHARED 10 13900 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 858 49900 SH SHARED 49900 D CALAMP CORP COM 12812610 2 604 SH SHARED 604 D CALAVO GROWERS INC COM 12824610 5 297 SH SHARED 297 D CALAVO GROWERS INC COM 12824610 17 900 SH SHARED 02 900 D CALGON CARBON CORP COM 12960310 13 1000 SH SHARED 1000 D CALGON CARBON CORP COM 12960310 913 65467 SH SHARED 65467 D CALGON CARBON CORP COM 12960310 12 930 SH SHARED 02 930 D CALGON CARBON CORP COM 12960310 4896 350721 SH SHARED 04 350721 D CALGON CARBON CORP COM 12960310 2792 200000 SH SHARED 05 200000 D CALGON CARBON CORP COM 12960310 25 1823 SH SHARED 06 1823 D CALGON CARBON CORP COM 12960310 247 17723 SH SHARED 10 17723 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 5356 436196 SH SHARED 436196 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 0 58 SH SHARED 58 D CALIFORNIA MICRO DEVICES COR COM 13043910 40 9165 SH SHARED 9165 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 23 1320 SH SHARED 1320 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 43 2495 SH SHARED 01 2495 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 248 14149 SH SHARED 02 14149 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 872 49650 SH SHARED 10 49650 D CALIFORNIA WTR SVC GROUP COM 13078810 186 4845 SH SHARED 4845 D CALIFORNIA WTR SVC GROUP COM 13078810 61 1593 SH SHARED 02 1593 D CALIFORNIA WTR SVC GROUP COM 13078810 1128 29315 SH SHARED 10 29315 D CALIPER LIFE SCIENCES INC COM 13087210 6 1126 SH SHARED 1126 D CALIPER LIFE SCIENCES INC COM 13087210 39 6800 SH SHARED 02 6800 D CALLAWAY GOLF CO COM 13119310 2971 185596 SH SHARED 185596 D CALLAWAY GOLF CO COM 13119310 536 33500 SH SHARED 01 13200 20300 D CALLAWAY GOLF CO COM 13119310 187 11738 SH SHARED 02 11738 D CALLAWAY GOLF CO COM 13119310 9442 589810 SH SHARED 10 589810 D CALLISTO PHARMACEUTICALS NEW COM 1312EM10 0 989 SH SHARED 989 D CALLIDUS SOFTWARE INC COM 13123E50 4 492 SH SHARED 492 D CALLIDUS SOFTWARE INC COM 13123E50 58 6850 SH SHARED 02 6850 D CALLON PETE CO DEL COM 13123X10 186 13382 SH SHARED 13382 D CALLON PETE CO DEL COM 13123X10 0 21 SH SHARED 02 21 D CALLWAVE INC DEL COM 13126N10 0 241 SH SHARED 241 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 63 1299 SH SHARED 1299 D CAM COMM SOLUTIONS INC COM 13191610 2 77 SH SHARED 77 D CAMBREX CORP COM 13201110 340 31307 SH SHARED 31307 D CAMBREX CORP COM 13201110 71 6600 SH SHARED 01 6600 D CAMBREX CORP COM 13201110 0 77 SH SHARED 02 77 D CAMBREX CORP COM 13201110 3981 365600 SH SHARED 10 365600 D CAMBRIDGE DISPLAY TECH INC COM 13219310 3 292 SH SHARED 292 D CAMCO FINL CORP COM 13261810 2 193 SH SHARED 193 D CAMDEN NATL CORP COM 13303410 5 153 SH SHARED 153 D CAMDEN NATL CORP COM 13303410 20 600 SH SHARED 02 600 D CAMDEN NATL CORP COM 13303410 143 4100 SH SHARED 10 4100 D CAMDEN PPTY TR SH BEN INT 13313110 150 2349 SH SHARED 2349 D CAMDEN PPTY TR SH BEN INT 13313110 11 175 SH SHARED 01 175 D CAMDEN PPTY TR SH BEN INT 13313110 12 189 SH SHARED 02 189 D CAMDEN PPTY TR SH BEN INT 13313110 1927 30000 SH SHARED 04 30000 D CAMDEN PPTY TR SH BEN INT 13313110 167 2600 SH SHARED 10 2600 D CAMDEN PPTY TR SH BEN INT 13313110 51 800 SH SHARED 14 800 D CAMECO CORP COM 13321L10 293 6350 SH SHARED 6350 D CAMECO CORP COM 13321L10 48731 1053892 SH SHARED 1050892 3000 D CAMECO CORP COM 13321L10 97 2114 SH SHARED 01 2114 D CAMECO CORP COM 13321L10 110 2400 SH SHR/OTHR 01 2400 D CAMECO CORP COM 13321L10 28 617 SH SHARED 02 617 D CAMECO CORP COM 13321L10 9 200 SH SHARED 05 200 D CAMECO CORP COM 13321L10 90 1950 SH SHARED 06 350 1600 D CAMECO CORP COM 13321L10 1842 39850 SH SHARED 10 39850 D CAMECO CORP COM 13321L10 49 1068 SH SHARED 14 1068 D CAMECO CORP COM 13321L10 92 2000 SH SHR/OTHR 23 2000 D CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB 517 350000 PRN SHARED 350000 D CAMERON INTERNATIONAL CORP COM 13342B10 6654 72099 SH SHARED 72099 D CAMERON INTERNATIONAL CORP COM 13342B10 36043 390547 SH SHARED 01 231747 158800 D CAMERON INTERNATIONAL CORP COM 13342B10 4356 47205 SH SHR/OTHR 01 47205 D CAMERON INTERNATIONAL CORP COM 13342B10 686 7438 SH SHARED 02 7438 D CAMERON INTERNATIONAL CORP COM 13342B10 8 90 SH SHARED 05 90 D CAMERON INTERNATIONAL CORP COM 13342B10 323 3500 SH SHARED 06 2500 1000 D CAMERON INTERNATIONAL CORP COM 13342B10 11792 127772 SH SHARED 10 98537 29235 D CAMERON INTERNATIONAL CORP COM 13342B10 6 75 SH SHR/OTHR 10 75 D CAMERON INTERNATIONAL CORP COM 13342B10 378 4100 SH SHARED 14 4100 D CAMERON INTERNATIONAL CORP COM 13342B10 5771 62540 SH SHARED 20 28635 33905 D CAMERON INTERNATIONAL CORP COM 13342B10 1106 11990 SH SHR/OTHR 20 11990 D CAMERON INTERNATIONAL CORP COM 13342B10 324 3518 SH SHARED 21 3434 84 D CAMERON INTERNATIONAL CORP COM 13342B10 110 1200 SH SHR/OTHR 21 1200 D CAMERON INTERNATIONAL CORP COM 13342B10 1929 20910 SH SHARED 22 15460 5450 D CAMERON INTERNATIONAL CORP COM 13342B10 203 2207 SH SHR/OTHR 22 2207 D CAMERON INTERNATIONAL CORP COM 13342B10 3041 32956 SH SHARED 23 30556 2400 D CAMERON INTERNATIONAL CORP COM 13342B10 4360 47245 SH SHR/OTHR 23 47245 D CAMERON INTERNATIONAL CORP COM 13342B10 444 4818 SH SHARED 24 4818 D CAMPBELL SOUP CO COM 13442910 33 900 SH SHARED 900 D CAMPBELL SOUP CO COM 13442910 8727 235879 SH SHARED 235879 D CAMPBELL SOUP CO COM 13442910 6500 175683 SH SHARED 01 167383 8300 D CAMPBELL SOUP CO COM 13442910 88 2400 SH SHR/OTHR 01 2400 D CAMPBELL SOUP CO COM 13442910 6668 180217 SH SHARED 02 180217 D CAMPBELL SOUP CO COM 13442910 925 25000 SH SHARED 04 25000 D CAMPBELL SOUP CO COM 13442910 7 200 SH SHARED 05 200 D CAMPBELL SOUP CO COM 13442910 267 7230 SH SHARED 06 5150 2080 D CAMPBELL SOUP CO COM 13442910 3840 103794 SH SHARED 10 103794 D CAMPBELL SOUP CO COM 13442910 669 18104 SH SHARED 14 18104 D CAMPBELL SOUP CO COM 13442910 580 15700 SH SHARED 20 3700 12000 D CAMPBELL SOUP CO COM 13442910 148 4000 SH SHR/OTHR 20 4000 D CAMPBELL SOUP CO COM 13442910 12 337 SH SHARED 22 337 D CAMPBELL SOUP CO COM 13442910 148 4000 SH SHR/OTHR 22 4000 D CAMPBELL SOUP CO COM 13442910 118 3200 SH SHR/OTHR 23 3200 D CDN IMPERIAL BK OF COMMERCE COM 13606910 393 3932 SH SHARED 3932 D CDN IMPERIAL BK OF COMMERCE COM 13606910 16624 166296 SH SHARED 164796 1500 D CDN IMPERIAL BK OF COMMERCE COM 13606910 51 514 SH SHARED 01 514 D CDN IMPERIAL BK OF COMMERCE COM 13606910 30168 301773 SH SHARED 04 301773 D CDN IMPERIAL BK OF COMMERCE COM 13606910 10 103 SH SHARED 05 103 D CDN IMPERIAL BK OF COMMERCE COM 13606910 206 2070 SH SHARED 06 350 1720 D CDN IMPERIAL BK OF COMMERCE COM 13606910 361 3620 SH SHARED 10 3620 D CDN IMPERIAL BK OF COMMERCE COM 13606910 692 6927 SH SHARED 14 6927 D CANADIAN NATL RY CO COM 13637510 31 560 SH SHARED 560 D CANADIAN NATL RY CO COM 13637510 6073 106551 SH SHARED 105351 1200 D CANADIAN NATL RY CO COM 13637510 323 5676 SH SHARED 01 3676 2000 D CANADIAN NATL RY CO COM 13637510 114 2000 SH SHR/OTHR 01 2000 D CANADIAN NATL RY CO COM 13637510 67 1188 SH SHARED 02 1188 D CANADIAN NATL RY CO COM 13637510 111 1951 SH SHARED 04 1951 D CANADIAN NATL RY CO COM 13637510 17348 304365 SH SHARED 04 304365 D CANADIAN NATL RY CO COM 13637510 17111 300200 SH SHARED 05 300200 D CANADIAN NATL RY CO COM 13637510 19816 347652 SH SHARED 06 61150 286502 D CANADIAN NATL RY CO COM 13637510 28420 498602 SH SHARED 10 498602 D CANADIAN NATL RY CO COM 13637510 67 1176 SH SHARED 14 1176 D CANADIAN NATL RY CO COM 13637510 1183 20760 SH SHARED 15 20760 D CANADIAN NATL RY CO COM 13637510 6229 109281 SH SHARED 16 109281 D CANADIAN NATL RY CO COM 13637510 45 800 SH SHARED 24 800 D CANADIAN NAT RES LTD COM 13638510 5341 70519 SH SHARED 68719 1800 D CANADIAN NAT RES LTD COM 13638510 203 2692 SH SHARED 01 2692 D CANADIAN NAT RES LTD COM 13638510 124 1650 SH SHARED 02 1650 D CANADIAN NAT RES LTD COM 13638510 10302 136000 SH SHARED 04 136000 D CANADIAN NAT RES LTD COM 13638510 22 300 SH SHARED 05 300 D CANADIAN NAT RES LTD COM 13638510 268 3550 SH SHARED 06 550 3000 D CANADIAN NAT RES LTD COM 13638510 2984 39400 SH SHARED 10 39400 D CANADIAN NAT RES LTD COM 13638510 1941 25626 SH SHARED 14 25626 D CANADIAN NAT RES LTD COM 13638510 32 435 SH SHR/OTHR 23 435 D CANADIAN PAC RY LTD COM 13645T10 48 692 SH SHARED 692 D CANADIAN PAC RY LTD COM 13645T10 18121 257816 SH SHARED 257816 D CANADIAN PAC RY LTD COM 13645T10 63 900 SH SHARED 01 900 D CANADIAN PAC RY LTD COM 13645T10 79 1125 SH SHR/OTHR 01 1125 D CANADIAN PAC RY LTD COM 13645T10 33 481 SH SHARED 02 481 D CANADIAN PAC RY LTD COM 13645T10 2811 40000 SH SHARED 04 40000 D CANADIAN PAC RY LTD COM 13645T10 10 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 66 950 SH SHARED 06 150 800 D CANADIAN PAC RY LTD COM 13645T10 105 1500 SH SHARED 10 1500 D CANADIAN PAC RY LTD COM 13645T10 235 3350 SH SHARED 20 3350 D CANADIAN SOLAR INC COM 13663510 2995 317282 SH SHARED 317282 D CANADIAN SOLAR INC COM 13663510 1840 195000 SH SHARED 02 195000 D CANDELA CORP COM 13690710 5 590 SH SHARED 590 D CANDELA CORP COM 13690710 16 2000 SH SHR/OTHR 01 2000 D CANDELA CORP COM 13690710 12 1500 SH SHARED 02 1500 D CANARGO ENERGY CORP COM 13722510 164 214000 SH SHARED 214000 D CANETIC RES TR COM 13751310 3396 221675 SH SHARED 221675 D CANETIC RES TR COM 13751310 7 500 SH SHARED 14 500 D CANO PETE INC COM 13780110 5 710 SH SHARED 710 D CANO PETE INC COM 13780110 14 2000 SH SHR/OTHR 22 2000 D CANON INC ADR 13800630 25 477 SH SHARED 01 27 450 D CANON INC ADR 13800630 40 750 SH SHR/OTHR 01 750 D CANON INC ADR 13800630 86 1590 SH SHARED 02 1590 D CANTEL MEDICAL CORP COM 13809810 8 552 SH SHARED 552 D CANTEL MEDICAL CORP COM 13809810 0 12 SH SHARED 02 12 D CANTERBURY PARK HOLDING CORP COM 13811E10 0 70 SH SHARED 70 D CANYON RESOURCES CORP COM NEW 13886930 0 1356 SH SHARED 1356 D CAPE FEAR BK CORP COM 13938010 0 91 SH SHARED 91 D CAPELLA EDUCATION COMPANY COM 13959410 32 577 SH SHARED 577 D CAPITAL CITY BK GROUP INC COM 13967410 20 657 SH SHARED 657 D CAPITAL CITY BK GROUP INC COM 13967410 0 18 SH SHARED 02 18 D CAPITAL CITY BK GROUP INC COM 13967410 152 4900 SH SHARED 10 4900 D CAPITAL ALLIANCE INCM TR REI COM NEW 13971R30 0 9 SH SHARED 9 D CAPITAL BK CORP COM 13979310 4 279 SH SHARED 279 D CAPITAL CORP OF THE WEST COM NEW 14006520 10 552 SH SHARED 552 D CAPITAL CORP OF THE WEST COM NEW 14006520 47 2600 SH SHARED 10 2600 D CAPLEASE INC COM 14028810 182 17829 SH SHARED 17829 D CAPLEASE INC COM 14028810 11472 1119300 SH SHARED 10 1119300 D CAPITAL ONE FINL CORP COM 14040H10 1530 23038 SH SHARED 23038 D CAPITAL ONE FINL CORP COM 14040H10 30969 466193 SH SHARED 417993 48200 D CAPITAL ONE FINL CORP COM 14040H10 4387 66052 SH SHARED 01 66030 22 D CAPITAL ONE FINL CORP COM 14040H10 0 8 SH SHR/OTHR 01 8 D CAPITAL ONE FINL CORP COM 14040H10 35754 538230 SH SHARED 02 538230 D CAPITAL ONE FINL CORP COM 14040H10 13 200 SH SHARED 05 200 D CAPITAL ONE FINL CORP COM 14040H10 867 13060 SH SHARED 06 9450 3610 D CAPITAL ONE FINL CORP COM 14040H10 74792 1125887 SH SHARED 10 1043987 81900 D CAPITAL ONE FINL CORP COM 14040H10 730 11000 SH SHARED 14 11000 D CAPITAL ONE FINL CORP COM 14040H10 1 27 SH SHARED 20 27 D CAPITAL ONE FINL CORP COM 14040H10 2 40 SH SHR/OTHR 23 40 D CAPITAL PPTYS INC R I COM 14043010 0 35 SH SHARED 35 D CAPITAL SR LIVING CORP COM 14047510 546 64896 SH SHARED 64896 D CAPITAL SR LIVING CORP COM 14047510 0 24 SH SHARED 02 24 D CAPITAL SR LIVING CORP COM 14047510 25 3000 SH SHARED 10 3000 D CAPITAL SOUTHWEST CORP COM 14050110 99 808 SH SHARED 808 D CAPITAL SOUTHWEST CORP COM 14050110 0 4 SH SHARED 02 4 D CAPITAL SOUTHWEST CORP COM 14050110 245 2000 SH SHARED 10 2000 D CAPITAL TRUST INC MD CL A NEW 14052H50 23 656 SH SHARED 656 D CAPITAL TRUST INC MD CL A NEW 14052H50 50 1419 SH SHARED 02 1419 D CAPITAL TRUST INC MD CL A NEW 14052H50 315 8900 SH SHARED 10 8900 D CAPITALSOURCE INC DBCV 1.625% 3/1 14055XAF 3988 4000000 PRN SHARED 4000000 D CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG 920 1000000 PRN SHARED 1000000 D CAPITALSOURCE INC COM 14055X10 20978 1036499 SH SHARED 1036499 D CAPITALSOURCE INC COM 14055X10 835 41300 SH SHARED 01 41300 D CAPITALSOURCE INC COM 14055X10 100 4977 SH SHARED 02 4977 D CAPITALSOURCE INC COM 14055X10 105 5200 SH SHARED 10 5200 D CAPITALSOURCE INC COM 14055X10 60 3000 SH SHR/OTHR 23 3000 D CAPITALSOUTH BANCORP COM 14056A10 0 71 SH SHARED 71 D CAPITOL BANCORP LTD COM 14056D10 18 743 SH SHARED 743 D CAPITOL BANCORP LTD COM 14056D10 0 24 SH SHARED 02 24 D CAPITOL FED FINL COM 14057C10 343 10049 SH SHARED 10049 D CAPITOL FED FINL COM 14057C10 37 1100 SH SHARED 01 1100 D CAPITOL FED FINL COM 14057C10 3 110 SH SHARED 02 110 D CAPITOL FED FINL COM 14057C10 379 11103 SH SHARED 10 11103 D CAPSTONE TURBINE CORP COM 14067D10 8 7002 SH SHARED 7002 D CAPSTEAD MTG CORP COM NO PAR 14067E50 5 492 SH SHARED 492 D CAPSTEAD MTG CORP COM NO PAR 14067E50 96 9400 SH SHARED 02 9400 D CAPTARIS INC COM 14071N10 3 701 SH SHARED 701 D CARACO PHARMACEUTICAL LABS L COM 14075T10 7 492 SH SHARED 492 D CARACO PHARMACEUTICAL LABS L COM 14075T10 21 1400 SH SHARED 01 1400 D CARACO PHARMACEUTICAL LABS L COM 14075T10 0 10 SH SHARED 02 10 D CARACO PHARMACEUTICAL LABS L COM 14075T10 713 46800 SH SHARED 10 46800 D CARBO CERAMICS INC COM 14078110 339 6702 SH SHARED 6702 D CARBO CERAMICS INC COM 14078110 20 400 SH SHARED 10 400 D CARAUSTAR INDS INC COM 14090910 3 743 SH SHARED 743 D CARDIAC SCIENCE CORP COM 14141A10 5 527 SH SHARED 527 D CARDIAC SCIENCE CORP COM 14141A10 15 1500 SH SHARED 02 1500 D CARDICA INC COM 14141R10 184 19362 SH SHARED 19362 D CARDINAL FINL CORP COM 14149F10 6 623 SH SHARED 623 D CARDINAL FINL CORP COM 14149F10 19 2001 SH SHARED 02 2001 D CARDINAL HEALTH INC COM 14149Y10 24728 395463 SH SHARED 395463 D CARDINAL HEALTH INC COM 14149Y10 3518 56273 SH SHARED 01 56273 D CARDINAL HEALTH INC COM 14149Y10 1780 28473 SH SHARED 02 28473 D CARDINAL HEALTH INC COM 14149Y10 11 190 SH SHARED 05 190 D CARDINAL HEALTH INC COM 14149Y10 842 13470 SH SHARED 06 9750 3720 D CARDINAL HEALTH INC COM 14149Y10 15561 248868 SH SHARED 10 248868 D CARDINAL HEALTH INC COM 14149Y10 444 7102 SH SHARED 14 7102 D CARDINAL HEALTH INC COM 14149Y10 1582 25304 SH SHARED 20 7960 17344 D CARDINAL HEALTH INC COM 14149Y10 265 4250 SH SHR/OTHR 20 4250 D CARDINAL HEALTH INC COM 14149Y10 530 8484 SH SHR/OTHR 23 8484 D CARDINAL STATE BANK DURHAM N COM 14154610 0 58 SH SHARED 58 D CARDIOME PHARMA CORP COM NEW 14159U20 4052 429300 SH SHARED 04 429300 D CARDIOME PHARMA CORP COM NEW 14159U20 823 87200 SH SHARED 10 87200 D CARDIOME PHARMA CORP COM NEW 14159U20 115 12200 SH SHARED 14 12200 D CARDIOME PHARMA CORP COM NEW 14159U20 23 2471 SH SHARED 21 2471 D CARDIODYNAMICS INTL CORP COM 14159710 0 1072 SH SHARED 1072 D CARDIOTECH INTL INC COM 14160C10 0 512 SH SHARED 512 D CARE INVESTMENT TRUST INC COM 14165710 4 384 SH SHARED 384 D CARE INVESTMENT TRUST INC COM 14165710 43 3636 SH SHARED 02 3636 D CAREER EDUCATION CORP COM 14166510 4088 146066 SH SHARED 146066 D CAREER EDUCATION CORP COM 14166510 1005 35920 SH SHARED 01 5620 30300 D CAREER EDUCATION CORP COM 14166510 148 5316 SH SHARED 02 5316 D CAREER EDUCATION CORP COM 14166510 86 3100 SH SHARED 06 2300 800 D CAREER EDUCATION CORP COM 14166510 114 4100 SH SHARED 10 4100 D CAREER EDUCATION CORP COM 14166510 2258 80688 SH SHARED 14 80688 D CARDIUM THERAPEUTICS INC COM 14191610 2 906 SH SHARED 906 D CARIBOU COFFEE INC COM 14204220 1 195 SH SHARED 195 D CARLISLE COS INC COM 14233910 2104 43297 SH SHARED 43297 D CARLISLE COS INC COM 14233910 865 17800 SH SHARED 01 17800 D CARLISLE COS INC COM 14233910 539 11101 SH SHARED 02 11101 D CARLISLE COS INC COM 14233910 208 4300 SH SHARED 10 4300 D CARMAX INC COM 14313010 4100 201684 SH SHARED 201684 D CARMAX INC COM 14313010 1597 78597 SH SHARED 01 14097 64500 D CARMAX INC COM 14313010 236 11635 SH SHARED 02 11635 D CARMAX INC COM 14313010 119 5902 SH SHARED 06 4862 1040 D CARMAX INC COM 14313010 2696 132612 SH SHARED 10 132612 D CARMIKE CINEMAS INC COM 14343640 12 658 SH SHARED 658 D CARMIKE CINEMAS INC COM 14343640 180 9815 SH SHARED 02 9815 D CARMIKE CINEMAS INC COM 14343640 139 7600 SH SHARED 10 7600 D CARNIVAL PLC ADR 14365C10 693 14600 SH SHARED 14600 D CARNIVAL PLC ADR 14365C10 9 193 SH SHARED 02 193 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 628 500000 PRN SHARED 500000 D CARNIVAL CORP NOTE 10/2 143658AS 14838 18319008 PRN SHARED 02 18319008 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 1238 1800000 PRN SHARED 1800000 D CARNIVAL CORP PAIRED CTF 14365830 11 242 SH SHARED 242 D CARNIVAL CORP PAIRED CTF 14365830 64791 1337843 SH SHARED 1336343 1500 D CARNIVAL CORP PAIRED CTF 14365830 8750 180679 SH SHARED 01 180504 175 D CARNIVAL CORP PAIRED CTF 14365830 21517 444310 SH SHARED 02 444310 D CARNIVAL CORP PAIRED CTF 14365830 314 6500 SH SHARED 04 6500 D CARNIVAL CORP PAIRED CTF 14365830 11 240 SH SHARED 05 240 D CARNIVAL CORP PAIRED CTF 14365830 3396 70130 SH SHARED 06 66050 4080 D CARNIVAL CORP PAIRED CTF 14365830 19388 400343 SH SHARED 10 400343 D CARNIVAL CORP PAIRED CTF 14365830 26 549 SH SHARED 14 549 D CARNIVAL CORP PAIRED CTF 14365830 77 1610 SH SHARED 20 1610 D CARNIVAL CORP PAIRED CTF 14365830 40 840 SH SHARED 23 840 D CARNIVAL CORP PAIRED CTF 14365830 348 7200 SH SHR/OTHR 23 7200 D CARRIAGE SVCS INC COM 14390510 3 457 SH SHARED 457 D CARRIAGE SVCS INC COM 14390510 2 310 SH SHARED 02 310 D CAROLINA NATL CORP COM 14406010 1 66 SH SHARED 66 D CAROLINA TR BK LINCOLNTON NC COM 14420010 0 40 SH SHARED 40 D CARPENTER TECHNOLOGY CORP COM 14428510 3059 23534 SH SHARED 23534 D CARPENTER TECHNOLOGY CORP COM 14428510 1209 9300 SH SHARED 01 1700 7600 D CARPENTER TECHNOLOGY CORP COM 14428510 180 1386 SH SHARED 02 1386 D CARPENTER TECHNOLOGY CORP COM 14428510 130 1000 SH SHARED 10 1000 D CARRIER ACCESS CORP COM 14446010 1 514 SH SHARED 514 D CARRIZO OIL & CO INC COM 14457710 110 2472 SH SHARED 2472 D CARRIZO OIL & CO INC COM 14457710 54 1225 SH SHARED 01 500 725 D CARRIZO OIL & CO INC COM 14457710 32431 722940 SH SHARED 10 722940 D CARROLLTON BANCORP COM 14528210 0 65 SH SHARED 65 D CARROLS RESTAURANT GROUP INC COM 14574X10 4097 365867 SH SHARED 365867 D CARTER INC COM 14622910 42838 2147300 SH SHARED 2147300 D CARTER INC COM 14622910 1 84 SH SHARED 02 84 D CARTER INC COM 14622910 6370 319300 SH SHARED 10 319300 D CARTER INC COM 14622910 151 7595 SH SHARED 21 7595 D CARVER BANCORP INC COM 14687510 1 64 SH SHARED 64 D CASCADE BANCORP COM 14715410 22 1010 SH SHARED 1010 D CASCADE BANCORP COM 14715410 0 36 SH SHARED 02 36 D CASCADE BANCORP COM 14715410 117 5300 SH SHARED 10 5300 D CASCADE CORP COM 14719510 215 3309 SH SHARED 3309 D CASCADE CORP COM 14719510 78 1200 SH SHARED 01 1200 D CASCADE CORP COM 14719510 0 15 SH SHARED 02 15 D CASCADE CORP COM 14719510 4855 74500 SH SHARED 10 74500 D CASCADE FINL CORP COM 14727210 4 281 SH SHARED 281 D CASCADE MICROTECH INC COM 14732210 2 216 SH SHARED 216 D CASELLA WASTE SYS INC CL A 14744810 76 6109 SH SHARED 6109 D CASELLA WASTE SYS INC CL A 14744810 41 3300 SH SHARED 01 3300 D CASELLA WASTE SYS INC CL A 14744810 129 10300 SH SHARED 02 10300 D CASELLA WASTE SYS INC CL A 14744810 959 76500 SH SHARED 10 76500 D CASEYS GEN STORES INC COM 14752810 158 5737 SH SHARED 5737 D CASEYS GEN STORES INC COM 14752810 872 31500 SH SHARED 01 31500 D CASEYS GEN STORES INC COM 14752810 9 327 SH SHARED 02 327 D CASEYS GEN STORES INC COM 14752810 2449 88430 SH SHARED 10 88430 D CASH AMER INTL INC COM 14754D10 80 2138 SH SHARED 2138 D CASH AMER INTL INC COM 14754D10 7 200 SH SHARED 01 200 D CASH AMER INTL INC COM 14754D10 131 3500 SH SHARED 02 3500 D CASH AMER INTL INC COM 14754D10 752 20000 SH SHARED 04 20000 D CASH AMER INTL INC COM 14754D10 1201 31965 SH SHARED 10 31965 D CASH SYSTEMS INC COM 14756B10 2 472 SH SHARED 472 D CASH TECHNOLOGIES INC COM 14791010 0 511 SH SHARED 511 D CASS INFORMATION SYS INC COM 14808P10 10 294 SH SHARED 294 D CASTLE A M & CO COM 14841110 106 3259 SH SHARED 3259 D CASTLE A M & CO COM 14841110 300 9218 SH SHARED 02 9218 D CASTLE A M & CO COM 14841110 2445 75000 SH SHARED 10 75000 D CASTLE BRANDS INC COM 14843510 1 318 SH SHARED 318 D CASUAL MALE RETAIL GRP INC COM 14871110 15 1731 SH SHARED 1731 D CASUAL MALE RETAIL GRP INC COM 14871110 2 263 SH SHARED 02 263 D CATALINA MARKETING CORP COM 14886710 9911 305994 SH SHARED 305994 D CATALINA MARKETING CORP COM 14886710 401 12400 SH SHARED 01 12400 D CATALINA MARKETING CORP COM 14886710 56 1731 SH SHARED 02 1731 D CATALINA MARKETING CORP COM 14886710 340 10500 SH SHARED 10 10500 D CATALYST PHARM PARTNERS INC COM 14888U10 0 209 SH SHARED 209 D CATALYST SEMICONDUCTOR INC COM 14888110 2 418 SH SHARED 418 D CATALYTICA ENERGY SYS INC COM 14888410 0 378 SH SHARED 378 D CATAPULT COMMUNICATIONS CORP COM 14901610 1 254 SH SHARED 254 D CATAPULT COMMUNICATIONS CORP COM 14901610 4 649 SH SHARED 02 649 D CATERPILLAR INC DEL COM 14912310 470 6000 SH SHARED 6000 D CATERPILLAR INC DEL COM 14912310 74068 944384 SH SHARED 939934 4450 D CATERPILLAR INC DEL COM 14912310 11050 140891 SH SHARED 01 99291 41600 D CATERPILLAR INC DEL COM 14912310 19 250 SH SHR/OTHR 01 250 D CATERPILLAR INC DEL COM 14912310 5301 67599 SH SHARED 02 67599 D CATERPILLAR INC DEL COM 14912310 417 5320 SH SHARED 04 5320 D CATERPILLAR INC DEL COM 14912310 2352 30000 SH SHARED 04 30000 D CATERPILLAR INC DEL COM 14912310 2295 29270 SH SHARED 05 29270 D CATERPILLAR INC DEL COM 14912310 1693 21590 SH SHARED 06 15550 6040 D CATERPILLAR INC DEL COM 14912310 91531 1167049 SH SHARED 10 1140249 26800 D CATERPILLAR INC DEL COM 14912310 184 2356 SH SHARED 14 2356 D CATERPILLAR INC DEL COM 14912310 274 3500 SH SHARED 15 3500 D CATERPILLAR INC DEL COM 14912310 4404 56152 SH SHARED 20 8932 47220 D CATERPILLAR INC DEL COM 14912310 313 4000 SH SHR/OTHR 20 4000 D CATERPILLAR INC DEL COM 14912310 62 800 SH SHARED 23 800 D CATERPILLAR INC DEL COM 14912310 776 9900 SH SHR/OTHR 23 9900 D CATERPILLAR INC DEL COM 14912310 349 4462 SH SHARED 24 4462 D CATHAY GENERAL BANCORP COM 14915010 1030 31998 SH SHARED 31998 D CATHAY GENERAL BANCORP COM 14915010 501 15575 SH SHARED 01 575 15000 D CATHAY GENERAL BANCORP COM 14915010 78 2427 SH SHARED 02 2427 D CATHAY GENERAL BANCORP COM 14915010 1381 42900 SH SHARED 10 42900 D CATO CORP NEW CL A 14920510 76 3746 SH SHARED 3746 D CATO CORP NEW CL A 14920510 1 52 SH SHARED 02 52 D CATO CORP NEW CL A 14920510 141 6900 SH SHARED 10 6900 D CAVALIER HOMES INC COM 14950710 1 468 SH SHARED 468 D CAVCO INDS INC DEL COM 14956810 5 163 SH SHARED 163 D CAVCO INDS INC DEL COM 14956810 7 238 SH SHARED 01 238 D CAVIUM NETWORKS INC COM 14965A10 9 296 SH SHARED 296 D CAVIUM NETWORKS INC COM 14965A10 6077 187000 SH SHARED 04 187000 D CAVIUM NETWORKS INC COM 14965A10 924 28450 SH SHARED 10 28450 D CBEYOND INC COM 14984710 48 1189 SH SHARED 1189 D CBEYOND INC COM 14984710 336 8250 SH SHARED 02 8250 D CBEYOND INC COM 14984710 203 5000 SH SHARED 04 5000 D CBEYOND INC COM 14984710 24881 610000 SH SHARED 10 610000 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 49 2079 SH SHARED 2079 D CEDAR SHOPPING CTRS INC COM NEW 15060220 41 3047 SH SHARED 3047 D CEDAR SHOPPING CTRS INC COM NEW 15060220 1 74 SH SHARED 02 74 D CEDAR SHOPPING CTRS INC COM NEW 15060220 110 8100 SH SHARED 10 8100 D CEDAR SHOPPING CTRS INC COM NEW 15060220 11779 864900 SH SHARED 11 864900 D CEL-SCI CORP COM NEW 15083740 1 2841 SH SHARED 2841 D CELADON GROUP INC COM 15083810 12 1060 SH SHARED 1060 D CELANESE CORP DEL COM SER A 15087010 1286 33000 SH SHARED 33000 D CELANESE CORP DEL COM SER A 15087010 6601 169354 SH SHARED 169354 D CELANESE CORP DEL COM SER A 15087010 4180 107245 SH SHARED 02 107245 D CELANESE CORP DEL COM SER A 15087010 35522 911300 SH SHARED 10 911300 D CELANESE CORP DEL PFD 4.25% CONV 15087020 14080 280825 SH SHARED 280825 D CELANESE CORP DEL PFD 4.25% CONV 15087020 8317 165877 SH SHARED 02 165877 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 757 915000 PRN SHARED 915000 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 828 1000000 PRN SHARED 02 1000000 D CELL GENESYS INC COM 15092110 35 9388 SH SHARED 9388 D CELL THERAPEUTICS INC COM NEW 15093440 958 261201 SH SHARED 261201 D CELL THERAPEUTICS INC COM NEW 15093440 0 88 SH SHARED 02 88 D CELEBRATE EXPRESS INC COM 15100A10 1 124 SH SHARED 124 D CELESTICA INC SUB VTG SHS 15101Q10 16 2640 SH SHARED 2640 D CELESTICA INC SUB VTG SHS 15101Q10 1332 218131 SH SHARED 218131 D CELESTICA INC SUB VTG SHS 15101Q10 649 106254 SH SHARED 02 106254 D CELESTICA INC SUB VTG SHS 15101Q10 1 300 SH SHARED 05 300 D CELESTICA INC SUB VTG SHS 15101Q10 1 300 SH SHARED 06 300 D CELGENE CORP NOTE 1.750% 6/0 151020AC 5863 996000 PRN SHARED 02 996000 D CELGENE CORP COM 15102010 47658 668326 SH SHARED 668326 D CELGENE CORP COM 15102010 36456 511243 SH SHARED 01 238559 272684 D CELGENE CORP COM 15102010 7710 108125 SH SHR/OTHR 01 108125 D CELGENE CORP COM 15102010 691 9698 SH SHARED 02 9698 D CELGENE CORP COM 15102010 47296 663254 SH SHARED 04 663254 D CELGENE CORP COM 15102010 28537 400190 SH SHARED 05 400190 D CELGENE CORP COM 15102010 3363 47170 SH SHARED 06 43900 3270 D CELGENE CORP COM 15102010 67705 949450 SH SHARED 10 922300 27150 D CELGENE CORP COM 15102010 5 75 SH SHR/OTHR 10 75 D CELGENE CORP COM 15102010 128 1800 SH SHARED 14 1800 D CELGENE CORP COM 15102010 2411 33820 SH SHARED 20 14645 19175 D CELGENE CORP COM 15102010 693 9720 SH SHR/OTHR 20 9720 D CELGENE CORP COM 15102010 171 2400 SH SHARED 21 2400 D CELGENE CORP COM 15102010 57 800 SH SHR/OTHR 21 800 D CELGENE CORP COM 15102010 1868 26205 SH SHARED 22 19735 6470 D CELGENE CORP COM 15102010 223 3137 SH SHR/OTHR 22 3137 D CELGENE CORP COM 15102010 5165 72435 SH SHARED 23 67605 4830 D CELGENE CORP COM 15102010 6637 93080 SH SHR/OTHR 23 93080 D CELGENE CORP COM 15102010 49 700 SH SHARED 24 700 D CELSION CORPORATION COM NEW 15117N30 1 254 SH SHARED 254 D CEMEX SAB DE CV SPON ADR NEW 15129088 59 2000 SH SHARED 2000 D CEMEX SAB DE CV SPON ADR NEW 15129088 17765 593752 SH SHARED 593752 D CEMEX SAB DE CV SPON ADR NEW 15129088 4579 153060 SH SHARED 01 152218 842 D CEMEX SAB DE CV SPON ADR NEW 15129088 1525 50970 SH SHARED 02 50970 D CEMEX SAB DE CV SPON ADR NEW 15129088 7132 238390 SH SHARED 04 238390 D CEMEX SAB DE CV SPON ADR NEW 15129088 39104 1306955 SH SHARED 10 1306955 D CEMEX SAB DE CV SPON ADR NEW 15129088 146 4904 SH SHARED 23 4904 D CEMEX SAB DE CV SPON ADR NEW 15129088 1274 42600 SH SHARED 24 42600 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1380 136456 SH SHARED 136456 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 71 7100 SH SHARED 01 7100 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 142 14062 SH SHARED 02 14062 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1699 167900 SH SHARED 10 167900 D CENTENNIAL BK HLDGS INC DEL COM 15134530 15 2461 SH SHARED 2461 D CENTENNIAL BK HLDGS INC DEL COM 15134530 37 5800 SH SHARED 01 5800 D CENTENNIAL BK HLDGS INC DEL COM 15134530 0 84 SH SHARED 02 84 D CENTENNIAL BK HLDGS INC DEL COM 15134530 117 18400 SH SHARED 10 18400 D CENTENE CORP DEL COM 15135B10 75668 3517834 SH SHARED 3517834 D CENTENE CORP DEL COM 15135B10 2919 135745 SH SHARED 01 135245 500 D CENTENE CORP DEL COM 15135B10 2107 98000 SH SHR/OTHR 01 98000 D CENTENE CORP DEL COM 15135B10 59 2750 SH SHARED 02 2750 D CENTENE CORP DEL COM 15135B10 2383 110800 SH SHARED 04 110800 D CENTENE CORP DEL COM 15135B10 16825 782200 SH SHARED 10 782200 D CENTENE CORP DEL COM 15135B10 58 2700 SH SHARED 14 2700 D CENTER BANCORP INC COM 15140810 3 328 SH SHARED 328 D CENTER FINL CORP CALIF COM 15146E10 8 625 SH SHARED 625 D CENTER FINL CORP CALIF COM 15146E10 25 1800 SH SHARED 01 1800 D CENTER FINL CORP CALIF COM 15146E10 317 22800 SH SHARED 10 22800 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 2862 186479 SH SHARED 186479 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 2 183 SH SHARED 02 183 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 205 13400 SH SHARED 10 13400 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 3584 2484000 PRN SHARED 02 2484000 D CENTERPOINT ENERGY INC COM 15189T10 13393 835496 SH SHARED 807896 27600 D CENTERPOINT ENERGY INC COM 15189T10 781 48744 SH SHARED 01 48744 D CENTERPOINT ENERGY INC COM 15189T10 111 6934 SH SHARED 02 6934 D CENTERPOINT ENERGY INC COM 15189T10 4 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 173 10800 SH SHARED 06 6600 4200 D CENTERPOINT ENERGY INC COM 15189T10 5401 336992 SH SHARED 10 336992 D CENTERPOINT ENERGY INC COM 15189T10 186 11609 SH SHARED 14 11609 D CENTERPOINT ENERGY INC COM 15189T10 230 14400 SH SHR/OTHR 23 14400 D CENTERPLATE INC UNIT 99/99/9999 15200E20 2301 133800 SH SHARED 10 133800 D CENTERSTATE BKS FLA INC COM 15201P10 4 294 SH SHARED 294 D CENTEX CORP COM 15231210 11937 449284 SH SHARED 449284 D CENTEX CORP COM 15231210 451 16999 SH SHARED 01 16999 D CENTEX CORP COM 15231210 2682 100963 SH SHARED 02 100963 D CENTEX CORP COM 15231210 2 100 SH SHARED 05 100 D CENTEX CORP COM 15231210 9536 358936 SH SHARED 06 3000 355936 D CENTEX CORP COM 15231210 1308 49239 SH SHARED 10 49239 D CENTEX CORP COM 15231210 79 3000 SH SHARED 23 3000 D CENTILLIUM COMMUNICATIONS IN COM 15231910 6 4093 SH SHARED 4093 D CENTRAL BANCORP INC MASS COM 15241810 0 28 SH SHARED 28 D CENTRAL EUROPEAN DIST CORP COM 15343510 341 7124 SH SHARED 7124 D CENTRAL EUROPEAN DIST CORP COM 15343510 7 150 SH SHARED 02 150 D CENTRAL EUROPEAN DIST CORP COM 15343510 11462 239250 SH SHARED 10 239250 D CENTRAL FED CORP COM 15346Q10 0 117 SH SHARED 117 D CENTRAL FD CDA LTD CL A 15350110 98 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 3 350 SH SHARED 02 350 D CENTRAL GARDEN & PET CO COM 15352710 97 10900 SH SHARED 10 10900 D CENTRAL GARDEN & PET CO COM 15352710 39 4400 SH SHARED 21 4400 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 35 4004 SH SHARED 4004 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 245 27300 SH SHARED 10 27300 D CENTRAL JERSEY BANCORP NJ COM 15377010 1 222 SH SHARED 222 D CENTRAL PAC FINL CORP COM 15476010 42 1459 SH SHARED 1459 D CENTRAL PAC FINL CORP COM 15476010 49 1700 SH SHARED 02 1700 D CENTRAL PAC FINL CORP COM 15476010 311 10675 SH SHARED 10 10675 D CENTRAL SECS CORP COM 15512310 411 14559 SH SHARED 14559 D CENTRAL VALLEY CMNTY BANCORP COM 15568510 1 124 SH SHARED 124 D CENTRAL VT PUB SVC CORP COM 15577110 224 6155 SH SHARED 6155 D CENTRAL VT PUB SVC CORP COM 15577110 171 4691 SH SHARED 02 4691 D CENTRAL VT PUB SVC CORP COM 15577110 54 1500 SH SHARED 23 1500 D CENTRAL VA BANKSHARES INC COM 15579210 1 61 SH SHARED 61 D CENTRUE FINL CORP NEW COM 15643B10 2 129 SH SHARED 129 D CENTURY ALUM CO COM 15643110 899 17084 SH SHARED 17084 D CENTURY ALUM CO COM 15643110 28 550 SH SHARED 01 550 D CENTURY ALUM CO COM 15643110 317 6030 SH SHARED 02 90 5940 D CENTURY ALUM CO COM 15643110 17822 338507 SH SHARED 10 338507 D CENTURY ALUM CO COM 15643110 62 1188 SH SHARED 21 1188 D CENTURY BANCORP INC CL A NON VTG 15643210 1 80 SH SHARED 80 D CENTURY CASINOS INC COM 15649210 316 51947 SH SHARED 51947 D CENTURY CASINOS INC COM 15649210 1167 191500 SH SHARED 10 191500 D CEPHEID COM 15670R10 212 9329 SH SHARED 9329 D CEPHEID COM 15670R10 2 93 SH SHARED 02 93 D CEPHEID COM 15670R10 2596 113900 SH SHARED 10 113900 D CENVEO INC COM 15670S10 52 2413 SH SHARED 2413 D CENVEO INC COM 15670S10 212 9845 SH SHARED 01 9845 D CENVEO INC COM 15670S10 1 86 SH SHARED 02 86 D CENVEO INC COM 15670S10 1654 76500 SH SHARED 10 76500 D CENTURYTEL INC COM 15670010 11238 243147 SH SHARED 243147 D CENTURYTEL INC COM 15670010 5820 125926 SH SHARED 01 123611 2315 D CENTURYTEL INC COM 15670010 343 7433 SH SHARED 02 7433 D CENTURYTEL INC COM 15670010 39905 863379 SH SHARED 10 832174 31205 D CENTURYTEL INC COM 15670010 211 4576 SH SHARED 20 1752 2824 D CENTURYTEL INC COM 15670010 207 4500 SH SHR/OTHR 20 4500 D CENTURYTEL INC COM 15670010 12 260 SH SHR/OTHR 21 260 D CENTURYTEL INC COM 15670010 9 200 SH SHARED 22 200 D CENTURYTEL INC COM 15670010 23 500 SH SHR/OTHR 22 500 D CEPHALON INC NOTE 6/1 156708AK 19 15000 PRN SHARED 02 15000 D CEPHALON INC NOTE 6/1 156708AL 3389 2511000 PRN SHARED 02 2511000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 168 100000 PRN SHARED 02 100000 D CEPHALON INC COM 15670810 105032 1437621 SH SHARED 1437621 D CEPHALON INC COM 15670810 1643 22500 SH SHARED 01 2900 19600 D CEPHALON INC COM 15670810 985 13487 SH SHARED 02 13487 D CEPHALON INC COM 15670810 11723 160466 SH SHARED 04 160466 D CEPHALON INC COM 15670810 182 2500 SH SHARED 06 2000 500 D CEPHALON INC COM 15670810 25724 352100 SH SHARED 10 352100 D CERADYNE INC COM 15671010 179 2371 SH SHARED 2371 D CERADYNE INC COM 15671010 636 8400 SH SHARED 01 8400 D CERADYNE INC COM 15671010 62 830 SH SHARED 02 830 D CERADYNE INC COM 15671010 954 12600 SH SHARED 10 12600 D CERIDIAN CORP NEW COM 15677910 11101 319568 SH SHARED 319568 D CERIDIAN CORP NEW COM 15677910 1666 47964 SH SHARED 01 3194 44770 D CERIDIAN CORP NEW COM 15677910 4609 132674 SH SHARED 02 132674 D CERIDIAN CORP NEW COM 15677910 147 4240 SH SHARED 06 3500 740 D CERIDIAN CORP NEW COM 15677910 173 5000 SH SHARED 10 5000 D CERIDIAN CORP NEW COM 15677910 7 206 SH SHARED 14 206 D CERNER CORP COM 15678210 3625 60620 SH SHARED 60620 D CERNER CORP COM 15678210 1317 22030 SH SHARED 01 1770 20260 D CERNER CORP COM 15678210 204 3424 SH SHARED 02 3424 D CERNER CORP COM 15678210 4934 82500 SH SHARED 04 82500 D CERNER CORP COM 15678210 155 2600 SH SHARED 10 2600 D CERUS CORP COM 15708510 19 2205 SH SHARED 2205 D CERUS CORP COM 15708510 34 3930 SH SHARED 02 3930 D CEVA INC COM 15721010 38 4257 SH SHARED 4257 D CHAD THERAPEUTICS INC COM 15722810 0 236 SH SHARED 236 D CHAMPION ENTERPRISES INC COM 15849610 38 3543 SH SHARED 3543 D CHAMPION ENTERPRISES INC COM 15849610 342 31190 SH SHARED 01 31190 D CHAMPION ENTERPRISES INC COM 15849610 1 130 SH SHARED 02 130 D CHAMPION INDS INC W VA COM 15852010 0 145 SH SHARED 145 D CHAMPS ENTMT INC DEL COM 15878710 1 248 SH SHARED 248 D CHANNELL COML CORP COM 15918610 0 161 SH SHARED 161 D CHARLES & COLVARD LTD COM 15976510 1 392 SH SHARED 392 D CHARLES RIV LABS INTL INC COM 15986410 2545 45334 SH SHARED 45334 D CHARLES RIV LABS INTL INC COM 15986410 1139 20300 SH SHARED 01 20300 D CHARLES RIV LABS INTL INC COM 15986410 192 3424 SH SHARED 02 3424 D CHARLES RIV LABS INTL INC COM 15986410 112 2000 SH SHARED 06 1600 400 D CHARLES RIV LABS INTL INC COM 15986410 18288 325700 SH SHARED 10 325700 D CHARLOTTE RUSSE HLDG INC COM 16104810 16 1143 SH SHARED 1143 D CHARLOTTE RUSSE HLDG INC COM 16104810 7 500 SH SHARED 02 500 D CHARMING SHOPPES INC COM 16113310 4428 527248 SH SHARED 527248 D CHARMING SHOPPES INC COM 16113310 109 13000 SH SHARED 01 13000 D CHARMING SHOPPES INC COM 16113310 403 48076 SH SHARED 02 48076 D CHARMING SHOPPES INC COM 16113310 421 50148 SH SHARED 10 50148 D CHART INDS INC COM PAR $0.01 16115Q30 1046 32538 SH SHARED 32538 D CHART INDS INC COM PAR $0.01 16115Q30 1 43 SH SHARED 02 43 D CHART INDS INC COM PAR $0.01 16115Q30 1125 35000 SH SHARED 04 35000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 729 282932 SH SHARED 282932 D CHARTER COMMUNICATIONS INC D CL A 16117M10 112 43610 SH SHARED 01 41610 2000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 302 117400 SH SHARED 10 117400 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 0 100 SH SHARED 100 D CHASE CORP COM 16150R10 2 132 SH SHARED 132 D CHATTEM INC COM 16245610 58 829 SH SHARED 829 D CHATTEM INC COM 16245610 1070 15175 SH SHARED 01 15000 175 D CHATTEM INC COM 16245610 1128 16000 SH SHR/OTHR 01 16000 D CHATTEM INC COM 16245610 14 200 SH SHARED 02 200 D CHATTEM INC COM 16245610 61 868 SH SHARED 21 868 D CHECKFREE CORP NEW COM 16281310 3764 80888 SH SHARED 80888 D CHECKFREE CORP NEW COM 16281310 1267 27225 SH SHARED 01 1425 25800 D CHECKFREE CORP NEW COM 16281310 210 4524 SH SHARED 02 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20389 578251 SH SHARED 10 578251 D CHESAPEAKE ENERGY CORP COM 16516710 59 1700 SH SHR/OTHR 23 1700 D CHESAPEAKE ENERGY CORP 6.25% PFD CONV 16516781 431 151703 PRN SHARED 151703 D CHESAPEAKE ENERGY CORP PFD CONV 16516784 2115 21000 SH SHARED 21000 D CHESAPEAKE UTILS CORP COM 16530310 5 172 SH SHARED 172 D CHESAPEAKE UTILS CORP COM 16530310 20 600 SH SHARED 02 600 D CHEVRON CORP NEW COM 16676410 6052 64681 SH SHARED 41733 22948 D CHEVRON CORP NEW COM 16676410 640522 6844648 SH SHARED 6794448 50200 D CHEVRON CORP NEW COM 16676410 73828 788937 SH SHARED 01 663457 125480 D CHEVRON CORP NEW COM 16676410 2982 31868 SH SHR/OTHR 01 31868 D CHEVRON CORP NEW COM 16676410 77739 830732 SH SHARED 02 830732 D CHEVRON CORP NEW COM 16676410 1284 13725 SH SHARED 04 13725 D CHEVRON CORP NEW COM 16676410 12829 137100 SH SHARED 04 137100 D CHEVRON CORP NEW COM 16676410 82 877 SH SHARED 05 877 D CHEVRON CORP NEW COM 16676410 43484 464674 SH SHARED 06 67009 397665 D CHEVRON CORP NEW COM 16676410 757318 8092735 SH SHARED 10 7854458 238277 D CHEVRON CORP NEW COM 16676410 2154 23019 SH SHARED 14 23019 D CHEVRON CORP NEW COM 16676410 9459 101087 SH SHARED 19 101087 D CHEVRON CORP NEW COM 16676410 20732 221544 SH SHARED 20 51233 170311 D CHEVRON CORP NEW COM 16676410 2367 25300 SH SHR/OTHR 20 25300 D CHEVRON CORP NEW COM 16676410 149 1593 SH SHARED 21 1593 D CHEVRON CORP NEW COM 16676410 53 570 SH SHR/OTHR 21 570 D CHEVRON CORP NEW COM 16676410 892 9532 SH SHARED 22 5164 4368 D CHEVRON CORP NEW COM 16676410 454 4862 SH SHR/OTHR 22 4862 D CHEVRON CORP NEW COM 16676410 10073 107645 SH SHARED 23 106755 890 D CHEVRON CORP NEW COM 16676410 15530 165963 SH SHR/OTHR 23 165963 D CHEVRON CORP NEW COM 16676410 982 10500 SH SHARED 24 10500 D CHEVIOT FINL CORP COM 16677410 10 833 SH SHARED 833 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 21 500 SH SHARED 500 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 6170 143300 SH SHARED 143300 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 8629 200412 SH SHARED 04 200412 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 13779 320000 SH SHARED 05 320000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 44 1042 SH SHARED 06 1042 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 39229 911042 SH SHARED 10 911042 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 215 5000 SH SHARED 23 5000 D CHICAGO RIVET & MACH CO COM 16808810 0 18 SH SHARED 18 D CHICOPEE BANCORP INC COM 16856510 2 148 SH SHARED 148 D CHICOS FAS INC COM 16861510 1627 115856 SH SHARED 115856 D CHICOS FAS INC COM 16861510 762 54250 SH SHARED 01 1050 53200 D CHICOS FAS INC COM 16861510 134 9583 SH SHARED 02 9583 D CHICOS FAS INC COM 16861510 72 5190 SH SHARED 06 4000 1190 D CHICOS FAS INC COM 16861510 202 14400 SH SHARED 10 14400 D CHILDRENS PL RETAIL STORES I COM 16890510 550 22668 SH SHARED 22668 D CHILDRENS PL RETAIL STORES I COM 16890510 12 500 SH SHARED 02 500 D CHINA AUTOMOTIVE SYS INC COM 16936R10 1 200 SH SHARED 200 D 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TECHNOLOGIES INC SPONSORED ADR 16948310 40650 950000 SH SHARED 950000 D CHINA MED TECHNOLOGIES INC SPONSORED ADR 16948310 249 5841 SH SHARED 5841 D CHINA MED TECHNOLOGIES INC SPONSORED ADR 16948310 3499 81773 SH SHARED 02 81773 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 228 1931 SH SHARED 1931 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 26 225 SH SHARED 01 225 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 2 23 SH SHARED 02 23 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 26819 227030 SH SHARED 10 227030 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 14005 130891 SH SHARED 130891 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 4 46 SH SHARED 02 46 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 117 1100 SH SHARED 10 1100 D CHOICE HOTELS INTL INC COM 16990510 599 15907 SH SHARED 15907 D CHOICE HOTELS INTL INC COM 16990510 174 4621 SH SHARED 01 4621 D CHOICE HOTELS INTL INC COM 16990510 76 2028 SH SHARED 02 2028 D CHOICE HOTELS INTL INC COM 16990510 4 115 SH SHARED 10 115 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 52 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC COM 17003280 237 15000 SH SHARED 15000 D CHIQUITA BRANDS INTL INC COM 17003280 16257 1026987 SH SHARED 1026987 D CHIQUITA BRANDS INTL INC COM 17003280 2713 171400 SH SHARED 01 42000 129400 D CHIQUITA BRANDS INTL INC COM 17003280 45606 2881000 SH SHARED 04 2881000 D CHIQUITA BRANDS INTL INC COM 17003280 1723 108900 SH SHARED 05 108900 D CHIQUITA BRANDS INTL INC COM 17003280 598 37800 SH SHARED 06 37800 D CHIQUITA BRANDS INTL INC COM 17003280 22659 1431400 SH SHARED 10 1431400 D CHIQUITA BRANDS INTL INC COM 17003280 169 10700 SH SHARED 15 10700 D CHIQUITA BRANDS INTL INC COM 17003280 305 19300 SH SHARED 24 19300 D CHITTENDEN CORP COM 17022810 2384 67811 SH SHARED 67811 D CHITTENDEN CORP COM 17022810 457 13000 SH SHARED 10 13000 D CHOICEPOINT INC COM 17038810 2218 58505 SH SHARED 58505 D CHOICEPOINT INC COM 17038810 900 23744 SH SHARED 01 1011 22733 D CHOICEPOINT INC COM 17038810 775 20461 SH SHARED 02 20461 D CHOICEPOINT INC COM 17038810 92 2450 SH SHARED 06 2000 450 D CHOICEPOINT INC COM 17038810 504 4100 SH SHARED 10 4100 D CHOICEPOINT INC COM 17038810 260 6879 SH SHARED 23 6879 D CHOICEPOINT INC COM 17038810 214 5659 SH SHR/OTHR 23 5659 D CHORDIANT SOFTWARE INC COM NEW 17040430 212 15308 SH SHARED 15308 D CHORDIANT SOFTWARE INC COM NEW 17040430 26 1920 SH SHARED 02 1920 D CHRISTOPHER & BANKS CORP COM 17104610 20 1722 SH SHARED 1722 D CHRISTOPHER & BANKS CORP COM 17104610 102 8440 SH SHARED 01 8440 D CHRISTOPHER & BANKS CORP COM 17104610 0 71 SH SHARED 02 71 D CHRISTOPHER & BANKS CORP COM 17104610 3 300 SH SHARED 10 300 D CHROMCRAFT REVINGTON INC COM 17111710 0 97 SH SHARED 97 D CHUBB CORP COM 17123210 20157 375789 SH SHARED 375789 D CHUBB CORP COM 17123210 8669 161620 SH SHARED 01 153663 7957 D CHUBB CORP COM 17123210 997 18600 SH SHR/OTHR 01 18600 D CHUBB CORP COM 17123210 1038 19360 SH SHARED 02 19360 D CHUBB CORP COM 17123210 10 200 SH SHARED 05 200 D CHUBB CORP COM 17123210 735 13710 SH SHARED 06 9900 3810 D CHUBB CORP COM 17123210 170319 3175228 SH SHARED 10 3173828 1400 D CHUBB CORP COM 17123210 343 6400 SH SHARED 14 6400 D CHUBB CORP COM 17123210 697 12998 SH SHARED 20 840 12158 D CHUBB CORP COM 17123210 321 6000 SH SHR/OTHR 20 6000 D CHUBB CORP COM 17123210 85 1600 SH SHR/OTHR 22 1600 D CHUBB CORP COM 17123210 891 16620 SH SHARED 23 15620 1000 D CHUBB CORP COM 17123210 482 9000 SH SHR/OTHR 23 9000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 9946 538241 SH SHARED 538241 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 3237 175177 SH SHARED 01 142477 32700 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 7 413 SH SHARED 02 413 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 73613 3983411 SH SHARED 04 3983411 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 37289 2017827 SH SHARED 10 2017827 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 369 20000 SH SHARED 15 20000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 0 34 SH SHARED 23 34 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 1262 68337 SH SHARED 24 68337 D CHURCH & DWIGHT INC COM 17134010 2510 53360 SH SHARED 53360 D CHURCH & DWIGHT INC COM 17134010 1399 29750 SH SHARED 01 29750 D CHURCH & DWIGHT INC COM 17134010 19853 422049 SH SHARED 02 422049 D CHURCH & DWIGHT INC COM 17134010 14551 309344 SH SHARED 10 309344 D CHURCHILL DOWNS INC COM 17148410 24 484 SH SHARED 484 D CHURCHILL DOWNS INC COM 17148410 27 550 SH SHARED 01 550 D CHURCHILL DOWNS INC COM 17148410 135 2706 SH SHARED 02 2706 D CHURCHILL VENTURES LTD COM 17157P10 6298 828713 SH SHARED 828713 D CHURCHILL VENTURES LTD *W EXP 03/01/201 17157P11 150 200000 SH SHARED 200000 D CIBER INC SDCV 2.875%12/1 17163BAB 2808 2925000 PRN SHARED 02 2925000 D CIBER INC COM 17163B10 50 6440 SH SHARED 6440 D CIBER INC COM 17163B10 0 93 SH SHARED 02 93 D CIENA CORP NOTE 3.750% 2/0 171779AA 9920 10000000 PRN SHARED 10000000 D CIENA CORP NOTE 3.750% 2/0 171779AA 37581 37885008 PRN SHARED 02 37885008 D CIENA CORP NOTE 0.875% 6/1 171779AE 14062 12500000 PRN SHARED 12500000 D CIENA CORP COM NEW 17177930 3846 101016 SH SHARED 101016 D CIENA CORP COM NEW 17177930 979 25719 SH SHARED 01 25719 D CIENA CORP COM NEW 17177930 8272 217251 SH SHARED 02 217251 D CIENA CORP COM NEW 17177930 4578 120228 SH SHARED 04 120228 D CIENA CORP COM NEW 17177930 1847 48505 SH SHARED 10 48505 D CIMAREX ENERGY CO COM 17179810 2023 54326 SH SHARED 54326 D CIMAREX ENERGY CO COM 17179810 937 25175 SH SHARED 01 375 24800 D CIMAREX ENERGY CO COM 17179810 856 22995 SH SHARED 02 22995 D CIMAREX ENERGY CO COM 17179810 93 2500 SH SHARED 06 2000 500 D CIMAREX ENERGY CO COM 17179810 8994 241450 SH SHARED 10 241450 D CINCINNATI BELL INC NEW COM 17187110 1345 272453 SH SHARED 272453 D CINCINNATI BELL INC NEW COM 17187110 430 87100 SH SHARED 01 20200 66900 D CINCINNATI BELL INC NEW COM 17187110 261 52843 SH SHARED 02 52843 D CINCINNATI BELL INC NEW COM 17187110 3710 751100 SH SHARED 10 751100 D CINCINNATI FINL CORP COM 17206210 12494 288497 SH SHARED 288497 D CINCINNATI FINL CORP COM 17206210 5514 127320 SH SHARED 01 127320 D CINCINNATI FINL CORP COM 17206210 160 3712 SH SHARED 02 3712 D CINCINNATI FINL CORP COM 17206210 216 4995 SH SHARED 06 3523 1472 D CINCINNATI FINL CORP COM 17206210 7981 184299 SH SHARED 10 182663 1636 D CINCINNATI FINL CORP COM 17206210 225 5200 SH SHARED 14 5200 D CINCINNATI FINL CORP COM 17206210 199 4599 SH SHARED 20 4599 D CINCINNATI FINL CORP COM 17206210 568 13137 SH SHR/OTHR 20 13137 D CINEMARK HOLDINGS INC COM 17243V10 25 1389 SH SHARED 1389 D CINEMARK HOLDINGS INC COM 17243V10 0 29 SH SHARED 02 29 D CINEMARK HOLDINGS INC COM 17243V10 332 17900 SH SHARED 10 17900 D CIPRICO INC COM 17252910 0 119 SH SHARED 119 D CIRCOR INTL INC COM 17273K10 285 6289 SH SHARED 6289 D CIRCOR INTL INC COM 17273K10 1 26 SH SHARED 02 26 D CIRCOR INTL INC COM 17273K10 186 4100 SH SHARED 10 4100 D CIRCUIT CITY STORE INC COM 17273710 18706 2364873 SH SHARED 2364873 D CIRCUIT CITY STORE INC COM 17273710 156 19794 SH SHARED 01 19794 D CIRCUIT CITY STORE INC COM 17273710 9703 1226729 SH SHARED 02 1226729 D CIRCUIT CITY STORE INC COM 17273710 2470 312263 SH SHARED 10 312263 D CISCO SYS INC COM 17275R10 3456 104323 SH SHARED 28308 76015 D CISCO SYS INC COM 17275R10 70 2132 SH SHR/OTHR 2132 D CISCO SYS INC COM 17275R10 322175 9724594 SH SHARED 9587329 137265 D CISCO SYS INC COM 17275R10 72360 2184125 SH SHARED 01 1289768 894357 D CISCO SYS INC COM 17275R10 7071 213452 SH SHR/OTHR 01 213452 D CISCO SYS INC COM 17275R10 6251 188702 SH SHARED 02 188702 D CISCO SYS INC COM 17275R10 887 26800 SH SHARED 04 26800 D CISCO SYS INC COM 17275R10 662138 19986064 SH SHARED 04 19986064 D CISCO SYS INC COM 17275R10 17552 529809 SH SHARED 05 529809 D CISCO SYS INC COM 17275R10 93257 2814883 SH SHARED 06 443150 2371733 D CISCO SYS INC COM 17275R10 314278 9486209 SH SHARED 10 9232830 253379 D CISCO SYS INC COM 17275R10 263 7960 SH SHR/OTHR 10 7960 D CISCO SYS INC COM 17275R10 8632 260565 SH SHARED 14 168800 91765 D CISCO SYS INC COM 17275R10 9131 275615 SH SHARED 15 275615 D CISCO SYS INC COM 17275R10 8078 243835 SH SHARED 16 243835 D CISCO SYS INC COM 17275R10 551 16650 SH SHARED 19 16650 D CISCO SYS INC COM 17275R10 20880 630249 SH SHARED 20 189975 440274 D CISCO SYS INC COM 17275R10 3848 116150 SH SHR/OTHR 20 116150 D CISCO SYS INC COM 17275R10 1012 30552 SH SHARED 21 26669 3883 D CISCO SYS INC COM 17275R10 716 21635 SH SHR/OTHR 21 21635 D CISCO SYS INC COM 17275R10 3059 92353 SH SHARED 22 64068 28285 D CISCO SYS INC COM 17275R10 1103 33298 SH SHR/OTHR 22 33298 D CISCO SYS INC COM 17275R10 14478 437024 SH SHARED 23 407104 29920 D CISCO SYS INC COM 17275R10 24815 749033 SH SHR/OTHR 23 749033 D CISCO SYS INC COM 17275R10 711 21475 SH SHARED 24 21475 D CIRRUS LOGIC INC COM 17275510 645 100865 SH SHARED 100865 D CIRRUS LOGIC INC COM 17275510 364 57000 SH SHARED 02 57000 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 4758 5553000 PRN SHARED 5553000 D CITADEL BROADCASTING CORP COM 17285T10 2 703 SH SHARED 703 D CITADEL BROADCASTING CORP COM 17285T10 11727 2819130 SH SHARED 2819081 49 D CITADEL BROADCASTING CORP COM 17285T10 30 7428 SH SHARED 01 6683 745 D CITADEL BROADCASTING CORP COM 17285T10 11 2693 SH SHR/OTHR 01 2693 D CITADEL BROADCASTING CORP COM 17285T10 230 55518 SH SHARED 02 55518 D CITADEL BROADCASTING CORP COM 17285T10 202 48752 SH SHARED 10 48736 16 D CITADEL BROADCASTING CORP COM 17285T10 2 680 SH SHARED 20 92 588 D CITADEL BROADCASTING CORP COM 17285T10 2 690 SH SHR/OTHR 20 690 D CITADEL BROADCASTING CORP COM 17285T10 2 672 SH SHARED 21 672 D CITADEL BROADCASTING CORP COM 17285T10 0 65 SH SHARED 22 65 D CITADEL BROADCASTING CORP COM 17285T10 0 115 SH SHR/OTHR 22 115 D CITADEL BROADCASTING CORP COM 17285T10 7 1910 SH SHARED 23 1910 D CITADEL BROADCASTING CORP COM 17285T10 25 6130 SH SHR/OTHR 23 6130 D CINTAS CORP COM 17290810 3675 99061 SH SHARED 99061 D CINTAS CORP COM 17290810 572 15425 SH SHARED 01 15370 55 D CINTAS CORP COM 17290810 8848 238499 SH SHARED 02 238499 D CINTAS CORP COM 17290810 3 100 SH SHARED 05 100 D CINTAS CORP COM 17290810 172 4640 SH SHARED 06 3250 1390 D CINTAS CORP COM 17290810 2170 58508 SH SHARED 10 58508 D CINTAS CORP COM 17290810 667 18000 SH SHARED 20 18000 D CINTAS CORP COM 17290810 178 4800 SH SHARED 21 2850 1950 D CITIZENS & NORTHN CORP COM 17292210 4 228 SH SHARED 228 D CITIGROUP INC COM 17296710 2907 62290 SH SHARED 7821 54469 D CITIGROUP INC COM 17296710 37 800 SH SHR/OTHR 800 D CITIGROUP INC COM 17296710 410528 8796409 SH SHARED 8660554 135855 D CITIGROUP INC COM 17296710 63696 1364821 SH SHARED 01 1009330 355491 D CITIGROUP INC COM 17296710 5908 126611 SH SHR/OTHR 01 126611 D CITIGROUP INC COM 17296710 94223 2018921 SH SHARED 02 2018921 D CITIGROUP INC COM 17296710 573 12286 SH SHARED 04 12286 D CITIGROUP INC COM 17296710 53391 1144030 SH SHARED 04 1144030 D CITIGROUP INC COM 17296710 96 2060 SH SHARED 05 2060 D CITIGROUP INC COM 17296710 71225 1526151 SH SHARED 06 207850 1318301 D CITIGROUP INC COM 17296710 294581 6312011 SH SHARED 10 6044990 267021 D CITIGROUP INC COM 17296710 3 75 SH SHR/OTHR 10 75 D CITIGROUP INC COM 17296710 2932 62843 SH SHARED 14 3500 59343 D CITIGROUP INC COM 17296710 3500 75000 SH SHARED 15 75000 D CITIGROUP INC COM 17296710 4568 97897 SH SHARED 16 97897 D CITIGROUP INC COM 17296710 13348 286023 SH SHARED 20 116295 169728 D CITIGROUP INC COM 17296710 2453 52562 SH SHR/OTHR 20 52562 D CITIGROUP INC COM 17296710 2574 55154 SH SHARED 21 55154 D CITIGROUP INC COM 17296710 292 6266 SH SHR/OTHR 21 6266 D CITIGROUP INC COM 17296710 3318 71102 SH SHARED 22 49796 21306 D CITIGROUP INC COM 17296710 1331 28539 SH SHR/OTHR 22 28539 D CITIGROUP INC COM 17296710 11336 242898 SH SHARED 23 228007 14891 D CITIGROUP INC COM 17296710 14332 307111 SH SHR/OTHR 23 307111 D CITI TRENDS INC COM 17306X10 12 581 SH SHARED 581 D CITI TRENDS INC COM 17306X10 0 16 SH SHARED 02 16 D CITI TRENDS INC COM 17306X10 8930 410400 SH SHARED 10 410400 D CITIZENS REPUBLIC BANCORP IN COM 17442010 381 23698 SH SHARED 23698 D CITIZENS REPUBLIC BANCORP IN COM 17442010 198 12300 SH SHARED 01 12300 D CITIZENS REPUBLIC BANCORP IN COM 17442010 17250 1070816 SH SHARED 10 1070816 D CITIZENS COMMUNICATIONS CO COM 17453B10 3372 235544 SH SHARED 235544 D CITIZENS COMMUNICATIONS CO COM 17453B10 659 46024 SH SHARED 01 45031 993 D CITIZENS COMMUNICATIONS CO COM 17453B10 440 30770 SH SHARED 02 30770 D CITIZENS COMMUNICATIONS CO COM 17453B10 10514 734255 SH SHARED 10 734255 D CITIZENS COMMUNICATIONS CO COM 17453B10 73 5109 SH SHARED 21 5109 D CITIZENS FIRST BANCORP INC D COM 17461R10 3 190 SH SHARED 190 D CITIZENS FINL CORP KY CL A 17461310 0 18 SH SHARED 18 D CITIZENS FIRST CORP COM 17462Q10 0 51 SH SHARED 51 D CITIZENS INC CL A 17474010 13 1708 SH SHARED 1708 D CITIZENS CMNTY BANCORP INC M COM 17490310 1 182 SH SHARED 182 D CITIZENS SOUTH BKG CP DEL COM 17668210 2 193 SH SHARED 193 D CITRIX SYS INC COM 17737610 10460 259447 SH SHARED 259447 D CITRIX SYS INC COM 17737610 803 19931 SH SHARED 01 19931 D CITRIX SYS INC COM 17737610 195 4842 SH SHARED 02 4002 840 D CITRIX SYS INC COM 17737610 57 1420 SH SHARED 04 1420 D CITRIX SYS INC COM 17737610 4124 102300 SH SHARED 04 102300 D CITRIX SYS INC COM 17737610 25262 626550 SH SHARED 06 128600 497950 D CITRIX SYS INC COM 17737610 73915 1833232 SH SHARED 10 1833232 D CITRIX SYS INC COM 17737610 806 20000 SH SHARED 15 20000 D CITRIX SYS INC COM 17737610 40 1000 SH SHARED 22 1000 D CITRIX SYS INC COM 17737610 42 1050 SH SHR/OTHR 22 1050 D CITRIX SYS INC COM 17737610 8 200 SH SHR/OTHR 23 200 D CITY BK LYNNWOOD WASH COM 17770A10 77 2699 SH SHARED 2699 D CITY BK LYNNWOOD WASH COM 17770A10 0 22 SH SHARED 02 22 D CITY BK LYNNWOOD WASH COM 17770A10 488 17000 SH SHARED 10 17000 D CITY HLDG CO COM 17783510 32 900 SH SHARED 900 D CITY HLDG CO COM 17783510 25 700 SH SHARED 01 700 D CITY HLDG CO COM 17783510 1 29 SH SHARED 02 29 D CITY HLDG CO COM 17783510 717 19700 SH SHARED 10 19700 D CITY NATL CORP COM 17856610 1888 27171 SH SHARED 27171 D CITY NATL 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INC COM 18418N10 112 14000 SH SHARED 10 14000 D CLEAN HARBORS INC COM 18449610 314 7072 SH SHARED 7072 D CLEAN HARBORS INC COM 18449610 774 17400 SH SHARED 01 17400 D CLEAN HARBORS INC COM 18449610 6103 137100 SH SHARED 10 137100 D CLEAN ENERGY FUELS CORP COM 18449910 8 582 SH SHARED 582 D CLEAN ENERGY FUELS CORP COM 18449910 12 800 SH SHARED 01 800 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 439478 11738206 SH SHARED 11738206 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 2204 58879 SH SHARED 01 51387 7492 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 6224 166259 SH SHARED 02 166259 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 561 15000 SH SHARED 04 15000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 6 178 SH SHARED 05 178 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 550 14700 SH SHARED 06 10600 4100 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 8113 216715 SH SHARED 10 216715 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 183 4893 SH SHARED 14 4893 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 11 300 SH SHARED 21 300 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 291 11424 SH SHARED 11424 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 56 2232 SH SHARED 02 2232 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 507 19920 SH SHARED 10 19920 D CLEARONE COMMUNICATIONS INC COM 18506010 1 236 SH SHARED 236 D CLEARWIRE CORP CL A 18538530 856 35061 SH SHARED 35061 D CLEARWIRE CORP CL A 18538530 1248 51077 SH SHARED 02 51077 D CLEARWIRE CORP CL A 18538530 24501 1002500 SH SHARED 10 1002500 D CLEVELAND BIOLABS INC COM 18586010 1 125 SH SHARED 125 D CLEVELAND CLIFFS INC COM 18589610 4247 48285 SH SHARED 48285 D CLEVELAND CLIFFS INC COM 18589610 2263 25725 SH SHARED 01 13325 12400 D CLEVELAND CLIFFS INC COM 18589610 1979 22500 SH SHR/OTHR 01 22500 D CLEVELAND CLIFFS INC COM 18589610 193 2198 SH SHARED 02 2198 D CLEVELAND CLIFFS INC COM 18589610 1759 20000 SH SHARED 04 20000 D CLEVELAND CLIFFS INC COM 18589610 246 2800 SH SHARED 10 2800 D CLEVELAND CLIFFS INC COM 18589610 35 400 SH SHARED 21 400 D 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COACH INC COM 18975410 164 3480 SH SHR/OTHR 01 3480 D COACH INC COM 18975410 2734 57849 SH SHARED 02 57849 D COACH INC COM 18975410 519 11000 SH SHARED 04 11000 D COACH INC COM 18975410 7 150 SH SHARED 05 150 D COACH INC COM 18975410 2480 52470 SH SHARED 06 8600 43870 D COACH INC COM 18975410 121045 2560730 SH SHARED 10 2506130 54600 D COACH INC COM 18975410 336 7122 SH SHARED 14 7122 D COACH INC COM 18975410 1177 24915 SH SHARED 20 23417 1498 D COACH INC COM 18975410 20 430 SH SHARED 21 430 D COACH INC COM 18975410 4 105 SH SHR/OTHR 21 105 D COACH INC COM 18975410 152 3225 SH SHARED 22 1875 1350 D COACH INC COM 18975410 11 250 SH SHR/OTHR 22 250 D COACH INC COM 18975410 412 8737 SH SHARED 23 7937 800 D COACH INC COM 18975410 1098 23230 SH SHR/OTHR 23 23230 D COACH INC COM 18975410 70 1500 SH SHARED 24 1500 D COACHMEN INDS INC COM 18987310 2 401 SH SHARED 401 D COACTIVE MARKETING GROUP INC COM 18987510 0 141 SH SHARED 141 D COAST DISTR SYS COM 19034510 0 83 SH SHARED 83 D COAST FINL HLDGS INC COM 19035410 80 31635 SH SHARED 31635 D COBIZ FINANCIAL INC COM 19089710 16 938 SH SHARED 938 D COBIZ FINANCIAL INC COM 19089710 124 7275 SH SHR/OTHR 01 7275 D COBIZ FINANCIAL INC COM 19089710 0 30 SH SHARED 02 30 D COBIZ FINANCIAL INC COM 19089710 921 53814 SH SHR/OTHR 23 53814 D COBRA ELECTRS CORP COM 19104210 1 165 SH SHARED 165 D COCA COLA BOTTLING CO CONS COM 19109810 13 217 SH SHARED 217 D COCA COLA BOTTLING CO CONS COM 19109810 0 6 SH SHARED 02 6 D COCA COLA BOTTLING CO CONS COM 19109810 48 800 SH SHARED 10 800 D COCA COLA CO COM 19121610 1465 25500 SH SHARED 25500 D COCA COLA CO COM 19121610 341854 5948393 SH SHARED 5900083 48310 D COCA COLA CO COM 19121610 24555 427267 SH SHARED 01 394811 32456 D COCA COLA CO COM 19121610 745 12965 SH SHR/OTHR 01 12965 D COCA COLA CO COM 19121610 97886 1703255 SH SHARED 02 1701153 2102 D COCA COLA CO COM 19121610 310 5395 SH SHARED 04 5395 D COCA COLA CO COM 19121610 1896 33000 SH SHARED 04 33000 D COCA COLA CO COM 19121610 48 840 SH 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78299 SH SHARED 02 78299 D COCA COLA ENTERPRISES INC COM 19121910 71654 2958474 SH SHARED 10 2702974 255500 D COCA COLA ENTERPRISES INC COM 19121910 279 11536 SH SHARED 14 11536 D COCA COLA FEMSA S A B DE C V SPON ADR REP L 19124110 3002 69958 SH SHARED 69958 D CODORUS VY BANCORP INC COM 19202510 1 85 SH SHARED 85 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 2234 2497000 PRN SHARED 02 2497000 D COEUR D ALENE MINES CORP IDA COM 19210810 914 241232 SH SHARED 241232 D COEUR D ALENE MINES CORP IDA COM 19210810 36 9635 SH SHARED 01 9635 D COEUR D ALENE MINES CORP IDA COM 19210810 45 12000 SH SHR/OTHR 01 12000 D COEUR D ALENE MINES CORP IDA COM 19210810 1975 521310 SH SHARED 02 521310 D COEUR D ALENE MINES CORP IDA COM 19210810 151 40000 SH SHARED 10 40000 D COEUR D ALENE MINES CORP IDA COM 19210810 227 60000 SH SHR/OTHR 23 60000 D COFFEE HLDGS INC COM 19217610 0 61 SH SHARED 61 D COGDELL SPENCER INC COM 19238U10 9700 524372 SH SHARED 524372 D COGDELL SPENCER INC COM 19238U10 9000 486500 SH SHARED 10 486500 D COGENT COMM GROUP INC COM NEW 19239V30 130 5578 SH SHARED 5578 D COGENT COMM GROUP INC COM NEW 19239V30 1116 47845 SH SHARED 01 47345 500 D COGENT COMM GROUP INC COM NEW 19239V30 1073 46004 SH SHR/OTHR 01 46004 D COGENT COMM GROUP INC COM NEW 19239V30 1 80 SH SHARED 02 80 D COGENT COMM GROUP INC COM NEW 19239V30 39 1700 SH SHARED 10 1700 D COGENT INC COM 19239Y10 3439 219340 SH SHARED 219340 D COGENT INC COM 19239Y10 1011 64500 SH SHARED 01 43300 21200 D COGENT INC COM 19239Y10 1 80 SH SHARED 02 80 D COGENT INC COM 19239Y10 26265 1675079 SH SHARED 10 1675079 D COGENT INC COM 19239Y10 178 11400 SH SHARED 15 11400 D COGENT INC COM 19239Y10 313 20000 SH SHARED 24 20000 D COGNEX CORP COM 19242210 199 11257 SH SHARED 11257 D COGNEX CORP COM 19242210 1 71 SH SHARED 02 71 D COGNEX CORP COM 19242210 42 2400 SH SHARED 10 2400 D COGNOS INC COM 19244C10 5837 140552 SH SHARED 140552 D COGNOS INC COM 19244C10 20 502 SH SHARED 01 252 250 D COGNOS INC COM 19244C10 377 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19416210 15711 220291 SH SHARED 02 220291 D COLGATE PALMOLIVE CO COM 19416210 193562 2714000 SH SHARED 04 2714000 D COLGATE PALMOLIVE CO COM 19416210 126546 1774351 SH SHARED 10 1728146 46205 D COLGATE PALMOLIVE CO COM 19416210 3 50 SH SHR/OTHR 10 50 D COLGATE PALMOLIVE CO COM 19416210 1933 27114 SH SHARED 14 23000 4114 D COLGATE PALMOLIVE CO COM 19416210 71 1000 SH SHARED 19 1000 D COLGATE PALMOLIVE CO COM 19416210 9494 133125 SH SHARED 20 47605 85520 D COLGATE PALMOLIVE CO COM 19416210 242 3400 SH SHR/OTHR 20 3400 D COLGATE PALMOLIVE CO COM 19416210 155 2185 SH SHARED 21 2185 D COLGATE PALMOLIVE CO COM 19416210 49 700 SH SHR/OTHR 21 700 D COLGATE PALMOLIVE CO COM 19416210 2107 29553 SH SHARED 22 21872 7681 D COLGATE PALMOLIVE CO COM 19416210 415 5830 SH SHR/OTHR 22 5830 D COLGATE PALMOLIVE CO COM 19416210 9403 131856 SH SHARED 23 123041 8815 D COLGATE PALMOLIVE CO COM 19416210 8449 118474 SH SHR/OTHR 23 118474 D COLGATE PALMOLIVE CO COM 19416210 55 783 SH SHARED 24 783 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 4 540 SH SHARED 540 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 36 4050 SH SHARED 02 4050 D COLLECTORS UNIVERSE INC COM NEW 19421R20 2 175 SH SHARED 175 D COLLECTIVE BRANDS INC COM 19421W10 7263 329264 SH SHARED 329264 D COLLECTIVE BRANDS INC COM 19421W10 1015 46046 SH SHARED 01 25168 20878 D COLLECTIVE BRANDS INC COM 19421W10 156 7098 SH SHARED 02 7098 D COLLECTIVE BRANDS INC COM 19421W10 5115 231900 SH SHARED 10 231900 D COLONIAL BANCGROUP INC COM 19549330 2507 115992 SH SHARED 115992 D COLONIAL BANCGROUP INC COM 19549330 1558 72100 SH SHARED 01 27500 44600 D COLONIAL BANCGROUP INC COM 19549330 212 9851 SH SHARED 02 9851 D COLONIAL BANCGROUP INC COM 19549330 103 4800 SH SHARED 06 4000 800 D COLONIAL BANCGROUP INC COM 19549330 294 13600 SH SHARED 10 13600 D COLONIAL BANCGROUP INC COM 19549330 64 3000 SH SHARED 21 3000 D COLONIAL BANKSHARES INC COM 19557210 6 635 SH SHARED 635 D COLONIAL PPTYS TR COM SH BEN INT 19587210 1576 45959 SH SHARED 45959 D COLONIAL PPTYS TR COM SH BEN INT 19587210 161 4700 SH SHARED 01 4700 D COLONIAL PPTYS TR COM SH BEN INT 19587210 271 7929 SH SHARED 02 7929 D COLONIAL PPTYS TR COM SH BEN INT 19587210 68 2000 SH SHARED 04 2000 D COLONIAL PPTYS TR COM SH BEN INT 19587210 92 2700 SH SHARED 10 2700 D COLONIAL PPTYS TR COM SH BEN INT 19587210 13295 387623 SH SHARED 11 387623 D COLONIAL PPTYS TR COM SH BEN INT 19587210 58 1700 SH SHARED 21 1700 D COLONY BANKCORP INC COM 19623P10 2 162 SH SHARED 162 D COLUMBIA BANCORP ORE COM 19723110 4 232 SH SHARED 232 D COLUMBIA BKG SYS INC COM 19723610 35 1105 SH SHARED 1105 D COLUMBIA BKG SYS INC COM 19723610 6564 206300 SH SHARED 10 206300 D COLUMBIA LABS INC COM 19777910 3 1185 SH SHARED 1185 D COLUMBIA SPORTSWEAR CO COM 19851610 433 7829 SH SHARED 7829 D COLUMBIA SPORTSWEAR CO COM 19851610 1 24 SH SHARED 02 24 D COLUMBIA SPORTSWEAR CO COM 19851610 1040 18817 SH SHARED 10 18817 D COLUMBIA SPORTSWEAR CO COM 19851610 49 900 SH SHARED 21 900 D COLUMBUS ACQUISITION CORP COM 19885110 9946 1349526 SH SHARED 1349526 D COLUMBUS ACQUISITION CORP *W EXP 05/18/201 19885111 69 81625 SH SHARED 81625 D COLUMBUS MCKINNON CORP N Y COM 19933310 108 4370 SH SHARED 4370 D COLUMBUS MCKINNON CORP N Y COM 19933310 248 10000 SH SHARED 02 10000 D COLUMBUS MCKINNON CORP N Y COM 19933310 47 1926 SH SHARED 21 1926 D COMFORT SYS USA INC COM 19990810 69 4886 SH SHARED 4886 D COMFORT SYS USA INC COM 19990810 186 13149 SH SHARED 02 13149 D COMFORT SYS USA INC COM 19990810 160 11300 SH SHARED 10 11300 D COMARCO INC COM 20008010 0 154 SH SHARED 154 D COMBIMATRIX CORPORATION COM 20009T10 0 152 SH SHARED 152 D COMBINATORX INC COM 20010A10 535 85696 SH SHARED 85696 D COMBINATORX INC COM 20010A10 951 152174 SH SHARED 04 152174 D COMCAST CORP NEW CL A 20030N10 72360 2992588 SH SHARED 2887888 104700 D COMCAST CORP NEW CL A 20030N10 9439 390403 SH SHARED 01 338784 51619 D COMCAST CORP NEW CL A 20030N10 30 1281 SH SHR/OTHR 01 1281 D COMCAST CORP NEW CL A 20030N10 3401 140671 SH SHARED 02 140671 D COMCAST CORP NEW CL A 20030N10 39 1633 SH SHARED 04 1633 D COMCAST CORP NEW CL A 20030N10 13540 560000 SH SHARED 04 560000 D COMCAST CORP NEW CL A 20030N10 19 790 SH SHARED 05 790 D COMCAST CORP NEW CL A 20030N10 18531 766396 SH SHARED 06 277544 488852 D COMCAST CORP NEW CL A 20030N10 79521 3288717 SH SHARED 10 2974367 314350 D COMCAST CORP NEW CL A 20030N10 522 21624 SH SHARED 14 21624 D COMCAST CORP NEW CL A 20030N10 3525 145810 SH SHARED 16 145810 D COMCAST CORP NEW CL A 20030N10 78 3231 SH SHR/OTHR 20 3231 D COMCAST CORP NEW CL A 20030N10 247 10240 SH SHARED 21 10240 D COMCAST CORP NEW CL A 20030N10 20 854 SH SHARED 22 854 D COMCAST CORP NEW CL A 20030N10 22 946 SH SHR/OTHR 22 946 D COMCAST CORP NEW CL A 20030N10 198 8191 SH SHARED 23 8191 D COMCAST CORP NEW CL A 20030N10 79 3293 SH SHR/OTHR 23 3293 D COMCAST CORP NEW CL A SPL 20030N20 13495 563241 SH SHARED 563241 D COMCAST CORP NEW CL A SPL 20030N20 1942 81089 SH SHARED 01 45990 35099 D COMCAST CORP NEW CL A SPL 20030N20 365 15237 SH SHR/OTHR 01 15237 D COMCAST CORP NEW CL A SPL 20030N20 10 420 SH SHARED 05 420 D COMCAST CORP NEW CL A SPL 20030N20 860 35895 SH SHARED 06 24975 10920 D COMCAST CORP NEW CL A SPL 20030N20 10333 431287 SH SHARED 10 430800 487 D COMCAST CORP NEW CL A SPL 20030N20 151 6329 SH SHARED 14 6329 D COMCAST CORP NEW CL A SPL 20030N20 455 19018 SH SHARED 20 6750 12268 D COMCAST CORP NEW CL A SPL 20030N20 309 12900 SH SHR/OTHR 20 12900 D COMCAST CORP NEW CL A SPL 20030N20 10 427 SH SHARED 22 427 D COMCAST CORP NEW CL A SPL 20030N20 43 1823 SH SHR/OTHR 22 1823 D COMCAST CORP NEW CL A SPL 20030N20 474 19795 SH SHARED 23 18445 1350 D COMCAST CORP NEW CL A SPL 20030N20 813 33952 SH SHR/OTHR 23 33952 D COMERICA INC COM 20034010 29687 578933 SH SHARED 578933 D COMERICA INC COM 20034010 5764 112420 SH SHARED 01 112420 D COMERICA INC COM 20034010 4448 86756 SH SHARED 02 86756 D COMERICA INC COM 20034010 5 100 SH SHARED 05 100 D COMERICA INC COM 20034010 280 5470 SH SHARED 06 3800 1670 D COMERICA INC COM 20034010 17116 333776 SH SHARED 10 333776 D COMERICA INC COM 20034010 148 2900 SH SHARED 14 2900 D COMERICA INC COM 20034010 208 4061 SH SHARED 20 2625 1436 D COMERICA INC COM 20034010 184 3602 SH SHR/OTHR 20 3602 D COMERICA INC COM 20034010 40 790 SH SHARED 21 790 D COMERICA INC COM 20034010 830 16200 SH SHARED 23 16200 D COMFORCE CORP COM 20038K10 0 285 SH SHARED 285 D COMM BANCORP INC COM 20046810 1 37 SH SHARED 37 D COMMAND SEC CORP COM 20050L10 0 149 SH SHARED 149 D COMMERCE BANCORP INC NJ COM 20051910 5802 149619 SH SHARED 149619 D COMMERCE BANCORP INC NJ COM 20051910 775 19985 SH SHARED 01 19985 D COMMERCE BANCORP INC NJ COM 20051910 1390 35845 SH SHARED 02 35845 D COMMERCE BANCORP INC NJ COM 20051910 174 4500 SH SHARED 06 3450 1050 D COMMERCE BANCORP INC NJ COM 20051910 7450 192135 SH SHARED 10 192135 D COMMERCE BANCORP INC NJ COM 20051910 23 600 SH SHR/OTHR 22 600 D COMMERCE BANCSHARES INC COM 20052510 96 2098 SH SHARED 2098 D COMMERCE BANCSHARES INC COM 20052510 35 780 SH SHARED 01 780 D COMMERCE BANCSHARES INC COM 20052510 15 332 SH SHARED 02 332 D COMMERCE BANCSHARES INC COM 20052510 178 3900 SH SHARED 10 3900 D COMMERCE ENERGY GROUP INC COM 20061Q10 1 672 SH SHARED 672 D COMMERCE GROUP INC MASS COM 20064110 2881 97781 SH SHARED 97781 D COMMERCE GROUP INC MASS COM 20064110 394 13400 SH SHARED 01 13400 D COMMERCE GROUP INC MASS COM 20064110 229 7774 SH SHARED 02 7774 D COMMERCE GROUP INC MASS COM 20064110 842 28592 SH SHARED 10 28592 D COMMERCIAL METALS CO COM 20172310 5351 169095 SH SHARED 169095 D COMMERCIAL METALS CO COM 20172310 1946 61500 SH SHARED 01 20400 41100 D COMMERCIAL METALS CO COM 20172310 201 6379 SH SHARED 02 6379 D COMMERCIAL METALS CO COM 20172310 7813 246857 SH SHARED 10 185557 61300 D COMMERCIAL METALS CO COM 20172310 363 11480 SH SHARED 24 11480 D COMMERCIAL VEH GROUP INC COM 20260810 12 1003 SH SHARED 1003 D COMMERCIAL VEH GROUP INC COM 20260810 0 36 SH SHARED 02 36 D COMMERCIAL VEH GROUP INC COM 20260810 10 800 SH SHARED 10 800 D COMMONWEALTH BANKSHARES INC COM 20273610 387 18481 SH SHARED 18481 D COMMONWEALTH BIOTECHNOLOGIES COM 20273910 0 85 SH SHARED 85 D COMMSCOPE INC SDCV 1.000% 3/1 203372AD 499 215000 PRN SHARED 02 215000 D COMMSCOPE INC COM 20337210 4007 79767 SH SHARED 79767 D COMMSCOPE INC COM 20337210 1276 25400 SH SHARED 01 7400 18000 D COMMSCOPE INC COM 20337210 192 3832 SH SHARED 02 3832 D COMMSCOPE INC COM 20337210 33531 667433 SH SHARED 10 667433 D COMMSCOPE INC COM 20337210 85 1700 SH SHARED 21 1700 D COMMUNITY BANCSHARES INC S C COM 20343F10 1 114 SH SHARED 114 D COMMUNITY BANCORP NEV COM 20343T10 9 393 SH SHARED 393 D COMMUNITY BANCORP NEV COM 20343T10 211 8400 SH SHARED 10 8400 D COMMUNITY BK SHS IND INC COM 20359910 1 88 SH SHARED 88 D COMMUNITY BK SYS INC COM 20360710 26 1344 SH SHARED 1344 D COMMUNITY BK SYS INC COM 20360710 116 5950 SH SHARED 02 5950 D COMMUNITY BK SYS INC COM 20360710 78 4000 SH SHARED 10 4000 D COMMUNITY BANKERS ACQUISITN COM 20361R10 489 66613 SH SHARED 66613 D COMMUNITY BKS INC MILLERSBUR COM 20362810 34 1158 SH SHARED 1158 D COMMUNITY BKS INC MILLERSBUR COM 20362810 1 39 SH SHARED 02 39 D COMMUNITY BKS INC MILLERSBUR COM 20362810 387 13000 SH SHARED 10 13000 D COMMUNITY CAP CORP S C COM 20363C10 2 98 SH SHARED 98 D COMMUNITY FINL CORP VA COM 20365L10 0 104 SH SHARED 104 D COMMUNITY HEALTH SYS INC NEW COM 20366810 53296 1695174 SH SHARED 1695174 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1037 33000 SH SHARED 01 2200 30800 D COMMUNITY HEALTH SYS INC NEW COM 20366810 152 4838 SH SHARED 02 4838 D COMMUNITY HEALTH SYS INC NEW COM 20366810 81 2600 SH SHARED 06 2000 600 D COMMUNITY HEALTH SYS INC NEW COM 20366810 36809 1170781 SH SHARED 10 1170781 D COMMUNITY HEALTH SYS INC NEW COM 20366810 210 6705 SH SHARED 21 6705 D COMMUNICATIONS SYS INC COM 20390010 1 145 SH SHARED 145 D COMMUNITY PARTNERS BANCORP COM 20401810 1 171 SH SHARED 171 D COMMUNITY SHORES BANK CORP COM 20404610 0 32 SH SHARED 32 D COMMUNITY TR BANCORP INC COM 20414910 17 590 SH SHARED 590 D COMMUNITY TR BANCORP INC COM 20414910 0 23 SH SHARED 02 23 D COMMUNITY TR BANCORP INC COM 20414910 96 3200 SH SHARED 10 3200 D COMMUNITY VALLEY BANCORP CA COM 20415P10 2 172 SH SHARED 172 D COMMUNITY WEST BANCSHARES COM 20415710 1 135 SH SHARED 135 D COMMVAULT SYSTEMS INC COM 20416610 137 7413 SH SHARED 7413 D COMMVAULT SYSTEMS INC COM 20416610 0 46 SH SHARED 02 46 D CGG VERITAS SPONSORED ADR 20438610 794 12206 SH SHARED 12206 D CGG VERITAS SPONSORED ADR 20438610 190 2927 SH SHARED 01 2927 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 4587 151300 SH SHARED 151300 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 5014 165400 SH SHARED 04 165400 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 7496 106301 SH SHARED 106301 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 14992 212600 SH SHARED 01 212600 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 27 394 SH SHARED 02 394 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 1417 20100 SH SHARED 04 20100 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 21 1000 SH SHARED 1000 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 4131 193711 SH SHARED 193711 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 5 237 SH SHARED 02 237 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 7053 330680 SH SHARED 04 330680 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 6399 300000 SH SHARED 05 300000 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 36 1719 SH SHARED 06 1719 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 36 1719 SH SHARED 10 1719 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 19564 396052 SH SHARED 396052 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 17290 350000 SH SHARED 04 350000 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 15462 313000 SH SHARED 05 313000 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 91 5750 SH SHARED 5750 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 1674 104973 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02 2387 D CON-WAY INC COM 20594410 699 15200 SH SHARED 10 15200 D CONCEPTUS INC COM 20601610 86 4534 SH SHARED 4534 D CONCEPTUS INC COM 20601610 9 520 SH SHARED 02 520 D CONCHO RES INC COM 20605P10 27 1858 SH SHARED 1858 D CONCHO RES INC COM 20605P10 518 35000 SH SHARED 04 35000 D CONCHO RES INC COM 20605P10 27 1828 SH SHARED 21 1828 D CONCORD CAMERA CORP COM NEW 20615620 0 113 SH SHARED 113 D CONCORD CAMERA CORP COM NEW 20615620 0 20 SH SHARED 02 20 D CONCUR TECHNOLOGIES INC COM 20670810 168 5353 SH SHARED 5353 D CONCUR TECHNOLOGIES INC COM 20670810 4890 155151 SH SHARED 02 155151 D CONCURRENT COMPUTER CORP NEW COM 20671020 2 1846 SH SHARED 1846 D CONEXANT SYSTEMS INC COM 20714210 10764 8970537 SH SHARED 8970537 D CONEXANT SYSTEMS INC COM 20714210 20 16773 SH SHARED 01 16773 D CONEXANT SYSTEMS INC COM 20714210 0 831 SH SHARED 02 831 D CONEXANT SYSTEMS INC COM 20714210 20 17000 SH SHARED 10 17000 D CONGOLEUM CORP NEW CL A 20719510 0 93 SH SHARED 93 D CONMED CORP COM 20741010 305 10929 SH SHARED 10929 D CONMED CORP COM 20741010 19 700 SH SHARED 01 700 D CONMED CORP COM 20741010 11 397 SH SHARED 02 397 D CONMED CORP COM 20741010 836 29900 SH SHARED 10 29900 D CONNECTICUT BK&TR CO HART NE COM 20754610 0 91 SH SHARED 91 D CONNECTICUT WTR SVC INC COM 20779710 4 211 SH SHARED 211 D CONNS INC COM 20824210 1366 57190 SH SHARED 57190 D CONNS INC COM 20824210 24 1012 SH SHARED 02 1012 D CONNS INC COM 20824210 7336 307094 SH SHARED 10 307094 D CONOCOPHILLIPS COM 20825C10 11366 129505 SH SHARED 74174 55331 D CONOCOPHILLIPS COM 20825C10 300193 3420233 SH SHARED 3412123 8110 D CONOCOPHILLIPS COM 20825C10 30130 343290 SH SHARED 01 318642 24648 D CONOCOPHILLIPS COM 20825C10 3045 34704 SH SHR/OTHR 01 34704 D CONOCOPHILLIPS COM 20825C10 77424 882131 SH SHARED 02 882131 D CONOCOPHILLIPS COM 20825C10 1570 17892 SH SHARED 04 17892 D CONOCOPHILLIPS COM 20825C10 141621 1613555 SH SHARED 04 1613555 D CONOCOPHILLIPS COM 20825C10 11282 128550 SH SHARED 05 128550 D CONOCOPHILLIPS COM 20825C10 68729 783058 SH SHARED 06 68800 714258 D CONOCOPHILLIPS COM 20825C10 1008503 11490303 SH SHARED 10 1400062 90241 D CONOCOPHILLIPS COM 20825C10 2670 30431 SH SHARED 14 4500 25931 D CONOCOPHILLIPS COM 20825C10 2284 26030 SH SHARED 15 26030 D CONOCOPHILLIPS COM 20825C10 7522 85702 SH SHARED 16 85702 D CONOCOPHILLIPS COM 20825C10 11835 134844 SH SHARED 19 134844 D CONOCOPHILLIPS COM 20825C10 3877 44183 SH SHARED 20 19855 24328 D CONOCOPHILLIPS COM 20825C10 298 3400 SH SHR/OTHR 20 3400 D CONOCOPHILLIPS COM 20825C10 459 5231 SH SHARED 21 5231 D CONOCOPHILLIPS COM 20825C10 690 7868 SH SHR/OTHR 21 7868 D CONOCOPHILLIPS COM 20825C10 593 6765 SH SHARED 22 3225 3540 D CONOCOPHILLIPS COM 20825C10 374 4266 SH SHR/OTHR 22 4266 D CONOCOPHILLIPS COM 20825C10 1332 15186 SH SHARED 23 15186 D CONOCOPHILLIPS COM 20825C10 6334 72169 SH SHR/OTHR 23 72169 D CONOCOPHILLIPS COM 20825C10 81 928 SH SHARED 24 928 D CONOLOG CORP COM PAR.01 NEW 20825488 0 99 SH SHARED 99 D CONSECO INC DBCV 3.500% 9/3 208464BH 311 340000 PRN SHARED 02 340000 D CONSECO INC COM NEW 20846488 253 15832 SH SHARED 15832 D CONSECO INC COM NEW 20846488 215 13485 SH SHARED 01 13485 D CONSECO INC COM NEW 20846488 14 884 SH SHARED 02 884 D CONSECO INC COM NEW 20846488 155 9710 SH SHARED 10 9200 510 D CONSOL ENERGY INC COM 20854P10 8483 182041 SH SHARED 182041 D CONSOL ENERGY INC COM 20854P10 918 19710 SH SHARED 01 19710 D CONSOL ENERGY INC COM 20854P10 183 3936 SH SHARED 02 3936 D CONSOL ENERGY INC COM 20854P10 269 5780 SH SHARED 06 4200 1580 D CONSOL ENERGY INC COM 20854P10 4048 86879 SH SHARED 10 86879 D CONSOLIDATED COMM HLDGS INC COM 20903410 17 871 SH SHARED 871 D CONSOLIDATED COMM HLDGS INC COM 20903410 110 5635 SH SHARED 02 5635 D CONSOLIDATED COMM HLDGS INC COM 20903410 62 3200 SH SHARED 10 3200 D CONSOLIDATED EDISON INC COM 20911510 71896 1552850 SH SHARED 1552850 D CONSOLIDATED EDISON INC COM 20911510 1682 36333 SH SHARED 01 31553 4780 D CONSOLIDATED EDISON INC COM 20911510 270 5840 SH SHR/OTHR 01 5840 D CONSOLIDATED EDISON INC COM 20911510 500 10801 SH SHARED 02 10801 D CONSOLIDATED EDISON INC COM 20911510 5 120 SH SHARED 05 120 D CONSOLIDATED EDISON INC COM 20911510 425 9200 SH SHARED 06 6800 2400 D CONSOLIDATED EDISON INC COM 20911510 6478 139924 SH SHARED 10 139924 D CONSOLIDATED EDISON INC COM 20911510 25 550 SH SHARED 20 300 250 D CONSOLIDATED EDISON INC COM 20911510 14 304 SH SHR/OTHR 22 304 D CONSOLIDATED EDISON INC COM 20911510 185 4000 SH SHARED 23 4000 D CONSOLIDATED EDISON INC COM 20911510 46 1000 SH SHR/OTHR 23 1000 D CONSOLIDATED GRAPHICS INC COM 20934110 97 1551 SH SHARED 1551 D CONSOLIDATED GRAPHICS INC COM 20934110 269 4300 SH SHARED 01 4300 D CONSOLIDATED GRAPHICS INC COM 20934110 208 3320 SH SHARED 02 3320 D CONSOLIDATED GRAPHICS INC COM 20934110 659 10500 SH SHARED 10 10500 D CONSOLIDATED TOMOKA LD CO COM 21022610 9 145 SH SHARED 145 D CONSOLIDATED TOMOKA LD CO COM 21022610 0 9 SH SHARED 02 9 D CONSTELLATION BRANDS INC CL A 21036P10 72 3000 SH SHARED 3000 D CONSTELLATION BRANDS INC CL A 21036P10 3658 151096 SH SHARED 151096 D CONSTELLATION BRANDS INC CL A 21036P10 716 29600 SH SHARED 01 29300 300 D CONSTELLATION BRANDS INC CL A 21036P10 101 4179 SH SHARED 02 4179 D CONSTELLATION BRANDS INC CL A 21036P10 363 15000 SH SHARED 04 15000 D CONSTELLATION BRANDS INC CL A 21036P10 171 7100 SH SHARED 06 4550 2550 D CONSTELLATION BRANDS INC CL A 21036P10 2396 99000 SH SHARED 10 99000 D CONSTAR INTL INC NEW COM 21036U10 1 289 SH SHARED 289 D CONSTELLATION ENERGY GROUP I COM 21037110 67272 784155 SH SHARED 783155 1000 D CONSTELLATION ENERGY GROUP I COM 21037110 2510 29267 SH SHARED 01 29067 200 D CONSTELLATION ENERGY GROUP I COM 21037110 3606 42038 SH SHARED 02 42038 D CONSTELLATION ENERGY GROUP I COM 21037110 6 80 SH SHARED 05 80 D CONSTELLATION ENERGY GROUP I COM 21037110 3580 41737 SH SHARED 06 4150 37587 D CONSTELLATION ENERGY GROUP I COM 21037110 14875 173397 SH SHARED 10 173397 D CONSTELLATION ENERGY GROUP I COM 21037110 406 4736 SH SHARED 14 4736 D CONSTELLATION ENERGY GROUP I COM 21037110 260 3031 SH SHARED 23 3031 D CONSULIER ENGR INC COM PAR $0.01 21044630 0 18 SH SHARED 18 D CONSUMER PORTFOLIO SVCS INC COM 21050210 2 378 SH SHARED 378 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 17 475 SH SHARED 475 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 55 1525 SH SHARED 01 1525 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 0 13 SH SHARED 02 13 D CONTINENTAL AIRLS INC CL B 21079530 3644 110334 SH SHARED 71434 38900 D CONTINENTAL AIRLS INC CL B 21079530 791 23965 SH SHARED 01 23965 D CONTINENTAL AIRLS INC CL B 21079530 391 11845 SH SHARED 02 11845 D CONTINENTAL AIRLS INC CL B 21079530 33251 1006700 SH SHARED 10 992500 14200 D CONVERA CORP CL A 21191910 2 754 SH SHARED 754 D CONVERA CORP CL A 21191910 1 460 SH SHARED 02 460 D CONTINENTAL RESOURCES INC COM 21201510 39 2170 SH SHARED 2170 D CONTINENTAL RESOURCES INC COM 21201510 143 7923 SH SHARED 02 7723 200 D CONTINENTAL RESOURCES INC COM 21201510 204 11300 SH SHARED 10 11300 D CONTINENTAL RESOURCES INC COM 21201510 94 5200 SH SHARED 21 5200 D CONTINUCARE CORP COM 21217210 3 1069 SH SHARED 1069 D CONVERGYS CORP COM 21248510 2622 151037 SH SHARED 151037 D CONVERGYS CORP COM 21248510 222 12800 SH SHARED 01 12800 D CONVERGYS CORP COM 21248510 1602 92282 SH SHARED 02 92282 D CONVERGYS CORP COM 21248510 107 6200 SH SHARED 06 6200 D CONVERGYS CORP COM 21248510 968 55812 SH SHARED 10 55812 D CONVERGYS CORP COM 21248510 72 4166 SH SHARED 14 4166 D CONVERSION SERVICES INTL INC COM NEW 21254R20 0 975 SH SHARED 975 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 1075 400000 PRN SHARED 400000 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 6765 2517000 PRN SHARED 02 2517000 D COOPER COS INC DBCV 2.625% 7/0 216648AG 25142 20575008 PRN SHARED 02 20575008 D COOPER COS INC COM NEW 21664840 3432 65488 SH SHARED 65488 D COOPER COS INC COM NEW 21664840 23 456 SH SHARED 02 456 D COOPER COS INC COM NEW 21664840 2358 45000 SH SHARED 04 45000 D COOPER COS INC COM NEW 21664840 5598 106800 SH SHARED 06 40900 65900 D COOPER COS INC COM NEW 21664840 19337 368900 SH SHARED 10 368900 D COOPER TIRE & RUBR CO COM 21683110 639 26189 SH SHARED 26189 D COOPER TIRE & RUBR CO COM 21683110 480 19694 SH SHARED 01 19694 D COOPER TIRE & RUBR CO COM 21683110 68 2800 SH SHARED 02 2800 D COOPER TIRE & RUBR CO COM 21683110 7315 299800 SH SHARED 10 299800 D COOPERATIVE BANKSHARES INC COM 21684410 2 139 SH SHARED 139 D COPANO ENERGY L L C COM UNITS 21720210 42 1165 SH SHARED 1165 D COPART INC COM 21720410 1896 55143 SH SHARED 55143 D COPART INC COM 21720410 1520 44200 SH SHARED 01 24500 19700 D COPART INC COM 21720410 139 4050 SH SHARED 02 4050 D COPART INC COM 21720410 116 3400 SH SHARED 10 3400 D COPERNIC INC COM 21727W10 21 7000 SH SHARED 7000 D CORCEPT THERAPEUTICS INC COM 21835210 2 454 SH SHARED 454 D CORE MARK HOLDING CO INC COM 21868110 1275 36209 SH SHARED 36209 D CORE MARK HOLDING CO INC COM 21868110 21 600 SH SHARED 01 600 D CORE MARK HOLDING CO INC COM 21868110 0 13 SH SHARED 02 13 D CORE MARK HOLDING CO INC COM 21868110 849 24100 SH SHARED 10 24100 D CORE MOLDING TECHNOLOGIES IN COM 21868310 0 63 SH SHARED 63 D CORINTHIAN COLLEGES INC COM 21886810 2009 126313 SH SHARED 126313 D CORINTHIAN COLLEGES INC COM 21886810 435 27345 SH SHARED 01 3545 23800 D CORINTHIAN COLLEGES INC COM 21886810 78 4927 SH SHARED 02 4927 D CORINTHIAN COLLEGES INC COM 21886810 954 60000 SH SHARED 04 60000 D CORINTHIAN COLLEGES INC COM 21886810 147 9300 SH SHARED 10 9300 D CORN PRODS INTL INC COM 21902310 18281 398548 SH SHARED 398548 D CORN PRODS INTL INC COM 21902310 3584 78148 SH SHARED 01 16548 61600 D CORN PRODS INTL INC COM 21902310 442 9649 SH SHARED 02 6175 3474 D CORN PRODS INTL INC COM 21902310 2192 47800 SH SHARED 05 47800 D CORN PRODS INTL INC COM 21902310 2623 57200 SH SHARED 10 57200 D CORN PRODS INTL INC COM 21902310 36 800 SH SHARED 21 800 D CORN PRODS INTL INC COM 21902310 532 11600 SH SHR/OTHR 23 11600 D CORNELL COMPANIES INC COM 21914110 19 844 SH SHARED 844 D CORNELL COMPANIES INC COM 21914110 0 11 SH SHARED 02 11 D CORNING INC COM 21935010 367 14900 SH SHARED 14900 D CORNING INC COM 21935010 100690 4084800 SH SHARED 4084200 600 D CORNING INC COM 21935010 6979 283156 SH SHARED 01 283156 D CORNING INC COM 21935010 3616 146696 SH SHR/OTHR 01 146696 D CORNING INC COM 21935010 1234 50068 SH SHARED 02 50068 D CORNING INC COM 21935010 65 2640 SH SHARED 04 2640 D CORNING INC COM 21935010 224897 9123618 SH SHARED 04 9123618 D CORNING INC COM 21935010 6178 250650 SH SHARED 05 250650 D CORNING INC COM 21935010 31549 1279913 SH SHARED 06 297800 982113 D CORNING INC COM 21935010 39506 1602705 SH SHARED 10 1602705 D CORNING INC COM 21935010 3560 144452 SH SHARED 14 73600 70852 D CORNING INC COM 21935010 5151 209000 SH SHARED 15 209000 D CORNING INC COM 21935010 6809 276249 SH SHARED 16 276249 D CORNING INC COM 21935010 281 11400 SH SHARED 19 11400 D CORNING INC COM 21935010 44 1800 SH SHARED 20 1800 D CORNING INC COM 21935010 1002 40650 SH SHR/OTHR 23 40650 D CORPBANCA SP ADR REG S 21987A20 42 1140 SH SHARED 1140 D CORPORATE EXECUTIVE BRD CO COM 21988R10 2092 28185 SH SHARED 28185 D CORPORATE EXECUTIVE BRD CO COM 21988R10 760 10250 SH SHARED 01 450 9800 D CORPORATE EXECUTIVE BRD CO COM 21988R10 135 1828 SH SHARED 02 1828 D CORPORATE EXECUTIVE BRD CO COM 21988R10 185 2500 SH SHARED 10 2500 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 83 1997 SH SHARED 1997 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 203 4895 SH SHARED 01 4895 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 291 6993 SH SHARED 02 6993 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 416 10000 SH SHARED 04 10000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1419 34100 SH SHARED 10 34100 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 392 15011 SH SHARED 15011 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 92 3517 SH SHARED 02 3517 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 11252 429990 SH SHARED 10 429990 D CORRIENTE RES INC COM NEW 22027E40 81 16118 SH SHARED 16118 D CORRIENTE RES INC COM NEW 22027E40 16 3200 SH SHARED 02 3200 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 2 1203 SH SHARED 1203 D CORUS BANKSHARES INC COM 22087310 348 26803 SH SHARED 26803 D CORUS BANKSHARES INC COM 22087310 195 15000 SH SHARED 01 15000 D CORUS BANKSHARES INC COM 22087310 2 220 SH SHARED 02 220 D CORUS BANKSHARES INC COM 22087310 4826 370684 SH SHARED 10 370684 D CORUS BANKSHARES INC COM 22087310 25 1961 SH SHARED 21 1961 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 327 6900 SH SHARED 6900 D CORVEL CORP COM 22100610 55 2393 SH SHARED 2393 D CORVEL CORP COM 22100610 58 2550 SH SHARED 01 2550 D CORVEL CORP COM 22100610 125 5434 SH SHARED 02 5434 D CORVEL CORP COM 22100610 1297 56100 SH SHARED 10 56100 D COSI INC COM 22122P10 12 3588 SH SHARED 3588 D COST PLUS INC CALIF COM 22148510 6068 1509628 SH SHARED 1509628 D COST-U-LESS INC COM 22149210 1 97 SH SHARED 97 D COSTCO WHSL CORP NEW COM 22160K10 20442 333110 SH SHARED 319710 13400 D COSTCO WHSL CORP NEW COM 22160K10 4809 78371 SH SHARED 01 63821 14550 D COSTCO WHSL CORP NEW COM 22160K10 181 2950 SH SHR/OTHR 01 2950 D COSTCO WHSL CORP NEW COM 22160K10 27981 455945 SH SHARED 02 455945 D COSTCO WHSL CORP NEW COM 22160K10 2147 35000 SH SHARED 04 35000 D COSTCO WHSL CORP NEW COM 22160K10 12 200 SH SHARED 05 200 D COSTCO WHSL CORP NEW COM 22160K10 925 15080 SH SHARED 06 10800 4280 D COSTCO WHSL CORP NEW COM 22160K10 70451 1147978 SH SHARED 10 1081348 66630 D COSTCO WHSL CORP NEW COM 22160K10 1760 28680 SH SHARED 20 4795 23885 D COSTCO WHSL CORP NEW COM 22160K10 155 2540 SH SHR/OTHR 20 2540 D COSTCO WHSL CORP NEW COM 22160K10 15 250 SH SHR/OTHR 21 250 D COSTCO WHSL CORP NEW COM 22160K10 79 1300 SH SHARED 22 400 900 D COSTCO WHSL CORP NEW COM 22160K10 40 659 SH SHR/OTHR 22 659 D COSTCO WHSL CORP NEW COM 22160K10 98 1605 SH SHARED 23 1000 605 D COSTCO WHSL CORP NEW COM 22160K10 619 10100 SH SHR/OTHR 23 10100 D COSTAR GROUP INC COM 22160N10 568 10644 SH SHARED 10644 D COSTAR GROUP INC COM 22160N10 34 650 SH SHARED 01 650 D COSTAR GROUP INC COM 22160N10 58 1100 SH SHARED 10 1100 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 459 330000 PRN SHARED 02 330000 D COTT CORP QUE COM 22163N10 6 826 SH SHARED 826 D COTT CORP QUE COM 22163N10 0 40 SH SHARED 02 40 D COTT CORP QUE COM 22163N10 14 1800 SH SHARED 14 1800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 19602 1031192 SH SHARED 1031192 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1034 54440 SH SHARED 01 54440 D COUNTRYWIDE FINANCIAL CORP COM 22237210 324 17049 SH SHARED 02 17049 D COUNTRYWIDE FINANCIAL CORP COM 22237210 5 308 SH SHARED 05 308 D COUNTRYWIDE FINANCIAL CORP COM 22237210 378 19928 SH SHARED 06 14448 5480 D COUNTRYWIDE FINANCIAL CORP COM 22237210 9677 509082 SH SHARED 10 509082 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2278 119861 SH SHARED 14 119861 D COUNTRYWIDE FINANCIAL CORP COM 22237210 184 9680 SH SHARED 21 9680 D COURIER CORP COM 22266010 14 412 SH SHARED 412 D COURIER CORP COM 22266010 47 1348 SH SHARED 02 1348 D COURIER CORP COM 22266010 158 4500 SH SHARED 10 4500 D COUSINS PPTYS INC COM 22279510 1171 39912 SH SHARED 39912 D COUSINS PPTYS INC COM 22279510 1037 35350 SH SHARED 01 31550 3800 D COUSINS PPTYS INC COM 22279510 962 32782 SH SHR/OTHR 01 32782 D COUSINS PPTYS INC COM 22279510 53 1825 SH SHARED 02 1825 D COUSINS PPTYS INC COM 22279510 845 28800 SH SHARED 10 28800 D COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR 8030 9095000 PRN SHARED 9095000 D COVAD COMMUNICATIONS GROUP I COM 22281420 14 21607 SH SHARED 21607 D COVANCE INC COM 22281610 137 1761 SH SHARED 1761 D COVANCE INC COM 22281610 3313 42531 SH SHARED 42531 D COVANCE INC COM 22281610 1690 21702 SH SHARED 01 1102 20600 D COVANCE INC COM 22281610 642 8244 SH SHARED 02 4314 3930 D COVANCE INC COM 22281610 148 1900 SH SHARED 06 1500 400 D COVANCE INC COM 22281610 32571 418113 SH SHARED 10 418113 D COVANCE INC COM 22281610 62 800 SH SHR/OTHR 23 800 D COVANTA HLDG CORP COM 22282E10 24 1000 SH SHARED 1000 D COVANTA HLDG CORP COM 22282E10 8864 361651 SH SHARED 361651 D COVANTA HLDG CORP COM 22282E10 448 18285 SH SHARED 01 18085 200 D COVANTA HLDG CORP COM 22282E10 14 608 SH SHARED 02 608 D COVANTA HLDG CORP COM 22282E10 24905 1016147 SH SHARED 04 1016147 D COVANTA HLDG CORP COM 22282E10 19608 800000 SH SHARED 05 800000 D COVANTA HLDG CORP COM 22282E10 15 625 SH SHARED 06 625 D COVANTA HLDG CORP COM 22282E10 113 4625 SH SHARED 10 4625 D COVANTA HLDG CORP COM 22282E10 4 200 SH SHARED 23 200 D COVENANT TRANSN GROUP INC CL A 22284P10 8 1235 SH SHARED 1235 D COVENTRY HEALTH CARE INC COM 22286210 12856 206663 SH SHARED 194963 11700 D COVENTRY HEALTH CARE INC COM 22286210 7306 117450 SH SHARED 01 117450 D COVENTRY HEALTH CARE INC COM 22286210 262 4223 SH SHARED 02 4223 D COVENTRY HEALTH CARE INC COM 22286210 2482 39900 SH SHARED 04 39900 D COVENTRY HEALTH CARE INC COM 22286210 318 5115 SH SHARED 06 3650 1465 D COVENTRY HEALTH CARE INC COM 22286210 77979 1253491 SH SHARED 10 1253491 D COVENTRY HEALTH CARE INC COM 22286210 273 4397 SH SHARED 14 1300 3097 D COVENTRY HEALTH CARE INC COM 22286210 265 4265 SH SHARED 21 4265 D COWEN GROUP INC COM 22362110 95 6889 SH SHARED 6889 D COWEN GROUP INC COM 22362110 884 64000 SH SHARED 01 60000 4000 D COWEN GROUP INC COM 22362110 1174 85000 SH SHR/OTHR 01 85000 D COWLITZ BANCORP LONGVIEW WAS COM 22376710 1 108 SH SHARED 108 D COX RADIO INC CL A 22405110 234 17977 SH SHARED 17977 D COX RADIO INC CL A 22405110 293 22459 SH SHARED 02 22459 D COX RADIO INC CL A 22405110 48 3748 SH SHARED 10 3748 D CRAFTMADE INTL INC COM 22413E10 1 115 SH SHARED 115 D CRANE CO COM 22439910 1915 39938 SH SHARED 39938 D CRANE CO COM 22439910 863 17995 SH SHARED 01 2395 15600 D CRANE CO COM 22439910 176 3685 SH SHARED 02 3685 D CRANE CO COM 22439910 5996 125000 SH SHARED 05 125000 D CRANE CO COM 22439910 484 10100 SH SHARED 10 10100 D CRAWFORD & CO CL B 22463310 7 1200 SH SHARED 1200 D CRAWFORD & CO CL B 22463310 0 26 SH SHARED 02 26 D CRAY INC COM NEW 22522330 11 1596 SH SHARED 1596 D CRAY INC COM NEW 22522330 0 55 SH SHARED 02 55 D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF 4775 5000000 PRN SHARED 5000000 D CREDENCE SYS CORP COM 22530210 19888 6436358 SH SHARED 6436358 D CREDENCE SYS CORP COM 22530210 6 2045 SH SHARED 01 2045 D CREDENCE SYS CORP COM 22530210 80 26000 SH SHARED 10 26000 D CREDIT ACCEP CORP MICH COM 22531010 6 266 SH SHARED 266 D CREDIT ACCEP CORP MICH COM 22531010 0 12 SH SHARED 02 12 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 27676 417253 SH SHARED 417253 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 23 350 SH SHARED 01 350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 163 2459 SH SHARED 02 2459 D CREDO PETE CORP COM PAR $0.10 22543920 2 206 SH SHARED 206 D CREE INC COM 22544710 34 1100 SH SHARED 1100 D CREE INC COM 22544710 27549 885835 SH SHARED 885835 D CREE INC COM 22544710 783 25200 SH SHARED 01 25200 D CREE INC COM 22544710 137 4417 SH SHARED 02 4417 D CREE INC COM 22544710 7791 250515 SH SHARED 04 250515 D CREE INC COM 22544710 7775 250000 SH SHARED 05 250000 D CREE INC COM 22544710 40 1302 SH SHARED 06 1302 D CREE INC COM 22544710 164 5302 SH SHARED 10 5302 D CREE INC COM 22544710 56 1832 SH SHARED 21 1832 D CRESCENT FINL CORP COM 22574410 2 235 SH SHARED 235 D CRESUD S A C I F Y A SPONSORED ADR 22640610 16556 728712 SH SHARED 728712 D CRESUD S A C I F Y A SPONSORED ADR 22640610 12567 553160 SH SHARED 01 505260 47900 D CRESUD S A C I F Y A SPONSORED ADR 22640610 568 25000 SH SHARED 02 25000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 5725 252000 SH SHARED 04 252000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 4369 192300 SH SHARED 05 192300 D CRESUD S A C I F Y A SPONSORED ADR 22640610 2755 121300 SH SHARED 06 81300 40000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 765 33700 SH SHARED 10 33700 D CRITICAL THERAPEUTICS INC COM 22674T10 17 9386 SH SHARED 9386 D CRITICARE SYS INC COM 22690110 0 280 SH SHARED 280 D CROCS INC COM 22704610 330 4915 SH SHARED 4915 D CROCS INC COM 22704610 189 2825 SH SHARED 01 2825 D CROCS INC COM 22704610 843 12548 SH SHARED 02 12548 D CROCS INC COM 22704610 504 7500 SH SHARED 04 7500 D CROCS INC COM 22704610 1035 15400 SH SHARED 05 15400 D CROCS INC COM 22704610 32374 481400 SH SHARED 10 481400 D CROSS A T CO CL A 22747810 2 187 SH SHARED 187 D CROSS CTRY HEALTHCARE INC COM 22748310 23 1340 SH SHARED 1340 D CROSS CTRY HEALTHCARE INC COM 22748310 71 4095 SH SHARED 01 4095 D CROSS CTRY HEALTHCARE INC COM 22748310 136 7800 SH SHARED 10 7800 D CROSS TIMBERS RTY TR TR UNIT 22757R10 6 153 SH SHARED 153 D CROSS TIMBERS RTY TR TR UNIT 22757R10 79 2000 SH SHR/OTHR 20 2000 D CROSSTEX ENERGY L P COM 22765U10 16 468 SH SHARED 468 D CROSSTEX ENERGY INC COM 22765Y10 70 1871 SH SHARED 1871 D CROSSTEX ENERGY INC COM 22765Y10 2 66 SH SHARED 02 66 D CROSSTEX ENERGY INC COM 22765Y10 53 1400 SH SHARED 10 1400 D CROWN CASTLE INTL CORP COM 22822710 947 23310 SH SHARED 23310 D CROWN CASTLE INTL CORP COM 22822710 349 8591 SH SHARED 01 8591 D CROWN CASTLE INTL CORP COM 22822710 173 4264 SH SHARED 02 4264 D CROWN CASTLE INTL CORP COM 22822710 2437 60000 SH SHARED 04 60000 D CROWN CASTLE INTL CORP COM 22822710 276 6810 SH SHARED 06 5000 1810 D CROWN CASTLE INTL CORP COM 22822710 17217 423760 SH SHARED 10 423760 D CROWN CASTLE INTL CORP COM 22822710 30 750 SH SHR/OTHR 23 750 D CROWN CRAFTS INC COM 22830910 0 217 SH SHARED 217 D CROWN CRAFTS INC COM 22830910 617 148355 SH SHARED 01 148355 D CROWN HOLDINGS INC COM 22836810 6280 275926 SH SHARED 275926 D CROWN HOLDINGS INC COM 22836810 846 37200 SH SHARED 01 25500 11700 D CROWN HOLDINGS INC COM 22836810 2324 102148 SH SHARED 02 102148 D CROWN HOLDINGS INC COM 22836810 13117 576358 SH SHARED 10 469163 107195 D CROWN HOLDINGS INC COM 22836810 449 19770 SH SHARED 24 19770 D CROWN MEDIA HLDGS INC CL A 22841110 4 588 SH SHARED 588 D CROWN MEDIA HLDGS INC CL A 22841110 58 8100 SH SHARED 02 8100 D CRUCELL N V SPONSORED ADR 22876910 18 900 SH SHARED 900 D CRYOLIFE INC COM 22890310 262 27801 SH SHARED 27801 D CRYOLIFE INC COM 22890310 133 14165 SH SHARED 02 14165 D CRYOCOR INC COM 22901610 0 167 SH SHARED 167 D CRYSTAL RIV CAP INC COM 22939330 20 1205 SH SHARED 1205 D CRYSTAL RIV CAP INC COM 22939330 90 5400 SH SHARED 01 5400 D CRYSTAL RIV CAP INC COM 22939330 0 42 SH SHARED 02 42 D CRYSTAL RIV CAP INC COM 22939330 97 5800 SH SHARED 10 5800 D CRYSTALLEX INTL CORP COM 22942F10 61 19296 SH SHARED 19296 D CRYSTALLEX INTL CORP COM 22942F10 6 2000 SH SHARED 02 2000 D CTRIP COM INTL LTD ADR 22943F10 35192 679399 SH SHARED 679399 D CTRIP COM INTL LTD ADR 22943F10 349 6752 SH SHARED 02 6752 D CTRIP COM INTL LTD ADR 22943F10 21238 410000 SH SHARED 04 410000 D CTRIP COM INTL LTD ADR 22943F10 5853 113000 SH SHARED 05 113000 D CTRIP COM INTL LTD ADR 22943F10 5869 113320 SH SHARED 06 60320 53000 D CUBIC CORP COM 22966910 423 10042 SH SHARED 10042 D CUBIC CORP COM 22966910 166 3950 SH SHARED 01 2450 1500 D CUBIC CORP COM 22966910 413 9807 SH SHARED 02 9807 D CUBIC CORP COM 22966910 3740 88700 SH SHARED 10 88700 D CUBIC CORP COM 22966910 168 4000 SH SHR/OTHR 23 4000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 966 1011000 PRN SHARED 1011000 D CUBIST PHARMACEUTICALS INC COM 22967810 2168 102632 SH SHARED 102632 D CUBIST PHARMACEUTICALS INC COM 22967810 200 9495 SH SHARED 01 9495 D CUBIST PHARMACEUTICALS INC COM 22967810 160 7619 SH SHARED 02 7619 D CUBIST PHARMACEUTICALS INC COM 22967810 8021 379612 SH SHARED 04 379612 D CUBIST PHARMACEUTICALS INC COM 22967810 7264 343800 SH SHARED 10 343800 D CULLEN FROST BANKERS INC COM 22989910 4054 80903 SH SHARED 80903 D CULLEN FROST BANKERS INC COM 22989910 1458 29100 SH SHARED 01 12200 16900 D CULLEN FROST BANKERS INC COM 22989910 157 3146 SH SHARED 02 3146 D CULLEN FROST BANKERS INC COM 22989910 205 4100 SH SHARED 10 4100 D CULLEN FROST BANKERS INC COM 22989910 49 978 SH SHARED 21 978 D CUISINE SOLUTIONS INC COM 22990410 1 170 SH SHARED 170 D CULP INC COM 23021510 2 251 SH SHARED 251 D CUMMINS INC COM 23102110 11689 91399 SH SHARED 91399 D CUMMINS INC COM 23102110 2458 19222 SH SHARED 01 18367 855 D CUMMINS INC COM 23102110 944 7386 SH SHARED 02 7386 D CUMMINS INC COM 23102110 7 60 SH SHARED 05 60 D CUMMINS INC COM 23102110 402 3150 SH SHARED 06 2150 1000 D CUMMINS INC COM 23102110 13272 103782 SH SHARED 10 103782 D CUMMINS INC COM 23102110 409 3200 SH SHARED 14 3200 D CUMMINS INC COM 23102110 19 150 SH SHARED 20 150 D CUMMINS INC COM 23102110 12 95 SH SHR/OTHR 21 95 D CUMMINS INC COM 23102110 25 200 SH SHARED 22 200 D CUMMINS INC COM 23102110 204 1600 SH SHR/OTHR 23 1600 D CUMULUS MEDIA INC CL A 23108210 1035 101344 SH SHARED 101344 D CUMULUS MEDIA INC CL A 23108210 21 2145 SH SHARED 01 2145 D CURAGEN CORP COM 23126R10 24 17492 SH SHARED 17492 D CURIS INC COM 23126910 1 1253 SH SHARED 1253 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 1 17 SH SHARED 01 17 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 8 100 SH SHR/OTHR 23 100 D CURRENCY SHARES EURO TR EURO SHS 23130C10 4 30 SH SHARED 01 30 D CURTISS WRIGHT CORP COM 23156110 435 9176 SH SHARED 9176 D CURTISS WRIGHT CORP COM 23156110 33 700 SH SHARED 01 700 D CURTISS WRIGHT CORP COM 23156110 243 5130 SH SHARED 02 5130 D CURTISS WRIGHT CORP COM 23156110 9210 193900 SH SHARED 10 193900 D CUTERA INC COM 23210910 239 9146 SH SHARED 9146 D CUTERA INC COM 23210910 55 2100 SH SHARED 01 2100 D CUTERA INC COM 23210910 636 24300 SH SHARED 10 24300 D CYANOTECH CORP COM PAR $0.02 23243730 0 115 SH SHARED 115 D CYBERSOURCE CORP COM 23251J10 17 1492 SH SHARED 1492 D CYBERSOURCE CORP COM 23251J10 27 2323 SH SHARED 02 2323 D CYBERSOURCE CORP COM 23251J10 10696 915000 SH SHARED 10 915000 D CYBERONICS INC COM 23251P10 14 1034 SH SHARED 1034 D CYBERONICS INC COM 23251P10 9 710 SH SHARED 02 710 D CYBERONICS INC COM 23251P10 2 200 SH SHARED 10 200 D CYBERONICS INC COM 23251P10 1115 80000 SH SHARED 15 80000 D CYBEROPTICS CORP COM 23251710 2 213 SH SHARED 213 D CYBEX INTL INC COM 23252E10 1 283 SH SHARED 283 D CYCLACEL PHARMACEUTICALS INC COM 23254L10 20 3721 SH SHARED 3721 D CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L20 1413 256598 SH SHARED 256598 D CYGNE DESIGNS INC COM 23255610 0 350 SH SHARED 350 D CYMER INC COM 23257210 2408 62740 SH SHARED 62740 D CYMER INC COM 23257210 779 20300 SH SHARED 01 20300 D CYMER INC COM 23257210 3071 80000 SH SHARED 02 80000 D CYMER INC COM 23257210 723 18839 SH SHARED 10 18839 D CYNOSURE INC CL A 23257720 12 333 SH SHARED 333 D CYNOSURE INC CL A 23257720 440 11950 SH SHARED 04 11950 D CYNOSURE INC CL A 23257720 1468 39800 SH SHARED 10 39800 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 70 5137 SH SHARED 5137 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 78 5745 SH SHARED 01 5745 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 224 16390 SH SHARED 02 16390 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 1273 93011 SH SHARED 04 93011 D CYPRESS SEMICONDUCTOR CORP COM 23280610 292 10000 SH SHARED 10000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 141576 4846852 SH SHARED 4846852 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1472 50420 SH SHARED 01 2820 47600 D CYPRESS SEMICONDUCTOR CORP COM 23280610 234 8036 SH SHARED 02 8036 D CYPRESS SEMICONDUCTOR CORP COM 23280610 584 20000 SH SHARED 04 20000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 198 6800 SH SHARED 10 6800 D CYTOKINETICS INC COM 23282W10 8 1728 SH SHARED 1728 D CYTOKINETICS INC COM 23282W10 122 23900 SH SHARED 01 23900 D CYTEC INDS INC COM 23282010 18234 266632 SH SHARED 266632 D CYTEC INDS INC COM 23282010 1312 19193 SH SHARED 01 693 18500 D CYTEC INDS INC COM 23282010 3582 52385 SH SHARED 02 52385 D CYTEC INDS INC COM 23282010 1162 17000 SH SHARED 06 17000 D CYTEC INDS INC COM 23282010 191 2800 SH SHARED 10 2800 D CYTEC INDS INC COM 23282010 1162 17000 SH SHARED 14 17000 D CYTEC INDS INC COM 23282010 47 700 SH SHARED 21 700 D CYTOGEN CORP COM NEW 23282430 0 990 SH SHARED 990 D CYTRX CORP COM NEW 23282830 13 4047 SH SHARED 4047 D CYTOMEDIX INC COM NEW 23283B20 2 676 SH SHARED 676 D CYTORI THERAPEUTICS INC COM 23283K10 3 526 SH SHARED 526 D D & E COMMUNICATIONS INC COM 23286010 5 368 SH SHARED 368 D D & E COMMUNICATIONS INC COM 23286010 12 900 SH SHARED 02 900 D CYTYC CORP NOTE 2.250% 3/1 232946AB 469 294000 PRN SHARED 02 294000 D CYTYC CORP COM 23294610 55992 1175070 SH SHARED 1175070 D CYTYC CORP COM 23294610 1798 37748 SH SHARED 01 3100 34648 D CYTYC CORP COM 23294610 14789 310378 SH SHARED 02 306248 4130 D CYTYC CORP COM 23294610 147 3100 SH SHARED 06 2500 600 D CYTYC CORP COM 23294610 605 12700 SH SHARED 10 12700 D CYTYC CORP COM 23294610 14 300 SH SHARED 14 300 D CYCLE CTRY ACCESSORIES CORP COM 23298410 0 108 SH SHARED 108 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 15 363 SH SHARED 363 D DCT INDUSTRIAL TRUST INC COM 23315310 103 9866 SH SHARED 9866 D DCT INDUSTRIAL TRUST INC COM 23315310 54 5200 SH SHARED 01 5200 D DCT INDUSTRIAL TRUST INC COM 23315310 2 285 SH SHARED 02 285 D DCT INDUSTRIAL TRUST INC COM 23315310 2562 244700 SH SHARED 10 244700 D DCT INDUSTRIAL TRUST INC COM 23315310 4705 449400 SH SHARED 11 449400 D DDI CORP COM 0.0001 NEW 23316250 3326 503249 SH SHARED 503249 D DGSE COMPANIES INC COM 23323G10 0 92 SH SHARED 92 D DJO INCORPORATED COM 23325G10 333 6788 SH SHARED 2188 4600 D DJO INCORPORATED COM 23325G10 9 200 SH SHARED 02 200 D DJO INCORPORATED COM 23325G10 162 3300 SH SHARED 10 3300 D DNP SELECT INCOME FD COM 23325P10 70 6500 SH SHARED 23 6500 D DG FASTCHANNEL INC COM 23326R10 19 829 SH SHARED 829 D DG FASTCHANNEL INC COM 23326R10 115 4900 SH SHARED 10 4900 D DPL INC COM 23329310 17879 680852 SH SHARED 680852 D DPL INC COM 23329310 872 33212 SH SHARED 01 33212 D DPL INC COM 23329310 35 1350 SH SHR/OTHR 01 1350 D DPL INC COM 23329310 155 5922 SH SHARED 02 5922 D DPL INC COM 23329310 461 17591 SH SHARED 10 17591 D DPL INC COM 23329310 28 1100 SH SHARED 23 1100 D DRI CORPORATION COM 23330F10 0 285 SH SHARED 285 D DRS TECHNOLOGIES INC COM 23330X10 2481 45024 SH SHARED 45024 D DRS TECHNOLOGIES INC COM 23330X10 617 11200 SH SHARED 01 11200 D DRS TECHNOLOGIES INC COM 23330X10 179 3251 SH SHARED 02 3251 D DRS TECHNOLOGIES INC COM 23330X10 29216 530050 SH SHARED 10 530050 D DRS TECHNOLOGIES INC COM 23330X10 54 996 SH SHARED 21 996 D D R HORTON INC COM 23331A10 3121 243679 SH SHARED 243679 D D R HORTON INC COM 23331A10 471 36810 SH SHARED 01 36810 D D R HORTON INC COM 23331A10 513 40055 SH SHARED 02 40055 D D R HORTON INC COM 23331A10 2 200 SH SHARED 05 200 D D R HORTON INC COM 23331A10 122 9539 SH SHARED 06 6550 2989 D D R HORTON INC COM 23331A10 8072 630201 SH SHARED 10 544701 85500 D DSP GROUP INC COM 23332B10 234 14794 SH SHARED 14794 D DSP GROUP INC COM 23332B10 0 48 SH SHARED 02 48 D DSP GROUP INC COM 23332B10 457 28900 SH SHARED 10 28900 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 48124 26500000 PRN SHARED 26500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 4540 2500000 PRN SHARED 02 2500000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 5333 3008000 PRN SHARED 02 3008000 D DST SYS INC DEL COM 23332610 3187 37151 SH SHARED 37151 D DST SYS INC DEL COM 23332610 1733 20200 SH SHARED 01 20200 D DST SYS INC DEL COM 23332610 231 2692 SH SHARED 02 2692 D DST SYS INC DEL COM 23332610 151 1770 SH SHARED 06 1450 320 D DST SYS INC DEL COM 23332610 557 6500 SH SHARED 10 6500 D DST SYS INC DEL COM 23332610 34 400 SH SHR/OTHR 23 400 D DTE ENERGY CO COM 23333110 24075 497018 SH SHARED 497018 D DTE ENERGY CO COM 23333110 1689 34877 SH SHARED 01 33377 1500 D DTE ENERGY CO COM 23333110 573 11845 SH SHARED 02 11845 D DTE ENERGY CO COM 23333110 6 130 SH SHARED 05 130 D DTE ENERGY CO COM 23333110 402 8300 SH SHARED 06 6500 1800 D DTE ENERGY CO COM 23333110 4691 96860 SH SHARED 10 96860 D DTE ENERGY CO COM 23333110 24 500 SH SHARED 23 500 D DSW INC CL A 23334L10 164 6522 SH SHARED 6522 D DSW INC CL A 23334L10 0 16 SH SHARED 02 16 D DSW INC CL A 23334L10 354 14100 SH SHARED 10 14100 D DTS INC COM 23335C10 139 4607 SH SHARED 4607 D DTS INC COM 23335C10 0 30 SH SHARED 02 30 D DTS INC COM 23335C10 4 138 SH SHARED 20 138 D DTS INC COM 23335C10 36 1200 SH SHR/OTHR 23 1200 D DWS HIGH INCOME TR SHS 23337C10 5 1000 SH SHARED 01 1000 D DXP ENTERPRISES INC NEW COM NEW 23337740 5 147 SH SHARED 147 D DXP ENTERPRISES INC NEW COM NEW 23337740 10 300 SH SHARED 01 300 D DXP ENTERPRISES INC NEW COM NEW 23337740 31 900 SH SHARED 02 900 D DWS MULTI MKT INCOME TR SHS 23338L10 1 137 SH SHARED 137 D DWS MULTI MKT INCOME TR SHS 23338L10 9 1000 SH SHARED 01 1000 D DWS STRATEGIC INCOME TR SHS 23338N10 18 1566 SH SHARED 1566 D DWS STRATEGIC MUN INCOME TR COM 23338T10 87 7500 SH SHR/OTHR 20 7500 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 177 9052 SH SHARED 9052 D DWS RREEF REAL ESTATE FD INC COM 23338410 221 10000 SH SHARED 10000 D DWS RREEF REAL ESTATE FD INC COM 23338410 270 12200 SH SHARED 12200 D DWS RREEF REAL ESTATE FD INC COM 23338410 84 3800 SH SHARED 20 3800 D DADE BEHRING HLDGS INC COM 23342J20 25186 329888 SH SHARED 329888 D DADE BEHRING HLDGS INC COM 23342J20 41 543 SH SHARED 02 543 D DADE BEHRING HLDGS INC COM 23342J20 4252 55700 SH SHARED 10 55700 D DAG MEDIA INC COM 23372910 0 48 SH SHARED 48 D DAKTRONICS INC COM 23426410 948 34855 SH SHARED 34855 D DAKTRONICS INC COM 23426410 19 700 SH SHARED 01 700 D DAKTRONICS INC COM 23426410 53 1956 SH SHARED 02 1956 D DANAHER CORP DEL NOTE 1/2 235851AF 512 426000 PRN SHARED 02 426000 D DANAHER CORP DEL COM 23585110 30634 370388 SH SHARED 370388 D DANAHER CORP DEL COM 23585110 2600 31444 SH SHARED 01 29344 2100 D DANAHER CORP DEL COM 23585110 624 7549 SH SHARED 02 7549 D DANAHER CORP DEL COM 23585110 3970 48000 SH SHARED 04 48000 D DANAHER CORP DEL COM 23585110 9 110 SH SHARED 05 110 D DANAHER CORP DEL COM 23585110 642 7770 SH SHARED 06 5600 2170 D DANAHER CORP DEL COM 23585110 12730 153916 SH SHARED 10 153916 D DANAHER CORP DEL COM 23585110 1718 20777 SH SHARED 14 20777 D DANAHER CORP DEL COM 23585110 198 2400 SH SHARED 21 2400 D DANAHER CORP DEL COM 23585110 239 2900 SH SHR/OTHR 21 2900 D DANAHER CORP DEL COM 23585110 95 1150 SH SHR/OTHR 23 1150 D DARDEN RESTAURANTS INC COM 23719410 8780 209752 SH SHARED 209752 D DARDEN RESTAURANTS INC COM 23719410 5357 127994 SH SHARED 01 127994 D DARDEN RESTAURANTS INC COM 23719410 482 11535 SH SHARED 02 11535 D DARDEN RESTAURANTS INC COM 23719410 213 5110 SH SHARED 06 3400 1710 D DARDEN RESTAURANTS INC COM 23719410 34938 834651 SH SHARED 10 822551 12100 D DARDEN RESTAURANTS INC COM 23719410 472 11291 SH SHARED 14 11291 D DARDEN RESTAURANTS INC COM 23719410 125 3000 SH SHR/OTHR 23 3000 D DARLING INTL INC COM 23726610 109 11038 SH SHARED 11038 D DARLING INTL INC COM 23726610 1 109 SH SHARED 02 109 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 26 1216 SH SHARED 1216 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 58 2728 SH SHARED 02 2728 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 54 2500 SH SHARED 10 2500 D DASSAULT SYS S A SPONSORED ADR 23754510 3 60 SH SHARED 02 60 D DATA DOMAIN INC COM 23767P10 6 195 SH SHARED 195 D DATA DOMAIN INC COM 23767P10 53 1730 SH SHARED 02 770 960 D DATA I O CORP COM 23769010 0 183 SH SHARED 183 D DATAWATCH CORP COM NEW 23791720 0 103 SH SHARED 103 D DATALINK CORP COM 23793410 46 10267 SH SHARED 10267 D DATARAM CORP COM PAR $1 23810820 0 205 SH SHARED 205 D DATASCOPE CORP COM 23811310 434 12862 SH SHARED 12862 D DATASCOPE CORP COM 23811310 9 290 SH SHARED 02 290 D DATASCOPE CORP COM 23811310 213 6300 SH SHARED 10 6300 D DATATRAK INTL INC COM 23813410 0 347 SH SHARED 347 D DAVITA INC COM 23918K10 6247 98882 SH SHARED 98882 D DAVITA INC COM 23918K10 176 2800 SH SHARED 01 2700 100 D DAVITA INC COM 23918K10 41 654 SH SHARED 02 654 D DAVITA INC COM 23918K10 6886 109000 SH SHARED 04 109000 D DAVITA INC COM 23918K10 2387 37790 SH SHARED 06 2300 35490 D DAVITA INC COM 23918K10 751 11900 SH SHARED 10 11900 D DAVITA INC COM 23918K10 2211 35000 SH SHARED 14 35000 D DAWSON GEOPHYSICAL CO COM 23935910 1136 14669 SH SHARED 14669 D DAWSON GEOPHYSICAL CO COM 23935910 172 2220 SH SHARED 01 2220 D DAXOR CORP COM 23946710 0 38 SH SHARED 38 D DAYSTAR TECHNOLOGIES INC COM 23962Q10 5 1089 SH SHARED 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SHOPS INC COM 24272810 6 249 SH SHARED 249 D DEBT RESOLVE INC COM NEW 24276R20 0 83 SH SHARED 83 D DECKERS OUTDOOR CORP COM 24353710 71 652 SH SHARED 652 D DECKERS OUTDOOR CORP COM 24353710 1877 17100 SH SHARED 01 17000 100 D DECKERS OUTDOOR CORP COM 24353710 2086 19000 SH SHR/OTHR 01 19000 D DECKERS OUTDOOR CORP COM 24353710 268 2443 SH SHARED 02 2443 D DECODE GENETICS INC COM 24358610 3 1000 SH SHARED 02 1000 D DECORATOR INDS INC COM PAR $0.20 24363120 0 68 SH SHARED 68 D DEERE & CO COM 24419910 1009 6800 SH SHARED 6800 D DEERE & CO COM 24419910 39623 266969 SH SHARED 266969 D DEERE & CO COM 24419910 5395 36353 SH SHARED 01 33128 3225 D DEERE & CO COM 24419910 237 1600 SH SHR/OTHR 01 1600 D DEERE & CO COM 24419910 1060 7146 SH SHARED 02 7146 D DEERE & CO COM 24419910 15947 107450 SH SHARED 04 107450 D DEERE & CO COM 24419910 38314 258146 SH SHARED 05 258146 D DEERE & CO COM 24419910 4212 28380 SH SHARED 06 26250 2130 D DEERE & CO COM 24419910 15503 104458 SH SHARED 10 103658 800 D DEERE & CO COM 24419910 1469 9900 SH SHARED 14 9900 D DEERE & CO COM 24419910 105 710 SH SHARED 20 710 D DEERE & CO COM 24419910 903 6085 SH SHR/OTHR 20 6085 D DEERE & CO COM 24419910 210 1420 SH SHARED 23 895 525 D DEERE & CO COM 24419910 341 2300 SH SHR/OTHR 23 2300 D DEERFIELD TRIARC CAP CORP COM 24457230 21 2391 SH SHARED 2391 D DEERFIELD TRIARC CAP CORP COM 24457230 114 12700 SH SHARED 01 12700 D DEERFIELD TRIARC CAP CORP COM 24457230 67 7415 SH SHARED 02 7415 D DEERFIELD TRIARC CAP CORP COM 24457230 86 9600 SH SHARED 10 9600 D DEERFIELD TRIARC CAP CORP COM 24457230 9531 1053200 SH SHARED 11 1053200 D DEFINED STRATEGY FD INC COM 24476Y10 29 1365 SH SHARED 1365 D DEKANIA CORP COM 24488U10 7316 762111 SH SHARED 762111 D DEL MONTE FOODS CO COM 24522P10 -296 -28269 SH SHARED -28269 D DEL MONTE FOODS CO COM 24522P10 14282 1360232 SH SHARED 1360232 D DEL MONTE FOODS CO COM 24522P10 2241 213434 SH SHARED 01 5834 207600 D DEL MONTE FOODS CO COM 24522P10 31 3035 SH SHR/OTHR 01 3035 D DEL MONTE FOODS CO COM 24522P10 10 1015 SH SHARED 02 1015 D DEL MONTE FOODS CO COM 24522P10 1686 160600 SH SHARED 05 160600 D DEL MONTE FOODS CO COM 24522P10 24159 2300951 SH SHARED 10 2300951 D DEL MONTE FOODS CO COM 24522P10 14 1339 SH SHR/OTHR 20 1339 D DEL MONTE FOODS CO COM 24522P10 24 2344 SH SHR/OTHR 21 2344 D DEL MONTE FOODS CO COM 24522P10 37 3572 SH SHARED 23 3572 D DEL MONTE FOODS CO COM 24522P10 30 2945 SH SHR/OTHR 23 2945 D DELCATH SYS INC COM 24661P10 1 447 SH SHARED 447 D DELEK US HLDGS INC COM 24664710 72 2895 SH SHARED 2895 D DELEK US HLDGS INC COM 24664710 0 12 SH SHARED 02 12 D DELEK US HLDGS INC COM 24664710 817 32600 SH SHARED 10 32600 D DELIA'S INC NEW COM 24691110 20 4262 SH SHARED 4262 D DELL INC COM 24702R10 132 4783 SH SHARED 703 4080 D DELL INC COM 24702R10 1063159 38520256 SH SHARED 8468192 52053 D DELL INC COM 24702R10 11317 410063 SH SHARED 01 391183 18880 D DELL INC COM 24702R10 16 600 SH SHR/OTHR 01 600 D DELL INC COM 24702R10 20915 757817 SH SHARED 02 757817 D DELL INC COM 24702R10 82 3000 SH SHARED 04 3000 D DELL INC COM 24702R10 72292 2619300 SH SHARED 04 2619300 D DELL INC COM 24702R10 26 970 SH SHARED 05 970 D DELL INC COM 24702R10 31955 1157802 SH SHARED 06 254650 903152 D DELL INC COM 24702R10 68334 2475898 SH SHARED 10 2475803 95 D DELL INC COM 24702R10 1260 45678 SH SHARED 14 8200 37478 D DELL INC COM 24702R10 3577 129617 SH SHARED 16 129617 D DELL INC COM 24702R10 252 9133 SH SHARED 20 2900 6233 D DELL INC COM 24702R10 22 800 SH SHR/OTHR 20 800 D DELL INC COM 24702R10 46 1700 SH SHARED 21 1700 D DELL INC COM 24702R10 28 1030 SH SHR/OTHR 21 1030 D DELL INC COM 24702R10 17 650 SH SHARED 22 650 D DELL INC COM 24702R10 63 2285 SH SHARED 23 2285 D DELL INC COM 24702R10 314 11400 SH SHR/OTHR 23 11400 D DELPHAX TECHNOLOGIES INC COM 24712X10 0 137 SH SHARED 137 D DELPHI FINL GROUP INC CL A 24713110 4209 104142 SH SHARED 104142 D DELPHI FINL GROUP INC CL A 24713110 5 147 SH SHARED 02 147 D DELPHI FINL GROUP INC CL A 24713110 582 14400 SH SHARED 10 14400 D DELTA AIR LINES INC DEL COM NEW 24736170 9577 533552 SH SHARED 529652 3900 D DELTA AIR LINES INC DEL COM NEW 24736170 437 24400 SH SHARED 01 24400 D DELTA AIR LINES INC DEL COM NEW 24736170 16348 910799 SH SHARED 02 910799 D DELTA AIR LINES INC DEL COM NEW 24736170 26153 1457000 SH SHARED 10 1429200 27800 D DELTA APPAREL INC COM 24736810 2 162 SH SHARED 162 D DELTA NAT GAS INC COM 24774810 2 83 SH SHARED 83 D DELTATHREE INC COM 24783N10 0 502 SH SHARED 502 D DELTIC TIMBER CORP COM 24785010 29 515 SH SHARED 515 D DELTIC TIMBER CORP COM 24785010 1057 18571 SH SHARED 01 18571 D DELTIC TIMBER CORP COM 24785010 2988 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 33 597 SH SHARED 02 597 D DELTIC TIMBER CORP COM 24785010 473 8312 SH SHARED 22 8312 D DELTA PETE CORP COM NEW 24790720 110 6132 SH SHARED 6132 D DELTA PETE CORP COM NEW 24790720 115 6420 SH SHARED 01 6420 D DELTA PETE CORP COM NEW 24790720 1856 103419 SH SHARED 02 103419 D DELTA PETE CORP COM NEW 24790720 19409 1081300 SH SHARED 10 1081300 D DENBURY RES INC COM NEW 24791620 3638 81409 SH SHARED 81409 D DENBURY RES INC COM NEW 24791620 1655 37040 SH SHARED 01 740 36300 D DENBURY RES INC COM NEW 24791620 384 8595 SH SHARED 02 7555 1040 D DENBURY RES INC COM NEW 24791620 893 20000 SH SHARED 04 20000 D DENBURY RES INC COM NEW 24791620 178 4000 SH SHARED 06 3000 1000 D DENBURY RES INC COM NEW 24791620 478 10700 SH SHARED 10 10700 D DELTA FINANCIAL CORP COM 24791810 11 2398 SH SHARED 2398 D DELTA FINANCIAL CORP COM 24791810 3 612 SH SHARED 02 612 D DELTA FINANCIAL CORP COM 24791810 26 5300 SH SHR/OTHR 22 5300 D DELUXE CORP COM 24801910 5660 153663 SH SHARED 153663 D DELUXE CORP COM 24801910 1035 28121 SH SHARED 01 8521 19600 D DELUXE CORP COM 24801910 355 9647 SH SHARED 02 9647 D DELUXE CORP COM 24801910 7791 211500 SH SHARED 10 211500 D DELUXE CORP COM 24801910 64 1753 SH SHARED 20 1753 D DEMANDTEC INC COM NEW 24802R50 2 153 SH SHARED 153 D DEMANDTEC INC COM NEW 24802R50 6 500 SH SHARED 02 500 D DENDREON CORP COM 24823Q10 969 126052 SH SHARED 126052 D DENDREON CORP COM 24823Q10 105 13665 SH SHARED 01 13665 D DENDREON CORP COM 24823Q10 7 952 SH SHARED 02 952 D DENISON MINES CORP COM 24835610 1374 122167 SH SHARED 122167 D DENISON MINES CORP COM 24835610 754 67100 SH SHARED 02 67100 D DENISON MINES CORP COM 24835610 765 68000 SH SHARED 04 68000 D DENNYS CORP COM 24869P10 4162 1040541 SH SHARED 1040541 D DENNYS CORP COM 24869P10 0 150 SH SHARED 02 150 D DENTSPLY INTL INC NEW COM 24903010 5423 130258 SH SHARED 130258 D DENTSPLY INTL INC NEW COM 24903010 2032 48800 SH SHARED 01 3500 45300 D DENTSPLY INTL INC NEW COM 24903010 436 10480 SH SHARED 02 10480 D DENTSPLY INTL INC NEW COM 24903010 171 4120 SH SHARED 06 3400 720 D DENTSPLY INTL INC NEW COM 24903010 1981 47590 SH SHARED 10 47590 D DENTSPLY INTL INC NEW COM 24903010 324 7802 SH SHARED 14 7802 D DEPOMED INC COM 24990810 2 1089 SH SHARED 1089 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 22 400 SH 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5207 SH SHARED 14 5207 D DEVON ENERGY CORP NEW COM 25179M10 14 170 SH SHARED 20 25 145 D DEVON ENERGY CORP NEW COM 25179M10 445 5360 SH SHARED 22 3200 2160 D DEVON ENERGY CORP NEW COM 25179M10 291 3500 SH SHARED 23 3500 D DEVON ENERGY CORP NEW COM 25179M10 624 7500 SH SHR/OTHR 23 7500 D DEVON ENERGY CORP NEW COM 25179M10 120 1443 SH SHARED 24 1443 D DEVRY INC DEL COM 25189310 3087 83413 SH SHARED 83413 D DEVRY INC DEL COM 25189310 687 18575 SH SHARED 01 975 17600 D DEVRY INC DEL COM 25189310 126 3406 SH SHARED 02 3406 D DEVRY INC DEL COM 25189310 310 8400 SH SHARED 10 8400 D DEXCOM INC COM 25213110 856 85601 SH SHARED 85601 D DEXCOM INC COM 25213110 98 9840 SH SHARED 02 3700 6140 D DEXCOM INC COM 25213110 1500 150000 SH SHARED 04 150000 D DIAGEO P L C SPON ADR NEW 25243Q20 35 400 SH SHARED 400 D DIAGEO P L C SPON ADR NEW 25243Q20 93 1063 SH SHARED 01 63 1000 D DIAGEO P L C SPON ADR NEW 25243Q20 160 1827 SH SHARED 02 1827 D DIAGEO P L C SPON ADR NEW 25243Q20 11552 131680 SH SHARED 10 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97656 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 70596 623147 SH SHARED 04 623147 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 12161 107350 SH SHARED 06 1500 105850 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 2120 18720 SH SHARED 10 18720 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1544 13629 SH SHARED 14 13629 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 4245 37475 SH SHARED 16 37475 D DIAMONDROCK HOSPITALITY CO COM 25278430 377 21693 SH SHARED 21693 D DIAMONDROCK HOSPITALITY CO COM 25278430 482 27700 SH SHARED 01 27700 D DIAMONDROCK HOSPITALITY CO COM 25278430 156 9002 SH SHARED 02 9002 D DIAMONDROCK HOSPITALITY CO COM 25278430 480 27600 SH SHARED 10 27600 D DIAMONDROCK HOSPITALITY CO COM 25278430 36601 2102350 SH SHARED 11 8400 2093950 D DIAMONDS TR UNIT SER 1 25278710 87630 630841 SH SHARED 630841 D DIAMONDS TR UNIT SER 1 25278710 28 203 SH SHARED 01 203 D DIAMONDS TR UNIT SER 1 25278710 26115 188000 SH SHARED 10 188000 D DIAMONDS TR UNIT SER 1 25278710 4167 30000 SH SHARED 15 30000 D DIAMONDS TR UNIT SER 1 25278710 111 800 SH SHARED 23 800 D DICE HLDGS INC COM 25301710 4 427 SH SHARED 427 D DICE HLDGS INC COM 25301710 113 11080 SH SHARED 02 11080 D DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB 2594 2199000 PRN SHARED 02 2199000 D DICKS SPORTING GOODS INC COM 25339310 3924 58442 SH SHARED 43442 15000 D DICKS SPORTING GOODS INC COM 25339310 752 11200 SH SHARED 01 11200 D DICKS SPORTING GOODS INC COM 25339310 144 2156 SH SHARED 02 2156 D DICKS SPORTING GOODS INC COM 25339310 71722 1068100 SH SHARED 10 1060600 7500 D DIEBOLD INC COM 25365110 2188 48186 SH SHARED 48186 D DIEBOLD INC COM 25365110 941 20725 SH SHARED 01 525 20200 D DIEBOLD INC COM 25365110 163 3601 SH SHARED 02 3601 D DIEBOLD INC COM 25365110 935 20600 SH SHARED 10 20600 D DIEBOLD INC COM 25365110 2947 64900 SH SHARED 14 64900 D DIEDRICH COFFEE INC COM NEW 25367520 0 75 SH SHARED 75 D DIGI INTL INC COM 25379810 16 1164 SH SHARED 1164 D DIGIMARC CORP COM 25380710 3 427 SH SHARED 427 D DIGIMARC CORP COM 25380710 13 1540 SH SHARED 02 1540 D DIGIRAD CORP COM 25382710 1 394 SH SHARED 394 D DIGITAL ANGEL CORP COM 25383010 0 513 SH SHARED 513 D DIGITAL PWR CORP COM 25386210 0 80 SH SHARED 80 D DIGITAL RLTY TR INC COM 25386810 516 13100 SH SHARED 13100 D DIGITAL RLTY TR INC COM 25386810 3499 88839 SH SHARED 88839 D DIGITAL RLTY TR INC COM 25386810 207 5270 SH SHARED 01 5270 D DIGITAL RLTY TR INC COM 25386810 4141 105132 SH SHARED 02 105132 D DIGITAL RLTY TR INC COM 25386810 163905 4161087 SH SHARED 11 1727917 2433170 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB 27 24000 PRN SHARED 02 24000 D DIGITAL RIV INC COM 25388B10 1228 27451 SH SHARED 27451 D DIGITAL RIV INC COM 25388B10 2724 60885 SH SHARED 01 48910 11975 D DIGITAL RIV INC COM 25388B10 1163 26000 SH SHR/OTHR 01 26000 D DIGITAL RIV INC COM 25388B10 159 3561 SH SHARED 02 3561 D DIGITAL RIV INC COM 25388B10 827 18500 SH SHARED 04 18500 D DIGITAL RIV INC COM 25388B10 62306 1392320 SH SHARED 10 1392320 D DIGITAL MUSIC GROUP INC COM 25388X10 0 217 SH SHARED 217 D DIGITALFX INTL INC COM 25389E10 0 167 SH SHARED 167 D DIME CMNTY BANCSHARES COM 25392210 22 1515 SH SHARED 1515 D DIME CMNTY BANCSHARES COM 25392210 50 3400 SH SHARED 02 3400 D DIME CMNTY BANCSHARES COM 25392210 10 675 SH SHR/OTHR 23 675 D DILLARDS INC CL A 25406710 50708 2322877 SH SHARED 2322877 D DILLARDS INC CL A 25406710 2760 126470 SH SHARED 01 126470 D DILLARDS INC CL A 25406710 185 8516 SH SHARED 02 8516 D DILLARDS INC CL A 25406710 1698 77819 SH SHARED 10 77819 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 208 835983 SH SHARED 835983 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 4 19500 SH SHARED 01 19500 D DIOMED HOLDINGS INC COM NEW 25454R20 0 720 SH SHARED 720 D DIODES INC NOTE 2.250%10/0 254543AA 5255 5000000 PRN SHARED 5000000 D DIODES INC COM 25454310 235 7327 SH SHARED 7327 D DIODES INC COM 25454310 1 49 SH SHARED 02 49 D DIODES INC COM 25454310 22 691 SH SHARED 10 691 D DIONEX CORP COM 25454610 297 3743 SH SHARED 3743 D DIONEX CORP COM 25454610 81 1025 SH SHARED 01 1025 D DIONEX CORP COM 25454610 14 181 SH SHARED 02 181 D DIONEX CORP COM 25454610 508 6400 SH SHARED 10 6400 D DIRECTED ELECTRONICS INC COM 25457510 1 360 SH SHARED 360 D DIRECTED ELECTRONICS INC COM 25457510 1 267 SH SHARED 02 267 D DIRECTV GROUP INC COM 25459L10 27522 1133553 SH SHARED 990753 142800 D DIRECTV GROUP INC COM 25459L10 4989 205488 SH SHARED 01 205488 D DIRECTV GROUP INC COM 25459L10 2746 113100 SH SHARED 02 113100 D DIRECTV GROUP INC COM 25459L10 4856 200000 SH SHARED 04 200000 D DIRECTV GROUP INC COM 25459L10 6 285 SH SHARED 05 285 D DIRECTV GROUP INC COM 25459L10 1029 42404 SH SHARED 06 36424 5980 D DIRECTV GROUP INC COM 25459L10 107347 4421214 SH SHARED 10 4399414 21800 D DIRECTV GROUP INC COM 25459L10 971 40001 SH SHARED 14 40001 D DIRECTV GROUP INC COM 25459L10 11 475 SH SHR/OTHR 23 475 D DISCOVERY LABORATORIES INC N COM 25466810 10 3984 SH SHARED 3984 D DISCOVERY HOLDING CO CL A COM 25468Y10 2582 89506 SH SHARED 89506 D DISCOVERY 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SH SHARED 14 30300 D DOMTAR CORP COM 25755910 703 85800 SH SHARED 24 85800 D DONALDSON INC COM 25765110 20 500 SH SHARED 500 D DONALDSON INC COM 25765110 26494 634449 SH SHARED 634449 D DONALDSON INC COM 25765110 935 22400 SH SHARED 01 22400 D DONALDSON INC COM 25765110 1079 25848 SH SHARED 02 25848 D DONALDSON INC COM 25765110 6276 150309 SH SHARED 04 150309 D DONALDSON INC COM 25765110 8769 210000 SH SHARED 05 210000 D DONALDSON INC COM 25765110 32 781 SH SHARED 06 781 D DONALDSON INC COM 25765110 166 3981 SH SHARED 10 3981 D DONEGAL GROUP INC CL A 25770120 9 567 SH SHARED 567 D DONEGAL GROUP INC CL A 25770120 20 1250 SH SHARED 02 1250 D DONNELLEY R R & SONS CO COM 25786710 12995 355461 SH SHARED 355461 D DONNELLEY R R & SONS CO COM 25786710 3102 84869 SH SHARED 01 84869 D DONNELLEY R R & SONS CO COM 25786710 1302 35634 SH SHARED 02 35634 D DONNELLEY R R & SONS CO COM 25786710 4 130 SH SHARED 05 130 D DONNELLEY R R & SONS CO COM 25786710 243 6670 SH SHARED 06 4550 2120 D DONNELLEY R 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D EARTHLINK INC COM 27032110 339 42868 SH SHARED 02 42868 D EARTHLINK INC COM 27032110 435 55000 SH SHARED 04 55000 D EARTHLINK INC COM 27032110 2034 256884 SH SHARED 10 256884 D EAST PENN FINL CORP COM 27428710 2 161 SH SHARED 161 D EAST WEST BANCORP INC COM 27579R10 404 11249 SH SHARED 11249 D EAST WEST BANCORP INC COM 27579R10 12 350 SH SHARED 01 350 D EAST WEST BANCORP INC COM 27579R10 86 2413 SH SHARED 02 2413 D EAST WEST BANCORP INC COM 27579R10 514 14296 SH SHARED 10 14296 D EASTERN CO COM 27631710 2 131 SH SHARED 131 D EASTERN INS HLDGS INC COM 27653410 3 235 SH SHARED 235 D EASTERN VA BANKSHARES INC COM 27719610 3 156 SH SHARED 156 D EASTGROUP PPTY INC COM 27727610 251 5567 SH SHARED 5567 D EASTGROUP PPTY INC COM 27727610 27 600 SH SHARED 01 600 D EASTGROUP PPTY INC COM 27727610 1 40 SH SHARED 02 40 D EASTGROUP PPTY INC COM 27727610 506 11200 SH SHARED 10 11200 D EASTMAN CHEM CO COM 27743210 30285 453850 SH SHARED 453850 D EASTMAN CHEM CO COM 27743210 6011 90084 SH SHARED 01 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TM DR DIVR IN COM 27828V10 1 69 SH SHARED 69 D EBAY INC COM 27864210 100794 2583158 SH SHARED 2567658 15500 D EBAY INC COM 27864210 5338 136827 SH SHARED 01 136827 D EBAY INC COM 27864210 2642 67730 SH SHARED 02 67730 D EBAY INC COM 27864210 75 1942 SH SHARED 04 1942 D EBAY INC COM 27864210 98143 2515200 SH SHARED 04 2515200 D EBAY INC COM 27864210 19 490 SH SHARED 05 490 D EBAY INC COM 27864210 2626 67300 SH SHARED 06 57550 9750 D EBAY INC COM 27864210 76182 1952400 SH SHARED 10 1952400 D EBAY INC COM 27864210 1601 41051 SH SHARED 14 18000 23051 D EBAY INC COM 27864210 3589 92000 SH SHARED 16 92000 D EBAY INC COM 27864210 15 400 SH SHARED 20 400 D EBAY INC COM 27864210 31 800 SH SHR/OTHR 23 800 D EBIX INC COM NEW 27871520 2 51 SH SHARED 51 D ECHELON CORP COM 27874N10 37 1500 SH SHARED 1500 D ECHELON CORP COM 27874N10 1 46 SH SHARED 02 46 D ECHELON CORP COM 27874N10 8 325 SH SHR/OTHR 22 325 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 16675 356240 SH SHARED 356240 D ECHOSTAR 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COM 27886510 457 9700 SH SHARED 23 9700 D ECOLAB INC COM 27886510 870 18450 SH SHR/OTHR 23 18450 D ECOLAB INC COM 27886510 70 1484 SH SHARED 24 1484 D ECOLOGY & ENVIRONMENT INC CL A 27887810 0 31 SH SHARED 31 D EDAC TECHNOLOGIES CORP COM 27928510 0 107 SH SHARED 107 D EDEN BIOSCIENCE CORP COM NEW 27944588 0 175 SH SHARED 175 D EDGAR ONLINE INC COM 27976510 1 540 SH SHARED 540 D EDGE PETE CORP DEL COM 27986210 18 1459 SH SHARED 1459 D EDGE PETE CORP DEL COM 27986210 104 8100 SH SHARED 10 8100 D EDGE PETE CORP DEL PFD CONV A 27986220 9724 200000 SH SHARED 200000 D EDGEWATER TECHNOLOGY INC COM 28035810 2 303 SH SHARED 303 D EDIETS COM INC COM 28059710 1 345 SH SHARED 345 D EDISON INTL COM 28102010 14748 265972 SH SHARED 237772 28200 D EDISON INTL COM 28102010 15605 281426 SH SHARED 01 214919 66507 D EDISON INTL COM 28102010 510 9205 SH SHR/OTHR 01 9205 D EDISON INTL COM 28102010 1465 26424 SH SHARED 02 26424 D EDISON INTL COM 28102010 8 150 SH SHARED 05 150 D EDISON INTL COM 28102010 4509 81330 SH SHARED 06 8650 72680 D EDISON INTL COM 28102010 39087 704907 SH SHARED 10 657507 47400 D EDISON INTL COM 28102010 2 50 SH SHR/OTHR 10 50 D EDISON INTL COM 28102010 789 14235 SH SHARED 14 14235 D EDISON INTL COM 28102010 2114 38140 SH SHARED 20 26930 11210 D EDISON INTL COM 28102010 91 1650 SH SHR/OTHR 20 1650 D EDISON INTL COM 28102010 113 2050 SH SHARED 21 2050 D EDISON INTL COM 28102010 38 700 SH SHR/OTHR 21 700 D EDISON INTL COM 28102010 1087 19613 SH SHARED 22 18062 1551 D EDISON INTL COM 28102010 102 1843 SH SHR/OTHR 22 1843 D EDISON INTL COM 28102010 2167 39089 SH SHARED 23 36279 2810 D EDISON INTL COM 28102010 1727 31155 SH SHR/OTHR 23 31155 D EDO CORP NOTE 4.000%11/1 281347AE 501 300000 PRN SHARED 02 300000 D EDO CORP COM 28134710 1713 30588 SH SHARED 30588 D EDO CORP COM 28134710 437 7810 SH SHARED 02 7810 D EDO CORP COM 28134710 36921 659200 SH SHARED 10 659200 D EDUCATION RLTY TR INC COM 28140H10 6853 507690 SH SHARED 507690 D EDUCATION RLTY TR INC COM 28140H10 0 29 SH SHARED 02 29 D EDUCATION RLTY TR INC COM 28140H10 1104 81800 SH SHARED 10 81800 D EDUCATIONAL DEV CORP COM 28147910 0 72 SH SHARED 72 D EDWARDS LIFESCIENCES CORP COM 28176E10 2237 45376 SH SHARED 45376 D EDWARDS LIFESCIENCES CORP COM 28176E10 918 18634 SH SHARED 01 2004 16630 D EDWARDS LIFESCIENCES CORP COM 28176E10 162 3288 SH SHARED 02 3288 D EDWARDS LIFESCIENCES CORP COM 28176E10 1282 26000 SH SHARED 04 26000 D EDWARDS LIFESCIENCES CORP COM 28176E10 162 3300 SH SHARED 10 3300 D EDWARDS LIFESCIENCES CORP COM 28176E10 591 12000 SH SHR/OTHR 23 12000 D EDWARDS AG INC COM 28176010 14064 167929 SH SHARED 167929 D EDWARDS AG INC COM 28176010 35 426 SH SHARED 02 426 D EDWARDS AG INC COM 28176010 9447 112800 SH SHARED 10 112800 D EHEALTH INC COM 28238P10 207 7489 SH SHARED 7489 D EHEALTH INC COM 28238P10 698 25200 SH SHARED 04 25200 D EHEALTH INC COM 28238P10 2662 96128 SH SHARED 10 96128 D EINSTEIN NOAH REST GROUP INC COM 28257U10 2 128 SH SHARED 128 D EINSTEIN NOAH REST GROUP INC COM 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28522910 917 38311 SH SHARED 38311 D ELECTRO SCIENTIFIC INDS COM 28522910 259 10851 SH SHARED 10 10851 D ELECTRO-SENSORS INC COM 28523310 0 49 SH SHARED 49 D ELECTROGLAS INC COM 28532410 1 676 SH SHARED 676 D ELECTRONIC ARTS INC COM 28551210 15025 268359 SH SHARED 268359 D ELECTRONIC ARTS INC COM 28551210 9166 163712 SH SHARED 01 102122 61590 D ELECTRONIC ARTS INC COM 28551210 1351 24140 SH SHR/OTHR 01 24140 D ELECTRONIC ARTS INC COM 28551210 9077 162133 SH SHARED 02 162133 D ELECTRONIC ARTS INC COM 28551210 65284 1166000 SH SHARED 04 1166000 D ELECTRONIC ARTS INC COM 28551210 778 13900 SH SHARED 05 13900 D ELECTRONIC ARTS INC COM 28551210 1666 29760 SH SHARED 06 7000 22760 D ELECTRONIC ARTS INC COM 28551210 73234 1307984 SH SHARED 10 1271589 36395 D ELECTRONIC ARTS INC COM 28551210 363 6500 SH SHARED 14 6500 D ELECTRONIC ARTS INC COM 28551210 1808 32305 SH SHARED 20 19685 12620 D ELECTRONIC ARTS INC COM 28551210 103 1850 SH SHR/OTHR 20 1850 D ELECTRONIC ARTS INC COM 28551210 11 200 SH SHARED 21 200 D ELECTRONIC ARTS INC COM 28551210 11 200 SH SHR/OTHR 21 200 D ELECTRONIC ARTS INC COM 28551210 475 8499 SH SHARED 22 7729 770 D ELECTRONIC ARTS INC COM 28551210 74 1330 SH SHR/OTHR 22 1330 D ELECTRONIC ARTS INC COM 28551210 1440 25721 SH SHARED 23 22091 3630 D ELECTRONIC ARTS INC COM 28551210 1117 19950 SH SHR/OTHR 23 19950 D ELECTRONIC ARTS INC COM 28551210 57 1035 SH SHARED 24 1035 D ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 28556250 1 163 SH SHARED 163 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 2872 2867000 PRN SHARED 2867000 D ELECTRONIC DATA SYS NEW COM 28566110 35869 1642357 SH SHARED 1642357 D ELECTRONIC DATA SYS NEW COM 28566110 1730 79230 SH SHARED 01 79230 D ELECTRONIC DATA SYS NEW COM 28566110 664 30427 SH SHARED 02 30427 D ELECTRONIC DATA SYS NEW COM 28566110 4 210 SH SHARED 05 210 D ELECTRONIC DATA SYS NEW COM 28566110 471 21580 SH SHARED 06 16800 4780 D ELECTRONIC DATA SYS NEW COM 28566110 5514 252510 SH SHARED 10 252510 D ELECTRONIC DATA SYS NEW 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23 53 D EMBARQ CORP COM 29078E10 6 125 SH SHR/OTHR 23 125 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 4909 111776 SH SHARED 111776 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 957 21800 SH SHARED 01 13300 8500 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 9 217 SH SHARED 02 217 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 17053 388278 SH SHARED 10 388278 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 175 4000 SH SHARED 15 4000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 267 6100 SH SHARED 24 6100 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 37 2160 SH SHARED 2160 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 169 9080 SH SHARED 9080 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 13 700 SH SHARED 02 700 D EMCOR GROUP INC COM 29084Q10 206 6578 SH SHARED 6578 D EMCOR GROUP INC COM 29084Q10 696 22200 SH SHARED 01 22200 D EMCOR GROUP INC COM 29084Q10 13 438 SH SHARED 02 438 D EMCOR GROUP INC COM 29084Q10 35335 1126755 SH SHARED 10 1126755 D EMCORE CORP COM 29084610 116 12088 SH SHARED 12088 D EMCORE CORP COM 29084610 170 17800 SH SHARED 02 17800 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 2 272 SH SHARED 272 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 0 6 SH SHARED 02 6 D EMERGING MKTS TELECOMNC FD N COM 29089010 130 5531 SH SHARED 5531 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 20 664 SH SHARED 664 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 783 25900 SH SHARED 01 25900 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 1058 35000 SH SHR/OTHR 01 35000 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 0 9 SH SHARED 02 9 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 381 12600 SH SHARED 10 12600 D EMERITUS CORP COM 29100510 12 459 SH SHARED 459 D EMERITUS CORP COM 29100510 0 32 SH SHARED 02 32 D EMERITUS CORP COM 29100510 7254 267700 SH SHARED 10 267700 D EMERSON ELEC CO COM 29101110 58 1100 SH SHARED 1100 D EMERSON ELEC CO COM 29101110 45979 863951 SH SHARED 857751 6200 D EMERSON ELEC CO COM 29101110 10580 198804 SH SHARED 01 111106 87698 D EMERSON ELEC CO COM 29101110 3411 64104 SH SHR/OTHR 01 64104 D EMERSON ELEC CO COM 29101110 1092 20524 SH SHARED 02 20524 D EMERSON ELEC CO COM 29101110 81 1533 SH SHARED 04 1533 D EMERSON ELEC CO COM 29101110 35800 672683 SH SHARED 04 672683 D EMERSON ELEC CO COM 29101110 34780 653532 SH SHARED 05 653532 D EMERSON ELEC CO COM 29101110 40411 759331 SH SHARED 06 170600 588731 D EMERSON ELEC CO COM 29101110 130353 2449327 SH SHARED 10 2361227 88100 D EMERSON ELEC CO COM 29101110 53 1000 SH SHR/OTHR 10 1000 D EMERSON ELEC CO COM 29101110 1511 28400 SH SHARED 14 28400 D EMERSON ELEC CO COM 29101110 2064 38800 SH SHARED 15 38800 D EMERSON ELEC CO COM 29101110 6306 118491 SH SHARED 16 118491 D EMERSON ELEC CO COM 29101110 356 6700 SH SHARED 19 6700 D EMERSON ELEC CO COM 29101110 2616 49168 SH SHARED 20 20538 28630 D EMERSON ELEC CO COM 29101110 3612 67884 SH SHR/OTHR 20 67884 D EMERSON ELEC CO COM 29101110 127 2400 SH SHARED 21 2400 D EMERSON ELEC CO COM 29101110 1277 24000 SH SHR/OTHR 21 24000 D EMERSON ELEC CO COM 29101110 729 13700 SH SHARED 22 13700 D EMERSON ELEC CO COM 29101110 168 3164 SH SHR/OTHR 22 3164 D EMERSON ELEC CO COM 29101110 7978 149910 SH SHARED 23 145310 4600 D EMERSON ELEC CO COM 29101110 9731 182860 SH SHR/OTHR 23 182860 D EMERSON ELEC CO COM 29101110 159 3000 SH SHARED 24 3000 D EMERSON RADIO CORP COM NEW 29108720 102 47712 SH SHARED 47712 D EMISPHERE TECHNOLOGIES INC COM 29134510 5515 1146776 SH SHARED 1146776 D EMMIS COMMUNICATIONS CORP CL A 29152510 6 1405 SH SHARED 1405 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 20985 582776 SH SHARED 582776 D EMPIRE DIST ELEC CO COM 29164110 705 31251 SH SHARED 31251 D EMPIRE DIST ELEC CO COM 29164110 128 5700 SH SHARED 02 5700 D EMPIRE DIST ELEC CO COM 29164110 406 18000 SH SHARED 10 18000 D EMPIRE FINL HLDG CO COM 29165810 0 155 SH SHARED 155 D EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB 1084 1269000 PRN SHARED 1269000 D EMPIRE RESORTS INC COM 29205210 3 635 SH SHARED 635 D EMPIRE RES INC DEL COM 29206E10 40 6054 SH SHARED 6054 D EMPLOYERS HOLDINGS INC COM 29221810 81 3941 SH SHARED 3941 D EMPLOYERS HOLDINGS INC COM 29221810 1279 62100 SH SHARED 01 62100 D EMPLOYERS HOLDINGS INC COM 29221810 715 34700 SH SHARED 10 34700 D EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A10 1 45 SH SHARED 45 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 947 22062 SH SHARED 22062 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 13078 304500 SH SHARED 01 304500 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 9 217 SH SHARED 02 217 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 735 30631 SH SHARED 30631 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 263 10975 SH SHARED 01 7550 3425 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 4591 191325 SH SHARED 10 191325 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 82 3425 SH SHARED 24 3425 D EMRISE CORP COM 29246J10 0 1000 SH SHARED 02 1000 D EN POINTE TECHNOLOGIES INC COM 29247F10 0 140 SH SHARED 140 D EMULEX CORP COM NEW 29247520 1024 53442 SH SHARED 53442 D EMULEX CORP COM NEW 29247520 360 18815 SH SHARED 01 18815 D EMULEX CORP COM NEW 29247520 8 420 SH SHARED 02 420 D EMULEX CORP COM NEW 29247520 8411 438800 SH SHARED 10 438800 D ENBRIDGE INC COM 29250N10 8168 222755 SH SHARED 222755 D ENBRIDGE INC COM 29250N10 40 1096 SH SHARED 01 1096 D ENBRIDGE INC COM 29250N10 20 563 SH SHARED 02 563 D ENBRIDGE INC COM 29250N10 73125 1994150 SH SHARED 04 1994150 D ENBRIDGE INC COM 29250N10 7 200 SH SHARED 05 200 D ENBRIDGE INC COM 29250N10 82 2250 SH SHARED 06 400 1850 D ENBRIDGE INC COM 29250N10 290 7910 SH SHARED 10 7910 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 15639 320291 SH SHARED 320291 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 204109 4180000 SH SHARED 10 4180000 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 14 283 SH SHARED 283 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 0 19 SH SHARED 02 19 D ENCANA CORP COM 29250510 6850 110766 SH SHARED 110766 D ENCANA CORP COM 29250510 893 14442 SH SHARED 01 3742 10700 D ENCANA CORP COM 29250510 221 3578 SH SHR/OTHR 01 3578 D ENCANA CORP COM 29250510 203917 3296964 SH SHARED 04 3296964 D ENCANA CORP COM 29250510 20 324 SH SHARED 05 324 D ENCANA CORP COM 29250510 964 15600 SH SHARED 06 11750 3850 D ENCANA CORP COM 29250510 120079 1941456 SH SHARED 10 1857556 83900 D ENCANA CORP COM 29250510 3439 55613 SH SHARED 14 25300 30313 D ENCANA CORP COM 29250510 4329 70000 SH SHARED 16 70000 D ENCANA CORP COM 29250510 566 9164 SH SHARED 20 9164 D ENCANA CORP COM 29250510 37 600 SH SHR/OTHR 22 600 D ENCANA CORP COM 29250510 247 4000 SH SHARED 23 4000 D ENCANA CORP COM 29250510 309 5000 SH SHR/OTHR 23 5000 D ENCANA CORP COM 29250510 1001 16200 SH SHARED 24 16200 D ENCISION INC COM 29254Q10 0 94 SH SHARED 94 D ENCORE BANCSHARES INC COM 29255V20 1 51 SH SHARED 51 D ENCORE ACQUISITION CO COM 29255W10 1089 34437 SH SHARED 34437 D ENCORE ACQUISITION CO COM 29255W10 490 15500 SH SHARED 01 15500 D ENCORE ACQUISITION CO COM 29255W10 82 2591 SH SHARED 02 2591 D ENCORE ACQUISITION CO COM 29255W10 572 18100 SH SHARED 10 18100 D ENCORE CAP GROUP INC COM 29255410 10 883 SH SHARED 883 D ENCORE CAP GROUP INC COM 29255410 318 27000 SH SHARED 01 27000 D ENCORE CAP GROUP INC COM 29255410 318 27000 SH SHR/OTHR 01 27000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 4864 7293000 PRN SHARED 7293000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 0 400 SH SHARED 400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 4 2951 SH SHARED 2951 D ENCORE WIRE CORP COM 29256210 1682 66958 SH SHARED 66958 D ENCORE WIRE CORP COM 29256210 5 200 SH SHARED 01 200 D ENCORE WIRE CORP COM 29256210 1020 40600 SH SHARED 10 40600 D ENCORE ENERGY PARTNERS LP COM UNIT 29257A10 3204 150000 SH SHARED 150000 D ENCORIUM GROUP INC COM 29257R10 1 386 SH SHARED 386 D ENDEAVOR ACQUISITION CORP COM 29257710 0 11 SH SHARED 11 D ENDEAVOR ACQUISITION CORP COM 29257710 99 8420 SH SHARED 02 1400 7020 D ENDEAVOR ACQUISITION CORP *W EXP 12/14/200 29257711 516 100000 SH SHARED 100000 D ENDESA S A SPONSORED ADR 29258N10 1 29 SH SHARED 29 D ENDESA S A SPONSORED ADR 29258N10 228 4000 SH SHARED 10 4000 D ENDESA S A SPONSORED ADR 29258N10 57 1000 SH SHR/OTHR 10 1000 D ENDESA S A SPONSORED ADR 29258N10 987 17300 SH SHARED 20 6000 11300 D ENDESA S A SPONSORED ADR 29258N10 1142 20000 SH SHR/OTHR 20 20000 D ENDEAVOUR SILVER CORP COM 29258Y10 11 3400 SH SHARED 3400 D ENDEAVOUR INTL CORP COM 29259G10 3 2726 SH SHARED 2726 D ENDWAVE CORP COM NEW 29264A20 3 297 SH SHARED 297 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 3878 125079 SH SHARED 125079 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1454 46900 SH SHARED 01 6800 40100 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 397 12807 SH SHARED 02 12807 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 10936 352661 SH SHARED 10 348061 4600 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1541 49700 SH SHARED 14 49700 D ENERGEN CORP COM 29265N10 152 2666 SH SHARED 2666 D ENERGEN CORP COM 29265N10 49 875 SH SHARED 01 875 D ENERGEN CORP COM 29265N10 308 5404 SH SHARED 02 5404 D ENERGEN CORP COM 29265N10 887 15533 SH SHARED 10 15533 D ENERGEN CORP COM 29265N10 85 1500 SH SHARED 21 1500 D ENEL SOCIETA PER AZIONI ADR 29265W10 79 1403 SH SHARED 1403 D ENEL SOCIETA PER AZIONI ADR 29265W10 3 58 SH SHARED 01 58 D ENEL SOCIETA PER AZIONI ADR 29265W10 118 2105 SH SHARED 21 2105 D ENERGY CONVERSION DEVICES IN COM 29265910 6956 306203 SH SHARED 306203 D ENERGY CONVERSION DEVICES IN COM 29265910 124 5500 SH SHARED 02 5500 D ENERGY CONVERSION DEVICES IN COM 29265910 85 3770 SH SHARED 10 3770 D ENERGY EAST CORP COM 29266M10 7800 288384 SH SHARED 288384 D ENERGY EAST CORP COM 29266M10 1369 50640 SH SHARED 01 1240 49400 D ENERGY EAST CORP COM 29266M10 216 7987 SH SHARED 02 7987 D ENERGY EAST CORP COM 29266M10 112 4170 SH SHARED 06 3450 720 D ENERGY EAST CORP COM 29266M10 386 14300 SH SHARED 10 14300 D ENERGIZER HLDGS INC COM 29266R10 6056 54634 SH SHARED 54634 D ENERGIZER HLDGS INC COM 29266R10 3927 35427 SH SHARED 01 11538 23889 D ENERGIZER HLDGS INC COM 29266R10 130 1176 SH SHR/OTHR 01 1176 D ENERGIZER HLDGS INC COM 29266R10 377 3402 SH SHARED 02 3402 D ENERGIZER HLDGS INC COM 29266R10 246 2220 SH SHARED 06 1500 720 D ENERGIZER HLDGS INC COM 29266R10 15300 138030 SH SHARED 10 137900 130 D ENERGIZER HLDGS INC COM 29266R10 69 631 SH SHARED 14 631 D ENERGIZER HLDGS INC COM 29266R10 33 300 SH SHARED 20 300 D ENERGIZER HLDGS INC COM 29266R10 23 215 SH SHR/OTHR 21 215 D ENERGIZER HLDGS INC COM 29266R10 16 150 SH SHARED 22 150 D ENERGIZER HLDGS INC COM 29266R10 22 200 SH SHARED 23 200 D ENERGIZER HLDGS INC COM 29266R10 44 400 SH SHR/OTHR 23 400 D ENDOLOGIX INC COM 29266S10 3 958 SH SHARED 958 D ENERGY FOCUS INC COM 29268T10 2 294 SH SHARED 294 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 1701 173077 SH SHARED 173077 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 0 23 SH SHARED 02 23 D ENERGY INFRASTRUCTURE ACQUI *W EXP 07/17/201 29269P11 28 22028 SH SHARED 22028 D ENERGY PARTNERS LTD COM 29270U10 4709 320824 SH SHARED 320824 D ENERGY PARTNERS LTD COM 29270U10 0 29 SH SHARED 02 29 D ENERGY SVCS ACQUISITION CORP COM 29271Q10 438 78100 SH SHARED 78100 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 105024 2149930 SH SHARED 2149930 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 10499 306109 SH SHARED 306109 D ENERGY WEST INC COM 29274A10 0 54 SH SHARED 54 D ENERPLUS RES FD UNIT TR G NEW 29274D60 3842 81411 SH SHARED 81411 D ENERPLUS RES FD UNIT TR G NEW 29274D60 198 4200 SH SHARED 01 1200 3000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 11 244 SH SHARED 02 244 D ENERPLUS RES FD UNIT TR G NEW 29274D60 151 3200 SH SHARED 10 3200 D ENERPLUS RES FD UNIT TR G NEW 29274D60 94 2000 SH SHR/OTHR 23 2000 D ENERSIS S A SPONSORED ADR 29274F10 2848 160558 SH SHARED 160558 D ENERSIS S A SPONSORED ADR 29274F10 3 209 SH SHARED 02 209 D ENERSIS S A SPONSORED ADR 29274F10 356 20097 SH SHARED 04 20097 D ENERSYS COM 29275Y10 22 1290 SH SHARED 1290 D ENERSYS COM 29275Y10 57 3250 SH SHARED 01 3250 D ENERSYS COM 29275Y10 349 19661 SH SHARED 02 19661 D ENERSYS COM 29275Y10 296 16700 SH SHARED 10 16700 D ENERNOC INC COM 29276410 41 1090 SH SHARED 1090 D ENERNOC INC COM 29276410 778 20391 SH SHARED 20391 D ENERNOC INC COM 29276410 9134 239247 SH SHARED 04 239247 D ENERNOC INC COM 29276410 839 22000 SH SHARED 05 22000 D ENERNOC INC COM 29276410 23 625 SH SHARED 06 625 D ENERNOC INC COM 29276410 23 625 SH SHARED 10 625 D ENERGYSOUTH INC COM 29297010 15 306 SH SHARED 306 D ENERGYSOUTH INC COM 29297010 109 2180 SH SHR/OTHR 20 2180 D ENGLOBAL CORP COM 29330610 508 44583 SH SHARED 44583 D ENGLOBAL CORP COM 29330610 0 17 SH SHARED 02 17 D ENNIS INC COM 29338910 24 1117 SH SHARED 1117 D ENNIS INC COM 29338910 0 41 SH SHARED 02 41 D ENNIS INC COM 29338910 14705 667200 SH SHARED 10 667200 D ENOVA SYSTEMS INC COM NEW 29355M20 1 319 SH SHARED 319 D ENPRO INDS INC COM 29355X10 393 9684 SH SHARED 9684 D ENPRO INDS INC COM 29355X10 48 1202 SH SHARED 01 1202 D ENPRO INDS INC COM 29355X10 83 2050 SH SHARED 02 2050 D ENPRO INDS INC COM 29355X10 799 19700 SH SHARED 10 19700 D ENTEGRIS INC COM 29362U10 120 13893 SH SHARED 13893 D ENTEGRIS INC COM 29362U10 13 1542 SH SHARED 01 1542 D ENTEGRIS INC COM 29362U10 1 194 SH SHARED 02 194 D ENTEGRIS INC COM 29362U10 862 99315 SH SHARED 10 99315 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 333 17229 SH SHARED 17229 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 206 10700 SH SHARED 01 10700 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 106 5495 SH SHARED 02 5495 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 728 37700 SH SHARED 10 37700 D ENTERGY CORP NEW COM 29364G10 24 230 SH SHARED 230 D ENTERGY CORP NEW COM 29364G10 24330 224677 SH SHARED 224589 88 D ENTERGY CORP NEW COM 29364G10 30625 282807 SH SHARED 01 250037 32770 D ENTERGY CORP NEW COM 29364G10 395 3650 SH SHR/OTHR 01 3650 D ENTERGY CORP NEW COM 29364G10 845 7805 SH SHARED 02 7805 D ENTERGY CORP NEW COM 29364G10 9223 85175 SH SHARED 04 85175 D ENTERGY CORP NEW COM 29364G10 1307 12070 SH SHARED 05 12070 D ENTERGY CORP NEW COM 29364G10 7442 68723 SH SHARED 06 6120 62603 D ENTERGY CORP NEW COM 29364G10 19243 177703 SH SHARED 10 176603 1100 D ENTERGY CORP NEW COM 29364G10 380 3515 SH SHARED 20 2215 1300 D ENTERGY CORP NEW COM 29364G10 24 230 SH SHR/OTHR 20 230 D ENTERGY CORP NEW COM 29364G10 43 400 SH SHARED 21 400 D ENTERGY CORP NEW COM 29364G10 184 1700 SH SHARED 22 1500 200 D ENTERGY CORP NEW COM 29364G10 518 4785 SH SHR/OTHR 22 4785 D ENTERGY CORP NEW COM 29364G10 2670 24662 SH SHARED 23 20187 4475 D ENTERGY CORP NEW COM 29364G10 3647 33684 SH SHR/OTHR 23 33684 D ENTERGY CORP NEW EQUITY UNIT 29364G20 3344 50036 SH SHARED 50036 D ENTERPRISE BANCORP INC MASS COM 29366810 2 154 SH SHARED 154 D ENTERPRISE FINL SVCS CORP COM 29371210 10 448 SH SHARED 448 D ENTERPRISE FINL SVCS CORP COM 29371210 0 10 SH SHARED 02 10 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 9019 237971 SH SHARED 237971 D ENTERPRISE PRODS PARTNERS L COM 29379210 2151 71130 SH SHARED 71130 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 91 1807 SH SHARED 1807 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 5 100 SH SHARED 01 100 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1 27 SH SHARED 02 27 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1270 25000 SH SHARED 10 25000 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 38570 759260 SH SHARED 11 153737 605523 D ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T40 9 45700 PRN SHARED 45700 D ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T40 36 167500 PRN SHARED 02 167500 D ENTERRA ENERGY TR TR UNIT 29381P10 99 36700 SH SHARED 36700 D ENTREMED INC COM 29382F10 52 48652 SH SHARED 48652 D ENTERTAINMENT DIST CO INC COM 29382J10 2 1665 SH SHARED 1665 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 932 101125 SH SHARED 101125 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 162 17664 SH SHARED 02 12954 4710 D ENTRUST INC COM 29384810 3 1561 SH SHARED 1561 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1964 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE 11020 10000000 PRN SHARED 10000000 D ENZON PHARMACEUTICALS INC COM 29390410 2 300 SH SHARED 300 D ENZON PHARMACEUTICALS INC COM 29390410 1221 138685 SH SHARED 138685 D ENZON PHARMACEUTICALS INC COM 29390410 89 10120 SH SHARED 02 10120 D ENVIRONMENTAL PWR CORP COM NEW 29406L20 1 239 SH SHARED 239 D ENVIRONMENTAL TECTONICS CORP COM 29409210 0 105 SH SHARED 105 D ENVIRONMENTAL TECTONICS CORP COM 29409210 0 100 SH SHARED 02 100 D EPCOS AG ADR 29410P10 1 100 SH SHARED 100 D ENZO BIOCHEM INC COM 29410010 20 1778 SH SHARED 1778 D ENZO BIOCHEM INC COM 29410010 0 33 SH SHARED 02 33 D EPIC BANCORP COM 29425010 1 101 SH SHARED 101 D EPICOR SOFTWARE CORP COM 29426L10 179 13062 SH SHARED 13062 D EPICOR SOFTWARE CORP COM 29426L10 154 11218 SH SHARED 02 318 10900 D EPICEPT CORP COM 29426420 1 602 SH SHARED 602 D EPOCH HOLDING CORP COM 29428R10 5 376 SH SHARED 376 D EQUIFAX INC COM 29442910 5623 147533 SH SHARED 147533 D EQUIFAX INC COM 29442910 831 21800 SH SHARED 01 13100 8700 D EQUIFAX INC COM 29442910 541 14200 SH SHR/OTHR 01 14200 D EQUIFAX INC COM 29442910 173 4552 SH SHARED 02 4552 D EQUIFAX INC COM 29442910 3 90 SH SHARED 05 90 D EQUIFAX INC COM 29442910 160 4200 SH SHARED 06 3050 1150 D EQUIFAX INC COM 29442910 2069 54300 SH SHARED 10 54000 300 D EQUIFAX INC COM 29442910 7 200 SH SHR/OTHR 10 200 D EQUIFAX INC COM 29442910 230 6035 SH SHARED 14 6035 D EQUIFAX INC COM 29442910 2412 63295 SH SHARED 20 29100 34195 D EQUIFAX INC COM 29442910 381 10000 SH SHR/OTHR 20 10000 D EQUIFAX INC COM 29442910 2473 64900 SH SHARED 23 64900 D EQUIFAX INC COM 29442910 1292 33900 SH SHR/OTHR 23 33900 D EQUINIX INC DBCV 2.500% 2/1 29444UAE 3431 1503000 PRN SHARED 1503000 D EQUINIX INC COM NEW 29444U50 777 8763 SH SHARED 8763 D EQUINIX INC COM NEW 29444U50 449 5070 SH SHARED 01 5070 D EQUINIX INC COM NEW 29444U50 158 1785 SH SHARED 02 1785 D EQUINIX INC COM NEW 29444U50 159 1800 SH SHARED 10 1800 D EQUITABLE RES INC COM 29454910 6820 131491 SH SHARED 131491 D EQUITABLE RES INC COM 29454910 1955 37700 SH SHARED 01 1300 36400 D EQUITABLE RES INC COM 29454910 809 15600 SH SHR/OTHR 01 15600 D EQUITABLE RES INC COM 29454910 3523 67938 SH SHARED 02 67938 D EQUITABLE RES INC COM 29454910 167 3220 SH SHARED 06 2650 570 D EQUITABLE RES INC COM 29454910 7085 136600 SH SHARED 10 136600 D EQUITABLE RES INC COM 29454910 211 4078 SH SHARED 14 4078 D EQUITABLE RES INC COM 29454910 10 200 SH SHARED 20 200 D EQUITABLE RES INC COM 29454910 238 4600 SH SHR/OTHR 23 4600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 193 1500 SH SHR/OTHR 20 1500 D EQUITY INNS INC COM 29470310 7990 353861 SH SHARED 353861 D EQUITY INNS INC COM 29470310 54 2400 SH SHARED 01 2400 D EQUITY INNS INC COM 29470310 16537 732400 SH SHARED 02 732400 D EQUITY INNS INC COM 29470310 133 5900 SH SHARED 10 5900 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 937 18100 SH SHARED 18100 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 3775 72895 SH SHARED 72895 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 451 8720 SH SHARED 01 7320 1400 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 152 2939 SH SHARED 02 2939 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 865 16700 SH SHARED 10 16700 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 162197 3131233 SH SHARED 11 1931459 1199774 D EQUITY MEDIA HLDGS CORP COM 29472510 2 801 SH SHARED 801 D EQUITY ONE COM 29475210 667 24549 SH SHARED 24549 D EQUITY ONE COM 29475210 236 8700 SH SHARED 01 1800 6900 D EQUITY ONE COM 29475210 48 1801 SH SHARED 02 1801 D EQUITY ONE COM 29475210 2012 74000 SH SHARED 10 74000 D EQUITY ONE COM 29475210 10213 375500 SH SHARED 11 375500 D EQUITY RESIDENTIAL SH BEN INT 29476L10 8719 205838 SH SHARED 204038 1800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1435 33890 SH SHARED 01 33515 375 D EQUITY RESIDENTIAL SH BEN INT 29476L10 482 11400 SH SHR/OTHR 01 11400 D EQUITY RESIDENTIAL SH BEN INT 29476L10 466 11018 SH SHARED 02 11018 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1270 30000 SH SHARED 04 30000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 24267 572890 SH SHARED 10 552290 20600 D EQUITY RESIDENTIAL SH BEN INT 29476L10 66624 1572819 SH SHARED 11 228294 1344525 D EQUITY RESIDENTIAL SH BEN INT 29476L10 460 10860 SH SHARED 20 8500 2360 D EQUITY RESIDENTIAL SH BEN INT 29476L10 44 1050 SH SHR/OTHR 20 1050 D EQUITY RESIDENTIAL SH BEN INT 29476L10 42 1000 SH SHARED 22 1000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 52 1250 SH SHARED 23 1250 D EQUITY RESIDENTIAL SH BEN INT 29476L10 67 1600 SH SHR/OTHR 23 1600 D EQUUS TOTAL RETURN INC COM 29476610 209 27454 SH SHARED 27454 D ERESEARCHTECHNOLOGY INC COM 29481V10 22 1998 SH SHARED 1998 D ERESEARCHTECHNOLOGY INC COM 29481V10 306 26925 SH SHARED 01 26925 D ERICSSON L M TEL CO ADR B SEK 10 29482160 8 220 SH SHARED 220 D ERICSSON L M TEL CO ADR B SEK 10 29482160 7256 182319 SH SHARED 182319 D ERICSSON L M TEL CO ADR B SEK 10 29482160 43 1085 SH SHARED 01 785 300 D ERICSSON L M TEL CO ADR B SEK 10 29482160 97 2459 SH SHARED 02 2459 D ERICSSON L M TEL CO ADR B SEK 10 29482160 2786 70000 SH SHARED 04 70000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 24695 620500 SH SHARED 10 620500 D ERICSSON L M TEL CO ADR B SEK 10 29482160 63 1600 SH SHR/OTHR 23 1600 D ERIE INDTY CO CL A 29530P10 171 2807 SH SHARED 2807 D ERIE INDTY CO CL A 29530P10 88 1448 SH SHARED 02 1448 D ERIE INDTY CO CL A 29530P10 226 3700 SH SHARED 10 3700 D ESCALADE INC COM 29605610 2 221 SH SHARED 221 D ESCALON MED CORP COM NEW 29607430 0 162 SH SHARED 162 D ESCO TECHNOLOGIES INC COM 29631510 14451 434772 SH SHARED 434772 D ESCO TECHNOLOGIES INC COM 29631510 222 6700 SH SHARED 01 6700 D ESCO TECHNOLOGIES INC COM 29631510 2 70 SH SHARED 02 70 D ESCO TECHNOLOGIES INC COM 29631510 9 300 SH SHARED 10 300 D ESPEED INC CL A 29664310 10 1189 SH SHARED 1189 D ESPEED INC CL A 29664310 15 1870 SH SHARED 01 1870 D ESPEED INC CL A 29664310 13 1610 SH SHARED 02 1610 D ESPEY MFG & ELECTRS CORP COM 29665010 0 38 SH SHARED 38 D ESSA BANCORP INC COM 29667D10 536 48158 SH SHARED 48158 D ESSEX PORTFOLIO L P NOTE 3.625%11/0 29717PAB 3027 2500000 PRN SHARED 02 2500000 D ESSEX PPTY TR INC COM 29717810 875 7450 SH SHARED 7450 D ESSEX PPTY TR INC COM 29717810 3886 33053 SH SHARED 33053 D ESSEX PPTY TR INC COM 29717810 114 975 SH SHARED 01 975 D ESSEX PPTY TR INC COM 29717810 203 1729 SH SHARED 02 1729 D ESSEX PPTY TR INC COM 29717810 1328 11300 SH SHARED 10 11300 D ESSEX PPTY TR INC COM 29717810 191902 1632239 SH SHARED 11 966871 665368 D ESTERLINE TECHNOLOGIES CORP COM 29742510 37662 660161 SH SHARED 660161 D ESTERLINE TECHNOLOGIES CORP COM 29742510 517 9075 SH SHARED 01 9075 D ESTERLINE TECHNOLOGIES CORP COM 29742510 456 7993 SH SHARED 02 7993 D ESTERLINE TECHNOLOGIES CORP COM 29742510 3822 67000 SH SHARED 10 67000 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 1808 18823 SH SHARED 18823 D ETHAN ALLEN INTERIORS INC COM 29760210 573 17554 SH SHARED 17554 D ETHAN ALLEN INTERIORS INC COM 29760210 14 450 SH SHARED 02 450 D ETHAN ALLEN INTERIORS INC COM 29760210 392 12000 SH SHARED 10 12000 D ETRIALS WORLDWIDE INC COM 29786P10 85 21065 SH SHARED 21065 D EUROBANCSHARES INC COM 29871610 2 287 SH SHARED 287 D EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD 8903 8360000 PRN SHARED 02 8360000 D EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF 3929 3898000 PRN SHARED 02 3898000 D EURONET WORLDWIDE INC COM 29873610 65 2191 SH SHARED 2191 D EURONET WORLDWIDE INC COM 29873610 997 33500 SH SHARED 01 33300 200 D EURONET WORLDWIDE INC COM 29873610 833 28000 SH SHR/OTHR 01 28000 D EURONET WORLDWIDE INC COM 29873610 2 69 SH SHARED 02 69 D EURONET WORLDWIDE INC COM 29873610 9636 323700 SH SHARED 10 323700 D EUROPEAN EQUITY FUND COM 29876810 0 2 SH SHARED 02 2 D EVANS & SUTHERLAND COMPUTER COM 29909610 0 227 SH SHARED 227 D EVANS BANCORP INC COM NEW 29911Q20 1 64 SH SHARED 64 D EVERCORE PARTNERS INC CLASS A 29977A10 331 12613 SH SHARED 12613 D EVERCORE PARTNERS INC CLASS A 29977A10 0 9 SH SHARED 02 9 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 954 74200 SH SHARED 74200 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 11617 902668 SH SHARED 10 902668 D EVERGREEN ENERGY INC COM 30024B10 510 100000 SH SHARED 100000 D EVERGREEN ENERGY INC COM 30024B10 1215 238260 SH SHARED 238260 D EVERGREEN ENERGY INC COM 30024B10 33 6584 SH SHARED 02 6584 D EVERGREEN ENERGY INC COM 30024B10 82 16200 SH SHARED 10 16200 D EVERGREEN MULTI SECT INC FUN COM SHS 30024Y10 2035 124294 SH SHARED 124294 D EVERGREEN MULTI SECT INC FUN COM SHS 30024Y10 11 724 SH SHARED 01 724 D EVERGREEN SOLAR INC COM 30033R10 7180 804118 SH SHARED 804118 D EVERGREEN SOLAR INC COM 30033R10 64 7170 SH SHARED 01 7170 D EVERGREEN SOLAR INC COM 30033R10 88 9941 SH SHARED 10 9941 D EVOLUTION PETROLEUM CORP COM 30049A10 1 480 SH SHARED 480 D EVOLVING SYS INC COM 30049R10 0 452 SH SHARED 452 D EXACT SCIENCES CORP COM 30063P10 2 687 SH SHARED 687 D EXACTECH INC COM 30064E10 3 206 SH SHARED 206 D EXAR CORP COM 30064510 46 3531 SH SHARED 3531 D EXCEL TECHNOLOGY INC COM 30067T10 15 641 SH SHARED 641 D EXCEL TECHNOLOGY INC COM 30067T10 53 2150 SH SHARED 02 2150 D EXELON CORP COM 30161N10 6718 89149 SH SHARED 47129 42020 D EXELON CORP COM 30161N10 126804 1682649 SH SHARED 1678349 4300 D EXELON CORP COM 30161N10 11524 152927 SH SHARED 01 152249 678 D EXELON CORP COM 30161N10 13647 181095 SH SHARED 02 176062 5033 D EXELON CORP COM 30161N10 1207 16028 SH SHARED 04 16028 D EXELON CORP COM 30161N10 97372 1292094 SH SHARED 04 1292094 D EXELON CORP COM 30161N10 1141 15150 SH SHARED 05 15150 D EXELON CORP COM 30161N10 86893 1153047 SH SHARED 06 94350 1058697 D EXELON CORP COM 30161N10 454559 6031840 SH SHARED 10 6031840 D EXELON CORP COM 30161N10 564 7493 SH SHARED 14 7493 D EXELON CORP COM 30161N10 1055 14000 SH SHARED 15 14000 D EXELON CORP COM 30161N10 5150 68345 SH SHARED 16 68345 D EXELON CORP COM 30161N10 8454 112194 SH SHARED 19 112194 D EXELON CORP COM 30161N10 1379 18304 SH SHARED 20 7720 10584 D EXELON CORP COM 30161N10 188 2500 SH SHR/OTHR 20 2500 D EXELON CORP COM 30161N10 150 2000 SH SHR/OTHR 22 2000 D EXELON CORP COM 30161N10 60 800 SH SHARED 23 800 D EXELON CORP COM 30161N10 389 5174 SH SHR/OTHR 23 5174 D EXELIXIS INC COM 30161Q10 570 53857 SH SHARED 53857 D EXELIXIS INC COM 30161Q10 31 3000 SH SHARED 01 3000 D EXELIXIS INC COM 30161Q10 184 17414 SH SHARED 02 164 17250 D EXELIXIS INC COM 30161Q10 9616 908067 SH SHARED 04 908067 D EXELIXIS INC COM 30161Q10 66 6301 SH SHARED 10 6301 D EXELIXIS INC COM 30161Q10 74 7000 SH SHARED 14 7000 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 0 34 SH SHARED 34 D EXIDE TECHNOLOGIES *W EXP 05/05/201 30205112 17 28574 SH SHARED 28574 D EXIDE TECHNOLOGIES COM NEW 30205120 570 87818 SH SHARED 87818 D EXIDE TECHNOLOGIES COM NEW 30205120 0 102 SH SHARED 02 102 D EXIDE TECHNOLOGIES COM NEW 30205120 104 16000 SH SHARED 10 16000 D EXLSERVICE HOLDINGS INC COM 30208110 161 7577 SH SHARED 7577 D EXPEDIA INC DEL COM 30212P10 8782 275475 SH SHARED 275475 D EXPEDIA INC DEL COM 30212P10 1440 45198 SH SHARED 01 37403 7795 D EXPEDIA INC DEL COM 30212P10 2940 92224 SH SHARED 02 92224 D EXPEDIA INC DEL COM 30212P10 4 150 SH SHARED 05 150 D EXPEDIA INC DEL COM 30212P10 339 10650 SH SHARED 06 8600 2050 D EXPEDIA INC DEL COM 30212P10 2310 72479 SH SHARED 10 72479 D EXPEDIA INC DEL COM 30212P10 39 1236 SH SHARED 14 1236 D EXPEDIA INC DEL COM 30212P10 39 1250 SH SHARED 20 1250 D EXPEDIA INC DEL COM 30212P10 38 1200 SH SHR/OTHR 20 1200 D EXPEDIA INC DEL COM 30212P10 27 855 SH SHR/OTHR 21 855 D EXPEDIA INC DEL COM 30212P10 20 640 SH SHARED 22 640 D EXPEDIA INC DEL *W EXP 02/04/200 30212P11 0 201 SH SHARED 201 D EXPEDIA INC DEL *W EXP 02/04/200 30212P11 1 296 SH SHARED 01 296 D EXPEDIA INC DEL *W EXP 02/04/200 30212P12 6453 327079 SH SHARED 327079 D EXPEDITORS INTL WASH INC COM 30213010 7493 158424 SH SHARED 158424 D EXPEDITORS INTL WASH INC COM 30213010 3067 64855 SH SHARED 01 1505 63350 D EXPEDITORS INTL WASH INC COM 30213010 584 12349 SH SHARED 02 12349 D EXPEDITORS INTL WASH INC COM 30213010 312 6600 SH SHARED 06 4800 1800 D EXPEDITORS INTL WASH INC COM 30213010 411 8700 SH SHARED 10 8700 D EXPONENT INC COM 30214U10 15 619 SH SHARED 619 D EXPONENT INC COM 30214U10 1 75 SH SHARED 02 75 D EXPRESS 1 EXPEDITED SOLUTION COM 30217Q10 0 614 SH SHARED 614 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 7260 7500000 PRN SHARED 7500000 D EXPRESSJET HOLDINGS INC CL A 30218U10 64 21033 SH SHARED 21033 D EXPRESSJET HOLDINGS INC CL A 30218U10 111 36210 SH SHARED 02 36210 D EXPRESS SCRIPTS INC COM 30218210 189 3400 SH SHARED 3400 D EXPRESS SCRIPTS INC COM 30218210 13760 246524 SH SHARED 246524 D EXPRESS SCRIPTS INC COM 30218210 13647 244494 SH SHARED 01 135029 109465 D EXPRESS SCRIPTS INC COM 30218210 4275 76595 SH SHR/OTHR 01 76595 D EXPRESS SCRIPTS INC COM 30218210 850 15240 SH SHARED 02 15240 D EXPRESS SCRIPTS INC COM 30218210 3159 56600 SH SHARED 04 56600 D EXPRESS SCRIPTS INC COM 30218210 7 140 SH SHARED 05 140 D EXPRESS SCRIPTS INC COM 30218210 401 7200 SH SHARED 06 5200 2000 D EXPRESS SCRIPTS INC COM 30218210 18848 337663 SH SHARED 10 335523 2140 D EXPRESS SCRIPTS INC COM 30218210 425 7620 SH SHARED 14 1000 6620 D EXPRESS SCRIPTS INC COM 30218210 1852 33195 SH SHARED 20 16955 16240 D EXPRESS SCRIPTS INC COM 30218210 518 9290 SH SHR/OTHR 20 9290 D EXPRESS SCRIPTS INC COM 30218210 16 300 SH SHARED 21 300 D EXPRESS SCRIPTS INC COM 30218210 33 600 SH SHR/OTHR 21 600 D EXPRESS SCRIPTS INC COM 30218210 724 12982 SH SHARED 22 10412 2570 D EXPRESS SCRIPTS INC COM 30218210 128 2307 SH SHR/OTHR 22 2307 D EXPRESS SCRIPTS INC COM 30218210 3498 62671 SH SHARED 23 59421 3250 D EXPRESS SCRIPTS INC COM 30218210 2263 40550 SH SHR/OTHR 23 40550 D EXTERRAN PARTNERS LP COM UNITS 30225N10 785 24559 SH SHARED 24559 D EXTRA SPACE STORAGE INC COM 30225T10 61 4009 SH SHARED 4009 D EXTRA SPACE STORAGE INC COM 30225T10 43 2825 SH SHARED 01 2825 D EXTRA SPACE STORAGE INC COM 30225T10 1 103 SH SHARED 02 103 D EXTRA SPACE STORAGE INC COM 30225T10 1175 76400 SH SHARED 10 76400 D EXTRA SPACE STORAGE INC COM 30225T10 65069 4228050 SH SHARED 11 115100 4112950 D EXTRA SPACE STORAGE INC COM 30225T10 46 3000 SH SHARED 20 3000 D EXTERRAN HLDGS INC COM 30225X10 3543 44103 SH SHARED 44103 D EXTERRAN HLDGS INC COM 30225X10 1850 23028 SH SHARED 01 4181 18847 D EXTERRAN HLDGS INC COM 30225X10 280 3493 SH SHARED 02 3493 D EXTERRAN HLDGS INC COM 30225X10 1481 18437 SH SHARED 10 18437 D EXTERRAN HLDGS INC COM 30225X10 46 585 SH SHR/OTHR 23 585 D EXTREME NETWORKS INC COM 30226D10 357 93103 SH SHARED 93103 D EXTREME NETWORKS INC COM 30226D10 124 32400 SH SHARED 10 32400 D EXULT INC DEL NOTE 2.500%10/0 302284AB 15776 16315000 PRN SHARED 02 16315000 D EZCORP INC CL A NON VTG 30230110 101 7569 SH SHARED 7569 D EZCORP INC CL A NON VTG 30230110 30 2300 SH SHARED 01 2300 D EZCORP INC CL A NON VTG 30230110 670 49800 SH SHARED 10 49800 D EXXON MOBIL CORP COM 30231G10 12821 138522 SH SHARED 90567 47955 D EXXON MOBIL CORP COM 30231G10 748846 8090389 SH SHARED 7989134 101255 D EXXON MOBIL CORP COM 30231G10 213171 2303061 SH SHARED 01 1539764 763297 D EXXON MOBIL CORP COM 30231G10 41454 447866 SH SHR/OTHR 01 447866 D EXXON MOBIL CORP COM 30231G10 24107 260452 SH SHARED 02 260452 D EXXON MOBIL CORP COM 30231G10 90775 980720 SH SHARED 04 980720 D EXXON MOBIL CORP COM 30231G10 214 2314 SH SHARED 05 2314 D EXXON MOBIL CORP COM 30231G10 63943 690830 SH SHARED 06 180100 510730 D EXXON MOBIL CORP COM 30231G10 668379 7221038 SH SHARED 10 6701028 520010 D EXXON MOBIL CORP COM 30231G10 4 50 SH SHR/OTHR 10 50 D EXXON MOBIL CORP COM 30231G10 8962 96825 SH SHARED 14 5000 91825 D EXXON MOBIL CORP COM 30231G10 330 3568 SH SHARED 15 3568 D EXXON MOBIL CORP COM 30231G10 7478 80795 SH SHARED 16 80795 D EXXON MOBIL CORP COM 30231G10 40190 434209 SH SHARED 20 129301 304908 D EXXON MOBIL CORP COM 30231G10 13591 146840 SH SHR/OTHR 20 146840 D EXXON MOBIL CORP COM 30231G10 7422 80196 SH SHARED 21 80196 D EXXON MOBIL CORP COM 30231G10 1954 21115 SH SHR/OTHR 21 21115 D EXXON MOBIL CORP COM 30231G10 6113 66045 SH SHARED 22 44130 21915 D EXXON MOBIL CORP COM 30231G10 2196 23734 SH SHR/OTHR 22 23734 D EXXON MOBIL CORP COM 30231G10 92594 1000372 SH SHARED 23 966646 33726 D EXXON MOBIL CORP COM 30231G10 106408 1149612 SH SHR/OTHR 23 1149612 D EXXON MOBIL CORP COM 30231G10 4890 52835 SH SHARED 24 52835 D FBL FINL GROUP INC CL A 30239F10 73 1852 SH SHARED 1852 D FBL FINL GROUP INC CL A 30239F10 0 21 SH SHARED 02 21 D FEI CO NOTE 6/1 30241LAD 1143 940000 PRN SHARED 940000 D FEI CO NOTE 6/1 30241LAD 3648 3000000 PRN SHARED 02 3000000 D FEI CO COM 30241L10 232 7400 SH SHARED 7400 D FEI CO COM 30241L10 599 19087 SH SHARED 19087 D FEI CO COM 30241L10 356 11340 SH SHARED 01 10790 550 D FEI CO COM 30241L10 1 60 SH SHARED 02 60 D FEI CO COM 30241L10 16770 533590 SH SHARED 10 533590 D FFD FINL CORP COM 30243C10 0 23 SH SHARED 23 D FLIR SYS INC NOTE 3.000% 6/0 302445AB 8809 3500000 PRN SHARED 3500000 D FLIR SYS INC COM 30244510 622 11245 SH SHARED 11245 D FLIR SYS INC COM 30244510 119 2150 SH SHARED 01 2150 D FLIR SYS INC COM 30244510 5 106 SH SHARED 02 106 D FLIR SYS INC COM 30244510 160 2900 SH SHARED 10 2900 D FBR CAPITAL MARKETS CORP COM 30247C30 10 815 SH SHARED 815 D FMC TECHNOLOGIES INC COM 30249U10 6319 109597 SH SHARED 109597 D FMC TECHNOLOGIES INC COM 30249U10 2757 47828 SH SHARED 01 7536 40292 D FMC TECHNOLOGIES INC COM 30249U10 411 7139 SH SHARED 02 7139 D FMC TECHNOLOGIES INC COM 30249U10 224 3900 SH SHARED 06 3200 700 D FMC TECHNOLOGIES INC COM 30249U10 22204 385100 SH SHARED 10 385100 D F M C CORP COM NEW 30249130 2889 55547 SH SHARED 55547 D F M C CORP COM NEW 30249130 1386 26650 SH SHARED 01 2250 24400 D F M C CORP COM NEW 30249130 257 4952 SH SHARED 02 4952 D F M C CORP COM NEW 30249130 239 4600 SH SHARED 10 4600 D F M C CORP COM NEW 30249130 83 1600 SH SHARED 21 1600 D F N B UNITED CORP COM 30251910 4 290 SH SHARED 290 D FNB CORP PA COM 30252010 415 25116 SH SHARED 25116 D FNB CORP PA COM 30252010 7 475 SH SHARED 01 475 D FNB CORP PA COM 30252010 1 102 SH SHARED 02 102 D FNB CORP PA COM 30252010 418 25300 SH SHARED 10 25300 D FPB BANCORP INC COM 30254M10 0 47 SH SHARED 47 D FPIC INS GROUP INC COM 30256310 264 6137 SH SHARED 6137 D FPIC INS GROUP INC COM 30256310 68 1600 SH SHARED 01 1600 D FPIC INS GROUP INC COM 30256310 107 2505 SH SHARED 02 2505 D FPIC INS GROUP INC COM 30256310 51 1200 SH SHARED 10 1200 D FPL GROUP INC COM 30257110 32 540 SH SHARED 540 D FPL GROUP INC COM 30257110 27693 454893 SH SHARED 454893 D FPL GROUP INC COM 30257110 29031 476872 SH SHARED 01 410102 66770 D FPL GROUP INC COM 30257110 467 7675 SH SHR/OTHR 01 7675 D FPL GROUP INC COM 30257110 1600 26287 SH SHARED 02 26287 D FPL GROUP INC COM 30257110 26804 440288 SH SHARED 04 440288 D FPL GROUP INC COM 30257110 42756 702315 SH SHARED 05 702315 D FPL GROUP INC COM 30257110 38933 639505 SH SHARED 06 10050 629455 D FPL GROUP INC COM 30257110 19848 326029 SH SHARED 10 324459 1570 D FPL GROUP INC COM 30257110 2543 41776 SH SHARED 20 29805 11971 D FPL GROUP INC COM 30257110 1509 24800 SH SHR/OTHR 20 24800 D FPL GROUP INC COM 30257110 60 1000 SH SHARED 21 1000 D FPL GROUP INC COM 30257110 1118 18369 SH SHARED 22 12197 6172 D FPL GROUP INC COM 30257110 112 1850 SH SHR/OTHR 22 1850 D FPL GROUP INC COM 30257110 1869 30710 SH SHARED 23 27270 3440 D FPL GROUP INC COM 30257110 1507 24769 SH SHR/OTHR 23 24769 D FSI INTL INC COM 30263310 2 1276 SH SHARED 1276 D FTD GROUP INC COM 30267U10 65 4396 SH SHARED 4396 D FTD GROUP INC COM 30267U10 98 6600 SH SHARED 01 6600 D FTD GROUP INC COM 30267U10 251 16911 SH SHARED 02 16911 D FTD GROUP INC COM 30267U10 1413 95000 SH SHARED 10 95000 D FX ENERGY INC COM 30269510 11 1603 SH SHARED 1603 D F N B CORP VA COM 30293010 5 186 SH SHARED 186 D F N B CORP VA COM 30293010 18 600 SH SHARED 02 600 D FTI CONSULTING INC COM 30294110 422 8400 SH SHARED 8400 D FTI CONSULTING INC COM 30294110 120 2400 SH SHARED 01 2400 D FTI CONSULTING INC COM 30294110 3999 79500 SH SHARED 02 79500 D FTI CONSULTING INC COM 30294110 16572 329400 SH SHARED 10 329400 D FACTORY CARD OUTLET & PARTY COM 30305110 1 86 SH SHARED 86 D FACTSET RESH SYS INC COM 30307510 342 5000 SH SHARED 5000 D FACTSET RESH SYS INC COM 30307510 167 2440 SH SHARED 2440 D FACTSET RESH SYS INC COM 30307510 65 950 SH SHARED 01 800 150 D FACTSET RESH SYS INC COM 30307510 28 417 SH SHARED 02 417 D FACTSET RESH SYS INC COM 30307510 24444 356600 SH SHARED 10 356600 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 8744 8736000 PRN SHARED 02 8736000 D FAIR ISAAC CORP COM 30325010 4897 135632 SH SHARED 135632 D FAIR ISAAC CORP COM 30325010 730 20237 SH SHARED 01 2387 17850 D FAIR ISAAC CORP COM 30325010 81 2250 SH SHR/OTHR 01 2250 D FAIR ISAAC CORP COM 30325010 113 3138 SH SHARED 02 3138 D FAIR ISAAC CORP COM 30325010 23552 652250 SH SHARED 10 652250 D FAIR ISAAC CORP COM 30325010 2256 62500 SH SHARED 14 62500 D FAIRCHILD CORP CL A 30369810 0 432 SH SHARED 432 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1989 106529 SH SHARED 106529 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 855 45800 SH SHARED 01 11200 34600 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 18 1000 SH SHR/OTHR 01 1000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 120 6476 SH SHARED 02 6476 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 5613 300515 SH SHARED 04 300515 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 7472 400000 SH SHARED 05 400000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 24 1302 SH SHARED 06 1302 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 297 15902 SH SHARED 10 15902 D FAIRFAX FINL HLDGS LTD DBCV 5.000% 7/1 303901AL 2430 2000000 PRN SHARED 2000000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 1256 5149 SH SHARED 5149 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 36 150 SH SHARED 06 50 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 47 196 SH SHARED 14 196 D FAIRPOINT COMMUNICATIONS INC COM 30556010 1859 98574 SH SHARED 98574 D FAIRPOINT COMMUNICATIONS INC COM 30556010 1 59 SH SHARED 02 59 D FAIRPOINT COMMUNICATIONS INC COM 30556010 4273 226600 SH SHARED 10 226600 D FALCONSTOR SOFTWARE INC COM 30613710 1958 162507 SH SHARED 162507 D FALCONSTOR SOFTWARE INC COM 30613710 48 4000 SH SHARED 01 4000 D FALCONSTOR SOFTWARE INC COM 30613710 3 310 SH SHARED 02 310 D FALCONSTOR SOFTWARE INC COM 30613710 1403 116500 SH SHARED 10 116500 D FAMILY DLR STORES INC COM 30700010 6033 227159 SH SHARED 150759 76400 D FAMILY DLR STORES INC COM 30700010 763 28742 SH SHARED 01 28742 D FAMILY DLR STORES INC COM 30700010 365 13766 SH SHARED 02 13766 D FAMILY DLR STORES INC COM 30700010 111 4180 SH SHARED 06 3450 730 D FAMILY DLR STORES INC COM 30700010 45768 1723230 SH SHARED 10 1705630 17600 D FAMILY DLR STORES INC COM 30700010 304 11474 SH SHARED 14 11474 D FAMOUS DAVES AMER INC COM 30706810 4 262 SH SHARED 262 D FARMER BROS CO COM 30767510 9 380 SH SHARED 380 D FARMER BROS CO COM 30767510 161 6500 SH SHARED 10 6500 D FARMERS CAP BK CORP COM 30956210 5 187 SH SHARED 187 D FARMERS CAP BK CORP COM 30956210 17 600 SH SHARED 02 600 D FARO TECHNOLOGIES INC COM 31164210 323 7323 SH SHARED 7323 D FARO TECHNOLOGIES INC COM 31164210 50 1150 SH SHARED 02 510 640 D FASTENAL CO COM 31190010 4379 96445 SH SHARED 96445 D FASTENAL CO COM 31190010 1782 39250 SH SHARED 01 1450 37800 D FASTENAL CO COM 31190010 453 9983 SH SHARED 02 9983 D FASTENAL CO COM 31190010 161 3550 SH SHARED 06 2900 650 D FASTENAL CO COM 31190010 229 5053 SH SHARED 10 5053 D FAVRILLE INC COM 31208840 1 388 SH SHARED 388 D FCSTONE GROUP INC COM 31308T10 107 3320 SH SHARED 3320 D FCSTONE GROUP INC COM 31308T10 2420 75000 SH SHARED 04 75000 D FCSTONE GROUP INC COM 31308T10 7817 242250 SH SHARED 10 242250 D FEDERAL AGRIC MTG CORP CL C 31314830 151 5153 SH SHARED 5153 D FEDERAL AGRIC MTG CORP CL C 31314830 0 10 SH SHARED 02 10 D FEDERAL AGRIC MTG CORP CL C 31314830 26 900 SH SHARED 10 900 D FEDERAL HOME LN MTG CORP COM 31340030 48873 828227 SH SHARED 828227 D FEDERAL HOME LN MTG CORP COM 31340030 7064 119714 SH SHARED 01 119709 5 D FEDERAL HOME LN MTG CORP COM 31340030 141 2400 SH SHR/OTHR 01 2400 D FEDERAL HOME LN MTG CORP COM 31340030 6916 117206 SH SHARED 02 117206 D FEDERAL HOME LN MTG CORP COM 31340030 18 310 SH SHARED 05 310 D FEDERAL HOME LN MTG CORP COM 31340030 1484 25150 SH SHARED 06 19000 6150 D FEDERAL HOME LN MTG CORP COM 31340030 477234 8087350 SH SHARED 10 8087250 100 D FEDERAL HOME LN MTG CORP COM 31340030 443 7510 SH SHARED 14 7510 D FEDERAL HOME LN MTG CORP COM 31340030 436 7404 SH SHARED 20 3780 3624 D FEDERAL HOME LN MTG CORP COM 31340030 53 900 SH SHR/OTHR 20 900 D FEDERAL HOME LN MTG CORP COM 31340030 271 4600 SH SHARED 23 4600 D FEDERAL NATL MTG ASSN COM 31358610 36 600 SH SHARED 300 300 D FEDERAL NATL MTG ASSN COM 31358610 295071 4852350 SH SHARED 4852350 D FEDERAL NATL MTG ASSN COM 31358610 15869 260974 SH SHARED 01 255630 5344 D FEDERAL NATL MTG ASSN COM 31358610 729 12000 SH SHR/OTHR 01 12000 D FEDERAL NATL MTG ASSN COM 31358610 12132 199520 SH SHARED 02 199520 D FEDERAL NATL MTG ASSN COM 31358610 1982 32600 SH SHARED 04 32600 D FEDERAL NATL MTG ASSN COM 31358610 24 410 SH SHARED 05 410 D FEDERAL NATL MTG ASSN COM 31358610 2285 37578 SH SHARED 06 28400 9178 D FEDERAL NATL MTG ASSN COM 31358610 332653 5470381 SH SHARED 10 5468196 2185 D FEDERAL NATL MTG ASSN COM 31358610 48 800 SH SHR/OTHR 10 800 D FEDERAL NATL MTG ASSN COM 31358610 880 14480 SH SHARED 14 14480 D FEDERAL NATL MTG ASSN COM 31358610 5013 82438 SH SHARED 16 82438 D FEDERAL NATL MTG ASSN COM 31358610 1195 19663 SH SHARED 20 5040 14623 D FEDERAL NATL MTG ASSN COM 31358610 304 5000 SH SHR/OTHR 20 5000 D FEDERAL NATL MTG ASSN COM 31358610 15 261 SH SHARED 21 261 D FEDERAL NATL MTG ASSN COM 31358610 162 2670 SH SHARED 23 2670 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1590 17950 SH SHARED 17950 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 6255 70601 SH SHARED 70601 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 8 100 SH SHARED 01 100 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 27 311 SH SHARED 02 311 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 194 2200 SH SHARED 10 2200 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 300473 3391349 SH SHARED 11 2013719 1377630 D FEDERAL SIGNAL CORP COM 31385510 680 44334 SH SHARED 44334 D FEDERAL SIGNAL CORP COM 31385510 187 12200 SH SHARED 01 12200 D FEDERAL SIGNAL CORP COM 31385510 110 7191 SH SHARED 02 7191 D FEDERAL SIGNAL CORP COM 31385510 267 17400 SH SHARED 10 17400 D FEDERAL TR CORP COM 31401210 49 9938 SH SHARED 9938 D FEDERATED INVS INC PA CL B 31421110 4458 112296 SH SHARED 112296 D FEDERATED INVS INC PA CL B 31421110 331 8350 SH SHARED 01 8350 D FEDERATED INVS INC PA CL B 31421110 114 2875 SH SHARED 02 2875 D FEDERATED INVS INC PA CL B 31421110 1774 44700 SH SHARED 10 44700 D FEDEX CORP COM 31428X10 3543 33830 SH SHARED 33830 D FEDEX CORP COM 31428X10 30805 294085 SH SHARED 294085 D FEDEX CORP COM 31428X10 7929 75696 SH SHARED 01 74796 900 D FEDEX CORP COM 31428X10 215 2055 SH SHR/OTHR 01 2055 D FEDEX CORP COM 31428X10 2989 28538 SH SHARED 02 28538 D FEDEX CORP COM 31428X10 11 110 SH SHARED 05 110 D FEDEX CORP COM 31428X10 977 9331 SH SHARED 06 6600 2731 D FEDEX CORP COM 31428X10 63167 603028 SH SHARED 10 602803 225 D FEDEX CORP COM 31428X10 258 2465 SH SHARED 14 2465 D FEDEX CORP COM 31428X10 1291 12325 SH SHARED 20 2225 10100 D FEDEX CORP COM 31428X10 230 2200 SH SHR/OTHR 20 2200 D FEDEX CORP COM 31428X10 210 2008 SH SHARED 21 2008 D FEDEX CORP COM 31428X10 15 150 SH SHARED 22 150 D FEDEX CORP COM 31428X10 12 123 SH SHARED 23 23 100 D FEDEX CORP COM 31428X10 843 8050 SH SHR/OTHR 23 8050 D FEDFIRST FINL CORP COM 31429X10 13 1532 SH SHARED 1532 D FELCOR LODGING TR INC COM 31430F10 569 28550 SH SHARED 28550 D FELCOR LODGING TR INC COM 31430F10 7265 364530 SH SHARED 364530 D FELCOR LODGING TR INC COM 31430F10 462 23200 SH SHARED 01 23200 D FELCOR LODGING TR INC COM 31430F10 121 6100 SH SHARED 02 6100 D FELCOR LODGING TR INC COM 31430F10 9167 460000 SH SHARED 10 460000 D FELCOR LODGING TR INC COM 31430F10 116004 5820590 SH SHARED 11 3077723 2742867 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 1019 43460 SH SHARED 43460 D FELDMAN MALL PPTYS INC COM 31430810 1692 223906 SH SHARED 223906 D FELDMAN MALL PPTYS INC COM 31430810 1990 263250 SH SHARED 11 263250 D FEMALE HEALTH CO COM 31446210 1 507 SH SHARED 507 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 22 1005 SH SHARED 1005 D FERRO CORP COM 31540510 61720 3089090 SH SHARED 3089090 D FERRO CORP COM 31540510 233 11700 SH SHARED 01 11700 D FERRO CORP COM 31540510 53 2687 SH SHARED 02 2687 D FERRO CORP COM 31540510 291 14600 SH SHARED 10 14600 D F5 NETWORKS INC COM 31561610 3744 100689 SH SHARED 100689 D F5 NETWORKS INC COM 31561610 1618 43515 SH SHARED 01 19915 23600 D F5 NETWORKS INC COM 31561610 430 11567 SH SHARED 02 5567 6000 D F5 NETWORKS INC COM 31561610 6396 172000 SH SHARED 04 172000 D F5 NETWORKS INC COM 31561610 1286 34600 SH SHARED 05 34600 D F5 NETWORKS INC COM 31561610 45071 1211935 SH SHARED 10 1211935 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1 177 SH SHARED 177 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 4339 519134 SH SHARED 02 519134 D FIBERTOWER CORP COM 31567R10 17 4524 SH SHARED 4524 D FIBERTOWER CORP COM 31567R10 569 148375 SH SHARED 01 148375 D FIBERTOWER CORP COM 31567R10 102 26800 SH SHARED 10 26800 D FIDELITY BANCORP INC COM 31583110 1 65 SH SHARED 65 D FIDELITY NATL INFORMATION SV COM 31620M10 102523 2310650 SH SHARED 2310650 D FIDELITY NATL INFORMATION SV COM 31620M10 924 20839 SH SHARED 01 16839 4000 D FIDELITY NATL INFORMATION SV COM 31620M10 102 2300 SH SHR/OTHR 01 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 165 3740 SH SHARED 02 3740 D FIDELITY NATL INFORMATION SV COM 31620M10 234 5294 SH SHARED 06 3698 1596 D FIDELITY NATL INFORMATION SV COM 31620M10 4095 92300 SH SHARED 10 92300 D FIDELITY NATL INFORMATION SV COM 31620M10 1302 29345 SH SHARED 23 29345 D FIDELITY NATL INFORMATION SV COM 31620M10 650 14650 SH SHR/OTHR 23 14650 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 57236 3274409 SH SHARED 3274409 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 1314 75206 SH SHARED 01 5367 69839 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 352 20151 SH SHARED 02 20151 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 88 5058 SH SHARED 06 3896 1162 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 297 17000 SH SHARED 10 17000 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 207 11862 SH SHARED 23 11862 D FIDELITY SOUTHN CORP NEW COM 31639410 2 163 SH SHARED 163 D FIELDPOINT PETROLEUM CORP COM 31657010 0 143 SH SHARED 143 D FIFTH THIRD BANCORP COM 31677310 17540 517718 SH SHARED 517718 D FIFTH THIRD BANCORP COM 31677310 1888 55729 SH SHARED 01 55579 150 D FIFTH THIRD BANCORP COM 31677310 15 450 SH SHR/OTHR 01 450 D FIFTH THIRD BANCORP COM 31677310 535 15800 SH SHARED 02 15800 D FIFTH THIRD BANCORP COM 31677310 7 210 SH SHARED 05 210 D FIFTH THIRD BANCORP COM 31677310 529 15630 SH SHARED 06 10750 4880 D FIFTH THIRD BANCORP COM 31677310 8573 253065 SH SHARED 10 253065 D FIFTH THIRD BANCORP COM 31677310 135 4000 SH SHARED 14 4000 D FIFTH THIRD BANCORP COM 31677310 77 2286 SH SHARED 21 2286 D FIFTH THIRD BANCORP COM 31677310 5 150 SH SHARED 23 150 D FINANCIAL FED CORP COM 31749210 35 1258 SH SHARED 1258 D FINANCIAL FED CORP COM 31749210 1105 39478 SH SHARED 02 39478 D FINANCIAL FED CORP COM 31749210 249 8900 SH SHARED 10 8900 D FINANCIAL FED CORP COM 31749210 56 2027 SH SHARED 21 2027 D FINANCIAL INSTNS INC COM 31758540 5 287 SH SHARED 287 D FINISAR NOTE 5.250%10/1 31787AAC 2940 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 503 179720 SH SHARED 179720 D FINISAR COM 31787A10 535 191412 SH SHARED 191412 D FINISAR COM 31787A10 168 60000 SH SHARED 04 60000 D FINLAY ENTERPRISES INC COM NEW 31788420 0 196 SH SHARED 196 D FINISH LINE INC CL A 31792310 9277 2137737 SH SHARED 2137737 D FINISH LINE INC CL A 31792310 44 10300 SH SHARED 01 10300 D FINISH LINE INC CL A 31792310 545 125603 SH SHARED 02 125603 D FINISH LINE INC CL A 31792310 2623 604400 SH SHARED 10 604400 D FIRST ADVANTAGE CORP CL A 31845F10 5 338 SH SHARED 338 D FIRST ADVANTAGE CORP CL A 31845F10 3 209 SH SHARED 02 209 D FIRST ACCEPTANCE CORP COM 31845710 3 700 SH SHARED 700 D FIRST ACCEPTANCE CORP COM 31845710 0 32 SH SHARED 02 32 D FIRST ACCEPTANCE CORP COM 31845710 20 4000 SH SHARED 10 4000 D FIRST ALBANY COS INC COM 31846510 0 341 SH SHARED 341 D FIRST AMERN CORP CALIF COM 31852230 79198 2162714 SH SHARED 2162714 D FIRST AMERN CORP CALIF COM 31852230 1039 28375 SH SHARED 01 1275 27100 D FIRST AMERN CORP CALIF COM 31852230 378 10335 SH SHARED 02 10335 D FIRST AMERN CORP CALIF COM 31852230 95 2600 SH SHARED 06 2100 500 D FIRST AMERN CORP CALIF COM 31852230 1267 34600 SH SHARED 10 23800 10800 D FIRST BANCORP P R COM 31867210 227 23991 SH SHARED 23991 D FIRST BANCORP P R COM 31867210 55 5820 SH SHARED 01 5820 D FIRST BANCORP P R COM 31867210 312 32900 SH SHARED 10 32900 D FIRST BANCSHARES INC MO COM 31868710 0 36 SH SHARED 36 D FIRST BANCORP N C COM 31891010 12 596 SH SHARED 596 D FIRST BANCSHARES INC MS COM 31891610 1 77 SH SHARED 77 D FIRST BUSEY CORP COM 31938310 30 1373 SH SHARED 1373 D FIRST BUSEY CORP COM 31938310 0 27 SH SHARED 02 27 D FIRST BUS FINL SVCS INC WIS COM 31939010 1 55 SH SHARED 55 D FIRST CALIFORNIA FINANCIAL G COM NEW 31939510 2 217 SH SHARED 217 D FIRST CASH FINL SVCS INC COM 31942D10 27 1193 SH SHARED 1193 D FIRST CASH FINL SVCS INC COM 31942D10 1125 48000 SH SHARED 01 48000 D FIRST CASH FINL SVCS INC COM 31942D10 218 9303 SH SHARED 02 9303 D FIRST CASH FINL SVCS INC COM 31942D10 60 2598 SH SHARED 21 2598 D FIRST CAPITAL BANCORP VA COM 31943810 1 76 SH SHARED 76 D FIRST CHARTER CORP COM 31943910 3072 101850 SH SHARED 101850 D FIRST CHARTER CORP COM 31943910 3 100 SH SHARED 01 100 D FIRST CHARTER CORP COM 31943910 1 56 SH SHARED 02 56 D FIRST CHARTER CORP COM 31943910 226 7500 SH SHARED 10 7500 D FIRST CTZNS BANC CORP COM NO PAR 31945920 2 129 SH SHARED 129 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 3423 19631 SH SHARED 19631 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 182 1044 SH SHARED 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 83 478 SH SHARED 02 478 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 261 1500 SH SHARED 10 1500 D FIRST CLOVER LEAF FIN CORP COM 31969M10 2 212 SH SHARED 212 D FIRST COMWLTH FINL CORP PA COM 31982910 147 13308 SH SHARED 13308 D FIRST COMWLTH FINL CORP PA COM 31982910 7 712 SH SHARED 02 712 D FIRST COMWLTH FINL CORP PA COM 31982910 435 39400 SH SHARED 10 39400 D FIRST CMNTY BANCSHARES INC N COM 31983A10 17 481 SH SHARED 481 D FIRST CMNTY BANCSHARES INC N COM 31983A10 0 16 SH SHARED 02 16 D FIRST CMNTY BANCSHARES INC N COM 31983A10 141 3900 SH SHARED 10 3900 D FIRST CMNTY BANCORP CALIF COM 31983B10 1134 20739 SH SHARED 20739 D FIRST CMNTY BANCORP CALIF COM 31983B10 519 9500 SH SHARED 01 800 8700 D FIRST CMNTY BANCORP CALIF COM 31983B10 131 2397 SH SHARED 02 2397 D FIRST CMNTY BANCORP CALIF COM 31983B10 1241 22700 SH SHARED 10 22700 D FIRST CMNTY CORP S C COM 31983510 1 82 SH SHARED 82 D FIRST CONSULTING GROUP INC COM 31986R10 501 48711 SH SHARED 48711 D FIRST CONSULTING GROUP INC COM 31986R10 149 14500 SH SHARED 02 14500 D FIRST DATA CORP COM 31996310 0 46679 SH SHARED 46679 D FIRST DEFIANCE FINL CORP COM 32006W10 4 164 SH SHARED 164 D FIRST FED BANCSHARES ARK INC COM 32020F10 1 100 SH SHARED 100 D FIRST FINL BANKSHARES COM 32020R10 36 909 SH SHARED 909 D FIRST FINL BANKSHARES COM 32020R10 4 100 SH SHARED 01 100 D FIRST FINL BANKSHARES COM 32020R10 1 26 SH SHARED 02 26 D FIRST FINL BANKSHARES COM 32020R10 504 12566 SH SHARED 10 12566 D FIRST FED BANKSHARES INC DEL COM 32020V10 1 80 SH SHARED 80 D FIRST FINL BANCORP OH COM 32020910 21 1686 SH SHARED 1686 D FIRST FINL BANCORP OH COM 32020910 0 56 SH SHARED 02 56 D FIRST FINL BANCORP OH COM 32020910 354 27700 SH SHARED 10 27700 D FIRST FED NORTHN MICH BANCOR COM 32021X10 83 10369 SH SHARED 10369 D FIRST FINL CORP IND COM 32021810 15 496 SH SHARED 496 D FIRST FINL CORP IND COM 32021810 0 16 SH SHARED 02 16 D FIRST FINL CORP IND COM 32021810 199 6600 SH SHARED 10 6600 D FIRST FINL SVC CORP COM 32022D10 3 114 SH SHARED 114 D FIRST FINL FD INC COM 32022810 193 15262 SH SHARED 15262 D FIRST FINL HLDGS INC COM 32023910 13 439 SH SHARED 439 D FIRST FINL HLDGS INC COM 32023910 105 3357 SH SHARED 02 3357 D FIRST FINL HLDGS INC COM 32023910 278 8900 SH SHARED 10 8900 D FIRST FRANKLIN CORP COM 32027210 0 29 SH SHARED 29 D FIRST HORIZON NATL CORP COM 32051710 2897 108671 SH SHARED 108671 D FIRST HORIZON NATL CORP COM 32051710 349 13120 SH SHARED 01 13120 D FIRST HORIZON NATL CORP COM 32051710 264 9923 SH SHARED 02 9923 D FIRST HORIZON NATL CORP COM 32051710 87 3280 SH SHARED 06 2700 580 D FIRST HORIZON NATL CORP COM 32051710 3275 122849 SH SHARED 10 122589 260 D FIRST HORIZON NATL CORP COM 32051710 61 2304 SH SHARED 21 2304 D 1ST INDEPENDENCE FINL GRP IN COM 32053S10 0 46 SH SHARED 46 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 12033 309580 SH SHARED 309580 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 46 1200 SH SHARED 01 1200 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 77 2000 SH SHR/OTHR 01 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 5 141 SH SHARED 02 141 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2542 65400 SH SHARED 10 65400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 58137 1495700 SH SHARED 11 1495700 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 77 2000 SH SHR/OTHR 21 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 9 250 SH SHARED 22 250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 103 2650 SH SHARED 23 2650 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 73 1900 SH SHR/OTHR 23 1900 D FIRST IND CORP COM 32054R10 831 26549 SH SHARED 26549 D FIRST IND CORP COM 32054R10 50 1600 SH SHARED 10 1600 D FIRST ISRAEL FD INC COM 32063L10 0 37 SH SHARED 37 D FIRST KEYSTONE FINL INC COM 32065510 0 49 SH SHARED 49 D FIRST LONG IS CORP COM 32073410 3 159 SH SHARED 159 D FIRST M & F CORP COM 32074410 3 216 SH SHARED 216 D FIRST MARBLEHEAD CORP COM 32077110 287 7588 SH SHARED 7588 D FIRST MARBLEHEAD CORP COM 32077110 591 15595 SH SHARED 01 15595 D FIRST MARBLEHEAD CORP COM 32077110 11 315 SH SHARED 02 315 D FIRST MARBLEHEAD CORP COM 32077110 17305 456260 SH SHARED 10 456260 D FIRST MARINER BANCORP COM 32079510 1 137 SH SHARED 137 D FIRST MERCHANTS CORP COM 32081710 19 922 SH SHARED 922 D FIRST MERCHANTS CORP COM 32081710 69 3227 SH SHARED 02 3227 D FIRST MERCHANTS CORP COM 32081710 105 4900 SH SHARED 10 4900 D FIRST MERCURY FINANCIAL CORP COM 32084110 13 620 SH SHARED 620 D FIRST MERCURY FINANCIAL CORP COM 32084110 78 3650 SH SHARED 02 3650 D FIRST MIDWEST BANCORP DEL COM 32086710 311 9106 SH SHARED 9106 D FIRST MIDWEST BANCORP DEL COM 32086710 39 1150 SH SHARED 01 1150 D FIRST MIDWEST BANCORP DEL COM 32086710 2 84 SH SHARED 02 84 D FIRST MIDWEST BANCORP DEL COM 32086710 3087 90377 SH SHARED 10 90377 D FIRST NATL BANCSHARES INC S COM 32111B10 1 85 SH SHARED 85 D FIRST MUTUAL BANCSHARES INC COM 32190E10 3 148 SH SHARED 148 D FIRST NATL LINCOLN CORP ME COM 33571610 3 252 SH SHARED 252 D FIRST NIAGARA FINL GP INC COM 33582V10 1164 82270 SH SHARED 82270 D FIRST NIAGARA FINL GP INC COM 33582V10 972 68700 SH SHARED 01 30700 38000 D FIRST NIAGARA FINL GP INC COM 33582V10 171 12089 SH SHARED 02 12089 D FIRST NIAGARA FINL GP INC COM 33582V10 807 57100 SH SHARED 10 57100 D FIRST PACTRUST BANCORP INC COM 33589V10 1 80 SH SHARED 80 D FIRST POTOMAC RLTY TR COM 33610F10 23 1080 SH SHARED 1080 D FIRST POTOMAC RLTY TR COM 33610F10 0 41 SH SHARED 02 41 D FIRST PL FINL CORP COM 33610T10 13 790 SH SHARED 790 D FIRST PL FINL CORP COM 33610T10 88 5000 SH SHARED 10 5000 D FIRST REGL BANCORP COM 33615C10 790 32219 SH SHARED 32219 D FIRST REGL BANCORP COM 33615C10 670 27350 SH SHARED 01 25000 2350 D FIRST REGL BANCORP COM 33615C10 613 25000 SH SHR/OTHR 01 25000 D FIRST SEC GROUP INC COM 33631210 4 450 SH SHARED 450 D FIRST SOLAR INC COM 33643310 45 390 SH SHARED 390 D FIRST SOLAR INC COM 33643310 2934 24924 SH SHARED 24924 D FIRST SOLAR INC COM 33643310 82 700 SH SHARED 01 700 D FIRST SOLAR INC COM 33643310 14 119 SH SHARED 02 119 D FIRST SOLAR INC COM 33643310 17699 150330 SH SHARED 04 150330 D FIRST SOLAR INC COM 33643310 29684 252115 SH SHARED 05 252115 D FIRST SOLAR INC COM 33643310 200 1700 SH SHARED 06 1000 700 D FIRST SOLAR INC COM 33643310 4609 39153 SH SHARED 10 32253 6900 D FIRST SOLAR INC COM 33643310 153 1300 SH SHARED 24 1300 D FIRST ST BANCORPORATION COM 33645310 68 3473 SH SHARED 3473 D FIRST ST BANCORPORATION COM 33645310 942 48000 SH SHARED 01 48000 D FIRST ST BANCORPORATION COM 33645310 1139 58000 SH SHR/OTHR 01 58000 D FIRST ST BANCORPORATION COM 33645310 0 32 SH SHARED 02 32 D FIRST ST BANCORPORATION COM 33645310 106 5400 SH SHARED 10 5400 D FIRST SOUTH BANCORP INC VA COM 33646W10 708 27083 SH SHARED 27083 D FIRST SOUTH BANCORP INC VA COM 33646W10 0 8 SH SHARED 02 8 D 1ST SOURCE CORP COM 33690110 18 793 SH SHARED 793 D 1ST SOURCE CORP COM 33690110 0 20 SH SHARED 02 20 D 1ST SOURCE CORP COM 33690110 179 7820 SH SHARED 10 7820 D FIRST ST FINL CORP FLA COM 33708M20 81 5465 SH SHARED 5465 D FIRST TRUST FIDAC MTG INCM F COM SHS 33734E10 1149 69411 SH SHARED 69411 D FIRST UTD CORP COM 33741H10 3 156 SH SHARED 156 D FIRST W VA BANCORP INC COM 33749310 0 33 SH SHARED 33 D FIRSTBANK CORP MICH COM 33761G10 3 190 SH SHARED 190 D FIRSTCITY FINL CORP COM 33761X10 2 248 SH SHARED 248 D FISERV INC COM 33773810 10509 206635 SH SHARED 206635 D FISERV INC COM 33773810 10059 197795 SH SHARED 01 197795 D FISERV INC COM 33773810 255 5020 SH SHARED 02 5020 D FISERV INC COM 33773810 6 130 SH SHARED 05 130 D FISERV INC COM 33773810 315 6200 SH SHARED 06 4350 1850 D FISERV INC COM 33773810 5278 103792 SH SHARED 10 103792 D FISERV INC COM 33773810 230 4526 SH SHARED 14 4526 D FISERV INC COM 33773810 10 200 SH SHARED 20 200 D FISERV INC COM 33773810 10 200 SH SHR/OTHR 23 200 D FISHER COMMUNICATIONS INC COM 33775620 13 278 SH SHARED 278 D FISHER COMMUNICATIONS INC COM 33775620 60 1212 SH SHARED 02 1212 D FISHER COMMUNICATIONS INC COM 33775620 199 4000 SH SHARED 10 4000 D FIRSTFED FINL CORP COM 33790710 500 10091 SH SHARED 10091 D FIRSTFED FINL CORP COM 33790710 376 7595 SH SHARED 01 7595 D FIRSTFED FINL CORP COM 33790710 116 2354 SH SHARED 02 2354 D FIRSTFED FINL CORP COM 33790710 4058 81900 SH SHARED 10 81900 D FIRSTFED FINL CORP COM 33790710 32 658 SH SHARED 21 658 D FIRSTMERIT CORP COM 33791510 1815 91864 SH SHARED 91864 D FIRSTMERIT CORP COM 33791510 693 35100 SH SHARED 01 4800 30300 D FIRSTMERIT CORP COM 33791510 184 9329 SH SHARED 02 9329 D FIRSTMERIT CORP COM 33791510 4930 249500 SH SHARED 10 249500 D FLAGSTAR BANCORP INC COM 33793010 19 1964 SH SHARED 1964 D FLAGSTAR BANCORP INC COM 33793010 97 10000 SH SHARED 01 10000 D FLAGSTAR BANCORP INC COM 33793010 133 13700 SH SHARED 10 13700 D FIRSTENERGY CORP COM 33793210 43535 687333 SH SHARED 640633 46700 D FIRSTENERGY CORP COM 33793210 8440 133253 SH SHARED 01 133053 200 D FIRSTENERGY CORP COM 33793210 789 12463 SH SHARED 02 12463 D FIRSTENERGY CORP COM 33793210 8 140 SH SHARED 05 140 D FIRSTENERGY CORP COM 33793210 5639 89031 SH SHARED 06 7550 81481 D FIRSTENERGY CORP COM 33793210 86078 1358994 SH SHARED 10 1256594 102400 D FIRSTENERGY CORP COM 33793210 250 3952 SH SHARED 14 3952 D FIRSTENERGY CORP COM 33793210 25 400 SH SHARED 20 400 D FIRSTENERGY CORP COM 33793210 30 479 SH SHR/OTHR 23 479 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 79146 31914000 PRN SHARED 31914000 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 8330 3359000 PRN SHARED 02 3359000 D FIVE STAR QUALITY CARE INC COM 33832D10 6 807 SH SHARED 807 D FIVE STAR QUALITY CARE INC COM 33832D10 39 4800 SH SHARED 02 4800 D FIVE STAR QUALITY CARE INC COM 33832D10 10807 1314815 SH SHARED 10 1314815 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 23 1 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 916 50300 SH SHARED 50300 D FLAHERTY & CRMRN CLYMRE T R COM 33847910 576 31000 SH SHARED 31000 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 2298 255634 SH SHARED 255634 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 5777 642700 SH SHARED 10 642700 D FLANDERS CORP COM 33849410 15 3282 SH SHARED 3282 D FLANIGANS ENTERPRISES INC COM 33851710 0 32 SH SHARED 32 D FLEETWOOD ENTERPRISES INC SDCV 5.000%12/1 339099AD 4443 4356000 PRN SHARED 4356000 D FLEETWOOD ENTERPRISES INC COM 33909910 26 3110 SH SHARED 3110 D FLEETWOOD ENTERPRISES INC COM 33909910 38 4500 SH SHARED 10 4500 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 1364 1433000 PRN SHARED 1433000 D FLEXSTEEL INDS INC COM 33938210 2 158 SH SHARED 158 D FLIGHT SAFETY TECH INC NEV COM NEW 33942T20 0 188 SH SHARED 188 D FLORIDA PUB UTILS CO COM 34113510 1 146 SH SHARED 146 D FLORIDA ROCK INDS INC COM 34114010 206918 3311222 SH SHARED 3311222 D FLORIDA ROCK INDS INC COM 34114010 962 15400 SH SHARED 01 15400 D FLORIDA ROCK INDS INC COM 34114010 164 2638 SH SHARED 02 2638 D FLORIDA ROCK INDS INC COM 34114010 143 2300 SH SHARED 10 2300 D FLORIDA ROCK INDS INC COM 34114010 37 600 SH SHR/OTHR 23 600 D FLOTEK INDS INC DEL COM 34338910 430 9762 SH SHARED 9762 D FLOTEK INDS INC DEL COM 34338910 116 2650 SH SHARED 01 2650 D FLOTEK INDS INC DEL COM 34338910 0 18 SH SHARED 02 18 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 2230 867000 PRN SHARED 02 867000 D FLUOR CORP NEW COM 34341210 12674 88033 SH SHARED 88033 D FLUOR CORP NEW COM 34341210 3004 20869 SH SHARED 01 20869 D FLUOR CORP NEW COM 34341210 803 5584 SH SHARED 02 5584 D FLUOR CORP NEW COM 34341210 8 60 SH SHARED 05 60 D FLUOR CORP NEW COM 34341210 397 2760 SH SHARED 06 2000 760 D FLUOR CORP NEW COM 34341210 32126 223129 SH SHARED 10 219329 3800 D FLUOR CORP NEW COM 34341210 629 4369 SH SHARED 14 4369 D FLOW INTL CORP COM 34346810 603 68442 SH SHARED 68442 D FLOW INTL CORP COM 34346810 0 63 SH SHARED 02 63 D FLOWERS FOODS INC COM 34349810 2863 131373 SH SHARED 131373 D FLOWERS FOODS INC COM 34349810 26 1200 SH SHARED 01 1200 D FLOWERS FOODS INC COM 34349810 3 139 SH SHARED 02 139 D FLOWERS FOODS INC COM 34349810 4323 198307 SH SHARED 10 198307 D FLOWSERVE CORP COM 34354P10 2931 38480 SH SHARED 38480 D FLOWSERVE CORP COM 34354P10 1363 17900 SH SHARED 01 17900 D FLOWSERVE CORP COM 34354P10 234 3073 SH SHARED 02 3073 D FLOWSERVE CORP COM 34354P10 259 3400 SH SHARED 10 3400 D FLUSHING FINL CORP COM 34387310 723 43079 SH SHARED 43079 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 4048 69771 SH SHARED 69771 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 5361 92400 SH SHARED 01 89700 2700 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 9863 170000 SH SHARED 02 170000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 4061 70000 SH SHARED 04 70000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 26079 449485 SH SHARED 10 449485 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 295 5100 SH SHARED 15 5100 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 2518 43400 SH SHARED 24 43400 D FOCUS ENHANCEMENTS INC COM 34415910 1 1875 SH SHARED 1875 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2782 74400 SH SHARED 74400 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 0 21 SH SHARED 01 21 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 12 339 SH SHARED 02 339 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 12566 336000 SH SHARED 10 336000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 74 2000 SH SHARED 15 2000 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 39 1050 SH SHARED 20 1050 D FONAR CORP COM NEW 34443740 0 123 SH SHARED 123 D FOOD TECHNOLOGY SERVICE INC COM NEW 34479820 0 48 SH SHARED 48 D FOOT LOCKER INC COM 34484910 17849 1164363 SH SHARED 1164363 D FOOT LOCKER INC COM 34484910 543 35475 SH SHARED 01 975 34500 D FOOT LOCKER INC COM 34484910 130 8493 SH SHARED 02 8493 D FOOT LOCKER INC COM 34484910 63 4170 SH SHARED 06 3400 770 D FOOT LOCKER INC COM 34484910 4641 302787 SH SHARED 10 302787 D FOOT LOCKER INC COM 34484910 45 3000 SH SHR/OTHR 23 3000 D FORBES MEDI-TECH INC COM 34490710 4 8816 SH SHARED 01 8816 D FORCE PROTECTION INC COM NEW 34520320 627 28991 SH SHARED 28991 D FORCE PROTECTION INC COM NEW 34520320 104 4820 SH SHARED 01 4820 D FORCE PROTECTION INC COM NEW 34520320 5 271 SH SHARED 02 271 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 1214961 40206080 PRN SHARED 40206080 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 5256 4500000 PRN SHARED 02 4500000 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 23 20000 PRN SHARED 10 20000 D FORD MTR CO DEL COM PAR $0.01 34537086 26 3146 SH SHARED 3146 D FORD MTR CO DEL COM PAR $0.01 34537086 112311 13228623 SH SHARED 13222073 6550 D FORD MTR CO DEL COM PAR $0.01 34537086 1796 211566 SH SHARED 01 211566 D FORD MTR CO DEL COM PAR $0.01 34537086 420 49556 SH SHR/OTHR 01 49556 D FORD MTR CO DEL COM PAR $0.01 34537086 435 51335 SH SHARED 02 51335 D FORD MTR CO DEL COM PAR $0.01 34537086 7 850 SH SHARED 05 850 D FORD MTR CO DEL COM PAR $0.01 34537086 476 56160 SH SHARED 06 40250 15910 D FORD MTR CO DEL COM PAR $0.01 34537086 13150 1548960 SH SHARED 10 1548960 D FORD MTR CO DEL COM PAR $0.01 34537086 1819 214300 SH SHARED 14 214300 D FORD MTR CO DEL COM PAR $0.01 34537086 2753 324336 SH SHARED 16 324336 D FORD MTR CO DEL COM PAR $0.01 34537086 69 8130 SH SHARED 20 3530 4600 D FORD MTR CO DEL COM PAR $0.01 34537086 81 9614 SH SHR/OTHR 23 9614 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 14156 375000 SH SHARED 375000 D FORD MTR CO CAP TR II PFD TR CV6.5% 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55000 SH SHARED 04 55000 D FOREST LABS INC COM 34583810 160 4300 SH SHARED 06 4300 D FOREST LABS INC COM 34583810 9830 263626 SH SHARED 10 263626 D FOREST LABS INC COM 34583810 287 7709 SH SHARED 14 7709 D FOREST LABS INC COM 34583810 288 7750 SH SHARED 20 2350 5400 D FOREST LABS INC COM 34583810 1 51 SH SHARED 23 51 D FOREST LABS INC COM 34583810 68 1850 SH SHR/OTHR 23 1850 D FOREST OIL CORP COM PAR $0.01 34609170 7747 180014 SH SHARED 180014 D FOREST OIL CORP COM PAR $0.01 34609170 1071 24895 SH SHARED 01 2395 22500 D FOREST OIL CORP COM PAR $0.01 34609170 195 4541 SH SHARED 02 4541 D FOREST OIL CORP COM PAR $0.01 34609170 202 4700 SH SHARED 10 4700 D FORGENT NETWORKS INC COM 34629U10 0 651 SH SHARED 651 D FORMFACTOR INC COM 34637510 2298 51809 SH SHARED 51809 D FORMFACTOR INC COM 34637510 1201 27075 SH SHARED 01 26500 575 D FORMFACTOR INC COM 34637510 1064 24000 SH SHR/OTHR 01 24000 D FORMFACTOR INC COM 34637510 3 76 SH SHARED 02 76 D FORMFACTOR INC COM 34637510 23259 524210 SH SHARED 10 524210 D FORRESTER RESH INC COM 34656310 70 3010 SH SHARED 3010 D FORRESTER RESH INC COM 34656310 78 3340 SH SHARED 02 290 3050 D FORRESTER RESH INC COM 34656310 8980 381000 SH SHARED 10 381000 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 5713 268010 SH SHARED 268010 D FORTRESS INTL GROUP INC COM 34958D10 1 188 SH SHARED 188 D FORTUNE INDUSTRIES INC COM NEW 34963X20 0 53 SH SHARED 53 D FORTUNE BRANDS INC COM 34963110 10549 129461 SH SHARED 129461 D FORTUNE BRANDS INC COM 34963110 8559 105039 SH SHARED 01 59891 45148 D FORTUNE BRANDS INC COM 34963110 551 6765 SH SHR/OTHR 01 6765 D FORTUNE BRANDS INC COM 34963110 350 4303 SH SHARED 02 4303 D FORTUNE BRANDS INC COM 34963110 4449 54600 SH SHARED 04 54600 D FORTUNE BRANDS INC COM 34963110 4 60 SH SHARED 05 60 D FORTUNE BRANDS INC COM 34963110 380 4670 SH SHARED 06 3350 1320 D FORTUNE BRANDS INC COM 34963110 35933 440954 SH SHARED 10 425254 15700 D FORTUNE BRANDS INC COM 34963110 1629 20000 SH SHARED 15 20000 D FORTUNE BRANDS INC 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FOSSIL INC COM 34988210 108 2900 SH SHARED 10 2900 D FOSTER L B CO COM 35006010 245 5645 SH SHARED 5645 D FOSTER L B CO COM 35006010 21 500 SH SHARED 01 500 D FOUNDATION COAL HLDGS INC COM 35039W10 27637 705047 SH SHARED 705047 D FOUNDATION COAL HLDGS INC COM 35039W10 1187 30300 SH SHARED 01 30300 D FOUNDATION COAL HLDGS INC COM 35039W10 1215 31000 SH SHR/OTHR 01 31000 D FOUNDATION COAL HLDGS INC COM 35039W10 8 226 SH SHARED 02 226 D FOUNDATION COAL HLDGS INC COM 35039W10 7491 191100 SH SHARED 10 191100 D FOUNDRY NETWORKS INC COM 35063R10 4703 264670 SH SHARED 264670 D FOUNDRY NETWORKS INC COM 35063R10 44 2525 SH SHARED 01 2050 475 D FOUNDRY NETWORKS INC COM 35063R10 234 13184 SH SHARED 02 234 12950 D FOUNDRY NETWORKS INC COM 35063R10 1625 91490 SH SHARED 10 91490 D FOUNTAIN POWERBOAT IND COM NEW 35075530 0 65 SH SHARED 65 D 4 KIDS ENTMT INC COM 35086510 5 306 SH SHARED 306 D FOX CHASE BANCORP COM 35137P10 4 373 SH SHARED 373 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 8468 320761 SH 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FURNITURE BRANDS INTL INC COM 36092110 2097 206854 SH SHARED 206854 D FURNITURE BRANDS INTL INC COM 36092110 84 8300 SH SHARED 01 8300 D FURNITURE BRANDS INTL INC COM 36092110 23 2278 SH SHARED 02 2278 D FURNITURE BRANDS INTL INC COM 36092110 202 20000 SH SHARED 10 20000 D FURMANITE CORPORATION COM 36108610 27 3052 SH SHARED 3052 D FURMANITE CORPORATION COM 36108610 89 9850 SH SHARED 02 9850 D FUSION TELECOMM INTL INC COM 36113B30 0 549 SH SHARED 549 D G & K SVCS INC CL A 36126810 40 1000 SH SHARED 1000 D G & K SVCS INC CL A 36126810 734 18275 SH SHARED 01 18275 D G & K SVCS INC CL A 36126810 354 8821 SH SHARED 02 8821 D G & K SVCS INC CL A 36126810 369 9200 SH SHARED 10 9200 D GAMCO INVESTORS INC COM 36143810 331 6053 SH SHARED 6053 D GAMCO INVESTORS INC COM 36143810 3 55 SH SHARED 02 55 D GAMCO INVESTORS INC COM 36143810 49 900 SH SHARED 10 900 D GATX CORP COM 36144810 15362 359354 SH SHARED 359354 D GATX CORP COM 36144810 641 15000 SH SHARED 01 15000 D GATX CORP COM 36144810 270 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116870 SH SHARED 116870 D GSI GROUP INC CDA COM 36229U10 0 68 SH SHARED 02 68 D G-III APPAREL GROUP LTD COM 36237H10 521 26469 SH SHARED 26469 D G-III APPAREL GROUP LTD COM 36237H10 17 900 SH SHARED 01 900 D G-III APPAREL GROUP LTD COM 36237H10 171 8700 SH SHARED 10 8700 D GSI COMMERCE INC COM 36238G10 202 7617 SH SHARED 7617 D GSI COMMERCE INC COM 36238G10 497 18700 SH SHARED 01 18700 D GSI COMMERCE INC COM 36238G10 5 220 SH SHARED 02 220 D GSI COMMERCE INC COM 36238G10 574 21600 SH SHARED 10 21600 D GSI COMMERCE INC COM 36238G10 35 1330 SH SHARED 21 1330 D GTSI CORP COM 36238K10 1 176 SH SHARED 176 D GTC BIOTHERAPEUTICS INC COM 36238T10 24 24003 SH SHARED 24003 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1140 82495 SH SHARED 82495 D GABELLI EQUITY TR INC COM 36239710 149 15726 SH SHR/OTHR 01 15726 D GSI TECHNOLOGY COM 36241U10 0 162 SH SHARED 162 D GABELLI DIVD & INCOME TR COM 36242H10 3258 151500 SH SHARED 151500 D GABELLI HLTHCARE & WELLNESS SHS 36246K10 6 786 SH SHR/OTHR 01 786 D 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04 790000 D GAMMON GOLD INC COM 36467T10 2609 220417 SH SHARED 10 220417 D GAMESTOP CORP NEW CL A 36467W10 7576 134454 SH SHARED 134454 D GAMESTOP CORP NEW CL A 36467W10 4548 80711 SH SHARED 01 34211 46500 D GAMESTOP CORP NEW CL A 36467W10 465 8260 SH SHARED 02 8260 D GAMESTOP CORP NEW CL A 36467W10 14296 253710 SH SHARED 10 245110 8600 D GAMESTOP CORP NEW CL A 36467W10 16 300 SH SHARED 24 300 D GANDER MOUNTAIN CO COM 36471P10 2 387 SH SHARED 387 D GANNETT CO INC FRNT 7/1 364725AG 64962 65420000 PRN SHARED 65420000 D GANNETT INC COM 36473010 15841 362512 SH SHARED 362512 D GANNETT INC COM 36473010 2196 50260 SH SHARED 01 47936 2324 D GANNETT INC COM 36473010 126 2900 SH SHR/OTHR 01 2900 D GANNETT INC COM 36473010 579 13269 SH SHARED 02 13269 D GANNETT INC COM 36473010 987 22600 SH SHARED 05 22600 D GANNETT INC COM 36473010 15745 360308 SH SHARED 06 5700 354608 D GANNETT INC COM 36473010 6908 158078 SH SHARED 10 158078 D GANNETT INC COM 36473010 161 3696 SH SHARED 14 3696 D GANNETT INC COM 36473010 219 5015 SH SHARED 20 1915 3100 D GANNETT INC COM 36473010 71 1625 SH SHR/OTHR 20 1625 D GANNETT INC COM 36473010 222 5100 SH SHARED 23 5100 D GANNETT INC COM 36473010 461 10550 SH SHR/OTHR 23 10550 D GAP INC DEL COM 36476010 13981 758220 SH SHARED 758220 D GAP INC DEL COM 36476010 1565 84900 SH SHARED 01 84900 D GAP INC DEL COM 36476010 10863 589111 SH SHARED 02 589111 D GAP INC DEL COM 36476010 4 225 SH SHARED 05 225 D GAP INC DEL COM 36476010 360 19540 SH SHARED 06 14050 5490 D GAP INC DEL COM 36476010 4418 239590 SH SHARED 10 239590 D GAP INC DEL COM 36476010 1628 88299 SH SHARED 14 88299 D GAP INC DEL COM 36476010 209 11345 SH SHARED 21 11345 D GARDNER DENVER INC COM 36555810 527 13513 SH SHARED 13513 D GARDNER DENVER INC COM 36555810 1906 48878 SH SHARED 01 46678 2200 D GARDNER DENVER INC COM 36555810 2071 53118 SH SHR/OTHR 01 53118 D GARDNER DENVER INC COM 36555810 10 265 SH SHARED 02 265 D GARDNER DENVER INC COM 36555810 360 9256 SH SHARED 10 9256 D GARDNER DENVER INC COM 36555810 54 1394 SH SHARED 21 1394 D GARDNER DENVER INC COM 36555810 59 1536 SH SHARED 22 1536 D GARTNER INC COM 36665110 1465 59928 SH SHARED 59928 D GARTNER INC COM 36665110 403 16487 SH SHARED 01 1187 15300 D GARTNER INC COM 36665110 16 666 SH SHR/OTHR 01 666 D GARTNER INC COM 36665110 82 3387 SH SHARED 02 3387 D GARTNER INC COM 36665110 168 6900 SH SHARED 10 6900 D GARTNER INC COM 36665110 3 130 SH SHARED 20 130 D GARTNER INC COM 36665110 633 25909 SH SHARED 23 25909 D GARTNER INC COM 36665110 743 30393 SH SHR/OTHR 23 30393 D GASCO ENERGY INC COM 36722010 5 2842 SH SHARED 2842 D GASCO ENERGY INC COM 36722010 10 5850 SH SHARED 02 5850 D GATEHOUSE MEDIA INC COM 36734810 3205 251373 SH SHARED 251373 D GATEHOUSE MEDIA INC COM 36734810 0 57 SH SHARED 02 57 D GATEWAY INC NOTE 1.500%12/3 367626AB 1980 2038000 PRN SHARED 02 2038000 D GATEWAY INC COM 36762610 570 303720 SH SHARED 303720 D GATEWAY INC COM 36762610 565 300600 SH SHARED 02 300600 D GATEWAY INC COM 36762610 164 87500 SH SHARED 10 87500 D GAYLORD ENTMT CO NEW COM 36790510 131836 2477196 SH SHARED 2477196 D GAYLORD ENTMT CO NEW COM 36790510 244 4600 SH SHARED 01 4600 D GAYLORD ENTMT CO NEW COM 36790510 5 107 SH SHARED 02 107 D GAYLORD ENTMT CO NEW COM 36790510 1319 24800 SH SHARED 10 24800 D GATEWAY FINL HLDGS INC COM 36814010 5 328 SH SHARED 328 D GEHL CO COM 36848310 1551 69485 SH SHARED 69485 D GEN-PROBE INC NEW COM 36866T10 2875 43193 SH SHARED 43193 D GEN-PROBE INC NEW COM 36866T10 1051 15800 SH SHARED 01 15800 D GEN-PROBE INC NEW COM 36866T10 193 2907 SH SHARED 02 2907 D GEN-PROBE INC NEW COM 36866T10 4106 61671 SH SHARED 04 61671 D GEN-PROBE INC NEW COM 36866T10 4559 68483 SH SHARED 10 68483 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 8940 1284510 SH SHARED 1284510 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 667 95935 SH SHARED 02 95935 D GENAERA CORP COM NEW 36867G20 1 443 SH SHARED 443 D GENCORP INC NOTE 4.000% 1/1 368682AJ 5534 5501000 PRN SHARED 02 5501000 D GENCORP INC SDCV 2.250%11/1 368682AL 1386 1532000 PRN SHARED 1532000 D GENCORP INC SDCV 2.250%11/1 368682AL 452 500000 PRN SHARED 02 500000 D GENCORP INC COM 36868210 3655 305627 SH SHARED 305627 D GENCORP INC COM 36868210 82 6900 SH SHARED 01 6900 D GENCORP INC COM 36868210 36 3040 SH SHARED 02 3040 D GENE LOGIC INC COM 36868910 0 810 SH SHARED 810 D GENELABS TECHNOLOGIES INC COM NEW 36870620 1 725 SH SHARED 725 D GENELABS TECHNOLOGIES INC COM NEW 36870620 19 10200 SH SHARED 02 10200 D GENENTECH INC COM NEW 36871040 10063 128984 SH SHARED 128684 300 D GENENTECH INC COM NEW 36871040 966 12387 SH SHARED 01 7312 5075 D GENENTECH INC COM NEW 36871040 65 838 SH SHR/OTHR 01 838 D GENENTECH INC COM NEW 36871040 2514 32228 SH SHARED 02 32228 D GENENTECH INC COM NEW 36871040 8374 107335 SH SHARED 04 107335 D GENENTECH INC COM NEW 36871040 13 170 SH SHARED 05 170 D GENENTECH INC COM NEW 36871040 1179 15120 SH SHARED 06 10900 4220 D GENENTECH INC COM NEW 36871040 81328 1042405 SH SHARED 10 997805 44600 D GENENTECH INC COM NEW 36871040 894 11460 SH SHARED 14 1500 9960 D GENENTECH INC COM NEW 36871040 7021 90000 SH SHARED 15 90000 D GENENTECH INC COM NEW 36871040 39 508 SH SHARED 20 400 108 D GENENTECH INC COM NEW 36871040 280 3600 SH SHR/OTHR 20 3600 D GENENTECH INC COM NEW 36871040 554 7113 SH SHARED 21 2775 4338 D GENENTECH INC COM NEW 36871040 343 4400 SH SHR/OTHR 23 4400 D GENENTECH INC COM NEW 36871040 100 1289 SH SHARED 24 1289 D GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD 8008 5500000 PRN SHARED 5500000 D GENERAL CABLE CORP DEL NEW COM 36930010 591 8818 SH SHARED 8818 D GENERAL CABLE CORP DEL NEW COM 36930010 550 8200 SH SHARED 01 8200 D GENERAL CABLE CORP DEL NEW COM 36930010 2779 41412 SH SHARED 02 41412 D GENERAL CABLE CORP DEL NEW COM 36930010 34422 512850 SH SHARED 10 512850 D GENERAL CABLE CORP DEL NEW COM 36930010 93 1400 SH SHARED 21 1400 D GENERAL COMMUNICATION INC CL A 36938510 73 6095 SH SHARED 6095 D GENERAL COMMUNICATION INC CL A 36938510 656 54076 SH SHARED 02 54076 D GENERAL COMMUNICATION INC CL A 36938510 791 65200 SH SHARED 10 65200 D GENERAL DYNAMICS CORP COM 36955010 33 400 SH SHR/OTHR 400 D GENERAL DYNAMICS CORP COM 36955010 44628 528333 SH SHARED 528193 140 D GENERAL DYNAMICS CORP COM 36955010 11368 134586 SH SHARED 01 127336 7250 D GENERAL DYNAMICS CORP COM 36955010 2602 30805 SH SHR/OTHR 01 30805 D GENERAL DYNAMICS CORP COM 36955010 1226 14525 SH SHARED 02 14525 D GENERAL DYNAMICS CORP COM 36955010 2534 30000 SH SHARED 04 30000 D GENERAL DYNAMICS CORP COM 36955010 13 160 SH SHARED 05 160 D GENERAL DYNAMICS CORP COM 36955010 910 10780 SH SHARED 06 7700 3080 D GENERAL DYNAMICS CORP COM 36955010 27962 331035 SH SHARED 10 329235 1800 D GENERAL DYNAMICS CORP COM 36955010 228 2700 SH SHARED 14 2700 D GENERAL DYNAMICS CORP COM 36955010 3575 42325 SH SHARED 20 350 41975 D GENERAL DYNAMICS CORP COM 36955010 488 5780 SH SHR/OTHR 20 5780 D GENERAL DYNAMICS CORP COM 36955010 369 4376 SH SHARED 21 1700 2676 D GENERAL DYNAMICS CORP COM 36955010 202 2400 SH SHR/OTHR 21 2400 D GENERAL DYNAMICS CORP COM 36955010 215 2550 SH SHARED 22 1150 1400 D GENERAL DYNAMICS CORP COM 36955010 33 400 SH SHR/OTHR 22 400 D GENERAL DYNAMICS CORP COM 36955010 870 10309 SH SHARED 23 9689 620 D GENERAL DYNAMICS CORP COM 36955010 47419 561376 SH SHR/OTHR 23 561376 D GENERAL ELECTRIC CO COM 36960410 10000 241552 SH SHARED 61972 179580 D GENERAL ELECTRIC CO COM 36960410 651258 15730881 SH SHARED 5492331 238550 D GENERAL ELECTRIC CO COM 36960410 129883 3137273 SH SHARED 01 2073590 1063683 D GENERAL ELECTRIC CO COM 36960410 47655 1151103 SH SHR/OTHR 01 1151103 D GENERAL ELECTRIC CO COM 36960410 101225 2445049 SH SHARED 02 2445049 D GENERAL ELECTRIC CO COM 36960410 344 8315 SH SHARED 04 5583 2732 D GENERAL ELECTRIC CO COM 36960410 63126 1524800 SH SHARED 04 1524800 D GENERAL ELECTRIC CO COM 36960410 41575 1004233 SH SHARED 05 1004233 D GENERAL ELECTRIC CO COM 36960410 66318 1601902 SH SHARED 06 387000 1214902 D GENERAL ELECTRIC CO COM 36960410 664529 16051430 SH 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ENTERPRIS COM 36973010 0 106 SH SHARED 106 D GENERAL FINANCE CORP COM 36982210 2 250 SH SHARED 250 D GENERAL GROWTH PPTYS INC COM 37002110 2705 50450 SH SHARED 50450 D GENERAL GROWTH PPTYS INC COM 37002110 18020 336081 SH SHARED 336081 D GENERAL GROWTH PPTYS INC COM 37002110 1290 24070 SH SHARED 01 24070 D GENERAL GROWTH PPTYS INC COM 37002110 2245 41885 SH SHARED 02 41885 D GENERAL GROWTH PPTYS INC COM 37002110 428 8000 SH SHARED 04 8000 D GENERAL GROWTH PPTYS INC COM 37002110 5533 103200 SH SHARED 10 103200 D GENERAL GROWTH PPTYS INC COM 37002110 504054 9400496 SH SHARED 11 5541873 3858623 D GENERAL GROWTH PPTYS INC COM 37002110 42 800 SH SHARED 14 800 D GENERAL GROWTH PPTYS INC COM 37002110 19 358 SH SHARED 20 358 D GENERAL GROWTH PPTYS INC COM 37002110 107 2000 SH SHR/OTHR 20 2000 D GENERAL MLS INC COM 37033410 25050 431827 SH SHARED 389727 42100 D GENERAL MLS INC COM 37033410 4272 73656 SH SHARED 01 61161 12495 D GENERAL MLS INC COM 37033410 243 4200 SH SHR/OTHR 01 4200 D GENERAL MLS INC COM 37033410 1267 21857 SH SHARED 02 21857 D GENERAL MLS INC COM 37033410 11 200 SH SHARED 05 200 D GENERAL MLS INC COM 37033410 32310 556977 SH SHARED 06 7700 549277 D GENERAL MLS INC COM 37033410 97326 1677748 SH SHARED 10 1624648 53100 D GENERAL MLS INC COM 37033410 707 12203 SH SHARED 14 12203 D GENERAL MLS INC COM 37033410 715 12330 SH SHARED 20 12000 330 D GENERAL MLS INC COM 37033410 17 300 SH SHR/OTHR 20 300 D GENERAL MLS INC COM 37033410 52 900 SH SHARED 21 900 D GENERAL MLS INC COM 37033410 427 7365 SH SHARED 22 4400 2965 D GENERAL MLS INC COM 37033410 614 10585 SH SHARED 23 10585 D GENERAL MLS INC COM 37033410 1805 31120 SH SHR/OTHR 23 31120 D GENERAL MTRS CORP COM 37044210 1156 31500 SH SHARED 31500 D GENERAL MTRS CORP COM 37044210 134301 3659432 SH SHARED 3659432 D GENERAL MTRS CORP COM 37044210 2239 61035 SH SHARED 01 61035 D GENERAL MTRS CORP COM 37044210 22 600 SH SHR/OTHR 01 600 D GENERAL MTRS CORP COM 37044210 90972 2478823 SH SHARED 02 2478823 D GENERAL MTRS CORP COM 37044210 8 235 SH SHARED 05 235 D GENERAL MTRS CORP COM 37044210 9697 264230 SH SHARED 06 78150 186080 D GENERAL MTRS CORP COM 37044210 8805 239937 SH SHARED 10 239937 D GENERAL MTRS CORP COM 37044210 85 2339 SH SHARED 14 2339 D GENERAL MTRS CORP COM 37044210 293 8000 SH SHR/OTHR 23 8000 D GENERAL MTRS CORP SENIOR DEBEN D 37044269 2317 82000 SH SHARED 82000 D GENERAL MTRS CORP SENIOR DEBEN D 37044269 6861 242800 SH SHARED 02 242800 D GENERAL MTRS CORP DEB SR CV C 33 37044271 104812 4279825 SH SHARED 4279825 D GENERAL MTRS CORP DEB SR CV C 33 37044271 3930 160500 SH SHARED 02 160500 D GENERAL MTRS CORP DEB SR CV C 33 37044271 26939 1100000 SH SHARED 10 1100000 D GENERAL MTRS CORP DEB SR CV C 33 37044271 553 22600 SH SHARED 14 22600 D GENERAL MTRS CORP DEB SR CONV B 37044273 54152 2543560 SH SHARED 2543560 D GENERAL MTRS CORP DEB SR CONV B 37044273 15967 750000 SH SHARED 10 750000 D GENERAL MTRS CORP DEB SR CONV A 37044274 2 100 SH SHARED 100 D GENESCO INC COM 37153210 18163 393756 SH SHARED 393756 D GENESCO INC COM 37153210 2 61 SH SHARED 02 61 D GENESCO INC COM 37153210 124 2700 SH SHARED 10 2700 D GENESEE & WYO INC CL A 37155910 355 12329 SH SHARED 12329 D GENESEE & WYO INC CL A 37155910 14 500 SH SHARED 01 500 D GENESEE & WYO INC CL A 37155910 4 144 SH SHARED 02 144 D GENESEE & WYO INC CL A 37155910 14180 491700 SH SHARED 10 491700 D GENESIS LEASE LTD ADR 37183T10 109 4419 SH SHARED 4419 D GENESIS LEASE LTD ADR 37183T10 865 34800 SH SHARED 01 34800 D GENESIS MICROCHIP INC DEL COM 37184C10 14390 1835488 SH SHARED 1835488 D GENESIS MICROCHIP INC DEL COM 37184C10 0 1 SH SHARED 02 1 D GENEVA ACQUISITION CORP COM 37185Y10 1877 337613 SH SHARED 337613 D GENEVA ACQUISITION CORP UNIT 99/99/9999 37185Y20 1 182 SH SHARED 182 D GENTEX CORP COM 37190110 2122 99010 SH SHARED 99010 D GENTEX CORP COM 37190110 1031 48100 SH SHARED 01 48100 D GENTEX CORP COM 37190110 160 7480 SH SHARED 02 7480 D GENTEX CORP COM 37190110 6239 291000 SH SHARED 10 291000 D GENESIS ENERGY 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1232 24646 SH SHARED 01 21646 3000 D GENUINE PARTS CO COM 37246010 56 1125 SH SHR/OTHR 01 1125 D GENUINE PARTS CO COM 37246010 280 5618 SH SHARED 02 5618 D GENUINE PARTS CO COM 37246010 286 5731 SH SHARED 06 3850 1881 D GENUINE PARTS CO COM 37246010 4273 85469 SH SHARED 10 84399 1070 D GENUINE PARTS CO COM 37246010 23305 466118 SH SHARED 20 3100 463018 D GENUINE PARTS CO COM 37246010 275 5500 SH SHR/OTHR 20 5500 D GENTIVA HEALTH SERVICES INC COM 37247A10 311 16207 SH SHARED 16207 D GENTIVA HEALTH SERVICES INC COM 37247A10 21 1125 SH SHARED 01 1125 D GENTIVA HEALTH SERVICES INC COM 37247A10 198 10327 SH SHARED 02 10327 D GENTIVA HEALTH SERVICES INC COM 37247A10 201 10500 SH SHARED 10 10500 D GENWORTH FINL INC COM CL A 37247D10 4332 140989 SH SHARED 112870 28119 D GENWORTH FINL INC COM CL A 37247D10 27723 902170 SH SHARED 902170 D GENWORTH FINL INC COM CL A 37247D10 19789 643990 SH SHARED 01 567285 76705 D GENWORTH FINL INC COM CL A 37247D10 135 4400 SH SHR/OTHR 01 4400 D GENWORTH FINL INC COM CL A 37247D10 429 13986 SH SHARED 02 13986 D GENWORTH FINL INC COM CL A 37247D10 1013 32990 SH SHARED 04 32990 D GENWORTH FINL INC COM CL A 37247D10 6 210 SH SHARED 05 210 D GENWORTH FINL INC COM CL A 37247D10 44796 1457738 SH SHARED 06 10450 1447288 D GENWORTH FINL INC COM CL A 37247D10 26695 868698 SH SHARED 10 864708 3990 D GENWORTH FINL INC COM CL A 37247D10 352 11459 SH SHARED 14 11459 D GENWORTH FINL INC COM CL A 37247D10 3558 115797 SH SHARED 16 115797 D GENWORTH FINL INC COM CL A 37247D10 8560 278579 SH SHARED 19 278579 D GENWORTH FINL INC COM CL A 37247D10 2101 68400 SH SHARED 20 52255 16145 D GENWORTH FINL INC COM CL A 37247D10 115 3750 SH SHR/OTHR 20 3750 D GENWORTH FINL INC COM CL A 37247D10 7 250 SH SHARED 21 250 D GENWORTH FINL INC COM CL A 37247D10 24 810 SH SHR/OTHR 21 810 D GENWORTH FINL INC COM CL A 37247D10 294 9575 SH SHARED 22 8686 889 D GENWORTH FINL INC COM CL A 37247D10 29 955 SH SHR/OTHR 22 955 D GENWORTH FINL INC COM CL A 37247D10 1486 48385 SH SHARED 23 47095 1290 D GENWORTH FINL INC COM CL A 37247D10 246 8010 SH SHR/OTHR 23 8010 D GEORESOURCES INC COM 37247610 0 90 SH SHARED 90 D GEOPETRO RESOURCES CO COM 37248H30 2 727 SH SHARED 727 D GEOGLOBAL RESOURCES INC COM 37249T10 2 700 SH SHARED 700 D GEOGLOBAL RESOURCES INC COM 37249T10 19 5450 SH SHARED 01 5450 D GEOGLOBAL RESOURCES INC COM 37249T10 0 56 SH SHARED 02 56 D GEOPHARMA INC COM 37250A10 0 222 SH SHARED 222 D GEOMET INC DEL COM 37250U20 5 1020 SH SHARED 1020 D GEOEYE INC COM 37250W10 223 8693 SH SHARED 8693 D GEOEYE INC COM 37250W10 38 1500 SH SHARED 01 1500 D GEOEYE INC COM 37250W10 757 29400 SH SHARED 10 29400 D GEOKINETICS INC COM PAR $0.01 37291030 9 408 SH SHARED 408 D GENZYME CORP NOTE 1.250%12/0 372917AN 3699 3500000 PRN SHARED 3500000 D GENZYME CORP COM 37291710 24 400 SH SHARED 400 D GENZYME CORP COM 37291710 23562 380292 SH SHARED 380292 D GENZYME CORP COM 37291710 4337 70001 SH SHARED 01 28167 41834 D GENZYME CORP COM 37291710 61 1000 SH SHR/OTHR 01 1000 D GENZYME CORP COM 37291710 2750 44397 SH SHARED 02 44397 D GENZYME CORP COM 37291710 25260 407697 SH SHARED 04 407697 D GENZYME CORP COM 37291710 6 100 SH SHARED 05 100 D GENZYME CORP COM 37291710 499 8060 SH SHARED 06 5800 2260 D GENZYME CORP COM 37291710 21198 342140 SH SHARED 10 342140 D GENZYME CORP COM 37291710 192 3101 SH SHARED 21 3101 D GENZYME CORP COM 37291710 570 9200 SH SHR/OTHR 23 9200 D GEORGIA GULF CORP COM PAR $0.01 37320020 3185 229199 SH SHARED 229199 D GEORGIA GULF CORP COM PAR $0.01 37320020 12 900 SH SHARED 02 900 D GEORGIA GULF CORP COM PAR $0.01 37320020 127 9200 SH SHARED 10 9200 D GERDAU AMERISTEEL CORP COM 37373P10 1192 99799 SH SHARED 99799 D GERBER SCIENTIFIC INC COM 37373010 11 1045 SH SHARED 1045 D GERDAU S A SPONSORED ADR 37373710 5202 198411 SH SHARED 198411 D GERDAU S A SPONSORED ADR 37373710 11182 426501 SH SHARED 01 426501 D GERDAU S A SPONSORED ADR 37373710 9 345 SH SHARED 02 345 D GERDAU S A SPONSORED ADR 37373710 18930 722000 SH SHARED 10 722000 D GERDAU S A SPONSORED ADR 37373710 8769 334450 SH SHARED 14 334450 D GERMAN AMERN BANCORP INC COM 37386510 3 282 SH SHARED 282 D GERON CORP COM 37416310 56 7668 SH SHARED 7668 D GERON CORP COM 37416310 52 7220 SH SHARED 01 7220 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 7108 7420000 PRN SHARED 02 7420000 D GETTY IMAGES INC COM 37427610 1927 69224 SH SHARED 69224 D GETTY IMAGES INC COM 37427610 1021 36675 SH SHARED 01 22275 14400 D GETTY IMAGES INC COM 37427610 3294 118350 SH SHARED 02 118350 D GETTY IMAGES INC COM 37427610 556 20000 SH SHARED 04 20000 D GETTY IMAGES INC COM 37427610 37 1340 SH SHARED 06 1100 240 D GETTY IMAGES INC COM 37427610 339 12200 SH SHARED 10 12200 D GETTY RLTY CORP NEW COM 37429710 21 789 SH SHARED 789 D GETTY RLTY CORP NEW COM 37429710 0 29 SH SHARED 02 29 D GEVITY HR INC COM 37439310 179 17526 SH SHARED 17526 D GEVITY HR INC COM 37439310 4 400 SH SHARED 10 400 D GIBRALTAR INDS INC COM 37468910 286 15507 SH SHARED 15507 D GIBRALTAR INDS INC COM 37468910 5 313 SH SHARED 02 313 D GIBRALTAR INDS INC COM 37468910 147 7988 SH SHARED 10 7988 D GIGABEAM CORP COM 37517W10 0 105 SH SHARED 105 D GIGA TRONICS INC COM 37517510 0 111 SH SHARED 111 D GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG 2945 2500000 PRN SHARED 2500000 D GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG 7144 6065000 PRN SHARED 02 6065000 D GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH 4548 3800000 PRN SHARED 3800000 D GILEAD SCIENCES INC COM 37555810 38991 954034 SH SHARED 851474 102560 D GILEAD SCIENCES INC COM 37555810 22786 557546 SH SHARED 01 284586 272960 D GILEAD SCIENCES INC COM 37555810 4387 107362 SH SHR/OTHR 01 107362 D GILEAD SCIENCES INC COM 37555810 5513 134906 SH SHARED 02 134906 D GILEAD SCIENCES INC COM 37555810 51219 1253225 SH SHARED 04 1253225 D GILEAD SCIENCES INC COM 37555810 16 400 SH SHARED 05 400 D GILEAD SCIENCES INC COM 37555810 2498 61140 SH SHARED 06 52700 8440 D GILEAD SCIENCES INC COM 37555810 227471 5565742 SH SHARED 10 5438312 127430 D GILEAD SCIENCES INC COM 37555810 553 13548 SH SHARED 14 4100 9448 D GILEAD SCIENCES INC COM 37555810 2897 70885 SH SHARED 20 34945 35940 D GILEAD SCIENCES INC COM 37555810 119 2920 SH SHR/OTHR 20 2920 D GILEAD SCIENCES INC COM 37555810 525 12848 SH SHARED 21 12848 D GILEAD SCIENCES INC COM 37555810 163 4000 SH SHR/OTHR 21 4000 D GILEAD SCIENCES INC COM 37555810 1066 26102 SH SHARED 22 15837 10265 D GILEAD SCIENCES INC COM 37555810 194 4761 SH SHR/OTHR 22 4761 D GILEAD SCIENCES INC COM 37555810 5572 136354 SH SHARED 23 128214 8140 D GILEAD SCIENCES INC COM 37555810 6506 159200 SH SHR/OTHR 23 159200 D GILEAD SCIENCES INC COM 37555810 151 3714 SH SHARED 24 3714 D GILDAN ACTIVEWEAR INC COM 37591610 87 2218 SH SHARED 2218 D GILDAN ACTIVEWEAR INC COM 37591610 35 900 SH SHARED 01 900 D GILDAN ACTIVEWEAR INC COM 37591610 122 3100 SH SHARED 10 3100 D GLACIER BANCORP INC NEW COM 37637Q10 105 4674 SH SHARED 4674 D GLACIER BANCORP INC NEW COM 37637Q10 66 2970 SH SHARED 01 2970 D GLACIER BANCORP INC NEW COM 37637Q10 855 38000 SH SHARED 10 38000 D GLADSTONE CAPITAL CORP COM 37653510 834 42727 SH SHARED 42727 D GLADSTONE CAPITAL CORP COM 37653510 0 14 SH SHARED 02 14 D GLADSTONE CAPITAL CORP COM 37653510 244 12500 SH SHARED 10 12500 D GLADSTONE COML CORP COM 37653610 4 219 SH SHARED 219 D GLADSTONE INVT CORP COM 37654610 1463 113980 SH SHARED 113980 D GLATFELTER COM 37731610 83 5632 SH SHARED 5632 D GLATFELTER COM 37731610 157 10600 SH SHARED 01 10600 D GLATFELTER COM 37731610 33 2232 SH SHARED 02 2232 D GLATFELTER COM 37731610 121 8200 SH SHARED 10 8200 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 18 341 SH SHARED 341 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 870 16359 SH SHARED 16359 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 134 2525 SH SHARED 01 200 2325 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 117 2200 SH SHR/OTHR 01 2200 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 248 4667 SH SHARED 02 4667 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1721 32361 SH SHARED 20 14072 18289 D GLAXOSMITHKLINE 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53791 D GUARANTY FED BANCSHARES INC COM 40108P10 1 63 SH SHARED 63 D GUESS INC COM 40161710 1947 39717 SH SHARED 39717 D GUESS INC COM 40161710 1607 32785 SH SHARED 01 30475 2310 D GUESS INC COM 40161710 1078 22000 SH SHR/OTHR 01 22000 D GUESS INC COM 40161710 61 1254 SH SHARED 02 324 930 D GUESS INC COM 40161710 105606 2153920 SH SHARED 10 2153920 D GUIDANCE SOFTWARE INC COM 40169210 4 351 SH SHARED 351 D GUITAR CTR MGMT INC COM 40204010 14709 248060 SH SHARED 248060 D GUITAR CTR MGMT INC COM 40204010 260 4400 SH SHARED 10 4400 D GULF ISLAND FABRICATION INC COM 40230710 71 1866 SH SHARED 1866 D GULF ISLAND FABRICATION INC COM 40230710 49 1300 SH SHARED 01 1300 D GULF ISLAND FABRICATION INC COM 40230710 0 21 SH SHARED 02 21 D GULF ISLAND FABRICATION INC COM 40230710 341 8900 SH SHARED 10 8900 D GULFMARK OFFSHORE INC COM 40262910 212 4362 SH SHARED 4362 D GULFMARK OFFSHORE INC COM 40262910 719 14795 SH SHARED 01 13895 900 D GULFMARK OFFSHORE INC COM 40262910 1 31 SH SHARED 02 31 D 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CORPORATION COM 40422Y10 196 13837 SH SHARED 13837 D HLTH CORPORATION COM 40422Y10 832 58768 SH SHARED 01 56268 2500 D HLTH CORPORATION COM 40422Y10 169 11946 SH SHARED 02 11946 D HLTH CORPORATION COM 40422Y10 984 69500 SH SHARED 04 69500 D HLTH CORPORATION COM 40422Y10 2 200 SH SHARED 10 200 D HMG COURTLAND PPTYS INC COM 40423210 0 12 SH SHARED 12 D HMN FINL INC COM 40424G10 2 89 SH SHARED 89 D HMS HLDGS CORP COM 40425J10 255 10401 SH SHARED 10401 D HMS HLDGS CORP COM 40425J10 4 190 SH SHARED 01 190 D HMS HLDGS CORP COM 40425J10 0 35 SH SHARED 02 35 D HMS HLDGS CORP COM 40425J10 1525 62000 SH SHARED 10 62000 D HNI CORP COM 40425110 3629 100815 SH SHARED 100815 D HNI CORP COM 40425110 552 15350 SH SHARED 01 450 14900 D HNI CORP COM 40425110 195 5440 SH SHARED 02 5440 D HNI CORP COM 40425110 19728 548000 SH SHARED 10 548000 D HQ SUSTAINABLE MARITIM IND I COM NEW 40426A20 1 118 SH SHARED 118 D HRPT PPTYS TR COM SH BEN INT 40426W10 9155 925760 SH SHARED 925760 D HRPT PPTYS TR COM SH BEN INT 40426W10 20 2050 SH SHARED 01 2050 D HRPT PPTYS TR COM SH BEN INT 40426W10 62 6316 SH SHARED 02 6316 D HRPT PPTYS TR COM SH BEN INT 40426W10 1186 120000 SH SHARED 04 120000 D HRPT PPTYS TR COM SH BEN INT 40426W10 141 14300 SH SHARED 10 14300 D HRPT PPTYS TR COM SH BEN INT 40426W10 76787 7764171 SH SHARED 11 7764171 D HSBC HLDGS PLC SPON ADR NEW 40428040 27 300 SH SHARED 300 D HSBC HLDGS PLC SPON ADR NEW 40428040 1770 19119 SH SHARED 19119 D HSBC HLDGS PLC SPON ADR NEW 40428040 1106 11949 SH SHARED 01 11549 400 D HSBC HLDGS PLC SPON ADR NEW 40428040 507 5481 SH SHR/OTHR 01 5481 D HSBC HLDGS PLC SPON ADR NEW 40428040 303 3281 SH SHARED 02 3281 D HSBC HLDGS PLC SPON ADR NEW 40428040 420 4543 SH SHARED 20 123 4420 D HSBC HLDGS PLC SPON ADR NEW 40428040 27 300 SH SHR/OTHR 23 300 D HABERSHAM BANCORP INC COM 40445910 0 43 SH SHARED 43 D HAEMONETICS CORP COM 40502410 1001 20258 SH SHARED 20258 D HAEMONETICS CORP COM 40502410 627 12700 SH SHARED 01 12700 D HAEMONETICS CORP COM 40502410 12 244 SH SHARED 02 244 D HAEMONETICS CORP COM 40502410 163 3300 SH SHARED 10 3300 D HAIN CELESTIAL GROUP INC COM 40521710 152 4743 SH SHARED 4743 D HAIN CELESTIAL GROUP INC COM 40521710 649 20200 SH SHARED 01 20200 D HAIN CELESTIAL GROUP INC COM 40521710 243 7590 SH SHARED 02 7590 D HAIN CELESTIAL GROUP INC COM 40521710 542 16900 SH SHARED 10 16900 D HALIFAX CORP COM 40575210 0 67 SH SHARED 67 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 10169 4944000 PRN SHARED 02 4944000 D HALLIBURTON CO COM 40621610 583 15200 SH SHARED 15200 D HALLIBURTON CO COM 40621610 271231 7063325 SH SHARED 6929525 133800 D HALLIBURTON CO COM 40621610 4210 109638 SH SHARED 01 104493 5145 D HALLIBURTON CO COM 40621610 3811 99249 SH SHARED 02 90760 8489 D HALLIBURTON CO COM 40621610 4966 129330 SH SHARED 04 129330 D HALLIBURTON CO COM 40621610 15 392 SH SHARED 05 392 D HALLIBURTON CO COM 40621610 45210 1177359 SH SHARED 06 67450 1109909 D HALLIBURTON CO COM 40621610 18410 479451 SH SHARED 10 479451 D HALLIBURTON CO COM 40621610 1738 45269 SH SHARED 14 45269 D HALLIBURTON CO COM 40621610 3147 81958 SH SHARED 16 81958 D HALLIBURTON CO COM 40621610 31 815 SH SHARED 20 815 D HALLIBURTON CO COM 40621610 13 345 SH SHR/OTHR 21 345 D HALLIBURTON CO COM 40621610 1582 41210 SH SHARED 22 41210 D HALLIBURTON CO COM 40621610 115 3000 SH SHR/OTHR 22 3000 D HALLIBURTON CO COM 40621610 99 2600 SH SHARED 23 2600 D HALLIBURTON CO COM 40621610 2210 57570 SH SHR/OTHR 23 57570 D HALLMARK FINL SVCS INC EC COM NEW 40624Q20 3 239 SH SHARED 239 D HALLWOOD GROUP INC COM PAR $0.10 40636440 1 13 SH SHARED 13 D HALOZYME THERAPEUTICS INC COM 40637H10 2711 312028 SH SHARED 312028 D HALOZYME THERAPEUTICS INC COM 40637H10 0 103 SH SHARED 02 103 D HAMPDEN BANCORP INC COM 40867E10 2 187 SH SHARED 187 D HAMPTON ROADS BANKSHARES INC COM 40932110 3 261 SH SHARED 261 D HANA BIOSCIENCES INC COM 40963P10 0 700 SH SHARED 700 D HANA BIOSCIENCES INC COM 40963P10 0 716 SH SHARED 716 D HANCOCK HLDG CO COM 41012010 62 1552 SH SHARED 1552 D HANCOCK HLDG CO COM 41012010 143 3591 SH SHARED 02 3591 D HANCOCK HLDG CO COM 41012010 2537 63300 SH SHARED 10 63300 D HANCOCK JOHN INCOME SECS TR COM 41012310 13 1000 SH SHARED 01 1000 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 985 93031 SH SHARED 93031 D HANCOCK JOHN PATRIOT SELCT D COM 41013U10 640 50432 SH SHARED 50432 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 1151 60855 SH SHARED 60855 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 331 15000 SH SHARED 15000 D HANCOCK JOHN FINL TRENDS FD COM 41014X10 3146 178379 SH SHARED 178379 D HANDHELD ENTMT INC COM NEW 41024720 0 334 SH SHARED 334 D HANDLEMAN CO DEL COM 41025210 91 30058 SH SHARED 30058 D HANESBRANDS INC COM 41034510 5218 185976 SH SHARED 185976 D HANESBRANDS INC COM 41034510 939 33495 SH SHARED 01 2440 31055 D HANESBRANDS INC COM 41034510 14 509 SH SHR/OTHR 01 509 D HANESBRANDS INC COM 41034510 841 30003 SH SHARED 02 30003 D HANESBRANDS INC COM 41034510 2 75 SH SHARED 05 75 D HANESBRANDS INC COM 41034510 81 2905 SH SHARED 06 2212 693 D HANESBRANDS INC COM 41034510 7853 279900 SH SHARED 10 279900 D HANESBRANDS INC COM 41034510 42 1500 SH SHARED 14 1500 D HANESBRANDS INC COM 41034510 22 819 SH SHARED 20 819 D HANESBRANDS INC COM 41034510 56 2000 SH SHR/OTHR 20 2000 D HANESBRANDS INC COM 41034510 5 186 SH SHARED 23 186 D HANESBRANDS INC COM 41034510 37 1350 SH SHR/OTHR 23 1350 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 5 511 SH SHARED 511 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 343 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 106 9370 SH SHARED 02 9370 D HANMI FINL CORP COM 41049510 110 7157 SH SHARED 7157 D HANMI FINL CORP COM 41049510 205 13252 SH SHARED 10 13252 D HANOVER CAP MTG HLDGS INC COM 41076110 0 191 SH SHARED 191 D HANOVER COMPRESSOR CO NOTE 4.750% 3/1 410768AC 4935 5000000 PRN SHARED 5000000 D HANOVER INS GROUP INC COM 41086710 5613 127028 SH SHARED 127028 D HANOVER INS GROUP INC COM 41086710 2194 49660 SH SHARED 01 32605 17055 D HANOVER INS GROUP INC COM 41086710 223 5053 SH SHARED 02 5053 D HANOVER INS GROUP INC COM 41086710 22903 518300 SH SHARED 10 518300 D HANSEN MEDICAL INC COM 41130710 150 5565 SH SHARED 5565 D HANSEN MEDICAL INC COM 41130710 0 9 SH SHARED 02 9 D HANSEN NAT CORP COM 41131010 14321 252668 SH SHARED 252668 D HANSEN NAT CORP COM 41131010 1502 26500 SH SHARED 01 8300 18200 D HANSEN NAT CORP COM 41131010 177 3128 SH SHARED 02 3128 D HANSEN NAT CORP COM 41131010 58 1028 SH SHARED 04 1028 D HANSEN NAT CORP COM 41131010 62472 1102200 SH SHARED 04 1102200 D HANSEN NAT CORP COM 41131010 6535 115300 SH SHARED 05 115300 D HANSEN NAT CORP COM 41131010 26710 471250 SH SHARED 06 54300 416950 D HANSEN NAT CORP COM 41131010 2614 46130 SH SHARED 10 36630 9500 D HANSEN NAT CORP COM 41131010 357 6300 SH SHARED 14 6300 D HANSEN NAT CORP COM 41131010 963 17000 SH SHARED 15 17000 D HANSEN NAT CORP COM 41131010 5482 96720 SH SHARED 16 96720 D HANSEN NAT CORP COM 41131010 45 800 SH SHARED 20 800 D HARDINGE INC COM 41232430 1570 45099 SH SHARED 45099 D HARDINGE INC COM 41232430 794 22800 SH SHARED 10 22800 D HARLEY DAVIDSON INC COM 41282210 48623 1052227 SH SHARED 1052227 D HARLEY DAVIDSON INC COM 41282210 3422 74054 SH SHARED 01 65054 9000 D HARLEY DAVIDSON INC COM 41282210 1193 25826 SH SHARED 02 25826 D HARLEY DAVIDSON INC COM 41282210 6 130 SH SHARED 05 130 D HARLEY DAVIDSON INC COM 41282210 439 9502 SH SHARED 06 6500 3002 D HARLEY DAVIDSON INC COM 41282210 63375 1371463 SH SHARED 10 1344063 27400 D HARLEY DAVIDSON INC COM 41282210 168 3656 SH SHARED 14 3656 D HARLEY DAVIDSON INC COM 41282210 2512 54370 SH SHARED 15 54370 D HARLEY DAVIDSON INC COM 41282210 46 1000 SH SHARED 20 1000 D HARLEY DAVIDSON INC COM 41282210 23 500 SH SHR/OTHR 20 500 D HARLEY DAVIDSON INC COM 41282210 138 3000 SH SHARED 22 3000 D HARLEY DAVIDSON INC COM 41282210 221 4800 SH SHR/OTHR 23 4800 D HARLEY DAVIDSON INC COM 41282210 362 7845 SH SHARED 24 7845 D HARLEYSVILLE GROUP INC COM 41282410 203 6352 SH SHARED 6352 D HARLEYSVILLE GROUP INC COM 41282410 411 12855 SH SHARED 02 12855 D HARLEYSVILLE GROUP INC COM 41282410 322 10100 SH SHARED 10 10100 D HARLEYSVILLE NATL CORP PA COM 41285010 20 1316 SH SHARED 1316 D HARLEYSVILLE NATL CORP PA COM 41285010 0 46 SH SHARED 02 46 D HARLEYSVILLE NATL CORP PA COM 41285010 128 8101 SH SHARED 10 8101 D HARLEYSVILLE SVGS FINL CORP COM 41286510 1 89 SH SHARED 89 D HARMAN INTL INDS INC COM 41308610 13844 160010 SH SHARED 160010 D HARMAN INTL INDS INC COM 41308610 689 7970 SH SHARED 01 7970 D HARMAN INTL INDS INC COM 41308610 1860 21508 SH SHARED 02 21508 D HARMAN INTL INDS INC COM 41308610 181 2100 SH SHARED 06 1450 650 D HARMAN INTL INDS INC COM 41308610 97932 1131900 SH SHARED 10 1131900 D HARMAN INTL INDS INC COM 41308610 1 13 SH SHARED 14 13 D HARMONIC INC COM 41316010 191 18006 SH SHARED 18006 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 3070 257806 SH SHARED 257806 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 2359 198100 SH SHARED 02 198100 D HARMONY GOLD MNG LTD 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630 200 D HARRIS CORP DEL COM 41387510 430 7445 SH SHARED 22 4450 2995 D HARRIS INTERACTIVE INC COM 41454910 10 2387 SH SHARED 2387 D HARRIS INTERACTIVE INC COM 41454910 60 13990 SH SHARED 02 13990 D HARRIS INTERACTIVE INC COM 41454910 2507 581900 SH SHARED 10 581900 D HARRIS STRATEX NTWRKS INC CL A 41457P10 67 3877 SH SHARED 3877 D HARRIS STRATEX NTWRKS INC CL A 41457P10 0 42 SH SHARED 02 42 D HARSCO CORP COM 41586410 6518 109978 SH SHARED 84614 25364 D HARSCO CORP COM 41586410 18422 310826 SH SHARED 310606 220 D HARSCO CORP COM 41586410 9211 155410 SH SHARED 01 130290 25120 D HARSCO CORP COM 41586410 399 6747 SH SHARED 02 6747 D HARSCO CORP COM 41586410 1620 27349 SH SHARED 04 27349 D HARSCO CORP COM 41586410 160 2700 SH SHARED 06 2100 600 D HARSCO CORP COM 41586410 32518 548650 SH SHARED 10 548650 D HARSCO CORP COM 41586410 12498 210874 SH SHARED 19 210874 D HARTE-HANKS INC COM 41619610 625 31760 SH SHARED 31760 D HARTE-HANKS INC COM 41619610 428 21750 SH SHARED 01 21750 D HARTE-HANKS INC COM 41619610 50 2578 SH SHARED 02 2578 D HARTE-HANKS INC COM 41619610 2479 126002 SH SHARED 10 126002 D HARTFORD FINL SVCS GROUP INC COM 41651510 0 4 SH SHARED 4 D HARTFORD FINL SVCS GROUP INC COM 41651510 32902 355512 SH SHARED 355402 110 D HARTFORD FINL SVCS GROUP INC COM 41651510 11723 126677 SH SHARED 01 125667 1010 D HARTFORD FINL SVCS GROUP INC COM 41651510 297 3216 SH SHR/OTHR 01 3216 D HARTFORD FINL SVCS GROUP INC COM 41651510 1508 16302 SH SHARED 02 16302 D HARTFORD FINL SVCS GROUP INC COM 41651510 227 2454 SH SHARED 04 2454 D HARTFORD FINL SVCS GROUP INC COM 41651510 6168 66650 SH SHARED 04 66650 D HARTFORD FINL SVCS GROUP INC COM 41651510 2384 25760 SH SHARED 05 25760 D HARTFORD FINL SVCS GROUP INC COM 41651510 69693 753037 SH SHARED 06 87420 665617 D HARTFORD FINL SVCS GROUP INC COM 41651510 165940 1792977 SH SHARED 10 1792977 D HARTFORD FINL SVCS GROUP INC COM 41651510 1970 21295 SH SHARED 14 21295 D HARTFORD FINL SVCS GROUP INC COM 41651510 925 10000 SH SHARED 15 10000 D HARTFORD FINL SVCS GROUP INC COM 41651510 5402 58369 SH SHARED 16 58369 D HARTFORD FINL SVCS GROUP INC COM 41651510 67 731 SH SHARED 19 731 D HARTFORD FINL SVCS GROUP INC COM 41651510 44 485 SH SHARED 20 360 125 D HARTFORD FINL SVCS GROUP INC COM 41651510 395 4275 SH SHARED 22 2550 1725 D HARTFORD FINL SVCS GROUP INC COM 41651510 234 2538 SH SHARED 23 2538 D HARTFORD FINL SVCS GROUP INC COM 41651510 1066 11522 SH SHR/OTHR 23 11522 D HARVARD BIOSCIENCE INC COM 41690610 2 624 SH SHARED 624 D HARTMARX CORP COM 41711910 444 90788 SH SHARED 90788 D HARTMARX CORP COM 41711910 46 9550 SH SHARED 02 9550 D HARVEST ENERGY TR TRUST UNIT 41752X10 1256 46641 SH SHARED 46641 D HARVEST ENERGY TR TRUST UNIT 41752X10 30154 1118900 SH SHARED 10 1118900 D HARVEST ENERGY TR TRUST UNIT 41752X10 247 9200 SH SHARED 14 9200 D HARVEST ENERGY TR TRUST UNIT 41752X10 32 1200 SH SHR/OTHR 23 1200 D HARVEST NATURAL RESOURCES IN COM 41754V10 22 1878 SH SHARED 1878 D HARVEST NATURAL RESOURCES IN COM 41754V10 1 145 SH SHARED 02 145 D HARVEST NATURAL RESOURCES IN COM 41754V10 28 2400 SH SHARED 10 2400 D HARVEY ELECTRONICS INC COM NEW 41766040 0 19 SH SHARED 19 D HASBRO INC COM 41805610 6455 231529 SH SHARED 231529 D HASBRO INC COM 41805610 841 30184 SH SHARED 01 30184 D HASBRO INC COM 41805610 5833 209231 SH SHARED 02 209231 D HASBRO INC COM 41805610 392 14090 SH SHARED 06 13300 790 D HASBRO INC COM 41805610 17324 621388 SH SHARED 10 602588 18800 D HASBRO INC COM 41805610 276 9905 SH SHARED 14 9905 D HASTINGS ENTMT INC COM 41836510 1 160 SH SHARED 160 D HAUPPAUGE DIGITAL INC COM 41913110 0 201 SH SHARED 201 D HAVERTY FURNITURE INC COM 41959610 116 13277 SH SHARED 13277 D HAVERTY FURNITURE INC COM 41959610 0 20 SH SHARED 02 20 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1134 52264 SH SHARED 52264 D HAWAIIAN ELEC INDUSTRIES COM 41987010 613 28275 SH SHARED 01 875 27400 D HAWAIIAN ELEC INDUSTRIES COM 41987010 93 4300 SH SHARED 02 4300 D HAWAIIAN ELEC INDUSTRIES COM 41987010 134 6200 SH SHARED 10 6200 D HAWAIIAN ELEC INDUSTRIES COM 41987010 8 400 SH SHARED 20 400 D HAWAIIAN HOLDINGS INC COM 41987910 3 874 SH SHARED 874 D HAWK CORP CL A 42008910 2 152 SH SHARED 152 D HAWKINS INC COM 42026110 3 219 SH SHARED 219 D HAWTHORN BANCSHARES INC COM 42047610 3 101 SH SHARED 101 D HAYES LEMMERZ INTL INC COM NEW 42078130 3753 902383 SH SHARED 902383 D HAYES LEMMERZ INTL INC COM NEW 42078130 12624 3034666 SH SHARED 02 3034666 D HAYNES INTERNATIONAL INC COM NEW 42087720 1473 17265 SH SHARED 17265 D HAYNES INTERNATIONAL INC COM NEW 42087720 6095 71400 SH SHARED 10 71400 D HEALTHCARE SVCS GRP INC COM 42190610 121 5983 SH SHARED 5983 D HEALTHCARE SVCS GRP INC COM 42190610 1 66 SH SHARED 02 66 D HEALTHCARE SVCS GRP INC COM 42190610 39 1950 SH SHARED 21 1950 D HEALTHSOUTH CORP COM NEW 42192430 26873 1534748 SH SHARED 1534748 D HEALTHSOUTH CORP COM NEW 42192430 2 133 SH SHARED 02 133 D HEALTHSOUTH CORP COM NEW 42192430 430 24600 SH SHARED 10 24600 D HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF 51345 52500000 PRN SHARED 52500000 D HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF 9706 9925000 PRN SHARED 02 9925000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1454 209581 SH SHARED 209581 D HEALTH MGMT ASSOC INC NEW CL A 42193310 565 81500 SH SHARED 01 81500 D HEALTH MGMT ASSOC INC NEW CL A 42193310 87 12645 SH SHARED 02 12645 D HEALTH MGMT ASSOC INC NEW CL A 42193310 55 7960 SH SHARED 06 5700 2260 D HEALTH MGMT ASSOC INC NEW CL A 42193310 125 18100 SH SHARED 10 18100 D HEALTH MGMT ASSOC INC NEW CL A 42193310 147 21325 SH SHARED 21 21325 D HEALTHCARE RLTY TR COM 42194610 3491 130946 SH SHARED 130946 D HEALTHCARE RLTY TR COM 42194610 72 2725 SH SHARED 01 2725 D HEALTHCARE RLTY TR COM 42194610 450 16881 SH SHARED 02 16881 D HEALTHCARE RLTY TR COM 42194610 7203 270200 SH SHARED 10 270200 D HEALTHCARE RLTY TR COM 42194610 16547 620700 SH SHARED 11 225250 395450 D HEADWATERS INC NOTE 2.875% 6/0 42210PAB 867 995000 PRN SHARED 02 995000 D HEADWATERS INC NOTE 2.500% 2/0 42210PAD 3743 4650000 PRN SHARED 02 4650000 D HEADWATERS INC COM 42210P10 461 30987 SH SHARED 30987 D HEADWATERS INC COM 42210P10 86 5800 SH SHARED 01 5800 D HEADWATERS INC COM 42210P10 492 33097 SH SHARED 02 33097 D HEADWATERS INC COM 42210P10 5719 384400 SH SHARED 10 384400 D HEADWATERS INC COM 42210P10 15 1057 SH SHARED 21 1057 D HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP 5 5000 PRN SHARED 10 5000 D HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ 5075 5000000 PRN SHARED 5000000 D HEALTH CARE REIT INC COM 42217K10 19145 432760 SH SHARED 432760 D HEALTH CARE REIT INC COM 42217K10 4 100 SH SHARED 01 100 D HEALTH CARE REIT INC COM 42217K10 230 5204 SH SHARED 02 5204 D HEALTH CARE REIT INC COM 42217K10 2349 53100 SH SHARED 10 53100 D HEALTH CARE REIT INC COM 42217K10 3463 78300 SH SHARED 11 78300 D HEALTH GRADES INC COM 42218Q10 4 713 SH SHARED 713 D HEALTHAXIS INC COM NEW 42219D30 0 160 SH SHARED 160 D HEALTHEXTRAS INC COM 42221110 465 16734 SH SHARED 16734 D HEALTHEXTRAS INC COM 42221110 448 16100 SH SHARED 01 16100 D HEALTHEXTRAS INC COM 42221110 11 403 SH SHARED 02 403 D HEALTHEXTRAS INC COM 42221110 1633 58700 SH SHARED 10 58700 D HEALTH NET INC COM 42222G10 58139 1075660 SH SHARED 1061160 14500 D HEALTH NET INC COM 42222G10 2588 47884 SH SHARED 01 13584 34300 D HEALTH NET INC COM 42222G10 2107 38985 SH SHARED 02 38985 D HEALTH NET INC COM 42222G10 3502 64808 SH SHARED 04 64808 D HEALTH NET INC COM 42222G10 216 4000 SH SHARED 06 2550 1450 D HEALTH NET INC COM 42222G10 32672 604480 SH SHARED 10 595480 9000 D HEALTH NET INC COM 42222G10 559 10348 SH SHARED 14 1100 9248 D HEALTH NET INC COM 42222G10 262 4860 SH SHARED 21 4860 D HEALTHTRONICS INC COM 42222L10 4 818 SH SHARED 818 D HEALTHSTREAM INC COM 42222N10 1 386 SH SHARED 386 D HEALTHSPRING INC COM 42224N10 445 22855 SH SHARED 22855 D HEALTHSPRING INC COM 42224N10 101 5200 SH SHARED 01 5200 D HEALTHSPRING INC COM 42224N10 3 159 SH SHARED 02 159 D HEALTHSPRING INC COM 42224N10 29911 1533900 SH SHARED 10 1533900 D HEALTHSPRING INC COM 42224N10 60 3100 SH SHARED 21 3100 D HEALTHWAYS INC COM 42224510 90 1677 SH SHARED 1677 D HEALTHWAYS INC COM 42224510 115 2145 SH SHARED 01 2145 D HEALTHWAYS INC COM 42224510 275 5100 SH SHARED 10 5100 D HEARST-ARGYLE TELEVISION INC COM 42231710 34 1331 SH SHARED 1331 D HEARST-ARGYLE TELEVISION INC COM 42231710 20 800 SH SHARED 01 800 D HEARST-ARGYLE TELEVISION INC COM 42231710 3 121 SH SHARED 02 121 D HEARST-ARGYLE TELEVISION INC COM 42231710 12 500 SH SHARED 10 500 D HEARTLAND FINL USA INC COM 42234Q10 11 567 SH SHARED 567 D HEARTLAND FINL USA INC COM 42234Q10 0 19 SH SHARED 02 19 D HEARTLAND EXPRESS INC COM 42234710 41 2889 SH SHARED 2889 D HEARTLAND EXPRESS INC COM 42234710 1 108 SH SHARED 02 108 D HEARTLAND EXPRESS INC COM 42234710 183 12836 SH SHARED 10 12836 D HEARTLAND PMT SYS INC COM 42235N10 280 10898 SH SHARED 10898 D HEARTLAND PMT SYS INC COM 42235N10 1 42 SH SHARED 02 42 D HEARUSA INC COM NEW 42236030 1 767 SH SHARED 767 D HECLA MNG CO COM 42270410 3468 387568 SH SHARED 387568 D HECLA MNG CO COM 42270410 314 35155 SH SHARED 01 35155 D HECLA MNG CO COM 42270410 5 570 SH SHARED 02 570 D HECLA MNG CO COM 42270410 664 74200 SH SHARED 10 74200 D HEELYS INC COM 42279M10 4 542 SH SHARED 542 D HEELYS INC COM 42279M10 26 3300 SH SHARED 01 3300 D HEELYS INC COM 42279M10 8 1013 SH SHARED 02 1013 D HEICO CORP NEW COM 42280610 305 6184 SH SHARED 6184 D HEICO CORP NEW COM 42280610 98 2000 SH SHARED 01 2000 D HEICO CORP NEW COM 42280610 63 1286 SH SHARED 02 1286 D HEICO CORP NEW CL A 42280620 20 531 SH SHARED 531 D HEICO CORP NEW CL A 42280620 26 662 SH SHARED 01 662 D HEIDRICK & STRUGGLES INTL IN COM 42281910 652 17888 SH SHARED 17888 D HEIDRICK & STRUGGLES INTL IN COM 42281910 173 4750 SH SHARED 02 4750 D HEIDRICK & STRUGGLES INTL IN COM 42281910 900 24700 SH SHARED 10 24700 D HEINZ H J CO COM 42307410 83 1800 SH SHARED 1800 D HEINZ H J CO COM 42307410 78972 1709351 SH SHARED 1709351 D HEINZ H J CO COM 42307410 2369 51288 SH SHARED 01 45263 6025 D HEINZ H J CO COM 42307410 455 9850 SH SHR/OTHR 01 9850 D HEINZ H J CO COM 42307410 34020 736382 SH SHARED 02 736382 D HEINZ H J CO COM 42307410 8 190 SH SHARED 05 190 D HEINZ H J CO COM 42307410 518 11230 SH SHARED 06 7950 3280 D HEINZ H J CO COM 42307410 22001 476229 SH SHARED 10 476229 D HEINZ H J CO COM 42307410 316 6855 SH SHARED 14 6855 D HEINZ H J CO COM 42307410 1122 24286 SH SHARED 20 14086 10200 D HEINZ H J CO COM 42307410 530 11484 SH SHR/OTHR 20 11484 D HEINZ H J CO COM 42307410 242 5250 SH SHR/OTHR 21 5250 D HEINZ H J CO COM 42307410 46 1000 SH SHR/OTHR 22 1000 D HEINZ H J CO COM 42307410 978 21175 SH SHARED 23 21175 D HEINZ H J CO COM 42307410 1194 25850 SH SHR/OTHR 23 25850 D HELICOS BIOSCIENCES CORP COM 42326R10 1 138 SH SHARED 138 D HELIOS & MATHESON NORTH AMER COM 42327L10 0 29 SH SHARED 29 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 28321 667019 SH SHARED 667019 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 5160 121545 SH SHARED 01 121545 D HELIX ENERGY 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HENRY BROS ELECTRONICS INC COM 42628610 0 108 SH SHARED 108 D HERITAGE COMMERCE CORP COM 42692710 14 677 SH SHARED 677 D HERCULES INC SDCV 8.000% 8/1 427056AK 20 19500 PRN SHARED 01 19500 D HERCULES INC SDCV 8.000% 8/1 427056AK 10 10000 PRN SHR/OTHR 20 10000 D HERCULES INC SDCV 8.000% 8/1 427056AK 0 750 PRN SHR/OTHR 23 750 D HERCULES INC COM 42705610 4327 205860 SH SHARED 205860 D HERCULES INC COM 42705610 483 23000 SH SHARED 01 23000 D HERCULES INC COM 42705610 3223 153337 SH SHARED 02 153337 D HERCULES INC COM 42705610 3107 147837 SH SHARED 10 147837 D HERCULES INC COM 42705610 50 2400 SH SHARED 20 2400 D HERCULES INC COM 42705610 63 3000 SH SHR/OTHR 23 3000 D HERCULES OFFSHORE INC COM 42709310 5657 216679 SH SHARED 216679 D HERCULES OFFSHORE INC COM 42709310 417 15973 SH SHARED 01 15973 D HERCULES OFFSHORE INC COM 42709310 3 142 SH SHARED 02 142 D HERCULES OFFSHORE INC COM 42709310 21717 831779 SH SHARED 10 831779 D HERCULES OFFSHORE INC COM 42709310 245 9415 SH SHARED 21 9415 D HERCULES TECH GROWTH CAP INC COM 42709650 205 15485 SH SHARED 15485 D HERCULES TECH GROWTH CAP INC COM 42709650 23 1753 SH SHARED 10 1753 D HERITAGE FINL CORP WASH COM 42722X10 3 150 SH SHARED 150 D HERITAGE OAKS BANCORP COM 42724R10 2 130 SH SHARED 130 D HERITAGE FINL GROUP COM 42725U10 1 86 SH SHARED 86 D HERLEY INDS INC DEL COM 42739810 23 1555 SH SHARED 1555 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 19 1950 SH SHARED 1950 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 1 106 SH SHARED 02 106 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 1524 154000 SH SHARED 11 154000 D HERSHEY CO COM 42786610 17603 379303 SH SHARED 379303 D HERSHEY CO COM 42786610 1396 30093 SH SHARED 01 30093 D HERSHEY CO COM 42786610 20130 433754 SH SHARED 02 433754 D HERSHEY CO COM 42786610 258 5560 SH SHARED 06 3900 1660 D HERSHEY CO COM 42786610 5235 112806 SH SHARED 10 112806 D HERSHEY CO COM 42786610 111 2400 SH SHARED 20 200 2200 D HESKA CORP COM 42805E10 2 1143 SH SHARED 1143 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 309 13609 SH SHARED 13609 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 54 2400 SH SHARED 01 2400 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 9641 424369 SH SHARED 02 424369 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 86 3800 SH SHARED 06 3000 800 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 327 14400 SH SHARED 10 14400 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 143 6300 SH SHARED 14 6300 D HESS CORP COM 42809H10 66 1000 SH SHARED 1000 D HESS CORP COM 42809H10 77095 1158804 SH SHARED 1158804 D HESS CORP COM 42809H10 9428 141715 SH SHARED 01 141490 225 D HESS CORP COM 42809H10 372 5598 SH SHR/OTHR 01 5598 D HESS CORP COM 42809H10 5900 88690 SH SHARED 02 88690 D HESS CORP COM 42809H10 10 160 SH SHARED 05 160 D HESS CORP COM 42809H10 555 8350 SH SHARED 06 5750 2600 D HESS CORP COM 42809H10 52453 788419 SH SHARED 10 730019 58400 D HESS CORP COM 42809H10 59 898 SH SHARED 14 898 D HESS CORP COM 42809H10 985 14816 SH SHR/OTHR 23 14816 D HEWITT ASSOCS INC COM 42822Q10 551 15732 SH SHARED 15732 D 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7890 SH SHARED 7890 D HOLLY CORP COM PAR $0.01 43575830 13 229 SH SHARED 02 229 D HOLLY CORP COM PAR $0.01 43575830 4884 81634 SH SHARED 10 81634 D HOLLY ENERGY PARTNERS L P COM UT LTD PTN 43576310 8 194 SH SHARED 194 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 1 682 SH SHARED 682 D HOLLYWOOD MEDIA CORP COM 43623310 3 856 SH SHARED 856 D HOLOGIC INC COM 43644010 3142 51521 SH SHARED 51521 D HOLOGIC INC COM 43644010 1176 19280 SH SHARED 01 18050 1230 D HOLOGIC INC COM 43644010 518 8501 SH SHARED 02 261 8240 D HOLOGIC INC COM 43644010 21594 354000 SH SHARED 04 354000 D HOLOGIC INC COM 43644010 73160 1199360 SH SHARED 10 1199360 D HOLOGIC INC COM 43644010 61 1000 SH SHARED 14 1000 D HOLOGIC INC COM 43644010 18 300 SH SHARED 24 300 D HOME BANCSHARES INC COM 43689320 12 583 SH SHARED 583 D HOME BANCSHARES INC COM 43689320 0 18 SH SHARED 02 18 D HOME FED BANCORP COM 43692610 2 83 SH SHARED 83 D HOME DEPOT INC COM 43707610 273 8446 SH SHARED 1680 6766 D HOME DEPOT INC COM 43707610 254678 7850755 SH SHARED 7849655 1100 D HOME DEPOT INC COM 43707610 11869 365900 SH SHARED 01 340130 25770 D HOME DEPOT INC COM 43707610 656 20247 SH SHR/OTHR 01 20247 D HOME DEPOT INC COM 43707610 61303 1889764 SH SHARED 02 1889764 D HOME DEPOT INC COM 43707610 81 2500 SH SHARED 04 2500 D HOME DEPOT INC COM 43707610 28 880 SH SHARED 05 880 D HOME DEPOT INC COM 43707610 2204 67960 SH SHARED 06 49000 18960 D HOME DEPOT INC COM 43707610 34771 1071859 SH SHARED 10 1035234 36625 D HOME DEPOT INC COM 43707610 48 1500 SH SHR/OTHR 10 1500 D HOME DEPOT INC COM 43707610 474 14636 SH SHARED 14 14636 D HOME DEPOT INC COM 43707610 1946 60000 SH SHARED 15 60000 D HOME DEPOT INC COM 43707610 62 1940 SH SHARED 19 1940 D HOME DEPOT INC COM 43707610 4663 143768 SH SHARED 20 29653 114115 D HOME DEPOT INC COM 43707610 1265 39020 SH SHR/OTHR 20 39020 D HOME DEPOT INC COM 43707610 303 9360 SH SHARED 21 9360 D HOME DEPOT INC COM 43707610 79 2450 SH SHR/OTHR 21 2450 D HOME DEPOT INC COM 43707610 12 400 SH SHARED 22 400 D HOME DEPOT INC COM 43707610 94 2910 SH SHR/OTHR 22 2910 D HOME DEPOT INC COM 43707610 642 19805 SH SHARED 23 19805 D HOME DEPOT INC COM 43707610 1418 43719 SH SHR/OTHR 23 43719 D HOME DIAGNOSTICS INC DEL COM 43708010 3 327 SH SHARED 327 D HOME FEDERAL BANCORP INC COM 43709A10 2 159 SH SHARED 159 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 1089 31297 SH SHARED 31297 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 2088 60000 SH SHARED 02 60000 D HOME PROPERTIES INC COM 43730610 398 7638 SH SHARED 7638 D HOME PROPERTIES INC COM 43730610 57 1100 SH SHARED 01 1100 D HOME PROPERTIES INC COM 43730610 2 56 SH SHARED 02 56 D HOME PROPERTIES INC COM 43730610 3177 60900 SH SHARED 10 60900 D HOME PROPERTIES INC COM 43730610 20037 384000 SH SHARED 11 384000 D HOME SOLUTIONS AMER INC COM 43735510 478 141100 SH SHARED 141100 D HOME SOLUTIONS AMER INC COM 43735510 990 292152 SH SHARED 87252 204900 D HOME SOLUTIONS AMER INC COM 43735510 48 14180 SH SHARED 01 14180 D HOME SOLUTIONS AMER INC COM 43735510 51 15096 SH SHARED 02 15096 D HONDA MOTOR LTD AMERN SHS 43812830 0 19 SH SHARED 19 D HONDA MOTOR LTD AMERN SHS 43812830 0 29 SH SHARED 01 29 D HONDA MOTOR LTD AMERN SHS 43812830 74 2242 SH SHARED 02 2242 D HONDA MOTOR LTD AMERN SHS 43812830 100 3000 SH SHR/OTHR 23 3000 D HONEYWELL INTL INC COM 43851610 2795 47000 SH SHARED 47000 D HONEYWELL INTL INC COM 43851610 87687 1474478 SH SHARED 1402666 71812 D HONEYWELL INTL INC COM 43851610 10286 172976 SH SHARED 01 138734 34242 D HONEYWELL INTL INC COM 43851610 813 13672 SH SHR/OTHR 01 13672 D HONEYWELL INTL INC COM 43851610 11634 195643 SH SHARED 02 195643 D HONEYWELL INTL INC COM 43851610 53 901 SH SHARED 04 901 D HONEYWELL INTL INC COM 43851610 11376 191300 SH SHARED 04 191300 D HONEYWELL INTL INC COM 43851610 19 330 SH SHARED 05 330 D HONEYWELL INTL INC COM 43851610 68158 1146095 SH SHARED 06 144250 1001845 D HONEYWELL INTL INC COM 43851610 244827 4116831 SH SHARED 10 3982231 134600 D HONEYWELL INTL INC COM 43851610 2813 47302 SH SHARED 14 47302 D HONEYWELL INTL INC COM 43851610 1367 23000 SH SHARED 15 23000 D HONEYWELL INTL INC COM 43851610 10430 175390 SH SHARED 20 158134 17256 D HONEYWELL INTL INC COM 43851610 2876 48375 SH SHR/OTHR 20 48375 D HONEYWELL INTL INC COM 43851610 374 6290 SH SHARED 21 6290 D HONEYWELL INTL INC COM 43851610 29 500 SH SHR/OTHR 21 500 D HONEYWELL INTL INC COM 43851610 373 6285 SH SHARED 22 3800 2485 D HONEYWELL INTL INC COM 43851610 1514 25475 SH SHARED 23 25475 D HONEYWELL INTL INC COM 43851610 2173 36550 SH SHR/OTHR 23 36550 D HONEYWELL INTL INC COM 43851610 107 1800 SH SHARED 24 1800 D HOOKER FURNITURE CORP COM 43903810 1516 75772 SH SHARED 75772 D HOOKER FURNITURE CORP COM 43903810 74 3700 SH SHARED 01 3700 D HOOKER FURNITURE CORP COM 43903810 119 5961 SH SHARED 02 5961 D HOOKER FURNITURE CORP COM 43903810 2486 124200 SH SHARED 10 124200 D HOOPER HOLMES INC COM 43910410 4 1753 SH SHARED 1753 D HOPFED BANCORP INC COM 43973410 1 93 SH SHARED 93 D HORACE MANN EDUCATORS CORP N COM 44032710 559 28383 SH SHARED 28383 D HORACE MANN EDUCATORS CORP N COM 44032710 287 14600 SH SHARED 01 14600 D HORACE MANN EDUCATORS CORP N COM 44032710 487 24729 SH SHARED 02 24729 D HORACE MANN EDUCATORS CORP N COM 44032710 321 16300 SH SHARED 10 16300 D HORIZON FINL CORP WASH COM 44041F10 13 647 SH SHARED 647 D HORIZON OFFSHORE INC COM NEW 44043J20 517 31375 SH SHARED 31375 D HORIZON OFFSHORE INC COM NEW 44043J20 23 1450 SH SHARED 01 1450 D HORIZON OFFSHORE INC COM NEW 44043J20 0 41 SH SHARED 02 41 D HORIZON OFFSHORE INC COM NEW 44043J20 141 8600 SH SHARED 10 8600 D HORIZON LINES INC COM 44044K10 196 6448 SH SHARED 6448 D HORIZON LINES INC COM 44044K10 1148 37620 SH SHARED 01 37345 275 D HORIZON LINES INC COM 44044K10 790 25900 SH SHR/OTHR 01 25900 D HORIZON LINES INC COM 44044K10 14 468 SH SHARED 02 468 D HORIZON LINES INC COM 44044K10 754 24700 SH SHARED 10 24700 D HORMEL FOODS CORP COM 44045210 1627 45474 SH SHARED 45474 D HORMEL FOODS CORP COM 44045210 1182 33050 SH SHARED 01 5400 27650 D HORMEL FOODS CORP COM 44045210 89 2500 SH SHR/OTHR 01 2500 D HORMEL FOODS CORP COM 44045210 135 3784 SH SHARED 02 3784 D HORMEL FOODS CORP COM 44045210 9750 272500 SH SHARED 10 272500 D HORMEL FOODS CORP COM 44045210 255 7133 SH SHARED 14 7133 D HORNBECK OFFSHORE SVCS INC N COM 44054310 402 10954 SH SHARED 10954 D HORNBECK OFFSHORE SVCS INC N COM 44054310 437 11920 SH SHARED 01 11920 D HORNBECK OFFSHORE SVCS INC N COM 44054310 3 94 SH SHARED 02 94 D HORNBECK OFFSHORE SVCS INC N COM 44054310 546 14900 SH SHARED 10 14900 D HORSEHEAD HLDG CORP COM 44069430 1628 72631 SH SHARED 72631 D HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK 4317 4512000 PRN SHARED 02 4512000 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 22264 547714 SH SHARED 542014 5700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1121 27600 SH SHARED 01 2100 25500 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 199 4896 SH SHARED 02 4896 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 11644 286450 SH SHARED 10 269150 17300 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 29133 716700 SH SHARED 11 716700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 291 7178 SH SHARED 14 7178 D HOSPIRA INC COM 44106010 22 534 SH SHARED 534 D HOSPIRA INC COM 44106010 4677 112852 SH SHARED 112852 D HOSPIRA INC COM 44106010 1161 28016 SH SHARED 01 25660 2356 D HOSPIRA INC COM 44106010 94 2290 SH SHR/OTHR 01 2290 D HOSPIRA INC COM 44106010 177 4277 SH SHARED 02 3977 300 D HOSPIRA INC COM 44106010 4 120 SH SHARED 05 120 D HOSPIRA INC COM 44106010 195 4710 SH SHARED 06 3460 1250 D HOSPIRA INC COM 44106010 3069 74042 SH SHARED 10 73742 300 D HOSPIRA INC COM 44106010 254 6146 SH SHARED 14 6146 D HOSPIRA INC COM 44106010 8 200 SH SHARED 20 200 D HOSPIRA INC COM 44106010 104 2520 SH SHR/OTHR 20 2520 D HOSPIRA INC COM 44106010 9 220 SH SHARED 21 220 D HOSPIRA INC COM 44106010 6 160 SH SHARED 22 160 D HOSPIRA INC COM 44106010 126 3050 SH SHR/OTHR 22 3050 D HOSPIRA INC COM 44106010 532 12848 SH SHARED 23 12208 640 D HOSPIRA INC COM 44106010 194 4685 SH SHR/OTHR 23 4685 D HOST HOTELS & RESORTS INC COM 44107P10 2272 101250 SH SHARED 101250 D HOST HOTELS & RESORTS INC COM 44107P10 20399 909053 SH SHARED 909053 D HOST HOTELS & RESORTS INC COM 44107P10 16124 718553 SH SHARED 01 65227 653326 D HOST HOTELS & RESORTS INC COM 44107P10 1521 67817 SH SHR/OTHR 01 67817 D HOST HOTELS & RESORTS INC COM 44107P10 877 39124 SH SHARED 02 39124 D HOST HOTELS & RESORTS INC COM 44107P10 3590 160000 SH SHARED 04 160000 D HOST HOTELS & RESORTS INC COM 44107P10 20701 922523 SH SHARED 10 893023 29500 D HOST HOTELS & RESORTS INC COM 44107P10 459761 20488464 SH SHARED 11 11773700 8714764 D HOST HOTELS & RESORTS INC COM 44107P10 654 29170 SH SHARED 14 29170 D HOST HOTELS & RESORTS INC COM 44107P10 5 244 SH SHR/OTHR 23 244 D HOT TOPIC INC COM 44133910 453 60855 SH SHARED 60855 D HOT TOPIC INC COM 44133910 46 6200 SH SHARED 01 6200 D HOT TOPIC INC COM 44133910 1407 188700 SH SHARED 10 188700 D HOUSE OF TAYLOR JEWELRY INC COM 44176R10 0 230 SH SHARED 230 D HOUSTON AMERN ENERGY CORP COM 44183U10 1 408 SH SHARED 408 D HOUSEVALUES INC COM 44183Y10 1 353 SH SHARED 353 D HOUSTON WIRE & CABLE CO COM 44244K10 14 775 SH SHARED 775 D HOUSTON WIRE & CABLE CO COM 44244K10 0 28 SH SHARED 02 28 D HOVNANIAN ENTERPRISES INC CL A 44248720 2346 211596 SH SHARED 211596 D HOVNANIAN ENTERPRISES INC CL A 44248720 59 5345 SH SHARED 01 5345 D HOVNANIAN ENTERPRISES INC CL A 44248720 20 1870 SH SHARED 02 1870 D HOVNANIAN ENTERPRISES INC CL A 44248720 1151 103800 SH SHARED 10 103800 D HUANENG PWR INTL INC SPON ADR H SHS 44330410 488 9252 SH SHARED 9252 D HUANENG PWR INTL INC SPON ADR H SHS 44330410 21 405 SH SHARED 21 405 D HUB GROUP INC CL A 44332010 135 4518 SH SHARED 4518 D HUB GROUP INC CL A 44332010 80 2670 SH SHARED 01 2670 D HUB GROUP INC CL A 44332010 212 7080 SH SHARED 02 7080 D HUB GROUP INC CL A 44332010 650 21659 SH SHARED 10 21659 D HUB GROUP INC CL A 44332010 810 27000 SH SHR/OTHR 23 27000 D HUBBELL INC CL A 44351010 0 7 SH SHARED 02 7 D HUBBELL INC CL B 44351020 14085 246588 SH SHARED 246588 D HUBBELL INC CL B 44351020 1182 20700 SH SHARED 01 3900 16800 D HUBBELL INC CL B 44351020 616 10790 SH SHARED 02 9980 810 D HUBBELL INC CL B 44351020 28540 499650 SH SHARED 10 499650 D HUBBELL INC CL B 44351020 11 210 SH SHR/OTHR 10 210 D HUBBELL INC CL B 44351020 60 1060 SH SHR/OTHR 22 1060 D HUDSON CITY BANCORP COM 44368310 24283 1578910 SH SHARED 1578910 D HUDSON CITY BANCORP COM 44368310 862 56063 SH SHARED 01 52365 3698 D HUDSON CITY BANCORP COM 44368310 282 18374 SH SHARED 02 18374 D HUDSON CITY BANCORP COM 44368310 271 17670 SH SHARED 06 12850 4820 D HUDSON CITY BANCORP COM 44368310 3215 209100 SH SHARED 10 209100 D HUDSON CITY BANCORP COM 44368310 366 23800 SH SHARED 14 23800 D HUDSON CITY BANCORP COM 44368310 9 641 SH SHARED 23 641 D HUDSON CITY BANCORP COM 44368310 622 40450 SH SHR/OTHR 23 40450 D HUDSON HIGHLAND GROUP INC COM 44379210 2775 218007 SH SHARED 218007 D HUDSON HIGHLAND GROUP INC COM 44379210 84 6600 SH SHARED 01 6600 D HUDSON HIGHLAND GROUP INC COM 44379210 1232 96800 SH SHARED 10 96800 D HUDSON TECHNOLOGIES INC COM 44414410 0 89 SH SHARED 89 D HUGHES COMMUNICATIONS INC COM 44439810 24 481 SH SHARED 481 D HUGHES COMMUNICATIONS INC COM 44439810 0 11 SH SHARED 02 11 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 3895 164805 SH SHARED 164805 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 0 1 SH SHARED 01 1 D HUMANA INC COM 44485910 34638 495684 SH SHARED 462684 33000 D HUMANA INC COM 44485910 8030 114920 SH SHARED 01 114920 D HUMANA INC COM 44485910 1155 16532 SH SHARED 02 16532 D HUMANA INC COM 44485910 146 2100 SH SHARED 06 2100 D HUMANA INC COM 44485910 78330 1120926 SH SHARED 10 1112726 8200 D HUMANA INC COM 44485910 13 198 SH SHARED 14 198 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 4084 4354000 PRN SHARED 4354000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 18760 20000000 PRN SHARED 02 20000000 D HUMAN GENOME SCIENCES INC COM 44490310 2701 262571 SH SHARED 262571 D HUMAN GENOME SCIENCES INC COM 44490310 29 2900 SH SHARED 01 2900 D HUMAN GENOME SCIENCES INC COM 44490310 506 49250 SH SHARED 02 48950 300 D HUMAN GENOME SCIENCES INC COM 44490310 820 79706 SH SHARED 04 79706 D HUMAN GENOME SCIENCES INC COM 44490310 19 1900 SH SHARED 10 1900 D HUNGARIAN TEL & CABLE CORP COM 44554210 2 144 SH SHARED 144 D HUNGARIAN TEL & CABLE CORP COM 44554210 0 3 SH SHARED 02 3 D HUNT J B TRANS SVCS INC COM 44565810 1853 70466 SH SHARED 70466 D HUNT J B TRANS SVCS INC COM 44565810 1088 41375 SH SHARED 01 975 40400 D HUNT J B TRANS SVCS INC COM 44565810 128 4889 SH SHARED 02 4889 D HUNT J B TRANS SVCS INC COM 44565810 3710 141101 SH SHARED 10 141101 D HUNTINGTON BANCSHARES INC COM 44615010 14084 829467 SH SHARED 829467 D HUNTINGTON BANCSHARES INC COM 44615010 776 45714 SH SHARED 01 45314 400 D HUNTINGTON BANCSHARES INC COM 44615010 232 13702 SH SHARED 02 13702 D HUNTINGTON BANCSHARES INC COM 44615010 5 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 204 12040 SH SHARED 06 9000 3040 D HUNTINGTON BANCSHARES INC COM 44615010 8751 515402 SH SHARED 10 514697 705 D HUNTINGTON BANCSHARES INC COM 44615010 222 13100 SH SHARED 14 13100 D HUNTSMAN CORP COM 44701110 42171 1591962 SH SHARED 1591962 D HUNTSMAN CORP COM 44701110 27 1054 SH SHARED 02 1054 D HUNTSMAN CORP COM 44701110 129 4893 SH SHARED 06 4893 D HUNTSMAN CORP COM 44701110 119 4500 SH SHARED 10 4500 D HUNTSMAN CORP PFD MND CV 5% 44701120 10408 209899 SH SHARED 209899 D HURCO COMPANIES INC COM 44732410 564 10448 SH SHARED 10448 D HURCO COMPANIES INC COM 44732410 108 2000 SH SHARED 02 2000 D HURCO COMPANIES INC COM 44732410 270 5000 SH SHR/OTHR 23 5000 D HURON CONSULTING GROUP INC COM 44746210 50 701 SH SHARED 701 D HURON CONSULTING GROUP INC COM 44746210 203 2800 SH SHARED 01 1400 1400 D HURON CONSULTING GROUP INC COM 44746210 2 28 SH SHARED 02 28 D HURON CONSULTING GROUP INC COM 44746210 18089 249100 SH SHARED 10 249100 D HURRAY HLDGS CO LTD SPONSORED ADR 44777310 34 6700 SH SHARED 6700 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 2109 2182000 PRN SHARED 2182000 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 1310 1355000 PRN SHARED 02 1355000 D HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF 1391 1511000 PRN SHARED 02 1511000 D HUTCHINSON TECHNOLOGY INC COM 44840710 231 9425 SH SHARED 9425 D HUTCHINSON TECHNOLOGY INC COM 44840710 17 725 SH SHARED 01 725 D HUTCHINSON TECHNOLOGY INC COM 44840710 69 2820 SH SHARED 02 2820 D HUTCHINSON TECHNOLOGY INC COM 44840710 154 6300 SH SHARED 10 6300 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 5818 280000 SH SHARED 280000 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 29 1400 SH SHARED 01 1400 D HUTTIG BLDG PRODS INC COM 44845110 2233 414375 SH SHARED 414375 D HYDROGENICS CORP COM 44888210 2 2002 SH SHARED 2002 D IDT CORP CL B 44894730 22 2695 SH SHARED 2695 D IDT CORP CL B 44894730 70 8430 SH SHARED 01 1530 6900 D IDT CORP CL B 44894730 4 582 SH SHARED 02 582 D IDT CORP CL B 44894730 112 13500 SH SHARED 10 13500 D HYPERDYNAMICS CORP COM 44895410 1 629 SH SHARED 629 D HYPERCOM CORP COM 44913M10 11 2527 SH SHARED 2527 D HYPERCOM CORP COM 44913M10 14 3177 SH SHARED 02 3177 D HYPERION TOTAL RETURN & INCO COM 44914510 201 25800 SH SHARED 25800 D HYTHIAM INC COM 44919F10 10 1465 SH SHARED 1465 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 0 1100 SH SHARED 1100 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 0 296 SH SHARED 01 296 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 23870 1602079 SH SHARED 1602079 D IAC INTERACTIVECORP COM NEW 44919P30 23870 804517 SH SHARED 804517 D IAC INTERACTIVECORP COM NEW 44919P30 2202 74219 SH SHARED 01 74219 D IAC INTERACTIVECORP COM NEW 44919P30 412 13907 SH SHARED 02 13907 D IAC INTERACTIVECORP COM NEW 44919P30 935 31546 SH SHARED 04 31546 D IAC INTERACTIVECORP COM NEW 44919P30 4 150 SH SHARED 05 150 D IAC INTERACTIVECORP COM NEW 44919P30 959 32330 SH SHARED 06 30300 2030 D IAC INTERACTIVECORP COM NEW 44919P30 2722 91750 SH SHARED 10 91750 D IAC INTERACTIVECORP COM NEW 44919P30 2267 76414 SH SHARED 14 76414 D IAC INTERACTIVECORP COM NEW 44919P30 1780 60000 SH SHARED 15 60000 D IA GLOBAL INC COM 44920E10 0 632 SH SHARED 632 D ICF INTL INC COM 44925C10 321 11672 SH SHARED 11672 D ICF INTL INC COM 44925C10 107 3900 SH SHARED 02 3900 D ICT GROUP INC COM 44929Y10 5 424 SH SHARED 424 D ICO INC NEW COM 44929310 241 17123 SH SHARED 17123 D ICO INC NEW COM 44929310 88 6250 SH SHARED 02 6250 D ICU MED INC COM 44930G10 39 1010 SH SHARED 1010 D ICU MED INC COM 44930G10 9 250 SH SHARED 02 250 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K10 732 210509 SH SHARED 210509 D ICOP DIGITAL INC COM NEW 44930M20 0 149 SH SHARED 149 D ICAD INC COM 44934S10 2 867 SH SHARED 867 D IDM PHARMA INC COM 44939410 0 583 SH SHARED 583 D I D SYSTEMS INC COM 44948910 3 288 SH SHARED 288 D I-FLOW CORP COM NEW 44952030 18 973 SH SHARED 973 D IGI INC COM 44957510 0 166 SH SHARED 166 D IHOP CORP COM 44962310 107 1697 SH SHARED 1697 D IHOP CORP COM 44962310 6 100 SH SHARED 01 100 D IHOP CORP COM 44962310 6 104 SH SHARED 02 104 D IHOP CORP COM 44962310 348 5500 SH SHARED 10 5500 D ILX RESORTS INC COM NEW 44966150 0 45 SH SHARED 45 D I-MANY INC COM 44973Q10 3 1157 SH SHARED 1157 D I-MANY INC COM 44973Q10 2 960 SH SHARED 02 960 D ING PRIME RATE TR SH BEN INT 44977W10 0 69 SH SHARED 69 D ING CLARION REAL EST INCOME COM SHS 44978810 991 65000 SH SHARED 65000 D IPG PHOTONICS CORP COM 44980X10 38 1977 SH SHARED 1977 D IPG PHOTONICS CORP COM 44980X10 0 25 SH SHARED 02 25 D IPG PHOTONICS CORP COM 44980X10 167 8500 SH SHARED 10 8500 D IPCS INC COM NEW 44980Y30 19 569 SH SHARED 569 D IPCS INC COM NEW 44980Y30 91 2674 SH SHARED 02 2674 D IPCS INC COM NEW 44980Y30 240 7000 SH SHARED 10 7000 D ING CLARION GLB RE EST INCM COM 44982G10 8530 431900 SH SHARED 431900 D ING CLARION GLB RE EST INCM COM 44982G10 143 7286 SH SHARED 23 7286 D ING CLARION GLB RE EST INCM COM 44982G10 55 2798 SH SHR/OTHR 23 2798 D IMS HEALTH INC COM 44993410 4045 132017 SH SHARED 132017 D IMS HEALTH INC COM 44993410 4480 146236 SH SHARED 01 137271 8965 D IMS HEALTH INC COM 44993410 778 25420 SH SHR/OTHR 01 25420 D IMS HEALTH INC COM 44993410 148 4834 SH SHARED 02 4834 D IMS HEALTH INC COM 44993410 6 200 SH SHARED 05 200 D IMS HEALTH INC COM 44993410 246 8030 SH SHARED 06 5300 2730 D IMS HEALTH INC COM 44993410 3062 99966 SH SHARED 10 99336 630 D IMS HEALTH INC COM 44993410 306 10000 SH SHARED 14 10000 D IMS HEALTH INC COM 44993410 101 3300 SH SHARED 20 2300 1000 D IMS HEALTH INC COM 44993410 27 885 SH SHR/OTHR 21 885 D IMS HEALTH INC COM 44993410 18 600 SH SHARED 22 600 D IMS HEALTH INC COM 44993410 2120 69200 SH SHARED 23 69200 D IMS HEALTH INC COM 44993410 2160 70500 SH SHR/OTHR 23 70500 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 2871 180956 SH SHARED 180956 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 174 11000 SH SHARED 11000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1908 120265 SH SHARED 01 120265 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 872 55000 SH SHARED 04 55000 D ISTAR FINL INC COM 45031U10 10898 320625 SH SHARED 317725 2900 D ISTAR FINL INC COM 45031U10 390 11500 SH SHARED 01 11500 D ISTAR FINL INC COM 45031U10 150 4427 SH SHARED 02 4427 D ISTAR FINL INC COM 45031U10 299 8800 SH SHARED 10 8800 D ISTAR FINL INC COM 45031U10 30703 903300 SH SHARED 11 903300 D ISTAR FINL INC COM 45031U10 99 2928 SH SHARED 14 2928 D ISTAR FINL INC COM 45031U10 67 2000 SH SHARED 21 2000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 27 4029 SH SHARED 4029 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 429 62300 SH SHARED 04 62300 D ITT EDUCATIONAL SERVICES INC COM 45068B10 2876 23637 SH SHARED 23637 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1703 13995 SH SHARED 01 4095 9900 D ITT EDUCATIONAL SERVICES INC COM 45068B10 347 2857 SH SHARED 02 2857 D ITT EDUCATIONAL SERVICES INC COM 45068B10 279 2300 SH SHARED 10 2300 D I-TRAX INC COM NEW 45069D20 3 1028 SH SHARED 1028 D IVAX DIAGNOSTICS INC COM 45070W10 0 197 SH SHARED 197 D IXIA COM 45071R10 739 84803 SH SHARED 84803 D IXIA COM 45071R10 0 68 SH SHARED 02 68 D IBASIS INC COM NEW 45073220 15 1396 SH SHARED 1396 D IBERIABANK CORP COM 45082810 22 432 SH SHARED 432 D IBERIABANK CORP COM 45082810 0 18 SH SHARED 02 18 D IBERIABANK CORP COM 45082810 626 11900 SH SHARED 10 11900 D IBIS TECHNOLOGY CORP COM 45090910 0 366 SH SHARED 366 D ITT CORP NEW COM 45091110 264 3900 SH SHARED 3900 D ITT CORP NEW COM 45091110 32531 478897 SH SHARED 473697 5200 D ITT CORP NEW COM 45091110 1977 29108 SH SHARED 01 28908 200 D ITT CORP NEW COM 45091110 150 2216 SH SHR/OTHR 01 2216 D ITT CORP NEW COM 45091110 693 10211 SH SHARED 02 10211 D ITT CORP NEW COM 45091110 293736 4324100 SH SHARED 04 4324100 D ITT CORP NEW COM 45091110 57214 842255 SH SHARED 05 842255 D ITT CORP NEW COM 45091110 2490 36660 SH SHARED 06 35000 1660 D ITT CORP NEW COM 45091110 5188 76386 SH SHARED 10 76386 D ITT CORP NEW COM 45091110 1969 29000 SH SHARED 14 29000 D ITT CORP NEW COM 45091110 4736 69729 SH SHARED 16 69729 D ITT CORP NEW COM 45091110 135 2000 SH SHARED 20 2000 D ITT CORP NEW COM 45091110 57 846 SH SHARED 23 846 D ITT CORP NEW COM 45091110 67 1000 SH SHR/OTHR 23 1000 D IAMGOLD CORP COM 45091310 829 95681 SH SHARED 95681 D IAMGOLD CORP COM 45091310 28 3300 SH SHARED 02 3300 D IAMGOLD CORP COM 45091310 2167 250000 SH SHARED 04 250000 D IAMGOLD CORP COM 45091310 26837 3095500 SH SHARED 10 3095500 D ICON PUB LTD CO SPONSORED ADR 45103T10 195 3830 SH SHARED 3830 D ICON PUB LTD CO SPONSORED ADR 45103T10 30 600 SH SHARED 600 D ICON PUB LTD CO SPONSORED ADR 45103T10 11206 219600 SH SHARED 10 219600 D ICICI BK LTD ADR 45104G10 11644 220869 SH SHARED 220869 D ICICI BK LTD ADR 45104G10 506 9600 SH SHARED 01 1100 8500 D ICICI BK LTD ADR 45104G10 175 3322 SH SHARED 04 3322 D ICICI BK LTD ADR 45104G10 7908 150000 SH SHARED 04 150000 D ICICI BK LTD ADR 45104G10 342 6500 SH SHARED 05 6500 D ICICI BK LTD ADR 45104G10 627 11900 SH SHARED 10 11900 D ICICI BK LTD ADR 45104G10 5 100 SH SHARED 21 100 D ICAGEN INC COM 45104P10 259 129660 SH SHARED 129660 D ICONIX BRAND GROUP INC COM 45105510 58 2474 SH SHARED 2474 D ICONIX BRAND GROUP INC COM 45105510 216 9100 SH SHARED 01 9100 D ICONIX BRAND GROUP INC COM 45105510 231 9746 SH SHARED 02 86 9660 D IDACORP INC COM 45110710 1553 47460 SH SHARED 47460 D IDACORP INC COM 45110710 541 16545 SH SHARED 01 2245 14300 D IDACORP INC COM 45110710 68 2088 SH SHARED 02 2088 D IDACORP INC COM 45110710 21402 653700 SH SHARED 10 653700 D IDAHO GEN MINES INC COM 45127230 180 27259 SH SHARED 27259 D IDENIX PHARMACEUTICALS INC COM 45166R20 2 884 SH SHARED 884 D IDEARC INC COM 45166310 1 37 SH SHARED 37 D IDEARC INC COM 45166310 0 25 SH SHR/OTHR 25 D IDEARC INC COM 45166310 4874 154888 SH SHARED 154881 7 D IDEARC INC COM 45166310 230 7319 SH SHARED 01 6324 995 D IDEARC INC COM 45166310 46 1481 SH SHR/OTHR 01 1481 D IDEARC INC COM 45166310 312 9944 SH SHARED 02 9944 D IDEARC INC COM 45166310 1 59 SH SHARED 05 59 D IDEARC INC COM 45166310 138 4406 SH SHARED 06 3372 1034 D IDEARC INC COM 45166310 9466 300801 SH SHARED 10 300801 D IDEARC INC COM 45166310 23 752 SH SHARED 14 752 D IDEARC INC COM 45166310 17 555 SH SHARED 20 500 55 D IDEARC INC COM 45166310 1 45 SH SHR/OTHR 20 45 D IDEARC INC COM 45166310 19 633 SH SHARED 22 380 253 D IDEARC INC COM 45166310 0 25 SH SHR/OTHR 22 25 D IDEARC INC COM 45166310 35 1130 SH SHARED 23 700 430 D IDEARC INC COM 45166310 69 2210 SH SHR/OTHR 23 2210 D IDEX CORP COM 45167R10 2246 61730 SH SHARED 61730 D IDEX CORP COM 45167R10 7040 193472 SH SHARED 01 93837 99635 D IDEX CORP COM 45167R10 198 5450 SH SHR/OTHR 01 5450 D IDEX CORP COM 45167R10 154 4241 SH SHARED 02 4241 D IDEX CORP COM 45167R10 374 10303 SH SHARED 10 8650 1653 D IDEX CORP COM 45167R10 973 26749 SH SHARED 20 18162 8587 D IDEX CORP COM 45167R10 264 7270 SH SHR/OTHR 20 7270 D IDEX CORP COM 45167R10 92 2535 SH SHARED 21 1350 1185 D IDEX CORP COM 45167R10 233 6418 SH SHARED 22 6028 390 D IDEX CORP COM 45167R10 55 1521 SH SHR/OTHR 22 1521 D IDEX CORP COM 45167R10 590 16219 SH SHARED 23 15962 257 D IDEX CORP COM 45167R10 427 11747 SH SHR/OTHR 23 11747 D IDEXX LABS INC COM 45168D10 178 1630 SH SHARED 1630 D IDEXX LABS INC COM 45168D10 48 445 SH SHARED 02 445 D IDEXX LABS INC COM 45168D10 13578 123900 SH SHARED 10 123900 D IDERA PHARMACEUTICALS INC COM NEW 45168K30 3 447 SH SHARED 447 D IGATE CORP COM 45169U10 16 1904 SH SHARED 1904 D IKON OFFICE SOLUTIONS INC COM 45171310 299 23332 SH SHARED 23332 D IKON OFFICE SOLUTIONS INC COM 45171310 1215 94615 SH SHARED 01 94615 D IKON OFFICE SOLUTIONS INC COM 45171310 2 212 SH SHARED 02 212 D IKON OFFICE SOLUTIONS INC COM 45171310 543 42300 SH SHARED 10 42300 D ILINC COMMUNICATIONS INC COM 45172410 0 772 SH SHARED 772 D IKANOS COMMUNICATIONS COM 45173E10 3 572 SH SHARED 572 D IKANOS COMMUNICATIONS COM 45173E10 7 1330 SH SHARED 01 1330 D IHS INC CL A 45173410 591 10466 SH SHARED 10466 D IHS INC CL A 45173410 5 92 SH SHARED 02 92 D IHS INC CL A 45173410 2824 50000 SH SHARED 10 50000 D ILLINOIS TOOL WKS INC COM 45230810 357 6000 SH SHARED 6000 D ILLINOIS TOOL WKS INC COM 45230810 37304 625500 SH SHARED 625500 D ILLINOIS TOOL WKS INC COM 45230810 11864 198938 SH SHARED 01 180227 18711 D ILLINOIS TOOL WKS INC COM 45230810 207 3474 SH SHR/OTHR 01 3474 D ILLINOIS TOOL WKS INC COM 45230810 830 13918 SH SHARED 02 13918 D ILLINOIS TOOL WKS INC COM 45230810 11 200 SH SHARED 05 200 D ILLINOIS TOOL WKS INC COM 45230810 953 15990 SH SHARED 06 11200 4790 D ILLINOIS TOOL WKS INC COM 45230810 26727 448146 SH SHARED 10 446266 1880 D ILLINOIS TOOL WKS INC COM 45230810 189 3176 SH SHARED 14 3176 D ILLINOIS TOOL WKS INC COM 45230810 3232 54205 SH SHARED 20 11885 42320 D ILLINOIS TOOL WKS INC COM 45230810 1035 17360 SH SHR/OTHR 20 17360 D ILLINOIS TOOL WKS INC COM 45230810 763 12810 SH SHARED 21 12810 D ILLINOIS TOOL WKS INC COM 45230810 149 2500 SH SHR/OTHR 21 2500 D ILLINOIS TOOL WKS INC COM 45230810 551 9255 SH SHARED 22 4675 4580 D ILLINOIS TOOL WKS INC COM 45230810 330 5540 SH SHR/OTHR 22 5540 D ILLINOIS TOOL WKS INC COM 45230810 2335 39160 SH SHARED 23 38770 390 D ILLINOIS TOOL WKS INC COM 45230810 615 10322 SH SHR/OTHR 23 10322 D ILLUMINA INC NOTE 0.625% 2/1 452327AB 3941 3025000 PRN SHARED 02 3025000 D ILLUMINA INC COM 45232710 444 8569 SH SHARED 8569 D ILLUMINA INC COM 45232710 106 2050 SH SHARED 01 2050 D ILLUMINA INC COM 45232710 2191 42240 SH SHARED 02 42240 D ILLUMINA INC COM 45232710 10870 209527 SH SHARED 10 209527 D IMAGE ENTMT INC COM NEW 45243920 1 400 SH SHARED 400 D IMAGE SENSING SYS INC COM 45244C10 1 89 SH SHARED 89 D IMATION CORP COM 45245A10 1924 78465 SH SHARED 78465 D IMATION CORP COM 45245A10 220 8990 SH SHARED 01 1490 7500 D IMATION CORP COM 45245A10 48 1990 SH SHARED 02 1990 D IMATION CORP COM 45245A10 565 23068 SH SHARED 10 23068 D IMAGEWARE SYS INC COM 45245S10 0 371 SH SHARED 371 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 2658 2868000 PRN SHARED 2868000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 11193 12075000 PRN SHARED 02 12075000 D IMCLONE SYS INC COM 45245W10 2405 58200 SH SHARED 58200 D IMCLONE SYS INC COM 45245W10 329 7970 SH SHARED 01 7970 D IMCLONE SYS INC COM 45245W10 6045 146227 SH SHARED 02 146227 D IMCLONE SYS INC COM 45245W10 6049 146327 SH SHARED 04 146327 D IMCLONE SYS INC COM 45245W10 115 2800 SH SHARED 10 2800 D IMERGENT INC COM 45247Q10 11 515 SH SHARED 515 D IMERGENT INC COM 45247Q10 433 19322 SH SHARED 02 19322 D IMARX THERAPEUTICS INC COM 45248L30 0 77 SH SHARED 77 D IMMTECH PHARMACEUTICALS INC COM 45251910 278 33964 SH SHARED 33964 D IMMERSION CORP COM 45252110 21 1289 SH SHARED 1289 D IMMERSION CORP COM 45252110 98 6000 SH SHARED 01 6000 D IMMERSION CORP COM 45252110 83 5107 SH SHARED 02 5107 D IMMERSION CORP COM 45252110 183 11200 SH SHARED 10 11200 D IMMUCELL CORP COM PAR $0.10 45252530 0 66 SH SHARED 66 D IMMUCOR INC COM 45252610 380 10644 SH SHARED 10644 D IMMUCOR INC COM 45252610 9 270 SH SHARED 02 270 D IMMUCOR INC COM 45252610 12887 360500 SH SHARED 05 360500 D IMMUCOR INC COM 45252610 286 8000 SH SHARED 10 8000 D IMMUNOGEN INC COM 45253H10 4 954 SH SHARED 954 D IMPAC MTG HLDGS INC COM 45254P10 383 249260 SH SHARED 249260 D IMPAC MTG HLDGS INC COM 45254P10 48 31385 SH SHARED 01 31385 D IMPAC MTG HLDGS INC COM 45254P10 1 935 SH SHARED 02 935 D IMPAC MTG HLDGS INC COM 45254P10 4370 2838008 SH SHARED 10 2838008 D IMMUNICON CORP DEL COM 45260A10 0 658 SH SHARED 658 D IMPERIAL CAP BANCORP INC COM 45268010 7 254 SH SHARED 254 D IMPERIAL CAP BANCORP INC COM 45268010 113 4031 SH SHARED 02 4031 D IMPERIAL CAP BANCORP INC COM 45268010 73 2600 SH SHARED 10 2600 D IMPERIAL INDS INC COM NEW 45284840 0 63 SH SHARED 63 D IMMUNOMEDICS INC COM 45290710 7 3084 SH SHARED 3084 D IMMUNOMEDICS INC COM 45290710 48 20970 SH SHARED 02 20970 D INCOME OPPORTUNITY RLTY INVS COM 45292610 0 23 SH SHARED 23 D IMPERIAL OIL LTD COM NEW 45303840 1144 23086 SH SHARED 21886 1200 D IMPERIAL OIL LTD COM NEW 45303840 460 9286 SH SHARED 01 4786 4500 D IMPERIAL OIL LTD COM NEW 45303840 40 815 SH SHARED 02 815 D IMPERIAL OIL LTD COM NEW 45303840 9 200 SH SHARED 05 200 D IMPERIAL OIL LTD COM NEW 45303840 133 2700 SH SHARED 06 300 2400 D IMPERIAL OIL LTD COM NEW 45303840 1182 23860 SH SHARED 10 21760 2100 D IMPERIAL OIL LTD COM NEW 45303840 133 2700 SH SHR/OTHR 10 2700 D IMPERIAL OIL LTD COM NEW 45303840 441 8900 SH SHARED 14 8900 D IMPERIAL OIL LTD COM NEW 45303840 44 900 SH SHARED 19 900 D IMPERIAL OIL LTD COM NEW 45303840 8801 177600 SH SHARED 20 14300 163300 D IMPERIAL OIL LTD COM NEW 45303840 2298 46375 SH SHR/OTHR 20 46375 D IMPERIAL OIL LTD COM NEW 45303840 27 553 SH SHARED 21 553 D IMPERIAL SUGAR CO NEW COM NEW 45309620 1321 50587 SH SHARED 50587 D IMPERIAL SUGAR CO NEW COM NEW 45309620 112 4300 SH SHARED 01 1700 2600 D IMPERIAL SUGAR CO NEW COM NEW 45309620 2816 107800 SH SHARED 10 107800 D IMPERIAL SUGAR CO NEW COM NEW 45309620 36 1391 SH SHR/OTHR 23 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 18 200 SH SHARED 200 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 1948 21227 SH SHARED 21227 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 1027 11194 SH SHARED 02 11194 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 67552 735950 SH SHARED 10 735950 D IMPLANT SCIENCES CORP COM 45320R10 0 256 SH SHARED 256 D INCYTE CORP COM 45337C10 422 59060 SH SHARED 59060 D INCYTE CORP COM 45337C10 21 3000 SH SHR/OTHR 01 3000 D INCYTE CORP COM 45337C10 14 2028 SH SHARED 02 2028 D INDEPENDENCE FED SVGS BK COM 45343210 0 37 SH SHARED 37 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 798 39162 SH SHARED 39162 D INDEPENDENT BANK CORP MASS COM 45383610 17 590 SH SHARED 590 D INDEPENDENT BANK CORP MASS COM 45383610 0 22 SH SHARED 02 22 D INDEPENDENT BANK CORP MASS COM 45383610 169 5700 SH SHARED 10 5700 D INDEPENDENT BANK CORP MICH COM 45383810 11 1010 SH SHARED 1010 D INDEPENDENT BANK CORP MICH COM 45383810 95 8600 SH SHARED 10 8600 D INDEVUS PHARMACEUTICALS INC COM 45407210 1025 148378 SH SHARED 148378 D INDEVUS PHARMACEUTICALS INC COM 45407210 4 632 SH SHR/OTHR 01 632 D INDEVUS PHARMACEUTICALS INC COM 45407210 0 106 SH SHARED 02 106 D INDIA GLOBALIZATION CAP INC COM 45408X10 576 98611 SH SHARED 98611 D INDIA FD INC COM 45408910 2 42 SH SHARED 02 42 D INDIA FD INC COM 45408910 55 1013 SH SHR/OTHR 23 1013 D INDUSTRIAL DISTR GROUP INC COM 45606110 324 34347 SH SHARED 34347 D INDUSTRIAL SVCS AMER INC FLA COM 45631410 0 48 SH SHARED 48 D INDUSTRIAS BACHOCO S A B DE SPON ADR B 45646310 27 900 SH SHARED 900 D INDYMAC BANCORP INC COM 45660710 1214 51441 SH SHARED 51441 D INDYMAC BANCORP INC COM 45660710 605 25645 SH SHARED 01 6645 19000 D INDYMAC BANCORP INC COM 45660710 144 6141 SH SHARED 02 6141 D INDYMAC BANCORP INC COM 45660710 233 9900 SH SHARED 10 9900 D INDYMAC BANCORP INC COM 45660710 292 12400 SH SHARED 14 12400 D INERGY HLDGS L P COM 45661Q10 13 283 SH SHARED 283 D INERGY L P UNIT LTD PTNR 45661510 66 2105 SH SHARED 2105 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 4631 269601 SH SHARED 269601 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 31 1850 SH SHARED 01 1850 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 8 516 SH SHARED 02 516 D INFINITY ENERGY RESOURCES IN COM PAR .0001 45663L40 13 11007 SH SHARED 11007 D INFOCROSSING INC COM 45664X10 8 470 SH SHARED 470 D INFOCUS CORP COM 45665B10 1 1036 SH SHARED 1036 D INFINITY PHARMACEUTICALS INC COM 45665G30 1 168 SH SHARED 168 D INFINITY PPTY & CAS CORP COM 45665Q10 90 2249 SH SHARED 2249 D INFINITY PPTY & CAS CORP COM 45665Q10 577 14350 SH SHARED 02 14350 D INFINITY PPTY & CAS CORP COM 45665Q10 560 13927 SH SHARED 10 13927 D INFORMATICA CORP NOTE 3.000% 3/1 45666QAB 9916 9600000 PRN SHARED 9600000 D INFORMATICA CORP NOTE 3.000% 3/1 45666QAB 167 162000 PRN SHARED 02 162000 D INFORMATICA CORP COM 45666Q10 284 18107 SH SHARED 18107 D INFORMATICA CORP COM 45666Q10 208 13300 SH SHARED 01 13300 D INFORMATICA CORP COM 45666Q10 490 31228 SH SHARED 02 13498 17730 D INFINERA CORPORATION COM 45667G10 7 368 SH SHARED 368 D INFORMATION SERVICES GROUP I COM 45675Y10 6659 870499 SH SHARED 870499 D INFORMATION SERVICES GROUP I COM 45675Y10 0 42 SH SHARED 02 42 D INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y11 127 175000 SH SHARED 175000 D INFOSPACE INC COM NEW 45678T20 16409 934506 SH SHARED 934506 D INFOSPACE INC COM NEW 45678T20 29 1700 SH SHARED 01 1700 D INFOSPACE INC COM NEW 45678T20 136 7750 SH SHARED 02 7750 D INFOSPACE INC COM NEW 45678T20 135 7700 SH SHARED 04 7700 D INFOSPACE INC COM NEW 45678T20 1545 88000 SH SHARED 10 88000 D INFOSONICS CORP COM 45678410 0 225 SH SHARED 225 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 25285 522533 SH SHARED 522533 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 38 800 SH SHARED 01 800 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 7229 149400 SH SHARED 02 149400 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1548 32000 SH SHARED 04 32000 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1426 29469 SH SHARED 10 29469 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 29 600 SH SHR/OTHR 20 600 D INFOUSA INC NEW COM 45681830 44 4738 SH SHARED 4738 D INFOUSA INC NEW COM 45681830 350 37750 SH SHARED 01 37750 D INFOUSA INC NEW COM 45681830 107 11612 SH SHARED 02 11612 D ING GROUP N V SPONSORED ADR 45683710 1541 34800 SH SHARED 34800 D ING GROUP N V SPONSORED ADR 45683710 39 895 SH SHARED 01 395 500 D ING GROUP N V SPONSORED ADR 45683710 128 2908 SH SHARED 02 2908 D ING GROUP N V SPONSORED ADR 45683710 53 1200 SH SHR/OTHR 20 1200 D INGLES MKTS INC CL A 45703010 15 540 SH SHARED 540 D INGLES MKTS INC CL A 45703010 120 4200 SH SHARED 02 4200 D INGLES MKTS INC CL A 45703010 97 3400 SH SHARED 10 3400 D INGRAM MICRO INC CL A 45715310 5784 294999 SH SHARED 294999 D INGRAM MICRO INC CL A 45715310 1415 72200 SH SHARED 01 35100 37100 D INGRAM MICRO INC CL A 45715310 299 15271 SH SHARED 02 13651 1620 D INGRAM MICRO INC CL A 45715310 487 24885 SH SHARED 10 24885 D INGRAM MICRO INC CL A 45715310 8 428 SH SHARED 22 428 D INHIBITEX INC COM 45719T10 543 414758 SH SHARED 414758 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 2467 2500000 PRN SHARED 2500000 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 463 470000 PRN SHARED 02 470000 D INLAND REAL ESTATE CORP COM NEW 45746120 5679 366661 SH SHARED 366661 D INLAND REAL ESTATE CORP COM NEW 45746120 1 104 SH SHARED 02 104 D INLAND REAL ESTATE CORP COM NEW 45746120 1973 127400 SH SHARED 10 127400 D INLAND REAL ESTATE CORP COM NEW 45746120 27936 1803500 SH SHARED 11 1803500 D INNODATA ISOGEN INC COM NEW 45764220 2 557 SH SHARED 557 D INNOVEX INC COM 45764710 0 491 SH SHARED 491 D INSIGHT ENTERPRISES INC COM 45765U10 350 13571 SH SHARED 13571 D INSIGHT ENTERPRISES INC COM 45765U10 219 8500 SH SHARED 02 8500 D INSIGHT ENTERPRISES INC COM 45765U10 353 13700 SH SHARED 10 13700 D INSIGNIA SYS INC COM 45765Y10 1 363 SH SHARED 363 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 662 200000 PRN SHARED 02 200000 D INSITE VISION INC COM 45766010 2 2088 SH SHARED 2088 D INSITUFORM TECHNOLOGIES INC CL A 45766710 183 12048 SH SHARED 12048 D INSITUFORM TECHNOLOGIES INC CL A 45766710 10 680 SH SHARED 02 680 D INSITUFORM TECHNOLOGIES INC CL A 45766710 1523 100000 SH SHARED 05 100000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 10677 701065 SH SHARED 10 701065 D INSMED INC COM NEW 45766920 2 2941 SH SHARED 2941 D INNOTRAC CORP COM 45767M10 0 66 SH SHARED 66 D INNOSPEC INC COM 45768S10 242 10626 SH SHARED 10626 D INNOSPEC INC COM 45768S10 63 2800 SH SHARED 01 2800 D INNOSPEC INC COM 45768S10 0 40 SH SHARED 02 40 D INNOSPEC INC COM 45768S10 2280 100100 SH SHARED 10 100100 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 215 11344 SH SHARED 11344 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 170 8966 SH SHARED 02 8966 D INSIGHTFUL CORP COM 45770X10 0 252 SH SHARED 252 D INPHONIC INC COM 45772G10 9748 3519249 SH SHARED 3519249 D INPHONIC INC COM 45772G10 7 2600 SH SHARED 10 2600 D INOVIO BIOMEDICAL CORP COM 45773H10 31 23500 SH SHARED 23500 D INOVIO BIOMEDICAL CORP COM 45773H10 1 1110 SH SHARED 1110 D INPLAY TECHNOLOGIES INC COM 45773L10 0 228 SH SHARED 228 D INNOVATIVE CARD TECHNLGS INC COM 45773R10 1 497 SH SHARED 497 D INNERWORKINGS INC COM 45773Y10 20 1170 SH SHARED 1170 D INNERWORKINGS INC COM 45773Y10 0 40 SH SHARED 02 40 D INNERWORKINGS INC COM 45773Y10 2965 172100 SH SHARED 10 172100 D INSPIRE PHARMACEUTICALS INC COM 45773310 7 1351 SH SHARED 1351 D INSPIRE PHARMACEUTICALS INC COM 45773310 214 40006 SH SHARED 02 40006 D INNOPHOS HOLDINGS INC COM 45774N10 9 621 SH SHARED 621 D INSTEEL INDUSTRIES INC COM 45774W10 11 781 SH SHARED 781 D INSULET CORP COM 45784P10 6 318 SH SHARED 318 D INNSUITES HOSPITALITY TR SH BEN INT 45791910 0 86 SH SHARED 86 D INNOVO GROUP INC COM PAR $0.01 45795460 1 743 SH SHARED 743 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AD 41905 29000000 PRN SHARED 29000000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 1792 36897 SH SHARED 36897 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 14 300 SH SHARED 02 300 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 149 3079 SH SHARED 10 3079 D INSURE COM INC COM 45807N10 0 56 SH SHARED 56 D INSURED MUN INCOME FD COM 45809F10 1 89 SH SHARED 89 D INSURED MUN INCOME FD COM 45809F10 445 34000 SH SHARED 10 34000 D INSWEB CORP COM NEW 45809K20 0 52 SH SHARED 52 D INTEGRAL SYS INC MD COM 45810H10 995 46306 SH SHARED 46306 D INTEGRAMED AMER INC COM NEW 45810N30 2 179 SH SHARED 179 D INTEGRATED ELECTRICAL SVC COM 45811E30 497 19432 SH SHARED 19432 D INTEGRATED ELECTRICAL SVC COM 45811E30 1003 39200 SH SHARED 01 39000 200 D INTEGRATED ELECTRICAL SVC COM 45811E30 868 33900 SH SHR/OTHR 01 33900 D INTEGRATED ELECTRICAL SVC COM 45811E30 0 15 SH SHARED 02 15 D INTAC INTL COM 45811T10 8 900 SH SHARED 02 900 D INTAC INTL COM 45811T10 8383 932487 SH SHARED 04 932487 D INTAC INTL COM 45811T10 1642 182690 SH SHARED 06 111810 70880 D INTEGRATED BIOPHARMA INC COM 45811V10 0 170 SH SHARED 170 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 3691 238496 SH SHARED 238496 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1728 111670 SH SHARED 01 51800 59870 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 230 14895 SH SHARED 02 14895 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 500 32348 SH SHARED 10 32348 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2054 132700 SH SHARED 14 132700 D INTEGRATED SILICON SOLUTION COM 45812P10 226 35890 SH SHARED 35890 D INTEGRATED SILICON SOLUTION COM 45812P10 36 5800 SH SHARED 02 5800 D INTEGRA BK CORP COM 45814P10 108 5985 SH SHARED 5985 D INTEGRA BK CORP COM 45814P10 63 3528 SH SHARED 02 3528 D INTEGRA BK CORP COM 45814P10 92 5100 SH SHARED 10 5100 D INTEL CORP SDCV 2.950%12/1 458140AD 12834 12400000 PRN SHARED 12400000 D INTEL CORP SDCV 2.950%12/1 458140AD 16249 15700000 PRN SHARED 04 15700000 D INTEL CORP COM 45814010 7792 301319 SH SHARED 183845 117474 D INTEL CORP COM 45814010 357687 13831674 SH SHARED 13675504 156170 D INTEL CORP COM 45814010 63511 2455984 SH SHARED 01 1912641 543343 D INTEL CORP COM 45814010 2664 103052 SH SHR/OTHR 01 103052 D INTEL CORP COM 45814010 137787 5328214 SH SHARED 02 5328214 D INTEL CORP COM 45814010 1460 56473 SH SHARED 04 56473 D INTEL CORP COM 45814010 101916 3941100 SH SHARED 04 3941100 D INTEL CORP COM 45814010 15923 615740 SH SHARED 05 615740 D INTEL CORP COM 45814010 34444 1331967 SH SHARED 06 371350 960617 D INTEL CORP COM 45814010 256420 9915721 SH SHARED 10 9624280 291441 D INTEL CORP COM 45814010 162 6300 SH SHR/OTHR 10 6300 D INTEL CORP COM 45814010 5613 217079 SH SHARED 14 31000 186079 D INTEL CORP COM 45814010 3879 150000 SH SHARED 15 150000 D INTEL CORP COM 45814010 10498 405979 SH SHARED 19 405979 D INTEL CORP COM 45814010 18098 699854 SH SHARED 20 247505 452349 D INTEL CORP COM 45814010 4337 167726 SH SHR/OTHR 20 167726 D INTEL CORP COM 45814010 1844 71329 SH SHARED 21 64738 6591 D INTEL CORP COM 45814010 142 5527 SH SHR/OTHR 21 5527 D INTEL CORP COM 45814010 2370 91664 SH SHARED 22 71106 20558 D INTEL CORP COM 45814010 804 31097 SH SHR/OTHR 22 31097 D INTEL CORP COM 45814010 6850 264907 SH SHARED 23 244287 20620 D INTEL CORP COM 45814010 11369 439670 SH SHR/OTHR 23 439670 D INTEL CORP COM 45814010 125 4867 SH SHARED 24 4867 D INTELLIGENT SYS CORP NEW COM 45816D10 0 95 SH SHARED 95 D INTELLI-CHECK INC COM 45817G10 1 313 SH SHARED 313 D INTEGRITY BANCSHARES INC COM 45818G10 1 372 SH SHARED 372 D INTEGRYS ENERGY GROUP INC COM 45822P10 16720 326383 SH SHARED 326383 D INTEGRYS ENERGY GROUP INC COM 45822P10 755 14738 SH SHARED 01 14738 D INTEGRYS ENERGY GROUP INC COM 45822P10 152 2970 SH SHR/OTHR 01 2970 D INTEGRYS ENERGY GROUP INC COM 45822P10 725 14168 SH SHARED 02 14168 D INTEGRYS ENERGY GROUP INC COM 45822P10 25469 497162 SH SHARED 10 497162 D INTEGRYS ENERGY GROUP INC COM 45822P10 15 300 SH SHARED 20 300 D INTEGRYS ENERGY GROUP INC COM 45822P10 166 3249 SH SHARED 21 1249 2000 D INTEGRYS ENERGY GROUP INC COM 45822P10 63 1237 SH SHR/OTHR 23 1237 D INTER PARFUMS INC COM 45833410 10 463 SH SHARED 463 D INTER PARFUMS INC COM 45833410 59 2505 SH SHARED 02 15 2490 D INTERACTIVE INTELLIGENCE INC COM 45839M10 8 449 SH SHARED 449 D INTERACTIVE INTELLIGENCE INC COM 45839M10 11 600 SH SHARED 01 600 D INTERACTIVE INTELLIGENCE INC COM 45839M10 3 170 SH SHARED 02 170 D INTERACTIVE INTELLIGENCE INC COM 45839M10 163 8600 SH SHARED 10 8600 D INTERACTIVE DATA CORP COM 45840J10 1931 68505 SH SHARED 68505 D INTERACTIVE DATA CORP COM 45840J10 65 2320 SH SHARED 01 2320 D INTERACTIVE DATA CORP COM 45840J10 3 134 SH SHARED 02 134 D INTERACTIVE DATA CORP COM 45840J10 406 14400 SH SHARED 10 14400 D INTERACTIVE BROKERS GROUP IN COM 45841N10 149 5688 SH SHARED 5688 D INTERACTIVE BROKERS GROUP IN COM 45841N10 189 7200 SH SHARED 10 7200 D INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW 45857P30 254 12819 SH SHARED 12819 D INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW 45857P30 5 291 SH SHARED 02 291 D INTERCONTINENTALEXCHANGE INC COM 45865V10 12318 81098 SH SHARED 81098 D INTERCONTINENTALEXCHANGE INC COM 45865V10 1115 7345 SH SHARED 01 7245 100 D INTERCONTINENTALEXCHANGE INC COM 45865V10 1122 7387 SH SHARED 02 7387 D INTERCONTINENTALEXCHANGE INC COM 45865V10 12455 82000 SH SHARED 05 82000 D INTERCONTINENTALEXCHANGE INC COM 45865V10 197 1300 SH SHARED 06 1000 300 D INTERCONTINENTALEXCHANGE INC COM 45865V10 6815 44870 SH SHARED 10 44870 D INTERFACE INC CL A 45866510 43 2402 SH SHARED 2402 D INTERFACE INC CL A 45866510 374 20738 SH SHARED 02 1078 19660 D INTERFACE INC CL A 45866510 4 268 SH SHARED 10 268 D INTERDIGITAL INC COM 45867G10 476 22926 SH SHARED 22926 D INTERDIGITAL INC COM 45867G10 227 10940 SH SHARED 01 10940 D INTERDIGITAL INC COM 45867G10 1 79 SH SHARED 02 79 D INTERDIGITAL INC COM 45867G10 707 34041 SH SHARED 10 34041 D INTERGROUP CORP COM 45868510 54 3015 SH SHARED 20 3015 D INTERLEUKIN GENETICS INC COM 45873810 0 461 SH SHARED 461 D INTERLINE BRANDS INC COM 45874310 78 3408 SH SHARED 3408 D INTERLINE BRANDS INC COM 45874310 151 6599 SH SHARED 02 6599 D INTERLINE BRANDS INC COM 45874310 150 6527 SH SHARED 10 6527 D INTERMEC INC COM 45878610 64 2467 SH SHARED 2467 D INTERMEC INC COM 45878610 449 17200 SH SHARED 01 17200 D INTERMEC INC COM 45878610 9 382 SH SHARED 02 382 D INTERMEC INC COM 45878610 10 400 SH SHARED 10 400 D INTERMUNE INC NOTE 0.250% 3/0 45884XAC 562 500000 PRN SHARED 02 500000 D INTERMUNE INC COM 45884X10 950 49708 SH SHARED 49708 D INTERMUNE INC COM 45884X10 27 1444 SH SHARED 02 1444 D INTERMUNE INC COM 45884X10 7770 406179 SH SHARED 04 406179 D INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A30 848 59904 SH SHARED 59904 D INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A30 56 4000 SH SHARED 01 4000 D INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A30 155 10960 SH SHARED 02 10960 D INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A30 1208 85300 SH SHARED 10 85300 D INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A30 7 504 SH SHARED 20 504 D INTERNATIONAL ASSETS HLDG CO COM 45902810 2 106 SH SHARED 106 D INTERNATIONAL BANCSHARES COR COM 45904410 50 2319 SH SHARED 2319 D INTERNATIONAL BANCSHARES COR COM 45904410 46 2138 SH SHARED 02 2138 D INTERNATIONAL BANCSHARES COR COM 45904410 840 38746 SH SHARED 10 38746 D INTERNATIONAL BUSINESS MACHS COM 45920010 1805 15328 SH SHARED 9513 5815 D INTERNATIONAL BUSINESS MACHS COM 45920010 313905 2664729 SH SHARED 2419093 245636 D INTERNATIONAL BUSINESS MACHS COM 45920010 67270 571060 SH SHARED 01 424012 147048 D INTERNATIONAL BUSINESS MACHS COM 45920010 3837 32577 SH SHR/OTHR 01 32577 D INTERNATIONAL BUSINESS MACHS COM 45920010 31623 268450 SH SHARED 02 268450 D INTERNATIONAL BUSINESS MACHS COM 45920010 82264 698343 SH SHARED 04 698343 D INTERNATIONAL BUSINESS MACHS COM 45920010 14821 125820 SH SHARED 05 125820 D INTERNATIONAL BUSINESS MACHS COM 45920010 47688 404826 SH SHARED 06 77000 327826 D INTERNATIONAL BUSINESS MACHS COM 45920010 409472 3475994 SH SHARED 10 3369010 106984 D INTERNATIONAL BUSINESS MACHS COM 45920010 2106 17879 SH SHARED 14 6100 11779 D INTERNATIONAL BUSINESS MACHS COM 45920010 6493 55125 SH SHARED 16 55125 D INTERNATIONAL BUSINESS MACHS COM 45920010 17 150 SH SHARED 19 150 D INTERNATIONAL BUSINESS MACHS COM 45920010 8679 73676 SH SHARED 20 17125 56551 D INTERNATIONAL BUSINESS MACHS COM 45920010 3451 29300 SH SHR/OTHR 20 29300 D INTERNATIONAL BUSINESS MACHS COM 45920010 717 6089 SH SHARED 21 6089 D INTERNATIONAL BUSINESS MACHS COM 45920010 508 4320 SH SHR/OTHR 21 4320 D INTERNATIONAL BUSINESS MACHS COM 45920010 1073 9114 SH SHARED 22 6114 3000 D INTERNATIONAL BUSINESS MACHS COM 45920010 692 5878 SH SHR/OTHR 22 5878 D INTERNATIONAL BUSINESS MACHS COM 45920010 15257 129517 SH SHARED 23 122367 7150 D INTERNATIONAL BUSINESS MACHS COM 45920010 28192 239322 SH SHR/OTHR 23 239322 D INTERNATIONAL BUSINESS MACHS COM 45920010 116 991 SH SHARED 24 991 D INTERNATIONAL COAL GRP INC N COM 45928H10 697 157056 SH SHARED 157056 D INTERNATIONAL COAL GRP INC N COM 45928H10 0 220 SH SHARED 02 220 D INTERNATIONAL COAL GRP INC N COM 45928H10 82 18600 SH SHARED 10 18600 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 27641 522917 SH SHARED 522917 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 7562 143063 SH SHARED 01 68756 74307 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 716 13559 SH SHR/OTHR 01 13559 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 114 2166 SH SHARED 02 2166 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2923 55300 SH SHARED 05 55300 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 116 2200 SH SHARED 06 1800 400 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 5849 110659 SH SHARED 10 110659 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1506 28500 SH SHARED 20 1500 27000 D INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP 16070 16200000 PRN SHARED 16200000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 30037 696934 SH SHARED 696934 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1687 39162 SH SHARED 01 38262 900 D INTERNATIONAL GAME TECHNOLOG COM 45990210 10 250 SH SHR/OTHR 01 250 D INTERNATIONAL GAME TECHNOLOG COM 45990210 5108 118521 SH SHARED 02 118521 D INTERNATIONAL GAME TECHNOLOG COM 45990210 2155 50000 SH SHARED 04 50000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 5 130 SH SHARED 05 130 D INTERNATIONAL GAME TECHNOLOG COM 45990210 474 11010 SH SHARED 06 7900 3110 D INTERNATIONAL GAME TECHNOLOG COM 45990210 6464 149996 SH SHARED 10 149996 D INTERNATIONAL GAME TECHNOLOG COM 45990210 3 75 SH SHR/OTHR 10 75 D INTERNATIONAL GAME TECHNOLOG COM 45990210 64 1505 SH SHARED 20 310 1195 D INTERNATIONAL GAME TECHNOLOG COM 45990210 93 2170 SH SHR/OTHR 20 2170 D INTERNATIONAL GAME TECHNOLOG COM 45990210 60 1400 SH SHARED 23 1200 200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 25 600 SH SHR/OTHR 23 600 D INTL PAPER CO COM 46014610 215 6000 SH SHARED 6000 D INTL PAPER CO COM 46014610 116247 3240789 SH SHARED 3230789 10000 D INTL PAPER CO COM 46014610 2991 83403 SH SHARED 01 72673 10730 D INTL PAPER CO COM 46014610 533 14871 SH SHR/OTHR 01 14871 D INTL PAPER CO COM 46014610 1631 45487 SH SHARED 02 45487 D INTL PAPER CO COM 46014610 5 158 SH SHARED 05 158 D INTL PAPER CO COM 46014610 526 14670 SH SHARED 06 10550 4120 D INTL PAPER CO COM 46014610 7952 221697 SH SHARED 10 221697 D INTL PAPER CO COM 46014610 258 7211 SH SHARED 14 7211 D INTL PAPER CO COM 46014610 47 1336 SH SHARED 20 1336 D INTL PAPER CO COM 46014610 236 6600 SH SHARED 23 6600 D INTL PAPER CO COM 46014610 554 15460 SH SHR/OTHR 23 15460 D INTERNATIONAL RECTIFIER CORP COM 46025410 4506 136589 SH SHARED 136589 D INTERNATIONAL RECTIFIER CORP COM 46025410 1220 37000 SH SHARED 01 15300 21700 D INTERNATIONAL RECTIFIER CORP COM 46025410 124 3780 SH SHARED 02 3780 D INTERNATIONAL RECTIFIER CORP COM 46025410 468 14200 SH SHARED 10 14200 D INTL SECS EXCHANGE HLDGS INC CL A 46031W20 7640 114950 SH SHARED 114950 D INTL SECS EXCHANGE HLDGS INC CL A 46031W20 184 2775 SH SHARED 01 2775 D INTL SECS EXCHANGE HLDGS INC CL A 46031W20 59 889 SH SHARED 02 889 D INTL SECS EXCHANGE HLDGS INC CL A 46031W20 658 9900 SH SHARED 10 9900 D INTERNATIONAL SHIPHOLDING CO COM NEW 46032120 2 109 SH SHARED 109 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 940 20507 SH SHARED 20507 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 1118 24400 SH SHARED 01 15300 9100 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 75 1639 SH SHARED 02 1639 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 244 5337 SH SHARED 10 5337 D INTERPHARM HLDGS INC COM 46058810 0 580 SH SHARED 580 D INTERNET CAP GROUP INC COM NEW 46059C20 89 7481 SH SHARED 7481 D INTERNET CAP GROUP INC COM NEW 46059C20 23 1970 SH SHARED 02 1970 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 27 3500 SH SHARED 3500 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 1346 20600 SH SHARED 15 20600 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 607 9300 SH SHARED 19 9300 D INTERPHASE CORP COM 46059310 1 157 SH SHARED 157 D INTERSIL CORP CL A 46069S10 11663 348882 SH SHARED 348882 D INTERSIL CORP CL A 46069S10 2420 72415 SH SHARED 01 29115 43300 D INTERSIL CORP CL A 46069S10 4612 137975 SH SHARED 02 137975 D INTERSIL CORP CL A 46069S10 150 4500 SH SHARED 06 3500 1000 D INTERSIL CORP CL A 46069S10 12293 367730 SH SHARED 10 367730 D INTERSIL CORP CL A 46069S10 29 895 SH SHARED 14 895 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 1124 1045000 PRN SHARED 1045000 D INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690AZ 9927 9000000 PRN SHARED 9000000 D INTERPUBLIC GROUP COS INC COM 46069010 8475 816502 SH SHARED 816502 D INTERPUBLIC GROUP COS INC COM 46069010 534 51464 SH SHARED 01 51464 D INTERPUBLIC GROUP COS INC COM 46069010 681 65683 SH SHARED 02 65683 D INTERPUBLIC GROUP COS INC COM 46069010 4 400 SH SHARED 05 400 D INTERPUBLIC GROUP COS INC COM 46069010 124 12010 SH SHARED 06 9950 2060 D INTERPUBLIC GROUP COS INC COM 46069010 2110 203334 SH SHARED 10 203334 D INTERPUBLIC GROUP COS INC COM 46069010 5 570 SH SHARED 22 570 D INTERPUBLIC GROUP COS INC COM 46069010 4 430 SH SHR/OTHR 22 430 D INTERSEARCH GROUP INC COM NEW 46070N20 0 84 SH SHARED 84 D INTERSTATE HOTELS & RESRTS I COM 46088S10 3 809 SH SHARED 809 D INTERSTATE HOTELS & RESRTS I COM 46088S10 29 6500 SH SHARED 01 6500 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 23 15 D INTERVEST BANCSHARES CORP CL A 46092710 4 162 SH SHARED 162 D INTERVEST BANCSHARES CORP CL A 46092710 32 1320 SH SHARED 02 1320 D INTEROIL CORP COM 46095110 1187 37568 SH SHARED 37568 D INTERSECTIONS INC COM 46098130 14 1400 SH SHARED 1400 D INTERSECTIONS INC COM 46098130 0 10 SH SHARED 02 10 D INTERWOVEN INC COM NEW 46114T50 2522 177291 SH SHARED 177291 D INTERWOVEN INC COM NEW 46114T50 25 1820 SH SHARED 02 1820 D INTERVOICE INC NEW COM 46114210 331 35288 SH SHARED 35288 D INTERVOICE INC NEW COM 46114210 3 340 SH SHARED 02 340 D INTEST CORP COM 46114710 0 197 SH SHARED 197 D INTEVAC INC COM 46114810 14 923 SH SHARED 923 D INTEVAC INC COM 46114810 38 2500 SH SHARED 01 2500 D INTEVAC INC COM 46114810 108 7162 SH SHARED 02 7162 D INTEVAC INC COM 46114810 3561 234300 SH SHARED 10 234300 D INTRAWARE INC COM NEW 46118M50 0 135 SH SHARED 135 D INTRAWARE INC COM NEW 46118M50 0 80 SH SHARED 02 80 D INTROGEN THERAPEUTICS INC COM 46119F10 3 881 SH SHARED 881 D INTUITIVE SURGICAL INC COM NEW 46120E60 7021 30527 SH SHARED 30527 D INTUITIVE SURGICAL INC COM NEW 46120E60 2857 12425 SH SHARED 01 900 11525 D INTUITIVE SURGICAL INC COM NEW 46120E60 841 3657 SH SHARED 02 3657 D INTUITIVE SURGICAL INC COM NEW 46120E60 11289 49085 SH SHARED 10 46885 2200 D INTUIT COM 46120210 9615 317329 SH SHARED 317329 D INTUIT COM 46120210 1376 45437 SH SHARED 01 45137 300 D INTUIT COM 46120210 4264 140737 SH SHARED 02 140737 D INTUIT COM 46120210 1939 64000 SH SHARED 04 64000 D INTUIT COM 46120210 6 200 SH SHARED 05 200 D INTUIT COM 46120210 339 11220 SH SHARED 06 7900 3320 D INTUIT COM 46120210 4552 150236 SH SHARED 10 150236 D INTUIT COM 46120210 13 458 SH SHARED 14 458 D INVACARE CORP COM 46120310 191 8193 SH SHARED 8193 D INVACARE CORP COM 46120310 10 469 SH SHARED 02 469 D INVACARE CORP COM 46120310 173 7400 SH SHARED 10 7400 D INTRICON CORP COM 46121H10 1 125 SH SHARED 125 D INVENTURE GROUP INC COM 46121410 0 391 SH SHARED 391 D INVENTIV HEALTH INC COM 46122E10 3664 83620 SH SHARED 83620 D INVENTIV HEALTH INC COM 46122E10 23 525 SH SHARED 01 525 D INVENTIV HEALTH INC COM 46122E10 19369 442028 SH SHARED 10 442028 D INVERNESS MED INNOVATIONS IN COM 46126P10 139 2519 SH SHARED 2519 D INVERNESS MED INNOVATIONS IN COM 46126P10 680 12300 SH SHARED 01 12300 D INVERNESS MED INNOVATIONS IN COM 46126P10 96 1740 SH SHARED 02 1740 D INVERNESS MED INNOVATIONS IN COM 46126P10 636 11500 SH SHARED 10 11500 D INVESCO PLC SPONSORED ADR 46127U10 1419 52000 SH SHARED 52000 D INVESCO PLC SPONSORED ADR 46127U10 12 462 SH SHARED 02 462 D INVESTMENT GRADE MUN INCOME COM 46136810 0 34 SH SHARED 34 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1108 25781 SH SHARED 25781 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 223 5200 SH SHARED 01 5200 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 14 345 SH SHARED 02 345 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 124 2900 SH SHARED 10 2900 D INVESTOOLS INC COM 46145P10 70 5848 SH SHARED 5848 D INVESTOOLS INC COM 46145P10 424 35144 SH SHARED 01 2845 32299 D INVESTOOLS INC COM 46145P10 1 99 SH SHARED 02 99 D INVESTORS BANCORP INC COM 46146P10 1074 75900 SH SHARED 75900 D INVESTORS BANCORP INC COM 46146P10 28 2000 SH SHARED 01 2000 D INVESTORS BANCORP INC COM 46146P10 1 85 SH SHARED 02 85 D INVESTORS BANCORP INC COM 46146P10 128 9100 SH SHARED 10 9100 D INVESTORS CAP HLDGS LTD COM 46147M10 0 52 SH SHARED 52 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 24 2276 SH SHARED 2276 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 0 77 SH SHARED 02 77 D INVESTORS TITLE CO COM 46180410 2 57 SH SHARED 57 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1882 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 67118 52314016 PRN SHARED 52314016 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 2116 2164000 PRN SHARED 02 2164000 D INVITROGEN CORP COM 46185R10 5259 64351 SH SHARED 64351 D INVITROGEN CORP COM 46185R10 1471 18000 SH SHARED 01 3800 14200 D INVITROGEN CORP COM 46185R10 191 2338 SH SHARED 02 2338 D INVITROGEN CORP COM 46185R10 4590 56169 SH SHARED 04 56169 D INVITROGEN CORP COM 46185R10 8990 110000 SH SHARED 05 110000 D INVITROGEN CORP COM 46185R10 115 1410 SH SHARED 06 1150 260 D INVITROGEN CORP COM 46185R10 49241 602486 SH SHARED 10 595086 7400 D INVITROGEN CORP COM 46185R10 30 375 SH SHARED 14 375 D INX INC COM 46185W10 1 127 SH SHARED 127 D IOMAI CORP COM 46202P10 0 416 SH SHARED 416 D IOMEGA CORP COM NEW 46203030 211 40294 SH SHARED 40294 D IOMEGA CORP COM NEW 46203030 90 17310 SH SHARED 02 17310 D IONATRON INC COM 46207010 57 16647 SH SHARED 16647 D IONATRON INC COM 46207010 6 2030 SH SHARED 02 2030 D IOWA TELECOMM SERVICES INC COM 46259420 29 1486 SH SHARED 1486 D IOWA TELECOMM SERVICES INC COM 46259420 82 4150 SH SHARED 02 4150 D IOWA TELECOMM SERVICES INC COM 46259420 17309 872000 SH SHARED 10 872000 D IPARTY CORP COM 46261R10 0 451 SH SHARED 451 D IPASS INC COM 46261V10 10 2459 SH SHARED 2459 D IPASS INC COM 46261V10 7 1890 SH SHARED 02 1890 D IRELAND BK SPONSORED ADR 46267Q10 512 6800 SH SHARED 6800 D IRELAND BK SPONSORED ADR 46267Q10 1 15 SH SHARED 01 15 D IRELAND BK SPONSORED ADR 46267Q10 8 113 SH SHARED 02 113 D IRIDEX CORP COM 46268410 0 196 SH SHARED 196 D IRIS INTL INC COM 46270W10 18 966 SH SHARED 966 D IRIS INTL INC COM 46270W10 95 4950 SH SHARED 02 4950 D IROBOT CORP COM 46272610 93 4693 SH SHARED 4693 D IRON MTN INC COM 46284610 1578 51775 SH SHARED 51775 D IRON MTN INC COM 46284610 54 1800 SH SHARED 01 1800 D IRON MTN INC COM 46284610 50 1670 SH SHARED 02 590 1080 D IRON MTN INC COM 46284610 141 4650 SH SHARED 06 3750 900 D IRON MTN INC COM 46284610 4981 163449 SH SHARED 10 163449 D IRVINE SENSORS CORP COM NEW 46366450 0 539 SH SHARED 539 D IRWIN FINL CORP COM 46411910 11 1073 SH SHARED 1073 D IRWIN FINL CORP COM 46411910 41 3800 SH SHARED 01 3800 D IRWIN FINL CORP COM 46411910 0 19 SH SHARED 02 19 D IRWIN FINL CORP COM 46411910 193 17600 SH SHARED 10 17600 D ISCO INTL INC COM 46426P10 0 2766 SH SHARED 2766 D ISCO INTL INC COM 46426P10 0 100 SH SHARED 01 100 D ISHARES SILVER TRUST ISHARES 46428Q10 8 60 SH SHARED 60 D ISHARES SILVER TRUST ISHARES 46428Q10 7100 52000 SH SHARED 10 52000 D ISHARES SILVER TRUST ISHARES 46428Q10 260 1910 SH SHARED 20 1910 D ISHARES COMEX GOLD TR ISHARES 46428510 22 300 SH SHARED 300 D ISHARES COMEX GOLD TR ISHARES 46428510 73 1000 SH SHR/OTHR 01 1000 D ISHARES COMEX GOLD TR ISHARES 46428510 289 3930 SH SHARED 20 3930 D ISHARES INC MSCI AUSTRALIA 46428610 9 300 SH SHARED 02 300 D ISHARES INC MSCI AUSTRALIA 46428610 16 524 SH SHARED 20 524 D ISHARES INC MSCI BRAZIL 46428640 148000 2012243 SH SHARED 2012243 D ISHARES INC MSCI BRAZIL 46428640 294 4000 SH SHARED 01 4000 D ISHARES INC MSCI BRAZIL 46428640 4782 65023 SH SHARED 06 65023 D ISHARES INC MSCI BRAZIL 46428640 1963 26700 SH SHARED 15 26700 D ISHARES INC MSCI BRAZIL 46428640 956 13000 SH SHARED 19 13000 D ISHARES INC MSCI CDA INDEX 46428650 288 8800 SH SHARED 8800 D ISHARES INC MSCI CDA INDEX 46428650 22917 700200 SH SHARED 02 700200 D ISHARES INC MSCI EMU INDEX 46428660 610 5050 SH SHARED 19 5050 D ISHARES INC MSCI EMU INDEX 46428660 51 430 SH SHR/OTHR 20 430 D ISHARES INC MSCI EMU INDEX 46428660 44 372 SH SHARED 23 372 D ISHARES INC MSCI PAC J IDX 46428666 157 950 SH SHARED 950 D ISHARES INC MSCI PAC J IDX 46428666 126812 762553 SH SHARED 762553 D ISHARES INC MSCI PAC J IDX 46428666 1904 11455 SH SHARED 01 11055 400 D ISHARES INC MSCI PAC J IDX 46428666 1080 6500 SH SHARED 15 6500 D ISHARES INC MSCI PAC J IDX 46428666 498 3000 SH SHARED 19 3000 D ISHARES INC MSCI PAC J IDX 46428666 243 1465 SH SHR/OTHR 20 1465 D ISHARES INC MSCI PAC J IDX 46428666 33 200 SH SHR/OTHR 23 200 D ISHARES INC MSCI SINGAPORE 46428667 68 4600 SH SHARED 4600 D ISHARES INC MSCI SINGAPORE 46428667 79 5350 SH SHR/OTHR 20 5350 D ISHARES INC MSCI UTD KINGD 46428669 118 4600 SH SHARED 4600 D ISHARES INC MSCI UTD KINGD 46428669 90 3525 SH SHARED 01 3525 D ISHARES INC MSCI UTD KINGD 46428669 156 6095 SH SHARED 19 6095 D ISHARES INC MSCI UTD KINGD 46428669 32 1253 SH SHARED 20 1253 D ISHARES INC MSCI UTD KINGD 46428669 44 1714 SH SHARED 23 1714 D ISHARES INC MSCI FRANCE 46428670 10 270 SH SHARED 20 270 D ISHARES INC MSCI TAIWAN 46428673 385 22944 SH SHARED 22944 D ISHARES INC MSCI TAIWAN 46428673 7643 454960 SH SHARED 454960 D ISHARES INC MSCI TAIWAN 46428673 4754 283000 SH SHARED 01 283000 D ISHARES INC MSCI TAIWAN 46428673 1391 82800 SH SHARED 02 82800 D ISHARES INC MSCI TAIWAN 46428673 176 10500 SH SHARED 21 10500 D ISHARES INC MSCI TAIWAN 46428673 193 11500 SH SHR/OTHR 21 11500 D ISHARES INC MSCI TAIWAN 46428673 25 1500 SH SHR/OTHR 23 1500 D ISHARES INC MSCI SWITZERLD 46428674 21 810 SH SHARED 01 810 D ISHARES INC MSCI SWITZERLD 46428674 21 800 SH SHARED 23 800 D ISHARES INC MSCI SPAIN 46428676 8 136 SH SHARED 20 136 D ISHARES INC MSCI S KOREA 46428677 26216 385190 SH SHARED 385190 D ISHARES INC MSCI S KOREA 46428677 833 12251 SH SHARED 02 12251 D ISHARES INC MSCI S KOREA 46428677 1129 16600 SH SHARED 15 16600 D ISHARES INC MSCI S KOREA 46428677 680 10000 SH SHARED 19 10000 D ISHARES INC MSCI S KOREA 46428677 190 2800 SH SHARED 21 2800 D ISHARES INC MSCI S KOREA 46428677 238 3500 SH SHR/OTHR 21 3500 D ISHARES INC MSCI S KOREA 46428677 34 500 SH SHR/OTHR 23 500 D ISHARES INC MSCI STH AFRCA 46428678 1604 12075 SH SHARED 06 12075 D ISHARES INC MSCI GERMAN 46428680 719 20800 SH SHARED 20800 D ISHARES INC MSCI GERMAN 46428680 5 159 SH SHARED 20 159 D ISHARES INC MSCI NETHERLND 46428681 12 378 SH SHARED 20 378 D ISHARES INC MSCI MEXICO 46428682 14036 238749 SH SHARED 238749 D ISHARES INC MSCI MALAYSIA 46428683 995 83700 SH SHARED 83700 D ISHARES INC MSCI MALAYSIA 46428683 104 8800 SH SHARED 01 8800 D ISHARES INC MSCI JAPAN 46428684 13435 936894 SH SHARED 01 717063 219831 D ISHARES INC MSCI JAPAN 46428684 82 5787 SH SHARED 04 5787 D ISHARES INC MSCI JAPAN 46428684 211 14770 SH SHARED 19 14770 D ISHARES INC MSCI JAPAN 46428684 1041 72625 SH SHARED 20 43750 28875 D ISHARES INC MSCI JAPAN 46428684 157 11000 SH SHARED 21 11000 D ISHARES INC MSCI JAPAN 46428684 207 14500 SH SHR/OTHR 21 14500 D ISHARES INC MSCI JAPAN 46428684 8 600 SH SHR/OTHR 22 600 D ISHARES INC MSCI JAPAN 46428684 1887 131600 SH SHARED 23 131600 D ISHARES INC MSCI JAPAN 46428684 295 20640 SH SHR/OTHR 23 20640 D ISHARES INC MSCI ITALY 46428685 10 300 SH SHARED 300 D ISHARES INC MSCI HONG KONG 46428687 778 37000 SH SHARED 37000 D ISHARES INC MSCI HONG KONG 46428687 1621 77100 SH SHARED 15 77100 D ISHARES INC MSCI HONG KONG 46428687 675 32100 SH SHARED 19 32100 D ISHARES INC MSCI HONG KONG 46428687 9 434 SH SHARED 20 434 D ISHARES INC MSCI HONG KONG 46428687 84 4000 SH SHARED 21 4000 D ISHARES INC MSCI HONG KONG 46428687 168 8000 SH SHR/OTHR 21 8000 D ISHARES TR S&P 100 IDX FD 46428710 10801 151000 SH SHARED 10 151000 D ISHARES TR DJ SEL DIV INX 46428716 155 2237 SH SHR/OTHR 23 2237 D ISHARES TR US TIPS BD FD 46428717 3555 34849 SH SHARED 01 13763 21086 D ISHARES TR US TIPS BD FD 46428717 30 300 SH SHR/OTHR 01 300 D ISHARES TR US TIPS BD FD 46428717 13 128 SH SHARED 10 128 D ISHARES TR US TIPS BD FD 46428717 322 3165 SH SHARED 20 1740 1425 D ISHARES TR US TIPS BD FD 46428717 5 50 SH SHR/OTHR 20 50 D ISHARES TR US TIPS BD FD 46428717 38 380 SH SHR/OTHR 21 380 D ISHARES TR US TIPS BD FD 46428717 571 5601 SH SHARED 22 4201 1400 D ISHARES TR US TIPS BD FD 46428717 272 2670 SH SHR/OTHR 22 2670 D ISHARES TR US TIPS BD FD 46428717 8458 82899 SH SHARED 23 80784 2115 D ISHARES TR US TIPS BD FD 46428717 1316 12901 SH SHR/OTHR 23 12901 D ISHARES TR FTSE XNHUA IDX 46428718 11866 65924 SH SHARED 65924 D ISHARES TR FTSE XNHUA IDX 46428718 244 1358 SH SHARED 02 1358 D ISHARES TR FTSE XNHUA IDX 46428718 81 450 SH SHR/OTHR 20 450 D ISHARES TR TRANSP AVE IDX 46428719 25995 300000 SH SHARED 300000 D ISHARES TR TRANSP AVE IDX 46428719 4332 50000 SH SHARED 02 50000 D ISHARES TR S&P 500 INDEX 46428720 458 3000 SH SHARED 02 3000 D ISHARES TR MSCI EMERG MKT 46428723 228 1527 SH SHARED 1527 D ISHARES TR MSCI EMERG MKT 46428723 1481606 9913724 SH SHARED 9913724 D ISHARES TR MSCI EMERG MKT 46428723 8270 55341 SH SHARED 01 15016 40325 D ISHARES TR MSCI EMERG MKT 46428723 342 2290 SH SHR/OTHR 01 2290 D ISHARES TR MSCI EMERG MKT 46428723 1865 12480 SH SHARED 02 12480 D ISHARES TR MSCI EMERG MKT 46428723 48541 324802 SH SHARED 10 324447 355 D ISHARES TR MSCI EMERG MKT 46428723 3317 22200 SH SHARED 15 22200 D ISHARES TR MSCI EMERG MKT 46428723 23912 160000 SH SHARED 19 160000 D ISHARES TR MSCI EMERG MKT 46428723 2337 15640 SH SHARED 20 9330 6310 D ISHARES TR MSCI EMERG MKT 46428723 1843 12335 SH SHR/OTHR 20 12335 D ISHARES TR MSCI EMERG MKT 46428723 878 5877 SH SHARED 21 5877 D ISHARES TR MSCI EMERG MKT 46428723 9262 61975 SH SHARED 22 35960 26015 D ISHARES TR MSCI EMERG MKT 46428723 2304 15423 SH SHR/OTHR 22 15423 D ISHARES TR MSCI EMERG MKT 46428723 20411 136580 SH SHARED 23 135260 1320 D ISHARES TR MSCI EMERG MKT 46428723 13714 91765 SH SHR/OTHR 23 91765 D ISHARES TR S&P500 GRW 46428730 398 5600 SH SHARED 5600 D ISHARES TR S&P500 GRW 46428730 484 6810 SH SHARED 22 6810 D ISHARES TR S&P GBL ENER 46428734 8696 63000 SH SHARED 10 63000 D ISHARES TR S&P GBL ENER 46428734 3656 26490 SH SHARED 19 26490 D ISHARES TR S&P GSSI NATL 46428737 4071 31621 SH SHARED 01 4105 27516 D ISHARES TR S&P GSSI NATL 46428737 784 6094 SH SHR/OTHR 01 6094 D ISHARES TR S&P GSSI NATL 46428737 92 720 SH SHARED 10 500 220 D ISHARES TR S&P GSSI NATL 46428737 5535 42993 SH SHARED 20 26175 16818 D ISHARES TR S&P GSSI NATL 46428737 969 7530 SH SHR/OTHR 20 7530 D ISHARES TR S&P GSSI NATL 46428737 3174 24658 SH SHARED 22 13783 10875 D ISHARES TR S&P GSSI NATL 46428737 377 2930 SH SHR/OTHR 22 2930 D ISHARES TR S&P GSSI NATL 46428737 7146 55508 SH SHARED 23 53708 1800 D ISHARES TR S&P GSSI NATL 46428737 6020 46762 SH SHR/OTHR 23 46762 D ISHARES TR S&P LTN AM 40 46428739 13885 57497 SH SHARED 57497 D ISHARES TR S&P LTN AM 40 46428739 84 350 SH SHR/OTHR 20 350 D ISHARES TR S&P 500 VALUE 46428740 285 3500 SH SHARED 3500 D ISHARES TR S&P 500 VALUE 46428740 476 5850 SH SHARED 22 5850 D ISHARES TR S&P 500 VALUE 46428740 292 3586 SH SHR/OTHR 23 3586 D ISHARES TR 20+ YR TRS BD 46428743 44 500 SH SHARED 01 500 D ISHARES TR 20+ YR TRS BD 46428743 35 400 SH SHARED 02 400 D ISHARES TR 7-10 YR TRS BD 46428744 5712 68102 SH SHARED 68102 D ISHARES TR 7-10 YR TRS BD 46428744 1157 13800 SH SHARED 01 13800 D ISHARES TR 1-3 YR TRS BD 46428745 3327 40950 SH SHARED 40950 D ISHARES TR 1-3 YR TRS BD 46428745 19 242 SH SHARED 01 242 D ISHARES TR 1-3 YR TRS BD 46428745 69 850 SH SHARED 02 850 D ISHARES TR 1-3 YR TRS BD 46428745 32 400 SH SHARED 23 400 D ISHARES TR MSCI EAFE IDX 46428746 5435 65809 SH SHARED 01 9200 56609 D ISHARES TR MSCI EAFE IDX 46428746 80 975 SH SHR/OTHR 01 975 D ISHARES TR MSCI EAFE IDX 46428746 944 11433 SH SHARED 02 11433 D ISHARES TR MSCI EAFE IDX 46428746 561 6795 SH SHARED 10 1320 5475 D ISHARES TR MSCI EAFE IDX 46428746 47 570 SH SHR/OTHR 10 570 D ISHARES TR MSCI EAFE IDX 46428746 6232 75467 SH SHARED 20 32460 43007 D ISHARES TR MSCI EAFE IDX 46428746 1927 23335 SH SHR/OTHR 20 23335 D ISHARES TR MSCI EAFE IDX 46428746 722 8754 SH SHARED 21 8754 D ISHARES TR MSCI EAFE IDX 46428746 210 2550 SH SHARED 22 2550 D ISHARES TR MSCI EAFE IDX 46428746 289 3510 SH SHR/OTHR 22 3510 D ISHARES TR MSCI EAFE IDX 46428746 6495 78645 SH SHARED 23 77445 1200 D ISHARES TR MSCI EAFE IDX 46428746 9195 111338 SH SHR/OTHR 23 111338 D ISHARES TR RUSSELL MCP GR 46428748 15 130 SH SHARED 23 130 D ISHARES TR RUSSELL MIDCAP 46428749 81 750 SH SHARED 02 750 D ISHARES TR RUSSELL MIDCAP 46428749 31264 289000 SH SHARED 10 289000 D ISHARES TR RUSSELL MIDCAP 46428749 63 585 SH SHARED 21 585 D ISHARES TR S&P MIDCAP 400 46428750 16 185 SH SHARED 23 185 D ISHARES TR S&P GSTI NTWRK 46428753 668 18300 SH SHARED 02 18300 D ISHARES TR S&P GSTI TECHN 46428754 1207 20082 SH SHARED 20082 D ISHARES TR S&P GSTI TECHN 46428754 6852 114000 SH SHARED 10 114000 D ISHARES TR S&P GSTI TECHN 46428754 130 2179 SH SHARED 19 2179 D ISHARES TR NASDQ BIO INDX 46428755 202 2443 SH SHARED 2443 D ISHARES TR NASDQ BIO INDX 46428755 7108 85649 SH SHARED 85649 D ISHARES TR NASDQ BIO INDX 46428755 3569 43000 SH SHARED 01 32000 11000 D ISHARES TR NASDQ BIO INDX 46428755 2490 30000 SH SHARED 02 30000 D ISHARES TR NASDQ BIO INDX 46428755 59108 712150 SH SHARED 10 712150 D ISHARES TR NASDQ BIO INDX 46428755 641 7727 SH SHARED 15 7727 D ISHARES TR NASDQ BIO INDX 46428755 60 731 SH SHARED 19 731 D ISHARES TR NASDQ BIO INDX 46428755 41 500 SH SHR/OTHR 21 500 D ISHARES TR NASDQ BIO INDX 46428755 31 375 SH SHR/OTHR 23 375 D ISHARES TR NASDQ BIO INDX 46428755 883 10650 SH SHARED 24 10650 D ISHARES TR COHEN&ST RLTY 46428756 61 658 SH SHARED 658 D ISHARES TR COHEN&ST RLTY 46428756 514 5518 SH SHARED 01 730 4788 D ISHARES TR COHEN&ST RLTY 46428756 17880 191784 SH SHARED 10 191554 230 D ISHARES TR COHEN&ST RLTY 46428756 416 4465 SH SHARED 20 3200 1265 D ISHARES TR COHEN&ST RLTY 46428756 46 500 SH SHR/OTHR 20 500 D ISHARES TR COHEN&ST RLTY 46428756 176 1890 SH SHARED 21 1890 D ISHARES TR COHEN&ST RLTY 46428756 4901 52578 SH SHARED 22 35978 16600 D ISHARES TR COHEN&ST RLTY 46428756 1218 13066 SH SHR/OTHR 22 13066 D ISHARES TR COHEN&ST RLTY 46428756 3893 41763 SH SHARED 23 41673 90 D ISHARES TR COHEN&ST RLTY 46428756 4487 48136 SH SHR/OTHR 23 48136 D ISHARES TR RUSSELL1000VAL 46428759 68 800 SH SHARED 01 800 D ISHARES TR RUSSELL1000VAL 46428759 32403 377000 SH SHARED 10 377000 D ISHARES TR RUSSELL1000VAL 46428759 16 190 SH SHARED 20 190 D ISHARES TR RUSSELL1000VAL 46428759 88 1035 SH SHARED 21 1035 D ISHARES TR RUSSELL1000VAL 46428759 85 1000 SH SHR/OTHR 23 1000 D ISHARES TR RUSSELL1000GRW 46428761 524 8500 SH SHARED 8500 D ISHARES TR RUSSELL1000GRW 46428761 5376 87100 SH SHARED 02 87100 D ISHARES TR RUSSELL1000GRW 46428761 1000 16200 SH SHARED 23 16200 D ISHARES TR RUSSELL1000GRW 46428761 1085 17581 SH SHR/OTHR 23 17581 D ISHARES TR RUSSELL 1000 46428762 373 4500 SH SHARED 4500 D ISHARES TR RUSL 2000 VALU 46428763 170253 2213100 SH SHARED 2213100 D ISHARES TR RUSL 2000 VALU 46428763 228 2975 SH SHARED 01 2975 D ISHARES TR RUSL 2000 VALU 46428763 99 1293 SH SHARED 20 1293 D ISHARES TR RUSL 2000 VALU 46428763 20 260 SH SHARED 21 260 D ISHARES TR RUSL 2000 GROW 46428764 115058 1351400 SH SHARED 1351400 D ISHARES TR RUSL 2000 GROW 46428764 22 270 SH SHARED 01 270 D ISHARES TR RUSL 2000 GROW 46428764 2494 29300 SH SHARED 02 29300 D ISHARES TR RUSL 2000 GROW 46428764 21 255 SH SHARED 21 255 D ISHARES TR RUSSELL 2000 46428765 3312553 41375888 SH SHARED 1375888 D ISHARES TR RUSSELL 2000 46428765 8229 102797 SH SHARED 01 3301 99496 D ISHARES TR RUSSELL 2000 46428765 524 6548 SH SHR/OTHR 01 6548 D ISHARES TR RUSSELL 2000 46428765 5898 73675 SH SHARED 02 73675 D ISHARES TR RUSSELL 2000 46428765 7289 91050 SH SHARED 10 90000 1050 D ISHARES TR RUSSELL 2000 46428765 1684 21040 SH SHARED 20 4915 16125 D ISHARES TR RUSSELL 2000 46428765 57 720 SH SHR/OTHR 20 720 D ISHARES TR RUSSELL 2000 46428765 46 579 SH SHARED 21 579 D ISHARES TR RUSSELL 2000 46428765 841 10510 SH SHARED 22 10510 D ISHARES TR RUSSELL 2000 46428765 1799 22477 SH SHARED 23 22077 400 D ISHARES TR RUSSELL 2000 46428765 1996 24936 SH SHR/OTHR 23 24936 D ISHARES TR RUSL 3000 GROW 46428767 200 4000 SH SHARED 23 4000 D ISHARES TR RUSSELL 3000 46428768 17598 200000 SH SHARED 02 200000 D ISHARES TR DJ US UTILS 46428769 9690 100000 SH SHARED 100000 D ISHARES TR DJ US TELECOMM 46428771 2200 65000 SH SHARED 02 65000 D ISHARES TR DJ US TELECOMM 46428771 39 1160 SH SHARED 23 1160 D ISHARES TR DJ US TECH SEC 46428772 7 120 SH SHARED 19 120 D ISHARES TR DJ US TECH SEC 46428772 467 7450 SH SHARED 23 7450 D ISHARES TR DJ US REAL EST 46428773 40471 529252 SH SHARED 529252 D ISHARES TR DJ US REAL EST 46428773 60268 788134 SH SHARED 02 788134 D ISHARES TR DJ US REAL EST 46428773 4779 62500 SH SHARED 06 62500 D ISHARES TR DJ US REAL EST 46428773 183 2400 SH SHR/OTHR 23 2400 D ISHARES TR DJ US INDUSTRL 46428775 17 230 SH SHARED 01 230 D ISHARES TR DJ US HEALTHCR 46428776 136 1925 SH SHR/OTHR 01 1925 D ISHARES TR DJ US HEALTHCR 46428776 264 3735 SH SHARED 23 3735 D ISHARES TR DJ US FINL SEC 46428778 138 1260 SH SHARED 20 1260 D ISHARES TR DJ US ENERGY 46428779 20 159 SH SHARED 01 159 D ISHARES TR S&P SMLCAP 600 46428780 195052 2796445 SH SHARED 2796445 D ISHARES TR S&P SMLCAP 600 46428780 8655 124100 SH SHARED 10 124100 D ISHARES TR S&P SMLCAP 600 46428780 141 2035 SH SHARED 23 2035 D ISHARES TR DJ US BAS MATL 46428783 19 261 SH SHARED 01 261 D ISHARES TR DJ US BAS MATL 46428783 177 2400 SH SHR/OTHR 20 2400 D ISHARES TR S&P EURO PLUS 46428786 16568 139000 SH SHARED 10 139000 D ISHARES TR S&P EURO PLUS 46428786 238 2000 SH SHARED 20 2000 D ISHARES TR S&P EURO PLUS 46428786 50 420 SH SHR/OTHR 20 420 D ISHARES TR S&P EURO PLUS 46428786 20 170 SH SHR/OTHR 23 170 D ISHARES TR S&P SMLCP VALU 46428787 674 8935 SH SHARED 20 3130 5805 D ISHARES TR S&P SMLCP VALU 46428787 220 2920 SH SHR/OTHR 20 2920 D ISHARES TR S&P SMLCP VALU 46428787 6 84 SH SHR/OTHR 23 84 D ISHARES TR S&P SMLCP GROW 46428788 4 30 SH SHARED 20 30 D ISHARES TRUST HIGH YLD CORP 46428851 104 1000 SH SHARED 1000 D ISHARES TRUST KLD 400 IDX FD 46428857 117 2180 SH SHARED 01 2180 D ISILON SYS INC COM 46432L10 5 768 SH SHARED 768 D ISILON SYS INC COM 46432L10 1 131 SH SHARED 02 131 D ISILON SYS INC COM 46432L10 1100 142900 SH SHARED 04 142900 D ISIS PHARMACEUTICALS INC COM 46433010 551 36836 SH SHARED 36836 D ISIS PHARMACEUTICALS INC COM 46433010 4025 268919 SH SHARED 04 268919 D ISIS PHARMACEUTICALS INC COM 46433010 169 11298 SH SHARED 10 11298 D ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE 225 181000 PRN SHARED 181000 D ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE 124 100000 PRN SHARED 02 100000 D ISLE OF CAPRI CASINOS INC COM 46459210 16 852 SH SHARED 852 D ISLE OF CAPRI CASINOS INC COM 46459210 36 1875 SH SHARED 01 1875 D ISLE OF CAPRI CASINOS INC COM 46459210 0 23 SH SHARED 02 23 D ISLE OF CAPRI CASINOS INC COM 46459210 41 2121 SH SHARED 10 2121 D ISOLAGEN INC COM 46488N10 2 963 SH SHARED 963 D ISORAY INC COM 46489V10 2 581 SH SHARED 581 D ISONICS CORP COM NO PAR 46489530 0 323 SH SHARED 323 D ISRAMCO INC COM NEW 46514140 1 35 SH SHARED 35 D ITERIS INC COM 46564T10 1 711 SH SHARED 711 D ITC HLDGS CORP COM 46568510 24 500 SH SHARED 500 D ITC HLDGS CORP COM 46568510 1040 21003 SH SHARED 21003 D ITC HLDGS CORP COM 46568510 2758 55668 SH SHARED 02 55668 D ITC HLDGS CORP COM 46568510 9016 181974 SH SHARED 04 181974 D ITC HLDGS CORP COM 46568510 6193 125000 SH SHARED 05 125000 D ITC HLDGS CORP COM 46568510 46 946 SH SHARED 06 946 D ITC HLDGS CORP COM 46568510 46 946 SH SHARED 10 946 D ITRON INC NOTE 2.500% 8/0 465741AJ 17050 11000000 PRN SHARED 11000000 D ITRON INC COM 46574110 6490 69743 SH SHARED 69743 D ITRON INC COM 46574110 2752 29575 SH SHARED 01 29275 300 D ITRON INC COM 46574110 2605 28000 SH SHR/OTHR 01 28000 D ITRON INC COM 46574110 3099 33300 SH SHARED 04 33300 D ITRON INC COM 46574110 19544 210000 SH SHARED 05 210000 D ITRON INC COM 46574110 2094 22500 SH SHARED 06 22500 D ITRON INC COM 46574110 45396 487770 SH SHARED 10 487770 D ITRON INC COM 46574110 2094 22500 SH SHARED 14 22500 D I2 TECHNOLOGIES INC COM NEW 46575420 30 1968 SH SHARED 1968 D I2 TECHNOLOGIES INC COM NEW 46575420 0 26 SH SHARED 02 26 D IVANHOE MINES LTD COM 46579N10 195 15000 SH SHARED 15000 D IVANHOE MINES LTD COM 46579N10 14685 1125341 SH SHARED 1125341 D IVANHOE MINES LTD COM 46579N10 9056 694000 SH SHARED 04 694000 D IVANHOE MINES LTD COM 46579N10 4567 350000 SH SHARED 05 350000 D IVANHOE MINES LTD COM 46579N10 4251 325800 SH SHARED 06 90200 235600 D IVANHOE MINES LTD COM 46579N10 117 9000 SH SHARED 21 9000 D IVIVI TECHNOLOGIES INC COM 46589F10 0 65 SH SHARED 65 D IXYS CORP COM 46600W10 888 85151 SH SHARED 85151 D J & J SNACK FOODS CORP COM 46603210 40 1162 SH SHARED 1162 D J & J SNACK FOODS CORP COM 46603210 0 25 SH SHARED 02 25 D J & J SNACK FOODS CORP COM 46603210 208 6000 SH SHARED 10 6000 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 4506 100248 SH SHARED 100248 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 7866 175000 SH SHARED 04 175000 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 44 1000 SH SHARED 05 1000 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 2153 47910 SH SHARED 10 47910 D J ALEXANDER CORP COM 46609610 1 122 SH SHARED 122 D J CREW GROUP INC COM 46612H40 111 2685 SH SHARED 2685 D J CREW GROUP INC COM 46612H40 20 500 SH SHARED 01 500 D J CREW GROUP INC COM 46612H40 105 2552 SH SHARED 02 92 2460 D J CREW GROUP INC COM 46612H40 9213 222000 SH SHARED 10 222000 D J CREW GROUP INC COM 46612H40 16 400 SH SHARED 23 400 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 11855 12612000 PRN SHARED 12612000 D JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD 11578 14000000 PRN SHARED 14000000 D JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD 11578 14000000 PRN SHARED 04 14000000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 3 254 SH SHARED 254 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 12653 845797 SH SHARED 845760 37 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 941 62944 SH SHARED 01 62863 81 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 1543 103150 SH SHARED 02 103150 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 2 162 SH SHARED 05 162 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 74 4963 SH SHARED 06 4056 907 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 1479 98917 SH SHARED 10 98917 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 158 10620 SH SHARED 20 10620 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 0 6 SH SHARED 23 6 D JDA SOFTWARE GROUP INC COM 46612K10 426 20622 SH SHARED 20622 D JDA SOFTWARE GROUP INC COM 46612K10 3 150 SH SHARED 02 150 D JDA SOFTWARE GROUP INC COM 46612K10 3359 162600 SH SHARED 10 162600 D JER INVT TR INC COM 46614H30 16 1325 SH SHARED 1325 D JER INVT TR INC COM 46614H30 56 4500 SH SHARED 01 4500 D JER INVT TR INC COM 46614H30 0 41 SH SHARED 02 41 D JER INVT TR INC COM 46614H30 14 1200 SH SHARED 10 1200 D JP MORGAN CHASE & CO COM 46625H10 8774 191503 SH SHARED 117230 74273 D JP MORGAN CHASE & CO COM 46625H10 189088 4126770 SH SHARED 4124130 2640 D JP MORGAN CHASE & CO COM 46625H10 74282 1621180 SH SHARED 01 1286361 334819 D JP MORGAN CHASE & CO COM 46625H10 8354 182323 SH SHR/OTHR 01 182323 D JP MORGAN CHASE & CO COM 46625H10 42875 935747 SH SHARED 02 935747 D JP MORGAN CHASE & CO COM 46625H10 1426 31131 SH SHARED 04 381 30750 D JP MORGAN CHASE & CO COM 46625H10 5498 120000 SH SHARED 04 120000 D JP MORGAN CHASE & CO COM 46625H10 58 1270 SH SHARED 05 1270 D JP MORGAN CHASE & CO COM 46625H10 15420 336537 SH SHARED 06 107940 228597 D JP MORGAN CHASE & CO COM 46625H10 354060 7727214 SH SHARED 10 7587425 139789 D JP MORGAN CHASE & CO COM 46625H10 3282 71647 SH SHARED 14 71647 D JP MORGAN CHASE & CO COM 46625H10 4446 97050 SH SHARED 15 97050 D JP MORGAN CHASE & CO COM 46625H10 3404 74311 SH SHARED 16 74311 D JP MORGAN CHASE & CO COM 46625H10 10250 223707 SH SHARED 19 223707 D JP MORGAN CHASE & CO COM 46625H10 6857 149670 SH SHARED 20 92968 56702 D JP MORGAN CHASE & CO COM 46625H10 4347 94880 SH SHR/OTHR 20 94880 D JP MORGAN CHASE & CO COM 46625H10 596 13008 SH SHARED 21 13008 D JP MORGAN CHASE & CO COM 46625H10 394 8600 SH SHR/OTHR 21 8600 D JP MORGAN CHASE & CO COM 46625H10 2714 59235 SH SHARED 22 46674 12561 D JP MORGAN CHASE & CO COM 46625H10 412 8993 SH SHR/OTHR 22 8993 D JP MORGAN CHASE & CO COM 46625H10 14019 305962 SH SHARED 23 293887 12075 D JP MORGAN CHASE & CO COM 46625H10 33014 720530 SH SHR/OTHR 23 720530 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 301 9204 SH SHARED 9204 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 126 3870 SH SHARED 01 3870 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 26 800 SH SHARED 02 800 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 576 17600 SH SHARED 04 17600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1259 38485 SH SHARED 10 38485 D JMP GROUP INC COM 46629U10 2 217 SH SHARED 217 D JABIL CIRCUIT INC COM 46631310 2985 130724 SH SHARED 130724 D 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15200 SH SHARED 10 15200 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG 180 172000 PRN SHARED 02 172000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 11736 150029 SH SHARED 150029 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 14685 187716 SH SHARED 01 106791 80925 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1070 13688 SH SHR/OTHR 01 13688 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 260 3336 SH SHARED 02 3336 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 132083 1688400 SH SHARED 04 1688400 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 9914 126730 SH SHARED 06 30650 96080 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 48893 624995 SH SHARED 10 600575 24420 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3 50 SH SHR/OTHR 10 50 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1660 21230 SH SHARED 14 20500 730 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 4593 58720 SH SHARED 20 31140 27580 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 338 4330 SH SHR/OTHR 20 4330 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 126 1615 SH SHARED 21 1615 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 35 450 SH SHR/OTHR 21 450 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 673 8614 SH SHARED 22 7509 1105 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 113 1446 SH SHR/OTHR 22 1446 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3872 49498 SH SHARED 23 45843 3655 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1958 25030 SH SHR/OTHR 23 25030 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 54 700 SH SHARED 24 700 D LABOR READY INC COM NEW 50540120 314 16979 SH SHARED 16979 D LABOR READY INC COM NEW 50540120 727 39295 SH SHARED 01 39295 D LABOR READY INC COM NEW 50540120 68 3700 SH SHARED 02 3700 D LABOR READY INC COM NEW 50540120 1085 58661 SH SHARED 10 58661 D LABRANCHE & CO INC COM 50544710 12 2719 SH SHARED 2719 D LABRANCHE & CO INC COM 50544710 26 5760 SH SHARED 01 5760 D LABRANCHE & CO INC COM 50544710 2 620 SH SHARED 02 620 D LABRANCHE & CO INC COM 50544710 60 12900 SH SHARED 10 12900 D LACLEDE GROUP INC COM 50559710 34 1073 SH SHARED 1073 D LACLEDE GROUP INC COM 50559710 9 300 SH SHARED 01 300 D LACLEDE GROUP INC COM 50559710 85 2634 SH SHARED 02 2634 D LACLEDE GROUP INC COM 50559710 422 13100 SH SHARED 10 13100 D LACLEDE GROUP INC COM 50559710 32 1000 SH SHR/OTHR 23 1000 D LACROSSE FOOTWEAR INC COM 50568810 2 122 SH SHARED 122 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 964 492078 SH SHARED 492078 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 19 10130 SH SHARED 01 10130 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 0 159 SH SHARED 02 159 D LADISH INC COM NEW 50575420 377 6800 SH SHARED 6800 D LADISH INC COM NEW 50575420 205 3700 SH SHARED 10 3700 D LAFARGE COPPEE S A SPON ADR NEW 50586140 2 74 SH SHARED 01 74 D LAFARGE COPPEE S A SPON ADR NEW 50586140 10 261 SH SHARED 02 261 D LAIDLAW INTL INC COM 50730R10 116382 3304448 SH SHARED 3304448 D LAIDLAW INTL INC COM 50730R10 14 410 SH SHARED 02 410 D LAIDLAW INTL INC COM 50730R10 200 5700 SH SHARED 10 5700 D LAKE SHORE BANCORP INC COM 51070010 6 670 SH SHARED 670 D LAKELAND BANCORP INC COM 51163710 12 913 SH SHARED 913 D LAKELAND FINL CORP COM 51165610 14 609 SH SHARED 609 D LAKELAND INDS INC COM 51179510 50 4318 SH SHARED 4318 D LAKES ENTMNT INC COM 51206P10 7 816 SH SHARED 816 D LAKES ENTMNT INC COM 51206P10 16 1700 SH SHARED 10 1700 D LAM RESEARCH CORP COM 51280710 15879 298153 SH SHARED 298153 D LAM RESEARCH CORP COM 51280710 4414 82880 SH SHARED 01 41255 41625 D LAM RESEARCH CORP COM 51280710 1753 32923 SH SHARED 02 32923 D LAM RESEARCH CORP COM 51280710 263 4950 SH SHARED 06 3200 1750 D LAM RESEARCH CORP COM 51280710 8574 161000 SH SHARED 10 151900 9100 D LAM RESEARCH CORP COM 51280710 1686 31662 SH SHARED 14 31662 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH 3329 2905000 PRN SHARED 2905000 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH 158 138000 PRN SHARED 02 138000 D LAMAR ADVERTISING CO CL A 51281510 595 12155 SH SHARED 12155 D LAMAR ADVERTISING CO CL A 51281510 165 3375 SH SHARED 01 3375 D LAMAR ADVERTISING CO CL A 51281510 1718 35103 SH SHARED 02 35103 D LAMAR ADVERTISING CO CL A 51281510 113 2310 SH SHARED 06 1900 410 D LAMAR ADVERTISING CO CL A 51281510 3537 72235 SH SHARED 10 72235 D LAMSON & SESSIONS CO COM 51369610 657 24404 SH SHARED 24404 D LAMSON & SESSIONS CO COM 51369610 0 14 SH SHARED 02 14 D LANCASTER COLONY CORP COM 51384710 539 14129 SH SHARED 14129 D LANCASTER COLONY CORP COM 51384710 267 7000 SH SHARED 01 7000 D LANCASTER COLONY CORP COM 51384710 40 1069 SH SHARED 02 1069 D LANCE INC COM 51460610 33 1468 SH SHARED 1468 D LANCE INC COM 51460610 200 8702 SH SHARED 02 8702 D LANCE INC COM 51460610 142 6200 SH SHARED 10 6200 D LANDAUER INC COM 51476K10 716 14058 SH SHARED 14058 D LANDAUER INC COM 51476K10 458 9002 SH SHARED 01 9002 D LANDAUER INC COM 51476K10 0 15 SH SHARED 02 15 D LANDAUER INC COM 51476K10 193 3800 SH SHARED 10 3800 D LANDEC CORP COM 51476610 16 1075 SH SHARED 1075 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 1042 1165000 PRN SHARED 02 1165000 D LANDAMERICA FINL GROUP INC COM 51493610 1069 27446 SH SHARED 27446 D LANDAMERICA FINL GROUP INC COM 51493610 203 5220 SH SHARED 01 5220 D LANDAMERICA FINL GROUP INC COM 51493610 212 5450 SH SHARED 02 5450 D LANDAMERICA FINL GROUP INC COM 51493610 5613 144000 SH SHARED 10 144000 D LANDMARK BANCORP INC COM 51504L10 1 60 SH SHARED 60 D LANDRYS RESTAURANTS INC COM 51508L10 47570 1797828 SH SHARED 1797828 D LANDRYS RESTAURANTS INC COM 51508L10 47 1800 SH SHARED 01 1800 D LANDRYS RESTAURANTS INC COM 51508L10 10 400 SH SHARED 10 400 D LANDSTAR SYS INC COM 51509810 819 19518 SH SHARED 19518 D LANDSTAR SYS INC COM 51509810 18 438 SH SHARED 02 438 D LANDSTAR SYS INC COM 51509810 625 14900 SH SHARED 10 14900 D LANGER INC COM 51570710 1 229 SH SHARED 229 D LANNET INC COM 51601210 1 269 SH SHARED 269 D LANTRONIX INC COM 51654810 0 988 SH SHARED 988 D LAPOLLA INDS INC COM 51664810 0 405 SH SHARED 405 D LAS VEGAS SANDS CORP COM 51783410 79809 598181 SH SHARED 598181 D LAS VEGAS SANDS CORP COM 51783410 13611 102017 SH SHARED 01 48370 53647 D LAS VEGAS SANDS CORP COM 51783410 1168 8761 SH SHR/OTHR 01 8761 D LAS VEGAS SANDS CORP COM 51783410 102561 768710 SH SHARED 02 768710 D LAS VEGAS SANDS CORP COM 51783410 413 3100 SH SHARED 06 2100 1000 D LAS VEGAS SANDS CORP COM 51783410 1226 9195 SH SHARED 10 8100 1095 D LAS VEGAS SANDS CORP COM 51783410 2563 19215 SH SHARED 20 14150 5065 D LAS VEGAS SANDS CORP COM 51783410 453 3400 SH SHR/OTHR 20 3400 D LAS VEGAS SANDS CORP COM 51783410 535 4011 SH SHARED 21 1503 2508 D LAS VEGAS SANDS CORP COM 51783410 942 7062 SH SHARED 22 5652 1410 D LAS VEGAS SANDS CORP COM 51783410 192 1441 SH SHR/OTHR 22 1441 D LAS VEGAS SANDS CORP COM 51783410 3308 24794 SH SHARED 23 24314 480 D LAS VEGAS SANDS CORP COM 51783410 1769 13265 SH SHR/OTHR 23 13265 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 727 17300 SH SHARED 17300 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 2130 50620 SH SHARED 50620 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 256 6095 SH SHARED 01 6095 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 140 3343 SH SHARED 02 3343 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 3315 78800 SH SHARED 10 78800 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 138415 3289338 SH SHARED 11 1864640 1424698 D LASERCARD CORP COM 51807U10 3 302 SH SHARED 302 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 950 1000000 PRN SHARED 02 1000000 D LATTICE SEMICONDUCTOR CORP COM 51841510 1054 234756 SH SHARED 234756 D LATTICE SEMICONDUCTOR CORP COM 51841510 158 35300 SH SHARED 01 35300 D LATTICE SEMICONDUCTOR CORP COM 51841510 25 5602 SH SHARED 02 5602 D LATTICE SEMICONDUCTOR CORP COM 51841510 124 27800 SH SHARED 10 27800 D LAUDER ESTEE COS INC CL A 51843910 5230 123194 SH SHARED 123194 D LAUDER ESTEE COS INC CL A 51843910 5055 119054 SH SHARED 01 117589 1465 D LAUDER ESTEE COS INC CL A 51843910 204 4821 SH SHR/OTHR 01 4821 D LAUDER ESTEE COS INC CL A 51843910 1081 25473 SH SHARED 02 25473 D LAUDER ESTEE COS INC CL A 51843910 166 3930 SH SHARED 06 2900 1030 D LAUDER ESTEE COS INC CL A 51843910 14236 335300 SH SHARED 10 335300 D LAUDER ESTEE COS INC CL A 51843910 63 1500 SH SHARED 14 1500 D LAUDER ESTEE COS INC CL A 51843910 2335 55000 SH SHARED 15 55000 D LAUDER ESTEE COS INC CL A 51843910 481 11335 SH SHARED 20 1850 9485 D LAUDER ESTEE COS INC CL A 51843910 82 1940 SH SHR/OTHR 20 1940 D LAUDER ESTEE COS INC CL A 51843910 67 1600 SH SHARED 23 1600 D LAUDER ESTEE COS INC CL A 51843910 74 1750 SH SHR/OTHR 23 1750 D LAW ENFORCEMENT ASSOCS CORP COM 51948510 0 282 SH SHARED 282 D LAWSON PRODS INC COM 52077610 401 11525 SH SHARED 11525 D LAWSON SOFTWARE INC NEW COM 52078P10 974 97337 SH SHARED 97337 D LAWSON SOFTWARE INC NEW COM 52078P10 133 13298 SH SHARED 02 238 13060 D LAWSON SOFTWARE INC NEW COM 52078P10 495 49545 SH SHARED 10 49545 D LAYNE CHRISTENSEN CO COM 52105010 9657 174078 SH SHARED 174078 D LAYNE CHRISTENSEN CO COM 52105010 38 700 SH SHARED 01 700 D LAYNE CHRISTENSEN CO COM 52105010 1 22 SH SHARED 02 22 D LAYNE CHRISTENSEN CO COM 52105010 18939 341367 SH SHARED 04 341367 D LAYNE CHRISTENSEN CO COM 52105010 15589 281000 SH SHARED 05 281000 D LAYNE CHRISTENSEN CO COM 52105010 1436 25900 SH SHARED 10 25900 D LAZARD GLB TTL RET&INCM FD I COM 52106W10 347 15600 SH SHARED 15600 D LAZARE KAPLAN INTL INC COM 52107810 0 76 SH SHARED 76 D LEADIS TECHNOLOGY INC COM 52171N10 2 705 SH SHARED 705 D LEAPFROG ENTERPRISES INC CL A 52186N10 11 1428 SH SHARED 1428 D LEAPFROG ENTERPRISES INC CL A 52186N10 12 1500 SH SHARED 01 1500 D LEAPFROG ENTERPRISES INC CL A 52186N10 0 58 SH SHARED 02 58 D LEAP WIRELESS INTL INC COM NEW 52186330 2363 29045 SH SHARED 29045 D LEAP WIRELESS INTL INC COM NEW 52186330 2652 32600 SH SHARED 01 32600 D LEAP WIRELESS INTL INC COM NEW 52186330 243 2994 SH SHARED 02 2994 D LEAP WIRELESS INTL INC COM NEW 52186330 610 7500 SH SHARED 04 7500 D LEAP WIRELESS INTL INC COM NEW 52186330 13987 171900 SH SHARED 10 171900 D LEAR CORP COM 52186510 2271 70772 SH SHARED 70772 D LEAR CORP COM 52186510 829 25850 SH SHARED 01 3150 22700 D LEAR CORP COM 52186510 4303 134057 SH SHARED 02 132749 1308 D LEAR CORP COM 52186510 32 1000 SH SHARED 06 600 400 D LEAR CORP COM 52186510 1251 39000 SH SHARED 10 39000 D LEARNING TREE INTL INC COM 52201510 3 207 SH SHARED 207 D LEARNING TREE INTL INC COM 52201510 24 1400 SH SHARED 02 1400 D LECG CORP COM 52323410 135 9077 SH SHARED 9077 D LECG CORP COM 52323410 53 3568 SH SHARED 02 3568 D LECROY CORP COM 52324W10 2 312 SH SHARED 312 D LEE ENTERPRISES INC COM 52376810 399 25645 SH SHARED 25645 D LEE ENTERPRISES INC COM 52376810 274 17600 SH SHARED 01 17600 D LEE ENTERPRISES INC COM 52376810 30 1939 SH SHARED 02 1939 D LEE ENTERPRISES INC COM 52376810 255 16400 SH SHARED 10 16400 D LEESPORT FINANCIAL CORP COM 52447710 2 147 SH SHARED 147 D LEGACY BANCORP INC CL A 52463G10 701 50367 SH SHARED 50367 D LEGGETT & PLATT INC COM 52466010 2396 125103 SH SHARED 125103 D LEGGETT & PLATT INC COM 52466010 346 18100 SH SHARED 01 18100 D LEGGETT & PLATT INC COM 52466010 243 12731 SH SHARED 02 12731 D LEGGETT & PLATT INC COM 52466010 479 25000 SH SHARED 04 25000 D LEGGETT & PLATT INC COM 52466010 3 200 SH SHARED 05 200 D LEGGETT & PLATT INC COM 52466010 102 5330 SH SHARED 06 4400 930 D LEGGETT & PLATT INC COM 52466010 8952 467227 SH SHARED 10 467227 D LEGGETT & PLATT INC COM 52466010 521 27200 SH SHARED 14 27200 D LEGACY RESERVES LP UNIT LP INT 52470730 4522 203887 SH SHARED 203887 D LEGACY RESERVES LP UNIT LP INT 52470730 34 1544 SH SHARED 02 1544 D LEGG MASON INC COM 52490110 2 26 SH SHARED 26 D LEGG MASON INC COM 52490110 10943 129828 SH SHARED 129828 D LEGG MASON INC COM 52490110 3893 46196 SH SHARED 01 46196 D LEGG MASON INC COM 52490110 900 10687 SH SHARED 02 10687 D LEGG MASON INC COM 52490110 5 70 SH SHARED 05 70 D LEGG MASON INC COM 52490110 342 4060 SH SHARED 06 2900 1160 D LEGG MASON INC COM 52490110 5394 64000 SH SHARED 10 64000 D LEGG MASON INC COM 52490110 1264 15000 SH SHARED 15 15000 D LEHMAN BROS HLDGS INC COM 52490810 48933 792709 SH SHARED 792709 D LEHMAN BROS HLDGS INC COM 52490810 8424 136477 SH SHARED 01 127422 9055 D LEHMAN BROS HLDGS INC COM 52490810 82 1340 SH SHR/OTHR 01 1340 D LEHMAN BROS HLDGS INC COM 52490810 50836 823532 SH SHARED 02 823532 D LEHMAN BROS HLDGS INC COM 52490810 296 4798 SH SHARED 04 4798 D LEHMAN BROS HLDGS INC COM 52490810 12 200 SH SHARED 05 200 D LEHMAN BROS HLDGS INC COM 52490810 926 15010 SH SHARED 06 10600 4410 D LEHMAN BROS HLDGS INC COM 52490810 75032 1215500 SH SHARED 10 1162800 52700 D LEHMAN BROS HLDGS INC COM 52490810 1286 20838 SH SHARED 14 20838 D LEHMAN BROS HLDGS INC COM 52490810 885 14350 SH SHARED 20 10650 3700 D LEHMAN BROS HLDGS INC COM 52490810 243 3942 SH SHARED 21 160 3782 D LEHMAN BROS HLDGS INC COM 52490810 311 5050 SH SHARED 22 3000 2050 D LEHMAN BROS HLDGS INC COM 52490810 2202 35677 SH SHARED 23 34237 1440 D LEHMAN BROS HLDGS INC COM 52490810 216 3500 SH SHR/OTHR 23 3500 D LEHMAN BROS HLDGS INC COM 52490810 58 952 SH SHARED 24 952 D LEMAITRE VASCULAR INC COM 52555820 1 242 SH SHARED 242 D LENNAR CORP CL A 52605710 0 24 SH SHARED 24 D LENNAR CORP CL A 52605710 8715 384791 SH SHARED 384791 D LENNAR CORP CL A 52605710 339 14975 SH SHARED 01 14975 D LENNAR CORP CL A 52605710 9064 400177 SH SHARED 02 400177 D LENNAR CORP CL A 52605710 80 3550 SH SHARED 06 2750 800 D LENNAR CORP CL A 52605710 4280 189000 SH SHARED 10 189000 D LENNAR CORP CL B 52605730 2794 131500 SH SHARED 131500 D LENNAR CORP CL B 52605730 2 120 SH SHARED 01 120 D LENNAR CORP CL B 52605730 42 2000 SH SHARED 23 2000 D LENNOX INTL INC COM 52610710 458 13551 SH SHARED 13551 D LENNOX INTL INC COM 52610710 953 28200 SH SHARED 01 28200 D LENNOX INTL INC COM 52610710 119 3541 SH SHARED 02 3541 D LENNOX INTL INC COM 52610710 17748 525100 SH SHARED 10 504800 20300 D LENNOX INTL INC COM 52610710 101 3000 SH SHARED 21 3000 D LENOX GROUP INC COM 52626210 1107 230817 SH SHARED 230817 D LEUCADIA NATL CORP COM 52728810 5059 104931 SH SHARED 104931 D LEUCADIA NATL CORP COM 52728810 898 18630 SH SHARED 01 18630 D LEUCADIA NATL CORP COM 52728810 246 5111 SH SHARED 02 5111 D LEUCADIA NATL CORP COM 52728810 250 5200 SH SHARED 06 3800 1400 D LEUCADIA NATL CORP COM 52728810 18675 387300 SH SHARED 10 387300 D LEUCADIA NATL CORP COM 52728810 49 1024 SH SHARED 21 1024 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 927 1000000 PRN SHARED 1000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 9 10000 PRN SHARED 02 10000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 4 4000 PRN SHARED 10 4000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1684 362221 SH SHARED 362221 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 254 54634 SH SHARED 01 54634 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 860 185105 SH SHARED 02 185105 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 697 150000 SH SHARED 04 150000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 2497 537000 SH SHARED 06 26500 510500 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 511 109913 SH SHARED 10 106213 3700 D LEVITT CORP CL A 52742P10 80 40030 SH SHARED 40030 D LEXICON PHARMACEUTICALS INC COM 52887210 8 2369 SH SHARED 2369 D LEXICON PHARMACEUTICALS INC COM 52887210 88 25600 SH SHARED 02 25600 D LEXINGTON REALTY TRUST COM 52904310 8984 448979 SH SHARED 448979 D LEXINGTON REALTY TRUST COM 52904310 144 7200 SH SHARED 01 600 6600 D LEXINGTON REALTY TRUST COM 52904310 1300 65000 SH SHARED 04 65000 D LEXINGTON REALTY TRUST COM 52904310 2727 136300 SH SHARED 10 136300 D LEXINGTON REALTY TRUST COM 52904310 23063 1152600 SH SHARED 11 1152600 D LEXINGTON REALTY TRUST PFD CONV SER C 52904330 8639 197440 SH SHARED 197440 D LEXINGTON REALTY TRUST PFD CONV SER C 52904330 43 1000 SH SHARED 02 1000 D LEXMARK INTL NEW CL A 52977110 6 150 SH SHARED 150 D LEXMARK INTL NEW CL A 52977110 8284 199494 SH SHARED 199494 D LEXMARK INTL NEW CL A 52977110 672 16200 SH SHARED 01 16200 D LEXMARK INTL NEW CL A 52977110 1641 39519 SH SHARED 02 39519 D LEXMARK INTL NEW CL A 52977110 129 3123 SH SHARED 04 3123 D LEXMARK INTL NEW CL A 52977110 4 100 SH SHARED 05 100 D LEXMARK INTL NEW CL A 52977110 178 4300 SH SHARED 06 2800 1500 D LEXMARK INTL NEW CL A 52977110 1749 42125 SH SHARED 10 42125 D LEXMARK INTL NEW CL A 52977110 136 3298 SH SHARED 14 3298 D LIBBEY INC COM 52989810 10 624 SH SHARED 624 D LIBBEY INC COM 52989810 163 9324 SH SHARED 02 9324 D LIBBEY INC COM 52989810 29 1700 SH SHARED 10 1700 D LIBERTY BANCORP INC COM 53017Q10 1 112 SH SHARED 112 D LIBERTY BELL BK CHERRY HILL COM 53023310 0 69 SH SHARED 69 D LIBERTY GLOBAL INC COM SER A 53055510 4457 108671 SH SHARED 108671 D LIBERTY GLOBAL INC COM SER A 53055510 392 9558 SH SHARED 01 9385 173 D LIBERTY GLOBAL INC COM SER A 53055510 2 63 SH SHR/OTHR 01 63 D LIBERTY GLOBAL INC COM SER A 53055510 148 3631 SH SHARED 02 3631 D LIBERTY GLOBAL INC COM SER A 53055510 4 118 SH SHARED 05 118 D LIBERTY GLOBAL INC COM SER A 53055510 293 7153 SH SHARED 06 5292 1861 D LIBERTY GLOBAL INC COM SER A 53055510 4621 112665 SH SHARED 10 112327 338 D LIBERTY GLOBAL INC COM SER A 53055510 92 2250 SH SHR/OTHR 20 2250 D LIBERTY GLOBAL INC COM SER C 53055530 3356 86833 SH SHARED 86833 D LIBERTY GLOBAL INC COM SER C 53055530 163 4242 SH SHARED 01 4069 173 D LIBERTY GLOBAL INC COM SER C 53055530 2 63 SH SHR/OTHR 01 63 D LIBERTY GLOBAL INC COM SER C 53055530 4 118 SH SHARED 05 118 D LIBERTY GLOBAL INC COM SER C 53055530 271 7023 SH SHARED 06 5192 1831 D LIBERTY GLOBAL INC COM SER C 53055530 798 20656 SH SHARED 10 20318 338 D LIBERTY GLOBAL INC COM SER C 53055530 2176 56291 SH SHARED 14 56291 D LIBERTY GLOBAL INC COM SER C 53055530 86 2250 SH SHR/OTHR 20 2250 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 2905 151233 SH SHARED 151233 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 375 19532 SH SHARED 01 16914 2618 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 4 260 SH SHR/OTHR 01 260 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 41 2175 SH SHARED 02 2175 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 384 20000 SH SHARED 04 20000 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 5 296 SH SHARED 05 296 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 421 21938 SH SHARED 06 15662 6276 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 1863 97006 SH SHARED 10 95313 1693 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 216 11258 SH SHARED 14 11258 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 137 7150 SH SHARED 20 7150 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 378 19716 SH SHR/OTHR 20 19716 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 38672 309802 SH SHARED 309802 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 520 4168 SH SHARED 01 3645 523 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 6 52 SH SHR/OTHR 01 52 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 3954 31682 SH SHARED 02 31682 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 10236 82000 SH SHARED 04 82000 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 7 59 SH SHARED 05 59 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 548 4396 SH SHARED 06 3142 1254 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 2547 20405 SH SHARED 10 20067 338 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 80 645 SH SHARED 14 645 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 174 1400 SH SHARED 20 1400 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 492 3943 SH SHR/OTHR 20 3943 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 2022 3135000 PRN SHARED 3135000 D LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL 1450 2500000 PRN SHARED 2500000 D LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR 0 500 PRN SHARED 02 500 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 33090 30000000 PRN SHARED 30000000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 1318 1195000 PRN SHARED 01 47000 1148000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 551 500000 PRN SHR/OTHR 01 500000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 213 194000 PRN SHARED 02 194000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 40 37000 PRN SHARED 21 37000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 1004 911000 PRN SHARED 23 661000 250000 D LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF 209 190000 PRN SHR/OTHR 23 190000 D LIBERTY PPTY TR SH BEN INT 53117210 2472 61497 SH SHARED 58197 3300 D LIBERTY PPTY TR SH BEN INT 53117210 922 22950 SH SHARED 01 1450 21500 D LIBERTY PPTY TR SH BEN INT 53117210 1158 28805 SH SHARED 02 28805 D LIBERTY PPTY TR SH BEN INT 53117210 2726 67800 SH SHARED 10 67800 D LIBERTY PPTY TR SH BEN INT 53117210 90629 2253900 SH SHARED 11 2253900 D LIBERTY PPTY TR SH BEN INT 53117210 142 3550 SH SHARED 14 3550 D LIFEWAY FOODS INC COM 53191410 2 135 SH SHARED 135 D LIFEWAY FOODS INC COM 53191410 6 400 SH SHARED 02 400 D LIFECELL CORP COM 53192710 137 3647 SH SHARED 3647 D LIFECELL CORP COM 53192710 54 1450 SH SHARED 01 1450 D LIFECELL CORP COM 53192710 9 260 SH SHARED 02 260 D LIFE PARTNERS HOLDINGS INC COM 53215T10 5 156 SH SHARED 156 D LIFE PARTNERS HOLDINGS INC COM 53215T10 894 26594 SH SHARED 01 26250 344 D LIFE PARTNERS HOLDINGS INC COM 53215T10 1093 32500 SH SHR/OTHR 01 32500 D LIFE 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SHARED 23 550 D MBIA INC COM 55262C10 590 9669 SH SHR/OTHR 23 9669 D MB FINANCIAL INC NEW COM 55264U10 65 1908 SH SHARED 1908 D MB FINANCIAL INC NEW COM 55264U10 17 500 SH SHARED 01 500 D MB FINANCIAL INC NEW COM 55264U10 1 49 SH SHARED 02 49 D MB FINANCIAL INC NEW COM 55264U10 6224 180154 SH SHARED 10 180154 D MB FINANCIAL INC NEW COM 55264U10 47 1361 SH SHARED 21 1361 D MBF HEALTHCARE ACQUISITION C COM 55265010 7048 936103 SH SHARED 936103 D MBF HEALTHCARE ACQUISITION C UNIT 99/99/9999 55265020 629 75880 SH SHARED 75880 D M D C HLDGS INC COM 55267610 3469 84737 SH SHARED 84737 D M D C HLDGS INC COM 55267610 533 13020 SH SHARED 01 620 12400 D M D C HLDGS INC COM 55267610 74 1819 SH SHARED 02 1819 D M D C HLDGS INC COM 55267610 110 2700 SH SHARED 10 2700 D MDS INC COM 55269P30 29 1364 SH SHARED 1364 D MDS INC COM 55269P30 170 7901 SH SHARED 01 7901 D MDS INC COM 55269P30 2 108 SH SHARED 02 108 D MDU RES GROUP INC COM 55269010 3532 126888 SH SHARED 126888 D MDU RES GROUP INC COM 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INC COM 55272X10 288 35840 SH SHARED 35840 D MFRI INC COM 55272110 13 734 SH SHARED 734 D MFS CHARTER INCOME TR SH BEN INT 55272710 1944 231480 SH SHARED 231480 D MFS INTER INCOME TR SH BEN INT 55273C10 531 86662 SH SHARED 86662 D MFS INTER INCOME TR SH BEN INT 55273C10 17 2828 SH SHARED 20 2828 D MGE ENERGY INC COM 55277P10 37 1111 SH SHARED 1111 D MGE ENERGY INC COM 55277P10 12 375 SH SHARED 01 375 D MGE ENERGY INC COM 55277P10 1 35 SH SHARED 02 35 D MGE ENERGY INC COM 55277P10 334 10000 SH SHARED 10 10000 D MGIC INVT CORP WIS COM 55284810 20447 632857 SH SHARED 632857 D MGIC INVT CORP WIS COM 55284810 529 16380 SH SHARED 01 16380 D MGIC INVT CORP WIS COM 55284810 91 2817 SH SHARED 02 2817 D MGIC INVT CORP WIS COM 55284810 3 100 SH SHARED 05 100 D MGIC INVT CORP WIS COM 55284810 104 3230 SH SHARED 06 2200 1030 D MGIC INVT CORP WIS COM 55284810 16505 510847 SH SHARED 10 510847 D MGIC INVT CORP WIS COM 55284810 121 3773 SH SHARED 14 3773 D MGIC INVT CORP WIS COM 55284810 38 1200 SH SHARED 22 1200 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 622 834000 PRN SHARED 02 834000 D MGI PHARMA INC COM 55288010 11 400 SH SHARED 400 D MGI PHARMA INC COM 55288010 1238 44580 SH SHARED 44580 D MGI PHARMA INC COM 55288010 213 7700 SH SHARED 01 7700 D MGI PHARMA INC COM 55288010 6 220 SH SHR/OTHR 01 220 D MGI PHARMA INC COM 55288010 303 10915 SH SHARED 02 6735 4180 D MGI PHARMA INC COM 55288010 11774 423833 SH SHARED 04 423833 D MGI PHARMA INC COM 55288010 6478 233200 SH SHARED 10 233200 D MGI PHARMA INC COM 55288010 38 1371 SH SHARED 21 1371 D MGM MIRAGE COM 55295310 1064 11900 SH SHARED 11900 D MGM MIRAGE COM 55295310 18102 202398 SH SHARED 202398 D MGM MIRAGE COM 55295310 26 300 SH SHARED 01 300 D MGM MIRAGE COM 55295310 2201 24619 SH SHARED 02 24619 D MGM MIRAGE COM 55295310 359 4020 SH SHARED 06 2900 1120 D MGM MIRAGE COM 55295310 688 7700 SH SHARED 10 7700 D MGM MIRAGE COM 55295310 308 3453 SH SHARED 21 3453 D MGP INGREDIENTS INC COM 55302G10 4 461 SH SHARED 461 D MGP INGREDIENTS INC COM 55302G10 76 7459 SH SHARED 02 7459 D MHI HOSPITALITY CORP COM 55302L10 1 162 SH SHARED 162 D MGT CAPITAL INVTS INC COM 55302P10 12 3166 SH SHARED 3166 D MGT CAPITAL INVTS INC COM 55302P10 9 2300 SH SHARED 2300 D MI DEVS INC CL A SUB VTG 55304X10 199 6017 SH SHARED 6017 D MI DEVS INC CL A SUB VTG 55304X10 1 50 SH SHARED 05 50 D MI DEVS INC CL A SUB VTG 55304X10 51 1550 SH SHARED 06 1550 D MI DEVS INC CL A SUB VTG 55304X10 48 1457 SH SHARED 14 1457 D M/I HOMES INC COM 55305B10 85 6147 SH SHARED 6147 D M/I HOMES INC COM 55305B10 27 2000 SH SHARED 01 2000 D M/I HOMES INC COM 55305B10 0 12 SH SHARED 02 12 D M/I HOMES INC COM 55305B10 1098 79100 SH SHARED 10 79100 D MKS INSTRUMENT INC COM 55306N10 1549 81449 SH SHARED 81449 D MKS INSTRUMENT INC COM 55306N10 838 44085 SH SHARED 01 44085 D MKS INSTRUMENT INC COM 55306N10 56 2963 SH SHARED 02 2963 D MKS INSTRUMENT INC COM 55306N10 12375 650672 SH SHARED 10 650672 D MKS INSTRUMENT INC COM 55306N10 34 1801 SH SHARED 21 1801 D MIVA INC COM 55311R10 3 702 SH SHARED 702 D MIVA INC COM 55311R10 15 3320 SH SHARED 02 3320 D MMC ENERGY INC COM NEW 55312Q20 1 219 SH SHARED 219 D MPC CORPORATION COM 55316610 0 277 SH SHARED 277 D MPS GROUP INC COM 55340910 923 82841 SH SHARED 82841 D MPS GROUP INC COM 55340910 712 63900 SH SHARED 01 32300 31600 D MPS GROUP INC COM 55340910 55 4969 SH SHARED 02 4969 D MPS GROUP INC COM 55340910 466 41848 SH SHARED 10 41848 D MRV COMMUNICATIONS INC COM 55347710 15 6091 SH SHARED 6091 D MRV COMMUNICATIONS INC COM 55347710 0 213 SH SHARED 02 213 D MRV COMMUNICATIONS INC COM 55347710 88 35500 SH SHARED 10 35500 D MRU HLDGS INC COM 55348A10 38 6523 SH SHARED 6523 D MSB FINANCIAL CORPORATION COM 55352P10 6 633 SH SHARED 633 D MSC INDL DIRECT INC CL A 55353010 1763 34857 SH SHARED 34857 D MSC INDL DIRECT INC CL A 55353010 844 16700 SH SHARED 01 16700 D MSC INDL DIRECT INC CL A 55353010 127 2526 SH SHARED 02 2526 D MSC INDL DIRECT INC CL A 55353010 207 4100 SH SHARED 10 4100 D MSC SOFTWARE CORP COM 55353110 27 2050 SH SHARED 2050 D MSC SOFTWARE CORP COM 55353110 4 304 SH SHARED 02 304 D MSC SOFTWARE CORP COM 55353110 22004 1615600 SH SHARED 10 1615600 D M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB 269 177000 PRN SHARED 02 177000 D MTR GAMING GROUP INC COM 55376910 9 1018 SH SHARED 1018 D MTR GAMING GROUP INC COM 55376910 100 10500 SH SHARED 02 10500 D MTC TECHNOLOGIES INC COM 55377A10 9 476 SH SHARED 476 D MTC TECHNOLOGIES INC COM 55377A10 12 670 SH SHARED 02 670 D MTS MEDICATION TECHNLGS INC COM 55377310 1 114 SH SHARED 114 D MTS SYS CORP COM 55377710 735 17688 SH SHARED 17688 D MTS SYS CORP COM 55377710 1 30 SH SHARED 02 30 D MTS SYS CORP COM 55377710 174 4200 SH SHARED 10 4200 D MVC CAPITAL INC COM 55382910 5794 312702 SH SHARED 312702 D MVC CAPITAL INC COM 55382910 0 39 SH SHARED 02 39 D MVC CAPITAL INC COM 55382910 27 1500 SH SHARED 10 1500 D MWI VETERINARY SUPPLY INC COM 55402X10 19 529 SH SHARED 529 D MWI VETERINARY SUPPLY INC COM 55402X10 0 19 SH SHARED 02 19 D M-WAVE INC COM NEW 55403420 0 35 SH SHARED 35 D MAC-GRAY CORP COM 55415310 2 179 SH SHARED 179 D MACATAWA BK CORP COM 55422510 10 781 SH SHARED 781 D MACATAWA BK CORP COM 55422510 93 6900 SH SHARED 10 6900 D MACE SEC INTL INC COM NEW 55433520 0 396 SH SHARED 396 D MACERICH CO COM 55438210 2404 27450 SH SHARED 27450 D MACERICH CO COM 55438210 60879 695130 SH SHARED 695130 D MACERICH CO COM 55438210 2090 23875 SH SHARED 01 375 23500 D MACERICH CO COM 55438210 3382 38626 SH SHARED 02 38626 D MACERICH CO COM 55438210 3074 35100 SH SHARED 10 35100 D MACERICH CO COM 55438210 339670 3878400 SH SHARED 11 2133104 1745296 D MACK CALI RLTY CORP COM 55448910 260 6350 SH SHARED 6350 D MACK CALI RLTY CORP COM 55448910 11467 279004 SH SHARED 277704 1300 D MACK CALI RLTY CORP COM 55448910 1072 26100 SH SHARED 01 100 26000 D MACK CALI RLTY CORP COM 55448910 102 2500 SH SHR/OTHR 01 2500 D MACK CALI RLTY CORP COM 55448910 145 3542 SH SHARED 02 3542 D MACK CALI RLTY CORP COM 55448910 1849 45000 SH SHARED 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1676097 D MACYS INC COM 55616P10 1918 59364 SH SHARED 01 57019 2345 D MACYS INC COM 55616P10 42 1308 SH SHR/OTHR 01 1308 D MACYS INC COM 55616P10 1213 37541 SH SHARED 02 37541 D MACYS INC COM 55616P10 7 244 SH SHARED 05 244 D MACYS INC COM 55616P10 566 17542 SH SHARED 06 12244 5298 D MACYS INC COM 55616P10 84679 2620034 SH SHARED 10 2620034 D MACYS INC COM 55616P10 42 1300 SH SHARED 14 1300 D MACYS INC COM 55616P10 471 14575 SH SHARED 20 14315 260 D MACYS INC COM 55616P10 232 7190 SH SHARED 21 7190 D MACYS INC COM 55616P10 307 9505 SH SHARED 22 5675 3830 D MACYS INC COM 55616P10 267 8280 SH SHARED 23 6848 1432 D MACYS INC COM 55616P10 32 1008 SH SHR/OTHR 23 1008 D MADDEN STEVEN LTD COM 55626910 218 11552 SH SHARED 11552 D MADDEN STEVEN LTD COM 55626910 1 100 SH SHARED 02 100 D MADDEN STEVEN LTD COM 55626910 514 27150 SH SHARED 10 27150 D MADECO SA SPONS ADR NEW 55630420 221 18074 SH SHARED 18074 D MADECO SA SPONS ADR NEW 55630420 6 500 SH SHARED 02 500 D MAG SILVER CORP COM 55903Q10 140 10000 SH SHARED 10000 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 14 563 SH SHARED 563 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 77 1902 SH SHARED 1902 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 229 5645 SH SHARED 01 5645 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 10 266 SH SHARED 02 266 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 8935 220200 SH SHARED 10 220200 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 163 4092 SH SHARED 4092 D MAGELLAN PETE CORP COM 55909130 1 1061 SH SHARED 1061 D MAGMA DESIGN AUTOMATION COM 55918110 698 49659 SH SHARED 49659 D MAGMA DESIGN AUTOMATION COM 55918110 242 17220 SH SHARED 02 17220 D MAGNA ENTMT CORP CL A 55921110 17 7905 SH SHARED 7905 D MAGNA INTL INC CL A 55922240 214 2229 SH SHARED 1429 800 D MAGNA INTL INC CL A 55922240 19 200 SH SHARED 01 200 D MAGNA INTL INC CL A 55922240 340 3537 SH SHARED 02 3537 D MAGNA INTL INC CL A 55922240 9 100 SH SHARED 05 100 D MAGNA INTL INC CL A 55922240 52 550 SH SHARED 06 100 450 D MAGNA INTL INC CL A 55922240 115 1200 SH SHARED 10 1200 D MAGNA INTL INC CL A 55922240 115 1200 SH SHARED 14 1200 D MAGNETEK INC COM 55942410 19 4145 SH SHARED 4145 D MAGYAR BANCORP INC COM 55977T10 0 70 SH SHARED 70 D MAGUIRE PPTYS INC COM 55977510 6429 248924 SH SHARED 248924 D MAGUIRE PPTYS INC COM 55977510 312 12110 SH SHARED 01 12110 D MAGUIRE PPTYS INC COM 55977510 3 144 SH SHARED 02 144 D MAGUIRE PPTYS INC COM 55977510 1808 70000 SH SHARED 04 70000 D MAGUIRE PPTYS INC COM 55977510 1082 41900 SH SHARED 10 41900 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 550 19668 SH SHARED 19668 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 2874 102700 SH SHARED 02 102700 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 303 38500 SH SHARED 38500 D MAIDENFORM BRANDS INC COM 56030510 135 8524 SH SHARED 8524 D MAIDENFORM BRANDS INC COM 56030510 222 14030 SH SHARED 02 14030 D MAINE & MARITIMES CORP COM 56037710 1 42 SH SHARED 42 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 12 731 SH SHARED 731 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 33 1885 SH SHARED 01 1885 D MAIR HOLDINGS INC COM 56063510 1 312 SH SHARED 312 D MAIR HOLDINGS INC COM 56063510 0 90 SH SHARED 02 90 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 0 345 SH SHARED 345 D MAKEMUSIC INC COM NEW 56086P20 0 79 SH SHARED 79 D MAKITA CORP ADR NEW 56087730 3 75 SH SHARED 02 75 D MALAYSIA FD INC COM 56090510 7 801 SH SHARED 801 D MANAGEMENT NETWORK GROUP INC COM 56169310 1 462 SH SHARED 462 D MANATRON INC COM 56204810 1 120 SH SHARED 120 D MANHATTAN ASSOCS INC COM 56275010 769 28078 SH SHARED 28078 D MANHATTAN ASSOCS INC COM 56275010 4 175 SH SHARED 01 175 D MANHATTAN ASSOCS INC COM 56275010 3 110 SH SHARED 02 110 D MANHATTAN ASSOCS INC COM 56275010 167 6100 SH SHARED 10 6100 D MANHATTAN ASSOCS INC COM 56275010 1839 67100 SH SHARED 14 67100 D MANHATTAN PHARMACEUTICALS IN COM NEW 56311820 0 1416 SH SHARED 1416 D MANITOWOC INC COM 56357110 3027 68365 SH SHARED 68365 D MANITOWOC INC COM 56357110 668 15100 SH SHARED 01 15100 D MANITOWOC INC COM 56357110 23 521 SH SHARED 02 521 D MANITOWOC INC COM 56357110 16479 372176 SH SHARED 10 372176 D MANNATECH INC COM 56377110 13 1700 SH SHARED 1700 D MANNATECH INC COM 56377110 12 1527 SH SHARED 1527 D MANNATECH INC COM 56377110 14 1826 SH SHARED 02 1826 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 805 969000 PRN SHARED 969000 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 0 1000 PRN SHARED 10 1000 D MANNKIND CORP COM 56400P20 43 4454 SH SHARED 4454 D MANNKIND CORP COM 56400P20 248 25667 SH SHARED 01 2900 22767 D MANNKIND CORP COM 56400P20 134 13875 SH SHARED 02 13875 D MANNKIND CORP COM 56400P20 115 11900 SH SHARED 10 11900 D MANOR CARE INC NEW COM 56405510 9076 140939 SH SHARED 140939 D MANOR CARE INC NEW COM 56405510 483 7500 SH SHARED 01 7500 D MANOR CARE INC NEW COM 56405510 10066 156310 SH SHARED 02 156310 D MANOR CARE INC NEW COM 56405510 1973 30647 SH SHARED 10 30647 D MANPOWER INC COM 56418H10 6906 107327 SH SHARED 107327 D MANPOWER INC COM 56418H10 2347 36475 SH SHARED 01 10775 25700 D MANPOWER INC COM 56418H10 1671 25971 SH SHARED 02 25971 D MANPOWER INC COM 56418H10 211 3290 SH SHARED 06 2050 1240 D MANPOWER INC COM 56418H10 142683 2217300 SH SHARED 10 2217300 D MANPOWER INC COM 56418H10 330 5135 SH SHARED 14 5135 D MANPOWER INC COM 56418H10 128 2000 SH SHARED 23 2000 D MANTECH INTL CORP CL A 56456310 274 7619 SH SHARED 7619 D MANTECH INTL CORP CL A 56456310 79 2200 SH SHARED 01 2200 D MANTECH INTL CORP CL A 56456310 5957 165578 SH SHARED 10 165578 D MANULIFE FINL CORP COM 56501R10 4571 110804 SH SHARED 106004 4800 D MANULIFE FINL CORP COM 56501R10 215 5230 SH SHARED 01 2230 3000 D MANULIFE FINL CORP COM 56501R10 125 3032 SH SHARED 02 3032 D MANULIFE FINL CORP COM 56501R10 412 10000 SH SHARED 04 10000 D MANULIFE FINL CORP COM 56501R10 27 674 SH SHARED 05 674 D MANULIFE FINL CORP COM 56501R10 335 8132 SH SHARED 06 1550 6582 D MANULIFE FINL CORP COM 56501R10 2421 58700 SH SHARED 10 58700 D MANULIFE FINL CORP COM 56501R10 1412 34243 SH SHARED 14 34243 D MANULIFE FINL CORP COM 56501R10 47 1150 SH SHARED 20 1150 D MANULIFE FINL CORP COM 56501R10 28 682 SH SHR/OTHR 20 682 D MANULIFE FINL CORP COM 56501R10 752 18240 SH SHARED 23 18240 D MARATHON ACQUISITION CORP COM 56575610 1996 253012 SH SHARED 253012 D MARATHON ACQUISITION CORP COM 56575610 512 65000 SH SHARED 01 65000 D MARATHON ACQUISITION CORP UNIT 08/24/2010 56575620 611 65000 SH SHARED 01 65000 D MARATHON OIL CORP COM 56584910 1293 22690 SH SHARED 600 22090 D MARATHON OIL CORP COM 56584910 139330 2443544 SH SHARED 2415244 28300 D MARATHON OIL CORP COM 56584910 5524 96881 SH SHARED 01 94781 2100 D MARATHON OIL CORP COM 56584910 905 15888 SH SHARED 02 15888 D MARATHON OIL CORP COM 56584910 20 360 SH SHARED 04 360 D MARATHON OIL CORP COM 56584910 93767 1644459 SH SHARED 04 1644459 D MARATHON OIL CORP COM 56584910 3427 60110 SH SHARED 05 60110 D MARATHON OIL CORP COM 56584910 37394 655805 SH SHARED 06 37560 618245 D MARATHON OIL CORP COM 56584910 110620 1940034 SH SHARED 10 1850434 89600 D MARATHON OIL CORP COM 56584910 884 15504 SH SHARED 14 15504 D MARATHON OIL CORP COM 56584910 54 950 SH SHARED 20 700 250 D MARATHON OIL CORP COM 56584910 137 2410 SH SHARED 21 2410 D MARATHON OIL CORP COM 56584910 57 1000 SH SHARED 23 1000 D MARATHON OIL CORP COM 56584910 269 4720 SH SHR/OTHR 23 4720 D MARCHEX INC CL B 56624R10 15 1621 SH SHARED 1621 D MARCHEX INC CL B 56624R10 26 2760 SH SHARED 02 2760 D MARCHEX INC CL B 56624R10 38 4000 SH SHARED 22 4000 D MARCUS CORP COM 56633010 19 991 SH SHARED 991 D MARCUS CORP COM 56633010 20 1075 SH SHARED 01 1075 D MARCUS CORP COM 56633010 115 6036 SH SHARED 02 6036 D MARINEMAX INC COM 56790810 863 59276 SH SHARED 59276 D MARINEMAX INC COM 56790810 0 17 SH SHARED 02 17 D MARINE PRODS CORP COM 56842710 5 613 SH SHARED 613 D MARINER ENERGY INC COM 56845T30 290 14033 SH SHARED 14033 D MARINER ENERGY INC COM 56845T30 1348 65130 SH SHARED 01 61230 3900 D MARINER ENERGY INC COM 56845T30 1207 58300 SH SHR/OTHR 01 58300 D MARINER ENERGY INC COM 56845T30 2 140 SH SHARED 02 140 D MARINER ENERGY INC COM 56845T30 3454 166800 SH SHARED 10 166800 D MARKEL CORP COM 57053510 152 316 SH SHARED 316 D MARKEL CORP COM 57053510 133 275 SH SHARED 01 275 D MARKEL CORP COM 57053510 72 149 SH SHARED 02 149 D MARKEL CORP COM 57053510 454 940 SH SHARED 10 940 D MARKETAXESS HLDGS INC COM 57060D10 229 15310 SH SHARED 15310 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 2956 65200 SH SHARED 65200 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 33295 1085592 SH SHARED 1085592 D MARKWEST HYDROCARBON INC COM 57076210 11 192 SH SHARED 192 D MARKWEST HYDROCARBON INC COM 57076210 0 11 SH SHARED 02 11 D MARKWEST HYDROCARBON INC COM 57076210 52 900 SH SHARED 10 900 D MARLIN BUSINESS SVCS CORP COM 57115710 3 224 SH SHARED 224 D MARLIN BUSINESS SVCS CORP COM 57115710 2731 190584 SH SHARED 02 190584 D MARSH & MCLENNAN COS INC COM 57174810 144 5680 SH SHARED 5680 D MARSH & MCLENNAN COS INC COM 57174810 33214 1302529 SH SHARED 1302529 D MARSH & MCLENNAN COS INC COM 57174810 1734 68002 SH SHARED 01 68002 D MARSH & MCLENNAN COS INC COM 57174810 4626 181430 SH SHARED 02 181430 D MARSH & MCLENNAN COS INC COM 57174810 4 190 SH SHARED 05 190 D MARSH & MCLENNAN COS INC COM 57174810 570 22360 SH SHARED 06 17750 4610 D MARSH & MCLENNAN COS INC COM 57174810 6580 258045 SH SHARED 10 258045 D MARSH & MCLENNAN COS INC COM 57174810 25 1000 SH SHARED 23 1000 D MARSH & MCLENNAN COS INC COM 57174810 165 6500 SH SHR/OTHR 23 6500 D MARSHALL & ILSLEY CORP COM 57183410 28674 655115 SH SHARED 655115 D MARSHALL & ILSLEY CORP COM 57183410 1275 29145 SH SHARED 01 26045 3100 D MARSHALL & ILSLEY CORP COM 57183410 272 6230 SH SHARED 02 6230 D MARSHALL & ILSLEY CORP COM 57183410 319 7300 SH SHARED 06 5400 1900 D MARSHALL & ILSLEY CORP COM 57183410 6812 155632 SH SHARED 10 155632 D MARSHALL & ILSLEY CORP COM 57183410 106 2440 SH SHARED 20 2440 D MARRIOTT INTL INC NEW CL A 57190320 11922 274269 SH SHARED 274269 D MARRIOTT INTL INC NEW CL A 57190320 132501 3048119 SH SHARED 01 179024 2869095 D MARRIOTT INTL INC NEW CL A 57190320 15056 346371 SH SHR/OTHR 01 346371 D MARRIOTT INTL INC NEW CL A 57190320 1446 33268 SH SHARED 02 33268 D MARRIOTT INTL INC NEW CL A 57190320 217 5000 SH SHARED 04 5000 D MARRIOTT INTL INC NEW CL A 57190320 8 200 SH SHARED 05 200 D MARRIOTT INTL INC NEW CL A 57190320 2587 59520 SH SHARED 06 15600 43920 D MARRIOTT INTL INC NEW CL A 57190320 7163 164792 SH SHARED 10 161192 3600 D MARRIOTT INTL INC NEW CL A 57190320 195 4496 SH SHARED 14 4496 D MARRIOTT INTL INC NEW CL A 57190320 3809 87635 SH SHARED 20 32575 55060 D MARRIOTT INTL INC NEW CL A 57190320 505 11640 SH SHR/OTHR 20 11640 D MARRIOTT INTL INC NEW CL A 57190320 100 2304 SH SHARED 21 2304 D MARRIOTT INTL INC NEW CL A 57190320 69 1600 SH SHR/OTHR 21 1600 D MARRIOTT INTL INC NEW CL A 57190320 834 19204 SH SHARED 22 14639 4565 D MARRIOTT INTL INC NEW CL A 57190320 85 1972 SH SHR/OTHR 22 1972 D MARRIOTT INTL INC NEW CL A 57190320 3201 73659 SH SHARED 23 68169 5490 D MARRIOTT INTL INC NEW CL A 57190320 1998 45970 SH SHR/OTHR 23 45970 D MARTEK BIOSCIENCES CORP COM 57290110 29 1000 SH SHARED 1000 D MARTEK BIOSCIENCES CORP COM 57290110 226 7810 SH SHARED 7810 D MARTEK BIOSCIENCES CORP COM 57290110 1161 40000 SH SHARED 04 40000 D MARTEK BIOSCIENCES CORP COM 57290110 278 9600 SH SHARED 10 9600 D MARTEN TRANS LTD COM 57307510 9 625 SH SHARED 625 D MARTEN TRANS LTD COM 57307510 55 3600 SH SHARED 01 3600 D MARTEN TRANS LTD COM 57307510 1664 108000 SH SHARED 10 108000 D MARTHA STEWART LIVING OMNIME CL A 57308310 1856 159339 SH SHARED 159339 D MARTHA STEWART LIVING OMNIME CL A 57308310 0 27 SH SHARED 02 27 D MARTHA STEWART LIVING OMNIME CL A 57308310 42 3610 SH SHARED 10 3610 D MARTIN MARIETTA MATLS INC COM 57328410 60441 452576 SH SHARED 452576 D MARTIN MARIETTA MATLS INC COM 57328410 3198 23951 SH SHARED 01 6751 17200 D MARTIN MARIETTA MATLS INC COM 57328410 1951 14611 SH SHARED 02 14611 D MARTIN MARIETTA MATLS INC COM 57328410 5 40 SH SHARED 05 40 D MARTIN MARIETTA MATLS INC COM 57328410 200 1500 SH SHARED 06 1050 450 D MARTIN MARIETTA MATLS INC COM 57328410 18961 141980 SH SHARED 10 111780 30200 D MARTIN MARIETTA MATLS INC COM 57328410 747 5600 SH SHARED 24 5600 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 17285 472273 SH SHARED 472273 D MARVEL ENTERTAINMENT INC COM 57383T10 59 2519 SH SHARED 2519 D MARVEL ENTERTAINMENT INC COM 57383T10 103 4408 SH SHARED 02 4408 D MARVEL ENTERTAINMENT INC COM 57383T10 3034 129442 SH SHARED 10 129442 D MARVEL ENTERTAINMENT INC COM 57383T10 19 820 SH SHR/OTHR 23 820 D MASCO CORP COM 57459910 13520 583530 SH SHARED 583530 D MASCO CORP COM 57459910 1060 45751 SH SHARED 01 45751 D MASCO CORP COM 57459910 637 27517 SH SHARED 02 27517 D MASCO CORP COM 57459910 6 300 SH SHARED 05 300 D MASCO CORP COM 57459910 312 13490 SH SHARED 06 9850 3640 D MASCO CORP COM 57459910 65510 2827370 SH SHARED 10 2827370 D MASCO CORP COM 57459910 37 1600 SH SHARED 14 1600 D MASCO CORP COM 57459910 213 9200 SH SHARED 23 9200 D MASCO CORP COM 57459910 50 2195 SH SHR/OTHR 23 2195 D MASIMO CORP COM 57479510 11 449 SH SHARED 449 D MASIMO CORP COM 57479510 42 1673 SH SHARED 02 1673 D MASISA S A NEW SPONSORED ADR 57480010 76 6239 SH SHARED 6239 D MASISA S A NEW SPONSORED ADR 57480010 4 400 SH SHARED 02 400 D MASSBANK CORP READ MASS COM 57615210 3 105 SH SHARED 105 D MASSEY ENERGY CORP COM 57620610 766 35120 SH SHARED 35120 D MASSEY ENERGY CORP COM 57620610 573 26269 SH SHARED 01 26269 D MASSEY ENERGY CORP COM 57620610 10 504 SH SHARED 02 504 D MASSEY ENERGY CORP COM 57620610 45 2080 SH SHARED 06 1700 380 D MASSEY ENERGY CORP COM 57620610 730 33500 SH SHARED 10 33500 D MASSEY ENERGY CORP COM 57620610 1745 80000 SH SHARED 14 80000 D MASTEC INC COM 57632310 608 43277 SH SHARED 43277 D MASTEC INC COM 57632310 329 23435 SH SHARED 01 23435 D MASTEC INC COM 57632310 82 5847 SH SHARED 02 77 5770 D MASTEC INC COM 57632310 2208 157000 SH SHARED 10 157000 D MASTERCARD INC CL A 57636Q10 176201 1190792 SH SHARED 1190792 D MASTERCARD INC CL A 57636Q10 355 2400 SH SHARED 01 2400 D MASTERCARD INC CL A 57636Q10 73 500 SH SHR/OTHR 01 500 D MASTERCARD INC CL A 57636Q10 77144 521355 SH SHARED 02 521355 D MASTERCARD INC CL A 57636Q10 5 40 SH SHARED 05 40 D MASTERCARD INC CL A 57636Q10 599 4050 SH SHARED 06 3300 750 D MASTERCARD INC CL A 57636Q10 11229 75890 SH SHARED 10 75890 D MASTERCARD INC CL A 57636Q10 96 649 SH SHARED 21 649 D MATERIAL SCIENCES CORP COM 57667410 742 69910 SH SHARED 69910 D MATERIAL SCIENCES CORP COM 57667410 4 440 SH SHARED 02 440 D MATHSTAR INC COM 57680120 168 146662 SH SHARED 146662 D MATRIA HEALTHCARE INC COM NEW 57681720 26 1004 SH SHARED 1004 D MATRIA HEALTHCARE INC COM NEW 57681720 5 208 SH SHARED 01 208 D MATRIA HEALTHCARE INC COM NEW 57681720 276 10558 SH SHARED 02 10558 D MATRIA HEALTHCARE INC COM NEW 57681720 37 1425 SH SHARED 21 1425 D MATRITECH INC COM 57681810 42 417391 SH SHARED 417391 D MATRIXX INITIATIVES INC COM 57685L10 5 259 SH SHARED 259 D MATRIX SVC CO COM 57685310 299 14316 SH SHARED 14316 D MATRIX SVC CO COM 57685310 1188 56715 SH SHARED 01 56715 D MATRIX SVC CO COM 57685310 1152 55000 SH SHR/OTHR 01 55000 D MATRIX SVC CO COM 57685310 5013 239300 SH SHARED 10 239300 D MATSUSHITA ELEC INDL ADR 57687920 753 40600 SH SHARED 40600 D MATSUSHITA ELEC INDL ADR 57687920 21 1168 SH SHARED 02 1168 D MATTEL INC COM 57708110 10310 439496 SH SHARED 439496 D MATTEL INC COM 57708110 5961 254110 SH SHARED 01 254110 D MATTEL INC COM 57708110 456 19462 SH SHARED 02 19462 D MATTEL INC COM 57708110 7 300 SH SHARED 05 300 D MATTEL INC COM 57708110 1207 51470 SH SHARED 06 45700 5770 D MATTEL INC COM 57708110 9658 411694 SH SHARED 10 411694 D MATTEL INC COM 57708110 292 12469 SH SHARED 14 12469 D MATTEL INC COM 57708110 35 1500 SH SHARED 21 1500 D MATTEL INC COM 57708110 294 12550 SH SHR/OTHR 23 12550 D MATTHEWS INTL CORP CL A 57712810 878 20048 SH SHARED 20048 D MATTHEWS INTL CORP CL A 57712810 428 9775 SH SHARED 01 175 9600 D MATTHEWS INTL CORP CL A 57712810 81 1868 SH SHARED 02 1868 D MATTHEWS INTL CORP CL A 57712810 341 7800 SH SHARED 10 7800 D MATTSON TECHNOLOGY INC COM 57722310 212 24579 SH SHARED 24579 D MATTSON TECHNOLOGY INC COM 57722310 17 2050 SH SHARED 01 2050 D MATTSON TECHNOLOGY INC COM 57722310 44 5139 SH SHARED 02 5139 D MAUI LD & PINEAPPLE INC COM 57734510 6 215 SH SHARED 215 D MAXIM INTEGRATED PRODS INC COM 57772K10 12023 409661 SH SHARED 409661 D MAXIM INTEGRATED PRODS INC COM 57772K10 5433 185120 SH SHARED 01 185120 D MAXIM INTEGRATED PRODS INC COM 57772K10 11 375 SH SHR/OTHR 01 375 D MAXIM INTEGRATED PRODS INC COM 57772K10 5073 172870 SH SHARED 02 172870 D MAXIM INTEGRATED PRODS INC COM 57772K10 1731 59000 SH SHARED 04 59000 D MAXIM INTEGRATED PRODS INC COM 57772K10 6 210 SH SHARED 05 210 D MAXIM INTEGRATED PRODS INC COM 57772K10 305 10420 SH SHARED 06 7400 3020 D MAXIM INTEGRATED PRODS INC COM 57772K10 2702 92087 SH SHARED 10 92087 D MAXIM INTEGRATED PRODS INC COM 57772K10 29 1000 SH SHARED 23 1000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 21800 20000000 PRN SHARED 20000000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 142 131000 PRN SHARED 02 131000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 15680 10000000 PRN SHARED 10000000 D MAXUS RLTY TR INC COM 57774B10 0 28 SH SHARED 28 D MAXWELL TECHNOLOGIES INC COM 57776710 9 782 SH SHARED 782 D MAXWELL TECHNOLOGIES INC COM 57776710 38 3300 SH SHARED 02 3300 D MAXYGEN INC COM 57777610 54 8032 SH SHARED 8032 D MAXYGEN INC COM 57777610 0 43 SH SHARED 02 43 D MAXYGEN INC COM 57777610 15 2300 SH SHARED 10 2300 D MAX & ERMAS RESTAURANTS INC COM 57790310 0 37 SH SHARED 37 D MAXXAM INC COM 57791310 1 61 SH SHARED 61 D MAXIMUS INC COM 57793310 188 4322 SH SHARED 4322 D MAXIMUS INC COM 57793310 34 800 SH SHARED 01 800 D MAXIMUS INC COM 57793310 2 59 SH SHARED 02 59 D MAXIMUS INC COM 57793310 2152 49400 SH SHARED 10 49400 D MAYFLOWER BANCORP INC COM 57832110 0 50 SH SHARED 50 D MBT FINL CORP COM 57887710 4 353 SH SHARED 353 D MCAFEE INC COM 57906410 6713 192535 SH SHARED 192305 230 D MCAFEE INC COM 57906410 1714 49157 SH SHARED 01 1882 47275 D MCAFEE INC COM 57906410 1636 46920 SH SHARED 02 45810 1110 D MCAFEE INC COM 57906410 9031 259000 SH SHARED 04 259000 D MCAFEE INC COM 57906410 1270 36446 SH SHARED 10 36446 D MCAFEE INC COM 57906410 728 20900 SH SHARED 14 20900 D MCCLATCHY CO CL A 57948910 13374 669389 SH SHARED 669389 D MCCLATCHY CO CL A 57948910 0 12 SH SHARED 01 12 D MCCLATCHY CO CL A 57948910 17 851 SH SHARED 02 851 D MCCLATCHY CO CL A 57948910 1362 68200 SH SHARED 10 68200 D MCCLATCHY CO CL A 57948910 11 600 SH SHARED 14 600 D MCCLATCHY CO CL A 57948910 10 511 SH SHR/OTHR 23 511 D MCCORMICK & CO INC COM NON VTG 57978020 25045 696276 SH SHARED 696276 D MCCORMICK & CO INC COM NON VTG 57978020 3657 101680 SH SHARED 01 14080 87600 D MCCORMICK & CO INC COM NON VTG 57978020 2182 60674 SH SHARED 02 60674 D MCCORMICK & CO INC COM NON VTG 57978020 2442 67900 SH SHARED 05 67900 D MCCORMICK & CO INC COM NON VTG 57978020 114 3180 SH SHARED 06 2600 580 D MCCORMICK & CO INC COM NON VTG 57978020 6581 182964 SH SHARED 10 168864 14100 D MCCORMICK & CO INC COM NON VTG 57978020 183 5100 SH SHARED 14 5100 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 11 600 SH SHARED 600 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 591 31400 SH SHARED 01 31000 400 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 715 38000 SH SHR/OTHR 01 38000 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 11187 594140 SH SHARED 10 594140 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1071 1114000 PRN SHARED 1114000 D MCDATA CORP NOTE 2.250% 2/1 580031AD 10693 11116000 PRN SHARED 02 11116000 D MCDERMOTT INTL INC COM 58003710 2405 44484 SH SHARED 44484 D MCDERMOTT INTL INC COM 58003710 2495 46140 SH SHARED 01 44640 1500 D MCDERMOTT INTL INC COM 58003710 40 742 SH SHARED 02 742 D MCDERMOTT INTL INC COM 58003710 335 6200 SH SHARED 06 5000 1200 D MCDERMOTT INTL INC COM 58003710 21063 389480 SH SHARED 10 389480 D MCDERMOTT INTL INC COM 58003710 16 300 SH SHARED 14 300 D MCDERMOTT INTL INC COM 58003710 275 5100 SH SHARED 21 5100 D MCDERMOTT INTL INC COM 58003710 475 8800 SH SHR/OTHR 23 8800 D MCDONALDS CORP COM 58013510 1562 28694 SH SHARED 28694 D MCDONALDS CORP COM 58013510 389935 7158714 SH SHARED 7071364 87350 D MCDONALDS CORP COM 58013510 26326 483315 SH SHARED 01 354495 128820 D MCDONALDS CORP COM 58013510 1172 21525 SH SHR/OTHR 01 21525 D MCDONALDS CORP COM 58013510 1888 34678 SH SHARED 02 34678 D MCDONALDS CORP COM 58013510 4902 90000 SH SHARED 04 90000 D MCDONALDS CORP COM 58013510 28 520 SH SHARED 05 520 D MCDONALDS CORP COM 58013510 31817 584132 SH SHARED 06 58100 526032 D MCDONALDS CORP COM 58013510 207391 3807436 SH SHARED 10 3632370 175066 D MCDONALDS CORP COM 58013510 583 10704 SH SHARED 14 10704 D MCDONALDS CORP COM 58013510 4085 75000 SH SHARED 15 75000 D MCDONALDS CORP COM 58013510 81 1500 SH SHARED 19 1500 D MCDONALDS CORP COM 58013510 5272 96789 SH SHARED 20 51368 45421 D MCDONALDS CORP COM 58013510 107 1980 SH SHR/OTHR 20 1980 D MCDONALDS CORP COM 58013510 1040 19105 SH SHARED 21 15114 3991 D MCDONALDS CORP COM 58013510 882 16200 SH SHR/OTHR 21 16200 D MCDONALDS CORP COM 58013510 461 8465 SH SHARED 22 6875 1590 D MCDONALDS CORP COM 58013510 33 618 SH SHR/OTHR 22 618 D MCDONALDS CORP COM 58013510 2626 48216 SH SHARED 23 47226 990 D MCDONALDS CORP COM 58013510 6576 120727 SH SHR/OTHR 23 120727 D MCDONALDS CORP COM 58013510 87 1600 SH SHARED 24 1600 D MCF CORP COM NEW 58039530 1 291 SH SHARED 291 D MCG CAPITAL CORP COM 58047P10 4554 316493 SH SHARED 316493 D MCG CAPITAL CORP COM 58047P10 423 29400 SH SHARED 01 29400 D MCG CAPITAL CORP COM 58047P10 358 24921 SH SHARED 02 24921 D MCG CAPITAL CORP COM 58047P10 4649 323100 SH SHARED 10 323100 D MCGRATH RENTCORP COM 58058910 34 1052 SH SHARED 1052 D MCGRATH RENTCORP COM 58058910 113 3425 SH SHARED 01 3425 D MCGRATH RENTCORP COM 58058910 189 5687 SH SHARED 02 3287 2400 D MCGRATH RENTCORP COM 58058910 614 18500 SH SHARED 10 18500 D MCGRATH RENTCORP COM 58058910 59 1800 SH SHARED 21 1800 D MCGRAW HILL COS INC COM 58064510 45225 888336 SH SHARED 871736 16600 D MCGRAW HILL COS INC COM 58064510 12371 243017 SH SHARED 01 68622 174395 D MCGRAW HILL COS INC COM 58064510 2375 46653 SH SHR/OTHR 01 46653 D MCGRAW HILL COS INC COM 58064510 480 9443 SH SHARED 02 9443 D MCGRAW HILL COS INC COM 58064510 1527 30000 SH SHARED 04 30000 D MCGRAW HILL COS INC COM 58064510 9 190 SH SHARED 05 190 D MCGRAW HILL COS INC COM 58064510 614 12070 SH SHARED 06 8700 3370 D MCGRAW HILL COS INC COM 58064510 123411 2424113 SH SHARED 10 2387738 36375 D MCGRAW HILL COS INC COM 58064510 918 18042 SH SHARED 14 18042 D MCGRAW HILL COS INC COM 58064510 7257 142558 SH SHARED 20 32960 109598 D MCGRAW HILL COS INC COM 58064510 962 18900 SH SHR/OTHR 20 18900 D MCGRAW HILL COS INC COM 58064510 836 16425 SH SHARED 21 16425 D MCGRAW HILL COS INC COM 58064510 25 500 SH SHR/OTHR 21 500 D MCGRAW HILL COS INC COM 58064510 38828 762690 SH SHARED 22 99060 663630 D MCGRAW HILL COS INC COM 58064510 1131 22225 SH SHR/OTHR 22 22225 D MCGRAW HILL COS INC COM 58064510 11013 216326 SH SHARED 23 210936 5390 D MCGRAW HILL COS INC COM 58064510 165384 3248571 SH SHR/OTHR 23 3248571 D MCGRAW HILL COS INC COM 58064510 54 1066 SH SHARED 24 1066 D MCKESSON CORP COM 58155Q10 44 750 SH SHARED 750 D MCKESSON CORP COM 58155Q10 58225 990406 SH SHARED 990406 D MCKESSON CORP COM 58155Q10 7012 119272 SH SHARED 01 115720 3552 D MCKESSON CORP COM 58155Q10 47 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 1607 27346 SH SHARED 02 27346 D MCKESSON CORP COM 58155Q10 7472 127100 SH SHARED 04 127100 D MCKESSON CORP COM 58155Q10 8 148 SH SHARED 05 148 D MCKESSON CORP COM 58155Q10 7016 119340 SH SHARED 06 9550 109790 D MCKESSON CORP COM 58155Q10 22247 378430 SH SHARED 10 378430 D MCKESSON CORP COM 58155Q10 1803 30676 SH SHARED 14 3300 27376 D MCKESSON CORP COM 58155Q10 3993 67928 SH SHARED 16 67928 D MCMORAN EXPLORATION CO COM 58241110 19 1452 SH SHARED 1452 D MCMORAN EXPLORATION CO COM 58241110 56 4200 SH SHARED 01 4200 D MCMORAN EXPLORATION CO COM 58241110 1 109 SH SHARED 02 109 D MCMORAN EXPLORATION CO COM 58241110 528 39300 SH SHARED 10 39300 D MEADE INSTRUMENTS CORP COM 58306210 0 367 SH SHARED 367 D MEADOW VY CORP COM 58318510 1 97 SH SHARED 97 D MEADOWBROOK INS GROUP INC COM 58319P10 14 1603 SH SHARED 1603 D MEADOWBROOK INS GROUP INC COM 58319P10 128 14310 SH SHARED 02 14310 D MEADOWBROOK INS GROUP INC COM 58319P10 15 1765 SH SHARED 22 1765 D MEADWESTVACO CORP COM 58333410 12483 422741 SH SHARED 422741 D MEADWESTVACO CORP COM 58333410 1090 36936 SH SHARED 01 26336 10600 D MEADWESTVACO CORP COM 58333410 21 727 SH SHR/OTHR 01 727 D MEADWESTVACO CORP COM 58333410 531 17988 SH SHARED 02 17988 D MEADWESTVACO CORP COM 58333410 24 843 SH SHARED 04 843 D MEADWESTVACO CORP COM 58333410 5 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 184 6260 SH SHARED 06 4250 2010 D MEADWESTVACO CORP COM 58333410 17564 594801 SH SHARED 10 499301 95500 D MEADWESTVACO CORP COM 58333410 64 2193 SH SHR/OTHR 23 2193 D MEADWESTVACO CORP COM 58333410 522 17700 SH SHARED 24 17700 D MEASUREMENT SPECIALTIES INC COM 58342110 18 679 SH SHARED 679 D MECHANICAL TECHNOLOGY INC COM 58353810 1 972 SH SHARED 972 D MECHEL OAO SPONSORED ADR 58384010 2710 53145 SH SHARED 53145 D MECHEL OAO SPONSORED ADR 58384010 50612 992395 SH SHARED 04 992395 D MECHEL OAO SPONSORED ADR 58384010 16549 324500 SH SHARED 05 324500 D MEDAREX INC COM 58391610 579 40932 SH SHARED 40932 D MEDAREX INC COM 58391610 278 19680 SH SHARED 01 19680 D MEDAREX INC COM 58391610 162 11450 SH SHARED 02 11450 D MEDAREX INC COM 58391610 1614 114000 SH SHARED 04 114000 D MEDAREX INC COM 58391610 84 6000 SH SHARED 10 6000 D MEDAREX INC COM 58391610 47 3359 SH SHARED 21 3359 D MEDALLION FINL CORP COM 58392810 4 383 SH SHARED 383 D MEDCATH CORP COM 58404W10 120 4403 SH SHARED 4403 D MEDCATH CORP COM 58404W10 68 2500 SH SHARED 01 2500 D MEDCATH CORP COM 58404W10 148 5392 SH SHARED 02 5392 D MEDCATH CORP COM 58404W10 1397 50900 SH SHARED 10 50900 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 24109 266732 SH SHARED 242967 23765 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5108 56516 SH SHARED 01 53359 3157 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 560 6203 SH SHR/OTHR 01 6203 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1433 15861 SH SHARED 02 15861 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5333 59000 SH SHARED 04 59000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 14 155 SH SHARED 05 155 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 859 9510 SH SHARED 06 6907 2603 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 53570 592662 SH SHARED 10 592662 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 225 2491 SH SHARED 14 1241 1250 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2 24 SH SHARED 19 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 98 1085 SH SHR/OTHR 20 1085 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2 24 SH SHARED 21 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 32 361 SH SHARED 22 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1946 21537 SH SHARED 23 20899 638 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2552 28238 SH SHR/OTHR 23 28238 D MEDECISION INC COM 58406P10 0 197 SH SHARED 197 D MEDECISION INC COM 58406P10 2549 670860 SH SHARED 04 670860 D MEDIA & ENTMT HOLDINGS INC COM 58439W10 7305 988586 SH SHARED 988586 D MEDIA & ENTMT HOLDINGS INC *W EXP 03/09/201 58439W11 7 8417 SH SHARED 8417 D MEDIA & ENTMT HOLDINGS INC UNIT 99/99/9999 58439W20 21 2623 SH SHARED 2623 D MEDIA GEN INC CL A 58440410 52214 1898017 SH SHARED 1898017 D MEDIA GEN INC CL A 58440410 30 1099 SH SHARED 02 1099 D MEDIA GEN INC CL A 58440410 66 2400 SH SHARED 10 2400 D MEDIALINK WORLDWIDE INC COM 58445P10 0 154 SH SHARED 154 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 569 80747 SH SHARED 80747 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 359 51002 SH SHARED 02 51002 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 762 108178 SH SHARED 10 108178 D MEDIA SCIENCES INTL INC COM 58446X10 1 208 SH SHARED 208 D MEDIA SCIENCES INTL INC COM 58446X10 53 10000 SH SHARED 01 10000 D MEDICAL ACTION INDS INC COM 58449L10 18 761 SH SHARED 761 D MEDICAL ACTION INDS INC COM 58449L10 11 476 SH SHARED 02 476 D MEDICAL ACTION INDS INC COM 58449L10 47 2000 SH SHARED 21 2000 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 1 326 SH SHARED 326 D MEDICAL PPTYS TRUST INC COM 58463J30 104 7840 SH SHARED 7840 D MEDICAL PPTYS TRUST INC COM 58463J30 596 44751 SH SHARED 02 44751 D MEDICAL PPTYS TRUST INC COM 58463J30 175 13200 SH SHARED 10 13200 D MEDICAL PPTYS TRUST INC COM 58463J30 13 1000 SH SHARED 20 1000 D MEDICINOVA INC COM NEW 58468P20 1 246 SH SHARED 246 D MEDICINES CO COM 58468810 84 4757 SH SHARED 4757 D MEDICINES CO COM 58468810 219 12300 SH SHARED 01 12300 D MEDICINES CO COM 58468810 1 83 SH SHARED 02 83 D MEDICINES CO COM 58468810 20 1140 SH SHARED 21 1140 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 6901 6922000 PRN SHARED 6922000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1739 57022 SH SHARED 57022 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 625 20500 SH SHARED 01 3000 17500 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 268 8785 SH SHARED 02 8785 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2154 70600 SH SHARED 10 70600 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2712 88900 SH SHARED 14 88900 D MEDIFAST INC COM 58470H10 1 325 SH SHARED 325 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 16735 15132000 PRN SHARED 02 15132000 D MEDIWARE INFORMATION SYS INC COM 58494610 0 112 SH SHARED 112 D MEDTOX SCIENTIFIC INC COM NEW 58497720 169 8307 SH SHARED 8307 D MEDIS TECHNOLOGIES LTD COM 58500P10 6964 535696 SH SHARED 535696 D MEDIS TECHNOLOGIES LTD COM 58500P10 0 23 SH SHARED 02 23 D MEDIVATION INC COM 58501N10 4617 230283 SH SHARED 230283 D MEDIVATION INC COM 58501N10 29 1450 SH SHARED 01 1450 D MEDIVATION INC COM 58501N10 0 40 SH SHARED 02 40 D MEDIVATION INC COM 58501N10 22 1100 SH SHARED 10 1100 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 12387 11200000 PRN SHARED 11200000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 25297 22873008 PRN SHARED 02 22873008 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 30027 27150000 PRN SHARED 04 27150000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 6756 6000000 PRN SHARED 6000000 D MEDTRONIC INC COM 58505510 93 1655 SH SHARED 950 705 D MEDTRONIC INC COM 58505510 600029 10636938 SH SHARED 10568838 68100 D MEDTRONIC INC COM 58505510 15480 274429 SH SHARED 01 187375 87054 D MEDTRONIC INC COM 58505510 1031 18286 SH SHR/OTHR 01 18286 D MEDTRONIC INC COM 58505510 15720 278678 SH SHARED 02 278678 D MEDTRONIC INC COM 58505510 64 1144 SH SHARED 04 1144 D MEDTRONIC INC COM 58505510 291347 5164825 SH SHARED 04 5164825 D MEDTRONIC INC COM 58505510 28 500 SH SHARED 05 500 D MEDTRONIC INC COM 58505510 2208 39152 SH SHARED 06 27950 11202 D MEDTRONIC INC COM 58505510 156940 2782142 SH SHARED 10 2721758 60384 D MEDTRONIC INC COM 58505510 135 2400 SH SHR/OTHR 10 2400 D MEDTRONIC INC COM 58505510 3963 70263 SH SHARED 14 44200 26063 D MEDTRONIC INC COM 58505510 4625 82000 SH SHARED 15 82000 D MEDTRONIC INC COM 58505510 76 1350 SH SHARED 19 1350 D MEDTRONIC INC COM 58505510 3858 68400 SH SHARED 20 13040 55360 D MEDTRONIC INC COM 58505510 338 6000 SH SHR/OTHR 20 6000 D MEDTRONIC INC COM 58505510 744 13200 SH SHARED 21 13200 D MEDTRONIC INC COM 58505510 276 4900 SH SHR/OTHR 21 4900 D MEDTRONIC INC COM 58505510 155 2750 SH SHARED 22 1650 1100 D MEDTRONIC INC COM 58505510 212 3774 SH SHR/OTHR 22 3774 D MEDTRONIC INC COM 58505510 2583 45790 SH SHARED 23 45110 680 D MEDTRONIC INC COM 58505510 5895 104510 SH SHR/OTHR 23 104510 D MEDTRONIC INC COM 58505510 737 13070 SH SHARED 24 13070 D MELCO PBL ENTMNT LTD ADR 58546410 3 196 SH SHARED 196 D MELCO PBL ENTMNT LTD ADR 58546410 26493 1605654 SH SHARED 1605654 D MELCO PBL ENTMNT LTD ADR 58546410 500 30317 SH SHARED 02 30317 D MELCO PBL ENTMNT LTD ADR 58546410 1750 106070 SH SHARED 10 106070 D MEMORY PHARMACEUTICALS CORP COM 58606R40 8 4589 SH SHARED 4589 D MEMRY CORP COM NEW 58626320 1 642 SH SHARED 642 D MENS WEARHOUSE INC COM 58711810 282 5595 SH SHARED 5595 D MENS WEARHOUSE INC COM 58711810 101 2000 SH SHARED 01 2000 D MENS WEARHOUSE INC COM 58711810 161 3187 SH SHARED 02 3187 D MENS WEARHOUSE INC COM 58711810 33893 670900 SH SHARED 10 670900 D MENS WEARHOUSE INC COM 58711810 75 1500 SH SHARED 21 1500 D MENTOR CORP MINN COM 58718810 979 21269 SH SHARED 21269 D MENTOR CORP MINN COM 58718810 198 4300 SH SHARED 01 4300 D MENTOR CORP MINN COM 58718810 100 2182 SH SHARED 02 2182 D MENTOR CORP MINN COM 58718810 1736 37700 SH SHARED 10 37700 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 3060 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 28 25000 PRN SHARED 02 25000 D MENTOR GRAPHICS CORP COM 58720010 13688 906510 SH SHARED 906510 D MENTOR GRAPHICS CORP COM 58720010 419 27800 SH SHARED 01 27800 D MENTOR GRAPHICS CORP COM 58720010 849 56226 SH SHARED 02 56226 D MENTOR GRAPHICS CORP COM 58720010 282 18700 SH SHARED 10 18700 D MERCADOLIBRE INC COM 58733R10 30 829 SH SHARED 829 D MERCANTILE BANCORP INC ILL COM 58734P10 2 111 SH SHARED 111 D MERCANTILE BANK CORP COM 58737610 4 217 SH SHARED 217 D MERCANTILE BANK CORP COM 58737610 0 1 SH SHARED 10 1 D MERCER INS GROUP INC COM 58790210 2 140 SH SHARED 140 D MERCER INTL INC COM 58805610 150 15968 SH SHARED 15968 D MERCER INTL INC COM 58805610 86 9202 SH SHARED 02 9202 D MERCHANTS BANCSHARES COM 58844810 2 120 SH SHARED 120 D MERCK & CO INC COM 58933110 4183 80932 SH SHARED 64913 16019 D MERCK & CO INC COM 58933110 399238 7723711 SH SHARED 7637111 86600 D MERCK & CO INC COM 58933110 22084 427248 SH SHARED 01 391446 35802 D MERCK & CO INC COM 58933110 10693 206883 SH SHR/OTHR 01 206883 D MERCK & CO INC COM 58933110 48654 941276 SH SHARED 02 941276 D MERCK & CO INC COM 58933110 1274 24657 SH SHARED 04 24657 D MERCK & CO INC COM 58933110 66731 1291000 SH SHARED 04 1291000 D MERCK & CO INC COM 58933110 48 930 SH SHARED 05 930 D MERCK & CO INC COM 58933110 5386 104214 SH SHARED 06 83900 20314 D MERCK & CO INC COM 58933110 124790 2414213 SH SHARED 10 2351408 62805 D MERCK & CO INC COM 58933110 2559 49526 SH SHARED 14 17600 31926 D MERCK & CO INC COM 58933110 7803 150972 SH SHARED 19 150972 D MERCK & CO INC COM 58933110 7356 142314 SH SHARED 20 50904 91410 D MERCK & CO INC COM 58933110 2925 56600 SH SHR/OTHR 20 56600 D MERCK & CO INC COM 58933110 689 13337 SH SHARED 21 13337 D MERCK & CO INC COM 58933110 77 1500 SH SHR/OTHR 22 1500 D MERCK & CO INC COM 58933110 15520 300265 SH SHARED 23 292065 8200 D MERCK & CO INC COM 58933110 13700 265053 SH SHR/OTHR 23 265053 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 1780 2000000 PRN SHARED 2000000 D MERCURY COMPUTER SYS COM 58937810 10 1025 SH SHARED 1025 D MERCURY GENL CORP NEW COM 58940010 2584 47931 SH SHARED 47931 D MERCURY GENL CORP NEW COM 58940010 630 11700 SH SHARED 01 11700 D MERCURY GENL CORP NEW COM 58940010 170 3160 SH SHARED 02 3160 D MERCURY GENL CORP NEW COM 58940010 1272 23588 SH SHARED 10 23588 D MEREDITH CORP COM 58943310 2084 36378 SH SHARED 36378 D MEREDITH CORP COM 58943310 704 12294 SH SHARED 01 9294 3000 D MEREDITH CORP COM 58943310 229 4002 SH SHARED 02 4002 D MEREDITH CORP COM 58943310 2287 39923 SH SHARED 10 39923 D MEREDITH CORP COM 58943310 91 1596 SH SHR/OTHR 23 1596 D MERIDIAN BIOSCIENCE INC COM 58958410 159 5254 SH SHARED 5254 D MERIDIAN BIOSCIENCE INC COM 58958410 1 63 SH SHARED 02 63 D MERIDIAN RESOURCE CORP COM 58977Q10 40 16214 SH SHARED 16214 D MERIT MED SYS INC COM 58988910 16 1268 SH SHARED 1268 D MERIDIAN GOLD INC COM 58997510 22453 678363 SH SHARED 678363 D MERIDIAN GOLD INC COM 58997510 800 24170 SH SHARED 01 24170 D MERIDIAN GOLD INC COM 58997510 62 1900 SH SHARED 02 1900 D MERIDIAN GOLD INC COM 58997510 25172 760500 SH SHARED 10 760500 D MERIDIAN GOLD INC COM 58997510 229 6931 SH SHARED 15 6931 D MERGE TECHNOLOGIES INC COM 58998110 3 810 SH SHARED 810 D MERITAGE HOMES CORP COM 59001A10 334 23695 SH SHARED 23695 D MERITAGE HOMES CORP COM 59001A10 68 4845 SH SHARED 01 4845 D MERITAGE HOMES CORP COM 59001A10 12 898 SH SHARED 02 898 D MERITAGE HOMES CORP COM 59001A10 669 47437 SH SHARED 10 47437 D MERITAGE HOMES CORP COM 59001A10 14 1027 SH SHARED 21 1027 D MERIX CORP COM 59004910 270 47725 SH SHARED 47725 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 13626 12199000 PRN SHARED 12199000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 41105 36800000 PRN SHARED 04 36800000 D MERRILL LYNCH & CO INC COM 59018810 5597 78529 SH SHARED 61394 17135 D MERRILL LYNCH & CO INC COM 59018810 100683 1412507 SH SHARED 1410252 2255 D MERRILL LYNCH & CO INC COM 59018810 26868 376940 SH SHARED 01 304736 72204 D MERRILL LYNCH & CO INC COM 59018810 712 9991 SH SHR/OTHR 01 9991 D MERRILL LYNCH & CO INC COM 59018810 3316 46528 SH SHARED 02 46528 D MERRILL LYNCH & CO INC COM 59018810 1309 18370 SH SHARED 04 18370 D MERRILL LYNCH & CO INC COM 59018810 11689 164000 SH SHARED 04 164000 D MERRILL LYNCH & CO INC COM 59018810 24 350 SH SHARED 05 350 D MERRILL LYNCH & CO INC COM 59018810 27734 389088 SH SHARED 06 48050 341038 D MERRILL LYNCH & CO INC COM 59018810 87946 1233810 SH SHARED 10 1175690 58120 D MERRILL LYNCH & CO INC COM 59018810 1988 27892 SH SHARED 14 2500 25392 D MERRILL LYNCH & CO INC COM 59018810 3274 45941 SH SHARED 16 45941 D MERRILL LYNCH & CO INC COM 59018810 10102 141736 SH SHARED 19 141736 D MERRILL LYNCH & CO INC COM 59018810 1352 18970 SH SHARED 20 8870 10100 D MERRILL LYNCH & CO INC COM 59018810 285 4000 SH SHR/OTHR 20 4000 D MERRILL LYNCH & CO INC COM 59018810 2749 38578 SH SHARED 21 38578 D MERRILL LYNCH & CO INC COM 59018810 242 3400 SH SHR/OTHR 21 3400 D MERRILL LYNCH & CO INC COM 59018810 276 3877 SH SHARED 22 1627 2250 D MERRILL LYNCH & CO INC COM 59018810 229 3216 SH SHR/OTHR 22 3216 D MERRILL LYNCH & CO INC COM 59018810 3051 42805 SH SHARED 23 42030 775 D MERRILL LYNCH & CO INC COM 59018810 2639 37027 SH SHR/OTHR 23 37027 D MERRILL LYNCH & CO INC COM 59018810 59 830 SH SHARED 24 830 D MERRIMAC INDS INC COM 59026210 0 44 SH SHARED 44 D MERUELO MADDUX PROPERTIES IN COM 59047310 10 1835 SH SHARED 1835 D MERUELO MADDUX PROPERTIES IN COM 59047310 295 50000 SH SHARED 04 50000 D MERUELO MADDUX PROPERTIES IN COM 59047310 100 17000 SH SHARED 10 17000 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 2583 6659000 PRN SHARED 6659000 D MESA AIR GROUP INC COM 59047910 8 1811 SH SHARED 1811 D MESA AIR GROUP INC COM 59047910 9 2100 SH SHARED 02 2100 D MESA LABS INC COM 59064R10 1 72 SH SHARED 72 D MET PRO CORP COM 59087630 4 286 SH SHARED 286 D META FINL GROUP INC COM 59100U10 2 51 SH SHARED 51 D METABASIS THERAPEUTICS INC COM 59101M10 225 77134 SH SHARED 77134 D METABOLIX INC COM 59101880 18 751 SH SHARED 751 D METABOLIX INC COM 59101880 3573 147300 SH SHARED 10 147300 D METAL MGMT INC COM NEW 59109720 739 13638 SH SHARED 13638 D METAL MGMT INC COM NEW 59109720 1327 24500 SH SHARED 01 24500 D METAL MGMT INC COM NEW 59109720 1138 21000 SH SHR/OTHR 01 21000 D METAL MGMT INC COM NEW 59109720 6 116 SH SHARED 02 116 D METAL MGMT INC COM NEW 59109720 7046 130000 SH SHARED 05 130000 D METAL MGMT INC COM NEW 59109720 7151 131953 SH SHARED 10 131953 D METALICO INC COM 59117610 692 76060 SH SHARED 76060 D METALICO INC COM 59117610 15 1700 SH SHARED 02 1700 D METALLICA RES INC COM 59125J10 62 14000 SH SHARED 14000 D METALLICA RES INC COM 59125J10 1332 300000 SH SHARED 04 300000 D METALLICA RES INC COM 59125J10 5803 1307000 SH SHARED 10 1307000 D METALLINE MINING INC COM 59125710 182 63613 SH SHARED 63613 D METHANEX CORP COM 59151K10 2865 112819 SH SHARED 112819 D METHANEX CORP COM 59151K10 5 200 SH SHARED 01 200 D METHANEX CORP COM 59151K10 40 1600 SH SHARED 02 1600 D METHANEX CORP COM 59151K10 5 200 SH SHARED 06 200 D METHANEX CORP COM 59151K10 284 11200 SH SHARED 14 11200 D METHODE ELECTRS INC COM 59152020 1042 69236 SH SHARED 69236 D METHODE ELECTRS INC COM 59152020 19 1275 SH SHARED 01 1275 D METHODE ELECTRS INC COM 59152020 267 17800 SH SHARED 10 17800 D METLIFE INC COM 59156R10 48344 693307 SH SHARED 693307 D METLIFE INC COM 59156R10 12851 184304 SH SHARED 01 184304 D METLIFE INC COM 59156R10 27 400 SH SHR/OTHR 01 400 D METLIFE INC COM 59156R10 1941 27849 SH SHARED 02 27849 D METLIFE INC COM 59156R10 418 6000 SH SHARED 04 6000 D METLIFE INC COM 59156R10 2559 36700 SH SHARED 05 36700 D METLIFE INC COM 59156R10 37767 541622 SH SHARED 06 18650 522972 D METLIFE INC COM 59156R10 100766 1445093 SH SHARED 10 1445093 D METLIFE INC COM 59156R10 322 4632 SH SHARED 14 4632 D METLIFE INC COM 59156R10 3486 50000 SH SHARED 15 50000 D METLIFE INC COM 59156R10 2 43 SH SHARED 23 43 D METRO ONE TELECOMMUNICATIONS OM NEW 59163F20 0 130 SH SHARED 130 D METROCORP BANCSHARES INC COM 59165010 327 20354 SH SHARED 20354 D METROPCS COMMUNICATIONS INC COM 59170810 78 2861 SH SHARED 2861 D METROPCS COMMUNICATIONS INC COM 59170810 5 192 SH SHARED 02 192 D METROPCS COMMUNICATIONS INC COM 59170810 136 5000 SH SHARED 10 5000 D METROPOLITAN HEALTH NETWORKS COM 59214210 2 1011 SH SHARED 1011 D METSO CORP SPONSORED ADR 59267110 20 300 SH SHARED 300 D METTLER TOLEDO INTERNATIONAL COM 59268810 3768 36950 SH SHARED 36950 D METTLER TOLEDO INTERNATIONAL COM 59268810 7043 69055 SH SHARED 01 50075 18980 D METTLER TOLEDO INTERNATIONAL COM 59268810 186 1825 SH SHR/OTHR 01 1825 D METTLER TOLEDO INTERNATIONAL COM 59268810 19 190 SH SHARED 02 190 D METTLER TOLEDO INTERNATIONAL COM 59268810 32 316 SH SHARED 04 316 D METTLER TOLEDO INTERNATIONAL COM 59268810 3978 39000 SH SHARED 04 39000 D METTLER TOLEDO INTERNATIONAL COM 59268810 45824 449260 SH SHARED 10 436000 13260 D METTLER TOLEDO INTERNATIONAL COM 59268810 91 900 SH SHARED 14 900 D METTLER TOLEDO INTERNATIONAL COM 59268810 3178 31160 SH SHARED 20 20380 10780 D METTLER TOLEDO INTERNATIONAL COM 59268810 229 2250 SH SHR/OTHR 20 2250 D METTLER TOLEDO INTERNATIONAL COM 59268810 51 500 SH SHR/OTHR 21 500 D METTLER TOLEDO INTERNATIONAL COM 59268810 257 2524 SH SHARED 22 2371 153 D METTLER TOLEDO INTERNATIONAL COM 59268810 40 393 SH SHR/OTHR 22 393 D METTLER TOLEDO INTERNATIONAL COM 59268810 902 8850 SH SHARED 23 8490 360 D METTLER TOLEDO INTERNATIONAL COM 59268810 540 5300 SH SHR/OTHR 23 5300 D METTLER TOLEDO INTERNATIONAL COM 59268810 40 400 SH SHARED 24 400 D MEXCO ENERGY CORP COM 59277010 0 19 SH SHARED 19 D MEXICAN RESTAURANTS INC COM 59283R10 0 33 SH SHARED 33 D MEXICO FD INC COM 59283510 16 400 SH SHARED 400 D MEXICO FD INC COM 59283510 31 747 SH SHARED 20 747 D MICREL INC COM 59479310 636 58922 SH SHARED 58922 D MICREL INC COM 59479310 224 20800 SH SHARED 01 2800 18000 D MICREL INC COM 59479310 32 2968 SH SHARED 02 2968 D MICREL INC COM 59479310 1156 107064 SH SHARED 10 107064 D MICROS SYS INC COM 59490110 195 3000 SH SHARED 3000 D MICROS SYS INC COM 59490110 342 5264 SH SHARED 5264 D MICROS SYS INC COM 59490110 81 1250 SH SHARED 01 1250 D MICROS SYS INC COM 59490110 7 118 SH SHARED 02 118 D MICROS SYS INC COM 59490110 377 5800 SH SHARED 10 5800 D MICROS SYS INC COM 59490110 52 800 SH SHARED 21 800 D MICROSOFT CORP COM 59491810 6440 218628 SH SHARED 212914 5714 D MICROSOFT CORP COM 59491810 468484 15902408 SH SHARED 15581818 320590 D MICROSOFT CORP COM 59491810 76389 2592981 SH SHARED 01 1687763 905218 D MICROSOFT CORP COM 59491810 6684 226896 SH SHR/OTHR 01 226896 D MICROSOFT CORP COM 59491810 119973 4072426 SH SHARED 02 4072426 D MICROSOFT CORP COM 59491810 536 18208 SH SHARED 04 18208 D MICROSOFT CORP COM 59491810 262252 8902000 SH SHARED 04 8902000 D MICROSOFT CORP COM 59491810 2596 88120 SH SHARED 05 88120 D MICROSOFT CORP COM 59491810 25811 876160 SH SHARED 06 386000 490160 D MICROSOFT CORP COM 59491810 551497 18720224 SH SHARED 10 18433059 287165 D MICROSOFT CORP COM 59491810 50 1700 SH SHR/OTHR 10 1700 D MICROSOFT CORP COM 59491810 9442 320528 SH SHARED 14 66400 254128 D MICROSOFT CORP COM 59491810 4385 148864 SH SHARED 16 148864 D MICROSOFT CORP COM 59491810 154 5240 SH SHARED 19 5240 D MICROSOFT CORP COM 59491810 15030 510191 SH SHARED 20 140115 370076 D MICROSOFT CORP COM 59491810 3707 125855 SH SHR/OTHR 20 125855 D MICROSOFT CORP COM 59491810 2505 85053 SH SHARED 21 85053 D MICROSOFT CORP COM 59491810 595 20200 SH SHR/OTHR 21 20200 D MICROSOFT CORP COM 59491810 2226 75592 SH SHARED 22 49623 25969 D MICROSOFT CORP COM 59491810 1018 34572 SH SHR/OTHR 22 34572 D MICROSOFT CORP COM 59491810 12225 414975 SH SHARED 23 391525 23450 D MICROSOFT CORP COM 59491810 16317 553876 SH SHR/OTHR 23 553876 D MICROSOFT CORP COM 59491810 125 4271 SH SHARED 24 4271 D MICROVISION INC DEL COM 59496010 603 130431 SH SHARED 130431 D MICROVISION INC DEL COM 59496010 37 8100 SH SHARED 02 8100 D MICROSTRATEGY INC CL A NEW 59497240 982 12388 SH SHARED 12388 D MICROSTRATEGY INC CL A NEW 59497240 99 1250 SH SHARED 01 1250 D MICROSTRATEGY INC CL A NEW 59497240 3 40 SH SHARED 02 40 D MICROSTRATEGY INC CL A NEW 59497240 2102 26500 SH SHARED 10 26500 D MICROSTRATEGY INC CL A NEW 59497240 24 310 SH SHARED 21 310 D MICROCHIP TECHNOLOGY INC COM 59501710 6534 179903 SH SHARED 179903 D MICROCHIP TECHNOLOGY INC COM 59501710 708 19500 SH SHARED 01 19500 D MICROCHIP TECHNOLOGY INC COM 59501710 332 9155 SH SHARED 02 9155 D MICROCHIP TECHNOLOGY INC COM 59501710 221 6110 SH SHARED 06 4700 1410 D MICROCHIP TECHNOLOGY INC COM 59501710 3279 90300 SH SHARED 10 90300 D MICROFINANCIAL INC COM 59507210 1 244 SH SHARED 244 D MICROMET INC COM 59509C10 1 671 SH SHARED 671 D MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH 5838 6000000 PRN SHARED 6000000 D MICRON TECHNOLOGY INC COM 59511210 9648 869210 SH SHARED 869210 D MICRON TECHNOLOGY INC COM 59511210 924 83245 SH SHARED 01 78245 5000 D MICRON TECHNOLOGY INC COM 59511210 6960 627096 SH SHARED 02 627096 D MICRON TECHNOLOGY INC COM 59511210 6 550 SH SHARED 05 550 D MICRON TECHNOLOGY INC COM 59511210 223 20130 SH SHARED 06 13350 6780 D MICRON TECHNOLOGY INC COM 59511210 3498 315169 SH SHARED 10 315169 D MICRON TECHNOLOGY INC COM 59511210 175 15800 SH SHARED 14 15800 D MICRONETICS INC DEL COM 59512510 1 154 SH SHARED 154 D MICROSEMI CORP COM 59513710 338 12157 SH SHARED 12157 D MICROSEMI CORP COM 59513710 105 3800 SH SHARED 10 3800 D MICROSEMI CORP COM 59513710 58 2100 SH SHARED 21 2100 D MICROTUNE INC DEL COM 59514P10 1168 194024 SH SHARED 194024 D MICROTUNE INC DEL COM 59514P10 166 27650 SH SHARED 01 27650 D MICROTUNE INC DEL COM 59514P10 1205 200250 SH SHR/OTHR 01 200250 D MICROTEK MEDICAL HLDGS INC COM 59515B10 6 1114 SH SHARED 1114 D MICROTEK MEDICAL HLDGS INC COM 59515B10 33 5500 SH SHARED 02 5500 D MICRUS ENDOVASCULAR CORP COM 59518V10 13 759 SH SHARED 759 D MID-AMER APT CMNTYS INC COM 59522J10 1423 28546 SH SHARED 28546 D MID-AMER APT CMNTYS INC COM 59522J10 118 2370 SH SHARED 01 2370 D MID-AMER APT CMNTYS INC COM 59522J10 1 26 SH SHARED 02 26 D MID-AMER APT CMNTYS INC COM 59522J10 667 13400 SH SHARED 10 13400 D MID PENN BANCORP INC COM 59540G10 2 90 SH SHARED 90 D MIDAS GROUP INC COM 59562610 13 716 SH SHARED 716 D MIDAS GROUP INC COM 59562610 255 13523 SH SHARED 02 13523 D MIDCAP SPDR TR UNIT SER 1 59563510 321700 2000000 SH SHARED 2000000 D MIDCAP SPDR TR UNIT SER 1 59563510 41175 255986 SH SHARED 02 255986 D MIDCAP SPDR TR UNIT SER 1 59563510 70133 436019 SH SHARED 10 436019 D MIDCAP SPDR TR UNIT SER 1 59563510 4614 28690 SH SHARED 20 17560 11130 D MIDCAP SPDR TR UNIT SER 1 59563510 1178 7325 SH SHR/OTHR 20 7325 D MIDCAP SPDR TR UNIT SER 1 59563510 41 255 SH SHR/OTHR 22 255 D MIDCAP SPDR TR UNIT SER 1 59563510 411 2560 SH SHR/OTHR 23 2560 D MIDDLEBROOK PHARMACEUTICAL I COM 59608710 1 661 SH SHARED 661 D MIDDLEBURG FINANCIAL CORP COM 59609410 3 104 SH SHARED 104 D MIDDLEBY CORP COM 59627810 389 6036 SH SHARED 6036 D MIDDLEBY CORP COM 59627810 132 2050 SH SHARED 02 2050 D MIDDLEBY CORP COM 59627810 464 7200 SH SHARED 10 7200 D MIDDLESEX WATER CO COM 59668010 6 318 SH SHARED 318 D MIDDLESEX WATER CO COM 59668010 3 200 SH SHARED 01 200 D MIDDLESEX WATER CO COM 59668010 64 3400 SH SHARED 02 3400 D MIDDLESEX WATER CO COM 59668010 131 6934 SH SHARED 22 6934 D MIDLAND CO COM 59748610 97 1775 SH SHARED 1775 D MIDLAND CO COM 59748610 157 2871 SH SHARED 02 2871 D MIDLAND CO COM 59748610 49 900 SH SHARED 10 900 D MIDWEST AIR GROUP INC COM 59791110 11299 686896 SH SHARED 686896 D MIDWEST AIR GROUP INC COM 59791110 8 500 SH SHARED 02 500 D MIDSOUTH BANCORP INC COM 59803910 3 137 SH SHARED 137 D MIDWAY GAMES INC COM 59814810 470 108017 SH SHARED 108017 D MIDWAY GAMES INC COM 59814810 2 650 SH SHARED 02 650 D MIDWEST BANC HOLDINGS INC COM 59825110 14 974 SH SHARED 974 D MIDWEST BANC HOLDINGS INC COM 59825110 76 5200 SH SHARED 02 5200 D MIDWEST BANC HOLDINGS INC COM 59825110 128 8700 SH SHARED 10 8700 D MIDWESTONE FINL GROUP INC COM 59851010 1 82 SH SHARED 82 D MILACRON INC COM NEW 59870930 1 143 SH SHARED 143 D MILLENNIUM PHARMACEUTICALS I NOTE 2.250%11/1 599902AD 1870 2000000 PRN SHARED 02 2000000 D MILLENNIUM PHARMACEUTICALS I COM 59990210 3127 308095 SH SHARED 308095 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1107 109090 SH SHARED 01 8430 100660 D MILLENNIUM PHARMACEUTICALS I COM 59990210 15 1500 SH SHR/OTHR 01 1500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 164 16174 SH SHARED 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SH SHARED 01 2900 D MONACO COACH CORP COM 60886R10 83 5931 SH SHARED 02 5931 D MONARCH CASINO & RESORT INC COM 60902710 211 7432 SH SHARED 7432 D MONARCH CASINO & RESORT INC COM 60902710 36 1300 SH SHARED 01 1300 D MONARCH CASINO & RESORT INC COM 60902710 534 18800 SH SHARED 10 18800 D MONARCH COMMUNITY BANCORP IN COM 60904510 0 61 SH SHARED 61 D MONARCH FINANCIAL HOLDINGS I COM 60907Q10 1 104 SH SHARED 104 D MONEYGRAM INTL INC COM 60935Y10 1914 84757 SH SHARED 84757 D MONEYGRAM INTL INC COM 60935Y10 1353 59894 SH SHARED 01 32094 27800 D MONEYGRAM INTL INC COM 60935Y10 154 6839 SH SHARED 02 6839 D MONEYGRAM INTL INC COM 60935Y10 112 5000 SH SHARED 10 5000 D MONEYGRAM INTL INC COM 60935Y10 84 3756 SH SHARED 14 3756 D MONEYGRAM INTL INC COM 60935Y10 67 3000 SH SHARED 21 3000 D MONMOUTH REAL ESTATE INVT CO CL A 60972010 4 539 SH SHARED 539 D MONOGRAM BIOSCIENCES INC COM 60975U10 12 9044 SH SHARED 9044 D MONOLITHIC PWR SYS INC COM 60983910 521 20517 SH SHARED 20517 D MONOLITHIC PWR SYS INC 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350000 SH SHARED 15 350000 D MOTOROLA INC COM 62007610 2928 158067 SH SHARED 16 158067 D MOTOROLA INC COM 62007610 8968 484025 SH SHARED 19 484025 D MOTOROLA INC COM 62007610 1334 72000 SH SHARED 20 72000 D MOTOROLA INC COM 62007610 27 1473 SH SHARED 22 1473 D MOTOROLA INC COM 62007610 28 1538 SH SHR/OTHR 22 1538 D MOTOROLA INC COM 62007610 871 47040 SH SHARED 23 42000 5040 D MOTOROLA INC COM 62007610 2486 134194 SH SHR/OTHR 23 134194 D MOVE INC COM COM 62458M10 17 6208 SH SHARED 6208 D MOVE INC COM COM 62458M10 0 236 SH SHARED 02 236 D MOVADO GROUP INC COM 62458010 256 8021 SH SHARED 8021 D MOVADO GROUP INC COM 62458010 50 1595 SH SHARED 01 1595 D MOVADO GROUP INC COM 62458010 1 32 SH SHARED 02 32 D MOVADO GROUP INC COM 62458010 577 18100 SH SHARED 10 18100 D MOVIE GALLERY INC COM 62458110 14 27714 SH SHARED 27714 D MOVIE STAR INC COM 62459110 0 326 SH SHARED 326 D MTM TECHNOLOGIES INC COM 62474G10 0 238 SH SHARED 238 D MUELLER INDS INC COM 62475610 1938 53643 SH SHARED 53643 D MUELLER INDS INC COM 62475610 2 78 SH SHARED 02 78 D MUELLER INDS INC COM 62475610 466 12900 SH SHARED 10 12900 D MUELLER WTR PRODS INC COM SER A 62475810 265 21432 SH SHARED 21432 D MUELLER WTR PRODS INC COM SER A 62475810 4 363 SH SHARED 02 363 D MUELLER WTR PRODS INC COM SER A 62475810 18145 1464500 SH SHARED 10 1464500 D MUELLER WTR PRODS INC COM SER B 62475820 55 5072 SH SHARED 5072 D MUELLER WTR PRODS INC COM SER B 62475820 388 35362 SH SHARED 01 35362 D MUELLER WTR PRODS INC COM SER B 62475820 1 145 SH SHARED 02 145 D MUELLER WTR PRODS INC COM SER B 62475820 3462 314796 SH SHARED 10 314796 D MULTI COLOR CORP COM 62538310 10 463 SH SHARED 463 D MULTI COLOR CORP COM 62538310 7 350 SH SHARED 01 350 D MULTI COLOR CORP COM 62538310 84 3700 SH SHARED 10 3700 D MULTI FINELINE ELECTRONIX IN COM 62541B10 6 448 SH SHARED 448 D MULTIBAND CORP COM NEW 62544X20 0 188 SH SHARED 188 D MULTIMEDIA GAMES INC COM 62545310 112 13175 SH SHARED 13175 D MULTIMEDIA GAMES INC COM 62545310 62 7300 SH SHARED 02 7300 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 1 65 SH SHARED 02 65 D MURPHY OIL CORP COM 62671710 13828 197865 SH SHARED 197865 D MURPHY OIL CORP COM 62671710 20324 290800 SH SHARED 01 23200 267600 D MURPHY OIL CORP COM 62671710 40046 573000 SH SHR/OTHR 01 573000 D MURPHY OIL CORP COM 62671710 3022 43242 SH SHARED 02 43242 D MURPHY OIL CORP COM 62671710 15445 221000 SH SHARED 10 221000 D MURPHY OIL CORP COM 62671710 3145 45000 SH SHARED 22 45000 D MUTUALFIRST FINL INC COM 62845B10 1 101 SH SHARED 101 D MYERS INDS INC COM 62846410 1271 64160 SH SHARED 64160 D MYERS INDS INC COM 62846410 1 76 SH SHARED 02 76 D MYLAN LABS INC NOTE 1.250% 3/1 628530AG 42195 43500000 PRN SHARED 43500000 D MYLAN LABS INC COM 62853010 10672 668716 SH SHARED 668716 D MYLAN LABS INC COM 62853010 427 26800 SH SHARED 01 26800 D MYLAN LABS INC COM 62853010 182 11457 SH SHARED 02 11457 D MYLAN LABS INC COM 62853010 2933 183786 SH SHARED 10 183786 D MYLAN LABS INC COM 62853010 7 450 SH SHR/OTHR 23 450 D MYRIAD GENETICS INC COM 62855J10 104 2011 SH SHARED 2011 D MYRIAD GENETICS INC COM 62855J10 106 2050 SH SHARED 01 2050 D MYRIAD GENETICS INC COM 62855J10 119 2300 SH SHARED 10 2300 D NBT BANCORP INC COM 62877810 33 1541 SH SHARED 1541 D NBT BANCORP INC COM 62877810 2 100 SH SHARED 01 100 D NBT BANCORP INC COM 62877810 1 54 SH SHARED 02 54 D NBT BANCORP INC COM 62877810 460 21200 SH SHARED 10 21200 D NBTY INC COM 62878210 4811 118504 SH SHARED 118504 D NBTY INC COM 62878210 1537 37875 SH SHARED 01 19600 18275 D NBTY INC COM 62878210 649 16000 SH SHR/OTHR 01 16000 D NBTY INC COM 62878210 133 3298 SH SHARED 02 3298 D NBTY INC COM 62878210 613 15100 SH SHARED 10 15100 D NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG 23868 20007008 PRN SHARED 20007008 D NCI BUILDING SYS INC COM 62885210 486 11268 SH SHARED 11268 D NCI BUILDING SYS INC COM 62885210 0 21 SH SHARED 02 21 D NCI BUILDING SYS INC COM 62885210 8862 205100 SH SHARED 10 205100 D NCR CORP NEW COM 62886E10 12627 253565 SH SHARED 253563 2 D NCR CORP NEW COM 62886E10 1069 21480 SH SHARED 01 21480 D NCR CORP NEW COM 62886E10 41 836 SH SHR/OTHR 01 836 D NCR CORP NEW COM 62886E10 585 11767 SH SHARED 02 11767 D NCR CORP NEW COM 62886E10 33803 678783 SH SHARED 10 669283 9500 D NCR CORP NEW EX-DISTRIB 62886E11 2555 107600 SH SHARED 107600 D NCR CORP NEW EX-DISTRIB 62886E11 1306 55000 SH SHARED 01 55000 D NCR CORP NEW EX-DISTRIB 62886E11 344 14507 SH SHARED 02 8507 6000 D NCI INC CL A 62886K10 2 158 SH SHARED 158 D NCI INC CL A 62886K10 53 2800 SH SHARED 02 2100 700 D NDS GROUP PLC SPONSORED ADR 62889110 220 4402 SH SHARED 4402 D NASB FINL INC COM 62896810 3 88 SH SHARED 88 D NEC CORP ADR 62905020 0 149 SH SHARED 02 149 D NGP CAP RES CO COM 62912R10 7 446 SH SHARED 446 D NGP CAP RES CO COM 62912R10 66 4100 SH SHARED 10 4100 D NGAS RESOURCES INC COM 62912T10 24 3646 SH SHARED 3646 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 26196 15047000 PRN SHARED 15047000 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 32208 18500000 PRN SHARED 02 18500000 D NII HLDGS INC CL B NEW 62913F20 10001 121746 SH SHARED 121746 D NII HLDGS INC CL B NEW 62913F20 82 1000 SH SHARED 01 1000 D NII HLDGS INC CL B NEW 62913F20 105 1286 SH SHARED 02 1286 D NII HLDGS INC CL B NEW 62913F20 3548 43200 SH SHARED 04 43200 D NII HLDGS INC CL B NEW 62913F20 7 90 SH SHARED 05 90 D NII HLDGS INC CL B NEW 62913F20 354 4310 SH SHARED 06 3150 1160 D NII HLDGS INC CL B NEW 62913F20 103077 1254750 SH SHARED 10 1254750 D NIC INC COM 62914B10 28 4075 SH SHARED 4075 D NIC INC COM 62914B10 9 1440 SH SHARED 02 1440 D NIC INC COM 62914B10 51 7400 SH SHARED 10 7400 D NL INDS INC COM NEW 62915640 30 2711 SH SHARED 2711 D NL INDS INC COM NEW 62915640 12 1080 SH SHARED 02 1080 D NL INDS INC COM NEW 62915640 7 700 SH SHARED 10 700 D NMS COMMUNICATIONS CORP COM 62924810 1 1168 SH SHARED 1168 D NMT MED INC COM 62929410 10 1331 SH SHARED 1331 D NN INC COM 62933710 4 431 SH SHARED 431 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1121 1150000 PRN SHARED 1150000 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1 1250 PRN SHARED 10 1250 D NPS PHARMACEUTICALS INC COM 62936P10 93 16247 SH SHARED 16247 D NPS PHARMACEUTICALS INC COM 62936P10 97 16900 SH SHARED 02 16900 D NRG ENERGY INC COM NEW 62937750 9335 220744 SH SHARED 220744 D NRG ENERGY INC COM NEW 62937750 544 12885 SH SHARED 01 12885 D NRG ENERGY INC COM NEW 62937750 19971 472259 SH SHARED 02 472259 D NRG ENERGY INC COM NEW 62937750 2770 65508 SH SHARED 06 65508 D NRG ENERGY INC COM NEW 62937750 1573 37200 SH SHARED 10 37200 D NRG ENERGY INC COM NEW 62937750 1801 42600 SH SHARED 14 42600 D NRG ENERGY INC COM NEW 62937750 27 644 SH SHR/OTHR 20 644 D NRG ENERGY INC PFD CONV MAND 62937787 82014 224845 SH SHARED 224845 D NRG ENERGY INC PFD CONV MAND 62937787 8382 22980 SH SHARED 02 22980 D NTN BUZZTIME INC COM NEW 62941030 0 1176 SH SHARED 1176 D NTR ACQUISITION CO COM 62941510 15202 1603602 SH SHARED 1603602 D NTR ACQUISITION CO UNIT 06/28/2010 62941520 55 5396 SH SHARED 5396 D NTT DOCOMO INC SPONS ADR 62942M20 12 882 SH SHARED 882 D NTT DOCOMO INC SPONS ADR 62942M20 15 1067 SH SHARED 02 1067 D NUCO2 INC COM 62942810 19 743 SH SHARED 743 D NUCO2 INC COM 62942810 0 26 SH SHARED 02 26 D NVR INC COM 62944T10 4996 10625 SH SHARED 7125 3500 D NVR INC COM 62944T10 1175 2500 SH SHARED 01 1400 1100 D NVR INC COM 62944T10 434 924 SH SHARED 02 924 D NVR INC COM 62944T10 489 1040 SH SHARED 06 1010 30 D NVR INC COM 62944T10 47495 101000 SH SHARED 10 94500 6500 D NVR INC COM 62944T10 259 552 SH SHARED 14 552 D NVE CORP COM NEW 62944520 7 252 SH SHARED 252 D NYMEX HOLDINGS INC COM 62948N10 19888 152777 SH SHARED 152777 D NYMEX HOLDINGS INC COM 62948N10 52 407 SH SHARED 02 407 D NYMEX HOLDINGS INC COM 62948N10 650 5000 SH SHARED 04 5000 D NYMEX HOLDINGS INC COM 62948N10 6 50 SH SHARED 05 50 D NYMEX HOLDINGS INC COM 62948N10 364 2800 SH SHARED 06 1900 900 D NYMEX HOLDINGS INC COM 62948N10 2325 17860 SH SHARED 10 17860 D NYMAGIC INC COM 62948410 10 366 SH SHARED 366 D NYMAGIC INC COM 62948410 27 1000 SH SHARED 01 1000 D NYMAGIC INC COM 62948410 113 4076 SH SHARED 02 4076 D NYMAGIC INC COM 62948410 859 30900 SH SHARED 10 30900 D NYSE EURONEXT COM 62949110 286114 3613920 SH SHARED 3613920 D NYSE EURONEXT COM 62949110 381 4822 SH SHARED 01 4822 D NYSE EURONEXT COM 62949110 891 11257 SH SHARED 02 11257 D NYSE EURONEXT COM 62949110 6 80 SH SHARED 05 80 D NYSE EURONEXT COM 62949110 348 4400 SH SHARED 06 3100 1300 D NYSE EURONEXT COM 62949110 1331 16817 SH SHARED 10 16817 D NYSE EURONEXT COM 62949110 37 476 SH SHARED 21 476 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 1267 1500000 PRN SHARED 1500000 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 1774 2100000 PRN SHARED 02 2100000 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 0 525 PRN SHARED 10 525 D NABI BIOPHARMACEUTICALS COM 62951910 2844 700731 SH SHARED 700731 D NABORS INDS INC NOTE 6/1 629568AK 3 3000 PRN SHARED 02 3000 D NABORS INDS INC NOTE 6/1 629568AL 520 500000 PRN SHARED 500000 D NABORS INDS INC NOTE 0.940% 5/1 629568AP 17196 17950000 PRN SHARED 17950000 D NABORS INDS INC NOTE 0.940% 5/1 629568AP 10214 10662000 PRN SHARED 02 10662000 D NACCO INDS INC CL A 62957910 2303 22263 SH SHARED 22263 D NACCO INDS INC CL A 62957910 538 5200 SH SHARED 02 5200 D NACCO INDS INC CL A 62957910 434 4200 SH SHARED 10 4200 D NALCO HOLDING COMPANY COM 62985Q10 17212 580538 SH SHARED 580538 D NALCO HOLDING COMPANY COM 62985Q10 34 1165 SH SHARED 02 1165 D NALCO HOLDING COMPANY COM 62985Q10 29810 1005400 SH SHARED 04 1005400 D NALCO HOLDING COMPANY COM 62985Q10 48158 1624230 SH SHARED 05 1624230 D NALCO HOLDING COMPANY COM 62985Q10 504 17000 SH SHARED 10 17000 D NALCO HOLDING COMPANY COM 62985Q10 1426 48100 SH SHARED 14 48100 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 1095 87118 SH SHARED 87118 D NANOGEN INC COM 63007510 73 100443 SH SHARED 100443 D NANOMETRICS INC COM 63007710 2 316 SH SHARED 316 D NANOPHASE TCHNOLOGIES CORP COM 63007910 2 431 SH SHARED 431 D NAPCO SEC SYS INC COM 63040210 2 453 SH SHARED 453 D NAPSTER INC COM 63079710 856 261997 SH SHARED 261997 D NARA BANCORP INC COM 63080P10 131 8406 SH SHARED 8406 D NARA BANCORP INC COM 63080P10 114 7300 SH SHARED 10 7300 D NASDAQ STOCK MARKET INC COM 63110310 9696 257333 SH SHARED 257333 D NASDAQ STOCK MARKET INC COM 63110310 209 5560 SH SHARED 01 4470 1090 D NASDAQ STOCK MARKET INC COM 63110310 69 1836 SH SHARED 02 1836 D NASDAQ STOCK MARKET INC COM 63110310 11115 295000 SH SHARED 04 295000 D NASDAQ STOCK MARKET INC COM 63110310 369 9800 SH SHARED 10 9800 D NASDAQ STOCK MARKET INC COM 63110310 276 7336 SH SHARED 21 7336 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 3600 7500000 PRN SHARED 7500000 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 2480 5167000 PRN SHARED 02 5167000 D NASH FINCH CO COM 63115810 239 6011 SH SHARED 6011 D NASH FINCH CO COM 63115810 7 180 SH SHARED 02 180 D NASH FINCH CO COM 63115810 13139 329900 SH SHARED 10 329900 D NASHUA CORP COM 63122610 1 116 SH SHARED 116 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 16 1213 SH SHARED 1213 D NATCO GROUP INC CL A 63227W20 1337 25848 SH SHARED 25848 D NATCO GROUP INC CL A 63227W20 188 3650 SH SHARED 01 3650 D NATCO GROUP INC CL A 63227W20 2 44 SH SHARED 02 44 D NATCO GROUP INC CL A 63227W20 6028 116500 SH SHARED 10 116500 D NATHANS FAMOUS INC NEW COM 63234710 1 117 SH SHARED 117 D NATIONAL COAL CORP COM NEW 63238120 0 260 SH SHARED 260 D NATIONAL ATLANTIC HLDGS CORP COM 63253Y10 2 225 SH SHARED 225 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 12 1005 SH SHARED 02 1005 D NATIONAL BANKSHARES INC VA COM 63486510 3 179 SH SHARED 179 D NATIONAL BEVERAGE CORP COM 63501710 3 388 SH SHARED 388 D NATIONAL CINEMEDIA INC COM 63530910 53 2384 SH SHARED 2384 D NATIONAL CINEMEDIA INC COM 63530910 618 27600 SH SHARED 10 27600 D NATIONAL CITY CORP COM 63540510 34438 1372588 SH SHARED 1372588 D NATIONAL CITY CORP COM 63540510 3114 124140 SH SHARED 01 113135 11005 D NATIONAL CITY CORP COM 63540510 599 23901 SH SHARED 02 23901 D NATIONAL CITY CORP COM 63540510 7 310 SH SHARED 05 310 D NATIONAL CITY CORP COM 63540510 513 20470 SH SHARED 06 14450 6020 D NATIONAL CITY CORP COM 63540510 10532 419790 SH SHARED 10 419395 395 D NATIONAL CITY CORP COM 63540510 599 23890 SH SHARED 20 23890 D NATIONAL CITY CORP COM 63540510 9413 375193 SH SHARED 21 375193 D NATIONAL CITY CORP COM 63540510 241 9640 SH SHR/OTHR 21 9640 D NATIONAL CITY CORP COM 63540510 287 11470 SH SHARED 22 7050 4420 D NATIONAL CITY CORP COM 63540510 225 9000 SH SHARED 23 9000 D NATIONAL DENTEX CORP COM 63563H10 2 141 SH SHARED 141 D NATIONAL HEALTH REALTY INC COM 63590510 5 224 SH SHARED 224 D NATIONAL HEALTH REALTY INC COM 63590510 9 400 SH SHARED 02 400 D NATIONAL HEALTHCARE CORP COM 63590610 47 927 SH SHARED 927 D NATIONAL HEALTHCARE CORP COM 63590610 28 562 SH SHARED 02 562 D NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA 46244 44000000 PRN SHARED 44000000 D NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA 8933 8500000 PRN SHARED 02 8500000 D NATIONAL FINL 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D NATIONAL INSTRS CORP COM 63651810 1444 42075 SH SHARED 42075 D NATIONAL INSTRS CORP COM 63651810 1029 29975 SH SHARED 01 14125 15850 D NATIONAL INSTRS CORP COM 63651810 102 2992 SH SHARED 02 2992 D NATIONAL INSTRS CORP COM 63651810 391 11400 SH SHARED 10 6000 5400 D NATIONAL INTERSTATE CORP COM 63654U10 30 1001 SH SHARED 1001 D NATIONAL LAMPOON INC NEW COM 63663710 0 169 SH SHARED 169 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 1 140 SH SHARED 140 D NATIONAL OILWELL VARCO INC COM 63707110 31739 219648 SH SHARED 219648 D NATIONAL OILWELL VARCO INC COM 63707110 15509 107330 SH SHARED 01 107330 D NATIONAL OILWELL VARCO INC COM 63707110 48 338 SH SHR/OTHR 01 338 D NATIONAL OILWELL VARCO INC COM 63707110 802 5551 SH SHARED 02 5551 D NATIONAL OILWELL VARCO INC COM 63707110 56123 388399 SH SHARED 04 388399 D NATIONAL OILWELL VARCO INC COM 63707110 6512 45070 SH SHARED 05 45070 D NATIONAL OILWELL VARCO INC COM 63707110 2210 15300 SH SHARED 06 13850 1450 D NATIONAL OILWELL VARCO INC COM 63707110 51827 358670 SH SHARED 10 358670 D NATIONAL OILWELL VARCO INC COM 63707110 2012 13925 SH SHARED 14 13925 D NATIONAL OILWELL VARCO INC COM 63707110 4853 33587 SH SHARED 16 33587 D NATIONAL PENN BANCSHARES INC COM 63713810 83 5079 SH SHARED 5079 D NATIONAL PENN BANCSHARES INC COM 63713810 39 2415 SH SHARED 01 2415 D NATIONAL PENN BANCSHARES INC COM 63713810 332 20352 SH SHARED 02 20352 D NATIONAL PENN BANCSHARES INC COM 63713810 1845 112802 SH SHARED 10 112802 D NATIONAL PRESTO INDS INC COM 63721510 12 235 SH SHARED 235 D NATIONAL PRESTO INDS INC COM 63721510 1 33 SH SHARED 02 33 D NATIONAL PRESTO INDS INC COM 63721510 169 3200 SH SHARED 10 3200 D NATIONAL R V HLDGS INC COM 63727710 0 227 SH SHARED 227 D NATIONAL RESEARCH CORP COM 63737210 1 55 SH SHARED 55 D NATIONAL RETAIL PROPERTIES I COM 63741710 1884 77315 SH SHARED 77315 D NATIONAL RETAIL PROPERTIES I COM 63741710 24 1000 SH SHARED 01 1000 D NATIONAL RETAIL PROPERTIES I COM 63741710 2 113 SH SHARED 02 113 D NATIONAL RETAIL PROPERTIES I COM 63741710 1306 53600 SH SHARED 10 53600 D NATIONAL RETAIL PROPERTIES I COM 63741710 14628 600000 SH SHARED 11 600000 D NATIONAL SEC GROUP INC COM 63754610 0 53 SH SHARED 53 D NATIONAL SEMICONDUCTOR CORP COM 63764010 10993 405355 SH SHARED 328455 76900 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1136 41915 SH SHARED 01 39600 2315 D NATIONAL SEMICONDUCTOR CORP COM 63764010 4708 173625 SH SHARED 02 173625 D NATIONAL SEMICONDUCTOR CORP COM 63764010 8542 315000 SH SHARED 04 315000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 296 10940 SH SHARED 06 7900 3040 D NATIONAL SEMICONDUCTOR CORP COM 63764010 85189 3141192 SH SHARED 10 3121492 19700 D NATIONAL SEMICONDUCTOR CORP COM 63764010 303 11200 SH SHARED 14 11200 D NATIONAL SEMICONDUCTOR CORP COM 63764010 10 400 SH SHARED 20 400 D NATIONAL SEMICONDUCTOR CORP COM 63764010 6 255 SH SHR/OTHR 21 255 D NATIONAL SEMICONDUCTOR CORP COM 63764010 6 250 SH SHARED 22 250 D NATIONAL TECHNICAL SYS INC COM 63810410 1 164 SH SHARED 164 D NATIONAL WESTN LIFE INS CO CL A 63852210 16 65 SH SHARED 65 D NATIONAL WESTN LIFE INS CO CL A 63852210 60 237 SH SHARED 02 237 D NATIONAL WESTN LIFE INS CO CL A 63852210 255 1000 SH SHARED 10 1000 D NATIONSHEALTH INC COM 63860C10 0 76 SH SHARED 76 D NATIONWIDE FINL SVCS INC CL A 63861210 267 4972 SH SHARED 4972 D NATIONWIDE FINL SVCS INC CL A 63861210 684 12710 SH SHARED 01 11735 975 D NATIONWIDE FINL SVCS INC CL A 63861210 78 1461 SH SHARED 02 1461 D NATIONWIDE FINL SVCS INC CL A 63861210 891 16570 SH SHARED 10 16570 D NATIONWIDE FINL SVCS INC CL A 63861210 24 450 SH SHARED 20 450 D NATIONWIDE FINL SVCS INC CL A 63861210 5 105 SH SHR/OTHR 21 105 D NATIONWIDE FINL SVCS INC CL A 63861210 10 200 SH SHARED 22 200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 595 19750 SH SHARED 19750 D NATIONWIDE HEALTH PPTYS INC COM 63862010 4018 133379 SH SHARED 133379 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1060 35200 SH SHARED 01 2100 33100 D NATIONWIDE HEALTH PPTYS INC COM 63862010 133 4438 SH SHARED 02 4438 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2115 70200 SH SHARED 10 70200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 114095 3786778 SH SHARED 11 1604115 2182663 D NATIONWIDE HEALTH PPTYS INC COM 63862010 91 3040 SH SHR/OTHR 23 3040 D NATIONWIDE HEALTH PPTYS INC PFD CV B 7.75% 63862030 13004 100000 SH SHARED 100000 D NATROL INC COM 63878910 0 208 SH SHARED 208 D NATURAL ALTERNATIVES INTL IN COM NEW 63884230 0 116 SH SHARED 116 D NATURAL GAS SERVICES GROUP COM 63886Q10 184 10718 SH SHARED 10718 D NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P40 0 195 SH SHARED 195 D NAVIGATORS GROUP INC COM 63890410 81 1496 SH SHARED 1496 D NAVIGATORS GROUP INC COM 63890410 1 22 SH SHARED 02 22 D NAVIGATORS GROUP INC COM 63890410 2207 40700 SH SHARED 10 40700 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 25 817 SH SHARED 817 D NATURE VISION INC COM 63902E10 0 35 SH SHARED 35 D NATUS MEDICAL INC DEL COM 63905010 21 1359 SH SHARED 1359 D NATUS MEDICAL INC DEL COM 63905010 3 250 SH SHARED 01 250 D NATUS MEDICAL INC DEL COM 63905010 59 3720 SH SHARED 02 3720 D NAUGATUCK VY FINL CORP COM 63906710 378 37522 SH SHARED 37522 D NAUTILUS INC COM 63910B10 10 1343 SH SHARED 1343 D NAUTILUS INC COM 63910B10 0 36 SH SHARED 02 36 D NAVARRE CORP COM 63920810 3 923 SH SHARED 923 D NAVISITE INC COM NEW 63935M20 2 290 SH SHARED 290 D NAVISITE INC COM NEW 63935M20 95 10850 SH SHARED 02 10850 D NAVIGANT CONSULTING INC COM 63935N10 364 28820 SH SHARED 28820 D NAVIGANT CONSULTING INC COM 63935N10 183 14500 SH SHARED 01 14500 D NAVIGANT CONSULTING INC COM 63935N10 26 2102 SH SHARED 02 2102 D NAVIGANT CONSULTING INC COM 63935N10 691 54653 SH SHARED 10 54653 D NAVIGANT CONSULTING INC COM 63935N10 24 1916 SH SHARED 21 1916 D NAVTEQ CORP COM 63936L10 28977 371652 SH SHARED 371652 D NAVTEQ CORP COM 63936L10 3444 44175 SH SHARED 01 33040 11135 D NAVTEQ CORP COM 63936L10 155 2000 SH SHR/OTHR 01 2000 D NAVTEQ CORP COM 63936L10 305 3915 SH SHARED 02 2615 1300 D NAVTEQ CORP COM 63936L10 2905 37270 SH SHARED 04 37270 D NAVTEQ CORP COM 63936L10 194 2500 SH SHARED 06 2000 500 D NAVTEQ CORP COM 63936L10 1278 16400 SH SHARED 10 8600 7800 D NAVTEQ CORP COM 63936L10 178 2290 SH SHARED 20 150 2140 D NAVTEQ CORP COM 63936L10 7 100 SH SHARED 21 100 D NAVTEQ CORP COM 63936L10 63 811 SH SHARED 22 661 150 D NAVTEQ CORP COM 63936L10 31 400 SH SHR/OTHR 22 400 D NAVTEQ CORP COM 63936L10 448 5749 SH SHARED 23 4549 1200 D NAVTEQ CORP COM 63936L10 157 2025 SH SHR/OTHR 23 2025 D NEENAH PAPER INC COM 64007910 31 941 SH SHARED 941 D NEENAH PAPER INC COM 64007910 22 687 SH SHARED 01 639 48 D NEENAH PAPER INC COM 64007910 35 1067 SH SHR/OTHR 01 1067 D NEENAH PAPER INC COM 64007910 335 10125 SH SHARED 02 10125 D NEENAH PAPER INC COM 64007910 152 4600 SH SHARED 10 4600 D NEENAH PAPER INC COM 64007910 12 363 SH SHARED 23 363 D NEENAH PAPER INC COM 64007910 13 402 SH SHR/OTHR 23 402 D NEKTAR THERAPEUTICS NOTE 3.250% 9/2 640268AH 8570 10000000 PRN SHARED 10000000 D NEKTAR THERAPEUTICS COM 64026810 700 79348 SH SHARED 79348 D NEKTAR THERAPEUTICS COM 64026810 2302 260757 SH SHARED 02 260757 D NEKTAR THERAPEUTICS COM 64026810 15 1700 SH SHARED 10 1700 D NEKTAR THERAPEUTICS COM 64026810 29 3335 SH SHARED 21 3335 D NELNET INC CL A 64031N10 297 16307 SH SHARED 16307 D NELNET INC CL A 64031N10 0 50 SH SHARED 02 50 D NELNET INC CL A 64031N10 31 1729 SH SHARED 10 1729 D NEOGEN CORP COM 64049110 8 360 SH SHARED 360 D NEOGEN CORP COM 64049110 92 3900 SH SHARED 02 3900 D NEOMAGIC CORP COM NEW 64049720 1 315 SH SHARED 315 D NEON COMMUNICATIONS GROUP IN COM 64050T10 5 1056 SH SHARED 1056 D NEON COMMUNICATIONS GROUP IN COM 64050T10 28 5900 SH SHARED 02 5900 D NEONODE INC COM 64051M10 1 295 SH SHARED 295 D NEOSE TECHNOLOGIES INC COM 64052210 6 4002 SH SHARED 4002 D NEOWARE INC COM 64065P10 199 12300 SH SHARED 12300 D NEOWARE INC COM 64065P10 90 5550 SH SHARED 02 5550 D NEOSTEM INC COM NEW 64065030 0 32 SH SHARED 32 D NEPHROS INC COM 64067110 0 157 SH SHARED 157 D NEOPHARM INC COM 64091910 0 581 SH SHARED 581 D NESS TECHNOLOGIES INC COM 64104X10 15 1389 SH SHARED 1389 D NESS TECHNOLOGIES INC COM 64104X10 0 52 SH SHARED 02 52 D NESS TECHNOLOGIES INC COM 64104X10 273 25000 SH SHARED 04 25000 D NESS TECHNOLOGIES INC COM 64104X10 27 2536 SH SHARED 21 2536 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 80 2954 SH SHARED 2954 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 43 1595 SH SHARED 01 1595 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 4 183 SH SHARED 02 183 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 498 18350 SH SHARED 04 18350 D NESTOR INC COM NEW 64107450 0 358 SH SHARED 358 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 381 23000 SH SHARED 23000 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 356 21500 SH SHARED 15 21500 D NETFLIX INC COM 64110L10 2114 101894 SH SHARED 101894 D NETFLIX INC COM 64110L10 549 26465 SH SHARED 01 8565 17900 D NETFLIX INC COM 64110L10 162 7827 SH SHARED 02 7827 D NETEASE COM INC SPONSORED ADR 64110W10 2179 128954 SH SHARED 128954 D NETEZZA CORP COM 64111N10 94 7580 SH SHARED 02 7580 D NETGEAR INC COM 64111Q10 2564 84292 SH SHARED 84292 D NETGEAR INC COM 64111Q10 1584 52100 SH SHARED 01 52100 D NETGEAR INC COM 64111Q10 988 32500 SH SHR/OTHR 01 32500 D NETGEAR INC COM 64111Q10 589 19386 SH SHARED 10 19386 D NETGEAR INC COM 64111Q10 45 1499 SH SHARED 21 1499 D NETMANAGE INC COM NEW 64114430 0 191 SH SHARED 191 D NETMANAGE INC COM NEW 64114430 0 20 SH SHARED 01 20 D NETMANAGE INC COM NEW 64114430 0 30 SH SHARED 02 30 D NETSOL TECHNOLOGIES INC COM NEW 64115A20 1 503 SH SHARED 503 D NETSOL TECHNOLOGIES INC COM NEW 64115A20 3 1190 SH SHARED 02 1190 D NETSCOUT SYS INC COM 64115T10 147 13531 SH SHARED 13531 D NETSCOUT SYS INC COM 64115T10 72 6630 SH SHARED 02 6630 D NETLOGIC MICROSYSTEMS INC COM 64118B10 3847 106546 SH SHARED 106546 D NETLOGIC MICROSYSTEMS INC COM 64118B10 39 1100 SH SHARED 01 1100 D NETLOGIC MICROSYSTEMS INC COM 64118B10 546 15128 SH SHARED 02 15128 D NETLOGIC MICROSYSTEMS INC COM 64118B10 1444 40000 SH SHARED 04 40000 D NETLIST INC COM 64118P10 0 298 SH SHARED 298 D NETWORK APPLIANCE INC COM 64120L10 3985 148093 SH SHARED 112868 35225 D NETWORK APPLIANCE INC COM 64120L10 16502 613262 SH SHARED 613262 D NETWORK APPLIANCE INC COM 64120L10 5408 200968 SH SHARED 01 200183 785 D NETWORK APPLIANCE INC COM 64120L10 2564 95285 SH SHARED 02 95285 D NETWORK APPLIANCE INC COM 64120L10 924 34370 SH SHARED 04 34370 D NETWORK APPLIANCE INC COM 64120L10 2691 100000 SH SHARED 04 100000 D NETWORK APPLIANCE INC COM 64120L10 6 240 SH SHARED 05 240 D NETWORK APPLIANCE INC COM 64120L10 296 11010 SH SHARED 06 8000 3010 D NETWORK APPLIANCE INC COM 64120L10 21992 817263 SH SHARED 10 817263 D NETWORK APPLIANCE INC COM 64120L10 110 4115 SH SHARED 14 4115 D NETWORK APPLIANCE INC COM 64120L10 7981 296587 SH SHARED 19 296587 D NETWORK APPLIANCE INC COM 64120L10 359 13350 SH SHARED 20 350 13000 D NETWORK EQUIP TECHNOLOGIES COM 64120810 32 2252 SH SHARED 2252 D NETWORK EQUIP TECHNOLOGIES COM 64120810 0 27 SH SHARED 02 27 D NETWORK ENGINES INC COM 64121A10 1 934 SH SHARED 934 D NEUROGEN CORP COM 64124E10 42 9527 SH SHARED 9527 D NEUBERGER BERMAN NY INT MUN COM 64124K10 0 63 SH SHARED 63 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 178 265910 SH SHARED 01 265910 D NEUROCRINE BIOSCIENCES INC COM 64125C10 210 21044 SH SHARED 21044 D NEUROCRINE BIOSCIENCES INC COM 64125C10 101 10195 SH SHARED 01 10195 D NEUROCRINE BIOSCIENCES INC COM 64125C10 21 2177 SH SHARED 10 2177 D NEUROCHEM INC COM 64125K10 0 100 SH SHARED 100 D NEUROCHEM INC COM 64125K10 27 10000 SH SHARED 04 10000 D NEUROGESX INC COM 64125210 0 110 SH SHARED 110 D NEUROMETRIX INC COM 64125510 2 323 SH SHARED 323 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 33946 1629671 SH SHARED 1629671 D NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 3135 219423 SH SHARED 219423 D NEVADA GOLD & CASINOS INC COM NEW 64126Q20 0 253 SH SHARED 253 D NEUSTAR INC CL A 64126X20 1698 49536 SH SHARED 49536 D NEUSTAR INC CL A 64126X20 672 19600 SH SHARED 01 19600 D NEUSTAR INC CL A 64126X20 874 25509 SH SHARED 02 12119 13390 D NEUSTAR INC CL A 64126X20 13616 397100 SH SHARED 10 397100 D NEVADA CHEMICALS INC COM 64127C10 0 97 SH SHARED 97 D NEUBERGER BERMAN DIV ADVANT COM 64127J10 3816 167400 SH SHARED 167400 D NEURALSTEM INC COM 64127R30 1 550 SH SHARED 550 D NEVSUN RES LTD COM 64156L10 11 6500 SH SHARED 02 6500 D NEW AMER HIGH INCOME FD INC COM 64187610 229 120000 SH SHARED 120000 D NEUBERGER BERMAN RE ES SEC F COM 64190A10 6668 432722 SH SHARED 432722 D NEW CENTRY BANCORP INC DUNN COM 64353M10 1 168 SH SHARED 168 D NEW ENGLAND BANCSHARES INC C COM NEW 64386320 1 144 SH SHARED 144 D NEW FRONTIER MEDIA INC COM 64439810 2455 400529 SH SHARED 400529 D NEW GERMANY FD INC COM 64446510 17 1000 SH SHARED 20 1000 D NEW GOLD INC CDA COM 64453510 2 400 SH SHARED 400 D NEW HAMPSHIRE THRIFT BANCSHS COM 64472210 1 129 SH SHARED 129 D NEW JERSEY RES COM 64602510 119 2416 SH SHARED 2416 D NEW JERSEY RES COM 64602510 27 550 SH SHARED 01 550 D NEW JERSEY RES COM 64602510 2 47 SH SHARED 02 47 D NEW JERSEY RES COM 64602510 2040 41150 SH SHARED 10 41150 D NEW ORIENTAL ED & TECH GRP I SPON ADR 64758110 6256 94000 SH SHARED 94000 D NEW ORIENTAL ED & TECH GRP I SPON ADR 64758110 346 5200 SH SHARED 5200 D NEW YORK & CO INC COM 64929510 6 1133 SH SHARED 1133 D NEW YORK & CO INC COM 64929510 57 9500 SH SHARED 01 9500 D NEW YORK & CO INC COM 64929510 0 66 SH SHARED 02 66 D NEW YORK & CO INC COM 64929510 1120 183700 SH SHARED 10 183700 D NEW YORK & CO INC COM 64929510 43 7105 SH SHARED 21 7105 D NEW YORK CMNTY CAP TR V BONUSES 64944P30 49 1000 SH SHR/OTHR 23 1000 D NEW YORK CMNTY BANCORP INC COM 64944510 18636 978280 SH SHARED 978280 D NEW YORK CMNTY BANCORP INC COM 64944510 1695 88991 SH SHARED 01 854 88137 D NEW YORK CMNTY BANCORP INC COM 64944510 376 19789 SH SHARED 02 19789 D NEW YORK CMNTY BANCORP INC COM 64944510 146 7710 SH SHARED 06 5500 2210 D NEW YORK CMNTY BANCORP INC COM 64944510 2762 145000 SH SHARED 10 145000 D NEW YORK CMNTY BANCORP INC COM 64944510 47 2500 SH SHARED 21 2500 D NEW YORK TIMES CO CL A 65011110 7228 365811 SH SHARED 365811 D NEW YORK TIMES CO CL A 65011110 1880 95169 SH SHARED 01 68269 26900 D NEW YORK TIMES CO CL A 65011110 41 2100 SH SHR/OTHR 01 2100 D NEW YORK TIMES CO CL A 65011110 794 40203 SH SHARED 02 40203 D NEW YORK TIMES CO CL A 65011110 37593 1902500 SH SHARED 04 1902500 D NEW YORK TIMES CO CL A 65011110 96 4880 SH SHARED 06 3300 1580 D NEW YORK TIMES CO CL A 65011110 36230 1833529 SH SHARED 10 1833529 D NEW YORK TIMES CO CL A 65011110 256 13000 SH SHARED 15 13000 D NEW YORK TIMES CO CL A 65011110 592 30000 SH SHARED 16 30000 D NEW YORK TIMES CO CL A 65011110 19 1000 SH SHR/OTHR 23 1000 D NEW YORK TIMES CO CL A 65011110 499 25300 SH SHARED 24 25300 D NEWALLIANCE BANCSHARES INC COM 65020310 10142 690872 SH SHARED 690872 D NEWALLIANCE BANCSHARES INC COM 65020310 403 27500 SH SHARED 01 27500 D NEWALLIANCE BANCSHARES INC COM 65020310 71 4839 SH SHARED 02 4839 D NEWALLIANCE BANCSHARES INC COM 65020310 737 50248 SH SHARED 10 50248 D NEWBRIDGE BANCORP COM 65080T10 5 411 SH SHARED 411 D NEWCASTLE INVT CORP COM 65105M10 24180 1372325 SH SHARED 1372325 D NEWCASTLE INVT CORP COM 65105M10 522 29670 SH SHARED 01 29670 D NEWCASTLE INVT CORP COM 65105M10 75 4307 SH SHARED 02 4307 D NEWCASTLE INVT CORP COM 65105M10 981 55700 SH SHARED 10 55700 D NEWELL RUBBERMAID INC COM 65122910 17080 592668 SH SHARED 592668 D NEWELL RUBBERMAID INC COM 65122910 6557 227531 SH SHARED 01 227531 D NEWELL RUBBERMAID INC COM 65122910 194 6746 SH SHARED 02 6746 D NEWELL RUBBERMAID INC COM 65122910 7 250 SH SHARED 05 250 D NEWELL RUBBERMAID INC COM 65122910 251 8740 SH SHARED 06 6350 2390 D NEWELL RUBBERMAID INC COM 65122910 7947 275747 SH SHARED 10 275747 D NEWELL RUBBERMAID INC COM 65122910 1060 36800 SH SHARED 14 36800 D NEWELL RUBBERMAID INC COM 65122910 2 88 SH SHARED 23 88 D NEWFIELD EXPL CO COM 65129010 4372 90792 SH SHARED 90792 D NEWFIELD EXPL CO COM 65129010 1974 41000 SH SHARED 01 1200 39800 D NEWFIELD EXPL CO COM 65129010 354 7357 SH SHARED 02 7357 D NEWFIELD EXPL CO COM 65129010 172 3590 SH SHARED 06 2800 790 D NEWFIELD EXPL CO COM 65129010 3694 76722 SH SHARED 10 76722 D NEWFIELD EXPL CO COM 65129010 1709 35500 SH SHARED 14 35500 D NEWMARKET CORP COM 65158710 79947 1619031 SH SHARED 1619031 D NEWMARKET CORP COM 65158710 148 3000 SH SHARED 10 3000 D NEWMONT MINING CORP NOTE 1.250% 7/1 651639AF 21565 19000000 PRN SHARED 19000000 D NEWMONT MINING CORP COM 65163910 4178 93427 SH SHARED 93427 D NEWMONT MINING CORP COM 65163910 170333 3808033 SH SHARED 3808033 D NEWMONT MINING CORP COM 65163910 3672 82094 SH SHARED 01 71394 10700 D NEWMONT MINING CORP COM 65163910 179 4007 SH SHR/OTHR 01 4007 D NEWMONT MINING CORP COM 65163910 437 9776 SH SHARED 02 9776 D NEWMONT MINING CORP COM 65163910 12524 280000 SH SHARED 04 280000 D NEWMONT MINING CORP COM 65163910 10 230 SH SHARED 05 230 D NEWMONT MINING CORP COM 65163910 649 14510 SH SHARED 06 10100 4410 D NEWMONT MINING CORP COM 65163910 39129 874787 SH SHARED 10 874787 D NEWMONT MINING CORP COM 65163910 1139 25464 SH SHARED 14 25464 D NEWMONT MINING CORP COM 65163910 283 6347 SH SHARED 15 6347 D NEWMONT MINING CORP COM 65163910 44 1000 SH SHR/OTHR 20 1000 D NEWMONT MINING CORP COM 65163910 98 2200 SH SHARED 23 2200 D NEWMONT MINING CORP COM 65163910 272 6086 SH SHR/OTHR 23 6086 D NEWMONT MINING CORP COM 65163910 442 9900 SH SHARED 24 9900 D NEWPARK RES INC COM PAR $.01NEW 65171850 183 34321 SH SHARED 34321 D NEWPARK RES INC COM PAR $.01NEW 65171850 8 1595 SH SHARED 01 1595 D NEWPARK RES INC COM PAR $.01NEW 65171850 0 152 SH SHARED 02 152 D NEWPARK RES INC COM PAR $.01NEW 65171850 42 8000 SH SHARED 21 8000 D NEWPORT BANCORP INC COM 65175410 1 115 SH SHARED 115 D NEWPORT CORP NOTE 2.500% 2/1 651824AB 10153 11000000 PRN SHARED 11000000 D NEWPORT CORP COM 65182410 42 2767 SH SHARED 2767 D NEWPORT CORP COM 65182410 118 7800 SH SHARED 10 7800 D NEWS CORP CL A 65248E10 120 5500 SH SHARED 5500 D NEWS CORP CL A 65248E10 125541 5709016 SH SHARED 5709016 D NEWS CORP CL A 65248E10 9759 443796 SH SHARED 01 443796 D NEWS CORP CL A 65248E10 1817 82630 SH SHARED 02 82630 D NEWS CORP CL A 65248E10 8796 400000 SH SHARED 04 400000 D NEWS CORP CL A 65248E10 17 784 SH SHARED 05 784 D NEWS CORP CL A 65248E10 1333 60660 SH SHARED 06 43800 16860 D NEWS CORP CL A 65248E10 35358 1607948 SH SHARED 10 1565848 42100 D NEWS CORP CL A 65248E10 282 12847 SH SHARED 14 12847 D NEWS CORP CL A 65248E10 181 8255 SH SHR/OTHR 23 8255 D NEWS CORP CL B 65248E20 23586 1008382 SH SHARED 1008382 D NEWS CORP CL B 65248E20 57 2478 SH SHARED 01 2478 D NEWS CORP CL B 65248E20 3637 155500 SH SHARED 02 155500 D NEWS CORP CL B 65248E20 3508 150000 SH SHARED 04 150000 D NEWS CORP CL B 65248E20 5 224 SH SHARED 05 224 D NEWS CORP CL B 65248E20 434 18580 SH SHARED 06 13000 5580 D NEWS CORP CL B 65248E20 1696 72516 SH SHARED 10 72516 D NEWS CORP CL B 65248E20 11 475 SH SHARED 20 475 D NEWS CORP CL B 65248E20 336 14400 SH SHR/OTHR 23 14400 D NEWSTAR FINANCIAL INC COM 65251F10 60 5376 SH SHARED 5376 D NEWSTAR FINANCIAL INC COM 65251F10 0 43 SH SHARED 02 43 D NEWTEK BUSINESS SVCS INC COM 65252610 1 692 SH SHARED 692 D NEXMED INC COM 65290310 3 2073 SH SHARED 2073 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 41994 42121008 PRN SHARED 02 42121008 D NEXITY FINL CORP COM NEW 65333R20 1 208 SH SHARED 208 D NEXTEST SYS CORP COM 65333910 443 34459 SH SHARED 34459 D NEXEN INC COM 65334H10 366 12000 SH SHARED 12000 D NEXEN INC COM 65334H10 18801 615635 SH SHARED 614035 1600 D NEXEN INC COM 65334H10 105 3464 SH SHARED 01 3464 D NEXEN INC COM 65334H10 111 3667 SH SHARED 02 3667 D NEXEN INC COM 65334H10 59533 1949359 SH SHARED 04 1949359 D NEXEN INC COM 65334H10 1688 55300 SH SHARED 06 400 54900 D NEXEN INC COM 65334H10 367 12044 SH SHARED 10 12044 D NEXEN INC COM 65334H10 1633 53500 SH SHARED 14 1500 52000 D NEXEN INC COM 65334H10 6831 223690 SH SHARED 16 223690 D NEXCEN BRANDS INC COM 65335110 13 2065 SH SHARED 2065 D NEXCEN BRANDS INC COM 65335110 0 50 SH SHARED 01 50 D NEXCEN BRANDS INC COM 65335110 0 72 SH SHARED 02 72 D NEXCEN BRANDS INC COM 65335110 1155 171900 SH SHARED 10 171900 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 44 4231 SH SHARED 4231 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 51 2180 SH SHARED 20 2180 D NEXTWAVE WIRELESS INC COM 65337Y10 971 169928 SH SHARED 169928 D NEXXUS LIGHTING INC COM 65338E10 0 122 SH SHARED 122 D NICE SYS LTD SPONSORED ADR 65365610 4182 116712 SH SHARED 116712 D NICE SYS LTD SPONSORED ADR 65365610 2865 79956 SH SHARED 01 69456 10500 D NICE SYS LTD SPONSORED ADR 65365610 26841 748933 SH SHARED 10 748933 D NICE SYS LTD SPONSORED ADR 65365610 220 6160 SH SHARED 15 6160 D NICE SYS LTD SPONSORED ADR 65365610 1265 35300 SH SHARED 24 35300 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 2 196 SH SHARED 196 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 0 1 SH SHARED 01 1 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 223 15070 SH SHR/OTHR 20 15070 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 47 3200 SH SHARED 3200 D NICOR INC COM 65408610 17065 397802 SH SHARED 397802 D NICOR INC COM 65408610 294 6874 SH SHARED 01 6674 200 D NICOR INC COM 65408610 222 5197 SH SHARED 02 5197 D NICOR INC COM 65408610 2201 51321 SH SHARED 10 51321 D NIDEC CORP SPONSORED ADR 65409010 15 900 SH SHARED 900 D NIDEC CORP SPONSORED ADR 65409010 1 92 SH SHARED 01 92 D NIKE INC CL B 65410610 32 560 SH SHARED 560 D NIKE INC CL B 65410610 123713 2108994 SH SHARED 2108994 D NIKE INC CL B 65410610 10440 177979 SH SHARED 01 155859 22120 D NIKE INC CL B 65410610 257 4386 SH SHR/OTHR 01 4386 D NIKE INC CL B 65410610 4786 81596 SH SHARED 02 81596 D NIKE INC CL B 65410610 312 5320 SH SHARED 04 5320 D NIKE INC CL B 65410610 10 180 SH SHARED 05 180 D NIKE INC CL B 65410610 3351 57130 SH SHARED 06 13250 43880 D NIKE INC CL B 65410610 34250 583884 SH SHARED 10 581484 2400 D NIKE INC CL B 65410610 422 7200 SH SHARED 14 7200 D NIKE INC CL B 65410610 835 14250 SH SHARED 20 1200 13050 D NIKE INC CL B 65410610 678 11560 SH SHR/OTHR 20 11560 D NIKE INC CL B 65410610 23 400 SH SHARED 21 400 D NIKE INC CL B 65410610 39 680 SH SHR/OTHR 22 680 D NIKE INC CL B 65410610 601 10250 SH SHARED 23 10150 100 D NIKE INC CL B 65410610 363 6200 SH SHR/OTHR 23 6200 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 108 4410 SH SHARED 4410 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 15 650 SH SHARED 01 650 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 308 12582 SH SHARED 02 12582 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 1789 73000 SH SHARED 04 73000 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 16238 662540 SH SHARED 10 662540 D 99 CENTS ONLY STORES COM 65440K10 1129 109968 SH SHARED 109968 D 99 CENTS ONLY STORES COM 65440K10 177 17300 SH SHARED 01 17300 D 99 CENTS ONLY STORES COM 65440K10 1529 148963 SH SHARED 02 148963 D 99 CENTS ONLY STORES COM 65440K10 4 400 SH SHARED 10 400 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 125 5400 SH SHARED 5400 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 41 1793 SH SHARED 02 1793 D NISOURCE INC COM 65473P10 20588 1075674 SH SHARED 1060874 14800 D NISOURCE INC COM 65473P10 624 32607 SH SHARED 01 32607 D NISOURCE INC COM 65473P10 113 5921 SH SHARED 02 5921 D NISOURCE INC COM 65473P10 204 10680 SH SHARED 06 7900 2780 D NISOURCE INC COM 65473P10 3438 179627 SH SHARED 10 179627 D NISOURCE INC COM 65473P10 185 9680 SH SHARED 14 9680 D NISOURCE INC COM 65473P10 19 1000 SH SHARED 20 1000 D NISOURCE INC COM 65473P10 38 2000 SH SHR/OTHR 23 2000 D NISSAN MOTORS SPONSORED ADR 65474440 181 9046 SH SHARED 9046 D NISSAN MOTORS SPONSORED ADR 65474440 11 562 SH SHARED 01 62 500 D NISSAN MOTORS SPONSORED ADR 65474440 11 570 SH SHARED 02 570 D NITCHES INC COM 65476M10 0 89 SH SHARED 89 D NITROMED INC COM 65479850 1 819 SH SHARED 819 D NOVA BIOSOURCE FUELS INC COM 65488W10 5 2063 SH SHARED 2063 D NOVA BIOSOURCE FUELS INC COM 65488W10 0 35 SH SHARED 02 35 D NOBEL LEARNING CMNTYS INC COM 65488910 3 241 SH SHARED 241 D NOBILITY HOMES INC COM 65489210 0 39 SH SHARED 39 D NOKIA CORP SPONSORED ADR 65490220 13 360 SH SHARED 360 D NOKIA CORP SPONSORED ADR 65490220 117058 3086158 SH SHARED 3086158 D NOKIA CORP SPONSORED ADR 65490220 6821 179850 SH SHARED 01 38550 141300 D NOKIA CORP SPONSORED ADR 65490220 1335 35211 SH SHR/OTHR 01 35211 D NOKIA CORP SPONSORED ADR 65490220 222 5863 SH SHARED 02 5863 D NOKIA CORP SPONSORED ADR 65490220 49490 1304790 SH SHARED 06 1304790 D NOKIA CORP SPONSORED ADR 65490220 28009 738448 SH SHARED 10 727908 10540 D NOKIA CORP SPONSORED ADR 65490220 7073 186491 SH SHARED 20 39775 146716 D NOKIA CORP SPONSORED ADR 65490220 1934 51000 SH SHR/OTHR 20 51000 D NOKIA CORP SPONSORED ADR 65490220 862 22735 SH SHARED 21 22735 D NOKIA CORP SPONSORED ADR 65490220 68 1800 SH SHR/OTHR 21 1800 D NOKIA CORP SPONSORED ADR 65490220 816 21530 SH SHARED 22 8950 12580 D NOKIA CORP SPONSORED ADR 65490220 770 20305 SH SHR/OTHR 22 20305 D NOKIA CORP SPONSORED ADR 65490220 3031 79936 SH SHARED 23 71236 8700 D NOKIA CORP SPONSORED ADR 65490220 3213 84710 SH SHR/OTHR 23 84710 D NOBLE ENERGY INC COM 65504410 8268 118052 SH SHARED 118052 D NOBLE ENERGY INC COM 65504410 5932 84697 SH SHARED 01 33497 51200 D NOBLE ENERGY INC COM 65504410 196 2800 SH SHR/OTHR 01 2800 D NOBLE ENERGY INC COM 65504410 3669 52389 SH SHARED 02 52389 D NOBLE ENERGY INC COM 65504410 1400 20000 SH SHARED 04 20000 D NOBLE ENERGY INC COM 65504410 9 130 SH SHARED 05 130 D NOBLE ENERGY INC COM 65504410 42271 603534 SH SHARED 06 4000 599534 D NOBLE ENERGY INC COM 65504410 3345 47761 SH SHARED 10 47646 115 D NOBLE ENERGY INC COM 65504410 601 8585 SH SHARED 14 8585 D NOBLE ENERGY INC COM 65504410 2 40 SH SHARED 20 40 D NOBLE ENERGY INC COM 65504410 87 1250 SH SHARED 21 1250 D NOBLE INTL LTD COM 65505310 23 1127 SH SHARED 1127 D NOMURA HLDGS INC SPONSORED ADR 65535H20 239 14360 SH SHARED 14360 D NOMURA HLDGS INC SPONSORED ADR 65535H20 0 45 SH SHARED 01 45 D NOMURA HLDGS INC SPONSORED ADR 65535H20 19 1174 SH SHARED 02 1174 D NORDSON CORP COM 65566310 1129 22488 SH SHARED 22488 D NORDSON CORP COM 65566310 517 10300 SH SHARED 01 10300 D NORDSON CORP COM 65566310 82 1642 SH SHARED 02 1642 D NORDSON CORP COM 65566310 235 4700 SH SHARED 10 4700 D NORDSON CORP COM 65566310 1290 25700 SH SHARED 14 25700 D NORDSON CORP COM 65566310 70 1400 SH SHARED 21 1400 D NORDSTROM INC COM 65566410 12058 257172 SH SHARED 257172 D NORDSTROM INC COM 65566410 3760 80189 SH SHARED 01 80189 D NORDSTROM INC COM 65566410 3895 83086 SH SHARED 02 83086 D NORDSTROM INC COM 65566410 1406 30000 SH SHARED 06 30000 D NORDSTROM INC COM 65566410 28077 598805 SH SHARED 10 581505 17300 D NORDSTROM INC COM 65566410 2 57 SH SHARED 23 57 D NORDSTROM INC COM 65566410 93 2000 SH SHR/OTHR 23 2000 D NORDSTROM INC COM 65566410 28 600 SH SHARED 24 600 D NORFOLK SOUTHERN CORP COM 65584410 179973 3467030 SH SHARED 3467030 D NORFOLK SOUTHERN CORP COM 65584410 6673 128559 SH SHARED 01 117304 11255 D NORFOLK SOUTHERN CORP COM 65584410 67 1300 SH SHR/OTHR 01 1300 D NORFOLK SOUTHERN CORP COM 65584410 40575 781644 SH SHARED 02 781644 D NORFOLK SOUTHERN CORP COM 65584410 2595 50000 SH SHARED 04 50000 D NORFOLK SOUTHERN CORP COM 65584410 9 190 SH SHARED 05 190 D NORFOLK SOUTHERN CORP COM 65584410 669 12890 SH SHARED 06 9300 3590 D NORFOLK SOUTHERN CORP COM 65584410 12317 237278 SH SHARED 10 219413 17865 D NORFOLK SOUTHERN CORP COM 65584410 59 1153 SH SHARED 14 1153 D NORFOLK SOUTHERN CORP COM 65584410 51 1000 SH SHARED 20 1000 D NORFOLK SOUTHERN CORP COM 65584410 2957 56977 SH SHARED 23 55177 1800 D NORFOLK SOUTHERN CORP COM 65584410 1440 27746 SH SHR/OTHR 23 27746 D NORSK HYDRO A S SPONSORED ADR 65653160 499 11525 SH SHARED 11525 D NORSK HYDRO A S SPONSORED ADR 65653160 32 750 SH SHARED 01 750 D NORSK HYDRO A S SPONSORED ADR 65653160 47 1087 SH SHARED 02 1087 D NORSK HYDRO A S SPONSORED ADR 65653160 1235 28500 SH SHARED 15 28500 D NORTECH SYS INC COM 65655310 0 35 SH SHARED 35 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 15 748 SH SHARED 748 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 549 26000 SH SHARED 04 26000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 12103 12740000 PRN SHARED 12740000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 17277 18187008 PRN SHARED 02 18187008 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 0 10 PRN SHARED 10 10 D NORTEL NETWORKS CORP NEW COM NEW 65656850 24 1440 SH SHARED 40 1400 D NORTEL NETWORKS CORP NEW COM NEW 65656850 420 24785 SH SHARED 19785 5000 D NORTEL NETWORKS CORP NEW COM NEW 65656850 22 1312 SH SHARED 01 1312 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 30 SH SHR/OTHR 01 30 D NORTEL NETWORKS CORP NEW COM NEW 65656850 1850 109003 SH SHARED 02 109003 D NORTEL NETWORKS CORP NEW COM NEW 65656850 1281 75500 SH SHARED 04 75500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 5 300 SH SHARED 05 300 D NORTEL NETWORKS CORP NEW COM NEW 65656850 37 2180 SH SHARED 06 330 1850 D NORTEL NETWORKS CORP NEW COM NEW 65656850 121 7180 SH SHARED 10 7180 D NORTEL NETWORKS CORP NEW COM NEW 65656850 290 17122 SH SHARED 14 17122 D NORTEL NETWORKS CORP NEW COM NEW 65656850 42 2500 SH SHARED 20 2500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 2 120 SH SHR/OTHR 23 120 D NORTH AMERN ENERGY PARTNERS COM 65684410 24 1400 SH SHARED 1400 D NORTH AMERN GALVANZNG & CTNG COM 65686Y10 285 37504 SH SHARED 37504 D NORTH AMERN INS LEADERS INC COM 65687M10 201 26177 SH SHARED 26177 D NORTH AMERN PALLADIUM LTD COM 65691210 1066 139364 SH SHARED 139364 D NORTH AMERN PALLADIUM LTD COM 65691210 2 300 SH SHARED 02 300 D NORTH AMERN SCIENTIFIC INC COM 65715D10 0 573 SH SHARED 573 D NORTH CENT BANCSHARES INC COM 65841810 1 31 SH SHARED 31 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 143 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 143 4300 SH SHR/OTHR 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 63 1900 SH SHARED 23 1900 D NORTH PITTSBURGH SYS INC COM 66156210 46 1956 SH SHARED 1956 D NORTH POINTE HLDGS CORP COM 66169610 1 160 SH SHARED 160 D NORTH VALLEY BANCORP COM 66304M10 4 187 SH SHARED 187 D NORTHEAST BANCORP COM 66390410 1 58 SH SHARED 58 D NORTHEAST CMNTY BANCORP INC COM 66411210 126 11725 SH SHARED 11725 D NORTHEAST UTILS COM 66439710 2961 103666 SH SHARED 103666 D NORTHEAST UTILS COM 66439710 2284 79960 SH SHARED 01 35960 44000 D NORTHEAST UTILS COM 66439710 439 15373 SH SHARED 02 15373 D NORTHEAST UTILS COM 66439710 7216 252600 SH SHARED 10 196800 55800 D NORTHEAST UTILS COM 66439710 17 600 SH SHARED 23 600 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 1152 104337 SH SHARED 104337 D NORTHERN ORION RES INC COM 66557510 6090 947218 SH SHARED 947218 D NORTHERN ORION RES INC COM 66557510 21966 3416300 SH SHARED 10 3416300 D NORTHERN STS FINL CORP COM 66575110 1 69 SH SHARED 69 D NORTHERN TECH INTL CORP COM 66580910 0 70 SH SHARED 70 D NORTHERN TR CORP COM 66585910 128 1940 SH SHARED 1940 D NORTHERN TR CORP COM 66585910 10503 158501 SH SHARED 158501 D NORTHERN TR CORP COM 66585910 2326 35113 SH SHARED 01 26313 8800 D NORTHERN TR CORP COM 66585910 282 4267 SH SHARED 02 4267 D NORTHERN TR CORP COM 66585910 1391 21000 SH SHARED 04 21000 D NORTHERN TR CORP COM 66585910 418 6310 SH SHARED 06 4050 2260 D NORTHERN TR CORP COM 66585910 7605 114764 SH SHARED 10 114764 D NORTHERN TR CORP COM 66585910 463 7000 SH SHARED 20 800 6200 D NORTHERN TR CORP COM 66585910 1325 20000 SH SHR/OTHR 20 20000 D NORTHERN TR CORP COM 66585910 702 10596 SH SHR/OTHR 23 10596 D NORTHFIELD LABS INC COM 66613510 1 644 SH SHARED 644 D NORTHGATE MINERALS CORP COM 66641610 1959 690000 SH SHARED 690000 D NORTHGATE MINERALS CORP COM 66641610 1143 402600 SH SHARED 402600 D NORTHGATE MINERALS CORP COM 66641610 96 34000 SH SHARED 02 34000 D NORTHRIM BANCORP INC COM 66676210 3 155 SH SHARED 155 D NORTHROP GRUMMAN CORP COM 66680710 4535 58144 SH SHARED 44225 13919 D NORTHROP GRUMMAN CORP COM 66680710 30436 390210 SH SHARED 390120 90 D NORTHROP GRUMMAN CORP COM 66680710 16122 206704 SH SHARED 01 206383 321 D NORTHROP GRUMMAN CORP COM 66680710 6689 85769 SH SHARED 02 85769 D NORTHROP GRUMMAN CORP COM 66680710 1084 13900 SH SHARED 04 13900 D NORTHROP GRUMMAN CORP COM 66680710 13 170 SH SHARED 05 170 D NORTHROP GRUMMAN CORP COM 66680710 904 11590 SH SHARED 06 8100 3490 D NORTHROP GRUMMAN CORP COM 66680710 124282 1593362 SH SHARED 10 1593362 D NORTHROP GRUMMAN CORP COM 66680710 1285 16487 SH SHARED 14 16487 D NORTHROP GRUMMAN CORP COM 66680710 8817 113043 SH SHARED 19 113043 D NORTHROP GRUMMAN CORP COM 66680710 674 8648 SH SHR/OTHR 23 8648 D NORTHSTAR RLTY FIN CORP COM 66704R10 612 61729 SH SHARED 61729 D NORTHSTAR RLTY FIN CORP COM 66704R10 219 22145 SH SHARED 01 22145 D NORTHSTAR RLTY FIN CORP COM 66704R10 223 22500 SH SHARED 10 22500 D NORTHSTAR RLTY FIN CORP COM 66704R10 5958 600000 SH SHARED 11 600000 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 400 35855 SH SHARED 35855 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 66 5932 SH SHARED 01 5932 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 1093 98000 SH SHARED 04 98000 D NORTHWEST AIRLS CORP COM 66728040 132738 7457245 SH SHARED 7457245 D NORTHWEST AIRLS CORP COM 66728040 39233 2204117 SH SHARED 02 2204117 D NORTHWEST AIRLS CORP COM 66728040 672 37800 SH SHARED 10 37800 D NORTHWEST BANCORP INC PA COM 66732810 5495 193088 SH SHARED 193088 D NORTHWEST BANCORP INC PA COM 66732810 141 4983 SH SHARED 02 4983 D NORTHWEST BANCORP INC PA COM 66732810 335 11800 SH SHARED 10 11800 D NORTHWEST NAT GAS CO COM 66765510 146 3213 SH SHARED 3213 D NORTHWEST NAT GAS CO COM 66765510 29 650 SH SHARED 01 650 D NORTHWEST NAT GAS CO COM 66765510 130 2850 SH SHARED 02 2850 D NORTHWEST NAT GAS CO COM 66765510 3345 73200 SH SHARED 10 73200 D NORTHWEST PIPE CO COM 66774610 17 460 SH SHARED 460 D NORTHWEST PIPE CO COM 66774610 3782 100000 SH SHARED 04 100000 D NORTHWEST PIPE CO COM 66774610 7749 204900 SH SHARED 10 204900 D NORTHWESTERN CORP *W EXP 11/01/200 66807411 53 13482 SH SHARED 13482 D NORTHWESTERN CORP COM NEW 66807430 35097 1291765 SH SHARED 1291765 D NORTHWESTERN CORP COM NEW 66807430 350 12910 SH SHARED 02 12910 D NORTHWESTERN CORP COM NEW 66807430 437 16100 SH SHARED 10 16100 D NORWOOD FINANCIAL CORP COM 66954910 2 67 SH SHARED 67 D NOVA CHEMICALS CORP COM 66977W10 2607 67541 SH SHARED 67541 D NOVA CHEMICALS CORP COM 66977W10 3 100 SH SHARED 01 100 D NOVA CHEMICALS CORP COM 66977W10 5 135 SH SHARED 02 135 D NOVA CHEMICALS CORP COM 66977W10 11 300 SH SHARED 14 300 D NOVA CHEMICALS CORP COM 66977W10 2 66 SH SHR/OTHR 23 66 D NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA 5231 6250000 PRN SHARED 02 6250000 D NOVAMED INC DEL COM 66986W10 2 555 SH SHARED 555 D NOVAMED INC DEL COM 66986W10 154 35524 SH SHARED 02 35524 D NOVADEL PHARMA INC COM 66986X10 0 1358 SH SHARED 1358 D NOVACEA INC COM 66987B10 1 183 SH SHARED 183 D NOVACEA INC COM 66987B10 4810 600600 SH SHARED 04 600600 D NOVACEA INC COM 66987B10 60 7600 SH SHARED 14 7600 D NOVAGOLD RES INC COM NEW 66987E20 1721 104253 SH SHARED 104253 D NOVAGOLD RES INC COM NEW 66987E20 54 3300 SH SHARED 02 3300 D NOVATEL WIRELESS INC COM NEW 66987M60 1439 63545 SH SHARED 63545 D NOVATEL WIRELESS INC COM NEW 66987M60 20 900 SH SHARED 01 900 D NOVATEL WIRELESS INC COM NEW 66987M60 7482 330340 SH SHARED 02 330340 D NOVATEL WIRELESS INC COM NEW 66987M60 4378 193300 SH SHARED 10 193300 D NOVARTIS A G SPONSORED ADR 66987V10 10938 199020 SH SHARED 199020 D NOVARTIS A G SPONSORED ADR 66987V10 42 775 SH SHARED 01 700 75 D NOVARTIS A G SPONSORED ADR 66987V10 243 4422 SH SHARED 02 4422 D NOVARTIS A G SPONSORED ADR 66987V10 2159 39300 SH SHARED 10 39300 D NOVARTIS A G SPONSORED ADR 66987V10 24 450 SH SHARED 20 450 D NOVARTIS A G SPONSORED ADR 66987V10 373 6800 SH SHR/OTHR 23 6800 D NU HORIZONS ELECTRS CORP COM 66990810 16865 1788501 SH SHARED 1788501 D NOVASTAR FINL INC COM NEW 66994788 196 22109 SH SHARED 22109 D NOVASTAR FINL INC COM NEW 66994788 125 14150 SH SHARED 01 14150 D NOVASTAR FINL INC COM NEW 66994788 0 9 SH SHARED 02 9 D NOVATEL INC COM 66995410 1597 40695 SH SHARED 40695 D NOVATEL INC COM 66995410 5398 137500 SH SHARED 04 137500 D NOVAMERICAN STL INC COM 66995910 3988 78661 SH SHARED 78661 D NOVAVAX INC COM 67000210 1968 548251 SH SHARED 548251 D NOVAVAX INC COM 67000210 7 2000 SH SHARED 01 2000 D NOVELL INC DBCV 7.830% 7/1 670006AC 22848 24000000 PRN SHARED 24000000 D NOVELL INC DBCV 7.830% 7/1 670006AC 1294 1360000 PRN SHARED 02 1360000 D NOVELL INC COM 67000610 2421 316985 SH SHARED 309485 7500 D NOVELL INC COM 67000610 371 48644 SH SHARED 02 48644 D NOVELL INC COM 67000610 1127 147621 SH SHARED 10 147621 D NOVELLUS SYS INC COM 67000810 5824 213659 SH SHARED 213659 D NOVELLUS SYS INC COM 67000810 5027 184425 SH SHARED 01 184425 D NOVELLUS SYS INC COM 67000810 10 400 SH SHR/OTHR 01 400 D NOVELLUS SYS INC COM 67000810 1142 41922 SH SHARED 02 41922 D NOVELLUS SYS INC COM 67000810 105 3880 SH SHARED 06 3000 880 D NOVELLUS SYS INC COM 67000810 7978 292696 SH SHARED 10 291896 800 D NOVELLUS SYS INC COM 67000810 320 11773 SH SHARED 14 11773 D NOVELLUS SYS INC COM 67000810 16 600 SH SHARED 20 600 D NOVELLUS SYS INC COM 67000810 12 450 SH SHR/OTHR 23 450 D NOVEN PHARMACEUTICALS INC COM 67000910 154 9698 SH SHARED 9698 D NOVEN PHARMACEUTICALS INC COM 67000910 60 3800 SH SHARED 01 3800 D NOVEN PHARMACEUTICALS INC COM 67000910 209 13172 SH SHARED 02 13172 D NOVEN PHARMACEUTICALS INC COM 67000910 1984 124600 SH SHARED 10 124600 D NOVO-NORDISK A S ADR 67010020 60 500 SH SHARED 500 D NOVO-NORDISK A S ADR 67010020 12 100 SH SHARED 01 100 D NOVO-NORDISK A S ADR 67010020 27 231 SH SHARED 02 231 D NU SKIN ENTERPRISES INC CL A 67018T10 53 3285 SH SHARED 3285 D NU SKIN ENTERPRISES INC CL A 67018T10 208 12900 SH SHARED 01 12900 D NU SKIN ENTERPRISES INC CL A 67018T10 149 9242 SH SHARED 02 972 8270 D NU SKIN ENTERPRISES INC CL A 67018T10 101 6300 SH SHARED 10 6300 D NSTAR COM 67019E10 2493 71642 SH SHARED 71642 D NSTAR COM 67019E10 1016 29200 SH SHARED 01 29200 D NSTAR COM 67019E10 193 5570 SH SHARED 02 5570 D NSTAR COM 67019E10 382 11000 SH SHARED 10 11000 D NSTAR COM 67019E10 146 4200 SH SHARED 23 4200 D NSTAR COM 67019E10 51 1476 SH SHR/OTHR 23 1476 D NTELOS HLDGS CORP COM 67020Q10 291 9878 SH SHARED 9878 D NTELOS HLDGS CORP COM 67020Q10 954 32400 SH SHARED 01 32000 400 D NTELOS HLDGS CORP COM 67020Q10 1090 37000 SH SHR/OTHR 01 37000 D NTELOS HLDGS CORP COM 67020Q10 368 12500 SH SHARED 10 12500 D NUANCE COMMUNICATIONS INC COM 67020Y10 3676 190394 SH SHARED 147122 43272 D NUANCE COMMUNICATIONS INC COM 67020Y10 10136 524947 SH SHARED 524947 D NUANCE COMMUNICATIONS INC COM 67020Y10 4061 210357 SH SHARED 01 209300 1057 D NUANCE COMMUNICATIONS INC COM 67020Y10 7 384 SH SHARED 02 384 D NUANCE COMMUNICATIONS INC COM 67020Y10 85 4450 SH SHARED 04 4450 D NUANCE COMMUNICATIONS INC COM 67020Y10 1154 59800 SH SHARED 10 59800 D NUANCE COMMUNICATIONS INC COM 67020Y10 7676 397549 SH SHARED 19 397549 D NUANCE COMMUNICATIONS INC COM 67020Y10 77 4000 SH SHARED 21 4000 D NUANCE COMMUNICATIONS INC COM 67020Y10 135 7000 SH SHR/OTHR 21 7000 D NUANCE COMMUNICATIONS INC COM 67020Y10 28 1500 SH SHR/OTHR 23 1500 D NUCOR CORP COM 67034610 832 14000 SH SHARED 14000 D NUCOR CORP COM 67034610 178312 2998352 SH SHARED 2998352 D NUCOR CORP COM 67034610 4127 69406 SH SHARED 01 64206 5200 D NUCOR CORP COM 67034610 1997 33586 SH SHARED 02 33586 D NUCOR CORP COM 67034610 8 140 SH SHARED 05 140 D NUCOR CORP COM 67034610 630 10600 SH SHARED 06 7250 3350 D NUCOR CORP COM 67034610 22106 371721 SH SHARED 10 324552 47169 D NUCOR CORP COM 67034610 593 9974 SH SHARED 14 9974 D NUCOR CORP COM 67034610 249 4200 SH SHR/OTHR 22 4200 D NUCOR CORP COM 67034610 2 40 SH SHARED 23 40 D NUCOR CORP COM 67034610 521 8767 SH SHARED 24 8767 D NUMEREX CORP PA CL A 67053A10 2 331 SH SHARED 331 D NUSTAR ENERGY LP UNIT COM 67058H10 213 3595 SH SHARED 3595 D NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L10 89090 2865555 SH SHARED 2865555 D NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 18 1114 SH SHARED 23 1114 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 3 205 SH SHARED 205 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 18 1500 SH SHR/OTHR 20 1500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 19 1500 SH SHR/OTHR 20 1500 D NUTRACEUTICAL INTL CORP COM 67060Y10 4 264 SH SHARED 264 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 82 6000 SH SHR/OTHR 20 6000 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 19 1340 SH SHARED 20 1340 D NUVEEN INSD QUALITY MUN FD I COM 67062N10 9 700 SH SHARED 01 700 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 27 2000 SH SHR/OTHR 20 2000 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 47 3350 SH SHARED 22 3350 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 22 1603 SH SHARED 23 1603 D NUVEEN PREM INCOME MUN FD COM 67062T10 23 1762 SH SHARED 23 1762 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 19 1402 SH SHARED 23 1402 D NVIDIA CORP COM 67066G10 362 10000 SH SHARED 10000 D NVIDIA CORP COM 67066G10 48622 1341678 SH SHARED 1341678 D NVIDIA CORP COM 67066G10 12065 332924 SH SHARED 01 227821 105103 D NVIDIA CORP COM 67066G10 597 16486 SH SHR/OTHR 01 16486 D NVIDIA CORP COM 67066G10 1165 32168 SH SHARED 02 32168 D NVIDIA CORP COM 67066G10 18917 522000 SH SHARED 04 522000 D NVIDIA CORP COM 67066G10 12507 345120 SH SHARED 05 345120 D NVIDIA CORP COM 67066G10 720 19875 SH SHARED 06 15075 4800 D NVIDIA CORP COM 67066G10 66567 1836844 SH SHARED 10 1829419 7425 D NVIDIA CORP COM 67066G10 140 3869 SH SHARED 14 3869 D NVIDIA CORP COM 67066G10 168 4660 SH SHARED 20 2050 2610 D NVIDIA CORP COM 67066G10 67 1874 SH SHARED 21 1874 D NVIDIA CORP COM 67066G10 1054 29111 SH SHARED 22 20756 8355 D NVIDIA CORP COM 67066G10 74 2062 SH SHR/OTHR 22 2062 D NVIDIA CORP COM 67066G10 1390 38375 SH SHARED 23 32825 5550 D NVIDIA CORP COM 67066G10 1067 29443 SH SHR/OTHR 23 29443 D NUVEEN SR INCOME FD COM 67067Y10 10 1300 SH SHARED 1300 D NUTRI SYS INC NEW COM 67069D10 363 7755 SH SHARED 7755 D NUTRI SYS INC NEW COM 67069D10 2451 52275 SH SHARED 01 52125 150 D NUTRI SYS INC NEW COM 67069D10 233 4986 SH SHARED 02 2216 2770 D NUTRI SYS INC NEW COM 67069D10 187 4000 SH SHARED 04 4000 D NUTRI SYS INC NEW COM 67069D10 1406 30000 SH SHARED 06 30000 D NUTRI SYS INC NEW COM 67069D10 60347 1287000 SH SHARED 10 1287000 D NUTRITION 21 INC COM 67069V10 1 1238 SH SHARED 1238 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 69 5000 SH SHR/OTHR 20 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 67 5000 SH SHR/OTHR 20 5000 D NUVASIVE INC COM 67070410 131 3672 SH SHARED 3672 D NUVASIVE INC COM 67070410 219 6100 SH SHARED 01 6100 D NUVASIVE INC COM 67070410 199 5548 SH SHARED 02 58 5490 D NUVASIVE INC COM 67070410 1796 50000 SH SHARED 04 50000 D NUVASIVE INC COM 67070410 3880 108000 SH SHARED 10 108000 D NUVEEN CT DIV ADV MUN FD 3 COM 67071Y10 139 10000 SH SHARED 01 10000 D NYER MED GROUP INC COM 67071110 0 77 SH SHARED 77 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 12 1000 SH SHARED 01 1000 D NUVELO INC COM NEW 67072M30 2 1354 SH SHARED 1354 D NUVEEN FLOATING RATE INCOME COM 67072T10 180 14284 SH SHARED 14284 D NXSTAGE MEDICAL INC COM 67072V10 13 949 SH SHARED 949 D NXSTAGE MEDICAL INC COM 67072V10 14 1000 SH SHARED 02 1000 D NXSTAGE MEDICAL INC COM 67072V10 9369 646600 SH SHARED 10 646600 D O CHARLEYS INC COM 67082310 66 4373 SH SHARED 4373 D O CHARLEYS INC COM 67082310 52 3450 SH SHARED 01 3450 D O CHARLEYS INC COM 67082310 202 13354 SH SHARED 02 13354 D O CHARLEYS INC COM 67082310 137 9100 SH SHARED 10 9100 D OGE ENERGY CORP COM 67083710 2071 62584 SH SHARED 62584 D OGE ENERGY CORP COM 67083710 1069 32300 SH SHARED 01 32300 D OGE ENERGY CORP COM 67083710 272 8235 SH SHARED 02 8235 D OGE ENERGY CORP COM 67083710 211 6400 SH SHARED 10 6400 D O I CORP COM 67084110 0 53 SH SHARED 53 D OM GROUP INC COM 67087210 9864 186799 SH SHARED 186799 D OM GROUP INC COM 67087210 1093 20715 SH SHARED 01 19165 1550 D OM GROUP INC COM 67087210 14 271 SH SHARED 02 271 D OM GROUP INC COM 67087210 2286 43300 SH SHARED 10 43300 D NUVEEN INVTS INC CL A 67090F10 7920 127866 SH SHARED 127866 D NUVEEN INVTS INC CL A 67090F10 1517 24500 SH SHARED 01 100 24400 D NUVEEN INVTS INC CL A 67090F10 261 4215 SH SHARED 02 4215 D NUVEEN INVTS INC CL A 67090F10 10752 173600 SH SHARED 10 173600 D NUVEEN MUN VALUE FD INC COM 67092810 7 800 SH SHARED 01 800 D NUVEEN MUN VALUE FD INC COM 67092810 19 2000 SH SHARED 23 2000 D NUVEEN NY SELECT QUALITY MUN COM 67097610 97 7000 SH SHR/OTHR 23 7000 D NUVEEN QUALITY INCOME MUN FD COM 67097710 18 1339 SH SHARED 20 1339 D NUVEEN FLA QUALITY INCOME MU COM 67097810 45 3383 SH SHARED 22 3383 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 70 5000 SH SHR/OTHR 20 5000 D NUVEEN CALIF QUALITY INCM MU COM 67098510 114 8000 SH SHR/OTHR 20 8000 D NUVEEN NY QUALITY INCM MUN F COM 67098610 80 6000 SH SHR/OTHR 01 6000 D NUVEEN NY QUALITY INCM MUN F COM 67098610 33 2500 SH SHARED 22 2500 D NUVEEN NY QUALITY INCM MUN F COM 67098610 96 7200 SH SHR/OTHR 23 7200 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 3808 3866000 PRN SHARED 3866000 D OSI PHARMACEUTICALS INC COM 67104010 2749 80906 SH SHARED 80906 D OSI PHARMACEUTICALS INC COM 67104010 605 17815 SH SHARED 01 17815 D OSI PHARMACEUTICALS INC COM 67104010 547 16097 SH SHARED 02 16097 D OSI PHARMACEUTICALS INC COM 67104010 3727 109671 SH SHARED 04 109671 D OSI PHARMACEUTICALS INC COM 67104010 1882 55372 SH SHARED 10 55372 D OSI PHARMACEUTICALS INC COM 67104010 1359 40000 SH SHARED 15 40000 D OSI SYSTEMS INC COM 67104410 287 12774 SH SHARED 12774 D O2MICRO INTERNATIONAL LTD SPONS ADR 67107W10 162 10500 SH SHARED 10500 D OYO GEOSPACE CORP COM 67107410 929 10031 SH SHARED 10031 D OYO GEOSPACE CORP COM 67107410 348 3754 SH SHARED 02 3754 D OYO GEOSPACE CORP COM 67107410 815 8800 SH SHARED 10 8800 D OAK HILL FINL INC COM 67133710 3 114 SH SHARED 114 D OAKLEY INC COM 67366210 180 6232 SH SHARED 6232 D OAKLEY INC COM 67366210 4678 161167 SH SHARED 02 161167 D OAKLEY INC COM 67366210 8 300 SH SHARED 10 300 D OBAGI MEDICAL PRODUCTS INC COM 67423R10 85 4621 SH SHARED 4621 D OCCAM NETWORKS INC COM NEW 67457P30 1023 107543 SH SHARED 107543 D OCCAM NETWORKS INC COM NEW 67457P30 911 95700 SH SHARED 10 95700 D OCCIDENTAL PETE CORP DEL COM 67459910 4230 66019 SH SHARED 66019 D OCCIDENTAL PETE CORP DEL COM 67459910 139285 2173613 SH SHARED 2173613 D OCCIDENTAL PETE CORP DEL COM 67459910 37292 581974 SH SHARED 01 485089 96885 D OCCIDENTAL PETE CORP DEL COM 67459910 1068 16672 SH SHR/OTHR 01 16672 D OCCIDENTAL PETE CORP DEL COM 67459910 3494 54539 SH SHARED 02 54539 D OCCIDENTAL PETE CORP DEL COM 67459910 64 1006 SH SHARED 04 1006 D OCCIDENTAL PETE CORP DEL COM 67459910 4421 69000 SH SHARED 04 69000 D OCCIDENTAL PETE CORP DEL COM 67459910 1905 29740 SH SHARED 05 29740 D OCCIDENTAL PETE CORP DEL COM 67459910 2032 31720 SH SHARED 06 23650 8070 D OCCIDENTAL PETE CORP DEL COM 67459910 277539 4331148 SH SHARED 10 4219628 111520 D OCCIDENTAL PETE CORP DEL COM 67459910 4336 67678 SH SHARED 14 67678 D OCCIDENTAL PETE CORP DEL COM 67459910 57 892 SH SHARED 19 892 D OCCIDENTAL PETE CORP DEL COM 67459910 2380 37145 SH SHARED 20 27925 9220 D OCCIDENTAL PETE CORP DEL COM 67459910 185 2900 SH SHR/OTHR 20 2900 D OCCIDENTAL PETE CORP DEL COM 67459910 97 1525 SH SHARED 21 1525 D OCCIDENTAL PETE CORP DEL COM 67459910 16 250 SH SHR/OTHR 21 250 D OCCIDENTAL PETE CORP DEL COM 67459910 588 9184 SH SHARED 22 7035 2149 D OCCIDENTAL PETE CORP DEL COM 67459910 135 2117 SH SHR/OTHR 22 2117 D OCCIDENTAL PETE CORP DEL COM 67459910 2075 32385 SH SHARED 23 30130 2255 D OCCIDENTAL PETE CORP DEL COM 67459910 734 11460 SH SHR/OTHR 23 11460 D OCCIDENTAL PETE CORP DEL COM 67459910 1329 20740 SH SHARED 24 20740 D OCEAN BIO CHEM INC COM 67463110 0 83 SH SHARED 83 D OCEAN PWR TECHNOLOGIES INC COM NEW 67487030 310 19728 SH SHARED 19728 D OCEAN PWR TECHNOLOGIES INC COM NEW 67487030 1179 75000 SH SHARED 04 75000 D OCEAN SHORE HLDG CO COM 67501P10 1 98 SH SHARED 98 D OCEANAUT INC COM 67522710 2386 296442 SH SHARED 296442 D OCEANAUT INC *W EXP 01/01/201 67522711 32 22428 SH SHARED 22428 D OCEANEERING INTL INC COM 67523210 1875 24741 SH SHARED 24741 D OCEANEERING INTL INC COM 67523210 159 2100 SH SHARED 01 2100 D OCEANEERING INTL INC COM 67523210 81 1073 SH SHARED 02 1073 D OCEANEERING INTL INC COM 67523210 288 3800 SH SHARED 10 3800 D OCEANFIRST FINL CORP COM 67523410 3 217 SH SHARED 217 D OCWEN FINL CORP COM NEW 67574630 15 1630 SH SHARED 1630 D OCWEN FINL CORP COM NEW 67574630 73 7800 SH SHARED 01 7000 800 D OCWEN FINL CORP COM NEW 67574630 268 28477 SH SHARED 02 28477 D OCWEN FINL CORP COM NEW 67574630 2086 221300 SH SHARED 10 221300 D OCULUS INNOVATIVE SCIENCES I COM 67575P10 2 277 SH SHARED 277 D ODYSSEY HEALTHCARE INC COM 67611V10 15 1627 SH SHARED 1627 D ODYSSEY HEALTHCARE INC COM 67611V10 7492 779700 SH SHARED 10 779700 D ODYSSEY MARINE EXPLORATION I COM 67611810 12 2076 SH SHARED 2076 D ODYSSEY MARINE EXPLORATION I COM 67611810 154 25000 SH SHARED 01 25000 D ODYSSEY MARINE EXPLORATION I COM 67611810 0 2 SH SHARED 02 2 D ODYSSEY RE HLDGS CORP COM 67612W10 79 2137 SH SHARED 2137 D ODYSSEY RE HLDGS CORP COM 67612W10 426 11500 SH SHARED 01 11500 D ODYSSEY RE HLDGS CORP COM 67612W10 257 6948 SH SHARED 02 6948 D ODYSSEY RE HLDGS CORP COM 67612W10 20822 561100 SH SHARED 10 561100 D OFFICEMAX INC DEL COM 67622P10 14746 430312 SH SHARED 430312 D OFFICEMAX INC DEL COM 67622P10 945 27583 SH SHARED 01 27583 D OFFICEMAX INC DEL COM 67622P10 4738 138257 SH SHARED 02 138257 D OFFICEMAX INC DEL COM 67622P10 1436 41919 SH SHARED 10 41919 D OFFICEMAX INC DEL COM 67622P10 202 5912 SH SHARED 14 5912 D OFFICE DEPOT INC COM 67622010 19901 965143 SH SHARED 965143 D OFFICE DEPOT INC COM 67622010 1958 94995 SH SHARED 01 65645 29350 D OFFICE DEPOT INC COM 67622010 5692 276085 SH SHARED 02 276085 D OFFICE DEPOT INC COM 67622010 207 10080 SH SHARED 06 7200 2880 D OFFICE DEPOT INC COM 67622010 41993 2036548 SH SHARED 10 2036548 D OFFICE DEPOT INC COM 67622010 500 24268 SH SHARED 14 24268 D OFFICE DEPOT INC COM 67622010 2766 134170 SH SHARED 15 134170 D OFFICE DEPOT INC COM 67622010 575 27900 SH SHARED 24 27900 D OHIO VY BANC CORP COM 67771910 2 99 SH SHARED 99 D OIL DRI CORP AMER COM 67786410 2 127 SH SHARED 127 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 444926 2320349 SH SHARED 2320349 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 115 600 SH SHARED 01 600 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 538 2806 SH SHARED 02 2806 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 1725 9000 SH SHARED 10 9000 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 14515 75700 SH SHARED 19 75700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 134 700 SH SHR/OTHR 23 700 D OIL STS INTL INC COM 67802610 1429 29600 SH SHARED 29600 D OIL STS INTL INC COM 67802610 609 12615 SH SHARED 01 12615 D OIL STS INTL INC COM 67802610 8 170 SH SHARED 02 170 D OIL STS INTL INC COM 67802610 15040 311400 SH SHARED 10 311400 D OIL STS INTL INC COM 67802610 101 2100 SH SHARED 21 2100 D OILSANDS QUEST INC COM 67804610 833 188242 SH SHARED 188242 D OILSANDS QUEST INC COM 67804610 70 16000 SH SHARED 01 16000 D OILSANDS QUEST INC COM 67804610 1 268 SH SHARED 02 268 D OILSANDS QUEST INC COM 67804610 203 45900 SH SHARED 10 45900 D OLD DOMINION FGHT LINES INC COM 67958010 36 1517 SH SHARED 1517 D OLD DOMINION FGHT LINES INC COM 67958010 74 3095 SH SHARED 01 3095 D OLD DOMINION FGHT LINES INC COM 67958010 1 47 SH SHARED 02 47 D OLD DOMINION FGHT LINES INC COM 67958010 211 8838 SH SHARED 10 8838 D OLD NATL BANCORP IND COM 68003310 52 3173 SH SHARED 3173 D OLD NATL BANCORP IND COM 68003310 1 101 SH SHARED 02 101 D OLD NATL BANCORP IND COM 68003310 415 25100 SH SHARED 10 25100 D OLD REP INTL CORP COM 68022310 17071 910941 SH SHARED 910941 D OLD REP INTL CORP COM 68022310 1521 81177 SH SHARED 01 3690 77487 D OLD REP INTL CORP COM 68022310 1957 104436 SH SHARED 02 104436 D OLD REP INTL CORP COM 68022310 122 6530 SH SHARED 06 4950 1580 D OLD REP INTL CORP COM 68022310 209 11200 SH SHARED 10 11200 D OLD REP INTL CORP COM 68022310 24 1300 SH SHARED 14 1300 D OLD REP INTL CORP COM 68022310 76 4100 SH SHARED 21 4100 D OLD SECOND BANCORP INC ILL COM 68027710 12 424 SH SHARED 424 D OLIN CORP COM PAR $1 68066520 7747 346178 SH SHARED 346178 D OLIN CORP COM PAR $1 68066520 1174 52500 SH SHARED 01 28500 24000 D OLIN CORP COM PAR $1 68066520 67 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 68066520 90 4053 SH SHARED 02 4053 D OLIN CORP COM PAR $1 68066520 937 41900 SH SHARED 10 41900 D OLYMPIC STEEL INC COM 68162K10 2270 83579 SH SHARED 83579 D OMNICARE INC DBCV 3.250%12/1 681904AL 4444 5500000 PRN SHARED 02 5500000 D OMNICARE INC COM 68190410 3221 97232 SH SHARED 97232 D OMNICARE INC COM 68190410 1643 49616 SH SHARED 01 10466 39150 D OMNICARE INC COM 68190410 203 6137 SH SHARED 02 6137 D OMNICARE INC COM 68190410 151 4570 SH SHARED 06 3250 1320 D OMNICARE INC COM 68190410 500 15100 SH SHARED 10 15100 D OMNICARE INC COM 68190410 1292 39000 SH SHARED 14 39000 D OMNICARE INC COM 68190410 232 7025 SH SHARED 21 7025 D OMNICOM GROUP INC NOTE 2/0 681919AK 3041 2959000 PRN SHARED 02 2959000 D OMNICOM GROUP INC NOTE 7/3 681919AM 8542 8400000 PRN SHARED 8400000 D OMNICOM GROUP INC NOTE 7/0 681919AT 2036 1900000 PRN SHARED 1900000 D OMNICOM GROUP INC COM 68191910 12591 261832 SH SHARED 261832 D OMNICOM GROUP INC COM 68191910 2018 41980 SH SHARED 01 38280 3700 D OMNICOM GROUP INC COM 68191910 2918 60697 SH SHARED 02 60697 D OMNICOM GROUP INC COM 68191910 8 180 SH SHARED 05 180 D OMNICOM GROUP INC COM 68191910 946 19680 SH SHARED 06 16500 3180 D OMNICOM GROUP INC COM 68191910 71223 1481039 SH SHARED 10 1428139 52900 D OMNICOM GROUP INC COM 68191910 388 8080 SH SHARED 14 8080 D OMNICOM GROUP INC COM 68191910 28 600 SH SHARED 20 600 D OMNICOM GROUP INC COM 68191910 961 20000 SH SHR/OTHR 20 20000 D OMNICOM GROUP INC COM 68191910 144 3000 SH SHARED 21 3000 D OMNICOM GROUP INC COM 68191910 9 200 SH SHR/OTHR 22 200 D OMNICOM GROUP INC COM 68191910 19 400 SH SHARED 23 400 D OMNICOM GROUP INC COM 68191910 1767 36752 SH SHR/OTHR 23 36752 D OMNICOM GROUP INC COM 68191910 84 1760 SH SHARED 24 1760 D OMEGA HEALTHCARE INVS INC COM 68193610 47 3087 SH SHARED 3087 D OMEGA HEALTHCARE INVS INC COM 68193610 1 113 SH SHARED 02 113 D OMEGA HEALTHCARE INVS INC COM 68193610 291 18800 SH SHARED 10 18800 D OMEGA HEALTHCARE INVS INC COM 68193610 20434 1315800 SH SHARED 11 1315800 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 298 8465 SH SHARED 8465 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 0 18 SH SHARED 02 18 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 7302 206800 SH SHARED 10 206800 D OMEGA FINL CORP COM 68209210 19 736 SH SHARED 736 D OMEGA FINL CORP COM 68209210 171 6500 SH SHARED 10 6500 D OMEGA FLEX INC COM 68209510 2 127 SH SHARED 127 D OMEGA PROTEIN CORP COM 68210P10 2 293 SH SHARED 293 D OMNI ENERGY SERVICES COM NEW 68210T20 473 59195 SH SHARED 59195 D OMNITURE INC COM 68212S10 187 6173 SH SHARED 6173 D OMNITURE INC COM 68212S10 90 2975 SH SHARED 01 2975 D OMNITURE INC COM 68212S10 2 71 SH SHARED 02 71 D OMNITURE INC COM 68212S10 788 26000 SH SHARED 10 26000 D OMNIVISION TECHNOLOGIES INC COM 68212810 1993 87696 SH SHARED 87696 D OMNIVISION TECHNOLOGIES INC COM 68212810 1441 63425 SH SHARED 01 63425 D OMNIVISION TECHNOLOGIES INC COM 68212810 238 10500 SH SHARED 10 10500 D OMNOVA SOLUTIONS INC COM 68212910 6 1075 SH SHARED 1075 D OMNOVA SOLUTIONS INC COM 68212910 37 6500 SH SHARED 02 6500 D OMNICELL INC COM 68213N10 121 4260 SH SHARED 4260 D OMNICELL INC COM 68213N10 639 22400 SH SHARED 10 22400 D OMNICARE CAP TR II PFD B TR 4.00% 68214Q20 5689 126400 SH SHARED 126400 D OMNI FINL SVCS INC COM 68214U10 174 22115 SH SHARED 22115 D ON ASSIGNMENT INC COM 68215910 58 6291 SH SHARED 6291 D ON ASSIGNMENT INC COM 68215910 0 59 SH SHARED 02 59 D ON SEMICONDUCTOR CORP COM 68218910 320 25541 SH SHARED 25541 D ON SEMICONDUCTOR CORP COM 68218910 1394 111025 SH SHARED 01 110225 800 D ON SEMICONDUCTOR CORP COM 68218910 1695 135000 SH SHR/OTHR 01 135000 D ON SEMICONDUCTOR CORP COM 68218910 414 33036 SH SHARED 02 33036 D ON SEMICONDUCTOR CORP COM 68218910 11791 938780 SH SHARED 10 938780 D ONE LIBERTY PPTYS INC COM 68240610 4 224 SH SHARED 224 D ONE LIBERTY PPTYS INC COM 68240610 2917 150000 SH SHARED 11 150000 D 1 800 FLOWERS COM CL A 68243Q10 229 19821 SH SHARED 19821 D 1 800 FLOWERS COM CL A 68243Q10 90 7789 SH SHARED 02 7789 D ONEIDA FINL CORP COM 68247810 10 870 SH SHARED 870 D ONEOK PARTNERS LP UNIT LTD PARTN 68268N10 1392 23417 SH SHARED 23417 D ONEOK INC NEW COM 68268010 3687 77789 SH SHARED 77789 D ONEOK INC NEW COM 68268010 2204 46501 SH SHARED 01 12101 34400 D ONEOK INC NEW COM 68268010 531 11220 SH SHARED 02 11220 D ONEOK INC NEW COM 68268010 213 4500 SH SHARED 10 4500 D ONLINE RES CORP COM 68273G10 16 1337 SH SHARED 1337 D ONLINE RES CORP COM 68273G10 40 3230 SH SHARED 02 3230 D ONSTREAM MEDIA CORP COM 68287510 1 974 SH SHARED 974 D ON2 TECHNOLOGIES INC COM 68338A10 4 3986 SH SHARED 3986 D ONVIA INC COM NEW 68338T40 1 188 SH SHARED 188 D ONVIA INC COM NEW 68338T40 0 80 SH SHARED 02 80 D ONYX PHARMACEUTICALS INC COM 68339910 3798 87276 SH SHARED 87276 D ONYX PHARMACEUTICALS INC COM 68339910 215 4945 SH SHARED 01 4945 D ONYX PHARMACEUTICALS INC COM 68339910 1096 25200 SH SHARED 02 25200 D ONYX PHARMACEUTICALS INC COM 68339910 31617 726515 SH SHARED 04 726515 D ONYX PHARMACEUTICALS INC COM 68339910 1492 34300 SH SHARED 10 34300 D ONYX PHARMACEUTICALS INC COM 68339910 65 1500 SH SHARED 14 1500 D ONYX PHARMACEUTICALS INC COM 68339910 3568 82000 SH SHARED 16 82000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 7578 280276 SH SHARED 280276 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2095 77500 SH SHARED 01 77500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 10221 378000 SH SHARED 02 378000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 83460 3086550 SH SHARED 04 3086550 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 42588 1575000 SH SHARED 05 1575000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 7911 292600 SH SHARED 10 292600 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1078 39900 SH SHARED 24 39900 D OPEN TEXT CORP COM 68371510 644 24830 SH SHARED 24830 D OPEN TEXT CORP COM 68371510 246 9500 SH SHARED 14 9500 D OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC 4588 4825000 PRN SHARED 02 4825000 D OPENWAVE SYS INC COM NEW 68371830 460 105161 SH SHARED 105161 D OPENWAVE SYS INC COM NEW 68371830 25 5920 SH SHARED 02 5920 D OPENWAVE SYS INC COM NEW 68371830 666 152100 SH SHARED 10 152100 D OPEXA THERAPEUTICS INC COM 68372T10 0 158 SH SHARED 158 D OPKO HEALTH INC COM 68375N10 10 2512 SH SHARED 2512 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 1335 97798 SH SHARED 97798 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 63 4682 SH SHARED 02 4682 D OPNEXT INC COM 68375V10 10 898 SH SHARED 898 D OPNEXT INC COM 68375V10 55 4820 SH SHARED 02 4820 D OPNET TECHNOLOGIES INC COM 68375710 3 335 SH SHARED 335 D OPNET TECHNOLOGIES INC COM 68375710 16 1460 SH SHARED 02 1460 D OPPENHEIMER HLDGS INC CL A NON VTG 68379710 39 957 SH SHARED 957 D OPTELECOM NKF INC COM PAR $0.03 68381820 0 93 SH SHARED 93 D OPTICAL COMMUNICATION PRODS CL A 68382T10 1 736 SH SHARED 736 D OPTICAL COMMUNICATION PRODS CL A 68382T10 11 7100 SH SHARED 02 7100 D OPTICAL CABLE CORP COM NEW 68382720 0 159 SH SHARED 159 D OPSWARE INC COM 68383A10 6 480 SH SHARED 02 480 D OPTIMAL GROUP INC CL A NEW 68388R20 829 153540 SH SHARED 153540 D ORACLE CORP COM 68389X10 240 11100 SH SHARED 11100 D ORACLE CORP COM 68389X10 100588 4646129 SH SHARED 4629119 17010 D ORACLE CORP COM 68389X10 29943 1383053 SH SHARED 01 1237238 145815 D ORACLE CORP COM 68389X10 911 42090 SH SHR/OTHR 01 42090 D ORACLE CORP COM 68389X10 16019 739921 SH SHARED 02 739921 D ORACLE CORP COM 68389X10 9093 420000 SH SHARED 04 420000 D ORACLE CORP COM 68389X10 36 1695 SH SHARED 05 1695 D ORACLE CORP COM 68389X10 5139 237391 SH SHARED 06 97450 139941 D ORACLE CORP COM 68389X10 60236 2782275 SH SHARED 10 2703125 79150 D ORACLE CORP COM 68389X10 3 150 SH SHR/OTHR 10 150 D ORACLE CORP COM 68389X10 1350 62377 SH SHARED 14 13600 48777 D ORACLE CORP COM 68389X10 57 2650 SH SHARED 19 2650 D ORACLE CORP COM 68389X10 392 18115 SH SHARED 20 9425 8690 D ORACLE CORP COM 68389X10 330 15274 SH SHARED 21 15274 D ORACLE CORP COM 68389X10 238 11000 SH SHR/OTHR 21 11000 D ORACLE CORP COM 68389X10 779 36017 SH SHARED 22 21552 14465 D ORACLE CORP COM 68389X10 60 2800 SH SHR/OTHR 22 2800 D ORACLE CORP COM 68389X10 2559 118203 SH SHARED 23 110503 7700 D ORACLE CORP COM 68389X10 1567 72420 SH SHR/OTHR 23 72420 D OPTIMER PHARMACEUTICALS INC COM 68401H10 717 86337 SH SHARED 86337 D OPTIMER PHARMACEUTICALS INC COM 68401H10 2 300 SH SHARED 02 300 D OPTIMER PHARMACEUTICALS INC COM 68401H10 1545 186000 SH SHARED 04 186000 D OPTIONSXPRESS HLDGS INC COM 68401010 336 12870 SH SHARED 12870 D OPTIONSXPRESS HLDGS INC COM 68401010 128 4920 SH SHARED 01 4920 D OPTIONSXPRESS HLDGS INC COM 68401010 412 15789 SH SHARED 02 5429 10360 D OPTIONSXPRESS HLDGS INC COM 68401010 368 14100 SH SHARED 10 14100 D OPTIUM CORP COM 68402T10 54 5222 SH SHARED 5222 D OPTIUM CORP COM 68402T10 0 19 SH SHARED 02 19 D OPTIUM CORP COM 68402T10 519 50000 SH SHARED 04 50000 D ORANGE 21 INC COM 68531710 0 124 SH SHARED 124 D ORASURE TECHNOLOGIES INC COM 68554V10 21 2119 SH SHARED 2119 D ORASURE TECHNOLOGIES INC COM 68554V10 10 1010 SH SHARED 02 1010 D ORBCOMM INC COM 68555P10 10 1406 SH SHARED 1406 D ORBCOMM INC COM 68555P10 0 40 SH SHARED 02 40 D ORBIT INTL CORP COM NEW 68555930 0 101 SH SHARED 101 D ORBITAL SCIENCES CORP COM 68556410 3054 137332 SH SHARED 137332 D ORBITAL SCIENCES CORP COM 68556410 62 2790 SH SHARED 02 2790 D ORBITAL SCIENCES CORP COM 68556410 133 5987 SH SHARED 10 5987 D ORBITZ WORLDWIDE INC COM 68557K10 9 870 SH SHARED 870 D ORCHIDS PAPER PRODS CO DEL COM 68572N10 1 138 SH SHARED 138 D ORCHID CELLMARK INC COM 68573C10 4 748 SH SHARED 748 D O REILLY AUTOMOTIVE INC COM 68609110 3030 90709 SH SHARED 90709 D O REILLY AUTOMOTIVE INC COM 68609110 1166 34900 SH SHARED 01 34900 D O REILLY AUTOMOTIVE INC COM 68609110 53 1600 SH SHR/OTHR 01 1600 D O REILLY AUTOMOTIVE INC COM 68609110 986 29542 SH SHARED 02 29542 D O REILLY AUTOMOTIVE INC COM 68609110 311 9324 SH SHARED 10 9324 D O REILLY AUTOMOTIVE INC COM 68609110 53 1600 SH SHR/OTHR 23 1600 D OREXIGEN THERAPEUTICS INC COM 68616410 5 405 SH SHARED 405 D ORIENTAL FINL GROUP INC COM 68618W10 548 47697 SH SHARED 47697 D ORIENTAL FINL GROUP INC COM 68618W10 39 3400 SH SHARED 01 3400 D ORIENTAL FINL GROUP INC COM 68618W10 0 21 SH SHARED 02 21 D ORIGEN FINL INC COM 68619E20 2 456 SH SHARED 456 D ORION HEALTHCORP INC CL A 68627W10 0 550 SH SHARED 550 D ORITANI FINL CORP COM 68632310 276 17454 SH SHARED 17454 D ORIX CORP SPONSORED ADR 68633010 41 363 SH SHARED 363 D ORIX CORP SPONSORED ADR 68633010 12 114 SH SHARED 02 114 D ORLEANS HOMEBUILDERS INC COM 68658810 0 155 SH SHARED 155 D ORMAT TECHNOLOGIES INC COM 68668810 185 4000 SH SHARED 4000 D ORMAT TECHNOLOGIES INC COM 68668810 2756 59484 SH SHARED 59484 D ORMAT TECHNOLOGIES INC COM 68668810 180 3895 SH SHARED 01 3895 D ORMAT TECHNOLOGIES INC COM 68668810 238 5145 SH SHARED 02 25 5120 D ORMAT TECHNOLOGIES INC COM 68668810 10355 223460 SH SHARED 04 223460 D ORMAT TECHNOLOGIES INC COM 68668810 9464 204230 SH SHARED 05 204230 D ORMAT TECHNOLOGIES INC COM 68668810 53 1161 SH SHARED 06 1161 D ORMAT TECHNOLOGIES INC COM 68668810 53 1161 SH SHARED 10 1161 D ORTHOLOGIC CORP COM 68750J10 1 1063 SH SHARED 1063 D ORTHOVITA INC COM 68750U10 5 1886 SH SHARED 1886 D OSAGE BANCSHARES INC COM 68764U10 0 87 SH SHARED 87 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC 11 20000 PRN SHARED 02 20000 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 0 317 SH SHARED 317 D OSHKOSH TRUCK CORP COM 68823920 3019 48732 SH SHARED 48732 D OSHKOSH TRUCK CORP COM 68823920 1673 27000 SH SHARED 01 3900 23100 D OSHKOSH TRUCK CORP COM 68823920 231 3737 SH SHARED 02 3737 D OSHKOSH TRUCK CORP COM 68823920 154 2500 SH SHARED 06 2100 400 D OSHKOSH TRUCK CORP COM 68823920 41583 671030 SH SHARED 10 671030 D OSIRIS THERAPEUTICS INC COM 68827R10 774 60117 SH SHARED 60117 D OSIRIS THERAPEUTICS INC COM 68827R10 0 23 SH SHARED 02 23 D OSTEOTECH INC COM 68858210 3 402 SH SHARED 402 D OSTEOTECH INC COM 68858210 4 620 SH SHARED 02 620 D OTELCO INC INCME DEP SECS 68882320 18 1000 SH SHARED 1000 D OTTER TAIL CORP COM 68964810 114 3219 SH SHARED 3219 D OTTER TAIL CORP COM 68964810 58 1647 SH SHARED 02 1647 D OTTER TAIL CORP COM 68964810 570 16000 SH SHARED 10 16000 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 73 8100 SH SHARED 8100 D OVERHILL FARMS INC COM 69021210 1 362 SH SHARED 362 D OVERLAND STORAGE INC COM 69031010 0 329 SH SHARED 329 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 6339 82509 SH SHARED 82509 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1046 13620 SH SHARED 01 3920 9700 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 313 4084 SH SHARED 02 1494 2590 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 92 1200 SH SHARED 10 1200 D OVERSTOCK COM INC DEL COM 69037010 84 2917 SH SHARED 2917 D OWENS & MINOR INC NEW COM 69073210 115 3021 SH SHARED 3021 D OWENS & MINOR INC NEW COM 69073210 73 1918 SH SHARED 02 1918 D OWENS & MINOR INC NEW COM 69073210 8551 224500 SH SHARED 10 224500 D OWENS & MINOR INC NEW COM 69073210 45 1199 SH SHARED 21 1199 D OWENS CORNING NEW COM 69074210 73 2935 SH SHARED 2935 D OWENS CORNING NEW COM 69074210 1166 46570 SH SHARED 01 38045 8525 D OWENS CORNING NEW COM 69074210 288 11499 SH SHARED 02 11499 D OWENS CORNING NEW COM 69074210 253 10100 SH SHARED 10 10100 D OWENS CORNING NEW COM 69074210 33 1350 SH SHARED 20 1350 D OWENS CORNING NEW COM 69074210 45 1830 SH SHARED 21 1830 D OWENS CORNING NEW COM 69074210 23 935 SH SHR/OTHR 21 935 D OWENS CORNING NEW COM 69074210 8 350 SH SHARED 22 350 D OWENS ILL INC COM NEW 69076840 670 16173 SH SHARED 16173 D OWENS ILL INC COM NEW 69076840 356 8600 SH SHARED 01 8600 D OWENS ILL INC COM NEW 69076840 237 5722 SH SHARED 02 516 5206 D OWENS ILL INC COM NEW 69076840 6 150 SH SHARED 05 150 D OWENS ILL INC COM NEW 69076840 660 15930 SH SHARED 06 15200 730 D OWENS ILL INC COM NEW 69076840 14107 340360 SH SHARED 10 262260 78100 D OWENS ILL INC COM NEW 69076840 596 14400 SH SHARED 24 14400 D OWENS ILL INC PFD CONV $.01 69076850 6281 139590 SH SHARED 139590 D OXFORD INDS INC COM 69149730 100 2785 SH SHARED 2785 D OXFORD INDS INC COM 69149730 504 13963 SH SHARED 02 13963 D OXFORD INDS INC COM 69149730 574 15900 SH SHARED 10 15900 D OXIGENE INC COM 69182810 2 727 SH SHARED 727 D P & F INDS INC CL A NEW 69283050 0 49 SH SHARED 49 D PAB BANKSHARES INC COM 69313P10 3 215 SH SHARED 215 D P A M TRANSN SVCS INC COM 69314910 2 146 SH SHARED 146 D P C CONNECTION COM 69318J10 1347 107791 SH SHARED 107791 D PC MALL INC COM 69323K10 595 38132 SH SHARED 38132 D PC MALL INC COM 69323K10 80 5150 SH SHARED 02 5150 D PC-TEL INC COM 69325Q10 319 42035 SH SHARED 42035 D PDF SOLUTIONS INC COM 69328210 105 10670 SH SHARED 10670 D PDI INC COM 69329V10 1215 117092 SH SHARED 117092 D PDL BIOPHARMA INC COM 69329Y10 3807 176203 SH SHARED 176203 D PDL BIOPHARMA INC COM 69329Y10 818 37875 SH SHARED 01 6375 31500 D PDL BIOPHARMA INC COM 69329Y10 682 31575 SH SHARED 02 30045 1530 D PDL BIOPHARMA INC COM 69329Y10 46 2148 SH SHARED 04 2148 D PDL BIOPHARMA INC COM 69329Y10 4147 191925 SH SHARED 04 191925 D PDL BIOPHARMA INC COM 69329Y10 15 700 SH SHARED 06 700 D PDL BIOPHARMA INC COM 69329Y10 2889 133700 SH SHARED 10 133700 D PDL BIOPHARMA INC COM 69329Y10 64 2985 SH SHARED 14 2985 D PG&E CORP NOTE 9.500% 6/3 69331CAD 36468 10626000 PRN SHARED 10626000 D PG&E CORP COM 69331C10 23 500 SH SHARED 500 D PG&E CORP COM 69331C10 24157 505390 SH SHARED 505390 D PG&E CORP COM 69331C10 13515 282744 SH SHARED 01 278069 4675 D PG&E CORP COM 69331C10 38 800 SH SHR/OTHR 01 800 D PG&E CORP COM 69331C10 383 8022 SH SHARED 02 8022 D PG&E CORP COM 69331C10 90804 1899665 SH SHARED 04 1899665 D PG&E CORP COM 69331C10 28892 604440 SH SHARED 05 604440 D PG&E CORP COM 69331C10 52472 1097752 SH SHARED 06 67350 1030402 D PG&E CORP COM 69331C10 11682 244407 SH SHARED 10 229517 14890 D PG&E CORP COM 69331C10 86 1800 SH SHARED 14 1800 D PG&E CORP COM 69331C10 5151 107778 SH SHARED 16 107778 D PG&E CORP COM 69331C10 35 750 SH SHARED 20 750 D PG&E CORP COM 69331C10 23 495 SH SHR/OTHR 21 495 D PG&E CORP COM 69331C10 16 350 SH SHARED 22 350 D PG&E CORP COM 69331C10 657 13750 SH SHR/OTHR 23 13750 D PFF BANCORP INC COM 69331W10 164 10737 SH SHARED 10737 D PFF BANCORP INC COM 69331W10 0 25 SH SHARED 02 25 D PFF BANCORP INC COM 69331W10 2353 153400 SH SHARED 10 153400 D PHC INC MASS CL A 69331510 1 507 SH SHARED 507 D PHH CORP COM NEW 69332020 5319 202402 SH SHARED 202402 D PHH CORP COM NEW 69332020 77 2965 SH SHARED 01 2465 500 D PHH CORP COM NEW 69332020 3 149 SH SHARED 02 149 D PHH CORP COM NEW 69332020 470 17900 SH SHARED 10 17900 D PHH CORP COM NEW 69332020 13 500 SH SHR/OTHR 20 500 D P F CHANGS CHINA BISTRO INC COM 69333Y10 39 1349 SH SHARED 1349 D P F CHANGS CHINA BISTRO INC COM 69333Y10 654 22100 SH SHARED 01 22100 D P F CHANGS CHINA BISTRO INC COM 69333Y10 2 100 SH SHARED 02 100 D P F CHANGS CHINA BISTRO INC COM 69333Y10 5375 181600 SH SHARED 10 181600 D PHI INC COM NON VTG 69336T20 59 1978 SH SHARED 1978 D PHI INC COM NON VTG 69336T20 0 21 SH SHARED 02 21 D PGT INC COM 69336V10 4 549 SH SHARED 549 D PICO HLDGS INC COM NEW 69336620 248 5986 SH SHARED 5986 D PICO HLDGS INC COM NEW 69336620 1 28 SH SHARED 02 28 D PICO HLDGS INC COM NEW 69336620 324 7800 SH SHARED 10 7800 D PLC SYS INC COM 69341D10 0 552 SH SHARED 552 D PLX TECHNOLOGY INC COM 69341710 14 1342 SH SHARED 1342 D PLX TECHNOLOGY INC COM 69341710 95 8875 SH SHARED 01 8875 D PLX TECHNOLOGY INC COM 69341710 679 62900 SH SHARED 10 62900 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 1389 1254000 PRN SHARED 1254000 D PMA CAP CORP CL A 69341920 26 2764 SH SHARED 2764 D PMA CAP CORP CL A 69341920 61 6520 SH SHARED 01 6520 D PMA CAP CORP CL A 69341920 135 14300 SH SHARED 10 14300 D PMC COML TR SH BEN INT 69343410 3 275 SH SHARED 275 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 381 325000 PRN SHARED 02 325000 D PMC-SIERRA INC COM 69344F10 84 10096 SH SHARED 10096 D PMC-SIERRA INC COM 69344F10 73 8785 SH SHARED 01 8785 D PMC-SIERRA INC COM 69344F10 2423 288862 SH SHARED 02 288862 D PMC-SIERRA INC COM 69344F10 6747 804274 SH SHARED 10 804274 D PMC-SIERRA INC COM 69344F10 4195 500000 SH SHARED 15 500000 D PMI GROUP INC COM 69344M10 12607 385550 SH SHARED 385550 D PMI GROUP INC COM 69344M10 759 23225 SH SHARED 01 525 22700 D PMI GROUP INC COM 69344M10 208 6366 SH SHARED 02 6366 D PMI GROUP INC COM 69344M10 86 2660 SH SHARED 06 2200 460 D PMI GROUP INC COM 69344M10 1023 31300 SH SHARED 10 31300 D PMI GROUP INC COM 69344M10 179 5493 SH SHARED 14 5493 D PNC FINL SVCS GROUP INC COM 69347510 26767 393066 SH SHARED 393066 D PNC FINL SVCS GROUP INC COM 69347510 18926 277925 SH SHARED 01 232655 45270 D PNC FINL SVCS GROUP INC COM 69347510 238 3500 SH SHR/OTHR 01 3500 D PNC FINL SVCS GROUP INC COM 69347510 547 8042 SH SHARED 02 8042 D PNC FINL SVCS GROUP INC COM 69347510 10 150 SH SHARED 05 150 D PNC FINL SVCS GROUP INC COM 69347510 739 10863 SH SHARED 06 7762 3101 D PNC FINL SVCS GROUP INC COM 69347510 263105 3863520 SH SHARED 10 3861720 1800 D PNC FINL SVCS GROUP INC COM 69347510 2822 41450 SH SHARED 20 29190 12260 D PNC FINL SVCS GROUP INC COM 69347510 133 1955 SH SHR/OTHR 20 1955 D PNC FINL SVCS GROUP INC COM 69347510 283 4162 SH SHARED 22 3671 491 D PNC FINL SVCS GROUP INC COM 69347510 31 461 SH SHR/OTHR 22 461 D PNC FINL SVCS GROUP INC COM 69347510 1939 28485 SH SHARED 23 27825 660 D PNC FINL SVCS GROUP INC COM 69347510 632 9295 SH SHR/OTHR 23 9295 D POSCO SPONSORED ADR 69348310 1050 5877 SH SHARED 5877 D POSCO SPONSORED ADR 69348310 50723 283736 SH SHARED 283736 D POSCO SPONSORED ADR 69348310 5318 29750 SH SHARED 01 29500 250 D POSCO SPONSORED ADR 69348310 377 2112 SH SHARED 02 2112 D POSCO SPONSORED ADR 69348310 18413 103000 SH SHARED 04 103000 D POSCO SPONSORED ADR 69348310 8044 45000 SH SHARED 05 45000 D POSCO SPONSORED ADR 69348310 12621 70600 SH SHARED 06 34600 36000 D POSCO SPONSORED ADR 69348310 19414 108600 SH SHARED 10 108600 D POSCO SPONSORED ADR 69348310 44 250 SH SHARED 20 250 D POSCO SPONSORED ADR 69348310 2770 15500 SH SHARED 24 15500 D PNM RES INC COM 69349H10 1458 62632 SH SHARED 62632 D PNM RES INC COM 69349H10 1364 58600 SH SHARED 01 32100 26500 D PNM RES INC COM 69349H10 87 3745 SH SHARED 02 3745 D PNM RES INC COM 69349H10 2314 99400 SH SHARED 10 99400 D PNM RES INC COM 69349H10 46 2000 SH SHR/OTHR 23 2000 D PPG INDS INC COM 69350610 12595 166722 SH SHARED 166722 D PPG INDS INC COM 69350610 7327 96992 SH SHARED 01 87892 9100 D PPG INDS INC COM 69350610 1141 15113 SH SHARED 02 15113 D PPG INDS INC COM 69350610 7 100 SH SHARED 05 100 D PPG INDS INC COM 69350610 410 5430 SH SHARED 06 3800 1630 D PPG INDS INC COM 69350610 29545 391067 SH SHARED 10 339767 51300 D PPG INDS INC COM 69350610 392 5200 SH SHARED 14 5200 D PPG INDS INC COM 69350610 377 5000 SH SHARED 20 5000 D PPG INDS INC COM 69350610 120 1600 SH SHR/OTHR 22 1600 D PPG INDS INC COM 69350610 11 150 SH SHARED 23 150 D PPG INDS INC COM 69350610 906 12000 SH SHR/OTHR 23 12000 D PPG INDS INC COM 69350610 704 9320 SH SHARED 24 9320 D PPL CORP COM 69351T10 13305 287376 SH SHARED 287376 D PPL CORP COM 69351T10 2096 45289 SH SHARED 01 45289 D PPL CORP COM 69351T10 819 17707 SH SHARED 02 17707 D PPL CORP COM 69351T10 9 200 SH SHARED 05 200 D PPL CORP COM 69351T10 2770 59834 SH SHARED 06 8650 51184 D PPL CORP COM 69351T10 13849 299126 SH SHARED 10 295926 3200 D PPL CORP COM 69351T10 27 600 SH SHARED 14 600 D PPL CORP COM 69351T10 13 300 SH SHARED 20 300 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 748 405000 PRN SHARED 405000 D PRA INTL COM 69353C10 52 1781 SH SHARED 1781 D PRA INTL COM 69353C10 79 2700 SH SHARED 01 2700 D PRA INTL COM 69353C10 0 33 SH SHARED 02 33 D PRA INTL COM 69353C10 44 1500 SH SHARED 10 1500 D PRB ENERGY INC COM 69353510 0 192 SH SHARED 192 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 669 49270 SH SHARED 49270 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 3 229 SH SHARED 229 D PS BUSINESS PKS INC CALIF COM 69360J10 3704 65155 SH SHARED 65155 D PS BUSINESS PKS INC CALIF COM 69360J10 15 275 SH SHARED 01 275 D PS BUSINESS PKS INC CALIF COM 69360J10 120 2127 SH SHARED 02 2127 D PS BUSINESS PKS INC CALIF COM 69360J10 255 4500 SH SHARED 10 4500 D PSB HLDGS INC COM 69360W10 0 77 SH SHARED 77 D PVF CAPITAL CORP COM 69365410 2 174 SH SHARED 174 D PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB 6016 5094000 PRN SHARED 5094000 D PSS WORLD MED INC COM 69366A10 59 3110 SH SHARED 3110 D PSS WORLD MED INC COM 69366A10 617 32300 SH SHARED 01 32300 D PSS WORLD MED INC COM 69366A10 162 8513 SH SHARED 02 8513 D PACCAR INC COM 69371810 62641 734799 SH SHARED 720399 14400 D PACCAR INC COM 69371810 3103 36401 SH SHARED 01 34264 2137 D PACCAR INC COM 69371810 1041 12217 SH SHARED 02 12217 D PACCAR INC COM 69371810 2557 30000 SH SHARED 04 30000 D PACCAR INC COM 69371810 6 80 SH SHARED 05 80 D PACCAR INC COM 69371810 692 8127 SH SHARED 06 5650 2477 D PACCAR INC COM 69371810 83932 984540 SH SHARED 10 974083 10457 D PACCAR INC COM 69371810 436 5119 SH SHARED 20 402 4717 D PACCAR INC COM 69371810 24 292 SH SHR/OTHR 20 292 D PACCAR INC COM 69371810 126 1485 SH SHARED 23 1485 D PACCAR INC COM 69371810 686 8049 SH SHR/OTHR 23 8049 D PACER INTL INC TENN COM 69373H10 837 43954 SH SHARED 43954 D PACER INTL INC TENN COM 69373H10 256 13466 SH SHARED 10 13466 D PACIFIC CAP BANCORP NEW COM 69404P10 615 23412 SH SHARED 23412 D PACIFIC CAP BANCORP NEW COM 69404P10 214 8158 SH SHARED 01 4808 3350 D PACIFIC CAP BANCORP NEW COM 69404P10 1 75 SH SHARED 02 75 D PACIFIC CAP BANCORP NEW COM 69404P10 8012 304666 SH SHARED 10 304666 D PACIFIC CONTINENTAL CORP COM 69412V10 4 299 SH SHARED 299 D PACIFIC ETHANOL INC COM 69423U10 4629 481243 SH SHARED 481243 D PACIFIC ETHANOL INC COM 69423U10 1214 126207 SH SHARED 05 126207 D PACIFIC MERCANTILE BANCORP COM 69455210 4 265 SH SHARED 265 D PACIFIC PREMIER BANCORP COM 69478X10 219 20764 SH SHARED 20764 D PACIFIC STATE BANCORP CA COM 69486410 1 78 SH SHARED 78 D PACIFIC SUNWEAR CALIF INC COM 69487310 676 45697 SH SHARED 45697 D PACIFIC SUNWEAR CALIF INC COM 69487310 380 25700 SH SHARED 01 25700 D PACIFIC SUNWEAR CALIF INC COM 69487310 236 15959 SH SHARED 02 3399 12560 D PACIFIC SUNWEAR CALIF INC COM 69487310 149 10082 SH SHARED 10 10082 D PACIFIC SUNWEAR CALIF INC COM 69487310 148 10040 SH SHARED 21 10040 D PACIFIC SUNWEAR CALIF INC COM 69487310 18 1264 SH SHR/OTHR 23 1264 D PACKAGING CORP AMER COM 69515610 2096 72111 SH SHARED 72111 D PACKAGING CORP AMER COM 69515610 898 30900 SH SHARED 01 30900 D PACKAGING CORP AMER COM 69515610 211 7269 SH SHARED 02 7269 D PACKAGING CORP AMER COM 69515610 20822 716300 SH SHARED 10 667200 49100 D PACKAGING CORP AMER COM 69515610 267 9200 SH SHARED 24 9200 D PACKETEER INC COM 69521010 21 2859 SH SHARED 2859 D PACKETEER INC COM 69521010 77 10205 SH SHARED 01 10205 D PACTIV CORP COM 69525710 4849 169197 SH SHARED 169197 D PACTIV CORP COM 69525710 444 15500 SH SHARED 01 15500 D PACTIV CORP COM 69525710 175 6122 SH SHARED 02 6122 D PACTIV CORP COM 69525710 361 12600 SH SHARED 06 11800 800 D PACTIV CORP COM 69525710 17657 616102 SH SHARED 10 598902 17200 D PACTIV CORP COM 69525710 85 3000 SH SHARED 14 3000 D PACTIV CORP COM 69525710 2 75 SH SHARED 23 75 D PAETEC HOLDING CORP COM 69545910 49 3961 SH SHARED 3961 D PAETEC HOLDING CORP COM 69545910 54 4400 SH SHARED 02 4400 D PAETEC HOLDING CORP COM 69545910 425 34100 SH SHARED 10 34100 D PAINCARE HLDGS INC COM 69562E10 0 1706 SH SHARED 1706 D PAIN THERAPEUTICS INC COM 69562K10 15 1610 SH SHARED 1610 D PAIN THERAPEUTICS INC COM 69562K10 86 9300 SH SHARED 01 9300 D PALATIN TECHNOLOGIES INC COM NEW 69607730 0 2019 SH SHARED 2019 D PALL CORP COM 69642930 15638 402029 SH SHARED 398029 4000 D PALL CORP COM 69642930 589 15144 SH SHARED 01 15144 D PALL CORP COM 69642930 328 8447 SH SHARED 02 8447 D PALL CORP COM 69642930 176294 4532000 SH SHARED 04 4532000 D PALL CORP COM 69642930 15560 400000 SH SHARED 05 400000 D PALL CORP COM 69642930 136 3510 SH SHARED 06 2900 610 D PALL CORP COM 69642930 2500 64278 SH SHARED 10 64278 D PALL CORP COM 69642930 1283 33000 SH SHARED 14 33000 D PALL CORP COM 69642930 2953 75913 SH SHARED 16 75913 D PALL CORP COM 69642930 404 10397 SH SHR/OTHR 23 10397 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 19 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 6 498 SH SHARED 498 D PALM INC NEW COM 69664310 1366 83975 SH SHARED 83975 D PALM INC NEW COM 69664310 1800 110635 SH SHARED 01 78435 32200 D PALM INC NEW COM 69664310 3235 198860 SH SHARED 02 198860 D PALM INC NEW COM 69664310 541 33300 SH SHARED 10 33300 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 98 3471 SH SHARED 3471 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 9 346 SH SHARED 02 346 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 19 682 SH SHARED 10 682 D PAMRAPO BANCORP INC COM 69773810 1 100 SH SHARED 100 D PAMRAPO BANCORP INC COM 69773810 68 3600 SH SHARED 01 2000 1600 D PAN AMERICAN SILVER CORP COM 69790010 245 8505 SH SHARED 8505 D PAN AMERICAN SILVER CORP COM 69790010 223 7750 SH SHARED 01 7750 D PAN AMERICAN SILVER CORP COM 69790010 1445 50000 SH SHARED 04 50000 D PAN AMERICAN SILVER CORP COM 69790010 20487 708900 SH SHARED 10 708900 D PANACOS PHARMACEUTICALS INC COM 69811Q10 89 55804 SH SHARED 55804 D PANACOS PHARMACEUTICALS INC COM 69811Q10 0 200 SH SHARED 02 200 D PANERA BREAD CO CL A 69840W10 2552 62559 SH SHARED 59559 3000 D PANERA BREAD CO CL A 69840W10 73 1800 SH SHARED 01 1800 D PANERA BREAD CO CL A 69840W10 5 145 SH SHARED 02 145 D PANHANDLE OIL AND GAS INC CL A 69847710 4 202 SH SHARED 202 D PANTRY INC NOTE 3.000%11/1 698657AL 2347 2723000 PRN SHARED 2723000 D PANTRY INC COM 69865710 3571 139340 SH SHARED 139340 D PANTRY INC COM 69865710 1111 43350 SH SHARED 01 27050 16300 D PANTRY INC COM 69865710 0 38 SH SHARED 02 38 D PANTRY INC COM 69865710 26695 1041575 SH SHARED 10 1041575 D PANTRY INC COM 69865710 1396 54500 SH SHARED 15 54500 D PANTRY INC COM 69865710 398 15550 SH SHARED 24 15550 D PAPA JOHNS INTL INC COM 69881310 283 11609 SH SHARED 11609 D PAPA JOHNS INTL INC COM 69881310 4 175 SH SHARED 01 175 D PAPA JOHNS INTL INC COM 69881310 3817 156200 SH SHARED 10 156200 D PAR PHARMACEUTICAL COS INC COM 69888P10 983 52973 SH SHARED 52973 D PAR PHARMACEUTICAL COS INC COM 69888P10 206 11100 SH SHARED 01 11100 D PAR PHARMACEUTICAL COS INC COM 69888P10 32 1747 SH SHARED 02 1747 D PAR PHARMACEUTICAL COS INC COM 69888P10 452 24400 SH SHARED 10 24400 D PAR TECHNOLOGY CORP COM 69888410 1 212 SH SHARED 212 D PARAGON TECHNOLOGIES INC COM 69912T10 0 65 SH SHARED 65 D PARAGON SHIPPING INC CL A 69913R30 228 13474 SH SHARED 13474 D PARALLEL PETE CORP DEL COM 69915710 28 1657 SH SHARED 1657 D PARALLEL PETE CORP DEL COM 69915710 39 2325 SH SHARED 01 2325 D PARALLEL PETE CORP DEL COM 69915710 160 9470 SH SHARED 02 9470 D PARALLEL PETE CORP DEL COM 69915710 24683 1452800 SH SHARED 10 1452800 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1581 90779 SH SHARED 90779 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 847 48660 SH SHARED 01 13060 35600 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 399 22930 SH SHARED 02 22930 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 658 37824 SH SHARED 10 37824 D PARAMOUNT GOLD & SILVER CORP COM 69924P10 2 1086 SH SHARED 1086 D PAREXEL INTL CORP COM 69946210 235 5705 SH SHARED 5705 D PAREXEL INTL CORP COM 69946210 534 12950 SH SHARED 01 12950 D PAREXEL INTL CORP COM 69946210 1906 46197 SH SHARED 10 46197 D PARK ELECTROCHEMICAL CORP COM 70041620 130 3878 SH SHARED 3878 D PARK ELECTROCHEMICAL CORP COM 70041620 1 53 SH SHARED 02 53 D PARK ELECTROCHEMICAL CORP COM 70041620 17424 518882 SH SHARED 10 518882 D PARK NATL CORP COM 70065810 45 527 SH SHARED 527 D PARK NATL CORP COM 70065810 8 100 SH SHARED 01 100 D PARK NATL CORP COM 70065810 2 30 SH SHARED 02 30 D PARK NATL CORP COM 70065810 558 6400 SH SHARED 10 6400 D PARK OHIO HLDGS CORP COM 70066610 11 439 SH SHARED 439 D PARK OHIO HLDGS CORP COM 70066610 103 3990 SH SHARED 02 3990 D PARK OHIO HLDGS CORP COM 70066610 12 500 SH SHARED 10 500 D PARKE BANCORP INC COM 70088510 50 3138 SH SHARED 3138 D PARKER DRILLING CO COM 70108110 75 9249 SH SHARED 9249 D PARKER DRILLING CO COM 70108110 285 35125 SH SHARED 01 35125 D PARKER DRILLING CO COM 70108110 1 189 SH SHARED 02 189 D PARKER DRILLING CO COM 70108110 4982 613570 SH SHARED 10 613570 D PARKER HANNIFIN CORP COM 70109410 12896 115322 SH SHARED 115322 D PARKER HANNIFIN CORP COM 70109410 2212 19785 SH SHARED 01 17520 2265 D PARKER HANNIFIN CORP COM 70109410 15 140 SH SHR/OTHR 01 140 D PARKER HANNIFIN CORP COM 70109410 1317 11783 SH SHARED 02 11783 D PARKER HANNIFIN CORP COM 70109410 3354 30000 SH SHARED 04 30000 D PARKER HANNIFIN CORP COM 70109410 7 70 SH SHARED 05 70 D PARKER HANNIFIN CORP COM 70109410 446 3990 SH SHARED 06 2750 1240 D PARKER HANNIFIN CORP COM 70109410 83816 749497 SH SHARED 10 695297 54200 D PARKER HANNIFIN CORP COM 70109410 418 3738 SH SHARED 14 3738 D PARKER HANNIFIN CORP COM 70109410 1175 10515 SH SHARED 20 905 9610 D PARKER HANNIFIN CORP COM 70109410 79 712 SH SHR/OTHR 20 712 D PARKER HANNIFIN CORP COM 70109410 22 200 SH SHARED 21 200 D PARKER HANNIFIN CORP COM 70109410 40 360 SH SHR/OTHR 22 360 D PARKER HANNIFIN CORP COM 70109410 162 1450 SH SHARED 23 1450 D PARKER HANNIFIN CORP COM 70109410 190 1700 SH SHR/OTHR 23 1700 D PARKER HANNIFIN CORP COM 70109410 78 700 SH SHARED 24 700 D PARKERVISION INC COM 70135410 69 4556 SH SHARED 4556 D PARKERVISION INC COM 70135410 88 5850 SH SHARED 02 5850 D PARKVALE FINL CORP COM 70149210 3 123 SH SHARED 123 D PARKWAY PPTYS INC COM 70159Q10 293 6650 SH SHARED 6650 D PARKWAY PPTYS INC COM 70159Q10 1367 30989 SH SHARED 30989 D PARKWAY PPTYS INC COM 70159Q10 0 16 SH SHARED 02 16 D PARKWAY PPTYS INC COM 70159Q10 2511 56900 SH SHARED 10 56900 D PARKWAY PPTYS INC COM 70159Q10 65784 1490350 SH SHARED 11 759950 730400 D PARLUX FRAGRANCES INC COM 70164510 1 403 SH SHARED 403 D PARLUX FRAGRANCES INC COM 70164510 13 3381 SH SHARED 21 3381 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 182 11000 SH SHARED 11000 D PARTICLE DRILLING TECHNOLOGI COM 70212G10 2 725 SH SHARED 725 D PARTNERS TR FINL GROUP INC N COM 70213F10 117 9634 SH SHARED 9634 D PARTNERS TR FINL GROUP INC N COM 70213F10 47 3900 SH SHARED 10 3900 D PATHFINDER BANCORP INC COM 70320A10 0 78 SH SHARED 78 D PATHMARK STORES INC NEW COM 70322A10 3771 295797 SH SHARED 295797 D PATHMARK STORES INC NEW COM 70322A10 276 21664 SH SHARED 02 21664 D PATHMARK STORES INC NEW *W EXP 09/19/201 70322A11 2 66383 SH SHARED 66383 D PATNI COMPUTER SYS SPONS ADR 70324820 84 3616 SH SHARED 3616 D PATRICK INDS INC COM 70334310 1 153 SH SHARED 153 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 4 348 SH SHARED 348 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 144 10800 SH SHARED 10 10800 D PATRIOT NATL BANCORP INC COM 70336F10 1 78 SH SHARED 78 D PATRIOT TRANSN HLDG INC COM 70337B10 14 147 SH SHARED 147 D PATTERSON COMPANIES INC COM 70339510 4043 104716 SH SHARED 104716 D PATTERSON COMPANIES INC COM 70339510 838 21715 SH SHARED 01 21675 40 D 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SH SHARED 383650 26280 D PFIZER INC COM 71708110 692432 28343552 SH SHARED 8184448 159095 D PFIZER INC COM 71708110 51316 2100571 SH SHARED 01 1816090 284481 D PFIZER INC COM 71708110 5144 210562 SH SHR/OTHR 01 210562 D PFIZER INC COM 71708110 107768 4411328 SH SHARED 02 4411328 D PFIZER INC COM 71708110 518 21228 SH SHARED 04 21228 D PFIZER INC COM 71708110 10511 430275 SH SHARED 04 430275 D PFIZER INC COM 71708110 71 2930 SH SHARED 05 2930 D PFIZER INC COM 71708110 31094 1272798 SH SHARED 06 239690 1033108 D PFIZER INC COM 71708110 497632 20369728 SH SHARED 10 0101328 268400 D PFIZER INC COM 71708110 70 2887 SH SHR/OTHR 10 2887 D PFIZER INC COM 71708110 5982 244873 SH SHARED 14 7800 237073 D PFIZER INC COM 71708110 4444 181918 SH SHARED 15 181918 D PFIZER INC COM 71708110 1818 74438 SH SHARED 16 74438 D PFIZER INC COM 71708110 379 15516 SH SHARED 19 15516 D PFIZER INC COM 71708110 9259 379005 SH SHARED 20 90282 288723 D PFIZER INC COM 71708110 1548 63400 SH SHR/OTHR 20 63400 D PFIZER INC COM 71708110 557 22838 SH SHARED 21 22838 D PFIZER INC COM 71708110 6439 263600 SH SHR/OTHR 21 263600 D PFIZER INC COM 71708110 782 32039 SH SHARED 22 17284 14755 D PFIZER INC COM 71708110 705 28876 SH SHR/OTHR 22 28876 D PFIZER INC COM 71708110 5374 219990 SH SHARED 23 216154 3836 D PFIZER INC COM 71708110 12979 531294 SH SHR/OTHR 23 531294 D PFIZER INC COM 71708110 471 19300 SH SHARED 24 19300 D PFSWEB INC COM 71709810 1 1188 SH SHARED 1188 D PHARMACOPEIA INC COM 7171EP10 26 4556 SH SHARED 4556 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 41187 514523 SH SHARED 514523 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 192 2400 SH SHARED 01 2400 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 4002 50000 SH SHARED 02 50000 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 72 900 SH SHARED 15 900 D PHARMACEUTICAL PROD DEV INC COM 71712410 2548 71917 SH SHARED 71917 D PHARMACEUTICAL PROD DEV INC COM 71712410 1432 40420 SH SHARED 01 9420 31000 D PHARMACEUTICAL PROD DEV INC COM 71712410 193 5449 SH SHARED 02 5449 D PHARMACEUTICAL PROD DEV INC COM 71712410 26955 760600 SH SHARED 10 760600 D PHARMOS CORP COM PAR $.03 71713930 0 437 SH SHARED 437 D PHARMERICA CORP COM 71714F10 61 4106 SH SHARED 4106 D PHARMERICA CORP COM 71714F10 19 1274 SH SHARED 01 1274 D PHARMERICA CORP COM 71714F10 0 28 SH SHARED 02 28 D PHARMERICA CORP COM 71714F10 82 5501 SH SHARED 06 5500 1 D PHARMERICA CORP COM 71714F10 1935 129739 SH SHARED 10 129739 D PHARMATHENE INC COM 71714G10 1 317 SH SHARED 317 D PHARMANET DEV GROUP INC COM 71714810 228 7874 SH SHARED 7874 D PHARMANET DEV GROUP INC COM 71714810 48 1670 SH SHARED 01 1670 D PHARMANET DEV GROUP INC COM 71714810 89 3100 SH SHARED 10 3100 D PHARMION CORP COM 71715B40 472 10248 SH SHARED 10248 D PHARMION CORP COM 71715B40 36 800 SH SHARED 01 800 D PHARMION CORP COM 71715B40 8651 187510 SH SHARED 04 187510 D PHARMASSET INC COM 71715N10 1 128 SH SHARED 128 D PHARMASSET INC COM 71715N10 15 1300 SH SHARED 02 1300 D PHASE FORWARD INC COM 71721R40 35 1750 SH SHARED 1750 D PHASE FORWARD INC COM 71721R40 30 1500 SH SHARED 01 1500 D PHASE FORWARD INC COM 71721R40 154 7702 SH SHARED 02 62 7640 D PHASE FORWARD INC COM 71721R40 2129 106400 SH SHARED 10 106400 D PHAZAR CORP COM 71722R10 0 58 SH SHARED 58 D PHILADELPHIA CONS HLDG CORP COM 71752810 208 5050 SH SHARED 5050 D PHILADELPHIA CONS HLDG CORP COM 71752810 214 5200 SH SHARED 01 5200 D PHILADELPHIA CONS HLDG CORP COM 71752810 139 3364 SH SHARED 02 3364 D PHILADELPHIA CONS HLDG CORP COM 71752810 1413 34200 SH SHARED 10 34200 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 778 12100 SH SHARED 12100 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 2740 42600 SH SHARED 02 42600 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 90 1400 SH SHARED 10 1400 D PHILLIPS VAN HEUSEN CORP COM 71859210 4227 80550 SH SHARED 80550 D PHILLIPS VAN HEUSEN CORP COM 71859210 2319 44200 SH SHARED 01 26500 17700 D PHILLIPS VAN HEUSEN CORP COM 71859210 839 16000 SH SHR/OTHR 01 16000 D PHILLIPS VAN HEUSEN CORP COM 71859210 154 2941 SH SHARED 02 2941 D PHILLIPS VAN HEUSEN CORP COM 71859210 16415 312787 SH SHARED 10 312787 D PHOENIX COS INC NEW COM 71902E10 312 22120 SH SHARED 22120 D PHOENIX COS INC NEW COM 71902E10 633 44900 SH SHARED 01 44900 D PHOENIX COS INC NEW COM 71902E10 154 10933 SH SHARED 02 10933 D PHOENIX COS INC NEW COM 71902E10 550 39000 SH SHARED 10 39000 D PHOENIX COS INC NEW COM 71902E10 3 214 SH SHARED 23 214 D PHOENIX FOOTWEAR GROUP INC COM 71903M10 0 150 SH SHARED 150 D PHOENIX TECHNOLOGY LTD COM 71915310 7 684 SH SHARED 684 D PHOENIX TECHNOLOGY LTD COM 71915310 80 7540 SH SHARED 02 7540 D PHOTOMEDEX INC COM 71935810 1 1599 SH SHARED 1599 D PHOTON DYNAMICS INC COM 71936410 3 439 SH SHARED 439 D PHOTRONICS INC COM 71940510 409 35894 SH SHARED 35894 D PHOTRONICS INC COM 71940510 44 3900 SH SHARED 01 3900 D PHOTRONICS INC COM 71940510 3149 276000 SH SHARED 10 276000 D PHYSICIANS FORMULA HLDGS INC COM 71942710 4 356 SH SHARED 356 D PHYSICIANS FORMULA HLDGS INC COM 71942710 734 62657 SH SHARED 02 62657 D PIEDMONT NAT GAS INC COM 72018610 117 4703 SH SHARED 4703 D PIEDMONT NAT GAS INC COM 72018610 42 1675 SH SHARED 01 1675 D PIEDMONT NAT GAS INC COM 72018610 15 626 SH SHARED 02 626 D PIEDMONT NAT GAS INC COM 72018610 1223 48750 SH SHARED 10 48750 D PIEDMONT NAT GAS INC COM 72018610 90 3600 SH SHR/OTHR 22 3600 D PIEDMONT NAT GAS INC COM 72018610 75 3000 SH SHR/OTHR 23 3000 D PIER 1 IMPORTS INC COM 72027910 15700 3319306 SH SHARED 3319306 D PIER 1 IMPORTS INC COM 72027910 234 49552 SH SHARED 10 49552 D PIKE ELEC CORP COM 72128310 924 49294 SH SHARED 49294 D PIKE ELEC CORP COM 72128310 0 48 SH SHARED 02 48 D PIKE ELEC CORP COM 72128310 4081 217547 SH SHARED 04 217547 D PIKE ELEC CORP COM 72128310 1876 100000 SH SHARED 05 100000 D PIKE ELEC CORP COM 72128310 21 1131 SH SHARED 06 1131 D PIKE ELEC CORP COM 72128310 21 1131 SH SHARED 10 1131 D PILGRIMS PRIDE CORP COM 72146710 1497 43131 SH SHARED 43131 D PILGRIMS PRIDE CORP COM 72146710 409 11800 SH SHARED 01 11800 D PILGRIMS PRIDE CORP COM 72146710 17634 507760 SH SHARED 02 507760 D PILGRIMS PRIDE CORP COM 72146710 22293 641900 SH SHARED 10 641900 D PILGRIMS PRIDE CORP COM 72146710 3125 90000 SH SHARED 16 90000 D PIMCO MUN INCOME FD II COM 72200W10 147 10000 SH SHARED 01 10000 D PIMCO MUN INCOME FD II COM 72200W10 77 5258 SH SHARED 20 5258 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 8 800 SH SHARED 800 D PIMCO MUN INCOME FD III COM 72201A10 151 10057 SH SHARED 20 10057 D PIMCO CALIF MUN INCOME FD II COM 72201C10 56 4000 SH SHR/OTHR 20 4000 D PIMCO FLOATING RATE INCOME F COM 72201H10 11 624 SH SHARED 624 D PIMCO FLOATING RATE STRTGY F COM 72201J10 86 5023 SH SHARED 20 5023 D PINNACLE BANCSHARES INC COM 72290310 0 38 SH SHARED 38 D PINNACLE AIRL CORP NOTE 3.250% 2/1 723443AB 11262 8500000 PRN SHARED 02 8500000 D PINNACLE AIRL CORP COM 72344310 219 13719 SH SHARED 13719 D PINNACLE DATA SYS INC COM 72345410 0 132 SH SHARED 132 D PINNACLE ENTMT INC COM 72345610 369 13560 SH SHARED 13560 D PINNACLE ENTMT INC COM 72345610 397 14600 SH SHARED 01 14600 D PINNACLE ENTMT INC COM 72345610 2 101 SH SHARED 02 101 D PINNACLE ENTMT INC COM 72345610 1647 60500 SH SHARED 10 60500 D PINNACLE FINL PARTNERS INC COM 72346Q10 25 898 SH SHARED 898 D PINNACLE FINL PARTNERS INC COM 72346Q10 0 22 SH SHARED 02 22 D PINNACLE GAS RESOURCES INC COM 72346430 0 96 SH SHARED 96 D PINNACLE WEST CAP CORP COM 72348410 2872 72702 SH SHARED 72702 D PINNACLE WEST CAP CORP COM 72348410 577 14614 SH SHARED 01 11114 3500 D PINNACLE WEST CAP CORP COM 72348410 1112 28162 SH SHARED 02 28162 D PINNACLE WEST CAP CORP COM 72348410 115 2920 SH SHARED 06 2100 820 D PINNACLE WEST CAP CORP COM 72348410 2030 51404 SH SHARED 10 51404 D PINNACLE WEST CAP CORP COM 72348410 201 5100 SH SHARED 14 5100 D PINNACLE WEST CAP CORP COM 72348410 76 1931 SH SHARED 21 1931 D PIONEER DRILLING CO COM 72365510 27 2298 SH SHARED 2298 D PIONEER DRILLING CO COM 72365510 141 11610 SH SHARED 01 11610 D PIONEER DRILLING CO COM 72365510 2622 215344 SH SHARED 10 215344 D PIONEER HIGH INCOME TR COM 72369H10 1930 115300 SH SHARED 10 115300 D PIONEER INTREST SHS COM 72370310 442 36916 SH SHARED 36916 D PIONEER NAT RES CO COM 72378710 15830 351937 SH SHARED 351937 D PIONEER NAT RES CO COM 72378710 1705 37925 SH SHARED 01 625 37300 D PIONEER NAT RES CO COM 72378710 347 7730 SH SHARED 02 7730 D PIONEER NAT RES CO COM 72378710 674 15000 SH SHARED 04 15000 D PIONEER NAT RES CO COM 72378710 4 110 SH SHARED 05 110 D PIONEER NAT RES CO COM 72378710 218 4850 SH SHARED 06 3250 1600 D PIONEER NAT RES CO COM 72378710 440 9800 SH SHARED 10 9800 D PIONEER NAT RES CO COM 72378710 44 1000 SH SHARED 21 1000 D PIONEER TAX ADVNTAGE BALANC COM 72388R10 16943 1182412 SH SHARED 1182412 D PIPER JAFFRAY COS COM 72407810 3305 61670 SH SHARED 61670 D PIPER JAFFRAY COS COM 72407810 53 996 SH SHARED 01 852 144 D PIPER JAFFRAY COS COM 72407810 2 51 SH SHR/OTHR 01 51 D PIPER JAFFRAY COS COM 72407810 3 70 SH SHARED 02 70 D PIPER JAFFRAY COS COM 72407810 369 6900 SH SHARED 10 6900 D PIPER JAFFRAY COS COM 72407810 2 43 SH SHR/OTHR 20 43 D PIPER JAFFRAY COS COM 72407810 0 10 SH SHR/OTHR 23 10 D PIPEX PHARM INC COM NEW 72415320 1 218 SH SHARED 218 D PITNEY BOWES INC COM 72447910 8483 186788 SH SHARED 186788 D PITNEY BOWES INC COM 72447910 1930 42504 SH SHARED 01 42504 D PITNEY BOWES INC COM 72447910 136 3000 SH SHR/OTHR 01 3000 D PITNEY BOWES INC COM 72447910 519 11447 SH SHARED 02 11447 D PITNEY BOWES INC COM 72447910 4 100 SH SHARED 05 100 D PITNEY BOWES INC COM 72447910 352 7760 SH SHARED 06 5300 2460 D PITNEY BOWES INC COM 72447910 5495 120985 SH SHARED 10 120985 D PITNEY BOWES INC COM 72447910 263 5800 SH SHR/OTHR 20 5800 D PITNEY BOWES INC COM 72447910 145 3200 SH SHARED 23 3200 D PITNEY BOWES INC COM 72447910 2329 51284 SH SHR/OTHR 23 51284 D PITTSBURGH & W VA RR SH BEN INT 72481910 0 39 SH SHARED 39 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 617 840000 PRN SHARED 840000 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 11 15000 PRN SHARED 02 15000 D PIXELWORKS INC COM 72581M10 2628 2285326 SH SHARED 2285326 D PIXELPLUS CO LTD ADR 72582A10 33 31990 SH SHARED 31990 D PIZZA INN INC NEW COM 72584810 0 139 SH SHARED 139 D PLACER DOME INC DBCV 2.750%10/1 725906AK 7812 4500000 PRN SHARED 4500000 D PLACER DOME INC DBCV 2.750%10/1 725906AK 6567 3783000 PRN SHARED 02 3783000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 4367 80144 SH SHARED 80144 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 51 950 SH SHARED 02 950 D PLAINS EXPL& PRODTN CO COM 72650510 9861 223012 SH SHARED 223012 D PLAINS EXPL& PRODTN CO COM 72650510 2166 48993 SH SHARED 01 26293 22700 D PLAINS EXPL& PRODTN CO COM 72650510 180 4091 SH SHARED 02 4091 D PLAINS EXPL& PRODTN CO COM 72650510 879 19900 SH SHARED 10 19900 D PLAINS EXPL& PRODTN CO COM 72650510 57 1300 SH SHARED 23 1300 D PLANAR SYS INC COM 72690010 982 146465 SH SHARED 146465 D PLANETOUT INC COM 72705810 1 913 SH SHARED 913 D PLANTRONICS INC NEW COM 72749310 1039 36403 SH SHARED 36403 D PLANTRONICS INC NEW COM 72749310 567 19875 SH SHARED 01 4575 15300 D PLANTRONICS INC NEW COM 72749310 66 2346 SH SHARED 02 2346 D PLANTRONICS INC NEW COM 72749310 5712 200100 SH SHARED 10 200100 D PLATO LEARNING INC COM 72764Y10 50 13489 SH SHARED 13489 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLAYBOY ENTERPRISES INC CL B 72811730 10 1018 SH SHARED 1018 D PLAYTEX PRODS INC COM 72813P10 7328 400926 SH SHARED 02 400926 D PLEXUS CORP COM 72913210 2172 79281 SH SHARED 79281 D PLEXUS CORP COM 72913210 1120 40900 SH SHARED 01 33500 7400 D PLEXUS CORP COM 72913210 139 5100 SH SHARED 10 5100 D PLUG POWER INC COM 72919P10 179 57905 SH SHARED 57905 D PLUG POWER INC COM 72919P10 60 19400 SH SHARED 02 19400 D PLUG POWER INC COM 72919P10 17096 5515000 SH SHARED 04 5515000 D PLUM CREEK TIMBER CO INC COM 72925110 49 1110 SH SHARED 1110 D PLUM CREEK TIMBER CO INC COM 72925110 6909 154370 SH SHARED 154370 D PLUM CREEK TIMBER CO INC COM 72925110 1143 25539 SH SHARED 01 23539 2000 D PLUM CREEK TIMBER CO INC COM 72925110 553 12370 SH SHR/OTHR 01 12370 D PLUM CREEK TIMBER CO INC COM 72925110 468 10460 SH SHARED 02 9030 1430 D PLUM CREEK TIMBER CO INC COM 72925110 71643 1600618 SH SHARED 04 1600618 D PLUM CREEK TIMBER CO INC COM 72925110 69 1563 SH SHARED 06 1563 D PLUM CREEK TIMBER CO INC COM 72925110 3410 76187 SH SHARED 10 76187 D PLUM CREEK TIMBER CO INC COM 72925110 179 4000 SH SHR/OTHR 20 4000 D PLUM CREEK TIMBER CO INC COM 72925110 54 1222 SH SHARED 23 1222 D PLUM CREEK TIMBER CO INC COM 72925110 267 5981 SH SHR/OTHR 23 5981 D PLUMAS BANCORP COM 72927310 1 117 SH SHARED 117 D POGO PRODUCING CO COM 73044810 7723 145426 SH SHARED 145426 D POGO PRODUCING CO COM 73044810 897 16900 SH SHARED 01 16900 D POGO PRODUCING CO COM 73044810 162 3058 SH SHARED 02 3058 D POGO PRODUCING CO COM 73044810 496 9340 SH SHARED 10 9300 40 D POINT 360 NEW COM 73050710 0 159 SH SHARED 159 D POINT THERAPEUTICS INC COM 73069410 7 188033 SH SHARED 188033 D POKERTEK INC COM 73086410 1 141 SH SHARED 141 D POLARIS INDS INC COM 73106810 1036 23760 SH SHARED 23760 D POLARIS INDS INC COM 73106810 95 2200 SH SHARED 01 2200 D POLARIS INDS INC COM 73106810 2 68 SH SHARED 02 68 D POLARIS INDS INC COM 73106810 7362 168780 SH SHARED 10 168780 D POLARIS INDS INC COM 73106810 43 1000 SH SHR/OTHR 23 1000 D POLO RALPH LAUREN CORP CL A 73157210 8254 106173 SH SHARED 81873 24300 D POLO RALPH LAUREN CORP CL A 73157210 374 4815 SH SHARED 01 3600 1215 D POLO RALPH LAUREN CORP CL A 73157210 58 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 473 6085 SH SHARED 02 3648 2437 D POLO RALPH LAUREN CORP CL A 73157210 1593 20500 SH SHARED 04 20500 D POLO RALPH LAUREN CORP CL A 73157210 936 12050 SH SHARED 06 1500 10550 D POLO RALPH LAUREN CORP CL A 73157210 89881 1156027 SH SHARED 10 1149827 6200 D POLO RALPH LAUREN CORP CL A 73157210 405 5216 SH SHARED 14 5216 D POLO RALPH LAUREN CORP CL A 73157210 15 200 SH SHARED 20 200 D POLYCOM INC COM 73172K10 3565 132734 SH SHARED 132734 D POLYCOM INC COM 73172K10 1206 44900 SH SHARED 01 17900 27000 D POLYCOM INC COM 73172K10 119 4465 SH SHARED 02 4465 D POLYCOM INC COM 73172K10 6252 232769 SH SHARED 10 232769 D POLYMEDICA CORP NOTE 1.000% 9/1 731738AB 2900 2500000 PRN SHARED 02 2500000 D POLYMEDICA CORP COM 73173810 31933 608034 SH SHARED 608034 D POLYMEDICA CORP COM 73173810 14 270 SH SHARED 02 270 D POLYONE CORP COM 73179P10 31 4240 SH SHARED 4240 D POLYONE CORP COM 73179P10 44 5900 SH SHARED 01 5900 D POLYONE CORP COM 73179P10 84 11370 SH SHARED 02 11370 D POLYONE CORP COM 73179P10 1390 186100 SH SHARED 10 186100 D POLYPORE INTL INC COM 73179V10 10 778 SH SHARED 778 D POMEROY IT SOLUTIONS INC COM 73182210 516 64166 SH SHARED 64166 D POLYMET MINING CORP COM 73191610 89 23500 SH SHARED 23500 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 5 962 SH SHARED 962 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 42 7450 SH SHARED 02 7450 D POOL CORPORATION COM 73278L10 1164 46598 SH SHARED 46598 D POOL CORPORATION COM 73278L10 87 3507 SH SHARED 01 3507 D POOL CORPORATION COM 73278L10 6 247 SH SHARED 02 247 D POOL CORPORATION COM 73278L10 1124 45000 SH SHARED 10 45000 D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 73285710 4 98 SH SHARED 98 D POPULAR INC COM 73317410 1668 135898 SH SHARED 135898 D POPULAR INC COM 73317410 85 7000 SH SHR/OTHR 01 7000 D POPULAR INC COM 73317410 16 1381 SH SHARED 02 1381 D POPULAR INC COM 73317410 1684 137160 SH SHARED 10 137160 D POPULAR INC COM 73317410 105 8608 SH SHARED 14 8608 D PORTEC RAIL PRODS INC COM 73621210 2 182 SH SHARED 182 D PORTER BANCORP INC COM 73623310 116 5354 SH SHARED 5354 D PORTER BANCORP INC COM 73623310 1 61 SH SHARED 02 61 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 7801 147013 SH SHARED 147013 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1009 19025 SH SHARED 01 18700 325 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 992 18700 SH SHR/OTHR 01 18700 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 162 3066 SH SHARED 02 16 3050 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 19506 367560 SH SHARED 10 367560 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 7 149 SH SHARED 20 149 D PORTLAND GEN ELEC CO COM NEW 73650884 0 8 SH SHARED 8 D PORTLAND GEN ELEC CO COM NEW 73650884 2497 89846 SH SHARED 89846 D PORTLAND GEN ELEC CO COM NEW 73650884 30 1100 SH SHARED 01 1100 D PORTLAND GEN ELEC CO COM NEW 73650884 2 105 SH SHARED 02 105 D PORTLAND GEN ELEC CO COM NEW 73650884 4119 148200 SH SHARED 10 148200 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 3 250 SH SHARED 02 250 D POSSIS MEDICAL INC COM 73740710 5 440 SH SHARED 440 D POSSIS MEDICAL INC COM 73740710 30 2230 SH SHARED 02 2230 D POST PPTYS INC COM 73746410 419 10850 SH SHARED 10850 D POST PPTYS INC COM 73746410 97353 2515600 SH SHARED 2515600 D POST PPTYS INC COM 73746410 15 403 SH SHARED 02 403 D POST PPTYS INC COM 73746410 495 12800 SH SHARED 10 12800 D POST PPTYS INC COM 73746410 97779 2526600 SH SHARED 11 1442100 1084500 D POTASH CORP SASK INC COM 73755L10 73293 693406 SH SHARED 693406 D POTASH CORP SASK INC COM 73755L10 3932 37201 SH SHARED 01 1301 35900 D POTASH CORP SASK INC COM 73755L10 659 6236 SH SHARED 02 6236 D POTASH CORP SASK INC COM 73755L10 72563 686500 SH SHARED 04 686500 D POTASH CORP SASK INC COM 73755L10 92806 878015 SH SHARED 05 878015 D POTASH CORP SASK INC COM 73755L10 38549 364708 SH SHARED 06 300 364408 D POTASH CORP SASK INC COM 73755L10 5439 51466 SH SHARED 10 51466 D POTASH CORP SASK INC COM 73755L10 607 5744 SH SHARED 14 5744 D POTASH CORP SASK INC COM 73755L10 31 300 SH SHR/OTHR 23 300 D POTLATCH CORP NEW COM 73763010 2821 62665 SH SHARED 62665 D POTLATCH CORP NEW COM 73763010 656 14570 SH SHARED 01 1525 13045 D POTLATCH CORP NEW COM 73763010 82 1839 SH SHARED 02 1839 D POTLATCH CORP NEW COM 73763010 2298 51054 SH SHARED 10 51054 D POWELL INDS INC COM 73912810 14 383 SH SHARED 383 D POWER INTEGRATIONS INC COM 73927610 20 700 SH SHARED 700 D POWER INTEGRATIONS INC COM 73927610 811 27300 SH SHARED 27300 D POWER INTEGRATIONS INC COM 73927610 0 31 SH SHARED 02 31 D POWER INTEGRATIONS INC COM 73927610 7210 242710 SH SHARED 04 242710 D POWER INTEGRATIONS INC COM 73927610 1908 64230 SH SHARED 05 64230 D POWER INTEGRATIONS INC COM 73927610 30 1036 SH SHARED 06 1036 D POWER INTEGRATIONS INC COM 73927610 30 1036 SH SHARED 10 1036 D POWER-ONE INC COM 73930810 20 3972 SH SHARED 3972 D POWER-ONE INC COM 73930810 136 26800 SH SHARED 02 26800 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 3731 72584 SH SHARED 72584 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 518481 10085223 SH SHARED 10085223 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 5968 116088 SH SHARED 01 115525 563 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 123 2400 SH SHR/OTHR 01 2400 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 25578 497540 SH SHARED 02 497540 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 106 2072 SH SHARED 04 2072 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 42286 822529 SH SHARED 10 822529 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 1519 29550 SH SHARED 15 29550 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 730 14200 SH SHARED 19 14200 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 6 125 SH SHARED 22 125 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 550 10700 SH SHARED 23 10600 100 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 16163 575008 SH SHARED 01 193650 381358 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 852 30340 SH SHR/OTHR 01 30340 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 5 180 SH SHARED 10 180 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 8584 305373 SH SHARED 20 162530 142843 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 109 3900 SH SHR/OTHR 20 3900 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 44 1600 SH SHARED 21 1600 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1640 58369 SH SHARED 22 46869 11500 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 463 16498 SH SHR/OTHR 22 16498 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1510 53735 SH SHARED 23 49865 3870 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 855 30420 SH SHR/OTHR 23 30420 D POWERSHARES ETF TRUST PRVT EQTY PORT 73935X19 1210 47000 SH SHARED 47000 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 79 3452 SH SHARED 3452 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 1 50 SH SHARED 01 50 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 45 2125 SH SHARED 01 2125 D POWERSHARES ETF TRUST DYN EN EX PROD 73935X65 56 2500 SH SHARED 01 2500 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 196 6900 SH SHARED 20 6900 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 7826 265300 SH SHARED 265300 D POWERSECURE INTL INC COM 73936N10 544 43716 SH SHARED 43716 D POWERSECURE INTL INC COM 73936N10 9 800 SH SHARED 02 800 D POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER 73936T61 12 450 SH SHARED 21 450 D POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T62 7242 280845 SH SHARED 280845 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 202 209000 PRN SHARED 209000 D POWERWAVE TECHNOLOGIES INC COM 73936310 1537 249646 SH SHARED 249646 D POWERWAVE TECHNOLOGIES INC COM 73936310 303 49265 SH SHARED 01 5065 44200 D POWERWAVE TECHNOLOGIES INC COM 73936310 37 6161 SH SHARED 02 6161 D POWERWAVE TECHNOLOGIES INC COM 73936310 398 64721 SH SHARED 10 64721 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 23 61 D POZEN INC COM 73941U10 356 32265 SH SHARED 32265 D POZEN INC COM 73941U10 0 42 SH SHARED 02 42 D PRAXAIR INC COM 74005P10 25282 301849 SH SHARED 301849 D PRAXAIR INC COM 74005P10 9066 108249 SH SHARED 01 54439 53810 D PRAXAIR INC COM 74005P10 808 9650 SH SHR/OTHR 01 9650 D PRAXAIR INC COM 74005P10 989 11810 SH SHARED 02 10045 1765 D PRAXAIR INC COM 74005P10 5075 60600 SH SHARED 04 60600 D PRAXAIR INC COM 74005P10 12 150 SH SHARED 05 150 D PRAXAIR INC COM 74005P10 1918 22910 SH SHARED 06 7450 15460 D PRAXAIR INC COM 74005P10 87394 1043393 SH SHARED 10 946133 97260 D PRAXAIR INC COM 74005P10 7876 94038 SH SHARED 16 94038 D PRAXAIR INC COM 74005P10 3708 44274 SH SHARED 20 4530 39744 D PRAXAIR INC COM 74005P10 1676 20010 SH SHR/OTHR 20 20010 D PRAXAIR INC COM 74005P10 118 1414 SH SHARED 21 400 1014 D PRAXAIR INC COM 74005P10 67 800 SH SHR/OTHR 21 800 D PRAXAIR INC COM 74005P10 841 10045 SH SHARED 22 5595 4450 D PRAXAIR INC COM 74005P10 267 3190 SH SHR/OTHR 22 3190 D PRAXAIR INC COM 74005P10 3893 46489 SH SHARED 23 44589 1900 D PRAXAIR INC COM 74005P10 3428 40930 SH SHR/OTHR 23 40930 D PRAXAIR INC COM 74005P10 1114 13300 SH SHARED 24 13300 D PRE PAID LEGAL SVCS INC COM 74006510 225 4057 SH SHARED 4057 D PRE PAID LEGAL SVCS INC COM 74006510 45 825 SH SHARED 01 825 D PRE PAID LEGAL SVCS INC COM 74006510 73 1320 SH SHARED 02 1320 D PRECISION CASTPARTS CORP COM 74018910 3986 26938 SH SHARED 21833 5105 D PRECISION CASTPARTS CORP COM 74018910 30633 207009 SH SHARED 207009 D PRECISION CASTPARTS CORP COM 74018910 11956 80796 SH SHARED 01 80653 143 D PRECISION CASTPARTS CORP COM 74018910 1042 7042 SH SHARED 02 7042 D PRECISION CASTPARTS CORP COM 74018910 877 5930 SH SHARED 04 5930 D PRECISION CASTPARTS CORP COM 74018910 10269 69400 SH SHARED 05 69400 D PRECISION CASTPARTS CORP COM 74018910 88 600 SH SHARED 06 600 D PRECISION CASTPARTS CORP COM 74018910 33439 225970 SH SHARED 10 225970 D PRECISION CASTPARTS CORP COM 74018910 7546 50997 SH SHARED 19 50997 D PRECISION CASTPARTS CORP COM 74018910 60 410 SH SHARED 20 410 D PRECISION CASTPARTS CORP COM 74018910 44 300 SH SHARED 23 300 D PRECISION DRILLING TR TR UNIT 74021510 2348 122657 SH SHARED 122657 D PRECISION DRILLING TR TR UNIT 74021510 38 2000 SH SHARED 20 2000 D PREFERRED BK LOS ANGELES CA COM 74036710 201 5112 SH SHARED 5112 D PREFERRED BK LOS ANGELES CA COM 74036710 0 13 SH SHARED 02 13 D PREFERRED BK LOS ANGELES CA COM 74036710 35 900 SH SHARED 10 900 D PREFORMED LINE PRODS CO COM 74044410 11 219 SH SHARED 219 D PREFORMED LINE PRODS CO COM 74044410 0 2 SH SHARED 02 2 D PREMIER FINL BANCORP INC COM 74050M10 1 101 SH SHARED 101 D PREMIER EXIBITIONS INC COM 74051E10 378 25077 SH SHARED 25077 D PREMIER EXIBITIONS INC COM 74051E10 46 3100 SH SHARED 01 3100 D PREMIERE GLOBAL SVCS INC COM 74058510 255 20203 SH SHARED 20203 D PREMIERE GLOBAL SVCS INC COM 74058510 1744 137900 SH SHARED 10 137900 D PRESIDENTIAL LIFE CORP COM 74088410 62 3707 SH SHARED 3707 D PRESIDENTIAL LIFE CORP COM 74088410 74 4387 SH SHARED 02 4387 D PRESIDENTIAL LIFE CORP COM 74088410 111 6600 SH SHARED 10 6600 D PREMIERWEST BANCORP COM 74092110 5 410 SH SHARED 410 D PRESIDENTIAL RLTY CORP NEW CL B 74100420 0 87 SH SHARED 87 D PRESSTEK INC COM 74111310 4 723 SH SHARED 723 D PRESSTEK INC COM 74111310 17 2860 SH SHARED 02 2860 D PRESSTEK INC COM 74111310 30 4900 SH SHR/OTHR 23 4900 D PRESTIGE BRANDS HLDGS INC COM 74112D10 61 5632 SH SHARED 5632 D PRESTIGE BRANDS HLDGS INC COM 74112D10 176 16119 SH SHARED 02 16119 D PRESTIGE BRANDS HLDGS INC COM 74112D10 36 3300 SH SHARED 10 3300 D PRESSURE BIOSCIENCES INC COM 74112E10 0 43 SH SHARED 43 D PRICE T ROWE GROUP INC COM 74144T10 9647 173231 SH SHARED 173231 D PRICE T ROWE GROUP INC COM 74144T10 11140 200038 SH SHARED 01 200038 D PRICE T ROWE GROUP INC COM 74144T10 1092 19611 SH SHR/OTHR 01 19611 D PRICE T ROWE GROUP INC COM 74144T10 544 9779 SH SHARED 02 9779 D PRICE T ROWE GROUP INC COM 74144T10 8 160 SH SHARED 05 160 D PRICE T ROWE GROUP INC COM 74144T10 425 7640 SH SHARED 06 5700 1940 D PRICE T ROWE GROUP INC COM 74144T10 43794 786402 SH SHARED 10 786402 D PRICE T ROWE GROUP INC COM 74144T10 1548 27800 SH SHR/OTHR 23 27800 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 430 184000 PRN SHARED 184000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 9 4000 PRN SHARED 02 4000 D PRICELINE COM INC COM NEW 74150340 212 2391 SH SHARED 2391 D PRICELINE COM INC COM NEW 74150340 394 4450 SH SHARED 01 4450 D PRICELINE COM INC COM NEW 74150340 1313 14800 SH SHARED 04 14800 D PRICELINE COM INC COM NEW 74150340 834 9400 SH SHARED 10 9400 D PRICESMART INC COM 74151110 10 442 SH SHARED 442 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 6023 4137000 PRN SHARED 02 4137000 D PRIDE INTL INC DEL COM 74153Q10 26847 734540 SH SHARED 734540 D PRIDE INTL INC DEL COM 74153Q10 2200 60195 SH SHARED 01 10495 49700 D PRIDE INTL INC DEL COM 74153Q10 4278 117063 SH SHARED 02 117063 D PRIDE INTL INC DEL COM 74153Q10 257 7050 SH SHARED 06 6150 900 D PRIDE INTL INC DEL COM 74153Q10 2366 64735 SH SHARED 10 64735 D PRIDE INTL INC DEL COM 74153Q10 259 7100 SH SHARED 14 7100 D PRIMEDIA INC COM NEW 74157K84 38 2760 SH SHARED 2760 D PRIMEDIA INC COM NEW 74157K84 645 45999 SH SHARED 02 45999 D PRIMEDIA INC COM NEW 74157K84 212 15116 SH SHARED 10 15116 D PRIMEENERGY CORP COM 74158E10 1 23 SH SHARED 23 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 63009 2385821 SH SHARED 2385821 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 52 2000 SH SHARED 20 2000 D PRINCETON NATL BANCORP INC COM 74228210 2 82 SH SHARED 82 D PRINCETON REVIEW INC COM 74235210 3 439 SH SHARED 439 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 15581 246979 SH SHARED 246979 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 7078 112200 SH SHARED 01 112200 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 438 6957 SH SHARED 02 6957 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5 80 SH SHARED 05 80 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 558 8850 SH SHARED 06 6200 2650 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 12352 195798 SH SHARED 10 195798 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 68 1088 SH SHR/OTHR 20 1088 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 82 1300 SH SHARED 21 1300 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 438 6950 SH SHR/OTHR 23 6950 D PRINTRONIX INC COM 74257810 1 136 SH SHARED 136 D PRO-DEX INC COLO COM 74265M10 0 203 SH SHARED 203 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 1098 824000 PRN SHARED 02 824000 D PROASSURANCE CORP COM 74267C10 801 14875 SH SHARED 14875 D PROASSURANCE CORP COM 74267C10 162 3009 SH SHARED 3009 D PROASSURANCE CORP COM 74267C10 2 50 SH SHARED 02 50 D PROASSURANCE CORP COM 74267C10 808 15002 SH SHARED 10 15002 D PRO PHARMACEUTICALS INC COM 74267T10 0 798 SH SHARED 798 D PROCENTURY CORP COM 74268T10 4 318 SH SHARED 318 D PROCENTURY CORP COM 74268T10 28 1940 SH SHARED 02 1940 D PROCTER & GAMBLE CO COM 74271810 5060 71942 SH SHARED 20087 51855 D PROCTER & GAMBLE CO COM 74271810 299245 4254271 SH SHARED 4120899 133372 D PROCTER & GAMBLE CO COM 74271810 73455 1044292 SH SHARED 01 633949 410343 D PROCTER & GAMBLE CO COM 74271810 9551 135792 SH SHR/OTHR 01 135792 D PROCTER & GAMBLE CO COM 74271810 8182 116333 SH SHARED 02 111693 4640 D PROCTER & GAMBLE CO COM 74271810 78 1120 SH SHARED 04 1120 D PROCTER & GAMBLE CO COM 74271810 71395 1015000 SH SHARED 04 1015000 D PROCTER & GAMBLE CO COM 74271810 3005 42727 SH SHARED 05 42727 D PROCTER & GAMBLE CO COM 74271810 25085 356627 SH SHARED 06 119155 237472 D PROCTER & GAMBLE CO COM 74271810 213182 3030746 SH SHARED 10 2909157 121589 D PROCTER & GAMBLE CO COM 74271810 56 800 SH SHR/OTHR 10 800 D PROCTER & GAMBLE CO COM 74271810 2898 41205 SH SHARED 14 6500 34705 D PROCTER & GAMBLE CO COM 74271810 4572 65000 SH SHARED 15 65000 D PROCTER & GAMBLE CO COM 74271810 247 3517 SH SHARED 19 3517 D PROCTER & GAMBLE CO COM 74271810 32659 464309 SH SHARED 20 68275 396034 D PROCTER & GAMBLE CO COM 74271810 7656 108855 SH SHR/OTHR 20 108855 D PROCTER & GAMBLE CO COM 74271810 2648 37650 SH SHARED 21 34917 2733 D PROCTER & GAMBLE CO COM 74271810 249 3550 SH SHR/OTHR 21 3550 D PROCTER & GAMBLE CO COM 74271810 1833 26062 SH SHARED 22 14637 11425 D PROCTER & GAMBLE CO COM 74271810 999 14206 SH SHR/OTHR 22 14206 D PROCTER & GAMBLE CO COM 74271810 18786 267083 SH SHARED 23 255941 11142 D PROCTER & GAMBLE CO COM 74271810 44494 632558 SH SHR/OTHR 23 632558 D PROCTER & GAMBLE CO COM 74271810 133 1891 SH SHARED 24 1891 D PRIVATEBANCORP INC COM 74296210 145 4172 SH SHARED 4172 D PRIVATEBANCORP INC COM 74296210 142 4100 SH SHARED 10 4100 D PROGENICS PHARMACEUTICALS IN COM 74318710 107 4881 SH SHARED 4881 D PROGENICS PHARMACEUTICALS IN COM 74318710 0 38 SH SHARED 02 38 D PROGENICS PHARMACEUTICALS IN COM 74318710 1768 80000 SH SHARED 04 80000 D PROGRESS ENERGY INC COM 74326310 16790 358382 SH SHARED 358382 D PROGRESS ENERGY INC COM 74326310 1436 30654 SH SHARED 01 28504 2150 D PROGRESS ENERGY INC COM 74326310 133 2847 SH SHR/OTHR 01 2847 D PROGRESS ENERGY INC COM 74326310 4350 92867 SH SHARED 02 92867 D PROGRESS ENERGY INC COM 74326310 6 140 SH SHARED 05 140 D PROGRESS ENERGY INC COM 74326310 415 8870 SH SHARED 06 7150 1720 D PROGRESS ENERGY INC COM 74326310 6197 132278 SH SHARED 10 132278 D PROGRESS ENERGY INC COM 74326310 147 3150 SH SHARED 21 1450 1700 D PROGRESS ENERGY INC COM 74326310 645 13771 SH SHARED 23 13771 D PROGRESS ENERGY INC COM 74326310 54 1168 SH SHR/OTHR 23 1168 D PROGRESS SOFTWARE CORP COM 74331210 307 10162 SH SHARED 10162 D PROGRESS SOFTWARE CORP COM 74331210 15 500 SH SHARED 01 500 D PROGRESS SOFTWARE CORP COM 74331210 3 100 SH SHARED 02 100 D PROGRESS SOFTWARE CORP COM 74331210 516 17054 SH SHARED 10 17054 D PROGRESSIVE CORP OHIO COM 74331510 11092 571508 SH SHARED 571508 D PROGRESSIVE CORP OHIO COM 74331510 1438 74115 SH SHARED 01 74115 D PROGRESSIVE CORP OHIO COM 74331510 397 20499 SH SHARED 02 20499 D PROGRESSIVE CORP OHIO COM 74331510 7 400 SH SHARED 05 400 D PROGRESSIVE CORP OHIO COM 74331510 468 24130 SH SHARED 06 17200 6930 D PROGRESSIVE CORP OHIO COM 74331510 12722 655472 SH SHARED 10 655472 D PROGRESSIVE CORP OHIO COM 74331510 333 17200 SH SHARED 14 17200 D PROGRESSIVE CORP OHIO COM 74331510 13 685 SH SHARED 21 685 D PROGRESSIVE GAMING INTL CORP COM 74332S10 12 2491 SH SHARED 2491 D PROLIANCE INTL INC COM 74340R10 0 351 SH SHARED 351 D PROLOGIS SH BEN INT 74341010 2577 38850 SH SHARED 38850 D PROLOGIS SH BEN INT 74341010 31061 468146 SH SHARED 458846 9300 D PROLOGIS SH BEN INT 74341010 9227 139080 SH SHARED 01 128535 10545 D PROLOGIS SH BEN INT 74341010 4899 73848 SH SHARED 02 73848 D PROLOGIS SH BEN INT 74341010 4180 63000 SH SHARED 04 63000 D PROLOGIS SH BEN INT 74341010 29751 448400 SH SHARED 10 438600 9800 D PROLOGIS SH BEN INT 74341010 570157 8593183 SH SHARED 11 4983105 3610078 D PROLOGIS SH BEN INT 74341010 676 10190 SH SHARED 14 10190 D PROLOGIS SH BEN INT 74341010 125 1895 SH SHARED 20 1895 D PROLOGIS SH BEN INT 74341010 20 309 SH SHARED 22 309 D PROLOGIS SH BEN INT 74341010 66 1000 SH SHARED 23 1000 D PROS HOLDINGS INC COM 74346Y10 2 175 SH SHARED 175 D PROS HOLDINGS INC COM 74346Y10 21 1760 SH SHARED 02 1760 D PROSHARES TR ULTRASHT DOW30 74347R86 15471 333500 SH SHARED 333500 D PROSHARES TR ULTRASHT SP500 74347R88 17243 340300 SH SHARED 340300 D PROSPECT CAPITAL CORPORATION COM 74348T10 505 29725 SH SHARED 29725 D PROSPECT CAPITAL CORPORATION COM 74348T10 11 700 SH SHARED 01 700 D PROSPECT CAPITAL CORPORATION COM 74348T10 94 5570 SH SHARED 02 5570 D PROSPECT CAPITAL CORPORATION COM 74348T10 636 37400 SH SHARED 10 37400 D PROSPECT MEDICAL HOLDINGS IN CL A 74349410 1 291 SH SHARED 291 D PROSPERITY BANCSHARES INC COM 74360610 116 3506 SH SHARED 3506 D PROSPERITY BANCSHARES INC COM 74360610 441 13300 SH SHARED 10 13300 D PROSPERITY BANCSHARES INC COM 74360610 75 2279 SH SHARED 21 2279 D PROTALIX BIOTHERAPEUTICS INC COM 74365A10 3303 95595 SH SHARED 95595 D PROTECTION ONE INC COM NEW 74366340 12 965 SH SHARED 965 D PROTECTIVE LIFE CORP COM 74367410 2029 47809 SH SHARED 47809 D PROTECTIVE LIFE CORP COM 74367410 843 19875 SH SHARED 01 275 19600 D PROTECTIVE LIFE CORP COM 74367410 272 6430 SH SHARED 02 6430 D PROTECTIVE LIFE CORP COM 74367410 7704 181550 SH SHARED 10 181550 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 10909 9429000 PRN SHARED 9429000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 14922 12898000 PRN SHARED 02 12898000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 5326 5011000 PRN SHARED 02 5011000 D PROVIDENCE & WORCESTER RR CO COM 74373710 1 94 SH SHARED 94 D PROVIDENCE SVC CORP COM 74381510 97 3335 SH SHARED 3335 D PROVIDENCE SVC CORP COM 74381510 20104 684770 SH SHARED 10 684770 D PROVIDENT BANKSHARES CORP COM 74385910 1597 50978 SH SHARED 50978 D PROVIDENT BANKSHARES CORP COM 74385910 6 200 SH SHARED 01 200 D PROVIDENT BANKSHARES CORP COM 74385910 4395 140300 SH SHARED 10 140300 D PROVIDENT ENERGY TR TR UNIT 74386K10 132 10445 SH SHARED 10445 D PROVIDENT ENERGY TR TR UNIT 74386K10 283 22350 SH SHR/OTHR 23 22350 D PROVIDENT FINL SVCS INC COM 74386T10 46 2814 SH SHARED 2814 D PROVIDENT FINL SVCS INC COM 74386T10 219 13400 SH SHARED 02 13400 D PROVIDENT FINL SVCS INC COM 74386T10 309 18900 SH SHARED 10 18900 D PROVIDENT FINL HLDGS INC COM 74386810 3 135 SH SHARED 135 D PROVIDENT NEW YORK BANCORP COM 74402810 77 5916 SH SHARED 5916 D PROVIDENT NEW YORK BANCORP COM 74402810 0 64 SH SHARED 02 64 D PROVIDENT NEW YORK BANCORP COM 74402810 150 11500 SH SHARED 10 11500 D PROXIM WIRELESS CORP COM 74428510 0 560 SH SHARED 560 D PROXYMED INC COM NEW 74429030 9 3329 SH SHARED 3329 D PRUDENTIAL BANCORP INC PA COM 74431910 1 88 SH SHARED 88 D PRUDENTIAL FINL INC FRNT 12/1 744320AG 1023 1000000 PRN SHARED 1000000 D PRUDENTIAL FINL INC FRNT 12/1 744320AG 13605 13300000 PRN SHARED 02 13300000 D PRUDENTIAL FINL INC COM 74432010 39281 402554 SH SHARED 402554 D PRUDENTIAL FINL INC COM 74432010 11733 120240 SH SHARED 01 120213 27 D PRUDENTIAL FINL INC COM 74432010 2912 29844 SH SHARED 02 29844 D PRUDENTIAL FINL INC COM 74432010 9670 99100 SH SHARED 04 99100 D PRUDENTIAL FINL INC COM 74432010 20 210 SH SHARED 05 210 D PRUDENTIAL FINL INC COM 74432010 44370 454706 SH SHARED 06 40900 413806 D PRUDENTIAL FINL INC COM 74432010 32106 329028 SH SHARED 10 329028 D PRUDENTIAL FINL INC COM 74432010 169 1734 SH SHARED 14 1734 D PRUDENTIAL FINL INC COM 74432010 1058 10850 SH SHARED 15 10850 D PRUDENTIAL FINL INC COM 74432010 439 4500 SH SHARED 19 4500 D PRUDENTIAL FINL INC COM 74432010 20 214 SH SHARED 22 214 D PRUDENTIAL FINL INC COM 74432010 369 3789 SH SHARED 23 3789 D PRUDENTIAL FINL INC COM 74432010 844 8650 SH SHR/OTHR 23 8650 D PRUDENTIAL PLC ADR 74435K20 990 32101 SH SHARED 32101 D PRUDENTIAL PLC ADR 74435K20 15 500 SH SHARED 01 500 D PRUDENTIAL PLC ADR 74435K20 6 209 SH SHARED 02 209 D PSYCHEMEDICS CORP COM NEW 74437520 2 118 SH SHARED 118 D PT INDOSAT TBK SPONSORED ADR 74438310 33 800 SH SHARED 800 D PT INDOSAT TBK SPONSORED ADR 74438310 1554 36600 SH SHARED 01 36600 D PT INDOSAT TBK SPONSORED ADR 74438310 5733 135000 SH SHARED 10 135000 D PT INDOSAT TBK SPONSORED ADR 74438310 781 18400 SH SHARED 24 18400 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 3032 77190 SH SHARED 77190 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1161 29560 SH SHARED 01 13760 15800 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 730 18602 SH SHARED 02 8902 9700 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 864 22000 SH SHARED 04 22000 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 106 2700 SH SHARED 10 2700 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 20074 228145 SH SHARED 228145 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 27151 308576 SH SHARED 01 307976 600 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 6507 73958 SH SHARED 02 71287 2671 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 8 100 SH SHARED 05 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 7195 81774 SH SHARED 06 5400 76374 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 12675 144061 SH SHARED 10 144061 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 211 2400 SH SHARED 23 2300 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 65 750 SH SHR/OTHR 23 750 D PUBLIC STORAGE COM 74460D10 1576 20050 SH SHARED 20050 D PUBLIC STORAGE COM 74460D10 11426 145283 SH SHARED 141483 3800 D PUBLIC STORAGE COM 74460D10 1288 16385 SH SHARED 01 15635 750 D PUBLIC STORAGE COM 74460D10 211 2687 SH SHARED 02 2687 D PUBLIC STORAGE COM 74460D10 18172 231056 SH SHARED 10 223356 7700 D PUBLIC STORAGE COM 74460D10 263724 3353134 SH SHARED 11 1894864 1458270 D PUBLIC STORAGE COM A DP1/1000 74460D72 332 12800 SH SHARED 11 12800 D PUBLIC STORAGE COM A DP1/1000 74460D72 130 5000 SH SHR/OTHR 20 5000 D PUBLICIS S A NEW SPONSORED ADR 74463M10 2 60 SH SHARED 02 60 D PUGET ENERGY INC NEW COM 74531010 7009 286453 SH SHARED 286453 D PUGET ENERGY INC NEW COM 74531010 956 39090 SH SHARED 01 4090 35000 D PUGET ENERGY INC NEW COM 74531010 149 6102 SH SHARED 02 6102 D PUGET ENERGY INC NEW COM 74531010 298 12200 SH SHARED 10 12200 D PULASKI FINL CORP COM 74554810 2 221 SH SHARED 221 D PULTE HOMES INC COM 74586710 9670 710531 SH SHARED 710531 D PULTE HOMES INC COM 74586710 347 25516 SH SHARED 01 25516 D PULTE HOMES INC COM 74586710 1416 104066 SH SHARED 02 104066 D PULTE HOMES INC COM 74586710 100 7390 SH SHARED 06 5100 2290 D PULTE HOMES INC COM 74586710 2681 197013 SH SHARED 10 197013 D PULTE HOMES INC COM 74586710 76 5600 SH SHARED 20 5600 D PURECYCLE CORP COM NEW 74622830 3 426 SH SHARED 426 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 689 81782 SH SHARED 81782 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 42 5000 SH SHR/OTHR 20 5000 D PUTNAM MANAGED MUN INCOM TR COM 74682310 14 2003 SH SHARED 2003 D PUTNAM MUN BD FD INC SH BEN INT 74683V10 3 296 SH SHARED 296 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 1396 219883 SH SHARED 219883 D QIMONDA AG SPONSORED ADR 74690410 4858 429950 SH SHARED 429950 D QIMONDA AG SPONSORED ADR 74690410 8 710 SH SHARED 01 710 D QIMONDA AG SPONSORED ADR 74690410 45 3985 SH SHARED 04 3985 D QIMONDA AG SPONSORED ADR 74690410 395 35000 SH SHARED 04 35000 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 803 125311 SH SHARED 125311 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 0 65 SH SHARED 65 D QLT INC NOTE 3.000% 9/1 746927AB 5950 6250000 PRN SHARED 6250000 D QLT INC COM 74692710 11223 1972486 SH SHARED 1972486 D QUADRA REALTY TRUST INC COM 74694510 7 770 SH SHARED 770 D QUADRA REALTY TRUST INC COM 74694510 0 17 SH SHARED 02 17 D QUADRA REALTY TRUST INC COM 74694510 6194 650000 SH SHARED 11 650000 D PYRAMID BREWERIES INC COM 74713510 0 165 SH SHARED 165 D PYRAMID OIL CO COM 74721510 0 42 SH SHARED 42 D QCR HOLDINGS INC COM 74727A10 1 109 SH SHARED 109 D QAD INC COM 74727D10 7 809 SH SHARED 809 D QAD INC COM 74727D10 36 4160 SH SHARED 02 360 3800 D Q E P INC COM 74727K10 0 47 SH SHARED 47 D QLOGIC CORP COM 74727710 3695 274782 SH SHARED 274782 D QLOGIC CORP COM 74727710 258 19195 SH SHARED 01 19195 D QLOGIC CORP COM 74727710 648 48250 SH SHARED 02 48250 D QLOGIC CORP COM 74727710 73 5450 SH SHARED 06 4150 1300 D QLOGIC CORP COM 74727710 909 67618 SH SHARED 10 67618 D QLOGIC CORP COM 74727710 12 900 SH SHARED 14 900 D QC HLDGS INC COM 74729T10 5 378 SH SHARED 378 D QUADRAMED CORP COM 74730W10 2 1021 SH SHARED 1021 D QUAKER CHEM CORP COM 74731610 6 258 SH SHARED 258 D QUAKER CHEM CORP COM 74731610 18 800 SH SHARED 02 800 D QUALCOMM INC COM 74752510 44 1064 SH SHR/OTHR 1064 D QUALCOMM INC COM 74752510 238625 5646610 SH SHARED 5643375 3235 D QUALCOMM INC COM 74752510 32198 761914 SH SHARED 01 509423 252491 D QUALCOMM INC COM 74752510 1764 41765 SH SHR/OTHR 01 41765 D QUALCOMM INC COM 74752510 2962 70090 SH SHARED 02 70090 D QUALCOMM INC COM 74752510 7691 182000 SH SHARED 04 182000 D QUALCOMM INC COM 74752510 30 720 SH SHARED 05 720 D QUALCOMM INC COM 74752510 2229 52750 SH SHARED 06 38150 14600 D QUALCOMM INC COM 74752510 139710 3305984 SH SHARED 10 3226004 79980 D QUALCOMM INC COM 74752510 4 100 SH SHR/OTHR 10 100 D QUALCOMM INC COM 74752510 4572 108194 SH SHARED 14 108194 D QUALCOMM INC COM 74752510 2873 68000 SH SHARED 15 68000 D QUALCOMM INC COM 74752510 6048 143135 SH SHARED 20 45175 97960 D QUALCOMM INC COM 74752510 557 13200 SH SHR/OTHR 20 13200 D QUALCOMM INC COM 74752510 262 6204 SH SHARED 21 6204 D QUALCOMM INC COM 74752510 71 1700 SH SHR/OTHR 21 1700 D QUALCOMM INC COM 74752510 1623 38414 SH SHARED 22 26584 11830 D QUALCOMM INC COM 74752510 315 7462 SH SHR/OTHR 22 7462 D QUALCOMM INC COM 74752510 5018 118752 SH SHARED 23 107502 11250 D QUALCOMM INC COM 74752510 4665 110400 SH SHR/OTHR 23 110400 D QUALCOMM INC COM 74752510 65 1546 SH SHARED 24 1546 D QUALITY DISTR INC FLA COM 74756M10 1 220 SH SHARED 220 D QUALSTAR CORP COM 74758R10 0 192 SH SHARED 192 D QUALITY SYS INC COM 74758210 607 16587 SH SHARED 16587 D QUALITY SYS INC COM 74758210 655 17900 SH SHARED 01 17900 D QUALITY SYS INC COM 74758210 3 90 SH SHARED 02 90 D QUALITY SYS INC COM 74758210 5102 139300 SH SHARED 04 139300 D QUALITY SYS INC COM 74758210 3615 98700 SH SHARED 10 98700 D QUALITY SYS INC COM 74758210 106 2900 SH SHARED 14 2900 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 42226 17485008 PRN SHARED 02 17485008 D QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE 648 491000 PRN SHARED 02 491000 D QUANTA SVCS INC COM 74762E10 5123 193694 SH SHARED 193694 D QUANTA SVCS INC COM 74762E10 1479 55950 SH SHARED 01 4950 51000 D QUANTA SVCS INC COM 74762E10 241 9130 SH SHARED 02 9130 D QUANTA SVCS INC COM 74762E10 6612 250000 SH SHARED 05 250000 D QUANTA SVCS INC COM 74762E10 1131 42789 SH SHARED 10 24689 18100 D QUANEX CORP DBCV 2.500% 5/1 747620AE 1116 590000 PRN SHARED 590000 D QUANEX CORP COM 74762010 480 10227 SH SHARED 10227 D QUANEX CORP COM 74762010 220 4700 SH SHARED 01 4700 D QUANEX CORP COM 74762010 8 178 SH SHARED 02 178 D QUANEX CORP COM 74762010 542 11550 SH SHARED 10 11550 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 2 1991 SH SHARED 1991 D QUANTUM CORP COM DSSG 74790620 31 9206 SH SHARED 9206 D QUANTUM CORP COM DSSG 74790620 16 4812 SH SHARED 02 4812 D QUANTUM CORP COM DSSG 74790620 182 53600 SH SHARED 10 53600 D Q MED COM 74791410 0 325 SH SHARED 325 D QUEBECOR WORLD INC COM NON-VTG 74820310 739 76339 SH SHARED 76339 D QUEBECOR WORLD INC COM NON-VTG 74820310 1 200 SH SHARED 01 200 D QUEBECOR WORLD INC COM NON-VTG 74820310 3 400 SH SHARED 06 400 D QUEPASA CORP COM NEW 74833W20 1 262 SH SHARED 262 D QUEST DIAGNOSTICS INC COM 74834L10 7680 132946 SH SHARED 132946 D QUEST DIAGNOSTICS INC COM 74834L10 1986 34390 SH SHARED 01 21060 13330 D QUEST DIAGNOSTICS INC COM 74834L10 11 200 SH SHR/OTHR 01 200 D QUEST DIAGNOSTICS INC COM 74834L10 259 4497 SH SHARED 02 4497 D QUEST DIAGNOSTICS INC COM 74834L10 137954 2387994 SH SHARED 04 2387994 D QUEST DIAGNOSTICS INC COM 74834L10 7511 130030 SH SHARED 06 51500 78530 D QUEST DIAGNOSTICS INC COM 74834L10 31848 551305 SH SHARED 10 551305 D QUEST DIAGNOSTICS INC COM 74834L10 635 11000 SH SHARED 14 11000 D QUEST DIAGNOSTICS INC COM 74834L10 5025 87000 SH SHARED 15 87000 D QUEST DIAGNOSTICS INC COM 74834L10 3707 64182 SH SHARED 16 64182 D QUEST DIAGNOSTICS INC COM 74834L10 3220 55741 SH SHARED 20 14496 41245 D QUEST DIAGNOSTICS INC COM 74834L10 288 5000 SH SHR/OTHR 20 5000 D QUEST DIAGNOSTICS INC COM 74834L10 28 500 SH SHARED 22 500 D QUEST DIAGNOSTICS INC COM 74834L10 1354 23450 SH SHARED 23 22850 600 D QUEST DIAGNOSTICS INC COM 74834L10 1929 33400 SH SHR/OTHR 23 33400 D QUEST SOFTWARE INC COM 74834T10 2971 173155 SH SHARED 173155 D QUEST SOFTWARE INC COM 74834T10 4 291 SH SHARED 02 291 D QUEST SOFTWARE INC COM 74834T10 166 9700 SH SHARED 10 9700 D QUEST RESOURCE CORP COM NEW 74834930 5 532 SH SHARED 532 D QUEST RESOURCE CORP COM NEW 74834930 11 1200 SH SHARED 02 1200 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 6 10524 SH SHARED 10524 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 0 1196 SH SHARED 1196 D QUESTAR CORP COM 74835610 5874 111830 SH SHARED 111830 D QUESTAR CORP COM 74835610 1125 21420 SH SHARED 01 21420 D QUESTAR CORP COM 74835610 605 11525 SH SHARED 02 11525 D QUESTAR CORP COM 74835610 279 5320 SH SHARED 06 3800 1520 D QUESTAR CORP COM 74835610 4423 84200 SH SHARED 10 84200 D QUICKLOGIC CORP COM 74837P10 2 744 SH SHARED 744 D QUICKSILVER RESOURCES INC COM 74837R10 10283 218560 SH SHARED 218560 D QUICKSILVER RESOURCES INC COM 74837R10 2144 45570 SH SHARED 01 28270 17300 D QUICKSILVER RESOURCES INC COM 74837R10 134 2855 SH SHARED 02 2855 D QUICKSILVER RESOURCES INC COM 74837R10 1551 32970 SH SHARED 10 32970 D QUIKSILVER INC COM 74838C10 286 20000 SH SHARED 20000 D QUIKSILVER INC COM 74838C10 82 5804 SH SHARED 5804 D QUIKSILVER INC COM 74838C10 231 16180 SH SHARED 01 14000 2180 D QUIKSILVER INC COM 74838C10 3 210 SH SHARED 02 210 D QUIKSILVER INC COM 74838C10 4861 339956 SH SHARED 10 339956 D QUIDEL CORP COM 74838J10 237 12160 SH SHARED 12160 D QUIDEL CORP COM 74838J10 72 3700 SH SHARED 01 3700 D QUIDEL CORP COM 74838J10 2585 132200 SH SHARED 10 132200 D QUIGLEY CORP COM NEW 74838L30 0 211 SH SHARED 211 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 16 250 SH SHARED 250 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 13 200 SH SHARED 200 D QUICKSILVER GAS SVCS LP COM UNITS LPI 74839G10 11819 476414 SH SHARED 476414 D QUIPP INC COM 74880210 0 27 SH SHARED 27 D QUIXOTE CORP COM 74905610 4 228 SH SHARED 228 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 43577 26331008 PRN SHARED 26331008 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 63646 38457008 PRN SHARED 02 38457008 D QWEST COMMUNICATIONS INTL IN COM 74912110 5813 634706 SH SHARED 486295 148411 D QWEST COMMUNICATIONS INTL IN COM 74912110 43400 4738050 SH SHARED 4736950 1100 D QWEST COMMUNICATIONS INTL IN COM 74912110 7443 812592 SH SHARED 01 809223 3369 D QWEST COMMUNICATIONS INTL IN COM 74912110 6863 749298 SH SHARED 02 749298 D QWEST COMMUNICATIONS INTL IN COM 74912110 1318 143950 SH SHARED 04 143950 D QWEST COMMUNICATIONS INTL IN COM 74912110 4625 505000 SH SHARED 04 505000 D QWEST COMMUNICATIONS INTL IN COM 74912110 7 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 2896 316240 SH SHARED 06 299950 16290 D QWEST COMMUNICATIONS INTL IN COM 74912110 7098 774992 SH SHARED 10 774992 D QWEST COMMUNICATIONS INTL IN COM 74912110 104 11371 SH SHARED 14 11371 D QWEST COMMUNICATIONS INTL IN COM 74912110 1557 170000 SH SHARED 15 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 11334 1237370 SH SHARED 19 1237370 D RAIT FINANCIAL TRUST COM 74922710 1162 141262 SH SHARED 141262 D RAIT FINANCIAL TRUST COM 74922710 236 28745 SH SHARED 01 28745 D RAIT FINANCIAL TRUST COM 74922710 4116 500238 SH SHARED 02 500238 D RAIT FINANCIAL TRUST COM 74922710 492 59900 SH SHARED 10 59900 D RCM TECHNOLOGIES INC COM NEW 74936040 1 305 SH SHARED 305 D RCN CORP COM NEW 74936120 9490 771549 SH SHARED 771549 D RCN CORP COM NEW 74936120 1391 113163 SH SHARED 02 113163 D RCN CORP COM NEW 74936120 138 11247 SH SHARED 10 11247 D RC2 CORP COM 74938810 287 10395 SH SHARED 10395 D RC2 CORP COM 74938810 226 8191 SH SHARED 02 8191 D RC2 CORP COM 74938810 304 10984 SH SHARED 10 10984 D RF MONOLITHICS INC COM 74955F10 1 236 SH SHARED 236 D RGC RES INC COM 74955L10 1 55 SH SHARED 55 D R H DONNELLEY CORP COM NEW 74955W30 125 2233 SH SHARED 2233 D R H DONNELLEY CORP COM NEW 74955W30 77 1384 SH SHARED 01 1384 D R H DONNELLEY CORP COM NEW 74955W30 84 1512 SH SHR/OTHR 01 1512 D R H DONNELLEY CORP COM NEW 74955W30 386 6906 SH SHARED 02 6906 D R H DONNELLEY CORP COM NEW 74955W30 29499 526597 SH SHARED 10 526312 285 D R H DONNELLEY CORP COM NEW 74955W30 5 100 SH SHARED 20 100 D R H DONNELLEY CORP COM NEW 74955W30 1097 19600 SH SHARED 23 19600 D RF INDS LTD COM PAR $0.01 74955210 0 73 SH SHARED 73 D RLI CORP COM 74960710 117 2074 SH SHARED 2074 D RLI CORP COM 74960710 227 4014 SH SHARED 02 934 3080 D RLI CORP COM 74960710 685 12083 SH SHARED 10 12083 D RMR REAL ESTATE FD SH BEN INT 74963F10 2897 199859 SH SHARED 199859 D RMR HOSPITALITY REAL ESTATE COM 74963J10 887 47490 SH SHARED 47490 D RPC INC COM 74966010 6595 464178 SH SHARED 464178 D RPC INC COM 74966010 129 9145 SH SHARED 01 9145 D RPC INC COM 74966010 0 58 SH SHARED 02 58 D RPC INC COM 74966010 14332 1008600 SH SHARED 10 1008600 D RPM INTL INC COM 74968510 2408 100574 SH SHARED 100574 D RPM INTL INC COM 74968510 1005 42000 SH SHARED 01 9100 32900 D RPM INTL INC COM 74968510 164 6848 SH SHARED 02 6848 D RPM INTL INC COM 74968510 402 16800 SH SHARED 10 16800 D RSC HOLDINGS INC COM 74972L10 17 1087 SH SHARED 1087 D RSC HOLDINGS INC COM 74972L10 0 21 SH SHARED 02 21 D RSC HOLDINGS INC COM 74972L10 4657 284000 SH SHARED 06 284000 D RTI INTL METALS INC COM 74973W10 139610 1761426 SH SHARED 1761426 D RTI INTL METALS INC COM 74973W10 1680 21200 SH SHARED 01 21100 100 D RTI INTL METALS INC COM 74973W10 1268 16000 SH SHR/OTHR 01 16000 D RTI INTL METALS INC COM 74973W10 9 123 SH SHARED 02 123 D RTI INTL METALS INC COM 74973W10 45415 573000 SH SHARED 10 573000 D RTW INC COM NEW 74974R20 1 99 SH SHARED 99 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 205 200000 PRN SHARED 200000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 1556 1516000 PRN SHARED 02 1516000 D RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG 8287 8141000 PRN SHARED 8141000 D RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ 1519 1530000 PRN SHARED 02 1530000 D RF MICRODEVICES INC COM 74994110 9722 1444606 SH SHARED 1444606 D RF MICRODEVICES INC COM 74994110 548 81560 SH SHARED 01 28960 52600 D RF MICRODEVICES INC COM 74994110 228 33903 SH SHARED 02 9153 24750 D RF MICRODEVICES INC COM 74994110 6065 901300 SH SHARED 10 901300 D RACKABLE SYS INC COM 75007710 665 51326 SH SHARED 51326 D RACKABLE SYS INC COM 75007710 76 5860 SH SHARED 02 5860 D RACKABLE SYS INC COM 75007710 31 2400 SH SHARED 10 2400 D RADIAN GROUP INC COM 75023610 1287 55292 SH SHARED 43717 11575 D RADIAN GROUP INC COM 75023610 4685 201250 SH SHARED 201250 D RADIAN GROUP INC COM 75023610 2062 88590 SH SHARED 01 58820 29770 D RADIAN GROUP INC COM 75023610 94 4056 SH SHARED 02 4056 D RADIAN GROUP INC COM 75023610 285 12270 SH SHARED 04 12270 D RADIAN GROUP INC COM 75023610 76 3290 SH SHARED 06 2050 1240 D RADIAN GROUP INC COM 75023610 172 7400 SH SHARED 10 7400 D RADIAN GROUP INC COM 75023610 113 4868 SH SHARED 14 4868 D RADIAN GROUP INC COM 75023610 2471 106165 SH SHARED 19 106165 D RADIANT SYSTEMS INC COM 75025N10 93 5927 SH SHARED 5927 D RADIANT SYSTEMS INC COM 75025N10 3 232 SH SHARED 02 232 D RADIATION THERAPY SVCS INC COM 75032320 11 568 SH SHARED 568 D RADIATION THERAPY SVCS INC COM 75032320 118 5671 SH SHARED 02 5671 D RADIATION THERAPY SVCS INC COM 75032320 110 5284 SH SHARED 10 5284 D RADIO ONE INC CL A 75040P10 0 1 SH SHARED 01 1 D RADIO ONE INC CL D NON VTG 75040P40 263 70514 SH SHARED 70514 D RADIO ONE INC CL D NON VTG 75040P40 103 27700 SH SHARED 10 27700 D RADIO ONE INC CL D NON VTG 75040P40 546 146600 SH SHARED 14 146600 D RADIOSHACK CORP COM 75043810 2542 123069 SH SHARED 123069 D RADIOSHACK CORP COM 75043810 411 19895 SH SHARED 01 19895 D RADIOSHACK CORP COM 75043810 1564 75743 SH SHARED 02 75743 D RADIOSHACK CORP COM 75043810 976 47250 SH SHARED 06 46550 700 D RADIOSHACK CORP COM 75043810 29534 1429540 SH SHARED 10 1408440 21100 D RADIOSHACK CORP COM 75043810 258 12530 SH SHARED 14 12530 D RADISYS CORP COM 75045910 12 1014 SH SHARED 1014 D RADNET INC COM 75049110 48 5407 SH SHARED 5407 D RADNET INC COM 75049110 68 7650 SH SHARED 02 7650 D RAE SYS INC COM 75061P10 9 2807 SH SHARED 2807 D RADYNE CORP COM NEW 75061140 928 87921 SH SHARED 87921 D RAINING DATA CORP COM 75087R10 0 210 SH SHARED 210 D RAINIER PAC FINL GROUP INC COM 75087U10 2 145 SH SHARED 145 D RAINMAKER SYSTEMS COM NEW 75087530 212 24550 SH SHARED 24550 D RAMBUS INC DEL NOTE 2/0 750917AB 5906 5785000 PRN SHARED 5785000 D RAMBUS INC DEL COM 75091710 1090 57068 SH SHARED 57068 D RAMBUS INC DEL COM 75091710 40 2100 SH SHARED 01 1100 1000 D RAMBUS INC DEL COM 75091710 251 13181 SH SHARED 02 13181 D RAMBUS INC DEL COM 75091710 11 600 SH SHARED 10 600 D RALCORP HLDGS INC NEW COM 75102810 1366 24479 SH SHARED 24479 D RALCORP HLDGS INC NEW COM 75102810 46 825 SH SHARED 01 825 D RALCORP HLDGS INC NEW COM 75102810 27 500 SH SHARED 02 500 D RALCORP HLDGS INC NEW COM 75102810 28356 508000 SH SHARED 10 508000 D RALCORP HLDGS INC NEW COM 75102810 2742 49137 SH SHARED 16 49137 D RALCORP HLDGS INC NEW COM 75102810 78 1400 SH SHARED 21 1400 D RALCORP HLDGS INC NEW COM 75102810 7 133 SH SHR/OTHR 23 133 D RAM ENERGY RESOURCES INC COM 75130P10 1 396 SH SHARED 396 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 25 821 SH SHARED 821 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 1 49 SH SHARED 02 49 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 149 4800 SH SHARED 10 4800 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 28818 922500 SH SHARED 11 922500 D RAMTRON INTL CORP COM NEW 75190730 1 502 SH SHARED 502 D RANDGOLD RES LTD ADR 75234430 1639 49324 SH SHARED 49324 D RANDGOLD RES LTD ADR 75234430 1329 40000 SH SHARED 04 40000 D RANDGOLD RES LTD ADR 75234430 20418 614260 SH SHARED 10 614260 D RANGE RES CORP COM 75281A10 2010 49451 SH SHARED 49451 D RANGE RES CORP COM 75281A10 52 1300 SH SHARED 01 1300 D RANGE RES CORP COM 75281A10 326 8033 SH SHARED 02 6743 1290 D RANGE RES CORP COM 75281A10 170 4200 SH SHARED 06 3200 1000 D RANGE RES CORP COM 75281A10 2871 70616 SH SHARED 10 70616 D RARE HOSPITALITY INTL INC COM 75382010 200 5274 SH SHARED 5274 D RARE HOSPITALITY INTL INC COM 75382010 106 2795 SH SHARED 01 2795 D RASER TECHNOLOGIES INC COM 75405510 96 7481 SH SHARED 7481 D RASER TECHNOLOGIES INC COM 75405510 0 33 SH SHARED 02 33 D RAVEN INDS INC COM 75421210 32 805 SH SHARED 805 D RAVEN INDS INC COM 75421210 1 27 SH SHARED 02 27 D RAYMOND JAMES FINANCIAL INC COM 75473010 4162 126714 SH SHARED 126714 D RAYMOND JAMES FINANCIAL INC COM 75473010 1003 30550 SH SHARED 01 1625 28925 D RAYMOND JAMES FINANCIAL INC COM 75473010 293 8937 SH SHARED 02 8937 D RAYMOND JAMES FINANCIAL INC COM 75473010 1296 39472 SH SHARED 10 39472 D RAYMOND JAMES FINANCIAL INC COM 75473010 98 3000 SH SHARED 21 3000 D RAYONIER INC COM 75490710 53 1120 SH SHARED 1120 D RAYONIER INC COM 75490710 7560 157373 SH SHARED 157373 D RAYONIER INC COM 75490710 1293 26917 SH SHARED 01 2506 24411 D RAYONIER INC COM 75490710 254 5307 SH SHARED 02 5307 D RAYONIER INC COM 75490710 12034 250515 SH SHARED 04 250515 D RAYONIER INC COM 75490710 62 1302 SH SHARED 06 1302 D RAYONIER INC COM 75490710 245 5102 SH SHARED 10 5102 D RAYTHEON CO *W EXP 06/16/201 75511111 3354 120966 SH SHARED 02 120966 D RAYTHEON CO *W EXP 06/16/201 75511111 3 133 SH SHARED 10 133 D RAYTHEON CO COM NEW 75511150 390 6120 SH SHARED 920 5200 D RAYTHEON CO COM NEW 75511150 62834 984555 SH SHARED 984555 D RAYTHEON CO COM NEW 75511150 4166 65278 SH SHARED 01 64744 534 D RAYTHEON CO COM NEW 75511150 62 987 SH SHR/OTHR 01 987 D RAYTHEON CO COM NEW 75511150 1478 23169 SH SHARED 02 23169 D RAYTHEON CO COM NEW 75511150 6062 95000 SH SHARED 05 95000 D RAYTHEON CO COM NEW 75511150 25561 400525 SH SHARED 06 10350 390175 D RAYTHEON CO COM NEW 75511150 21986 344505 SH SHARED 10 344180 325 D RAYTHEON CO COM NEW 75511150 384 6027 SH SHARED 14 6027 D RAYTHEON CO COM NEW 75511150 5729 89783 SH SHARED 16 89783 D RAYTHEON CO COM NEW 75511150 32 505 SH SHARED 20 505 D RAYTHEON CO COM NEW 75511150 31 500 SH SHR/OTHR 20 500 D RAYTHEON CO COM NEW 75511150 57 900 SH SHARED 21 900 D RAYTHEON CO COM NEW 75511150 19 300 SH SHARED 22 300 D RAYTHEON CO COM NEW 75511150 95 1500 SH SHR/OTHR 22 1500 D RAYTHEON CO COM NEW 75511150 397 6225 SH SHARED 23 6225 D RAYTHEON CO COM NEW 75511150 524 8219 SH SHR/OTHR 23 8219 D RBC BEARINGS INC COM 75524B10 506 13207 SH SHARED 13207 D RBC BEARINGS INC COM 75524B10 1 35 SH SHARED 02 35 D RBC BEARINGS INC COM 75524B10 1944 50700 SH SHARED 10 50700 D READING INTERNATIONAL INC CL A 75540810 4 416 SH SHARED 416 D READING INTERNATIONAL INC CL A 75540810 3 400 SH SHARED 02 400 D READY MIX INC COM 75574710 0 42 SH SHARED 42 D REALNETWORKS INC COM 75605L10 173 25529 SH SHARED 25529 D REALNETWORKS INC COM 75605L10 29 4300 SH SHARED 01 4300 D REALNETWORKS INC COM 75605L10 241 35603 SH SHARED 02 4023 31580 D REALNETWORKS INC COM 75605L10 135 20000 SH SHARED 04 20000 D REALNETWORKS INC COM 75605L10 1115 164600 SH SHARED 10 164600 D REALTY INCOME CORP COM 75610910 4174 149347 SH SHARED 149347 D REALTY INCOME CORP COM 75610910 48 1725 SH SHARED 01 1725 D REALTY INCOME CORP COM 75610910 4 171 SH SHARED 02 171 D REALTY INCOME CORP COM 75610910 838 30000 SH SHARED 04 30000 D REALTY INCOME CORP COM 75610910 3812 136400 SH SHARED 10 136400 D REALTY INCOME CORP COM 75610910 47769 1709100 SH SHARED 11 1709100 D REAVES UTIL INCOME FD COM SH BEN INT 75615810 14611 577535 SH SHARED 577535 D RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ 17259 16500000 PRN SHARED 16500000 D RED HAT INC DBCV 0.500% 1/1 756577AB 2834 2818000 PRN SHARED 2818000 D RED HAT INC DBCV 0.500% 1/1 756577AB 201 200000 PRN SHARED 02 200000 D RED HAT INC COM 75657710 1602 80636 SH SHARED 80636 D RED HAT INC COM 75657710 698 35145 SH SHARED 01 35145 D RED HAT INC COM 75657710 445 22404 SH SHARED 02 22404 D RED HAT INC COM 75657710 1730 87095 SH SHARED 10 87095 D RED LION HOTELS CORP COM 75676410 4 411 SH SHARED 411 D RED LION HOTELS CORP COM 75676410 11678 1134955 SH SHARED 10 1134955 D RED ROBIN GOURMET BURGERS IN COM 75689M10 52 1235 SH SHARED 1235 D REDENVELOPE INC COM 75733R60 0 115 SH SHARED 115 D REDDY ICE HLDGS INC COM 75734R10 3077 116707 SH SHARED 116707 D REDDY ICE HLDGS INC COM 75734R10 0 29 SH SHARED 02 29 D REDDY ICE HLDGS INC COM 75734R10 73 2800 SH SHARED 10 2800 D REDHOOK ALE BREWERY COM 75747310 0 142 SH SHARED 142 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 1967 110230 SH SHARED 110230 D REDWOOD TR INC COM 75807540 196 5930 SH 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SHR/OTHR 21 1550 D SPDR TR UNIT SER 1 78462F10 512 3356 SH SHARED 22 3356 D SPDR TR UNIT SER 1 78462F10 11488 75292 SH SHARED 23 74162 1130 D SPDR TR UNIT SER 1 78462F10 5762 37769 SH SHR/OTHR 23 37769 D SPSS INC COM 78462K10 6365 154728 SH SHARED 154728 D SPSS INC COM 78462K10 86 2100 SH SHARED 01 2100 D SPSS INC COM 78462K10 169 4109 SH SHARED 02 4109 D SPSS INC COM 78462K10 2340 56900 SH SHARED 10 56900 D S1 CORPORATION COM 78463B10 1870 206728 SH SHARED 206728 D S1 CORPORATION COM 78463B10 27 3004 SH SHARED 02 3004 D S1 CORPORATION COM 78463B10 461 51000 SH SHARED 10 51000 D SPDR INDEX SHS FDS DJWS INTL REAL 78463X86 4 70 SH SHARED 01 70 D SPX CORP COM 78463510 36813 397726 SH SHARED 397726 D SPX CORP COM 78463510 3482 37620 SH SHARED 01 7954 29666 D SPX CORP COM 78463510 5291 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 4094 44237 SH SHARED 02 44237 D SPX CORP COM 78463510 233 2520 SH SHARED 06 2150 370 D SPX CORP COM 78463510 5424 58610 SH SHARED 10 47410 11200 D SPDR 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SHARED 06 1750 3460 D ST JOE CO COM 79014810 153 4578 SH SHARED 10 4578 D ST JUDE MED INC DBCV 1.220%12/1 790849AD 5791 5700000 PRN SHARED 5700000 D ST JUDE MED INC COM 79084910 857 19459 SH SHARED 19459 D ST JUDE MED INC COM 79084910 18587 421777 SH SHARED 419327 2450 D ST JUDE MED INC COM 79084910 16003 363128 SH SHARED 01 221025 142103 D ST JUDE MED INC COM 79084910 2291 52005 SH SHR/OTHR 01 52005 D ST JUDE MED INC COM 79084910 6499 147472 SH SHARED 02 147472 D ST JUDE MED INC COM 79084910 4944 112200 SH SHARED 04 112200 D ST JUDE MED INC COM 79084910 504 11440 SH SHARED 06 8300 3140 D ST JUDE MED INC COM 79084910 36948 838395 SH SHARED 10 831625 6770 D ST JUDE MED INC COM 79084910 3 75 SH SHR/OTHR 10 75 D ST JUDE MED INC COM 79084910 2010 45616 SH SHARED 14 2900 42716 D ST JUDE MED INC COM 79084910 244 5550 SH SHARED 15 5550 D ST JUDE MED INC COM 79084910 2967 67343 SH SHARED 20 24708 42635 D ST JUDE MED INC COM 79084910 2445 55490 SH SHR/OTHR 20 55490 D ST JUDE MED INC COM 79084910 345 7844 SH SHARED 21 7844 D ST JUDE MED INC COM 79084910 35 800 SH SHR/OTHR 21 800 D ST JUDE MED INC COM 79084910 838 19022 SH SHARED 22 13682 5340 D ST JUDE MED INC COM 79084910 162 3684 SH SHR/OTHR 22 3684 D ST JUDE MED INC COM 79084910 2142 48608 SH SHARED 23 44333 4275 D ST JUDE MED INC COM 79084910 2504 56820 SH SHR/OTHR 23 56820 D ST JUDE MED INC COM 79084910 396 9000 SH SHARED 24 9000 D ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD 2427 2500000 PRN SHARED 2500000 D ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD 7461 7684000 PRN SHARED 02 7684000 D ST MARY LD & EXPL CO COM 79222810 243 6820 SH SHARED 6820 D ST MARY LD & EXPL CO COM 79222810 11 315 SH SHARED 02 315 D ST MARY LD & EXPL CO COM 79222810 6566 184100 SH SHARED 10 184100 D SAKS INC NOTE 2.000% 3/1 79377WAL 1632 1090000 PRN SHARED 02 1090000 D SAKS INC COM 79377W10 41824 2438748 SH SHARED 2438748 D SAKS INC COM 79377W10 787 45900 SH SHARED 01 45900 D SAKS INC COM 79377W10 243 14202 SH SHARED 02 14202 D SAKS INC COM 79377W10 121 7100 SH SHARED 10 7100 D SALARY COM INC COM 79400610 3 313 SH SHARED 313 D SALEM COMMUNICATIONS CORP DE CL A 79409310 4 521 SH SHARED 521 D SALEM COMMUNICATIONS CORP DE CL A 79409310 19 2400 SH SHARED 10 2400 D SALESFORCE COM INC COM 79466L30 6200 120815 SH SHARED 120815 D SALESFORCE COM INC COM 79466L30 347 6765 SH SHARED 01 5190 1575 D SALESFORCE COM INC COM 79466L30 3427 66782 SH SHARED 02 66782 D SALESFORCE COM INC COM 79466L30 15516 302350 SH SHARED 10 302350 D SALIX PHARMACEUTICALS INC COM 79543510 540 43510 SH SHARED 41010 2500 D SALIX PHARMACEUTICALS INC COM 79543510 63 5100 SH SHARED 01 5100 D SALIX PHARMACEUTICALS INC COM 79543510 47 3850 SH SHARED 02 3850 D SALIX PHARMACEUTICALS INC COM 79543510 1174 94548 SH SHARED 10 94548 D SALIX PHARMACEUTICALS INC COM 79543510 24 1977 SH SHARED 21 1977 D SALLY BEAUTY HLDGS INC COM 79546E10 99 11811 SH SHARED 11811 D SALLY BEAUTY HLDGS INC COM 79546E10 28 3349 SH SHARED 01 3349 D SALLY BEAUTY HLDGS INC COM 79546E10 11 1410 SH SHR/OTHR 01 1410 D SALLY BEAUTY HLDGS INC COM 79546E10 1 137 SH SHARED 02 137 D SALLY BEAUTY HLDGS INC COM 79546E10 8 1000 SH SHARED 20 1000 D SAMARITAN PHARMACEUTICALS COM NEW 79586Q20 0 709 SH SHARED 709 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 2308 68300 SH SHARED 68300 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 118 3500 SH SHR/OTHR 01 3500 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 8 855 SH SHARED 855 D SANDERSON FARMS INC COM 80001310 33 793 SH SHARED 793 D SANDERSON FARMS INC COM 80001310 83 2000 SH SHARED 01 2000 D SANDERSON FARMS INC COM 80001310 81 1950 SH SHARED 02 1950 D SANDERSON FARMS INC COM 80001310 6517 156400 SH SHARED 10 156400 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 6555 6900000 PRN SHARED 6900000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 285 300000 PRN SHARED 02 300000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 21375 22500000 PRN SHARED 04 22500000 D SANDISK CORP COM 80004C10 730 13254 SH SHARED 13254 D SANDISK CORP COM 80004C10 34500 626152 SH SHARED 626152 D SANDISK CORP COM 80004C10 4352 79000 SH SHARED 01 70800 8200 D SANDISK CORP COM 80004C10 1356 24625 SH SHARED 02 24625 D SANDISK CORP COM 80004C10 7714 140000 SH SHARED 04 140000 D SANDISK CORP COM 80004C10 306 5560 SH SHARED 06 4100 1460 D SANDISK CORP COM 80004C10 46577 845331 SH SHARED 10 845331 D SANDISK CORP COM 80004C10 253 4600 SH SHARED 15 4600 D SANDISK CORP COM 80004C10 38 700 SH SHR/OTHR 20 700 D SANDISK CORP COM 80004C10 424 7700 SH SHARED 24 7700 D SANDY SPRING BANCORP INC COM 80036310 18 611 SH SHARED 611 D SANDY SPRING BANCORP INC COM 80036310 0 26 SH SHARED 02 26 D SANDY SPRING BANCORP INC COM 80036310 712 23650 SH SHARED 10 23650 D SANFILIPPO JOHN B & SON INC COM 80042210 1 219 SH SHARED 219 D SANGAMO BIOSCIENCES INC COM 80067710 330 23389 SH SHARED 23389 D SANGAMO BIOSCIENCES INC COM 80067710 137 9750 SH SHARED 02 9750 D SANMINA SCI CORP COM 80090710 611 288272 SH SHARED 288272 D SANMINA SCI CORP COM 80090710 3 1460 SH SHARED 01 1460 D SANMINA SCI CORP COM 80090710 17 8188 SH SHARED 02 8188 D SANMINA SCI CORP COM 80090710 36 17450 SH SHARED 06 13950 3500 D SANMINA SCI CORP COM 80090710 78 37000 SH SHARED 10 37000 D SANMINA SCI CORP COM 80090710 390 184107 SH SHARED 14 184107 D SANOFI AVENTIS SPONSORED ADR 80105N10 3301 77835 SH SHARED 77835 D SANOFI AVENTIS SPONSORED ADR 80105N10 19 449 SH SHARED 01 449 D SANOFI AVENTIS SPONSORED ADR 80105N10 152 3587 SH SHARED 02 3587 D SANOFI AVENTIS SPONSORED ADR 80105N10 496 11700 SH SHARED 14 11700 D SANTA MONICA MEDIA CORP COM 80250110 7151 933621 SH SHARED 933621 D SANTA MONICA MEDIA CORP *W EXP 03/27/201 80250111 134 194579 SH SHARED 194579 D SANTA MONICA MEDIA CORP UNIT 99/99/9999 80250120 127 15500 SH SHARED 15500 D SANTANDER BANCORP COM 80280910 99 7726 SH SHARED 7726 D SANTANDER BANCORP COM 80280910 0 4 SH SHARED 02 4 D SANTARUS INC COM 80281730 6 2414 SH SHARED 2414 D SANTOS LIMITED SPONSORED ADR 80302160 1 33 SH SHARED 02 33 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1 23 SH SHARED 23 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 8 150 SH SHARED 01 150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1654 28200 SH SHARED 02 28200 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2757 47000 SH SHARED 04 47000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 260 4440 SH SHARED 19 4440 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 11 200 SH SHARED 20 200 D SAPIENT CORP COM 80306210 422 62934 SH SHARED 62934 D SAPIENT CORP COM 80306210 603 90000 SH SHARED 04 90000 D SAPIENT CORP COM 80306210 51 7612 SH SHARED 10 7612 D SAPPI LTD SPON ADR NEW 80306920 229 15000 SH SHARED 02 15000 D SARA LEE CORP COM 80311110 71122 4261388 SH SHARED 4261388 D SARA LEE CORP COM 80311110 1547 92720 SH SHARED 01 86970 5750 D SARA LEE CORP COM 80311110 168 10075 SH SHR/OTHR 01 10075 D SARA LEE CORP COM 80311110 8640 517694 SH SHARED 02 502400 15294 D SARA LEE CORP COM 80311110 7 420 SH SHARED 05 420 D SARA LEE CORP COM 80311110 408 24450 SH SHARED 06 17700 6750 D SARA LEE CORP COM 80311110 5746 344278 SH SHARED 10 337378 6900 D SARA LEE CORP COM 80311110 115 6943 SH SHARED 14 6943 D SARA LEE CORP COM 80311110 737 44190 SH SHARED 20 8380 35810 D SARA LEE CORP COM 80311110 186 11200 SH SHR/OTHR 20 11200 D SARA LEE CORP COM 80311110 25 1500 SH SHARED 23 1500 D SARA LEE CORP COM 80311110 183 11000 SH SHR/OTHR 23 11000 D SASOL LTD SPONSORED ADR 80386630 85 2000 SH SHARED 2000 D SASOL LTD SPONSORED ADR 80386630 70 1648 SH SHARED 1648 D SATCON TECHNOLOGY CORP COM 80389310 1 1130 SH SHARED 1130 D SATYAM COMPUTER SERVICES LTD ADR 80409810 2996 115748 SH SHARED 115748 D SATYAM COMPUTER SERVICES LTD ADR 80409810 762 29469 SH SHARED 10 29469 D SATYAM COMPUTER SERVICES LTD ADR 80409810 77 3000 SH SHARED 19 3000 D SAUER-DANFOSS INC COM 80413710 141 5309 SH SHARED 5309 D SAUER-DANFOSS INC COM 80413710 0 31 SH SHARED 02 31 D SAUER-DANFOSS INC COM 80413710 8 300 SH SHARED 10 300 D SAUL CTRS INC COM 80439510 260 5050 SH SHARED 5050 D SAUL CTRS INC COM 80439510 1238 24045 SH SHARED 24045 D SAUL CTRS INC COM 80439510 0 17 SH SHARED 02 17 D SAUL CTRS INC COM 80439510 180 3500 SH SHARED 10 3500 D SAUL CTRS INC COM 80439510 45309 879800 SH SHARED 11 489950 389850 D SAUL CTRS INC COM 80439510 605 11750 SH SHR/OTHR 23 11750 D SAVANNAH BANCORP INC COM 80474810 3 147 SH SHARED 147 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 145 10029 SH SHARED 10029 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 11 767 SH SHARED 02 767 D SAVVIS INC NOTE 3.000% 5/1 805423AA 2990 3223000 PRN SHARED 3223000 D SAVVIS INC COM NEW 80542330 124 3201 SH SHARED 3201 D SAVVIS INC COM NEW 80542330 606 15625 SH SHARED 01 15625 D SAVVIS INC COM NEW 80542330 815 21000 SH SHR/OTHR 01 21000 D SAVVIS INC COM NEW 80542330 1 31 SH SHARED 02 31 D SAVVIS INC COM NEW 80542330 656 16916 SH SHARED 10 16916 D SCANA CORP NEW COM 80589M10 6277 162054 SH SHARED 162054 D SCANA CORP NEW COM 80589M10 1515 39111 SH SHARED 01 3511 35600 D SCANA CORP NEW COM 80589M10 36 933 SH SHR/OTHR 01 933 D SCANA CORP NEW COM 80589M10 228 5887 SH SHARED 02 5887 D SCANA CORP NEW COM 80589M10 113 2920 SH SHARED 06 2400 520 D SCANA CORP NEW COM 80589M10 321 8300 SH SHARED 10 8300 D SCANA CORP NEW COM 80589M10 100 2600 SH SHARED 23 2600 D SCANA CORP NEW COM 80589M10 315 8150 SH SHR/OTHR 23 8150 D SCANSOURCE INC COM 80603710 444 15823 SH SHARED 15823 D SCANSOURCE INC COM 80603710 10403 370100 SH SHARED 10 370100 D SCHAWK INC CL A 80637310 14 622 SH SHARED 622 D SCHAWK INC CL A 80637310 58 2595 SH SHARED 01 2595 D SCHAWK INC CL A 80637310 910 40328 SH SHARED 02 40328 D SCHAWK INC CL A 80637310 6655 294900 SH SHARED 10 294900 D SCHAWK INC CL A 80637310 31 1391 SH SHARED 21 1391 D SCHEIN HENRY INC COM 80640710 5780 95018 SH SHARED 95018 D SCHEIN HENRY INC COM 80640710 1855 30500 SH SHARED 01 3300 27200 D SCHEIN HENRY INC COM 80640710 471 7743 SH SHARED 02 7743 D SCHEIN HENRY INC COM 80640710 5379 88423 SH SHARED 10 88423 D SCHEIN HENRY INC COM 80640710 106 1750 SH SHARED 21 1750 D SCHERING PLOUGH CORP COM 80660510 4745 150037 SH SHARED 115618 34419 D SCHERING PLOUGH CORP COM 80660510 220026 6956248 SH SHARED 6955448 800 D SCHERING PLOUGH CORP COM 80660510 58674 1855041 SH SHARED 01 361870 1493171 D SCHERING PLOUGH CORP COM 80660510 23 750 SH SHR/OTHR 01 750 D SCHERING PLOUGH CORP COM 80660510 4487 141879 SH SHARED 02 141879 D SCHERING PLOUGH CORP COM 80660510 996 31520 SH SHARED 04 31520 D SCHERING PLOUGH CORP COM 80660510 59242 1873000 SH SHARED 04 1873000 D SCHERING PLOUGH CORP COM 80660510 334851 10586500 SH SHARED 06 6500 10580000 D SCHERING PLOUGH CORP COM 80660510 93752 2964032 SH SHARED 10 2962032 2000 D SCHERING PLOUGH CORP COM 80660510 37 1200 SH SHR/OTHR 10 1200 D SCHERING PLOUGH CORP COM 80660510 1432 45300 SH SHARED 14 45300 D SCHERING PLOUGH CORP COM 80660510 8568 270901 SH SHARED 19 270901 D SCHERING PLOUGH CORP COM 80660510 6671 210934 SH SHARED 20 32117 178817 D SCHERING PLOUGH CORP COM 80660510 208 6600 SH SHR/OTHR 20 6600 D SCHERING PLOUGH CORP COM 80660510 76 2429 SH SHARED 21 2429 D SCHERING PLOUGH CORP COM 80660510 20082 634920 SH SHARED 22 634920 D SCHERING PLOUGH CORP COM 80660510 63 2000 SH SHARED 23 2000 D SCHERING PLOUGH CORP COM 80660510 1170 37000 SH SHR/OTHR 23 37000 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 107801 388500 SH SHARED 388500 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 10639 38345 SH SHARED 02 38345 D SCHIFF NUTRITION INTL INC COM 80669310 1 286 SH SHARED 286 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 2898 1000000 PRN SHARED 1000000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 524 200000 PRN SHARED 02 200000 D SCHLUMBERGER LTD COM 80685710 8150 77627 SH SHARED 58847 18780 D SCHLUMBERGER LTD COM 80685710 330 3144 SH SHR/OTHR 3144 D SCHLUMBERGER LTD COM 80685710 183865 1751096 SH SHARED 1730531 20565 D SCHLUMBERGER LTD COM 80685710 20365 193954 SH SHARED 01 147323 46631 D SCHLUMBERGER LTD COM 80685710 1727 16450 SH SHR/OTHR 01 16450 D SCHLUMBERGER LTD COM 80685710 7145 68049 SH SHARED 02 68049 D SCHLUMBERGER LTD COM 80685710 400522 3814500 SH SHARED 04 3814500 D SCHLUMBERGER LTD COM 80685710 16406 156250 SH SHARED 05 156250 D SCHLUMBERGER LTD COM 80685710 25581 243630 SH SHARED 06 61550 182080 D SCHLUMBERGER LTD COM 80685710 231325 2203098 SH SHARED 10 2046748 156350 D SCHLUMBERGER LTD COM 80685710 9832 93642 SH SHARED 14 30350 63292 D SCHLUMBERGER LTD COM 80685710 840 8000 SH SHARED 15 8000 D SCHLUMBERGER LTD COM 80685710 2100 20000 SH SHARED 16 20000 D SCHLUMBERGER LTD COM 80685710 378 3600 SH SHARED 19 3600 D SCHLUMBERGER LTD COM 80685710 2759 26280 SH SHARED 20 16008 10272 D SCHLUMBERGER LTD COM 80685710 924 8800 SH SHR/OTHR 20 8800 D SCHLUMBERGER LTD COM 80685710 325 3096 SH SHARED 21 3096 D SCHLUMBERGER LTD COM 80685710 840 8000 SH SHR/OTHR 21 8000 D SCHLUMBERGER LTD COM 80685710 1137 10835 SH SHARED 22 7225 3610 D SCHLUMBERGER LTD COM 80685710 94 900 SH SHR/OTHR 22 900 D SCHLUMBERGER LTD COM 80685710 9784 93190 SH SHARED 23 88990 4200 D SCHLUMBERGER LTD COM 80685710 14967 142551 SH SHR/OTHR 23 142551 D SCHLUMBERGER LTD COM 80685710 1741 16582 SH SHARED 24 16582 D SCHMITT INDS INC ORE COM NEW 80687020 0 54 SH SHARED 54 D SCHNITZER STL INDS CL A 80688210 14 201 SH SHARED 201 D SCHNITZER STL INDS CL A 80688210 74 1012 SH SHARED 1012 D SCHNITZER STL INDS CL A 80688210 1062 14500 SH SHARED 01 14500 D SCHNITZER STL INDS CL A 80688210 696 9500 SH SHR/OTHR 01 9500 D SCHNITZER STL INDS CL A 80688210 5 70 SH SHARED 02 70 D SCHNITZER STL INDS CL A 80688210 3132 42743 SH SHARED 04 42743 D SCHNITZER STL INDS CL A 80688210 26 368 SH SHARED 06 368 D SCHNITZER STL INDS CL A 80688210 439 6000 SH SHARED 10 6000 D SCHOLASTIC CORP COM 80706610 811 23288 SH SHARED 23288 D SCHOLASTIC CORP COM 80706610 491 14100 SH SHARED 01 2900 11200 D SCHOLASTIC CORP COM 80706610 176 5075 SH SHARED 02 5075 D SCHOLASTIC CORP COM 80706610 5127 147100 SH SHARED 10 147100 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 6480 6474000 PRN SHARED 02 6474000 D SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL 1951 2050000 PRN SHARED 02 2050000 D SCHOOL SPECIALTY INC COM 80786310 78 2263 SH SHARED 2263 D SCHOOL SPECIALTY INC COM 80786310 0 1 SH SHARED 02 1 D SCHOOL SPECIALTY INC COM 80786310 128 3700 SH SHARED 10 3700 D SCHULMAN A INC COM 80819410 10374 525842 SH SHARED 525842 D SCHULMAN A INC COM 80819410 59 3030 SH SHARED 02 3030 D SCHULMAN A INC COM 80819410 260 13200 SH SHARED 10 13200 D SCHWAB CHARLES CORP NEW COM 80851310 70424 3260369 SH SHARED 3260369 D SCHWAB CHARLES CORP NEW COM 80851310 4654 215476 SH SHARED 01 215476 D SCHWAB CHARLES CORP NEW COM 80851310 1458 67543 SH SHARED 02 67543 D SCHWAB CHARLES CORP NEW COM 80851310 48492 2245000 SH SHARED 04 2245000 D SCHWAB CHARLES CORP NEW COM 80851310 8 380 SH SHARED 05 380 D SCHWAB CHARLES CORP NEW COM 80851310 745 34510 SH SHARED 06 25200 9310 D SCHWAB CHARLES CORP NEW COM 80851310 9935 459996 SH SHARED 10 459996 D SCHWAB CHARLES CORP NEW COM 80851310 3345 154900 SH SHARED 14 16800 138100 D SCHWAB CHARLES CORP NEW COM 80851310 319 14800 SH SHR/OTHR 23 14800 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 17 740 SH SHARED 740 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 12 551 SH SHARED 01 551 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 27 1200 SH SHARED 02 1200 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 53 2300 SH SHARED 10 2300 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 23 20 D SCICLONE PHARMACEUTICALS INC COM 80862K10 1 959 SH SHARED 959 D SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA 1093 1020000 PRN SHARED 02 1020000 D SCIELE PHARMA INC COM 80862710 424 16307 SH SHARED 16307 D SCIELE PHARMA INC COM 80862710 136 5250 SH SHARED 01 1400 3850 D SCIELE PHARMA INC COM 80862710 1092 42000 SH SHARED 10 42000 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 1 1000 PRN SHARED 02 1000 D SCIENTIFIC GAMES CORP CL A 80874P10 543 14450 SH SHARED 14450 D SCIENTIFIC GAMES CORP CL A 80874P10 86676 2305236 SH SHARED 2305236 D SCIENTIFIC GAMES CORP CL A 80874P10 710 18900 SH SHARED 01 18900 D SCIENTIFIC GAMES CORP CL A 80874P10 127 3391 SH SHARED 02 3391 D SCIENTIFIC GAMES CORP CL A 80874P10 124 3300 SH SHARED 10 3300 D SCIENTIFIC LEARNING CORP COM 80876010 2 386 SH SHARED 386 D SCOTTS MIRACLE GRO CO CL A 81018610 1183 27685 SH SHARED 27685 D SCOTTS MIRACLE GRO CO CL A 81018610 982 22975 SH SHARED 01 5300 17675 D SCOTTS MIRACLE GRO CO CL A 81018610 217 5088 SH SHARED 02 5088 D SCOTTS MIRACLE GRO CO CL A 81018610 3462 80994 SH SHARED 10 80994 D SCOTTS MIRACLE GRO CO CL A 81018610 24 570 SH SHARED 20 570 D SCOTTS MIRACLE GRO CO CL A 81018610 64 1500 SH SHARED 21 1500 D SCOTTS MIRACLE GRO CO CL A 81018610 4 105 SH SHARED 22 105 D SCOTTS MIRACLE GRO CO CL A 81018610 4 100 SH SHR/OTHR 23 100 D SCRIPPS E W CO OHIO CL A 81105420 6906 164432 SH SHARED 164432 D SCRIPPS E W CO OHIO CL A 81105420 389 9270 SH SHARED 01 9270 D SCRIPPS E W CO OHIO CL A 81105420 169 4037 SH SHARED 02 4037 D SCRIPPS E W CO OHIO CL A 81105420 2112 50300 SH SHARED 10 50300 D SEABOARD CORP COM 81154310 570 291 SH SHARED 291 D SEABOARD CORP COM 81154310 1240 633 SH SHARED 10 633 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 207 12153 SH SHARED 12153 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 59 3500 SH SHARED 01 3500 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 2388 139900 SH SHARED 10 139900 D SEACHANGE INTL INC COM 81169910 9 1369 SH SHARED 1369 D SEACOAST BKG CORP FLA COM 81170730 27 1449 SH SHARED 1449 D SEACOAST BKG CORP FLA COM 81170730 0 24 SH SHARED 02 24 D SEACOAST BKG CORP FLA COM 81170730 108 5800 SH SHARED 10 5800 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1396 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 698 500000 PRN SHARED 02 500000 D SEACOR HOLDINGS INC COM 81190410 2135 22451 SH SHARED 22451 D SEACOR HOLDINGS INC COM 81190410 41 432 SH SHARED 01 432 D SEACOR HOLDINGS INC COM 81190410 13 146 SH SHARED 02 146 D SEACOR HOLDINGS INC COM 81190410 494 5200 SH SHARED 10 5200 D SEABRIDGE GOLD INC COM 81191610 56 1868 SH SHARED 1868 D SEALED AIR CORP NEW COM 81211K10 5467 213898 SH SHARED 213898 D SEALED AIR CORP NEW COM 81211K10 904 35373 SH SHARED 01 35373 D SEALED AIR CORP NEW COM 81211K10 140 5487 SH SHARED 02 5487 D SEALED AIR CORP NEW COM 81211K10 118 4620 SH SHARED 06 3800 820 D SEALED AIR CORP NEW COM 81211K10 7562 295868 SH SHARED 10 295668 200 D SEALED AIR CORP NEW COM 81211K10 85 3337 SH SHARED 14 3337 D SEALY CORP COM 81213930 38 2740 SH SHARED 2740 D SEALY CORP COM 81213930 1 136 SH SHARED 02 136 D SEALY CORP COM 81213930 61 4400 SH SHARED 10 4400 D SEARS HLDGS CORP COM 81235010 65927 518301 SH SHARED 518301 D SEARS HLDGS CORP COM 81235010 1027 8075 SH SHARED 01 8075 D SEARS HLDGS CORP COM 81235010 77321 607877 SH SHARED 02 607877 D SEARS HLDGS CORP COM 81235010 462 3637 SH SHARED 06 2600 1037 D SEARS HLDGS CORP COM 81235010 6248 49127 SH SHARED 10 49127 D SEARS HLDGS CORP COM 81235010 318 2500 SH SHARED 14 2500 D SEARS HLDGS CORP COM 81235010 3180 25000 SH SHARED 15 25000 D SEATTLE GENETICS INC COM 81257810 250 22292 SH SHARED 22292 D SEATTLE GENETICS INC COM 81257810 33 3000 SH SHR/OTHR 01 3000 D SEATTLE GENETICS INC COM 81257810 0 62 SH SHARED 02 62 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 57042 1354600 SH SHARED 1354600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 1482 35200 SH SHARED 01 35200 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 614 14600 SH SHARED 10 14600 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 95 2270 SH SHARED 23 2270 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 26961 762700 SH SHARED 762700 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 293 8300 SH SHARED 01 8300 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 20 590 SH SHARED 23 590 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 147 5282 SH SHARED 02 5282 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 19 690 SH SHARED 23 690 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 11 310 SH SHARED 23 310 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 241174 3224263 SH SHARED 3224263 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 2386 31900 SH SHARED 01 31900 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 78 1047 SH SHR/OTHR 01 1047 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 347 4640 SH SHARED 04 4640 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 5759 77000 SH SHARED 10 77000 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 13 180 SH SHARED 20 180 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 37 500 SH SHR/OTHR 23 500 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 176472 5141981 SH SHARED 5141981 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 459 13400 SH SHARED 01 13400 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 14564 424368 SH SHARED 02 424368 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 446 13000 SH SHARED 10 13000 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 21 620 SH SHARED 23 620 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 32888 800600 SH SHARED 800600 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 15 385 SH SHARED 23 385 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 509 18900 SH SHARED 18900 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 122 4530 SH SHR/OTHR 01 4530 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 19 705 SH SHARED 23 705 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 37828 950462 SH SHARED 950462 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 4975 125000 SH SHARED 02 125000 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 7522 189000 SH SHARED 10 189000 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 38 960 SH SHARED 23 960 D SECURE COMPUTING CORP COM 81370510 278 28660 SH SHARED 28660 D SECURE COMPUTING CORP COM 81370510 458 47139 SH SHARED 02 47139 D SECURE COMPUTING CORP COM 81370510 1251 128600 SH SHARED 10 128600 D SECURITY BANK CORP COM 81404710 9 739 SH SHARED 739 D SECURITY BANK CORP COM 81404710 66 5300 SH SHARED 10 5300 D SECURITY NATL FINL CORP CL A NEW 81478530 0 119 SH SHARED 119 D SECURITY W ADVANCED TECHNOLO COM 81517510 0 97 SH SHARED 97 D SELECT COMFORT CORP COM 81616X10 228 16382 SH SHARED 16382 D SELECT COMFORT CORP COM 81616X10 257 18427 SH SHARED 10 18427 D SELECT COMFORT CORP COM 81616X10 25 1838 SH SHARED 21 1838 D SELECTICA INC COM 81628810 1 763 SH SHARED 763 D SELECTIVE INS GROUP INC COM 81630010 78 3693 SH SHARED 3693 D SELECTIVE INS GROUP INC COM 81630010 3 175 SH SHARED 01 175 D SELECTIVE INS GROUP INC COM 81630010 10222 480400 SH SHARED 10 480400 D SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W10 1727 59583 SH SHARED 59583 D SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W10 18 637 SH SHARED 02 637 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 218 36450 SH SHARED 32850 3600 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 15320 400010 SH SHARED 400010 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 19 500 SH SHARED 01 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 23473 612893 SH SHARED 02 612893 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 781 20400 SH SHARED 15 20400 D SEMOTUS SOLUTIONS INC COM NEW 81684P20 0 45 SH SHARED 45 D SEMTECH CORP COM 81685010 2807 137078 SH SHARED 137078 D SEMTECH CORP COM 81685010 818 39950 SH SHARED 01 11150 28800 D SEMTECH CORP COM 81685010 61 2995 SH SHARED 02 2995 D SEMPRA ENERGY COM 81685110 13519 232612 SH SHARED 232612 D SEMPRA ENERGY COM 81685110 19358 333080 SH SHARED 01 333080 D SEMPRA ENERGY COM 81685110 637 10964 SH SHARED 02 10964 D SEMPRA ENERGY COM 81685110 56 971 SH SHARED 04 971 D SEMPRA ENERGY COM 81685110 9 170 SH SHARED 05 170 D SEMPRA ENERGY COM 81685110 1900 32700 SH SHARED 06 5900 26800 D SEMPRA ENERGY COM 81685110 103818 1786277 SH SHARED 10 1712077 74200 D SEMPRA ENERGY COM 81685110 69 1200 SH SHARED 14 1200 D SEMPRA ENERGY COM 81685110 19 330 SH SHARED 20 230 100 D SEMPRA ENERGY COM 81685110 174 3000 SH SHR/OTHR 20 3000 D SEMPRA ENERGY COM 81685110 43 751 SH SHR/OTHR 23 751 D SEMITOOL INC COM 81690910 469 48452 SH SHARED 48452 D SEMITOOL INC COM 81690910 0 38 SH SHARED 02 38 D SENECA FOODS CORP NEW CL A 81707050 3 138 SH SHARED 138 D SENECA FOODS CORP NEW CL A 81707050 29 1100 SH SHARED 02 1100 D SENESCO TECHNOLOGIES INC COM NEW 81720840 0 408 SH SHARED 408 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 472 21400 SH SHARED 21400 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 3175 143929 SH SHARED 143929 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 35 1600 SH SHARED 01 1600 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 3 141 SH SHARED 02 141 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1544 70000 SH SHARED 04 70000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 3232 146550 SH SHARED 10 146550 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 161470 7319590 SH SHARED 11 2786990 4532600 D SENOMYX INC COM 81724Q10 10889 888917 SH SHARED 888917 D SENOMYX INC COM 81724Q10 1472 120200 SH SHARED 01 120200 D SENOMYX INC COM 81724Q10 319 26071 SH SHARED 02 26071 D SENOMYX INC COM 81724Q10 1091 89080 SH SHARED 05 89080 D SENOMYX INC COM 81724Q10 1833 149700 SH SHARED 10 149700 D SENORX INC COM 81724W10 1 194 SH SHARED 194 D SENSIENT TECHNOLOGIES CORP COM 81725T10 3197 110759 SH SHARED 110759 D SENSIENT TECHNOLOGIES CORP COM 81725T10 326 11300 SH SHARED 01 11300 D SENSIENT TECHNOLOGIES CORP COM 81725T10 55 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 79 2745 SH SHARED 02 2745 D SENSIENT TECHNOLOGIES CORP COM 81725T10 554 19200 SH SHARED 10 19200 D SEPRACOR INC NOTE 12/1 817315AT 1022 1000000 PRN SHARED 02 1000000 D SEPRACOR INC NOTE 12/1 817315AU 4586 4356000 PRN SHARED 4356000 D SEPRACOR INC NOTE 12/1 817315AU 4900 4654000 PRN SHARED 02 4654000 D SEPRACOR INC NOTE 10/1 817315AW 4993 5604000 PRN SHARED 5604000 D SEPRACOR INC NOTE 10/1 817315AW 15688 17608000 PRN SHARED 02 17608000 D SEPRACOR INC COM 81731510 4799 174545 SH SHARED 171745 2800 D SEPRACOR INC COM 81731510 1302 47365 SH SHARED 01 11615 35750 D SEPRACOR INC COM 81731510 337 12257 SH SHARED 02 12257 D SEPRACOR INC COM 81731510 3291 119697 SH SHARED 04 119697 D SEPRACOR INC COM 81731510 20563 747751 SH SHARED 10 730651 17100 D SEPRACOR INC COM 81731510 550 20000 SH SHARED 15 20000 D SEPRACOR INC COM 81731510 6 250 SH SHARED 20 250 D SEPRACOR INC COM 81731510 4 175 SH SHR/OTHR 21 175 D SEPRACOR INC COM 81731510 37 1348 SH SHARED 22 348 1000 D SEQUA CORPORATION CL A 81732010 789 4760 SH SHARED 4760 D SEQUA CORPORATION CL A 81732010 513 3100 SH SHARED 01 3100 D SEQUA CORPORATION CL A 81732010 111 673 SH SHARED 02 673 D SEQUA CORPORATION CL A 81732010 314 1900 SH SHARED 10 1900 D SEQUENOM INC COM NEW 81733740 7 1000 SH SHARED 1000 D SEQUENOM INC COM NEW 81733740 214 29793 SH SHARED 29793 D SEQUENOM INC COM NEW 81733740 24 3400 SH SHARED 02 3400 D SERVICE CORP INTL COM 81756510 25 2000 SH SHARED 2000 D SERVICE CORP INTL COM 81756510 1132 87756 SH SHARED 87756 D SERVICE CORP INTL COM 81756510 58 4500 SH SHR/OTHR 01 4500 D SERVICE CORP INTL COM 81756510 34 2658 SH SHARED 02 2658 D SERVICE CORP INTL COM 81756510 206 16000 SH SHARED 10 16000 D SERVIDYNE INC COM 81765M10 0 52 SH SHARED 52 D SERVOTRONICS INC COM 81773210 0 10 SH SHARED 10 D SEVERN BANCORP ANNAPOLIS MD COM 81811M10 2 175 SH SHARED 175 D SHANDA INTERACTIVE ENTMT LTD NOTE 10/1 81941QAB 1516 1500000 PRN SHARED 02 1500000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 4610 124018 SH SHARED 124018 D SHARPER IMAGE CORP COM 82001310 25 6245 SH SHARED 6245 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 68106 2741791 SH SHARED 2741791 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 95 3840 SH SHARED 01 3840 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 9 380 SH SHARED 02 380 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 29 1200 SH SHARED 06 400 800 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 178 7200 SH SHARED 10 7200 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 379 15266 SH SHARED 14 15266 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 298 12000 SH SHARED 23 12000 D SHAW GROUP INC COM 82028010 29 500 SH SHARED 500 D SHAW GROUP INC COM 82028010 1996 34363 SH SHARED 20963 13400 D SHAW GROUP INC COM 82028010 702 12095 SH SHARED 01 12095 D SHAW GROUP INC COM 82028010 33 585 SH SHARED 02 585 D SHAW GROUP INC COM 82028010 8732 150309 SH SHARED 04 150309 D SHAW GROUP INC COM 82028010 14525 250000 SH SHARED 05 250000 D SHAW GROUP INC COM 82028010 45 781 SH SHARED 06 781 D SHAW GROUP INC COM 82028010 16037 276031 SH SHARED 10 270531 5500 D SHENANDOAH TELECOMMUNICATION COM 82312B10 25 1153 SH SHARED 1153 D SHENANDOAH TELECOMMUNICATION COM 82312B10 119 5500 SH SHARED 10 5500 D SHENGDA TECH INC COM 82321310 3 575 SH SHARED 575 D SHERWIN WILLIAMS CO COM 82434810 27767 422584 SH SHARED 404784 17800 D SHERWIN WILLIAMS CO COM 82434810 5828 88694 SH SHARED 01 87194 1500 D SHERWIN WILLIAMS CO COM 82434810 577 8786 SH SHARED 02 8786 D SHERWIN WILLIAMS CO COM 82434810 7 120 SH SHARED 05 120 D SHERWIN WILLIAMS CO COM 82434810 228 3470 SH SHARED 06 2700 770 D SHERWIN WILLIAMS CO COM 82434810 27259 414845 SH SHARED 10 407845 7000 D SHERWIN WILLIAMS CO COM 82434810 177 2700 SH SHARED 14 2700 D SHERWIN WILLIAMS CO COM 82434810 184 2810 SH SHARED 20 1000 1810 D SHERWIN WILLIAMS CO COM 82434810 192 2925 SH SHARED 21 2925 D SHERWIN WILLIAMS CO COM 82434810 2 45 SH SHARED 23 45 D SHERWIN WILLIAMS CO COM 82434810 29 450 SH SHR/OTHR 23 450 D SHILOH INDS INC COM 82454310 1 151 SH SHARED 151 D SHILOH INDS INC COM 82454310 3 350 SH SHARED 02 350 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 1819 14178 SH SHARED 14178 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 22 175 SH SHARED 02 175 D SHIRE PLC SPONSORED ADR 82481R10 2345 31702 SH SHARED 31702 D SHIRE PLC SPONSORED ADR 82481R10 3537 47817 SH SHARED 02 47817 D SHIRE PLC SPONSORED ADR 82481R10 295 4000 SH SHARED 04 4000 D SHIRE PLC SPONSORED ADR 82481R10 6337 85660 SH SHARED 10 85660 D SHOE CARNIVAL INC COM 82488910 876 55551 SH SHARED 55551 D SHOE CARNIVAL INC COM 82488910 20 1300 SH SHARED 01 1300 D SHOE CARNIVAL INC COM 82488910 74 4693 SH SHARED 02 4693 D SHOE CARNIVAL INC COM 82488910 271 17200 SH SHARED 10 17200 D SHOE PAVILION INC COM 82489410 0 152 SH SHARED 152 D SHORE BANCSHARES INC COM 82510710 4 203 SH SHARED 203 D SHORETEL INC COM 82521110 2 202 SH SHARED 202 D SHORETEL INC COM 82521110 28 1980 SH SHARED 02 1980 D SHUFFLE MASTER INC COM 82554910 230 15432 SH SHARED 15432 D SHUFFLE MASTER INC COM 82554910 81 5420 SH SHARED 01 5420 D SHUTTERFLY INC COM 82568P30 21 666 SH SHARED 666 D SHUTTERFLY INC COM 82568P30 0 20 SH SHARED 02 20 D SIEBERT FINL CORP COM 82617610 0 63 SH SHARED 63 D SIEBERT FINL CORP COM 82617610 0 10 SH SHARED 02 10 D SIEMENS A G SPONSORED ADR 82619750 782 5700 SH SHARED 5700 D SIEMENS A G SPONSORED ADR 82619750 23 171 SH SHARED 01 21 150 D SIEMENS A G SPONSORED ADR 82619750 321 2343 SH SHARED 02 2343 D SIEMENS A G SPONSORED ADR 82619750 27 200 SH SHARED 20 200 D SIEMENS A G SPONSORED ADR 82619750 205 1500 SH SHARED 23 1500 D SIEMENS A G SPONSORED ADR 82619750 27 200 SH SHR/OTHR 23 200 D SIERRA BANCORP COM 82620P10 9 316 SH SHARED 316 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 14840 3217000 PRN SHARED 3217000 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 2163 469000 PRN SHARED 02 469000 D SIERRA HEALTH SVCS INC COM 82632210 18829 446294 SH SHARED 446294 D SIERRA HEALTH SVCS INC COM 82632210 29 700 SH SHARED 01 700 D SIERRA HEALTH SVCS INC COM 82632210 11 274 SH SHARED 02 274 D SIERRA HEALTH SVCS INC COM 82632210 603 14300 SH SHARED 10 14300 D SIERRA PAC RES NEW COM 82642810 2492 158427 SH SHARED 158427 D SIERRA PAC RES NEW COM 82642810 1233 78440 SH SHARED 01 10440 68000 D SIERRA PAC RES NEW COM 82642810 561 35692 SH SHARED 02 35692 D SIERRA PAC RES NEW COM 82642810 6716 427000 SH SHARED 10 427000 D SIERRA PAC RES NEW COM 82642810 26 1716 SH SHARED 21 1716 D SIERRA WIRELESS INC COM 82651610 662 31438 SH SHARED 31438 D SIFCO INDS INC COM 82654610 150 9569 SH SHARED 9569 D SIFY LTD SPONSORED ADR 82655M10 1022 120236 SH SHARED 120236 D SIGMA ALDRICH CORP COM 82655210 4156 85285 SH SHARED 85285 D SIGMA ALDRICH CORP COM 82655210 782 16064 SH SHARED 01 13564 2500 D SIGMA ALDRICH CORP COM 82655210 36 750 SH SHR/OTHR 01 750 D SIGMA ALDRICH CORP COM 82655210 336 6894 SH SHARED 02 6894 D SIGMA ALDRICH CORP COM 82655210 189 3880 SH SHARED 06 3200 680 D SIGMA ALDRICH CORP COM 82655210 13533 277658 SH SHARED 10 277658 D SIGMA ALDRICH CORP COM 82655210 949 19473 SH SHARED 20 11860 7613 D SIGMA ALDRICH CORP COM 82655210 112 2300 SH SHR/OTHR 20 2300 D SIGMA ALDRICH CORP COM 82655210 9 200 SH SHARED 23 200 D SIGMA ALDRICH CORP COM 82655210 175 3600 SH SHR/OTHR 23 3600 D SIGMA DESIGNS INC COM 82656510 1207 25037 SH SHARED 25037 D SIGMA DESIGNS INC COM 82656510 47 975 SH SHARED 01 975 D SIGMA DESIGNS INC COM 82656510 4121 85432 SH SHARED 02 85432 D SIGMATRON INTL INC COM 82661L10 1 87 SH SHARED 87 D SIGMATEL INC COM 82661W10 2 1007 SH SHARED 1007 D SIGNATURE BK NEW YORK N Y COM 82669G10 56 1614 SH SHARED 1614 D SIGNATURE BK NEW YORK N Y COM 82669G10 228 6500 SH SHARED 10 6500 D SIGNALIFE INC COM 82669P10 1 661 SH SHARED 661 D SIGA TECHNOLOGIES INC COM 82691710 2 669 SH SHARED 669 D SILICON LABORATORIES INC COM 82691910 2061 49374 SH SHARED 49374 D SILICON LABORATORIES INC COM 82691910 1150 27540 SH SHARED 01 11340 16200 D SILICON LABORATORIES INC COM 82691910 119 2866 SH SHARED 02 2866 D SILICON LABORATORIES INC COM 82691910 125 3000 SH SHARED 10 3000 D SILGAN HOLDINGS INC COM 82704810 61 1146 SH SHARED 1146 D SILGAN HOLDINGS INC COM 82704810 2 41 SH SHARED 02 41 D SILGAN HOLDINGS INC COM 82704810 5719 106400 SH SHARED 10 106400 D SILICON IMAGE INC COM 82705T10 21 4209 SH SHARED 4209 D SILICON IMAGE INC COM 82705T10 0 148 SH SHARED 02 148 D SILICON IMAGE INC COM 82705T10 0 100 SH SHARED 10 100 D SILICON GRAPHICS INC COM NEW 82705630 1347 68237 SH SHARED 68237 D SILICON STORAGE TECHNOLOGY I COM 82705710 13 4254 SH SHARED 4254 D SILICON STORAGE TECHNOLOGY I COM 82705710 108 33600 SH SHARED 01 33600 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 16151 717531 SH SHARED 717531 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 635 52514 SH SHARED 52514 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 4 345 SH SHARED 02 345 D SILVER STD RES INC COM 82823L10 276 7416 SH SHARED 7416 D SILVER STD RES INC COM 82823L10 1118 30000 SH SHARED 04 30000 D SILVER STD RES INC COM 82823L10 86 2330 SH SHARED 21 2330 D SILVER STATE BANCORP COM 82825110 4 257 SH SHARED 257 D SILVER WHEATON CORP COM 82833610 2470 176181 SH SHARED 176181 D SILVER WHEATON CORP COM 82833610 427 30515 SH SHARED 01 30515 D SILVER WHEATON CORP COM 82833610 5530 394450 SH SHARED 02 370000 24450 D SILVER WHEATON CORP COM 82833610 7150 510000 SH SHARED 04 510000 D SILVER WHEATON CORP COM 82833610 18140 1293900 SH SHARED 10 1293900 D SILVER WHEATON CORP COM 82833610 7 500 SH SHARED 19 500 D SILVERLEAF RESORTS INC COM 82839510 2 512 SH SHARED 512 D SILVERLEAF RESORTS INC COM 82839510 9 1800 SH SHARED 02 1800 D SIMCLAR INC COM 82859910 0 43 SH SHARED 43 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 15 572 SH SHARED 572 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 0 19 SH SHARED 02 19 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 194 7400 SH SHARED 10 7400 D SIMON PPTY GROUP INC NEW COM 82880610 4120 41200 SH SHARED 41200 D SIMON PPTY GROUP INC NEW COM 82880610 44242 442420 SH SHARED 436420 6000 D SIMON PPTY GROUP INC NEW COM 82880610 2713 27133 SH SHARED 01 26733 400 D SIMON PPTY GROUP INC NEW COM 82880610 260 2608 SH SHR/OTHR 01 2608 D SIMON PPTY GROUP INC NEW COM 82880610 581 5814 SH SHARED 02 5814 D SIMON PPTY GROUP INC NEW COM 82880610 5000 50000 SH SHARED 04 50000 D SIMON PPTY GROUP INC NEW COM 82880610 35051 350515 SH SHARED 10 339625 10890 D SIMON PPTY GROUP INC NEW COM 82880610 935849 9358494 SH SHARED 11 4842877 4515617 D SIMON PPTY GROUP INC NEW COM 82880610 488 4886 SH SHARED 14 4886 D SIMON PPTY GROUP INC NEW COM 82880610 670 6700 SH SHARED 20 1160 5540 D SIMON PPTY GROUP INC NEW COM 82880610 448 4480 SH SHR/OTHR 20 4480 D SIMON PPTY GROUP INC NEW COM 82880610 15 150 SH SHARED 22 150 D SIMON PPTY GROUP INC NEW COM 82880610 260 2600 SH SHARED 23 2600 D SIMON PPTY GROUP INC NEW COM 82880610 50 500 SH SHR/OTHR 23 500 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 95693 1189771 SH SHARED 1189771 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 4 60 SH SHARED 01 60 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 185 2310 SH SHR/OTHR 01 2310 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 1134 14103 SH SHARED 02 14103 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 84 1050 SH SHARED 23 1050 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 40 498 SH SHR/OTHR 23 498 D SIMPSON MANUFACTURING CO INC COM 82907310 54 1701 SH SHARED 1701 D SIMPSON MANUFACTURING CO INC COM 82907310 103 3265 SH SHARED 02 3265 D SIMPSON MANUFACTURING CO INC COM 82907310 166 5220 SH SHARED 10 5220 D SIMTEK CORP COM NEW 82920430 1 346 SH SHARED 346 D SIMULATIONS PLUS INC COM 82921410 1 89 SH SHARED 89 D SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU 1876 1990000 PRN SHARED 02 1990000 D SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW 215343 2297000 SH SHARED 02 2297000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 329 27389 SH SHARED 27389 D SINCLAIR BROADCAST GROUP INC CL A 82922610 14 1200 SH SHARED 10 1200 D SINGAPORE FD INC COM 82929L10 0 40 SH SHARED 40 D SINGAPORE FD INC COM 82929L10 187 9940 SH SHR/OTHR 01 9940 D SINGAPORE FD INC COM 82929L10 395 20978 SH SHR/OTHR 23 20978 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 1571 19363 SH SHARED 19363 D SIRONA DENTAL SYSTEMS INC COM 82966C10 26 731 SH SHARED 731 D SIRONA DENTAL SYSTEMS INC COM 82966C10 1 32 SH SHARED 02 32 D SIRONA DENTAL SYSTEMS INC COM 82966C10 3 100 SH SHARED 10 100 D SIRENZA MICRODEVICES INC COM 82966T10 509 29479 SH SHARED 29479 D SIRENZA MICRODEVICES INC COM 82966T10 1730 100069 SH SHARED 02 100069 D SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD 1240 1304000 PRN SHARED 02 1304000 D SIRIUS SATELLITE RADIO INC COM 82966U10 960 275172 SH SHARED 275172 D SIRIUS SATELLITE RADIO INC COM 82966U10 176 50445 SH SHARED 01 22445 28000 D SIRIUS SATELLITE RADIO INC COM 82966U10 17 4879 SH SHARED 02 4879 D SIRIUS SATELLITE RADIO INC COM 82966U10 122 35230 SH SHARED 06 28500 6730 D SIRIUS SATELLITE RADIO INC COM 82966U10 269 77200 SH SHARED 10 77200 D SIRIUS SATELLITE RADIO INC COM 82966U10 92 26600 SH SHARED 14 26600 D SIRIUS SATELLITE RADIO INC COM 82966U10 3 1000 SH SHARED 20 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 12 3500 SH SHR/OTHR 23 3500 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 3210 150373 SH SHARED 150373 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 229 10740 SH SHARED 01 10740 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 1816 85085 SH SHARED 02 85085 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 110219 5162500 SH SHARED 04 5162500 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 13298 622900 SH SHARED 10 622900 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 469 22000 SH SHARED 14 22000 D SIRVA INC COM 82967Y10 0 755 SH SHARED 755 D SIRTRIS PHARMACEUTICALS INC COM 82968A10 1212 71004 SH SHARED 71004 D SIRTRIS PHARMACEUTICALS INC COM 82968A10 61 3600 SH SHARED 02 3600 D SIX FLAGS INC COM 83001P10 71 20572 SH SHARED 20572 D SIX FLAGS INC COM 83001P10 95 27500 SH SHARED 10 27500 D SIX FLAGS INC PIERS 83001P50 18671 887015 SH SHARED 887015 D SKECHERS U S A INC CL A 83056610 1196 54158 SH SHARED 54158 D SKECHERS U S A INC CL A 83056610 658 29800 SH SHARED 01 29800 D SKECHERS U S A INC CL A 83056610 152 6900 SH SHARED 02 6900 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 14 949 SH SHARED 949 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 96 6123 SH SHARED 02 6123 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 1077 68400 SH SHARED 10 68400 D SKYLINE CORP COM 83083010 15 528 SH SHARED 528 D SKYLINE CORP COM 83083010 114 3819 SH SHARED 01 3819 D SKYLINE CORP COM 83083010 0 7 SH SHARED 02 7 D SKYWEST INC COM 83087910 76 3059 SH SHARED 3059 D SKYWEST INC COM 83087910 420 16700 SH SHARED 01 16700 D SKYWEST INC COM 83087910 8 347 SH SHARED 02 347 D SKYWEST INC COM 83087910 4311 171300 SH SHARED 10 171300 D SKYWORKS SOLUTIONS INC NOTE 1.250% 3/0 83088MAF 1036 915000 PRN SHARED 915000 D SKYWORKS SOLUTIONS INC COM 83088M10 1694 187498 SH SHARED 187498 D SKYWORKS SOLUTIONS INC COM 83088M10 113 12515 SH SHARED 01 12515 D SKYWORKS SOLUTIONS INC COM 83088M10 0 19 SH SHARED 02 19 D SKYWORKS SOLUTIONS INC COM 83088M10 2504 277000 SH SHARED 10 277000 D SLADES FERRY BANCORP COM 83089610 1 104 SH SHARED 104 D SKILLSOFT PLC SPONSORED ADR 83092810 17 2000 SH SHARED 2000 D SKILLSOFT PLC SPONSORED ADR 83092810 29 3320 SH SHARED 02 710 2610 D SMART BALANCE INC COM 83169Y10 9 776 SH SHARED 776 D SMARTPROS LTD COM 83171G10 0 103 SH SHARED 103 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 14 230 SH SHARED 230 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 2334 38122 SH SHARED 38122 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 28 462 SH SHARED 01 12 450 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 16 277 SH SHARED 02 277 D SMITH & WESSON HLDG CORP COM 83175610 142 7479 SH SHARED 7479 D SMITH & WESSON HLDG CORP COM 83175610 225 11790 SH SHARED 01 11790 D SMITH & WESSON HLDG CORP COM 83175610 1 53 SH SHARED 02 53 D SMITH A O COM 83186520 3238 73814 SH SHARED 73814 D SMITH A O COM 83186520 70 1600 SH SHARED 02 1600 D SMITH A O COM 83186520 6582 150000 SH SHARED 04 150000 D SMITH A O COM 83186520 8776 200000 SH SHARED 05 200000 D SMITH A O COM 83186520 829 18900 SH SHARED 10 18900 D SMART MOVE INC COM 83192010 0 77 SH SHARED 77 D SMITH INTL INC COM 83211010 12510 175214 SH SHARED 175214 D SMITH INTL INC COM 83211010 7345 102878 SH SHARED 01 102878 D SMITH INTL INC COM 83211010 601 8426 SH SHARED 02 8426 D SMITH INTL INC COM 83211010 470 6590 SH SHARED 06 4750 1840 D SMITH INTL INC COM 83211010 11338 158800 SH SHARED 10 158800 D SMITH MICRO SOFTWARE INC COM 83215410 158 9865 SH SHARED 9865 D SMITHFIELD FOODS INC COM 83224810 315 10000 SH SHARED 10000 D SMITHFIELD FOODS INC COM 83224810 2456 77972 SH SHARED 77972 D SMITHFIELD FOODS INC COM 83224810 1074 34100 SH SHARED 01 34100 D SMITHFIELD FOODS INC COM 83224810 820 26060 SH SHARED 02 26060 D SMITHFIELD FOODS INC COM 83224810 1611 51150 SH SHARED 10 51150 D SMITHTOWN BANCORP INC COM 83244910 5 218 SH SHARED 218 D SMITHTOWN BANCORP INC COM 83244910 13 600 SH SHARED 02 600 D SMITHWAY MTR XPRESS CORP CL A 83265310 0 67 SH SHARED 67 D SMUCKER J M CO COM NEW 83269640 2524 47261 SH SHARED 47261 D SMUCKER J M CO COM NEW 83269640 1315 24627 SH SHARED 01 8433 16194 D SMUCKER J M CO COM NEW 83269640 1 21 SH SHR/OTHR 01 21 D SMUCKER J M CO COM NEW 83269640 159 2989 SH SHARED 02 2989 D SMUCKER J M CO COM NEW 83269640 42072 787572 SH SHARED 10 787572 D SMUCKER J M CO COM NEW 83269640 3 68 SH SHARED 20 8 60 D SMUCKER J M CO COM NEW 83269640 23 440 SH SHARED 23 440 D SMUCKER J M CO COM NEW 83269640 86 1611 SH SHR/OTHR 23 1611 D SMURFIT-STONE CONTAINER CORP COM 83272710 11 1002 SH SHARED 1002 D SMURFIT-STONE CONTAINER CORP COM 83272710 4133 353914 SH SHARED 353914 D SMURFIT-STONE CONTAINER CORP COM 83272710 9 851 SH SHARED 02 851 D SMURFIT-STONE CONTAINER CORP COM 83272710 197870 16941008 SH SHARED 04 16941008 D SMURFIT-STONE CONTAINER CORP COM 83272710 1830 156740 SH SHARED 06 5500 151240 D SMURFIT-STONE CONTAINER CORP COM 83272710 1905 163100 SH SHARED 10 163100 D SMURFIT-STONE CONTAINER CORP COM 83272710 3234 276899 SH SHARED 14 133000 143899 D SMURFIT-STONE CONTAINER CORP COM 83272710 4592 393220 SH SHARED 16 393220 D SNAP ON INC COM 83303410 3785 76407 SH SHARED 76407 D SNAP ON INC COM 83303410 611 12348 SH SHARED 01 12348 D SNAP ON INC COM 83303410 242 4895 SH SHARED 02 4895 D SNAP ON INC COM 83303410 8373 169025 SH SHARED 10 132925 36100 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 13196 76333 SH SHARED 76333 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 11265 65165 SH SHARED 01 54365 10800 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 15 87 SH SHARED 02 87 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1434 8300 SH SHARED 05 8300 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1538 8900 SH SHARED 10 8900 D SOCKET COMMUNICATIONS INC COM 83367210 6 6004 SH SHARED 6004 D SOFTBRANDS INC COM 83402A10 1 866 SH SHARED 866 D SOFTBRANDS INC COM 83402A10 0 172 SH SHARED 01 172 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 583 13500 SH SHARED 01 13500 D SOHU COM INC COM 83408W10 2078 55128 SH SHARED 55128 D SOHU COM INC COM 83408W10 350 9295 SH SHARED 01 9295 D SOHU COM INC COM 83408W10 25 680 SH SHARED 02 680 D SOHU COM INC COM 83408W10 848 22500 SH SHARED 10 22500 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 1649 125593 SH SHARED 125593 D SOLECTRON CORP COM 83418210 3185 816872 SH SHARED 816872 D SOLECTRON CORP COM 83418210 352 90400 SH SHARED 01 90400 D SOLECTRON CORP COM 83418210 77 19842 SH SHARED 02 19842 D SOLECTRON CORP COM 83418210 4 1200 SH SHARED 05 1200 D SOLECTRON CORP COM 83418210 101 26080 SH SHARED 06 21300 4780 D SOLECTRON CORP COM 83418210 1486 381034 SH SHARED 10 381034 D SOLECTRON CORP COM 83418210 92 23673 SH SHARED 14 23673 D SOLERA HOLDINGS INC COM 83421A10 20 1140 SH SHARED 1140 D SOLERA HOLDINGS INC COM 83421A10 236 13127 SH SHARED 02 27 13100 D SOLITARIO RES CORP COM 83422R10 3 630 SH SHARED 630 D SOMANETICS CORP COM NEW 83444540 5 317 SH SHARED 317 D SOMANETICS CORP COM NEW 83444540 48 2630 SH SHARED 02 2630 D SOMANETICS CORP COM NEW 83444540 6194 332700 SH SHARED 10 332700 D SOMAXON PHARMACEUTICALS INC COM 83445310 3 297 SH SHARED 297 D SONESTA INTL HOTELS CORP CL A 83543840 2294 53777 SH SHARED 53777 D SONIC AUTOMOTIVE INC NOTE 4.250%11/3 83545GAK 3699 3225000 PRN SHARED 3225000 D SONIC AUTOMOTIVE INC CL A 83545G10 1406 58763 SH SHARED 58763 D SONIC AUTOMOTIVE INC CL A 83545G10 757 31650 SH SHARED 01 31150 500 D SONIC AUTOMOTIVE INC CL A 83545G10 53 2250 SH SHARED 02 2250 D SONIC AUTOMOTIVE INC CL A 83545G10 817 34155 SH SHARED 10 34155 D SONIC INNOVATIONS INC COM 83545M10 11 1244 SH SHARED 1244 D SONIC FDRY INC COM 83545R10 1 808 SH SHARED 808 D SONIC CORP COM 83545110 295 12619 SH SHARED 12619 D SONIC CORP COM 83545110 70 3020 SH SHARED 01 3020 D SONIC CORP COM 83545110 120 5163 SH SHARED 02 5163 D SONIC CORP COM 83545110 143 6115 SH SHARED 10 6115 D SONIC CORP COM 83545110 50 2173 SH SHARED 21 2173 D SONIC CORP COM 83545110 21 900 SH SHR/OTHR 22 900 D SONIC SOLUTIONS COM 83546010 372 35619 SH SHARED 35619 D SONICWALL INC COM 83547010 27 3160 SH SHARED 3160 D SONICWALL INC COM 83547010 26 3074 SH SHARED 02 3074 D SONICWALL INC COM 83547010 58 6758 SH SHARED 20 6758 D SONOCO PRODS CO COM 83549510 2983 98849 SH SHARED 98849 D SONOCO PRODS CO COM 83549510 1624 53834 SH SHARED 01 9970 43864 D SONOCO PRODS CO COM 83549510 171 5691 SH SHARED 02 5691 D SONOCO PRODS CO COM 83549510 42483 1407685 SH SHARED 04 1407685 D SONOCO PRODS CO COM 83549510 22968 761049 SH SHARED 06 761049 D SONOCO PRODS CO COM 83549510 19613 649876 SH SHARED 10 570006 79870 D SONOCO PRODS CO COM 83549510 2206 73100 SH SHARED 15 73100 D SONOCO PRODS CO COM 83549510 109 3630 SH SHARED 20 3345 285 D SONOCO PRODS CO COM 83549510 16 550 SH SHARED 22 550 D SONOCO PRODS CO COM 83549510 69 2300 SH SHARED 23 2300 D SONOCO PRODS CO COM 83549510 197 6554 SH SHR/OTHR 23 6554 D SONOSITE INC NOTE 3.750% 7/1 83568GAA 1006 1000000 PRN SHARED 1000000 D SONOSITE INC COM 83568G10 23 763 SH SHARED 763 D SONOSITE INC COM 83568G10 16 525 SH SHARED 01 525 D SONOSITE INC COM 83568G10 1416 46400 SH SHARED 10 46400 D SONUS PHARMACEUTICALS INC COM 83569210 0 841 SH SHARED 841 D SONY CORP ADR NEW 83569930 707 14726 SH SHARED 14726 D SONY CORP ADR NEW 83569930 1 34 SH SHARED 01 34 D SONY CORP ADR NEW 83569930 1201 25000 SH SHARED 02 25000 D SONY CORP ADR NEW 83569930 1912 39800 SH SHARED 14 39800 D SOTHEBYS COM 83589810 9 200 SH SHARED 200 D SOTHEBYS COM 83589810 2644 55333 SH SHARED 52903 2430 D SOTHEBYS COM 83589810 1113 23300 SH SHARED 01 5000 18300 D SOTHEBYS COM 83589810 168 3530 SH SHARED 02 3530 D SOTHEBYS COM 83589810 41 868 SH SHARED 04 868 D SOTHEBYS COM 83589810 735 15400 SH SHARED 10 15400 D SONUS NETWORKS INC COM 83591610 77 12647 SH SHARED 12647 D SONUS NETWORKS INC COM 83591610 23 3915 SH SHARED 01 3915 D SONUS NETWORKS INC COM 83591610 61 10000 SH SHARED 10 10000 D SOURCE INTERLINK COS INC COM NEW 83615120 533 151547 SH SHARED 151547 D SOURCEFIRE INC COM 83616T10 3 384 SH SHARED 384 D SOURCEFORGE INC COM 83616W10 682 278749 SH SHARED 278749 D SOUTH FINL GROUP INC COM 83784110 78 3459 SH SHARED 3459 D SOUTH FINL GROUP INC COM 83784110 14 625 SH SHARED 01 625 D SOUTH FINL GROUP INC COM 83784110 220 9675 SH SHARED 02 9675 D SOUTH FINL GROUP INC COM 83784110 461 20300 SH SHARED 10 20300 D SOUTH JERSEY INDS INC COM 83851810 46 1327 SH SHARED 1327 D SOUTH JERSEY INDS INC COM 83851810 26 775 SH SHARED 01 775 D SOUTH JERSEY INDS INC COM 83851810 1 49 SH SHARED 02 49 D SOUTH JERSEY INDS INC COM 83851810 1221 35100 SH SHARED 10 35100 D SOUTHCOAST FINANCIAL CORP COM 84129R10 2 140 SH SHARED 140 D SOUTHERN CO COM 84258710 90406 2491904 SH SHARED 2491904 D SOUTHERN CO COM 84258710 3898 107459 SH SHARED 01 98409 9050 D SOUTHERN CO COM 84258710 10 300 SH SHR/OTHR 01 300 D SOUTHERN CO COM 84258710 648 17872 SH SHARED 02 17872 D SOUTHERN CO COM 84258710 12 350 SH SHARED 05 350 D SOUTHERN CO COM 84258710 857 23630 SH SHARED 06 17050 6580 D SOUTHERN CO COM 84258710 74807 2061945 SH SHARED 10 2058045 3900 D SOUTHERN CO COM 84258710 235 6500 SH SHARED 14 6500 D SOUTHERN CO COM 84258710 418 11548 SH SHARED 20 3500 8048 D SOUTHERN CO COM 84258710 1360 37500 SH SHR/OTHR 20 37500 D SOUTHERN CO COM 84258710 54 1510 SH SHARED 21 1510 D SOUTHERN CO COM 84258710 72 2000 SH SHR/OTHR 21 2000 D SOUTHERN CO COM 84258710 111 3080 SH SHARED 23 3080 D SOUTHERN CO COM 84258710 128 3550 SH SHR/OTHR 23 3550 D SOUTHERN CMNTY FINL CORP COM 84263210 3 452 SH SHARED 452 D SOUTHERN COPPER CORP COM 84265V10 30 250 SH SHARED 250 D SOUTHERN COPPER CORP COM 84265V10 10691 86344 SH SHARED 86344 D SOUTHERN COPPER CORP COM 84265V10 222 1800 SH SHARED 01 1800 D SOUTHERN COPPER CORP COM 84265V10 1424 11506 SH SHARED 02 11506 D SOUTHERN COPPER CORP COM 84265V10 1708 13800 SH SHARED 04 13800 D SOUTHERN COPPER CORP COM 84265V10 22326 180300 SH SHARED 05 180300 D SOUTHERN COPPER CORP COM 84265V10 755 6100 SH SHARED 06 6100 D SOUTHERN COPPER CORP COM 84265V10 34808 281100 SH SHARED 10 278800 2300 D SOUTHERN COPPER CORP COM 84265V10 5368 43356 SH SHARED 14 43356 D SOUTHERN MO BANCORP INC COM 84338010 0 49 SH SHARED 49 D SOUTHERN NATL BANCORP OF VA COM 84339510 1 139 SH SHARED 139 D SOUTHERN UN CO NEW COM 84403010 541 17393 SH SHARED 17393 D SOUTHERN UN CO NEW COM 84403010 16 530 SH SHARED 02 530 D SOUTHERN UN CO NEW COM 84403010 24154 776426 SH SHARED 10 776426 D SOUTHERN UN CO NEW COM 84403010 41 1350 SH SHR/OTHR 23 1350 D SOUTHSIDE BANCSHARES INC COM 84470P10 12 562 SH SHARED 562 D SOUTHWEST AIRLS CO COM 84474110 10990 742628 SH SHARED 742628 D SOUTHWEST AIRLS CO COM 84474110 3743 252917 SH SHARED 01 252917 D SOUTHWEST AIRLS CO COM 84474110 438 29631 SH SHARED 02 29631 D SOUTHWEST AIRLS CO COM 84474110 4 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 129 8780 SH SHARED 06 7800 980 D SOUTHWEST AIRLS CO COM 84474110 4695 317286 SH SHARED 10 317286 D SOUTHWEST AIRLS CO COM 84474110 3 250 SH SHARED 20 250 D SOUTHWEST AIRLS CO COM 84474110 35 2380 SH SHARED 21 2380 D SOUTHWEST AIRLS CO COM 84474110 27 1850 SH SHARED 23 1850 D SOUTHWEST AIRLS CO COM 84474110 488 33000 SH SHR/OTHR 23 33000 D SOUTHWEST BANCORP INC OKLA COM 84476710 11 601 SH SHARED 601 D SOUTHWEST GAS CORP COM 84489510 853 30175 SH SHARED 30175 D SOUTHWEST GAS CORP COM 84489510 425 15025 SH SHARED 01 14675 350 D SOUTHWEST GAS CORP COM 84489510 69 2450 SH SHARED 02 2450 D SOUTHWEST GAS CORP COM 84489510 3965 140177 SH SHARED 10 140177 D SOUTHWEST GA FINL CORP COM 84502A10 1 101 SH SHARED 101 D SOUTHWEST WTR CO COM 84533110 84 6658 SH SHARED 6658 D SOUTHWEST WTR CO COM 84533110 5 400 SH SHARED 01 400 D SOUTHWEST WTR CO COM 84533110 51 4100 SH SHARED 10 4100 D SOUTHWESTERN ENERGY CO COM 84546710 12811 306123 SH SHARED 306123 D SOUTHWESTERN ENERGY CO COM 84546710 2079 49700 SH SHARED 01 1200 48500 D SOUTHWESTERN ENERGY CO COM 84546710 359 8589 SH SHARED 02 8589 D SOUTHWESTERN ENERGY CO COM 84546710 6 150 SH SHARED 05 150 D SOUTHWESTERN ENERGY CO COM 84546710 207 4950 SH SHARED 06 3700 1250 D SOUTHWESTERN ENERGY CO COM 84546710 38629 923050 SH SHARED 10 923050 D SOVEREIGN BANCORP INC COM 84590510 60145 3529693 SH SHARED 3449493 80200 D SOVEREIGN BANCORP INC COM 84590510 652 38316 SH SHARED 01 38316 D SOVEREIGN BANCORP INC COM 84590510 1857 108991 SH SHARED 02 108991 D SOVEREIGN BANCORP INC COM 84590510 287 16900 SH SHARED 04 16900 D SOVEREIGN BANCORP INC COM 84590510 205 12085 SH SHARED 06 8610 3475 D SOVEREIGN BANCORP INC COM 84590510 82880 4863853 SH SHARED 10 4863853 D SOVEREIGN BANCORP INC COM 84590510 153 9000 SH SHARED 14 9000 D SOVRAN SELF STORAGE INC COM 84610H10 41 906 SH SHARED 906 D SOVRAN SELF STORAGE INC COM 84610H10 41 900 SH SHARED 01 900 D SOVRAN SELF STORAGE INC COM 84610H10 2 55 SH SHARED 02 55 D SOVRAN SELF STORAGE INC COM 84610H10 2337 51000 SH SHARED 10 51000 D SOVRAN SELF STORAGE INC COM 84610H10 11647 254100 SH SHARED 11 254100 D SPACEHAB INC COM 84624310 0 333 SH SHARED 333 D SPAN AMER MED SYS INC COM 84639610 0 49 SH SHARED 49 D SPANISH BROADCASTING SYS INC CL A 84642588 201 78271 SH SHARED 78271 D SPANISH BROADCASTING SYS INC CL A 84642588 328 127297 SH SHARED 10 127297 D SPANSION INC COM CL A 84649R10 44592 5277180 SH SHARED 5277180 D SPANSION INC COM CL A 84649R10 2178 257848 SH SHARED 02 257848 D SPANSION INC COM CL A 84649R10 1671 197795 SH SHARED 10 197795 D SPARK NETWORKS INC COM 84651P10 1 439 SH SHARED 439 D SPARTAN MTRS INC COM 84681910 26 1555 SH SHARED 1555 D SPARTAN MTRS INC COM 84681910 0 51 SH SHARED 02 51 D SPARTAN STORES INC COM 84682210 244 10869 SH SHARED 10869 D SPARTAN STORES INC COM 84682210 67 3000 SH SHARED 01 3000 D SPARTAN STORES INC COM 84682210 376 16705 SH SHARED 02 16705 D SPARTAN STORES INC COM 84682210 4427 196500 SH SHARED 10 196500 D SPARTECH CORP COM NEW 84722020 244 14305 SH SHARED 14305 D SPARTECH CORP COM NEW 84722020 85 5000 SH SHARED 01 5000 D SPARTECH CORP COM NEW 84722020 315 18514 SH SHARED 02 18514 D SPARTECH CORP COM NEW 84722020 4057 237808 SH SHARED 10 237808 D SPARTON CORP COM 84723510 0 174 SH SHARED 174 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 2 393 SH SHARED 393 D SPECTRA ENERGY PARTNERS LP COM 84756N10 4488 170926 SH SHARED 170926 D SPECTRA ENERGY CORP COM 84756010 20896 853612 SH SHARED 853612 D SPECTRA ENERGY CORP COM 84756010 1786 72981 SH SHARED 01 72981 D SPECTRA ENERGY CORP COM 84756010 196 8036 SH SHR/OTHR 01 8036 D SPECTRA ENERGY CORP COM 84756010 2354 96199 SH SHARED 02 96199 D SPECTRA ENERGY CORP COM 84756010 6 280 SH SHARED 05 280 D SPECTRA ENERGY CORP COM 84756010 511 20890 SH SHARED 06 15150 5740 D SPECTRA ENERGY CORP COM 84756010 8157 333211 SH SHARED 10 332711 500 D SPECTRA ENERGY CORP COM 84756010 359 14682 SH SHARED 14 14682 D SPECTRA ENERGY CORP COM 84756010 4 200 SH SHARED 20 200 D SPECTRA ENERGY CORP COM 84756010 14 600 SH SHR/OTHR 20 600 D SPECTRA ENERGY CORP COM 84756010 8 365 SH SHARED 21 365 D SPECTRA ENERGY CORP COM 84756010 12 500 SH SHARED 22 500 D SPECTRA ENERGY CORP COM 84756010 24 1000 SH SHARED 23 1000 D SPECTRA ENERGY CORP COM 84756010 124 5106 SH SHR/OTHR 23 5106 D SPECTRANETICS CORP COM 84760C10 36 2678 SH SHARED 2678 D SPECTRUM CTL INC COM 84761510 4 340 SH SHARED 340 D SPECTRUM CTL INC COM 84761510 13 900 SH SHARED 02 900 D SPECTRUM BRANDS INC COM 84762L10 29921 5158939 SH SHARED 5158939 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 3 788 SH SHARED 788 D SPEEDUS CORP COM 84772310 0 205 SH SHARED 205 D SPEEDWAY MOTORSPORTS INC COM 84778810 62 1689 SH SHARED 1689 D SPEEDWAY MOTORSPORTS INC COM 84778810 633 17125 SH SHARED 01 17125 D SPEEDWAY MOTORSPORTS INC COM 84778810 0 25 SH SHARED 02 25 D SPEEDWAY MOTORSPORTS INC COM 84778810 66 1789 SH SHARED 10 1789 D SPHERIX INC COM 84842R10 0 298 SH SHARED 298 D SPHERION CORP COM 84842010 1122 135875 SH SHARED 135875 D SPHERION CORP COM 84842010 183 22195 SH SHARED 02 22195 D SPIRE CORP COM 84856510 4 345 SH SHARED 345 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 98 2530 SH SHARED 2530 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 564 14504 SH SHARED 14504 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 9 235 SH SHARED 02 235 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 276 7100 SH SHARED 10 7100 D SPORT-HALEY INC COM 84892510 0 48 SH SHARED 48 D SPORT SUPPLY GROUP INC DEL COM 84916A10 2724 303049 SH SHARED 303049 D SPORT CHALET INC CL A 84916320 0 80 SH SHARED 80 D SPORT CHALET INC CL B 84916330 0 26 SH SHARED 26 D SPREADTRUM COMMUNICATIONS IN ADR 84941520 369 26016 SH SHARED 26016 D SPRINT NEXTEL CORP COM FON 85206110 3 177 SH SHARED 177 D SPRINT NEXTEL CORP COM FON 85206110 155012 8158577 SH SHARED 8158577 D SPRINT NEXTEL CORP COM FON 85206110 7107 374083 SH SHARED 01 367109 6974 D SPRINT NEXTEL CORP COM FON 85206110 127 6717 SH SHR/OTHR 01 6717 D SPRINT NEXTEL CORP COM FON 85206110 17113 900708 SH SHARED 02 900708 D SPRINT NEXTEL CORP COM FON 85206110 169 8935 SH SHARED 04 8935 D SPRINT NEXTEL CORP COM FON 85206110 5700 300000 SH SHARED 04 300000 D SPRINT NEXTEL CORP COM FON 85206110 20 1087 SH SHARED 05 1087 D SPRINT NEXTEL CORP COM FON 85206110 1781 93753 SH SHARED 06 65954 27799 D SPRINT NEXTEL CORP COM FON 85206110 42582 2241208 SH SHARED 10 2194318 46890 D SPRINT NEXTEL CORP COM FON 85206110 2413 127021 SH SHARED 14 127021 D SPRINT NEXTEL CORP COM FON 85206110 3705 195000 SH SHARED 15 195000 D SPRINT NEXTEL CORP COM FON 85206110 32 1685 SH SHARED 19 1685 D SPRINT NEXTEL CORP COM FON 85206110 6 316 SH SHARED 20 316 D SPRINT NEXTEL CORP COM FON 85206110 22 1168 SH SHARED 23 1168 D SPRINT NEXTEL CORP COM FON 85206110 47 2517 SH SHR/OTHR 23 2517 D STAAR SURGICAL CO COM PAR $0.01 85231230 20 6697 SH SHARED 6697 D STAGE STORES INC COM NEW 85254C30 36 2027 SH SHARED 2027 D STAGE STORES INC COM NEW 85254C30 83 4600 SH SHARED 02 4600 D STAGE STORES INC COM NEW 85254C30 305 16775 SH SHARED 10 16775 D STAGE STORES INC COM NEW 85254C30 37 2050 SH SHARED 21 2050 D STAKTEK HLDGS INC COM 85256P10 263 76616 SH SHARED 76616 D STAMPS COM INC COM NEW 85285720 287 24024 SH SHARED 24024 D STANCORP FINL GROUP INC COM 85289110 3150 63643 SH SHARED 63643 D STANCORP FINL GROUP INC COM 85289110 772 15600 SH SHARED 01 15600 D STANCORP FINL GROUP INC COM 85289110 136 2759 SH SHARED 02 2759 D STANCORP FINL GROUP INC COM 85289110 178 3600 SH SHARED 10 3600 D STANCORP FINL GROUP INC COM 85289110 2356 47600 SH SHARED 14 47600 D STANDARD MICROSYSTEMS CORP COM 85362610 1608 41863 SH SHARED 41863 D STANDARD MICROSYSTEMS CORP COM 85362610 41 1075 SH SHARED 01 825 250 D STANDARD MICROSYSTEMS CORP COM 85362610 57 1500 SH SHARED 02 1500 D STANDARD MICROSYSTEMS CORP COM 85362610 11775 306500 SH SHARED 10 306500 D STANDARD MTR PRODS INC COM 85366610 794 84574 SH SHARED 84574 D STANDARD MTR PRODS INC COM 85366610 166 17706 SH SHARED 02 17706 D STANDARD MTR PRODS INC COM 85366610 13 1400 SH SHARED 10 1400 D STANDARD PAC CORP NEW COM 85375C10 152 27760 SH SHARED 27760 D STANDARD PAC CORP NEW COM 85375C10 49 9020 SH SHARED 01 9020 D STANDARD PAC CORP NEW COM 85375C10 0 109 SH SHARED 02 109 D STANDARD PAC CORP NEW COM 85375C10 1646 299900 SH SHARED 10 299900 D STANDARD PARKING CORP COM 85379010 9 233 SH SHARED 233 D STANDARD REGISTER CO COM 85388710 12 947 SH SHARED 947 D STANDARD REGISTER CO COM 85388710 83 6550 SH SHARED 02 6550 D STANDARD REGISTER CO COM 85388710 67 5300 SH SHARED 10 5300 D STANDEX INTL CORP COM 85423110 10 521 SH SHARED 521 D STANDEX INTL CORP COM 85423110 0 12 SH SHARED 02 12 D STANDEX INTL CORP COM 85423110 28 1400 SH SHARED 10 1400 D STANLEY FURNITURE INC COM NEW 85430520 4 271 SH SHARED 271 D STANLEY FURNITURE INC COM NEW 85430520 23 1460 SH SHARED 02 1460 D STANLEY INC COM 85453210 104 3784 SH SHARED 3784 D STANLEY INC COM 85453210 141 5140 SH SHARED 02 5140 D STANLEY WKS COM 85461610 4656 82961 SH SHARED 82961 D STANLEY WKS COM 85461610 5104 90944 SH SHARED 01 90944 D STANLEY WKS COM 85461610 101 1800 SH SHR/OTHR 01 1800 D STANLEY WKS COM 85461610 508 9064 SH SHARED 02 9064 D STANLEY WKS COM 85461610 123 2200 SH SHARED 06 1800 400 D STANLEY WKS COM 85461610 7623 135817 SH SHARED 10 135817 D STANLEY WKS COM 85461610 205 3663 SH SHARED 14 3663 D STANLEY WKS COM 85461610 11 200 SH SHARED 20 200 D STANLEY WKS COM 85461610 555 9900 SH SHARED 23 9900 D STANTEC INC COM 85472N10 726 22000 SH SHARED 22000 D STANTEC INC COM 85472N10 3967 120147 SH SHARED 04 120147 D STANTEC INC COM 85472N10 990 30000 SH SHARED 05 30000 D STANTEC INC COM 85472N10 20 624 SH SHARED 06 624 D STANTEC INC COM 85472N10 20 624 SH SHARED 10 624 D STAPLES INC COM 85503010 12395 576791 SH SHARED 576791 D STAPLES INC COM 85503010 3135 145926 SH SHARED 01 103331 42595 D STAPLES INC COM 85503010 4190 194979 SH SHARED 02 194979 D STAPLES INC COM 85503010 7 365 SH SHARED 05 365 D STAPLES INC COM 85503010 510 23750 SH SHARED 06 16900 6850 D STAPLES INC COM 85503010 283028 13170259 SH SHARED 10 3062909 107350 D STAPLES INC COM 85503010 965 44949 SH SHARED 14 44949 D STAPLES INC COM 85503010 2335 108663 SH SHARED 20 31060 77603 D STAPLES INC COM 85503010 476 22150 SH SHR/OTHR 20 22150 D STAPLES INC COM 85503010 321 14965 SH SHARED 22 8925 6040 D STAPLES INC COM 85503010 329 15350 SH SHARED 23 15350 D STAPLES INC COM 85503010 688 32050 SH SHR/OTHR 23 32050 D STAPLES INC COM 85503010 76 3551 SH SHARED 24 3551 D STAR BUFFET INC COM 85508610 0 36 SH SHARED 36 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 7 1611 SH SHARED 1611 D STAR MARITIME ACQUISITION CO COM 85516E10 7 533 SH SHARED 533 D STAR MARITIME ACQUISITION CO COM 85516E10 0 19 SH SHARED 02 19 D STAR MARITIME ACQUISITION CO COM 85516E10 6304 450000 SH SHARED 10 450000 D STAR SCIENTIFIC INC COM 85517P10 1 1405 SH SHARED 1405 D STARBUCKS CORP COM 85524410 60138 2295369 SH SHARED 2287624 7745 D STARBUCKS CORP COM 85524410 2639 100750 SH SHARED 01 100450 300 D STARBUCKS CORP COM 85524410 115 4400 SH SHR/OTHR 01 4400 D STARBUCKS CORP COM 85524410 161289 6156079 SH SHARED 02 6156079 D STARBUCKS CORP COM 85524410 9 380 SH SHARED 05 380 D STARBUCKS CORP COM 85524410 663 25310 SH SHARED 06 17900 7410 D STARBUCKS CORP COM 85524410 10748 410236 SH SHARED 10 410236 D STARBUCKS CORP COM 85524410 150 5730 SH SHARED 14 5730 D STARBUCKS CORP COM 85524410 75 2900 SH SHARED 20 2400 500 D STARBUCKS CORP COM 85524410 47 1809 SH SHARED 21 1809 D STARBUCKS CORP COM 85524410 13 500 SH SHR/OTHR 22 500 D STARENT NETWORKS CORP COM 85528P10 246 11679 SH SHARED 11679 D STARRETT L S CO CL A 85566810 653 33854 SH SHARED 33854 D STARTEK INC COM 85569C10 1942 191779 SH SHARED 191779 D STATE AUTO FINL CORP COM 85570710 20 701 SH SHARED 701 D STATE AUTO FINL CORP COM 85570710 139 4774 SH SHARED 02 4774 D STATE BANCORP INC N.Y COM 85571610 5 311 SH SHARED 311 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 753 12400 SH SHARED 12400 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 79747 1312713 SH SHARED 1312713 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 1320 21741 SH SHARED 01 21641 100 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 20620 339439 SH SHARED 02 339439 D STARWOOD 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CORP COM 85747710 65091 954984 SH SHARED 10 926294 28690 D STATE STR CORP COM 85747710 4833 70914 SH SHARED 20 12500 58414 D STATE STR CORP COM 85747710 1895 27812 SH SHR/OTHR 20 27812 D STATE STR CORP COM 85747710 2392 35100 SH SHARED 23 35100 D STATE STR CORP COM 85747710 173 2550 SH SHR/OTHR 23 2550 D STATE STR CORP COM 85747710 59 880 SH SHARED 24 880 D STATION CASINOS INC COM 85768910 116382 1330385 SH SHARED 1330385 D STATION CASINOS INC COM 85768910 342 3920 SH SHARED 01 3920 D STATION CASINOS INC COM 85768910 12 147 SH SHARED 02 147 D STATION CASINOS INC COM 85768910 139 1600 SH SHARED 06 1200 400 D STATION CASINOS INC COM 85768910 262 3000 SH SHARED 10 3000 D STATOIL ASA SPONSORED ADR 85771P10 325 9600 SH SHARED 9600 D STATOIL ASA SPONSORED ADR 85771P10 688 20300 SH SHARED 01 20300 D STATOIL ASA SPONSORED ADR 85771P10 27 807 SH SHARED 02 807 D STATOIL ASA SPONSORED ADR 85771P10 22379 659770 SH SHARED 10 477570 182200 D STATOIL ASA SPONSORED ADR 85771P10 1157 34130 SH SHARED 24 34130 D STEAK N SHAKE CO COM 85787310 19712 1313290 SH SHARED 1313290 D STEAK N SHAKE CO COM 85787310 41 2770 SH SHARED 01 2770 D STEAK N SHAKE CO COM 85787310 0 45 SH SHARED 02 45 D STEAK N SHAKE CO COM 85787310 130 8700 SH SHARED 10 8700 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 3443 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 8975 192203 SH SHARED 192203 D STEEL DYNAMICS INC COM 85811910 1494 32000 SH SHARED 01 32000 D STEEL DYNAMICS INC COM 85811910 8056 172523 SH SHARED 02 172523 D STEEL DYNAMICS INC COM 85811910 9113 195157 SH SHARED 10 147957 47200 D STEEL DYNAMICS INC COM 85811910 406 8700 SH SHARED 24 8700 D STEELCLOUD INC COM 85815M10 0 324 SH SHARED 324 D STEELCASE INC CL A 85815520 940 52320 SH SHARED 52320 D STEELCASE INC CL A 85815520 620 34500 SH SHARED 01 34500 D STEELCASE INC CL A 85815520 62 3479 SH SHARED 02 3479 D STEELCASE INC CL A 85815520 90191 5016200 SH SHARED 10 5016200 D STEIN MART INC COM 85837510 369 48496 SH SHARED 48496 D STEIN MART INC COM 85837510 0 48 SH SHARED 02 48 D STEIN MART INC COM 85837510 12 1600 SH SHARED 10 1600 D STEINWAY MUSICAL INSTRS INC COM 85849510 8 303 SH SHARED 303 D STEINWAY MUSICAL INSTRS INC COM 85849510 50 1700 SH SHARED 01 1700 D STEINWAY MUSICAL INSTRS INC COM 85849510 212 7180 SH SHARED 02 7180 D STEINWAY MUSICAL INSTRS INC COM 85849510 23 800 SH SHARED 10 800 D STEMCELLS INC COM 85857R10 4 2247 SH SHARED 2247 D STEPAN CO COM 85858610 12 396 SH SHARED 396 D STEPAN CO COM 85858610 8 276 SH SHARED 02 276 D STEPAN CO PFD CONV 5.50% 85858620 391 11188 SH SHARED 11188 D STEPHAN CO COM 85860310 0 35 SH SHARED 35 D STERLING BANCSHARES INC COM 85890710 167 14672 SH SHARED 14672 D STERLING BANCSHARES INC COM 85890710 60 5300 SH SHARED 01 5300 D STERLING BANCSHARES INC COM 85890710 2060 180600 SH SHARED 10 180600 D STERICYCLE INC COM 85891210 7550 132093 SH SHARED 132093 D STERICYCLE INC COM 85891210 10058 175975 SH SHARED 01 86530 89445 D STERICYCLE INC COM 85891210 482 8445 SH SHR/OTHR 01 8445 D STERICYCLE INC COM 85891210 460 8062 SH SHARED 02 4572 3490 D STERICYCLE INC COM 85891210 567 9930 SH SHARED 10 8960 970 D STERICYCLE INC COM 85891210 2090 36570 SH SHARED 20 16415 20155 D STERICYCLE INC COM 85891210 209 3670 SH SHR/OTHR 20 3670 D STERICYCLE INC COM 85891210 11 200 SH SHARED 21 200 D STERICYCLE INC COM 85891210 62 1100 SH SHR/OTHR 21 1100 D STERICYCLE INC COM 85891210 539 9432 SH SHARED 22 8622 810 D STERICYCLE INC COM 85891210 51 905 SH SHR/OTHR 22 905 D STERICYCLE INC COM 85891210 1535 26857 SH SHARED 23 24412 2445 D STERICYCLE INC COM 85891210 1362 23840 SH SHR/OTHR 23 23840 D STERIS CORP COM 85915210 1313 48048 SH SHARED 48048 D STERIS CORP COM 85915210 541 19800 SH SHARED 01 19800 D STERIS CORP COM 85915210 143 5268 SH SHARED 02 5268 D STERIS CORP COM 85915210 650 23800 SH SHARED 10 23800 D STERLING BANCORP COM 85915810 11 810 SH SHARED 810 D STERLING BANCORP COM 85915810 113 8100 SH SHARED 10 8100 D STEREOTAXIS INC COM 85916J10 50 3664 SH SHARED 3664 D STEREOTAXIS INC COM 85916J10 9 709 SH SHARED 02 709 D STERLING CONSTRUCTION CO INC COM 85924110 128 5570 SH SHARED 5570 D STERLING CONSTRUCTION CO INC COM 85924110 18 800 SH SHARED 02 800 D STERLING CONSTRUCTION CO INC COM 85924110 14168 613900 SH SHARED 10 613900 D STERLING FINL CORP COM 85931710 20 1177 SH SHARED 1177 D STERLING FINL CORP COM 85931710 39 2320 SH SHARED 01 2320 D STERLING FINL CORP COM 85931710 0 42 SH SHARED 02 42 D STERLING FINL CORP COM 85931710 30 1800 SH SHARED 10 1800 D STERLING FINL CORP WASH COM 85931910 68 2539 SH SHARED 2539 D STERLING FINL CORP WASH COM 85931910 169 6295 SH SHARED 01 6295 D STERLING FINL CORP WASH COM 85931910 19151 711686 SH SHARED 10 711686 D STERLITE INDS INDIA LTD ADS 85973720 2012 108757 SH SHARED 108757 D STEWART ENTERPRISES INC CL A 86037010 737 96808 SH SHARED 96808 D STEWART ENTERPRISES INC CL A 86037010 378 49668 SH SHARED 02 49668 D STEWART ENTERPRISES INC CL A 86037010 343 45100 SH SHARED 10 45100 D STEWART INFORMATION SVCS COR COM 86037210 26 782 SH SHARED 782 D STEWART INFORMATION SVCS COR COM 86037210 5 175 SH SHARED 01 175 D STEWART INFORMATION SVCS COR COM 86037210 118 3450 SH SHARED 02 3450 D STEWART INFORMATION SVCS COR COM 86037210 270 7900 SH SHARED 10 7900 D STEWART INFORMATION SVCS COR COM 86037210 0 20 SH SHARED 23 20 D STIFEL FINL CORP COM 86063010 36 637 SH SHARED 637 D STIFEL FINL CORP COM 86063010 1 19 SH SHARED 02 19 D STILLWATER MNG CO COM 86074Q10 3526 342684 SH SHARED 342684 D STILLWATER MNG CO COM 86074Q10 5 539 SH SHARED 02 539 D STILLWATER MNG CO COM 86074Q10 2672 259700 SH SHARED 10 259700 D STMICROELECTRONICS N V NY REGISTRY 86101210 485 29001 SH SHARED 29001 D STMICROELECTRONICS N V NY REGISTRY 86101210 8 516 SH SHARED 02 516 D STOCKERYALE INC COM NEW 86126T20 1 800 SH SHARED 800 D STONE ENERGY CORP COM 86164210 277 6943 SH SHARED 6943 D STONE ENERGY CORP COM 86164210 749 18725 SH SHARED 01 18725 D STONE ENERGY CORP COM 86164210 1 29 SH SHARED 02 29 D STONE ENERGY CORP COM 86164210 1160 29000 SH SHARED 10 29000 D STONERIDGE INC COM 86183P10 6 628 SH SHARED 628 D STONERIDGE INC COM 86183P10 0 14 SH SHARED 02 14 D STONEMOR PARTNERS L P COM UNITS 86183Q10 2 116 SH SHARED 116 D STONELEIGH PARTNERS ACQUS CO COM 86192310 15389 2065638 SH SHARED 2065638 D STONELEIGH PARTNERS ACQUS CO *W EXP 05/31/201 86192312 98 129892 SH SHARED 129892 D STONELEIGH PARTNERS ACQUS CO UNIT 99/99/9999 86192320 417 51047 SH SHARED 51047 D STORA ENSO CORP SPON ADR REP R 86210M10 36 1900 SH SHARED 1900 D STORA ENSO CORP SPON ADR REP R 86210M10 9 489 SH SHARED 02 489 D STRATASYS INC COM 86268510 182 6634 SH SHARED 6634 D STRATEGIC DIAGNOSTICS INC COM 86270010 2 400 SH SHARED 400 D STRATEGIC GLOBAL INCOME FD COM 86271910 53 5000 SH SHR/OTHR 20 5000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 10031 487202 SH SHARED 487202 D STRATEGIC HOTELS & RESORTS I COM 86272T10 211 10265 SH SHARED 01 10265 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1567 76110 SH SHARED 02 76110 D STRATEGIC HOTELS & RESORTS I COM 86272T10 2794 135700 SH SHARED 10 135700 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1305 63400 SH SHARED 11 63400 D STRATTEC SEC CORP COM 86311110 1198 25547 SH SHARED 25547 D STRATTEC SEC CORP COM 86311110 9 199 SH SHARED 01 199 D STRATUS PPTYS INC COM NEW 86316720 5 168 SH SHARED 168 D STREAMLINE HEALTH SOLUTIONS COM 86323X10 0 131 SH SHARED 131 D STRAYER ED INC COM 86323610 1677 9949 SH SHARED 9949 D STRAYER ED INC COM 86323610 737 4375 SH SHARED 01 375 4000 D STRAYER ED INC COM 86323610 134 797 SH SHARED 02 797 D STRAYER ED INC COM 86323610 219 1300 SH SHARED 10 1300 D STREETTRACKS GOLD TR GOLD SHS 86330710 16790 228413 SH SHARED 228413 D STREETTRACKS GOLD TR GOLD SHS 86330710 4971 67630 SH SHARED 01 53460 14170 D STREETTRACKS GOLD TR GOLD SHS 86330710 8 115 SH SHR/OTHR 01 115 D STREETTRACKS GOLD TR GOLD SHS 86330710 3289 44755 SH SHARED 02 44755 D STREETTRACKS GOLD TR GOLD SHS 86330710 43171 587287 SH SHARED 10 468876 118411 D STREETTRACKS GOLD TR GOLD SHS 86330710 24348 331223 SH SHARED 19 331223 D STREETTRACKS GOLD TR GOLD SHS 86330710 163 2230 SH SHARED 21 2230 D STREETTRACKS GOLD TR GOLD SHS 86330710 73 1000 SH SHR/OTHR 23 1000 D STREETTRACKS GOLD TR GOLD SHS 86330710 1611 21921 SH SHARED 24 21921 D STRYKER CORP COM 86366710 534 7775 SH SHARED 7775 D STRYKER CORP COM 86366710 15021 218464 SH SHARED 218464 D STRYKER CORP COM 86366710 3150 45824 SH SHARED 01 40124 5700 D STRYKER CORP COM 86366710 6116 88953 SH SHARED 02 88953 D STRYKER CORP COM 86366710 10 150 SH SHARED 05 150 D STRYKER CORP COM 86366710 648 9430 SH SHARED 06 7000 2430 D STRYKER CORP COM 86366710 40106 583280 SH SHARED 10 583280 D STRYKER CORP COM 86366710 240 3500 SH SHARED 15 3500 D STRYKER CORP COM 86366710 371 5400 SH SHARED 24 5400 D STUDENT LN CORP COM 86390210 921 5113 SH SHARED 5113 D STUDENT LN CORP COM 86390210 4 23 SH SHARED 02 23 D STUDENT LN CORP COM 86390210 14 78 SH SHARED 21 78 D STURM RUGER & CO INC COM 86415910 176 9838 SH SHARED 9838 D STURM RUGER & CO INC COM 86415910 21 1200 SH SHARED 01 1200 D STURM RUGER & CO INC COM 86415910 146 8200 SH SHARED 02 8200 D STURM RUGER & CO INC COM 86415910 385 21500 SH SHARED 10 21500 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 135 3054 SH SHARED 3054 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 75 1700 SH SHARED 01 1700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 17178 386900 SH SHARED 10 386900 D SUEZ SPONSORED ADR 86468610 23 400 SH SHARED 400 D SUEZ SPONSORED ADR 86468610 15 265 SH SHARED 02 265 D SUEZ SPONSORED ADR 86468610 76 1300 SH SHR/OTHR 23 1300 D SUFFOLK BANCORP COM 86473910 15 476 SH SHARED 476 D SUFFOLK BANCORP COM 86473910 64 2000 SH SHARED 02 2000 D SUFFOLK BANCORP COM 86473910 176 5500 SH SHARED 10 5500 D SUFFOLK BANCORP COM 86473910 1029 32100 SH SHARED 23 32100 D SUFFOLK FIRST BK VA COM 86478810 0 58 SH SHARED 58 D SUCAMPO PHARMACEUTICALS INC CL A 86490910 1 96 SH SHARED 96 D SUCAMPO PHARMACEUTICALS INC CL A 86490910 1881 175000 SH SHARED 04 175000 D SULPHCO INC COM 86537810 201 22904 SH SHARED 12804 10100 D SULPHCO INC COM 86537810 1 133 SH SHARED 02 133 D SUMMER INFANT INC COM 86564610 1090 236100 SH SHARED 10 236100 D SUMMIT FINANCIAL GROUP INC COM 86606G10 3 168 SH SHARED 168 D SUMTOTAL SYS INC COM 86661510 1144 195566 SH SHARED 195566 D SUN BANCORP INC COM 86663B10 14 829 SH SHARED 829 D SUN BANCORP INC COM 86663B10 0 26 SH SHARED 02 26 D SUN BANCORP INC COM 86663B10 19 1102 SH SHARED 20 1102 D SUN AMERICAN BANCORP COM NEW 86664A20 2091 335651 SH SHARED 335651 D SUN COMMUNITIES INC COM 86667410 20763 690290 SH SHARED 690290 D SUN COMMUNITIES INC COM 86667410 15 500 SH SHARED 01 500 D SUN COMMUNITIES INC COM 86667410 903 30029 SH SHARED 02 30029 D SUN COMMUNITIES INC COM 86667410 222 7400 SH SHARED 10 7400 D SUN COMMUNITIES INC COM 86667410 102 3400 SH SHARED 21 3400 D SUN LIFE FINL INC COM 86679610 4085 77891 SH SHARED 77891 D SUN LIFE FINL INC COM 86679610 43 826 SH SHARED 01 826 D SUN LIFE FINL INC COM 86679610 40 780 SH SHARED 02 780 D SUN LIFE FINL INC COM 86679610 15 300 SH SHARED 05 300 D SUN LIFE FINL INC COM 86679610 180 3450 SH SHARED 06 600 2850 D SUN LIFE FINL INC COM 86679610 1907 36362 SH SHARED 10 36362 D SUN LIFE FINL INC COM 86679610 159 3042 SH SHARED 14 3042 D SUN LIFE FINL INC COM 86679610 233 4443 SH SHARED 20 4000 443 D SUN MICROSYSTEMS INC COM 86681010 75 13500 SH SHARED 12000 1500 D SUN MICROSYSTEMS INC COM 86681010 58602 10427488 SH SHARED 10427238 250 D SUN MICROSYSTEMS INC COM 86681010 5798 1031848 SH SHARED 01 905996 125852 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHR/OTHR 01 500 D SUN MICROSYSTEMS INC COM 86681010 3723 662539 SH SHARED 02 662539 D SUN MICROSYSTEMS INC COM 86681010 92 16492 SH SHARED 04 16492 D SUN MICROSYSTEMS INC COM 86681010 30348 5400000 SH SHARED 04 5400000 D SUN MICROSYSTEMS INC COM 86681010 10 1790 SH SHARED 05 1790 D SUN MICROSYSTEMS INC COM 86681010 625 111240 SH SHARED 06 78250 32990 D SUN MICROSYSTEMS INC COM 86681010 61695 10977846 SH SHARED 10 0977846 D SUN MICROSYSTEMS INC COM 86681010 53 9500 SH SHARED 14 9500 D SUN MICROSYSTEMS INC COM 86681010 6350 1130000 SH SHARED 15 1130000 D SUN MICROSYSTEMS INC COM 86681010 74 13200 SH SHARED 19 13200 D SUN MICROSYSTEMS INC COM 86681010 25 4600 SH SHARED 20 1000 3600 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHARED 23 500 D SUN MICROSYSTEMS INC COM 86681010 499 88800 SH SHARED 24 88800 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 6324 2786123 SH SHARED 2786123 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 22 9897 SH SHARED 02 9897 D SUN HEALTHCARE GROUP INC COM NEW 86693340 83 5002 SH SHARED 5002 D SUN HEALTHCARE GROUP INC COM NEW 86693340 26 1595 SH SHARED 01 1595 D SUN HEALTHCARE GROUP INC COM NEW 86693340 1 65 SH SHARED 02 65 D SUN HYDRAULICS CORP COM 86694210 670 21041 SH SHARED 21041 D SUN HYDRAULICS CORP COM 86694210 62 1950 SH SHARED 01 1950 D SUN HYDRAULICS CORP COM 86694210 1386 43500 SH SHARED 10 43500 D SUNAIR SERVICES CORP COM 86701710 0 154 SH SHARED 154 D SUNAMERICA FCSED ALPHA GRW F COM 86703710 2657 129300 SH SHARED 129300 D SUNCOM WIRELESS HLDGS INC CL A NEW 86722Q20 79 3078 SH SHARED 3078 D SUNCOR ENERGY INC COM 86722910 952 10050 SH SHARED 50 10000 D SUNCOR ENERGY INC COM 86722910 27613 291251 SH SHARED 288201 3050 D SUNCOR ENERGY INC COM 86722910 1003 10588 SH SHARED 01 2088 8500 D SUNCOR ENERGY INC COM 86722910 3200 33752 SH SHARED 02 33752 D SUNCOR ENERGY INC COM 86722910 119982 1265505 SH SHARED 04 1265505 D SUNCOR ENERGY INC COM 86722910 900 9500 SH SHARED 05 9500 D SUNCOR ENERGY INC COM 86722910 46190 487191 SH SHARED 06 450 486741 D SUNCOR ENERGY INC COM 86722910 31729 334663 SH SHARED 10 257763 76900 D SUNCOR ENERGY INC COM 86722910 2942 31034 SH SHARED 14 4300 26734 D SUNCOR ENERGY INC COM 86722910 7013 73974 SH SHARED 16 73974 D SUNCOR ENERGY INC COM 86722910 450 4750 SH SHR/OTHR 23 4750 D SUNCOR ENERGY INC COM 86722910 1346 14200 SH SHARED 24 14200 D SUNESIS PHARMACEUTICALS INC COM 86732850 1 657 SH SHARED 657 D SUNESIS PHARMACEUTICALS INC COM 86732850 1289 558400 SH SHARED 04 558400 D SUNLINK HEALTH SYSTEMS INC COM 86737U10 0 161 SH SHARED 161 D SUNOPTA INC COM 8676EP10 412 28500 SH SHARED 28000 500 D SUNOPTA INC COM 8676EP10 12352 852510 SH SHARED 852510 D SUNOPTA INC COM 8676EP10 1931 133300 SH SHARED 01 133300 D SUNOPTA INC COM 8676EP10 1493 103100 SH SHARED 05 103100 D SUNOPTA INC COM 8676EP10 11274 778100 SH SHARED 10 778100 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 92 1814 SH SHARED 1814 D SUNOCO INC COM 86764P10 12406 175289 SH SHARED 175289 D SUNOCO INC COM 86764P10 1669 23586 SH SHARED 01 18186 5400 D SUNOCO INC COM 86764P10 1 25 SH SHR/OTHR 01 25 D SUNOCO INC COM 86764P10 5357 75690 SH SHARED 02 75690 D SUNOCO INC COM 86764P10 103 1463 SH SHARED 04 1463 D SUNOCO INC COM 86764P10 310 4390 SH SHARED 06 3150 1240 D SUNOCO INC COM 86764P10 62801 887275 SH SHARED 10 887275 D SUNOCO INC COM 86764P10 1 25 SH SHR/OTHR 10 25 D SUNOCO INC COM 86764P10 308 4364 SH SHARED 14 4364 D SUNOCO INC COM 86764P10 297 4200 SH SHARED 20 200 4000 D SUNOCO INC COM 86764P10 35 500 SH SHARED 22 100 400 D SUNOCO INC COM 86764P10 258 3650 SH SHARED 23 3650 D SUNOCO INC COM 86764P10 145 2060 SH SHR/OTHR 23 2060 D SUNPOWER CORP DBCV 1.250% 2/1 867652AA 1543 1000000 PRN SHARED 1000000 D SUNPOWER CORP COM CL A 86765210 28 350 SH SHARED 350 D SUNPOWER CORP COM CL A 86765210 14491 174981 SH SHARED 174981 D SUNPOWER CORP COM CL A 86765210 37 450 SH SHARED 01 450 D SUNPOWER CORP COM CL A 86765210 82 1000 SH SHR/OTHR 01 1000 D SUNPOWER CORP COM CL A 86765210 529 6394 SH SHARED 02 6394 D SUNPOWER CORP COM CL A 86765210 24431 295000 SH SHARED 04 295000 D SUNPOWER CORP COM CL A 86765210 19758 238568 SH SHARED 05 238568 D SUNPOWER CORP COM CL A 86765210 16 200 SH SHARED 10 200 D SUNRISE SENIOR LIVING INC COM 86768K10 579 16375 SH SHARED 16375 D SUNRISE SENIOR LIVING INC COM 86768K10 1079 30520 SH SHARED 01 30520 D SUNRISE SENIOR LIVING INC COM 86768K10 208 5900 SH SHARED 10 5900 D SUNTRON CORP COM 86789P10 0 72 SH SHARED 72 D SUNSTONE HOTEL INVS INC NEW COM 86789210 634 24748 SH SHARED 24748 D SUNSTONE HOTEL INVS INC NEW COM 86789210 165 6445 SH SHARED 01 6445 D SUNSTONE HOTEL INVS INC NEW COM 86789210 23 905 SH SHARED 02 905 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2712 105800 SH SHARED 10 105800 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2346 91500 SH SHARED 11 91500 D SUNTRUST BKS INC COM 86791410 22058 291506 SH SHARED 291506 D SUNTRUST BKS INC COM 86791410 8882 117381 SH SHARED 01 110875 6506 D SUNTRUST BKS INC COM 86791410 721 9540 SH SHR/OTHR 01 9540 D SUNTRUST BKS INC COM 86791410 3149 41615 SH SHARED 02 41615 D SUNTRUST BKS INC COM 86791410 12 169 SH SHARED 05 169 D SUNTRUST BKS INC COM 86791410 836 11060 SH SHARED 06 7800 3260 D SUNTRUST BKS INC COM 86791410 37554 496299 SH SHARED 10 427199 69100 D SUNTRUST BKS INC COM 86791410 242 3200 SH SHARED 14 3200 D SUNTRUST BKS INC COM 86791410 780 10318 SH SHARED 20 10293 25 D SUNTRUST BKS INC COM 86791410 53 704 SH SHARED 22 704 D SUNTRUST BKS INC COM 86791410 454 6000 SH SHARED 23 6000 D SUNTRUST BKS INC COM 86791410 382 5060 SH SHR/OTHR 23 5060 D SUPERCONDUCTOR TECHNOLOGIES COM NEW 86793130 12 1749 SH SHARED 1749 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 6389 160143 SH SHARED 160143 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 59 1500 SH SHR/OTHR 01 1500 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 9975 250000 SH SHARED 04 250000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 15960 400000 SH SHARED 05 400000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 2940 73687 SH SHARED 10 73687 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 399 10000 SH SHARED 16 10000 D SUPER MICRO COMPUTER INC COM 86800U10 4 440 SH SHARED 440 D SUPERGEN INC COM 86805910 72 16791 SH SHARED 16791 D SUPERIOR BANCORP COM 86806M10 14 1677 SH SHARED 1677 D SUPERIOR ESSEX INC COM 86815V10 11328 303883 SH SHARED 303883 D SUPERIOR ESSEX INC COM 86815V10 1274 34200 SH SHARED 01 32100 2100 D SUPERIOR ESSEX INC COM 86815V10 1155 31000 SH SHR/OTHR 01 31000 D SUPERIOR ESSEX INC COM 86815V10 1 34 SH SHARED 02 34 D SUPERIOR ESSEX INC COM 86815V10 4518 121200 SH SHARED 10 121200 D SUPERIOR ENERGY SVCS INC COM 86815710 6449 181983 SH SHARED 156883 25100 D SUPERIOR ENERGY SVCS INC COM 86815710 1793 50595 SH SHARED 01 26595 24000 D SUPERIOR ENERGY SVCS INC COM 86815710 150 4244 SH SHARED 02 4244 D SUPERIOR ENERGY SVCS INC COM 86815710 31753 895983 SH SHARED 10 882583 13400 D SUPERIOR INDS INTL INC COM 86816810 343 15838 SH SHARED 15838 D SUPERIOR INDS INTL INC COM 86816810 56 2600 SH SHARED 02 2600 D SUPERIOR INDS INTL INC COM 86816810 232 10700 SH SHARED 10 10700 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 15 1421 SH SHARED 1421 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 26 2320 SH SHARED 01 2320 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 112 10000 SH SHARED 02 10000 D SUPERIOR UNIFORM GP INC COM 86835810 1 119 SH SHARED 119 D SUPERIOR WELL SVCS INC COM 86837X10 65 2903 SH SHARED 2903 D SUPERIOR WELL SVCS INC COM 86837X10 0 27 SH SHARED 02 27 D SUPERTEL HOSPITALITY INC MD COM 86852610 3 478 SH SHARED 478 D SUPERTEX INC COM 86853210 40 1014 SH SHARED 1014 D SUPERTEX INC COM 86853210 0 19 SH SHARED 02 19 D SUPERVALU INC COM 86853610 7 200 SH SHARED 200 D SUPERVALU INC COM 86853610 28520 731114 SH SHARED 731114 D SUPERVALU INC COM 86853610 1994 51138 SH SHARED 01 51138 D SUPERVALU INC COM 86853610 1565 40120 SH SHARED 02 40120 D SUPERVALU INC COM 86853610 2 59 SH SHARED 05 59 D SUPERVALU INC COM 86853610 249 6387 SH SHARED 06 4373 2014 D SUPERVALU INC COM 86853610 8337 213737 SH SHARED 10 213737 D SUPERVALU INC COM 86853610 7 182 SH SHR/OTHR 20 182 D SUPPORTSOFT INC COM 86858710 6 1164 SH SHARED 1164 D SUPPORTSOFT INC COM 86858710 51 8780 SH SHARED 02 8780 D SUPREME INDS INC CL A 86860710 1 237 SH SHARED 237 D SUREWEST COMMUNICATIONS COM 86873310 52 2115 SH SHARED 2115 D SUREWEST COMMUNICATIONS COM 86873310 75 3000 SH SHARED 10 3000 D SURMODICS INC COM 86887310 430 8790 SH SHARED 8790 D SURMODICS INC COM 86887310 61 1250 SH SHARED 02 1250 D SUSQUEHANNA BANCSHARES INC P COM 86909910 49 2465 SH SHARED 2465 D SUSQUEHANNA BANCSHARES INC P COM 86909910 426 21200 SH SHARED 01 21200 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1 79 SH SHARED 02 79 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1374 68400 SH SHARED 10 68400 D SUSSER HLDGS CORP COM 86923310 239 11262 SH SHARED 11262 D SUSSER HLDGS CORP COM 86923310 25 1200 SH SHARED 02 1200 D SUSSEX BANCORP COM 86924510 44 3688 SH SHARED 3688 D SUTRON CORP COM 86938010 0 57 SH SHARED 57 D SWIFT ENERGY CO COM 87073810 586 14342 SH SHARED 14342 D SWIFT ENERGY CO COM 87073810 422 10315 SH SHARED 01 10315 D SWIFT ENERGY CO COM 87073810 1 31 SH SHARED 02 31 D SWIFT ENERGY CO COM 87073810 6727 164400 SH SHARED 10 164400 D SWISS HELVETIA FD INC COM 87087510 154 8533 SH SHARED 01 8533 D SWITCH & DATA FACILITIES COM COM 87104310 15 943 SH SHARED 943 D SYBASE INC NOTE 1.750% 2/2 871130AB 32250 30000000 PRN SHARED 30000000 D SYBASE INC COM 87113010 8071 348964 SH SHARED 348964 D SYBASE INC COM 87113010 1997 86370 SH SHARED 01 58370 28000 D SYBASE INC COM 87113010 1318 57000 SH SHR/OTHR 01 57000 D SYBASE INC COM 87113010 106 4600 SH SHARED 02 4600 D SYBASE INC COM 87113010 14220 614800 SH SHARED 10 614800 D SYBASE INC COM 87113010 79 3419 SH SHARED 21 3419 D SYCAMORE NETWORKS INC COM 87120610 0 100 SH SHARED 100 D SYCAMORE NETWORKS INC COM 87120610 5582 1371711 SH SHARED 1371711 D SYCAMORE NETWORKS INC COM 87120610 1 330 SH SHARED 02 330 D SYCAMORE NETWORKS INC COM 87120610 124 30600 SH SHARED 10 30600 D SYKES ENTERPRISES INC COM 87123710 99 5979 SH SHARED 5979 D SYKES ENTERPRISES INC COM 87123710 0 54 SH SHARED 02 54 D SYMANTEC CORP NOTE 0.750% 6/1 871503AD 12312 10800000 PRN SHARED 10800000 D SYMANTEC CORP NOTE 0.750% 6/1 871503AD 7451 6536000 PRN SHARED 02 6536000 D SYMANTEC CORP NOTE 1.000% 6/1 871503AF 707 615000 PRN SHARED 02 615000 D SYMANTEC CORP NOTE 1.000% 6/1 871503AF 20718 18000000 PRN SHARED 04 18000000 D SYMANTEC CORP COM 87150310 65037 3355925 SH SHARED 3355925 D SYMANTEC CORP COM 87150310 4783 246823 SH SHARED 01 206208 40615 D SYMANTEC CORP COM 87150310 20 1078 SH SHR/OTHR 01 1078 D SYMANTEC CORP COM 87150310 1418 73177 SH SHARED 02 73177 D SYMANTEC CORP COM 87150310 261781 13507820 SH SHARED 04 13507820 D SYMANTEC CORP COM 87150310 6267 323400 SH SHARED 06 96400 227000 D SYMANTEC CORP COM 87150310 77961 4022803 SH SHARED 10 4022803 D SYMANTEC CORP COM 87150310 5484 283005 SH SHARED 14 100000 183005 D SYMANTEC CORP COM 87150310 348 18000 SH SHARED 15 18000 D SYMANTEC CORP COM 87150310 11 570 SH SHARED 20 75 495 D SYMANTEC CORP COM 87150310 289 14940 SH SHARED 22 8850 6090 D SYMANTEC CORP COM 87150310 121 6281 SH SHARED 23 6281 D SYMANTEC CORP COM 87150310 20 1044 SH SHR/OTHR 23 1044 D SYMANTEC CORP COM 87150310 713 36800 SH SHARED 24 36800 D SYMMETRICOM INC COM 87154310 1029 219011 SH SHARED 219011 D SYMMETRICOM INC COM 87154310 72 15478 SH SHARED 02 15478 D SYMMETRY HLDGS INC COM 87154510 376 50324 SH SHARED 50324 D SYMMETRY MED INC COM 87154620 27 1627 SH SHARED 1627 D SYMMETRY MED INC COM 87154620 14 840 SH SHARED 02 840 D SYMMETRY MED INC COM 87154620 150 9000 SH SHARED 10 9000 D SYMYX TECHNOLOGIES COM 87155S10 132 15289 SH SHARED 15289 D SYMYX TECHNOLOGIES COM 87155S10 12 1480 SH SHARED 02 1480 D SYMYX TECHNOLOGIES COM 87155S10 15 1766 SH SHARED 20 1766 D SYMS CORP COM 87155110 4 270 SH SHARED 270 D SYNALLOY CP DEL COM 87156510 486 23052 SH SHARED 23052 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 96 2305 SH SHARED 2305 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 2761 65650 SH SHARED 01 65000 650 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 2944 70000 SH SHR/OTHR 01 70000 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 1 30 SH SHARED 02 30 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB 7003 6225000 PRN SHARED 6225000 D SYNAPTICS INC COM 87157D10 1799 37685 SH SHARED 37685 D SYNAPTICS INC COM 87157D10 210 4400 SH SHARED 01 4400 D SYNAPTICS INC COM 87157D10 7 160 SH SHARED 02 160 D SYNAPTICS INC COM 87157D10 1681 35200 SH SHARED 10 35200 D SYNERGY BRANDS INC COM PAR $.001 87159E40 0 156 SH SHARED 156 D SYNGENTA AG SPONSORED ADR 87160A10 2539 58601 SH SHARED 58601 D SYNGENTA AG SPONSORED ADR 87160A10 24 576 SH SHARED 02 576 D SYNERGX SYSTEMS INC COM 87160C10 0 98 SH SHARED 98 D SYNERGETICS USA INC COM 87160G10 2 619 SH SHARED 619 D SYNPLICITY INC COM 87160Y10 2 391 SH SHARED 391 D SYNPLICITY INC COM 87160Y10 3 490 SH SHARED 02 490 D SYNOPSYS INC COM 87160710 5485 202573 SH SHARED 202573 D SYNOPSYS INC COM 87160710 1422 52517 SH SHARED 01 8117 44400 D SYNOPSYS INC COM 87160710 234 8652 SH SHARED 02 7432 1220 D SYNOPSYS INC COM 87160710 106 3930 SH SHARED 06 3200 730 D SYNOPSYS INC COM 87160710 620 22900 SH SHARED 10 22900 D SYNOPSYS INC COM 87160710 178 6608 SH SHARED 14 6608 D SYNOVUS FINL CORP COM 87161C10 6576 234445 SH SHARED 234445 D SYNOVUS FINL CORP COM 87161C10 5498 196035 SH SHARED 01 196035 D SYNOVUS FINL CORP COM 87161C10 1004 35805 SH SHARED 02 35805 D SYNOVUS FINL CORP COM 87161C10 220 7860 SH SHARED 06 5550 2310 D SYNOVUS FINL CORP COM 87161C10 5652 201524 SH SHARED 10 201524 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 17 809 SH SHARED 809 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 21 1000 SH SHARED 02 1000 D SYNTEL INC COM 87162H10 22 545 SH SHARED 545 D SYNTEL INC COM 87162H10 30 725 SH SHARED 01 725 D SYNTEL INC COM 87162H10 1 38 SH SHARED 02 38 D SYNTA PHARMACEUTICALS CORP COM 87162T20 6 1011 SH SHARED 1011 D SYNTA PHARMACEUTICALS CORP COM 87162T20 0 5 SH SHARED 02 5 D SYNERGY FINANCIAL GROUP INC COM 87162V10 3 238 SH SHARED 238 D SYNNEX CORP COM 87162W10 1891 92016 SH SHARED 92016 D SYNNEX CORP COM 87162W10 444 21643 SH SHARED 02 21643 D SYNIVERSE HLDGS INC COM 87163F10 18 1194 SH SHARED 1194 D SYNIVERSE HLDGS INC COM 87163F10 68 4300 SH SHARED 02 4300 D SYNIVERSE HLDGS INC COM 87163F10 338 21300 SH SHARED 10 21300 D SYNTAX BRILLIAN CORP COM 87163L10 336 82568 SH SHARED 82568 D SYNTAX BRILLIAN CORP COM 87163L10 40 9855 SH SHARED 01 9855 D SYNTAX BRILLIAN CORP COM 87163L10 0 231 SH SHARED 02 231 D SYNTROLEUM CORP COM 87163010 42 22716 SH SHARED 22716 D SYNUTRA INTL INC COM 87164C10 11 371 SH SHARED 371 D SYNUTRA INTL INC COM 87164C10 0 4 SH SHARED 02 4 D SYNVISTA THERAPEUTICS INC COM 87164M10 0 51 SH SHARED 51 D SYPRIS SOLUTIONS INC COM 87165510 1061 123446 SH SHARED 123446 D SYPRIS SOLUTIONS INC COM 87165510 3 360 SH SHARED 02 360 D SYSCO CORP COM 87182910 82 2330 SH SHARED 2330 D SYSCO CORP COM 87182910 14669 412168 SH SHARED 412168 D SYSCO CORP COM 87182910 9216 258950 SH SHARED 01 205220 53730 D SYSCO CORP COM 87182910 418 11752 SH SHR/OTHR 01 11752 D SYSCO CORP COM 87182910 634 17831 SH SHARED 02 17831 D SYSCO CORP COM 87182910 10 300 SH SHARED 05 300 D SYSCO CORP COM 87182910 711 20000 SH SHARED 06 14400 5600 D SYSCO CORP COM 87182910 10927 307027 SH SHARED 10 280047 26980 D SYSCO CORP COM 87182910 2 75 SH SHR/OTHR 10 75 D SYSCO CORP COM 87182910 377 10600 SH SHARED 14 10600 D SYSCO CORP COM 87182910 35 1000 SH SHARED 19 1000 D SYSCO CORP COM 87182910 3574 100431 SH SHARED 20 27516 72915 D SYSCO CORP COM 87182910 3107 87300 SH SHR/OTHR 20 87300 D SYSCO CORP COM 87182910 85 2400 SH SHARED 21 2400 D SYSCO CORP COM 87182910 660 18570 SH SHARED 22 13215 5355 D SYSCO CORP COM 87182910 179 5050 SH SHR/OTHR 22 5050 D SYSCO CORP COM 87182910 1352 38005 SH SHARED 23 37955 50 D SYSCO CORP COM 87182910 1595 44818 SH SHR/OTHR 23 44818 D SYSTEMAX INC COM 87185110 2082 101884 SH SHARED 101884 D SYSTEMAX INC COM 87185110 51 2500 SH SHARED 01 2500 D SYSTEMAX INC COM 87185110 147 7218 SH SHARED 02 7218 D SYSTEMAX INC COM 87185110 1124 55000 SH SHARED 10 55000 D TCF FINL CORP COM 87227510 3280 125297 SH SHARED 125297 D TCF FINL CORP COM 87227510 1031 39395 SH SHARED 01 1595 37800 D TCF FINL CORP COM 87227510 413 15812 SH SHARED 02 15812 D TCF FINL CORP COM 87227510 83 3190 SH SHARED 06 2600 590 D TCF FINL CORP COM 87227510 287 11000 SH SHARED 10 11000 D TC PIPELINES LP UT COM LTD PRT 87233Q10 24508 686890 SH SHARED 686890 D TCW STRATEGIC INCOME FUND IN COM 87234010 1 293 SH SHARED 293 D TDK CORP AMERN DEP SH 87235140 17 200 SH SHARED 200 D TDK CORP AMERN DEP SH 87235140 5 67 SH SHARED 02 67 D TD AMERITRADE HLDG CORP COM 87236Y10 4801 263541 SH SHARED 263541 D TD AMERITRADE HLDG CORP COM 87236Y10 50 2745 SH SHARED 01 2745 D TD AMERITRADE HLDG CORP COM 87236Y10 8242 452370 SH SHARED 02 452370 D TD AMERITRADE HLDG CORP COM 87236Y10 2368 130000 SH SHARED 04 130000 D TD AMERITRADE HLDG CORP COM 87236Y10 1361 74700 SH SHARED 10 74700 D TD AMERITRADE HLDG CORP COM 87236Y10 1769 97100 SH SHARED 14 97100 D TECO ENERGY INC COM 87237510 2303 140172 SH SHARED 140172 D TECO ENERGY INC COM 87237510 497 30300 SH SHARED 01 30300 D TECO ENERGY INC COM 87237510 81 4931 SH SHARED 02 4931 D TECO ENERGY INC COM 87237510 7233 440288 SH SHARED 10 440288 D TECO ENERGY INC COM 87237510 93 5700 SH SHR/OTHR 23 5700 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 33928 891218 SH SHARED 891218 D TESSCO TECHNOLOGIES INC COM 87238610 1 88 SH SHARED 88 D TF FINL CORP COM 87239110 1 70 SH SHARED 70 D TFS FINL CORP COM 87240R10 2127 164444 SH SHARED 164444 D TFS FINL CORP COM 87240R10 25 1980 SH SHARED 01 1980 D TFS FINL CORP COM 87240R10 4 351 SH SHARED 02 351 D TGC INDS INC COM NEW 87241730 3 304 SH SHARED 304 D THQ INC COM NEW 87244340 544 21816 SH SHARED 21816 D THQ INC COM NEW 87244340 1463 58587 SH SHARED 01 58075 512 D THQ INC COM NEW 87244340 1199 48000 SH SHR/OTHR 01 48000 D THQ INC COM NEW 87244340 2 120 SH SHARED 02 120 D THQ INC COM NEW 87244340 23287 932236 SH SHARED 10 932236 D TIB FINL CORP COM 87244910 3 305 SH SHARED 305 D TII NETWORK TECHNOLOGIES INC COM NEW 87247920 0 316 SH SHARED 316 D TJX COS INC NEW COM 87254010 90177 3102073 SH SHARED 3102073 D TJX COS INC NEW COM 87254010 6711 230885 SH SHARED 01 211345 19540 D TJX COS INC NEW COM 87254010 1620 55738 SH SHARED 02 55738 D TJX COS INC NEW COM 87254010 7 260 SH SHARED 05 260 D TJX COS INC NEW COM 87254010 431 14850 SH SHARED 06 10650 4200 D TJX COS INC NEW COM 87254010 8272 284557 SH SHARED 10 284557 D TJX COS INC NEW COM 87254010 453 15614 SH SHARED 14 15614 D TJX COS INC NEW COM 87254010 619 21325 SH SHARED 20 20930 395 D TJX COS INC NEW COM 87254010 55 1900 SH SHR/OTHR 20 1900 D TJX COS INC NEW COM 87254010 216 7442 SH SHARED 22 4125 3317 D TJX COS INC NEW COM 87254010 58 2000 SH SHARED 23 2000 D TJX COS INC NEW COM 87254010 40 1400 SH SHR/OTHR 23 1400 D TRC COS INC COM 87262510 3 332 SH SHARED 332 D TRM CORP COM 87263610 0 403 SH SHARED 403 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 706 22315 SH SHARED 22315 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 2473 78083 SH SHARED 02 78083 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 7543 238100 SH SHARED 10 233900 4200 D TSR INC COM 87288510 0 67 SH SHARED 67 D TVI CORP NEW COM 87291610 0 850 SH SHARED 850 D TNS INC COM 87296010 1824 113579 SH SHARED 113579 D TNS INC COM 87296010 0 61 SH SHARED 02 61 D TNS INC COM 87296010 125 7800 SH SHARED 10 7800 D TOUSA INC COM 87296210 4075 2531589 SH SHARED 2531589 D TOUSA INC COM 87296210 5 3593 SH SHARED 21 3593 D TTM TECHNOLOGIES INC COM 87305R10 45 3928 SH SHARED 3928 D TTM TECHNOLOGIES INC COM 87305R10 0 71 SH SHARED 02 71 D TTM TECHNOLOGIES INC COM 87305R10 121 10500 SH SHARED 10 10500 D T-3 ENERGY SRVCS INC COM 87306E10 551 12930 SH SHARED 12930 D TXCO RES INC COM 87311M10 18 2073 SH SHARED 2073 D TXU CORP COM 87316810 1507063 22010560 SH SHARED 22010560 D TXU CORP COM 87316810 8428 123098 SH SHARED 01 120603 2495 D TXU CORP COM 87316810 198 2900 SH SHR/OTHR 01 2900 D TXU CORP COM 87316810 9126 133295 SH SHARED 02 133295 D TXU CORP COM 87316810 68874 1005911 SH SHARED 04 1005911 D TXU CORP COM 87316810 13 200 SH SHARED 05 200 D TXU CORP COM 87316810 18490 270051 SH SHARED 06 36450 233601 D TXU CORP COM 87316810 153888 2247525 SH SHARED 10 2247525 D TXU CORP COM 87316810 111 1628 SH SHARED 14 1628 D TXU CORP COM 87316810 20 300 SH SHARED 20 300 D TXU CORP COM 87316810 16 245 SH SHR/OTHR 21 245 D TXU CORP COM 87316810 13 200 SH SHARED 22 200 D TXU CORP COM 87316810 736 10750 SH SHARED 23 10750 D TXU CORP COM 87316810 356 5200 SH SHR/OTHR 23 5200 D TAILWIND FINL INC COM 87402310 5556 734967 SH SHARED 734967 D TAILWIND FINL INC *W EXP 04/11/201 87402311 0 13 SH SHARED 13 D TAITRON COMPONENTS INC CL A 87402810 0 98 SH SHARED 98 D TAIWAN FD INC COM 87403610 218 10000 SH SHR/OTHR 23 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1821 180000 SH SHARED 180000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 56920 5624540 SH SHARED 5624075 465 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2109 208408 SH SHARED 01 207479 929 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1877 185489 SH SHARED 02 185489 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 687 67942 SH SHARED 04 64616 3326 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 131477 12991862 SH SHARED 04 2991862 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 4584 453000 SH SHARED 05 453000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 32750 3236203 SH SHARED 06 3236203 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 20537 2029382 SH SHARED 10 2029382 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1133 111993 SH SHARED 14 73000 38993 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 4493 444040 SH SHARED 16 444040 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2 265 SH SHARED 20 265 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1054 104231 SH SHARED 24 104231 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 328 19255 SH SHARED 19255 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 151 8845 SH SHARED 01 8845 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1227 71880 SH SHARED 02 71880 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 81 4800 SH SHARED 10 4800 D TAL INTL GROUP INC COM 87408310 94 3782 SH SHARED 3782 D TAL INTL GROUP INC COM 87408310 296 11808 SH SHARED 02 11808 D TAL INTL GROUP INC COM 87408310 130 5200 SH SHARED 10 5200 D TALBOTS INC COM 87416110 165 9177 SH SHARED 9177 D TALBOTS INC COM 87416110 71 3965 SH SHARED 02 3965 D TALBOTS INC COM 87416110 82 4600 SH SHARED 10 4600 D TALEO CORP CL A 87424N10 31 1229 SH SHARED 1229 D TALEO CORP CL A 87424N10 10 396 SH SHARED 02 396 D TALISMAN ENERGY INC COM 87425E10 7740 392901 SH SHARED 383401 9500 D TALISMAN ENERGY INC COM 87425E10 1917 97314 SH SHARED 01 6619 90695 D TALISMAN ENERGY INC COM 87425E10 39 2025 SH SHR/OTHR 01 2025 D TALISMAN ENERGY INC COM 87425E10 4744 240828 SH SHARED 02 240828 D TALISMAN ENERGY INC COM 87425E10 985 50000 SH SHARED 04 50000 D TALISMAN ENERGY INC COM 87425E10 13 700 SH SHARED 05 700 D TALISMAN ENERGY INC COM 87425E10 141 7200 SH SHARED 06 900 6300 D TALISMAN ENERGY INC COM 87425E10 592 30100 SH SHARED 10 30100 D TALISMAN ENERGY INC COM 87425E10 307 15600 SH SHARED 19 15600 D TALISMAN ENERGY INC COM 87425E10 35 1800 SH SHARED 20 1800 D TALISMAN ENERGY INC COM 87425E10 382 19400 SH SHARED 23 19400 D TALISMAN ENERGY INC COM 87425E10 569 28900 SH SHR/OTHR 23 28900 D TAM SA SP ADR REP PFD 87484D10 1260 46000 SH SHARED 46000 D TAM SA SP ADR REP PFD 87484D10 548 20000 SH SHARED 02 20000 D TAM SA SP ADR REP PFD 87484D10 14393 525300 SH SHARED 04 525300 D TALON INTL INC COM 87484F10 0 449 SH SHARED 449 D TANDY BRANDS ACCESSORIES INC COM 87537810 1 148 SH SHARED 148 D TANDY LEATHER FACTORY INC COM 87538X10 1 180 SH SHARED 180 D TANGER FACTORY OUTLET CTRS I COM 87546510 935 23050 SH SHARED 23050 D TANGER FACTORY OUTLET CTRS I COM 87546510 3450 84997 SH SHARED 84997 D TANGER FACTORY OUTLET CTRS I COM 87546510 81 2000 SH SHARED 01 2000 D TANGER FACTORY OUTLET CTRS I COM 87546510 405 10000 SH SHR/OTHR 01 10000 D TANGER FACTORY OUTLET CTRS I COM 87546510 1401 34534 SH SHARED 02 34534 D TANGER FACTORY OUTLET CTRS I COM 87546510 694 17100 SH SHARED 10 17100 D TANGER FACTORY OUTLET CTRS I COM 87546510 167920 4137000 SH SHARED 11 2488900 1648100 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 64 11000 SH SHARED 11000 D TAPESTRY PHARMACEUTICALS INC COM NEW 87603120 0 338 SH SHARED 338 D TARGACEPT INC COM 87611R30 34 3833 SH SHARED 3833 D TARGACEPT INC COM 87611R30 2 329 SH SHARED 02 329 D TARGA RESOURCES PARTNERS LP COM UNIT 87611X10 1040 35891 SH SHARED 35891 D TARGET CORP COM 87612E10 32 510 SH SHARED 510 D TARGET CORP COM 87612E10 2689058 42300752 SH SHARED 42300752 D TARGET CORP COM 87612E10 15389 242083 SH SHARED 01 234296 7787 D TARGET CORP COM 87612E10 507 7990 SH SHR/OTHR 01 7990 D TARGET CORP COM 87612E10 1374 21618 SH SHARED 02 21618 D TARGET CORP COM 87612E10 1727 27170 SH SHARED 05 27170 D TARGET CORP COM 87612E10 1697 26703 SH SHARED 06 19200 7503 D TARGET CORP COM 87612E10 128353 2019090 SH SHARED 10 1958590 60500 D TARGET CORP COM 87612E10 184 2896 SH SHARED 14 2896 D TARGET CORP COM 87612E10 1793 28215 SH SHARED 20 11405 16810 D TARGET CORP COM 87612E10 1083 17050 SH SHR/OTHR 20 17050 D TARGET CORP COM 87612E10 25 400 SH SHR/OTHR 21 400 D TARGET CORP COM 87612E10 221 3480 SH SHARED 22 2075 1405 D TARGET CORP COM 87612E10 127 2000 SH SHR/OTHR 22 2000 D TARGET CORP COM 87612E10 1867 29370 SH SHARED 23 28270 1100 D TARGET CORP COM 87612E10 3809 59932 SH SHR/OTHR 23 59932 D TARGET CORP COM 87612E10 128 2016 SH SHARED 24 2016 D TARGETED GENETICS CORP COM NEW 87612M30 0 422 SH SHARED 422 D TARGET LOGISTICS INC COM 87612310 0 198 SH SHARED 198 D TARPON INDS INC COM 87622310 0 223 SH SHARED 223 D TARRAGON CORP COM 87628710 8 3350 SH SHARED 3350 D TARRAGON CORP COM 87628710 0 14 SH SHARED 02 14 D TARRAGON CORP COM 87628710 4 1700 SH SHARED 10 1700 D TARRANT APPAREL GROUP COM 87628910 0 457 SH SHARED 457 D TASER INTL INC COM 87651B10 742 47300 SH SHARED 47300 D TASER INTL INC COM 87651B10 61 3950 SH SHARED 01 3950 D TASER INTL INC COM 87651B10 5 360 SH SHARED 02 360 D TASEKO MINES LTD COM 87651110 684 130385 SH SHARED 130385 D TASTY BAKING CO COM 87655330 6 598 SH SHARED 598 D TATA MTRS LTD SPONSORED ADR 87656850 4917 256900 SH SHARED 256900 D TATA MTRS LTD SPONSORED ADR 87656850 7537 393787 SH SHARED 393787 D TATA MTRS LTD SPONSORED ADR 87656850 1008 52700 SH SHARED 01 52700 D TATA MTRS LTD SPONSORED ADR 87656850 778 40700 SH SHARED 05 40700 D TATA MTRS LTD SPONSORED ADR 87656850 1320 69000 SH SHARED 10 69000 D TAUBMAN CTRS INC COM 87666410 405 7400 SH SHARED 7400 D TAUBMAN CTRS INC COM 87666410 988 18054 SH SHARED 18054 D TAUBMAN CTRS INC COM 87666410 181 3320 SH SHARED 01 3320 D TAUBMAN CTRS INC COM 87666410 124 2268 SH SHARED 02 2268 D TAUBMAN CTRS INC COM 87666410 136 2500 SH SHARED 10 2500 D TAUBMAN CTRS INC COM 87666410 86526 1580400 SH SHARED 11 946950 633450 D TAYLOR CAP GROUP INC COM 87685110 4 174 SH SHARED 174 D TAYLOR CAP GROUP INC COM 87685110 100 3600 SH SHARED 01 1700 1900 D TAYLOR CAP GROUP INC COM 87685110 0 10 SH SHARED 02 10 D TAYLOR CAP GROUP INC COM 87685110 728 26100 SH SHARED 10 26100 D TAYLOR DEVICES INC COM 87716310 0 63 SH SHARED 63 D TEAMSTAFF INC COM NEW 87815U20 0 376 SH SHARED 376 D TEAM FINANCIAL INC COM 87815X10 0 62 SH SHARED 62 D TEAM INC COM 87815510 243 8884 SH SHARED 8884 D TEAM INC COM 87815510 985 36000 SH SHARED 10 36000 D TEAM INC COM 87815510 43 1600 SH SHARED 21 1600 D TECH DATA CORP COM 87823710 12975 323424 SH SHARED 323424 D TECH DATA CORP COM 87823710 1286 32075 SH SHARED 01 15475 16600 D TECH DATA CORP COM 87823710 323 8059 SH SHARED 02 4179 3880 D TECH DATA CORP COM 87823710 668 16668 SH SHARED 10 16668 D TECH OPS SEVCON INC COM 87829310 0 66 SH SHARED 66 D TECHTEAM GLOBAL INC COM 87831110 2 240 SH SHARED 240 D TECHE HLDG CO COM 87833010 2 52 SH SHARED 52 D TECHNE CORP COM 87837710 1781 28244 SH SHARED 28244 D TECHNE CORP COM 87837710 845 13400 SH SHARED 01 13400 D TECHNE CORP COM 87837710 148 2356 SH SHARED 02 2356 D TECHNE CORP COM 87837710 365 5802 SH SHARED 10 5802 D TECHNITROL INC COM 87855510 187 6972 SH SHARED 6972 D TECHNITROL INC COM 87855510 830 30800 SH SHARED 01 30800 D TECHNITROL INC COM 87855510 1 65 SH SHARED 02 65 D TECHNITROL INC COM 87855510 1747 64860 SH SHARED 10 64860 D TECHNOLOGY INVT CAP CORP COM 87871730 182 13647 SH SHARED 13647 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 57 SH SHARED 57 D TECHNOLOGY RESH CORP COM NEW 87872730 0 151 SH SHARED 151 D TECHWELL INC COM 87874D10 8 764 SH SHARED 764 D TECHTARGET INC COM 87874R10 5 323 SH SHARED 323 D TECK COMINCO LTD CL B 87874220 4293 90000 SH SHARED 90000 D TECK COMINCO LTD CL B 87874220 8378 175606 SH SHARED 174006 1600 D TECK COMINCO LTD CL B 87874220 178 3732 SH SHARED 01 1732 2000 D TECK COMINCO LTD CL B 87874220 121 2551 SH SHARED 02 2551 D TECK COMINCO LTD CL B 87874220 61 1298 SH SHARED 04 1298 D TECK COMINCO LTD CL B 87874220 1564 32800 SH SHARED 04 32800 D TECK COMINCO LTD CL B 87874220 9 200 SH SHARED 05 200 D TECK COMINCO LTD CL B 87874220 927 19450 SH SHARED 06 550 18900 D TECK COMINCO LTD CL B 87874220 419 8800 SH SHARED 10 8800 D TECK COMINCO LTD CL B 87874220 460 9652 SH SHARED 14 9652 D TECUMSEH PRODS CO CL A 87889520 12 636 SH SHARED 636 D TECUMSEH PRODS CO CL A 87889520 1 79 SH SHARED 02 79 D TECUMSEH PRODS CO CL A 87889520 28 1500 SH SHARED 10 1500 D TEGAL CORP COM NEW 87900820 0 182 SH SHARED 182 D TEJON RANCH CO DEL COM 87908010 18 445 SH SHARED 445 D TEJON RANCH CO DEL COM 87908010 1 30 SH SHARED 02 30 D TEKELEC NOTE 2.250% 6/1 879101AE 4395 4522000 PRN SHARED 4522000 D TEKELEC COM 87910110 180 14911 SH SHARED 14911 D TEKELEC COM 87910110 38 3150 SH SHARED 01 3150 D TEKELEC COM 87910110 1 106 SH SHARED 02 106 D TEKELEC COM 87910110 531 43956 SH SHARED 10 43956 D TEKTRONIX INC COM 87913110 2124 76579 SH SHARED 76579 D TEKTRONIX INC COM 87913110 4327 155989 SH SHARED 01 155989 D TEKTRONIX INC COM 87913110 257 9282 SH SHARED 02 9282 D TEKTRONIX INC COM 87913110 16533 596013 SH SHARED 10 596013 D TEL INSTR ELECTRS CORP COM NEW 87916520 0 37 SH SHARED 37 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 550 24525 SH SHARED 24525 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 23053 1026429 SH SHARED 1026429 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 7866 350258 SH SHARED 02 350258 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 16620 740000 SH SHARED 04 740000 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 118 2855 SH SHARED 02 2855 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 3513 116075 SH SHARED 116075 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 26 889 SH SHARED 02 889 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 102 3400 SH SHARED 21 3400 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 44 1800 SH SHARED 1800 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 679 27660 SH SHARED 27660 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 11 474 SH SHARED 02 474 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 220 9000 SH SHARED 04 9000 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 297 12100 SH SHARED 10 12100 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 2200 129721 SH SHARED 129721 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 3 200 SH SHARED 02 200 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 92 5446 SH SHARED 21 5446 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 29 1220 SH SHARED 1220 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 3692 113784 SH SHARED 113784 D TELECOMMUNICATION SYS INC CL A 87929J10 3 827 SH SHARED 827 D TELEDYNE TECHNOLOGIES INC COM 87936010 519 9729 SH SHARED 9729 D TELEDYNE TECHNOLOGIES INC COM 87936010 64 1206 SH SHARED 02 1206 D TELEDYNE TECHNOLOGIES INC COM 87936010 528 9900 SH SHARED 10 9900 D TELEFLEX INC COM 87936910 5411 69453 SH SHARED 44153 25300 D TELEFLEX INC COM 87936910 1233 15825 SH SHARED 01 4000 11825 D TELEFLEX INC COM 87936910 204 2625 SH SHARED 02 2625 D TELEFLEX INC COM 87936910 28697 368300 SH SHARED 10 328900 39400 D TELEFLEX INC COM 87936910 85 1100 SH SHARED 21 1100 D TELEFLEX INC COM 87936910 93 1200 SH SHR/OTHR 23 1200 D TELEFONICA DE ARGENTINA S A SPONSORED ADR 87937840 37 2500 SH SHARED 2500 D TELEFONICA S A SPONSORED ADR 87938220 0 2 SH SHARED 2 D TELEFONICA S A SPONSORED ADR 87938220 1269 15150 SH SHARED 15150 D TELEFONICA S A SPONSORED ADR 87938220 1287 15357 SH SHARED 01 12317 3040 D TELEFONICA S A SPONSORED ADR 87938220 126 1510 SH SHARED 02 1510 D TELEFONICA S A SPONSORED ADR 87938220 1684 20098 SH SHARED 20 12583 7515 D TELEFONICA S A SPONSORED ADR 87938220 291 3477 SH SHR/OTHR 20 3477 D TELEFONICA S A SPONSORED ADR 87938220 27 330 SH SHR/OTHR 21 330 D TELEFONICA S A SPONSORED ADR 87938220 20 250 SH SHARED 22 250 D TELEFONICA S A SPONSORED ADR 87938220 113 1350 SH SHR/OTHR 23 1350 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 3251 98911 SH SHARED 98911 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 5058 153900 SH SHARED 01 153900 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 131 4000 SH SHR/OTHR 01 4000 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 14 448 SH SHARED 02 448 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 4417 134400 SH SHARED 14 134400 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 176 5360 SH SHARED 20 5360 D TELEPHONE & DATA SYS INC COM 87943310 6358 95262 SH SHARED 95262 D TELEPHONE & DATA SYS INC COM 87943310 1982 29700 SH SHARED 01 29700 D TELEPHONE & DATA SYS INC COM 87943310 697 10443 SH SHARED 02 10443 D TELEPHONE & DATA SYS INC COM 87943310 3337 50000 SH SHARED 04 50000 D TELEPHONE & DATA SYS INC COM 87943310 190 2850 SH SHARED 06 2400 450 D TELEPHONE & DATA SYS INC COM 87943310 2162 32400 SH SHARED 10 32400 D TELEPHONE & DATA SYS INC SPL COM 87943386 2689 43372 SH SHARED 43372 D TELEPHONE & DATA SYS INC SPL COM 87943386 508 8200 SH SHARED 01 8200 D TELEPHONE & DATA SYS INC SPL COM 87943386 117 1900 SH SHARED 06 1400 500 D TELEPHONE & DATA SYS INC SPL COM 87943386 16 267 SH SHARED 14 267 D TELEPHONE & DATA SYS INC SPL COM 87943386 114 1850 SH SHARED 21 1850 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 471 8043 SH SHARED 8043 D TELESTONE TECHNOLOGIES CORP COM 87953J10 69 11400 SH SHARED 11400 D TELIK INC COM 87959M10 15 5404 SH SHARED 5404 D TELIK INC COM 87959M10 24 8400 SH SHARED 10 8400 D TELKONET INC COM 87960410 2 1605 SH SHARED 1605 D TELLABS INC COM 87966410 5567 584809 SH SHARED 584809 D TELLABS INC COM 87966410 413 43475 SH SHARED 01 43475 D TELLABS INC COM 87966410 3537 371562 SH SHARED 02 371562 D TELLABS INC COM 87966410 128 13460 SH SHARED 06 9850 3610 D TELLABS INC COM 87966410 3090 324637 SH SHARED 10 324637 D TELLABS INC COM 87966410 11 1254 SH SHARED 14 1254 D TELULAR CORP COM NEW 87970T20 23 3313 SH SHARED 3313 D TELUS CORP NON-VTG SHS 87971M20 1669 29729 SH SHARED 29729 D TELUS CORP NON-VTG SHS 87971M20 78 1396 SH SHARED 01 1396 D TELUS CORP NON-VTG SHS 87971M20 71 1271 SH SHARED 02 1271 D TELUS CORP NON-VTG SHS 87971M20 44 800 SH SHARED 06 200 600 D TELUS CORP NON-VTG SHS 87971M20 235 4200 SH SHARED 10 4200 D TELUS CORP NON-VTG SHS 87971M20 429 7655 SH SHARED 14 7655 D TEMECULA VY BANCORP INC CA COM 87972L10 4 254 SH SHARED 254 D TEMPLE INLAND INC COM 87986810 81884 1555854 SH SHARED 1555854 D TEMPLE INLAND INC COM 87986810 807 15344 SH SHARED 01 15344 D TEMPLE INLAND INC COM 87986810 208 3960 SH SHR/OTHR 01 3960 D TEMPLE INLAND INC COM 87986810 2078 39488 SH SHARED 02 39488 D TEMPLE INLAND INC COM 87986810 172 3270 SH SHARED 06 2400 870 D TEMPLE INLAND INC COM 87986810 3147 59798 SH SHARED 10 59798 D TEMPLE INLAND INC COM 87986810 252 4800 SH SHARED 14 4800 D TEMPLE INLAND INC COM 87986810 2734 51960 SH SHARED 20 51960 D TEMPLE INLAND INC COM 87986810 236 4500 SH SHR/OTHR 20 4500 D TELETECH HOLDINGS INC COM 87993910 49 2057 SH SHARED 2057 D TELETECH HOLDINGS INC COM 87993910 71 3000 SH SHARED 01 3000 D TELETECH HOLDINGS INC COM 87993910 1 65 SH SHARED 02 65 D TELETECH HOLDINGS INC COM 87993910 824 34500 SH SHARED 10 34500 D TEMPLETON DRAGON FD INC COM 88018T10 81 2589 SH SHARED 2589 D TEMPLETON DRAGON FD INC COM 88018T10 158 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 316 10000 SH SHR/OTHR 01 10000 D TEMPLETON DRAGON FD INC COM 88018T10 163 5183 SH SHR/OTHR 20 5183 D TEMPLETON EMERGING MKTS FD I COM 88019110 22 952 SH SHARED 952 D TEMPLETON EMERGING MKTS FD I COM 88019110 285 12000 SH SHR/OTHR 23 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 76 5445 SH SHARED 5445 D TEMPLETON EMERG MKTS INCOME COM 88019210 2353 166914 SH SHR/OTHR 23 166914 D TEMPLETON GLOBAL INCOME FD COM 88019810 131 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 48 5000 SH SHR/OTHR 20 5000 D TEMPLETON RUS AND EAST EUR F COM 88022F10 219 3200 SH SHARED 3200 D TEMPUR PEDIC INTL INC COM 88023U10 1003 28064 SH SHARED 28064 D TEMPUR PEDIC INTL INC COM 88023U10 50 1400 SH SHARED 01 1400 D TEMPUR PEDIC INTL INC COM 88023U10 62 1762 SH SHARED 02 1762 D TEMPUR PEDIC INTL INC COM 88023U10 200 5600 SH SHARED 10 5600 D TENARIS S A SPONSORED ADR 88031M10 73 1400 SH SHARED 1400 D TENARIS S A SPONSORED ADR 88031M10 5590 106235 SH SHARED 106235 D TENARIS S A SPONSORED ADR 88031M10 15877 301735 SH SHARED 01 294635 7100 D TENARIS S A SPONSORED ADR 88031M10 3972 75502 SH SHARED 02 75502 D TENARIS S A SPONSORED ADR 88031M10 6161 117100 SH SHARED 04 117100 D TENARIS S A SPONSORED ADR 88031M10 50904 967400 SH SHARED 10 903700 63700 D TENARIS S A SPONSORED ADR 88031M10 3646 69300 SH SHARED 14 69300 D TENARIS S A SPONSORED ADR 88031M10 1699 32300 SH SHARED 24 32300 D TENET HEALTHCARE CORP COM 88033G10 5147 1531858 SH SHARED 1531858 D TENET HEALTHCARE CORP COM 88033G10 185 55166 SH SHARED 01 55166 D TENET HEALTHCARE CORP COM 88033G10 35 10618 SH SHARED 02 10618 D TENET HEALTHCARE CORP COM 88033G10 772 229898 SH SHARED 10 229898 D TENGASCO INC COM NEW 88033R20 0 970 SH SHARED 970 D TENNANT CO COM 88034510 280 5765 SH SHARED 5765 D TENNANT CO COM 88034510 2 45 SH SHARED 02 45 D TENNECO INC COM 88034910 35 1131 SH SHARED 1 1130 D TENNECO INC COM 88034910 1168 37690 SH SHARED 37690 D TENNECO INC COM 88034910 47 1520 SH SHARED 01 1520 D TENNECO INC COM 88034910 4 148 SH SHARED 02 148 D TENNECO INC COM 88034910 9322 300618 SH SHARED 04 300618 D TENNECO INC COM 88034910 5116 165000 SH SHARED 05 165000 D TENNECO INC COM 88034910 48 1563 SH SHARED 06 1563 D TENNECO INC COM 88034910 456 14733 SH SHARED 10 14733 D TENNESSEE COMMERCE BANCORP I COM 88043P10 2 120 SH SHARED 120 D TERADATA CORP DEL COM 88076W10 2407 92300 SH SHARED 92300 D TERADYNE INC COM 88077010 3089 223906 SH SHARED 223906 D TERADYNE INC COM 88077010 4396 318600 SH SHARED 01 318300 300 D TERADYNE INC COM 88077010 277 20091 SH SHARED 02 20091 D TERADYNE INC COM 88077010 94 6830 SH SHARED 06 4400 2430 D TERADYNE INC COM 88077010 30645 2220662 SH SHARED 10 2212162 8500 D TERADYNE INC COM 88077010 4 300 SH SHARED 14 300 D TEREX CORP NEW COM 88077910 3576 40178 SH SHARED 31480 8698 D TEREX CORP NEW COM 88077910 20976 235642 SH SHARED 235642 D TEREX CORP NEW COM 88077910 14876 167116 SH SHARED 01 133355 33761 D TEREX CORP NEW COM 88077910 707 7950 SH SHR/OTHR 01 7950 D TEREX CORP NEW COM 88077910 2765 31068 SH SHARED 02 31068 D TEREX CORP NEW COM 88077910 790 8880 SH SHARED 04 8880 D TEREX CORP NEW COM 88077910 556 6250 SH SHARED 06 5200 1050 D TEREX CORP NEW COM 88077910 80790 907550 SH SHARED 10 906290 1260 D TEREX CORP NEW COM 88077910 4 50 SH SHR/OTHR 10 50 D TEREX CORP NEW COM 88077910 373 4200 SH SHARED 14 4200 D TEREX CORP NEW COM 88077910 6681 75051 SH SHARED 19 75051 D TEREX CORP NEW COM 88077910 2538 28515 SH SHARED 20 19405 9110 D TEREX CORP NEW COM 88077910 204 2300 SH SHR/OTHR 20 2300 D TEREX CORP NEW COM 88077910 251 2828 SH SHARED 22 2085 743 D TEREX CORP NEW COM 88077910 45 516 SH SHR/OTHR 22 516 D TEREX CORP NEW COM 88077910 680 7645 SH SHARED 23 7285 360 D TEREX CORP NEW COM 88077910 265 2985 SH SHR/OTHR 23 2985 D TERCICA INC COM 88078L10 367 59283 SH SHARED 59283 D TERCICA INC COM 88078L10 2886 465545 SH SHARED 04 465545 D TERNIUM SA SPON ADR 88089010 3645 116099 SH SHARED 116099 D TERNIUM SA SPON ADR 88089010 819 26100 SH SHARED 01 16700 9400 D TERNIUM SA SPON ADR 88089010 3 100 SH SHARED 02 100 D TERNIUM SA SPON ADR 88089010 16145 514200 SH SHARED 10 514200 D TERNIUM SA SPON ADR 88089010 147 4700 SH SHARED 15 4700 D TERNIUM SA SPON ADR 88089010 276 8800 SH SHARED 24 8800 D TERRA INDS INC COM 88091510 1537 49170 SH SHARED 49170 D TERRA INDS INC COM 88091510 143 4575 SH SHARED 01 4575 D TERRA INDS INC COM 88091510 5921 189438 SH SHARED 02 189438 D TERRA INDS INC COM 88091510 2560 81900 SH SHARED 10 81900 D TERRA NITROGEN CO L P COM UNIT 88100520 250 1979 SH SHARED 1979 D TERREMARK WORLDWIDE INC COM NEW 88144820 439 61281 SH SHARED 61281 D TERREMARK WORLDWIDE INC COM NEW 88144820 7 1000 SH SHARED 01 1000 D TERREMARK WORLDWIDE INC COM NEW 88144820 21 2990 SH SHARED 02 2990 D TERRESTAR CORP COM 88145110 211 21985 SH SHARED 21985 D TERRESTAR CORP COM 88145110 72 7500 SH SHARED 01 7500 D TESCO CORP COM 88157K10 215 7924 SH SHARED 7924 D TESORO CORP COM 88160910 13588 295283 SH SHARED 263483 31800 D TESORO CORP COM 88160910 928 20169 SH SHARED 01 18949 1220 D TESORO CORP COM 88160910 135 2952 SH SHARED 02 2952 D TESORO CORP COM 88160910 2 60 SH SHARED 05 60 D TESORO CORP COM 88160910 280 6100 SH SHARED 06 4600 1500 D TESORO CORP COM 88160910 44166 959721 SH SHARED 10 949971 9750 D TESORO CORP COM 88160910 367 7990 SH SHARED 14 7990 D TESORO CORP COM 88160910 9 200 SH SHARED 20 200 D TESORO CORP COM 88160910 6 135 SH SHR/OTHR 21 135 D TESORO CORP COM 88160910 4 100 SH SHARED 22 100 D TETRA TECHNOLOGIES INC DEL COM 88162F10 330 15628 SH SHARED 15628 D TETRA TECHNOLOGIES INC DEL COM 88162F10 134 6370 SH SHARED 01 6370 D TETRA TECHNOLOGIES INC DEL COM 88162F10 7 365 SH SHARED 02 365 D TETRA TECHNOLOGIES INC DEL COM 88162F10 106 5035 SH SHARED 10 5035 D TETRA TECH INC NEW COM 88162G10 21 1000 SH SHARED 1000 D TETRA TECH INC NEW COM 88162G10 1742 82507 SH SHARED 82507 D TETRA TECH INC NEW COM 88162G10 11005 521072 SH SHARED 04 521072 D TETRA TECH INC NEW COM 88162G10 10716 507402 SH SHARED 05 507402 D TETRA TECH INC NEW COM 88162G10 57 2710 SH SHARED 06 2710 D TETRA TECH INC NEW COM 88162G10 802 38010 SH SHARED 10 38010 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 44 1000 SH SHARED 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 17209 386993 SH SHARED 386993 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 4258 95750 SH SHARED 01 92600 3150 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 300 6750 SH SHARED 02 6750 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 49750 1118748 SH SHARED 04 1118748 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 8716 196000 SH SHARED 10 196000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5336 120000 SH SHARED 16 120000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13 300 SH SHARED 20 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13 300 SH SHARED 23 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 53 1200 SH SHR/OTHR 23 1200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1185 26660 SH SHARED 24 26660 D TETON ENERGY CORP COM 88162810 2 439 SH SHARED 439 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 25 25000 PRN SHARED 02 25000 D TESSERA TECHNOLOGIES INC COM 88164L10 165 4426 SH SHARED 4426 D TESSERA TECHNOLOGIES INC COM 88164L10 213 5700 SH SHARED 01 5700 D TESSERA TECHNOLOGIES INC COM 88164L10 90 2400 SH SHARED 02 2400 D TESSERA TECHNOLOGIES INC COM 88164L10 1875 50000 SH SHARED 04 50000 D TESSERA TECHNOLOGIES INC COM 88164L10 32940 878400 SH SHARED 10 878400 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 664 550000 PRN SHARED 550000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 706 585000 PRN SHARED 02 585000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 13592 10488000 PRN SHARED 02 10488000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 108985 03500000 PRN SHARED 3500000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 1388 1319000 PRN SHARED 02 1319000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 24 1122 SH SHARED 1122 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 213 9800 SH SHARED 10 9800 D TEXAS INDS INC COM 88249110 2669 34005 SH SHARED 34005 D TEXAS INDS INC COM 88249110 1 23 SH SHARED 02 23 D TEXAS INDS INC COM 88249110 10683 136100 SH SHARED 10 136100 D TEXAS INDS INC COM 88249110 31 400 SH SHR/OTHR 23 400 D TEXAS INSTRS INC COM 88250810 238 6523 SH SHARED 6523 D TEXAS INSTRS INC COM 88250810 117385 3208126 SH SHARED 3207954 172 D TEXAS INSTRS INC COM 88250810 18726 511796 SH SHARED 01 433153 78643 D TEXAS INSTRS INC COM 88250810 694 18987 SH SHR/OTHR 01 18987 D TEXAS INSTRS INC COM 88250810 6035 164963 SH SHARED 02 164963 D TEXAS INSTRS INC COM 88250810 211 5785 SH SHARED 04 5785 D TEXAS INSTRS INC COM 88250810 11840 323600 SH SHARED 04 323600 D TEXAS INSTRS INC COM 88250810 998 27300 SH SHARED 05 27300 D TEXAS INSTRS INC COM 88250810 2930 80090 SH SHARED 06 37800 42290 D TEXAS INSTRS INC COM 88250810 127444 3483048 SH SHARED 10 3401958 81090 D TEXAS INSTRS INC COM 88250810 1543 42193 SH SHARED 14 42193 D TEXAS INSTRS INC COM 88250810 1829 50000 SH SHARED 15 50000 D TEXAS INSTRS INC COM 88250810 40 1110 SH SHARED 19 1110 D TEXAS INSTRS INC COM 88250810 6479 177075 SH SHARED 20 33950 143125 D TEXAS INSTRS INC COM 88250810 1459 39890 SH SHR/OTHR 20 39890 D TEXAS INSTRS INC COM 88250810 172 4720 SH SHARED 21 4720 D TEXAS INSTRS INC COM 88250810 42 1170 SH SHR/OTHR 21 1170 D TEXAS INSTRS INC COM 88250810 12 350 SH SHARED 22 350 D TEXAS INSTRS INC COM 88250810 168 4603 SH SHR/OTHR 22 4603 D TEXAS INSTRS INC COM 88250810 1363 37261 SH SHARED 23 36861 400 D TEXAS INSTRS INC COM 88250810 3554 97147 SH SHR/OTHR 23 97147 D TEXAS INSTRS INC COM 88250810 99 2724 SH SHARED 24 2724 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 1655 31300 SH SHARED 31300 D TEXAS ROADHOUSE INC CL A 88268110 208 17848 SH SHARED 17848 D TEXAS ROADHOUSE INC CL A 88268110 589 50400 SH SHARED 01 50400 D TEXAS ROADHOUSE INC CL A 88268110 61 5244 SH SHARED 02 5244 D TEXAS ROADHOUSE INC CL A 88268110 1 148 SH SHARED 10 148 D THAI FD INC COM 88290410 0 48 SH SHARED 48 D THAI CAP FD INC COM NEW 88290520 7 481 SH SHARED 481 D TEXTRON INC COM 88320310 18503 297438 SH SHARED 297438 D TEXTRON INC COM 88320310 2524 40578 SH SHARED 01 40578 D TEXTRON INC COM 88320310 846 13600 SH SHR/OTHR 01 13600 D TEXTRON INC COM 88320310 428 6895 SH SHARED 02 6895 D TEXTRON INC COM 88320310 4665 75000 SH SHARED 04 75000 D TEXTRON INC COM 88320310 6 100 SH SHARED 05 100 D TEXTRON INC COM 88320310 5457 87720 SH SHARED 06 5440 82280 D TEXTRON INC COM 88320310 10174 163554 SH SHARED 10 163554 D TEXTRON INC COM 88320310 292 4706 SH SHARED 14 4706 D TEXTRON INC COM 88320310 5350 86000 SH SHARED 16 86000 D TEXTRON INC COM 88320310 87 1400 SH SHARED 21 1400 D TEXTRON INC COM 88320310 52 850 SH SHARED 23 850 D THE BANK HOLDINGS INC COM 88331E10 87 5975 SH SHARED 5975 D THE9 LTD ADR 88337K10 5483 159000 SH SHARED 159000 D THE9 LTD ADR 88337K10 2901 84117 SH SHARED 84117 D THERAGENICS CORP COM 88337510 3 746 SH SHARED 746 D THERAGENICS CORP COM 88337510 3 680 SH SHARED 02 680 D THERAVANCE INC COM 88338T10 43 1668 SH SHARED 1668 D THERAVANCE INC COM 88338T10 372 14286 SH SHARED 01 14286 D THERAVANCE INC COM 88338T10 22 877 SH SHARED 02 877 D THERAVANCE INC COM 88338T10 117 4500 SH SHARED 10 4500 D THERMAGE INC COM 88343R10 2 325 SH SHARED 325 D THERMO FISHER SCIENTIFIC INC COM 88355610 288 5000 SH SHARED 5000 D THERMO FISHER SCIENTIFIC INC COM 88355610 24788 429465 SH SHARED 429465 D THERMO FISHER SCIENTIFIC INC COM 88355610 11543 199993 SH SHARED 01 173148 26845 D THERMO FISHER SCIENTIFIC INC COM 88355610 60 1050 SH SHR/OTHR 01 1050 D THERMO FISHER SCIENTIFIC INC COM 88355610 6250 108293 SH SHARED 02 102083 6210 D THERMO FISHER SCIENTIFIC INC COM 88355610 99 1731 SH SHARED 04 1731 D THERMO FISHER SCIENTIFIC INC COM 88355610 85569 1482500 SH SHARED 04 1482500 D THERMO FISHER SCIENTIFIC INC COM 88355610 3134 54310 SH SHARED 05 54310 D THERMO FISHER SCIENTIFIC INC COM 88355610 47266 818890 SH SHARED 06 150050 668840 D THERMO FISHER SCIENTIFIC INC COM 88355610 70103 1214551 SH SHARED 10 1177891 36660 D THERMO FISHER SCIENTIFIC INC COM 88355610 857 14854 SH SHARED 14 11900 2954 D THERMO FISHER SCIENTIFIC INC COM 88355610 4444 77000 SH SHARED 15 77000 D THERMO FISHER SCIENTIFIC INC COM 88355610 3924 68000 SH SHARED 16 68000 D THERMO FISHER SCIENTIFIC INC COM 88355610 1862 32260 SH SHARED 20 27470 4790 D THERMO FISHER SCIENTIFIC INC COM 88355610 135 2340 SH SHR/OTHR 20 2340 D THERMO FISHER SCIENTIFIC INC COM 88355610 23 400 SH SHARED 21 400 D THERMO FISHER SCIENTIFIC INC COM 88355610 159 2769 SH SHARED 22 2400 369 D THERMO FISHER SCIENTIFIC INC COM 88355610 746 12940 SH SHARED 23 12470 470 D THERMO FISHER SCIENTIFIC INC COM 88355610 1083 18764 SH SHR/OTHR 23 18764 D THERMO FISHER SCIENTIFIC INC COM 88355610 69 1200 SH SHARED 24 1200 D THERMOGENESIS CORP COM NEW 88362320 3 1405 SH SHARED 1405 D THESTREET COM COM 88368Q10 307 25377 SH SHARED 25377 D THESTREET COM COM 88368Q10 53 4390 SH SHARED 02 2150 2240 D THINK PARTNERSHIP INC COM 88409N10 192 126724 SH SHARED 126724 D THINKENGINE NETWORKS INC COM 88409U10 0 142 SH SHARED 142 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 170 19780 SH SHARED 19780 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 92 10750 SH SHARED 02 10750 D THOMAS & BETTS CORP COM 88431510 1034 17650 SH SHARED 17650 D THOMAS & BETTS CORP COM 88431510 2587 44122 SH SHARED 44122 D THOMAS & BETTS CORP COM 88431510 2926 49910 SH SHARED 01 30150 19760 D THOMAS & BETTS CORP COM 88431510 268 4582 SH SHARED 02 4582 D THOMAS & BETTS CORP COM 88431510 9734 166000 SH SHARED 10 157500 8500 D THOMAS & BETTS CORP COM 88431510 270 4615 SH SHARED 20 4530 85 D THOMAS & BETTS CORP COM 88431510 1143 19500 SH SHARED 23 19500 D THOMAS GROUP INC COM 88440210 108 11845 SH SHARED 11845 D THOMAS PPTYS GROUP INC COM 88445310 12 1069 SH SHARED 1069 D THOMAS PPTYS GROUP INC COM 88445310 9269 772481 SH SHARED 10 772481 D THOMAS WEISEL PARTNERS GRP I COM 88448110 43 2983 SH SHARED 2983 D THOMAS WEISEL PARTNERS GRP I COM 88448110 551 38000 SH SHARED 01 38000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 551 38000 SH SHR/OTHR 01 38000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 0 21 SH SHARED 02 21 D THOMAS WEISEL PARTNERS GRP I COM 88448110 98 6800 SH SHARED 10 6800 D THOMSON CORP COM 88490310 71 1717 SH SHARED 1717 D THOMSON CORP COM 88490310 7473 178237 SH SHARED 178237 D THOMSON CORP COM 88490310 192 4597 SH SHARED 01 4597 D THOMSON CORP COM 88490310 15 359 SH SHARED 02 359 D THOMSON CORP COM 88490310 8 200 SH SHARED 05 200 D THOMSON CORP COM 88490310 60 1450 SH SHARED 06 150 1300 D THOMSON CORP COM 88490310 528 12600 SH SHARED 10 12600 D THOMSON CORP COM 88490310 158 3769 SH SHARED 14 3769 D THOMSON SPONSORED ADR 88511810 3 203 SH SHARED 02 203 D THOR INDS INC COM 88516010 1293 28742 SH SHARED 28742 D THOR INDS INC COM 88516010 733 16300 SH SHARED 01 4600 11700 D THOR INDS INC COM 88516010 83 1846 SH SHARED 02 1846 D THOR INDS INC COM 88516010 782 17400 SH SHARED 10 6300 11100 D THOR INDS INC COM 88516010 45 1005 SH SHARED 21 1005 D THORATEC CORP COM NEW 88517530 126 6103 SH SHARED 6103 D THORATEC CORP COM NEW 88517530 413 20000 SH SHARED 01 20000 D THORATEC CORP COM NEW 88517530 218 10560 SH SHARED 02 470 10090 D THORATEC CORP COM NEW 88517530 9120 440800 SH SHARED 10 440800 D THORNBURG MTG INC COM 88521810 163 12734 SH SHARED 12734 D THORNBURG MTG INC COM 88521810 213 16600 SH SHARED 01 16600 D THORNBURG MTG INC COM 88521810 84 6557 SH SHARED 02 6557 D THORNBURG MTG INC COM 88521810 178 13900 SH SHARED 10 13900 D THORNBURG MTG INC PFD CONV SER F 88521870 13950 500000 SH SHARED 500000 D 3COM CORP COM 88553510 5763 1166781 SH SHARED 1160781 6000 D 3COM CORP COM 88553510 621 125750 SH SHARED 01 450 125300 D 3COM CORP COM 88553510 962 194831 SH SHARED 02 194831 D 3COM CORP COM 88553510 671 136000 SH SHARED 10 136000 D 3-D SYS CORP DEL COM NEW 88554D20 587 24883 SH SHARED 24883 D 3-D SYS CORP DEL COM NEW 88554D20 0 18 SH SHARED 02 18 D 3M CO NOTE 11/2 88579YAB 1017 1100000 PRN SHARED 1100000 D 3M CO COM 88579Y10 1283 13713 SH SHARED 13713 D 3M CO COM 88579Y10 97663 1043633 SH SHARED 1040233 3400 D 3M CO COM 88579Y10 23791 254238 SH SHARED 01 194986 59252 D 3M CO COM 88579Y10 1277 13653 SH SHR/OTHR 01 13653 D 3M CO COM 88579Y10 3514 37557 SH SHARED 02 37557 D 3M CO COM 88579Y10 112 1200 SH SHARED 04 1200 D 3M CO COM 88579Y10 50609 540810 SH SHARED 04 540810 D 3M CO COM 88579Y10 25 270 SH SHARED 05 270 D 3M CO COM 88579Y10 2186 23360 SH SHARED 06 16700 6660 D 3M CO COM 88579Y10 375266 4010116 SH SHARED 10 4009316 800 D 3M CO COM 88579Y10 787 8420 SH SHARED 14 8420 D 3M CO COM 88579Y10 4965 53059 SH SHARED 20 18243 34816 D 3M CO COM 88579Y10 3572 38180 SH SHR/OTHR 20 38180 D 3M CO COM 88579Y10 556 5947 SH SHARED 21 5947 D 3M CO COM 88579Y10 280 3000 SH SHARED 22 3000 D 3M CO COM 88579Y10 131 1400 SH SHR/OTHR 22 1400 D 3M CO COM 88579Y10 11596 123926 SH SHARED 23 122401 1525 D 3M CO COM 88579Y10 10818 115610 SH SHR/OTHR 23 115610 D THRESHOLD PHARMACEUTICAL INC COM 88580710 79 89042 SH SHARED 89042 D THRESHOLD PHARMACEUTICAL INC COM 88580710 0 400 SH SHARED 02 400 D TIBCO SOFTWARE INC COM 88632Q10 14 1900 SH SHARED 1900 D TIBCO SOFTWARE INC COM 88632Q10 139 18874 SH SHARED 18874 D TIBCO SOFTWARE INC COM 88632Q10 569 77000 SH SHARED 01 77000 D TIBCO SOFTWARE INC COM 88632Q10 744 100800 SH SHR/OTHR 01 100800 D TIBCO SOFTWARE INC COM 88632Q10 7 1075 SH SHARED 02 1075 D TIBCO SOFTWARE INC COM 88632Q10 369 50000 SH SHARED 04 50000 D TIBCO SOFTWARE INC COM 88632Q10 524 70920 SH SHARED 10 70920 D TIDELANDS BANCSHARES INC COM 88637410 1 109 SH SHARED 109 D TIDEWATER INC COM 88642310 6713 106830 SH SHARED 106830 D TIDEWATER INC COM 88642310 1995 31750 SH SHARED 01 14250 17500 D TIDEWATER INC COM 88642310 403 6423 SH SHARED 02 6423 D TIDEWATER INC COM 88642310 41486 660200 SH SHARED 10 660200 D TIDEWATER INC COM 88642310 2 38 SH SHARED 23 38 D TIER TECHNOLOGIES INC CL B 88650Q10 4 475 SH SHARED 475 D TIERONE CORP COM 88650R10 20 765 SH SHARED 765 D TIERONE CORP COM 88650R10 209 7900 SH SHARED 10 7900 D TIENS BIOTECH GROUP USA INC COM 88650T10 0 9 SH SHARED 9 D TIENS BIOTECH GROUP USA INC COM 88650T10 0 3 SH SHARED 02 3 D TIFFANY & CO NEW COM 88654710 11255 215009 SH SHARED 215009 D TIFFANY & CO NEW COM 88654710 836 15970 SH SHARED 01 15745 225 D TIFFANY & CO NEW COM 88654710 3363 64249 SH SHARED 02 64249 D TIFFANY & CO NEW COM 88654710 6 130 SH SHARED 05 130 D TIFFANY & CO NEW COM 88654710 236 4520 SH SHARED 06 3400 1120 D TIFFANY & CO NEW COM 88654710 63934 1221281 SH SHARED 10 1192481 28800 D TIFFANY & CO NEW COM 88654710 268 5130 SH SHARED 20 2180 2950 D TIFFANY & CO NEW COM 88654710 1029 19670 SH SHR/OTHR 20 19670 D TIFFANY & CO NEW COM 88654710 308 5900 SH SHARED 23 5900 D TIFFANY & CO NEW COM 88654710 523 10000 SH SHR/OTHR 23 10000 D TIFFANY & CO NEW COM 88654710 52 1000 SH SHARED 24 1000 D TIM HORTONS INC COM 88706M10 3781 108503 SH SHARED 108503 D TIM HORTONS INC COM 88706M10 4561 130890 SH SHARED 01 95865 35025 D TIM HORTONS INC COM 88706M10 351 10095 SH SHR/OTHR 01 10095 D TIM HORTONS INC COM 88706M10 21 631 SH SHARED 02 631 D TIM HORTONS INC COM 88706M10 163 4684 SH SHARED 06 3520 1164 D TIM HORTONS INC COM 88706M10 2556 73363 SH SHARED 10 73363 D TIM HORTONS INC COM 88706M10 21 615 SH SHARED 20 510 105 D TIM HORTONS INC COM 88706M10 6 200 SH SHARED 21 200 D TIM HORTONS INC COM 88706M10 184 5283 SH SHARED 22 4143 1140 D TIM HORTONS INC COM 88706M10 22 650 SH SHR/OTHR 22 650 D TIM HORTONS INC COM 88706M10 597 17142 SH SHARED 23 14042 3100 D TIM HORTONS INC COM 88706M10 107 3085 SH SHR/OTHR 23 3085 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 1978 48772 SH SHARED 48772 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 16146 398100 SH SHARED 10 398100 D TIMBERLAND BANCORP INC COM 88709810 2 153 SH SHARED 153 D TIMBERLAND CO CL A 88710010 1849 97567 SH SHARED 97567 D TIMBERLAND CO CL A 88710010 680 35897 SH SHARED 01 22097 13800 D TIMBERLAND CO CL A 88710010 46 2453 SH SHARED 02 2453 D TIMBERLAND CO CL A 88710010 216 11400 SH SHARED 10 11400 D TIME WARNER INC COM 88731710 4 225 SH SHARED 225 D TIME WARNER INC COM 88731710 131687 7172504 SH SHARED 7165639 6865 D TIME WARNER INC COM 88731710 33380 1818135 SH SHARED 01 1403971 414164 D TIME WARNER INC COM 88731710 2659 144871 SH SHR/OTHR 01 144871 D TIME WARNER INC COM 88731710 2514 136976 SH SHARED 02 136976 D TIME WARNER INC COM 88731710 938 51100 SH SHARED 04 51100 D TIME WARNER INC COM 88731710 175439 9555500 SH SHARED 04 9555500 D TIME WARNER INC COM 88731710 29 1610 SH SHARED 05 1610 D TIME WARNER INC COM 88731710 8368 455780 SH SHARED 06 178300 277480 D TIME WARNER INC COM 88731710 46751 2546386 SH SHARED 10 2457356 89030 D TIME WARNER INC COM 88731710 1 100 SH SHR/OTHR 10 100 D TIME WARNER INC COM 88731710 2082 113436 SH SHARED 14 66000 47436 D TIME WARNER INC COM 88731710 4533 246930 SH SHARED 15 246930 D TIME WARNER INC COM 88731710 209 11400 SH SHARED 19 11400 D TIME WARNER INC COM 88731710 11553 629299 SH SHARED 20 124676 504623 D TIME WARNER INC COM 88731710 998 54387 SH SHR/OTHR 20 54387 D TIME WARNER INC COM 88731710 154 8438 SH SHARED 21 8438 D TIME WARNER INC COM 88731710 45 2500 SH SHR/OTHR 21 2500 D TIME WARNER INC COM 88731710 1702 92729 SH SHARED 22 40642 52087 D TIME WARNER INC COM 88731710 217 11852 SH SHR/OTHR 22 11852 D TIME WARNER INC COM 88731710 3381 184183 SH SHARED 23 166143 18040 D TIME WARNER INC COM 88731710 4951 269675 SH SHR/OTHR 23 269675 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 23415 17500000 PRN SHARED 17500000 D TIME WARNER TELECOM INC CL A 88731910 2947 134145 SH SHARED 134145 D TIME WARNER TELECOM INC CL A 88731910 231 10540 SH SHARED 01 10540 D TIME WARNER TELECOM INC CL A 88731910 757 34501 SH SHARED 02 34501 D TIME WARNER TELECOM INC CL A 88731910 193 8792 SH SHARED 10 8792 D TIME WARNER CABLE INC CL A 88732J10 4043 123288 SH SHARED 123288 D TIME WARNER CABLE INC CL A 88732J10 18876 575518 SH SHARED 02 575518 D TIME WARNER CABLE INC CL A 88732J10 2624 80000 SH SHARED 04 80000 D TIME WARNER CABLE INC CL A 88732J10 180 5500 SH SHARED 10 5500 D TIME WARNER CABLE INC CL A 88732J10 87 2670 SH SHARED 21 2670 D TIMKEN CO COM 88738910 2284 61492 SH SHARED 61492 D TIMKEN CO COM 88738910 1437 38700 SH SHARED 01 12600 26100 D TIMKEN CO COM 88738910 182 4924 SH SHARED 02 4924 D TIMKEN CO COM 88738910 170 4600 SH SHARED 10 4600 D TIMKEN CO COM 88738910 49 1323 SH SHARED 20 1323 D TITAN INTL INC ILL COM 88830M10 468 14662 SH SHARED 14662 D TITAN INTL INC ILL COM 88830M10 333 10450 SH SHARED 02 10450 D TITAN INTL INC ILL COM 88830M10 31 1000 SH SHARED 10 1000 D TITAN PHARMACEUTICALS INC DE COM 88831410 2 1137 SH SHARED 1137 D TITANIUM METALS CORP COM NEW 88833920 3842 114490 SH SHARED 114490 D TITANIUM METALS CORP COM NEW 88833920 307 9150 SH SHARED 01 9150 D TITANIUM METALS CORP COM NEW 88833920 17 514 SH SHARED 02 514 D TITANIUM METALS CORP COM NEW 88833920 200 5960 SH SHARED 10 5960 D TITANIUM METALS CORP COM NEW 88833920 50 1500 SH SHR/OTHR 23 1500 D TIVO INC COM 88870610 14242 2242854 SH SHARED 2242854 D TIVO INC COM 88870610 79 12500 SH SHARED 01 12500 D TODD SHIPYARDS CORP DEL COM 88903910 3 132 SH SHARED 132 D TOFUTTI BRANDS INC COM 88906B10 0 77 SH SHARED 77 D TOLL BROTHERS INC COM 88947810 12525 626581 SH SHARED 626581 D TOLL BROTHERS INC COM 88947810 735 36800 SH SHARED 01 36800 D TOLL BROTHERS INC COM 88947810 3133 156765 SH SHARED 02 156765 D TOLL BROTHERS INC COM 88947810 69 3480 SH SHARED 06 2500 980 D TOLL BROTHERS INC COM 88947810 117 5900 SH SHARED 10 5900 D TOLLGRADE COMMUNICATIONS INC COM 88954210 2761 272901 SH SHARED 272901 D TOMKINS PLC SPONSORED ADR 89003020 367 19700 SH SHARED 19700 D TOMKINS PLC SPONSORED ADR 89003020 3 190 SH SHARED 02 190 D TOMOTHERAPY INC COM 89008810 10 431 SH SHARED 431 D TOMOTHERAPY INC COM 89008810 111 4794 SH SHARED 02 254 4540 D TOMOTHERAPY INC COM 89008810 1029 44300 SH SHARED 04 44300 D TOMOTHERAPY INC COM 89008810 58 2500 SH SHARED 14 2500 D TOMPKINS FINANCIAL CORPORATI COM 89011010 12 309 SH SHARED 309 D TOMPKINS FINANCIAL CORPORATI COM 89011010 2 65 SH SHARED 02 65 D TOMPKINS FINANCIAL CORPORATI COM 89011010 159 4010 SH SHARED 10 4010 D TOOTSIE ROLL INDS INC COM 89051610 486 18344 SH SHARED 18344 D TOOTSIE ROLL INDS INC COM 89051610 176 6643 SH SHARED 01 6643 D TOOTSIE ROLL INDS INC COM 89051610 34 1307 SH SHARED 02 1307 D TOOTSIE ROLL INDS INC COM 89051610 208 7872 SH SHARED 10 7872 D TOPPS INC COM 89078610 82 8539 SH SHARED 8539 D TOPPS INC COM 89078610 7 730 SH SHARED 02 730 D TOR MINERALS INTL INC COM 89087810 0 138 SH SHARED 138 D TORCHMARK CORP COM 89102710 4933 79157 SH SHARED 79157 D TORCHMARK CORP COM 89102710 5285 84820 SH SHARED 01 84820 D TORCHMARK CORP COM 89102710 166 2664 SH SHARED 02 2664 D TORCHMARK CORP COM 89102710 203 3270 SH SHARED 06 2350 920 D TORCHMARK CORP COM 89102710 11063 177520 SH SHARED 10 177520 D TORCHMARK CORP COM 89102710 178 2860 SH SHARED 14 2860 D TOREADOR RES CORP COM 89105010 17 1452 SH SHARED 1452 D TOREADOR RES CORP COM 89105010 60 5100 SH SHARED 02 5100 D TORO CO COM 89109210 529 8998 SH SHARED 8998 D TORO CO COM 89109210 47 800 SH SHARED 01 800 D TORO CO COM 89109210 194 3302 SH SHARED 02 3302 D TORO CO COM 89109210 5883 100000 SH SHARED 05 100000 D TORO CO COM 89109210 2727 46363 SH SHARED 10 37963 8400 D TORONTO DOMINION BK ONT COM NEW 89116050 11174 145726 SH SHARED 145726 D TORONTO DOMINION BK ONT COM NEW 89116050 61 807 SH SHARED 02 807 D TORONTO DOMINION BK ONT COM NEW 89116050 69329 904138 SH SHARED 04 904138 D TORONTO DOMINION BK ONT COM NEW 89116050 171 2243 SH SHARED 14 2243 D TORONTO DOMINION BK ONT COM NEW 89116050 7917 103256 SH SHARED 16 103256 D TORONTO DOMINION BK ONT COM NEW 89116050 76 1000 SH SHARED 22 1000 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 10431 307357 SH SHARED 10 307357 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 51 1521 SH SHR/OTHR 23 1521 D TOTAL S A SPONSORED ADR 89151E10 1466 18100 SH SHARED 18100 D TOTAL S A SPONSORED ADR 89151E10 1426 17600 SH SHARED 01 3634 13966 D TOTAL S A SPONSORED ADR 89151E10 158 1950 SH SHR/OTHR 01 1950 D TOTAL S A SPONSORED ADR 89151E10 459 5667 SH SHARED 02 5667 D TOTAL S A SPONSORED ADR 89151E10 757 9349 SH SHARED 20 1367 7982 D TOTAL S A SPONSORED ADR 89151E10 100 1242 SH SHR/OTHR 20 1242 D TOTAL S A SPONSORED ADR 89151E10 356 4400 SH SHARED 22 2000 2400 D TOTAL S A SPONSORED ADR 89151E10 262 3245 SH SHARED 23 3070 175 D TOTAL S A SPONSORED ADR 89151E10 698 8625 SH SHR/OTHR 23 8625 D TOWER GROUP INC COM 89177710 126 4832 SH SHARED 4832 D TOWER GROUP INC COM 89177710 10880 415600 SH SHARED 10 415600 D TOTAL SYS SVCS INC COM 89190610 1007 36254 SH SHARED 36254 D TOTAL SYS SVCS INC COM 89190610 4 175 SH SHARED 01 175 D TOTAL SYS SVCS INC COM 89190610 3 124 SH SHARED 02 124 D TOTAL SYS SVCS INC COM 89190610 592 21325 SH SHARED 10 21325 D TOTAL SYS SVCS INC COM 89190610 157 5671 SH SHARED 14 5671 D TRACK DATA CORP COM NEW 89191820 0 93 SH SHARED 93 D TRACK DATA CORP COM NEW 89191820 0 40 SH SHARED 02 40 D TOWERSTREAM CORP COM 89200010 1 677 SH SHARED 677 D TOWN SPORTS INTL HLDGS INC COM 89214A10 34 2295 SH SHARED 2295 D TOWN SPORTS INTL HLDGS INC COM 89214A10 654 43000 SH SHARED 01 43000 D TOWN SPORTS INTL HLDGS INC COM 89214A10 897 59000 SH SHR/OTHR 01 59000 D TOWN SPORTS INTL HLDGS INC COM 89214A10 4 319 SH SHARED 02 319 D TOWN SPORTS INTL HLDGS INC COM 89214A10 539 35500 SH SHARED 10 35500 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 6380 54600 SH SHARED 54600 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 17 150 SH SHARED 01 150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 5 50 SH SHR/OTHR 01 50 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 130 1114 SH SHARED 02 1114 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 11 100 SH SHARED 20 100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 200 1714 SH SHARED 21 1714 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 175 1500 SH SHARED 23 1500 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 70 600 SH SHR/OTHR 23 600 D TORREYPINES THERAPEUTICS INC COM 89235K10 1 241 SH SHARED 241 D TRACTOR SUPPLY CO COM 89235610 137 2993 SH SHARED 2993 D TRACTOR SUPPLY CO COM 89235610 65 1425 SH SHARED 02 1425 D TRACTOR SUPPLY CO COM 89235610 172 3748 SH SHARED 10 3748 D TRADESTATION GROUP INC COM 89267P10 169 14496 SH SHARED 14496 D TRADESTATION GROUP INC COM 89267P10 2 250 SH SHARED 02 250 D TRAFFIX INC COM 89272110 2 330 SH SHARED 330 D TRAILER BRIDGE COM 89278210 1 88 SH SHARED 88 D TRANSACT TECHNOLOGIES INC COM 89291810 1 243 SH SHARED 243 D TRANS-INDIA ACQUISITION CORP COM 89323710 6726 911510 SH SHARED 911510 D TRANS-INDIA ACQUISITION CORP UNIT 02/08/2012 89323720 217 25000 SH SHARED 25000 D TRANS LUX CORP COM 89324710 0 52 SH SHARED 52 D TRANS WORLD ENTMT CORP COM 89336Q10 1 400 SH SHARED 400 D TRANSALTA CORP COM 89346D10 215288 6825872 SH SHARED 6825872 D TRANSALTA CORP COM 89346D10 218 6929 SH SHARED 01 6929 D TRANSALTA CORP COM 89346D10 3 101 SH SHARED 02 101 D TRANSALTA CORP COM 89346D10 12 400 SH SHARED 06 400 D TRANSALTA CORP COM 89346D10 242 7700 SH SHARED 10 7700 D TRANSATLANTIC HLDGS INC COM 89352110 137 1961 SH SHARED 1961 D TRANSATLANTIC HLDGS INC COM 89352110 218 3100 SH SHARED 01 3100 D TRANSATLANTIC HLDGS INC COM 89352110 168 2389 SH SHARED 02 2389 D TRANSATLANTIC HLDGS INC COM 89352110 4368 62117 SH SHARED 10 60205 1912 D TRANSATLANTIC HLDGS INC COM 89352110 456 6493 SH SHARED 20 843 5650 D TRANSCAT INC COM 89352910 1 167 SH SHARED 167 D TRANSCANADA CORP COM 89353D10 2379 65000 SH SHARED 65000 D TRANSCANADA CORP COM 89353D10 54396 1485845 SH SHARED 1485845 D TRANSCANADA CORP COM 89353D10 66 1817 SH SHARED 01 1817 D TRANSCANADA CORP COM 89353D10 108 2972 SH SHARED 02 2972 D TRANSCANADA CORP COM 89353D10 12 354 SH SHARED 05 354 D TRANSCANADA CORP COM 89353D10 104 2850 SH SHARED 06 500 2350 D TRANSCANADA CORP COM 89353D10 338 9244 SH SHARED 10 9244 D TRANSCANADA CORP COM 89353D10 388 10619 SH SHARED 14 10619 D TRANSCANADA CORP COM 89353D10 12 333 SH SHR/OTHR 23 333 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 0 36 SH SHARED 36 D TRANSDIGM GROUP INC COM 89364110 742 16247 SH SHARED 16247 D TRANSDIGM GROUP INC COM 89364110 1 38 SH SHARED 02 38 D TRANSDIGM GROUP INC COM 89364110 205 4500 SH SHARED 10 4500 D TRANSFORMA ACQUISITION GROUP COM 89366E10 2977 393798 SH SHARED 393798 D TRANSMERIDIAN EXPL INC COM 89376N10 5 2446 SH SHARED 2446 D TRANSMERIDIAN EXPL INC COM 89376N10 18 8700 SH SHARED 02 8700 D TRANSMERIDIAN EXPL INC COM 89376N10 149 71895 SH SHARED 10 71895 D TRANSMETA CORP DEL COM NEW 89376R20 51 8819 SH SHARED 8819 D TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V10 6848 207531 SH SHARED 207531 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 628 400000 PRN SHARED 400000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 3 2000 PRN SHARED 02 2000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 2 300 SH SHARED 300 D TRANSCEND SERVICES INC COM NEW 89392920 2 156 SH SHARED 156 D TRANSWITCH CORP COM 89406510 124 88839 SH SHARED 86839 2000 D TRAVELERS COMPANIES INC COM 89417E10 1687 33529 SH SHARED 22256 11273 D TRAVELERS COMPANIES INC COM 89417E10 52862 1050103 SH SHARED 1009193 40910 D TRAVELERS COMPANIES INC COM 89417E10 13471 267605 SH SHARED 01 264364 3241 D TRAVELERS COMPANIES INC COM 89417E10 41 817 SH SHR/OTHR 01 817 D TRAVELERS COMPANIES INC COM 89417E10 3752 74549 SH SHARED 02 74549 D TRAVELERS COMPANIES INC COM 89417E10 15 310 SH SHARED 05 310 D TRAVELERS COMPANIES INC COM 89417E10 6030 119797 SH SHARED 06 95825 23972 D TRAVELERS COMPANIES INC COM 89417E10 72628 1442762 SH SHARED 10 1379123 63639 D TRAVELERS COMPANIES INC COM 89417E10 374 7433 SH SHARED 14 7433 D TRAVELERS COMPANIES INC COM 89417E10 5359 106470 SH SHARED 16 106470 D TRAVELERS COMPANIES INC COM 89417E10 4911 97572 SH SHARED 19 97572 D TRAVELERS COMPANIES INC COM 89417E10 60 1200 SH SHARED 20 1200 D TRAVELERS COMPANIES INC COM 89417E10 247 4910 SH SHARED 21 4910 D TRAVELERS COMPANIES INC COM 89417E10 2 41 SH SHARED 23 41 D TRAVELERS COMPANIES INC COM 89417E10 72 1450 SH SHR/OTHR 23 1450 D TRAVELCENTERS OF AMERICA LLC COM 89417410 11 365 SH SHARED 365 D TRAVELCENTERS OF AMERICA LLC COM 89417410 66 2040 SH SHARED 01 2040 D TRAVELCENTERS OF AMERICA LLC COM 89417410 138 4260 SH SHARED 02 4260 D TRAVELZOO INC COM 89421Q10 53 2312 SH SHARED 2312 D TRAVELZOO INC COM 89421Q10 20 900 SH SHARED 01 900 D TRAVELZOO INC COM 89421Q10 30 1320 SH SHARED 02 1320 D TREDEGAR CORP COM 89465010 25 1505 SH SHARED 1505 D TREDEGAR CORP COM 89465010 41 2400 SH SHARED 01 2400 D TREDEGAR CORP COM 89465010 279 16231 SH SHARED 02 16231 D TREDEGAR CORP COM 89465010 3330 193100 SH SHARED 10 193100 D TREEHOUSE FOODS INC COM 89469A10 27514 1017180 SH SHARED 1017180 D TREEHOUSE FOODS INC COM 89469A10 2 86 SH SHARED 02 86 D TREEHOUSE FOODS INC COM 89469A10 1796 66430 SH SHARED 10 66430 D TREX INC COM 89531P10 455 41000 SH SHARED 41000 D TREX INC COM 89531P10 0 12 SH SHARED 02 12 D TREX INC COM 89531P10 6 600 SH SHARED 10 600 D TRI CONTL CORP COM 89543610 26120 1077134 SH SHARED 1077134 D TRI CONTL CORP COM 89543610 24 1004 SH SHARED 01 1004 D TRI CONTL CORP COM 89543610 346 14308 SH SHARED 10 14308 D TRI CONTL CORP COM 89543610 192 7946 SH SHR/OTHR 23 7946 D TRI S SEC CORP COM 89557810 0 64 SH SHARED 64 D TRI VY CORP COM 89573510 4 581 SH SHARED 581 D TRIDENT MICROSYSTEMS INC COM 89591910 5263 331249 SH SHARED 331249 D TRIDENT MICROSYSTEMS INC COM 89591910 460 29000 SH SHARED 01 29000 D TRIDENT MICROSYSTEMS INC COM 89591910 14 900 SH SHR/OTHR 01 900 D TRIDENT MICROSYSTEMS INC COM 89591910 95 5996 SH SHARED 02 96 5900 D TRIDENT MICROSYSTEMS INC COM 89591910 359 22600 SH SHARED 10 22600 D TRIDENT MICROSYSTEMS INC COM 89591910 33 2138 SH SHARED 21 2138 D TRIAD GTY INC COM 89592510 233 12309 SH SHARED 12309 D TRIAD GTY INC COM 89592510 79 4200 SH SHARED 02 4200 D TRIAD GTY INC COM 89592510 3573 188400 SH SHARED 10 188400 D TRIAD GTY INC COM 89592510 13 723 SH SHARED 21 723 D TRIARC COS INC CL A 89592710 28 2300 SH SHARED 2300 D TRIARC COS INC CL A 89592710 0 31 SH SHARED 02 31 D TRIARC COS INC CL B SER 1 89592730 57 4601 SH SHARED 4601 D TRIARC COS INC CL B SER 1 89592730 149 11925 SH SHARED 01 6125 5800 D TRIARC COS INC CL B SER 1 89592730 1 81 SH SHARED 02 81 D TRIARC COS INC CL B SER 1 89592730 728 58200 SH SHARED 10 58200 D TRIARC COS INC CL B SER 1 89592730 40 3200 SH SHARED 21 3200 D TRIBUNE CO NEW COM 89604710 55614 2035656 SH SHARED 2035656 D TRIBUNE CO NEW COM 89604710 7548 276293 SH SHARED 01 12737 263556 D TRIBUNE CO NEW COM 89604710 201 7369 SH SHARED 02 7369 D TRIBUNE CO NEW COM 89604710 1021 37381 SH SHARED 10 37381 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 361 602129 PRN SHARED 602129 D TRICO BANCSHARES COM 89609510 13 610 SH SHARED 610 D TRICO BANCSHARES COM 89609510 62 2800 SH SHARED 10 2800 D TRICO MARINE SERVICES INC NOTE 3.000% 1/1 896106AQ 48 50000 PRN SHARED 02 50000 D TRICO MARINE SERVICES INC COM NEW 89610620 477 16020 SH SHARED 16020 D TRICO MARINE SERVICES INC COM NEW 89610620 795 26700 SH SHARED 01 25600 1100 D TRICO MARINE SERVICES INC COM NEW 89610620 953 32000 SH SHR/OTHR 01 32000 D TRICO MARINE SERVICES INC COM NEW 89610620 224 7547 SH SHARED 02 7547 D TRICO MARINE SERVICES INC COM NEW 89610620 2196 73700 SH SHARED 10 73700 D TRIMAS CORP COM NEW 89621520 7 598 SH SHARED 598 D TRIMAS CORP COM NEW 89621520 11 900 SH SHARED 01 900 D TRIMAS CORP COM NEW 89621520 0 14 SH SHARED 02 14 D TRIMAS CORP COM NEW 89621520 112 8500 SH SHARED 10 8500 D TRIMBLE NAVIGATION LTD COM 89623910 1099 28046 SH SHARED 28046 D TRIMBLE NAVIGATION LTD COM 89623910 27 700 SH SHARED 02 700 D TRIMBLE NAVIGATION LTD COM 89623910 192 4915 SH SHARED 10 4915 D TRIMERIS INC COM 89626310 716 92054 SH SHARED 92054 D TRIMERIS INC COM 89626310 2 300 SH SHARED 02 300 D TRINA SOLAR LIMITED SPON ADR 89628E10 2930 51435 SH SHARED 46445 4990 D TRINITY BIOTECH PLC SPON ADR NEW 89643830 7 750 SH SHARED 19 750 D TRINITY INDS INC COM 89652210 4058 108100 SH SHARED 108100 D TRINITY INDS INC COM 89652210 1261 33600 SH SHARED 01 11200 22400 D TRINITY INDS INC COM 89652210 377 10043 SH SHARED 02 10043 D TRINITY INDS INC COM 89652210 4514 120247 SH SHARED 04 120247 D TRINITY INDS INC COM 89652210 1126 30000 SH SHARED 05 30000 D TRINITY INDS INC COM 89652210 23 625 SH SHARED 06 625 D TRINITY INDS INC COM 89652210 522 13925 SH SHARED 10 13925 D TRIO TECH INTL COM NEW 89671220 0 56 SH SHARED 56 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 14120 2875931 SH SHARED 2875931 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 237 48375 SH SHARED 01 48375 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 137 27944 SH SHARED 02 6554 21390 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 149 30400 SH SHARED 10 30400 D TRIPLE CROWN MEDIA INC COM 89675K10 0 129 SH SHARED 129 D TRIPLE CROWN MEDIA INC COM 89675K10 319 51789 SH SHARED 10 51789 D TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB 11940 7500000 PRN SHARED 7500000 D TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB 1592 1000000 PRN SHARED 02 1000000 D TRIUMPH GROUP INC NEW COM 89681810 1331 16297 SH SHARED 16297 D TRIUMPH GROUP INC NEW COM 89681810 36 450 SH SHARED 01 450 D TRIUMPH GROUP INC NEW COM 89681810 230 2817 SH SHARED 02 2817 D TRIUMPH GROUP INC NEW COM 89681810 9192 112500 SH SHARED 10 112500 D TRIZETTO GROUP INC NOTE 2.750%10/0 896882AB 2031 1835000 PRN SHARED 02 1835000 D TRIZETTO GROUP INC COM 89688210 8473 483943 SH SHARED 483943 D TRIZETTO GROUP INC COM 89688210 40 2300 SH SHARED 01 2300 D TRIZETTO GROUP INC COM 89688210 3 219 SH SHARED 02 219 D TRIZETTO GROUP INC COM 89688210 3062 174900 SH SHARED 10 174900 D TRONOX INC CL A 89705110 13 1457 SH SHARED 1457 D TRONOX INC CL A 89705110 108 11661 SH SHARED 02 11661 D TRONOX INC COM CL B 89705120 10 1191 SH SHARED 1191 D TRONOX INC COM CL B 89705120 0 55 SH SHARED 01 55 D TRONOX INC COM CL B 89705120 2 262 SH SHR/OTHR 01 262 D TRONOX INC COM CL B 89705120 1 111 SH SHARED 02 111 D TRONOX INC COM CL B 89705120 140 15558 SH SHARED 10 15558 D TRONOX INC COM CL B 89705120 0 10 SH SHARED 20 10 D TRUBION PHARMACEUTICALS INC COM 89778N10 3 304 SH SHARED 304 D TRUE RELIGION APPAREL INC COM 89784N10 2000 113640 SH SHARED 113640 D TRUE RELIGION APPAREL INC COM 89784N10 154 8750 SH SHARED 02 8750 D TRUE RELIGION APPAREL INC COM 89784N10 47 2717 SH SHARED 21 2717 D TRUMP ENTMT RESORTS INC COM 89816T10 22 3460 SH SHARED 3460 D TRUMP ENTMT RESORTS INC COM 89816T10 74 11590 SH SHARED 01 11590 D TRUMP ENTMT RESORTS INC COM 89816T10 0 50 SH SHARED 02 50 D TRUSTCO BK CORP N Y COM 89834910 201 18396 SH SHARED 18396 D TRUSTCO BK CORP N Y COM 89834910 78 7177 SH SHARED 02 7177 D TRUSTCO BK CORP N Y COM 89834910 247 22600 SH SHARED 10 22600 D TRUSTMARK CORP COM 89840210 286 10229 SH SHARED 10229 D TRUSTMARK CORP COM 89840210 26 950 SH SHARED 01 950 D TRUSTMARK CORP COM 89840210 2 78 SH SHARED 02 78 D TRUSTMARK CORP COM 89840210 866 30900 SH SHARED 10 30900 D TRX INC COM 89845210 0 226 SH SHARED 226 D TUESDAY MORNING CORP COM NEW 89903550 12 1344 SH SHARED 1344 D TUESDAY MORNING CORP COM NEW 89903550 4 542 SH SHARED 02 542 D TUESDAY MORNING CORP COM NEW 89903550 260 29028 SH SHARED 10 29028 D TUFCO TECHNOLOGIES INC COM 89904010 0 50 SH SHARED 50 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 22 10207 SH SHARED 10207 D TUPPERWARE BRANDS CORP COM 89989610 2076 65941 SH SHARED 65941 D TUPPERWARE BRANDS CORP COM 89989610 603 19174 SH SHARED 01 1974 17200 D TUPPERWARE BRANDS CORP COM 89989610 233 7404 SH SHARED 02 7404 D TUPPERWARE BRANDS CORP COM 89989610 793 25200 SH SHARED 10 25200 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 12 952 SH SHARED 952 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 4034 189612 SH SHARED 189612 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 468 22000 SH SHARED 14 22000 D TURKISH INVT FD INC COM 90014510 2 127 SH SHARED 127 D TUTOGEN MEDICAL INC COM 90110710 3 293 SH SHARED 293 D TWEEN BRANDS INC COM 90116610 48 1465 SH SHARED 1465 D TWEEN BRANDS INC COM 90116610 22 697 SH SHARED 01 697 D TWEEN BRANDS INC COM 90116610 1 32 SH SHARED 02 32 D TWEEN BRANDS INC COM 90116610 1083 33000 SH SHARED 10 33000 D 21ST CENTY INS GROUP COM 90130N10 0 78 SH SHARED 78 D 21ST CENTY INS GROUP COM 90130N10 0 44 SH SHARED 02 44 D 21ST CENTY HLDG CO COM 90136Q10 2 177 SH SHARED 177 D TWIN DISC INC COM 90147610 331 5693 SH SHARED 5693 D II VI INC COM 90210410 91 2640 SH SHARED 2640 D II VI INC COM 90210410 109 3175 SH SHARED 01 3175 D II VI INC COM 90210410 1847 53500 SH SHARED 10 53500 D TYLER TECHNOLOGIES INC COM 90225210 86 6490 SH SHARED 6490 D TYLER TECHNOLOGIES INC COM 90225210 1 148 SH SHARED 02 148 D TYLER TECHNOLOGIES INC COM 90225210 21 1582 SH SHARED 21 1582 D TYSON FOODS INC CL A 90249410 15035 842350 SH SHARED 842350 D TYSON FOODS INC CL A 90249410 496 27802 SH SHARED 01 27802 D TYSON FOODS INC CL A 90249410 2989 167489 SH SHARED 02 167489 D TYSON FOODS INC CL A 90249410 115 6480 SH SHARED 06 5300 1180 D TYSON FOODS INC CL A 90249410 2584 144800 SH SHARED 10 144800 D UAL CORP DBCV 5.000% 2/0 902549AE 59 50000 PRN SHARED 02 50000 D UAL CORP COM NEW 90254980 27307 586876 SH SHARED 586876 D UAL CORP COM NEW 90254980 2912 62598 SH SHARED 01 62598 D UAL CORP COM NEW 90254980 2581 55483 SH SHARED 02 55483 D UAL CORP COM NEW 90254980 999 21490 SH SHARED 10 10390 11100 D UCBH HOLDINGS INC COM 90262T30 91 5216 SH SHARED 5216 D UCBH 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2190 SH SHR/OTHR 22 2190 D US BANCORP DEL COM NEW 90297330 3436 105647 SH SHARED 23 90472 15175 D US BANCORP DEL COM NEW 90297330 3161 97185 SH SHR/OTHR 23 97185 D U M H PROPERTIES INC COM 90300210 3 236 SH SHARED 236 D UQM TECHNOLOGIES INC COM 90321310 2 680 SH SHARED 680 D URS CORP NEW COM 90323610 2723 48239 SH SHARED 48239 D URS CORP NEW COM 90323610 609 10790 SH SHARED 01 10790 D URS CORP NEW COM 90323610 132 2355 SH SHARED 02 445 1910 D URS CORP NEW COM 90323610 4525 80165 SH SHARED 04 80165 D URS CORP NEW COM 90323610 2822 50000 SH SHARED 05 50000 D URS CORP NEW COM 90323610 23 416 SH SHARED 06 416 D URS CORP NEW COM 90323610 11743 208039 SH SHARED 10 208039 D URS CORP NEW COM 90323610 95 1700 SH SHARED 21 1700 D USANA HEALTH SCIENCES INC COM 90328M10 662 15140 SH SHARED 15140 D USANA HEALTH SCIENCES INC COM 90328M10 15 362 SH SHARED 02 362 D USANA HEALTH SCIENCES INC COM 90328M10 2 65 SH SHARED 10 65 D USA TECHNOLOGIES INC COM NO PAR 90328S50 2 296 SH SHARED 296 D USF&G CORP 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SH SHARED 144527 D U STORE IT TR COM 91274F10 35 2700 SH SHARED 01 2700 D U STORE IT TR COM 91274F10 1452 110000 SH SHARED 04 110000 D U STORE IT TR COM 91274F10 516 39100 SH SHARED 10 39100 D UNITED STATES STL CORP NEW COM 91290910 55085 519965 SH SHARED 519965 D UNITED STATES STL CORP NEW COM 91290910 4504 42519 SH SHARED 01 41789 730 D UNITED STATES STL CORP NEW COM 91290910 8864 83676 SH SHARED 02 83676 D UNITED STATES STL CORP NEW COM 91290910 1628 15370 SH SHARED 06 14250 1120 D UNITED STATES STL CORP NEW COM 91290910 10835 102279 SH SHARED 10 102014 265 D UNITED STATES STL CORP NEW COM 91290910 545 5145 SH SHARED 14 5145 D UNITED STATES STL CORP NEW COM 91290910 10 100 SH SHARED 20 100 D UNITED STATES STL CORP NEW COM 91290910 8 80 SH SHR/OTHR 21 80 D UNITED STATES STL CORP NEW COM 91290910 5 50 SH SHARED 22 50 D UNITED STATES STL CORP NEW COM 91290910 100 950 SH SHR/OTHR 23 950 D UNITED STATIONERS INC COM 91300410 65 1185 SH SHARED 1185 D UNITED STATIONERS INC COM 91300410 199 3600 SH SHARED 01 3600 D UNITED STATIONERS INC COM 91300410 2 47 SH SHARED 02 47 D UNITED STATIONERS INC COM 91300410 516 9300 SH SHARED 10 9300 D UNITED TECHNOLOGIES CORP COM 91301710 6840 84993 SH SHARED 21786 63207 D UNITED TECHNOLOGIES CORP COM 91301710 32 400 SH SHR/OTHR 400 D UNITED TECHNOLOGIES CORP COM 91301710 108918 1353356 SH SHARED 1194536 158820 D UNITED TECHNOLOGIES CORP COM 91301710 40822 507237 SH SHARED 01 288205 219032 D UNITED TECHNOLOGIES CORP COM 91301710 7750 96307 SH SHR/OTHR 01 96307 D UNITED TECHNOLOGIES CORP COM 91301710 9994 124180 SH SHARED 02 124180 D UNITED TECHNOLOGIES CORP COM 91301710 80 1000 SH SHARED 04 1000 D UNITED TECHNOLOGIES CORP COM 91301710 64997 807618 SH SHARED 04 807618 D UNITED TECHNOLOGIES CORP COM 91301710 24465 303992 SH SHARED 05 303992 D UNITED TECHNOLOGIES CORP COM 91301710 46370 576172 SH SHARED 06 59820 516352 D UNITED TECHNOLOGIES CORP COM 91301710 318170 3953409 SH SHARED 10 3883434 69975 D UNITED TECHNOLOGIES CORP COM 91301710 4 50 SH SHR/OTHR 10 50 D UNITED TECHNOLOGIES CORP COM 91301710 1478 18373 SH SHARED 14 6000 12373 D UNITED TECHNOLOGIES CORP COM 91301710 5743 71370 SH SHARED 15 71370 D UNITED TECHNOLOGIES CORP COM 91301710 582 7240 SH SHARED 19 7240 D UNITED TECHNOLOGIES CORP COM 91301710 17393 216119 SH SHARED 20 66835 149284 D UNITED TECHNOLOGIES CORP COM 91301710 4016 49905 SH SHR/OTHR 20 49905 D UNITED TECHNOLOGIES CORP COM 91301710 1068 13274 SH SHARED 21 13274 D UNITED TECHNOLOGIES CORP COM 91301710 173 2150 SH SHR/OTHR 21 2150 D UNITED TECHNOLOGIES CORP COM 91301710 3315 41197 SH SHARED 22 29464 11733 D UNITED TECHNOLOGIES CORP COM 91301710 1188 14771 SH SHR/OTHR 22 14771 D UNITED TECHNOLOGIES CORP COM 91301710 9235 114756 SH SHARED 23 103626 11130 D UNITED TECHNOLOGIES CORP COM 91301710 15641 194358 SH SHR/OTHR 23 194358 D UNITED TECHNOLOGIES CORP COM 91301710 114 1428 SH SHARED 24 1428 D UNITED THERAPEUTICS CORP DEL COM 91307C10 36502 548578 SH SHARED 548578 D UNITED THERAPEUTICS CORP DEL COM 91307C10 1357 20404 SH SHARED 02 20404 D UNITED THERAPEUTICS CORP DEL COM 91307C10 10054 151105 SH SHARED 04 151105 D UNITED WESTN BANCORP INC COM 91320110 3 152 SH SHARED 152 D UNITEDHEALTH GROUP INC COM 91324P10 58404 1205957 SH SHARED 1205507 450 D UNITEDHEALTH GROUP INC COM 91324P10 20075 414523 SH SHARED 01 413643 880 D UNITEDHEALTH GROUP INC COM 91324P10 138 2863 SH SHR/OTHR 01 2863 D UNITEDHEALTH GROUP INC COM 91324P10 2822 58290 SH SHARED 02 58290 D UNITEDHEALTH GROUP INC COM 91324P10 3051 63000 SH SHARED 04 63000 D UNITEDHEALTH GROUP INC COM 91324P10 28 580 SH SHARED 05 580 D UNITEDHEALTH GROUP INC COM 91324P10 2117 43730 SH SHARED 06 31050 12680 D UNITEDHEALTH GROUP INC COM 91324P10 508531 10500339 SH SHARED 10 10430539 69800 D UNITEDHEALTH GROUP INC COM 91324P10 1866 38542 SH SHARED 14 2000 36542 D UNITEDHEALTH GROUP INC COM 91324P10 760 15710 SH SHARED 15 15710 D UNITEDHEALTH GROUP INC COM 91324P10 314 6500 SH SHARED 19 6500 D UNITEDHEALTH GROUP INC COM 91324P10 4114 84966 SH SHARED 20 23820 61146 D UNITEDHEALTH GROUP INC COM 91324P10 2097 43300 SH SHR/OTHR 20 43300 D UNITEDHEALTH GROUP INC COM 91324P10 438 9059 SH SHARED 21 9059 D UNITEDHEALTH GROUP INC COM 91324P10 66 1375 SH SHARED 22 575 800 D UNITEDHEALTH GROUP INC COM 91324P10 341 7050 SH SHR/OTHR 22 7050 D UNITEDHEALTH GROUP INC COM 91324P10 164 3400 SH SHARED 23 3400 D UNITEDHEALTH GROUP INC COM 91324P10 74 1534 SH SHARED 24 1534 D UNITIL CORP COM 91325910 4 144 SH SHARED 144 D UNITRIN INC COM 91327510 2030 40940 SH SHARED 40940 D UNITRIN INC COM 91327510 763 15400 SH SHARED 01 15400 D UNITRIN INC COM 91327510 136 2755 SH SHARED 02 2755 D UNITRIN INC COM 91327510 262 5300 SH SHARED 10 5300 D UNITY BANCORP INC COM 91329010 1 130 SH SHARED 130 D UNIVERSAL AMERN FINL CORP COM 91337710 310 13612 SH SHARED 13612 D UNIVERSAL AMERN FINL CORP COM 91337710 778 34115 SH SHARED 01 34115 D UNIVERSAL AMERN FINL CORP COM 91337710 424 18600 SH SHARED 10 18600 D UNIVERSAL CORP VA COM 91345610 18165 371102 SH SHARED 371102 D UNIVERSAL CORP VA COM 91345610 435 8900 SH SHARED 01 8900 D UNIVERSAL CORP VA COM 91345610 65 1334 SH SHARED 02 1334 D UNIVERSAL CORP VA COM 91345610 763 15600 SH SHARED 10 15600 D UNIVERSAL DISPLAY CORP COM 91347P10 22 1254 SH SHARED 1254 D UNIVERSAL DISPLAY CORP COM 91347P10 67 3825 SH SHARED 01 2825 1000 D UNIVERSAL DISPLAY CORP COM 91347P10 0 52 SH SHARED 02 52 D UNIVERSAL ELECTRS INC COM 91348310 22 705 SH SHARED 705 D UNIVERSAL ELECTRS INC COM 91348310 63 1945 SH SHARED 01 1945 D UNIVERSAL ELECTRS INC COM 91348310 0 24 SH SHARED 02 24 D UNIVERSAL FST PRODS INC COM 91354310 349 11704 SH SHARED 11704 D UNIVERSAL FST PRODS INC COM 91354310 211 7089 SH SHARED 02 7089 D UNIVERSAL FST PRODS INC COM 91354310 251 8400 SH SHARED 10 8400 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 23 650 SH SHARED 650 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 0 18 SH SHARED 02 18 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 191 5400 SH SHARED 10 5400 D UNIVERSAL INS HLDGS INC COM 91359V10 3 429 SH SHARED 429 D UNIVERSAL INS HLDGS INC COM 91359V10 6 900 SH SHARED 02 900 D UNIVERSAL POWER GROUP INC COM 91378810 0 77 SH SHARED 77 D UNIVERSAL SEC INSTRS INC COM NEW 91382130 0 57 SH SHARED 57 D UNIVERSAL STAINLESS & ALLOY COM 91383710 798 20056 SH SHARED 20056 D UNIVERSAL STAINLESS & ALLOY COM 91383710 173 4350 SH SHARED 02 4350 D UNIVERSAL TRUCKLOAD SVCS INC COM 91388P10 7 359 SH SHARED 359 D UNIVERSAL HLTH SVCS INC CL B 91390310 11267 207048 SH SHARED 205923 1125 D UNIVERSAL HLTH SVCS INC CL B 91390310 936 17200 SH SHARED 01 17200 D UNIVERSAL HLTH SVCS INC CL B 91390310 1681 30892 SH SHARED 02 30892 D UNIVERSAL HLTH SVCS INC CL B 91390310 174 3200 SH SHARED 10 3200 D UNIVERSAL TECHNICAL INST INC COM 91391510 17 971 SH SHARED 971 D UNIVERSAL TECHNICAL INST INC COM 91391510 420 23363 SH SHARED 01 23363 D UNIVERSAL TECHNICAL INST INC COM 91391510 38 2140 SH SHARED 02 2140 D UNIVERSITY BANCORP INC MICH COM 91409010 0 37 SH SHARED 37 D UNIVEST CORP PA COM 91527110 13 565 SH SHARED 565 D UNIVEST CORP PA COM 91527110 104 4400 SH SHARED 10 4400 D UNUM GROUP COM 91529Y10 10458 427400 SH SHARED 427400 D UNUM GROUP COM 91529Y10 5588 228385 SH SHARED 01 228385 D UNUM GROUP COM 91529Y10 343 14042 SH SHARED 02 14042 D UNUM GROUP COM 91529Y10 323 13220 SH SHARED 06 8800 4420 D UNUM GROUP COM 91529Y10 9953 406755 SH SHARED 10 406755 D UNUM GROUP COM 91529Y10 37 1537 SH SHARED 14 1537 D UNUM GROUP COM 91529Y10 226 9240 SH SHARED 21 9240 D UPM KYMMENE CORP SPONSORED ADR 91543610 365 15200 SH SHARED 15200 D UPM KYMMENE CORP SPONSORED ADR 91543610 8 372 SH SHARED 02 372 D URANERZ ENERGY CORPORATION COM 91688T10 287 71801 SH SHARED 71801 D URANIUM RES INC COM PAR $0.001 91690150 63 6766 SH SHARED 6766 D URANIUM RES INC COM PAR $0.001 91690150 281 30000 SH SHARED 01 30000 D URANIUM RES INC COM PAR $0.001 91690150 28035 2985629 SH SHARED 10 2985629 D URBAN OUTFITTERS INC COM 91704710 1618 74246 SH SHARED 74246 D URBAN OUTFITTERS INC COM 91704710 1170 53675 SH SHARED 01 16675 37000 D URBAN OUTFITTERS INC COM 91704710 198 9087 SH SHARED 02 9087 D URBAN OUTFITTERS INC COM 91704710 47942 2199200 SH SHARED 10 2199200 D URBAN OUTFITTERS INC COM 91704710 2162 99200 SH SHARED 14 99200 D UROLOGIX INC COM 91727310 0 335 SH SHARED 335 D UROPLASTY INC COM NEW 91727720 1 292 SH SHARED 292 D URSTADT BIDDLE PPTYS INS COM 91728610 1 87 SH SHARED 87 D URSTADT BIDDLE PPTYS INS CL A 91728620 12 838 SH SHARED 838 D URSTADT BIDDLE PPTYS INS CL A 91728620 48 3155 SH SHARED 01 55 3100 D URSTADT BIDDLE PPTYS INS CL A 91728620 0 31 SH SHARED 02 31 D URSTADT BIDDLE PPTYS INS CL A 91728620 35 2300 SH SHARED 10 2300 D US DATAWORKS INC COM NEW 91729G30 0 752 SH SHARED 752 D UTAH MED PRODS INC COM 91748810 3 96 SH SHARED 96 D UTAH MED PRODS INC COM 91748810 12 400 SH SHARED 20 400 D UTEK CORP COM 91759P10 2 175 SH SHARED 175 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 289 2000 SH SHARED 2000 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 742 5133 SH SHARED 02 5133 D UTSTARCOM INC NOTE 10.875% 3/0 918076AB 6749 6944000 PRN SHARED 6944000 D UTSTARCOM INC COM 91807610 1321 361152 SH SHARED 361152 D UTSTARCOM INC COM 91807610 187 51300 SH SHARED 01 51300 D UTSTARCOM INC COM 91807610 19 5274 SH SHARED 02 5274 D VCA ANTECH INC COM 91819410 3448 82589 SH SHARED 82589 D VCA ANTECH INC COM 91819410 1087 26050 SH SHARED 01 26050 D VCA ANTECH INC COM 91819410 340 8150 SH SHARED 02 4380 3770 D VCA ANTECH INC COM 91819410 626 15000 SH SHARED 04 15000 D VCA ANTECH INC COM 91819410 146 3500 SH SHARED 10 3500 D V F CORP COM 91820410 819 10145 SH SHARED 4051 6094 D V F CORP COM 91820410 5801 71847 SH SHARED 71847 D V F CORP COM 91820410 8296 102745 SH SHARED 01 80234 22511 D V F CORP COM 91820410 400 4960 SH SHR/OTHR 01 4960 D V F CORP COM 91820410 3716 46019 SH SHARED 02 46019 D V F CORP COM 91820410 78 976 SH SHARED 04 976 D V F CORP COM 91820410 4 50 SH SHARED 05 50 D V F CORP COM 91820410 240 2980 SH SHARED 06 2000 980 D V F CORP COM 91820410 4267 52852 SH SHARED 10 51927 925 D V F CORP COM 91820410 799 9905 SH SHARED 20 6400 3505 D V F CORP COM 91820410 22 280 SH SHR/OTHR 20 280 D V F CORP COM 91820410 40 500 SH SHARED 21 500 D V F CORP COM 91820410 8 100 SH SHR/OTHR 21 100 D V F CORP COM 91820410 65 806 SH SHARED 22 562 244 D V F CORP COM 91820410 21 265 SH SHR/OTHR 22 265 D V F CORP COM 91820410 488 6050 SH SHARED 23 5885 165 D V F CORP COM 91820410 614 7610 SH SHR/OTHR 23 7610 D VCG HLDG CORP COM 91821K10 2 304 SH SHARED 304 D VSE CORP COM 91828410 166 3515 SH SHARED 3515 D VSE CORP COM 91828410 33 700 SH SHARED 02 700 D VYYO INC COM NEW 91845820 1 352 SH SHARED 352 D VAALCO ENERGY INC COM NEW 91851C20 11 2567 SH SHARED 2567 D VAIL RESORTS INC COM 91879Q10 482 7754 SH SHARED 7754 D VAIL RESORTS INC COM 91879Q10 304 4895 SH SHARED 01 4895 D VAIL RESORTS INC COM 91879Q10 2 46 SH SHARED 02 46 D VAIL RESORTS INC COM 91879Q10 1862 29900 SH SHARED 10 29900 D VALASSIS COMMUNICATIONS INC NOTE 1.625% 5/2 918866AK 8845 13800000 PRN SHARED 13800000 D VALASSIS COMMUNICATIONS INC COM 91886610 625 70075 SH SHARED 70075 D VALASSIS COMMUNICATIONS INC COM 91886610 98 11000 SH SHARED 01 11000 D VALASSIS COMMUNICATIONS INC COM 91886610 128 14406 SH SHARED 02 14406 D VALASSIS COMMUNICATIONS INC COM 91886610 105 11800 SH SHARED 10 11800 D VALHI INC NEW COM 91890510 12 511 SH SHARED 511 D VALHI INC NEW COM 91890510 12 510 SH SHARED 02 510 D VALENCE TECHNOLOGY INC COM 91891410 2 1504 SH SHARED 1504 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 7786 8585000 PRN SHARED 02 8585000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1784 115257 SH SHARED 115257 D VALEANT PHARMACEUTICALS INTL COM 91911X10 862 55700 SH SHARED 01 28400 27300 D VALEANT PHARMACEUTICALS INTL COM 91911X10 713 46118 SH SHARED 02 46118 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1690 109200 SH SHARED 10 109200 D VALE CAP LTD NT RIO CV VALE 91912C20 79975 1205000 SH SHARED 1205000 D VALE CAP LTD NT RIO CV VALE 91912C20 5309 80000 SH SHARED 02 80000 D VALE CAP LTD NT RIO P VALE 91912C30 21973 325000 SH SHARED 325000 D VALE CAP LTD NT RIO P VALE 91912C30 135 2000 SH SHARED 02 2000 D VALERO ENERGY CORP NEW COM 91913Y10 4849 72192 SH SHARED 47139 25053 D VALERO ENERGY CORP NEW COM 91913Y10 94934 1413142 SH SHARED 1411972 1170 D VALERO ENERGY CORP NEW COM 91913Y10 15071 224348 SH SHARED 01 194802 29546 D VALERO ENERGY CORP NEW COM 91913Y10 107 1600 SH SHR/OTHR 01 1600 D VALERO ENERGY CORP NEW COM 91913Y10 32139 478409 SH SHARED 02 478409 D VALERO ENERGY CORP NEW COM 91913Y10 1139 16963 SH SHARED 04 16963 D VALERO ENERGY CORP NEW COM 91913Y10 16 240 SH SHARED 05 240 D VALERO ENERGY CORP NEW COM 91913Y10 1377 20500 SH SHARED 06 14450 6050 D VALERO ENERGY CORP NEW COM 91913Y10 84896 1263722 SH SHARED 10 1192822 70900 D VALERO ENERGY CORP NEW COM 91913Y10 704 10487 SH SHARED 14 10487 D VALERO ENERGY CORP NEW COM 91913Y10 7691 114487 SH SHARED 19 114487 D VALERO ENERGY CORP NEW COM 91913Y10 709 10565 SH SHARED 20 8290 2275 D VALERO ENERGY CORP NEW COM 91913Y10 33 500 SH SHR/OTHR 20 500 D VALERO ENERGY CORP NEW COM 91913Y10 87 1300 SH SHARED 21 1300 D VALERO ENERGY CORP NEW COM 91913Y10 33 500 SH SHR/OTHR 21 500 D VALERO ENERGY CORP NEW COM 91913Y10 36 548 SH SHARED 22 468 80 D VALERO ENERGY CORP NEW COM 91913Y10 42 639 SH SHR/OTHR 22 639 D VALERO ENERGY CORP NEW COM 91913Y10 920 13700 SH SHARED 23 13400 300 D VALERO ENERGY CORP NEW COM 91913Y10 1461 21750 SH SHR/OTHR 23 21750 D VALERO ENERGY CORP NEW COM 91913Y10 60 900 SH SHARED 24 900 D VALLEY FINL CORP VA COM 91962910 0 78 SH SHARED 78 D VALLEY NATL BANCORP COM 91979410 488 22038 SH SHARED 22038 D VALLEY NATL BANCORP COM 91979410 16 744 SH SHARED 01 744 D VALLEY NATL BANCORP COM 91979410 13 594 SH SHARED 02 594 D VALLEY NATL BANCORP COM 91979410 417 18820 SH SHARED 10 18820 D VALMONT INDS INC COM 92025310 59 700 SH SHARED 700 D VALMONT INDS INC COM 92025310 11795 139015 SH SHARED 139015 D VALMONT INDS INC COM 92025310 4 49 SH SHARED 02 49 D VALMONT INDS INC COM 92025310 13297 156722 SH SHARED 04 156722 D VALMONT INDS INC COM 92025310 13755 162115 SH SHARED 05 162115 D VALMONT INDS INC COM 92025310 69 814 SH SHARED 06 814 D VALMONT INDS INC COM 92025310 94 1114 SH SHARED 10 1114 D VALPEY FISHER CORP COM 92034410 0 65 SH SHARED 65 D VALSPAR CORP COM 92035510 1720 63219 SH SHARED 63219 D VALSPAR CORP COM 92035510 1219 44800 SH SHARED 01 15500 29300 D VALSPAR CORP COM 92035510 155 5716 SH SHARED 02 5716 D VALSPAR CORP COM 92035510 285 10500 SH SHARED 10 10500 D VALSPAR CORP COM 92035510 62 2300 SH SHARED 21 2300 D VALUE LINE INC COM 92043710 6 139 SH SHARED 139 D VALUE LINE INC COM 92043710 13 275 SH SHARED 01 275 D VALUERICH INC COM 92046V10 0 41 SH SHARED 41 D VALUEVISION MEDIA INC CL A 92047K10 13 1880 SH SHARED 1880 D VALUEVISION MEDIA INC CL A 92047K10 31 4200 SH SHARED 01 4200 D VALUEVISION MEDIA INC CL A 92047K10 113 15274 SH SHARED 02 15274 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 0 50 SH SHARED 50 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 17 1181 SH SHARED 01 1181 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 30 2000 SH SHR/OTHR 20 2000 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 5 1300 SH SHARED 1300 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 4 295 SH SHARED 20 295 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 184 11708 SH SHR/OTHR 20 11708 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 31 2500 SH SHR/OTHR 20 2500 D VAN KAMPEN PA VALUE MUN INCO COM 92112T10 0 45 SH SHARED 45 D VANDA PHARMACEUTICALS INC COM 92165910 15 1146 SH SHARED 1146 D VANDA PHARMACEUTICALS INC COM 92165910 62 4470 SH SHARED 01 4470 D VANDA PHARMACEUTICALS INC COM 92165910 8 604 SH SHARED 02 604 D VANDA PHARMACEUTICALS INC COM 92165910 2293 164900 SH SHARED 10 164900 D VANGUARD WHITEHALL FDS INC HIGH DIV YLD 92194640 15402 281847 SH SHARED 01 281847 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 280 2700 SH SHARED 23 2700 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 252 3470 SH SHARED 23 3470 D VANTAGE ENERGY SERVICES INC COM 92209F10 9233 1229530 SH SHARED 1229530 D VANTAGE ENERGY SERVICES INC *W EXP 99/99/999 92209F11 172 157127 SH SHARED 157127 D VANTAGE ENERGY SERVICES INC UNIT 99/99/9999 92209F20 1208 139700 SH SHARED 139700 D VARIAN MED SYS INC COM 92220P10 4569 109089 SH SHARED 109089 D VARIAN MED SYS INC COM 92220P10 399 9531 SH SHARED 01 9531 D VARIAN MED SYS INC COM 92220P10 2004 47842 SH SHARED 02 47842 D VARIAN MED SYS INC COM 92220P10 165 3940 SH SHARED 06 3000 940 D VARIAN MED SYS INC COM 92220P10 3070 73300 SH SHARED 10 73300 D VARIAN MED SYS INC COM 92220P10 128 3071 SH SHARED 14 3071 D VARIAN MED SYS INC COM 92220P10 83 2000 SH SHR/OTHR 23 2000 D VARIAN INC COM 92220610 1315 20674 SH SHARED 20674 D VARIAN INC COM 92220610 664 10450 SH SHARED 01 550 9900 D VARIAN INC COM 92220610 104 1639 SH SHARED 02 1639 D VARIAN INC COM 92220610 9468 148849 SH SHARED 10 148849 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 791 14793 SH SHARED 14793 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 709 13255 SH SHARED 01 13255 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 26 501 SH SHARED 02 501 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2186 40856 SH SHARED 10 40856 D VARSITY GROUP INC COM 92228110 0 341 SH SHARED 341 D VASCO DATA SEC INTL INC COM 92230Y10 205 5833 SH SHARED 5833 D VASCO DATA SEC INTL INC COM 92230Y10 63 1800 SH SHARED 01 1800 D VASCO DATA SEC INTL INC COM 92230Y10 713 20200 SH SHARED 10 20200 D VASCULAR SOLUTIONS INC COM 92231M10 2 328 SH SHARED 328 D VECTREN CORP COM 92240G10 1340 49112 SH SHARED 49112 D VECTREN CORP COM 92240G10 684 25100 SH SHARED 01 1700 23400 D VECTREN CORP COM 92240G10 518 18990 SH SHARED 02 18990 D VECTREN CORP COM 92240G10 136 5000 SH SHARED 10 5000 D VECTREN CORP COM 92240G10 344 12638 SH SHARED 21 7000 5638 D VECTOR GROUP LTD COM 92240M10 459 20490 SH SHARED 20490 D VECTOR GROUP LTD COM 92240M10 0 34 SH SHARED 02 34 D VECTOR GROUP LTD COM 92240M10 31455 1403658 SH SHARED 10 1403658 D VAUGHAN FOODS INC COM 92241M10 0 118 SH SHARED 118 D VEECO INSTRS INC DEL COM 92241710 568 29319 SH SHARED 29319 D VEECO INSTRS INC DEL COM 92241710 98 5095 SH SHARED 01 5095 D VEECO INSTRS INC DEL COM 92241710 108 5600 SH SHARED 10 5600 D VELOCITY ASSET MGMT INC COM 92257E10 0 124 SH SHARED 124 D VELOCITY ASSET MGMT INC COM 92257E10 0 2 SH SHARED 02 2 D VELOCITY EXPRESS CORP COM PAR $0.004 92257T60 0 902 SH SHARED 902 D VENOCO INC COM 92275P30 18 1053 SH SHARED 1053 D VENOCO INC COM 92275P30 0 33 SH SHARED 02 33 D VENTAS INC COM 92276F10 1167 28206 SH SHARED 28206 D VENTAS INC COM 92276F10 36829 889599 SH SHARED 889599 D VENTAS INC COM 92276F10 1232 29760 SH SHARED 01 29760 D VENTAS INC COM 92276F10 247 5985 SH SHARED 02 5985 D VENTAS INC COM 92276F10 662 16000 SH SHARED 04 16000 D VENTAS INC COM 92276F10 8528 206000 SH SHARED 10 206000 D VENTAS INC COM 92276F10 254848 6155750 SH SHARED 11 2116050 4039700 D VENTANA MED SYS INC COM 92276H10 130991 1524750 SH SHARED 1524750 D VENTANA MED SYS INC COM 92276H10 945 11000 SH SHARED 01 1100 9900 D VENTANA MED SYS INC COM 92276H10 3258 37934 SH SHARED 02 37934 D VENTANA MED SYS INC COM 92276H10 2087 24300 SH SHARED 10 24300 D VANGUARD INDEX FDS STK MRK ETF 92290876 3677 24325 SH SHR/OTHR 23 24325 D VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N10 817 9489 SH SHARED 9489 D VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N10 29 345 SH SHARED 02 345 D VERAZ NETWORKS INC COM 92335910 605 86313 SH SHARED 86313 D VERAZ NETWORKS INC COM 92335910 126 18000 SH SHARED 01 18000 D VERASUN ENERGY CORP COM 92336G10 6197 563393 SH SHARED 563393 D VERASUN ENERGY CORP COM 92336G10 0 86 SH SHARED 02 86 D VERASUN ENERGY CORP COM 92336G10 5500 500000 SH SHARED 04 500000 D VERASUN ENERGY CORP COM 92336G10 680 61900 SH SHARED 10 61900 D VERENIUM CORPORATION COM 92340P10 1020 193368 SH SHARED 193368 D VERENIUM CORPORATION COM 92340P10 1 283 SH SHARED 02 283 D VERICHIP CORP COM 92342V10 0 84 SH SHARED 84 D VERI TEK INTL CORP COM 92342X10 1 181 SH SHARED 181 D VERIFONE HLDGS INC COM 92342Y10 597 13470 SH SHARED 13470 D VERIFONE HLDGS INC COM 92342Y10 48 1090 SH SHARED 01 1090 D VERIFONE HLDGS INC COM 92342Y10 12 291 SH SHARED 02 291 D VERIFONE HLDGS INC COM 92342Y10 26946 607860 SH SHARED 10 607860 D VERISIGN INC COM 92343E10 472 14000 SH SHARED 14000 D VERISIGN INC COM 92343E10 16373 485294 SH SHARED 481694 3600 D VERISIGN INC COM 92343E10 1781 52809 SH SHARED 01 49039 3770 D VERISIGN INC COM 92343E10 8461 250798 SH SHARED 02 249408 1390 D VERISIGN INC COM 92343E10 36138 1071090 SH SHARED 04 1071090 D VERISIGN INC COM 92343E10 6 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 2309 68440 SH SHARED 06 6000 62440 D VERISIGN INC COM 92343E10 6273 185925 SH SHARED 10 185805 120 D VERISIGN INC COM 92343E10 2425 71900 SH SHARED 14 10000 61900 D VERISIGN INC COM 92343E10 20 600 SH SHARED 20 600 D VERISIGN INC COM 92343E10 13 410 SH SHR/OTHR 21 410 D VERISIGN INC COM 92343E10 10 300 SH SHARED 22 300 D VERISIGN INC COM 92343E10 50 1500 SH SHR/OTHR 23 1500 D VERIZON COMMUNICATIONS COM 92343V10 1234 27885 SH SHARED 750 27135 D VERIZON COMMUNICATIONS COM 92343V10 22 500 SH SHR/OTHR 500 D VERIZON COMMUNICATIONS COM 92343V10 277771 6273075 SH SHARED 6167125 105950 D VERIZON COMMUNICATIONS COM 92343V10 30573 690450 SH SHARED 01 589869 100581 D VERIZON COMMUNICATIONS COM 92343V10 1847 41718 SH SHR/OTHR 01 41718 D VERIZON COMMUNICATIONS COM 92343V10 8135 183725 SH SHARED 02 183725 D VERIZON COMMUNICATIONS COM 92343V10 180 4079 SH SHARED 04 4079 D VERIZON COMMUNICATIONS COM 92343V10 26125 590000 SH SHARED 04 590000 D VERIZON COMMUNICATIONS COM 92343V10 51 1170 SH SHARED 05 1170 D VERIZON COMMUNICATIONS COM 92343V10 40523 915172 SH SHARED 06 68050 847122 D VERIZON COMMUNICATIONS COM 92343V10 499190 11273491 SH SHARED 10 11036555 236936 D VERIZON COMMUNICATIONS COM 92343V10 3229 72927 SH SHARED 14 72927 D VERIZON COMMUNICATIONS COM 92343V10 2656 60000 SH SHARED 15 60000 D VERIZON COMMUNICATIONS COM 92343V10 2457 55488 SH SHARED 16 55488 D VERIZON COMMUNICATIONS COM 92343V10 2817 63635 SH SHARED 20 51212 12423 D VERIZON COMMUNICATIONS COM 92343V10 198 4483 SH SHR/OTHR 20 4483 D VERIZON COMMUNICATIONS COM 92343V10 19 450 SH SHARED 21 450 D VERIZON COMMUNICATIONS COM 92343V10 1061 23980 SH SHARED 22 15169 8811 D VERIZON COMMUNICATIONS COM 92343V10 123 2787 SH SHR/OTHR 22 2787 D VERIZON COMMUNICATIONS COM 92343V10 2910 65732 SH SHARED 23 55997 9735 D VERIZON COMMUNICATIONS COM 92343V10 5566 125707 SH SHR/OTHR 23 125707 D VERMILLION INC COM 92407M10 0 763 SH SHARED 763 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 274 SH SHARED 274 D VERSANT CORP COM NEW 92528430 1 92 SH SHARED 92 D VERSAR INC COM 92529710 1 150 SH SHARED 150 D VERSO TECHNOLOGIES INC COM NEW 92531720 0 1361 SH SHARED 1361 D VERTEX PHARMACEUTICALS INC COM 92532F10 4051 105486 SH SHARED 105486 D VERTEX PHARMACEUTICALS INC COM 92532F10 2065 53770 SH SHARED 01 5270 48500 D VERTEX PHARMACEUTICALS INC COM 92532F10 316 8247 SH SHARED 02 8247 D VERTEX PHARMACEUTICALS INC COM 92532F10 8450 220008 SH SHARED 04 220008 D VERTEX PHARMACEUTICALS INC COM 92532F10 122 3200 SH SHARED 06 2500 700 D VERTEX PHARMACEUTICALS INC COM 92532F10 2519 65600 SH SHARED 10 65600 D VERTICALNET INC COM 92532L40 0 41 SH SHARED 41 D VESTIN RLTY MTG II INC COM 92549X10 4 992 SH SHARED 992 D VESTIN REALTY MORTGAGE I INC COM 92549010 0 164 SH SHARED 164 D VIAD CORP COM NEW 92552R40 247 6878 SH SHARED 6878 D VIAD CORP COM NEW 92552R40 24 674 SH SHARED 01 674 D VIAD CORP COM NEW 92552R40 360 10011 SH SHARED 02 10011 D VIAD CORP COM NEW 92552R40 338 9400 SH SHARED 10 9400 D VIASAT INC COM 92552V10 248 8072 SH SHARED 8072 D VIASAT INC COM 92552V10 38 1245 SH SHARED 01 1245 D VIASAT INC COM 92552V10 1 43 SH SHARED 02 43 D VIASAT INC COM 92552V10 336 10900 SH SHARED 10 10900 D VIACOM INC NEW CL A 92553P10 66 1719 SH SHARED 1719 D VIACOM INC NEW CL A 92553P10 13 347 SH SHARED 01 347 D VIACOM INC NEW CL A 92553P10 0 3 SH SHARED 02 3 D VIACOM INC NEW CL A 92553P10 3 100 SH SHR/OTHR 23 100 D VIACOM INC NEW CL B 92553P20 42310 1085709 SH SHARED 1085709 D VIACOM INC NEW CL B 92553P20 3310 84948 SH SHARED 01 82423 2525 D VIACOM INC NEW CL B 92553P20 96 2478 SH SHR/OTHR 01 2478 D VIACOM INC NEW CL B 92553P20 2550 65446 SH SHARED 02 65446 D VIACOM INC NEW CL B 92553P20 5845 150000 SH SHARED 04 150000 D VIACOM INC NEW CL B 92553P20 8 215 SH SHARED 05 215 D VIACOM INC NEW CL B 92553P20 812 20860 SH SHARED 06 14150 6710 D VIACOM INC NEW CL B 92553P20 12144 311641 SH SHARED 10 311491 150 D VIACOM INC NEW CL B 92553P20 4 125 SH SHR/OTHR 10 125 D VIACOM INC NEW CL B 92553P20 1788 45900 SH SHARED 14 45900 D VIACOM INC NEW CL B 92553P20 523 13425 SH SHARED 15 13425 D VIACOM INC NEW CL B 92553P20 222 5700 SH SHARED 19 5700 D VIACOM INC NEW CL B 92553P20 5 150 SH SHR/OTHR 20 150 D VIACOM INC NEW CL B 92553P20 206 5310 SH SHARED 21 5310 D VIACOM INC NEW CL B 92553P20 304 7812 SH SHARED 22 7812 D VIACOM INC NEW CL B 92553P20 6 175 SH SHR/OTHR 22 175 D VIACOM INC NEW CL B 92553P20 15 400 SH SHARED 23 400 D VIACOM INC NEW CL B 92553P20 379 9728 SH SHR/OTHR 23 9728 D VIACELL INC COM 92554J10 3 736 SH SHARED 736 D VIACELL INC COM 92554J10 0 100 SH SHARED 02 100 D VIACELL INC COM 92554J10 7884 1670400 SH SHARED 04 1670400 D VIA PHARMACEUTICALS INC COM 92554T10 0 103 SH SHARED 103 D VICAL INC COM 92560210 4 919 SH SHARED 919 D VICON INDS INC COM 92581110 1 100 SH SHARED 100 D VICOR CORP COM 92581510 9 823 SH SHARED 823 D VICOR CORP COM 92581510 104 8635 SH SHARED 02 8635 D VICOR CORP COM 92581510 8 700 SH SHARED 10 700 D VICTORY ACQUISITION CORP COM 92644D10 7627 820200 SH SHARED 820200 D VICTORY ACQUISITION CORP *W EXP 04/24/201 92644D11 482 354763 SH SHARED 354763 D VIDEO DISPLAY CORP COM 92655510 0 118 SH SHARED 118 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 16 750 SH SHARED 750 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 1004 45816 SH SHARED 45816 D VIEWPOINT CORP COM 92672P10 1 1752 SH SHARED 1752 D VIEWPOINT FINL GROUP COM 92672710 2666 144311 SH SHARED 144311 D VIEWPOINT FINL GROUP COM 92672710 0 19 SH SHARED 02 19 D VIGNETTE CORP COM NEW 92673440 0 18 SH SHARED 18 D VIGNETTE CORP COM NEW 92673440 699 34843 SH SHARED 34843 D VIGNETTE CORP COM NEW 92673440 26 1310 SH SHARED 02 1310 D VIGNETTE CORP COM NEW 92673440 52 2600 SH SHARED 21 2600 D VILLAGE SUPER MKT INC CL A NEW 92710740 8 169 SH SHARED 169 D VIMICRO INTL CORP ADR 92718N10 40 7600 SH SHARED 7600 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 75 1635 SH SHARED 1635 D VINEYARD NATL BANCORP COM 92742610 4 289 SH SHARED 289 D VINEYARD NATL BANCORP COM 92742610 10 600 SH SHARED 02 600 D VION PHARMACEUTICALS INC COM 92762410 10 13998 SH SHARED 13998 D VIRAGE LOGIC CORP COM 92763R10 2 404 SH SHARED 404 D VIRCO MFG CO COM 92765110 2 343 SH SHARED 343 D VIRGIN MEDIA INC COM 92769L10 4 194 SH SHARED 194 D VIRGIN MEDIA INC COM 92769L10 1798 74095 SH SHARED 74095 D VIRGIN MEDIA INC COM 92769L10 242 9977 SH SHARED 01 9977 D VIRGIN MEDIA INC COM 92769L10 23 978 SH SHARED 02 978 D VIRGIN MEDIA INC COM 92769L10 214 8850 SH SHARED 06 6000 2850 D VIRGIN MEDIA INC COM 92769L10 2221 91532 SH SHARED 10 91532 D VIRGIN MEDIA INC COM 92769L10 308 12700 SH SHARED 14 12700 D VIRGIN MEDIA INC *W EXP 99/99/999 92769L11 0 5 SH SHARED 5 D VIRGIN MEDIA INC *W EXP 99/99/999 92769L11 0 457 SH SHARED 457 D VIRGINIA COMM BANCORP INC COM 92778Q10 12 875 SH SHARED 875 D VIRGINIA COMM BANCORP INC COM 92778Q10 0 30 SH SHARED 02 30 D VIRGINIA FINL GROUP INC COM 92781010 5 275 SH SHARED 275 D VISION-SCIENCES INC DEL COM 92791210 0 424 SH SHARED 424 D VISTA GOLD CORP COM NEW 92792630 3 819 SH SHARED 819 D VIROPHARMA INC NOTE 2.000% 3/1 928241AH 7777 10100000 PRN SHARED 10100000 D VIROPHARMA INC COM 92824110 93 10542 SH SHARED 10542 D VIROPHARMA INC COM 92824110 142 16020 SH SHARED 01 16020 D VIROPHARMA INC COM 92824110 480 54042 SH SHARED 02 54042 D VIROPHARMA INC COM 92824110 1707 191800 SH SHARED 10 191800 D VIRTUALSCOPICS INC COM 92826910 0 162 SH SHARED 162 D VIRTUSA CORP COM 92827P10 1 113 SH SHARED 113 D VIRTUSA CORP COM 92827P10 19 1290 SH SHARED 02 1290 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 49451 49650000 PRN SHARED 49650000 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 5978 6003000 PRN SHARED 02 6003000 D VISHAY INTERTECHNOLOGY INC COM 92829810 73 562120 PRN SHARED 562120 D VISHAY INTERTECHNOLOGY INC COM 92829810 13 106087 PRN SHARED 01 49600 56487 D VISHAY INTERTECHNOLOGY INC COM 92829810 1 9686 PRN SHARED 02 9686 D VISHAY INTERTECHNOLOGY INC COM 92829810 1 8400 PRN SHARED 10 8400 D VISICU INC COM 92831L20 6 804 SH SHARED 804 D VISTEON CORP COM 92839U10 3934 764010 SH SHARED 764010 D VISTEON CORP COM 92839U10 20 3950 SH SHARED 01 3950 D VISTEON CORP COM 92839U10 19 3710 SH SHR/OTHR 01 3710 D VISTEON CORP COM 92839U10 330 64250 SH SHARED 02 64250 D VISTEON CORP COM 92839U10 182 35400 SH SHARED 10 35400 D VISTEON CORP COM 92839U10 2 471 SH SHARED 20 471 D VISTEON CORP COM 92839U10 1 300 SH SHR/OTHR 23 300 D VISTACARE INC CL A 92839Y10 14 2228 SH SHARED 2228 D VISTACARE INC CL A 92839Y10 4 617 SH SHARED 02 617 D VISUAL SCIENCES INC COM 92845H10 90 6275 SH SHARED 6275 D VISUAL SCIENCES INC COM 92845H10 21 1520 SH SHARED 01 1520 D VITA FOOD PRODS INC NEV COM 92845010 0 131 SH SHARED 131 D VITAL IMAGES INC COM 92846N10 132 6781 SH SHARED 6781 D VITAL IMAGES INC COM 92846N10 12 629 SH SHARED 02 629 D VITAL IMAGES INC COM 92846N10 919 47100 SH SHARED 04 47100 D VITAL IMAGES INC COM 92846N10 52 2700 SH SHARED 14 2700 D VITAL SIGNS INC COM 92846910 43 835 SH SHARED 835 D VITAL SIGNS INC COM 92846910 10 203 SH SHARED 02 203 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 27 3600 SH SHARED 3600 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 0 10 SH SHARED 02 10 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 172 34857 SH SHARED 34857 D VIVUS INC COM 92855110 13 2636 SH SHARED 2636 D VIVUS INC COM 92855110 65 13281 SH SHARED 02 13281 D VMWARE INC CL A COM 92856340 354 4169 SH SHARED 4169 D VMWARE INC CL A COM 92856340 80 950 SH SHARED 01 950 D VMWARE INC CL A COM 92856340 10 126 SH SHARED 02 126 D VMWARE INC CL A COM 92856340 850 10000 SH SHARED 04 10000 D VMWARE INC CL A COM 92856340 34391 404600 SH SHARED 10 404600 D VMWARE INC CL A COM 92856340 42 500 SH SHARED 24 500 D VNUS MED TECHNOLOGIES INC COM 92856610 5 323 SH SHARED 323 D VNUS MED TECHNOLOGIES INC COM 92856610 22 1400 SH SHARED 02 1400 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 18402 506944 SH SHARED 506944 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 1043 28755 SH SHARED 01 21695 7060 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 652 17974 SH SHR/OTHR 01 17974 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 210 5808 SH SHARED 02 5808 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 71 1977 SH SHARED 10 1015 962 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 877 24180 SH SHARED 20 6614 17566 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 779 21468 SH SHR/OTHR 20 21468 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 17 481 SH SHARED 21 481 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 54 1497 SH SHARED 22 1497 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 40 1126 SH SHR/OTHR 22 1126 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 537 14801 SH SHARED 23 14801 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 934 25754 SH SHR/OTHR 23 25754 D VOCUS INC COM 92858J10 536 18362 SH SHARED 18362 D VOLCOM INC COM 92864N10 26 628 SH SHARED 628 D VOLCOM INC COM 92864N10 20 475 SH SHARED 01 475 D VOLCOM INC COM 92864N10 0 18 SH SHARED 02 18 D VOLCOM INC COM 92864N10 26745 629000 SH SHARED 10 629000 D VOLCANO CORPORATION COM 92864510 19 1192 SH SHARED 1192 D VOLCANO CORPORATION COM 92864510 0 35 SH SHARED 02 35 D VOLT INFORMATION SCIENCES IN COM 92870310 648 36767 SH SHARED 36767 D VOLT INFORMATION SCIENCES IN COM 92870310 18 1064 SH SHARED 02 1064 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 47 3882 SH SHARED 3882 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 4 371 SH SHARED 20 371 D VOLVO AKTIEBOLAGET ADR B 92885640 988 56961 SH SHARED 56961 D VONAGE HLDGS CORP COM 92886T20 18 18117 SH SHARED 18117 D VONAGE HLDGS CORP COM 92886T20 0 184 SH SHARED 02 184 D VORNADO RLTY TR SH BEN INT 92904210 3683 33685 SH SHARED 33685 D VORNADO RLTY TR SH BEN INT 92904210 29640 271061 SH SHARED 266861 4200 D VORNADO RLTY TR SH BEN INT 92904210 11552 105650 SH SHARED 01 89780 15870 D VORNADO RLTY TR SH BEN INT 92904210 13 125 SH SHR/OTHR 01 125 D VORNADO RLTY TR SH BEN INT 92904210 348 3185 SH SHARED 02 3185 D VORNADO RLTY TR SH BEN INT 92904210 2733 25000 SH SHARED 04 25000 D VORNADO RLTY TR SH BEN INT 92904210 29568 270400 SH SHARED 10 258100 12300 D VORNADO RLTY TR SH BEN INT 92904210 720937 6592938 SH SHARED 11 3837136 2755802 D VORNADO RLTY TR SH BEN INT 92904210 76 700 SH SHARED 14 700 D VORNADO RLTY TR SH BEN INT 92904210 2102 19225 SH SHARED 20 14000 5225 D VORNADO RLTY TR SH BEN INT 92904210 306 2800 SH SHR/OTHR 20 2800 D VORNADO RLTY TR SH BEN INT 92904210 43 400 SH SHARED 21 400 D VORNADO RLTY TR SH BEN INT 92904210 127 1169 SH SHARED 22 922 247 D VORNADO RLTY TR SH BEN INT 92904210 43 400 SH SHR/OTHR 22 400 D VORNADO RLTY TR SH BEN INT 92904210 1113 10186 SH SHARED 23 9740 446 D VORNADO RLTY TR SH BEN INT 92904210 200 1835 SH SHR/OTHR 23 1835 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 49040 38075008 PRN SHARED 38075008 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 128 100000 PRN SHR/OTHR 01 100000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 4215 3273000 PRN SHARED 02 3273000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 5443 5600000 PRN SHARED 5600000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 259 267000 PRN SHARED 02 267000 D VOXWARE INC COM NEW 92906L50 0 75 SH SHARED 75 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 31 1100 SH SHARED 1100 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 330 11536 SH SHARED 11536 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1001 35000 SH SHARED 02 35000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 8119 283700 SH SHARED 04 283700 D VULCAN MATLS CO COM 92916010 6167 69185 SH SHARED 69185 D VULCAN MATLS CO COM 92916010 7774 87204 SH SHARED 01 83804 3400 D VULCAN MATLS CO COM 92916010 98 1100 SH SHR/OTHR 01 1100 D VULCAN MATLS CO COM 92916010 344 3862 SH SHARED 02 3862 D VULCAN MATLS CO COM 92916010 3 40 SH SHARED 05 40 D VULCAN MATLS CO COM 92916010 294 3300 SH SHARED 06 2300 1000 D VULCAN MATLS CO COM 92916010 9169 102856 SH SHARED 10 102856 D VULCAN MATLS CO COM 92916010 28 324 SH SHARED 14 324 D VULCAN MATLS CO COM 92916010 462 5190 SH SHARED 20 5190 D VULCAN MATLS CO COM 92916010 80 902 SH SHARED 22 800 102 D VULCAN MATLS CO COM 92916010 272 3060 SH SHR/OTHR 22 3060 D VULCAN MATLS CO COM 92916010 53 600 SH SHR/OTHR 23 600 D W & T OFFSHORE INC COM 92922P10 149 6128 SH SHARED 6128 D W & T OFFSHORE INC COM 92922P10 3 151 SH SHARED 02 151 D W & T OFFSHORE INC COM 92922P10 536 22000 SH SHARED 10 22000 D WCI CMNTYS INC COM 92923C10 244 40739 SH SHARED 40739 D WCI CMNTYS INC COM 92923C10 68 11495 SH SHARED 01 11495 D WCI CMNTYS INC COM 92923C10 447 74695 SH SHARED 02 74695 D WCI CMNTYS INC COM 92923C10 125 21000 SH SHARED 10 21000 D WD-40 CO COM 92923610 33 970 SH SHARED 970 D WD-40 CO COM 92923610 2 70 SH SHARED 01 70 D WD-40 CO COM 92923610 3 90 SH SHARED 02 90 D WGL HLDGS INC COM 92924F10 1104 32595 SH SHARED 32595 D WGL HLDGS INC COM 92924F10 552 16300 SH SHARED 01 2000 14300 D WGL HLDGS INC COM 92924F10 184 5457 SH SHARED 02 5457 D WGL HLDGS INC COM 92924F10 2846 84000 SH SHARED 10 84000 D WGL HLDGS INC COM 92924F10 40 1200 SH SHARED 23 1200 D W-H ENERGY SVCS INC COM 92925E10 23325 316279 SH SHARED 316279 D W-H ENERGY SVCS INC COM 92925E10 443 6020 SH SHARED 01 6020 D W-H ENERGY SVCS INC COM 92925E10 3 51 SH SHARED 02 51 D W-H ENERGY SVCS INC COM 92925E10 169 2300 SH SHARED 10 2300 D W HLDG CO INC COM 92925110 12 5669 SH SHARED 5669 D W HLDG CO INC COM 92925110 27 12250 SH SHARED 01 12250 D W HLDG CO INC COM 92925110 59 26550 SH SHARED 02 26550 D W HLDG CO INC COM 92925110 51 22800 SH SHARED 10 22800 D WCA WASTE CORP COM 92926K10 1 171 SH SHARED 171 D WABCO HLDGS INC COM 92927K10 7 166 SH SHARED 166 D WABCO HLDGS INC COM 92927K10 724 15496 SH SHARED 15496 D WABCO HLDGS INC COM 92927K10 203 4348 SH SHARED 01 4348 D WABCO HLDGS INC COM 92927K10 570 12199 SH SHARED 02 12199 D WABCO HLDGS INC COM 92927K10 1873 40082 SH SHARED 04 40082 D WABCO HLDGS INC COM 92927K10 7791 166666 SH SHARED 05 166666 D WABCO HLDGS INC COM 92927K10 98 2108 SH SHARED 06 1900 208 D WABCO HLDGS INC COM 92927K10 531 11372 SH SHARED 10 11372 D WABCO HLDGS INC COM 92927K10 65 1411 SH SHR/OTHR 20 1411 D WJ COMMUNICATIONS INC COM 92928410 1 1111 SH SHARED 1111 D WMS INDS INC NOTE 2.750% 7/1 929297AE 8876 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 2006 60622 SH SHARED 60622 D WMS INDS INC COM 92929710 61 1870 SH SHARED 01 1870 D WMS INDS INC COM 92929710 1976 59723 SH SHARED 02 53513 6210 D WMS INDS INC COM 92929710 1520 45945 SH SHARED 10 45945 D W P CAREY & CO LLC COM 92930Y10 8149 258723 SH SHARED 258723 D WPP GROUP PLC SPON ADR 0905 92930940 25 385 SH SHARED 385 D WPP GROUP PLC SPON ADR 0905 92930940 38829 575258 SH SHARED 575258 D WPP GROUP PLC SPON ADR 0905 92930940 28 417 SH SHARED 01 267 150 D WPP GROUP PLC SPON ADR 0905 92930940 9 135 SH SHARED 02 135 D WPP GROUP PLC SPON ADR 0905 92930940 911 13500 SH SHARED 10 13500 D WPCS INTL INC COM NEW 92931L20 2 217 SH SHARED 217 D WNS HOLDINGS LTD SPON ADR 92932M10 25 1500 SH SHARED 1500 D WSI INDS INC COM 92932Q10 0 68 SH SHARED 68 D WSFS FINL CORP COM 92932810 29 477 SH SHARED 477 D WSFS FINL CORP COM 92932810 37 600 SH SHARED 01 600 D WSFS FINL CORP COM 92932810 109 1750 SH SHARED 02 1750 D WSFS FINL CORP COM 92932810 2021 32400 SH SHARED 10 32400 D WSB FINANCIAL GROUP INC COM 92933E10 1 134 SH SHARED 134 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 5680 201450 SH SHARED 201450 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 440 15621 SH SHARED 15621 D WVS FINL CORP COM 92935810 0 52 SH SHARED 52 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 507 530000 PRN SHARED 02 530000 D WABASH NATL CORP COM 92956610 250 22231 SH SHARED 22231 D WABASH NATL CORP COM 92956610 174 15449 SH SHARED 02 15449 D WABASH NATL CORP COM 92956610 104 9300 SH SHARED 10 9300 D WABTEC CORP COM 92974010 133 3567 SH SHARED 3567 D WABTEC CORP COM 92974010 59 1595 SH SHARED 01 1595 D WABTEC CORP COM 92974010 7494 200078 SH SHARED 02 200078 D WABTEC CORP COM 92974010 254 6800 SH SHARED 10 6800 D WACHOVIA CORP NEW COM 92990310 84820 1691331 SH SHARED 1691331 D WACHOVIA CORP NEW COM 92990310 14256 284275 SH SHARED 01 264356 19919 D WACHOVIA CORP NEW COM 92990310 903 18007 SH SHR/OTHR 01 18007 D WACHOVIA CORP NEW COM 92990310 2375 47374 SH SHARED 02 47374 D WACHOVIA CORP NEW COM 92990310 1009 20135 SH SHARED 05 20135 D WACHOVIA CORP NEW COM 92990310 23386 466339 SH SHARED 06 44872 421467 D WACHOVIA CORP NEW COM 92990310 279773 5578733 SH SHARED 10 5548233 30500 D WACHOVIA CORP NEW COM 92990310 1773 35356 SH SHARED 14 35356 D WACHOVIA CORP NEW COM 92990310 3791 75596 SH SHARED 16 75596 D WACHOVIA CORP NEW COM 92990310 1926 38415 SH SHARED 20 30770 7645 D WACHOVIA CORP NEW COM 92990310 143 2860 SH SHARED 21 2860 D WACHOVIA CORP NEW COM 92990310 787 15700 SH SHARED 22 9575 6125 D WACHOVIA CORP NEW COM 92990310 32 650 SH SHR/OTHR 22 650 D WACHOVIA CORP NEW COM 92990310 2260 45079 SH SHARED 23 45079 D WACHOVIA CORP NEW COM 92990310 2139 42663 SH SHR/OTHR 23 42663 D WADDELL & REED FINL INC CL A 93005910 4367 161578 SH SHARED 161578 D WADDELL & REED FINL INC CL A 93005910 785 29066 SH SHARED 01 4366 24700 D WADDELL & REED FINL INC CL A 93005910 423 15671 SH SHARED 02 4201 11470 D WADDELL & REED FINL INC CL A 93005910 17615 651700 SH SHARED 10 651700 D WADDELL & REED FINL INC CL A 93005910 73 2735 SH SHARED 21 2735 D WAINWRIGHT BK&TR CO BOSTON M COM 93070510 1 143 SH SHARED 143 D WAL MART STORES INC COM 93114210 1364 31253 SH SHARED 23882 7371 D WAL MART STORES INC COM 93114210 384560 8810085 SH SHARED 8795685 14400 D WAL MART STORES INC COM 93114210 39407 902804 SH SHARED 01 781818 120986 D WAL MART STORES INC COM 93114210 2835 64952 SH SHR/OTHR 01 64952 D WAL MART STORES INC COM 93114210 241233 5526541 SH SHARED 02 5526541 D WAL MART STORES INC COM 93114210 45 1040 SH SHARED 05 1040 D WAL MART STORES INC COM 93114210 3730 85470 SH SHARED 06 62600 22870 D WAL MART STORES INC COM 93114210 77456 1774496 SH SHARED 10 1728996 45500 D WAL MART STORES INC COM 93114210 4197 96155 SH SHARED 14 96155 D WAL MART STORES INC COM 93114210 11 265 SH SHARED 19 265 D WAL MART STORES INC COM 93114210 2344 53712 SH SHARED 20 12765 40947 D WAL MART STORES INC COM 93114210 1647 37740 SH SHR/OTHR 20 37740 D WAL MART STORES INC COM 93114210 416 9545 SH SHARED 21 9545 D WAL MART STORES INC COM 93114210 675 15475 SH SHR/OTHR 21 15475 D WAL MART STORES INC COM 93114210 509 11680 SH SHARED 22 6715 4965 D WAL MART STORES INC COM 93114210 304 6982 SH SHR/OTHR 22 6982 D WAL MART STORES INC COM 93114210 4709 107894 SH SHARED 23 107184 710 D WAL MART STORES INC COM 93114210 8399 192417 SH SHR/OTHR 23 192417 D WALGREEN CO COM 93142210 38737 820020 SH SHARED 780020 40000 D WALGREEN CO COM 93142210 11151 236056 SH SHARED 01 188085 47971 D WALGREEN CO COM 93142210 197 4191 SH SHR/OTHR 01 4191 D WALGREEN CO COM 93142210 1076 22783 SH SHARED 02 22783 D WALGREEN CO COM 93142210 98542 2086000 SH SHARED 04 2086000 D WALGREEN CO COM 93142210 2743 58070 SH SHARED 05 58070 D WALGREEN CO COM 93142210 1538 32560 SH SHARED 06 23250 9310 D WALGREEN CO COM 93142210 111558 2361524 SH SHARED 10 2287024 74500 D WALGREEN CO COM 93142210 66 1400 SH SHR/OTHR 10 1400 D WALGREEN CO COM 93142210 1374 29099 SH SHARED 14 24000 5099 D WALGREEN CO COM 93142210 47 1000 SH SHARED 19 1000 D WALGREEN CO COM 93142210 2369 50160 SH SHARED 20 5200 44960 D WALGREEN CO COM 93142210 330 7000 SH SHR/OTHR 20 7000 D WALGREEN CO COM 93142210 542 11492 SH SHARED 21 11492 D WALGREEN CO COM 93142210 63 1350 SH SHARED 22 300 1050 D WALGREEN CO COM 93142210 90 1925 SH SHR/OTHR 22 1925 D WALGREEN CO COM 93142210 810 17150 SH SHARED 23 17150 D WALGREEN CO COM 93142210 4919 104137 SH SHR/OTHR 23 104137 D WALGREEN CO COM 93142210 116 2465 SH SHARED 24 2465 D WALTER INDS INC NOTE 3.750% 5/0 93317QAC 2195 750000 PRN SHARED 02 750000 D WALTER INDS INC COM 93317Q10 880 32733 SH SHARED 32733 D WALTER INDS INC COM 93317Q10 544 20260 SH SHARED 01 20260 D WALTER INDS INC COM 93317Q10 5210 193700 SH SHARED 10 193700 D WARNACO GROUP INC COM NEW 93439040 1924 49263 SH SHARED 49263 D WARNACO GROUP INC COM NEW 93439040 539 13800 SH SHARED 01 13800 D WARNACO GROUP INC COM NEW 93439040 161 4144 SH SHARED 02 4144 D WARNACO GROUP INC COM NEW 93439040 894 22900 SH SHARED 10 22900 D WARNER MUSIC GROUP CORP COM 93455010 18 1802 SH SHARED 1802 D WARNER MUSIC GROUP CORP COM 93455010 65 6482 SH SHARED 02 6482 D WARNER MUSIC GROUP CORP COM 93455010 710 70390 SH SHARED 10 70390 D WARNER MUSIC GROUP CORP COM 93455010 1609 159400 SH SHARED 14 159400 D WARREN RES INC COM 93564A10 60 4851 SH SHARED 4851 D WARREN RES INC COM 93564A10 1 87 SH SHARED 02 87 D WARWICK VALLEY TEL CO COM 93675010 1 129 SH SHARED 129 D WASHINGTON BKG CO OAK HBR WA COM 93730310 4 241 SH SHARED 241 D WASHINGTON FED INC COM 93882410 2115 80563 SH SHARED 80563 D WASHINGTON FED INC COM 93882410 631 24029 SH SHARED 01 24029 D WASHINGTON FED INC COM 93882410 270 10305 SH SHARED 02 10305 D WASHINGTON FED INC COM 93882410 144 5500 SH SHARED 10 5500 D WASHINGTON GROUP INTL INC COM NEW 93886220 13691 155922 SH SHARED 155922 D WASHINGTON GROUP INTL INC COM NEW 93886220 328 3738 SH SHARED 02 268 3470 D WASHINGTON GROUP INTL INC COM NEW 93886220 29170 332200 SH SHARED 10 332200 D WASHINGTON MUT INC COM 93932210 21 600 SH SHR/OTHR 600 D WASHINGTON MUT INC COM 93932210 21383 605588 SH SHARED 605588 D WASHINGTON MUT INC COM 93932210 4005 113435 SH SHARED 01 110942 2493 D WASHINGTON MUT INC COM 93932210 546 15488 SH SHR/OTHR 01 15488 D WASHINGTON MUT INC COM 93932210 2282 64628 SH SHARED 02 64628 D WASHINGTON MUT INC COM 93932210 11 330 SH SHARED 05 330 D WASHINGTON MUT INC COM 93932210 1137 32211 SH SHARED 06 22751 9460 D WASHINGTON MUT INC COM 93932210 402844 11408792 SH SHARED 10 11408717 75 D WASHINGTON MUT INC COM 93932210 1428 40452 SH SHARED 14 40452 D WASHINGTON MUT INC COM 93932210 360 10196 SH SHARED 20 3645 6551 D WASHINGTON MUT INC COM 93932210 17 500 SH SHR/OTHR 20 500 D WASHINGTON MUT INC COM 93932210 119 3391 SH SHARED 21 3391 D WASHINGTON MUT INC COM 93932210 407 11540 SH SHARED 22 5500 6040 D WASHINGTON MUT INC COM 93932210 158 4500 SH SHR/OTHR 22 4500 D WASHINGTON MUT INC COM 93932210 145 4125 SH SHARED 23 4125 D WASHINGTON MUT INC COM 93932210 564 15975 SH SHR/OTHR 23 15975 D WASHINGTON POST CO CL B 93964010 2965 3694 SH SHARED 3694 D WASHINGTON POST CO CL B 93964010 1533 1910 SH SHARED 01 240 1670 D WASHINGTON POST CO CL B 93964010 274 342 SH SHARED 02 342 D WASHINGTON POST CO CL B 93964010 120 150 SH SHARED 06 110 40 D WASHINGTON POST CO CL B 93964010 497 620 SH SHARED 10 620 D WASHINGTON POST CO CL B 93964010 437 545 SH SHARED 20 45 500 D WASHINGTON POST CO CL B 93964010 842 1050 SH SHR/OTHR 20 1050 D WASHINGTON REAL ESTATE INVT NOTE 3.875% 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SHARED 1082 D WASTE INDUSTRIES USA INC COM 94105710 20 700 SH SHARED 01 700 D WASTE INDUSTRIES USA INC COM 94105710 118 4149 SH SHARED 02 4149 D WASTE INDUSTRIES USA INC COM 94105710 912 31900 SH SHARED 10 31900 D WASTE MGMT INC DEL COM 94106L10 418 11100 SH SHARED 11100 D WASTE MGMT INC DEL COM 94106L10 37192 985503 SH SHARED 981503 4000 D WASTE MGMT INC DEL COM 94106L10 1677 44436 SH SHARED 01 44186 250 D WASTE MGMT INC DEL COM 94106L10 32 870 SH SHR/OTHR 01 870 D WASTE MGMT INC DEL COM 94106L10 1168 30961 SH SHARED 02 30961 D WASTE MGMT INC DEL COM 94106L10 8 230 SH SHARED 05 230 D WASTE MGMT INC DEL COM 94106L10 692 18360 SH SHARED 06 13000 5360 D WASTE MGMT INC DEL COM 94106L10 9578 253800 SH SHARED 10 253800 D WASTE MGMT INC DEL COM 94106L10 2734 72465 SH SHARED 14 72465 D WASTE SERVICES INC DEL COM NEW 94107520 3 351 SH SHARED 351 D WASTE SERVICES INC DEL COM NEW 94107520 0 100 SH SHARED 02 100 D WATERS CORP COM 94184810 5135 76740 SH SHARED 76740 D WATERS CORP COM 94184810 1863 27840 SH SHARED 01 24430 3410 D WATERS CORP COM 94184810 426 6377 SH SHARED 02 6377 D WATERS CORP COM 94184810 8 120 SH SHARED 05 120 D WATERS CORP COM 94184810 234 3510 SH SHARED 06 2650 860 D WATERS CORP COM 94184810 3045 45511 SH SHARED 10 45511 D WATERS CORP COM 94184810 354 5290 SH SHARED 14 5290 D WATERS CORP COM 94184810 238 3560 SH SHARED 20 550 3010 D WATERS CORP COM 94184810 25 375 SH SHR/OTHR 21 375 D WATERS CORP COM 94184810 10 150 SH SHARED 22 150 D WATSCO INC COM 94262220 442 9525 SH SHARED 9525 D WATSCO INC COM 94262220 41 900 SH SHARED 01 900 D WATSCO INC COM 94262220 178 3850 SH SHARED 02 3850 D WATSCO INC COM 94262220 385 8300 SH SHARED 10 8300 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 184 190000 PRN SHARED 02 190000 D WATSON PHARMACEUTICALS INC COM 94268310 3091 95413 SH SHARED 95413 D WATSON PHARMACEUTICALS INC COM 94268310 330 10200 SH SHARED 01 10200 D WATSON PHARMACEUTICALS INC COM 94268310 85 2647 SH SHARED 02 2647 D WATSON PHARMACEUTICALS INC COM 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SPONSORED ADR 94353110 20 833 SH SHARED 833 D WAYNE SVGS BANCSHARES INC NE COM 94624Q10 0 72 SH SHARED 72 D WAYSIDE TECHNOLOGY GROUP INC COM 94676010 1 102 SH SHARED 102 D WEB COM INC COM NEW 94732Q10 2 325 SH SHARED 325 D WEBSENSE INC COM 94768410 867 43973 SH SHARED 43973 D WEBSENSE INC COM 94768410 770 39040 SH SHARED 01 39040 D WEBSENSE INC COM 94768410 487 24714 SH SHARED 02 24714 D WEBSENSE INC COM 94768410 874 44345 SH SHARED 10 44345 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 9899 9500000 PRN SHARED 9500000 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 22372 21471008 PRN SHARED 02 21471008 D WEBMD CORP NOTE 3.125% 9/0 94769MAG 14124 13225000 PRN SHARED 02 13225000 D WEBSITE PROS INC COM 94769V10 4 407 SH SHARED 407 D WEBMD HEALTH CORP CL A 94770V10 793 15225 SH SHARED 15225 D WEBMD HEALTH CORP CL A 94770V10 1 38 SH SHARED 02 38 D WEBMD HEALTH CORP CL A 94770V10 151 2900 SH SHARED 10 800 2100 D WEBMD HEALTH CORP CL A 94770V10 208 4000 SH SHARED 20 4000 D WEBSTER FINL CORP CONN COM 94789010 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3300 D WEINGARTEN RLTY INVS SH BEN INT 94874110 10775 259900 SH SHARED 11 259900 D WEINGARTEN RLTY INVS SH BEN INT 94874110 53 1300 SH SHR/OTHR 23 1300 D WEIS MKTS INC COM 94884910 18128 424656 SH SHARED 424656 D WEIS MKTS INC COM 94884910 7 178 SH SHARED 02 178 D WEIS MKTS INC COM 94884910 19086 447100 SH SHARED 10 447100 D WELLCARE HEALTH PLANS INC COM 94946T10 3231 30648 SH SHARED 30648 D WELLCARE HEALTH PLANS INC COM 94946T10 1750 16600 SH SHARED 01 7000 9600 D WELLCARE HEALTH PLANS INC COM 94946T10 1062 10077 SH SHARED 02 10077 D WELLCARE HEALTH PLANS INC COM 94946T10 12261 116300 SH SHARED 10 111500 4800 D WELLMAN INC COM 94970210 1 737 SH SHARED 737 D WELLPOINT INC COM 94973V10 4433 56182 SH SHARED 43962 12220 D WELLPOINT INC COM 94973V10 56389 714514 SH SHARED 714404 110 D WELLPOINT INC COM 94973V10 21132 267777 SH SHARED 01 260039 7738 D WELLPOINT INC COM 94973V10 3399 43081 SH SHARED 02 43081 D WELLPOINT INC COM 94973V10 247 3142 SH SHARED 04 3142 D WELLPOINT INC COM 94973V10 22894 290100 SH SHARED 04 290100 D WELLPOINT INC COM 94973V10 20 260 SH SHARED 05 260 D WELLPOINT INC COM 94973V10 32005 405542 SH SHARED 06 78500 327042 D WELLPOINT INC COM 94973V10 70583 894368 SH SHARED 10 830568 63800 D WELLPOINT INC COM 94973V10 1194 15130 SH SHARED 14 6300 8830 D WELLPOINT INC COM 94973V10 2733 34635 SH SHARED 16 34635 D WELLPOINT INC COM 94973V10 8322 105452 SH SHARED 19 105452 D WELLPOINT INC COM 94973V10 177 2250 SH SHARED 20 1750 500 D WELLPOINT INC COM 94973V10 441 5600 SH SHARED 23 5600 D WELLPOINT INC COM 94973V10 157 2000 SH SHR/OTHR 23 2000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 945 950000 PRN SHARED 950000 D WELLS FARGO & CO NEW COM 94974610 327 9200 SH SHARED 9200 D WELLS FARGO & CO NEW COM 94974610 109669 3078863 SH SHARED 2976563 102300 D WELLS FARGO & CO NEW COM 94974610 36975 1038048 SH SHARED 01 744491 293557 D WELLS FARGO & CO NEW COM 94974610 2969 83376 SH SHR/OTHR 01 83376 D WELLS FARGO & CO NEW COM 94974610 2789 78304 SH SHARED 02 78304 D WELLS FARGO & CO NEW COM 94974610 48 1370 SH SHARED 05 1370 D WELLS FARGO & CO NEW COM 94974610 5246 147300 SH SHARED 06 116800 30500 D WELLS FARGO & CO NEW COM 94974610 244712 6870091 SH SHARED 10 6494101 375990 D WELLS FARGO & CO NEW COM 94974610 7 200 SH SHR/OTHR 10 200 D WELLS FARGO & CO NEW COM 94974610 1799 50512 SH SHARED 14 50512 D WELLS FARGO & CO NEW COM 94974610 3572 100300 SH SHARED 15 100300 D WELLS FARGO & CO NEW COM 94974610 32 920 SH SHARED 19 920 D WELLS FARGO & CO NEW COM 94974610 13726 385364 SH SHARED 20 141089 244275 D WELLS FARGO & CO NEW COM 94974610 1875 52643 SH SHR/OTHR 20 52643 D WELLS FARGO & CO NEW COM 94974610 538 15112 SH SHARED 21 9300 5812 D WELLS FARGO & CO NEW COM 94974610 81 2300 SH SHR/OTHR 21 2300 D WELLS FARGO & CO NEW COM 94974610 1091 30629 SH SHARED 22 21087 9542 D WELLS FARGO & CO NEW COM 94974610 500 14062 SH SHR/OTHR 22 14062 D WELLS FARGO & CO NEW COM 94974610 9158 257104 SH SHARED 23 244994 12110 D WELLS FARGO & CO NEW COM 94974610 10882 305508 SH SHR/OTHR 23 305508 D WELLS GARDNER ELECTRS CORP COM 94976510 0 251 SH SHARED 251 D WENDYS INTL INC COM 95059010 89016 2549883 SH SHARED 2549883 D WENDYS INTL INC COM 95059010 528 15140 SH SHARED 01 15140 D WENDYS INTL INC COM 95059010 65 1884 SH SHARED 02 1884 D WENDYS INTL INC COM 95059010 110 3160 SH SHARED 06 2600 560 D WENDYS INTL INC COM 95059010 1724 49391 SH SHARED 10 49391 D WENDYS INTL INC COM 95059010 38 1100 SH SHARED 14 1100 D WERNER ENTERPRISES INC COM 95075510 585 34158 SH SHARED 34158 D WERNER ENTERPRISES INC COM 95075510 291 16975 SH SHARED 01 16975 D WERNER ENTERPRISES INC COM 95075510 319 18603 SH SHARED 02 18603 D WERNER ENTERPRISES INC COM 95075510 625 36501 SH SHARED 10 36501 D WESBANCO INC COM 95081010 23 937 SH SHARED 937 D WESBANCO INC COM 95081010 2 100 SH SHARED 01 100 D WESBANCO INC COM 95081010 0 31 SH SHARED 02 31 D WESBANCO INC COM 95081010 237 9500 SH SHARED 10 9500 D WESCO FINL CORP COM 95081710 17 45 SH SHARED 45 D WESCO FINL CORP COM 95081710 59 150 SH SHARED 01 150 D WESCO FINL CORP COM 95081710 2 6 SH SHARED 02 6 D WESCO FINL CORP COM 95081710 119 300 SH SHARED 20 300 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 33220 27500000 PRN SHARED 27500000 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 4234 3505000 PRN SHARED 02 3505000 D WESCO INTL INC NOTE 1.750%11/1 95082PAG 4210 5000000 PRN SHARED 02 5000000 D WESCO INTL INC COM 95082P10 39976 930980 SH SHARED 930980 D WESCO INTL INC COM 95082P10 343 8000 SH SHARED 01 8000 D WESCO INTL INC COM 95082P10 411 9585 SH SHR/OTHR 01 9585 D WESCO INTL INC COM 95082P10 237 5529 SH SHARED 02 5529 D WESCO INTL INC COM 95082P10 8596 200206 SH SHARED 04 200206 D WESCO INTL INC COM 95082P10 9532 222000 SH SHARED 05 222000 D WESCO INTL INC COM 95082P10 22 521 SH SHARED 06 521 D WESCO INTL INC COM 95082P10 15682 365221 SH SHARED 10 365221 D WESCO INTL INC COM 95082P10 91 2129 SH SHARED 21 829 1300 D WEST BANCORPORATION INC CAP STK 95123P10 6 422 SH SHARED 422 D WEST BANCORPORATION INC CAP STK 95123P10 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WESTERN UN CO COM 95980210 82 3917 SH SHR/OTHR 01 3917 D WESTERN UN CO COM 95980210 356 17012 SH SHARED 02 17012 D WESTERN UN CO COM 95980210 3669 175000 SH SHARED 04 175000 D WESTERN UN CO COM 95980210 7 359 SH SHARED 05 359 D WESTERN UN CO COM 95980210 525 25039 SH SHARED 06 17792 7247 D WESTERN UN CO COM 95980210 10558 503520 SH SHARED 10 502420 1100 D WESTERN UN CO COM 95980210 435 20750 SH SHARED 14 20750 D WESTERN UN CO COM 95980210 266 12730 SH SHARED 20 5200 7530 D WESTERN UN CO COM 95980210 267 12760 SH SHR/OTHR 20 12760 D WESTERN UN CO COM 95980210 12 600 SH SHARED 21 600 D WESTERN UN CO COM 95980210 90 4300 SH SHARED 22 2600 1700 D WESTERN UN CO COM 95980210 58 2800 SH SHR/OTHR 22 2800 D WESTERN UN CO COM 95980210 59 2817 SH SHARED 23 2817 D WESTERN UN CO COM 95980210 104 4968 SH SHR/OTHR 23 4968 D WESTFIELD FINANCIAL INC NEW COM 96008P10 760 78293 SH SHARED 78293 D WESTLAKE CHEM CORP COM 96041310 177 7005 SH SHARED 7005 D WESTLAKE CHEM CORP COM 96041310 35 1397 SH SHARED 02 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COM 96332010 229 2580 SH SHARED 06 2050 530 D WHIRLPOOL CORP COM 96332010 13725 154046 SH SHARED 10 154046 D WHIRLPOOL CORP COM 96332010 276 3100 SH SHARED 14 3100 D WHIRLPOOL CORP COM 96332010 9051 101584 SH SHARED 19 101584 D WHIRLPOOL CORP COM 96332010 44 500 SH SHARED 22 500 D WHITE ELECTR DESIGNS CORP COM 96380110 1001 191839 SH SHARED 191839 D WHITE RIVER CAPITAL INC COM 96445P10 1 73 SH SHARED 73 D WHITING PETE CORP NEW COM 96638710 239 5391 SH SHARED 5391 D WHITING PETE CORP NEW COM 96638710 32 725 SH SHARED 01 725 D WHITING PETE CORP NEW COM 96638710 577 13000 SH SHARED 10 13000 D WHITNEY HLDG CORP COM 96661210 56 2143 SH SHARED 2143 D WHITNEY HLDG CORP COM 96661210 25 950 SH SHARED 01 950 D WHITNEY HLDG CORP COM 96661210 8 333 SH SHARED 02 333 D WHITNEY HLDG CORP COM 96661210 480 18200 SH SHARED 10 18200 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 264 250000 PRN SHARED 02 250000 D WHOLE FOODS MKT INC COM 96683710 112 2288 SH SHARED 2288 D WHOLE FOODS MKT INC COM 96683710 8149 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GROUP INC COM 96919910 23 693 SH SHARED 693 D WILLBROS GROUP INC COM 96919910 1 41 SH SHARED 02 41 D WILLDAN GROUP INC COM 96924N10 1 159 SH SHARED 159 D WILLIAMS COS INC DEL COM 96945710 70364 2065889 SH SHARED 2065889 D WILLIAMS COS INC DEL COM 96945710 2627 77146 SH SHARED 01 77146 D WILLIAMS COS INC DEL COM 96945710 34 1000 SH SHR/OTHR 01 1000 D WILLIAMS COS INC DEL COM 96945710 12912 379100 SH SHARED 02 372573 6527 D WILLIAMS COS INC DEL COM 96945710 9 290 SH SHARED 05 290 D WILLIAMS COS INC DEL COM 96945710 649 19060 SH SHARED 06 13150 5910 D WILLIAMS COS INC DEL COM 96945710 10572 310400 SH SHARED 10 310400 D WILLIAMS COS INC DEL COM 96945710 449 13200 SH SHARED 14 13200 D WILLIAMS COS INC DEL COM 96945710 102 3000 SH SHR/OTHR 23 3000 D WILLIAMS CTLS INC COM NEW 96946560 2 144 SH SHARED 144 D WILLIAMS CLAYTON ENERGY INC COM 96949010 8 270 SH SHARED 270 D WILLIAMS CLAYTON ENERGY INC COM 96949010 66 2000 SH SHARED 01 2000 D WILLIAMS CLAYTON ENERGY INC COM 96949010 838 25400 SH SHARED 10 25400 D WILLIAMS PARTNERS L P COM UNIT L P 96950F10 38 928 SH SHARED 928 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 36 1323 SH SHARED 1323 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 4640 167475 SH SHARED 02 167475 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 180 6500 SH SHARED 10 6500 D WILLIAMS SONOMA INC COM 96990410 1935 59335 SH SHARED 59335 D WILLIAMS SONOMA INC COM 96990410 1691 51861 SH SHARED 01 19461 32400 D WILLIAMS SONOMA INC COM 96990410 344 10549 SH SHARED 02 10549 D WILLIAMS SONOMA INC COM 96990410 84 2580 SH SHARED 06 2100 480 D WILLIAMS SONOMA INC COM 96990410 159 4900 SH SHARED 10 4900 D WILLIAMS SONOMA INC COM 96990410 521 16000 SH SHR/OTHR 23 16000 D WILLIS LEASE FINANCE CORP COM 97064610 1 133 SH SHARED 133 D WILLOW FINANCIAL BANCORP INC COM 97111W10 5 417 SH SHARED 417 D WILMINGTON TRUST CORP COM 97180710 2164 55655 SH SHARED 55655 D WILMINGTON TRUST CORP COM 97180710 836 21500 SH SHARED 01 21500 D WILMINGTON TRUST CORP COM 97180710 149 3843 SH SHARED 02 3843 D WILMINGTON TRUST CORP COM 97180710 1559 40079 SH SHARED 10 40079 D WILSHIRE BANCORP INC COM 97186T10 10 936 SH SHARED 936 D WILSHIRE ENTERPRISES INC COM 97188910 40 9263 SH SHARED 9263 D WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB 961 1000000 PRN SHARED 02 1000000 D WILSON HOLDINGS INC COM 97223410 0 128 SH SHARED 128 D WILSONS THE LEATHER EXPERTS COM 97246310 0 465 SH SHARED 465 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 803 7347 SH SHARED 7347 D WIND RIVER SYSTEMS INC COM 97314910 625 53162 SH SHARED 53162 D WIND RIVER SYSTEMS INC COM 97314910 535 45500 SH SHARED 01 18700 26800 D WIND RIVER SYSTEMS INC COM 97314910 47 4008 SH SHARED 02 4008 D WIND RIVER SYSTEMS INC COM 97314910 38 3253 SH SHARED 10 3253 D WINDSTREAM CORP COM 97381W10 6457 457352 SH SHARED 446952 10400 D WINDSTREAM CORP COM 97381W10 1301 92139 SH SHARED 01 89971 2168 D WINDSTREAM CORP COM 97381W10 25 1838 SH SHR/OTHR 01 1838 D WINDSTREAM CORP COM 97381W10 305 21630 SH SHARED 02 21630 D WINDSTREAM CORP COM 97381W10 42234 2991108 SH SHARED 10 2907568 83540 D WINDSTREAM CORP COM 97381W10 5 413 SH SHR/OTHR 10 413 D WINDSTREAM CORP COM 97381W10 37 2624 SH SHARED 20 1550 1074 D WINDSTREAM CORP COM 97381W10 107 7637 SH SHARED 21 7637 D WINDSTREAM CORP COM 97381W10 7 563 SH SHR/OTHR 22 563 D WINDSTREAM CORP COM 97381W10 431 30589 SH SHR/OTHR 23 30589 D WINLAND ELECTRS INC COM 97424110 0 86 SH SHARED 86 D WINMARK CORP COM 97425010 0 36 SH SHARED 36 D WINN DIXIE STORES INC COM NEW 97428030 36 1970 SH SHARED 1970 D WINN DIXIE STORES INC COM NEW 97428030 14 780 SH SHARED 01 780 D WINN DIXIE STORES INC COM NEW 97428030 1 91 SH SHARED 02 91 D WINN DIXIE STORES INC COM NEW 97428030 142 7600 SH SHARED 10 7600 D WINNEBAGO INDS INC COM 97463710 31 1335 SH SHARED 1335 D WINNEBAGO INDS INC COM 97463710 165 6940 SH SHARED 01 6940 D WINNEBAGO INDS INC COM 97463710 0 36 SH SHARED 02 36 D WINNEBAGO INDS INC COM 97463710 145 6075 SH SHARED 10 6075 D WINTHROP RLTY TR SH BEN INT 97639110 16 2500 SH 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PLC SPONSORED ADR 97786P10 1 61 SH SHARED 01 61 D WOLSELEY PLC SPONSORED ADR 97786P10 3 231 SH SHARED 02 231 D WOLVERINE WORLD WIDE INC COM 97809710 1055 38509 SH SHARED 38509 D WOLVERINE WORLD WIDE INC COM 97809710 194 7100 SH SHARED 01 7100 D WOLVERINE WORLD WIDE INC COM 97809710 142 5200 SH SHARED 02 5200 D WOLVERINE WORLD WIDE INC COM 97809710 13658 498500 SH SHARED 10 498500 D WOODWARD GOVERNOR CO COM 98074510 190 3057 SH SHARED 3057 D WOODWARD GOVERNOR CO COM 98074510 71 1145 SH SHARED 01 1145 D WOODWARD GOVERNOR CO COM 98074510 3 52 SH SHARED 02 52 D WOODWARD GOVERNOR CO COM 98074510 137 2200 SH SHARED 10 2200 D WOORI FIN HLDGS CO LTD ADR 98106310 287 4200 SH SHARED 4200 D WORLD ACCEP CORP DEL COM 98141910 27 845 SH SHARED 845 D WORLD FUEL SVCS CORP COM 98147510 259 6347 SH SHARED 6347 D WORLD FUEL SVCS CORP COM 98147510 624 15300 SH SHARED 01 15300 D WORLD FUEL SVCS CORP COM 98147510 1 45 SH SHARED 02 45 D WORLDGATE COMMUNICATIONS INC COM 98156L30 0 969 SH SHARED 969 D WORLD 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9070 D WRIGHT MED GROUP INC COM 98235T10 1 47 SH SHARED 10 47 D WRIGLEY WM JR CO COM 98252610 11968 186331 SH SHARED 166431 19900 D WRIGLEY WM JR CO COM 98252610 4484 69819 SH SHARED 01 46182 23637 D WRIGLEY WM JR CO COM 98252610 64 1000 SH SHR/OTHR 01 1000 D WRIGLEY WM JR CO COM 98252610 373 5810 SH SHARED 02 5810 D WRIGLEY WM JR CO COM 98252610 376 5862 SH SHARED 06 4250 1612 D WRIGLEY WM JR CO COM 98252610 12271 191055 SH SHARED 10 191055 D WRIGLEY WM JR CO COM 98252610 2408 37500 SH SHARED 15 37500 D WRIGLEY WM JR CO COM 98252610 433 6750 SH SHR/OTHR 23 6750 D WYETH DBCV 1/1 983024AD 2421 2300000 PRN SHARED 2300000 D WYETH COM 98302410 197271 4428098 SH SHARED 4428098 D WYETH COM 98302410 13177 295802 SH SHARED 01 209919 85883 D WYETH COM 98302410 2046 45940 SH SHR/OTHR 01 45940 D WYETH COM 98302410 14781 331797 SH SHARED 02 331797 D WYETH COM 98302410 77 1731 SH SHARED 04 1731 D WYETH COM 98302410 19443 436440 SH SHARED 04 436440 D WYETH COM 98302410 25 570 SH SHARED 05 570 D WYETH COM 98302410 20395 457814 SH SHARED 06 31850 425964 D WYETH COM 98302410 399553 8968658 SH SHARED 10 8943058 25600 D WYETH COM 98302410 4881 109577 SH SHARED 14 2200 107377 D WYETH COM 98302410 3049 68450 SH SHARED 15 68450 D WYETH COM 98302410 3517 78964 SH SHARED 16 78964 D WYETH COM 98302410 204 4600 SH SHARED 19 4600 D WYETH COM 98302410 1609 36129 SH SHARED 20 6295 29834 D WYETH COM 98302410 289 6490 SH SHR/OTHR 20 6490 D WYETH COM 98302410 569 12781 SH SHARED 21 12781 D WYETH COM 98302410 8 200 SH SHR/OTHR 21 200 D WYETH COM 98302410 811 18217 SH SHARED 22 11752 6465 D WYETH COM 98302410 20 457 SH SHR/OTHR 22 457 D WYETH COM 98302410 9611 215745 SH SHARED 23 214745 1000 D WYETH COM 98302410 9840 220878 SH SHR/OTHR 23 220878 D WYETH COM 98302410 432 9700 SH SHARED 24 9700 D WYNDHAM WORLDWIDE CORP COM 98310W10 5910 180431 SH SHARED 180431 D WYNDHAM WORLDWIDE CORP COM 98310W10 2840 86705 SH SHARED 01 84705 2000 D WYNDHAM WORLDWIDE CORP COM 98310W10 2649 80881 SH SHARED 02 80881 D WYNDHAM WORLDWIDE CORP COM 98310W10 3 112 SH SHARED 05 112 D WYNDHAM WORLDWIDE CORP COM 98310W10 211 6452 SH SHARED 06 4650 1802 D WYNDHAM WORLDWIDE CORP COM 98310W10 3254 99351 SH SHARED 10 99351 D WYNDHAM WORLDWIDE CORP COM 98310W10 50 1553 SH SHARED 14 1553 D WYNDHAM WORLDWIDE CORP COM 98310W10 65 2000 SH SHR/OTHR 20 2000 D WYNN RESORTS LTD COM 98313410 14085 89399 SH SHARED 89399 D WYNN RESORTS LTD COM 98313410 441 2800 SH SHARED 01 2800 D WYNN RESORTS LTD COM 98313410 31 200 SH SHR/OTHR 01 200 D WYNN RESORTS LTD COM 98313410 38540 244609 SH SHARED 02 207609 37000 D WYNN RESORTS LTD COM 98313410 226 1440 SH SHARED 06 1200 240 D WYNN RESORTS LTD COM 98313410 2995 19010 SH SHARED 10 19010 D XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC 9647 11000000 PRN SHARED 11000000 D XM SATELLITE RADIO HLDGS INC CL A 98375910 11062 780710 SH SHARED 780710 D XM SATELLITE RADIO HLDGS INC CL A 98375910 247 17485 SH SHARED 01 17485 D XM SATELLITE RADIO HLDGS INC CL A 98375910 13 952 SH SHARED 02 952 D XM SATELLITE RADIO HLDGS INC CL A 98375910 96 6800 SH SHARED 06 5000 1800 D XM SATELLITE RADIO HLDGS INC CL A 98375910 192 13600 SH SHARED 10 13600 D XM SATELLITE RADIO HLDGS INC CL A 98375910 2940 207500 SH SHARED 14 207500 D XM SATELLITE RADIO HLDGS INC CL A 98375910 4 345 SH SHARED 22 200 145 D XTO ENERGY INC COM 98385X10 21630 349784 SH SHARED 349784 D XTO ENERGY INC COM 98385X10 12821 207329 SH SHARED 01 156019 51310 D XTO ENERGY INC COM 98385X10 314 5090 SH SHR/OTHR 01 5090 D XTO ENERGY INC COM 98385X10 3299 53356 SH SHARED 02 53356 D XTO ENERGY INC COM 98385X10 1236 20000 SH SHARED 04 20000 D XTO ENERGY INC COM 98385X10 12998 210190 SH SHARED 05 210190 D XTO ENERGY INC COM 98385X10 679 10990 SH SHARED 06 7800 3190 D XTO ENERGY INC COM 98385X10 121560 1965726 SH SHARED 10 1816567 149159 D XTO ENERGY INC COM 98385X10 433 7015 SH SHARED 14 7015 D XTO ENERGY INC COM 98385X10 628 10160 SH SHARED 20 7850 2310 D XTO ENERGY INC COM 98385X10 547 8850 SH SHR/OTHR 20 8850 D XTO ENERGY INC COM 98385X10 38 624 SH SHARED 21 624 D XTO ENERGY INC COM 98385X10 13 225 SH SHR/OTHR 21 225 D XTO ENERGY INC COM 98385X10 133 2156 SH SHARED 22 1651 505 D XTO ENERGY INC COM 98385X10 45 732 SH SHR/OTHR 22 732 D XTO ENERGY INC COM 98385X10 1056 17079 SH SHARED 23 14769 2310 D XTO ENERGY INC COM 98385X10 265 4295 SH SHR/OTHR 23 4295 D XTO ENERGY INC COM 98385X10 1166 18866 SH SHARED 24 18866 D X-RITE INC COM 98385710 20 1387 SH SHARED 1387 D XATA CORP COM NEW 98388230 0 146 SH SHARED 146 D XCEL ENERGY INC NOTE 7.500%11/2 98389BAB 14125 8012000 PRN SHARED 8012000 D XCEL ENERGY INC COM 98389B10 25097 1165137 SH SHARED 1165137 D XCEL ENERGY INC COM 98389B10 4172 193720 SH SHARED 01 192970 750 D XCEL ENERGY INC COM 98389B10 21 1000 SH SHR/OTHR 01 1000 D XCEL ENERGY INC COM 98389B10 829 38528 SH SHARED 02 38528 D XCEL ENERGY INC COM 98389B10 17 830 SH SHARED 04 830 D XCEL ENERGY INC COM 98389B10 471 21900 SH SHARED 06 17100 4800 D XCEL ENERGY INC COM 98389B10 4320 200594 SH SHARED 10 200594 D XCEL ENERGY INC COM 98389B10 17 800 SH SHARED 14 800 D XCEL ENERGY INC COM 98389B10 75 3500 SH SHARED 21 3500 D XCEL ENERGY INC COM 98389B10 8 400 SH SHR/OTHR 23 400 D XETA TECHNOLOGIES INC COM 98390910 0 205 SH SHARED 205 D XILINX INC COM 98391910 15012 574306 SH SHARED 574306 D XILINX INC COM 98391910 817 31265 SH SHARED 01 31165 100 D XILINX INC COM 98391910 505 19357 SH SHARED 02 19357 D XILINX INC COM 98391910 7 270 SH SHARED 05 270 D XILINX INC COM 98391910 290 11130 SH SHARED 06 7950 3180 D XILINX INC COM 98391910 4058 155259 SH SHARED 10 155259 D XILINX INC COM 98391910 35 1350 SH SHARED 20 750 600 D XILINX INC COM 98391910 10 400 SH SHR/OTHR 20 400 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 45 6000 SH SHARED 6000 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 714 93300 SH SHARED 14 93300 D XELR8 HOLDINGS INC COM 98400Y10 0 293 SH SHARED 293 D XENOPORT INC COM 98411C10 339 7214 SH SHARED 7214 D XENOPORT INC COM 98411C10 138 2950 SH SHARED 01 2950 D XENOPORT INC COM 98411C10 1 33 SH SHARED 02 33 D XENOPORT INC COM 98411C10 7057 150000 SH SHARED 04 150000 D XENONICS HLDGS INC COM 98411710 0 447 SH SHARED 447 D XEROX CORP COM 98412110 28955 1669874 SH SHARED 1669574 300 D XEROX CORP COM 98412110 1963 113257 SH SHARED 01 113257 D XEROX CORP COM 98412110 703 40592 SH SHARED 02 40592 D XEROX CORP COM 98412110 10 600 SH SHARED 05 600 D XEROX CORP COM 98412110 3391 195610 SH SHARED 06 27200 168410 D XEROX CORP COM 98412110 8878 512044 SH SHARED 10 512044 D XEROX CORP COM 98412110 857 49424 SH SHARED 14 49424 D XEROX CORP COM 98412110 2 150 SH SHARED 23 150 D XEROX CORP COM 98412110 31 1800 SH SHR/OTHR 23 1800 D XTENT INC COM 98414110 205 24191 SH SHARED 24191 D XTENT INC COM 98414110 5 600 SH SHARED 02 600 D XERIUM TECHNOLOGIES INC COM 98416J10 5 1085 SH SHARED 1085 D XERIUM TECHNOLOGIES INC COM 98416J10 21 4000 SH SHARED 01 4000 D XERIUM TECHNOLOGIES INC COM 98416J10 0 20 SH SHARED 02 20 D XERIUM TECHNOLOGIES INC COM 98416J10 508 94100 SH SHARED 10 94100 D XETHANOL CORP COM 98420A10 17 26014 SH SHARED 26014 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 174 4500 SH SHARED 4500 D YRC WORLDWIDE INC COM 98424910 1530 56003 SH SHARED 56003 D YRC WORLDWIDE INC COM 98424910 492 18017 SH SHARED 01 10117 7900 D YRC WORLDWIDE INC COM 98424910 236 8672 SH SHARED 02 8672 D YRC WORLDWIDE INC COM 98424910 1174 43000 SH SHARED 10 27900 15100 D YADKIN VALLEY FINANCIAL CORP COM 98431410 4 272 SH SHARED 272 D YAHOO INC FRNT 4/0 984332AB 5016 3800000 PRN SHARED 3800000 D YAHOO INC FRNT 4/0 984332AB 3928 2976000 PRN SHARED 02 2976000 D YAHOO INC FRNT 4/0 984332AB 60720 46000000 PRN SHARED 04 46000000 D YAHOO INC COM 98433210 8 320 SH SHARED 320 D YAHOO INC COM 98433210 169118 6300299 SH SHARED 6272099 28200 D YAHOO INC COM 98433210 7271 270894 SH SHARED 01 238934 31960 D YAHOO INC COM 98433210 28 1050 SH SHR/OTHR 01 1050 D YAHOO INC COM 98433210 60483 2253223 SH SHARED 02 2253223 D YAHOO INC COM 98433210 91 3423 SH SHARED 04 3423 D YAHOO INC COM 98433210 36922 1375500 SH SHARED 04 1375500 D YAHOO INC COM 98433210 15 590 SH SHARED 05 590 D YAHOO INC COM 98433210 2896 107920 SH SHARED 06 96750 11170 D YAHOO INC COM 98433210 103958 3872815 SH SHARED 10 3872815 D YAHOO INC COM 98433210 74 2757 SH SHARED 14 2757 D YAHOO INC COM 98433210 8702 324200 SH SHARED 15 324200 D YAHOO INC COM 98433210 21 800 SH SHARED 20 800 D YAHOO INC COM 98433210 161 6000 SH SHARED 21 6000 D YAHOO INC COM 98433210 255 9500 SH SHR/OTHR 21 9500 D YAHOO INC COM 98433210 22 820 SH SHR/OTHR 23 820 D YAHOO INC COM 98433210 813 30300 SH SHARED 24 30300 D YAMANA GOLD INC COM 98462Y10 4983 423041 SH SHARED 423041 D YAMANA GOLD INC COM 98462Y10 245 20840 SH SHARED 01 20840 D YAMANA GOLD INC COM 98462Y10 51 4355 SH SHARED 02 4355 D YAMANA GOLD INC COM 98462Y10 9188 780000 SH SHARED 04 780000 D YAMANA GOLD INC COM 98462Y10 6168 523600 SH SHARED 10 523600 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 2267 22187 SH SHARED 22187 D YARDVILLE NATL BANCORP COM 98502110 16 495 SH SHARED 495 D YARDVILLE NATL BANCORP COM 98502110 0 14 SH SHARED 02 14 D YARDVILLE NATL BANCORP COM 98502110 60 1800 SH SHARED 10 1800 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 24159 22537008 PRN SHARED 22537008 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 1259 1175000 PRN SHARED 02 1175000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 1720 1750000 PRN SHARED 1750000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 52 2000 SH SHARED 2000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 10203 391379 SH SHARED 391379 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 50769 1947423 SH SHARED 04 1947423 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 15642 600000 SH SHARED 05 600000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 14093 540586 SH SHARED 06 288000 252586 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 67 2586 SH SHARED 10 2586 D YORK WTR CO COM 98718410 4 284 SH SHARED 284 D YORK WTR CO COM 98718410 565 33589 SH SHARED 22 33589 D YOUBET COM INC COM 98741310 1 1012 SH SHARED 1012 D YOUNG BROADCASTING INC CL A 98743410 1 570 SH SHARED 570 D YOUNG INNOVATIONS INC COM 98752010 4 142 SH SHARED 142 D YOUNG INNOVATIONS INC COM 98752010 25 900 SH SHARED 02 900 D YUM BRANDS INC COM 98849810 2420 71537 SH SHARED 8932 62605 D YUM BRANDS INC COM 98849810 70 2080 SH SHR/OTHR 2080 D YUM BRANDS INC COM 98849810 15808 467300 SH SHARED 466700 600 D YUM BRANDS INC COM 98849810 4342 128348 SH SHARED 01 81428 46920 D YUM BRANDS INC COM 98849810 515 15246 SH SHR/OTHR 01 15246 D YUM BRANDS INC COM 98849810 3297 97480 SH SHARED 02 97480 D YUM BRANDS INC COM 98849810 10 300 SH SHARED 05 300 D YUM BRANDS INC COM 98849810 6686 197660 SH SHARED 06 68100 129560 D YUM BRANDS INC COM 98849810 54784 1619398 SH SHARED 10 1612098 7300 D YUM BRANDS INC COM 98849810 443 13098 SH SHARED 14 13098 D YUM BRANDS INC COM 98849810 79 2340 SH SHARED 20 1540 800 D YUM BRANDS INC COM 98849810 81 2400 SH SHR/OTHR 20 2400 D YUM BRANDS INC COM 98849810 184 5465 SH SHARED 21 2480 2985 D YUM BRANDS INC COM 98849810 136 4040 SH SHR/OTHR 22 4040 D YUM BRANDS INC COM 98849810 1481 43790 SH SHARED 23 43190 600 D YUM BRANDS INC COM 98849810 833 24624 SH SHR/OTHR 23 24624 D ZBB ENERGY CORPORATION COM 98876R20 0 85 SH SHARED 85 D ZALE CORP NEW COM 98885810 1183 51153 SH SHARED 51153 D ZALE CORP NEW COM 98885810 4 175 SH SHARED 01 175 D ZALE CORP NEW COM 98885810 1180 51000 SH SHARED 02 51000 D ZALE CORP NEW COM 98885810 414 17900 SH SHARED 10 17900 D Z TRIM HLDGS INC COM 98892410 1 1428 SH SHARED 1428 D ZANETT INC COM 98906R10 0 115 SH SHARED 115 D ZAPATA CORP COM PAR $ 98907060 1 250 SH SHARED 250 D ZAREBA SYSTEMS INC COM 98913110 0 50 SH SHARED 50 D ZARLINK SEMICONDUCTOR INC COM 98913910 315 226940 SH SHARED 226940 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1633 44773 SH SHARED 44773 D ZEBRA TECHNOLOGIES CORP CL A 98920710 788 21600 SH SHARED 01 800 20800 D ZEBRA TECHNOLOGIES CORP CL A 98920710 239 6561 SH SHARED 02 6561 D ZEBRA TECHNOLOGIES CORP CL A 98920710 255 6994 SH SHARED 10 6994 D ZENITH NATL INS CORP COM 98939010 3652 81363 SH SHARED 81363 D ZENITH NATL INS CORP COM 98939010 154 3450 SH SHARED 02 3450 D ZENITH NATL INS CORP COM 98939010 594 13250 SH SHARED 10 13250 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 110 92941 SH SHARED 92941 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 15 13200 SH SHARED 01 13200 D ZILA INC COM PAR $0.01 98951320 1 1594 SH SHARED 1594 D ZILOG INC COM PAR $0.01 98952430 1 432 SH SHARED 432 D ZIMMER HLDGS INC COM 98956P10 53 660 SH SHARED 660 D ZIMMER HLDGS INC COM 98956P10 27622 341064 SH SHARED 339264 1800 D ZIMMER HLDGS INC COM 98956P10 18731 231287 SH SHARED 01 157815 73472 D ZIMMER HLDGS INC COM 98956P10 1049 12957 SH SHR/OTHR 01 12957 D ZIMMER HLDGS INC COM 98956P10 2841 35087 SH SHARED 02 35087 D ZIMMER HLDGS INC COM 98956P10 50 629 SH SHARED 04 629 D ZIMMER HLDGS INC COM 98956P10 6128 75675 SH SHARED 04 75675 D ZIMMER HLDGS INC COM 98956P10 10 130 SH SHARED 05 130 D ZIMMER HLDGS INC COM 98956P10 1953 24120 SH SHARED 06 8850 15270 D ZIMMER HLDGS INC COM 98956P10 82616 1020085 SH SHARED 10 986339 33746 D ZIMMER HLDGS INC COM 98956P10 4 50 SH SHR/OTHR 10 50 D ZIMMER HLDGS INC COM 98956P10 1319 16288 SH SHARED 14 1500 14788 D ZIMMER HLDGS INC COM 98956P10 3449 42594 SH SHARED 15 42594 D ZIMMER HLDGS INC COM 98956P10 6313 77952 SH SHARED 20 23427 54525 D ZIMMER HLDGS INC COM 98956P10 1179 14567 SH SHR/OTHR 20 14567 D ZIMMER HLDGS INC COM 98956P10 1996 24650 SH SHARED 21 24650 D ZIMMER HLDGS INC COM 98956P10 8 100 SH SHR/OTHR 21 100 D ZIMMER HLDGS INC COM 98956P10 454 5607 SH SHARED 22 4027 1580 D ZIMMER HLDGS INC COM 98956P10 293 3624 SH SHR/OTHR 22 3624 D ZIMMER HLDGS INC COM 98956P10 2982 36830 SH SHARED 23 34650 2180 D ZIMMER HLDGS INC COM 98956P10 19868 245320 SH SHR/OTHR 23 245320 D ZIMMER HLDGS INC COM 98956P10 85 1050 SH SHARED 24 1050 D ZION OIL & GAS INC COM 98969610 0 155 SH SHARED 155 D ZIONS BANCORPORATION COM 98970110 4854 70690 SH SHARED 70690 D ZIONS BANCORPORATION COM 98970110 1161 16920 SH SHARED 01 16820 100 D ZIONS BANCORPORATION COM 98970110 584 8513 SH SHARED 02 8513 D ZIONS BANCORPORATION COM 98970110 20315 295838 SH SHARED 06 3000 292838 D ZIONS BANCORPORATION COM 98970110 4330 63064 SH SHARED 10 63064 D ZIONS BANCORPORATION COM 98970110 533 7763 SH SHARED 14 7763 D ZIOPHARM ONCOLOGY INC COM 98973P10 1 465 SH SHARED 465 D ZIX CORP COM 98974P10 9 5208 SH SHARED 5208 D ZIPREALTY INC COM 98974V10 1 282 SH SHARED 282 D ZORAN CORP COM 98975F10 1397 69164 SH SHARED 69164 D ZORAN CORP COM 98975F10 839 41541 SH SHARED 01 37865 3676 D ZORAN CORP COM 98975F10 177 8790 SH SHARED 10 8790 D ZOLTEK COS INC COM 98975W10 21 500 SH SHARED 500 D ZOLTEK COS INC COM 98975W10 7651 175371 SH SHARED 175371 D ZOLTEK COS INC COM 98975W10 60 1390 SH SHARED 02 290 1100 D ZOLTEK COS INC COM 98975W10 6557 150309 SH SHARED 04 150309 D ZOLTEK COS INC COM 98975W10 5759 132000 SH SHARED 05 132000 D ZOLTEK COS INC COM 98975W10 34 781 SH SHARED 06 781 D ZOLTEK COS INC COM 98975W10 34 781 SH SHARED 10 781 D ZOOM TECHNOLOGIES INC DEL COM 98976E10 0 205 SH SHARED 205 D ZONES INC COM 98976N10 1 141 SH SHARED 141 D ZUMIEZ INC COM 98981710 53 1199 SH SHARED 1199 D ZUMIEZ INC COM 98981710 13 300 SH SHARED 01 300 D ZUMIEZ INC COM 98981710 1 26 SH SHARED 02 26 D ZUMIEZ INC COM 98981710 14495 326690 SH SHARED 10 326690 D ZYMOGENETICS INC COM 98985T10 275 21086 SH SHARED 21086 D ZYMOGENETICS INC COM 98985T10 91 7044 SH SHARED 02 7044 D ZYGO CORP COM 98985510 441 33883 SH SHARED 33883 D ZYGO CORP COM 98985510 28 2150 SH SHARED 01 2150 D ZYGO CORP COM 98985510 82 6330 SH SHARED 02 6330 D ZOLL MED CORP COM 98992210 35 1365 SH SHARED 1365 D ZOLL MED CORP COM 98992210 9 380 SH SHARED 02 380 S REPORT SUMMARY 20285 DATA RECORDS 180714027 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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