-----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, G/EGgbbTfSgRCPLCWQd9Gi51cFEiYmXoPIo/AOWDXdhULKqbrbAdw533jajFAlAI w0zC//bWPlc0iUu5OAMChw== 0000948046-07-000249.txt : 20070926 0000948046-07-000249.hdr.sgml : 20070926 20070926162343 ACCESSION NUMBER: 0000948046-07-000249 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070629 FILED AS OF DATE: 20070926 DATE AS OF CHANGE: 20070926 EFFECTIVENESS DATE: 20070926 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: 071136814 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 tapereptamend1.txt DBAG 13F AMEND 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 : JUN 29, 2007 Check here if Amendment {X}; Amendment Number:1 This Amendment (Check only one.): {X} is a restatement. { } adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: 028-10103 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Ruiz Title: Director Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York September 26, 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: 21206 Form 13F Information Table Value Total: 220881166 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 Trust Confidential treatment has been requested under separate cover for a portion of the Manager's Securities positions held at the end of this quarter. VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D DAIMLERCHRYSLER AG ORD D1668R12 5082105 55270316 SH SHARED 54336533 933783 D DAIMLERCHRYSLER AG ORD D1668R12 1222 13294 SH SHARED 01 13094 200 D DAIMLERCHRYSLER AG ORD D1668R12 6114 66500 SH SHARED 02 66000 500 D DAIMLERCHRYSLER AG ORD D1668R12 6155 66948 SH SHARED 04 51391 15557 D DAIMLERCHRYSLER AG ORD D1668R12 1435362 13556430 SH SHARED 04 13540873 20250 D DAIMLERCHRYSLER AG ORD D1668R12 2968 32288 SH SHARED 05 32288 D DAIMLERCHRYSLER AG ORD D1668R12 355786 3869345 SH SHARED 06 3189476 679869 D DAIMLERCHRYSLER AG ORD D1668R12 4290 46664 SH SHARED 10 14960 31704 D DAIMLERCHRYSLER AG ORD D1668R12 4951 53848 SH SHARED 14 24000 29848 D DAIMLERCHRYSLER AG ORD D1668R12 4413 48000 SH SHARED 15 48000 D DAIMLERCHRYSLER AG ORD D1668R12 1248 13580 SH SHARED 19 13580 D DAIMLERCHRYSLER AG ORD D1668R12 25 274 SH SHR/OTHR 23 274 D DEUTSCHE BANK AG NAMEN ORD D1819089 4967834 34322471 SH SHARED 33143512 1178959 D DEUTSCHE BANK AG NAMEN ORD D1819089 1793 12390 SH SHARED 01 1150 11240 D DEUTSCHE BANK AG NAMEN ORD D1819089 288 1992 SH SHR/OTHR 01 1992 D DEUTSCHE BANK AG NAMEN ORD D1819089 839 5798 SH SHARED 02 5798 D DEUTSCHE BANK AG NAMEN ORD D1819089 5502 38018 SH SHARED 04 22534 15484 D DEUTSCHE BANK AG NAMEN ORD D1819089 710385 4908012 SH SHARED 04 4899887 8125 D DEUTSCHE BANK AG NAMEN ORD D1819089 1873 12942 SH SHARED 05 12942 D DEUTSCHE BANK AG NAMEN ORD D1819089 458878 3710361 SH SHARED 06 3026676 143685 D DEUTSCHE BANK AG NAMEN ORD D1819089 2609 18029 SH SHARED 10 18029 D DEUTSCHE BANK AG NAMEN ORD D1819089 9882 68279 SH SHARED 14 14000 54279 D DEUTSCHE BANK AG NAMEN ORD D1819089 5727 39570 SH SHARED 15 39570 D DEUTSCHE BANK AG NAMEN ORD D1819089 419 2900 SH SHARED 16 2900 D DEUTSCHE BANK AG NAMEN ORD D1819089 13720 94794 SH SHARED 19 94794 D DEUTSCHE BANK AG NAMEN ORD D1819089 107 740 SH SHARED 20 740 D TELVENT GIT SA SHS E9021510 648 24700 SH SHARED 24700 D ACE LTD ORD G0070K10 66 1056 SH SHARED 1056 D ACE LTD ORD G0070K10 73550 1176428 SH SHARED 1176428 D ACE LTD ORD G0070K10 19848 317481 SH SHARED 01 314316 3165 D ACE LTD ORD G0070K10 5941 95028 SH SHARED 02 89278 5750 D ACE LTD ORD G0070K10 1619 25900 SH SHARED 04 25900 D ACE LTD ORD G0070K10 6 110 SH SHARED 05 110 D ACE LTD ORD G0070K10 6961 111341 SH SHARED 06 57371 53970 D ACE LTD ORD G0070K10 36219 579334 SH SHARED 10 541304 38030 D ACE LTD ORD G0070K10 1165 18644 SH SHARED 14 18644 D ACE LTD ORD G0070K10 967 15480 SH SHARED 20 6380 9100 D ACE LTD ORD G0070K10 80 1280 SH SHARED 21 1280 D ACE LTD ORD G0070K10 21 345 SH SHR/OTHR 21 345 D ACE LTD ORD G0070K10 59 952 SH SHARED 22 102 850 D AIRCASTLE LTD COM G0129K10 39 1000 SH SHARED 1000 D AIRCASTLE LTD COM G0129K10 15017 377222 SH SHARED 377222 D AIRCASTLE LTD COM G0129K10 3 98 SH SHARED 02 98 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 8102 158101 SH SHARED 158101 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 15 310 SH SHARED 02 310 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 14657 286000 SH SHARED 10 286000 D AMDOCS LTD ORD G0260210 10766 270387 SH SHARED 270387 D AMDOCS LTD ORD G0260210 2 60 SH SHARED 01 60 D AMDOCS LTD ORD G0260210 1595 40080 SH SHARED 02 29415 10665 D AMDOCS LTD ORD G0260210 43 1100 SH SHARED 10 1100 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 5 250 SH SHARED 250 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 0 1 SH SHARED 02 1 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 12 540 SH SHARED 22 540 D APEX SILVER MINES LTD ORD G0407410 915 45353 SH SHARED 45353 D APEX SILVER MINES LTD ORD G0407410 102 5100 SH SHARED 01 5100 D APEX SILVER MINES LTD ORD G0407410 80 4007 SH SHARED 02 4007 D APEX SILVER MINES LTD ORD G0407410 59 2937 SH SHARED 10 2937 D ARCH CAP GROUP LTD ORD G0450A10 23527 324333 SH SHARED 324333 D ARCH CAP GROUP LTD ORD G0450A10 3554 49000 SH SHARED 01 49000 D ARCH CAP GROUP LTD ORD G0450A10 186 2576 SH SHARED 02 2576 D ARCH CAP GROUP LTD ORD G0450A10 2009 27700 SH SHARED 10 27700 D ARCH CAP GROUP LTD ORD G0450A10 50 700 SH SHR/OTHR 23 700 D ARIES MARITIME TRNSPRT LTD SHS G0474B10 983 101042 SH SHARED 101042 D ARIES MARITIME TRNSPRT LTD SHS G0474B10 21 2250 SH SHARED 02 2250 D ARLINGTON TANKERS LTD COM G0489910 188 6577 SH SHARED 6577 D ARLINGTON TANKERS LTD COM G0489910 54 1907 SH SHARED 02 1907 D ARLINGTON TANKERS LTD COM G0489910 17 600 SH SHARED 10 600 D ARLINGTON TANKERS LTD COM G0489910 43 1500 SH SHARED 21 1500 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 11735 418082 SH SHARED 418082 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 172 6140 SH SHARED 02 6140 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 1931 68800 SH SHARED 10 68800 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 229 8180 SH SHARED 21 8180 D ASSURED GUARANTY LTD COM G0585R10 1038 35118 SH SHARED 35118 D ASSURED GUARANTY LTD COM G0585R10 136 4632 SH SHARED 02 4632 D ASSURED GUARANTY LTD COM G0585R10 1439 48700 SH SHARED 10 48700 D AXIS CAPITAL HOLDINGS SHS G0692U10 17943 441414 SH SHARED 441414 D AXIS CAPITAL HOLDINGS SHS G0692U10 26 660 SH SHARED 02 660 D AXIS CAPITAL HOLDINGS SHS G0692U10 209 5150 SH SHARED 06 4450 700 D AXIS CAPITAL HOLDINGS SHS G0692U10 1857 45685 SH SHARED 14 45685 D ACCENTURE LTD BERMUDA CL A G1150G11 9069 211468 SH SHARED 211468 D ACCENTURE LTD BERMUDA CL A G1150G11 10840 252762 SH SHARED 01 228492 24270 D ACCENTURE LTD BERMUDA CL A G1150G11 165 3853 SH SHR/OTHR 01 3853 D ACCENTURE LTD BERMUDA CL A G1150G11 134 3137 SH SHARED 02 2592 545 D ACCENTURE LTD BERMUDA CL A G1150G11 83168 1939120 SH SHARED 10 1920490 18630 D ACCENTURE LTD BERMUDA CL A G1150G11 1925 44895 SH SHARED 20 15645 29250 D ACCENTURE LTD BERMUDA CL A G1150G11 172 4030 SH SHR/OTHR 20 4030 D ACCENTURE LTD BERMUDA CL A G1150G11 77 1800 SH SHARED 21 1800 D ACCENTURE LTD BERMUDA CL A G1150G11 134 3135 SH SHR/OTHR 21 3135 D ACCENTURE LTD BERMUDA CL A G1150G11 8 205 SH SHARED 22 205 D ACCENTURE LTD BERMUDA CL A G1150G11 124 2900 SH SHR/OTHR 22 2900 D ACCENTURE LTD BERMUDA CL A G1150G11 621 14500 SH SHARED 23 14500 D ACCENTURE LTD BERMUDA CL A G1150G11 680 15875 SH SHR/OTHR 23 15875 D ACCENTURE LTD BERMUDA CL A G1150G11 101 2374 SH SHARED 24 2374 D BUNGE LIMITED COM G1696210 12420 146986 SH SHARED 146986 D BUNGE LIMITED COM G1696210 794 9400 SH SHARED 01 9400 D BUNGE LIMITED COM G1696210 1647 19498 SH SHARED 02 8153 11345 D BUNGE LIMITED COM G1696210 23009 272300 SH SHARED 10 272300 D BUNGE LIMITED COM G1696210 109 1300 SH SHR/OTHR 23 1300 D BUNGE LIMITED COM G1696210 295 3500 SH SHARED 24 3500 D CASTLEPOINT HOLDINGS LTD COM G1952211 4595 312829 SH SHARED 312829 D CASTLEPOINT HOLDINGS LTD COM G1952211 9 620 SH SHARED 02 620 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 11015 112887 SH SHARED 112887 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 13 136 SH SHARED 02 136 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 12509 128200 SH SHARED 04 128200 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 9533 97700 SH SHARED 05 97700 D CDC CORP SHS A G2022L10 12512 1487793 SH SHARED 1487793 D CDC CORP SHS A G2022L10 9 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 0 61 SH SHARED 61 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 15 2100 SH SHARED 2100 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 7 1000 SH SHARED 02 1000 D CONSOLIDATED WATER CO INC ORD G2377310 7482 255280 SH SHARED 255280 D CONSOLIDATED WATER CO INC ORD G2377310 28 982 SH SHARED 02 982 D CONSOLIDATED WATER CO INC ORD G2377310 2646 90300 SH SHARED 04 90300 D CONSOLIDATED WATER CO INC ORD G2377310 1922 65600 SH SHARED 10 65600 D COOPER INDS LTD CL A G2418210 29013 508213 SH SHARED 508213 D COOPER INDS LTD CL A G2418210 1073 18800 SH SHARED 01 18800 D COOPER INDS LTD CL A G2418210 2064 36164 SH SHARED 02 26900 9264 D COOPER INDS LTD CL A G2418210 9985 174900 SH SHARED 10 174900 D CREDICORP LTD COM G2519Y10 1602 26200 SH SHARED 26200 D CREDICORP LTD COM G2519Y10 23437 383155 SH SHARED 383155 D CREDICORP LTD COM G2519Y10 10606 173400 SH SHARED 01 173400 D CREDICORP LTD COM G2519Y10 172 2824 SH SHARED 02 2824 D CREDICORP LTD COM G2519Y10 2373 38800 SH SHARED 04 38800 D CREDICORP LTD COM G2519Y10 22749 371900 SH SHARED 10 371900 D COVIDIEN LTD WHEN ISSUED G2552X10 590 13700 SH SHARED 13700 D COVIDIEN LTD WHEN ISSUED G2552X10 269 6250 SH SHARED 02 6250 D COVIDIEN LTD WHEN ISSUED G2552X10 56 1309 SH SHARED 04 1309 D COVIDIEN LTD WHEN ISSUED G2552X10 10 250 SH SHARED 19 250 D CRM HOLDINGS LTD COM G2554P10 2 326 SH SHARED 326 D CRM HOLDINGS LTD COM G2554P10 114 15000 SH SHARED 02 14000 1000 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 14885 371771 SH SHARED 371151 620 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 10 255 SH SHARED 02 255 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 27611 689600 SH SHARED 10 689600 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 329 8225 SH SHARED 21 6325 1900 D ENSTAR GROUP LIMITED SHS G3075P10 6813 56447 SH SHARED 56447 D ENSTAR GROUP LIMITED SHS G3075P10 61 506 SH SHARED 02 506 D ENSTAR GROUP LIMITED SHS G3075P10 108 900 SH SHARED 10 900 D ASA LIMITED COM G3156P10 1583 24521 SH SHARED 24521 D ASA LIMITED COM G3156P10 3 50 SH SHARED 02 50 D CRYPTOLOGIC LIMITED SHS G3159C10 2572 105439 SH SHARED 105439 D EVEREST RE GROUP LTD COM G3223R10 13743 126507 SH SHARED 126507 D EVEREST RE GROUP LTD COM G3223R10 1980 18229 SH SHARED 01 18229 D EVEREST RE GROUP LTD COM G3223R10 1514 13936 SH SHARED 02 12336 1600 D EVEREST RE GROUP LTD COM G3223R10 152 1400 SH SHARED 20 1400 D FLAGSTONE REINSURANCE HLDGS SHS G3529T10 6140 461029 SH SHARED 461029 D FLAGSTONE REINSURANCE HLDGS SHS G3529T10 12 938 SH SHARED 02 938 D FOSTER WHEELER LTD *W EXP 09/24/200 G3653511 56 8000 SH SHARED 8000 D FOSTER WHEELER LTD SHS NEW G3653513 80671 754011 SH SHARED 754011 D FOSTER WHEELER LTD SHS NEW G3653513 160 1500 SH SHARED 01 1500 D FOSTER WHEELER LTD SHS NEW G3653513 1777 16616 SH SHARED 02 5414 11202 D FOSTER WHEELER LTD SHS NEW G3653513 46 432 SH SHARED 04 432 D FOSTER WHEELER LTD SHS NEW G3653513 1546 14450 SH SHARED 04 14450 D FOSTER WHEELER LTD SHS NEW G3653513 17883 167150 SH SHARED 06 40800 126350 D FOSTER WHEELER LTD SHS NEW G3653513 64 600 SH SHARED 10 600 D FOSTER WHEELER LTD SHS NEW G3653513 1048 9800 SH SHARED 15 9800 D FRESH DEL MONTE PRODUCE INC ORD G3673810 7831 312626 SH SHARED 312626 D FRESH DEL MONTE PRODUCE INC ORD G3673810 48 1950 SH SHARED 01 1950 D FRESH DEL MONTE PRODUCE INC ORD G3673810 50 2012 SH SHARED 02 2012 D FRESH DEL MONTE PRODUCE INC ORD G3673810 2447 97700 SH SHARED 04 97700 D FRESH DEL MONTE PRODUCE INC ORD G3673810 2166 86500 SH SHARED 10 86500 D FRONTLINE LTD SHS G3682E12 1453 31711 SH SHARED 31711 D FRONTLINE LTD SHS G3682E12 91 2000 SH SHARED 01 2000 D FRONTLINE LTD SHS G3682E12 18 393 SH SHARED 02 193 200 D FRONTLINE LTD SHS G3682E12 22 500 SH SHARED 10 500 D FUWEI FILMS HLDGS CO LTD SHS G3704F10 333 53158 SH SHARED 53158 D GARMIN LTD ORD G3726010 529 7159 SH SHARED 7159 D GARMIN LTD ORD G3726010 66 900 SH SHARED 01 400 500 D GARMIN LTD ORD G3726010 444 6005 SH SHARED 02 3255 2750 D GARMIN LTD ORD G3726010 251 3400 SH SHARED 10 3400 D GLOBAL CROSSING LTD SHS NEW G3921A17 222 11808 SH SHARED 11808 D GLOBAL CROSSING LTD SHS NEW G3921A17 1124 59558 SH SHARED 02 59558 D GLOBAL CROSSING LTD SHS NEW G3921A17 6 343 SH SHARED 22 343 D GLOBALSANTAFE CORP SHS G3930E10 2528 35000 SH SHARED 35000 D GLOBALSANTAFE CORP SHS G3930E10 86483 1196998 SH SHARED 1196998 D GLOBALSANTAFE CORP SHS G3930E10 121 1686 SH SHARED 01 1686 D GLOBALSANTAFE CORP SHS G3930E10 19360 267972 SH SHARED 02 263867 4105 D GLOBALSANTAFE CORP SHS G3930E10 145688 2016450 SH SHARED 04 2016450 D GLOBALSANTAFE CORP SHS G3930E10 5 80 SH SHARED 05 80 D GLOBALSANTAFE CORP SHS G3930E10 2112 29234 SH SHARED 06 7104 22130 D GLOBALSANTAFE CORP SHS G3930E10 1868 25862 SH SHARED 10 25862 D GLOBALSANTAFE CORP SHS G3930E10 1974 27329 SH SHARED 14 27329 D GLOBALSANTAFE CORP SHS G3930E10 36 500 SH SHARED 22 500 D GLOBAL SOURCES LTD ORD G3930010 167 7398 SH SHARED 7398 D GLOBAL SOURCES LTD ORD G3930010 70 3110 SH SHARED 02 1210 1900 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 552 24532 SH SHARED 24532 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 946 42000 SH SHARED 01 42000 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 16 718 SH SHARED 02 718 D HELEN OF TROY CORP LTD COM G4388N10 614 22759 SH SHARED 22759 D HELEN OF TROY CORP LTD COM G4388N10 85 3156 SH SHARED 02 3156 D HELEN OF TROY CORP LTD COM G4388N10 210 7800 SH SHARED 10 7800 D HERBALIFE LTD COM USD SHS G4412G10 32202 812164 SH SHARED 812164 D HERBALIFE LTD COM USD SHS G4412G10 63 1600 SH SHARED 01 875 725 D HERBALIFE LTD COM USD SHS G4412G10 20 528 SH SHARED 02 528 D HERBALIFE LTD COM USD SHS G4412G10 535 13500 SH SHARED 04 13500 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 61261 1117504 SH SHARED 1117504 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2759 50336 SH SHARED 01 47161 3175 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 1188 21688 SH SHR/OTHR 01 21688 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3331 60775 SH SHARED 02 55961 4814 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 12498 228000 SH SHARED 10 226000 2000 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 56 1025 SH SHARED 20 1025 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 239 4365 SH SHARED 21 4365 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 616 11245 SH SHARED 22 6800 4445 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 153 2800 SH SHARED 23 2800 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 157 2880 SH SHR/OTHR 23 2880 D IPC HLDGS LTD ORD G4933P10 14441 447251 SH SHARED 447251 D IPC HLDGS LTD ORD G4933P10 157 4888 SH SHARED 02 4408 480 D IPC HLDGS LTD ORD G4933P10 3687 114200 SH SHARED 10 114200 D IPC HLDGS LTD ORD G4933P10 232 7200 SH SHARED 21 7200 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 2084 68307 SH SHARED 68307 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 380 12468 SH SHARED 02 2168 10300 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 18 600 SH SHARED 10 600 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 4 140 SH SHR/OTHR 23 140 D LAZARD LTD SHS A G5405010 1264 28072 SH SHARED 28072 D LAZARD LTD SHS A G5405010 9 200 SH SHARED 01 200 D LAZARD LTD SHS A G5405010 13 310 SH SHARED 02 310 D LAZARD LTD SHS A G5405010 7659 170100 SH SHARED 04 170100 D LAZARD LTD SHS A G5405010 522 11600 SH SHARED 10 11600 D LAZARD LTD SHS A G5405010 1026 22800 SH SHARED 14 22800 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 7062 387845 SH SHARED 387845 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 4159 228408 SH SHARED 01 139125 89283 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 422 23215 SH SHR/OTHR 01 23215 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 29641 1627772 SH SHARED 02 1569428 58344 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 937 51500 SH SHARED 04 51500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 247 13600 SH SHARED 06 10100 3500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 12922 709640 SH SHARED 10 708100 1540 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1999 109800 SH SHARED 14 109800 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1821 100000 SH SHARED 15 100000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 255 14005 SH SHARED 20 5450 8555 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 18 1000 SH SHR/OTHR 20 1000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 31 1750 SH SHARED 21 1750 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 16 900 SH SHR/OTHR 21 900 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 303 16643 SH SHARED 22 13623 3020 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 30 1686 SH SHR/OTHR 22 1686 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 450 24719 SH SHARED 23 19714 5005 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 528 29035 SH SHR/OTHR 23 29035 D MAX CAPITAL GROUP LTD SHS G6052F10 4158 146926 SH SHARED 146926 D MAX CAPITAL GROUP LTD SHS G6052F10 178 6299 SH SHARED 02 6299 D MAX CAPITAL GROUP LTD SHS G6052F10 1327 46900 SH SHARED 10 46900 D MAX CAPITAL GROUP LTD SHS G6052F10 50 1777 SH SHARED 21 1777 D MONTPELIER RE HOLDINGS LTD SHS G6218510 9494 512103 SH SHARED 512103 D MONTPELIER RE HOLDINGS LTD SHS G6218510 144 7804 SH SHARED 02 7804 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1670 90100 SH SHARED 10 90100 D NABORS INDUSTRIES LTD SHS G6359F10 20178 604508 SH SHARED 604508 D NABORS INDUSTRIES LTD SHS G6359F10 1831 54860 SH SHARED 01 54860 D NABORS INDUSTRIES LTD SHS G6359F10 13608 407678 SH SHARED 02 407678 D NABORS INDUSTRIES LTD SHS G6359F10 5277 158107 SH SHARED 10 158107 D NOBLE CORPORATION SHS G6542210 27679 283838 SH SHARED 283838 D NOBLE CORPORATION SHS G6542210 14051 144085 SH SHARED 01 140185 3900 D NOBLE CORPORATION SHS G6542210 243 2500 SH SHR/OTHR 01 2500 D NOBLE CORPORATION SHS G6542210 8930 91571 SH SHARED 02 91371 200 D NOBLE CORPORATION SHS G6542210 47209 484100 SH SHARED 10 484100 D NOBLE CORPORATION SHS G6542210 226 2320 SH SHARED 23 1650 670 D NOBLE CORPORATION SHS G6542210 294 3025 SH SHR/OTHR 23 3025 D NOBLE CORPORATION SHS G6542210 66 680 SH SHARED 24 680 D NORDIC AMERICAN TANKER SHIPP COM G6577310 3603 88237 SH SHARED 88237 D NORDIC AMERICAN TANKER SHIPP COM G6577310 548 13439 SH SHARED 02 2839 10600 D NORDIC AMERICAN TANKER SHIPP COM G6577310 240 5900 SH SHARED 10 5900 D NORDIC AMERICAN TANKER SHIPP COM G6577310 46 1150 SH SHR/OTHR 23 1150 D OPENTV CORP CL A G6754310 1624 766297 SH SHARED 766297 D OPENTV CORP CL A G6754310 13 6412 SH SHARED 02 6412 D ONEBEACON INSURANCE GROUP LT CL A G6774210 20 820 SH SHARED 820 D ONEBEACON INSURANCE GROUP LT CL A G6774210 1059 41813 SH SHARED 02 27113 14700 D ONEBEACON INSURANCE GROUP LT CL A G6774210 101 4000 SH SHARED 23 4000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 10080 188777 SH SHARED 188777 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 21 400 SH SHARED 01 400 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 2684 50279 SH SHARED 02 50279 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 28339 530710 SH SHARED 10 530710 D PARTNERRE LTD COM G6852T10 2119 27346 SH SHARED 27346 D PARTNERRE LTD COM G6852T10 2658 34300 SH SHARED 01 34300 D PARTNERRE LTD COM G6852T10 19 257 SH SHARED 02 257 D PARTNERRE LTD COM G6852T10 534 6900 SH SHARED 10 6900 D PARTNERRE LTD COM G6852T10 131 1700 SH SHARED 20 600 1100 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 4398 126575 SH SHARED 126575 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 603 17359 SH SHARED 02 17359 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 2449 70500 SH SHARED 10 70500 D PRIMUS GUARANTY LTD SHS G7245710 232 21724 SH SHARED 21724 D PRIMUS GUARANTY LTD SHS G7245710 33 3094 SH SHARED 02 3094 D PXRE GROUP LTD COM G7301810 7251 1562824 SH SHARED 1562824 D PXRE GROUP LTD COM G7301810 20 4446 SH SHARED 02 4446 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 120 9705 SH SHARED 9705 D QIAO XING MOBILE COMM CO LTD SHS G7303110 1051 111500 SH SHARED 01 111500 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 271 113132 SH SHARED 113132 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 0 7 SH SHARED 02 7 D SCOTTISH RE GROUP LIMITED SHS G7353741 248 50917 SH SHARED 50917 D SCOTTISH RE GROUP LIMITED SHS G7353741 1982 405322 SH SHARED 02 405322 D SCOTTISH RE GROUP LIMITED SHS G7353741 65 13300 SH SHARED 10 13300 D RAM HOLDINGS LTD SHS G7368R10 123 7859 SH SHARED 7859 D RAM HOLDINGS LTD SHS G7368R10 19 1244 SH SHARED 02 1244 D RENAISSANCERE HOLDINGS LTD COM G7496G10 1044 16847 SH SHARED 16847 D RENAISSANCERE HOLDINGS LTD COM G7496G10 4574 73800 SH SHARED 01 73800 D RENAISSANCERE HOLDINGS LTD COM G7496G10 109 1772 SH SHARED 02 1772 D RENAISSANCERE HOLDINGS LTD COM G7496G10 917 14800 SH SHARED 10 14800 D RENAISSANCERE HOLDINGS LTD COM G7496G10 27 450 SH SHARED 22 450 D SEAGATE TECHNOLOGY SHS G7945J10 2251 103431 SH SHARED 103431 D SEAGATE TECHNOLOGY SHS G7945J10 21 1000 SH SHARED 01 1000 D SEAGATE TECHNOLOGY SHS G7945J10 801 36830 SH SHARED 02 2394 34436 D SEAGATE TECHNOLOGY SHS G7945J10 357 16400 SH SHARED 10 16400 D SECURITY CAPITAL ASSURANCE COM G8018D10 8425 272950 SH SHARED 272950 D SECURITY CAPITAL ASSURANCE COM G8018D10 50 1628 SH SHARED 02 1628 D SECURITY CAPITAL ASSURANCE COM G8018D10 259 8400 SH SHARED 10 8400 D SHANGHAI CENTURY ACQUISIT CO SHS G8063710 2136 254312 SH SHARED 254312 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1272 42877 SH SHARED 42877 D SHIP FINANCE INTERNATIONAL L SHS G8107510 175 5905 SH SHARED 02 2405 3500 D SHIP FINANCE INTERNATIONAL L SHS G8107510 100 3400 SH SHARED 10 3400 D SILVERSTAR HLDGS LTD ORD G8136510 0 216 SH SHARED 216 D SINA CORP ORD G8147710 3456 82583 SH SHARED 82583 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 336 24422 SH SHARED 24422 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 47 3440 SH SHARED 02 3440 D STEWART W P & CO LTD COM G8492210 2535 232845 SH SHARED 232845 D STEWART W P & CO LTD COM G8492210 29 2747 SH SHARED 02 2747 D STEWART W P & CO LTD COM G8492210 62 5700 SH SHARED 10 5700 D TBS INTERNATIONAL LIMITED COM CL A G8697515 73 2573 SH SHARED 2573 D TBS INTERNATIONAL LIMITED COM CL A G8697515 266 9400 SH SHARED 01 9400 D TBS INTERNATIONAL LIMITED COM CL A G8697515 39 1380 SH SHARED 02 1380 D TBS INTERNATIONAL LIMITED COM CL A G8697515 4830 170100 SH SHARED 10 170100 D UTI WORLDWIDE INC ORD G8721010 3066 114456 SH SHARED 114456 D UTI WORLDWIDE INC ORD G8721010 4201 156815 SH SHARED 01 109780 47035 D UTI WORLDWIDE INC ORD G8721010 325 12155 SH SHR/OTHR 01 12155 D UTI WORLDWIDE INC ORD G8721010 613 22895 SH SHARED 02 22895 D UTI WORLDWIDE INC ORD G8721010 32 1230 SH SHARED 20 535 695 D UTI WORLDWIDE INC ORD G8721010 41 1550 SH SHARED 21 1550 D UTI WORLDWIDE INC ORD G8721010 2 100 SH SHR/OTHR 21 100 D UTI WORLDWIDE INC ORD G8721010 367 13726 SH SHARED 22 12791 935 D UTI WORLDWIDE INC ORD G8721010 21 800 SH SHR/OTHR 22 800 D UTI WORLDWIDE INC ORD G8721010 579 21642 SH SHARED 23 17642 4000 D UTI WORLDWIDE INC ORD G8721010 264 9855 SH SHR/OTHR 23 9855 D TRANSOCEAN INC ORD G9007810 46471 438496 SH SHARED 438496 D TRANSOCEAN INC ORD G9007810 37425 353139 SH SHARED 01 350631 2508 D TRANSOCEAN INC ORD G9007810 53 502 SH SHR/OTHR 01 502 D TRANSOCEAN INC ORD G9007810 23480 221554 SH SHARED 02 213373 8181 D TRANSOCEAN INC ORD G9007810 77323 729605 SH SHARED 10 728205 1400 D TRANSOCEAN INC ORD G9007810 34 325 SH SHARED 20 325 D TRANSOCEAN INC ORD G9007810 94 894 SH SHR/OTHR 21 894 D TRANSOCEAN INC ORD G9007810 3 35 SH SHARED 22 35 D TRANSOCEAN INC ORD G9007810 420 3967 SH SHARED 23 3967 D TRANSOCEAN INC ORD G9007810 386 3647 SH SHR/OTHR 23 3647 D TRANSOCEAN INC ORD G9007810 107 1013 SH SHARED 24 1013 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 2756 39433 SH SHARED 39433 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 24 350 SH SHARED 02 350 D TYCO INTERNATIONAL LTD WHEN ISSUED G9143X20 26 500 SH SHARED 500 D TYCO INTERNATIONAL LTD WHEN ISSUED G9143X20 335 6250 SH SHARED 02 6250 D TYCO INTERNATIONAL LTD WHEN ISSUED G9143X20 70 1309 SH SHARED 04 1309 D TYCO INTERNATIONAL LTD WHEN ISSUED G9143X20 13 250 SH SHARED 19 250 D TYCO ELECTRONICS LTD WHEN ISSUED G9144P10 19 500 SH SHARED 500 D TYCO ELECTRONICS LTD WHEN ISSUED G9144P10 244 6250 SH SHARED 02 6250 D TYCO ELECTRONICS LTD WHEN ISSUED G9144P10 51 1309 SH SHARED 04 1309 D TYCO ELECTRONICS LTD WHEN ISSUED G9144P10 9 250 SH SHARED 19 250 D VISTAPRINT LIMITED SHS G9376220 915 23941 SH SHARED 23941 D VISTAPRINT LIMITED SHS G9376220 331 8657 SH SHARED 01 8657 D VISTAPRINT LIMITED SHS G9376220 509 13311 SH SHARED 02 3319 9992 D VISTAPRINT LIMITED SHS G9376220 974 25470 SH SHARED 10 25470 D WARNER CHILCOTT LIMITED COM CL A G9435N10 87 4826 SH SHARED 4826 D WARNER CHILCOTT LIMITED COM CL A G9435N10 6 362 SH SHARED 02 362 D GOLAR LNG LTD BERMUDA SHS G9456A10 273 16398 SH SHARED 16398 D GOLAR LNG LTD BERMUDA SHS G9456A10 36 2200 SH SHARED 01 2200 D GOLAR LNG LTD BERMUDA SHS G9456A10 39 2383 SH SHARED 02 2383 D GOLAR LNG LTD BERMUDA SHS G9456A10 126 7600 SH SHARED 10 7600 D WEATHERFORD INTERNATIONAL LT COM G9508910 48364 875537 SH SHARED 875537 D WEATHERFORD INTERNATIONAL LT COM G9508910 2140 38744 SH SHARED 01 36744 2000 D WEATHERFORD INTERNATIONAL LT COM G9508910 24689 446955 SH SHARED 02 359710 87245 D WEATHERFORD INTERNATIONAL LT COM G9508910 881 15957 SH SHARED 10 15957 D WEATHERFORD INTERNATIONAL LT COM G9508910 339 6150 SH SHR/OTHR 23 6150 D WHITE MTNS INS GROUP LTD COM G9618E10 3603 5946 SH SHARED 5946 D WHITE MTNS INS GROUP LTD COM G9618E10 36 60 SH SHARED 01 60 D WHITE MTNS INS GROUP LTD COM G9618E10 63 104 SH SHARED 02 51 53 D WHITE MTNS INS GROUP LTD COM G9618E10 151 250 SH SHARED 23 250 D WHITE MTNS INS GROUP LTD COM G9618E10 42 70 SH SHR/OTHR 23 70 D WILLIS GROUP HOLDINGS LTD SHS G9665510 1586 36004 SH SHARED 36004 D WILLIS GROUP HOLDINGS LTD SHS G9665510 189 4312 SH SHARED 02 112 4200 D XOMA LTD ORD G9825R10 6347 2087923 SH SHARED 2087923 D XOMA LTD ORD G9825R10 27 9012 SH SHARED 02 9012 D XL CAP LTD CL A G9825510 30903 366632 SH SHARED 366632 D XL CAP LTD CL A G9825510 17374 206126 SH SHARED 01 205276 850 D XL CAP LTD CL A G9825510 138 1644 SH SHR/OTHR 01 1644 D XL CAP LTD CL A G9825510 2078 24659 SH SHARED 02 22859 1800 D XL CAP LTD CL A G9825510 8 100 SH SHARED 05 100 D XL CAP LTD CL A G9825510 21148 250900 SH SHARED 10 247400 3500 D XL CAP LTD CL A G9825510 33 400 SH SHR/OTHR 10 400 D XL CAP LTD CL A G9825510 1315 15602 SH SHARED 20 5950 9652 D XL CAP LTD CL A G9825510 260 3090 SH SHARED 21 3090 D XL CAP LTD CL A G9825510 27 325 SH SHARED 23 325 D XL CAP LTD CL A G9825510 214 2550 SH SHR/OTHR 23 2550 D XYRATEX LTD COM G9826810 475 21393 SH SHARED 21393 D ALCON INC COM SHS H0130110 19305 143100 SH SHARED 143100 D ALCON INC COM SHS H0130110 77 571 SH SHARED 02 71 500 D ALCON INC COM SHS H0130110 674 5000 SH SHARED 04 5000 D ALCON INC COM SHS H0130110 80 600 SH SHARED 06 600 D ALCON INC COM SHS H0130110 4492 33300 SH SHARED 10 33300 D ALCON INC COM SHS H0130110 208 1546 SH SHARED 14 1546 D ALCON INC COM SHS H0130110 539 4000 SH SHR/OTHR 21 4000 D LOGITECH INTL S A SHS H5043023 6499 246292 SH SHARED 237592 8700 D LOGITECH INTL S A SHS H5043023 25183 954288 SH SHARED 954288 D LOGITECH INTL S A SHS H5043023 133 5075 SH SHARED 01 5005 70 D LOGITECH INTL S A SHS H5043023 7368 279200 SH SHARED 04 279200 D LOGITECH INTL S A SHS H5043023 657 24914 SH SHARED 06 21914 3000 D LOGITECH INTL S A SHS H5043023 388 14716 SH SHARED 10 9849 4867 D LOGITECH INTL S A SHS H5043023 2375 90000 SH SHARED 16 90000 D LOGITECH INTL S A SHS H5043023 621 23569 SH SHARED 19 23569 D UBS AG SHS NEW H8923133 330636 6824276 SH SHARED 5894669 929607 D UBS AG SHS NEW H8923133 7824 130382 SH SHARED 01 129262 1120 D UBS AG SHS NEW H8923133 22 370 SH SHARED 02 250 120 D UBS AG SHS NEW H8923133 1876 31270 SH SHARED 04 23005 8265 D UBS AG SHS NEW H8923133 283663 4726929 SH SHARED 04 4726929 D UBS AG SHS NEW H8923133 1542 25708 SH SHARED 05 25708 D UBS AG SHS NEW H8923133 115464 1924090 SH SHARED 06 1383580 540510 D UBS AG SHS NEW H8923133 180371 3005690 SH SHARED 10 2936772 68918 D UBS AG SHS NEW H8923133 4245 70750 SH SHARED 14 22719 48031 D UBS AG SHS NEW H8923133 236190 3935857 SH SHARED 15 3935857 D UBS AG SHS NEW H8923133 8323 138707 SH SHARED 16 138707 D UBS AG SHS NEW H8923133 5281 88011 SH SHARED 19 88011 D UBS AG SHS NEW H8923133 39 660 SH SHARED 20 660 D UBS AG SHS NEW H8923133 2851 47519 SH SHARED 24 47519 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 16758 182877 SH SHARED 182877 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 15450 168600 SH SHARED 10 168600 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 211 2310 SH SHARED 21 2310 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 25 1239 SH SHARED 1239 D ALLOT COMMUNICATIONS LTD SHS M0854Q10 764 112480 SH SHARED 04 112480 D ALVARION LTD SHS M0861T10 53 5700 SH SHARED 5700 D ALVARION LTD SHS M0861T10 622 66704 SH SHARED 02 66704 D AUDIOCODES LTD ORD M1534210 1523 271053 SH SHARED 271053 D BLUEPHOENIX SOLUTIONS LTD SHS M2015710 38 3200 SH SHARED 02 3200 D CAMTEK LTD ORD M2079110 28 9500 SH SHARED 02 9500 D CELLCOM ISRAEL LTD SHS M2196U10 58 2200 SH SHARED 02 2200 D CERAGON NETWORKS LTD ORD M2201310 222 19500 SH SHARED 02 19500 D CHECK POINT SOFTWARE TECH LT ORD M2246510 4614 202316 SH SHARED 202316 D CHECK POINT SOFTWARE TECH LT ORD M2246510 161 7100 SH SHARED 02 7100 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2281 100000 SH SHARED 04 100000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1827 80100 SH SHARED 14 80100 D ECTEL LTD ORD M2992510 0 53 SH SHARED 53 D ECTEL LTD ORD M2992510 0 204 SH SHARED 02 204 D ELBIT SYS LTD ORD M3760D10 504 11806 SH SHARED 11806 D ELBIT SYS LTD ORD M3760D10 2574 60248 SH SHARED 01 60248 D ELBIT SYS LTD ORD M3760D10 6334 148200 SH SHARED 10 148200 D ELBIT SYS LTD ORD M3760D10 880 20600 SH SHARED 24 20600 D MELLANOX TECHNOLOGIES LTD SHS M5136311 1276 61600 SH SHARED 61600 D GIVEN IMAGING ORD SHS M5202010 23 758 SH SHARED 758 D ITURAN LOCATION AND CONTROL SHS M6158M10 400 32000 SH SHARED 32000 D ORBOTECH LTD ORD M7525310 37 1676 SH SHARED 1676 D ORBOTECH LTD ORD M7525310 26 1180 SH SHARED 02 1180 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 1180 59100 SH SHARED 10 59100 D RADVISION LTD ORD M8186910 15 755 SH SHARED 02 755 D RADWARE LTD ORD M8187310 75 5180 SH SHARED 5180 D RETALIX LTD ORD M8215W10 24 1221 SH SHARED 1221 D ROSETTA GENOMICS LTD SHS M8218310 640 100000 SH SHARED 100000 D SAIFUN SEMICONDUCTORS LTD ORD SHS M8233P10 33483 2818507 SH SHARED 2818507 D SYNERON MEDICAL LTD ORD SHS M8724510 239 9606 SH SHARED 9606 D SYNERON MEDICAL LTD ORD SHS M8724510 34 1373 SH SHARED 21 1373 D ON TRACK INNOVATION LTD SHS M8791A10 203 32285 SH SHARED 02 32285 D AERCAP HOLDINGS NV SHS N0098510 425 13300 SH SHARED 14 13300 D ASM INTL N V COM N0704510 10053 376687 SH SHARED 376687 D ASM INTL N V COM N0704510 1254 47000 SH SHARED 06 47000 D ASML HLDG NV N Y SHS N0705911 61662 2246344 SH SHARED 2246344 D ASML HLDG NV N Y SHS N0705911 43 1600 SH SHARED 02 1600 D ASML HLDG NV N Y SHS N0705911 19615 714600 SH SHARED 10 714600 D CNH GLOBAL N V SHS NEW N2093520 2549 49900 SH SHARED 49900 D CNH GLOBAL N V SHS NEW N2093520 171 3350 SH SHARED 02 3350 D CORE LABORATORIES N V COM N2271710 3269 32150 SH SHARED 32150 D CORE LABORATORIES N V COM N2271710 1 11 SH SHARED 02 11 D EURAND N V SHS N3101010 3134 200000 SH SHARED 200000 D EURAND N V SHS N3101010 1881 120099 SH SHARED 02 120099 D ORTHOFIX INTL N V COM N6748L10 6270 139431 SH SHARED 139431 D ORTHOFIX INTL N V COM N6748L10 10 225 SH SHARED 01 225 D ORTHOFIX INTL N V COM N6748L10 51 1136 SH SHARED 02 1136 D ORTHOFIX INTL N V COM N6748L10 41 914 SH SHARED 21 914 D QIAGEN N V ORD N7248210 3393 190734 SH SHARED 42929 147805 D QIAGEN N V ORD N7248210 21105 1186346 SH SHARED 1154596 31750 D QIAGEN N V ORD N7248210 12603 708454 SH SHARED 01 707959 495 D QIAGEN N V ORD N7248210 2051 115300 SH SHARED 02 115300 D QIAGEN N V ORD N7248210 5448 306241 SH SHARED 04 73251 232990 D QIAGEN N V ORD N7248210 120737 6786820 SH SHARED 04 6786820 D QIAGEN N V ORD N7248210 5358 301200 SH SHARED 06 57200 244000 D QIAGEN N V ORD N7248210 53813 3024923 SH SHARED 10 3021894 3029 D QIAGEN N V ORD N7248210 213 12000 SH SHARED 14 12000 D QIAGEN N V ORD N7248210 418 23500 SH SHARED 15 23500 D QIAGEN N V ORD N7248210 9453 531406 SH SHARED 19 531406 D QIAGEN N V ORD N7248210 4 235 SH SHARED 20 235 D QIAGEN N V ORD N7248210 601 33800 SH SHARED 24 33800 D BANCO LATINOAMERICANO DE EXP CL E P1699413 240 12778 SH SHARED 12778 D BANCO LATINOAMERICANO DE EXP CL E P1699413 34 1859 SH SHARED 02 1859 D BANCO LATINOAMERICANO DE EXP CL E P1699413 141 7500 SH SHARED 10 7500 D COPA HOLDINGS SA CL A P3107610 271 4034 SH SHARED 4034 D COPA HOLDINGS SA CL A P3107610 4 69 SH SHARED 02 69 D COPA HOLDINGS SA CL A P3107610 537 8000 SH SHARED 04 8000 D COPA HOLDINGS SA CL A P3107610 10254 152500 SH SHARED 10 152500 D STEINER LEISURE LTD ORD P8744Y10 411 8385 SH SHARED 8385 D STEINER LEISURE LTD ORD P8744Y10 57 1173 SH SHARED 02 1173 D STEINER LEISURE LTD ORD P8744Y10 57 1170 SH SHARED 21 1170 D ULTRAPETROL BAHAMAS LTD COM P9439810 973 41086 SH SHARED 41086 D ULTRAPETROL BAHAMAS LTD COM P9439810 33 1400 SH SHARED 01 1400 D ULTRAPETROL BAHAMAS LTD COM P9439810 28 1191 SH SHARED 02 1191 D ULTRAPETROL BAHAMAS LTD COM P9439810 1813 76500 SH SHARED 04 76500 D EXCEL MARITIME CARRIERS LTD COM V3267N10 1933 76787 SH SHARED 76787 D EXCEL MARITIME CARRIERS LTD COM V3267N10 5 200 SH SHARED 02 200 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 8137 189331 SH SHARED 189331 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 2142 49848 SH SHARED 02 49623 225 D AEGEAN MARINE PETROLEUM NETW SHS Y0017S10 428 22504 SH SHARED 22504 D AEGEAN MARINE PETROLEUM NETW SHS Y0017S10 20 1100 SH SHARED 02 1100 D ASE TEST LTD ORD Y0251610 1238 88000 SH SHARED 88000 D CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y1108210 4584 160736 SH SHARED 160736 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 165 34414 SH SHARED 34414 D DANAOS CORPORATION SHS Y1968P10 443 14090 SH SHARED 14090 D DANAOS CORPORATION SHS Y1968P10 40 1300 SH SHARED 02 1300 D DANAOS CORPORATION SHS Y1968P10 566 18000 SH SHARED 04 18000 D DIANA SHIPPING INC COM Y2066G10 6065 270788 SH SHARED 270788 D DIANA SHIPPING INC COM Y2066G10 303 13550 SH SHARED 02 1050 12500 D DRYSHIPS INC SHS Y2109Q10 685 15808 SH SHARED 15808 D DRYSHIPS INC SHS Y2109Q10 15 350 SH SHARED 02 350 D DOUBLE HULL TANKERS INC COM Y2111010 151 9699 SH SHARED 9699 D DOUBLE HULL TANKERS INC COM Y2111010 27 1762 SH SHARED 02 1762 D DOUBLE HULL TANKERS INC COM Y2111010 17 1100 SH SHARED 10 1100 D EAGLE BULK SHIPPING INC COM Y2187A10 677 30243 SH SHARED 30243 D EAGLE BULK SHIPPING INC COM Y2187A10 333 14897 SH SHARED 02 3897 11000 D EAGLE BULK SHIPPING INC COM Y2187A10 20151 899200 SH SHARED 10 899200 D EAGLE BULK SHIPPING INC COM Y2187A10 44 2000 SH SHARED 20 2000 D EAGLE BULK SHIPPING INC COM Y2187A10 44 2000 SH SHR/OTHR 23 2000 D EUROSEAS LTD COM NEW Y2359220 48 3400 SH SHARED 02 3400 D FLEXTRONICS INTL LTD ORD Y2573F10 4489 415720 SH SHARED 415720 D FLEXTRONICS INTL LTD ORD Y2573F10 15 1420 SH SHARED 01 1420 D FLEXTRONICS INTL LTD ORD Y2573F10 0 60 SH SHR/OTHR 01 60 D FLEXTRONICS INTL LTD ORD Y2573F10 1262 116862 SH SHARED 02 116367 495 D FLEXTRONICS INTL LTD ORD Y2573F10 4 430 SH SHARED 05 430 D FLEXTRONICS INTL LTD ORD Y2573F10 215 19920 SH SHARED 06 14800 5120 D FLEXTRONICS INTL LTD ORD Y2573F10 339 31406 SH SHARED 14 31406 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 3485 84468 SH SHARED 84468 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 92 2233 SH SHARED 02 2233 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 358 8700 SH SHARED 10 8700 D GENERAL MARITIME CORP SHS Y2692M10 3898 145583 SH SHARED 145583 D GENERAL MARITIME CORP SHS Y2692M10 293 10956 SH SHARED 02 2956 8000 D GENERAL MARITIME CORP SHS Y2692M10 243 9100 SH SHARED 10 9100 D GIGAMEDIA LTD ORD Y2711Y10 963 71500 SH SHARED 71500 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 1861 154129 SH SHARED 154129 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 30 2550 SH SHARED 02 2550 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 31 2575 SH SHARED 21 2575 D NAVIOS MARITIME HOLDINGS INC *W EXP 12/09/200 Y6219611 107 15309 SH SHARED 15309 D OCEANFREIGHT INC SHS Y6420210 5 272 SH SHARED 272 D QUINTANA MARITIME LTD SHS Y7169G10 1459 92265 SH SHARED 92265 D QUINTANA MARITIME LTD SHS Y7169G10 503 31850 SH SHARED 02 1350 30500 D SEASPAN CORP SHS Y7563810 128 4000 SH 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00037520 12814 567030 SH SHARED 567030 D ABB LTD SPONSORED ADR 00037520 94 4200 SH SHARED 01 2700 1500 D ABB LTD SPONSORED ADR 00037520 3785 167500 SH SHARED 02 167500 D ABX AIR INC COM 00080S10 314 38976 SH SHARED 38976 D ABX AIR INC COM 00080S10 9817 1218100 SH SHARED 10 1218100 D ACCO BRANDS CORP COM 00081T10 652 28302 SH SHARED 28302 D ACCO BRANDS CORP COM 00081T10 46 2020 SH SHARED 01 2020 D ACCO BRANDS CORP COM 00081T10 2 123 SH SHR/OTHR 01 123 D ACCO BRANDS CORP COM 00081T10 128 5587 SH SHARED 02 597 4990 D ACCO BRANDS CORP COM 00081T10 1048 45500 SH SHARED 10 45500 D ACCO BRANDS CORP COM 00081T10 7 305 SH SHARED 20 305 D ACCO BRANDS CORP COM 00081T10 4 176 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 12 543 SH SHARED 23 309 234 D ACCO BRANDS CORP COM 00081T10 26 1160 SH SHR/OTHR 23 1160 D ACA CAPITAL HOLDINGS INC COM 00083310 226 19037 SH SHARED 19037 D ACA CAPITAL HOLDINGS INC COM 00083310 32 2700 SH SHARED 01 2700 D ACA CAPITAL HOLDINGS INC COM 00083310 1 162 SH SHARED 02 162 D A C MOORE ARTS & CRAFTS INC COM 00086T10 546 27868 SH SHARED 27868 D A C MOORE ARTS & CRAFTS INC COM 00086T10 6 336 SH SHARED 02 336 D ACR GROUP INC COM 00087B10 1 233 SH SHARED 233 D A D A M INC COM 00088U10 1 213 SH SHARED 213 D A D C TELECOMMUNICATIONS FRNT 6/1 000886AB 9257 9514000 PRN SHARED 02 9514000 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 29824 31003008 PRN SHARED 31003008 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 518 539000 PRN SHARED 02 539000 D A D C TELECOMMUNICATIONS COM NEW 00088630 2200 120041 SH SHARED 120041 D A D C TELECOMMUNICATIONS COM NEW 00088630 1722 93977 SH SHARED 01 58435 35542 D A D C TELECOMMUNICATIONS COM NEW 00088630 588 32106 SH SHARED 02 32106 D A D C TELECOMMUNICATIONS COM NEW 00088630 220 12050 SH SHARED 06 11350 700 D A D C TELECOMMUNICATIONS COM NEW 00088630 1144 62427 SH SHARED 10 62427 D A D C TELECOMMUNICATIONS COM NEW 00088630 130 7114 SH SHARED 14 7114 D ACM MANAGED INCOME FD INC COM 00091910 361 93437 SH SHARED 93437 D ABN AMRO HLDG NV SPONSORED ADR 00093710 10948 238680 SH SHARED 238680 D ABN AMRO HLDG NV SPONSORED ADR 00093710 28 620 SH SHARED 02 620 D ACM MANAGED DLR INCOME FD COM 00094910 2 271 SH SHARED 271 D ACM MANAGED DLR INCOME FD COM 00094910 4 521 SH SHARED 01 521 D ABM INDS INC COM 00095710 1869 72420 SH SHARED 72420 D ABM INDS INC COM 00095710 15 600 SH SHARED 01 600 D ABM INDS INC COM 00095710 158 6150 SH SHARED 02 6150 D ABM INDS INC COM 00095710 1024 39700 SH SHARED 10 39700 D AEP INDS INC COM 00103110 198 4405 SH SHARED 4405 D AEP INDS INC COM 00103110 450 10000 SH SHARED 02 10000 D AFC ENTERPRISES INC COM 00104Q10 6763 391200 SH SHARED 391200 D AFC ENTERPRISES INC COM 00104Q10 263 15235 SH SHARED 02 15235 D AFC ENTERPRISES INC COM 00104Q10 32 1900 SH SHARED 21 1900 D AFLAC INC COM 00105510 28519 554863 SH SHARED 554673 190 D AFLAC INC COM 00105510 15279 297270 SH SHARED 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SHARED 02 160286 27900 D AES CORP COM 00130H10 5 230 SH SHARED 05 230 D AES CORP COM 00130H10 5119 233990 SH SHARED 06 102400 131590 D AES CORP COM 00130H10 6620 302598 SH SHARED 10 302598 D AES CORP COM 00130H10 323 14797 SH SHARED 14 14797 D AES CORP COM 00130H10 41 1918 SH SHARED 20 1918 D AK STL HLDG CORP COM 00154710 5437 145497 SH SHARED 145497 D AK STL HLDG CORP COM 00154710 661 17700 SH SHARED 01 17700 D AK STL HLDG CORP COM 00154710 5604 149966 SH SHARED 02 149966 D AK STL HLDG CORP COM 00154710 1390 37200 SH SHARED 10 37200 D AMB PROPERTY CORP COM 00163T10 1043 19600 SH SHARED 19600 D AMB PROPERTY CORP COM 00163T10 9990 187715 SH SHARED 187715 D AMB PROPERTY CORP COM 00163T10 4225 79400 SH SHARED 01 48400 31000 D AMB PROPERTY CORP COM 00163T10 1015 19085 SH SHARED 02 13311 5774 D AMB PROPERTY CORP COM 00163T10 1596 30000 SH SHARED 04 30000 D AMB PROPERTY CORP COM 00163T10 74 1400 SH SHARED 06 1400 D AMB PROPERTY CORP COM 00163T10 729 13700 SH SHARED 10 13700 D AMB PROPERTY CORP COM 00163T10 271856 5108160 SH SHARED 11 2817860 2290300 D AMDL INC COM PAR 2006 00167K50 1 447 SH SHARED 447 D AMICAS INC COM 00171210 1242 351129 SH SHARED 351129 D AMICAS INC COM 00171210 0 5 SH SHARED 02 5 D AMN HEALTHCARE SERVICES INC COM 00174410 531 24163 SH SHARED 24163 D AMN HEALTHCARE SERVICES INC COM 00174410 15 685 SH SHARED 02 685 D AMR CORP NOTE 4.500% 2/1 001765BB 26920 20000000 PRN SHARED 20000000 D AMR CORP NOTE 4.500% 2/1 001765BB 13910 10335000 PRN SHARED 02 10335000 D AMR CORP COM 00176510 43449 1648934 SH SHARED 1616034 32900 D AMR CORP COM 00176510 39872 1513200 SH SHARED 01 1509100 4100 D AMR CORP COM 00176510 18920 718032 SH SHARED 02 611132 106900 D AMR CORP COM 00176510 1578 59900 SH SHARED 06 59900 D AMR CORP COM 00176510 13130 498300 SH SHARED 10 443900 54400 D AMR CORP COM 00176510 2635 100000 SH SHARED 15 100000 D AMR CORP COM 00176510 52 2000 SH SHR/OTHR 23 2000 D AMS HEALTH SCIENCES INC COM 00178W10 0 213 SH SHARED 213 D APAC CUSTOMER SERVICES INC COM 00185E10 1 749 SH SHARED 749 D APAC CUSTOMER SERVICES INC COM 00185E10 0 2 SH SHARED 02 2 D APA ENTERPRISES INC COM 00185310 0 238 SH SHARED 238 D A S V INC COM 00196310 688 39820 SH SHARED 39820 D A S V INC COM 00196310 3 220 SH SHARED 02 220 D AP PHARMA INC COM NEW 00202J20 15 6860 SH SHARED 6860 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 123 66596 SH SHARED 66596 D AT&T INC COM 00206R10 811 19566 SH SHARED 19566 D AT&T INC COM 00206R10 872892 21033552 SH SHARED 21011664 21889 D AT&T INC COM 00206R10 100431 2420038 SH SHARED 01 2128196 291842 D AT&T INC COM 00206R10 7585 182778 SH SHR/OTHR 01 182778 D AT&T INC COM 00206R10 58652 1413317 SH SHARED 02 1294785 118532 D AT&T INC COM 00206R10 114128 2750079 SH SHARED 04 2750079 D AT&T INC COM 00206R10 25877 623562 SH SHARED 05 623562 D AT&T INC COM 00206R10 107526 2591003 SH SHARED 06 854745 1736258 D AT&T INC COM 00206R10 256535 6181578 SH SHARED 10 5977385 204193 D AT&T INC COM 00206R10 297 7180 SH SHR/OTHR 10 7180 D AT&T INC COM 00206R10 3722 89693 SH SHARED 14 89693 D AT&T INC COM 00206R10 2405 57955 SH SHARED 16 57955 D AT&T INC COM 00206R10 1525 36757 SH SHARED 20 25125 11632 D AT&T INC COM 00206R10 405 9760 SH SHR/OTHR 20 9760 D AT&T INC COM 00206R10 344 8308 SH SHARED 21 8308 D AT&T INC COM 00206R10 1158 27912 SH SHR/OTHR 21 27912 D AT&T INC COM 00206R10 1486 35825 SH SHARED 22 24152 11673 D AT&T INC COM 00206R10 480 11581 SH SHR/OTHR 22 11581 D AT&T INC COM 00206R10 5818 140213 SH SHARED 23 130354 9859 D AT&T INC COM 00206R10 9495 228818 SH SHR/OTHR 23 228818 D AT&T INC COM 00206R10 33 800 SH SHARED 24 800 D ATMI INC COM 00207R10 777 25911 SH SHARED 25911 D ATMI INC COM 00207R10 1044 34800 SH SHARED 01 34800 D ATMI INC COM 00207R10 314 10477 SH SHARED 10 10477 D ATMI INC COM 00207R10 45 1500 SH SHARED 21 1500 D ATP OIL & GAS CORP COM 00208J10 9447 194226 SH SHARED 194226 D ATP OIL & GAS CORP COM 00208J10 943 19400 SH SHARED 01 19400 D ATP OIL & GAS CORP COM 00208J10 13 285 SH SHARED 02 285 D ATP OIL & GAS CORP COM 00208J10 37 772 SH SHARED 21 772 D ATS MED INC COM 00208310 2 1154 SH SHARED 1154 D ATC HEALTHCARE INC CL A 00209C10 0 870 SH SHARED 870 D AU OPTRONICS CORP SPONSORED ADR 00225510 6451 375087 SH SHARED 375087 D AU OPTRONICS CORP SPONSORED ADR 00225510 507 29500 SH SHARED 04 29500 D AU OPTRONICS CORP SPONSORED ADR 00225510 3381 196607 SH SHARED 06 196607 D AU OPTRONICS CORP SPONSORED ADR 00225510 3325 193331 SH SHARED 14 193331 D AVI BIOPHARMA INC COM 00234610 12 4616 SH SHARED 4616 D AVX CORP NEW COM 00244410 1805 107860 SH SHARED 107860 D AVX CORP NEW COM 00244410 661 39500 SH SHARED 01 39500 D AVX CORP NEW COM 00244410 114 6859 SH SHARED 02 2259 4600 D AVX CORP NEW COM 00244410 275 16443 SH SHARED 10 16443 D AXS-ONE INC COM 00245810 0 630 SH SHARED 630 D AXT INC COM 00246W10 3 753 SH SHARED 753 D AZZ INC COM 00247410 196 5842 SH SHARED 5842 D AZZ INC COM 00247410 26 796 SH SHARED 02 796 D AASTROM BIOSCIENCES INC COM 00253U10 4 3007 SH SHARED 3007 D AASTROM BIOSCIENCES INC COM 00253U10 0 13 SH SHARED 02 13 D AARON RENTS INC COM 00253520 8214 281310 SH SHARED 281310 D AARON RENTS INC COM 00253520 72 2475 SH SHARED 01 2475 D AARON RENTS INC COM 00253520 37 1289 SH SHARED 02 9 1280 D AARON RENTS INC COM 00253520 627 21500 SH SHARED 10 21500 D AARON RENTS INC COM 00253520 81 2800 SH SHARED 21 2800 D ABATIX CORP COM 00256410 0 22 SH SHARED 22 D ABAXIS INC COM 00256710 216 10364 SH SHARED 10364 D ABBOTT LABS COM 00282410 61 1145 SH SHARED 1145 D ABBOTT LABS COM 00282410 236528 4416959 SH SHARED 4344359 72600 D ABBOTT LABS COM 00282410 139249 2600368 SH SHARED 01 2304752 295616 D ABBOTT LABS COM 00282410 5599 104570 SH SHR/OTHR 01 104570 D ABBOTT LABS COM 00282410 22489 419976 SH SHARED 02 381493 38483 D ABBOTT LABS COM 00282410 23099 431360 SH SHARED 04 431360 D ABBOTT LABS COM 00282410 28 540 SH SHARED 05 540 D ABBOTT LABS COM 00282410 66360 1239230 SH SHARED 06 406346 832884 D ABBOTT LABS COM 00282410 153837 2872787 SH SHARED 10 2795092 77695 D ABBOTT LABS COM 00282410 396 7410 SH SHR/OTHR 10 7410 D ABBOTT LABS COM 00282410 3354 62636 SH SHARED 14 7800 54836 D ABBOTT LABS COM 00282410 3213 60000 SH SHARED 15 60000 D ABBOTT LABS COM 00282410 5599 104575 SH SHARED 16 104575 D ABBOTT LABS COM 00282410 8357 156078 SH SHARED 20 48649 107429 D ABBOTT LABS COM 00282410 2233 41700 SH SHR/OTHR 20 41700 D ABBOTT LABS COM 00282410 595 11123 SH SHARED 21 11123 D ABBOTT LABS COM 00282410 1529 28558 SH SHARED 22 21188 7370 D ABBOTT LABS COM 00282410 1003 18737 SH SHR/OTHR 22 18737 D ABBOTT LABS COM 00282410 20968 391565 SH SHARED 23 381790 9775 D ABBOTT LABS COM 00282410 17008 317614 SH SHR/OTHR 23 317614 D ABBOTT LABS COM 00282410 74 1394 SH SHARED 24 1394 D ABER DIAMOND CORP COM 00289310 47 1235 SH SHARED 1235 D ABER DIAMOND CORP COM 00289310 72 1880 SH SHARED 01 1880 D ABER DIAMOND CORP COM 00289310 2223 58000 SH SHARED 04 58000 D ABER DIAMOND CORP COM 00289310 3 100 SH SHARED 06 100 D ABER DIAMOND CORP COM 00289310 57 1500 SH SHARED 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SHARED 02 100 47000 D ABIOMED INC COM 00365410 1659 153900 SH SHARED 04 153900 D ABIOMED INC COM 00365410 16 1500 SH SHARED 14 1500 D ABRAXIS BIOSCIENCE INC COM 00383E10 448 20185 SH SHARED 20185 D ABRAXIS BIOSCIENCE INC COM 00383E10 27 1236 SH SHARED 02 1236 D ABRAXIS BIOSCIENCE INC COM 00383E10 200 9000 SH SHARED 04 9000 D ABRAXIS BIOSCIENCE INC COM 00383E10 15 692 SH SHARED 06 692 D ABRAXIS BIOSCIENCE INC COM 00383E10 165 7460 SH SHARED 10 7460 D ABRAXAS PETE CORP COM 00383010 2141 477912 SH SHARED 477912 D ABRAXAS PETE CORP COM 00383010 0 4 SH SHARED 02 4 D ACACIA RESH CORP COMBIMTRX COM 00388120 0 1501 SH SHARED 1501 D ACACIA RESH CORP COMBIMTRX COM 00388120 0 4 SH SHARED 02 4 D ACACIA RESH CORP ACACIA TCH COM 00388130 1053 65162 SH SHARED 65162 D ABITIBI-CONSOLIDATED INC COM 00392410 1438 489168 SH SHARED 489168 D ABITIBI-CONSOLIDATED INC COM 00392410 990 336910 SH SHARED 02 336910 D ABITIBI-CONSOLIDATED INC COM 00392410 2 700 SH SHARED 05 700 D ACADIA PHARMACEUTICALS INC COM 00422510 259 18994 SH SHARED 18994 D ACADIA PHARMACEUTICALS INC COM 00422510 0 1 SH SHARED 02 1 D ACADIA PHARMACEUTICALS INC COM 00422510 2099 153551 SH SHARED 04 153551 D ACADIA RLTY TR COM SH BEN INT 00423910 1185 45691 SH SHARED 45691 D ACADIA RLTY TR COM SH BEN INT 00423910 1713 66031 SH SHARED 02 66031 D ACCENTIA BIOPHARMACEUTICALS COM 00430L10 1 415 SH SHARED 415 D ACCENTIA BIOPHARMACEUTICALS COM 00430L10 0 1 SH SHARED 02 1 D ACCELRYS INC COM 00430U10 4 661 SH SHARED 661 D ACCELRYS INC COM 00430U10 0 2 SH SHARED 02 2 D ACCELR8 TECHNOLOGY CORP COM NEW 00430420 0 231 SH SHARED 231 D ACCESS INTEGRATED TECHNLGS I CL A 00432910 362 44850 SH SHARED 44850 D ACCESS PLANS USA INC COM 00433N10 0 300 SH SHARED 300 D ACCESS PLANS USA INC COM 00433N10 0 1 SH SHARED 02 1 D ACCESS NATL CORP COM 00433710 2 303 SH SHARED 303 D ACCESS NATL CORP COM 00433710 82 9281 SH SHARED 02 9281 D ACCREDITED HOME LENDRS HLDG COM 00437P10 1992 145723 SH SHARED 145723 D ACCREDITED HOME LENDRS HLDG COM 00437P10 0 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ALCAN INC COM 01371610 477 5875 SH SHARED 10 5875 D ALCAN INC COM 01371610 534 6575 SH SHARED 14 6575 D ALCAN INC COM 01371610 64 793 SH SHARED 23 793 D ALCAN INC COM 01371610 16 200 SH SHR/OTHR 23 200 D ALCOA INC COM 01381710 567 14000 SH SHARED 14000 D ALCOA INC COM 01381710 207355 5116094 SH SHARED 5100874 15220 D ALCOA INC COM 01381710 5354 132120 SH SHARED 01 131070 1050 D ALCOA INC COM 01381710 15294 377354 SH SHARED 02 304716 72638 D ALCOA INC COM 01381710 9615 237250 SH SHARED 04 237250 D ALCOA INC COM 01381710 17 430 SH SHARED 05 430 D ALCOA INC COM 01381710 13951 344236 SH SHARED 06 335636 8600 D ALCOA INC COM 01381710 50913 1256187 SH SHARED 10 1247087 9100 D ALCOA INC COM 01381710 1880 46400 SH SHARED 14 46400 D ALCOA INC COM 01381710 283 7000 SH SHARED 19 7000 D ALCOA INC COM 01381710 299 7400 SH SHARED 20 1400 6000 D ALCOA INC COM 01381710 365 9020 SH SHARED 21 9020 D ALCOA INC COM 01381710 60 1500 SH SHR/OTHR 22 1500 D ALCOA INC COM 01381710 145 3600 SH SHARED 23 3600 D ALCOA INC COM 01381710 401 9900 SH SHR/OTHR 23 9900 D ALCATEL-LUCENT SPONSORED ADR 01390430 53 3806 SH SHARED 3806 D ALCATEL-LUCENT SPONSORED ADR 01390430 16068 1147742 SH SHARED 1143410 4332 D ALCATEL-LUCENT SPONSORED ADR 01390430 22 1637 SH SHARED 01 999 638 D ALCATEL-LUCENT SPONSORED ADR 01390430 17239 1231393 SH SHARED 02 1225163 6230 D ALCATEL-LUCENT SPONSORED ADR 01390430 5110 365000 SH SHARED 04 365000 D ALCATEL-LUCENT SPONSORED ADR 01390430 6 493 SH SHARED 05 493 D ALCATEL-LUCENT SPONSORED ADR 01390430 32 2342 SH SHARED 19 2342 D ALCATEL-LUCENT SPONSORED ADR 01390430 14 1015 SH SHR/OTHR 23 1015 D ALDILA INC COM NEW 01438420 314 20416 SH SHARED 20416 D ALEXANDER & BALDWIN INC COM 01448210 840 15830 SH SHARED 15830 D ALEXANDER & BALDWIN INC COM 01448210 562 10600 SH SHARED 01 10600 D ALEXANDER & BALDWIN INC COM 01448210 599 11290 SH SHARED 02 11290 D ALEXANDER & BALDWIN INC COM 01448210 175 3300 SH SHARED 10 3300 D ALEXANDER & BALDWIN INC COM 01448210 53 1000 SH SHR/OTHR 23 1000 D ALESCO FINL INC COM 01448510 13612 1674386 SH SHARED 1674386 D ALESCO FINL INC COM 01448510 123 15200 SH SHARED 01 15200 D ALESCO FINL INC COM 01448510 30 3795 SH SHARED 02 3795 D ALESCO FINL INC COM 01448510 133 16400 SH SHARED 10 16400 D ALEXANDERS INC COM 01475210 566 1402 SH SHARED 1402 D ALEXANDERS INC COM 01475210 929 2300 SH SHARED 01 2300 D ALEXANDERS INC COM 01475210 2330 5764 SH SHARED 02 1745 4019 D ALEXANDERS INC COM 01475210 121 300 SH SHARED 10 300 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 1549 16007 SH SHARED 16007 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 125 1300 SH SHARED 01 1300 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 63 654 SH SHARED 02 654 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 3611 37300 SH SHARED 10 37300 D ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF 7309 4740000 PRN SHARED 02 4740000 D ALEXION PHARMACEUTICALS INC COM 01535110 1534 34054 SH SHARED 34054 D ALEXION PHARMACEUTICALS INC COM 01535110 90 2000 SH SHARED 01 2000 D ALEXION 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100 5883 D ALIGN TECHNOLOGY INC COM 01625510 2315 95859 SH SHARED 10 95859 D ALKERMES INC COM 01642T10 3180 217845 SH SHARED 217845 D ALKERMES INC COM 01642T10 112 7700 SH SHARED 01 7700 D ALKERMES INC COM 01642T10 48 3295 SH SHARED 02 3235 60 D ALKERMES INC COM 01642T10 30 2076 SH SHARED 06 2076 D ALKERMES INC COM 01642T10 1877 128568 SH SHARED 10 128568 D ALLEGHANY CORP DEL COM 01717510 65 162 SH SHARED 162 D ALLEGHANY CORP DEL COM 01717510 308 759 SH SHARED 02 759 D ALLEGHANY CORP DEL COM 01717510 81 200 SH SHARED 06 200 D ALLEGHANY CORP DEL COM 01717510 81 200 SH SHARED 10 200 D ALLEGHENY ENERGY INC COM 01736110 413 8000 SH SHARED 8000 D ALLEGHENY ENERGY INC COM 01736110 19245 371968 SH SHARED 371968 D ALLEGHENY ENERGY INC COM 01736110 4990 96450 SH SHARED 01 96450 D ALLEGHENY ENERGY INC COM 01736110 2606 50375 SH SHARED 02 41023 9352 D ALLEGHENY ENERGY INC COM 01736110 495 9571 SH SHARED 04 9571 D ALLEGHENY ENERGY INC COM 01736110 39976 772646 SH SHARED 04 772646 D ALLEGHENY ENERGY INC COM 01736110 84493 1633039 SH SHARED 06 282450 1350589 D ALLEGHENY ENERGY INC COM 01736110 37362 722118 SH SHARED 10 722118 D ALLEGHENY ENERGY INC COM 01736110 284 5500 SH SHARED 14 5500 D ALLEGHENY ENERGY INC COM 01736110 2152 41600 SH SHARED 15 41600 D ALLEGHENY ENERGY INC COM 01736110 4025 77809 SH SHARED 16 77809 D ALLEGHENY ENERGY INC COM 01736110 294 5700 SH SHARED 19 5700 D ALLEGHENY ENERGY INC COM 01736110 21 406 SH SHARED 21 406 D ALLEGHENY ENERGY INC COM 01736110 51 1000 SH SHARED 23 1000 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 13962 133130 SH SHARED 133130 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 6438 61385 SH SHARED 01 43475 17910 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 371 3545 SH SHR/OTHR 01 3545 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 4230 40338 SH SHARED 02 40278 60 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3146 30000 SH SHARED 04 30000 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3083 29400 SH SHARED 05 29400 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 1169 11150 SH SHARED 06 10400 750 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 23081 220074 SH SHARED 10 220074 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 10 100 SH SHARED 19 100 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 6 60 SH SHARED 20 30 30 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 44 424 SH SHARED 21 424 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 271 2590 SH SHARED 22 2325 265 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 20 200 SH SHR/OTHR 22 200 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 745 7104 SH SHARED 23 6004 1100 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 469 4475 SH SHR/OTHR 23 4475 D ALLEGIANT TRAVEL CO COM 01748X10 978 31833 SH SHARED 31833 D ALLERGAN INC NOTE 1.500% 4/0 018490AL 36 35000 PRN SHARED 02 35000 D ALLERGAN INC NOTE 1.500% 4/0 018490AL 687 650000 PRN SHARED 06 650000 D ALLERGAN INC COM 01849010 38309 664633 SH SHARED 664633 D ALLERGAN INC COM 01849010 2271 39402 SH SHARED 01 39402 D ALLERGAN INC COM 01849010 4981 86418 SH SHARED 02 86118 300 D ALLERGAN INC COM 01849010 2478 43000 SH SHARED 04 43000 D ALLERGAN INC COM 01849010 1262 21900 SH SHARED 06 21900 D ALLERGAN INC COM 01849010 12907 223932 SH SHARED 10 221422 2510 D ALLERGAN INC COM 01849010 106 1840 SH SHARED 20 1840 D ALLERGAN INC COM 01849010 295 5118 SH SHARED 21 5118 D ALLETE INC COM NEW 01852230 690 14680 SH SHARED 14680 D ALLETE INC COM NEW 01852230 10 232 SH SHARED 01 232 D ALLETE INC COM NEW 01852230 366 7800 SH SHARED 02 7800 D ALLETE INC COM NEW 01852230 25739 547074 SH SHARED 10 547074 D ALLETE INC COM NEW 01852230 13 278 SH SHR/OTHR 20 278 D ALLIANCE BANKSHARES CORP COM 01853510 73 5516 SH SHARED 5516 D ALLIANCE CALIF MUN INCOME FD COM 01854610 2 200 SH SHARED 200 D ALLIANCE DATA SYSTEMS CORP COM 01858110 44988 582147 SH SHARED 582147 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1537 19900 SH SHARED 01 700 19200 D ALLIANCE DATA SYSTEMS CORP COM 01858110 18411 238245 SH SHARED 02 238245 D ALLIANCE DATA SYSTEMS CORP COM 01858110 247 3200 SH SHARED 10 3200 D ALLIANCE IMAGING INC COM NEW 01860620 118 12661 SH SHARED 12661 D ALLIANCE IMAGING INC COM NEW 01860620 101 10800 SH SHARED 01 10800 D ALLIANCE IMAGING INC COM NEW 01860620 6 660 SH SHARED 02 660 D ALLIANCE IMAGING INC COM NEW 01860620 2158 229900 SH SHARED 10 229900 D ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G10 9 315 SH SHARED 315 D ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G10 71 2400 SH SHARED 02 2400 D ALLIANCEBERNSTEIN NATL MUNI COM 01864U10 0 2 SH SHARED 2 D ALLIANCE FIBER OPTIC PRODS I COM 01868010 1 683 SH SHARED 683 D ALLIANCE NEW YORK MUN INC FD COM 01871410 1 105 SH SHARED 105 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 21 513 SH SHARED 513 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 30 720 SH SHARED 02 720 D ALLIANCE ONE INTL INC COM 01877210 1352 134559 SH SHARED 134559 D ALLIANCE ONE INTL INC COM 01877210 130 13000 SH SHARED 01 13000 D ALLIANCE ONE INTL INC COM 01877210 2062 205200 SH SHARED 10 205200 D ALLIANCEBERNSTEIN GBL HGH IN COM 01879R10 608 45000 SH SHARED 45000 D ALLIANCEBERNSTEIN GBL HGH IN COM 01879R10 40 3000 SH SHARED 02 3000 D ALLIANCEBERNSTEIN GBL HGH IN COM 01879R10 13 1000 SH SHARED 22 1000 D ALLIANT ENERGY CORP COM 01880210 27896 718053 SH SHARED 718053 D ALLIANT ENERGY CORP COM 01880210 1456 37500 SH SHARED 01 1300 36200 D ALLIANT ENERGY CORP COM 01880210 1403 36136 SH SHARED 02 34336 1800 D ALLIANT ENERGY CORP COM 01880210 155 4000 SH SHARED 06 3000 1000 D ALLIANT ENERGY CORP COM 01880210 920 23700 SH SHARED 10 23700 D ALLIANT ENERGY CORP COM 01880210 278 7174 SH SHARED 14 7174 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH 8809 6740000 PRN SHARED 6740000 D ALLIANT TECHSYSTEMS INC COM 01880410 2732 27558 SH SHARED 27558 D ALLIANT TECHSYSTEMS INC COM 01880410 1075 10850 SH SHARED 01 450 10400 D ALLIANT TECHSYSTEMS INC COM 01880410 7535 76005 SH SHARED 02 76005 D ALLIANT TECHSYSTEMS INC COM 01880410 10651 107427 SH SHARED 10 107427 D ALLIANT TECHSYSTEMS INC COM 01880410 340 3436 SH SHARED 20 3436 D ALLIANT TECHSYSTEMS INC COM 01880410 138 1400 SH SHARED 21 1400 D ALLIANZ SE SP ADR 1/10 SH 01880510 351 15100 SH SHARED 15100 D ALLIANCEBERNSTEIN INCOME FUN COM 01881E10 19 2400 SH SHARED 2400 D ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G10 24333 279401 SH SHARED 279401 D ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G10 12364 141972 SH SHARED 02 20000 121972 D ALLIANCE BANCORP INC PA COM 01892110 6 664 SH SHARED 664 D ALLIED CAP CORP NEW COM 01903Q10 3784 122235 SH SHARED 122235 D ALLIED CAP CORP NEW COM 01903Q10 65 2100 SH SHARED 01 2100 D ALLIED CAP CORP NEW COM 01903Q10 247 7995 SH SHARED 02 3990 4005 D ALLIED CAP CORP NEW COM 01903Q10 452 14600 SH SHARED 10 14600 D ALLIED DEFENSE GROUP INC COM 01911810 1 162 SH SHARED 162 D ALLIANCE FINANCIAL CORP NY COM 01920510 3 121 SH SHARED 121 D ALLIED HEALTHCARE PRODS INC COM 01922210 0 120 SH SHARED 120 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 2671 48600 SH SHARED 48600 D ALLIED IRISH BKS P L C SPON ADR ORD 01922840 4 80 SH SHARED 02 80 D ALLIED HEALTHCARE INTL INC COM 01923A10 1 637 SH SHARED 637 D ALLIED HEALTHCARE INTL INC COM 01923A10 0 2 SH SHARED 02 2 D ALLIED MOTION TECHNOLOGIES I COM 01933010 0 128 SH SHARED 128 D ALLIED NEVADA GOLD CORP COM 01934410 2 679 SH SHARED 679 D ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD 0 1000 PRN SHARED 02 1000 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 17776 1320682 SH SHARED 1320682 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 387 28800 SH SHARED 01 25600 3200 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 3534 262579 SH SHARED 02 259319 3260 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 201 15000 SH SHARED 06 15000 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 8451 627921 SH SHARED 10 627921 D ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 3574 265600 SH SHARED 14 265600 D ALLIED WASTE INDS INC PFD CV D 6.25% 01958970 150952 431491 SH SHARED 431491 D ALLION HEALTHCARE INC COM 01961510 2 408 SH SHARED 408 D ALLION HEALTHCARE INC COM 01961510 0 1 SH SHARED 02 1 D ALLION HEALTHCARE INC COM 01961510 2328 394600 SH SHARED 10 394600 D ALLIS CHALMERS ENERGY INC COM PAR $.01NW 01964550 1411 61381 SH SHARED 61381 D ALLIS CHALMERS ENERGY INC COM PAR $.01NW 01964550 89 3900 SH SHARED 01 3900 D ALLIS CHALMERS ENERGY INC COM PAR $.01NW 01964550 3228 140442 SH SHARED 02 367 140075 D ALLIS CHALMERS ENERGY INC COM PAR $.01NW 01964550 160 7000 SH SHARED 10 7000 D ALLOS THERAPEUTICS INC COM 01977710 90 20422 SH SHARED 20422 D ALLOS THERAPEUTICS INC COM 01977710 12 2858 SH SHARED 02 2858 D ALLOS THERAPEUTICS INC COM 01977710 2150 486627 SH SHARED 04 486627 D ALLOY INC NEW COM 01985530 140 14023 SH SHARED 14023 D ALLOY INC NEW COM 01985530 0 2 SH SHARED 02 2 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 773 30343 SH SHARED 30343 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 719 28225 SH SHARED 01 27600 625 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 3013 118283 SH SHARED 02 118283 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 3034 119100 SH SHARED 04 119100 D ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 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COM 02003910 3862 57180 SH SHARED 01 52255 4925 D ALLTEL CORP COM 02003910 120 1778 SH SHR/OTHR 01 1778 D ALLTEL CORP COM 02003910 14433 213671 SH SHARED 02 213671 D ALLTEL CORP COM 02003910 5404 80000 SH SHARED 04 80000 D ALLTEL CORP COM 02003910 12 180 SH SHARED 05 180 D ALLTEL CORP COM 02003910 2699 39960 SH SHARED 06 36500 3460 D ALLTEL CORP COM 02003910 11676 172859 SH SHARED 10 162504 10355 D ALLTEL CORP COM 02003910 136 2025 SH SHR/OTHR 10 2025 D ALLTEL CORP COM 02003910 3208 47495 SH SHARED 20 6460 41035 D ALLTEL CORP COM 02003910 1425 21100 SH SHR/OTHR 20 21100 D ALLTEL CORP COM 02003910 36 545 SH SHR/OTHR 22 545 D ALLTEL CORP COM 02003910 256 3800 SH SHARED 23 3300 500 D ALLTEL CORP COM 02003910 2248 33289 SH SHR/OTHR 23 33289 D ALMOST FAMILY INC COM 02040910 2 106 SH SHARED 106 D ALMOST FAMILY INC COM 02040910 4 250 SH SHARED 02 250 D ALNYLAM PHARMACEUTICALS INC COM 02043Q10 272 17929 SH SHARED 17929 D ALNYLAM PHARMACEUTICALS INC COM 02043Q10 7579 499000 SH SHARED 04 499000 D ALNYLAM PHARMACEUTICALS INC COM 02043Q10 521 34350 SH SHARED 06 34350 D ALON USA ENERGY INC COM 02052010 260 5928 SH SHARED 5928 D ALON USA ENERGY INC COM 02052010 224 5108 SH SHARED 02 1603 3505 D ALON USA ENERGY INC COM 02052010 484 11000 SH SHARED 10 11000 D ALON USA ENERGY INC COM 02052010 26 613 SH SHARED 21 613 D ALPHA NATURAL RESOURCES INC COM 02076X10 4033 194012 SH SHARED 194012 D ALPHA NATURAL RESOURCES INC COM 02076X10 158 7600 SH SHARED 01 7600 D ALPHA NATURAL RESOURCES INC COM 02076X10 5855 281645 SH SHARED 02 254595 27050 D ALPHA NATURAL RESOURCES INC COM 02076X10 727 35000 SH SHARED 04 35000 D ALPHA NATURAL RESOURCES INC COM 02076X10 2072 99700 SH SHARED 10 99700 D ALPHA SEC GROUP CORP COM 02078A10 2867 306648 SH SHARED 306648 D ALPHA SEC GROUP CORP *W EXP 03/23/201 02078A11 7 6056 SH SHARED 6056 D ALPHA SEC GROUP CORP UNIT 99/99/9999 02078A20 67 6400 SH SHARED 6400 D ALPHATEC HOLDINGS INC COM 02081G10 1 465 SH SHARED 465 D ALPHATEC HOLDINGS INC COM 02081G10 15 4001 SH SHARED 02 1 4000 D ALPHATEC HOLDINGS INC COM 02081G10 3190 839701 SH SHARED 04 839701 D ALPHATEC HOLDINGS INC COM 02081G10 57 15200 SH SHARED 14 15200 D ALPHARMA INC NOTE 2.125% 3/1 020813AH 12372 12250000 PRN SHARED 12250000 D ALPHARMA INC NOTE 2.125% 3/1 020813AH 5069 5019000 PRN SHARED 02 5019000 D ALPHARMA INC CL A 02081310 20187 776141 SH SHARED 776141 D ALPHARMA INC CL A 02081310 631 24276 SH SHARED 02 24276 D ALPHARMA INC CL A 02081310 369 14200 SH SHARED 10 14200 D ALPINE TOTAL DYNAMIC DIVID F COM SBI 02106010 46 2250 SH SHARED 02 2250 D ALSERES PHARMACEUTICALS INC COM 02115210 0 237 SH SHARED 237 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 438 123764 SH SHARED 123764 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 0 6 SH SHARED 02 6 D ALTAIR NANOTECHNOLOGIES INC COM 02137310 1840 520000 SH SHARED 04 520000 D ALTEON INC COM 02144G10 0 1674 SH SHARED 1674 D ALTERA CORP COM 02144110 17231 778653 SH SHARED 778653 D ALTERA CORP COM 02144110 830 37540 SH SHARED 01 37540 D ALTERA CORP COM 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AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK 3789 1095000 PRN SHARED 02 1095000 D AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR 13324 6327000 PRN SHARED 02 6327000 D AMERICAN TOWER CORP CL A 02991220 12119 288570 SH SHARED 288570 D AMERICAN TOWER CORP CL A 02991220 515 12275 SH SHARED 01 11900 375 D AMERICAN TOWER CORP CL A 02991220 18635 443700 SH SHARED 02 423550 20150 D AMERICAN TOWER CORP CL A 02991220 56 1349 SH SHARED 04 1349 D AMERICAN TOWER CORP CL A 02991220 8820 210000 SH SHARED 04 210000 D AMERICAN TOWER CORP CL A 02991220 835 19900 SH SHARED 05 19900 D AMERICAN TOWER CORP CL A 02991220 20807 495419 SH SHARED 06 162750 332669 D AMERICAN TOWER CORP CL A 02991220 60497 1440405 SH SHARED 10 1440405 D AMERICAN TOWER CORP CL A 02991220 79 1900 SH SHR/OTHR 23 1900 D AMERICAN TOWER CORP CL A 02991220 33 800 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 591 30652 SH SHARED 30652 D AMERICAN TECHNICNAL CERAMICS COM 03013710 2 98 SH SHARED 98 D AMERICAN TECHNOLOGY CORP COM NEW 03014520 729 193387 SH SHARED 193387 D AMERICAN TECHNOLOGY CORP COM NEW 03014520 0 25 SH SHARED 02 25 D AMERICAN TELECOM SVCS INC COM 03015P10 0 138 SH SHARED 138 D AMERICAN VANGUARD CORP COM 03037110 129 9039 SH SHARED 9039 D AMERICAN WOODMARK CORP COM 03050610 1316 38038 SH SHARED 38038 D AMERICAN WOODMARK CORP COM 03050610 114 3300 SH SHARED 01 3300 D AMERICAN WOODMARK CORP COM 03050610 2941 85000 SH SHARED 10 85000 D AMERICANWEST BANCORPORATION COM 03058P10 190 10453 SH SHARED 10453 D AMERICANWEST BANCORPORATION COM 03058P10 5217 286200 SH SHARED 10 286200 D AMERICREDIT CORP NOTE 1.750%11/1 03060RAM 5920 4000000 PRN SHARED 4000000 D AMERICREDIT CORP NOTE 1.750%11/1 03060RAM 16805 11355000 PRN SHARED 02 11355000 D AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP 4344 4000000 PRN SHARED 4000000 D AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP 2176 2004000 PRN SHARED 02 2004000 D AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR 33266 31207008 PRN SHARED 02 31207008 D AMERICREDIT CORP COM 03060R10 48931 1843001 SH SHARED 1843001 D AMERICREDIT CORP COM 03060R10 2398 90329 SH SHARED 01 46359 43970 D AMERICREDIT CORP COM 03060R10 3967 149439 SH SHARED 02 149439 D AMERICREDIT CORP COM 03060R10 1023 38550 SH SHARED 10 38550 D AMERICREDIT CORP COM 03060R10 63 2377 SH SHARED 14 2377 D AMERICREDIT CORP COM 03060R10 34 1300 SH SHARED 20 1300 D AMERICREDIT CORP COM 03060R10 19 720 SH SHR/OTHR 21 720 D AMERICREDIT CORP COM 03060R10 5 211 SH SHARED 22 211 D AMERICASBANK CORP COM NEW 03061G30 0 62 SH SHARED 62 D AMERICAS CAR MART INC COM 03062T10 16 1218 SH SHARED 1218 D AMERIGON INC COM 03070L30 190 10611 SH SHARED 10611 D AMERIGON INC COM 03070L30 26 1479 SH SHARED 02 1479 D AMERISTAR CASINOS INC COM 03070Q10 13595 391342 SH SHARED 391342 D AMERISTAR CASINOS INC COM 03070Q10 837 24100 SH SHARED 01 24100 D AMERISTAR CASINOS INC COM 03070Q10 142 4100 SH SHARED 02 4100 D AMERISTAR CASINOS INC COM 03070Q10 746 21500 SH SHARED 10 21500 D AMERISAFE INC COM 03071H10 185 9471 SH SHARED 9471 D AMERISAFE INC COM 03071H10 25 1285 SH SHARED 02 1285 D AMERISAFE INC COM 03071H10 9648 491500 SH SHARED 10 491500 D AMERON INTL INC COM 03071010 401 4454 SH SHARED 4454 D AMERON INTL INC COM 03071010 0 3 SH SHARED 02 3 D AMERON INTL INC COM 03071010 180 2000 SH SHARED 10 2000 D AMERISOURCEBERGEN CORP COM 03073E10 17308 349888 SH SHARED 349888 D AMERISOURCEBERGEN CORP COM 03073E10 2063 41714 SH SHARED 01 39514 2200 D AMERISOURCEBERGEN CORP COM 03073E10 1281 25907 SH SHARED 02 25907 D AMERISOURCEBERGEN CORP COM 03073E10 6 130 SH SHARED 05 130 D AMERISOURCEBERGEN CORP COM 03073E10 2175 43980 SH SHARED 06 42150 1830 D AMERISOURCEBERGEN CORP COM 03073E10 5566 112530 SH SHARED 10 112530 D AMERISOURCEBERGEN CORP COM 03073E10 201 4074 SH SHARED 14 4074 D AMERIGROUP CORP COM 03073T10 80370 3376930 SH SHARED 3376930 D AMERIGROUP CORP COM 03073T10 628 26420 SH SHARED 01 24600 1820 D AMERIGROUP CORP COM 03073T10 30 1290 SH SHARED 02 1290 D AMERIGROUP CORP COM 03073T10 8747 367549 SH SHARED 10 367549 D AMERITYRE CORP COM 03073V10 2 545 SH SHARED 545 D AMERISERV FINL INC COM 03074A10 2 472 SH SHARED 472 D AMERISERV FINL INC COM 03074A10 0 23 SH SHARED 02 23 D AMERISERV FINL INC COM 03074A10 8 2000 SH SHARED 10 2000 D AMERIPRISE FINL INC COM 03076C10 29044 456894 SH SHARED 456810 84 D AMERIPRISE FINL INC COM 03076C10 2539 39942 SH SHARED 01 36667 3275 D AMERIPRISE FINL INC COM 03076C10 188 2960 SH SHR/OTHR 01 2960 D AMERIPRISE FINL INC COM 03076C10 5070 79766 SH SHARED 02 75343 4423 D AMERIPRISE FINL INC COM 03076C10 7 120 SH SHARED 05 120 D AMERIPRISE FINL INC COM 03076C10 1597 25127 SH SHARED 06 23159 1968 D AMERIPRISE FINL INC COM 03076C10 19891 312910 SH SHARED 10 308849 4061 D AMERIPRISE FINL INC COM 03076C10 11 184 SH SHARED 19 184 D AMERIPRISE FINL INC COM 03076C10 26 412 SH SHARED 20 80 332 D AMERIPRISE FINL INC COM 03076C10 5 80 SH SHARED 21 80 D AMERIPRISE FINL INC COM 03076C10 44 700 SH SHARED 22 700 D AMERIPRISE FINL INC COM 03076C10 12 200 SH SHR/OTHR 22 200 D AMERIPRISE FINL INC COM 03076C10 53 835 SH SHARED 23 733 102 D AMERIPRISE FINL INC COM 03076C10 887 13956 SH SHR/OTHR 23 13956 D AMERIS BANCORP COM 03076K10 150 6695 SH SHARED 6695 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 30 834 SH SHARED 834 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 693 19180 SH SHARED 02 100 19080 D AMES NATL CORP COM 03100110 3 162 SH SHARED 162 D AMETEK INC NEW COM 03110010 10292 259386 SH SHARED 259386 D AMETEK INC NEW COM 03110010 17452 439826 SH SHARED 01 191844 247982 D AMETEK INC NEW COM 03110010 2698 68005 SH SHR/OTHR 01 68005 D AMETEK INC NEW COM 03110010 531 13391 SH SHARED 02 12254 1137 D AMETEK INC NEW COM 03110010 11070 278990 SH SHARED 10 273965 5025 D AMETEK INC NEW COM 03110010 1916 48309 SH SHARED 20 24685 23624 D AMETEK INC NEW COM 03110010 168 4250 SH SHR/OTHR 20 4250 D AMETEK INC NEW COM 03110010 171 4316 SH SHARED 21 4316 D AMETEK INC NEW COM 03110010 15 400 SH SHR/OTHR 21 400 D AMETEK INC NEW COM 03110010 1007 25393 SH SHARED 22 18097 7296 D AMETEK INC NEW COM 03110010 122 3082 SH SHR/OTHR 22 3082 D AMETEK INC NEW COM 03110010 4117 103765 SH SHARED 23 97103 6662 D AMETEK INC NEW COM 03110010 2308 58168 SH SHR/OTHR 23 58168 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 16290 18000000 PRN SHARED 04 18000000 D AMGEN INC NOTE 0.375% 2/0 031162AQ 19913 22450000 PRN SHARED 02 22450000 D AMGEN INC NOTE 0.375% 2/0 031162AQ 576 650000 PRN SHARED 06 650000 D AMGEN INC COM 03116210 1451 26260 SH SHARED 3120 23140 D AMGEN INC COM 03116210 249460 4511853 SH SHARED 4502393 9460 D AMGEN INC COM 03116210 13602 246029 SH SHARED 01 230752 15277 D AMGEN INC COM 03116210 848 15353 SH SHR/OTHR 01 15353 D AMGEN INC COM 03116210 40348 729765 SH SHARED 02 663348 66417 D AMGEN INC COM 03116210 1271 22995 SH SHARED 04 22995 D AMGEN INC COM 03116210 235578 4260779 SH SHARED 04 4259988 791 D AMGEN INC COM 03116210 22 410 SH SHARED 05 410 D AMGEN INC COM 03116210 14766 267073 SH SHARED 06 141163 125910 D AMGEN INC COM 03116210 189116 3420455 SH SHARED 10 3387890 32565 D AMGEN INC COM 03116210 345 6240 SH SHR/OTHR 10 6240 D AMGEN INC COM 03116210 4616 83490 SH SHARED 14 25300 58190 D AMGEN INC COM 03116210 4376 79153 SH SHARED 16 79153 D AMGEN INC COM 03116210 3630 65662 SH SHARED 19 65662 D AMGEN INC COM 03116210 1863 33700 SH SHARED 20 10890 22810 D AMGEN INC COM 03116210 1122 20300 SH SHR/OTHR 20 20300 D AMGEN INC COM 03116210 505 9149 SH SHARED 21 9149 D AMGEN INC COM 03116210 24 445 SH SHR/OTHR 21 445 D AMGEN INC COM 03116210 452 8178 SH SHARED 22 3178 5000 D AMGEN INC COM 03116210 282 5105 SH SHR/OTHR 22 5105 D AMGEN INC COM 03116210 832 15063 SH SHARED 23 11533 3530 D AMGEN INC COM 03116210 2945 53278 SH SHR/OTHR 23 53278 D AMICUS THERAPEUTICS INC COM 03152W10 644 56022 SH SHARED 56022 D AMICUS THERAPEUTICS INC COM 03152W10 3 341 SH SHARED 02 341 D AMIS HLDGS INC COM 03153810 31581 2522487 SH SHARED 2522487 D AMIS HLDGS INC COM 03153810 107 8600 SH SHARED 01 8600 D AMIS HLDGS INC COM 03153810 184 14762 SH SHARED 02 14762 D AMIS HLDGS INC COM 03153810 1671 133500 SH SHARED 10 133500 D AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX 22329 17750000 PRN SHARED 17750000 D AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX 15756 12525000 PRN SHARED 02 12525000 D AMKOR TECHNOLOGY INC COM 03165210 16468 1045634 SH SHARED 1045634 D AMKOR TECHNOLOGY INC COM 03165210 869 55200 SH SHARED 01 55200 D AMKOR TECHNOLOGY INC COM 03165210 587 37306 SH SHARED 02 23406 13900 D AMKOR TECHNOLOGY INC COM 03165210 1866 118490 SH SHARED 10 118490 D AMPAL AMERN ISRAEL CORP CL A 03201510 161 27093 SH SHARED 27093 D AMPAL AMERN ISRAEL CORP CL A 03201510 49 8269 SH SHARED 02 8269 D AMPCO-PITTSBURGH CORP COM 03203710 140 3511 SH SHARED 3511 D AMPEX CORP DEL CL A NEW 03209230 0 72 SH SHARED 72 D AMPHENOL CORP NEW CL A 03209510 13122 368106 SH SHARED 351306 16800 D AMPHENOL CORP NEW CL A 03209510 2067 58000 SH SHARED 01 5200 52800 D AMPHENOL CORP NEW CL A 03209510 2928 82148 SH SHARED 02 74188 7960 D AMPHENOL CORP NEW CL A 03209510 217 6090 SH SHARED 06 4450 1640 D AMPHENOL CORP NEW CL A 03209510 517 14522 SH SHARED 10 14522 D AMPHENOL CORP NEW CL A 03209510 65 1826 SH SHARED 14 1826 D AMREIT CL A 03215810 788 90082 SH SHARED 90082 D AMREP CORP NEW COM 03215910 710 14951 SH SHARED 14951 D AMSURG CORP COM 03232P40 37293 1544871 SH SHARED 1544871 D AMSURG CORP COM 03232P40 290 12034 SH SHARED 10 12034 D AMTECH SYS INC COM PAR $0.01N 03233250 542 62035 SH SHARED 62035 D AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AE 486 500000 PRN SHARED 02 500000 D AMYLIN PHARMACEUTICALS INC COM 03234610 407 9907 SH SHARED 9907 D AMYLIN PHARMACEUTICALS INC COM 03234610 277 6750 SH SHARED 01 6500 250 D AMYLIN PHARMACEUTICALS INC COM 03234610 244 5937 SH SHARED 02 697 5240 D AMYLIN PHARMACEUTICALS INC COM 03234610 15414 374500 SH SHARED 04 374500 D AMYLIN PHARMACEUTICALS INC COM 03234610 664 16150 SH SHARED 06 15550 600 D AMYLIN PHARMACEUTICALS INC COM 03234610 1945 47267 SH SHARED 10 47267 D AMTRUST FINANCIAL SERVICES I COM 03235930 239 12727 SH SHARED 12727 D ANADARKO PETE CORP COM 03251110 86431 1662454 SH SHARED 1662454 D ANADARKO PETE CORP COM 03251110 4395 84553 SH SHARED 01 64938 19615 D ANADARKO PETE CORP COM 03251110 302 5816 SH SHR/OTHR 01 5816 D ANADARKO PETE CORP COM 03251110 8014 154145 SH SHARED 02 132122 22023 D ANADARKO PETE CORP COM 03251110 7278 140000 SH SHARED 04 140000 D ANADARKO PETE CORP COM 03251110 7 150 SH SHARED 05 150 D ANADARKO PETE CORP COM 03251110 15107 290580 SH SHARED 06 286150 4430 D ANADARKO PETE CORP COM 03251110 318331 6122939 SH SHARED 10 6113589 9350 D ANADARKO PETE CORP COM 03251110 280 5404 SH SHARED 14 5404 D ANADARKO PETE CORP COM 03251110 318 6125 SH SHARED 20 2105 4020 D ANADARKO PETE CORP COM 03251110 337 6500 SH SHR/OTHR 21 6500 D ANADARKO PETE CORP COM 03251110 461 8885 SH SHARED 22 5700 3185 D ANADARKO PETE CORP COM 03251110 1151 22155 SH SHARED 23 21555 600 D ANADARKO PETE CORP COM 03251110 1771 34080 SH SHR/OTHR 23 34080 D ANADIGICS INC COM 03251510 4964 359995 SH SHARED 359995 D ANADIGICS INC COM 03251510 26 1950 SH SHARED 02 1950 D ANADYS PHARMACEUTICALS INC COM 03252Q40 409 110054 SH SHARED 110054 D ANADYS PHARMACEUTICALS INC COM 03252Q40 35 9500 SH SHARED 01 9500 D ANALOG DEVICES INC COM 03265410 14705 390688 SH SHARED 390688 D ANALOG DEVICES INC COM 03265410 2506 66585 SH SHARED 01 66525 60 D ANALOG DEVICES INC COM 03265410 3816 101399 SH SHARED 02 101399 D ANALOG DEVICES INC COM 03265410 9 260 SH SHARED 05 260 D ANALOG DEVICES INC COM 03265410 1469 39050 SH SHARED 06 35800 3250 D ANALOG DEVICES INC COM 03265410 6346 168603 SH SHARED 10 168603 D ANALOG DEVICES INC COM 03265410 15 425 SH SHARED 20 425 D ANALOG DEVICES INC COM 03265410 150 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 663 9025 SH SHARED 9025 D ANALOGIC CORP COM PAR $0.05 03265720 646 8800 SH SHARED 01 8800 D ANALOGIC CORP COM PAR $0.05 03265720 227 3100 SH SHARED 10 3100 D ANALYSTS INTL CORP COM 03268110 1 632 SH SHARED 632 D ANALYSTS INTL CORP COM 03268110 0 2 SH SHARED 02 2 D ANAREN INC COM 03274410 149 8471 SH SHARED 8471 D ANAREN INC COM 03274410 17 1000 SH SHARED 01 1000 D ANCHOR BANCORP WIS INC COM 03283910 500 19099 SH SHARED 19099 D ANCHOR BANCORP WIS INC COM 03283910 107 4100 SH SHARED 10 4100 D ANDERSONS INC COM 03416410 7101 156662 SH SHARED 156662 D ANDERSONS INC COM 03416410 2 50 SH SHARED 02 50 D ANDERSONS INC COM 03416410 163 3600 SH SHARED 10 3600 D ANDREW CORP NOTE 3.250% 8/1 034425AB 1809 1672000 PRN SHARED 1672000 D ANDREW CORP COM 03442510 10734 743373 SH SHARED 743373 D ANDREW CORP COM 03442510 1981 137229 SH SHARED 01 87029 50200 D ANDREW CORP COM 03442510 469 32507 SH SHARED 02 15901 16606 D ANDREW CORP COM 03442510 2435 168688 SH SHARED 10 168688 D ANESIVA INC COM COM 03460L10 3 532 SH SHARED 532 D ANESIVA INC COM COM 03460L10 0 1 SH SHARED 02 1 D ANGEION CORP COM 03462H40 0 102 SH SHARED 102 D ANGELICA CORP COM 03466310 4 195 SH SHARED 195 D ANGIODYNAMICS INC COM 03475V10 187 10420 SH SHARED 10420 D ANGLO AMERN PLC ADR 03485P10 17343 591108 SH SHARED 591108 D ANGLO AMERN PLC ADR 03485P10 528 18000 SH SHR/OTHR 01 18000 D ANGLO AMERN PLC ADR 03485P10 8 300 SH SHARED 02 300 D ANGLO AMERN PLC ADR 03485P10 586 20000 SH SHARED 23 20000 D ANGLO AMERN PLC ADR 03485P10 880 30000 SH SHR/OTHR 23 30000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 3847 540424 SH SHARED 540424 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 2 357 SH SHARED 02 45 312 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 26984 713485 SH SHARED 713485 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 226 6000 SH SHR/OTHR 01 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 7072 187010 SH SHARED 02 185071 1939 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 181 4800 SH SHARED 23 4800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 264 7000 SH SHR/OTHR 23 7000 D ANHEUSER BUSCH COS INC COM 03522910 111422 2136176 SH SHARED 2046446 89730 D ANHEUSER BUSCH COS INC COM 03522910 6948 133213 SH SHARED 01 127449 5764 D ANHEUSER BUSCH COS INC COM 03522910 224 4300 SH SHR/OTHR 01 4300 D ANHEUSER BUSCH COS INC COM 03522910 47077 902562 SH SHARED 02 891524 11038 D ANHEUSER BUSCH COS INC COM 03522910 177 3403 SH SHARED 04 3403 D ANHEUSER BUSCH COS INC COM 03522910 3651 70000 SH SHARED 04 70000 D ANHEUSER BUSCH COS INC COM 03522910 14 270 SH SHARED 05 270 D ANHEUSER BUSCH COS INC COM 03522910 5613 107623 SH SHARED 06 100803 6820 D ANHEUSER BUSCH COS INC COM 03522910 23957 459317 SH SHARED 10 379418 79899 D ANHEUSER BUSCH COS INC COM 03522910 1001 19200 SH SHR/OTHR 10 19200 D ANHEUSER BUSCH COS INC COM 03522910 1024 19634 SH SHARED 14 19634 D ANHEUSER BUSCH COS INC COM 03522910 1564 30000 SH SHARED 15 30000 D ANHEUSER BUSCH COS INC COM 03522910 41 800 SH SHARED 19 800 D ANHEUSER BUSCH COS INC COM 03522910 2363 45320 SH SHARED 20 12575 32745 D ANHEUSER BUSCH COS INC COM 03522910 1001 19200 SH SHR/OTHR 20 19200 D ANHEUSER BUSCH COS INC COM 03522910 443 8500 SH SHARED 21 8500 D ANHEUSER BUSCH COS INC COM 03522910 192 3700 SH SHR/OTHR 21 3700 D ANHEUSER BUSCH COS INC COM 03522910 26 500 SH SHARED 22 500 D ANHEUSER BUSCH COS INC COM 03522910 1617 31015 SH SHARED 23 31015 D ANHEUSER BUSCH COS INC COM 03522910 3027 58042 SH SHR/OTHR 23 58042 D ANIMAL HEALTH INTL INC COM 03525N10 797 55014 SH SHARED 55014 D ANIKA THERAPEUTICS INC COM 03525510 3 258 SH SHARED 258 D ANIKA THERAPEUTICS INC COM 03525510 0 1 SH SHARED 02 1 D ANIXTER INTL INC NOTE 7/0 035290AG 46 41000 PRN SHARED 02 41000 D ANIXTER INTL INC COM 03529010 1248 16605 SH SHARED 16605 D ANIXTER INTL INC COM 03529010 729 9700 SH SHARED 01 9700 D ANIXTER INTL INC COM 03529010 406 5399 SH SHARED 02 5399 D ANIXTER INTL INC COM 03529010 37849 503250 SH SHARED 10 503250 D ANNALY CAP MGMT INC COM 03571040 1075 74550 SH SHARED 74550 D ANNALY CAP MGMT INC COM 03571040 697 48400 SH SHARED 01 48400 D ANNALY CAP MGMT INC COM 03571040 115 8000 SH SHR/OTHR 01 8000 D ANNALY CAP MGMT INC COM 03571040 98 6809 SH SHARED 02 6724 85 D ANNALY CAP MGMT INC COM 03571040 13570 941100 SH SHARED 10 941100 D ANNALY CAP MGMT INC COM 03571040 86 6000 SH SHARED 21 6000 D ANNALY CAP MGMT INC COM 03571040 21 1500 SH SHR/OTHR 23 1500 D ANNAPOLIS BANCORP INC COM 03584810 0 58 SH SHARED 58 D ANNTAYLOR STORES CORP COM 03611510 69668 1966934 SH SHARED 1966934 D ANNTAYLOR STORES CORP COM 03611510 1423 40200 SH SHARED 01 18800 21400 D ANNTAYLOR STORES CORP COM 03611510 496 14020 SH SHARED 02 13225 795 D ANNTAYLOR STORES CORP COM 03611510 1239 34992 SH SHARED 10 21692 13300 D ANOORAQ RES CORP COM 03633E10 38 15400 SH SHARED 02 15400 D ANOORAQ RES CORP COM 03633E10 448 180000 SH SHARED 04 180000 D ANSOFT CORP COM 03638410 248 8429 SH SHARED 8429 D ANSOFT CORP COM 03638410 88 3000 SH SHARED 01 3000 D ANSOFT CORP COM 03638410 0 23 SH SHARED 02 23 D ANSOFT CORP COM 03638410 1179 40000 SH SHARED 10 40000 D ANSYS INC COM 03662Q10 2226 84029 SH SHARED 84029 D ANSYS INC COM 03662Q10 95 3600 SH SHARED 01 3600 D ANSYS INC COM 03662Q10 14 556 SH SHARED 02 556 D ANSYS INC COM 03662Q10 463 17481 SH SHARED 10 17481 D ANSYS INC COM 03662Q10 30 1162 SH SHARED 21 1162 D ANSWERS CORP COM 03662X10 2 198 SH SHARED 198 D ANSWERS CORP COM 03662X10 8 700 SH SHARED 02 700 D ANTARES PHARMA INC COM 03664210 3030 1918036 SH SHARED 1918036 D ANSWERTHINK INC COM 03691610 870 240497 SH SHARED 240497 D ANSWERTHINK INC COM 03691610 0 48 SH SHARED 02 48 D ANTHRACITE CAP INC COM 03702310 2445 209024 SH SHARED 209024 D ANTHRACITE CAP INC COM 03702310 23 2000 SH SHARED 01 2000 D ANTHRACITE CAP INC COM 03702310 148 12653 SH SHARED 02 12653 D ANTHRACITE CAP INC COM 03702310 1680 143600 SH SHARED 10 143600 D ANTIGENICS INC DEL NOTE 5.250% 2/0 037032AC 947 1263000 PRN SHARED 1263000 D ANTIGENICS INC DEL COM 03703210 3213 1123717 SH SHARED 1123717 D ANTIGENICS INC DEL COM 03703210 0 3 SH SHARED 02 3 D ANWORTH MORTGAGE ASSET CP COM 03734710 358 39615 SH SHARED 39615 D ANWORTH MORTGAGE ASSET CP COM 03734710 276 30500 SH SHARED 01 30500 D ANWORTH MORTGAGE ASSET CP COM 03734710 105 11705 SH SHARED 02 11705 D ANWORTH MORTGAGE ASSET CP COM 03734710 7072 781500 SH SHARED 10 781500 D AON CORP DBCV 3.500%11/1 037389AT 10418 5246000 PRN SHARED 02 5246000 D AON CORP COM 03738910 33056 775784 SH SHARED 775784 D AON CORP COM 03738910 1325 31100 SH SHARED 01 31100 D AON CORP COM 03738910 1711 40156 SH SHARED 02 39692 464 D AON CORP COM 03738910 4 100 SH SHARED 05 100 D AON CORP COM 03738910 1358 31872 SH SHARED 06 29342 2530 D AON CORP COM 03738910 8840 207470 SH SHARED 10 207470 D AON CORP COM 03738910 106 2500 SH SHARED 21 2500 D APACHE CORP COM 03741110 2055 25195 SH SHARED 6446 18749 D APACHE CORP COM 03741110 181772 2227876 SH SHARED 2225756 2120 D APACHE CORP COM 03741110 14459 177225 SH SHARED 01 126706 50519 D APACHE CORP COM 03741110 711 8716 SH SHR/OTHR 01 8716 D APACHE CORP COM 03741110 5924 72615 SH SHARED 02 64715 7900 D APACHE CORP COM 03741110 1639 20091 SH SHARED 04 20091 D APACHE CORP COM 03741110 13 170 SH SHARED 05 170 D APACHE CORP COM 03741110 12544 153750 SH SHARED 06 150430 3320 D APACHE CORP COM 03741110 334624 4101291 SH SHARED 10 4099351 1940 D APACHE CORP COM 03741110 11661 142932 SH SHARED 19 142932 D APACHE CORP COM 03741110 1442 17675 SH SHARED 20 3115 14560 D APACHE CORP COM 03741110 528 6480 SH SHARED 21 6480 D APACHE CORP COM 03741110 114 1400 SH SHR/OTHR 21 1400 D APACHE CORP COM 03741110 407 5000 SH SHARED 22 2500 2500 D APACHE CORP COM 03741110 101 1250 SH SHR/OTHR 22 1250 D APACHE CORP COM 03741110 1586 19440 SH SHARED 23 19240 200 D APACHE CORP COM 03741110 2650 32480 SH SHR/OTHR 23 32480 D APACHE CORP COM 03741110 1585 19430 SH SHARED 24 19430 D APARTMENT INVT & MGMT CO CL A 03748R10 1247 24750 SH SHARED 24750 D APARTMENT INVT & MGMT CO CL A 03748R10 17575 348573 SH SHARED 348573 D APARTMENT INVT & MGMT CO CL A 03748R10 1774 35200 SH SHARED 01 35200 D APARTMENT INVT & MGMT CO CL A 03748R10 889 17637 SH SHARED 02 16002 1635 D APARTMENT INVT & MGMT CO CL A 03748R10 1386 27500 SH SHARED 04 27500 D APARTMENT INVT & MGMT CO CL A 03748R10 3546 70348 SH SHARED 10 66248 4100 D APARTMENT INVT & MGMT CO CL A 03748R10 382638 7589014 SH SHARED 11 3093908 4495106 D APARTMENT INVT & MGMT CO CL A 03748R10 74 1481 SH SHARED 14 1481 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 88 1044 SH SHARED 1044 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 15 178 SH SHARED 02 178 D APEX BIOVENTURES ACQ CORP UNIT 99/99/9999 03753Q20 515 64014 SH SHARED 64014 D APOGEE ENTERPRISES INC COM 03759810 683 24561 SH SHARED 24561 D APOGEE ENTERPRISES INC COM 03759810 302 10860 SH SHARED 02 10860 D APOGEE ENTERPRISES INC COM 03759810 130 4700 SH SHARED 10 4700 D APOGEE TECHNOLOGY INC COM 03760F10 0 199 SH SHARED 199 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1154 1254000 PRN SHARED 1254000 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1843 2002000 PRN SHARED 02 2000000 2000 D APOLLO GROUP INC CL A 03760410 44110 754934 SH SHARED 754934 D APOLLO GROUP INC CL A 03760410 1157 19814 SH SHARED 01 19714 100 D APOLLO GROUP INC CL A 03760410 9327 159643 SH SHARED 02 155220 4423 D APOLLO GROUP INC CL A 03760410 876 15000 SH SHARED 04 15000 D APOLLO GROUP INC CL A 03760410 5 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 990 16950 SH SHARED 06 15600 1350 D APOLLO GROUP INC CL A 03760410 6431 110077 SH SHARED 10 110077 D APOLLO GROUP INC CL A 03760410 76 1313 SH SHARED 14 1313 D APOLLO INVT CORP COM 03761U10 4074 189315 SH SHARED 189315 D APOLLO INVT CORP COM 03761U10 200 9299 SH SHARED 01 9299 D APOLLO INVT CORP COM 03761U10 129 6000 SH SHARED 02 6000 D APOLLO INVT CORP COM 03761U10 44628 2073795 SH SHARED 10 2073795 D APOLLO INVT CORP COM 03761U10 165 7713 SH SHARED 20 7713 D APPALACHIAN BANCSHARES INC COM 03767510 2 122 SH SHARED 122 D APPLE INC COM 03783310 109 900 SH SHARED 900 D APPLE INC COM 03783310 335757 2751207 SH SHARED 2750607 600 D APPLE INC COM 03783310 30871 252959 SH SHARED 01 166229 86730 D APPLE INC COM 03783310 1653 13550 SH SHR/OTHR 01 13550 D APPLE INC COM 03783310 53708 440087 SH SHARED 02 382709 57378 D APPLE INC COM 03783310 40090 328500 SH SHARED 04 327000 1500 D APPLE INC COM 03783310 21649 177400 SH SHARED 05 177400 D APPLE INC COM 03783310 13335 109269 SH SHARED 06 99119 10150 D APPLE INC COM 03783310 196431 1609568 SH SHARED 10 1591803 17765 D APPLE INC COM 03783310 220 1805 SH SHR/OTHR 10 1805 D APPLE INC COM 03783310 1989 16301 SH SHARED 14 1500 14801 D APPLE INC COM 03783310 3051 25000 SH SHARED 15 25000 D APPLE INC COM 03783310 12 100 SH SHARED 19 100 D APPLE INC COM 03783310 2910 23845 SH SHARED 20 14705 9140 D APPLE INC COM 03783310 378 3100 SH SHR/OTHR 20 3100 D APPLE INC COM 03783310 240 1974 SH SHARED 21 1974 D APPLE INC COM 03783310 360 2950 SH SHR/OTHR 21 2950 D APPLE INC COM 03783310 1296 10622 SH SHARED 22 9087 1535 D APPLE INC COM 03783310 199 1631 SH SHR/OTHR 22 1631 D APPLE INC COM 03783310 3458 28343 SH SHARED 23 26518 1825 D APPLE INC COM 03783310 3414 27980 SH SHR/OTHR 23 27980 D APPLE INC COM 03783310 158 1300 SH SHARED 24 1300 D APPLEBEES INTL INC COM 03789910 1691 70185 SH SHARED 70185 D APPLEBEES INTL INC COM 03789910 619 25687 SH SHARED 01 4387 21300 D APPLEBEES INTL INC COM 03789910 250 10413 SH SHARED 02 10413 D APPLEBEES INTL INC COM 03789910 2506 104000 SH SHARED 06 104000 D APPLEBEES INTL INC COM 03789910 1509 62625 SH SHARED 10 62625 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 13075 12500000 PRN SHARED 02 12500000 D APRIA HEALTHCARE GROUP INC COM 03793310 7618 264799 SH SHARED 264799 D APRIA HEALTHCARE GROUP INC COM 03793310 1898 66000 SH SHARED 01 52100 13900 D APRIA HEALTHCARE GROUP INC COM 03793310 1150 40000 SH SHR/OTHR 01 40000 D APRIA HEALTHCARE GROUP INC COM 03793310 127 4421 SH SHARED 02 4421 D APRIA HEALTHCARE GROUP INC COM 03793310 9505 330400 SH SHARED 10 330400 D APPLERA CORP COM AP BIO GRP 03802010 43673 1430047 SH SHARED 1430047 D APPLERA CORP COM AP BIO GRP 03802010 745 24420 SH SHARED 01 24420 D APPLERA CORP COM AP BIO GRP 03802010 3753 122909 SH SHARED 02 122409 500 D APPLERA CORP COM AP BIO GRP 03802010 985 32270 SH SHARED 06 29900 2370 D APPLERA CORP COM AP BIO GRP 03802010 3425 112164 SH SHARED 10 112164 D APPLERA CORP COM AP BIO GRP 03802010 82 2700 SH SHARED 14 2700 D APPLERA CORP COM CELERA GRP 03802020 4138 333713 SH SHARED 333713 D APPLERA CORP COM CELERA GRP 03802020 138 11154 SH SHARED 01 5000 6154 D APPLERA CORP COM CELERA GRP 03802020 593 47858 SH SHARED 10 47858 D APPLIANCE RECYCLING CTRS AME COM NEW 03814F20 0 81 SH SHARED 81 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 2 1699 SH SHARED 1699 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 0 357 SH SHARED 02 7 350 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 673 22843 SH SHARED 22843 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 128 4366 SH SHARED 02 4366 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 280 9500 SH SHARED 10 9500 D APPLIED MICRO CIRCUITS CORP COM 03822W10 18576 7430437 SH SHARED 7430437 D APPLIED MICRO CIRCUITS CORP COM 03822W10 269 107880 SH SHARED 02 107880 D APPLIED MICRO CIRCUITS CORP COM 03822W10 224 89700 SH SHARED 10 89700 D APPLIED MATLS INC COM 03822210 133148 6700958 SH SHARED 6696458 4500 D APPLIED MATLS INC COM 03822210 6410 322616 SH SHARED 01 246351 76265 D APPLIED MATLS INC COM 03822210 1115 56132 SH SHR/OTHR 01 56132 D APPLIED MATLS INC COM 03822210 8472 426417 SH SHARED 02 390825 35592 D APPLIED MATLS INC COM 03822210 1053 53000 SH SHARED 04 53000 D APPLIED MATLS INC COM 03822210 12 620 SH SHARED 05 620 D APPLIED MATLS INC COM 03822210 5041 253720 SH SHARED 06 238730 14990 D APPLIED MATLS INC COM 03822210 35353 1779221 SH SHARED 10 1671265 107956 D APPLIED MATLS INC COM 03822210 1520 76507 SH SHARED 14 76507 D APPLIED MATLS INC COM 03822210 4570 230000 SH SHARED 15 230000 D APPLIED MATLS INC COM 03822210 108 5450 SH SHARED 19 5450 D APPLIED MATLS INC COM 03822210 719 36215 SH SHARED 20 11570 24645 D APPLIED MATLS INC COM 03822210 627 31600 SH SHR/OTHR 20 31600 D APPLIED MATLS INC COM 03822210 439 22128 SH SHARED 21 22128 D APPLIED MATLS INC COM 03822210 257 12980 SH SHARED 22 7700 5280 D APPLIED MATLS INC COM 03822210 2092 105300 SH SHARED 23 103300 2000 D APPLIED MATLS INC COM 03822210 734 36955 SH SHR/OTHR 23 36955 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 6 393 SH SHARED 393 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 0 1 SH SHARED 02 1 D APPLIX INC COM 03831610 211 12839 SH SHARED 12839 D APPLIX INC COM 03831610 0 1 SH SHARED 02 1 D APTIMUS INC COM 03833V10 0 130 SH SHARED 130 D APTARGROUP INC COM 03833610 2034 57227 SH SHARED 57227 D APTARGROUP INC COM 03833610 181 5097 SH SHARED 02 5097 D APTARGROUP INC COM 03833610 1000 28134 SH SHARED 10 28134 D AQUA AMERICA INC COM 03836W10 41149 1829682 SH SHARED 1829682 D AQUA AMERICA INC COM 03836W10 921 40956 SH SHARED 01 790 40166 D AQUA AMERICA INC COM 03836W10 3579 159141 SH SHARED 02 89426 69715 D AQUA AMERICA INC COM 03836W10 12369 550000 SH SHARED 04 550000 D AQUA AMERICA INC COM 03836W10 14843 660000 SH SHARED 05 660000 D AQUA AMERICA INC COM 03836W10 85 3800 SH SHARED 06 3000 800 D AQUA AMERICA INC COM 03836W10 164 7300 SH SHARED 10 7300 D AQUA AMERICA INC COM 03836W10 149 6666 SH SHARED 22 6666 D AQUA AMERICA INC COM 03836W10 11 500 SH SHARED 23 500 D AQUANTIVE INC NOTE 2.250% 8/1 03839GAB 84486 17200000 PRN SHARED 02 17200000 D AQUANTIVE INC COM 03839G10 52057 815941 SH SHARED 815941 D AQUANTIVE INC COM 03839G10 236 3700 SH SHARED 01 3700 D AQUANTIVE INC COM 03839G10 11712 183582 SH SHARED 02 183582 D AQUANTIVE INC COM 03839G10 19778 310000 SH SHARED 04 310000 D AQUANTIVE INC COM 03839G10 14080 220700 SH SHARED 10 220700 D AQUILA INC COM 03840P10 11994 2932542 SH SHARED 2932542 D AQUILA INC COM 03840P10 480 117420 SH SHARED 01 6020 111400 D AQUILA INC COM 03840P10 203 49659 SH SHARED 02 39009 10650 D AQUILA INC COM 03840P10 569 139200 SH SHARED 10 139200 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 14579 220100 SH SHARED 220100 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 8605 129912 SH SHARED 01 129912 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 13 200 SH SHARED 02 200 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 69717 1052500 SH SHARED 04 1052500 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 1164 17580 SH SHARED 06 17580 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 24031 362800 SH SHARED 10 362800 D ARBINET THEXCHANGE INC COM 03875P10 1289 213850 SH SHARED 213850 D ARBINET THEXCHANGE INC COM 03875P10 0 2 SH SHARED 02 2 D ARBITRON INC COM 03875Q10 2768 53732 SH SHARED 53732 D ARBITRON INC COM 03875Q10 48 939 SH SHARED 01 939 D ARBITRON INC COM 03875Q10 148 2889 SH SHARED 02 139 2750 D ARBITRON INC COM 03875Q10 237 4606 SH SHARED 10 4606 D ARBOR RLTY TR INC COM 03892310 1637 63439 SH SHARED 63439 D ARBOR RLTY TR INC COM 03892310 0 12 SH SHARED 02 12 D ARBOR RLTY TR INC COM 03892310 15 600 SH SHARED 10 600 D ARCADIA RES INC COM 03920910 2 1693 SH SHARED 1693 D ARCADIA RES INC COM 03920910 0 5 SH SHARED 02 5 D ARCELOR MITTAL NY REG SH CL A 03937E10 4596 73656 SH SHARED 73656 D ARCELOR MITTAL NY REG SH CL A 03937E10 2 35 SH SHARED 01 35 D ARCELOR MITTAL NY REG SH CL A 03937E10 308 4950 SH SHARED 02 4950 D ARCH CHEMICALS INC COM 03937R10 4768 135707 SH SHARED 135707 D ARCH CHEMICALS INC COM 03937R10 52 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 520 14800 SH SHARED 10 14800 D ARCH COAL INC COM 03938010 1 50 SH SHARED 50 D ARCH COAL INC COM 03938010 20949 602000 SH SHARED 602000 D ARCH COAL INC COM 03938010 1492 42900 SH SHARED 01 1300 41600 D ARCH COAL INC COM 03938010 912 26216 SH SHARED 02 25266 950 D ARCH COAL INC COM 03938010 10281 295450 SH SHARED 06 114000 181450 D ARCH COAL INC COM 03938010 5246 150750 SH SHARED 10 150750 D ARCH COAL INC COM 03938010 421 12100 SH SHARED 24 12100 D ARCHER DANIELS MIDLAND CO COM 03948310 1407 42550 SH SHARED 8917 33633 D ARCHER DANIELS MIDLAND CO COM 03948310 218777 6611596 SH SHARED 6607946 3650 D ARCHER DANIELS MIDLAND CO COM 03948310 8146 246183 SH SHARED 01 245663 520 D ARCHER DANIELS MIDLAND CO COM 03948310 301 9106 SH SHR/OTHR 01 9106 D ARCHER DANIELS MIDLAND CO COM 03948310 5152 155718 SH SHARED 02 152518 3200 D ARCHER DANIELS MIDLAND CO COM 03948310 793 23990 SH SHARED 04 23990 D ARCHER DANIELS MIDLAND CO COM 03948310 151628 4582300 SH SHARED 04 4582300 D ARCHER DANIELS MIDLAND CO COM 03948310 39717 1200294 SH SHARED 05 1200294 D ARCHER DANIELS MIDLAND CO COM 03948310 29121 880066 SH SHARED 06 593236 286830 D ARCHER DANIELS MIDLAND CO COM 03948310 29033 877410 SH SHARED 10 877410 D ARCHER DANIELS MIDLAND CO COM 03948310 1165 35214 SH SHARED 14 24000 11214 D ARCHER DANIELS MIDLAND CO COM 03948310 6542 197708 SH SHARED 19 197708 D ARCHER DANIELS MIDLAND CO COM 03948310 16 500 SH SHARED 23 500 D ARCHER DANIELS MIDLAND CO COM 03948310 243 7358 SH SHR/OTHR 23 7358 D ARCHSTONE SMITH TR COM 03958310 484 8200 SH SHARED 8200 D ARCHSTONE SMITH TR COM 03958310 127101 2150245 SH SHARED 2150245 D ARCHSTONE SMITH TR COM 03958310 1546 26157 SH SHARED 01 26132 25 D ARCHSTONE SMITH TR COM 03958310 5183 87698 SH SHARED 02 82311 5387 D ARCHSTONE SMITH TR COM 03958310 591 10000 SH SHARED 04 10000 D ARCHSTONE SMITH TR COM 03958310 35513 600800 SH SHARED 10 600800 D ARCHSTONE SMITH TR COM 03958310 194619 3292498 SH SHARED 11 1620227 1672271 D ARCHSTONE SMITH TR COM 03958310 73 1250 SH SHR/OTHR 20 1250 D ARCHSTONE SMITH TR COM 03958310 76 1300 SH SHR/OTHR 23 1300 D ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC 2519 2406000 PRN SHARED 02 2406000 D ARCTIC CAT INC COM 03967010 7107 358978 SH SHARED 358978 D ARCTIC CAT INC COM 03967010 41 2100 SH SHARED 01 2100 D ARCTIC CAT INC COM 03967010 104 5291 SH SHARED 02 5291 D ARDEN GROUP INC CL A 03976210 70 520 SH SHARED 520 D ARENA PHARMACEUTICALS INC COM 04004710 563 51273 SH SHARED 51273 D ARENA PHARMACEUTICALS INC COM 04004710 8940 813500 SH SHARED 04 813500 D ARENA PHARMACEUTICALS INC COM 04004710 22 2076 SH SHARED 06 2076 D ARENA PHARMACEUTICALS INC COM 04004710 1035 94200 SH SHARED 10 94200 D ARENA PHARMACEUTICALS INC COM 04004710 27 2500 SH SHARED 14 2500 D ARENA RESOURCES INC COM 04004910 14446 248613 SH SHARED 248613 D ARENA RESOURCES INC COM 04004910 104 1800 SH SHARED 01 1800 D ARENA RESOURCES INC COM 04004910 4 74 SH SHARED 02 74 D ARENA RESOURCES INC COM 04004910 10849 186700 SH SHARED 10 186700 D ARENA RESOURCES INC COM 04004910 87 1500 SH SHARED 21 1500 D ARES CAP CORP COM 04010L10 32669 1938866 SH SHARED 1938866 D ARES CAP CORP COM 04010L10 1081 64207 SH SHARED 10 64207 D ARGON ST INC COM 04014910 3865 166539 SH SHARED 166539 D ARGON ST INC COM 04014910 4637 199800 SH SHARED 10 199800 D ARGONAUT GROUP INC COM 04015710 1008 32299 SH SHARED 32299 D ARGONAUT GROUP INC COM 04015710 658 21100 SH SHARED 01 21100 D ARGONAUT GROUP INC COM 04015710 21513 689300 SH SHARED 10 689300 D ARIAD PHARMACEUTICALS INC COM 04033A10 334 60859 SH SHARED 60859 D ARIAD PHARMACEUTICALS INC COM 04033A10 104 19000 SH SHARED 10 19000 D ARIBA INC COM NEW 04033V20 10663 1076066 SH SHARED 1076066 D ARIBA INC COM NEW 04033V20 61 6200 SH SHARED 01 6200 D ARIBA INC COM NEW 04033V20 1654 167000 SH SHARED 02 165000 2000 D ARIBA INC COM NEW 04033V20 406 41000 SH SHARED 04 41000 D ARIBA INC COM NEW 04033V20 201 20300 SH SHARED 10 20300 D ARISTOTLE CORP COM NEW 04044820 0 27 SH SHARED 27 D ARIZONA LD INCOME CORP CL A 04051510 0 39 SH SHARED 39 D ARIZONA STAR RESOURCE CORP COM 04059G10 7 700 SH SHARED 700 D ARK RESTAURANTS CORP COM 04071210 1 43 SH SHARED 43 D ARKANSAS BEST CORP DEL COM 04079010 79346 2036088 SH SHARED 2036088 D ARKANSAS BEST CORP DEL COM 04079010 681 17500 SH SHARED 01 17500 D ARKANSAS BEST CORP DEL COM 04079010 1 40 SH SHARED 02 40 D ARKANSAS BEST CORP DEL COM 04079010 354 9100 SH SHARED 10 9100 D ARKANSAS BEST CORP DEL COM 04079010 33 851 SH SHARED 21 851 D ARM HLDGS PLC SPONSORED ADR 04206810 2187 250000 SH SHARED 250000 D ARMOR HOLDINGS INC COM 04226010 26447 304444 SH SHARED 304444 D ARMOR HOLDINGS INC COM 04226010 182 2100 SH SHARED 01 2100 D ARMOR HOLDINGS INC COM 04226010 5302 61044 SH SHARED 02 61044 D ARMOR HOLDINGS INC COM 04226010 547 6303 SH SHARED 04 6303 D ARMOR HOLDINGS INC COM 04226010 17000 195700 SH SHARED 10 195700 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 775 15466 SH SHARED 15466 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 20956 417871 SH SHARED 02 417871 D AROTECH CORP COM NEW 04268220 1 302 SH SHARED 302 D AROTECH CORP COM NEW 04268220 0 1 SH SHARED 02 1 D ARQULE INC COM 04269E10 397 56344 SH SHARED 56344 D ARQULE INC COM 04269E10 15 2231 SH SHARED 02 2231 D ARRIS GROUP INC COM 04269Q10 4218 239796 SH SHARED 239796 D ARRIS GROUP INC COM 04269Q10 390 22200 SH SHARED 01 22200 D ARRIS GROUP INC COM 04269Q10 274 15600 SH SHARED 02 15600 D ARRIS GROUP INC COM 04269Q10 27002 1535100 SH SHARED 10 1535100 D ARRIS GROUP INC COM 04269Q10 61 3500 SH SHARED 21 3500 D ARRAY BIOPHARMA INC COM 04269X10 272 23330 SH SHARED 23330 D ARRAY BIOPHARMA INC COM 04269X10 1 93 SH SHARED 02 93 D ARRAY BIOPHARMA INC COM 04269X10 2660 228000 SH SHARED 04 228000 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 0 59 SH SHARED 59 D ARROW ELECTRS INC COM 04273510 3350 87184 SH SHARED 87184 D ARROW ELECTRS INC COM 04273510 2067 53800 SH SHARED 01 17100 36700 D ARROW ELECTRS INC COM 04273510 668 17387 SH SHARED 02 17387 D ARROW ELECTRS INC COM 04273510 155 4050 SH SHARED 06 3350 700 D ARROW ELECTRS INC COM 04273510 2125 55311 SH SHARED 10 55311 D ARROW ELECTRS INC COM 04273510 322 8392 SH SHARED 14 8392 D ARROW FINL CORP COM 04274410 5 249 SH SHARED 249 D ARROW INTL INC COM 04276410 600 15691 SH SHARED 15691 D ARROW INTL INC COM 04276410 3 87 SH SHARED 02 87 D ARROWHEAD RESH CORP COM 04279710 304 60571 SH SHARED 60571 D ARROWHEAD RESH CORP COM 04279710 11 2382 SH SHARED 02 2382 D ART TECHNOLOGY GROUP INC COM 04289L10 372 140092 SH SHARED 140092 D ARTES MEDICAL INC COM 04301Q10 0 122 SH SHARED 122 D ARTESIAN RESOURCES CORP CL A 04311320 2 140 SH SHARED 140 D ARTHROCARE CORP COM 04313610 3315 75504 SH SHARED 75504 D ARTHROCARE CORP COM 04313610 180 4100 SH SHARED 01 4100 D ARTHROCARE CORP COM 04313610 5273 120100 SH SHARED 10 120100 D ARTS WAY MFG INC COM 04316810 0 30 SH SHARED 30 D ARUBA NETWORKS INC COM 04317610 4398 218849 SH SHARED 218849 D ARUBA NETWORKS INC COM 04317610 10 544 SH SHARED 02 544 D ARUBA NETWORKS INC COM 04317610 201 10000 SH SHARED 04 10000 D ARVINMERITOR INC COM 04335310 7147 321962 SH SHARED 321962 D ARVINMERITOR INC COM 04335310 455 20500 SH SHARED 01 20500 D ARVINMERITOR INC COM 04335310 738 33257 SH SHARED 02 33257 D ARVINMERITOR INC COM 04335310 1189 53600 SH SHARED 10 53600 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 10981 440144 SH SHARED 440144 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 39 1600 SH SHARED 01 1600 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 24 1001 SH SHARED 02 1001 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 1110 44500 SH SHARED 10 44500 D ASCENDIA BRANDS INC COM 04350910 0 497 SH SHARED 497 D ASCENT SOLAR TECHNOLOGIES IN COM 04363510 0 82 SH SHARED 82 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 5578 474362 SH SHARED 474362 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 136 11600 SH SHARED 01 11600 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 72 6141 SH SHARED 02 6141 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 15713 1336200 SH SHARED 10 1336200 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 62026 5274350 SH SHARED 11 80600 5193750 D ASHLAND INC NEW COM 04420910 48292 755162 SH SHARED 755162 D ASHLAND INC NEW COM 04420910 837 13090 SH SHARED 01 13090 D ASHLAND INC NEW COM 04420910 1635 25577 SH SHARED 02 22387 3190 D ASHLAND INC NEW COM 04420910 40 638 SH SHARED 04 638 D ASHLAND INC NEW COM 04420910 1099 17200 SH SHARED 04 17200 D ASHLAND INC NEW COM 04420910 322 5050 SH SHARED 06 5050 D ASHLAND INC NEW COM 04420910 11329 177164 SH SHARED 10 177164 D ASHLAND INC NEW COM 04420910 318 4988 SH SHARED 14 4988 D ASIA PAC FD INC COM 04490110 2 85 SH SHARED 85 D ASIA PAC FD INC COM 04490110 379 15000 SH SHR/OTHR 23 15000 D ASHWORTH INC COM 04516H10 2078 296939 SH SHARED 296939 D ASHWORTH INC COM 04516H10 0 1 SH SHARED 02 1 D ASIAINFO HLDGS INC COM 04518A10 674 69579 SH SHARED 69579 D ASIAINFO HLDGS INC COM 04518A10 21 2166 SH SHARED 02 2166 D ASPECT MED SYS INC COM 04523510 1140 76259 SH SHARED 76259 D ASPECT MED SYS INC COM 04523510 1 100 SH SHARED 02 100 D ASPECT MED SYS INC COM 04523510 36 2436 SH SHARED 10 2436 D ASPEN TECHNOLOGY INC COM 04532710 2557 182711 SH SHARED 182711 D ASPEN TECHNOLOGY INC COM 04532710 317 22700 SH SHARED 01 22700 D ASPEN TECHNOLOGY INC COM 04532710 1385 98944 SH SHARED 02 98944 D ASPEN TECHNOLOGY INC COM 04532710 2170 155000 SH SHARED 10 155000 D ASPREVA PHARMACEUTICALS CORP COM 04538T10 775 44829 SH SHARED 44829 D ASPYRA INC COM 04538V10 0 146 SH SHARED 146 D ASSET ACCEP CAP CORP COM 04543P10 2801 158290 SH SHARED 158290 D ASSET ACCEP CAP CORP COM 04543P10 21 1200 SH SHARED 01 1200 D ASSET ACCEP CAP CORP COM 04543P10 118 6707 SH SHARED 02 6707 D ASSET ACCEP CAP CORP COM 04543P10 452 25588 SH SHARED 10 25588 D ASSET ACCEP CAP CORP COM 04543P10 21 1200 SH SHARED 21 1200 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 11148 1046822 SH SHARED 1046822 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 43 4114 SH SHARED 02 4114 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 156 14700 SH SHARED 10 14700 D ASSOCIATED BANC CORP COM 04548710 9684 296171 SH SHARED 296171 D ASSOCIATED BANC CORP COM 04548710 1239 37907 SH SHARED 01 2310 35597 D ASSOCIATED BANC CORP COM 04548710 1243 38036 SH SHARED 02 38036 D ASSOCIATED BANC CORP COM 04548710 131 4010 SH SHARED 06 2900 1110 D ASSOCIATED BANC CORP COM 04548710 202 6200 SH SHARED 10 6200 D ASSOCIATED ESTATES RLTY CORP COM 04560410 175 11276 SH SHARED 11276 D ASSOCIATED ESTATES RLTY CORP COM 04560410 18 1176 SH SHARED 02 1176 D ASSURANT INC COM 04621X10 59 1017 SH SHARED 1017 D ASSURANT INC COM 04621X10 30800 522744 SH SHARED 522744 D ASSURANT INC COM 04621X10 801 13600 SH SHARED 01 13600 D ASSURANT INC COM 04621X10 1571 26673 SH SHARED 02 18637 8036 D ASSURANT INC COM 04621X10 436 7400 SH SHARED 06 7400 D ASSURANT INC COM 04621X10 9000 152757 SH SHARED 10 152357 400 D ASTEA INTL INC COM NEW 04622E20 0 56 SH SHARED 56 D ASTA FDG INC COM 04622010 899 23401 SH SHARED 23401 D ASTA FDG INC COM 04622010 111 2900 SH SHARED 01 2900 D ASTA FDG INC COM 04622010 20756 540100 SH SHARED 10 540100 D ASTA FDG INC COM 04622010 54 1428 SH SHARED 21 1428 D ASTEC INDS INC COM 04622410 676 16014 SH SHARED 16014 D ASTEC INDS INC COM 04622410 151 3600 SH SHARED 01 3600 D ASTEC INDS INC COM 04622410 2 62 SH SHARED 02 62 D ASTEC INDS INC COM 04622410 156 3700 SH SHARED 10 3700 D ASTORIA FINL CORP COM 04626510 6777 270650 SH SHARED 270650 D ASTORIA FINL CORP COM 04626510 832 33250 SH SHARED 01 1800 31450 D ASTORIA FINL CORP COM 04626510 338 13507 SH SHARED 02 10442 3065 D ASTORIA FINL CORP COM 04626510 744 29750 SH SHARED 10 29750 D ASTRAZENECA PLC SPONSORED ADR 04635310 316023 5909187 SH SHARED 5909187 D ASTRAZENECA PLC SPONSORED ADR 04635310 21 400 SH SHARED 01 400 D ASTRAZENECA PLC SPONSORED ADR 04635310 479 8968 SH SHARED 02 8868 100 D ASTRO-MED INC NEW COM 04638F10 1 124 SH SHARED 124 D ASTRONICS CORP COM 04643310 5 189 SH SHARED 189 D ASYST TECHNOLOGY CORP COM 04648X10 942 130368 SH SHARED 130368 D ASYST TECHNOLOGY CORP COM 04648X10 93 13000 SH SHARED 01 13000 D ASYST TECHNOLOGY CORP COM 04648X10 1629 225400 SH SHARED 10 225400 D ATARI INC COM NEW 04651M20 1668 595731 SH SHARED 595731 D ATHEROS COMMUNICATIONS INC COM 04743P10 14365 465823 SH SHARED 465823 D ATHEROS COMMUNICATIONS INC COM 04743P10 257 8350 SH SHARED 01 8100 250 D ATHEROS COMMUNICATIONS INC COM 04743P10 101 3300 SH SHARED 02 3300 D ATHEROS COMMUNICATIONS INC COM 04743P10 740 24000 SH SHARED 04 24000 D ATHEROS COMMUNICATIONS INC COM 04743P10 8935 289750 SH SHARED 10 289750 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 4182 8713000 PRN SHARED 02 8713000 D ATHEROGENICS INC COM 04743910 1155 539811 SH SHARED 539811 D ATHEROGENICS INC COM 04743910 446 208832 SH SHARED 02 208832 D ATLANTIC AMERN CORP COM 04820910 0 158 SH SHARED 158 D ATLANTIC COAST FED CORP COM 04842510 2 138 SH SHARED 138 D ATLANTIC SOUTHERN FINL GRP I COM 04887710 3 99 SH SHARED 99 D ATLANTIC TELE NETWORK INC COM NEW 04907920 5515 192571 SH SHARED 192571 D ATLANTIC TELE NETWORK INC COM NEW 04907920 5 185 SH SHARED 02 185 D ATLANTIC TELE NETWORK INC COM NEW 04907920 5780 201825 SH SHARED 10 201825 D ATLANTIS PLASTICS INC COM 04915610 0 103 SH SHARED 103 D ATLANTIS PLASTICS INC COM 04915610 0 12 SH SHARED 02 12 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 7619 129283 SH SHARED 129283 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 778 13200 SH SHARED 01 13200 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 233 3963 SH SHARED 02 3633 330 D ATLAS AIR 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AVANEX CORP COM 05348W10 29 16500 SH SHARED 01 16500 D AVANEX CORP COM 05348W10 0 253 SH SHARED 02 253 D AVALONBAY CMNTYS INC COM 05348410 2318 19500 SH SHARED 19500 D AVALONBAY CMNTYS INC COM 05348410 42728 359428 SH SHARED 359428 D AVALONBAY CMNTYS INC COM 05348410 6324 53200 SH SHARED 01 52800 400 D AVALONBAY CMNTYS INC COM 05348410 1642 13818 SH SHARED 02 12233 1585 D AVALONBAY CMNTYS INC COM 05348410 2615 22000 SH SHARED 04 22000 D AVALONBAY CMNTYS INC COM 05348410 130 1100 SH SHARED 06 1100 D AVALONBAY CMNTYS INC COM 05348410 15561 130900 SH SHARED 10 128000 2900 D AVALONBAY CMNTYS INC COM 05348410 548130 4610785 SH SHARED 11 2523458 2087327 D AVALONBAY CMNTYS INC COM 05348410 95 800 SH SHR/OTHR 23 800 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 1 1867 SH SHARED 1867 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 0 8 SH SHARED 02 8 D AVATAR HLDGS INC COM 05349410 2805 36457 SH SHARED 36457 D AVATAR HLDGS INC COM 05349410 246 3209 SH SHARED 02 3209 D AVATAR HLDGS INC COM 05349410 230 3000 SH SHARED 10 3000 D AVAYA INC COM 05349910 154398 9168561 SH SHARED 9168561 D AVAYA INC COM 05349910 905 53783 SH SHARED 01 53750 33 D AVAYA INC COM 05349910 12 724 SH SHR/OTHR 01 724 D AVAYA INC COM 05349910 17633 1047110 SH SHARED 02 1047053 57 D AVAYA INC COM 05349910 760 45170 SH SHARED 06 40950 4220 D AVAYA INC COM 05349910 3294 195647 SH SHARED 10 195647 D AVAYA INC COM 05349910 419 24892 SH SHARED 14 24892 D AVENTINE RENEWABLE ENERGY COM 05356X40 678 40000 SH SHARED 40000 D AVENTINE RENEWABLE ENERGY COM 05356X40 1730 101989 SH SHARED 101989 D AVENTINE RENEWABLE ENERGY COM 05356X40 4 238 SH SHARED 02 238 D AVENTINE RENEWABLE ENERGY COM 05356X40 778 45875 SH SHARED 10 45875 D AVERY DENNISON CORP COM 05361110 15347 230853 SH SHARED 230853 D AVERY DENNISON CORP COM 05361110 2405 36177 SH SHARED 01 15792 20385 D AVERY DENNISON CORP COM 05361110 271 4081 SH SHR/OTHR 01 4081 D AVERY DENNISON CORP COM 05361110 893 13440 SH SHARED 02 11340 2100 D AVERY DENNISON CORP COM 05361110 710 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AVNET INC COM 05380710 689 17394 SH SHARED 02 17394 D AVNET INC COM 05380710 253 6400 SH SHARED 06 4800 1600 D AVNET INC COM 05380710 1482 37394 SH SHARED 10 37394 D AVNET INC COM 05380710 340 8596 SH SHARED 14 8596 D AVNET INC COM 05380710 233 5900 SH SHARED 21 5900 D AVIZA TECHNOLOGY INC COM 05381A10 3 550 SH SHARED 550 D AVOCENT CORP COM 05389310 1998 68907 SH SHARED 68907 D AVOCENT CORP COM 05389310 782 26970 SH SHARED 01 12700 14270 D AVOCENT CORP COM 05389310 147 5100 SH SHARED 02 5100 D AVOCENT CORP COM 05389310 527 18200 SH SHARED 10 18200 D AVON PRODS INC COM 05430310 8 225 SH SHARED 225 D AVON PRODS INC COM 05430310 41082 1117887 SH SHARED 1117887 D AVON PRODS INC COM 05430310 4854 132085 SH SHARED 01 68238 63847 D AVON PRODS INC COM 05430310 477 13000 SH SHR/OTHR 01 13000 D AVON PRODS INC COM 05430310 12556 341677 SH SHARED 02 270479 71198 D AVON PRODS INC COM 05430310 62653 1704850 SH SHARED 04 1704850 D AVON PRODS INC COM 05430310 8 220 SH SHARED 05 220 D AVON PRODS INC COM 05430310 4102 111640 SH SHARED 06 107500 4140 D AVON PRODS INC COM 05430310 11477 312308 SH SHARED 10 310108 2200 D AVON PRODS INC COM 05430310 88 2400 SH SHARED 14 2400 D AVON PRODS INC COM 05430310 6 170 SH SHARED 19 170 D AVON PRODS INC COM 05430310 121 3300 SH SHARED 20 400 2900 D AVON PRODS INC COM 05430310 183 5000 SH SHR/OTHR 20 5000 D AVON PRODS INC COM 05430310 441 12000 SH SHARED 21 12000 D AVON PRODS INC COM 05430310 66 1800 SH SHARED 22 1800 D AVON PRODS INC COM 05430310 298 8120 SH SHARED 23 8120 D AVON PRODS INC COM 05430310 1359 37000 SH SHR/OTHR 23 37000 D AWARE INC MASS COM 05453N10 2 484 SH SHARED 484 D AWARE INC MASS COM 05453N10 0 2 SH SHARED 02 2 D AXA SPONSORED ADR 05453610 2345 54500 SH SHARED 54500 D AXA SPONSORED ADR 05453610 22 530 SH SHARED 02 450 80 D AXCELIS TECHNOLOGIES INC COM 05454010 24848 3828700 SH SHARED 3828700 D AXCELIS TECHNOLOGIES INC COM 05454010 19 3066 SH SHARED 01 3066 D AXCELIS TECHNOLOGIES INC COM 05454010 158 24400 SH SHARED 10 24400 D AXCELIS TECHNOLOGIES INC COM 05454010 18 2828 SH SHARED 23 2828 D AXESSTEL INC COM 05459T10 0 404 SH SHARED 404 D AXESSTEL INC COM 05459T10 14 10534 SH SHARED 02 10534 D AXSYS TECHNOLOGIES INC COM 05461510 4 219 SH SHARED 219 D AXSYS TECHNOLOGIES INC COM 05461510 0 1 SH SHARED 02 1 D AXCAN PHARMA INC COM 05492310 1352 69978 SH SHARED 69978 D AXCAN PHARMA INC COM 05492310 32 1700 SH SHARED 02 1700 D BB&T CORP COM 05493710 29148 716530 SH SHARED 716530 D BB&T CORP COM 05493710 2215 54463 SH SHARED 01 54463 D BB&T CORP COM 05493710 7660 188307 SH SHARED 02 161614 26693 D BB&T CORP COM 05493710 10 260 SH SHARED 05 260 D BB&T CORP COM 05493710 2333 57360 SH SHARED 06 52400 4960 D BB&T CORP COM 05493710 13478 331324 SH SHARED 10 331324 D BB&T CORP COM 05493710 386 9500 SH SHARED 14 9500 D BB&T CORP COM 05493710 209 5141 SH SHARED 20 5141 D BB&T CORP COM 05493710 65 1600 SH SHR/OTHR 22 1600 D BB&T CORP COM 05493710 126 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 981 74350 SH SHARED 74350 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 14 700 SH SHARED 02 700 D B A S F A G SPONSORED ADR 05526250 17750 135800 SH SHARED 135800 D BCB BANCORP INC COM 05529810 2 126 SH SHARED 126 D BCB BANCORP INC COM 05529810 31 1903 SH SHARED 02 1903 D BCE INC COM NEW 05534B76 263272 6966736 SH SHARED 6966736 D BCE INC COM NEW 05534B76 261 6922 SH SHARED 01 6722 200 D BCE INC COM NEW 05534B76 257 6801 SH SHARED 02 6801 D BCE INC COM NEW 05534B76 7 201 SH SHARED 05 201 D BCE INC COM NEW 05534B76 98 2601 SH SHARED 06 1138 1463 D BCE INC COM NEW 05534B76 447 11849 SH SHARED 10 11849 D BCE INC COM NEW 05534B76 590 15639 SH SHARED 14 15639 D BFC FINL CORP CL A 05538420 131 33736 SH SHARED 33736 D BG PLC ADR FIN INST N 05543420 4993 61050 SH SHARED 61050 D BG PLC ADR FIN INST N 05543420 705 8625 SH SHR/OTHR 01 8625 D BG PLC ADR FIN INST N 05543420 102 1254 SH SHARED 23 1254 D BHP BILLITON PLC SPONSORED ADR 05545E20 11 200 SH SHARED 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COM 05548210 5520 194114 SH SHARED 10 194114 D BJ SVCS CO COM 05548210 282 9950 SH SHARED 14 9950 D BJ SVCS CO COM 05548210 5 180 SH SHARED 20 180 D BJ SVCS CO COM 05548210 223 7845 SH SHARED 21 7845 D BJ SVCS CO COM 05548210 51 1800 SH SHARED 22 200 1600 D BJ SVCS CO COM 05548210 28 1000 SH SHR/OTHR 22 1000 D BJ SVCS CO COM 05548210 34 1225 SH SHARED 23 1225 D BJ SVCS CO COM 05548210 56 2000 SH SHR/OTHR 23 2000 D BOK FINL CORP COM NEW 05561Q20 57 1076 SH SHARED 1076 D BOK FINL CORP COM NEW 05561Q20 237 4442 SH SHARED 02 4442 D BP PLC SPONSORED ADR 05562210 43 600 SH SHR/OTHR 600 D BP PLC SPONSORED ADR 05562210 126839 1758244 SH SHARED 1758244 D BP PLC SPONSORED ADR 05562210 11514 159610 SH SHARED 01 74710 84900 D BP PLC SPONSORED ADR 05562210 8344 115669 SH SHR/OTHR 01 115669 D BP PLC SPONSORED ADR 05562210 4182 57978 SH SHARED 02 57978 D BP PLC SPONSORED ADR 05562210 23704 328592 SH SHARED 06 11891 316701 D BP PLC SPONSORED ADR 05562210 2984 41377 SH SHARED 10 32727 8650 D BP PLC SPONSORED ADR 05562210 343 4764 SH SHR/OTHR 10 4764 D BP PLC SPONSORED ADR 05562210 4040 56004 SH SHARED 20 14896 41108 D BP PLC SPONSORED ADR 05562210 1947 27003 SH SHR/OTHR 20 27003 D BP PLC SPONSORED ADR 05562210 6155 85323 SH SHARED 21 85323 D BP PLC SPONSORED ADR 05562210 298 4132 SH SHR/OTHR 21 4132 D BP PLC SPONSORED ADR 05562210 325 4506 SH SHARED 22 3000 1506 D BP PLC SPONSORED ADR 05562210 421 5847 SH SHR/OTHR 22 5847 D BP PLC SPONSORED ADR 05562210 21062 291971 SH SHARED 23 290119 1852 D BP PLC SPONSORED ADR 05562210 23119 320482 SH SHR/OTHR 23 320482 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 4032 55839 SH SHARED 55839 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 158 2200 SH SHARED 01 2200 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 7142 98900 SH SHARED 10 98900 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 46 640 SH SHR/OTHR 23 640 D BPZ ENERGY INC COM 05563910 1181 211740 SH SHARED 211740 D BPZ ENERGY INC COM 05563910 17 3091 SH SHARED 02 3091 D BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH 1807 1750000 PRN SHARED 1750000 D BRE PROPERTIES INC CL A 05564E10 551 9300 SH SHARED 9300 D BRE PROPERTIES INC CL A 05564E10 8953 151007 SH SHARED 151007 D BRE PROPERTIES INC CL A 05564E10 1758 29657 SH SHARED 02 29522 135 D BRE PROPERTIES INC CL A 05564E10 154 2600 SH SHARED 10 2600 D BRE PROPERTIES INC CL A 05564E10 139765 2357320 SH SHARED 11 1186370 1170950 D BRE PROPERTIES INC CL A 05564E10 219 3700 SH SHR/OTHR 20 3700 D BRE PROPERTIES INC CL A 05564E10 41 700 SH SHR/OTHR 23 700 D BRT RLTY TR SH BEN INT NEW 05564530 89 3427 SH SHARED 3427 D BRT RLTY TR SH BEN INT NEW 05564530 65 2500 SH SHARED 01 2500 D BRT RLTY TR SH BEN INT NEW 05564530 12 479 SH SHARED 02 479 D BNC BANCORP COM 05566T10 2 159 SH SHARED 159 D BOFI HLDG INC COM 05566U10 1 142 SH SHARED 142 D BOFI HLDG INC COM 05566U10 31 4307 SH SHARED 02 4307 D BSD MED CORP DEL COM 05566210 1 258 SH SHARED 258 D BT GROUP PLC ADR 05577E10 63882 959486 SH SHARED 959486 D BT GROUP PLC ADR 05577E10 65 980 SH SHARED 02 350 630 D BMC SOFTWARE INC COM 05592110 21253 701428 SH SHARED 673928 27500 D BMC SOFTWARE INC COM 05592110 7322 241664 SH SHARED 01 231099 10565 D BMC SOFTWARE INC COM 05592110 1016 33540 SH SHARED 02 32524 1016 D BMC SOFTWARE INC COM 05592110 2 70 SH SHARED 05 70 D BMC SOFTWARE INC COM 05592110 1571 51860 SH SHARED 06 49050 2810 D BMC SOFTWARE INC COM 05592110 6128 202261 SH SHARED 10 185896 16365 D BMC SOFTWARE INC COM 05592110 130 4299 SH SHARED 14 4299 D BMC SOFTWARE INC COM 05592110 18 600 SH SHARED 20 600 D BMC SOFTWARE INC COM 05592110 13 440 SH SHR/OTHR 21 440 D BMC SOFTWARE INC COM 05592110 3 125 SH SHARED 22 125 D BPI ENERGY HOLDINGS INC COM 05593410 33 53000 SH SHARED 53000 D BPI ENERGY HOLDINGS INC COM 05593410 0 1 SH SHARED 02 1 D BNCCORP INC COM 05593610 1 75 SH SHARED 75 D BTU INTL INC COM 05603210 411 29823 SH SHARED 29823 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 93 39500 SH SHARED 39500 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 0 60 SH SHARED 02 60 D BABYUNIVERSE INC COM 05633210 0 75 SH SHARED 75 D BACK YD BURGERS INC COM 05635W10 0 93 SH SHARED 93 D BADGER METER INC COM 05652510 182 6457 SH SHARED 6457 D BADGER METER INC COM 05652510 2201 77900 SH SHARED 10 77900 D BAIDU COM INC SPON ADR REP A 05675210 77091 458932 SH SHARED 458932 D BAIDU COM INC SPON ADR REP A 05675210 20 120 SH SHARED 02 120 D BAIDU COM INC SPON ADR REP A 05675210 6618 39400 SH SHARED 10 39400 D BAKER MICHAEL CORP COM 05714910 130 3500 SH SHARED 3500 D BAKER MICHAEL CORP COM 05714910 18 493 SH SHARED 02 493 D BAKER HUGHES INC COM 05722410 63799 758341 SH SHARED 758341 D BAKER HUGHES INC COM 05722410 6375 75784 SH SHARED 01 73764 2020 D BAKER HUGHES INC COM 05722410 109 1300 SH SHR/OTHR 01 1300 D BAKER HUGHES INC COM 05722410 13873 164903 SH SHARED 02 163723 1180 D BAKER HUGHES INC COM 05722410 7255 86242 SH SHARED 04 86242 D BAKER HUGHES INC COM 05722410 11 140 SH SHARED 05 140 D BAKER HUGHES INC COM 05722410 47085 559676 SH SHARED 06 187676 372000 D BAKER HUGHES INC COM 05722410 110797 1316974 SH SHARED 10 1312474 4500 D BAKER HUGHES INC COM 05722410 3592 42700 SH SHARED 14 800 41900 D BAKER HUGHES INC COM 05722410 4818 57276 SH SHARED 16 57276 D BAKER HUGHES INC COM 05722410 50 605 SH SHARED 20 465 140 D BAKER HUGHES INC COM 05722410 418 4970 SH SHARED 22 2975 1995 D BAKER HUGHES INC COM 05722410 117 1400 SH SHR/OTHR 22 1400 D BAKER HUGHES INC COM 05722410 218 2600 SH SHARED 23 2600 D BAKER HUGHES INC COM 05722410 65 780 SH SHR/OTHR 23 780 D BAKER HUGHES INC COM 05722410 118 1409 SH SHARED 24 1409 D BAKERS FOOTWEAR GROUP INC COM 05746510 0 132 SH SHARED 132 D BALCHEM CORP COM 05766520 161 8870 SH SHARED 8870 D BALDOR ELEC CO COM 05774110 3429 69601 SH SHARED 69601 D BALDOR ELEC CO COM 05774110 1515 30757 SH SHARED 02 7257 23500 D BALDOR ELEC CO COM 05774110 1325 26900 SH SHARED 10 26900 D BALDWIN & LYONS INC CL B 05775520 181 6977 SH SHARED 6977 D BALDWIN & LYONS INC CL B 05775520 98 3800 SH SHARED 10 3800 D BALDWIN TECHNOLOGY 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37500 SH SHARED 37500 D BANCTRUST FINANCIAL GP COM 05978R10 13 621 SH SHARED 621 D BANK OF AMERICA CORPORATION COM 06050510 746 15265 SH SHARED 15265 D BANK OF AMERICA CORPORATION COM 06050510 453599 9277968 SH SHARED 9148868 129100 D BANK OF AMERICA CORPORATION COM 06050510 237712 4862197 SH SHARED 01 4511121 351076 D BANK OF AMERICA CORPORATION COM 06050510 7104 145319 SH SHR/OTHR 01 145319 D BANK OF AMERICA CORPORATION COM 06050510 43635 892517 SH SHARED 02 786367 106150 D BANK OF AMERICA CORPORATION COM 06050510 120 2460 SH SHARED 04 2460 D BANK OF AMERICA CORPORATION COM 06050510 3070 62800 SH SHARED 04 60300 2500 D BANK OF AMERICA CORPORATION COM 06050510 1885 38570 SH SHARED 05 38570 D BANK OF AMERICA CORPORATION COM 06050510 567321 11604046 SH SHARED 06 621165 10982881 D BANK OF AMERICA CORPORATION COM 06050510 616207 12603959 SH SHARED 10 12364750 239209 D BANK OF AMERICA CORPORATION COM 06050510 585 11975 SH SHR/OTHR 10 11975 D BANK OF AMERICA CORPORATION COM 06050510 4648 95078 SH SHARED 14 95078 D BANK OF AMERICA CORPORATION COM 06050510 1271 26000 SH SHARED 15 26000 D BANK OF AMERICA CORPORATION COM 06050510 9412 192517 SH SHARED 20 58524 133993 D BANK OF AMERICA CORPORATION COM 06050510 987 20190 SH SHR/OTHR 20 20190 D BANK OF AMERICA CORPORATION COM 06050510 816 16694 SH SHARED 21 16694 D BANK OF AMERICA CORPORATION COM 06050510 611 12500 SH SHR/OTHR 21 12500 D BANK OF AMERICA CORPORATION COM 06050510 2680 54827 SH SHARED 22 36833 17994 D BANK OF AMERICA CORPORATION COM 06050510 483 9898 SH SHR/OTHR 22 9898 D BANK OF AMERICA CORPORATION COM 06050510 15067 308190 SH SHARED 23 290090 18100 D BANK OF AMERICA CORPORATION COM 06050510 15592 318940 SH SHR/OTHR 23 318940 D BANK OF AMERICA CORPORATION COM 06050510 70 1443 SH SHARED 24 1443 D BANK FLA CORP NAPLES COM 06212810 5 318 SH SHARED 318 D BANK OF GRANITE CORP COM 06240110 12 769 SH SHARED 769 D BANK OF GRANITE CORP COM 06240110 98 5925 SH SHARED 10 5925 D BANK HAWAII CORP COM 06254010 5529 107077 SH 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11700 SH SHR/OTHR 22 11700 D BANK NEW YORK INC COM 06405710 2230 53829 SH SHARED 23 53829 D BANK NEW YORK INC COM 06405710 3906 94272 SH SHR/OTHR 23 94272 D BANK NOVA SCOTIA HALIFAX COM 06414910 2685 55000 SH SHARED 55000 D BANK NOVA SCOTIA HALIFAX COM 06414910 14726 301587 SH SHARED 298787 2800 D BANK NOVA SCOTIA HALIFAX COM 06414910 65 1337 SH SHARED 01 1337 D BANK NOVA SCOTIA HALIFAX COM 06414910 42 871 SH SHARED 04 871 D BANK NOVA SCOTIA HALIFAX COM 06414910 75666 1549600 SH SHARED 04 1549600 D BANK NOVA SCOTIA HALIFAX COM 06414910 17 352 SH SHARED 05 352 D BANK NOVA SCOTIA HALIFAX COM 06414910 35070 718206 SH SHARED 06 219806 498400 D BANK NOVA SCOTIA HALIFAX COM 06414910 354 7252 SH SHARED 10 7252 D BANK NOVA SCOTIA HALIFAX COM 06414910 467 9579 SH SHARED 14 9579 D BANK NOVA SCOTIA HALIFAX COM 06414910 1125 23050 SH SHARED 15 23050 D BANK OF THE CAROLINES CORP COM 06425J10 1 97 SH SHARED 97 D BANK SOUTH CAROLINA CORP COM 06506610 1 75 SH SHARED 75 D BANK VA CHESTERFIELD COM 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SH SHARED 79553 D BANNER CORP COM 06652V10 0 25 SH SHARED 02 25 D BANNER CORP COM 06652V10 1052 30900 SH SHARED 10 30900 D BANRO CORP COM 06680010 9 953 SH SHARED 953 D BAR HBR BANKSHARES COM 06684910 2 73 SH SHARED 73 D BAR HBR BANKSHARES COM 06684910 0 3 SH SHARED 02 3 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 3649 71895 SH SHARED 01 11575 60320 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 104 2057 SH SHR/OTHR 01 2057 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 2323 45768 SH SHARED 02 45768 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 126 2490 SH SHARED 10 450 2040 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 927 18270 SH SHARED 20 12560 5710 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 609 12010 SH SHR/OTHR 20 12010 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 162 3210 SH SHARED 21 3210 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 161 3190 SH SHR/OTHR 21 3190 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 230 4544 SH SHARED 22 4544 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 309 6100 SH SHR/OTHR 22 6100 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 26080 513806 SH SHARED 23 497921 15885 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 6766 133309 SH SHR/OTHR 23 133309 D BARCLAYS PLC ADR 06738E20 6148 110200 SH SHARED 110200 D BARCLAYS PLC ADR 06738E20 66 1200 SH SHARED 01 1200 D BARCLAYS PLC ADR 06738E20 44 805 SH SHARED 02 400 405 D BARCLAYS PLC ADR 06738E20 86 1550 SH SHARED 20 550 1000 D BARD C R INC COM 06738310 40876 494690 SH SHARED 494690 D BARD C R INC COM 06738310 1412 17089 SH SHARED 01 16624 465 D BARD C R INC COM 06738310 4039 48884 SH SHARED 02 48859 25 D BARD C R INC COM 06738310 4 60 SH SHARED 05 60 D BARD C R INC COM 06738310 914 11070 SH SHARED 06 10350 720 D BARD C R INC COM 06738310 54110 654852 SH SHARED 10 654852 D BARD C R INC COM 06738310 57 700 SH SHARED 21 700 D BARD C R INC COM 06738310 24 300 SH SHR/OTHR 23 300 D BARD C R INC COM 06738310 58 711 SH SHARED 24 711 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 82 1375 SH SHARED 01 1375 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 120 2000 SH SHARED 02 2000 D BARE ESCENTUALS INC COM 06751110 3702 108413 SH SHARED 108413 D BARE ESCENTUALS INC COM 06751110 5 155 SH SHARED 02 155 D BARE ESCENTUALS INC COM 06751110 853 25000 SH SHARED 06 25000 D BARE ESCENTUALS INC COM 06751110 614 18000 SH SHARED 10 18000 D BARNES & NOBLE INC COM 06777410 36759 955531 SH SHARED 950731 4800 D BARNES & NOBLE INC COM 06777410 1150 29900 SH SHARED 01 12700 17200 D BARNES & NOBLE INC COM 06777410 436 11359 SH SHARED 02 10799 560 D BARNES & NOBLE INC COM 06777410 1015 26400 SH SHARED 10 26400 D BARNES & NOBLE INC COM 06777410 38 1000 SH SHARED 20 1000 D BARNES & NOBLE INC COM 06777410 69 1800 SH SHARED 21 1800 D BARNES & NOBLE INC COM 06777410 7 200 SH SHR/OTHR 23 200 D BARNES GROUP INC COM 06780610 4172 131705 SH SHARED 131705 D BARNES GROUP INC COM 06780610 26 828 SH SHARED 02 828 D BARNES GROUP INC COM 06780610 10638 335800 SH SHARED 10 335800 D BARRICK GOLD CORP COM 06790110 8196 281950 SH SHARED 281950 D BARRICK GOLD CORP COM 06790110 87256 3001604 SH SHARED 2992104 9500 D BARRICK GOLD CORP COM 06790110 402 13859 SH SHARED 01 13859 D BARRICK GOLD CORP COM 06790110 39005 1341763 SH SHARED 02 1333225 8538 D BARRICK GOLD CORP COM 06790110 287 9900 SH SHARED 04 9900 D BARRICK GOLD CORP COM 06790110 12 422 SH SHARED 05 422 D BARRICK GOLD CORP COM 06790110 9698 333609 SH SHARED 06 329317 4292 D BARRICK GOLD CORP COM 06790110 31753 1092325 SH SHARED 10 1092325 D BARRICK GOLD CORP COM 06790110 336 11590 SH SHARED 14 11590 D BARRICK GOLD CORP COM 06790110 164 5672 SH SHARED 20 965 4707 D BARRICK GOLD CORP COM 06790110 30 1050 SH SHR/OTHR 22 1050 D BARRICK GOLD CORP COM 06790110 174 6000 SH SHR/OTHR 23 6000 D BARNWELL INDS INC COM 06822110 4927 236922 SH SHARED 236922 D BARR PHARMACEUTICALS INC COM 06830610 85923 1710606 SH SHARED 1710606 D BARR PHARMACEUTICALS INC COM 06830610 724 14420 SH SHARED 01 10220 4200 D BARR PHARMACEUTICALS INC COM 06830610 50 1000 SH SHR/OTHR 01 1000 D BARR PHARMACEUTICALS INC COM 06830610 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COM 07011T30 1638 188369 SH SHARED 01 188369 D BASIN WTR INC COM 07011T30 184 21200 SH SHARED 02 21200 D BASSETT FURNITURE INDS INC COM 07020310 4042 296170 SH SHARED 296170 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BASSETT FURNITURE INDS INC COM 07020310 25 1900 SH SHARED 10 1900 D BAUER EDDIE HLDGS INC COM 07162510 192 14950 SH SHARED 14950 D BAUER EDDIE HLDGS INC COM 07162510 26 2081 SH SHARED 02 2081 D BAUER EDDIE HLDGS INC COM 07162510 1329 103500 SH SHARED 10 103500 D BAUSCH & LOMB INC FRNT 8/0 071707AM 1268 1000000 PRN SHARED 02 1000000 D BAUSCH & LOMB INC COM 07170710 96045 1383145 SH SHARED 1379885 3260 D BAUSCH & LOMB INC COM 07170710 631 9100 SH SHARED 01 9100 D BAUSCH & LOMB INC COM 07170710 5465 78702 SH SHARED 02 62227 16475 D BAUSCH & LOMB INC COM 07170710 359 5170 SH SHARED 06 4700 470 D BAUSCH & LOMB INC COM 07170710 1898 27337 SH SHARED 10 27337 D BAUSCH & LOMB INC COM 07170710 100 1443 SH SHARED 14 1443 D BAXTER INTL INC COM 07181310 116 2062 SH SHARED 2062 D BAXTER INTL INC COM 07181310 60360 1071359 SH SHARED 1071359 D BAXTER INTL INC COM 07181310 7701 136702 SH SHARED 01 122727 13975 D BAXTER INTL INC COM 07181310 200 3550 SH SHR/OTHR 01 3550 D BAXTER INTL INC COM 07181310 5287 93847 SH SHARED 02 81981 11866 D BAXTER INTL INC COM 07181310 18 337 SH SHARED 04 337 D BAXTER INTL INC COM 07181310 9155 162500 SH SHARED 04 162500 D BAXTER INTL INC COM 07181310 12 230 SH SHARED 05 230 D BAXTER INTL INC COM 07181310 59211 1050964 SH SHARED 06 92820 958144 D BAXTER INTL INC COM 07181310 126470 2244773 SH SHARED 10 2232330 12443 D BAXTER INTL INC COM 07181310 721 12802 SH SHARED 14 2000 10802 D BAXTER INTL INC COM 07181310 1408 24995 SH SHARED 20 9600 15395 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 628 11147 SH SHARED 22 5875 5272 D BAXTER INTL INC COM 07181310 171 3050 SH SHR/OTHR 22 3050 D BAXTER INTL INC COM 07181310 818 14525 SH SHARED 23 14525 D BAXTER INTL INC COM 07181310 3175 56370 SH SHR/OTHR 23 56370 D BAXTER INTL INC COM 07181310 116 2072 SH SHARED 24 2072 D BAY NATL CORP COM 07250010 0 53 SH SHARED 53 D BAYER A G SPONSORED ADR 07273030 6149 81665 SH SHARED 81665 D BAYER A G SPONSORED ADR 07273030 244 3250 SH SHARED 02 3000 250 D BAYTEX ENERGY TR TRUST UNIT 07317610 1755 87800 SH SHARED 87800 D BAYTEX ENERGY TR TRUST UNIT 07317610 165 8300 SH SHARED 02 8300 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 179 16700 SH SHARED 16700 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 268 25000 SH SHARED 04 25000 D BE AEROSPACE INC COM 07330210 273 6625 SH SHARED 6625 D BE AEROSPACE INC COM 07330210 1991 48225 SH SHARED 01 47725 500 D BE AEROSPACE INC COM 07330210 1404 34000 SH SHR/OTHR 01 34000 D BE AEROSPACE INC COM 07330210 738 17879 SH SHARED 02 17879 D BE AEROSPACE INC COM 07330210 2478 60000 SH SHARED 04 60000 D BE AEROSPACE INC COM 07330210 1453 35200 SH SHARED 05 35200 D BE AEROSPACE INC COM 07330210 79467 1924140 SH SHARED 10 1924140 D BEA SYS INC COM 07332510 28593 2088653 SH SHARED 2088653 D BEA SYS INC COM 07332510 1523 111300 SH SHARED 01 104800 6500 D BEA SYS INC COM 07332510 393 28771 SH SHARED 02 18771 10000 D BEA SYS INC COM 07332510 2847 208000 SH SHARED 04 208000 D BEA SYS INC COM 07332510 4 300 SH SHARED 05 300 D BEA SYS INC COM 07332510 162 11870 SH SHARED 06 8400 3470 D BEA SYS INC COM 07332510 236 17300 SH SHARED 10 17300 D BEA SYS INC COM 07332510 1890 138117 SH SHARED 14 138117 D BEACH FIRST NATL BANCSHARES COM 07333410 2 120 SH SHARED 120 D BEACON POWER CORP COM 07367710 2 1787 SH SHARED 1787 D BEACON POWER CORP COM 07367710 35 28000 SH SHARED 02 28000 D BEACON ROOFING SUPPLY INC COM 07368510 4869 286639 SH SHARED 286639 D BEACON ROOFING SUPPLY INC COM 07368510 78 4640 SH SHARED 10 4640 D BEAR STEARNS COS INC COM 07390210 33341 238156 SH SHARED 238156 D BEAR STEARNS COS INC COM 07390210 3324 23745 SH SHARED 01 21820 1925 D BEAR STEARNS COS INC COM 07390210 9542 68163 SH SHARED 02 68163 D BEAR STEARNS COS INC COM 07390210 3234 23102 SH SHARED 04 23102 D BEAR STEARNS COS INC COM 07390210 1540 11000 SH SHARED 06 11000 D BEAR STEARNS COS INC COM 07390210 20081 143436 SH SHARED 10 143436 D BEAR STEARNS COS INC COM 07390210 44 315 SH SHARED 20 300 15 D BEAR STEARNS COS INC COM 07390210 13 98 SH SHARED 21 98 D BEARINGPOINT INC COM 07400210 4222 577587 SH SHARED 577587 D BEARINGPOINT INC COM 07400210 12 1700 SH SHARED 01 1700 D BEARINGPOINT INC COM 07400210 9 1323 SH SHARED 02 1323 D BEARINGPOINT INC COM 07400210 460 63000 SH SHARED 04 63000 D BEARINGPOINT INC COM 07400210 6113 836300 SH SHARED 10 836300 D BEASLEY BROADCAST GROUP INC CL A 07401410 1 138 SH SHARED 138 D BEAZER HOMES USA INC COM 07556Q10 922 37389 SH SHARED 37389 D BEAZER HOMES USA INC COM 07556Q10 920 37300 SH SHARED 01 24900 12400 D BEAZER HOMES USA INC COM 07556Q10 24 1000 SH SHR/OTHR 01 1000 D BEAZER HOMES USA INC COM 07556Q10 3575 144918 SH SHARED 02 144918 D BEAZER HOMES USA INC COM 07556Q10 809 32824 SH SHARED 10 32824 D BEBE STORES INC COM 07557110 2046 127806 SH SHARED 127806 D BEBE STORES INC COM 07557110 526 32900 SH SHARED 01 32900 D BEBE STORES INC COM 07557110 225 14062 SH SHARED 02 14062 D BEBE STORES INC COM 07557110 20199 1261682 SH SHARED 10 1261682 D BECKMAN COULTER INC COM 07581110 13386 206960 SH SHARED 206960 D BECKMAN COULTER INC COM 07581110 1267 19600 SH SHARED 01 1900 17700 D BECKMAN COULTER INC COM 07581110 4140 64011 SH SHARED 02 6707 57304 D BECKMAN COULTER INC COM 07581110 109 1690 SH SHARED 06 1400 290 D BECKMAN COULTER INC COM 07581110 11230 173631 SH SHARED 10 173631 D BECKMAN COULTER INC COM 07581110 19 300 SH SHARED 14 300 D BECTON DICKINSON & CO COM 07588710 528 7100 SH SHR/OTHR 7100 D BECTON DICKINSON & CO COM 07588710 36722 492913 SH SHARED 450713 42200 D BECTON DICKINSON & CO COM 07588710 54578 732598 SH SHARED 01 727073 5525 D BECTON DICKINSON & CO COM 07588710 85 1150 SH SHR/OTHR 01 1150 D BECTON DICKINSON & CO COM 07588710 2475 33224 SH SHARED 02 30763 2461 D BECTON DICKINSON & CO COM 07588710 745 10000 SH SHARED 04 10000 D BECTON DICKINSON & CO COM 07588710 5 80 SH SHARED 05 80 D BECTON DICKINSON & CO COM 07588710 3799 51000 SH SHARED 06 48750 2250 D BECTON DICKINSON & CO COM 07588710 41528 557436 SH SHARED 10 541776 15660 D BECTON DICKINSON & CO COM 07588710 104 1400 SH SHR/OTHR 10 1400 D BECTON DICKINSON & CO COM 07588710 159 2145 SH SHARED 14 2145 D BECTON DICKINSON & CO COM 07588710 2497 33525 SH SHARED 20 8400 25125 D BECTON DICKINSON & CO COM 07588710 2108 28300 SH SHR/OTHR 20 28300 D BECTON DICKINSON & CO COM 07588710 20 275 SH SHARED 21 275 D BECTON DICKINSON & CO COM 07588710 29 400 SH SHR/OTHR 21 400 D BECTON DICKINSON & CO COM 07588710 298 4000 SH SHARED 22 2800 1200 D BECTON DICKINSON & CO COM 07588710 99 1340 SH SHR/OTHR 22 1340 D BECTON DICKINSON & CO COM 07588710 582 7825 SH SHARED 23 7825 D BECTON DICKINSON & CO COM 07588710 1951 26200 SH SHR/OTHR 23 26200 D BED BATH & BEYOND INC COM 07589610 32 910 SH SHARED 910 D BED BATH & BEYOND INC COM 07589610 35128 976056 SH SHARED 976056 D BED BATH & BEYOND INC COM 07589610 1377 38270 SH SHARED 01 34270 4000 D BED BATH & BEYOND INC COM 07589610 181 5045 SH SHR/OTHR 01 5045 D BED BATH & BEYOND INC COM 07589610 4012 111480 SH SHARED 02 111395 85 D BED BATH & BEYOND INC COM 07589610 7 200 SH SHARED 05 200 D BED BATH & BEYOND INC COM 07589610 1103 30660 SH SHARED 06 28000 2660 D BED BATH & BEYOND INC COM 07589610 7114 197682 SH SHARED 10 197032 650 D BED BATH & BEYOND INC COM 07589610 166 4625 SH SHARED 20 2525 2100 D BED BATH & BEYOND INC COM 07589610 143 4000 SH SHR/OTHR 20 4000 D BED BATH & BEYOND INC COM 07589610 50 1400 SH SHARED 21 1400 D BED BATH & BEYOND INC COM 07589610 25 700 SH SHARED 22 700 D BED BATH & BEYOND INC COM 07589610 52 1450 SH SHARED 23 1450 D BED BATH & BEYOND INC COM 07589610 557 15500 SH SHR/OTHR 23 15500 D BEIJING MED PHARM CORP COM 07725510 2027 190009 SH SHARED 190009 D BEIJING MED PHARM CORP COM 07725510 19 1820 SH SHARED 02 1820 D BEL FUSE INC CL A 07734720 0 2 SH SHARED 02 2 D BEL FUSE INC CL B 07734730 216 6358 SH SHARED 6358 D BEL FUSE INC CL B 07734730 3 91 SH SHARED 02 91 D BEL FUSE INC CL B 07734730 156 4600 SH SHARED 10 4600 D BELDEN INC COM 07745410 19838 358425 SH SHARED 358425 D BELDEN INC COM 07745410 653 11800 SH SHARED 01 11800 D BELDEN INC COM 07745410 89 1611 SH SHARED 02 611 1000 D BELDEN INC COM 07745410 3677 66438 SH SHARED 10 66438 D BELL INDS INC COM 07810710 0 202 SH SHARED 202 D BELL MICROPRODUCTS INC COM 07813710 4 763 SH SHARED 763 D BELL MICROPRODUCTS INC COM 07813710 171 26293 SH SHARED 02 26293 D BELO CORP COM SER A 08055510 13314 646662 SH SHARED 646662 D BELO CORP COM SER A 08055510 2829 137400 SH SHARED 01 137400 D BELO CORP COM SER A 08055510 187 9127 SH SHARED 02 9127 D BELO CORP COM SER A 08055510 277 13500 SH SHARED 06 13500 D BELO CORP COM SER A 08055510 938 45577 SH SHARED 10 45577 D BEMIS INC COM 08143710 13805 416080 SH SHARED 416080 D BEMIS INC COM 08143710 497 14999 SH SHARED 01 14999 D BEMIS INC COM 08143710 798 24055 SH SHARED 02 24055 D BEMIS INC COM 08143710 253 7650 SH SHARED 06 7650 D BEMIS INC COM 08143710 2452 73902 SH SHARED 10 73902 D BEMIS INC COM 08143710 169 5100 SH SHARED 21 5100 D BENCHMARK ELECTRS INC COM 08160H10 38173 1687593 SH SHARED 1687593 D BENCHMARK ELECTRS INC COM 08160H10 379 16775 SH SHARED 01 16775 D BENCHMARK ELECTRS INC COM 08160H10 162 7181 SH SHARED 02 5601 1580 D BENCHMARK ELECTRS INC COM 08160H10 469 20750 SH SHARED 10 20750 D BENETTON GROUP SPA ADR NEW 08179540 135 3900 SH SHARED 3900 D BENIHANA INC COM 08204710 2 104 SH SHARED 104 D BENIHANA INC COM 08204710 0 2 SH SHARED 02 2 D BENIHANA INC COM 08204710 239 11900 SH SHARED 10 11900 D BENIHANA INC CL A 08204720 470 23541 SH SHARED 23541 D BENIHANA INC CL A 08204720 11 561 SH SHARED 02 561 D BENIHANA INC CL A 08204720 476 23800 SH SHARED 10 23800 D BENJAMIN FRANKLIN BANCORP IN COM 08207310 2 188 SH SHARED 188 D BENTLEY PHARMACEUTICALS INC COM 08265710 118 9790 SH SHARED 9790 D BERKLEY W R CORP COM 08442310 40112 1232704 SH SHARED 1232704 D BERKLEY W R CORP COM 08442310 22369 687451 SH SHARED 01 627026 60425 D BERKLEY W R CORP COM 08442310 1848 56812 SH SHARED 02 56812 D BERKLEY W R CORP COM 08442310 498 15320 SH SHARED 06 14065 1255 D BERKLEY W R CORP COM 08442310 16910 519674 SH SHARED 10 445074 74600 D BERKLEY W R CORP COM 08442310 581 17883 SH SHARED 14 17883 D BERKLEY W R CORP COM 08442310 19 600 SH SHARED 20 600 D BERKLEY W R CORP COM 08442310 20 615 SH SHR/OTHR 21 615 D BERKLEY W R CORP COM 08442310 5 177 SH SHARED 22 177 D BERKSHIRE BANCORP INC DEL COM NEW 08459720 1 91 SH SHARED 91 D BERKSHIRE BANCORP INC DEL COM NEW 08459720 20 1300 SH SHARED 02 1300 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 119 SH SHARED 109 10 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 151 SH SHARED 01 1 150 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHARED 02 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 17 SH SHARED 10 2 15 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 10 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHARED 20 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHR/OTHR 21 4 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 37138 10302 SH SHARED 10302 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 857 238 SH SHARED 01 123 115 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 187 52 SH SHR/OTHR 01 52 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 764 212 SH SHARED 02 2 210 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 12419 3445 SH SHARED 10 3418 27 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 155 43 SH SHR/OTHR 10 43 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 144 40 SH SHARED 19 40 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1351 375 SH SHARED 20 236 139 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 306 85 SH SHR/OTHR 20 85 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 519 144 SH SHARED 21 144 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 212 59 SH SHR/OTHR 21 59 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 270 75 SH SHARED 22 75 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 198 55 SH SHR/OTHR 22 55 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1391 386 SH SHARED 23 386 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2278 632 SH SHR/OTHR 23 632 D BERKSHIRE HILLS BANCORP INC COM 08468010 162 5163 SH SHARED 5163 D BERKSHIRE HILLS BANCORP INC COM 08468010 315 10000 SH SHARED 10 10000 D BERRY PETE CO CL A 08578910 2263 60075 SH SHARED 60075 D BERRY PETE CO CL A 08578910 5 159 SH SHARED 02 159 D BERRY PETE CO CL A 08578910 979 26000 SH SHARED 10 26000 D BEST BUY INC SDCV 2.250% 1/1 086516AF 542 500000 PRN SHARED 500000 D BEST BUY INC COM 08651610 560 12000 SH SHARED 12000 D BEST BUY INC COM 08651610 111439 2387813 SH SHARED 2387813 D BEST BUY INC COM 08651610 3535 75755 SH SHARED 01 75090 665 D BEST BUY INC COM 08651610 73492 1574736 SH SHARED 02 1567206 7530 D BEST BUY INC COM 08651610 7 150 SH SHARED 05 150 D BEST BUY INC COM 08651610 2041 43753 SH SHARED 06 39768 3985 D BEST BUY INC COM 08651610 43132 924208 SH SHARED 10 920408 3800 D BEST BUY INC COM 08651610 2863 61347 SH SHARED 14 61347 D BEST BUY INC COM 08651610 9 205 SH SHARED 20 30 175 D BEST BUY INC COM 08651610 186 4000 SH SHR/OTHR 21 4000 D BEST BUY INC COM 08651610 288 6185 SH SHARED 22 3700 2485 D BEST BUY INC COM 08651610 32 700 SH SHARED 24 700 D BEVERLY HILLS BANCORP DEL COM 08786610 525 67101 SH SHARED 67101 D BEVERLY HILLS BANCORP DEL COM 08786610 29 3801 SH SHARED 02 3801 D BEVERLY NATL CORP COM 08811510 1 60 SH SHARED 60 D BEVERLY NATL CORP COM 08811510 36 1755 SH SHARED 01 1755 D BHP BILLITON LTD SPONSORED ADR 08860610 6732 112674 SH SHARED 112174 500 D BHP BILLITON LTD SPONSORED ADR 08860610 11303 189173 SH SHARED 01 95248 93925 D BHP BILLITON LTD SPONSORED ADR 08860610 550 9215 SH SHR/OTHR 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3710 126113 SH SHARED 126113 D BIG LOTS INC COM 08930210 10011 340300 SH SHARED 01 340000 300 D BIG LOTS INC COM 08930210 1029 35000 SH SHR/OTHR 01 35000 D BIG LOTS INC COM 08930210 515 17508 SH SHARED 02 17508 D BIG LOTS INC COM 08930210 1309 44500 SH SHARED 06 44500 D BIG LOTS INC COM 08930210 7488 254537 SH SHARED 10 237537 17000 D BIGBAND NETWORKS INC COM 08975050 2046 156106 SH SHARED 156106 D BIGBAND NETWORKS INC COM 08975050 11 842 SH SHARED 02 842 D BIGBAND NETWORKS INC COM 08975050 431 32940 SH SHARED 10 32940 D BIO IMAGING TECHNOLOGIES INC COM 09056N10 1 230 SH SHARED 230 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 153 5598 SH SHARED 5598 D BIO-REFERENCE LABS INC COM $.01 NEW 09057G60 0 10 SH SHARED 02 10 D BIO RAD LABS INC CL A 09057220 1263 16718 SH SHARED 16718 D BIO RAD LABS INC CL A 09057220 581 7700 SH SHARED 10 7700 D BIOANALYTICAL SYS INC COM 09058M10 0 88 SH SHARED 88 D BIOCRYST PHARMACEUTICALS COM 09058V10 41 5379 SH SHARED 5379 D BIOCRYST PHARMACEUTICALS COM 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SH SHARED 189 D BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 10677610 2585 75820 SH SHARED 75820 D BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 10677610 129 3800 SH SHARED 02 3800 D BRIDGE CAP HLDGS COM 10803010 3 159 SH SHARED 159 D BRIDGFORD FOODS CORP COM 10876310 0 80 SH SHARED 80 D BRIGGS & STRATTON CORP COM 10904310 1153 36540 SH SHARED 36540 D BRIGGS & STRATTON CORP COM 10904310 63 1999 SH SHARED 01 1999 D BRIGGS & STRATTON CORP COM 10904310 11 352 SH SHARED 02 52 300 D BRIGGS & STRATTON CORP COM 10904310 599 19000 SH SHARED 10 19000 D BRIGGS & STRATTON CORP COM 10904310 26 834 SH SHARED 20 834 D BRIGGS & STRATTON CORP COM 10904310 137 4365 SH SHARED 21 4365 D BRIGHAM EXPLORATION CO COM 10917810 130 22288 SH SHARED 22288 D BRIGHAM EXPLORATION CO COM 10917810 390 66500 SH SHARED 10 66500 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 772 19841 SH SHARED 19841 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 46 1200 SH SHARED 01 1200 D BRIGHT HORIZON FAMILY SOLUTI COM 10919510 14 384 SH SHARED 02 384 D BRIGHTPOINT INC COM NEW 10947340 15613 1132216 SH SHARED 1132216 D BRIGHTPOINT INC COM NEW 10947340 119 8690 SH SHARED 01 8690 D BRIGHTPOINT INC COM NEW 10947340 1010 73300 SH SHARED 02 73300 D BRIGHTPOINT INC COM NEW 10947340 9129 662061 SH SHARED 10 662061 D BRIGHTPOINT INC COM NEW 10947340 30 2200 SH SHARED 21 2200 D BRINKER INTL INC COM 10964110 26107 891967 SH SHARED 862967 29000 D BRINKER INTL INC COM 10964110 13472 460275 SH SHARED 01 415500 44775 D BRINKER INTL INC COM 10964110 413 14136 SH SHARED 02 12726 1410 D BRINKER INTL INC COM 10964110 719 24595 SH SHARED 06 23215 1380 D BRINKER INTL INC COM 10964110 3771 128850 SH SHARED 10 112050 16800 D BRINKER INTL INC COM 10964110 314 10739 SH SHARED 14 10739 D BRINKS CO COM 10969610 7607 122915 SH SHARED 100915 22000 D BRINKS CO COM 10969610 11257 181900 SH SHARED 01 167400 14500 D BRINKS CO COM 10969610 1586 25632 SH SHARED 02 25632 D BRINKS CO COM 10969610 618 10000 SH SHARED 04 10000 D BRINKS CO COM 10969610 297 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COM 11012210 1468 46524 SH SHARED 14 7968 38556 D BRISTOL MYERS SQUIBB CO COM 11012210 7866 249250 SH SHARED 15 249250 D BRISTOL MYERS SQUIBB CO COM 11012210 323 10250 SH SHARED 19 10250 D BRISTOL MYERS SQUIBB CO COM 11012210 436 13839 SH SHARED 20 2763 11076 D BRISTOL MYERS SQUIBB CO COM 11012210 6974 221000 SH SHARED 21 221000 D BRISTOL MYERS SQUIBB CO COM 11012210 208 6600 SH SHARED 22 6000 600 D BRISTOL MYERS SQUIBB CO COM 11012210 15 500 SH SHR/OTHR 22 500 D BRISTOL MYERS SQUIBB CO COM 11012210 3261 103350 SH SHARED 23 102750 600 D BRISTOL MYERS SQUIBB CO COM 11012210 57458 1820613 SH SHR/OTHR 23 1820613 D BRISTOL WEST HLDGS INC COM 11037M10 161 7211 SH SHARED 7211 D BRISTOW GROUP INC COM 11039410 507 10250 SH SHARED 10250 D BRISTOW GROUP INC COM 11039410 59 1200 SH SHARED 01 1200 D BRISTOW GROUP INC COM 11039410 7145 144200 SH SHARED 10 144200 D BRISTOW GROUP INC PFD CNV 5.50% 11039440 16787 263120 SH SHARED 263120 D BRISTOW GROUP INC PFD CNV 5.50% 11039440 1595 25000 SH SHARED 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INC COM 11246310 123 2700 SH SHARED 10 2700 D BROOKDALE SR LIVING INC COM 11246310 31 700 SH SHR/OTHR 23 700 D BROOKE CORP COM 11250210 3019 204162 SH SHARED 204162 D BROOKE CORP COM 11250210 35 2400 SH SHARED 02 2400 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 33496 839512 SH SHARED 836512 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 148 3730 SH SHARED 02 3730 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 186 4663 SH SHARED 06 1850 2813 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 321 8050 SH SHARED 10 8050 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 87 2185 SH SHARED 14 2185 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 27 697 SH SHARED 21 697 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 11258510 209 5250 SH SHARED 23 5250 D BROOKFIELD HOMES CORP COM 11272310 5141 176752 SH SHARED 176752 D BROOKFIELD HOMES CORP COM 11272310 14 500 SH SHARED 01 500 D BROOKFIELD HOMES CORP COM 11272310 144 4966 SH SHARED 10 4966 D BROOKFIELD PPTYS CORP COM 11290010 1067 43900 SH SHARED 43900 D BROOKFIELD PPTYS CORP COM 11290010 18927 778609 SH SHARED 778609 D BROOKFIELD PPTYS CORP COM 11290010 3 150 SH SHARED 01 150 D BROOKFIELD PPTYS CORP COM 11290010 369 15196 SH SHARED 02 13051 2145 D BROOKFIELD PPTYS CORP COM 11290010 1896 78000 SH SHARED 04 78000 D BROOKFIELD PPTYS CORP COM 11290010 106 4375 SH SHARED 06 1150 3225 D BROOKFIELD PPTYS CORP COM 11290010 141257 5810656 SH SHARED 11 3586020 2224636 D BROOKLINE BANCORP INC DEL COM 11373M10 847 73598 SH SHARED 73598 D BROOKLINE BANCORP INC DEL COM 11373M10 246 21399 SH SHARED 02 21399 D BROOKLINE BANCORP INC DEL COM 11373M10 423 36832 SH SHARED 10 36832 D BROOKLYN FEDERAL BANCORP INC COM 11403910 399 25954 SH SHARED 25954 D BROOKS AUTOMATION INC COM 11434010 1800 99180 SH SHARED 99180 D BROOKS AUTOMATION INC COM 11434010 771 42500 SH SHARED 01 42500 D BROOKS AUTOMATION INC COM 11434010 3130 172464 SH SHARED 02 172464 D BROOKS AUTOMATION INC COM 11434010 5504 303305 SH SHARED 10 303305 D BROOKS AUTOMATION INC COM 11434010 52 2900 SH SHARED 21 2900 D BROWN & BROWN INC COM 11523610 17780 707267 SH SHARED 707267 D BROWN & BROWN INC COM 11523610 932 37100 SH SHARED 01 2200 34900 D BROWN & BROWN INC COM 11523610 539 21457 SH SHARED 02 21457 D BROWN & BROWN INC COM 11523610 77 3100 SH SHARED 06 2500 600 D BROWN & BROWN INC COM 11523610 817 32500 SH SHARED 10 32500 D BROWN FORMAN CORP CL A 11563710 4 57 SH SHARED 02 57 D BROWN FORMAN CORP CL B 11563720 20808 284732 SH SHARED 284732 D BROWN FORMAN CORP CL B 11563720 974 13337 SH SHARED 01 13337 D BROWN FORMAN CORP CL B 11563720 870 11906 SH SHARED 02 10146 1760 D BROWN FORMAN CORP CL B 11563720 442 6050 SH SHARED 06 6050 D BROWN FORMAN CORP CL B 11563720 5825 79708 SH SHARED 10 79708 D BROWN SHOE INC NEW COM 11573610 8937 367487 SH SHARED 367487 D BROWN SHOE INC NEW COM 11573610 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CORP COM NEW 11776U30 1 247 SH SHARED 247 D BUCA INC COM 11776910 132 37811 SH SHARED 37811 D BUCA INC COM 11776910 0 2 SH SHARED 02 2 D BUCKEYE GP HOLDINGS LP COM UNITS LP 11816710 26475 795541 SH SHARED 795541 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 921 17965 SH SHARED 17965 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 1034 20160 SH SHARED 02 20160 D BUCKEYE TECHNOLOGIES INC COM 11825510 958 61940 SH SHARED 61940 D BUCKEYE TECHNOLOGIES INC COM 11825510 114 7400 SH SHARED 01 7400 D BUCKEYE TECHNOLOGIES INC COM 11825510 4948 319900 SH SHARED 10 319900 D BUCKLE INC COM 11844010 282 7165 SH SHARED 7165 D BUCKLE INC COM 11844010 6 164 SH SHARED 02 164 D BUCKLE INC COM 11844010 173 4400 SH SHARED 10 4400 D BUCYRUS INTL INC NEW CL A 11875910 1510 21336 SH SHARED 21336 D BUCYRUS INTL INC NEW CL A 11875910 99 1409 SH SHARED 02 299 1110 D BUCYRUS INTL INC NEW CL A 11875910 159 2250 SH SHARED 10 2250 D BUFFALO WILD WINGS INC COM 11984810 12535 301397 SH SHARED 301397 D BUFFALO WILD WINGS INC COM 11984810 1520 36550 SH SHARED 01 36000 550 D BUFFALO WILD WINGS INC COM 11984810 1580 38000 SH SHR/OTHR 01 38000 D BUFFALO WILD WINGS INC COM 11984810 20 488 SH SHARED 02 488 D BUFFALO WILD WINGS INC COM 11984810 26271 631680 SH SHARED 10 631680 D BUILD A BEAR WORKSHOP COM 12007610 1329 50872 SH SHARED 50872 D BUILD A BEAR WORKSHOP COM 12007610 36 1400 SH SHR/OTHR 01 1400 D BUILD A BEAR WORKSHOP COM 12007610 5 223 SH SHARED 02 223 D BUILD A BEAR WORKSHOP COM 12007610 20 775 SH SHARED 21 775 D BUILDERS FIRSTSOURCE INC COM 12008R10 799 49752 SH SHARED 49752 D BUILDERS FIRSTSOURCE INC COM 12008R10 117 7300 SH SHARED 01 7300 D BUILDERS FIRSTSOURCE INC COM 12008R10 208 12954 SH SHARED 02 10004 2950 D BUILDERS FIRSTSOURCE INC COM 12008R10 1366 85100 SH SHARED 10 85100 D BUILDING MATLS HLDG CORP COM 12011310 9437 665067 SH SHARED 665067 D BUILDING MATLS HLDG CORP COM 12011310 29 2100 SH SHARED 01 2100 D BUILDING MATLS HLDG CORP COM 12011310 798 56278 SH SHARED 02 56278 D BUILDING MATLS HLDG CORP COM 12011310 111 7843 SH SHARED 10 7843 D BURGER KING HLDGS INC COM 12120820 3277 124447 SH SHARED 124447 D BURGER KING HLDGS INC COM 12120820 199 7579 SH SHARED 02 7079 500 D BURGER KING HLDGS INC COM 12120820 642 24400 SH SHARED 10 24400 D BURLINGTON NORTHN SANTA FE C COM 12189T10 127008 1491766 SH SHARED 1491766 D BURLINGTON NORTHN SANTA FE C COM 12189T10 10974 128901 SH SHARED 01 101074 27827 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1146 13468 SH SHR/OTHR 01 13468 D BURLINGTON NORTHN SANTA FE C COM 12189T10 4542 53357 SH SHARED 02 53057 300 D BURLINGTON NORTHN SANTA FE C COM 12189T10 184 2168 SH SHARED 04 2168 D BURLINGTON NORTHN SANTA FE C COM 12189T10 2554 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 30599 359398 SH SHARED 06 35968 323430 D BURLINGTON NORTHN SANTA FE C COM 12189T10 39246 460959 SH SHARED 10 452449 8510 D BURLINGTON NORTHN SANTA FE C COM 12189T10 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COM 12466110 3004 536439 SH SHARED 536439 D C&D TECHNOLOGIES INC COM 12466110 0 2 SH SHARED 02 2 D CAE INC COM 12476510 1854 139039 SH SHARED 139039 D CAE INC COM 12476510 24 1800 SH SHARED 01 1800 D CAE INC COM 12476510 4 300 SH SHARED 06 300 D CAE INC COM 12476510 14221 1066100 SH SHARED 10 1066100 D CAS MED SYS INC COM PAR $0.004 12476920 1 222 SH SHARED 222 D CAI INTERNATIONAL INC COM 12477X10 570 43666 SH SHARED 43666 D CBIZ INC COM 12480510 966 131564 SH SHARED 131564 D CBIZ INC COM 12480510 30 4117 SH SHARED 02 4117 D CBL & ASSOC PPTYS INC COM 12483010 29736 824864 SH SHARED 824864 D CBL & ASSOC PPTYS INC COM 12483010 14 400 SH SHARED 01 400 D CBL & ASSOC PPTYS INC COM 12483010 143 3980 SH SHARED 02 2452 1528 D CBL & ASSOC PPTYS INC COM 12483010 126 3500 SH SHARED 10 3500 D CBS CORP NEW CL A 12485710 11 347 SH SHARED 01 347 D CBS CORP NEW CL A 12485710 105 3153 SH SHARED 02 3 3150 D CBS CORP NEW CL A 12485710 3 100 SH SHR/OTHR 23 100 D CBS CORP NEW CL B 12485720 0 10 SH SHARED 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CCF HLDG CO COM 12487X10 1 72 SH SHARED 72 D CBRL GROUP INC COM 12489V10 12526 294882 SH SHARED 294882 D CBRL GROUP INC COM 12489V10 1363 32100 SH SHARED 01 22100 10000 D CBRL GROUP INC COM 12489V10 109 2569 SH SHARED 02 2569 D CBRL GROUP INC COM 12489V10 361 8500 SH SHARED 06 8500 D CBRL GROUP INC COM 12489V10 3464 81566 SH SHARED 10 81566 D CB RICHARD ELLIS GROUP INC CL A 12497T10 21857 598848 SH SHARED 598848 D CB RICHARD ELLIS GROUP INC CL A 12497T10 593 16250 SH SHARED 01 16100 150 D CB RICHARD ELLIS GROUP INC CL A 12497T10 1068 29278 SH SHARED 02 29278 D CB RICHARD ELLIS GROUP INC CL A 12497T10 5 150 SH SHARED 05 150 D CB RICHARD ELLIS GROUP INC CL A 12497T10 970 26600 SH SHARED 06 18750 7850 D CB RICHARD ELLIS GROUP INC CL A 12497T10 4979 136432 SH SHARED 10 136432 D CB RICHARD ELLIS GROUP INC CL A 12497T10 498 13655 SH SHARED 14 13655 D CBRE REALTY FINANCE INC COM 12498B30 13568 1141193 SH SHARED 1141193 D CBRE REALTY FINANCE INC COM 12498B30 3135 263696 SH SHARED 02 12776 250920 D CBRE REALTY FINANCE INC COM 12498B30 6367 535500 SH SHARED 10 535500 D C COR INC COM 12501010 2972 211435 SH SHARED 211435 D C COR INC COM 12501010 99 7100 SH SHARED 01 7100 D C COR INC COM 12501010 2066 147012 SH SHARED 02 141942 5070 D C COR INC COM 12501010 1480 105300 SH SHARED 10 105300 D C D I CORP COM 12507110 206 6406 SH SHARED 6406 D C D I CORP COM 12507110 19 600 SH SHARED 01 600 D C D I CORP COM 12507110 90 2800 SH SHARED 10 2800 D C D W CORP COM 12512N10 51411 605050 SH SHARED 605050 D C D W CORP COM 12512N10 1571 18500 SH SHARED 01 18500 D C D W CORP COM 12512N10 7803 91839 SH SHARED 02 91839 D C D W CORP COM 12512N10 161 1900 SH SHARED 06 1550 350 D C D W CORP COM 12512N10 186 2200 SH SHARED 10 2200 D C D W CORP COM 12512N10 167 1977 SH SHARED 14 1977 D CEC ENTMT INC COM 12513710 3896 110698 SH SHARED 110698 D CEC ENTMT INC COM 12513710 2675 76006 SH SHARED 02 76006 D CEC ENTMT INC COM 12513710 4239 120450 SH SHARED 10 120450 D CECO ENVIRONMENTAL CORP COM 12514110 4604 401087 SH SHARED 401087 D CECO ENVIRONMENTAL CORP COM 12514110 0 85 SH SHARED 02 85 D CE FRANKLIN LTD COM 12515110 783 68020 SH SHARED 68020 D CFS BANCORP INC COM 12525D10 3 248 SH SHARED 248 D CFS BANCORP INC COM 12525D10 0 1 SH SHARED 02 1 D CF INDS HLDGS INC COM 12526910 7071 118074 SH SHARED 118074 D CF INDS HLDGS INC COM 12526910 412 6890 SH SHARED 01 5090 1800 D CF INDS HLDGS INC COM 12526910 432 7227 SH SHARED 02 7227 D CF INDS HLDGS INC COM 12526910 5989 100000 SH SHARED 04 100000 D CF INDS HLDGS INC COM 12526910 28944 483300 SH SHARED 10 483300 D CHC HELICOPTER CORP CL A SUB VTG 12541C20 140 5418 SH SHARED 02 5418 D CH ENERGY GROUP INC COM 12541M10 493 10965 SH SHARED 10965 D CH ENERGY GROUP INC COM 12541M10 8 200 SH SHARED 01 200 D CH ENERGY GROUP INC COM 12541M10 301 6700 SH SHARED 10 6700 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 25805 491341 SH SHARED 491341 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 420 8000 SH SHARED 01 1350 6650 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 2136 40676 SH SHARED 02 37821 2855 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 672 12800 SH SHARED 06 12800 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 6006 114370 SH SHARED 10 114370 D CIGNA CORP COM 12550910 27301 522809 SH SHARED 522809 D CIGNA CORP COM 12550910 3789 72567 SH SHARED 01 72147 420 D CIGNA CORP COM 12550910 7779 148974 SH SHARED 02 144075 4899 D CIGNA CORP COM 12550910 1872 35850 SH SHARED 04 35850 D CIGNA CORP COM 12550910 9 180 SH SHARED 05 180 D CIGNA CORP COM 12550910 3225 61773 SH SHARED 06 57483 4290 D CIGNA CORP COM 12550910 25405 486507 SH SHARED 10 486276 231 D CIGNA CORP COM 12550910 62 1200 SH SHARED 14 1200 D CIGNA CORP COM 12550910 923 17694 SH SHARED 23 17694 D CIGNA CORP COM 12550910 469 9000 SH SHR/OTHR 23 9000 D CIT GROUP INC COM 12558110 1330 24269 SH SHARED 6638 17631 D CIT GROUP INC COM 12558110 45371 827485 SH SHARED 827485 D CIT GROUP INC COM 12558110 6975 127214 SH SHARED 01 126834 380 D CIT GROUP INC COM 12558110 3314 60442 SH SHARED 02 51924 8518 D CIT GROUP INC COM 12558110 1215 22175 SH SHARED 04 22175 D CIT GROUP INC COM 12558110 642 11710 SH SHARED 05 11710 D CIT GROUP INC COM 12558110 2231 40690 SH SHARED 06 38950 1740 D CIT GROUP INC COM 12558110 47641 868899 SH SHARED 10 868899 D CIT GROUP INC COM 12558110 745 13602 SH SHARED 14 13602 D CIT GROUP INC COM 12558110 8527 155533 SH SHARED 19 155533 D CIT GROUP INC COM 12558110 57 1050 SH SHARED 20 1050 D CIT GROUP INC COM 12558110 38 700 SH SHR/OTHR 23 700 D CKE RESTAURANTS INC COM 12561E10 10216 509061 SH SHARED 509061 D CKE RESTAURANTS INC COM 12561E10 177 8823 SH SHARED 10 8823 D CLECO CORP NEW COM 12561W10 30940 1262887 SH SHARED 1262887 D CLECO CORP NEW COM 12561W10 68 2805 SH SHARED 01 2805 D CLECO CORP NEW COM 12561W10 298 12185 SH SHARED 02 12185 D CLECO CORP NEW COM 12561W10 668 27278 SH SHARED 10 27278 D CLECO CORP NEW COM 12561W10 98 4000 SH SHR/OTHR 23 4000 D CKX INC COM 12562M10 8131 588368 SH SHARED 588368 D CKX LANDS INC COM 12562N10 0 49 SH SHARED 49 D CMGI INC COM 12575010 1066 546696 SH SHARED 542696 4000 D CMGI INC COM 12575010 95 49000 SH SHARED 01 49000 D CMGI INC COM 12575010 11 6048 SH SHARED 02 48 6000 D CMGI INC COM 12575010 305 156600 SH SHARED 10 156600 D CMGI INC COM 12575010 1 700 SH SHARED 20 700 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 359 275000 PRN SHARED 02 275000 D CMS ENERGY CORP NOTE 3.375% 7/1 125896AY 24645 15000000 PRN SHARED 15000000 D CMS ENERGY CORP COM 12589610 23230 1350636 SH SHARED 1350636 D CMS ENERGY CORP COM 12589610 1376 80000 SH SHARED 01 80000 D CMS ENERGY CORP COM 12589610 5170 300588 SH SHARED 02 291510 9078 D CMS ENERGY CORP COM 12589610 258 15000 SH SHARED 06 15000 D CMS ENERGY CORP COM 12589610 5301 308221 SH SHARED 10 308221 D CMS ENERGY CORP COM 12589610 86 5000 SH SHR/OTHR 23 5000 D CPI CORP COM 12590210 1485 21375 SH SHARED 21375 D CPI CORP COM 12590210 24 355 SH SHARED 02 355 D CSS INDS INC COM 12590610 3826 96595 SH SHARED 96595 D CSS INDS INC COM 12590610 671 16961 SH SHARED 01 16961 D CSS INDS INC COM 12590610 2 57 SH SHARED 02 57 D CSS INDS INC COM 12590610 146 3700 SH SHARED 10 3700 D CPI AEROSTRUCTURES INC COM NEW 12591930 0 119 SH SHARED 119 D CTI INDUSTRIES CORP COM NEW 12596130 0 30 SH SHARED 30 D CSK AUTO CORP COM 12596510 4466 242768 SH SHARED 242768 D CSK AUTO CORP COM 12596510 964 52400 SH SHARED 10 52400 D CNA FINL CORP COM 12611710 8204 172032 SH SHARED 172032 D CNA FINL CORP COM 12611710 128 2699 SH SHARED 01 2699 D CNA FINL CORP COM 12611710 20 427 SH SHARED 02 427 D CNA FINL CORP COM 12611710 6948 145700 SH SHARED 10 145700 D CNA SURETY CORP COM 12612L10 154 8157 SH SHARED 8157 D CNB FINL CORP PA COM 12612810 3 223 SH SHARED 223 D CNET NETWORKS INC COM 12613R10 3851 470287 SH SHARED 470287 D CNET NETWORKS INC COM 12613R10 3 400 SH SHARED 02 400 D CNET NETWORKS INC COM 12613R10 560 68400 SH SHARED 04 68400 D CNET NETWORKS INC COM 12613R10 321 39240 SH SHARED 10 39240 D CNOOC LTD SPONSORED ADR 12613210 15835 139288 SH SHARED 139288 D CNOOC LTD SPONSORED ADR 12613210 19 170 SH SHARED 02 170 D CNOOC LTD SPONSORED ADR 12613210 56 500 SH SHARED 04 500 D CNOOC LTD SPONSORED ADR 12613210 20 181 SH SHARED 21 181 D CP HOLDRS DEP RCPTS CP 12616K10 26 200 SH SHR/OTHR 23 200 D CNX GAS CORP COM 12618H30 567 18561 SH SHARED 18561 D CNX GAS CORP COM 12618H30 32 1070 SH SHARED 01 1070 D CNX GAS CORP COM 12618H30 1383 45207 SH SHARED 02 40296 4911 D CNX GAS CORP COM 12618H30 168 5500 SH SHARED 10 5500 D CPI INTERNATIONAL INC COM 12618M10 69 3484 SH SHARED 3484 D CPI INTERNATIONAL INC COM 12618M10 14 755 SH SHARED 02 755 D CRA INTL INC COM 12618T10 282 5860 SH SHARED 5860 D CRA INTL INC COM 12618T10 20 425 SH SHARED 02 425 D CSG SYS INTL INC COM 12634910 9531 359547 SH SHARED 359547 D CSG SYS INTL INC COM 12634910 1367 51600 SH SHARED 01 35900 15700 D CSG SYS INTL INC COM 12634910 1198 45225 SH SHARED 02 43925 1300 D CSG SYS INTL INC COM 12634910 3833 144600 SH SHARED 10 144600 D CSP INC COM 12638910 0 72 SH SHARED 72 D CSX CORP COM 12640810 853976 18943584 SH SHARED 18943584 D CSX CORP COM 12640810 5438 120640 SH SHARED 01 120640 D CSX CORP COM 12640810 540 12000 SH SHR/OTHR 01 12000 D CSX CORP COM 12640810 11339 251536 SH SHARED 02 149506 102030 D CSX CORP COM 12640810 8 180 SH SHARED 05 180 D CSX CORP COM 12640810 2411 53500 SH SHARED 06 49300 4200 D CSX CORP COM 12640810 19483 432200 SH SHARED 10 432200 D CSX CORP COM 12640810 452 10032 SH SHARED 23 10032 D CSX CORP COM 12640810 2578 57200 SH SHR/OTHR 23 57200 D CTC MEDIA INC COM 12642X10 312 11503 SH SHARED 11503 D CTC MEDIA INC COM 12642X10 1091 40207 SH SHARED 02 40207 D CT COMMUNICATIONS INC COM NEW 12642640 4644 152241 SH SHARED 152241 D CT COMMUNICATIONS INC COM NEW 12642640 5030 164869 SH SHARED 02 164869 D CT COMMUNICATIONS INC COM NEW 12642640 118 3900 SH SHARED 10 3900 D CTS CORP COM 12650110 224 17737 SH SHARED 17737 D CTS CORP COM 12650110 96 7631 SH SHARED 02 7631 D CTS CORP COM 12650110 120 9500 SH SHARED 10 9500 D CVB FINL CORP COM 12660010 364 32794 SH SHARED 32794 D CVB FINL CORP COM 12660010 5 468 SH SHARED 01 468 D CVB FINL CORP COM 12660010 454 40876 SH SHARED 10 40876 D CVD EQUIP CORP COM 12660110 0 51 SH SHARED 51 D CVS CAREMARK CORPORATION COM 12665010 571738 15685558 SH SHARED 15685558 D CVS CAREMARK CORPORATION COM 12665010 124996 3429247 SH SHARED 01 208014 3221233 D CVS CAREMARK CORPORATION COM 12665010 409 11234 SH SHR/OTHR 01 11234 D CVS CAREMARK CORPORATION COM 12665010 16530 453520 SH SHARED 02 366406 87114 D CVS CAREMARK CORPORATION COM 12665010 118130 3240882 SH SHARED 04 3240882 D CVS CAREMARK CORPORATION COM 12665010 1421 38990 SH SHARED 05 38990 D CVS CAREMARK CORPORATION COM 12665010 45493 1248100 SH SHARED 06 258324 989776 D CVS CAREMARK CORPORATION COM 12665010 68534 1880226 SH SHARED 10 1880226 D CVS CAREMARK CORPORATION COM 12665010 644 17675 SH SHARED 14 10674 7001 D CVS CAREMARK CORPORATION COM 12665010 6494 178180 SH SHARED 16 178180 D CVS CAREMARK CORPORATION COM 12665010 279 7659 SH SHARED 20 3053 4606 D CVS CAREMARK CORPORATION COM 12665010 13 367 SH SHR/OTHR 20 367 D CVS CAREMARK CORPORATION COM 12665010 115 3173 SH SHARED 21 3173 D CVS CAREMARK CORPORATION COM 12665010 383 10518 SH SHARED 22 3781 6737 D CVS CAREMARK CORPORATION COM 12665010 18 500 SH SHR/OTHR 22 500 D CVS CAREMARK CORPORATION COM 12665010 1823 50014 SH SHARED 23 39186 10828 D CVS CAREMARK CORPORATION COM 12665010 4938 135493 SH SHR/OTHR 23 135493 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 3411 3908000 PRN SHARED 3908000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 436 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF 966 1000000 PRN SHARED 02 1000000 D CV THERAPEUTICS INC COM 12666710 8691 657935 SH SHARED 657935 D CV THERAPEUTICS INC COM 12666710 71 5400 SH SHARED 01 5400 D CV THERAPEUTICS INC COM 12666710 79 6055 SH SHARED 02 107 5948 D CV THERAPEUTICS INC COM 12666710 111 8447 SH SHARED 10 8447 D CA INC COM 12673P10 16180 626415 SH SHARED 626415 D CA INC COM 12673P10 2190 84808 SH SHARED 01 84808 D CA INC COM 12673P10 5211 201747 SH SHARED 02 197585 4162 D CA INC COM 12673P10 7 300 SH SHARED 05 300 D CA INC COM 12673P10 1253 48540 SH SHARED 06 44350 4190 D CA INC COM 12673P10 4983 192930 SH SHARED 10 192930 D CA INC COM 12673P10 1 67 SH SHARED 14 67 D CABELAS INC COM 12680430 19551 883487 SH SHARED 883487 D CABELAS INC COM 12680430 688 31100 SH SHARED 01 31100 D CABELAS INC COM 12680430 8 392 SH SHARED 02 392 D CABELAS INC COM 12680430 2164 97800 SH SHARED 10 97800 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 23870 659579 SH SHARED 659579 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 214 5938 SH SHARED 01 1538 4400 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 52 1437 SH SHARED 02 1017 420 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1809 50000 SH SHARED 04 50000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 266 7370 SH SHARED 06 5550 1820 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 803 22200 SH SHARED 10 22200 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 163 4520 SH SHARED 21 4520 D CABOT CORP COM 12705510 4817 101034 SH SHARED 101034 D CABOT CORP COM 12705510 1230 25800 SH SHARED 01 8000 17800 D CABOT CORP COM 12705510 921 19336 SH SHARED 02 14896 4440 D CABOT CORP COM 12705510 1249 26200 SH SHARED 10 24500 1700 D CABOT MICROELECTRONICS CORP COM 12709P10 1658 46737 SH SHARED 46737 D CABOT MICROELECTRONICS CORP COM 12709P10 12 346 SH SHARED 02 346 D CABOT MICROELECTRONICS CORP COM 12709P10 171 4837 SH SHARED 10 4837 D CABOT OIL & GAS CORP COM 12709710 21410 580535 SH SHARED 580535 D CABOT OIL & GAS CORP COM 12709710 162 4400 SH SHARED 01 4400 D CABOT OIL & GAS CORP COM 12709710 1100 29834 SH SHARED 02 26854 2980 D CABOT OIL & GAS CORP COM 12709710 2396 64975 SH SHARED 10 64975 D CACHE INC COM NEW 12715030 780 58795 SH SHARED 58795 D CACHE INC COM NEW 12715030 11 900 SH SHARED 02 900 D CACI INTL INC CL A 12719030 3682 75376 SH SHARED 75376 D CACI INTL INC CL A 12719030 23521 481500 SH SHARED 10 481500 D CACI INTL INC CL A 12719030 1382 28300 SH SHARED 14 28300 D CACI INTL INC CL A 12719030 219 4500 SH SHR/OTHR 21 4500 D CACI INTL INC CL A 12719030 46 950 SH SHR/OTHR 23 950 D CADBURY SCHWEPPES PLC ADR 12720930 2810 51762 SH SHARED 51762 D CADBURY SCHWEPPES PLC ADR 12720930 1210 22300 SH SHARED 01 22300 D CADBURY SCHWEPPES PLC ADR 12720930 14 275 SH SHARED 02 275 D CADBURY SCHWEPPES PLC ADR 12720930 325 6000 SH SHR/OTHR 21 6000 D CADENCE FINL CORP COM 12738A10 7 382 SH SHARED 382 D CADENCE PHARMACEUTICALS INC COM 12738T10 987 81382 SH SHARED 81382 D CADENCE PHARMACEUTICALS INC COM 12738T10 7 607 SH SHARED 02 607 D CADENCE DESIGN SYSTEM INC COM 12738710 21791 992347 SH SHARED 992347 D CADENCE DESIGN SYSTEM INC COM 12738710 1822 83009 SH SHARED 01 1909 81100 D CADENCE DESIGN SYSTEM INC COM 12738710 3793 172754 SH SHARED 02 166424 6330 D CADENCE DESIGN SYSTEM INC COM 12738710 245 11180 SH SHARED 06 8600 2580 D CADENCE DESIGN SYSTEM INC COM 12738710 8390 382063 SH SHARED 10 382063 D CADENCE DESIGN SYSTEM INC COM 12738710 348 15857 SH SHARED 14 15857 D CADIZ INC COM NEW 12753720 133 5950 SH SHARED 5950 D CADIZ INC COM NEW 12753720 18 813 SH SHARED 02 813 D CAESARS ENTMT INC FRNT 4/1 127687AB 3083 2315000 PRN SHARED 02 2315000 D CAGLES INC CL A 12770310 0 67 SH SHARED 67 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 55555 38500000 PRN SHARED 38500000 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 7366 5105000 PRN SHARED 02 5105000 D CAL DIVE INTL INC DEL COM 12802T10 1030 61974 SH SHARED 61974 D CAL DIVE INTL INC DEL COM 12802T10 201 12100 SH SHARED 01 12100 D CAL MAINE FOODS INC COM NEW 12803020 595 36339 SH SHARED 36339 D CAL MAINE FOODS INC COM NEW 12803020 14 862 SH SHARED 02 862 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 1012 62247 SH SHARED 62247 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 42 2596 SH SHARED 02 2596 D CALAMOS ASSET MGMT INC CL A 12811R10 3581 140179 SH SHARED 140179 D CALAMOS ASSET MGMT INC CL A 12811R10 618 24200 SH SHARED 01 24200 D CALAMOS ASSET MGMT INC CL A 12811R10 305 11956 SH SHARED 02 10996 960 D CALAMOS ASSET MGMT INC CL A 12811R10 190 7467 SH SHARED 10 7467 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 64 3300 SH SHARED 3300 D CALAMP CORP COM 12812610 361 87637 SH SHARED 87637 D CALAMP CORP COM 12812610 38 9263 SH SHARED 02 9263 D CALAVO GROWERS INC COM 12824610 3 293 SH SHARED 293 D CALAVO GROWERS INC COM 12824610 0 1 SH SHARED 02 1 D CALGON CARBON CORP COM 12960310 3129 269795 SH SHARED 269795 D CALGON CARBON CORP COM 12960310 4210 363000 SH SHARED 04 363000 D CALGON CARBON CORP COM 12960310 113 9800 SH SHARED 10 9800 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 7035 415047 SH SHARED 415047 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 0 57 SH SHARED 57 D CALIFORNIA MICRO DEVICES COR COM 13043910 2 579 SH SHARED 579 D CALIFORNIA MICRO DEVICES COR COM 13043910 0 102 SH SHARED 02 102 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 556 25900 SH SHARED 25900 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 69 3250 SH SHARED 01 3250 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 144 6722 SH SHARED 02 6722 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 720 33550 SH SHARED 10 33550 D CALIFORNIA WTR SVC GROUP COM 13078810 661 17647 SH SHARED 17647 D CALIFORNIA WTR SVC GROUP COM 13078810 2 75 SH SHARED 02 75 D CALIFORNIA WTR SVC GROUP COM 13078810 3336 89000 SH SHARED 05 89000 D CALIFORNIA WTR SVC GROUP COM 13078810 191 5100 SH SHARED 10 5100 D CALIPER LIFE SCIENCES INC COM 13087210 19 4160 SH SHARED 4160 D CALLAWAY GOLF CO COM 13119310 4203 236018 SH SHARED 236018 D CALLAWAY GOLF CO COM 13119310 361 20300 SH SHARED 01 20300 D CALLAWAY GOLF CO COM 13119310 151 8515 SH SHARED 02 7170 1345 D CALLAWAY GOLF CO COM 13119310 9233 518467 SH SHARED 10 518467 D CALLISTO PHARMACEUTICALS NEW COM 1312EM10 0 933 SH SHARED 933 D CALLIDUS SOFTWARE INC COM 13123E50 3 485 SH SHARED 485 D CALLON PETE CO DEL COM 13123X10 144 10202 SH SHARED 10202 D CALLON PETE CO DEL COM 13123X10 77 5500 SH SHARED 01 5500 D CALLON PETE CO DEL COM 13123X10 1125 79400 SH SHARED 10 79400 D CALLWAVE INC DEL COM 13126N10 0 237 SH SHARED 237 D CALLWAVE INC DEL COM 13126N10 7 2201 SH SHARED 02 1 2200 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 14 294 SH SHARED 294 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 273 5625 SH SHARED 02 500 5125 D CAM COMM SOLUTIONS INC COM 13191610 2 74 SH SHARED 74 D CAMBREX CORP COM 13201110 5470 412222 SH SHARED 412222 D CAMBREX CORP COM 13201110 14 1100 SH SHARED 01 1100 D CAMBREX CORP COM 13201110 3117 234900 SH SHARED 10 234900 D CAMCO FINL CORP COM 13261810 2 190 SH SHARED 190 D CAMCO FINL CORP COM 13261810 0 8 SH SHARED 02 8 D CAMDEN NATL CORP COM 13303410 5 151 SH SHARED 151 D CAMDEN NATL CORP COM 13303410 7 200 SH SHARED 02 200 D CAMDEN NATL CORP COM 13303410 180 4600 SH SHARED 10 4600 D CAMDEN PPTY TR SH BEN INT 13313110 16295 243327 SH SHARED 243327 D CAMDEN PPTY TR SH BEN INT 13313110 13 200 SH SHARED 01 200 D CAMDEN PPTY TR SH BEN INT 13313110 394 5888 SH SHARED 02 2393 3495 D CAMDEN PPTY TR SH BEN INT 13313110 2009 30000 SH SHARED 04 30000 D CAMDEN PPTY TR SH BEN INT 13313110 174 2600 SH SHARED 10 2600 D CAMDEN PPTY TR SH BEN INT 13313110 100 1500 SH SHARED 14 1500 D CAMECO CORP COM 13321L10 29596 583296 SH SHARED 580896 2400 D CAMECO CORP COM 13321L10 107 2114 SH SHARED 01 2114 D CAMECO CORP COM 13321L10 121 2400 SH SHR/OTHR 01 2400 D CAMECO CORP COM 13321L10 1888 37225 SH SHARED 02 37225 D CAMECO CORP COM 13321L10 6241 123000 SH SHARED 04 123000 D CAMECO CORP COM 13321L10 10 200 SH SHARED 05 200 D CAMECO CORP COM 13321L10 150 2964 SH SHARED 06 1364 1600 D CAMECO CORP COM 13321L10 1679 33100 SH SHARED 10 33100 D CAMECO CORP COM 13321L10 1150 22668 SH SHARED 14 22668 D CAMECO CORP COM 13321L10 101 2000 SH SHR/OTHR 23 2000 D CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB 6080 5000000 PRN SHARED 5000000 D CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB 2136 1757000 PRN SHARED 02 1757000 D CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB 425 350000 PRN SHARED 06 350000 D CAMERON INTERNATIONAL CORP COM 13342B10 15669 219250 SH SHARED 219250 D CAMERON INTERNATIONAL CORP COM 13342B10 36876 515970 SH SHARED 01 341245 174725 D CAMERON INTERNATIONAL CORP COM 13342B10 3512 49145 SH SHR/OTHR 01 49145 D CAMERON INTERNATIONAL CORP COM 13342B10 4239 59324 SH SHARED 02 54824 4500 D CAMERON INTERNATIONAL CORP COM 13342B10 6 90 SH SHARED 05 90 D CAMERON INTERNATIONAL CORP COM 13342B10 1214 17000 SH SHARED 06 2800 14200 D CAMERON INTERNATIONAL CORP COM 13342B10 7817 109377 SH SHARED 10 101392 7985 D CAMERON INTERNATIONAL CORP COM 13342B10 41 575 SH SHR/OTHR 10 575 D CAMERON INTERNATIONAL CORP COM 13342B10 257 3600 SH SHARED 14 3600 D CAMERON INTERNATIONAL CORP COM 13342B10 4359 61000 SH SHARED 20 22125 38875 D CAMERON INTERNATIONAL CORP COM 13342B10 768 10750 SH SHR/OTHR 20 10750 D CAMERON INTERNATIONAL CORP COM 13342B10 259 3634 SH SHARED 21 3634 D CAMERON INTERNATIONAL CORP COM 13342B10 85 1200 SH SHR/OTHR 21 1200 D CAMERON INTERNATIONAL CORP COM 13342B10 1458 20403 SH SHARED 22 14818 5585 D CAMERON INTERNATIONAL CORP COM 13342B10 134 1878 SH SHR/OTHR 22 1878 D CAMERON INTERNATIONAL CORP COM 13342B10 2931 41021 SH SHARED 23 36471 4550 D CAMERON INTERNATIONAL CORP COM 13342B10 3255 45555 SH SHR/OTHR 23 45555 D CAMERON INTERNATIONAL CORP COM 13342B10 508 7118 SH SHARED 24 7118 D CAMPBELL SOUP CO COM 13442910 48302 1244589 SH SHARED 1244589 D CAMPBELL SOUP CO COM 13442910 6943 178908 SH SHARED 01 173108 5800 D CAMPBELL SOUP CO COM 13442910 93 2400 SH SHR/OTHR 01 2400 D CAMPBELL SOUP CO COM 13442910 3321 85571 SH SHARED 02 85271 300 D CAMPBELL SOUP CO COM 13442910 7 200 SH SHARED 05 200 D CAMPBELL SOUP CO COM 13442910 1017 26230 SH SHARED 06 24150 2080 D CAMPBELL SOUP CO COM 13442910 5223 134594 SH SHARED 10 134594 D CAMPBELL SOUP CO COM 13442910 640 16507 SH SHARED 14 16507 D CAMPBELL SOUP CO COM 13442910 580 14950 SH SHARED 20 2950 12000 D CAMPBELL SOUP CO COM 13442910 155 4000 SH SHR/OTHR 20 4000 D CAMPBELL SOUP CO COM 13442910 155 4000 SH SHR/OTHR 22 4000 D CAMPBELL SOUP CO COM 13442910 124 3200 SH SHR/OTHR 23 3200 D CDN IMPERIAL BK OF COMMERCE COM 13606910 13480 150419 SH SHARED 148919 1500 D CDN IMPERIAL BK OF COMMERCE COM 13606910 46 514 SH SHARED 01 514 D CDN IMPERIAL BK OF COMMERCE COM 13606910 53772 600000 SH SHARED 04 600000 D CDN IMPERIAL BK OF COMMERCE COM 13606910 9 103 SH SHARED 05 103 D CDN IMPERIAL BK OF COMMERCE COM 13606910 1074 11992 SH SHARED 06 10272 1720 D CDN IMPERIAL BK OF COMMERCE COM 13606910 324 3620 SH SHARED 10 3620 D CDN IMPERIAL BK OF COMMERCE COM 13606910 620 6927 SH SHARED 14 6927 D CANADIAN NATL RY CO COM 13637510 13705 269097 SH SHARED 269097 D CANADIAN NATL RY CO COM 13637510 329 6476 SH SHARED 01 4476 2000 D CANADIAN NATL RY CO COM 13637510 101 2000 SH SHR/OTHR 01 2000 D CANADIAN NATL RY CO COM 13637510 56 1100 SH SHARED 02 400 700 D CANADIAN NATL RY CO COM 13637510 110 2166 SH SHARED 04 2166 D CANADIAN NATL RY CO COM 13637510 19595 384760 SH SHARED 04 384760 D CANADIAN NATL RY CO COM 13637510 10 200 SH SHARED 05 200 D CANADIAN NATL RY CO COM 13637510 16433 322666 SH SHARED 06 88016 234650 D CANADIAN NATL RY CO COM 13637510 341 6700 SH SHARED 10 6700 D CANADIAN NATL RY CO COM 13637510 95 1876 SH SHARED 14 1876 D CANADIAN NATL RY CO COM 13637510 1311 25760 SH SHARED 15 25760 D CANADIAN NATL RY CO COM 13637510 5565 109281 SH SHARED 16 109281 D CANADIAN NAT RES LTD COM 13638510 2383 35920 SH SHARED 34120 1800 D CANADIAN NAT RES LTD COM 13638510 225 3392 SH SHARED 01 3392 D CANADIAN NAT RES LTD COM 13638510 28 425 SH SHARED 02 230 195 D CANADIAN NAT RES LTD COM 13638510 10781 162500 SH SHARED 04 162500 D CANADIAN NAT RES LTD COM 13638510 13 200 SH SHARED 05 200 D CANADIAN NAT RES LTD COM 13638510 3452 52033 SH SHARED 06 31933 20100 D CANADIAN NAT RES LTD COM 13638510 2554 38500 SH SHARED 10 38500 D CANADIAN NAT RES LTD COM 13638510 419 6326 SH SHARED 14 3000 3326 D CANADIAN NAT RES LTD COM 13638510 28 435 SH SHR/OTHR 23 435 D CANADIAN PAC RY LTD COM 13645T10 22787 331120 SH SHARED 331120 D CANADIAN PAC RY LTD COM 13645T10 75 1100 SH SHARED 01 1100 D CANADIAN PAC RY LTD COM 13645T10 77 1125 SH SHR/OTHR 01 1125 D CANADIAN PAC RY LTD COM 13645T10 285 4144 SH SHARED 02 418 3726 D CANADIAN PAC RY LTD COM 13645T10 2752 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 100 1454 SH SHARED 06 654 800 D CANADIAN PAC RY LTD COM 13645T10 103 1500 SH SHARED 10 1500 D CANADIAN PAC RY LTD COM 13645T10 27 400 SH SHARED 14 400 D CANADIAN SOLAR INC COM 13663510 7289 775503 SH SHARED 775503 D CANADIAN SOLAR INC COM 13663510 2047 217868 SH SHARED 02 195000 22868 D CANDELA CORP COM 13690710 11 1016 SH SHARED 1016 D CANDELA CORP COM 13690710 23 2000 SH SHR/OTHR 01 2000 D CANARGO ENERGY CORP COM 13722510 497 646000 SH SHARED 646000 D CANETIC RES TR COM 13751310 18654 1145843 SH SHARED 1145843 D CANETIC RES TR COM 13751310 48 3000 SH SHARED 02 3000 D CANETIC RES TR COM 13751310 56 3500 SH SHARED 14 3500 D CANO PETE INC COM 13780110 4 699 SH SHARED 699 D CANO PETE INC COM 13780110 12 2000 SH SHR/OTHR 22 2000 D CANON INC ADR 13800630 13493 230100 SH SHARED 230100 D CANON INC ADR 13800630 26 450 SH SHARED 01 450 D CANON INC ADR 13800630 43 750 SH SHR/OTHR 01 750 D CANON INC ADR 13800630 41 702 SH SHARED 02 350 352 D CANTEL MEDICAL CORP COM 13809810 162 9554 SH SHARED 9554 D CANTEL MEDICAL CORP COM 13809810 13 787 SH SHARED 02 787 D CANTERBURY PARK HOLDING CORP COM 13811E10 0 69 SH SHARED 69 D CANYON RESOURCES CORP COM NEW 13886930 0 1104 SH SHARED 1104 D CANYON RESOURCES CORP COM NEW 13886930 0 4 SH SHARED 02 4 D CAPE FEAR BK CORP COM 13938010 0 89 SH SHARED 89 D CAPELLA EDUCATION COMPANY COM 13959410 248 5397 SH SHARED 5397 D CAPELLA EDUCATION COMPANY COM 13959410 19 434 SH SHARED 02 434 D CAPITAL CITY BK GROUP INC COM 13967410 497 15872 SH SHARED 15872 D CAPITAL CITY BK GROUP INC COM 13967410 153 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 4 275 SH SHARED 275 D CAPITAL CORP OF THE WEST COM NEW 14006520 410 17134 SH SHARED 17134 D CAPITAL CORP OF THE WEST COM NEW 14006520 62 2600 SH SHARED 10 2600 D CAPITAL LEASE FDG INC COM 14028810 5337 496486 SH SHARED 496486 D CAPITAL LEASE FDG INC COM 14028810 0 84 SH SHARED 02 84 D CAPITAL LEASE FDG INC COM 14028810 10541 980600 SH SHARED 10 980600 D CAPITAL ONE FINL CORP COM 14040H10 60 769 SH SHARED 769 D CAPITAL ONE FINL CORP COM 14040H10 58287 743086 SH SHARED 743086 D CAPITAL ONE FINL CORP COM 14040H10 5823 74237 SH SHARED 01 74215 22 D CAPITAL ONE FINL CORP COM 14040H10 0 8 SH SHR/OTHR 01 8 D CAPITAL ONE FINL CORP COM 14040H10 18280 233046 SH SHARED 02 233046 D CAPITAL ONE FINL CORP COM 14040H10 15 200 SH SHARED 05 200 D CAPITAL ONE FINL CORP COM 14040H10 3420 43612 SH SHARED 06 40002 3610 D CAPITAL ONE FINL CORP COM 14040H10 18220 232281 SH SHARED 10 232281 D CAPITAL ONE FINL CORP COM 14040H10 661 8439 SH SHARED 14 8439 D CAPITAL ONE FINL CORP COM 14040H10 2 27 SH SHARED 20 27 D CAPITAL ONE FINL CORP COM 14040H10 0 2 SH SHARED 23 2 D CAPITAL ONE FINL CORP COM 14040H10 4 59 SH SHR/OTHR 23 59 D CAPITAL PPTYS INC R I COM 14043010 0 35 SH SHARED 35 D CAPITAL SR LIVING CORP COM 14047510 2130 226158 SH SHARED 226158 D CAPITAL SR LIVING CORP COM 14047510 1 158 SH SHARED 02 158 D CAPITAL SOUTHWEST CORP COM 14050110 205 1316 SH SHARED 1316 D CAPITAL SOUTHWEST CORP COM 14050110 2 13 SH SHARED 02 13 D CAPITAL SOUTHWEST CORP COM 14050110 46 300 SH SHARED 10 300 D CAPITAL TRUST INC MD CL A NEW 14052H50 1086 31820 SH SHARED 31820 D CAPITAL TRUST INC MD CL A NEW 14052H50 4 142 SH SHARED 02 142 D CAPITAL TRUST INC MD CL A NEW 14052H50 337 9900 SH SHARED 10 9900 D CAPITALSOURCE INC DBCV 4.000% 7/1 14055XAE 37 32000 PRN SHARED 02 32000 D CAPITALSOURCE INC DBCV 1.625% 3/1 14055XAF 5530 5000000 PRN SHARED 5000000 D CAPITALSOURCE INC COM 14055X10 694 28238 SH SHARED 28238 D CAPITALSOURCE INC COM 14055X10 521 21200 SH SHARED 01 21200 D CAPITALSOURCE INC COM 14055X10 470 19132 SH SHARED 02 14282 4850 D CAPITALSOURCE INC COM 14055X10 127 5200 SH SHARED 10 5200 D CAPITALSOURCE INC COM 14055X10 87 3540 SH SHR/OTHR 23 3540 D CAPITALSOUTH BANCORP COM 14056A10 1 70 SH SHARED 70 D CAPITOL BANCORP LTD COM 14056D10 5691 208234 SH SHARED 208234 D CAPITOL FED FINL COM 14057C10 92 2515 SH SHARED 2515 D CAPITOL FED FINL COM 14057C10 40 1100 SH SHARED 01 1100 D CAPITOL FED FINL COM 14057C10 483 13092 SH SHARED 02 13092 D CAPITOL FED FINL COM 14057C10 177 4800 SH SHARED 10 4800 D CAPSTONE TURBINE CORP COM 14067D10 211 195947 SH SHARED 195947 D CAPSTONE TURBINE CORP COM 14067D10 6 5604 SH SHARED 02 254 5350 D CAPSTEAD MTG CORP COM NO PAR 14067E50 4 485 SH SHARED 485 D CAPSTEAD MTG CORP COM NO PAR 14067E50 0 2 SH SHARED 02 2 D CAPTARIS INC COM 14071N10 4 793 SH SHARED 793 D CARACO PHARMACEUTICAL LABS L COM 14075T10 91 6041 SH SHARED 6041 D CARACO PHARMACEUTICAL LABS L COM 14075T10 31 2100 SH SHARED 01 2100 D CARACO PHARMACEUTICAL LABS L COM 14075T10 30 2011 SH SHARED 02 2011 D CARACO PHARMACEUTICAL LABS L COM 14075T10 528 34800 SH SHARED 10 34800 D CARBO CERAMICS INC COM 14078110 522 11932 SH SHARED 11932 D CARBO CERAMICS INC COM 14078110 233 5337 SH SHARED 02 5337 D CARBO CERAMICS INC COM 14078110 47 1094 SH SHARED 10 1094 D CARAUSTAR INDS INC COM 14090910 929 176997 SH SHARED 176997 D CARDIAC SCIENCE CORP COM 14141A10 2995 273294 SH SHARED 273294 D CARDICA INC COM 14141R10 1 178 SH SHARED 178 D CARDINAL FINL CORP COM 14149F10 8 878 SH SHARED 878 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL HEALTH INC COM 14149Y10 41136 582346 SH SHARED 582346 D CARDINAL HEALTH INC COM 14149Y10 4690 66403 SH SHARED 01 66403 D CARDINAL HEALTH INC COM 14149Y10 3885 55007 SH SHARED 02 53760 1247 D CARDINAL HEALTH INC COM 14149Y10 13 190 SH SHARED 05 190 D CARDINAL HEALTH INC COM 14149Y10 3143 44495 SH SHARED 06 40775 3720 D CARDINAL HEALTH INC COM 14149Y10 22679 321053 SH SHARED 10 317268 3785 D CARDINAL HEALTH INC COM 14149Y10 14 200 SH SHR/OTHR 10 200 D CARDINAL HEALTH INC COM 14149Y10 603 8543 SH SHARED 14 8543 D CARDINAL HEALTH INC COM 14149Y10 1603 22694 SH SHARED 20 6125 16569 D CARDINAL HEALTH INC COM 14149Y10 286 4050 SH SHR/OTHR 20 4050 D CARDINAL HEALTH INC COM 14149Y10 620 8784 SH SHR/OTHR 23 8784 D CARDINAL STATE BANK DURHAM N COM 14154610 0 57 SH SHARED 57 D CARDIOME PHARMA CORP COM NEW 14159U20 2701 293300 SH SHARED 04 293300 D CARDIOME PHARMA CORP COM NEW 14159U20 913 99206 SH SHARED 10 99206 D CARDIOME PHARMA CORP COM NEW 14159U20 122 13300 SH SHARED 14 13300 D CARDIOME PHARMA CORP COM NEW 14159U20 22 2471 SH SHARED 21 2471 D CARDIODYNAMICS INTL CORP COM 14159710 0 1115 SH SHARED 1115 D CARDIODYNAMICS INTL CORP COM 14159710 0 51 SH SHARED 02 51 D CARDIOTECH INTL INC COM 14160C10 0 498 SH SHARED 498 D CAREER EDUCATION CORP COM 14166510 7567 224086 SH SHARED 224086 D CAREER EDUCATION CORP COM 14166510 1840 54500 SH SHARED 01 24200 30300 D CAREER EDUCATION CORP COM 14166510 375 11121 SH SHARED 02 11121 D CAREER EDUCATION CORP COM 14166510 111 3300 SH SHARED 06 2500 800 D CAREER EDUCATION CORP COM 14166510 325 9631 SH SHARED 10 9631 D CAREER EDUCATION CORP COM 14166510 2755 81588 SH SHARED 14 81588 D CARIBOU COFFEE INC COM 14204220 1 192 SH SHARED 192 D CARIBOU COFFEE INC COM 14204220 0 19 SH SHARED 02 19 D CARLISLE COS INC COM 14233910 3925 84397 SH SHARED 84397 D CARLISLE COS INC COM 14233910 827 17800 SH SHARED 01 17800 D CARLISLE COS INC COM 14233910 481 10347 SH SHARED 02 10347 D CARLISLE COS INC COM 14233910 195 4200 SH SHARED 10 4200 D CARMAX INC COM 14313010 9388 368191 SH SHARED 368191 D CARMAX INC COM 14313010 2009 78792 SH SHARED 01 15792 63000 D CARMAX INC COM 14313010 613 24055 SH SHARED 02 24055 D CARMAX INC COM 14313010 150 5902 SH SHARED 06 4862 1040 D CARMAX INC COM 14313010 3140 123142 SH SHARED 10 123142 D CARMIKE CINEMAS INC COM 14343640 137 6277 SH SHARED 6277 D CARMIKE CINEMAS INC COM 14343640 166 7600 SH SHARED 10 7600 D CARNIVAL PLC ADR 14365C10 1047 21700 SH SHARED 21700 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 4417 3500000 PRN SHARED 3500000 D CARNIVAL CORP NOTE 10/2 143658AS 14893 18319008 PRN SHARED 02 18319008 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 2611 3813000 PRN SHARED 02 3813000 D CARNIVAL CORP PAIRED CTF 14365830 108720 2229252 SH SHARED 2229252 D CARNIVAL CORP PAIRED CTF 14365830 2248 46104 SH SHARED 01 46104 D CARNIVAL CORP PAIRED CTF 14365830 35382 725507 SH SHARED 02 725507 D CARNIVAL CORP PAIRED CTF 14365830 560 11500 SH SHARED 04 11500 D CARNIVAL CORP PAIRED CTF 14365830 11 240 SH SHARED 05 240 D CARNIVAL CORP PAIRED CTF 14365830 8453 173341 SH SHARED 06 129261 44080 D CARNIVAL CORP PAIRED CTF 14365830 21254 435803 SH SHARED 10 434943 860 D CARNIVAL CORP PAIRED CTF 14365830 836 17148 SH SHARED 14 17148 D CARNIVAL CORP PAIRED CTF 14365830 36 750 SH SHARED 20 750 D CARNIVAL CORP PAIRED CTF 14365830 40 840 SH SHARED 23 840 D CARNIVAL CORP PAIRED CTF 14365830 351 7200 SH SHR/OTHR 23 7200 D CARRIAGE SVCS INC COM 14390510 3 450 SH SHARED 450 D CARRIAGE SVCS INC COM 14390510 0 1 SH SHARED 02 1 D CAROLINA NATL CORP COM 14406010 1 65 SH SHARED 65 D CAROLINA TR BK LINCOLNTON NC COM 14420010 0 39 SH SHARED 39 D CARPENTER TECHNOLOGY CORP COM 14428510 15946 122371 SH SHARED 122371 D CARPENTER TECHNOLOGY CORP COM 14428510 1146 8800 SH SHARED 01 1200 7600 D CARPENTER TECHNOLOGY CORP COM 14428510 921 7072 SH SHARED 02 7072 D CARPENTER TECHNOLOGY CORP COM 14428510 886 6800 SH SHARED 10 6800 D CARRIER ACCESS CORP COM 14446010 12 2569 SH SHARED 2569 D CARRINGTON LABS INC COM 14452510 0 235 SH SHARED 235 D CARRIZO OIL & CO INC COM 14457710 3947 95200 SH SHARED 95200 D CARRIZO OIL & CO INC COM 14457710 50 1225 SH SHARED 01 500 725 D CARRIZO OIL & CO INC COM 14457710 35856 864640 SH SHARED 10 864640 D CARROLLTON BANCORP COM 14528210 1 64 SH SHARED 64 D CARROLS RESTAURANT GROUP INC COM 14574X10 149 9801 SH SHARED 9801 D CARTER INC COM 14622910 869 33507 SH SHARED 33507 D CARTER INC COM 14622910 181 7000 SH SHARED 01 7000 D CARTER INC COM 14622910 12 500 SH SHARED 02 500 D CARTER INC COM 14622910 8417 324500 SH SHARED 10 324500 D CARTER INC COM 14622910 197 7595 SH SHARED 21 7595 D CARVER BANCORP INC COM 14687510 1 63 SH SHARED 63 D CASCADE BANCORP COM 14715410 256 11064 SH SHARED 11064 D CASCADE BANCORP COM 14715410 4 200 SH SHARED 02 200 D CASCADE BANCORP COM 14715410 122 5300 SH SHARED 10 5300 D CASCADE CORP COM 14719510 1933 24652 SH SHARED 24652 D CASCADE CORP COM 14719510 251 3200 SH SHARED 01 3200 D CASCADE CORP COM 14719510 5 74 SH SHARED 02 74 D CASCADE CORP COM 14719510 2596 33100 SH SHARED 10 33100 D CASCADE FINL CORP COM 14727210 4 276 SH SHARED 276 D CASCADE FINL CORP COM 14727210 0 1 SH SHARED 02 1 D CASCADE MICROTECH INC COM 14732210 2 194 SH SHARED 194 D CASCADE MICROTECH INC COM 14732210 121 10137 SH SHARED 02 10137 D CASCADE NAT GAS CORP COM 14733910 186 7076 SH SHARED 7076 D CASELLA WASTE SYS INC CL A 14744810 243 22583 SH SHARED 22583 D CASELLA WASTE SYS INC CL A 14744810 29 2700 SH SHARED 01 2700 D CASELLA WASTE SYS INC CL A 14744810 186 17300 SH SHARED 10 17300 D CASEYS GEN STORES INC COM 14752810 1198 43972 SH SHARED 43972 D CASEYS GEN STORES INC COM 14752810 265 9731 SH SHARED 02 9731 D CASEYS GEN STORES INC COM 14752810 3367 123527 SH SHARED 10 123527 D CASH AMER INTL INC COM 14754D10 9793 247004 SH SHARED 247004 D CASH AMER INTL INC COM 14754D10 138 3500 SH SHARED 01 3500 D CASH AMER INTL INC COM 14754D10 302 7630 SH SHARED 02 6800 830 D CASH AMER INTL INC COM 14754D10 793 20000 SH SHARED 04 20000 D CASH AMER INTL INC COM 14754D10 7317 184545 SH SHARED 10 184545 D CASH SYSTEMS INC COM 14756B10 3 464 SH SHARED 464 D CASH SYSTEMS INC COM 14756B10 0 1 SH SHARED 02 1 D CASTELLE COM 14790510 0 81 SH SHARED 81 D CASH TECHNOLOGIES INC COM 14791010 0 504 SH SHARED 504 D CASS INFORMATION SYS INC COM 14808P10 112 3110 SH SHARED 3110 D CASS INFORMATION SYS INC COM 14808P10 0 21 SH SHARED 02 21 D CASTLE A M & CO COM 14841110 8586 239115 SH SHARED 239115 D CASTLE A M & CO COM 14841110 168 4692 SH SHARED 02 4692 D CASTLE A M & CO COM 14841110 2693 75000 SH SHARED 10 75000 D CASTLE BRANDS INC COM 14843510 1 256 SH SHARED 256 D CASUAL MALE RETAIL GRP INC COM 14871110 181 17991 SH SHARED 17991 D CASUAL MALE RETAIL GRP INC COM 14871110 188 18700 SH SHARED 02 700 18000 D CATALINA MARKETING CORP COM 14886710 4863 154396 SH SHARED 154396 D CATALINA MARKETING CORP COM 14886710 390 12400 SH SHARED 01 12400 D CATALINA MARKETING CORP COM 14886710 5455 173204 SH SHARED 02 171704 1500 D CATALINA MARKETING CORP COM 14886710 330 10500 SH SHARED 10 10500 D CATALYST PHARM PARTNERS INC COM 14888U10 0 206 SH SHARED 206 D CATALYST SEMICONDUCTOR INC COM 14888110 1 412 SH SHARED 412 D CATALYST SEMICONDUCTOR INC COM 14888110 0 1 SH SHARED 02 1 D CATALYTICA ENERGY SYS INC COM 14888410 0 372 SH SHARED 372 D CATALYTICA ENERGY SYS INC COM 14888410 26 21703 SH SHARED 02 1 21702 D CATAPULT COMMUNICATIONS CORP COM 14901610 2 291 SH SHARED 291 D CATAPULT COMMUNICATIONS CORP COM 14901610 0 100 SH SHARED 02 100 D CATERPILLAR INC DEL COM 14912310 383 4900 SH SHARED 4900 D CATERPILLAR INC DEL COM 14912310 176897 2259226 SH SHARED 2200596 58630 D CATERPILLAR INC DEL COM 14912310 82357 1051816 SH SHARED 01 1049616 2200 D CATERPILLAR INC DEL COM 14912310 19 250 SH SHR/OTHR 01 250 D CATERPILLAR INC DEL COM 14912310 19037 243141 SH SHARED 02 224368 18773 D CATERPILLAR INC DEL COM 14912310 338 4320 SH SHARED 04 4320 D CATERPILLAR INC DEL COM 14912310 233228 2978650 SH SHARED 04 2977650 1000 D CATERPILLAR INC DEL COM 14912310 10200 130270 SH SHARED 05 130270 D CATERPILLAR INC DEL COM 14912310 29457 376207 SH SHARED 06 257867 118340 D CATERPILLAR INC DEL COM 14912310 123298 1574689 SH SHARED 10 1522489 52200 D CATERPILLAR INC DEL COM 14912310 313 4000 SH SHR/OTHR 10 4000 D CATERPILLAR INC DEL COM 14912310 3864 49356 SH SHARED 14 24000 25356 D CATERPILLAR INC DEL COM 14912310 156 2000 SH SHARED 15 2000 D CATERPILLAR INC DEL COM 14912310 2740 35000 SH SHARED 16 35000 D CATERPILLAR INC DEL COM 14912310 583 7452 SH SHARED 20 2532 4920 D CATERPILLAR INC DEL COM 14912310 62 800 SH SHARED 23 800 D CATERPILLAR INC DEL COM 14912310 1401 17900 SH SHR/OTHR 23 17900 D CATERPILLAR INC DEL COM 14912310 341 4362 SH SHARED 24 4362 D CATHAY GENERAL BANCORP COM 14915010 2224 66331 SH SHARED 66331 D CATHAY GENERAL BANCORP COM 14915010 509 15200 SH SHARED 01 200 15000 D CATHAY GENERAL BANCORP COM 14915010 177 5303 SH SHARED 02 5303 D CATHAY GENERAL BANCORP COM 14915010 533 15900 SH SHARED 10 15900 D CATO CORP NEW CL A 14920510 8166 372199 SH SHARED 372199 D CATO CORP NEW CL A 14920510 157 7200 SH SHARED 10 7200 D CATUITY INC COM NEW 14948120 0 47 SH SHARED 47 D CAVALIER HOMES INC COM 14950710 2 461 SH SHARED 461 D CAVCO INDS INC DEL COM 14956810 12 320 SH SHARED 320 D CAVCO INDS INC DEL COM 14956810 8 238 SH SHARED 01 238 D CAVIUM NETWORKS INC COM 14965A10 1205 53290 SH SHARED 53290 D CAVIUM NETWORKS INC COM 14965A10 27 1211 SH SHARED 02 461 750 D CAVIUM NETWORKS INC COM 14965A10 678 30000 SH SHARED 04 30000 D CBOT HLDGS INC CL A 14984K10 15772 76342 SH SHARED 76342 D CBOT HLDGS INC CL A 14984K10 16 80 SH SHARED 01 80 D CBOT HLDGS INC CL A 14984K10 178 866 SH SHARED 02 866 D CBOT HLDGS INC CL A 14984K10 785 3800 SH SHARED 10 3800 D CBEYOND INC COM 14984710 474 12333 SH SHARED 12333 D CBEYOND INC COM 14984710 290 7532 SH SHARED 02 7532 D CBEYOND INC COM 14984710 192 5000 SH SHARED 04 5000 D CBEYOND INC COM 14984710 23521 610800 SH SHARED 10 610800 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 5392 191082 SH SHARED 191082 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 52 1875 SH SHARED 02 1200 675 D CEDAR SHOPPING CTRS INC COM NEW 15060220 597 41647 SH SHARED 41647 D CEDAR SHOPPING CTRS INC COM NEW 15060220 51 3561 SH SHARED 02 2561 1000 D CEDAR SHOPPING CTRS INC COM NEW 15060220 116 8100 SH SHARED 10 8100 D CEDAR SHOPPING CTRS INC COM NEW 15060220 10386 723800 SH SHARED 11 723800 D CEL-SCI CORP COM NEW 15083740 6 8799 SH SHARED 8799 D CELADON GROUP INC COM 15083810 183 11568 SH SHARED 11568 D CELANESE CORP DEL COM SER A 15087010 23629 609318 SH SHARED 551918 57400 D CELANESE CORP DEL COM SER A 15087010 42343 1091900 SH SHARED 01 1085300 6600 D CELANESE CORP DEL COM SER A 15087010 3963 102209 SH SHARED 02 80666 21543 D CELANESE CORP DEL COM SER A 15087010 1229 31700 SH SHARED 06 31700 D CELANESE CORP DEL COM SER A 15087010 14730 379850 SH SHARED 10 362850 17000 D CELANESE CORP DEL PFD 4.25% CONV 15087020 11573 230725 SH SHARED 230725 D CELANESE CORP DEL PFD 4.25% CONV 15087020 466 9300 SH SHARED 02 9300 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 715 915000 PRN SHARED 915000 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 2697 3450000 PRN SHARED 02 3450000 D CELL GENESYS INC COM 15092110 559 167118 SH SHARED 167118 D CELL GENESYS INC COM 15092110 0 129 SH SHARED 02 129 D CELL THERAPEUTICS INC COM NEW 15093440 1475 483876 SH SHARED 483876 D CELL THERAPEUTICS INC COM NEW 15093440 0 38 SH SHARED 02 38 D CELEBRATE EXPRESS INC COM 15100A10 650 71952 SH SHARED 71952 D CELEBRATE EXPRESS INC COM 15100A10 0 15 SH SHARED 02 15 D CELESTICA INC SUB VTG SHS 15101Q10 4713 754130 SH SHARED 754130 D CELESTICA INC SUB VTG SHS 15101Q10 663 106200 SH SHARED 02 106200 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 4713 996000 PRN SHARED 02 996000 D CELGENE CORP COM 15102010 83031 1448313 SH SHARED 1448313 D CELGENE CORP COM 15102010 29282 510768 SH SHARED 01 230944 279824 D CELGENE CORP COM 15102010 6217 108450 SH SHR/OTHR 01 108450 D CELGENE CORP COM 15102010 3317 57865 SH SHARED 02 51469 6396 D CELGENE CORP COM 15102010 49429 862200 SH SHARED 04 862200 D CELGENE CORP COM 15102010 16058 280110 SH SHARED 05 280110 D CELGENE CORP COM 15102010 5635 98295 SH SHARED 06 95025 3270 D CELGENE CORP COM 15102010 61103 1065826 SH SHARED 10 1063101 2725 D CELGENE CORP COM 15102010 32 575 SH SHR/OTHR 10 575 D CELGENE CORP COM 15102010 103 1800 SH SHARED 14 1800 D CELGENE CORP COM 15102010 1479 25810 SH SHARED 20 9890 15920 D CELGENE CORP COM 15102010 499 8720 SH SHR/OTHR 20 8720 D CELGENE CORP COM 15102010 137 2400 SH SHARED 21 2400 D CELGENE CORP COM 15102010 246 4300 SH SHR/OTHR 21 4300 D CELGENE CORP COM 15102010 1403 24476 SH SHARED 22 18306 6170 D CELGENE CORP COM 15102010 157 2747 SH SHR/OTHR 22 2747 D CELGENE CORP COM 15102010 4093 71410 SH SHARED 23 66560 4850 D CELGENE CORP COM 15102010 5495 95850 SH SHR/OTHR 23 95850 D CELGENE CORP COM 15102010 45 800 SH SHARED 24 800 D CELSION CORPORATION COM NEW 15117N30 1 250 SH SHARED 250 D CELSION CORPORATION COM NEW 15117N30 0 1 SH SHARED 02 1 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 137074 3714768 SH SHARED 3714768 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 2607 70660 SH SHARED 01 69818 842 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 1037 28115 SH SHARED 02 1200 26915 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 10516 285004 SH SHARED 04 285004 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 53167 1440855 SH SHARED 10 1440855 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 41 1120 SH SHARED 23 1120 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 6825 719189 SH SHARED 719189 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 111 11800 SH SHARED 01 11800 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 448 47256 SH SHARED 02 47256 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1692 178344 SH SHARED 10 178344 D CENTENNIAL BK HLDGS INC DEL COM 15134530 4422 522109 SH SHARED 522109 D CENTENNIAL BK HLDGS INC DEL COM 15134530 143 17000 SH SHARED 01 17000 D CENTENNIAL BK HLDGS INC DEL COM 15134530 2 341 SH SHARED 02 341 D CENTENNIAL BK HLDGS INC DEL COM 15134530 155 18400 SH SHARED 10 18400 D CENTENE CORP DEL COM 15135B10 72905 3403598 SH SHARED 3403598 D CENTENE CORP DEL COM 15135B10 2947 137600 SH SHARED 01 136625 975 D CENTENE CORP DEL COM 15135B10 2099 98000 SH SHR/OTHR 01 98000 D CENTENE CORP DEL COM 15135B10 426 19900 SH SHARED 02 18650 1250 D CENTENE CORP DEL COM 15135B10 2373 110800 SH SHARED 04 110800 D CENTENE CORP DEL COM 15135B10 14501 677000 SH SHARED 10 677000 D CENTENE CORP DEL COM 15135B10 57 2700 SH SHARED 14 2700 D CENTER BANCORP INC COM 15140810 4 323 SH SHARED 323 D CENTER BANCORP INC COM 15140810 0 1 SH SHARED 02 1 D CENTER FINL CORP CALIF COM 15146E10 85 5041 SH SHARED 5041 D CENTER FINL CORP CALIF COM 15146E10 62 3700 SH SHARED 01 3700 D CENTER FINL CORP CALIF COM 15146E10 666 39400 SH SHARED 10 39400 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 3593 199612 SH SHARED 199612 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 10 600 SH SHARED 01 600 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 342 19000 SH SHARED 10 19000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 3857 2484000 PRN SHARED 02 2484000 D CENTERPOINT ENERGY INC COM 15189T10 10554 606579 SH SHARED 606579 D CENTERPOINT ENERGY INC COM 15189T10 797 45844 SH SHARED 01 45844 D CENTERPOINT ENERGY INC COM 15189T10 1495 85954 SH SHARED 02 82666 3288 D CENTERPOINT ENERGY INC COM 15189T10 5 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 578 33248 SH SHARED 06 29048 4200 D CENTERPOINT ENERGY INC COM 15189T10 3435 197418 SH SHARED 10 197418 D CENTERPOINT ENERGY INC COM 15189T10 88 5109 SH SHARED 14 5109 D CENTERPOINT ENERGY INC COM 15189T10 250 14400 SH SHR/OTHR 23 14400 D CENTERPLATE INC UNIT 99/99/9999 15200E20 81 4650 SH SHARED 02 4650 D CENTERPLATE INC UNIT 99/99/9999 15200E20 2354 133800 SH SHARED 10 133800 D CENTERSTATE BKS FLA INC COM 15201P10 6 357 SH SHARED 357 D CENTEX CORP COM 15231210 24555 612347 SH SHARED 612347 D CENTEX CORP COM 15231210 24337 606929 SH SHARED 01 606929 D CENTEX CORP COM 15231210 1021 25466 SH SHARED 02 24316 1150 D CENTEX CORP COM 15231210 4 100 SH SHARED 05 100 D CENTEX CORP COM 15231210 1019 25430 SH SHARED 06 24400 1030 D CENTEX CORP COM 15231210 23571 587809 SH SHARED 10 541109 46700 D CENTEX CORP COM 15231210 120 3000 SH SHARED 23 3000 D CENTILLIUM COMMUNICATIONS IN COM 15231910 33 15989 SH SHARED 15989 D CENTILLIUM COMMUNICATIONS IN COM 15231910 0 4 SH SHARED 02 4 D CENTRAL BANCORP INC MASS COM 15241810 0 27 SH SHARED 27 D CENTRAL EUROPEAN DIST CORP COM 15343510 831 24031 SH SHARED 24031 D CENTRAL EUROPEAN DIST CORP COM 15343510 158 4588 SH SHARED 02 4043 545 D CENTRAL EUROPEAN DIST CORP COM 15343510 8182 236350 SH SHARED 10 236350 D CENTRAL EUROPE AND RUSSIA FD COM 15343610 1213 23471 SH SHARED 02 100 23371 D CENTRAL FED CORP COM 15346Q10 0 115 SH SHARED 115 D CENTRAL FD CDA LTD CL A 15350110 91 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 659 53807 SH SHARED 53807 D CENTRAL GARDEN & PET CO COM 15352710 267 21799 SH SHARED 02 21799 D CENTRAL GARDEN & PET CO COM 15352710 144 11776 SH SHARED 10 11776 D CENTRAL GARDEN & PET CO COM 15352710 53 4400 SH SHARED 21 4400 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 505 43087 SH SHARED 43087 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 511 43613 SH SHARED 02 43613 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 358 30600 SH SHARED 10 30600 D CENTRAL JERSEY BANCORP NJ COM 15377010 1 188 SH SHARED 188 D CENTRAL PAC FINL CORP COM 15476010 715 21677 SH SHARED 21677 D CENTRAL PAC FINL CORP COM 15476010 293 8900 SH SHARED 10 8900 D CENTRAL SECS CORP COM 15512310 422 14559 SH SHARED 14559 D CENTRAL VALLEY CMNTY BANCORP COM 15568510 1 122 SH SHARED 122 D CENTRAL VT PUB SVC CORP COM 15577110 189 5033 SH SHARED 5033 D CENTRAL VT PUB SVC CORP COM 15577110 26 699 SH SHARED 02 699 D CENTRAL VT PUB SVC CORP COM 15577110 45 1200 SH SHARED 10 1200 D CENTRAL VT PUB SVC CORP COM 15577110 56 1500 SH SHARED 23 1500 D CENTRAL VA BANKSHARES INC COM 15579210 1 61 SH SHARED 61 D CENTRUE FINL CORP NEW COM 15643B10 2 127 SH SHARED 127 D CENTURY ALUM CO COM 15643110 12506 228940 SH SHARED 228940 D CENTURY ALUM CO COM 15643110 311 5700 SH SHARED 01 5700 D CENTURY ALUM CO COM 15643110 3548 64952 SH SHARED 02 4832 60120 D CENTURY ALUM CO COM 15643110 20529 375800 SH SHARED 10 375800 D CENTURY ALUM CO COM 15643110 64 1188 SH SHARED 21 1188 D CENTURY BANCORP INC CL A NON VTG 15643210 1 79 SH SHARED 79 D CENTURY CASINOS INC COM 15649210 1081 120327 SH SHARED 120327 D CENTURY CASINOS INC COM 15649210 1024 114000 SH SHARED 10 114000 D CEPHEID COM 15670R10 3065 209983 SH SHARED 209983 D CEPHEID COM 15670R10 1301 89150 SH SHARED 02 89150 D CEPHEID COM 15670R10 2482 170000 SH SHARED 04 170000 D CEPHEID COM 15670R10 1662 113900 SH SHARED 10 113900 D CENVEO INC COM 15670S10 25170 1085417 SH SHARED 1085417 D CENVEO INC COM 15670S10 166 7200 SH SHARED 01 7200 D CENVEO INC COM 15670S10 162 6997 SH SHARED 02 6997 D CENVEO INC COM 15670S10 168 7255 SH SHARED 10 7255 D CENTURYTEL INC COM 15670010 15664 319360 SH SHARED 301360 18000 D CENTURYTEL INC COM 15670010 18512 377431 SH SHARED 01 374771 2660 D CENTURYTEL INC COM 15670010 1566 31931 SH SHARED 02 31931 D CENTURYTEL INC COM 15670010 973 19850 SH SHARED 06 19850 D CENTURYTEL INC COM 15670010 19303 393543 SH SHARED 10 379974 13569 D CENTURYTEL INC COM 15670010 220 4500 SH SHR/OTHR 10 4500 D CENTURYTEL INC COM 15670010 101 2062 SH SHARED 20 1402 660 D CENTURYTEL INC COM 15670010 14 295 SH SHR/OTHR 21 295 D CENTURYTEL INC COM 15670010 3 73 SH SHARED 22 73 D CENTURYTEL INC COM 15670010 24 500 SH SHR/OTHR 22 500 D CEPHALON INC NOTE 6/1 156708AK 8 6000 PRN SHARED 02 6000 D CEPHALON INC NOTE 6/1 156708AL 3708 2511000 PRN SHARED 02 2511000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 183 100000 PRN SHARED 02 100000 D CEPHALON INC COM 15670810 95164 1183788 SH SHARED 1183788 D CEPHALON INC COM 15670810 5739 71400 SH SHARED 01 51800 19600 D CEPHALON INC COM 15670810 1812 22544 SH SHARED 02 22544 D CEPHALON INC COM 15670810 11576 144000 SH SHARED 04 144000 D CEPHALON INC COM 15670810 313 3900 SH SHARED 06 3400 500 D CEPHALON INC COM 15670810 24848 309100 SH SHARED 10 309100 D CERADYNE INC COM 15671010 3538 47849 SH SHARED 47849 D CERADYNE INC COM 15671010 480 6500 SH SHARED 01 6500 D CERADYNE INC COM 15671010 273 3700 SH SHARED 02 3300 400 D CERADYNE INC COM 15671010 894 12100 SH SHARED 10 12100 D CERIDIAN CORP NEW COM 15677910 1663 47517 SH SHARED 47517 D CERIDIAN CORP NEW COM 15677910 1692 48369 SH SHARED 01 3599 44770 D CERIDIAN CORP NEW COM 15677910 551 15752 SH SHARED 02 15752 D CERIDIAN CORP NEW COM 15677910 148 4240 SH SHARED 06 3500 740 D CERIDIAN CORP NEW COM 15677910 395 11300 SH SHARED 10 11300 D CERIDIAN CORP NEW COM 15677910 7 206 SH SHARED 14 206 D CERNER CORP COM 15678210 1171 21122 SH SHARED 21122 D CERNER CORP COM 15678210 1234 22260 SH SHARED 01 2000 20260 D CERNER CORP COM 15678210 406 7329 SH SHARED 02 7329 D CERNER CORP COM 15678210 4881 88000 SH SHARED 04 88000 D CERNER CORP COM 15678210 144 2600 SH SHARED 10 2600 D CERNER CORP COM 15678210 33 600 SH SHARED 20 600 D CERUS CORP COM 15708510 6003 888080 SH SHARED 888080 D CERUS CORP COM 15708510 1233 182531 SH SHARED 02 182531 D CEVA INC COM 15721010 3 450 SH SHARED 450 D CEVA INC COM 15721010 0 2 SH SHARED 02 2 D CHAD THERAPEUTICS INC COM 15722810 0 233 SH SHARED 233 D CHAMPION ENTERPRISES INC COM 15849610 5780 588011 SH SHARED 588011 D CHAMPION ENTERPRISES INC COM 15849610 280 28500 SH SHARED 01 28500 D CHAMPION ENTERPRISES INC COM 15849610 299 30483 SH SHARED 02 30483 D CHAMPION ENTERPRISES INC COM 15849610 309 31527 SH SHARED 10 31527 D CHAMPION INDS INC W VA COM 15852010 1 143 SH SHARED 143 D CHAMPS ENTMT INC DEL COM 15878710 1 231 SH SHARED 231 D CHAMPS ENTMT INC DEL COM 15878710 0 13 SH SHARED 02 13 D CHANNELL COML CORP COM 15918610 0 159 SH SHARED 159 D CHAPARRAL STL CO DEL COM 15942310 33232 462404 SH SHARED 462404 D CHAPARRAL STL CO DEL COM 15942310 1595 22200 SH SHARED 01 22200 D CHAPARRAL STL CO DEL COM 15942310 1509 21000 SH SHR/OTHR 01 21000 D CHAPARRAL STL CO DEL COM 15942310 148 2062 SH SHARED 02 2062 D CHAPARRAL STL CO DEL COM 15942310 704 9800 SH SHARED 10 9800 D CHAPARRAL STL CO DEL COM 15942310 21 300 SH SHR/OTHR 23 300 D CHARLES & COLVARD LTD COM 15976510 1 386 SH SHARED 386 D CHARLES & COLVARD LTD COM 15976510 0 1 SH SHARED 02 1 D CHARLES RIV LABS INTL INC COM 15986410 1711 33149 SH SHARED 33149 D CHARLES RIV LABS INTL INC COM 15986410 1047 20300 SH SHARED 01 20300 D CHARLES RIV LABS INTL INC COM 15986410 13417 259927 SH SHARED 02 257677 2250 D CHARLES RIV LABS INTL INC COM 15986410 103 2000 SH SHARED 06 1600 400 D CHARLES RIV LABS INTL INC COM 15986410 14882 288300 SH SHARED 10 288300 D CHARLOTTE RUSSE HLDG INC COM 16104810 1516 56451 SH SHARED 56451 D CHARLOTTE RUSSE HLDG INC COM 16104810 13 516 SH SHARED 02 516 D CHARMING SHOPPES INC COM 16113310 8286 765160 SH SHARED 765160 D CHARMING SHOPPES INC COM 16113310 505 46700 SH SHARED 01 12500 34200 D CHARMING SHOPPES INC COM 16113310 5154 475992 SH SHARED 02 475717 275 D CHARMING SHOPPES INC COM 16113310 1155 106700 SH SHARED 10 106700 D CHART INDS INC COM PAR $0.01 16115Q30 190 6701 SH SHARED 6701 D CHART INDS INC COM PAR $0.01 16115Q30 995 35000 SH SHARED 04 35000 D CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE 8736 4889000 PRN SHARED 02 4889000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 10223 2524376 SH SHARED 2524376 D CHARTER COMMUNICATIONS INC D CL A 16117M10 196 48600 SH SHARED 01 46600 2000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 235 58165 SH SHARED 02 53665 4500 D CHARTER COMMUNICATIONS INC D CL A 16117M10 475 117400 SH SHARED 10 117400 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 526 60001 SH SHARED 60001 D CHASE CORP COM 16150R10 2 126 SH SHARED 126 D CHATTEM INC COM 16245610 608 9605 SH SHARED 9605 D CHATTEM INC COM 16245610 950 15000 SH SHARED 01 15000 D CHATTEM INC COM 16245610 1014 16000 SH SHR/OTHR 01 16000 D CHATTEM INC COM 16245610 189 2985 SH SHARED 02 2985 D CHATTEM INC COM 16245610 176 2792 SH SHARED 10 2792 D CHATTEM INC COM 16245610 55 868 SH SHARED 21 868 D CHATTEM INC COM 16245610 500 7900 SH SHR/OTHR 21 7900 D CHECKFREE CORP NEW COM 16281310 6277 156169 SH SHARED 156169 D CHECKFREE CORP NEW COM 16281310 1037 25800 SH SHARED 01 1600 24200 D CHECKFREE CORP NEW COM 16281310 399 9949 SH SHARED 02 9749 200 D CHECKFREE CORP NEW COM 16281310 1716 42700 SH SHARED 04 42700 D CHECKFREE CORP NEW COM 16281310 100 2500 SH SHARED 06 2000 500 D CHECKFREE CORP NEW COM 16281310 240 5977 SH SHARED 10 5977 D CHECKFREE CORP NEW COM 16281310 64 1610 SH SHARED 21 1610 D CHECKPOINT SYS INC COM 16282510 2025 80211 SH SHARED 80211 D CHECKPOINT SYS INC COM 16282510 15 600 SH SHARED 01 600 D CHECKPOINT SYS INC COM 16282510 2046 81040 SH SHARED 02 81040 D CHECKPOINT SYS INC COM 16282510 396 15706 SH SHARED 10 15706 D CHEESECAKE FACTORY INC COM 16307210 4717 192399 SH SHARED 192399 D CHEESECAKE FACTORY INC COM 16307210 545 22255 SH SHARED 01 22255 D CHEESECAKE FACTORY INC COM 16307210 240 9804 SH SHARED 02 9804 D CHEESECAKE FACTORY INC COM 16307210 870 35484 SH SHARED 10 35484 D CHELSEA THERAPEUTICS INTL LT COM 16342810 3 472 SH SHARED 472 D CHEMED CORP NEW COM 16359R10 12398 187032 SH SHARED 187032 D CHEMED CORP NEW COM 16359R10 782 11800 SH SHARED 01 11800 D CHEMED CORP NEW COM 16359R10 1 29 SH SHARED 02 29 D CHEMED CORP NEW COM 16359R10 1020 15400 SH SHARED 10 15400 D CHEMICAL FINL CORP COM 16373110 608 23538 SH SHARED 23538 D CHEMICAL FINL CORP COM 16373110 2 99 SH SHARED 02 99 D CHEMICAL FINL CORP COM 16373110 124 4800 SH SHARED 10 4800 D CHEMTURA CORP COM 16389310 12627 1136621 SH SHARED 1136621 D CHEMTURA CORP COM 16389310 13259 1193501 SH SHARED 01 1113301 80200 D CHEMTURA CORP COM 16389310 3098 278924 SH SHARED 02 278784 140 D CHEMTURA CORP COM 16389310 319 28800 SH SHARED 06 28800 D CHEMTURA CORP COM 16389310 4716 424500 SH SHARED 10 346800 77700 D CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q10 23815 1221300 SH SHARED 1221300 D CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q10 53 2750 SH SHARED 02 2750 D CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE 24566 20038000 PRN SHARED 20038000 D CHENIERE ENERGY INC COM NEW 16411R20 20327 524051 SH SHARED 524051 D CHENIERE ENERGY INC COM NEW 16411R20 1441 37150 SH SHARED 01 37150 D CHENIERE ENERGY INC COM NEW 16411R20 32229 830879 SH SHARED 02 830879 D CHENIERE ENERGY INC COM NEW 16411R20 104 2700 SH SHARED 10 2700 D CHEROKEE INC DEL NEW COM 16444H10 2507 68626 SH SHARED 68626 D CHEROKEE INC DEL NEW COM 16444H10 251 6886 SH SHARED 02 861 6025 D CHEROKEE INC DEL NEW COM 16444H10 105 2900 SH SHARED 10 2900 D CHEROKEE INTL CORP COM 16445010 1 238 SH SHARED 238 D CHEROKEE INTL CORP COM 16445010 0 19 SH SHARED 02 19 D CHESAPEAKE CORP COM 16515910 2917 232079 SH SHARED 232079 D CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW 20600 20000000 PRN SHARED 20000000 D CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW 13362 12973000 PRN SHARED 02 12973000 D CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ 2690 2500000 PRN SHARED 2500000 D CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ 6284 5841000 PRN SHARED 02 5841000 D CHESAPEAKE ENERGY CORP COM 16516710 62494 1806209 SH SHARED 1756249 49960 D CHESAPEAKE ENERGY CORP COM 16516710 58260 1683840 SH SHARED 01 1683840 D CHESAPEAKE ENERGY CORP COM 16516710 24800 716776 SH SHARED 02 635429 81347 D CHESAPEAKE ENERGY CORP COM 16516710 7 230 SH SHARED 05 230 D CHESAPEAKE ENERGY CORP COM 16516710 4760 137600 SH SHARED 06 133620 3980 D CHESAPEAKE ENERGY CORP COM 16516710 40315 1165186 SH SHARED 10 1111786 53400 D CHESAPEAKE ENERGY CORP COM 16516710 10 300 SH SHARED 22 300 D CHESAPEAKE ENERGY CORP COM 16516710 86 2500 SH SHR/OTHR 23 2500 D CHESAPEAKE ENERGY CORP 6.25% PFD CONV 16516781 195 68203 PRN SHARED 68203 D CHESAPEAKE ENERGY CORP 6.25% PFD CONV 16516781 34 12130 PRN SHARED 02 12130 D CHESAPEAKE UTILS CORP COM 16530310 5 169 SH SHARED 169 D CHEVRON CORP NEW COM 16676410 3899 46285 SH SHARED 2600 43685 D CHEVRON CORP NEW COM 16676410 447230 5309003 SH SHARED 5260103 48900 D CHEVRON CORP NEW COM 16676410 194539 2309343 SH SHARED 01 2173749 135594 D CHEVRON CORP NEW COM 16676410 2795 33184 SH SHR/OTHR 01 33184 D CHEVRON CORP NEW COM 16676410 33868 402050 SH SHARED 02 355345 46705 D CHEVRON CORP NEW COM 16676410 11793 140000 SH SHARED 04 140000 D CHEVRON CORP NEW COM 16676410 67 797 SH SHARED 05 797 D CHEVRON CORP NEW COM 16676410 61741 732922 SH SHARED 06 332380 400542 D CHEVRON CORP NEW COM 16676410 580023 6885365 SH SHARED 10 6725032 160333 D CHEVRON CORP NEW COM 16676410 336 4000 SH SHR/OTHR 10 4000 D CHEVRON CORP NEW COM 16676410 2339 27767 SH SHARED 14 27767 D CHEVRON CORP NEW COM 16676410 14031 166561 SH SHARED 20 29969 136592 D CHEVRON CORP NEW COM 16676410 1760 20900 SH SHR/OTHR 20 20900 D CHEVRON CORP NEW COM 16676410 134 1593 SH SHARED 21 1593 D CHEVRON CORP NEW COM 16676410 48 570 SH SHR/OTHR 21 570 D CHEVRON CORP NEW COM 16676410 799 9487 SH SHARED 22 5152 4335 D CHEVRON CORP NEW COM 16676410 409 4862 SH SHR/OTHR 22 4862 D CHEVRON CORP NEW COM 16676410 9269 110035 SH SHARED 23 109050 985 D CHEVRON CORP NEW COM 16676410 14176 168288 SH SHR/OTHR 23 168288 D CHEVRON CORP NEW COM 16676410 1314 15600 SH SHARED 24 15600 D CHEVIOT FINL CORP COM 16677410 11 847 SH SHARED 847 D CHEVIOT FINL CORP COM 16677410 0 9 SH SHARED 02 9 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 29539 782700 SH SHARED 782700 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 405 10750 SH SHARED 02 10750 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 7619 201900 SH SHARED 04 201900 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 32260 854800 SH SHARED 10 854800 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 188 5000 SH SHARED 23 5000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 38302 71680 SH SHARED 71680 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 2041 3820 SH SHARED 01 3820 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 2570 4810 SH SHARED 02 4327 483 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 2117 3962 SH SHARED 06 3677 285 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 39934 74734 SH SHARED 10 74734 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 3206 6000 SH SHARED 15 6000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1132 2120 SH SHR/OTHR 23 2120 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 42 80 SH SHARED 24 80 D CHICAGO RIVET & MACH CO COM 16808810 0 18 SH SHARED 18 D CHICOPEE BANCORP INC COM 16856510 2 174 SH SHARED 174 D CHICOS FAS INC COM 16861510 3234 132890 SH SHARED 132890 D CHICOS FAS INC COM 16861510 1392 57200 SH SHARED 01 1200 56000 D CHICOS FAS INC COM 16861510 766 31471 SH SHARED 02 26271 5200 D CHICOS FAS INC COM 16861510 454 18690 SH SHARED 06 17500 1190 D CHICOS FAS INC COM 16861510 630 25900 SH SHARED 10 25900 D CHILDRENS PL RETAIL STORES I COM 16890510 13302 257600 SH SHARED 257600 D CHILDRENS PL RETAIL STORES I COM 16890510 175 3400 SH SHARED 01 3400 D CHILDRENS PL RETAIL STORES I COM 16890510 304 5893 SH SHARED 02 3393 2500 D CHILDRENS PL RETAIL STORES I COM 16890510 15011 290700 SH SHARED 10 290700 D CHINA AUTOMOTIVE SYS INC COM 16936R10 75 10500 SH SHARED 10500 D CHINA BAK BATTERY INC COM 16936Y10 65 16551 SH SHARED 16551 D CHINA FD INC COM 16937310 2913 76173 SH SHARED 76173 D 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COM 17179810 3032 76956 SH SHARED 02 28176 48780 D CIMAREX ENERGY CO COM 17179810 98 2500 SH SHARED 06 2000 500 D CIMAREX ENERGY CO COM 17179810 1727 43845 SH SHARED 10 43845 D CINCINNATI BELL INC NEW COM 17187110 6223 1076711 SH SHARED 1076711 D CINCINNATI BELL INC NEW COM 17187110 561 97100 SH SHARED 01 30200 66900 D CINCINNATI BELL INC NEW COM 17187110 906 156871 SH SHARED 02 156871 D CINCINNATI BELL INC NEW COM 17187110 4366 755500 SH SHARED 10 755500 D CINCINNATI FINL CORP COM 17206210 37861 872387 SH SHARED 872387 D CINCINNATI FINL CORP COM 17206210 986 22720 SH SHARED 01 22720 D CINCINNATI FINL CORP COM 17206210 1097 25278 SH SHARED 02 25278 D CINCINNATI FINL CORP COM 17206210 748 17245 SH SHARED 06 15773 1472 D CINCINNATI FINL CORP COM 17206210 15706 361895 SH SHARED 10 360259 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 570 13137 SH SHR/OTHR 20 13137 D 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SHR/OTHR 2132 D CISCO SYS INC COM 17275R10 333264 11966423 SH SHARED 11847158 119265 D CISCO SYS INC COM 17275R10 65717 2359705 SH SHARED 01 1505495 854210 D CISCO SYS INC COM 17275R10 5791 207967 SH SHR/OTHR 01 207967 D CISCO SYS INC COM 17275R10 28106 1009204 SH SHARED 02 819478 189726 D CISCO SYS INC COM 17275R10 596 21426 SH SHARED 04 21426 D CISCO SYS INC COM 17275R10 314959 11309145 SH SHARED 04 11306250 2895 D CISCO SYS INC COM 17275R10 2076 74559 SH SHARED 05 74559 D CISCO SYS INC COM 17275R10 99641 3577780 SH SHARED 06 1431443 2146337 D CISCO SYS INC COM 17275R10 404992 14541923 SH SHARED 10 14301489 240434 D CISCO SYS INC COM 17275R10 1061 38130 SH SHR/OTHR 10 38130 D CISCO SYS INC COM 17275R10 5609 201427 SH SHARED 14 78800 122627 D CISCO SYS INC COM 17275R10 7383 265115 SH SHARED 15 265115 D CISCO SYS INC COM 17275R10 3899 140000 SH SHARED 16 140000 D CISCO SYS INC COM 17275R10 442 15900 SH SHARED 19 15900 D CISCO SYS INC COM 17275R10 14358 515574 SH SHARED 20 123550 392024 D CISCO SYS INC COM 17275R10 2310 82980 SH SHR/OTHR 20 82980 D CISCO SYS INC COM 17275R10 742 26669 SH SHARED 21 26669 D CISCO SYS INC COM 17275R10 1465 52635 SH SHR/OTHR 21 52635 D CISCO SYS INC COM 17275R10 2497 89669 SH SHARED 22 60449 29220 D CISCO SYS INC COM 17275R10 853 30653 SH SHR/OTHR 22 30653 D CISCO SYS INC COM 17275R10 11494 412734 SH SHARED 23 384669 28065 D CISCO SYS INC COM 17275R10 20858 748958 SH SHR/OTHR 23 748958 D CISCO SYS INC COM 17275R10 1606 57675 SH SHARED 24 57675 D CIRRUS LOGIC INC COM 17275510 2471 297765 SH SHARED 297765 D CIRRUS LOGIC INC COM 17275510 473 57000 SH SHARED 02 57000 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 4775 5553000 PRN SHARED 5553000 D CITADEL BROADCASTING CORP COM 17285T10 21044 3262731 SH SHARED 3259046 3685 D CITADEL BROADCASTING CORP COM 17285T10 163 25337 SH SHARED 01 23864 1473 D CITADEL BROADCASTING CORP COM 17285T10 36 5687 SH SHR/OTHR 01 5687 D CITADEL BROADCASTING CORP COM 17285T10 787 122018 SH SHARED 02 68058 53960 D CITADEL BROADCASTING CORP COM 17285T10 203 31576 SH SHARED 04 31576 D CITADEL BROADCASTING CORP COM 17285T10 0 52 SH SHARED 05 52 D CITADEL BROADCASTING CORP COM 17285T10 51 8060 SH SHARED 06 6576 1484 D CITADEL BROADCASTING CORP COM 17285T10 3357 520470 SH SHARED 10 520247 223 D CITADEL BROADCASTING CORP COM 17285T10 12 1961 SH SHARED 14 1961 D CITADEL BROADCASTING CORP COM 17285T10 7 1166 SH SHARED 20 138 1028 D CITADEL BROADCASTING CORP COM 17285T10 4 690 SH SHR/OTHR 20 690 D CITADEL BROADCASTING CORP COM 17285T10 4 672 SH SHARED 21 672 D CITADEL BROADCASTING CORP COM 17285T10 0 75 SH SHARED 22 75 D CITADEL BROADCASTING CORP COM 17285T10 0 115 SH SHR/OTHR 22 115 D CITADEL BROADCASTING CORP COM 17285T10 16 2505 SH SHARED 23 2505 D CITADEL BROADCASTING CORP COM 17285T10 49 7737 SH SHR/OTHR 23 7737 D CINTAS CORP COM 17290810 16306 413554 SH SHARED 413554 D CINTAS CORP COM 17290810 614 15575 SH SHARED 01 15520 55 D CINTAS CORP COM 17290810 10975 278347 SH SHARED 02 278347 D 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CITIGROUP INC COM 17296710 886 17291 SH SHR/OTHR 10 17291 D CITIGROUP INC COM 17296710 5661 110380 SH SHARED 14 6000 104380 D CITIGROUP INC COM 17296710 3846 75000 SH SHARED 15 75000 D CITIGROUP INC COM 17296710 4649 90655 SH SHARED 16 90655 D CITIGROUP INC COM 17296710 471 9200 SH SHARED 19 9200 D CITIGROUP INC COM 17296710 10131 197525 SH SHARED 20 73728 123797 D CITIGROUP INC COM 17296710 1710 33346 SH SHR/OTHR 20 33346 D CITIGROUP INC COM 17296710 2425 47291 SH SHARED 21 47291 D CITIGROUP INC COM 17296710 321 6266 SH SHR/OTHR 21 6266 D CITIGROUP INC COM 17296710 3242 63223 SH SHARED 22 42510 20713 D CITIGROUP INC COM 17296710 1827 35624 SH SHR/OTHR 22 35624 D CITIGROUP INC COM 17296710 12803 249632 SH SHARED 23 234804 14828 D CITIGROUP INC COM 17296710 16066 313250 SH SHR/OTHR 23 313250 D CITI TRENDS INC COM 17306X10 440 11608 SH SHARED 11608 D CITI TRENDS INC COM 17306X10 9 250 SH SHARED 01 250 D CITI TRENDS INC COM 17306X10 18 496 SH SHARED 02 496 D CITI TRENDS INC COM 17306X10 8541 225000 SH SHARED 10 225000 D CITIZENS REPUBLIC BANCORP IN COM 17442010 6668 364420 SH SHARED 364420 D CITIZENS REPUBLIC BANCORP IN COM 17442010 7 400 SH SHARED 01 400 D CITIZENS REPUBLIC BANCORP IN COM 17442010 140 7698 SH SHARED 02 7698 D CITIZENS REPUBLIC BANCORP IN COM 17442010 16017 875300 SH SHARED 10 875300 D CITIZENS COMMUNICATIONS CO COM 17453B10 21141 1384537 SH SHARED 1261237 123300 D CITIZENS COMMUNICATIONS CO COM 17453B10 39427 2582024 SH SHARED 01 2573731 8293 D CITIZENS COMMUNICATIONS CO COM 17453B10 1712 112161 SH SHARED 02 106201 5960 D CITIZENS COMMUNICATIONS CO COM 17453B10 1363 89300 SH SHARED 06 89300 D CITIZENS COMMUNICATIONS CO COM 17453B10 16238 1063396 SH SHARED 10 1002396 61000 D CITIZENS FIRST BANCORP INC D COM 17461R10 12 572 SH SHARED 572 D CITIZENS FINL CORP KY CL A 17461310 0 17 SH SHARED 17 D CITIZENS FIRST CORP COM 17462Q10 0 50 SH SHARED 50 D CITIZENS INC CL A 17474010 117 16684 SH SHARED 16684 D CITIZENS INC CL A 17474010 16 2366 SH SHARED 02 2366 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SH SHARED 287183 D CLEVELAND CLIFFS INC COM 18589610 12947 166700 SH SHARED 01 166700 D CLEVELAND CLIFFS INC COM 18589610 970 12500 SH SHR/OTHR 01 12500 D CLEVELAND CLIFFS INC COM 18589610 147 1905 SH SHARED 02 1905 D CLEVELAND CLIFFS INC COM 18589610 349 4500 SH SHARED 06 4500 D CLEVELAND CLIFFS INC COM 18589610 4504 58000 SH SHARED 10 54800 3200 D CLEVELAND CLIFFS INC COM 18589610 62 800 SH SHR/OTHR 23 800 D CLIFTON SVGS BANCORP INC COM 18712Q10 64 5996 SH SHARED 5996 D CLIFTON SVGS BANCORP INC COM 18712Q10 4 461 SH SHARED 02 461 D CLINICAL DATA INC NEW COM 18725U10 3 151 SH SHARED 151 D CLINICAL DATA INC NEW COM 18725U10 0 19 SH SHARED 02 19 D CLOROX CO DEL COM 18905410 39698 639267 SH SHARED 639267 D CLOROX CO DEL COM 18905410 2224 35825 SH SHARED 01 32925 2900 D CLOROX CO DEL COM 18905410 5386 86732 SH SHARED 02 86587 145 D CLOROX CO DEL COM 18905410 3 50 SH SHARED 05 50 D CLOROX CO DEL COM 18905410 1043 16810 SH SHARED 06 15250 1560 D CLOROX CO DEL COM 18905410 5650 90987 SH 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COACH INC COM 18975410 71 1500 SH SHARED 24 1500 D COACHMEN INDS INC COM 18987310 3 395 SH SHARED 395 D COACHMEN INDS INC COM 18987310 0 1 SH SHARED 02 1 D COACTIVE MARKETING GROUP INC COM 18987510 0 139 SH SHARED 139 D COAST DISTR SYS COM 19034510 0 82 SH SHARED 82 D COAST FINL HLDGS INC COM 19035410 22 6577 SH SHARED 6577 D COBIZ INC COM 19089710 166 9189 SH SHARED 9189 D COBIZ INC COM 19089710 131 7275 SH SHR/OTHR 01 7275 D COBIZ INC COM 19089710 2 153 SH SHARED 02 153 D COBIZ INC COM 19089710 612 33814 SH SHR/OTHR 23 33814 D COBRA ELECTRS CORP COM 19104210 1 162 SH SHARED 162 D COCA COLA BOTTLING CO CONS COM 19109810 351 6992 SH SHARED 6992 D COCA COLA BOTTLING CO CONS COM 19109810 20 400 SH SHARED 01 400 D COCA COLA BOTTLING CO CONS COM 19109810 3 71 SH SHARED 02 71 D COCA COLA BOTTLING CO CONS COM 19109810 286 5700 SH SHARED 10 5700 D COCA COLA CO COM 19121610 1951 37313 SH SHARED 37313 D COCA COLA CO COM 19121610 278887 5331441 SH SHARED 5281931 49510 D COCA COLA CO COM 19121610 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46498 SH SHARED 46498 D COOPER COS INC COM NEW 21664840 9 178 SH SHARED 02 178 D COOPER COS INC COM NEW 21664840 8136 152600 SH SHARED 04 152600 D COOPER COS INC COM NEW 21664840 9368 175700 SH SHARED 06 70700 105000 D COOPER COS INC COM NEW 21664840 17310 324650 SH SHARED 10 324650 D COOPER COS INC COM NEW 21664840 106 2000 SH SHARED 14 2000 D COOPER TIRE & RUBR CO COM 21683110 12622 457002 SH SHARED 457002 D COOPER TIRE & RUBR CO COM 21683110 571 20699 SH SHARED 01 20699 D COOPER TIRE & RUBR CO COM 21683110 11 417 SH SHARED 02 117 300 D COOPER TIRE & RUBR CO COM 21683110 8562 310000 SH SHARED 10 310000 D COOPERATIVE BANKSHARES INC COM 21684410 2 137 SH SHARED 137 D COPANO ENERGY L L C COM UNITS 21720210 12656 296607 SH SHARED 296607 D COPANO ENERGY L L C COM UNITS 21720210 192 4500 SH SHARED 02 500 4000 D COPART INC COM 21720410 3933 128586 SH SHARED 128586 D COPART INC COM 21720410 627 20500 SH SHARED 01 20500 D COPART INC COM 21720410 1155 37761 SH SHARED 02 37761 D COPART INC COM 21720410 104 3400 SH SHARED 10 3400 D CORCEPT THERAPEUTICS INC COM 21835210 85 31176 SH SHARED 31176 D CORE MARK HOLDING CO INC COM 21868110 3198 88899 SH SHARED 88899 D CORE MARK HOLDING CO INC COM 21868110 28 800 SH SHARED 01 800 D CORE MARK HOLDING CO INC COM 21868110 187 5200 SH SHARED 10 5200 D CORE MOLDING TECHNOLOGIES IN COM 21868310 1 144 SH SHARED 144 D COREL CORP NEW COM 21869X10 242 18318 SH SHARED 18318 D CORINTHIAN COLLEGES INC COM 21886810 5867 360170 SH SHARED 360170 D CORINTHIAN COLLEGES INC COM 21886810 452 27800 SH SHARED 01 4000 23800 D CORINTHIAN COLLEGES INC COM 21886810 197 12100 SH SHARED 02 8800 3300 D CORINTHIAN COLLEGES INC COM 21886810 1303 80000 SH SHARED 04 80000 D CORINTHIAN COLLEGES INC COM 21886810 164 10100 SH SHARED 10 10100 D CORN PRODS INTL INC COM 21902310 46355 1019913 SH SHARED 1019913 D CORN PRODS INTL INC COM 21902310 149 3298 SH SHARED 01 2898 400 D CORN PRODS INTL INC COM 21902310 44 974 SH SHARED 02 874 100 D CORN PRODS INTL INC COM 21902310 3754 82600 SH SHARED 04 82600 D CORN PRODS INTL INC COM 21902310 13 300 SH SHARED 06 300 D CORN PRODS INTL INC COM 21902310 2926 64400 SH SHARED 10 64400 D CORN PRODS INTL INC COM 21902310 36 800 SH SHARED 21 800 D CORN PRODS INTL INC COM 21902310 527 11600 SH SHR/OTHR 23 11600 D CORNELL COMPANIES INC COM 21914110 497 20254 SH SHARED 20254 D CORNERSTONE STRATEGIC VALUE COM 21924B10 2 229 SH SHARED 02 229 D CORNING INC COM 21935010 388 15194 SH SHARED 12300 2894 D CORNING INC COM 21935010 94547 3700494 SH SHARED 3700294 200 D CORNING INC COM 21935010 7641 299091 SH SHARED 01 299091 D CORNING INC COM 21935010 3786 148196 SH SHR/OTHR 01 148196 D CORNING INC COM 21935010 5834 228347 SH SHARED 02 205318 23029 D CORNING INC COM 21935010 67 2640 SH SHARED 04 2640 D CORNING INC COM 21935010 238722 9343327 SH SHARED 04 9343327 D CORNING INC COM 21935010 2592 101450 SH SHARED 05 101450 D CORNING INC COM 21935010 60905 2383759 SH SHARED 06 1136159 1247600 D CORNING INC COM 21935010 40591 1588727 SH SHARED 10 1586927 1800 D CORNING INC COM 21935010 3992 156252 SH SHARED 14 86300 69952 D CORNING INC COM 21935010 5595 219000 SH SHARED 15 219000 D CORNING INC COM 21935010 7058 276249 SH SHARED 16 276249 D CORNING INC COM 21935010 291 11400 SH SHARED 19 11400 D CORNING INC COM 21935010 31 1250 SH SHARED 20 1250 D CORNING INC COM 21935010 936 36650 SH SHR/OTHR 23 36650 D CORPBANCA SP ADR REG S 21987A20 31 1040 SH SHARED 1040 D CORPORATE EXECUTIVE BRD CO COM 21988R10 6402 98635 SH SHARED 98635 D CORPORATE EXECUTIVE BRD CO COM 21988R10 804 12400 SH SHARED 01 500 11900 D CORPORATE EXECUTIVE BRD CO COM 21988R10 470 7255 SH SHARED 02 7255 D CORPORATE EXECUTIVE BRD CO COM 21988R10 77 1200 SH SHARED 06 1000 200 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1362 20990 SH SHARED 10 14790 6200 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 4432 108091 SH SHARED 108091 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 229 5600 SH SHARED 01 5600 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 43 1061 SH SHARED 02 1061 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 410 10000 SH SHARED 04 10000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1181 28800 SH SHARED 10 28800 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 11260 178424 SH SHARED 178424 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 290 4600 SH SHARED 02 1873 2727 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 1441 22835 SH SHARED 10 22835 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 18 7007 SH SHARED 7007 D CORUS BANKSHARES INC COM 22087310 832 48244 SH SHARED 48244 D CORUS BANKSHARES INC COM 22087310 864 50100 SH SHARED 01 50100 D CORUS BANKSHARES INC COM 22087310 8761 507600 SH SHARED 10 507600 D CORUS BANKSHARES INC COM 22087310 33 1961 SH SHARED 21 1961 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 2330 49760 SH SHARED 49760 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 244 5220 SH SHARED 02 5220 D CORVEL CORP COM 22100610 610 23365 SH SHARED 23365 D CORVEL CORP COM 22100610 100 3850 SH SHARED 01 3850 D CORVEL CORP COM 22100610 140 5379 SH SHARED 02 5379 D CORVEL CORP COM 22100610 1471 56300 SH SHARED 10 56300 D COSI INC COM 22122P10 16 3576 SH SHARED 3576 D COST PLUS INC CALIF COM 22148510 18457 2176579 SH SHARED 2176579 D COST PLUS INC CALIF COM 22148510 71 8434 SH SHARED 02 7934 500 D COST-U-LESS INC COM 22149210 0 86 SH SHARED 86 D COSTCO WHSL CORP NEW COM 22160K10 33928 579783 SH SHARED 577083 2700 D COSTCO WHSL CORP NEW COM 22160K10 4886 83506 SH SHARED 01 63681 19825 D COSTCO WHSL CORP NEW COM 22160K10 211 3609 SH SHR/OTHR 01 3609 D COSTCO WHSL CORP NEW COM 22160K10 15258 260744 SH SHARED 02 253129 7615 D COSTCO WHSL CORP NEW COM 22160K10 2926 50000 SH SHARED 04 50000 D COSTCO WHSL CORP NEW COM 22160K10 11 200 SH SHARED 05 200 D COSTCO WHSL CORP NEW COM 22160K10 2923 49954 SH SHARED 06 45674 4280 D COSTCO WHSL CORP NEW COM 22160K10 32753 559693 SH SHARED 10 556958 2735 D COSTCO WHSL CORP NEW COM 22160K10 113 1940 SH SHR/OTHR 10 1940 D COSTCO WHSL CORP NEW COM 22160K10 1686 28815 SH SHARED 20 3025 25790 D COSTCO WHSL CORP NEW COM 22160K10 35 600 SH SHR/OTHR 20 600 D COSTCO WHSL CORP NEW COM 22160K10 14 250 SH SHR/OTHR 21 250 D COSTCO WHSL CORP NEW COM 22160K10 76 1300 SH SHARED 22 400 900 D COSTCO WHSL CORP NEW COM 22160K10 145 2480 SH SHARED 23 2000 480 D COSTCO WHSL CORP NEW COM 22160K10 620 10600 SH SHR/OTHR 23 10600 D COSTAR GROUP INC COM 22160N10 545 10308 SH SHARED 10308 D COSTAR GROUP INC COM 22160N10 37 700 SH SHARED 01 700 D COSTAR GROUP INC COM 22160N10 5 112 SH SHARED 02 112 D COSTAR GROUP INC COM 22160N10 58 1100 SH SHARED 10 1100 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 438 330000 PRN SHARED 02 330000 D COTT CORP QUE COM 22163N10 989 68744 SH SHARED 68744 D COTT CORP QUE COM 22163N10 14 1000 SH SHR/OTHR 01 1000 D COTT CORP QUE COM 22163N10 25 1800 SH SHARED 14 1800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 29 800 SH SHARED 800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 34052 936785 SH SHARED 936785 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2923 80432 SH SHARED 01 80432 D COUNTRYWIDE FINANCIAL CORP COM 22237210 11226 308834 SH SHARED 02 304201 4633 D COUNTRYWIDE FINANCIAL CORP COM 22237210 11 308 SH SHARED 05 308 D COUNTRYWIDE FINANCIAL CORP COM 22237210 3433 94461 SH SHARED 06 88981 5480 D COUNTRYWIDE FINANCIAL CORP COM 22237210 12407 341330 SH SHARED 10 341330 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1167 32121 SH SHARED 14 32121 D COUNTRYWIDE FINANCIAL CORP COM 22237210 290 8000 SH SHR/OTHR 23 8000 D COURIER CORP COM 22266010 395 9876 SH SHARED 9876 D COURIER CORP COM 22266010 3 79 SH SHARED 02 79 D COURIER CORP COM 22266010 180 4500 SH SHARED 10 4500 D COURTSIDE ACQUISITION CORP COM 22274N10 122 23278 SH SHARED 23278 D COURTSIDE ACQUISITION CORP *W EXP 06/29/200 22274N11 0 114 SH SHARED 114 D COUSINS PPTYS INC COM 22279510 7590 261638 SH SHARED 261638 D COUSINS PPTYS INC COM 22279510 1272 43850 SH SHARED 01 32150 11700 D COUSINS PPTYS INC COM 22279510 951 32782 SH SHR/OTHR 01 32782 D COUSINS PPTYS INC COM 22279510 204 7042 SH SHARED 02 6721 321 D COUSINS PPTYS INC COM 22279510 826 28500 SH SHARED 10 28500 D COVANSYS CORP COM 22281W10 4202 123851 SH SHARED 123851 D COVANSYS CORP COM 22281W10 20588 606800 SH SHARED 10 606800 D COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR 2675 2950000 PRN SHARED 2950000 D COVAD COMMUNICATIONS GROUP I COM 22281420 1512 1680084 SH SHARED 1680084 D COVAD COMMUNICATIONS GROUP I COM 22281420 0 528 SH SHARED 02 527 1 D COVANCE INC COM 22281610 9170 133759 SH SHARED 133759 D COVANCE INC COM 22281610 1494 21802 SH SHARED 01 1202 20600 D COVANCE INC COM 22281610 4165 60764 SH SHARED 02 59674 1090 D COVANCE INC COM 22281610 130 1900 SH SHARED 06 1500 400 D COVANCE INC COM 22281610 29439 429400 SH SHARED 10 429400 D COVANCE INC COM 22281610 54 800 SH SHR/OTHR 23 800 D COVANTA HLDG CORP COM 22282E10 50563 2051271 SH SHARED 2051271 D COVANTA HLDG CORP COM 22282E10 726 29460 SH SHARED 01 20260 9200 D COVANTA HLDG CORP COM 22282E10 26 1079 SH SHARED 02 479 600 D COVANTA HLDG CORP COM 22282E10 26668 1081900 SH SHARED 04 1081900 D COVANTA HLDG CORP COM 22282E10 12325 500000 SH SHARED 05 500000 D COVANTA HLDG CORP COM 22282E10 692 28100 SH SHARED 10 28100 D COVANTA HLDG CORP COM 22282E10 4 200 SH SHARED 23 200 D COVENANT TRANSN GROUP INC CL A 22284P10 323 28395 SH SHARED 28395 D COVENANT TRANSN GROUP INC CL A 22284P10 47 4201 SH SHARED 02 4201 D COVENTRY HEALTH CARE INC COM 22286210 46878 813161 SH SHARED 786061 27100 D COVENTRY HEALTH CARE INC COM 22286210 44318 768750 SH SHARED 01 764550 4200 D COVENTRY HEALTH CARE INC COM 22286210 1160 20137 SH SHARED 02 20137 D COVENTRY HEALTH CARE INC COM 22286210 2300 39900 SH SHARED 04 39900 D COVENTRY HEALTH CARE INC COM 22286210 2144 37192 SH SHARED 06 35727 1465 D COVENTRY HEALTH CARE INC COM 22286210 48078 833966 SH SHARED 10 813866 20100 D COVENTRY HEALTH CARE INC COM 22286210 267 4646 SH SHARED 14 1300 3346 D COVENTRY HEALTH CARE INC COM 22286210 245 4265 SH SHARED 21 4265 D COWEN GROUP INC COM 22362110 4332 241905 SH SHARED 241905 D COWEN GROUP INC COM 22362110 1159 64750 SH SHARED 01 60000 4750 D COWEN GROUP INC COM 22362110 1522 85000 SH SHR/OTHR 01 85000 D COWEN GROUP INC COM 22362110 19 1080 SH SHARED 02 1080 D COWLITZ BANCORP LONGVIEW WAS COM 22376710 1 106 SH SHARED 106 D COWLITZ BANCORP LONGVIEW WAS COM 22376710 33 2076 SH SHARED 02 2076 D COX RADIO INC CL A 22405110 3192 224226 SH SHARED 224226 D COX RADIO INC CL A 22405110 2661 186931 SH SHARED 10 186931 D CRAFTMADE INTL INC COM 22413E10 1 113 SH SHARED 113 D CRANE CO COM 22439910 2707 59562 SH SHARED 59562 D CRANE CO COM 22439910 831 18300 SH SHARED 01 2700 15600 D CRANE CO COM 22439910 1045 23000 SH SHARED 02 23000 D CRANE CO COM 22439910 273 6023 SH SHARED 10 6023 D CRAWFORD & CO CL B 22463310 93 13857 SH SHARED 13857 D CRAWFORD & CO CL B 22463310 0 131 SH SHARED 02 131 D CRAY INC COM NEW 22522330 520 68170 SH SHARED 68170 D CRAY INC COM NEW 22522330 26 3446 SH SHARED 02 2221 1225 D CREDENCE SYS CORP COM 22530210 36363 10101092 SH SHARED 10101092 D CREDENCE SYS CORP COM 22530210 8 2300 SH SHARED 01 2300 D CREDENCE SYS CORP COM 22530210 1 553 SH SHARED 02 553 D CREDENCE SYS CORP COM 22530210 92 25600 SH SHARED 10 25600 D CREDIT ACCEP CORP MICH COM 22531010 66 2467 SH SHARED 2467 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 15309 215753 SH SHARED 215753 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 24 350 SH SHARED 01 350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 81 1155 SH SHARED 02 1155 D CREDO PETE CORP COM PAR $0.10 22543920 2 203 SH SHARED 203 D CREE INC COM 22544710 5153 199354 SH SHARED 199354 D CREE INC COM 22544710 651 25200 SH SHARED 01 25200 D CREE INC COM 22544710 235 9096 SH SHARED 02 8936 160 D CREE INC COM 22544710 6591 255000 SH SHARED 04 255000 D CREE INC COM 22544710 216 8376 SH SHARED 10 8376 D CREE INC COM 22544710 47 1832 SH SHARED 21 1832 D CRESCENT BKG CO COM 22564610 63 1500 SH SHARED 02 1500 D CRESCENT FINL CORP COM 22574410 2 231 SH SHARED 231 D CRESCENT REAL ESTATE EQUITIE COM 22575610 13577 605042 SH SHARED 605042 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2880 128383 SH SHARED 02 127983 400 D CRESCENT REAL ESTATE EQUITIE COM 22575610 673 30000 SH SHARED 04 30000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 213 9500 SH SHARED 10 9500 D CRESUD S A C I F Y A SPONSORED ADR 22640610 11552 540085 SH SHARED 540085 D CRESUD S A C I F Y A SPONSORED ADR 22640610 9132 426946 SH SHARED 01 426946 D CRESUD S A C I F Y A SPONSORED ADR 22640610 277 12980 SH SHARED 02 12980 D CRESUD S A C I F Y A SPONSORED ADR 22640610 9473 442900 SH SHARED 04 442900 D CRESUD S A C I F Y A SPONSORED ADR 22640610 2656 124200 SH SHARED 05 124200 D CRESUD S A C I F Y A SPONSORED ADR 22640610 1824 85290 SH SHARED 06 45290 40000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 588 27500 SH SHARED 10 27500 D CRITICAL THERAPEUTICS INC COM 22674T10 41 19076 SH SHARED 19076 D CRITICAL THERAPEUTICS INC COM 22674T10 0 43 SH SHARED 02 43 D CRITICARE SYS INC COM 22690110 0 276 SH SHARED 276 D CROCS INC COM 22704610 40007 930416 SH SHARED 930416 D CROCS INC COM 22704610 30 700 SH SHARED 01 700 D CROCS INC COM 22704610 33 769 SH SHARED 02 319 450 D CROCS INC COM 22704610 17 400 SH SHARED 10 400 D CROSS A T CO CL A 22747810 2 184 SH SHARED 184 D CROSS CTRY HEALTHCARE INC COM 22748310 779 46723 SH SHARED 46723 D CROSS CTRY HEALTHCARE INC COM 22748310 76 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 0 4 SH SHARED 02 4 D CROSS CTRY HEALTHCARE INC COM 22748310 130 7800 SH SHARED 10 7800 D CROSS TIMBERS RTY TR TR UNIT 22757R10 9 223 SH SHARED 223 D CROSS TIMBERS RTY TR TR UNIT 22757R10 157 3700 SH SHARED 02 3700 D CROSS TIMBERS RTY TR TR UNIT 22757R10 85 2000 SH SHR/OTHR 20 2000 D CROSSTEX ENERGY L P COM 22765U10 14 419 SH SHARED 419 D CROSSTEX ENERGY L P COM 22765U10 28 800 SH SHARED 02 800 D CROSSTEX ENERGY INC COM 22765Y10 1978 68863 SH SHARED 68863 D CROSSTEX ENERGY INC COM 22765Y10 7 250 SH SHARED 02 250 D CROSSTEX ENERGY INC COM 22765Y10 115 4027 SH SHARED 10 4027 D CROWN CASTLE INTL CORP COM 22822710 1661 45819 SH SHARED 45819 D CROWN CASTLE INTL CORP COM 22822710 344 9501 SH SHARED 01 9501 D CROWN CASTLE INTL CORP COM 22822710 922 25442 SH SHARED 02 4874 20568 D CROWN CASTLE INTL CORP COM 22822710 2176 60000 SH SHARED 04 60000 D CROWN CASTLE INTL CORP COM 22822710 265 7310 SH SHARED 06 5500 1810 D CROWN CASTLE INTL CORP COM 22822710 18449 508660 SH SHARED 10 508660 D CROWN CASTLE INTL CORP COM 22822710 27 750 SH SHR/OTHR 23 750 D CROWN CRAFTS INC COM 22830910 0 214 SH SHARED 214 D CROWN CRAFTS INC COM 22830910 648 148355 SH SHARED 01 148355 D CROWN HOLDINGS INC COM 22836810 17159 687218 SH SHARED 687218 D CROWN HOLDINGS INC COM 22836810 696 27900 SH SHARED 01 27900 D CROWN HOLDINGS INC COM 22836810 1868 74830 SH SHARED 02 70680 4150 D CROWN HOLDINGS INC COM 22836810 10317 413195 SH SHARED 10 412800 395 D CROWN HOLDINGS INC COM 22836810 1010 40470 SH SHARED 24 40470 D CROWN MEDIA HLDGS INC CL A 22841110 128 17829 SH SHARED 17829 D CROWN MEDIA HLDGS INC CL A 22841110 0 25 SH SHARED 02 25 D CRYOLIFE INC COM 22890310 253 19519 SH SHARED 19519 D CRYOLIFE INC COM 22890310 19 1537 SH SHARED 02 1537 D CRYOCOR INC COM 22901610 0 133 SH SHARED 133 D CRYSTAL RIV CAP INC COM 22939330 557 22952 SH SHARED 22952 D CRYSTAL RIV CAP INC COM 22939330 1377 56733 SH SHARED 02 1168 55565 D CRYSTAL RIV CAP INC COM 22939330 31415 1293900 SH SHARED 10 1293900 D CRYSTALLEX INTL CORP COM 22942F10 21 5300 SH SHARED 04 5300 D CRYSTALLEX INTL CORP COM 22942F10 2335 562800 SH SHARED 10 562800 D CTRIP COM INTL LTD ADR 22943F10 59 759 SH SHARED 759 D CTRIP COM INTL LTD ADR 22943F10 269 3423 SH SHARED 02 3376 47 D CTRIP COM INTL LTD ADR 22943F10 60151 765000 SH SHARED 04 765000 D CTRIP COM INTL LTD ADR 22943F10 3931 50000 SH SHARED 05 50000 D CTRIP COM INTL LTD ADR 22943F10 4470 56860 SH SHARED 06 30360 26500 D CUBIC CORP COM 22966910 487 16144 SH SHARED 16144 D CUBIC CORP COM 22966910 169 5600 SH SHARED 01 600 5000 D CUBIC CORP COM 22966910 231 7660 SH SHARED 02 7660 D CUBIC CORP COM 22966910 120 4000 SH SHR/OTHR 23 4000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 925 1011000 PRN SHARED 1011000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 13189 14415000 PRN SHARED 02 14415000 D CUBIST PHARMACEUTICALS INC COM 22967810 4325 219440 SH SHARED 219440 D CUBIST PHARMACEUTICALS INC COM 22967810 236 12000 SH SHARED 01 12000 D CUBIST PHARMACEUTICALS INC COM 22967810 8416 427000 SH SHARED 04 427000 D CUBIST PHARMACEUTICALS INC COM 22967810 1177 59722 SH SHARED 10 59722 D CULLEN FROST BANKERS INC COM 22989910 17013 318197 SH SHARED 318197 D CULLEN FROST BANKERS INC COM 22989910 908 17000 SH SHARED 01 100 16900 D CULLEN FROST BANKERS INC COM 22989910 714 13370 SH SHARED 02 13370 D CULLEN FROST BANKERS INC COM 22989910 203 3800 SH SHARED 10 3800 D CUISINE SOLUTIONS INC COM 22990410 1 167 SH SHARED 167 D CUISINE SOLUTIONS INC COM 22990410 0 16 SH SHARED 02 16 D CULP INC COM 23021510 2 248 SH SHARED 248 D CUMMINS INC COM 23102110 41075 405849 SH SHARED 405849 D CUMMINS INC COM 23102110 2840 28067 SH SHARED 01 25387 2680 D CUMMINS INC COM 23102110 13715 135519 SH SHARED 02 135519 D CUMMINS INC COM 23102110 1062 10500 SH SHARED 06 9500 1000 D CUMMINS INC COM 23102110 17101 168972 SH SHARED 10 168972 D CUMMINS INC COM 23102110 323 3200 SH SHARED 14 3200 D CUMMINS INC COM 23102110 29 295 SH SHR/OTHR 21 295 D CUMMINS INC COM 23102110 8 86 SH SHARED 22 86 D CUMMINS INC COM 23102110 242 2400 SH SHR/OTHR 23 2400 D CUMULUS MEDIA INC CL A 23108210 493 52740 SH SHARED 52740 D CUMULUS MEDIA INC CL A 23108210 22 2400 SH SHARED 01 2400 D CURAGEN CORP COM 23126R10 380 193192 SH SHARED 193192 D CURAGEN CORP COM 23126R10 0 5 SH SHARED 02 5 D CURIS INC COM 23126910 1 1234 SH SHARED 1234 D CURIS INC COM 23126910 0 5 SH SHARED 02 5 D CURRENCYSHS BRIT POUND STER BRIT POUND STE 23129S10 44 223 SH SHARED 02 223 D CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U10 8 100 SH SHARED 02 100 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 1 17 SH SHARED 01 17 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 1539 18954 SH SHARED 02 18954 D CURRENCY SHARES EURO TR EURO SHS 23130C10 4 30 SH SHARED 01 30 D CURRENCY SHARES EURO TR EURO SHS 23130C10 82 605 SH SHARED 02 605 D CURTISS WRIGHT CORP COM 23156110 1162 24932 SH SHARED 24932 D CURTISS WRIGHT CORP COM 23156110 37 800 SH SHARED 01 800 D CURTISS WRIGHT CORP COM 23156110 25 557 SH SHARED 02 147 410 D CURTISS WRIGHT CORP COM 23156110 9102 195300 SH SHARED 10 195300 D CUTERA INC COM 23210910 567 22784 SH SHARED 22784 D CUTERA INC COM 23210910 23 927 SH SHARED 02 927 D CYANOTECH CORP COM PAR $0.02 23243730 0 113 SH SHARED 113 D CYBERSOURCE CORP COM 23251J10 917 76111 SH SHARED 76111 D CYBERSOURCE CORP COM 23251J10 30 2500 SH SHARED 01 1700 800 D CYBERSOURCE CORP COM 23251J10 13796 1144000 SH SHARED 10 1144000 D CYBERONICS INC COM 23251P10 182 10859 SH SHARED 10859 D CYBERONICS INC COM 23251P10 1 78 SH SHARED 02 78 D CYBERONICS INC COM 23251P10 538 32000 SH SHARED 04 32000 D CYBERONICS INC COM 23251P10 48 2902 SH SHARED 10 2902 D CYBERONICS INC COM 23251P10 1345 80000 SH SHARED 15 80000 D CYBEROPTICS CORP COM 23251710 2 209 SH SHARED 209 D CYBEX INTL INC COM 23252E10 1 278 SH SHARED 278 D CYCLACEL PHARMACEUTICALS INC COM 23254L10 24 3713 SH SHARED 3713 D CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L20 946 148125 SH SHARED 148125 D CYGNE DESIGNS INC COM 23255610 0 240 SH SHARED 240 D CYMER INC COM 23257210 2916 72557 SH SHARED 72557 D CYMER INC COM 23257210 679 16900 SH SHARED 01 16900 D CYMER INC COM 23257210 919 22865 SH SHARED 02 22865 D CYMER INC COM 23257210 274 6820 SH SHARED 10 6820 D CYNOSURE INC CL A 23257720 133 3662 SH SHARED 3662 D CYNOSURE INC CL A 23257720 18 518 SH SHARED 02 518 D CYNOSURE INC CL A 23257720 471 12950 SH SHARED 04 12950 D CYNOSURE INC CL A 23257720 1449 39800 SH SHARED 10 39800 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 214 16206 SH SHARED 16206 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 84 6400 SH SHARED 01 6400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 3 283 SH SHARED 02 283 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 1113 84000 SH SHARED 04 84000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 87495 3756765 SH SHARED 3756765 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1476 63400 SH SHARED 01 10500 52900 D CYPRESS SEMICONDUCTOR CORP COM 23280610 436 18740 SH SHARED 02 17796 944 D CYPRESS SEMICONDUCTOR CORP COM 23280610 235 10100 SH SHARED 10 10100 D CYTOKINETICS INC COM 23282W10 104 18518 SH SHARED 18518 D CYTOKINETICS INC COM 23282W10 135 23900 SH SHARED 01 23900 D CYTEC INDS INC COM 23282010 14091 220979 SH SHARED 220979 D CYTEC INDS INC COM 23282010 782 12268 SH SHARED 01 768 11500 D CYTEC INDS INC COM 23282010 3924 61548 SH SHARED 02 55848 5700 D CYTEC INDS INC COM 23282010 2397 37600 SH SHARED 04 37600 D CYTEC INDS INC COM 23282010 1084 17000 SH SHARED 06 17000 D CYTEC INDS INC COM 23282010 242 3800 SH SHARED 10 3800 D CYTEC INDS INC COM 23282010 1084 17000 SH SHARED 14 17000 D CYTEC INDS INC COM 23282010 44 700 SH SHARED 21 700 D CYTOGEN CORP COM NEW 23282430 1 685 SH SHARED 685 D CYTOGEN CORP COM NEW 23282430 0 2 SH SHARED 02 2 D CYTRX CORP COM NEW 23282830 141 45332 SH SHARED 45332 D CYTRX CORP COM NEW 23282830 18 5933 SH SHARED 02 5933 D CYTOMEDIX INC COM NEW 23283B20 0 665 SH SHARED 665 D CYTORI THERAPEUTICS INC COM 23283K10 2 518 SH SHARED 518 D D & E COMMUNICATIONS INC COM 23286010 6 363 SH SHARED 363 D D & E COMMUNICATIONS INC COM 23286010 0 1 SH SHARED 02 1 D CYTYC CORP NOTE 2.250% 3/1 232946AB 429 294000 PRN SHARED 02 294000 D CYTYC CORP COM 23294610 26341 611037 SH SHARED 611037 D CYTYC CORP COM 23294610 1549 35948 SH SHARED 01 3100 32848 D CYTYC CORP COM 23294610 5567 129146 SH SHARED 02 129146 D CYTYC CORP COM 23294610 133 3100 SH SHARED 06 2500 600 D CYTYC CORP COM 23294610 547 12700 SH SHARED 10 12700 D CYTYC CORP COM 23294610 12 300 SH SHARED 14 300 D CYCLE CTRY ACCESSORIES CORP COM 23298410 0 119 SH SHARED 119 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 1476 31664 SH SHARED 31664 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 23 500 SH SHARED 02 500 D DCT INDUSTRIAL TRUST INC COM 23315310 980 91091 SH SHARED 91091 D DCT INDUSTRIAL TRUST INC COM 23315310 42 3939 SH SHARED 02 3939 D DCT INDUSTRIAL TRUST INC COM 23315310 1794 166800 SH SHARED 10 166800 D DDI CORP COM 0.0001 NEW 23316250 5467 687754 SH SHARED 687754 D DDI CORP COM 0.0001 NEW 23316250 0 2 SH SHARED 02 2 D DGSE COMPANIES INC COM 23323G10 0 71 SH SHARED 71 D DJO INCORPORATED COM 23325G10 718 17410 SH SHARED 17410 D DJO INCORPORATED COM 23325G10 2 55 SH SHARED 02 55 D DNP SELECT INCOME FD COM 23325P10 70 6500 SH SHARED 23 6500 D DG FASTCHANNEL INC COM 23326R10 842 41328 SH SHARED 41328 D DG FASTCHANNEL INC COM 23326R10 18 904 SH SHARED 02 904 D DPL INC COM 23329310 25089 885296 SH SHARED 885296 D DPL INC COM 23329310 941 33212 SH SHARED 01 33212 D DPL INC COM 23329310 38 1350 SH SHR/OTHR 01 1350 D DPL INC COM 23329310 521 18399 SH SHARED 02 16149 2250 D DPL INC COM 23329310 481 17000 SH SHARED 10 17000 D DPL INC COM 23329310 31 1100 SH SHR/OTHR 23 1100 D DRS TECHNOLOGIES INC COM 23330X10 20116 351262 SH SHARED 351262 D DRS TECHNOLOGIES INC COM 23330X10 641 11200 SH SHARED 01 11200 D DRS TECHNOLOGIES INC COM 23330X10 807 14093 SH SHARED 02 10793 3300 D DRS TECHNOLOGIES INC COM 23330X10 27489 480000 SH SHARED 10 480000 D DRS TECHNOLOGIES INC COM 23330X10 57 996 SH SHARED 21 996 D DRS TECHNOLOGIES INC COM 23330X10 17 300 SH SHR/OTHR 23 300 D D R HORTON INC COM 23331A10 15878 796714 SH SHARED 796714 D D R HORTON INC COM 23331A10 540 27110 SH SHARED 01 27110 D D R HORTON INC COM 23331A10 9844 493957 SH SHARED 02 52263 441694 D D R HORTON INC COM 23331A10 1518 76200 SH SHARED 04 76200 D D R HORTON INC COM 23331A10 3 200 SH SHARED 05 200 D D R HORTON INC COM 23331A10 1821 91417 SH SHARED 06 88428 2989 D D R HORTON INC COM 23331A10 5832 292671 SH SHARED 10 292671 D D R HORTON INC COM 23331A10 71 3567 SH SHARED 14 3567 D DSP GROUP INC COM 23332B10 5853 285966 SH SHARED 285966 D DSP GROUP INC COM 23332B10 14 700 SH SHARED 01 700 D DSP GROUP INC COM 23332B10 26 1290 SH SHARED 02 1290 D DSP GROUP INC COM 23332B10 2466 120512 SH SHARED 10 120512 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 44705 26500000 PRN SHARED 26500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 8968 5316000 PRN SHARED 02 5316000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 20709 12574000 PRN SHARED 02 12574000 D DST SYS INC DEL COM 23332610 10863 137143 SH SHARED 137143 D DST SYS INC DEL COM 23332610 1600 20200 SH SHARED 01 20200 D DST SYS INC DEL COM 23332610 511 6452 SH SHARED 02 6452 D DST SYS INC DEL COM 23332610 140 1770 SH SHARED 06 1450 320 D DST SYS INC DEL COM 23332610 609 7700 SH SHARED 10 7700 D DST SYS INC DEL COM 23332610 31 400 SH SHR/OTHR 23 400 D DTE ENERGY CO COM 23333110 35421 734583 SH SHARED 734583 D DTE ENERGY CO COM 23333110 5577 115662 SH SHARED 01 114162 1500 D DTE ENERGY CO COM 23333110 2020 41905 SH SHARED 02 40970 935 D DTE ENERGY CO COM 23333110 6 130 SH SHARED 05 130 D DTE ENERGY CO COM 23333110 1036 21500 SH SHARED 06 19700 1800 D DTE ENERGY CO COM 23333110 4473 92770 SH SHARED 10 92770 D DTE ENERGY CO COM 23333110 24 500 SH SHARED 23 500 D DSW INC CL A 23334L10 1717 49329 SH SHARED 49329 D DSW INC CL A 23334L10 135 3900 SH SHARED 01 3900 D DSW INC CL A 23334L10 3 114 SH SHARED 02 114 D DSW INC CL A 23334L10 1326 38100 SH SHARED 10 38100 D DTS INC COM 23335C10 196 9018 SH SHARED 9018 D DTS INC COM 23335C10 3 138 SH SHARED 20 138 D DTS INC COM 23335C10 26 1200 SH SHR/OTHR 23 1200 D DWS HIGH INCOME TR SHS 23337C10 6 1000 SH SHARED 01 1000 D DXP ENTERPRISES INC NEW COM NEW 23337740 2081 48694 SH SHARED 48694 D DXP ENTERPRISES INC NEW COM NEW 23337740 12 300 SH SHARED 01 300 D DWS MULTI MKT INCOME TR SHS 23338L10 26 2743 SH SHARED 2743 D DWS MULTI MKT INCOME TR SHS 23338L10 9 1000 SH SHARED 01 1000 D DWS STRATEGIC INCOME TR SHS 23338N10 20 1566 SH SHARED 1566 D DWS STRATEGIC MUN INCOME TR COM 23338T10 88 7500 SH SHR/OTHR 20 7500 D DWS RREEF REAL ESTATE FD II COM 23338X10 503 27830 SH SHARED 02 27830 D DWS RREEF REAL ESTATE FD II COM 23338X10 670 37050 SH SHARED 11 37050 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 183 9849 SH SHARED 9849 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 1589 85351 SH SHARED 02 85351 D DWS RREEF REAL ESTATE FD INC COM 23338410 526 22200 SH SHARED 22200 D DWS RREEF REAL ESTATE FD INC COM 23338410 280 11820 SH SHARED 02 11820 D DWS RREEF REAL ESTATE FD INC COM 23338410 692 29220 SH SHARED 11 29220 D DWS RREEF REAL ESTATE FD INC COM 23338410 90 3800 SH SHARED 20 3800 D DWS DREMAN VAL INCOME EDGE F COM 23339M10 3988 222350 SH SHARED 02 222350 D DADE BEHRING HLDGS INC COM 23342J20 2568 48351 SH SHARED 16351 32000 D DADE BEHRING HLDGS INC COM 23342J20 15999 301200 SH SHARED 01 301200 D DADE BEHRING HLDGS INC COM 23342J20 34 647 SH SHARED 02 647 D DADE BEHRING HLDGS INC COM 23342J20 456 8600 SH SHARED 06 8600 D DADE BEHRING HLDGS INC COM 23342J20 11542 217300 SH SHARED 10 205000 12300 D DAG MEDIA INC COM 23372910 0 47 SH SHARED 47 D DAKTRONICS INC COM 23426410 566 26387 SH SHARED 26387 D DAKTRONICS INC COM 23426410 17 800 SH SHARED 01 800 D DANAHER CORP DEL NOTE 1/2 235851AF 485 440000 PRN SHARED 02 440000 D DANAHER CORP DEL COM 23585110 65921 873137 SH SHARED 873137 D DANAHER CORP DEL COM 23585110 2406 31874 SH SHARED 01 29774 2100 D DANAHER CORP DEL COM 23585110 2553 33826 SH SHARED 02 32282 1544 D DANAHER CORP DEL COM 23585110 3397 45000 SH SHARED 04 45000 D DANAHER CORP DEL COM 23585110 2240 29670 SH SHARED 06 27500 2170 D DANAHER CORP DEL COM 23585110 18619 246616 SH SHARED 10 246616 D DANAHER CORP DEL COM 23585110 1493 19777 SH SHARED 14 19777 D DANAHER CORP DEL COM 23585110 505 6700 SH SHARED 21 6700 D DANAHER CORP DEL COM 23585110 218 2900 SH SHR/OTHR 21 2900 D DANAHER CORP DEL COM 23585110 86 1150 SH SHR/OTHR 23 1150 D DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 5 5000 SH SHARED 02 5000 D DARDEN RESTAURANTS INC COM 23719410 28454 646848 SH SHARED 595148 51700 D DARDEN RESTAURANTS INC COM 23719410 33898 770599 SH SHARED 01 765299 5300 D DARDEN RESTAURANTS INC COM 23719410 1034 23511 SH SHARED 02 23511 D DARDEN RESTAURANTS INC COM 23719410 1611 36627 SH SHARED 06 35317 1310 D DARDEN RESTAURANTS INC COM 23719410 28137 639634 SH SHARED 10 626934 12700 D DARDEN RESTAURANTS INC COM 23719410 496 11291 SH SHARED 14 11291 D DARDEN RESTAURANTS INC COM 23719410 131 3000 SH SHR/OTHR 23 3000 D DARLING INTL INC COM 23726610 1025 112161 SH SHARED 112161 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 124 4950 SH SHARED 4950 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 7 300 SH SHARED 02 300 D DATA I O CORP COM 23769010 0 181 SH SHARED 181 D DATAWATCH CORP COM NEW 23791720 0 101 SH SHARED 101 D DATALINK CORP COM 23793410 188 28075 SH SHARED 28075 D DATARAM CORP COM PAR $1 23810820 0 195 SH SHARED 195 D DATASCOPE CORP COM 23811310 1354 35387 SH SHARED 35387 D DATASCOPE CORP COM 23811310 15 411 SH SHARED 02 411 D DATASCOPE CORP COM 23811310 436 11400 SH SHARED 06 11400 D DATASCOPE CORP COM 23811310 241 6300 SH SHARED 10 6300 D DATATRAK INTL INC COM 23813410 1 303 SH SHARED 303 D DAVITA INC COM 23918K10 8730 162040 SH SHARED 162040 D DAVITA INC COM 23918K10 188 3500 SH SHARED 01 3400 100 D DAVITA INC COM 23918K10 321 5975 SH SHARED 02 975 5000 D DAVITA INC COM 23918K10 7489 139000 SH SHARED 04 139000 D DAVITA INC COM 23918K10 1777 32990 SH SHARED 06 2500 30490 D DAVITA INC COM 23918K10 646 12000 SH SHARED 10 12000 D DAVITA INC COM 23918K10 1616 30000 SH SHARED 14 30000 D DAWSON GEOPHYSICAL CO COM 23935910 1964 31978 SH SHARED 31978 D DAWSON GEOPHYSICAL CO COM 23935910 153 2500 SH SHARED 01 2500 D DAXOR CORP COM 23946710 0 38 SH SHARED 38 D DAYSTAR TECHNOLOGIES INC COM 23962Q10 2 358 SH SHARED 358 D DAYTON SUPERIOR CORP COM 24002830 2 198 SH SHARED 198 D DEALERTRACK HLDGS INC COM 24230910 827 22451 SH SHARED 22451 D DEALERTRACK HLDGS INC COM 24230910 2935 79690 SH SHARED 02 79690 D DEALERTRACK HLDGS INC COM 24230910 165 4500 SH SHARED 10 4500 D DEALERTRACK HLDGS INC COM 24230910 89 2440 SH SHARED 21 2440 D DEAN FOODS CO NEW COM 24237010 12998 407853 SH SHARED 397053 10800 D DEAN FOODS CO NEW COM 24237010 19326 606407 SH SHARED 01 606407 D DEAN FOODS CO NEW COM 24237010 859 26956 SH SHARED 02 26956 D DEAN FOODS CO NEW COM 24237010 951 29850 SH SHARED 06 29100 750 D DEAN FOODS CO NEW COM 24237010 37765 1184978 SH SHARED 10 1154678 30300 D DEAN FOODS CO NEW COM 24237010 400 12553 SH SHARED 14 12553 D DEAN FOODS CO NEW COM 24237010 419 13150 SH SHARED 15 13150 D DEAN FOODS CO NEW COM 24237010 175 5500 SH SHARED 19 5500 D DEAN FOODS CO NEW COM 24237010 35 1100 SH SHR/OTHR 23 1100 D DEAN FOODS CO NEW COM 24237010 43 1367 SH SHARED 24 1367 D DEARBORN BANCORP INC COM 24242R10 3 219 SH SHARED 219 D DEARBORN BANCORP INC COM 24242R10 55 3264 SH SHARED 02 3264 D DEB SHOPS INC COM 24272810 95 3466 SH SHARED 3466 D DEBT RESOLVE INC COM NEW 24276R20 0 70 SH SHARED 70 D DECKERS OUTDOOR CORP COM 24353710 14681 145503 SH SHARED 145503 D DECKERS OUTDOOR CORP COM 24353710 1311 13000 SH SHARED 01 13000 D DECKERS OUTDOOR CORP COM 24353710 1412 14000 SH SHR/OTHR 01 14000 D DECKERS OUTDOOR CORP COM 24353710 323 3208 SH SHARED 02 3208 D DECKERS OUTDOOR CORP COM 24353710 20 200 SH SHARED 10 200 D DECODE GENETICS INC COM 24358610 22 6153 SH SHARED 6153 D DECODE GENETICS INC COM 24358610 3 1000 SH SHARED 02 1000 D DECORATOR INDS INC COM PAR $0.20 24363120 0 59 SH SHARED 59 D DEERE & CO COM 24419910 42963 355833 SH SHARED 355833 D DEERE & CO COM 24419910 4880 40422 SH SHARED 01 38563 1859 D DEERE & CO COM 24419910 193 1600 SH SHR/OTHR 01 1600 D DEERE & CO COM 24419910 5488 45458 SH SHARED 02 33463 11995 D DEERE & CO COM 24419910 56584 468650 SH SHARED 04 468650 D DEERE & CO COM 24419910 59174 490100 SH SHARED 05 490100 D DEERE & CO COM 24419910 6131 50780 SH SHARED 06 48650 2130 D DEERE & CO COM 24419910 14242 117958 SH SHARED 10 117158 800 D DEERE & CO COM 24419910 665 5515 SH SHR/OTHR 10 5515 D DEERE & CO COM 24419910 1774 14700 SH SHARED 14 14700 D DEERE & CO COM 24419910 85 710 SH SHARED 20 710 D DEERE & CO COM 24419910 68 570 SH SHR/OTHR 20 570 D DEERE & CO COM 24419910 281 2335 SH SHARED 21 2335 D DEERE & CO COM 24419910 108 895 SH SHARED 23 895 D DEERE & CO COM 24419910 531 4400 SH SHR/OTHR 23 4400 D DEERFIELD TRIARC CAP CORP COM 24457230 1481 101261 SH SHARED 101261 D DEERFIELD TRIARC CAP CORP COM 24457230 627 42895 SH SHARED 02 195 42700 D DEERFIELD TRIARC CAP CORP COM 24457230 24971 1706900 SH SHARED 10 1706900 D DEERFIELD TRIARC CAP CORP COM 24457230 15408 1053200 SH SHARED 11 1053200 D DEFINED STRATEGY FD INC COM 24476Y10 30 1365 SH SHARED 1365 D DEKANIA CORP COM 24488U10 7110 762111 SH SHARED 762111 D DEL MONTE FOODS CO COM 24522P10 -353 -29073 SH SHARED -29073 D DEL MONTE FOODS CO COM 24522P10 6920 569138 SH SHARED 569138 D DEL MONTE FOODS CO COM 24522P10 79 6564 SH SHARED 01 6564 D DEL MONTE FOODS CO COM 24522P10 36 3035 SH SHR/OTHR 01 3035 D DEL MONTE FOODS CO COM 24522P10 29 2416 SH SHARED 02 2416 D DEL MONTE FOODS CO COM 24522P10 1794 147600 SH SHARED 04 147600 D DEL MONTE FOODS CO COM 24522P10 24793 2038900 SH SHARED 10 2038900 D DEL MONTE FOODS CO COM 24522P10 16 1339 SH SHR/OTHR 20 1339 D DEL MONTE FOODS CO COM 24522P10 28 2344 SH SHR/OTHR 21 2344 D DEL MONTE FOODS CO COM 24522P10 62 5112 SH SHARED 23 5112 D DEL MONTE FOODS CO COM 24522P10 35 2945 SH SHR/OTHR 23 2945 D DELCATH SYS INC COM 24661P10 2 492 SH SHARED 492 D DELEK US HLDGS INC COM 24664710 534 20051 SH SHARED 20051 D DELEK US HLDGS INC COM 24664710 29 1098 SH SHARED 02 1098 D DELEK US HLDGS INC COM 24664710 826 31000 SH SHARED 10 31000 D DELIA'S INC NEW COM 24691110 13 1805 SH SHARED 1805 D DELIA'S INC NEW COM 24691110 4 595 SH SHARED 02 595 D DELIA'S INC NEW COM 24691110 1516 198800 SH SHARED 10 198800 D DELL INC COM 24702R10 761 26690 SH SHARED 5000 21690 D DELL INC COM 24702R10 1109560 38863744 SH SHARED 38819600 44133 D DELL INC COM 24702R10 10596 371158 SH SHARED 01 361523 9635 D DELL INC COM 24702R10 17 600 SH SHR/OTHR 01 600 D DELL INC COM 24702R10 25726 901117 SH SHARED 02 886033 15084 D DELL INC COM 24702R10 7879 276000 SH SHARED 04 273000 3000 D DELL INC COM 24702R10 23 810 SH SHARED 05 810 D DELL INC COM 24702R10 15589 546030 SH SHARED 06 319878 226152 D DELL INC COM 24702R10 39657 1389041 SH SHARED 10 1386446 2595 D DELL INC COM 24702R10 1069 37478 SH SHARED 14 37478 D DELL INC COM 24702R10 129 4533 SH SHARED 20 800 3733 D DELL INC COM 24702R10 22 800 SH SHR/OTHR 20 800 D DELL INC COM 24702R10 48 1700 SH SHARED 21 1700 D DELL INC COM 24702R10 26 920 SH SHR/OTHR 21 920 D DELL INC COM 24702R10 8 286 SH SHARED 22 286 D DELL INC COM 24702R10 54 1925 SH SHARED 23 1925 D DELL INC COM 24702R10 325 11400 SH SHR/OTHR 23 11400 D DELPHAX TECHNOLOGIES INC COM 24712X10 0 135 SH SHARED 135 D DELPHI FINL GROUP INC CL A 24713110 11521 275499 SH SHARED 275499 D DELPHI FINL GROUP INC CL A 24713110 38 910 SH SHARED 02 10 900 D DELPHI FINL GROUP INC CL A 24713110 602 14400 SH SHARED 10 14400 D DELTA AIR LINES INC DEL COM NEW 24736170 18273 927613 SH SHARED 927613 D DELTA AIR LINES INC DEL COM NEW 24736170 25847 1312054 SH SHARED 02 1312054 D DELTA AIR LINES INC DEL COM NEW 24736170 98 5000 SH SHARED 10 5000 D DELTA APPAREL INC COM 24736810 2 160 SH SHARED 160 D DELTA NAT GAS INC COM 24774810 2 82 SH SHARED 82 D DELTATHREE INC COM 24783N10 0 495 SH SHARED 495 D DELTIC TIMBER CORP COM 24785010 559 10198 SH SHARED 10198 D DELTIC TIMBER CORP COM 24785010 1018 18571 SH SHARED 01 18571 D DELTIC TIMBER CORP COM 24785010 2877 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 704 12843 SH SHARED 02 12843 D DELTIC TIMBER CORP COM 24785010 455 8312 SH SHARED 22 8312 D DELTA PETE CORP COM NEW 24790720 1620 80706 SH SHARED 80706 D DELTA PETE CORP COM NEW 24790720 144 7200 SH SHARED 01 7200 D DELTA PETE CORP COM NEW 24790720 4859 242000 SH SHARED 02 240000 2000 D DELTA PETE CORP COM NEW 24790720 20097 1000880 SH SHARED 10 1000880 D DENBURY RES INC COM NEW 24791620 1536 40964 SH SHARED 40964 D DENBURY RES INC COM NEW 24791620 1389 37040 SH SHARED 01 740 36300 D DENBURY RES INC COM NEW 24791620 1449 38664 SH SHARED 02 38664 D DENBURY RES INC COM NEW 24791620 150 4000 SH SHARED 06 3000 1000 D DENBURY RES INC COM NEW 24791620 191 5100 SH SHARED 10 5100 D DENBURY RES INC COM NEW 24791620 356 9500 SH SHR/OTHR 21 9500 D DELTA FINANCIAL CORP COM 24791810 1546 126076 SH SHARED 126076 D DELTA FINANCIAL CORP COM 24791810 13 1130 SH SHARED 02 1130 D DELTA FINANCIAL CORP COM 24791810 65 5300 SH SHR/OTHR 22 5300 D DELUXE CORP COM 24801910 17822 438867 SH SHARED 438867 D DELUXE CORP COM 24801910 1214 29901 SH SHARED 01 10301 19600 D DELUXE CORP COM 24801910 501 12361 SH SHARED 02 12361 D DELUXE CORP COM 24801910 9513 234255 SH SHARED 10 234255 D DELUXE CORP COM 24801910 71 1753 SH SHARED 20 1753 D DENDREON CORP COM 24823Q10 1833 260034 SH SHARED 260034 D DENDREON CORP COM 24823Q10 107 15300 SH SHARED 01 15300 D DENISON MINES CORP COM 24835610 65 5500 SH SHARED 5500 D DENISON MINES CORP COM 24835610 386 32278 SH SHARED 32278 D DENISON MINES CORP COM 24835610 23 1995 SH SHARED 02 1995 D DENNYS CORP COM 24869P10 4788 1076069 SH SHARED 1076069 D DENTSPLY INTL INC NEW COM 24903010 18251 477035 SH SHARED 477035 D DENTSPLY INTL INC NEW COM 24903010 1863 48700 SH SHARED 01 4700 44000 D DENTSPLY INTL INC NEW COM 24903010 668 17470 SH SHARED 02 17470 D DENTSPLY INTL INC NEW COM 24903010 157 4120 SH SHARED 06 3400 720 D DENTSPLY INTL INC NEW COM 24903010 2107 55090 SH SHARED 10 55090 D DENTSPLY INTL INC NEW COM 24903010 393 10291 SH SHARED 14 10291 D DESCARTES SYS GROUP INC COM 24990610 150 36606 SH SHARED 36606 D DEPOMED INC COM 24990810 10 2148 SH SHARED 2148 D DEPOMED INC COM 24990810 23 5000 SH SHARED 02 5000 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 5913 97600 SH SHARED 97600 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 11705 193200 SH SHARED 10 193200 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 575 9500 SH SHR/OTHR 23 9500 D DESERT CMNTY BK VICTORVILLE COM 25037Y10 14 648 SH SHARED 648 D DESIGN WITHIN REACH INC COM 25055710 1 252 SH SHARED 252 D DESIGN WITHIN REACH INC COM 25055710 0 1 SH SHARED 02 1 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 14833 805708 SH SHARED 805708 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 14 795 SH SHARED 02 795 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 82 4500 SH SHR/OTHR 23 4500 D DEVCON INTL CORP COM 25158810 0 59 SH SHARED 59 D DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ 1480 1500000 PRN SHARED 02 1500000 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 22697 430610 SH SHARED 430610 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 36 700 SH SHARED 01 700 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1664 31587 SH SHARED 02 17839 13748 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1660 31500 SH SHARED 04 31500 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2804 53200 SH SHARED 10 53200 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1291 24500 SH SHARED 11 24500 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 15 10000 PRN SHR/OTHR 01 10000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 115 75000 PRN SHARED 02 75000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 121 79000 PRN SHARED 23 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 15 10000 PRN SHR/OTHR 23 10000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 4998 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW COM 25179M10 99261 1267871 SH SHARED 1267871 D DEVON ENERGY CORP NEW COM 25179M10 80732 1031203 SH SHARED 01 1024158 7045 D DEVON ENERGY CORP NEW COM 25179M10 133 1700 SH SHR/OTHR 01 1700 D DEVON ENERGY CORP NEW COM 25179M10 14942 190855 SH SHARED 02 143495 47360 D DEVON ENERGY CORP NEW COM 25179M10 8032 102600 SH SHARED 04 102600 D DEVON ENERGY CORP NEW COM 25179M10 14 190 SH SHARED 05 190 D DEVON ENERGY CORP NEW COM 25179M10 52744 673710 SH SHARED 06 199930 473780 D DEVON ENERGY CORP NEW COM 25179M10 495724 6331903 SH SHARED 10 6304563 27340 D DEVON ENERGY CORP NEW COM 25179M10 407 5207 SH SHARED 14 5207 D DEVON ENERGY CORP NEW COM 25179M10 13 170 SH SHARED 20 25 145 D DEVON ENERGY CORP NEW COM 25179M10 430 5495 SH SHARED 22 3335 2160 D DEVON ENERGY CORP NEW COM 25179M10 313 4000 SH SHARED 23 4000 D DEVON ENERGY CORP NEW COM 25179M10 626 8000 SH SHR/OTHR 23 8000 D DEVON ENERGY CORP NEW COM 25179M10 112 1443 SH SHARED 24 1443 D DEVRY INC DEL COM 25189310 6717 197459 SH SHARED 197459 D DEVRY INC DEL COM 25189310 792 23300 SH SHARED 01 5700 17600 D DEVRY INC DEL COM 25189310 254 7492 SH SHARED 02 7492 D DEVRY INC DEL COM 25189310 3035 89235 SH SHARED 10 89235 D DEXCOM INC COM 25213110 19 2355 SH SHARED 2355 D DEXCOM INC COM 25213110 77 9435 SH SHARED 02 9435 D DEXCOM INC COM 25213110 1924 235000 SH SHARED 04 235000 D DIAGEO P L C SPON ADR NEW 25243Q20 2899 34800 SH SHARED 34800 D DIAGEO P L C SPON ADR NEW 25243Q20 41 495 SH SHARED 02 495 D DIAGEO P L C SPON ADR NEW 25243Q20 9803 117680 SH SHARED 10 117680 D DIAGEO P L C SPON ADR NEW 25243Q20 16 200 SH SHARED 20 200 D DIALYSIS CORP AMER COM 25252910 817 79374 SH SHARED 79374 D DIAMOND FOODS INC COM 25260310 6 375 SH SHARED 375 D DIAMOND FOODS INC COM 25260310 351 20000 SH SHARED 01 20000 D DIAMOND FOODS INC COM 25260310 351 20000 SH SHR/OTHR 01 20000 D DIAMOND FOODS INC COM 25260310 4010 228500 SH SHARED 10 228500 D DIAMOND HILL INVESTMENT GROU COM NEW 25264R20 4 50 SH SHARED 50 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 2194 166215 SH SHARED 166215 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 104 7900 SH SHARED 01 7900 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 10 797 SH SHARED 02 797 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 1556 117900 SH SHARED 10 117900 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 335 3300 SH SHARED 3300 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 114646 1128859 SH SHARED 1123329 5530 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 11760 115800 SH SHARED 01 115800 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 7145 70359 SH SHARED 02 69859 500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 34337 338100 SH SHARED 04 338100 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 15289 150550 SH SHARED 06 98700 51850 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1078 10620 SH SHARED 10 10620 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1342 13215 SH SHARED 14 13215 D DIAMONDROCK HOSPITALITY CO COM 25278430 840 44050 SH SHARED 44050 D DIAMONDROCK HOSPITALITY CO COM 25278430 4070 213352 SH SHARED 213352 D DIAMONDROCK HOSPITALITY CO COM 25278430 93 4900 SH SHARED 01 4900 D DIAMONDROCK HOSPITALITY CO COM 25278430 174 9140 SH SHARED 02 9140 D DIAMONDROCK HOSPITALITY CO COM 25278430 526 27600 SH SHARED 10 27600 D DIAMONDROCK HOSPITALITY CO COM 25278430 197808 10367300 SH SHARED 11 4767150 5600150 D DIAMONDS TR UNIT SER 1 25278710 305868 2279200 SH SHARED 2279200 D DIAMONDS TR UNIT SER 1 25278710 27 203 SH SHARED 01 203 D DIAMONDS TR UNIT SER 1 25278710 566 4218 SH SHARED 02 4218 D DIAMONDS TR UNIT SER 1 25278710 25229 188000 SH SHARED 10 188000 D DIAMONDS TR UNIT SER 1 25278710 4026 30000 SH SHARED 15 30000 D DIAMONDS TR UNIT SER 1 25278710 107 800 SH SHARED 23 800 D DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB 2267 2199000 PRN SHARED 02 2199000 D DICKS SPORTING GOODS INC COM 25339310 3226 55462 SH SHARED 21062 34400 D DICKS SPORTING GOODS INC COM 25339310 44319 761900 SH SHARED 01 751400 10500 D DICKS SPORTING GOODS INC COM 25339310 2961 50917 SH SHARED 02 45017 5900 D DICKS SPORTING GOODS INC COM 25339310 1285 22100 SH SHARED 06 22100 D DICKS SPORTING GOODS INC COM 25339310 17049 293100 SH SHARED 10 283000 10100 D DIEBOLD INC COM 25365110 1305 25003 SH SHARED 25003 D DIEBOLD INC COM 25365110 1085 20800 SH SHARED 01 600 20200 D DIEBOLD INC COM 25365110 417 8002 SH SHARED 02 7752 250 D DIEBOLD INC COM 25365110 255 4900 SH SHARED 10 4900 D DIEBOLD INC COM 25365110 3439 65900 SH SHARED 14 65900 D DIEDRICH COFFEE INC COM NEW 25367520 0 74 SH SHARED 74 D DIGENE CORP COM 25375210 56706 944321 SH SHARED 944321 D DIGENE CORP COM 25375210 84 1400 SH SHARED 01 1400 D DIGENE CORP COM 25375210 2806 46729 SH SHARED 02 46729 D DIGENE CORP COM 25375210 3122 52000 SH SHARED 10 52000 D DIGI INTL INC COM 25379810 637 43219 SH SHARED 43219 D DIGIMARC CORP COM 25380710 4 421 SH SHARED 421 D DIGIMARC CORP COM 25380710 0 1 SH SHARED 02 1 D DIGIRAD CORP COM 25382710 1 332 SH SHARED 332 D DIGIRAD CORP COM 25382710 0 1 SH SHARED 02 1 D DIGITAL ANGEL CORP COM 25383010 0 506 SH SHARED 506 D DIGITAL ANGEL CORP COM 25383010 0 2 SH SHARED 02 2 D DIGITAL PWR CORP COM 25386210 0 79 SH SHARED 79 D DIGITAL RLTY TR INC COM 25386810 845 22450 SH SHARED 22450 D DIGITAL RLTY TR INC COM 25386810 4370 115994 SH SHARED 115994 D DIGITAL RLTY TR INC COM 25386810 222 5900 SH SHARED 01 5900 D DIGITAL RLTY TR INC COM 25386810 3673 97500 SH SHARED 02 97500 D DIGITAL RLTY TR INC COM 25386810 595 15800 SH SHARED 10 15800 D DIGITAL RLTY TR INC COM 25386810 216730 5751860 SH SHARED 11 2601467 3150393 D DIGITAL RECORDERS INC COM 25386910 0 262 SH SHARED 262 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB 1308 1133000 PRN SHARED 02 1133000 D DIGITAL RIV INC COM 25388B10 12310 272048 SH SHARED 272048 D DIGITAL RIV INC COM 25388B10 2496 55175 SH SHARED 01 42000 13175 D DIGITAL RIV INC COM 25388B10 1176 26000 SH SHR/OTHR 01 26000 D DIGITAL RIV INC COM 25388B10 354 7844 SH SHARED 02 4244 3600 D DIGITAL RIV INC COM 25388B10 1380 30500 SH SHARED 04 30500 D DIGITAL RIV INC COM 25388B10 61528 1359750 SH SHARED 10 1359750 D DIGITAL MUSIC GROUP INC COM 25388X10 0 168 SH SHARED 168 D DIME CMNTY BANCSHARES COM 25392210 172 13060 SH SHARED 13060 D DIME CMNTY BANCSHARES COM 25392210 13 1029 SH SHARED 02 184 845 D DIME CMNTY BANCSHARES COM 25392210 8 675 SH SHR/OTHR 23 675 D DILLARDS INC CL A 25406710 27372 761815 SH SHARED 761815 D DILLARDS INC CL A 25406710 301 8400 SH SHARED 01 8400 D DILLARDS INC CL A 25406710 450 12539 SH SHARED 02 9559 2980 D DILLARDS INC CL A 25406710 233 6500 SH SHARED 06 6500 D DILLARDS INC CL A 25406710 7386 205581 SH SHARED 10 205581 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 217 835983 SH SHARED 835983 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 5 19500 SH SHARED 01 19500 D DIOMED HOLDINGS INC COM NEW 25454R20 0 709 SH SHARED 709 D DIODES INC COM 25454310 488 11698 SH SHARED 11698 D DIODES INC COM 25454310 881 21107 SH SHARED 02 21107 D DIODES INC COM 25454310 101 2435 SH SHARED 10 2435 D DIONEX CORP COM 25454610 823 11597 SH SHARED 11597 D DIONEX CORP COM 25454610 63 900 SH SHARED 01 900 D DIONEX CORP COM 25454610 126 1778 SH SHARED 10 1778 D DIRECTED ELECTRONICS INC COM 25457510 4 502 SH SHARED 502 D DIRECTV GROUP INC COM 25459L10 58771 2543106 SH SHARED 2400306 142800 D DIRECTV GROUP INC COM 25459L10 71238 3082573 SH SHARED 01 3077373 5200 D DIRECTV GROUP INC COM 25459L10 2977 128848 SH SHARED 02 125243 3605 D DIRECTV GROUP INC COM 25459L10 6 285 SH SHARED 05 285 D DIRECTV GROUP INC COM 25459L10 4317 186804 SH SHARED 06 180824 5980 D DIRECTV GROUP INC COM 25459L10 48142 2083200 SH SHARED 10 2060800 22400 D DIRECTV GROUP INC COM 25459L10 879 38064 SH SHARED 14 38064 D DIRECTV GROUP INC COM 25459L10 6 300 SH SHARED 22 300 D DIRECTV GROUP INC COM 25459L10 10 475 SH SHR/OTHR 23 475 D DISCOVERY LABORATORIES INC N COM 25466810 118 41850 SH SHARED 41850 D DISCOVERY LABORATORIES INC N COM 25466810 33 11788 SH SHARED 02 5788 6000 D DISCOVERY HOLDING CO CL A COM 25468Y10 2833 123237 SH SHARED 123237 D DISCOVERY HOLDING CO CL A COM 25468Y10 275 11983 SH SHARED 01 11436 547 D DISCOVERY HOLDING CO CL A COM 25468Y10 2 104 SH SHR/OTHR 01 104 D DISCOVERY HOLDING CO CL A COM 25468Y10 439 19135 SH SHARED 02 12907 6228 D DISCOVERY HOLDING CO CL A COM 25468Y10 4 196 SH SHARED 05 196 D DISCOVERY HOLDING CO CL A COM 25468Y10 186 8099 SH SHARED 06 5685 2414 D DISCOVERY HOLDING CO CL A COM 25468Y10 369 16072 SH SHARED 10 15395 677 D DISCOVERY HOLDING CO CL A COM 25468Y10 77 3386 SH SHR/OTHR 10 3386 D DISCOVERY HOLDING CO CL A COM 25468Y10 2593 112800 SH SHARED 14 112800 D DISCOVERY HOLDING CO CL A COM 25468Y10 103 4500 SH SHR/OTHR 20 4500 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 7301 6100000 PRN SHARED 04 6100000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 598 500000 PRN SHARED 06 500000 D DISNEY WALT CO COM DISNEY 25468710 -1823 -53401 SH SHARED -56801 3400 D DISNEY WALT CO COM DISNEY 25468710 121451 3557461 SH SHARED 3472862 84599 D DISNEY WALT CO COM DISNEY 25468710 24464 716586 SH SHARED 01 618402 98184 D DISNEY WALT CO COM DISNEY 25468710 2859 83754 SH SHR/OTHR 01 83754 D DISNEY WALT CO COM DISNEY 25468710 36017 1054996 SH SHARED 02 891040 163956 D DISNEY WALT CO COM DISNEY 25468710 15738 461000 SH SHARED 04 461000 D DISNEY WALT CO COM DISNEY 25468710 23 690 SH SHARED 05 690 D DISNEY WALT CO COM DISNEY 25468710 8897 260624 SH SHARED 06 241284 19340 D DISNEY WALT CO COM DISNEY 25468710 69515 2036193 SH SHARED 10 1933844 102349 D DISNEY WALT CO COM DISNEY 25468710 2386 69917 SH SHARED 14 69917 D DISNEY WALT CO COM DISNEY 25468710 519 15222 SH SHARED 20 1800 13422 D DISNEY WALT CO COM DISNEY 25468710 307 9000 SH SHR/OTHR 20 9000 D DISNEY WALT CO COM DISNEY 25468710 300 8800 SH SHARED 21 8800 D DISNEY WALT CO COM DISNEY 25468710 15 450 SH SHR/OTHR 21 450 D DISNEY WALT CO COM DISNEY 25468710 33 983 SH SHARED 22 983 D DISNEY WALT CO COM DISNEY 25468710 51 1500 SH SHR/OTHR 22 1500 D DISNEY WALT CO COM DISNEY 25468710 1754 51398 SH SHARED 23 51398 D DISNEY WALT CO COM DISNEY 25468710 4489 131489 SH SHR/OTHR 23 131489 D DISCOVER FINL SVCS COM 25470910 1941 68132 SH SHARED 68132 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 7 5983 SH SHARED 5983 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 0 4 SH SHARED 02 4 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 739 23112 SH SHARED 23112 D DITECH NETWORKS INC COM 25500T10 1677 204786 SH SHARED 204786 D DITECH NETWORKS INC COM 25500T10 276 33771 SH SHARED 02 32771 1000 D DIVX INC COM 25541310 264 17653 SH SHARED 17653 D DIVX INC COM 25541310 13 931 SH SHARED 02 931 D DIXIE GROUP INC CL A 25551910 3 281 SH SHARED 281 D DOBSON COMMUNICATIONS CORP SDCV 1.500%10/0 256069AG 12311 10175000 PRN SHARED 10175000 D DOBSON COMMUNICATIONS CORP SDCV 1.500%10/0 256069AG 3839 3173000 PRN SHARED 02 3173000 D DOBSON COMMUNICATIONS CORP CL A 25606910 5964 536822 SH SHARED 536822 D DOBSON COMMUNICATIONS CORP CL A 25606910 194 17500 SH SHARED 01 17500 D DOBSON COMMUNICATIONS CORP CL A 25606910 1140 102700 SH SHARED 02 102700 D DOBSON COMMUNICATIONS CORP CL A 25606910 75 6800 SH SHARED 10 6800 D DOBSON COMMUNICATIONS CORP CL A 25606910 77 7000 SH SHARED 21 7000 D DOBSON COMMUNICATIONS CORP CL A 25606910 504 45400 SH SHR/OTHR 21 45400 D DR REDDYS LABS LTD ADR 25613520 2892 179200 SH SHARED 179200 D DR REDDYS LABS LTD ADR 25613520 2533 157000 SH SHARED 04 157000 D DR REDDYS LABS LTD ADR 25613520 2259 140000 SH SHARED 05 140000 D DR REDDYS LABS LTD ADR 25613520 96 6000 SH SHARED 19 6000 D DOCUMENT SCIENCES CORP COM 25614R10 0 56 SH SHARED 56 D DOCUMENT SEC SYS INC COM 25614T10 2 210 SH SHARED 210 D DOLBY LABORATORIES INC COM 25659T10 12052 340360 SH SHARED 340360 D DOLBY LABORATORIES INC COM 25659T10 283 8000 SH SHARED 01 8000 D DOLBY LABORATORIES INC COM 25659T10 119 3366 SH SHARED 02 3366 D DOLBY LABORATORIES INC COM 25659T10 655 18500 SH SHARED 10 18500 D DOLLAR FINL CORP COM 25666410 3733 130987 SH SHARED 130987 D DOLLAR FINL CORP COM 25666410 6 222 SH SHARED 02 222 D DOLLAR GEN CORP COM 25666910 43 1990 SH SHARED 1990 D DOLLAR GEN CORP COM 25666910 70288 3206613 SH SHARED 3206613 D DOLLAR GEN CORP COM 25666910 660 30120 SH SHARED 01 30120 D DOLLAR GEN CORP COM 25666910 17877 815595 SH SHARED 02 815595 D DOLLAR GEN CORP COM 25666910 679 31020 SH SHARED 06 28600 2420 D DOLLAR GEN CORP COM 25666910 2896 132120 SH SHARED 10 132120 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 2094 51278 SH SHARED 51278 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 551 13500 SH SHARED 01 13500 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 0 9 SH SHARED 02 9 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 8931 218700 SH SHARED 10 218700 D DOLLAR TREE STORES INC COM 25674710 8 200 SH SHARED 200 D DOLLAR TREE STORES INC COM 25674710 4533 104097 SH SHARED 98797 5300 D DOLLAR TREE STORES INC COM 25674710 30042 689846 SH SHARED 01 651796 38050 D DOLLAR TREE STORES INC COM 25674710 3213 73782 SH SHARED 02 70170 3612 D DOLLAR TREE STORES INC COM 25674710 587 13500 SH SHARED 06 13500 D DOLLAR TREE STORES INC COM 25674710 17649 405272 SH SHARED 10 361072 44200 D DOLLAR TREE STORES INC COM 25674710 120 2775 SH SHARED 14 2775 D DOMINION HOMES INC COM 25738610 0 134 SH SHARED 134 D DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT 466 399000 PRN SHARED 02 399000 D DOMINION RES INC VA NEW COM 25746U10 98176 1137487 SH SHARED 1137487 D DOMINION RES INC VA NEW COM 25746U10 4543 52639 SH SHARED 01 49763 2876 D DOMINION RES INC VA NEW COM 25746U10 700 8111 SH SHR/OTHR 01 8111 D DOMINION RES INC VA NEW COM 25746U10 11041 127928 SH SHARED 02 120228 7700 D DOMINION RES INC VA NEW COM 25746U10 113087 1310250 SH SHARED 04 1310250 D DOMINION RES INC VA NEW COM 25746U10 11 131 SH SHARED 05 131 D DOMINION RES INC VA NEW COM 25746U10 32380 375160 SH SHARED 06 33600 341560 D DOMINION RES INC VA NEW COM 25746U10 14544 168512 SH SHARED 10 167562 950 D DOMINION RES INC VA NEW COM 25746U10 32 372 SH SHARED 14 372 D DOMINION RES INC VA NEW COM 25746U10 265 3071 SH SHARED 20 2021 1050 D DOMINION RES INC VA NEW COM 25746U10 25 300 SH SHR/OTHR 20 300 D DOMINION RES INC VA NEW COM 25746U10 94 1100 SH SHR/OTHR 21 1100 D DOMINION RES INC VA NEW COM 25746U10 3279 38000 SH SHARED 23 37470 530 D DOMINION RES INC VA NEW COM 25746U10 1504 17429 SH SHR/OTHR 23 17429 D DOMINOS PIZZA INC COM 25754A20 11911 651981 SH SHARED 651981 D DOMINOS PIZZA INC COM 25754A20 13 763 SH SHARED 02 763 D DOMINOS PIZZA INC COM 25754A20 2693 147435 SH SHARED 10 147435 D DOMTAR CORP COM 25755910 18188 1629765 SH SHARED 1629765 D DOMTAR CORP COM 25755910 824 73919 SH SHARED 01 73919 D DOMTAR CORP COM 25755910 331 29719 SH SHARED 02 29719 D DOMTAR CORP COM 25755910 2 245 SH SHARED 05 245 D DOMTAR CORP COM 25755910 44 4000 SH SHARED 06 1000 3000 D DOMTAR CORP COM 25755910 11677 1046362 SH SHARED 10 1046362 D DOMTAR CORP COM 25755910 338 30300 SH SHARED 14 30300 D DOMTAR CORP COM 25755910 992 88900 SH SHARED 24 88900 D DONALDSON INC COM 25765110 20569 578611 SH SHARED 578611 D DONALDSON INC COM 25765110 796 22400 SH SHARED 01 22400 D DONALDSON INC COM 25765110 1045 29416 SH SHARED 02 29416 D DONALDSON INC COM 25765110 586 16500 SH SHARED 10 16500 D DONEGAL GROUP INC CL A 25770120 98 6578 SH SHARED 6578 D DONNELLEY R R & SONS CO COM 25786710 17767 408362 SH SHARED 408362 D DONNELLEY R R & SONS CO COM 25786710 1200 27599 SH SHARED 01 27599 D DONNELLEY R R & SONS CO COM 25786710 2676 61521 SH SHARED 02 56621 4900 D DONNELLEY R R & SONS CO COM 25786710 5 130 SH SHARED 05 130 D DONNELLEY R R & SONS CO COM 25786710 964 22170 SH SHARED 06 20050 2120 D DONNELLEY R R & SONS CO COM 25786710 8601 197700 SH SHARED 10 196500 1200 D DONNELLEY R R & SONS CO COM 25786710 564 12966 SH SHR/OTHR 23 12966 D DORAL FINL CORP COM 25811P10 3583 3036620 SH SHARED 3036620 D DORAL FINL CORP COM 25811P10 0 662 SH SHARED 02 662 D DORCHESTER MINERALS LP COM UNIT 25820R10 14 672 SH SHARED 672 D DORCHESTER MINERALS LP COM UNIT 25820R10 146 6650 SH SHARED 02 6650 D DORMAN PRODUCTS INC COM 25827810 3 286 SH SHARED 286 D DORMAN PRODUCTS INC COM 25827810 0 1 SH SHARED 02 1 D DOT HILL SYS CORP COM 25848T10 89 24999 SH SHARED 24999 D DOT HILL SYS CORP COM 25848T10 0 4 SH SHARED 02 4 D DOUBLE EAGLE PETE CO COM PAR $0.10 25857020 3 215 SH SHARED 215 D DOUBLE-TAKE SOFTWARE INC COM 25859810 67 4119 SH SHARED 4119 D DOUGLAS EMMETT INC COM 25960P10 173 7000 SH SHARED 7000 D DOUGLAS EMMETT INC COM 25960P10 15177 613462 SH SHARED 613462 D DOUGLAS EMMETT INC COM 25960P10 63 2574 SH SHARED 02 2574 D DOUGLAS EMMETT INC COM 25960P10 81 3300 SH SHARED 10 3300 D DOUGLAS EMMETT INC COM 25960P10 55307 2235550 SH SHARED 11 1313500 922050 D DOVER CORP COM 26000310 27193 531637 SH SHARED 531637 D DOVER CORP COM 26000310 2191 42854 SH SHARED 01 34344 8510 D DOVER CORP COM 26000310 194 3800 SH SHR/OTHR 01 3800 D DOVER CORP COM 26000310 4888 95574 SH SHARED 02 87299 8275 D DOVER CORP COM 26000310 8 170 SH SHARED 05 170 D DOVER CORP COM 26000310 30750 601189 SH SHARED 06 19650 581539 D DOVER CORP COM 26000310 16371 320071 SH SHARED 10 318471 1600 D DOVER CORP COM 26000310 3115 60900 SH SHARED 14 60900 D DOVER CORP COM 26000310 163 3190 SH SHARED 20 2115 1075 D DOVER CORP COM 26000310 122 2395 SH SHARED 22 1425 970 D DOVER CORP COM 26000310 956 18700 SH SHARED 23 18700 D DOVER CORP COM 26000310 70 1370 SH SHR/OTHR 23 1370 D DOVER DOWNS GAMING & ENTMT I COM 26009510 116 7733 SH SHARED 7733 D DOVER DOWNS GAMING & ENTMT I COM 26009510 0 21 SH SHARED 02 21 D DOVER MOTORSPORTS INC COM 26017410 4 756 SH SHARED 756 D DOVER SADDLERY INC COM 26041210 0 56 SH SHARED 56 D DOW CHEM CO COM 26054310 744 16830 SH SHARED 16830 D DOW CHEM CO COM 26054310 181768 4110556 SH SHARED 4109496 1060 D DOW CHEM CO COM 26054310 6533 147739 SH SHARED 01 146524 1215 D DOW CHEM CO COM 26054310 400 9050 SH SHR/OTHR 01 9050 D DOW CHEM CO COM 26054310 12158 274955 SH SHARED 02 165611 109344 D DOW CHEM CO COM 26054310 1989 45000 SH SHARED 04 45000 D DOW CHEM CO COM 26054310 1690 38240 SH SHARED 05 38240 D DOW CHEM CO COM 26054310 30645 693019 SH SHARED 06 136989 556030 D DOW CHEM CO COM 26054310 36393 823012 SH SHARED 10 815912 7100 D DOW CHEM CO COM 26054310 387 8769 SH SHARED 14 8769 D DOW CHEM CO COM 26054310 592 13400 SH SHARED 15 13400 D DOW CHEM CO COM 26054310 252 5700 SH SHARED 19 5700 D DOW CHEM CO COM 26054310 635 14380 SH SHARED 20 1720 12660 D DOW CHEM CO COM 26054310 358 8100 SH SHR/OTHR 20 8100 D DOW CHEM CO COM 26054310 389 8810 SH SHARED 22 5250 3560 D DOW CHEM CO COM 26054310 19 450 SH SHR/OTHR 22 450 D DOW CHEM CO COM 26054310 1636 37008 SH SHARED 23 36708 300 D DOW CHEM CO COM 26054310 3074 69517 SH SHR/OTHR 23 69517 D DOW JONES & CO INC COM 26056110 28446 495151 SH SHARED 495151 D DOW JONES & CO INC COM 26056110 534 9299 SH SHARED 01 9299 D DOW JONES & CO INC COM 26056110 558 9730 SH SHARED 02 8430 1300 D DOW JONES & CO INC COM 26056110 322 5620 SH SHARED 06 5300 320 D DOW JONES & CO INC COM 26056110 1686 29356 SH SHARED 10 29356 D DOW JONES & CO INC COM 26056110 45 800 SH SHR/OTHR 23 800 D DOWNEY FINL CORP COM 26101810 1709 25915 SH SHARED 25915 D DOWNEY FINL CORP COM 26101810 217 3300 SH SHARED 01 3300 D DOWNEY FINL CORP COM 26101810 1322 20051 SH SHARED 02 20051 D DOWNEY FINL CORP COM 26101810 1008 15286 SH SHARED 10 15286 D DOWNEY FINL CORP COM 26101810 42 645 SH SHARED 21 645 D DRDGOLD LTD SPONSORED ADR 26152H10 22 30200 SH SHARED 30200 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 4655 161412 SH SHARED 161412 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 7 263 SH SHARED 02 263 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 539 18700 SH SHARED 10 18700 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 80 3727 SH SHARED 3727 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 3738 174049 SH SHARED 02 174049 D DRESS BARN INC NOTE 2.500%12/1 261570AB 194 94000 PRN SHARED 02 94000 D DRESS BARN INC COM 26157010 3847 187485 SH SHARED 187485 D DRESS BARN INC COM 26157010 1214 59200 SH SHARED 01 59200 D DRESS BARN INC COM 26157010 176 8579 SH SHARED 02 8579 D DRESS BARN INC COM 26157010 295 14400 SH SHARED 10 14400 D DRESSER-RAND GROUP INC COM 26160810 5060 128124 SH SHARED 128124 D DRESSER-RAND GROUP INC COM 26160810 142 3600 SH SHARED 01 3600 D DRESSER-RAND GROUP INC COM 26160810 10951 277246 SH SHARED 02 250396 26850 D DRESSER-RAND GROUP INC COM 26160810 13335 337600 SH SHARED 10 337600 D DREW INDS INC COM NEW 26168L20 538 16235 SH SHARED 16235 D DREAMS INC COM 26198320 1 683 SH SHARED 683 D DRIL-QUIP INC COM 26203710 2025 45061 SH SHARED 45061 D DRIL-QUIP INC COM 26203710 319 7100 SH SHARED 01 7100 D DRIL-QUIP INC COM 26203710 48 1089 SH SHARED 02 589 500 D DRIL-QUIP INC COM 26203710 75 1670 SH SHARED 10 1670 D 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DYAX CORP COM 26746E10 1606 383479 SH SHARED 383479 D DYAX CORP COM 26746E10 96 23031 SH SHARED 02 31 23000 D DYCOM INDS INC COM 26747510 7863 262306 SH SHARED 262306 D DYCOM INDS INC COM 26747510 464 15500 SH SHARED 01 5100 10400 D DYCOM INDS INC COM 26747510 129 4319 SH SHARED 02 4319 D DYCOM INDS INC COM 26747510 5912 197200 SH SHARED 10 197200 D DYNACQ HEALTHCARE INC COM 26779V10 0 167 SH SHARED 167 D DYNACQ HEALTHCARE INC COM 26779V10 0 4 SH SHARED 02 4 D DYNAMEX INC COM 26784F10 136 5329 SH SHARED 5329 D DYNAMIC MATLS CORP COM 26788810 226 6034 SH SHARED 6034 D DYNAMIC MATLS CORP COM 26788810 48 1300 SH SHARED 01 1300 D DYNAMICS RESH CORP COM 26805710 2 213 SH SHARED 213 D DYNATRONICS CORP COM 26815710 0 210 SH SHARED 210 D DYNAVAX TECHNOLOGIES CORP COM 26815810 4 1001 SH SHARED 1001 D DYNAVAX TECHNOLOGIES CORP COM 26815810 24 6003 SH SHARED 02 3 6000 D DYNCORP INTL INC CL A 26817C10 271 12336 SH SHARED 12336 D DYNCORP INTL INC CL A 26817C10 503 22900 SH SHARED 10 22900 D DYNEGY INC DEL CL A 26817G10 16320 1728903 SH SHARED 1728903 D DYNEGY INC DEL CL A 26817G10 1099 116490 SH SHARED 01 76390 40100 D DYNEGY INC DEL CL A 26817G10 810 85884 SH SHARED 02 81614 4270 D DYNEGY INC DEL CL A 26817G10 262 27800 SH SHARED 06 27800 D DYNEGY INC DEL CL A 26817G10 2199 233012 SH SHARED 10 233012 D DYNEGY INC DEL CL A 26817G10 80 8500 SH SHARED 21 8500 D DYNEX CAP INC COM NEW 26817Q50 143 17346 SH SHARED 17346 D DYNEX CAP INC COM NEW 26817Q50 2190 265574 SH SHARED 02 265574 D DYNEX CAP INC PFD D 9.50% 26817Q60 402 38870 SH SHARED 02 38870 D ECI TELECOM LTD ORD 26825810 303 33173 SH SHARED 33173 D ECI TELECOM LTD ORD 26825810 191 20955 SH SHARED 02 20955 D E COM VENTURES INC COM NEW 26830K20 1 48 SH SHARED 48 D EFJ INC COM 26843B10 3 654 SH SHARED 654 D EFJ INC COM 26843B10 0 2 SH SHARED 02 2 D EGL INC COM 26848410 5460 117480 SH SHARED 117480 D EGL INC COM 26848410 1426 30700 SH SHARED 01 30700 D EGL INC COM 26848410 0 1 SH SHARED 02 1 D EGL INC COM 26848410 590 12700 SH 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INC COM 26873N10 4131 187300 SH SHARED 10 187300 D ENSCO INTL INC COM 26874Q10 1089 17852 SH SHARED 4790 13062 D ENSCO INTL INC COM 26874Q10 21826 357754 SH SHARED 357754 D ENSCO INTL INC COM 26874Q10 7518 123233 SH SHARED 01 107477 15756 D ENSCO INTL INC COM 26874Q10 146 2400 SH SHR/OTHR 01 2400 D ENSCO INTL INC COM 26874Q10 7583 124296 SH SHARED 02 123896 400 D ENSCO INTL INC COM 26874Q10 787 12900 SH SHARED 04 12900 D ENSCO INTL INC COM 26874Q10 51479 843783 SH SHARED 04 843783 D ENSCO INTL INC COM 26874Q10 7 120 SH SHARED 05 120 D ENSCO INTL INC COM 26874Q10 25981 425850 SH SHARED 06 20300 405550 D ENSCO INTL INC COM 26874Q10 14204 232820 SH SHARED 10 229920 2900 D ENSCO INTL INC COM 26874Q10 724 11882 SH SHARED 14 11882 D ENSCO INTL INC COM 26874Q10 4925 80725 SH SHARED 16 80725 D ENSCO INTL INC COM 26874Q10 6104 100050 SH SHARED 19 100050 D ENSCO INTL INC COM 26874Q10 94 1545 SH SHARED 20 1545 D ENSCO INTL INC COM 26874Q10 274 4505 SH SHARED 22 2675 1830 D ENI S P A SPONSORED ADR 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RESOURCES INC COM 26927940 931 53400 SH SHR/OTHR 01 53400 D EXCO RESOURCES INC COM 26927940 9 528 SH SHARED 02 528 D EXCO RESOURCES INC COM 26927940 10535 604110 SH SHARED 10 604110 D EV3 INC COM 26928A20 152 9061 SH SHARED 9061 D EV3 INC COM 26928A20 25 1500 SH SHARED 02 1500 D EXX INC CL A 26928210 0 126 SH SHARED 126 D E Z EM INC COM NEW 26930540 2 185 SH SHARED 185 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 223 16950 SH SHARED 16950 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 34 2601 SH SHARED 02 2601 D EAGLE MATERIALS INC COM 26969P10 80682 1644901 SH SHARED 1644901 D EAGLE MATERIALS INC COM 26969P10 67 1386 SH SHARED 01 1386 D EAGLE MATERIALS INC COM 26969P10 43 880 SH SHARED 02 880 D EAGLE MATERIALS INC COM 26969P10 161 3300 SH SHARED 10 3300 D EAGLE ROCK ENERGY PARTNERS L UNIT 26985R10 2059 86141 SH SHARED 86141 D EAGLE ROCK ENERGY PARTNERS L UNIT 26985R10 83 3500 SH SHARED 02 3500 D EAGLE TEST SYS INC COM 27000610 912 56802 SH SHARED 56802 D EAGLE TEST SYS INC COM 27000610 4 264 SH SHARED 02 264 D EARTHLINK INC COM 27032110 19421 2599952 SH SHARED 2599952 D EARTHLINK INC COM 27032110 155 20800 SH SHARED 01 20800 D EARTHLINK INC COM 27032110 532 71260 SH SHARED 02 69760 1500 D EARTHLINK INC COM 27032110 410 55000 SH SHARED 04 55000 D EARTHLINK INC COM 27032110 2107 282118 SH SHARED 10 282118 D EAST PENN FINL CORP COM 27428710 2 159 SH SHARED 159 D EAST PENN FINL CORP COM 27428710 33 2300 SH SHARED 02 2300 D EAST WEST BANCORP INC COM 27579R10 4562 117341 SH SHARED 117341 D EAST WEST BANCORP INC COM 27579R10 15 400 SH SHARED 01 400 D EAST WEST BANCORP INC COM 27579R10 259 6673 SH SHARED 02 6673 D EAST WEST BANCORP INC COM 27579R10 438 11276 SH SHARED 10 11276 D EASTERN CO COM 27631710 3 129 SH SHARED 129 D EASTERN CO COM 27631710 0 11 SH SHARED 02 11 D EASTERN INS HLDGS INC COM 27653410 4 286 SH SHARED 286 D EASTERN INS HLDGS INC COM 27653410 0 1 SH SHARED 02 1 D EASTERN VA BANKSHARES INC COM 27719610 3 153 SH SHARED 153 D EASTERN VA BANKSHARES INC COM 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1543629 SH SHARED 02 1543629 D EASTMAN KODAK CO COM 27746110 3 110 SH SHARED 05 110 D EASTMAN KODAK CO COM 27746110 829 29800 SH SHARED 06 27200 2600 D EASTMAN KODAK CO COM 27746110 4006 143948 SH SHARED 10 143948 D EASTMAN KODAK CO COM 27746110 275 9900 SH SHARED 14 9900 D EASTMAN KODAK CO COM 27746110 258 9300 SH SHR/OTHR 23 9300 D EASYLINK SVCS CORP CL A COM PAR$ 27784T30 1 199 SH SHARED 199 D EATON CORP COM 27805810 20189 217087 SH SHARED 217087 D EATON CORP COM 27805810 6809 73224 SH SHARED 01 72999 225 D EATON CORP COM 27805810 2763 29713 SH SHARED 02 29333 380 D EATON CORP COM 27805810 74509 801173 SH SHARED 04 801173 D EATON CORP COM 27805810 8 90 SH SHARED 05 90 D EATON CORP COM 27805810 3872 41640 SH SHARED 06 25450 16190 D EATON CORP COM 27805810 29751 319909 SH SHARED 10 308509 11400 D EATON CORP COM 27805810 2994 32200 SH SHARED 14 8000 24200 D EATON CORP COM 27805810 93 1000 SH SHARED 21 1000 D EATON CORP COM 27805810 372 4000 SH SHARED 23 4000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 147 10000 SH SHARED 10 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 29 2000 SH SHR/OTHR 20 2000 D EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U10 99 6500 SH SHARED 02 6500 D EATON VANCE CORP COM NON VTG 27826510 2049 46401 SH SHARED 46401 D EATON VANCE CORP COM NON VTG 27826510 1846 41800 SH SHARED 01 3000 38800 D EATON VANCE CORP COM NON VTG 27826510 882 19981 SH SHARED 02 14961 5020 D EATON VANCE CORP COM NON VTG 27826510 216 4900 SH SHARED 10 4900 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE FLTING RATE INC COM 27827910 31 1631 SH SHARED 1631 D EATON VANCE FLTING RATE INC COM 27827910 95 5000 SH SHARED 20 5000 D EATON VANCE INS CA MUN BD FD COM 27828A10 0 63 SH SHARED 63 D EATON VANCE TAX ADVT DIV INC COM 27828G10 932 31655 SH SHARED 02 31655 D EATON VANCE LTD DUR INCOME F COM 27828H10 18 1017 SH SHARED 02 1017 D EATON VANCE TX MGD DIV EQ IN COM 27828N10 199 10215 SH SHARED 02 10215 D EATON VANCE SR FLTNG RTE TR COM 27828Q10 357 18926 SH SHARED 18926 D EATON VANCE TX ADV GLBL DIV COM 27828S10 7512 271390 SH SHARED 02 271390 D EATON VANCE SH TM DR DIVR IN COM 27828V10 1 69 SH SHARED 69 D EATON VANCE TX MNG BY WRT OP COM 27828Y10 50 2567 SH SHARED 02 2567 D EATON VANCE TXMGD GL BUYWR O COM 27829C10 368 18992 SH SHARED 02 18992 D EATON VANCE TAX MNG GBL DV E COM 27829F10 238 12250 SH SHARED 02 12250 D EBAY INC COM 27864210 41 1288 SH SHARED 1288 D EBAY INC COM 27864210 119121 3701721 SH SHARED 3687321 14400 D EBAY INC COM 27864210 25733 799672 SH SHARED 01 799672 D EBAY INC COM 27864210 64 2000 SH SHR/OTHR 01 2000 D EBAY INC COM 27864210 14577 452993 SH SHARED 02 424343 28650 D EBAY INC COM 27864210 73439 2282142 SH SHARED 04 2280200 1942 D EBAY INC COM 27864210 15 490 SH SHARED 05 490 D EBAY INC COM 27864210 8761 272273 SH SHARED 06 202523 69750 D EBAY INC COM 27864210 52013 1616340 SH SHARED 10 1616340 D EBAY INC COM 27864210 1108 34458 SH SHARED 14 18000 16458 D EBAY INC COM 27864210 12 400 SH SHARED 20 400 D EBAY INC COM 27864210 25 800 SH SHR/OTHR 23 800 D EBIX INC COM NEW 27871520 1 32 SH SHARED 32 D ECHELON CORP COM 27874N10 246 15744 SH SHARED 15744 D ECHELON CORP COM 27874N10 6 400 SH SHR/OTHR 22 400 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 30476 702706 SH SHARED 702706 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 175 4056 SH SHARED 01 4056 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 3149 72620 SH SHARED 02 72620 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 379 8740 SH SHARED 06 6950 1790 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1556 35884 SH SHARED 10 35884 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 516 11908 SH SHARED 14 11908 D ECLIPSYS CORP COM 27885610 2544 128513 SH SHARED 128513 D ECLIPSYS CORP COM 27885610 3362 169831 SH SHARED 01 169831 D ECLIPSYS CORP COM 27885610 194 9800 SH SHARED 02 9800 D ECLIPSYS CORP COM 27885610 77 3925 SH SHARED 10 3925 D ECOLAB INC COM 27886510 29262 685296 SH SHARED 685296 D ECOLAB INC COM 27886510 1345 31506 SH SHARED 01 30866 640 D ECOLAB INC COM 27886510 11 280 SH SHR/OTHR 01 280 D ECOLAB INC COM 27886510 1306 30608 SH SHARED 02 30608 D ECOLAB INC COM 27886510 815 19100 SH SHARED 06 17550 1550 D ECOLAB INC COM 27886510 47620 1115245 SH SHARED 10 1115245 D ECOLAB INC COM 27886510 2135 50000 SH SHARED 15 50000 D ECOLAB INC COM 27886510 37 870 SH SHARED 20 870 D ECOLAB INC COM 27886510 170 4000 SH SHR/OTHR 21 4000 D ECOLAB INC COM 27886510 72 1700 SH SHARED 22 1700 D ECOLAB INC COM 27886510 542 12700 SH SHARED 23 12700 D ECOLAB INC COM 27886510 851 19950 SH SHR/OTHR 23 19950 D ECOLAB INC COM 27886510 63 1484 SH SHARED 24 1484 D ECOLLEGE COM COM 27887E10 201 9067 SH SHARED 9067 D ECOLOGY & ENVIRONMENT INC CL A 27887810 0 30 SH SHARED 30 D EDAC TECHNOLOGIES CORP COM 27928510 0 105 SH SHARED 105 D EDAC TECHNOLOGIES CORP COM 27928510 324 35000 SH SHARED 01 35000 D EDEN BIOSCIENCE CORP COM NEW 27944588 0 192 SH SHARED 192 D EDGAR ONLINE INC COM 27976510 1 521 SH SHARED 521 D EDGE PETE CORP DEL COM 27986210 196 14036 SH SHARED 14036 D EDGE PETE CORP DEL COM 27986210 32 2306 SH SHARED 02 2306 D EDGE PETE CORP DEL COM 27986210 113 8100 SH SHARED 10 8100 D EDGE PETE CORP DEL PFD CONV A 27986220 10758 200000 SH SHARED 200000 D EDGEWATER TECHNOLOGY INC COM 28035810 2 298 SH SHARED 298 D EDGEWATER TECHNOLOGY INC COM 28035810 0 1 SH SHARED 02 1 D EDIETS COM INC COM 28059710 1 341 SH SHARED 341 D EDISON INTL COM 28102010 112 1999 SH SHARED 1999 D EDISON INTL COM 28102010 43116 768286 SH SHARED 768286 D EDISON INTL COM 28102010 16002 285141 SH SHARED 01 213554 71587 D EDISON INTL COM 28102010 494 8805 SH SHR/OTHR 01 8805 D EDISON INTL COM 28102010 4107 73189 SH SHARED 02 72389 800 D EDISON INTL COM 28102010 8 150 SH SHARED 05 150 D EDISON INTL COM 28102010 5213 92895 SH SHARED 06 36215 56680 D EDISON INTL COM 28102010 10727 191152 SH SHARED 10 181952 9200 D EDISON INTL COM 28102010 2 50 SH SHR/OTHR 10 50 D EDISON INTL COM 28102010 559 9973 SH SHARED 14 9973 D EDISON INTL COM 28102010 1359 24225 SH SHARED 20 14550 9675 D EDISON INTL COM 28102010 36 650 SH SHR/OTHR 20 650 D EDISON INTL COM 28102010 115 2050 SH SHARED 21 2050 D EDISON INTL COM 28102010 39 700 SH SHR/OTHR 21 700 D EDISON INTL COM 28102010 1069 19057 SH SHARED 22 17862 1195 D EDISON INTL COM 28102010 80 1443 SH SHR/OTHR 22 1443 D EDISON INTL COM 28102010 2090 37244 SH SHARED 23 34394 2850 D EDISON INTL COM 28102010 1791 31925 SH SHR/OTHR 23 31925 D EDO CORP COM 28134710 979 29786 SH SHARED 29786 D EDO CORP COM 28134710 0 18 SH SHARED 02 18 D EDO CORP COM 28134710 20786 632400 SH SHARED 10 632400 D EDUCATION RLTY TR INC COM 28140H10 5547 395406 SH SHARED 395406 D EDUCATION RLTY TR INC COM 28140H10 1147 81800 SH SHARED 10 81800 D EDUCATIONAL DEV CORP COM 28147910 0 71 SH SHARED 71 D EDWARDS LIFESCIENCES CORP COM 28176E10 1770 35880 SH SHARED 35880 D EDWARDS LIFESCIENCES CORP COM 28176E10 928 18809 SH SHARED 01 2179 16630 D EDWARDS LIFESCIENCES CORP COM 28176E10 878 17803 SH SHARED 02 17803 D EDWARDS LIFESCIENCES CORP COM 28176E10 1480 30000 SH SHARED 04 30000 D EDWARDS LIFESCIENCES CORP COM 28176E10 478 9700 SH SHARED 10 9700 D EDWARDS LIFESCIENCES CORP COM 28176E10 592 12000 SH SHR/OTHR 23 12000 D EDWARDS AG INC COM 28176010 68647 811921 SH SHARED 811921 D EDWARDS AG INC COM 28176010 1944 23000 SH SHARED 01 23000 D EDWARDS AG INC COM 28176010 1027 12149 SH SHARED 02 10799 1350 D EDWARDS AG INC COM 28176010 25 300 SH SHARED 06 300 D EDWARDS AG INC COM 28176010 9604 113600 SH SHARED 10 113600 D EFUNDS CORP COM 28224R10 5075 143810 SH SHARED 143810 D EFUNDS CORP COM 28224R10 40 1157 SH SHARED 01 1157 D EFUNDS CORP COM 28224R10 7699 218169 SH SHARED 02 218169 D EFUNDS CORP COM 28224R10 243 6900 SH SHARED 10 6900 D EFUNDS CORP COM 28224R10 34 966 SH SHARED 20 966 D EHEALTH INC COM 28238P10 117 6148 SH SHARED 6148 D EHEALTH INC COM 28238P10 8 435 SH SHARED 02 435 D EHEALTH INC COM 28238P10 1109 58100 SH SHARED 04 58100 D EINSTEIN NOAH REST GROUP INC COM 28257U10 7 425 SH SHARED 01 425 D EINSTEIN NOAH REST GROUP INC COM 28257U10 7065 418300 SH SHARED 10 418300 D 8X8 INC NEW COM 28291410 472 339935 SH SHARED 339935 D 8X8 INC NEW COM 28291410 2 2006 SH SHARED 02 6 2000 D EL PASO CORP COM 28336L10 48812 2832969 SH SHARED 2832969 D EL PASO CORP COM 28336L10 2648 153690 SH SHARED 01 146390 7300 D EL PASO CORP COM 28336L10 399 23195 SH SHR/OTHR 01 23195 D EL PASO CORP COM 28336L10 2381 138196 SH SHARED 02 124791 13405 D EL PASO CORP COM 28336L10 6945 403100 SH SHARED 04 403100 D EL PASO CORP COM 28336L10 7 436 SH SHARED 05 436 D EL PASO CORP COM 28336L10 30713 1782580 SH SHARED 06 446400 1336180 D EL PASO CORP COM 28336L10 4966 288252 SH SHARED 10 288252 D EL PASO CORP COM 28336L10 209 12158 SH SHARED 14 12158 D EL PASO CORP COM 28336L10 1092 63400 SH SHARED 15 63400 D EL PASO CORP COM 28336L10 17 1034 SH SHARED 21 1034 D EL PASO ELEC CO COM NEW 28367785 2620 106678 SH SHARED 106678 D EL PASO ELEC CO COM NEW 28367785 127 5200 SH SHARED 01 5200 D EL PASO ELEC CO COM NEW 28367785 765 31187 SH SHARED 02 31187 D EL PASO ELEC CO COM NEW 28367785 1974 80414 SH SHARED 10 80414 D ELAN PLC ADR 28413120 10 500 SH SHARED 500 D ELAN PLC ADR 28413120 74 3400 SH SHARED 3400 D ELAN PLC ADR 28413120 81 3700 SH SHARED 02 3700 D ELAN PLC ADR 28413120 164 7500 SH SHR/OTHR 22 7500 D ELECSYS CORP COM 28473M10 0 67 SH SHARED 67 D ELDORADO GOLD CORP NEW COM 28490210 2945 505164 SH SHARED 505164 D ELDORADO GOLD CORP NEW COM 28490210 83 14250 SH SHARED 01 10000 4250 D ELDORADO GOLD CORP NEW COM 28490210 40 6862 SH SHARED 02 6862 D ELDORADO GOLD CORP NEW COM 28490210 1365 234300 SH SHARED 04 234300 D ELDORADO GOLD CORP NEW COM 28490210 3 600 SH SHARED 06 600 D ELDORADO GOLD CORP NEW COM 28490210 21706 3723300 SH SHARED 10 3723300 D ELECTRO ENERGY INC COM 28510610 0 262 SH SHARED 262 D ELECTRO OPTICAL SCIENCES INC COM 28519210 2 306 SH SHARED 306 D ELECTRO RENT CORP COM 28521810 126 8676 SH SHARED 8676 D ELECTRO RENT CORP COM 28521810 29 2000 SH SHARED 01 2000 D ELECTRO RENT CORP COM 28521810 103 7088 SH SHARED 02 7088 D ELECTRO RENT CORP COM 28521810 652 44900 SH SHARED 10 44900 D ELECTRO SCIENTIFIC INDS COM 28522910 2290 110112 SH SHARED 110112 D ELECTRO SCIENTIFIC INDS COM 28522910 122 5898 SH SHARED 02 5898 D ELECTRO SCIENTIFIC INDS COM 28522910 239 11526 SH SHARED 10 11526 D ELECTRO-SENSORS INC COM 28523310 0 48 SH SHARED 48 D ELECTROGLAS INC COM 28532410 233 108384 SH SHARED 108384 D ELECTROGLAS INC COM 28532410 21 10000 SH SHARED 02 10000 D ELECTROGLAS INC COM 28532410 3 1400 SH SHR/OTHR 23 1400 D ELECTRONIC ARTS INC COM 28551210 73 1559 SH SHARED 1559 D ELECTRONIC ARTS INC COM 28551210 35883 758307 SH SHARED 758307 D ELECTRONIC ARTS INC COM 28551210 5153 108917 SH SHARED 01 82827 26090 D ELECTRONIC ARTS INC COM 28551210 905 19139 SH SHR/OTHR 01 19139 D ELECTRONIC ARTS INC COM 28551210 11257 237898 SH SHARED 02 222011 15887 D ELECTRONIC ARTS INC COM 28551210 42 888 SH SHARED 04 888 D ELECTRONIC ARTS INC COM 28551210 52402 1107400 SH SHARED 04 1107400 D ELECTRONIC ARTS INC COM 28551210 1154 24400 SH SHARED 05 24400 D ELECTRONIC ARTS INC COM 28551210 2435 51460 SH SHARED 06 28700 22760 D ELECTRONIC ARTS INC COM 28551210 60393 1276273 SH SHARED 10 1273003 3270 D ELECTRONIC ARTS INC COM 28551210 23 500 SH SHR/OTHR 10 500 D ELECTRONIC ARTS INC COM 28551210 993 21000 SH SHARED 14 6500 14500 D ELECTRONIC ARTS INC COM 28551210 1136 24015 SH SHARED 20 11700 12315 D ELECTRONIC ARTS INC COM 28551210 40 850 SH SHR/OTHR 20 850 D ELECTRONIC ARTS INC COM 28551210 4 100 SH SHARED 21 100 D ELECTRONIC ARTS INC COM 28551210 9 200 SH SHR/OTHR 21 200 D ELECTRONIC ARTS INC COM 28551210 365 7721 SH SHARED 22 7226 495 D ELECTRONIC ARTS INC COM 28551210 42 905 SH SHR/OTHR 22 905 D ELECTRONIC ARTS INC COM 28551210 921 19481 SH SHARED 23 16131 3350 D ELECTRONIC ARTS INC COM 28551210 637 13475 SH SHR/OTHR 23 13475 D ELECTRONIC ARTS INC COM 28551210 48 1035 SH SHARED 24 1035 D ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 28556250 2 160 SH SHARED 160 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 1383 1367000 PRN SHARED 1367000 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 1518 1500000 PRN SHARED 04 1500000 D ELECTRONIC DATA SYS NEW COM 28566110 78439 2828684 SH SHARED 2828684 D ELECTRONIC DATA SYS NEW COM 28566110 1420 51230 SH SHARED 01 51230 D ELECTRONIC DATA SYS NEW COM 28566110 9435 340248 SH SHARED 02 339208 1040 D ELECTRONIC DATA SYS NEW COM 28566110 5 210 SH SHARED 05 210 D ELECTRONIC DATA SYS NEW COM 28566110 2291 82630 SH SHARED 06 77850 4780 D ELECTRONIC DATA SYS NEW COM 28566110 7440 268310 SH SHARED 10 268310 D ELECTRONIC DATA SYS NEW COM 28566110 1186 42785 SH SHARED 14 42785 D ELECTRONIC DATA SYS NEW COM 28566110 36 1300 SH SHARED 20 1300 D ELECTRONIC DATA SYS NEW COM 28566110 2 100 SH SHR/OTHR 23 100 D ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA 924 807000 PRN SHARED 807000 D ELECTRONICS FOR IMAGING INC COM 28608210 5283 187230 SH SHARED 187230 D ELECTRONICS FOR IMAGING INC COM 28608210 177 6300 SH SHARED 01 6300 D ELECTRONICS FOR IMAGING INC COM 28608210 29 1035 SH SHARED 02 1035 D ELECTRONICS FOR IMAGING INC COM 28608210 678 24033 SH SHARED 10 24033 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 1 522 SH SHARED 522 D ELIZABETH ARDEN INC COM 28660G10 42102 1735473 SH SHARED 1735473 D ELIZABETH ARDEN INC COM 28660G10 2833 116800 SH SHARED 10 116800 D ELLIS PERRY INTL INC COM 28885310 183 5708 SH SHARED 5708 D ELLIS PERRY INTL INC COM 28885310 130 4050 SH SHARED 01 3100 950 D ELLIS PERRY INTL INC COM 28885310 2752 85550 SH SHARED 10 85550 D ELMIRA SVGS BK FSB N Y COM 28966010 0 37 SH SHARED 37 D ELONG INC SPONSORED ADR 29013820 23 2300 SH SHARED 2300 D ELOYALTY CORP COM NEW 29015130 3 142 SH SHARED 142 D EMAGEON INC COM 29076V10 24 2745 SH SHARED 2745 D EMAGEON INC COM 29076V10 4 452 SH SHARED 02 452 D EMAGEON INC COM 29076V10 703 78000 SH SHARED 04 78000 D EMBARQ CORP COM 29078E10 886 13985 SH SHARED 4150 9835 D EMBARQ CORP COM 29078E10 67426 1064018 SH SHARED 1031818 32200 D EMBARQ CORP COM 29078E10 50239 792789 SH SHARED 01 791911 878 D EMBARQ CORP COM 29078E10 1318 20804 SH SHARED 02 20383 421 D EMBARQ CORP COM 29078E10 705 11140 SH SHARED 04 11140 D EMBARQ CORP COM 29078E10 3802 60000 SH SHARED 04 60000 D EMBARQ CORP COM 29078E10 3 63 SH SHARED 05 63 D EMBARQ CORP COM 29078E10 2195 34648 SH SHARED 06 32648 2000 D EMBARQ CORP COM 29078E10 33735 532351 SH SHARED 10 498351 34000 D EMBARQ CORP COM 29078E10 28 444 SH SHARED 14 444 D EMBARQ CORP COM 29078E10 5494 86704 SH SHARED 19 86704 D EMBARQ CORP COM 29078E10 3 53 SH SHARED 23 53 D EMBARQ CORP COM 29078E10 7 125 SH SHR/OTHR 23 125 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 5214 108152 SH SHARED 108152 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 96 2000 SH SHARED 01 2000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 1 40 SH SHARED 02 40 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 28983 601200 SH SHARED 04 601200 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 2076 43073 SH SHARED 10 43073 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 289 6000 SH SHR/OTHR 21 6000 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 41 2160 SH SHARED 2160 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 213 10430 SH SHARED 10430 D EMCOR GROUP INC COM 29084Q10 16881 231569 SH SHARED 231569 D EMCOR GROUP INC COM 29084Q10 349 4800 SH SHARED 01 4800 D EMCOR GROUP INC COM 29084Q10 3 52 SH SHARED 02 52 D EMCOR GROUP INC COM 29084Q10 37900 519900 SH SHARED 10 519900 D EMCORE CORP COM 29084610 312 57421 SH SHARED 57421 D EMCORE CORP COM 29084610 185 34058 SH SHARED 02 34058 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 696 67584 SH SHARED 67584 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 0 25 SH SHARED 02 25 D EMERGING MKTS TELECOMNC FD N COM 29089010 117 5531 SH SHARED 5531 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 373 9555 SH SHARED 9555 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 2081 53200 SH SHARED 01 51000 2200 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 1956 50000 SH SHR/OTHR 01 50000 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 24 634 SH SHARED 02 634 D EMERITUS CORP COM 29100510 1640 52961 SH SHARED 52961 D EMERITUS CORP COM 29100510 403 13031 SH SHARED 02 31 13000 D EMERITUS CORP COM 29100510 13556 437600 SH SHARED 10 437600 D EMERSON ELEC CO COM 29101110 104276 2228140 SH SHARED 2221940 6200 D EMERSON ELEC CO COM 29101110 10195 217858 SH SHARED 01 126766 91092 D EMERSON ELEC CO COM 29101110 3000 64104 SH SHR/OTHR 01 64104 D EMERSON ELEC CO COM 29101110 7007 149733 SH SHARED 02 130453 19280 D EMERSON ELEC CO COM 29101110 45 968 SH SHARED 04 968 D EMERSON ELEC CO COM 29101110 37014 790908 SH SHARED 04 790908 D EMERSON ELEC CO COM 29101110 13 280 SH SHARED 05 280 D EMERSON ELEC CO COM 29101110 41298 882443 SH SHARED 06 314843 567600 D EMERSON ELEC CO COM 29101110 106361 2272671 SH SHARED 10 2257821 14850 D EMERSON ELEC CO COM 29101110 1254 26800 SH SHR/OTHR 10 26800 D EMERSON ELEC CO COM 29101110 1441 30800 SH SHARED 14 30800 D EMERSON ELEC CO COM 29101110 1815 38800 SH SHARED 15 38800 D EMERSON ELEC CO COM 29101110 4753 101575 SH SHARED 16 101575 D EMERSON ELEC CO COM 29101110 313 6700 SH SHARED 19 6700 D EMERSON ELEC CO COM 29101110 1851 39558 SH SHARED 20 11028 28530 D EMERSON ELEC CO COM 29101110 1969 42084 SH SHR/OTHR 20 42084 D EMERSON ELEC CO COM 29101110 112 2400 SH SHARED 21 2400 D EMERSON ELEC CO COM 29101110 1123 24000 SH SHR/OTHR 21 24000 D EMERSON ELEC CO COM 29101110 641 13700 SH SHARED 22 13700 D EMERSON ELEC CO COM 29101110 148 3164 SH SHR/OTHR 22 3164 D EMERSON ELEC CO COM 29101110 7338 156810 SH SHARED 23 152210 4600 D EMERSON ELEC CO COM 29101110 8728 186510 SH SHR/OTHR 23 186510 D EMERSON ELEC CO COM 29101110 126 2700 SH SHARED 24 2700 D EMERSON RADIO CORP COM NEW 29108720 140 47707 SH SHARED 47707 D EMERSON RADIO CORP COM NEW 29108720 0 1 SH SHARED 02 1 D EMISPHERE TECHNOLOGIES INC COM 29134510 7380 1524974 SH SHARED 1524974 D EMMIS COMMUNICATIONS CORP CL A 29152510 1494 162311 SH SHARED 162311 D EMMIS COMMUNICATIONS CORP CL A 29152510 1 200 SH SHARED 02 200 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 24884 582776 SH SHARED 582776 D EMPIRE DIST ELEC CO COM 29164110 3420 152904 SH SHARED 152904 D EMPIRE DIST ELEC CO COM 29164110 402 18000 SH SHARED 10 18000 D EMPIRE FINL HLDG CO COM 29165810 0 170 SH SHARED 170 D EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB 1284 1269000 PRN SHARED 1269000 D EMPIRE RESORTS INC COM 29205210 4 625 SH SHARED 625 D EMPIRE RESORTS INC COM 29205210 0 2 SH SHARED 02 2 D EMPIRE RES INC DEL COM 29206E10 1 152 SH SHARED 152 D EMPLOYERS HOLDINGS INC COM 29221810 1309 61661 SH SHARED 61661 D EMPLOYERS HOLDINGS INC COM 29221810 3054 143800 SH SHARED 01 143800 D EMPLOYERS HOLDINGS INC COM 29221810 371 17500 SH SHARED 10 17500 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 935 19260 SH SHARED 19260 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 14213 292700 SH SHARED 01 292700 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 2117 43600 SH SHARED 04 43600 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 1610 26400 SH SHARED 04 26400 D EMRISE CORP COM 29246J10 1 1060 SH SHARED 02 1000 60 D EN POINTE TECHNOLOGIES INC COM 29247F10 0 138 SH SHARED 138 D EMULEX CORP COM NEW 29247520 1043 47792 SH SHARED 47792 D EMULEX CORP COM NEW 29247520 349 16000 SH SHARED 01 16000 D EMULEX CORP COM NEW 29247520 2 95 SH SHARED 02 95 D EMULEX CORP COM NEW 29247520 1190 54500 SH SHARED 10 54500 D ENBRIDGE INC COM 29250N10 8236 243841 SH SHARED 243841 D ENBRIDGE INC COM 29250N10 77 2296 SH SHARED 01 2296 D ENBRIDGE INC COM 29250N10 72 2148 SH SHARED 02 2148 D ENBRIDGE INC COM 29250N10 63589 1882460 SH SHARED 04 1882460 D ENBRIDGE INC COM 29250N10 6 200 SH SHARED 05 200 D ENBRIDGE INC COM 29250N10 111 3286 SH SHARED 06 1436 1850 D ENBRIDGE INC COM 29250N10 267 7910 SH SHARED 10 7910 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 30404 547332 SH SHARED 547332 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 2361 42520 SH SHARED 02 42520 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 15 274 SH SHARED 274 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 432 7782 SH SHARED 02 485 7297 D ENCANA CORP COM 29250510 17063 277685 SH SHARED 277685 D ENCANA CORP COM 29250510 346 5642 SH SHARED 01 4642 1000 D ENCANA CORP COM 29250510 219 3578 SH SHR/OTHR 01 3578 D ENCANA CORP COM 29250510 887 14446 SH SHARED 02 14446 D ENCANA CORP COM 29250510 211066 3434764 SH SHARED 04 3434764 D ENCANA CORP COM 29250510 9231 150224 SH SHARED 05 150224 D ENCANA CORP COM 29250510 1707 27792 SH SHARED 06 23942 3850 D ENCANA CORP COM 29250510 114487 1863096 SH SHARED 10 1863096 D ENCANA CORP COM 29250510 3362 54713 SH SHARED 14 25600 29113 D ENCANA CORP COM 29250510 36 600 SH SHR/OTHR 22 600 D ENCANA CORP COM 29250510 245 4000 SH SHARED 23 4000 D ENCANA CORP COM 29250510 307 5000 SH SHR/OTHR 23 5000 D ENCANA CORP COM 29250510 1474 24000 SH SHARED 24 24000 D ENCISION INC COM 29254Q10 0 93 SH SHARED 93 D ENCORE ACQUISITION CO COM 29255W10 12930 465132 SH SHARED 465132 D ENCORE ACQUISITION CO COM 29255W10 430 15500 SH SHARED 01 15500 D ENCORE ACQUISITION CO COM 29255W10 1245 44819 SH SHARED 02 44819 D ENCORE ACQUISITION CO COM 29255W10 596 21465 SH SHARED 10 21465 D ENCORE CAP GROUP INC COM 29255410 617 49490 SH SHARED 49490 D ENCORE CAP GROUP INC COM 29255410 336 27000 SH SHARED 01 27000 D ENCORE CAP GROUP INC COM 29255410 336 27000 SH SHR/OTHR 01 27000 D ENCORE CAP GROUP INC COM 29255410 19 1555 SH SHARED 02 1555 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 3259 5157000 PRN SHARED 5157000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 0 400 SH SHARED 400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 546 306865 SH SHARED 306865 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 15 8520 SH SHARED 02 1520 7000 D ENCORE WIRE CORP COM 29256210 4075 138449 SH SHARED 138449 D ENCORE WIRE CORP COM 29256210 210 7164 SH SHARED 02 7164 D ENCORE WIRE CORP COM 29256210 170 5800 SH SHARED 10 5800 D ENCORIUM GROUP INC COM 29257R10 0 211 SH SHARED 211 D ENDEAVOR ACQUISITION CORP COM 29257710 3206 271757 SH SHARED 271757 D ENDEAVOR ACQUISITION CORP *W EXP 12/14/200 29257711 552 100000 SH SHARED 100000 D ENDESA S A SPONSORED ADR 29258N10 7 145 SH SHARED 02 145 D ENDESA S A SPONSORED ADR 29258N10 755 14300 SH SHARED 10 14300 D ENDESA S A SPONSORED ADR 29258N10 1109 21000 SH SHR/OTHR 10 21000 D ENDESA S A SPONSORED ADR 29258N10 369 7000 SH SHARED 20 6000 1000 D ENDEAVOUR INTL CORP COM 29259G10 3 2639 SH SHARED 2639 D ENDEAVOUR INTL CORP COM 29259G10 0 11 SH SHARED 02 11 D ENDWAVE CORP COM NEW 29264A20 3 286 SH SHARED 286 D ENDWAVE CORP COM NEW 29264A20 114 10027 SH SHARED 02 1 10026 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 3212 93863 SH SHARED 93863 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1386 40500 SH SHARED 01 40500 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 508 14843 SH SHARED 02 14843 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 106 3115 SH SHARED 06 3115 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1769 51700 SH SHARED 10 49700 2000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1947 56900 SH SHARED 14 56900 D ENERGEN CORP COM 29265N10 2713 49382 SH SHARED 49382 D ENERGEN CORP COM 29265N10 54 1000 SH SHARED 01 1000 D ENERGEN CORP COM 29265N10 750 13664 SH SHARED 02 13664 D ENERGEN CORP COM 29265N10 1803 32825 SH SHARED 10 32825 D ENERGEN CORP COM 29265N10 82 1500 SH SHARED 21 1500 D ENEL SOCIETA PER AZIONI ADR 29265W10 4 85 SH SHARED 01 85 D ENEL SOCIETA PER AZIONI ADR 29265W10 110 2066 SH SHARED 02 250 1816 D ENERGY CONVERSION DEVICES IN COM 29265910 14140 458814 SH SHARED 458814 D ENERGY CONVERSION DEVICES IN COM 29265910 6 204 SH SHARED 02 204 D ENERGY CONVERSION DEVICES IN COM 29265910 5886 191000 SH SHARED 04 191000 D ENERGY CONVERSION DEVICES IN COM 29265910 4623 150000 SH SHARED 05 150000 D ENERGY CONVERSION DEVICES IN COM 29265910 269 8737 SH SHARED 10 8737 D ENERGY EAST CORP COM 29266M10 14212 544742 SH SHARED 544742 D ENERGY EAST CORP COM 29266M10 1321 50640 SH SHARED 01 1240 49400 D ENERGY EAST CORP COM 29266M10 1236 47389 SH SHARED 02 47389 D ENERGY EAST CORP COM 29266M10 121 4670 SH SHARED 06 3950 720 D ENERGY EAST CORP COM 29266M10 1300 49840 SH SHARED 10 49840 D ENERGIZER HLDGS INC COM 29266R10 13052 131054 SH SHARED 131054 D ENERGIZER HLDGS INC COM 29266R10 3514 35287 SH SHARED 01 9648 25639 D ENERGIZER HLDGS INC COM 29266R10 117 1176 SH SHR/OTHR 01 1176 D ENERGIZER HLDGS INC COM 29266R10 865 8690 SH SHARED 02 8689 1 D ENERGIZER HLDGS INC COM 29266R10 280 2820 SH SHARED 06 2100 720 D ENERGIZER HLDGS INC COM 29266R10 1297 13030 SH SHARED 10 12900 130 D ENERGIZER HLDGS INC COM 29266R10 19 200 SH SHARED 14 200 D ENERGIZER HLDGS INC COM 29266R10 24 250 SH SHR/OTHR 21 250 D ENERGIZER HLDGS INC COM 29266R10 8 83 SH SHARED 22 83 D ENERGIZER HLDGS INC COM 29266R10 19 200 SH SHARED 23 200 D ENERGIZER HLDGS INC COM 29266R10 39 400 SH SHR/OTHR 23 400 D ENDOLOGIX INC COM 29266S10 4 944 SH SHARED 944 D ENERGY FOCUS INC COM 29268T10 1 286 SH SHARED 286 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 1786 183082 SH SHARED 183082 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 16 1721 SH SHARED 02 1721 D ENERGY INFRASTRUCTURE ACQUI *W EXP 07/17/201 29269P11 35 22028 SH SHARED 22028 D ENERGY INCOME & GROWTH FD COM 29269710 267 9600 SH SHARED 02 9600 D ENERGY PARTNERS LTD COM 29270U10 22982 1377027 SH SHARED 1377027 D ENERGY METALS CORP COM 29271B10 679 46668 SH SHARED 46668 D ENERGY METALS CORP COM 29271B10 90 6194 SH SHARED 02 6194 D ENERGY METALS CORP COM 29271B10 688 47290 SH SHARED 06 47290 D ENERGY METALS CORP COM 29271B10 13165 904200 SH SHARED 10 904200 D ENERGY SVCS ACQUISITION CORP COM 29271Q10 394 70034 SH SHARED 70034 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 126561 2050240 SH SHARED 2050240 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 3882 62896 SH SHARED 02 400 62496 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 13093 308161 SH SHARED 308161 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 1009 23750 SH SHARED 02 500 23250 D ENERGY WEST INC COM 29274A10 0 55 SH SHARED 55 D ENERPLUS RES FD UNIT TR G NEW 29274D60 4575 97175 SH SHARED 97175 D ENERPLUS RES FD UNIT TR G NEW 29274D60 347 7375 SH SHARED 01 4000 375 3000 D ENERPLUS RES FD UNIT TR G NEW 29274D60 172 3660 SH SHARED 02 3660 D ENERPLUS RES FD UNIT TR G NEW 29274D60 94 2000 SH SHR/OTHR 23 2000 D ENERSIS S A SPONSORED ADR 29274F10 3121 155708 SH SHARED 155708 D ENERSIS S A SPONSORED ADR 29274F10 402 20097 SH SHARED 04 20097 D ENERSIS S A SPONSORED ADR 29274F10 2165 108000 SH SHARED 04 108000 D ENERSYS COM 29275Y10 765 41832 SH SHARED 41832 D ENERSYS COM 29275Y10 59 3250 SH SHARED 01 3250 D ENERSYS COM 29275Y10 166 9100 SH SHARED 02 9100 D ENERSYS COM 29275Y10 305 16700 SH SHARED 10 16700 D ENERNOC INC COM 29276410 835 21913 SH SHARED 21913 D ENERNOC INC COM 29276410 9 255 SH SHARED 02 255 D ENERNOC INC COM 29276410 3813 100000 SH SHARED 04 100000 D ENERGYSOUTH INC COM 29297010 556 10918 SH SHARED 10918 D ENERGYSOUTH INC COM 29297010 11 219 SH SHARED 02 219 D ENERGYSOUTH INC COM 29297010 111 2180 SH SHR/OTHR 20 2180 D ENGLOBAL CORP COM 29330610 1155 95070 SH SHARED 95070 D ENGLOBAL CORP COM 29330610 26 2200 SH SHARED 01 2200 D ENGLOBAL CORP COM 29330610 22 1884 SH SHARED 02 884 1000 D ENNIS INC COM 29338910 2125 90378 SH SHARED 90378 D ENNIS INC COM 29338910 37 1598 SH SHARED 02 1598 D ENNIS INC COM 29338910 13742 584300 SH SHARED 10 584300 D ENOVA SYSTEMS INC COM NEW 29355M20 1 272 SH SHARED 272 D ENPRO INDS INC COM 29355X10 10790 252168 SH SHARED 252168 D ENPRO INDS INC COM 29355X10 56 1327 SH SHARED 01 1327 D ENPRO INDS INC COM 29355X10 629 14700 SH SHARED 10 14700 D ENTEGRIS INC COM 29362U10 881 74206 SH SHARED 74206 D ENTEGRIS INC COM 29362U10 331 27892 SH SHARED 01 27892 D ENTEGRIS INC COM 29362U10 196 16500 SH SHARED 02 16500 D ENTEGRIS INC COM 29362U10 1794 151052 SH SHARED 10 151052 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 4993 200622 SH SHARED 200622 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 452 18200 SH SHARED 02 2800 15400 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 391 15720 SH SHARED 10 15720 D ENTERGY CORP NEW COM 29364G10 37464 348991 SH SHARED 348903 88 D ENTERGY CORP NEW COM 29364G10 24805 231071 SH SHARED 01 198176 32895 D ENTERGY CORP NEW COM 29364G10 430 4010 SH SHR/OTHR 01 4010 D ENTERGY CORP NEW COM 29364G10 5240 48816 SH SHARED 02 48016 800 D ENTERGY CORP NEW COM 29364G10 4401 41000 SH SHARED 04 41000 D ENTERGY CORP NEW COM 29364G10 7 70 SH SHARED 05 70 D ENTERGY CORP NEW COM 29364G10 8979 83647 SH SHARED 06 21487 62160 D ENTERGY CORP NEW COM 29364G10 24557 228760 SH SHARED 10 214060 14700 D ENTERGY CORP NEW COM 29364G10 400 3730 SH SHARED 20 345 3385 D ENTERGY CORP NEW COM 29364G10 24 230 SH SHR/OTHR 20 230 D ENTERGY CORP NEW COM 29364G10 42 400 SH SHARED 21 400 D ENTERGY CORP NEW COM 29364G10 182 1700 SH SHARED 22 1500 200 D ENTERGY CORP NEW COM 29364G10 504 4700 SH SHR/OTHR 22 4700 D ENTERGY CORP NEW COM 29364G10 2585 24087 SH SHARED 23 19612 4475 D ENTERGY CORP NEW COM 29364G10 3736 34809 SH SHR/OTHR 23 34809 D ENTERPRISE BANCORP INC MASS COM 29366810 2 152 SH SHARED 152 D ENTERPRISE FINL SVCS CORP COM 29371210 4789 192646 SH SHARED 192646 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 15362 405019 SH SHARED 405019 D ENTERPRISE PRODS PARTNERS L COM 29379210 159 5000 SH SHARED 5000 D ENTERPRISE PRODS PARTNERS L COM 29379210 57298 1801275 SH SHARED 1801275 D ENTERPRISE PRODS PARTNERS L COM 29379210 4096 128789 SH SHARED 02 1600 127189 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 4605 85636 SH SHARED 85636 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 10 200 SH SHARED 01 200 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 48 894 SH SHARED 02 524 370 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1339 24900 SH SHARED 10 24900 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 40919 760860 SH SHARED 11 158237 602623 D ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T40 10 45700 PRN SHARED 45700 D ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T40 11 52300 PRN SHARED 02 52300 D ENTERRA ENERGY TR TR UNIT 29381P10 197 32700 SH SHARED 32700 D ENTREMED INC COM 29382F10 1456 952151 SH SHARED 952151 D ENTREMED INC COM 29382F10 0 7 SH SHARED 02 7 D ENTERTAINMENT DIST CO INC COM 29382J10 3 1734 SH SHARED 1734 D ENTERTAINMENT DIST CO INC COM 29382J10 27 13588 SH SHARED 02 13588 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 8507 815659 SH SHARED 815659 D ENTREE GOLD INC COM 29383G10 0 166 SH SHARED 02 166 D ENTRUST INC COM 29384810 6 1512 SH SHARED 1512 D ENTRUST INC COM 29384810 44 11075 SH SHARED 02 175 10900 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1966 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE 10330 10000000 PRN SHARED 10000000 D ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE 4002 3875000 PRN SHARED 02 3875000 D ENZON PHARMACEUTICALS INC COM 29390410 2 300 SH SHARED 300 D ENZON PHARMACEUTICALS INC COM 29390410 3294 419692 SH SHARED 419692 D ENZON PHARMACEUTICALS INC COM 29390410 9 1189 SH SHARED 02 1189 D ENVIRONMENTAL PWR CORP COM NEW 29406L20 1 212 SH SHARED 212 D ENVIRONMENTAL PWR CORP COM NEW 29406L20 44 5000 SH SHARED 02 5000 D ENVIRONMENTAL TECTONICS CORP COM 29409210 0 103 SH SHARED 103 D ENZO BIOCHEM INC COM 29410010 231 15460 SH SHARED 15460 D EPIC BANCORP COM 29425010 1 100 SH SHARED 100 D EPICOR SOFTWARE CORP COM 29426L10 634 42659 SH SHARED 42659 D EPICOR SOFTWARE CORP COM 29426L10 166 11200 SH SHARED 01 11200 D EPICOR SOFTWARE CORP COM 29426L10 352 23700 SH SHARED 10 23700 D EPICEPT CORP COM 29426420 32 15012 SH SHARED 15012 D EPICEPT CORP COM 29426420 0 2 SH SHARED 02 2 D EPLUS INC COM 29426810 1 113 SH SHARED 113 D EPOCH HOLDING CORP COM 29428R10 58 4338 SH SHARED 4338 D EPOCH HOLDING CORP COM 29428R10 7 594 SH SHARED 02 594 D EQUIFAX INC COM 29442910 32086 722345 SH SHARED 722345 D EQUIFAX INC COM 29442910 11753 264600 SH SHARED 01 255800 8800 D EQUIFAX INC COM 29442910 630 14200 SH SHR/OTHR 01 14200 D EQUIFAX INC COM 29442910 848 19108 SH SHARED 02 18794 314 D EQUIFAX INC COM 29442910 3 90 SH SHARED 05 90 D EQUIFAX INC COM 29442910 921 20750 SH SHARED 06 19600 1150 D EQUIFAX INC COM 29442910 5589 125830 SH SHARED 10 113170 12660 D EQUIFAX INC COM 29442910 8 200 SH SHR/OTHR 10 200 D EQUIFAX INC COM 29442910 375 8462 SH SHARED 14 8462 D EQUIFAX INC COM 29442910 2226 50130 SH SHARED 20 21520 28610 D EQUIFAX INC COM 29442910 444 10000 SH SHR/OTHR 20 10000 D EQUIFAX INC COM 29442910 2882 64900 SH SHARED 23 64900 D EQUIFAX INC COM 29442910 1505 33900 SH SHR/OTHR 23 33900 D EQUINIX INC DBCV 2.500% 2/1 29444UAE 3536 1503000 PRN SHARED 1503000 D EQUINIX INC COM NEW 29444U50 6337 69285 SH SHARED 69285 D EQUINIX INC COM NEW 29444U50 521 5700 SH SHARED 01 5700 D EQUINIX INC COM NEW 29444U50 123 1350 SH SHARED 02 1350 D EQUINIX INC COM NEW 29444U50 274 3005 SH SHARED 10 3005 D EQUITABLE RES INC COM 29454910 5112 103162 SH SHARED 103162 D EQUITABLE RES INC COM 29454910 1868 37700 SH SHARED 01 1300 36400 D EQUITABLE RES INC COM 29454910 773 15600 SH SHR/OTHR 01 15600 D EQUITABLE RES INC COM 29454910 675 13627 SH SHARED 02 13627 D EQUITABLE RES INC COM 29454910 159 3220 SH SHARED 06 2650 570 D EQUITABLE RES INC COM 29454910 8569 172915 SH SHARED 10 172915 D EQUITABLE RES INC COM 29454910 281 5678 SH SHARED 14 5678 D EQUITABLE RES INC COM 29454910 9 200 SH SHARED 20 200 D EQUITABLE RES INC COM 29454910 227 4600 SH SHR/OTHR 23 4600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 37 300 SH SHARED 02 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 189 1500 SH SHR/OTHR 20 1500 D EQUITY INNS INC COM 29470310 7278 324938 SH SHARED 324938 D EQUITY INNS INC COM 29470310 2291 102282 SH SHARED 02 102282 D EQUITY INNS INC COM 29470310 132 5900 SH SHARED 10 5900 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 696 13350 SH SHARED 13350 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 7451 142784 SH SHARED 142784 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 438 8400 SH SHARED 01 8400 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 243 4657 SH SHARED 02 3877 780 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 19941 382100 SH SHARED 10 382100 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 154323 2956953 SH SHARED 11 1780759 1176194 D EQUITY MEDIA HLDGS CORP COM 29472510 3 789 SH SHARED 789 D EQUITY ONE COM 29475210 6713 262772 SH SHARED 262772 D EQUITY ONE COM 29475210 362 14200 SH SHARED 01 2800 11400 D EQUITY ONE COM 29475210 1647 64469 SH SHARED 02 63839 630 D EQUITY ONE COM 29475210 2202 86200 SH SHARED 10 86200 D EQUITY ONE COM 29475210 9476 370900 SH SHARED 11 370900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 27445 601475 SH SHARED 599675 1800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 15787 345995 SH SHARED 01 345620 375 D EQUITY RESIDENTIAL SH BEN INT 29476L10 634 13900 SH SHR/OTHR 01 13900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 5382 117957 SH SHARED 02 108021 9936 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1368 30000 SH SHARED 04 30000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 369 8100 SH SHARED 06 8100 D EQUITY RESIDENTIAL SH BEN INT 29476L10 12326 270150 SH SHARED 10 259990 10160 D EQUITY RESIDENTIAL SH BEN INT 29476L10 42742 936719 SH SHARED 11 229094 707625 D EQUITY RESIDENTIAL SH BEN INT 29476L10 450 9883 SH SHARED 20 6883 3000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 93 2050 SH SHR/OTHR 20 2050 D EQUITY RESIDENTIAL SH BEN INT 29476L10 45 1000 SH SHARED 22 1000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1882 41250 SH SHARED 23 41250 D EQUITY RESIDENTIAL SH BEN INT 29476L10 73 1600 SH SHR/OTHR 23 1600 D EQUUS TOTAL RETURN INC COM 29476610 245 27454 SH SHARED 27454 D ERESEARCHTECHNOLOGY INC COM 29481V10 184 19435 SH SHARED 19435 D ERESEARCHTECHNOLOGY INC COM 29481V10 286 30150 SH SHARED 01 30150 D ERESEARCHTECHNOLOGY INC COM 29481V10 19 2044 SH SHARED 10 2044 D ERICSSON L M TEL CO ADR B SEK 10 29482160 25651 643049 SH SHARED 643049 D ERICSSON L M TEL CO ADR B SEK 10 29482160 35 900 SH SHARED 01 600 300 D ERICSSON L M TEL CO ADR B SEK 10 29482160 127 3200 SH SHARED 02 3200 D ERICSSON L M TEL CO ADR B SEK 10 29482160 2792 70000 SH SHARED 04 70000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 24751 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 297 5506 SH SHARED 5506 D ERIE INDTY CO CL A 29530P10 61 1133 SH SHARED 02 1133 D ERIE INDTY CO CL A 29530P10 199 3700 SH SHARED 10 3700 D ESCALADE INC COM 29605610 2 218 SH SHARED 218 D ESCALON MED CORP COM NEW 29607430 0 160 SH SHARED 160 D ESCHELON TELECOM INC COM 29629010 160 5416 SH SHARED 5416 D ESCHELON TELECOM INC COM 29629010 1 61 SH SHARED 02 61 D ESCO TECHNOLOGIES INC COM 29631510 33140 913961 SH SHARED 913961 D ESCO TECHNOLOGIES INC COM 29631510 167 4615 SH SHARED 02 4615 D ESCO TECHNOLOGIES INC COM 29631510 119 3300 SH SHARED 10 3300 D ESPEED INC CL A 29664310 428 49550 SH SHARED 49550 D ESPEED INC CL A 29664310 18 2100 SH SHARED 01 2100 D ESPEED INC CL A 29664310 0 90 SH SHARED 02 90 D ESPEY MFG & ELECTRS CORP COM 29665010 0 37 SH SHARED 37 D ESSA BANCORP INC COM 29667D10 126 11417 SH SHARED 11417 D ESSEX PORTFOLIO L P NOTE 3.625%11/0 29717PAB 3007 2500000 PRN SHARED 02 2500000 D ESSEX PPTY TR INC COM 29717810 1192 10250 SH SHARED 10250 D ESSEX PPTY TR INC COM 29717810 6211 53407 SH SHARED 53407 D ESSEX PPTY TR INC COM 29717810 1128 9700 SH SHARED 01 9700 D ESSEX PPTY TR INC COM 29717810 79 680 SH SHARED 02 680 D ESSEX PPTY TR INC COM 29717810 34 300 SH SHARED 06 300 D ESSEX PPTY TR INC COM 29717810 348 3000 SH SHARED 10 3000 D ESSEX PPTY TR INC COM 29717810 263638 2266880 SH SHARED 11 1327571 939309 D ESTERLINE TECHNOLOGIES CORP COM 29742510 54559 1129363 SH SHARED 1129363 D ESTERLINE TECHNOLOGIES CORP COM 29742510 24 500 SH SHARED 01 500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 210 4358 SH SHARED 02 3958 400 D ESTERLINE TECHNOLOGIES CORP COM 29742510 434 9000 SH SHARED 10 9000 D ETELECARE GLOBAL SOLUTIONS I SPON ADR 29759R10 2215 137000 SH SHARED 137000 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 244 2495 SH SHARED 2495 D ETHAN ALLEN INTERIORS INC COM 29760210 452 13212 SH SHARED 13212 D ETHAN ALLEN INTERIORS INC COM 29760210 41 1200 SH SHARED 01 1200 D ETHAN ALLEN INTERIORS INC COM 29760210 304 8883 SH SHARED 02 8883 D ETHAN ALLEN INTERIORS INC COM 29760210 383 11200 SH SHARED 06 11200 D ETHAN ALLEN INTERIORS INC COM 29760210 451 13182 SH SHARED 10 13182 D ETRIALS WORLDWIDE INC COM 29786P10 101 21062 SH SHARED 21062 D EUROBANCSHARES INC COM 29871610 2 283 SH SHARED 283 D EUROBANCSHARES INC COM 29871610 0 38 SH SHARED 02 38 D EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD 16859 15860000 PRN SHARED 02 15860000 D EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF 4096 3898000 PRN SHARED 02 3898000 D EURONET WORLDWIDE INC COM 29873610 3929 134750 SH SHARED 134750 D EURONET WORLDWIDE INC COM 29873610 2227 76400 SH SHARED 01 75600 800 D EURONET WORLDWIDE INC COM 29873610 1982 68000 SH SHR/OTHR 01 68000 D EURONET WORLDWIDE INC COM 29873610 2842 97473 SH SHARED 02 14223 83250 D EURONET WORLDWIDE INC COM 29873610 37872 1298773 SH SHARED 10 1298773 D EUROPEAN EQUITY FUND COM 29876810 0 2 SH SHARED 02 2 D EVANS & SUTHERLAND COMPUTER COM 29909610 0 223 SH SHARED 223 D EVANS & SUTHERLAND COMPUTER COM 29909610 8 3615 SH SHARED 02 3615 D EVANS BANCORP INC COM NEW 29911Q20 1 63 SH SHARED 63 D EVERCORE PARTNERS INC CLASS A 29977A10 1882 63225 SH SHARED 63225 D EVERCORE PARTNERS INC CLASS A 29977A10 17 599 SH SHARED 02 599 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 1046 74200 SH SHARED 74200 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 12727 902668 SH SHARED 10 902668 D EVERGREEN ENERGY INC COM 30024B10 603 100000 SH SHARED 100000 D EVERGREEN ENERGY INC COM 30024B10 7264 1204690 SH SHARED 1204690 D EVERGREEN ENERGY INC COM 30024B10 27 4600 SH SHARED 01 4600 D EVERGREEN ENERGY INC COM 30024B10 40 6711 SH SHARED 02 6711 D EVERGREEN ENERGY INC COM 30024B10 97 16200 SH SHARED 10 16200 D EVERGREEN GBL DIVID OPP FUND COM 30024H10 115 5715 SH SHARED 02 5715 D EVERGREEN MULTI SECT INC FUN COM SHS 30024Y10 5 294 SH SHARED 294 D EVERGREEN MULTI SECT INC FUN COM SHS 30024Y10 12 712 SH SHARED 01 712 D EVERGREEN SOLAR INC COM 30033R10 8169 878455 SH SHARED 878455 D EVERGREEN SOLAR INC COM 30033R10 74 8000 SH SHARED 01 8000 D EVERGREEN SOLAR INC COM 30033R10 12 1325 SH SHARED 02 925 400 D EVERLAST WORLDWIDE INC COM 30035510 2 71 SH SHARED 71 D EVOLUTION PETROLEUM CORP COM 30049A10 1 473 SH SHARED 473 D EVOLVING SYS INC COM 30049R10 1 445 SH SHARED 445 D EXACT SCIENCES CORP COM 30063P10 1 676 SH SHARED 676 D EXACT SCIENCES CORP COM 30063P10 0 2 SH SHARED 02 2 D EXACTECH INC COM 30064E10 3 203 SH SHARED 203 D EXAR CORP COM 30064510 238 17800 SH SHARED 17800 D EXAR CORP COM 30064510 3 233 SH SHARED 02 233 D EXCEL TECHNOLOGY INC COM 30067T10 169 6069 SH SHARED 6069 D EXELON CORP COM 30161N10 3524 48543 SH SHARED 5043 43500 D EXELON CORP COM 30161N10 159899 2202472 SH SHARED 2191322 11150 D EXELON CORP COM 30161N10 54799 754819 SH SHARED 01 754316 503 D EXELON CORP COM 30161N10 21212 292180 SH SHARED 02 288451 3729 D EXELON CORP COM 30161N10 1121 15445 SH SHARED 04 15445 D EXELON CORP COM 30161N10 92840 1278801 SH SHARED 04 1278801 D EXELON CORP COM 30161N10 1041 14350 SH SHARED 05 14350 D EXELON CORP COM 30161N10 30940 426172 SH SHARED 06 83911 342261 D EXELON CORP COM 30161N10 30248 416640 SH SHARED 10 415740 900 D EXELON CORP COM 30161N10 543 7493 SH SHARED 14 7493 D EXELON CORP COM 30161N10 4961 68345 SH SHARED 16 68345 D EXELON CORP COM 30161N10 8183 112717 SH SHARED 19 112717 D EXELON CORP COM 30161N10 1470 20254 SH SHARED 20 5910 14344 D EXELON CORP COM 30161N10 181 2500 SH SHR/OTHR 20 2500 D EXELON CORP COM 30161N10 145 2000 SH SHR/OTHR 22 2000 D EXELON CORP COM 30161N10 68 950 SH SHARED 23 950 D EXELON CORP COM 30161N10 375 5174 SH SHR/OTHR 23 5174 D EXELIXIS INC COM 30161Q10 1316 108808 SH SHARED 108808 D EXELIXIS INC COM 30161Q10 36 3000 SH SHARED 01 3000 D EXELIXIS INC COM 30161Q10 9293 768044 SH SHARED 04 768044 D EXELIXIS INC COM 30161Q10 57 4734 SH SHARED 10 4734 D EXELIXIS INC COM 30161Q10 84 7000 SH SHARED 14 7000 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 245 35188 SH SHARED 35188 D EXIDE TECHNOLOGIES FRNT 9/1 302051AL 886 1000000 PRN SHARED 02 1000000 D EXIDE TECHNOLOGIES *W EXP 05/05/201 30205112 24 28574 SH SHARED 28574 D EXIDE TECHNOLOGIES COM NEW 30205120 280 30108 SH SHARED 30108 D EXIDE TECHNOLOGIES COM NEW 30205120 38 4155 SH SHARED 02 4155 D EXIDE TECHNOLOGIES COM NEW 30205120 148 16000 SH SHARED 10 16000 D EXLSERVICE HOLDINGS INC COM 30208110 1392 74326 SH SHARED 74326 D EXLSERVICE HOLDINGS INC COM 30208110 21 1129 SH SHARED 02 1129 D EXPEDIA INC DEL COM 30212P10 12743 435095 SH SHARED 435095 D EXPEDIA INC DEL COM 30212P10 1188 40563 SH SHARED 01 30778 9785 D EXPEDIA INC DEL COM 30212P10 3573 122005 SH SHARED 02 121632 373 D EXPEDIA INC DEL COM 30212P10 4 150 SH SHARED 05 150 D EXPEDIA INC DEL COM 30212P10 235 8050 SH SHARED 06 6000 2050 D EXPEDIA INC DEL COM 30212P10 1953 66679 SH SHARED 10 66679 D EXPEDIA INC DEL COM 30212P10 36 1236 SH SHARED 14 1236 D EXPEDIA INC DEL COM 30212P10 49 1700 SH SHARED 20 1700 D EXPEDIA INC DEL COM 30212P10 21 750 SH SHR/OTHR 20 750 D EXPEDIA INC DEL COM 30212P10 31 1075 SH SHR/OTHR 21 1075 D EXPEDIA INC DEL COM 30212P10 9 334 SH SHARED 22 334 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 0 296 SH SHARED 01 296 D EXPEDIA INC DEL *W EXP 02/04/200 30212P12 5645 327079 SH SHARED 327079 D EXPEDITORS INTL WASH INC COM 30213010 15524 375902 SH SHARED 375902 D EXPEDITORS INTL WASH INC COM 30213010 2679 64875 SH SHARED 01 1525 63350 D EXPEDITORS INTL WASH INC COM 30213010 1373 33245 SH SHARED 02 30880 2365 D EXPEDITORS INTL WASH INC COM 30213010 293 7100 SH SHARED 06 5300 1800 D EXPEDITORS INTL WASH INC COM 30213010 652 15790 SH SHARED 10 15790 D EXPONENT INC COM 30214U10 165 7376 SH SHARED 7376 D EXPONENT INC COM 30214U10 0 39 SH SHARED 02 39 D EXPRESS 1 EXPEDITED SOLUTION COM 30217Q10 0 605 SH SHARED 605 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 7275 7500000 PRN SHARED 7500000 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 4732 4879000 PRN SHARED 02 4879000 D EXPRESSJET HOLDINGS INC CL A 30218U10 1219 203936 SH SHARED 203936 D EXPRESSJET HOLDINGS INC CL A 30218U10 1 198 SH SHARED 02 198 D EXPRESSJET HOLDINGS INC CL A 30218U10 1465 245000 SH SHARED 10 245000 D EXPRESS SCRIPTS INC COM 30218210 170 3400 SH SHARED 3400 D EXPRESS SCRIPTS INC COM 30218210 92344 1846524 SH SHARED 1846524 D EXPRESS SCRIPTS INC COM 30218210 13731 274574 SH SHARED 01 159149 115425 D EXPRESS SCRIPTS INC COM 30218210 3750 74990 SH SHR/OTHR 01 74990 D EXPRESS SCRIPTS INC COM 30218210 2206 44117 SH SHARED 02 40767 3350 D EXPRESS SCRIPTS INC COM 30218210 12682 253600 SH SHARED 04 253600 D EXPRESS SCRIPTS INC COM 30218210 4 80 SH SHARED 05 80 D EXPRESS SCRIPTS INC COM 30218210 1575 31504 SH SHARED 06 29504 2000 D EXPRESS SCRIPTS INC COM 30218210 16620 332338 SH SHARED 10 329528 2810 D EXPRESS SCRIPTS INC COM 30218210 124 2490 SH SHR/OTHR 10 2490 D EXPRESS SCRIPTS INC COM 30218210 559 11194 SH SHARED 14 3400 7794 D EXPRESS SCRIPTS INC COM 30218210 1339 26775 SH SHARED 20 10855 15920 D EXPRESS SCRIPTS INC COM 30218210 315 6300 SH SHR/OTHR 20 6300 D EXPRESS SCRIPTS INC COM 30218210 15 300 SH SHARED 21 300 D EXPRESS SCRIPTS INC COM 30218210 30 600 SH SHR/OTHR 21 600 D EXPRESS SCRIPTS INC COM 30218210 729 14584 SH SHARED 22 11774 2810 D EXPRESS SCRIPTS INC COM 30218210 90 1807 SH SHR/OTHR 22 1807 D EXPRESS SCRIPTS INC COM 30218210 3530 70586 SH SHARED 23 65886 4700 D EXPRESS SCRIPTS INC COM 30218210 1826 36530 SH SHR/OTHR 23 36530 D EXTRA SPACE STORAGE INC COM 30225T10 679 41179 SH SHARED 41179 D EXTRA SPACE STORAGE INC COM 30225T10 683 41400 SH SHARED 01 41400 D EXTRA SPACE STORAGE INC COM 30225T10 5 329 SH SHARED 02 329 D EXTRA SPACE STORAGE INC COM 30225T10 273 16600 SH SHARED 10 16600 D EXTRA SPACE STORAGE INC COM 30225T10 70808 4291450 SH SHARED 11 173400 4118050 D EXTRA SPACE STORAGE INC COM 30225T10 49 3000 SH SHARED 20 3000 D EXTREME NETWORKS INC COM 30226D10 20411 5039795 SH SHARED 5039795 D EXTREME NETWORKS INC COM 30226D10 2221 548540 SH SHARED 02 40 548500 D EXTREME NETWORKS INC COM 30226D10 131 32400 SH SHARED 10 32400 D EXULT INC DEL NOTE 2.500%10/0 302284AB 20419 21315008 PRN SHARED 02 21315008 D EZCORP INC CL A NON VTG 30230110 1352 102149 SH SHARED 102149 D EZCORP INC CL A NON VTG 30230110 33 2500 SH SHARED 01 2500 D EZCORP INC CL A NON VTG 30230110 1 98 SH SHARED 02 98 D EZCORP INC CL A NON VTG 30230110 875 66100 SH SHARED 10 66100 D EXXON MOBIL CORP COM 30231G10 8482 101128 SH SHARED 33945 67183 D EXXON MOBIL CORP COM 30231G10 881761 10512173 SH SHARED 10366948 145225 D EXXON MOBIL CORP COM 30231G10 412854 4921965 SH SHARED 01 4178381 743584 D EXXON MOBIL CORP COM 30231G10 38198 455397 SH SHR/OTHR 01 455397 D EXXON MOBIL CORP COM 30231G10 85066 1014143 SH SHARED 02 887768 126375 D EXXON MOBIL CORP COM 30231G10 27429 327006 SH SHARED 04 327006 D EXXON MOBIL CORP COM 30231G10 171 2044 SH SHARED 05 2044 D EXXON MOBIL CORP COM 30231G10 104797 1249379 SH SHARED 06 724502 524877 D EXXON MOBIL CORP COM 30231G10 580152 6916452 SH SHARED 10 6585868 330584 D EXXON MOBIL CORP COM 30231G10 2539 30270 SH SHR/OTHR 10 30270 D EXXON MOBIL CORP COM 30231G10 8004 95425 SH SHARED 14 95425 D EXXON MOBIL CORP COM 30231G10 299 3568 SH SHARED 15 3568 D EXXON MOBIL CORP COM 30231G10 7695 91746 SH SHARED 16 91746 D EXXON MOBIL CORP COM 30231G10 25571 304853 SH SHARED 20 71375 233478 D EXXON MOBIL CORP COM 30231G10 10067 120020 SH SHR/OTHR 20 120020 D EXXON MOBIL CORP COM 30231G10 7020 83696 SH SHARED 21 83696 D EXXON MOBIL CORP COM 30231G10 2358 28115 SH SHR/OTHR 21 28115 D EXXON MOBIL CORP COM 30231G10 5324 63472 SH SHARED 22 40877 22595 D EXXON MOBIL CORP COM 30231G10 1945 23198 SH SHR/OTHR 22 23198 D EXXON MOBIL CORP COM 30231G10 85889 1023960 SH SHARED 23 984401 39559 D EXXON MOBIL CORP COM 30231G10 97736 1165188 SH SHR/OTHR 23 1165188 D EXXON MOBIL CORP COM 30231G10 6310 75235 SH SHARED 24 75235 D FBL FINL GROUP INC CL A 30239F10 459 11685 SH SHARED 11685 D FBL FINL GROUP INC CL A 30239F10 157 4000 SH SHARED 01 4000 D FBL FINL GROUP INC CL A 30239F10 113 2885 SH SHARED 02 2885 D FBL FINL GROUP INC CL A 30239F10 298 7600 SH SHARED 10 7600 D FEI CO NOTE 5.500% 8/1 30241LAB 0 1000 PRN SHARED 02 1000 D FEI CO NOTE 6/1 30241LAD 1179 940000 PRN SHARED 940000 D FEI CO NOTE 6/1 30241LAD 5958 4748000 PRN SHARED 02 4748000 D FEI CO NOTE 2.875% 6/0 30241LAF 92 70000 PRN SHARED 02 70000 D FEI CO COM 30241L10 9673 298000 SH SHARED 298000 D FEI CO COM 30241L10 1050 32375 SH SHARED 01 31825 550 D FEI CO COM 30241L10 45 1398 SH SHARED 02 1398 D FEI CO COM 30241L10 17692 545051 SH SHARED 10 545051 D FFD FINL CORP COM 30243C10 0 23 SH SHARED 23 D FLIR SYS INC NOTE 3.000% 6/0 302445AB 7420 3500000 PRN SHARED 3500000 D FLIR SYS INC COM 30244510 2207 47724 SH SHARED 47724 D FLIR SYS INC COM 30244510 111 2400 SH SHARED 01 2400 D FLIR SYS INC COM 30244510 88 1910 SH SHARED 02 1910 D FLIR SYS INC COM 30244510 157 3400 SH SHARED 10 3400 D FBR CAPITAL MARKETS CORP COM 30247C30 4748 280984 SH SHARED 280984 D FMC TECHNOLOGIES INC COM 30249U10 5579 70426 SH SHARED 69806 620 D FMC TECHNOLOGIES INC COM 30249U10 1757 22189 SH SHARED 01 2043 20146 D FMC TECHNOLOGIES INC COM 30249U10 758 9575 SH SHARED 02 7524 2051 D FMC TECHNOLOGIES INC COM 30249U10 170 2150 SH SHARED 06 1800 350 D FMC TECHNOLOGIES INC COM 30249U10 467 5900 SH SHARED 10 5900 D F M C CORP COM NEW 30249130 1203 13467 SH SHARED 13467 D F M C CORP COM NEW 30249130 2905 32500 SH SHARED 01 20300 12200 D F M C CORP COM NEW 30249130 400 4478 SH SHARED 02 4478 D F M C CORP COM NEW 30249130 17 200 SH SHARED 06 200 D F M C CORP COM NEW 30249130 2128 23810 SH SHARED 10 19610 4200 D F M C CORP COM NEW 30249130 71 800 SH SHARED 21 800 D FMS FINL CORP COM 30250910 2 98 SH SHARED 98 D F N B UNITED CORP COM 30251910 4 283 SH SHARED 283 D F N B UNITED CORP COM 30251910 0 1 SH SHARED 02 1 D FNB CORP PA COM 30252010 807 48234 SH SHARED 48234 D FNB CORP PA COM 30252010 8 525 SH SHARED 01 525 D FNB CORP PA COM 30252010 364 21792 SH SHARED 02 21792 D FNB CORP PA COM 30252010 502 30000 SH SHARED 10 30000 D FNB FINANCIAL SERVICES CORP COM 30252610 2 176 SH SHARED 176 D FNB FINANCIAL SERVICES CORP COM 30252610 8 625 SH SHARED 02 625 D FPB BANCORP INC COM 30254M10 0 47 SH SHARED 47 D FPIC INS GROUP INC COM 30256310 639 15678 SH SHARED 15678 D FPIC INS GROUP INC COM 30256310 65 1600 SH SHARED 01 1600 D FPL GROUP INC COM 30257110 34339 605212 SH SHARED 605212 D FPL GROUP INC COM 30257110 18880 332747 SH SHARED 01 303392 29355 D FPL GROUP INC COM 30257110 113 2000 SH SHR/OTHR 01 2000 D FPL GROUP INC COM 30257110 4425 78001 SH SHARED 02 72561 5440 D FPL GROUP INC COM 30257110 19501 343700 SH SHARED 04 343700 D FPL GROUP INC COM 30257110 17029 300140 SH SHARED 05 300140 D FPL GROUP INC COM 30257110 37897 667907 SH SHARED 06 40300 627607 D FPL GROUP INC COM 30257110 20698 364799 SH SHARED 10 352844 11955 D FPL GROUP INC COM 30257110 1289 22722 SH SHARED 20 15066 7656 D FPL GROUP INC COM 30257110 1407 24800 SH SHR/OTHR 20 24800 D FPL GROUP INC COM 30257110 651 11475 SH SHARED 22 5550 5925 D FPL GROUP INC COM 30257110 79 1400 SH SHR/OTHR 22 1400 D FPL GROUP INC COM 30257110 735 12970 SH SHARED 23 11570 1400 D FPL GROUP INC COM 30257110 1219 21499 SH SHR/OTHR 23 21499 D FSI INTL INC COM 30263310 2 765 SH SHARED 765 D FSI INTL INC COM 30263310 0 103 SH SHARED 02 103 D FTD GROUP INC COM 30267U10 1613 87661 SH SHARED 87661 D FTD GROUP INC COM 30267U10 77 4200 SH SHARED 01 4200 D FTD GROUP INC COM 30267U10 7 404 SH SHARED 02 404 D FX ENERGY INC COM 30269510 162 17739 SH SHARED 17739 D FX ENERGY INC COM 30269510 22 2443 SH SHARED 02 2443 D F N B CORP VA COM 30293010 9 270 SH SHARED 270 D FTI CONSULTING INC COM 30294110 897 23592 SH SHARED 23592 D FTI CONSULTING INC COM 30294110 102 2700 SH SHARED 01 2700 D FTI CONSULTING INC COM 30294110 3232 85000 SH SHARED 02 79500 5500 D FTI CONSULTING INC COM 30294110 12500 328700 SH SHARED 10 328700 D FACTORY CARD OUTLET & PARTY COM 30305110 0 84 SH SHARED 84 D FACTSET RESH SYS INC COM 30307510 82 1200 SH SHARED 1200 D FACTSET RESH SYS INC COM 30307510 197 2885 SH SHARED 2885 D FACTSET RESH SYS INC COM 30307510 386 5650 SH SHARED 01 900 4750 D FACTSET RESH SYS INC COM 30307510 18 275 SH SHARED 02 275 D FACTSET RESH SYS INC COM 30307510 232 3400 SH SHARED 10 3400 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 4164 4000000 PRN SHARED 4000000 D FAIR ISAAC CORP COM 30325010 6175 153929 SH SHARED 153929 D FAIR ISAAC CORP COM 30325010 1217 30337 SH SHARED 01 12487 17850 D FAIR ISAAC CORP COM 30325010 90 2250 SH SHR/OTHR 01 2250 D FAIR ISAAC CORP COM 30325010 2909 72526 SH SHARED 02 72526 D FAIR ISAAC CORP COM 30325010 24292 605500 SH SHARED 10 605500 D FAIR ISAAC CORP COM 30325010 2507 62500 SH SHARED 14 62500 D FAIRCHILD CORP CL A 30369810 0 425 SH SHARED 425 D FAIRCHILD CORP CL A 30369810 0 45 SH SHARED 02 45 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 10506 543832 SH SHARED 543832 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1379 71400 SH SHARED 01 36800 34600 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 19 1000 SH SHR/OTHR 01 1000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1652 85514 SH SHARED 02 13604 71910 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 579 30000 SH SHARED 04 30000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 282 14600 SH SHARED 10 14600 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 49 50000 PRN SHARED 02 50000 D FAIRFAX FINL HLDGS LTD DBCV 5.000% 7/1 303901AL 2094 2000000 PRN SHARED 2000000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 270 1410 SH SHARED 1410 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 1171 6110 SH SHARED 02 6110 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 277 1450 SH SHARED 06 1350 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 56 296 SH SHARED 14 296 D FAIRPOINT COMMUNICATIONS INC COM 30556010 3195 180045 SH SHARED 180045 D FAIRPOINT COMMUNICATIONS INC COM 30556010 119 6753 SH SHARED 02 428 6325 D FAIRPOINT COMMUNICATIONS INC COM 30556010 4006 225700 SH SHARED 10 225700 D FALCONSTOR SOFTWARE INC COM 30613710 6785 643211 SH SHARED 643211 D FALCONSTOR SOFTWARE INC COM 30613710 34 3300 SH SHARED 01 3300 D FALCONSTOR SOFTWARE INC COM 30613710 4 384 SH SHARED 02 384 D FALCONSTOR SOFTWARE INC COM 30613710 1020 96700 SH SHARED 10 96700 D FAMILY DLR STORES INC COM 30700010 14550 423974 SH SHARED 358874 65100 D FAMILY DLR STORES INC COM 30700010 40046 1166842 SH SHARED 01 1166842 D FAMILY DLR STORES INC COM 30700010 102 3000 SH SHR/OTHR 01 3000 D FAMILY DLR STORES INC COM 30700010 1717 50030 SH SHARED 02 49530 500 D FAMILY DLR STORES INC COM 30700010 1675 48830 SH SHARED 06 48100 730 D FAMILY DLR STORES INC COM 30700010 23891 696142 SH SHARED 10 680642 15500 D FAMILY DLR STORES INC COM 30700010 12 377 SH SHARED 14 377 D FAMOUS DAVES AMER INC COM 30706810 5 258 SH SHARED 258 D FARMER BROS CO COM 30767510 74 3275 SH SHARED 3275 D FARMER BROS CO COM 30767510 147 6500 SH SHARED 10 6500 D FARMERS CAP BK CORP COM 30956210 20 724 SH SHARED 724 D FARO TECHNOLOGIES INC COM 31164210 457 14357 SH SHARED 14357 D FARO TECHNOLOGIES INC COM 31164210 31 1002 SH SHARED 02 1002 D FASTENAL CO COM 31190010 7030 167953 SH SHARED 167953 D FASTENAL CO COM 31190010 1649 39400 SH SHARED 01 1600 37800 D FASTENAL CO COM 31190010 709 16950 SH SHARED 02 14060 2890 D FASTENAL CO COM 31190010 148 3550 SH SHARED 06 2900 650 D FASTENAL CO COM 31190010 259 6200 SH SHARED 10 6200 D FAVRILLE INC COM 31208840 1 382 SH SHARED 382 D FCSTONE GROUP INC COM 31308T10 2267 39573 SH SHARED 39573 D FCSTONE GROUP INC COM 31308T10 22 400 SH SHARED 02 400 D FCSTONE GROUP INC COM 31308T10 8708 152000 SH SHARED 04 152000 D FEDERAL AGRIC MTG CORP CL C 31314830 389 11383 SH SHARED 11383 D FEDERAL AGRIC MTG CORP CL C 31314830 899 26290 SH SHARED 02 26290 D FEDERAL HOME LN MTG CORP COM 31340030 74201 1222430 SH SHARED 1222430 D FEDERAL HOME LN MTG CORP COM 31340030 5771 95089 SH SHARED 01 95084 5 D FEDERAL HOME LN MTG CORP COM 31340030 145 2400 SH SHR/OTHR 01 2400 D FEDERAL HOME LN MTG CORP COM 31340030 11863 195444 SH SHARED 02 188639 6805 D FEDERAL HOME LN MTG CORP COM 31340030 18 310 SH SHARED 05 310 D FEDERAL HOME LN MTG CORP COM 31340030 6032 99384 SH SHARED 06 93234 6150 D FEDERAL HOME LN MTG CORP COM 31340030 494305 8143421 SH SHARED 10 8143121 300 D FEDERAL HOME LN MTG CORP COM 31340030 389 6410 SH SHARED 14 6410 D FEDERAL HOME LN MTG CORP COM 31340030 414 6834 SH SHARED 20 3780 3054 D FEDERAL HOME LN MTG CORP COM 31340030 54 900 SH SHR/OTHR 20 900 D FEDERAL HOME LN MTG CORP COM 31340030 279 4600 SH SHARED 23 4600 D FEDERAL NATL MTG ASSN COM 31358610 72 1115 SH SHARED 1115 D FEDERAL NATL MTG ASSN COM 31358610 346386 5302102 SH SHARED 5302102 D FEDERAL NATL MTG ASSN COM 31358610 9652 147745 SH SHARED 01 141970 5775 D FEDERAL NATL MTG ASSN COM 31358610 783 12000 SH SHR/OTHR 01 12000 D FEDERAL NATL MTG ASSN COM 31358610 18632 285207 SH SHARED 02 281421 3786 D FEDERAL NATL MTG ASSN COM 31358610 7911 121095 SH SHARED 04 121095 D FEDERAL NATL MTG ASSN COM 31358610 22 340 SH SHARED 05 340 D FEDERAL NATL MTG ASSN COM 31358610 8727 133598 SH SHARED 06 124720 8878 D FEDERAL NATL MTG ASSN COM 31358610 359381 5501021 SH SHARED 10 5495271 5750 D FEDERAL NATL MTG ASSN COM 31358610 52 800 SH SHR/OTHR 10 800 D FEDERAL NATL MTG ASSN COM 31358610 932 14280 SH SHARED 14 14280 D FEDERAL NATL MTG ASSN COM 31358610 7546 115513 SH SHARED 16 115513 D FEDERAL NATL MTG ASSN COM 31358610 673 10305 SH SHARED 20 3940 6365 D FEDERAL NATL MTG ASSN COM 31358610 326 5000 SH SHR/OTHR 20 5000 D FEDERAL NATL MTG ASSN COM 31358610 17 261 SH SHARED 21 261 D FEDERAL NATL MTG ASSN COM 31358610 200 3070 SH SHARED 23 3070 D FEDERAL NATL MTG ASSN COM 31358610 13 200 SH SHR/OTHR 23 200 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1274 16500 SH SHARED 16500 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 18169 235179 SH SHARED 235179 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 7 100 SH SHARED 01 100 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 303 3928 SH SHARED 02 1858 2070 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 16549 214200 SH SHARED 10 214200 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 249075 3223856 SH SHARED 11 1895019 1328837 D FEDERAL SIGNAL CORP COM 31385510 5882 370885 SH SHARED 370885 D FEDERAL SIGNAL CORP COM 31385510 193 12200 SH SHARED 01 12200 D FEDERAL SIGNAL CORP COM 31385510 1356 85514 SH SHARED 02 73414 12100 D FEDERAL SIGNAL CORP COM 31385510 285 18016 SH SHARED 10 18016 D FEDERAL TR CORP COM 31401210 50 6160 SH SHARED 6160 D FEDERATED INVS INC PA CL B 31421110 18075 471563 SH SHARED 471563 D FEDERATED INVS INC PA CL B 31421110 321 8400 SH SHARED 01 8400 D FEDERATED INVS INC PA CL B 31421110 439 11473 SH SHARED 02 11473 D FEDERATED INVS INC PA CL B 31421110 231 6050 SH SHARED 06 6050 D FEDERATED INVS INC PA CL B 31421110 3452 90066 SH SHARED 10 90066 D FEDEX CORP COM 31428X10 120061 1081929 SH SHARED 1081929 D FEDEX CORP COM 31428X10 4806 43311 SH SHARED 01 42381 930 D FEDEX CORP COM 31428X10 228 2055 SH SHR/OTHR 01 2055 D FEDEX CORP COM 31428X10 6228 56126 SH SHARED 02 48701 7425 D FEDEX CORP COM 31428X10 0 3 SH SHARED 04 3 D FEDEX CORP COM 31428X10 12 110 SH SHARED 05 110 D FEDEX CORP COM 31428X10 3523 31754 SH SHARED 06 29023 2731 D FEDEX CORP COM 31428X10 126219 1137418 SH SHARED 10 1136493 925 D FEDEX CORP COM 31428X10 240 2165 SH SHARED 14 2165 D FEDEX CORP COM 31428X10 1079 9725 SH SHARED 20 1900 7825 D FEDEX CORP COM 31428X10 244 2200 SH SHR/OTHR 20 2200 D FEDEX CORP COM 31428X10 16 150 SH SHARED 22 150 D FEDEX CORP COM 31428X10 11 100 SH SHARED 23 100 D FEDEX CORP COM 31428X10 893 8050 SH SHR/OTHR 23 8050 D FEDEX CORP COM 31428X10 76 685 SH SHARED 24 685 D FEDFIRST FINL CORP COM 31429X10 14 1531 SH SHARED 1531 D FELCOR LODGING TR INC COM 31430F10 924 35500 SH SHARED 35500 D FELCOR LODGING TR INC COM 31430F10 23122 888312 SH SHARED 888312 D FELCOR LODGING TR INC COM 31430F10 676 26000 SH SHARED 01 26000 D FELCOR LODGING TR INC COM 31430F10 384 14765 SH SHARED 02 10225 4540 D FELCOR LODGING TR INC COM 31430F10 8272 317800 SH SHARED 10 317800 D FELCOR LODGING TR INC COM 31430F10 178271 6848680 SH SHARED 11 3796540 3052140 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 1103 43460 SH SHARED 43460 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 7 300 SH SHARED 02 300 D FELDMAN MALL PPTYS INC COM 31430810 3 295 SH SHARED 295 D FELDMAN MALL PPTYS INC COM 31430810 9269 813150 SH SHARED 11 813150 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 5510 228465 SH SHARED 228465 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 112 4680 SH SHARED 02 4680 D FERRO CORP COM 31540510 46542 1866921 SH SHARED 1866921 D FERRO CORP COM 31540510 356 14300 SH SHARED 01 2600 11700 D FERRO CORP COM 31540510 109 4400 SH SHARED 02 4400 D FERRO CORP COM 31540510 1156 46400 SH SHARED 10 46400 D F5 NETWORKS INC COM 31561610 8152 101148 SH SHARED 101148 D F5 NETWORKS INC COM 31561610 1787 22175 SH SHARED 01 10375 11800 D F5 NETWORKS INC COM 31561610 351 4366 SH SHARED 02 4366 D F5 NETWORKS INC COM 31561610 47265 586420 SH SHARED 10 586420 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1 174 SH SHARED 174 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 4469 519134 SH SHARED 02 519134 D FIBERTOWER CORP COM 31567R10 219 50684 SH SHARED 50684 D FIBERTOWER CORP COM 31567R10 614 141900 SH SHARED 01 141900 D FIBERTOWER CORP COM 31567R10 116 26800 SH SHARED 10 26800 D FIDELITY BANCORP INC COM 31583110 1 64 SH SHARED 64 D FIDELITY NATL INFORMATION SV COM 31620M10 137556 2534195 SH SHARED 2534195 D FIDELITY NATL INFORMATION SV COM 31620M10 1159 21364 SH SHARED 01 17064 4300 D FIDELITY NATL INFORMATION SV COM 31620M10 124 2300 SH SHR/OTHR 01 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 1431 26374 SH SHARED 02 22831 3543 D FIDELITY NATL INFORMATION SV COM 31620M10 1036 19094 SH SHARED 06 17498 1596 D FIDELITY NATL INFORMATION SV COM 31620M10 3989 73500 SH SHARED 10 73500 D FIDELITY NATL INFORMATION SV COM 31620M10 1647 30345 SH SHARED 23 30345 D FIDELITY NATL INFORMATION SV COM 31620M10 795 14650 SH SHR/OTHR 23 14650 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 77285 3261001 SH SHARED 3261001 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 1731 73061 SH SHARED 01 4922 68139 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 686 28953 SH SHARED 02 23835 5118 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 359 15167 SH SHARED 06 14005 1162 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 686 28965 SH SHARED 10 28965 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 281 11862 SH SHARED 23 11862 D FIDELITY SOUTHN CORP NEW COM 31639410 2 161 SH SHARED 161 D FIDUCIARY CLAYMORE MLP OPP F COM 31647Q10 2881 118292 SH SHARED 02 118292 D FIELDPOINT PETROLEUM CORP COM 31657010 0 141 SH SHARED 141 D FIELDSTONE INVT CORP COM 31659U30 2078 570904 SH SHARED 570904 D FIELDSTONE INVT CORP COM 31659U30 182 50000 SH SHARED 02 50000 D FIFTH THIRD BANCORP COM 31677310 24812 623897 SH SHARED 623897 D FIFTH THIRD BANCORP COM 31677310 2607 65559 SH SHARED 01 65409 150 D FIFTH THIRD BANCORP COM 31677310 17 450 SH SHR/OTHR 01 450 D FIFTH THIRD BANCORP COM 31677310 4802 120751 SH SHARED 02 117426 3325 D FIFTH THIRD BANCORP COM 31677310 8 210 SH SHARED 05 210 D FIFTH THIRD BANCORP COM 31677310 2232 56130 SH SHARED 06 51250 4880 D FIFTH THIRD BANCORP COM 31677310 11248 282843 SH SHARED 10 282843 D FIFTH THIRD BANCORP COM 31677310 159 4000 SH SHARED 14 4000 D FIFTH THIRD BANCORP COM 31677310 5 150 SH SHARED 23 150 D FINANCIAL FED CORP COM 31749210 1426 47821 SH SHARED 47821 D FINANCIAL FED CORP COM 31749210 1180 39589 SH SHARED 02 39589 D FINANCIAL FED CORP COM 31749210 247 8300 SH SHARED 10 8300 D FINANCIAL FED CORP COM 31749210 60 2027 SH SHARED 21 2027 D FINANCIAL INSTNS INC COM 31758540 5 282 SH SHARED 282 D FINISAR NOTE 5.250%10/1 31787AAC 2994 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 679 179720 SH SHARED 179720 D FINISAR COM 31787A10 7030 1860038 SH SHARED 1860038 D FINISAR COM 31787A10 38 10053 SH SHARED 02 2053 8000 D FINISAR COM 31787A10 793 210000 SH SHARED 04 210000 D FINLAY ENTERPRISES INC COM NEW 31788420 1 193 SH SHARED 193 D FINISH LINE INC CL A 31792310 27290 2995673 SH SHARED 2995673 D FINISH LINE INC CL A 31792310 116 12800 SH SHARED 01 12800 D FINISH LINE INC CL A 31792310 116 12776 SH SHARED 02 12776 D FINISH LINE INC CL A 31792310 2315 254200 SH SHARED 10 254200 D FIRST ADVANTAGE CORP CL A 31845F10 586 25503 SH SHARED 25503 D FIRST ADVANTAGE CORP CL A 31845F10 0 13 SH SHARED 02 13 D FIRST ACCEPTANCE CORP COM 31845710 85 8444 SH SHARED 8444 D FIRST ACCEPTANCE CORP COM 31845710 40 4000 SH SHARED 10 4000 D FIRST ALBANY COS INC COM 31846510 0 348 SH SHARED 348 D FIRST ALBANY COS INC COM 31846510 0 1 SH SHARED 02 1 D FIRST AMERN CORP CALIF COM 31852230 6010 121430 SH SHARED 121430 D FIRST AMERN CORP CALIF COM 31852230 2762 55800 SH SHARED 01 28000 27800 D FIRST AMERN CORP CALIF COM 31852230 2136 43157 SH SHARED 02 43157 D FIRST AMERN CORP CALIF COM 31852230 128 2600 SH SHARED 06 2100 500 D FIRST AMERN CORP CALIF COM 31852230 1390 28100 SH SHARED 10 22300 5800 D FIRST AMERN CORP CALIF COM 31852230 34 700 SH SHR/OTHR 23 700 D FIRST AVIATION SVCS INC COM 31865W10 0 34 SH SHARED 34 D FIRST BANCORP P R COM 31867210 609 55487 SH SHARED 55487 D FIRST BANCORP P R COM 31867210 147 13400 SH SHARED 01 6500 6900 D FIRST BANCORP P R COM 31867210 9 886 SH SHARED 02 886 D FIRST BANCORP P R COM 31867210 772 70315 SH SHARED 10 70315 D FIRST BANCTRUST CORP COM 31868F10 0 49 SH SHARED 49 D FIRST BANCSHARES INC MO COM 31868710 0 35 SH SHARED 35 D FIRST BANCORP N C COM 31891010 113 6069 SH SHARED 6069 D FIRST BANCSHARES INC MS COM 31891610 1 75 SH SHARED 75 D FIRST BUSEY CORP COM 31938310 150 7511 SH SHARED 7511 D FIRST BUS FINL SVCS INC WIS COM 31939010 1 54 SH SHARED 54 D FIRST CALIFORNIA FINANCIAL G COM NEW 31939510 2 213 SH SHARED 213 D FIRST CASH FINL SVCS INC COM 31942D10 2155 91971 SH SHARED 91971 D FIRST CASH FINL SVCS INC COM 31942D10 1125 48000 SH SHARED 01 48000 D FIRST CASH FINL SVCS INC COM 31942D10 86 3700 SH SHARED 10 3700 D FIRST CASH FINL SVCS INC COM 31942D10 56 2400 SH SHARED 21 2400 D FIRST CHARTER CORP COM 31943910 541 27830 SH SHARED 27830 D FIRST CHARTER CORP COM 31943910 1 100 SH SHARED 01 100 D FIRST CHARTER CORP COM 31943910 35 1816 SH SHARED 02 1816 D FIRST CHARTER CORP COM 31943910 315 16200 SH SHARED 10 16200 D FIRST CTZNS BANC CORP COM NO PAR 31945920 2 127 SH SHARED 127 D FIRST CTZNS BANC CORP COM NO PAR 31945920 0 5 SH SHARED 02 5 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 11523 59275 SH SHARED 59275 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 241 1244 SH SHARED 01 200 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 120 621 SH SHARED 02 621 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 291 1500 SH SHARED 10 1500 D FIRST CLOVER LEAF FIN CORP COM 31969M10 2 217 SH SHARED 217 D FIRST COMWLTH FINL CORP PA COM 31982910 1193 109276 SH SHARED 109276 D FIRST COMWLTH FINL CORP PA COM 31982910 180 16500 SH SHARED 02 1700 14800 D FIRST COMWLTH FINL CORP PA COM 31982910 441 40464 SH SHARED 10 40464 D FIRST CMNTY BANCSHARES INC N COM 31983A10 518 16637 SH SHARED 16637 D FIRST CMNTY BANCSHARES INC N COM 31983A10 121 3900 SH SHARED 10 3900 D FIRST CMNTY BANCORP CALIF COM 31983B10 6557 114613 SH SHARED 114613 D FIRST CMNTY BANCORP CALIF COM 31983B10 497 8700 SH SHARED 01 8700 D FIRST CMNTY BANCORP CALIF COM 31983B10 578 10111 SH SHARED 02 10111 D FIRST CMNTY BANCORP CALIF COM 31983B10 406 7100 SH SHARED 10 7100 D FIRST CMNTY CORP S C COM 31983510 1 81 SH SHARED 81 D FIRST CONSULTING GROUP INC COM 31986R10 390 41148 SH SHARED 41148 D FIRST DATA CORP COM 31996310 180592 5527771 SH SHARED 5527771 D FIRST DATA CORP COM 31996310 6392 195672 SH SHARED 01 187989 7683 D FIRST DATA CORP COM 31996310 108 3317 SH SHR/OTHR 01 3317 D FIRST DATA CORP COM 31996310 4578 140144 SH SHARED 02 136844 3300 D FIRST DATA CORP COM 31996310 49214 1506400 SH SHARED 04 1506400 D FIRST DATA CORP COM 31996310 11 359 SH SHARED 05 359 D FIRST DATA CORP COM 31996310 2654 81262 SH SHARED 06 73815 7447 D FIRST DATA CORP COM 31996310 13645 417664 SH SHARED 10 403514 14150 D FIRST DATA CORP COM 31996310 101 3100 SH SHR/OTHR 10 3100 D FIRST DATA CORP COM 31996310 1045 32016 SH SHARED 14 23000 9016 D FIRST DATA CORP COM 31996310 2082 63750 SH SHARED 20 11550 52200 D FIRST DATA CORP COM 31996310 538 16480 SH SHR/OTHR 20 16480 D FIRST DATA CORP COM 31996310 178 5470 SH SHARED 21 5470 D FIRST DATA CORP COM 31996310 133 4100 SH SHARED 22 1300 2800 D FIRST DATA CORP COM 31996310 78 2400 SH SHR/OTHR 22 2400 D FIRST DATA CORP COM 31996310 1577 48294 SH SHARED 23 48294 D FIRST DATA CORP COM 31996310 933 28568 SH SHR/OTHR 23 28568 D FIRST DEFIANCE FINL CORP COM 32006W10 4 162 SH SHARED 162 D FIRST DEFIANCE FINL CORP COM 32006W10 30 1037 SH SHARED 02 1037 D FIRST FED BANCSHARES ARK INC COM 32020F10 2 99 SH SHARED 99 D FIRST FINL BANKSHARES COM 32020R10 594 15314 SH SHARED 15314 D FIRST FINL BANKSHARES COM 32020R10 7 200 SH SHARED 01 200 D FIRST FINL BANKSHARES COM 32020R10 169 4366 SH SHARED 10 4366 D FIRST FED BANKSHARES INC DEL COM 32020V10 1 79 SH SHARED 79 D FIRST FINL BANCORP OH COM 32020910 249 16656 SH SHARED 16656 D FIRST FINL BANCORP OH COM 32020910 111 7416 SH SHARED 02 7416 D FIRST FINL BANCORP OH COM 32020910 212 14200 SH SHARED 10 14200 D FIRST FED NORTHN MICH BANCOR COM 32021X10 93 10368 SH SHARED 10368 D FIRST FINL CORP IND COM 32021810 190 6472 SH SHARED 6472 D FIRST FINL CORP IND COM 32021810 193 6600 SH SHARED 10 6600 D FIRST FINL SVC CORP COM 32022D10 2 105 SH SHARED 105 D FIRST FINL FD INC COM 32022810 209 15262 SH SHARED 15262 D FIRST FINL HLDGS INC COM 32023910 378 11559 SH SHARED 11559 D FIRST FINL HLDGS INC COM 32023910 3 102 SH SHARED 02 102 D FIRST FINL HLDGS INC COM 32023910 291 8900 SH SHARED 10 8900 D FIRST FRANKLIN CORP COM 32027210 0 28 SH SHARED 28 D FIRST HORIZON NATL CORP COM 32051710 12886 330425 SH SHARED 330425 D FIRST HORIZON NATL CORP COM 32051710 557 14300 SH SHARED 01 14300 D FIRST HORIZON NATL CORP COM 32051710 663 17015 SH SHARED 02 17015 D FIRST HORIZON NATL CORP COM 32051710 471 12080 SH SHARED 06 11500 580 D FIRST HORIZON NATL CORP COM 32051710 2119 54349 SH SHARED 10 54089 260 D 1ST INDEPENDENCE FINL GRP IN COM 32053S10 0 46 SH SHARED 46 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 30863 796280 SH SHARED 796280 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 69 1800 SH SHARED 01 1800 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 77 2000 SH SHR/OTHR 01 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1264 32621 SH SHARED 02 2221 30400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2527 65200 SH SHARED 10 65200 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 57973 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 141 3650 SH SHARED 23 3650 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 73 1900 SH SHR/OTHR 23 1900 D FIRST IND CORP COM 32054R10 136 6161 SH SHARED 6161 D FIRST IND CORP COM 32054R10 117 5300 SH SHARED 10 5300 D FIRST ISRAEL FD INC COM 32063L10 0 37 SH SHARED 37 D FIRST KEYSTONE FINL INC COM 32065510 0 48 SH SHARED 48 D FIRST LONG IS CORP COM 32073410 3 157 SH SHARED 157 D FIRST M & F CORP COM 32074410 3 212 SH SHARED 212 D FIRST MARBLEHEAD CORP COM 32077110 9395 243151 SH SHARED 243151 D FIRST MARBLEHEAD CORP COM 32077110 607 15712 SH SHARED 01 15450 262 D FIRST MARBLEHEAD CORP COM 32077110 332 8606 SH SHARED 02 8606 D FIRST MARBLEHEAD CORP COM 32077110 9993 258620 SH SHARED 10 258620 D FIRST MARINER BANCORP COM 32079510 1 135 SH SHARED 135 D FIRST MERCHANTS CORP COM 32081710 256 10688 SH SHARED 10688 D FIRST MERCHANTS CORP COM 32081710 117 4900 SH SHARED 10 4900 D FIRST MERCURY FINANCIAL CORP COM 32084110 4191 199883 SH SHARED 199883 D FIRST MERCURY FINANCIAL CORP COM 32084110 0 41 SH SHARED 02 41 D FIRST MIDWEST BANCORP DEL COM 32086710 4446 125223 SH SHARED 125223 D FIRST MIDWEST BANCORP DEL COM 32086710 49 1400 SH SHARED 01 1400 D FIRST MIDWEST BANCORP DEL COM 32086710 2159 60800 SH SHARED 10 60800 D FIRST NATL BANCSHARES INC S COM 32111B10 1 84 SH SHARED 84 D FIRST MUTUAL BANCSHARES INC COM 32190E10 3 146 SH SHARED 146 D FIRST NATL LINCOLN CORP ME COM 33571610 4 248 SH SHARED 248 D FIRST NIAGARA FINL GP INC COM 33582V10 2969 226704 SH SHARED 226704 D FIRST NIAGARA FINL GP INC COM 33582V10 404 30900 SH SHARED 01 500 30400 D FIRST NIAGARA FINL GP INC COM 33582V10 248 19000 SH SHARED 02 19000 D FIRST NIAGARA FINL GP INC COM 33582V10 844 64495 SH SHARED 10 64495 D FIRST PACTRUST BANCORP INC COM 33589V10 1 79 SH SHARED 79 D FIRST PACTRUST BANCORP INC COM 33589V10 0 4 SH SHARED 02 4 D FIRST POTOMAC RLTY TR COM 33610F10 4608 197887 SH SHARED 197887 D FIRST POTOMAC RLTY TR COM 33610F10 5012 215200 SH SHARED 11 215200 D FIRST PL FINL CORP COM 33610T10 183 8685 SH SHARED 8685 D FIRST PL FINL CORP COM 33610T10 105 5000 SH SHARED 10 5000 D FIRST REGL BANCORP COM 33615C10 291 11444 SH SHARED 11444 D FIRST REGL BANCORP COM 33615C10 703 27650 SH SHARED 01 25300 2350 D FIRST REGL BANCORP COM 33615C10 636 25000 SH SHR/OTHR 01 25000 D FIRST REP BK SAN FRANCISCO COM 33615810 30845 574836 SH SHARED 574836 D FIRST REP BK SAN FRANCISCO COM 33615810 17 333 SH SHARED 02 333 D FIRST REP BK SAN FRANCISCO COM 33615810 450 8400 SH SHARED 10 8400 D FIRST SEC GROUP INC COM 33631210 4 443 SH SHARED 443 D FIRST SEC GROUP INC COM 33631210 56 5261 SH SHARED 02 5261 D FIRST SOLAR INC COM 33643310 468 5249 SH SHARED 5249 D FIRST SOLAR INC COM 33643310 11 133 SH SHARED 02 133 D FIRST SOLAR INC COM 33643310 13554 151800 SH SHARED 04 151800 D FIRST SOLAR INC COM 33643310 1328 14880 SH SHARED 10 14880 D FIRST ST BANCORPORATION COM 33645310 216 10163 SH SHARED 10163 D FIRST ST BANCORPORATION COM 33645310 114 5400 SH SHARED 10 5400 D FIRST SOUTH BANCORP INC VA COM 33646W10 497 18509 SH SHARED 18509 D 1ST SOURCE CORP COM 33690110 5107 204949 SH SHARED 204949 D 1ST SOURCE CORP COM 33690110 194 7820 SH SHARED 10 7820 D FIRST ST FINL CORP FLA COM 33708M20 159 8724 SH SHARED 8724 D FIRST TR ABERDEEN GLBL OPP F COM SHS 33731910 0 11 SH SHARED 02 11 D FIRST TR EXCHANGE TRADED FD DB STRAT VALUE 33733E10 4009 162269 SH SHARED 02 162269 D FIRST TR EXCHANGE TRADED FD AMEX BIOTECH 33733E20 9 400 SH SHARED 02 400 D FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E30 31 1200 SH SHARED 02 1200 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 129 6900 SH SHARED 02 6900 D FIRST UTD CORP COM 33741H10 4 202 SH SHARED 202 D FIRST W VA BANCORP INC COM 33749310 0 33 SH SHARED 33 D FIRSTBANK CORP MICH COM 33761G10 3 165 SH SHARED 165 D FIRSTCITY FINL CORP COM 33761X10 2 254 SH SHARED 254 D FIRSTWAVE TECHNOLOGIES INC COM NEW 33762N20 0 40 SH SHARED 40 D FISERV INC COM 33773810 30123 530342 SH SHARED 530342 D FISERV INC COM 33773810 1300 22900 SH SHARED 01 22900 D FISERV INC COM 33773810 1673 29456 SH SHARED 02 29171 285 D FISERV INC COM 33773810 7 130 SH SHARED 05 130 D FISERV INC COM 33773810 1172 20650 SH SHARED 06 18800 1850 D FISERV INC COM 33773810 11286 198712 SH SHARED 10 198112 600 D FISERV INC COM 33773810 385 6785 SH SHARED 14 6785 D FISERV INC COM 33773810 53 950 SH SHARED 20 950 D FISERV INC COM 33773810 11 200 SH SHR/OTHR 23 200 D FISHER COMMUNICATIONS INC COM 33775620 302 5955 SH SHARED 5955 D FISHER COMMUNICATIONS INC COM 33775620 203 4000 SH SHARED 10 4000 D FIRSTFED FINL CORP COM 33790710 1362 24013 SH SHARED 24013 D FIRSTFED FINL CORP COM 33790710 884 15600 SH SHARED 01 15600 D FIRSTFED FINL CORP COM 33790710 7 130 SH SHARED 02 130 D FIRSTFED FINL CORP COM 33790710 4952 87300 SH SHARED 10 87300 D FIRSTFED FINL CORP COM 33790710 37 658 SH SHARED 21 658 D FIRSTMERIT CORP COM 33791510 6926 330950 SH SHARED 330950 D FIRSTMERIT CORP COM 33791510 456 21800 SH SHARED 01 21800 D FIRSTMERIT CORP COM 33791510 602 28772 SH SHARED 02 28772 D FIRSTMERIT CORP COM 33791510 3608 172400 SH SHARED 10 172400 D FLAGSTAR BANCORP INC COM 33793010 1333 110697 SH SHARED 110697 D FLAGSTAR BANCORP INC COM 33793010 1 164 SH SHARED 02 164 D FIRSTENERGY CORP COM 33793210 72964 1127209 SH SHARED 1108309 18900 D FIRSTENERGY CORP COM 33793210 10922 168733 SH SHARED 01 168533 200 D FIRSTENERGY CORP COM 33793210 4057 62687 SH SHARED 02 58912 3775 D FIRSTENERGY CORP COM 33793210 9 140 SH SHARED 05 140 D FIRSTENERGY CORP COM 33793210 8054 124431 SH SHARED 06 36950 87481 D FIRSTENERGY CORP COM 33793210 27047 417844 SH SHARED 10 391044 26800 D FIRSTENERGY CORP COM 33793210 177 2741 SH SHARED 14 2741 D FIRSTENERGY CORP COM 33793210 25 400 SH SHARED 20 400 D FIRSTENERGY CORP COM 33793210 64 1000 SH SHARED 23 1000 D FIRSTENERGY CORP COM 33793210 19 304 SH SHR/OTHR 23 304 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 71040 31914000 PRN SHARED 31914000 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 7699 3459000 PRN SHARED 02 3459000 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 428 300000 PRN SHARED 06 300000 D FIVE STAR QUALITY CARE INC COM 33832D10 762 95560 SH SHARED 95560 D FIVE STAR QUALITY CARE INC COM 33832D10 21447 2687627 SH SHARED 10 2687627 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 23 1 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 24 1200 SH SHARED 02 1200 D FLAHERTY & CRUMRINE PFD INC COM 33848E10 76 6405 SH SHARED 02 6405 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 661 31528 SH SHARED 31528 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 74 3535 SH SHARED 02 85 3450 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 13569 647100 SH SHARED 10 647100 D FLANDERS CORP COM 33849410 628 82006 SH SHARED 82006 D FLANIGANS ENTERPRISES INC COM 33851710 0 32 SH SHARED 32 D FLEETWOOD ENTERPRISES INC COM 33909910 286 31629 SH SHARED 31629 D FLEETWOOD ENTERPRISES INC COM 33909910 43 4788 SH SHARED 10 4788 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 1332 1433000 PRN SHARED 1433000 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 9158 9848000 PRN SHARED 02 9848000 D FLEXSTEEL INDS INC COM 33938210 2 156 SH SHARED 156 D FLEXSTEEL INDS INC COM 33938210 0 6 SH SHARED 02 6 D FLIGHT SAFETY TECH INC NEV COM NEW 33942T20 0 186 SH SHARED 186 D FLORIDA EAST COAST INDS COM 34063210 140495 1693129 SH SHARED 1693129 D FLORIDA EAST COAST INDS COM 34063210 248 3000 SH SHR/OTHR 01 3000 D FLORIDA EAST COAST INDS COM 34063210 2489 30000 SH SHARED 02 30000 D FLORIDA EAST COAST INDS COM 34063210 489 5902 SH SHARED 10 5902 D FLORIDA PUB UTILS CO COM 34113510 1 141 SH SHARED 141 D FLORIDA ROCK INDS INC COM 34114010 336998 4992568 SH SHARED 4992568 D FLORIDA ROCK INDS INC COM 34114010 992 14700 SH SHARED 01 14700 D FLORIDA ROCK INDS INC COM 34114010 431 6391 SH SHARED 02 5429 962 D FLORIDA ROCK INDS INC COM 34114010 155 2300 SH SHARED 10 2300 D FLORIDA ROCK INDS INC COM 34114010 40 600 SH SHR/OTHR 23 600 D FLOTEK INDS INC DEL COM 34338910 264 4412 SH SHARED 4412 D FLOTEK INDS INC DEL COM 34338910 47 800 SH SHARED 01 800 D FLOTEK INDS INC DEL COM 34338910 1927 32158 SH SHARED 02 620 31538 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 1730 867000 PRN SHARED 02 867000 D FLUOR CORP NEW COM 34341210 15975 143441 SH SHARED 143441 D FLUOR CORP NEW COM 34341210 8063 72399 SH SHARED 01 72399 D FLUOR CORP NEW COM 34341210 1270 11411 SH SHARED 02 10811 600 D FLUOR CORP NEW COM 34341210 1159 10410 SH SHARED 06 9850 560 D FLUOR CORP NEW COM 34341210 9926 89129 SH SHARED 10 84129 5000 D FLOW INTL CORP COM 34346810 7525 597260 SH SHARED 597260 D FLOW INTL CORP COM 34346810 2115 167933 SH SHARED 02 167933 D FLOWERS FOODS INC COM 34349810 9121 273426 SH SHARED 273426 D FLOWERS FOODS INC COM 34349810 153 4598 SH SHARED 02 4598 D FLOWERS FOODS INC COM 34349810 5248 157325 SH SHARED 10 157325 D FLOWSERVE CORP COM 34354P10 9010 125847 SH SHARED 125847 D FLOWSERVE CORP COM 34354P10 1281 17900 SH SHARED 01 17900 D FLOWSERVE CORP COM 34354P10 503 7030 SH SHARED 02 7030 D FLOWSERVE CORP COM 34354P10 372 5200 SH SHARED 10 5200 D FLUSHING FINL CORP COM 34387310 1270 79140 SH SHARED 79140 D FLUSHING FINL CORP COM 34387310 14 882 SH SHARED 02 882 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 2700 53483 SH SHARED 53483 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 6527 129300 SH SHARED 01 129300 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 6815 135000 SH SHARED 02 135000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 3397 67300 SH SHARED 04 67300 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 186 3700 SH SHARED 06 3700 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 38408 760800 SH SHARED 10 760800 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 151 3000 SH SHARED 15 3000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 2271 45000 SH SHARED 24 45000 D FOCUS ENHANCEMENTS INC COM 34415910 1 1847 SH SHARED 1847 D FOCUS ENHANCEMENTS INC COM 34415910 0 75 SH SHARED 02 75 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2507 63770 SH SHARED 63770 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 15 400 SH SHARED 02 400 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1616 41100 SH SHARED 04 41100 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 17681 449673 SH SHARED 10 449673 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 121 3083 SH SHARED 15 3083 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 41 1050 SH SHARED 20 1050 D FONAR CORP COM NEW 34443740 0 121 SH SHARED 121 D FONAR CORP COM NEW 34443740 1 400 SH SHARED 02 400 D FOOD TECHNOLOGY SERVICE INC COM NEW 34479820 0 47 SH SHARED 47 D FOOT LOCKER INC COM 34484910 55750 2557353 SH SHARED 2557353 D FOOT LOCKER INC COM 34484910 1013 46500 SH SHARED 01 1100 45400 D FOOT LOCKER INC COM 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INC COM 34656310 12602 448000 SH SHARED 10 448000 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 7715 323900 SH SHARED 323900 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 7 300 SH SHARED 01 300 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 85 3600 SH SHARED 02 1000 2600 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 404 17000 SH SHARED 06 17000 D FORTUNE INDUSTRIES INC COM NEW 34963X20 0 52 SH SHARED 52 D FORTUNE INDUSTRIES INC COM NEW 34963X20 100 29200 SH SHARED 02 29200 D FORTUNE BRANDS INC COM 34963110 20299 246438 SH SHARED 246438 D FORTUNE BRANDS INC COM 34963110 13034 158249 SH SHARED 01 85551 72698 D FORTUNE BRANDS INC COM 34963110 1008 12247 SH SHR/OTHR 01 12247 D FORTUNE BRANDS INC COM 34963110 1767 21463 SH SHARED 02 20105 1358 D FORTUNE BRANDS INC COM 34963110 4579 55600 SH SHARED 04 55600 D FORTUNE BRANDS INC COM 34963110 4 60 SH SHARED 05 60 D FORTUNE BRANDS INC COM 34963110 1282 15570 SH SHARED 06 14250 1320 D FORTUNE BRANDS INC COM 34963110 51661 627189 SH SHARED 10 619779 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0 18 SH SHARED 02 18 D GTC BIOTHERAPEUTICS INC COM 36238T10 27 23778 SH SHARED 23778 D GTC BIOTHERAPEUTICS INC COM 36238T10 0 7 SH SHARED 02 7 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1123 80945 SH SHARED 80945 D GABELLI EQUITY TR INC COM 36239710 154 15726 SH SHR/OTHR 01 15726 D GABELLI EQUITY TR INC COM 36239710 77 7903 SH SHARED 02 7903 D GABELLI UTIL TR COM 36240A10 25 2660 SH SHARED 02 2660 D GSI TECHNOLOGY COM 36241U10 0 160 SH SHARED 160 D GABELLI DIVD & INCOME TR COM 36242H10 2622 117400 SH SHARED 117400 D GABELLI DIVD & INCOME TR COM 36242H10 2936 131467 SH SHARED 02 131467 D GABELLI GLB GLD NAT RES & IN COM SHS BN INT 36244N10 100 3819 SH SHARED 02 3819 D GSC INVESTMENT CORP COM 36249310 1118 86000 SH SHARED 86000 D GAIAM INC CL A 36268Q10 7932 435154 SH SHARED 435154 D GAIAM INC CL A 36268Q10 190 10462 SH SHARED 02 10462 D GAINSCO INC COM 36312720 1 208 SH SHARED 208 D GALAXY ENERGY CORP COM 36318B10 0 1671 SH SHARED 1671 D GALLAGHER ARTHUR J & CO COM 36357610 2752 98716 SH SHARED 98716 D GALLAGHER ARTHUR J & CO COM 36357610 755 27100 SH SHARED 01 27100 D GALLAGHER ARTHUR J & CO COM 36357610 298 10690 SH SHARED 02 10690 D GALLAGHER ARTHUR J & CO COM 36357610 1430 51300 SH SHARED 10 51300 D GALLAGHER ARTHUR J & CO COM 36357610 24 884 SH SHARED 20 884 D GALLERY OF HISTORY INC COM 36381210 0 21 SH SHARED 21 D GAMETECH INTERNATIONAL INC COM 36466D10 2 254 SH SHARED 254 D GAMING PARTNERS INTL CORP COM 36467A10 31 2289 SH SHARED 2289 D GAMESTOP CORP NEW CL A 36467W10 19311 493899 SH SHARED 493899 D GAMESTOP CORP NEW CL A 36467W10 10145 259466 SH SHARED 01 215266 44200 D GAMESTOP CORP NEW CL A 36467W10 898 22986 SH SHARED 02 22986 D GAMESTOP CORP NEW CL A 36467W10 203 5200 SH SHARED 06 5200 D GAMESTOP CORP NEW CL A 36467W10 4108 105080 SH SHARED 10 93280 11800 D GAMESTOP CORP NEW CL A 36467W10 6 168 SH SHR/OTHR 23 168 D GANDER MOUNTAIN CO COM 36471P10 444 39125 SH SHARED 39125 D GANDER MOUNTAIN CO COM 36471P10 4 362 SH SHARED 02 362 D GANNETT INC COM 36473010 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SHARED 05 225 D GAP INC DEL COM 36476010 1194 62565 SH SHARED 06 57075 5490 D GAP INC DEL COM 36476010 4780 250290 SH SHARED 10 250290 D GAP INC DEL COM 36476010 13 699 SH SHARED 14 699 D GAP INC DEL COM 36476010 216 11345 SH SHARED 21 11345 D GAMMON LAKE RES INC COM 36491510 1652 130937 SH SHARED 130937 D GARDNER DENVER INC COM 36555810 601 14138 SH SHARED 14138 D GARDNER DENVER INC COM 36555810 1828 42978 SH SHARED 01 39678 3300 D GARDNER DENVER INC COM 36555810 2260 53118 SH SHR/OTHR 01 53118 D GARDNER DENVER INC COM 36555810 814 19136 SH SHARED 02 18716 420 D GARDNER DENVER INC COM 36555810 940 22100 SH SHARED 10 21400 700 D GARDNER DENVER INC COM 36555810 59 1394 SH SHARED 21 1394 D GARDNER DENVER INC COM 36555810 65 1536 SH SHARED 22 1536 D GARTNER INC COM 36665110 7386 300394 SH SHARED 300394 D GARTNER INC COM 36665110 428 17412 SH SHARED 01 2112 15300 D GARTNER INC COM 36665110 16 666 SH SHR/OTHR 01 666 D GARTNER INC COM 36665110 449 18265 SH SHARED 02 14265 4000 D GARTNER INC COM 36665110 1092 44448 SH SHARED 10 44448 D GARTNER INC COM 36665110 3 130 SH SHARED 20 130 D GARTNER INC COM 36665110 637 25909 SH SHARED 23 25909 D GARTNER INC COM 36665110 747 30393 SH SHR/OTHR 23 30393 D GASCO ENERGY INC COM 36722010 12 5266 SH SHARED 5266 D GASCO ENERGY INC COM 36722010 0 100 SH SHARED 02 100 D GASTAR EXPL LTD COM 36729910 743 362700 SH SHARED 02 362700 D GASTAR EXPL LTD COM 36729910 11 5700 SH SHR/OTHR 23 5700 D GATEHOUSE MEDIA INC COM 36734810 5803 312843 SH SHARED 312843 D GATEWAY INC NOTE 1.500%12/3 367626AB 3948 4538000 PRN SHARED 02 4538000 D GATEWAY INC COM 36762610 27399 17232496 SH SHARED 17232496 D GATEWAY INC COM 36762610 449 282500 SH SHARED 01 282500 D GATEWAY INC COM 36762610 195 122701 SH SHARED 02 122496 205 D GATEWAY INC COM 36762610 1261 793100 SH SHARED 04 793100 D GATEWAY INC COM 36762610 159 100500 SH SHARED 06 100500 D GATEWAY INC COM 36762610 13379 8414500 SH SHARED 10 8414500 D GATEWAY INC COM 36762610 208 131000 SH SHARED 15 131000 D GATEWAY INC COM 36762610 200 126300 SH SHARED 24 126300 D GAYLORD ENTMT CO NEW COM 36790510 2281 42536 SH SHARED 42536 D GAYLORD ENTMT CO NEW COM 36790510 563 10500 SH SHARED 01 10500 D GAYLORD ENTMT CO NEW COM 36790510 18634 347397 SH SHARED 10 347397 D GATEWAY FINL HLDGS INC COM 36814010 3 260 SH SHARED 260 D GATEWAY FINL HLDGS INC COM 36814010 0 1 SH SHARED 02 1 D GEHL CO COM 36848310 3649 120204 SH SHARED 120204 D GEN-PROBE INC NEW COM 36866T10 1086 17987 SH SHARED 17987 D GEN-PROBE INC NEW COM 36866T10 888 14700 SH SHARED 01 14700 D GEN-PROBE INC NEW COM 36866T10 2121 35108 SH SHARED 02 34958 150 D GEN-PROBE INC NEW COM 36866T10 4108 68000 SH SHARED 04 68000 D GEN-PROBE INC NEW COM 36866T10 4202 69556 SH SHARED 10 69556 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 15248 3099357 SH SHARED 3099357 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 646 131434 SH SHARED 02 4434 127000 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1382 281000 SH SHARED 14 281000 D GENAERA CORP COM NEW 36867G20 1 436 SH 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1310375 6500 D GENENTECH INC COM NEW 36871040 272 3600 SH SHR/OTHR 10 3600 D GENENTECH INC COM NEW 36871040 867 11464 SH SHARED 14 2100 9364 D GENENTECH INC COM NEW 36871040 5674 75000 SH SHARED 15 75000 D GENENTECH INC COM NEW 36871040 38 508 SH SHARED 20 400 108 D GENENTECH INC COM NEW 36871040 484 6400 SH SHR/OTHR 23 6400 D GENENTECH INC COM NEW 36871040 127 1689 SH SHARED 24 1689 D GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD 4007 2500000 PRN SHARED 2500000 D GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD 8920 5565000 PRN SHARED 02 5565000 D GENERAL CABLE CORP DEL NEW COM 36930010 15566 205493 SH SHARED 205493 D GENERAL CABLE CORP DEL NEW COM 36930010 829 10950 SH SHARED 01 9900 1050 D GENERAL CABLE CORP DEL NEW COM 36930010 129 1708 SH SHARED 02 1708 D GENERAL CABLE CORP DEL NEW COM 36930010 31898 421100 SH SHARED 10 421100 D GENERAL CABLE CORP DEL NEW COM 36930010 106 1400 SH SHARED 21 1400 D GENERAL COMMUNICATION INC CL A 36938510 544 42469 SH SHARED 42469 D GENERAL 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5780 SH SHR/OTHR 20 5780 D GENERAL DYNAMICS CORP COM 36955010 438 5600 SH SHARED 21 5600 D GENERAL DYNAMICS CORP COM 36955010 657 8400 SH SHR/OTHR 21 8400 D GENERAL DYNAMICS CORP COM 36955010 199 2550 SH SHARED 22 1150 1400 D GENERAL DYNAMICS CORP COM 36955010 31 400 SH SHR/OTHR 22 400 D GENERAL DYNAMICS CORP COM 36955010 826 10566 SH SHARED 23 9946 620 D GENERAL DYNAMICS CORP COM 36955010 44059 563276 SH SHR/OTHR 23 563276 D GENERAL ELECTRIC CO COM 36960410 8670 226500 SH SHARED 226500 D GENERAL ELECTRIC CO COM 36960410 571732 14935529 SH SHARED 14703229 232300 D GENERAL ELECTRIC CO COM 36960410 192147 5019519 SH SHARED 01 3925260 1094259 D GENERAL ELECTRIC CO COM 36960410 44383 1159454 SH SHR/OTHR 01 1159454 D GENERAL ELECTRIC CO COM 36960410 82559 2156719 SH SHARED 02 1794912 361807 D GENERAL ELECTRIC CO COM 36960410 241 6315 SH SHARED 04 5583 732 D GENERAL ELECTRIC CO COM 36960410 338196 8834800 SH SHARED 04 8832800 2000 D GENERAL ELECTRIC CO COM 36960410 49905 1303693 SH SHARED 05 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3000 SH SHR/OTHR 20 3000 D GENERAL MLS INC COM 37033410 42283 723779 SH SHARED 675179 48600 D GENERAL MLS INC COM 37033410 67951 1163151 SH SHARED 01 1140521 22630 D GENERAL MLS INC COM 37033410 262 4500 SH SHR/OTHR 01 4500 D GENERAL MLS INC COM 37033410 2848 48760 SH SHARED 02 45385 3375 D GENERAL MLS INC COM 37033410 11 200 SH SHARED 05 200 D GENERAL MLS INC COM 37033410 36019 616555 SH SHARED 06 63150 553405 D GENERAL MLS INC COM 37033410 58830 1007032 SH SHARED 10 973697 33335 D GENERAL MLS INC COM 37033410 712 12203 SH SHARED 14 12203 D GENERAL MLS INC COM 37033410 521 8920 SH SHARED 20 7010 1910 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 430 7365 SH SHARED 22 4400 2965 D GENERAL MLS INC COM 37033410 618 10585 SH SHARED 23 10585 D GENERAL MLS INC COM 37033410 1818 31120 SH SHR/OTHR 23 31120 D GENERAL MTRS CORP COM 37044210 185 4900 SH SHARED 4900 D GENERAL MTRS CORP COM 37044210 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SH SHARED 685923 D GENESIS HEALTHCARE CORP COM 37184D10 379 5540 SH SHARED 01 5540 D GENESIS HEALTHCARE CORP COM 37184D10 10979 160470 SH SHARED 02 160470 D GENESIS HEALTHCARE CORP COM 37184D10 321 4700 SH SHARED 10 4700 D GENEVA ACQUISITION CORP COM 37185Y10 3742 674402 SH SHARED 674402 D GENEVA ACQUISITION CORP UNIT 99/99/9999 37185Y20 1 182 SH SHARED 182 D GENTEX CORP COM 37190110 6261 318019 SH SHARED 318019 D GENTEX CORP COM 37190110 1449 73600 SH SHARED 01 25500 48100 D GENTEX CORP COM 37190110 347 17673 SH SHARED 02 16673 1000 D GENTEX CORP COM 37190110 5972 303304 SH SHARED 10 303304 D GENESIS ENERGY L P UNIT LTD PARTN 37192710 7161 205322 SH SHARED 205322 D GENITOPE CORP COM 37229P50 197 51269 SH SHARED 51269 D GENITOPE CORP COM 37229P50 90 23400 SH SHARED 01 23400 D GENLYTE GROUP INC COM 37230210 2737 34849 SH SHARED 34849 D GENLYTE GROUP INC COM 37230210 36 463 SH SHARED 02 158 305 D GENLYTE GROUP INC COM 37230210 10188 129718 SH SHARED 10 129718 D GENOMIC HEALTH INC COM 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SHARED 47078 D GENTIVA HEALTH SERVICES INC COM 37247A10 68 3400 SH SHARED 01 3400 D GENTIVA HEALTH SERVICES INC COM 37247A10 684 34100 SH SHARED 10 34100 D GENWORTH FINL INC COM CL A 37247D10 1567 45559 SH SHARED 17340 28219 D GENWORTH FINL INC COM CL A 37247D10 57018 1657521 SH SHARED 1657521 D GENWORTH FINL INC COM CL A 37247D10 70354 2045200 SH SHARED 01 1970820 74380 D GENWORTH FINL INC COM CL A 37247D10 123 3600 SH SHR/OTHR 01 3600 D GENWORTH FINL INC COM CL A 37247D10 2357 68538 SH SHARED 02 64460 4078 D GENWORTH FINL INC COM CL A 37247D10 1183 34410 SH SHARED 04 34410 D GENWORTH FINL INC COM CL A 37247D10 1209 35156 SH SHARED 04 35156 D GENWORTH FINL INC COM CL A 37247D10 7 210 SH SHARED 05 210 D GENWORTH FINL INC COM CL A 37247D10 31817 924919 SH SHARED 06 86096 838823 D GENWORTH FINL INC COM CL A 37247D10 36209 1052606 SH SHARED 10 1003666 48940 D GENWORTH FINL INC COM CL A 37247D10 51 1500 SH SHR/OTHR 10 1500 D GENWORTH FINL INC COM CL A 37247D10 394 11459 SH SHARED 14 11459 D GENWORTH FINL INC COM CL A 37247D10 6464 187917 SH SHARED 16 187917 D GENWORTH FINL INC COM CL A 37247D10 9401 273312 SH SHARED 19 273312 D GENWORTH FINL INC COM CL A 37247D10 1722 50080 SH SHARED 20 32960 17120 D GENWORTH FINL INC COM CL A 37247D10 25 750 SH SHR/OTHR 20 750 D GENWORTH FINL INC COM CL A 37247D10 8 250 SH SHARED 21 250 D GENWORTH FINL INC COM CL A 37247D10 309 8988 SH SHARED 22 8253 735 D GENWORTH FINL INC COM CL A 37247D10 32 955 SH SHR/OTHR 22 955 D GENWORTH FINL INC COM CL A 37247D10 1530 44505 SH SHARED 23 43380 1125 D GENWORTH FINL INC COM CL A 37247D10 258 7510 SH SHR/OTHR 23 7510 D GEORESOURCES INC COM 37247610 0 89 SH SHARED 89 D GEOPETRO RESOURCES CO COM 37248H30 2 670 SH SHARED 670 D GEOGLOBAL RESOURCES INC COM 37249T10 77 15261 SH SHARED 15261 D GEOGLOBAL RESOURCES INC COM 37249T10 31 6100 SH SHARED 01 6100 D GEOGLOBAL RESOURCES INC COM 37249T10 2 442 SH SHARED 02 442 D GEOPHARMA INC COM 37250A10 0 198 SH SHARED 198 D GEOMET INC DEL COM 37250U20 69 9091 SH 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SHARED 380274 D GREATER BAY BANCORP COM 39164810 437 15700 SH SHARED 01 15700 D GREATER BAY BANCORP COM 39164810 144 5200 SH SHARED 02 5200 D GREATER BAY BANCORP COM 39164810 489 17600 SH SHARED 10 17600 D GREATER CHINA FD INC COM 39167B10 17 666 SH SHARED 02 666 D GREATER COMMUNITY BANCORP COM 39167M10 3 193 SH SHARED 193 D GREEN MTN COFFEE ROASTERS IN COM 39312210 221 2814 SH SHARED 2814 D GREEN MTN COFFEE ROASTERS IN COM 39312210 78 1000 SH SHR/OTHR 01 1000 D GREEN MTN COFFEE ROASTERS IN COM 39312210 3 48 SH SHARED 02 48 D GREEN MTN COFFEE ROASTERS IN COM 39312210 2921 37100 SH SHARED 10 37100 D GREEN PLAINS RENEWABLE ENERG COM 39322210 2 128 SH SHARED 128 D GREENBRIER COS INC NOTE 2.375% 5/1 393657AD 3056 3450000 PRN SHARED 3450000 D GREENBRIER COS INC COM 39365710 1069 35391 SH SHARED 35391 D GREENBRIER COS INC COM 39365710 3 118 SH SHARED 02 118 D GREENE COUNTY BANCORP INC COM 39435710 5 396 SH SHARED 396 D GREEN BANKSHARES INC COM NEW 39436120 137 4402 SH SHARED 4402 D GREENFIELD ONLINE INC COM 39515010 931 58558 SH SHARED 58558 D GREENFIELD ONLINE INC COM 39515010 739 46483 SH SHARED 02 46483 D GREENHILL & CO INC COM 39525910 770 11211 SH SHARED 11211 D GREENHILL & CO INC COM 39525910 199 2900 SH SHARED 01 2800 100 D GREENHILL & CO INC COM 39525910 2 33 SH SHARED 02 33 D GREENHILL & CO INC COM 39525910 23 347 SH SHARED 04 347 D GREENHILL & CO INC COM 39525910 1225 17830 SH SHARED 10 17830 D GREIF INC CL A 39762410 2129 35717 SH SHARED 35717 D GREIF INC CL A 39762410 846 14200 SH SHARED 01 14200 D GREIF INC CL A 39762410 1069 17950 SH SHARED 02 17950 D GREIF INC CL A 39762410 1835 30800 SH SHARED 10 30800 D GREIF INC CL B 39762420 1 22 SH SHARED 02 22 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 9398 7088000 PRN SHARED 02 7088000 D GREY WOLF INC FRNT 4/0 397888AF 4552 3118000 PRN SHARED 02 3118000 D GREY WOLF INC COM 39788810 8830 1071616 SH SHARED 1071616 D GREY WOLF INC COM 39788810 547 66400 SH SHARED 01 66400 D GREY WOLF INC COM 39788810 0 100 SH SHARED 02 100 D GREY WOLF INC COM 39788810 5412 656800 SH SHARED 10 656800 D GRIFFIN LD & NURSERIES INC CL A 39823110 2 67 SH SHARED 67 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 2931 2773000 PRN SHARED 2773000 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 1585 1500000 PRN SHARED 02 1500000 D GRIFFON CORP COM 39843310 2979 136819 SH SHARED 136819 D GRIFFON CORP COM 39843310 14 660 SH SHARED 01 660 D GRIFFON CORP COM 39843310 444 20395 SH SHARED 02 19445 950 D GRIFFON CORP COM 39843310 257 11800 SH SHARED 10 11800 D GRILL CONCEPTS INC COM NEW 39850220 0 95 SH SHARED 95 D GROUP 1 AUTOMOTIVE INC COM 39890510 9952 246718 SH SHARED 246718 D GROUP 1 AUTOMOTIVE INC COM 39890510 677 16800 SH SHARED 01 16800 D GROUP 1 AUTOMOTIVE INC COM 39890510 34 847 SH SHARED 02 847 D GROUP 1 AUTOMOTIVE INC COM 39890510 540 13400 SH SHARED 10 13400 D GROUPE DANONE SPONSORED ADR 39944910 2035 125200 SH SHARED 125200 D GROUPE DANONE SPONSORED ADR 39944910 100 6200 SH SHARED 01 6200 D GROUPE CGI INC CL A SUB VTG 39945C10 5210 464424 SH SHARED 464424 D GROUPE CGI INC CL A SUB VTG 39945C10 10 934 SH SHARED 01 934 D GROUPE CGI INC CL A SUB VTG 39945C10 370 32990 SH SHARED 02 32990 D GROUPE CGI INC CL A SUB VTG 39945C10 52 4700 SH SHARED 06 700 4000 D GROUPE CGI INC CL A SUB VTG 39945C10 332 29600 SH SHARED 14 29600 D GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 39990910 5581 582000 SH SHARED 582000 D GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 39990910 164 17153 SH SHARED 17153 D GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 39990910 1342 140000 SH SHARED 02 140000 D GRUBB & ELLIS CO COM PAR $0.01 40009520 90 7838 SH SHARED 7838 D GRUBB & ELLIS CO COM PAR $0.01 40009520 28 2480 SH SHARED 02 1080 1400 D GRUBB&ELLIS RLTY ADVISORS IN COM 40009610 4148 720311 SH SHARED 720311 D GRUBB&ELLIS RLTY ADVISORS IN COM 40009610 576 100000 SH SHARED 02 100000 D GRUBB&ELLIS RLTY ADVISORS IN *W EXP 02/27/201 40009611 84 162200 SH SHARED 02 162200 D GRUBB&ELLIS RLTY ADVISORS IN UNIT 02/27/2010 40009620 1118 167000 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7141 SH SHARED 7141 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 60173 1220071 SH SHARED 1220071 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 10017 203120 SH SHARED 01 203120 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 14 300 SH SHARED 02 300 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 6973 141400 SH SHARED 04 141400 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 2846 57724 SH SHARED 06 57724 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 19871 402900 SH SHARED 10 402900 D GRUPO TMM S A SP ADR A SHS 40051D10 252 74400 SH SHARED 74400 D GRUPO TMM S A SP ADR A SHS 40051D10 847 250000 SH SHARED 02 250000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 7449 141390 SH SHARED 141390 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 5437 103200 SH SHARED 10 103200 D GTX INC DEL COM 40052B10 132 8178 SH SHARED 8178 D GTX INC DEL COM 40052B10 2 139 SH SHARED 02 139 D GUANGSHEN RY LTD SPONSORED ADR 40065W10 12 300 SH SHARED 02 300 D GUARANTY FED BANCSHARES INC COM 40108P10 1 66 SH SHARED 66 D GUARANTY FED BANCSHARES INC COM 40108P10 33 1100 SH SHARED 02 1100 D GUESS INC COM 40161710 365 7616 SH SHARED 7616 D GUESS INC COM 40161710 1585 33010 SH SHARED 01 30300 2710 D GUESS INC COM 40161710 1056 22000 SH SHR/OTHR 01 22000 D GUESS INC COM 40161710 3901 81221 SH SHARED 02 78721 2500 D GUESS INC COM 40161710 116924 2433900 SH SHARED 10 2424300 9600 D GUIDANCE SOFTWARE INC COM 40169210 361 25663 SH SHARED 25663 D GUITAR CTR MGMT INC COM 40204010 8468 141584 SH SHARED 141584 D GUITAR CTR MGMT INC COM 40204010 1701 28448 SH SHARED 02 28448 D GUITAR CTR MGMT INC COM 40204010 700 11707 SH SHARED 10 11707 D GUITAR CTR MGMT INC COM 40204010 101 1700 SH SHARED 21 1700 D GULF ISLAND FABRICATION INC COM 40230710 592 17069 SH SHARED 17069 D GULF ISLAND FABRICATION INC COM 40230710 31 900 SH SHARED 01 900 D GULFMARK OFFSHORE INC COM 40262910 8171 159546 SH SHARED 159546 D GULFMARK OFFSHORE INC COM 40262910 875 17100 SH SHARED 01 16200 900 D GULFMARK OFFSHORE INC COM 40262910 67 1321 SH SHARED 02 321 1000 D GULFMARK OFFSHORE INC COM 40262910 2033 39700 SH SHARED 10 39700 D GULFPORT ENERGY CORP COM NEW 40263530 1213 60745 SH SHARED 60745 D GULFPORT ENERGY CORP COM NEW 40263530 7 370 SH SHARED 02 370 D GULFPORT ENERGY CORP COM NEW 40263530 51 2600 SH SHARED 21 2600 D GYMBOREE CORP COM 40377710 13769 349389 SH SHARED 349389 D GYMBOREE CORP COM 40377710 1950 49500 SH SHARED 01 49500 D GYMBOREE CORP COM 40377710 949 24100 SH SHR/OTHR 01 24100 D GYMBOREE CORP COM 40377710 201 5103 SH SHARED 02 4102 1001 D GYMBOREE CORP COM 40377710 3945 100108 SH SHARED 10 100108 D GYRODYNE CO AMER INC COM 40382010 1 20 SH SHARED 20 D H & E EQUIPMENT SERVICES INC COM 40403010 1534 55314 SH SHARED 55314 D H & E EQUIPMENT SERVICES INC COM 40403010 951 34300 SH SHARED 01 34000 300 D H & E EQUIPMENT SERVICES INC COM 40403010 943 34000 SH SHR/OTHR 01 34000 D H & E EQUIPMENT SERVICES INC COM 40403010 11 397 SH SHARED 02 397 D H & E EQUIPMENT SERVICES 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D HARLEY DAVIDSON INC COM 41282210 5363 89973 SH SHARED 02 89973 D HARLEY DAVIDSON INC COM 41282210 194 3269 SH SHARED 04 3269 D HARLEY DAVIDSON INC COM 41282210 2139 35900 SH SHARED 04 35900 D HARLEY DAVIDSON INC COM 41282210 7 130 SH SHARED 05 130 D HARLEY DAVIDSON INC COM 41282210 3743 62802 SH SHARED 06 34800 28002 D HARLEY DAVIDSON INC COM 41282210 79963 1341441 SH SHARED 10 1340941 500 D HARLEY DAVIDSON INC COM 41282210 131 2200 SH SHARED 14 2200 D HARLEY DAVIDSON INC COM 41282210 3248 54500 SH SHARED 15 54500 D HARLEY DAVIDSON INC COM 41282210 154 2600 SH SHARED 20 2600 D HARLEY DAVIDSON INC COM 41282210 29 500 SH SHR/OTHR 20 500 D HARLEY DAVIDSON INC COM 41282210 178 3000 SH SHARED 22 3000 D HARLEY DAVIDSON INC COM 41282210 11 200 SH SHARED 23 200 D HARLEY DAVIDSON INC COM 41282210 286 4800 SH SHR/OTHR 23 4800 D HARLEY DAVIDSON INC COM 41282210 402 6745 SH SHARED 24 6745 D HARLEYSVILLE GROUP INC COM 41282410 2209 66224 SH SHARED 66224 D HARLEYSVILLE GROUP INC COM 41282410 637 19100 SH SHARED 01 19100 D HARLEYSVILLE GROUP INC COM 41282410 128 3838 SH SHARED 02 3838 D HARLEYSVILLE NATL CORP PA COM 41285010 666 41325 SH SHARED 41325 D HARLEYSVILLE NATL CORP PA COM 41285010 130 8101 SH SHARED 10 8101 D HARLEYSVILLE SVGS FINL CORP COM 41286510 1 88 SH SHARED 88 D HARMAN INTL INDS INC COM 41308610 50564 432912 SH SHARED 432912 D HARMAN INTL INDS INC COM 41308610 5101 43680 SH SHARED 01 32685 10995 D HARMAN INTL INDS INC COM 41308610 181 1550 SH SHR/OTHR 01 1550 D HARMAN INTL INDS INC COM 41308610 21241 181864 SH SHARED 02 181864 D HARMAN INTL INDS INC COM 41308610 835 7150 SH SHARED 06 6500 650 D HARMAN INTL INDS INC COM 41308610 130594 1118100 SH SHARED 10 1118100 D HARMAN INTL INDS INC COM 41308610 1 13 SH SHARED 14 13 D HARMAN INTL INDS INC COM 41308610 5 45 SH SHARED 20 25 20 D HARMAN INTL INDS INC COM 41308610 43 374 SH SHARED 21 374 D HARMAN INTL INDS INC COM 41308610 81 700 SH SHARED 22 575 125 D HARMAN INTL INDS INC COM 41308610 23 200 SH SHR/OTHR 22 200 D HARMAN INTL INDS INC COM 41308610 611 5239 SH SHARED 23 4139 1100 D HARMAN INTL INDS INC COM 41308610 219 1880 SH SHR/OTHR 23 1880 D HARMONIC INC COM 41316010 589 66457 SH SHARED 66457 D HARMONIC INC COM 41316010 102 11500 SH SHARED 02 11500 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 4089 286586 SH SHARED 286586 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 256 18000 SH SHARED 01 18000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 2121 148700 SH SHARED 02 148100 600 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 267 18740 SH SHARED 04 18740 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 25537 1789600 SH SHARED 10 1789600 D HARRAHS ENTMT INC COM 41361910 309664 3631997 SH SHARED 3631997 D HARRAHS ENTMT INC COM 41361910 2271 26641 SH SHARED 01 26641 D HARRAHS ENTMT INC COM 41361910 76111 892703 SH SHARED 02 892188 515 D HARRAHS ENTMT INC COM 41361910 5 60 SH SHARED 05 60 D HARRAHS ENTMT INC COM 41361910 1596 18724 SH SHARED 06 17164 1560 D HARRAHS ENTMT INC COM 41361910 7183 84258 SH 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HARTFORD FINL SVCS GROUP INC COM 41651510 356 3616 SH SHR/OTHR 01 3616 D HARTFORD FINL SVCS GROUP INC COM 41651510 6149 62429 SH SHARED 02 54428 8001 D HARTFORD FINL SVCS GROUP INC COM 41651510 1018 10340 SH SHARED 04 10340 D HARTFORD FINL SVCS GROUP INC COM 41651510 7789 79078 SH SHARED 04 79078 D HARTFORD FINL SVCS GROUP INC COM 41651510 2380 24160 SH SHARED 05 24160 D HARTFORD FINL SVCS GROUP INC COM 41651510 76762 779238 SH SHARED 06 128078 651160 D HARTFORD FINL SVCS GROUP INC COM 41651510 180584 1833158 SH SHARED 10 1826308 6850 D HARTFORD FINL SVCS GROUP INC COM 41651510 3201 32500 SH SHARED 14 32500 D HARTFORD FINL SVCS GROUP INC COM 41651510 1280 13000 SH SHARED 15 13000 D HARTFORD FINL SVCS GROUP INC COM 41651510 5749 58369 SH SHARED 16 58369 D HARTFORD FINL SVCS GROUP INC COM 41651510 8497 86264 SH SHARED 19 86264 D HARTFORD FINL SVCS GROUP INC COM 41651510 47 485 SH SHARED 20 360 125 D HARTFORD FINL SVCS GROUP INC COM 41651510 421 4275 SH SHARED 22 2550 1725 D HARTFORD FINL SVCS GROUP INC COM 41651510 224 2278 SH SHARED 23 2278 D HARTFORD FINL SVCS GROUP INC COM 41651510 1164 11822 SH SHR/OTHR 23 11822 D HARVARD BIOSCIENCE INC COM 41690610 3 704 SH SHARED 704 D HARVARD BIOSCIENCE INC COM 41690610 0 2 SH SHARED 02 2 D HARTMARX CORP COM 41711910 2224 279084 SH SHARED 279084 D HARVEST ENERGY TR TRUST UNIT 41752X10 7034 227222 SH SHARED 227222 D HARVEST ENERGY TR TRUST UNIT 41752X10 61 2000 SH SHARED 02 2000 D HARVEST ENERGY TR TRUST UNIT 41752X10 34557 1116200 SH SHARED 10 1116200 D HARVEST ENERGY TR TRUST UNIT 41752X10 284 9200 SH SHARED 14 9200 D HARVEST ENERGY TR TRUST UNIT 41752X10 30 1000 SH SHR/OTHR 23 1000 D HARVEST NATURAL RESOURCES IN COM 41754V10 241 20318 SH SHARED 20318 D HARVEY ELECTRONICS INC COM NEW 41766040 0 19 SH SHARED 19 D HASBRO INC DBCV 2.750%12/0 418056AN 2914 2000000 PRN SHARED 02 2000000 D HASBRO INC COM 41805610 13332 424478 SH SHARED 424478 D HASBRO INC COM 41805610 1749 55689 SH SHARED 01 55689 D HASBRO INC COM 41805610 2667 84917 SH SHARED 02 84917 D HASBRO INC COM 41805610 938 29890 SH SHARED 06 29100 790 D HASBRO INC COM 41805610 5606 178488 SH SHARED 10 172088 6400 D HASBRO INC COM 41805610 457 14567 SH SHARED 14 14567 D HASTINGS ENTMT INC COM 41836510 1 162 SH SHARED 162 D HAUPPAUGE DIGITAL INC COM 41913110 0 191 SH SHARED 191 D HAVERTY FURNITURE INC COM 41959610 308 26395 SH SHARED 26395 D HAVERTY FURNITURE INC COM 41959610 5 469 SH SHARED 02 469 D HAWAIIAN ELEC INDUSTRIES COM 41987010 6577 277633 SH SHARED 277633 D HAWAIIAN ELEC INDUSTRIES COM 41987010 611 25800 SH SHARED 01 1000 24800 D HAWAIIAN ELEC INDUSTRIES COM 41987010 300 12674 SH SHARED 02 9219 3455 D HAWAIIAN ELEC INDUSTRIES COM 41987010 146 6200 SH SHARED 10 6200 D HAWAIIAN ELEC INDUSTRIES COM 41987010 9 400 SH SHARED 20 400 D HAWAIIAN HOLDINGS INC COM 41987910 32 8861 SH SHARED 8861 D HAWAIIAN HOLDINGS INC COM 41987910 0 4 SH SHARED 02 4 D HAWK CORP CL A 42008910 2 149 SH SHARED 149 D HAWK CORP CL A 42008910 102 7500 SH SHARED 02 7500 D HAWKINS INC COM 42026110 3 216 SH SHARED 216 D HAYES LEMMERZ INTL INC COM NEW 42078130 2263 423152 SH SHARED 423152 D HAYES LEMMERZ INTL INC COM NEW 42078130 10004 1869924 SH SHARED 02 1869924 D HAYNES INTERNATIONAL INC COM NEW 42087720 573 6796 SH SHARED 6796 D HAYNES INTERNATIONAL INC COM NEW 42087720 4 50 SH SHARED 01 50 D HAYNES INTERNATIONAL INC COM NEW 42087720 71 852 SH SHARED 02 852 D HAYNES INTERNATIONAL INC COM NEW 42087720 5842 69200 SH SHARED 10 69200 D HEALTHCARE SVCS GRP INC COM 42190610 402 13628 SH SHARED 13628 D HEALTHCARE SVCS GRP INC COM 42190610 4467 151438 SH SHARED 02 151438 D HEALTHCARE SVCS GRP INC COM 42190610 23 800 SH SHARED 21 800 D HEALTH CARE PPTY INVS INC COM 42191510 1332 46060 SH SHARED 46060 D HEALTH CARE PPTY INVS INC COM 42191510 922 31900 SH SHARED 01 31900 D HEALTH CARE PPTY INVS INC COM 42191510 57 2000 SH SHR/OTHR 01 2000 D HEALTH CARE PPTY INVS INC COM 42191510 442 15286 SH SHARED 02 8674 6612 D HEALTH CARE PPTY INVS INC COM 42191510 1735 60000 SH 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& PAYNE INC COM 42345210 2260 63809 SH SHARED 02 63809 D HELMERICH & PAYNE INC COM 42345210 162 4600 SH SHARED 10 4600 D HEMISPHERX BIOPHARMA INC COM 42366C10 2 1754 SH SHARED 1754 D HEMISPHERX BIOPHARMA INC COM 42366C10 0 7 SH SHARED 02 7 D HEMOSENSE INC COM 42369110 424 47360 SH SHARED 47360 D HENRY JACK & ASSOC INC COM 42628110 4513 175278 SH SHARED 175278 D HENRY JACK & ASSOC INC COM 42628110 561 21800 SH SHARED 01 21800 D HENRY JACK & ASSOC INC COM 42628110 41 1600 SH SHR/OTHR 01 1600 D HENRY JACK & ASSOC INC COM 42628110 200 7800 SH SHARED 02 7800 D HENRY JACK & ASSOC INC COM 42628110 26033 1011000 SH SHARED 10 1011000 D HENRY JACK & ASSOC INC COM 42628110 20 800 SH SHR/OTHR 23 800 D HENRY BROS ELECTRONICS INC COM 42628610 0 107 SH SHARED 107 D HERITAGE COMMERCE CORP COM 42692710 138 5832 SH SHARED 5832 D HERCULES INC SDCV 8.000% 8/1 427056AK 0 19500 PRN SHARED 01 19500 D HERCULES INC SDCV 8.000% 8/1 427056AK 0 10000 PRN SHR/OTHR 20 10000 D HERCULES INC SDCV 8.000% 8/1 427056AK 0 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42805T10 6136 230940 SH SHARED 01 230940 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 16079 605180 SH SHARED 02 605180 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 172 6500 SH SHARED 06 6500 D HERTZ GLOBAL HOLDINGS INC COM 42805T10 1352 50900 SH SHARED 10 50900 D HESS CORP COM 42809H10 84642 1435583 SH SHARED 1435583 D HESS CORP COM 42809H10 3564 60460 SH SHARED 01 60235 225 D HESS CORP COM 42809H10 330 5598 SH SHR/OTHR 01 5598 D HESS CORP COM 42809H10 3098 52546 SH SHARED 02 47746 4800 D HESS CORP COM 42809H10 10801 183200 SH SHARED 06 180600 2600 D HESS CORP COM 42809H10 30553 518203 SH SHARED 10 518203 D HESS CORP COM 42809H10 35 598 SH SHARED 14 598 D HESS CORP COM 42809H10 903 15316 SH SHR/OTHR 23 15316 D HEWITT ASSOCS INC COM 42822Q10 842 26325 SH SHARED 26325 D HEWITT ASSOCS INC COM 42822Q10 497 15551 SH SHARED 02 15551 D HEWITT ASSOCS INC COM 42822Q10 198 6200 SH SHARED 10 6200 D HEWLETT PACKARD CO COM 42823610 214 4800 SH SHR/OTHR 4800 D HEWLETT PACKARD CO COM 42823610 209728 4700326 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SH SHARED 02 12129 D HIGHLAND CR STRATEGIES FD COM 43005Q10 39 2000 SH SHARED 02 2000 D HIGHLAND DISTRESSED OPPORT I COM 43006710 9463 664100 SH SHARED 664100 D HIGHLAND DISTRESSED OPPORT I COM 43006710 118 8300 SH SHARED 02 8300 D HIGHLAND HOSPITALITY CORP COM 43014110 17004 885639 SH SHARED 885639 D HIGHLAND HOSPITALITY CORP COM 43014110 5787 301407 SH SHARED 02 299537 1870 D HIGHLAND HOSPITALITY CORP COM 43014110 1920 100000 SH SHARED 04 100000 D HIGHLAND HOSPITALITY CORP COM 43014110 2799 145800 SH SHARED 10 145800 D HIGHWOODS PPTYS INC COM 43128410 12546 334576 SH SHARED 334576 D HIGHWOODS PPTYS INC COM 43128410 693 18500 SH SHARED 01 18500 D HIGHWOODS PPTYS INC COM 43128410 596 15902 SH SHARED 02 7122 8780 D HIGHWOODS PPTYS INC COM 43128410 937 25000 SH SHARED 04 25000 D HIGHWOODS PPTYS INC COM 43128410 288 7700 SH SHARED 10 7700 D HIGHWOODS PPTYS INC COM 43128410 55760 1486950 SH SHARED 11 11250 1475700 D HILAND PARTNERS L P UT LTD PARTNR 43129110 6 113 SH SHARED 113 D HILB ROGAL & HOBBS CO COM 43129410 3038 70888 SH SHARED 70888 D HILB ROGAL & HOBBS CO COM 43129410 601 14037 SH SHARED 10 14037 D HILB ROGAL & HOBBS CO COM 43129410 78 1836 SH SHARED 21 736 1100 D HILL INTERNATIONAL INC COM 43146610 1 225 SH SHARED 225 D HILLENBRAND INDS INC COM 43157310 4441 68328 SH SHARED 68328 D HILLENBRAND INDS INC COM 43157310 1395 21471 SH SHARED 01 2171 19300 D HILLENBRAND INDS INC COM 43157310 426 6559 SH SHARED 02 6559 D HILLENBRAND INDS INC COM 43157310 123 1900 SH SHARED 06 1200 700 D HILLENBRAND INDS INC COM 43157310 9934 152838 SH SHARED 10 152838 D HILLENBRAND INDS INC COM 43157310 48 753 SH SHR/OTHR 23 753 D HILTON HOTELS CORP NOTE 3.375% 4/1 432848AZ 10785 7162000 PRN SHARED 02 7162000 D HILTON HOTELS CORP COM 43284810 59445 1776097 SH SHARED 1776097 D HILTON HOTELS CORP COM 43284810 1527 45639 SH SHARED 01 45639 D HILTON HOTELS CORP COM 43284810 50 1500 SH SHR/OTHR 01 1500 D HILTON HOTELS CORP COM 43284810 54917 1640785 SH SHARED 02 1640785 D HILTON HOTELS 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294121 7474485 SH SHARED 7473385 1100 D HOME DEPOT INC COM 43707610 18135 460881 SH SHARED 01 416455 44426 D HOME DEPOT INC COM 43707610 969 24647 SH SHR/OTHR 01 24647 D HOME DEPOT INC COM 43707610 124363 3160450 SH SHARED 02 2997560 162890 D HOME DEPOT INC COM 43707610 880 22370 SH SHARED 04 22370 D HOME DEPOT INC COM 43707610 98 2500 SH SHARED 04 2500 D HOME DEPOT INC COM 43707610 29 760 SH SHARED 05 760 D HOME DEPOT INC COM 43707610 9570 243219 SH SHARED 06 224259 18960 D HOME DEPOT INC COM 43707610 305724 7769366 SH SHARED 10 7724291 45075 D HOME DEPOT INC COM 43707610 82 2100 SH SHR/OTHR 10 2100 D HOME DEPOT INC COM 43707610 575 14636 SH SHARED 14 14636 D HOME DEPOT INC COM 43707610 2361 60000 SH SHARED 15 60000 D HOME DEPOT INC COM 43707610 7885 200405 SH SHARED 19 200405 D HOME DEPOT INC COM 43707610 5538 140739 SH SHARED 20 23149 117590 D HOME DEPOT INC COM 43707610 1511 38420 SH SHR/OTHR 20 38420 D HOME DEPOT INC COM 43707610 368 9360 SH SHARED 21 9360 D HOME DEPOT INC COM 43707610 106 2700 SH SHR/OTHR 21 2700 D HOME DEPOT INC COM 43707610 15 400 SH SHARED 22 400 D HOME DEPOT INC COM 43707610 114 2910 SH SHR/OTHR 22 2910 D HOME DEPOT INC COM 43707610 871 22150 SH SHARED 23 22150 D HOME DEPOT INC COM 43707610 2351 59749 SH SHR/OTHR 23 59749 D HOME DIAGNOSTICS INC DEL COM 43708010 3 291 SH SHARED 291 D HOME DIAGNOSTICS INC DEL COM 43708010 77 6545 SH SHARED 02 945 5600 D HOME FEDERAL BANCORP INC COM 43709A10 2 156 SH SHARED 156 D HOME FEDERAL BANCORP INC COM 43709A10 24 1448 SH SHARED 02 1448 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 399 12400 SH SHARED 12400 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 2042 63425 SH SHARED 02 50000 13425 D HOME PROPERTIES INC COM 43730610 1055 20328 SH SHARED 20328 D HOME PROPERTIES INC COM 43730610 83 1600 SH SHARED 01 1600 D HOME PROPERTIES INC COM 43730610 51 995 SH SHARED 02 680 315 D HOME PROPERTIES INC COM 43730610 1973 38000 SH SHARED 10 38000 D HOME PROPERTIES INC COM 43730610 32061 617400 SH SHARED 11 28100 589300 D HOME SOLUTIONS AMER INC COM 43735510 167 28000 SH SHARED 28000 D HOME SOLUTIONS AMER INC COM 43735510 6238 1043293 SH SHARED 885793 157500 D HOME SOLUTIONS AMER INC COM 43735510 95 15900 SH SHARED 01 15900 D HOMEBANC CORP GA COM 43738R10 1 1050 SH SHARED 1050 D HOMEBANC CORP GA COM 43738R10 11 9400 SH SHARED 10 9400 D HONDA MOTOR LTD AMERN SHS 43812830 24697 680564 SH SHARED 680564 D HONDA MOTOR LTD AMERN SHS 43812830 36 1000 SH SHR/OTHR 01 1000 D HONDA MOTOR LTD AMERN SHS 43812830 54 1510 SH SHARED 02 100 1410 D HONEYWELL INTL INC COM 43851610 2734 48587 SH SHARED 48587 D HONEYWELL INTL INC COM 43851610 81737 1452337 SH SHARED 1414975 37362 D HONEYWELL INTL INC COM 43851610 93861 1667751 SH SHARED 01 1627899 39852 D HONEYWELL INTL INC COM 43851610 797 14172 SH SHR/OTHR 01 14172 D HONEYWELL INTL INC COM 43851610 10230 181783 SH SHARED 02 170670 11113 D HONEYWELL INTL INC COM 43851610 207342 3684130 SH SHARED 04 3684130 D HONEYWELL INTL INC COM 43851610 18 330 SH SHARED 05 330 D HONEYWELL INTL INC COM 43851610 76315 1355997 SH SHARED 06 351967 1004030 D HONEYWELL INTL INC COM 43851610 109749 1950065 SH SHARED 10 1907855 42210 D HONEYWELL INTL INC COM 43851610 2638 46875 SH SHR/OTHR 10 46875 D HONEYWELL INTL INC COM 43851610 4375 77741 SH SHARED 14 29000 48741 D HONEYWELL INTL INC COM 43851610 1294 23000 SH SHARED 15 23000 D HONEYWELL INTL INC COM 43851610 7959 141419 SH SHARED 20 134683 6736 D HONEYWELL INTL INC COM 43851610 84 1500 SH SHR/OTHR 20 1500 D HONEYWELL INTL INC COM 43851610 354 6290 SH SHARED 21 6290 D HONEYWELL INTL INC COM 43851610 28 500 SH SHR/OTHR 21 500 D HONEYWELL INTL INC COM 43851610 353 6285 SH SHARED 22 3800 2485 D HONEYWELL INTL INC COM 43851610 1484 26375 SH SHARED 23 26375 D HONEYWELL INTL INC COM 43851610 2107 37455 SH SHR/OTHR 23 37455 D HONEYWELL INTL INC COM 43851610 56 1000 SH SHARED 24 1000 D HOOKER FURNITURE CORP COM 43903810 4402 196189 SH SHARED 196189 D HOOKER FURNITURE CORP COM 43903810 121 5400 SH SHARED 01 5400 D HOOKER FURNITURE CORP COM 43903810 0 43 SH SHARED 02 43 D HOOKER FURNITURE CORP COM 43903810 1460 65100 SH SHARED 10 65100 D HOOPER HOLMES INC COM 43910410 5 1677 SH SHARED 1677 D HOPFED BANCORP INC COM 43973410 1 92 SH SHARED 92 D HORACE MANN EDUCATORS CORP N COM 44032710 905 42615 SH SHARED 42615 D HORACE MANN EDUCATORS CORP N COM 44032710 254 12000 SH SHARED 01 12000 D HORACE MANN EDUCATORS CORP N COM 44032710 102 4845 SH SHARED 02 4845 D HORACE MANN EDUCATORS CORP N COM 44032710 721 33968 SH SHARED 10 33968 D HORIZON FINL CORP WASH COM 44041F10 135 6223 SH SHARED 6223 D HORIZON OFFSHORE INC COM NEW 44043J20 2548 132760 SH SHARED 132760 D HORIZON OFFSHORE INC COM NEW 44043J20 30 1600 SH SHARED 01 1600 D HORIZON OFFSHORE INC COM NEW 44043J20 216 11260 SH SHARED 02 2260 9000 D HORIZON OFFSHORE INC COM NEW 44043J20 165 8600 SH SHARED 10 8600 D HORIZON LINES INC COM 44044K10 1100 33583 SH SHARED 33583 D HORIZON LINES INC COM 44044K10 1251 38200 SH SHARED 01 38200 D HORIZON LINES INC COM 44044K10 848 25900 SH SHR/OTHR 01 25900 D HORIZON LINES INC COM 44044K10 818 24989 SH SHARED 02 24989 D HORIZON LINES INC COM 44044K10 782 23900 SH SHARED 10 23900 D HORMEL FOODS CORP COM 44045210 5456 146101 SH SHARED 146101 D HORMEL FOODS CORP COM 44045210 1111 29750 SH SHARED 01 29750 D HORMEL FOODS CORP COM 44045210 93 2500 SH SHR/OTHR 01 2500 D HORMEL FOODS CORP COM 44045210 780 20904 SH SHARED 02 20904 D HORMEL FOODS CORP COM 44045210 10478 280550 SH SHARED 10 280550 D HORMEL FOODS CORP COM 44045210 266 7133 SH SHARED 14 7133 D HORNBECK OFFSHORE SVCS INC N COM 44054310 7387 190607 SH SHARED 190607 D HORNBECK OFFSHORE SVCS INC N COM 44054310 244 6300 SH SHARED 01 6300 D HORNBECK OFFSHORE SVCS INC N COM 44054310 1031 26600 SH SHARED 10 26600 D HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK 16887 17500000 PRN SHARED 17500000 D HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK 1206 1250000 PRN SHARED 02 1250000 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 32335 779360 SH SHARED 773660 5700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 4456 107400 SH SHARED 01 84000 23400 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 504 12168 SH SHARED 02 12168 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 62 1500 SH SHARED 06 1500 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 10611 255750 SH SHARED 10 248550 7200 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 29972 722400 SH SHARED 11 722400 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 263 6351 SH SHARED 14 6351 D HOSPIRA INC COM 44106010 20979 537374 SH SHARED 537374 D HOSPIRA INC COM 44106010 1394 35721 SH SHARED 01 27465 8256 D HOSPIRA INC COM 44106010 132 3390 SH SHR/OTHR 01 3390 D HOSPIRA INC COM 44106010 950 24354 SH SHARED 02 23571 783 D HOSPIRA INC COM 44106010 4 120 SH SHARED 05 120 D HOSPIRA INC COM 44106010 617 15810 SH SHARED 06 14560 1250 D HOSPIRA INC COM 44106010 4647 119032 SH SHARED 10 118532 500 D HOSPIRA INC COM 44106010 9 240 SH SHR/OTHR 10 240 D HOSPIRA INC COM 44106010 239 6146 SH SHARED 14 6146 D HOSPIRA INC COM 44106010 98 2520 SH SHR/OTHR 20 2520 D HOSPIRA INC COM 44106010 8 220 SH SHARED 21 220 D HOSPIRA INC COM 44106010 6 160 SH SHARED 22 160 D HOSPIRA INC COM 44106010 119 3050 SH SHR/OTHR 22 3050 D HOSPIRA INC COM 44106010 523 13408 SH SHARED 23 12768 640 D HOSPIRA INC COM 44106010 182 4685 SH SHR/OTHR 23 4685 D HOST HOTELS & RESORTS INC COM 44107P10 1327 57400 SH SHARED 57400 D HOST HOTELS & RESORTS INC COM 44107P10 63808 2759874 SH SHARED 2759874 D HOST HOTELS & RESORTS INC COM 44107P10 25881 1119428 SH SHARED 01 450102 669326 D HOST HOTELS & RESORTS INC COM 44107P10 1567 67817 SH SHR/OTHR 01 67817 D HOST HOTELS & RESORTS INC COM 44107P10 1896 82034 SH SHARED 02 74877 7157 D HOST HOTELS & RESORTS INC COM 44107P10 3699 160000 SH SHARED 04 160000 D HOST HOTELS & RESORTS INC COM 44107P10 270 11700 SH SHARED 06 11700 D HOST HOTELS & RESORTS INC COM 44107P10 9753 421873 SH SHARED 10 409473 12400 D HOST HOTELS & RESORTS INC COM 44107P10 282929 12237419 SH SHARED 11 6681005 5556414 D HOST HOTELS & RESORTS INC COM 44107P10 557 24095 SH SHARED 14 24095 D HOST HOTELS & RESORTS INC COM 44107P10 5 244 SH SHR/OTHR 23 244 D HOT TOPIC INC COM 44133910 5401 496932 SH SHARED 496932 D HOT TOPIC INC COM 44133910 98 9100 SH SHARED 01 9100 D HOT TOPIC INC COM 44133910 756 69600 SH SHARED 10 69600 D HOUSE OF TAYLOR JEWELRY INC COM 44176R10 0 221 SH SHARED 221 D HOUSTON AMERN ENERGY CORP COM 44183U10 2 401 SH SHARED 401 D HOUSEVALUES INC COM 44183Y10 1677 367023 SH SHARED 367023 D HOUSTON WIRE & CABLE CO COM 44244K10 258 9087 SH SHARED 9087 D HOUSTON WIRE & CABLE CO COM 44244K10 15 545 SH SHARED 02 545 D HOVNANIAN ENTERPRISES INC CL A 44248720 2397 145019 SH SHARED 145019 D HOVNANIAN ENTERPRISES INC CL A 44248720 262 15900 SH SHARED 01 6000 9900 D HOVNANIAN ENTERPRISES INC CL A 44248720 421 25513 SH SHARED 02 25513 D HOVNANIAN ENTERPRISES INC CL A 44248720 2299 139095 SH SHARED 10 139095 D HUANENG PWR INTL INC SPON ADR H SHS 44330410 6437 138600 SH SHARED 138600 D HUANENG PWR INTL INC SPON ADR H SHS 44330410 70 1511 SH SHARED 02 1511 D HUANENG PWR INTL INC SPON ADR H SHS 44330410 18 405 SH SHARED 21 405 D HUB GROUP INC CL A 44332010 2324 66106 SH SHARED 66106 D HUB GROUP INC CL A 44332010 235 6700 SH SHARED 01 6700 D HUB GROUP INC CL A 44332010 517 14706 SH SHARED 02 6311 8395 D HUB GROUP INC CL A 44332010 73 2100 SH SHARED 10 2100 D HUB GROUP INC CL A 44332010 949 27000 SH SHR/OTHR 23 27000 D HUBBELL INC CL B 44351020 41 765 SH SHARED 765 D HUBBELL INC CL B 44351020 17119 315745 SH SHARED 315745 D HUBBELL INC CL B 44351020 878 16200 SH SHARED 01 16200 D HUBBELL INC CL B 44351020 375 6930 SH SHARED 02 6930 D HUBBELL INC CL B 44351020 24770 456860 SH SHARED 10 456860 D HUBBELL INC CL B 44351020 11 210 SH SHR/OTHR 10 210 D HUBBELL INC CL B 44351020 27 513 SH SHARED 20 513 D HUBBELL INC CL B 44351020 57 1060 SH SHR/OTHR 22 1060 D HUDSON CITY BANCORP COM 44368310 47738 3906628 SH SHARED 3906628 D HUDSON CITY BANCORP COM 44368310 105 8663 SH SHARED 01 4965 3698 D HUDSON CITY BANCORP COM 44368310 1069 87508 SH SHARED 02 78181 9327 D HUDSON CITY BANCORP COM 44368310 668 54670 SH SHARED 06 49850 4820 D HUDSON CITY BANCORP COM 44368310 3142 257196 SH SHARED 10 257196 D HUDSON CITY BANCORP COM 44368310 290 23800 SH SHARED 14 23800 D HUDSON CITY BANCORP COM 44368310 7 641 SH SHARED 23 641 D HUDSON CITY BANCORP COM 44368310 494 40450 SH SHR/OTHR 23 40450 D HUDSON HIGHLAND GROUP INC COM 44379210 8484 396645 SH SHARED 396645 D HUDSON HIGHLAND GROUP INC COM 44379210 178 8330 SH SHARED 01 8330 D HUDSON HIGHLAND GROUP INC COM 44379210 881 41200 SH SHARED 10 41200 D HUDSON TECHNOLOGIES INC COM 44414410 0 168 SH SHARED 168 D HUGHES COMMUNICATIONS INC COM 44439810 927 17777 SH SHARED 17777 D HUGHES COMMUNICATIONS INC COM 44439810 33 650 SH SHARED 02 644 6 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 12461 493910 SH SHARED 493910 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 0 1 SH SHARED 01 1 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 150 5973 SH SHARED 02 5973 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 0 30 SH SHARED 06 30 D HUMANA INC COM 44485910 61583 1011062 SH SHARED 978062 33000 D HUMANA INC COM 44485910 45988 755020 SH SHARED 01 751720 3300 D HUMANA INC COM 44485910 1750 28737 SH SHARED 02 26701 2036 D HUMANA INC COM 44485910 2128 34950 SH SHARED 06 34950 D HUMANA INC COM 44485910 39191 643426 SH SHARED 10 634926 8500 D HUMANA INC COM 44485910 12 198 SH SHARED 14 198 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 6552 7354000 PRN SHARED 7354000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 30231 33930000 PRN SHARED 02 33930000 D HUMAN GENOME SCIENCES INC COM 44490310 13897 1557978 SH SHARED 1557978 D HUMAN GENOME SCIENCES INC COM 44490310 333 37370 SH SHARED 02 37370 D HUMAN GENOME SCIENCES INC COM 44490310 1375 154200 SH SHARED 04 154200 D HUMAN GENOME SCIENCES INC COM 44490310 146 16438 SH SHARED 10 16438 D HUNGARIAN TEL & CABLE CORP COM 44554210 37 1881 SH SHARED 1881 D HUNGARIAN TEL & CABLE CORP COM 44554210 4 245 SH SHARED 02 245 D HUNT J B TRANS SVCS INC COM 44565810 3514 119883 SH SHARED 119883 D HUNT J B TRANS SVCS INC COM 44565810 1363 46500 SH SHARED 01 1100 45400 D HUNT J B TRANS SVCS INC COM 44565810 582 19859 SH SHARED 02 19459 400 D HUNT J B TRANS SVCS INC COM 44565810 146 5000 SH SHARED 04 5000 D HUNT J B TRANS SVCS INC COM 44565810 828 28260 SH SHARED 10 15160 13100 D HUNTINGTON BANCSHARES INC COM 44615010 23885 1050377 SH SHARED 1050377 D HUNTINGTON BANCSHARES INC COM 44615010 666 29300 SH SHARED 01 28900 400 D HUNTINGTON BANCSHARES INC COM 44615010 3866 170050 SH SHARED 02 169650 400 D HUNTINGTON BANCSHARES INC COM 44615010 6 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 540 23790 SH SHARED 06 21550 2240 D HUNTINGTON BANCSHARES INC COM 44615010 10560 464411 SH SHARED 10 463706 705 D HUNTINGTON BANCSHARES INC COM 44615010 134 5900 SH SHARED 14 5900 D HUNTINGTON BANCSHARES INC COM 44615010 6 300 SH SHARED 20 300 D HUNTSMAN CORP COM 44701110 53052 2182351 SH SHARED 2084151 98200 D HUNTSMAN CORP COM 44701110 17996 740300 SH SHARED 01 740300 D HUNTSMAN CORP COM 44701110 834 34331 SH SHARED 02 672 33659 D HUNTSMAN CORP COM 44701110 636 26193 SH SHARED 06 26193 D HUNTSMAN CORP COM 44701110 14300 588248 SH SHARED 10 561148 27100 D HUNTSMAN CORP PFD MND CV 5% 44701120 22280 454699 SH SHARED 454699 D HURCO COMPANIES INC COM 44732410 137 2749 SH SHARED 2749 D HURCO COMPANIES INC COM 44732410 19 381 SH SHARED 02 381 D HURCO COMPANIES INC COM 44732410 249 5000 SH SHR/OTHR 23 5000 D HURON CONSULTING GROUP INC COM 44746210 842 11541 SH SHARED 11541 D HURON CONSULTING GROUP INC COM 44746210 250 3425 SH SHARED 01 2100 1325 D HURON CONSULTING GROUP INC COM 44746210 10024 137300 SH SHARED 10 137300 D HURRAY HLDGS CO LTD SPONSORED ADR 44777310 516 114700 SH SHARED 114700 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 11183 12182000 PRN SHARED 12182000 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 1243 1355000 PRN SHARED 02 1355000 D HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF 1294 1511000 PRN SHARED 02 1511000 D HUTCHINSON TECHNOLOGY INC COM 44840710 40595 2158205 SH SHARED 2158205 D HUTCHINSON TECHNOLOGY INC COM 44840710 15 800 SH SHARED 01 800 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 9106 280630 SH SHARED 280630 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 45 1400 SH SHARED 01 1400 D HUTTIG BLDG PRODS INC COM 44845110 3237 427736 SH SHARED 427736 D IDT CORP COM 44894710 112 11200 SH SHARED 11200 D IDT CORP CL B 44894730 2650 256850 SH SHARED 256850 D IDT CORP CL B 44894730 86 8430 SH SHARED 01 1530 6900 D IDT CORP CL B 44894730 226 21977 SH SHARED 02 21977 D IDT CORP CL B 44894730 412 40013 SH SHARED 10 40013 D HYPERDYNAMICS CORP COM 44895410 1 620 SH SHARED 620 D HYPERDYNAMICS CORP COM 44895410 0 2 SH SHARED 02 2 D HYPERCOM CORP COM 44913M10 156 26420 SH SHARED 26420 D HYPERION TOTAL RETURN & INCO COM 44914510 229 25800 SH SHARED 25800 D HYTHIAM INC COM 44919F10 1348 155868 SH SHARED 155868 D HYTHIAM INC COM 44919F10 203 23500 SH SHARED 02 23500 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 2 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 32137 1602079 SH SHARED 1602079 D IAC INTERACTIVECORP COM NEW 44919P30 36753 1061919 SH SHARED 1061919 D IAC INTERACTIVECORP COM NEW 44919P30 956 27634 SH SHARED 01 27634 D IAC INTERACTIVECORP COM NEW 44919P30 11706 338248 SH SHARED 02 337658 590 D IAC INTERACTIVECORP COM NEW 44919P30 1853 53546 SH SHARED 04 53546 D IAC INTERACTIVECORP COM NEW 44919P30 5 150 SH SHARED 05 150 D IAC INTERACTIVECORP COM NEW 44919P30 1676 48430 SH SHARED 06 46400 2030 D IAC INTERACTIVECORP COM NEW 44919P30 6211 179478 SH SHARED 10 179478 D IAC INTERACTIVECORP COM NEW 44919P30 1755 50714 SH SHARED 14 50714 D IAC INTERACTIVECORP COM NEW 44919P30 2076 60000 SH SHARED 15 60000 D IA GLOBAL INC COM 44920E10 0 622 SH SHARED 622 D ICF INTL INC COM 44925C10 3 166 SH SHARED 166 D ICT GROUP INC COM 44929Y10 107 5762 SH SHARED 5762 D ICT GROUP INC COM 44929Y10 175 9360 SH SHARED 02 9360 D ICO INC NEW COM 44929310 946 89552 SH SHARED 89552 D ICO INC NEW COM 44929310 0 2 SH SHARED 02 2 D ICU MED INC COM 44930G10 275 6427 SH SHARED 6427 D ICU MED INC COM 44930G10 199 4643 SH SHARED 02 4643 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K10 1848 531320 SH SHARED 531320 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K10 24 7030 SH SHARED 02 7030 D ICOP DIGITAL INC COM NEW 44930M20 1 141 SH SHARED 141 D ICAD INC COM 44934S10 3 751 SH SHARED 751 D IDM PHARMA INC COM 44939410 0 296 SH SHARED 296 D IDM PHARMA INC COM 44939410 4 1500 SH SHARED 02 1500 D I D SYSTEMS INC COM 44948910 746 57969 SH SHARED 57969 D I D SYSTEMS INC COM 44948910 9 750 SH SHARED 02 750 D I-FLOW CORP COM NEW 44952030 172 10289 SH SHARED 10289 D IGI INC COM 44957510 0 163 SH SHARED 163 D IHOP CORP COM 44962310 653 12007 SH SHARED 12007 D IHOP CORP COM 44962310 5 100 SH SHARED 01 100 D IHOP CORP COM 44962310 6 126 SH SHARED 02 126 D IHOP CORP COM 44962310 1326 24379 SH SHARED 10 24379 D ILX RESORTS INC COM NEW 44966150 0 45 SH SHARED 45 D I-MANY INC COM 44973Q10 3 1139 SH SHARED 1139 D ING PRIME RATE TR SH BEN INT 44977W10 9 1269 SH SHARED 1269 D ING CLARION REAL EST INCOME COM SHS 44978810 1043 65000 SH SHARED 65000 D IPG PHOTONICS CORP COM 44980X10 97 4874 SH SHARED 4874 D IPCS INC COM NEW 44980Y30 1742 51454 SH SHARED 51454 D IPCS INC COM NEW 44980Y30 237 7000 SH SHARED 10 7000 D ING RISK MANAGED NAT RES FD COM 44981010 19 1000 SH SHARED 02 1000 D ING CLARION GLB RE EST INCM COM 44982G10 6603 341100 SH SHARED 341100 D ING CLARION GLB RE EST INCM COM 44982G10 675 34895 SH SHARED 02 34895 D ING CLARION GLB RE EST INCM COM 44982G10 92 4792 SH SHARED 23 4792 D ING CLARION GLB RE EST INCM COM 44982G10 56 2905 SH SHR/OTHR 23 2905 D IMS HEALTH INC COM 44993410 8192 254994 SH SHARED 254994 D IMS HEALTH INC COM 44993410 2132 66376 SH SHARED 01 57471 8905 D IMS HEALTH INC COM 44993410 816 25420 SH SHR/OTHR 01 25420 D IMS HEALTH INC COM 44993410 809 25191 SH SHARED 02 25191 D IMS HEALTH INC COM 44993410 6 200 SH SHARED 05 200 D IMS HEALTH INC COM 44993410 807 25130 SH SHARED 06 22400 2730 D IMS HEALTH INC COM 44993410 3179 98966 SH SHARED 10 98336 630 D IMS HEALTH INC COM 44993410 321 10000 SH SHARED 14 10000 D IMS HEALTH INC COM 44993410 64 2000 SH SHARED 20 1000 1000 D IMS HEALTH INC COM 44993410 28 875 SH SHR/OTHR 21 875 D IMS HEALTH INC COM 44993410 8 253 SH SHARED 22 253 D IMS HEALTH INC COM 44993410 2223 69200 SH SHARED 23 69200 D IMS HEALTH INC COM 44993410 2265 70500 SH SHR/OTHR 23 70500 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 3788 204799 SH SHARED 204799 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 820 44340 SH SHARED 44340 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 7506 405765 SH SHARED 01 405765 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1354 73200 SH SHARED 04 73200 D ISTAR FINL INC COM 45031U10 59 1343 SH SHARED 1343 D ISTAR FINL INC COM 45031U10 18331 413526 SH SHARED 410626 2900 D ISTAR FINL INC COM 45031U10 336 7600 SH SHARED 01 7600 D ISTAR FINL INC COM 45031U10 466 10518 SH SHARED 02 7883 2635 D ISTAR FINL INC COM 45031U10 2974 67100 SH SHARED 10 67100 D ISTAR FINL INC COM 45031U10 40043 903300 SH SHARED 11 903300 D ISTAR FINL INC COM 45031U10 129 2928 SH SHARED 14 2928 D ISTAR FINL INC COM 45031U10 88 2000 SH SHARED 21 2000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 2 372 SH SHARED 372 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 516 70000 SH SHARED 04 70000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 25 3461 SH SHARED 06 3461 D ITLA CAP CORP COM 45056510 288 5536 SH SHARED 5536 D ITLA CAP CORP COM 45056510 1 33 SH SHARED 02 33 D ITLA CAP CORP COM 45056510 557 10700 SH SHARED 10 10700 D ITT EDUCATIONAL SERVICES INC COM 45068B10 2246 19135 SH SHARED 19135 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1702 14500 SH SHARED 01 4600 9900 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1125 9585 SH SHARED 02 9585 D ITT EDUCATIONAL SERVICES INC COM 45068B10 269 2300 SH SHARED 10 2300 D I-TRAX INC COM NEW 45069D20 4 1013 SH SHARED 1013 D I-TRAX INC COM NEW 45069D20 0 74 SH SHARED 02 74 D IVAX DIAGNOSTICS INC COM 45070W10 0 194 SH SHARED 194 D IVAX DIAGNOSTICS INC COM 45070W10 1 1000 SH SHARED 01 1000 D IXIA COM 45071R10 1596 172451 SH SHARED 172451 D IXIA COM 45071R10 1122 121200 SH SHARED 10 121200 D IBASIS INC COM NEW 45073220 165 16437 SH SHARED 16437 D IBASIS INC COM NEW 45073220 73 7270 SH SHARED 02 2270 5000 D IBERIABANK CORP COM 45082810 438 8876 SH SHARED 8876 D IBERIABANK CORP COM 45082810 588 11900 SH SHARED 10 11900 D IBIS TECHNOLOGY CORP COM 45090910 0 310 SH SHARED 310 D IBIS TECHNOLOGY CORP COM 45090910 0 1 SH SHARED 02 1 D ITT CORP NEW COM 45091110 174 2550 SH SHARED 2550 D ITT CORP NEW COM 45091110 17298 253343 SH SHARED 249343 4000 D ITT CORP NEW COM 45091110 2070 30318 SH SHARED 01 30118 200 D ITT CORP NEW COM 45091110 151 2216 SH SHR/OTHR 01 2216 D ITT CORP NEW COM 45091110 2726 39934 SH SHARED 02 36982 2952 D ITT CORP NEW COM 45091110 305166 4469341 SH SHARED 04 4469341 D ITT CORP NEW COM 45091110 48488 710140 SH SHARED 05 710140 D ITT CORP NEW COM 45091110 4770 69860 SH SHARED 06 68200 1660 D ITT CORP NEW COM 45091110 5481 80286 SH SHARED 10 80286 D ITT CORP NEW COM 45091110 2171 31800 SH SHARED 14 31800 D ITT CORP NEW COM 45091110 6145 90000 SH SHARED 16 90000 D ITT CORP NEW COM 45091110 136 2000 SH SHARED 20 2000 D ITT CORP NEW COM 45091110 57 846 SH SHARED 23 846 D ITT CORP NEW COM 45091110 68 1000 SH SHR/OTHR 23 1000 D IAMGOLD CORP COM 45091310 888 116007 SH SHARED 116007 D IAMGOLD CORP COM 45091310 13 1750 SH SHARED 01 1750 D IAMGOLD CORP COM 45091310 70 9200 SH SHARED 04 9200 D IAMGOLD CORP COM 45091310 25805 3368900 SH SHARED 10 3368900 D ICON PUB LTD CO SPONSORED ADR 45103T10 9758 223100 SH SHARED 10 223100 D ICICI BK LTD ADR 45104G10 50456 1026577 SH SHARED 1026577 D ICICI BK LTD ADR 45104G10 54 1100 SH SHARED 01 1100 D ICICI BK LTD ADR 45104G10 1101 22417 SH SHARED 02 1417 21000 D ICICI BK LTD ADR 45104G10 84 1710 SH SHARED 04 1710 D ICICI BK LTD ADR 45104G10 3361 68400 SH SHARED 04 68400 D ICICI BK LTD ADR 45104G10 2113 43000 SH SHARED 05 43000 D ICICI BK LTD ADR 45104G10 471 9600 SH SHARED 10 9600 D ICAGEN INC COM 45104P10 6 3243 SH SHARED 3243 D ICAGEN INC COM 45104P10 0 1 SH SHARED 02 1 D ICONIX BRAND GROUP INC COM 45105510 3105 139753 SH SHARED 139753 D ICONIX BRAND GROUP INC COM 45105510 1 77 SH SHARED 02 77 D IDACORP INC COM 45110710 8057 251477 SH SHARED 251477 D IDACORP INC COM 45110710 583 18200 SH SHARED 01 3900 14300 D IDACORP INC COM 45110710 223 6970 SH SHARED 02 4470 2500 D IDACORP INC COM 45110710 19380 604900 SH SHARED 10 604900 D IDAHO GEN MINES INC COM 45127230 12543 1978398 SH SHARED 1978398 D IDAHO GEN MINES INC COM 45127230 21 3318 SH SHARED 02 3318 D IDENIX PHARMACEUTICALS INC COM 45166R20 71 12182 SH SHARED 12182 D IDENIX PHARMACEUTICALS INC COM 45166R20 0 90 SH SHARED 02 90 D IDENIX PHARMACEUTICALS INC COM 45166R20 48 8177 SH SHARED 10 8177 D IDEARC INC COM 45166310 36 1043 SH SHARED 1043 D IDEARC INC COM 45166310 0 25 SH SHR/OTHR 25 D IDEARC INC COM 45166310 7312 206974 SH SHARED 206967 7 D IDEARC INC COM 45166310 787 22288 SH SHARED 01 19709 2579 D IDEARC INC COM 45166310 52 1487 SH SHR/OTHR 01 1487 D IDEARC INC COM 45166310 526 14900 SH SHARED 02 10364 4536 D IDEARC INC COM 45166310 634 17952 SH SHARED 04 17952 D IDEARC INC COM 45166310 2 59 SH SHARED 05 59 D IDEARC INC COM 45166310 155 4406 SH SHARED 06 3372 1034 D IDEARC INC COM 45166310 8467 239663 SH SHARED 10 239663 D IDEARC INC COM 45166310 26 752 SH SHARED 14 752 D IDEARC INC COM 45166310 19 555 SH SHARED 20 555 D IDEARC INC COM 45166310 4 129 SH SHR/OTHR 20 129 D IDEARC INC COM 45166310 22 633 SH SHARED 22 380 253 D IDEARC INC COM 45166310 0 25 SH SHR/OTHR 22 25 D IDEARC INC COM 45166310 53 1517 SH SHARED 23 1070 447 D IDEARC INC COM 45166310 118 3362 SH SHR/OTHR 23 3362 D IDEX CORP COM 45167R10 311 8072 SH SHARED 8072 D IDEX CORP COM 45167R10 8162 211798 SH SHARED 01 131559 80239 D IDEX CORP COM 45167R10 150 3900 SH SHR/OTHR 01 3900 D IDEX CORP COM 45167R10 185 4823 SH SHARED 02 323 4500 D IDEX CORP COM 45167R10 505 13118 SH SHARED 10 6525 6593 D IDEX CORP COM 45167R10 280 7270 SH SHR/OTHR 10 7270 D IDEX CORP COM 45167R10 744 19314 SH SHARED 20 13572 5742 D IDEX CORP COM 45167R10 116 3030 SH SHARED 21 1350 1680 D IDEX CORP COM 45167R10 253 6579 SH SHARED 22 6167 412 D IDEX CORP COM 45167R10 58 1521 SH SHR/OTHR 22 1521 D IDEX CORP COM 45167R10 520 13509 SH SHARED 23 12947 562 D IDEX CORP COM 45167R10 351 9127 SH SHR/OTHR 23 9127 D IDEXX LABS INC COM 45168D10 2454 25943 SH SHARED 25943 D IDEXX LABS INC COM 45168D10 54 571 SH SHARED 02 571 D IDEXX LABS INC COM 45168D10 11743 124100 SH SHARED 10 124100 D IDEXX LABS INC COM 45168D10 548 5800 SH SHR/OTHR 21 5800 D IDERA PHARMACEUTICALS INC COM NEW 45168K30 3 440 SH SHARED 440 D IGATE CORP COM 45169U10 90 11291 SH SHARED 11291 D IGATE CORP COM 45169U10 81 10188 SH SHARED 02 10188 D IKON OFFICE SOLUTIONS INC COM 45171310 6032 386458 SH SHARED 386458 D IKON OFFICE SOLUTIONS INC COM 45171310 1253 80300 SH SHARED 01 80300 D IKON OFFICE SOLUTIONS INC COM 45171310 1611 103221 SH SHARED 02 103221 D IKON OFFICE SOLUTIONS INC COM 45171310 540 34600 SH SHARED 10 34600 D ILINC COMMUNICATIONS INC COM 45172410 0 760 SH SHARED 760 D IKANOS COMMUNICATIONS COM 45173E10 1356 178226 SH SHARED 178226 D IKANOS COMMUNICATIONS COM 45173E10 10 1330 SH SHARED 01 1330 D IHS INC CL A 45173410 1742 37873 SH SHARED 37873 D IHS INC CL A 45173410 2360 51321 SH SHARED 02 51321 D IHS INC CL A 45173410 4853 105500 SH SHARED 10 105500 D ILLINOIS TOOL WKS INC COM 45230810 72108 1330664 SH SHARED 1330664 D ILLINOIS TOOL WKS INC COM 45230810 6016 111028 SH SHARED 01 81757 29271 D ILLINOIS TOOL WKS INC COM 45230810 388 7174 SH SHR/OTHR 01 7174 D ILLINOIS TOOL WKS INC COM 45230810 3988 73603 SH SHARED 02 69703 3900 D ILLINOIS TOOL WKS INC COM 45230810 10 200 SH SHARED 05 200 D ILLINOIS TOOL WKS INC COM 45230810 2551 47090 SH SHARED 06 42300 4790 D ILLINOIS TOOL WKS INC COM 45230810 37122 685036 SH SHARED 10 669546 15490 D ILLINOIS TOOL WKS INC COM 45230810 84 1560 SH SHR/OTHR 10 1560 D ILLINOIS TOOL WKS INC COM 45230810 296 5476 SH SHARED 14 5476 D ILLINOIS TOOL WKS INC COM 45230810 3402 62795 SH SHARED 20 6415 56380 D ILLINOIS TOOL WKS INC COM 45230810 856 15800 SH SHR/OTHR 20 15800 D ILLINOIS TOOL WKS INC COM 45230810 829 15310 SH SHARED 21 15310 D ILLINOIS TOOL WKS INC COM 45230810 108 2000 SH SHR/OTHR 21 2000 D ILLINOIS TOOL WKS INC COM 45230810 501 9255 SH SHARED 22 4675 4580 D ILLINOIS TOOL WKS INC COM 45230810 300 5540 SH SHR/OTHR 22 5540 D ILLINOIS TOOL WKS INC COM 45230810 2360 43560 SH SHARED 23 42970 590 D ILLINOIS TOOL WKS INC COM 45230810 575 10622 SH SHR/OTHR 23 10622 D ILLUMINA INC COM 45232710 7702 189756 SH SHARED 189756 D ILLUMINA INC COM 45232710 93 2300 SH SHARED 01 2300 D ILLUMINA INC COM 45232710 3176 78258 SH SHARED 02 78258 D ILLUMINA INC COM 45232710 8529 210127 SH SHARED 10 210127 D IMAGE ENTMT INC COM NEW 45243920 1 394 SH SHARED 394 D IMAGE ENTMT INC COM NEW 45243920 0 1 SH SHARED 02 1 D IMAGE SENSING SYS INC COM 45244C10 1 78 SH SHARED 78 D IMATION CORP COM 45245A10 6813 184844 SH SHARED 184844 D IMATION CORP COM 45245A10 1302 35340 SH SHARED 01 24640 10700 D IMATION CORP COM 45245A10 1290 35000 SH SHR/OTHR 01 35000 D IMATION CORP COM 45245A10 1244 33760 SH SHARED 02 33760 D IMATION CORP COM 45245A10 612 16621 SH SHARED 10 16621 D IMAGEWARE SYS INC COM 45245S10 0 366 SH SHARED 366 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 5457 5868000 PRN SHARED 5868000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 13089 14075000 PRN SHARED 02 14075000 D IMCLONE SYS INC COM 45245W10 15616 441640 SH SHARED 441640 D IMCLONE SYS INC COM 45245W10 314 8900 SH SHARED 01 8900 D IMCLONE SYS INC COM 45245W10 92 2622 SH SHARED 02 2587 35 D IMCLONE SYS INC COM 45245W10 10784 305000 SH SHARED 04 305000 D IMCLONE SYS INC COM 45245W10 513 14527 SH SHARED 10 14527 D IMERGENT INC COM 45247Q10 2240 91615 SH SHARED 91615 D IMERGENT INC COM 45247Q10 20 855 SH SHARED 02 855 D IMMTECH PHARMACEUTICALS INC COM 45251910 274 33925 SH SHARED 33925 D IMMTECH PHARMACEUTICALS INC COM 45251910 0 15 SH SHARED 02 15 D IMMERSION CORP COM 45252110 191 12807 SH SHARED 12807 D IMMERSION CORP COM 45252110 112 7500 SH SHARED 01 7500 D IMMERSION CORP COM 45252110 386 25832 SH SHARED 02 25232 600 D IMMUCELL CORP COM PAR $0.10 45252530 0 65 SH SHARED 65 D IMMUCOR INC COM 45252610 11856 423901 SH SHARED 423901 D IMMUCOR INC COM 45252610 373 13339 SH SHARED 10 13339 D IMMUNOGEN INC COM 45253H10 5 940 SH SHARED 940 D IMMUNOGEN INC COM 45253H10 0 4 SH SHARED 02 4 D IMPAC MTG HLDGS INC COM 45254P10 615 133548 SH SHARED 133548 D IMPAC MTG HLDGS INC COM 45254P10 162 35200 SH SHARED 01 35200 D IMPAC MTG HLDGS INC COM 45254P10 59 12825 SH SHARED 02 2545 10280 D IMPAC MTG HLDGS INC COM 45254P10 21062 4568898 SH SHARED 10 4568898 D IMMUNICON CORP DEL COM 45260A10 1 593 SH SHARED 593 D IMMUNICON CORP DEL COM 45260A10 0 2 SH SHARED 02 2 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 5382 108400 SH SHARED 108400 D IMPERIAL INDS INC COM NEW 45284840 0 62 SH SHARED 62 D IMMUNOMEDICS INC COM 45290710 3818 920111 SH SHARED 920111 D IMMUNOMEDICS INC COM 45290710 16 3968 SH SHARED 02 3968 D INCOME OPPORTUNITY RLTY INVS COM 45292610 0 23 SH SHARED 23 D IMPERIAL OIL LTD COM NEW 45303840 1752 37741 SH SHARED 37141 600 D IMPERIAL OIL LTD COM NEW 45303840 505 10886 SH SHARED 01 6386 4500 D IMPERIAL OIL LTD COM NEW 45303840 160 3461 SH SHARED 02 3461 D IMPERIAL OIL LTD COM NEW 45303840 9 200 SH SHARED 05 200 D IMPERIAL OIL LTD COM NEW 45303840 169 3651 SH SHARED 06 1251 2400 D IMPERIAL OIL LTD COM NEW 45303840 9235 198860 SH SHARED 10 43760 155100 D IMPERIAL OIL LTD COM NEW 45303840 1536 33075 SH SHR/OTHR 10 33075 D IMPERIAL OIL LTD COM NEW 45303840 413 8900 SH SHARED 14 8900 D IMPERIAL OIL LTD COM NEW 45303840 41 900 SH SHARED 19 900 D IMPERIAL OIL LTD COM NEW 45303840 743 16000 SH SHR/OTHR 20 16000 D IMPERIAL OIL LTD COM NEW 45303840 25 553 SH SHARED 21 553 D IMPERIAL SUGAR CO NEW COM NEW 45309620 3644 118379 SH SHARED 118379 D IMPERIAL SUGAR CO NEW COM NEW 45309620 157 5100 SH SHARED 01 2500 2600 D IMPERIAL SUGAR CO NEW COM NEW 45309620 2 90 SH SHARED 02 90 D IMPERIAL SUGAR CO NEW COM NEW 45309620 4208 136700 SH SHARED 10 136700 D IMPERIAL SUGAR CO NEW COM NEW 45309620 42 1391 SH SHR/OTHR 23 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 67876 735950 SH SHARED 10 735950 D IMPLANT SCIENCES CORP COM 45320R10 0 252 SH SHARED 252 D INCYTE CORP COM 45337C10 4327 721190 SH SHARED 721190 D INCYTE CORP COM 45337C10 18 3000 SH SHR/OTHR 01 3000 D INCYTE CORP COM 45337C10 22 3700 SH SHARED 02 2500 1200 D INDEPENDENCE FED SVGS BK COM 45343210 0 37 SH SHARED 37 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 857 41977 SH SHARED 41977 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 57 2819 SH SHARED 02 2819 D INDEPENDENT BANK CORP MASS COM 45383610 340 11520 SH SHARED 11520 D INDEPENDENT BANK CORP MASS COM 45383610 168 5700 SH SHARED 10 5700 D INDEPENDENT BANK CORP MICH COM 45383810 198 11519 SH SHARED 11519 D INDEPENDENT BANK CORP MICH COM 45383810 148 8600 SH SHARED 10 8600 D INDEVUS PHARMACEUTICALS INC COM 45407210 977 145181 SH SHARED 145181 D INDEVUS PHARMACEUTICALS INC COM 45407210 3 562 SH SHR/OTHR 01 562 D INDIA GLOBALIZATION CAP INC COM 45408X10 565 98600 SH SHARED 98600 D INDIA FD INC COM 45408910 621 14233 SH SHARED 02 14233 D INDIA FD INC COM 45408910 44 1013 SH SHR/OTHR 23 1013 D INDUSTRIAL DISTR GROUP INC COM 45606110 387 34343 SH SHARED 34343 D INDUSTRIAL SVCS AMER INC FLA COM 45631410 647 46448 SH SHARED 46448 D INDYMAC BANCORP INC COM 45660710 9706 332760 SH SHARED 332760 D INDYMAC BANCORP INC COM 45660710 843 28900 SH SHARED 01 6900 22000 D INDYMAC BANCORP INC COM 45660710 991 33988 SH SHARED 02 33988 D INDYMAC BANCORP INC COM 45660710 839 28771 SH SHARED 10 28771 D INDYMAC BANCORP INC COM 45660710 361 12400 SH SHARED 14 12400 D INERGY HLDGS L P COM 45661Q10 14 278 SH SHARED 278 D INERGY HLDGS L P COM 45661Q10 35 707 SH SHARED 02 707 D INERGY L P UNIT LTD PTNR 45661510 37 1043 SH SHARED 1043 D INERGY L P UNIT LTD PTNR 45661510 1239 34240 SH SHARED 02 34240 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 33895 2050540 SH SHARED 2050540 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 30 1850 SH SHARED 01 1850 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 3 200 SH SHARED 02 200 D INFINITY ENERGY RESOURCES IN COM PAR .0001 45663L40 1 450 SH SHARED 450 D INFINITY ENERGY RESOURCES IN COM PAR .0001 45663L40 0 1 SH SHARED 02 1 D INFOCROSSING INC COM 45664X10 754 40873 SH SHARED 40873 D INFOCROSSING INC COM 45664X10 29 1600 SH SHARED 01 1600 D INFOCROSSING INC COM 45664X10 8 483 SH SHARED 02 283 200 D INFOCROSSING INC COM 45664X10 280 15200 SH SHARED 10 15200 D INFOCUS CORP COM 45665B10 2405 1078531 SH SHARED 1078531 D INFOCUS CORP COM 45665B10 0 4 SH SHARED 02 4 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SH SHARED 571 D INTERNET CAP GROUP INC COM NEW 46059C20 238 19220 SH SHARED 19220 D INTERNET CAP GROUP INC COM NEW 46059C20 95 7709 SH SHARED 02 7694 15 D INTERNET COMM CORP CL A 46059F10 1 543 SH SHARED 543 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 663 79300 SH SHARED 79300 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 2486 41400 SH SHARED 41400 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 120 2000 SH SHARED 02 -1000 3000 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 1092 18200 SH SHARED 15 18200 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 414 6900 SH SHARED 19 6900 D INTERPHASE CORP COM 46059310 1 155 SH SHARED 155 D INTERPOOL INC COM 46062R10 1928 71710 SH SHARED 71710 D INTERPOOL INC COM 46062R10 40 1500 SH SHARED 01 1500 D INTERPOOL INC COM 46062R10 0 8 SH SHARED 02 8 D INTERPOOL INC COM 46062R10 40 1500 SH SHARED 10 1500 D INTERSIL CORP CL A 46069S10 18102 575405 SH SHARED 575405 D INTERSIL CORP CL A 46069S10 1856 59000 SH SHARED 01 15700 43300 D INTERSIL CORP CL A 46069S10 1385 44039 SH SHARED 02 44039 D INTERSIL CORP CL A 46069S10 62 2000 SH SHARED 04 2000 D INTERSIL CORP CL A 46069S10 4404 140000 SH SHARED 05 140000 D INTERSIL CORP CL A 46069S10 141 4500 SH SHARED 06 3500 1000 D INTERSIL CORP CL A 46069S10 2006 63784 SH SHARED 10 63784 D INTERSIL CORP CL A 46069S10 48 1535 SH SHARED 14 1535 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 1168 1045000 PRN SHARED 1045000 D INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690AZ 10539 9000000 PRN SHARED 9000000 D INTERPUBLIC GROUP COS INC COM 46069010 9561 838735 SH SHARED 838735 D INTERPUBLIC GROUP COS INC COM 46069010 586 51464 SH SHARED 01 51464 D INTERPUBLIC GROUP COS INC COM 46069010 1613 141518 SH SHARED 02 118162 23356 D INTERPUBLIC GROUP COS INC COM 46069010 4 400 SH SHARED 05 400 D INTERPUBLIC GROUP COS INC COM 46069010 478 41960 SH SHARED 06 39900 2060 D INTERPUBLIC GROUP COS INC COM 46069010 2271 199271 SH SHARED 10 199271 D INTERPUBLIC GROUP COS INC COM 46069010 11 1000 SH SHR/OTHR 22 1000 D INTERSEARCH GROUP INC COM NEW 46070N20 0 82 SH SHARED 82 D INTERSTATE HOTELS & RESRTS I COM 46088S10 296 56708 SH SHARED 56708 D INTERSTATE HOTELS & RESRTS I COM 46088S10 33 6500 SH SHARED 01 6500 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 52 SH SHARED 02 52 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 23 15 D INTERVEST BANCSHARES CORP CL A 46092710 986 35019 SH SHARED 35019 D INTEROIL CORP COM 46095110 831 43897 SH SHARED 43897 D INTEROIL CORP COM 46095110 5 300 SH SHARED 02 300 D INTERSECTIONS INC COM 46098130 377 37747 SH SHARED 37747 D INTERWOVEN INC COM NEW 46114T50 4093 291527 SH SHARED 291527 D INTERWOVEN INC COM NEW 46114T50 2 151 SH SHARED 02 151 D INTERVOICE INC NEW COM 46114210 6226 747421 SH SHARED 747421 D INTERVOICE INC NEW COM 46114210 2374 285000 SH SHARED 02 285000 D INTEST CORP COM 46114710 0 190 SH SHARED 190 D INTEVAC INC COM 46114810 5215 245308 SH SHARED 245308 D INTEVAC INC COM 46114810 108 5100 SH SHARED 01 3200 1900 D INTEVAC INC COM 46114810 1251 58872 SH SHARED 02 58872 D INTEVAC INC COM 46114810 4683 220300 SH SHARED 10 220300 D INTRAWARE INC COM NEW 46118M50 4 874 SH SHARED 874 D INTROGEN THERAPEUTICS INC COM 46119F10 3 868 SH SHARED 868 D INTUITIVE SURGICAL INC COM NEW 46120E60 22839 164585 SH SHARED 164585 D INTUITIVE SURGICAL INC COM NEW 46120E60 1627 11725 SH SHARED 01 1000 10725 D INTUITIVE SURGICAL INC COM NEW 46120E60 820 5910 SH SHARED 02 5235 675 D INTUITIVE SURGICAL INC COM NEW 46120E60 6683 48165 SH SHARED 10 48165 D INTUIT COM 46120210 37416 1243896 SH SHARED 1243896 D INTUIT COM 46120210 1340 44562 SH SHARED 01 44262 300 D INTUIT COM 46120210 5678 188777 SH SHARED 02 186357 2420 D INTUIT COM 46120210 1925 64000 SH SHARED 04 64000 D INTUIT COM 46120210 6 200 SH SHARED 05 200 D INTUIT COM 46120210 1185 39420 SH SHARED 06 36100 3320 D INTUIT COM 46120210 4783 159036 SH SHARED 10 159036 D INTUIT COM 46120210 13 458 SH SHARED 14 458 D INTUIT COM 46120210 225 7500 SH SHR/OTHR 21 7500 D INVACARE CORP COM 46120310 270 14763 SH SHARED 14763 D INVACARE CORP COM 46120310 5 300 SH SHARED 10 300 D INTRICON CORP COM 46121H10 0 123 SH SHARED 123 D INVENTURE GROUP INC COM 46121410 1 389 SH SHARED 389 D INVENTURE GROUP INC COM 46121410 0 1 SH SHARED 02 1 D INVENTIV HEALTH INC COM 46122E10 3766 102895 SH SHARED 102895 D INVENTIV HEALTH INC COM 46122E10 120 3300 SH SHARED 01 2850 450 D INVENTIV HEALTH INC COM 46122E10 861 23528 SH SHARED 02 23528 D INVENTIV HEALTH INC COM 46122E10 21551 588685 SH SHARED 10 588685 D INVERNESS MED INNOVATIONS IN COM 46126P10 1303 25558 SH SHARED 25558 D INVERNESS MED INNOVATIONS IN COM 46126P10 168 3300 SH SHARED 01 3300 D INVERNESS MED INNOVATIONS IN COM 46126P10 21 422 SH SHARED 02 422 D INVERNESS MED INNOVATIONS IN COM 46126P10 1010 19800 SH SHARED 10 19800 D INVESCO PLC SPONSORED ADR 46127U10 11394 440800 SH SHARED 440800 D INVESCO PLC SPONSORED ADR 46127U10 147 5700 SH SHARED 02 5700 D INVESTMENT GRADE MUN INCOME COM 46136810 0 34 SH SHARED 34 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 13621 314375 SH SHARED 300875 13500 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 8 200 SH SHARED 01 200 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 1776 41002 SH SHARED 02 40122 880 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 125 2900 SH SHARED 10 2900 D INVESTOOLS INC COM 46145P10 254 25570 SH SHARED 25570 D INVESTOOLS INC COM 46145P10 353 35499 SH SHARED 01 3200 32299 D INVESTORS BANCORP INC COM 46146P10 537 39987 SH SHARED 39987 D INVESTORS BANCORP INC COM 46146P10 26 2000 SH SHARED 01 2000 D INVESTORS BANCORP INC COM 46146P10 625 46563 SH SHARED 02 46563 D INVESTORS BANCORP INC COM 46146P10 122 9100 SH SHARED 10 9100 D INVESTORS CAP HLDGS LTD COM 46147M10 0 51 SH SHARED 51 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 246 23879 SH SHARED 23879 D INVESTORS TITLE CO COM 46180410 2 56 SH SHARED 56 D INVESTORS TITLE CO COM 46180410 35 700 SH SHARED 02 700 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1726 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 64257 54594016 PRN SHARED 54594016 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 1905 2076000 PRN SHARED 02 2076000 D INVITROGEN CORP COM 46185R10 12804 173627 SH SHARED 156527 17100 D INVITROGEN CORP COM 46185R10 24853 337000 SH SHARED 01 322800 14200 D INVITROGEN CORP COM 46185R10 420 5704 SH SHARED 02 5704 D INVITROGEN CORP COM 46185R10 2302 31216 SH SHARED 04 31216 D INVITROGEN CORP COM 46185R10 11062 150000 SH SHARED 05 150000 D INVITROGEN CORP COM 46185R10 782 10610 SH SHARED 06 10350 260 D INVITROGEN CORP COM 46185R10 15023 203715 SH SHARED 10 196015 7700 D INX INC COM 46185W10 0 109 SH SHARED 109 D INX INC COM 46185W10 9 1057 SH SHARED 02 1057 D INVESTORS FINL SERVICES CORP COM 46191510 20971 340056 SH SHARED 340056 D INVESTORS FINL SERVICES CORP COM 46191510 647 10500 SH SHARED 01 10500 D INVESTORS FINL SERVICES CORP COM 46191510 67000 1086437 SH SHARED 02 1083537 2900 D INVESTORS FINL SERVICES CORP COM 46191510 117 1900 SH SHARED 06 1500 400 D INVESTORS FINL SERVICES CORP COM 46191510 166 2700 SH SHARED 10 2700 D IOMAI CORP COM 46202P10 0 410 SH SHARED 410 D IOMED INC COM 46202810 0 154 SH SHARED 154 D IOMEGA CORP COM NEW 46203030 2764 594556 SH SHARED 594556 D IOMEGA CORP COM NEW 46203030 0 5 SH SHARED 02 5 D ION MEDIA NETWORKS INC CL A 46205A10 1 1249 SH SHARED 1249 D ION MEDIA NETWORKS INC CL A 46205A10 0 5 SH SHARED 02 5 D IONATRON INC COM 46207010 1225 314335 SH SHARED 314335 D IONATRON INC COM 46207010 0 224 SH SHARED 02 224 D IOWA TELECOMM SERVICES INC COM 46259420 3455 152043 SH SHARED 152043 D IOWA TELECOMM SERVICES INC COM 46259420 227 10021 SH SHARED 02 9521 500 D IOWA TELECOMM SERVICES INC COM 46259420 17342 763000 SH SHARED 10 763000 D IPARTY CORP COM 46261R10 0 444 SH SHARED 444 D IPASS INC COM 46261V10 135 25054 SH SHARED 25054 D IPASS INC COM 46261V10 38 7100 SH SHARED 02 100 7000 D IPSCO INC COM 46262210 298681 1879917 SH SHARED 1879917 D IPSCO INC COM 46262210 127 800 SH SHARED 01 800 D IPSCO INC COM 46262210 9532 60000 SH SHARED 02 60000 D IPSCO INC COM 46262210 556 3500 SH SHARED 06 3100 400 D IPSCO INC COM 46262210 0 1 SH SHARED 10 1 D IPSCO INC COM 46262210 289 1825 SH SHARED 14 1825 D IRELAND BK SPONSORED ADR 46267Q10 4 50 SH SHARED 02 50 D IRIDEX CORP COM 46268410 1 193 SH SHARED 193 D IRIS INTL INC COM 46270W10 19 1144 SH SHARED 1144 D IROBOT CORP COM 46272610 362 18248 SH SHARED 18248 D IROBOT CORP COM 46272610 9 499 SH SHARED 02 499 D IRON MTN INC COM 46284610 2431 93046 SH SHARED 93046 D IRON MTN INC COM 46284610 52 2025 SH SHARED 01 2025 D IRON MTN INC COM 46284610 187 7177 SH SHARED 02 7177 D IRON MTN INC COM 46284610 905 34637 SH SHARED 06 33737 900 D IRON MTN INC COM 46284610 4491 171899 SH SHARED 10 171899 D IRVINE SENSORS CORP COM NEW 46366450 0 514 SH SHARED 514 D IRWIN FINL CORP COM 46411910 141 9460 SH SHARED 9460 D IRWIN FINL CORP COM 46411910 56 3800 SH SHARED 01 3800 D IRWIN FINL CORP COM 46411910 362 24200 SH SHARED 10 24200 D ISCO INTL INC COM 46426P10 0 2545 SH SHARED 2545 D ISCO INTL INC COM 46426P10 0 100 SH SHARED 01 100 D ISCO INTL INC COM 46426P10 0 200 SH SHARED 02 200 D ISHARES SILVER TRUST ISHARES 46428Q10 154 1250 SH SHARED 02 1250 D ISHARES SILVER TRUST ISHARES 46428Q10 8027 65000 SH SHARED 10 65000 D ISHARES SILVER TRUST ISHARES 46428Q10 235 1910 SH SHARED 20 1910 D ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R10 51 1208 SH SHARED 02 1208 D ISHARES COMEX GOLD TR ISHARES 46428510 64 1000 SH SHR/OTHR 01 1000 D ISHARES COMEX GOLD TR ISHARES 46428510 42 664 SH SHARED 02 664 D ISHARES COMEX GOLD TR ISHARES 46428510 253 3930 SH SHARED 20 3930 D ISHARES INC MSCI AUSTRALIA 46428610 11 400 SH SHARED 02 400 D ISHARES INC MSCI AUSTRALIA 46428610 14 524 SH SHARED 20 524 D ISHARES INC MSCI AUSTRIA 46428620 1229 30726 SH SHARED 02 30726 D ISHARES INC MSCI BRAZIL 46428640 57890 942534 SH SHARED 942534 D ISHARES INC MSCI BRAZIL 46428640 245 4000 SH SHARED 01 4000 D ISHARES INC MSCI BRAZIL 46428640 1739 28321 SH SHARED 02 459 27862 D ISHARES INC MSCI BRAZIL 46428640 3316 54000 SH SHARED 06 54000 D ISHARES INC MSCI BRAZIL 46428640 1529 24900 SH SHARED 15 24900 D ISHARES INC MSCI BRAZIL 46428640 798 13000 SH SHARED 19 13000 D ISHARES INC MSCI CDA INDEX 46428650 1409 47200 SH SHARED 47200 D ISHARES INC MSCI CDA INDEX 46428650 20952 701700 SH SHARED 02 700200 1500 D ISHARES INC MSCI EMU INDEX 46428660 2041 17298 SH SHARED 02 17298 D ISHARES INC MSCI EMU INDEX 46428660 607 5150 SH SHARED 19 5150 D ISHARES INC MSCI EMU INDEX 46428660 50 430 SH SHR/OTHR 20 430 D ISHARES INC MSCI EMU INDEX 46428660 43 372 SH SHARED 23 372 D ISHARES INC MSCI PAC J IDX 46428666 111714 762553 SH SHARED 762553 D ISHARES INC MSCI PAC J IDX 46428666 2593 17705 SH SHARED 01 17305 400 D ISHARES INC MSCI PAC J IDX 46428666 115 786 SH SHARED 02 786 D ISHARES INC MSCI PAC J IDX 46428666 952 6500 SH SHARED 15 6500 D ISHARES INC MSCI PAC J IDX 46428666 439 3000 SH SHARED 19 3000 D ISHARES INC MSCI PAC J IDX 46428666 214 1465 SH SHR/OTHR 20 1465 D ISHARES INC MSCI PAC J IDX 46428666 29 200 SH SHR/OTHR 23 200 D ISHARES INC MSCI SINGAPORE 46428667 72 5350 SH SHR/OTHR 20 5350 D ISHARES INC MSCI UTD KINGD 46428669 90 3525 SH SHARED 01 3525 D ISHARES INC MSCI UTD KINGD 46428669 161 6320 SH SHARED 19 6320 D ISHARES INC MSCI UTD KINGD 46428669 32 1253 SH SHARED 20 1253 D ISHARES INC MSCI UTD KINGD 46428669 43 1714 SH SHARED 23 1714 D ISHARES INC MSCI FRANCE 46428670 330 8600 SH SHARED 8600 D ISHARES INC MSCI FRANCE 46428670 33 860 SH SHARED 01 860 D ISHARES INC MSCI FRANCE 46428670 10 270 SH SHARED 20 270 D ISHARES INC MSCI TAIWAN 46428673 945 59064 SH SHARED 59064 D ISHARES INC MSCI TAIWAN 46428673 4528 283000 SH SHARED 01 283000 D ISHARES INC MSCI TAIWAN 46428673 1174 73400 SH SHARED 02 73400 D ISHARES INC MSCI TAIWAN 46428673 1264 79000 SH SHARED 19 79000 D ISHARES INC MSCI SWITZERLD 46428674 21 810 SH SHARED 01 810 D ISHARES INC MSCI SWITZERLD 46428674 12 487 SH SHARED 20 487 D ISHARES INC MSCI SWITZERLD 46428674 21 800 SH SHARED 23 800 D ISHARES INC MSCI SWEDEN 46428675 1071 29707 SH SHARED 02 29707 D ISHARES INC MSCI SPAIN 46428676 7 136 SH SHARED 20 136 D ISHARES INC MSCI S KOREA 46428677 632 10490 SH SHARED 10490 D ISHARES INC MSCI S KOREA 46428677 1828 30328 SH SHARED 02 12751 17577 D ISHARES INC MSCI S KOREA 46428677 1031 17100 SH SHARED 15 17100 D ISHARES INC MSCI S KOREA 46428677 603 10000 SH SHARED 19 10000 D ISHARES INC MSCI S KOREA 46428677 518 8600 SH SHARED 21 8600 D ISHARES INC MSCI S KOREA 46428677 211 3500 SH SHR/OTHR 21 3500 D ISHARES INC MSCI S KOREA 46428677 30 500 SH SHR/OTHR 23 500 D ISHARES INC MSCI STH AFRCA 46428678 125 1000 SH SHARED 02 1000 D ISHARES INC MSCI STH AFRCA 46428678 1512 12075 SH SHARED 06 12075 D ISHARES INC MSCI GERMAN 46428680 36 1090 SH SHARED 01 1090 D ISHARES INC MSCI GERMAN 46428680 5 159 SH SHARED 20 159 D ISHARES INC MSCI NETHERLND 46428681 11 378 SH SHARED 20 378 D ISHARES INC MSCI MEXICO 46428682 462 7500 SH SHARED 7500 D ISHARES INC MSCI MEXICO 46428682 2 37 SH SHARED 02 37 D ISHARES INC MSCI MALAYSIA 46428683 1003 85000 SH SHARED 85000 D ISHARES INC MSCI MALAYSIA 46428683 103 8800 SH SHARED 01 8800 D ISHARES INC MSCI JAPAN 46428684 30015 2068600 SH SHARED 2068600 D ISHARES INC MSCI JAPAN 46428684 13961 962220 SH SHARED 01 689675 272545 D ISHARES INC MSCI JAPAN 46428684 24722 1703859 SH SHARED 02 1387700 316159 D ISHARES INC MSCI JAPAN 46428684 83 5787 SH SHARED 04 5787 D ISHARES INC MSCI JAPAN 46428684 222 15300 SH SHARED 19 15300 D ISHARES INC MSCI JAPAN 46428684 1079 74381 SH SHARED 20 41506 32875 D ISHARES INC MSCI JAPAN 46428684 457 31500 SH SHARED 21 31500 D ISHARES INC MSCI JAPAN 46428684 210 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 1619 111600 SH SHARED 23 111600 D ISHARES INC MSCI JAPAN 46428684 299 20640 SH SHR/OTHR 23 20640 D ISHARES INC MSCI ITALY 46428685 837 24000 SH SHARED 24000 D ISHARES INC MSCI ITALY 46428685 0 4 SH SHARED 02 4 D ISHARES INC MSCI HONG KONG 46428687 2590 152200 SH SHARED 152200 D ISHARES INC MSCI HONG KONG 46428687 15 922 SH SHARED 02 922 D ISHARES INC MSCI HONG KONG 46428687 1356 79700 SH SHARED 15 79700 D ISHARES INC MSCI HONG KONG 46428687 546 32100 SH SHARED 19 32100 D ISHARES INC MSCI HONG KONG 46428687 7 434 SH SHARED 20 434 D ISHARES TR S&P 100 IDX FD 46428710 10456 151000 SH SHARED 10 151000 D ISHARES TR DJ SEL DIV INX 46428716 35 500 SH SHARED 500 D ISHARES TR DJ SEL DIV INX 46428716 1153 16045 SH SHARED 02 16045 D ISHARES TR DJ SEL DIV INX 46428716 79 1102 SH SHARED 20 1102 D ISHARES TR DJ SEL DIV INX 46428716 160 2237 SH SHR/OTHR 23 2237 D ISHARES TR US TIPS BD FD 46428717 915 9246 SH SHARED 9246 D ISHARES TR US TIPS BD FD 46428717 3302 33364 SH SHARED 01 12058 21306 D ISHARES TR US TIPS BD FD 46428717 29 300 SH SHR/OTHR 01 300 D ISHARES TR US TIPS BD FD 46428717 305 3086 SH SHARED 02 3086 D ISHARES TR US TIPS BD FD 46428717 16 163 SH SHARED 10 163 D ISHARES TR US TIPS BD FD 46428717 294 2975 SH SHARED 20 1475 1500 D ISHARES TR US TIPS BD FD 46428717 4 50 SH SHR/OTHR 20 50 D ISHARES TR US TIPS BD FD 46428717 37 380 SH SHR/OTHR 21 380 D ISHARES TR US TIPS BD FD 46428717 397 4021 SH SHARED 22 4021 D ISHARES TR US TIPS BD FD 46428717 71 725 SH SHR/OTHR 22 725 D ISHARES TR US TIPS BD FD 46428717 6612 66808 SH SHARED 23 64733 2075 D ISHARES TR US TIPS BD FD 46428717 1179 11921 SH SHR/OTHR 23 11921 D ISHARES TR FTSE XNHUA IDX 46428718 52545 407800 SH SHARED 407800 D ISHARES TR FTSE XNHUA IDX 46428718 862 6693 SH SHARED 02 29 6664 D ISHARES TR FTSE XNHUA IDX 46428718 57 450 SH SHR/OTHR 20 450 D ISHARES TR TRANSP AVE IDX 46428719 45600 500000 SH SHARED 500000 D ISHARES TR TRANSP AVE IDX 46428719 2280 25000 SH SHARED 02 24800 200 D ISHARES TR S&P 500 INDEX 46428720 182 1211 SH SHARED 02 1211 D ISHARES TR LEHMAN AGG BND 46428722 18 192 SH SHARED 01 192 D ISHARES TR LEHMAN AGG BND 46428722 4810 48906 SH SHARED 02 48906 D ISHARES TR MSCI EMERG MKT 46428723 459418 3489693 SH SHARED 3489693 D ISHARES TR MSCI EMERG MKT 46428723 7438 56505 SH SHARED 01 17680 38825 D ISHARES TR MSCI EMERG MKT 46428723 301 2290 SH SHR/OTHR 01 2290 D ISHARES TR MSCI EMERG MKT 46428723 7906 60054 SH SHARED 02 1700 58354 D ISHARES TR MSCI EMERG MKT 46428723 54009 410250 SH SHARED 10 405500 4750 D ISHARES TR MSCI EMERG MKT 46428723 1119 8500 SH SHR/OTHR 10 8500 D ISHARES TR MSCI EMERG MKT 46428723 2001 15200 SH SHARED 15 15200 D ISHARES TR MSCI EMERG MKT 46428723 20576 156300 SH SHARED 19 156300 D ISHARES TR MSCI EMERG MKT 46428723 1118 8496 SH SHARED 20 6931 1565 D ISHARES TR MSCI EMERG MKT 46428723 369 2810 SH SHR/OTHR 20 2810 D ISHARES TR MSCI EMERG MKT 46428723 773 5877 SH SHARED 21 5877 D ISHARES TR MSCI EMERG MKT 46428723 8119 61675 SH SHARED 22 35660 26015 D ISHARES TR MSCI EMERG MKT 46428723 2004 15223 SH SHR/OTHR 22 15223 D ISHARES TR MSCI EMERG MKT 46428723 17042 129455 SH SHARED 23 128185 1270 D ISHARES TR MSCI EMERG MKT 46428723 11975 90964 SH SHR/OTHR 23 90964 D ISHARES TR IBOXX INV CPBD 46428724 10 100 SH SHARED 100 D ISHARES TR IBOXX INV CPBD 46428724 6 66 SH SHARED 02 66 D ISHARES TR S&P GBL TELCM 46428727 107 1500 SH SHARED 02 1500 D ISHARES TR S&P GBL INF 46428729 50 800 SH SHARED 02 800 D ISHARES TR S&P500 GRW 46428730 1318 19200 SH SHARED 19200 D ISHARES TR S&P500 GRW 46428730 11798 171789 SH SHARED 02 171789 D ISHARES TR S&P500 GRW 46428730 467 6810 SH SHARED 22 6810 D ISHARES TR S&P GBL HLTHCR 46428732 11 200 SH SHARED 02 200 D ISHARES TR S&P GBL ENER 46428734 64 500 SH SHARED 02 500 D ISHARES TR S&P GBL ENER 46428734 8147 63000 SH SHARED 10 63000 D ISHARES TR S&P GBL ENER 46428734 3425 26490 SH SHARED 19 26490 D ISHARES TR S&P GSSI NATL 46428737 3899 32541 SH SHARED 01 4555 27986 D ISHARES TR S&P GSSI NATL 46428737 712 5944 SH SHR/OTHR 01 5944 D ISHARES TR S&P GSSI NATL 46428737 280 2338 SH SHARED 02 2338 D ISHARES TR S&P GSSI NATL 46428737 1562 13035 SH SHARED 10 2225 10810 D ISHARES TR S&P GSSI NATL 46428737 435 3630 SH SHR/OTHR 10 3630 D ISHARES TR S&P GSSI NATL 46428737 3899 32538 SH SHARED 20 17650 14888 D ISHARES TR S&P GSSI NATL 46428737 467 3900 SH SHR/OTHR 20 3900 D ISHARES TR S&P GSSI NATL 46428737 2931 24458 SH SHARED 22 13583 10875 D ISHARES TR S&P GSSI NATL 46428737 351 2930 SH SHR/OTHR 22 2930 D ISHARES TR S&P GSSI NATL 46428737 6701 55918 SH SHARED 23 54108 1810 D ISHARES TR S&P GSSI NATL 46428737 5548 46298 SH SHR/OTHR 23 46298 D ISHARES TR S&P LTN AM 40 46428739 8825 41397 SH SHARED 41397 D ISHARES TR S&P LTN AM 40 46428739 1077 5052 SH SHARED 02 5052 D ISHARES TR S&P LTN AM 40 46428739 74 350 SH SHR/OTHR 20 350 D ISHARES TR S&P 500 VALUE 46428740 14236 174253 SH SHARED 02 174253 D ISHARES TR S&P 500 VALUE 46428740 477 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 2064 24240 SH SHARED 24240 D ISHARES TR 20+ YR TRS BD 46428743 64 760 SH SHARED 01 760 D ISHARES TR 20+ YR TRS BD 46428743 1289 15141 SH SHARED 02 1300 13841 D ISHARES TR 7-10 YR TRS BD 46428744 9271 114340 SH SHARED 114340 D ISHARES TR 7-10 YR TRS BD 46428744 1119 13800 SH SHARED 01 13800 D ISHARES TR 1-3 YR TRS BD 46428745 3551 44310 SH SHARED 44310 D ISHARES TR 1-3 YR TRS BD 46428745 19 242 SH SHARED 01 242 D ISHARES TR 1-3 YR TRS BD 46428745 701 8746 SH SHARED 02 8746 D ISHARES TR 1-3 YR TRS BD 46428745 32 400 SH SHARED 23 400 D ISHARES TR MSCI EAFE IDX 46428746 5129 63509 SH SHARED 01 7600 55909 D ISHARES TR MSCI EAFE IDX 46428746 362 4485 SH SHR/OTHR 01 4485 D ISHARES TR MSCI EAFE IDX 46428746 11954 148007 SH SHARED 02 1 148006 D ISHARES TR MSCI EAFE IDX 46428746 2486 30782 SH SHARED 10 2320 28462 D ISHARES TR MSCI EAFE IDX 46428746 436 5410 SH SHR/OTHR 10 5410 D ISHARES TR MSCI EAFE IDX 46428746 3731 46203 SH SHARED 20 17805 28398 D ISHARES TR MSCI EAFE IDX 46428746 1182 14635 SH SHR/OTHR 20 14635 D ISHARES TR MSCI EAFE IDX 46428746 707 8754 SH SHARED 21 8754 D ISHARES TR MSCI EAFE IDX 46428746 205 2550 SH SHARED 22 2550 D ISHARES TR MSCI EAFE IDX 46428746 3832 47445 SH SHARED 23 46445 1000 D ISHARES TR MSCI EAFE IDX 46428746 8992 111338 SH SHR/OTHR 23 111338 D ISHARES TR RUSSELL MCP VL 46428747 2741 17409 SH SHARED 02 17409 D ISHARES TR RUSSELL MCP GR 46428748 2272 19948 SH SHARED 02 19948 D ISHARES TR RUSSELL MIDCAP 46428749 1924 17668 SH SHARED 02 224 17444 D ISHARES TR RUSSELL MIDCAP 46428749 31472 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 178 2000 SH SHARED 02 2000 D ISHARES TR S&P MIDCAP 400 46428750 25 285 SH SHARED 23 285 D ISHARES TR S&P GSTI SOFTW 46428751 14 300 SH SHARED 02 300 D ISHARES TR S&P GSTI SEMIC 46428752 65 1000 SH SHARED 02 1000 D ISHARES TR S&P GSTI NTWRK 46428753 35 1000 SH SHARED 02 1000 D ISHARES TR S&P GSTI TECHN 46428754 906 16022 SH SHARED 02 16022 D ISHARES TR S&P GSTI TECHN 46428754 6448 114000 SH SHARED 10 114000 D ISHARES TR NASDQ BIO INDX 46428755 552 7074 SH SHARED 3516 3558 D ISHARES TR NASDQ BIO INDX 46428755 10042 128549 SH SHARED 128549 D ISHARES TR NASDQ BIO INDX 46428755 5805 74315 SH SHARED 01 74115 200 D ISHARES TR NASDQ BIO INDX 46428755 127 1627 SH SHARED 02 1627 D ISHARES TR NASDQ BIO INDX 46428755 5155 66000 SH SHARED 04 66000 D ISHARES TR NASDQ BIO INDX 46428755 53063 679250 SH SHARED 10 679250 D ISHARES TR NASDQ BIO INDX 46428755 603 7727 SH SHARED 15 7727 D ISHARES TR NASDQ BIO INDX 46428755 6181 79128 SH SHARED 19 79128 D ISHARES TR NASDQ BIO INDX 46428755 15 200 SH SHARED 20 200 D ISHARES TR NASDQ BIO INDX 46428755 39 500 SH SHR/OTHR 21 500 D ISHARES TR NASDQ BIO INDX 46428755 29 375 SH SHR/OTHR 23 375 D ISHARES TR NASDQ BIO INDX 46428755 808 10350 SH SHARED 24 10350 D ISHARES TR COHEN&ST RLTY 46428756 59 658 SH SHARED 658 D ISHARES TR COHEN&ST RLTY 46428756 499 5518 SH SHARED 01 730 4788 D ISHARES TR COHEN&ST RLTY 46428756 682 7543 SH SHARED 02 7543 D ISHARES TR COHEN&ST RLTY 46428756 33350 368715 SH SHARED 10 368200 515 D ISHARES TR COHEN&ST RLTY 46428756 501 5550 SH SHARED 20 3340 2210 D ISHARES TR COHEN&ST RLTY 46428756 45 500 SH SHR/OTHR 20 500 D ISHARES TR COHEN&ST RLTY 46428756 173 1920 SH SHARED 21 1920 D ISHARES TR COHEN&ST RLTY 46428756 4755 52578 SH SHARED 22 35978 16600 D ISHARES TR COHEN&ST RLTY 46428756 827 9148 SH SHR/OTHR 22 9148 D ISHARES TR COHEN&ST RLTY 46428756 4535 50147 SH SHARED 23 50057 90 D ISHARES TR COHEN&ST RLTY 46428756 4490 49641 SH SHR/OTHR 23 49641 D ISHARES TR S&P GLB100INDX 46428757 112 1400 SH SHARED 02 1400 D ISHARES TR CONS SRVC IDX 46428758 175 2500 SH SHARED 2500 D ISHARES TR RUSSELL1000VAL 46428759 69 800 SH SHARED 01 800 D ISHARES TR RUSSELL1000VAL 46428759 5214 60111 SH SHARED 02 60111 D ISHARES TR RUSSELL1000VAL 46428759 58931 679400 SH SHARED 10 679400 D ISHARES TR RUSSELL1000VAL 46428759 16 190 SH SHARED 20 190 D ISHARES TR RUSSELL1000VAL 46428759 89 1035 SH SHARED 21 1035 D ISHARES TR RUSSELL1000VAL 46428759 28 332 SH SHARED 23 332 D ISHARES TR RUSSELL1000VAL 46428759 86 1000 SH SHR/OTHR 23 1000 D ISHARES TR S&P MC 400 GRW 46428760 570 6331 SH SHARED 02 6331 D ISHARES TR RUSSELL1000GRW 46428761 11 200 SH SHARED 200 D ISHARES TR RUSSELL1000GRW 46428761 1688 28509 SH SHARED 02 28509 D ISHARES TR RUSSELL1000GRW 46428761 959 16200 SH SHARED 23 16200 D ISHARES TR RUSSELL1000GRW 46428761 1040 17581 SH SHR/OTHR 23 17581 D ISHARES TR RUSSELL 1000 46428762 2403 29436 SH SHARED 29436 D ISHARES TR RUSSELL 1000 46428762 469 5745 SH SHARED 02 5745 D ISHARES TR RUSL 2000 VALU 46428763 24708 300000 SH SHARED 300000 D ISHARES TR RUSL 2000 VALU 46428763 245 2975 SH SHARED 01 2975 D ISHARES TR RUSL 2000 VALU 46428763 2152 26133 SH SHARED 02 360 25773 D ISHARES TR RUSL 2000 VALU 46428763 106 1293 SH SHARED 20 1293 D ISHARES TR RUSL 2000 VALU 46428763 21 260 SH SHARED 21 260 D ISHARES TR RUSL 2000 GROW 46428764 42925 500000 SH SHARED 500000 D ISHARES TR RUSL 2000 GROW 46428764 25 296 SH SHARED 01 296 D ISHARES TR RUSL 2000 GROW 46428764 2276 26516 SH SHARED 02 26516 D ISHARES TR RUSL 2000 GROW 46428764 21 255 SH SHARED 21 255 D ISHARES TR RUSSELL 2000 46428765 7221082 87042944 SH SHARED 87042944 D ISHARES TR RUSSELL 2000 46428765 9812 118282 SH SHARED 01 3301 114981 D ISHARES TR RUSSELL 2000 46428765 543 6548 SH SHR/OTHR 01 6548 D ISHARES TR RUSSELL 2000 46428765 3229 38927 SH SHARED 02 20228 18699 D ISHARES TR RUSSELL 2000 46428765 110122 1327415 SH SHARED 10 1326000 1415 D ISHARES TR RUSSELL 2000 46428765 2524 30425 SH SHARED 20 12150 18275 D ISHARES TR RUSSELL 2000 46428765 59 720 SH SHR/OTHR 20 720 D ISHARES TR RUSSELL 2000 46428765 48 579 SH SHARED 21 579 D ISHARES TR RUSSELL 2000 46428765 871 10510 SH SHARED 22 10510 D ISHARES TR RUSSELL 2000 46428765 1648 19867 SH SHARED 23 19467 400 D ISHARES TR RUSSELL 2000 46428765 2068 24936 SH SHR/OTHR 23 24936 D ISHARES TR RUSL 3000 VALU 46428766 94 840 SH SHARED 02 840 D ISHARES TR RUSL 3000 GROW 46428767 193 4000 SH SHARED 23 4000 D ISHARES TR DJ US UTILS 46428769 28 300 SH SHARED 02 300 D ISHARES TR S&P MIDCP VALU 46428770 321 3711 SH SHARED 02 3711 D ISHARES TR DJ US TELECOMM 46428771 6 200 SH SHARED 200 D ISHARES TR DJ US TELECOMM 46428771 558 16580 SH SHARED 02 15050 1530 D ISHARES TR DJ US TELECOMM 46428771 39 1160 SH SHARED 23 1160 D ISHARES TR DJ US TECH SEC 46428772 5 100 SH SHARED 100 D ISHARES TR DJ US TECH SEC 46428772 148 2500 SH SHARED 02 2500 D ISHARES TR DJ US TECH SEC 46428772 7 120 SH SHARED 19 120 D ISHARES TR DJ US TECH SEC 46428772 443 7450 SH SHARED 23 7450 D ISHARES TR DJ US REAL EST 46428773 23112 298535 SH SHARED 298535 D ISHARES TR DJ US REAL EST 46428773 3633 46932 SH SHARED 02 46234 698 D ISHARES TR DJ US REAL EST 46428773 15228 196700 SH SHARED 06 196700 D ISHARES TR DJ US REAL EST 46428773 185 2400 SH SHR/OTHR 23 2400 D ISHARES TR DJ US INDUSTRL 46428775 16 230 SH SHARED 01 230 D ISHARES TR DJ US INDUSTRL 46428775 80 1100 SH SHARED 02 1100 D ISHARES TR DJ US HEALTHCR 46428776 133 1925 SH SHR/OTHR 01 1925 D ISHARES TR DJ US HEALTHCR 46428776 229 3296 SH SHARED 02 3296 D ISHARES TR DJ US HEALTHCR 46428776 259 3735 SH SHARED 23 3735 D ISHARES TR DJ US FINL SEC 46428778 26 227 SH SHARED 02 227 D ISHARES TR DJ US FINL SEC 46428778 145 1260 SH SHARED 20 1260 D ISHARES TR DJ US ENERGY 46428779 19 159 SH SHARED 01 159 D ISHARES TR DJ US ENERGY 46428779 120 1005 SH SHARED 02 1005 D ISHARES TR S&P SMLCAP 600 46428780 684 9630 SH SHARED 02 9630 D ISHARES TR S&P SMLCAP 600 46428780 8823 124100 SH SHARED 10 124100 D ISHARES TR S&P SMLCAP 600 46428780 144 2035 SH SHARED 23 2035 D ISHARES TR DJ US BAS MATL 46428783 18 261 SH SHARED 01 261 D ISHARES TR DJ US BAS MATL 46428783 29 425 SH SHARED 02 425 D ISHARES TR DJ US BAS MATL 46428783 168 2400 SH SHR/OTHR 20 2400 D ISHARES TR DJ US TOTL MKT 46428784 256 3495 SH SHARED 02 3495 D ISHARES TR S&P EURO PLUS 46428786 87 748 SH SHARED 02 748 D ISHARES TR S&P EURO PLUS 46428786 16253 139000 SH SHARED 10 139000 D ISHARES TR S&P EURO PLUS 46428786 233 2000 SH SHARED 20 2000 D ISHARES TR S&P EURO PLUS 46428786 49 420 SH SHR/OTHR 20 420 D ISHARES TR S&P EURO PLUS 46428786 19 170 SH SHR/OTHR 23 170 D ISHARES TR S&P SMLCP VALU 46428787 23 300 SH SHARED 300 D ISHARES TR S&P SMLCP VALU 46428787 888 11185 SH SHARED 02 11185 D ISHARES TR S&P SMLCP VALU 46428787 460 5805 SH SHARED 10 5805 D ISHARES TR S&P SMLCP VALU 46428787 231 2920 SH SHR/OTHR 10 2920 D ISHARES TR S&P SMLCP VALU 46428787 248 3130 SH SHARED 20 3130 D ISHARES TR S&P SMLCP VALU 46428787 6 84 SH SHR/OTHR 23 84 D ISHARES TR S&P SMLCP GROW 46428788 991 7008 SH SHARED 02 7008 D ISHARES TR S&P SMLCP GROW 46428788 4 30 SH SHARED 20 30 D ISHARES TR MID GRWTH INDX 46428830 28 300 SH SHARED 02 300 D ISHARES TR SMLL CORE INDX 46428850 27 300 SH SHARED 02 300 D ISHARES TR S&P GL UTILITI 46428871 851 13498 SH SHARED 02 13498 D ISHARES TR DJ HOME CONSTN 46428875 9 300 SH SHARED 20 300 D ISHARES TR DJ AEROSPACE 46428876 75 1200 SH SHARED 02 1200 D ISHARES TR DJ BROKER-DEAL 46428879 10 200 SH SHARED 02 200 D ISHARES TR DJ HEALTH CARE 46428882 23 400 SH SHARED 02 400 D ISHARES TR DJ PHARMA INDX 46428883 1 25 SH SHARED 01 25 D ISHARES TR DJ PHARMA INDX 46428883 78 1400 SH SHARED 02 1400 D ISHARES TR MSCI VAL IDX 46428887 126 1620 SH SHARED 02 1620 D ISILON SYS INC COM 46432L10 64 4199 SH SHARED 4199 D ISILON SYS INC COM 46432L10 77 5000 SH SHARED 02 5000 D ISILON SYS INC COM 46432L10 1442 93550 SH SHARED 04 93550 D ISIS PHARMACEUTICALS INC COM 46433010 630 65166 SH SHARED 65166 D ISIS PHARMACEUTICALS INC COM 46433010 3630 375000 SH SHARED 04 375000 D ISIS PHARMACEUTICALS INC COM 46433010 168 17400 SH SHARED 10 17400 D ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE 5748 6000000 PRN SHARED 02 6000000 D ISLE OF CAPRI CASINOS INC COM 46459210 11632 485503 SH SHARED 485503 D ISLE OF CAPRI CASINOS INC COM 46459210 50 2100 SH SHARED 01 2100 D ISLE OF CAPRI CASINOS INC COM 46459210 623 26035 SH SHARED 02 35 26000 D ISLE OF CAPRI CASINOS INC COM 46459210 127 5304 SH SHARED 10 5304 D ISOLAGEN INC COM 46488N10 3 762 SH SHARED 762 D ISORAY INC COM 46489V10 2 573 SH SHARED 573 D ISONICS CORP COM NO PAR 46489530 0 318 SH SHARED 318 D ISRAMCO INC COM NEW 46514140 1 34 SH SHARED 34 D ITERIS INC COM 46564T10 1 654 SH SHARED 654 D ITC HLDGS CORP COM 46568510 6350 156302 SH SHARED 156302 D ITC HLDGS CORP COM 46568510 65 1603 SH SHARED 02 1603 D ITC HLDGS CORP COM 46568510 7467 183800 SH SHARED 04 183800 D ITC HLDGS CORP COM 46568510 97 2400 SH SHARED 10 2400 D ITRON INC NOTE 2.500% 8/0 465741AJ 1343 1000000 PRN SHARED 04 1000000 D ITRON INC COM 46574110 3312 42502 SH SHARED 42502 D ITRON INC COM 46574110 2314 29700 SH SHARED 01 29400 300 D ITRON INC COM 46574110 2182 28000 SH SHR/OTHR 01 28000 D ITRON INC COM 46574110 416 5340 SH SHARED 02 4580 760 D ITRON INC COM 46574110 6780 87000 SH SHARED 04 87000 D ITRON INC COM 46574110 9352 120000 SH SHARED 05 120000 D ITRON INC COM 46574110 1169 15000 SH SHARED 06 15000 D ITRON INC COM 46574110 44891 575970 SH SHARED 10 575970 D I2 TECHNOLOGIES INC COM NEW 46575420 727 39012 SH SHARED 39012 D I2 TECHNOLOGIES INC COM NEW 46575420 348 18699 SH SHARED 02 18699 D IVANHOE MINES LTD COM 46579N10 16195 1137332 SH SHARED 1137332 D IVANHOE MINES LTD COM 46579N10 53 3752 SH SHARED 02 3752 D IVANHOE MINES LTD COM 46579N10 2 200 SH SHARED 06 200 D IVANHOE MINES LTD COM 46579N10 128 9000 SH SHARED 21 9000 D IVIVI TECHNOLOGIES INC COM 46589F10 0 64 SH SHARED 64 D IXYS CORP COM 46600W10 674 80768 SH SHARED 80768 D J & J SNACK FOODS CORP COM 46603210 1651 43770 SH SHARED 43770 D J & J SNACK FOODS CORP COM 46603210 33 888 SH SHARED 02 888 D J & J SNACK FOODS CORP COM 46603210 226 6000 SH SHARED 10 6000 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 4383 130000 SH SHARED 130000 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 8531 253000 SH SHARED 04 253000 D J ALEXANDER CORP COM 46609610 1 120 SH SHARED 120 D J CREW GROUP INC COM 46612H40 1111 20540 SH SHARED 20540 D J CREW GROUP INC COM 46612H40 37 700 SH SHARED 01 500 200 D J CREW GROUP INC COM 46612H40 402 7448 SH SHARED 02 4448 3000 D J CREW GROUP INC COM 46612H40 10093 186600 SH SHARED 10 186600 D J CREW GROUP INC COM 46612H40 21 400 SH SHARED 23 400 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 16255 17612000 PRN SHARED 17612000 D JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD 7425 9000000 PRN SHARED 9000000 D JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD 17325 21000000 PRN SHARED 04 21000000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 23981 1785635 SH SHARED 1785598 37 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 803 59844 SH SHARED 01 59763 81 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 1708 127210 SH SHARED 02 120398 6812 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 4364 325000 SH SHARED 04 325000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 2 162 SH SHARED 05 162 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 825 61474 SH SHARED 06 60567 907 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 1403 104481 SH SHARED 10 104481 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 142 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 2290 116674 SH SHARED 116674 D JDA SOFTWARE GROUP INC COM 46612K10 98 5000 SH SHARED 06 5000 D JER INVT TR INC COM 46614H30 6809 453972 SH SHARED 453972 D JER INVT TR INC COM 46614H30 59 3997 SH SHARED 02 3997 D JER INVT TR INC COM 46614H30 16851 1123400 SH SHARED 10 1123400 D JP MORGAN CHASE & CO COM 46625H10 3836 79188 SH SHARED 8580 70608 D JP MORGAN CHASE & CO COM 46625H10 316059 6523419 SH SHARED 6411289 112130 D JP MORGAN CHASE & CO COM 46625H10 217419 4487502 SH SHARED 01 4168535 318967 D JP MORGAN CHASE & CO COM 46625H10 8963 185008 SH SHR/OTHR 01 185008 D JP MORGAN CHASE & CO COM 46625H10 74172 1530915 SH SHARED 02 1491059 39856 D JP MORGAN CHASE & CO COM 46625H10 1386 28621 SH SHARED 04 381 28240 D JP MORGAN CHASE & CO COM 46625H10 11962 246907 SH SHARED 04 246907 D JP MORGAN CHASE & CO COM 46625H10 61 1270 SH SHARED 05 1270 D JP MORGAN CHASE & CO COM 46625H10 72639 1499270 SH SHARED 06 639910 859360 D JP MORGAN CHASE & CO COM 46625H10 304153 6277669 SH SHARED 10 6045493 232176 D JP MORGAN CHASE & CO COM 46625H10 1674 34560 SH SHR/OTHR 10 34560 D JP MORGAN CHASE & CO COM 46625H10 3254 67177 SH SHARED 14 67177 D JP MORGAN CHASE & CO COM 46625H10 4702 97050 SH SHARED 15 97050 D JP MORGAN CHASE & CO COM 46625H10 2934 60561 SH SHARED 16 60561 D JP MORGAN CHASE & CO COM 46625H10 9035 186492 SH SHARED 19 186492 D JP MORGAN CHASE & CO COM 46625H10 4737 97779 SH SHARED 20 54023 43756 D JP MORGAN CHASE & CO COM 46625H10 2922 60320 SH SHR/OTHR 20 60320 D JP MORGAN CHASE & CO COM 46625H10 630 13008 SH SHARED 21 13008 D JP MORGAN CHASE & CO COM 46625H10 416 8600 SH SHR/OTHR 21 8600 D JP MORGAN CHASE & CO COM 46625H10 2717 56080 SH SHARED 22 44235 11845 D JP MORGAN CHASE & CO COM 46625H10 520 10733 SH SHR/OTHR 22 10733 D JP MORGAN CHASE & CO COM 46625H10 16170 333757 SH SHARED 23 321807 11950 D JP MORGAN CHASE & CO COM 46625H10 35007 722539 SH SHR/OTHR 23 722539 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 8470 242710 SH SHARED 242710 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 195 5600 SH SHARED 01 5600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 13 400 SH SHARED 02 400 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1661 47600 SH SHARED 04 47600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1608 46100 SH SHARED 10 46100 D JMP GROUP INC COM 46629U10 2 202 SH SHARED 202 D JABIL CIRCUIT INC COM 46631310 7413 335924 SH SHARED 335924 D JABIL CIRCUIT INC COM 46631310 540 24500 SH SHARED 01 24500 D JABIL CIRCUIT INC COM 46631310 604 27410 SH SHARED 02 27310 100 D JABIL CIRCUIT INC COM 46631310 1324 60000 SH SHARED 04 60000 D JABIL CIRCUIT INC COM 46631310 371 16820 SH SHARED 06 16000 820 D JABIL CIRCUIT INC COM 46631310 4616 209191 SH SHARED 10 209191 D JACK IN THE BOX INC COM 46636710 9033 127342 SH SHARED 127342 D JACK IN THE BOX INC COM 46636710 1383 19500 SH SHARED 01 19500 D JACK IN THE BOX INC COM 46636710 780 11000 SH SHR/OTHR 01 11000 D JACK IN THE BOX INC COM 46636710 164 2322 SH SHARED 02 2067 255 D JACK IN THE BOX INC COM 46636710 1284 18100 SH SHARED 10 18100 D JACKSON HEWITT TAX SVCS INC COM 46820210 448 15939 SH SHARED 15939 D JACKSON HEWITT TAX SVCS INC COM 46820210 328 11700 SH SHARED 01 11700 D JACKSON HEWITT TAX SVCS INC COM 46820210 803 28600 SH SHARED 10 28600 D JACKSONVILLE BANCORP INC ILL COM 46924P10 1 152 SH SHARED 152 D JACLYN INC COM 46977210 0 41 SH SHARED 41 D JACO ELECTRS INC COM 46978310 0 109 SH SHARED 109 D JACOBS ENGR GROUP INC DEL COM 46981410 9417 163749 SH SHARED 163749 D JACOBS ENGR GROUP INC DEL COM 46981410 2168 37700 SH SHARED 01 37700 D JACOBS ENGR GROUP INC DEL COM 46981410 1026 17844 SH SHARED 02 13272 4572 D JACOBS ENGR GROUP INC DEL COM 46981410 221 3850 SH SHARED 06 2750 1100 D JACOBS ENGR GROUP INC DEL COM 46981410 276 4800 SH SHARED 10 4800 D JACOBS ENGR GROUP INC DEL COM 46981410 384 6689 SH SHARED 14 6689 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 21764 14300000 PRN SHARED 14300000 D JAKKS PAC INC COM 47012E10 10354 367979 SH SHARED 367979 D JAKKS PAC INC COM 47012E10 54 1950 SH SHARED 01 1950 D JAKKS PAC INC COM 47012E10 137 4899 SH SHARED 02 4899 D JAKKS PAC INC COM 47012E10 258 9200 SH SHARED 10 9200 D JAKKS PAC INC COM 47012E10 58 2091 SH SHARED 21 2091 D JAMBA INC COM 47023A10 363 39747 SH SHARED 39747 D JAMBA INC COM 47023A10 32 3555 SH SHARED 02 3555 D JAMBA INC COM 47023A10 168 18400 SH SHARED 10 18400 D JAMES RIVER COAL CO COM NEW 47035520 1610 124240 SH SHARED 124240 D JAMES RIVER COAL CO COM NEW 47035520 3713 286500 SH SHARED 02 286500 D JAMES RIV GROUP INC COM 47035910 2665 80209 SH SHARED 80209 D JAMES RIV GROUP INC COM 47035910 71 2150 SH SHARED 02 2150 D JAMES RIV GROUP INC COM 47035910 33 1000 SH SHARED 10 1000 D JANUS CAP GROUP INC COM 47102X10 8421 302508 SH SHARED 302508 D JANUS CAP GROUP INC COM 47102X10 620 22300 SH SHARED 01 22300 D JANUS CAP GROUP INC COM 47102X10 2493 89567 SH SHARED 02 89567 D JANUS CAP GROUP INC COM 47102X10 1670 60000 SH SHARED 04 60000 D JANUS CAP GROUP INC COM 47102X10 1357 48745 SH SHARED 06 46175 2570 D JANUS CAP GROUP INC COM 47102X10 2334 83850 SH SHARED 10 83850 D JANUS CAP GROUP INC COM 47102X10 55 2000 SH SHARED 23 2000 D JAPAN EQUITY FD INC COM 47105710 0 62 SH SHARED 62 D JARDEN CORP COM 47110910 2239 52080 SH SHARED 52080 D JARDEN CORP COM 47110910 2021 47007 SH SHARED 01 46100 907 D JARDEN CORP COM 47110910 1548 36000 SH SHR/OTHR 01 36000 D JARDEN CORP COM 47110910 15 352 SH SHARED 02 352 D JARDEN CORP COM 47110910 1691 39330 SH SHARED 10 39330 D JAVELIN PHARMACEUTICALS INC COM 47189410 130 21004 SH SHARED 21004 D JAVELIN PHARMACEUTICALS INC COM 47189410 17 2905 SH SHARED 02 2905 D JAZZ TECHNOLOGIES INC COM 47214E10 1 504 SH SHARED 504 D JAZZ PHARMACEUTICALS INC COM 47214710 626 39151 SH SHARED 39151 D JEFFERIES GROUP INC NEW COM 47231910 16314 604675 SH SHARED 604675 D JEFFERIES GROUP INC NEW COM 47231910 1365 50600 SH SHARED 01 18400 32200 D JEFFERIES GROUP INC NEW COM 47231910 370 13732 SH SHARED 02 11812 1920 D JEFFERIES GROUP INC NEW COM 47231910 515 19100 SH SHARED 10 19100 D JEFFERSON BANCSHARES INC TEN COM 47237510 1 153 SH SHARED 153 D JEFFERSONVILLE BANCORP COM 47559A10 2 108 SH SHARED 108 D JEFFERSONVILLE BANCORP COM 47559A10 74 4000 SH SHARED 02 4000 D JENNIFER CONVS INC COM 47615310 0 108 SH SHARED 108 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 2182 2250000 PRN SHARED 02 2250000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 9810 10000000 PRN SHARED 10000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 2990 3048000 PRN SHARED 02 3023000 25000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 35 36500 PRN SHARED 10 36500 D JETBLUE AWYS CORP COM 47714310 15200 1293643 SH SHARED 1293643 D JETBLUE AWYS CORP COM 47714310 644 54850 SH SHARED 01 54850 D JETBLUE AWYS CORP COM 47714310 1135 96625 SH SHARED 02 61175 35450 D JETBLUE AWYS CORP COM 47714310 1884 160400 SH SHARED 10 160400 D JETBLUE AWYS CORP COM 47714310 1808 153900 SH SHARED 14 153900 D JETBLUE AWYS CORP COM 47714310 881 75000 SH SHARED 15 75000 D JEWETT CAMERON TRADING LTD COM NEW 47733C20 0 28 SH SHARED 28 D JO-ANN STORES INC COM 47758P30 3125 109943 SH SHARED 109943 D JO-ANN STORES INC COM 47758P30 7175 252380 SH SHARED 02 252380 D JO-ANN STORES INC COM 47758P30 1225 43100 SH SHARED 10 43100 D JK ACQUISITION CORP COM 47759H10 125 21700 SH SHARED 21700 D JOHNSON & JOHNSON COM 47816010 2511 40756 SH SHARED 40756 D JOHNSON & JOHNSON COM 47816010 757532 12293617 SH SHARED 12222177 71440 D JOHNSON & JOHNSON COM 47816010 57120 926973 SH SHARED 01 592471 334502 D JOHNSON & JOHNSON COM 47816010 7247 117618 SH SHR/OTHR 01 117618 D JOHNSON & JOHNSON COM 47816010 51582 837108 SH SHARED 02 706622 130486 D JOHNSON & JOHNSON COM 47816010 92 1500 SH SHARED 04 1500 D JOHNSON & JOHNSON COM 47816010 81347 1320150 SH SHARED 04 1320150 D JOHNSON & JOHNSON COM 47816010 1702 27630 SH SHARED 05 27630 D JOHNSON & JOHNSON COM 47816010 24906 404200 SH SHARED 06 377343 26857 D JOHNSON & JOHNSON COM 47816010 299407 4858940 SH SHARED 10 4693905 165035 D JOHNSON & JOHNSON COM 47816010 1198 19445 SH SHR/OTHR 10 19445 D JOHNSON & JOHNSON COM 47816010 2611 42388 SH SHARED 14 11800 30588 D JOHNSON & JOHNSON COM 47816010 3905 63383 SH SHARED 15 63383 D JOHNSON & JOHNSON COM 47816010 301 4900 SH SHARED 19 4900 D JOHNSON & JOHNSON COM 47816010 15937 258647 SH SHARED 20 63400 195247 D JOHNSON & JOHNSON COM 47816010 3282 53270 SH SHR/OTHR 20 53270 D JOHNSON & JOHNSON COM 47816010 689 11192 SH SHARED 21 11192 D JOHNSON & JOHNSON COM 47816010 234 3800 SH SHR/OTHR 21 3800 D JOHNSON & JOHNSON COM 47816010 5798 94093 SH SHARED 22 79578 14515 D JOHNSON & JOHNSON COM 47816010 1023 16616 SH SHR/OTHR 22 16616 D JOHNSON & JOHNSON COM 47816010 29036 471218 SH SHARED 23 455808 15410 D JOHNSON & JOHNSON COM 47816010 54859 890281 SH SHR/OTHR 23 890281 D JOHNSON & JOHNSON COM 47816010 946 15363 SH SHARED 24 15363 D JOHNSON CTLS INC COM 47836610 92836 801902 SH SHARED 797802 4100 D JOHNSON CTLS INC COM 47836610 3442 29737 SH SHARED 01 29712 25 D JOHNSON CTLS INC COM 47836610 3876 33481 SH SHARED 02 32971 510 D JOHNSON CTLS INC COM 47836610 23443 202500 SH SHARED 04 202500 D JOHNSON CTLS INC COM 47836610 1645 14210 SH SHARED 05 14210 D JOHNSON CTLS INC COM 47836610 2331 20140 SH SHARED 06 18470 1670 D JOHNSON CTLS INC COM 47836610 27977 241666 SH SHARED 10 241666 D JOHNSON CTLS INC COM 47836610 2141 18500 SH SHARED 15 18500 D JOHNSON CTLS INC COM 47836610 0 2 SH SHARED 23 2 D JOHNSON OUTDOORS INC CL A 47916710 2 114 SH SHARED 114 D JONES APPAREL GROUP INC COM 48007410 7709 272888 SH SHARED 272888 D JONES APPAREL GROUP INC COM 48007410 483 17110 SH SHARED 01 10110 7000 D JONES APPAREL GROUP INC COM 48007410 1193 42232 SH SHARED 02 42232 D JONES APPAREL GROUP INC COM 48007410 3 110 SH SHARED 05 110 D JONES APPAREL GROUP INC COM 48007410 396 14040 SH SHARED 06 13450 590 D JONES APPAREL GROUP INC COM 48007410 1343 47554 SH SHARED 10 47554 D JONES APPAREL GROUP INC COM 48007410 296 10508 SH SHARED 14 10508 D JONES LANG LASALLE INC COM 48020Q10 2798 24660 SH SHARED 24660 D JONES LANG LASALLE INC COM 48020Q10 522 4600 SH SHARED 01 4600 D JONES LANG LASALLE INC COM 48020Q10 463 4088 SH SHARED 02 4088 D JONES LANG LASALLE INC COM 48020Q10 1203 10600 SH SHARED 10 10600 D JONES SODA CO COM 48023P10 164 11764 SH SHARED 11764 D JONES SODA CO COM 48023P10 7 500 SH SHARED 02 500 D JOS A BANK CLOTHIERS INC COM 48083810 5811 140126 SH SHARED 140126 D JOS A BANK CLOTHIERS INC COM 48083810 103 2500 SH SHARED 01 2500 D JOS A BANK CLOTHIERS INC COM 48083810 162 3908 SH SHARED 02 3908 D JOS A BANK CLOTHIERS INC COM 48083810 1600 38600 SH SHARED 10 38600 D JOS A BANK CLOTHIERS INC COM 48083810 333 8033 SH SHARED 22 8033 D JOURNAL COMMUNICATIONS INC CL A 48113010 1551 119258 SH SHARED 119258 D JOURNAL COMMUNICATIONS INC CL A 48113010 6 491 SH SHARED 02 491 D JOURNAL COMMUNICATIONS INC CL A 48113010 197 15200 SH SHARED 06 15200 D JOURNAL COMMUNICATIONS INC CL A 48113010 789 60661 SH SHARED 10 60661 D JOURNAL REGISTER CO COM 48113810 1786 398835 SH SHARED 398835 D JOURNAL REGISTER CO COM 48113810 1 300 SH SHARED 10 300 D JOY GLOBAL INC COM 48116510 13858 237582 SH SHARED 237582 D JOY GLOBAL INC COM 48116510 11393 195335 SH SHARED 01 81918 113417 D JOY GLOBAL INC COM 48116510 2388 40955 SH SHR/OTHR 01 40955 D JOY GLOBAL INC COM 48116510 3199 54847 SH SHARED 02 46917 7930 D JOY GLOBAL INC COM 48116510 4374 75000 SH SHARED 04 75000 D JOY GLOBAL INC COM 48116510 688 11800 SH SHARED 05 11800 D JOY GLOBAL INC COM 48116510 209 3600 SH SHARED 06 2600 1000 D JOY GLOBAL INC COM 48116510 56546 969417 SH SHARED 10 967712 1705 D JOY GLOBAL INC COM 48116510 344 5900 SH SHARED 14 5900 D JOY GLOBAL INC COM 48116510 539 9255 SH SHARED 20 5395 3860 D JOY GLOBAL INC COM 48116510 209 3600 SH SHR/OTHR 20 3600 D JOY GLOBAL INC COM 48116510 55 950 SH SHARED 21 950 D JOY GLOBAL INC COM 48116510 5 100 SH SHR/OTHR 21 100 D JOY GLOBAL INC COM 48116510 749 12844 SH SHARED 22 11899 945 D JOY GLOBAL INC COM 48116510 60 1039 SH SHR/OTHR 22 1039 D JOY GLOBAL INC COM 48116510 2728 46785 SH SHARED 23 43860 2925 D JOY GLOBAL INC COM 48116510 1008 17295 SH SHR/OTHR 23 17295 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 3268 2534000 PRN SHARED 2534000 D JUNIPER NETWORKS INC COM 48203R10 19647 780580 SH SHARED 780580 D JUNIPER NETWORKS INC COM 48203R10 1657 65872 SH SHARED 01 64072 1800 D JUNIPER NETWORKS INC COM 48203R10 35 1400 SH SHR/OTHR 01 1400 D JUNIPER NETWORKS INC COM 48203R10 6887 273653 SH SHARED 02 267103 6550 D JUNIPER NETWORKS INC COM 48203R10 3297 131000 SH SHARED 04 131000 D JUNIPER NETWORKS INC COM 48203R10 1432 56920 SH SHARED 06 52700 4220 D JUNIPER NETWORKS INC COM 48203R10 7249 288020 SH SHARED 10 288020 D JUNIPER NETWORKS INC COM 48203R10 25 1000 SH SHARED 14 1000 D JUNIPER NETWORKS INC COM 48203R10 37 1500 SH SHR/OTHR 23 1500 D JUPITERMEDIA CORP COM 48207D10 753 103481 SH SHARED 103481 D JUPITERMEDIA CORP COM 48207D10 7 1000 SH SHARED 02 1000 D KBR INC COM 48242W10 28254 1077170 SH SHARED 1077170 D KBR INC COM 48242W10 1295 49400 SH SHARED 01 1000 48400 D KBR INC COM 48242W10 466 17773 SH SHARED 02 17773 D KBR INC COM 48242W10 28042 1069100 SH SHARED 04 1069100 D KBR INC COM 48242W10 160 6100 SH SHARED 10 6100 D KBR INC COM 48242W10 2233 85140 SH SHARED 16 85140 D KBW INC COM 48242310 2005 68244 SH SHARED 68244 D KBW INC COM 48242310 44 1511 SH SHARED 02 1511 D KBW INC COM 48242310 214 7300 SH SHARED 10 7300 D K FED BANCORP COM 48246S10 119 7599 SH SHARED 7599 D K FED BANCORP COM 48246S10 5 334 SH SHARED 02 334 D KHD HUMBOLDT WEDAG INTL LTD COM 48246210 61 1000 SH SHARED 02 1000 D KKR FINANCIAL HLDGS LLC COM 48248A30 25296 1015528 SH SHARED 1015528 D KKR FINANCIAL HLDGS LLC COM 48248A30 107 4300 SH SHARED 01 4300 D KKR FINANCIAL HLDGS LLC COM 48248A30 253 10186 SH SHARED 02 2636 7550 D KKR FINANCIAL HLDGS LLC COM 48248A30 19335 776200 SH SHARED 10 776200 D KLA-TENCOR CORP COM 48248010 14099 256583 SH SHARED 256583 D KLA-TENCOR CORP COM 48248010 1673 30447 SH SHARED 01 25271 5176 D KLA-TENCOR CORP COM 48248010 4440 80818 SH SHARED 02 79548 1270 D KLA-TENCOR CORP COM 48248010 549 10000 SH SHARED 04 10000 D KLA-TENCOR CORP COM 48248010 5 100 SH SHARED 05 100 D KLA-TENCOR CORP COM 48248010 1542 28070 SH SHARED 06 26150 1920 D KLA-TENCOR CORP COM 48248010 17938 326453 SH SHARED 10 326453 D KLA-TENCOR CORP COM 48248010 26 475 SH SHARED 20 475 D KMG AMER CORP COM 48256310 2 556 SH SHARED 556 D KMG AMER CORP COM 48256310 0 2 SH SHARED 02 2 D KMG CHEMICALS INC COM 48256410 851 32233 SH SHARED 32233 D KT CORP SPONSORED ADR 48268K10 15004 639569 SH SHARED 639569 D KT CORP SPONSORED ADR 48268K10 170 7274 SH SHARED 02 7274 D KT CORP SPONSORED ADR 48268K10 1043 44500 SH SHARED 06 44500 D KT CORP SPONSORED ADR 48268K10 532 22700 SH SHARED 14 22700 D KSW INC COM 48268R10 1 136 SH SHARED 136 D K SEA TRANSN PARTNERS LP COM 48268Y10 6 143 SH SHARED 143 D K SEA TRANSN PARTNERS LP COM 48268Y10 159 3375 SH SHARED 02 3375 D K-SWISS INC CL A 48268610 13467 475372 SH SHARED 475372 D K-SWISS INC CL A 48268610 453 16000 SH SHARED 01 16000 D K-SWISS INC CL A 48268610 1008 35600 SH SHARED 10 35600 D K TRON INTL INC COM 48273010 6 64 SH SHARED 64 D K2 INC COM 48273210 5250 345651 SH SHARED 345651 D K2 INC COM 48273210 75 5000 SH SHARED 01 5000 D K2 INC COM 48273210 1561 102784 SH SHARED 02 102784 D K2 INC COM 48273210 268 17700 SH SHARED 10 17700 D KVH INDS INC COM 48273810 38 4372 SH SHARED 4372 D KVH INDS INC COM 48273810 12 1456 SH SHARED 02 1 1455 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 471 390000 PRN SHARED 02 390000 D K V PHARMACEUTICAL CO CL A 48274020 1619 59457 SH SHARED 59457 D KADANT INC COM 48282T10 6003 192434 SH SHARED 192434 D KADANT INC COM 48282T10 79 2550 SH SHARED 01 2550 D KADANT INC COM 48282T10 235 7562 SH SHARED 02 7562 D KNBT BANCORP INC COM 48292110 199 13602 SH SHARED 13602 D KNBT BANCORP INC COM 48292110 17 1180 SH SHARED 02 1180 D KNBT BANCORP INC COM 48292110 116 7900 SH SHARED 10 7900 D KAISER ALUMINUM CORP COM PAR $0.01 48300770 4291 58882 SH SHARED 58882 D KAISER ALUMINUM CORP COM PAR $0.01 48300770 134 1844 SH SHARED 02 1844 D KAMAN CORP COM 48354810 3889 124717 SH SHARED 124717 D KAMAN CORP COM 48354810 80 2594 SH SHARED 02 2094 500 D KAMAN CORP COM 48354810 159 5100 SH SHARED 10 5100 D KANSAS CITY LIFE INS CO COM 48483610 154 3325 SH SHARED 3325 D KANSAS CITY LIFE INS CO COM 48483610 1 30 SH SHARED 02 30 D KANSAS CITY SOUTHERN COM NEW 48517030 19473 518733 SH SHARED 518733 D KANSAS CITY SOUTHERN COM NEW 48517030 1077 28709 SH SHARED 02 28649 60 D KANSAS CITY SOUTHERN COM NEW 48517030 1021 27217 SH SHARED 10 27217 D KAPSTONE PAPER & PACKAGING C COM 48562P10 573 75532 SH SHARED 75532 D KAPSTONE PAPER & PACKAGING C *W EXP 08/15/200 48562P11 1072 400000 SH SHARED 400000 D KAYDON CORP NOTE 4.000% 5/2 486587AB 12723 7049000 PRN SHARED 02 7049000 D KAYDON CORP COM 48658710 12060 231395 SH SHARED 231395 D KAYNE ANDERSON ENRGY TTL RT COM 48660P10 282 9770 SH SHARED 02 9770 D KAYNE ANDERSON ENERGY DEV CO COM 48660Q10 131 5231 SH SHARED 5231 D KAYNE ANDERSON ENERGY DEV CO COM 48660Q10 2384 94683 SH SHARED 02 683 94000 D KAYNE ANDERSON MLP INVSMNT C COM 48660610 4978 149900 SH SHARED 149900 D KAYNE ANDERSON MLP INVSMNT C COM 48660610 3701 111443 SH SHARED 02 111443 D KB HOME COM 48666K10 15695 398666 SH SHARED 398666 D KB HOME COM 48666K10 787 20011 SH SHARED 01 20011 D KB HOME COM 48666K10 7979 202682 SH SHARED 02 202682 D KB HOME COM 48666K10 320 8142 SH SHARED 06 7492 650 D KB HOME COM 48666K10 8864 225158 SH SHARED 10 225158 D KEARNY FINL CORP COM 48716910 142 10608 SH SHARED 10608 D KEARNY FINL CORP COM 48716910 1 146 SH SHARED 02 146 D KEITHLEY INSTRS INC COM 48758410 4 353 SH SHARED 353 D KEITHLEY INSTRS INC COM 48758410 121 9667 SH SHARED 02 9667 D KELLOGG CO COM 48783610 66342 1280991 SH SHARED 1280991 D KELLOGG CO COM 48783610 26356 508912 SH SHARED 01 470707 38205 D KELLOGG CO COM 48783610 137 2648 SH SHR/OTHR 01 2648 D KELLOGG CO COM 48783610 2227 43014 SH SHARED 02 40179 2835 D KELLOGG CO COM 48783610 1035 20000 SH SHARED 04 20000 D KELLOGG CO COM 48783610 9322 180000 SH SHARED 05 180000 D KELLOGG CO COM 48783610 1886 36430 SH SHARED 06 34100 2330 D KELLOGG CO COM 48783610 59759 1153873 SH SHARED 10 1151573 2300 D KELLOGG CO COM 48783610 365 7060 SH SHR/OTHR 10 7060 D KELLOGG CO COM 48783610 572 11049 SH SHARED 14 11049 D KELLOGG CO COM 48783610 1502 29020 SH SHARED 20 17345 11675 D KELLOGG CO COM 48783610 578 11170 SH SHR/OTHR 20 11170 D KELLOGG CO COM 48783610 82 1600 SH SHARED 21 1600 D KELLOGG CO COM 48783610 41 800 SH SHR/OTHR 21 800 D KELLOGG CO COM 48783610 265 5124 SH SHARED 22 4824 300 D KELLOGG CO COM 48783610 46 893 SH SHR/OTHR 22 893 D KELLOGG CO COM 48783610 828 15990 SH SHARED 23 14095 1895 D KELLOGG CO COM 48783610 1405 27131 SH SHR/OTHR 23 27131 D KELLOGG CO COM 48783610 63 1217 SH SHARED 24 1217 D KELLWOOD CO DBCV 3.500% 6/1 488044AF 2751 3000000 PRN SHARED 3000000 D KELLWOOD CO COM 48804410 62 222467 PRN SHARED 222467 D KELLWOOD CO COM 48804410 12 43500 PRN SHARED 01 38400 5100 D KELLWOOD CO COM 48804410 10 38600 PRN SHR/OTHR 01 38600 D KELLWOOD CO COM 48804410 1 4412 PRN SHARED 02 4412 D KELLWOOD CO COM 48804410 16 59700 PRN SHARED 10 59700 D KELLWOOD CO COM 48804410 1 5365 PRN SHARED 21 5365 D KELLY SVCS INC CL A 48815220 17688 644150 SH SHARED 362772 281378 D KELLY SVCS INC CL A 48815220 837 30500 SH SHARED 01 25200 5300 D KELLY SVCS INC CL A 48815220 71 2611 SH SHARED 02 2611 D KELLY SVCS INC CL A 48815220 20641 751681 SH SHARED 10 751681 D KEMET CORP NOTE 2.250%11/1 488360AB 48 50000 PRN SHARED 02 50000 D KEMET CORP COM 48836010 27064 3838878 SH SHARED 3838878 D KEMET CORP COM 48836010 141 20000 SH SHARED 01 20000 D KEMET CORP COM 48836010 1219 172912 SH SHARED 02 172912 D KEMET CORP COM 48836010 210 29800 SH SHARED 06 29800 D KEMET CORP COM 48836010 747 106000 SH SHARED 10 106000 D KENDLE INTERNATIONAL INC COM 48880L10 2616 71170 SH SHARED 71170 D KENDLE INTERNATIONAL INC COM 48880L10 95 2600 SH SHARED 01 2600 D KENDLE INTERNATIONAL INC COM 48880L10 1239 33700 SH SHARED 10 33700 D KENEXA CORP COM 48887910 641 17000 SH SHARED 17000 D KENEXA CORP COM 48887910 16 430 SH SHARED 02 430 D KENEXA CORP COM 48887910 42 1130 SH SHARED 21 1130 D KENNAMETAL INC COM 48917010 3836 46766 SH SHARED 46766 D KENNAMETAL INC COM 48917010 951 11600 SH SHARED 01 11600 D KENNAMETAL INC COM 48917010 739 9017 SH SHARED 02 8807 210 D KENNAMETAL INC COM 48917010 7727 94200 SH SHARED 10 94200 D KENNAMETAL INC COM 48917010 62 758 SH SHARED 20 758 D KENNAMETAL INC COM 48917010 65 800 SH SHARED 21 800 D KENSEY NASH CORP COM 49005710 159 5944 SH SHARED 5944 D KENSEY NASH CORP COM 49005710 10 396 SH SHARED 02 396 D KENT FINL SVCS INC COM NEW 49056020 0 32 SH SHARED 32 D KENTUCKY FIRST FED BANCORP COM 49129210 0 96 SH SHARED 96 D KERYX BIOPHARMACEUTICALS INC COM 49251510 4 500 SH SHARED 500 D KERYX BIOPHARMACEUTICALS INC COM 49251510 489 50132 SH SHARED 50132 D KERYX BIOPHARMACEUTICALS INC COM 49251510 83 8500 SH SHARED 01 8500 D KERYX BIOPHARMACEUTICALS INC COM 49251510 8928 913900 SH SHARED 04 913900 D KERYX BIOPHARMACEUTICALS INC COM 49251510 814 83400 SH SHARED 10 83400 D KERYX BIOPHARMACEUTICALS INC COM 49251510 53 5500 SH SHARED 14 5500 D KEWAUNEE SCIENTIFIC CORP COM 49285410 0 56 SH SHARED 56 D KEY TECHNOLOGY INC COM 49314310 2 113 SH SHARED 113 D KEY TRONICS CORP COM 49314410 1 249 SH SHARED 249 D KEYCORP NEW COM 49326710 39586 1153113 SH SHARED 1153113 D KEYCORP NEW COM 49326710 3238 94335 SH SHARED 01 68450 25885 D KEYCORP NEW COM 49326710 117 3410 SH SHR/OTHR 01 3410 D KEYCORP NEW COM 49326710 4360 127019 SH SHARED 02 120744 6275 D KEYCORP NEW COM 49326710 5 150 SH SHARED 05 150 D KEYCORP NEW COM 49326710 1876 54670 SH SHARED 06 50750 3920 D KEYCORP NEW COM 49326710 95865 2792465 SH SHARED 10 2792065 400 D KEYCORP NEW COM 49326710 836 24380 SH SHARED 14 24380 D KEYCORP NEW COM 49326710 20 600 SH SHR/OTHR 21 600 D KEYCORP NEW COM 49326710 34 1000 SH SHR/OTHR 22 1000 D KEYCORP NEW COM 49326710 123 3600 SH SHARED 23 3600 D KEYCORP NEW COM 49326710 343 10000 SH SHR/OTHR 23 10000 D KEYNOTE SYS INC COM 49330810 132 8053 SH SHARED 8053 D KEYNOTE SYS INC COM 49330810 8 500 SH SHARED 01 500 D KEYNOTE SYS INC COM 49330810 17 1073 SH SHARED 02 1073 D KEYSPAN CORP COM 49337W10 15675 373413 SH SHARED 373413 D KEYSPAN CORP COM 49337W10 842 20068 SH SHARED 01 19068 1000 D KEYSPAN CORP COM 49337W10 18 440 SH SHR/OTHR 01 440 D KEYSPAN CORP COM 49337W10 1537 36631 SH SHARED 02 30726 5905 D KEYSPAN CORP COM 49337W10 765 18240 SH SHARED 06 16250 1990 D KEYSPAN CORP COM 49337W10 3649 86932 SH SHARED 10 86932 D KEYSPAN CORP COM 49337W10 103 2469 SH SHARED 14 2469 D KEYSPAN CORP COM 49337W10 89 2140 SH SHARED 21 2140 D KEYSPAN CORP COM 49337W10 144 3450 SH SHARED 23 3450 D KEYSTONE AUTOMOTIVE INDS INC COM 49338N10 334 8091 SH SHARED 8091 D KFORCE INC COM 49373210 1266 79271 SH SHARED 79271 D KFORCE INC COM 49373210 31 2000 SH SHARED 01 2000 D KFORCE INC COM 49373210 2 135 SH SHARED 02 135 D KFORCE INC COM 49373210 1062 66500 SH SHARED 10 66500 D KFORCE INC COM 49373210 42 2689 SH SHARED 21 2689 D KILROY RLTY CORP COM 49427F10 7469 105437 SH SHARED 105437 D KILROY RLTY CORP COM 49427F10 240 3400 SH SHARED 01 3400 D KILROY RLTY CORP COM 49427F10 71 1010 SH SHARED 02 890 120 D KILROY RLTY CORP COM 49427F10 1912 27000 SH SHARED 04 27000 D KILROY RLTY CORP COM 49427F10 106 1500 SH SHARED 10 1500 D KILROY RLTY CORP COM 49427F10 15131 213600 SH SHARED 11 75400 138200 D KIMBALL INTL INC CL B 49427410 1303 93065 SH SHARED 93065 D KIMBALL INTL INC CL B 49427410 11 816 SH SHARED 02 816 D KIMBALL INTL INC CL B 49427410 28 2000 SH SHARED 10 2000 D KIMBERLY CLARK CORP COM 49436810 56243 840840 SH SHARED 831040 9800 D KIMBERLY CLARK CORP COM 49436810 6109 91331 SH SHARED 01 83526 7805 D KIMBERLY CLARK CORP COM 49436810 2665 39854 SH SHR/OTHR 01 39854 D KIMBERLY CLARK CORP COM 49436810 8345 124762 SH SHARED 02 111685 13077 D KIMBERLY CLARK CORP COM 49436810 12 180 SH SHARED 05 180 D KIMBERLY CLARK CORP COM 49436810 3599 53808 SH SHARED 06 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GROUP INC COM 50187A10 3 146 SH SHARED 02 146 D LHC GROUP INC COM 50187A10 60 2300 SH SHARED 21 2300 D LKQ CORP COM 50188920 1586 64326 SH SHARED 64326 D LKQ CORP COM 50188920 4 186 SH SHARED 02 186 D LSB FINL CORP COM 50192510 0 34 SH SHARED 34 D LMI AEROSPACE INC COM 50207910 933 38434 SH SHARED 38434 D LMP CAP & INCOME FD INC COM 50208A10 2936 143500 SH SHARED 02 143500 D LMP REAL ESTATE INCOME FD IN COM 50208C10 3180 147506 SH SHARED 147506 D LNB BANCORP INC COM 50210010 2 153 SH SHARED 153 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 271 13300 SH SHARED 13300 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 5657 276668 SH SHARED 276668 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 236 11550 SH SHARED 02 11150 400 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 869 42530 SH SHARED 06 42530 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 476 23300 SH SHARED 10 23300 D LSB CORP COM 50215P10 2 165 SH SHARED 165 D L S B BANCSHARES N C COM 50215810 2 216 SH SHARED 216 D LSI INDS INC COM 50216C10 6028 336799 SH 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SH SHARED 14 5800 900 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 7039 72279 SH SHARED 16 72279 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1327 13630 SH SHARED 20 9775 3855 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 24 250 SH SHR/OTHR 20 250 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 554 5696 SH SHARED 22 3486 2210 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 24 249 SH SHR/OTHR 22 249 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1031 10595 SH SHARED 23 10245 350 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 109 1120 SH SHR/OTHR 23 1120 D LA BARGE INC COM 50247010 3 313 SH SHARED 313 D LA JOLLA PHARMACEUTICAL CO COM NEW 50345930 329 73487 SH SHARED 73487 D LA JOLLA PHARMACEUTICAL CO COM NEW 50345930 0 2 SH SHARED 02 2 D LABOPHARM INC COM 50490510 2 700 SH SHARED 700 D LABOPHARM INC COM 50490510 57 20000 SH SHARED 02 20000 D LA Z BOY INC COM 50533610 2231 194680 SH SHARED 194680 D LA Z BOY INC COM 50533610 1 115 SH SHARED 02 115 D LA Z BOY INC COM 50533610 174 15200 SH SHARED 10 15200 D 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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 618 7900 SH SHARED 22 7120 780 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 70 896 SH SHR/OTHR 22 896 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3787 48398 SH SHARED 23 44843 3555 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1837 23475 SH SHR/OTHR 23 23475 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 54 700 SH SHARED 24 700 D LABOR READY INC COM NEW 50540120 20192 873774 SH SHARED 873774 D LABOR READY INC COM NEW 50540120 561 24300 SH SHARED 01 24300 D LABOR READY INC COM NEW 50540120 309 13406 SH SHARED 02 13406 D LABOR READY INC COM NEW 50540120 637 27600 SH SHARED 10 27600 D LABRANCHE & CO INC COM 50544710 276 37474 SH SHARED 37474 D LABRANCHE & CO INC COM 50544710 47 6500 SH SHARED 01 6500 D LABRANCHE & CO INC COM 50544710 17 2400 SH SHARED 02 360 2040 D LABRANCHE & CO INC COM 50544710 76 10300 SH SHARED 10 10300 D LACLEDE GROUP INC COM 50559710 735 23081 SH SHARED 23081 D LACLEDE GROUP INC COM 50559710 19 600 SH SHARED 01 600 D LACLEDE GROUP INC COM 50559710 105 3296 SH SHARED 02 3296 D LACLEDE GROUP INC COM 50559710 449 14100 SH SHARED 10 14100 D LACLEDE GROUP INC COM 50559710 31 1000 SH SHR/OTHR 23 1000 D LACROSSE FOOTWEAR INC COM 50568810 2 120 SH SHARED 120 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 1793 779919 SH SHARED 779919 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 26 11400 SH SHARED 01 11400 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 15 6704 SH SHARED 02 6704 D LADISH INC COM NEW 50575420 311 7243 SH SHARED 7243 D LAIDLAW INTL INC COM 50730R10 74289 2150216 SH SHARED 2150216 D LAIDLAW INTL INC COM 50730R10 78 2263 SH SHARED 02 2263 D LAIDLAW INTL INC COM 50730R10 183 5300 SH SHARED 10 5300 D LAKE SHORE BANCORP INC COM 51070010 8 669 SH SHARED 669 D LAKELAND BANCORP INC COM 51163710 126 9523 SH SHARED 9523 D LAKELAND FINL CORP COM 51165610 128 6048 SH SHARED 6048 D LAKELAND FINL CORP COM 51165610 59 2782 SH SHARED 02 2782 D LAKELAND INDS INC COM 51179510 134 9698 SH SHARED 9698 D LAKES ENTMNT INC COM 51206P10 271 23023 SH SHARED 23023 D LAM RESEARCH CORP COM 51280710 73869 1437149 SH SHARED 1437149 D LAM RESEARCH CORP COM 51280710 4335 84350 SH SHARED 01 37650 46700 D LAM RESEARCH CORP COM 51280710 1207 23484 SH SHARED 02 23484 D LAM RESEARCH CORP COM 51280710 539 10500 SH SHARED 06 8750 1750 D LAM RESEARCH CORP COM 51280710 7556 147004 SH SHARED 10 147004 D LAM RESEARCH CORP COM 51280710 1516 29499 SH SHARED 14 29499 D LAMAR ADVERTISING CO CL A 51281510 5808 92549 SH SHARED 92549 D LAMAR ADVERTISING CO CL A 51281510 225 3600 SH SHARED 01 3600 D LAMAR ADVERTISING CO CL A 51281510 299 4765 SH SHARED 02 840 3925 D LAMAR ADVERTISING CO CL A 51281510 144 2310 SH SHARED 06 1900 410 D LAMAR ADVERTISING CO CL A 51281510 3082 49115 SH SHARED 10 49115 D LAMSON & SESSIONS CO COM 51369610 8177 307785 SH SHARED 307785 D LAMSON & SESSIONS CO COM 51369610 15 600 SH SHARED 01 600 D LAMSON & SESSIONS CO COM 51369610 573 21600 SH SHARED 10 21600 D LANCASTER COLONY CORP COM 51384710 2060 49192 SH SHARED 49192 D LANCASTER COLONY CORP COM 51384710 762 18200 SH SHARED 01 11200 7000 D LANCASTER COLONY CORP COM 51384710 2626 62691 SH SHARED 02 62691 D LANCASTER COLONY CORP COM 51384710 23 558 SH SHARED 10 558 D LANCE INC COM 51460610 615 26142 SH SHARED 26142 D LANCE INC COM 51460610 146 6200 SH SHARED 10 6200 D LANCE INC COM 51460610 29 1250 SH SHARED 23 1250 D LANDAUER INC COM 51476K10 1218 24738 SH SHARED 24738 D LANDAUER INC COM 51476K10 503 10227 SH SHARED 01 10227 D LANDAUER INC COM 51476K10 2 49 SH SHARED 02 49 D LANDAUER INC COM 51476K10 256 5200 SH SHARED 10 5200 D LANDEC CORP COM 51476610 2328 173789 SH SHARED 173789 D LANDEC CORP COM 51476610 19 1486 SH SHARED 02 1486 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 1766 1165000 PRN SHARED 02 1165000 D LANDAMERICA FINL GROUP INC COM 51493610 9372 97133 SH SHARED 97133 D LANDAMERICA FINL GROUP INC COM 51493610 328 3400 SH SHARED 01 3400 D LANDAMERICA FINL GROUP INC COM 51493610 289 3000 SH SHARED 02 3000 D LANDAMERICA FINL GROUP INC COM 51493610 878 9100 SH SHARED 10 9100 D LANDMARK BANCORP INC COM 51504L10 1 59 SH SHARED 59 D LANDRYS RESTAURANTS INC COM 51508L10 61342 2027191 SH SHARED 2027191 D LANDRYS RESTAURANTS INC COM 51508L10 202 6700 SH SHARED 01 6700 D LANDRYS RESTAURANTS INC COM 51508L10 8 276 SH SHARED 02 276 D LANDRYS RESTAURANTS INC COM 51508L10 3174 104900 SH SHARED 10 104900 D LANDSTAR SYS INC COM 51509810 20896 433085 SH SHARED 433085 D LANDSTAR SYS INC COM 51509810 159 3300 SH SHARED 01 3300 D LANDSTAR SYS INC COM 51509810 335 6958 SH SHARED 02 6958 D LANDSTAR SYS INC COM 51509810 871 18072 SH SHARED 10 18072 D LANGER INC COM 51570710 1 225 SH SHARED 225 D LANNET INC COM 51601210 1 265 SH SHARED 265 D LANNET INC COM 51601210 0 1 SH SHARED 02 1 D LANTRONIX INC COM 51654810 1 973 SH SHARED 973 D LANTRONIX INC COM 51654810 0 4 SH SHARED 02 4 D LAPOLLA INDS INC COM 51664810 0 399 SH SHARED 399 D LAPOLLA INDS INC COM 51664810 11 20080 SH SHARED 02 20080 D LAS VEGAS SANDS CORP COM 51783410 51249 670899 SH SHARED 670899 D LAS VEGAS SANDS CORP COM 51783410 8893 116427 SH SHARED 01 54345 62082 D LAS VEGAS SANDS CORP COM 51783410 789 10341 SH SHR/OTHR 01 10341 D LAS VEGAS SANDS CORP COM 51783410 78311 1025158 SH SHARED 02 1024755 403 D LAS VEGAS SANDS CORP COM 51783410 255 3350 SH SHARED 06 2350 1000 D LAS VEGAS SANDS CORP COM 51783410 758 9935 SH SHARED 10 8215 1720 D LAS VEGAS SANDS CORP COM 51783410 76 1000 SH SHR/OTHR 10 1000 D LAS VEGAS SANDS CORP COM 51783410 1166 15265 SH SHARED 20 9430 5835 D LAS VEGAS SANDS CORP COM 51783410 145 1900 SH SHR/OTHR 20 1900 D LAS VEGAS SANDS CORP COM 51783410 104 1373 SH SHARED 21 1373 D LAS VEGAS SANDS CORP COM 51783410 559 7330 SH SHARED 22 5895 1435 D LAS VEGAS SANDS CORP COM 51783410 92 1216 SH SHR/OTHR 22 1216 D LAS VEGAS SANDS CORP COM 51783410 2251 29479 SH SHARED 23 28204 1275 D LAS VEGAS SANDS CORP COM 51783410 1062 13915 SH SHR/OTHR 23 13915 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 892 20550 SH SHARED 20550 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 3996 92034 SH SHARED 92034 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 308 7100 SH SHARED 01 7100 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 642 14801 SH SHARED 02 14801 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 3134 72200 SH SHARED 10 72200 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 186366 4292179 SH SHARED 11 2465440 1826739 D LASERCARD CORP COM 51807U10 4714 431763 SH SHARED 431763 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 25 497 SH SHARED 497 D LATIN AMERN DISCOVERY FD INC COM 51828C10 26 890 SH SHARED 890 D LATIN AMERN DISCOVERY FD INC COM 51828C10 899 30185 SH SHARED 02 30185 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 950 1000000 PRN SHARED 02 1000000 D LATTICE SEMICONDUCTOR CORP COM 51841510 5394 943142 SH SHARED 943142 D LATTICE SEMICONDUCTOR CORP COM 51841510 66 11700 SH SHARED 02 11700 D LATTICE SEMICONDUCTOR CORP COM 51841510 159 27800 SH SHARED 10 27800 D LAUDER ESTEE COS INC CL A 51843910 9191 201967 SH SHARED 201967 D LAUDER ESTEE COS INC CL A 51843910 6492 142654 SH SHARED 01 141189 1465 D LAUDER ESTEE COS INC CL A 51843910 283 6221 SH SHR/OTHR 01 6221 D LAUDER ESTEE COS INC CL A 51843910 4478 98400 SH SHARED 02 98400 D LAUDER ESTEE COS INC CL A 51843910 1934 42500 SH SHARED 04 42500 D LAUDER ESTEE COS INC CL A 51843910 734 16130 SH SHARED 06 15100 1030 D LAUDER ESTEE COS INC CL A 51843910 11816 259650 SH SHARED 10 259650 D LAUDER ESTEE COS INC CL A 51843910 56 1240 SH SHR/OTHR 10 1240 D LAUDER ESTEE COS INC CL A 51843910 68 1500 SH SHARED 14 1500 D LAUDER ESTEE COS INC CL A 51843910 2503 55000 SH SHARED 15 55000 D LAUDER ESTEE COS INC CL A 51843910 457 10060 SH SHARED 20 425 9635 D LAUDER ESTEE COS INC CL A 51843910 31 700 SH SHR/OTHR 20 700 D LAUDER ESTEE COS INC CL A 51843910 72 1600 SH SHARED 23 1600 D LAUDER ESTEE COS INC CL A 51843910 86 1900 SH SHR/OTHR 23 1900 D LAUREATE EDUCATION INC COM 51861310 11492 186389 SH SHARED 186389 D LAUREATE EDUCATION INC COM 51861310 1535 24900 SH SHARED 01 9100 15800 D LAUREATE EDUCATION INC COM 51861310 444 7206 SH SHARED 02 7206 D LAUREATE EDUCATION INC COM 51861310 117 1900 SH SHARED 10 1900 D LAW ENFORCEMENT ASSOCS CORP COM 51948510 0 278 SH SHARED 278 D LAWSON PRODS INC COM 52077610 523 13520 SH SHARED 13520 D LAWSON SOFTWARE INC NEW COM 52078P10 2163 218750 SH SHARED 218750 D LAWSON SOFTWARE INC NEW COM 52078P10 25 2541 SH SHARED 02 41 2500 D LAWSON SOFTWARE INC NEW COM 52078P10 526 53200 SH SHARED 10 53200 D LAYNE CHRISTENSEN CO COM 52105010 404 9884 SH SHARED 9884 D LAYNE CHRISTENSEN CO COM 52105010 155 3800 SH SHARED 01 3800 D LAYNE CHRISTENSEN CO COM 52105010 3 87 SH SHARED 02 87 D LAYNE CHRISTENSEN CO COM 52105010 20530 501367 SH SHARED 04 501367 D LAYNE CHRISTENSEN CO COM 52105010 11506 281000 SH SHARED 05 281000 D LAYNE CHRISTENSEN CO COM 52105010 1990 48600 SH SHARED 10 48600 D LAZARD WORLD DIVID & INCOME COM 52107610 697 30393 SH SHARED 02 30393 D LAZARE KAPLAN INTL INC COM 52107810 0 75 SH SHARED 75 D LEADING BRANDS INC COM 52170U10 1 400 SH SHARED 02 400 D LEADIS TECHNOLOGY INC COM 52171N10 2 630 SH SHARED 630 D LEAPFROG ENTERPRISES INC CL A 52186N10 417 40732 SH SHARED 40732 D LEAPFROG ENTERPRISES INC CL A 52186N10 15 1500 SH SHARED 01 1500 D LEAPFROG ENTERPRISES INC CL A 52186N10 9 919 SH SHARED 02 919 D LEAP WIRELESS INTL INC COM NEW 52186330 9507 112514 SH SHARED 112514 D LEAP WIRELESS INTL INC COM NEW 52186330 46 552 SH SHARED 02 552 D LEAP WIRELESS INTL INC COM NEW 52186330 6210 73500 SH SHARED 04 73500 D LEAP WIRELESS INTL INC COM NEW 52186330 10234 121120 SH SHARED 10 121120 D LEAR CORP COM 52186510 43856 1231580 SH SHARED 1231580 D LEAR CORP COM 52186510 975 27400 SH SHARED 01 3500 23900 D LEAR CORP COM 52186510 6480 181991 SH SHARED 02 181991 D LEAR CORP COM 52186510 35 1000 SH SHARED 06 600 400 D LEAR CORP COM 52186510 644 18100 SH SHARED 10 18100 D LEARNING TREE INTL INC COM 52201510 2 204 SH SHARED 204 D LEARNING TREE INTL INC COM 52201510 0 1 SH SHARED 02 1 D LECG CORP COM 52323410 688 45533 SH SHARED 45533 D LECROY CORP COM 52324W10 1263 129977 SH SHARED 129977 D LECROY CORP COM 52324W10 184 19003 SH SHARED 02 19003 D LEE ENTERPRISES INC COM 52376810 2389 114546 SH SHARED 114546 D LEE ENTERPRISES INC COM 52376810 98 4700 SH SHARED 02 4700 D LEE ENTERPRISES INC COM 52376810 1011 48481 SH SHARED 10 48481 D LEESPORT FINANCIAL CORP COM 52447710 2 145 SH SHARED 145 D LEGACY BANCORP INC CL A 52463G10 753 50377 SH SHARED 50377 D LEGACY BANCORP INC CL A 52463G10 0 1 SH SHARED 02 1 D LEGGETT & PLATT INC COM 52466010 7513 340741 SH SHARED 340741 D LEGGETT & PLATT INC COM 52466010 789 35800 SH SHARED 01 33100 2700 D LEGGETT & PLATT INC COM 52466010 1011 45884 SH SHARED 02 45884 D LEGGETT & PLATT INC COM 52466010 4 200 SH SHARED 05 200 D LEGGETT & PLATT INC COM 52466010 654 29680 SH SHARED 06 28750 930 D LEGGETT & PLATT INC COM 52466010 9660 438130 SH SHARED 10 438130 D LEGGETT & PLATT INC COM 52466010 599 27200 SH SHARED 14 27200 D LEGACY RESERVES LP UNIT LP INT 52470730 5392 200101 SH SHARED 200101 D LEGG MASON INC COM 52490110 29800 302916 SH SHARED 302916 D LEGG MASON INC COM 52490110 3589 36491 SH SHARED 01 36491 D LEGG MASON INC COM 52490110 1675 17032 SH SHARED 02 17032 D LEGG MASON INC COM 52490110 6 70 SH SHARED 05 70 D LEGG MASON INC COM 52490110 1402 14260 SH SHARED 06 13100 1160 D LEGG MASON INC COM 52490110 5991 60900 SH SHARED 10 60900 D LEGG MASON INC COM 52490110 1475 15000 SH SHARED 15 15000 D LEHMAN BROS HLDGS INC COM 52490810 220624 2910619 SH SHARED 2910619 D LEHMAN BROS HLDGS INC COM 52490810 30774 406002 SH SHARED 01 396742 9260 D LEHMAN BROS HLDGS INC COM 52490810 101 1340 SH SHR/OTHR 01 1340 D LEHMAN BROS HLDGS INC COM 52490810 7837 103399 SH SHARED 02 75145 28254 D LEHMAN BROS HLDGS INC COM 52490810 6139 81000 SH SHARED 04 81000 D LEHMAN BROS HLDGS INC COM 52490810 15 200 SH SHARED 05 200 D LEHMAN BROS HLDGS INC COM 52490810 6327 83480 SH SHARED 06 79070 4410 D LEHMAN BROS HLDGS INC COM 52490810 104812 1382750 SH SHARED 10 1365625 17125 D LEHMAN BROS HLDGS INC COM 52490810 1553 20497 SH SHARED 14 20497 D LEHMAN BROS HLDGS INC COM 52490810 288 3800 SH SHARED 19 3800 D LEHMAN BROS HLDGS INC COM 52490810 857 11310 SH SHARED 20 6195 5115 D LEHMAN BROS HLDGS INC COM 52490810 382 5050 SH SHARED 22 3000 2050 D LEHMAN BROS HLDGS INC COM 52490810 3027 39940 SH SHARED 23 38400 1540 D LEHMAN BROS HLDGS INC COM 52490810 265 3500 SH SHR/OTHR 23 3500 D LEHMAN BROS HLDGS INC COM 52490810 72 952 SH SHARED 24 952 D LEMAITRE VASCULAR INC COM 52555820 1 238 SH SHARED 238 D LENNAR CORP CL A 52605710 12692 347161 SH SHARED 347161 D LENNAR CORP CL A 52605710 500 13700 SH SHARED 01 13700 D LENNAR CORP CL A 52605710 4374 119652 SH SHARED 02 119652 D LENNAR CORP CL A 52605710 1828 50000 SH SHARED 04 50000 D LENNAR CORP CL A 52605710 477 13050 SH SHARED 06 12250 800 D LENNAR CORP CL A 52605710 2848 77900 SH SHARED 10 77900 D LENNAR CORP CL B 52605730 8657 246220 SH SHARED 246220 D LENNAR CORP CL B 52605730 4 120 SH SHARED 01 120 D LENNAR CORP CL B 52605730 70 2000 SH SHARED 23 2000 D LENNOX INTL INC COM 52610710 13235 386651 SH SHARED 386651 D LENNOX INTL INC COM 52610710 373 10900 SH SHARED 01 10900 D LENNOX INTL INC COM 52610710 43 1257 SH SHARED 02 702 555 D LENNOX INTL INC COM 52610710 13965 408000 SH SHARED 10 408000 D LENNOX INTL INC COM 52610710 102 3000 SH SHARED 21 3000 D LENOX GROUP INC COM 52626210 1622 230854 SH SHARED 230854 D LENOX GROUP INC COM 52626210 0 1 SH SHARED 02 1 D LEUCADIA NATL CORP COM 52728810 6813 193296 SH SHARED 193296 D LEUCADIA NATL CORP COM 52728810 2058 58410 SH SHARED 01 3810 54600 D LEUCADIA NATL CORP COM 52728810 856 24305 SH SHARED 02 18343 5962 D LEUCADIA NATL CORP COM 52728810 183 5200 SH SHARED 06 3800 1400 D LEUCADIA NATL CORP COM 52728810 11746 333247 SH SHARED 10 333247 D LEUCADIA NATL CORP COM 52728810 36 1024 SH SHARED 21 1024 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 958 1000000 PRN SHARED 1000000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 15762 12500000 PRN SHARED 12500000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 5 4000 PRN SHARED 10 4000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 3132 535516 SH SHARED 535516 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 515 88109 SH SHARED 01 87639 470 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 3706 633556 SH SHARED 02 602949 30607 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 731 125000 SH SHARED 04 125000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 6183 1057000 SH SHARED 06 26500 1030500 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 853 145913 SH SHARED 10 114413 31500 D LEVITT CORP CL A 52742P10 173 18422 SH SHARED 18422 D LEVITT CORP CL A 52742P10 309 32810 SH SHARED 02 32810 D LEXICON PHARMACEUTICALS INC COM 52887210 1498 466689 SH SHARED 466689 D LEXINGTON REALTY TRUST COM 52904310 21770 1046679 SH SHARED 1046679 D LEXINGTON REALTY TRUST COM 52904310 16 800 SH SHARED 01 800 D LEXINGTON REALTY TRUST COM 52904310 37 1823 SH SHARED 02 1823 D LEXINGTON REALTY TRUST COM 52904310 1352 65000 SH SHARED 04 65000 D LEXINGTON REALTY TRUST COM 52904310 2826 135900 SH SHARED 10 135900 D LEXINGTON REALTY TRUST COM 52904310 61543 2958800 SH SHARED 11 2958800 D LEXINGTON REALTY TRUST PFD CONV SER C 52904330 12875 272440 SH SHARED 272440 D LEXINGTON REALTY TRUST PFD CONV SER C 52904330 2363 50000 SH SHARED 02 50000 D LEXMARK INTL NEW CL A 52977110 7 150 SH SHARED 150 D LEXMARK INTL NEW CL A 52977110 11702 237317 SH SHARED 237317 D LEXMARK INTL NEW CL A 52977110 27544 558600 SH SHARED 01 558600 D LEXMARK INTL NEW CL A 52977110 2356 47794 SH SHARED 02 47779 15 D LEXMARK INTL NEW CL A 52977110 20 408 SH SHARED 04 408 D LEXMARK INTL NEW CL A 52977110 4 100 SH SHARED 05 100 D LEXMARK INTL NEW CL A 52977110 2236 45350 SH SHARED 06 43850 1500 D LEXMARK INTL NEW CL A 52977110 8896 180425 SH SHARED 10 177525 2900 D LEXMARK INTL NEW CL A 52977110 92 1885 SH SHARED 14 1885 D LEXMARK INTL NEW CL A 52977110 390 7915 SH SHARED 19 7915 D LIBBEY INC COM 52989810 4919 228091 SH SHARED 228091 D LIBBEY INC COM 52989810 21 983 SH SHARED 02 983 D LIBERTY BANCORP INC COM 53017Q10 1 110 SH SHARED 110 D LIBERTY BELL BK CHERRY HILL COM 53023310 0 68 SH SHARED 68 D LIBERTY GLOBAL INC COM SER A 53055510 20771 506130 SH SHARED 506130 D LIBERTY GLOBAL INC COM SER A 53055510 6924 168718 SH SHARED 01 168545 173 D LIBERTY GLOBAL INC COM SER A 53055510 2 63 SH SHR/OTHR 01 63 D LIBERTY GLOBAL INC COM SER A 53055510 1096 26724 SH SHARED 02 8509 18215 D LIBERTY GLOBAL INC COM SER A 53055510 2052 50000 SH SHARED 04 50000 D LIBERTY GLOBAL INC COM SER A 53055510 4 118 SH SHARED 05 118 D LIBERTY GLOBAL INC COM SER A 53055510 309 7553 SH SHARED 06 5692 1861 D LIBERTY GLOBAL INC COM SER A 53055510 12637 307935 SH SHARED 10 273097 34838 D LIBERTY GLOBAL INC COM SER A 53055510 92 2250 SH SHR/OTHR 20 2250 D LIBERTY GLOBAL INC COM SER C 53055530 9371 238469 SH SHARED 238469 D LIBERTY GLOBAL INC COM SER C 53055530 166 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 199 5076 SH SHARED 02 82 4994 D LIBERTY GLOBAL INC COM SER C 53055530 4 118 SH SHARED 05 118 D LIBERTY GLOBAL INC COM SER C 53055530 276 7023 SH SHARED 06 5192 1831 D LIBERTY GLOBAL INC COM SER C 53055530 890 22658 SH SHARED 10 22320 338 D LIBERTY GLOBAL INC COM SER C 53055530 2530 64391 SH SHARED 14 64391 D LIBERTY GLOBAL INC COM SER C 53055530 88 2250 SH SHR/OTHR 20 2250 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 2423 108527 SH SHARED 108527 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 477 21372 SH SHARED 01 18754 2618 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 5 260 SH SHR/OTHR 01 260 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 2640 118265 SH SHARED 02 49358 68907 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 446 20000 SH SHARED 04 20000 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 6 296 SH SHARED 05 296 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 523 23438 SH SHARED 06 17162 6276 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 3962 177445 SH SHARED 10 175752 1693 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 189 8466 SH SHR/OTHR 10 8466 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 220 9858 SH SHARED 14 9858 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 159 7150 SH SHARED 20 7150 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 251 11250 SH SHR/OTHR 20 11250 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 50500 429134 SH SHARED 429134 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 538 4573 SH SHARED 01 4050 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 12749 108344 SH SHARED 02 94156 14188 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 235 2000 SH SHARED 04 2000 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 6 59 SH SHARED 05 59 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 552 4696 SH SHARED 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1580500 SH SHARED 10 1580500 D MFRI INC COM 55272110 3 132 SH SHARED 132 D MFS CHARTER INCOME TR SH BEN INT 55272710 1691 199663 SH SHARED 199663 D MFS INTER INCOME TR SH BEN INT 55273C10 524 86662 SH SHARED 86662 D MFS INTER INCOME TR SH BEN INT 55273C10 193 32000 SH SHARED 02 32000 D MFS INTER INCOME TR SH BEN INT 55273C10 17 2828 SH SHARED 20 2828 D MGE ENERGY INC COM 55277P10 2372 72616 SH SHARED 72616 D MGE ENERGY INC COM 55277P10 13 400 SH SHARED 01 400 D MGE ENERGY INC COM 55277P10 215 6598 SH SHARED 02 5762 836 D MGE ENERGY INC COM 55277P10 326 10000 SH SHARED 10 10000 D MGIC INVT CORP WIS COM 55284810 32230 566838 SH SHARED 566838 D MGIC INVT CORP WIS COM 55284810 573 10080 SH SHARED 01 10080 D MGIC INVT CORP WIS COM 55284810 14797 260248 SH SHARED 02 260126 122 D MGIC INVT CORP WIS COM 55284810 5 100 SH SHARED 05 100 D MGIC INVT CORP WIS COM 55284810 561 9874 SH SHARED 06 8844 1030 D MGIC INVT CORP WIS COM 55284810 3454 60750 SH SHARED 10 60750 D MGIC INVT CORP WIS COM 55284810 214 3773 SH SHARED 14 3773 D MGIC INVT CORP WIS COM 55284810 68 1200 SH SHARED 22 1200 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 1737 2500000 PRN SHARED 2500000 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 579 834000 PRN SHARED 02 834000 D MGI PHARMA INC COM 55288010 8 400 SH SHARED 400 D MGI PHARMA INC COM 55288010 1809 80873 SH SHARED 80873 D MGI PHARMA INC COM 55288010 109 4900 SH SHARED 01 4900 D MGI PHARMA INC COM 55288010 4 220 SH SHR/OTHR 01 220 D MGI PHARMA INC COM 55288010 447 19990 SH SHARED 02 19990 D MGI PHARMA INC COM 55288010 8858 396000 SH SHARED 04 396000 D MGI PHARMA INC COM 55288010 1157 51764 SH SHARED 10 51764 D MGI PHARMA INC COM 55288010 30 1371 SH SHARED 21 1371 D MGM MIRAGE COM 55295310 13059 158332 SH SHARED 158332 D MGM MIRAGE COM 55295310 65 800 SH SHARED 01 800 D MGM MIRAGE COM 55295310 3433 41626 SH SHARED 02 40876 750 D MGM MIRAGE COM 55295310 356 4320 SH SHARED 06 3200 1120 D MGM MIRAGE COM 55295310 635 7700 SH SHARED 10 7700 D MGP INGREDIENTS INC COM 55302G10 211 12513 SH SHARED 12513 D MHI HOSPITALITY CORP COM 55302L10 1 159 SH SHARED 159 D MGT CAPITAL INVTS INC COM 55302P10 16 3166 SH SHARED 3166 D MGT CAPITAL INVTS INC COM 55302P10 11 2300 SH SHARED 2300 D MGT CAPITAL INVTS INC COM 55302P10 0 3 SH SHARED 02 3 D MI DEVS INC CL A SUB VTG 55304X10 15 417 SH SHARED 417 D MI DEVS INC CL A SUB VTG 55304X10 1 50 SH SHARED 05 50 D MI DEVS INC CL A SUB VTG 55304X10 56 1550 SH SHARED 06 1550 D MI DEVS INC CL A SUB VTG 55304X10 78 2157 SH SHARED 14 2157 D M/I HOMES INC COM 55305B10 4296 161531 SH SHARED 161531 D M/I HOMES INC COM 55305B10 71 2700 SH SHARED 10 2700 D MKS INSTRUMENT INC COM 55306N10 9498 342909 SH SHARED 342909 D MKS INSTRUMENT INC COM 55306N10 1138 41100 SH SHARED 01 41100 D MKS INSTRUMENT INC COM 55306N10 251 9082 SH SHARED 02 9082 D MKS INSTRUMENT INC COM 55306N10 282 10200 SH SHARED 06 10200 D MKS INSTRUMENT INC COM 55306N10 15491 559246 SH SHARED 10 559246 D MKS INSTRUMENT INC COM 55306N10 49 1801 SH SHARED 21 1801 D ML MACADAMIA ORCHARDS L P DEP UNIT CL A 55307U10 10 2000 SH SHARED 02 2000 D MIVA INC COM 55311R10 1867 287306 SH SHARED 287306 D MPC CORPORATION COM 55316610 0 273 SH SHARED 273 D MPS GROUP INC COM 55340910 3317 248155 SH SHARED 248155 D MPS GROUP INC COM 55340910 1085 81200 SH SHARED 01 52500 28700 D MPS GROUP INC COM 55340910 143 10700 SH SHARED 02 10700 D MPS GROUP INC COM 55340910 381 28500 SH SHARED 10 28500 D MRV COMMUNICATIONS INC COM 55347710 202 62380 SH SHARED 62380 D MRV COMMUNICATIONS INC COM 55347710 115 35500 SH SHARED 10 35500 D MRU HLDGS INC COM 55348A10 41 6516 SH SHARED 6516 D MSB FINANCIAL CORPORATION COM 55352P10 7 632 SH SHARED 632 D MSC INDL DIRECT INC CL A 55353010 1962 35678 SH SHARED 35678 D MSC INDL DIRECT INC CL A 55353010 918 16700 SH SHARED 01 16700 D MSC INDL DIRECT INC CL A 55353010 310 5648 SH SHARED 02 5583 65 D MSC SOFTWARE CORP COM 55353110 4687 346697 SH SHARED 346697 D MSC SOFTWARE CORP COM 55353110 54 3999 SH SHARED 02 2999 1000 D MSC SOFTWARE CORP COM 55353110 21842 1615600 SH SHARED 10 1615600 D M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB 242 177000 PRN SHARED 02 177000 D MTR GAMING GROUP INC COM 55376910 470 30548 SH SHARED 30548 D MTC TECHNOLOGIES INC COM 55377A10 113 4630 SH SHARED 4630 D MTS MEDICATION TECHNLGS INC COM 55377310 1 108 SH SHARED 108 D MTS SYS CORP COM 55377710 1309 29317 SH SHARED 29317 D MTS SYS CORP COM 55377710 276 6200 SH SHARED 02 6200 D MTS SYS CORP COM 55377710 187 4200 SH SHARED 10 4200 D MVC CAPITAL INC COM 55382910 7033 373930 SH SHARED 373930 D MVC CAPITAL INC COM 55382910 1 106 SH SHARED 02 106 D MVC CAPITAL INC COM 55382910 11 600 SH SHARED 10 600 D MV OIL TR TR UNITS 55385910 1839 73876 SH SHARED 73876 D MWI VETERINARY SUPPLY INC COM 55402X10 367 9217 SH SHARED 9217 D MWI VETERINARY SUPPLY INC COM 55402X10 11 280 SH SHARED 02 280 D M-WAVE INC COM NEW 55403420 0 35 SH SHARED 35 D MAC-GRAY CORP COM 55415310 2 176 SH SHARED 176 D MACATAWA BK CORP COM 55422510 122 7730 SH SHARED 7730 D MACATAWA BK CORP COM 55422510 109 6900 SH SHARED 10 6900 D MACE SEC INTL INC COM NEW 55433520 0 362 SH SHARED 362 D MACERICH CO COM 55438210 1285 15600 SH SHARED 15600 D MACERICH CO COM 55438210 60280 731381 SH SHARED 731381 D MACERICH CO COM 55438210 4038 49000 SH SHARED 01 28200 20800 D MACERICH CO COM 55438210 1240 15049 SH SHARED 02 14043 1006 D MACERICH CO COM 55438210 65 800 SH SHARED 06 800 D MACERICH CO COM 55438210 667 8100 SH SHARED 10 8100 D MACERICH CO COM 55438210 337229 4091600 SH SHARED 11 2218204 1873396 D MACK CALI RLTY CORP COM 55448910 917 21100 SH SHARED 21100 D MACK CALI RLTY CORP COM 55448910 28157 647459 SH SHARED 646159 1300 D MACK CALI RLTY CORP COM 55448910 795 18300 SH SHARED 01 100 18200 D MACK CALI RLTY CORP COM 55448910 108 2500 SH SHR/OTHR 01 2500 D MACK CALI RLTY CORP COM 55448910 409 9411 SH SHARED 02 9411 D MACK CALI RLTY CORP COM 55448910 1957 45000 SH SHARED 04 45000 D MACK CALI RLTY CORP COM 55448910 169 3900 SH SHARED 10 3900 D MACK CALI RLTY CORP COM 55448910 228915 5263639 SH SHARED 11 2344141 2919498 D MACK CALI RLTY CORP COM 55448910 130 3000 SH SHR/OTHR 21 3000 D MACK CALI RLTY CORP COM 55448910 10 250 SH SHARED 23 250 D MACK CALI RLTY CORP COM 55448910 84 1950 SH SHR/OTHR 23 1950 D MACROVISION CORP COM 55590410 1507 50159 SH SHARED 50159 D MACROVISION CORP COM 55590410 1241 41300 SH SHARED 01 26900 14400 D MACROVISION CORP COM 55590410 4124 137200 SH SHARED 02 134300 2900 D MACROVISION CORP COM 55590410 721 24000 SH SHARED 04 24000 D MACROVISION CORP COM 55590410 221 7366 SH SHARED 10 7366 D MACQUARIE FT TR GB INF UT DI COM 55607W10 221 7912 SH SHARED 02 7912 D MACRONIX INTL LTD SPONS ADR NEW 55610376 0 1 SH SHARED 1 D MACYS INC COM 55616P10 110476 2777176 SH SHARED 2712876 64300 D MACYS INC COM 55616P10 63466 1595427 SH SHARED 01 1590455 4972 D MACYS INC COM 55616P10 52 1308 SH SHR/OTHR 01 1308 D MACYS INC COM 55616P10 8433 211995 SH SHARED 02 208686 3309 D MACYS INC COM 55616P10 596 15000 SH SHARED 04 15000 D MACYS INC COM 55616P10 9 244 SH SHARED 05 244 D MACYS INC COM 55616P10 6119 153832 SH SHARED 06 148534 5298 D MACYS INC COM 55616P10 129138 3246321 SH SHARED 10 3193986 52335 D MACYS INC COM 55616P10 51 1300 SH SHARED 14 1300 D MACYS INC COM 55616P10 468 11785 SH SHARED 20 9265 2520 D MACYS INC COM 55616P10 13 335 SH SHR/OTHR 21 335 D MACYS INC COM 55616P10 382 9606 SH SHARED 22 5776 3830 D MACYS INC COM 55616P10 316 7968 SH SHARED 23 6848 1120 D MACYS INC COM 55616P10 324 8154 SH SHR/OTHR 23 8154 D MADDEN STEVEN LTD COM 55626910 3738 114104 SH SHARED 114104 D MADDEN STEVEN LTD COM 55626910 62 1900 SH SHARED 01 1900 D MADDEN STEVEN LTD COM 55626910 476 14550 SH SHARED 10 14550 D MADECO SA SPONS ADR NEW 55630420 261 18683 SH SHARED 18683 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 1839 61320 SH SHARED 61320 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 63 2100 SH SHARED 02 1100 1000 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 15417 331771 SH SHARED 331771 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 492 10600 SH SHARED 01 10600 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 2 52 SH SHARED 02 52 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 10478 225488 SH SHARED 10 225488 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 7945 170572 SH SHARED 170572 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 2203 47306 SH SHARED 02 47306 D MAGELLAN PETE CORP COM 55909130 1 1045 SH SHARED 1045 D MAGMA DESIGN AUTOMATION COM 55918110 2276 162165 SH SHARED 162165 D MAGNA ENTMT CORP CL A 55921110 381 130559 SH SHARED 130559 D MAGNA INTL INC CL A 55922240 38625 424500 SH SHARED 423700 800 D MAGNA INTL INC CL A 55922240 18 200 SH SHARED 01 200 D MAGNA INTL INC CL A 55922240 9486 104259 SH SHARED 02 103380 879 D MAGNA INTL INC CL A 55922240 75 829 SH SHARED 06 379 450 D MAGNA INTL INC CL A 55922240 109 1200 SH SHARED 10 1200 D MAGNA INTL INC CL A 55922240 109 1200 SH SHARED 14 1200 D MAGNETEK INC COM 55942410 3 733 SH SHARED 733 D MAGNETEK INC COM 55942410 0 3 SH SHARED 02 3 D MAGYAR BANCORP INC COM 55977T10 0 69 SH SHARED 69 D MAGUIRE PPTYS INC COM 55977510 759 22120 SH SHARED 22120 D MAGUIRE PPTYS INC COM 55977510 370 10800 SH SHARED 01 10800 D MAGUIRE PPTYS INC COM 55977510 1394 40619 SH SHARED 02 1169 39450 D MAGUIRE PPTYS INC COM 55977510 2746 80000 SH SHARED 04 80000 D MAGUIRE PPTYS INC COM 55977510 1438 41900 SH SHARED 10 41900 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 578 20768 SH SHARED 20768 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 2861 102700 SH SHARED 02 102700 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 3649 131000 SH SHARED 04 131000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 329 42500 SH SHARED 42500 D MAIDENFORM BRANDS INC COM 56030510 249 12544 SH SHARED 12544 D MAIDENFORM BRANDS INC COM 56030510 10 525 SH SHARED 02 525 D MAINE & MARITIMES CORP COM 56037710 1 41 SH SHARED 41 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 155 9289 SH SHARED 9289 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 31 1885 SH SHARED 01 1885 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 54 3260 SH SHARED 02 3260 D MAIR HOLDINGS INC COM 56063510 2 324 SH SHARED 324 D MAIR HOLDINGS INC COM 56063510 0 1 SH SHARED 02 1 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 0 340 SH SHARED 340 D MAKEMUSIC INC COM NEW 56086P20 0 93 SH SHARED 93 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 1 455 SH SHARED 455 D MANAGEMENT NETWORK GROUP INC COM 56169310 0 2 SH SHARED 02 2 D MANATRON INC COM 56204810 1 118 SH SHARED 118 D MANHATTAN ASSOCS INC COM 56275010 3843 137705 SH SHARED 137705 D MANHATTAN ASSOCS INC COM 56275010 5 200 SH SHARED 01 200 D MANHATTAN ASSOCS INC COM 56275010 1197 42900 SH SHARED 10 42900 D MANHATTAN ASSOCS INC COM 56275010 1244 44600 SH SHARED 14 44600 D MANHATTAN PHARMACEUTICALS IN COM NEW 56311820 1 1395 SH SHARED 1395 D MANITOWOC INC COM 56357110 11386 141655 SH SHARED 141655 D MANITOWOC INC COM 56357110 771 9600 SH SHARED 01 9600 D MANITOWOC INC COM 56357110 370 4612 SH SHARED 02 576 4036 D MANITOWOC INC COM 56357110 24 300 SH SHARED 06 300 D MANITOWOC INC COM 56357110 3544 44100 SH SHARED 10 35100 9000 D MANNATECH INC COM 56377110 4468 281185 SH SHARED 281185 D MANNATECH INC COM 56377110 3 216 SH SHARED 02 216 D MANNATECH INC COM 56377110 794 50000 SH SHARED 04 50000 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 901 969000 PRN SHARED 969000 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 0 1000 PRN SHARED 10 1000 D MANNKIND CORP COM 56400P20 8414 682465 SH SHARED 682465 D MANNKIND CORP COM 56400P20 280 22767 SH SHARED 01 22767 D MANNKIND CORP COM 56400P20 189 15397 SH SHARED 02 15397 D MANNKIND CORP COM 56400P20 505 41000 SH SHARED 04 41000 D MANNKIND CORP COM 56400P20 357 29000 SH SHARED 10 29000 D MANOR CARE INC NEW NOTE 2.000% 6/0 564055AP 6725 5000000 PRN SHARED 5000000 D MANOR CARE INC NEW COM 56405510 19972 305898 SH SHARED 305898 D MANOR CARE INC NEW COM 56405510 613 9400 SH SHARED 01 7500 1900 D MANOR CARE INC NEW COM 56405510 2455 37605 SH SHARED 02 37605 D MANOR CARE INC NEW COM 56405510 365 5600 SH SHARED 06 5600 D MANOR CARE INC NEW COM 56405510 4495 68857 SH SHARED 10 68857 D MANPOWER INC COM 56418H10 4050 43910 SH SHARED 43910 D MANPOWER INC COM 56418H10 2425 26300 SH SHARED 01 1300 25000 D MANPOWER INC COM 56418H10 3267 35429 SH SHARED 02 34055 1374 D MANPOWER INC COM 56418H10 354 3840 SH SHARED 06 2600 1240 D MANPOWER INC COM 56418H10 204846 2220800 SH SHARED 10 2220800 D MANPOWER INC COM 56418H10 364 3948 SH SHARED 14 3948 D MANPOWER INC COM 56418H10 184 2000 SH SHARED 23 2000 D MANTECH INTL CORP CL A 56456310 3572 115892 SH SHARED 115892 D MANTECH INTL CORP CL A 56456310 1334 43300 SH SHARED 01 43300 D MANTECH INTL CORP CL A 56456310 329 10688 SH SHARED 02 10688 D MANTECH INTL CORP CL A 56456310 1832 59432 SH SHARED 10 59432 D MANULIFE FINL CORP COM 56501R10 1538 41223 SH SHARED 36423 4800 D MANULIFE FINL CORP COM 56501R10 195 5230 SH SHARED 01 2230 3000 D MANULIFE FINL CORP COM 56501R10 61 1655 SH SHARED 02 1655 D MANULIFE FINL CORP COM 56501R10 746 20000 SH SHARED 04 20000 D MANULIFE FINL CORP COM 56501R10 25 674 SH SHARED 05 674 D MANULIFE FINL CORP COM 56501R10 457 12246 SH SHARED 06 5664 6582 D MANULIFE FINL CORP COM 56501R10 533 14300 SH SHARED 10 14300 D MANULIFE FINL CORP COM 56501R10 1277 34243 SH SHARED 14 34243 D MANULIFE FINL CORP COM 56501R10 42 1150 SH SHARED 20 1150 D MANULIFE FINL CORP COM 56501R10 25 682 SH SHR/OTHR 20 682 D MANULIFE FINL CORP COM 56501R10 774 20740 SH SHARED 23 20740 D MARATHON ACQUISITION CORP COM 56575610 2263 287228 SH SHARED 287228 D MARATHON ACQUISITION CORP COM 56575610 512 65000 SH SHARED 01 65000 D MARATHON ACQUISITION CORP COM 56575610 20 2586 SH SHARED 02 2586 D MARATHON ACQUISITION CORP UNIT 08/24/2010 56575620 635 65000 SH SHARED 01 65000 D MARATHON OIL CORP COM 56584910 2398 40000 SH SHARED 40000 D MARATHON OIL CORP COM 56584910 172899 2883587 SH SHARED 2811487 72100 D MARATHON OIL CORP COM 56584910 47751 796396 SH SHARED 01 794296 2100 D MARATHON OIL CORP COM 56584910 12646 210910 SH SHARED 02 181464 29446 D MARATHON OIL CORP COM 56584910 21 360 SH SHARED 04 360 D MARATHON OIL CORP COM 56584910 101332 1690000 SH SHARED 04 1690000 D MARATHON OIL CORP COM 56584910 3384 56440 SH SHARED 05 56440 D MARATHON OIL CORP COM 56584910 19683 328276 SH SHARED 06 321416 6860 D MARATHON OIL CORP COM 56584910 58352 973184 SH SHARED 10 932234 40950 D MARATHON OIL CORP COM 56584910 929 15504 SH SHARED 14 15504 D MARATHON OIL CORP COM 56584910 58 980 SH SHARED 20 780 200 D MARATHON OIL CORP COM 56584910 300 5020 SH SHARED 21 5020 D MARATHON OIL CORP COM 56584910 59 1000 SH SHARED 23 1000 D MARATHON OIL CORP COM 56584910 379 6322 SH SHR/OTHR 23 6322 D MARCHEX INC CL B 56624R10 425 26070 SH SHARED 26070 D MARCHEX INC CL B 56624R10 139 8572 SH SHARED 02 8572 D MARCHEX INC CL B 56624R10 65 4000 SH SHARED 22 4000 D MARCUS CORP COM 56633010 249 10490 SH SHARED 10490 D MARCUS CORP COM 56633010 28 1200 SH SHARED 01 1200 D MARCUS CORP COM 56633010 606 25542 SH SHARED 02 25542 D MARINEMAX INC COM 56790810 16414 819916 SH SHARED 819916 D MARINEMAX INC COM 56790810 2184 109100 SH SHARED 02 109100 D MARINE PRODS CORP COM 56842710 49 6007 SH SHARED 6007 D MARINE PRODS CORP COM 56842710 0 51 SH SHARED 02 51 D MARINER ENERGY INC COM 56845T30 6880 283718 SH SHARED 283718 D MARINER ENERGY INC COM 56845T30 1386 57185 SH SHARED 01 57185 D MARINER ENERGY INC COM 56845T30 1413 58300 SH SHR/OTHR 01 58300 D MARINER ENERGY INC COM 56845T30 40 1663 SH SHARED 02 686 977 D MARINER ENERGY INC COM 56845T30 1416 58400 SH SHARED 10 58400 D MARKEL CORP COM 57053510 12429 25651 SH SHARED 25651 D MARKEL CORP COM 57053510 145 300 SH SHARED 01 300 D MARKEL CORP COM 57053510 73 152 SH SHARED 02 147 5 D MARKEL CORP COM 57053510 562 1160 SH SHARED 10 1160 D MARKETAXESS HLDGS INC COM 57060D10 275 15296 SH SHARED 15296 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 8005 211275 SH SHARED 02 208850 2425 D MARKET VECTORS ETF TR MV STEEL INDEX 57060U30 31 483 SH SHARED 02 483 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 9027 259410 SH SHARED 259410 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 675 19400 SH SHARED 02 19400 D MARKWEST HYDROCARBON INC COM 57076210 639 11143 SH SHARED 11143 D MARKWEST HYDROCARBON INC COM 57076210 17 300 SH SHARED 10 300 D MARLIN BUSINESS SVCS CORP COM 57115710 19 908 SH SHARED 908 D MARLIN BUSINESS SVCS CORP COM 57115710 4042 189684 SH SHARED 02 189684 D MARSH & MCLENNAN COS INC COM 57174810 60376 1955182 SH SHARED 1955182 D MARSH & MCLENNAN COS INC COM 57174810 2448 79292 SH SHARED 01 79292 D MARSH & MCLENNAN COS INC COM 57174810 12382 400974 SH SHARED 02 374681 26293 D MARSH & MCLENNAN COS INC COM 57174810 5 190 SH SHARED 05 190 D MARSH & MCLENNAN COS INC COM 57174810 7152 231610 SH SHARED 06 203350 28260 D MARSH & MCLENNAN COS INC COM 57174810 7365 238515 SH SHARED 10 238515 D MARSH & MCLENNAN COS INC COM 57174810 972 31500 SH SHARED 15 31500 D MARSH & MCLENNAN COS INC COM 57174810 30 1000 SH SHARED 23 1000 D MARSH & MCLENNAN COS INC COM 57174810 200 6500 SH SHR/OTHR 23 6500 D MARSHALL & ILSLEY CORP COM 57183410 42060 883069 SH SHARED 883069 D MARSHALL & ILSLEY CORP COM 57183410 1555 32650 SH SHARED 01 26300 6350 D MARSHALL & ILSLEY CORP COM 57183410 2375 49882 SH SHARED 02 49882 D MARSHALL & ILSLEY CORP COM 57183410 1312 27550 SH SHARED 06 25650 1900 D MARSHALL & ILSLEY CORP COM 57183410 8772 184190 SH SHARED 10 184190 D MARSHALL & ILSLEY CORP COM 57183410 116 2440 SH SHARED 20 2440 D MARRIOTT INTL INC NEW CL A 57190320 22645 523706 SH SHARED 523706 D MARRIOTT INTL INC NEW CL A 57190320 131213 3034539 SH SHARED 01 178259 2856280 D MARRIOTT INTL INC NEW CL A 57190320 14847 343371 SH SHR/OTHR 01 343371 D MARRIOTT INTL INC NEW CL A 57190320 2208 51070 SH SHARED 02 49538 1532 D MARRIOTT INTL INC NEW CL A 57190320 216 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 3658 84620 SH SHARED 06 40700 43920 D MARRIOTT INTL INC NEW CL A 57190320 9143 211453 SH SHARED 10 207153 4300 D MARRIOTT INTL INC NEW CL A 57190320 3525 81540 SH SHARED 20 22815 58725 D MARRIOTT INTL INC NEW CL A 57190320 503 11640 SH SHR/OTHR 20 11640 D MARRIOTT INTL INC NEW CL A 57190320 99 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 820 18968 SH SHARED 22 14328 4640 D MARRIOTT INTL INC NEW CL A 57190320 55 1272 SH SHR/OTHR 22 1272 D MARRIOTT INTL INC NEW CL A 57190320 3035 70194 SH SHARED 23 64814 5380 D MARRIOTT INTL INC NEW CL A 57190320 1888 43685 SH SHR/OTHR 23 43685 D MARTEK BIOSCIENCES CORP COM 57290110 25 1000 SH SHARED 1000 D MARTEK BIOSCIENCES CORP COM 57290110 6574 253147 SH SHARED 253147 D MARTEK BIOSCIENCES CORP COM 57290110 292 11250 SH SHARED 01 7200 4050 D MARTEK BIOSCIENCES CORP COM 57290110 1558 60000 SH SHARED 04 60000 D MARTEK BIOSCIENCES CORP COM 57290110 250 9646 SH SHARED 10 9646 D MARTEN TRANS LTD COM 57307510 309 17200 SH SHARED 17200 D MARTEN TRANS LTD COM 57307510 66 3700 SH SHARED 01 3700 D MARTEN TRANS LTD COM 57307510 1874 104100 SH SHARED 10 104100 D MARTHA STEWART LIVING OMNIME CL A 57308310 4478 260361 SH SHARED 260361 D MARTHA STEWART LIVING OMNIME CL A 57308310 115 6710 SH SHARED 02 6710 D MARTHA STEWART LIVING OMNIME CL A 57308310 153 8900 SH SHARED 10 8900 D MARTIN MARIETTA MATLS INC COM 57328410 80962 499707 SH SHARED 499707 D MARTIN MARIETTA MATLS INC COM 57328410 3460 21356 SH SHARED 01 7556 13800 D MARTIN MARIETTA MATLS INC COM 57328410 20331 125489 SH SHARED 02 124370 1119 D MARTIN MARIETTA MATLS INC COM 57328410 6 40 SH SHARED 05 40 D MARTIN MARIETTA MATLS INC COM 57328410 243 1500 SH SHARED 06 1050 450 D MARTIN MARIETTA MATLS INC COM 57328410 17770 109678 SH SHARED 10 109678 D MARTIN MARIETTA MATLS INC COM 57328410 1344 8300 SH SHARED 24 8300 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 14413 347324 SH SHARED 347324 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 244 5900 SH SHARED 02 5900 D MARVEL ENTERTAINMENT INC COM 57383T10 1252 49157 SH SHARED 49157 D MARVEL ENTERTAINMENT INC COM 57383T10 12 485 SH SHARED 02 343 142 D MARVEL ENTERTAINMENT INC COM 57383T10 3630 142482 SH SHARED 10 142482 D MARVEL ENTERTAINMENT INC COM 57383T10 20 820 SH SHR/OTHR 23 820 D MASCO CORP COM 57459910 42319 1486444 SH SHARED 1486444 D MASCO CORP COM 57459910 1550 54461 SH SHARED 01 54461 D MASCO CORP COM 57459910 1653 58087 SH SHARED 02 49192 8895 D MASCO CORP COM 57459910 1281 45000 SH SHARED 04 45000 D MASCO CORP COM 57459910 8 300 SH SHARED 05 300 D MASCO CORP COM 57459910 1275 44790 SH SHARED 06 41150 3640 D MASCO CORP COM 57459910 79769 2801870 SH SHARED 10 2801870 D MASCO CORP COM 57459910 45 1600 SH SHARED 14 1600 D MASCO CORP COM 57459910 14 500 SH SHARED 20 300 200 D MASCO CORP COM 57459910 261 9200 SH SHARED 23 9200 D MASCO CORP COM 57459910 78 2754 SH SHR/OTHR 23 2754 D MASISA S A NEW SPONSORED ADR 57480010 66 4739 SH SHARED 4739 D MASSBANK CORP READ MASS COM 57615210 3 104 SH SHARED 104 D MASSEY ENERGY CORP COM 57620610 5113 191868 SH SHARED 191868 D MASSEY ENERGY CORP COM 57620610 237 8899 SH SHARED 01 8899 D MASSEY ENERGY CORP COM 57620610 189 7098 SH SHARED 02 7098 D MASSEY ENERGY CORP COM 57620610 55 2080 SH SHARED 06 1700 380 D MASSEY ENERGY CORP COM 57620610 114 4300 SH SHARED 10 4300 D MASSEY ENERGY CORP COM 57620610 2132 80000 SH SHARED 14 80000 D MASSMUTUAL PARTN INVS SH BEN INT 57629910 147 10000 SH SHARED 02 10000 D MASTEC INC COM 57632310 2552 161341 SH SHARED 161341 D MASTEC INC COM 57632310 444 28100 SH SHARED 01 28100 D MASTEC INC COM 57632310 132 8401 SH SHARED 02 8401 D MASTEC INC COM 57632310 3575 226000 SH SHARED 10 226000 D MASTERCARD INC CL A 57636Q10 99933 602480 SH SHARED 602480 D MASTERCARD INC CL A 57636Q10 348 2100 SH SHARED 01 2100 D MASTERCARD INC CL A 57636Q10 82 500 SH SHR/OTHR 01 500 D MASTERCARD INC CL A 57636Q10 39484 238045 SH SHARED 02 236918 1127 D MASTERCARD INC CL A 57636Q10 3 20 SH SHARED 05 20 D MASTERCARD INC CL A 57636Q10 398 2400 SH SHARED 06 1650 750 D MASTERCARD INC CL A 57636Q10 1526 9200 SH SHARED 10 8100 1100 D MATERIAL SCIENCES CORP COM 57667410 3359 284955 SH SHARED 284955 D MATERIAL SCIENCES CORP COM 57667410 97 8276 SH SHARED 02 8276 D MATHSTAR INC COM 57680120 224 145970 SH SHARED 145970 D MATRIA HEALTHCARE INC COM NEW 57681720 320 10586 SH SHARED 10586 D MATRIA HEALTHCARE INC COM NEW 57681720 43 1425 SH SHARED 21 1425 D MATRITECH INC COM 57681810 137 417312 SH SHARED 417312 D MATRITECH INC COM 57681810 0 6 SH SHARED 02 6 D MATRIXX INITIATIVES INC COM 57685L10 5 248 SH SHARED 248 D MATRIXX INITIATIVES INC COM 57685L10 0 1 SH SHARED 02 1 D MATRIX SVC CO COM 57685310 9330 375474 SH SHARED 375474 D MATRIX SVC CO COM 57685310 1423 57300 SH SHARED 01 57300 D MATRIX SVC CO COM 57685310 1366 55000 SH SHR/OTHR 01 55000 D MATRIX SVC CO COM 57685310 5198 209200 SH SHARED 10 209200 D MATSUSHITA ELEC INDL ADR 57687920 3995 201700 SH SHARED 201700 D MATTEL INC COM 57708110 47510 1878626 SH SHARED 1878626 D MATTEL INC COM 57708110 1464 57905 SH SHARED 01 57905 D MATTEL INC COM 57708110 2884 114067 SH SHARED 02 106127 7940 D MATTEL INC COM 57708110 7 300 SH SHARED 05 300 D MATTEL INC COM 57708110 1780 70420 SH SHARED 06 65850 4570 D MATTEL INC COM 57708110 8119 321039 SH SHARED 10 321039 D MATTEL INC COM 57708110 315 12469 SH SHARED 14 12469 D MATTEL INC COM 57708110 37 1500 SH SHARED 21 1500 D MATTHEWS INTL CORP CL A 57712810 1775 40714 SH SHARED 40714 D MATTHEWS INTL CORP CL A 57712810 429 9850 SH SHARED 01 200 9650 D MATTHEWS INTL CORP CL A 57712810 1914 43891 SH SHARED 02 43891 D MATTHEWS INTL CORP CL A 57712810 340 7800 SH SHARED 10 7800 D MATTSON TECHNOLOGY INC COM 57722310 754 77827 SH SHARED 77827 D MATTSON TECHNOLOGY INC COM 57722310 22 2300 SH SHARED 01 2300 D MATTSON TECHNOLOGY INC COM 57722310 101 10459 SH SHARED 02 10459 D MAUI LD & PINEAPPLE INC COM 57734510 81 2221 SH SHARED 2221 D MAUI LD & PINEAPPLE INC COM 57734510 0 21 SH SHARED 02 21 D MAXIM INTEGRATED PRODS INC COM 57772K10 43653 1306604 SH SHARED 1306604 D MAXIM INTEGRATED PRODS INC COM 57772K10 1132 33900 SH SHARED 01 33900 D MAXIM INTEGRATED PRODS INC COM 57772K10 12 375 SH SHR/OTHR 01 375 D MAXIM INTEGRATED PRODS INC COM 57772K10 15912 476291 SH SHARED 02 358891 117400 D MAXIM INTEGRATED PRODS INC COM 57772K10 1971 59000 SH SHARED 04 59000 D MAXIM INTEGRATED PRODS INC COM 57772K10 7 210 SH SHARED 05 210 D MAXIM INTEGRATED PRODS INC COM 57772K10 1134 33970 SH SHARED 06 30950 3020 D MAXIM INTEGRATED PRODS INC COM 57772K10 6530 195454 SH SHARED 10 195454 D MAXIM INTEGRATED PRODS INC COM 57772K10 33 1000 SH SHARED 23 1000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 3972 3783000 PRN SHARED 02 3783000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 13770 10000000 PRN SHARED 10000000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 4674 3395000 PRN SHARED 02 3395000 D MAXUS RLTY TR INC COM 57774B10 0 27 SH SHARED 27 D MAXWELL TECHNOLOGIES INC COM 57776710 701 49335 SH SHARED 49335 D MAXWELL TECHNOLOGIES INC COM 57776710 23 1678 SH SHARED 02 1678 D MAXYGEN INC COM 57777610 103 12128 SH SHARED 12128 D MAX & ERMAS RESTAURANTS INC COM 57790310 0 36 SH SHARED 36 D MAXXAM INC COM 57791310 1 60 SH SHARED 60 D MAXXAM INC COM 57791310 0 5 SH SHARED 02 5 D MAXIMUS INC COM 57793310 657 15147 SH SHARED 15147 D MAXIMUS INC COM 57793310 286 6599 SH SHARED 02 6599 D MAXIMUS INC COM 57793310 379 8740 SH SHARED 10 8740 D MAYFLOWER BANCORP INC COM 57832110 0 50 SH SHARED 50 D MBT FINL CORP COM 57887710 10 743 SH SHARED 743 D MCAFEE INC COM 57906410 1258 35756 SH SHARED 9630 26126 D MCAFEE INC COM 57906410 25169 715051 SH SHARED 715051 D MCAFEE INC COM 57906410 5363 152372 SH SHARED 01 104487 47885 D MCAFEE INC COM 57906410 1846 52449 SH SHARED 02 52309 140 D MCAFEE INC COM 57906410 11985 340500 SH SHARED 04 340500 D MCAFEE INC COM 57906410 242 6900 SH SHARED 10 6900 D MCAFEE INC COM 57906410 732 20800 SH SHARED 14 20800 D MCAFEE INC COM 57906410 7327 208157 SH SHARED 19 208157 D MCCLATCHY CO CL A 57948910 18699 738823 SH SHARED 738823 D MCCLATCHY CO CL A 57948910 0 12 SH SHARED 01 12 D MCCLATCHY CO CL A 57948910 82 3269 SH SHARED 02 3214 55 D MCCLATCHY CO CL A 57948910 364 14400 SH SHARED 10 14400 D MCCLATCHY CO CL A 57948910 37 1500 SH SHARED 14 1500 D MCCLATCHY CO CL A 57948910 6 255 SH SHR/OTHR 20 255 D MCCLATCHY CO CL A 57948910 12 511 SH SHR/OTHR 23 511 D MCCORMICK & CO INC COM NON VTG 57978020 25981 680494 SH SHARED 680494 D MCCORMICK & CO INC COM NON VTG 57978020 537 14080 SH SHARED 01 14080 D MCCORMICK & CO INC COM NON VTG 57978020 3839 100552 SH SHARED 02 98429 2123 D MCCORMICK & CO INC COM NON VTG 57978020 3844 100700 SH SHARED 04 100700 D MCCORMICK & CO INC COM NON VTG 57978020 484 12680 SH SHARED 06 12100 580 D MCCORMICK & CO INC COM NON VTG 57978020 7509 196697 SH SHARED 10 196697 D MCCORMICK & CO INC COM NON VTG 57978020 175 4600 SH SHARED 14 4600 D MCCORMICK & CO INC COM NON VTG 57978020 95 2500 SH SHARED 23 2500 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 189 7296 SH SHARED 7296 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 948 36550 SH SHARED 01 36000 550 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 985 38000 SH SHR/OTHR 01 38000 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 3 144 SH SHARED 02 144 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 15411 594140 SH SHARED 10 594140 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1058 1114000 PRN SHARED 1114000 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1315 1385000 PRN SHARED 02 1385000 D MCDERMOTT INTL INC COM 58003710 15074 181361 SH SHARED 181361 D MCDERMOTT INTL INC COM 58003710 13053 157050 SH SHARED 01 156300 750 D MCDERMOTT INTL INC COM 58003710 54 656 SH SHARED 02 444 212 D MCDERMOTT INTL INC COM 58003710 2493 30000 SH SHARED 04 30000 D MCDERMOTT INTL INC COM 58003710 390 4700 SH SHARED 10 4700 D MCDERMOTT INTL INC COM 58003710 211 2550 SH SHARED 21 2550 D MCDERMOTT INTL INC COM 58003710 203 2450 SH SHR/OTHR 23 2450 D MCDONALDS CORP COM 58013510 871190 17162928 SH SHARED 17142128 20800 D MCDONALDS CORP COM 58013510 63253 1246130 SH SHARED 01 1177660 68470 D MCDONALDS CORP COM 58013510 657 12950 SH SHR/OTHR 01 12950 D MCDONALDS CORP COM 58013510 12296 242256 SH SHARED 02 226878 15378 D MCDONALDS CORP COM 58013510 5583 110000 SH SHARED 04 110000 D MCDONALDS CORP COM 58013510 26 520 SH SHARED 05 520 D MCDONALDS CORP COM 58013510 35847 706223 SH SHARED 06 201631 504592 D MCDONALDS CORP COM 58013510 123657 2436126 SH SHARED 10 2344817 91309 D MCDONALDS CORP COM 58013510 543 10704 SH SHARED 14 10704 D MCDONALDS CORP COM 58013510 3807 75000 SH SHARED 15 75000 D MCDONALDS CORP COM 58013510 76 1500 SH SHARED 19 1500 D MCDONALDS CORP COM 58013510 2484 48951 SH SHARED 20 20680 28271 D MCDONALDS CORP COM 58013510 86 1700 SH SHR/OTHR 20 1700 D MCDONALDS CORP COM 58013510 767 15114 SH SHARED 21 15114 D MCDONALDS CORP COM 58013510 822 16200 SH SHR/OTHR 21 16200 D MCDONALDS CORP COM 58013510 111 2205 SH SHARED 22 1055 1150 D MCDONALDS CORP COM 58013510 31 618 SH SHR/OTHR 22 618 D MCDONALDS CORP COM 58013510 1547 30495 SH SHARED 23 30070 425 D MCDONALDS CORP COM 58013510 5835 114957 SH SHR/OTHR 23 114957 D MCDONALDS CORP COM 58013510 81 1600 SH SHARED 24 1600 D MCF CORP COM NEW 58039530 1 287 SH SHARED 287 D MCF CORP COM NEW 58039530 0 1 SH SHARED 02 1 D MCG CAPITAL CORP COM 58047P10 7169 447521 SH SHARED 447521 D MCG CAPITAL CORP COM 58047P10 732 45700 SH SHARED 01 45700 D MCG CAPITAL CORP COM 58047P10 19 1200 SH SHARED 02 1200 D MCG CAPITAL CORP COM 58047P10 5820 363297 SH SHARED 10 363297 D MCGRATH RENTCORP COM 58058910 2444 72557 SH SHARED 72557 D MCGRATH RENTCORP COM 58058910 198 5900 SH SHARED 01 5900 D MCGRATH RENTCORP COM 58058910 4 141 SH SHARED 02 141 D MCGRATH RENTCORP COM 58058910 1586 47100 SH SHARED 10 47100 D MCGRATH RENTCORP COM 58058910 60 1800 SH SHARED 21 1800 D MCGRAW HILL COS INC COM 58064510 43587 640235 SH SHARED 592635 47600 D MCGRAW HILL COS INC COM 58064510 87139 1279962 SH SHARED 01 1079917 200045 D MCGRAW HILL COS INC COM 58064510 3702 54378 SH SHR/OTHR 01 54378 D MCGRAW HILL COS INC COM 58064510 4182 61437 SH SHARED 02 51251 10186 D MCGRAW HILL COS INC COM 58064510 4173 61300 SH SHARED 04 61300 D MCGRAW HILL COS INC COM 58064510 8 130 SH SHARED 05 130 D MCGRAW HILL COS INC COM 58064510 4702 69070 SH SHARED 06 65700 3370 D MCGRAW HILL COS INC COM 58064510 117768 1729853 SH SHARED 10 1710318 19535 D MCGRAW HILL COS INC COM 58064510 408 6000 SH SHR/OTHR 10 6000 D MCGRAW HILL COS INC COM 58064510 476 7000 SH SHARED 14 7000 D MCGRAW HILL COS INC COM 58064510 8882 130469 SH SHARED 20 29256 101213 D MCGRAW HILL COS INC COM 58064510 878 12900 SH SHR/OTHR 20 12900 D MCGRAW HILL COS INC COM 58064510 1118 16425 SH SHARED 21 16425 D MCGRAW HILL COS INC COM 58064510 490 7200 SH SHR/OTHR 21 7200 D MCGRAW HILL COS INC COM 58064510 52128 765690 SH SHARED 22 100460 665230 D MCGRAW HILL COS INC COM 58064510 1547 22725 SH SHR/OTHR 22 22725 D MCGRAW HILL COS INC COM 58064510 15594 229061 SH SHARED 23 222571 6490 D MCGRAW HILL COS INC COM 58064510 222181 3263533 SH SHR/OTHR 23 3263533 D MCGRAW HILL COS INC COM 58064510 106 1566 SH SHARED 24 1566 D MCKESSON CORP COM 58155Q10 80219 1345065 SH SHARED 1345065 D MCKESSON CORP COM 58155Q10 3170 53162 SH SHARED 01 50532 2630 D MCKESSON CORP COM 58155Q10 47 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 4295 72018 SH SHARED 02 63783 8235 D MCKESSON CORP COM 58155Q10 13134 220238 SH SHARED 04 220238 D MCKESSON CORP COM 58155Q10 8 148 SH SHARED 05 148 D MCKESSON CORP COM 58155Q10 9168 153726 SH SHARED 06 43936 109790 D MCKESSON CORP COM 58155Q10 22436 376205 SH SHARED 10 376205 D MCKESSON CORP COM 58155Q10 1233 20676 SH SHARED 14 3300 17376 D MCKESSON CORP COM 58155Q10 3821 64076 SH SHARED 16 64076 D MCKESSON CORP COM 58155Q10 11 200 SH SHARED 20 200 D MCKESSON CORP COM 58155Q10 4 80 SH SHR/OTHR 21 80 D MCKESSON CORP COM 58155Q10 1 23 SH SHARED 22 23 D MCMORAN EXPLORATION CO COM 58241110 5693 406671 SH SHARED 406671 D MCMORAN EXPLORATION CO COM 58241110 0 22 SH SHARED 02 22 D MEADE INSTRUMENTS CORP COM 58306210 0 362 SH SHARED 362 D MEADOW VY CORP COM 58318510 1 96 SH SHARED 96 D MEADOWBROOK INS GROUP INC COM 58319P10 2177 198641 SH SHARED 198641 D MEADOWBROOK INS GROUP INC COM 58319P10 10 1000 SH SHARED 01 1000 D MEADOWBROOK INS GROUP INC COM 58319P10 71 6500 SH SHARED 10 6500 D MEADOWBROOK INS GROUP INC COM 58319P10 19 1765 SH SHARED 22 1765 D MEADWESTVACO CORP COM 58333410 17046 482639 SH SHARED 482639 D MEADWESTVACO CORP COM 58333410 907 25691 SH SHARED 01 25691 D MEADWESTVACO CORP COM 58333410 25 727 SH SHR/OTHR 01 727 D MEADWESTVACO CORP COM 58333410 1528 43264 SH SHARED 02 35366 7898 D MEADWESTVACO CORP COM 58333410 29 843 SH SHARED 04 843 D MEADWESTVACO CORP COM 58333410 7 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 694 19660 SH SHARED 06 17650 2010 D MEADWESTVACO CORP COM 58333410 11625 329143 SH SHARED 10 329143 D MEADWESTVACO CORP COM 58333410 77 2193 SH SHR/OTHR 23 2193 D MEADWESTVACO CORP COM 58333410 925 26200 SH SHARED 24 26200 D MEASUREMENT SPECIALTIES INC COM 58342110 168 7111 SH SHARED 7111 D MECHANICAL TECHNOLOGY INC COM 58353810 1 957 SH SHARED 957 D MECHEL OAO SPONSORED ADR 58384010 909 24890 SH SHARED 24890 D MECHEL OAO SPONSORED ADR 58384010 409 11200 SH SHARED 02 11200 D MECHEL OAO SPONSORED ADR 58384010 101370 2775000 SH SHARED 04 2775000 D MECHEL OAO SPONSORED ADR 58384010 6374 174500 SH SHARED 05 174500 D MEDAREX INC COM 58391610 3743 261956 SH SHARED 261956 D MEDAREX INC COM 58391610 315 22100 SH SHARED 01 22100 D MEDAREX INC COM 58391610 151 10580 SH SHARED 02 10350 230 D MEDAREX INC COM 58391610 1714 120000 SH SHARED 04 120000 D MEDAREX INC COM 58391610 138 9720 SH SHARED 10 9720 D MEDAREX INC COM 58391610 48 3359 SH SHARED 21 3359 D MEDALLION FINL CORP COM 58392810 4 389 SH SHARED 389 D MEDCATH CORP COM 58404W10 158 4988 SH SHARED 4988 D MEDCATH CORP COM 58404W10 702 22100 SH SHARED 01 22100 D MEDCATH CORP COM 58404W10 104 3287 SH SHARED 02 287 3000 D MEDCATH CORP COM 58404W10 1637 51500 SH SHARED 10 51500 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 37656 482834 SH SHARED 482569 265 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4214 54044 SH SHARED 01 53299 745 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 483 6203 SH SHR/OTHR 01 6203 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 12834 164566 SH SHARED 02 160925 3641 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 6356 81500 SH SHARED 04 81500 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 12 155 SH SHARED 05 155 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2588 33188 SH SHARED 06 30585 2603 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 24329 311954 SH SHARED 10 311954 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 84 1085 SH SHR/OTHR 10 1085 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 222 2850 SH SHARED 14 1600 1250 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 19 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 21 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 28 361 SH SHARED 22 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1679 21537 SH SHARED 23 20682 855 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2371 30408 SH SHR/OTHR 23 30408 D MEDECISION INC COM 58406P10 0 118 SH SHARED 118 D MEDECISION INC COM 58406P10 3320 666860 SH SHARED 04 666860 D MEDIA & ENTMT HOLDINGS INC COM 58439W10 8691 1174486 SH SHARED 1174486 D MEDIA & ENTMT HOLDINGS INC *W EXP 03/09/201 58439W11 9 8815 SH SHARED 8815 D MEDIA & ENTMT HOLDINGS INC UNIT 99/99/9999 58439W20 19 2338 SH SHARED 2338 D MEDIA GEN INC CL A 58440410 9087 273132 SH SHARED 273132 D MEDIA GEN INC CL A 58440410 199 6000 SH SHARED 01 6000 D MEDIA GEN INC CL A 58440410 127 3837 SH SHARED 02 3837 D MEDIA GEN INC CL A 58440410 308 9267 SH SHARED 10 9267 D MEDIALINK WORLDWIDE INC COM 58445P10 0 152 SH SHARED 152 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 6550 675976 SH SHARED 675976 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 9 1000 SH SHARED 01 1000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 423 43664 SH SHARED 02 43664 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 575 59400 SH SHARED 10 59400 D MEDIA SCIENCES INTL INC COM 58446X10 1 205 SH SHARED 205 D MEDIA SCIENCES INTL INC COM 58446X10 58 10000 SH SHARED 01 10000 D MEDICAL ACTION INDS INC COM 58449L10 124 6894 SH SHARED 6894 D MEDICAL ACTION INDS INC COM 58449L10 25 1400 SH SHARED 21 1400 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 19 3621 SH SHARED 3621 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 5 1001 SH SHARED 02 1 1000 D MEDICAL PPTYS TRUST INC COM 58463J30 564 42678 SH SHARED 42678 D MEDICAL PPTYS TRUST INC COM 58463J30 871 65867 SH SHARED 02 65867 D MEDICAL PPTYS TRUST INC COM 58463J30 14861 1123300 SH SHARED 10 1123300 D MEDICAL PPTYS TRUST INC COM 58463J30 13 1000 SH SHARED 20 1000 D MEDICINOVA INC COM NEW 58468P20 88 10531 SH SHARED 10531 D MEDICINES CO COM 58468810 6713 381020 SH SHARED 381020 D MEDICINES CO COM 58468810 333 18900 SH SHARED 01 18900 D MEDICINES CO COM 58468810 0 55 SH SHARED 02 55 D MEDICINES CO COM 58468810 70 4000 SH SHARED 04 4000 D MEDICINES CO COM 58468810 963 54668 SH SHARED 10 54668 D MEDICINES CO COM 58468810 20 1140 SH SHARED 21 1140 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 6908 6922000 PRN SHARED 6922000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2386 78145 SH SHARED 78145 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1178 38600 SH SHARED 01 22200 16400 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2050 67130 SH SHARED 02 5700 61430 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 119 3900 SH SHARED 10 3900 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2440 79900 SH SHARED 14 79900 D MEDIMMUNE INC NOTE 1.625% 7/1 584699AJ 16380 9000000 PRN SHARED 9000000 D MEDIMMUNE INC COM 58469910 6452 111307 SH SHARED 111307 D MEDIMMUNE INC COM 58469910 99 1711 SH SHARED 01 1711 D MEDIMMUNE INC COM 58469910 1300 22426 SH SHARED 02 22426 D MEDIMMUNE INC COM 58469910 1023 17650 SH SHARED 06 17650 D MEDIMMUNE INC COM 58469910 1 20 SH SHARED 21 20 D MEDIMMUNE INC COM 58469910 179 3100 SH SHR/OTHR 23 3100 D MEDIFAST INC COM 58470H10 120 13491 SH SHARED 13491 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 18744 16632000 PRN SHARED 02 16632000 D MEDIWARE INFORMATION SYS INC COM 58494610 0 110 SH SHARED 110 D MEDIWARE INFORMATION SYS INC COM 58494610 64 9000 SH SHARED 02 9000 D MEDTOX SCIENTIFIC INC COM NEW 58497720 5 188 SH SHARED 188 D MEDIS TECHNOLOGIES LTD COM 58500P10 8566 583175 SH SHARED 583175 D MEDIVATION INC COM 58501N10 4634 226855 SH SHARED 226855 D MEDIVATION INC COM 58501N10 32 1600 SH SHARED 01 1600 D MEDIVATION INC COM 58501N10 29 1458 SH SHARED 02 1458 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 31500 29717008 PRN SHARED 02 29717008 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 30899 29150000 PRN SHARED 04 29150000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 180 172000 PRN SHARED 02 172000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 840 800000 PRN SHARED 06 800000 D MEDTRONIC INC COM 58505510 113 2195 SH SHARED 2195 D MEDTRONIC INC COM 58505510 658804 12703518 SH SHARED 12635418 68100 D MEDTRONIC INC COM 58505510 15282 294689 SH SHARED 01 210860 83829 D MEDTRONIC INC COM 58505510 1049 20240 SH SHR/OTHR 01 20240 D MEDTRONIC INC COM 58505510 29592 570631 SH SHARED 02 523116 47515 D MEDTRONIC INC COM 58505510 109 2119 SH SHARED 04 2119 D MEDTRONIC INC COM 58505510 277480 5350569 SH SHARED 04 5349425 1144 D MEDTRONIC INC COM 58505510 25 500 SH SHARED 05 500 D MEDTRONIC INC COM 58505510 8573 165320 SH SHARED 06 154118 11202 D MEDTRONIC INC COM 58505510 140528 2709772 SH SHARED 10 2707038 2734 D MEDTRONIC INC COM 58505510 124 2400 SH SHR/OTHR 10 2400 D MEDTRONIC INC COM 58505510 3405 65663 SH SHARED 14 46000 19663 D MEDTRONIC INC COM 58505510 4200 81000 SH SHARED 15 81000 D MEDTRONIC INC COM 58505510 70 1350 SH SHARED 19 1350 D MEDTRONIC INC COM 58505510 3498 67455 SH SHARED 20 7030 60425 D MEDTRONIC INC COM 58505510 311 6000 SH SHR/OTHR 20 6000 D MEDTRONIC INC COM 58505510 943 18200 SH SHARED 21 18200 D MEDTRONIC INC COM 58505510 311 6000 SH SHR/OTHR 21 6000 D MEDTRONIC INC COM 58505510 272 5250 SH SHARED 22 4150 1100 D MEDTRONIC INC COM 58505510 177 3420 SH SHR/OTHR 22 3420 D MEDTRONIC INC COM 58505510 2418 46630 SH SHARED 23 45950 680 D MEDTRONIC INC COM 58505510 5419 104510 SH SHR/OTHR 23 104510 D MEDTRONIC INC COM 58505510 657 12670 SH SHARED 24 12670 D MEDWAVE INC COM 58508110 0 307 SH SHARED 307 D MELCO PBL ENTMNT LTD ADR 58546410 1421 113196 SH SHARED 113196 D MELCO PBL ENTMNT LTD ADR 58546410 1268 101006 SH SHARED 101006 D MELCO PBL ENTMNT LTD ADR 58546410 988 78700 SH SHARED 02 78700 D MELCO PBL ENTMNT LTD ADR 58546410 590 47000 SH SHARED 06 47000 D MELCO PBL ENTMNT LTD ADR 58546410 1483 118080 SH SHARED 10 118080 D MELCO PBL ENTMNT LTD ADR 58546410 543 43300 SH SHARED 14 43300 D MELLON FINL CORP COM 58551A10 33826 768773 SH SHARED 768773 D MELLON FINL CORP COM 58551A10 9389 213404 SH SHARED 01 155508 57896 D MELLON FINL CORP COM 58551A10 636 14477 SH SHR/OTHR 01 14477 D MELLON FINL CORP COM 58551A10 5082 115519 SH SHARED 02 115519 D MELLON FINL CORP COM 58551A10 1980 45000 SH SHARED 04 45000 D MELLON FINL CORP COM 58551A10 9 210 SH SHARED 05 210 D MELLON FINL CORP COM 58551A10 1946 44240 SH SHARED 06 40300 3940 D MELLON FINL CORP COM 58551A10 53124 1207376 SH SHARED 10 1202876 4500 D MELLON FINL CORP COM 58551A10 220 5000 SH SHR/OTHR 10 5000 D MELLON FINL CORP COM 58551A10 735 16723 SH SHARED 20 5955 10768 D MELLON FINL CORP COM 58551A10 35 800 SH SHARED 21 800 D MELLON FINL CORP COM 58551A10 158 3600 SH SHR/OTHR 21 3600 D MELLON FINL CORP COM 58551A10 393 8940 SH SHARED 22 8100 840 D MELLON FINL CORP COM 58551A10 26 600 SH SHR/OTHR 22 600 D MELLON FINL CORP COM 58551A10 4584 104200 SH SHARED 23 95900 8300 D MELLON FINL CORP COM 58551A10 10854 246701 SH SHR/OTHR 23 246701 D MEMORY PHARMACEUTICALS CORP COM 58606R40 11 4677 SH SHARED 4677 D MEMORY PHARMACEUTICALS CORP COM 58606R40 0 246 SH SHARED 02 246 D MEMRY CORP COM NEW 58626320 1 632 SH SHARED 632 D MENS WEARHOUSE INC COM 58711810 21403 419095 SH SHARED 419095 D MENS WEARHOUSE INC COM 58711810 183 3600 SH SHARED 01 3600 D MENS WEARHOUSE INC COM 58711810 421 8263 SH SHARED 02 5847 2416 D MENS WEARHOUSE INC COM 58711810 29398 575650 SH SHARED 10 575650 D MENS WEARHOUSE INC COM 58711810 76 1500 SH SHARED 21 1500 D MENTOR CORP MINN COM 58718810 1356 33335 SH SHARED 33335 D MENTOR CORP MINN COM 58718810 14 352 SH SHARED 02 352 D MENTOR CORP MINN COM 58718810 26987 663400 SH SHARED 10 663400 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 3048 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 2833 2595000 PRN SHARED 02 2595000 D MENTOR GRAPHICS CORP COM 58720010 20815 1580517 SH SHARED 1580517 D MENTOR GRAPHICS CORP COM 58720010 327 24900 SH SHARED 01 24900 D MENTOR GRAPHICS CORP COM 58720010 5382 408700 SH SHARED 02 408700 D MENTOR GRAPHICS CORP COM 58720010 2079 157934 SH SHARED 10 157934 D MERCANTILE BANCORP INC ILL COM 58734P10 2 109 SH SHARED 109 D MERCANTILE BANK CORP COM 58737610 1005 37109 SH SHARED 37109 D MERCANTILE BANK CORP COM 58737610 0 1 SH SHARED 10 1 D MERCER INS GROUP INC COM 58790210 2 138 SH SHARED 138 D MERCER INS GROUP INC COM 58790210 0 6 SH SHARED 02 6 D MERCER INTL INC COM 58805610 4486 439894 SH SHARED 439894 D MERCER INTL INC COM 58805610 0 93 SH SHARED 02 93 D MERCHANTS BANCSHARES COM 58844810 2 118 SH SHARED 118 D MERCK & CO INC COM 58933110 293663 5896860 SH SHARED 5802960 93900 D MERCK & CO INC COM 58933110 35720 717285 SH SHARED 01 700656 16629 D MERCK & CO INC COM 58933110 10302 206883 SH SHR/OTHR 01 206883 D MERCK & CO INC COM 58933110 34005 682833 SH SHARED 02 642218 40615 D MERCK & CO INC COM 58933110 278 5600 SH SHARED 04 5600 D MERCK & CO INC COM 58933110 20064 402900 SH SHARED 04 402900 D MERCK & CO INC COM 58933110 40 810 SH SHARED 05 810 D MERCK & CO INC COM 58933110 15508 311408 SH SHARED 06 291094 20314 D MERCK & CO INC COM 58933110 86313 1733208 SH SHARED 10 1596718 136490 D MERCK & CO INC COM 58933110 2325 46700 SH SHR/OTHR 10 46700 D MERCK & CO INC COM 58933110 2580 51826 SH SHARED 14 8200 43626 D MERCK & CO INC COM 58933110 9 200 SH SHARED 19 200 D MERCK & CO INC COM 58933110 2013 40429 SH SHARED 20 24154 16275 D MERCK & CO INC COM 58933110 493 9900 SH SHR/OTHR 20 9900 D MERCK & CO INC COM 58933110 674 13537 SH SHARED 21 13537 D MERCK & CO INC COM 58933110 3 80 SH SHR/OTHR 21 80 D MERCK & CO INC COM 58933110 5 120 SH SHARED 22 120 D MERCK & CO INC COM 58933110 74 1500 SH SHR/OTHR 22 1500 D MERCK & CO INC COM 58933110 15027 301759 SH SHARED 23 292659 9100 D MERCK & CO INC COM 58933110 13682 274753 SH SHR/OTHR 23 274753 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 1792 2000000 PRN SHARED 2000000 D MERCURY COMPUTER SYS COM 58937810 255 20922 SH SHARED 20922 D MERCURY COMPUTER SYS COM 58937810 0 15 SH SHARED 02 15 D MERCURY GENL CORP NEW COM 58940010 2542 46139 SH SHARED 46139 D MERCURY GENL CORP NEW COM 58940010 562 10200 SH SHARED 01 10200 D MERCURY GENL CORP NEW COM 58940010 1375 24961 SH SHARED 02 24961 D MERCURY GENL CORP NEW COM 58940010 209 3800 SH SHARED 10 3800 D MEREDITH CORP COM 58943310 7756 125916 SH SHARED 125916 D MEREDITH CORP COM 58943310 776 12599 SH SHARED 01 9599 3000 D MEREDITH CORP COM 58943310 444 7221 SH SHARED 02 5064 2157 D MEREDITH CORP COM 58943310 2464 40000 SH SHARED 04 40000 D MEREDITH CORP COM 58943310 203 3300 SH SHARED 06 3300 D MEREDITH CORP COM 58943310 1500 24362 SH SHARED 10 24362 D MEREDITH CORP COM 58943310 98 1596 SH SHR/OTHR 23 1596 D MERIDIAN BIOSCIENCE INC COM 58958410 645 29799 SH SHARED 29799 D MERIDIAN BIOSCIENCE INC COM 58958410 9 447 SH SHARED 02 447 D MERIDIAN RESOURCE CORP COM 58977Q10 1109 367528 SH SHARED 367528 D MERIT MED SYS INC COM 58988910 161 13539 SH SHARED 13539 D MERIDIAN GOLD INC COM 58997510 5445 197446 SH SHARED 197446 D MERIDIAN GOLD INC COM 58997510 910 33000 SH SHARED 01 33000 D MERIDIAN GOLD INC COM 58997510 25 926 SH SHARED 02 926 D MERIDIAN GOLD INC COM 58997510 17433 632100 SH SHARED 04 632100 D MERIDIAN GOLD INC COM 58997510 226 8200 SH SHARED 06 8200 D MERIDIAN GOLD INC COM 58997510 39941 1448200 SH SHARED 10 1448200 D MERIDIAN GOLD INC COM 58997510 158 5731 SH SHARED 15 5731 D MERIDIAN GOLD INC COM 58997510 262 9500 SH SHARED 24 9500 D MERGE TECHNOLOGIES INC COM 58998110 8 1321 SH SHARED 1321 D MERITAGE HOMES CORP COM 59001A10 17151 641161 SH SHARED 641161 D MERITAGE HOMES CORP COM 59001A10 34 1300 SH SHARED 01 1300 D MERITAGE HOMES CORP COM 59001A10 350 13110 SH SHARED 02 12190 920 D MERITAGE HOMES CORP COM 59001A10 684 25587 SH SHARED 10 25587 D MERITAGE HOMES CORP COM 59001A10 27 1027 SH SHARED 21 1027 D MERIX CORP COM 59004910 3940 499437 SH SHARED 499437 D MERIX CORP COM 59004910 0 2 SH SHARED 02 2 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 479 391000 PRN SHARED 02 391000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 7233 5900000 PRN SHARED 04 5900000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 613 500000 PRN SHARED 06 500000 D MERRILL LYNCH & CO INC COM 59018810 1559 18659 SH SHARED 5050 13609 D MERRILL LYNCH & CO INC COM 59018810 197187 2359272 SH SHARED 2313417 45855 D MERRILL LYNCH & CO INC COM 59018810 136842 1637261 SH SHARED 01 1490941 146320 D MERRILL LYNCH & CO INC COM 59018810 1338 16014 SH SHR/OTHR 01 16014 D MERRILL LYNCH & CO INC COM 59018810 17580 210338 SH SHARED 02 196608 13730 D MERRILL LYNCH & CO INC COM 59018810 1407 16835 SH SHARED 04 16835 D MERRILL LYNCH & CO INC COM 59018810 8095 96857 SH SHARED 04 95357 1500 D MERRILL LYNCH & CO INC COM 59018810 29 350 SH SHARED 05 350 D MERRILL LYNCH & CO INC COM 59018810 26221 313731 SH SHARED 06 238373 75358 D MERRILL LYNCH & CO INC COM 59018810 321455 3846083 SH SHARED 10 3804363 41720 D MERRILL LYNCH & CO INC COM 59018810 2 25 SH SHR/OTHR 10 25 D MERRILL LYNCH & CO INC COM 59018810 2776 33216 SH SHARED 14 33216 D MERRILL LYNCH & CO INC COM 59018810 2914 34874 SH SHARED 16 34874 D MERRILL LYNCH & CO INC COM 59018810 8842 105799 SH SHARED 19 105799 D MERRILL LYNCH & CO INC COM 59018810 3843 45980 SH SHARED 20 21795 24185 D MERRILL LYNCH & CO INC COM 59018810 334 4000 SH SHR/OTHR 20 4000 D MERRILL LYNCH & CO INC COM 59018810 3330 39845 SH SHARED 21 39845 D MERRILL LYNCH & CO INC COM 59018810 626 7500 SH SHR/OTHR 21 7500 D MERRILL LYNCH & CO INC COM 59018810 1528 18290 SH SHARED 22 14810 3480 D MERRILL LYNCH & CO INC COM 59018810 400 4791 SH SHR/OTHR 22 4791 D MERRILL LYNCH & CO INC COM 59018810 6836 81798 SH SHARED 23 72373 9425 D MERRILL LYNCH & CO INC COM 59018810 5851 70007 SH SHR/OTHR 23 70007 D MERRILL LYNCH & CO INC COM 59018810 69 830 SH SHARED 24 830 D MERRIMAC INDS INC COM 59026210 0 43 SH SHARED 43 D MERUELO MADDUX PROPERTIES IN COM 59047310 183 22498 SH SHARED 22498 D MERUELO MADDUX PROPERTIES IN COM 59047310 816 100000 SH SHARED 04 100000 D MERUELO MADDUX PROPERTIES IN COM 59047310 138 17000 SH SHARED 10 17000 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 2570 6659000 PRN SHARED 6659000 D MESA AIR GROUP INC COM 59047910 6424 971940 SH SHARED 971940 D MESA AIR GROUP INC COM 59047910 177 26911 SH SHARED 02 26911 D MESA LABS INC COM 59064R10 1 71 SH SHARED 71 D MESA RTY TR UNIT BEN INT 59066010 1098 18300 SH SHARED 18300 D MESA RTY TR UNIT BEN INT 59066010 454 7575 SH SHARED 02 7575 D MET PRO CORP COM 59087630 4 282 SH SHARED 282 D MET PRO CORP COM 59087630 0 1 SH SHARED 02 1 D META FINL GROUP INC COM 59100U10 1 50 SH SHARED 50 D METABASIS THERAPEUTICS INC COM 59101M10 525 75046 SH SHARED 75046 D METABOLIX INC COM 59101880 181 7237 SH SHARED 7237 D METABOLIX INC COM 59101880 23 941 SH SHARED 02 441 500 D METABOLIX INC COM 59101880 3751 149900 SH SHARED 10 149900 D METAL MGMT INC COM NEW 59109720 6591 149576 SH SHARED 149576 D METAL MGMT INC COM NEW 59109720 1300 29500 SH SHARED 01 29500 D METAL MGMT INC COM NEW 59109720 925 21000 SH SHR/OTHR 01 21000 D METAL MGMT INC COM NEW 59109720 7 178 SH SHARED 02 178 D METAL MGMT INC COM NEW 59109720 4790 108700 SH SHARED 04 108700 D METAL MGMT INC COM NEW 59109720 6398 145192 SH SHARED 10 145192 D METALICO INC COM 59117610 722 90914 SH SHARED 90914 D METALLICA RES INC COM 59125J10 1503 331910 SH SHARED 04 331910 D METALLICA RES INC COM 59125J10 5920 1307000 SH SHARED 10 1307000 D METALLINE MINING INC COM 59125710 3 928 SH SHARED 928 D METHANEX CORP COM 59151K10 3718 147897 SH SHARED 147897 D METHANEX CORP COM 59151K10 5 200 SH SHARED 01 200 D METHANEX CORP COM 59151K10 543 21600 SH SHARED 06 21600 D METHANEX CORP COM 59151K10 281 11200 SH SHARED 14 11200 D METHODE ELECTRS INC COM 59152020 10957 700187 SH SHARED 700187 D METHODE ELECTRS INC COM 59152020 21 1400 SH SHARED 01 1400 D METHODE ELECTRS INC COM 59152020 164 10500 SH SHARED 02 10500 D METHODE ELECTRS INC COM 59152020 291 18600 SH SHARED 10 18600 D METLIFE INC COM 59156R10 88297 1369373 SH SHARED 1333473 35900 D METLIFE INC COM 59156R10 77949 1208894 SH SHARED 01 1205994 2900 D METLIFE INC COM 59156R10 25 400 SH SHR/OTHR 01 400 D METLIFE INC COM 59156R10 6085 94373 SH SHARED 02 92619 1754 D METLIFE INC COM 59156R10 967 15000 SH SHARED 04 15000 D METLIFE INC COM 59156R10 2218 34400 SH SHARED 05 34400 D METLIFE INC COM 59156R10 43258 670890 SH SHARED 06 144026 526864 D METLIFE INC COM 59156R10 71140 1103295 SH SHARED 10 1089395 13900 D METLIFE INC COM 59156R10 253 3932 SH SHARED 14 3932 D METLIFE INC COM 59156R10 3224 50000 SH SHARED 15 50000 D METRETEK TECHNOLOGIES INC COM 59159Q10 6511 421698 SH SHARED 421698 D METRO ONE TELECOMMUNICATIONS OM NEW 59163F20 0 128 SH SHARED 128 D METRO ONE TELECOMMUNICATIONS OM NEW 59163F20 0 6 SH SHARED 02 6 D METROCORP BANCSHARES INC COM 59165010 374 17517 SH SHARED 17517 D METROPCS COMMUNICATIONS INC COM 59170810 7568 229076 SH SHARED 229076 D METROPCS COMMUNICATIONS INC COM 59170810 7 229 SH SHARED 02 229 D METROPCS COMMUNICATIONS INC COM 59170810 632 19140 SH SHARED 10 19140 D METROPCS COMMUNICATIONS INC COM 59170810 660 20000 SH SHARED 16 20000 D METROPOLITAN HEALTH NETWORKS COM 59214210 1 996 SH SHARED 996 D METROPOLITAN HEALTH NETWORKS COM 59214210 0 4 SH SHARED 02 4 D METSO CORP SPONSORED ADR 59267110 58 1000 SH SHARED 1000 D METTLER TOLEDO INTERNATIONAL COM 59268810 3917 41018 SH SHARED 41018 D METTLER TOLEDO INTERNATIONAL COM 59268810 6336 66340 SH SHARED 01 49355 16985 D METTLER TOLEDO INTERNATIONAL COM 59268810 4 50 SH SHR/OTHR 01 50 D METTLER TOLEDO INTERNATIONAL COM 59268810 69 723 SH SHARED 02 723 D METTLER TOLEDO INTERNATIONAL COM 59268810 30 316 SH SHARED 04 316 D METTLER TOLEDO INTERNATIONAL COM 59268810 4871 51000 SH SHARED 04 51000 D METTLER TOLEDO INTERNATIONAL COM 59268810 41056 429863 SH SHARED 10 426428 3435 D METTLER TOLEDO INTERNATIONAL COM 59268810 47 500 SH SHR/OTHR 10 500 D METTLER TOLEDO INTERNATIONAL COM 59268810 85 900 SH SHARED 14 900 D METTLER TOLEDO INTERNATIONAL COM 59268810 2019 21145 SH SHARED 20 13245 7900 D METTLER TOLEDO INTERNATIONAL COM 59268810 71 750 SH SHR/OTHR 20 750 D METTLER TOLEDO INTERNATIONAL COM 59268810 47 500 SH SHR/OTHR 21 500 D METTLER TOLEDO INTERNATIONAL COM 59268810 249 2609 SH SHARED 22 2434 175 D METTLER TOLEDO INTERNATIONAL COM 59268810 37 393 SH SHR/OTHR 22 393 D METTLER TOLEDO INTERNATIONAL COM 59268810 779 8165 SH SHARED 23 7805 360 D METTLER TOLEDO INTERNATIONAL COM 59268810 359 3760 SH SHR/OTHR 23 3760 D METTLER TOLEDO INTERNATIONAL COM 59268810 38 400 SH SHARED 24 400 D MEXCO ENERGY CORP COM 59277010 0 19 SH SHARED 19 D MEXICAN RESTAURANTS INC COM 59283R10 0 35 SH SHARED 35 D MEXICO FD INC COM 59283510 4226 100656 SH SHARED 100656 D MEXICO FD INC COM 59283510 31 747 SH SHARED 20 747 D MICREL INC COM 59479310 4281 336625 SH SHARED 336625 D MICREL INC COM 59479310 945 74300 SH SHARED 01 56300 18000 D MICREL INC COM 59479310 283 22263 SH SHARED 02 22263 D MICREL INC COM 59479310 1232 96900 SH SHARED 10 96900 D MICROS SYS INC COM 59490110 1280 23542 SH SHARED 23542 D MICROS SYS INC COM 59490110 76 1400 SH SHARED 01 1400 D MICROS SYS INC COM 59490110 0 3 SH SHARED 02 3 D MICROS SYS INC COM 59490110 953 17531 SH SHARED 10 17531 D MICROS SYS INC COM 59490110 43 800 SH SHARED 21 800 D MICROSOFT CORP COM 59491810 2943 99876 SH SHARED 12966 86910 D MICROSOFT CORP COM 59491810 939273 31872192 SH SHARED 31557120 315080 D MICROSOFT CORP COM 59491810 209921 7123232 SH SHARED 01 6205326 917906 D MICROSOFT CORP COM 59491810 6778 230014 SH SHR/OTHR 01 230014 D MICROSOFT CORP COM 59491810 215019 7296224 SH SHARED 02 7161354 134870 D MICROSOFT CORP COM 59491810 1525 51761 SH SHARED 04 51761 D MICROSOFT CORP COM 59491810 289431 9821234 SH SHARED 04 9818217 3017 D MICROSOFT CORP COM 59491810 2425 82290 SH SHARED 05 82290 D MICROSOFT CORP COM 59491810 46115 1564816 SH SHARED 06 1274906 289910 D MICROSOFT CORP COM 59491810 428191 14529729 SH SHARED 10 14270409 259320 D MICROSOFT CORP COM 59491810 866 29395 SH SHR/OTHR 10 29395 D MICROSOFT CORP COM 59491810 7456 253013 SH SHARED 14 75000 178013 D MICROSOFT CORP COM 59491810 4849 164550 SH SHARED 15 164550 D MICROSOFT CORP COM 59491810 4444 150830 SH SHARED 16 150830 D MICROSOFT CORP COM 59491810 8660 293859 SH SHARED 19 293859 D MICROSOFT CORP COM 59491810 12280 416711 SH SHARED 20 97625 319086 D MICROSOFT CORP COM 59491810 2892 98160 SH SHR/OTHR 20 98160 D MICROSOFT CORP COM 59491810 2954 100253 SH SHARED 21 100253 D MICROSOFT CORP COM 59491810 1267 43000 SH SHR/OTHR 21 43000 D MICROSOFT CORP COM 59491810 2177 73898 SH SHARED 22 48278 25620 D MICROSOFT CORP COM 59491810 972 33011 SH SHR/OTHR 22 33011 D MICROSOFT CORP COM 59491810 12241 415386 SH SHARED 23 393411 21975 D MICROSOFT CORP COM 59491810 17039 578186 SH SHR/OTHR 23 578186 D MICROSOFT CORP COM 59491810 125 4271 SH SHARED 24 4271 D MICROVISION INC DEL COM 59496010 5 1093 SH SHARED 1093 D MICROVISION INC DEL COM 59496010 0 7 SH SHARED 02 7 D MICROVISION INC DEL *W EXP 05/26/201 59496015 209 88361 SH SHARED 88361 D MICROSTRATEGY INC CL A NEW 59497240 4719 49951 SH SHARED 49951 D MICROSTRATEGY INC CL A NEW 59497240 434 4600 SH SHARED 01 4600 D MICROSTRATEGY INC CL A NEW 59497240 268 2840 SH SHARED 02 2800 40 D MICROSTRATEGY INC CL A NEW 59497240 2339 24759 SH SHARED 10 24759 D MICROSTRATEGY INC CL A NEW 59497240 29 310 SH SHARED 21 310 D MICROCHIP TECHNOLOGY INC COM 59501710 12693 342710 SH SHARED 342710 D MICROCHIP TECHNOLOGY INC COM 59501710 2460 66425 SH SHARED 01 66425 D MICROCHIP TECHNOLOGY INC COM 59501710 883 23858 SH SHARED 02 23721 137 D MICROCHIP TECHNOLOGY INC COM 59501710 74 2000 SH SHARED 04 2000 D MICROCHIP TECHNOLOGY INC COM 59501710 244 6610 SH SHARED 06 5200 1410 D MICROCHIP TECHNOLOGY INC COM 59501710 599 16174 SH SHARED 10 16174 D MICROFINANCIAL INC COM 59507210 1 240 SH SHARED 240 D MICROFINANCIAL INC COM 59507210 35 5700 SH SHARED 02 5700 D MICROMET INC COM 59509C10 0 430 SH SHARED 430 D MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH 11737 11000000 PRN SHARED 11000000 D MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH 2667 2500000 PRN SHARED 02 2500000 D MICRON TECHNOLOGY INC COM 59511210 150 12000 SH SHARED 12000 D MICRON TECHNOLOGY INC COM 59511210 47038 3754052 SH SHARED 3754052 D MICRON TECHNOLOGY INC COM 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01 15000 16400 D NBTY INC COM 62878210 691 16000 SH SHR/OTHR 01 16000 D NBTY INC COM 62878210 260 6037 SH SHARED 02 6037 D NBTY INC COM 62878210 440 10200 SH SHARED 10 10200 D NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG 15924 12000000 PRN SHARED 12000000 D NCI BUILDING SYS INC COM 62885210 2220 45018 SH SHARED 45018 D NCI BUILDING SYS INC COM 62885210 9597 194567 SH SHARED 10 194567 D NCR CORP NEW COM 62886E10 13865 263903 SH SHARED 263901 2 D NCR CORP NEW COM 62886E10 9625 183210 SH SHARED 01 183210 D NCR CORP NEW COM 62886E10 43 836 SH SHR/OTHR 01 836 D NCR CORP NEW COM 62886E10 1956 37246 SH SHARED 02 37246 D NCR CORP NEW COM 62886E10 830 15800 SH SHARED 06 15800 D NCR CORP NEW COM 62886E10 28471 541909 SH SHARED 10 519009 22900 D NCI INC CL A 62886K10 2 156 SH SHARED 156 D NCI INC CL A 62886K10 0 14 SH SHARED 02 14 D NDS GROUP PLC SPONSORED ADR 62889110 2512 53506 SH SHARED 53506 D NASB FINL INC COM 62896810 64 1912 SH SHARED 1912 D NEC CORP ADR 62905020 846 164644 SH SHARED 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62944520 130 3720 SH SHARED 3720 D NYMEX HOLDINGS INC COM 62948N10 16800 133733 SH SHARED 133733 D NYMEX HOLDINGS INC COM 62948N10 660 5255 SH SHARED 02 5255 D NYMEX HOLDINGS INC COM 62948N10 364 2900 SH SHARED 06 2000 900 D NYMEX HOLDINGS INC COM 62948N10 1678 13360 SH SHARED 10 13360 D NYMAGIC INC COM 62948410 215 5351 SH SHARED 5351 D NYMAGIC INC COM 62948410 84 2100 SH SHARED 01 2100 D NYMAGIC INC COM 62948410 1222 30400 SH SHARED 10 30400 D NYSE EURONEXT COM 62949110 68347 928382 SH SHARED 928382 D NYSE EURONEXT COM 62949110 456 6202 SH SHARED 01 6202 D NYSE EURONEXT COM 62949110 7320 99438 SH SHARED 02 91009 8429 D NYSE EURONEXT COM 62949110 404 5500 SH SHARED 06 4200 1300 D NYSE EURONEXT COM 62949110 1370 18617 SH SHARED 10 18617 D NYSE EURONEXT COM 62949110 35 476 SH SHARED 21 476 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 2280 2600000 PRN SHARED 02 2600000 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 0 525 PRN SHARED 10 525 D NABI BIOPHARMACEUTICALS COM 62951910 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48100 SH SHARED 14 48100 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 1470 123327 SH SHARED 123327 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 5 500 SH SHARED 02 500 D NANOGEN INC COM 63007510 1915 1418693 SH SHARED 1418693 D NANOGEN INC COM 63007510 0 6 SH SHARED 02 6 D NANOMETRICS INC COM 63007710 595 86831 SH SHARED 86831 D NANOPHASE TCHNOLOGIES CORP COM 63007910 2 383 SH SHARED 383 D NANOPHASE TCHNOLOGIES CORP COM 63007910 0 1 SH SHARED 02 1 D NAPCO SEC SYS INC COM 63040210 2 332 SH SHARED 332 D NAPCO SEC SYS INC COM 63040210 0 21 SH SHARED 02 21 D NAPSTER INC COM 63079710 2856 840132 SH SHARED 840132 D NARA BANCORP INC COM 63080P10 177 11142 SH SHARED 11142 D NARA BANCORP INC COM 63080P10 0 8 SH SHARED 02 8 D NARA BANCORP INC COM 63080P10 116 7300 SH SHARED 10 7300 D NASDAQ STOCK MARKET INC COM 63110310 15049 506532 SH SHARED 506532 D NASDAQ STOCK MARKET INC COM 63110310 362 12190 SH SHARED 01 10900 1290 D NASDAQ STOCK MARKET INC COM 63110310 511 17226 SH SHARED 02 450 16776 D NASDAQ STOCK MARKET INC COM 63110310 445 15000 SH SHARED 04 15000 D NASDAQ STOCK MARKET INC COM 63110310 27983 941888 SH SHARED 10 941888 D NASDAQ STOCK MARKET INC COM 63110310 653 22000 SH SHARED 14 22000 D NASDAQ STOCK MARKET INC COM 63110310 30 1031 SH SHARED 21 1031 D NASDAQ STOCK MARKET INC COM 63110310 14 500 SH SHARED 22 500 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 4125 7500000 PRN SHARED 7500000 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 3770 6855000 PRN SHARED 02 6855000 D NASH FINCH CO COM 63115810 14247 287822 SH SHARED 287822 D NASH FINCH CO COM 63115810 276 5582 SH SHARED 02 5382 200 D NASH FINCH CO COM 63115810 15221 307500 SH SHARED 10 307500 D NASHUA CORP COM 63122610 1 131 SH SHARED 131 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 127 11644 SH SHARED 11644 D NATCO GROUP INC CL A 63227W20 12217 265373 SH SHARED 265373 D NATCO GROUP INC CL A 63227W20 188 4100 SH SHARED 01 4100 D NATCO GROUP INC CL A 63227W20 31 687 SH SHARED 02 137 550 D NATCO GROUP INC CL A 63227W20 4686 101800 SH SHARED 10 101800 D NATHANS FAMOUS INC NEW COM 63234710 1 111 SH SHARED 111 D NATIONAL COAL CORP COM NEW 63238120 1 256 SH SHARED 256 D NATIONAL ATLANTIC HLDGS CORP COM 63253Y10 3 221 SH SHARED 221 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 1075 93900 SH SHARED 93900 D NATIONAL BANKSHARES INC VA COM 63486510 3 177 SH SHARED 177 D NATIONAL BEVERAGE CORP COM 63501710 57 4988 SH SHARED 4988 D NATIONAL CINEMEDIA INC COM 63530910 7726 275854 SH SHARED 275854 D NATIONAL CINEMEDIA INC COM 63530910 1291 46100 SH SHARED 04 46100 D NATIONAL CITY CORP COM 63540510 33035 991466 SH SHARED 991466 D NATIONAL CITY CORP COM 63540510 7526 225890 SH SHARED 01 209945 15945 D NATIONAL CITY CORP COM 63540510 5004 150182 SH SHARED 02 149182 1000 D NATIONAL CITY CORP COM 63540510 10 310 SH SHARED 05 310 D NATIONAL CITY CORP COM 63540510 3414 102470 SH SHARED 06 96450 6020 D NATIONAL CITY CORP COM 63540510 16727 502034 SH SHARED 10 474124 27910 D NATIONAL CITY CORP COM 63540510 581 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NATIONAL FUEL GAS CO N J COM 63618010 30251 698482 SH SHARED 698482 D NATIONAL FUEL GAS CO N J COM 63618010 1095 25300 SH SHARED 01 400 24900 D NATIONAL FUEL GAS CO N J COM 63618010 1149 26539 SH SHARED 02 26039 500 D NATIONAL FUEL GAS CO N J COM 63618010 1082 25001 SH SHARED 10 25001 D NATIONAL GRID PLC SPON ADR NEW 63627430 625 8472 SH SHARED 8472 D NATIONAL GRID PLC SPON ADR NEW 63627430 17 241 SH SHARED 01 241 D NATIONAL HEALTH INVS INC COM 63633D10 25805 813539 SH SHARED 813539 D NATIONAL HEALTH INVS INC COM 63633D10 3125 98547 SH SHARED 02 98547 D NATIONAL HEALTH INVS INC COM 63633D10 117 3700 SH SHARED 10 3700 D NATIONAL HEALTH INVS INC COM 63633D10 8329 262600 SH SHARED 11 262600 D NATIONAL HOME HEALTH CARE CO COM 63638010 1 143 SH SHARED 143 D NATIONAL INSTRS CORP COM 63651810 840 25820 SH SHARED 25820 D NATIONAL INSTRS CORP COM 63651810 535 16450 SH SHARED 01 600 15850 D NATIONAL INSTRS CORP COM 63651810 196 6029 SH SHARED 02 6029 D NATIONAL INSTRS CORP COM 63651810 209 6434 SH SHARED 10 6434 D NATIONAL INTERSTATE CORP COM 63654U10 68 2637 SH SHARED 2637 D NATIONAL LAMPOON INC NEW COM 63663710 0 166 SH SHARED 166 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 2 138 SH SHARED 138 D NATIONAL OILWELL VARCO INC COM 63707110 102 979 SH SHARED 979 D NATIONAL OILWELL VARCO INC COM 63707110 97675 937029 SH SHARED 937029 D NATIONAL OILWELL VARCO INC COM 63707110 10977 105310 SH SHARED 01 105310 D NATIONAL OILWELL VARCO INC COM 63707110 35 338 SH SHR/OTHR 01 338 D NATIONAL OILWELL VARCO INC COM 63707110 7541 72343 SH SHARED 02 70479 1864 D NATIONAL OILWELL VARCO INC COM 63707110 46742 448409 SH SHARED 04 448409 D NATIONAL OILWELL VARCO INC COM 63707110 7 70 SH SHARED 05 70 D NATIONAL OILWELL VARCO INC COM 63707110 2559 24550 SH SHARED 06 23100 1450 D NATIONAL OILWELL VARCO INC COM 63707110 40098 384670 SH SHARED 10 384670 D NATIONAL OILWELL VARCO INC COM 63707110 2011 19300 SH SHARED 14 19300 D NATIONAL OILWELL VARCO INC COM 63707110 6286 60308 SH SHARED 16 60308 D NATIONAL PENN BANCSHARES INC COM 63713810 595 35673 SH SHARED 35673 D NATIONAL PENN BANCSHARES INC COM 63713810 313 18800 SH SHARED 10 18800 D NATIONAL PRESTO INDS INC COM 63721510 2066 33154 SH SHARED 33154 D NATIONAL PRESTO INDS INC COM 63721510 4 73 SH SHARED 02 73 D NATIONAL PRESTO INDS INC COM 63721510 199 3200 SH SHARED 10 3200 D NATIONAL R V HLDGS INC COM 63727710 0 225 SH SHARED 225 D NATIONAL RESEARCH CORP COM 63737210 1 54 SH SHARED 54 D NATIONAL RESEARCH CORP COM 63737210 0 6 SH SHARED 02 6 D NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA 5035 5000000 PRN SHARED 5000000 D NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA 5387 5350000 PRN SHARED 02 5350000 D NATIONAL RETAIL PROPERTIES I COM 63741710 2380 108897 SH SHARED 108897 D NATIONAL RETAIL PROPERTIES I COM 63741710 32 1500 SH SHARED 01 1500 D NATIONAL RETAIL PROPERTIES I COM 63741710 26 1227 SH SHARED 02 1227 D NATIONAL RETAIL PROPERTIES I COM 63741710 2511 114900 SH SHARED 10 114900 D NATIONAL RETAIL 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NATUS MEDICAL INC DEL COM 63905010 3 250 SH SHARED 01 250 D NATUS MEDICAL INC DEL COM 63905010 16 1006 SH SHARED 02 1006 D NAUGATUCK VY FINL CORP COM 63906710 438 37521 SH SHARED 37521 D NAUTILUS INC COM 63910B10 653 54304 SH SHARED 54304 D NAUTILUS INC COM 63910B10 24 2000 SH SHR/OTHR 01 2000 D NAUTILUS INC COM 63910B10 25 2120 SH SHARED 02 1095 1025 D NAUTILUS INC COM 63910B10 62 5200 SH SHARED 21 5200 D NAVARRE CORP COM 63920810 3 899 SH SHARED 899 D NAVARRE CORP COM 63920810 0 3 SH SHARED 02 3 D NAVISITE INC COM NEW 63935M20 2 285 SH SHARED 285 D NAVISITE INC COM NEW 63935M20 30 4000 SH SHARED 02 4000 D NAVIGANT CONSULTING INC COM 63935N10 3303 178012 SH SHARED 178012 D NAVIGANT CONSULTING INC COM 63935N10 257 13900 SH SHARED 01 13900 D NAVIGANT CONSULTING INC COM 63935N10 100 5424 SH SHARED 02 5424 D NAVIGANT CONSULTING INC COM 63935N10 465 25079 SH SHARED 10 25079 D NAVIGANT CONSULTING INC COM 63935N10 1585 85400 SH SHARED 14 85400 D NAVIGANT CONSULTING INC COM 63935N10 35 1916 SH SHARED 21 1916 D NAVTEQ CORP COM 63936L10 3798 89716 SH SHARED 89716 D NAVTEQ CORP COM 63936L10 1954 46160 SH SHARED 01 34940 11220 D NAVTEQ CORP COM 63936L10 84 2000 SH SHR/OTHR 01 2000 D NAVTEQ CORP COM 63936L10 38 916 SH SHARED 02 916 D NAVTEQ CORP COM 63936L10 4890 115500 SH SHARED 04 115500 D NAVTEQ CORP COM 63936L10 84 2000 SH SHARED 06 2000 D NAVTEQ CORP COM 63936L10 1173 27726 SH SHARED 10 20026 7700 D NAVTEQ CORP COM 63936L10 87 2065 SH SHARED 20 35 2030 D NAVTEQ CORP COM 63936L10 4 100 SH SHARED 21 100 D NAVTEQ CORP COM 63936L10 21 500 SH SHARED 22 500 D NAVTEQ CORP COM 63936L10 8 200 SH SHR/OTHR 22 200 D NAVTEQ CORP COM 63936L10 243 5749 SH SHARED 23 4549 1200 D NAVTEQ CORP COM 63936L10 84 2000 SH SHR/OTHR 23 2000 D NEENAH PAPER INC COM 64007910 1570 38057 SH SHARED 38057 D NEENAH PAPER INC COM 64007910 161 3912 SH SHARED 01 3864 48 D NEENAH PAPER INC COM 64007910 44 1067 SH SHR/OTHR 01 1067 D NEENAH PAPER INC COM 64007910 189 4600 SH SHARED 10 4600 D NEENAH PAPER INC COM 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65251F10 4140 290994 SH SHARED 290994 D NEWTEK BUSINESS SVCS INC COM 65252610 1 673 SH SHARED 673 D NEWTEK BUSINESS SVCS INC COM 65252610 0 2 SH SHARED 02 2 D NEXMED INC COM 65290310 3 2042 SH SHARED 2042 D NEXMED INC COM 65290310 81 44507 SH SHARED 02 7 44500 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 38641 38914000 PRN SHARED 02 38914000 D NEXITY FINL CORP COM NEW 65333R20 162 15810 SH SHARED 15810 D NEXTEST SYS CORP COM 65333910 5 406 SH SHARED 406 D NEXEN INC COM 65334H10 154 5000 SH SHARED 5000 D NEXEN INC COM 65334H10 33860 1094043 SH SHARED 1094043 D NEXEN INC COM 65334H10 107 3464 SH SHARED 01 3464 D NEXEN INC COM 65334H10 63775 2060610 SH SHARED 04 2060610 D NEXEN INC COM 65334H10 1757 56794 SH SHARED 06 1894 54900 D NEXEN INC COM 65334H10 372 12044 SH SHARED 10 12044 D NEXEN INC COM 65334H10 1655 53500 SH SHARED 14 1500 52000 D NEXEN INC COM 65334H10 6089 196757 SH SHARED 16 196757 D NEXCEN BRANDS INC COM 65335110 1512 135753 SH SHARED 135753 D NEXCEN BRANDS INC COM 65335110 1934 173660 SH SHARED 01 173610 50 D NEXCEN BRANDS INC COM 65335110 61 5550 SH SHARED 02 3050 2500 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 575 43796 SH SHARED 43796 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 9 726 SH SHARED 02 726 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 630 24896 SH SHARED 02 24896 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 54 2138 SH SHARED 20 2138 D NEXTWAVE WIRELESS INC COM 65337Y10 1518 181862 SH SHARED 181862 D NEXTWAVE WIRELESS INC COM 65337Y10 15 1853 SH SHARED 02 1853 D NEXXUS LIGHTING INC COM 65338E10 0 132 SH SHARED 132 D NICE SYS LTD SPONSORED ADR 65365610 2240 64483 SH SHARED 64483 D NICE SYS LTD SPONSORED ADR 65365610 3324 95706 SH SHARED 01 95706 D NICE SYS LTD SPONSORED ADR 65365610 2198 63275 SH SHARED 04 63275 D NICE SYS LTD SPONSORED ADR 65365610 305 8800 SH SHARED 06 8800 D NICE SYS LTD SPONSORED ADR 65365610 24965 718633 SH SHARED 10 718633 D NICE SYS LTD SPONSORED ADR 65365610 265 7650 SH SHARED 15 7650 D NICE SYS LTD SPONSORED ADR 65365610 1215 35000 SH SHARED 24 35000 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 3 196 SH SHARED 196 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 232 14691 SH SHR/OTHR 20 14691 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 49 3200 SH SHARED 3200 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 55 3600 SH SHARED 02 3600 D NICHOLAS APPLEGATE EQT CONV COM 65370K10 3091 126700 SH SHARED 02 126400 300 D NICOR INC COM 65408610 5815 135507 SH SHARED 135507 D NICOR INC COM 65408610 304 7099 SH SHARED 01 6899 200 D NICOR INC COM 65408610 518 12091 SH SHARED 02 12091 D NICOR INC COM 65408610 373 8700 SH SHARED 06 8700 D NICOR INC COM 65408610 2275 53009 SH SHARED 10 53009 D NIKE INC CL B 65410610 241146 4137016 SH SHARED 4137016 D NIKE INC CL B 65410610 4560 78244 SH SHARED 01 56124 22120 D NIKE INC CL B 65410610 255 4386 SH SHR/OTHR 01 4386 D NIKE INC CL B 65410610 7783 133524 SH SHARED 02 130454 3070 D NIKE INC CL B 65410610 310 5320 SH SHARED 04 5320 D NIKE INC CL B 65410610 6 120 SH SHARED 05 120 D NIKE INC CL B 65410610 4694 80530 SH SHARED 06 36650 43880 D NIKE INC CL B 65410610 22440 384984 SH SHARED 10 380384 4600 D NIKE INC CL B 65410610 419 7200 SH SHARED 14 7200 D NIKE INC CL B 65410610 757 13000 SH SHARED 20 1200 11800 D NIKE INC CL B 65410610 673 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 594 10200 SH SHARED 23 10100 100 D NIKE INC CL B 65410610 361 6200 SH SHR/OTHR 23 6200 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 187 10372 SH SHARED 10372 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 8 475 SH SHARED 01 475 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 17 994 SH SHARED 02 994 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 902 50000 SH SHARED 04 50000 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 8948 495740 SH SHARED 10 495740 D 99 CENTS ONLY STORES COM 65440K10 3886 296452 SH SHARED 296452 D 99 CENTS ONLY STORES COM 65440K10 187 14300 SH SHARED 01 14300 D 99 CENTS ONLY STORES COM 65440K10 62 4800 SH SHARED 02 4800 D 99 CENTS ONLY STORES COM 65440K10 5 400 SH SHARED 10 400 D NINETOWNS INTERNET TECH GRP ADR 65440710 1541 416574 SH SHARED 416574 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 16416 740500 SH SHARED 740500 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 163 7374 SH SHARED 02 7374 D NISOURCE INC COM 65473P10 27202 1313492 SH SHARED 1313492 D NISOURCE INC COM 65473P10 685 33112 SH SHARED 01 33112 D NISOURCE INC COM 65473P10 1525 73656 SH SHARED 02 72806 850 D NISOURCE INC COM 65473P10 1905 92004 SH SHARED 06 28350 63654 D NISOURCE INC COM 65473P10 4207 203171 SH SHARED 10 203171 D NISOURCE INC COM 65473P10 200 9680 SH SHARED 14 9680 D NISOURCE INC COM 65473P10 20 1000 SH SHARED 20 1000 D NISOURCE INC COM 65473P10 41 2000 SH SHR/OTHR 23 2000 D NISSAN MOTORS SPONSORED ADR 65474440 5356 249845 SH SHARED 249845 D NISSAN MOTORS SPONSORED ADR 65474440 10 500 SH SHARED 01 500 D NISSAN MOTORS SPONSORED ADR 65474440 5 275 SH SHARED 02 275 D NITCHES INC COM 65476M10 0 60 SH SHARED 60 D NITROMED INC COM 65479850 1 492 SH SHARED 492 D NITROMED INC COM 65479850 0 2 SH SHARED 02 2 D NOVA BIOSOURCE FUELS INC COM 65488W10 555 217702 SH SHARED 217702 D NOVA BIOSOURCE FUELS INC COM 65488W10 5 2167 SH SHARED 02 2167 D NOBEL LEARNING CMNTYS INC COM 65488910 3 237 SH SHARED 237 D NOBEL LEARNING CMNTYS INC COM 65488910 3101 212700 SH SHARED 10 212700 D NOBILITY HOMES INC COM 65489210 0 39 SH SHARED 39 D NOKIA CORP SPONSORED ADR 65490220 57622 2049900 SH SHARED 2049900 D NOKIA CORP SPONSORED ADR 65490220 5262 187200 SH SHARED 01 35050 152150 D NOKIA CORP SPONSORED ADR 65490220 1123 39961 SH SHR/OTHR 01 39961 D NOKIA CORP SPONSORED ADR 65490220 687 24475 SH SHARED 02 250 24225 D NOKIA CORP SPONSORED ADR 65490220 37836 1346000 SH SHARED 06 1346000 D NOKIA CORP SPONSORED ADR 65490220 24825 883163 SH SHARED 10 849323 33840 D NOKIA CORP SPONSORED ADR 65490220 382 13600 SH SHR/OTHR 10 13600 D NOKIA CORP SPONSORED ADR 65490220 4796 170641 SH SHARED 20 31710 138931 D NOKIA CORP SPONSORED ADR 65490220 1208 43000 SH SHR/OTHR 20 43000 D NOKIA CORP SPONSORED ADR 65490220 639 22735 SH SHARED 21 22735 D NOKIA CORP SPONSORED ADR 65490220 50 1800 SH SHR/OTHR 21 1800 D NOKIA CORP SPONSORED ADR 65490220 605 21530 SH SHARED 22 8950 12580 D NOKIA CORP SPONSORED ADR 65490220 570 20305 SH SHR/OTHR 22 20305 D NOKIA CORP SPONSORED ADR 65490220 2315 82390 SH SHARED 23 73090 9300 D NOKIA CORP SPONSORED ADR 65490220 2510 89310 SH SHR/OTHR 23 89310 D NOBLE ENERGY INC COM 65504410 6675 106995 SH SHARED 106995 D NOBLE ENERGY INC COM 65504410 9340 149712 SH SHARED 01 98512 51200 D NOBLE ENERGY INC COM 65504410 174 2800 SH SHR/OTHR 01 2800 D NOBLE ENERGY INC COM 65504410 5017 80422 SH SHARED 02 34806 45616 D NOBLE ENERGY INC COM 65504410 43 700 SH SHARED 04 700 D NOBLE ENERGY INC COM 65504410 3743 60000 SH SHARED 04 60000 D NOBLE ENERGY INC COM 65504410 8 130 SH SHARED 05 130 D NOBLE ENERGY INC COM 65504410 38126 611100 SH SHARED 06 7050 604050 D NOBLE ENERGY INC COM 65504410 7874 126220 SH SHARED 10 112715 13505 D NOBLE ENERGY INC COM 65504410 447 7180 SH SHARED 14 7180 D NOBLE ENERGY INC COM 65504410 77 1250 SH SHARED 21 1250 D NOBLE INTL LTD COM 65505310 120 5875 SH SHARED 5875 D NOMURA HLDGS INC SPONSORED ADR 65535H20 448 23100 SH SHARED 23100 D NORDSON CORP COM 65566310 4845 96595 SH SHARED 96595 D NORDSON CORP COM 65566310 581 11600 SH SHARED 01 1300 10300 D NORDSON CORP COM 65566310 179 3584 SH SHARED 02 3584 D NORDSON CORP COM 65566310 516 10300 SH SHARED 10 10300 D NORDSON CORP COM 65566310 65 1300 SH SHARED 21 1300 D NORDSTROM INC COM 65566410 20027 391769 SH SHARED 391769 D NORDSTROM INC COM 65566410 1978 38699 SH SHARED 01 38699 D NORDSTROM INC COM 65566410 5183 101392 SH SHARED 02 101392 D NORDSTROM INC COM 65566410 2364 46250 SH SHARED 06 16250 30000 D NORDSTROM INC COM 65566410 27864 545075 SH SHARED 10 545075 D NORDSTROM INC COM 65566410 54 1066 SH SHARED 14 1066 D NORDSTROM INC COM 65566410 102 2000 SH SHR/OTHR 23 2000 D NORDSTROM INC COM 65566410 30 600 SH SHARED 24 600 D NORFOLK SOUTHERN CORP COM 65584410 277253 5273978 SH SHARED 5273978 D NORFOLK SOUTHERN CORP COM 65584410 3886 73924 SH SHARED 01 62669 11255 D NORFOLK SOUTHERN CORP COM 65584410 68 1300 SH SHR/OTHR 01 1300 D NORFOLK SOUTHERN CORP COM 65584410 40527 770924 SH SHARED 02 669204 101720 D NORFOLK SOUTHERN CORP COM 65584410 17479 332500 SH SHARED 04 332500 D NORFOLK SOUTHERN CORP COM 65584410 9 190 SH SHARED 05 190 D NORFOLK SOUTHERN CORP COM 65584410 2641 50240 SH SHARED 06 46650 3590 D NORFOLK SOUTHERN CORP COM 65584410 17909 340681 SH SHARED 10 340616 65 D NORFOLK SOUTHERN CORP COM 65584410 60 1153 SH SHARED 14 1153 D NORFOLK SOUTHERN CORP COM 65584410 97 1850 SH SHARED 20 1850 D NORFOLK SOUTHERN CORP COM 65584410 2995 56977 SH SHARED 23 55177 1800 D NORFOLK SOUTHERN CORP COM 65584410 1521 28946 SH SHR/OTHR 23 28946 D NORSK HYDRO A S SPONSORED ADR 65653160 3020 78930 SH SHARED 78930 D NORSK HYDRO A S SPONSORED ADR 65653160 28 750 SH SHARED 01 750 D NORSK HYDRO A S SPONSORED ADR 65653160 15 400 SH SHARED 02 400 D NORTECH SYS INC COM 65655310 0 34 SH SHARED 34 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 19 748 SH SHARED 748 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 307 12000 SH SHARED 04 12000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 27522 28971008 PRN SHARED 28971008 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 46368 48809008 PRN SHARED 02 48809008 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 33 1400 SH SHARED 1400 D NORTEL NETWORKS CORP NEW COM NEW 65656850 6913 287445 SH SHARED 284385 3060 D NORTEL NETWORKS CORP NEW COM NEW 65656850 72 3012 SH SHARED 01 3012 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 30 SH SHR/OTHR 01 30 D NORTEL NETWORKS CORP NEW COM NEW 65656850 2615 108750 SH SHARED 02 108650 100 D NORTEL NETWORKS CORP NEW COM NEW 65656850 2417 100500 SH SHARED 04 100500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 7 300 SH SHARED 05 300 D NORTEL NETWORKS CORP NEW COM NEW 65656850 75 3154 SH SHARED 06 1304 1850 D NORTEL NETWORKS CORP NEW COM NEW 65656850 172 7180 SH SHARED 10 7180 D NORTEL NETWORKS CORP NEW COM NEW 65656850 993 41322 SH SHARED 14 41322 D NORTEL NETWORKS CORP NEW COM NEW 65656850 60 2500 SH SHARED 20 2500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 7 320 SH SHR/OTHR 23 320 D NORTH AMERN GALVANZNG & CTNG COM 65686Y10 489 57076 SH SHARED 57076 D NORTH AMERN INS LEADERS INC COM 65687M10 201 26252 SH SHARED 26252 D NORTH AMERN PALLADIUM LTD COM 65691210 2 300 SH SHARED 02 300 D NORTH AMERN SCIENTIFIC INC COM 65715D10 0 564 SH SHARED 564 D NORTH AMERN SCIENTIFIC INC COM 65715D10 0 2 SH SHARED 02 2 D NORTH CENT BANCSHARES INC COM 65841810 1 31 SH SHARED 31 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 169 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 169 4300 SH SHR/OTHR 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 197 5000 SH SHARED 02 5000 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 74 1900 SH SHARED 23 1900 D NORTH PITTSBURGH SYS INC COM 66156210 382 18017 SH SHARED 18017 D NORTH PITTSBURGH SYS INC COM 66156210 10 500 SH SHARED 02 500 D NORTH POINTE HLDGS CORP COM 66169610 1 158 SH SHARED 158 D NORTH VALLEY BANCORP COM 66304M10 4 184 SH SHARED 184 D NORTH VALLEY BANCORP COM 66304M10 0 7 SH SHARED 02 7 D NORTHEAST BANCORP COM 66390410 1 57 SH SHARED 57 D NORTHEAST CMNTY BANCORP INC COM 66411210 135 11723 SH SHARED 11723 D NORTHEAST CMNTY BANCORP INC COM 66411210 55 4769 SH SHARED 02 4769 D NORTHEAST UTILS COM 66439710 5258 185412 SH SHARED 185412 D NORTHEAST UTILS COM 66439710 2107 74300 SH SHARED 01 25600 48700 D NORTHEAST UTILS COM 66439710 556 19638 SH SHARED 02 19638 D NORTHEAST UTILS COM 66439710 365 12892 SH SHARED 10 12892 D NORTHEAST UTILS COM 66439710 17 600 SH SHARED 23 600 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 31 2710 SH SHARED 2710 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 37 3200 SH SHARED 02 3200 D NORTHERN ORION RES INC COM 66557510 311 54700 SH SHARED 54700 D NORTHERN ORION RES INC COM 66557510 7742 1360800 SH SHARED 10 1360800 D NORTHERN STS FINL CORP COM 66575110 1 70 SH SHARED 70 D NORTHERN TECH INTL CORP COM 66580910 0 69 SH SHARED 69 D NORTHERN TR CORP COM 66585910 42736 665265 SH SHARED 665265 D NORTHERN TR CORP COM 66585910 2454 38213 SH SHARED 01 28713 9500 D NORTHERN TR CORP COM 66585910 3137 48845 SH SHARED 02 44362 4483 D NORTHERN TR CORP COM 66585910 963 15000 SH SHARED 04 15000 D NORTHERN TR CORP COM 66585910 1234 19210 SH SHARED 06 17250 1960 D NORTHERN TR CORP COM 66585910 7391 115064 SH SHARED 10 115064 D NORTHERN TR CORP COM 66585910 449 7000 SH SHARED 20 800 6200 D NORTHERN TR CORP COM 66585910 1284 20000 SH SHR/OTHR 20 20000 D NORTHERN TR CORP COM 66585910 680 10596 SH SHR/OTHR 23 10596 D NORTHFIELD LABS INC COM 66613510 82 58020 SH SHARED 58020 D NORTHFIELD LABS INC COM 66613510 0 700 SH SHARED 02 700 D NORTHGATE MINERALS CORP COM 66641610 2001 690000 SH SHARED 690000 D NORTHGATE MINERALS CORP COM 66641610 2439 841267 SH SHARED 841267 D NORTHRIM BANCORP INC COM 66676210 3 145 SH SHARED 145 D NORTHROP GRUMMAN CORP COM 66680710 1013 13009 SH SHARED 3680 9329 D NORTHROP GRUMMAN CORP COM 66680710 39936 512861 SH SHARED 512861 D NORTHROP GRUMMAN CORP COM 66680710 9041 116107 SH SHARED 01 115887 220 D NORTHROP GRUMMAN CORP COM 66680710 8540 109680 SH SHARED 02 107138 2542 D NORTHROP GRUMMAN CORP COM 66680710 778 10000 SH SHARED 04 10000 D NORTHROP GRUMMAN CORP COM 66680710 13 170 SH SHARED 05 170 D NORTHROP GRUMMAN CORP COM 66680710 4443 57057 SH SHARED 06 53567 3490 D NORTHROP GRUMMAN CORP COM 66680710 127868 1642071 SH SHARED 10 1642071 D NORTHROP GRUMMAN CORP COM 66680710 1486 19087 SH SHARED 14 19087 D NORTHROP GRUMMAN CORP COM 66680710 6004 77115 SH SHARED 19 77115 D NORTHROP GRUMMAN CORP COM 66680710 739 9498 SH SHR/OTHR 23 9498 D NORTHSTAR RLTY FIN CORP COM 66704R10 10428 833615 SH SHARED 833615 D NORTHSTAR RLTY FIN CORP COM 66704R10 38 3100 SH SHARED 01 3100 D NORTHSTAR RLTY FIN CORP COM 66704R10 2217 177236 SH SHARED 02 151936 25300 D NORTHSTAR RLTY FIN CORP COM 66704R10 18599 1486800 SH SHARED 10 1486800 D NORTHSTAR RLTY FIN CORP COM 66704R10 7506 600000 SH SHARED 11 600000 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 1854 159501 SH SHARED 159501 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 68 5932 SH SHARED 01 5932 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 6 517 SH SHARED 02 517 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 1400 120450 SH SHARED 04 120450 D NORTHWAY FINL INC COM 66727010 1 36 SH SHARED 36 D NORTHWAY FINL INC COM 66727010 0 1 SH SHARED 02 1 D NORTHWEST AIRLS CORP COM 66728040 63968 2881449 SH SHARED 2881449 D NORTHWEST AIRLS CORP COM 66728040 69406 3126409 SH SHARED 02 3126409 D NORTHWEST AIRLS CORP COM 66728040 197 8900 SH SHARED 10 8900 D NORTHWEST BANCORP INC PA COM 66732810 3322 127092 SH SHARED 127092 D NORTHWEST NAT GAS CO COM 66765510 975 21128 SH SHARED 21128 D NORTHWEST NAT GAS CO COM 66765510 32 700 SH SHARED 01 700 D NORTHWEST NAT GAS CO COM 66765510 124 2695 SH SHARED 02 2695 D NORTHWEST NAT GAS CO COM 66765510 4872 105488 SH SHARED 10 105488 D NORTHWEST PIPE CO COM 66774610 380 10711 SH SHARED 10711 D NORTHWEST PIPE CO COM 66774610 21 610 SH SHARED 02 610 D NORTHWEST PIPE CO COM 66774610 6274 176400 SH SHARED 10 176400 D NORTHWESTERN CORP *W EXP 11/01/200 66807411 126 13482 SH SHARED 13482 D NORTHWESTERN CORP *W EXP 11/01/200 66807411 68 7264 SH SHARED 02 7264 D NORTHWESTERN CORP COM NEW 66807430 55847 1755656 SH SHARED 1755656 D NORTHWESTERN CORP COM NEW 66807430 326 10269 SH SHARED 02 10269 D NORTHWESTERN CORP COM NEW 66807430 486 15300 SH SHARED 10 15300 D NORWOOD FINANCIAL CORP COM 66954910 2 66 SH SHARED 66 D NOVA CHEMICALS CORP COM 66977W10 73 2070 SH SHARED 2070 D NOVA CHEMICALS CORP COM 66977W10 7134 200573 SH SHARED 200573 D NOVA CHEMICALS CORP COM 66977W10 7 200 SH SHARED 01 200 D NOVA CHEMICALS CORP COM 66977W10 73 2075 SH SHARED 02 1675 400 D NOVA CHEMICALS CORP COM 66977W10 860 24200 SH SHARED 06 24200 D NOVA CHEMICALS CORP COM 66977W10 2 66 SH SHR/OTHR 23 66 D NOVAMED INC DEL COM 66986W10 980 162130 SH SHARED 162130 D NOVAMED INC DEL COM 66986W10 3025 500000 SH SHARED 02 500000 D NOVADEL PHARMA INC COM 66986X10 1 1181 SH SHARED 1181 D NOVACEA INC COM 66987B10 69 7357 SH SHARED 7357 D NOVACEA INC COM 66987B10 30 3200 SH SHARED 01 3200 D NOVACEA INC COM 66987B10 4 451 SH SHARED 02 451 D NOVACEA INC COM 66987B10 4409 465600 SH SHARED 04 465600 D NOVAGOLD RES INC COM NEW 66987E20 5325 354300 SH SHARED 354300 D NOVAGOLD RES INC COM NEW 66987E20 5848 389100 SH SHARED 02 1962 387138 D NOVATEL WIRELESS INC COM NEW 66987M60 8355 321101 SH SHARED 321101 D NOVATEL WIRELESS INC COM NEW 66987M60 132 5100 SH SHARED 01 5100 D NOVATEL WIRELESS INC COM NEW 66987M60 8586 330000 SH SHARED 02 330000 D NOVATEL WIRELESS INC COM NEW 66987M60 7761 298300 SH SHARED 10 298300 D NOVARTIS A G SPONSORED ADR 66987V10 43888 782750 SH SHARED 782750 D NOVARTIS A G SPONSORED ADR 66987V10 39 700 SH SHARED 01 700 D NOVARTIS A G SPONSORED ADR 66987V10 58 1047 SH SHARED 02 1047 D NOVARTIS A G SPONSORED ADR 66987V10 516 9220 SH SHARED 06 9220 D NOVARTIS A G SPONSORED ADR 66987V10 1530 27300 SH SHARED 10 27300 D NOVARTIS A G SPONSORED ADR 66987V10 25 450 SH SHARED 20 450 D NOVARTIS A G SPONSORED ADR 66987V10 381 6800 SH SHR/OTHR 23 6800 D NU HORIZONS ELECTRS CORP COM 66990810 23830 1790401 SH SHARED 1790401 D NU HORIZONS ELECTRS CORP COM 66990810 66 5000 SH SHARED 02 5000 D NOVASTAR FINL INC COM 66994740 1797 257513 SH SHARED 257513 D NOVASTAR FINL INC COM 66994740 115 16600 SH SHARED 01 16600 D NOVASTAR FINL INC COM 66994740 15 2215 SH SHARED 02 2215 D NOVATEL INC COM 66995410 25 695 SH SHARED 695 D NOVATEL INC COM 66995410 3920 108000 SH SHARED 04 108000 D NOVAMERICAN STL INC COM 66995910 5278 98975 SH SHARED 98975 D NOVAVAX INC COM 67000210 1614 556691 SH SHARED 556691 D NOVAVAX INC COM 67000210 5 2000 SH SHARED 01 2000 D NOVAVAX INC COM 67000210 0 136 SH SHARED 02 136 D NOVELL INC DBCV 0.500% 7/1 670006AC 24250 25000000 PRN SHARED 25000000 D NOVELL INC DBCV 0.500% 7/1 670006AC 1319 1360000 PRN SHARED 02 1360000 D NOVELL INC COM 67000610 7206 925153 SH SHARED 917653 7500 D NOVELL INC COM 67000610 207 26600 SH SHARED 01 25600 1000 D NOVELL INC COM 67000610 737 94643 SH SHARED 02 67778 26865 D NOVELL INC COM 67000610 211 27100 SH SHARED 06 27100 D NOVELL INC COM 67000610 1469 188579 SH SHARED 10 188579 D NOVELLUS SYS INC COM 67000810 18302 645124 SH SHARED 621824 23300 D NOVELLUS SYS INC COM 67000810 1032 36400 SH SHARED 01 36400 D NOVELLUS SYS INC COM 67000810 11 400 SH SHR/OTHR 01 400 D NOVELLUS SYS INC COM 67000810 2216 78143 SH SHARED 02 53552 24591 D NOVELLUS SYS INC COM 67000810 1050 37030 SH SHARED 06 36150 880 D NOVELLUS SYS INC COM 67000810 12614 444629 SH SHARED 10 443829 800 D NOVELLUS SYS INC COM 67000810 320 11294 SH SHARED 14 11294 D NOVELLUS SYS INC COM 67000810 17 600 SH SHARED 20 600 D NOVELLUS SYS INC COM 67000810 12 450 SH SHR/OTHR 23 450 D NOVEN PHARMACEUTICALS INC COM 67000910 1101 46967 SH SHARED 46967 D NOVEN PHARMACEUTICALS INC COM 67000910 100 4300 SH SHARED 01 4300 D NOVEN PHARMACEUTICALS INC COM 67000910 625 26695 SH SHARED 02 5 26690 D NOVEN PHARMACEUTICALS INC COM 67000910 1449 61800 SH SHARED 10 61800 D NOVO-NORDISK A S ADR 67010020 10 100 SH SHARED 01 100 D NOVO-NORDISK A S ADR 67010020 21 200 SH SHARED 02 200 D NU SKIN ENTERPRISES INC CL A 67018T10 1069 64824 SH SHARED 64824 D NU SKIN ENTERPRISES INC CL A 67018T10 1 100 SH SHARED 02 100 D NU SKIN ENTERPRISES INC CL A 67018T10 320 19427 SH SHARED 10 19427 D NSTAR COM 67019E10 5741 176919 SH SHARED 176919 D NSTAR COM 67019E10 1010 31140 SH SHARED 01 31140 D NSTAR COM 67019E10 1217 37516 SH SHARED 02 36676 840 D NSTAR COM 67019E10 887 27350 SH SHARED 10 27350 D NSTAR COM 67019E10 136 4200 SH SHARED 23 4200 D NSTAR COM 67019E10 47 1476 SH SHR/OTHR 23 1476 D NTELOS HLDGS CORP COM 67020Q10 1720 62248 SH SHARED 62248 D NTELOS HLDGS CORP COM 67020Q10 674 24400 SH SHARED 01 24400 D NTELOS HLDGS CORP COM 67020Q10 22 824 SH SHARED 02 824 D NTELOS HLDGS CORP COM 67020Q10 544 19700 SH SHARED 10 19700 D NUANCE COMMUNICATIONS INC COM 67020Y10 1933 115576 SH SHARED 115576 D NUANCE COMMUNICATIONS INC COM 67020Y10 387 23177 SH SHARED 02 503 22674 D NUANCE COMMUNICATIONS INC COM 67020Y10 218 13037 SH SHARED 10 13037 D NUANCE COMMUNICATIONS INC COM 67020Y10 50 3000 SH SHARED 21 3000 D NUANCE COMMUNICATIONS INC COM 67020Y10 66 4000 SH SHR/OTHR 21 4000 D NUCOR CORP COM 67034610 83291 1420149 SH SHARED 1395049 25100 D NUCOR CORP COM 67034610 57460 979716 SH SHARED 01 974616 5100 D NUCOR CORP COM 67034610 11402 194420 SH SHARED 02 192568 1852 D NUCOR CORP COM 67034610 8 140 SH SHARED 05 140 D NUCOR CORP COM 67034610 4247 72422 SH SHARED 06 69072 3350 D NUCOR CORP COM 67034610 49778 848739 SH SHARED 10 817639 31100 D NUCOR CORP COM 67034610 683 11647 SH SHARED 14 11647 D NUCOR CORP COM 67034610 246 4200 SH SHR/OTHR 22 4200 D NUCOR CORP COM 67034610 35 600 SH SHR/OTHR 23 600 D NUMEREX CORP PA CL A 67053A10 2 229 SH SHARED 229 D NUSTAR ENERGY LP UNIT COM 67058H10 3247 47405 SH SHARED 47405 D NUSTAR ENERGY LP UNIT COM 67058H10 1681 24548 SH SHARED 02 24548 D NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L10 101189 2644794 SH SHARED 2644794 D NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L10 3695 96600 SH SHARED 02 96600 D NUVEEN GBL VL OPPORTUNITIES COM 6706EH10 256 13225 SH SHARED 02 13225 D NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM10 348 19100 SH SHARED 02 19100 D NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 20 1114 SH SHARED 23 1114 D NUVEEN EQUITY PREM INCOME FD COM 6706ER10 694 38009 SH SHARED 02 38009 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 3 205 SH SHARED 205 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 434 23486 SH SHARED 02 23486 D NUVEEN TAX ADV FLTG RATE FUN COM 6706EV10 788 54700 SH SHARED 02 54700 D NUVEEN EQUITY PREM & GROWTH COM 6706EW10 340 17820 SH SHARED 02 17820 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 18 1500 SH SHR/OTHR 20 1500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 20 1500 SH SHR/OTHR 20 1500 D NUTRACEUTICAL INTL CORP COM 67060Y10 4 260 SH SHARED 260 D NUTRACEUTICAL INTL CORP COM 67060Y10 0 1 SH SHARED 02 1 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 84 6000 SH SHR/OTHR 20 6000 D NUVEEN INVT QUALITY MUN FD I COM 67062E10 26 1800 SH SHARED 02 1800 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 26 1800 SH SHARED 02 1800 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 20 1340 SH SHARED 20 1340 D NUVEEN NY MUN VALUE FD COM 67062M10 94 10000 SH SHARED 02 10000 D NUVEEN INSD QUALITY MUN FD I COM 67062N10 9 700 SH SHARED 01 700 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 48 3400 SH SHARED 02 3400 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 28 2000 SH SHR/OTHR 20 2000 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 48 3350 SH SHARED 22 3350 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 23 1603 SH SHARED 23 1603 D NUVEEN PREM INCOME MUN FD COM 67062T10 24 1762 SH SHARED 23 1762 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 31 2250 SH SHARED 02 2250 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 19 1402 SH SHARED 23 1402 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 135 10000 SH SHARED 02 10000 D NVIDIA CORP COM 67066G10 165 4000 SH SHARED 4000 D NVIDIA CORP COM 67066G10 30810 745843 SH SHARED 703343 42500 D NVIDIA CORP COM 67066G10 45953 1112396 SH SHARED 01 1046066 66330 D NVIDIA CORP COM 67066G10 454 10991 SH SHR/OTHR 01 10991 D NVIDIA CORP COM 67066G10 5296 128208 SH SHARED 02 119358 8850 D NVIDIA CORP COM 67066G10 17969 435000 SH SHARED 04 435000 D NVIDIA CORP COM 67066G10 4283 103700 SH SHARED 06 100500 3200 D NVIDIA CORP COM 67066G10 47160 1141631 SH SHARED 10 1121681 19950 D NVIDIA CORP COM 67066G10 276 6701 SH SHARED 14 6701 D NVIDIA CORP COM 67066G10 9 240 SH SHARED 20 150 90 D NVIDIA CORP COM 67066G10 51 1250 SH SHARED 21 1250 D NVIDIA CORP COM 67066G10 762 18470 SH SHARED 22 13300 5170 D NVIDIA CORP COM 67066G10 27 675 SH SHR/OTHR 22 675 D NVIDIA CORP COM 67066G10 1050 25430 SH SHARED 23 21730 3700 D NVIDIA CORP COM 67066G10 811 19650 SH SHR/OTHR 23 19650 D NUVEEN SR INCOME FD COM 67067Y10 11 1300 SH SHARED 1300 D NUTRI SYS INC NEW COM 67069D10 5462 78197 SH SHARED 78197 D NUTRI SYS INC NEW COM 67069D10 3955 56625 SH SHARED 01 56150 475 D NUTRI SYS INC NEW COM 67069D10 384 5506 SH SHARED 02 5401 105 D NUTRI SYS INC NEW COM 67069D10 279 4000 SH SHARED 04 4000 D NUTRI SYS INC NEW COM 67069D10 2095 30000 SH SHARED 06 30000 D NUTRI SYS INC NEW COM 67069D10 98292 1407200 SH SHARED 10 1407200 D NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 23 1500 SH SHARED 02 1500 D NUTRITION 21 INC COM 67069V10 1 1172 SH SHARED 1172 D NUTRITION 21 INC COM 67069V10 24 15000 SH SHARED 20 15000 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 71 5000 SH SHR/OTHR 20 5000 D NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y10 42 3000 SH SHARED 02 3000 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 69 5000 SH SHR/OTHR 20 5000 D NUVASIVE INC COM 67070410 682 25260 SH SHARED 25260 D NUVASIVE INC COM 67070410 3 130 SH SHARED 02 130 D NUVASIVE INC COM 67070410 1620 60000 SH SHARED 04 60000 D NUVASIVE INC COM 67070410 1682 62300 SH SHARED 10 62300 D NUVEEN N C DIV ADV FD 2 COM 67071D10 56 3900 SH SHARED 02 3900 D NUVEEN QUALITY PFD INCOME FD COM 67071S10 34 2633 SH SHARED 02 2633 D NUVEEN CT DIV ADV MUN FD 3 COM 67071Y10 146 10000 SH SHARED 01 10000 D NYER MED GROUP INC COM 67071110 0 76 SH SHARED 76 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 13 1000 SH SHARED 01 1000 D NUVEEN NC DIV ADV MUN FD 3 COM 67072D10 46 3250 SH SHARED 02 3250 D NUVELO INC COM NEW 67072M30 928 341300 SH SHARED 341300 D NUVELO INC COM NEW 67072M30 0 68 SH SHARED 02 68 D NUVEEN FLOATING RATE INCOME COM 67072T10 30 2140 SH SHARED 2140 D NXSTAGE MEDICAL INC COM 67072V10 129 10018 SH SHARED 10018 D NXSTAGE MEDICAL INC COM 67072V10 70 5461 SH SHARED 02 461 5000 D NXSTAGE MEDICAL INC COM 67072V10 8420 651200 SH SHARED 10 651200 D NUVEEN QUALITY PFD INC FD 3 COM 67072W10 12 965 SH SHARED 02 965 D O CHARLEYS INC COM 67082310 751 37294 SH SHARED 37294 D O CHARLEYS INC COM 67082310 85 4250 SH SHARED 01 800 3450 D O CHARLEYS INC COM 67082310 846 42000 SH SHARED 10 42000 D OGE ENERGY CORP COM 67083710 12046 328696 SH SHARED 328696 D OGE ENERGY CORP COM 67083710 1183 32300 SH SHARED 01 32300 D OGE ENERGY CORP COM 67083710 2448 66809 SH SHARED 02 65909 900 D OGE ENERGY CORP COM 67083710 241 6600 SH SHARED 10 6600 D O I CORP COM 67084110 0 58 SH SHARED 58 D OM GROUP INC COM 67087210 7758 146610 SH SHARED 146610 D OM GROUP INC COM 67087210 1188 22450 SH SHARED 01 20900 1550 D OM GROUP INC COM 67087210 1391 26300 SH SHARED 10 26300 D NUVEEN INVTS INC CL A 67090F10 3819 61464 SH SHARED 61464 D NUVEEN INVTS INC CL A 67090F10 1404 22600 SH SHARED 01 100 22500 D NUVEEN INVTS INC CL A 67090F10 573 9228 SH SHARED 02 9228 D NUVEEN INVTS INC CL A 67090F10 932 15000 SH SHARED 04 15000 D NUVEEN INVTS INC CL A 67090F10 12838 206576 SH SHARED 10 206576 D NUVEEN INVTS INC CL A 67090F10 2933 47200 SH SHARED 14 47200 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 SELECT QUALITY MUN FD COM 67097310 56 3800 SH SHARED 02 3800 D NUVEEN NY SELECT QUALITY MUN COM 67097610 95 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 46 3383 SH SHARED 22 3383 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 63 4456 SH SHARED 02 4456 D NUVEEN INSD MUN OPPORTUNITY COM 67098410 71 5000 SH SHR/OTHR 20 5000 D NUVEEN CALIF QUALITY INCM MU COM 67098510 118 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% 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46600 SH SHARED 10 46600 D OBAGI MEDICAL PRODUCTS INC COM 67423R10 714 40345 SH SHARED 40345 D OCCAM NETWORKS INC COM NEW 67457P30 3352 335918 SH SHARED 335918 D OCCAM NETWORKS INC COM NEW 67457P30 6 700 SH SHARED 02 700 D OCCAM NETWORKS INC COM NEW 67457P30 955 95700 SH SHARED 10 95700 D OCCIDENTAL PETE CORP DEL COM 67459910 3617 62500 SH SHARED 2500 60000 D OCCIDENTAL PETE CORP DEL COM 67459910 134957 2331676 SH SHARED 2331676 D OCCIDENTAL PETE CORP DEL COM 67459910 20385 352201 SH SHARED 01 316901 35300 D OCCIDENTAL PETE CORP DEL COM 67459910 504 8717 SH SHR/OTHR 01 8717 D OCCIDENTAL PETE CORP DEL COM 67459910 29846 515668 SH SHARED 02 507973 7695 D OCCIDENTAL PETE CORP DEL COM 67459910 17537 303006 SH SHARED 04 302000 1006 D OCCIDENTAL PETE CORP DEL COM 67459910 1622 28040 SH SHARED 05 28040 D OCCIDENTAL PETE CORP DEL COM 67459910 6969 120408 SH SHARED 06 112338 8070 D OCCIDENTAL PETE CORP DEL COM 67459910 256187 4426188 SH SHARED 10 4421893 4295 D OCCIDENTAL PETE CORP DEL COM 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COM 67622010 6367 210133 SH SHARED 02 209933 200 D OFFICE DEPOT INC COM 67622010 211 6991 SH SHARED 04 6991 D OFFICE DEPOT INC COM 67622010 15609 515156 SH SHARED 04 515156 D OFFICE DEPOT INC COM 67622010 11630 383830 SH SHARED 06 357850 25980 D OFFICE DEPOT INC COM 67622010 41738 1377517 SH SHARED 10 1377517 D OFFICE DEPOT INC COM 67622010 735 24268 SH SHARED 14 24268 D OFFICE DEPOT INC COM 67622010 3868 127670 SH SHARED 15 127670 D OFFICE DEPOT INC COM 67622010 3844 126883 SH SHARED 16 126883 D OFFICE DEPOT INC COM 67622010 571 18850 SH SHARED 24 18850 D OHIO CAS CORP COM 67724010 14460 333891 SH SHARED 333891 D OHIO CAS CORP COM 67724010 788 18200 SH SHARED 01 18200 D OHIO CAS CORP COM 67724010 264 6108 SH SHARED 02 6108 D OHIO CAS CORP COM 67724010 363 8400 SH SHARED 06 8400 D OHIO CAS CORP COM 67724010 744 17200 SH SHARED 10 17200 D OHIO VY BANC CORP COM 67771910 2 100 SH SHARED 100 D OIL DRI CORP AMER COM 67786410 2 123 SH SHARED 123 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 484054 2770300 SH SHARED 2770300 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 104 600 SH SHARED 01 600 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 25967 148615 SH SHARED 02 147815 800 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 1572 9000 SH SHARED 10 9000 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 13227 75700 SH SHARED 19 75700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 122 700 SH SHR/OTHR 23 700 D OIL STS INTL INC NOTE 2.375% 7/0 678026AB 10241 7000000 PRN SHARED 7000000 D OIL STS INTL INC COM 67802610 6578 159137 SH SHARED 159137 D OIL STS INTL INC COM 67802610 545 13200 SH SHARED 01 13200 D OIL STS INTL INC COM 67802610 11240 271900 SH SHARED 10 271900 D OIL STS INTL INC COM 67802610 82 2000 SH SHARED 21 2000 D OILSANDS QUEST INC COM 67804610 5009 2028263 SH SHARED 2028263 D OILSANDS QUEST INC COM 67804610 18 7381 SH SHARED 02 7381 D OLD DOMINION FGHT LINES INC COM 67958010 8917 295775 SH SHARED 295775 D OLD DOMINION FGHT LINES INC COM 67958010 681 22600 SH SHARED 01 22600 D OLD DOMINION FGHT LINES INC COM 67958010 213 7093 SH SHARED 02 7093 D OLD MUTUAL CLAYMORE LNG SHT COM 68003N10 227 12000 SH SHARED 02 12000 D OLD NATL BANCORP IND COM 68003310 2335 140624 SH SHARED 140624 D OLD NATL BANCORP IND COM 68003310 567 34162 SH SHARED 10 34162 D OLD REP INTL CORP COM 68022310 16512 776679 SH SHARED 776679 D OLD REP INTL CORP COM 68022310 1553 73057 SH SHARED 01 3970 69087 D OLD REP INTL CORP COM 68022310 2109 99225 SH SHARED 02 93835 5390 D OLD REP INTL CORP COM 68022310 138 6530 SH SHARED 06 4950 1580 D OLD REP INTL CORP COM 68022310 356 16780 SH SHARED 10 16780 D OLD REP INTL CORP COM 68022310 27 1300 SH SHARED 14 1300 D OLD REP INTL CORP COM 68022310 87 4100 SH SHARED 21 4100 D OLD SECOND BANCORP INC ILL COM 68027710 478 16402 SH SHARED 16402 D OLIN CORP COM PAR $1 68066520 30893 1471123 SH SHARED 1471123 D OLIN CORP COM PAR $1 68066520 1148 54700 SH SHARED 01 34700 20000 D OLIN CORP COM PAR $1 68066520 63 3000 SH SHR/OTHR 01 3000 D OLIN CORP COM PAR $1 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1624697 SH SHARED 1624697 D OMNICOM GROUP INC COM 68191910 2727 51540 SH SHARED 01 43040 8500 D OMNICOM GROUP INC COM 68191910 4679 88423 SH SHARED 02 83439 4984 D OMNICOM GROUP INC COM 68191910 6 120 SH SHARED 05 120 D OMNICOM GROUP INC COM 68191910 3365 63590 SH SHARED 06 60410 3180 D OMNICOM GROUP INC COM 68191910 72586 1371618 SH SHARED 10 1371618 D OMNICOM GROUP INC COM 68191910 359 6800 SH SHR/OTHR 10 6800 D OMNICOM GROUP INC COM 68191910 427 8080 SH SHARED 14 8080 D OMNICOM GROUP INC COM 68191910 58 1100 SH SHARED 20 500 600 D OMNICOM GROUP INC COM 68191910 698 13200 SH SHR/OTHR 20 13200 D OMNICOM GROUP INC COM 68191910 158 3000 SH SHARED 21 3000 D OMNICOM GROUP INC COM 68191910 10 200 SH SHR/OTHR 22 200 D OMNICOM GROUP INC COM 68191910 1944 36752 SH SHR/OTHR 23 36752 D OMNICOM GROUP INC COM 68191910 93 1760 SH SHARED 24 1760 D OMEGA HEALTHCARE INVS INC COM 68193610 766 48409 SH SHARED 48409 D OMEGA HEALTHCARE INVS INC COM 68193610 297 18800 SH SHARED 10 18800 D OMEGA HEALTHCARE INVS INC COM 68193610 20170 1274200 SH SHARED 11 1274200 D OMTOOL LTD COM NEW 68197430 0 88 SH SHARED 88 D 1-800 CONTACTS INC COM 68197710 85 3634 SH SHARED 3634 D 1-800 CONTACTS INC COM 68197710 13 587 SH SHARED 02 587 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 1071 34057 SH SHARED 34057 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 29 936 SH SHARED 02 936 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 62 2000 SH SHARED 04 2000 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 6505 206800 SH SHARED 10 206800 D OMEGA FINL CORP COM 68209210 168 6273 SH SHARED 6273 D OMEGA FINL CORP COM 68209210 174 6500 SH SHARED 10 6500 D OMEGA FLEX INC COM 68209510 2 125 SH SHARED 125 D OMEGA FLEX INC COM 68209510 0 10 SH SHARED 02 10 D OMEGA PROTEIN CORP COM 68210P10 2 277 SH SHARED 277 D OMEGA PROTEIN CORP COM 68210P10 0 1 SH SHARED 02 1 D OMNI ENERGY SERVICES COM NEW 68210T20 8193 730238 SH SHARED 730238 D OMNITURE INC COM 68212S10 528 23079 SH SHARED 23079 D OMNITURE INC COM 68212S10 27 1200 SH SHARED 01 1200 D OMNITURE INC COM 68212S10 21 939 SH SHARED 02 939 D OMNIVISION TECHNOLOGIES INC COM 68212810 44745 2470751 SH SHARED 2470751 D OMNIVISION TECHNOLOGIES INC COM 68212810 673 37200 SH SHARED 01 37200 D OMNIVISION TECHNOLOGIES INC COM 68212810 1 102 SH SHARED 02 102 D OMNIVISION TECHNOLOGIES INC COM 68212810 166 9200 SH SHARED 10 9200 D OMNOVA SOLUTIONS INC COM 68212910 485 80229 SH SHARED 80229 D OMNICELL INC COM 68213N10 3693 177739 SH SHARED 177739 D OMNICELL INC COM 68213N10 16 800 SH SHARED 01 800 D OMNICELL INC COM 68213N10 953 45900 SH SHARED 10 45900 D OMNICARE CAP TR II PFD B TR 4.00% 68214Q20 6283 126300 SH SHARED 126300 D OMNI FINL SVCS INC COM 68214U10 179 22113 SH SHARED 22113 D ON ASSIGNMENT INC COM 68215910 11888 1109001 SH SHARED 1109001 D ON ASSIGNMENT INC COM 68215910 0 9 SH SHARED 02 9 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AE 1087 900000 PRN SHARED 02 900000 D ON SEMICONDUCTOR CORP COM 68218910 16954 1581593 SH SHARED 1581593 D ON SEMICONDUCTOR CORP COM 68218910 1194 111400 SH SHARED 01 111400 D ON SEMICONDUCTOR CORP COM 68218910 1072 100000 SH SHR/OTHR 01 100000 D ON SEMICONDUCTOR CORP COM 68218910 288 26931 SH SHARED 02 26931 D ON SEMICONDUCTOR CORP COM 68218910 857 80000 SH SHARED 04 80000 D ON SEMICONDUCTOR CORP COM 68218910 10051 937631 SH SHARED 10 937631 D ONE LIBERTY PPTYS INC COM 68240610 5 221 SH SHARED 221 D ONE LIBERTY PPTYS INC COM 68240610 3414 150000 SH SHARED 11 150000 D 1 800 FLOWERS COM CL A 68243Q10 671 71257 SH SHARED 71257 D 1 800 FLOWERS COM CL A 68243Q10 243 25784 SH SHARED 02 25784 D ONEIDA FINL CORP COM 68247810 10 870 SH SHARED 870 D ONEOK PARTNERS LP UNIT LTD PARTN 68268N10 16958 247745 SH SHARED 247745 D ONEOK PARTNERS LP UNIT LTD PARTN 68268N10 312 4565 SH SHARED 02 4565 D ONEOK INC NEW COM 68268010 5634 111769 SH SHARED 111769 D ONEOK INC NEW COM 68268010 2505 49701 SH SHARED 01 15301 34400 D ONEOK INC NEW COM 68268010 701 13922 SH SHARED 02 12892 1030 D ONEOK INC NEW COM 68268010 292 5800 SH SHARED 06 5800 D ONEOK INC NEW COM 68268010 1199 23800 SH SHARED 10 23800 D ONLINE RES CORP COM 68273G10 142 12961 SH SHARED 12961 D ONLINE RES CORP COM 68273G10 240 21896 SH SHARED 02 21896 D ONSTREAM MEDIA CORP COM 68287510 2 911 SH SHARED 911 D ON2 TECHNOLOGIES INC COM 68338A10 166 55648 SH SHARED 55648 D ON2 TECHNOLOGIES INC COM 68338A10 23 7724 SH SHARED 02 7724 D ONVIA INC COM NEW 68338T40 1 185 SH SHARED 185 D ONYX PHARMACEUTICALS INC COM 68339910 3954 147003 SH SHARED 147003 D ONYX PHARMACEUTICALS INC COM 68339910 110 4100 SH SHARED 01 4100 D ONYX PHARMACEUTICALS INC COM 68339910 885 32900 SH SHARED 02 32900 D ONYX PHARMACEUTICALS INC COM 68339910 22095 821395 SH SHARED 04 821395 D ONYX PHARMACEUTICALS INC COM 68339910 165 6138 SH SHARED 10 6138 D ONYX PHARMACEUTICALS INC COM 68339910 69 2600 SH SHARED 14 2600 D ONYX PHARMACEUTICALS INC COM 68339910 3497 130000 SH SHARED 16 130000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5366 50938 SH SHARED 50938 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2022 19200 SH SHARED 01 19200 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 7754 73600 SH SHARED 02 73600 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 33504 318000 SH SHARED 04 318000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 7902 75000 SH SHARED 05 75000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 31 300 SH SHARED 06 300 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5004 47500 SH SHARED 10 47500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 684 6500 SH SHARED 24 6500 D OPEN TEXT CORP COM 68371510 2844 130733 SH SHARED 130733 D OPEN TEXT CORP COM 68371510 4 200 SH SHARED 06 200 D OPEN TEXT CORP COM 68371510 206 9500 SH SHARED 14 9500 D OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC 4728 4825000 PRN SHARED 02 4825000 D OPENWAVE SYS INC COM NEW 68371830 19288 3081236 SH SHARED 3081236 D OPENWAVE SYS INC COM NEW 68371830 28 4500 SH SHARED 01 4500 D OPENWAVE SYS INC COM NEW 68371830 96 15361 SH SHARED 02 15361 D OPENWAVE SYS INC COM NEW 68371830 818 130700 SH SHARED 10 130700 D OPEXA THERAPEUTICS INC COM 68372T10 0 156 SH SHARED 156 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 6453 430227 SH SHARED 430227 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 5 348 SH SHARED 02 348 D OPNEXT INC COM 68375V10 1187 89705 SH SHARED 89705 D OPNEXT INC COM 68375V10 534 40400 SH SHARED 04 40400 D OPNET TECHNOLOGIES INC COM 68375710 13 1162 SH SHARED 1162 D OPTELECOM NKF INC COM PAR $0.03 68381820 0 86 SH SHARED 86 D OPTICAL COMMUNICATION PRODS CL A 68382T10 328 203967 SH SHARED 203967 D OPTICAL CABLE CORP COM NEW 68382720 0 152 SH SHARED 152 D OPSWARE INC COM 68383A10 2847 299444 SH SHARED 299444 D OPSWARE INC COM 68383A10 1014 106640 SH SHARED 02 106640 D OPTEUM INC CL A 68384A10 920 338314 SH SHARED 338314 D OPTIMAL GROUP INC CL A NEW 68388R20 5079 672843 SH SHARED 672843 D ORACLE CORP COM 68389X10 307 15601 SH SHARED 900 14701 D ORACLE CORP COM 68389X10 131160 6654528 SH SHARED 6637518 17010 D ORACLE CORP COM 68389X10 13342 676933 SH SHARED 01 530843 146090 D ORACLE CORP COM 68389X10 827 41990 SH SHR/OTHR 01 41990 D ORACLE CORP COM 68389X10 23237 1178985 SH SHARED 02 1033713 145272 D ORACLE CORP COM 68389X10 11362 576500 SH SHARED 04 576500 D ORACLE CORP COM 68389X10 28 1465 SH SHARED 05 1465 D ORACLE CORP COM 68389X10 11703 593774 SH SHARED 06 453833 139941 D ORACLE CORP COM 68389X10 83342 4228415 SH SHARED 10 4145640 82775 D ORACLE CORP COM 68389X10 2 150 SH SHR/OTHR 10 150 D ORACLE CORP COM 68389X10 1409 71535 SH SHARED 14 13600 57935 D ORACLE CORP COM 68389X10 52 2650 SH SHARED 19 2650 D ORACLE CORP COM 68389X10 388 19715 SH SHARED 20 7325 12390 D ORACLE CORP COM 68389X10 576 29274 SH SHARED 21 29274 D ORACLE CORP COM 68389X10 216 11000 SH SHR/OTHR 21 11000 D ORACLE CORP COM 68389X10 662 33615 SH SHARED 22 20150 13465 D ORACLE CORP COM 68389X10 19 1000 SH SHR/OTHR 22 1000 D ORACLE CORP COM 68389X10 2379 120725 SH SHARED 23 113025 7700 D ORACLE CORP COM 68389X10 1427 72405 SH SHR/OTHR 23 72405 D OPTION CARE INC COM 68394810 850 55215 SH SHARED 55215 D OPTION CARE INC COM 68394810 4 261 SH SHARED 02 261 D OPTION CARE INC COM 68394810 13327 865400 SH SHARED 10 865400 D OPTIMER PHARMACEUTICALS INC COM 68401H10 1749 194643 SH SHARED 194643 D OPTIMER PHARMACEUTICALS INC COM 68401H10 1708 190000 SH SHARED 04 190000 D OPTIONSXPRESS HLDGS INC COM 68401010 3110 121209 SH SHARED 121209 D OPTIONSXPRESS HLDGS INC COM 68401010 297 11600 SH SHARED 01 11600 D OPTIONSXPRESS HLDGS INC COM 68401010 215 8410 SH SHARED 02 8410 D OPTIONSXPRESS HLDGS INC COM 68401010 106 4151 SH SHARED 10 4151 D OPTIUM CORP COM 68402T10 741 58635 SH SHARED 58635 D OPTIUM CORP COM 68402T10 5 406 SH SHARED 02 406 D OPTIUM CORP COM 68402T10 1012 80000 SH SHARED 04 80000 D ORANGE 21 INC COM 68531710 1 153 SH SHARED 153 D ORASURE TECHNOLOGIES INC COM 68554V10 205 25169 SH SHARED 25169 D ORASURE TECHNOLOGIES INC COM 68554V10 0 37 SH SHARED 02 37 D ORBCOMM INC COM 68555P10 1568 95582 SH SHARED 95582 D ORBCOMM INC COM 68555P10 18 1129 SH SHARED 02 1129 D ORBIT INTL CORP COM NEW 68555930 0 100 SH SHARED 100 D ORBITAL SCIENCES CORP COM 68556410 5190 247048 SH SHARED 247048 D ORBITAL SCIENCES CORP COM 68556410 453 21577 SH SHARED 02 21577 D ORBITAL SCIENCES CORP COM 68556410 1430 68100 SH SHARED 10 68100 D ORCHIDS PAPER PRODS CO DEL COM 68572N10 0 136 SH SHARED 136 D ORCHID CELLMARK INC COM 68573C10 3 737 SH SHARED 737 D ORCHID CELLMARK INC COM 68573C10 0 2 SH SHARED 02 2 D OREZONE RES INC COM 68592110 0 58 SH SHARED 02 58 D O REILLY AUTOMOTIVE INC COM 68609110 1413 38675 SH SHARED 38675 D O REILLY AUTOMOTIVE INC COM 68609110 1239 33900 SH SHARED 01 33900 D O REILLY AUTOMOTIVE INC COM 68609110 58 1600 SH SHR/OTHR 01 1600 D O REILLY AUTOMOTIVE INC COM 68609110 1671 45742 SH SHARED 02 45742 D O REILLY AUTOMOTIVE INC COM 68609110 1092 29890 SH SHARED 10 29890 D O REILLY AUTOMOTIVE INC COM 68609110 58 1600 SH SHR/OTHR 23 1600 D OREXIGEN THERAPEUTICS INC COM 68616410 59 3960 SH SHARED 3960 D OREXIGEN THERAPEUTICS INC COM 68616410 7 498 SH SHARED 02 498 D ORIENTAL FINL GROUP INC COM 68618W10 188 17236 SH SHARED 17236 D ORIENTAL FINL GROUP INC COM 68618W10 97 8900 SH SHARED 01 8900 D ORIENTAL FINL GROUP INC COM 68618W10 14 1355 SH SHARED 02 805 550 D ORIENTAL FINL GROUP INC COM 68618W10 89 8200 SH SHARED 10 8200 D ORIGEN FINL INC COM 68619E20 2 449 SH SHARED 449 D ORIGEN FINL INC COM 68619E20 0 2 SH SHARED 02 2 D ORION HEALTHCORP INC CL A 68627W10 0 541 SH SHARED 541 D ORITANI FINL CORP COM 68632310 86 6071 SH SHARED 6071 D ORIX CORP SPONSORED ADR 68633010 13 100 SH SHARED 02 100 D ORLEANS HOMEBUILDERS INC COM 68658810 56 6682 SH SHARED 6682 D ORMAT TECHNOLOGIES INC COM 68668810 131 3500 SH SHARED 3500 D ORMAT TECHNOLOGIES INC COM 68668810 2364 62759 SH SHARED 62759 D ORMAT TECHNOLOGIES INC COM 68668810 165 4400 SH SHARED 01 4400 D ORMAT TECHNOLOGIES INC COM 68668810 11 318 SH SHARED 02 318 D ORMAT TECHNOLOGIES INC COM 68668810 8474 224900 SH SHARED 04 224900 D ORTHOLOGIC CORP COM 68750J10 1 1047 SH SHARED 1047 D ORTHOLOGIC CORP COM 68750J10 0 4 SH SHARED 02 4 D ORTHOVITA INC COM 68750U10 4 1547 SH SHARED 1547 D ORTHOVITA INC COM 68750U10 0 6 SH SHARED 02 6 D OSAGE BANCSHARES INC COM 68764U10 0 86 SH SHARED 86 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC 14 20000 PRN SHARED 02 20000 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 1092 238962 SH SHARED 238962 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 0 1 SH SHARED 02 1 D OSHKOSH TRUCK CORP COM 68823920 6927 110105 SH SHARED 110105 D OSHKOSH TRUCK CORP COM 68823920 1455 23130 SH SHARED 01 23130 D OSHKOSH TRUCK CORP COM 68823920 1047 16645 SH SHARED 02 14305 2340 D OSHKOSH TRUCK CORP COM 68823920 157 2500 SH SHARED 06 2100 400 D OSHKOSH TRUCK CORP COM 68823920 54710 869530 SH SHARED 10 869530 D OSIRIS THERAPEUTICS INC COM 68827R10 1109 82097 SH SHARED 82097 D OSIRIS THERAPEUTICS INC COM 68827R10 8 621 SH SHARED 02 621 D OSTEOTECH INC COM 68858210 2 396 SH SHARED 396 D OTELCO INC INCME DEP SECS 68882320 19 1000 SH SHARED 1000 D OTELCO INC INCME DEP SECS 68882320 13 700 SH SHARED 02 700 D OTTER TAIL CORP COM 68964810 570 17800 SH SHARED 17800 D OTTER TAIL CORP COM 68964810 304 9500 SH SHARED 10 9500 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 96 8547 SH SHARED 8547 D OVERHILL FARMS INC COM 69021210 1 331 SH SHARED 331 D OVERLAND STORAGE INC COM 69031010 0 324 SH SHARED 324 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 13381 164386 SH SHARED 164386 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 2173 26700 SH SHARED 01 13300 13400 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 889 10923 SH SHARED 02 10923 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 716 8800 SH SHARED 10 8800 D OVERSTOCK COM INC DEL COM 69037010 5148 281820 SH SHARED 281820 D OVERSTOCK COM INC DEL COM 69037010 3 214 SH SHARED 02 214 D OWENS & MINOR INC NEW COM 69073210 1559 44631 SH SHARED 44631 D OWENS & MINOR INC NEW COM 69073210 0 20 SH SHARED 02 20 D OWENS & MINOR INC NEW COM 69073210 8032 229900 SH SHARED 10 229900 D OWENS & MINOR INC NEW COM 69073210 66 1900 SH SHARED 21 1900 D OWENS CORNING NEW COM 69074210 7409 220314 SH SHARED 220314 D OWENS CORNING NEW COM 69074210 28 840 SH SHARED 02 440 400 D OWENS CORNING NEW COM 69074210 61 1830 SH SHARED 21 1830 D OWENS ILL INC COM NEW 69076840 15755 450170 SH SHARED 450170 D OWENS ILL INC COM NEW 69076840 5320 152016 SH SHARED 02 152016 D OWENS ILL INC COM NEW 69076840 5 150 SH SHARED 05 150 D OWENS ILL INC COM NEW 69076840 172 4930 SH SHARED 06 4200 730 D OWENS ILL INC COM NEW 69076840 10792 308350 SH SHARED 10 308350 D OWENS ILL INC COM NEW 69076840 745 21300 SH SHARED 24 21300 D OWENS ILL INC PFD CONV $.01 69076850 5897 139590 SH SHARED 139590 D OXFORD INDS INC COM 69149730 1596 36011 SH SHARED 36011 D OXFORD INDS INC COM 69149730 122 2760 SH SHARED 02 2300 460 D OXFORD INDS INC COM 69149730 988 22300 SH SHARED 10 22300 D OXIGENE INC COM 69182810 2 716 SH SHARED 716 D OXIGENE INC COM 69182810 0 3 SH SHARED 02 3 D P & F INDS INC CL A NEW 69283050 0 48 SH SHARED 48 D PAB BANKSHARES INC COM 69313P10 4 211 SH SHARED 211 D P A M TRANSN SVCS INC COM 69314910 3 197 SH SHARED 197 D P A M TRANSN SVCS INC COM 69314910 9 500 SH SHARED 02 500 D P C CONNECTION COM 69318J10 2718 205288 SH SHARED 205288 D P C CONNECTION COM 69318J10 143 10836 SH SHARED 02 10836 D PC MALL INC COM 69323K10 466 38129 SH SHARED 38129 D PC MALL INC COM 69323K10 169 13853 SH SHARED 02 13853 D PC-TEL INC COM 69325Q10 4057 463714 SH SHARED 463714 D PDF SOLUTIONS INC COM 69328210 1180 99793 SH SHARED 99793 D PDI INC COM 69329V10 1125 109691 SH SHARED 109691 D PDL BIOPHARMA INC COM 69329Y10 16742 718562 SH SHARED 718562 D PDL BIOPHARMA INC COM 69329Y10 1495 64200 SH SHARED 01 29300 34900 D PDL BIOPHARMA INC COM 69329Y10 309 13265 SH SHARED 02 13265 D PDL BIOPHARMA INC COM 69329Y10 2566 110148 SH SHARED 04 108000 2148 D PDL BIOPHARMA INC COM 69329Y10 4660 200000 SH SHARED 05 200000 D PDL BIOPHARMA INC COM 69329Y10 16 700 SH SHARED 06 700 D PDL BIOPHARMA INC COM 69329Y10 3277 140661 SH SHARED 10 140661 D PDL BIOPHARMA INC COM 69329Y10 179 7703 SH SHARED 14 7703 D PG&E CORP NOTE 9.500% 6/3 69331CAD 34768 10626000 PRN SHARED 10626000 D PG&E CORP COM 69331C10 63121 1393404 SH SHARED 1379204 14200 D PG&E CORP COM 69331C10 7462 164729 SH SHARED 01 160054 4675 D PG&E CORP COM 69331C10 36 800 SH SHR/OTHR 01 800 D PG&E CORP COM 69331C10 2977 65722 SH SHARED 02 65722 D PG&E CORP COM 69331C10 71773 1584402 SH SHARED 04 1584402 D PG&E CORP COM 69331C10 9 210 SH SHARED 05 210 D PG&E CORP COM 69331C10 40690 898245 SH SHARED 06 83263 814982 D PG&E CORP COM 69331C10 9530 210383 SH SHARED 10 209993 390 D PG&E CORP COM 69331C10 81 1800 SH SHARED 14 1800 D PG&E CORP COM 69331C10 4882 107778 SH SHARED 16 107778 D PG&E CORP COM 69331C10 36 800 SH SHARED 20 800 D PG&E CORP COM 69331C10 22 495 SH SHR/OTHR 21 495 D PG&E CORP COM 69331C10 7 172 SH SHARED 22 172 D PG&E CORP COM 69331C10 622 13750 SH SHR/OTHR 23 13750 D PFF BANCORP INC COM 69331W10 327 11741 SH SHARED 11741 D PFF BANCORP INC COM 69331W10 127 4550 SH SHARED 01 4550 D PFF BANCORP INC COM 69331W10 1656 59302 SH SHARED 02 58342 960 D PFF BANCORP INC COM 69331W10 7071 253188 SH SHARED 10 253188 D PHC INC MASS CL A 69331510 1 499 SH SHARED 499 D PHH CORP COM NEW 69332020 16495 528531 SH SHARED 528531 D PHH CORP COM NEW 69332020 146 4700 SH SHARED 01 4700 D PHH CORP COM NEW 69332020 3626 116202 SH SHARED 02 116202 D PHH CORP COM NEW 69332020 521 16700 SH SHARED 10 16700 D PHH CORP COM NEW 69332020 15 500 SH SHR/OTHR 20 500 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1647 46809 SH SHARED 46809 D P F CHANGS CHINA BISTRO INC COM 69333Y10 63 1800 SH SHARED 01 1800 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1 46 SH SHARED 02 46 D P F CHANGS CHINA BISTRO INC COM 69333Y10 6064 172295 SH SHARED 10 172295 D PHI INC COM NON VTG 69336T20 200 6737 SH SHARED 6737 D PHI INC COM NON VTG 69336T20 22 763 SH SHARED 02 763 D PGT INC COM 69336V10 56 5127 SH SHARED 5127 D PICO HLDGS INC COM NEW 69336620 322 7444 SH SHARED 7444 D PICO HLDGS INC COM NEW 69336620 37 870 SH SHARED 02 870 D PICO HLDGS INC COM NEW 69336620 307 7100 SH SHARED 10 7100 D PLC SYS INC COM 69341D10 0 544 SH SHARED 544 D PLX TECHNOLOGY INC COM 69341710 156 14067 SH SHARED 14067 D PLX TECHNOLOGY INC COM 69341710 110 9900 SH SHARED 01 9900 D PLX TECHNOLOGY INC COM 69341710 1 161 SH SHARED 02 161 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 1417 1254000 PRN SHARED 1254000 D PMA CAP CORP CL A 69341920 322 30192 SH SHARED 30192 D PMA CAP CORP CL A 69341920 78 7300 SH SHARED 01 7300 D PMA CAP CORP CL A 69341920 152 14300 SH SHARED 10 14300 D PMC COML TR SH BEN INT 69343410 3 271 SH SHARED 271 D PMC COML TR SH BEN INT 69343410 0 11 SH SHARED 02 11 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 253 225000 PRN SHARED 02 225000 D PMC-SIERRA INC COM 69344F10 3893 503714 SH SHARED 503714 D PMC-SIERRA INC COM 69344F10 204 26490 SH SHARED 01 26490 D PMC-SIERRA INC COM 69344F10 6322 817940 SH SHARED 02 817940 D PMC-SIERRA INC COM 69344F10 123 16000 SH SHARED 06 16000 D PMC-SIERRA INC COM 69344F10 6909 893847 SH SHARED 10 893847 D PMC-SIERRA INC COM 69344F10 3865 500000 SH SHARED 15 500000 D PMI GROUP INC COM 69344M10 2836 63509 SH SHARED 63509 D PMI GROUP INC COM 69344M10 1197 26800 SH SHARED 01 600 26200 D PMI GROUP INC COM 69344M10 446 9994 SH SHARED 02 9819 175 D PMI GROUP INC COM 69344M10 131 2951 SH SHARED 06 2491 460 D PMI GROUP INC COM 69344M10 1719 38502 SH SHARED 10 38502 D PMI GROUP INC COM 69344M10 245 5493 SH SHARED 14 5493 D PNC FINL SVCS GROUP INC COM 69347510 72767 1016586 SH SHARED 1016586 D PNC FINL SVCS GROUP INC COM 69347510 16763 234195 SH SHARED 01 192545 41650 D PNC FINL SVCS GROUP INC COM 69347510 157 2200 SH SHR/OTHR 01 2200 D PNC FINL SVCS GROUP INC COM 69347510 6531 91244 SH SHARED 02 70447 20797 D PNC FINL SVCS GROUP INC COM 69347510 10 150 SH SHARED 05 150 D PNC FINL SVCS GROUP INC COM 69347510 2652 37063 SH SHARED 06 34162 2901 D PNC FINL SVCS GROUP INC COM 69347510 134476 1878690 SH SHARED 10 1862196 16494 D PNC FINL SVCS GROUP INC COM 69347510 111 1555 SH SHR/OTHR 10 1555 D PNC FINL SVCS GROUP INC COM 69347510 1975 27595 SH SHARED 20 19000 8595 D PNC FINL SVCS GROUP INC COM 69347510 28 400 SH SHR/OTHR 20 400 D PNC FINL SVCS GROUP INC COM 69347510 309 4329 SH SHARED 22 3869 460 D PNC FINL SVCS GROUP INC COM 69347510 32 461 SH SHR/OTHR 22 461 D PNC FINL SVCS GROUP INC COM 69347510 1880 26265 SH SHARED 23 25765 500 D PNC FINL SVCS GROUP INC COM 69347510 665 9295 SH SHR/OTHR 23 9295 D POSCO SPONSORED ADR 69348310 4283 35692 SH SHARED 35692 D POSCO SPONSORED ADR 69348310 5466 45550 SH SHARED 01 45300 250 D POSCO SPONSORED ADR 69348310 41 345 SH SHARED 02 345 D POSCO SPONSORED ADR 69348310 26460 220500 SH SHARED 04 220500 D POSCO SPONSORED ADR 69348310 4800 40000 SH SHARED 05 40000 D POSCO SPONSORED ADR 69348310 8641 72010 SH SHARED 06 36010 36000 D POSCO SPONSORED ADR 69348310 12960 108000 SH SHARED 10 108000 D POSCO SPONSORED ADR 69348310 30 250 SH SHARED 20 250 D POSCO SPONSORED ADR 69348310 1860 15500 SH SHARED 24 15500 D PNM RES INC COM 69349H10 3214 115659 SH SHARED 115659 D PNM RES INC COM 69349H10 754 27150 SH SHARED 01 4850 22300 D PNM RES INC COM 69349H10 3444 123961 SH SHARED 02 122751 1210 D PNM RES INC COM 69349H10 3985 143400 SH SHARED 10 143400 D PNM RES INC COM 69349H10 55 2000 SH SHR/OTHR 23 2000 D PPG INDS INC COM 69350610 22829 299959 SH SHARED 299959 D PPG INDS INC COM 69350610 1875 24647 SH SHARED 01 22647 2000 D PPG INDS INC COM 69350610 2501 32864 SH SHARED 02 32737 127 D PPG INDS INC COM 69350610 7 100 SH SHARED 05 100 D PPG INDS INC COM 69350610 2095 27530 SH SHARED 06 25900 1630 D PPG INDS INC COM 69350610 36476 479262 SH SHARED 10 478062 1200 D PPG INDS INC COM 69350610 395 5200 SH SHARED 14 5200 D PPG INDS INC COM 69350610 380 5000 SH SHARED 20 5000 D PPG INDS INC COM 69350610 243 3200 SH SHR/OTHR 22 3200 D PPG INDS INC COM 69350610 11 150 SH SHARED 23 150 D PPG INDS INC COM 69350610 913 12000 SH SHR/OTHR 23 12000 D PPG INDS INC COM 69350610 1386 18220 SH SHARED 24 18220 D PPL CORP COM 69351T10 83193 1778025 SH SHARED 1778025 D PPL CORP COM 69351T10 2348 50194 SH SHARED 01 45894 4300 D PPL CORP COM 69351T10 3526 75375 SH SHARED 02 75375 D PPL CORP COM 69351T10 9 200 SH SHARED 05 200 D PPL CORP COM 69351T10 4874 104184 SH SHARED 06 36500 67684 D PPL CORP COM 69351T10 26194 559826 SH SHARED 10 556626 3200 D PPL CORP COM 69351T10 28 600 SH SHARED 14 600 D PPL CORP COM 69351T10 14 300 SH SHARED 20 300 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 760 405000 PRN SHARED 405000 D PRA INTL COM 69353C10 251 9923 SH SHARED 9923 D PRA INTL COM 69353C10 12 500 SH SHARED 01 500 D PRA INTL COM 69353C10 0 2 SH SHARED 02 2 D PRA INTL COM 69353C10 17 692 SH SHARED 06 692 D PRA INTL COM 69353C10 432 17100 SH SHARED 10 17100 D PRB ENERGY INC COM 69353510 0 189 SH SHARED 189 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 3 198 SH SHARED 198 D PS BUSINESS PKS INC CALIF COM 69360J10 6102 96307 SH SHARED 96307 D PS BUSINESS PKS INC CALIF COM 69360J10 19 300 SH SHARED 01 300 D PS BUSINESS PKS INC CALIF COM 69360J10 173 2736 SH SHARED 02 2600 136 D PS BUSINESS PKS INC CALIF COM 69360J10 304 4800 SH SHARED 10 4800 D PSB HLDGS INC COM 69360W10 0 76 SH SHARED 76 D PVF CAPITAL CORP COM 69365410 2 172 SH SHARED 172 D PVF CAPITAL CORP COM 69365410 26 1960 SH SHARED 02 1960 D PSS WORLD MED INC COM 69366A10 7510 412216 SH SHARED 412216 D PSS WORLD MED INC COM 69366A10 639 35100 SH SHARED 01 35100 D PSS WORLD MED INC COM 69366A10 156 8586 SH SHARED 02 8586 D PSS WORLD MED INC COM 69366A10 747 41020 SH SHARED 10 41020 D PW EAGLE INC COM 69366Y10 0 2150 SH SHARED 01 2150 D PACCAR INC COM 69371810 103655 1190889 SH SHARED 1190889 D PACCAR INC COM 69371810 14327 164611 SH SHARED 01 158274 6337 D PACCAR INC COM 69371810 4022 46211 SH SHARED 02 46211 D PACCAR INC COM 69371810 2417 27780 SH SHARED 04 27780 D PACCAR INC COM 69371810 6 80 SH SHARED 05 80 D PACCAR INC COM 69371810 2654 30493 SH SHARED 06 28016 2477 D PACCAR INC COM 69371810 35875 412172 SH SHARED 10 406975 5197 D PACCAR INC COM 69371810 467 5368 SH SHARED 20 1191 4177 D PACCAR INC COM 69371810 25 292 SH SHR/OTHR 20 292 D PACCAR INC COM 69371810 129 1485 SH SHARED 23 1485 D PACCAR INC COM 69371810 700 8049 SH SHR/OTHR 23 8049 D PACER INTL INC TENN COM 69373H10 18471 785368 SH SHARED 785368 D PACER INTL INC TENN COM 69373H10 294 12500 SH SHARED 01 12500 D PACER INTL INC TENN COM 69373H10 360 15324 SH SHARED 02 15324 D PACER INTL INC TENN COM 69373H10 395 16834 SH SHARED 10 16834 D PACIFIC CMA INC COM 69403T10 1 5000 SH SHARED 02 5000 D PACIFIC CAP BANCORP NEW COM 69404P10 801 29700 SH SHARED 29700 D PACIFIC CAP BANCORP NEW COM 69404P10 482 17883 SH SHARED 01 14533 3350 D PACIFIC CAP BANCORP NEW COM 69404P10 42 1580 SH SHARED 02 1580 D PACIFIC CAP BANCORP NEW COM 69404P10 6899 255714 SH SHARED 10 255714 D PACIFIC CONTINENTAL CORP COM 69412V10 4 294 SH SHARED 294 D PACIFIC ETHANOL INC COM 69423U10 10944 829140 SH SHARED 829140 D PACIFIC ETHANOL INC COM 69423U10 18 1367 SH SHARED 02 467 900 D PACIFIC ETHANOL INC COM 69423U10 10560 800000 SH SHARED 04 800000 D PACIFIC MERCANTILE BANCORP COM 69455210 126 8911 SH SHARED 8911 D PACIFIC MERCANTILE BANCORP COM 69455210 0 1 SH SHARED 02 1 D PACIFIC PREMIER BANCORP COM 69478X10 144 13554 SH SHARED 13554 D PACIFIC STATE BANCORP CA COM 69486410 1 77 SH SHARED 77 D PACIFIC SUNWEAR CALIF INC COM 69487310 6706 304821 SH SHARED 304821 D PACIFIC SUNWEAR CALIF INC COM 69487310 477 21700 SH SHARED 01 21700 D PACIFIC SUNWEAR CALIF INC COM 69487310 594 27008 SH SHARED 02 26097 911 D PACIFIC SUNWEAR CALIF INC COM 69487310 2163 98320 SH SHARED 10 98320 D PACIFIC SUNWEAR CALIF INC COM 69487310 220 10040 SH SHARED 21 10040 D PACIFIC SUNWEAR CALIF INC COM 69487310 27 1264 SH SHR/OTHR 23 1264 D PACKAGING CORP AMER COM 69515610 4562 180246 SH SHARED 180246 D PACKAGING CORP AMER COM 69515610 10993 434350 SH SHARED 01 412700 21650 D PACKAGING CORP AMER COM 69515610 606 23980 SH SHARED 02 23680 300 D PACKAGING CORP AMER COM 69515610 308 12200 SH SHARED 06 12200 D PACKAGING CORP AMER COM 69515610 10734 424105 SH SHARED 10 413705 10400 D PACKAGING CORP AMER COM 69515610 20 791 SH SHARED 20 791 D PACKAGING CORP AMER COM 69515610 344 13600 SH SHARED 24 13600 D PACKETEER INC COM 69521010 138 17779 SH SHARED 17779 D PACKETEER INC COM 69521010 117 15000 SH SHARED 01 15000 D PACTIV CORP COM 69525710 5068 158934 SH SHARED 158934 D PACTIV CORP COM 69525710 494 15500 SH SHARED 01 15500 D PACTIV CORP COM 69525710 986 30935 SH SHARED 02 27435 3500 D PACTIV CORP COM 69525710 756 23721 SH SHARED 06 22921 800 D PACTIV CORP COM 69525710 3207 100575 SH SHARED 10 100575 D PACTIV CORP COM 69525710 321 10086 SH SHARED 14 10086 D PAETEC HOLDING CORP COM 69545910 10448 925453 SH SHARED 925453 D PAETEC HOLDING CORP COM 69545910 717 63580 SH SHARED 02 63580 D PAINCARE HLDGS INC COM 69562E10 0 1681 SH SHARED 1681 D PAIN THERAPEUTICS INC COM 69562K10 154 17790 SH SHARED 17790 D PAIN THERAPEUTICS INC COM 69562K10 81 9300 SH SHARED 01 9300 D PALATIN TECHNOLOGIES INC COM NEW 69607730 6 3189 SH SHARED 3189 D PALATIN TECHNOLOGIES INC COM NEW 69607730 0 9 SH SHARED 02 9 D PALL CORP COM 69642930 7137 155192 SH SHARED 151192 4000 D PALL CORP COM 69642930 717 15599 SH SHARED 01 15599 D PALL CORP COM 69642930 883 19202 SH SHARED 02 18157 1045 D PALL CORP COM 69642930 242597 5275000 SH SHARED 04 5275000 D PALL CORP COM 69642930 22995 500000 SH SHARED 05 500000 D PALL CORP COM 69642930 566 12310 SH SHARED 06 11700 610 D PALL CORP COM 69642930 3056 66463 SH SHARED 10 66463 D PALL CORP COM 69642930 1563 34000 SH SHARED 14 34000 D PALL CORP COM 69642930 478 10397 SH SHR/OTHR 23 10397 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 21 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 67 4800 SH SHARED 4800 D PALM INC NEW COM 69664310 0 10 SH SHARED 10 D PALM INC NEW COM 69664310 21615 1349282 SH SHARED 1349282 D PALM INC NEW COM 69664310 1151 71900 SH SHARED 01 41700 30200 D PALM INC NEW COM 69664310 15436 963552 SH SHARED 02 963532 20 D PALM INC NEW COM 69664310 763 47647 SH SHARED 10 47647 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 9503 273800 SH SHARED 273800 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 0 6 SH SHARED 02 6 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 1416 40800 SH SHARED 10 40800 D PAMRAPO BANCORP INC COM 69773810 1 99 SH SHARED 99 D PAMRAPO BANCORP INC COM 69773810 70 3600 SH SHARED 10 3600 D PAN AMERICAN SILVER CORP COM 69790010 4342 164915 SH SHARED 164915 D PAN AMERICAN SILVER CORP COM 69790010 159 6050 SH SHARED 01 6050 D PAN AMERICAN SILVER CORP COM 69790010 32 1250 SH SHARED 02 1250 D PAN AMERICAN SILVER CORP COM 69790010 1053 40000 SH SHARED 04 40000 D PAN AMERICAN SILVER CORP COM 69790010 2 100 SH SHARED 06 100 D PAN AMERICAN SILVER CORP COM 69790010 16327 620100 SH SHARED 10 620100 D PANACOS PHARMACEUTICALS INC COM 69811Q10 1249 386748 SH SHARED 386748 D PANACOS PHARMACEUTICALS INC COM 69811Q10 18 5600 SH SHARED 02 100 5500 D PANACOS PHARMACEUTICALS INC COM 69811Q10 392 121500 SH SHARED 04 121500 D PANERA BREAD CO CL A 69840W10 760 16507 SH SHARED 14507 2000 D PANERA BREAD CO CL A 69840W10 92 2000 SH SHARED 01 2000 D PANERA BREAD CO CL A 69840W10 27 597 SH SHARED 02 597 D PANERA BREAD CO CL A 69840W10 199 4336 SH SHARED 10 4336 D PANHANDLE OIL AND GAS INC CL A 69847710 5 199 SH SHARED 199 D PANTRY INC NOTE 3.000%11/1 698657AL 235 205000 PRN SHARED 02 205000 D PANTRY INC COM 69865710 3143 68196 SH SHARED 68196 D PANTRY INC COM 69865710 1415 30700 SH SHARED 01 30700 D PANTRY INC COM 69865710 2 45 SH SHARED 02 45 D PANTRY INC COM 69865710 2020 43825 SH SHARED 04 43825 D PANTRY INC COM 69865710 290 6300 SH SHARED 06 6300 D PANTRY INC COM 69865710 21292 461875 SH SHARED 10 461875 D PANTRY INC COM 69865710 2305 50000 SH SHARED 15 50000 D PANTRY INC COM 69865710 327 7100 SH SHARED 24 7100 D PAPA JOHNS INTL INC COM 69881310 2958 102884 SH SHARED 102884 D PAPA JOHNS INTL INC COM 69881310 155 5400 SH SHARED 01 5400 D PAPA JOHNS INTL INC COM 69881310 11 400 SH SHARED 02 400 D PAPA JOHNS INTL INC COM 69881310 4262 148207 SH SHARED 10 148207 D PAR PHARMACEUTICAL COS INC COM 69888P10 3441 121902 SH SHARED 121902 D PAR PHARMACEUTICAL COS INC COM 69888P10 313 11100 SH SHARED 01 11100 D PAR PHARMACEUTICAL COS INC COM 69888P10 105 3733 SH SHARED 02 3693 40 D PAR PHARMACEUTICAL COS INC COM 69888P10 615 21800 SH SHARED 10 21800 D PAR TECHNOLOGY CORP COM 69888410 490 57454 SH SHARED 57454 D PARAGON TECHNOLOGIES INC COM 69912T10 0 65 SH SHARED 65 D PARALLEL PETE CORP DEL COM 69915710 556 25396 SH SHARED 25396 D PARALLEL PETE CORP DEL COM 69915710 56 2600 SH SHARED 01 2600 D PARALLEL PETE CORP DEL COM 69915710 35 1622 SH SHARED 02 1622 D PARALLEL PETE CORP DEL COM 69915710 27819 1270300 SH SHARED 10 1270300 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 9554 442155 SH SHARED 442155 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1323 61260 SH SHARED 01 28260 33000 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 785 36365 SH SHARED 02 11700 24665 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 570 26400 SH SHARED 10 26400 D PAREXEL INTL CORP COM 69946210 650 15456 SH SHARED 15456 D PAREXEL INTL CORP COM 69946210 21 500 SH SHARED 01 500 D PAREXEL INTL CORP COM 69946210 63 1500 SH SHARED 02 1500 D PAREXEL INTL CORP COM 69946210 168 4000 SH SHARED 10 4000 D PARK ELECTROCHEMICAL CORP COM 70041620 281 10004 SH SHARED 10004 D PARK ELECTROCHEMICAL CORP COM 70041620 18 645 SH SHARED 02 645 D PARK ELECTROCHEMICAL CORP COM 70041620 2553 90600 SH SHARED 10 90600 D PARK NATL CORP COM 70065810 670 7912 SH SHARED 7912 D PARK NATL CORP COM 70065810 4 54 SH SHARED 02 54 D PARK NATL CORP COM 70065810 279 3300 SH SHARED 10 3300 D PARK OHIO HLDGS CORP COM 70066610 106 3884 SH SHARED 3884 D PARK OHIO HLDGS CORP COM 70066610 17 627 SH SHARED 02 627 D PARKE BANCORP INC COM 70088510 80 4847 SH SHARED 4847 D PARKER DRILLING CO COM 70108110 1172 111253 SH SHARED 111253 D PARKER DRILLING CO COM 70108110 934 88700 SH SHARED 01 88700 D PARKER DRILLING CO COM 70108110 105 10000 SH SHARED 02 10000 D PARKER DRILLING CO COM 70108110 5925 562200 SH SHARED 10 562200 D PARKER HANNIFIN CORP COM 70109410 66772 681976 SH SHARED 681976 D PARKER HANNIFIN CORP COM 70109410 1778 18165 SH SHARED 01 15900 2265 D PARKER HANNIFIN CORP COM 70109410 24 250 SH SHR/OTHR 01 250 D PARKER HANNIFIN CORP COM 70109410 2920 29827 SH SHARED 02 29827 D PARKER HANNIFIN CORP COM 70109410 2937 30000 SH SHARED 04 30000 D PARKER HANNIFIN CORP COM 70109410 3 40 SH SHARED 05 40 D PARKER HANNIFIN CORP COM 70109410 1966 20080 SH SHARED 06 18840 1240 D PARKER HANNIFIN CORP COM 70109410 47588 486047 SH SHARED 10 484747 1300 D PARKER HANNIFIN CORP COM 70109410 365 3738 SH SHARED 14 3738 D PARKER HANNIFIN CORP COM 70109410 1048 10705 SH SHARED 20 1095 9610 D PARKER HANNIFIN CORP COM 70109410 69 712 SH SHR/OTHR 20 712 D PARKER HANNIFIN CORP COM 70109410 19 200 SH SHARED 21 200 D PARKER HANNIFIN CORP COM 70109410 24 250 SH SHR/OTHR 22 250 D PARKER HANNIFIN CORP COM 70109410 141 1450 SH SHARED 23 1450 D PARKER HANNIFIN CORP COM 70109410 195 2000 SH SHR/OTHR 23 2000 D PARKER HANNIFIN CORP COM 70109410 39 400 SH SHARED 24 400 D PARKERVISION INC COM 70135410 91 7677 SH SHARED 7677 D PARKERVISION INC COM 70135410 32 2697 SH SHARED 02 2697 D PARKVALE FINL CORP COM 70149210 3 121 SH SHARED 121 D PARKWAY PPTYS INC COM 70159Q10 360 7500 SH SHARED 7500 D PARKWAY PPTYS INC COM 70159Q10 3254 67756 SH SHARED 67756 D PARKWAY PPTYS INC COM 70159Q10 25 523 SH SHARED 02 523 D PARKWAY PPTYS INC COM 70159Q10 1018 21200 SH SHARED 10 21200 D PARKWAY PPTYS INC COM 70159Q10 95922 1997140 SH SHARED 11 1043890 953250 D PARLUX FRAGRANCES INC COM 70164510 1475 332364 SH SHARED 332364 D PARLUX FRAGRANCES INC COM 70164510 15 3381 SH SHARED 21 3381 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 593 36800 SH SHARED 36800 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 88 5500 SH SHARED 02 5500 D PARTICLE DRILLING TECHNOLOGI COM 70212G10 1 714 SH SHARED 714 D PARTNERS TR FINL GROUP INC N COM 70213F10 263 25073 SH SHARED 25073 D PARTNERS TR FINL GROUP INC N COM 70213F10 0 68 SH SHARED 02 68 D PARTNERS TR FINL GROUP INC N COM 70213F10 140 13400 SH SHARED 10 13400 D PATHFINDER BANCORP INC COM 70320A10 0 78 SH SHARED 78 D PATHMARK STORES INC NEW COM 70322A10 9889 763117 SH SHARED 763117 D PATHMARK STORES INC NEW COM 70322A10 1 114 SH SHARED 02 114 D PATHMARK STORES INC NEW *W EXP 09/19/201 70322A11 4 66383 SH SHARED 66383 D PATNI COMPUTER SYS SPONS ADR 70324820 2105 83500 SH SHARED 83500 D PATRICK INDS INC COM 70334310 1 124 SH SHARED 124 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 494 33286 SH SHARED 33286 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 18 1247 SH SHARED 02 1247 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 142 9600 SH SHARED 10 9600 D PATRIOT NATL BANCORP INC COM 70336F10 1 77 SH SHARED 77 D PATRIOT TRANSN HLDG INC COM 70337B10 305 3525 SH SHARED 3525 D PATRIOT TRANSN HLDG INC COM 70337B10 5 67 SH SHARED 02 67 D PATTERSON COMPANIES INC COM 70339510 16713 448450 SH SHARED 448450 D PATTERSON COMPANIES INC COM 70339510 613 16465 SH SHARED 01 16425 40 D PATTERSON COMPANIES INC COM 70339510 716 19226 SH SHARED 02 19226 D PATTERSON COMPANIES INC COM 70339510 493 13238 SH SHARED 06 12248 990 D PATTERSON COMPANIES INC COM 70339510 2491 66837 SH SHARED 10 66837 D PATTERSON UTI ENERGY INC COM 70348110 41194 1571723 SH SHARED 1571723 D PATTERSON UTI ENERGY INC COM 70348110 7097 270800 SH SHARED 01 211900 58900 D PATTERSON UTI ENERGY INC COM 70348110 3771 143886 SH SHARED 02 141886 2000 D PATTERSON UTI ENERGY INC COM 70348110 4 160 SH SHARED 05 160 D PATTERSON UTI ENERGY INC COM 70348110 592 22600 SH SHARED 06 21100 1500 D PATTERSON UTI ENERGY INC COM 70348110 11073 422500 SH SHARED 10 422500 D PATTERSON UTI ENERGY INC COM 70348110 227 8662 SH SHARED 14 8662 D PATTERSON UTI ENERGY INC COM 70348110 217 8285 SH SHARED 21 8285 D PAULSON CAP CORP COM 70379710 0 47 SH SHARED 47 D PAYCHEX INC COM 70432610 31701 810364 SH SHARED 810364 D PAYCHEX INC COM 70432610 1875 47940 SH SHARED 01 38070 9870 D PAYCHEX INC COM 70432610 39 1000 SH SHR/OTHR 01 1000 D PAYCHEX INC COM 70432610 7521 192278 SH SHARED 02 191588 690 D PAYCHEX INC COM 70432610 8 210 SH SHARED 05 210 D PAYCHEX INC COM 70432610 1371 35070 SH SHARED 06 31900 3170 D PAYCHEX INC COM 70432610 69954 1788198 SH SHARED 10 1788198 D PAYCHEX INC COM 70432610 8304 212275 SH SHARED 20 212275 D PAYCHEX INC COM 70432610 53 1373 SH SHARED 24 1373 D PAYLESS SHOESOURCE INC COM 70437910 1718 54476 SH SHARED 54476 D PAYLESS SHOESOURCE INC COM 70437910 851 27001 SH SHARED 01 6123 20878 D PAYLESS SHOESOURCE INC COM 70437910 4982 157913 SH SHARED 02 157913 D PAYLESS SHOESOURCE INC COM 70437910 8042 254900 SH SHARED 10 254900 D PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG 12 12000 PRN SHARED 02 12000 D PEABODY ENERGY CORP COM 70454910 27507 568562 SH SHARED 568562 D PEABODY ENERGY CORP COM 70454910 1697 35090 SH SHARED 01 24985 10105 D PEABODY ENERGY CORP COM 70454910 4481 92633 SH SHARED 02 54157 38476 D PEABODY ENERGY CORP COM 70454910 58 1217 SH SHARED 04 1217 D PEABODY ENERGY CORP COM 70454910 2541 52534 SH SHARED 04 52534 D PEABODY ENERGY CORP COM 70454910 5530 114320 SH SHARED 06 93400 20920 D PEABODY ENERGY CORP COM 70454910 12104 250205 SH SHARED 10 250205 D PEABODY ENERGY CORP COM 70454910 1543 31900 SH SHARED 14 31900 D PEABODY ENERGY CORP COM 70454910 3089 63860 SH SHARED 16 63860 D PEABODY ENERGY CORP COM 70454910 188 3900 SH SHARED 20 1900 2000 D PEABODY ENERGY CORP COM 70454910 74 1550 SH SHARED 21 1550 D PEABODY ENERGY CORP COM 70454910 545 11280 SH SHARED 24 11280 D PEAPACK-GLADSTONE FINL CORP COM 70469910 5 186 SH SHARED 186 D PEARSON PLC SPONSORED ADR 70501510 2467 146500 SH SHARED 146500 D PEARSON PLC SPONSORED ADR 70501510 7 470 SH SHARED 02 470 D PEARSON PLC SPONSORED ADR 70501510 2524 149900 SH SHARED 14 149900 D PECO II INC COM 70522110 0 429 SH SHARED 429 D PECO II INC COM 70522110 16 20000 SH SHARED 02 20000 D PEDIATRIC SVCS OF AMERICA COM 70532310 2 158 SH SHARED 158 D PEDIATRIX MED GROUP COM 70532410 3526 63936 SH SHARED 63936 D PEDIATRIX MED GROUP COM 70532410 165 3000 SH SHARED 01 3000 D PEDIATRIX MED GROUP COM 70532410 19 348 SH SHARED 02 348 D PEDIATRIX MED GROUP COM 70532410 52833 958000 SH SHARED 10 958000 D PEDIATRIX MED GROUP COM 70532410 105 1920 SH SHARED 21 1920 D PEERLESS MFG CO COM 70551410 3 159 SH SHARED 159 D PEERLESS SYS CORP COM 70553610 0 431 SH SHARED 431 D PEETS COFFEE & TEA INC COM 70556010 1037 42136 SH SHARED 42136 D PEETS COFFEE & TEA INC COM 70556010 17 700 SH SHARED 01 700 D PEGASYSTEMS INC COM 70557310 105 9668 SH SHARED 9668 D PEGASYSTEMS INC COM 70557310 3 291 SH SHARED 02 291 D PEMCO AVIATION INC COM 70644410 0 25 SH SHARED 25 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 4222 221200 SH SHARED 221200 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 14 750 SH SHARED 01 750 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 61 3200 SH SHARED 02 200 3000 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 25456 1333500 SH SHARED 10 1333500 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 117 6150 SH SHR/OTHR 23 6150 D PENFORD CORP COM 70705110 9 359 SH SHARED 359 D PENN NATL GAMING INC COM 70756910 2217 36906 SH SHARED 36906 D PENN NATL GAMING INC COM 70756910 384 6400 SH SHARED 01 6400 D PENN NATL GAMING INC COM 70756910 2237 37228 SH SHARED 02 36888 340 D PENN NATL GAMING INC COM 70756910 174 2900 SH SHARED 10 2900 D PENN TREATY AMERN CORP COM NEW 70787440 1736 303652 SH SHARED 303652 D PENN TREATY AMERN CORP COM NEW 70787440 0 24 SH SHARED 02 24 D PENN VA GP HLDGS L P COM UNIT R LIM 70788P10 623 20026 SH SHARED 20026 D PENN VA GP HLDGS L P COM UNIT R LIM 70788P10 155 5000 SH SHARED 02 5000 D PENN VA CORP COM 70788210 20690 514685 SH SHARED 514685 D PENN VA CORP COM 70788210 84 2100 SH SHARED 01 2100 D PENN VA CORP COM 70788210 18 451 SH SHARED 02 451 D PENN VA CORP COM 70788210 3030 75392 SH SHARED 10 75392 D PENN VA RESOURCES PARTNERS L COM 70788410 17 566 SH SHARED 566 D PENN VA RESOURCES PARTNERS L COM 70788410 62 2000 SH SHARED 02 1000 1000 D PENN WEST ENERGY TR TR UNIT 70788510 2805 84061 SH SHARED 84061 D PENN WEST ENERGY TR TR UNIT 70788510 88 2640 SH SHARED 01 2640 D PENN WEST ENERGY TR TR UNIT 70788510 3512 105261 SH SHARED 02 4456 100805 D PENN WEST ENERGY TR TR UNIT 70788510 16865 505420 SH SHARED 10 505420 D PENN WEST ENERGY TR TR UNIT 70788510 26 800 SH SHARED 14 800 D PENN WEST ENERGY TR TR UNIT 70788510 33 1000 SH SHARED 20 1000 D PENN WEST ENERGY TR TR UNIT 70788510 16 494 SH SHARED 21 494 D PENNANTPARK INVT CORP COM 70806210 6896 491204 SH SHARED 491204 D PENNANTPARK INVT CORP COM 70806210 21 1565 SH SHARED 02 1565 D PENNANTPARK INVT CORP COM 70806210 53 3800 SH SHR/OTHR 23 3800 D PENNEY J C INC COM 70816010 70273 970899 SH SHARED 970899 D PENNEY J C INC COM 70816010 2807 38791 SH SHARED 01 38591 200 D PENNEY J C INC COM 70816010 289 4000 SH SHR/OTHR 01 4000 D PENNEY J C INC COM 70816010 40558 560354 SH SHARED 02 557085 3269 D PENNEY J C INC COM 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SH SHARED 14 4500 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 1215 28200 SH SHARED 15 28200 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 760 17650 SH SHARED 24 17650 D PERVASIVE SOFTWARE INC COM 71571010 2 518 SH SHARED 518 D PERVASIVE SOFTWARE INC COM 71571010 0 23 SH SHARED 02 23 D PETMED EXPRESS INC COM 71638210 1503 117071 SH SHARED 117071 D PETMED EXPRESS INC COM 71638210 1 109 SH SHARED 02 109 D PETRO-CDA COM 71644E10 14511 272969 SH SHARED 269969 3000 D PETRO-CDA COM 71644E10 178 3358 SH SHARED 01 3358 D PETRO-CDA COM 71644E10 106 2000 SH SHR/OTHR 01 2000 D PETRO-CDA COM 71644E10 1132 21300 SH SHARED 02 21300 D PETRO-CDA COM 71644E10 53362 1003800 SH SHARED 04 1003800 D PETRO-CDA COM 71644E10 10 200 SH SHARED 05 200 D PETRO-CDA COM 71644E10 1841 34634 SH SHARED 06 29934 4700 D PETRO-CDA COM 71644E10 637 12000 SH SHARED 10 12000 D PETRO-CDA COM 71644E10 731 13769 SH SHARED 14 11800 1969 D PETRO-CDA COM 71644E10 318 6000 SH SHR/OTHR 23 6000 D PETROCHINA CO LTD 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BRASILEIRO SA PETRO SPONSORED ADR 71654V40 18943 156210 SH SHARED 06 77210 79000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 76594 631600 SH SHARED 10 631600 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 2910 24000 SH SHARED 14 12000 12000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4244 35000 SH SHARED 24 35000 D PETROLEUM & RES CORP COM 71654910 221 5741 SH SHARED 02 5741 D PETROLEUM DEV CORP COM 71657810 7577 159591 SH SHARED 159591 D PETROLEUM DEV CORP COM 71657810 14 300 SH SHARED 01 300 D PETROLEUM DEV CORP COM 71657810 137 2900 SH SHARED 10 2900 D PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 71659910 419 17000 SH SHARED 17000 D PETROQUEST ENERGY INC COM 71674810 10005 688149 SH SHARED 688149 D PETROQUEST ENERGY INC COM 71674810 95 6600 SH SHARED 01 6600 D PETROQUEST ENERGY INC COM 71674810 0 43 SH SHARED 02 43 D PETROQUEST ENERGY INC COM 71674810 18512 1273200 SH SHARED 10 1273200 D PETROQUEST ENERGY INC COM 71674810 29 2000 SH SHARED 20 2000 D PETROQUEST ENERGY INC COM 71674810 98 6770 SH SHARED 21 2470 4300 D PETSMART INC COM 71676810 3638 112120 SH SHARED 112120 D PETSMART INC COM 71676810 1301 40100 SH SHARED 01 1300 38800 D PETSMART INC COM 71676810 716 22074 SH SHARED 02 21689 385 D PETSMART INC COM 71676810 137 4250 SH SHARED 06 3550 700 D PETSMART INC COM 71676810 2072 63871 SH SHARED 10 63871 D PETSMART INC COM 71676810 254 7850 SH SHR/OTHR 21 7850 D PHARMACYCLICS INC COM 71693310 1 578 SH SHARED 578 D PHARMACYCLICS INC COM 71693310 0 26 SH SHARED 02 26 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 616 6418 SH SHARED 6418 D PFIZER INC COM 71708110 11789 461073 SH SHARED 18663 442410 D PFIZER INC COM 71708110 858277 33565792 SH SHARED 33389728 176052 D PFIZER INC COM 71708110 62542 2445943 SH SHARED 01 2104251 341692 D PFIZER INC COM 71708110 5549 217019 SH SHR/OTHR 01 217019 D PFIZER INC COM 71708110 96708 3782094 SH SHARED 02 3375207 406887 D PFIZER INC COM 71708110 1472 57577 SH SHARED 04 57577 D PFIZER INC COM 71708110 73427 2871629 SH SHARED 04 2868475 3154 D PFIZER INC COM 71708110 7738 302640 SH SHARED 05 302640 D PFIZER INC COM 71708110 56294 2201598 SH SHARED 06 901664 1299934 D PFIZER INC COM 71708110 554342 21679408 SH SHARED 10 21214672 464731 D PFIZER INC COM 71708110 555 21737 SH SHR/OTHR 10 21737 D PFIZER INC COM 71708110 6257 244702 SH SHARED 14 10500 234202 D PFIZER INC COM 71708110 4554 178118 SH SHARED 15 178118 D PFIZER INC COM 71708110 8297 324504 SH SHARED 16 324504 D PFIZER INC COM 71708110 9019 352720 SH SHARED 19 352720 D PFIZER INC COM 71708110 5555 217282 SH SHARED 20 70620 146662 D PFIZER INC COM 71708110 1139 44550 SH SHR/OTHR 20 44550 D PFIZER INC COM 71708110 442 17300 SH SHARED 21 17300 D PFIZER INC COM 71708110 6740 263600 SH SHR/OTHR 21 263600 D PFIZER INC COM 71708110 1002 39201 SH SHARED 22 24886 14315 D PFIZER INC COM 71708110 812 31760 SH SHR/OTHR 22 31760 D PFIZER INC COM 71708110 6232 243745 SH SHARED 23 239909 3836 D PFIZER INC COM 71708110 13836 541129 SH SHR/OTHR 23 541129 D PFIZER INC COM 71708110 444 17400 SH SHARED 24 17400 D PFSWEB INC COM 71709810 0 1171 SH SHARED 1171 D PHARMACOPEIA INC COM 7171EP10 3 717 SH SHARED 717 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 77944 954500 SH SHARED 954500 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 19500 238800 SH SHARED 02 237600 1200 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 73 900 SH SHARED 15 900 D PHARMACEUTICAL PROD DEV INC COM 71712410 2857 74668 SH SHARED 74668 D PHARMACEUTICAL PROD DEV INC COM 71712410 1546 40400 SH SHARED 01 9400 31000 D PHARMACEUTICAL PROD DEV INC COM 71712410 1017 26593 SH SHARED 02 24533 2060 D PHARMACEUTICAL PROD DEV INC COM 71712410 30876 806800 SH SHARED 10 806800 D PHARMACEUTICAL PROD DEV INC COM 71712410 19 500 SH SHARED 22 500 D PHARMOS CORP COM PAR $.03 71713930 0 430 SH SHARED 430 D PHARMOS CORP COM PAR $.03 71713930 0 1 SH SHARED 02 1 D PHARMANET DEV GROUP INC COM 71714810 293 9214 SH SHARED 9214 D PHARMANET DEV GROUP INC COM 71714810 178 5600 SH SHARED 01 2600 3000 D PHARMANET DEV GROUP INC COM 71714810 1871 58700 SH SHARED 10 58700 D PHARMION CORP COM 71715B40 1650 57019 SH SHARED 57019 D PHARMION CORP COM 71715B40 4 140 SH SHARED 02 140 D PHARMION CORP COM 71715B40 3874 133819 SH SHARED 04 133819 D PHARMASSET INC COM 71715N10 1 126 SH SHARED 126 D PHASE FORWARD INC COM 71721R40 2297 136510 SH SHARED 136510 D PHASE FORWARD INC COM 71721R40 1098 65300 SH SHARED 10 65300 D PHAZAR CORP COM 71722R10 0 58 SH SHARED 58 D PHILADELPHIA CONS HLDG CORP COM 71752810 8914 213275 SH SHARED 182975 30300 D PHILADELPHIA CONS HLDG CORP COM 71752810 1061 25400 SH SHARED 01 24800 600 D PHILADELPHIA CONS HLDG CORP COM 71752810 245 5883 SH SHARED 02 4363 1520 D PHILADELPHIA CONS HLDG CORP COM 71752810 4033 96500 SH SHARED 10 93800 2700 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 9220 161201 SH SHARED 161201 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 8 150 SH SHARED 02 150 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 16931 296000 SH SHARED 10 296000 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 463 8100 SH SHARED 24 8100 D PHILLIPS VAN HEUSEN CORP COM 71859210 3076 50792 SH SHARED 50792 D PHILLIPS VAN HEUSEN CORP COM 71859210 1962 32400 SH SHARED 01 15800 16600 D PHILLIPS VAN HEUSEN CORP COM 71859210 969 16000 SH SHR/OTHR 01 16000 D PHILLIPS VAN HEUSEN CORP COM 71859210 473 7818 SH SHARED 02 5823 1995 D PHILLIPS VAN HEUSEN CORP COM 71859210 17339 286264 SH SHARED 10 286264 D PHOENIX COS INC NEW COM 71902E10 2031 135325 SH SHARED 135325 D PHOENIX COS INC NEW COM 71902E10 514 34300 SH SHARED 01 34300 D PHOENIX COS INC NEW COM 71902E10 3 200 SH SHARED 02 155 45 D PHOENIX COS INC NEW COM 71902E10 2228 148500 SH SHARED 10 148500 D PHOENIX COS INC NEW COM 71902E10 3 214 SH SHARED 23 214 D PHOENIX FOOTWEAR GROUP INC COM 71903M10 0 148 SH SHARED 148 D PHOENIX TECHNOLOGY LTD COM 71915310 6 739 SH SHARED 739 D PHOENIX TECHNOLOGY LTD COM 71915310 57 6831 SH SHARED 02 6831 D PHOTOMEDEX INC COM 71935810 2 1575 SH SHARED 1575 D PHOTOMEDEX INC COM 71935810 0 6 SH SHARED 02 6 D PHOTON DYNAMICS INC COM 71936410 237 21832 SH SHARED 21832 D PHOTON DYNAMICS INC COM 71936410 145 13350 SH SHARED 02 12592 758 D PHOTRONICS INC COM 71940510 14713 988820 SH SHARED 988820 D PHOTRONICS INC COM 71940510 107 7200 SH SHARED 01 7200 D PHOTRONICS INC COM 71940510 9 635 SH SHARED 02 635 D PHOTRONICS INC COM 71940510 5773 388000 SH SHARED 10 388000 D PHYSICIANS FORMULA HLDGS INC COM 71942710 17 1086 SH SHARED 1086 D PHYSICIANS FORMULA HLDGS INC COM 71942710 2867 182359 SH SHARED 02 158309 24050 D PIEDMONT NAT GAS INC COM 72018610 2245 91114 SH SHARED 91114 D PIEDMONT NAT GAS INC COM 72018610 24 1000 SH SHARED 01 1000 D PIEDMONT NAT GAS INC COM 72018610 0 18 SH SHARED 02 18 D PIEDMONT NAT GAS INC COM 72018610 1100 44665 SH SHARED 10 44665 D PIEDMONT NAT GAS INC COM 72018610 88 3600 SH SHR/OTHR 22 3600 D PIEDMONT NAT GAS INC COM 72018610 92 3750 SH SHR/OTHR 23 3750 D PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH 14880 15000000 PRN SHARED 02 15000000 D PIER 1 IMPORTS INC COM 72027910 35967 4236432 SH SHARED 4236432 D PIER 1 IMPORTS INC COM 72027910 2 307 SH SHARED 02 306 1 D PIER 1 IMPORTS INC COM 72027910 187 22100 SH SHARED 10 22100 D PIKE ELEC CORP COM 72128310 437 19566 SH SHARED 19566 D PIKE ELEC CORP COM 72128310 165 7386 SH SHARED 02 1286 6100 D PIKE ELEC CORP COM 72128310 2754 123100 SH SHARED 04 123100 D PILGRIMS PRIDE CORP COM 72146710 6264 164123 SH SHARED 164123 D PILGRIMS PRIDE CORP COM 72146710 744 19500 SH SHARED 01 19500 D PILGRIMS PRIDE CORP COM 72146710 21886 573408 SH SHARED 02 573408 D PILGRIMS PRIDE CORP COM 72146710 22153 580400 SH SHARED 10 580400 D PIMCO MUNICIPAL INCOME FD COM 72200R10 254 15974 SH SHARED 02 15974 D PIMCO CORPORATE INCOME FD COM 72200U10 95 6445 SH SHARED 02 6445 D PIMCO MUN INCOME FD II COM 72200W10 146 10000 SH SHARED 01 10000 D PIMCO MUN INCOME FD II COM 72200W10 155 10600 SH SHARED 02 10600 D PIMCO MUN INCOME FD II COM 72200W10 77 5258 SH SHARED 20 5258 D PIMCO MUN INCOME FD III COM 72201A10 152 10057 SH SHARED 20 10057 D PIMCO CORPORATE OPP FD COM 72201B10 43 2870 SH SHARED 02 2870 D PIMCO CALIF MUN INCOME FD II COM 72201C10 62 4000 SH SHR/OTHR 20 4000 D PIMCO FLOATING RATE INCOME F COM 72201H10 12 624 SH SHARED 624 D PIMCO FLOATING RATE INCOME F COM 72201H10 122 6000 SH SHARED 02 6000 D PIMCO FLOATING RATE STRTGY F COM 72201J10 35 1800 SH SHARED 02 1800 D PIMCO FLOATING RATE STRTGY F COM 72201J10 98 5023 SH SHARED 20 5023 D PINNACLE BANCSHARES INC COM 72290310 0 37 SH SHARED 37 D PINNACLE AIRL CORP NOTE 3.250% 2/1 723443AB 6999 4545000 PRN SHARED 02 4545000 D PINNACLE AIRL CORP COM 72344310 911 48605 SH SHARED 48605 D PINNACLE AIRL CORP COM 72344310 25 1346 SH SHARED 02 1346 D PINNACLE DATA SYS INC COM 72345410 0 130 SH SHARED 130 D PINNACLE ENTMT INC COM 72345610 4725 167859 SH SHARED 167859 D PINNACLE ENTMT INC COM 72345610 351 12500 SH SHARED 01 12500 D PINNACLE ENTMT INC COM 72345610 3035 107838 SH SHARED 02 107838 D PINNACLE ENTMT INC COM 72345610 769 27350 SH SHARED 10 27350 D PINNACLE FINL PARTNERS INC COM 72346Q10 1681 57276 SH SHARED 57276 D PINNACLE FINL PARTNERS INC COM 72346Q10 42 1443 SH SHARED 02 1443 D PINNACLE GAS RESOURCES INC COM 72346430 0 94 SH SHARED 94 D PINNACLE WEST CAP CORP COM 72348410 18087 453899 SH SHARED 453899 D PINNACLE WEST CAP CORP COM 72348410 582 14614 SH SHARED 01 11114 3500 D PINNACLE WEST CAP CORP COM 72348410 2072 52016 SH SHARED 02 52016 D PINNACLE WEST CAP CORP COM 72348410 381 9570 SH SHARED 06 8750 820 D PINNACLE WEST CAP CORP COM 72348410 7282 182743 SH SHARED 10 182743 D PIONEER COS INC NOTE 2.750% 3/0 723643AA 118 100000 PRN SHARED 100000 D PIONEER COS INC COM NEW 72364330 1134 32998 SH SHARED 32998 D PIONEER DRILLING CO COM 72365510 2813 188700 SH SHARED 188700 D PIONEER DRILLING CO COM 72365510 263 17700 SH SHARED 01 17700 D PIONEER DRILLING CO COM 72365510 6 415 SH SHARED 02 415 D PIONEER DRILLING CO COM 72365510 2619 175700 SH SHARED 10 175700 D PIONEER HIGH INCOME TR COM 72369H10 1969 115300 SH SHARED 10 115300 D PIONEER FLOATING RATE TR COM 72369J10 84 4263 SH SHARED 4263 D PIONEER INTREST SHS COM 72370310 236 20372 SH SHARED 20372 D PIONEER NAT RES CO COM 72378710 19231 394821 SH SHARED 394821 D PIONEER NAT RES CO COM 72378710 1847 37925 SH SHARED 01 625 37300 D PIONEER NAT RES CO COM 72378710 900 18496 SH SHARED 02 15258 3238 D PIONEER NAT RES CO COM 72378710 974 20000 SH SHARED 04 20000 D PIONEER NAT RES CO COM 72378710 5 110 SH SHARED 05 110 D PIONEER NAT RES CO COM 72378710 236 4850 SH SHARED 06 3250 1600 D PIONEER NAT RES CO COM 72378710 1506 30921 SH SHARED 10 30921 D PIONEER NAT RES CO COM 72378710 48 1000 SH SHARED 21 1000 D PIONEER TAX ADVNTAGE BALANC COM 72388R10 19273 1298768 SH SHARED 1298768 D PIPER JAFFRAY COS COM 72407810 8084 145065 SH SHARED 145065 D PIPER JAFFRAY COS COM 72407810 150 2702 SH SHARED 01 2702 D PIPER JAFFRAY COS COM 72407810 2 51 SH SHR/OTHR 01 51 D PIPER JAFFRAY COS COM 72407810 123 2220 SH SHARED 02 2220 D PIPER JAFFRAY COS COM 72407810 754 13536 SH SHARED 10 13536 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 PITNEY BOWES INC COM 72447910 14227 303872 SH SHARED 303872 D PITNEY BOWES INC COM 72447910 2111 45099 SH SHARED 01 45099 D PITNEY BOWES INC COM 72447910 140 3000 SH SHR/OTHR 01 3000 D PITNEY BOWES INC COM 72447910 2626 56103 SH SHARED 02 52041 4062 D PITNEY BOWES INC COM 72447910 4 100 SH SHARED 05 100 D PITNEY BOWES INC COM 72447910 1145 24460 SH SHARED 06 22000 2460 D PITNEY BOWES INC COM 72447910 5109 109131 SH SHARED 10 109131 D PITNEY BOWES INC COM 72447910 99 2128 SH SHARED 20 806 1322 D PITNEY BOWES INC COM 72447910 271 5800 SH SHR/OTHR 20 5800 D PITNEY BOWES INC COM 72447910 149 3200 SH SHARED 23 3200 D PITNEY BOWES INC COM 72447910 2401 51284 SH SHR/OTHR 23 51284 D PITTSBURGH & W VA RR SH BEN INT 72481910 0 38 SH SHARED 38 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 663 840000 PRN SHARED 840000 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 11 15000 PRN SHARED 02 15000 D PIXELWORKS INC COM 72581M10 6366 4330834 SH SHARED 4330834 D PIXELWORKS INC COM 72581M10 0 5 SH SHARED 02 5 D PIXELPLUS CO LTD ADR 72582A10 24 31990 SH SHARED 31990 D PIZZA INN INC NEW COM 72584810 0 137 SH SHARED 137 D PLACER DOME INC DBCV 2.750%10/1 725906AK 3795 3000000 PRN SHARED 3000000 D PLACER DOME INC DBCV 2.750%10/1 725906AK 5000 3953000 PRN SHARED 02 3953000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 62305 978881 SH SHARED 978881 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 7312 114887 SH SHARED 02 114887 D PLAINS EXPL& PRODTN CO COM 72650510 1093 22879 SH SHARED 22879 D PLAINS EXPL& PRODTN CO COM 72650510 2394 50088 SH SHARED 01 24488 25600 D PLAINS EXPL& PRODTN CO COM 72650510 492 10311 SH SHARED 02 10311 D PLAINS EXPL& PRODTN CO COM 72650510 1787 37396 SH SHARED 10 37396 D PLANAR SYS INC COM 72690010 3996 533642 SH SHARED 533642 D PLANETOUT INC COM 72705810 0 361 SH SHARED 361 D PLANTRONICS INC NEW COM 72749310 4959 189133 SH SHARED 189133 D PLANTRONICS INC NEW COM 72749310 453 17300 SH SHARED 01 2000 15300 D PLANTRONICS INC NEW COM 72749310 296 11300 SH SHARED 02 11300 D PLANTRONICS INC NEW COM 72749310 390 14900 SH SHARED 10 14900 D PLANTRONICS INC NEW COM 72749310 52 2000 SH SHARED 20 2000 D PLATO LEARNING INC COM 72764Y10 26 5696 SH SHARED 5696 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLATO LEARNING INC COM 72764Y10 0 2 SH SHARED 02 2 D PLAYBOY ENTERPRISES INC CL B 72811730 915 80791 SH SHARED 80791 D PLAYTEX PRODS INC COM 72813P10 10312 696317 SH SHARED 696317 D PLAYTEX PRODS INC COM 72813P10 7563 510727 SH SHARED 02 510727 D PLEXUS CORP COM 72913210 1232 53599 SH SHARED 53599 D PLEXUS CORP COM 72913210 1036 45100 SH SHARED 01 37700 7400 D PLEXUS CORP COM 72913210 117 5100 SH SHARED 10 5100 D PLUG POWER INC COM 72919P10 2274 724242 SH SHARED 724242 D PLUG POWER INC COM 72919P10 19 6118 SH SHARED 02 6118 D PLUG POWER INC COM 72919P10 12874 4100000 SH SHARED 04 4100000 D PLUM CREEK TIMBER CO INC COM 72925110 10392 249449 SH SHARED 249449 D PLUM CREEK TIMBER CO INC COM 72925110 1291 30994 SH SHARED 01 28994 2000 D PLUM CREEK TIMBER CO INC COM 72925110 515 12370 SH SHR/OTHR 01 12370 D PLUM CREEK TIMBER CO INC COM 72925110 1562 37502 SH SHARED 02 33042 4460 D PLUM CREEK TIMBER CO INC COM 72925110 66905 1606000 SH SHARED 04 1606000 D PLUM CREEK TIMBER CO INC COM 72925110 262 6300 SH SHARED 06 6300 D PLUM CREEK TIMBER CO INC COM 72925110 3133 75224 SH SHARED 10 75224 D PLUM CREEK TIMBER CO INC COM 72925110 166 4000 SH SHR/OTHR 20 4000 D PLUM CREEK TIMBER CO INC COM 72925110 1509 36222 SH SHARED 23 36222 D PLUM CREEK TIMBER CO INC COM 72925110 249 5981 SH SHR/OTHR 23 5981 D PLUMAS BANCORP COM 72927310 1 114 SH SHARED 114 D POGO PRODUCING CO COM 73044810 65573 1291066 SH SHARED 1291066 D POGO PRODUCING CO COM 73044810 858 16900 SH SHARED 01 16900 D POGO PRODUCING CO COM 73044810 327 6439 SH SHARED 02 6439 D POGO PRODUCING CO COM 73044810 777 15307 SH SHARED 10 15267 40 D POGO PRODUCING CO COM 73044810 50 1000 SH SHARED 23 1000 D POINT THERAPEUTICS INC COM 73069410 17 138018 SH SHARED 138018 D POINT THERAPEUTICS INC COM 73069410 6 48458 SH SHARED 02 48458 D POINT 360 COM 73069810 0 127 SH SHARED 127 D POKERTEK INC COM 73086410 1 139 SH SHARED 139 D POLARIS INDS INC COM 73106810 3169 58513 SH SHARED 58513 D POLARIS INDS INC COM 73106810 6 112 SH SHARED 02 112 D POLARIS INDS INC COM 73106810 433 8000 SH SHARED 06 8000 D POLARIS INDS INC COM 73106810 389 7200 SH SHARED 10 7200 D POLARIS INDS INC COM 73106810 54 1000 SH SHR/OTHR 23 1000 D POLO RALPH LAUREN CORP CL A 73157210 22594 230297 SH SHARED 210097 20200 D POLO RALPH LAUREN CORP CL A 73157210 49811 507715 SH SHARED 01 505325 2390 D POLO RALPH LAUREN CORP CL A 73157210 73 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 1234 12586 SH SHARED 02 10636 1950 D POLO RALPH LAUREN CORP CL A 73157210 294 3000 SH SHARED 04 3000 D POLO RALPH LAUREN CORP CL A 73157210 4571 46600 SH SHARED 06 21050 25550 D POLO RALPH LAUREN CORP CL A 73157210 105474 1075060 SH SHARED 10 1069160 5900 D POLO RALPH LAUREN CORP CL A 73157210 323 3300 SH SHARED 14 3300 D POLO RALPH LAUREN CORP CL A 73157210 19 200 SH SHARED 20 200 D POLYCOM INC COM 73172K10 12553 373608 SH SHARED 373608 D POLYCOM INC COM 73172K10 1404 41800 SH SHARED 01 15900 25900 D POLYCOM INC COM 73172K10 442 13159 SH SHARED 02 12399 760 D POLYCOM INC COM 73172K10 1209 36006 SH SHARED 10 36006 D POLYMEDICA CORP COM 73173810 20358 498380 SH SHARED 498380 D POLYONE CORP COM 73179P10 8825 1227427 SH SHARED 1227427 D POLYONE CORP COM 73179P10 229 31900 SH SHARED 10 31900 D POMEROY IT SOLUTIONS INC COM 73182210 729 74545 SH SHARED 74545 D POMEROY IT SOLUTIONS INC COM 73182210 0 1 SH SHARED 02 1 D POLYMET MINING CORP COM 73191610 86 23500 SH SHARED 23500 D POLYMET MINING CORP COM 73191610 78 21300 SH SHARED 02 21300 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 474 69742 SH SHARED 69742 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 10 1592 SH SHARED 02 1592 D POOL CORPORATION COM 73278L10 2129 54551 SH SHARED 54551 D POOL CORPORATION COM 73278L10 153 3937 SH SHARED 01 3937 D POOL CORPORATION COM 73278L10 499 12804 SH SHARED 02 12804 D POOL CORPORATION COM 73278L10 879 22523 SH SHARED 06 22523 D POOL CORPORATION COM 73278L10 250 6417 SH SHARED 10 6417 D POPE & TALBOT INC COM 73282710 146 36965 SH SHARED 36965 D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 73285710 4 96 SH SHARED 96 D POPULAR INC COM 73317410 15896 989223 SH SHARED 989223 D POPULAR INC COM 73317410 67 4200 SH SHARED 01 4200 D POPULAR INC COM 73317410 112 7000 SH SHR/OTHR 01 7000 D POPULAR INC COM 73317410 35 2225 SH SHARED 02 2135 90 D POPULAR INC COM 73317410 231 14400 SH SHARED 10 14400 D PORTEC RAIL PRODS INC COM 73621210 2 179 SH SHARED 179 D PORTER BANCORP INC COM 73623310 121 5353 SH SHARED 5353 D PORTER BANCORP INC COM 73623310 73 3250 SH SHARED 02 3250 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 7847 130748 SH SHARED 130748 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1141 19025 SH SHARED 01 18700 325 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1122 18700 SH SHR/OTHR 01 18700 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 228 3800 SH SHARED 02 3800 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 28309 471660 SH SHARED 10 471660 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 8 149 SH SHARED 20 149 D PORTLAND GEN ELEC CO COM NEW 73650884 12201 444650 SH SHARED 444650 D PORTLAND GEN ELEC CO COM NEW 73650884 54 2000 SH SHARED 01 900 1100 D PORTLAND GEN ELEC CO COM NEW 73650884 7937 289268 SH SHARED 02 88268 201000 D PORTLAND GEN ELEC CO COM NEW 73650884 3084 112400 SH SHARED 10 112400 D POSSIS MEDICAL INC COM 73740710 4 437 SH SHARED 437 D POSSIS MEDICAL INC COM 73740710 0 2 SH SHARED 02 2 D POST PPTYS INC COM 73746410 552 10600 SH SHARED 10600 D POST PPTYS INC COM 73746410 162911 3125091 SH SHARED 3125091 D POST PPTYS INC COM 73746410 585 11225 SH SHARED 02 11225 D POST PPTYS INC COM 73746410 18792 360500 SH SHARED 10 360500 D POST PPTYS INC COM 73746410 127403 2443950 SH SHARED 11 1459100 984850 D POST PPTYS INC COM 73746410 33 650 SH SHR/OTHR 23 650 D POTASH CORP SASK INC COM 73755L10 23743 304523 SH SHARED 302423 2100 D POTASH CORP SASK INC COM 73755L10 117 1501 SH SHARED 01 1501 D POTASH CORP SASK INC COM 73755L10 539 6914 SH SHARED 02 1614 5300 D POTASH CORP SASK INC COM 73755L10 67155 861300 SH SHARED 04 861300 D POTASH CORP SASK INC COM 73755L10 46797 600200 SH SHARED 05 600200 D POTASH CORP SASK INC COM 73755L10 35300 452751 SH SHARED 06 140302 312449 D POTASH CORP SASK INC COM 73755L10 2476 31766 SH SHARED 10 31766 D POTASH CORP SASK INC COM 73755L10 525 6744 SH SHARED 14 6744 D POTASH CORP SASK INC COM 73755L10 23 300 SH SHR/OTHR 23 300 D POTLATCH CORP NEW COM 73763010 2882 66948 SH SHARED 66948 D POTLATCH CORP NEW COM 73763010 639 14845 SH SHARED 01 3800 11045 D POTLATCH CORP NEW COM 73763010 208 4854 SH SHARED 02 4854 D POTLATCH CORP NEW COM 73763010 3636 84475 SH SHARED 10 84475 D POWELL INDS INC COM 73912810 481 15175 SH SHARED 15175 D POWELL INDS INC COM 73912810 1 32 SH SHARED 02 32 D POWER-ONE INC COM 73930810 142 35880 SH SHARED 35880 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 7 150 SH SHARED 150 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 799916 16804976 SH SHARED 16804976 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 2246 47188 SH SHARED 01 46625 563 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 114 2400 SH SHR/OTHR 01 2400 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 33166 696765 SH SHARED 02 664275 32490 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 98 2072 SH SHARED 04 2072 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 41935 881000 SH SHARED 10 881000 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 1406 29550 SH SHARED 15 29550 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 675 14200 SH SHARED 19 14200 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 5 125 SH SHARED 22 125 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 509 10700 SH SHARED 23 10600 100 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 17145 667156 SH SHARED 01 228014 439142 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 977 38040 SH SHR/OTHR 01 38040 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 490 19076 SH SHARED 02 19076 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 253 9880 SH SHARED 10 5800 4080 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 25 1000 SH SHR/OTHR 10 1000 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 6601 256855 SH SHARED 20 116640 140215 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 23 900 SH SHR/OTHR 20 900 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 41 1600 SH SHARED 21 1600 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 787 30644 SH SHARED 22 25644 5000 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1276 49685 SH SHARED 23 46315 3370 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 781 30420 SH SHR/OTHR 23 30420 D POWERSHARES ETF TRUST PRVT EQTY PORT 73935X19 1277 47000 SH SHARED 47000 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 1 50 SH SHARED 01 50 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 6 300 SH SHARED 02 300 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 44 2125 SH SHARED 01 2125 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 2013 96268 SH SHARED 02 96268 D POWERSHARES ETF TRUST DYNM LRG CP GR 73935X60 761 42750 SH SHARED 02 42750 D POWERSHARES ETF TRUST DYN OIL SVCS 73935X62 18 700 SH SHARED 02 700 D POWERSHARES ETF TRUST DYN EN EX PROD 73935X65 57 2500 SH SHARED 01 2500 D POWERSHARES ETF TRUST DYN BLDG CNSTR 73935X66 8 400 SH SHARED 02 400 D POWERSHARES ETF TRUST AERSPC DEF PTF 73935X69 53 2500 SH SHARED 02 2500 D POWERSHARES ETF TRUST DYNM LRG CP VL 73935X70 861 41725 SH SHARED 02 41725 D POWERSHARES ETF TRUST INTL DIV ACHV 73935X71 209 10114 SH SHARED 02 10114 D POWERSHARES ETF TRUST DYN LSR & ENT 73935X75 7 400 SH SHARED 02 400 D POWERSHARES ETF TRUST DYNAMIC TELECO 73935X76 20 972 SH SHARED 02 972 D POWERSHARES ETF TRUST DYN SFTWR PORT 73935X77 30 1500 SH SHARED 02 1500 D POWERSHARES ETF TRUST DYNM MC GRWTH 73935X80 26 1200 SH SHARED 02 1200 D POWERSHARES ETF TRUST DYNM SM CP VAL 73935X86 46 2430 SH SHARED 02 2430 D POWERSHARES ETF TRUST DYNM SM CP GRW 73935X87 22 1200 SH SHARED 02 1200 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 26 900 SH SHARED 10 900 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 115 4000 SH SHARED 20 4000 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 3967 150300 SH SHARED 150300 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 982 37215 SH SHARED 02 37215 D POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D10 49 2000 SH SHARED 02 2000 D POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER 73936T61 11 450 SH SHARED 21 450 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 202 209000 PRN SHARED 209000 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 4032 4153000 PRN SHARED 02 4153000 D POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD 520 570000 PRN SHARED 02 570000 D POWERWAVE TECHNOLOGIES INC COM 73936310 9668 1442998 SH SHARED 1442998 D POWERWAVE TECHNOLOGIES INC COM 73936310 265 39600 SH SHARED 01 5700 33900 D POWERWAVE TECHNOLOGIES INC COM 73936310 530 79218 SH SHARED 02 13793 65425 D POWERWAVE TECHNOLOGIES INC COM 73936310 320 47900 SH SHARED 10 47900 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 23 61 D POZEN INC COM 73941U10 789 43699 SH SHARED 43699 D POZEN INC COM 73941U10 60 3350 SH SHARED 02 100 3250 D PRAXAIR INC COM 74005P10 26239 364483 SH SHARED 364483 D PRAXAIR INC COM 74005P10 7198 99994 SH SHARED 01 48499 51495 D PRAXAIR INC COM 74005P10 694 9650 SH SHR/OTHR 01 9650 D PRAXAIR INC COM 74005P10 3991 55440 SH SHARED 02 48144 7296 D PRAXAIR INC COM 74005P10 4712 65466 SH SHARED 04 65466 D PRAXAIR INC COM 74005P10 10 150 SH SHARED 05 150 D PRAXAIR INC COM 74005P10 3611 50160 SH SHARED 06 34700 15460 D PRAXAIR INC COM 74005P10 70004 972413 SH SHARED 10 960093 12320 D PRAXAIR INC COM 74005P10 493 6860 SH SHR/OTHR 10 6860 D PRAXAIR INC COM 74005P10 6769 94038 SH SHARED 16 94038 D PRAXAIR INC COM 74005P10 2551 35449 SH SHARED 20 3585 31864 D PRAXAIR INC COM 74005P10 946 13150 SH SHR/OTHR 20 13150 D PRAXAIR INC COM 74005P10 28 400 SH SHARED 21 400 D PRAXAIR INC COM 74005P10 165 2300 SH SHR/OTHR 21 2300 D PRAXAIR INC COM 74005P10 723 10045 SH SHARED 22 5595 4450 D PRAXAIR INC COM 74005P10 246 3430 SH SHR/OTHR 22 3430 D PRAXAIR INC COM 74005P10 3613 50197 SH SHARED 23 48297 1900 D PRAXAIR INC COM 74005P10 3387 47055 SH SHR/OTHR 23 47055 D PRAXAIR INC COM 74005P10 1375 19100 SH SHARED 24 19100 D PRE PAID LEGAL SVCS INC COM 74006510 8132 126455 SH SHARED 126455 D PRE PAID LEGAL SVCS INC COM 74006510 57 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 151 2354 SH SHARED 02 2354 D PRECISION CASTPARTS CORP COM 74018910 44597 367481 SH SHARED 367481 D PRECISION CASTPARTS CORP COM 74018910 19854 163600 SH SHARED 01 162600 1000 D PRECISION CASTPARTS CORP COM 74018910 2589 21341 SH SHARED 02 20341 1000 D PRECISION CASTPARTS CORP COM 74018910 1729 14250 SH SHARED 06 14250 D PRECISION CASTPARTS CORP COM 74018910 13758 113370 SH SHARED 10 113370 D PRECISION CASTPARTS CORP COM 74018910 49 410 SH SHARED 20 410 D PRECISION DRILLING TR TR UNIT 74021510 7590 310447 SH SHARED 310447 D PRECISION DRILLING TR TR UNIT 74021510 48 2000 SH SHARED 20 2000 D PREFERRED BK LOS ANGELES CA COM 74036710 1151 28775 SH SHARED 28775 D PREFERRED BK LOS ANGELES CA COM 74036710 6 173 SH SHARED 02 173 D PREFERRED BK LOS ANGELES CA COM 74036710 204 5100 SH SHARED 10 5100 D PREFORMED LINE PRODS CO COM 74044410 414 8627 SH SHARED 8627 D PREFORMED LINE PRODS CO COM 74044410 8 169 SH SHARED 02 169 D PREMIER CMNTY BANKSHARES INC COM 74047310 4 143 SH SHARED 143 D PREMIER FINL BANCORP INC COM 74050M10 1 99 SH SHARED 99 D PREMIER EXIBITIONS INC COM 74051E10 1170 74251 SH SHARED 74251 D PREMIER EXIBITIONS INC COM 74051E10 31 2000 SH SHARED 02 2000 D PREMIERE GLOBAL SVCS INC COM 74058510 1134 87130 SH SHARED 87130 D PREMIERE GLOBAL SVCS INC COM 74058510 10 800 SH SHARED 01 800 D PREMIERE GLOBAL SVCS INC COM 74058510 1976 151800 SH SHARED 10 151800 D PRESIDENTIAL LIFE CORP COM 74088410 4537 230788 SH SHARED 230788 D PRESIDENTIAL LIFE CORP COM 74088410 129 6600 SH SHARED 10 6600 D PREMIERWEST BANCORP COM 74092110 8 617 SH SHARED 617 D PRESIDENTIAL RLTY CORP NEW CL B 74100420 0 86 SH SHARED 86 D PRESSTEK INC COM 74111310 179 22442 SH SHARED 22442 D PRESSTEK INC COM 74111310 21 2691 SH SHARED 02 2691 D PRESSTEK INC COM 74111310 39 4900 SH SHR/OTHR 23 4900 D PRESTIGE BRANDS HLDGS INC COM 74112D10 688 53054 SH SHARED 53054 D PRESTIGE BRANDS HLDGS INC COM 74112D10 109 8450 SH SHARED 02 7620 830 D PRESSURE BIOSCIENCES INC COM 74112E10 0 46 SH SHARED 46 D PRICE T ROWE GROUP INC COM 74144T10 21917 422380 SH SHARED 422380 D PRICE T ROWE GROUP INC COM 74144T10 9346 180118 SH SHARED 01 180118 D PRICE T ROWE GROUP INC COM 74144T10 1064 20524 SH SHR/OTHR 01 20524 D PRICE T ROWE GROUP INC COM 74144T10 2690 51854 SH SHARED 02 32996 18858 D PRICE T ROWE GROUP INC COM 74144T10 1408 27140 SH SHARED 06 25200 1940 D PRICE T ROWE GROUP INC COM 74144T10 45855 883702 SH SHARED 10 883702 D PRICE T ROWE GROUP INC COM 74144T10 1442 27800 SH SHR/OTHR 23 27800 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 334 184000 PRN SHARED 184000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 7 4000 PRN SHARED 02 4000 D PRICELINE COM INC COM NEW 74150340 21705 315765 SH SHARED 315765 D PRICELINE COM INC COM NEW 74150340 34 500 SH SHARED 01 500 D PRICELINE COM INC COM NEW 74150340 63 925 SH SHARED 02 925 D PRICELINE COM INC COM NEW 74150340 1017 14800 SH SHARED 04 14800 D PRICELINE COM INC COM NEW 74150340 54 800 SH SHARED 10 800 D PRICESMART INC COM 74151110 2984 120669 SH SHARED 120669 D PRICESMART INC COM 74151110 8 343 SH SHARED 02 343 D PRICESMART INC COM 74151110 17 700 SH SHARED 10 700 D PRIDE INTL INC DEL COM 74153Q10 70982 1894896 SH SHARED 1894896 D PRIDE INTL INC DEL COM 74153Q10 2056 54900 SH SHARED 01 5200 49700 D PRIDE INTL INC DEL COM 74153Q10 25354 676843 SH SHARED 02 673543 3300 D PRIDE INTL INC DEL COM 74153Q10 4051 108150 SH SHARED 06 7250 100900 D PRIDE INTL INC DEL COM 74153Q10 393 10500 SH SHARED 10 10500 D PRIDE INTL INC DEL COM 74153Q10 265 7100 SH SHARED 14 7100 D PRIMEDIA INC COM 74157K10 1080 379176 SH SHARED 379176 D PRIMEDIA INC COM 74157K10 797 279660 SH SHARED 02 279660 D PRIMEDIA INC COM 74157K10 207 72700 SH SHARED 10 72700 D PRIMEENERGY CORP COM 74158E10 20 354 SH SHARED 354 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 2819 134083 SH SHARED 134083 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 54 2600 SH SHARED 02 2600 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 42 2000 SH SHARED 20 2000 D PRINCETON NATL BANCORP INC COM 74228210 2 80 SH SHARED 80 D PRINCETON REVIEW INC COM 74235210 2 432 SH SHARED 432 D PRINCETON REVIEW INC COM 74235210 87 18373 SH SHARED 02 18373 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 39901 684537 SH SHARED 684537 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1696 29100 SH SHARED 01 29100 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 2373 40718 SH SHARED 02 38405 2313 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4 80 SH SHARED 05 80 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1684 28900 SH SHARED 06 26250 2650 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 19462 333898 SH SHARED 10 333398 500 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 63 1088 SH SHR/OTHR 20 1088 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 75 1300 SH SHARED 21 1300 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 405 6950 SH SHR/OTHR 23 6950 D PRINTRONIX INC COM 74257810 1 134 SH SHARED 134 D PRO-DEX INC COLO COM 74265M10 0 200 SH SHARED 200 D PRIVATE MEDIA GROUP INC COM 74266R10 5 2424 SH SHARED 2424 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 1131 824000 PRN SHARED 02 824000 D PROASSURANCE CORP COM 74267C10 1875 33688 SH SHARED 33688 D PROASSURANCE CORP COM 74267C10 818 14700 SH SHARED 10 14700 D PRO PHARMACEUTICALS INC COM 74267T10 0 786 SH SHARED 786 D PROCENTURY CORP COM 74268T10 5 313 SH SHARED 313 D PROCENTURY CORP COM 74268T10 0 1 SH SHARED 02 1 D PROCTER & GAMBLE CO COM 74271810 4415 72159 SH SHARED 3000 69159 D PROCTER & GAMBLE CO COM 74271810 434371 7098732 SH SHARED 6974563 124169 D PROCTER & GAMBLE CO COM 74271810 59552 973238 SH SHARED 01 555167 418071 D PROCTER & GAMBLE CO COM 74271810 8356 136563 SH SHR/OTHR 01 136563 D PROCTER & GAMBLE CO COM 74271810 36379 594538 SH SHARED 02 546255 48283 D PROCTER & GAMBLE CO COM 74271810 58841 961620 SH SHARED 04 960500 1120 D PROCTER & GAMBLE CO COM 74271810 2445 39967 SH SHARED 05 39967 D PROCTER & GAMBLE CO COM 74271810 40514 662107 SH SHARED 06 455085 207022 D PROCTER & GAMBLE CO COM 74271810 221199 3614966 SH SHARED 10 3332977 281989 D PROCTER & GAMBLE CO COM 74271810 2070 33830 SH SHR/OTHR 10 33830 D PROCTER & GAMBLE CO COM 74271810 2740 44790 SH SHARED 14 9300 35490 D PROCTER & GAMBLE CO COM 74271810 3977 65000 SH SHARED 15 65000 D PROCTER & GAMBLE CO COM 74271810 1835 30000 SH SHARED 16 30000 D PROCTER & GAMBLE CO COM 74271810 152 2497 SH SHARED 19 2497 D PROCTER & GAMBLE CO COM 74271810 14353 234574 SH SHARED 20 33055 201519 D PROCTER & GAMBLE CO COM 74271810 4759 77775 SH SHR/OTHR 20 77775 D PROCTER & GAMBLE CO COM 74271810 2369 38717 SH SHARED 21 38717 D PROCTER & GAMBLE CO COM 74271810 670 10950 SH SHR/OTHR 21 10950 D PROCTER & GAMBLE CO COM 74271810 1619 26463 SH SHARED 22 15038 11425 D PROCTER & GAMBLE CO COM 74271810 820 13412 SH SHR/OTHR 22 13412 D PROCTER & GAMBLE CO COM 74271810 16654 272175 SH SHARED 23 261048 11127 D PROCTER & GAMBLE CO COM 74271810 39842 651125 SH SHR/OTHR 23 651125 D PROCTER & GAMBLE CO COM 74271810 134 2191 SH SHARED 24 2191 D PRIVATEBANCORP INC COM 74296210 288 10021 SH SHARED 10021 D PRIVATEBANCORP INC COM 74296210 157 5472 SH SHARED 02 5472 D PRIVATEBANCORP INC COM 74296210 118 4100 SH SHARED 10 4100 D PROGENICS PHARMACEUTICALS IN COM 74318710 259 12024 SH SHARED 12024 D PROGENICS PHARMACEUTICALS IN COM 74318710 3 148 SH SHARED 02 148 D PROGRESS ENERGY INC COM 74326310 34573 758368 SH SHARED 758368 D PROGRESS ENERGY INC COM 74326310 1670 36634 SH SHARED 01 34484 2150 D PROGRESS ENERGY INC COM 74326310 175 3847 SH SHR/OTHR 01 3847 D PROGRESS ENERGY INC COM 74326310 6464 141795 SH SHARED 02 132566 9229 D PROGRESS ENERGY INC COM 74326310 6 140 SH SHARED 05 140 D PROGRESS ENERGY INC COM 74326310 1238 27170 SH SHARED 06 25450 1720 D PROGRESS ENERGY INC COM 74326310 7115 156066 SH SHARED 10 156066 D PROGRESS ENERGY INC COM 74326310 77 1700 SH SHARED 21 1700 D PROGRESS ENERGY INC COM 74326310 627 13771 SH SHARED 23 13771 D PROGRESS ENERGY INC COM 74326310 53 1168 SH SHR/OTHR 23 1168 D PROGRESS SOFTWARE CORP COM 74331210 45942 1445202 SH SHARED 1445202 D PROGRESS SOFTWARE CORP COM 74331210 37 1174 SH SHARED 02 209 965 D PROGRESS SOFTWARE CORP COM 74331210 388 12231 SH SHARED 10 12231 D PROGRESSIVE CORP OHIO COM 74331510 30 1280 SH SHARED 1280 D PROGRESSIVE CORP OHIO COM 74331510 25823 1079117 SH SHARED 1079117 D PROGRESSIVE CORP OHIO COM 74331510 2201 92010 SH SHARED 01 92010 D PROGRESSIVE CORP OHIO COM 74331510 3787 158268 SH SHARED 02 153118 5150 D PROGRESSIVE CORP OHIO COM 74331510 4795 200400 SH SHARED 05 200400 D PROGRESSIVE CORP OHIO COM 74331510 2811 117505 SH SHARED 06 110575 6930 D PROGRESSIVE CORP OHIO COM 74331510 17748 741698 SH SHARED 10 741698 D PROGRESSIVE CORP OHIO COM 74331510 411 17200 SH SHARED 14 17200 D PROGRESSIVE CORP OHIO COM 74331510 16 685 SH SHARED 21 685 D PROGRESSIVE GAMING INTL CORP COM 74332S10 6007 1023401 SH SHARED 1023401 D PROGRESSIVE GAMING INTL CORP COM 74332S10 13 2286 SH SHARED 02 2286 D PROLIANCE INTL INC COM 74340R10 1 346 SH SHARED 346 D PROLOGIS SH BEN INT 74341010 1664 29250 SH SHARED 29250 D PROLOGIS SH BEN INT 74341010 36667 644420 SH SHARED 635120 9300 D PROLOGIS SH BEN INT 74341010 21889 384705 SH SHARED 01 372435 12270 D PROLOGIS SH BEN INT 74341010 8572 150656 SH SHARED 02 143512 7144 D PROLOGIS SH BEN INT 74341010 3584 63000 SH SHARED 04 63000 D PROLOGIS SH BEN INT 74341010 375 6600 SH SHARED 06 6600 D PROLOGIS SH BEN INT 74341010 16011 281400 SH SHARED 10 277300 4100 D PROLOGIS SH BEN INT 74341010 349035 6134183 SH SHARED 11 3420255 2713928 D PROLOGIS SH BEN INT 74341010 384 6753 SH SHARED 14 6753 D PROLOGIS SH BEN INT 74341010 65 1150 SH SHARED 20 1150 D PROLOGIS SH BEN INT 74341010 2332 41000 SH SHARED 23 41000 D PROSHARES TR ULTRA QQQ PSHS 74347R20 171 1800 SH SHARED 02 1800 D PROSHARES TR SHORT QQQ PSHS 74347R60 20 350 SH SHARED 02 350 D PROSHARES TR ULTSHR RU20000 74347R83 936 15000 SH SHARED 15000 D PROSHARES TR ULTRASHT DOW30 74347R86 16725 333500 SH SHARED 333500 D PROSHARES TR ULTRASHORT QQQ 74347R87 2041 44765 SH SHARED 02 44765 D PROSHARES TR ULTRASHT SP500 74347R88 22606 428799 SH SHARED 428799 D PROSHARES TR ULTRASHT SP500 74347R88 31 600 SH SHARED 02 600 D PROSPECT CAPITAL CORPORATION COM 74348T10 5368 307295 SH SHARED 307295 D PROSPECT CAPITAL CORPORATION COM 74348T10 23 1358 SH SHARED 02 1358 D PROSPECT CAPITAL CORPORATION COM 74348T10 127 7300 SH SHARED 10 7300 D PROSPECT MEDICAL HOLDINGS IN CL A 74349410 0 158 SH SHARED 158 D PROSPERITY BANCSHARES INC COM 74360610 1073 32773 SH SHARED 32773 D PROSPERITY BANCSHARES INC COM 74360610 133 4065 SH SHARED 02 4065 D PROSPERITY BANCSHARES INC COM 74360610 586 17897 SH SHARED 10 17897 D PROSPERITY BANCSHARES INC COM 74360610 55 1700 SH SHARED 21 1700 D PROTALIX BIOTHERAPEUTICS INC COM 74365A10 6944 257299 SH SHARED 257299 D PROTALIX BIOTHERAPEUTICS INC COM 74365A10 59 2198 SH SHARED 02 2198 D PROTECTION ONE INC COM NEW 74366340 66 4442 SH SHARED 4442 D PROTECTION ONE INC COM NEW 74366340 6 446 SH SHARED 02 446 D PROTECTIVE LIFE CORP COM 74367410 2184 45683 SH SHARED 45683 D PROTECTIVE LIFE CORP COM 74367410 1104 23100 SH SHARED 01 3500 19600 D PROTECTIVE LIFE CORP COM 74367410 631 13210 SH SHARED 02 12340 870 D PROTECTIVE LIFE CORP COM 74367410 9548 199721 SH SHARED 10 199721 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 24111 19429008 PRN SHARED 19429008 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 12581 10138000 PRN SHARED 02 10138000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 9685 8511000 PRN SHARED 02 8511000 D PROVIDENCE & WORCESTER RR CO COM 74373710 1 93 SH SHARED 93 D PROVIDENCE & WORCESTER RR CO COM 74373710 6 350 SH SHARED 02 350 D PROVIDENCE SVC CORP COM 74381510 155 5813 SH SHARED 5813 D PROVIDENCE SVC CORP COM 74381510 18 675 SH SHARED 01 675 D PROVIDENCE SVC CORP COM 74381510 18836 704970 SH SHARED 10 704970 D PROVIDENT BANKSHARES CORP COM 74385910 4139 126266 SH SHARED 126266 D PROVIDENT BANKSHARES CORP COM 74385910 6 200 SH SHARED 01 200 D PROVIDENT BANKSHARES CORP COM 74385910 36 1107 SH SHARED 02 1107 D PROVIDENT BANKSHARES CORP COM 74385910 4910 149800 SH SHARED 10 149800 D PROVIDENT ENERGY TR TR UNIT 74386K10 1703 143245 SH SHARED 143245 D PROVIDENT ENERGY TR TR UNIT 74386K10 5 500 SH SHARED 02 500 D PROVIDENT ENERGY TR TR UNIT 74386K10 265 22350 SH SHR/OTHR 23 22350 D PROVIDENT FINL SVCS INC COM 74386T10 3014 191253 SH SHARED 191253 D PROVIDENT FINL SVCS INC COM 74386T10 106 6776 SH SHARED 02 6776 D PROVIDENT FINL SVCS INC COM 74386T10 461 29300 SH SHARED 10 29300 D PROVIDENT FINL HLDGS INC COM 74386810 3 139 SH SHARED 139 D PROVIDENT FINL HLDGS INC COM 74386810 0 13 SH SHARED 02 13 D PROVIDENT NEW YORK BANCORP COM 74402810 283 20969 SH SHARED 20969 D PROVIDENT NEW YORK BANCORP COM 74402810 0 25 SH SHARED 02 25 D PROVIDENT NEW YORK BANCORP COM 74402810 155 11500 SH SHARED 10 11500 D PROXYMED INC COM NEW 74429030 0 181 SH SHARED 181 D PRUDENTIAL BANCORP INC PA COM 74431910 1 109 SH SHARED 109 D PRUDENTIAL FINL INC FRNT 12/1 744320AG 1030 1000000 PRN SHARED 06 1000000 D PRUDENTIAL FINL INC COM 74432010 59 608 SH SHARED 608 D PRUDENTIAL FINL INC COM 74432010 58354 600172 SH SHARED 600172 D PRUDENTIAL FINL INC COM 74432010 5259 54090 SH SHARED 01 54063 27 D PRUDENTIAL FINL INC COM 74432010 7951 81783 SH SHARED 02 78308 3475 D PRUDENTIAL FINL INC COM 74432010 12372 127250 SH SHARED 04 127250 D PRUDENTIAL FINL INC COM 74432010 20 210 SH SHARED 05 210 D PRUDENTIAL FINL INC COM 74432010 40835 419987 SH SHARED 06 56492 363495 D PRUDENTIAL FINL INC COM 74432010 39010 401220 SH SHARED 10 401220 D PRUDENTIAL FINL INC COM 74432010 168 1734 SH SHARED 14 1734 D PRUDENTIAL FINL INC COM 74432010 1054 10850 SH SHARED 15 10850 D PRUDENTIAL FINL INC COM 74432010 437 4500 SH SHARED 19 4500 D PRUDENTIAL FINL INC COM 74432010 55 575 SH SHARED 20 575 D PRUDENTIAL FINL INC COM 74432010 20 214 SH SHARED 22 214 D PRUDENTIAL FINL INC COM 74432010 368 3789 SH SHARED 23 3789 D PRUDENTIAL FINL INC COM 74432010 841 8650 SH SHR/OTHR 23 8650 D PRUDENTIAL PLC ADR 74435K20 14 500 SH SHARED 01 500 D PSYCHEMEDICS CORP COM NEW 74437520 2 116 SH SHARED 116 D PT INDOSAT TBK SPONSORED ADR 74438310 25 700 SH SHARED 700 D PT INDOSAT TBK SPONSORED ADR 74438310 2044 56400 SH SHARED 01 56400 D PT INDOSAT TBK SPONSORED ADR 74438310 4868 134300 SH SHARED 10 134300 D PT INDOSAT TBK SPONSORED ADR 74438310 667 18400 SH SHARED 24 18400 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1582 43646 SH SHARED 43646 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1240 34200 SH SHARED 01 18400 15800 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 199 5500 SH SHARED 02 5500 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1390 38350 SH SHARED 10 38350 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 81344 926687 SH SHARED 926687 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 17982 204854 SH SHARED 01 204254 600 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 10489 119499 SH SHARED 02 119169 330 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 8 100 SH SHARED 05 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 11514 131174 SH SHARED 06 24300 106874 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 14603 166361 SH SHARED 10 166361 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 210 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 1674 21800 SH SHARED 21800 D PUBLIC STORAGE COM 74460D10 38204 497325 SH SHARED 493525 3800 D PUBLIC STORAGE COM 74460D10 12680 165065 SH SHARED 01 160290 4775 D PUBLIC STORAGE COM 74460D10 1686 21954 SH SHARED 02 18500 3454 D PUBLIC STORAGE COM 74460D10 284 3700 SH SHARED 06 3700 D PUBLIC STORAGE COM 74460D10 6789 88376 SH SHARED 10 85176 3200 D PUBLIC STORAGE COM 74460D10 298590 3886884 SH SHARED 11 2147064 1739820 D PUBLIC STORAGE COM A DP1/1000 74460D72 0 21 SH SHARED 02 21 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 1695 39018 SH SHARED 39018 D PUGET ENERGY INC NEW COM 74531010 7233 299143 SH SHARED 299143 D PUGET ENERGY INC NEW COM 74531010 899 37200 SH SHARED 01 4600 32600 D PUGET ENERGY INC NEW COM 74531010 319 13232 SH SHARED 02 13232 D PUGET ENERGY INC NEW COM 74531010 106 4400 SH SHARED 10 4400 D PULASKI FINL CORP COM 74554810 3 218 SH SHARED 218 D PULTE HOMES INC COM 74586710 17883 796613 SH SHARED 796613 D PULTE HOMES INC COM 74586710 601 26796 SH SHARED 01 26796 D PULTE HOMES INC COM 74586710 4139 184397 SH SHARED 02 184397 D PULTE HOMES INC COM 74586710 1589 70805 SH SHARED 06 68515 2290 D PULTE HOMES INC COM 74586710 7965 354829 SH SHARED 10 354829 D PURECYCLE CORP COM NEW 74622830 2 341 SH SHARED 341 D PURECYCLE CORP COM NEW 74622830 0 1 SH SHARED 02 1 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 0 1334 SH SHARED 20 1334 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 102 11554 SH SHARED 11554 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 44 5000 SH SHR/OTHR 20 5000 D PUTNAM MANAGED MUN INCOM TR COM 74682310 34 4365 SH SHARED 4365 D PUTNAM MUN BD FD INC SH BEN INT 74683V10 5 441 SH SHARED 441 D PUTNAM MUN BD FD INC SH BEN INT 74683V10 12 1000 SH SHARED 02 1000 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 1840 278827 SH SHARED 278827 D QIMONDA AG SPONSORED ADR 74690410 20684 1338796 SH SHARED 1338796 D QIMONDA AG SPONSORED ADR 74690410 10 710 SH SHARED 01 710 D QIMONDA AG SPONSORED ADR 74690410 4248 275000 SH SHARED 02 275000 D QIMONDA AG SPONSORED ADR 74690410 61 3985 SH SHARED 04 3985 D QIMONDA AG SPONSORED ADR 74690410 463 30000 SH SHARED 04 30000 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 1081 163915 SH SHARED 163915 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 52 8000 SH SHARED 02 8000 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 698 50494 SH SHARED 50494 D PUTNAM N Y INVT GRADE MUN TR SH BEN INT 74692110 0 2210 SH SHARED 2210 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 124 10520 SH SHARED 10520 D QLT INC NOTE 3.000% 9/1 746927AB 1000 1045000 PRN SHARED 1045000 D QLT INC COM 74692710 14873 2009923 SH SHARED 2009923 D QUADRA REALTY TRUST INC COM 74694510 1241 99235 SH SHARED 99235 D QUADRA REALTY TRUST INC COM 74694510 8131 650000 SH SHARED 11 650000 D PYRAMID BREWERIES INC COM 74713510 0 158 SH SHARED 158 D PYRAMID OIL CO COM 74721510 0 37 SH SHARED 37 D QCR HOLDINGS INC COM 74727A10 1 106 SH SHARED 106 D QAD INC COM 74727D10 59 7219 SH SHARED 7219 D QAD INC COM 74727D10 10 1274 SH SHARED 02 1274 D Q E P INC COM 74727K10 0 47 SH SHARED 47 D QLOGIC CORP COM 74727710 28304 1699960 SH SHARED 1699960 D QLOGIC CORP COM 74727710 634 38100 SH SHARED 01 38100 D QLOGIC CORP COM 74727710 2077 124785 SH SHARED 02 119785 5000 D QLOGIC CORP COM 74727710 292 17550 SH SHARED 06 16250 1300 D QLOGIC CORP COM 74727710 25855 1552878 SH SHARED 10 1552878 D QLOGIC CORP COM 74727710 14 900 SH SHARED 14 900 D QC HLDGS INC COM 74729T10 56 3784 SH SHARED 3784 D QC HLDGS INC COM 74729T10 33 2228 SH SHARED 02 2228 D QUADRAMED CORP COM 74730W10 3 1006 SH SHARED 1006 D QUADRAMED CORP COM 74730W10 0 76 SH SHARED 02 76 D QUAKER CHEM CORP COM 74731610 9 400 SH SHARED 400 D QUAKER FABRIC CORP NEW COM 74739910 0 350 SH SHARED 350 D QUAKER FABRIC CORP NEW COM 74739910 0 17 SH SHARED 02 17 D QUALCOMM INC COM 74752510 46 1064 SH SHR/OTHR 1064 D QUALCOMM INC COM 74752510 261281 6021703 SH SHARED 6019983 1720 D QUALCOMM INC COM 74752510 31813 733189 SH SHARED 01 473038 260151 D QUALCOMM INC COM 74752510 1864 42979 SH SHR/OTHR 01 42979 D QUALCOMM INC COM 74752510 24023 553667 SH SHARED 02 305544 248123 D QUALCOMM INC COM 74752510 9558 220300 SH SHARED 04 220300 D QUALCOMM INC COM 74752510 10875 250640 SH SHARED 05 250640 D QUALCOMM INC COM 74752510 7674 176874 SH SHARED 06 162274 14600 D QUALCOMM INC COM 74752510 144333 3326419 SH SHARED 10 3272279 54140 D QUALCOMM INC COM 74752510 4 100 SH SHR/OTHR 10 100 D QUALCOMM INC COM 74752510 4291 98894 SH SHARED 14 98894 D QUALCOMM INC COM 74752510 2950 68000 SH SHARED 15 68000 D QUALCOMM INC COM 74752510 5268 121420 SH SHARED 20 34155 87265 D QUALCOMM INC COM 74752510 481 11100 SH SHR/OTHR 20 11100 D QUALCOMM INC COM 74752510 655 15104 SH SHARED 21 15104 D QUALCOMM INC COM 74752510 274 6320 SH SHR/OTHR 21 6320 D QUALCOMM INC COM 74752510 1614 37202 SH SHARED 22 26072 11130 D QUALCOMM INC COM 74752510 253 5848 SH SHR/OTHR 22 5848 D QUALCOMM INC COM 74752510 5112 117832 SH SHARED 23 106627 11205 D QUALCOMM INC COM 74752510 4495 103600 SH SHR/OTHR 23 103600 D QUALCOMM INC COM 74752510 67 1546 SH SHARED 24 1546 D QUALITY DISTR INC FLA COM 74756M10 1155 102882 SH SHARED 102882 D QUALSTAR CORP COM 74758R10 0 189 SH SHARED 189 D QUALITY SYS INC COM 74758210 2624 69112 SH SHARED 69112 D QUALITY SYS INC COM 74758210 4377 115300 SH SHARED 04 115300 D QUALITY SYS INC COM 74758210 3161 83263 SH SHARED 10 83263 D QUALITY SYS INC COM 74758210 68 1800 SH SHARED 14 1800 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 55778 19985008 PRN SHARED 02 19985008 D QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE 894 594000 PRN SHARED 02 594000 D QUANTA SVCS INC COM 74762E10 4822 157239 SH SHARED 157239 D QUANTA SVCS INC COM 74762E10 1794 58500 SH SHARED 01 22900 35600 D QUANTA SVCS INC COM 74762E10 418 13661 SH SHARED 02 13661 D QUANTA SVCS INC COM 74762E10 1441 47000 SH SHARED 10 31300 15700 D QUANEX CORP DBCV 2.500% 5/1 747620AE 1159 590000 PRN SHARED 590000 D QUANEX CORP COM 74762010 24566 504439 SH SHARED 504439 D QUANEX CORP COM 74762010 842 17300 SH SHARED 01 17300 D QUANEX CORP COM 74762010 157 3237 SH SHARED 02 2697 540 D QUANEX CORP COM 74762010 6450 132450 SH SHARED 10 132450 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 646 414625 SH SHARED 414625 D QUANTUM CORP COM DSSG 74790620 3087 973834 SH SHARED 973834 D QUANTUM CORP COM DSSG 74790620 506 159780 SH SHARED 02 155280 4500 D QUANTUM CORP COM DSSG 74790620 169 53600 SH SHARED 10 53600 D Q MED COM 74791410 1 320 SH SHARED 320 D Q MED COM 74791410 0 1 SH SHARED 02 1 D QUEBECOR WORLD INC COM NON-VTG 74820310 1114 91769 SH SHARED 91769 D QUEBECOR WORLD INC COM NON-VTG 74820310 2 200 SH SHARED 01 200 D QUEBECOR WORLD INC COM NON-VTG 74820310 118 9755 SH SHARED 02 9755 D QUEBECOR WORLD INC COM NON-VTG 74820310 7 600 SH SHARED 06 200 400 D QUEPASA CORP COM NEW 74833W20 1 258 SH SHARED 258 D QUEST DIAGNOSTICS INC COM 74834L10 45893 888555 SH SHARED 888555 D QUEST DIAGNOSTICS INC COM 74834L10 2011 38940 SH SHARED 01 26810 12130 D QUEST DIAGNOSTICS INC COM 74834L10 10 200 SH SHR/OTHR 01 200 D QUEST DIAGNOSTICS INC COM 74834L10 1390 26930 SH SHARED 02 24105 2825 D QUEST DIAGNOSTICS INC COM 74834L10 130837 2533157 SH SHARED 04 2533157 D QUEST DIAGNOSTICS INC COM 74834L10 6719 130099 SH SHARED 06 74069 56030 D QUEST DIAGNOSTICS INC COM 74834L10 30885 597978 SH SHARED 10 588668 9310 D QUEST DIAGNOSTICS INC COM 74834L10 717 13900 SH SHARED 14 13900 D QUEST DIAGNOSTICS INC COM 74834L10 4493 87000 SH SHARED 15 87000 D QUEST DIAGNOSTICS INC COM 74834L10 5112 98977 SH SHARED 16 98977 D QUEST DIAGNOSTICS INC COM 74834L10 2519 48771 SH SHARED 20 11871 36900 D QUEST DIAGNOSTICS INC COM 74834L10 258 5000 SH SHR/OTHR 20 5000 D QUEST DIAGNOSTICS INC COM 74834L10 25 500 SH SHARED 22 500 D QUEST DIAGNOSTICS INC COM 74834L10 1169 22650 SH SHARED 23 22050 600 D QUEST DIAGNOSTICS INC COM 74834L10 1725 33400 SH SHR/OTHR 23 33400 D QUEST SOFTWARE INC COM 74834T10 22865 1412348 SH SHARED 1412348 D QUEST SOFTWARE INC COM 74834T10 354 21900 SH SHARED 01 21900 D QUEST SOFTWARE INC COM 74834T10 2 155 SH SHARED 02 155 D QUEST SOFTWARE INC COM 74834T10 168 10400 SH SHARED 10 10400 D QUEST RESOURCE CORP COM NEW 74834930 6 524 SH SHARED 524 D QUEST CAP CORP NEW COM 74835U10 27 9768 SH SHARED 9768 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 0 1178 SH SHARED 1178 D QUESTAR CORP COM 74835610 12441 235403 SH SHARED 235403 D QUESTAR CORP COM 74835610 1204 22800 SH SHARED 01 22800 D QUESTAR CORP COM 74835610 1933 36580 SH SHARED 02 36380 200 D QUESTAR CORP COM 74835610 971 18382 SH SHARED 06 16862 1520 D QUESTAR CORP COM 74835610 4131 78179 SH SHARED 10 78179 D QUICKLOGIC CORP COM 74837P10 1 717 SH SHARED 717 D QUICKLOGIC CORP COM 74837P10 0 3 SH SHARED 02 3 D QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB 3194 2000000 PRN SHARED 2000000 D QUICKSILVER RESOURCES INC COM 74837R10 96 2155 SH SHARED 2155 D QUICKSILVER RESOURCES INC COM 74837R10 5308 119071 SH SHARED 119071 D QUICKSILVER RESOURCES INC COM 74837R10 2178 48870 SH SHARED 01 31570 17300 D QUICKSILVER RESOURCES INC COM 74837R10 353 7924 SH SHARED 02 7424 500 D QUICKSILVER RESOURCES INC COM 74837R10 1207 27076 SH SHARED 10 27076 D QUIKSILVER INC COM 74838C10 282 20000 SH SHARED 20000 D QUIKSILVER INC COM 74838C10 944 66834 SH SHARED 66834 D QUIKSILVER INC COM 74838C10 30 2180 SH SHARED 01 2180 D QUIKSILVER INC COM 74838C10 4733 335000 SH SHARED 02 100000 235000 D QUIKSILVER INC COM 74838C10 4803 339956 SH SHARED 10 339956 D QUIDEL CORP COM 74838J10 1134 64599 SH SHARED 64599 D QUIDEL CORP COM 74838J10 98 5600 SH SHARED 01 5600 D QUIDEL CORP COM 74838J10 1411 80400 SH SHARED 10 80400 D QUIGLEY CORP COM NEW 74838L30 0 207 SH SHARED 207 D QUIPP INC COM 74880210 0 27 SH SHARED 27 D QUIXOTE CORP COM 74905610 4 224 SH SHARED 224 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 46131 26331008 PRN SHARED 26331008 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 68450 39070000 PRN SHARED 02 39070000 D QWEST COMMUNICATIONS INTL IN COM 74912110 1964 202551 SH SHARED 56170 146381 D QWEST COMMUNICATIONS INTL IN COM 74912110 65577 6760526 SH SHARED 6760526 D QWEST COMMUNICATIONS INTL IN COM 74912110 8067 831662 SH SHARED 01 827883 3779 D QWEST COMMUNICATIONS INTL IN COM 74912110 8440 870120 SH SHARED 02 868888 1232 D QWEST COMMUNICATIONS INTL IN COM 74912110 1453 149800 SH SHARED 04 149800 D QWEST COMMUNICATIONS INTL IN COM 74912110 12046 1241900 SH SHARED 04 1241900 D QWEST COMMUNICATIONS INTL IN COM 74912110 7 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 4614 475690 SH SHARED 06 459400 16290 D QWEST COMMUNICATIONS INTL IN COM 74912110 8544 880921 SH SHARED 10 880921 D QWEST COMMUNICATIONS INTL IN COM 74912110 110 11371 SH SHARED 14 11371 D QWEST COMMUNICATIONS INTL IN COM 74912110 1649 170000 SH SHARED 15 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 11520 1187708 SH SHARED 19 1187708 D QUOVADX INC COM 74913K10 3 972 SH SHARED 972 D RAIT FINANCIAL TRUST COM 74922710 118106 4539060 SH SHARED 4539060 D RAIT FINANCIAL TRUST COM 74922710 364 14000 SH SHARED 01 14000 D RAIT FINANCIAL TRUST COM 74922710 36 1402 SH SHARED 02 1102 300 D RAIT FINANCIAL TRUST COM 74922710 2445 94000 SH SHARED 10 94000 D RCM TECHNOLOGIES INC COM NEW 74936040 2 301 SH SHARED 301 D RCN CORP COM NEW 74936120 15523 826182 SH SHARED 826182 D RCN CORP COM NEW 74936120 2125 113118 SH SHARED 02 113118 D RCN CORP COM NEW 74936120 157 8400 SH SHARED 10 8400 D RC2 CORP COM 74938810 1543 38575 SH SHARED 38575 D RC2 CORP COM 74938810 568 14200 SH SHARED 01 14200 D RC2 CORP COM 74938810 211 5298 SH SHARED 02 5298 D RC2 CORP COM 74938810 536 13400 SH SHARED 10 13400 D RF MONOLITHICS INC COM 74955F10 1 225 SH SHARED 225 D RGC RES INC COM 74955L10 1 54 SH SHARED 54 D R H DONNELLEY CORP COM NEW 74955W30 20652 272531 SH SHARED 272531 D R H DONNELLEY CORP COM NEW 74955W30 892 11784 SH SHARED 01 8884 2900 D R H DONNELLEY CORP COM NEW 74955W30 114 1512 SH SHR/OTHR 01 1512 D R H DONNELLEY CORP COM NEW 74955W30 1734 22883 SH SHARED 02 22483 400 D R H DONNELLEY CORP COM NEW 74955W30 38882 513097 SH SHARED 10 512812 285 D R H DONNELLEY CORP COM NEW 74955W30 53 700 SH SHARED 20 700 D R H DONNELLEY CORP COM NEW 74955W30 24 320 SH SHR/OTHR 21 320 D R H DONNELLEY CORP COM NEW 74955W30 7 105 SH SHARED 22 105 D R H DONNELLEY CORP COM NEW 74955W30 1485 19600 SH SHARED 23 19600 D RF INDS LTD COM PAR $0.01 74955210 0 71 SH SHARED 71 D RLI CORP COM 74960710 2587 46238 SH SHARED 46238 D RLI CORP COM 74960710 1454 26000 SH SHARED 10 26000 D RMR REAL ESTATE FD SH BEN INT 74963F10 2999 188300 SH SHARED 188300 D RMR HOSPITALITY REAL ESTATE COM 74963J10 1029 47490 SH SHARED 47490 D RMK ADVANTAGE INCOME FD INC COM 74963L10 0 39 SH SHARED 02 39 D RMK MULTI SECTR HI INCM FD I COM 74963Q10 67 4564 SH SHARED 02 4500 64 D RPC INC COM 74966010 36461 2139739 SH SHARED 2139739 D RPC INC COM 74966010 104 6150 SH SHARED 01 6150 D RPC INC COM 74966010 15284 897002 SH SHARED 10 897002 D RPM INTL INC COM 74968510 5687 246085 SH SHARED 246085 D RPM INTL INC COM 74968510 760 32900 SH SHARED 01 32900 D RPM INTL INC COM 74968510 1547 66945 SH SHARED 02 66645 300 D RPM INTL INC COM 74968510 210 9100 SH SHARED 10 9100 D RPM INTL INC COM 74968510 44 1944 SH SHARED 20 1944 D RSC HOLDINGS INC COM 74972L10 906 45343 SH SHARED 45343 D RSC HOLDINGS INC COM 74972L10 9229 461473 SH SHARED 02 401623 59850 D RSC HOLDINGS INC COM 74972L10 5680 284000 SH SHARED 06 284000 D RSC HOLDINGS INC COM 74972L10 579 28965 SH SHARED 16 28965 D RTI INTL METALS INC COM 74973W10 10788 143137 SH SHARED 143137 D RTI INTL METALS INC COM 74973W10 1130 15000 SH SHARED 01 15000 D RTI INTL METALS INC COM 74973W10 1205 16000 SH SHR/OTHR 01 16000 D RTI INTL METALS INC COM 74973W10 125 1671 SH SHARED 02 1671 D RTI INTL METALS INC COM 74973W10 39064 518300 SH SHARED 10 518300 D RTW INC COM NEW 74974R20 0 100 SH SHARED 100 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 197 200000 PRN SHARED 200000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 11377 11516000 PRN SHARED 02 11516000 D RF MICRODEVICES INC COM 74994110 9501 1522740 SH SHARED 1522740 D RF MICRODEVICES INC COM 74994110 594 95200 SH SHARED 01 36800 58400 D RF MICRODEVICES INC COM 74994110 431 69192 SH SHARED 02 39322 29870 D RF MICRODEVICES INC COM 74994110 5845 936792 SH SHARED 10 936792 D RACKABLE SYS INC COM 75007710 20023 1620042 SH SHARED 1620042 D RACKABLE SYS INC COM 75007710 123 10000 SH SHARED 04 10000 D RADIAN GROUP INC COM 75023610 879 16278 SH SHARED 4733 11545 D RADIAN GROUP INC COM 75023610 68617 1270695 SH SHARED 1270695 D RADIAN GROUP INC COM 75023610 5118 94795 SH SHARED 01 70525 24270 D RADIAN GROUP INC COM 75023610 547 10132 SH SHARED 02 9809 323 D RADIAN GROUP INC COM 75023610 684 12680 SH SHARED 04 12680 D RADIAN GROUP INC COM 75023610 177 3290 SH SHARED 06 2050 1240 D RADIAN GROUP INC COM 75023610 1360 25200 SH SHARED 10 25200 D RADIAN GROUP INC COM 75023610 235 4368 SH SHARED 14 4368 D RADIAN GROUP INC COM 75023610 5580 103350 SH SHARED 19 103350 D RADIANT SYSTEMS INC COM 75025N10 357 26973 SH SHARED 26973 D RADIATION THERAPY SVCS INC COM 75032320 235 8948 SH SHARED 8948 D RADIATION THERAPY SVCS INC COM 75032320 7 275 SH SHARED 01 275 D RADIATION THERAPY SVCS INC COM 75032320 0 2 SH SHARED 02 2 D RADIATION THERAPY SVCS INC COM 75032320 6239 236900 SH SHARED 10 236900 D RADIO ONE INC CL A 75040P10 30 4256 SH SHARED 4256 D RADIO ONE INC CL A 75040P10 0 1 SH SHARED 01 1 D RADIO ONE INC CL D NON VTG 75040P40 4244 601167 SH SHARED 601167 D RADIO ONE INC CL D NON VTG 75040P40 209 29700 SH SHARED 01 29700 D RADIO ONE INC CL D NON VTG 75040P40 222 31535 SH SHARED 10 31535 D RADIO ONE INC CL D NON VTG 75040P40 1210 171500 SH SHARED 14 171500 D RADIOSHACK CORP COM 75043810 8253 249064 SH SHARED 249064 D RADIOSHACK CORP COM 75043810 682 20600 SH SHARED 01 20600 D RADIOSHACK CORP COM 75043810 1931 58274 SH SHARED 02 58274 D RADIOSHACK CORP COM 75043810 1602 48350 SH SHARED 06 47650 700 D RADIOSHACK CORP COM 75043810 3345 100940 SH SHARED 10 100940 D RADIOSHACK CORP COM 75043810 83 2532 SH SHARED 14 2532 D RADISYS CORP COM 75045910 134 10851 SH SHARED 10851 D RADISYS CORP COM 75045910 266 21476 SH SHARED 02 21476 D RADNET INC COM 75049110 287 30147 SH SHARED 30147 D RAE SYS INC COM 75061P10 31 13627 SH SHARED 13627 D RADYNE CORP COM NEW 75061140 951 89176 SH SHARED 89176 D RAINING DATA CORP COM 75087R10 0 207 SH SHARED 207 D RAINIER PAC FINL GROUP INC COM 75087U10 2 143 SH SHARED 143 D RAINMAKER SYSTEMS COM NEW 75087530 2840 399521 SH SHARED 399521 D RAINMAKER SYSTEMS COM NEW 75087530 0 1 SH SHARED 02 1 D RAMBUS INC DEL NOTE 2/0 750917AB 5970 5785000 PRN SHARED 5785000 D RAMBUS INC DEL COM 75091710 12203 678749 SH SHARED 678749 D RAMBUS INC DEL COM 75091710 39 2200 SH SHARED 01 1200 1000 D RAMBUS INC DEL COM 75091710 25 1410 SH SHARED 02 410 1000 D RAMBUS INC DEL COM 75091710 185 10329 SH SHARED 10 10329 D RALCORP HLDGS INC NEW COM 75102810 1162 21740 SH SHARED 21740 D RALCORP HLDGS INC NEW COM 75102810 46 875 SH SHARED 01 875 D RALCORP HLDGS INC NEW COM 75102810 108 2032 SH SHARED 02 1942 90 D RALCORP HLDGS INC NEW COM 75102810 24843 464795 SH SHARED 10 464795 D RALCORP HLDGS INC NEW COM 75102810 74 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 3 719 SH SHARED 719 D RAM ENERGY RESOURCES INC COM 75130P10 360 66500 SH SHARED 02 66500 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 12195 339425 SH SHARED 339425 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 34 956 SH SHARED 02 76 880 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 172 4800 SH SHARED 10 4800 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 31808 885300 SH SHARED 11 885300 D RAMTRON INTL CORP COM NEW 75190730 1 494 SH SHARED 494 D RAMTRON INTL CORP COM NEW 75190730 0 2 SH SHARED 02 2 D RANDGOLD RES LTD ADR 75234430 856 38612 SH SHARED 38612 D RANDGOLD RES LTD ADR 75234430 827 37300 SH SHARED 04 37300 D RANDGOLD RES LTD ADR 75234430 17175 774000 SH SHARED 10 774000 D RANGE RES CORP COM 75281A10 6652 177815 SH SHARED 177815 D RANGE RES CORP COM 75281A10 385 10300 SH SHARED 01 1300 9000 D RANGE RES CORP COM 75281A10 1337 35764 SH SHARED 02 1833 33931 D RANGE RES CORP COM 75281A10 157 4200 SH SHARED 06 3200 1000 D RANGE RES CORP COM 75281A10 3324 88862 SH SHARED 10 88862 D RANGE RES CORP COM 75281A10 1309 35000 SH SHARED 14 35000 D RARE HOSPITALITY INTL INC COM 75382010 4232 158088 SH SHARED 158088 D RARE HOSPITALITY INTL INC COM 75382010 84 3150 SH SHARED 01 3150 D RARE HOSPITALITY INTL INC COM 75382010 668 24985 SH SHARED 02 24985 D RARE HOSPITALITY INTL INC COM 75382010 58 2181 SH SHARED 10 2181 D RASER TECHNOLOGIES INC COM 75405510 107 14554 SH SHARED 14554 D RASER TECHNOLOGIES INC COM 75405510 4 556 SH SHARED 02 556 D RAVEN INDS INC COM 75421210 295 8283 SH SHARED 8283 D RAVEN INDS INC COM 75421210 17 500 SH SHARED 02 500 D RAYMOND JAMES FINANCIAL INC COM 75473010 11915 385608 SH SHARED 385608 D RAYMOND JAMES FINANCIAL INC COM 75473010 949 30725 SH SHARED 01 1800 28925 D RAYMOND JAMES FINANCIAL INC COM 75473010 1144 37030 SH SHARED 02 34380 2650 D RAYMOND JAMES FINANCIAL INC COM 75473010 595 19279 SH SHARED 10 19279 D RAYMOND JAMES FINANCIAL INC COM 75473010 83 2700 SH SHARED 21 2700 D RAYONIER INC COM 75490710 7382 163549 SH SHARED 163549 D RAYONIER INC COM 75490710 1201 26622 SH SHARED 01 2811 23811 D RAYONIER INC COM 75490710 775 17179 SH SHARED 02 10817 6362 D RAYONIER INC COM 75490710 11465 254000 SH SHARED 04 254000 D RAYONIER INC COM 75490710 171 3800 SH SHARED 10 3800 D RAYTHEON CO *W EXP 06/16/201 75511111 2232 121064 SH SHARED 02 121064 D RAYTHEON CO *W EXP 06/16/201 75511111 2 133 SH SHARED 10 133 D RAYTHEON CO COM NEW 75511150 280 5200 SH SHARED 5200 D RAYTHEON CO COM NEW 75511150 142360 2641689 SH SHARED 2608289 33400 D RAYTHEON CO COM NEW 75511150 42963 797241 SH SHARED 01 789512 7729 D RAYTHEON CO COM NEW 75511150 53 987 SH SHR/OTHR 01 987 D RAYTHEON CO COM NEW 75511150 4513 83756 SH SHARED 02 81267 2489 D RAYTHEON CO COM NEW 75511150 1127 20918 SH SHARED 04 20918 D RAYTHEON CO COM NEW 75511150 24530 455191 SH SHARED 06 62101 393090 D RAYTHEON CO COM NEW 75511150 35937 666871 SH SHARED 10 636146 30725 D RAYTHEON CO COM NEW 75511150 308 5727 SH SHARED 14 5727 D RAYTHEON CO COM NEW 75511150 5911 109701 SH SHARED 16 109701 D RAYTHEON CO COM NEW 75511150 126 2355 SH SHARED 20 2355 D RAYTHEON CO COM NEW 75511150 26 500 SH SHR/OTHR 20 500 D RAYTHEON CO COM NEW 75511150 48 900 SH SHARED 21 900 D RAYTHEON CO COM NEW 75511150 27 505 SH SHR/OTHR 21 505 D RAYTHEON CO COM NEW 75511150 8 157 SH SHARED 22 157 D RAYTHEON CO COM NEW 75511150 97 1800 SH SHR/OTHR 22 1800 D RAYTHEON CO COM NEW 75511150 378 7025 SH SHARED 23 7025 D RAYTHEON CO COM NEW 75511150 434 8069 SH SHR/OTHR 23 8069 D RBC BEARINGS INC COM 75524B10 718 17416 SH SHARED 17416 D RBC BEARINGS INC COM 75524B10 309 7500 SH SHARED 01 7500 D RBC BEARINGS INC COM 75524B10 2487 60300 SH SHARED 10 60300 D READING INTERNATIONAL INC CL A 75540810 3 410 SH SHARED 410 D READY MIX INC COM 75574710 0 42 SH SHARED 42 D REALNETWORKS INC COM 75605L10 8718 1067164 SH SHARED 1067164 D REALNETWORKS INC COM 75605L10 109 13400 SH SHARED 01 7200 6200 D REALNETWORKS INC COM 75605L10 2307 282400 SH SHARED 02 268900 13500 D REALNETWORKS INC COM 75605L10 163 20000 SH SHARED 04 20000 D REALNETWORKS INC COM 75605L10 1483 181600 SH SHARED 10 181600 D REALTY INCOME CORP COM 75610910 6934 275301 SH SHARED 275301 D REALTY INCOME CORP COM 75610910 80 3200 SH SHARED 01 3200 D REALTY INCOME CORP COM 75610910 61 2451 SH SHARED 02 2451 D REALTY INCOME CORP COM 75610910 755 30000 SH SHARED 04 30000 D REALTY INCOME CORP COM 75610910 4146 164600 SH SHARED 10 164600 D REALTY INCOME CORP COM 75610910 43420 1723700 SH SHARED 11 1723700 D REAVES UTIL INCOME FD COM SH BEN INT 75615810 12600 500800 SH SHARED 500800 D RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ 548 500000 PRN SHARED 02 500000 D RED HAT INC DBCV 0.500% 1/1 756577AB 2933 2818000 PRN SHARED 2818000 D RED HAT INC COM 75657710 3448 154764 SH SHARED 154764 D RED HAT INC COM 75657710 617 27700 SH SHARED 01 27700 D RED HAT INC COM 75657710 5081 228065 SH SHARED 02 224265 3800 D RED HAT INC COM 75657710 1973 88578 SH SHARED 10 88578 D RED LION HOTELS CORP COM 75676410 5 405 SH SHARED 405 D RED LION HOTELS CORP COM 75676410 0 1 SH SHARED 02 1 D RED LION HOTELS CORP COM 75676410 19965 1553700 SH SHARED 11 1553700 D RED ROBIN GOURMET BURGERS IN COM 75689M10 1433 35497 SH SHARED 35497 D REDENVELOPE INC COM 75733R60 0 113 SH SHARED 113 D REDDY ICE HLDGS INC COM 75734R10 1105 38759 SH SHARED 38759 D REDDY ICE HLDGS INC COM 75734R10 397 13935 SH SHARED 02 5235 8700 D REDDY ICE HLDGS INC COM 75734R10 59 2100 SH SHARED 10 2100 D REDHOOK ALE BREWERY COM 75747310 1 137 SH SHARED 137 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 3 202 SH SHARED 202 D REDWOOD TR INC COM 75807540 6494 134232 SH SHARED 134232 D REDWOOD TR INC COM 75807540 774 16000 SH SHARED 01 16000 D REDWOOD TR INC COM 75807540 21 435 SH SHARED 02 435 D REDWOOD TR INC COM 75807540 1944 40200 SH SHARED 10 40200 D REDWOOD TR INC COM 75807540 72 1500 SH SHARED 21 1500 D REED ELSEVIER N V SPONSORED ADR 75820410 500 13200 SH SHARED 13200 D REED ELSEVIER N V SPONSORED ADR 75820410 132 3500 SH SHARED 23 3500 D REED ELSEVIER P L C SPONSORED ADR 75820510 527 10200 SH SHARED 10200 D REGAL BELOIT CORP COM 75875010 2290 49210 SH SHARED 49210 D REGAL BELOIT CORP COM 75875010 349 7500 SH SHARED 01 7500 D REGAL BELOIT CORP COM 75875010 19 415 SH SHARED 02 415 D REGAL BELOIT CORP COM 75875010 22208 477191 SH SHARED 10 477191 D REGAL BELOIT CORP COM 75875010 47 1030 SH SHARED 21 1030 D REGAL ENTMT GROUP CL A 75876610 35051 1598331 SH SHARED 1598331 D REGAL ENTMT GROUP CL A 75876610 5710 260400 SH SHARED 01 260400 D REGAL ENTMT GROUP CL A 75876610 2264 103283 SH SHARED 02 33883 69400 D REGAL ENTMT GROUP CL A 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D RELIANT ENERGY INC COM 75952B10 318 11830 SH SHARED 06 9350 2480 D RELIANT ENERGY INC COM 75952B10 2298 85300 SH SHARED 10 85300 D RELIANT ENERGY INC COM 75952B10 13 483 SH SHARED 14 483 D RELIANT ENERGY INC COM 75952B10 83 3107 SH SHR/OTHR 20 3107 D RELIANT ENERGY INC COM 75952B10 41 1527 SH SHARED 21 1527 D RELIANT ENERGY INC COM 75952B10 63 2365 SH SHR/OTHR 23 2365 D RELIV INTL INC COM 75952R10 3 328 SH SHARED 328 D RELIV INTL INC COM 75952R10 0 1 SH SHARED 02 1 D RELM WIRELESS CORP COM 75952510 1 295 SH SHARED 295 D RENAISSANCE ACQUISITION CORP UNIT 01/28/2011 75966C20 199 29924 SH SHARED 29924 D RENAISSANCE ACQUISITION CORP COM 75966C30 2347 422980 SH SHARED 422980 D RENAISSANCE CAP GRWTH INCM I COM 75966V10 0 96 SH SHARED 96 D RENAISSANCE LEARNING INC COM 75968L10 336 25609 SH SHARED 25609 D RENAISSANCE LEARNING INC COM 75968L10 0 22 SH SHARED 02 22 D RENASANT CORP COM 75970E10 5122 225248 SH SHARED 225248 D RENASANT CORP COM 75970E10 111 4900 SH SHARED 10 4900 D RENOVIS INC 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SH SHARED 10 8810 D RESPONSE GENETICS INC COM 76123U10 0 76 SH SHARED 76 D RESPIRONICS INC COM 76123010 1613 37893 SH SHARED 37893 D RESPIRONICS INC COM 76123010 25 604 SH SHARED 02 604 D RESPIRONICS INC COM 76123010 1957 45971 SH SHARED 10 45971 D RESPIRONICS INC COM 76123010 3194 75000 SH SHARED 15 75000 D RETAIL HOLDRS TR DEP RCPT 76127U10 163751 1565800 SH SHARED 1565800 D RETAIL HOLDRS TR DEP RCPT 76127U10 11441 109400 SH SHARED 02 109400 D RESTORE MEDICAL INC COM 76128C10 264 140738 SH SHARED 140738 D RESTORE MEDICAL INC COM 76128C10 630 335509 SH SHARED 02 335109 400 D RETAIL VENTURES INC COM 76128Y10 4113 255007 SH SHARED 255007 D RETAIL VENTURES INC COM 76128Y10 49 3071 SH SHARED 02 3071 D RETAIL VENTURES INC COM 76128Y10 17 1100 SH SHARED 10 1100 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 0 243 SH SHARED 243 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 0 1 SH SHARED 02 1 D REUTERS GROUP PLC SPONSORED ADR 76132M10 1065 14259 SH SHARED 14259 D REUTERS GROUP PLC SPONSORED ADR 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ROCKWELL COLLINS INC COM 77434110 9 130 SH SHARED 05 130 D ROCKWELL COLLINS INC COM 77434110 1278 18100 SH SHARED 06 16550 1550 D ROCKWELL COLLINS INC COM 77434110 283180 4008790 SH SHARED 10 4007475 1315 D ROCKWELL COLLINS INC COM 77434110 21 305 SH SHARED 20 65 240 D ROCKWELL COLLINS INC COM 77434110 176 2500 SH SHR/OTHR 20 2500 D ROCKWELL COLLINS INC COM 77434110 14 200 SH SHARED 21 200 D ROCKWELL COLLINS INC COM 77434110 569 8065 SH SHARED 22 6775 1290 D ROCKWELL COLLINS INC COM 77434110 31 450 SH SHR/OTHR 22 450 D ROCKWELL COLLINS INC COM 77434110 1112 15746 SH SHARED 23 13246 2500 D ROCKWELL COLLINS INC COM 77434110 808 11445 SH SHR/OTHR 23 11445 D ROCKWELL MEDICAL TECH COM 77437410 1 255 SH SHARED 255 D ROCKWOOD HLDGS INC COM 77441510 1187 32489 SH SHARED 32489 D ROCKWOOD HLDGS INC COM 77441510 2871 78568 SH SHARED 02 78568 D ROCKWOOD HLDGS INC COM 77441510 1279 35000 SH SHARED 04 35000 D ROCKWOOD HLDGS INC COM 77441510 1016 27800 SH SHARED 10 27800 D ROCKY BRANDS INC COM 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12030 SH SHARED 10 12030 D ROGERS COMMUNICATIONS INC CL B 77510920 718 16906 SH SHARED 14 16906 D ROGERS COMMUNICATIONS INC CL B 77510920 16 400 SH SHARED 19 400 D ROGERS COMMUNICATIONS INC CL B 77510920 84 2000 SH SHARED 21 2000 D ROGERS CORP COM 77513310 21643 584948 SH SHARED 584948 D ROGERS CORP COM 77513310 170 4600 SH SHARED 02 4600 D ROGERS CORP COM 77513310 144 3900 SH SHARED 10 3900 D ROHM & HAAS CO COM 77537110 23696 433369 SH SHARED 433369 D ROHM & HAAS CO COM 77537110 1498 27399 SH SHARED 01 27399 D ROHM & HAAS CO COM 77537110 1731 31674 SH SHARED 02 29544 2130 D ROHM & HAAS CO COM 77537110 7 130 SH SHARED 05 130 D ROHM & HAAS CO COM 77537110 852 15586 SH SHARED 06 14336 1250 D ROHM & HAAS CO COM 77537110 7862 143783 SH SHARED 10 143783 D ROHM & HAAS CO COM 77537110 136 2500 SH SHARED 14 2500 D ROHM & HAAS CO COM 77537110 9 165 SH SHR/OTHR 23 165 D ROLLINS INC COM 77571110 719 31615 SH SHARED 31615 D ROLLINS INC COM 77571110 317 13950 SH SHARED 01 900 13050 D ROLLINS INC COM 77571110 70 3100 SH SHARED 02 3100 D ROLLINS INC COM 77571110 1306 57400 SH SHARED 10 57400 D ROMA FINANCIAL CORP COM 77581P10 87 5293 SH SHARED 5293 D ROME BANCORP INC NEW COM 77587P10 1186 96581 SH SHARED 96581 D RONSON CORP COM NEW 77633820 0 61 SH SHARED 61 D ROPER INDS INC NEW COM 77669610 8779 153754 SH SHARED 153754 D ROPER INDS INC NEW COM 77669610 1618 28340 SH SHARED 01 28340 D ROPER INDS INC NEW COM 77669610 2033 35612 SH SHARED 02 35612 D ROPER INDS INC NEW COM 77669610 20076 351600 SH SHARED 04 351600 D ROPER INDS INC NEW COM 77669610 26551 465000 SH SHARED 05 465000 D ROPER INDS INC NEW COM 77669610 165 2900 SH SHARED 06 2100 800 D ROPER INDS INC NEW COM 77669610 48315 846150 SH SHARED 10 846150 D ROSETTA RESOURCES INC COM 77777930 764 35491 SH SHARED 35491 D ROSETTA RESOURCES INC COM 77777930 454 21100 SH SHARED 01 21100 D ROSETTA RESOURCES INC COM 77777930 3095 143700 SH SHARED 10 143700 D ROSS STORES INC COM 77829610 7605 246933 SH SHARED 246933 D ROSS STORES INC COM 77829610 1259 40900 SH SHARED 01 40900 D ROSS STORES INC COM 77829610 688 22369 SH SHARED 02 22369 D ROSS STORES INC COM 77829610 139 4520 SH SHARED 06 3800 720 D ROSS STORES INC COM 77829610 790 25678 SH SHARED 10 25678 D ROSS STORES INC COM 77829610 450 14615 SH SHARED 14 14615 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2004 35162 SH SHARED 35162 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 6674 117100 SH SHARED 06 117100 D ROTECH HEALTHCARE INC COM 77866910 2 1885 SH SHARED 1885 D ROTECH HEALTHCARE INC COM 77866910 281 260613 SH SHARED 02 260613 D ROWAN COS INC COM 77938210 40 1000 SH SHARED 1000 D ROWAN COS INC COM 77938210 37023 903465 SH SHARED 903465 D ROWAN COS INC COM 77938210 1346 32849 SH SHARED 01 32499 350 D ROWAN COS INC COM 77938210 3446 84114 SH SHARED 02 71714 12400 D ROWAN COS INC COM 77938210 52 1280 SH SHARED 04 1280 D ROWAN COS INC COM 77938210 717 17500 SH SHARED 05 17500 D ROWAN COS INC COM 77938210 1883 45960 SH SHARED 06 44940 1020 D ROWAN COS INC COM 77938210 32032 781671 SH SHARED 10 781671 D ROWAN COS INC COM 77938210 106 2600 SH SHARED 21 300 2300 D ROWAN COS INC COM 77938210 81 2000 SH SHARED 23 2000 D ROWAN COS INC COM 77938210 16 400 SH SHR/OTHR 23 400 D ROYAL BANCSHARES PA INC CL A 78008110 106 5394 SH SHARED 5394 D ROYAL BANCSHARES PA INC CL A 78008110 0 24 SH SHARED 02 24 D ROYAL BK CDA MONTREAL QUE COM 78008710 7569 142630 SH SHARED 139130 3500 D ROYAL BK CDA MONTREAL QUE COM 78008710 112 2114 SH SHARED 01 2114 D ROYAL BK CDA MONTREAL QUE COM 78008710 3 66 SH SHARED 04 66 D ROYAL BK CDA MONTREAL QUE COM 78008710 26 500 SH SHARED 05 500 D ROYAL BK CDA MONTREAL QUE COM 78008710 554 10456 SH SHARED 06 4656 5800 D ROYAL BK CDA MONTREAL QUE COM 78008710 567 10700 SH SHARED 10 10700 D ROYAL BK CDA MONTREAL QUE COM 78008710 1034 19501 SH SHARED 14 19501 D ROYAL BK CDA MONTREAL QUE COM 78008710 37 700 SH SHR/OTHR 23 700 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS Q 78009775 18 744 SH SHARED 744 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 94 3950 SH SHARED 01 3950 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 46 1960 SH SHR/OTHR 01 1960 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 420 17380 SH SHARED 02 15380 2000 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 9 400 SH SHARED 20 400 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 16 750 SH SHARED 02 750 D ROYAL BK SCOTLAND GROUP PLC SPON ADR F 78009780 26 1000 SH SHARED 02 1000 D ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 78009787 50 2000 SH SHARED 02 2000 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 19 237 SH SHARED 01 237 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 71 862 SH SHR/OTHR 01 862 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 217 2609 SH SHARED 02 2609 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 462 5551 SH SHARED 06 5551 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 114 1379 SH SHARED 23 1379 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 301 3620 SH SHR/OTHR 23 3620 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 259 3200 SH SHR/OTHR 3200 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 20470 252105 SH SHARED 252105 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 12482 153723 SH SHARED 01 46749 106974 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 5409 66614 SH SHR/OTHR 01 66614 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 1913 23561 SH SHARED 02 23561 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 4470 55054 SH SHARED 10 23290 31764 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 2271 27980 SH SHR/OTHR 10 27980 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 6622 81559 SH SHARED 20 23719 57840 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 2142 26384 SH SHR/OTHR 20 26384 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 4 60 SH SHARED 21 60 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 649 8000 SH SHR/OTHR 21 8000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 121 1500 SH SHARED 22 900 600 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 369 4550 SH SHR/OTHR 22 4550 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 11543 142161 SH SHARED 23 130211 11950 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 13923 171477 SH SHR/OTHR 23 171477 D ROYAL GOLD INC COM 78028710 724 30500 SH SHARED 30500 D ROYAL GOLD INC COM 78028710 758 31890 SH SHARED 31890 D ROYAL GOLD INC COM 78028710 259 10900 SH SHARED 01 10900 D ROYAL GOLD INC COM 78028710 25 1093 SH SHARED 02 593 500 D ROYAL GOLD INC COM 78028710 255 10758 SH SHARED 10 10758 D ROYAL KPN NV SPONSORED ADR 78064120 1767 106400 SH SHARED 106400 D ROYAL KPN NV SPONSORED ADR 78064120 14 850 SH SHARED 02 850 D ROYALE ENERGY INC COM NEW 78074G20 0 130 SH SHARED 130 D ROYCE FOCUS TR COM 78080N10 85 7569 SH SHARED 02 7569 D ROYCE VALUE TR INC COM 78091010 120 5627 SH SHARED 02 5627 D ROYCE MICRO-CAP TR INC COM 78091510 257 16685 SH SHARED 02 16685 D RUBIOS RESTAURANTS INC COM 78116B10 1 180 SH SHARED 180 D RUBY TUESDAY INC COM 78118210 2291 87015 SH SHARED 87015 D RUBY TUESDAY INC COM 78118210 481 18300 SH SHARED 01 1900 16400 D RUBY TUESDAY INC COM 78118210 438 16666 SH SHARED 02 16666 D RUBY TUESDAY INC COM 78118210 360 13700 SH SHARED 06 13700 D RUBY TUESDAY INC COM 78118210 863 32800 SH SHARED 10 32800 D RUDDICK CORP COM 78125810 972 32291 SH SHARED 32291 D RUDDICK CORP COM 78125810 394 13100 SH SHARED 01 13100 D RUDDICK CORP COM 78125810 127 4248 SH SHARED 02 3743 505 D RUDDICK CORP COM 78125810 24276 806000 SH SHARED 10 806000 D RUDOLPH TECHNOLOGIES INC COM 78127010 4548 273820 SH SHARED 273820 D RUDOLPH TECHNOLOGIES INC COM 78127010 11 665 SH SHARED 02 665 D RUDOLPH TECHNOLOGIES INC COM 78127010 40 2421 SH SHARED 21 2421 D RURAL / METRO CORP COM 78174810 3 581 SH SHARED 581 D RURAL / METRO CORP COM 78174810 0 2 SH SHARED 02 2 D RURBAN FINL CORP COM 78176P10 1 127 SH SHARED 127 D RUSH ENTERPRISES INC CL A 78184620 1037 47751 SH SHARED 47751 D RUSH ENTERPRISES INC CL B 78184630 155 7440 SH SHARED 7440 D RURAL CELLULAR CORP CL A 78190410 790 18043 SH SHARED 18043 D RURAL CELLULAR CORP CL A 78190410 65 1500 SH SHARED 01 1500 D RURAL CELLULAR CORP CL A 78190410 778 17780 SH SHARED 02 17780 D RUSS BERRIE & CO COM 78223310 151 8106 SH SHARED 8106 D RUSS BERRIE & CO COM 78223310 5 289 SH SHARED 02 289 D RUTHS CHRIS STEAK HSE INC COM 78333210 4623 272155 SH SHARED 272155 D RUTHS CHRIS STEAK HSE INC COM 78333210 0 55 SH SHARED 02 55 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 22142 586565 SH SHARED 586565 D RYDER SYS INC COM 78354910 23979 445710 SH SHARED 399110 46600 D RYDER SYS INC COM 78354910 43050 800200 SH SHARED 01 798300 1900 D RYDER SYS INC COM 78354910 1822 33881 SH SHARED 02 33881 D RYDER SYS INC COM 78354910 1234 22950 SH SHARED 06 22950 D RYDER SYS INC COM 78354910 32718 608158 SH SHARED 10 564058 44100 D RYDEX ETF TRUST S&P 500 EQ TRD 78355W10 25 500 SH SHARED 500 D RYDEX ETF TRUST S&P 500 EQ TRD 78355W10 57 1130 SH SHARED 02 1130 D RYDEX ETF TRUST S&PMC400 PURVL 78355W50 9 250 SH SHARED 02 250 D RYDEX ETF TRUST S&PSC600 PURVL 78355W70 49 1150 SH SHARED 02 1150 D RYERSON INC NOTE 3.500%11/0 78375PAD 17033 9500000 PRN SHARED 9500000 D RYERSON INC COM 78375P10 55455 1472913 SH SHARED 1472913 D RYERSON INC COM 78375P10 153 4076 SH SHARED 01 1200 2876 D RYERSON INC COM 78375P10 1288 34218 SH SHARED 02 26718 7500 D RYERSON INC COM 78375P10 2729 72500 SH SHARED 04 72500 D RYERSON INC COM 78375P10 429 11400 SH SHARED 10 11400 D RYLAND GROUP INC COM 78376410 7052 188720 SH SHARED 188720 D RYLAND GROUP INC COM 78376410 810 21700 SH SHARED 01 9100 12600 D RYLAND GROUP INC COM 78376410 2429 65018 SH SHARED 02 65018 D RYLAND GROUP INC COM 78376410 1253 33545 SH SHARED 10 33545 D S&P 500 COVERED CALL FD INC COM 78381P10 344 18495 SH SHARED 18495 D S&P 500 COVERED CALL FD INC COM 78381P10 191 10275 SH SHARED 02 10275 D S & T BANCORP INC COM 78385910 499 15189 SH SHARED 15189 D S & T BANCORP INC COM 78385910 9 300 SH SHARED 01 300 D S & T BANCORP INC COM 78385910 509 15497 SH SHARED 02 15497 D S & T BANCORP INC COM 78385910 388 11800 SH SHARED 10 11800 D SBE INC COM PAR $.001 78387330 0 45 SH SHARED 45 D SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ 6425 5810000 PRN SHARED 02 5810000 D SBA COMMUNICATIONS CORP COM 78388J10 39449 1174443 SH SHARED 1174443 D SBA COMMUNICATIONS CORP COM 78388J10 722 21500 SH SHARED 01 21500 D SBA COMMUNICATIONS CORP COM 78388J10 60 1806 SH SHARED 02 806 1000 D SBA COMMUNICATIONS CORP COM 78388J10 49802 1482645 SH SHARED 10 1482645 D SAIC INC COM 78390X10 39563 2189435 SH SHARED 2189435 D SAIC INC COM 78390X10 2553 141300 SH SHARED 01 141300 D SAIC INC COM 78390X10 2809 155500 SH SHARED 02 155500 D SAIC INC COM 78390X10 1523 84300 SH SHARED 10 84300 D SCBT FINANCIAL CORP COM 78401V10 172 4738 SH SHARED 4738 D SCM MICROSYSTEMS INC COM 78401810 1 393 SH SHARED 393 D SCM MICROSYSTEMS INC COM 78401810 0 1 SH SHARED 02 1 D SCPIE HLDGS INC COM 78402P10 2159 86394 SH SHARED 86394 D SCPIE HLDGS INC COM 78402P10 18 740 SH SHARED 02 740 D SCOLR PHARMA INC COM 78402X10 2 960 SH SHARED 960 D SCOLR PHARMA INC COM 78402X10 0 4 SH SHARED 02 4 D SCO GROUP INC COM 78403A10 130 98438 SH SHARED 98438 D SCO GROUP INC COM 78403A10 0 1 SH SHARED 02 1 D SEI INVESTMENTS CO COM 78411710 26316 906227 SH SHARED 906227 D SEI INVESTMENTS CO COM 78411710 3685 126900 SH SHARED 01 41500 85400 D SEI INVESTMENTS CO COM 78411710 1337 46054 SH SHARED 02 45974 80 D SEI INVESTMENTS CO COM 78411710 817 28164 SH SHARED 10 19364 8800 D SEMCO ENERGY INC COM 78412D10 136 17569 SH SHARED 17569 D SEMCO ENERGY INC COM 78412D10 18 2430 SH SHARED 02 2430 D SESI L L C NOTE 1.500%12/1 78412FAH 19583 18200000 PRN SHARED 18200000 D SFBC INTL INC NOTE 2.250% 8/1 784121AB 1017 1000000 PRN SHARED 1000000 D SGX PHARMACEUTICALS INC COM 78423C10 0 171 SH SHARED 171 D SI FINL GROUP INC COM 78425W10 678 60008 SH SHARED 60008 D SI FINL GROUP INC COM 78425W10 0 12 SH SHARED 02 12 D SI INTL INC COM 78427V10 445 13494 SH SHARED 13494 D SI INTL INC COM 78427V10 132 4000 SH SHARED 10 4000 D SJW CORP COM 78430510 249 7490 SH SHARED 7490 D SJW CORP COM 78430510 2564 77000 SH SHARED 05 77000 D SJW CORP COM 78430510 226 6800 SH SHARED 10 6800 D SK TELECOM LTD SPONSORED ADR 78440P10 16593 606723 SH SHARED 606723 D SK TELECOM LTD SPONSORED ADR 78440P10 31 1149 SH SHARED 02 1149 D SK TELECOM LTD SPONSORED ADR 78440P10 1917 70100 SH SHARED 10 70100 D SK TELECOM LTD SPONSORED ADR 78440P10 23 870 SH SHR/OTHR 23 870 D SL GREEN RLTY CORP COM 78440X10 2614 21100 SH SHARED 21100 D SL GREEN RLTY CORP COM 78440X10 27949 225598 SH SHARED 225598 D SL GREEN RLTY CORP COM 78440X10 24 200 SH SHARED 01 200 D SL GREEN RLTY CORP COM 78440X10 1333 10766 SH SHARED 02 8982 1784 D SL GREEN RLTY CORP COM 78440X10 49 400 SH SHARED 04 400 D SL GREEN RLTY CORP COM 78440X10 247 2000 SH SHARED 10 2000 D SL GREEN RLTY CORP COM 78440X10 502071 4052560 SH SHARED 11 2395110 1657450 D S L INDS INC COM 78441310 1 105 SH SHARED 105 D SLM CORP DBCV 7/2 78442PAC 593 594000 PRN SHARED 02 594000 D SLM CORP COM 78442P10 51 886 SH SHARED 886 D SLM CORP COM 78442P10 275562 4785731 SH SHARED 4785731 D SLM CORP COM 78442P10 3035 52722 SH SHARED 01 52422 300 D SLM CORP COM 78442P10 414 7194 SH SHR/OTHR 01 7194 D SLM CORP COM 78442P10 3135 54450 SH SHARED 02 51905 2545 D SLM CORP COM 78442P10 12 220 SH SHARED 05 220 D SLM CORP COM 78442P10 2521 43790 SH SHARED 06 39900 3890 D SLM CORP COM 78442P10 14262 247703 SH SHARED 10 239143 8560 D SLM CORP COM 78442P10 28 500 SH SHR/OTHR 10 500 D SLM CORP COM 78442P10 143 2500 SH SHARED 14 2500 D SLM CORP COM 78442P10 420 7300 SH SHARED 20 2700 4600 D SLM CORP COM 78442P10 293 5100 SH SHR/OTHR 20 5100 D SLM CORP COM 78442P10 552 9600 SH SHARED 23 9600 D SLM CORP COM 78442P10 1420 24675 SH SHR/OTHR 23 24675 D SMF ENERGY CORPORATION COM 78453M10 0 299 SH SHARED 299 D SORL AUTO PTS INC COM 78461U10 3014 418708 SH SHARED 418708 D SPDR TR UNIT SER 1 78462F10 648 4309 SH SHARED 4094 215 D SPDR TR UNIT SER 1 78462F10 4014988 26690080 SH SHARED 26690080 D SPDR TR UNIT SER 1 78462F10 9134 60725 SH SHARED 01 16524 44201 D SPDR TR UNIT SER 1 78462F10 2517 16735 SH SHR/OTHR 01 16735 D SPDR TR UNIT SER 1 78462F10 111115 738651 SH SHARED 02 738651 D SPDR TR UNIT SER 1 78462F10 161 1073 SH SHARED 04 1073 D SPDR TR UNIT SER 1 78462F10 33625 223528 SH SHARED 10 218528 5000 D SPDR TR UNIT SER 1 78462F10 39122 260070 SH SHARED 15 260070 D SPDR TR UNIT SER 1 78462F10 10741 71404 SH SHARED 19 71404 D SPDR TR UNIT SER 1 78462F10 725 4825 SH SHARED 20 4825 D SPDR TR UNIT SER 1 78462F10 233 1550 SH SHR/OTHR 21 1550 D SPDR TR UNIT SER 1 78462F10 504 3356 SH SHARED 22 3356 D SPDR TR UNIT SER 1 78462F10 6380 42413 SH SHARED 23 41133 1280 D SPDR TR UNIT SER 1 78462F10 5425 36069 SH SHR/OTHR 23 36069 D SPSS INC COM 78462K10 495 11216 SH SHARED 11216 D SPSS INC COM 78462K10 141 3200 SH SHARED 01 3200 D SPSS INC COM 78462K10 2 54 SH SHARED 02 54 D SPSS INC COM 78462K10 2123 48100 SH SHARED 10 48100 D S1 CORPORATION COM 78463B10 2579 322810 SH SHARED 322810 D S1 CORPORATION COM 78463B10 206 25800 SH SHARED 10 25800 D SPX CORP COM 78463510 32842 374014 SH SHARED 374014 D SPX CORP COM 78463510 2776 31620 SH SHARED 01 1954 29666 D SPX CORP COM 78463510 5019 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 3723 42401 SH SHARED 02 42401 D SPX CORP COM 78463510 256 2920 SH SHARED 06 2550 370 D SPX CORP COM 78463510 965 11000 SH SHARED 10 11000 D SRS LABS INC COM 78464M10 5179 531266 SH SHARED 531266 D SRS LABS INC COM 78464M10 0 1 SH SHARED 02 1 D SRA INTL INC CL A 78464R10 5774 228613 SH SHARED 228613 D SRA INTL INC CL A 78464R10 479 19000 SH SHARED 01 7200 11800 D SRA INTL INC CL A 78464R10 929 36808 SH SHARED 02 36808 D SRA INTL INC CL A 78464R10 615 24381 SH SHARED 10 24381 D SRI/SURGICAL EXPRESS INC COM 78464W10 259 49897 SH SHARED 49897 D SM&A COM 78465D10 2 384 SH SHARED 384 D STEC INC COM 78477410 946 147268 SH SHARED 147268 D STEC INC COM 78477410 14 2213 SH SHARED 02 2213 D STEC INC COM 78477410 15541 2417100 SH SHARED 10 2417100 D SVB FINL GROUP COM 78486Q10 1981 37301 SH SHARED 37301 D SVB FINL GROUP COM 78486Q10 833 15700 SH SHARED 01 5500 10200 D SVB FINL GROUP COM 78486Q10 361 6800 SH SHARED 02 3500 3300 D SVB FINL GROUP COM 78486Q10 1344 25323 SH SHARED 10 25323 D SABA SOFTWARE INC COM NEW 78493260 23 4566 SH SHARED 4566 D SABA SOFTWARE INC COM NEW 78493260 57 11114 SH SHARED 02 11114 D SPAR GROUP INC COM 78493310 0 90 SH SHARED 90 D SWS GROUP INC COM 78503N10 8125 375845 SH SHARED 375845 D SWS GROUP INC COM 78503N10 126 5870 SH SHARED 02 5870 D SWS GROUP INC COM 78503N10 129 6000 SH SHARED 10 6000 D SWS GROUP INC COM 78503N10 1081 50000 SH SHARED 20 50000 D S Y BANCORP INC COM 78506010 167 7041 SH SHARED 7041 D S Y BANCORP INC COM 78506010 64 2700 SH SHARED 10 2700 D SYS COM 78507010 0 306 SH SHARED 306 D SABINE ROYALTY TR UNIT BEN INT 78568810 3150 75000 SH SHARED 75000 D SABINE ROYALTY TR UNIT BEN INT 78568810 100 2400 SH SHARED 01 2400 D SABINE ROYALTY TR UNIT BEN INT 78568810 470 11200 SH SHARED 02 11200 D SABINE ROYALTY TR UNIT BEN INT 78568810 12 300 SH SHR/OTHR 23 300 D SAFECO CORP COM 78642910 8538 137135 SH SHARED 137135 D SAFECO CORP COM 78642910 1151 18500 SH SHARED 01 18500 D SAFECO CORP COM 78642910 6716 107886 SH SHARED 02 107886 D SAFECO CORP COM 78642910 1368 21978 SH SHARED 06 20778 1200 D SAFECO CORP COM 78642910 14388 231107 SH SHARED 10 231107 D SAFECO CORP COM 78642910 24 400 SH SHARED 14 400 D SAFECO CORP COM 78642910 62 1000 SH SHARED 20 1000 D SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG 16960 20000000 PRN SHARED 20000000 D SAFEGUARD SCIENTIFICS INC COM 78644910 390 138963 SH SHARED 138963 D SAFETY INS GROUP INC COM 78648T10 5733 138502 SH SHARED 138502 D SAFETY INS GROUP INC COM 78648T10 227 5500 SH SHARED 01 3800 1700 D SAFETY INS GROUP INC COM 78648T10 411 9951 SH SHARED 02 9951 D SAFETY INS GROUP INC COM 78648T10 4777 115400 SH SHARED 10 115400 D SAFEWAY INC COM NEW 78651420 26089 766666 SH SHARED 766666 D SAFEWAY INC COM NEW 78651420 39080 1148421 SH SHARED 01 1148421 D SAFEWAY INC COM NEW 78651420 11677 343154 SH SHARED 02 342629 525 D SAFEWAY INC COM NEW 78651420 7 220 SH SHARED 05 220 D SAFEWAY INC COM NEW 78651420 4719 138690 SH SHARED 06 134150 4540 D SAFEWAY INC COM NEW 78651420 32371 951278 SH SHARED 10 909578 41700 D SAFEWAY INC COM NEW 78651420 667 19624 SH SHARED 14 19624 D SAGA COMMUNICATIONS CL A 78659810 682 69651 SH SHARED 69651 D SAIA INC COM 78709Y10 1579 57925 SH SHARED 57925 D SAIA INC COM 78709Y10 40 1500 SH SHARED 02 1500 D ST JOE CO COM 79014810 825 17824 SH SHARED 17824 D ST JOE CO COM 79014810 1940 41868 SH SHARED 41868 D ST JOE CO COM 79014810 185 4000 SH SHR/OTHR 01 4000 D ST JOE CO COM 79014810 270 5846 SH SHARED 02 3677 2169 D ST JOE CO COM 79014810 241 5210 SH SHARED 06 1750 3460 D ST JOE CO COM 79014810 778 16807 SH SHARED 10 16807 D ST JUDE MED INC COM 79084910 30124 726056 SH SHARED 724056 2000 D ST JUDE MED INC COM 79084910 12040 290199 SH SHARED 01 179935 110264 D ST JUDE MED INC COM 79084910 1871 45096 SH SHR/OTHR 01 45096 D ST JUDE MED INC COM 79084910 6937 167218 SH SHARED 02 157773 9445 D ST JUDE MED INC COM 79084910 6954 167615 SH SHARED 04 167615 D ST JUDE MED INC COM 79084910 1898 45755 SH SHARED 06 42615 3140 D ST JUDE MED INC COM 79084910 34095 821779 SH SHARED 10 800824 20955 D ST JUDE MED INC COM 79084910 946 22805 SH SHR/OTHR 10 22805 D ST JUDE MED INC COM 79084910 2319 55916 SH SHARED 14 3900 52016 D ST JUDE MED INC COM 79084910 271 6550 SH SHARED 15 6550 D ST JUDE MED INC COM 79084910 1852 44643 SH SHARED 20 14698 29945 D ST JUDE MED INC COM 79084910 1359 32760 SH SHR/OTHR 20 32760 D ST JUDE MED INC COM 79084910 302 7294 SH SHARED 21 7294 D ST JUDE MED INC COM 79084910 33 800 SH SHR/OTHR 21 800 D ST JUDE MED INC COM 79084910 533 12847 SH SHARED 22 7932 4915 D ST JUDE MED INC COM 79084910 98 2384 SH SHR/OTHR 22 2384 D ST JUDE MED INC COM 79084910 1788 43103 SH SHARED 23 39428 3675 D ST JUDE MED INC COM 79084910 2313 55750 SH SHR/OTHR 23 55750 D ST JUDE MED INC COM 79084910 360 8700 SH SHARED 24 8700 D ST MARY LD & EXPL CO COM 79222810 9524 260098 SH SHARED 260098 D ST MARY LD & EXPL CO COM 79222810 662 18100 SH SHARED 02 18100 D ST MARY LD & EXPL CO COM 79222810 6880 187900 SH SHARED 10 187900 D ST MARY LD & EXPL CO COM 79222810 65 1800 SH SHARED 21 1800 D SAKS INC NOTE 2.000% 3/1 79377WAL 1992 1090000 PRN SHARED 02 1090000 D SAKS INC COM 79377W10 56560 2649184 SH SHARED 2649184 D SAKS INC COM 79377W10 830 38900 SH SHARED 01 38900 D SAKS INC COM 79377W10 724 33924 SH SHARED 02 28524 5400 D SAKS INC COM 79377W10 151 7100 SH SHARED 10 7100 D SALARY COM INC COM 79400610 1306 108878 SH SHARED 108878 D SALEM COMMUNICATIONS CORP DE CL A 79409310 61 5557 SH SHARED 5557 D SALEM COMMUNICATIONS CORP DE CL A 79409310 26 2400 SH SHARED 10 2400 D SALESFORCE COM INC COM 79466L30 218 5093 SH SHARED 5093 D SALESFORCE COM INC COM 79466L30 316 7375 SH SHARED 01 5800 1575 D SALESFORCE COM INC COM 79466L30 490 11453 SH SHARED 02 10379 1074 D SALESFORCE COM INC COM 79466L30 10004 233427 SH SHARED 10 233427 D SALIX PHARMACEUTICALS INC COM 79543510 957 77832 SH SHARED 75332 2500 D SALIX PHARMACEUTICALS INC COM 79543510 94 7700 SH SHARED 01 7700 D SALIX PHARMACEUTICALS INC COM 79543510 20 1700 SH SHARED 02 1700 D SALIX PHARMACEUTICALS INC COM 79543510 2525 205328 SH SHARED 10 205328 D SALIX PHARMACEUTICALS INC COM 79543510 24 1977 SH SHARED 21 1977 D SALLY BEAUTY HLDGS INC COM 79546E10 1897 210860 SH SHARED 210860 D SALLY BEAUTY HLDGS INC COM 79546E10 93 10399 SH SHARED 01 10399 D SALLY BEAUTY HLDGS INC COM 79546E10 12 1410 SH SHR/OTHR 01 1410 D SALLY BEAUTY HLDGS INC COM 79546E10 231 25754 SH SHARED 02 25754 D SALLY BEAUTY HLDGS INC COM 79546E10 9 1000 SH SHARED 20 1000 D SALTON INC COM 79575710 0 283 SH SHARED 283 D SAMARITAN PHARMACEUTICALS COM 79586Q10 0 3946 SH SHARED 3946 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 2971 93400 SH SHARED 93400 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 111 3500 SH SHR/OTHR 01 3500 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 107 9234 SH SHARED 9234 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 2 238 SH SHARED 02 238 D SANDERSON FARMS INC COM 80001310 5609 124596 SH SHARED 124596 D SANDERSON FARMS INC COM 80001310 40 900 SH SHARED 01 900 D SANDERSON FARMS INC COM 80001310 382 8500 SH SHARED 10 8500 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 1887 2150000 PRN SHARED 2150000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 7 8000 PRN SHARED 02 8000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 35559 40500000 PRN SHARED 04 40500000 D SANDISK CORP COM 80004C10 63175 1290876 SH SHARED 1290876 D SANDISK CORP COM 80004C10 2197 44900 SH SHARED 01 44900 D SANDISK CORP COM 80004C10 8444 172555 SH SHARED 02 172445 110 D SANDISK CORP COM 80004C10 12993 265500 SH SHARED 04 265500 D SANDISK CORP COM 80004C10 1084 22160 SH SHARED 06 20700 1460 D SANDISK CORP COM 80004C10 16053 328031 SH SHARED 10 328031 D SANDY SPRING BANCORP INC COM 80036310 426 13555 SH SHARED 13555 D SANDY SPRING BANCORP INC COM 80036310 21 670 SH SHARED 02 670 D SANDY SPRING BANCORP INC COM 80036310 781 24850 SH SHARED 10 24850 D SANFILIPPO JOHN B & SON INC COM 80042210 2 216 SH SHARED 216 D SANFILIPPO JOHN B & SON INC COM 80042210 41 3771 SH SHARED 02 3771 D SANGAMO BIOSCIENCES INC COM 80067710 18 2331 SH SHARED 2331 D SANMINA SCI CORP COM 80090710 17094 5461375 SH SHARED 5461375 D SANMINA SCI CORP COM 80090710 175 55960 SH SHARED 01 55960 D SANMINA SCI CORP COM 80090710 1425 455509 SH SHARED 02 446979 8530 D SANMINA SCI CORP COM 80090710 169 54050 SH SHARED 06 50550 3500 D SANMINA SCI CORP COM 80090710 775 247755 SH SHARED 10 247755 D SANMINA SCI CORP COM 80090710 382 122050 SH SHARED 14 122050 D SANOFI AVENTIS SPONSORED ADR 80105N10 14252 353935 SH SHARED 353935 D SANOFI AVENTIS SPONSORED ADR 80105N10 16 420 SH SHARED 01 420 D SANOFI AVENTIS SPONSORED ADR 80105N10 32 805 SH SHARED 02 805 D SANOFI AVENTIS SPONSORED ADR 80105N10 471 11700 SH SHARED 14 11700 D SANTA MONICA MEDIA CORP COM 80250110 4855 650896 SH SHARED 650896 D SANTA MONICA MEDIA CORP *W EXP 03/27/201 80250111 151 194579 SH SHARED 194579 D SANTA MONICA MEDIA CORP UNIT 99/99/9999 80250120 81 10000 SH SHARED 10000 D SANTANDER BANCORP COM 80280910 645 43411 SH SHARED 43411 D SANTARUS INC COM 80281730 268 51950 SH SHARED 51950 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1 23 SH SHARED 23 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 7 150 SH SHARED 01 150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1113 21800 SH SHARED 02 21800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2400 47000 SH SHARED 04 47000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 226 4440 SH SHARED 19 4440 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 10 200 SH SHARED 20 200 D SAPIENT CORP COM 80306210 11619 1503122 SH SHARED 1503122 D SAPIENT CORP COM 80306210 695 90000 SH SHARED 04 90000 D SAPPI LTD SPON ADR NEW 80306920 721 39300 SH SHARED 39300 D SARA LEE CORP COM 80311110 96156 5526244 SH SHARED 5526244 D SARA LEE CORP COM 80311110 1872 107610 SH SHARED 01 101860 5750 D SARA LEE CORP COM 80311110 175 10075 SH SHR/OTHR 01 10075 D SARA LEE CORP COM 80311110 10659 612592 SH SHARED 02 599198 13394 D SARA LEE CORP COM 80311110 7 420 SH SHARED 05 420 D SARA LEE CORP COM 80311110 4791 275350 SH SHARED 06 94600 180750 D SARA LEE CORP COM 80311110 6305 362401 SH SHARED 10 342141 20260 D SARA LEE CORP COM 80311110 562 32350 SH SHARED 20 32350 D SARA LEE CORP COM 80311110 278 16000 SH SHR/OTHR 20 16000 D SARA LEE CORP COM 80311110 26 1500 SH SHARED 23 1500 D SARA LEE CORP COM 80311110 191 11000 SH SHR/OTHR 23 11000 D SASOL LTD SPONSORED ADR 80386630 8138 216800 SH SHARED 216800 D SASOL LTD SPONSORED ADR 80386630 41 1100 SH SHARED 02 1100 D SASOL LTD SPONSORED ADR 80386630 1501 40000 SH SHARED 05 40000 D SATCON TECHNOLOGY CORP COM 80389310 1 972 SH SHARED 972 D SATYAM COMPUTER SERVICES LTD ADR 80409810 8180 330394 SH SHARED 330394 D SATYAM COMPUTER SERVICES LTD ADR 80409810 3503 141500 SH SHARED 04 141500 D SATYAM COMPUTER SERVICES LTD ADR 80409810 812 32809 SH SHARED 10 32809 D SATYAM COMPUTER SERVICES LTD ADR 80409810 74 3000 SH SHARED 19 3000 D SAUER-DANFOSS INC COM 80413710 164 5525 SH SHARED 5525 D SAUER-DANFOSS INC COM 80413710 47 1600 SH SHARED 01 1600 D SAUER-DANFOSS INC COM 80413710 136 4584 SH SHARED 02 4584 D SAUER-DANFOSS INC COM 80413710 985 33100 SH SHARED 10 33100 D SAUL CTRS INC COM 80439510 245 5421 SH SHARED 5421 D SAUL CTRS INC COM 80439510 1001 22090 SH SHARED 02 22090 D SAUL CTRS INC COM 80439510 167 3700 SH SHARED 10 3700 D SAUL CTRS INC COM 80439510 532 11750 SH SHR/OTHR 23 11750 D SAVANNAH BANCORP INC COM 80474810 3 145 SH SHARED 145 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 469 37819 SH SHARED 37819 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 460 37100 SH SHARED 02 400 36700 D SAVVIS INC NOTE 3.000% 5/1 805423AA 3061 3016000 PRN SHARED 3016000 D SAVVIS INC COM NEW 80542330 1518 30669 SH SHARED 30669 D SAVVIS INC COM NEW 80542330 1866 37700 SH SHARED 01 37700 D SAVVIS INC COM NEW 80542330 1881 38000 SH SHR/OTHR 01 38000 D SAVVIS INC COM NEW 80542330 2126 42951 SH SHARED 10 42951 D SCANA CORP NEW COM 80589M10 22697 592769 SH SHARED 592769 D SCANA CORP NEW COM 80589M10 1573 41091 SH SHARED 01 3791 37300 D SCANA CORP NEW COM 80589M10 55 1461 SH SHR/OTHR 01 1461 D SCANA CORP NEW COM 80589M10 688 17970 SH SHARED 02 13272 4698 D SCANA CORP NEW COM 80589M10 111 2920 SH SHARED 06 2400 520 D SCANA CORP NEW COM 80589M10 688 17975 SH SHARED 10 17975 D SCANA CORP NEW COM 80589M10 99 2600 SH SHARED 23 2600 D SCANA CORP NEW COM 80589M10 312 8150 SH SHR/OTHR 23 8150 D SCANSOURCE INC COM 80603710 615 19253 SH SHARED 19253 D SCANSOURCE INC COM 80603710 10393 324900 SH SHARED 10 324900 D SCHAWK INC CL A 80637310 939 46937 SH SHARED 46937 D SCHAWK INC CL A 80637310 84 4200 SH SHARED 01 4200 D SCHAWK INC CL A 80637310 1826 91221 SH SHARED 02 91221 D SCHAWK INC CL A 80637310 6300 314700 SH SHARED 10 314700 D SCHAWK INC CL A 80637310 27 1391 SH SHARED 21 1391 D SCHEIN HENRY INC COM 80640710 8577 160532 SH SHARED 160532 D SCHEIN HENRY INC COM 80640710 1992 37300 SH SHARED 01 10100 27200 D SCHEIN HENRY INC COM 80640710 611 11443 SH SHARED 02 11443 D SCHEIN HENRY INC COM 80640710 4913 91960 SH SHARED 10 91960 D SCHEIN HENRY INC COM 80640710 93 1750 SH SHARED 21 1750 D SCHERING PLOUGH CORP COM 80660510 131753 4328299 SH SHARED 4327499 800 D SCHERING PLOUGH CORP COM 80660510 52962 1739909 SH SHARED 01 229774 1510135 D SCHERING PLOUGH CORP COM 80660510 26 875 SH SHR/OTHR 01 875 D SCHERING PLOUGH CORP COM 80660510 9719 319292 SH SHARED 02 249532 69760 D SCHERING PLOUGH CORP COM 80660510 3482 114400 SH SHARED 06 114400 D SCHERING PLOUGH CORP COM 80660510 31541 1036202 SH SHARED 10 876332 159870 D SCHERING PLOUGH CORP COM 80660510 36 1200 SH SHR/OTHR 10 1200 D SCHERING PLOUGH CORP COM 80660510 1458 47900 SH SHARED 14 47900 D SCHERING PLOUGH CORP COM 80660510 580 19064 SH SHARED 20 9817 9247 D SCHERING PLOUGH CORP COM 80660510 200 6600 SH SHR/OTHR 20 6600 D SCHERING PLOUGH CORP COM 80660510 20848 684920 SH SHARED 22 684920 D SCHERING PLOUGH CORP COM 80660510 89 2956 SH SHARED 23 2956 D SCHERING PLOUGH CORP COM 80660510 1039 34150 SH SHR/OTHR 23 34150 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 1723 25046 SH SHARED 25046 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 644 9370 SH SHARED 02 7500 1870 D SCHIFF NUTRITION INTL INC COM 80669310 323 49328 SH SHARED 49328 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 28 12000 PRN SHARED 02 12000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 2346 1000000 PRN SHARED 04 1000000 D SCHLUMBERGER LTD COM 80685710 1991 23450 SH SHARED 23450 D SCHLUMBERGER LTD COM 80685710 267 3144 SH SHR/OTHR 3144 D SCHLUMBERGER LTD COM 80685710 188839 2223206 SH SHARED 2188211 34995 D SCHLUMBERGER LTD COM 80685710 17665 207974 SH SHARED 01 172648 35326 D SCHLUMBERGER LTD COM 80685710 1439 16950 SH SHR/OTHR 01 16950 D SCHLUMBERGER LTD COM 80685710 27428 322920 SH SHARED 02 283952 38968 D SCHLUMBERGER LTD COM 80685710 396351 4666250 SH SHARED 04 4666250 D SCHLUMBERGER LTD COM 80685710 34 410 SH SHARED 05 410 D SCHLUMBERGER LTD COM 80685710 101890 1199564 SH SHARED 06 473484 726080 D SCHLUMBERGER LTD COM 80685710 220862 2600213 SH SHARED 10 2562333 37880 D SCHLUMBERGER LTD COM 80685710 407 4800 SH SHR/OTHR 10 4800 D SCHLUMBERGER LTD COM 80685710 8506 100142 SH SHARED 14 37350 62792 D SCHLUMBERGER LTD COM 80685710 1537 18098 SH SHARED 15 18098 D SCHLUMBERGER LTD COM 80685710 3652 43000 SH SHARED 16 43000 D SCHLUMBERGER LTD COM 80685710 535 6300 SH SHARED 19 6300 D SCHLUMBERGER LTD COM 80685710 1475 17367 SH SHARED 20 8170 9197 D SCHLUMBERGER LTD COM 80685710 339 4000 SH SHR/OTHR 20 4000 D SCHLUMBERGER LTD COM 80685710 1121 13200 SH SHR/OTHR 21 13200 D SCHLUMBERGER LTD COM 80685710 931 10970 SH SHARED 22 7360 3610 D SCHLUMBERGER LTD COM 80685710 76 900 SH SHR/OTHR 22 900 D SCHLUMBERGER LTD COM 80685710 7864 92590 SH SHARED 23 89390 3200 D SCHLUMBERGER LTD COM 80685710 12550 147755 SH SHR/OTHR 23 147755 D SCHLUMBERGER LTD COM 80685710 2423 28532 SH SHARED 24 28532 D SCHMITT INDS INC ORE COM NEW 80687020 0 54 SH SHARED 54 D SCHNITZER STL INDS CL A 80688210 2441 50932 SH SHARED 50932 D SCHNITZER STL INDS CL A 80688210 292 6100 SH SHARED 01 6100 D SCHNITZER STL INDS CL A 80688210 507 10594 SH SHARED 02 7694 2900 D SCHNITZER STL INDS CL A 80688210 887 18510 SH SHARED 10 18510 D SCHOLASTIC CORP COM 80706610 41989 1168328 SH SHARED 1168328 D SCHOLASTIC CORP COM 80706610 1200 33400 SH SHARED 01 22200 11200 D SCHOLASTIC CORP COM 80706610 418 11640 SH SHARED 02 11640 D SCHOLASTIC CORP COM 80706610 6778 188600 SH SHARED 10 188600 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 6603 6474000 PRN SHARED 02 6474000 D SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL 2015 2050000 PRN SHARED 02 2050000 D SCHOOL SPECIALTY INC COM 80786310 1954 55158 SH SHARED 55158 D SCHOOL SPECIALTY INC COM 80786310 40 1156 SH SHARED 02 1 1155 D SCHOOL SPECIALTY INC COM 80786310 247 6978 SH SHARED 10 6978 D SCHULMAN A INC COM 80819410 17982 739123 SH SHARED 739123 D SCHULMAN A INC COM 80819410 24 1026 SH SHARED 02 1026 D SCHULMAN A INC COM 80819410 321 13200 SH SHARED 10 13200 D SCHWAB CHARLES CORP NEW COM 80851310 116261 5665780 SH SHARED 5665780 D SCHWAB CHARLES CORP NEW COM 80851310 3190 155471 SH SHARED 01 155471 D SCHWAB CHARLES CORP NEW COM 80851310 35608 1735321 SH SHARED 02 1732921 2400 D SCHWAB CHARLES CORP NEW COM 80851310 37654 1835000 SH SHARED 04 1835000 D SCHWAB CHARLES CORP NEW COM 80851310 7 380 SH SHARED 05 380 D SCHWAB CHARLES CORP NEW COM 80851310 2266 110475 SH SHARED 06 101165 9310 D SCHWAB CHARLES CORP NEW COM 80851310 10532 513264 SH SHARED 10 513264 D SCHWAB CHARLES CORP NEW COM 80851310 3096 150900 SH SHARED 14 12800 138100 D SCHWAB CHARLES CORP NEW COM 80851310 524 25550 SH SHR/OTHR 23 25550 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 4702 151693 SH SHARED 151693 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 18 601 SH SHARED 01 601 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 71 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 4 2000 SH SHARED 2000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 361 146793 SH SHARED 146793 D SCICLONE PHARMACEUTICALS INC COM 80862K10 0 4 SH SHARED 02 4 D SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA 26010 25500000 PRN SHARED 25500000 D SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA 1040 1020000 PRN SHARED 02 1020000 D SCIELE PHARMA INC COM 80862710 1678 71240 SH SHARED 71240 D SCIELE PHARMA INC COM 80862710 326 13850 SH SHARED 01 10000 3850 D SCIELE PHARMA INC COM 80862710 7 314 SH SHARED 02 314 D SCIELE PHARMA INC COM 80862710 32 1384 SH SHARED 06 1384 D SCIELE PHARMA INC COM 80862710 4188 177797 SH SHARED 10 177797 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 1 1000 PRN SHARED 02 1000 D SCIENTIFIC GAMES CORP CL A 80874P10 75609 2163371 SH SHARED 2163371 D SCIENTIFIC GAMES CORP CL A 80874P10 660 18900 SH SHARED 01 18900 D SCIENTIFIC GAMES CORP CL A 80874P10 627 17952 SH SHARED 02 17752 200 D SCIENTIFIC GAMES CORP CL A 80874P10 386 11054 SH SHARED 10 11054 D SCIENTIFIC LEARNING CORP COM 80876010 1 189 SH SHARED 189 D SCOTTS MIRACLE GRO CO CL A 81018610 598 13928 SH SHARED 13928 D SCOTTS MIRACLE GRO CO CL A 81018610 789 18375 SH SHARED 01 600 17775 D SCOTTS MIRACLE GRO CO CL A 81018610 304 7094 SH SHARED 02 6074 1020 D SCOTTS MIRACLE GRO CO CL A 81018610 805 18757 SH SHARED 10 12457 6300 D SCOTTS MIRACLE GRO CO CL A 81018610 24 570 SH SHARED 20 570 D SCOTTS MIRACLE GRO CO CL A 81018610 60 1400 SH SHARED 21 1400 D SCOTTS MIRACLE GRO CO CL A 81018610 4 105 SH SHARED 22 105 D SCOTTS MIRACLE GRO CO CL A 81018610 45 1070 SH SHARED 23 1000 70 D SCOTTS MIRACLE GRO CO CL A 81018610 4 100 SH SHR/OTHR 23 100 D SCRIPPS E W CO OHIO CL A 81105420 9078 198689 SH SHARED 198689 D SCRIPPS E W CO OHIO CL A 81105420 1311 28700 SH SHARED 01 28700 D SCRIPPS E W CO OHIO CL A 81105420 534 11699 SH SHARED 02 11699 D SCRIPPS E W CO OHIO CL A 81105420 2467 54000 SH SHARED 04 54000 D SCRIPPS E W CO OHIO CL A 81105420 616 13500 SH SHARED 06 13500 D SCRIPPS E W CO OHIO CL A 81105420 27477 601400 SH SHARED 10 601400 D SCRIPPS E W CO OHIO CL A 81105420 2549 55800 SH SHARED 15 55800 D SCRIPPS E W CO OHIO CL A 81105420 443 9700 SH SHARED 24 9700 D SEABOARD CORP COM 81154310 1050 448 SH SHARED 448 D SEABOARD CORP COM 81154310 2 1 SH SHARED 02 1 D SEABOARD CORP COM 81154310 234 100 SH SHARED 06 100 D SEABOARD CORP COM 81154310 3360 1433 SH SHARED 10 1433 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 522 29895 SH SHARED 29895 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 139 8000 SH SHARED 01 8000 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 4 277 SH SHARED 02 277 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 3656 209200 SH SHARED 10 209200 D SEACHANGE INTL INC COM 81169910 297 38346 SH SHARED 38346 D SEACHANGE INTL INC COM 81169910 15 2015 SH SHARED 02 2015 D SEACOAST BKG CORP FLA COM 81170730 985 45304 SH SHARED 45304 D SEACOAST BKG CORP FLA COM 81170730 126 5800 SH SHARED 10 5800 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1386 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 693 500000 PRN SHARED 02 500000 D SEACOR HOLDINGS INC COM 81190410 17855 191253 SH SHARED 191253 D SEACOR HOLDINGS INC COM 81190410 42 457 SH SHARED 01 457 D SEACOR HOLDINGS INC COM 81190410 12 135 SH SHARED 02 135 D SEACOR HOLDINGS INC COM 81190410 858 9200 SH SHARED 10 9200 D SEABRIDGE GOLD INC COM 81191610 61 3000 SH SHARED 02 3000 D SEALED AIR CORP NEW COM 81211K10 17877 576324 SH SHARED 576324 D SEALED AIR CORP NEW COM 81211K10 1111 35828 SH SHARED 01 35828 D SEALED AIR CORP NEW COM 81211K10 953 30748 SH SHARED 02 30748 D SEALED AIR CORP NEW COM 81211K10 531 17120 SH SHARED 06 16300 820 D SEALED AIR CORP NEW COM 81211K10 10074 324768 SH SHARED 10 324568 200 D SEALED AIR CORP NEW COM 81211K10 28 929 SH SHARED 14 929 D SEALY CORP COM 81213930 364 22072 SH SHARED 22072 D SEALY CORP COM 81213930 498 30204 SH SHARED 02 30204 D SEARS HLDGS CORP COM 81235010 47334 279257 SH SHARED 279257 D SEARS HLDGS CORP COM 81235010 2056 12130 SH SHARED 01 12130 D SEARS HLDGS CORP COM 81235010 7143 42145 SH SHARED 02 35088 7057 D SEARS HLDGS CORP COM 81235010 1887 11137 SH SHARED 06 10100 1037 D SEARS HLDGS CORP COM 81235010 10112 59662 SH SHARED 10 59662 D SEARS HLDGS CORP COM 81235010 339 2000 SH SHARED 14 2000 D SEARS HLDGS CORP COM 81235010 4237 25000 SH SHARED 15 25000 D SEATTLE GENETICS INC COM 81257810 201 20501 SH SHARED 20501 D SEATTLE GENETICS INC COM 81257810 29 3000 SH SHR/OTHR 01 3000 D SEATTLE GENETICS INC COM 81257810 28 2855 SH SHARED 02 2855 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 184573 4557364 SH SHARED 4557364 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 364 9000 SH SHARED 01 9000 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 263 6516 SH SHARED 02 6516 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 91 2270 SH SHARED 23 2270 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 34194 968400 SH SHARED 968400 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 293 8300 SH SHARED 01 8300 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 4634 131238 SH SHARED 02 113168 18070 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 2629 97200 SH SHARED 97200 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 5109 188882 SH SHARED 02 188882 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 51129 1300000 SH SHARED 1300000 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 256 6519 SH SHARED 02 6519 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 430738 6243486 SH SHARED 6243486 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 34 497 SH SHR/OTHR 01 497 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 6053 87741 SH SHARED 02 66538 21203 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 320 4640 SH SHARED 04 4640 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 5312 77000 SH SHARED 10 77000 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 12 180 SH SHARED 20 180 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 34 500 SH SHR/OTHR 23 500 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 356478 9852904 SH SHARED 9852904 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 846 23400 SH SHARED 01 23400 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 29089 804022 SH SHARED 02 790108 13914 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 58341 1494400 SH SHARED 1494400 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 403 10323 SH SHARED 02 10323 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 11 300 SH SHARED 20 300 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 23464 916600 SH SHARED 916600 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 76 3000 SH SHR/OTHR 01 3000 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 53 2075 SH SHARED 02 2075 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 70377 1778100 SH SHARED 1778100 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 1216 30742 SH SHARED 02 30742 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 7480 189000 SH SHARED 10 189000 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 37 960 SH SHARED 23 960 D SECURE COMPUTING CORP COM 81370510 17168 2261933 SH SHARED 2261933 D SECURE COMPUTING CORP COM 81370510 12 1670 SH SHARED 02 1670 D SECURE COMPUTING CORP COM 81370510 641 84500 SH SHARED 10 84500 D SECURITY BANK CORP COM 81404710 164 8166 SH SHARED 8166 D SECURITY BANK CORP COM 81404710 293 14620 SH SHARED 02 14620 D SECURITY BANK CORP COM 81404710 106 5300 SH SHARED 10 5300 D SECURITY NATL FINL CORP CL A NEW 81478530 0 117 SH SHARED 117 D SECURITY W ADVANCED TECHNOLO COM 81517510 0 91 SH SHARED 91 D SELECT COMFORT CORP COM 81616X10 2220 136914 SH SHARED 136914 D SELECT COMFORT CORP COM 81616X10 71 4400 SH SHARED 01 4400 D SELECT COMFORT CORP COM 81616X10 157 9700 SH SHARED 02 9700 D SELECT COMFORT CORP COM 81616X10 750 46300 SH SHARED 10 46300 D SELECT COMFORT CORP COM 81616X10 29 1838 SH SHARED 21 1838 D SELECTICA INC COM 81628810 1 752 SH SHARED 752 D SELECTICA INC COM 81628810 0 34 SH SHARED 02 34 D SELECTIVE INS GROUP INC COM 81630010 1999 74379 SH SHARED 74379 D SELECTIVE INS GROUP INC COM 81630010 5 200 SH SHARED 01 200 D SELECTIVE INS GROUP INC COM 81630010 36 1365 SH SHARED 02 1365 D SELECTIVE INS GROUP INC COM 81630010 12106 450400 SH SHARED 10 450400 D SELIGMAN LASALLE INTL REAL E COM 81634A10 125 5000 SH SHARED 02 5000 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 244 35550 SH SHARED 30000 5550 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 6 1000 SH SHARED 02 1000 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 49267 1294810 SH SHARED 1294810 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 213 5600 SH SHARED 01 5100 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 15354 403522 SH SHARED 02 403122 400 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 289 7600 SH SHARED 10 7600 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 776 20400 SH SHARED 15 20400 D SEMOTUS SOLUTIONS INC COM 81684P10 0 896 SH SHARED 896 D SEMTECH CORP COM 81685010 6461 372878 SH SHARED 372878 D SEMTECH CORP COM 81685010 1039 60000 SH SHARED 01 31200 28800 D SEMTECH CORP COM 81685010 129 7447 SH SHARED 02 7447 D SEMTECH CORP COM 81685010 221 12761 SH SHARED 10 12761 D SEMPRA ENERGY COM 81685110 42951 725170 SH SHARED 725170 D SEMPRA ENERGY COM 81685110 64882 1095427 SH SHARED 01 1095427 D SEMPRA ENERGY COM 81685110 3200 54038 SH SHARED 02 50258 3780 D SEMPRA ENERGY COM 81685110 57 971 SH SHARED 04 971 D SEMPRA ENERGY COM 81685110 10 170 SH SHARED 05 170 D SEMPRA ENERGY COM 81685110 3322 56102 SH SHARED 06 53302 2800 D SEMPRA ENERGY COM 81685110 55622 939092 SH SHARED 10 904192 34900 D SEMPRA ENERGY COM 81685110 655 11068 SH SHARED 14 11068 D SEMPRA ENERGY COM 81685110 49 830 SH SHARED 20 730 100 D SEMPRA ENERGY COM 81685110 177 3000 SH SHR/OTHR 20 3000 D SEMPRA ENERGY COM 81685110 44 751 SH SHR/OTHR 23 751 D SEMITOOL INC COM 81690910 3564 370943 SH SHARED 370943 D SENTO CORP COM NEW 81691820 0 105 SH SHARED 105 D SENECA FOODS CORP NEW CL A 81707050 3 136 SH SHARED 136 D SENESCO TECHNOLOGIES INC COM NEW 81720840 0 402 SH SHARED 402 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 475 23350 SH SHARED 23350 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 5554 272962 SH SHARED 272962 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 48 2387 SH SHARED 02 2387 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1424 70000 SH SHARED 04 70000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1868 91800 SH SHARED 10 91800 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 105632 5190800 SH SHARED 11 1215800 3975000 D SENOMYX INC COM 81724Q10 10911 808278 SH SHARED 808278 D SENOMYX INC COM 81724Q10 2819 208875 SH SHARED 02 170200 38675 D SENOMYX INC COM 81724Q10 2475 183400 SH SHARED 04 183400 D SENOMYX INC COM 81724Q10 2052 152000 SH SHARED 10 152000 D SENORX INC COM 81724W10 1 192 SH SHARED 192 D SENSIENT TECHNOLOGIES CORP COM 81725T10 3845 151470 SH SHARED 151470 D SENSIENT TECHNOLOGIES CORP COM 81725T10 286 11300 SH SHARED 01 11300 D SENSIENT TECHNOLOGIES CORP COM 81725T10 49 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 218 8619 SH SHARED 02 8619 D SENSIENT TECHNOLOGIES CORP COM 81725T10 416 16400 SH SHARED 06 16400 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1227 48330 SH SHARED 10 48330 D SEPRACOR INC NOTE 12/1 817315AT 5175 3900000 PRN SHARED 02 3900000 D SEPRACOR INC NOTE 12/1 817315AU 6220 4356000 PRN SHARED 4356000 D SEPRACOR INC NOTE 12/1 817315AU 6645 4654000 PRN SHARED 02 4654000 D SEPRACOR INC NOTE 10/1 817315AW 5200 5604000 PRN SHARED 5604000 D SEPRACOR INC NOTE 10/1 817315AW 14918 16076000 PRN SHARED 02 16076000 D SEPRACOR INC COM 81731510 32185 784626 SH SHARED 775226 9400 D SEPRACOR INC COM 81731510 30072 733125 SH SHARED 01 692980 40145 D SEPRACOR INC COM 81731510 1 25 SH SHR/OTHR 01 25 D SEPRACOR INC COM 81731510 4402 107322 SH SHARED 02 84462 22860 D SEPRACOR INC COM 81731510 9848 240100 SH SHARED 04 240100 D SEPRACOR INC COM 81731510 824 20100 SH SHARED 06 20100 D SEPRACOR INC COM 81731510 16792 409381 SH SHARED 10 398381 11000 D SEPRACOR INC COM 81731510 143 3508 SH SHARED 14 2600 908 D SEPRACOR INC COM 81731510 820 20000 SH SHARED 15 20000 D SEPRACOR INC COM 81731510 15 390 SH SHR/OTHR 21 390 D SEPRACOR INC COM 81731510 49 1198 SH SHARED 22 198 1000 D SEQUA CORPORATION CL A 81732010 928 8293 SH SHARED 8293 D SEQUA CORPORATION CL A 81732010 347 3100 SH SHARED 01 3100 D SEQUA CORPORATION CL A 81732010 738 6593 SH SHARED 02 6593 D SEQUA CORPORATION CL A 81732010 246 2200 SH SHARED 10 2200 D SEQUA CORPORATION CL B 81732020 0 4 SH SHARED 02 4 D SEQUENOM INC COM NEW 81733740 4 1000 SH SHARED 1000 D SEQUENOM INC COM NEW 81733740 19 4281 SH SHARED 4281 D SEQUENOM INC COM NEW 81733740 0 3 SH SHARED 02 3 D SERVICE CORP INTL COM 81756510 4955 387757 SH SHARED 387757 D SERVICE CORP INTL COM 81756510 57 4500 SH SHR/OTHR 01 4500 D SERVICE CORP INTL COM 81756510 63 4968 SH SHARED 02 4968 D SERVICE CORP INTL COM 81756510 458 35877 SH SHARED 10 35877 D SERVICEMASTER CO COM 81760N10 49155 3179530 SH SHARED 3179530 D SERVICEMASTER CO COM 81760N10 108 7000 SH SHARED 01 7000 D SERVICEMASTER CO COM 81760N10 14185 917553 SH SHARED 02 898858 18695 D SERVICEMASTER CO COM 81760N10 120 7800 SH SHARED 06 6350 1450 D SERVICEMASTER CO COM 81760N10 272 17600 SH SHARED 10 17600 D SERVICEMASTER CO COM 81760N10 9 600 SH SHARED 14 600 D SERVICEMASTER CO COM 81760N10 651 42162 SH SHARED 23 29362 12800 D SERVICEMASTER CO COM 81760N10 322 20839 SH SHR/OTHR 23 20839 D SERVIDYNE INC COM 81765M10 0 50 SH SHARED 50 D SERVOTRONICS INC COM 81773210 0 18 SH SHARED 18 D SEVERN BANCORP ANNAPOLIS MD COM 81811M10 2 172 SH SHARED 172 D SHANDA INTERACTIVE ENTMT LTD NOTE 10/1 81941QAB 7324 7428000 PRN SHARED 02 7428000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 6948 224160 SH SHARED 224160 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 3077 99275 SH SHARED 02 99275 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 6 200 SH SHARED 06 200 D SHARPER IMAGE CORP COM 82001310 3065 269151 SH SHARED 269151 D SHARPER IMAGE CORP COM 82001310 0 1 SH SHARED 02 1 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 57687 1372206 SH SHARED 1372206 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 80 1920 SH SHARED 01 1920 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 128 3063 SH SHARED 02 3063 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 53 1268 SH SHARED 06 868 400 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 151 3600 SH SHARED 10 3600 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 350 8333 SH SHARED 14 8333 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 252 6000 SH SHARED 23 6000 D SHAW GROUP INC COM 82028010 1892 40883 SH SHARED 40883 D SHAW GROUP INC COM 82028010 310 6700 SH SHARED 01 6700 D SHAW GROUP INC COM 82028010 1026 22184 SH SHARED 02 7184 15000 D SHAW GROUP INC COM 82028010 7082 153000 SH SHARED 04 153000 D SHAW GROUP INC COM 82028010 18529 400300 SH SHARED 10 400300 D SHENANDOAH TELECOMMUNICATION COM 82312B10 380 7491 SH SHARED 7491 D SHENANDOAH TELECOMMUNICATION COM 82312B10 116 2300 SH SHARED 10 2300 D SHENGDA TECH INC COM 82321310 1135 213363 SH SHARED 213363 D SHENGDA TECH INC COM 82321310 10 1955 SH SHARED 02 1955 D SHERWIN WILLIAMS CO COM 82434810 18703 281380 SH SHARED 281380 D SHERWIN WILLIAMS CO COM 82434810 1329 19999 SH SHARED 01 18499 1500 D SHERWIN WILLIAMS CO COM 82434810 2019 30376 SH SHARED 02 27946 2430 D SHERWIN WILLIAMS CO COM 82434810 7 120 SH SHARED 05 120 D SHERWIN WILLIAMS CO COM 82434810 1094 16470 SH SHARED 06 15700 770 D SHERWIN WILLIAMS CO COM 82434810 16137 242781 SH SHARED 10 242781 D SHERWIN WILLIAMS CO COM 82434810 179 2700 SH SHARED 14 2700 D SHERWIN WILLIAMS CO COM 82434810 186 2810 SH SHARED 20 1000 1810 D SHERWIN WILLIAMS CO COM 82434810 29 450 SH SHR/OTHR 23 450 D SHILOH INDS INC COM 82454310 10 887 SH SHARED 887 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 127 1039 SH SHARED 1039 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 1697 13860 SH SHARED 06 13860 D SHIRE PLC SPONSORED ADR 82481R10 20852 281292 SH SHARED 281292 D SHIRE PLC SPONSORED ADR 82481R10 4166 56200 SH SHARED 02 50000 6200 D SHIRE PLC SPONSORED ADR 82481R10 296 4000 SH SHARED 04 4000 D SHIRE PLC SPONSORED ADR 82481R10 7498 101160 SH SHARED 10 101160 D SHOE CARNIVAL INC COM 82488910 1978 71972 SH SHARED 71972 D SHOE CARNIVAL INC COM 82488910 17 632 SH SHARED 02 632 D SHOE PAVILION INC COM 82489410 0 150 SH SHARED 150 D SHORE BANCSHARES INC COM 82510710 10 395 SH SHARED 395 D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB 2687 2865000 PRN SHARED 02 2865000 D SHUFFLE MASTER INC COM 82554910 2098 126410 SH SHARED 126410 D SHUFFLE MASTER INC COM 82554910 100 6075 SH SHARED 01 6075 D SHUFFLE MASTER INC COM 82554910 3322 200151 SH SHARED 02 198651 1500 D SHUFFLE MASTER INC COM 82554910 169 10240 SH SHARED 10 10240 D SHUTTERFLY INC COM 82568P30 156 7240 SH SHARED 7240 D SHUTTERFLY INC COM 82568P30 17 809 SH SHARED 02 809 D SIEBERT FINL CORP COM 82617610 0 62 SH SHARED 62 D SIEBERT FINL CORP COM 82617610 31 7434 SH SHARED 02 7434 D SIEMENS A G SPONSORED ADR 82619750 21 150 SH SHARED 01 150 D SIEMENS A G SPONSORED ADR 82619750 4 30 SH SHARED 02 30 D SIEMENS A G SPONSORED ADR 82619750 200 1400 SH SHARED 14 1400 D SIEMENS A G SPONSORED ADR 82619750 57 400 SH SHARED 20 400 D SIEMENS A G SPONSORED ADR 82619750 214 1500 SH SHARED 23 1500 D SIEMENS A G SPONSORED ADR 82619750 28 200 SH SHR/OTHR 23 200 D SIERRA BANCORP COM 82620P10 103 3674 SH SHARED 3674 D SIERRA BANCORP COM 82620P10 2 87 SH SHARED 02 87 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 14624 3217000 PRN SHARED 3217000 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 2132 469000 PRN SHARED 02 469000 D SIERRA HEALTH SVCS INC COM 82632210 53669 1290763 SH SHARED 1290763 D SIERRA HEALTH SVCS INC COM 82632210 968 23300 SH SHARED 01 17600 5700 D SIERRA HEALTH SVCS INC COM 82632210 68 1642 SH SHARED 02 1642 D SIERRA HEALTH SVCS INC COM 82632210 120 2900 SH SHARED 10 2900 D SIERRA PAC RES NEW COM 82642810 6770 385581 SH SHARED 385581 D SIERRA PAC RES NEW COM 82642810 1267 72200 SH SHARED 01 9000 63200 D SIERRA PAC RES NEW COM 82642810 522 29728 SH SHARED 02 28228 1500 D SIERRA PAC RES NEW COM 82642810 172433 9819700 SH SHARED 10 9819700 D SIERRA PAC RES NEW COM 82642810 30 1716 SH SHARED 21 1716 D SIERRA WIRELESS INC COM 82651610 1639 65864 SH SHARED 65864 D SIERRA WIRELESS INC COM 82651610 7 295 SH SHARED 02 295 D SIFCO INDS INC COM 82654610 1 68 SH SHARED 68 D SIFY LTD SPONSORED ADR 82655M10 4 462 SH SHARED 462 D SIGMA ALDRICH CORP COM 82655210 17468 409388 SH SHARED 409388 D SIGMA ALDRICH CORP COM 82655210 685 16064 SH SHARED 01 13564 2500 D SIGMA ALDRICH CORP COM 82655210 32 750 SH SHR/OTHR 01 750 D SIGMA ALDRICH CORP COM 82655210 1151 26985 SH SHARED 02 23905 3080 D SIGMA ALDRICH CORP COM 82655210 583 13680 SH SHARED 06 13000 680 D SIGMA ALDRICH CORP COM 82655210 11689 273958 SH SHARED 10 273958 D SIGMA ALDRICH CORP COM 82655210 877 20568 SH SHARED 20 11180 9388 D SIGMA ALDRICH CORP COM 82655210 98 2300 SH SHR/OTHR 20 2300 D SIGMA ALDRICH CORP COM 82655210 8 200 SH SHARED 23 200 D SIGMA ALDRICH CORP COM 82655210 153 3600 SH SHR/OTHR 23 3600 D SIGMA DESIGNS INC COM 82656510 2128 81582 SH SHARED 81582 D SIGMA DESIGNS INC COM 82656510 28 1100 SH SHARED 01 1100 D SIGMA DESIGNS INC COM 82656510 214 8210 SH SHARED 02 310 7900 D SIGMATRON INTL INC COM 82661L10 0 85 SH SHARED 85 D SIGMATEL INC COM 82661W10 301 104018 SH SHARED 104018 D SIGMATEL INC COM 82661W10 110 37989 SH SHARED 02 37989 D SIGNATURE BK NEW YORK N Y COM 82669G10 497 14583 SH SHARED 14583 D SIGNATURE BK NEW YORK N Y COM 82669G10 17 525 SH SHARED 01 525 D SIGNATURE BK NEW YORK N Y COM 82669G10 17423 510950 SH SHARED 10 510950 D SIGNALIFE INC COM 82669P10 0 453 SH SHARED 453 D SIGA TECHNOLOGIES INC COM 82691710 1 600 SH SHARED 600 D SIGA TECHNOLOGIES INC COM 82691710 32 10000 SH SHARED 02 10000 D SILICON LABORATORIES INC COM 82691910 8956 258780 SH SHARED 258780 D SILICON LABORATORIES INC COM 82691910 1000 28900 SH SHARED 01 12700 16200 D SILICON LABORATORIES INC COM 82691910 3673 106131 SH SHARED 02 106131 D SILICON LABORATORIES INC COM 82691910 335 9680 SH SHARED 10 9680 D SILGAN HOLDINGS INC COM 82704810 757 13707 SH SHARED 13707 D SILGAN HOLDINGS INC COM 82704810 24 442 SH SHARED 02 442 D SILGAN HOLDINGS INC COM 82704810 8275 149700 SH SHARED 10 149700 D SILICON IMAGE INC COM 82705T10 4566 532204 SH SHARED 532204 D SILICON GRAPHICS INC COM NEW 82705630 2251 84832 SH SHARED 84832 D SILICON GRAPHICS INC COM NEW 82705630 11 445 SH SHARED 02 445 D SILICON STORAGE TECHNOLOGY I COM 82705710 172 46243 SH SHARED 46243 D SILICON STORAGE TECHNOLOGY I COM 82705710 125 33600 SH SHARED 01 33600 D SILICON STORAGE TECHNOLOGY I COM 82705710 0 100 SH SHARED 02 100 D SILICON STORAGE TECHNOLOGY I COM 82705710 264 70900 SH SHARED 10 70900 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 10756 433188 SH SHARED 433188 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 2532 102000 SH SHARED 02 100000 2000 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 499 45400 SH SHARED 45400 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 3 345 SH SHARED 02 345 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 55 5000 SH SHARED 04 5000 D SILVER STD RES INC COM 82823L10 3502 101892 SH SHARED 101892 D SILVER STD RES INC COM 82823L10 231 6738 SH SHARED 02 388 6350 D SILVER STD RES INC COM 82823L10 1202 35000 SH SHARED 04 35000 D SILVER STD RES INC COM 82823L10 80 2330 SH SHARED 21 2330 D SILVER WHEATON CORP COM 82833610 4663 398941 SH SHARED 398941 D SILVER WHEATON CORP COM 82833610 263 22575 SH SHARED 01 22575 D SILVER WHEATON CORP COM 82833610 5148 440460 SH SHARED 02 440460 D SILVER WHEATON CORP COM 82833610 5123 438290 SH SHARED 04 438290 D SILVER WHEATON CORP COM 82833610 502 43000 SH SHARED 06 43000 D SILVER WHEATON CORP COM 82833610 13740 1175400 SH SHARED 10 1175400 D SILVERLEAF RESORTS INC COM 82839510 2 504 SH SHARED 504 D SILVERLEAF RESORTS INC COM 82839510 0 1 SH SHARED 02 1 D SIMCERE PHARMACEUTICAL GROUP SPON ADR 82859P10 187 13300 SH SHARED 13300 D SIMCERE PHARMACEUTICAL GROUP SPON ADR 82859P10 3174 225000 SH SHARED 225000 D SIMCLAR INC COM 82859910 0 43 SH SHARED 43 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 194 7045 SH SHARED 7045 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 204 7400 SH SHARED 10 7400 D SIMON PPTY GROUP INC NEW COM 82880610 3823 41100 SH SHARED 41100 D SIMON PPTY GROUP INC NEW COM 82880610 56052 602455 SH SHARED 596455 6000 D SIMON PPTY GROUP INC NEW COM 82880610 17101 183803 SH SHARED 01 183678 125 D SIMON PPTY GROUP INC NEW COM 82880610 242 2608 SH SHR/OTHR 01 2608 D SIMON PPTY GROUP INC NEW COM 82880610 3310 35581 SH SHARED 02 34017 1564 D SIMON PPTY GROUP INC NEW COM 82880610 4652 50000 SH SHARED 04 50000 D SIMON PPTY GROUP INC NEW COM 82880610 372 4000 SH SHARED 06 4000 D SIMON PPTY GROUP INC NEW COM 82880610 44715 480605 SH SHARED 10 471275 9330 D SIMON PPTY GROUP INC NEW COM 82880610 416 4480 SH SHR/OTHR 10 4480 D SIMON PPTY GROUP INC NEW COM 82880610 912432 9806885 SH SHARED 11 4923627 4883258 D SIMON PPTY GROUP INC NEW COM 82880610 534 5749 SH SHARED 14 5749 D SIMON PPTY GROUP INC NEW COM 82880610 228 2460 SH SHARED 20 160 2300 D SIMON PPTY GROUP INC NEW COM 82880610 13 150 SH SHARED 22 150 D SIMON PPTY GROUP INC NEW COM 82880610 2396 25754 SH SHARED 23 25754 D SIMON PPTY GROUP INC NEW COM 82880610 46 500 SH SHR/OTHR 23 500 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 95722 1259671 SH SHARED 1259671 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 175 2310 SH SHR/OTHR 01 2310 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 0 3 SH SHARED 02 3 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 780 10275 SH SHARED 23 10275 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 37 498 SH SHR/OTHR 23 498 D SIMPSON MANUFACTURING CO INC COM 82907310 7971 236254 SH SHARED 236254 D SIMPSON MANUFACTURING CO INC COM 82907310 7 216 SH SHARED 02 181 35 D SIMPSON MANUFACTURING CO INC COM 82907310 148 4400 SH SHARED 10 4400 D SIMTEK CORP COM NEW 82920430 1 340 SH SHARED 340 D SIMULATIONS PLUS INC COM 82921410 0 83 SH SHARED 83 D SINA CORP NOTE 7/1 82922RAB 6155 3675000 PRN SHARED 02 3675000 D SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW 464587 4765000 SH SHARED 02 4765000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 1747 122884 SH SHARED 122884 D SINCLAIR BROADCAST GROUP INC CL A 82922610 614 43200 SH SHARED 01 43200 D SINCLAIR BROADCAST GROUP INC CL A 82922610 1 139 SH SHARED 02 139 D SINCLAIR BROADCAST GROUP INC CL A 82922610 419 29512 SH SHARED 10 29512 D SINGAPORE FD INC COM 82929L10 0 40 SH SHARED 40 D SINGAPORE FD INC COM 82929L10 174 9940 SH SHR/OTHR 01 9940 D SINGAPORE FD INC COM 82929L10 368 20978 SH SHR/OTHR 23 20978 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 2348 35366 SH SHARED 35366 D SIRONA DENTAL SYSTEMS INC COM 82966C10 313 8293 SH SHARED 8293 D SIRONA DENTAL SYSTEMS INC COM 82966C10 138 3667 SH SHARED 02 367 3300 D SIRENZA MICRODEVICES INC COM 82966T10 1804 151985 SH SHARED 151985 D SIRENZA MICRODEVICES INC COM 82966T10 13 1168 SH SHARED 02 668 500 D SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD 4901 5404000 PRN SHARED 02 5404000 D SIRIUS SATELLITE RADIO INC COM 82966U10 2516 833192 SH SHARED 833192 D SIRIUS SATELLITE RADIO INC COM 82966U10 101 33500 SH SHARED 01 16500 17000 D SIRIUS SATELLITE RADIO INC COM 82966U10 152 50529 SH SHARED 02 17229 33300 D SIRIUS SATELLITE RADIO INC COM 82966U10 106 35230 SH SHARED 06 28500 6730 D SIRIUS SATELLITE RADIO INC COM 82966U10 179 59500 SH SHARED 10 59500 D SIRIUS SATELLITE RADIO INC COM 82966U10 48 16100 SH SHARED 14 16100 D SIRIUS SATELLITE RADIO INC COM 82966U10 3 1000 SH SHARED 20 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 10 3500 SH SHR/OTHR 23 3500 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 5280 254607 SH SHARED 254607 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 939 45300 SH SHARED 01 45300 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 1914 92300 SH SHARED 02 92000 300 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 111492 5375700 SH SHARED 04 5375700 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 962 46400 SH SHARED 06 11400 35000 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 33073 1594660 SH SHARED 10 1594660 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 1182 57000 SH SHARED 14 22000 35000 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 207 10000 SH SHARED 15 10000 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 297 14350 SH SHARED 24 14350 D SIRVA INC COM 82967Y10 3 1604 SH SHARED 1604 D SIRVA INC COM 82967Y10 59 30100 SH SHARED 02 30100 D SIRTRIS PHARMACEUTICALS INC COM 82968A10 201 20430 SH SHARED 20430 D SIRTRIS PHARMACEUTICALS INC COM 82968A10 4 413 SH SHARED 02 413 D SIX FLAGS INC COM 83001P10 451 74195 SH SHARED 74195 D SIX FLAGS INC COM 83001P10 158 26000 SH SHARED 01 16800 9200 D SIX FLAGS INC COM 83001P10 1 225 SH SHARED 02 225 D SIX FLAGS INC COM 83001P10 239 39400 SH SHARED 10 39400 D SKECHERS U S A INC CL A 83056610 4918 168456 SH SHARED 168456 D SKECHERS U S A INC CL A 83056610 657 22500 SH SHARED 01 22500 D SKECHERS U S A INC CL A 83056610 16 551 SH SHARED 02 551 D SKECHERS U S A INC CL A 83056610 1168 40000 SH SHARED 06 40000 D SKECHERS U S A INC CL A 83056610 286 9811 SH SHARED 10 9811 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 5205 335615 SH SHARED 335615 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 23 1530 SH SHARED 02 1530 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 2963 191100 SH SHARED 10 191100 D SKY FINL GROUP INC COM 83080P10 46041 1652593 SH SHARED 1652593 D SKY FINL GROUP INC COM 83080P10 624 22400 SH SHARED 01 22400 D SKY FINL GROUP INC COM 83080P10 4821 173045 SH SHARED 02 173045 D SKY FINL GROUP INC COM 83080P10 178 6400 SH SHARED 10 6400 D SKYLINE CORP COM 83083010 99 3326 SH SHARED 3326 D SKYLINE CORP COM 83083010 129 4299 SH SHARED 01 4299 D SKYLINE CORP COM 83083010 9 300 SH SHARED 02 300 D SKYWEST INC COM 83087910 7478 313847 SH SHARED 313847 D SKYWEST INC COM 83087910 657 27600 SH SHARED 01 27600 D SKYWEST INC COM 83087910 23 997 SH SHARED 02 937 60 D SKYWEST INC COM 83087910 5484 230167 SH SHARED 10 230167 D SKYWORKS SOLUTIONS INC NOTE 1.250% 3/0 83088MAF 3473 3415000 PRN SHARED 3415000 D SKYWORKS SOLUTIONS INC COM 83088M10 733 99813 SH SHARED 99813 D SKYWORKS SOLUTIONS INC COM 83088M10 32 4400 SH SHARED 01 4400 D SKYWORKS SOLUTIONS INC COM 83088M10 150 20419 SH SHARED 02 20419 D SKYWORKS SOLUTIONS INC COM 83088M10 357 48700 SH SHARED 10 48700 D SLADES FERRY BANCORP COM 83089610 1 102 SH SHARED 102 D SKILLSOFT PLC SPONSORED ADR 83092810 294 31721 SH SHARED 02 710 31011 D SMALL CAP PREM & DIV INCM FD COM 83165P10 12 668 SH SHARED 02 668 D SMARTPROS LTD COM 83171G10 0 101 SH SHARED 101 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 3456 55721 SH SHARED 55721 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 27 450 SH SHARED 01 450 D SMITH & WESSON HLDG CORP COM 83175610 269 16082 SH SHARED 16082 D SMITH & WESSON HLDG CORP COM 83175610 221 13200 SH SHARED 01 13200 D SMITH & WOLLENSKY RESTAURANT COM 83175810 1 160 SH SHARED 160 D SMITH A O COM 83186520 5158 129322 SH SHARED 129322 D SMITH A O COM 83186520 362 9100 SH SHARED 01 9100 D SMITH A O COM 83186520 124 3126 SH SHARED 02 3126 D SMITH A O COM 83186520 7658 192000 SH SHARED 04 192000 D SMITH A O COM 83186520 7978 200000 SH SHARED 05 200000 D SMITH A O COM 83186520 203 5100 SH SHARED 10 5100 D SMART MOVE INC COM 83192010 0 76 SH SHARED 76 D SMITH INTL INC COM 83211010 15269 260386 SH SHARED 260386 D SMITH INTL INC COM 83211010 1071 18278 SH SHARED 01 18278 D SMITH INTL INC COM 83211010 6866 117091 SH SHARED 02 117091 D SMITH INTL INC COM 83211010 1271 21690 SH SHARED 06 19850 1840 D SMITH INTL INC COM 83211010 7423 126600 SH SHARED 10 126600 D SMITH MICRO SOFTWARE INC COM 83215410 1083 71913 SH SHARED 71913 D SMITH MICRO SOFTWARE INC COM 83215410 87 5800 SH SHARED 01 5800 D SMITH MICRO SOFTWARE INC COM 83215410 44 2988 SH SHARED 02 303 2685 D SMITH MICRO SOFTWARE INC COM 83215410 1272 84500 SH SHARED 10 84500 D SMITHFIELD FOODS INC COM 83224810 2824 91740 SH SHARED 91740 D SMITHFIELD FOODS INC COM 83224810 4467 145100 SH SHARED 01 102800 42300 D SMITHFIELD FOODS INC COM 83224810 547 17773 SH SHARED 02 17773 D SMITHFIELD FOODS INC COM 83224810 76 2500 SH SHARED 06 2500 D SMITHFIELD FOODS INC COM 83224810 2854 92700 SH SHARED 10 83500 9200 D SMITHTOWN BANCORP INC COM 83244910 28 1120 SH SHARED 1120 D SMITHWAY MTR XPRESS CORP CL A 83265310 0 66 SH SHARED 66 D SMUCKER J M CO COM NEW 83269640 11096 174304 SH SHARED 170304 4000 D SMUCKER J M CO COM NEW 83269640 8710 136829 SH SHARED 01 120635 16194 D SMUCKER J M CO COM NEW 83269640 1 21 SH SHR/OTHR 01 21 D SMUCKER J M CO COM NEW 83269640 1134 17829 SH SHARED 02 17802 27 D SMUCKER J M CO COM NEW 83269640 216 3400 SH SHARED 06 3400 D SMUCKER J M CO COM NEW 83269640 40720 639651 SH SHARED 10 633791 5860 D SMUCKER J M CO COM NEW 83269640 0 8 SH SHARED 20 8 D SMUCKER J M CO COM NEW 83269640 31 495 SH SHARED 23 495 D SMUCKER J M CO COM NEW 83269640 112 1771 SH SHR/OTHR 23 1771 D SMURFIT-STONE CONTAINER CORP COM 83272710 6404 481205 SH SHARED 481205 D SMURFIT-STONE CONTAINER CORP COM 83272710 372 28000 SH SHARED 01 28000 D SMURFIT-STONE CONTAINER CORP COM 83272710 260 19559 SH SHARED 02 19559 D SMURFIT-STONE CONTAINER CORP COM 83272710 220787 16588105 SH SHARED 04 16588105 D SMURFIT-STONE CONTAINER CORP COM 83272710 256 19240 SH SHARED 06 5500 13740 D SMURFIT-STONE CONTAINER CORP COM 83272710 336 25300 SH SHARED 10 25300 D SMURFIT-STONE CONTAINER CORP COM 83272710 1841 138322 SH SHARED 14 133000 5322 D SMURFIT-STONE CONTAINER CORP COM 83272710 4215 316713 SH SHARED 16 316713 D SNAP ON INC COM 83303410 12208 241695 SH SHARED 241695 D SNAP ON INC COM 83303410 5823 115298 SH SHARED 01 114098 1200 D SNAP ON INC COM 83303410 563 11163 SH SHARED 02 10303 860 D SNAP ON INC COM 83303410 196 3900 SH SHARED 06 3900 D SNAP ON INC COM 83303410 8711 172474 SH SHARED 10 149374 23100 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 4318 25104 SH SHARED 25104 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 9765 56765 SH SHARED 01 56765 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1169 6800 SH SHARED 04 6800 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1066 6200 SH SHARED 10 6200 D SOCKET COMMUNICATIONS INC COM 83367210 0 761 SH SHARED 761 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 10 150 SH SHR/OTHR 23 150 D SOFTBRANDS INC COM 83402A10 1 853 SH SHARED 853 D SOFTBRANDS INC COM 83402A10 0 172 SH SHARED 01 172 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 32792 800000 SH SHARED 800000 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 1 33 SH SHARED 02 33 D SOHU COM INC COM 83408W10 7613 238000 SH SHARED 238000 D SOHU COM INC COM 83408W10 5402 168892 SH SHARED 168892 D SOHU COM INC COM 83408W10 380 11900 SH SHARED 01 11900 D SOHU COM INC COM 83408W10 0 18 SH SHARED 02 18 D SOHU COM INC COM 83408W10 1231 38500 SH SHARED 10 38500 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 544 53400 SH SHARED 53400 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 1 100 SH SHARED 02 100 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 14541 15259000 PRN SHARED 02 15259000 D SOLECTRON CORP COM 83418210 30704 8343503 SH SHARED 8343503 D SOLECTRON CORP COM 83418210 332 90400 SH SHARED 01 90400 D SOLECTRON CORP COM 83418210 3357 912355 SH SHARED 02 911945 410 D SOLECTRON CORP COM 83418210 23 6500 SH SHARED 04 6500 D SOLECTRON CORP COM 83418210 4 1200 SH SHARED 05 1200 D SOLECTRON CORP COM 83418210 354 96230 SH SHARED 06 91450 4780 D SOLECTRON CORP COM 83418210 2092 568534 SH SHARED 10 568534 D SOLECTRON CORP COM 83418210 228 62153 SH SHARED 14 62153 D SOLERA HOLDINGS INC COM 83421A10 252 13024 SH SHARED 13024 D SOLERA HOLDINGS INC COM 83421A10 34 1794 SH SHARED 02 1794 D SOLITARIO RES CORP COM 83422R10 2 599 SH SHARED 599 D SOMANETICS CORP COM NEW 83444540 392 21413 SH SHARED 21413 D SOMANETICS CORP COM NEW 83444540 0 1 SH SHARED 02 1 D SOMANETICS CORP COM NEW 83444540 6133 335000 SH SHARED 10 335000 D SOMAXON PHARMACEUTICALS INC COM 83445310 59 4864 SH SHARED 4864 D SOMAXON PHARMACEUTICALS INC COM 83445310 5 434 SH SHARED 02 434 D SONESTA INTL HOTELS CORP CL A 83543840 666 21162 SH SHARED 21162 D SONIC AUTOMOTIVE INC NOTE 4.250%11/3 83545GAK 4292 3225000 PRN SHARED 3225000 D SONIC AUTOMOTIVE INC CL A 83545G10 1771 61134 SH SHARED 61134 D SONIC AUTOMOTIVE INC CL A 83545G10 683 23600 SH SHARED 01 23600 D SONIC AUTOMOTIVE INC CL A 83545G10 1 64 SH SHARED 02 64 D SONIC AUTOMOTIVE INC CL A 83545G10 399 13800 SH SHARED 10 13800 D SONIC INNOVATIONS INC COM 83545M10 113 13027 SH SHARED 13027 D SONIC INNOVATIONS INC COM 83545M10 978 111804 SH SHARED 02 1804 110000 D SONIC FDRY INC COM 83545R10 1 796 SH SHARED 796 D SONIC CORP COM 83545110 1318 59594 SH SHARED 59594 D SONIC CORP COM 83545110 74 3375 SH SHARED 01 3375 D SONIC CORP COM 83545110 42 1940 SH SHARED 02 100 1840 D SONIC CORP COM 83545110 108 4900 SH SHARED 10 4900 D SONIC CORP COM 83545110 48 2173 SH SHARED 21 2173 D SONIC CORP COM 83545110 19 900 SH SHR/OTHR 22 900 D SONIC SOLUTIONS COM 83546010 1729 137119 SH SHARED 137119 D SONIC SOLUTIONS COM 83546010 150 11900 SH SHARED 02 11900 D SONICWALL INC COM 83547010 5315 618834 SH SHARED 618834 D SONICWALL INC COM 83547010 23 2760 SH SHARED 02 2760 D SONICWALL INC COM 83547010 58 6758 SH SHARED 20 6758 D SONOCO PRODS CO COM 83549510 11003 257037 SH SHARED 257037 D SONOCO PRODS CO COM 83549510 22294 520769 SH SHARED 01 454685 66084 D SONOCO PRODS CO COM 83549510 171 4000 SH SHR/OTHR 01 4000 D SONOCO PRODS CO COM 83549510 814 19030 SH SHARED 02 11085 7945 D SONOCO PRODS CO COM 83549510 33109 773400 SH SHARED 06 6500 766900 D SONOCO PRODS CO COM 83549510 23154 540858 SH SHARED 10 478358 62500 D SONOCO PRODS CO COM 83549510 3129 73100 SH SHARED 15 73100 D SONOCO PRODS CO COM 83549510 155 3630 SH SHARED 20 3345 285 D SONOCO PRODS CO COM 83549510 503 11750 SH SHARED 22 6900 4850 D SONOCO PRODS CO COM 83549510 308 7200 SH SHARED 23 7200 D SONOCO PRODS CO COM 83549510 430 10054 SH SHR/OTHR 23 10054 D SONOSITE INC COM 83568G10 257 8197 SH SHARED 8197 D SONOSITE INC COM 83568G10 18 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 157 5000 SH SHARED 02 5000 D SONOSITE INC COM 83568G10 1775 56500 SH SHARED 10 56500 D SONUS PHARMACEUTICALS INC COM 83569210 4 828 SH SHARED 828 D SONUS PHARMACEUTICALS INC COM 83569210 0 3 SH SHARED 02 3 D SONY CORP ADR NEW 83569930 16649 324116 SH SHARED 324116 D SONY CORP ADR NEW 83569930 51 1000 SH SHR/OTHR 01 1000 D SONY CORP ADR NEW 83569930 146 2854 SH SHARED 02 2854 D SONY CORP ADR NEW 83569930 1304 25400 SH SHARED 14 25400 D SOTHEBYS COM 83589810 4466 97064 SH SHARED 96934 130 D SOTHEBYS COM 83589810 805 17500 SH SHARED 01 17500 D SOTHEBYS COM 83589810 88455 1922100 SH SHARED 02 1922100 D SOTHEBYS COM 83589810 39 868 SH SHARED 04 868 D SOTHEBYS COM 83589810 754 16400 SH SHARED 10 16400 D SONUS NETWORKS INC COM 83591610 8063 946384 SH SHARED 946384 D SONUS NETWORKS INC COM 83591610 37 4400 SH SHARED 01 4400 D SONUS NETWORKS INC COM 83591610 874 102588 SH SHARED 10 102588 D SOURCE INTERLINK COS INC COM NEW 83615120 3417 686334 SH SHARED 686334 D SOURCE INTERLINK COS INC COM NEW 83615120 46 9300 SH SHARED 01 9300 D SOURCE INTERLINK COS INC COM NEW 83615120 0 100 SH SHARED 02 100 D SOURCE INTERLINK COS INC COM NEW 83615120 711 142900 SH SHARED 10 142900 D SOURCEFIRE INC COM 83616T10 44 3212 SH SHARED 3212 D SOURCEFIRE INC COM 83616T10 6 452 SH SHARED 02 452 D SOURCEFORGE INC COM 83616W10 6235 1477675 SH SHARED 1477675 D SOURCEFORGE INC COM 83616W10 0 25 SH SHARED 02 25 D SOUTH FINL GROUP INC COM 83784110 10286 454354 SH SHARED 454354 D SOUTH FINL GROUP INC COM 83784110 15 700 SH SHARED 01 700 D SOUTH FINL GROUP INC COM 83784110 537 23735 SH SHARED 02 23145 590 D SOUTH FINL GROUP INC COM 83784110 434 19200 SH SHARED 10 19200 D SOUTH JERSEY INDS INC COM 83851810 1012 28622 SH SHARED 28622 D SOUTH JERSEY INDS INC COM 83851810 35 1000 SH SHARED 01 1000 D SOUTH JERSEY INDS INC COM 83851810 190 5397 SH SHARED 02 5197 200 D SOUTH JERSEY INDS INC COM 83851810 1404 39684 SH SHARED 10 39684 D SOUTHCOAST FINANCIAL CORP COM 84129R10 3 158 SH SHARED 158 D SOUTHERN CO COM 84258710 140001 4082876 SH SHARED 3984876 98000 D SOUTHERN CO COM 84258710 66915 1951449 SH SHARED 01 1943009 8440 D SOUTHERN CO COM 84258710 13 400 SH SHR/OTHR 01 400 D SOUTHERN CO COM 84258710 4975 145090 SH SHARED 02 128410 16680 D SOUTHERN CO COM 84258710 12 350 SH SHARED 05 350 D SOUTHERN CO COM 84258710 4436 129380 SH SHARED 06 122800 6580 D SOUTHERN CO COM 84258710 33169 967323 SH SHARED 10 944023 23300 D SOUTHERN CO COM 84258710 192 5600 SH SHARED 14 5600 D SOUTHERN CO COM 84258710 326 9508 SH SHARED 20 3460 6048 D SOUTHERN CO COM 84258710 1285 37500 SH SHR/OTHR 20 37500 D SOUTHERN CO COM 84258710 68 2000 SH SHR/OTHR 21 2000 D SOUTHERN CO COM 84258710 105 3080 SH SHARED 23 3080 D SOUTHERN CO COM 84258710 121 3550 SH SHR/OTHR 23 3550 D SOUTHERN CMNTY FINL CORP COM 84263210 3 445 SH SHARED 445 D SOUTHERN CMNTY FINL CORP COM 84263210 0 1 SH SHARED 02 1 D SOUTHERN COPPER CORP COM 84265V10 4004 42479 SH SHARED 42479 D SOUTHERN COPPER CORP COM 84265V10 706 7500 SH SHARED 01 7500 D SOUTHERN COPPER CORP COM 84265V10 1030 10931 SH SHARED 02 10131 800 D SOUTHERN COPPER CORP COM 84265V10 2026 21500 SH SHARED 04 21500 D SOUTHERN COPPER CORP COM 84265V10 15081 160000 SH SHARED 05 160000 D SOUTHERN COPPER CORP COM 84265V10 603 6400 SH SHARED 06 6400 D SOUTHERN COPPER CORP COM 84265V10 3940 41800 SH SHARED 10 41800 D SOUTHERN COPPER CORP COM 84265V10 3977 42200 SH SHARED 14 42200 D SOUTHERN MO BANCORP INC COM 84338010 0 48 SH SHARED 48 D SOUTHERN NATL BANCORP OF VA COM 84339510 1 137 SH SHARED 137 D SOUTHERN UN CO NEW COM 84403010 7198 220873 SH SHARED 220873 D SOUTHERN UN CO NEW COM 84403010 258 7919 SH SHARED 02 7919 D SOUTHERN UN CO NEW COM 84403010 21908 672232 SH SHARED 10 672232 D SOUTHERN UN CO NEW COM 84403010 43 1350 SH SHR/OTHR 23 1350 D SOUTHSIDE BANCSHARES INC COM 84470P10 119 5524 SH SHARED 5524 D SOUTHWEST AIRLS CO COM 84474110 23327 1564550 SH SHARED 1564550 D SOUTHWEST AIRLS CO COM 84474110 1725 115717 SH SHARED 01 115717 D SOUTHWEST AIRLS CO COM 84474110 1580 105980 SH SHARED 02 101785 4195 D SOUTHWEST AIRLS CO COM 84474110 4 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 1034 69380 SH SHARED 06 68400 980 D SOUTHWEST AIRLS CO COM 84474110 7399 496307 SH SHARED 10 496307 D SOUTHWEST AIRLS CO COM 84474110 17 1150 SH SHARED 20 900 250 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 BANCORP INC OKLA COM 84476710 171 7144 SH SHARED 7144 D SOUTHWEST BANCORP INC OKLA COM 84476710 1 60 SH SHARED 02 60 D SOUTHWEST BANCORP INC OKLA COM 84476710 331 13800 SH SHARED 10 13800 D SOUTHWEST GAS CORP COM 84489510 2448 72420 SH SHARED 72420 D SOUTHWEST GAS CORP COM 84489510 380 11250 SH SHARED 01 10900 350 D SOUTHWEST GAS CORP COM 84489510 188 5586 SH SHARED 02 5586 D SOUTHWEST GAS CORP COM 84489510 6226 184168 SH SHARED 10 184168 D SOUTHWEST GA FINL CORP COM 84502A10 1 93 SH SHARED 93 D SOUTHWEST WTR CO COM 84533110 150 11810 SH SHARED 11810 D SOUTHWESTERN ENERGY CO COM 84546710 9660 217083 SH SHARED 217083 D SOUTHWESTERN ENERGY CO COM 84546710 2340 52600 SH SHARED 01 1200 51400 D SOUTHWESTERN ENERGY CO COM 84546710 885 19893 SH SHARED 02 18793 1100 D SOUTHWESTERN ENERGY CO COM 84546710 6 150 SH SHARED 05 150 D SOUTHWESTERN ENERGY CO COM 84546710 238 5350 SH SHARED 06 4100 1250 D SOUTHWESTERN ENERGY CO COM 84546710 41099 923573 SH SHARED 10 923573 D SOVEREIGN BANCORP INC COM 84590510 92694 4384805 SH SHARED 4258495 126310 D SOVEREIGN BANCORP INC COM 84590510 815 38596 SH SHARED 01 38596 D SOVEREIGN BANCORP INC COM 84590510 2451 115946 SH SHARED 02 111643 4303 D SOVEREIGN BANCORP INC COM 84590510 357 16900 SH SHARED 04 16900 D SOVEREIGN BANCORP INC COM 84590510 4333 205000 SH SHARED 04 205000 D SOVEREIGN BANCORP INC COM 84590510 852 40345 SH SHARED 06 36870 3475 D SOVEREIGN BANCORP INC COM 84590510 104847 4959689 SH SHARED 10 4959689 D SOVRAN SELF STORAGE INC COM 84610H10 1995 41428 SH SHARED 41428 D SOVRAN SELF STORAGE INC COM 84610H10 62 1300 SH SHARED 01 1300 D SOVRAN SELF STORAGE INC COM 84610H10 19 400 SH SHARED 02 400 D SOVRAN SELF STORAGE INC COM 84610H10 2460 51100 SH SHARED 10 51100 D SOVRAN SELF STORAGE INC COM 84610H10 15796 328000 SH SHARED 11 328000 D SPACEHAB INC COM 84624310 0 328 SH SHARED 328 D SPAN AMER MED SYS INC COM 84639610 1 46 SH SHARED 46 D SPANISH BROADCASTING SYS INC CL A 84642588 3766 875866 SH SHARED 875866 D SPANISH BROADCASTING SYS INC CL A 84642588 547 127297 SH SHARED 10 127297 D SPANSION INC COM CL A 84649R10 49827 4488933 SH SHARED 4488933 D SPANSION INC COM CL A 84649R10 4222 380394 SH SHARED 02 380394 D SPANSION INC COM CL A 84649R10 2221 200160 SH SHARED 10 200160 D SPARTAN MTRS INC COM 84681910 725 42642 SH SHARED 42642 D SPARTAN MTRS INC COM 84681910 55 3233 SH SHARED 02 2233 1000 D SPARTAN STORES INC COM 84682210 352 10717 SH SHARED 10717 D SPARTAN STORES INC COM 84682210 128 3900 SH SHARED 01 3900 D SPARTAN STORES INC COM 84682210 5275 160300 SH SHARED 10 160300 D SPARTECH CORP COM NEW 84722020 1567 59049 SH SHARED 59049 D SPARTECH CORP COM NEW 84722020 132 5000 SH SHARED 01 5000 D SPARTECH CORP COM NEW 84722020 1031 38837 SH SHARED 02 38837 D SPARTECH CORP COM NEW 84722020 3814 143685 SH SHARED 10 143685 D SPARTON CORP COM 84723510 1 171 SH SHARED 171 D SPARTON CORP COM 84723510 74 10300 SH SHARED 02 10300 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 3 387 SH SHARED 387 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 0 1 SH SHARED 02 1 D SPECTRA ENERGY CORP COM 84756010 32101 1236565 SH SHARED 1236565 D SPECTRA ENERGY CORP COM 84756010 2235 86107 SH SHARED 01 84745 1362 D SPECTRA ENERGY CORP COM 84756010 182 7036 SH SHR/OTHR 01 7036 D SPECTRA ENERGY CORP COM 84756010 8015 308756 SH SHARED 02 178843 129913 D SPECTRA ENERGY CORP COM 84756010 7 280 SH SHARED 05 280 D SPECTRA ENERGY CORP COM 84756010 1734 66815 SH SHARED 06 61075 5740 D SPECTRA ENERGY CORP COM 84756010 9617 370488 SH SHARED 10 369988 500 D SPECTRA ENERGY CORP COM 84756010 253 9782 SH SHARED 14 9782 D SPECTRA ENERGY CORP COM 84756010 36 1404 SH SHARED 20 854 550 D SPECTRA ENERGY CORP COM 84756010 15 600 SH SHR/OTHR 20 600 D SPECTRA ENERGY CORP COM 84756010 9 365 SH SHARED 21 365 D SPECTRA ENERGY CORP COM 84756010 12 500 SH SHARED 22 500 D SPECTRA ENERGY CORP COM 84756010 27 1075 SH SHARED 23 1075 D SPECTRA ENERGY CORP COM 84756010 139 5381 SH SHR/OTHR 23 5381 D SPECTRANETICS CORP COM 84760C10 176 15356 SH SHARED 15356 D SPECTRUM CTL INC COM 84761510 682 40426 SH SHARED 40426 D SPECTRUM CTL INC COM 84761510 0 1 SH SHARED 02 1 D SPECTRUM BRANDS INC COM 84762L10 35204 5200046 SH SHARED 5200046 D SPECTRUM BRANDS INC COM 84762L10 7 1108 SH SHARED 02 1108 D SPECTRUM BRANDS INC COM 84762L10 202 29968 SH SHARED 10 29968 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 5 731 SH SHARED 731 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 7 1000 SH SHARED 02 1000 D SPEEDUS CORP COM 84772310 0 202 SH SHARED 202 D SPEEDWAY MOTORSPORTS INC COM 84778810 518 12975 SH SHARED 12975 D SPEEDWAY MOTORSPORTS INC COM 84778810 607 15200 SH SHARED 01 15200 D SPEEDWAY MOTORSPORTS INC COM 84778810 191 4779 SH SHARED 02 4779 D SPHERIX INC COM 84842R10 0 283 SH SHARED 283 D SPHERIX INC COM 84842R10 0 1 SH SHARED 02 1 D SPHERION CORP COM 84842010 3335 355245 SH SHARED 235037 120208 D SPIRE CORP COM 84856510 1 143 SH SHARED 143 D SPIRIT FIN CORP COM 84856830 53038 3642729 SH SHARED 3642729 D SPIRIT FIN CORP COM 84856830 165 11400 SH SHARED 01 11400 D SPIRIT FIN CORP COM 84856830 471 32400 SH SHARED 10 32400 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 1027 28507 SH SHARED 28507 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 10 281 SH SHARED 02 281 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 90 2500 SH SHARED 10 2500 D SPORT-HALEY INC COM 84892510 0 47 SH SHARED 47 D SPORT CHALET INC CL A 84916320 0 79 SH SHARED 79 D SPORT CHALET INC CL B 84916330 0 26 SH SHARED 26 D SPRINT NEXTEL CORP COM FON 85206110 196496 9488010 SH SHARED 9488010 D SPRINT NEXTEL CORP COM FON 85206110 8859 427773 SH SHARED 01 419799 7974 D SPRINT NEXTEL CORP COM FON 85206110 139 6717 SH SHR/OTHR 01 6717 D SPRINT NEXTEL CORP COM FON 85206110 9514 459400 SH SHARED 02 450319 9081 D SPRINT NEXTEL CORP COM FON 85206110 12736 615000 SH SHARED 04 615000 D SPRINT NEXTEL CORP COM FON 85206110 8517 411287 SH SHARED 05 411287 D SPRINT NEXTEL CORP COM FON 85206110 7787 376023 SH SHARED 06 349024 26999 D SPRINT NEXTEL CORP COM FON 85206110 49597 2394878 SH SHARED 10 2344588 50290 D SPRINT NEXTEL CORP COM FON 85206110 2593 125234 SH SHARED 14 125234 D SPRINT NEXTEL CORP COM FON 85206110 4734 228600 SH SHARED 15 228600 D SPRINT NEXTEL CORP COM FON 85206110 721 34818 SH SHARED 19 34818 D SPRINT NEXTEL CORP COM FON 85206110 6 316 SH SHARED 20 316 D SPRINT NEXTEL CORP COM FON 85206110 393 19000 SH SHR/OTHR 21 19000 D SPRINT NEXTEL CORP COM FON 85206110 43 2090 SH SHARED 23 2090 D SPRINT NEXTEL CORP COM FON 85206110 52 2517 SH SHR/OTHR 23 2517 D STAAR SURGICAL CO COM PAR $0.01 85231230 2 687 SH SHARED 687 D STAAR SURGICAL CO COM PAR $0.01 85231230 0 3 SH SHARED 02 3 D STAGE STORES INC COM NEW 85254C30 7545 360001 SH SHARED 360001 D STAGE STORES INC COM NEW 85254C30 173 8255 SH SHARED 02 8255 D STAGE STORES INC COM NEW 85254C30 351 16775 SH SHARED 10 16775 D STAGE STORES INC COM NEW 85254C30 34 1650 SH SHARED 21 1650 D STAKTEK HLDGS INC COM 85256P10 596 152139 SH SHARED 152139 D STAMPS COM INC COM NEW 85285720 667 48462 SH SHARED 48462 D STAMPS COM INC COM NEW 85285720 18 1326 SH SHARED 02 1326 D STANCORP FINL GROUP INC COM 85289110 12430 236860 SH SHARED 236860 D STANCORP FINL GROUP INC COM 85289110 818 15600 SH SHARED 01 15600 D STANCORP FINL GROUP INC COM 85289110 951 18123 SH SHARED 02 18123 D STANCORP FINL GROUP INC COM 85289110 188 3600 SH SHARED 10 3600 D STANCORP FINL GROUP INC COM 85289110 2456 46800 SH SHARED 14 46800 D STANDARD MICROSYSTEMS CORP COM 85362610 2404 70008 SH SHARED 70008 D STANDARD MICROSYSTEMS CORP COM 85362610 39 1150 SH SHARED 01 900 250 D STANDARD MICROSYSTEMS CORP COM 85362610 147 4297 SH SHARED 02 4297 D STANDARD MICROSYSTEMS CORP COM 85362610 10288 299600 SH SHARED 10 299600 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 4 5000 PRN SHARED 02 5000 D STANDARD MTR PRODS INC COM 85366610 1530 101851 SH SHARED 101851 D STANDARD MTR PRODS INC COM 85366610 72 4800 SH SHARED 01 2800 2000 D STANDARD MTR PRODS INC COM 85366610 130 8673 SH SHARED 02 8673 D STANDARD MTR PRODS INC COM 85366610 590 39300 SH SHARED 10 39300 D STANDARD PAC CORP NEW COM 85375C10 15192 866653 SH SHARED 866653 D STANDARD PAC CORP NEW COM 85375C10 168 9600 SH SHARED 01 9600 D STANDARD PAC CORP NEW COM 85375C10 1831 104475 SH SHARED 02 102725 1750 D STANDARD PAC CORP NEW COM 85375C10 2445 139500 SH SHARED 10 139500 D STANDARD PARKING CORP COM 85379010 85 2445 SH SHARED 2445 D STANDARD REGISTER CO COM 85388710 100 8793 SH SHARED 8793 D STANDARD REGISTER CO COM 85388710 99 8755 SH SHARED 02 8755 D STANDARD REGISTER CO COM 85388710 60 5300 SH SHARED 10 5300 D STANDEX INTL CORP COM 85423110 175 6165 SH SHARED 6165 D STANDEX INTL CORP COM 85423110 11 416 SH SHARED 02 416 D STANDEX INTL CORP COM 85423110 39 1400 SH SHARED 10 1400 D STANLEY FURNITURE INC COM NEW 85430520 14 705 SH SHARED 705 D STANLEY INC COM 85453210 69 3938 SH SHARED 3938 D STANLEY INC COM 85453210 1 98 SH SHARED 02 98 D STANLEY WKS COM 85461610 60 1000 SH SHARED 1000 D STANLEY WKS COM 85461610 6317 104076 SH SHARED 104076 D STANLEY WKS COM 85461610 582 9599 SH SHARED 01 9599 D STANLEY WKS COM 85461610 109 1800 SH SHR/OTHR 01 1800 D STANLEY WKS COM 85461610 2838 46761 SH SHARED 02 23256 23505 D STANLEY WKS COM 85461610 1426 23500 SH SHARED 04 23500 D STANLEY WKS COM 85461610 458 7550 SH SHARED 06 7150 400 D STANLEY WKS COM 85461610 10714 176511 SH SHARED 10 176511 D STANLEY WKS COM 85461610 185 3063 SH SHARED 14 3063 D STANLEY WKS COM 85461610 12 200 SH SHARED 20 200 D STANLEY WKS COM 85461610 600 9900 SH SHARED 23 9900 D STANTEC INC COM 85472N10 9 300 SH SHARED 300 D STANTEC INC COM 85472N10 3924 119900 SH SHARED 04 119900 D STAPLES INC COM 85503010 30212 1273166 SH SHARED 1273166 D STAPLES INC COM 85503010 2901 122251 SH SHARED 01 120051 2200 D STAPLES INC COM 85503010 11411 480903 SH SHARED 02 457356 23547 D STAPLES INC COM 85503010 118 4984 SH SHARED 04 4984 D STAPLES INC COM 85503010 8 365 SH SHARED 05 365 D STAPLES INC COM 85503010 24149 1017666 SH SHARED 06 71102 946564 D STAPLES INC COM 85503010 177344 7473433 SH SHARED 10 7458068 15365 D STAPLES INC COM 85503010 263 11100 SH SHR/OTHR 10 11100 D STAPLES INC COM 85503010 1029 43370 SH SHARED 14 43370 D STAPLES INC COM 85503010 2482 104603 SH SHARED 20 19670 84933 D STAPLES INC COM 85503010 428 18050 SH SHR/OTHR 20 18050 D STAPLES INC COM 85503010 355 14965 SH SHARED 22 8925 6040 D STAPLES INC COM 85503010 364 15350 SH SHARED 23 15350 D STAPLES INC COM 85503010 926 39050 SH SHR/OTHR 23 39050 D STAPLES INC COM 85503010 84 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 3113 698126 SH SHARED 698126 D STAR MARITIME ACQUISITION CO COM 85516E10 108 8866 SH SHARED 8866 D STAR MARITIME ACQUISITION CO COM 85516E10 1 100 SH SHARED 02 100 D STAR SCIENTIFIC INC COM 85517P10 1 1384 SH SHARED 1384 D STAR SCIENTIFIC INC COM 85517P10 0 4 SH SHARED 02 4 D STARBUCKS CORP COM 85524410 106654 4064574 SH SHARED 4059574 5000 D STARBUCKS CORP COM 85524410 3126 119150 SH SHARED 01 117150 2000 D STARBUCKS CORP COM 85524410 220 8400 SH SHR/OTHR 01 8400 D STARBUCKS CORP COM 85524410 105447 4018576 SH SHARED 02 3922611 95965 D STARBUCKS CORP COM 85524410 9 380 SH SHARED 05 380 D STARBUCKS CORP COM 85524410 2132 81260 SH SHARED 06 73850 7410 D STARBUCKS CORP COM 85524410 35308 1345612 SH SHARED 10 1345612 D STARBUCKS CORP COM 85524410 202 7730 SH SHARED 14 7730 D STARBUCKS CORP COM 85524410 13 500 SH SHR/OTHR 22 500 D STARBUCKS CORP COM 85524410 36 1400 SH SHARED 24 1400 D STARENT NETWORKS CORP COM 85528P10 325 22165 SH SHARED 22165 D STARENT NETWORKS CORP COM 85528P10 490 33400 SH SHARED 10 33400 D STARRETT L S CO CL A 85566810 830 45321 SH SHARED 45321 D STARTEK INC COM 85569C10 9400 871194 SH SHARED 871194 D STARTEK INC COM 85569C10 269 25000 SH SHARED 02 25000 D STATE AUTO FINL CORP COM 85570710 220 7203 SH SHARED 7203 D STATE AUTO FINL CORP COM 85570710 33 1100 SH SHARED 02 1100 D STATE AUTO FINL CORP COM 85570710 65 2153 SH SHARED 10 2153 D STATE BANCORP INC N.Y COM 85571610 5 307 SH SHARED 307 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 992 14800 SH SHARED 14800 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 54069 806172 SH SHARED 806172 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 1729 25791 SH SHARED 01 25691 100 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 7909 117936 SH SHARED 02 116814 1122 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 1609 24000 SH SHARED 04 24000 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 4 70 SH SHARED 05 70 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 1676 25000 SH SHARED 06 25000 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 8709 129857 SH SHARED 10 129857 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 156607 2334990 SH SHARED 11 1460370 874620 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 87 1311 SH SHARED 14 1311 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 26 400 SH SHR/OTHR 23 400 D STATE STR CORP COM 85747710 33746 493364 SH SHARED 493364 D STATE STR CORP COM 85747710 3095 45256 SH SHARED 01 39206 6050 D STATE STR CORP COM 85747710 13 200 SH SHR/OTHR 01 200 D STATE STR CORP COM 85747710 6129 89613 SH SHARED 02 89363 250 D STATE STR CORP COM 85747710 1026 15000 SH SHARED 04 15000 D STATE STR CORP COM 85747710 10 150 SH SHARED 05 150 D STATE STR CORP COM 85747710 2346 34300 SH SHARED 06 31250 3050 D STATE STR CORP COM 85747710 13370 195477 SH SHARED 10 162499 32978 D STATE STR CORP COM 85747710 636 9300 SH SHR/OTHR 10 9300 D STATE STR CORP COM 85747710 1532 22400 SH SHARED 14 22400 D STATE STR CORP COM 85747710 2823 41286 SH SHARED 20 11900 29386 D STATE STR CORP COM 85747710 1266 18512 SH SHR/OTHR 20 18512 D STATE STR CORP COM 85747710 2400 35100 SH SHARED 23 35100 D STATE STR CORP COM 85747710 222 3250 SH SHR/OTHR 23 3250 D STATION CASINOS INC COM 85768910 120151 1384234 SH SHARED 1384234 D STATION CASINOS INC COM 85768910 381 4400 SH SHARED 01 4400 D STATION CASINOS INC COM 85768910 267 3082 SH SHARED 02 3082 D STATION CASINOS INC COM 85768910 138 1600 SH SHARED 06 1200 400 D STATION CASINOS INC COM 85768910 190 2200 SH SHARED 10 2200 D STATOIL ASA SPONSORED ADR 85771P10 11824 381300 SH SHARED 381300 D STATOIL ASA SPONSORED ADR 85771P10 46 1500 SH SHARED 02 1500 D STATOIL ASA SPONSORED ADR 85771P10 14759 475970 SH SHARED 10 475970 D STATOIL ASA SPONSORED ADR 85771P10 1563 50430 SH SHARED 24 50430 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 24846 2210500 SH SHARED 2210500 D STEAK N SHAKE CO COM 85787310 41958 2514007 SH SHARED 2514007 D STEAK N SHAKE CO COM 85787310 51 3100 SH SHARED 01 3100 D STEAK N SHAKE CO COM 85787310 145 8700 SH SHARED 10 8700 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 3091 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 18017 429916 SH SHARED 429916 D STEEL DYNAMICS INC COM 85811910 1638 39100 SH SHARED 01 3300 35800 D STEEL DYNAMICS INC COM 85811910 8913 212687 SH SHARED 02 212687 D STEEL DYNAMICS INC COM 85811910 769 18355 SH SHARED 10 18355 D STEEL DYNAMICS INC COM 85811910 393 9400 SH SHARED 14 9400 D STEELCLOUD INC COM 85815M10 0 319 SH SHARED 319 D STEELCASE INC CL A 85815520 5565 300827 SH SHARED 300827 D STEELCASE INC CL A 85815520 641 34700 SH SHARED 01 34700 D STEELCASE INC CL A 85815520 1640 88656 SH SHARED 02 87306 1350 D STEELCASE INC CL A 85815520 482 26100 SH SHARED 06 26100 D STEELCASE INC CL A 85815520 786 42500 SH SHARED 10 42500 D STEIN MART INC COM 85837510 1504 122735 SH SHARED 122735 D STEIN MART INC COM 85837510 19 1602 SH SHARED 02 2 1600 D STEINWAY MUSICAL INSTRS INC COM 85849510 135 3905 SH SHARED 3905 D STEINWAY MUSICAL INSTRS INC COM 85849510 65 1900 SH SHARED 01 1900 D STEINWAY MUSICAL INSTRS INC COM 85849510 0 21 SH SHARED 02 21 D STEMCELLS INC COM 85857R10 4 1943 SH SHARED 1943 D STEMCELLS INC COM 85857R10 0 8 SH SHARED 02 8 D STEPAN CO COM 85858610 170 5621 SH SHARED 5621 D STEPAN CO PFD CONV 5.50% 85858620 369 11188 SH SHARED 11188 D STEPHAN CO COM 85860310 0 35 SH SHARED 35 D STERLING BANCSHARES INC COM 85890710 1818 160816 SH SHARED 160816 D STERLING BANCSHARES INC COM 85890710 693 61300 SH SHARED 01 61300 D STERLING BANCSHARES INC COM 85890710 2663 235500 SH SHARED 10 235500 D STERICYCLE INC COM 85891210 8486 190888 SH SHARED 190888 D STERICYCLE INC COM 85891210 9245 207955 SH SHARED 01 105430 102525 D STERICYCLE INC COM 85891210 480 10798 SH SHR/OTHR 01 10798 D STERICYCLE INC COM 85891210 441 9935 SH SHARED 02 9935 D STERICYCLE INC COM 85891210 379 8530 SH SHARED 10 4070 4460 D STERICYCLE INC COM 85891210 82 1850 SH SHR/OTHR 10 1850 D STERICYCLE INC COM 85891210 1386 31185 SH SHARED 20 11585 19600 D STERICYCLE INC COM 85891210 80 1820 SH SHR/OTHR 20 1820 D STERICYCLE INC COM 85891210 8 200 SH SHARED 21 200 D STERICYCLE INC COM 85891210 48 1100 SH SHR/OTHR 21 1100 D STERICYCLE INC COM 85891210 412 9283 SH SHARED 22 8673 610 D STERICYCLE INC COM 85891210 24 555 SH SHR/OTHR 22 555 D STERICYCLE INC COM 85891210 1471 33097 SH SHARED 23 28947 4150 D STERICYCLE INC COM 85891210 1133 25505 SH SHR/OTHR 23 25505 D STERIS CORP COM 85915210 2194 71715 SH SHARED 71715 D STERIS CORP COM 85915210 605 19800 SH SHARED 01 19800 D STERIS CORP COM 85915210 2702 88305 SH SHARED 02 88305 D STERIS CORP COM 85915210 553 18100 SH SHARED 10 18100 D STERLING BANCORP COM 85915810 148 9252 SH SHARED 9252 D STERLING BANCORP COM 85915810 0 21 SH SHARED 02 21 D STERLING BANCORP COM 85915810 129 8100 SH SHARED 10 8100 D STEREOTAXIS INC COM 85916J10 228 17532 SH SHARED 17532 D STEREOTAXIS INC COM 85916J10 3802 291125 SH SHARED 02 291125 D STERLING CONSTRUCTION CO INC COM 85924110 537 25434 SH SHARED 25434 D STERLING CONSTRUCTION CO INC COM 85924110 11355 536900 SH SHARED 10 536900 D STERLING FINL CORP COM 85931710 138 13124 SH SHARED 13124 D STERLING FINL CORP COM 85931710 27 2600 SH SHARED 01 2600 D STERLING FINL CORP COM 85931710 362 34500 SH SHARED 10 34500 D STERLING FINL CORP WASH COM 85931910 2658 91874 SH SHARED 91874 D STERLING FINL CORP WASH COM 85931910 243 8400 SH SHARED 01 8400 D STERLING FINL CORP WASH COM 85931910 1089 37649 SH SHARED 02 34774 2875 D STERLING FINL CORP WASH COM 85931910 18985 656018 SH SHARED 10 656018 D STERLING FINL CORP WASH COM 85931910 69 2400 SH SHARED 21 2400 D STEWART ENTERPRISES INC CL A 86037010 584 74985 SH SHARED 74985 D STEWART ENTERPRISES INC CL A 86037010 363 46700 SH SHARED 10 46700 D STEWART INFORMATION SVCS COR COM 86037210 9906 248724 SH SHARED 248724 D STEWART INFORMATION SVCS COR COM 86037210 35 900 SH SHARED 01 900 D STEWART INFORMATION SVCS COR COM 86037210 187 4700 SH SHARED 02 4700 D STEWART INFORMATION SVCS COR COM 86037210 1327 33338 SH SHARED 10 33338 D STEWART INFORMATION SVCS COR COM 86037210 0 20 SH SHARED 23 20 D STIFEL FINL CORP COM 86063010 437 7425 SH SHARED 7425 D STIFEL FINL CORP COM 86063010 12 211 SH SHARED 02 211 D STILLWATER MNG CO COM 86074Q10 6180 561310 SH SHARED 561310 D STILLWATER MNG CO COM 86074Q10 339 30800 SH SHARED 01 30800 D STILLWATER MNG CO COM 86074Q10 636 57849 SH SHARED 02 57849 D STILLWATER MNG CO COM 86074Q10 3080 279836 SH SHARED 10 279836 D STMICROELECTRONICS N V NY REGISTRY 86101210 43825 2283753 SH SHARED 2283753 D STMICROELECTRONICS N V NY REGISTRY 86101210 1141 59476 SH SHARED 02 59476 D STMICROELECTRONICS N V NY REGISTRY 86101210 1151 60000 SH SHARED 04 60000 D STOCKERYALE INC COM NEW 86126T20 1 788 SH SHARED 788 D STONE ENERGY CORP COM 86164210 15034 438830 SH SHARED 438830 D STONE ENERGY CORP COM 86164210 30 900 SH SHARED 01 900 D STONE ENERGY CORP COM 86164210 120 3513 SH SHARED 02 3513 D STONE ENERGY CORP COM 86164210 668 19500 SH SHARED 10 19500 D STONERIDGE INC COM 86183P10 495 40129 SH SHARED 40129 D STONERIDGE INC COM 86183P10 12 1039 SH SHARED 02 1039 D STONEMOR PARTNERS L P COM UNITS 86183Q10 2 114 SH SHARED 114 D STONEMOR PARTNERS L P COM UNITS 86183Q10 222 9000 SH SHARED 02 9000 D STONELEIGH PARTNERS ACQUS CO UNIT 99/99/9999 86192320 418 50000 SH SHARED 50000 D STORA ENSO CORP SPON ADR REP R 86210M10 365 19500 SH SHARED 19500 D STORA ENSO CORP SPON ADR REP R 86210M10 106 5704 SH SHARED 02 5704 D STRATASYS INC COM 86268510 235 5015 SH SHARED 5015 D STRATASYS INC COM 86268510 42 900 SH SHARED 01 900 D STRATASYS INC COM 86268510 29 631 SH SHARED 02 481 150 D STRATASYS INC COM 86268510 840 17900 SH SHARED 10 17900 D STRATEGIC DIAGNOSTICS INC COM 86270010 1 388 SH SHARED 388 D STRATEGIC DIAGNOSTICS INC COM 86270010 0 21 SH SHARED 02 21 D STRATEGIC GLOBAL INCOME FD COM 86271910 78 7000 SH SHARED 02 7000 D STRATEGIC GLOBAL INCOME FD COM 86271910 55 5000 SH SHR/OTHR 20 5000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 200 8900 SH SHARED 8900 D STRATEGIC HOTELS & RESORTS I COM 86272T10 11614 516417 SH SHARED 516417 D STRATEGIC HOTELS & RESORTS I COM 86272T10 260 11600 SH SHARED 01 11600 D STRATEGIC HOTELS & RESORTS I COM 86272T10 2687 119476 SH SHARED 02 107596 11880 D STRATEGIC HOTELS & RESORTS I COM 86272T10 3051 135700 SH SHARED 10 135700 D STRATEGIC HOTELS & RESORTS I COM 86272T10 32637 1451200 SH SHARED 11 877950 573250 D STRATOS INTERNATIONAL INC COM NEW 86310020 14 1795 SH SHARED 1795 D STRATTEC SEC CORP COM 86311110 1199 25545 SH SHARED 25545 D STRATTEC SEC CORP COM 86311110 9 199 SH SHARED 01 199 D STRATUS PPTYS INC COM NEW 86316720 85 2489 SH SHARED 2489 D STRATUS PPTYS INC COM NEW 86316720 13 394 SH SHARED 02 394 D STREAMLINE HEALTH SOLUTIONS COM 86323X10 0 129 SH SHARED 129 D STRAYER ED INC COM 86323610 3459 26269 SH SHARED 26269 D STRAYER ED INC COM 86323610 579 4400 SH SHARED 01 400 4000 D STRAYER ED INC COM 86323610 197 1500 SH SHARED 02 1500 D STRAYER ED INC COM 86323610 525 3987 SH SHARED 10 3987 D STREETTRACKS SER TR SPDR S&P RTL 86330E58 34640 800000 SH SHARED 800000 D STREETTRACKS SER TR SPDR S&P RTL 86330E58 254 5888 SH SHARED 02 5888 D STREETTRACKS SER TR DJ WIL REIT 86330E60 37 456 SH SHARED 02 456 D STREETTRACKS SER TR DJ WIL REIT 86330E60 40 500 SH SHR/OTHR 23 500 D STREETTRACKS SER TR SPDR O&G EXPLO 86330E62 276 6022 SH SHARED 02 600 5422 D STREETTRACKS SER TR SPDR O&G EQUIP 86330E63 253 6903 SH SHARED 02 6903 D STREETTRACKS SER TR SPDR S&P MTL 86330E64 304 4870 SH SHARED 02 4870 D STREETTRACKS SER TR SPDR S&P SEMIC 86330E73 63 1200 SH SHARED 02 1200 D STREETTRACKS SER TR SPDR S&P HOMEB 86330E74 9746 322400 SH SHARED 02 322400 D STREETTRACKS SER TR KBW CAP MARKET 86330E77 1552 22603 SH SHARED 02 19000 3603 D STREETTRACKS SER TR KBW INSURANCE 86330E78 253 4267 SH SHARED 02 4267 D STREETTRACKS GOLD TR GOLD SHS 86330710 10346 160980 SH SHARED 160980 D STREETTRACKS GOLD TR GOLD SHS 86330710 3167 49290 SH SHARED 01 48220 1070 D STREETTRACKS GOLD TR GOLD SHS 86330710 7 115 SH SHR/OTHR 01 115 D STREETTRACKS GOLD TR GOLD SHS 86330710 2429 37801 SH SHARED 02 2000 35801 D STREETTRACKS GOLD TR GOLD SHS 86330710 1707 26570 SH SHARED 06 26570 D STREETTRACKS GOLD TR GOLD SHS 86330710 19909 309773 SH SHARED 10 309773 D STREETTRACKS GOLD TR GOLD SHS 86330710 21892 340638 SH SHARED 19 340638 D STREETTRACKS GOLD TR GOLD SHS 86330710 143 2230 SH SHARED 21 2230 D STREETTRACKS GOLD TR GOLD SHS 86330710 64 1000 SH SHR/OTHR 23 1000 D STREETTRACKS GOLD TR GOLD SHS 86330710 2083 32418 SH SHARED 24 32418 D STREETTRACKS INDEX SHS FDS SPDR NOM SMLCP 86330878 637 12498 SH SHARED 02 12498 D STREETTRACKS INDEX SHS FDS SPDR INTL REAL 86330883 1 25 SH SHARED 01 25 D STREETTRACKS INDEX SHS FDS LATIN AMER ETF 86330887 7 100 SH SHARED 02 100 D STRIDE RITE CORP COM 86331410 2631 129876 SH SHARED 129876 D STRIDE RITE CORP COM 86331410 4080 201392 SH SHARED 02 200517 875 D STRIDE RITE CORP COM 86331410 188 9300 SH SHARED 10 9300 D STRYKER CORP COM 86366710 21209 336180 SH SHARED 336180 D STRYKER CORP COM 86366710 2531 40124 SH SHARED 01 40124 D STRYKER CORP COM 86366710 6407 101555 SH SHARED 02 100725 830 D STRYKER CORP COM 86366710 9 150 SH SHARED 05 150 D STRYKER CORP COM 86366710 2406 38145 SH SHARED 06 35715 2430 D STRYKER CORP COM 86366710 14837 235175 SH SHARED 10 235175 D STRYKER CORP COM 86366710 75 1200 SH SHARED 20 1200 D STUDENT LN CORP COM 86390210 901 4420 SH SHARED 4420 D STUDENT LN CORP COM 86390210 118 580 SH SHARED 02 280 300 D STUDENT LN CORP COM 86390210 224 1100 SH SHARED 10 1100 D STUDENT LN CORP COM 86390210 15 78 SH SHARED 21 78 D STURM RUGER & CO INC COM 86415910 173 11170 SH SHARED 11170 D STURM RUGER & CO INC COM 86415910 297 19169 SH SHARED 02 19169 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 3205 66957 SH SHARED 66957 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 81 1700 SH SHARED 01 1700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 419 8770 SH SHARED 02 8770 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 16194 338300 SH SHARED 10 338300 D SUEZ SPONSORED ADR 86468610 2086 36400 SH SHARED 36400 D SUFFOLK BANCORP COM 86473910 574 17996 SH SHARED 17996 D SUFFOLK BANCORP COM 86473910 13 410 SH SHARED 02 410 D SUFFOLK BANCORP COM 86473910 175 5500 SH SHARED 10 5500 D SUFFOLK BANCORP COM 86473910 1024 32100 SH SHARED 23 32100 D SUFFOLK FIRST BK VA COM 86478810 0 57 SH SHARED 57 D SULPHCO INC COM 86537810 115 32089 SH SHARED 21989 10100 D SULPHCO INC COM 86537810 1 541 SH SHARED 02 541 D SUMMIT FINANCIAL GROUP INC COM 86606G10 3 166 SH SHARED 166 D SUMTOTAL SYS INC COM 86661510 8554 1092554 SH SHARED 1092554 D SUMTOTAL SYS INC COM 86661510 31 4000 SH SHARED 02 4000 D SUN BANCORP INC COM 86663B10 124 7386 SH SHARED 7386 D SUN BANCORP INC COM 86663B10 18 1102 SH SHARED 20 1102 D SUN AMERICAN BANCORP COM NEW 86664A20 3312 333573 SH SHARED 333573 D SUN AMERICAN BANCORP COM NEW 86664A20 7 800 SH SHARED 02 800 D SUN COMMUNITIES INC COM 86667410 18218 611970 SH SHARED 611970 D SUN COMMUNITIES INC COM 86667410 44 1500 SH SHARED 01 1500 D SUN COMMUNITIES INC COM 86667410 729 24520 SH SHARED 02 24300 220 D SUN COMMUNITIES INC COM 86667410 345 11600 SH SHARED 10 11600 D SUN COMMUNITIES INC COM 86667410 101 3400 SH SHARED 21 3400 D SUN LIFE FINL INC COM 86679610 4908 102790 SH SHARED 102790 D SUN LIFE FINL INC COM 86679610 39 826 SH SHARED 01 826 D SUN LIFE FINL INC COM 86679610 130 2728 SH SHARED 02 2728 D SUN LIFE FINL INC COM 86679610 9 200 SH SHARED 05 200 D SUN LIFE FINL INC COM 86679610 236 4951 SH SHARED 06 2101 2850 D SUN LIFE FINL INC COM 86679610 929 19462 SH SHARED 10 19462 D SUN LIFE FINL INC COM 86679610 68 1442 SH SHARED 14 1442 D SUN LIFE FINL INC COM 86679610 212 4443 SH SHARED 20 4000 443 D SUN MICROSYSTEMS INC COM 86681010 7 1500 SH SHARED 1500 D SUN MICROSYSTEMS INC COM 86681010 86263 16399825 SH SHARED 16399575 250 D SUN MICROSYSTEMS INC COM 86681010 1448 275301 SH SHARED 01 263801 11500 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHR/OTHR 01 500 D SUN MICROSYSTEMS INC COM 86681010 3069 583637 SH SHARED 02 441651 141986 D SUN MICROSYSTEMS INC COM 86681010 6314 1200500 SH SHARED 04 1200500 D SUN MICROSYSTEMS INC COM 86681010 9 1790 SH SHARED 05 1790 D SUN MICROSYSTEMS INC COM 86681010 2291 435580 SH SHARED 06 402590 32990 D SUN MICROSYSTEMS INC COM 86681010 56483 10738246 SH SHARED 10 10738246 D SUN MICROSYSTEMS INC COM 86681010 110 21100 SH SHARED 14 21100 D SUN MICROSYSTEMS INC COM 86681010 5864 1115000 SH SHARED 15 1115000 D SUN MICROSYSTEMS INC COM 86681010 333 63435 SH SHARED 19 63435 D SUN MICROSYSTEMS INC COM 86681010 24 4600 SH SHARED 20 4600 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHARED 23 500 D SUN MICROSYSTEMS INC COM 86681010 391 74500 SH SHARED 24 74500 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 15630 2977172 SH SHARED 2977172 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 3 647 SH SHARED 02 647 D SUN HEALTHCARE GROUP INC COM NEW 86693340 10065 694681 SH SHARED 694681 D SUN HEALTHCARE GROUP INC COM NEW 86693340 26 1800 SH SHARED 01 1800 D SUN HEALTHCARE GROUP INC COM NEW 86693340 9 654 SH SHARED 02 654 D SUN HYDRAULICS CORP COM 86694210 4534 92070 SH SHARED 92070 D SUN HYDRAULICS CORP COM 86694210 93 1900 SH SHARED 01 1900 D SUN HYDRAULICS CORP COM 86694210 25 508 SH SHARED 02 508 D SUN HYDRAULICS CORP COM 86694210 1388 28200 SH SHARED 10 28200 D SUNAIR SERVICES CORP COM 86701710 0 151 SH SHARED 151 D SUNAMERICA FCSED ALPHA GRW F COM 86703710 2651 139200 SH SHARED 139200 D SUNAMERICA FCSED ALPHA GRW F COM 86703710 228 12000 SH SHARED 02 12000 D SUNAMERICA FOCUSE ALPHA LC F COM 86703810 591 31300 SH SHARED 31300 D SUNCOR ENERGY INC COM 86722910 1457 16207 SH SHARED 50 16157 D SUNCOR ENERGY INC COM 86722910 32143 357473 SH SHARED 354423 3050 D SUNCOR ENERGY INC COM 86722910 241 2688 SH SHARED 01 2688 D SUNCOR ENERGY INC COM 86722910 1985 22082 SH SHARED 02 10818 11264 D SUNCOR ENERGY INC COM 86722910 113116 1257963 SH SHARED 04 1257963 D SUNCOR ENERGY INC COM 86722910 809 9000 SH SHARED 05 9000 D SUNCOR ENERGY INC COM 86722910 46697 519318 SH SHARED 06 29068 490250 D SUNCOR ENERGY INC COM 86722910 23428 260548 SH SHARED 10 260548 D SUNCOR ENERGY INC COM 86722910 3411 37934 SH SHARED 14 700 37234 D SUNCOR ENERGY INC COM 86722910 5962 66304 SH SHARED 16 66304 D SUNCOR ENERGY INC COM 86722910 436 4850 SH SHR/OTHR 23 4850 D SUNCOR ENERGY INC COM 86722910 1888 21000 SH SHARED 24 21000 D SUNESIS PHARMACEUTICALS INC COM 86732850 2 647 SH SHARED 647 D SUNESIS PHARMACEUTICALS INC COM 86732850 0 2 SH SHARED 02 2 D SUNESIS PHARMACEUTICALS INC COM 86732850 2051 576200 SH SHARED 04 576200 D SUNLINK HEALTH SYSTEMS INC COM 86737U10 0 158 SH SHARED 158 D SUNOPTA INC COM 8676EP10 5 500 SH SHARED 500 D SUNOPTA INC COM 8676EP10 6872 616375 SH SHARED 616375 D SUNOPTA INC COM 8676EP10 1738 155900 SH SHARED 04 155900 D SUNOPTA INC COM 8676EP10 8471 759800 SH SHARED 10 759800 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 24 408 SH SHARED 408 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 187 3115 SH SHARED 02 3115 D SUNOCO INC COM 86764P10 54779 687497 SH SHARED 687497 D SUNOCO INC COM 86764P10 2518 31611 SH SHARED 01 25686 5925 D SUNOCO INC COM 86764P10 59 750 SH SHR/OTHR 01 750 D SUNOCO INC COM 86764P10 13675 171632 SH SHARED 02 169267 2365 D SUNOCO INC COM 86764P10 116 1463 SH SHARED 04 1463 D SUNOCO INC COM 86764P10 1513 18998 SH SHARED 06 17758 1240 D SUNOCO INC COM 86764P10 11603 145628 SH SHARED 10 145628 D SUNOCO INC COM 86764P10 1 25 SH SHR/OTHR 10 25 D SUNOCO INC COM 86764P10 347 4364 SH SHARED 14 4364 D SUNOCO INC COM 86764P10 334 4200 SH SHARED 20 200 4000 D SUNOCO INC COM 86764P10 39 500 SH SHARED 22 100 400 D SUNOCO INC COM 86764P10 330 4150 SH SHARED 23 4150 D SUNOCO INC COM 86764P10 182 2285 SH SHR/OTHR 23 2285 D SUNOCO INC COM 86764P10 564 7090 SH SHARED 24 7090 D SUNPOWER CORP DBCV 1.250% 2/1 867652AA 1256 1000000 PRN SHARED 1000000 D SUNPOWER CORP COM CL A 86765210 3925 62266 SH SHARED 62266 D SUNPOWER CORP COM CL A 86765210 31 500 SH SHARED 01 500 D SUNPOWER CORP COM CL A 86765210 63 1000 SH SHR/OTHR 01 1000 D SUNPOWER CORP COM CL A 86765210 112379 1782392 SH SHARED 02 1781892 500 D SUNPOWER CORP COM CL A 86765210 20491 325000 SH SHARED 04 325000 D SUNPOWER CORP COM CL A 86765210 6262 99318 SH SHARED 05 99318 D SUNPOWER CORP COM CL A 86765210 12 200 SH SHARED 10 200 D SUNRISE SENIOR LIVING INC COM 86768K10 1041 26040 SH SHARED 26040 D SUNRISE SENIOR LIVING INC COM 86768K10 1527 38200 SH SHARED 01 38200 D SUNRISE SENIOR LIVING INC COM 86768K10 44 1120 SH SHARED 02 1120 D SUNRISE SENIOR LIVING INC COM 86768K10 799 20000 SH SHARED 04 20000 D SUNRISE SENIOR LIVING INC COM 86768K10 444 11109 SH SHARED 10 11109 D SUNTRON CORP COM 86789P10 0 71 SH SHARED 71 D SUNSTONE HOTEL INVS INC NEW COM 86789210 3786 133380 SH SHARED 133380 D SUNSTONE HOTEL INVS INC NEW COM 86789210 388 13700 SH SHARED 01 13700 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2175 76646 SH SHARED 02 76646 D SUNSTONE HOTEL INVS INC NEW COM 86789210 3006 105900 SH SHARED 10 105900 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2847 100300 SH SHARED 11 100300 D SUNTRUST BKS INC COM 86791410 42 500 SH SHARED 500 D SUNTRUST BKS INC COM 86791410 63817 744312 SH SHARED 744312 D SUNTRUST BKS INC COM 86791410 13316 155307 SH SHARED 01 146560 8747 D SUNTRUST BKS INC COM 86791410 817 9540 SH SHR/OTHR 01 9540 D SUNTRUST BKS INC COM 86791410 6844 79830 SH SHARED 02 76202 3628 D SUNTRUST BKS INC COM 86791410 14 169 SH SHARED 05 169 D SUNTRUST BKS INC COM 86791410 3204 37374 SH SHARED 06 34114 3260 D SUNTRUST BKS INC COM 86791410 22946 267630 SH SHARED 10 258310 9320 D SUNTRUST BKS INC COM 86791410 214 2500 SH SHARED 14 2500 D SUNTRUST BKS INC COM 86791410 672 7838 SH SHARED 20 4300 3538 D SUNTRUST BKS INC COM 86791410 42 500 SH SHARED 22 500 D SUNTRUST BKS INC COM 86791410 514 6000 SH SHARED 23 6000 D SUNTRUST BKS INC COM 86791410 433 5060 SH SHR/OTHR 23 5060 D SUPERCONDUCTOR TECHNOLOGIES COM NEW 86793130 0 314 SH SHARED 314 D SUPERCONDUCTOR TECHNOLOGIES COM NEW 86793130 0 193 SH SHARED 02 1 192 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 3845 105434 SH SHARED 105434 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 54 1500 SH SHR/OTHR 01 1500 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 9117 250000 SH SHARED 04 250000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 7294 200000 SH SHARED 05 200000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 2992 82042 SH SHARED 10 82042 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 364 10000 SH SHARED 16 10000 D SUPER MICRO COMPUTER INC COM 86800U10 2237 223498 SH SHARED 223498 D SUPER MICRO COMPUTER INC COM 86800U10 6 630 SH SHARED 02 630 D SUPERGEN INC COM 86805910 147 26555 SH SHARED 26555 D SUPERIOR BANCORP COM 86806M10 235 23031 SH SHARED 23031 D SUPERIOR BANCORP COM 86806M10 2 292 SH SHARED 02 292 D SUPERIOR ESSEX INC COM 86815V10 22358 598614 SH SHARED 598614 D SUPERIOR ESSEX INC COM 86815V10 1120 30000 SH SHARED 01 30000 D SUPERIOR ESSEX INC COM 86815V10 1157 31000 SH SHR/OTHR 01 31000 D SUPERIOR ESSEX INC COM 86815V10 7 202 SH SHARED 02 202 D SUPERIOR ESSEX INC COM 86815V10 175 4700 SH SHARED 10 4700 D SUPERIOR ENERGY SVCS INC COM 86815710 9761 244539 SH SHARED 244539 D SUPERIOR ENERGY SVCS INC COM 86815710 1904 47700 SH SHARED 01 14900 32800 D SUPERIOR ENERGY SVCS INC COM 86815710 2074 51966 SH SHARED 02 29166 22800 D SUPERIOR ENERGY SVCS INC COM 86815710 7 200 SH SHARED 06 200 D SUPERIOR ENERGY SVCS INC COM 86815710 26099 653800 SH SHARED 10 641000 12800 D SUPERIOR INDS INTL INC COM 86816810 1045 48037 SH SHARED 48037 D SUPERIOR INDS INTL INC COM 86816810 22 1031 SH SHARED 02 1031 D SUPERIOR INDS INTL INC COM 86816810 245 11300 SH SHARED 10 11300 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 4749 260955 SH SHARED 260955 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 47 2600 SH SHARED 01 2600 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 1013 55694 SH SHARED 02 55694 D SUPERIOR UNIFORM GP INC COM 86835810 1 117 SH SHARED 117 D SUPERIOR WELL SVCS INC COM 86837X10 195 7676 SH SHARED 7676 D SUPERIOR WELL SVCS INC COM 86837X10 3 145 SH SHARED 02 145 D SUPERTEL HOSPITALITY INC MD COM 86852610 3 470 SH SHARED 470 D SUPERTEL HOSPITALITY INC MD COM 86852610 42 5000 SH SHARED 02 5000 D SUPERTEX INC COM 86853210 4558 145443 SH SHARED 145443 D SUPERVALU INC COM 86853610 67056 1447678 SH SHARED 1447678 D SUPERVALU INC COM 86853610 1799 38848 SH SHARED 01 38848 D SUPERVALU INC COM 86853610 2166 46779 SH SHARED 02 45399 1380 D SUPERVALU INC COM 86853610 2 59 SH SHARED 05 59 D SUPERVALU INC COM 86853610 974 21037 SH SHARED 06 19373 1664 D SUPERVALU INC COM 86853610 12290 265330 SH SHARED 10 265330 D SUPERVALU INC COM 86853610 8 182 SH SHR/OTHR 20 182 D SUPPORTSOFT INC COM 86858710 2876 526812 SH SHARED 526812 D SUPPORTSOFT INC COM 86858710 6 1244 SH SHARED 02 1244 D SUPREME INDS INC CL A 86860710 1 234 SH SHARED 234 D SUREWEST COMMUNICATIONS COM 86873310 354 13012 SH SHARED 13012 D SUREWEST COMMUNICATIONS COM 86873310 1 52 SH SHARED 02 52 D SUREWEST COMMUNICATIONS COM 86873310 95 3500 SH SHARED 10 3500 D SURMODICS INC COM 86887310 467 9356 SH SHARED 9356 D SURMODICS INC COM 86887310 2 55 SH SHARED 02 55 D SURMODICS INC COM 86887310 17 350 SH SHARED 10 350 D SUSQUEHANNA BANCSHARES INC P COM 86909910 650 29075 SH SHARED 29075 D SUSQUEHANNA BANCSHARES INC P COM 86909910 653 29200 SH SHARED 01 29200 D SUSQUEHANNA BANCSHARES INC P COM 86909910 4972 222269 SH SHARED 10 222269 D SUSSER HLDGS CORP COM 86923310 814 50274 SH SHARED 50274 D SUTRON CORP COM 86938010 0 56 SH SHARED 56 D SWIFT ENERGY CO COM 87073810 17747 415040 SH SHARED 415040 D SWIFT ENERGY CO COM 87073810 530 12400 SH SHARED 01 12400 D SWIFT ENERGY CO COM 87073810 38 910 SH SHARED 02 910 D SWIFT ENERGY CO COM 87073810 8103 189500 SH SHARED 10 189500 D SWISS HELVETIA FD INC COM 87087510 113 6400 SH SHARED 01 6400 D SWISS HELVETIA FD INC RIGHT 06/22/2007 87087511 256 570900 SH SHARED 570900 D SWISS HELVETIA FD INC RIGHT 06/22/2007 87087511 2 6400 SH SHARED 01 6400 D SWISSCOM AG SPONSORED ADR 87101310 186 5480 SH SHARED 5480 D SWISSCOM AG SPONSORED ADR 87101310 3 114 SH SHARED 01 114 D SWISSCOM AG SPONSORED ADR 87101310 117 3438 SH SHARED 02 3438 D SWITCH & DATA FACILITIES COM COM 87104310 1195 62315 SH SHARED 62315 D SWITCH & DATA FACILITIES COM COM 87104310 2440 127155 SH SHARED 02 127155 D SYBASE INC NOTE 1.750% 2/2 871130AB 32910 30000000 PRN SHARED 30000000 D SYBASE INC COM 87113010 21913 917271 SH SHARED 917271 D SYBASE INC COM 87113010 2066 86500 SH SHARED 01 58800 27700 D SYBASE INC COM 87113010 1361 57000 SH SHR/OTHR 01 57000 D SYBASE INC COM 87113010 374 15681 SH SHARED 02 14131 1550 D SYBASE INC COM 87113010 4425 185259 SH SHARED 10 185259 D SYBASE INC COM 87113010 71 3000 SH SHARED 21 3000 D SYCAMORE NETWORKS INC COM 87120610 9194 2287111 SH SHARED 2287111 D SYCAMORE NETWORKS INC COM 87120610 88 22032 SH SHARED 02 982 21050 D SYCAMORE NETWORKS INC COM 87120610 152 37900 SH SHARED 10 37900 D SYKES ENTERPRISES INC COM 87123710 1145 60308 SH SHARED 60308 D SYKES ENTERPRISES INC COM 87123710 2 144 SH SHARED 02 144 D SYMANTEC CORP NOTE 0.750% 6/1 871503AD 13516 11602000 PRN SHARED 02 11602000 D SYMANTEC CORP COM 87150310 707 35000 SH SHARED 35000 D SYMANTEC CORP COM 87150310 208478 10320717 SH SHARED 10320717 D SYMANTEC CORP COM 87150310 16225 803228 SH SHARED 01 801313 1915 D SYMANTEC CORP COM 87150310 21 1078 SH SHR/OTHR 01 1078 D SYMANTEC CORP COM 87150310 2904 143770 SH SHARED 02 136710 7060 D SYMANTEC CORP COM 87150310 336097 16638500 SH SHARED 04 16638500 D SYMANTEC CORP COM 87150310 28433 1407576 SH SHARED 06 316950 1090626 D SYMANTEC CORP COM 87150310 48154 2383888 SH SHARED 10 2375088 8800 D SYMANTEC CORP COM 87150310 5522 273400 SH SHARED 14 130000 143400 D SYMANTEC CORP COM 87150310 11 570 SH SHARED 20 75 495 D SYMANTEC CORP COM 87150310 301 14940 SH SHARED 22 8850 6090 D SYMANTEC CORP COM 87150310 126 6281 SH SHARED 23 6281 D SYMANTEC CORP COM 87150310 21 1044 SH SHR/OTHR 23 1044 D SYMANTEC CORP COM 87150310 381 18900 SH SHARED 24 18900 D SYMBION INC DEL COM 87150710 233 10757 SH SHARED 10757 D SYMBION INC DEL COM 87150710 4989 229823 SH SHARED 02 229823 D SYMBION INC DEL COM 87150710 197 9100 SH SHARED 10 9100 D SYMMETRICOM INC NOTE 3.250% 6/1 871543AB 159 160000 PRN SHARED 02 160000 D SYMMETRICOM INC COM 87154310 192 22956 SH SHARED 22956 D SYMMETRICOM INC COM 87154310 633 75466 SH SHARED 02 14631 60835 D SYMMETRY HLDGS INC COM 87154510 304 40346 SH SHARED 40346 D SYMMETRY MED INC COM 87154620 289 18092 SH SHARED 18092 D SYMMETRY MED INC COM 87154620 144 9000 SH SHARED 10 9000 D SYMYX TECHNOLOGIES COM 87155S10 397 34501 SH SHARED 34501 D SYMYX TECHNOLOGIES COM 87155S10 20 1766 SH SHARED 20 1766 D SYMS CORP COM 87155110 65 3296 SH SHARED 3296 D SYMS CORP COM 87155110 0 1 SH SHARED 02 1 D SYNALLOY CP DEL COM 87156510 676 19398 SH SHARED 19398 D SYNALLOY CP DEL COM 87156510 17 500 SH SHARED 02 500 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 510 17385 SH SHARED 17385 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 1907 65000 SH SHARED 01 65000 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 2053 70000 SH SHR/OTHR 01 70000 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 420 14323 SH SHARED 02 673 13650 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB 6025 6225000 PRN SHARED 6225000 D SYNAPTICS INC COM 87157D10 665 18607 SH SHARED 18607 D SYNERGY BRANDS INC COM PAR $.001 87159E40 0 147 SH SHARED 147 D SYNGENTA AG SPONSORED ADR 87160A10 7233 185800 SH SHARED 185800 D SYNGENTA AG SPONSORED ADR 87160A10 572 14695 SH SHARED 02 14695 D SYNERGX SYSTEMS INC COM 87160C10 0 97 SH SHARED 97 D SYNERGETICS USA INC COM 87160G10 2 610 SH SHARED 610 D SYNPLICITY INC COM 87160Y10 857 122485 SH SHARED 122485 D SYNOPSYS INC COM 87160710 7292 275906 SH SHARED 275906 D SYNOPSYS INC COM 87160710 2127 80492 SH SHARED 01 36092 44400 D SYNOPSYS INC COM 87160710 843 31913 SH SHARED 02 24317 7596 D SYNOPSYS INC COM 87160710 103 3930 SH SHARED 06 3200 730 D SYNOPSYS INC COM 87160710 734 27805 SH SHARED 10 27805 D SYNOPSYS INC COM 87160710 87 3317 SH SHARED 14 3317 D SYNOVUS FINL CORP COM 87161C10 22687 739008 SH SHARED 739008 D SYNOVUS FINL CORP COM 87161C10 1094 35640 SH SHARED 01 35640 D SYNOVUS FINL CORP COM 87161C10 2853 92948 SH SHARED 02 92948 D SYNOVUS FINL CORP COM 87161C10 925 30160 SH SHARED 06 28050 2110 D SYNOVUS FINL CORP COM 87161C10 10281 334904 SH SHARED 10 334904 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 4 304 SH SHARED 304 D SYNTEL INC COM 87162H10 1179 38798 SH SHARED 38798 D SYNTEL INC COM 87162H10 24 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 30 1016 SH SHARED 02 1016 D SYNTA PHARMACEUTICALS CORP COM 87162T20 29 3572 SH SHARED 3572 D SYNTA PHARMACEUTICALS CORP COM 87162T20 0 66 SH SHARED 02 66 D SYNERGY FINANCIAL GROUP INC COM 87162V10 3 258 SH SHARED 258 D SYNERGY FINANCIAL GROUP INC COM 87162V10 0 1 SH SHARED 02 1 D SYNNEX CORP COM 87162W10 3197 155166 SH SHARED 155166 D SYNNEX CORP COM 87162W10 7 343 SH SHARED 02 343 D SYNIVERSE HLDGS INC COM 87163F10 1048 81529 SH SHARED 81529 D SYNIVERSE HLDGS INC COM 87163F10 372 29000 SH SHARED 01 29000 D SYNIVERSE HLDGS INC COM 87163F10 475 36978 SH SHARED 02 36978 D SYNIVERSE HLDGS INC COM 87163F10 648 50400 SH SHARED 10 50400 D SYNTAX BRILLIAN CORP COM 87163L10 5051 1026759 SH SHARED 1026759 D SYNTAX BRILLIAN CORP COM 87163L10 85 17300 SH SHARED 01 17300 D SYNTAX BRILLIAN CORP COM 87163L10 19 3920 SH SHARED 02 3920 D SYNTROLEUM CORP COM 87163010 522 189463 SH SHARED 189463 D SYNTROLEUM CORP COM 87163010 0 102 SH SHARED 02 102 D SYNUTRA INTL INC COM 87164C10 652 32127 SH SHARED 32127 D SYNUTRA INTL INC COM 87164C10 5 273 SH SHARED 02 273 D SYPRIS SOLUTIONS INC COM 87165510 912 113748 SH SHARED 113748 D SYSCO CORP COM 87182910 76 2330 SH SHARED 2330 D SYSCO CORP COM 87182910 56080 1699927 SH SHARED 1699927 D SYSCO CORP COM 87182910 9044 274170 SH SHARED 01 218015 56155 D SYSCO CORP COM 87182910 433 13152 SH SHR/OTHR 01 13152 D SYSCO CORP COM 87182910 3331 100976 SH SHARED 02 81621 19355 D SYSCO CORP COM 87182910 9 300 SH SHARED 05 300 D SYSCO CORP COM 87182910 2195 66555 SH SHARED 06 60955 5600 D SYSCO CORP COM 87182910 11546 350010 SH SHARED 10 294330 55680 D SYSCO CORP COM 87182910 1651 50075 SH SHR/OTHR 10 50075 D SYSCO CORP COM 87182910 600 18204 SH SHARED 14 18204 D SYSCO CORP COM 87182910 32 1000 SH SHARED 19 1000 D SYSCO CORP COM 87182910 2279 69101 SH SHARED 20 27041 42060 D SYSCO CORP COM 87182910 1230 37300 SH SHR/OTHR 20 37300 D SYSCO CORP COM 87182910 79 2400 SH SHARED 21 2400 D SYSCO CORP COM 87182910 575 17455 SH SHARED 22 12600 4855 D SYSCO CORP COM 87182910 140 4250 SH SHR/OTHR 22 4250 D SYSCO CORP COM 87182910 1245 37745 SH SHARED 23 37695 50 D SYSCO CORP COM 87182910 1271 38528 SH SHR/OTHR 23 38528 D SYSTEMAX INC COM 87185110 10169 488668 SH SHARED 488668 D SYSTEMAX INC COM 87185110 410 19743 SH SHARED 02 19743 D SYSTEMS XCELLENCE INC COM NEW 87192920 14 500 SH SHARED 02 500 D SYSTEMS XCELLENCE INC COM NEW 87192920 12845 446482 SH SHARED 10 446482 D TCF FINL CORP COM 87227510 1270 45697 SH SHARED 45697 D TCF FINL CORP COM 87227510 1100 39600 SH SHARED 01 1800 37800 D TCF FINL CORP COM 87227510 608 21884 SH SHARED 02 21574 310 D TCF FINL CORP COM 87227510 94 3390 SH SHARED 06 2800 590 D TCF FINL CORP COM 87227510 321 11575 SH SHARED 10 11575 D TC PIPELINES LP UT COM LTD PRT 87233Q10 17356 439407 SH SHARED 439407 D TC PIPELINES LP UT COM LTD PRT 87233Q10 2250 56965 SH SHARED 02 700 56265 D TCW STRATEGIC INCOME FUND IN COM 87234010 1 293 SH SHARED 293 D TD AMERITRADE HLDG CORP COM 87236Y10 55 2759 SH SHARED 2759 D TD AMERITRADE HLDG CORP COM 87236Y10 20641 1032054 SH SHARED 1032054 D TD AMERITRADE HLDG CORP COM 87236Y10 62 3100 SH SHARED 01 3100 D TD AMERITRADE HLDG CORP COM 87236Y10 15828 791444 SH SHARED 02 791444 D TD AMERITRADE HLDG CORP COM 87236Y10 3000 150000 SH SHARED 04 150000 D TD AMERITRADE HLDG CORP COM 87236Y10 2684 134220 SH SHARED 10 134220 D TECO ENERGY INC COM 87237510 7683 447231 SH SHARED 447231 D TECO ENERGY INC COM 87237510 322 18800 SH SHARED 01 18800 D TECO ENERGY INC COM 87237510 721 41998 SH SHARED 02 35998 6000 D TECO ENERGY INC COM 87237510 255 14850 SH SHARED 06 14850 D TECO ENERGY INC COM 87237510 7349 427788 SH SHARED 10 427788 D TECO ENERGY INC COM 87237510 97 5700 SH SHR/OTHR 23 5700 D TEL OFFSHORE TR UNIT BEN INT 87238210 0 58 SH SHARED 02 58 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 32211 726142 SH SHARED 726142 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 3649 82270 SH SHARED 02 82270 D TESSCO TECHNOLOGIES INC COM 87238610 1 84 SH SHARED 84 D TF FINL CORP COM 87239110 2 69 SH SHARED 69 D TF FINL CORP COM 87239110 0 3 SH SHARED 02 3 D TFS FINL CORP COM 87240R10 4911 425630 SH SHARED 425630 D TFS FINL CORP COM 87240R10 22 1980 SH SHARED 01 1980 D TFS FINL CORP COM 87240R10 4 420 SH SHARED 02 420 D TGC INDS INC COM NEW 87241730 762 69928 SH SHARED 69928 D TGC INDS INC COM NEW 87241730 0 1 SH SHARED 02 1 D THQ INC COM NEW 87244340 14993 491265 SH SHARED 491265 D THQ INC COM NEW 87244340 1851 60662 SH SHARED 01 60250 412 D THQ INC COM NEW 87244340 1464 48000 SH SHR/OTHR 01 48000 D THQ INC COM NEW 87244340 0 11 SH SHARED 02 11 D THQ INC COM NEW 87244340 28586 936653 SH SHARED 10 936653 D TIB FINL CORP COM 87244910 3 300 SH SHARED 300 D TIB FINL CORP COM 87244910 0 1 SH SHARED 02 1 D TII NETWORK TECHNOLOGIES INC COM NEW 87247920 0 301 SH SHARED 301 D TJX COS INC NEW COM 87254010 612 22270 SH SHARED 22270 D TJX COS INC NEW COM 87254010 37004 1345619 SH SHARED 1345619 D TJX COS INC NEW COM 87254010 7755 282015 SH SHARED 01 242310 39705 D TJX COS INC NEW COM 87254010 5937 215914 SH SHARED 02 215914 D TJX COS INC NEW COM 87254010 715 26017 SH SHARED 04 26017 D TJX COS INC NEW COM 87254010 7 260 SH SHARED 05 260 D TJX COS INC NEW COM 87254010 1656 60244 SH SHARED 06 56044 4200 D TJX COS INC NEW COM 87254010 7601 276407 SH SHARED 10 273187 3220 D TJX COS INC NEW COM 87254010 52 1900 SH SHR/OTHR 10 1900 D TJX COS INC NEW COM 87254010 777 28256 SH SHARED 14 28256 D TJX COS INC NEW COM 87254010 3838 139582 SH SHARED 16 139582 D TJX COS INC NEW COM 87254010 383 13960 SH SHARED 20 11750 2210 D TJX COS INC NEW COM 87254010 190 6925 SH SHARED 22 4125 2800 D TJX COS INC NEW COM 87254010 82 3000 SH SHARED 23 3000 D TJX COS INC NEW COM 87254010 38 1400 SH SHR/OTHR 23 1400 D TLC VISION CORP COM 87254910 90 17469 SH SHARED 17469 D TNT N V SPONSORED ADR 87260W10 2893 64300 SH SHARED 64300 D TRC COS INC COM 87262510 621 41898 SH SHARED 41898 D TRC COS INC COM 87262510 1 69 SH SHARED 02 69 D TRM CORP COM 87263610 32 22297 SH SHARED 22297 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 10022 272124 SH SHARED 221024 51100 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 14919 405100 SH SHARED 01 401000 4100 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 87 2375 SH SHARED 02 2375 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 386 10500 SH SHARED 06 10500 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 9517 258410 SH SHARED 10 232210 26200 D TS&W CLAYMORE TAX ADVNTG BL COM 87280R10 195 13000 SH SHARED 02 13000 D TSR INC COM 87288510 0 66 SH SHARED 66 D TVI CORP NEW COM 87291610 0 822 SH SHARED 822 D TNS INC COM 87296010 2669 185285 SH SHARED 185285 D TNS INC COM 87296010 407 28300 SH SHARED 02 28300 D TNS INC COM 87296010 112 7800 SH SHARED 10 7800 D TOUSA INC COM 87296210 10692 2551929 SH SHARED 2551929 D TOUSA INC COM 87296210 15 3593 SH SHARED 21 3593 D TTM TECHNOLOGIES INC COM 87305R10 706 54320 SH SHARED 54320 D TTM TECHNOLOGIES INC COM 87305R10 156 12024 SH SHARED 02 12024 D TTM TECHNOLOGIES INC COM 87305R10 136 10500 SH SHARED 10 10500 D T-3 ENERGY SRVCS INC COM 87306E10 7115 212711 SH SHARED 212711 D T-3 ENERGY SRVCS INC COM 87306E10 8 257 SH SHARED 02 257 D T-3 ENERGY SRVCS INC COM 87306E10 234 7000 SH SHARED 04 7000 D TVIA INC COM 87307P10 0 759 SH SHARED 759 D TXCO RES INC COM 87311M10 2199 213937 SH SHARED 213937 D TXCO RES INC COM 87311M10 15 1545 SH SHARED 02 1545 D TXU CORP COM 87316810 594236 8829671 SH SHARED 8829671 D TXU CORP COM 87316810 4607 68458 SH SHARED 01 63803 4655 D TXU CORP COM 87316810 195 2900 SH SHR/OTHR 01 2900 D TXU CORP COM 87316810 14879 221087 SH SHARED 02 217049 4038 D TXU CORP COM 87316810 90 1342 SH SHARED 04 1342 D TXU CORP COM 87316810 68006 1010501 SH SHARED 04 1010501 D TXU CORP COM 87316810 13 200 SH SHARED 05 200 D TXU CORP COM 87316810 30067 446773 SH SHARED 06 127998 318775 D TXU CORP COM 87316810 214372 3185325 SH SHARED 10 3185325 D TXU CORP COM 87316810 608 9041 SH SHARED 14 9041 D TXU CORP COM 87316810 1970 29283 SH SHARED 16 29283 D TXU CORP COM 87316810 15 225 SH SHR/OTHR 21 225 D TXU CORP COM 87316810 3 54 SH SHARED 22 54 D TXU CORP COM 87316810 605 9000 SH SHARED 23 9000 D TXU CORP COM 87316810 484 7200 SH SHR/OTHR 23 7200 D TAG-IT PAC INC COM 87377410 0 405 SH SHARED 405 D TAILWIND FINL INC COM 87402310 4183 549067 SH SHARED 549067 D TAILWIND FINL INC *W EXP 04/11/201 87402311 0 13 SH SHARED 13 D TAITRON COMPONENTS INC CL A 87402810 0 96 SH SHARED 96 D TAIWAN FD INC COM 87403610 201 10000 SH SHR/OTHR 23 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 49658 4461708 SH SHARED 4461243 465 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 4967 446315 SH SHARED 01 446315 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 6970 626322 SH SHARED 02 624835 1487 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 152723 13721750 SH SHARED 04 13718424 3326 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 38943 3498990 SH SHARED 06 202111 3296879 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 25331 2275986 SH SHARED 10 2275986 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 590 53064 SH SHARED 14 14070 38994 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 4942 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 1637 147132 SH SHARED 24 147132 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 32261 1615506 SH SHARED 1615506 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 389 19500 SH SHARED 01 19500 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 522 26166 SH SHARED 02 26166 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 8557 428502 SH SHARED 10 428502 D TAL INTL GROUP INC COM 87408310 241 8144 SH SHARED 8144 D TAL INTL GROUP INC COM 87408310 21 714 SH SHARED 02 714 D TAL INTL GROUP INC COM 87408310 154 5200 SH SHARED 10 5200 D TALBOTS INC COM 87416110 1319 52732 SH SHARED 52732 D TALBOTS INC COM 87416110 16 657 SH SHARED 02 52 605 D TALBOTS INC COM 87416110 90 3600 SH SHARED 10 3600 D TALEO CORP CL A 87424N10 182 8082 SH SHARED 8082 D TALEO CORP CL A 87424N10 69 3100 SH SHARED 01 3100 D TALEO CORP CL A 87424N10 589 26158 SH SHARED 02 11498 14660 D TALEO CORP CL A 87424N10 876 38900 SH SHARED 10 38900 D TALISMAN ENERGY INC COM 87425E10 26074 1348907 SH SHARED 1339407 9500 D TALISMAN ENERGY INC COM 87425E10 2287 118339 SH SHARED 01 9219 109120 D TALISMAN ENERGY INC COM 87425E10 39 2025 SH SHR/OTHR 01 2025 D TALISMAN ENERGY INC COM 87425E10 4653 240717 SH SHARED 02 239717 1000 D TALISMAN ENERGY INC COM 87425E10 3286 170000 SH SHARED 04 170000 D TALISMAN ENERGY INC COM 87425E10 7 400 SH SHARED 05 400 D TALISMAN ENERGY INC COM 87425E10 197 10229 SH SHARED 06 3929 6300 D TALISMAN ENERGY INC COM 87425E10 581 30100 SH SHARED 10 30100 D TALISMAN ENERGY INC COM 87425E10 904 46800 SH SHARED 14 46800 D TALISMAN ENERGY INC COM 87425E10 301 15600 SH SHARED 19 15600 D TALISMAN ENERGY INC COM 87425E10 34 1800 SH SHARED 20 1800 D TALISMAN ENERGY INC COM 87425E10 375 19400 SH SHARED 23 19400 D TALISMAN ENERGY INC COM 87425E10 558 28900 SH SHR/OTHR 23 28900 D TAM SA SP ADR REP PFD 87484D10 14401 435100 SH SHARED 435100 D TAM SA SP ADR REP PFD 87484D10 12316 372100 SH SHARED 01 372100 D TAM SA SP ADR REP PFD 87484D10 16 500 SH SHARED 02 500 D TAM SA SP ADR REP PFD 87484D10 25654 775050 SH SHARED 04 775050 D TAM SA SP ADR REP PFD 87484D10 4303 130000 SH SHARED 05 130000 D TANDY BRANDS ACCESSORIES INC COM 87537810 1 146 SH SHARED 146 D TANDY LEATHER FACTORY INC COM 87538X10 1 178 SH SHARED 178 D TANGER FACTORY OUTLET CTRS I COM 87546510 848 22650 SH SHARED 22650 D TANGER FACTORY OUTLET CTRS I COM 87546510 3632 96983 SH SHARED 96983 D TANGER FACTORY OUTLET CTRS I COM 87546510 101 2700 SH SHARED 01 2700 D TANGER FACTORY OUTLET CTRS I COM 87546510 374 10000 SH SHR/OTHR 01 10000 D TANGER FACTORY OUTLET CTRS I COM 87546510 681 18200 SH SHARED 10 18200 D TANGER FACTORY OUTLET CTRS I COM 87546510 155252 4145600 SH SHARED 11 2399150 1746450 D TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE 3426 3070000 PRN SHARED 02 3070000 D TANOX INC COM 87588Q10 1015 52343 SH SHARED 52343 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 14 3180 SH SHARED 3180 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 52 11457 SH SHARED 02 11457 D TAPESTRY PHARMACEUTICALS INC COM NEW 87603120 0 333 SH SHARED 333 D TARGACEPT INC COM 87611R30 2 307 SH SHARED 307 D TARGACEPT INC COM 87611R30 26 2900 SH SHARED 02 400 2500 D TARGACEPT INC COM 87611R30 91 10000 SH SHARED 04 10000 D TARGA RESOURCES PARTNERS LP COM UNIT 87611X10 14261 425714 SH SHARED 425714 D TARGET CORP COM 87612E10 121 1910 SH SHARED 1910 D TARGET CORP COM 87612E10 1451001 22814480 SH SHARED 22775488 39000 D TARGET CORP COM 87612E10 20153 316883 SH SHARED 01 309296 7587 D TARGET CORP COM 87612E10 509 8015 SH SHR/OTHR 01 8015 D TARGET CORP COM 87612E10 371881 5847199 SH SHARED 02 5834414 12785 D TARGET CORP COM 87612E10 1615 25400 SH SHARED 05 25400 D TARGET CORP COM 87612E10 8986 141293 SH SHARED 06 133790 7503 D TARGET CORP COM 87612E10 141731 2228485 SH SHARED 10 2222115 6370 D TARGET CORP COM 87612E10 413 6500 SH SHR/OTHR 10 6500 D TARGET CORP COM 87612E10 184 2896 SH SHARED 14 2896 D TARGET CORP COM 87612E10 1550 24385 SH SHARED 20 7515 16870 D TARGET CORP COM 87612E10 670 10550 SH SHR/OTHR 20 10550 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 1912 30070 SH SHARED 23 28970 1100 D TARGET CORP COM 87612E10 3883 61057 SH SHR/OTHR 23 61057 D TARGET CORP COM 87612E10 128 2016 SH SHARED 24 2016 D TARGETED GENETICS CORP COM NEW 87612M30 0 224 SH SHARED 224 D TARGETED GENETICS CORP COM NEW 87612M30 0 21 SH SHARED 02 21 D TARGET LOGISTICS INC COM 87612310 0 195 SH SHARED 195 D TARPON INDS INC COM 87622310 0 116 SH SHARED 116 D TARRAGON CORP COM 87628710 4112 486101 SH SHARED 486101 D TARRANT APPAREL GROUP COM 87628910 0 450 SH SHARED 450 D TARRANT APPAREL GROUP COM 87628910 0 102 SH SHARED 02 102 D TASER INTL INC COM 87651B10 1191 85324 SH SHARED 85324 D TASER INTL INC COM 87651B10 5 400 SH SHARED 01 400 D TASER INTL INC COM 87651B10 61 4397 SH SHARED 02 4397 D TASEKO MINES LTD COM 87651110 227 61600 SH SHARED 61600 D TASTY BAKING CO COM 87655330 153 14681 SH SHARED 14681 D TATA MTRS LTD SPONSORED ADR 87656850 11170 680300 SH SHARED 680300 D TATA MTRS LTD SPONSORED ADR 87656850 1078 65700 SH SHARED 04 65700 D TATA MTRS LTD SPONSORED ADR 87656850 942 57400 SH SHARED 10 57400 D TAUBMAN CTRS INC COM 87666410 280 5650 SH SHARED 5650 D TAUBMAN CTRS INC COM 87666410 6602 133095 SH SHARED 133095 D TAUBMAN CTRS INC COM 87666410 183 3700 SH SHARED 01 3700 D TAUBMAN CTRS INC COM 87666410 310 6253 SH SHARED 02 5059 1194 D TAUBMAN CTRS INC COM 87666410 14104 284300 SH SHARED 10 284300 D TAUBMAN CTRS INC COM 87666410 66231 1335050 SH SHARED 11 806300 528750 D TAYLOR CAP GROUP INC COM 87685110 246 8950 SH SHARED 8950 D TAYLOR CAP GROUP INC COM 87685110 123 4500 SH SHARED 01 2600 1900 D TAYLOR CAP GROUP INC COM 87685110 740 26900 SH SHARED 10 26900 D TAYLOR DEVICES INC COM 87716310 0 62 SH SHARED 62 D TEAMSTAFF INC COM NEW 87815U20 0 371 SH SHARED 371 D TEAMSTAFF INC COM NEW 87815U20 0 1 SH SHARED 02 1 D TEAM FINANCIAL INC COM 87815X10 0 61 SH SHARED 61 D TEAM FINANCIAL INC COM 87815X10 0 3 SH SHARED 02 3 D TEAM INC COM 87815510 172 3834 SH SHARED 3834 D TEAM INC COM 87815510 3 83 SH SHARED 02 83 D TEAM INC COM 87815510 809 18000 SH SHARED 10 18000 D TEAM INC COM 87815510 35 800 SH SHARED 21 800 D TECH DATA CORP DBCV 2.750%12/1 878237AE 2284 2350000 PRN SHARED 02 2350000 D TECH DATA CORP COM 87823710 70298 1827835 SH SHARED 1827835 D TECH DATA CORP COM 87823710 834 21700 SH SHARED 01 5100 16600 D TECH DATA CORP COM 87823710 245 6383 SH SHARED 02 6383 D TECH DATA CORP COM 87823710 473 12300 SH SHARED 10 12300 D TECH OPS SEVCON INC COM 87829310 0 65 SH SHARED 65 D TECHTEAM GLOBAL INC COM 87831110 2 237 SH SHARED 237 D TECHTEAM GLOBAL INC COM 87831110 0 1 SH SHARED 02 1 D TECHE HLDG CO COM 87833010 2 52 SH SHARED 52 D TECHNE CORP COM 87837710 1628 28468 SH SHARED 28468 D TECHNE CORP COM 87837710 766 13400 SH SHARED 01 13400 D TECHNE CORP COM 87837710 247 4325 SH SHARED 02 4325 D TECHNE CORP COM 87837710 547 9577 SH SHARED 10 9577 D TECHNIP NEW SPONSORED ADR 87854620 4195 50800 SH SHARED 50800 D TECHNIP NEW SPONSORED ADR 87854620 60 730 SH SHARED 02 730 D TECHNITROL INC COM 87855510 6990 243843 SH SHARED 243843 D TECHNITROL INC COM 87855510 716 25000 SH SHARED 01 25000 D TECHNITROL INC COM 87855510 4 158 SH SHARED 02 158 D TECHNITROL INC COM 87855510 2092 73000 SH SHARED 10 73000 D TECHNOLOGY INVT CAP CORP COM 87871730 318 20142 SH SHARED 20142 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 56 SH SHARED 56 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 12 SH SHARED 02 12 D TECHNOLOGY RESH CORP COM NEW 87872730 0 148 SH SHARED 148 D TECHWELL INC COM 87874D10 98 7483 SH SHARED 7483 D TECHWELL INC COM 87874D10 8 617 SH SHARED 02 617 D TECHTARGET INC COM 87874R10 628 48910 SH SHARED 48910 D TECHTARGET INC COM 87874R10 6 525 SH SHARED 02 525 D TECK COMINCO LTD CL B 87874220 3825 90000 SH SHARED 90000 D TECK COMINCO LTD CL B 87874220 15103 355366 SH SHARED 355366 D TECK COMINCO LTD CL B 87874220 82 1932 SH SHARED 01 1932 D TECK COMINCO LTD CL B 87874220 17 405 SH SHARED 02 405 D TECK COMINCO LTD CL B 87874220 49 1155 SH SHARED 04 1155 D TECK COMINCO LTD CL B 87874220 4675 110000 SH SHARED 04 110000 D TECK COMINCO LTD CL B 87874220 8 200 SH SHARED 05 200 D TECK COMINCO LTD CL B 87874220 3323 78206 SH SHARED 06 59306 18900 D TECK COMINCO LTD CL B 87874220 297 7000 SH SHARED 10 7000 D TECK COMINCO LTD CL B 87874220 443 10440 SH SHARED 14 10440 D TECUMSEH PRODS CO CL B 87889510 1 115 SH SHARED 02 115 D TECUMSEH PRODS CO CL A 87889520 1108 70585 SH SHARED 70585 D TECUMSEH PRODS CO CL A 87889520 8 526 SH SHARED 02 526 D TEGAL CORP COM NEW 87900820 1 176 SH SHARED 176 D TEJON RANCH CO DEL COM 87908010 495 11200 SH SHARED 11200 D TEKELEC NOTE 2.250% 6/1 879101AE 4558 4522000 PRN SHARED 4522000 D TEKELEC COM 87910110 599 41575 SH SHARED 41575 D TEKELEC COM 87910110 431 29900 SH SHARED 01 29900 D TEKELEC COM 87910110 81 5642 SH SHARED 02 934 4708 D TEKELEC COM 87910110 1475 102334 SH SHARED 10 102334 D TEKTRONIX INC COM 87913110 12527 371288 SH SHARED 371288 D TEKTRONIX INC COM 87913110 634 18799 SH SHARED 01 18799 D TEKTRONIX INC COM 87913110 338 10025 SH SHARED 02 10025 D TEKTRONIX INC COM 87913110 204 6050 SH SHARED 06 6050 D TEKTRONIX INC COM 87913110 14465 428734 SH SHARED 10 428734 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 32931 1735978 SH SHARED 1735978 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 949 50033 SH SHARED 02 50033 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 13387 705700 SH SHARED 04 705700 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 44 1100 SH SHARED 1100 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 36 900 SH SHARED 02 900 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 8915 324673 SH SHARED 324673 D TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y20 120 5484 SH SHARED 02 5484 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 615 24700 SH SHARED 24700 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 224 9000 SH SHARED 04 9000 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 301 12100 SH SHARED 10 12100 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 7125 255200 SH SHARED 255200 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 22 800 SH SHARED 02 800 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 0 20 SH SHARED 20 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 156 4000 SH SHARED 02 4000 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 5741 176458 SH SHARED 176458 D TELECOMMUNICATION SYS INC CL A 87929J10 371 73090 SH SHARED 73090 D TELECOMMUNICATION SYS INC CL A 87929J10 0 3 SH SHARED 02 3 D TELEDYNE TECHNOLOGIES INC COM 87936010 2757 60003 SH SHARED 60003 D TELEDYNE TECHNOLOGIES INC COM 87936010 259 5656 SH SHARED 02 4996 660 D TELEDYNE TECHNOLOGIES INC COM 87936010 487 10600 SH SHARED 10 10600 D TELEFLEX INC COM 87936910 10327 126289 SH SHARED 126289 D TELEFLEX INC COM 87936910 1212 14825 SH SHARED 01 3000 11825 D TELEFLEX INC COM 87936910 1419 17362 SH SHARED 02 17362 D TELEFLEX INC COM 87936910 2028 24800 SH SHARED 10 20800 4000 D TELEFLEX INC COM 87936910 89 1100 SH SHARED 21 1100 D TELEFLEX INC COM 87936910 98 1200 SH SHR/OTHR 23 1200 D TELEFONICA DE ARGENTINA S A SPONSORED ADR 87937840 354 18100 SH SHARED 18100 D TELEFONICA S A SPONSORED ADR 87938220 0 2 SH SHARED 2 D TELEFONICA S A SPONSORED ADR 87938220 7922 118678 SH SHARED 118678 D TELEFONICA S A SPONSORED ADR 87938220 799 11972 SH SHARED 01 8562 3410 D TELEFONICA S A SPONSORED ADR 87938220 305 4577 SH SHARED 10 4577 D TELEFONICA S A SPONSORED ADR 87938220 1036 15521 SH SHARED 20 6633 8888 D TELEFONICA S A SPONSORED ADR 87938220 232 3477 SH SHR/OTHR 20 3477 D TELEFONICA S A SPONSORED ADR 87938220 24 370 SH SHR/OTHR 21 370 D TELEFONICA S A SPONSORED ADR 87938220 7 110 SH SHARED 22 110 D TELEFONICA S A SPONSORED ADR 87938220 90 1350 SH SHR/OTHR 23 1350 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 5096 134495 SH SHARED 134495 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 6763 178500 SH SHARED 01 178500 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 151 4000 SH SHR/OTHR 01 4000 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 68 1800 SH SHARED 02 1800 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 4433 117000 SH SHARED 04 117000 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 4270 112700 SH SHARED 14 112700 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 203 5360 SH SHARED 20 5360 D TELEPHONE & DATA SYS INC COM 87943310 9290 148489 SH SHARED 148489 D TELEPHONE & DATA SYS INC COM 87943310 2515 40200 SH SHARED 01 8200 32000 D TELEPHONE & DATA SYS INC COM 87943310 846 13534 SH SHARED 02 13534 D TELEPHONE & DATA SYS INC COM 87943310 115 1850 SH SHARED 06 1400 450 D TELEPHONE & DATA SYS INC COM 87943310 4926 78735 SH SHARED 10 78735 D TELEPHONE & DATA SYS INC SPL COM 87943386 3647 63387 SH SHARED 63387 D TELEPHONE & DATA SYS INC SPL COM 87943386 471 8200 SH SHARED 01 8200 D TELEPHONE & DATA SYS INC SPL COM 87943386 225 3926 SH SHARED 02 3926 D TELEPHONE & DATA SYS INC SPL COM 87943386 109 1900 SH SHARED 06 1400 500 D TELEPHONE & DATA SYS INC SPL COM 87943386 15 267 SH SHARED 14 267 D TELEPHONE & DATA SYS INC SPL COM 87943386 106 1850 SH SHARED 21 1850 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 428 8529 SH SHARED 8529 D TELESTONE TECHNOLOGIES CORP COM 87953J10 226 34700 SH SHARED 34700 D TELIK INC COM 87959M10 832 246319 SH SHARED 246319 D TELIK INC COM 87959M10 0 100 SH SHARED 02 100 D TELIK INC COM 87959M10 28 8400 SH SHARED 10 8400 D TELKONET INC COM 87960410 3 1581 SH SHARED 1581 D TELLABS INC COM 87966410 29816 2771062 SH SHARED 2771062 D TELLABS INC COM 87966410 643 59800 SH SHARED 01 59800 D TELLABS INC COM 87966410 2581 239946 SH SHARED 02 239946 D TELLABS INC COM 87966410 484 45010 SH SHARED 06 41400 3610 D TELLABS INC COM 87966410 2192 203728 SH SHARED 10 203728 D TELLABS INC COM 87966410 59 5550 SH SHARED 14 5550 D TELLABS INC COM 87966410 59 5500 SH SHARED 21 5500 D TELULAR CORP COM NEW 87970T20 1 406 SH SHARED 406 D TELULAR CORP COM NEW 87970T20 0 1 SH SHARED 02 1 D TELUS CORP NON-VTG SHS 87971M20 3239 54977 SH SHARED 54977 D TELUS CORP NON-VTG SHS 87971M20 94 1596 SH SHARED 01 1596 D TELUS CORP NON-VTG SHS 87971M20 53 900 SH SHARED 02 900 D TELUS CORP NON-VTG SHS 87971M20 76 1300 SH SHARED 06 700 600 D TELUS CORP NON-VTG SHS 87971M20 275 4673 SH SHARED 10 4673 D TELUS CORP NON-VTG SHS 87971M20 451 7655 SH SHARED 14 7655 D TEMECULA VY BANCORP INC CA COM 87972L10 190 10752 SH SHARED 10752 D TEMPLE INLAND INC COM 87986810 93135 1513664 SH SHARED 1513664 D TEMPLE INLAND INC COM 87986810 1332 21656 SH SHARED 01 17781 3875 D TEMPLE INLAND INC COM 87986810 243 3960 SH SHR/OTHR 01 3960 D TEMPLE INLAND INC COM 87986810 4408 71654 SH SHARED 02 68540 3114 D TEMPLE INLAND INC COM 87986810 681 11070 SH SHARED 06 10200 870 D TEMPLE INLAND INC COM 87986810 14700 238918 SH SHARED 10 186958 51960 D TEMPLE INLAND INC COM 87986810 276 4500 SH SHR/OTHR 10 4500 D TEMPLE INLAND INC COM 87986810 1938 31500 SH SHARED 14 31500 D TEMPLE INLAND INC COM 87986810 9 150 SH SHARED 20 150 D TEMPLE INLAND INC COM 87986810 6 105 SH SHR/OTHR 21 105 D TEMPLE INLAND INC COM 87986810 1 32 SH SHARED 22 32 D TEMPLE INLAND INC COM 87986810 938 15250 SH SHARED 24 15250 D TELETECH HOLDINGS INC COM 87993910 5796 178517 SH SHARED 178517 D TELETECH HOLDINGS INC COM 87993910 331 10200 SH SHARED 01 10200 D TELETECH HOLDINGS INC COM 87993910 16 523 SH SHARED 02 523 D TELETECH HOLDINGS INC COM 87993910 390 12027 SH SHARED 10 12027 D TEMPLETON DRAGON FD INC COM 88018T10 4 159 SH SHARED 159 D TEMPLETON DRAGON FD INC COM 88018T10 131 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 263 10000 SH SHR/OTHR 01 10000 D TEMPLETON DRAGON FD INC COM 88018T10 136 5183 SH SHR/OTHR 20 5183 D TEMPLETON EMERGING MKTS FD I COM 88019110 18 952 SH SHARED 952 D TEMPLETON EMERGING MKTS FD I COM 88019110 233 12000 SH SHR/OTHR 23 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 79 5445 SH SHARED 5445 D TEMPLETON EMERG MKTS INCOME COM 88019210 301 20750 SH SHARED 02 20750 D TEMPLETON EMERG MKTS INCOME COM 88019210 2428 166914 SH SHR/OTHR 23 166914 D TEMPLETON GLOBAL INCOME FD COM 88019810 127 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 25 2700 SH SHARED 02 2700 D TEMPLETON GLOBAL INCOME FD COM 88019810 46 5000 SH SHR/OTHR 20 5000 D TEMPUR PEDIC INTL INC COM 88023U10 2056 79389 SH SHARED 79389 D TEMPUR PEDIC INTL INC COM 88023U10 98 3799 SH SHARED 02 3799 D TEMPUR PEDIC INTL INC COM 88023U10 991 38300 SH SHARED 10 38300 D TENARIS S A SPONSORED ADR 88031M10 4907 100235 SH SHARED 100235 D TENARIS S A SPONSORED ADR 88031M10 19266 393525 SH SHARED 01 393525 D TENARIS S A SPONSORED ADR 88031M10 9 200 SH SHARED 02 200 D TENARIS S A SPONSORED ADR 88031M10 3745 76500 SH SHARED 04 76500 D TENARIS S A SPONSORED ADR 88031M10 93 1900 SH SHARED 06 1900 D TENARIS S A SPONSORED ADR 88031M10 35662 728400 SH SHARED 10 728400 D TENARIS S A SPONSORED ADR 88031M10 3392 69300 SH SHARED 14 69300 D TENARIS S A SPONSORED ADR 88031M10 1860 38000 SH SHARED 24 38000 D TENET HEALTHCARE CORP COM 88033G10 12169 1869288 SH SHARED 1869288 D TENET HEALTHCARE CORP COM 88033G10 385 59166 SH SHARED 01 59166 D TENET HEALTHCARE CORP COM 88033G10 619 95086 SH SHARED 02 94961 125 D TENET HEALTHCARE CORP COM 88033G10 2 450 SH SHARED 05 450 D TENET HEALTHCARE CORP COM 88033G10 315 48500 SH SHARED 06 44100 4400 D TENET HEALTHCARE CORP COM 88033G10 1957 300624 SH SHARED 10 300624 D TENGASCO INC COM NEW 88033R20 0 955 SH SHARED 955 D TENNANT CO COM 88034510 317 8700 SH SHARED 8700 D TENNANT CO COM 88034510 36 998 SH SHARED 02 998 D TENNANT CO COM 88034510 62 1700 SH SHARED 10 1700 D TENNECO INC COM 88034910 1067 30469 SH SHARED 30469 D TENNECO INC COM 88034910 59 1700 SH SHARED 01 1700 D TENNECO INC COM 88034910 217 6200 SH SHARED 02 6200 D TENNECO INC COM 88034910 10669 304500 SH SHARED 04 304500 D TENNECO INC COM 88034910 427 12200 SH SHARED 10 12200 D TENNESSEE COMMERCE BANCORP I COM 88043P10 2 112 SH SHARED 112 D TERABEAM INC COM 88077B10 0 394 SH SHARED 394 D TERADYNE INC COM 88077010 7683 437069 SH SHARED 340369 96700 D TERADYNE INC COM 88077010 34166 1943500 SH SHARED 01 1943200 300 D TERADYNE INC COM 88077010 889 50573 SH SHARED 02 50573 D TERADYNE INC COM 88077010 1256 71480 SH SHARED 06 69050 2430 D TERADYNE INC COM 88077010 20775 1181762 SH SHARED 10 1110862 70900 D TERADYNE INC COM 88077010 251 14300 SH SHARED 14 14300 D TEREX CORP NEW COM 88077910 17272 212460 SH SHARED 212460 D TEREX CORP NEW COM 88077910 6927 85205 SH SHARED 01 71900 13305 D TEREX CORP NEW COM 88077910 83 1025 SH SHR/OTHR 01 1025 D TEREX CORP NEW COM 88077910 5031 61888 SH SHARED 02 61608 280 D TEREX CORP NEW COM 88077910 1434 17650 SH SHARED 06 16600 1050 D TEREX CORP NEW COM 88077910 73729 906876 SH SHARED 10 901926 4950 D TEREX CORP NEW COM 88077910 73 900 SH SHR/OTHR 10 900 D TEREX CORP NEW COM 88077910 375 4617 SH SHARED 14 4617 D TEREX CORP NEW COM 88077910 1047 12890 SH SHARED 20 9400 3490 D TEREX CORP NEW COM 88077910 32 400 SH SHR/OTHR 20 400 D TEREX CORP NEW COM 88077910 55 685 SH SHARED 22 85 600 D TEREX CORP NEW COM 88077910 41 516 SH SHR/OTHR 22 516 D TEREX CORP NEW COM 88077910 284 3505 SH SHARED 23 3430 75 D TEREX CORP NEW COM 88077910 122 1505 SH SHR/OTHR 23 1505 D TERCICA INC COM 88078L10 459 90180 SH SHARED 90180 D TERCICA INC COM 88078L10 11 2254 SH SHARED 02 2254 D TERCICA INC COM 88078L10 2408 472311 SH SHARED 04 472311 D TERNIUM SA SPON ADR 88089010 5924 195600 SH SHARED 195600 D TERNIUM SA SPON ADR 88089010 575 19000 SH SHARED 04 19000 D TERRA INDS INC COM 88091510 23732 933606 SH SHARED 933606 D TERRA INDS INC COM 88091510 838 33000 SH SHARED 01 33000 D TERRA INDS INC COM 88091510 590 23215 SH SHARED 02 15215 8000 D TERRA INDS INC COM 88091510 1260 49600 SH SHARED 10 49600 D TERRA NITROGEN CO L P COM UNIT 88100520 12882 101385 SH SHARED 101385 D TERRA NITROGEN CO L P COM UNIT 88100520 127 1000 SH SHARED 02 1000 D TERREMARK WORLDWIDE INC COM NEW 88144820 4797 743844 SH SHARED 743844 D TERREMARK WORLDWIDE INC COM NEW 88144820 6 1000 SH SHARED 01 1000 D TERREMARK WORLDWIDE INC COM NEW 88144820 1 220 SH SHARED 02 220 D TESORO CORP COM 88160910 12815 224241 SH SHARED 224241 D TESORO CORP COM 88160910 937 16399 SH SHARED 01 15179 1220 D TESORO CORP COM 88160910 550 9624 SH SHARED 02 9124 500 D TESORO CORP COM 88160910 3 60 SH SHARED 05 60 D TESORO CORP COM 88160910 291 5100 SH SHARED 06 3600 1500 D TESORO CORP COM 88160910 4683 81950 SH SHARED 10 81800 150 D TESORO CORP COM 88160910 423 7412 SH SHARED 14 7412 D TESORO CORP COM 88160910 11 200 SH SHARED 20 200 D TESORO CORP COM 88160910 7 135 SH SHR/OTHR 21 135 D TESORO CORP COM 88160910 2 38 SH SHARED 22 38 D TETRA TECHNOLOGIES INC DEL COM 88162F10 1789 63466 SH SHARED 63466 D TETRA TECHNOLOGIES INC DEL COM 88162F10 157 5600 SH SHARED 01 5600 D TETRA TECHNOLOGIES INC DEL COM 88162F10 346 12297 SH SHARED 02 11897 400 D TETRA TECHNOLOGIES INC DEL COM 88162F10 104 3700 SH SHARED 10 3700 D TETRA TECH INC NEW COM 88162G10 680 31590 SH SHARED 31590 D TETRA TECH INC NEW COM 88162G10 11399 529000 SH SHARED 04 529000 D TETRA TECH INC NEW COM 88162G10 88 4100 SH SHARED 10 4100 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 41 1000 SH SHARED 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 21152 512792 SH SHARED 512792 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 7086 171800 SH SHARED 01 169000 2800 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2897 70250 SH SHARED 02 22500 47750 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 53895 1306550 SH SHARED 04 1306550 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1664 40346 SH SHARED 06 40346 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 36764 891250 SH SHARED 10 891250 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 313 7600 SH SHARED 15 7600 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 4950 120000 SH SHARED 16 120000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 12 300 SH SHARED 20 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 12 300 SH SHARED 23 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 49 1200 SH SHR/OTHR 23 1200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1902 46110 SH SHARED 24 46110 D TETON ENERGY CORP COM 88162810 2 395 SH SHARED 395 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 25 25000 PRN SHARED 02 25000 D TESSERA TECHNOLOGIES INC COM 88164L10 9155 225779 SH SHARED 225779 D TESSERA TECHNOLOGIES INC COM 88164L10 440 10875 SH SHARED 01 10700 175 D TESSERA TECHNOLOGIES INC COM 88164L10 102 2519 SH SHARED 02 2519 D TESSERA TECHNOLOGIES INC COM 88164L10 405 10000 SH SHARED 04 10000 D TESSERA TECHNOLOGIES INC COM 88164L10 30179 744254 SH SHARED 10 744254 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 401 350000 PRN SHARED 06 350000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 14276 11731000 PRN SHARED 02 11731000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 91034 91400000 PRN SHARED 91400000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 4774 4794000 PRN SHARED 02 4794000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 259 11592 SH SHARED 11592 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 219 9800 SH SHARED 10 9800 D TEXAS INDS INC COM 88249110 5085 64852 SH SHARED 64852 D TEXAS INDS INC COM 88249110 8 114 SH SHARED 02 114 D TEXAS INDS INC COM 88249110 9879 126000 SH SHARED 10 126000 D TEXAS INDS INC COM 88249110 47 600 SH SHR/OTHR 23 600 D TEXAS INSTRS INC COM 88250810 73 1947 SH SHARED 1947 D TEXAS INSTRS INC COM 88250810 180189 4788447 SH SHARED 4788157 290 D TEXAS INSTRS INC COM 88250810 12706 337661 SH SHARED 01 251328 86333 D TEXAS INSTRS INC COM 88250810 745 19810 SH SHR/OTHR 01 19810 D TEXAS INSTRS INC COM 88250810 12475 331543 SH SHARED 02 301170 30373 D TEXAS INSTRS INC COM 88250810 9189 244200 SH SHARED 04 244200 D TEXAS INSTRS INC COM 88250810 9625 255800 SH SHARED 05 255800 D TEXAS INSTRS INC COM 88250810 7474 198625 SH SHARED 06 156835 41790 D TEXAS INSTRS INC COM 88250810 130623 3471248 SH SHARED 10 3388058 83190 D TEXAS INSTRS INC COM 88250810 899 23900 SH SHR/OTHR 10 23900 D TEXAS INSTRS INC COM 88250810 1238 32920 SH SHARED 14 32920 D TEXAS INSTRS INC COM 88250810 1881 50000 SH SHARED 15 50000 D TEXAS INSTRS INC COM 88250810 241 6430 SH SHARED 19 6430 D TEXAS INSTRS INC COM 88250810 3813 101340 SH SHARED 20 25610 75730 D TEXAS INSTRS INC COM 88250810 601 15990 SH SHR/OTHR 20 15990 D TEXAS INSTRS INC COM 88250810 177 4720 SH SHARED 21 4720 D TEXAS INSTRS INC COM 88250810 43 1165 SH SHR/OTHR 21 1165 D TEXAS INSTRS INC COM 88250810 5 140 SH SHARED 22 140 D TEXAS INSTRS INC COM 88250810 142 3780 SH SHR/OTHR 22 3780 D TEXAS INSTRS INC COM 88250810 1420 37761 SH SHARED 23 37061 700 D TEXAS INSTRS INC COM 88250810 3634 96597 SH SHR/OTHR 23 96597 D TEXAS INSTRS INC COM 88250810 102 2724 SH SHARED 24 2724 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 3997 13000 SH SHARED 13000 D TEXAS ROADHOUSE INC CL A 88268110 437 34222 SH SHARED 34222 D TEXAS ROADHOUSE INC CL A 88268110 245 19174 SH SHARED 10 19174 D THAI FD INC COM 88290410 20 1794 SH SHARED 1794 D THAI CAP FD INC COM NEW 88290520 5 481 SH SHARED 481 D TEXTRON INC COM 88320310 120 1090 SH SHARED 1090 D TEXTRON INC COM 88320310 45592 414067 SH SHARED 414067 D TEXTRON INC COM 88320310 2523 22919 SH SHARED 01 22919 D TEXTRON INC COM 88320310 748 6800 SH SHR/OTHR 01 6800 D TEXTRON INC COM 88320310 2002 18185 SH SHARED 02 16928 1257 D TEXTRON INC COM 88320310 6758 61378 SH SHARED 04 61378 D TEXTRON INC COM 88320310 5 50 SH SHARED 05 50 D TEXTRON INC COM 88320310 5891 53510 SH SHARED 06 12470 41040 D TEXTRON INC COM 88320310 12626 114672 SH SHARED 10 114672 D TEXTRON INC COM 88320310 259 2353 SH SHARED 14 2353 D TEXTRON INC COM 88320310 4734 43000 SH SHARED 16 43000 D TEXTRON INC COM 88320310 77 700 SH SHARED 21 700 D TEXTRON INC COM 88320310 46 425 SH SHARED 23 425 D THE BANK HOLDINGS INC COM 88331E10 125 7598 SH SHARED 7598 D THE9 LTD ADR 88337K10 3493 75509 SH SHARED 75509 D THERAGENICS CORP COM 88337510 1151 276111 SH SHARED 276111 D THERAGENICS CORP COM 88337510 0 1 SH SHARED 02 1 D THERAVANCE INC COM 88338T10 40 1276 SH SHARED 1276 D THERAVANCE INC COM 88338T10 457 14286 SH SHARED 01 14286 D THERAVANCE INC COM 88338T10 9 300 SH SHARED 02 300 D THERAVANCE INC COM 88338T10 66 2076 SH SHARED 10 2076 D THERMAGE INC COM 88343R10 2 320 SH SHARED 320 D THERMO FISHER SCIENTIFIC INC COM 88355610 475 9200 SH SHARED 9200 D THERMO FISHER SCIENTIFIC INC COM 88355610 39208 758090 SH SHARED 758090 D THERMO FISHER SCIENTIFIC INC COM 88355610 9555 184753 SH SHARED 01 168108 16645 D THERMO FISHER SCIENTIFIC INC COM 88355610 10311 199378 SH SHARED 02 189968 9410 D THERMO FISHER SCIENTIFIC INC COM 88355610 63232 1222600 SH SHARED 04 1222600 D THERMO FISHER SCIENTIFIC INC COM 88355610 2624 50740 SH SHARED 05 50740 D THERMO FISHER SCIENTIFIC INC COM 88355610 43337 837924 SH SHARED 06 270034 567890 D THERMO FISHER SCIENTIFIC INC COM 88355610 43505 841173 SH SHARED 10 837063 4110 D THERMO FISHER SCIENTIFIC INC COM 88355610 799 15454 SH SHARED 14 12500 2954 D THERMO FISHER SCIENTIFIC INC COM 88355610 3982 77000 SH SHARED 15 77000 D THERMO FISHER SCIENTIFIC INC COM 88355610 755 14605 SH SHARED 20 11000 3605 D THERMO FISHER SCIENTIFIC INC COM 88355610 7 140 SH SHR/OTHR 20 140 D THERMO FISHER SCIENTIFIC INC COM 88355610 20 400 SH SHARED 21 400 D THERMO FISHER SCIENTIFIC INC COM 88355610 20 400 SH SHARED 22 400 D THERMO FISHER SCIENTIFIC INC COM 88355610 31 600 SH SHARED 23 260 340 D THERMO FISHER SCIENTIFIC INC COM 88355610 890 17209 SH SHR/OTHR 23 17209 D THERMO FISHER SCIENTIFIC INC COM 88355610 31 600 SH SHARED 24 600 D THERMOGENESIS CORP COM NEW 88362320 9 3385 SH SHARED 3385 D THESTREET COM COM 88368Q10 6353 583923 SH SHARED 583923 D THESTREET COM COM 88368Q10 0 25 SH SHARED 02 25 D THINK PARTNERSHIP INC COM 88409N10 5 1698 SH SHARED 1698 D THINKENGINE NETWORKS INC COM 88409U10 0 140 SH SHARED 140 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 6 1064 SH SHARED 1064 D THOMAS & BETTS CORP COM 88431510 16115 277856 SH SHARED 277856 D THOMAS & BETTS CORP COM 88431510 1264 21800 SH SHARED 01 3700 18100 D THOMAS & BETTS CORP COM 88431510 687 11851 SH SHARED 02 11851 D THOMAS & BETTS CORP COM 88431510 8555 147501 SH SHARED 10 147501 D THOMAS & BETTS CORP COM 88431510 1131 19500 SH SHARED 23 19500 D THOMAS GROUP INC COM 88440210 153 14576 SH SHARED 14576 D THOMAS PPTYS GROUP INC COM 88445310 186 11677 SH SHARED 11677 D THOMAS PPTYS GROUP INC COM 88445310 25 1624 SH SHARED 02 1624 D THOMAS PPTYS GROUP INC COM 88445310 26364 1649854 SH SHARED 10 1649854 D THOMAS WEISEL PARTNERS GRP I COM 88448110 990 59480 SH SHARED 59480 D THOMAS WEISEL PARTNERS GRP I COM 88448110 632 38000 SH SHARED 01 38000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 632 38000 SH SHR/OTHR 01 38000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 16 990 SH SHARED 02 990 D THOMAS WEISEL PARTNERS GRP I COM 88448110 113 6800 SH SHARED 10 6800 D THOMSON CORP COM 88490310 13617 331900 SH SHARED 331900 D THOMSON CORP COM 88490310 233 5697 SH SHARED 01 5697 D THOMSON CORP COM 88490310 8 200 SH SHARED 05 200 D THOMSON CORP COM 88490310 83 2038 SH SHARED 06 738 1300 D THOMSON CORP COM 88490310 516 12600 SH SHARED 10 12600 D THOMSON CORP COM 88490310 154 3769 SH SHARED 14 3769 D THOR INDS INC COM 88516010 3335 73901 SH SHARED 73901 D THOR INDS INC COM 88516010 710 15750 SH SHARED 01 4000 11750 D THOR INDS INC COM 88516010 376 8349 SH SHARED 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11/2 88579YAB 991 1100000 PRN SHARED 06 1100000 D 3M CO COM 88579Y10 1213 13981 SH SHARED 13981 D 3M CO COM 88579Y10 129003 1486388 SH SHARED 1482988 3400 D 3M CO COM 88579Y10 15247 175684 SH SHARED 01 112341 63343 D 3M CO COM 88579Y10 1371 15803 SH SHR/OTHR 01 15803 D 3M CO COM 88579Y10 15409 177544 SH SHARED 02 155146 22398 D 3M CO COM 88579Y10 48498 558800 SH SHARED 04 557600 1200 D 3M CO COM 88579Y10 23 270 SH SHARED 05 270 D 3M CO COM 88579Y10 7091 81710 SH SHARED 06 75050 6660 D 3M CO COM 88579Y10 354626 4086034 SH SHARED 10 4055316 30718 D 3M CO COM 88579Y10 1605 18500 SH SHR/OTHR 10 18500 D 3M CO COM 88579Y10 826 9520 SH SHARED 14 9520 D 3M CO COM 88579Y10 1416 16316 SH SHARED 20 2200 14116 D 3M CO COM 88579Y10 1708 19680 SH SHR/OTHR 20 19680 D 3M CO COM 88579Y10 306 3532 SH SHARED 21 3532 D 3M CO COM 88579Y10 234 2700 SH SHR/OTHR 21 2700 D 3M CO COM 88579Y10 260 3000 SH SHARED 22 3000 D 3M CO COM 88579Y10 121 1400 SH SHR/OTHR 22 1400 D 3M CO COM 88579Y10 11054 127372 SH SHARED 23 125372 2000 D 3M CO COM 88579Y10 10220 117757 SH SHR/OTHR 23 117757 D THRESHOLD PHARMACEUTICAL INC COM 88580710 109 89031 SH SHARED 89031 D THRESHOLD PHARMACEUTICAL INC COM 88580710 0 100 SH SHARED 02 100 D TIBCO SOFTWARE INC COM 88632Q10 8016 885812 SH SHARED 885812 D TIBCO SOFTWARE INC COM 88632Q10 1400 154800 SH SHARED 01 154800 D TIBCO SOFTWARE INC COM 88632Q10 1400 154800 SH SHR/OTHR 01 154800 D TIBCO SOFTWARE INC COM 88632Q10 471 52112 SH SHARED 02 412 51700 D TIBCO SOFTWARE INC COM 88632Q10 724 80000 SH SHARED 04 80000 D TIBCO SOFTWARE INC COM 88632Q10 585 64700 SH SHARED 10 64700 D TIBCO SOFTWARE INC COM 88632Q10 2123 234600 SH SHARED 14 234600 D TIDELANDS BANCSHARES INC COM 88637410 0 64 SH SHARED 64 D TIDEWATER INC COM 88642310 15711 221667 SH SHARED 212667 9000 D TIDEWATER INC COM 88642310 56597 798500 SH SHARED 01 781000 17500 D TIDEWATER INC COM 88642310 4526 63856 SH SHARED 02 63856 D TIDEWATER INC COM 88642310 1460 20600 SH SHARED 06 20600 D TIDEWATER INC COM 88642310 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TIMBERLAND CO CL A 88710010 1053 41822 SH SHARED 01 24622 17200 D TIMBERLAND CO CL A 88710010 149 5939 SH SHARED 02 5131 808 D TIMBERLAND CO CL A 88710010 1330 52800 SH SHARED 10 52800 D TIME WARNER INC COM 88731710 225311 10708706 SH SHARED 10701467 7239 D TIME WARNER INC COM 88731710 23528 1118275 SH SHARED 01 683561 434714 D TIME WARNER INC COM 88731710 3073 146071 SH SHR/OTHR 01 146071 D TIME WARNER INC COM 88731710 14168 673401 SH SHARED 02 562585 110816 D TIME WARNER INC COM 88731710 812 38600 SH SHARED 04 38600 D TIME WARNER INC COM 88731710 221919 10547500 SH SHARED 04 10535000 12500 D TIME WARNER INC COM 88731710 28 1350 SH SHARED 05 1350 D TIME WARNER INC COM 88731710 24607 1169535 SH SHARED 06 661955 507580 D TIME WARNER INC COM 88731710 66436 3157629 SH SHARED 10 2650711 506918 D TIME WARNER INC COM 88731710 856 40717 SH SHR/OTHR 10 40717 D TIME WARNER INC COM 88731710 2619 124510 SH SHARED 14 79000 45510 D TIME WARNER INC COM 88731710 5195 246930 SH SHARED 15 246930 D TIME WARNER INC COM 88731710 239 11400 SH SHARED 19 11400 D TIME WARNER INC COM 88731710 4117 195701 SH SHARED 20 81546 114155 D TIME WARNER INC COM 88731710 289 13770 SH SHR/OTHR 20 13770 D TIME WARNER INC COM 88731710 177 8438 SH SHARED 21 8438 D TIME WARNER INC COM 88731710 94 4500 SH SHR/OTHR 21 4500 D TIME WARNER INC COM 88731710 1921 91325 SH SHARED 22 40070 51255 D TIME WARNER INC COM 88731710 222 10577 SH SHR/OTHR 22 10577 D TIME WARNER INC COM 88731710 3789 180133 SH SHARED 23 162518 17615 D TIME WARNER INC COM 88731710 5790 275215 SH SHR/OTHR 23 275215 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 20658 16500000 PRN SHARED 16500000 D TIME WARNER TELECOM INC CL A 88731910 4352 216549 SH SHARED 216549 D TIME WARNER TELECOM INC CL A 88731910 942 46900 SH SHARED 01 46900 D TIME WARNER TELECOM INC CL A 88731910 1531 76207 SH SHARED 02 76207 D TIME WARNER TELECOM INC CL A 88731910 166 8300 SH SHARED 10 8300 D TIME WARNER CABLE INC CL A 88732J10 24012 613023 SH SHARED 613023 D TIME WARNER CABLE INC CL A 88732J10 31204 796641 SH SHARED 02 796641 D TIME WARNER CABLE INC CL A 88732J10 104 2670 SH SHARED 21 2670 D TIMKEN CO COM 88738910 966 26758 SH SHARED 26758 D TIMKEN CO COM 88738910 942 26100 SH SHARED 01 26100 D TIMKEN CO COM 88738910 576 15961 SH SHARED 02 10115 5846 D TIMKEN CO COM 88738910 635 17600 SH SHARED 10 17600 D TIMKEN CO COM 88738910 47 1323 SH SHARED 20 1323 D TITAN INTL INC ILL COM 88830M10 5395 170691 SH SHARED 170691 D TITAN INTL INC ILL COM 88830M10 107 3399 SH SHARED 02 3399 D TITAN INTL INC ILL COM 88830M10 50 1600 SH SHARED 10 1600 D TITAN PHARMACEUTICALS INC DE COM 88831410 2 1120 SH SHARED 1120 D TITAN PHARMACEUTICALS INC DE COM 88831410 8 4000 SH SHARED 02 4000 D TITANIUM METALS CORP COM NEW 88833920 10764 337440 SH SHARED 337440 D TITANIUM METALS CORP COM NEW 88833920 102 3200 SH SHARED 01 3200 D TITANIUM METALS CORP COM NEW 88833920 1214 38071 SH SHARED 02 37326 745 D TITANIUM METALS CORP COM NEW 88833920 1687 52915 SH SHARED 06 52915 D TITANIUM METALS CORP COM NEW 88833920 3652 114500 SH SHARED 10 114500 D TITANIUM METALS CORP COM NEW 88833920 47 1500 SH SHR/OTHR 23 1500 D TIVO INC COM 88870610 10486 1811197 SH SHARED 1811197 D TIVO INC COM 88870610 72 12500 SH SHARED 01 12500 D TIVO INC COM 88870610 81 14090 SH SHARED 02 590 13500 D TODCO COM 88889T10 74363 1575161 SH SHARED 1575161 D TODCO COM 88889T10 495 10500 SH SHARED 01 10500 D TODCO COM 88889T10 503 10661 SH SHARED 02 661 10000 D TODCO COM 88889T10 11372 240900 SH SHARED 10 240900 D TODD SHIPYARDS CORP DEL COM 88903910 2 130 SH SHARED 130 D TOFUTTI BRANDS INC COM 88906B10 0 76 SH SHARED 76 D TOLL BROTHERS INC COM 88947810 40519 1622064 SH SHARED 1622064 D TOLL BROTHERS INC COM 88947810 954 38200 SH SHARED 01 38200 D TOLL BROTHERS INC COM 88947810 11074 443347 SH SHARED 02 443347 D TOLL BROTHERS INC COM 88947810 624 25000 SH SHARED 04 25000 D TOLL BROTHERS INC COM 88947810 91 3680 SH SHARED 06 2700 980 D TOLL BROTHERS INC COM 88947810 585 23453 SH SHARED 10 23453 D TOLLGRADE COMMUNICATIONS INC COM 88954210 6667 631983 SH SHARED 631983 D TOM ONLINE INC ADR REG S 88972820 1067 74379 SH SHARED 74379 D TOMKINS PLC SPONSORED ADR 89003020 61 2942 SH SHARED 02 2942 D TOMOTHERAPY INC COM 89008810 128 5881 SH SHARED 5881 D TOMOTHERAPY INC COM 89008810 17 802 SH SHARED 02 802 D TOMOTHERAPY INC COM 89008810 1299 59300 SH SHARED 04 59300 D TOMPKINS FINANCIAL CORPORATI COM 89011010 185 4955 SH SHARED 4955 D TOMPKINS FINANCIAL CORPORATI COM 89011010 2 54 SH SHARED 02 54 D TOMPKINS FINANCIAL CORPORATI COM 89011010 149 4010 SH SHARED 10 4010 D TONGJITANG CHINESE MED CO SPON ADR 89025E10 1832 162857 SH SHARED 162857 D TOOTSIE ROLL INDS INC COM 89051610 2779 100308 SH SHARED 100308 D TOOTSIE ROLL INDS INC COM 89051610 184 6643 SH SHARED 01 6643 D TOOTSIE ROLL INDS INC COM 89051610 77 2800 SH SHARED 02 2800 D TOOTSIE ROLL INDS INC COM 89051610 218 7872 SH SHARED 10 7872 D TOPPS INC COM 89078610 176 16771 SH SHARED 16771 D TOPPS INC COM 89078610 11 1094 SH SHARED 02 1094 D TOR MINERALS INTL INC COM 89087810 0 136 SH SHARED 136 D TORCHMARK CORP COM 89102710 10694 159618 SH SHARED 159618 D TORCHMARK CORP COM 89102710 911 13600 SH SHARED 01 13600 D TORCHMARK CORP COM 89102710 917 13692 SH SHARED 02 13692 D TORCHMARK CORP COM 89102710 731 10920 SH SHARED 06 10000 920 D TORCHMARK CORP COM 89102710 17670 263733 SH SHARED 10 263733 D TORCHMARK CORP COM 89102710 191 2860 SH SHARED 14 2860 D TOREADOR RES CORP COM 89105010 4100 273363 SH SHARED 273363 D TOREADOR RES CORP COM 89105010 24 1664 SH SHARED 02 664 1000 D TORO CO COM 89109210 195 3322 SH SHARED 3322 D TORO CO COM 89109210 67 1142 SH SHARED 02 442 700 D TORO CO COM 89109210 429 7300 SH SHARED 10 7300 D TORONTO DOMINION BK ONT COM NEW 89116050 16588 242207 SH SHARED 242207 D TORONTO DOMINION BK ONT COM NEW 89116050 205 2995 SH SHARED 02 2995 D TORONTO DOMINION BK ONT COM NEW 89116050 1338 19545 SH SHARED 04 19545 D TORONTO DOMINION BK ONT COM NEW 89116050 153 2243 SH SHARED 14 2243 D TORONTO DOMINION BK ONT COM NEW 89116050 7072 103256 SH SHARED 16 103256 D TORONTO DOMINION BK ONT COM NEW 89116050 68 1000 SH SHARED 22 1000 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 37 900 SH SHARED 02 900 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 11244 268757 SH SHARED 10 268757 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 62 1500 SH SHR/OTHR 23 1500 D TORTOISE NORTH AMRN ENRGY CO COM 89147T10 488 18700 SH SHARED 02 18700 D TOTAL S A SPONSORED ADR 89151E10 4972 61400 SH SHARED 61400 D TOTAL S A SPONSORED ADR 89151E10 6701 82760 SH SHARED 01 43604 39156 D TOTAL S A SPONSORED ADR 89151E10 447 5520 SH SHR/OTHR 01 5520 D TOTAL S A SPONSORED ADR 89151E10 167 2069 SH SHARED 02 350 1719 D TOTAL S A SPONSORED ADR 89151E10 86 1066 SH SHARED 10 1066 D TOTAL S A SPONSORED ADR 89151E10 1035 12783 SH SHARED 20 655 12128 D TOTAL S A SPONSORED ADR 89151E10 100 1242 SH SHR/OTHR 20 1242 D TOTAL S A SPONSORED ADR 89151E10 544 6730 SH SHARED 22 3100 3630 D TOTAL S A SPONSORED ADR 89151E10 592 7315 SH SHARED 23 6990 325 D TOTAL S A SPONSORED ADR 89151E10 930 11490 SH SHR/OTHR 23 11490 D TOWER FINANCIAL CORP COM 89176910 0 8 SH SHARED 02 8 D TOWER GROUP INC COM 89177710 521 16357 SH SHARED 16357 D TOWER GROUP INC COM 89177710 21 678 SH SHARED 02 428 250 D TOWER GROUP INC COM 89177710 11595 363500 SH SHARED 10 363500 D TOTAL SYS SVCS INC COM 89190610 8211 278250 SH SHARED 278250 D TOTAL SYS SVCS INC COM 89190610 241 8200 SH SHARED 01 6800 1400 D TOTAL SYS SVCS INC COM 89190610 217 7380 SH SHARED 02 7380 D TOTAL SYS SVCS INC COM 89190610 1864 63184 SH SHARED 10 46284 16900 D TOTAL SYS SVCS INC COM 89190610 167 5671 SH SHARED 14 5671 D TRACK DATA CORP COM NEW 89191820 0 91 SH SHARED 91 D TOWERSTREAM CORP COM 89200010 1 406 SH SHARED 406 D TOWN SPORTS INTL HLDGS INC COM 89214A10 153 7969 SH SHARED 7969 D TOWN SPORTS INTL HLDGS INC COM 89214A10 1101 57000 SH SHARED 01 57000 D TOWN SPORTS INTL HLDGS INC COM 89214A10 1139 59000 SH SHR/OTHR 01 59000 D TOWN SPORTS INTL HLDGS INC COM 89214A10 12 628 SH SHARED 02 628 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 27871 221410 SH SHARED 221410 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 18 150 SH SHARED 01 150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 6 50 SH SHR/OTHR 01 50 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 74 593 SH SHARED 02 100 493 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 12 100 SH SHARED 20 100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 188 1500 SH SHARED 23 1500 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 75 600 SH SHR/OTHR 23 600 D TORREYPINES THERAPEUTICS INC COM 89235K10 1 237 SH SHARED 237 D TRACTOR SUPPLY CO COM 89235610 199 3841 SH SHARED 3841 D TRACTOR SUPPLY CO COM 89235610 504 9700 SH SHARED 01 9700 D TRACTOR SUPPLY CO COM 89235610 210 4042 SH SHARED 02 4042 D TRACTOR SUPPLY CO COM 89235610 169 3262 SH SHARED 10 3262 D TRADESTATION GROUP INC COM 89267P10 5252 450852 SH SHARED 450852 D TRADESTATION GROUP INC COM 89267P10 1 132 SH SHARED 02 132 D TRAFFIX INC COM 89272110 1 311 SH SHARED 311 D TRAFFIX INC COM 89272110 0 1 SH SHARED 02 1 D TRAILER BRIDGE COM 89278210 1 87 SH SHARED 87 D TRAILER BRIDGE COM 89278210 12 1000 SH SHARED 02 1000 D TRANSACT TECHNOLOGIES INC COM 89291810 1 245 SH SHARED 245 D TRANSACT TECHNOLOGIES INC COM 89291810 0 1 SH SHARED 02 1 D TRANS-INDIA ACQUISITION CORP COM 89323710 4453 603426 SH SHARED 603426 D TRANS LUX CORP COM 89324710 0 25 SH SHARED 25 D TRANS WORLD ENTMT CORP COM 89336Q10 430 92826 SH SHARED 92826 D TRANS WORLD ENTMT CORP COM 89336Q10 0 31 SH SHARED 02 31 D TRANSACTION SYS ARCHITECTS COM 89341610 9383 278772 SH SHARED 278772 D TRANSACTION SYS ARCHITECTS COM 89341610 437 13000 SH SHARED 01 500 12500 D TRANSACTION SYS ARCHITECTS COM 89341610 127 3800 SH SHARED 02 3800 D TRANSACTION SYS ARCHITECTS COM 89341610 156 4657 SH SHARED 10 4657 D TRANSALTA CORP COM 89346D10 275532 11052262 SH SHARED 11052262 D TRANSALTA CORP COM 89346D10 240 9629 SH SHARED 01 9629 D TRANSALTA CORP COM 89346D10 259 10395 SH SHARED 02 10395 D TRANSALTA CORP COM 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SHARED 36 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 0 7 SH SHARED 02 7 D TRANSDIGM GROUP INC COM 89364110 201 4979 SH SHARED 4979 D TRANSFORMA ACQUISITION GROUP COM 89366E10 2787 369256 SH SHARED 369256 D TRANSMERIDIAN EXPL INC COM 89376N10 3798 2158286 SH SHARED 2158286 D TRANSMERIDIAN EXPL INC COM 89376N10 108 61845 SH SHARED 10 61845 D TRANSMETA CORP DEL COM 89376R10 121 162522 SH SHARED 162522 D TRANSMETA CORP DEL COM 89376R10 0 732 SH SHARED 02 732 D TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V10 5888 166721 SH SHARED 166721 D TRANSNATIONAL FINL NETWORK I COM 89377610 0 124 SH SHARED 124 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 6646 4500000 PRN SHARED 04 4500000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 738 500000 PRN SHARED 06 500000 D TRANSCEND SERVICES INC COM NEW 89392920 2 154 SH SHARED 154 D TRANSWITCH CORP COM 89406510 54 30042 SH SHARED 28042 2000 D TRAVELERS COMPANIES INC COM 89417E10 652 12190 SH SHARED -9834 22024 D TRAVELERS COMPANIES INC COM 89417E10 170132 3180041 SH SHARED 3180041 D TRAVELERS COMPANIES INC COM 89417E10 27909 521679 SH SHARED 01 520867 812 D TRAVELERS COMPANIES INC COM 89417E10 80 1508 SH SHR/OTHR 01 1508 D TRAVELERS COMPANIES INC COM 89417E10 6645 124212 SH SHARED 02 95460 28752 D TRAVELERS COMPANIES INC COM 89417E10 93 1747 SH SHARED 04 1747 D TRAVELERS COMPANIES INC COM 89417E10 1071 20025 SH SHARED 04 20025 D TRAVELERS COMPANIES INC COM 89417E10 12 240 SH SHARED 05 240 D TRAVELERS COMPANIES INC COM 89417E10 17876 334138 SH SHARED 06 285366 48772 D TRAVELERS COMPANIES INC COM 89417E10 66445 1241970 SH SHARED 10 1227431 14539 D TRAVELERS COMPANIES INC COM 89417E10 397 7433 SH SHARED 14 7433 D TRAVELERS COMPANIES INC COM 89417E10 5696 106470 SH SHARED 16 106470 D TRAVELERS COMPANIES INC COM 89417E10 9975 186462 SH SHARED 19 186462 D TRAVELERS COMPANIES INC COM 89417E10 262 4910 SH SHARED 21 4910 D TRAVELERS COMPANIES INC COM 89417E10 16 315 SH SHARED 23 315 D TRAVELERS COMPANIES INC COM 89417E10 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MICROSYSTEMS INC COM 89591910 39 2138 SH SHARED 21 2138 D TRIAD GTY INC COM 89592510 2055 51467 SH SHARED 51467 D TRIAD GTY INC COM 89592510 162 4063 SH SHARED 02 4063 D TRIAD GTY INC COM 89592510 353 8847 SH SHARED 10 8847 D TRIAD GTY INC COM 89592510 28 723 SH SHARED 21 723 D TRIARC COS INC CL A 89592710 717 45241 SH SHARED 02 42116 3125 D TRIARC COS INC CL B SER 1 89592730 7366 469219 SH SHARED 469219 D TRIARC COS INC CL B SER 1 89592730 272 17330 SH SHARED 01 11530 5800 D TRIARC COS INC CL B SER 1 89592730 2112 134529 SH SHARED 10 134529 D TRIARC COS INC CL B SER 1 89592730 50 3200 SH SHARED 21 3200 D TRIBUNE CO NEW COM 89604710 51997 1768614 SH SHARED 1768614 D TRIBUNE CO NEW COM 89604710 8136 276748 SH SHARED 01 13192 263556 D TRIBUNE CO NEW COM 89604710 3175 107996 SH SHARED 02 107996 D TRIBUNE CO NEW COM 89604710 2 85 SH SHARED 05 85 D TRIBUNE CO NEW COM 89604710 196 6700 SH SHARED 06 6700 D TRIBUNE CO NEW COM 89604710 1101 37481 SH SHARED 10 37481 D TRIBUNE CO NEW SB DB 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TYCO INTL LTD NEW COM 90212410 149199 4415493 SH SHARED 10 4381693 33800 D TYCO INTL LTD NEW COM 90212410 698 20663 SH SHARED 14 20663 D TYCO INTL LTD NEW COM 90212410 4015 118851 SH SHARED 16 118851 D TYCO INTL LTD NEW COM 90212410 906 26825 SH SHARED 20 5025 21800 D TYCO INTL LTD NEW COM 90212410 20 600 SH SHARED 21 600 D TYCO INTL LTD NEW COM 90212410 135 4000 SH SHARED 23 3500 500 D TYCO INTL LTD NEW COM 90212410 179 5300 SH SHR/OTHR 23 5300 D TYLER TECHNOLOGIES INC COM 90225210 239 19333 SH SHARED 19333 D TYLER TECHNOLOGIES INC COM 90225210 23 1900 SH SHARED 21 1900 D TYSON FOODS INC CL A 90249410 7148 310267 SH SHARED 310267 D TYSON FOODS INC CL A 90249410 829 36002 SH SHARED 01 36002 D TYSON FOODS INC CL A 90249410 3669 159272 SH SHARED 02 153370 5902 D TYSON FOODS INC CL A 90249410 10524 456780 SH SHARED 06 455600 1180 D TYSON FOODS INC CL A 90249410 3161 137200 SH SHARED 10 137200 D UAL CORP DBCV 5.000% 2/0 902549AE 55 50000 PRN SHARED 02 50000 D UAL CORP COM NEW 90254980 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300000 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 722 5100 SH SHARED 02 5100 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 6860 6944000 PRN SHARED 6944000 D UTSTARCOM INC COM 91807610 26895 4794197 SH SHARED 4794197 D UTSTARCOM INC COM 91807610 160 28600 SH SHARED 01 28600 D UTSTARCOM INC COM 91807610 63 11239 SH SHARED 02 11169 70 D VCA ANTECH INC COM 91819410 5944 157718 SH SHARED 157718 D VCA ANTECH INC COM 91819410 981 26050 SH SHARED 01 26050 D VCA ANTECH INC COM 91819410 350 9289 SH SHARED 02 9289 D VCA ANTECH INC COM 91819410 565 15000 SH SHARED 04 15000 D VCA ANTECH INC COM 91819410 983 26089 SH SHARED 06 26089 D VCA ANTECH INC COM 91819410 528 14014 SH SHARED 10 14014 D V F CORP COM 91820410 1574 17196 SH SHARED 4385 12811 D V F CORP COM 91820410 23574 257415 SH SHARED 257415 D V F CORP COM 91820410 14157 154590 SH SHARED 01 129317 25273 D V F CORP COM 91820410 454 4960 SH SHR/OTHR 01 4960 D V F CORP COM 91820410 5320 58092 SH SHARED 02 55800 2292 D V F CORP COM 91820410 1076 11750 SH SHARED 04 11750 D V F CORP COM 91820410 4 50 SH SHARED 05 50 D V F CORP COM 91820410 1614 17630 SH SHARED 06 16650 980 D V F CORP COM 91820410 12432 135752 SH SHARED 10 134827 925 D V F CORP COM 91820410 9035 98664 SH SHARED 19 98664 D V F CORP COM 91820410 617 6745 SH SHARED 20 3240 3505 D V F CORP COM 91820410 25 280 SH SHR/OTHR 20 280 D V F CORP COM 91820410 45 500 SH SHARED 21 500 D V F CORP COM 91820410 9 100 SH SHR/OTHR 21 100 D V F CORP COM 91820410 79 863 SH SHARED 22 613 250 D V F CORP COM 91820410 24 265 SH SHR/OTHR 22 265 D V F CORP COM 91820410 499 5450 SH SHARED 23 5275 175 D V F CORP COM 91820410 690 7535 SH SHR/OTHR 23 7535 D VCG HLDG CORP COM 91821K10 2 299 SH SHARED 299 D VSE CORP COM 91828410 123 3347 SH SHARED 3347 D VYYO INC COM NEW 91845820 2 329 SH SHARED 329 D VAALCO ENERGY INC COM NEW 91851C20 220 45556 SH SHARED 45556 D VAIL RESORTS INC COM 91879Q10 2029 33346 SH SHARED 33346 D VAIL RESORTS INC COM 91879Q10 786 12920 SH SHARED 01 12920 D VAIL RESORTS INC COM 91879Q10 128 2108 SH SHARED 02 2108 D VAIL RESORTS INC COM 91879Q10 11875 195100 SH SHARED 10 195100 D VALASSIS COMMUNICATIONS INC COM 91886610 5237 304654 SH SHARED 304654 D VALASSIS COMMUNICATIONS INC COM 91886610 264 15400 SH SHARED 01 1000 14400 D VALASSIS COMMUNICATIONS INC COM 91886610 366 21300 SH SHARED 02 21300 D VALASSIS COMMUNICATIONS INC COM 91886610 335 19510 SH SHARED 10 19510 D VALHI INC NEW COM 91890510 815 50003 SH SHARED 50003 D VALHI INC NEW COM 91890510 34 2117 SH SHARED 02 2117 D VALENCE TECHNOLOGY INC COM 91891410 1 1194 SH SHARED 1194 D VALENCE TECHNOLOGY INC COM 91891410 0 2 SH SHARED 02 2 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 8112 8585000 PRN SHARED 02 8585000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 7651 458452 SH SHARED 458452 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1291 77400 SH SHARED 01 50100 27300 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1213 72728 SH SHARED 02 72728 D VALEANT PHARMACEUTICALS INTL COM 91911X10 4285 256800 SH SHARED 10 256800 D VALERO ENERGY CORP NEW COM 91913Y10 3597 48706 SH SHARED 7504 41202 D VALERO ENERGY CORP NEW COM 91913Y10 191105 2587399 SH SHARED 2587399 D VALERO ENERGY CORP NEW COM 91913Y10 19424 262988 SH SHARED 01 213933 49055 D VALERO ENERGY CORP NEW COM 91913Y10 180 2450 SH SHR/OTHR 01 2450 D VALERO ENERGY CORP NEW COM 91913Y10 33749 456942 SH SHARED 02 452372 4570 D VALERO ENERGY CORP NEW COM 91913Y10 1490 20186 SH SHARED 04 20186 D VALERO ENERGY CORP NEW COM 91913Y10 2954 40000 SH SHARED 04 40000 D VALERO ENERGY CORP NEW COM 91913Y10 17 240 SH SHARED 05 240 D VALERO ENERGY CORP NEW COM 91913Y10 25632 347048 SH SHARED 06 209598 137450 D VALERO ENERGY CORP NEW COM 91913Y10 94631 1281222 SH SHARED 10 1278592 2630 D VALERO ENERGY CORP NEW COM 91913Y10 36 500 SH SHR/OTHR 10 500 D VALERO ENERGY CORP NEW COM 91913Y10 870 11781 SH SHARED 14 11781 D VALERO ENERGY CORP NEW COM 91913Y10 12847 173950 SH SHARED 19 173950 D VALERO ENERGY CORP NEW COM 91913Y10 1452 19670 SH SHARED 20 13440 6230 D VALERO ENERGY CORP NEW COM 91913Y10 29 400 SH SHR/OTHR 20 400 D VALERO ENERGY CORP NEW COM 91913Y10 96 1300 SH SHARED 21 1300 D VALERO ENERGY CORP NEW COM 91913Y10 36 500 SH SHR/OTHR 21 500 D VALERO ENERGY CORP NEW COM 91913Y10 190 2580 SH SHARED 22 2380 200 D VALERO ENERGY CORP NEW COM 91913Y10 47 639 SH SHR/OTHR 22 639 D VALERO ENERGY CORP NEW COM 91913Y10 1504 20375 SH SHARED 23 19875 500 D VALERO ENERGY CORP NEW COM 91913Y10 1709 23150 SH SHR/OTHR 23 23150 D VALERO ENERGY CORP NEW COM 91913Y10 1156 15662 SH SHARED 24 15662 D VALLEY FINL CORP VA COM 91962910 0 77 SH SHARED 77 D VALLEY NATL BANCORP COM 91979410 2864 127360 SH SHARED 127360 D VALLEY NATL BANCORP COM 91979410 21 945 SH SHARED 01 819 126 D VALLEY NATL BANCORP COM 91979410 33 1471 SH SHARED 02 1471 D VALLEY NATL BANCORP COM 91979410 180 8014 SH SHARED 10 8014 D VALMONT INDS INC COM 92025310 877 12066 SH SHARED 12066 D VALMONT INDS INC COM 92025310 421 5793 SH SHARED 02 5093 700 D VALMONT INDS INC COM 92025310 23967 329400 SH SHARED 04 329400 D VALMONT INDS INC COM 92025310 29 400 SH SHARED 10 400 D VALPEY FISHER CORP COM 92034410 0 64 SH SHARED 64 D VALSPAR CORP COM 92035510 14357 505366 SH SHARED 505366 D VALSPAR CORP COM 92035510 1011 35600 SH SHARED 01 6300 29300 D VALSPAR CORP COM 92035510 362 12769 SH SHARED 02 12139 630 D VALSPAR CORP COM 92035510 142 5000 SH SHARED 10 5000 D VALSPAR CORP COM 92035510 65 2300 SH SHARED 21 2300 D VALUE LINE INC COM 92043710 27 616 SH SHARED 616 D VALUE LINE INC COM 92043710 13 300 SH SHARED 01 300 D VALUECLICK INC COM 92046N10 155 530385 PRN SHARED 530385 D VALUECLICK INC COM 92046N10 10 37029 PRN SHARED 01 5400 31629 D VALUECLICK INC COM 92046N10 2 10200 PRN SHARED 02 10200 D VALUECLICK INC COM 92046N10 19 66000 PRN SHARED 04 66000 D VALUECLICK INC COM 92046N10 16 55043 PRN SHARED 10 55043 D VALUECLICK INC COM 92046N10 0 2014 PRN SHARED 21 2014 D VALUEVISION MEDIA INC CL A 92047K10 3654 322842 SH SHARED 322842 D VALUEVISION MEDIA INC CL A 92047K10 80 7100 SH SHARED 01 7100 D VALUEVISION MEDIA INC CL A 92047K10 171 15128 SH SHARED 02 15128 D VAN KAMPEN TR INSD MUNS COM 92092810 161 11000 SH SHARED 02 11000 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 0 50 SH SHARED 50 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 347 23000 SH SHARED 02 23000 D VAN KAMPEN TR INVT GRADE N Y COM 92093110 294 19000 SH SHARED 02 19000 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 18 1181 SH SHARED 01 1181 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 27 1772 SH SHARED 02 1772 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 30 2000 SH SHR/OTHR 20 2000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 6 767 SH SHARED 767 D VAN KAMPEN SENIOR INCOME TR COM 92096110 4 500 SH SHARED 20 500 D VAN DER MOOLEN HLDG N.V. SPONSORED ADR 92102010 49 9800 SH SHARED 9800 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 4 295 SH SHARED 20 295 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 189 11708 SH SHR/OTHR 20 11708 D VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K10 109 8332 SH SHARED 02 8332 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 13 1001 SH SHARED 02 1001 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 32 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 264 13074 SH SHARED 13074 D VANDA PHARMACEUTICALS INC COM 92165910 101 5000 SH SHARED 01 5000 D VANDA PHARMACEUTICALS INC COM 92165910 36 1817 SH SHARED 02 1817 D VANDA PHARMACEUTICALS INC COM 92165910 3369 166300 SH SHARED 10 166300 D VANGUARD WORLD FDS CONSUM DIS ETF 92204A10 19 302 SH SHARED 02 302 D VANGUARD WORLD FDS CONSUM STP ETF 92204A20 24 362 SH SHARED 02 362 D VANGUARD WORLD FDS ENERGY ETF 92204A30 25 250 SH SHARED 02 250 D VANGUARD WORLD FDS HEALTH CAR ETF 92204A50 31 521 SH SHARED 02 521 D VANGUARD WORLD FDS INF TECH ETF 92204A70 45 797 SH SHARED 02 797 D VANGUARD WORLD FDS MATERIALS ETF 92204A80 8 100 SH SHARED 02 100 D VANGUARD WORLD FDS UTILITIES ETF 92204A87 6 79 SH SHARED 02 79 D VANGUARD WORLD FDS TELCOMM ETF 92204A88 8 100 SH SHARED 02 100 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 322 3531 SH SHARED 02 3531 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 246 2700 SH SHARED 23 2700 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 7 100 SH SHARED 02 100 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 244 3470 SH SHARED 23 3470 D VANGUARD INTL EQUITY INDEX F EURPEAN ETF 92204287 22 298 SH SHARED 02 298 D VANTAGE ENERGY SERVICES INC COM 92209F10 7798 1026100 SH SHARED 1026100 D VANTAGE ENERGY SERVICES INC UNIT 99/99/9999 92209F20 2469 296827 SH SHARED 296827 D VARIAN MED SYS INC COM 92220P10 8555 201249 SH SHARED 201249 D VARIAN MED SYS INC COM 92220P10 607 14281 SH SHARED 01 14281 D VARIAN MED SYS INC COM 92220P10 2609 61397 SH SHARED 02 18597 42800 D VARIAN MED SYS INC COM 92220P10 571 13440 SH SHARED 06 12500 940 D VARIAN MED SYS INC COM 92220P10 2627 61800 SH SHARED 10 61800 D VARIAN MED SYS INC COM 92220P10 185 4371 SH SHARED 14 4371 D VARIAN MED SYS INC COM 92220P10 255 6000 SH SHR/OTHR 21 6000 D VARIAN MED SYS INC COM 92220P10 85 2000 SH SHR/OTHR 23 2000 D VARIAN INC COM 92220610 2995 54635 SH SHARED 54635 D VARIAN INC COM 92220610 575 10500 SH SHARED 01 600 9900 D VARIAN INC COM 92220610 383 6995 SH SHARED 02 6995 D VARIAN INC COM 92220610 8369 152651 SH SHARED 10 152651 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 30144 752477 SH SHARED 752477 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 923 23050 SH SHARED 01 23050 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 282 7053 SH SHARED 02 7053 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 8 200 SH SHARED 06 200 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2332 58228 SH SHARED 10 58228 D VARSITY GROUP INC COM 92228110 0 335 SH SHARED 335 D VARSITY GROUP INC COM 92228110 0 1 SH SHARED 02 1 D VASCO DATA SEC INTL INC COM 92230Y10 1123 49364 SH SHARED 49364 D VASCULAR SOLUTIONS INC COM 92231M10 3 323 SH SHARED 323 D VASCULAR SOLUTIONS INC COM 92231M10 0 1 SH SHARED 02 1 D VASOGEN INC COM NEW 92232F20 0 16 SH SHARED 02 16 D VECTREN CORP COM 92240G10 2285 84866 SH SHARED 84866 D VECTREN CORP COM 92240G10 600 22300 SH SHARED 01 1900 20400 D VECTREN CORP COM 92240G10 895 33238 SH SHARED 02 32738 500 D VECTREN CORP COM 92240G10 618 22961 SH SHARED 10 22961 D VECTREN CORP COM 92240G10 333 12400 SH SHARED 21 7000 5400 D VECTOR GROUP LTD COM 92240M10 328 14567 SH SHARED 14567 D VECTOR GROUP LTD COM 92240M10 313 13926 SH SHARED 02 13926 D VECTOR GROUP LTD COM 92240M10 27676 1228431 SH SHARED 10 1228431 D VEECO INSTRS INC DEL COM 92241710 5317 256368 SH SHARED 256368 D VEECO INSTRS INC DEL COM 92241710 118 5700 SH SHARED 01 5700 D VEECO INSTRS INC DEL COM 92241710 116 5600 SH SHARED 10 5600 D VELOCITY EXPRESS CORP COM PAR $0.004 92257T60 0 701 SH SHARED 701 D VENDINGDATA CORPORATION COM NEW 92261Q20 1 492 SH SHARED 492 D VENOCO INC COM 92275P30 1114 59712 SH SHARED 59712 D VENOCO INC COM 92275P30 12 658 SH SHARED 02 658 D VENTAS INC COM 92276F10 982 27100 SH SHARED 27100 D VENTAS INC COM 92276F10 36361 1003070 SH SHARED 1003070 D VENTAS INC COM 92276F10 1214 33500 SH SHARED 01 33500 D VENTAS INC COM 92276F10 525 14498 SH SHARED 02 14349 149 D VENTAS INC COM 92276F10 580 16000 SH SHARED 04 16000 D VENTAS INC COM 92276F10 6972 192347 SH SHARED 10 192347 D VENTAS INC COM 92276F10 194923 5377200 SH SHARED 11 1505500 3871700 D VENTANA MED SYS INC COM 92276H10 35615 460920 SH SHARED 460920 D VENTANA MED SYS INC COM 92276H10 664 8600 SH SHARED 01 8600 D VENTANA MED SYS INC COM 92276H10 2713 35112 SH SHARED 02 35112 D VENTANA MED SYS INC COM 92276H10 60 786 SH SHARED 10 786 D VANGUARD INDEX FDS MCAP VL IDXVIP 92290851 82 1355 SH SHARED 02 1355 D VANGUARD INDEX FDS REIT ETF 92290855 70 1000 SH SHARED 02 1000 D VANGUARD INDEX FDS SM CP VAL ETF 92290861 137 1835 SH SHARED 02 1835 D VANGUARD INDEX FDS MID CAP ETF 92290862 5 65 SH SHARED 02 65 D VANGUARD INDEX FDS SMALL CP ETF 92290875 24 325 SH SHARED 02 325 D VANGUARD INDEX FDS STK MRK ETF 92290876 3633 24325 SH SHR/OTHR 23 24325 D VERAZ NETWORKS INC COM 92335910 1758 269648 SH SHARED 269648 D VERAZ NETWORKS INC COM 92335910 4 619 SH SHARED 02 619 D VERASUN ENERGY CORP COM 92336G10 4594 317306 SH SHARED 317306 D VERASUN ENERGY CORP COM 92336G10 246 17000 SH SHARED 01 17000 D VERASUN ENERGY CORP COM 92336G10 246 17000 SH SHR/OTHR 01 17000 D VERASUN ENERGY CORP COM 92336G10 378 26114 SH SHARED 02 25939 175 D VERASUN ENERGY CORP COM 92336G10 11584 800000 SH SHARED 04 800000 D VERICHIP CORP COM 92342V10 1590 185158 SH SHARED 185158 D VERI TEK INTL CORP COM 92342X10 1 169 SH SHARED 169 D VERIFONE HLDGS INC COM 92342Y10 41319 1172175 SH SHARED 1172175 D VERIFONE HLDGS INC COM 92342Y10 38 1090 SH SHARED 01 1090 D VERIFONE HLDGS INC COM 92342Y10 370 10498 SH SHARED 02 298 10200 D VERIFONE HLDGS INC COM 92342Y10 1590 45110 SH SHARED 10 45110 D VERISIGN INC COM 92343E10 66985 2111106 SH SHARED 2110006 1100 D VERISIGN INC COM 92343E10 2240 70619 SH SHARED 01 66849 3770 D VERISIGN INC COM 92343E10 12683 399737 SH SHARED 02 392514 7223 D VERISIGN INC COM 92343E10 12358 389500 SH SHARED 04 389500 D VERISIGN INC COM 92343E10 6 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 2752 86740 SH SHARED 06 24300 62440 D VERISIGN INC COM 92343E10 5507 173570 SH SHARED 10 173450 120 D VERISIGN INC COM 92343E10 88 2800 SH SHARED 14 2800 D VERISIGN INC COM 92343E10 18 575 SH SHARED 20 575 D VERISIGN INC COM 92343E10 13 410 SH SHR/OTHR 21 410 D VERISIGN INC COM 92343E10 3 118 SH SHARED 22 118 D VERIZON COMMUNICATIONS COM 92343V10 1034 25130 SH SHARED 25130 D VERIZON COMMUNICATIONS COM 92343V10 20 500 SH SHR/OTHR 500 D VERIZON COMMUNICATIONS COM 92343V10 440128 10690516 SH SHARED 10615256 75260 D VERIZON COMMUNICATIONS COM 92343V10 148819 3614765 SH SHARED 01 3530734 84031 D VERIZON COMMUNICATIONS COM 92343V10 1570 38140 SH SHR/OTHR 01 38140 D VERIZON COMMUNICATIONS COM 92343V10 27155 659605 SH SHARED 02 567883 91722 D VERIZON COMMUNICATIONS COM 92343V10 149856 3639934 SH SHARED 04 3639934 D VERIZON COMMUNICATIONS COM 92343V10 8278 201090 SH SHARED 05 201090 D VERIZON COMMUNICATIONS COM 92343V10 52178 1267386 SH SHARED 06 414043 853343 D VERIZON COMMUNICATIONS COM 92343V10 387264 9406462 SH SHARED 10 9248106 158356 D VERIZON COMMUNICATIONS COM 92343V10 78 1900 SH SHR/OTHR 10 1900 D VERIZON COMMUNICATIONS COM 92343V10 2409 58534 SH SHARED 14 58534 D VERIZON COMMUNICATIONS COM 92343V10 2470 60000 SH SHARED 15 60000 D VERIZON COMMUNICATIONS COM 92343V10 2284 55488 SH SHARED 16 55488 D VERIZON COMMUNICATIONS COM 92343V10 1647 40020 SH SHARED 20 21294 18726 D VERIZON COMMUNICATIONS COM 92343V10 106 2583 SH SHR/OTHR 20 2583 D VERIZON COMMUNICATIONS COM 92343V10 687 16711 SH SHARED 22 10026 6685 D VERIZON COMMUNICATIONS COM 92343V10 104 2537 SH SHR/OTHR 22 2537 D VERIZON COMMUNICATIONS COM 92343V10 2147 52164 SH SHARED 23 43102 9062 D VERIZON COMMUNICATIONS COM 92343V10 5041 122453 SH SHR/OTHR 23 122453 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 270 SH SHARED 270 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 1 SH SHARED 02 1 D VERSANT CORP COM NEW 92528430 2 91 SH SHARED 91 D VERSAR INC COM 92529710 1 148 SH SHARED 148 D VERSO TECHNOLOGIES INC COM NEW 92531720 32 39099 SH SHARED 39099 D VERSO TECHNOLOGIES INC COM NEW 92531720 1 2004 SH SHARED 02 4 2000 D VERTEX PHARMACEUTICALS INC COM 92532F10 14866 520531 SH SHARED 520531 D VERTEX PHARMACEUTICALS INC COM 92532F10 1250 43800 SH SHARED 01 5900 37900 D VERTEX PHARMACEUTICALS INC COM 92532F10 451 15823 SH SHARED 02 15823 D VERTEX PHARMACEUTICALS INC COM 92532F10 4581 160400 SH SHARED 04 160400 D VERTEX PHARMACEUTICALS INC COM 92532F10 1119 39200 SH SHARED 06 2500 36700 D VERTEX PHARMACEUTICALS INC COM 92532F10 2744 96110 SH SHARED 10 96110 D VERTICALNET INC COM PAR $ 0.01 92532L30 9 18042 SH SHARED 18042 D VERTRUE INC COM 92534N10 7595 155708 SH SHARED 155708 D VERTRUE INC COM 92534N10 977 20037 SH SHARED 02 20037 D VESTIN RLTY MTG II INC COM 92549X10 5 977 SH SHARED 977 D VESTIN RLTY MTG II INC COM 92549X10 0 4 SH SHARED 02 4 D VESTIN REALTY MORTGAGE I INC COM 92549010 0 161 SH SHARED 161 D VIAD CORP COM NEW 92552R40 1394 33077 SH SHARED 33077 D VIAD CORP COM NEW 92552R40 31 749 SH SHARED 01 749 D VIAD CORP COM NEW 92552R40 1665 39500 SH SHARED 10 39500 D VIASAT INC COM 92552V10 656 20445 SH SHARED 20445 D VIASAT INC COM 92552V10 44 1400 SH SHARED 01 1400 D VIASAT INC COM 92552V10 212 6635 SH SHARED 02 6635 D VIASAT INC COM 92552V10 177 5538 SH SHARED 10 5538 D VIACOM INC NEW CL A 92553P10 141 3400 SH SHARED 3400 D VIACOM INC NEW CL A 92553P10 14 347 SH SHARED 01 347 D VIACOM INC NEW CL A 92553P10 51 1228 SH SHARED 02 3 1225 D VIACOM INC NEW CL A 92553P10 4 100 SH SHR/OTHR 23 100 D VIACOM INC NEW CL B 92553P20 160 3860 SH SHARED 3860 D VIACOM INC NEW CL B 92553P20 69960 1680524 SH SHARED 1680524 D VIACOM INC NEW CL B 92553P20 3826 91920 SH SHARED 01 87063 4857 D VIACOM INC NEW CL B 92553P20 103 2478 SH SHR/OTHR 01 2478 D VIACOM INC NEW CL B 92553P20 7149 171740 SH SHARED 02 166219 5521 D VIACOM INC NEW CL B 92553P20 6244 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 3248 78043 SH SHARED 06 71333 6710 D VIACOM INC NEW CL B 92553P20 12449 299041 SH SHARED 10 298891 150 D VIACOM INC NEW CL B 92553P20 5 125 SH SHR/OTHR 10 125 D VIACOM INC NEW CL B 92553P20 1766 42427 SH SHARED 14 42427 D VIACOM INC NEW CL B 92553P20 558 13425 SH SHARED 15 13425 D VIACOM INC NEW CL B 92553P20 237 5700 SH SHARED 19 5700 D VIACOM INC NEW CL B 92553P20 6 150 SH SHR/OTHR 20 150 D VIACOM INC NEW CL B 92553P20 221 5310 SH SHARED 21 5310 D VIACOM INC NEW CL B 92553P20 325 7812 SH SHARED 22 7812 D VIACOM INC NEW CL B 92553P20 7 175 SH SHR/OTHR 22 175 D VIACOM INC NEW CL B 92553P20 16 400 SH SHARED 23 400 D VIACOM INC NEW CL B 92553P20 404 9728 SH SHR/OTHR 23 9728 D VIASYS HEALTHCARE INC COM NEW 92553Q20 155 3632 SH SHARED 3632 D VIASYS HEALTHCARE INC COM NEW 92553Q20 2231 52200 SH SHARED 10 52200 D VIACELL INC COM 92554J10 4 725 SH SHARED 725 D VIACELL INC COM 92554J10 9237 1670400 SH SHARED 04 1670400 D VIA PHARMACEUTICALS INC COM 92554T10 0 49 SH SHARED 49 D VICAL INC COM 92560210 4 906 SH SHARED 906 D VICAL INC COM 92560210 0 4 SH SHARED 02 4 D VICON INDS INC COM 92581110 1 99 SH SHARED 99 D VICOR CORP COM 92581510 1666 125990 SH SHARED 125990 D VICOR CORP COM 92581510 9 700 SH SHARED 10 700 D VICTORY ACQUISITION CORP COM 92644D10 1934 205102 SH SHARED 205102 D VICTORY ACQUISITION CORP *W EXP 04/24/201 92644D11 631 371763 SH SHARED 371763 D VICTORY ACQUISITION CORP UNIT 99/99/9999 92644D20 587 53353 SH SHARED 53353 D VIDEO DISPLAY CORP COM 92655510 0 117 SH SHARED 117 D VIDEO DISPLAY CORP COM 92655510 0 47 SH SHARED 02 47 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 17 750 SH SHARED 750 D VIDESH 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SH BEN INT 92904210 384 3500 SH SHARED 06 3500 D VORNADO RLTY TR SH BEN INT 92904210 14429 131370 SH SHARED 10 122150 9220 D VORNADO RLTY TR SH BEN INT 92904210 179 1630 SH SHR/OTHR 10 1630 D VORNADO RLTY TR SH BEN INT 92904210 644569 5868254 SH SHARED 11 3299686 2568568 D VORNADO RLTY TR SH BEN INT 92904210 76 700 SH SHARED 14 700 D VORNADO RLTY TR SH BEN INT 92904210 1623 14785 SH SHARED 20 9520 5265 D VORNADO RLTY TR SH BEN INT 92904210 73 670 SH SHR/OTHR 20 670 D VORNADO RLTY TR SH BEN INT 92904210 43 400 SH SHARED 21 400 D VORNADO RLTY TR SH BEN INT 92904210 138 1263 SH SHARED 22 1013 250 D VORNADO RLTY TR SH BEN INT 92904210 43 400 SH SHR/OTHR 22 400 D VORNADO RLTY TR SH BEN INT 92904210 892 8121 SH SHARED 23 7650 471 D VORNADO RLTY TR SH BEN INT 92904210 521 4745 SH SHR/OTHR 23 4745 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 35992 28075008 PRN SHARED 28075008 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 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97916 1110 D VULCAN MATLS CO COM 92916010 399 3485 SH SHARED 20 2825 660 D VULCAN MATLS CO COM 92916010 91 800 SH SHARED 22 800 D VULCAN MATLS CO COM 92916010 350 3060 SH SHR/OTHR 22 3060 D VULCAN MATLS CO COM 92916010 68 600 SH SHR/OTHR 23 600 D W & T OFFSHORE INC COM 92922P10 7415 264923 SH SHARED 264923 D W & T OFFSHORE INC COM 92922P10 496 17756 SH SHARED 02 16111 1645 D W & T OFFSHORE INC COM 92922P10 429 15350 SH SHARED 10 15350 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 21370 21762000 PRN SHARED 02 21762000 D WCI CMNTYS INC COM 92923C10 4202 251932 SH SHARED 251932 D WCI CMNTYS INC COM 92923C10 75 4500 SH SHARED 01 4500 D WCI CMNTYS INC COM 92923C10 282 16943 SH SHARED 02 16943 D WCI CMNTYS INC COM 92923C10 350 21000 SH SHARED 10 21000 D WD-40 CO COM 92923610 298 9094 SH SHARED 9094 D WD-40 CO COM 92923610 2 70 SH SHARED 01 70 D WD-40 CO COM 92923610 24 744 SH SHARED 02 44 700 D WD-40 CO COM 92923610 19 600 SH SHARED 10 600 D WGL HLDGS INC COM 92924F10 1304 39960 SH SHARED 39960 D WGL HLDGS INC COM 92924F10 463 14200 SH SHARED 01 1500 12700 D WGL HLDGS INC COM 92924F10 988 30291 SH SHARED 02 29072 1219 D WGL HLDGS INC COM 92924F10 1154 35361 SH SHARED 10 35361 D WGL HLDGS INC COM 92924F10 39 1200 SH SHARED 23 1200 D W-H ENERGY SVCS INC COM 92925E10 58657 947471 SH SHARED 947471 D W-H ENERGY SVCS INC COM 92925E10 222 3600 SH SHARED 01 3600 D W-H ENERGY SVCS INC COM 92925E10 2185 35300 SH SHARED 02 22500 12800 D W-H ENERGY SVCS INC COM 92925E10 637 10300 SH SHARED 10 10300 D W HLDG CO INC COM 92925110 2508 950187 SH SHARED 950187 D W HLDG CO INC COM 92925110 19 7350 SH SHARED 01 7350 D W HLDG CO INC COM 92925110 196 74300 SH SHARED 10 74300 D WCA WASTE CORP COM 92926K10 3 349 SH SHARED 349 D WJ COMMUNICATIONS INC COM 92928410 1 945 SH SHARED 945 D WJ COMMUNICATIONS INC COM 92928410 35 20226 SH SHARED 02 20226 D WMS INDS INC NOTE 2.750% 7/1 929297AE 7654 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 1214 42097 SH SHARED 42097 D WMS INDS INC COM 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525 530000 PRN SHARED 02 530000 D WABASH NATL CORP COM 92956610 5968 407942 SH SHARED 407942 D WABTEC CORP COM 92974010 6067 166109 SH SHARED 166109 D WABTEC CORP COM 92974010 401 11000 SH SHARED 01 11000 D WABTEC CORP COM 92974010 9132 250000 SH SHARED 02 250000 D WABTEC CORP COM 92974010 53 1454 SH SHARED 04 1454 D WABTEC CORP COM 92974010 2308 63200 SH SHARED 10 63200 D WACHOVIA CORP NEW COM 92990310 128 2512 SH SHARED 2512 D WACHOVIA CORP NEW COM 92990310 138599 2704373 SH SHARED 2660773 43600 D WACHOVIA CORP NEW COM 92990310 62283 1215280 SH SHARED 01 1183771 31509 D WACHOVIA CORP NEW COM 92990310 983 19182 SH SHR/OTHR 01 19182 D WACHOVIA CORP NEW COM 92990310 19653 383476 SH SHARED 02 363105 20371 D WACHOVIA CORP NEW COM 92990310 57116 1114475 SH SHARED 04 1114475 D WACHOVIA CORP NEW COM 92990310 967 18875 SH SHARED 05 18875 D WACHOVIA CORP NEW COM 92990310 57320 1118447 SH SHARED 06 266794 851653 D WACHOVIA CORP NEW COM 92990310 322365 6290059 SH SHARED 10 6210419 79640 D 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INC COM 93114210 609994 12679155 SH SHARED 12665305 13850 D WAL MART STORES INC COM 93114210 34717 721623 SH SHARED 01 595628 125995 D WAL MART STORES INC COM 93114210 3309 68784 SH SHR/OTHR 01 68784 D WAL MART STORES INC COM 93114210 188023 3908190 SH SHARED 02 3882805 25385 D WAL MART STORES INC COM 93114210 46 970 SH SHARED 05 970 D WAL MART STORES INC COM 93114210 13763 286077 SH SHARED 06 263507 22570 D WAL MART STORES INC COM 93114210 93790 1949496 SH SHARED 10 1886671 62825 D WAL MART STORES INC COM 93114210 1698 35300 SH SHR/OTHR 10 35300 D WAL MART STORES INC COM 93114210 4631 96261 SH SHARED 14 96261 D WAL MART STORES INC COM 93114210 12 265 SH SHARED 19 265 D WAL MART STORES INC COM 93114210 1972 40992 SH SHARED 20 11705 29287 D WAL MART STORES INC COM 93114210 117 2440 SH SHR/OTHR 20 2440 D WAL MART STORES INC COM 93114210 347 7225 SH SHARED 21 7225 D WAL MART STORES INC COM 93114210 744 15475 SH SHR/OTHR 21 15475 D WAL MART STORES INC COM 93114210 512 10645 SH SHARED 22 6200 4445 D WAL MART STORES INC COM 93114210 339 7050 SH SHR/OTHR 22 7050 D WAL MART STORES INC COM 93114210 5368 111588 SH SHARED 23 110514 1074 D WAL MART STORES INC COM 93114210 9781 203312 SH SHR/OTHR 23 203312 D WALGREEN CO COM 93142210 90 2074 SH SHARED 2074 D WALGREEN CO COM 93142210 92433 2122947 SH SHARED 2082947 40000 D WALGREEN CO COM 93142210 8545 196261 SH SHARED 01 148090 48171 D WALGREEN CO COM 93142210 247 5691 SH SHR/OTHR 01 5691 D WALGREEN CO COM 93142210 9057 208022 SH SHARED 02 195314 12708 D WALGREEN CO COM 93142210 89605 2058000 SH SHARED 04 2058000 D WALGREEN CO COM 93142210 1217 27970 SH SHARED 05 27970 D WALGREEN CO COM 93142210 5579 128140 SH SHARED 06 118830 9310 D WALGREEN CO COM 93142210 98434 2260786 SH SHARED 10 2238186 22600 D WALGREEN CO COM 93142210 148 3400 SH SHR/OTHR 10 3400 D WALGREEN CO COM 93142210 1377 31627 SH SHARED 14 24000 7627 D WALGREEN CO COM 93142210 43 1000 SH SHARED 19 1000 D WALGREEN CO COM 93142210 1156 26560 SH SHARED 20 700 25860 D WALGREEN CO COM 93142210 217 5000 SH SHR/OTHR 20 5000 D WALGREEN CO COM 93142210 297 6842 SH SHARED 21 6842 D WALGREEN CO COM 93142210 58 1350 SH SHARED 22 300 1050 D WALGREEN CO COM 93142210 83 1925 SH SHR/OTHR 22 1925 D WALGREEN CO COM 93142210 794 18250 SH SHARED 23 18250 D WALGREEN CO COM 93142210 4547 104437 SH SHR/OTHR 23 104437 D WALGREEN CO COM 93142210 107 2465 SH SHARED 24 2465 D WALTER INDS INC NOTE 3.750% 5/0 93317QAC 2355 750000 PRN SHARED 02 750000 D WALTER INDS INC COM 93317Q10 27039 933700 SH SHARED 933700 D WALTER INDS INC COM 93317Q10 894 30900 SH SHARED 01 25800 5100 D WALTER INDS INC COM 93317Q10 447 15469 SH SHARED 02 10867 4602 D WALTER INDS INC COM 93317Q10 5522 190700 SH SHARED 10 190700 D WARNACO GROUP INC COM NEW 93439040 2055 52242 SH SHARED 52242 D WARNACO GROUP INC COM NEW 93439040 759 19300 SH SHARED 01 19300 D WARNACO GROUP INC COM NEW 93439040 116 2974 SH SHARED 02 2974 D WARNACO GROUP INC COM NEW 93439040 791 20132 SH SHARED 10 20132 D WARNER MUSIC 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COM 93932210 25 600 SH SHR/OTHR 600 D WASHINGTON MUT INC COM 93932210 60805 1426024 SH SHARED 1426024 D WASHINGTON MUT INC COM 93932210 6312 148030 SH SHARED 01 145537 2493 D WASHINGTON MUT INC COM 93932210 660 15488 SH SHR/OTHR 01 15488 D WASHINGTON MUT INC COM 93932210 5923 138917 SH SHARED 02 108208 30709 D WASHINGTON MUT INC COM 93932210 14 330 SH SHARED 05 330 D WASHINGTON MUT INC COM 93932210 4975 116695 SH SHARED 06 107235 9460 D WASHINGTON MUT INC COM 93932210 339854 7970332 SH SHARED 10 7966182 4150 D WASHINGTON MUT INC COM 93932210 1464 34347 SH SHARED 14 34347 D WASHINGTON MUT INC COM 93932210 626 14695 SH SHARED 20 8555 6140 D WASHINGTON MUT INC COM 93932210 21 500 SH SHR/OTHR 20 500 D WASHINGTON MUT INC COM 93932210 12 300 SH SHARED 21 300 D WASHINGTON MUT INC COM 93932210 705 16540 SH SHARED 22 10500 6040 D WASHINGTON MUT INC COM 93932210 191 4500 SH SHR/OTHR 22 4500 D WASHINGTON MUT INC COM 93932210 238 5600 SH SHARED 23 5600 D WASHINGTON MUT INC COM 93932210 739 17350 SH SHR/OTHR 23 17350 D WASHINGTON POST CO CL B 93964010 2171 2798 SH SHARED 2798 D WASHINGTON POST CO CL B 93964010 1482 1910 SH SHARED 01 240 1670 D WASHINGTON POST CO CL B 93964010 514 663 SH SHARED 02 635 28 D WASHINGTON POST CO CL B 93964010 116 150 SH SHARED 06 110 40 D WASHINGTON POST CO CL B 93964010 442 570 SH SHARED 10 520 50 D WASHINGTON POST CO CL B 93964010 698 900 SH SHR/OTHR 10 900 D WASHINGTON POST CO CL B 93964010 422 545 SH SHARED 20 45 500 D WASHINGTON POST CO CL B 93964010 116 150 SH SHR/OTHR 20 150 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1363 40107 SH SHARED 40107 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 78 2300 SH SHARED 01 2300 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 710 20889 SH SHARED 02 20509 380 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1295 38100 SH SHARED 10 38100 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 28944 851310 SH SHARED 11 269910 581400 D WASHINGTON SVGBK FSB WALDRF COM 93969610 0 113 SH SHARED 113 D WASHINGTON TR BANCORP COM 94061010 144 5736 SH SHARED 5736 D WASHINGTON TR BANCORP COM 94061010 131 5200 SH SHARED 10 5200 D WASHINGTON TR BANCORP COM 94061010 63 2530 SH SHARED 20 2530 D WASTE CONNECTIONS INC COM 94105310 14809 489718 SH SHARED 489718 D WASTE CONNECTIONS INC COM 94105310 260 8622 SH SHARED 02 8567 55 D WASTE CONNECTIONS INC COM 94105310 495 16400 SH SHARED 10 16400 D WASTE CONNECTIONS INC COM 94105310 42 1400 SH SHARED 21 1400 D WASTE INDUSTRIES USA INC COM 94105710 188 5507 SH SHARED 5507 D WASTE INDUSTRIES USA INC COM 94105710 151 4429 SH SHARED 02 4429 D WASTE INDUSTRIES USA INC COM 94105710 119 3500 SH SHARED 10 3500 D WASTE MGMT INC DEL COM 94106L10 336 8618 SH SHARED 6000 2618 D WASTE MGMT INC DEL COM 94106L10 129007 3303661 SH SHARED 3299661 4000 D WASTE MGMT INC DEL COM 94106L10 2061 52786 SH SHARED 01 52786 D WASTE MGMT INC DEL COM 94106L10 33 870 SH SHR/OTHR 01 870 D WASTE MGMT INC DEL COM 94106L10 4268 109318 SH SHARED 02 102664 6654 D WASTE MGMT INC DEL 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INC CL A 94274910 176 4700 SH SHARED 01 4700 D WATTS WATER TECHNOLOGIES INC CL A 94274910 463 12373 SH SHARED 02 11581 792 D WATTS WATER TECHNOLOGIES INC CL A 94274910 18360 490000 SH SHARED 04 490000 D WATTS WATER TECHNOLOGIES INC CL A 94274910 15550 415000 SH SHARED 05 415000 D WATTS WATER TECHNOLOGIES INC CL A 94274910 21680 578600 SH SHARED 10 578600 D WAUSAU PAPER CORP COM 94331510 4063 303277 SH SHARED 303277 D WAUSAU PAPER CORP COM 94331510 44 3320 SH SHARED 02 3320 D WAUSAU PAPER CORP COM 94331510 91 6800 SH SHARED 10 6800 D WAUWATOSA HLDGS INC COM 94348P10 79 4789 SH SHARED 4789 D WAUWATOSA HLDGS INC COM 94348P10 0 10 SH SHARED 02 10 D WAVE SYSTEMS CORP COM NEW 94352630 1761 851362 SH SHARED 851362 D WAYNE SVGS BANCSHARES INC NE COM 94624Q10 0 71 SH SHARED 71 D WAYSIDE TECHNOLOGY GROUP INC COM 94676010 1 98 SH SHARED 98 D WEB COM INC COM NEW 94732Q10 2 320 SH SHARED 320 D WEB COM INC COM NEW 94732Q10 0 1 SH SHARED 02 1 D WEBSENSE INC COM 94768410 2291 107826 SH SHARED 107826 D WEBSENSE INC COM 94768410 609 28700 SH SHARED 01 28700 D WEBSENSE INC COM 94768410 122 5757 SH SHARED 02 757 5000 D WEBSENSE INC COM 94768410 170 8000 SH SHARED 04 8000 D WEBSENSE INC COM 94768410 939 44203 SH SHARED 10 44203 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 9880 9500000 PRN SHARED 9500000 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 17753 17071008 PRN SHARED 02 17071008 D WEBMD CORP NOTE 3.125% 9/0 94769MAG 16187 15100000 PRN SHARED 02 15100000 D WEBSITE PROS INC COM 94769V10 2082 221076 SH SHARED 221076 D WEBSITE PROS INC COM 94769V10 0 1 SH SHARED 02 1 D WEBMD HEALTH CORP CL A 94770V10 57 1223 SH SHARED 1223 D WEBMD HEALTH CORP CL A 94770V10 1 30 SH SHARED 02 30 D WEBMD HEALTH CORP CL A 94770V10 769 16355 SH SHARED 06 16355 D WEBMD HEALTH CORP CL A 94770V10 583 12400 SH SHARED 10 3100 9300 D WEBMD HEALTH CORP CL A 94770V10 188 4000 SH SHARED 20 4000 D WEBSTER FINL CORP CONN COM 94789010 9953 233273 SH SHARED 233273 D WEBSTER FINL CORP CONN COM 94789010 695 16300 SH SHARED 01 100 16200 D WEBSTER FINL CORP CONN COM 94789010 1193 27976 SH SHARED 02 24810 3166 D WEBSTER FINL CORP CONN COM 94789010 427 10017 SH SHARED 10 10017 D WEGENER CORP COM 94858510 0 195 SH SHARED 195 D WEIGHT WATCHERS INTL INC NEW COM 94862610 825 16229 SH SHARED 16229 D WEIGHT WATCHERS INTL INC NEW COM 94862610 240 4731 SH SHARED 02 4731 D WEIGHT WATCHERS INTL INC NEW COM 94862610 610 12000 SH SHARED 04 12000 D WEIGHT WATCHERS INTL INC NEW COM 94862610 194 3825 SH SHARED 10 3590 235 D WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF 985 980000 PRN SHARED 02 980000 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1396 33987 SH SHARED 33987 D WEINGARTEN RLTY INVS SH BEN INT 94874110 981 23875 SH SHARED 01 1425 22450 D WEINGARTEN RLTY INVS SH BEN INT 94874110 586 14267 SH SHARED 02 13133 1134 D WEINGARTEN RLTY INVS SH BEN INT 94874110 135 3300 SH SHARED 10 3300 D WEINGARTEN RLTY INVS SH BEN INT 94874110 10907 265400 SH SHARED 11 31400 234000 D WEINGARTEN RLTY INVS SH BEN INT 94874110 37 917 SH SHARED 20 917 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04 360247 D WELLPOINT INC COM 94973V10 20 260 SH SHARED 05 260 D WELLPOINT INC COM 94973V10 58116 728002 SH SHARED 06 156772 571230 D WELLPOINT INC COM 94973V10 79397 994578 SH SHARED 10 968378 26200 D WELLPOINT INC COM 94973V10 1207 15130 SH SHARED 14 6300 8830 D WELLPOINT INC COM 94973V10 3991 50000 SH SHARED 16 50000 D WELLPOINT INC COM 94973V10 8420 105485 SH SHARED 19 105485 D WELLPOINT INC COM 94973V10 163 2050 SH SHARED 20 1550 500 D WELLPOINT INC COM 94973V10 447 5600 SH SHARED 23 5600 D WELLPOINT INC COM 94973V10 159 2000 SH SHR/OTHR 23 2000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 8943 8952000 PRN SHARED 02 8952000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 949 950000 PRN SHARED 06 950000 D WELLS FARGO & CO NEW COM 94974610 578 16460 SH SHARED 16460 D WELLS FARGO & CO NEW COM 94974610 163736 4655562 SH SHARED 4615662 39900 D WELLS FARGO & CO NEW COM 94974610 113307 3221719 SH SHARED 01 2848831 372888 D WELLS FARGO & CO NEW COM 94974610 3351 95286 SH SHR/OTHR 01 95286 D WELLS FARGO & CO NEW COM 94974610 31583 898014 SH SHARED 02 856285 41729 D WELLS FARGO & CO NEW COM 94974610 41 1190 SH SHARED 05 1190 D WELLS FARGO & CO NEW COM 94974610 37224 1058430 SH SHARED 06 422030 636400 D WELLS FARGO & CO NEW COM 94974610 138892 3949178 SH SHARED 10 3696423 252755 D WELLS FARGO & CO NEW COM 94974610 683 19445 SH SHR/OTHR 10 19445 D WELLS FARGO & CO NEW COM 94974610 1758 50012 SH SHARED 14 50012 D WELLS FARGO & CO NEW COM 94974610 3527 100300 SH SHARED 15 100300 D WELLS FARGO & CO NEW COM 94974610 17 490 SH SHARED 19 490 D WELLS FARGO & CO NEW COM 94974610 11703 332769 SH SHARED 20 93251 239518 D WELLS FARGO & CO NEW COM 94974610 1554 44198 SH SHR/OTHR 20 44198 D WELLS FARGO & CO NEW COM 94974610 327 9300 SH SHARED 21 9300 D WELLS FARGO & CO NEW COM 94974610 107 3060 SH SHR/OTHR 21 3060 D WELLS FARGO & CO NEW COM 94974610 1160 33000 SH SHARED 22 21430 11570 D WELLS FARGO & CO NEW COM 94974610 472 13422 SH SHR/OTHR 22 13422 D WELLS FARGO & CO NEW COM 94974610 9099 258729 SH SHARED 23 246379 12350 D WELLS FARGO & CO NEW COM 94974610 11374 323424 SH SHR/OTHR 23 323424 D WELLS GARDNER ELECTRS CORP COM 94976510 0 248 SH SHARED 248 D WENDYS INTL INC COM 95059010 101211 2754054 SH SHARED 2754054 D WENDYS INTL INC COM 95059010 691 18820 SH SHARED 01 18820 D WENDYS INTL INC COM 95059010 701 19075 SH SHARED 02 19075 D WENDYS INTL INC COM 95059010 422 11510 SH SHARED 06 10950 560 D WENDYS INTL INC COM 95059010 3501 95272 SH SHARED 10 95272 D WENDYS INTL INC COM 95059010 40 1100 SH SHARED 14 1100 D WERNER ENTERPRISES INC COM 95075510 6535 324357 SH SHARED 324357 D WERNER ENTERPRISES INC COM 95075510 342 16975 SH SHARED 01 16975 D WERNER ENTERPRISES INC COM 95075510 100 4998 SH SHARED 02 4998 D WERNER ENTERPRISES INC COM 95075510 445 22094 SH SHARED 10 22094 D WESBANCO INC COM 95081010 307 10420 SH SHARED 10420 D WESBANCO INC COM 95081010 2 100 SH SHARED 01 100 D WESBANCO INC COM 95081010 280 9500 SH SHARED 10 9500 D WESCO FINL CORP COM 95081710 31 83 SH SHARED 83 D WESCO FINL CORP COM 95081710 57 150 SH SHARED 01 150 D WESCO FINL CORP COM 95081710 10 28 SH SHARED 02 28 D WESCO FINL CORP COM 95081710 115 300 SH SHARED 10 300 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 46230 30000000 PRN SHARED 30000000 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 13106 8505000 PRN SHARED 02 8505000 D WESCO INTL INC COM 95082P10 72739 1203304 SH SHARED 1203304 D WESCO INTL INC COM 95082P10 701 11600 SH SHARED 01 11600 D WESCO INTL INC COM 95082P10 489 8095 SH SHR/OTHR 01 8095 D WESCO INTL INC COM 95082P10 619 10251 SH SHARED 02 10251 D WESCO INTL INC COM 95082P10 9067 150000 SH SHARED 04 150000 D WESCO INTL INC COM 95082P10 12090 200000 SH SHARED 05 200000 D WESCO INTL INC COM 95082P10 39071 646350 SH SHARED 10 646350 D WESCO INTL INC COM 95082P10 128 2129 SH SHARED 21 829 1300 D WEST BANCORPORATION INC CAP STK 95123P10 19 1215 SH SHARED 1215 D WEST COAST BANCORP ORE NEW COM 95214510 434 14294 SH SHARED 14294 D WEST COAST BANCORP ORE NEW COM 95214510 3 124 SH SHARED 02 124 D WEST COAST BANCORP ORE NEW COM 95214510 97 3200 SH SHARED 10 3200 D WEST MARINE INC COM 95423510 1113 80928 SH SHARED 80928 D WEST MARINE INC COM 95423510 64 4700 SH SHARED 01 4700 D WEST MARINE INC COM 95423510 7 535 SH SHARED 02 535 D WEST MARINE INC COM 95423510 871 63300 SH SHARED 10 63300 D WEST PHARMACEUTICAL SVSC INC COM 95530610 857 18178 SH SHARED 18178 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1831 38850 SH SHARED 01 38600 250 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1202 25500 SH SHR/OTHR 01 25500 D WEST PHARMACEUTICAL SVSC INC COM 95530610 13497 286260 SH SHARED 10 286260 D WESTAFF INC COM 95707010 1 250 SH SHARED 250 D WESTAR ENERGY INC COM 95709T10 45238 1863196 SH SHARED 1863196 D WESTAR ENERGY INC COM 95709T10 1434 59100 SH SHARED 01 33000 26100 D WESTAR ENERGY INC COM 95709T10 775 31920 SH SHR/OTHR 01 31920 D WESTAR ENERGY INC COM 95709T10 310 12769 SH SHARED 02 8964 3805 D WESTAR ENERGY INC COM 95709T10 1164 47970 SH SHARED 10 47970 D WESTAR ENERGY INC COM 95709T10 38 1600 SH SHARED 21 1600 D WESTAMERICA BANCORPORATION COM 95709010 5406 122213 SH SHARED 122213 D WESTAMERICA BANCORPORATION COM 95709010 376 8500 SH SHARED 01 800 7700 D WESTAMERICA BANCORPORATION COM 95709010 137 3100 SH SHARED 02 3100 D WESTAMERICA BANCORPORATION COM 95709010 526 11900 SH SHARED 10 11900 D WESTELL TECHNOLOGIES INC CL A 95754110 12710 4870112 SH SHARED 4870112 D WESTELL TECHNOLOGIES INC CL A 95754110 0 6 SH SHARED 02 6 D WESTERN ALLIANCE BANCORP COM 95763810 481 16120 SH SHARED 16120 D WESTERN ALLIANCE BANCORP COM 95763810 36 1214 SH SHARED 02 739 475 D WESTERN ALLIANCE BANCORP COM 95763810 56 1900 SH SHARED 10 1900 D WESTERN ASSET EMRG MKT DEBT COM 95766A10 3743 209500 SH SHARED 209500 D WESTERN ASSET EMRG MKT DEBT COM 95766A10 89 5000 SH SHARED 02 5000 D WESTERN ASSET GLB HI INCOME COM 95766B10 2 197 SH SHARED 197 D WESTERN AST EMRG MKT FLT RT COM 95766C10 71 5500 SH SHARED 5500 D WESTERN ASSET EMRG MKT INCM COM 95766E10 4186 318400 SH SHARED 318400 D WESTERN ASSET HIGH INCM OPP COM 95766K10 0 50 SH SHARED 50 D WESTERN ASSETT MGD HI INCM F COM 95766L10 0 142 SH SHARED 142 D WESTERN ASST MNG MUN FD INC COM 95766M10 42 3817 SH SHARED 01 3817 D WESTERN ASSET CLAYMORE US TR COM SH BEN INT 95766Q10 659 58000 SH SHARED 02 58000 D WSTRN ASSET/CLYMRE US TR INF COM 95766R10 4144 359100 SH SHARED 359100 D WESTERN ASSET INFL MGMT FD I COM 95766U10 2495 157338 SH SHARED 157338 D WESTERN ASSET WORLDWIDE INCO COM 95766810 426 31032 SH SHARED 31032 D WESTERN ASSET ZENIX INCOME F COM 95766910 0 68 SH SHARED 68 D WESTERN DIGITAL CORP COM 95810210 26680 1378835 SH SHARED 1378835 D WESTERN DIGITAL CORP COM 95810210 23755 1227700 SH SHARED 01 1165400 62300 D WESTERN DIGITAL CORP COM 95810210 839 43389 SH SHARED 02 43089 300 D WESTERN DIGITAL CORP COM 95810210 767 39650 SH SHARED 06 38450 1200 D WESTERN DIGITAL CORP COM 95810210 5530 285800 SH SHARED 10 278500 7300 D WESTERN DIGITAL CORP COM 95810210 286 14815 SH SHARED 14 14815 D WESTERN DIGITAL CORP COM 95810210 58 3000 SH SHARED 21 3000 D WESTERN REFNG INC COM 95931910 1674 28965 SH SHARED 28965 D WESTERN REFNG INC COM 95931910 2008 34750 SH SHARED 01 34550 200 D WESTERN REFNG INC COM 95931910 2080 36000 SH SHR/OTHR 01 36000 D WESTERN REFNG INC COM 95931910 390 6758 SH SHARED 02 108 6650 D WESTERN REFNG INC COM 95931910 11131 192590 SH SHARED 10 192590 D WESTERN UN CO COM 95980210 55181 2649124 SH SHARED 2649124 D WESTERN UN CO COM 95980210 2238 107474 SH SHARED 01 106824 650 D WESTERN UN CO COM 95980210 89 4317 SH SHR/OTHR 01 4317 D WESTERN UN CO COM 95980210 2106 101117 SH SHARED 02 96103 5014 D WESTERN UN CO COM 95980210 5728 275000 SH SHARED 04 275000 D WESTERN UN CO COM 95980210 7 359 SH SHARED 05 359 D WESTERN UN CO COM 95980210 1682 80789 SH SHARED 06 73542 7247 D WESTERN UN CO COM 95980210 10708 514085 SH SHARED 10 508585 5500 D WESTERN UN CO COM 95980210 108 5200 SH SHR/OTHR 10 5200 D WESTERN UN CO COM 95980210 432 20750 SH SHARED 14 20750 D WESTERN UN CO COM 95980210 454 21820 SH SHARED 20 4600 17220 D WESTERN UN CO COM 95980210 215 10360 SH SHR/OTHR 20 10360 D WESTERN UN CO COM 95980210 12 600 SH SHARED 21 600 D WESTERN UN CO COM 95980210 112 5400 SH SHARED 22 2600 2800 D WESTERN UN CO COM 95980210 54 2600 SH SHR/OTHR 22 2600 D WESTERN UN CO COM 95980210 52 2517 SH SHARED 23 2517 D WESTERN UN CO COM 95980210 109 5268 SH SHR/OTHR 23 5268 D WESTFIELD FINANCIAL INC NEW COM 96008P10 574 57602 SH SHARED 57602 D WESTFIELD FINANCIAL INC NEW COM 96008P10 0 74 SH SHARED 02 74 D WESTLAKE CHEM CORP COM 96041310 25 897 SH SHARED 897 D WESTLAKE CHEM CORP COM 96041310 2 76 SH SHARED 02 76 D WESTLAKE CHEM CORP COM 96041310 105 3748 SH SHARED 10 3748 D WESTMORELAND COAL CO COM 96087810 20 763 SH SHARED 763 D WESTMORELAND COAL CO COM 96087810 27 1000 SH SHARED 01 1000 D WESTMORELAND COAL CO COM 96087810 68 2500 SH SHARED 02 2500 D WESTSIDE ENERGY CORP COM 96149R10 1 398 SH SHARED 398 D WESTWOOD HLDGS GROUP INC COM 96176510 4 133 SH SHARED 133 D WESTWOOD HLDGS GROUP INC COM 96176510 44 1306 SH SHARED 02 1306 D WESTWOOD ONE INC COM 96181510 23164 3221741 SH SHARED 3221741 D WESTWOOD ONE INC COM 96181510 278 38800 SH SHARED 01 21600 17200 D WESTWOOD ONE INC COM 96181510 1489 207200 SH SHARED 02 207200 D WESTWOOD ONE INC COM 96181510 3030 421452 SH SHARED 10 421452 D WET SEAL INC CL A 96184010 881 146594 SH SHARED 146594 D WET SEAL INC CL A 96184010 0 26 SH SHARED 02 25 1 D WEYCO GROUP INC COM 96214910 96 3594 SH SHARED 3594 D WEYCO GROUP INC COM 96214910 0 9 SH SHARED 02 9 D WEYERHAEUSER CO COM 96216610 102877 1303398 SH SHARED 1303398 D WEYERHAEUSER CO COM 96216610 2228 28232 SH SHARED 01 26332 1900 D WEYERHAEUSER CO COM 96216610 26121 330948 SH SHARED 02 327979 2969 D WEYERHAEUSER CO COM 96216610 8050 102000 SH SHARED 04 102000 D WEYERHAEUSER CO COM 96216610 1261 15978 SH SHARED 05 15978 D WEYERHAEUSER CO COM 96216610 14139 179140 SH SHARED 06 137800 41340 D WEYERHAEUSER CO COM 96216610 24221 306875 SH SHARED 10 306875 D WEYERHAEUSER CO COM 96216610 473 6000 SH SHARED 14 6000 D WEYERHAEUSER CO COM 96216610 47 600 SH SHARED 23 600 D WEYERHAEUSER CO COM 96216610 78 1000 SH SHR/OTHR 23 1000 D WEYERHAEUSER CO COM 96216610 1340 16980 SH SHARED 24 16980 D WHEELING PITTSBURGH CORP COM NEW 96314230 11624 610848 SH SHARED 610848 D WHEELING PITTSBURGH CORP COM NEW 96314230 3 207 SH SHARED 02 207 D WHIRLPOOL CORP COM 96332010 1339 12046 SH SHARED 3100 8946 D WHIRLPOOL CORP COM 96332010 30942 278261 SH SHARED 278261 D WHIRLPOOL CORP COM 96332010 5298 47646 SH SHARED 01 47457 189 D WHIRLPOOL CORP COM 96332010 19368 174179 SH SHARED 02 173772 407 D WHIRLPOOL CORP COM 96332010 939 8450 SH SHARED 04 8450 D WHIRLPOOL CORP COM 96332010 1512 13600 SH SHARED 05 13600 D WHIRLPOOL CORP COM 96332010 892 8030 SH SHARED 06 7500 530 D WHIRLPOOL CORP COM 96332010 19634 176569 SH SHARED 10 176569 D WHIRLPOOL CORP COM 96332010 344 3100 SH SHARED 14 3100 D WHIRLPOOL CORP COM 96332010 7240 65108 SH SHARED 19 65108 D WHIRLPOOL CORP COM 96332010 55 500 SH SHARED 22 500 D WHITE ELECTR DESIGNS CORP COM 96380110 2383 410873 SH SHARED 410873 D WHITE ELECTR DESIGNS CORP COM 96380110 0 2 SH SHARED 02 2 D WHITE RIVER CAPITAL INC COM 96445P10 1 72 SH SHARED 72 D WHITING PETE CORP NEW COM 96638710 10319 254680 SH SHARED 254680 D WHITING PETE CORP NEW COM 96638710 32 800 SH SHARED 01 800 D WHITING PETE CORP NEW COM 96638710 1693 41800 SH SHARED 10 41800 D WHITNEY HLDG CORP COM 96661210 3116 103541 SH SHARED 103541 D WHITNEY HLDG CORP COM 96661210 31 1050 SH SHARED 01 1050 D WHITNEY HLDG CORP COM 96661210 238 7923 SH SHARED 02 7923 D WHITNEY HLDG CORP COM 96661210 153 5100 SH SHARED 10 5100 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 207 250000 PRN SHARED 02 250000 D WHOLE FOODS MKT INC COM 96683710 46930 1225330 SH SHARED 1211330 14000 D WHOLE FOODS MKT INC COM 96683710 563 14720 SH SHARED 01 14720 D WHOLE FOODS MKT INC COM 96683710 924 24133 SH SHARED 02 22083 2050 D WHOLE FOODS MKT INC COM 96683710 1704 44500 SH SHARED 04 44500 D WHOLE FOODS MKT INC COM 96683710 1253 32741 SH SHARED 06 31601 1140 D WHOLE FOODS MKT INC COM 96683710 5081 132665 SH SHARED 10 132665 D WHOLE FOODS MKT INC COM 96683710 7 200 SH SHARED 20 200 D WHOLE FOODS MKT INC COM 96683710 214 5600 SH SHR/OTHR 23 5600 D WIDEPOINT CORP COM 96759010 1828 1865978 SH SHARED 1865978 D WILBER CORP COM 96779710 1 144 SH SHARED 144 D WILD OATS MARKETS INC COM 96808B10 443 26433 SH SHARED 26433 D WILD OATS MARKETS INC COM 96808B10 9496 566605 SH SHARED 02 566605 D WILEY JOHN & SONS INC CL A 96822320 2578 53402 SH SHARED 53402 D WILEY JOHN & SONS INC CL A 96822320 709 14700 SH SHARED 01 1900 12800 D WILEY JOHN & SONS INC CL A 96822320 227 4702 SH SHARED 02 4702 D WILEY JOHN & SONS INC CL A 96822320 120 2500 SH SHARED 10 2500 D WILEY JOHN & SONS INC CL A 96822320 193 4000 SH SHARED 23 4000 D WILLAMETTE VY VINEYARD INC COM 96913610 0 105 SH SHARED 105 D WILLBROS GROUP INC COM 96919910 1630 54939 SH SHARED 54939 D WILLBROS GROUP INC COM 96919910 598 20174 SH SHARED 02 1874 18300 D WILLDAN GROUP INC COM 96924N10 1 157 SH SHARED 157 D WILLIAMS COAL SEAM GAS RTY T TR UNIT 96945010 67 6549 SH SHARED 02 6549 D WILLIAMS COS INC DEL COM 96945710 67849 2145775 SH SHARED 2145775 D WILLIAMS COS INC DEL COM 96945710 2730 86346 SH SHARED 01 76346 10000 D WILLIAMS COS INC DEL COM 96945710 31 1000 SH SHR/OTHR 01 1000 D WILLIAMS COS INC DEL COM 96945710 23150 732160 SH SHARED 02 720556 11604 D WILLIAMS COS INC DEL COM 96945710 9 290 SH SHARED 05 290 D WILLIAMS COS INC DEL COM 96945710 1919 60710 SH SHARED 06 54800 5910 D WILLIAMS COS INC DEL COM 96945710 10361 327700 SH SHARED 10 327700 D WILLIAMS COS INC DEL COM 96945710 297 9400 SH SHARED 14 9400 D WILLIAMS COS INC DEL COM 96945710 94 3000 SH SHR/OTHR 23 3000 D WILLIAMS CTLS INC COM NEW 96946560 2 142 SH SHARED 142 D WILLIAMS CLAYTON ENERGY INC COM 96949010 72 2746 SH SHARED 2746 D WILLIAMS CLAYTON ENERGY INC COM 96949010 76 2900 SH SHARED 01 2900 D WILLIAMS CLAYTON ENERGY INC COM 96949010 2 89 SH SHARED 02 89 D WILLIAMS CLAYTON ENERGY INC COM 96949010 672 25400 SH SHARED 10 25400 D WILLIAMS PARTNERS L P COM UNIT L P 96950F10 28 584 SH SHARED 584 D WILLIAMS PARTNERS L P COM UNIT L P 96950F10 24 500 SH SHARED 02 500 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 7167 301017 SH SHARED 301017 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 154 6500 SH SHARED 10 6500 D WILLIAMS SONOMA INC COM 96990410 1641 51985 SH SHARED 51985 D WILLIAMS SONOMA INC COM 96990410 1768 55986 SH SHARED 01 21686 34300 D WILLIAMS SONOMA INC COM 96990410 598 18943 SH SHARED 02 12893 6050 D WILLIAMS SONOMA INC COM 96990410 90 2880 SH SHARED 06 2400 480 D WILLIAMS SONOMA INC COM 96990410 840 26600 SH SHARED 10 26600 D WILLIAMS SONOMA INC COM 96990410 505 16000 SH SHR/OTHR 23 16000 D WILLIS LEASE FINANCE CORP COM 97064610 1 131 SH SHARED 131 D WILLIS LEASE FINANCE CORP COM 97064610 28 2482 SH SHARED 02 2482 D WILLOW FINANCIAL BANCORP INC COM 97111W10 19 1533 SH SHARED 1533 D WILLOW FINANCIAL BANCORP INC COM 97111W10 17 1348 SH SHARED 02 1348 D WILMINGTON TRUST CORP COM 97180710 4159 100200 SH SHARED 100200 D WILMINGTON TRUST CORP COM 97180710 892 21500 SH SHARED 01 21500 D WILMINGTON TRUST CORP COM 97180710 2564 61788 SH SHARED 02 61788 D WILMINGTON TRUST CORP COM 97180710 582 14022 SH SHARED 10 14022 D WILSHIRE BANCORP INC COM 97186T10 108 8909 SH SHARED 8909 D WILSHIRE BANCORP INC COM 97186T10 1 106 SH SHARED 02 106 D WILSHIRE ENTERPRISES INC COM 97188910 50 9261 SH SHARED 9261 D WILSON HOLDINGS INC COM 97223410 0 252 SH SHARED 252 D WILSONS THE LEATHER EXPERTS COM 97246310 0 458 SH SHARED 458 D WILSONS THE LEATHER EXPERTS COM 97246310 17 9250 SH SHARED 02 9250 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M10 2761 26549 SH SHARED 26549 D WIND RIVER SYSTEMS INC COM 97314910 2816 256027 SH SHARED 256027 D WIND RIVER SYSTEMS INC COM 97314910 474 43100 SH SHARED 01 16300 26800 D WIND RIVER SYSTEMS INC COM 97314910 450 40957 SH SHARED 02 40457 500 D WIND RIVER SYSTEMS INC COM 97314910 9 875 SH SHARED 10 875 D WINDSTREAM CORP COM 97381W10 21891 1483160 SH SHARED 1483160 D WINDSTREAM CORP COM 97381W10 6023 408077 SH SHARED 01 405986 2091 D WINDSTREAM CORP COM 97381W10 27 1838 SH SHR/OTHR 01 1838 D WINDSTREAM CORP COM 97381W10 2867 194295 SH SHARED 02 64590 129705 D WINDSTREAM CORP COM 97381W10 1526 103392 SH SHARED 04 103392 D WINDSTREAM CORP COM 97381W10 568 38483 SH SHARED 06 38483 D WINDSTREAM CORP COM 97381W10 15483 1049046 SH SHARED 10 1012273 36773 D WINDSTREAM CORP COM 97381W10 6 413 SH SHR/OTHR 10 413 D WINDSTREAM CORP COM 97381W10 46 3140 SH SHARED 20 723 2417 D WINDSTREAM CORP COM 97381W10 80 5479 SH SHR/OTHR 20 5479 D WINDSTREAM CORP COM 97381W10 8 563 SH SHR/OTHR 22 563 D WINDSTREAM CORP COM 97381W10 451 30589 SH SHR/OTHR 23 30589 D WINLAND ELECTRS INC COM 97424110 0 85 SH SHARED 85 D WINMARK CORP COM 97425010 0 37 SH SHARED 37 D WINMARK CORP COM 97425010 0 21 SH SHARED 02 21 D WINN DIXIE STORES INC COM NEW 97428030 876 29924 SH SHARED 29924 D WINN DIXIE STORES INC COM NEW 97428030 22 780 SH SHARED 01 780 D WINN DIXIE STORES INC COM NEW 97428030 68 2339 SH SHARED 02 2339 D WINN DIXIE STORES INC COM NEW 97428030 1435 49000 SH SHARED 04 49000 D WINN DIXIE STORES INC COM NEW 97428030 222 7600 SH SHARED 10 7600 D WINNEBAGO INDS INC COM 97463710 1080 36616 SH SHARED 36616 D WINNEBAGO INDS INC COM 97463710 230 7800 SH SHARED 01 7800 D WINNEBAGO INDS INC COM 97463710 651 22062 SH SHARED 02 21632 430 D WINNEBAGO INDS INC COM 97463710 522 17700 SH SHARED 10 17700 D WINSTON HOTELS INC COM 97563A10 6656 443750 SH SHARED 443750 D WINTHROP RLTY TR SH BEN INT 97639110 524 75842 SH SHARED 75842 D WINTHROP RLTY TR SH BEN INT 97639110 1 150 SH SHARED 01 150 D WINTHROP RLTY TR SH BEN INT 97639110 4 657 SH SHARED 02 657 D WINTRUST FINANCIAL CORP COM 97650W10 3543 80809 SH SHARED 80809 D WINTRUST FINANCIAL CORP COM 97650W10 519 11838 SH SHARED 10 11838 D WIPRO LTD SPON ADR 1 SH 97651M10 5936 381800 SH SHARED 381800 D WIPRO LTD SPON ADR 1 SH 97651M10 31 2000 SH SHARED 02 2000 D WIRELESS RONIN TECHNOLOGIES COM 97652A20 1 177 SH SHARED 177 D WIRELESS RONIN TECHNOLOGIES COM 97652A20 4 500 SH SHARED 02 500 D WIRELESS XCESSORIES GROUP IN COM 97652L10 0 93 SH SHARED 93 D WIRELESS TELECOM GROUP INC COM 97652410 1 452 SH SHARED 452 D WIRELESS TELECOM GROUP INC COM 97652410 0 2 SH SHARED 02 2 D WIRELESS FACILITIES INC COM 97653A10 1526 908428 SH SHARED 908428 D WISCONSIN ENERGY CORP COM 97665710 36616 827868 SH SHARED 827868 D WISCONSIN ENERGY CORP COM 97665710 1668 37727 SH SHARED 01 2927 34800 D WISCONSIN ENERGY CORP COM 97665710 2181 49319 SH SHARED 02 49319 D WISCONSIN ENERGY CORP COM 97665710 2620 59247 SH SHARED 06 2850 56397 D WISCONSIN ENERGY CORP COM 97665710 883 19980 SH SHARED 10 19980 D WISCONSIN ENERGY CORP COM 97665710 185 4200 SH SHR/OTHR 23 4200 D WISDOMTREE TRUST HG-YIELDING EQ 97717W20 757 12835 SH SHARED 02 12835 D WISDOMTREE TRUST LARGECAP DIVID 97717W30 16 270 SH SHARED 02 270 D WISDOMTREE TRUST MIDCAP DIVI FD 97717W50 508 8705 SH SHARED 02 8705 D WISDOMTREE TRUST SMALLCAP DIVID 97717W60 340 5965 SH SHARED 02 5965 D WISDOMTREE TRUST INTL BAS MATER 97717W75 616 16722 SH SHARED 02 16722 D WISDOMTREE TRUST INTL SMCAP DIV 97717W76 928 12982 SH SHARED 02 12982 D WISDOMTREE TRUST INTL SMCAP DIV 97717W76 196 2750 SH SHARED 23 2750 D WISDOMTREE TRUST INTL MIDCAP DV 97717W77 663 9228 SH SHARED 02 9228 D WISDOMTREE TRUST INTL LRGCAP DV 97717W79 23 344 SH SHARED 02 344 D WISDOMTREE TRUST DIEFA HG YD EQ 97717W80 1467 21605 SH SHARED 02 21605 D WISDOMTREE TRUST PAC EXJP HG YD 97717W81 537 7338 SH SHARED 02 7338 D WISDOMTREE TRUST JP SMALLCP DIV 97717W83 865 16800 SH SHARED 02 16800 D WISDOMTREE TRUST JP HG-YIELDING 97717W84 707 12380 SH SHARED 02 12380 D WISDOMTREE TRUST JP TOTAL DIVID 97717W85 36 660 SH SHARED 02 660 D WOLVERINE WORLD WIDE INC COM 97809710 9457 341290 SH SHARED 341290 D WOLVERINE WORLD WIDE INC COM 97809710 58 2100 SH SHARED 01 2100 D WOLVERINE WORLD WIDE INC COM 97809710 5 200 SH SHARED 02 200 D WOLVERINE WORLD WIDE INC COM 97809710 17479 630800 SH SHARED 10 630800 D WOODWARD GOVERNOR CO COM 98074510 925 17249 SH SHARED 17249 D WOODWARD GOVERNOR CO COM 98074510 69 1300 SH SHARED 01 1300 D WOODWARD GOVERNOR CO COM 98074510 9 176 SH SHARED 02 176 D WOODWARD GOVERNOR CO COM 98074510 270 5035 SH SHARED 10 5035 D WOORI FIN HLDGS CO LTD ADR 98106310 82 1076 SH SHARED 1076 D WOORI FIN HLDGS CO LTD ADR 98106310 7 100 SH SHARED 02 100 D WORLD ACCEP CORP DEL COM 98141910 1117 26151 SH SHARED 26151 D WORLD FUEL SVCS CORP COM 98147510 25776 612841 SH SHARED 612841 D WORLD FUEL SVCS CORP COM 98147510 361 8600 SH SHARED 01 8600 D WORLD FUEL SVCS CORP COM 98147510 2 59 SH SHARED 02 59 D WORLD FUEL SVCS CORP COM 98147510 159 3800 SH SHARED 10 3800 D WORLDGATE COMMUNICATIONS INC COM 98156L30 0 876 SH SHARED 876 D WORLDGATE COMMUNICATIONS INC COM 98156L30 0 42 SH SHARED 02 42 D WORLD WRESTLING ENTMT INC CL A 98156Q10 4065 254237 SH SHARED 254237 D WORLD WRESTLING ENTMT INC CL A 98156Q10 101 6353 SH SHARED 02 6353 D WORLD WRESTLING ENTMT INC CL A 98156Q10 1241 77644 SH SHARED 10 77644 D WORLDSPACE INC CL A 98157910 2 471 SH SHARED 471 D WORLDSPACE INC CL A 98157910 0 2 SH SHARED 02 2 D WORLDSPACE INC CL A 98157910 702 145430 SH SHARED 06 145430 D WORTHINGTON INDS INC COM 98181110 2845 131429 SH SHARED 131429 D WORTHINGTON INDS INC COM 98181110 547 25277 SH SHARED 01 4477 20800 D WORTHINGTON INDS INC COM 98181110 300 13876 SH SHARED 02 13676 200 D WORTHINGTON INDS INC COM 98181110 4877 225269 SH SHARED 10 225269 D WORTHINGTON INDS INC COM 98181110 256 11825 SH SHARED 21 11825 D WPT ENTERPRISES INC COM 98211W10 0 155 SH SHARED 155 D WRIGHT EXPRESS CORP COM 98233Q10 769 22460 SH SHARED 22460 D WRIGHT EXPRESS CORP COM 98233Q10 279 8166 SH SHARED 02 3166 5000 D WRIGHT EXPRESS CORP COM 98233Q10 99 2900 SH SHARED 10 2900 D WRIGHT MED GROUP INC COM 98235T10 4433 183797 SH SHARED 183797 D WRIGHT MED GROUP INC COM 98235T10 125 5202 SH SHARED 10 5202 D WRIGLEY WM JR CO COM 98252610 17276 312353 SH SHARED 312353 D WRIGLEY WM JR CO COM 98252610 3668 66330 SH SHARED 01 43343 22987 D WRIGLEY WM JR CO COM 98252610 55 1000 SH SHR/OTHR 01 1000 D WRIGLEY WM JR CO COM 98252610 5055 91406 SH SHARED 02 32589 58817 D WRIGLEY WM JR CO COM 98252610 2215 40051 SH SHARED 06 38439 1612 D WRIGLEY WM JR CO COM 98252610 6932 125339 SH SHARED 10 125339 D WRIGLEY WM JR CO COM 98252610 2074 37500 SH SHARED 15 37500 D WRIGLEY WM JR CO COM 98252610 373 6750 SH SHR/OTHR 23 6750 D WYETH DBCV 1/1 983024AD 1696 1500000 PRN SHARED 04 1500000 D WYETH DBCV 1/1 983024AD 1244 1100000 PRN SHARED 06 1100000 D WYETH COM 98302410 119 2085 SH SHARED 2085 D WYETH COM 98302410 279500 4874437 SH SHARED 4874437 D WYETH COM 98302410 22566 393557 SH SHARED 01 291759 101798 D WYETH COM 98302410 2664 46465 SH SHR/OTHR 01 46465 D WYETH COM 98302410 27016 471162 SH SHARED 02 443260 27902 D WYETH COM 98302410 80265 1399810 SH SHARED 04 1398079 1731 D WYETH COM 98302410 26 470 SH SHARED 05 470 D WYETH COM 98302410 49717 867066 SH SHARED 06 245738 621328 D WYETH COM 98302410 428700 7476457 SH SHARED 10 7432042 44415 D WYETH COM 98302410 220 3840 SH SHR/OTHR 10 3840 D WYETH COM 98302410 5605 97759 SH SHARED 14 20900 76859 D WYETH COM 98302410 3879 67650 SH SHARED 15 67650 D WYETH COM 98302410 7771 135528 SH SHARED 16 135528 D WYETH COM 98302410 263 4600 SH SHARED 19 4600 D WYETH COM 98302410 3083 53774 SH SHARED 20 16365 37409 D WYETH COM 98302410 469 8190 SH SHR/OTHR 20 8190 D WYETH COM 98302410 732 12781 SH SHARED 21 12781 D WYETH COM 98302410 11 200 SH SHR/OTHR 21 200 D WYETH COM 98302410 1175 20499 SH SHARED 22 13859 6640 D WYETH COM 98302410 26 457 SH SHR/OTHR 22 457 D WYETH COM 98302410 13356 232943 SH SHARED 23 232843 100 D WYETH COM 98302410 13481 235123 SH SHR/OTHR 23 235123 D WYETH COM 98302410 395 6900 SH SHARED 24 6900 D WYNDHAM WORLDWIDE CORP COM 98310W10 22337 616029 SH SHARED 616029 D WYNDHAM WORLDWIDE CORP COM 98310W10 710 19581 SH SHARED 01 19581 D WYNDHAM WORLDWIDE CORP COM 98310W10 1760 48541 SH SHARED 02 44786 3755 D WYNDHAM WORLDWIDE CORP COM 98310W10 4 112 SH SHARED 05 112 D WYNDHAM WORLDWIDE CORP COM 98310W10 795 21952 SH SHARED 06 20150 1802 D WYNDHAM WORLDWIDE CORP COM 98310W10 3094 85351 SH SHARED 10 85351 D WYNDHAM WORLDWIDE CORP COM 98310W10 56 1553 SH SHARED 14 1553 D WYNDHAM WORLDWIDE CORP COM 98310W10 72 2000 SH SHR/OTHR 20 2000 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 252005 64650000 PRN SHARED 64650000 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 1715 440000 PRN SHARED 02 440000 D WYNN RESORTS LTD COM 98313410 5822 64950 SH SHARED 64950 D WYNN RESORTS LTD COM 98313410 519 5800 SH SHARED 01 5800 D WYNN RESORTS LTD COM 98313410 17 200 SH SHR/OTHR 01 200 D WYNN RESORTS LTD COM 98313410 19329 215607 SH SHARED 02 214976 631 D WYNN RESORTS LTD COM 98313410 2011 22440 SH SHARED 06 10200 12240 D WYNN RESORTS LTD COM 98313410 1981 22100 SH SHARED 10 22100 D XM SATELLITE RADIO HLDGS INC NOTE 1.750%12/0 983759AC 9416 11000000 PRN SHARED 11000000 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ENERGY INC COM 98385X10 26365 438698 SH SHARED 06 34308 404390 D XTO ENERGY INC COM 98385X10 108201 1800364 SH SHARED 10 1791179 9185 D XTO ENERGY INC COM 98385X10 30 500 SH SHR/OTHR 10 500 D XTO ENERGY INC COM 98385X10 385 6415 SH SHARED 14 6415 D XTO ENERGY INC COM 98385X10 411 6855 SH SHARED 20 4600 2255 D XTO ENERGY INC COM 98385X10 501 8350 SH SHR/OTHR 20 8350 D XTO ENERGY INC COM 98385X10 37 624 SH SHARED 21 624 D XTO ENERGY INC COM 98385X10 13 225 SH SHR/OTHR 21 225 D XTO ENERGY INC COM 98385X10 99 1648 SH SHARED 22 1343 305 D XTO ENERGY INC COM 98385X10 22 382 SH SHR/OTHR 22 382 D XTO ENERGY INC COM 98385X10 937 15604 SH SHARED 23 13254 2350 D XTO ENERGY INC COM 98385X10 216 3605 SH SHR/OTHR 23 3605 D XTO ENERGY INC COM 98385X10 1602 26666 SH SHARED 24 26666 D X-RITE INC COM 98385710 1693 114634 SH SHARED 114634 D XATA CORP COM NEW 98388230 0 144 SH SHARED 144 D XCEL ENERGY INC NOTE 7.500%11/2 98389BAB 13476 8012000 PRN SHARED 8012000 D XCEL ENERGY INC COM 98389B10 39449 1927172 SH SHARED 1927172 D XCEL ENERGY INC COM 98389B10 894 43720 SH SHARED 01 42970 750 D XCEL ENERGY INC COM 98389B10 20 1000 SH SHR/OTHR 01 1000 D XCEL ENERGY INC COM 98389B10 3106 151743 SH SHARED 02 148078 3665 D XCEL ENERGY INC COM 98389B10 16 830 SH SHARED 04 830 D XCEL ENERGY INC COM 98389B10 1063 51950 SH SHARED 06 47150 4800 D XCEL ENERGY INC COM 98389B10 4273 208766 SH SHARED 10 208766 D XCEL ENERGY INC COM 98389B10 16 800 SH SHARED 14 800 D XCEL ENERGY INC COM 98389B10 71 3500 SH SHARED 21 3500 D XCEL ENERGY INC COM 98389B10 8 400 SH SHR/OTHR 23 400 D XETA TECHNOLOGIES INC COM 98390910 0 202 SH SHARED 202 D XILINX INC COM 98391910 25265 943810 SH SHARED 943810 D XILINX INC COM 98391910 5122 191360 SH SHARED 01 191220 140 D XILINX INC COM 98391910 4297 160538 SH SHARED 02 158538 2000 D XILINX INC COM 98391910 7 270 SH SHARED 05 270 D XILINX INC COM 98391910 1094 40880 SH SHARED 06 37700 3180 D XILINX INC COM 98391910 5686 212418 SH SHARED 10 202318 10100 D XILINX INC COM 98391910 20 750 SH SHARED 20 750 D XILINX INC COM 98391910 10 400 SH SHR/OTHR 20 400 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 637 77000 SH SHARED 77000 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 772 93300 SH SHARED 14 93300 D XELR8 HOLDINGS INC COM 98400Y10 0 289 SH SHARED 289 D XENOPORT INC COM 98411C10 836 18826 SH SHARED 18826 D XENOPORT INC COM 98411C10 173 3900 SH SHARED 01 3900 D XENOPORT INC COM 98411C10 1 30 SH SHARED 02 30 D XENOPORT INC COM 98411C10 4442 100000 SH SHARED 04 100000 D XENOPORT INC COM 98411C10 13 300 SH SHARED 10 300 D XENONICS HLDGS INC COM 98411710 1 413 SH SHARED 413 D XEROX CORP COM 98412110 36591 1980078 SH SHARED 1979778 300 D XEROX CORP COM 98412110 2416 130787 SH SHARED 01 130787 D XEROX CORP COM 98412110 2587 140000 SH SHARED 02 139000 1000 D XEROX CORP COM 98412110 11 600 SH SHARED 05 600 D XEROX CORP COM 98412110 5683 307542 SH SHARED 06 139132 168410 D XEROX CORP COM 98412110 15364 831409 SH SHARED 10 831409 D XEROX CORP COM 98412110 562 30414 SH SHARED 14 30414 D XEROX CORP COM 98412110 33 1800 SH SHR/OTHR 23 1800 D XTENT INC COM 98414110 646 64675 SH SHARED 64675 D XERIUM TECHNOLOGIES INC COM 98416J10 74 9842 SH SHARED 9842 D XERIUM TECHNOLOGIES INC COM 98416J10 42 5600 SH SHARED 01 5600 D XERIUM TECHNOLOGIES INC COM 98416J10 0 131 SH SHARED 02 131 D XERIUM TECHNOLOGIES INC COM 98416J10 518 68000 SH SHARED 10 68000 D XETHANOL CORP COM 98420A10 43 26003 SH SHARED 26003 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 1098 24300 SH SHARED 24300 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 22 500 SH SHARED 02 500 D YRC WORLDWIDE INC COM 98424910 7871 213911 SH SHARED 213911 D YRC WORLDWIDE INC COM 98424910 1471 39997 SH SHARED 01 26597 13400 D YRC WORLDWIDE INC COM 98424910 518 14088 SH SHARED 02 14088 D YRC WORLDWIDE INC COM 98424910 306 8332 SH SHARED 10 8332 D YADKIN VALLEY FINANCIAL CORP COM 98431410 4 268 SH SHARED 268 D YADKIN VALLEY FINANCIAL CORP COM 98431410 0 1 SH SHARED 02 1 D YAHOO INC FRNT 4/0 984332AB 43335 32100000 PRN SHARED 04 32100000 D YAHOO INC COM 98433210 197 7273 SH SHARED 4000 3273 D YAHOO INC COM 98433210 208615 7689476 SH SHARED 7669176 20300 D YAHOO INC COM 98433210 8833 325599 SH SHARED 01 325539 60 D YAHOO INC COM 98433210 55 2050 SH SHR/OTHR 01 2050 D YAHOO INC COM 98433210 117628 4335738 SH SHARED 02 4291624 44114 D YAHOO INC COM 98433210 92 3423 SH SHARED 04 3423 D YAHOO INC COM 98433210 45399 1673406 SH SHARED 04 1673406 D YAHOO INC COM 98433210 16 590 SH SHARED 05 590 D YAHOO INC COM 98433210 22921 844870 SH SHARED 06 404700 440170 D YAHOO INC COM 98433210 117104 4316417 SH SHARED 10 4316417 D YAHOO INC COM 98433210 305 11257 SH SHARED 14 7000 4257 D YAHOO INC COM 98433210 9020 332500 SH SHARED 15 332500 D YAHOO INC COM 98433210 1919 70743 SH SHARED 16 70743 D YAHOO INC COM 98433210 21 800 SH SHARED 20 800 D YAHOO INC COM 98433210 379 14000 SH SHARED 21 14000 D YAHOO INC COM 98433210 176 6500 SH SHR/OTHR 21 6500 D YAHOO INC COM 98433210 23 850 SH SHR/OTHR 22 850 D YAHOO INC COM 98433210 22 840 SH SHR/OTHR 23 840 D YAHOO INC COM 98433210 507 18700 SH SHARED 24 18700 D YAMANA GOLD INC COM 98462Y10 13437 1208424 SH SHARED 1208424 D YAMANA GOLD INC COM 98462Y10 136 12310 SH SHARED 01 12310 D YAMANA GOLD INC COM 98462Y10 1455 130850 SH SHARED 02 130850 D YAMANA GOLD INC COM 98462Y10 1000 90000 SH SHARED 04 90000 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 149 1967 SH SHARED 1967 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 1 14 SH SHARED 02 14 D YARDVILLE NATL BANCORP COM 98502110 165 4848 SH SHARED 4848 D YARDVILLE NATL BANCORP COM 98502110 3 92 SH SHARED 02 92 D YARDVILLE NATL BANCORP COM 98502110 61 1800 SH SHARED 10 1800 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 46329 38037008 PRN SHARED 38037008 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 2783 2285000 PRN SHARED 02 2285000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 1944 1750000 PRN SHARED 1750000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 35374 2439639 SH SHARED 2439639 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 79822 5505000 SH SHARED 04 5505000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 7830 540000 SH SHARED 05 540000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 6380 440000 SH SHARED 06 440000 D YORK WTR CO COM 98718410 4 279 SH SHARED 279 D YORK WTR CO COM 98718410 0 1 SH SHARED 02 1 D YORK WTR CO COM 98718410 596 33589 SH SHARED 22 33589 D YOUBET COM INC COM 98741310 2 996 SH SHARED 996 D YOUBET COM INC COM 98741310 0 3 SH SHARED 02 3 D YOUNG BROADCASTING INC CL A 98743410 118 32195 SH SHARED 32195 D YOUNG BROADCASTING INC CL A 98743410 0 2 SH SHARED 02 2 D YOUNG INNOVATIONS INC COM 98752010 335 11644 SH SHARED 11644 D YUM BRANDS INC COM 98849810 2637 80610 SH SHARED 80610 D YUM BRANDS INC COM 98849810 68 2080 SH SHR/OTHR 2080 D YUM BRANDS INC COM 98849810 33372 1019937 SH SHARED 962537 57400 D YUM BRANDS INC COM 98849810 47182 1442018 SH SHARED 01 1391298 50720 D YUM BRANDS INC COM 98849810 513 15686 SH SHR/OTHR 01 15686 D YUM BRANDS INC COM 98849810 2541 77673 SH SHARED 02 76371 1302 D YUM BRANDS INC COM 98849810 6 200 SH SHARED 05 200 D YUM BRANDS INC COM 98849810 3220 98436 SH SHARED 06 92876 5560 D YUM BRANDS INC COM 98849810 32535 994358 SH SHARED 10 975998 18360 D YUM BRANDS INC COM 98849810 428 13098 SH SHARED 14 13098 D YUM BRANDS INC COM 98849810 66 2020 SH SHARED 20 1220 800 D YUM BRANDS INC COM 98849810 78 2400 SH SHR/OTHR 20 2400 D YUM BRANDS INC COM 98849810 81 2480 SH SHARED 21 2480 D YUM BRANDS INC COM 98849810 117 3600 SH SHR/OTHR 22 3600 D YUM BRANDS INC COM 98849810 1405 42950 SH SHARED 23 42350 600 D YUM BRANDS INC COM 98849810 877 26824 SH SHR/OTHR 23 26824 D ZALE CORP NEW COM 98885810 2970 124756 SH SHARED 124756 D ZALE CORP NEW COM 98885810 4 200 SH SHARED 01 200 D ZALE CORP NEW COM 98885810 3613 151769 SH SHARED 02 26269 125500 D ZALE CORP NEW COM 98885810 915 38451 SH SHARED 10 38451 D Z TRIM HLDGS INC COM 98892410 1 1204 SH SHARED 1204 D ZANETT INC COM 98906R10 0 114 SH SHARED 114 D ZANETT INC COM 98906R10 0 28 SH SHARED 02 28 D ZAPATA CORP COM PAR $ 98907060 1 246 SH SHARED 246 D ZAPATA CORP COM PAR $ 98907060 0 1 SH SHARED 02 1 D ZAREBA SYSTEMS INC COM 98913110 0 49 SH SHARED 49 D ZARLINK SEMICONDUCTOR INC COM 98913910 398 220240 SH SHARED 220240 D ZEBRA TECHNOLOGIES CORP CL A 98920710 2631 67938 SH SHARED 67938 D ZEBRA TECHNOLOGIES CORP CL A 98920710 842 21750 SH SHARED 01 900 20850 D ZEBRA TECHNOLOGIES CORP CL A 98920710 300 7765 SH SHARED 02 7765 D ZEBRA TECHNOLOGIES CORP CL A 98920710 310 8017 SH SHARED 10 8017 D ZENITH NATL INS CORP COM 98939010 8517 180887 SH SHARED 180887 D ZENITH NATL INS CORP COM 98939010 155 3300 SH SHARED 01 3300 D ZENITH NATL INS CORP COM 98939010 169 3600 SH SHARED 02 3600 D ZENITH NATL INS CORP COM 98939010 1612 34250 SH SHARED 10 34250 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 183 127605 SH SHARED 127605 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 68 47800 SH SHARED 01 47800 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 27 19063 SH SHARED 02 19063 D ZILA INC COM PAR $0.01 98951320 8 5970 SH SHARED 5970 D ZILA INC COM PAR $0.01 98951320 0 5 SH SHARED 02 5 D ZILOG INC COM PAR $0.01 98952430 2 418 SH SHARED 418 D ZIMMER HLDGS INC COM 98956P10 42 500 SH SHARED 500 D ZIMMER HLDGS INC COM 98956P10 84489 995286 SH SHARED 984986 10300 D ZIMMER HLDGS INC COM 98956P10 25518 300612 SH SHARED 01 237970 62642 D ZIMMER HLDGS INC COM 98956P10 921 10857 SH SHR/OTHR 01 10857 D ZIMMER HLDGS INC COM 98956P10 4720 55613 SH SHARED 02 53334 2279 D ZIMMER HLDGS INC COM 98956P10 3928 46279 SH SHARED 04 45650 629 D ZIMMER HLDGS INC COM 98956P10 11 130 SH SHARED 05 130 D ZIMMER HLDGS INC COM 98956P10 4131 48670 SH SHARED 06 33400 15270 D ZIMMER HLDGS INC COM 98956P10 98214 1156963 SH SHARED 10 1146797 10166 D ZIMMER HLDGS INC COM 98956P10 332 3915 SH SHR/OTHR 10 3915 D ZIMMER HLDGS INC COM 98956P10 1217 14338 SH SHARED 14 14338 D ZIMMER HLDGS INC COM 98956P10 220 2594 SH SHARED 15 2594 D ZIMMER HLDGS INC COM 98956P10 5795 68267 SH SHARED 20 19197 49070 D ZIMMER HLDGS INC COM 98956P10 908 10702 SH SHR/OTHR 20 10702 D ZIMMER HLDGS INC COM 98956P10 2092 24650 SH SHARED 21 24650 D ZIMMER HLDGS INC COM 98956P10 305 3600 SH SHR/OTHR 21 3600 D ZIMMER HLDGS INC COM 98956P10 449 5299 SH SHARED 22 3869 1430 D ZIMMER HLDGS INC COM 98956P10 282 3324 SH SHR/OTHR 22 3324 D ZIMMER HLDGS INC COM 98956P10 3023 35615 SH SHARED 23 33425 2190 D ZIMMER HLDGS INC COM 98956P10 21243 250250 SH SHR/OTHR 23 250250 D ZIMMER HLDGS INC COM 98956P10 377 4450 SH SHARED 24 4450 D ZION OIL & GAS INC COM 98969610 0 152 SH SHARED 152 D ZIONS BANCORPORATION COM 98970110 41042 533648 SH SHARED 533648 D ZIONS BANCORPORATION COM 98970110 870 11320 SH SHARED 01 11220 100 D ZIONS BANCORPORATION COM 98970110 1314 17092 SH SHARED 02 17074 18 D ZIONS BANCORPORATION COM 98970110 23545 306142 SH SHARED 06 11100 295042 D ZIONS BANCORPORATION COM 98970110 3689 47976 SH SHARED 10 47976 D ZIONS BANCORPORATION COM 98970110 489 6369 SH SHARED 14 6369 D ZIOPHARM ONCOLOGY INC COM 98973P10 2 458 SH SHARED 458 D ZIX CORP COM 98974P10 422 228365 SH SHARED 228365 D ZIX CORP COM 98974P10 0 5 SH SHARED 02 5 D ZIPREALTY INC COM 98974V10 2 278 SH SHARED 278 D ZORAN CORP COM 98975F10 9797 488900 SH SHARED 488900 D ZORAN CORP COM 98975F10 1271 63426 SH SHARED 01 59750 3676 D ZORAN CORP COM 98975F10 330 16500 SH SHARED 10 16500 D ZOLTEK COS INC COM 98975W10 13038 313953 SH SHARED 313953 D ZOLTEK COS INC COM 98975W10 5 144 SH SHARED 02 144 D ZOLTEK COS INC COM 98975W10 6437 155000 SH SHARED 04 155000 D ZOOM TECHNOLOGIES INC DEL COM 98976E10 0 202 SH SHARED 202 D ZONES INC COM 98976N10 1 156 SH SHARED 156 D ZUMIEZ INC COM 98981710 480 12730 SH SHARED 12730 D ZUMIEZ INC COM 98981710 10 275 SH SHARED 01 275 D ZUMIEZ INC COM 98981710 9 252 SH SHARED 02 252 D ZUMIEZ INC COM 98981710 12746 337400 SH SHARED 10 337400 D ZWEIG TOTAL RETURN FD INC COM 98983710 262 51864 SH SHARED 51864 D ZYMOGENETICS INC COM 98985T10 883 60462 SH SHARED 60462 D ZYMOGENETICS INC COM 98985T10 161 11079 SH SHARED 10 11079 D ZYGO CORP COM 98985510 285 19980 SH SHARED 19980 D ZYGO CORP COM 98985510 34 2400 SH SHARED 01 2400 D ZYGO CORP COM 98985510 2861 200250 SH SHARED 02 200250 D ZOLL MED CORP COM 98992210 3751 168147 SH SHARED 168147 D ZOLL MED CORP COM 98992210 11 500 SH SHARED 02 500 S REPORT SUMMARY 21206 DATA RECORDS 220881166 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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