-----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, HIrF5vtcIzBaM+WqEUApemR14qVB3Rb0W3cGj7/qqhbG0XFJA6GWxGM/r15782Md 22goTO5A8m4aY1vYI5liCg== 0000948046-07-000196.txt : 20070515 0000948046-07-000196.hdr.sgml : 20070515 20070515142634 ACCESSION NUMBER: 0000948046-07-000196 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070515 DATE AS OF CHANGE: 20070515 EFFECTIVENESS DATE: 20070515 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: 07851872 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 AMEND 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: MARCH 30, 2007 Check here if Amendment {X}; Amendment Number: This Amendment (Check only one.): {X} is a restatement. { } adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: 028-10103 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Ruiz Title: Director Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York MAY 15, 2007 Report Type (Check only one.): {X} 13F HOLDINGS REPORT. { } 13F NOTICE. { } 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 18 Form 13F Information Table Entry Total: 19613 Form 13F Information Table Value Total: 204678104 VALUE TOTAL (X$1000) List of Other Included Managers: No. Form 13F File Number Name 01 28-05041 Deutsche Bank Trust Company Americas (formerly Bankers Trust Company) 02 28-05033 Deutsche Bank Securities Inc. (formerly Deutsche Bank Alex Brown Inc.) 04 28-10152 DWS Deutsche Bank Gesellschaft fur Wertpapiersparen mbH 05 28-10154 Deutsche Asset Management Limited 06 28-10155 Deutsche Asset Management Investmentgesellshaft 08 28-10157 Deutsche Unit Trust Managers Limited 09 28-10160 Deutsche Investment Trust Managers Limited 10 28-10249 Deutsche Investment Management Americas Inc. 11 28-04760 ROPRO US Holding, Inc. 12 28-10158 Deutsche Asset Management Investment Services Limited 13 28-10300 DB Capital Partners, Inc. 14 28-10468 DWS (Austria) Investmentgesellschaft mgH 15 28-11401 Deutsche Asset Management Schweiz 16 28-11403 DWS Investments Schweiz 17 28-05053 Deutsche Asset Management, Inc. 18 28-11476 DB Equity Limited 19 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 DWS Trust Company 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 4354109 53222210 SH SHARED 52288427 933783 D DAIMLERCHRYSLER AG ORD D1668R12 1007 12313 SH SHARED 01 12313 D DAIMLERCHRYSLER AG ORD D1668R12 20850 254860 SH SHARED 02 254360 500 D DAIMLERCHRYSLER AG ORD D1668R12 1029246 12580934 SH SHARED 04 12522601 58333 D DAIMLERCHRYSLER AG ORD D1668R12 2450 29956 SH SHARED 05 29956 D DAIMLERCHRYSLER AG ORD D1668R12 289955 3544249 SH SHARED 06 3163715 380534 D DAIMLERCHRYSLER AG ORD D1668R12 5433 66421 SH SHARED 10 51953 14468 D DAIMLERCHRYSLER AG ORD D1668R12 6200 75793 SH SHARED 14 9000 66793 D DAIMLERCHRYSLER AG ORD D1668R12 3926 48000 SH SHARED 15 48000 D DAIMLERCHRYSLER AG ORD D1668R12 1034 12640 SH SHARED 19 12640 D DAIMLERCHRYSLER AG ORD D1668R12 22 274 SH SHR/OTHR 23 274 D DEUTSCHE BANK AG NAMEN ORD D1819089 3414237 25377547 SH SHARED 24198588 1178959 D DEUTSCHE BANK AG NAMEN ORD D1819089 1374 10216 SH SHARED 01 2760 7456 D DEUTSCHE BANK AG NAMEN ORD D1819089 200 1492 SH SHR/OTHR 01 1492 D DEUTSCHE BANK AG NAMEN ORD D1819089 251 1870 SH SHARED 02 1870 D DEUTSCHE BANK AG NAMEN ORD D1819089 1130747 8404540 SH SHARED 04 7225581 1178959 D DEUTSCHE BANK AG NAMEN ORD D1819089 702 5221 SH SHARED 05 5221 D DEUTSCHE BANK AG NAMEN ORD D1819089 443939 3299685 SH SHARED 06 2916497 383188 D DEUTSCHE BANK AG NAMEN ORD D1819089 2317 17222 SH SHARED 10 17222 D DEUTSCHE BANK AG NAMEN ORD D1819089 11247 83596 SH SHARED 14 16200 67396 D DEUTSCHE BANK AG NAMEN ORD D1819089 749 5570 SH SHARED 15 5570 D DEUTSCHE BANK AG NAMEN ORD D1819089 390 2900 SH SHARED 16 2900 D DEUTSCHE BANK AG NAMEN ORD D1819089 99 740 SH SHARED 20 740 D TELVENT GIT SA SHS E9021510 1434 74146 SH SHARED 74146 D ACE LTD ORD G0070K10 22705 397919 SH SHARED 397919 D ACE LTD ORD G0070K10 1802 31587 SH SHARED 01 31587 D ACE LTD ORD G0070K10 4950 86764 SH SHARED 02 81014 5750 D ACE LTD ORD G0070K10 6 120 SH SHARED 05 120 D ACE LTD ORD G0070K10 5829 102171 SH SHARED 06 48201 53970 D ACE LTD ORD G0070K10 20600 361034 SH SHARED 10 330004 31030 D ACE LTD ORD G0070K10 1001 17544 SH SHARED 14 17544 D ACE LTD ORD G0070K10 971 17030 SH SHARED 20 2350 14680 D ACE LTD ORD G0070K10 73 1280 SH SHARED 21 1280 D ACE LTD ORD G0070K10 48 850 SH SHARED 22 850 D AIRCASTLE LTD COM G0129K10 13351 377368 SH SHARED 377368 D AIRCASTLE LTD COM G0129K10 31 900 SH SHARED 02 900 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 6500 152060 SH SHARED 152060 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 41 963 SH SHARED 02 963 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 11350 265500 SH SHARED 10 265500 D AMDOCS LTD ORD G0260210 11260 308671 SH SHARED 308671 D AMDOCS LTD ORD G0260210 403 11054 SH SHARED 02 315 10739 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 4 244 SH SHARED 244 D APEX SILVER MINES LTD ORD G0407410 1460 113100 SH SHARED 113100 D APEX SILVER MINES LTD ORD G0407410 903 70000 SH SHARED 02 70000 D APEX SILVER MINES LTD ORD G0407410 103 8000 SH SHARED 10 8000 D ARCH CAP GROUP LTD ORD G0450A10 639 9373 SH SHARED 9373 D ARCH CAP GROUP LTD ORD G0450A10 23 338 SH SHARED 02 338 D ARCH CAP GROUP LTD ORD G0450A10 75 1100 SH SHR/OTHR 23 1100 D ARIES MARITIME TRNSPRT LTD SHS G0474B10 19 2428 SH SHARED 2428 D ARLINGTON TANKERS LTD COM G0489910 7 327 SH SHARED 327 D ARLINGTON TANKERS LTD COM G0489910 20 870 SH SHARED 02 870 D ARLINGTON TANKERS LTD COM G0489910 35 1500 SH SHARED 21 1500 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 2609 99567 SH SHARED 99567 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 3253 124126 SH SHARED 02 124126 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 10 400 SH SHARED 06 400 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 214 8180 SH SHARED 21 8180 D ASSURED GUARANTY LTD COM G0585R10 32 1188 SH SHARED 1188 D ASSURED GUARANTY LTD COM G0585R10 103 3798 SH SHARED 02 3798 D AXIS CAPITAL HOLDINGS SHS G0692U10 1689 49891 SH SHARED 49891 D AXIS CAPITAL HOLDINGS SHS G0692U10 187 5541 SH SHARED 02 5541 D AXIS CAPITAL HOLDINGS SHS G0692U10 148 4400 SH SHARED 06 3700 700 D AXIS CAPITAL HOLDINGS SHS G0692U10 6 200 SH SHARED 10 200 D AXIS CAPITAL HOLDINGS SHS G0692U10 1546 45685 SH SHARED 14 45685 D ACCENTURE LTD BERMUDA CL A G1150G11 9435 244826 SH SHARED 244826 D ACCENTURE LTD BERMUDA CL A G1150G11 2215 57495 SH SHARED 01 25344 32151 D ACCENTURE LTD BERMUDA CL A G1150G11 152 3953 SH SHR/OTHR 01 3953 D ACCENTURE LTD BERMUDA CL A G1150G11 382 9918 SH SHARED 02 9648 270 D ACCENTURE LTD BERMUDA CL A G1150G11 62998 1634620 SH SHARED 10 245500 1279900 109220 D ACCENTURE LTD BERMUDA CL A G1150G11 1774 46045 SH SHARED 20 7545 38500 D ACCENTURE LTD BERMUDA CL A G1150G11 155 4030 SH SHR/OTHR 20 4030 D ACCENTURE LTD BERMUDA CL A G1150G11 69 1800 SH SHARED 21 1800 D ACCENTURE LTD BERMUDA CL A G1150G11 115 3000 SH SHR/OTHR 21 3000 D ACCENTURE LTD BERMUDA CL A G1150G11 227 5900 SH SHR/OTHR 22 5900 D ACCENTURE LTD BERMUDA CL A G1150G11 581 15100 SH SHARED 23 15100 D ACCENTURE LTD BERMUDA CL A G1150G11 488 12675 SH SHR/OTHR 23 12675 D ACCENTURE LTD BERMUDA CL A G1150G11 91 2374 SH SHARED 24 2374 D BUNGE LIMITED COM G1696210 10608 129022 SH SHARED 129022 D BUNGE LIMITED COM G1696210 90 1100 SH SHARED 01 1100 D BUNGE LIMITED COM G1696210 621 7553 SH SHARED 02 4583 2970 D BUNGE LIMITED COM G1696210 485 5900 SH SHARED 10 5900 D BUNGE LIMITED COM G1696210 106 1300 SH SHR/OTHR 23 1300 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 7278 82286 SH SHARED 82286 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 44 500 SH SHARED 02 500 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 18415 208200 SH SHARED 04 208200 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 12851 145300 SH SHARED 05 145300 D CDC CORP SHS A G2022L10 964 106678 SH SHARED 106678 D CDC CORP SHS A G2022L10 10 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 0 61 SH SHARED 61 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 33 4822 SH SHARED 02 3822 1000 D CONSOLIDATED WATER CO INC ORD G2377310 4573 192900 SH SHARED 04 192900 D CONSOLIDATED WATER CO INC ORD G2377310 66 2800 SH SHARED 10 2800 D COOPER INDS LTD CL A G2418210 9152 203424 SH SHARED 203424 D COOPER INDS LTD CL A G2418210 856 19036 SH SHARED 01 19036 D COOPER INDS LTD CL A G2418210 179 4000 SH SHR/OTHR 01 4000 D COOPER INDS LTD CL A G2418210 1179 26220 SH SHARED 02 23356 2864 D COOPER INDS LTD CL A G2418210 7108 158000 SH SHARED 10 123400 34600 D CREDICORP LTD COM G2519Y10 7913 162400 SH SHARED 01 162400 D CREDICORP LTD COM G2519Y10 229 4708 SH SHARED 02 4708 D CREDICORP LTD COM G2519Y10 2699 55400 SH SHARED 04 55400 D CREDICORP LTD COM G2519Y10 11358 233100 SH SHARED 10 232500 600 D CRM HOLDINGS LTD COM G2554P10 2 261 SH SHARED 261 D CRM HOLDINGS LTD COM G2554P10 252 29030 SH SHARED 02 28030 1000 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 7402 207119 SH SHARED 206499 620 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 5456 152664 SH SHARED 02 85917 66747 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 10 300 SH SHARED 06 300 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 24867 695800 SH SHARED 10 695800 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 212 5955 SH SHARED 21 5955 D ENSTAR GROUP LIMITED SHS G3075P10 11 121 SH SHARED 121 D ENSTAR GROUP LIMITED SHS G3075P10 187 1900 SH SHARED 10 1900 D ASA LIMITED COM G3156P10 1639 25351 SH SHARED 25351 D ASA LIMITED COM G3156P10 3 50 SH SHARED 02 50 D EVEREST RE GROUP LTD COM G3223R10 9016 93755 SH SHARED 93755 D EVEREST RE GROUP LTD COM G3223R10 1762 18329 SH SHARED 01 18329 D EVEREST RE GROUP LTD COM G3223R10 975 10140 SH SHARED 02 8357 1783 D EVEREST RE GROUP LTD COM G3223R10 38 400 SH SHARED 10 400 D EVEREST RE GROUP LTD COM G3223R10 134 1400 SH SHARED 20 1400 D FOSTER WHEELER LTD SHS NEW G3653513 110 1900 SH SHARED 1900 D FOSTER WHEELER LTD SHS NEW G3653513 8872 151956 SH SHARED 109703 42253 D FOSTER WHEELER LTD SHS NEW G3653513 888 15222 SH SHARED 02 1270 13952 D FOSTER WHEELER LTD SHS NEW G3653513 1240 21250 SH SHARED 04 21250 D FOSTER WHEELER LTD SHS NEW G3653513 11999 205500 SH SHARED 06 44500 161000 D FOSTER WHEELER LTD SHS NEW G3653513 4116 70500 SH SHARED 15 70500 D FRESH DEL MONTE PRODUCE INC ORD G3673810 1036 51700 SH SHARED 51700 D FRESH DEL MONTE PRODUCE INC ORD G3673810 9 456 SH SHARED 02 456 D FRONTLINE LTD SHS G3682E12 919 25900 SH SHARED 25900 D FRONTLINE LTD SHS G3682E12 42 1200 SH SHARED 02 1000 200 D FUWEI FILMS HLDGS CO LTD SHS G3704F10 1069 105000 SH SHARED 105000 D GARMIN LTD ORD G3726010 247 4579 SH SHARED 4579 D GARMIN LTD ORD G3726010 48 900 SH SHARED 01 900 D GARMIN LTD ORD G3726010 166 3070 SH SHARED 02 120 2950 D GARMIN LTD ORD G3726010 54 1000 SH SHARED 10 1000 D GLOBAL CROSSING LTD SHS NEW G3921A17 12 440 SH SHARED 440 D GLOBAL CROSSING LTD SHS NEW G3921A17 1648 59960 SH SHARED 02 59960 D GLOBALSANTAFE CORP SHS G3930E10 106888 1732945 SH SHARED 1732945 D GLOBALSANTAFE CORP SHS G3930E10 3149 51056 SH SHARED 01 50000 1056 D GLOBALSANTAFE CORP SHS G3930E10 5107 82807 SH SHARED 02 81347 1460 D GLOBALSANTAFE CORP SHS G3930E10 130206 2111000 SH SHARED 04 2076000 35000 D GLOBALSANTAFE CORP SHS G3930E10 8 140 SH SHARED 05 140 D GLOBALSANTAFE CORP SHS G3930E10 1793 29084 SH SHARED 06 6954 22130 D GLOBALSANTAFE CORP SHS G3930E10 1206 19562 SH SHARED 10 19562 D GLOBALSANTAFE CORP SHS G3930E10 1233 20000 SH SHARED 14 20000 D GLOBALSANTAFE CORP SHS G3930E10 2035 33000 SH SHARED 16 33000 D GLOBAL SOURCES LTD ORD G3930010 2 149 SH SHARED 02 149 D HELEN OF TROY CORP LTD COM G4388N10 15 692 SH SHARED 692 D HELEN OF TROY CORP LTD COM G4388N10 38 1699 SH SHARED 02 1699 D HERBALIFE LTD COM USD SHS G4412G10 12638 322488 SH SHARED 322488 D HERBALIFE LTD COM USD SHS G4412G10 66 1700 SH SHARED 01 975 725 D HERBALIFE LTD COM USD SHS G4412G10 4937 126000 SH SHARED 02 126000 D HERBALIFE LTD COM USD SHS G4412G10 529 13500 SH SHARED 04 13500 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 11801 272107 SH SHARED 272107 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3549 81843 SH SHARED 01 17375 64468 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 940 21688 SH SHR/OTHR 01 21688 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 9225 212726 SH SHARED 02 200421 12305 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 46518 1072605 SH SHARED 10 891595 181010 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 195 4500 SH SHR/OTHR 10 4500 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 28 655 SH SHARED 20 655 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 189 4365 SH SHARED 21 4365 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 487 11245 SH SHARED 22 6800 4445 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 121 2800 SH SHARED 23 2800 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 142 3280 SH SHR/OTHR 23 3280 D IPC HLDGS LTD ORD G4933P10 3663 126994 SH SHARED 126994 D IPC HLDGS LTD ORD G4933P10 13 484 SH SHARED 02 4 480 D IPC HLDGS LTD ORD G4933P10 207 7200 SH SHARED 21 7200 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 524 18806 SH SHARED 18806 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 287 10300 SH SHARED 02 10300 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 3 140 SH SHR/OTHR 23 140 D LAZARD LTD SHS A G5405010 1522 30346 SH SHARED 30346 D LAZARD LTD SHS A G5405010 10 200 SH SHARED 01 200 D LAZARD LTD SHS A G5405010 93 1870 SH SHARED 02 1870 D LAZARD LTD SHS A G5405010 12168 242500 SH SHARED 04 242500 D LAZARD LTD SHS A G5405010 1144 22800 SH SHARED 14 22800 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 10955 651714 SH SHARED 651714 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3529 209968 SH SHARED 01 125545 84423 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 332 19755 SH SHR/OTHR 01 19755 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 4259 253389 SH SHARED 02 208245 45144 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1126 67000 SH SHARED 04 67000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 226 13450 SH SHARED 06 9950 3500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 12016 714840 SH SHARED 10 710500 4340 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 16 1000 SH SHR/OTHR 10 1000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1359 80845 SH SHARED 14 80845 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1681 100000 SH SHARED 15 100000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 203 12105 SH SHARED 20 1700 10405 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 16 1000 SH SHR/OTHR 20 1000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 23 1400 SH SHARED 21 1400 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 11 700 SH SHR/OTHR 21 700 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 266 15857 SH SHARED 22 12837 3020 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 7 450 SH SHR/OTHR 22 450 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 390 23220 SH SHARED 23 18215 5005 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 504 30015 SH SHR/OTHR 23 30015 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 56 2209 SH SHARED 2209 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 86 3411 SH SHARED 02 3411 D MONTPELIER RE HOLDINGS LTD SHS G6218510 7029 405364 SH SHARED 405364 D MONTPELIER RE HOLDINGS LTD SHS G6218510 117 6799 SH SHARED 02 6799 D NABORS INDUSTRIES LTD SHS G6359F10 11762 396434 SH SHARED 396434 D NABORS INDUSTRIES LTD SHS G6359F10 1811 61050 SH SHARED 01 27800 33250 D NABORS INDUSTRIES LTD SHS G6359F10 2612 88065 SH SHARED 02 88065 D NABORS INDUSTRIES LTD SHS G6359F10 4474 150796 SH SHARED 10 144996 5800 D NOBLE CORPORATION SHS G6542210 19795 251590 SH SHARED 251590 D NOBLE CORPORATION SHS G6542210 6300 80075 SH SHARED 01 60000 20075 D NOBLE CORPORATION SHS G6542210 216 2750 SH SHR/OTHR 01 2750 D NOBLE CORPORATION SHS G6542210 6134 77967 SH SHARED 02 74767 3200 D NOBLE CORPORATION SHS G6542210 58237 740180 SH SHARED 10 348500 364900 26780 D NOBLE CORPORATION SHS G6542210 182 2320 SH SHARED 23 1650 670 D NOBLE CORPORATION SHS G6542210 241 3075 SH SHR/OTHR 23 3075 D NOBLE CORPORATION SHS G6542210 53 680 SH SHARED 24 680 D NORDIC AMERICAN TANKER SHIPP COM G6577310 404 11168 SH SHARED 02 1468 9700 D NORDIC AMERICAN TANKER SHIPP COM G6577310 41 1150 SH SHR/OTHR 23 1150 D OPENTV CORP CL A G6754310 1769 722296 SH SHARED 722296 D OPENTV CORP CL A G6754310 14 6062 SH SHARED 02 6062 D ONEBEACON INSURANCE GROUP LT CL A G6774210 14 592 SH SHARED 592 D ONEBEACON INSURANCE GROUP LT CL A G6774210 473 18950 SH SHARED 02 5650 13300 D ONEBEACON INSURANCE GROUP LT CL A G6774210 100 4000 SH SHARED 23 4000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 179 3000 SH SHARED 3000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 58 983 SH SHARED 983 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 23 400 SH SHARED 01 400 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 1495 25000 SH SHARED 02 25000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 33852 565910 SH SHARED 10 565910 D PARTNERRE LTD COM G6852T10 6194 90372 SH SHARED 90372 D PARTNERRE LTD COM G6852T10 63 926 SH SHARED 02 926 D PARTNERRE LTD COM G6852T10 6 100 SH SHARED 10 100 D PARTNERRE LTD COM G6852T10 75 1100 SH SHARED 20 1100 D PARTNERRE LTD COM G6852T10 41 600 SH SHR/OTHR 20 600 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 479 14961 SH SHARED 14961 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 107 3355 SH SHARED 02 3355 D PRIMUS GUARANTY LTD SHS G7245710 7 595 SH SHARED 595 D PRIMUS GUARANTY LTD SHS G7245710 31 2522 SH SHARED 02 2522 D PXRE GROUP LTD COM G7301810 6669 1389495 SH SHARED 1389495 D PXRE GROUP LTD COM G7301810 19 4062 SH SHARED 02 4062 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 119 57208 SH SHARED 57208 D SCOTTISH RE GROUP LIMITED SHS G7353741 758 188713 SH SHARED 188713 D SCOTTISH RE GROUP LIMITED SHS G7353741 1633 406406 SH SHARED 02 406406 D RAM HOLDINGS LTD SHS G7368R10 23 1529 SH SHARED 02 1529 D RENAISSANCERE HOLDINGS LTD COM G7496G10 134 2683 SH SHARED 2683 D RENAISSANCERE HOLDINGS LTD COM G7496G10 55 1105 SH SHARED 02 1105 D RENAISSANCERE HOLDINGS LTD COM G7496G10 5 100 SH SHARED 10 100 D SEAGATE TECHNOLOGY SHS G7945J10 3992 171356 SH SHARED 171356 D SEAGATE TECHNOLOGY SHS G7945J10 23 1000 SH SHARED 01 1000 D SEAGATE TECHNOLOGY SHS G7945J10 1399 60049 SH SHARED 02 25383 34666 D SEAGATE TECHNOLOGY SHS G7945J10 65 2800 SH SHARED 10 2800 D SECURITY CAPITAL ASSURANCE COM G8018D10 7225 255946 SH SHARED 255946 D SECURITY CAPITAL ASSURANCE COM G8018D10 101 3601 SH SHARED 02 3601 D SHANGHAI CENTURY ACQUISIT CO SHS G8063710 2040 265291 SH SHARED 265291 D SHANGHAI CENTURY ACQUISIT CO *W EXP 04/23/201 G8063711 11 6300 SH SHARED 6300 D SHIP FINANCE INTERNATIONAL L SHS G8107510 2299 83814 SH SHARED 83814 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 10 SH SHARED 01 10 D SHIP FINANCE INTERNATIONAL L SHS G8107510 158 5765 SH SHARED 02 4244 1521 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1587 57857 SH SHARED 04 57857 D SHIP FINANCE INTERNATIONAL L SHS G8107510 659 24043 SH SHARED 10 24043 D SHIP FINANCE INTERNATIONAL L SHS G8107510 16 608 SH SHARED 14 608 D SINA CORP ORD G8147710 329 9800 SH SHARED 9800 D SINA CORP ORD G8147710 5 159 SH SHARED 02 159 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 895 70000 SH SHARED 70000 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 11 893 SH SHARED 893 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 2 207 SH SHARED 02 207 D STEWART W P & CO LTD COM G8492210 972 96560 SH SHARED 96560 D STEWART W P & CO LTD COM G8492210 27 2683 SH SHARED 02 2658 25 D UTI WORLDWIDE INC ORD G8721010 2452 99757 SH SHARED 99757 D UTI WORLDWIDE INC ORD G8721010 4202 170985 SH SHARED 01 103265 67720 D UTI WORLDWIDE INC ORD G8721010 298 12155 SH SHR/OTHR 01 12155 D UTI WORLDWIDE INC ORD G8721010 577 23500 SH SHARED 02 23500 D UTI WORLDWIDE INC ORD G8721010 31 1295 SH SHARED 10 1295 D UTI WORLDWIDE INC ORD G8721010 340 13850 SH SHARED 20 3760 10090 D UTI WORLDWIDE INC ORD G8721010 12 500 SH SHR/OTHR 20 500 D UTI WORLDWIDE INC ORD G8721010 30 1250 SH SHARED 21 1250 D UTI WORLDWIDE INC ORD G8721010 347 14145 SH SHARED 22 12460 1685 D UTI WORLDWIDE INC ORD G8721010 19 800 SH SHR/OTHR 22 800 D UTI WORLDWIDE INC ORD G8721010 637 25935 SH SHARED 23 21860 4075 D UTI WORLDWIDE INC ORD G8721010 168 6865 SH SHR/OTHR 23 6865 D TRANSOCEAN INC ORD G9007810 19018 232779 SH SHARED 232779 D TRANSOCEAN INC ORD G9007810 3028 37069 SH SHARED 01 96 36973 D TRANSOCEAN INC ORD G9007810 41 502 SH SHR/OTHR 01 502 D TRANSOCEAN INC ORD G9007810 40664 497735 SH SHARED 02 491054 6681 D TRANSOCEAN INC ORD G9007810 55522 679585 SH SHARED 10 117020 522330 40235 D TRANSOCEAN INC ORD G9007810 63 774 SH SHR/OTHR 21 774 D TRANSOCEAN INC ORD G9007810 324 3967 SH SHARED 23 3967 D TRANSOCEAN INC ORD G9007810 297 3647 SH SHR/OTHR 23 3647 D TRANSOCEAN INC ORD G9007810 82 1013 SH SHARED 24 1013 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 1301 25033 SH SHARED 25033 D VISTAPRINT LIMITED SHS G9376220 37 987 SH SHARED 987 D VISTAPRINT LIMITED SHS G9376220 1112 29035 SH SHARED 01 29035 D VISTAPRINT LIMITED SHS G9376220 488 12748 SH SHARED 02 2756 9992 D VISTAPRINT LIMITED SHS G9376220 383 10000 SH SHARED 04 10000 D VISTAPRINT LIMITED SHS G9376220 1257 32820 SH SHARED 10 32820 D WARNER CHILCOTT LIMITED COM CL A G9435N10 2192 148048 SH SHARED 148048 D WARNER CHILCOTT LIMITED COM CL A G9435N10 48 3300 SH SHARED 02 3300 D GOLAR LNG LTD BERMUDA SHS G9456A10 49 3681 SH SHARED 02 3681 D WEATHERFORD INTERNATIONAL LT COM G9508910 32940 730398 SH SHARED 730398 D WEATHERFORD INTERNATIONAL LT COM G9508910 3474 77044 SH SHARED 01 39600 37444 D WEATHERFORD INTERNATIONAL LT COM G9508910 7139 158300 SH SHARED 02 82105 76195 D WEATHERFORD INTERNATIONAL LT COM G9508910 532 11816 SH SHARED 10 5500 6316 D WEATHERFORD INTERNATIONAL LT COM G9508910 277 6150 SH SHR/OTHR 23 6150 D WHITE MTNS INS GROUP LTD COM G9618E10 120 213 SH SHARED 213 D WHITE MTNS INS GROUP LTD COM G9618E10 117 208 SH SHARED 02 155 53 D WHITE MTNS INS GROUP LTD COM G9618E10 141 250 SH SHARED 23 250 D WHITE MTNS INS GROUP LTD COM G9618E10 28 50 SH SHR/OTHR 23 50 D WILLIS GROUP HOLDINGS LTD SHS G9665510 2620 66200 SH SHARED 66200 D WILLIS GROUP HOLDINGS LTD SHS G9665510 178 4517 SH SHARED 02 302 4215 D XOMA LTD ORD G9825R10 5834 2019002 SH SHARED 2019002 D XOMA LTD ORD G9825R10 11 3983 SH SHARED 02 3983 D XL CAP LTD CL A G9825510 22225 317691 SH SHARED 317691 D XL CAP LTD CL A G9825510 1310 18739 SH SHARED 01 476 18263 D XL CAP LTD CL A G9825510 115 1644 SH SHR/OTHR 01 1644 D XL CAP LTD CL A G9825510 5906 84432 SH SHARED 02 83632 800 D XL CAP LTD CL A G9825510 7 100 SH SHARED 05 100 D XL CAP LTD CL A G9825510 328 4700 SH SHARED 10 700 4000 D XL CAP LTD CL A G9825510 27 400 SH SHR/OTHR 10 400 D XL CAP LTD CL A G9825510 1175 16802 SH SHARED 20 4950 11852 D XL CAP LTD CL A G9825510 216 3090 SH SHARED 21 3090 D XL CAP LTD CL A G9825510 22 325 SH SHARED 23 325 D XL CAP LTD CL A G9825510 188 2700 SH SHR/OTHR 23 2700 D XYRATEX LTD COM G9826810 87 3661 SH SHARED 3661 D XYRATEX LTD COM G9826810 45 1913 SH SHARED 02 1913 D YUCHENG TECHNOLOGIES LTD COM G9877710 20 2400 SH SHARED 2400 D ALCON INC COM SHS H0130110 423 3212 SH SHARED 02 2712 500 D ALCON INC COM SHS H0130110 659 5000 SH SHARED 04 5000 D ALCON INC COM SHS H0130110 105 800 SH SHARED 06 800 D ALCON INC COM SHS H0130110 4600 34900 SH SHARED 10 34900 D ALCON INC COM SHS H0130110 134 1021 SH SHARED 14 1021 D ALCON INC COM SHS H0130110 527 4000 SH SHR/OTHR 21 4000 D LOGITECH INTL S A SHS H5043023 40716 1463052 SH SHARED 1461445 1607 D LOGITECH INTL S A SHS H5043023 154 5552 SH SHARED 01 5552 D LOGITECH INTL S A SHS H5043023 18872 678118 SH SHARED 04 678118 D LOGITECH INTL S A SHS H5043023 686 24664 SH SHARED 06 21664 3000 D LOGITECH INTL S A SHS H5043023 439 15779 SH SHARED 10 4867 10912 D LOGITECH INTL S A SHS H5043023 3339 120000 SH SHARED 16 120000 D UBS AG SHS NEW H8923133 16124 271324 SH SHARED 271324 D UBS AG SHS NEW H8923133 607417 10220730 SH SHARED 9113839 1106891 D UBS AG SHS NEW H8923133 6963 117173 SH SHARED 01 104215 12958 D UBS AG SHS NEW H8923133 7 120 SH SHARED 02 120 D UBS AG SHS NEW H8923133 296997 4997432 SH SHARED 04 4932681 64751 D UBS AG SHS NEW H8923133 1509 25397 SH SHARED 05 25397 D UBS AG SHS NEW H8923133 148411 2497253 SH SHARED 06 2186493 310760 D UBS AG SHS NEW H8923133 137280 2309957 SH SHARED 10 1777427 438200 94330 D UBS AG SHS NEW H8923133 3618 60891 SH SHARED 14 22960 37931 D UBS AG SHS NEW H8923133 254954 4289997 SH SHARED 15 4289997 D UBS AG SHS NEW H8923133 8243 138707 SH SHARED 16 138707 D UBS AG SHS NEW H8923133 4709 79246 SH SHARED 19 79246 D UBS AG SHS NEW H8923133 2118 35642 SH SHARED 24 35642 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 3660 46708 SH SHARED 46708 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 9761 124575 SH SHARED 01 124575 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 1959 25000 SH SHARED 02 25000 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 46342 591400 SH SHARED 10 583100 8300 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 181 2310 SH SHARED 21 2310 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 1261 16100 SH SHARED 24 16100 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 10 628 SH SHARED 628 D ALLOT COMMUNICATIONS LTD SHS M0854Q10 640 70000 SH SHARED 04 70000 D ALVARION LTD SHS M0861T10 22 2786 SH SHARED 2786 D ALVARION LTD SHS M0861T10 536 66704 SH SHARED 02 66704 D AUDIOCODES LTD ORD M1534210 1514 223987 SH SHARED 223987 D AUDIOCODES LTD ORD M1534210 143 21200 SH SHARED 02 21200 D BLUEPHOENIX SOLUTIONS LTD SHS M2015710 21 3200 SH SHARED 02 3200 D CAMTEK LTD ORD M2079110 36 9500 SH SHARED 02 9500 D CELLCOM ISRAEL LTD SHS M2196U10 1103 60500 SH SHARED 02 60500 D CERAGON NETWORKS LTD ORD M2201310 110 19500 SH SHARED 02 19500 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2246 100849 SH SHARED 100849 D CHECK POINT SOFTWARE TECH LT ORD M2246510 8 362 SH SHARED 02 362 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2228 100000 SH SHARED 04 100000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1488 66800 SH SHARED 14 66800 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 458 12784 SH SHARED 12784 D ELBIT SYS LTD ORD M3760D10 3107 86548 SH SHARED 01 86548 D ELBIT SYS LTD ORD M3760D10 5263 146600 SH SHARED 10 129700 16900 D ELBIT SYS LTD ORD M3760D10 739 20600 SH SHARED 24 20600 D MELLANOX TECHNOLOGIES LTD SHS M5136311 1518 104000 SH SHARED 104000 D GIVEN IMAGING ORD SHS M5202010 16 758 SH SHARED 758 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 71 5700 SH SHARED 5700 D LANOPTICS LTD ORD M6706C10 99 7500 SH SHARED 7500 D ORBOTECH LTD ORD M7525310 36 1676 SH SHARED 1676 D ORBOTECH LTD ORD M7525310 15 718 SH SHARED 02 718 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 824 59100 SH SHARED 10 59100 D RADVISION LTD ORD M8186910 426 18055 SH SHARED 02 17300 755 D RADWARE LTD ORD M8187310 569 42188 SH SHARED 42188 D RETALIX LTD ORD M8215W10 19 1007 SH SHARED 1007 D SAIFUN SEMICONDUCTORS LTD ORD SHS M8233P10 32765 2788587 SH SHARED 2788587 D SYNERON MEDICAL LTD ORD SHS M8724510 21 799 SH SHARED 799 D TEFRON LTD ORD M8748210 20 2100 SH SHARED 02 200 1900 D ON TRACK INNOVATION LTD SHS M8791A10 247 35000 SH SHARED 02 35000 D AERCAP HOLDINGS NV SHS N0098510 305 10500 SH SHARED 02 10500 D AERCAP HOLDINGS NV SHS N0098510 122 4200 SH SHARED 14 4200 D ASM INTL N V COM N0704510 7242 326809 SH SHARED 326809 D ASM INTL N V COM N0704510 1263 57000 SH SHARED 06 57000 D ASML HLDG NV N Y SHS N0705911 6502 262727 SH SHARED 262727 D ASML HLDG NV N Y SHS N0705911 39 1600 SH SHARED 02 1600 D ASML HLDG NV N Y SHS N0705911 742 30000 SH SHARED 04 30000 D ASML HLDG NV N Y SHS N0705911 17852 721300 SH SHARED 10 721300 D ASML HLDG NV N Y SHS N0705911 373 15100 SH SHARED 14 15100 D CNH GLOBAL N V SHS NEW N2093520 1489 39939 SH SHARED 39939 D CNH GLOBAL N V SHS NEW N2093520 2461 66000 SH SHARED 02 66000 D ORTHOFIX INTL N V COM N6748L10 6598 129254 SH SHARED 129254 D ORTHOFIX INTL N V COM N6748L10 30 600 SH SHARED 01 425 175 D ORTHOFIX INTL N V COM N6748L10 47 925 SH SHARED 02 925 D ORTHOFIX INTL N V COM N6748L10 9542 186921 SH SHARED 10 186921 D QIAGEN N V ORD N7248210 16629 967912 SH SHARED 781354 186558 D QIAGEN N V ORD N7248210 8065 469470 SH SHARED 01 468141 1329 D QIAGEN N V ORD N7248210 89 5230 SH SHARED 02 5230 D QIAGEN N V ORD N7248210 60381 3514644 SH SHARED 04 3339361 175283 D QIAGEN N V ORD N7248210 3071 178800 SH SHARED 06 69800 109000 D QIAGEN N V ORD N7248210 52 3029 SH SHARED 10 3029 D QIAGEN N V ORD N7248210 6939 403944 SH SHARED 19 403944 D COPA HOLDINGS SA CL A P3107610 464 9029 SH SHARED 9029 D COPA HOLDINGS SA CL A P3107610 1544 30000 SH SHARED 04 30000 D COPA HOLDINGS SA CL A P3107610 5596 108700 SH SHARED 10 108700 D STEINER LEISURE LTD ORD P8744Y10 17 396 SH SHARED 396 D ULTRAPETROL BAHAMAS LTD COM P9439810 26 1591 SH SHARED 02 1591 D EXCEL MARITIME CARRIERS LTD COM V3267N10 31 1846 SH SHARED 1846 D EXCEL MARITIME CARRIERS LTD COM V3267N10 18 1100 SH SHARED 02 1100 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 219 5199 SH SHARED 5199 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 29 700 SH SHARED 01 700 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 1409 33430 SH SHARED 02 33430 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 33 800 SH SHARED 10 800 D AEGEAN MARINE PETROLEUM NETW SHS Y0017S10 1160 68900 SH SHARED 68900 D ASE TEST LTD ORD Y0251610 290 25500 SH SHARED 25500 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 1091 170225 SH SHARED 170225 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 3 500 SH SHARED 02 500 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 6 1000 SH SHARED 10 1000 D DANAOS CORPORATION SHS Y1968P10 370 14090 SH SHARED 14090 D DANAOS CORPORATION SHS Y1968P10 1448 55000 SH SHARED 04 55000 D DIANA SHIPPING INC COM Y2066G10 4184 237638 SH SHARED 237638 D DIANA SHIPPING INC COM Y2066G10 220 12500 SH SHARED 02 12500 D DRYSHIPS INC SHS Y2109Q10 315 13991 SH SHARED 13991 D DRYSHIPS INC SHS Y2109Q10 123 5492 SH SHARED 02 1992 3500 D DOUBLE HULL TANKERS INC COM Y2111010 28 1912 SH SHARED 1912 D DOUBLE HULL TANKERS INC COM Y2111010 24 1685 SH SHARED 02 1685 D EAGLE BULK SHIPPING INC COM Y2187A10 252 13002 SH SHARED 13002 D EAGLE BULK SHIPPING INC COM Y2187A10 258 13319 SH SHARED 02 2319 11000 D EAGLE BULK SHIPPING INC COM Y2187A10 17290 891700 SH SHARED 10 891700 D EAGLE BULK SHIPPING INC COM Y2187A10 38 2000 SH SHARED 20 2000 D EAGLE BULK SHIPPING INC COM Y2187A10 38 2000 SH SHR/OTHR 23 2000 D FLEXTRONICS INTL LTD ORD Y2573F10 4428 404814 SH SHARED 404814 D FLEXTRONICS INTL LTD ORD Y2573F10 8 773 SH SHARED 01 773 D FLEXTRONICS INTL LTD ORD Y2573F10 0 60 SH SHR/OTHR 01 60 D FLEXTRONICS INTL LTD ORD Y2573F10 2253 205969 SH SHARED 02 205474 495 D FLEXTRONICS INTL LTD ORD Y2573F10 4 430 SH SHARED 05 430 D FLEXTRONICS INTL LTD ORD Y2573F10 217 19870 SH SHARED 06 14750 5120 D FLEXTRONICS INTL LTD ORD Y2573F10 22 2100 SH SHARED 10 2100 D FLEXTRONICS INTL LTD ORD Y2573F10 208 19040 SH SHARED 14 19040 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 925 29114 SH SHARED 29114 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 45 1432 SH SHARED 02 1432 D GENERAL MARITIME CORP SHS Y2692M10 2774 96054 SH SHARED 96054 D GENERAL MARITIME CORP SHS Y2692M10 2 100 SH SHARED 02 100 D GIGAMEDIA LTD ORD Y2711Y10 172 12480 SH SHARED 02 12480 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 2948 402294 SH SHARED 402294 D PACIFIC INTERNET LTD ORD Y6618310 275 28919 SH SHARED 28919 D QUINTANA MARITIME LTD SHS Y7169G10 641 46578 SH SHARED 46578 D QUINTANA MARITIME LTD SHS Y7169G10 402 29250 SH SHARED 02 29250 D SEASPAN CORP SHS Y7563810 6153 229700 SH SHARED 229700 D SEASPAN CORP SHS Y7563810 107 4000 SH SHR/OTHR 01 4000 D SEASPAN CORP SHS Y7563810 489 18267 SH SHARED 02 2267 16000 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 10 284 SH SHARED 284 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 1830 49057 SH SHARED 02 49057 D TOP TANKERS INC COM Y8897Y10 2610 560098 SH SHARED 560098 D VERIGY LTD SHS Y9369110 13226 563567 SH SHARED 563567 D VERIGY LTD SHS Y9369110 1494 63674 SH SHARED 01 50000 13674 D VERIGY LTD SHS Y9369110 1177 50164 SH SHR/OTHR 01 50164 D VERIGY LTD SHS Y9369110 6 258 SH SHARED 02 13 245 D VERIGY LTD SHS Y9369110 12 538 SH SHARED 10 538 D VERIGY LTD SHS Y9369110 2 91 SH SHARED 21 91 D VERIGY LTD SHS Y9369110 19 850 SH SHARED 23 850 D VERIGY LTD SHS Y9369110 14 622 SH SHR/OTHR 23 622 D AAON INC COM PAR $0.004 00036020 6 239 SH SHARED 239 D AAR CORP COM 00036110 386 14008 SH SHARED 14008 D AAR CORP COM 00036110 28 1046 SH SHARED 02 106 940 D AAR CORP COM 00036110 394 14300 SH SHARED 10 14300 D ABB LTD SPONSORED ADR 00037520 72 4200 SH SHARED 01 2700 1500 D ABB LTD SPONSORED ADR 00037520 2663 155039 SH SHARED 02 155039 D ABX AIR INC COM 00080S10 10 1492 SH SHARED 1492 D ABX AIR INC COM 00080S10 87 12700 SH SHARED 01 12700 D ABX AIR INC COM 00080S10 10004 1460500 SH SHARED 10 1201400 259100 D ACCO BRANDS CORP COM 00081T10 499 20733 SH SHARED 20733 D ACCO BRANDS CORP COM 00081T10 48 2020 SH SHARED 01 2020 D ACCO BRANDS CORP COM 00081T10 2 123 SH SHR/OTHR 01 123 D ACCO BRANDS CORP COM 00081T10 129 5396 SH SHARED 02 456 4940 D ACCO BRANDS CORP COM 00081T10 747 31041 SH SHARED 10 30900 141 D ACCO BRANDS CORP COM 00081T10 3 164 SH SHARED 20 164 D ACCO BRANDS CORP COM 00081T10 4 176 SH SHR/OTHR 20 176 D ACCO BRANDS CORP COM 00081T10 11 470 SH SHARED 21 470 D ACCO BRANDS CORP COM 00081T10 13 543 SH SHARED 23 309 234 D ACCO BRANDS CORP COM 00081T10 31 1300 SH SHR/OTHR 23 1300 D ACA CAPITAL HOLDINGS INC COM 00083310 644 45982 SH SHARED 45982 D A C MOORE ARTS & CRAFTS INC COM 00086T10 230 10799 SH SHARED 10799 D ACR GROUP INC COM 00087B10 1 228 SH SHARED 228 D A D A M INC COM 00088U10 1 186 SH SHARED 186 D A D C TELECOMMUNICATIONS FRNT 6/1 000886AB 1371 1421000 PRN SHARED 02 1421000 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 17707 18503000 PRN SHARED 18503000 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 23483 24539000 PRN SHARED 02 24539000 D A D C TELECOMMUNICATIONS COM NEW 00088630 1436 85813 SH SHARED 85813 D A D C TELECOMMUNICATIONS COM NEW 00088630 968 57827 SH SHARED 01 45300 12527 D A D C TELECOMMUNICATIONS COM NEW 00088630 210 12574 SH SHARED 02 12574 D A D C TELECOMMUNICATIONS COM NEW 00088630 201 12050 SH SHARED 06 11350 700 D A D C TELECOMMUNICATIONS COM NEW 00088630 1340 80062 SH SHARED 10 80062 D ACM MANAGED INCOME FD INC COM 00091910 794 208437 SH SHARED 208437 D ABN AMRO HLDG NV SPONSORED ADR 00093710 627 14580 SH SHARED 14580 D ABN AMRO HLDG NV SPONSORED ADR 00093710 26 620 SH SHARED 02 620 D ACM MUN SECS INCOME FD INC COM 00094210 148 13674 SH SHARED 13674 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 2328 88220 SH SHARED 88220 D ABM INDS INC COM 00095710 137 5200 SH SHARED 01 5200 D ABM INDS INC COM 00095710 27 1026 SH SHARED 02 1026 D ABM INDS INC COM 00095710 1987 75300 SH SHARED 10 27100 48200 D AEP INDS INC COM 00103110 7 166 SH SHARED 166 D AEP INDS INC COM 00103110 430 10000 SH SHARED 02 10000 D AEW REAL ESTATE INCOME FD COM 00104H10 2355 97841 SH SHARED 97841 D AFC ENTERPRISES INC COM 00104Q10 8344 416188 SH SHARED 416188 D AFC ENTERPRISES INC COM 00104Q10 32 1600 SH SHARED 21 1600 D AFLAC INC COM 00105510 41099 873342 SH SHARED 324252 549090 D AFLAC INC COM 00105510 14143 300534 SH SHARED 01 91540 208994 D AFLAC INC COM 00105510 842 17909 SH SHR/OTHR 01 17909 D AFLAC INC COM 00105510 4305 91488 SH SHARED 02 84923 6565 D AFLAC INC COM 00105510 2141 45500 SH SHARED 04 45500 D AFLAC INC COM 00105510 1314 27930 SH SHARED 05 27930 D AFLAC INC COM 00105510 2485 52806 SH SHARED 06 48316 4490 D AFLAC INC COM 00105510 111267 2364367 SH SHARED 10 1245992 756600 361775 D AFLAC INC COM 00105510 1079 22930 SH SHR/OTHR 10 22930 D AFLAC INC COM 00105510 423 9000 SH SHARED 14 9000 D AFLAC INC COM 00105510 5603 119075 SH SHARED 20 19380 99695 D AFLAC INC COM 00105510 1731 36800 SH SHR/OTHR 20 36800 D AFLAC INC COM 00105510 188 4000 SH SHARED 21 4000 D AFLAC INC COM 00105510 42 900 SH SHR/OTHR 21 900 D AFLAC INC COM 00105510 1147 24383 SH SHARED 22 16543 7840 D AFLAC INC COM 00105510 474 10090 SH SHR/OTHR 22 10090 D AFLAC INC COM 00105510 4729 100507 SH SHARED 23 92077 8430 D AFLAC INC COM 00105510 2737 58180 SH SHR/OTHR 23 58180 D AFLAC INC COM 00105510 66 1423 SH SHARED 24 1423 D AGCO CORP NOTE 1.750%12/3 001084AL 26250 15000000 PRN SHARED 15000000 D AGCO CORP NOTE 1.750%12/3 001084AL 4616 2638000 PRN SHARED 02 2638000 D AGCO CORP NOTE 1.250%12/1 001084AM 3294 3000000 PRN SHARED 02 3000000 D AGCO CORP COM 00108410 41175 1113764 SH SHARED 1113764 D AGCO CORP COM 00108410 950 25700 SH SHARED 01 25700 D AGCO CORP COM 00108410 653 17679 SH SHARED 02 10679 7000 D AGCO CORP COM 00108410 4233 114500 SH SHARED 04 114500 D AGCO CORP COM 00108410 11091 300000 SH SHARED 05 300000 D AGCO CORP COM 00108410 2273 61500 SH SHARED 10 10700 50800 D AGCO CORP COM 00108410 112 3045 SH SHARED 21 3045 D AGL RES INC COM 00120410 2136 50001 SH SHARED 37927 12074 D AGL RES INC COM 00120410 965 22600 SH SHARED 01 22600 D AGL RES INC COM 00120410 437 10250 SH SHARED 02 8626 1624 D AGL RES INC COM 00120410 371 8700 SH SHARED 06 8700 D AES CORP COM 00130H10 40835 1897580 SH SHARED 1897580 D AES CORP COM 00130H10 2163 100553 SH SHARED 01 9200 91353 D AES CORP COM 00130H10 2944 136844 SH SHARED 02 128944 7900 D AES CORP COM 00130H10 1457 67730 SH SHARED 06 61850 5880 D AES CORP COM 00130H10 10757 499898 SH SHARED 10 397298 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D AMN HEALTHCARE SERVICES INC COM 00174410 993 43900 SH SHARED 10 27000 16900 D AMR CORP NOTE 4.500% 2/1 001765BB 3030 2000000 PRN SHARED 02 2000000 D AMR CORP COM 00176510 25689 843673 SH SHARED 843673 D AMR CORP COM 00176510 1190 39100 SH SHARED 01 18600 20500 D AMR CORP COM 00176510 12241 402004 SH SHARED 02 391404 10600 D AMR CORP COM 00176510 450 14800 SH SHARED 06 14800 D AMR CORP COM 00176510 3921 128800 SH SHARED 10 28100 100700 D AMR CORP COM 00176510 60 2000 SH SHR/OTHR 23 2000 D APAC CUSTOMER SERVICES INC COM 00185E10 3 734 SH SHARED 734 D A S V INC COM 00196310 324 21235 SH SHARED 21235 D A S V INC COM 00196310 0 61 SH SHARED 02 61 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 105 57896 SH SHARED 57896 D AT&T INC COM 00206R10 641 16260 SH SHARED 16260 D AT&T INC COM 00206R10 1850805 46939008 SH SHARED 45392431 1546577 D AT&T INC COM 00206R10 64405 1633420 SH SHARED 01 384197 1249223 D AT&T INC COM 00206R10 7342 186210 SH SHR/OTHR 01 186210 D AT&T INC COM 00206R10 54303 1377218 SH SHARED 02 1265455 111763 D AT&T INC COM 00206R10 109122 2767500 SH SHARED 04 2767500 D AT&T INC COM 00206R10 14758 374302 SH SHARED 05 374302 D AT&T INC COM 00206R10 45549 1155209 SH SHARED 06 872851 282358 D AT&T INC COM 00206R10 393608 9982465 SH SHARED 10 6307687 1520160 2154618 D AT&T INC COM 00206R10 658 16690 SH SHR/OTHR 10 16690 D AT&T INC COM 00206R10 4151 105288 SH SHARED 14 105288 D AT&T INC COM 00206R10 1577 40000 SH SHARED 16 40000 D AT&T INC COM 00206R10 2669 67711 SH SHARED 18 67711 D AT&T INC COM 00206R10 1233 31272 SH SHARED 20 11116 20156 D AT&T INC COM 00206R10 357 9060 SH SHR/OTHR 20 9060 D AT&T INC COM 00206R10 306 7784 SH SHARED 21 7784 D AT&T INC COM 00206R10 1084 27512 SH SHR/OTHR 21 27512 D AT&T INC COM 00206R10 1219 30938 SH SHARED 22 19265 11673 D AT&T INC COM 00206R10 426 10816 SH SHR/OTHR 22 10816 D AT&T INC COM 00206R10 5092 129156 SH SHARED 23 122556 6600 D AT&T INC COM 00206R10 8880 225226 SH SHR/OTHR 23 225226 D ATMI INC COM 00207R10 26 870 SH SHARED 870 D ATMI INC COM 00207R10 846 27700 SH SHARED 01 25200 2500 D ATMI INC COM 00207R10 507 16601 SH SHARED 02 16601 D ATMI INC COM 00207R10 541 17698 SH SHARED 10 10698 7000 D ATMI INC COM 00207R10 67 2200 SH SHARED 21 2200 D ATP OIL & GAS CORP COM 00208J10 4192 111496 SH SHARED 111496 D ATP OIL & GAS CORP COM 00208J10 161 4300 SH SHARED 01 4300 D ATP OIL & GAS CORP COM 00208J10 19 510 SH SHARED 02 510 D ATP OIL & GAS CORP COM 00208J10 320 8512 SH SHARED 10 8512 D ATS MED INC COM 00208310 1 727 SH SHARED 727 D AU OPTRONICS CORP SPONSORED ADR 00225510 787 55061 SH SHARED 55061 D AU OPTRONICS CORP SPONSORED ADR 00225510 12850 898646 SH SHARED 04 898646 D AU OPTRONICS CORP SPONSORED ADR 00225510 5352 374307 SH SHARED 06 214307 160000 D AU OPTRONICS CORP SPONSORED ADR 00225510 2764 193331 SH SHARED 14 193331 D AVI BIOPHARMA INC COM 00234610 3 1287 SH SHARED 1287 D AVI BIOPHARMA INC COM 00234610 3 1421 SH SHARED 02 1421 D AVX CORP NEW COM 00244410 1847 121523 SH SHARED 121523 D AVX CORP NEW COM 00244410 832 54800 SH SHARED 01 54800 D AVX CORP NEW COM 00244410 326 21472 SH SHARED 02 13872 7600 D AVX CORP NEW COM 00244410 940 61900 SH SHARED 10 61900 D AXT INC COM 00246W10 15 3169 SH SHARED 3169 D AZZ INC COM 00247410 5 141 SH SHARED 141 D AASTROM BIOSCIENCES INC COM 00253U10 4 2945 SH SHARED 2945 D AARON RENTS INC COM 00253520 5441 205801 SH SHARED 205801 D AARON RENTS INC COM 00253520 65 2475 SH SHARED 01 2475 D AARON RENTS INC COM 00253520 37 1422 SH SHARED 02 142 1280 D AARON RENTS INC COM 00253520 401 15200 SH SHARED 10 15200 D AARON RENTS INC COM 00253520 87 3300 SH SHARED 21 3300 D AARON RENTS INC CL A 00253530 0 14 SH SHARED 02 14 D ABAXIS INC COM 00256710 25 1059 SH SHARED 1059 D ABBOTT LABS COM 00282410 575591 10315266 SH SHARED 9630174 685092 D ABBOTT LABS COM 00282410 44738 801766 SH SHARED 01 242779 558987 D ABBOTT LABS COM 00282410 5871 105217 SH SHR/OTHR 01 105217 D ABBOTT LABS COM 00282410 20628 369683 SH SHARED 02 331346 38337 D ABBOTT LABS COM 00282410 62166 1114100 SH SHARED 04 1114100 D ABBOTT LABS COM 00282410 36 650 SH SHARED 05 650 D ABBOTT LABS COM 00282410 26250 470445 SH SHARED 06 281261 189184 D ABBOTT LABS COM 00282410 214406 3842402 SH SHARED 10 1949593 1074200 818609 D ABBOTT LABS COM 00282410 870 15600 SH SHR/OTHR 10 15600 D ABBOTT LABS COM 00282410 5191 93036 SH SHARED 14 18700 74336 D ABBOTT LABS COM 00282410 3348 60000 SH SHARED 15 60000 D ABBOTT LABS COM 00282410 6584 118000 SH SHARED 16 118000 D ABBOTT LABS COM 00282410 4185 75000 SH SHARED 18 75000 D ABBOTT LABS COM 00282410 8971 160773 SH SHARED 20 27894 132879 D ABBOTT LABS COM 00282410 2565 45975 SH SHR/OTHR 20 45975 D ABBOTT LABS COM 00282410 604 10825 SH SHARED 21 10825 D ABBOTT LABS COM 00282410 1525 27332 SH SHARED 22 17992 9340 D ABBOTT LABS COM 00282410 1042 18674 SH SHR/OTHR 22 18674 D ABBOTT LABS COM 00282410 21972 393777 SH SHARED 23 383202 10575 D ABBOTT LABS COM 00282410 18033 323189 SH SHR/OTHR 23 323189 D ABBOTT LABS COM 00282410 77 1394 SH SHARED 24 1394 D ABER DIAMOND CORP COM 00289310 45 1229 SH SHARED 1229 D ABER DIAMOND CORP COM 00289310 0 7 SH SHARED 02 7 D ABER DIAMOND CORP COM 00289310 7826 210000 SH SHARED 04 210000 D ABER DIAMOND CORP COM 00289310 100 2700 SH SHARED 10 2700 D ABER DIAMOND CORP COM 00289310 55 1500 SH SHARED 14 1500 D ABERCROMBIE & FITCH CO CL A 00289620 44548 588637 SH SHARED 588637 D ABERCROMBIE & FITCH CO CL A 00289620 2511 33180 SH SHARED 01 29700 3480 D ABERCROMBIE & FITCH CO CL A 00289620 6300 83258 SH SHARED 02 82908 350 D ABERCROMBIE & FITCH CO CL A 00289620 777 10270 SH SHARED 06 9050 1220 D ABERCROMBIE & FITCH CO CL A 00289620 21372 282400 SH SHARED 10 266400 16000 D ABERCROMBIE & FITCH CO CL A 00289620 15 200 SH SHARED 14 200 D ABBEY NATL PLC GDR 7.375% PRF 00292080 12 500 SH SHARED 02 500 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 6953 1088200 SH SHARED 1088200 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 5 800 SH SHARED 02 800 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 32 2500 SH SHARED 2500 D ABIGAIL ADAMS NATL BANCORP I COM 00339010 0 71 SH SHARED 71 D ABINGTON CMNTY BANCORP INC COM 00350R10 3 169 SH SHARED 169 D ABIOMED INC COM 00365410 8 599 SH SHARED 599 D ABIOMED INC COM 00365410 576 42200 SH SHARED 02 42200 D ABIOMED INC COM 00365410 2170 158900 SH SHARED 04 158900 D ABIOMED INC COM 00365410 20 1500 SH SHARED 14 1500 D ABRAXIS BIOSCIENCE INC COM 00383E10 373 13989 SH SHARED 13989 D ABRAXIS BIOSCIENCE INC COM 00383E10 63 2392 SH SHARED 02 2392 D ABRAXIS BIOSCIENCE INC COM 00383E10 240 9000 SH SHARED 04 9000 D ABRAXIS BIOSCIENCE INC COM 00383E10 18 692 SH SHARED 06 692 D ABRAXAS PETE CORP COM 00383010 3 991 SH SHARED 991 D ACACIA RESH CORP COMBIMTRX COM 00388120 0 1265 SH SHARED 1265 D ACACIA RESH CORP ACACIA TCH COM 00388130 11 713 SH SHARED 713 D ACACIA RESH CORP ACACIA TCH COM 00388130 150 9500 SH SHARED 10 9500 D ABITIBI-CONSOLIDATED INC COM 00392410 1860 659805 SH SHARED 659805 D ABITIBI-CONSOLIDATED INC COM 00392410 1 509 SH SHARED 01 509 D ABITIBI-CONSOLIDATED INC COM 00392410 2684 951930 SH SHARED 02 951930 D ABITIBI-CONSOLIDATED INC COM 00392410 1 700 SH SHARED 05 700 D ABITIBI-CONSOLIDATED INC COM 00392410 65 23400 SH SHARED 14 23400 D ACADIA PHARMACEUTICALS INC COM 00422510 9 618 SH SHARED 618 D ACADIA PHARMACEUTICALS INC COM 00422510 11 786 SH SHARED 02 786 D ACADIA PHARMACEUTICALS INC COM 00422510 3207 213551 SH SHARED 04 213551 D ACADIA RLTY TR COM SH BEN INT 00423910 18 699 SH SHARED 699 D ACADIA RLTY TR COM SH BEN INT 00423910 2 92 SH SHARED 02 92 D ACADIA RLTY TR COM SH BEN INT 00423910 276 10600 SH SHARED 10 10600 D ACCENTIA BIOPHARMACEUTICALS COM 00430L10 1 383 SH SHARED 383 D ACCELRYS INC COM 00430U10 4 647 SH SHARED 647 D ACCESS INTEGRATED TECHNLGS I CL A 00432910 2 501 SH SHARED 501 D ACCESS NATL CORP COM 00433710 2 277 SH SHARED 277 D ACCESS NATL CORP COM 00433710 4 509 SH SHARED 02 509 D ACCREDITED HOME LENDRS HLDG COM 00437P10 746 80539 SH SHARED 80539 D ACCREDITED HOME LENDRS HLDG COM 00437P10 0 2 SH SHARED 01 2 D ACCREDITED HOME LENDRS HLDG COM 00437P10 562 60640 SH SHARED 02 60000 640 D ACCREDITED HOME LENDRS HLDG COM 00437P10 566 61058 SH SHARED 10 61058 D ACCURAY INC COM 00439710 1454 65400 SH SHARED 65400 D ACCURIDE CORP COM 00439810 891 61094 SH SHARED 61094 D ACCURIDE CORP COM 00439810 151 10400 SH SHARED 01 10400 D ACCURIDE CORP COM 00439810 2150 147300 SH SHARED 10 147300 D ACERGY S A SPONSORED ADR 00443E10 70 3300 SH SHARED 02 3300 D ACERGY S A SPONSORED ADR 00443E10 200 9400 SH SHARED 04 9400 D ACETO CORP COM 00444610 4 594 SH SHARED 594 D ACHILLION PHARMACEUTICALS IN COM 00448Q20 524 90338 SH SHARED 90338 D ACHILLION PHARMACEUTICALS IN COM 00448Q20 2110 363200 SH SHARED 04 363200 D ACME COMMUNICATION INC COM 00463110 1 303 SH SHARED 303 D ACME PACKET INC COM 00476410 485 32819 SH SHARED 32819 D ACME PACKET INC COM 00476410 6386 432100 SH SHARED 10 432100 D ACME UTD CORP COM 00481610 0 62 SH SHARED 62 D ACORDA THERAPEUTICS INC COM 00484M10 10 523 SH SHARED 523 D ACORDA THERAPEUTICS INC COM 00484M10 72 3730 SH SHARED 02 3730 D ACTIVISION INC NEW COM NEW 00493020 4554 240446 SH SHARED 240446 D ACTIVISION INC NEW COM NEW 00493020 1559 82323 SH SHARED 01 82323 D ACTIVISION INC NEW COM NEW 00493020 1551 81903 SH SHARED 02 79309 2594 D ACTIVISION INC NEW COM NEW 00493020 378 20000 SH SHARED 04 20000 D ACTIVISION INC NEW COM NEW 00493020 465 24600 SH SHARED 06 22600 2000 D ACTIVISION INC NEW COM NEW 00493020 8289 437686 SH SHARED 10 428420 9266 D ACTIVISION INC NEW COM NEW 00493020 78 4120 SH SHARED 21 4120 D ACTEL CORP COM 00493410 1109 67154 SH SHARED 67154 D ACTEL CORP COM 00493410 92 5600 SH SHARED 01 5600 D ACTEL CORP COM 00493410 1 77 SH SHARED 02 77 D ACTEL CORP COM 00493410 1609 97400 SH SHARED 10 97400 D ACTIVE POWER INC COM 00504W10 9 4923 SH SHARED 4923 D ACTIVIDENTITY CORP COM 00506P10 5 1124 SH SHARED 1124 D ACTIVIDENTITY CORP COM 00506P10 111 22000 SH SHARED 02 22000 D ACTIONS SEMICONDUCTOR CO LTD ADR 00507E10 184 25006 SH SHARED 25006 D ACTIONS SEMICONDUCTOR CO LTD ADR 00507E10 5 800 SH SHARED 01 800 D ACTUATE CORP COM 00508B10 15 3038 SH SHARED 3038 D ACTUANT CORP SDCV 2.000%11/1 00508XAB 185 138000 PRN SHARED 02 138000 D ACTUANT CORP CL A NEW 00508X20 6372 125410 SH SHARED 125410 D ACTUANT CORP CL A NEW 00508X20 370 7300 SH SHARED 10 3700 3600 D ACTUANT CORP CL A NEW 00508X20 1768 34800 SH SHARED 14 34800 D ACTUANT CORP CL A NEW 00508X20 55 1100 SH SHARED 21 1100 D ACUITY BRANDS INC COM 00508Y10 391 7184 SH SHARED 7184 D ACUITY BRANDS INC COM 00508Y10 5 100 SH SHARED 01 100 D ACUITY BRANDS INC COM 00508Y10 25 464 SH SHARED 02 464 D ACUITY BRANDS INC COM 00508Y10 16 300 SH SHARED 06 300 D ACUITY BRANDS INC COM 00508Y10 2400 44100 SH SHARED 10 18200 25900 D ACUITY BRANDS INC COM 00508Y10 84 1560 SH SHARED 23 1560 D ACUSPHERE INC COM 00511R87 1 625 SH SHARED 625 D ACXIOM CORP COM 00512510 1920 89766 SH SHARED 48066 41700 D ACXIOM CORP COM 00512510 1925 90000 SH SHARED 01 62200 27800 D ACXIOM CORP COM 00512510 1391 65068 SH SHARED 02 65068 D ACXIOM CORP COM 00512510 181 8500 SH SHARED 06 8500 D ACXIOM CORP COM 00512510 13257 619806 SH SHARED 10 16006 275600 328200 D ADA ES INC COM 00520810 1 138 SH SHARED 138 D ADAMS EXPRESS CO COM 00621210 6497 463411 SH SHARED 463411 D ADAMS EXPRESS CO COM 00621210 413 29489 SH SHR/OTHR 01 29489 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 131 3900 SH SHARED 3900 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 915 27237 SH SHARED 27237 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 1080 32115 SH SHARED 02 31820 295 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 6947 206600 SH SHARED 10 206600 D ADAMS RES & ENERGY INC COM NEW 00635130 1644 44853 SH SHARED 44853 D ADAPTEC INC NOTE 0.750%12/2 00651FAG 3572 4000000 PRN SHARED 4000000 D ADAPTEC INC COM 00651F10 16 4154 SH SHARED 4154 D ADAPTEC INC COM 00651F10 23 6100 SH SHARED 02 6100 D ADAPTEC INC COM 00651F10 80 20900 SH SHARED 10 20900 D ADEPT TECHNOLOGY INC COM NEW 00685420 1 167 SH SHARED 167 D ADESA INC COM 00686U10 13262 480017 SH SHARED 480017 D ADESA INC COM 00686U10 732 26500 SH SHARED 01 26500 D ADESA INC COM 00686U10 1656 59946 SH SHARED 02 59916 30 D ADESA INC COM 00686U10 23 836 SH SHR/OTHR 20 836 D ADEZA BIOMEDICAL CORP COM 00686410 14 600 SH SHARED 02 600 D ADMINISTAFF INC COM 00709410 3756 106720 SH SHARED 106720 D ADMINISTAFF INC COM 00709410 112 3200 SH SHARED 01 3200 D ADMINISTAFF INC COM 00709410 20 580 SH SHARED 02 70 510 D ADMINISTAFF INC COM 00709410 13161 373900 SH SHARED 10 286700 87200 D ADOBE SYS INC COM 00724F10 17258 413877 SH SHARED 413877 D ADOBE SYS INC COM 00724F10 3125 74962 SH SHARED 01 74962 D ADOBE SYS INC COM 00724F10 17972 430985 SH SHARED 02 417796 13189 D ADOBE SYS INC COM 00724F10 12238 293480 SH SHARED 04 290480 3000 D ADOBE SYS INC COM 00724F10 9 220 SH SHARED 05 220 D ADOBE SYS INC COM 00724F10 2721 65266 SH SHARED 06 59696 5570 D ADOBE SYS INC COM 00724F10 102596 2460359 SH SHARED 10 1486714 839875 133770 D ADOBE SYS INC COM 00724F10 784 18821 SH SHARED 14 18821 D ADOBE SYS INC COM 00724F10 362 8700 SH SHR/OTHR 21 8700 D ADOBE SYS INC COM 00724F10 166 4000 SH SHARED 22 4000 D ADOBE SYS INC COM 00724F10 63 1512 SH SHARED 24 1512 D ADOLOR CORP COM 00724X10 1473 168366 SH SHARED 168366 D ADOLOR CORP COM 00724X10 15 1758 SH SHARED 02 1758 D ADSTAR INC COM 00737P10 0 400 SH SHARED 400 D ADTRAN INC COM 00738A10 149 6153 SH SHARED 6153 D ADTRAN INC COM 00738A10 479 19700 SH SHARED 01 19700 D ADTRAN INC COM 00738A10 150 6200 SH SHARED 02 6200 D ADTRAN INC COM 00738A10 11478 471400 SH SHARED 10 460000 11400 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 393 25577 SH SHARED 25577 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 1069 69500 SH SHARED 10 69500 D ADVANCE AUTO PARTS INC COM 00751Y10 188 4900 SH SHARED 4900 D ADVANCE AUTO PARTS INC COM 00751Y10 67479 1750451 SH SHARED 1750451 D ADVANCE AUTO PARTS INC COM 00751Y10 1254 32550 SH SHARED 01 600 31950 D ADVANCE AUTO PARTS INC COM 00751Y10 3232 83854 SH SHARED 02 83854 D ADVANCE AUTO PARTS INC COM 00751Y10 143 3720 SH SHARED 06 2800 920 D ADVANCE AUTO PARTS INC COM 00751Y10 9770 253450 SH SHARED 10 252950 500 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 6 942 SH SHARED 942 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 9 1500 SH SHARED 01 1500 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 0 100 SH SHARED 02 100 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 83 12700 SH SHARED 04 12700 D ADVANCED MAGNETICS INC COM 00753P10 21 361 SH SHARED 361 D ADVANCED MAGNETICS INC COM 00753P10 96 1600 SH SHARED 01 1600 D ADVANCED MAGNETICS INC COM 00753P10 201 3350 SH SHARED 02 3350 D ADVANCED PHOTONIX INC CL A 00754E10 0 429 SH SHARED 429 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 1203 202012 SH SHARED 202012 D ADVOCAT INC COM 00758610 1 128 SH SHARED 128 D AEHR TEST SYSTEMS COM 00760J10 1 164 SH SHARED 164 D ADVANTAGE ENERGY INCOME FD TR UNIT 00762L10 94 9235 SH SHARED 9235 D ADVISORY BRD CO COM 00762W10 1324 26159 SH SHARED 26159 D ADVISORY BRD CO COM 00762W10 5 100 SH SHARED 01 100 D ADVISORY BRD CO COM 00762W10 151 3000 SH SHARED 02 3000 D ADVISORY BRD CO COM 00762W10 201 3971 SH SHARED 10 371 3600 D ADVANCED MEDICAL OPTICS INC NOTE 1.375% 7/0 00763MAJ 2 3000 PRN SHARED 02 3000 D ADVANCED MEDICAL OPTICS INC COM 00763M10 163 4400 SH SHARED 4400 D ADVANCED MEDICAL OPTICS INC COM 00763M10 3287 88368 SH SHARED 88368 D ADVANCED MEDICAL OPTICS INC COM 00763M10 838 22539 SH SHARED 01 22539 D ADVANCED MEDICAL OPTICS INC COM 00763M10 503 13523 SH SHARED 02 13523 D ADVANCED MEDICAL OPTICS INC COM 00763M10 8879 238700 SH SHARED 10 238700 D ADVENT CLAYMORE CV SECS & IN COM 00764C10 77 2763 SH SHARED 02 2763 D ADVANCIS PHARMACEUTICALS COR COM 00764L10 0 315 SH SHARED 315 D ADVENTRX PHARMACEUTICALS INC COM 00764X10 215 86313 SH SHARED 86313 D ADVENTRX PHARMACEUTICALS INC COM 00764X10 12 5000 SH SHARED 02 5000 D ADVENT CLAYMORE ENH GRW & IN COM 00765E10 109 5500 SH SHARED 02 5500 D ADVANCED LIFE SCIENCES HLDGS COM 00765H10 1 418 SH SHARED 418 D AEROFLEX INC COM 00776810 23 1814 SH SHARED 1814 D AEROFLEX INC COM 00776810 2 213 SH SHARED 02 213 D AEROFLEX INC COM 00776810 13633 1036800 SH SHARED 10 1036800 D AEROPOSTALE COM 00786510 205 5100 SH SHARED 5100 D AEROPOSTALE COM 00786510 2982 74136 SH SHARED 74136 D AEROPOSTALE COM 00786510 751 18675 SH SHARED 01 18675 D AEROPOSTALE COM 00786510 711 17680 SH SHARED 02 17200 480 D AEROPOSTALE COM 00786510 16224 403300 SH SHARED 10 291500 111800 D ADVANCED MICRO DEVICES INC COM 00790310 78391 6002428 SH SHARED 6002428 D ADVANCED MICRO DEVICES INC COM 00790310 1053 80650 SH SHARED 01 15400 65250 D ADVANCED MICRO DEVICES INC COM 00790310 25 1919 SH SHR/OTHR 01 1919 D ADVANCED MICRO DEVICES INC COM 00790310 9783 749150 SH SHARED 02 744850 4300 D ADVANCED MICRO DEVICES INC COM 00790310 3 261 SH SHARED 05 261 D ADVANCED MICRO DEVICES INC COM 00790310 674 51670 SH SHARED 06 47550 4120 D ADVANCED MICRO DEVICES INC COM 00790310 7400 566618 SH SHARED 10 551957 14661 D ADVANCED MICRO DEVICES INC COM 00790310 467 35800 SH SHARED 14 35800 D ADVANCED MICRO DEVICES INC COM 00790310 23 1800 SH SHR/OTHR 23 1800 D AEGON N V ORD AMER REG 00792410 60 3043 SH SHARED 23 3043 D ADVANTA CORP CL B 00794220 111 2533 SH SHARED 2533 D ADVANTA CORP CL B 00794220 578 13200 SH SHARED 01 12800 400 D ADVANTA CORP CL B 00794220 732 16700 SH SHARED 10 9600 7100 D ADVANCED ENVIRON RECYCLING T CL A 00794710 1 929 SH SHARED 929 D ADVANCED ENERGY INDS COM 00797310 7144 339554 SH SHARED 339554 D ADVANCED ENERGY INDS COM 00797310 2 104 SH SHARED 02 104 D ADVANCED ENERGY INDS COM 00797310 1136 54000 SH SHARED 10 19400 34600 D ADVENT SOFTWARE INC COM 00797410 68 1977 SH SHARED 1977 D ADVENT SOFTWARE INC COM 00797410 345 9900 SH SHARED 01 9900 D ADVENT SOFTWARE INC COM 00797410 246 7068 SH SHARED 02 6983 85 D ADVENT SOFTWARE INC COM 00797410 1630 46752 SH SHARED 10 16252 30500 D AETERNA ZENTARIS INC COM 00797520 1 300 SH SHARED 300 D AEROVIRONMENT INC COM 00807310 1992 87167 SH SHARED 87167 D AETRIUM INC COM 00817R10 0 251 SH SHARED 251 D 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02687410 128704 1914679 SH SHARED 02 1856368 58311 D AMERICAN INTL GROUP INC COM 02687410 189616 2820835 SH SHARED 04 2819550 1285 D AMERICAN INTL GROUP INC COM 02687410 57 859 SH SHARED 05 859 D AMERICAN INTL GROUP INC COM 02687410 19849 295289 SH SHARED 06 275360 19929 D AMERICAN INTL GROUP INC COM 02687410 226492 3369425 SH SHARED 10 2797750 571675 D AMERICAN INTL GROUP INC COM 02687410 2024 30124 SH SHR/OTHR 10 30124 D AMERICAN INTL GROUP INC COM 02687410 7767 115559 SH SHARED 14 20000 95559 D AMERICAN INTL GROUP INC COM 02687410 4134 61500 SH SHARED 15 61500 D AMERICAN INTL GROUP INC COM 02687410 6722 100000 SH SHARED 16 100000 D AMERICAN INTL GROUP INC COM 02687410 4703 69972 SH SHARED 18 69972 D AMERICAN INTL GROUP INC COM 02687410 322 4800 SH SHARED 19 4800 D AMERICAN INTL GROUP INC COM 02687410 10814 160883 SH SHARED 20 20714 140169 D AMERICAN INTL GROUP INC COM 02687410 4043 60152 SH SHR/OTHR 20 60152 D AMERICAN INTL GROUP INC COM 02687410 693 10318 SH SHARED 21 10318 D AMERICAN INTL GROUP INC COM 02687410 460 6850 SH SHR/OTHR 21 6850 D AMERICAN INTL GROUP INC COM 02687410 1386 20619 SH SHARED 22 13903 6716 D AMERICAN INTL GROUP INC COM 02687410 548 8164 SH SHR/OTHR 22 8164 D AMERICAN INTL GROUP INC COM 02687410 8136 121045 SH SHARED 23 119685 1360 D AMERICAN INTL GROUP INC COM 02687410 19804 294626 SH SHR/OTHR 23 294626 D AMERICAN LD LEASE INC COM 02711810 1939 77562 SH SHARED 77562 D AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA 2548 2007000 PRN SHARED 2007000 D AMERICAN MED SYS HLDGS INC COM 02744M10 49 2321 SH SHARED 2321 D AMERICAN MED SYS HLDGS INC COM 02744M10 12 606 SH SHARED 02 606 D AMERICAN MED SYS HLDGS INC COM 02744M10 1401 66200 SH SHARED 10 66200 D AMERICAN MED SYS HLDGS INC COM 02744M10 2117 100000 SH SHARED 15 100000 D AMERICAN MTG ACCEP CO SH BEN INT 02756810 1 205 SH SHARED 205 D AMERICAN NATL BANKSHARES INC COM 02774510 3 133 SH SHARED 133 D AMERICAN MED ALERT CORP COM 02790410 1 175 SH SHARED 175 D AMERICAN NATL INS CO COM 02859110 49 388 SH SHARED 388 D AMERICAN NATL INS CO COM 02859110 25 200 SH SHARED 01 200 D AMERICAN NATL INS CO COM 02859110 35 276 SH SHARED 02 276 D AMERICAN NATL INS CO COM 02859110 25 200 SH SHARED 06 200 D AMERICAN NATL INS CO COM 02859110 76 600 SH SHARED 10 600 D AMERICAN OIL & GAS INC NEW COM 02872310 3 684 SH SHARED 684 D AMERICAN ORIENTAL BIOENGR IN COM 02873110 2678 285200 SH SHARED 285200 D AMERICAN PAC CORP COM 02874010 1 168 SH SHARED 168 D AMERICAN PHYSICIANS CAPITAL COM 02888410 9 248 SH SHARED 248 D AMERICAN PHYSICIANS CAPITAL COM 02888410 133 3342 SH SHARED 02 3342 D AMERICAN RAILCAR INDS INC COM 02916P10 6 223 SH SHARED 223 D AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 02916910 18 153 SH SHARED 153 D AMERICAN RLTY INVS INC COM 02917410 24 3009 SH SHARED 3009 D AMERICAN REPROGRAPHICS CO COM 02926310 19 638 SH SHARED 638 D AMERICAN REPROGRAPHICS CO COM 02926310 120 3900 SH SHARED 01 3900 D AMERICAN REPROGRAPHICS CO COM 02926310 195 6347 SH SHARED 02 6347 D AMERICAN REPROGRAPHICS CO COM 02926310 2814 91400 SH SHARED 10 11400 80000 D AMERICAN RIVER BANKSHARES COM 02932610 3 140 SH SHARED 140 D AMERICAN SCIENCE & ENGR INC COM 02942910 564 10725 SH SHARED 10725 D AMERICAN SOFTWARE INC CL A 02968310 4 501 SH SHARED 501 D AMERICAN STD COS INC DEL COM 02971210 33851 638471 SH SHARED 638471 D AMERICAN STD COS INC DEL COM 02971210 1546 29164 SH SHARED 01 29164 D AMERICAN STD COS INC DEL COM 02971210 1963 37042 SH SHARED 02 37042 D AMERICAN STD COS INC DEL COM 02971210 2120 40000 SH SHARED 04 40000 D AMERICAN STD COS INC DEL COM 02971210 4 90 SH SHARED 05 90 D AMERICAN STD COS INC DEL COM 02971210 1094 20650 SH SHARED 06 19050 1600 D AMERICAN STD COS INC DEL COM 02971210 4825 91016 SH SHARED 10 89716 1300 D AMERICAN STD COS INC DEL COM 02971210 311 5870 SH SHR/OTHR 10 5870 D AMERICAN STD COS INC DEL COM 02971210 193 3648 SH SHARED 14 3648 D AMERICAN STD COS INC DEL COM 02971210 26 500 SH SHR/OTHR 23 500 D AMERICAN STS WTR CO COM 02989910 15 431 SH SHARED 431 D AMERICAN STS WTR CO COM 02989910 9 250 SH SHARED 01 250 D AMERICAN STS WTR CO COM 02989910 38 1051 SH SHARED 02 51 1000 D AMERICAN STS WTR CO COM 02989910 1437 39000 SH SHARED 05 39000 D AMERICAN STS WTR CO COM 02989910 335 9100 SH SHARED 10 9100 D AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF 5121 5142000 PRN SHARED 02 5142000 D AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK 3195 995000 PRN SHARED 02 995000 D AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR 9069 4592000 PRN SHARED 02 4592000 D AMERICAN TOWER CORP CL A 02991220 38444 987012 SH SHARED 958153 28859 D AMERICAN TOWER CORP CL A 02991220 517 13275 SH SHARED 01 13275 D AMERICAN TOWER CORP CL A 02991220 19035 488718 SH SHARED 02 468568 20150 D AMERICAN TOWER CORP CL A 02991220 8569 220000 SH SHARED 04 220000 D AMERICAN TOWER CORP CL A 02991220 732 18800 SH SHARED 05 18800 D AMERICAN TOWER CORP CL A 02991220 15138 388674 SH SHARED 06 168404 220270 D AMERICAN TOWER CORP CL A 02991220 34740 891930 SH SHARED 10 871830 20100 D 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CORP NOTE 1.750%11/1 03060RAM 9180 6955000 PRN SHARED 02 6955000 D AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP 13314 13504000 PRN SHARED 02 13504000 D AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR 14933 15207000 PRN SHARED 02 15207000 D AMERICREDIT CORP COM 03060R10 47223 2065750 SH SHARED 2065750 D AMERICREDIT CORP COM 03060R10 3071 134359 SH SHARED 01 56409 77950 D AMERICREDIT CORP COM 03060R10 355 15558 SH SHARED 02 15558 D AMERICREDIT CORP COM 03060R10 625 27350 SH SHARED 10 26650 700 D AMERICREDIT CORP COM 03060R10 86 3768 SH SHARED 14 3768 D AMERICREDIT CORP COM 03060R10 12 550 SH SHR/OTHR 21 550 D AMERICAS CAR MART INC COM 03062T10 3 235 SH SHARED 235 D AMERIGON INC COM 03070L30 5 443 SH SHARED 443 D AMERIGON INC COM 03070L30 85 6860 SH SHARED 02 6860 D AMERISTAR CASINOS INC COM 03070Q10 12740 396789 SH SHARED 396789 D AMERISTAR CASINOS INC COM 03070Q10 533 16600 SH SHARED 01 16600 D AMERISTAR CASINOS INC COM 03070Q10 44 1395 SH SHARED 10 1395 D AMERISAFE INC COM 03071H10 7 384 SH 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1672940 SH SHARED 10 1659940 13000 D AMERITYRE CORP COM 03073V10 2 482 SH SHARED 482 D AMERISERV FINL INC COM 03074A10 2 462 SH SHARED 462 D AMERISERV FINL INC COM 03074A10 9 2000 SH SHARED 10 2000 D AMERIPRISE FINL INC COM 03076C10 11853 207438 SH SHARED 206804 634 D AMERIPRISE FINL INC COM 03076C10 2236 39132 SH SHARED 01 39132 D AMERIPRISE FINL INC COM 03076C10 202 3540 SH SHR/OTHR 01 3540 D AMERIPRISE FINL INC COM 03076C10 4386 76771 SH SHARED 02 72273 4498 D AMERIPRISE FINL INC COM 03076C10 85 1500 SH SHARED 04 1500 D AMERIPRISE FINL INC COM 03076C10 6 120 SH SHARED 05 120 D AMERIPRISE FINL INC COM 03076C10 1424 24937 SH SHARED 06 22969 1968 D AMERIPRISE FINL INC COM 03076C10 14571 255010 SH SHARED 10 217649 37361 D AMERIPRISE FINL INC COM 03076C10 10 184 SH SHARED 19 184 D AMERIPRISE FINL INC COM 03076C10 23 412 SH SHARED 20 80 332 D AMERIPRISE FINL INC COM 03076C10 4 80 SH SHARED 21 80 D AMERIPRISE FINL INC COM 03076C10 6 112 SH SHR/OTHR 21 112 D AMERIPRISE FINL INC COM 03076C10 40 700 SH SHARED 22 700 D AMERIPRISE FINL INC COM 03076C10 11 200 SH SHR/OTHR 22 200 D AMERIPRISE FINL INC COM 03076C10 58 1027 SH SHARED 23 925 102 D AMERIPRISE FINL INC COM 03076C10 830 14536 SH SHR/OTHR 23 14536 D AMERIS BANCORP COM 03076K10 8 332 SH SHARED 332 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 26 817 SH SHARED 817 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 590 18075 SH SHARED 02 18075 D AMES NATL CORP COM 03100110 4 192 SH SHARED 192 D AMETEK INC NEW COM 03110010 446 12937 SH SHARED 12937 D AMETEK INC NEW COM 03110010 14324 414715 SH SHARED 01 181466 233249 D AMETEK INC NEW COM 03110010 2269 65705 SH SHR/OTHR 01 65705 D AMETEK INC NEW COM 03110010 442 12801 SH SHARED 02 11664 1137 D AMETEK INC NEW COM 03110010 10578 306255 SH SHARED 10 301260 4995 D AMETEK INC NEW COM 03110010 86 2500 SH SHR/OTHR 10 2500 D AMETEK INC NEW COM 03110010 1501 43464 SH SHARED 20 10585 32879 D AMETEK INC NEW COM 03110010 157 4550 SH SHR/OTHR 20 4550 D AMETEK INC NEW COM 03110010 132 3830 SH SHARED 21 3830 D AMETEK INC NEW COM 03110010 796 23056 SH SHARED 22 15760 7296 D AMETEK INC NEW COM 03110010 180 5212 SH SHR/OTHR 22 5212 D AMETEK INC NEW COM 03110010 3474 100601 SH SHARED 23 93939 6662 D AMETEK INC NEW COM 03110010 1730 50088 SH SHR/OTHR 23 50088 D AMGEN INC NOTE 3/0 031162AE 6 8000 PRN SHARED 23 8000 D AMGEN INC NOTE 3/0 031162AL 113 150000 PRN SHR/OTHR 01 150000 D AMGEN INC NOTE 0.125% 2/0 031162AN 38346 42000000 PRN SHARED 42000000 D AMGEN INC NOTE 0.125% 2/0 031162AN 2599 2847000 PRN SHARED 02 2847000 D AMGEN INC NOTE 0.375% 2/0 031162AQ 19800 22000000 PRN SHARED 22000000 D AMGEN INC NOTE 0.375% 2/0 031162AQ 5715 6350000 PRN SHARED 02 6350000 D AMGEN INC NOTE 0.375% 2/0 031162AQ 585 650000 PRN SHARED 06 650000 D AMGEN INC COM 03116210 131 2350 SH SHARED 2350 D AMGEN INC COM 03116210 241728 4325856 SH SHARED 4197381 128475 D AMGEN INC COM 03116210 14712 263279 SH SHARED 01 19248 244031 D AMGEN INC COM 03116210 1272 22778 SH SHR/OTHR 01 22778 D AMGEN INC COM 03116210 38027 680515 SH SHARED 02 609730 70785 D AMGEN INC COM 03116210 201297 3602320 SH SHARED 04 3589675 12645 D AMGEN INC COM 03116210 26 480 SH SHARED 05 480 D AMGEN INC COM 03116210 32706 585298 SH SHARED 06 281888 303410 D AMGEN INC COM 03116210 320409 5733880 SH SHARED 10 3214463 1749250 770167 D AMGEN INC COM 03116210 516 9240 SH SHR/OTHR 10 9240 D AMGEN INC COM 03116210 4615 82590 SH SHARED 14 27800 54790 D AMGEN INC COM 03116210 3073 55000 SH SHARED 16 55000 D AMGEN INC COM 03116210 9499 170000 SH SHARED 18 170000 D AMGEN INC COM 03116210 11 200 SH SHARED 19 200 D AMGEN INC COM 03116210 1916 34305 SH SHARED 20 7645 26660 D AMGEN INC COM 03116210 1246 22300 SH SHR/OTHR 20 22300 D AMGEN INC COM 03116210 511 9149 SH SHARED 21 9149 D AMGEN INC COM 03116210 24 430 SH SHR/OTHR 21 430 D AMGEN INC COM 03116210 454 8128 SH SHARED 22 2600 5528 D AMGEN INC COM 03116210 348 6230 SH SHR/OTHR 22 6230 D AMGEN INC COM 03116210 1505 26943 SH SHARED 23 21663 5280 D AMGEN INC COM 03116210 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03265410 6494 188303 SH SHARED 10 153103 35200 D ANALOG DEVICES INC COM 03265410 400 11600 SH SHARED 14 11600 D ANALOG DEVICES INC COM 03265410 14 425 SH SHARED 20 425 D ANALOG DEVICES INC COM 03265410 137 4000 SH SHR/OTHR 20 4000 D ANALOG DEVICES INC COM 03265410 68 2000 SH SHARED 23 2000 D ANALOG DEVICES INC COM 03265410 11 340 SH SHR/OTHR 23 340 D ANALOGIC CORP COM PAR $0.05 03265720 22 354 SH SHARED 354 D ANALOGIC CORP COM PAR $0.05 03265720 584 9300 SH SHARED 01 9300 D ANALOGIC CORP COM PAR $0.05 03265720 2 42 SH SHARED 02 42 D ANALOGIC CORP COM PAR $0.05 03265720 132 2100 SH SHARED 10 2100 D ANALYSTS INTL CORP COM 03268110 1 618 SH SHARED 618 D ANAREN INC COM 03274410 7 436 SH SHARED 436 D ANAREN INC COM 03274410 17 1000 SH SHARED 01 1000 D ANCHOR BANCORP WIS INC COM 03283910 14 498 SH SHARED 498 D ANCHOR BANCORP WIS INC COM 03283910 2 82 SH SHARED 02 82 D ANCHOR BANCORP WIS INC COM 03283910 292 10300 SH SHARED 10 10300 D ANDERSONS INC COM 03416410 218 4925 SH SHARED 4925 D ANDERSONS INC COM 03416410 97 2200 SH SHARED 10 2200 D ANDREW CORP NOTE 3.250% 8/1 034425AB 1882 1881000 PRN SHARED 1881000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 7860 7853000 PRN SHARED 02 7853000 D ANDREW CORP COM 03442510 10356 977929 SH SHARED 977929 D ANDREW CORP COM 03442510 1379 130229 SH SHARED 01 130229 D ANDREW CORP COM 03442510 349 32984 SH SHARED 02 16378 16606 D ANDREW CORP COM 03442510 717 67761 SH SHARED 10 14861 52900 D ANESIVA INC COM COM 03460L10 3 526 SH SHARED 526 D ANGEION CORP COM 03462H40 1 88 SH SHARED 88 D ANGELICA CORP COM 03466310 5 190 SH SHARED 190 D ANGELICA CORP COM 03466310 10 388 SH SHARED 02 388 D ANGIODYNAMICS INC COM 03475V10 8 495 SH SHARED 495 D ANGIODYNAMICS INC COM 03475V10 15 899 SH SHARED 02 899 D ANGLO AMERN PLC ADR 03485P10 17106 647471 SH SHARED 647471 D ANGLO AMERN PLC ADR 03485P10 475 18000 SH SHR/OTHR 01 18000 D ANGLO AMERN PLC ADR 03485P10 528 20000 SH SHARED 23 20000 D ANGLO AMERN PLC ADR 03485P10 792 30000 SH SHR/OTHR 23 30000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 259 47365 SH SHARED 47365 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 9 1718 SH SHARED 02 1412 306 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8597 192823 SH SHARED 192823 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 267 6000 SH SHR/OTHR 01 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8070 181000 SH SHARED 02 179126 1874 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 79 1780 SH SHARED 04 1780 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 4898 109857 SH SHARED 10 109857 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 214 4800 SH SHARED 23 4800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 312 7000 SH SHR/OTHR 23 7000 D ANHEUSER BUSCH COS INC COM 03522910 83945 1663595 SH SHARED 1552765 110830 D ANHEUSER BUSCH COS INC COM 03522910 7133 141371 SH SHARED 01 1200 140171 D ANHEUSER BUSCH COS INC COM 03522910 368 7300 SH SHR/OTHR 01 7300 D ANHEUSER BUSCH COS INC COM 03522910 34243 678636 SH SHARED 02 666587 12049 D ANHEUSER BUSCH COS INC COM 03522910 249 4938 SH SHARED 04 4938 D ANHEUSER BUSCH COS INC COM 03522910 18 370 SH SHARED 05 370 D ANHEUSER BUSCH COS INC COM 03522910 8053 159603 SH SHARED 06 152783 6820 D ANHEUSER BUSCH COS INC COM 03522910 96186 1906195 SH SHARED 10 370161 968600 567434 D ANHEUSER BUSCH COS INC COM 03522910 968 19200 SH SHR/OTHR 10 19200 D ANHEUSER BUSCH COS INC COM 03522910 1364 27047 SH SHARED 14 27047 D ANHEUSER BUSCH COS INC COM 03522910 1513 30000 SH SHARED 15 30000 D ANHEUSER BUSCH COS INC COM 03522910 40 800 SH SHARED 19 800 D ANHEUSER BUSCH COS INC COM 03522910 2347 46515 SH SHARED 20 8250 38265 D ANHEUSER BUSCH COS INC COM 03522910 968 19200 SH SHR/OTHR 20 19200 D ANHEUSER BUSCH COS INC COM 03522910 428 8500 SH SHARED 21 8500 D ANHEUSER BUSCH COS INC COM 03522910 186 3700 SH SHR/OTHR 21 3700 D ANHEUSER BUSCH COS INC COM 03522910 1767 35033 SH SHARED 23 35033 D ANHEUSER BUSCH COS INC COM 03522910 2928 58042 SH SHR/OTHR 23 58042 D ANIMAL HEALTH INTL INC COM 03525N10 1102 91202 SH SHARED 91202 D ANIMAL HEALTH INTL INC COM 03525N10 20 1700 SH SHARED 02 1700 D ANIKA THERAPEUTICS INC COM 03525510 2 242 SH SHARED 242 D ANIXTER INTL INC NOTE 7/0 035290AG 3084 3091000 PRN SHARED 02 3091000 D ANIXTER INTL INC COM 03529010 55 843 SH SHARED 843 D ANIXTER INTL INC COM 03529010 110 1677 SH SHARED 02 1677 D ANIXTER INTL INC COM 03529010 34677 525900 SH SHARED 10 520000 5900 D ANNALY CAP MGMT INC COM 03571040 32634 2108186 SH SHARED 2108186 D ANNALY CAP MGMT INC COM 03571040 164 10600 SH SHARED 01 10600 D ANNALY CAP MGMT INC COM 03571040 123 8000 SH SHR/OTHR 01 8000 D ANNALY CAP MGMT INC COM 03571040 4202 271449 SH SHARED 02 231164 40285 D ANNALY CAP MGMT INC COM 03571040 14360 927700 SH SHARED 10 927700 D ANNTAYLOR STORES CORP COM 03611510 70740 1824158 SH SHARED 1824158 D ANNTAYLOR STORES CORP COM 03611510 829 21400 SH SHARED 01 21400 D ANNTAYLOR STORES CORP COM 03611510 343 8853 SH SHARED 02 8058 795 D ANNTAYLOR STORES CORP COM 03611510 426 11000 SH SHARED 10 10600 400 D ANSOFT CORP COM 03638410 11 359 SH SHARED 359 D ANSOFT CORP COM 03638410 1139 36000 SH SHARED 10 36000 D ANSYS INC COM 03662Q10 43 860 SH SHARED 860 D ANSYS INC COM 03662Q10 91 1800 SH SHARED 01 1800 D ANSYS INC COM 03662Q10 5 111 SH SHARED 02 111 D ANSYS INC COM 03662Q10 203 4000 SH SHARED 10 4000 D ANSWERS CORP COM 03662X10 2 179 SH SHARED 179 D ANSWERS CORP COM 03662X10 54 4200 SH SHARED 02 4200 D ANTARES PHARMA INC COM 03664210 1 1040 SH SHARED 1040 D ANSWERTHINK INC COM 03691610 3 1204 SH SHARED 1204 D ANTHRACITE CAP INC COM 03702310 760 63361 SH SHARED 63361 D ANTHRACITE CAP INC COM 03702310 22 1900 SH SHARED 01 1900 D ANTHRACITE CAP INC COM 03702310 1796 149700 SH SHARED 10 149700 D ANTIGENICS INC DEL NOTE 5.250% 2/0 037032AC 818 1263000 PRN SHARED 1263000 D ANTIGENICS INC DEL COM 03703210 2161 969502 SH SHARED 969502 D ANTIGENICS INC DEL COM 03703210 2 1281 SH SHARED 02 1281 D ANWORTH MORTGAGE ASSET CP COM 03734710 1399 143283 SH SHARED 143283 D ANWORTH MORTGAGE ASSET CP COM 03734710 297 30500 SH SHARED 01 30500 D ANWORTH MORTGAGE ASSET CP COM 03734710 7787 797100 SH SHARED 10 763300 33800 D AON CORP DBCV 3.500%11/1 037389AT 9295 5246000 PRN SHARED 02 5246000 D AON CORP COM 03738910 9522 250848 SH SHARED 250848 D AON CORP COM 03738910 1188 31307 SH SHARED 01 31307 D AON CORP COM 03738910 1231 32439 SH SHARED 02 32026 413 D AON CORP COM 03738910 7 190 SH SHARED 05 190 D AON CORP COM 03738910 1202 31672 SH SHARED 06 29142 2530 D AON CORP COM 03738910 8034 211670 SH SHARED 10 207070 4600 D AON CORP COM 03738910 94 2500 SH SHARED 21 2500 D APACHE CORP COM 03741110 184005 2602627 SH SHARED 2578585 24042 D APACHE CORP COM 03741110 14420 203974 SH SHARED 01 119487 84487 D APACHE CORP COM 03741110 619 8766 SH SHR/OTHR 01 8766 D APACHE CORP COM 03741110 17304 244761 SH SHARED 02 238655 6106 D APACHE CORP COM 03741110 5431 76823 SH SHARED 04 54335 22488 D APACHE CORP COM 03741110 12 170 SH SHARED 05 170 D APACHE CORP COM 03741110 10385 146890 SH SHARED 06 143570 3320 D APACHE CORP COM 03741110 288909 4086411 SH SHARED 10 4060483 25928 D APACHE CORP COM 03741110 124 1764 SH SHARED 18 1764 D APACHE CORP COM 03741110 11633 164552 SH SHARED 19 164552 D APACHE CORP COM 03741110 1293 18290 SH SHARED 20 2010 16280 D APACHE CORP COM 03741110 458 6480 SH SHARED 21 6480 D APACHE CORP COM 03741110 98 1400 SH SHR/OTHR 21 1400 D APACHE CORP COM 03741110 371 5250 SH SHARED 22 2150 3100 D APACHE CORP COM 03741110 102 1450 SH SHR/OTHR 22 1450 D APACHE CORP COM 03741110 1397 19765 SH SHARED 23 19465 300 D APACHE CORP COM 03741110 2367 33480 SH SHR/OTHR 23 33480 D APACHE CORP COM 03741110 730 10330 SH SHARED 24 10330 D APARTMENT INVT & MGMT CO CL A 03748R10 9394 162845 SH SHARED 162845 D APARTMENT INVT & MGMT CO CL A 03748R10 1009 17500 SH SHARED 01 17500 D APARTMENT INVT & MGMT CO CL A 03748R10 940 16311 SH SHARED 02 14831 1480 D APARTMENT INVT & MGMT CO CL A 03748R10 1586 27500 SH SHARED 04 27500 D APARTMENT INVT & MGMT CO CL A 03748R10 4975 86248 SH SHARED 10 61648 24600 D APARTMENT INVT & MGMT CO CL A 03748R10 408564 7082064 SH SHARED 11 2761958 4320106 D APARTMENT INVT & MGMT CO CL A 03748R10 64 1122 SH SHARED 14 1122 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 5 56 SH SHARED 56 D APOGEE ENTERPRISES INC COM 03759810 14 721 SH SHARED 721 D APOGEE ENTERPRISES INC COM 03759810 1 83 SH SHARED 02 83 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1583 2002000 PRN SHARED 02 2000000 2000 D APOLLO GROUP INC CL A 03760410 12203 277982 SH SHARED 277982 D APOLLO GROUP INC CL A 03760410 942 21466 SH SHARED 01 925 20541 D APOLLO GROUP INC CL A 03760410 11545 262985 SH SHARED 02 258912 4073 D APOLLO GROUP INC CL A 03760410 658 15000 SH SHARED 04 15000 D APOLLO GROUP INC CL A 03760410 4 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 693 15800 SH SHARED 06 14450 1350 D APOLLO GROUP INC CL A 03760410 5074 115598 SH SHARED 10 111598 4000 D APOLLO GROUP INC CL A 03760410 35 813 SH SHARED 14 813 D APOLLO GROUP INC CL A 03760410 340 7767 SH SHARED 18 7767 D APOLLO GROUP INC CL A 03760410 1 25 SH SHR/OTHR 21 25 D APOLLO INVT CORP COM 03761U10 2636 123203 SH SHARED 123203 D APOLLO INVT CORP COM 03761U10 158 7424 SH SHARED 01 7424 D APOLLO INVT CORP COM 03761U10 109 5121 SH SHARED 02 5121 D APOLLO INVT CORP COM 03761U10 43962 2054340 SH SHARED 10 1719600 334740 D APPALACHIAN BANCSHARES INC COM 03767510 2 119 SH SHARED 119 D APPLE INC COM 03783310 1625 17500 SH SHARED 17500 D APPLE INC COM 03783310 242460 2609624 SH SHARED 2603534 6090 D APPLE INC COM 03783310 24935 268378 SH SHARED 01 67359 201019 D APPLE INC COM 03783310 1266 13635 SH SHR/OTHR 01 13635 D APPLE INC COM 03783310 74875 805891 SH SHARED 02 770323 35568 D APPLE INC COM 03783310 64210 691100 SH SHARED 04 689600 1500 D APPLE INC COM 03783310 31 340 SH SHARED 05 340 D APPLE INC COM 03783310 8591 92469 SH SHARED 06 84969 7500 D APPLE INC COM 03783310 188746 2031503 SH SHARED 10 1144958 751935 134610 D APPLE INC COM 03783310 130 1400 SH SHR/OTHR 10 1400 D APPLE INC COM 03783310 1997 21501 SH SHARED 14 3100 18401 D APPLE INC COM 03783310 2620 28200 SH SHARED 15 28200 D APPLE INC COM 03783310 37 400 SH SHARED 19 400 D APPLE INC COM 03783310 1994 21470 SH SHARED 20 6870 14600 D APPLE INC COM 03783310 497 5350 SH SHR/OTHR 20 5350 D APPLE INC COM 03783310 167 1800 SH SHARED 21 1800 D APPLE INC COM 03783310 255 2750 SH SHR/OTHR 21 2750 D APPLE INC COM 03783310 1028 11070 SH SHARED 22 9535 1535 D APPLE INC COM 03783310 120 1300 SH SHR/OTHR 22 1300 D APPLE INC COM 03783310 2758 29690 SH SHARED 23 26940 2750 D APPLE INC COM 03783310 2225 23950 SH SHR/OTHR 23 23950 D APPLE INC COM 03783310 634 6825 SH SHARED 24 6825 D APPLEBEES INTL INC COM 03789910 30782 1242245 SH SHARED 1242245 D APPLEBEES INTL INC COM 03789910 636 25687 SH SHARED 01 25687 D APPLEBEES INTL INC COM 03789910 253 10213 SH SHARED 02 10213 D APPLEBEES INTL INC COM 03789910 2577 104000 SH SHARED 06 104000 D APPLIED INNOVATION INC COM 03791610 0 236 SH SHARED 236 D APPLIED INNOVATION INC COM 03791610 0 215 SH SHARED 02 215 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 16425 15000000 PRN SHARED 02 15000000 D APRIA HEALTHCARE GROUP INC COM 03793310 1806 56018 SH SHARED 56018 D APRIA HEALTHCARE GROUP INC COM 03793310 2112 65500 SH SHARED 01 40000 25500 D APRIA HEALTHCARE GROUP INC COM 03793310 1290 40000 SH SHR/OTHR 01 40000 D APRIA HEALTHCARE GROUP INC COM 03793310 171 5321 SH SHARED 02 5321 D APRIA HEALTHCARE GROUP INC COM 03793310 9671 299900 SH SHARED 10 23100 276800 D APPLERA CORP COM AP BIO GRP 03802010 15345 518947 SH SHARED 491947 27000 D APPLERA CORP COM AP BIO GRP 03802010 948 32091 SH SHARED 01 32091 D APPLERA CORP COM AP BIO GRP 03802010 3010 101803 SH SHARED 02 101303 500 D APPLERA CORP COM AP BIO GRP 03802010 1575 53270 SH SHARED 06 50900 2370 D APPLERA CORP COM AP BIO GRP 03802010 34267 1158864 SH SHARED 10 117464 679600 361800 D APPLERA CORP COM AP BIO GRP 03802010 79 2700 SH SHARED 14 2700 D APPLERA CORP COM CELERA GRP 03802020 28 1972 SH SHARED 1972 D APPLERA CORP COM CELERA GRP 03802020 71 5004 SH SHARED 01 5004 D APPLERA CORP COM CELERA GRP 03802020 445 31400 SH SHARED 10 31400 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 2 1664 SH SHARED 1664 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 0 350 SH SHARED 02 350 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 321 13094 SH SHARED 13094 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 2 108 SH SHARED 02 108 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 225 9200 SH SHARED 10 1500 7700 D APPLIED MICRO CIRCUITS CORP COM 03822W10 24674 6760232 SH SHARED 6760232 D APPLIED MICRO CIRCUITS CORP COM 03822W10 1265 346600 SH SHARED 10 279700 66900 D APPLIED MATLS INC COM 03822210 154721 8445472 SH SHARED 7205072 1240400 D APPLIED MATLS INC COM 03822210 6061 330851 SH SHARED 01 26960 303891 D APPLIED MATLS INC COM 03822210 1229 67132 SH SHR/OTHR 01 67132 D APPLIED MATLS INC COM 03822210 11648 635830 SH SHARED 02 602920 32910 D APPLIED MATLS INC COM 03822210 2381 130000 SH SHARED 04 130000 D APPLIED MATLS INC COM 03822210 14 800 SH SHARED 05 800 D APPLIED MATLS INC COM 03822210 4485 244820 SH SHARED 06 229830 14990 D APPLIED MATLS INC COM 03822210 81465 4446811 SH SHARED 10 3791990 654821 D APPLIED MATLS INC COM 03822210 212 11600 SH SHR/OTHR 10 11600 D APPLIED MATLS INC COM 03822210 3351 182964 SH SHARED 14 182964 D APPLIED MATLS INC COM 03822210 4213 230000 SH SHARED 15 230000 D APPLIED MATLS INC COM 03822210 99 5450 SH SHARED 19 5450 D APPLIED MATLS INC COM 03822210 677 36985 SH SHARED 20 4985 32000 D APPLIED MATLS INC COM 03822210 578 31600 SH SHR/OTHR 20 31600 D APPLIED MATLS INC COM 03822210 405 22128 SH SHARED 21 22128 D APPLIED MATLS INC COM 03822210 237 12980 SH SHARED 22 7700 5280 D APPLIED MATLS INC COM 03822210 2057 112300 SH SHARED 23 110300 2000 D APPLIED MATLS INC COM 03822210 750 40955 SH SHR/OTHR 23 40955 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 5 293 SH SHARED 293 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 0 37 SH SHARED 02 37 D APPLIX INC COM 03831610 4 338 SH SHARED 338 D APTARGROUP INC COM 03833610 52 790 SH SHARED 790 D APTARGROUP INC COM 03833610 6 101 SH SHARED 02 101 D APTARGROUP INC COM 03833610 983 14700 SH SHARED 10 5600 9100 D AQUA AMERICA INC COM 03836W10 23202 1033524 SH SHARED 1033524 D AQUA AMERICA INC COM 03836W10 959 42756 SH SHARED 01 42756 D AQUA AMERICA INC COM 03836W10 3487 155365 SH SHARED 02 85650 69715 D AQUA AMERICA INC COM 03836W10 12347 550000 SH SHARED 04 550000 D AQUA AMERICA INC COM 03836W10 13470 600000 SH SHARED 05 600000 D AQUA AMERICA INC COM 03836W10 85 3800 SH SHARED 06 3000 800 D AQUA AMERICA INC COM 03836W10 372 16600 SH SHARED 10 7600 9000 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 9981 4500000 PRN SHARED 02 4500000 D AQUANTIVE INC COM 03839G10 48 1736 SH SHARED 1736 D AQUANTIVE INC COM 03839G10 189 6800 SH SHARED 01 6800 D AQUANTIVE INC COM 03839G10 8 305 SH SHARED 02 305 D AQUANTIVE INC COM 03839G10 19500 698700 SH SHARED 04 698700 D AQUANTIVE INC COM 03839G10 10489 375829 SH SHARED 10 298329 77500 D AQUILA INC COM 03840P10 7332 1754155 SH SHARED 1754155 D AQUILA INC COM 03840P10 465 111400 SH SHARED 01 111400 D AQUILA INC COM 03840P10 219 52519 SH SHARED 02 41869 10650 D AQUILA INC COM 03840P10 452 108300 SH SHARED 10 108300 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 178 3400 SH SHARED 3400 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 642 12250 SH SHARED 12250 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 6979 133012 SH SHARED 01 133012 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 10 200 SH SHARED 02 200 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 55020 1048600 SH SHARED 04 1048600 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 2361 45000 SH SHARED 06 19000 26000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 13689 260900 SH SHARED 10 260900 D ARBINET THEXCHANGE INC COM 03875P10 635 100558 SH SHARED 100558 D ARBITRON INC COM 03875Q10 222 4729 SH SHARED 4729 D ARBITRON INC COM 03875Q10 44 939 SH SHARED 01 939 D ARBITRON INC COM 03875Q10 170 3629 SH SHARED 02 85 3544 D ARBITRON INC COM 03875Q10 835 17800 SH SHARED 10 1000 16800 D ARBOR RLTY TR INC COM 03892310 88 2900 SH SHARED 2900 D ARCADIA RES INC COM 03920910 2 1505 SH SHARED 1505 D ARCADIA RES INC COM 03920910 12 6212 SH SHARED 02 6212 D ARCELOR MITTAL NY REG SH CL A 03937E10 441 8344 SH SHARED 8344 D ARCELOR MITTAL NY REG SH CL A 03937E10 1 35 SH SHARED 01 35 D ARCELOR MITTAL NY REG SH CL A 03937E10 1327 25100 SH SHARED 02 25100 D ARCH CHEMICALS INC COM 03937R10 19 614 SH SHARED 614 D ARCH CHEMICALS INC COM 03937R10 46 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 128 4130 SH SHARED 02 4130 D ARCH CHEMICALS INC COM 03937R10 299 9600 SH SHARED 10 400 9200 D ARCH COAL INC COM 03938010 15681 510980 SH SHARED 459730 51250 D ARCH COAL INC COM 03938010 1292 42100 SH SHARED 01 42100 D ARCH COAL INC COM 03938010 702 22875 SH SHARED 02 21925 950 D ARCH COAL INC COM 03938010 93 3050 SH SHARED 04 3050 D ARCH COAL INC COM 03938010 8599 280200 SH SHARED 06 119200 161000 D ARCH COAL INC COM 03938010 5505 179400 SH SHARED 10 177500 1900 D ARCH COAL INC COM 03938010 239 7800 SH SHARED 14 7800 D ARCH COAL INC COM 03938010 540 17600 SH SHARED 24 17600 D ARCHER DANIELS MIDLAND CO COM 03948310 348 9500 SH SHARED 9500 D ARCHER DANIELS MIDLAND CO COM 03948310 254083 6923246 SH SHARED 6860364 62882 D ARCHER DANIELS MIDLAND CO COM 03948310 9802 267103 SH SHARED 01 168070 99033 D ARCHER DANIELS MIDLAND CO COM 03948310 334 9106 SH SHR/OTHR 01 9106 D ARCHER DANIELS MIDLAND CO COM 03948310 9679 263742 SH SHARED 02 223412 40330 D ARCHER DANIELS MIDLAND CO COM 03948310 40992 1116955 SH SHARED 04 1093265 23690 D ARCHER DANIELS MIDLAND CO COM 03948310 29370 800294 SH SHARED 05 800294 D ARCHER DANIELS MIDLAND CO COM 03948310 26301 716666 SH SHARED 06 500336 216330 D ARCHER DANIELS MIDLAND CO COM 03948310 34931 951810 SH SHARED 10 823860 127950 D ARCHER DANIELS MIDLAND CO COM 03948310 939 25600 SH SHARED 14 25600 D ARCHER DANIELS MIDLAND CO COM 03948310 91 2500 SH SHARED 15 2500 D ARCHER DANIELS MIDLAND CO COM 03948310 7123 194110 SH SHARED 19 194110 D ARCHER DANIELS MIDLAND CO COM 03948310 18 500 SH SHARED 23 500 D ARCHER DANIELS MIDLAND CO COM 03948310 270 7358 SH SHR/OTHR 23 7358 D ARCHER DANIELS MIDLAND CO COM 03948310 106 2900 SH SHARED 24 2900 D ARCHSTONE SMITH TR COM 03958310 23276 428816 SH SHARED 428816 D ARCHSTONE SMITH TR COM 03958310 1548 28522 SH SHARED 01 28522 D ARCHSTONE SMITH TR COM 03958310 2563 47222 SH SHARED 02 41835 5387 D ARCHSTONE SMITH TR COM 03958310 542 10000 SH SHARED 04 10000 D ARCHSTONE SMITH TR COM 03958310 7 130 SH SHARED 05 130 D ARCHSTONE SMITH TR COM 03958310 217 4000 SH SHARED 06 4000 D ARCHSTONE SMITH TR COM 03958310 18276 336700 SH SHARED 10 126900 128000 81800 D ARCHSTONE SMITH TR COM 03958310 657428 12111798 SH SHARED 11 6446427 5665371 D ARCHSTONE SMITH TR COM 03958310 67 1250 SH SHR/OTHR 20 1250 D ARCHSTONE SMITH TR COM 03958310 70 1300 SH SHR/OTHR 23 1300 D ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC 10420 10000000 PRN SHARED 10000000 D ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC 663 637000 PRN SHARED 02 637000 D ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC 625 600000 PRN SHARED 06 600000 D ARCTIC CAT INC COM 03967010 5483 281359 SH SHARED 281359 D ARCTIC CAT INC COM 03967010 40 2100 SH SHARED 01 2100 D ARCTIC CAT INC COM 03967010 0 37 SH SHARED 02 37 D ARDEN GROUP INC CL A 03976210 3 29 SH SHARED 29 D ARENA PHARMACEUTICALS INC COM 04004710 16 1546 SH SHARED 1546 D ARENA PHARMACEUTICALS INC COM 04004710 13 1211 SH SHARED 02 1211 D ARENA PHARMACEUTICALS INC COM 04004710 9185 845800 SH SHARED 04 845800 D ARENA PHARMACEUTICALS INC COM 04004710 22 2076 SH SHARED 06 2076 D ARENA PHARMACEUTICALS INC COM 04004710 1375 126700 SH SHARED 10 119000 7700 D ARENA PHARMACEUTICALS INC COM 04004710 27 2500 SH SHARED 14 2500 D ARENA RESOURCES INC COM 04004910 8292 165443 SH SHARED 165443 D ARENA RESOURCES INC COM 04004910 8420 168000 SH SHARED 10 168000 D ARENA RESOURCES INC COM 04004910 75 1500 SH SHARED 21 1500 D ARES CAP CORP COM 04010L10 32482 1787697 SH SHARED 1787697 D ARES CAP CORP COM 04010L10 849 46763 SH SHARED 10 24263 22500 D ARGON ST INC COM 04014910 5593 211409 SH SHARED 211409 D ARGON ST INC COM 04014910 106 4023 SH SHARED 02 4023 D ARGON ST INC COM 04014910 5286 199800 SH SHARED 10 199800 D ARGONAUT GROUP INC COM 04015710 25 798 SH SHARED 798 D ARGONAUT GROUP INC COM 04015710 783 24200 SH SHARED 01 21800 2400 D ARGONAUT GROUP INC COM 04015710 14 460 SH SHARED 02 460 D ARGONAUT GROUP INC COM 04015710 10986 339499 SH SHARED 10 291999 47500 D ARIAD PHARMACEUTICALS INC COM 04033A10 161 36070 SH SHARED 36070 D ARIAD PHARMACEUTICALS INC COM 04033A10 7 1729 SH SHARED 02 1729 D ARIBA INC COM NEW 04033V20 8654 920727 SH SHARED 920727 D ARIBA INC COM NEW 04033V20 58 6200 SH SHARED 01 6200 D ARIBA INC COM NEW 04033V20 1 141 SH SHARED 02 141 D ARIBA INC COM NEW 04033V20 385 41000 SH SHARED 04 41000 D ARK RESTAURANTS CORP COM 04071210 1 45 SH SHARED 45 D ARKANSAS BEST CORP DEL COM 04079010 47103 1324980 SH SHARED 1324980 D ARKANSAS BEST CORP DEL COM 04079010 785 22100 SH SHARED 01 22100 D ARKANSAS BEST CORP DEL COM 04079010 14 402 SH SHARED 02 402 D ARKANSAS BEST CORP DEL COM 04079010 489 13756 SH SHARED 10 7556 6200 D ARM HLDGS PLC SPONSORED ADR 04206810 785 100000 SH SHARED 100000 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC 21829 15615000 PRN SHARED 15615000 D ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC 1516 1085000 PRN SHARED 02 1085000 D ARMOR HOLDINGS INC COM 04226010 24852 369117 SH SHARED 369117 D ARMOR HOLDINGS INC COM 04226010 26 393 SH SHARED 02 393 D ARMOR HOLDINGS INC COM 04226010 875 13000 SH SHARED 04 13000 D ARMOR HOLDINGS INC COM 04226010 20 300 SH SHARED 06 300 D ARMOR HOLDINGS INC COM 04226010 13984 207700 SH SHARED 10 207700 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 37 733 SH SHARED 733 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 22312 438794 SH SHARED 02 438794 D AROTECH CORP COM NEW 04268220 0 265 SH SHARED 265 D AROTECH CORP COM NEW 04268220 1 362 SH SHARED 02 362 D ARQULE INC COM 04269E10 501 67179 SH SHARED 67179 D ARQULE INC COM 04269E10 17 2314 SH SHARED 02 2314 D ARRIS GROUP INC COM 04269Q10 2966 210709 SH SHARED 210709 D ARRIS GROUP INC COM 04269Q10 936 66500 SH SHARED 01 55700 10800 D ARRIS GROUP INC COM 04269Q10 434 30890 SH SHARED 02 26390 4500 D ARRIS GROUP INC COM 04269Q10 22635 1607665 SH SHARED 10 1607665 D ARRIS GROUP INC COM 04269Q10 39 2800 SH SHARED 21 2800 D ARRAY BIOPHARMA INC COM 04269X10 12 1000 SH SHARED 1000 D ARRAY BIOPHARMA INC COM 04269X10 8 701 SH SHARED 02 701 D ARRAY BIOPHARMA INC COM 04269X10 673 53000 SH SHARED 04 53000 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 1 58 SH SHARED 58 D ARROW ELECTRS INC COM 04273510 517 13708 SH SHARED 13708 D ARROW ELECTRS INC COM 04273510 2204 58400 SH SHARED 01 21700 36700 D ARROW ELECTRS INC COM 04273510 557 14779 SH SHARED 02 14779 D ARROW ELECTRS INC COM 04273510 167 4450 SH SHARED 06 3750 700 D ARROW ELECTRS INC COM 04273510 1041 27600 SH SHARED 10 27400 200 D ARROW ELECTRS INC COM 04273510 316 8392 SH SHARED 14 8392 D ARROW FINL CORP COM 04274410 5 224 SH SHARED 224 D ARROW INTL INC COM 04276410 18 583 SH SHARED 583 D ARROWHEAD RESH CORP COM 04279710 3 770 SH SHARED 770 D ART TECHNOLOGY GROUP INC COM 04289L10 185 80154 SH SHARED 80154 D ARTES MEDICAL INC COM 04301Q10 0 115 SH SHARED 115 D ARTESIAN RESOURCES CORP CL A 04311320 2 137 SH SHARED 137 D ARTHROCARE CORP COM 04313610 70 1963 SH SHARED 1963 D ARTHROCARE CORP COM 04313610 418 11600 SH SHARED 01 11600 D ARTHROCARE CORP COM 04313610 59 1653 SH SHARED 02 78 1575 D ARTHROCARE CORP COM 04313610 3629 100700 SH SHARED 10 97100 3600 D ARVINMERITOR INC COM 04335310 6226 341177 SH SHARED 341177 D ARVINMERITOR INC COM 04335310 478 26200 SH SHARED 01 26200 D ARVINMERITOR INC COM 04335310 162 8884 SH SHARED 02 8884 D ARVINMERITOR INC COM 04335310 6767 370800 SH SHARED 10 75500 295300 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 19 681 SH SHARED 681 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 138 4900 SH SHARED 01 4900 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 8 289 SH SHARED 02 289 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 3661 129600 SH SHARED 10 129600 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 5177 433610 SH SHARED 433610 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 15559 1303100 SH SHARED 10 1205000 98100 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 34431 2883750 SH SHARED 11 2883750 D ASHLAND INC NEW COM 04420910 24311 370605 SH SHARED 370605 D ASHLAND INC NEW COM 04420910 918 14000 SH SHARED 01 6900 7100 D ASHLAND INC NEW COM 04420910 762 11628 SH SHARED 02 8078 3550 D ASHLAND INC NEW COM 04420910 1058 16138 SH SHARED 04 15500 638 D ASHLAND INC NEW COM 04420910 1118 17050 SH SHARED 06 5050 12000 D ASHLAND INC NEW COM 04420910 12127 184864 SH SHARED 10 163564 21300 D ASHLAND INC NEW COM 04420910 868 13236 SH SHARED 14 13236 D ASIA PAC FD INC COM 04490110 1 85 SH SHARED 85 D ASIA PAC FD INC COM 04490110 318 15000 SH SHR/OTHR 23 15000 D ASHWORTH INC COM 04516H10 2134 281932 SH SHARED 281932 D ASHWORTH INC COM 04516H10 0 43 SH SHARED 02 43 D ASIAINFO HLDGS INC COM 04518A10 216 31467 SH SHARED 31467 D ASIAINFO HLDGS INC COM 04518A10 11 1714 SH SHARED 02 1714 D ASPECT MED SYS INC COM 04523510 1052 67512 SH SHARED 67512 D ASPECT MED SYS INC COM 04523510 55 3532 SH SHARED 10 3532 D ASPEN TECHNOLOGY INC COM 04532710 898 69148 SH SHARED 69148 D ASPEN TECHNOLOGY INC COM 04532710 143 11000 SH SHARED 01 11000 D ASPEN TECHNOLOGY INC COM 04532710 3737 287500 SH SHARED 10 287500 D ASPREVA PHARMACEUTICALS CORP COM 04538T10 21 976 SH SHARED 02 976 D ASSET ACCEP CAP CORP COM 04543P10 5 357 SH SHARED 357 D ASSET ACCEP CAP CORP COM 04543P10 4 300 SH SHARED 01 300 D ASSET ACCEP CAP CORP COM 04543P10 22 1470 SH SHARED 02 1470 D ASSET ACCEP CAP CORP COM 04543P10 169 10977 SH SHARED 10 1677 9300 D ASSET ACCEP CAP CORP COM 04543P10 18 1200 SH SHARED 21 1200 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 15466 1310686 SH SHARED 1310686 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 38 3231 SH SHARED 02 3231 D ASSOCIATED BANC CORP COM 04548710 1048 31213 SH SHARED 21946 9267 D ASSOCIATED BANC CORP COM 04548710 1273 37907 SH SHARED 01 37907 D ASSOCIATED BANC CORP COM 04548710 525 15651 SH SHARED 02 14851 800 D ASSOCIATED BANC CORP COM 04548710 128 3810 SH SHARED 06 2700 1110 D ASSOCIATED BANC CORP COM 04548710 173 5152 SH SHARED 10 4752 400 D ASSOCIATED ESTATES RLTY CORP COM 04560410 5 368 SH SHARED 368 D ASSOCIATED ESTATES RLTY CORP COM 04560410 13 969 SH SHARED 02 969 D ASSURANT INC COM 04621X10 2825 52683 SH SHARED 52683 D ASSURANT INC COM 04621X10 101 1900 SH SHARED 01 1900 D ASSURANT INC COM 04621X10 235 4394 SH SHARED 02 2358 2036 D ASSURANT INC COM 04621X10 6457 120400 SH SHARED 10 93700 26700 D ASTA FDG INC COM 04622010 201 4667 SH SHARED 4667 D ASTA FDG INC COM 04622010 166 3850 SH SHARED 02 3850 D ASTA FDG INC COM 04622010 20696 479300 SH SHARED 10 479300 D ASTEC INDS INC COM 04622410 201 5013 SH SHARED 5013 D ASTEC INDS INC COM 04622410 233 5800 SH SHARED 01 5800 D ASTEC INDS INC COM 04622410 2 56 SH SHARED 02 56 D ASTEC INDS INC COM 04622410 289 7200 SH SHARED 10 7200 D ASTORIA FINL CORP COM 04626510 1489 56010 SH SHARED 48333 7677 D ASTORIA FINL CORP COM 04626510 920 34630 SH SHARED 01 1380 33250 D ASTORIA FINL CORP COM 04626510 342 12877 SH SHARED 02 9812 3065 D ASTORIA FINL CORP COM 04626510 365 13750 SH SHARED 10 13750 D ASTRAZENECA PLC SPONSORED ADR 04635310 73660 1372979 SH SHARED 1372979 D ASTRAZENECA PLC SPONSORED ADR 04635310 21 400 SH SHARED 01 400 D ASTRAZENECA PLC SPONSORED ADR 04635310 481 8968 SH SHARED 02 8868 100 D ASTRAZENECA PLC SPONSORED ADR 04635310 316 5900 SH SHARED 14 5900 D ASTRO-MED INC NEW COM 04638F10 1 118 SH SHARED 118 D ASTRONICS CORP COM 04643310 3 184 SH SHARED 184 D ASYST TECHNOLOGY CORP COM 04648X10 243 34626 SH SHARED 34626 D ASYST TECHNOLOGY CORP COM 04648X10 87 12500 SH SHARED 01 12500 D ASYST TECHNOLOGY CORP COM 04648X10 19 2766 SH SHARED 02 2766 D ASYST TECHNOLOGY CORP COM 04648X10 2924 416000 SH SHARED 10 416000 D ATARI INC COM NEW 04651M20 1912 577667 SH SHARED 577667 D ATARI INC COM NEW 04651M20 0 2 SH SHARED 02 2 D ATHEROS COMMUNICATIONS INC COM 04743P10 1474 61622 SH SHARED 61622 D ATHEROS COMMUNICATIONS INC COM 04743P10 199 8350 SH SHARED 01 8350 D ATHEROS COMMUNICATIONS INC COM 04743P10 160 6700 SH SHARED 02 900 5800 D ATHEROS COMMUNICATIONS INC COM 04743P10 7268 303750 SH SHARED 10 303750 D ATHEROGENICS INC NOTE 4.500% 9/0 047439AB 2403 3000000 PRN SHARED 02 3000000 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 3725 7713000 PRN SHARED 02 7713000 D ATHEROGENICS INC COM 04743910 1582 563154 SH SHARED 563154 D ATHEROGENICS INC COM 04743910 161 57595 SH SHARED 02 56595 1000 D ATHEROGENICS INC COM 04743910 0 25 SH SHARED 04 25 D ATHEROGENICS INC COM 04743910 177 63030 SH SHARED 10 63030 D ATLANTIC COAST FED CORP COM 04842510 2 139 SH SHARED 139 D ATLANTIC COAST FED CORP COM 04842510 5 296 SH SHARED 02 296 D ATLANTIC TELE NETWORK INC COM NEW 04907920 3346 128086 SH SHARED 128086 D ATLANTIC TELE NETWORK INC COM NEW 04907920 9454 361825 SH SHARED 10 361825 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 6321 119876 SH SHARED 119876 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 558 10600 SH SHARED 01 10600 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 96 1830 SH SHARED 02 1500 330 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 52 1000 SH SHARED 10 1000 D ATLAS AMER INC COM 04916710 25 445 SH SHARED 445 D ATLAS AMER INC COM 04916710 32 577 SH SHARED 01 577 D ATLAS AMER INC COM 04916710 6550 115950 SH SHARED 02 115950 D ATLAS AMER INC COM 04916710 13 244 SH SHARED 10 244 D ATLAS ENERGY RESOURCES LLC COM 04930310 7152 268400 SH SHARED 268400 D ATLAS ENERGY RESOURCES LLC COM 04930310 54 2059 SH SHARED 02 2059 D ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R10 2 88 SH SHARED 88 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 116 2424 SH SHARED 2424 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 86 1800 SH SHARED 02 1800 D ATMEL CORP COM 04951310 18838 3745278 SH SHARED 3745278 D ATMEL CORP COM 04951310 835 166100 SH SHARED 01 166100 D ATMEL CORP COM 04951310 513 102016 SH SHARED 02 98216 3800 D ATMEL CORP COM 04951310 180 35900 SH SHARED 10 35900 D ATMOS ENERGY CORP COM 04956010 1745 55806 SH SHARED 55806 D ATMOS ENERGY CORP COM 04956010 12 400 SH SHARED 01 400 D ATMOS ENERGY CORP COM 04956010 67 2162 SH SHARED 02 2162 D ATMOS ENERGY CORP COM 04956010 315 10100 SH SHARED 10 6500 3600 D ATRICURE INC COM 04963C20 1 163 SH SHARED 163 D ATRION CORP COM 04990410 3 42 SH SHARED 42 D ATWOOD OCEANICS INC COM 05009510 7492 127659 SH SHARED 127659 D ATWOOD OCEANICS INC COM 05009510 886 15100 SH SHARED 01 11800 3300 D ATWOOD OCEANICS INC COM 05009510 25 438 SH SHARED 02 78 360 D ATWOOD OCEANICS INC COM 05009510 56436 961600 SH SHARED 10 871100 90500 D AUDIBLE INC COM NEW 05069A30 4 478 SH SHARED 478 D AUDIOVOX CORP CL A 05075710 6 422 SH SHARED 422 D AUDIOVOX CORP CL A 05075710 0 54 SH SHARED 02 54 D AURIZON MINES LTD COM 05155P10 1925 550000 SH SHARED 04 550000 D AURORA OIL & GAS CORP COM 05203610 5 2144 SH SHARED 2144 D AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 05252830 24 200 SH SHARED 01 200 D AUTHENTIDATE HLDG CORP COM 05266610 1 848 SH SHARED 848 D AUTOBYTEL INC COM 05275N10 542 153117 SH SHARED 153117 D AUTODESK INC COM 05276910 124 3300 SH SHARED 3300 D AUTODESK INC COM 05276910 12641 336219 SH SHARED 241986 94233 D AUTODESK INC COM 05276910 1323 35199 SH SHARED 01 35199 D AUTODESK INC COM 05276910 3817 101527 SH SHARED 02 101222 305 D AUTODESK INC COM 05276910 4233 112600 SH SHARED 04 112600 D AUTODESK INC COM 05276910 20139 535620 SH SHARED 06 230550 305070 D AUTODESK INC COM 05276910 38095 1013188 SH SHARED 10 971488 41700 D AUTODESK INC COM 05276910 44 1184 SH SHARED 14 1184 D AUTODESK INC COM 05276910 940 25000 SH SHARED 15 25000 D AUTOLIV INC COM 05280010 251 4400 SH SHARED 4400 D AUTOLIV INC COM 05280010 105 1840 SH SHARED 01 1840 D AUTOLIV INC COM 05280010 1202 21060 SH SHARED 02 21060 D AUTOLIV INC COM 05280010 9091 159200 SH SHARED 10 155500 3700 D AUTOLIV INC COM 05280010 8 153 SH SHR/OTHR 23 153 D AUTOMATIC DATA PROCESSING IN COM 05301510 31877 658621 SH SHARED 658621 D AUTOMATIC DATA PROCESSING IN COM 05301510 6732 139091 SH SHARED 01 1933 137158 D AUTOMATIC DATA PROCESSING IN COM 05301510 208 4300 SH SHR/OTHR 01 4300 D AUTOMATIC DATA PROCESSING IN COM 05301510 3124 64561 SH SHARED 02 59326 5235 D AUTOMATIC DATA PROCESSING IN COM 05301510 22970 474600 SH SHARED 04 474600 D AUTOMATIC DATA PROCESSING IN COM 05301510 13 280 SH SHARED 05 280 D AUTOMATIC DATA PROCESSING IN COM 05301510 2985 61689 SH SHARED 06 55650 6039 D AUTOMATIC DATA PROCESSING IN COM 05301510 53030 1095675 SH SHARED 10 1078675 17000 D AUTOMATIC DATA PROCESSING IN COM 05301510 29 600 SH SHR/OTHR 10 600 D AUTOMATIC DATA PROCESSING IN COM 05301510 893 18463 SH SHARED 14 5000 13463 D AUTOMATIC DATA PROCESSING IN COM 05301510 6292 130000 SH SHARED 16 130000 D AUTOMATIC DATA PROCESSING IN COM 05301510 329 6800 SH SHARED 20 3200 3600 D AUTOMATIC DATA PROCESSING IN COM 05301510 781 16145 SH SHARED 21 16145 D AUTOMATIC DATA PROCESSING IN COM 05301510 193 4000 SH SHR/OTHR 21 4000 D AUTOMATIC DATA PROCESSING IN COM 05301510 20 425 SH SHR/OTHR 22 425 D AUTOMATIC DATA PROCESSING IN COM 05301510 2055 42464 SH SHARED 23 41964 500 D AUTOMATIC DATA PROCESSING IN COM 05301510 1307 27022 SH SHR/OTHR 23 27022 D AUTONATION INC COM 05329W10 5047 237623 SH SHARED 237623 D AUTONATION INC COM 05329W10 1303 61349 SH SHARED 01 38100 23249 D AUTONATION INC COM 05329W10 691 32579 SH SHARED 02 32579 D AUTONATION INC COM 05329W10 786 37052 SH SHARED 06 36375 677 D AUTONATION INC COM 05329W10 1492 70252 SH SHARED 10 69410 842 D AUTONATION INC COM 05329W10 216 10201 SH SHARED 14 10201 D AUTOZONE INC COM 05333210 48 380 SH SHARED 380 D AUTOZONE INC COM 05333210 11932 93118 SH SHARED 93118 D AUTOZONE INC COM 05333210 1437 11219 SH SHARED 01 3031 8188 D AUTOZONE INC COM 05333210 1734 13539 SH SHARED 02 13539 D AUTOZONE INC COM 05333210 722 5640 SH SHARED 06 5250 390 D AUTOZONE INC COM 05333210 5894 46004 SH SHARED 10 45499 505 D AUTOZONE INC COM 05333210 320 2500 SH SHARED 14 2500 D AUTOZONE INC COM 05333210 256 2000 SH SHR/OTHR 20 2000 D AUTOZONE INC COM 05333210 9 75 SH SHR/OTHR 21 75 D AUTOZONE INC COM 05333210 19 150 SH SHR/OTHR 23 150 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 7 507 SH SHARED 507 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 17 1197 SH SHARED 02 1197 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 104 86039 SH SHARED 86039 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 1 929 SH SHARED 02 929 D AVANEX CORP COM 05348W10 5090 2843817 SH SHARED 2843817 D AVANEX CORP COM 05348W10 29 16500 SH SHARED 01 16500 D AVANEX CORP COM 05348W10 179 100000 SH SHARED 02 100000 D AVALONBAY CMNTYS INC COM 05348410 16409 126230 SH SHARED 126230 D AVALONBAY CMNTYS INC COM 05348410 312 2400 SH SHARED 01 2400 D AVALONBAY CMNTYS INC COM 05348410 2189 16842 SH SHARED 02 15392 1450 D AVALONBAY CMNTYS INC COM 05348410 1170 9000 SH SHARED 04 9000 D AVALONBAY CMNTYS INC COM 05348410 143 1100 SH SHARED 06 1100 D AVALONBAY CMNTYS INC COM 05348410 13260 102000 SH SHARED 10 43700 34900 23400 D AVALONBAY CMNTYS INC COM 05348410 489084 3762185 SH SHARED 11 1994958 1767227 D AVALONBAY CMNTYS INC COM 05348410 104 800 SH SHR/OTHR 23 800 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 2 1829 SH SHARED 1829 D AVATAR HLDGS INC COM 05349410 1781 24932 SH SHARED 24932 D AVATAR HLDGS INC COM 05349410 285 4000 SH SHARED 10 4000 D AVAYA INC COM 05349910 3447 291929 SH SHARED 291929 D AVAYA INC COM 05349910 626 53086 SH SHARED 01 53086 D AVAYA INC COM 05349910 8 724 SH SHR/OTHR 01 724 D AVAYA INC COM 05349910 587 49705 SH SHARED 02 49648 57 D AVAYA INC COM 05349910 2102 178000 SH SHARED 04 178000 D AVAYA INC COM 05349910 540 45770 SH SHARED 06 41550 4220 D AVAYA INC COM 05349910 2537 214847 SH SHARED 10 211047 3800 D AVAYA INC COM 05349910 261 22100 SH SHARED 14 22100 D AVAYA INC COM 05349910 11 1000 SH SHR/OTHR 23 1000 D AVENTINE RENEWABLE ENERGY COM 05356X40 2831 155426 SH SHARED 155426 D AVENTINE RENEWABLE ENERGY COM 05356X40 546 30000 SH SHARED 06 30000 D AVERY DENNISON CORP COM 05361110 4940 76886 SH SHARED 69121 7765 D AVERY DENNISON CORP COM 05361110 2600 40475 SH SHARED 01 273 40202 D AVERY DENNISON CORP COM 05361110 294 4581 SH SHR/OTHR 01 4581 D AVERY DENNISON CORP COM 05361110 1098 17093 SH SHARED 02 11085 6008 D AVERY DENNISON CORP COM 05361110 1037 16140 SH SHARED 06 15300 840 D AVERY DENNISON CORP COM 05361110 19173 298367 SH SHARED 10 63017 162300 73050 D AVERY DENNISON CORP COM 05361110 552 8597 SH SHARED 20 675 7922 D AVERY DENNISON CORP COM 05361110 224 3500 SH SHR/OTHR 20 3500 D AVERY DENNISON CORP COM 05361110 192 3000 SH SHARED 21 3000 D AVERY DENNISON CORP COM 05361110 9 150 SH SHR/OTHR 22 150 D AVERY DENNISON CORP COM 05361110 581 9050 SH SHARED 23 9050 D AVERY DENNISON CORP COM 05361110 1780 27712 SH SHR/OTHR 23 27712 D AVICI SYS INC COM NEW 05367L80 2884 252573 SH SHARED 252573 D AVICI SYS INC COM NEW 05367L80 10 890 SH SHARED 02 890 D AVID TECHNOLOGY INC COM 05367P10 5941 170355 SH SHARED 152546 17809 D AVID TECHNOLOGY INC COM 05367P10 3347 95985 SH SHARED 01 93985 2000 D AVID TECHNOLOGY INC COM 05367P10 4 118 SH SHARED 02 118 D AVID TECHNOLOGY INC COM 05367P10 2158 61893 SH SHARED 04 41334 20559 D AVID TECHNOLOGY INC COM 05367P10 10446 299500 SH SHARED 10 288100 11400 D AVID TECHNOLOGY INC COM 05367P10 4690 134462 SH SHARED 19 134462 D AVIGEN INC COM 05369010 4 617 SH SHARED 617 D AVIS BUDGET GROUP COM 05377410 6579 240829 SH SHARED 220334 20495 D AVIS BUDGET GROUP COM 05377410 780 28575 SH SHARED 01 28575 D AVIS BUDGET GROUP COM 05377410 1109 40598 SH SHARED 02 40538 60 D AVIS BUDGET GROUP COM 05377410 1 56 SH SHARED 05 56 D AVIS BUDGET GROUP COM 05377410 87 3186 SH SHARED 06 2455 731 D AVIS BUDGET GROUP COM 05377410 246 9010 SH SHARED 10 3900 5110 D AVIS BUDGET GROUP COM 05377410 278 10200 SH SHARED 14 10200 D AVIS BUDGET GROUP COM 05377410 27 1000 SH SHR/OTHR 20 1000 D AVIS BUDGET GROUP COM 05377410 46 1700 SH SHR/OTHR 23 1700 D AVISTA CORP COM 05379B10 263 10885 SH SHARED 10885 D AVISTA CORP COM 05379B10 172 7100 SH SHARED 01 7100 D AVISTA CORP COM 05379B10 25 1055 SH SHARED 02 1055 D AVISTA CORP COM 05379B10 5657 233500 SH SHARED 10 14700 218800 D AVNET INC DBCV 2.000% 3/1 053807AL 895 751000 PRN SHARED 02 751000 D AVNET INC COM 05380710 571 15826 SH SHARED 15826 D AVNET INC COM 05380710 2392 66200 SH SHARED 01 23000 43200 D AVNET INC COM 05380710 551 15258 SH SHARED 02 15258 D AVNET INC COM 05380710 195 5400 SH SHARED 06 4500 900 D AVNET INC COM 05380710 9053 250500 SH SHARED 10 250200 300 D AVNET INC COM 05380710 344 9534 SH SHARED 14 9534 D AVNET INC COM 05380710 367 10180 SH SHARED 21 10180 D AVIZA TECHNOLOGY INC COM 05381A10 3 448 SH SHARED 448 D AVOCENT CORP COM 05389310 132 4909 SH SHARED 4909 D AVOCENT CORP COM 05389310 835 30970 SH SHARED 01 15500 15470 D AVOCENT CORP COM 05389310 148 5520 SH SHARED 02 5520 D AVOCENT CORP COM 05389310 18801 697110 SH SHARED 10 523110 174000 D AVON PRODS INC COM 05430310 59796 1604853 SH SHARED 1604628 225 D AVON PRODS INC COM 05430310 5102 136955 SH SHARED 01 260 136695 D AVON PRODS INC COM 05430310 484 13000 SH SHR/OTHR 01 13000 D AVON PRODS INC COM 05430310 4806 129008 SH SHARED 02 64775 64233 D AVON PRODS INC COM 05430310 49589 1330900 SH SHARED 04 1330900 D AVON PRODS INC COM 05430310 8 220 SH SHARED 05 220 D AVON PRODS INC COM 05430310 3848 103290 SH SHARED 06 99150 4140 D AVON PRODS INC COM 05430310 10891 292300 SH SHARED 10 260400 31900 D AVON PRODS INC COM 05430310 89 2400 SH SHARED 14 2400 D AVON PRODS INC COM 05430310 6 170 SH SHARED 19 170 D AVON PRODS INC COM 05430310 122 3300 SH SHARED 20 400 2900 D AVON PRODS INC COM 05430310 186 5000 SH SHR/OTHR 20 5000 D AVON PRODS INC COM 05430310 447 12000 SH SHARED 21 12000 D AVON PRODS INC COM 05430310 67 1800 SH SHARED 22 1800 D AVON PRODS INC COM 05430310 310 8320 SH SHARED 23 8320 D AVON PRODS INC COM 05430310 1408 37800 SH SHR/OTHR 23 37800 D AWARE INC MASS COM 05453N10 2 474 SH SHARED 474 D AXA SPONSORED ADR 05453610 3 80 SH SHARED 02 80 D AXCELIS TECHNOLOGIES INC COM 05454010 2661 348300 SH SHARED 348300 D AXCELIS TECHNOLOGIES INC COM 05454010 23 3066 SH SHARED 01 3066 D AXCELIS TECHNOLOGIES INC COM 05454010 2 293 SH SHARED 02 293 D AXCELIS TECHNOLOGIES INC COM 05454010 21 2828 SH SHARED 23 2828 D AXESSTEL INC COM 05459T10 24 13060 SH SHARED 02 13060 D AXSYS TECHNOLOGIES INC COM 05461510 3 212 SH SHARED 212 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 1658 1358000 PRN SHARED 1358000 D AXCAN PHARMA INC COM 05492310 827 50092 SH SHARED 50092 D AXCAN PHARMA INC COM 05492310 30 1858 SH SHARED 02 1858 D BB&T CORP COM 05493710 14817 361231 SH SHARED 351261 9970 D BB&T CORP COM 05493710 2251 54896 SH SHARED 01 54896 D BB&T CORP COM 05493710 6485 158094 SH SHARED 02 130701 27393 D BB&T CORP COM 05493710 10 260 SH SHARED 05 260 D BB&T CORP COM 05493710 2346 57210 SH SHARED 06 52250 4960 D BB&T CORP COM 05493710 12059 293984 SH SHARED 10 285052 8932 D BB&T CORP COM 05493710 110 2700 SH SHARED 14 2700 D BB&T CORP COM 05493710 210 5141 SH SHARED 20 5141 D BB&T CORP COM 05493710 65 1600 SH SHR/OTHR 22 1600 D BB&T CORP COM 05493710 127 3100 SH SHR/OTHR 23 3100 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 16 700 SH SHARED 02 700 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 3790 162200 SH SHARED 10 162200 D B A S F A G SPONSORED ADR 05526250 2405 21400 SH SHARED 21400 D B A S F A G SPONSORED ADR 05526250 385150 3426000 SH SHARED 10 3426000 D BCB BANCORP INC COM 05529810 2 123 SH SHARED 123 D BCE INC COM NEW 05534B76 817 28902 SH SHARED 18902 10000 D BCE INC COM NEW 05534B76 311 11022 SH SHARED 01 11022 D BCE INC COM NEW 05534B76 97 3462 SH SHARED 02 3462 D BCE INC COM NEW 05534B76 5 201 SH SHARED 05 201 D BCE INC COM NEW 05534B76 72 2567 SH SHARED 06 1104 1463 D BCE INC COM NEW 05534B76 768 27169 SH SHARED 10 27169 D BCE INC COM NEW 05534B76 442 15639 SH SHARED 14 15639 D BCE INC COM NEW 05534B76 51 1830 SH SHR/OTHR 23 1830 D BFC FINL CORP CL A 05538420 15 3600 SH SHARED 02 3600 D BG PLC ADR FIN INST N 05543420 78 1100 SH SHARED 1100 D BG PLC ADR FIN INST N 05543420 618 8625 SH SHR/OTHR 01 8625 D BG PLC ADR FIN INST N 05543420 89 1254 SH SHARED 23 1254 D BHP BILLITON PLC SPONSORED ADR 05545E20 26 600 SH SHARED 01 600 D BISYS GROUP INC COM 05547210 1354 118189 SH SHARED 118189 D BISYS GROUP INC COM 05547210 451 39400 SH SHARED 01 39400 D BISYS GROUP INC COM 05547210 172 15030 SH SHARED 02 13430 1600 D BISYS GROUP INC COM 05547210 476 41600 SH SHARED 10 16400 25200 D BJS WHOLESALE CLUB INC COM 05548J10 593 17550 SH SHARED 17550 D BJS WHOLESALE CLUB INC COM 05548J10 38256 1130855 SH SHARED 1130855 D BJS WHOLESALE CLUB INC COM 05548J10 1055 31200 SH SHARED 01 8300 22900 D BJS WHOLESALE CLUB INC COM 05548J10 255 7565 SH SHARED 02 7565 D BJS WHOLESALE CLUB INC COM 05548J10 1425 42150 SH SHARED 04 42150 D BJS WHOLESALE CLUB INC COM 05548J10 10954 323800 SH SHARED 10 301800 22000 D BJS WHOLESALE CLUB INC COM 05548J10 135 4000 SH SHARED 15 4000 D BJS WHOLESALE CLUB INC COM 05548J10 182 5400 SH SHARED 24 5400 D BJ SVCS CO COM 05548210 57062 2045233 SH SHARED 2045233 D BJ SVCS CO COM 05548210 1238 44373 SH SHARED 01 8600 35773 D BJ SVCS CO COM 05548210 783 28100 SH SHR/OTHR 01 28100 D BJ SVCS CO COM 05548210 2837 101714 SH SHARED 02 97639 4075 D BJ SVCS CO COM 05548210 265 9500 SH SHARED 04 9500 D BJ SVCS CO COM 05548210 940 33702 SH SHARED 06 30922 2780 D BJ SVCS CO COM 05548210 5247 188094 SH SHARED 10 179414 8680 D BJ SVCS CO COM 05548210 473 16971 SH SHARED 14 16971 D BJ SVCS CO COM 05548210 218 7845 SH SHARED 21 7845 D BJ SVCS CO COM 05548210 44 1600 SH SHARED 22 1600 D BJ SVCS CO COM 05548210 27 1000 SH SHR/OTHR 22 1000 D BJ SVCS CO COM 05548210 34 1225 SH SHARED 23 1225 D BJ SVCS CO COM 05548210 55 2000 SH SHR/OTHR 23 2000 D BOK FINL CORP COM NEW 05561Q20 27 559 SH SHARED 559 D BOK FINL CORP COM NEW 05561Q20 19 387 SH SHARED 02 387 D BP PLC SPONSORED ADR 05562210 128542 1985210 SH SHARED 1984810 400 D BP PLC SPONSORED ADR 05562210 10729 165705 SH SHARED 01 10450 155255 D BP PLC SPONSORED ADR 05562210 7814 120690 SH SHR/OTHR 01 120690 D BP PLC SPONSORED ADR 05562210 4010 61939 SH SHARED 02 61939 D BP PLC SPONSORED ADR 05562210 419 6477 SH SHARED 06 6477 D BP PLC SPONSORED ADR 05562210 3024 46707 SH SHARED 10 36007 10700 D BP PLC SPONSORED ADR 05562210 520 8044 SH SHR/OTHR 10 8044 D BP PLC SPONSORED ADR 05562210 3246 50135 SH SHARED 20 5352 44783 D BP PLC SPONSORED ADR 05562210 1748 27003 SH SHR/OTHR 20 27003 D BP PLC SPONSORED ADR 05562210 5654 87323 SH SHARED 21 87323 D BP PLC SPONSORED ADR 05562210 138 2132 SH SHR/OTHR 21 2132 D BP PLC SPONSORED ADR 05562210 295 4556 SH SHARED 22 3000 1556 D BP PLC SPONSORED ADR 05562210 378 5847 SH SHR/OTHR 22 5847 D BP PLC SPONSORED ADR 05562210 19423 299977 SH SHARED 23 297825 2152 D BP PLC SPONSORED ADR 05562210 21929 338678 SH SHR/OTHR 23 338678 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 892 13428 SH SHARED 13428 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 146 2200 SH SHARED 01 2200 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 6574 98900 SH SHARED 10 98900 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 42 640 SH SHR/OTHR 23 640 D BPZ ENERGY INC COM 05563910 5 917 SH SHARED 917 D BPZ ENERGY INC COM 05563910 18 3046 SH SHARED 02 3046 D BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH 1860 1750000 PRN SHARED 1750000 D BRE PROPERTIES INC CL A 05564E10 1752 27756 SH SHARED 27756 D BRE PROPERTIES INC CL A 05564E10 832 13180 SH SHARED 02 13180 D BRE PROPERTIES INC CL A 05564E10 55494 878770 SH SHARED 11 196270 682500 D BRE PROPERTIES INC CL A 05564E10 233 3700 SH SHR/OTHR 20 3700 D BRE PROPERTIES INC CL A 05564E10 44 700 SH SHR/OTHR 23 700 D BRT RLTY TR SH BEN INT NEW 05564530 5 180 SH SHARED 180 D BRT RLTY TR SH BEN INT NEW 05564530 18 620 SH SHARED 02 620 D BNC BANCORP COM 05566T10 2 140 SH SHARED 140 D BOFI HLDG INC COM 05566U10 1 140 SH SHARED 140 D BSD MED CORP DEL COM 05566210 2 252 SH SHARED 252 D BT GROUP PLC ADR 05577E10 45228 753686 SH SHARED 753686 D BT GROUP PLC ADR 05577E10 48 800 SH SHARED 02 800 D BMC SOFTWARE INC COM 05592110 5695 184986 SH SHARED 184986 D BMC SOFTWARE INC COM 05592110 1752 56904 SH SHARED 01 23462 33442 D BMC SOFTWARE INC COM 05592110 708 23014 SH SHARED 02 21998 1016 D BMC SOFTWARE INC COM 05592110 6 200 SH SHARED 05 200 D BMC SOFTWARE INC COM 05592110 1447 47010 SH SHARED 06 44200 2810 D BMC SOFTWARE INC COM 05592110 4299 139640 SH SHARED 10 126875 12765 D BMC SOFTWARE INC COM 05592110 277 8999 SH SHARED 14 8999 D BMC SOFTWARE INC COM 05592110 7 255 SH SHR/OTHR 21 255 D BPI ENERGY HOLDINGS INC COM 05593410 0 1 SH SHARED 02 1 D BNCCORP INC COM 05593610 1 74 SH SHARED 74 D BTU INTL INC COM 05603210 1 187 SH SHARED 187 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 171 79700 SH SHARED 79700 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 0 60 SH SHARED 02 60 D BADGER METER INC COM 05652510 7 286 SH SHARED 286 D BADGER METER INC COM 05652510 2009 75700 SH SHARED 10 75700 D BAIDU COM INC SPON ADR REP A 05675210 30 317 SH SHARED 317 D BAIDU COM INC SPON ADR REP A 05675210 21 226 SH SHARED 02 226 D BAIDU COM INC SPON ADR REP A 05675210 5030 52100 SH SHARED 10 52100 D BAKER MICHAEL CORP COM 05714910 4 168 SH SHARED 168 D BAKER MICHAEL CORP COM 05714910 345 14200 SH SHARED 02 14200 D BAKER HUGHES INC COM 05722410 80758 1221210 SH SHARED 847010 374200 D BAKER HUGHES INC COM 05722410 5013 75814 SH SHARED 01 4780 71034 D BAKER HUGHES INC COM 05722410 85 1300 SH SHR/OTHR 01 1300 D BAKER HUGHES INC COM 05722410 5869 88763 SH SHARED 02 87548 1215 D BAKER HUGHES INC COM 05722410 12564 190000 SH SHARED 04 190000 D BAKER HUGHES INC COM 05722410 9 140 SH SHARED 05 140 D BAKER HUGHES INC COM 05722410 13996 211650 SH SHARED 06 208350 3300 D BAKER HUGHES INC COM 05722410 137074 2072799 SH SHARED 10 963204 775400 334195 D BAKER HUGHES INC COM 05722410 337 5100 SH SHR/OTHR 10 5100 D BAKER HUGHES INC COM 05722410 2823 42700 SH SHARED 14 800 41900 D BAKER HUGHES INC COM 05722410 3233 48900 SH SHARED 16 48900 D BAKER HUGHES INC COM 05722410 447 6765 SH SHARED 20 1960 4805 D BAKER HUGHES INC COM 05722410 328 4970 SH SHARED 22 2975 1995 D BAKER HUGHES INC COM 05722410 92 1400 SH SHR/OTHR 22 1400 D BAKER HUGHES INC COM 05722410 171 2600 SH SHARED 23 2600 D BAKER HUGHES INC COM 05722410 310 4690 SH SHR/OTHR 23 4690 D BAKER HUGHES INC COM 05722410 93 1409 SH SHARED 24 1409 D BAKERS FOOTWEAR GROUP INC COM 05746510 1 129 SH SHARED 129 D BALCHEM CORP COM 05766520 7 445 SH SHARED 445 D BALDOR ELEC CO COM 05774110 1704 45174 SH SHARED 45174 D BALDOR ELEC CO COM 05774110 998 26458 SH SHARED 02 2958 23500 D BALDOR ELEC CO COM 05774110 52 1400 SH SHARED 10 300 1100 D BALDWIN & LYONS INC CL B 05775520 5 206 SH SHARED 206 D BALDWIN TECHNOLOGY INC CL A 05826410 1 338 SH SHARED 338 D BALL CORP COM 05849810 3709 80910 SH SHARED 80910 D BALL CORP COM 05849810 805 17574 SH SHARED 01 17574 D BALL CORP COM 05849810 1362 29720 SH SHARED 02 29720 D BALL CORP COM 05849810 694 15150 SH SHARED 04 15150 D BALL CORP COM 05849810 507 11070 SH SHARED 06 10550 520 D BALL CORP COM 05849810 3051 66560 SH SHARED 10 65660 900 D BALL CORP COM 05849810 3668 80000 SH SHARED 16 80000 D BALLANTYNE OMAHA INC COM 05851610 1 334 SH SHARED 334 D BALLARD PWR SYS INC COM 05858H10 2047 370198 SH SHARED 360198 10000 D BALLARD PWR SYS INC COM 05858H10 1327 240000 SH SHARED 04 240000 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 458 751938 SH SHARED 751938 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 23 38433 SH SHARED 01 38433 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 30 50000 SH SHARED 02 50000 D BALLY TECHNOLOGIES INC COM 05874B10 28 1188 SH SHARED 1188 D BALLY TECHNOLOGIES INC COM 05874B10 94 4000 SH SHARED 01 4000 D BALLY TECHNOLOGIES INC COM 05874B10 9 400 SH SHARED 10 400 D BALLY TECHNOLOGIES INC COM 05874B10 1685 71500 SH SHARED 14 71500 D BANCFIRST CORP COM 05945F10 8 178 SH SHARED 178 D BANCFIRST CORP COM 05945F10 4 100 SH SHARED 01 100 D BANCFIRST CORP COM 05945F10 574 12400 SH SHARED 10 12400 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 3225 131400 SH SHARED 131400 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 35279 872384 SH SHARED 858534 13850 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 3971 98200 SH SHARED 01 98200 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 44435 1098800 SH SHARED 04 1098800 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 2074 51300 SH SHARED 06 24300 27000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 60522 1496600 SH SHARED 10 1477500 19100 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 913 22600 SH SHARED 24 22600 D BANCO DE CHILE SPONSORED ADR 05952010 106 2150 SH SHARED 2150 D BANCO DE CHILE SPONSORED ADR 05952010 4 100 SH SHARED 02 100 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 7241 207973 SH SHARED 194473 13500 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 41784 1200000 SH SHARED 04 1200000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 3011 86500 SH SHARED 06 42500 44000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 18350 527000 SH SHARED 10 527000 D BANCO MACRO SA SPON ADR B 05961W10 582 17150 SH SHARED 17150 D BANCO MACRO SA SPON ADR B 05961W10 6 200 SH SHARED 200 D BANCO MACRO SA SPON ADR B 05961W10 3886 114500 SH SHARED 01 111000 3500 D BANCO MACRO SA SPON ADR B 05961W10 3176 93600 SH SHARED 04 93600 D BANCO MACRO SA SPON ADR B 05961W10 1697 50000 SH SHARED 05 50000 D BANCO MACRO SA SPON ADR B 05961W10 14892 438775 SH SHARED 10 397125 41650 D BANCO MACRO SA SPON ADR B 05961W10 101 3000 SH SHARED 15 3000 D BANCO MACRO SA SPON ADR B 05961W10 984 29000 SH SHARED 24 29000 D BANCO SANTANDER CENT HISPANO ADR 05964H10 2255 126500 SH SHARED 126500 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 1371 27496 SH SHARED 27496 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 2722 54600 SH SHARED 01 54600 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 1236 24800 SH SHARED 04 24800 D BANCOLOMBIA S A SPON ADR PREF 05968L10 1908 68915 SH SHARED 68915 D BANCOLOMBIA S A SPON ADR PREF 05968L10 3444 124400 SH SHARED 01 124400 D BANCOLOMBIA S A SPON ADR PREF 05968L10 9 332 SH SHARED 02 332 D BANCOLOMBIA S A SPON ADR PREF 05968L10 11236 405800 SH SHARED 10 382200 23600 D BANCOLOMBIA S A SPON ADR PREF 05968L10 797 28800 SH SHARED 24 28800 D BANCORP INC DEL COM 05969A10 8 316 SH SHARED 316 D BANCORP RHODE ISLAND INC COM 05969010 4 98 SH SHARED 98 D BANCORP RHODE ISLAND INC COM 05969010 53 1250 SH SHR/OTHR 23 1250 D BANCORPSOUTH INC COM 05969210 44 1832 SH SHARED 1832 D BANCORPSOUTH INC COM 05969210 22 900 SH SHARED 01 900 D BANCORPSOUTH INC COM 05969210 468 19146 SH SHARED 02 19146 D BANCORPSOUTH INC COM 05969210 564 23100 SH SHARED 10 19200 3900 D BANCTRUST FINANCIAL GP COM 05978R10 5 248 SH SHARED 248 D BANDAG INC COM 05981510 3140 61947 SH SHARED 61947 D BANDAG INC COM 05981510 197 3900 SH SHARED 01 3900 D BANDAG INC COM 05981510 85 1690 SH SHARED 02 1690 D BANDAG INC COM 05981510 15 300 SH SHARED 10 300 D BANDAG INC CL A 05981530 1161 23000 SH SHARED 23000 D BANK OF AMERICA CORPORATION COM 06050510 45 900 SH SHARED 900 D BANK OF AMERICA CORPORATION COM 06050510 958851 18793632 SH SHARED 16750943 2042689 D BANK OF AMERICA CORPORATION COM 06050510 71821 1407714 SH SHARED 01 342508 1065206 D BANK OF AMERICA CORPORATION COM 06050510 7411 145269 SH SHR/OTHR 01 145269 D BANK OF AMERICA CORPORATION COM 06050510 71461 1400649 SH SHARED 02 1300947 99702 D BANK OF AMERICA CORPORATION COM 06050510 24301 476305 SH SHARED 04 472566 3739 D BANK OF AMERICA CORPORATION COM 06050510 1933 37900 SH SHARED 05 37900 D BANK OF AMERICA CORPORATION COM 06050510 32814 643163 SH SHARED 06 601366 41797 D BANK OF AMERICA CORPORATION COM 06050510 898376 17608323 SH SHARED 10 11730845 3228326 2649152 D BANK OF AMERICA CORPORATION COM 06050510 1692 33175 SH SHR/OTHR 10 33175 D BANK OF AMERICA CORPORATION COM 06050510 7238 141882 SH SHARED 14 141882 D BANK OF AMERICA CORPORATION COM 06050510 1326 26000 SH SHARED 15 26000 D BANK OF AMERICA CORPORATION COM 06050510 9670 189547 SH SHARED 20 28670 160877 D BANK OF AMERICA CORPORATION COM 06050510 1248 24465 SH SHR/OTHR 20 24465 D BANK OF AMERICA CORPORATION COM 06050510 837 16420 SH SHARED 21 16420 D BANK OF AMERICA CORPORATION COM 06050510 637 12500 SH SHR/OTHR 21 12500 D BANK OF AMERICA CORPORATION COM 06050510 3007 58949 SH SHARED 22 39185 19764 D BANK OF AMERICA CORPORATION COM 06050510 556 10898 SH SHR/OTHR 22 10898 D BANK OF AMERICA CORPORATION COM 06050510 15952 312677 SH SHARED 23 293577 19100 D BANK OF AMERICA CORPORATION COM 06050510 16346 320390 SH SHR/OTHR 23 320390 D BANK OF AMERICA CORPORATION COM 06050510 73 1443 SH SHARED 24 1443 D BANK FLA CORP NAPLES COM 06212810 4 236 SH SHARED 236 D BANK OF GRANITE CORP COM 06240110 7 412 SH SHARED 412 D BANK OF GRANITE CORP COM 06240110 118 6625 SH SHARED 10 6625 D BANK HAWAII CORP COM 06254010 1138 21465 SH SHARED 14232 7233 D BANK HAWAII CORP COM 06254010 922 17400 SH SHARED 01 17400 D BANK HAWAII CORP COM 06254010 296 5596 SH SHARED 02 5596 D BANK HAWAII CORP COM 06254010 259 4900 SH SHARED 10 4900 D BANK HAWAII CORP COM 06254010 53 1000 SH SHR/OTHR 23 1000 D BANK MARIN CORTE MADERA CA COM 06343110 4 126 SH SHARED 126 D BANK MONTREAL QUE COM 06367110 7010 115717 SH SHARED 113917 1800 D BANK MONTREAL QUE COM 06367110 37 627 SH SHARED 01 627 D BANK MONTREAL QUE COM 06367110 12247 202170 SH SHARED 02 202170 D BANK MONTREAL QUE COM 06367110 54522 900000 SH SHARED 04 900000 D BANK MONTREAL QUE COM 06367110 13 228 SH SHARED 05 228 D BANK MONTREAL QUE COM 06367110 241 3989 SH SHARED 06 1689 2300 D BANK MONTREAL QUE COM 06367110 75 1252 SH SHARED 10 1252 D BANK MONTREAL QUE COM 06367110 440 7269 SH SHARED 14 7269 D BANK MUTUAL CORP NEW COM 06375010 463 40758 SH SHARED 40758 D BANK MUTUAL CORP NEW COM 06375010 53 4675 SH SHARED 02 4675 D BANK OF THE OZARKS INC COM 06390410 8 302 SH SHARED 302 D BANK OF THE OZARKS INC COM 06390410 2 75 SH SHARED 01 75 D BANK NEW YORK INC COM 06405710 70144 1729822 SH SHARED 1722142 7680 D BANK NEW YORK INC COM 06405710 24262 598340 SH SHARED 01 131320 467020 D BANK NEW YORK INC COM 06405710 583 14400 SH SHR/OTHR 01 14400 D BANK NEW YORK INC COM 06405710 6608 162981 SH SHARED 02 154220 8761 D BANK NEW YORK INC COM 06405710 733 18100 SH SHARED 04 18100 D BANK NEW YORK INC COM 06405710 15 390 SH SHARED 05 390 D BANK NEW YORK INC COM 06405710 3354 82727 SH SHARED 06 75797 6930 D BANK NEW YORK INC COM 06405710 17814 439315 SH SHARED 10 395815 43500 D BANK NEW YORK INC COM 06405710 2909 71750 SH SHARED 14 71750 D BANK NEW YORK INC COM 06405710 4460 110000 SH SHARED 16 110000 D BANK NEW YORK INC COM 06405710 77 1914 SH SHARED 20 1585 329 D BANK NEW YORK INC COM 06405710 19 485 SH SHARED 21 485 D BANK NEW YORK INC COM 06405710 110 2725 SH SHARED 22 2500 225 D BANK NEW YORK INC COM 06405710 596 14700 SH SHR/OTHR 22 14700 D BANK NEW YORK INC COM 06405710 2663 65689 SH SHARED 23 65689 D BANK NEW YORK INC COM 06405710 4220 104080 SH SHR/OTHR 23 104080 D BANK NOVA SCOTIA HALIFAX COM 06414910 184 4000 SH SHARED 4000 D BANK NOVA SCOTIA HALIFAX COM 06414910 18974 411501 SH SHARED 307729 103772 D BANK NOVA SCOTIA HALIFAX COM 06414910 61 1337 SH SHARED 01 1337 D BANK NOVA SCOTIA HALIFAX COM 06414910 26111 566292 SH SHARED 02 566292 D BANK NOVA SCOTIA HALIFAX COM 06414910 56466 1224600 SH SHARED 04 1169600 55000 D BANK NOVA SCOTIA HALIFAX COM 06414910 20 452 SH SHARED 05 452 D BANK NOVA SCOTIA HALIFAX COM 06414910 26167 567506 SH SHARED 06 137806 429700 D BANK NOVA SCOTIA HALIFAX COM 06414910 228 4952 SH SHARED 10 4952 D BANK NOVA SCOTIA HALIFAX COM 06414910 441 9579 SH SHARED 14 9579 D BANK NOVA SCOTIA HALIFAX COM 06414910 1062 23050 SH SHARED 15 23050 D BANK OF THE CAROLINES CORP COM 06425J10 1 93 SH SHARED 93 D BANK SOUTH CAROLINA CORP COM 06506610 1 81 SH SHARED 81 D BANKATLANTIC BANCORP CL A 06590850 822 75009 SH SHARED 75009 D BANKATLANTIC BANCORP CL A 06590850 127 11600 SH SHARED 01 11600 D BANKATLANTIC BANCORP CL A 06590850 17 1633 SH SHARED 02 133 1500 D BANKATLANTIC BANCORP CL A 06590850 2079 189700 SH SHARED 10 122900 66800 D BANKFINANCIAL CORP COM 06643P10 435 26785 SH SHARED 26785 D BANKFINANCIAL CORP COM 06643P10 0 35 SH SHARED 02 35 D BANKRATE INC COM 06646V10 201 5723 SH SHARED 5723 D BANKRATE INC COM 06646V10 229 6500 SH SHARED 01 6500 D BANKRATE INC COM 06646V10 1 33 SH SHARED 02 33 D BANKRATE INC COM 06646V10 12876 365400 SH SHARED 10 365400 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 68 75000 PRN SHARED 02 75000 D BANKUNITED FINL CORP CL A 06652B10 38 1804 SH SHARED 1804 D BANKUNITED FINL CORP CL A 06652B10 629 29700 SH SHARED 01 18200 11500 D BANKUNITED FINL CORP CL A 06652B10 29 1384 SH SHARED 02 644 740 D BANKUNITED FINL CORP CL A 06652B10 15069 710492 SH SHARED 10 304192 406300 D BANNER CORP COM 06652V10 11 276 SH SHARED 276 D BANNER CORP COM 06652V10 73 1772 SH SHARED 02 1772 D BANNER CORP COM 06652V10 552 13300 SH SHARED 10 13300 D BANRO CORP COM 06680010 8 738 SH SHARED 738 D BAR HBR BANKSHARES COM 06684910 2 72 SH SHARED 72 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 30 60735 PRN SHARED 01 9510 51225 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 0 1000 PRN SHR/OTHR 01 1000 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 20 40016 PRN SHARED 02 40016 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 1 2490 PRN SHARED 10 2490 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 7 14735 PRN SHARED 20 6920 7815 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 5 11110 PRN SHR/OTHR 20 11110 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 5 11250 PRN SHARED 21 11250 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 1 2215 PRN SHR/OTHR 21 2215 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 1 3145 PRN SHARED 22 3145 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 2 4090 PRN SHR/OTHR 22 4090 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 232 456961 PRN SHARED 23 443006 13955 D BARCLAYS BK PLC 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02 142 D BARNES & NOBLE INC COM 06777410 26727 677500 SH SHARED 677500 D BARNES & NOBLE INC COM 06777410 678 17200 SH SHARED 01 17200 D BARNES & NOBLE INC COM 06777410 626 15871 SH SHARED 02 6811 9060 D BARNES & NOBLE INC COM 06777410 860 21800 SH SHARED 10 21800 D BARNES & NOBLE INC COM 06777410 65 1670 SH SHARED 21 1670 D BARNES GROUP INC COM 06780610 2524 109708 SH SHARED 109708 D BARNES GROUP INC COM 06780610 2 115 SH SHARED 02 115 D BARNES GROUP INC COM 06780610 9080 394600 SH SHARED 10 394000 600 D BARRICK GOLD CORP COM 06790110 125 4400 SH SHARED 4400 D BARRICK GOLD CORP COM 06790110 152759 5350601 SH SHARED 5084151 266450 D BARRICK GOLD CORP COM 06790110 115 4058 SH SHARED 01 4058 D BARRICK GOLD CORP COM 06790110 55184 1932920 SH SHARED 02 1924465 8455 D BARRICK GOLD CORP COM 06790110 212 7440 SH SHARED 04 7440 D BARRICK GOLD CORP COM 06790110 12 422 SH SHARED 05 422 D BARRICK GOLD CORP COM 06790110 7851 275009 SH SHARED 06 270717 4292 D BARRICK GOLD CORP COM 06790110 37936 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BARRIER THERAPEUTICS INC COM 06850R10 15 2304 SH SHARED 2304 D BARRIER THERAPEUTICS INC COM 06850R10 5 861 SH SHARED 02 861 D BARRY R G CORP OHIO COM 06879810 2 226 SH SHARED 226 D BASIC ENERGY SVCS INC NEW COM 06985P10 1038 44559 SH SHARED 44559 D BASIC ENERGY SVCS INC NEW COM 06985P10 41 1800 SH SHARED 01 1800 D BASIC ENERGY SVCS INC NEW COM 06985P10 233 10000 SH SHARED 02 10000 D BASIC ENERGY SVCS INC NEW COM 06985P10 1465 62900 SH SHARED 10 10000 52900 D BASIN WTR INC COM 07011T30 2 416 SH SHARED 416 D BASIN WTR INC COM 07011T30 3743 544969 SH SHARED 01 544969 D BASIN WTR INC COM 07011T30 125 18200 SH SHARED 02 18200 D BASSETT FURNITURE INDS INC COM 07020310 4359 296164 SH SHARED 296164 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BASSETT FURNITURE INDS INC COM 07020310 0 34 SH SHARED 02 34 D BASSETT FURNITURE INDS INC COM 07020310 27 1900 SH SHARED 10 1900 D BAUER EDDIE HLDGS INC COM 07162510 304 26740 SH SHARED 26740 D BAUER EDDIE HLDGS INC COM 07162510 19 1685 SH SHARED 02 1685 D BAUSCH & LOMB INC FRNT 8/0 071707AM 1123 1000000 PRN SHARED 02 1000000 D BAUSCH & LOMB INC COM 07170710 2962 57914 SH SHARED 54654 3260 D BAUSCH & LOMB INC COM 07170710 434 8500 SH SHARED 01 8500 D BAUSCH & LOMB INC COM 07170710 1695 33132 SH SHARED 02 22082 11050 D BAUSCH & LOMB INC COM 07170710 264 5170 SH SHARED 06 4700 470 D BAUSCH & LOMB INC COM 07170710 9625 188137 SH SHARED 10 182937 5200 D BAUSCH & LOMB INC COM 07170710 73 1443 SH SHARED 14 1443 D BAUSCH & LOMB INC COM 07170710 2558 50000 SH SHARED 15 50000 D BAXTER INTL INC COM 07181310 91535 1737900 SH SHARED 776700 961200 D BAXTER INTL INC COM 07181310 7291 138432 SH SHARED 01 7375 131057 D BAXTER INTL INC COM 07181310 186 3550 SH SHR/OTHR 01 3550 D BAXTER INTL INC COM 07181310 4509 85616 SH SHARED 02 73995 11621 D BAXTER INTL INC COM 07181310 17035 323437 SH SHARED 04 323100 337 D BAXTER INTL INC COM 07181310 15 290 SH SHARED 05 290 D BAXTER INTL INC COM 07181310 10200 193670 SH SHARED 06 68350 125320 D BAXTER INTL INC COM 07181310 196583 3732353 SH SHARED 10 2066948 1131500 533905 D BAXTER INTL INC COM 07181310 368 7000 SH SHR/OTHR 10 7000 D BAXTER INTL INC COM 07181310 841 15975 SH SHARED 14 2000 13975 D BAXTER INTL INC COM 07181310 1373 26080 SH SHARED 20 5345 20735 D BAXTER INTL INC COM 07181310 537 10200 SH SHR/OTHR 20 10200 D BAXTER INTL INC COM 07181310 337 6399 SH SHARED 21 6399 D BAXTER INTL INC COM 07181310 587 11147 SH SHARED 22 5875 5272 D BAXTER INTL INC COM 07181310 166 3160 SH SHR/OTHR 22 3160 D BAXTER INTL INC COM 07181310 801 15225 SH SHARED 23 15225 D BAXTER INTL INC COM 07181310 3232 61370 SH SHR/OTHR 23 61370 D BAXTER INTL INC COM 07181310 109 2072 SH SHARED 24 2072 D BAY NATL CORP COM 07250010 0 48 SH SHARED 48 D BAYER A G SPONSORED ADR 07273030 15 250 SH SHARED 02 250 D BAYTEX ENERGY TR TRUST UNIT 07317610 28 1600 SH SHARED 1600 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 649 52100 SH SHARED 52100 D BE AEROSPACE INC COM 07330210 61 1954 SH SHARED 1954 D BE 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SH SHARED 10 775600 45600 D BEASLEY BROADCAST GROUP INC CL A 07401410 1 138 SH SHARED 138 D BEAZER HOMES USA INC COM 07556Q10 630 21719 SH SHARED 21719 D BEAZER HOMES USA INC COM 07556Q10 1239 42700 SH SHARED 01 17800 24900 D BEAZER HOMES USA INC COM 07556Q10 29 1000 SH SHR/OTHR 01 1000 D BEAZER HOMES USA INC COM 07556Q10 3088 106385 SH SHARED 02 106385 D BEAZER HOMES USA INC COM 07556Q10 537 18500 SH SHARED 10 18500 D BEAZER HOMES USA INC COM 07556Q10 365 12600 SH SHARED 14 12600 D BEBE STORES INC COM 07557110 10 605 SH SHARED 605 D BEBE STORES INC COM 07557110 13 775 SH SHARED 01 775 D BEBE STORES INC COM 07557110 116 6706 SH SHARED 02 6706 D BEBE STORES INC COM 07557110 22851 1314800 SH SHARED 10 1010600 304200 D BECKMAN COULTER INC COM 07581110 15203 237960 SH SHARED 237960 D BECKMAN COULTER INC COM 07581110 1238 19392 SH SHARED 01 19392 D BECKMAN COULTER INC COM 07581110 4165 65193 SH SHARED 02 6889 58304 D BECKMAN COULTER INC COM 07581110 107 1690 SH SHARED 06 1400 290 D BECKMAN 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487 10000 SH SHARED 04 10000 D BEST BUY INC COM 08651610 7 150 SH SHARED 05 150 D BEST BUY INC COM 08651610 2182 44803 SH SHARED 06 40818 3985 D BEST BUY INC COM 08651610 84801 1740588 SH SHARED 10 1175878 336300 228410 D BEST BUY INC COM 08651610 233 4800 SH SHR/OTHR 10 4800 D BEST BUY INC COM 08651610 1542 31656 SH SHARED 14 31656 D BEST BUY INC COM 08651610 9 205 SH SHARED 20 30 175 D BEST BUY INC COM 08651610 194 4000 SH SHR/OTHR 21 4000 D BEST BUY INC COM 08651610 301 6185 SH SHARED 22 3700 2485 D BEST BUY INC COM 08651610 34 700 SH SHARED 24 700 D BEVERLY HILLS BANCORP DEL COM 08786610 111 14695 SH SHARED 14695 D BEVERLY HILLS BANCORP DEL COM 08786610 2337 307600 SH SHARED 10 307600 D BEVERLY NATL CORP COM 08811510 2 100 SH SHARED 100 D BEVERLY NATL CORP COM 08811510 38 1755 SH SHARED 01 1755 D BHP BILLITON LTD SPONSORED ADR 08860610 5962 123074 SH SHARED 121874 1200 D BHP BILLITON LTD SPONSORED ADR 08860610 8384 173053 SH SHARED 01 91933 81120 D BHP BILLITON LTD SPONSORED ADR 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12501010 90 6500 SH SHARED 01 6500 D C COR INC COM 12501010 1 140 SH SHARED 02 140 D C COR INC COM 12501010 3151 227400 SH SHARED 10 227400 D C D I CORP COM 12507110 7532 260476 SH SHARED 260476 D C D I CORP COM 12507110 17 600 SH SHARED 01 600 D C D I CORP COM 12507110 1 38 SH SHARED 02 38 D C D I CORP COM 12507110 92 3200 SH SHARED 10 3200 D C D W CORP COM 12512N10 490 7991 SH SHARED 7991 D C D W CORP COM 12512N10 1558 25377 SH SHARED 01 6700 18677 D C D W CORP COM 12512N10 978 15925 SH SHARED 02 15925 D C D W CORP COM 12512N10 116 1900 SH SHARED 06 1550 350 D C D W CORP COM 12512N10 196 3200 SH SHARED 10 1500 1700 D C D W CORP COM 12512N10 298 4860 SH SHARED 14 4860 D CEC ENTMT INC COM 12513710 4116 99104 SH SHARED 99104 D CEC ENTMT INC COM 12513710 78 1900 SH SHARED 01 1900 D CEC ENTMT INC COM 12513710 3 96 SH SHARED 02 96 D CEC ENTMT INC COM 12513710 7425 178750 SH SHARED 10 129350 49400 D CECO ENVIRONMENTAL CORP COM 12514110 3899 312203 SH SHARED 312203 D CFS BANCORP INC COM 12525D10 3 247 SH SHARED 247 D CF INDS HLDGS INC COM 12526910 47 1224 SH SHARED 1224 D CF INDS HLDGS INC COM 12526910 165 4300 SH SHARED 01 4300 D CF INDS HLDGS INC COM 12526910 58 1510 SH SHARED 02 510 1000 D CF INDS HLDGS INC COM 12526910 1927 50000 SH SHARED 04 50000 D CF INDS HLDGS INC COM 12526910 10770 279400 SH SHARED 10 136400 143000 D CH ENERGY GROUP INC COM 12541M10 19 404 SH SHARED 404 D CH ENERGY GROUP INC COM 12541M10 9 200 SH SHARED 01 200 D CH ENERGY GROUP INC COM 12541M10 50 1034 SH SHARED 02 1034 D CH ENERGY GROUP INC COM 12541M10 340 7000 SH SHARED 10 7000 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 5006 104195 SH SHARED 104195 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 384 8000 SH SHARED 01 1350 6650 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 1616 33634 SH SHARED 02 31129 2505 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 615 12800 SH SHARED 06 12800 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 5596 116470 SH SHARED 10 115670 800 D CIGNA CORP COM 12550910 22176 155453 SH SHARED 155453 D CIGNA CORP COM 12550910 3325 23309 SH SHARED 01 23309 D CIGNA CORP COM 12550910 6871 48165 SH SHARED 02 46532 1633 D CIGNA CORP COM 12550910 1868 13100 SH SHARED 04 13100 D CIGNA CORP COM 12550910 8 60 SH SHARED 05 60 D CIGNA CORP COM 12550910 3244 22741 SH SHARED 06 21311 1430 D CIGNA CORP COM 12550910 22806 159869 SH SHARED 10 135022 24847 D CIGNA CORP COM 12550910 57 400 SH SHARED 14 400 D CIGNA CORP COM 12550910 841 5898 SH SHARED 23 5898 D CIGNA CORP COM 12550910 427 3000 SH SHR/OTHR 23 3000 D CIT GROUP INC COM 12558110 18597 351422 SH SHARED 331698 19724 D CIT GROUP INC COM 12558110 6998 132244 SH SHARED 01 112293 19951 D CIT GROUP INC COM 12558110 8894 168078 SH SHARED 02 153325 14753 D CIT GROUP INC COM 12558110 3742 70728 SH SHARED 04 48703 22025 D CIT GROUP INC COM 12558110 622 11760 SH SHARED 05 11760 D CIT GROUP INC COM 12558110 2259 42690 SH SHARED 06 40950 1740 D CIT GROUP INC COM 12558110 47072 889499 SH SHARED 10 871999 17500 D CIT GROUP INC COM 12558110 531 10039 SH SHARED 14 10039 D CIT GROUP INC COM 12558110 8372 158208 SH SHARED 19 158208 D CIT GROUP INC COM 12558110 37 700 SH SHR/OTHR 23 700 D CKE RESTAURANTS INC COM 12561E10 2212 117303 SH SHARED 117303 D CKE RESTAURANTS INC COM 12561E10 25 1361 SH SHARED 02 1361 D CKE RESTAURANTS INC COM 12561E10 411 21800 SH SHARED 10 21800 D CLECO CORP NEW COM 12561W10 5015 194171 SH SHARED 194171 D CLECO CORP NEW COM 12561W10 72 2805 SH SHARED 01 105 2700 D CLECO CORP NEW COM 12561W10 21 818 SH SHARED 02 818 D CLECO CORP NEW COM 12561W10 666 25800 SH SHARED 10 12900 12900 D CLECO CORP NEW COM 12561W10 90 3500 SH SHARED 21 3500 D CLECO CORP NEW COM 12561W10 103 4000 SH SHR/OTHR 23 4000 D CKX INC COM 12562M10 12 1112 SH SHARED 1112 D CKX INC COM 12562M10 3 300 SH SHARED 02 300 D CKX INC COM 12562M10 186 16843 SH SHARED 10 16843 D CMGI INC COM 12575010 40 18934 SH SHARED 14934 4000 D CMGI INC COM 12575010 13 6411 SH SHARED 02 411 6000 D CMGI INC COM 12575010 338 159800 SH SHARED 10 159800 D CMGI INC COM 12575010 1 700 SH SHARED 20 700 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 2392 1775000 PRN SHARED 02 1775000 D CMS ENERGY CORP NOTE 3.375% 7/1 125896AY 25620 15000000 PRN SHARED 15000000 D CMS ENERGY CORP NOTE 3.375% 7/1 125896AY 4705 2755000 PRN SHARED 02 2755000 D CMS ENERGY CORP COM 12589610 11608 652180 SH SHARED 652180 D CMS ENERGY CORP COM 12589610 1331 74800 SH SHARED 01 34800 40000 D CMS ENERGY CORP COM 12589610 1684 94648 SH SHARED 02 85570 9078 D CMS ENERGY CORP COM 12589610 267 15000 SH SHARED 06 15000 D CMS ENERGY CORP COM 12589610 5082 285521 SH SHARED 10 285521 D CMS ENERGY CORP COM 12589610 89 5000 SH SHR/OTHR 23 5000 D CPI CORP COM 12590210 6 131 SH SHARED 131 D CPI CORP COM 12590210 24 471 SH SHARED 02 471 D CSS INDS INC COM 12590610 2391 63800 SH SHARED 63800 D CSS INDS INC COM 12590610 635 16961 SH SHARED 01 16961 D CSK AUTO CORP COM 12596510 2967 172522 SH SHARED 172522 D CSK AUTO CORP COM 12596510 860 50000 SH SHARED 02 50000 D CSK AUTO CORP COM 12596510 5 300 SH SHARED 10 300 D CNA FINL CORP COM 12611710 13238 307237 SH SHARED 266337 40900 D CNA FINL CORP COM 12611710 168 3899 SH SHARED 01 3899 D CNA FINL CORP COM 12611710 64 1494 SH SHARED 02 1494 D CNA FINL CORP COM 12611710 284 6600 SH SHARED 06 6600 D CNA FINL CORP COM 12611710 22574 523900 SH SHARED 10 66600 213900 243400 D CNA SURETY CORP COM 12612L10 8 410 SH SHARED 410 D CNA SURETY CORP COM 12612L10 14 670 SH SHARED 02 670 D CNA SURETY CORP COM 12612L10 812 38500 SH SHARED 10 38500 D CNET NETWORKS INC COM 12613R10 3356 385320 SH SHARED 385320 D CNET NETWORKS INC COM 12613R10 4 500 SH SHARED 02 100 400 D CNET NETWORKS INC COM 12613R10 595 68400 SH SHARED 04 68400 D CNET NETWORKS INC COM 12613R10 825 94743 SH SHARED 10 8043 86700 D CNOOC LTD SPONSORED ADR 12613210 2236 25520 SH SHARED 25520 D CNOOC LTD SPONSORED ADR 12613210 14 170 SH SHARED 02 170 D CNOOC LTD SPONSORED ADR 12613210 175 2000 SH SHARED 04 2000 D CNOOC LTD SPONSORED ADR 12613210 15 181 SH SHARED 21 181 D CPAC INC COM 12614510 0 116 SH SHARED 116 D CP HOLDRS DEP RCPTS CP 12616K10 21 200 SH SHR/OTHR 23 200 D CNX GAS CORP COM 12618H30 38 1357 SH SHARED 1357 D CNX GAS CORP COM 12618H30 152 5371 SH SHARED 02 500 4871 D CNX GAS CORP COM 12618H30 277 9800 SH SHARED 10 9800 D CPI INTERNATIONAL INC COM 12618M10 3 174 SH SHARED 174 D CPI INTERNATIONAL INC COM 12618M10 14 755 SH SHARED 02 755 D CRA INTL INC COM 12618T10 15 288 SH SHARED 288 D CSG SYS INTL INC COM 12634910 1027 41085 SH SHARED 41085 D CSG SYS INTL INC COM 12634910 1753 70100 SH SHARED 01 54400 15700 D CSG SYS INTL INC COM 12634910 578 23125 SH SHARED 02 21625 1500 D CSG SYS INTL INC COM 12634910 4681 187100 SH SHARED 10 12500 174600 D CSP INC COM 12638910 0 75 SH SHARED 75 D CSX CORP DBCV 10/3 126408GA 14334 10052000 PRN SHARED 10052000 D CSX CORP DBCV 10/3 126408GA 6712 4707000 PRN SHARED 02 4707000 D CSX CORP DBCV 10/3 126408GA 499 350000 PRN SHARED 06 350000 D CSX CORP COM 12640810 738458 18438410 SH SHARED 18438410 D CSX CORP COM 12640810 3029 75640 SH SHARED 01 11000 64640 D CSX CORP COM 12640810 480 12000 SH SHR/OTHR 01 12000 D CSX CORP COM 12640810 21548 538042 SH SHARED 02 453442 84600 D CSX CORP COM 12640810 7 180 SH SHARED 05 180 D CSX CORP COM 12640810 2574 64280 SH SHARED 06 60080 4200 D CSX CORP COM 12640810 19048 475610 SH SHARED 10 447410 28200 D CSX CORP COM 12640810 1589 39700 SH SHARED 14 39700 D CSX CORP COM 12640810 401 10032 SH SHARED 23 10032 D CSX CORP COM 12640810 2290 57200 SH SHR/OTHR 23 57200 D CTC MEDIA INC COM 12642X10 9 365 SH SHARED 365 D CTC MEDIA INC COM 12642X10 5 220 SH SHARED 02 220 D CT COMMUNICATIONS INC COM NEW 12642640 5044 209332 SH SHARED 209332 D CT COMMUNICATIONS INC COM NEW 12642640 156 6500 SH SHARED 01 6500 D CT COMMUNICATIONS INC COM NEW 12642640 1 58 SH SHARED 02 58 D CT COMMUNICATIONS INC COM NEW 12642640 5887 244300 SH SHARED 10 244300 D CTS CORP COM 12650110 12 919 SH SHARED 919 D CTS CORP COM 12650110 1 104 SH SHARED 02 104 D CVB FINL CORP COM 12660010 20 1718 SH SHARED 1718 D CVB FINL CORP COM 12660010 97 8168 SH SHARED 01 8168 D CVB FINL CORP COM 12660010 476 40001 SH SHARED 10 25 39976 D CVS CORP COM 12665010 1550265 45409070 SH SHARED 44459370 949700 D CVS CORP COM 12665010 119232 3492472 SH SHARED 01 51538 3440934 D CVS CORP COM 12665010 439 12885 SH SHR/OTHR 01 12885 D CVS CORP COM 12665010 34983 1024695 SH SHARED 02 838127 186568 D CVS CORP COM 12665010 104266 3054098 SH SHARED 04 3050510 3588 D CVS CORP COM 12665010 1307 38300 SH SHARED 05 38300 D CVS CORP COM 12665010 18963 555469 SH SHARED 06 423243 132226 D CVS CORP COM 12665010 96080 2814303 SH SHARED 10 2537937 276366 D CVS CORP COM 12665010 456 13376 SH SHARED 14 6674 6702 D CVS CORP COM 12665010 5974 175000 SH SHARED 16 175000 D CVS CORP COM 12665010 828 24258 SH SHARED 18 24258 D CVS CORP COM 12665010 225 6598 SH SHARED 20 1653 4945 D CVS CORP COM 12665010 12 367 SH SHR/OTHR 20 367 D CVS CORP COM 12665010 108 3173 SH SHARED 21 3173 D CVS CORP COM 12665010 357 10481 SH SHARED 22 3366 7115 D CVS CORP COM 12665010 49 1460 SH SHR/OTHR 22 1460 D CVS CORP COM 12665010 2377 69631 SH SHARED 23 58175 11456 D CVS CORP COM 12665010 5636 165106 SH SHR/OTHR 23 165106 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 3677 4342000 PRN SHARED 4342000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 423 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC COM 12666710 2339 297271 SH SHARED 297271 D CV THERAPEUTICS INC COM 12666710 46 5900 SH SHARED 01 5900 D CV THERAPEUTICS INC COM 12666710 65 8346 SH SHARED 02 1975 6371 D CV THERAPEUTICS INC COM 12666710 5 703 SH SHARED 10 703 D CA INC COM 12673P10 6685 258037 SH SHARED 258037 D CA INC COM 12673P10 2641 101968 SH SHARED 01 23500 78468 D CA INC COM 12673P10 2945 113670 SH SHARED 02 108631 5039 D CA INC COM 12673P10 7 300 SH SHARED 05 300 D CA INC COM 12673P10 1253 48390 SH SHARED 06 44200 4190 D CA INC COM 12673P10 4799 185218 SH SHARED 10 159211 26007 D CA INC COM 12673P10 351 13567 SH SHARED 14 13567 D CABELAS INC COM 12680430 26 1082 SH SHARED 1082 D CABELAS INC COM 12680430 16 670 SH SHARED 02 670 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 24178 794576 SH SHARED 794576 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 427 14038 SH SHARED 01 14038 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 3847 126436 SH SHARED 02 52341 74095 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 1521 50000 SH SHARED 04 50000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 280 9220 SH SHARED 06 8100 1120 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 13803 453600 SH SHARED 10 245800 207800 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 137 4520 SH SHARED 21 4520 D CABOT CORP COM 12705510 489 10263 SH SHARED 10263 D CABOT CORP COM 12705510 935 19600 SH SHARED 01 19600 D CABOT CORP COM 12705510 564 11820 SH SHARED 02 7280 4540 D CABOT CORP COM 12705510 1021 21400 SH SHARED 10 19300 2100 D CABOT MICROELECTRONICS CORP COM 12709P10 19 595 SH SHARED 595 D CABOT MICROELECTRONICS CORP COM 12709P10 15 455 SH SHARED 02 69 386 D CABOT MICROELECTRONICS CORP COM 12709P10 221 6600 SH SHARED 10 6600 D CABOT OIL & GAS CORP COM 12709710 7519 111700 SH SHARED 111700 D CABOT OIL & GAS CORP COM 12709710 148 2200 SH SHARED 01 2200 D CABOT OIL & GAS CORP COM 12709710 664 9868 SH SHARED 02 8238 1630 D CABOT OIL & GAS CORP COM 12709710 1608 23900 SH SHARED 10 19900 4000 D CACHE INC COM NEW 12715030 6 356 SH SHARED 356 D CACHE INC COM NEW 12715030 80 4511 SH SHARED 02 4511 D CACI INTL INC CL A 12719030 1169 24954 SH SHARED 24954 D CACI INTL INC CL A 12719030 4 90 SH SHARED 02 90 D CACI INTL INC CL A 12719030 20154 430100 SH SHARED 10 422600 7500 D CACI INTL INC CL A 12719030 1030 22000 SH SHARED 14 22000 D CACI INTL INC CL A 12719030 210 4500 SH SHR/OTHR 21 4500 D CACI INTL INC CL A 12719030 44 950 SH SHR/OTHR 23 950 D CADBURY SCHWEPPES PLC ADR 12720930 14 290 SH SHARED 02 290 D CADBURY SCHWEPPES PLC ADR 12720930 205 4000 SH SHR/OTHR 21 4000 D CADENCE FINL CORP COM 12738A10 5 264 SH SHARED 264 D CADENCE PHARMACEUTICALS INC COM 12738T10 2692 181958 SH SHARED 181958 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 2162 1584000 PRN SHARED 02 1584000 D CADENCE DESIGN SYSTEM INC COM 12738710 11993 569482 SH SHARED 569482 D CADENCE DESIGN SYSTEM INC COM 12738710 1722 81809 SH SHARED 01 81809 D CADENCE DESIGN SYSTEM INC COM 12738710 940 44679 SH SHARED 02 37349 7330 D CADENCE DESIGN SYSTEM INC COM 12738710 245 11680 SH SHARED 06 9100 2580 D CADENCE DESIGN SYSTEM INC COM 12738710 16906 802800 SH SHARED 10 765600 37200 D CADENCE DESIGN SYSTEM INC COM 12738710 320 15200 SH SHARED 14 15200 D CADIZ INC COM NEW 12753720 4 191 SH SHARED 191 D CADIZ INC COM NEW 12753720 21 855 SH SHARED 02 855 D CAESARS ENTMT INC FRNT 4/1 127687AB 3099 2315000 PRN SHARED 02 2315000 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 45207 32500000 PRN SHARED 32500000 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 6405 4605000 PRN SHARED 02 4605000 D CAL DIVE INTL INC DEL COM 12802T10 6 552 SH SHARED 552 D CAL MAINE FOODS INC COM NEW 12803020 3 277 SH SHARED 277 D CAL MAINE FOODS INC COM NEW 12803020 12 923 SH SHARED 02 923 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 1054 62247 SH SHARED 62247 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 46 2744 SH SHARED 02 2744 D CALAMOS ASSET MGMT INC CL A 12811R10 2536 113620 SH SHARED 113620 D CALAMOS ASSET MGMT INC CL A 12811R10 709 31800 SH SHARED 01 31800 D CALAMOS ASSET MGMT INC CL A 12811R10 21 960 SH SHARED 02 960 D CALAMOS ASSET MGMT INC CL A 12811R10 803 36016 SH SHARED 10 29216 6800 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 66 3300 SH SHARED 3300 D CALAMP CORP COM 12812610 5 595 SH SHARED 595 D CALAVO GROWERS INC COM 12824610 3 286 SH SHARED 286 D CALGON CARBON CORP COM 12960310 8 987 SH SHARED 987 D CALGON CARBON CORP COM 12960310 1662 200000 SH SHARED 04 200000 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 8912 439244 SH SHARED 439244 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 0 57 SH SHARED 57 D CALIFORNIA MICRO DEVICES COR COM 13043910 2 567 SH SHARED 567 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 15 476 SH SHARED 476 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 65 2000 SH SHARED 01 2000 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 1 57 SH SHARED 02 57 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 480 14600 SH SHARED 10 14600 D CALIFORNIA WTR SVC GROUP COM 13078810 45 1190 SH SHARED 1190 D CALIFORNIA WTR SVC GROUP COM 13078810 1801 47000 SH SHARED 05 47000 D CALIFORNIA WTR SVC GROUP COM 13078810 459 12000 SH SHARED 10 12000 D CALIPER LIFE SCIENCES INC COM 13087210 6 1192 SH SHARED 1192 D CALIPER LIFE SCIENCES INC COM 13087210 19 3403 SH SHARED 02 3403 D CALLAWAY GOLF CO COM 13119310 9231 585730 SH SHARED 585730 D CALLAWAY GOLF CO COM 13119310 319 20300 SH SHARED 01 20300 D CALLAWAY GOLF CO COM 13119310 112 7165 SH SHARED 02 6200 965 D CALLAWAY GOLF CO COM 13119310 8058 511300 SH SHARED 10 490900 20400 D CALLIDUS SOFTWARE INC COM 13123E50 2 324 SH SHARED 324 D CALLON PETE CO DEL COM 13123X10 7 520 SH SHARED 520 D CALLON PETE CO DEL COM 13123X10 111 8200 SH SHARED 01 8200 D CALLON PETE CO DEL COM 13123X10 1749 128900 SH SHARED 10 128900 D CALLWAVE INC DEL COM 13126N10 6 2200 SH SHARED 02 2200 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 13 288 SH SHARED 288 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 192 4000 SH SHARED 02 4000 D CAM COMM SOLUTIONS INC COM 13191610 1 72 SH SHARED 72 D CAMBREX CORP COM 13201110 13177 535686 SH SHARED 535686 D CAMBREX CORP COM 13201110 1 79 SH SHARED 02 79 D CAMBREX CORP COM 13201110 381 15500 SH SHARED 10 300 15200 D CAMCO FINL CORP COM 13261810 2 186 SH SHARED 186 D CAMDEN NATL CORP COM 13303410 6 149 SH SHARED 149 D CAMDEN NATL CORP COM 13303410 225 5200 SH SHARED 10 5200 D CAMDEN PPTY TR SH BEN INT 13313110 918 13069 SH SHARED 13069 D CAMDEN PPTY TR SH BEN INT 13313110 14 200 SH SHARED 01 200 D CAMDEN PPTY TR SH BEN INT 13313110 889 12650 SH SHARED 02 9885 2765 D CAMDEN PPTY TR SH BEN INT 13313110 1476 21000 SH SHARED 04 21000 D CAMDEN PPTY TR SH BEN INT 13313110 273 3883 SH SHARED 14 3883 D CAMECO CORP COM 13321L10 10292 251400 SH SHARED 203200 48200 D CAMECO CORP COM 13321L10 102 2514 SH SHARED 01 2514 D CAMECO CORP COM 13321L10 98 2400 SH SHR/OTHR 01 2400 D CAMECO CORP COM 13321L10 4672 114132 SH SHARED 02 73507 40625 D CAMECO CORP COM 13321L10 7696 188000 SH SHARED 04 188000 D CAMECO CORP COM 13321L10 8 200 SH SHARED 05 200 D CAMECO CORP COM 13321L10 6471 158064 SH SHARED 06 127764 30300 D CAMECO CORP COM 13321L10 1060 25900 SH SHARED 10 18800 7100 D CAMECO CORP COM 13321L10 1283 31343 SH SHARED 14 9200 22143 D CAMECO CORP COM 13321L10 81 2000 SH SHR/OTHR 23 2000 D CAMERON INTERNATIONAL CORP COM 13342B10 1760 28042 SH SHARED 14842 13200 D CAMERON INTERNATIONAL CORP COM 13342B10 24807 395081 SH SHARED 01 218066 177015 D CAMERON INTERNATIONAL CORP COM 13342B10 3098 49345 SH SHR/OTHR 01 49345 D CAMERON INTERNATIONAL CORP COM 13342B10 3135 49942 SH SHARED 02 38142 11800 D CAMERON INTERNATIONAL CORP COM 13342B10 226 3600 SH SHARED 06 2600 1000 D CAMERON INTERNATIONAL CORP COM 13342B10 11542 183827 SH SHARED 10 172217 11610 D CAMERON INTERNATIONAL CORP COM 13342B10 193 3075 SH SHR/OTHR 10 3075 D CAMERON INTERNATIONAL CORP COM 13342B10 226 3600 SH SHARED 14 3600 D CAMERON INTERNATIONAL CORP COM 13342B10 3882 61828 SH SHARED 20 9995 51833 D CAMERON INTERNATIONAL CORP COM 13342B10 687 10950 SH SHR/OTHR 20 10950 D CAMERON INTERNATIONAL CORP COM 13342B10 209 3340 SH SHARED 21 3340 D CAMERON INTERNATIONAL CORP COM 13342B10 62 1000 SH SHR/OTHR 21 1000 D CAMERON INTERNATIONAL CORP COM 13342B10 1224 19498 SH SHARED 22 13513 5985 D CAMERON INTERNATIONAL CORP COM 13342B10 147 2350 SH SHR/OTHR 22 2350 D CAMERON INTERNATIONAL CORP COM 13342B10 2486 39600 SH SHARED 23 35050 4550 D CAMERON INTERNATIONAL CORP COM 13342B10 2349 37420 SH SHR/OTHR 23 37420 D CAMERON INTERNATIONAL CORP COM 13342B10 1030 16418 SH SHARED 24 16418 D CAMPBELL SOUP CO COM 13442910 23833 611897 SH SHARED 611897 D CAMPBELL SOUP CO COM 13442910 6917 177608 SH SHARED 01 97585 80023 D CAMPBELL SOUP CO COM 13442910 93 2400 SH SHR/OTHR 01 2400 D CAMPBELL SOUP CO COM 13442910 2039 52361 SH SHARED 02 52361 D CAMPBELL SOUP CO COM 13442910 7 200 SH SHARED 05 200 D CAMPBELL SOUP CO COM 13442910 1031 26480 SH SHARED 06 24400 2080 D CAMPBELL SOUP CO COM 13442910 4891 125594 SH SHARED 10 107694 17900 D CAMPBELL SOUP CO COM 13442910 323 8300 SH SHARED 14 8300 D CAMPBELL SOUP CO COM 13442910 571 14685 SH SHARED 20 1685 13000 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 33751 389066 SH SHARED 387566 1500 D CDN IMPERIAL BK OF COMMERCE COM 13606910 44 514 SH SHARED 01 514 D CDN IMPERIAL BK OF COMMERCE COM 13606910 12916 148896 SH SHARED 02 148896 D CDN IMPERIAL BK OF COMMERCE COM 13606910 53082 611900 SH SHARED 04 611900 D CDN IMPERIAL BK OF COMMERCE COM 13606910 17 203 SH SHARED 05 203 D CDN IMPERIAL BK OF COMMERCE COM 13606910 1434 16532 SH SHARED 06 14812 1720 D CDN IMPERIAL BK OF COMMERCE COM 13606910 71 820 SH SHARED 10 820 D CDN IMPERIAL BK OF COMMERCE COM 13606910 600 6927 SH SHARED 14 6927 D CDN IMPERIAL BK OF COMMERCE COM 13606910 5552 64000 SH SHARED 16 64000 D CANADIAN NATL RY CO COM 13637510 185 4200 SH SHARED 4200 D CANADIAN NATL RY CO COM 13637510 57283 1297759 SH SHARED 1202991 94768 D CANADIAN NATL RY CO COM 13637510 197 4476 SH SHARED 01 4476 D CANADIAN NATL RY CO COM 13637510 88 2000 SH SHR/OTHR 01 2000 D CANADIAN NATL RY CO COM 13637510 26281 595407 SH SHARED 02 587207 8200 D CANADIAN NATL RY CO COM 13637510 5361 121460 SH SHARED 04 121460 D CANADIAN NATL RY CO COM 13637510 8 200 SH SHARED 05 200 D CANADIAN NATL RY CO COM 13637510 11479 260066 SH SHARED 06 49516 210550 D CANADIAN NATL RY CO COM 13637510 75 1700 SH SHARED 10 1700 D CANADIAN NATL RY CO COM 13637510 82 1876 SH SHARED 14 1876 D CANADIAN NATL RY CO COM 13637510 1137 25760 SH SHARED 15 25760 D CANADIAN NAT RES LTD COM 13638510 3114 56434 SH SHARED 34634 21800 D CANADIAN NAT RES LTD COM 13638510 170 3092 SH SHARED 01 3092 D CANADIAN NAT RES LTD COM 13638510 46497 842493 SH SHARED 02 842298 195 D CANADIAN NAT RES LTD COM 13638510 13245 240000 SH SHARED 04 240000 D CANADIAN NAT RES LTD COM 13638510 16 300 SH SHARED 05 300 D CANADIAN NAT RES LTD COM 13638510 3011 54573 SH SHARED 06 29473 25100 D CANADIAN NAT RES LTD COM 13638510 2312 41900 SH SHARED 10 31900 10000 D CANADIAN NAT RES LTD COM 13638510 1226 22226 SH SHARED 14 3000 19226 D CANADIAN PAC RY LTD COM 13645T10 2042 36180 SH SHARED 36180 D CANADIAN PAC RY LTD COM 13645T10 38 677 SH SHARED 01 677 D CANADIAN PAC RY LTD COM 13645T10 63 1125 SH SHR/OTHR 01 1125 D CANADIAN PAC RY LTD COM 13645T10 11999 212567 SH SHARED 02 208876 3691 D CANADIAN PAC RY LTD COM 13645T10 8 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 87 1554 SH SHARED 06 754 800 D CANADIAN PAC RY LTD COM 13645T10 33 601 SH SHARED 10 601 D CANADIAN SOLAR INC COM 13663510 3948 405000 SH SHARED 405000 D CANADIAN SOLAR INC COM 13663510 2199 225568 SH SHARED 02 195000 30568 D CANDELA CORP COM 13690710 6 609 SH SHARED 609 D CANDELA CORP COM 13690710 22 2000 SH SHR/OTHR 01 2000 D CANDELA CORP COM 13690710 54 4800 SH SHARED 02 4800 D CANARGO ENERGY CORP COM 13722510 433 409000 SH SHARED 409000 D CANARGO ENERGY CORP COM 13722510 14 13391 SH SHARED 02 13391 D CANETIC RES TR COM 13751310 23 1847 SH SHARED 1847 D CANETIC RES TR COM 13751310 9 700 SH SHARED 01 700 D CANETIC RES TR COM 13751310 43 3328 SH SHARED 02 328 3000 D CANETIC RES TR COM 13751310 25 2000 SH SHARED 10 2000 D CANETIC RES TR COM 13751310 45 3500 SH SHARED 14 3500 D CANO PETE INC COM 13780110 3 684 SH SHARED 684 D CANO PETE INC COM 13780110 9 2000 SH SHR/OTHR 22 2000 D CANON INC ADR 13800630 24 450 SH SHARED 01 450 D CANON INC ADR 13800630 40 750 SH SHR/OTHR 01 750 D CANON INC ADR 13800630 18 352 SH SHARED 02 352 D CANTEL MEDICAL CORP COM 13809810 4 301 SH SHARED 301 D CANTERBURY PARK HOLDING CORP COM 13811E10 424 29902 SH SHARED 29902 D CAPELLA EDUCATION COMPANY COM 13959410 3 98 SH SHARED 98 D CAPITAL CITY BK GROUP INC COM 13967410 10 328 SH SHARED 328 D CAPITAL CITY BK GROUP INC COM 13967410 246 7400 SH SHARED 10 7400 D CAPITAL BK CORP COM 13979310 4 269 SH SHARED 269 D CAPITAL CORP OF THE WEST COM NEW 14006520 131 4943 SH SHARED 4943 D CAPITAL LEASE FDG INC COM 14028810 9 850 SH SHARED 850 D CAPITAL LEASE FDG INC COM 14028810 10354 966800 SH SHARED 10 966800 D CAPITAL ONE FINL CORP COM 14040H10 39411 522285 SH SHARED 522285 D CAPITAL ONE FINL CORP COM 14040H10 6043 80095 SH SHARED 01 10700 69395 D CAPITAL ONE FINL CORP COM 14040H10 0 8 SH SHR/OTHR 01 8 D CAPITAL ONE FINL CORP COM 14040H10 7992 105916 SH SHARED 02 103781 2135 D CAPITAL ONE FINL CORP COM 14040H10 3395 45000 SH SHARED 04 45000 D CAPITAL ONE FINL CORP COM 14040H10 3 40 SH SHARED 05 40 D CAPITAL ONE FINL CORP COM 14040H10 3268 43312 SH SHARED 06 39802 3510 D CAPITAL ONE FINL CORP COM 14040H10 17976 238228 SH SHARED 10 229445 8783 D CAPITAL ONE FINL CORP COM 14040H10 1632 21635 SH SHARED 14 21635 D CAPITAL ONE FINL CORP COM 14040H10 2 27 SH SHARED 20 27 D CAPITAL ONE FINL CORP COM 14040H10 3 50 SH SHARED 23 50 D CAPITAL ONE FINL CORP COM 14040H10 4 62 SH SHR/OTHR 23 62 D CAPITAL PPTYS INC R I COM 14043010 0 34 SH SHARED 34 D CAPITAL SR LIVING CORP COM 14047510 6 557 SH SHARED 557 D CAPITAL SOUTHWEST CORP COM 14050110 230 1500 SH SHARED 10 1500 D CAPITAL TRUST INC MD CL A NEW 14052H50 765 16805 SH SHARED 16805 D CAPITAL TRUST INC MD CL A NEW 14052H50 656 14400 SH SHARED 10 5900 8500 D CAPITALSOURCE INC COM 14055X10 1602 63770 SH SHARED 63770 D CAPITALSOURCE INC COM 14055X10 218 8700 SH SHARED 01 8700 D CAPITALSOURCE INC COM 14055X10 228 9101 SH SHARED 02 7076 2025 D CAPITALSOURCE INC COM 14055X10 57 2300 SH SHARED 10 2300 D CAPITALSOURCE INC COM 14055X10 78 3140 SH SHR/OTHR 23 3140 D CAPITALSOUTH BANCORP COM 14056A10 1 64 SH SHARED 64 D CAPITOL BANCORP LTD COM 14056D10 1266 34369 SH SHARED 34369 D CAPITOL BANCORP LTD COM 14056D10 305 8300 SH SHARED 10 8300 D CAPITOL FED FINL COM 14057C10 19 524 SH SHARED 524 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 84 2245 SH SHARED 02 2245 D CAPITOL FED FINL COM 14057C10 211 5600 SH SHARED 10 5600 D CAPSTONE TURBINE CORP COM 14067D10 74 70505 SH SHARED 70505 D CAPSTONE TURBINE CORP COM 14067D10 5 5350 SH SHARED 02 5350 D CAPSTEAD MTG CORP COM NO PAR 14067E50 4 465 SH SHARED 465 D CAPTARIS INC COM 14071N10 3 667 SH SHARED 667 D CAPTARIS INC COM 14071N10 58 10177 SH SHARED 02 10177 D CARACO PHARMACEUTICAL LABS L COM 14075T10 27 2250 SH SHARED 2250 D CARACO PHARMACEUTICAL LABS L COM 14075T10 24 2000 SH SHARED 01 2000 D CARACO PHARMACEUTICAL LABS L COM 14075T10 163 13400 SH SHARED 10 13400 D CARBO CERAMICS INC COM 14078110 22 480 SH SHARED 480 D CARBO CERAMICS INC COM 14078110 24 520 SH SHARED 02 520 D CARBO CERAMICS INC COM 14078110 214 4600 SH SHARED 10 4600 D CARAUSTAR INDS INC COM 14090910 4 745 SH SHARED 745 D CARAUSTAR INDS INC COM 14090910 0 86 SH SHARED 02 86 D CARAUSTAR INDS INC COM 14090910 95 15200 SH SHARED 10 15200 D CARDIAC SCIENCE CORP COM 14141A10 2150 235060 SH SHARED 235060 D CARDICA INC COM 14141R10 0 176 SH SHARED 176 D CARDINAL FINL CORP COM 14149F10 6 624 SH SHARED 624 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL HEALTH INC COM 14149Y10 32378 443844 SH SHARED 443844 D CARDINAL HEALTH INC COM 14149Y10 5498 75373 SH SHARED 01 12023 63350 D CARDINAL HEALTH INC COM 14149Y10 5104 69973 SH SHARED 02 69638 335 D CARDINAL HEALTH INC COM 14149Y10 1823 25000 SH SHARED 04 25000 D CARDINAL HEALTH INC COM 14149Y10 13 190 SH SHARED 05 190 D CARDINAL HEALTH INC COM 14149Y10 3238 44395 SH SHARED 06 40675 3720 D CARDINAL HEALTH INC COM 14149Y10 24339 333653 SH SHARED 10 283568 50085 D CARDINAL HEALTH INC COM 14149Y10 14 200 SH SHR/OTHR 10 200 D CARDINAL HEALTH INC COM 14149Y10 663 9102 SH SHARED 14 9102 D CARDINAL HEALTH INC COM 14149Y10 1943 26644 SH SHARED 20 3450 23194 D CARDINAL HEALTH INC COM 14149Y10 295 4050 SH SHR/OTHR 20 4050 D CARDINAL HEALTH INC COM 14149Y10 570 7820 SH SHR/OTHR 23 7820 D CARDIOME PHARMA CORP COM NEW 14159U20 12 1226 SH SHARED 02 1226 D CARDIOME PHARMA CORP COM NEW 14159U20 3323 327400 SH SHARED 04 327400 D CARDIOME PHARMA CORP COM NEW 14159U20 1654 163000 SH SHARED 10 163000 D CARDIOME PHARMA CORP COM NEW 14159U20 135 13300 SH SHARED 14 13300 D CARDIODYNAMICS INTL CORP COM 14159710 0 1092 SH SHARED 1092 D CAREER EDUCATION CORP COM 14166510 3991 130877 SH SHARED 130877 D CAREER EDUCATION CORP COM 14166510 1119 36718 SH SHARED 01 36718 D CAREER EDUCATION CORP COM 14166510 324 10627 SH SHARED 02 10627 D CAREER EDUCATION CORP COM 14166510 106 3500 SH SHARED 06 2700 800 D CAREER EDUCATION CORP COM 14166510 103 3399 SH SHARED 10 2799 600 D CAREER EDUCATION CORP COM 14166510 2836 92988 SH SHARED 14 92988 D CAREMARK RX INC COM 14170510 0 6081 SH SHARED 6081 D CARIBOU COFFEE INC COM 14204220 1 187 SH SHARED 187 D CARLISLE COS INC COM 14233910 1770 41249 SH SHARED 41249 D CARLISLE COS INC COM 14233910 764 17800 SH SHARED 01 17800 D CARLISLE COS INC COM 14233910 315 7349 SH SHARED 02 7349 D CARLISLE COS INC COM 14233910 489 11400 SH SHARED 10 11400 D CARMAX INC COM 14313010 2112 86099 SH SHARED 86099 D CARMAX INC COM 14313010 1856 75642 SH SHARED 01 75642 D CARMAX INC COM 14313010 591 24093 SH SHARED 02 24023 70 D CARMAX INC COM 14313010 162 6602 SH SHARED 06 5562 1040 D CARMAX INC COM 14313010 2814 114706 SH SHARED 10 112342 2364 D CARMIKE CINEMAS INC COM 14343640 200 8638 SH SHARED 8638 D CARMIKE CINEMAS INC COM 14343640 204 8800 SH SHARED 10 8800 D CARNIVAL PLC ADR 14365C10 67 1400 SH SHARED 1400 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 16618 13500000 PRN SHARED 13500000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 8 7000 PRN SHARED 02 7000 D CARNIVAL CORP NOTE 10/2 143658AS 14472 18319000 PRN SHARED 02 18319000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 6989 10043000 PRN SHARED 02 10043000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 1199 1724000 PRN SHARED 06 1724000 D CARNIVAL CORP PAIRED CTF 14365830 223214 4763438 SH SHARED 4763438 D CARNIVAL CORP PAIRED CTF 14365830 2089 44584 SH SHARED 01 44584 D CARNIVAL CORP PAIRED CTF 14365830 19952 425787 SH SHARED 02 371087 54700 D CARNIVAL CORP PAIRED CTF 14365830 538 11500 SH SHARED 04 11500 D CARNIVAL CORP PAIRED CTF 14365830 11 240 SH SHARED 05 240 D CARNIVAL CORP PAIRED CTF 14365830 4169 88980 SH SHARED 06 84900 4080 D CARNIVAL CORP PAIRED CTF 14365830 16433 350703 SH SHARED 10 298643 52060 D CARNIVAL CORP PAIRED CTF 14365830 905 19327 SH SHARED 14 19327 D CARNIVAL CORP PAIRED CTF 14365830 35 750 SH SHARED 20 750 D CARNIVAL CORP PAIRED CTF 14365830 39 840 SH SHARED 23 840 D CARNIVAL CORP PAIRED CTF 14365830 384 8200 SH SHR/OTHR 23 8200 D CARRIAGE SVCS INC COM 14390510 3 458 SH SHARED 458 D CAROLINA NATL CORP COM 14406010 1 63 SH SHARED 63 D CARPENTER TECHNOLOGY CORP COM 14428510 6554 54274 SH SHARED 54274 D CARPENTER TECHNOLOGY CORP COM 14428510 154 1282 SH SHARED 02 1262 20 D CARPENTER TECHNOLOGY CORP COM 14428510 531 4400 SH SHARED 06 4400 D CARPENTER TECHNOLOGY CORP COM 14428510 555 4600 SH SHARED 10 4600 D CARREKER CORP COM 14443310 4 521 SH SHARED 521 D CARREKER CORP COM 14443310 237 29673 SH SHARED 01 29673 D CARREKER CORP COM 14443310 20 2500 SH SHR/OTHR 01 2500 D CARREKER CORP COM 14443310 0 61 SH SHARED 02 61 D CARRIER ACCESS CORP COM 14446010 2 532 SH SHARED 532 D CARRIER ACCESS CORP COM 14446010 32 6347 SH SHARED 02 6347 D CARRIZO OIL & CO INC COM 14457710 19 566 SH SHARED 566 D CARRIZO OIL & CO INC COM 14457710 69 1975 SH SHARED 01 1350 625 D CARRIZO OIL & CO INC COM 14457710 32884 940640 SH SHARED 10 790840 149800 D CARROLLTON BANCORP COM 14528210 1 63 SH SHARED 63 D CARROLS RESTAURANT GROUP INC COM 14574X10 1091 75249 SH SHARED 75249 D CARTER INC COM 14622910 159 6300 SH SHARED 6300 D CARTER INC COM 14622910 179 7082 SH SHARED 7082 D CARTER INC COM 14622910 9446 372800 SH SHARED 10 366000 6800 D CARTER INC COM 14622910 95 3775 SH SHARED 21 3775 D CASCADE BANCORP COM 14715410 13 524 SH SHARED 524 D CASCADE BANCORP COM 14715410 2 83 SH SHARED 02 83 D CASCADE CORP COM 14719510 16 269 SH SHARED 269 D CASCADE CORP COM 14719510 18 317 SH SHARED 02 32 285 D CASCADE FINL CORP COM 14727210 4 267 SH SHARED 267 D CASCADE MICROTECH INC COM 14732210 2 170 SH SHARED 170 D CASCADE MICROTECH INC COM 14732210 204 14372 SH SHARED 02 14372 D CASCADE NAT GAS CORP COM 14733910 7 294 SH SHARED 294 D CASCADE NAT GAS CORP COM 14733910 0 34 SH SHARED 02 34 D CASELLA WASTE SYS INC CL A 14744810 57 5928 SH SHARED 5928 D CASELLA WASTE SYS INC CL A 14744810 12 1300 SH SHARED 01 1300 D CASELLA WASTE SYS INC CL A 14744810 81 8400 SH SHARED 10 8400 D CASEYS GEN STORES INC COM 14752810 241 9657 SH SHARED 9657 D CASEYS GEN STORES INC COM 14752810 825 33000 SH SHARED 01 33000 D CASEYS GEN STORES INC COM 14752810 178 7117 SH SHARED 02 7117 D CASEYS GEN STORES INC COM 14752810 4121 164800 SH SHARED 10 12400 152400 D CASH AMER INTL INC COM 14754D10 46 1122 SH SHARED 1122 D CASH AMER INTL INC COM 14754D10 65 1600 SH SHARED 01 1600 D CASH AMER INTL INC COM 14754D10 49 1217 SH SHARED 02 387 830 D CASH AMER INTL INC COM 14754D10 820 20000 SH SHARED 04 20000 D CASH AMER INTL INC COM 14754D10 5744 140100 SH SHARED 10 500 139600 D CASH SYSTEMS INC COM 14756B10 2 435 SH SHARED 435 D CASS INFORMATION SYS INC COM 14808P10 5 173 SH SHARED 173 D CASTLE A M & CO COM 14841110 5759 196154 SH SHARED 196154 D CASTLE A M & CO COM 14841110 115 3943 SH SHARED 02 3943 D CASTLE BRANDS INC COM 14843510 1 250 SH SHARED 250 D CASUAL MALE RETAIL GRP INC COM 14871110 11 945 SH SHARED 945 D CASUAL MALE RETAIL GRP INC COM 14871110 141 12000 SH SHARED 02 12000 D CATALINA MARKETING CORP COM 14886710 266 8454 SH SHARED 8454 D CATALINA MARKETING CORP COM 14886710 391 12400 SH SHARED 01 12400 D CATALINA MARKETING CORP COM 14886710 164 5200 SH SHARED 02 3700 1500 D CATALINA MARKETING CORP COM 14886710 2447 77500 SH SHARED 10 200 77300 D CATALYST SEMICONDUCTOR INC COM 14888110 1 403 SH SHARED 403 D CATALYTICA ENERGY SYS INC COM 14888410 31 21702 SH SHARED 02 21702 D CATAPULT COMMUNICATIONS CORP COM 14901610 2 257 SH SHARED 257 D CATAPULT COMMUNICATIONS CORP COM 14901610 1 130 SH SHARED 02 130 D CATERPILLAR INC DEL COM 14912310 2158 32200 SH SHARED 32200 D CATERPILLAR INC DEL COM 14912310 196252 2927835 SH SHARED 2884335 43500 D CATERPILLAR INC DEL COM 14912310 7826 116766 SH SHARED 01 15000 101766 D CATERPILLAR INC DEL COM 14912310 11952 178323 SH SHARED 02 166065 12258 D CATERPILLAR INC DEL COM 14912310 349544 5214741 SH SHARED 04 5208021 6720 D CATERPILLAR INC DEL COM 14912310 18 270 SH SHARED 05 270 D CATERPILLAR INC DEL COM 14912310 21027 313697 SH SHARED 06 197357 116340 D CATERPILLAR INC DEL COM 14912310 102158 1524069 SH SHARED 10 913269 449100 161700 D CATERPILLAR INC DEL COM 14912310 268 4000 SH SHR/OTHR 10 4000 D CATERPILLAR INC DEL COM 14912310 4032 60156 SH SHARED 14 35000 25156 D CATERPILLAR INC DEL COM 14912310 5462 81500 SH SHARED 15 81500 D CATERPILLAR INC DEL COM 14912310 3686 55000 SH SHARED 16 55000 D CATERPILLAR INC DEL COM 14912310 499 7452 SH SHARED 20 2532 4920 D CATERPILLAR INC DEL COM 14912310 335 5000 SH SHR/OTHR 20 5000 D CATERPILLAR INC DEL COM 14912310 53 800 SH SHARED 23 800 D CATERPILLAR INC DEL COM 14912310 1199 17900 SH SHR/OTHR 23 17900 D CATERPILLAR INC DEL COM 14912310 714 10662 SH SHARED 24 10662 D CATHAY GENERAL BANCORP COM 14915010 1018 29971 SH SHARED 29971 D CATHAY GENERAL BANCORP COM 14915010 570 16800 SH SHARED 01 16800 D CATHAY GENERAL BANCORP COM 14915010 179 5268 SH SHARED 02 5268 D CATHAY GENERAL BANCORP COM 14915010 360 10600 SH SHARED 10 10600 D CATO CORP NEW CL A 14920510 5266 225177 SH SHARED 225177 D CATO CORP NEW CL A 14920510 53 2293 SH SHARED 02 2293 D CATO CORP NEW CL A 14920510 32 1400 SH SHARED 10 1400 D CAVALIER HOMES INC COM 14950710 2 451 SH SHARED 451 D CAVCO INDS INC DEL COM 14956810 5 156 SH SHARED 156 D CAVCO INDS INC DEL COM 14956810 8 238 SH SHARED 01 238 D CBOT HLDGS INC CL A 14984K10 2599 14320 SH SHARED 14320 D CBOT HLDGS INC CL A 14984K10 14 80 SH SHARED 01 80 D CBOT HLDGS INC CL A 14984K10 3727 20538 SH SHARED 02 20038 500 D CBOT HLDGS INC CL A 14984K10 878 4840 SH SHARED 10 4640 200 D CBEYOND INC COM 14984710 12 414 SH SHARED 414 D CBEYOND INC COM 14984710 196 6700 SH SHARED 01 6700 D CBEYOND INC COM 14984710 57 1945 SH SHARED 02 1945 D CBEYOND INC COM 14984710 586 20000 SH SHARED 04 20000 D CBEYOND INC COM 14984710 17891 610000 SH SHARED 10 610000 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 292 10234 SH SHARED 10234 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 553 19375 SH SHARED 02 19375 D CEDAR SHOPPING CTRS INC COM NEW 15060220 17 1072 SH SHARED 1072 D CEDAR SHOPPING CTRS INC COM NEW 15060220 16 1000 SH SHARED 02 1000 D CEDAR SHOPPING CTRS INC COM NEW 15060220 8748 540000 SH SHARED 11 540000 D CEL-SCI CORP COM NEW 15083740 1 2042 SH SHARED 2042 D CELADON GROUP INC COM 15083810 9 588 SH SHARED 588 D CELADON GROUP INC COM 15083810 1637 98050 SH SHARED 10 41750 56300 D CELANESE CORP DEL COM SER A 15087010 516 16737 SH SHARED 16737 D CELANESE CORP DEL COM SER A 15087010 2804 90945 SH SHARED 02 68002 22943 D CELANESE CORP DEL COM SER A 15087010 296 9600 SH SHARED 06 9600 D CELANESE CORP DEL COM SER A 15087010 16929 548960 SH SHARED 10 66560 308900 173500 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 241 296000 PRN SHARED 296000 D CELL GENESYS INC COM 15092110 16 3817 SH SHARED 3817 D CELL GENESYS INC COM 15092110 7 1881 SH SHARED 02 1881 D CELL THERAPEUTICS INC COM 15093410 778 489923 SH SHARED 489923 D CELL THERAPEUTICS INC COM 15093410 19 12362 SH SHARED 02 12362 D CELEBRATE EXPRESS INC COM 15100A10 378 42617 SH SHARED 42617 D CELESTICA INC SUB VTG SHS 15101Q10 3125 509895 SH SHARED 509895 D CELESTICA INC SUB VTG SHS 15101Q10 0 130 SH SHARED 01 130 D CELESTICA INC SUB VTG SHS 15101Q10 1789 291958 SH SHARED 02 291958 D CELESTICA INC SUB VTG SHS 15101Q10 1 300 SH SHARED 05 300 D CELESTICA INC SUB VTG SHS 15101Q10 2 446 SH SHARED 06 146 300 D CELGENE CORP NOTE 1.750% 6/0 151020AC 4314 996000 PRN SHARED 02 996000 D CELGENE CORP COM 15102010 225 4300 SH SHARED 4300 D CELGENE CORP COM 15102010 35890 684148 SH SHARED 684148 D CELGENE CORP COM 15102010 25941 494503 SH SHARED 01 169114 325389 D CELGENE CORP COM 15102010 5705 108750 SH SHR/OTHR 01 108750 D CELGENE CORP COM 15102010 3629 69188 SH SHARED 02 62673 6515 D CELGENE CORP COM 15102010 49600 945500 SH SHARED 04 945500 D CELGENE CORP COM 15102010 4984 95020 SH SHARED 06 91750 3270 D CELGENE CORP COM 15102010 30103 573833 SH SHARED 10 555648 18185 D CELGENE CORP COM 15102010 3 75 SH SHR/OTHR 10 75 D CELGENE CORP COM 15102010 94 1800 SH SHARED 14 1800 D CELGENE CORP COM 15102010 1260 24020 SH SHARED 20 4495 19525 D CELGENE CORP COM 15102010 467 8920 SH SHR/OTHR 20 8920 D CELGENE CORP COM 15102010 76 1450 SH SHARED 21 1450 D CELGENE CORP COM 15102010 304 5800 SH SHR/OTHR 21 5800 D CELGENE CORP COM 15102010 1341 25565 SH SHARED 22 19395 6170 D CELGENE CORP COM 15102010 133 2540 SH SHR/OTHR 22 2540 D CELGENE CORP COM 15102010 3783 72120 SH SHARED 23 67270 4850 D CELGENE CORP COM 15102010 4787 91255 SH SHR/OTHR 23 91255 D CELSION CORPORATION COM NEW 15117N30 0 247 SH SHARED 247 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 133773 4084682 SH SHARED 4084682 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 2258 68968 SH SHARED 01 68146 822 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 828 25304 SH SHARED 02 25304 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 8678 265004 SH SHARED 04 265004 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 35692 1089846 SH SHARED 10 1089846 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 36 1120 SH SHARED 23 1120 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1619 196763 SH SHARED 196763 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 93 11400 SH SHARED 01 11400 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1456 177030 SH SHARED 10 830 176200 D CENTENNIAL BK HLDGS INC DEL COM 15134530 4292 496232 SH SHARED 496232 D CENTENNIAL BK HLDGS INC DEL COM 15134530 112 13000 SH SHARED 01 13000 D CENTENE CORP DEL COM 15135B10 1954 93103 SH SHARED 93103 D CENTENE CORP DEL COM 15135B10 2505 119350 SH SHARED 01 109025 10325 D CENTENE CORP DEL COM 15135B10 2057 98000 SH SHR/OTHR 01 98000 D CENTENE CORP DEL COM 15135B10 315 15046 SH SHARED 02 13796 1250 D CENTENE CORP DEL COM 15135B10 4995 238000 SH SHARED 04 238000 D CENTENE CORP DEL COM 15135B10 41213 1963470 SH SHARED 10 1521170 442300 D CENTENE CORP DEL COM 15135B10 113 5400 SH SHARED 14 5400 D CENTER BANCORP INC COM 15140810 4 301 SH SHARED 301 D CENTER FINL CORP CALIF COM 15146E10 7 356 SH SHARED 356 D CENTER FINL CORP CALIF COM 15146E10 71 3600 SH SHARED 01 3600 D CENTER FINL CORP CALIF COM 15146E10 1674 84700 SH SHARED 10 84700 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 14743 9261000 PRN SHARED 02 9261000 D CENTERPOINT ENERGY INC COM 15189T10 13708 764118 SH SHARED 751741 12377 D CENTERPOINT ENERGY INC COM 15189T10 1477 82344 SH SHARED 01 46400 35944 D CENTERPOINT ENERGY INC COM 15189T10 1105 61645 SH SHARED 02 58357 3288 D CENTERPOINT ENERGY INC COM 15189T10 5 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 612 34148 SH SHARED 06 29948 4200 D CENTERPOINT ENERGY INC COM 15189T10 3462 192989 SH SHARED 10 174089 18900 D CENTERPOINT ENERGY INC COM 15189T10 91 5109 SH SHARED 14 5109 D CENTERPOINT ENERGY INC COM 15189T10 258 14400 SH SHR/OTHR 23 14400 D CENTERPLATE INC UNIT 99/99/9999 15200E20 13 800 SH SHARED 02 800 D CENTERPLATE INC UNIT 99/99/9999 15200E20 2175 133800 SH SHARED 10 133800 D CENTERSTATE BKS FLA INC COM 15201P10 4 230 SH SHARED 230 D CENTEX CORP COM 15231210 11508 275459 SH SHARED 275459 D CENTEX CORP COM 15231210 743 17794 SH SHARED 01 17794 D CENTEX CORP COM 15231210 5567 133253 SH SHARED 02 132103 1150 D CENTEX CORP COM 15231210 4 100 SH SHARED 05 100 D CENTEX CORP COM 15231210 550 13180 SH SHARED 06 11950 1230 D CENTEX CORP COM 15231210 3360 80439 SH SHARED 10 78939 1500 D CENTEX CORP COM 15231210 125 3000 SH SHARED 23 3000 D CENTILLIUM COMMUNICATIONS IN COM 15231910 16 8768 SH SHARED 8768 D CENTRAL BANCORP INC MASS COM 15241810 0 27 SH SHARED 27 D CENTRAL EUROPEAN DIST CORP COM 15343510 20 719 SH SHARED 719 D CENTRAL EUROPEAN DIST CORP COM 15343510 15 545 SH SHARED 02 545 D CENTRAL EUROPEAN DIST CORP COM 15343510 7024 241300 SH SHARED 04 241300 D CENTRAL EUROPEAN DIST CORP COM 15343510 7858 269950 SH SHARED 10 269950 D CENTRAL EUROPE AND RUSSIA FD COM 15343610 784 15587 SH SHARED 02 15587 D CENTRAL FD CDA LTD CL A 15350110 94 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 24 1652 SH SHARED 1652 D CENTRAL GARDEN & PET CO COM 15352710 339 22991 SH SHARED 02 22991 D CENTRAL GARDEN & PET CO COM 15352710 93 6300 SH SHARED 10 6300 D CENTRAL GARDEN & PET CO COM 15352710 53 3600 SH SHARED 21 3600 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 642 43696 SH SHARED 02 43696 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 338 23000 SH SHARED 10 23000 D CENTRAL JERSEY BANCORP NJ COM 15377010 1 184 SH SHARED 184 D CENTRAL PAC FINL CORP COM 15476010 27 751 SH SHARED 751 D CENTRAL PAC FINL CORP COM 15476010 62 1700 SH SHARED 01 1700 D CENTRAL PAC FINL CORP COM 15476010 21 590 SH SHARED 02 590 D CENTRAL PAC FINL CORP COM 15476010 157 4300 SH SHARED 10 1600 2700 D CENTRAL PKG CORP COM 15478510 9 437 SH SHARED 437 D CENTRAL PKG CORP COM 15478510 1 48 SH SHARED 02 48 D CENTRAL SECS CORP COM 15512310 4 159 SH SHARED 159 D CENTRAL VALLEY CMNTY BANCORP COM 15568510 1 119 SH SHARED 119 D CENTRAL VT PUB SVC CORP COM 15577110 6 220 SH SHARED 220 D CENTRAL VT PUB SVC CORP COM 15577110 17 598 SH SHARED 02 598 D CENTRAL VT PUB SVC CORP COM 15577110 109 3800 SH SHARED 10 3800 D CENTRAL VT PUB SVC CORP COM 15577110 43 1500 SH SHARED 23 1500 D CENTRAL VA BANKSHARES INC COM 15579210 1 59 SH SHARED 59 D CENTRUE FINL CORP NEW COM 15643B10 2 124 SH SHARED 124 D CENTURY ALUM CO COM 15643110 6060 129276 SH SHARED 129276 D CENTURY ALUM CO COM 15643110 3 68 SH SHARED 02 68 D CENTURY ALUM CO COM 15643110 18189 388000 SH SHARED 10 222800 165200 D CENTURY BANCORP INC CL A NON VTG 15643210 2 77 SH SHARED 77 D CENTURY CASINOS INC COM 15649210 4 512 SH SHARED 512 D CENTURY CASINOS INC COM 15649210 940 114000 SH SHARED 10 114000 D CEPHEID COM 15670R10 7583 638381 SH SHARED 638381 D CEPHEID COM 15670R10 1193 100450 SH SHARED 02 800 99650 D CENVEO INC COM 15670S10 15399 633725 SH SHARED 633725 D CENVEO INC COM 15670S10 174 7200 SH SHARED 01 7200 D CENVEO INC COM 15670S10 3377 138972 SH SHARED 02 1572 137400 D CENVEO INC COM 15670S10 12 500 SH SHARED 10 500 D CENTURYTEL INC COM 15670010 54062 1196340 SH SHARED 266340 930000 D CENTURYTEL INC COM 15670010 1048 23196 SH SHARED 01 5771 17425 D CENTURYTEL INC COM 15670010 637 14107 SH SHARED 02 14107 D CENTURYTEL INC COM 15670010 7682 170000 SH SHARED 04 170000 D CENTURYTEL INC COM 15670010 176663 3909350 SH SHARED 06 2639350 1270000 D CENTURYTEL INC COM 15670010 12754 282243 SH SHARED 10 244774 37469 D CENTURYTEL INC COM 15670010 203 4500 SH SHR/OTHR 10 4500 D CENTURYTEL INC COM 15670010 93 2062 SH SHARED 20 1402 660 D CENTURYTEL INC COM 15670010 6 145 SH SHR/OTHR 21 145 D CENTURYTEL INC COM 15670010 22 500 SH SHR/OTHR 22 500 D CEPHALON INC NOTE 6/1 156708AL 4019 3011000 PRN SHARED 02 3011000 D CEPHALON INC COM 15670810 138108 1939450 SH SHARED 1935650 3800 D CEPHALON INC COM 15670810 2221 31200 SH SHARED 01 6100 25100 D CEPHALON INC COM 15670810 4519 63472 SH SHARED 02 63472 D CEPHALON INC COM 15670810 11749 165000 SH SHARED 04 165000 D CEPHALON INC COM 15670810 1580 22200 SH SHARED 06 21700 500 D CEPHALON INC COM 15670810 81270 1141280 SH SHARED 10 202780 616000 322500 D CEPHALON INC COM 15670810 12 180 SH SHARED 14 180 D CERADYNE INC COM 15671010 37 684 SH SHARED 684 D CERADYNE INC COM 15671010 1215 22200 SH SHARED 01 22200 D CERADYNE INC COM 15671010 26 478 SH SHARED 02 78 400 D CERADYNE INC COM 15671010 578 10568 SH SHARED 10 10568 D CERIDIAN CORP NEW COM 15677910 669 19210 SH SHARED 19210 D CERIDIAN CORP NEW COM 15677910 1695 48664 SH SHARED 01 48664 D CERIDIAN CORP NEW COM 15677910 5055 145093 SH SHARED 02 141398 3695 D CERIDIAN CORP NEW COM 15677910 168 4840 SH SHARED 06 4100 740 D CERIDIAN CORP NEW COM 15677910 20 600 SH SHARED 10 600 D CERIDIAN CORP NEW COM 15677910 7 206 SH SHARED 14 206 D CERNER CORP COM 15678210 2388 43868 SH SHARED 43868 D CERNER CORP COM 15678210 1544 28360 SH SHARED 01 5825 22535 D CERNER CORP COM 15678210 391 7197 SH SHARED 02 7197 D CERNER CORP COM 15678210 4791 88000 SH SHARED 04 88000 D CERNER CORP COM 15678210 1687 31000 SH SHARED 10 31000 D CERUS CORP COM 15708510 37 5511 SH SHARED 5511 D CERUS CORP COM 15708510 1224 181347 SH SHARED 02 816 180531 D CERUS CORP COM 15708510 270 40000 SH SHARED 04 40000 D CEVA INC COM 15721010 2 399 SH SHARED 399 D CHAMPION ENTERPRISES INC COM 15849610 897 101953 SH SHARED 101953 D CHAMPION ENTERPRISES INC COM 15849610 100 11400 SH SHARED 01 11400 D CHAMPION ENTERPRISES INC COM 15849610 449 51042 SH SHARED 02 51042 D CHAMPION ENTERPRISES INC COM 15849610 317 36100 SH SHARED 10 30000 6100 D CHAMPION INDS INC W VA COM 15852010 1 141 SH SHARED 141 D CHAMPS ENTMT INC DEL COM 15878710 1 226 SH SHARED 226 D CHAPARRAL STL CO DEL COM 15942310 7360 126528 SH SHARED 126528 D CHAPARRAL STL CO DEL COM 15942310 1907 32800 SH SHARED 01 30600 2200 D CHAPARRAL STL CO DEL COM 15942310 1163 20000 SH SHR/OTHR 01 20000 D CHAPARRAL STL CO DEL COM 15942310 130 2247 SH SHARED 02 2247 D CHAPARRAL STL CO DEL COM 15942310 9952 171100 SH SHARED 10 7300 163800 D CHARLES & COLVARD LTD COM 15976510 2 378 SH SHARED 378 D CHARLES RIV LABS INTL INC COM 15986410 727 15735 SH SHARED 15735 D CHARLES RIV LABS INTL INC COM 15986410 1595 34500 SH SHARED 01 13900 20600 D CHARLES RIV LABS INTL INC COM 15986410 12050 260485 SH SHARED 02 257485 3000 D CHARLES RIV LABS INTL INC COM 15986410 92 2000 SH SHARED 06 1600 400 D CHARLES RIV LABS INTL INC COM 15986410 13077 282700 SH SHARED 10 281800 900 D CHARTERMAC SH BEN INT 16090810 24 1284 SH SHARED 1284 D CHARTERMAC SH BEN INT 16090810 11 600 SH SHARED 01 600 D CHARTERMAC SH BEN INT 16090810 280 14500 SH SHARED 10 14500 D CHARLOTTE RUSSE HLDG INC COM 16104810 15 547 SH SHARED 547 D CHARLOTTE RUSSE HLDG INC COM 16104810 284 9868 SH SHARED 02 9868 D CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC 8593 6500000 PRN SHARED 6500000 D CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC 10031 7588000 PRN SHARED 02 7588000 D CHARMING SHOPPES INC COM 16113310 1279 98796 SH SHARED 98796 D CHARMING SHOPPES INC COM 16113310 621 48000 SH SHARED 01 48000 D CHARMING SHOPPES INC COM 16113310 177 13678 SH SHARED 02 13483 195 D CHARMING SHOPPES INC COM 16113310 1351 104400 SH SHARED 10 11900 92500 D CHART INDS INC COM PAR $0.01 16115Q30 6 345 SH SHARED 345 D CHART INDS INC COM PAR $0.01 16115Q30 935 51510 SH SHARED 04 51510 D CHART INDS INC COM PAR $0.01 16115Q30 72 4000 SH SHARED 10 4000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1047 375396 SH SHARED 375396 D CHARTER COMMUNICATIONS INC D CL A 16117M10 61 21900 SH SHARED 01 21900 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1288 461734 SH SHARED 02 440734 21000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 340 122200 SH SHARED 10 122200 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 1328 139801 SH SHARED 139801 D CHASE CORP COM 16150R10 2 63 SH SHARED 63 D CHATTEM INC COM 16245610 21 365 SH SHARED 365 D CHATTEM INC COM 16245610 884 15000 SH SHARED 01 15000 D CHATTEM INC COM 16245610 884 15000 SH SHR/OTHR 01 15000 D CHATTEM INC COM 16245610 182 3100 SH SHARED 02 115 2985 D CHATTEM INC COM 16245610 67 1153 SH SHARED 10 1153 D CHATTEM INC COM 16245610 465 7900 SH SHR/OTHR 21 7900 D CHECKFREE CORP NEW COM 16281310 3062 82578 SH SHARED 82578 D CHECKFREE CORP NEW COM 16281310 1828 49300 SH SHARED 01 22500 26800 D CHECKFREE CORP NEW COM 16281310 366 9879 SH SHARED 02 9679 200 D CHECKFREE CORP NEW COM 16281310 1583 42700 SH SHARED 04 42700 D CHECKFREE CORP NEW COM 16281310 92 2500 SH SHARED 06 2000 500 D CHECKFREE CORP NEW COM 16281310 29 800 SH SHARED 10 800 D CHECKFREE CORP NEW COM 16281310 59 1610 SH SHARED 21 1610 D CHECKPOINT SYS INC COM 16282510 1463 61835 SH SHARED 61835 D CHECKPOINT SYS INC COM 16282510 14 600 SH SHARED 01 600 D CHECKPOINT SYS INC COM 16282510 1920 81154 SH SHARED 02 114 81040 D CHECKPOINT SYS INC COM 16282510 279 11800 SH SHARED 10 400 11400 D CHEESECAKE FACTORY INC COM 16307210 517 19435 SH SHARED 19435 D CHEESECAKE FACTORY INC COM 16307210 638 23955 SH SHARED 01 23955 D CHEESECAKE FACTORY INC COM 16307210 230 8650 SH SHARED 02 8650 D CHEESECAKE FACTORY INC COM 16307210 884 33179 SH SHARED 10 33179 D CHELSEA THERAPEUTICS INTL LT COM 16342810 2 404 SH SHARED 404 D CHEMED CORP NEW COM 16359R10 8023 163870 SH SHARED 163870 D CHEMED CORP NEW COM 16359R10 58 1200 SH SHARED 01 1200 D CHEMED CORP NEW COM 16359R10 3 76 SH SHARED 02 76 D CHEMED CORP NEW COM 16359R10 288 5900 SH SHARED 10 5900 D CHEMICAL FINL CORP COM 16373110 16 566 SH SHARED 566 D CHEMICAL FINL CORP COM 16373110 6 220 SH SHARED 01 220 D CHEMICAL FINL CORP COM 16373110 345 11600 SH SHARED 10 11600 D CHEMTURA CORP COM 16389310 6728 615574 SH SHARED 615574 D CHEMTURA CORP COM 16389310 1501 137401 SH SHARED 01 57200 80201 D CHEMTURA CORP COM 16389310 299 27382 SH SHARED 02 27382 D CHEMTURA CORP COM 16389310 161 14800 SH SHARED 10 14800 D CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE 21360 20038000 PRN SHARED 20038000 D CHENIERE ENERGY INC COM NEW 16411R20 23241 746111 SH SHARED 746111 D CHENIERE ENERGY INC COM NEW 16411R20 660 21200 SH SHARED 01 21200 D CHENIERE ENERGY INC COM NEW 16411R20 26652 855610 SH SHARED 02 855610 D CHENIERE ENERGY INC COM NEW 16411R20 171 5500 SH SHARED 10 4600 900 D CHEROKEE INC DEL NEW COM 16444H10 7 179 SH SHARED 179 D CHEROKEE INC DEL NEW COM 16444H10 36 845 SH SHARED 02 845 D CHEROKEE INC DEL NEW COM 16444H10 73 1700 SH SHARED 10 1700 D CHEROKEE INTL CORP COM 16445010 1 235 SH SHARED 235 D CHESAPEAKE CORP COM 16515910 448 29708 SH SHARED 29708 D CHESAPEAKE CORP COM 16515910 76 5058 SH SHARED 02 5058 D CHESAPEAKE CORP COM 16515910 241 16000 SH SHARED 10 16000 D CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW 12764 12393000 PRN SHARED 02 12393000 D CHESAPEAKE ENERGY CORP COM 16516710 25152 814526 SH SHARED 794216 20310 D CHESAPEAKE ENERGY CORP COM 16516710 1312 42500 SH SHARED 01 42500 D CHESAPEAKE ENERGY CORP COM 16516710 18576 601579 SH SHARED 02 520233 81346 D CHESAPEAKE ENERGY CORP COM 16516710 7 230 SH SHARED 05 230 D CHESAPEAKE ENERGY CORP COM 16516710 3766 121980 SH SHARED 06 118000 3980 D CHESAPEAKE ENERGY CORP COM 16516710 9242 299289 SH SHARED 10 288989 10300 D CHESAPEAKE ENERGY CORP COM 16516710 52 1700 SH SHR/OTHR 23 1700 D CHESAPEAKE ENERGY CORP 6.25% PFD CONV 16516781 133 50800 PRN SHARED 50800 D CHESAPEAKE ENERGY CORP 6.25% PFD CONV 16516781 100 38203 PRN SHARED 02 38203 D CHESAPEAKE UTILS CORP COM 16530310 5 162 SH SHARED 162 D CHEVRON CORP NEW COM 16676410 820 11090 SH SHARED 11090 D CHEVRON CORP NEW COM 16676410 929249 12564216 SH SHARED 12105323 458893 D CHEVRON CORP NEW COM 16676410 44335 599452 SH SHARED 01 126776 472676 D CHEVRON CORP NEW COM 16676410 2676 36184 SH SHR/OTHR 01 36184 D CHEVRON CORP NEW COM 16676410 23277 314736 SH SHARED 02 262161 52575 D CHEVRON CORP NEW COM 16676410 10724 145000 SH SHARED 04 145000 D CHEVRON CORP NEW COM 16676410 65 887 SH SHARED 05 887 D CHEVRON CORP NEW COM 16676410 22179 299881 SH SHARED 06 279739 20142 D CHEVRON CORP NEW COM 16676410 598232 8088595 SH SHARED 10 6569685 563700 955210 D CHEVRON CORP NEW COM 16676410 517 7000 SH SHR/OTHR 10 7000 D CHEVRON CORP NEW COM 16676410 1903 25740 SH SHARED 14 25740 D CHEVRON CORP NEW COM 16676410 12449 168324 SH SHARED 20 17486 150838 D CHEVRON CORP NEW COM 16676410 1847 24975 SH SHR/OTHR 20 24975 D CHEVRON CORP NEW COM 16676410 106 1445 SH SHARED 21 1445 D CHEVRON CORP NEW COM 16676410 31 420 SH SHR/OTHR 21 420 D CHEVRON CORP NEW COM 16676410 664 8979 SH SHARED 22 4644 4335 D CHEVRON CORP NEW COM 16676410 335 4535 SH SHR/OTHR 22 4535 D CHEVRON CORP NEW COM 16676410 8690 117505 SH SHARED 23 116120 1385 D CHEVRON CORP NEW COM 16676410 12510 169158 SH SHR/OTHR 23 169158 D CHEVIOT FINL CORP COM 16677410 1 106 SH SHARED 106 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 267 8700 SH SHARED 8700 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 1226 39900 SH SHARED 39900 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 1339 43550 SH SHARED 02 35000 8550 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 2767 90000 SH SHARED 04 90000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 26617 865600 SH SHARED 10 865600 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 153 5000 SH SHARED 23 5000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 55957 105092 SH SHARED 105092 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1970 3700 SH SHARED 01 3700 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 2309 4337 SH SHARED 02 3954 383 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 2106 3957 SH SHARED 06 3672 285 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 28907 54290 SH SHARED 10 21100 28900 4290 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 3194 6000 SH SHARED 15 6000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1128 2120 SH SHR/OTHR 23 2120 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 26 50 SH SHARED 24 50 D CHICOPEE BANCORP INC COM 16856510 2 170 SH SHARED 170 D CHICOS FAS INC COM 16861510 566 23181 SH SHARED 23181 D CHICOS FAS INC COM 16861510 1406 57554 SH SHARED 01 57554 D CHICOS FAS INC COM 16861510 685 28063 SH SHARED 02 22863 5200 D CHICOS FAS INC COM 16861510 141 5790 SH SHARED 06 4200 1590 D CHICOS FAS INC COM 16861510 166 6800 SH SHARED 10 400 6400 D CHILDRENS PL RETAIL STORES I COM 16890510 2742 49185 SH SHARED 49185 D CHILDRENS PL RETAIL STORES I COM 16890510 959 17200 SH SHARED 01 17200 D CHILDRENS PL RETAIL STORES I COM 16890510 3383 60686 SH SHARED 02 60686 D CHILDRENS PL RETAIL STORES I COM 16890510 769 13800 SH SHARED 10 13800 D CHINA FD INC COM 16937310 0 9 SH SHARED 9 D CHINA FD INC COM 16937310 225 7000 SH SHARED 02 7000 D CHINA FD INC COM 16937310 85 2668 SH SHR/OTHR 23 2668 D CHINA GRENTECH CORP LTD ADR 16938P10 49 4397 SH SHARED 4397 D CHINA GRENTECH CORP LTD ADR 16938P10 915 82000 SH SHARED 04 82000 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 3209 74834 SH SHARED 73134 1700 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 11 266 SH SHARED 02 266 D CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q10 3611 69100 SH SHARED 69100 D CHINA PRECISION STEEL INC COM 16941J10 1 170 SH SHARED 170 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 1152 25700 SH SHARED 25700 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 21752 485000 SH SHARED 480000 5000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 5476 122100 SH SHARED 01 116800 5300 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 13 300 SH SHARED 02 300 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 3193 71200 SH SHARED 04 61200 10000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 36561 815200 SH SHARED 10 740900 74300 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 242 5400 SH SHARED 15 5400 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 2632 58700 SH SHARED 24 58700 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 213 23300 SH SHARED 23300 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 842 17200 SH SHARED 17200 D CHINA UNICOM LTD SPONSORED ADR 16945R10 793 56100 SH SHARED 56100 D CHINDEX INTERNATIONAL INC COM 16946710 2 146 SH SHARED 146 D CHINDEX INTERNATIONAL INC COM 16946710 191 11000 SH SHARED 02 11000 D CHINA MED TECHNOLOGIES INC SPONSORED ADR 16948310 15007 650523 SH SHARED 650523 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 2074 33402 SH SHARED 33402 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 90 1450 SH SHARED 01 1175 275 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 13 210 SH SHARED 02 210 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 19954 321330 SH SHARED 10 321330 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 43047 749948 SH SHARED 749948 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 198 3463 SH SHARED 10 3463 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 28123 21700000 PRN SHARED 21700000 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 14592 11260000 PRN SHARED 02 11260000 D CHOICE HOTELS INTL INC COM 16990510 3435 96964 SH SHARED 91164 5800 D CHOICE HOTELS INTL INC COM 16990510 184 5201 SH SHARED 01 5201 D CHOICE HOTELS INTL INC COM 16990510 11 311 SH SHARED 02 311 D CHOICE HOTELS INTL INC COM 16990510 3079 86915 SH SHARED 10 19200 67715 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 40 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 18 12000 SH SHARED 02 12000 D CHIQUITA BRANDS INTL INC COM 17003280 2119 151178 SH SHARED 103778 47400 D CHIQUITA BRANDS INTL INC COM 17003280 6 429 SH SHARED 02 429 D CHIQUITA BRANDS INTL INC COM 17003280 18335 1307800 SH SHARED 04 1307800 D CHIQUITA BRANDS INTL INC COM 17003280 1456 103900 SH SHARED 10 87400 16500 D CHITTENDEN CORP COM 17022810 1371 45430 SH SHARED 45430 D CHITTENDEN CORP COM 17022810 5 198 SH SHARED 02 198 D CHITTENDEN CORP COM 17022810 8078 267600 SH SHARED 10 267600 D CHOICEPOINT INC COM 17038810 382 10232 SH SHARED 10232 D CHOICEPOINT INC COM 17038810 897 23987 SH SHARED 01 23987 D CHOICEPOINT INC COM 17038810 709 18962 SH SHARED 02 18882 80 D CHOICEPOINT INC COM 17038810 91 2450 SH SHARED 06 2000 450 D CHOICEPOINT INC COM 17038810 108 2900 SH SHARED 10 2700 200 D CHOICEPOINT INC COM 17038810 257 6879 SH SHARED 23 6879 D CHOICEPOINT INC COM 17038810 211 5659 SH SHR/OTHR 23 5659 D CHOLESTECH CORP COM 17039310 6 368 SH SHARED 368 D CHOLESTECH CORP COM 17039310 22 1305 SH SHARED 02 1305 D CHORDIANT SOFTWARE INC COM NEW 17040430 765 73983 SH SHARED 73983 D CHRISTOPHER & BANKS CORP COM 17104610 18 932 SH SHARED 932 D CHRISTOPHER & BANKS CORP COM 17104610 183 9450 SH SHARED 01 9450 D CHRISTOPHER & BANKS CORP COM 17104610 7 397 SH SHARED 02 397 D CHRISTOPHER & BANKS CORP COM 17104610 5 300 SH SHARED 10 300 D CHROMCRAFT REVINGTON INC COM 17111710 0 94 SH SHARED 94 D CHUBB CORP COM 17123210 105333 2038584 SH SHARED 2038584 D CHUBB CORP COM 17123210 3018 58415 SH SHARED 01 58415 D CHUBB CORP COM 17123210 961 18600 SH SHR/OTHR 01 18600 D CHUBB CORP COM 17123210 2547 49308 SH SHARED 02 47683 1625 D CHUBB CORP COM 17123210 10 200 SH SHARED 05 200 D CHUBB CORP COM 17123210 2568 49706 SH SHARED 06 45896 3810 D CHUBB CORP COM 17123210 484033 9367788 SH SHARED 10 9146228 135500 86060 D CHUBB CORP COM 17123210 258 5000 SH SHARED 14 5000 D CHUBB CORP COM 17123210 658 12738 SH SHARED 20 840 11898 D CHUBB CORP COM 17123210 310 6000 SH SHR/OTHR 20 6000 D CHUBB CORP COM 17123210 82 1600 SH SHR/OTHR 22 1600 D CHUBB CORP COM 17123210 775 15000 SH SHARED 23 15000 D CHUBB CORP COM 17123210 678 13140 SH SHR/OTHR 23 13140 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 8252 414286 SH SHARED 414286 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 2943 147788 SH SHARED 01 147788 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 347 17433 SH SHARED 02 17433 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 73704 3700000 SH SHARED 04 3700000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 4765 239211 SH SHARED 10 211111 28100 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 873 43870 SH SHARED 14 43870 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 683 34316 SH SHARED 24 34316 D CHURCH & DWIGHT INC COM 17134010 14599 289951 SH SHARED 289951 D CHURCH & DWIGHT INC COM 17134010 1523 30250 SH SHARED 01 30250 D CHURCH & DWIGHT INC COM 17134010 4460 88585 SH SHARED 02 88585 D CHURCH & DWIGHT INC COM 17134010 12944 257100 SH SHARED 10 257100 D CHURCHILL DOWNS INC COM 17148410 11 249 SH SHARED 249 D CHURCHILL DOWNS INC COM 17148410 27 600 SH SHARED 01 600 D CHURCHILL DOWNS INC COM 17148410 13 300 SH SHARED 02 300 D CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W20 148 4500 SH SHARED 4500 D CIBER INC COM 17163B10 10 1397 SH SHARED 1397 D CIBER INC COM 17163B10 18 2357 SH SHARED 02 2357 D CIENA CORP NOTE 3.750% 2/0 171779AA 31865 32483000 PRN SHARED 32483000 D CIENA CORP NOTE 3.750% 2/0 171779AA 14217 14493000 PRN SHARED 02 14493000 D CIENA CORP NOTE 0.250% 5/0 171779AB 1143 1250000 PRN SHARED 02 1250000 D CIENA CORP COM NEW 17177930 18012 644458 SH SHARED 644458 D CIENA CORP COM NEW 17177930 473 16944 SH SHARED 01 7100 9844 D CIENA CORP COM NEW 17177930 450 16115 SH SHARED 02 10744 5371 D CIENA CORP COM NEW 17177930 15700 561728 SH SHARED 04 561728 D CIENA CORP COM NEW 17177930 159 5699 SH SHARED 06 5699 D CIENA CORP COM NEW 17177930 933 33405 SH SHARED 10 32163 1242 D CIENA CORP COM NEW 17177930 335 12000 SH SHARED 14 12000 D CIENA CORP COM NEW 17177930 27 1000 SH SHARED 21 1000 D CIMAREX ENERGY CO COM 17179810 29372 793417 SH SHARED 793417 D CIMAREX ENERGY CO COM 17179810 916 24756 SH SHARED 01 24756 D CIMAREX ENERGY CO COM 17179810 2902 78412 SH SHARED 02 28632 49780 D CIMAREX ENERGY CO COM 17179810 96 2600 SH SHARED 06 2100 500 D CIMAREX ENERGY CO COM 17179810 447 12100 SH SHARED 10 4400 7700 D CINCINNATI BELL INC NEW COM 17187110 3069 653078 SH SHARED 653078 D CINCINNATI BELL INC NEW COM 17187110 314 66900 SH SHARED 01 66900 D CINCINNATI BELL INC NEW COM 17187110 130 27686 SH SHARED 02 27686 D CINCINNATI BELL INC NEW COM 17187110 371 79100 SH SHARED 10 79100 D CINCINNATI FINL CORP COM 17206210 11608 273776 SH SHARED 266213 7563 D CINCINNATI FINL CORP COM 17206210 695 16403 SH SHARED 01 16403 D CINCINNATI FINL CORP COM 17206210 803 18955 SH SHARED 02 18955 D CINCINNATI FINL CORP COM 17206210 777 18329 SH SHARED 06 16857 1472 D CINCINNATI FINL CORP COM 17206210 14017 330598 SH SHARED 10 313651 16947 D CINCINNATI FINL CORP COM 17206210 203 4800 SH SHARED 14 4800 D CINCINNATI FINL CORP COM 17206210 195 4599 SH SHARED 20 4599 D CINCINNATI FINL CORP COM 17206210 557 13137 SH SHR/OTHR 20 13137 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 0 682 SH SHARED 682 D CIPRICO INC COM 17252910 0 116 SH SHARED 116 D CIRCOR INTL INC COM 17273K10 11 325 SH SHARED 325 D CIRCOR INTL INC COM 17273K10 49 1400 SH SHARED 02 1400 D CIRCUIT CITY STORE INC COM 17273710 17670 953590 SH SHARED 953590 D CIRCUIT CITY STORE INC COM 17273710 628 33899 SH SHARED 01 12100 21799 D CIRCUIT CITY STORE INC COM 17273710 513 27725 SH SHARED 02 27725 D CIRCUIT CITY STORE INC COM 17273710 567 30600 SH SHARED 04 30600 D CIRCUIT CITY STORE INC COM 17273710 326 17600 SH SHARED 06 16300 1300 D CIRCUIT CITY STORE INC COM 17273710 5289 285463 SH SHARED 10 284163 1300 D CIRCUIT CITY STORE INC COM 17273710 295 15971 SH SHARED 14 15971 D CIRCUIT CITY STORE INC COM 17273710 2872 155000 SH SHARED 16 155000 D CISCO SYS INC COM 17275R10 3516 137740 SH SHARED 104600 33140 D CISCO SYS INC COM 17275R10 296558 11616088 SH SHARED 10577239 1038849 D CISCO SYS INC COM 17275R10 55050 2156324 SH SHARED 01 426507 1729817 D CISCO SYS INC COM 17275R10 5450 213499 SH SHR/OTHR 01 213499 D CISCO SYS INC COM 17275R10 22530 882523 SH SHARED 02 716277 166246 D CISCO SYS INC COM 17275R10 260442 10201421 SH SHARED 04 10177100 24321 D CISCO SYS INC COM 17275R10 1850 72489 SH SHARED 05 72489 D CISCO SYS INC COM 17275R10 28297 1108401 SH SHARED 06 673793 434608 D CISCO SYS INC COM 17275R10 362800 14210742 SH SHARED 10 10313859 2414680 1482203 D CISCO SYS INC COM 17275R10 1307 51210 SH SHR/OTHR 10 51210 D CISCO SYS INC COM 17275R10 7088 277673 SH SHARED 14 65000 212673 D CISCO SYS INC COM 17275R10 1304 51115 SH SHARED 15 51115 D CISCO SYS INC COM 17275R10 3574 140000 SH SHARED 16 140000 D CISCO SYS INC COM 17275R10 5072 198679 SH SHARED 18 198679 D CISCO SYS INC COM 17275R10 405 15900 SH SHARED 19 15900 D CISCO SYS INC COM 17275R10 13184 516449 SH SHARED 20 67255 449194 D CISCO SYS INC COM 17275R10 2543 99630 SH SHR/OTHR 20 99630 D CISCO SYS INC COM 17275R10 649 25445 SH SHARED 21 25445 D CISCO SYS INC COM 17275R10 1346 52755 SH SHR/OTHR 21 52755 D CISCO SYS INC COM 17275R10 2396 93886 SH SHARED 22 59354 34532 D CISCO SYS INC COM 17275R10 811 31768 SH SHR/OTHR 22 31768 D CISCO SYS INC COM 17275R10 11169 437496 SH SHARED 23 403031 34465 D CISCO SYS INC COM 17275R10 19848 777448 SH SHR/OTHR 23 777448 D CISCO SYS INC COM 17275R10 922 36125 SH SHARED 24 36125 D CIRRUS LOGIC INC COM 17275510 14 1934 SH SHARED 1934 D CIRRUS LOGIC INC COM 17275510 11 1476 SH SHARED 02 1476 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 4703 5553000 PRN SHARED 02 5553000 D CITADEL BROADCASTING CORP COM 17285T10 459 48345 SH SHARED 48345 D CITADEL BROADCASTING CORP COM 17285T10 17 1800 SH SHARED 02 1800 D CITADEL BROADCASTING CORP COM 17285T10 172 18100 SH SHARED 10 16000 2100 D CINTAS CORP COM 17290810 27404 759127 SH SHARED 759127 D CINTAS CORP COM 17290810 565 15677 SH SHARED 01 15677 D CINTAS CORP COM 17290810 9964 276037 SH SHARED 02 276037 D CINTAS CORP COM 17290810 3 100 SH SHARED 05 100 D CINTAS CORP COM 17290810 510 14140 SH SHARED 06 12750 1390 D CINTAS CORP COM 17290810 3081 85354 SH SHARED 10 65054 20300 D CINTAS CORP COM 17290810 102 2850 SH SHARED 21 2850 D CITIZENS & NORTHN CORP COM 17292210 4 206 SH SHARED 206 D CITIZENS & NORTHN CORP COM 17292210 50 2444 SH SHARED 10 2444 D CITIGROUP INC COM 17296710 701 13655 SH SHARED 13655 D CITIGROUP INC COM 17296710 1186421 23109105 SH SHARED 22026265 1082840 D CITIGROUP INC COM 17296710 75435 1469329 SH SHARED 01 360553 1108776 D CITIGROUP INC COM 17296710 6719 130876 SH SHR/OTHR 01 130876 D CITIGROUP INC COM 17296710 133497 2600261 SH SHARED 02 2433605 166656 D CITIGROUP INC COM 17296710 68671 1337576 SH SHARED 04 1306080 31496 D CITIGROUP INC COM 17296710 100 1960 SH SHARED 05 1960 D CITIGROUP INC COM 17296710 52409 1020824 SH SHARED 06 752964 267860 D CITIGROUP INC COM 17296710 354447 6903928 SH SHARED 10 5361013 277000 1265915 D CITIGROUP INC COM 17296710 1993 38837 SH SHR/OTHR 10 38837 D CITIGROUP INC COM 17296710 5962 116146 SH SHARED 14 7500 108646 D CITIGROUP INC COM 17296710 3850 75000 SH SHARED 15 75000 D CITIGROUP INC COM 17296710 3850 75000 SH SHARED 16 75000 D CITIGROUP INC COM 17296710 926 18045 SH SHARED 19 18045 D CITIGROUP INC COM 17296710 10199 198668 SH SHARED 20 37421 161247 D CITIGROUP INC COM 17296710 1953 38046 SH SHR/OTHR 20 38046 D CITIGROUP INC COM 17296710 672 13091 SH SHARED 21 13091 D CITIGROUP INC COM 17296710 344 6711 SH SHR/OTHR 21 6711 D CITIGROUP INC COM 17296710 3278 63853 SH SHARED 22 41440 22413 D CITIGROUP INC COM 17296710 1856 36159 SH SHR/OTHR 22 36159 D CITIGROUP INC COM 17296710 12579 245025 SH SHARED 23 229097 15928 D CITIGROUP INC COM 17296710 16484 321084 SH SHR/OTHR 23 321084 D CITI TRENDS INC COM 17306X10 6 161 SH SHARED 161 D CITIZENS BKG CORP MICH COM 17442010 477 21547 SH SHARED 10601 10946 D CITIZENS BKG CORP MICH COM 17442010 81 3675 SH SHARED 01 3675 D CITIZENS BKG CORP MICH COM 17442010 19 858 SH SHARED 02 858 D CITIZENS BKG CORP MICH COM 17442010 15359 693107 SH SHARED 10 666907 26200 D CITIZENS BKG CORP MICH COM 17442010 45 2070 SH SHARED 21 2070 D CITIZENS COMMUNICATIONS CO COM 17453B10 5116 342264 SH SHARED 283164 59100 D CITIZENS COMMUNICATIONS CO COM 17453B10 897 60024 SH SHARED 01 14131 45893 D CITIZENS COMMUNICATIONS CO COM 17453B10 568 38017 SH SHARED 02 38017 D CITIZENS COMMUNICATIONS CO COM 17453B10 1297 86800 SH SHARED 06 86800 D CITIZENS COMMUNICATIONS CO COM 17453B10 56117 3753678 SH SHARED 10 412854 2029100 1311724 D CITIZENS FIRST BANCORP INC D COM 17461R10 3 170 SH SHARED 170 D CITIZENS FIRST BANCORP INC D COM 17461R10 17 762 SH SHARED 02 762 D CITIZENS INC CL A 17474010 2 406 SH SHARED 406 D CITIZENS INC CL A 17474010 7 1062 SH SHARED 02 1062 D CITIZENS CMNTY BANCORP INC M COM 17490310 1 175 SH SHARED 175 D CITIZENS SOUTH BKG CP DEL COM 17668210 2 193 SH SHARED 193 D CITRIX SYS INC COM 17737610 43792 1367230 SH SHARED 1342230 25000 D CITRIX SYS INC COM 17737610 661 20661 SH SHARED 01 20661 D CITRIX SYS INC COM 17737610 621 19394 SH SHARED 02 19394 D CITRIX SYS INC COM 17737610 11543 360400 SH SHARED 04 360400 D CITRIX SYS INC COM 17737610 11304 352950 SH SHARED 06 167300 185650 D CITRIX SYS INC COM 17737610 42907 1339612 SH SHARED 10 1333812 5800 D CITRIX SYS INC COM 17737610 4804 150000 SH SHARED 16 150000 D CITRIX SYS INC COM 17737610 32 1000 SH SHARED 22 1000 D CITRIX SYS INC COM 17737610 33 1050 SH SHR/OTHR 22 1050 D CITRIX SYS INC COM 17737610 6 200 SH SHR/OTHR 23 200 D CITY BK LYNNWOOD WASH COM 17770A10 11 354 SH SHARED 354 D CITY BK LYNNWOOD WASH COM 17770A10 260 8100 SH SHARED 10 8100 D CITY HLDG CO COM 17783510 18 455 SH SHARED 455 D CITY HLDG CO COM 17783510 40 1000 SH SHARED 01 1000 D CITY HLDG CO COM 17783510 740 18300 SH SHARED 10 18300 D CITY NATL CORP COM 17856610 2687 36515 SH SHARED 36515 D CITY NATL CORP COM 17856610 949 12900 SH SHARED 01 12900 D CITY NATL CORP COM 17856610 334 4547 SH SHARED 02 4547 D CIVITAS BANKGROUP INC COM 17887110 2 279 SH SHARED 279 D CLAIRES STORES INC COM 17958410 12618 392852 SH SHARED 392852 D CLAIRES STORES INC COM 17958410 883 27500 SH SHARED 01 27500 D CLAIRES STORES INC COM 17958410 17779 553519 SH SHARED 02 553519 D CLAIRES STORES INC COM 17958410 1053 32800 SH SHARED 10 27500 5300 D CLARCOR INC COM 17989510 485 15271 SH SHARED 15271 D CLARCOR INC COM 17989510 4 147 SH SHARED 02 147 D CLARCOR INC COM 17989510 343 10800 SH SHARED 10 300 10500 D CLARIENT INC COM 18048910 4 1899 SH SHARED 1899 D CLAYMONT STEEL HOLDINGS INC COM 18382P10 1176 59028 SH SHARED 59028 D CLAYMONT STEEL HOLDINGS INC COM 18382P10 105 5300 SH SHARED 02 5300 D CLAYMONT STEEL HOLDINGS INC COM 18382P10 759 38100 SH SHARED 10 38100 D CLAYMORE EXCHANGE TRADED FD ZACKS SECT RTN 18383M40 35 1232 SH SHARED 02 1232 D CLAYMORE RAYMOND JAMES SB1 E COM 18383310 3322 184059 SH SHARED 184059 D CLAYTON HLDGS INC COM 18418N10 4 272 SH SHARED 272 D CLAYTON HLDGS INC COM 18418N10 39 2600 SH SHARED 01 2600 D CLAYTON HLDGS INC COM 18418N10 257 16800 SH SHARED 10 16800 D CLEAN HARBORS INC COM 18449610 16 369 SH SHARED 369 D CLEAN HARBORS INC COM 18449610 501 11100 SH SHARED 01 8900 2200 D CLEAN HARBORS INC COM 18449610 9 210 SH SHARED 02 210 D CLEAN HARBORS INC COM 18449610 7503 165934 SH SHARED 10 131734 34200 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 163175 4656841 SH SHARED 4656841 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1746 49847 SH SHARED 01 49847 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 9444 269527 SH SHARED 02 260511 9016 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 2452 70000 SH SHARED 04 70000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 6 178 SH SHARED 05 178 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1890 53950 SH SHARED 06 49850 4100 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 7610 217187 SH SHARED 10 198887 18300 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 280 7993 SH SHARED 14 7993 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 14 400 SH SHARED 21 400 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 204 7781 SH SHARED 7781 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 21 809 SH SHARED 02 809 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 730 27755 SH SHARED 10 27755 D CLEARWIRE CORP CL A 18538530 5415 264582 SH SHARED 264582 D CLEARWIRE CORP CL A 18538530 312 15271 SH SHARED 02 15271 D CLEARWIRE CORP CL A 18538530 8239 402500 SH SHARED 10 402500 D CLEVELAND CLIFFS INC COM 18589610 8761 136870 SH SHARED 136870 D CLEVELAND CLIFFS INC COM 18589610 403 6300 SH SHARED 01 4100 2200 D CLEVELAND CLIFFS INC COM 18589610 146 2283 SH SHARED 02 2283 D CLEVELAND CLIFFS INC COM 18589610 2560 40000 SH SHARED 04 40000 D CLEVELAND CLIFFS INC COM 18589610 10670 166700 SH SHARED 10 16500 150200 D CLEVELAND CLIFFS INC COM 18589610 83 1300 SH SHARED 21 1300 D CLIFTON SVGS BANCORP INC COM 18712Q10 4 341 SH SHARED 341 D CLINICAL DATA INC NEW COM 18725U10 2 107 SH SHARED 107 D CLOROX CO DEL COM 18905410 16559 259999 SH SHARED 259999 D CLOROX CO DEL COM 18905410 1644 25825 SH SHARED 01 160 25665 D CLOROX CO DEL COM 18905410 4280 67211 SH SHARED 02 67066 145 D CLOROX CO DEL COM 18905410 6 100 SH SHARED 05 100 D CLOROX CO DEL COM 18905410 1064 16710 SH SHARED 06 15150 1560 D CLOROX CO DEL COM 18905410 5857 91972 SH SHARED 10 75462 16510 D CLOROX CO DEL COM 18905410 146 2300 SH SHARED 14 2300 D CLOROX CO DEL COM 18905410 457 7177 SH SHARED 20 2000 5177 D CLOROX CO DEL COM 18905410 350 5500 SH SHARED 23 5500 D CLOROX CO DEL COM 18905410 203 3200 SH SHR/OTHR 23 3200 D COACH INC COM 18975410 14701 293731 SH SHARED 273731 20000 D COACH INC COM 18975410 9024 180318 SH SHARED 01 13275 167043 D COACH INC COM 18975410 2748 54916 SH SHARED 02 51689 3227 D COACH INC COM 18975410 800 16000 SH SHARED 04 16000 D COACH INC COM 18975410 7 150 SH SHARED 05 150 D COACH INC COM 18975410 2145 42870 SH SHARED 06 39000 3870 D COACH INC COM 18975410 132713 2651627 SH SHARED 10 1723040 799800 128787 D COACH INC COM 18975410 536 10722 SH SHARED 14 10722 D COACH INC COM 18975410 18 370 SH SHARED 20 370 D COACH INC COM 18975410 1001 20000 SH SHR/OTHR 23 20000 D COACH INC COM 18975410 75 1500 SH SHARED 24 1500 D COACHMEN INDS INC COM 18987310 4 386 SH SHARED 386 D COACHMEN INDS INC COM 18987310 0 47 SH SHARED 02 47 D COAST FINL HLDGS INC COM 19035410 14 2160 SH SHARED 2160 D COASTAL FINL CORP DEL COM 19046E10 8 534 SH SHARED 534 D COBIZ INC COM 19089710 8 441 SH SHARED 441 D COBIZ INC COM 19089710 144 7275 SH SHR/OTHR 01 7275 D COBIZ INC COM 19089710 673 33814 SH SHR/OTHR 23 33814 D COBRA ELECTRS CORP COM 19104210 1 159 SH SHARED 159 D COCA COLA BOTTLING CO CONS COM 19109810 5 97 SH SHARED 97 D COCA COLA BOTTLING CO CONS COM 19109810 22 400 SH SHARED 01 400 D COCA COLA BOTTLING CO CONS COM 19109810 271 4800 SH SHARED 10 4800 D COCA COLA CO COM 19121610 2404 50095 SH SHARED 36950 13145 D COCA COLA CO COM 19121610 1361728 28369339 SH SHARED 28275441 93898 D COCA COLA CO COM 19121610 19970 416047 SH SHARED 01 41760 374287 D COCA COLA CO COM 19121610 718 14965 SH SHR/OTHR 01 14965 D COCA COLA CO COM 19121610 240113 5002371 SH SHARED 02 4963102 39269 D COCA COLA CO COM 19121610 49669 1034779 SH SHARED 04 1026500 8279 D COCA COLA CO COM 19121610 3879 80820 SH SHARED 05 80820 D COCA COLA CO COM 19121610 19986 416377 SH SHARED 06 231182 185195 D COCA COLA CO COM 19121610 114854 2392804 SH SHARED 10 1801723 591081 D COCA COLA CO COM 19121610 1310 27300 SH SHR/OTHR 10 27300 D COCA COLA CO COM 19121610 1716 35762 SH SHARED 14 6100 29662 D COCA COLA CO COM 19121610 3498 72890 SH SHARED 15 72890 D COCA COLA CO COM 19121610 76 1600 SH SHARED 19 1600 D COCA COLA CO COM 19121610 3980 82937 SH SHARED 20 9256 73681 D COCA COLA CO COM 19121610 864 18000 SH SHR/OTHR 20 18000 D COCA COLA CO COM 19121610 96 2000 SH SHARED 21 2000 D COCA COLA CO COM 19121610 480 10000 SH SHR/OTHR 21 10000 D COCA COLA CO COM 19121610 618 12885 SH SHARED 22 5700 7185 D COCA COLA CO COM 19121610 872 18180 SH SHR/OTHR 22 18180 D COCA COLA CO COM 19121610 2183 45483 SH SHARED 23 44683 800 D COCA COLA CO COM 19121610 4645 96788 SH SHR/OTHR 23 96788 D COCA COLA CO COM 19121610 543 11325 SH SHARED 24 11325 D COCA COLA ENTERPRISES INC COM 19121910 8890 439061 SH SHARED 439061 D COCA COLA ENTERPRISES INC COM 19121910 548 27100 SH SHARED 01 27100 D COCA COLA ENTERPRISES INC COM 19121910 1992 98395 SH SHARED 02 98395 D COCA COLA ENTERPRISES INC COM 19121910 417 20600 SH SHARED 06 20600 D COCA COLA ENTERPRISES INC COM 19121910 2356 116374 SH SHARED 10 116374 D COCA COLA ENTERPRISES INC COM 19121910 141 7009 SH SHARED 14 7009 D COCA COLA FEMSA S A B DE C V SPON ADR REP L 19124110 516 14300 SH SHARED 14300 D CODORUS VY BANCORP INC COM 19202510 1 77 SH SHARED 77 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 952 1045000 PRN SHARED 1045000 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 182 200000 PRN SHARED 02 200000 D COEUR D ALENE MINES CORP IDA COM 19210810 7272 1769352 SH SHARED 1769352 D COEUR D ALENE MINES CORP IDA COM 19210810 147 35800 SH SHARED 01 35800 D COEUR D ALENE MINES CORP IDA COM 19210810 1338 325675 SH SHARED 02 27075 298600 D COEUR D ALENE MINES CORP IDA COM 19210810 123 30000 SH SHR/OTHR 23 30000 D COGDELL SPENCER INC COM 19238U10 6301 299066 SH SHARED 299066 D COGDELL SPENCER INC COM 19238U10 24812 1177600 SH SHARED 11 384950 792650 D COGENT COMM GROUP INC COM NEW 19239V30 26 1142 SH SHARED 1142 D COGENT COMM GROUP INC COM NEW 19239V30 1625 68800 SH SHARED 01 65000 3800 D COGENT COMM GROUP INC COM NEW 19239V30 1536 65004 SH SHR/OTHR 01 65004 D COGENT COMM GROUP INC COM NEW 19239V30 75714 3204165 SH SHARED 02 3204165 D COGENT COMM GROUP INC COM NEW 19239V30 550 23300 SH SHARED 10 23300 D COGENT INC COM 19239Y10 83 6200 SH SHARED 6200 D COGENT INC COM 19239Y10 1635 121620 SH SHARED 121620 D COGENT INC COM 19239Y10 4477 332900 SH SHARED 10 332900 D COGNEX CORP COM 19242210 245 11310 SH SHARED 11310 D COGNEX CORP COM 19242210 2 129 SH SHARED 02 129 D COGNEX CORP COM 19242210 203 9400 SH SHARED 10 9400 D COGNOS INC COM 19244C10 7532 191219 SH SHARED 191219 D COGNOS INC COM 19244C10 61 1573 SH SHARED 01 1573 D COGNOS INC COM 19244C10 2641 67070 SH SHARED 02 67070 D COGNOS INC COM 19244C10 4 126 SH SHARED 06 126 D COGNOS INC COM 19244C10 55 1400 SH SHARED 10 1400 D COGNOS INC COM 19244C10 224 5691 SH SHARED 14 5691 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 8441 95628 SH SHARED 95628 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1279 14500 SH SHARED 01 14500 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1384 15681 SH SHARED 02 15296 385 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1405 15920 SH SHARED 06 14650 1270 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 29513 334350 SH SHARED 10 330150 4200 D COHEN & STEERS INC COM 19247A10 12 285 SH SHARED 285 D COHEN & STEERS INC COM 19247A10 23 550 SH SHARED 02 250 300 D COHEN & STEERS INC COM 19247A10 1718 39900 SH SHARED 10 25500 14400 D COHEN & STEERS QUALITY RLTY COM 19247L10 355 14897 SH SHARED 02 14897 D COHEN & STEERS TOTAL RETURN COM 19247R10 223 11700 SH SHARED 02 11700 D COHEN & STEERS PREM INC RLTY COM 19247V10 1020 40500 SH SHARED 40500 D COHEN & STEERS PREM INC RLTY COM 19247V10 113 4500 SH SHARED 02 4500 D COHEN & STEERS REIT & PFD IN COM 19247X10 40 1350 SH SHARED 02 1350 D COHEN & STEERS REIT & PFD IN COM 19247X10 680 22900 SH SHARED 10 22900 D COHEN & STEERS REIT & UTIL I COM 19247Y10 36058 1602607 SH SHARED 1602607 D COHEN & STEERS REIT & UTIL I COM 19247Y10 2201 97834 SH SHARED 02 97834 D COHERENT INC COM 19247910 25 793 SH SHARED 793 D COHERENT INC COM 19247910 380 12000 SH SHARED 01 7400 4600 D COHERENT INC COM 19247910 498 15711 SH SHARED 02 15711 D COHERENT INC COM 19247910 212 6700 SH SHARED 10 6700 D COHEN & STEERS SELECT UTIL F COM 19248A10 26944 1028811 SH SHARED 1028811 D COHEN & STEERS SELECT UTIL F COM 19248A10 248 9500 SH SHARED 02 9500 D COHEN & STEERS SELECT UTIL F COM 19248A10 137 5259 SH SHARED 20 5259 D COHEN & STEERS DIV MJRS FDIN COM 19248G10 146 7010 SH SHARED 02 7010 D COHEN & STEERS WRLDWD RLT IN COM 19248J10 594 22067 SH SHARED 02 22067 D COHEN & STEERS CLOSED END OP COM 19248P10 95 4750 SH SHARED 02 4750 D COHU INC COM 19257610 136 7282 SH SHARED 7282 D COHU INC COM 19257610 2 140 SH SHARED 01 140 D COHU INC COM 19257610 4 232 SH SHARED 02 232 D COHU INC COM 19257610 259 13800 SH SHARED 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D COLEMAN CABLE INC COM 19345930 509 24615 SH SHARED 24615 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 160 16790 SH SHARED 459 16331 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 5 621 SH SHARED 02 621 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 1175 122700 SH SHARED 06 122700 D COLGATE PALMOLIVE CO COM 19416210 69731 1044045 SH SHARED 540995 503050 D COLGATE PALMOLIVE CO COM 19416210 29651 443954 SH SHARED 01 213313 230641 D COLGATE PALMOLIVE CO COM 19416210 2110 31604 SH SHR/OTHR 01 31604 D COLGATE PALMOLIVE CO COM 19416210 11388 170516 SH SHARED 02 164936 5580 D COLGATE PALMOLIVE CO COM 19416210 142910 2139700 SH SHARED 04 2139700 D COLGATE PALMOLIVE CO COM 19416210 4755 71200 SH SHARED 06 71200 D COLGATE PALMOLIVE CO COM 19416210 261783 3919496 SH SHARED 10 1256811 1573090 1089595 D COLGATE PALMOLIVE CO COM 19416210 350 5250 SH SHR/OTHR 10 5250 D COLGATE PALMOLIVE CO COM 19416210 1135 17000 SH SHARED 14 17000 D COLGATE PALMOLIVE CO COM 19416210 66 1000 SH SHARED 19 1000 D COLGATE 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44600 D COLONIAL BANCGROUP INC COM 19549330 467 18904 SH SHARED 02 17404 1500 D COLONIAL BANCGROUP INC COM 19549330 133 5400 SH SHARED 06 4600 800 D COLONIAL BANCGROUP INC COM 19549330 495 20000 SH SHARED 10 19800 200 D COLONIAL BANCGROUP INC COM 19549330 88 3580 SH SHARED 21 3580 D COLONIAL INSD MUN FD COM 19576110 38 2745 SH SHARED 02 2745 D COLONIAL MUN INCOME TR SH BEN INT 19579910 1 200 SH SHR/OTHR 23 200 D COLONIAL PPTYS TR COM SH BEN INT 19587210 4134 90534 SH SHARED 90534 D COLONIAL PPTYS TR COM SH BEN INT 19587210 159 3500 SH SHARED 01 3500 D COLONIAL PPTYS TR COM SH BEN INT 19587210 491 10772 SH SHARED 02 10772 D COLONIAL PPTYS TR COM SH BEN INT 19587210 228 5000 SH SHARED 10 5000 D COLONIAL PPTYS TR COM SH BEN INT 19587210 11473 251223 SH SHARED 11 251223 D COLONIAL PPTYS TR COM SH BEN INT 19587210 77 1700 SH SHARED 21 1700 D COLONY BANKCORP INC COM 19623P10 3 156 SH SHARED 156 D COLOR KINETICS INC COM 19624P10 9 467 SH SHARED 467 D COLOR KINETICS INC COM 19624P10 62 3203 SH SHARED 02 2103 1100 D COLUMBIA BANCORP ORE COM 19723110 6 253 SH SHARED 253 D COLUMBIA BKG SYS INC COM 19723610 13 410 SH SHARED 410 D COLUMBIA BKG SYS INC COM 19723610 5842 173200 SH SHARED 10 162200 11000 D COLUMBIA LABS INC COM 19777910 1 1217 SH SHARED 1217 D COLUMBIA LABS INC COM 19777910 1 1182 SH SHARED 02 1182 D COLUMBIA SPORTSWEAR CO COM 19851610 1048 16828 SH SHARED 16828 D COLUMBIA SPORTSWEAR CO COM 19851610 535 8600 SH SHARED 01 8600 D COLUMBIA SPORTSWEAR CO COM 19851610 0 1 SH SHARED 02 1 D COLUMBIA SPORTSWEAR CO COM 19851610 174 2800 SH SHARED 10 2800 D COLUMBIA SPORTSWEAR CO COM 19851610 49 800 SH SHARED 21 800 D COLUMBUS MCKINNON CORP N Y COM 19933310 10 469 SH SHARED 469 D COLUMBUS MCKINNON CORP N Y COM 19933310 14 630 SH SHARED 02 630 D COMFORT SYS USA INC COM 19990810 106 8931 SH SHARED 8931 D COMFORT SYS USA INC COM 19990810 13 1130 SH SHARED 02 1130 D COMARCO INC COM 20008010 1 171 SH SHARED 171 D COMBINATORX INC COM 20010A10 469 67146 SH SHARED 67146 D COMBINATORX INC COM 20010A10 1218 174385 SH SHARED 04 174385 D COMCAST CORP NEW CL A 20030N10 62241 2398503 SH SHARED 2363103 35400 D COMCAST CORP NEW CL A 20030N10 4024 155074 SH SHARED 01 155074 D COMCAST CORP NEW CL A 20030N10 33 1281 SH SHR/OTHR 01 1281 D COMCAST CORP NEW CL A 20030N10 17751 684051 SH SHARED 02 645572 38479 D COMCAST CORP NEW CL A 20030N10 15477 596450 SH SHARED 04 596450 D COMCAST CORP NEW CL A 20030N10 20 790 SH SHARED 05 790 D COMCAST CORP NEW CL A 20030N10 19141 737647 SH SHARED 06 539195 198452 D COMCAST CORP NEW CL A 20030N10 39869 1536390 SH SHARED 10 1278032 258358 D COMCAST CORP NEW CL A 20030N10 83 3231 SH SHR/OTHR 10 3231 D COMCAST CORP NEW CL A 20030N10 455 17550 SH SHARED 14 17550 D COMCAST CORP NEW CL A 20030N10 3633 140000 SH SHARED 16 140000 D COMCAST CORP NEW CL A 20030N10 46 1800 SH SHR/OTHR 22 1800 D COMCAST CORP NEW CL A 20030N10 212 8191 SH SHARED 23 8191 D COMCAST CORP NEW CL A 20030N10 104 4031 SH SHR/OTHR 23 4031 D COMCAST CORP NEW CL A SPL 20030N20 21744 853719 SH SHARED 853719 D COMCAST CORP NEW CL A SPL 20030N20 2115 83039 SH SHARED 01 2950 80089 D COMCAST CORP NEW CL A SPL 20030N20 424 16649 SH SHR/OTHR 01 16649 D COMCAST CORP NEW CL A SPL 20030N20 4836 189887 SH SHARED 02 101632 88255 D COMCAST CORP NEW CL A SPL 20030N20 2164 85000 SH SHARED 04 85000 D COMCAST CORP NEW CL A SPL 20030N20 10 420 SH SHARED 05 420 D COMCAST CORP NEW CL A SPL 20030N20 1154 45312 SH SHARED 06 34392 10920 D COMCAST CORP NEW CL A SPL 20030N20 13236 519687 SH SHARED 10 500450 19237 D COMCAST CORP NEW CL A SPL 20030N20 53 2100 SH SHR/OTHR 10 2100 D COMCAST CORP NEW CL A SPL 20030N20 309 12140 SH SHARED 14 12140 D COMCAST CORP NEW CL A SPL 20030N20 367 14418 SH SHARED 20 4500 9918 D COMCAST CORP NEW CL A SPL 20030N20 275 10800 SH SHR/OTHR 20 10800 D COMCAST CORP NEW CL A SPL 20030N20 57 2250 SH SHR/OTHR 22 2250 D COMCAST CORP NEW CL A SPL 20030N20 535 21010 SH SHARED 23 19660 1350 D COMCAST CORP NEW CL A SPL 20030N20 1886 74077 SH SHR/OTHR 23 74077 D COMERICA INC COM 20034010 25007 422995 SH SHARED 412260 10735 D COMERICA INC COM 20034010 1958 33121 SH SHARED 01 13600 19521 D COMERICA INC COM 20034010 2233 37773 SH SHARED 02 29615 8158 D COMERICA INC COM 20034010 5 100 SH SHARED 05 100 D COMERICA INC COM 20034010 1641 27770 SH SHARED 06 26100 1670 D COMERICA INC COM 20034010 18393 311119 SH SHARED 10 279894 31225 D COMERICA INC COM 20034010 142 2402 SH SHR/OTHR 10 2402 D COMERICA INC COM 20034010 171 2900 SH SHARED 14 2900 D COMERICA INC COM 20034010 120 2036 SH SHARED 20 2036 D COMERICA INC COM 20034010 70 1200 SH SHR/OTHR 20 1200 D COMERICA INC COM 20034010 957 16200 SH SHARED 23 16200 D COMFORCE CORP COM 20038K10 0 275 SH SHARED 275 D COMM BANCORP INC COM 20046810 1 38 SH SHARED 38 D COMMERCE BANCORP INC NJ COM 20051910 10159 304345 SH SHARED 304345 D COMMERCE BANCORP INC NJ COM 20051910 661 19822 SH SHARED 01 19822 D COMMERCE BANCORP INC NJ COM 20051910 5986 179357 SH SHARED 02 177457 1900 D COMMERCE BANCORP INC NJ COM 20051910 584 17500 SH SHARED 06 16450 1050 D COMMERCE BANCORP INC NJ COM 20051910 7764 232605 SH SHARED 10 232205 400 D COMMERCE BANCORP INC NJ COM 20051910 20 600 SH SHR/OTHR 22 600 D COMMERCE BANCSHARES INC COM 20052510 84 1748 SH SHARED 1748 D COMMERCE BANCSHARES INC COM 20052510 457 9480 SH SHARED 01 8600 880 D COMMERCE BANCSHARES INC COM 20052510 40 847 SH SHARED 02 847 D COMMERCE BANCSHARES INC COM 20052510 327 6769 SH SHARED 10 6769 D COMMERCE ENERGY GROUP INC COM 20061Q10 1 654 SH SHARED 654 D COMMERCE GROUP INC MASS COM 20064110 246 8207 SH SHARED 8207 D COMMERCE GROUP INC MASS COM 20064110 423 14100 SH SHARED 01 14100 D COMMERCE GROUP INC MASS COM 20064110 19 641 SH SHARED 02 641 D COMMERCE GROUP INC MASS COM 20064110 1489 49600 SH SHARED 10 8700 40900 D COMMERCIAL BANKSHARES INC COM 20160710 7 148 SH SHARED 148 D COMMERCIAL BANKSHARES INC COM 20160710 17 349 SH SHARED 02 349 D COMMERCIAL METALS CO COM 20172310 3826 122052 SH SHARED 122052 D COMMERCIAL METALS CO COM 20172310 1993 63600 SH SHARED 01 29300 34300 D COMMERCIAL METALS CO COM 20172310 543 17328 SH SHARED 02 17328 D COMMERCIAL METALS CO COM 20172310 7691 245357 SH SHARED 10 245357 D COMMERCIAL METALS CO COM 20172310 814 25980 SH SHARED 24 25980 D COMMERCIAL VEH GROUP INC COM 20260810 11 540 SH SHARED 540 D COMMONWEALTH BANKSHARES INC COM 20273610 3 135 SH SHARED 135 D COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AC 1107 1000000 PRN SHARED 02 1000000 D COMMSCOPE INC SDCV 1.000% 3/1 203372AD 2007 1003000 PRN SHARED 02 1003000 D COMMSCOPE INC COM 20337210 1585 36951 SH SHARED 36951 D COMMSCOPE INC COM 20337210 1651 38500 SH SHARED 01 20500 18000 D COMMSCOPE INC COM 20337210 257 6000 SH SHARED 02 6000 D COMMSCOPE INC COM 20337210 53356 1243733 SH SHARED 10 1225833 17900 D COMMSCOPE INC COM 20337210 55 1300 SH SHARED 21 1300 D COMMUNITY BANCSHARES INC S C COM 20343F10 1 108 SH SHARED 108 D COMMUNITY BANCORP NEV COM 20343T10 164 5356 SH SHARED 5356 D COMMUNITY BK SHS IND INC COM 20359910 1 84 SH SHARED 84 D COMMUNITY BK SYS INC COM 20360710 396 18965 SH SHARED 18965 D COMMUNITY BK SYS INC COM 20360710 1 88 SH SHARED 02 88 D COMMUNITY BK SYS INC COM 20360710 92 4400 SH SHARED 10 4400 D COMMUNITY BANKERS ACQUISITN COM 20361R10 578 79674 SH SHARED 79674 D COMMUNITY BKS INC MILLERSBUR COM 20362810 14 610 SH SHARED 610 D COMMUNITY BKS INC MILLERSBUR COM 20362810 276 11600 SH SHARED 10 11600 D COMMUNITY CAP CORP S C COM 20363C10 1 93 SH SHARED 93 D COMMUNITY FINL CORP VA COM 20365L10 1 99 SH SHARED 99 D COMMUNITY HEALTH SYS INC NEW COM 20366810 53137 1507452 SH SHARED 1507452 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1128 32000 SH SHARED 01 32000 D COMMUNITY HEALTH SYS INC NEW COM 20366810 401 11398 SH SHARED 02 11398 D COMMUNITY HEALTH SYS INC NEW COM 20366810 115 3276 SH SHARED 06 2676 600 D COMMUNITY HEALTH SYS INC NEW COM 20366810 34402 975949 SH SHARED 10 966749 9200 D COMMUNICATIONS SYS INC COM 20390010 1 151 SH SHARED 151 D COMMUNITY PARTNERS BANCORP COM 20401810 1 159 SH SHARED 159 D COMMUNITY TR BANCORP INC COM 20414910 12 334 SH SHARED 334 D COMMUNITY TR BANCORP INC COM 20414910 15 422 SH SHARED 02 422 D COMMUNITY TR BANCORP INC COM 20414910 394 10900 SH SHARED 10 10900 D COMMUNITY VALLEY BANCORP CA COM 20415P10 2 163 SH SHARED 163 D COMMUNITY WEST BANCSHARES COM 20415710 2 128 SH SHARED 128 D COMMVAULT SYSTEMS INC COM 20416610 877 54146 SH SHARED 54146 D CGG VERITAS SPONSORED ADR 20438610 5144 123523 SH SHARED 122318 1205 D CGG VERITAS SPONSORED ADR 20438610 121 2927 SH SHARED 01 2927 D CGG VERITAS SPONSORED ADR 20438610 315 7565 SH SHARED 02 7565 D CGG VERITAS SPONSORED ADR 20438610 728 17500 SH SHARED 04 17500 D CGG VERITAS SPONSORED ADR 20438610 23 566 SH SHARED 10 566 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 43 1500 SH SHARED 1500 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 27946 967350 SH SHARED 04 967350 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 17392 405992 SH SHARED 405992 D COMPANHIA SIDERURGICA NACION 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AME SPON ADR PFD 20441W20 2352 42800 SH SHARED 02 42800 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 40239 732159 SH SHARED 04 731300 859 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 11700 212900 SH SHARED 10 212900 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 472 8600 SH SHARED 14 8600 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 107255 3428870 SH SHARED 3392200 36670 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 11761 376000 SH SHARED 01 376000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 11269 360290 SH SHARED 04 360290 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 8764 280200 SH SHARED 06 156200 124000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 101681 3250700 SH SHARED 10 3180100 70600 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 2670 85360 SH SHARED 24 85360 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 50480 1364694 SH SHARED 1343494 21200 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 17085 461890 SH SHARED 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PROGRAMS & SYS INC COM 20530610 21 800 SH SHARED 10 800 D COMPUTER SCIENCES CORP COM 20536310 124808 2394176 SH SHARED 2394176 D COMPUTER SCIENCES CORP COM 20536310 2087 40037 SH SHARED 01 15900 24137 D COMPUTER SCIENCES CORP COM 20536310 1109 21286 SH SHARED 02 19486 1800 D COMPUTER SCIENCES CORP COM 20536310 6 130 SH SHARED 05 130 D COMPUTER SCIENCES CORP COM 20536310 1821 34949 SH SHARED 06 33289 1660 D COMPUTER SCIENCES CORP COM 20536310 22711 435676 SH SHARED 10 152776 178600 104300 D COMPUTER SCIENCES CORP COM 20536310 579 11118 SH SHARED 14 11118 D COMPUTER TASK GROUP INC COM 20547710 1 402 SH SHARED 402 D COMPUTER TASK GROUP INC COM 20547710 1 400 SH SHARED 02 400 D COMPX INTERNATIONAL INC CL A 20563P10 0 40 SH SHARED 40 D COMPUWARE CORP COM 20563810 1814 191151 SH SHARED 191151 D COMPUWARE CORP COM 20563810 381 40157 SH SHARED 01 40157 D COMPUWARE CORP COM 20563810 512 54026 SH SHARED 02 54026 D COMPUWARE CORP COM 20563810 399 42100 SH SHARED 06 40150 1950 D COMPUWARE CORP COM 20563810 1442 151967 SH SHARED 10 145467 6500 D COMPUWARE CORP COM 20563810 14 1522 SH SHARED 14 1522 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 204 50605 SH SHARED 50605 D COMSTOCK RES INC COM NEW 20576820 461 16860 SH SHARED 16860 D COMSTOCK RES INC COM NEW 20576820 136 5000 SH SHARED 01 5000 D COMSTOCK RES INC COM NEW 20576820 20 760 SH SHARED 02 760 D COMSTOCK RES INC COM NEW 20576820 219 8000 SH SHARED 06 8000 D COMSTOCK RES INC COM NEW 20576820 7502 274000 SH SHARED 10 700 273300 D COMSYS IT PARTNERS INC COM 20581E10 3 155 SH SHARED 155 D COMTECH GROUP INC COM NEW 20582120 13 800 SH SHARED 02 800 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 22 584 SH SHARED 584 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 201 5200 SH SHARED 01 5200 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 2 68 SH SHARED 02 68 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 317 8200 SH SHARED 10 8200 D CONAGRA FOODS INC COM 20588710 31865 1279206 SH SHARED 1279206 D CONAGRA FOODS INC COM 20588710 2153 86433 SH SHARED 01 86433 D CONAGRA FOODS INC COM 20588710 10174 408458 SH SHARED 02 390230 18228 D CONAGRA FOODS INC COM 20588710 6236 250350 SH SHARED 05 250350 D CONAGRA FOODS INC COM 20588710 9312 373860 SH SHARED 06 368900 4960 D CONAGRA FOODS INC COM 20588710 27577 1107072 SH SHARED 10 629057 478015 D CONAGRA FOODS INC COM 20588710 14 600 SH SHR/OTHR 10 600 D CONAGRA FOODS INC COM 20588710 2329 93522 SH SHARED 14 93522 D CONAGRA FOODS INC COM 20588710 129 5200 SH SHARED 20 5200 D CONAGRA FOODS INC COM 20588710 53 2164 SH SHR/OTHR 23 2164 D COMPUTER HORIZONS CORP COM 20590810 0 641 SH SHARED 641 D CON-WAY INC COM 20594410 9241 185425 SH SHARED 185425 D CON-WAY INC COM 20594410 1470 29500 SH SHARED 01 12200 17300 D CON-WAY INC COM 20594410 14 300 SH SHR/OTHR 01 300 D CON-WAY INC COM 20594410 683 13711 SH SHARED 02 13711 D CON-WAY INC COM 20594410 956 19200 SH SHARED 10 19200 D CONCEPTUS INC COM 20601610 10 542 SH SHARED 542 D CONCEPTUS INC COM 20601610 230 11500 SH SHARED 02 11500 D CONCORD CAMERA CORP COM NEW 20615620 0 20 SH SHARED 02 20 D CONCUR TECHNOLOGIES INC COM 20670810 15 902 SH SHARED 902 D CONCUR TECHNOLOGIES INC COM 20670810 18 1081 SH SHARED 02 81 1000 D CONCURRENT COMPUTER CORP NEW COM 20671020 1657 1055711 SH SHARED 1055711 D CONEXANT SYSTEMS INC COM 20714210 28609 17339111 SH SHARED 17339111 D CONEXANT SYSTEMS INC COM 20714210 71 43398 SH SHARED 01 43398 D CONEXANT SYSTEMS INC COM 20714210 16 10200 SH SHARED 02 200 10000 D CONEXANT SYSTEMS INC COM 20714210 163 99300 SH SHARED 10 99300 D CONMED CORP COM 20741010 21 720 SH SHARED 720 D CONMED CORP COM 20741010 225 7700 SH SHARED 01 6700 1000 D CONMED CORP COM 20741010 2 81 SH SHARED 02 81 D CONMED CORP COM 20741010 493 16900 SH SHARED 10 16900 D CONNECTICUT WTR SVC INC COM 20779710 4 203 SH SHARED 203 D CONNS INC COM 20824210 2153 86999 SH SHARED 86999 D CONNS INC COM 20824210 6687 270186 SH SHARED 10 270186 D CONOCOPHILLIPS COM 20825C10 160 2350 SH SHARED 2350 D CONOCOPHILLIPS COM 20825C10 655896 9596142 SH SHARED 9023243 572899 D CONOCOPHILLIPS COM 20825C10 27008 395155 SH SHARED 01 155799 239356 D CONOCOPHILLIPS COM 20825C10 2372 34704 SH SHR/OTHR 01 34704 D CONOCOPHILLIPS COM 20825C10 152128 2225732 SH SHARED 02 2152295 73437 D CONOCOPHILLIPS COM 20825C10 133332 1950732 SH SHARED 04 1894958 55774 D CONOCOPHILLIPS COM 20825C10 755 11050 SH SHARED 05 11050 D CONOCOPHILLIPS COM 20825C10 25856 378299 SH SHARED 06 232099 146200 D CONOCOPHILLIPS COM 20825C10 871739 12754058 SH SHARED 10 11847116 495800 411142 D CONOCOPHILLIPS COM 20825C10 492 7200 SH SHR/OTHR 10 7200 D CONOCOPHILLIPS COM 20825C10 1571 22999 SH SHARED 14 9000 13999 D CONOCOPHILLIPS COM 20825C10 1724 25230 SH SHARED 15 25230 D CONOCOPHILLIPS COM 20825C10 8202 120000 SH SHARED 16 120000 D CONOCOPHILLIPS COM 20825C10 138 2026 SH SHARED 18 2026 D CONOCOPHILLIPS COM 20825C10 9436 138059 SH SHARED 19 138059 D CONOCOPHILLIPS COM 20825C10 1549 22675 SH SHARED 20 4600 18075 D CONOCOPHILLIPS COM 20825C10 188 2756 SH SHARED 21 2756 D CONOCOPHILLIPS COM 20825C10 537 7868 SH SHR/OTHR 21 7868 D CONOCOPHILLIPS COM 20825C10 436 6385 SH SHARED 22 3225 3160 D CONOCOPHILLIPS COM 20825C10 291 4266 SH SHR/OTHR 22 4266 D CONOCOPHILLIPS COM 20825C10 1910 27948 SH SHARED 23 27748 200 D CONOCOPHILLIPS COM 20825C10 5179 75784 SH SHR/OTHR 23 75784 D CONOCOPHILLIPS COM 20825C10 63 928 SH SHARED 24 928 D CONSECO INC DBCV 3.500% 9/3 208464BH 514 540000 PRN SHARED 02 540000 D CONSECO INC PFD B CV 5.50% 20846486 97155 4106300 SH SHARED 4106300 D CONSECO INC PFD B CV 5.50% 20846486 18037 762350 SH SHARED 02 762350 D CONSECO INC COM NEW 20846488 5219 301684 SH SHARED 301684 D CONSECO INC COM NEW 20846488 640 37000 SH SHARED 01 33800 3200 D CONSECO INC COM NEW 20846488 503 29092 SH SHARED 02 23062 6030 D CONSECO INC COM NEW 20846488 648 37510 SH SHARED 10 37000 510 D CONSOL ENERGY INC COM 20854P10 6322 161577 SH SHARED 161577 D CONSOL ENERGY INC COM 20854P10 657 16800 SH SHARED 01 16800 D CONSOL ENERGY INC COM 20854P10 1059 27073 SH SHARED 02 27073 D CONSOL ENERGY INC COM 20854P10 756 19330 SH SHARED 06 17750 1580 D CONSOL ENERGY INC COM 20854P10 3533 90300 SH SHARED 10 85200 5100 D CONSOLIDATED COMM HLDGS INC COM 20903410 10 521 SH SHARED 521 D CONSOLIDATED COMM HLDGS INC COM 20903410 77 3900 SH SHARED 10 3900 D CONSOLIDATED EDISON INC COM 20911510 49019 960044 SH SHARED 960044 D CONSOLIDATED EDISON INC COM 20911510 2181 42733 SH SHARED 01 300 42433 D CONSOLIDATED EDISON INC COM 20911510 298 5840 SH SHR/OTHR 01 5840 D CONSOLIDATED EDISON INC COM 20911510 2421 47423 SH SHARED 02 43739 3684 D CONSOLIDATED EDISON INC COM 20911510 6 120 SH SHARED 05 120 D CONSOLIDATED EDISON INC COM 20911510 1289 25250 SH SHARED 06 23250 2000 D CONSOLIDATED EDISON INC COM 20911510 6847 134111 SH SHARED 10 115911 18200 D CONSOLIDATED EDISON INC COM 20911510 28 550 SH SHARED 20 300 250 D CONSOLIDATED EDISON INC COM 20911510 15 304 SH SHR/OTHR 22 304 D CONSOLIDATED EDISON INC COM 20911510 204 4000 SH SHARED 23 4000 D CONSOLIDATED EDISON INC COM 20911510 63 1250 SH SHR/OTHR 23 1250 D CONSOLIDATED GRAPHICS INC COM 20934110 21 287 SH SHARED 287 D CONSOLIDATED GRAPHICS INC COM 20934110 1326 17908 SH SHARED 02 17908 D CONSOLIDATED GRAPHICS INC COM 20934110 2384 32200 SH SHARED 10 7200 25000 D CONSOLIDATED TOMOKA LD CO COM 21022610 9 125 SH SHARED 125 D CONSTELLATION BRANDS INC CL A 21036P10 3172 149775 SH SHARED 149775 D CONSTELLATION BRANDS INC CL A 21036P10 451 21300 SH SHARED 01 21300 D CONSTELLATION BRANDS INC CL A 21036P10 538 25410 SH SHARED 02 25210 200 D CONSTELLATION BRANDS INC CL A 21036P10 317 15000 SH SHARED 04 15000 D CONSTELLATION BRANDS INC CL A 21036P10 467 22083 SH SHARED 06 19533 2550 D CONSTELLATION BRANDS INC CL A 21036P10 2800 132200 SH SHARED 10 123600 8600 D CONSTAR INTL INC NEW COM 21036U10 2 278 SH SHARED 278 D CONSTAR INTL INC NEW COM 21036U10 8 1000 SH SHARED 02 1000 D CONSTELLATION ENERGY GROUP I COM 21037110 31397 361098 SH SHARED 361098 D CONSTELLATION ENERGY GROUP I COM 21037110 2304 26502 SH SHARED 01 26502 D CONSTELLATION ENERGY GROUP I COM 21037110 2819 32428 SH SHARED 02 31408 1020 D CONSTELLATION ENERGY GROUP I COM 21037110 1721 19798 SH SHARED 06 17638 2160 D CONSTELLATION ENERGY GROUP I COM 21037110 21719 249797 SH SHARED 10 212597 37200 D CONSTELLATION ENERGY GROUP I COM 21037110 95 1100 SH SHARED 14 1100 D CONSTELLATION ENERGY GROUP I COM 21037110 260 3000 SH SHARED 23 3000 D CONSTELLATION ENERGY PRTNR L COM UNIT LLC B 21038E10 8448 239257 SH SHARED 239257 D CONSUMER PORTFOLIO SVCS INC COM 21050210 2 364 SH SHARED 364 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 6 311 SH SHARED 311 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 24 1114 SH SHARED 02 1114 D CONTINENTAL AIRLS INC CL B 21079530 16686 458542 SH SHARED 458542 D CONTINENTAL AIRLS INC CL B 21079530 614 16900 SH SHARED 01 16900 D CONTINENTAL AIRLS INC CL B 21079530 11363 312273 SH SHARED 02 312123 150 D CONTINENTAL AIRLS INC CL B 21079530 760 20900 SH SHARED 10 13400 7500 D CONVERA CORP CL A 21191910 2 717 SH SHARED 717 D CONTINUCARE CORP COM 21217210 3 1041 SH SHARED 1041 D CONVERGYS CORP COM 21248510 2800 110224 SH SHARED 99324 10900 D CONVERGYS CORP COM 21248510 325 12800 SH SHARED 01 12800 D CONVERGYS CORP COM 21248510 3054 120214 SH SHARED 02 120214 D CONVERGYS CORP COM 21248510 113 4473 SH SHARED 04 4473 D CONVERGYS CORP COM 21248510 803 31614 SH SHARED 06 30614 1000 D CONVERGYS CORP COM 21248510 16810 661557 SH SHARED 10 100457 364000 197100 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 3 2000 PRN SHARED 02 2000 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 10186 5500000 PRN SHARED 04 5500000 D COOPER COS INC DBCV 2.625% 7/0 216648AG 10826 9175000 PRN SHARED 02 9175000 D COOPER COS INC COM NEW 21664840 9541 196241 SH SHARED 184441 11800 D COOPER COS INC COM NEW 21664840 42 865 SH SHARED 02 490 375 D COOPER COS INC COM NEW 21664840 6976 143500 SH SHARED 04 143500 D COOPER COS INC COM NEW 21664840 7750 159400 SH SHARED 06 66200 93200 D COOPER COS INC COM NEW 21664840 15208 312800 SH SHARED 10 312800 D COOPER COS INC COM NEW 21664840 97 2000 SH SHARED 14 2000 D COOPER TIRE & RUBR CO COM 21683110 741 40528 SH SHARED 40528 D COOPER TIRE & RUBR CO COM 21683110 160 8799 SH SHARED 01 8799 D COOPER TIRE & RUBR CO COM 21683110 18 997 SH SHARED 02 697 300 D COOPER TIRE & RUBR CO COM 21683110 508 27800 SH SHARED 10 7800 20000 D COOPERATIVE BANKSHARES INC COM 21684410 2 132 SH SHARED 132 D COPANO ENERGY L L C COM UNITS 21720210 9436 137799 SH SHARED 137799 D COPANO ENERGY L L C COM UNITS 21720210 136 2000 SH SHARED 02 2000 D COPART INC COM 21720410 239 8533 SH SHARED 8533 D COPART INC COM 21720410 551 19700 SH SHARED 01 19700 D COPART INC COM 21720410 229 8177 SH SHARED 02 8177 D COPART INC COM 21720410 95 3410 SH SHARED 10 1910 1500 D CORCEPT THERAPEUTICS INC COM 21835210 27 30728 SH SHARED 30728 D CORE MARK HOLDING CO INC COM 21868110 2263 63437 SH SHARED 63437 D CORE MARK HOLDING CO INC COM 21868110 28 800 SH SHARED 01 800 D CORE MARK HOLDING CO INC COM 21868110 638 17900 SH SHARED 10 17900 D CORE MOLDING TECHNOLOGIES IN COM 21868310 1 140 SH SHARED 140 D COREL CORP NEW COM 21869X10 235 18318 SH SHARED 18318 D CORILLIAN CORP COM 21872510 5 1107 SH SHARED 1107 D CORINTHIAN COLLEGES INC COM 21886810 1918 139538 SH SHARED 139538 D CORINTHIAN COLLEGES INC COM 21886810 382 27800 SH SHARED 01 27800 D CORINTHIAN COLLEGES INC COM 21886810 252 18358 SH SHARED 02 16558 1800 D CORINTHIAN COLLEGES INC COM 21886810 1375 100000 SH SHARED 04 100000 D CORINTHIAN COLLEGES INC COM 21886810 187 13600 SH SHARED 10 13600 D CORN PRODS INTL INC COM 21902310 41981 1179598 SH SHARED 1179598 D CORN PRODS INTL INC COM 21902310 580 16298 SH SHARED 01 13000 3298 D CORN PRODS INTL INC COM 21902310 127 3581 SH SHARED 02 1031 2550 D CORN PRODS INTL INC COM 21902310 3195 89800 SH SHARED 04 89800 D CORN PRODS INTL INC COM 21902310 1110 31200 SH SHARED 10 25700 5500 D CORN PRODS INTL INC COM 21902310 28 800 SH SHARED 21 800 D CORN PRODS INTL INC COM 21902310 448 12600 SH SHR/OTHR 23 12600 D CORNELL COMPANIES INC COM 21914110 5 251 SH SHARED 251 D CORNING INC COM 21935010 163 7200 SH SHARED 7200 D CORNING INC COM 21935010 47722 2098626 SH SHARED 1861474 237152 D CORNING INC COM 21935010 6967 306401 SH SHARED 01 8900 297501 D CORNING INC COM 21935010 3517 154696 SH SHR/OTHR 01 154696 D CORNING INC COM 21935010 5220 229562 SH SHARED 02 207831 21731 D CORNING INC COM 21935010 196718 8650750 SH SHARED 04 8650750 D CORNING INC COM 21935010 18 810 SH SHARED 05 810 D CORNING INC COM 21935010 57929 2547459 SH SHARED 06 1472359 1075100 D CORNING INC COM 21935010 65506 2880667 SH SHARED 10 2763877 75490 41300 D CORNING INC COM 21935010 4762 209452 SH SHARED 14 78300 131152 D CORNING INC COM 21935010 4980 219000 SH SHARED 15 219000 D CORNING INC COM 21935010 5912 260000 SH SHARED 16 260000 D CORNING INC COM 21935010 259 11400 SH SHARED 19 11400 D CORNING INC COM 21935010 770 33900 SH SHR/OTHR 23 33900 D CORPBANCA SP ADR REG S 21987A20 61 2261 SH SHARED 2261 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1241 16340 SH SHARED 16340 D CORPORATE EXECUTIVE BRD CO COM 21988R10 417 5500 SH SHARED 01 5500 D CORPORATE EXECUTIVE BRD CO COM 21988R10 3089 40674 SH SHARED 02 39974 700 D CORPORATE EXECUTIVE BRD CO COM 21988R10 91 1200 SH SHARED 06 1000 200 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1162 15302 SH SHARED 10 15002 300 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 112 2467 SH SHARED 2467 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 219 4800 SH SHARED 01 4800 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 84 1853 SH SHARED 02 1853 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 456 10000 SH SHARED 04 10000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 899 19700 SH SHARED 10 19700 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 133 2533 SH SHARED 2533 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 352 6683 SH SHARED 02 3806 2877 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 1130 21410 SH SHARED 10 20710 700 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 1 860 SH SHARED 860 D CORUS BANKSHARES INC COM 22087310 116 6830 SH SHARED 6830 D CORUS BANKSHARES INC COM 22087310 979 57400 SH SHARED 01 45600 11800 D CORUS BANKSHARES INC COM 22087310 11 657 SH SHARED 02 657 D CORUS BANKSHARES INC COM 22087310 20053 1175470 SH SHARED 10 677470 498000 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 2800 73300 SH SHARED 73300 D CORVEL CORP COM 22100610 6 202 SH SHARED 202 D CORVEL CORP COM 22100610 83 2750 SH SHARED 01 2750 D CORVEL CORP COM 22100610 1285 42500 SH SHARED 10 42500 D COSI INC COM 22122P10 4 880 SH SHARED 880 D COST PLUS INC CALIF COM 22148510 2509 250977 SH SHARED 250977 D COST PLUS INC CALIF COM 22148510 10 1066 SH SHARED 02 566 500 D COST-U-LESS INC COM 22149210 0 86 SH SHARED 86 D COSTCO WHSL CORP NEW COM 22160K10 21008 390208 SH SHARED 387508 2700 D COSTCO WHSL CORP NEW COM 22160K10 4719 87666 SH SHARED 01 4200 83466 D COSTCO WHSL CORP NEW COM 22160K10 210 3909 SH SHR/OTHR 01 3909 D COSTCO WHSL CORP NEW COM 22160K10 13109 243499 SH SHARED 02 234914 8585 D COSTCO WHSL CORP NEW COM 22160K10 538 10000 SH SHARED 04 10000 D COSTCO WHSL CORP NEW COM 22160K10 10 200 SH SHARED 05 200 D COSTCO WHSL CORP NEW COM 22160K10 2692 50004 SH SHARED 06 45724 4280 D COSTCO WHSL CORP NEW COM 22160K10 32793 609093 SH SHARED 10 544158 64935 D COSTCO WHSL CORP NEW COM 22160K10 104 1940 SH SHR/OTHR 10 1940 D COSTCO WHSL CORP NEW COM 22160K10 258 4803 SH SHARED 14 4803 D COSTCO WHSL CORP NEW COM 22160K10 1673 31085 SH SHARED 20 475 30610 D COSTCO WHSL CORP NEW COM 22160K10 32 600 SH SHR/OTHR 20 600 D COSTCO WHSL CORP NEW COM 22160K10 13 250 SH SHR/OTHR 21 250 D COSTCO WHSL CORP NEW COM 22160K10 69 1300 SH SHARED 22 400 900 D COSTCO WHSL CORP NEW COM 22160K10 120 2230 SH SHARED 23 1750 480 D COSTCO WHSL CORP NEW COM 22160K10 570 10600 SH SHR/OTHR 23 10600 D COSTAR GROUP INC COM 22160N10 20 462 SH SHARED 462 D COSTAR GROUP INC COM 22160N10 31 700 SH SHARED 01 700 D COSTAR GROUP INC COM 22160N10 178 4000 SH SHARED 10 4000 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 403 330000 PRN SHARED 02 330000 D COTT CORP QUE COM 22163N10 4549 339999 SH SHARED 339999 D COTT CORP QUE COM 22163N10 13 1000 SH SHR/OTHR 01 1000 D COTT CORP QUE COM 22163N10 193 14427 SH SHARED 02 14427 D COTT CORP QUE COM 22163N10 24 1800 SH SHARED 14 1800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 26 800 SH SHARED 800 D COUNTRYWIDE FINANCIAL CORP COM 22237210 41403 1230796 SH SHARED 1230796 D COUNTRYWIDE FINANCIAL CORP COM 22237210 3187 94764 SH SHARED 01 22600 72164 D COUNTRYWIDE FINANCIAL CORP COM 22237210 11885 353316 SH SHARED 02 345256 8060 D COUNTRYWIDE FINANCIAL CORP COM 22237210 10 308 SH SHARED 05 308 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2203 65511 SH SHARED 06 60031 5480 D COUNTRYWIDE FINANCIAL CORP COM 22237210 12183 362178 SH SHARED 10 349180 12998 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1080 32121 SH SHARED 14 32121 D COURIER CORP COM 22266010 10 277 SH SHARED 277 D COURIER CORP COM 22266010 257 6600 SH SHARED 10 6600 D COURTSIDE ACQUISITION CORP COM 22274N10 3917 708452 SH SHARED 708452 D COUSINS PPTYS INC COM 22279510 33 1030 SH SHARED 1030 D COUSINS PPTYS INC COM 22279510 1053 32050 SH SHARED 01 30150 1900 D COUSINS PPTYS INC COM 22279510 1077 32782 SH SHR/OTHR 01 32782 D COUSINS PPTYS INC COM 22279510 13 421 SH SHARED 02 100 321 D COUSINS PPTYS INC COM 22279510 1741 53000 SH SHARED 10 53000 D COVANSYS CORP COM 22281W10 10 438 SH SHARED 438 D COVANSYS CORP COM 22281W10 375 15200 SH SHARED 01 15200 D COVANSYS CORP COM 22281W10 15269 618700 SH SHARED 10 605900 12800 D COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR 1870 2150000 PRN SHARED 2150000 D COVAD COMMUNICATIONS GROUP I COM 22281420 2120 1669905 SH SHARED 1669905 D COVAD COMMUNICATIONS GROUP I COM 22281420 0 1 SH SHARED 02 1 D COVANCE INC COM 22281610 2323 39160 SH SHARED 30360 8800 D COVANCE INC COM 22281610 1198 20202 SH SHARED 01 20202 D COVANCE INC COM 22281610 496 8359 SH SHARED 02 7269 1090 D COVANCE INC COM 22281610 462 7800 SH SHARED 06 7400 400 D COVANCE INC COM 22281610 22305 375900 SH SHARED 10 93200 190900 91800 D COVANCE INC COM 22281610 47 800 SH SHR/OTHR 23 800 D COVANTA HLDG CORP COM 22282E10 49775 2244171 SH SHARED 2244171 D COVANTA HLDG CORP COM 22282E10 449 20260 SH SHARED 01 20260 D COVANTA HLDG CORP COM 22282E10 608 27440 SH SHARED 02 26440 1000 D COVANTA HLDG CORP COM 22282E10 15526 700000 SH SHARED 04 700000 D COVANTA HLDG CORP COM 22282E10 11090 500000 SH SHARED 05 500000 D COVANTA HLDG CORP COM 22282E10 3271 147500 SH SHARED 10 138500 9000 D COVANTA HLDG CORP COM 22282E10 4 200 SH SHARED 23 200 D COVENANT TRANS INC CL A 22284P10 135 12290 SH SHARED 12290 D COVENTRY HEALTH CARE INC COM 22286210 78187 1394964 SH SHARED 1394964 D COVENTRY HEALTH CARE INC COM 22286210 1902 33950 SH SHARED 01 15000 18950 D COVENTRY HEALTH CARE INC COM 22286210 1049 18716 SH SHARED 02 18716 D COVENTRY HEALTH CARE INC COM 22286210 2426 43300 SH SHARED 04 43300 D COVENTRY HEALTH CARE INC COM 22286210 952 16992 SH SHARED 06 15527 1465 D COVENTRY HEALTH CARE INC COM 22286210 24108 430131 SH SHARED 10 372881 57250 D COVENTRY HEALTH CARE INC COM 22286210 260 4646 SH SHARED 14 1300 3346 D COVENTRY HEALTH CARE INC COM 22286210 239 4265 SH SHARED 21 4265 D COWEN GROUP INC COM 22362110 6765 406563 SH SHARED 406563 D COWEN GROUP INC COM 22362110 66 4000 SH SHARED 01 4000 D COWEN GROUP INC COM 22362110 14 842 SH SHARED 02 842 D COX RADIO INC CL A 22405110 24 1766 SH SHARED 1766 D COX RADIO INC CL A 22405110 13 970 SH SHARED 02 970 D COX RADIO INC CL A 22405110 2978 218231 SH SHARED 10 218231 D CRAFTMADE INTL INC COM 22413E10 1 110 SH SHARED 110 D CRANE CO COM 22439910 1593 39427 SH SHARED 39427 D CRANE CO COM 22439910 739 18300 SH SHARED 01 18300 D CRANE CO COM 22439910 230 5701 SH SHARED 02 5701 D CRANE CO COM 22439910 1293 32000 SH SHARED 04 32000 D CRANE CO COM 22439910 141 3500 SH SHARED 10 400 3100 D CRAWFORD & CO CL B 22463310 3 595 SH SHARED 595 D CRAWFORD & CO CL B 22463310 1 267 SH SHARED 02 267 D CRAY INC NOTE 3.000%12/0 225223AB 3442 3375000 PRN SHARED 02 3375000 D CRAY INC COM NEW 22522330 10 751 SH SHARED 751 D CRAY INC COM NEW 22522330 79 5766 SH SHARED 02 4541 1225 D CREDENCE SYS CORP COM 22530210 23289 7036015 SH SHARED 7036015 D CREDENCE SYS CORP COM 22530210 7 2300 SH SHARED 01 2300 D CREDENCE SYS CORP COM 22530210 0 100 SH SHARED 02 100 D CREDIT ACCEP CORP MICH COM 22531010 1 51 SH SHARED 51 D CREDIT ACCEP CORP MICH COM 22531010 7 270 SH SHARED 02 270 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 2819 39253 SH SHARED 39253 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 25 350 SH SHARED 01 350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 82 1155 SH SHARED 02 1155 D CREDO PETE CORP COM PAR $0.10 22543920 2 184 SH SHARED 184 D CREE INC COM 22544710 1939 117853 SH SHARED 117853 D CREE INC COM 22544710 352 21400 SH SHARED 01 21400 D CREE INC COM 22544710 142 8655 SH SHARED 02 8440 215 D CREE INC COM 22544710 25 1526 SH SHARED 10 1526 D CRESCENT BKG CO COM 22564610 64 1500 SH SHARED 02 1500 D CRESCENT FINL CORP COM 22574410 2 203 SH SHARED 203 D CRESCENT REAL ESTATE EQUITIE COM 22575610 14509 723320 SH SHARED 723320 D CRESCENT REAL ESTATE EQUITIE COM 22575610 22 1100 SH SHARED 01 1100 D CRESCENT REAL ESTATE EQUITIE COM 22575610 272 13566 SH SHARED 02 5866 7700 D CRESCENT REAL ESTATE EQUITIE COM 22575610 601 30000 SH SHARED 04 30000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2655 132400 SH SHARED 10 132400 D CRESCENT REAL ESTATE EQUITIE COM 22575610 18 900 SH SHARED 14 900 D CRESCENT REAL ESTATE EQUITIE PFD CV A 6.75% 22575620 3 150 SH SHARED 02 150 D CRESUD S A C I F Y A SPONSORED ADR 22640610 8628 420285 SH SHARED 420285 D CRESUD S A C I F Y A SPONSORED ADR 22640610 9519 463671 SH SHARED 01 463671 D CRESUD S A C I F Y A SPONSORED ADR 22640610 4432 215900 SH SHARED 04 215900 D CRESUD S A C I F Y A SPONSORED ADR 22640610 3079 150000 SH SHARED 05 150000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 1827 89000 SH SHARED 06 49000 40000 D CRITICAL THERAPEUTICS INC COM 22674T10 1 532 SH SHARED 532 D CRITICARE SYS INC COM 22690110 1 273 SH SHARED 273 D CROCS INC COM 22704610 90 1907 SH SHARED 1907 D CROCS INC COM 22704610 15 337 SH SHARED 02 337 D CROCS INC COM 22704610 255 5400 SH SHARED 10 5400 D CROSS A T CO CL A 22747810 1 180 SH SHARED 180 D CROSS CTRY HEALTHCARE INC COM 22748310 188 10358 SH SHARED 10358 D CROSS CTRY HEALTHCARE INC COM 22748310 83 4600 SH SHARED 01 4600 D CROSS CTRY HEALTHCARE INC COM 22748310 5 314 SH SHARED 02 314 D CROSS TIMBERS RTY TR TR UNIT 22757R10 9 220 SH SHARED 220 D CROSS TIMBERS RTY TR TR UNIT 22757R10 155 3700 SH SHARED 02 3700 D CROSS TIMBERS RTY TR TR UNIT 22757R10 83 2000 SH SHR/OTHR 20 2000 D CROSSTEX ENERGY L P COM 22765U10 501 13915 SH SHARED 13915 D CROSSTEX ENERGY L P COM 22765U10 108 3000 SH SHARED 02 3000 D CROSSTEX ENERGY INC COM 22765Y10 1234 42947 SH SHARED 42947 D CROSSTEX ENERGY INC COM 22765Y10 137 4792 SH SHARED 10 3992 800 D CROWN CASTLE INTL CORP COM 22822710 2110 65696 SH SHARED 65696 D CROWN CASTLE INTL CORP COM 22822710 321 10001 SH SHARED 01 10001 D CROWN CASTLE INTL CORP COM 22822710 687 21411 SH SHARED 02 2184 19227 D CROWN CASTLE INTL CORP COM 22822710 1927 60000 SH SHARED 04 60000 D CROWN CASTLE INTL CORP COM 22822710 234 7310 SH SHARED 06 5500 1810 D CROWN CASTLE INTL CORP COM 22822710 16830 523820 SH SHARED 10 512720 11100 D CROWN HOLDINGS INC COM 22836810 193 7918 SH SHARED 7918 D CROWN HOLDINGS INC COM 22836810 985 40301 SH SHARED 02 36251 4050 D CROWN HOLDINGS INC COM 22836810 7631 311995 SH SHARED 10 311600 395 D CROWN HOLDINGS INC COM 22836810 769 31470 SH SHARED 24 31470 D CROWN MEDIA HLDGS INC CL A 22841110 1 240 SH SHARED 240 D CRUCELL N V SPONSORED ADR 22876910 7 312 SH SHARED 02 312 D CRYOLIFE INC COM 22890310 130 15462 SH SHARED 15462 D CRYOLIFE INC COM 22890310 0 65 SH SHARED 02 65 D CRYPTOLOGIC INC COM 22890610 2635 105439 SH SHARED 105439 D CRYSTAL RIV CAP INC COM 22939330 156 5823 SH SHARED 5823 D CRYSTAL RIV CAP INC COM 22939330 1739 64802 SH SHARED 02 64802 D CRYSTAL RIV CAP INC COM 22939330 34572 1288100 SH SHARED 10 1288100 D CRYSTALLEX INTL CORP COM 22942F10 3 900 SH SHARED 900 D CTRIP COM INTL LTD ADR 22943F10 1835 27400 SH SHARED 27400 D CTRIP COM INTL LTD ADR 22943F10 593 8859 SH SHARED 8859 D CTRIP COM INTL LTD ADR 22943F10 229 3423 SH SHARED 02 3376 47 D CTRIP COM INTL LTD ADR 22943F10 55597 830000 SH SHARED 04 830000 D CTRIP COM INTL LTD ADR 22943F10 3349 50000 SH SHARED 05 50000 D CTRIP COM INTL LTD ADR 22943F10 3978 59400 SH SHARED 06 32900 26500 D CTRIP COM INTL LTD ADR 22943F10 395 5900 SH SHARED 14 5900 D CUBIC CORP COM 22966910 8 394 SH SHARED 394 D CUBIC CORP COM 22966910 95 4400 SH SHARED 01 4400 D CUBIC CORP COM 22966910 1 47 SH SHARED 02 47 D CUBIC CORP COM 22966910 86 4000 SH SHR/OTHR 23 4000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 983 1011000 PRN SHARED 1011000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 10231 10515000 PRN SHARED 02 10515000 D CUBIST PHARMACEUTICALS INC COM 22967810 1863 84420 SH SHARED 84420 D CUBIST PHARMACEUTICALS INC COM 22967810 143 6500 SH SHARED 01 6500 D CUBIST PHARMACEUTICALS INC COM 22967810 35 1601 SH SHARED 02 1601 D CUBIST PHARMACEUTICALS INC COM 22967810 10593 480000 SH SHARED 04 480000 D CULLEN FROST BANKERS INC COM 22989910 1584 30280 SH SHARED 30280 D CULLEN FROST BANKERS INC COM 22989910 1203 23000 SH SHARED 01 7900 15100 D CULLEN FROST BANKERS INC COM 22989910 352 6738 SH SHARED 02 6738 D CULLEN FROST BANKERS INC COM 22989910 366 7000 SH SHARED 10 7000 D CUISINE SOLUTIONS INC COM 22990410 1 165 SH SHARED 165 D CULP INC COM 23021510 1 226 SH SHARED 226 D CUMBERLAND RES LTD COM 23077R10 26 4045 SH SHARED 4045 D CUMMINS INC COM 23102110 6028 41658 SH SHARED 41658 D CUMMINS INC COM 23102110 2422 16741 SH SHARED 01 9406 7335 D CUMMINS INC COM 23102110 2747 18982 SH SHARED 02 18382 600 D CUMMINS INC COM 23102110 1840 12720 SH SHARED 06 12070 650 D CUMMINS INC COM 23102110 12982 89706 SH SHARED 10 81206 8500 D CUMMINS INC COM 23102110 231 1600 SH SHARED 14 1600 D CUMMINS INC COM 23102110 12 85 SH SHR/OTHR 21 85 D CUMMINS INC COM 23102110 173 1200 SH SHR/OTHR 23 1200 D CUMULUS MEDIA INC CL A 23108210 8 875 SH SHARED 875 D CUMULUS MEDIA INC CL A 23108210 22 2400 SH SHARED 01 2400 D CURAGEN CORP COM 23126R10 87 28353 SH SHARED 28353 D CURAGEN CORP COM 23126R10 4 1375 SH SHARED 02 1375 D CURIS INC COM 23126910 1 1209 SH SHARED 1209 D CURIS INC COM 23126910 1 938 SH SHARED 02 938 D CURRENCYSHS BRIT POUND STER BRIT POUND STE 23129S10 975 4938 SH SHARED 02 4938 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 1527 17991 SH SHARED 02 17991 D CURRENCY SHARES EURO TR EURO SHS 23130C10 102 764 SH SHARED 02 764 D CURTISS WRIGHT CORP COM 23156110 41 1078 SH SHARED 1078 D CURTISS WRIGHT CORP COM 23156110 30 800 SH SHARED 01 800 D CURTISS WRIGHT CORP COM 23156110 20 537 SH SHARED 02 127 410 D CURTISS WRIGHT CORP COM 23156110 8586 222800 SH SHARED 10 211800 11000 D CUTERA INC COM 23210910 47 1314 SH SHARED 1314 D CUTERA INC COM 23210910 67 1877 SH SHARED 02 1877 D CUTTER & BUCK INC COM 23221710 3 261 SH SHARED 261 D CUTTER & BUCK INC COM 23221710 1 150 SH SHARED 02 150 D CYBERSOURCE CORP COM 23251J10 9 781 SH SHARED 781 D CYBERSOURCE CORP COM 23251J10 30 2425 SH SHARED 01 1700 725 D CYBERSOURCE CORP COM 23251J10 13959 1115900 SH SHARED 10 929600 186300 D CYBERONICS INC COM 23251P10 38 2064 SH SHARED 2064 D CYBERONICS INC COM 23251P10 1 63 SH SHARED 02 63 D CYBERONICS INC COM 23251P10 600 32000 SH SHARED 04 32000 D CYBERONICS INC COM 23251P10 3 195 SH SHARED 10 195 D CYBERONICS INC COM 23251P10 1502 80000 SH SHARED 15 80000 D CYBEROPTICS CORP COM 23251710 2 205 SH SHARED 205 D CYBEX INTL INC COM 23252E10 1 272 SH SHARED 272 D CYCLACEL PHARMACEUTICALS INC COM 23254L10 27 3574 SH SHARED 3574 D CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L20 927 148125 SH SHARED 148125 D CYMER INC COM 23257210 5199 125144 SH SHARED 125144 D CYMER INC COM 23257210 831 20000 SH SHARED 01 20000 D CYMER INC COM 23257210 789 19006 SH SHARED 02 19006 D CYMER INC COM 23257210 373 9000 SH SHARED 04 9000 D CYMER INC COM 23257210 390 9400 SH SHARED 10 9100 300 D CYNOSURE INC CL A 23257720 4 173 SH SHARED 173 D CYNOSURE INC CL A 23257720 18 634 SH SHARED 02 634 D CYNOSURE INC CL A 23257720 373 12950 SH SHARED 04 12950 D CYNOSURE INC CL A 23257720 825 28600 SH SHARED 10 28600 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 6 821 SH SHARED 821 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 48 6400 SH SHARED 01 6400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 7 930 SH SHARED 02 930 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 30 4000 SH SHARED 04 4000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 34788 1875414 SH SHARED 1875414 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1155 62300 SH SHARED 01 12000 50300 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2183 117703 SH SHARED 02 117059 644 D CYPRESS SEMICONDUCTOR CORP COM 23280610 289 15600 SH SHARED 10 5500 10100 D CYTOKINETICS INC COM 23282W10 6 923 SH SHARED 923 D CYTOKINETICS INC COM 23282W10 11 1675 SH SHARED 02 1675 D CYTEC INDS INC COM 23282010 986 17544 SH SHARED 17544 D CYTEC INDS INC COM 23282010 689 12268 SH SHARED 01 12268 D CYTEC INDS INC COM 23282010 1667 29641 SH SHARED 02 29641 D CYTEC INDS INC COM 23282010 1136 20200 SH SHARED 04 20200 D CYTEC INDS INC COM 23282010 956 17000 SH SHARED 06 17000 D CYTEC INDS INC COM 23282010 911 16200 SH SHARED 10 16200 D CYTEC INDS INC COM 23282010 956 17000 SH SHARED 14 17000 D CYTEC INDS INC COM 23282010 56 1000 SH SHARED 21 1000 D CYTOGEN CORP COM NEW 23282430 1 509 SH SHARED 509 D CYTRX CORP COM NEW 23282830 7 1630 SH SHARED 1630 D CYTRX CORP COM NEW 23282830 27 5935 SH SHARED 02 5935 D CYTOMEDIX INC COM NEW 23283B20 0 658 SH SHARED 658 D CYTORI THERAPEUTICS INC COM 23283K10 5 863 SH SHARED 863 D D & E COMMUNICATIONS INC COM 23286010 4 351 SH SHARED 351 D CYTYC CORP NOTE 2.250% 3/1 232946AB 360 294000 PRN SHARED 02 294000 D CYTYC CORP COM 23294610 591 17282 SH SHARED 17282 D CYTYC CORP COM 23294610 1414 41348 SH SHARED 01 6000 35348 D CYTYC CORP COM 23294610 575 16819 SH SHARED 02 12539 4280 D CYTYC CORP COM 23294610 123 3600 SH SHARED 06 3000 600 D CYTYC CORP COM 23294610 22448 656200 SH SHARED 10 645700 10500 D CYTYC CORP COM 23294610 10 300 SH SHARED 14 300 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 1237 31658 SH SHARED 31658 D DCT INDUSTRIAL TRUST INC COM 23315310 995 84188 SH SHARED 84188 D DCT INDUSTRIAL TRUST INC COM 23315310 5 493 SH SHARED 02 493 D DDI CORP COM 0.0001 NEW 23316250 4332 633376 SH SHARED 633376 D DJO INCORPORATED COM 23325G10 22 583 SH SHARED 583 D DJO INCORPORATED COM 23325G10 7 200 SH SHARED 01 200 D DJO INCORPORATED COM 23325G10 2 68 SH SHARED 02 68 D DJO INCORPORATED COM 23325G10 174 4600 SH SHARED 10 4600 D DNP SELECT INCOME FD COM 23325P10 73 6500 SH SHARED 23 6500 D DG FASTCHANNEL INC COM 23326R10 4 285 SH SHARED 285 D DPL INC COM 23329310 904 29104 SH SHARED 18717 10387 D DPL INC COM 23329310 1032 33212 SH SHARED 01 33212 D DPL INC COM 23329310 41 1350 SH SHR/OTHR 01 1350 D DPL INC COM 23329310 533 17164 SH SHARED 02 12889 4275 D DPL INC COM 23329310 121 3900 SH SHARED 10 300 3600 D DPL INC COM 23329310 34 1100 SH SHR/OTHR 23 1100 D DRS TECHNOLOGIES INC COM 23330X10 1514 29039 SH SHARED 29039 D DRS TECHNOLOGIES INC COM 23330X10 1048 20100 SH SHARED 01 7900 12200 D DRS TECHNOLOGIES INC COM 23330X10 405 7775 SH SHARED 02 4475 3300 D DRS TECHNOLOGIES INC COM 23330X10 26131 500900 SH SHARED 10 500900 D DRS TECHNOLOGIES INC COM 23330X10 41 796 SH SHARED 21 796 D D R HORTON INC COM 23331A10 8984 408400 SH SHARED 408400 D D R HORTON INC COM 23331A10 678 30828 SH SHARED 01 30828 D D R HORTON INC COM 23331A10 11706 532131 SH SHARED 02 86009 446122 D D R HORTON INC COM 23331A10 4 200 SH SHARED 05 200 D D R HORTON INC COM 23331A10 2003 91067 SH SHARED 06 88078 2989 D D R HORTON INC COM 23331A10 6454 293366 SH SHARED 10 286800 6566 D D R HORTON INC COM 23331A10 41 1873 SH SHARED 14 1873 D DSP GROUP INC COM 23332B10 14 738 SH SHARED 738 D DSP GROUP INC COM 23332B10 14 752 SH SHARED 02 86 666 D DSP GROUP INC COM 23332B10 281 14821 SH SHARED 10 4221 10600 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 43009 26500000 PRN SHARED 26500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 8231 5072000 PRN SHARED 02 5072000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 12693 8029000 PRN SHARED 02 8029000 D DST SYS INC DEL COM 23332610 545 7251 SH SHARED 7251 D DST SYS INC DEL COM 23332610 1526 20300 SH SHARED 01 20300 D DST SYS INC DEL COM 23332610 3173 42201 SH SHARED 02 42201 D DST SYS INC DEL COM 23332610 133 1770 SH SHARED 06 1450 320 D DST SYS INC DEL COM 23332610 308 4100 SH SHARED 10 3900 200 D DST SYS INC DEL COM 23332610 30 400 SH SHR/OTHR 23 400 D DTE ENERGY CO COM 23333110 11439 238815 SH SHARED 225647 13168 D DTE ENERGY CO COM 23333110 1606 33542 SH SHARED 01 33542 D DTE ENERGY CO COM 23333110 1365 28512 SH SHARED 02 27477 1035 D DTE ENERGY CO COM 23333110 6 130 SH SHARED 05 130 D DTE ENERGY CO COM 23333110 1034 21600 SH SHARED 06 19800 1800 D DTE ENERGY CO COM 23333110 4155 86760 SH SHARED 10 73060 13700 D DTE ENERGY CO COM 23333110 23 500 SH SHARED 23 500 D DSW INC CL A 23334L10 15 366 SH SHARED 366 D DSW INC CL A 23334L10 160 3800 SH SHARED 01 3800 D DSW INC CL A 23334L10 31 735 SH SHARED 02 735 D DSW INC CL A 23334L10 4866 115300 SH SHARED 10 5900 109400 D DTS INC COM 23335C10 10 450 SH SHARED 450 D DTS INC COM 23335C10 40 1663 SH SHARED 02 1663 D DTS INC COM 23335C10 198 8200 SH SHARED 10 8200 D DTS INC COM 23335C10 29 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 3 92 SH SHARED 92 D DXP ENTERPRISES INC NEW COM NEW 23337740 11 300 SH SHARED 01 300 D DWS MULTI MKT INCOME TR SHS 23338L10 10 961 SH SHARED 961 D DWS MULTI MKT INCOME TR SHS 23338L10 11 1000 SH SHARED 01 1000 D DWS STRATEGIC INCOME TR SHS 23338N10 2 181 SH SHARED 181 D DWS STRATEGIC MUN INCOME TR COM 23338T10 35 2800 SH SHARED 02 2800 D DWS STRATEGIC MUN INCOME TR COM 23338T10 93 7500 SH SHR/OTHR 20 7500 D DWS RREEF REAL ESTATE FD II COM 23338X10 770 39830 SH SHARED 02 39830 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 159 9849 SH SHARED 9849 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 860 53100 SH SHARED 02 53100 D DWS RREEF REAL ESTATE FD INC COM 23338410 308 12200 SH SHARED 12200 D DWS RREEF REAL ESTATE FD INC COM 23338410 383 15202 SH SHARED 02 15202 D DWS RREEF REAL ESTATE FD INC COM 23338410 252 10000 SH SHARED 04 10000 D DWS RREEF REAL ESTATE FD INC COM 23338410 95 3800 SH SHARED 20 3800 D DWS DREMAN VAL INCOME EDGE F COM 23339M10 3503 185650 SH SHARED 02 185650 D DADE BEHRING HLDGS INC COM 23342J20 182 4153 SH SHARED 4153 D DADE BEHRING HLDGS INC COM 23342J20 1346 30700 SH SHARED 01 19600 11100 D DADE BEHRING HLDGS INC COM 23342J20 37 860 SH SHARED 02 860 D DADE BEHRING HLDGS INC COM 23342J20 328 7500 SH SHARED 06 7500 D DADE BEHRING HLDGS INC COM 23342J20 19276 439600 SH SHARED 10 67400 244600 127600 D DAKTRONICS INC COM 23426410 24 893 SH SHARED 893 D DAKTRONICS INC COM 23426410 107 3900 SH SHARED 01 3900 D DAKTRONICS INC COM 23426410 2 93 SH SHARED 02 93 D DAKTRONICS INC COM 23426410 7282 265400 SH SHARED 10 240000 25400 D DANAHER CORP DEL NOTE 1/2 235851AF 10380 10000000 PRN SHARED 10000000 D DANAHER CORP DEL NOTE 1/2 235851AF 429 414000 PRN SHARED 02 414000 D DANAHER CORP DEL COM 23585110 20803 291156 SH SHARED 291156 D DANAHER CORP DEL COM 23585110 2275 31854 SH SHARED 01 300 31554 D DANAHER CORP DEL COM 23585110 2090 29256 SH SHARED 02 27692 1564 D DANAHER CORP DEL COM 23585110 1490 20866 SH SHARED 04 20866 D DANAHER CORP DEL COM 23585110 2062 28870 SH SHARED 06 26700 2170 D DANAHER CORP DEL COM 23585110 17849 249816 SH SHARED 10 219816 30000 D DANAHER CORP DEL COM 23585110 212 2977 SH SHARED 14 2977 D DANAHER CORP DEL COM 23585110 478 6700 SH SHARED 21 6700 D DANAHER CORP DEL COM 23585110 207 2900 SH SHR/OTHR 21 2900 D DANAHER CORP DEL COM 23585110 82 1150 SH SHR/OTHR 23 1150 D DARDEN RESTAURANTS INC COM 23719410 41067 997019 SH SHARED 997019 D DARDEN RESTAURANTS INC COM 23719410 945 22953 SH SHARED 01 22953 D DARDEN RESTAURANTS INC COM 23719410 790 19199 SH SHARED 02 16259 2940 D DARDEN RESTAURANTS INC COM 23719410 670 16277 SH SHARED 06 14967 1310 D DARDEN RESTAURANTS INC COM 23719410 9487 230334 SH SHARED 10 224134 6200 D DARDEN RESTAURANTS INC COM 23719410 493 11991 SH SHARED 14 11991 D DARDEN RESTAURANTS INC COM 23719410 123 3000 SH SHR/OTHR 23 3000 D DARLING INTL INC COM 23726610 997 153492 SH SHARED 153492 D DASSAULT SYS S A SPONSORED ADR 23754510 21 400 SH SHARED 400 D DATALINK CORP COM 23793410 1 184 SH SHARED 184 D DATARAM CORP COM PAR $1 23810820 0 193 SH SHARED 193 D DATASCOPE CORP COM 23811310 1021 28230 SH SHARED 28230 D DATASCOPE CORP COM 23811310 16 449 SH SHARED 02 38 411 D DATASCOPE CORP COM 23811310 412 11400 SH SHARED 06 11400 D DATASCOPE CORP COM 23811310 289 8000 SH SHARED 10 8000 D DATATRAK INTL INC COM 23813410 1 248 SH SHARED 248 D DAVITA INC COM 23918K10 1394 26156 SH SHARED 26156 D DAVITA INC COM 23918K10 133 2500 SH SHARED 01 200 2300 D DAVITA INC COM 23918K10 83 1564 SH SHARED 02 1564 D DAVITA INC COM 23918K10 1066 20000 SH SHARED 04 20000 D DAVITA INC COM 23918K10 180 3390 SH SHARED 06 2900 490 D DAVITA INC COM 23918K10 4105 77000 SH SHARED 10 66600 10400 D DAWSON GEOPHYSICAL CO COM 23935910 9 193 SH SHARED 193 D DAYSTAR TECHNOLOGIES INC COM 23962Q10 1 354 SH SHARED 354 D DAYTON SUPERIOR CORP COM 24002830 2 195 SH SHARED 195 D DEALERTRACK HLDGS INC COM 24230910 22 746 SH SHARED 746 D DEALERTRACK HLDGS INC COM 24230910 58 1900 SH SHARED 01 1900 D DEALERTRACK HLDGS INC COM 24230910 2400 78145 SH SHARED 02 78145 D DEALERTRACK HLDGS INC COM 24230910 2420 78800 SH SHARED 10 78800 D DEALERTRACK HLDGS INC COM 24230910 74 2440 SH SHARED 21 2440 D DEAN FOODS CO NEW COM 24237010 11978 256281 SH SHARED 256281 D DEAN FOODS CO NEW COM 24237010 617 13207 SH SHARED 01 13207 D DEAN FOODS CO NEW COM 24237010 1150 24617 SH SHARED 02 24617 D DEAN FOODS CO NEW COM 24237010 7492 160300 SH SHARED 04 160300 D DEAN FOODS CO NEW COM 24237010 9348 200000 SH SHARED 05 200000 D DEAN FOODS CO NEW COM 24237010 3243 69400 SH SHARED 06 13650 55750 D DEAN FOODS CO NEW COM 24237010 48645 1040778 SH SHARED 10 224270 710918 105590 D DEAN FOODS CO NEW COM 24237010 477 10209 SH SHARED 14 10209 D DEAN FOODS CO NEW COM 24237010 614 13150 SH SHARED 15 13150 D DEAN FOODS CO NEW COM 24237010 3739 80000 SH SHARED 16 80000 D DEAN FOODS CO NEW COM 24237010 257 5500 SH SHARED 19 5500 D DEAN FOODS CO NEW COM 24237010 51 1100 SH SHR/OTHR 23 1100 D DEAN FOODS CO NEW COM 24237010 63 1367 SH SHARED 24 1367 D DEARBORN BANCORP INC COM 24242R10 3 214 SH SHARED 214 D DEARBORN BANCORP INC COM 24242R10 121 6918 SH SHARED 02 6918 D DEB SHOPS INC COM 24272810 2 92 SH SHARED 92 D DECKERS OUTDOOR CORP COM 24353710 18 259 SH SHARED 259 D DECKERS OUTDOOR CORP COM 24353710 362 5100 SH SHARED 01 5100 D DECKERS OUTDOOR CORP COM 24353710 2 33 SH SHARED 02 33 D DECKERS OUTDOOR CORP COM 24353710 142 2000 SH SHARED 10 2000 D DECODE GENETICS INC COM 24358610 6 1808 SH SHARED 02 1808 D DEERE & CO COM 24419910 122514 1127715 SH SHARED 1127715 D DEERE & CO COM 24419910 4334 39902 SH SHARED 01 5190 34712 D DEERE & CO COM 24419910 173 1600 SH SHR/OTHR 01 1600 D DEERE & CO COM 24419910 4184 38520 SH SHARED 02 31695 6825 D DEERE & CO COM 24419910 18251 168000 SH SHARED 04 168000 D DEERE & CO COM 24419910 10874 100100 SH SHARED 05 100100 D DEERE & CO COM 24419910 3789 34880 SH SHARED 06 25250 9630 D DEERE & CO COM 24419910 13249 121958 SH SHARED 10 114358 7600 D DEERE & CO COM 24419910 599 5515 SH SHR/OTHR 10 5515 D DEERE & CO COM 24419910 814 7500 SH SHARED 14 7500 D DEERE & CO COM 24419910 77 710 SH SHARED 20 710 D DEERE & CO COM 24419910 61 570 SH SHR/OTHR 20 570 D DEERE & CO COM 24419910 325 2995 SH SHARED 21 2995 D DEERE & CO COM 24419910 97 895 SH SHARED 23 895 D DEERE & CO COM 24419910 478 4400 SH SHR/OTHR 23 4400 D DEERFIELD TRIARC CAP CORP COM 24457230 1360 90745 SH SHARED 90745 D DEERFIELD TRIARC CAP CORP COM 24457230 622 41500 SH SHARED 02 41500 D DEERFIELD TRIARC CAP CORP COM 24457230 25444 1697400 SH SHARED 10 1692800 4600 D DEERFIELD TRIARC CAP CORP COM 24457230 15787 1053200 SH SHARED 11 1053200 D DEFINED STRATEGY FD INC COM 24476Y10 27 1365 SH SHARED 1365 D DEKANIA CORP UNIT 99/99/9999 24488U20 7552 762100 SH SHARED 762100 D DEL MONTE FOODS CO COM 24522P10 1149 100136 SH SHARED 100136 D DEL MONTE FOODS CO COM 24522P10 76 6630 SH SHARED 01 66 6564 D DEL MONTE FOODS CO COM 24522P10 34 3035 SH SHR/OTHR 01 3035 D DEL MONTE FOODS CO COM 24522P10 31 2710 SH SHARED 02 2710 D DEL MONTE FOODS CO COM 24522P10 8092 704900 SH SHARED 10 704900 D DEL MONTE FOODS CO COM 24522P10 333 29073 SH SHARED 18 29073 D DEL MONTE FOODS CO COM 24522P10 15 1339 SH SHR/OTHR 20 1339 D DEL MONTE FOODS CO COM 24522P10 26 2344 SH SHR/OTHR 21 2344 D DEL MONTE FOODS CO COM 24522P10 41 3572 SH SHARED 23 3572 D DEL MONTE FOODS CO COM 24522P10 33 2945 SH SHR/OTHR 23 2945 D DELAWARE INV MN MUN INC FD I COM 24610V10 4 328 SH SHR/OTHR 20 328 D DELCATH SYS INC COM 24661P10 2 481 SH SHARED 481 D DELEK US HLDGS INC COM 24664710 4 254 SH SHARED 254 D DELEK US HLDGS INC COM 24664710 170 8900 SH SHARED 10 8900 D DELIA'S INC NEW COM 24691110 5 618 SH SHARED 618 D DELIA'S INC NEW COM 24691110 1824 198800 SH SHARED 10 198800 D DELL INC COM 24702R10 408 17610 SH SHARED 17610 D DELL INC COM 24702R10 819710 35317138 SH SHARED 35291288 25850 D DELL INC COM 24702R10 8258 355803 SH SHARED 01 17180 338623 D DELL INC COM 24702R10 25 1100 SH SHR/OTHR 01 1100 D DELL INC COM 24702R10 6201 267188 SH SHARED 02 252869 14319 D DELL INC COM 24702R10 4108 177000 SH SHARED 04 174000 3000 D DELL INC COM 24702R10 778 33530 SH SHARED 05 33530 D DELL INC COM 24702R10 13148 566480 SH SHARED 06 340328 226152 D DELL INC COM 24702R10 34464 1484906 SH SHARED 10 1387011 97895 D DELL INC COM 24702R10 1399 60278 SH SHARED 14 60278 D DELL INC COM 24702R10 1856 80000 SH SHARED 16 80000 D DELL INC COM 24702R10 40 1757 SH SHARED 18 1757 D DELL INC COM 24702R10 123 5333 SH SHARED 20 1400 3933 D DELL INC COM 24702R10 18 800 SH SHR/OTHR 20 800 D DELL INC COM 24702R10 39 1700 SH SHARED 21 1700 D DELL INC COM 24702R10 7 315 SH SHR/OTHR 21 315 D DELL INC COM 24702R10 49 2125 SH SHARED 23 2125 D DELL INC COM 24702R10 264 11400 SH SHR/OTHR 23 11400 D DELPHI FINL GROUP INC CL A 24713110 42 1060 SH SHARED 1060 D DELPHI FINL GROUP INC CL A 24713110 418 10400 SH SHARED 01 10400 D DELPHI FINL GROUP INC CL A 24713110 310 7716 SH SHARED 02 6816 900 D DELPHI FINL GROUP INC CL A 24713110 1227 30500 SH SHARED 10 19350 11150 D DELTA & PINE LD CO COM 24735710 90402 2194229 SH SHARED 2194229 D DELTA & PINE LD CO COM 24735710 2940 71360 SH SHARED 02 71360 D DELTA & PINE LD CO COM 24735710 131 3200 SH SHARED 10 400 2800 D DELTA APPAREL INC COM 24736810 2 156 SH SHARED 156 D DELTA NAT GAS INC COM 24774810 2 80 SH SHARED 80 D DELTATHREE INC COM 24783N10 0 442 SH SHARED 442 D DELTIC TIMBER CORP COM 24785010 13 279 SH SHARED 279 D DELTIC TIMBER CORP COM 24785010 895 18671 SH SHARED 01 18671 D DELTIC TIMBER CORP COM 24785010 2517 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 30 640 SH SHARED 02 640 D DELTIC TIMBER CORP COM 24785010 43 900 SH SHARED 10 900 D DELTIC TIMBER CORP COM 24785010 398 8312 SH SHARED 22 8312 D DELTA PETE CORP COM NEW 24790720 32 1400 SH SHARED 1400 D DELTA PETE CORP COM NEW 24790720 165 7200 SH SHARED 01 7200 D DELTA PETE CORP COM NEW 24790720 45 2000 SH SHARED 02 2000 D DELTA PETE CORP COM NEW 24790720 23625 1029000 SH SHARED 10 1028100 900 D DENBURY RES INC COM NEW 24791620 471 15811 SH SHARED 15811 D DENBURY RES INC COM NEW 24791620 1000 33600 SH SHARED 01 33600 D DENBURY RES INC COM NEW 24791620 582 19563 SH SHARED 02 18768 795 D DENBURY RES INC COM NEW 24791620 132 4450 SH SHARED 06 3450 1000 D DENBURY RES INC COM NEW 24791620 44 1500 SH SHARED 10 300 1200 D DENBURY RES INC COM NEW 24791620 283 9500 SH SHR/OTHR 21 9500 D DELTA FINANCIAL CORP COM 24791810 168 20426 SH SHARED 20426 D DELTA FINANCIAL CORP COM 24791810 43 5300 SH SHR/OTHR 22 5300 D DELUXE CORP COM 24801910 5004 149250 SH SHARED 134766 14484 D DELUXE CORP COM 24801910 1029 30701 SH SHARED 01 30701 D DELUXE CORP COM 24801910 200 5979 SH SHARED 02 5979 D DELUXE CORP COM 24801910 7574 225900 SH SHARED 10 300 225600 D DELUXE CORP COM 24801910 58 1753 SH SHARED 20 1753 D DENDREON CORP COM 24823Q10 3641 281650 SH SHARED 281650 D DENDREON CORP COM 24823Q10 34 2655 SH SHARED 02 2655 D DENDRITE INTL INC COM 24823910 2365 151035 SH SHARED 151035 D DENDRITE INTL INC COM 24823910 13 878 SH SHARED 02 128 750 D DENNYS CORP COM 24869P10 5057 1032074 SH SHARED 1032074 D DENTSPLY INTL INC NEW COM 24903010 1893 57827 SH SHARED 57827 D DENTSPLY INTL INC NEW COM 24903010 1748 53400 SH SHARED 01 6000 47400 D DENTSPLY INTL INC NEW COM 24903010 554 16928 SH SHARED 02 16928 D DENTSPLY INTL INC NEW COM 24903010 128 3920 SH SHARED 06 3200 720 D DENTSPLY INTL INC NEW COM 24903010 4817 147100 SH SHARED 10 132600 14500 D DENTSPLY INTL INC NEW COM 24903010 297 9092 SH SHARED 14 9092 D DESCARTES SYS GROUP INC COM 24990610 66 15206 SH SHARED 15206 D DEPOMED INC COM 24990810 3 942 SH SHARED 942 D DEPOMED INC COM 24990810 3 949 SH SHARED 02 949 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 8599 148400 SH SHARED 10 148400 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 695 12000 SH SHR/OTHR 23 12000 D DESERT CMNTY BK VICTORVILLE COM 25037Y10 112 5845 SH SHARED 5845 D DESIGN WITHIN REACH INC COM 25055710 1 247 SH SHARED 247 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 13 795 SH SHARED 02 795 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 74 4500 SH SHR/OTHR 23 4500 D DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ 5340 5000000 PRN SHARED 5000000 D DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ 3738 3500000 PRN SHARED 02 3500000 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 14752 234536 SH SHARED 234536 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 69 1100 SH SHARED 01 300 800 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2007 31918 SH SHARED 02 18233 13685 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1981 31500 SH SHARED 04 31500 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 3132 49800 SH SHARED 10 49600 200 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 13 10000 PRN SHR/OTHR 01 10000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 107 79000 PRN SHARED 23 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 13 10000 PRN SHR/OTHR 23 10000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 0 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW COM 25179M10 135913 1963502 SH SHARED 1453802 509700 D DEVON ENERGY CORP NEW COM 25179M10 5418 78283 SH SHARED 01 11120 67163 D DEVON ENERGY CORP NEW COM 25179M10 159 2300 SH SHR/OTHR 01 2300 D DEVON ENERGY CORP NEW COM 25179M10 18308 264490 SH SHARED 02 217035 47455 D DEVON ENERGY CORP NEW COM 25179M10 6368 92000 SH SHARED 04 92000 D DEVON ENERGY CORP NEW COM 25179M10 13 190 SH SHARED 05 190 D DEVON ENERGY CORP NEW COM 25179M10 13555 195830 SH SHARED 06 191850 3980 D DEVON ENERGY CORP NEW COM 25179M10 569661 8229723 SH SHARED 10 5812233 1614600 802890 D DEVON ENERGY CORP NEW COM 25179M10 249 3600 SH SHR/OTHR 10 3600 D DEVON ENERGY CORP NEW COM 25179M10 443 6412 SH SHARED 14 6412 D DEVON ENERGY CORP NEW COM 25179M10 11 170 SH SHARED 20 25 145 D DEVON ENERGY CORP NEW COM 25179M10 371 5360 SH SHARED 22 3200 2160 D DEVON ENERGY CORP NEW COM 25179M10 276 4000 SH SHARED 23 4000 D DEVON ENERGY CORP NEW COM 25179M10 519 7500 SH SHR/OTHR 23 7500 D DEVON ENERGY CORP NEW COM 25179M10 99 1443 SH SHARED 24 1443 D DEVRY INC DEL COM 25189310 2475 84354 SH SHARED 84354 D DEVRY INC DEL COM 25189310 692 23600 SH SHARED 01 23600 D DEVRY INC DEL COM 25189310 176 6000 SH SHARED 02 6000 D DEVRY INC DEL COM 25189310 2441 83200 SH SHARED 10 3000 80200 D DEXCOM INC COM 25213110 4 580 SH SHARED 580 D DEXCOM INC COM 25213110 74 9435 SH SHARED 02 9435 D DEXCOM INC COM 25213110 3633 462300 SH SHARED 04 462300 D DIAGEO P L C SPON ADR NEW 25243Q20 39 493 SH SHARED 02 493 D DIAGEO P L C SPON ADR NEW 25243Q20 10153 125430 SH SHARED 10 67700 57730 D DIALYSIS CORP AMER COM 25252910 1013 80219 SH SHARED 80219 D DIAMOND FOODS INC COM 25260310 76 4600 SH SHARED 4600 D DIAMOND FOODS INC COM 25260310 6 401 SH SHARED 401 D DIAMOND FOODS INC COM 25260310 333 20000 SH SHARED 01 20000 D DIAMOND FOODS INC COM 25260310 333 20000 SH SHR/OTHR 01 20000 D DIAMOND FOODS INC COM 25260310 3896 234000 SH SHARED 10 234000 D DIAMOND HILL INVESTMENT GROU COM NEW 25264R20 4 44 SH SHARED 44 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 8 745 SH SHARED 745 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 90 7700 SH SHARED 01 7700 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 2322 198700 SH SHARED 10 198700 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 128080 1582222 SH SHARED 1582222 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 3278 40500 SH SHARED 01 40000 500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 2013 24879 SH SHARED 02 24379 500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 13150 162450 SH SHARED 04 162450 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 21722 268350 SH SHARED 06 235000 33350 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 4063 50200 SH SHARED 10 3500 46700 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1052 13000 SH SHARED 14 13000 D DIAMONDROCK HOSPITALITY CO COM 25278430 3534 186032 SH SHARED 186032 D DIAMONDROCK HOSPITALITY CO COM 25278430 169293 8910200 SH SHARED 11 3976200 4934000 D DIAMONDS TR UNIT SER 1 25278710 207964 1682700 SH SHARED 1682700 D DIAMONDS TR UNIT SER 1 25278710 25 203 SH SHARED 01 203 D DIAMONDS TR UNIT SER 1 25278710 929 7518 SH SHARED 02 3000 4518 D DIAMONDS TR UNIT SER 1 25278710 7637 61800 SH SHARED 15 61800 D DIAMONDS TR UNIT SER 1 25278710 135 1100 SH SHARED 23 1100 D DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB 2300 2199000 PRN SHARED 02 2199000 D DICKS SPORTING GOODS INC COM 25339310 1924 33039 SH SHARED 4439 28600 D DICKS SPORTING GOODS INC COM 25339310 739 12700 SH SHARED 01 12700 D DICKS SPORTING GOODS INC COM 25339310 344 5913 SH SHARED 02 5913 D DICKS SPORTING GOODS INC COM 25339310 798 13700 SH SHARED 06 13700 D DICKS SPORTING GOODS INC COM 25339310 40269 691200 SH SHARED 10 8000 457000 226200 D DIEBOLD INC COM 25365110 564 11833 SH SHARED 11833 D DIEBOLD INC COM 25365110 992 20800 SH SHARED 01 20800 D DIEBOLD INC COM 25365110 597 12522 SH SHARED 02 12272 250 D DIEBOLD INC COM 25365110 47 1000 SH SHARED 10 500 500 D DIEBOLD INC COM 25365110 2695 56500 SH SHARED 14 56500 D DIGENE CORP COM 25375210 61 1446 SH SHARED 1446 D DIGENE CORP COM 25375210 1743 41100 SH SHARED 01 36900 4200 D DIGENE CORP COM 25375210 1357 32000 SH SHR/OTHR 01 32000 D DIGENE CORP COM 25375210 83 1980 SH SHARED 02 1935 45 D DIGENE CORP COM 25375210 5191 122406 SH SHARED 10 906 121500 D DIGI INTL INC COM 25379810 8 636 SH SHARED 636 D DIGI INTL INC COM 25379810 34 2712 SH SHARED 02 2712 D DIGIMARC CORP COM 25380710 4 404 SH SHARED 404 D DIGIRAD CORP COM 25382710 1 325 SH SHARED 325 D DIGITAL ANGEL CORP COM 25383010 0 495 SH SHARED 495 D DIGITAL RLTY TR INC COM 25386810 5751 144151 SH SHARED 144151 D DIGITAL RLTY TR INC COM 25386810 203 5100 SH SHARED 01 5100 D DIGITAL RLTY TR INC COM 25386810 8 204 SH SHARED 02 204 D DIGITAL RLTY TR INC COM 25386810 123 3100 SH SHARED 10 3100 D DIGITAL RLTY TR INC COM 25386810 237928 5963110 SH SHARED 11 2640867 3322243 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB 13 10000 PRN SHARED 02 10000 D DIGITAL RIV INC COM 25388B10 3427 62033 SH SHARED 62033 D DIGITAL RIV INC COM 25388B10 1685 30500 SH SHARED 01 14000 16500 D DIGITAL RIV INC COM 25388B10 773 14000 SH SHR/OTHR 01 14000 D DIGITAL RIV INC COM 25388B10 4120 74583 SH SHARED 02 70983 3600 D DIGITAL RIV INC COM 25388B10 1685 30500 SH SHARED 04 30500 D DIGITAL RIV INC COM 25388B10 74074 1340720 SH SHARED 10 1177620 163100 D DIME CMNTY BANCSHARES COM 25392210 11 832 SH SHARED 832 D DIME CMNTY BANCSHARES COM 25392210 13 986 SH SHARED 02 141 845 D DIME CMNTY BANCSHARES COM 25392210 8 675 SH SHR/OTHR 23 675 D DILLARDS INC CL A 25406710 9034 276022 SH SHARED 276022 D DILLARDS INC CL A 25406710 1093 33400 SH SHARED 01 25000 8400 D DILLARDS INC CL A 25406710 344 10520 SH SHARED 02 7575 2945 D DILLARDS INC CL A 25406710 396 12100 SH SHARED 06 12100 D DILLARDS INC CL A 25406710 6448 197019 SH SHARED 10 156919 40100 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 142 835983 SH SHARED 835983 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 3 19500 SH SHARED 01 19500 D DIODES INC COM 25454310 17 506 SH SHARED 506 D DIODES INC COM 25454310 2 59 SH SHARED 02 59 D DIODES INC COM 25454310 460 13226 SH SHARED 10 826 12400 D DIONEX CORP COM 25454610 32 475 SH SHARED 475 D DIONEX CORP COM 25454610 61 900 SH SHARED 01 900 D DIONEX CORP COM 25454610 3 57 SH SHARED 02 57 D DIONEX CORP COM 25454610 238 3500 SH SHARED 10 3500 D DIRECT GEN CORP COM 25456W20 8 377 SH SHARED 377 D DIRECT GEN CORP COM 25456W20 68 3200 SH SHARED 10 3200 D DIRECTED ELECTRONICS INC COM 25457510 3 351 SH SHARED 351 D DIRECTV GROUP INC COM 25459L10 14454 626551 SH SHARED 507851 118700 D DIRECTV GROUP INC COM 25459L10 3350 145223 SH SHARED 01 36600 108623 D DIRECTV GROUP INC COM 25459L10 2106 91316 SH SHARED 02 87711 3605 D DIRECTV GROUP INC COM 25459L10 6 285 SH SHARED 05 285 D DIRECTV GROUP INC COM 25459L10 3547 153754 SH SHARED 06 147774 5980 D DIRECTV GROUP INC COM 25459L10 89402 3875250 SH SHARED 10 479900 2058000 1337350 D DIRECTV GROUP INC COM 25459L10 878 38064 SH SHARED 14 38064 D DIRECTV GROUP INC COM 25459L10 1153 50000 SH SHARED 15 50000 D DIRECTV GROUP INC COM 25459L10 10 475 SH SHR/OTHR 23 475 D DISCOVERY LABORATORIES INC N COM 25466810 16 7057 SH SHARED 7057 D DISCOVERY LABORATORIES INC N COM 25466810 18 7777 SH SHARED 02 1777 6000 D DISCOVERY HOLDING CO CL A COM 25468Y10 423 22141 SH SHARED 22141 D DISCOVERY HOLDING CO CL A COM 25468Y10 1291 67508 SH SHARED 01 59325 8183 D DISCOVERY HOLDING CO CL A COM 25468Y10 1 104 SH SHR/OTHR 01 104 D DISCOVERY HOLDING CO CL A COM 25468Y10 226 11815 SH SHARED 02 3254 8561 D DISCOVERY HOLDING CO CL A COM 25468Y10 3 196 SH SHARED 05 196 D DISCOVERY HOLDING CO CL A COM 25468Y10 154 8099 SH SHARED 06 5685 2414 D DISCOVERY HOLDING CO CL A COM 25468Y10 54 2872 SH SHARED 10 2872 D DISCOVERY HOLDING CO CL A COM 25468Y10 64 3386 SH SHR/OTHR 10 3386 D DISCOVERY HOLDING CO CL A COM 25468Y10 2500 130700 SH SHARED 14 130700 D DISCOVERY HOLDING CO CL A COM 25468Y10 86 4500 SH SHR/OTHR 20 4500 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 13408 11100000 PRN SHARED 04 11100000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 3140 2600000 PRN SHARED 06 2600000 D DISNEY WALT CO COM DISNEY 25468710 180179 5233225 SH SHARED 5098126 135099 D DISNEY WALT CO COM DISNEY 25468710 14904 432881 SH SHARED 01 13376 419505 D DISNEY WALT CO COM DISNEY 25468710 2979 86534 SH SHR/OTHR 01 86534 D DISNEY WALT CO COM DISNEY 25468710 40080 1164104 SH SHARED 02 987046 177058 D DISNEY WALT CO COM DISNEY 25468710 14784 429400 SH SHARED 04 426000 3400 D DISNEY WALT CO COM DISNEY 25468710 25 740 SH SHARED 05 740 D DISNEY WALT CO COM DISNEY 25468710 9833 285594 SH SHARED 06 266254 19340 D DISNEY WALT CO COM DISNEY 25468710 157291 4568454 SH SHARED 10 1903504 1563270 1101680 D DISNEY WALT CO COM DISNEY 25468710 3536 102720 SH SHARED 14 102720 D DISNEY WALT CO COM DISNEY 25468710 10563 306801 SH SHARED 18 306801 D DISNEY WALT CO COM DISNEY 25468710 503 14622 SH SHARED 20 1200 13422 D DISNEY WALT CO COM DISNEY 25468710 309 9000 SH SHR/OTHR 20 9000 D DISNEY WALT CO COM DISNEY 25468710 302 8800 SH SHARED 21 8800 D DISNEY WALT CO COM DISNEY 25468710 8 260 SH SHR/OTHR 21 260 D DISNEY WALT CO COM DISNEY 25468710 29 850 SH SHARED 22 850 D DISNEY WALT CO COM DISNEY 25468710 51 1500 SH SHR/OTHR 22 1500 D DISNEY WALT CO COM DISNEY 25468710 1870 54318 SH SHARED 23 54318 D DISNEY WALT CO COM DISNEY 25468710 4527 131489 SH SHR/OTHR 23 131489 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 1 963 SH SHARED 963 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 502 24254 SH SHARED 24254 D DITECH NETWORKS INC COM 25500T10 6 828 SH SHARED 828 D DITECH NETWORKS INC COM 25500T10 8 1098 SH SHARED 02 98 1000 D DIVERSA CORP COM 25506410 6 777 SH SHARED 777 D DIVERSA CORP COM 25506410 9 1236 SH SHARED 02 1236 D DIVERSA CORP COM 25506410 1952 250000 SH SHARED 04 250000 D DIVX INC COM 25541310 734 36638 SH SHARED 36638 D DIXIE GROUP INC CL A 25551910 3 274 SH SHARED 274 D DOBSON COMMUNICATIONS CORP SDCV 1.500%10/0 256069AG 13511 12675000 PRN SHARED 12675000 D DOBSON COMMUNICATIONS CORP CL A 25606910 145 16904 SH SHARED 16904 D DOBSON COMMUNICATIONS CORP CL A 25606910 150 17500 SH SHARED 01 17500 D DOBSON COMMUNICATIONS CORP CL A 25606910 137 16000 SH SHARED 02 16000 D DOBSON COMMUNICATIONS CORP CL A 25606910 33 3848 SH SHARED 10 3848 D DOBSON COMMUNICATIONS CORP CL A 25606910 73 8600 SH SHARED 21 8600 D DOBSON COMMUNICATIONS CORP CL A 25606910 389 45400 SH SHR/OTHR 21 45400 D DR REDDYS LABS LTD ADR 25613520 416 25300 SH SHARED 25300 D DR REDDYS LABS LTD ADR 25613520 2534 154000 SH SHARED 04 154000 D DR REDDYS LABS LTD ADR 25613520 2304 140000 SH SHARED 05 140000 D DR REDDYS LABS LTD ADR 25613520 98 6000 SH SHARED 19 6000 D DOCUMENT SEC SYS INC COM 25614T10 2 247 SH SHARED 247 D DOLBY LABORATORIES INC COM 25659T10 2113 61230 SH SHARED 61230 D DOLBY LABORATORIES INC COM 25659T10 10 290 SH SHARED 02 290 D DOLBY LABORATORIES INC COM 25659T10 476 13800 SH SHARED 10 5800 8000 D DOLLAR FINL CORP COM 25666410 13 524 SH SHARED 524 D DOLLAR FINL CORP COM 25666410 154 6103 SH SHARED 02 6103 D DOLLAR FINL CORP COM 25666410 285 11300 SH SHARED 10 11300 D DOLLAR GEN CORP COM 25666910 42 1990 SH SHARED 1990 D DOLLAR GEN CORP COM 25666910 46105 2179939 SH SHARED 2179939 D DOLLAR GEN CORP COM 25666910 646 30589 SH SHARED 01 30589 D DOLLAR GEN CORP COM 25666910 13806 652811 SH SHARED 02 652811 D DOLLAR GEN CORP COM 25666910 461 21800 SH SHARED 04 21800 D DOLLAR GEN CORP COM 25666910 664 31441 SH SHARED 06 30021 1420 D DOLLAR GEN CORP COM 25666910 2749 130020 SH SHARED 10 127020 3000 D DOLLAR GEN CORP COM 25666910 2326 110000 SH SHARED 16 110000 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 28 559 SH SHARED 559 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1321 25900 SH SHARED 01 15900 10000 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 5 105 SH SHARED 02 105 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 9095 178200 SH SHARED 10 3300 174900 D DOLLAR TREE STORES INC COM 25674710 4865 127233 SH SHARED 127033 200 D DOLLAR TREE STORES INC COM 25674710 3278 85746 SH SHARED 01 20500 65246 D DOLLAR TREE STORES INC COM 25674710 579 15167 SH SHARED 02 11555 3612 D DOLLAR TREE STORES INC COM 25674710 15242 398600 SH SHARED 10 115500 283100 D DOLLAR TREE STORES INC COM 25674710 25 668 SH SHARED 14 668 D DOMINION HOMES INC COM 25738610 0 25 SH SHARED 25 D DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT 4603 3801000 PRN SHARED 02 3801000 D DOMINION RES INC VA NEW COM 25746U10 75462 850091 SH SHARED 506591 343500 D DOMINION RES INC VA NEW COM 25746U10 4771 53749 SH SHARED 01 1350 52399 D DOMINION RES INC VA NEW COM 25746U10 720 8111 SH SHR/OTHR 01 8111 D DOMINION RES INC VA NEW COM 25746U10 5342 60178 SH SHARED 02 52313 7865 D DOMINION RES INC VA NEW COM 25746U10 139879 1575750 SH SHARED 04 1575750 D DOMINION RES INC VA NEW COM 25746U10 11 131 SH SHARED 05 131 D DOMINION RES INC VA NEW COM 25746U10 10347 116560 SH SHARED 06 33400 83160 D DOMINION RES INC VA NEW COM 25746U10 45966 517812 SH SHARED 10 490562 27250 D DOMINION RES INC VA NEW COM 25746U10 33 372 SH SHARED 14 372 D DOMINION RES INC VA NEW COM 25746U10 5326 60000 SH SHARED 16 60000 D DOMINION RES INC VA NEW COM 25746U10 199 2250 SH SHARED 20 300 1950 D DOMINION RES INC VA NEW COM 25746U10 26 300 SH SHR/OTHR 20 300 D DOMINION RES INC VA NEW COM 25746U10 97 1100 SH SHR/OTHR 21 1100 D DOMINION RES INC VA NEW COM 25746U10 3349 37737 SH SHARED 23 37207 530 D DOMINION RES INC VA NEW COM 25746U10 1797 20253 SH 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25786710 1068 29194 SH SHARED 01 29194 D DONNELLEY R R & SONS CO COM 25786710 2021 55239 SH SHARED 02 50018 5221 D DONNELLEY R R & SONS CO COM 25786710 7 200 SH SHARED 05 200 D DONNELLEY R R & SONS CO COM 25786710 1687 46120 SH SHARED 06 44000 2120 D DONNELLEY R R & SONS CO COM 25786710 47762 1305350 SH SHARED 10 236550 765600 303200 D DONNELLEY R R & SONS CO COM 25786710 474 12966 SH SHR/OTHR 23 12966 D DORAL FINL CORP COM 25811P10 4377 2669462 SH SHARED 2669462 D DORAL FINL CORP COM 25811P10 5 3253 SH SHARED 02 3253 D DORAL FINL CORP COM 25811P10 49 30300 SH SHARED 10 500 29800 D DORCHESTER MINERALS LP COM UNIT 25820R10 14 658 SH SHARED 658 D DORCHESTER MINERALS LP COM UNIT 25820R10 146 6650 SH SHARED 02 6650 D DORMAN PRODUCTS INC COM 25827810 3 280 SH SHARED 280 D DOT HILL SYS CORP COM 25848T10 749 205294 SH SHARED 205294 D DOT HILL SYS CORP COM 25848T10 37 10202 SH SHARED 02 10202 D DOUBLE EAGLE PETE CO COM PAR $0.10 25857020 3 198 SH SHARED 198 D DOUBLE-TAKE SOFTWARE INC COM 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SHR/OTHR 23 2070 D DOVER DOWNS GAMING & ENTMT I COM 26009510 4 373 SH SHARED 373 D DOVER DOWNS GAMING & ENTMT I COM 26009510 40 3177 SH SHARED 02 3177 D DOVER MOTORSPORTS INC COM 26017410 2 420 SH SHARED 420 D DOW CHEM CO COM 26054310 739 16130 SH SHARED 16130 D DOW CHEM CO COM 26054310 472904 10311910 SH SHARED 9747224 564686 D DOW CHEM CO COM 26054310 6730 146769 SH SHARED 01 2455 144314 D DOW CHEM CO COM 26054310 415 9050 SH SHR/OTHR 01 9050 D DOW CHEM CO COM 26054310 8933 194806 SH SHARED 02 117377 77429 D DOW CHEM CO COM 26054310 458 10000 SH SHARED 04 10000 D DOW CHEM CO COM 26054310 2051 44740 SH SHARED 05 44740 D DOW CHEM CO COM 26054310 5614 122419 SH SHARED 06 113489 8930 D DOW CHEM CO COM 26054310 75415 1644465 SH SHARED 10 1347652 296813 D DOW CHEM CO COM 26054310 325 7100 SH SHR/OTHR 10 7100 D DOW CHEM CO COM 26054310 1643 35837 SH SHARED 14 35837 D DOW CHEM CO COM 26054310 614 13400 SH SHARED 15 13400 D DOW CHEM CO COM 26054310 261 5700 SH SHARED 19 5700 D DOW CHEM CO COM 26054310 1113 24290 SH SHARED 20 3440 20850 D DOW CHEM CO COM 26054310 371 8100 SH SHR/OTHR 20 8100 D DOW CHEM CO COM 26054310 404 8810 SH SHARED 22 5250 3560 D DOW CHEM CO COM 26054310 20 450 SH SHR/OTHR 22 450 D DOW CHEM CO COM 26054310 1853 40408 SH SHARED 23 40108 300 D DOW CHEM CO COM 26054310 3188 69517 SH SHR/OTHR 23 69517 D DOW JONES & CO INC COM 26056110 21506 623932 SH SHARED 623932 D DOW JONES & CO INC COM 26056110 320 9299 SH SHARED 01 9299 D DOW JONES & CO INC COM 26056110 2018 58552 SH SHARED 02 57252 1300 D DOW JONES & CO INC COM 26056110 5911 171500 SH SHARED 04 171500 D DOW JONES & CO INC COM 26056110 193 5620 SH SHARED 06 5300 320 D DOW JONES & CO INC COM 26056110 1226 35583 SH SHARED 10 34083 1500 D DOW JONES & CO INC COM 26056110 27 800 SH SHR/OTHR 23 800 D DOWNEY FINL CORP COM 26101810 45 712 SH SHARED 712 D DOWNEY FINL CORP COM 26101810 839 13000 SH SHARED 01 9100 3900 D DOWNEY FINL CORP COM 26101810 375 5811 SH SHARED 02 5811 D DOWNEY FINL CORP COM 26101810 4214 65300 SH SHARED 10 12800 52500 D DRDGOLD LTD SPONSORED ADR 26152H10 18 26900 SH SHARED 26900 D DRDGOLD LTD SPONSORED ADR 26152H10 67 100000 SH SHARED 02 100000 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 2714 88776 SH SHARED 88776 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 406 13302 SH SHARED 02 502 12800 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 5417 250000 SH SHARED 250000 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 3427 158149 SH SHARED 02 158149 D DRESS BARN INC NOTE 2.500%12/1 261570AB 198 94000 PRN SHARED 02 94000 D DRESS BARN INC COM 26157010 23 1122 SH SHARED 1122 D DRESS BARN INC COM 26157010 1055 50700 SH SHARED 01 47000 3700 D DRESS BARN INC COM 26157010 25 1228 SH SHARED 02 1228 D DRESS BARN INC COM 26157010 3306 158900 SH SHARED 10 26600 132300 D DRESSER-RAND GROUP INC COM 26160810 197 6500 SH SHARED 6500 D DRESSER-RAND GROUP INC COM 26160810 77 2558 SH SHARED 2558 D DRESSER-RAND GROUP INC COM 26160810 8528 279989 SH SHARED 02 250644 29345 D DRESSER-RAND GROUP INC COM 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SH SHARED 05 460410 D DU PONT E I DE NEMOURS & CO COM 26353410 8296 167849 SH SHARED 06 117239 50610 D DU PONT E I DE NEMOURS & CO COM 26353410 72075 1458141 SH SHARED 10 1291996 166145 D DU PONT E I DE NEMOURS & CO COM 26353410 163 3300 SH SHR/OTHR 10 3300 D DU PONT E I DE NEMOURS & CO COM 26353410 4619 93451 SH SHARED 14 93451 D DU PONT E I DE NEMOURS & CO COM 26353410 3361 68000 SH SHARED 15 68000 D DU PONT E I DE NEMOURS & CO COM 26353410 618 12503 SH SHARED 20 3400 9103 D DU PONT E I DE NEMOURS & CO COM 26353410 2466 49903 SH SHR/OTHR 20 49903 D DU PONT E I DE NEMOURS & CO COM 26353410 328 6655 SH SHARED 21 6655 D DU PONT E I DE NEMOURS & CO COM 26353410 297 6016 SH SHARED 22 3751 2265 D DU PONT E I DE NEMOURS & CO COM 26353410 39 800 SH SHR/OTHR 22 800 D DU PONT E I DE NEMOURS & CO COM 26353410 7086 143369 SH SHARED 23 141715 1654 D DU PONT E I DE NEMOURS & CO COM 26353410 8488 171718 SH SHR/OTHR 23 171718 D DU PONT E I DE NEMOURS & CO COM 26353410 1819 36800 SH SHARED 24 36800 D DUCKWALL-ALCO STORES INC NEW COM 26414210 2040 49711 SH SHARED 49711 D DUCOMMUN INC DEL COM 26414710 4 191 SH SHARED 191 D DUCOMMUN INC DEL COM 26414710 157 6108 SH SHARED 02 495 5613 D DUFF & PHELPS UTIL CORP BD T COM 26432K10 88 7700 SH SHARED 02 7700 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 569 575000 PRN SHARED 02 575000 D DUKE ENERGY CORP NEW COM 26441C10 86637 4269973 SH SHARED 2793973 1476000 D DUKE ENERGY CORP NEW COM 26441C10 4760 234640 SH SHARED 01 9104 225536 D DUKE ENERGY CORP NEW COM 26441C10 488 24072 SH SHR/OTHR 01 24072 D DUKE ENERGY CORP NEW COM 26441C10 5059 249376 SH SHARED 02 194150 55226 D DUKE ENERGY CORP NEW COM 26441C10 50725 2500000 SH SHARED 04 2500000 D DUKE ENERGY CORP NEW COM 26441C10 11 560 SH SHARED 05 560 D DUKE ENERGY CORP NEW COM 26441C10 5122 252470 SH SHARED 06 240990 11480 D DUKE ENERGY CORP NEW COM 26441C10 197434 9730606 SH SHARED 10 3467179 3828000 2435427 D DUKE ENERGY CORP NEW COM 26441C10 180 8900 SH SHR/OTHR 10 8900 D DUKE ENERGY CORP NEW COM 26441C10 76 3764 SH SHARED 14 3764 D DUKE ENERGY CORP NEW COM 26441C10 40 2020 SH SHARED 20 400 1620 D DUKE ENERGY CORP NEW COM 26441C10 24 1200 SH SHR/OTHR 20 1200 D DUKE ENERGY CORP NEW COM 26441C10 14 730 SH SHARED 21 730 D DUKE ENERGY CORP NEW COM 26441C10 299 14765 SH SHARED 22 8825 5940 D DUKE ENERGY CORP NEW COM 26441C10 44 2194 SH SHARED 23 2194 D DUKE ENERGY CORP NEW COM 26441C10 224 11062 SH SHR/OTHR 23 11062 D DUKE REALTY CORP COM NEW 26441150 5345 122980 SH SHARED 122980 D DUKE REALTY CORP COM NEW 26441150 84 1954 SH SHARED 01 1954 D DUKE REALTY CORP COM NEW 26441150 2930 67412 SH SHARED 02 7365 60047 D DUKE REALTY CORP COM NEW 26441150 8 200 SH SHARED 10 200 D DUKE REALTY CORP COM NEW 26441150 22673 521600 SH SHARED 11 521600 D DUKE REALTY CORP COM NEW 26441150 191 4400 SH SHARED 14 4400 D DUKE REALTY CORP COM NEW 26441150 104 2400 SH SHARED 23 2400 D DUN & BRADSTREET CORP DEL NE COM 26483E10 733 8043 SH SHARED 8043 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3164 34701 SH SHARED 01 8245 26456 D DUN & BRADSTREET CORP DEL NE COM 26483E10 609 6680 SH SHR/OTHR 01 6680 D DUN & BRADSTREET CORP DEL NE COM 26483E10 608 6669 SH SHARED 02 6669 D DUN & BRADSTREET CORP DEL NE COM 26483E10 912 10000 SH SHARED 04 10000 D DUN & BRADSTREET CORP DEL NE COM 26483E10 176 1940 SH SHARED 06 1600 340 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4627 50740 SH SHARED 10 50300 440 D DUN & BRADSTREET CORP DEL NE COM 26483E10 202 2220 SH SHARED 14 2220 D DUN & BRADSTREET CORP DEL NE COM 26483E10 18 198 SH SHARED 20 198 D DUN & BRADSTREET CORP DEL NE COM 26483E10 86 950 SH SHR/OTHR 20 950 D DUN & BRADSTREET CORP DEL NE COM 26483E10 19 210 SH SHR/OTHR 21 210 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2863 31400 SH SHARED 23 31400 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3525 38662 SH SHR/OTHR 23 38662 D DUNCAN ENERGY PARTNERS LP COM UNITS 26502610 16666 644738 SH SHARED 644738 D DUNE ENERGY INC COM NEW 26533820 1 586 SH SHARED 586 D DUQUESNE LT HLDGS INC COM 26623310 3983 201298 SH SHARED 184631 16667 D DUQUESNE LT HLDGS INC COM 26623310 571 28900 SH SHARED 01 28900 D DUQUESNE LT HLDGS INC COM 26623310 182 9223 SH SHARED 02 9223 D DUQUESNE LT HLDGS INC COM 26623310 469 23700 SH SHARED 10 400 23300 D DUQUESNE LT HLDGS INC COM 26623310 14 750 SH SHR/OTHR 23 750 D DURECT CORP NOTE 6.250% 6/1 266605AB 499 366000 PRN SHARED 366000 D DURECT CORP COM 26660510 5 1270 SH SHARED 1270 D DURECT CORP COM 26660510 7 1720 SH SHARED 02 1720 D DUSA PHARMACEUTICALS INC COM 26689810 1 400 SH SHARED 400 D DYADIC INTL INC DEL COM 26745T10 3 474 SH SHARED 474 D DYADIC INTL INC DEL COM 26745T10 554 87700 SH SHARED 04 87700 D DYAX CORP COM 26746E10 1056 256437 SH SHARED 256437 D DYAX CORP COM 26746E10 268 65236 SH SHARED 02 41236 24000 D DYCOM INDS INC COM 26747510 104 4014 SH SHARED 4014 D DYCOM INDS INC COM 26747510 401 15400 SH SHARED 01 15400 D DYCOM INDS INC COM 26747510 106 4100 SH SHARED 02 4100 D DYCOM INDS INC COM 26747510 4099 157300 SH SHARED 10 29200 128100 D DYNACQ HEALTHCARE INC COM 26779V10 0 4 SH SHARED 02 4 D DYNAMEX INC COM 26784F10 5 208 SH SHARED 208 D DYNAMIC MATLS CORP COM 26788810 9 302 SH SHARED 302 D DYNAMIC MATLS CORP COM 26788810 19 600 SH SHARED 01 600 D DYNAMICS RESH CORP COM 26805710 2 206 SH SHARED 206 D DYNAVAX TECHNOLOGIES CORP COM 26815810 4 884 SH SHARED 884 D DYNAVAX TECHNOLOGIES CORP COM 26815810 32 6000 SH SHARED 02 6000 D DYNEGY INC NEW CL A 26816Q10 2046 221037 SH SHARED 221037 D DYNEGY INC NEW CL A 26816Q10 707 76390 SH SHARED 01 76390 D DYNEGY INC NEW CL A 26816Q10 670 72365 SH SHARED 02 58485 13880 D DYNEGY INC NEW CL A 26816Q10 257 27800 SH SHARED 06 27800 D DYNEGY INC NEW CL A 26816Q10 2010 217086 SH SHARED 10 175767 41319 D DYNCORP INTL INC CL A 26817C10 9 641 SH SHARED 641 D DYNCORP INTL INC CL A 26817C10 155 10300 SH SHARED 10 10300 D DYNEX CAP INC COM NEW 26817Q50 73 9531 SH SHARED 9531 D DYNEX CAP INC COM NEW 26817Q50 2131 274974 SH SHARED 02 274974 D DYNEX CAP INC PFD D 9.50% 26817Q60 394 38870 SH SHARED 02 38870 D ECI TELECOM LTD ORD 26825810 689 84028 SH SHARED 84028 D ECI TELECOM LTD ORD 26825810 171 20955 SH SHARED 02 20955 D ECC CAPITAL CORP COM 26826M10 0 1631 SH SHARED 1631 D E COM VENTURES INC COM NEW 26830K20 1 47 SH SHARED 47 D EFJ INC COM 26843B10 3 640 SH SHARED 640 D EFJ INC COM 26843B10 22 4155 SH SHARED 02 4155 D EGL INC COM 26848410 4437 111983 SH SHARED 111983 D EGL INC COM 26848410 51 1300 SH SHARED 01 1300 D EGL INC COM 26848410 3 93 SH SHARED 02 93 D E M C CORP MASS NOTE 1.750%12/0 268648AK 5365 5000000 PRN SHARED 5000000 D E M C CORP MASS NOTE 1.750%12/0 268648AK 1191 1110000 PRN SHARED 02 1110000 D E M C CORP MASS NOTE 1.750%12/0 268648AK 1223 1140000 PRN SHARED 06 1140000 D E M C CORP MASS NOTE 1.750%12/0 268648AM 32190 30000000 PRN SHARED 30000000 D E M C CORP MASS COM 26864810 172645 12465412 SH SHARED 12304960 160452 D E M C CORP MASS COM 26864810 18500 1335809 SH SHARED 01 741854 593955 D E M C CORP MASS COM 26864810 379 27433 SH SHR/OTHR 01 27433 D E M C CORP MASS COM 26864810 5571 402248 SH SHARED 02 339393 62855 D E M C CORP MASS COM 26864810 102271 7384205 SH SHARED 04 7294975 89230 D E M C CORP MASS COM 26864810 15 1150 SH SHARED 05 1150 D E M C CORP MASS COM 26864810 9579 691631 SH SHARED 06 582941 108690 D E M C CORP MASS COM 26864810 95171 6871554 SH SHARED 10 3854884 2625315 391355 D E M C CORP MASS COM 26864810 55 4000 SH SHR/OTHR 10 4000 D E M C CORP MASS COM 26864810 2567 185382 SH SHARED 14 85200 100182 D E M C CORP MASS COM 26864810 1939 140000 SH SHARED 15 140000 D E M C CORP MASS COM 26864810 6786 490000 SH SHARED 16 490000 D E M C CORP MASS COM 26864810 10650 769013 SH SHARED 19 769013 D E M C CORP MASS COM 26864810 121 8765 SH SHARED 20 1200 7565 D E M C CORP MASS COM 26864810 84 6100 SH SHR/OTHR 20 6100 D E M C CORP MASS COM 26864810 375 27100 SH SHARED 21 27100 D E M C CORP MASS COM 26864810 36 2600 SH SHR/OTHR 21 2600 D E M C CORP MASS COM 26864810 645 46615 SH SHARED 22 36350 10265 D E M C CORP MASS COM 26864810 72 5200 SH SHR/OTHR 22 5200 D E M C CORP MASS COM 26864810 1683 121525 SH SHARED 23 102125 19400 D E M C CORP MASS COM 26864810 2537 183220 SH SHR/OTHR 23 183220 D E M C CORP MASS COM 26864810 68 4958 SH SHARED 24 4958 D EMC INS GROUP INC COM 26866410 3 151 SH SHARED 151 D EMS TECHNOLOGIES INC COM 26873N10 67 3500 SH SHARED 3500 D EMS TECHNOLOGIES INC COM 26873N10 7 388 SH SHARED 388 D EMS TECHNOLOGIES INC COM 26873N10 3705 192300 SH SHARED 10 192300 D ENSCO INTL INC COM 26874Q10 30054 552469 SH SHARED 142369 410100 D ENSCO INTL INC COM 26874Q10 2763 50794 SH SHARED 01 17000 33794 D ENSCO INTL INC COM 26874Q10 130 2400 SH SHR/OTHR 01 2400 D ENSCO INTL INC COM 26874Q10 6426 118133 SH SHARED 02 117683 450 D ENSCO INTL INC COM 26874Q10 62113 1141796 SH SHARED 04 1141796 D ENSCO INTL INC COM 26874Q10 6 120 SH SHARED 05 120 D ENSCO INTL INC COM 26874Q10 3130 57550 SH SHARED 06 16000 41550 D ENSCO INTL INC COM 26874Q10 47372 870815 SH SHARED 10 736745 134070 D ENSCO INTL INC COM 26874Q10 174 3200 SH SHR/OTHR 10 3200 D ENSCO INTL INC COM 26874Q10 630 11582 SH SHARED 14 11582 D ENSCO INTL INC COM 26874Q10 4685 86131 SH SHARED 16 86131 D ENSCO INTL INC COM 26874Q10 82 1520 SH SHARED 20 1520 D ENSCO INTL INC COM 26874Q10 245 4505 SH SHARED 22 2675 1830 D ENI S P A SPONSORED ADR 26874R10 16 250 SH SHARED 01 250 D ENI S P A SPONSORED ADR 26874R10 106 1641 SH SHARED 02 1641 D ENI S P A SPONSORED ADR 26874R10 64 1000 SH SHR/OTHR 23 1000 D EOG RES INC COM 26875P10 96794 1356807 SH SHARED 1356807 D EOG RES INC COM 26875P10 5807 81411 SH SHARED 01 44645 36766 D EOG RES INC COM 26875P10 57 800 SH SHR/OTHR 01 800 D EOG RES INC COM 26875P10 7764 108840 SH SHARED 02 108080 760 D EOG RES INC COM 26875P10 6 90 SH SHARED 05 90 D EOG RES INC COM 26875P10 1808 25350 SH SHARED 06 23200 2150 D EOG RES INC COM 26875P10 71722 1005362 SH SHARED 10 401187 520425 83750 D EOG RES INC COM 26875P10 67 940 SH SHARED 20 575 365 D EOG RES INC COM 26875P10 59 827 SH SHARED 22 752 75 D EOG RES INC COM 26875P10 215 3020 SH SHARED 23 2845 175 D EOG RES INC COM 26875P10 530 7435 SH SHR/OTHR 23 7435 D EOG RES INC COM 26875P10 74 1042 SH SHARED 24 1042 D E ON AG SPONSORED ADR 26878010 7225 160000 SH SHARED 160000 D E ON AG SPONSORED ADR 26878010 32 725 SH SHARED 02 725 D EP MEDSYSTEMS INC COM 26881P10 1 640 SH SHARED 640 D EPIX PHARMACEUTICALS INC COM NEW 26881Q30 518 77428 SH SHARED 77428 D EPIX PHARMACEUTICALS INC COM NEW 26881Q30 6 934 SH SHARED 02 934 D EPIQ SYS INC COM 26882D10 6267 307556 SH SHARED 307556 D EPIQ SYS INC COM 26882D10 67 3300 SH SHARED 01 3300 D EPIQ SYS INC COM 26882D10 0 42 SH SHARED 02 42 D ESB FINL CORP COM 26884F10 3 284 SH SHARED 284 D EAGLE BANCORP INC MD COM 26894810 3 232 SH SHARED 232 D ESS TECHNOLOGY INC COM 26915110 75 58829 SH SHARED 58829 D E TRADE FINANCIAL CORP COM 26924610 13473 634950 SH SHARED 634950 D E TRADE FINANCIAL CORP COM 26924610 1093 51550 SH SHARED 01 51550 D E TRADE FINANCIAL CORP COM 26924610 1077 50795 SH SHARED 02 49295 1500 D E TRADE FINANCIAL CORP COM 26924610 108943 5134000 SH SHARED 04 5134000 D E TRADE FINANCIAL CORP COM 26924610 881 41550 SH SHARED 06 38100 3450 D E TRADE FINANCIAL CORP COM 26924610 4603 216939 SH SHARED 10 213239 3700 D E TRADE FINANCIAL CORP COM 26924610 891 42000 SH SHARED 14 42000 D EV ENERGY PARTNERS LP COM UNITS 26926V10 3283 90817 SH SHARED 90817 D EXCO RESOURCES INC COM 26927940 34 2080 SH SHARED 2080 D EXCO RESOURCES INC COM 26927940 859 51825 SH SHARED 01 51200 625 D EXCO RESOURCES INC COM 26927940 835 50400 SH SHR/OTHR 01 50400 D EXCO RESOURCES INC COM 26927940 10730 647210 SH SHARED 10 647210 D EV3 INC COM 26928A20 9 488 SH SHARED 488 D EV3 INC COM 26928A20 78 4000 SH SHARED 02 1300 2700 D E Z EM INC COM NEW 26930540 2 180 SH SHARED 180 D EAGLE BROADBAND INC COM NEW 26943720 0 18 SH SHARED 18 D EAGLE BROADBAND INC COM NEW 26943720 0 195 SH SHARED 02 195 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 3 342 SH SHARED 342 D EAGLE HOSPITALITY PPTY TR IN COM 26959T10 7127 639250 SH SHARED 11 639250 D EAGLE MATERIALS INC COM 26969P10 49006 1098055 SH SHARED 1098055 D EAGLE MATERIALS INC COM 26969P10 244 5486 SH SHARED 01 4100 1386 D EAGLE MATERIALS INC COM 26969P10 67 1513 SH SHARED 02 1453 60 D EAGLE MATERIALS INC COM 26969P10 401 9000 SH SHARED 10 9000 D EAGLE ROCK ENERGY PARTNERS L UNIT 99/99/9999 26985R10 3341 164112 SH SHARED 164112 D EAGLE TEST SYS INC COM 27000610 4 296 SH SHARED 296 D EAGLE TEST SYS INC COM 27000610 41 2500 SH SHARED 02 2500 D EARTHLINK INC COM 27032110 6866 934211 SH SHARED 934211 D EARTHLINK INC COM 27032110 91 12400 SH SHARED 01 12400 D EARTHLINK INC COM 27032110 11 1500 SH SHARED 02 1500 D EARTHLINK INC COM 27032110 404 55000 SH SHARED 04 55000 D EARTHLINK INC COM 27032110 1695 230700 SH SHARED 10 230700 D EAST PENN FINL CORP COM 27428710 1 155 SH SHARED 155 D EAST WEST BANCORP INC COM 27579R10 113 3096 SH SHARED 3096 D EAST WEST BANCORP INC COM 27579R10 14 400 SH SHARED 01 400 D EAST WEST BANCORP INC COM 27579R10 28 773 SH SHARED 02 773 D EASTERN CO COM 27631710 3 124 SH SHARED 124 D EASTERN INS HLDGS INC COM 27653410 4 280 SH SHARED 280 D EASTERN VA BANKSHARES INC COM 27719610 2 120 SH SHARED 120 D EASTGROUP PPTY INC COM 27727610 30 590 SH SHARED 590 D EASTGROUP PPTY INC COM 27727610 40 800 SH SHARED 01 800 D EASTGROUP PPTY INC COM 27727610 794 15570 SH SHARED 02 70 15500 D EASTGROUP PPTY INC COM 27727610 1061 20800 SH SHARED 10 20800 D EASTMAN CHEM CO COM 27743210 72817 1149817 SH SHARED 1140200 9617 D EASTMAN CHEM CO COM 27743210 511 8084 SH SHARED 01 783 7301 D EASTMAN CHEM CO COM 27743210 957 15127 SH SHARED 02 15127 D EASTMAN CHEM CO COM 27743210 383 6050 SH SHARED 06 6050 D EASTMAN CHEM CO COM 27743210 5510 87016 SH SHARED 10 86016 1000 D EASTMAN CHEM CO COM 27743210 17 276 SH SHARED 23 276 D EASTMAN CHEM CO COM 27743210 4 75 SH SHR/OTHR 23 75 D EASTMAN KODAK CO NOTE 3.375%10/1 277461BE 5688 5700000 PRN SHARED 02 5700000 D EASTMAN KODAK CO COM 27746110 54986 2437351 SH SHARED 2437351 D EASTMAN KODAK CO COM 27746110 798 35389 SH SHARED 01 8200 27189 D EASTMAN KODAK CO COM 27746110 22 1000 SH SHR/OTHR 01 1000 D EASTMAN KODAK CO COM 27746110 15538 688768 SH SHARED 02 688768 D EASTMAN KODAK CO COM 27746110 2 110 SH SHARED 05 110 D EASTMAN KODAK CO COM 27746110 676 30000 SH SHARED 06 27400 2600 D EASTMAN KODAK CO COM 27746110 4264 189038 SH SHARED 10 175138 13900 D EASTMAN KODAK CO COM 27746110 223 9900 SH SHARED 14 9900 D EASTMAN KODAK CO COM 27746110 209 9300 SH SHR/OTHR 23 9300 D EASYLINK SVCS CORP CL A COM PAR$ 27784T30 1 197 SH SHARED 197 D EATON CORP COM 27805810 8416 100719 SH SHARED 100719 D EATON CORP COM 27805810 2064 24701 SH SHARED 01 24701 D EATON CORP COM 27805810 1584 18960 SH SHARED 02 18580 380 D EATON CORP COM 27805810 66812 799573 SH SHARED 04 799573 D EATON CORP COM 27805810 7 90 SH SHARED 05 90 D EATON CORP COM 27805810 3642 43590 SH SHARED 06 22400 21190 D EATON CORP COM 27805810 32827 392859 SH SHARED 10 319459 73400 D EATON CORP COM 27805810 2732 32700 SH SHARED 14 8000 24700 D EATON CORP COM 27805810 83 1000 SH SHARED 21 1000 D EATON CORP COM 27805810 334 4000 SH SHARED 23 4000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 151 10000 SH SHARED 10 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 30 2000 SH SHR/OTHR 20 2000 D EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U10 103 6500 SH SHARED 02 6500 D EATON VANCE CORP COM NON VTG 27826510 542 15208 SH SHARED 15208 D EATON VANCE CORP COM NON VTG 27826510 1368 38400 SH SHARED 01 38400 D EATON VANCE CORP COM NON VTG 27826510 698 19588 SH SHARED 02 14488 5100 D EATON VANCE CORP COM NON VTG 27826510 1240 34800 SH SHARED 14 34800 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE FLTING RATE INC COM 27827910 30 1631 SH SHARED 1631 D EATON VANCE FLTING RATE INC COM 27827910 93 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 780 28155 SH SHARED 02 28155 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 189 9490 SH SHARED 02 9490 D EATON VANCE SR FLTNG RTE TR COM 27828Q10 359 18926 SH SHARED 18926 D EATON VANCE TX ADV GLBL DIV COM 27828S10 6779 260240 SH SHARED 02 260240 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 52 2567 SH SHARED 02 2567 D EATON VANCE TXMGD GL BUYWR O COM 27829C10 355 18000 SH SHARED 02 18000 D EATON VANCE TAX MNG GBL DV E COM 27829F10 150 7500 SH SHARED 02 7500 D EBAY INC COM 27864210 54183 1634495 SH SHARED 1620095 14400 D EBAY INC COM 27864210 5125 154622 SH SHARED 01 154622 D EBAY INC COM 27864210 66 2000 SH SHR/OTHR 01 2000 D EBAY INC COM 27864210 10542 318025 SH SHARED 02 256965 61060 D EBAY INC COM 27864210 77880 2349342 SH SHARED 04 2347400 1942 D EBAY INC COM 27864210 16 490 SH SHARED 05 490 D EBAY INC COM 27864210 4677 141103 SH SHARED 06 131353 9750 D EBAY INC COM 27864210 130150 3926110 SH SHARED 10 2036020 1466070 424020 D EBAY INC COM 27864210 1641 49529 SH SHARED 14 18000 31529 D EBAY INC COM 27864210 13 400 SH SHARED 20 400 D EBAY INC COM 27864210 26 800 SH SHR/OTHR 23 800 D EBAY INC COM 27864210 52 1578 SH SHARED 24 1578 D EBIX INC COM NEW 27871520 0 31 SH SHARED 31 D ECHELON CORP COM 27874N10 8 782 SH SHARED 782 D ECHELON CORP COM 27874N10 2 200 SH SHR/OTHR 22 200 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 34338 790655 SH SHARED 790655 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 137 3156 SH SHARED 01 3156 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 1529 35211 SH SHARED 02 35211 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 416 9590 SH SHARED 06 7800 1790 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 256 5903 SH SHARED 10 1903 4000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 517 11908 SH SHARED 14 11908 D ECLIPSYS CORP COM 27885610 524 27193 SH SHARED 27193 D ECLIPSYS CORP COM 27885610 3068 159231 SH SHARED 01 159231 D ECLIPSYS CORP COM 27885610 192 10000 SH SHARED 02 200 9800 D ECLIPSYS CORP COM 27885610 92 4780 SH SHARED 10 4780 D ECOLAB INC COM 27886510 5464 127090 SH SHARED 127090 D ECOLAB INC COM 27886510 1370 31866 SH SHARED 01 1200 30666 D ECOLAB INC COM 27886510 16 380 SH SHR/OTHR 01 380 D ECOLAB INC COM 27886510 903 21010 SH SHARED 02 20010 1000 D ECOLAB INC COM 27886510 821 19100 SH SHARED 06 17550 1550 D ECOLAB INC COM 27886510 49256 1145498 SH SHARED 10 263528 782000 99970 D ECOLAB INC COM 27886510 2150 50000 SH SHARED 15 50000 D ECOLAB INC COM 27886510 46 1080 SH SHARED 20 1080 D ECOLAB INC COM 27886510 215 5000 SH SHR/OTHR 21 5000 D ECOLAB INC COM 27886510 73 1700 SH SHARED 22 1700 D ECOLAB INC COM 27886510 554 12900 SH SHARED 23 12900 D ECOLAB INC COM 27886510 868 20200 SH SHR/OTHR 23 20200 D ECOLAB INC COM 27886510 63 1484 SH SHARED 24 1484 D ECOLLEGE COM COM 27887E10 8 464 SH SHARED 464 D ECOLLEGE COM COM 27887E10 50 2824 SH SHARED 02 2824 D EDEN BIOSCIENCE CORP COM NEW 27944588 0 33 SH SHARED 33 D EDGAR ONLINE INC COM 27976510 1 510 SH SHARED 510 D EDGE PETE CORP DEL COM 27986210 8 668 SH SHARED 668 D EDGE PETE CORP DEL COM 27986210 469 37500 SH SHARED 02 37500 D EDGE PETE CORP DEL COM 27986210 1700 135800 SH SHARED 10 135800 D EDGEWATER TECHNOLOGY INC COM 28035810 2 281 SH SHARED 281 D EDIETS COM INC COM 28059710 1 334 SH SHARED 334 D EDISON INTL COM 28102010 34895 710266 SH SHARED 710266 D EDISON INTL COM 28102010 16808 342126 SH SHARED 01 222940 119186 D EDISON INTL COM 28102010 491 10005 SH SHR/OTHR 01 10005 D EDISON INTL COM 28102010 2544 51791 SH SHARED 02 50691 1100 D EDISON INTL COM 28102010 10 220 SH SHARED 05 220 D EDISON INTL COM 28102010 1928 39245 SH SHARED 06 36015 3230 D EDISON INTL COM 28102010 9594 195297 SH SHARED 10 157757 37540 D EDISON INTL COM 28102010 2 50 SH SHR/OTHR 10 50 D EDISON INTL COM 28102010 454 9251 SH SHARED 14 9251 D EDISON INTL COM 28102010 1431 29130 SH SHARED 20 11180 17950 D EDISON INTL COM 28102010 157 3200 SH SHR/OTHR 20 3200 D EDISON INTL COM 28102010 93 1900 SH SHARED 21 1900 D EDISON INTL COM 28102010 24 500 SH SHR/OTHR 21 500 D EDISON INTL COM 28102010 939 19122 SH SHARED 22 16927 2195 D EDISON INTL COM 28102010 46 950 SH SHR/OTHR 22 950 D EDISON INTL COM 28102010 1961 39925 SH SHARED 23 37075 2850 D EDISON INTL COM 28102010 1552 31590 SH SHR/OTHR 23 31590 D EDO CORP NOTE 4.000%11/1 281347AE 1199 1179000 PRN SHARED 02 1179000 D EDO CORP COM 28134710 391 14925 SH SHARED 14925 D EDO CORP COM 28134710 1 49 SH SHARED 02 49 D EDO CORP COM 28134710 11609 443100 SH SHARED 10 443100 D EDUCATE INC COM 28138P10 3 451 SH SHARED 451 D EDUCATION RLTY TR INC COM 28140H10 5169 349776 SH SHARED 349776 D EDUCATION RLTY TR INC COM 28140H10 1065 72100 SH SHARED 10 72100 D EDWARDS LIFESCIENCES CORP COM 28176E10 659 13012 SH SHARED 7112 5900 D EDWARDS LIFESCIENCES CORP COM 28176E10 952 18779 SH SHARED 01 18779 D EDWARDS LIFESCIENCES CORP COM 28176E10 848 16739 SH SHARED 02 16739 D EDWARDS LIFESCIENCES CORP COM 28176E10 1521 30000 SH SHARED 04 30000 D EDWARDS LIFESCIENCES CORP COM 28176E10 1064 21000 SH SHARED 10 6900 14100 D EDWARDS LIFESCIENCES CORP COM 28176E10 608 12000 SH SHR/OTHR 23 12000 D EDWARDS AG INC COM 28176010 603 8729 SH SHARED 8729 D EDWARDS AG INC COM 28176010 1487 21500 SH SHARED 01 21500 D EDWARDS AG INC COM 28176010 737 10658 SH SHARED 02 9308 1350 D EDWARDS AG INC COM 28176010 20 300 SH SHARED 06 300 D EDWARDS AG INC COM 28176010 9851 142400 SH SHARED 10 142400 D EFUNDS CORP COM 28224R10 83 3145 SH SHARED 3145 D EFUNDS CORP COM 28224R10 30 1157 SH SHARED 01 1157 D EFUNDS CORP COM 28224R10 3 135 SH SHARED 02 135 D EFUNDS CORP COM 28224R10 25 966 SH SHARED 20 966 D EHEALTH INC COM 28238P10 585 24843 SH SHARED 24843 D EHEALTH INC COM 28238P10 1895 80500 SH SHARED 04 80500 D 8X8 INC NEW COM 28291410 475 326004 SH SHARED 326004 D EL PASO CORP COM 28336L10 178 12310 SH SHARED 12310 D EL PASO CORP COM 28336L10 16694 1153733 SH SHARED 871733 282000 D EL PASO CORP COM 28336L10 1790 123710 SH SHARED 01 123710 D EL PASO CORP COM 28336L10 335 23195 SH SHR/OTHR 01 23195 D EL PASO CORP COM 28336L10 5462 377494 SH SHARED 02 365159 12335 D EL PASO CORP COM 28336L10 6052 418300 SH SHARED 04 418300 D EL PASO CORP COM 28336L10 6 436 SH SHARED 05 436 D EL PASO CORP COM 28336L10 23667 1635630 SH SHARED 06 548350 1087280 D EL PASO CORP COM 28336L10 4774 329952 SH SHARED 10 304352 25600 D EL PASO CORP COM 28336L10 175 12158 SH SHARED 14 12158 D EL PASO CORP COM 28336L10 917 63400 SH SHARED 15 63400 D EL PASO CORP COM 28336L10 14 1034 SH SHARED 21 1034 D EL PASO ELEC CO COM NEW 28367785 30 1163 SH SHARED 1163 D EL PASO ELEC CO COM NEW 28367785 210 8000 SH SHARED 01 8000 D EL PASO ELEC CO COM NEW 28367785 3 133 SH SHARED 02 133 D EL PASO ELEC CO COM NEW 28367785 1030 39100 SH SHARED 10 29800 9300 D EL PASO ENERGY CAP TR I PFD CV TR SECS 28367820 971 24300 SH SHARED 02 24300 D ELAN PLC ADR 28413120 374 28204 SH SHARED 27704 500 D ELAN PLC ADR 28413120 55 4200 SH SHARED 02 4200 D ELAN PLC ADR 28413120 385 29000 SH SHARED 20 29000 D ELAN PLC ADR 28413120 99 7500 SH SHR/OTHR 22 7500 D ELDORADO GOLD CORP NEW COM 28490210 3474 595962 SH SHARED 595962 D ELDORADO GOLD CORP NEW COM 28490210 24 4250 SH SHARED 01 4250 D ELDORADO GOLD CORP NEW COM 28490210 1922 329800 SH SHARED 04 329800 D ELDORADO GOLD CORP NEW COM 28490210 21706 3723300 SH SHARED 10 3723300 D ELECTRO OPTICAL SCIENCES INC COM 28519210 1 245 SH SHARED 245 D ELECTRO RENT CORP COM 28521810 7 488 SH SHARED 488 D ELECTRO RENT CORP COM 28521810 28 2000 SH SHARED 01 2000 D ELECTRO RENT CORP COM 28521810 876 60900 SH SHARED 10 60900 D ELECTRO SCIENTIFIC INDS COM 28522910 12 656 SH SHARED 656 D ELECTRO SCIENTIFIC INDS COM 28522910 12 656 SH SHARED 02 86 570 D ELECTRO SCIENTIFIC INDS COM 28522910 367 19075 SH SHARED 10 7575 11500 D ELECTROGLAS INC COM 28532410 1 652 SH SHARED 652 D ELECTRONIC ARTS INC COM 28551210 22243 441690 SH SHARED 420597 21093 D ELECTRONIC ARTS INC COM 28551210 5139 102047 SH SHARED 01 41484 60563 D ELECTRONIC ARTS INC COM 28551210 1084 21539 SH SHR/OTHR 01 21539 D ELECTRONIC ARTS INC COM 28551210 7462 148186 SH SHARED 02 132269 15917 D ELECTRONIC ARTS INC COM 28551210 32099 637400 SH SHARED 04 637400 D ELECTRONIC ARTS INC COM 28551210 1178 23400 SH SHARED 05 23400 D ELECTRONIC ARTS INC COM 28551210 2543 50510 SH SHARED 06 37250 13260 D ELECTRONIC ARTS INC COM 28551210 81405 1616481 SH SHARED 10 945621 581500 89360 D ELECTRONIC ARTS INC COM 28551210 1077 21400 SH SHARED 14 4500 16900 D ELECTRONIC ARTS INC COM 28551210 1119 22235 SH SHARED 20 5540 16695 D ELECTRONIC ARTS INC COM 28551210 45 900 SH SHR/OTHR 20 900 D ELECTRONIC ARTS INC COM 28551210 340 6756 SH SHARED 22 6261 495 D ELECTRONIC ARTS INC COM 28551210 905 17985 SH SHARED 23 14635 3350 D ELECTRONIC ARTS INC COM 28551210 654 12995 SH SHR/OTHR 23 12995 D ELECTRONIC ARTS INC COM 28551210 52 1035 SH SHARED 24 1035 D ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 28556250 1 157 SH SHARED 157 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 6698 6367000 PRN SHARED 6367000 D ELECTRONIC DATA SYS NEW COM 28566110 46958 1696479 SH SHARED 1696479 D ELECTRONIC DATA SYS NEW COM 28566110 1436 51907 SH SHARED 01 51907 D ELECTRONIC DATA SYS NEW COM 28566110 4885 176493 SH SHARED 02 175493 1000 D ELECTRONIC DATA SYS NEW COM 28566110 5 210 SH SHARED 05 210 D ELECTRONIC DATA SYS NEW COM 28566110 1902 68730 SH SHARED 06 63950 4780 D ELECTRONIC DATA SYS NEW COM 28566110 8702 314410 SH SHARED 10 299910 14500 D ELECTRONIC DATA SYS NEW COM 28566110 1184 42785 SH SHARED 14 42785 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 1147 1101000 PRN SHARED 1101000 D ELECTRONICS FOR IMAGING INC COM 28608210 3432 146361 SH SHARED 146361 D ELECTRONICS FOR IMAGING INC COM 28608210 24 1035 SH SHARED 02 1035 D ELECTRONICS FOR IMAGING INC COM 28608210 466 19900 SH SHARED 10 19900 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 1 516 SH SHARED 516 D ELIZABETH ARDEN INC COM 28660G10 23825 1091922 SH SHARED 1091922 D ELIZABETH ARDEN INC COM 28660G10 48 2200 SH SHARED 01 2200 D ELIZABETH ARDEN INC COM 28660G10 3035 139100 SH SHARED 10 139100 D ELKCORP COM 28745610 0 10288 SH SHARED 10288 D ELKCORP COM 28745610 0 1219 SH SHARED 02 1219 D ELLIS PERRY INTL INC COM 28885310 8 277 SH SHARED 277 D ELLIS PERRY INTL INC COM 28885310 95 3000 SH SHARED 01 3000 D ELLIS PERRY INTL INC COM 28885310 2823 88250 SH SHARED 10 88250 D ELMIRA SVGS BK FSB N Y COM 28966010 0 33 SH SHARED 33 D ELOYALTY CORP COM NEW 29015130 1 84 SH SHARED 84 D ELRON ELECTR INDS LTD ORD 29016010 32 2465 SH SHARED 2465 D EMAGEON INC COM 29076V10 5 536 SH SHARED 536 D EMAGEON INC COM 29076V10 858 78000 SH SHARED 04 78000 D EMBARQ CORP COM 29078E10 31088 551696 SH SHARED 537990 13706 D EMBARQ CORP COM 29078E10 4970 88216 SH SHARED 01 71120 17096 D EMBARQ CORP COM 29078E10 1005 17851 SH SHARED 02 17379 472 D EMBARQ CORP COM 29078E10 7254 128747 SH SHARED 04 112847 15900 D EMBARQ CORP COM 29078E10 3 63 SH SHARED 05 63 D EMBARQ CORP COM 29078E10 918 16298 SH SHARED 06 14298 2000 D EMBARQ CORP COM 29078E10 6956 123451 SH SHARED 10 115245 8206 D EMBARQ CORP COM 29078E10 188 3341 SH SHARED 14 3341 D EMBARQ CORP COM 29078E10 7277 129155 SH SHARED 19 129155 D EMBARQ CORP COM 29078E10 0 15 SH SHARED 20 15 D EMBARQ CORP COM 29078E10 9 166 SH SHARED 23 166 D EMBARQ CORP COM 29078E10 7 125 SH SHR/OTHR 23 125 D EMBARCADERO TECHNOLOGIES INC COM 29078710 170 24630 SH SHARED 24630 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 1071 23362 SH SHARED 23362 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 91 2000 SH SHARED 01 2000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 27516 600000 SH SHARED 04 600000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 2305 50265 SH SHARED 10 50265 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 275 6000 SH SHR/OTHR 21 6000 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 14 964 SH SHARED 964 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 50 2823 SH SHARED 2823 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 218 11177 SH SHARED 11177 D EMCOR GROUP INC COM 29084Q10 1933 32776 SH SHARED 32776 D EMCOR GROUP INC COM 29084Q10 554 9400 SH SHARED 01 6500 2900 D EMCOR GROUP INC COM 29084Q10 25 430 SH SHARED 02 430 D EMCOR GROUP INC COM 29084Q10 31324 531100 SH SHARED 10 379300 151800 D EMCORE CORP COM 29084610 930 186042 SH SHARED 186042 D EMDEON CORP COM 29084910 1832 121142 SH SHARED 121142 D EMDEON CORP COM 29084910 62 4145 SH SHARED 02 3145 1000 D EMDEON CORP COM 29084910 1051 69500 SH SHARED 04 69500 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 2148 160123 SH SHARED 160123 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 864 64400 SH SHARED 10 64400 D EMERGING MKTS TELECOMNC FD N COM 29089010 104 5531 SH SHARED 5531 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 6 231 SH SHARED 231 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 1579 53600 SH SHARED 01 50000 3600 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 1473 50000 SH SHR/OTHR 01 50000 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 23 801 SH SHARED 02 801 D EMERITUS CORP COM 29100510 5 163 SH SHARED 163 D EMERSON ELEC CO COM 29101110 97058 2252461 SH SHARED 2215787 36674 D EMERSON ELEC CO COM 29101110 9523 221008 SH SHARED 01 3550 217458 D EMERSON ELEC CO COM 29101110 2994 69504 SH SHR/OTHR 01 69504 D EMERSON ELEC CO COM 29101110 9196 213428 SH SHARED 02 193102 20326 D EMERSON ELEC CO COM 29101110 12305 285565 SH SHARED 04 285565 D EMERSON ELEC CO COM 29101110 15 370 SH SHARED 05 370 D EMERSON ELEC CO COM 29101110 5652 131168 SH SHARED 06 123068 8100 D EMERSON ELEC CO COM 29101110 172113 3994276 SH SHARED 10 725364 2630890 638022 D EMERSON ELEC CO COM 29101110 1154 26800 SH SHR/OTHR 10 26800 D EMERSON ELEC CO COM 29101110 1353 31400 SH SHARED 14 31400 D EMERSON ELEC CO COM 29101110 5972 138603 SH SHARED 19 138603 D EMERSON ELEC CO COM 29101110 1903 44168 SH SHARED 20 5108 39060 D EMERSON ELEC CO COM 29101110 1813 42084 SH SHR/OTHR 20 42084 D EMERSON ELEC CO COM 29101110 103 2400 SH SHARED 21 2400 D EMERSON ELEC CO COM 29101110 1034 24000 SH SHR/OTHR 21 24000 D EMERSON ELEC CO COM 29101110 935 21700 SH SHARED 22 21700 D EMERSON ELEC CO COM 29101110 136 3164 SH SHR/OTHR 22 3164 D EMERSON ELEC CO COM 29101110 6903 160210 SH SHARED 23 155010 5200 D EMERSON ELEC CO COM 29101110 8153 189210 SH SHR/OTHR 23 189210 D EMERSON ELEC CO COM 29101110 103 2400 SH SHARED 24 2400 D EMERSON RADIO CORP COM NEW 29108720 152 47700 SH SHARED 47700 D EMISPHERE TECHNOLOGIES INC COM 29134510 4532 1416457 SH SHARED 1416457 D EMISPHERE TECHNOLOGIES INC COM 29134510 2 835 SH SHARED 02 835 D EMMIS COMMUNICATIONS CORP CL A 29152510 1929 228570 SH SHARED 228570 D EMMIS COMMUNICATIONS CORP CL A 29152510 30 3600 SH SHARED 10 3600 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 25716 582776 SH SHARED 582776 D EMPIRE DIST ELEC CO COM 29164110 758 30567 SH SHARED 30567 D EMPIRE DIST ELEC CO COM 29164110 570 23000 SH SHARED 10 23000 D EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB 1346 1269000 PRN SHARED 1269000 D EMPIRE RESORTS INC COM 29205210 5 558 SH SHARED 558 D EMPIRE RESORTS INC COM 29205210 19 2069 SH SHARED 02 2069 D EMPIRE RES INC DEL COM 29206E10 1 123 SH SHARED 123 D EMPLOYERS HOLDINGS INC COM 29221810 2574 128610 SH SHARED 128610 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 869 21664 SH SHARED 21664 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 16051 399900 SH SHARED 01 399900 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 505 12600 SH SHARED 04 12600 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 7397 184300 SH SHARED 10 184300 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 1221 26400 SH SHARED 04 26400 D EMRISE CORP COM 29246J10 1 1060 SH SHARED 02 1000 60 D EMULEX CORP NOTE 0.250%12/1 292475AD 1990 2000000 PRN SHARED 2000000 D EMULEX CORP COM NEW 29247520 21317 1165510 SH SHARED 1165510 D EMULEX CORP COM NEW 29247520 910 49800 SH SHARED 01 33800 16000 D EMULEX CORP COM NEW 29247520 66 3615 SH SHARED 02 2520 1095 D EMULEX CORP COM NEW 29247520 647 35400 SH SHARED 10 22400 13000 D ENBRIDGE INC COM 29250N10 4766 145978 SH SHARED 145978 D ENBRIDGE INC COM 29250N10 58 1796 SH SHARED 01 1796 D ENBRIDGE INC COM 29250N10 4124 126334 SH SHARED 02 126334 D ENBRIDGE INC COM 29250N10 61502 1883700 SH SHARED 04 1883700 D ENBRIDGE INC COM 29250N10 6 200 SH SHARED 05 200 D ENBRIDGE INC COM 29250N10 99 3036 SH SHARED 06 1186 1850 D ENBRIDGE INC COM 29250N10 186 5710 SH SHARED 10 5710 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 7836 140218 SH SHARED 140218 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 2401 42970 SH SHARED 02 42970 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 20 383 SH SHARED 383 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 603 11180 SH SHARED 02 11180 D ENCANA CORP COM 29250510 8431 166538 SH SHARED 166538 D ENCANA CORP COM 29250510 280 5542 SH SHARED 01 5542 D ENCANA CORP COM 29250510 181 3578 SH SHR/OTHR 01 3578 D ENCANA CORP COM 29250510 1725 34087 SH SHARED 02 21091 12996 D ENCANA CORP COM 29250510 182408 3602780 SH SHARED 04 3602780 D ENCANA CORP COM 29250510 16 324 SH SHARED 05 324 D ENCANA CORP COM 29250510 1100 21742 SH SHARED 06 17892 3850 D ENCANA CORP COM 29250510 120941 2388726 SH SHARED 10 2374100 14626 D ENCANA CORP COM 29250510 3192 63060 SH SHARED 14 26800 36260 D ENCANA CORP COM 29250510 30 600 SH SHR/OTHR 22 600 D ENCANA CORP COM 29250510 202 4000 SH SHARED 23 4000 D ENCANA CORP COM 29250510 253 5000 SH SHR/OTHR 23 5000 D ENCANA CORP COM 29250510 1372 27100 SH SHARED 24 27100 D ENCORE ACQUISITION CO COM 29255W10 5100 210843 SH SHARED 210843 D ENCORE ACQUISITION CO COM 29255W10 130 5400 SH SHARED 01 5400 D ENCORE ACQUISITION CO COM 29255W10 232 9630 SH SHARED 02 5880 3750 D ENCORE ACQUISITION CO COM 29255W10 2658 109900 SH SHARED 10 13400 96500 D ENCORE CAP GROUP INC COM 29255410 209 21125 SH SHARED 21125 D ENCORE CAP GROUP INC COM 29255410 268 27000 SH SHARED 01 27000 D ENCORE CAP GROUP INC COM 29255410 268 27000 SH SHR/OTHR 01 27000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 4168 6157000 PRN SHARED 6157000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 338 500000 PRN SHARED 02 500000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 633 233884 SH SHARED 233484 400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 23 8632 SH SHARED 02 1632 7000 D ENCORE WIRE CORP COM 29256210 2046 80813 SH SHARED 80813 D ENCORIUM GROUP INC COM 29257R10 0 254 SH SHARED 254 D ENDESA S A SPONSORED ADR 29258N10 7 145 SH SHARED 02 145 D ENDESA S A SPONSORED ADR 29258N10 765 14300 SH SHARED 10 14300 D ENDESA S A SPONSORED ADR 29258N10 1124 21000 SH SHR/OTHR 10 21000 D ENDESA S A SPONSORED ADR 29258N10 374 7000 SH SHARED 20 6000 1000 D ENDEAVOUR INTL CORP COM 29259G10 5 2522 SH SHARED 2522 D ENDEAVOUR INTL CORP COM 29259G10 202 100277 SH SHARED 02 6777 93500 D ENDWAVE CORP COM NEW 29264A20 3 280 SH SHARED 280 D ENDWAVE CORP COM NEW 29264A20 104 8795 SH SHARED 02 8795 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 3053 103864 SH SHARED 77764 26100 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 640 21800 SH SHARED 01 21800 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 85 2902 SH SHARED 02 2837 65 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 450 15315 SH SHARED 06 15315 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 19669 669043 SH SHARED 10 10643 392200 266200 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 2010 68400 SH SHARED 14 68400 D ENERGEN CORP COM 29265N10 513 10084 SH SHARED 10084 D ENERGEN CORP COM 29265N10 50 1000 SH SHARED 01 1000 D ENERGEN CORP COM 29265N10 48 960 SH SHARED 02 960 D ENERGEN CORP COM 29265N10 325 6400 SH SHARED 10 6400 D ENEL SOCIETA PER AZIONI ADR 29265W10 150 2808 SH SHARED 02 2808 D ENERGY CONVERSION DEVICES IN COM 29265910 13878 397223 SH SHARED 397223 D ENERGY CONVERSION DEVICES IN COM 29265910 1495 42800 SH SHARED 01 42000 800 D ENERGY CONVERSION DEVICES IN COM 29265910 1467 42000 SH SHR/OTHR 01 42000 D ENERGY CONVERSION DEVICES IN COM 29265910 6673 191000 SH SHARED 04 191000 D ENERGY CONVERSION DEVICES IN COM 29265910 5241 150000 SH SHARED 05 150000 D ENERGY CONVERSION DEVICES IN COM 29265910 31 900 SH SHARED 10 900 D ENERGY EAST CORP COM 29266M10 6044 248128 SH SHARED 234042 14086 D ENERGY EAST CORP COM 29266M10 1119 45940 SH SHARED 01 45940 D ENERGY EAST CORP COM 29266M10 451 18516 SH SHARED 02 18516 D ENERGY EAST CORP COM 29266M10 101 4170 SH SHARED 06 3450 720 D ENERGY EAST CORP COM 29266M10 314 12900 SH SHARED 10 2600 10300 D ENERGIZER HLDGS INC COM 29266R10 612 7179 SH SHARED 7179 D ENERGIZER HLDGS INC COM 29266R10 2989 35037 SH SHARED 01 6416 28621 D ENERGIZER HLDGS INC COM 29266R10 100 1176 SH SHR/OTHR 01 1176 D ENERGIZER HLDGS INC COM 29266R10 527 6183 SH SHARED 02 6182 1 D ENERGIZER HLDGS INC COM 29266R10 232 2720 SH SHARED 06 2000 720 D ENERGIZER HLDGS INC COM 29266R10 642 7530 SH SHARED 10 3500 4030 D ENERGIZER HLDGS INC COM 29266R10 136 1600 SH SHARED 14 1600 D ENERGIZER HLDGS INC COM 29266R10 13 160 SH SHR/OTHR 21 160 D ENERGIZER HLDGS INC COM 29266R10 17 200 SH SHARED 23 200 D ENERGIZER HLDGS INC COM 29266R10 34 400 SH SHR/OTHR 23 400 D ENDOLOGIX INC COM 29266S10 3 924 SH SHARED 924 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 1915 199981 SH SHARED 199981 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 11 1233 SH SHARED 02 1233 D ENERGY INFRASTRUCTURE ACQUI *W EXP 07/17/201 29269P11 37 44055 SH SHARED 44055 D ENERGY INCOME & GROWTH FD COM 29269710 380 13000 SH SHARED 02 13000 D ENERGY PARTNERS LTD COM 29270U10 58555 3226205 SH SHARED 3226205 D ENERGY PARTNERS LTD COM 29270U10 13 750 SH SHARED 02 750 D ENERGY PARTNERS LTD COM 29270U10 208 11500 SH SHARED 10 11500 D ENERGY METALS CORP COM 29271B10 92 7773 SH SHARED 7773 D ENERGY METALS CORP COM 29271B10 13124 1099200 SH SHARED 10 1099200 D ENERGY SVCS ACQUISITION CORP COM 29271Q10 317 57100 SH SHARED 57100 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 113274 1944290 SH SHARED 1944290 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 3735 64111 SH SHARED 02 64111 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 6559 178725 SH SHARED 178725 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 1049 28600 SH SHARED 02 28600 D ENERGY WEST INC COM 29274A10 0 54 SH SHARED 54 D ENERPLUS RES FD UNIT TR G NEW 29274D60 61 1453 SH SHARED 1453 D ENERPLUS RES FD UNIT TR G NEW 29274D60 163 3875 SH SHARED 01 375 3500 D ENERPLUS RES FD UNIT TR G NEW 29274D60 179 4260 SH SHR/OTHR 01 4260 D ENERPLUS RES FD UNIT TR G NEW 29274D60 235 5566 SH SHARED 02 5566 D ENERPLUS RES FD UNIT TR G NEW 29274D60 54 1300 SH SHARED 10 1300 D ENERPLUS RES FD UNIT TR G NEW 29274D60 84 2000 SH SHR/OTHR 23 2000 D ENERSIS S A SPONSORED ADR 29274F10 1670 102538 SH SHARED 102538 D ENERSIS S A SPONSORED ADR 29274F10 13 800 SH SHARED 02 800 D ENERSIS S A SPONSORED ADR 29274F10 1728 106097 SH SHARED 04 86000 20097 D ENERSYS COM 29275Y10 11 657 SH SHARED 657 D ENERSYS COM 29275Y10 32 1900 SH SHARED 01 1900 D ENERSYS COM 29275Y10 398 23200 SH SHARED 10 23200 D ENERGYSOUTH INC COM 29297010 7 176 SH SHARED 176 D ENERGYSOUTH INC COM 29297010 91 2180 SH SHR/OTHR 20 2180 D ENGLOBAL CORP COM 29330610 894 161111 SH SHARED 161111 D ENNIS INC COM 29338910 1834 68553 SH SHARED 68553 D ENNIS INC COM 29338910 15461 577800 SH SHARED 10 577800 D ENOVA SYSTEMS INC COM NEW 29355M20 1 269 SH SHARED 269 D ENPRO INDS INC COM 29355X10 6894 191240 SH SHARED 191240 D ENPRO INDS INC COM 29355X10 47 1327 SH SHARED 01 1327 D ENPRO INDS INC COM 29355X10 2 61 SH SHARED 02 61 D ENPRO INDS INC COM 29355X10 281 7800 SH SHARED 10 7800 D ENPATH MEDICAL INC COM 29355Y10 1 146 SH SHARED 146 D ENTEGRIS INC COM 29362U10 33 3137 SH SHARED 3137 D ENTEGRIS INC COM 29362U10 18 1692 SH SHARED 01 1692 D ENTEGRIS INC COM 29362U10 510 47695 SH SHARED 10 14147 33548 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 2426 86102 SH SHARED 86102 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 304 10800 SH SHARED 01 10800 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 536 19030 SH SHARED 02 3630 15400 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 293 10400 SH SHARED 10 200 10200 D ENTERGY CORP NEW COM 29364G10 199758 1903912 SH SHARED 1895170 8742 D ENTERGY CORP NEW COM 29364G10 14165 135011 SH SHARED 01 55900 79111 D ENTERGY CORP NEW COM 29364G10 420 4010 SH SHR/OTHR 01 4010 D ENTERGY CORP NEW COM 29364G10 4973 47400 SH SHARED 02 46900 500 D ENTERGY CORP NEW COM 29364G10 1049 10000 SH SHARED 04 10000 D ENTERGY CORP NEW COM 29364G10 10 100 SH SHARED 05 100 D ENTERGY CORP NEW COM 29364G10 3289 31357 SH SHARED 06 29317 2040 D ENTERGY CORP NEW COM 29364G10 72496 690970 SH SHARED 10 264020 259150 167800 D ENTERGY CORP NEW COM 29364G10 467 4460 SH SHARED 20 715 3745 D ENTERGY CORP NEW COM 29364G10 24 230 SH SHR/OTHR 20 230 D ENTERGY CORP NEW COM 29364G10 41 400 SH SHARED 21 400 D ENTERGY CORP NEW COM 29364G10 314 3000 SH SHARED 22 2100 900 D ENTERGY CORP NEW COM 29364G10 503 4800 SH SHR/OTHR 22 4800 D ENTERGY CORP NEW COM 29364G10 2653 25287 SH SHARED 23 19812 5475 D ENTERGY CORP NEW COM 29364G10 3841 36609 SH SHR/OTHR 23 36609 D ENTERPRISE BANCORP INC MASS COM 29366810 2 148 SH SHARED 148 D ENTERPRISE FINL SVCS CORP COM 29371210 8 286 SH SHARED 286 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 11625 293562 SH SHARED 293562 D ENTERPRISE PRODS PARTNERS L COM 29379210 16116 506794 SH SHARED 506794 D ENTERPRISE PRODS PARTNERS L COM 29379210 4384 137878 SH SHARED 02 137878 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 39 652 SH SHARED 652 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 301 5000 SH SHARED 01 5000 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 323 5369 SH SHARED 02 999 4370 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 2337 38800 SH SHARED 10 38800 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 45763 759560 SH SHARED 11 164037 595523 D ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T40 3 15000 PRN SHARED 15000 D ENTERRA ENERGY TR TR UNIT 29381P10 121 22000 SH SHARED 22000 D ENTREMED INC COM 29382F10 1435 951929 SH SHARED 951929 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 8716 933197 SH SHARED 933197 D ENTRUST INC COM 29384810 80 19911 SH SHARED 19911 D ENTRUST INC COM 29384810 43 10900 SH SHARED 02 10900 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1946 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE 10700 10000000 PRN SHARED 10000000 D ENZON PHARMACEUTICALS INC COM 29390410 2556 313636 SH SHARED 313336 300 D ENZON PHARMACEUTICALS INC COM 29390410 14 1803 SH SHARED 02 1803 D ENVIRONMENTAL PWR CORP COM NEW 29406L20 1 208 SH SHARED 208 D ENZO BIOCHEM INC COM 29410010 13 888 SH SHARED 888 D ENZO BIOCHEM INC COM 29410010 1 89 SH SHARED 02 89 D EPICOR SOFTWARE CORP COM 29426L10 16 1206 SH SHARED 1206 D EPICOR SOFTWARE CORP COM 29426L10 28 2071 SH SHARED 02 2071 D EPLUS INC COM 29426810 1 110 SH SHARED 110 D EPOCH HOLDING CORP COM 29428R10 3 268 SH SHARED 268 D EQUIFAX INC COM 29442910 2777 76208 SH SHARED 76208 D EQUIFAX INC COM 29442910 812 22277 SH SHARED 01 22277 D EQUIFAX INC COM 29442910 517 14200 SH SHR/OTHR 01 14200 D EQUIFAX INC COM 29442910 1203 33005 SH SHARED 02 32691 314 D EQUIFAX INC COM 29442910 475 13050 SH SHARED 06 12400 650 D EQUIFAX INC COM 29442910 3580 98230 SH SHARED 10 84750 13480 D EQUIFAX INC COM 29442910 7 200 SH SHR/OTHR 10 200 D EQUIFAX INC COM 29442910 546 14981 SH SHARED 14 14981 D EQUIFAX INC COM 29442910 1980 54325 SH SHARED 20 9380 44945 D EQUIFAX INC COM 29442910 364 10000 SH SHR/OTHR 20 10000 D EQUIFAX INC COM 29442910 2365 64900 SH SHARED 23 64900 D EQUIFAX INC COM 29442910 1235 33900 SH SHR/OTHR 23 33900 D EQUINIX INC COM NEW 29444U50 52 611 SH SHARED 611 D EQUINIX INC COM NEW 29444U50 488 5700 SH SHARED 01 5700 D EQUINIX INC COM NEW 29444U50 477 5577 SH SHARED 10 977 4600 D EQUITABLE RES INC COM 29454910 744 15399 SH SHARED 15399 D EQUITABLE RES INC COM 29454910 1729 35800 SH SHARED 01 35800 D EQUITABLE RES INC COM 29454910 753 15600 SH SHR/OTHR 01 15600 D EQUITABLE RES INC COM 29454910 649 13445 SH SHARED 02 13445 D EQUITABLE RES INC COM 29454910 148 3070 SH SHARED 06 2500 570 D EQUITABLE RES INC COM 29454910 10461 216500 SH SHARED 10 208500 8000 D EQUITABLE RES INC COM 29454910 342 7078 SH SHARED 14 7078 D EQUITABLE RES INC COM 29454910 222 4600 SH SHR/OTHR 23 4600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 35 300 SH SHARED 02 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 176 1500 SH SHR/OTHR 20 1500 D EQUITY INNS INC COM 29470310 198 12097 SH SHARED 12097 D EQUITY INNS INC COM 29470310 43 2635 SH SHARED 02 2635 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 3338 61820 SH SHARED 61820 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 448 8300 SH SHARED 01 8300 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 65 1217 SH SHARED 02 437 780 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 2932 54300 SH SHARED 10 30200 24100 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 144471 2674903 SH SHARED 11 1589109 1085794 D EQUITY ONE COM 29475210 2416 91178 SH SHARED 91178 D EQUITY ONE COM 29475210 673 25400 SH SHARED 01 22800 2600 D EQUITY ONE COM 29475210 1555 58709 SH SHARED 02 57634 1075 D EQUITY ONE COM 29475210 2173 82000 SH SHARED 10 82000 D EQUITY ONE COM 29475210 8678 327500 SH SHARED 11 327500 D EQUITY RESIDENTIAL SH BEN INT 29476L10 15688 325288 SH SHARED 323488 1800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2026 42016 SH SHARED 01 42016 D EQUITY RESIDENTIAL SH BEN INT 29476L10 670 13900 SH SHR/OTHR 01 13900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2508 52005 SH SHARED 02 43019 8986 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1446 30000 SH SHARED 04 30000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 5 120 SH SHARED 05 120 D EQUITY RESIDENTIAL SH BEN INT 29476L10 217 4500 SH SHARED 06 4500 D EQUITY RESIDENTIAL SH BEN INT 29476L10 18416 381850 SH SHARED 10 133690 137900 110260 D EQUITY RESIDENTIAL SH BEN INT 29476L10 53191 1102869 SH SHARED 11 288144 814725 D EQUITY RESIDENTIAL SH BEN INT 29476L10 455 9450 SH SHARED 20 6000 3450 D EQUITY RESIDENTIAL SH BEN INT 29476L10 98 2050 SH SHR/OTHR 20 2050 D EQUITY RESIDENTIAL SH BEN INT 29476L10 48 1000 SH SHARED 22 1000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1989 41250 SH SHARED 23 41250 D EQUITY RESIDENTIAL SH BEN INT 29476L10 110 2300 SH SHR/OTHR 23 2300 D EQUUS TOTAL RETURN INC COM 29476610 240 27454 SH SHARED 27454 D ERESEARCHTECHNOLOGY INC COM 29481V10 41 5248 SH SHARED 5248 D ERESEARCHTECHNOLOGY INC COM 29481V10 236 30150 SH SHARED 01 30150 D ERESEARCHTECHNOLOGY INC COM 29481V10 67 8644 SH SHARED 10 8644 D ERICSSON L M TEL CO ADR B SEK 10 29482160 11575 312102 SH SHARED 312102 D ERICSSON L M TEL CO ADR B SEK 10 29482160 11 300 SH SHARED 01 300 D ERICSSON L M TEL CO ADR B SEK 10 29482160 118 3200 SH SHARED 02 3200 D ERICSSON L M TEL CO ADR B SEK 10 29482160 11753 316900 SH SHARED 10 316900 D ERICSSON L M TEL CO ADR B SEK 10 29482160 59 1600 SH SHR/OTHR 23 1600 D ERIE INDTY CO CL A 29530P10 67 1283 SH SHARED 1283 D ERIE INDTY CO CL A 29530P10 31 604 SH SHARED 02 604 D ESCALADE INC COM 29605610 1 194 SH SHARED 194 D ESCHELON TELECOM INC COM 29629010 7 273 SH SHARED 273 D ESCO TECHNOLOGIES INC COM 29631510 9956 222145 SH SHARED 222145 D ESCO TECHNOLOGIES INC COM 29631510 623 13900 SH SHARED 10 9900 4000 D ESPEED INC CL A 29664310 6 712 SH SHARED 712 D ESPEED INC CL A 29664310 19 2100 SH SHARED 01 2100 D ESPEED INC CL A 29664310 0 90 SH SHARED 02 90 D ESSEX PORTFOLIO L P NOTE 3.625%11/0 29717PAB 3255 2500000 PRN SHARED 02 2500000 D ESSEX PPTY TR INC COM 29717810 8127 62769 SH SHARED 62769 D ESSEX PPTY TR INC COM 29717810 142 1100 SH SHARED 01 1100 D ESSEX PPTY TR INC COM 29717810 847 6549 SH SHARED 02 5149 1400 D ESSEX PPTY TR INC COM 29717810 38 300 SH SHARED 06 300 D ESSEX PPTY TR INC COM 29717810 1398 10800 SH SHARED 10 8200 2600 D ESSEX PPTY TR INC COM 29717810 225945 1745020 SH SHARED 11 1004261 740759 D ESTERLINE TECHNOLOGIES CORP COM 29742510 25034 609550 SH SHARED 609550 D ESTERLINE TECHNOLOGIES CORP COM 29742510 238 5800 SH SHARED 01 5300 500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 19 475 SH SHARED 02 75 400 D ESTERLINE TECHNOLOGIES CORP COM 29742510 266 6500 SH SHARED 10 6500 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 559 6100 SH SHARED 6100 D ETHAN ALLEN INTERIORS INC COM 29760210 26 747 SH SHARED 747 D ETHAN ALLEN INTERIORS INC COM 29760210 254 7200 SH SHARED 01 7200 D ETHAN ALLEN INTERIORS INC COM 29760210 493 13961 SH SHARED 02 13961 D ETHAN ALLEN INTERIORS INC COM 29760210 395 11200 SH SHARED 06 11200 D ETHAN ALLEN INTERIORS INC COM 29760210 431 12200 SH SHARED 10 4600 7600 D ETRIALS WORLDWIDE INC COM 29786P10 102 20898 SH SHARED 20898 D EUROBANCSHARES INC COM 29871610 2 273 SH SHARED 273 D EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD 16367 15860000 PRN SHARED 02 15860000 D EURONET WORLDWIDE INC COM 29873610 209 7800 SH SHARED 7800 D EURONET WORLDWIDE INC COM 29873610 21 794 SH SHARED 794 D EURONET WORLDWIDE INC COM 29873610 2871 106900 SH SHARED 01 106100 800 D EURONET WORLDWIDE INC COM 29873610 1826 68000 SH SHR/OTHR 01 68000 D EURONET WORLDWIDE INC COM 29873610 1625 60500 SH SHARED 02 60500 D EURONET WORLDWIDE INC COM 29873610 37186 1384460 SH SHARED 10 1158160 226300 D EUROPEAN EQUITY FUND COM 29876810 0 2 SH SHARED 02 2 D EVANS & SUTHERLAND COMPUTER COM 29909610 0 221 SH SHARED 221 D EVANS & SUTHERLAND COMPUTER COM 29909610 7 2300 SH SHARED 02 2300 D EVERCORE PARTNERS INC CLASS A 29977A10 641 20573 SH SHARED 20573 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 1066 74200 SH SHARED 74200 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 12866 895400 SH SHARED 10 895400 D EVERGREEN ENERGY INC COM 30024B10 9856 1500174 SH SHARED 1400174 100000 D EVERGREEN ENERGY INC COM 30024B10 262 40000 SH SHARED 04 40000 D EVERGREEN ENERGY INC COM 30024B10 22 3400 SH SHARED 10 3400 D EVERGREEN MANAGED INCOME FD COM SHS 30024Y10 5 294 SH SHARED 294 D EVERGREEN MANAGED INCOME FD COM SHS 30024Y10 12 700 SH SHARED 01 700 D EVERGREEN SOLAR INC COM 30033R10 5623 576739 SH SHARED 576739 D EVERGREEN SOLAR INC COM 30033R10 78 8000 SH SHARED 01 8000 D EVERGREEN SOLAR INC COM 30033R10 8 893 SH SHARED 02 493 400 D EVERGREEN SOLAR INC COM 30033R10 1462 150000 SH SHARED 04 150000 D EVERLAST WORLDWIDE INC COM 30035510 1 64 SH SHARED 64 D EVERLAST WORLDWIDE INC COM 30035510 853 42500 SH SHARED 10 42500 D EVOLUTION PETROLEUM CORP COM 30049A10 1 463 SH SHARED 463 D EVOLVING SYS INC COM 30049R10 0 403 SH SHARED 403 D EXACT SCIENCES CORP COM 30063P10 1 645 SH SHARED 645 D EXACTECH INC COM 30064E10 3 199 SH SHARED 199 D EXAR CORP COM 30064510 11 888 SH SHARED 888 D EXAR CORP COM 30064510 1 107 SH SHARED 02 107 D EXCEL TECHNOLOGY INC COM 30067T10 8 309 SH SHARED 309 D EXCHANGE NATL BANCSHARES INC COM 30130910 3 97 SH SHARED 97 D EXELON CORP COM 30161N10 171 2500 SH SHARED 2500 D EXELON CORP COM 30161N10 134960 1964207 SH SHARED 1861452 102755 D EXELON CORP COM 30161N10 15138 220323 SH SHARED 01 120145 100178 D EXELON CORP COM 30161N10 10268 149451 SH SHARED 02 145381 4070 D EXELON CORP COM 30161N10 76057 1106935 SH SHARED 04 1059640 47295 D EXELON CORP COM 30161N10 6462 94050 SH SHARED 05 94050 D EXELON CORP COM 30161N10 39754 578591 SH SHARED 06 263811 314780 D EXELON CORP COM 30161N10 77296 1124960 SH SHARED 10 281880 556780 286300 D EXELON CORP COM 30161N10 748 10893 SH SHARED 14 3400 7493 D EXELON CORP COM 30161N10 1065 15500 SH SHARED 15 15500 D EXELON CORP COM 30161N10 5866 85374 SH SHARED 16 85374 D EXELON CORP COM 30161N10 10576 153933 SH SHARED 19 153933 D EXELON CORP COM 30161N10 1377 20054 SH SHARED 20 1910 18144 D EXELON CORP COM 30161N10 171 2500 SH SHR/OTHR 20 2500 D EXELON CORP COM 30161N10 137 2000 SH SHR/OTHR 22 2000 D EXELON CORP COM 30161N10 54 800 SH SHARED 23 800 D EXELON CORP COM 30161N10 293 4274 SH SHR/OTHR 23 4274 D EXELIXIS INC COM 30161Q10 768 77275 SH SHARED 77275 D EXELIXIS INC COM 30161Q10 29 3000 SH SHARED 01 3000 D EXELIXIS INC COM 30161Q10 31 3181 SH SHARED 02 3181 D EXELIXIS INC COM 30161Q10 8140 818944 SH SHARED 04 818944 D EXELIXIS INC COM 30161Q10 69 7000 SH SHARED 14 7000 D EXIDE TECHNOLOGIES FRNT 9/1 302051AL 868 1000000 PRN SHARED 02 1000000 D EXIDE TECHNOLOGIES *W EXP 05/05/201 30205112 22 28574 SH SHARED 28574 D EXIDE TECHNOLOGIES COM NEW 30205120 675 77598 SH SHARED 77598 D EXIDE TECHNOLOGIES COM NEW 30205120 71 8201 SH SHARED 02 8201 D EXLSERVICE HOLDINGS INC COM 30208110 2063 100026 SH SHARED 100026 D EXPEDIA INC DEL COM 30212P10 2214 95543 SH SHARED 95543 D EXPEDIA INC DEL COM 30212P10 1416 61109 SH SHARED 01 39999 21110 D EXPEDIA INC DEL COM 30212P10 3804 164132 SH SHARED 02 163655 477 D EXPEDIA INC DEL COM 30212P10 3 150 SH SHARED 05 150 D EXPEDIA INC DEL COM 30212P10 192 8325 SH SHARED 06 6275 2050 D EXPEDIA INC DEL COM 30212P10 650 28049 SH SHARED 10 25499 2550 D EXPEDIA INC DEL COM 30212P10 336 14536 SH SHARED 14 14536 D EXPEDIA INC DEL COM 30212P10 17 750 SH SHR/OTHR 20 750 D EXPEDIA INC DEL COM 30212P10 17 740 SH SHR/OTHR 21 740 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 3862 327079 SH SHARED 327079 D EXPEDITORS INTL WASH INC COM 30213010 1161 28100 SH SHARED 28100 D EXPEDITORS INTL WASH INC COM 30213010 2559 61936 SH SHARED 01 61936 D EXPEDITORS INTL WASH INC COM 30213010 1490 36060 SH SHARED 02 33630 2430 D EXPEDITORS INTL WASH INC COM 30213010 291 7050 SH SHARED 06 5250 1800 D EXPEDITORS INTL WASH INC COM 30213010 476 11522 SH SHARED 10 9622 1900 D EXPLORATION CO COM NEW 30213320 8 744 SH SHARED 744 D EXPONENT INC COM 30214U10 7 380 SH SHARED 380 D EXPRESS 1 EXPEDITED SOLUTION COM 30217Q10 0 598 SH SHARED 598 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 4674 4879000 PRN SHARED 02 4879000 D EXPRESSJET HOLDINGS INC CL A 30218U10 583 99967 SH SHARED 99967 D EXPRESSJET HOLDINGS INC CL A 30218U10 1464 250700 SH SHARED 10 250700 D EXPRESS SCRIPTS INC COM 30218210 11481 142237 SH SHARED 140537 1700 D EXPRESS SCRIPTS INC COM 30218210 8491 105192 SH SHARED 01 48015 57177 D EXPRESS SCRIPTS INC COM 30218210 2776 34395 SH SHR/OTHR 01 34395 D EXPRESS SCRIPTS INC COM 30218210 1334 16534 SH SHARED 02 14859 1675 D EXPRESS SCRIPTS INC COM 30218210 14343 177700 SH SHARED 04 177700 D EXPRESS SCRIPTS INC COM 30218210 3140 38902 SH SHARED 06 37902 1000 D EXPRESS SCRIPTS INC COM 30218210 10269 127225 SH SHARED 10 112420 14805 D EXPRESS SCRIPTS INC COM 30218210 510 6325 SH SHARED 14 3000 3325 D EXPRESS SCRIPTS INC COM 30218210 700 8680 SH SHARED 20 2445 6235 D EXPRESS SCRIPTS INC COM 30218210 242 3000 SH SHR/OTHR 20 3000 D EXPRESS SCRIPTS INC COM 30218210 24 300 SH SHR/OTHR 21 300 D EXPRESS SCRIPTS INC COM 30218210 502 6230 SH SHARED 22 5175 1055 D EXPRESS SCRIPTS INC COM 30218210 2009 24900 SH SHARED 23 22750 2150 D EXPRESS SCRIPTS INC COM 30218210 1046 12970 SH SHR/OTHR 23 12970 D EXTRA SPACE STORAGE INC COM 30225T10 13793 728264 SH SHARED 728264 D EXTRA SPACE STORAGE INC COM 30225T10 373 19700 SH SHARED 01 18900 800 D EXTRA SPACE STORAGE INC COM 30225T10 195 10300 SH SHARED 10 10300 D EXTRA SPACE STORAGE INC COM 30225T10 79795 4213050 SH SHARED 11 118900 4094150 D EXTRA SPACE STORAGE INC COM 30225T10 56 3000 SH SHARED 20 3000 D EXTREME NETWORKS INC COM 30226D10 18781 4440109 SH SHARED 4440109 D EXTREME NETWORKS INC COM 30226D10 2311 546500 SH SHARED 02 546500 D EXULT INC DEL NOTE 2.500%10/0 302284AB 22791 23915000 PRN SHARED 02 23915000 D EZCORP INC CL A NON VTG 30230110 13 901 SH SHARED 901 D EZCORP INC CL A NON VTG 30230110 35 2400 SH SHARED 01 2400 D EZCORP INC CL A NON VTG 30230110 1377 93500 SH SHARED 10 93500 D EXXON MOBIL CORP COM 30231G10 3197 42375 SH SHARED 30750 11625 D EXXON MOBIL CORP COM 30231G10 1624684 21533255 SH SHARED 20610232 923023 D EXXON MOBIL CORP COM 30231G10 154696 2050312 SH SHARED 01 405147 1645165 D EXXON MOBIL CORP COM 30231G10 34780 460968 SH SHR/OTHR 01 460968 D EXXON MOBIL CORP COM 30231G10 73703 976851 SH SHARED 02 806545 170306 D EXXON MOBIL CORP COM 30231G10 42650 565275 SH SHARED 04 565275 D EXXON MOBIL CORP COM 30231G10 4168 55255 SH SHARED 05 55255 D EXXON MOBIL CORP COM 30231G10 54984 728752 SH SHARED 06 674802 53950 D EXXON MOBIL CORP COM 30231G10 693455 9190923 SH SHARED 10 6209145 1109017 1872761 D EXXON MOBIL CORP COM 30231G10 3622 48014 SH SHR/OTHR 10 48014 D EXXON MOBIL CORP COM 30231G10 7213 95600 SH SHARED 14 95600 D EXXON MOBIL CORP COM 30231G10 533 7068 SH SHARED 15 7068 D EXXON MOBIL CORP COM 30231G10 1886 25000 SH SHARED 16 25000 D EXXON MOBIL CORP COM 30231G10 22988 304681 SH SHARED 20 35500 269181 D EXXON MOBIL CORP COM 30231G10 9274 122920 SH SHR/OTHR 20 122920 D EXXON MOBIL CORP COM 30231G10 6298 83476 SH SHARED 21 83476 D EXXON MOBIL CORP COM 30231G10 2123 28140 SH SHR/OTHR 21 28140 D EXXON MOBIL CORP COM 30231G10 6906 91543 SH SHARED 22 67573 23970 D EXXON MOBIL CORP COM 30231G10 1774 23523 SH SHR/OTHR 22 23523 D EXXON MOBIL CORP COM 30231G10 81092 1074778 SH SHARED 23 1035557 39221 D EXXON MOBIL CORP COM 30231G10 91438 1211912 SH SHR/OTHR 23 1211912 D EXXON MOBIL CORP COM 30231G10 6178 81885 SH SHARED 24 9525 72360 D FBL FINL GROUP INC CL A 30239F10 12 319 SH SHARED 319 D FBL FINL GROUP INC CL A 30239F10 14 380 SH SHARED 02 380 D FEI CO NOTE 6/1 30241LAD 1278 940000 PRN SHARED 940000 D FEI CO NOTE 6/1 30241LAD 6457 4748000 PRN SHARED 02 4748000 D FEI CO NOTE 2.875% 6/0 30241LAF 99 70000 PRN SHARED 02 70000 D FEI CO COM 30241L10 1672 46379 SH SHARED 46379 D FEI CO COM 30241L10 449 12475 SH SHARED 01 1425 11050 D FEI CO COM 30241L10 5 144 SH SHARED 02 144 D FEI CO COM 30241L10 20402 565790 SH SHARED 10 565790 D FLIR SYS INC NOTE 3.000% 6/0 302445AB 5887 3500000 PRN SHARED 3500000 D FLIR SYS INC COM 30244510 58 1632 SH SHARED 1632 D FLIR SYS INC COM 30244510 85 2400 SH SHARED 01 2400 D FLIR SYS INC COM 30244510 78 2199 SH SHARED 02 289 1910 D FMC TECHNOLOGIES INC COM 30249U10 1089 15614 SH SHARED 10474 5140 D FMC TECHNOLOGIES INC COM 30249U10 1547 22189 SH SHARED 01 22189 D FMC TECHNOLOGIES INC COM 30249U10 670 9607 SH SHARED 02 7591 2016 D FMC TECHNOLOGIES INC COM 30249U10 149 2150 SH SHARED 06 1800 350 D FMC TECHNOLOGIES INC COM 30249U10 244 3500 SH SHARED 10 2000 1500 D F M C CORP COM NEW 30249130 1993 26422 SH SHARED 6522 19900 D F M C CORP COM NEW 30249130 1244 16500 SH SHARED 01 16500 D F M C CORP COM NEW 30249130 328 4352 SH SHARED 02 4352 D F M C CORP COM NEW 30249130 550 7300 SH SHARED 06 7300 D F M C CORP COM NEW 30249130 36591 485100 SH SHARED 10 68200 228900 188000 D F M C CORP COM NEW 30249130 60 800 SH SHARED 21 800 D FMS FINL CORP COM 30250910 3 96 SH SHARED 96 D F N B UNITED CORP COM 30251910 4 277 SH SHARED 277 D FNB CORP PA COM 30252010 444 26395 SH SHARED 11921 14474 D FNB CORP PA COM 30252010 8 525 SH SHARED 01 525 D FNB CORP PA COM 30252010 1 104 SH SHARED 02 104 D FNB CORP PA COM 30252010 192 11400 SH SHARED 10 7100 4300 D FNB FINANCIAL SERVICES CORP COM 30252610 2 172 SH SHARED 172 D FNB FINANCIAL SERVICES CORP COM 30252610 9 625 SH SHARED 02 625 D FPB BANCORP INC COM 30254M10 0 47 SH SHARED 47 D FPIC INS GROUP INC COM 30256310 11 268 SH SHARED 268 D FPL GROUP INC COM 30257110 54408 889465 SH SHARED 343514 545951 D FPL GROUP INC COM 30257110 14105 230587 SH SHARED 01 130160 100427 D FPL GROUP INC COM 30257110 122 2000 SH SHR/OTHR 01 2000 D FPL GROUP INC COM 30257110 4182 68382 SH SHARED 02 60837 7545 D FPL GROUP INC COM 30257110 30890 505000 SH SHARED 04 505000 D FPL GROUP INC COM 30257110 8572 140140 SH SHARED 05 140140 D FPL GROUP INC COM 30257110 2674 43720 SH SHARED 06 40500 3220 D FPL GROUP INC COM 30257110 60743 993035 SH SHARED 10 829287 163748 D FPL GROUP INC COM 30257110 354 5800 SH SHR/OTHR 10 5800 D FPL GROUP INC COM 30257110 1659 27126 SH SHARED 20 8235 18891 D FPL GROUP INC COM 30257110 1517 24800 SH SHR/OTHR 20 24800 D FPL GROUP INC COM 30257110 683 11175 SH SHARED 22 5250 5925 D FPL GROUP INC COM 30257110 85 1400 SH SHR/OTHR 22 1400 D FPL GROUP INC COM 30257110 3013 49270 SH SHARED 23 47870 1400 D FPL GROUP INC COM 30257110 1345 21999 SH SHR/OTHR 23 21999 D FSI INTL INC COM 30263310 3 738 SH SHARED 738 D FTD GROUP INC COM 30267U10 5 329 SH SHARED 329 D FX ENERGY INC COM 30269510 6 866 SH SHARED 866 D FX ENERGY INC COM 30269510 15 1997 SH SHARED 02 1997 D F N B CORP VA COM 30293010 6 179 SH SHARED 179 D FTI CONSULTING INC COM 30294110 194 5800 SH SHARED 5800 D FTI CONSULTING INC COM 30294110 34 1024 SH SHARED 1024 D FTI CONSULTING INC COM 30294110 90 2700 SH SHARED 01 2700 D FTI CONSULTING INC COM 30294110 2696 80290 SH SHARED 02 74790 5500 D FTI CONSULTING INC COM 30294110 9388 279500 SH SHARED 10 279500 D FACTSET RESH SYS INC COM 30307510 130 2071 SH SHARED 2071 D FACTSET RESH SYS INC COM 30307510 65 1050 SH SHARED 01 1050 D FACTSET RESH SYS INC COM 30307510 29 477 SH SHARED 02 477 D FACTSET RESH SYS INC COM 30307510 936 14900 SH SHARED 10 7500 7400 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 9297 9000000 PRN SHARED 9000000 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 818 792000 PRN SHARED 02 792000 D FAIR ISAAC CORP COM 30325010 272 7048 SH SHARED 7048 D FAIR ISAAC CORP COM 30325010 1629 42137 SH SHARED 01 21600 20537 D FAIR ISAAC CORP COM 30325010 87 2250 SH SHR/OTHR 01 2250 D FAIR ISAAC CORP COM 30325010 266 6882 SH SHARED 02 6882 D FAIR ISAAC CORP COM 30325010 10861 280800 SH SHARED 10 280800 D FAIR ISAAC CORP COM 30325010 2185 56494 SH SHARED 14 56494 D FAIRCHILD CORP CL A 30369810 0 420 SH SHARED 420 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 11422 683146 SH SHARED 619246 63900 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1357 81200 SH SHARED 01 46600 34600 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 16 1000 SH SHR/OTHR 01 1000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1313 78571 SH SHARED 02 14861 63710 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 352 21100 SH SHARED 06 21100 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 19585 1171400 SH SHARED 10 53200 681100 437100 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 2126 2000000 PRN SHARED 2000000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 1731 7708 SH SHARED 7708 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 1120 4991 SH SHARED 02 4991 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 33 150 SH SHARED 06 50 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 313 1396 SH SHARED 14 1396 D FAIRPOINT COMMUNICATIONS INC COM 30556010 13 704 SH SHARED 704 D FAIRPOINT COMMUNICATIONS INC COM 30556010 121 6325 SH SHARED 02 6325 D FAIRPOINT COMMUNICATIONS INC COM 30556010 18005 937300 SH SHARED 10 923300 14000 D FALCONSTOR SOFTWARE INC COM 30613710 5582 535738 SH SHARED 535738 D FALCONSTOR SOFTWARE INC COM 30613710 1042 100000 SH SHARED 10 100000 D FAMILY DLR STORES INC COM 30700010 11982 404540 SH SHARED 344940 59600 D FAMILY DLR STORES INC COM 30700010 1190 40196 SH SHARED 01 40196 D FAMILY DLR STORES INC COM 30700010 88 3000 SH SHR/OTHR 01 3000 D FAMILY DLR STORES INC COM 30700010 517 17483 SH SHARED 02 16983 500 D FAMILY DLR STORES INC COM 30700010 59 2000 SH SHARED 04 2000 D FAMILY DLR STORES INC COM 30700010 1070 36130 SH SHARED 06 35400 730 D FAMILY DLR STORES INC COM 30700010 46572 1572342 SH SHARED 10 315742 688400 568200 D FAMILY DLR STORES INC COM 30700010 8 300 SH SHARED 23 300 D FAMOUS DAVES AMER INC COM 30706810 4 258 SH SHARED 258 D FARMER BROS CO COM 30767510 3 171 SH SHARED 171 D FARMER BROS CO COM 30767510 147 6500 SH SHARED 10 6500 D FARMERS CAP BK CORP COM 30956210 5 181 SH SHARED 181 D FARO TECHNOLOGIES INC COM 31164210 9 329 SH SHARED 329 D FARO TECHNOLOGIES INC COM 31164210 33 1175 SH SHARED 02 1175 D FASTENAL CO COM 31190010 594 16967 SH SHARED 16967 D FASTENAL CO COM 31190010 1387 39600 SH SHARED 01 39600 D FASTENAL CO COM 31190010 580 16563 SH SHARED 02 13703 2860 D FASTENAL CO COM 31190010 124 3550 SH SHARED 06 2900 650 D FASTENAL CO COM 31190010 63 1800 SH SHARED 10 1800 D FAVRILLE INC COM 31208840 1 336 SH SHARED 336 D FEDERAL AGRIC MTG CORP CL C 31314830 95 3529 SH SHARED 3529 D FEDERAL AGRIC MTG CORP CL C 31314830 5 200 SH SHARED 02 200 D FEDERAL HOME LN MTG CORP COM 31340030 36981 621637 SH SHARED 621637 D FEDERAL HOME LN MTG CORP COM 31340030 5654 95049 SH SHARED 01 95049 D FEDERAL HOME LN MTG CORP COM 31340030 142 2400 SH SHR/OTHR 01 2400 D FEDERAL HOME LN MTG CORP COM 31340030 10648 178993 SH SHARED 02 172458 6535 D FEDERAL HOME LN MTG CORP COM 31340030 3688 62000 SH SHARED 04 62000 D FEDERAL HOME LN MTG CORP COM 31340030 18 310 SH SHARED 05 310 D FEDERAL HOME LN MTG CORP COM 31340030 6926 116434 SH SHARED 06 110284 6150 D FEDERAL HOME LN MTG CORP COM 31340030 496280 8342250 SH SHARED 10 8327450 14800 D FEDERAL HOME LN MTG CORP COM 31340030 1383 23253 SH SHARED 14 23253 D FEDERAL HOME LN MTG CORP COM 31340030 454 7634 SH SHARED 20 2080 5554 D FEDERAL HOME LN MTG CORP COM 31340030 53 900 SH SHR/OTHR 20 900 D FEDERAL HOME LN MTG CORP COM 31340030 303 5100 SH SHARED 23 4600 500 D FEDERAL NATL MTG ASSN COM 31358610 170724 3127974 SH SHARED 3114759 13215 D FEDERAL NATL MTG ASSN COM 31358610 8311 152285 SH SHARED 01 152285 D FEDERAL NATL MTG ASSN COM 31358610 654 12000 SH SHR/OTHR 01 12000 D FEDERAL NATL MTG ASSN COM 31358610 17309 317132 SH SHARED 02 315203 1929 D FEDERAL NATL MTG ASSN COM 31358610 1069 19600 SH SHARED 04 19600 D FEDERAL NATL MTG ASSN COM 31358610 22 420 SH SHARED 05 420 D FEDERAL NATL MTG ASSN COM 31358610 6636 121598 SH SHARED 06 112720 8878 D FEDERAL NATL MTG ASSN COM 31358610 342040 6266771 SH SHARED 10 5685871 314700 266200 D FEDERAL NATL MTG ASSN COM 31358610 43 800 SH SHR/OTHR 10 800 D FEDERAL NATL MTG ASSN COM 31358610 3468 63553 SH SHARED 14 63553 D FEDERAL NATL MTG ASSN COM 31358610 1910 35000 SH SHARED 15 35000 D FEDERAL NATL MTG ASSN COM 31358610 5458 100000 SH SHARED 16 100000 D FEDERAL NATL MTG ASSN COM 31358610 739 13545 SH SHARED 20 2340 11205 D FEDERAL NATL MTG ASSN COM 31358610 360 6600 SH SHR/OTHR 20 6600 D FEDERAL NATL MTG ASSN COM 31358610 14 261 SH SHARED 21 261 D FEDERAL NATL MTG ASSN COM 31358610 167 3070 SH SHARED 23 3070 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 6175 68149 SH SHARED 68149 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 9 100 SH SHARED 01 100 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 442 4883 SH SHARED 02 2813 2070 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 4 50 SH SHARED 05 50 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 289672 3196560 SH SHARED 11 1767073 1429487 D FEDERAL SIGNAL CORP COM 31385510 2797 180238 SH SHARED 180238 D FEDERAL SIGNAL CORP COM 31385510 189 12200 SH SHARED 01 12200 D FEDERAL SIGNAL CORP COM 31385510 502 32350 SH SHARED 02 21750 10600 D FEDERAL SIGNAL CORP COM 31385510 24 1600 SH SHARED 10 1600 D FEDERAL TR CORP COM 31401210 2 230 SH SHARED 230 D FEDERATED DEPT STORES INC DE COM 31410H10 66315 1472050 SH SHARED 765550 706500 D FEDERATED DEPT STORES INC DE COM 31410H10 4060 90132 SH SHARED 01 9796 80336 D FEDERATED DEPT STORES INC DE COM 31410H10 58 1308 SH SHR/OTHR 01 1308 D FEDERATED DEPT STORES INC DE COM 31410H10 16058 356460 SH SHARED 02 339825 16635 D FEDERATED DEPT STORES INC DE COM 31410H10 225 5000 SH SHARED 04 5000 D FEDERATED DEPT STORES INC DE COM 31410H10 1305 28974 SH SHARED 05 28974 D FEDERATED DEPT STORES INC DE COM 31410H10 2610 57940 SH SHARED 06 52642 5298 D FEDERATED DEPT STORES INC DE COM 31410H10 173852 3859111 SH SHARED 10 3567918 291193 D FEDERATED DEPT STORES INC DE COM 31410H10 274 6100 SH SHR/OTHR 10 6100 D FEDERATED DEPT STORES INC DE COM 31410H10 58 1300 SH SHARED 14 1300 D FEDERATED DEPT STORES INC DE COM 31410H10 517 11495 SH SHARED 20 3335 8160 D FEDERATED DEPT STORES INC DE COM 31410H10 8 195 SH SHR/OTHR 21 195 D FEDERATED DEPT STORES INC DE COM 31410H10 428 9505 SH SHARED 22 5675 3830 D FEDERATED DEPT STORES INC DE COM 31410H10 358 7968 SH SHARED 23 6848 1120 D FEDERATED DEPT STORES INC DE COM 31410H10 558 12404 SH SHR/OTHR 23 12404 D FEDERATED INVS INC PA CL B 31421110 8551 232874 SH SHARED 232874 D FEDERATED INVS INC PA CL B 31421110 308 8400 SH SHARED 01 8400 D FEDERATED INVS INC PA CL B 31421110 357 9725 SH SHARED 02 9725 D FEDERATED INVS INC PA CL B 31421110 222 6050 SH SHARED 06 6050 D FEDERATED INVS INC PA CL B 31421110 2170 59100 SH SHARED 10 59100 D FEDEX CORP COM 31428X10 41750 388634 SH SHARED 388434 200 D FEDEX CORP COM 31428X10 6483 60352 SH SHARED 01 17996 42356 D FEDEX CORP COM 31428X10 220 2055 SH SHR/OTHR 01 2055 D FEDEX CORP COM 31428X10 6866 63912 SH SHARED 02 56633 7279 D FEDEX CORP COM 31428X10 1288 11993 SH SHARED 04 11993 D FEDEX CORP COM 31428X10 11 110 SH SHARED 05 110 D FEDEX CORP COM 31428X10 3416 31804 SH SHARED 06 29073 2731 D FEDEX CORP COM 31428X10 126597 1178418 SH SHARED 10 714638 389620 74160 D FEDEX CORP COM 31428X10 211 1965 SH SHARED 14 1965 D FEDEX CORP COM 31428X10 1281 11925 SH SHARED 20 1800 10125 D FEDEX CORP COM 31428X10 236 2200 SH SHR/OTHR 20 2200 D FEDEX CORP COM 31428X10 20 190 SH SHARED 21 190 D FEDEX CORP COM 31428X10 37 350 SH SHARED 22 150 200 D FEDEX CORP COM 31428X10 32 300 SH SHARED 23 200 100 D FEDEX CORP COM 31428X10 773 7200 SH SHR/OTHR 23 7200 D FEDEX CORP COM 31428X10 73 685 SH SHARED 24 685 D FELCOR LODGING TR INC COM 31430F10 6961 268055 SH SHARED 268055 D FELCOR LODGING TR INC COM 31430F10 675 26000 SH SHARED 01 26000 D FELCOR LODGING TR INC COM 31430F10 203 7821 SH SHARED 02 3281 4540 D FELCOR LODGING TR INC COM 31430F10 8741 336600 SH SHARED 10 250000 86600 D FELCOR LODGING TR INC COM 31430F10 178010 6854480 SH SHARED 11 3606990 3247490 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 1120 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 15426 1270750 SH SHARED 11 1270750 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 5334 230154 SH SHARED 230154 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 131 5680 SH SHARED 02 5680 D FERRO CORP COM 31540510 17487 809214 SH SHARED 809214 D FERRO CORP COM 31540510 285 13200 SH SHARED 01 13200 D FERRO CORP COM 31540510 110 5130 SH SHARED 02 5130 D FERRO CORP COM 31540510 1281 59300 SH SHARED 10 59300 D F5 NETWORKS INC COM 31561610 7108 106600 SH SHARED 106600 D F5 NETWORKS INC COM 31561610 1510 22650 SH SHARED 01 4250 18400 D F5 NETWORKS INC COM 31561610 371 5572 SH SHARED 02 5272 300 D F5 NETWORKS INC COM 31561610 36146 542091 SH SHARED 10 541891 200 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1 163 SH SHARED 163 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 4267 519134 SH SHARED 02 519134 D FIBERSTARS INC COM 31566210 1 280 SH SHARED 280 D FIBERTOWER CORP COM 31567R10 12 2393 SH SHARED 2393 D FIBERTOWER CORP COM 31567R10 736 141900 SH SHARED 01 141900 D FIDELITY BANCORP INC COM 31583110 1 67 SH SHARED 67 D FIDELITY NATL INFORMATION SV COM 31620M10 104879 2307073 SH SHARED 2307073 D FIDELITY NATL INFORMATION SV COM 31620M10 980 21564 SH SHARED 01 21564 D FIDELITY NATL INFORMATION SV COM 31620M10 104 2300 SH SHR/OTHR 01 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 973 21411 SH SHARED 02 17893 3518 D FIDELITY NATL INFORMATION SV COM 31620M10 826 18178 SH SHARED 06 17182 996 D FIDELITY NATL INFORMATION SV COM 31620M10 3178 69909 SH SHARED 10 69909 D FIDELITY NATL INFORMATION SV COM 31620M10 1379 30345 SH SHARED 23 30345 D FIDELITY NATL INFORMATION SV COM 31620M10 665 14650 SH SHR/OTHR 23 14650 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 75543 3146334 SH SHARED 3146334 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 1660 69146 SH SHARED 01 69146 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 752 31331 SH SHARED 02 26263 5068 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 147 6128 SH SHARED 06 4966 1162 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 376 15660 SH SHARED 10 8200 7460 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 284 11862 SH SHARED 23 11862 D FIDELITY SOUTHN CORP NEW COM 31639410 2 155 SH SHARED 155 D FIDUCIARY CLAYMORE MLP OPP F COM 31647Q10 3011 123792 SH SHARED 02 123792 D FIELDSTONE INVT CORP COM 31659U30 4801 1563968 SH SHARED 1563968 D FIELDSTONE INVT CORP COM 31659U30 153 50000 SH SHARED 02 50000 D FIFTH THIRD BANCORP COM 31677310 19217 496697 SH SHARED 485792 10905 D FIFTH THIRD BANCORP COM 31677310 2550 65919 SH SHARED 01 65919 D FIFTH THIRD BANCORP COM 31677310 17 450 SH SHR/OTHR 01 450 D FIFTH THIRD BANCORP COM 31677310 3683 95216 SH SHARED 02 91936 3280 D FIFTH THIRD BANCORP COM 31677310 3830 99000 SH SHARED 04 99000 D FIFTH THIRD BANCORP COM 31677310 8 210 SH SHARED 05 210 D FIFTH THIRD BANCORP COM 31677310 7011 181230 SH SHARED 06 176350 4880 D FIFTH THIRD BANCORP COM 31677310 10293 266049 SH SHARED 10 233649 32400 D FIFTH THIRD BANCORP COM 31677310 429 11100 SH SHARED 14 11100 D FIFTH THIRD BANCORP COM 31677310 5 150 SH SHARED 23 150 D FINANCIAL FED CORP COM 31749210 18 694 SH SHARED 694 D FINANCIAL FED CORP COM 31749210 1236 46974 SH SHARED 02 45429 1545 D FINANCIAL FED CORP COM 31749210 53 2027 SH SHARED 21 2027 D FINANCIAL INSTNS INC COM 31758540 5 264 SH SHARED 264 D FINISAR NOTE 5.250%10/1 31787AAC 2976 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 5857 1673663 SH SHARED 1444043 229620 D FINISAR COM 31787A10 662 189200 SH SHARED 02 100000 89200 D FINISAR COM 31787A10 840 240000 SH SHARED 04 240000 D FINLAY ENTERPRISES INC COM NEW 31788420 1 223 SH SHARED 223 D FINISH LINE INC CL A 31792310 19953 1583608 SH SHARED 1583608 D FINISH LINE INC CL A 31792310 1 123 SH SHARED 02 123 D FINISH LINE INC CL A 31792310 1 101 SH SHARED 10 101 D FIRST ADVANTAGE CORP CL A 31845F10 4 175 SH SHARED 175 D FIRST ADVANTAGE CORP CL A 31845F10 580 24200 SH SHARED 01 24200 D FIRST ADVANTAGE CORP CL A 31845F10 17 750 SH SHARED 02 750 D FIRST ADVANTAGE CORP CL A 31845F10 184 7700 SH SHARED 10 7700 D FIRST ACCEPTANCE CORP COM 31845710 4 427 SH SHARED 427 D FIRST AMERN CORP CALIF COM 31852230 2296 45279 SH SHARED 45279 D FIRST AMERN CORP CALIF COM 31852230 2033 40100 SH SHARED 01 11600 28500 D FIRST AMERN CORP CALIF COM 31852230 640 12624 SH SHARED 02 10824 1800 D FIRST AMERN CORP CALIF COM 31852230 126 2500 SH SHARED 06 2000 500 D FIRST AMERN CORP CALIF COM 31852230 309 6100 SH SHARED 10 6100 D FIRST AMERN CORP CALIF COM 31852230 35 700 SH SHR/OTHR 23 700 D FIRST BANCORP P R COM 31867210 25 1921 SH SHARED 1921 D FIRST BANCORP P R COM 31867210 177 13400 SH SHARED 01 13400 D FIRST BANCORP P R COM 31867210 1 128 SH SHARED 02 128 D FIRST BANCORP P R COM 31867210 316 23900 SH SHARED 10 300 23600 D FIRST BANCORP N C COM 31891010 7 352 SH SHARED 352 D FIRST BANCSHARES INC MS COM 31891610 1 58 SH SHARED 58 D FIRST BUSEY CORP COM 31938310 8 388 SH SHARED 388 D FIRST BUS FINL SVCS INC WIS COM 31939010 1 53 SH SHARED 53 D FIRST CASH FINL SVCS INC COM 31942D10 29 1314 SH SHARED 1314 D FIRST CASH FINL SVCS INC COM 31942D10 1069 48000 SH SHARED 01 48000 D FIRST CASH FINL SVCS INC COM 31942D10 1 81 SH SHARED 02 81 D FIRST CASH FINL SVCS INC COM 31942D10 628 28200 SH SHARED 10 28200 D FIRST CASH FINL SVCS INC COM 31942D10 40 1800 SH SHARED 21 1800 D FIRST CHARTER CORP COM 31943910 18 879 SH SHARED 879 D FIRST CHARTER CORP COM 31943910 2 100 SH SHARED 01 100 D FIRST CHARTER CORP COM 31943910 39 1816 SH SHARED 02 1816 D FIRST CHARTER CORP COM 31943910 333 15500 SH SHARED 10 15500 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 11828 58847 SH SHARED 58847 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 250 1244 SH SHARED 01 1244 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 16 81 SH SHARED 02 81 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 221 1100 SH SHARED 10 1100 D FIRST CLOVER LEAF FIN CORP COM 31969M10 2 212 SH SHARED 212 D FIRST COMWLTH FINL CORP PA COM 31982910 358 30470 SH SHARED 30470 D FIRST COMWLTH FINL CORP PA COM 31982910 176 14982 SH SHARED 02 182 14800 D FIRST COMWLTH FINL CORP PA COM 31982910 148 12600 SH SHARED 10 9000 3600 D FIRST CMNTY BANCSHARES INC N COM 31983A10 9 256 SH SHARED 256 D FIRST CMNTY BANCSHARES INC N COM 31983A10 222 5700 SH SHARED 10 5700 D FIRST CMNTY BANCORP CALIF COM 31983B10 8123 143675 SH SHARED 143675 D FIRST CMNTY BANCORP CALIF COM 31983B10 2 40 SH SHARED 02 40 D FIRST CMNTY BANCORP CALIF COM 31983B10 1085 19206 SH SHARED 10 106 19100 D FIRST CMNTY BK CORP AMER COM 31985E20 5 315 SH SHARED 315 D FIRST CONSULTING GROUP INC COM 31986R10 5 550 SH SHARED 550 D FIRST CONSULTING GROUP INC COM 31986R10 82 9100 SH SHARED 10 9100 D FIRST DATA CORP COM 31996310 21528 800300 SH SHARED 800300 D FIRST DATA CORP COM 31996310 4010 149071 SH SHARED 01 39538 109533 D FIRST DATA CORP COM 31996310 132 4917 SH SHR/OTHR 01 4917 D FIRST DATA CORP COM 31996310 3509 130448 SH SHARED 02 125973 4475 D FIRST DATA CORP COM 31996310 43427 1614400 SH SHARED 04 1614400 D FIRST DATA CORP COM 31996310 9 359 SH SHARED 05 359 D FIRST DATA CORP COM 31996310 4904 182312 SH SHARED 06 73865 108447 D FIRST DATA CORP COM 31996310 11856 440750 SH SHARED 10 406124 34626 D FIRST DATA CORP COM 31996310 180 6700 SH SHR/OTHR 10 6700 D FIRST DATA CORP COM 31996310 861 32016 SH SHARED 14 23000 9016 D FIRST DATA CORP COM 31996310 1725 64163 SH SHARED 20 5000 59163 D FIRST DATA CORP COM 31996310 443 16480 SH SHR/OTHR 20 16480 D FIRST DATA CORP COM 31996310 147 5470 SH SHARED 21 5470 D FIRST DATA CORP COM 31996310 153 5700 SH SHARED 22 2900 2800 D FIRST DATA CORP COM 31996310 88 3300 SH SHR/OTHR 22 3300 D FIRST DATA CORP COM 31996310 1328 49394 SH SHARED 23 49394 D FIRST DATA CORP COM 31996310 785 29203 SH SHR/OTHR 23 29203 D FIRST DEFIANCE FINL CORP COM 32006W10 4 158 SH SHARED 158 D FIRST FED BANCSHARES ARK INC COM 32020F10 2 100 SH SHARED 100 D FIRST FINL BANKSHARES COM 32020R10 18 438 SH SHARED 438 D FIRST FINL BANKSHARES COM 32020R10 8 200 SH SHARED 01 200 D FIRST FINL BANKSHARES COM 32020R10 52 1266 SH SHARED 10 1266 D FIRST FED BANKSHARES INC DEL COM 32020V10 1 77 SH SHARED 77 D FIRST FINL BANCORP OH COM 32020910 65 4325 SH SHARED 4325 D FIRST FINL BANCORP OH COM 32020910 1 93 SH SHARED 02 93 D FIRST FINL BANCORP OH COM 32020910 82 5436 SH SHARED 10 5436 D FIRST FED NORTHN MICH BANCOR COM 32021X10 94 10300 SH SHARED 10300 D FIRST FINL CORP IND COM 32021810 7 251 SH SHARED 251 D FIRST FINL CORP IND COM 32021810 318 10300 SH SHARED 10 10300 D FIRST FINL SVC CORP COM 32022D10 3 108 SH SHARED 108 D FIRST FINL FD INC COM 32022810 217 15262 SH SHARED 15262 D FIRST FINL HLDGS INC COM 32023910 10 308 SH SHARED 308 D FIRST FINL HLDGS INC COM 32023910 397 11500 SH SHARED 10 11500 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAC 112 100000 PRN SHARED 02 100000 D FIRST HORIZON NATL CORP COM 32051710 5386 129707 SH SHARED 116757 12950 D FIRST HORIZON NATL CORP COM 32051710 596 14354 SH SHARED 01 14354 D FIRST HORIZON NATL CORP COM 32051710 593 14297 SH SHARED 02 14297 D FIRST HORIZON NATL CORP COM 32051710 501 12080 SH SHARED 06 11500 580 D FIRST HORIZON NATL CORP COM 32051710 2298 55349 SH SHARED 10 51189 4160 D 1ST INDEPENDENCE FINL GRP IN COM 32053S10 0 45 SH SHARED 45 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 12984 286631 SH SHARED 286631 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 77 1700 SH SHARED 01 1700 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 90 2000 SH SHR/OTHR 01 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1608 35511 SH SHARED 02 2411 33100 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3877 85600 SH SHARED 10 85600 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 67755 1495700 SH SHARED 11 1495700 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 90 2000 SH SHR/OTHR 21 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 56 1250 SH SHARED 22 1250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 165 3650 SH SHARED 23 3650 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 113 2500 SH SHR/OTHR 23 2500 D FIRST IND CORP COM 32054R10 7 325 SH SHARED 325 D FIRST IND CORP COM 32054R10 15 715 SH SHARED 02 715 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 77 SH SHARED 77 D FIRST M & F CORP COM 32074410 3 205 SH SHARED 205 D FIRST MARBLEHEAD CORP COM 32077110 132 2950 SH SHARED 2950 D FIRST MARBLEHEAD CORP COM 32077110 1219 27159 SH SHARED 27159 D FIRST MARBLEHEAD CORP COM 32077110 112 2512 SH SHARED 01 2512 D FIRST MARBLEHEAD CORP COM 32077110 29 647 SH SHARED 02 647 D FIRST MARBLEHEAD CORP COM 32077110 11033 245800 SH SHARED 10 245800 D FIRST MARINER BANCORP COM 32079510 1 128 SH SHARED 128 D FIRST MERCHANTS CORP COM 32081710 15 672 SH SHARED 672 D FIRST MERCURY FINANCIAL CORP COM 32084110 1530 74488 SH SHARED 74488 D FIRST MIDWEST BANCORP DEL COM 32086710 45 1230 SH SHARED 1230 D FIRST MIDWEST BANCORP DEL COM 32086710 51 1400 SH SHARED 01 1400 D FIRST MIDWEST BANCORP DEL COM 32086710 8 218 SH SHARED 02 218 D FIRST MIDWEST BANCORP DEL COM 32086710 1667 45368 SH SHARED 10 7268 38100 D FIRST NATL BANCSHARES INC S COM 32111B10 1 78 SH SHARED 78 D FIRST MUTUAL BANCSHARES INC COM 32190E10 3 142 SH SHARED 142 D FIRST NATL LINCOLN CORP ME COM 33571610 3 243 SH SHARED 243 D FIRST NIAGARA FINL GP INC COM 33582V10 398 28624 SH SHARED 28624 D FIRST NIAGARA FINL GP INC COM 33582V10 429 30900 SH SHARED 01 30900 D FIRST NIAGARA FINL GP INC COM 33582V10 178 12811 SH SHARED 02 12811 D FIRST NIAGARA FINL GP INC COM 33582V10 926 66600 SH SHARED 10 66600 D FIRST POTOMAC RLTY TR COM 33610F10 17 614 SH SHARED 614 D FIRST POTOMAC RLTY TR COM 33610F10 57 2000 SH SHARED 01 2000 D FIRST POTOMAC RLTY TR COM 33610F10 348 12200 SH SHARED 10 12200 D FIRST POTOMAC RLTY TR COM 33610F10 4131 144600 SH SHARED 11 144600 D FIRST PL FINL CORP COM 33610T10 9 446 SH SHARED 446 D FIRST REGL BANCORP COM 33615C10 6 208 SH SHARED 208 D FIRST REGL BANCORP COM 33615C10 831 28000 SH SHARED 01 25000 3000 D FIRST REGL BANCORP COM 33615C10 742 25000 SH SHR/OTHR 01 25000 D FIRST REP BK SAN FRANCISCO COM 33615810 7827 145766 SH SHARED 145766 D FIRST REP BK SAN FRANCISCO COM 33615810 96 1800 SH SHARED 01 1800 D FIRST REP BK SAN FRANCISCO COM 33615810 971 18089 SH SHARED 02 18089 D FIRST REP BK SAN FRANCISCO COM 33615810 392 7300 SH SHARED 10 7300 D FIRST SEC GROUP INC COM 33631210 4 434 SH SHARED 434 D FIRST SOLAR INC COM 33643310 5539 106499 SH SHARED 106499 D FIRST SOLAR INC COM 33643310 6 118 SH SHARED 02 118 D FIRST ST BANCORPORATION COM 33645310 11 506 SH SHARED 506 D FIRST SOUTH BANCORP INC VA COM 33646W10 6 207 SH SHARED 207 D 1ST SOURCE CORP COM 33690110 8 317 SH SHARED 317 D 1ST SOURCE CORP COM 33690110 60 2300 SH SHARED 01 2300 D 1ST SOURCE CORP COM 33690110 228 8720 SH SHARED 10 8720 D FIRST ST FINL CORP FLA COM 33708M20 1 116 SH SHARED 116 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 1020 45214 SH SHARED 02 45214 D FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E30 27 1200 SH SHARED 02 1200 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 136 7400 SH SHARED 02 7400 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 2568 157492 SH SHARED 157492 D FIRST UTD CORP COM 33741H10 4 199 SH SHARED 199 D FIRSTBANK CORP MICH COM 33761G10 3 161 SH SHARED 161 D FIRSTSERVICE CORP SUB VTG SH 33761N10 52 1900 SH SHARED 1900 D FIRSTCITY FINL CORP COM 33761X10 2 248 SH SHARED 248 D FISERV INC COM 33773810 5560 104800 SH SHARED 104800 D FISERV INC COM 33773810 1839 34665 SH SHARED 01 11500 23165 D FISERV INC COM 33773810 988 18626 SH SHARED 02 18341 285 D FISERV INC COM 33773810 6 130 SH SHARED 05 130 D FISERV INC COM 33773810 1079 20350 SH SHARED 06 18500 1850 D FISERV INC COM 33773810 49767 937946 SH SHARED 10 312046 555900 70000 D FISERV INC COM 33773810 554 10457 SH SHARED 14 10457 D FISERV INC COM 33773810 50 950 SH SHARED 20 950 D FISERV INC COM 33773810 10 200 SH SHR/OTHR 23 200 D FISERV INC COM 33773810 54 1025 SH SHARED 24 1025 D FISHER COMMUNICATIONS INC COM 33775620 8 170 SH SHARED 170 D FISHER COMMUNICATIONS INC COM 33775620 286 5900 SH SHARED 10 5900 D FIRSTFED FINL CORP COM 33790710 1319 23225 SH SHARED 23225 D FIRSTFED FINL CORP COM 33790710 386 6800 SH SHARED 01 6800 D FIRSTFED FINL CORP COM 33790710 876 15415 SH SHARED 02 15075 340 D FIRSTFED FINL CORP COM 33790710 9956 175200 SH SHARED 10 11800 163400 D FIRSTMERIT CORP COM 33791510 1863 88284 SH SHARED 76184 12100 D FIRSTMERIT CORP COM 33791510 544 25800 SH SHARED 01 25800 D FIRSTMERIT CORP COM 33791510 182 8631 SH SHARED 02 8631 D FIRSTMERIT CORP COM 33791510 2727 129187 SH SHARED 10 11187 118000 D FLAGSTAR BANCORP INC COM 33793010 315 26360 SH SHARED 26360 D FLAGSTAR BANCORP INC COM 33793010 891 74600 SH SHARED 01 63600 11000 D FLAGSTAR BANCORP INC COM 33793010 17 1502 SH SHARED 02 1502 D FLAGSTAR BANCORP INC COM 33793010 179 15000 SH SHARED 10 15000 D FIRSTENERGY CORP COM 33793210 94403 1425175 SH SHARED 1384267 40908 D FIRSTENERGY CORP COM 33793210 3569 53893 SH SHARED 01 53893 D FIRSTENERGY CORP COM 33793210 3432 51813 SH SHARED 02 48038 3775 D FIRSTENERGY CORP COM 33793210 13 200 SH SHARED 05 200 D FIRSTENERGY CORP COM 33793210 2754 41580 SH SHARED 06 38100 3480 D FIRSTENERGY CORP COM 33793210 38985 588544 SH SHARED 10 266420 322124 D FIRSTENERGY CORP COM 33793210 446 6741 SH SHARED 14 6741 D FIRSTENERGY CORP COM 33793210 37 560 SH SHARED 20 560 D FIRSTENERGY CORP COM 33793210 66 1000 SH SHARED 23 1000 D FIRSTENERGY CORP COM 33793210 20 304 SH SHR/OTHR 23 304 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 44660 21914000 PRN SHARED 21914000 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 1954 959000 PRN SHARED 02 959000 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 676 500000 PRN SHARED 06 500000 D FIVE STAR QUALITY CARE INC COM 33832D10 8 808 SH SHARED 808 D FIVE STAR QUALITY CARE INC COM 33832D10 15494 1507200 SH SHARED 10 1507200 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 23 1 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 1639 73500 SH SHARED 02 73500 D FLAHERTY & CRUMRINE PFD INC COM 33848E10 81 6405 SH SHARED 02 6405 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 222 8700 SH SHARED 8700 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 104 4092 SH SHARED 4092 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 126 4934 SH SHARED 02 1484 3450 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 11750 459000 SH SHARED 10 459000 D FLANDERS CORP COM 33849410 248 34320 SH SHARED 34320 D FLEETWOOD ENTERPRISES INC COM 33909910 25 3234 SH SHARED 3234 D FLEETWOOD ENTERPRISES INC COM 33909910 1 186 SH SHARED 02 186 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 1375 1433000 PRN SHARED 1433000 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 5762 6003000 PRN SHARED 02 6003000 D FLEXSTEEL INDS INC COM 33938210 2 152 SH SHARED 152 D FLORIDA EAST COAST INDS COM 34063210 31 509 SH SHARED 509 D FLORIDA EAST COAST INDS COM 34063210 188 3000 SH SHR/OTHR 01 3000 D FLORIDA EAST COAST INDS COM 34063210 8663 138202 SH SHARED 10 131402 6800 D FLORIDA PUB UTILS CO COM 34113510 1 138 SH SHARED 138 D FLORIDA ROCK INDS INC COM 34114010 236174 3509796 SH SHARED 3509796 D FLORIDA ROCK INDS INC COM 34114010 989 14700 SH SHARED 01 14700 D FLORIDA ROCK INDS INC COM 34114010 11021 163787 SH SHARED 02 162825 962 D FLORIDA ROCK INDS INC COM 34114010 26 400 SH SHARED 10 400 D FLORIDA ROCK INDS INC COM 34114010 40 600 SH SHR/OTHR 23 600 D FLOTEK INDS INC DEL COM 34338910 5 177 SH SHARED 177 D FLOTEK INDS INC DEL COM 34338910 1252 43956 SH SHARED 02 506 43450 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 1409 867000 PRN SHARED 02 867000 D FLUOR CORP NEW COM 34341210 8764 97692 SH SHARED 97692 D FLUOR CORP NEW COM 34341210 1598 17817 SH SHARED 01 17817 D FLUOR CORP NEW COM 34341210 990 11043 SH SHARED 02 10443 600 D FLUOR CORP NEW COM 34341210 835 9310 SH SHARED 06 8750 560 D FLUOR CORP NEW COM 34341210 3438 38329 SH SHARED 10 37129 1200 D FLUOR CORP NEW COM 34341210 708 7900 SH SHARED 14 7900 D FLOW INTL CORP COM 34346810 5957 554708 SH SHARED 554708 D FLOW INTL CORP COM 34346810 30 2823 SH SHARED 02 1823 1000 D FLOWERS FOODS INC COM 34349810 2886 95684 SH SHARED 95684 D FLOWERS FOODS INC COM 34349810 140 4672 SH SHARED 02 149 4523 D FLOWERS FOODS INC COM 34349810 6837 226625 SH SHARED 10 10900 215725 D FLOWSERVE CORP COM 34354P10 6243 109175 SH SHARED 109175 D FLOWSERVE CORP COM 34354P10 1023 17900 SH SHARED 01 17900 D FLOWSERVE CORP COM 34354P10 361 6318 SH SHARED 02 6318 D FLOWSERVE CORP COM 34354P10 366 6400 SH SHARED 10 3100 3300 D FLUSHING FINL CORP COM 34387310 1032 63603 SH SHARED 63603 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 621 7926 SH SHARED 7926 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 4452 56750 SH SHARED 01 56750 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 3138 40000 SH SHARED 04 40000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 7359 93800 SH SHARED 10 83000 10800 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 1027 13100 SH SHARED 24 13100 D FOCUS ENHANCEMENTS INC COM 34415910 2 1616 SH SHARED 1616 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2118 19190 SH SHARED 19190 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 11943 108191 SH SHARED 01 108191 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2837 25700 SH SHARED 04 25700 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 71884 651191 SH SHARED 10 639291 11900 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 6 61 SH SHARED 15 61 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2086 18900 SH SHARED 24 18900 D FONAR CORP COM 34443710 2 10000 SH SHARED 02 10000 D FOOT LOCKER INC COM 34484910 49646 2108114 SH SHARED 2108114 D FOOT LOCKER INC COM 34484910 1535 65195 SH SHARED 01 18400 46795 D FOOT LOCKER INC COM 34484910 521 22161 SH SHARED 02 17626 4535 D FOOT LOCKER INC COM 34484910 14930 634000 SH SHARED 05 634000 D FOOT LOCKER INC COM 34484910 112 4770 SH SHARED 06 4000 770 D FOOT LOCKER INC COM 34484910 9311 395400 SH SHARED 10 393700 1700 D FOOT LOCKER INC COM 34484910 70 3000 SH SHR/OTHR 23 3000 D FORBES MEDI-TECH INC COM 34490710 6 8816 SH SHARED 01 8816 D FORCE PROTECTION INC COM NEW 34520320 31 1700 SH SHARED 1700 D FORCE PROTECTION INC COM NEW 34520320 71 3808 SH SHARED 02 3808 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 83428 75706000 PRN SHARED 75706000 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 53982 48986000 PRN SHARED 02 48986000 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 22 20000 PRN SHARED 10 20000 D FORD MTR CO DEL COM PAR $0.01 34537086 390029 49433373 SH SHARED 49432873 500 D FORD MTR CO DEL COM PAR $0.01 34537086 1683 213401 SH SHARED 01 300 213101 D FORD MTR CO DEL COM PAR $0.01 34537086 391 49556 SH SHR/OTHR 01 49556 D FORD MTR CO DEL COM PAR $0.01 34537086 3716 471052 SH SHARED 02 461539 9513 D FORD MTR CO DEL COM PAR $0.01 34537086 359 45500 SH SHARED 04 45500 D FORD MTR CO DEL COM PAR $0.01 34537086 6 850 SH SHARED 05 850 D FORD MTR CO DEL COM PAR $0.01 34537086 1686 213810 SH SHARED 06 197900 15910 D FORD MTR CO DEL COM PAR $0.01 34537086 11702 1483260 SH SHARED 10 1424260 59000 D FORD MTR CO DEL COM PAR $0.01 34537086 1893 240000 SH SHARED 16 240000 D FORD MTR CO DEL COM PAR $0.01 34537086 378 48020 SH SHARED 18 48020 D FORD MTR CO DEL COM PAR $0.01 34537086 27 3530 SH SHARED 20 3530 D FORD MTR CO DEL COM PAR $0.01 34537086 1 175 SH SHARED 23 175 D FORD MTR CO DEL COM PAR $0.01 34537086 75 9614 SH SHR/OTHR 23 9614 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 8582 240000 SH SHARED 240000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 11314 316390 SH SHARED 02 314640 1750 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 11622 325000 SH SHARED 10 325000 D FORDING CDN COAL TR TR UNIT 34542510 4550 205890 SH SHARED 205890 D FORDING CDN COAL TR TR UNIT 34542510 24 1119 SH SHR/OTHR 01 1119 D FORDING CDN COAL TR TR UNIT 34542510 141 6394 SH SHARED 02 394 6000 D FORDING CDN COAL TR TR UNIT 34542510 5880 266100 SH SHARED 10 266100 D FORDING CDN COAL TR TR UNIT 34542510 72 3300 SH SHR/OTHR 23 3300 D FOREST CITY ENTERPRISES INC CL A 34555010 220 3331 SH SHARED 3331 D FOREST CITY ENTERPRISES INC CL A 34555010 340 5148 SH SHARED 02 2939 2209 D FOREST LABS INC COM 34583810 43 850 SH SHARED 850 D FOREST LABS INC COM 34583810 81811 1590420 SH SHARED 1590420 D FOREST LABS INC COM 34583810 1854 36050 SH SHARED 01 36050 D FOREST LABS INC COM 34583810 18 350 SH SHR/OTHR 01 350 D FOREST LABS INC COM 34583810 9303 180869 SH SHARED 02 167219 13650 D FOREST LABS INC COM 34583810 1293 25150 SH SHARED 06 25150 D FOREST LABS INC COM 34583810 14998 291576 SH SHARED 10 282676 8900 D FOREST LABS INC COM 34583810 3126 60788 SH SHARED 14 60788 D FOREST LABS INC COM 34583810 321 6250 SH SHARED 20 1750 4500 D FOREST LABS INC COM 34583810 64 1250 SH SHARED 23 1250 D FOREST LABS INC COM 34583810 100 1950 SH SHR/OTHR 23 1950 D FOREST OIL CORP COM PAR $0.01 34609170 6382 191271 SH SHARED 191271 D FOREST OIL CORP COM PAR $0.01 34609170 720 21600 SH SHARED 01 21600 D FOREST OIL CORP COM PAR $0.01 34609170 277 8313 SH SHARED 02 6363 1950 D FOREST OIL CORP COM PAR $0.01 34609170 283 8500 SH SHARED 10 6200 2300 D FORMFACTOR INC COM 34637510 8178 182757 SH SHARED 182757 D FORMFACTOR INC COM 34637510 1007 22525 SH SHARED 01 22000 525 D FORMFACTOR INC COM 34637510 984 22000 SH SHR/OTHR 01 22000 D FORMFACTOR INC COM 34637510 44 999 SH SHARED 02 499 500 D FORMFACTOR INC COM 34637510 37585 839910 SH SHARED 10 714910 125000 D FORRESTER RESH INC COM 34656310 10 375 SH SHARED 375 D FORRESTER RESH INC COM 34656310 8 300 SH SHARED 01 300 D FORRESTER RESH INC COM 34656310 12 441 SH SHARED 02 441 D FORRESTER RESH INC COM 34656310 10096 356000 SH SHARED 10 350800 5200 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 7201 251100 SH SHARED 251100 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 863 30095 SH SHARED 02 23095 7000 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 2437 85000 SH SHARED 04 85000 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 1857 64750 SH SHARED 16 64750 D FORTUNE INDUSTRIES INC COM NEW 34963X20 138 34600 SH SHARED 02 34600 D FORTUNE BRANDS INC COM 34963110 17222 218508 SH SHARED 209161 9347 D FORTUNE BRANDS INC COM 34963110 16727 212228 SH SHARED 01 100391 111837 D FORTUNE BRANDS INC COM 34963110 1000 12697 SH SHR/OTHR 01 12697 D FORTUNE BRANDS INC COM 34963110 1468 18627 SH SHARED 02 16989 1638 D FORTUNE BRANDS INC COM 34963110 2798 35499 SH SHARED 04 26939 8560 D FORTUNE BRANDS INC COM 34963110 4 60 SH SHARED 05 60 D FORTUNE BRANDS INC COM 34963110 1215 15420 SH SHARED 06 14100 1320 D FORTUNE BRANDS INC COM 34963110 52347 664134 SH SHARED 10 194859 405700 63575 D FORTUNE BRANDS INC COM 34963110 867 11010 SH SHR/OTHR 10 11010 D FORTUNE BRANDS INC COM 34963110 1576 20000 SH SHARED 15 20000 D FORTUNE BRANDS INC COM 34963110 5710 72449 SH SHARED 19 72449 D FORTUNE BRANDS INC COM 34963110 3833 48630 SH SHARED 20 6700 41930 D FORTUNE BRANDS INC COM 34963110 849 10780 SH SHR/OTHR 20 10780 D FORTUNE BRANDS INC COM 34963110 238 3030 SH SHARED 21 3030 D FORTUNE BRANDS INC COM 34963110 31 400 SH SHR/OTHR 21 400 D FORTUNE BRANDS INC COM 34963110 836 10609 SH SHARED 22 4614 5995 D FORTUNE BRANDS INC COM 34963110 183 2325 SH SHR/OTHR 22 2325 D FORTUNE BRANDS INC COM 34963110 5109 64830 SH SHARED 23 63550 1280 D FORTUNE BRANDS INC COM 34963110 4176 52985 SH SHR/OTHR 23 52985 D FORTUNE BRANDS INC COM 34963110 58 745 SH SHARED 24 745 D FORWARD AIR CORP COM 34985310 24 751 SH SHARED 751 D FORWARD AIR CORP COM 34985310 2 88 SH SHARED 02 88 D FORWARD AIR CORP COM 34985310 307 9352 SH SHARED 10 2752 6600 D FORWARD AIR CORP COM 34985310 32 1000 SH SHARED 21 1000 D FORWARD INDS INC N Y COM NEW 34986230 0 196 SH SHARED 196 D FOSSIL INC COM 34988210 31 1180 SH SHARED 1180 D FOSSIL INC COM 34988210 512 19375 SH SHARED 01 14900 4475 D FOSSIL INC COM 34988210 6 232 SH SHARED 02 232 D FOSSIL INC COM 34988210 569 21533 SH SHARED 10 1533 20000 D FOSTER L B CO COM 35006010 5 259 SH SHARED 259 D FOSTER L B CO COM 35006010 10 500 SH SHARED 01 500 D FOUNDATION COAL HLDGS INC COM 35039W10 133 3900 SH SHARED 3900 D FOUNDATION COAL HLDGS INC COM 35039W10 2203 64167 SH SHARED 64167 D FOUNDATION COAL HLDGS INC COM 35039W10 350 10210 SH SHARED 02 10210 D FOUNDATION COAL HLDGS INC COM 35039W10 6902 201000 SH SHARED 10 201000 D FOUNDRY NETWORKS INC COM 35063R10 5886 433752 SH SHARED 433752 D FOUNDRY NETWORKS INC COM 35063R10 405 29875 SH SHARED 01 27100 2775 D FOUNDRY NETWORKS INC COM 35063R10 512 37765 SH SHARED 02 100 37665 D FOUNDRY NETWORKS INC COM 35063R10 11481 846100 SH SHARED 10 825400 20700 D 4 KIDS ENTMT INC COM 35086510 5017 265195 SH SHARED 265195 D 4 KIDS ENTMT INC COM 35086510 14 778 SH SHARED 02 778 D FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE 28198 23440000 PRN SHARED 23440000 D FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE 729 606000 PRN SHARED 02 606000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 6122 76240 SH SHARED 76240 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 6437 80174 SH SHARED 02 80174 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 20 250 SH SHARED 06 50 200 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2513 31305 SH SHARED 10 31305 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 79 3786 SH SHARED 3286 500 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 20 1000 SH SHARED 01 1000 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 536 25700 SH SHARED 02 25700 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 169 8106 SH SHARED 10 8106 D FRANCE TELECOM SPONSORED ADR 35177Q10 13556 513500 SH SHARED 513500 D FRANKLIN BK CORP DEL COM 35245110 10 600 SH SHARED 600 D FRANKLIN BK CORP DEL COM 35245110 101 5700 SH SHARED 01 5700 D FRANKLIN BK CORP DEL COM 35245110 1 70 SH SHARED 02 70 D FRANKLIN BK CORP DEL COM 35245110 1218 68200 SH SHARED 10 68200 D FRANKLIN COVEY CO COM 35346910 3 436 SH SHARED 436 D FRANKLIN ELEC INC COM 35351410 18 408 SH SHARED 408 D FRANKLIN ELEC INC COM 35351410 37 800 SH SHARED 01 800 D FRANKLIN ELEC INC COM 35351410 329 7084 SH SHARED 10 3484 3600 D FRANKLIN RES INC COM 35461310 48 400 SH SHARED 400 D FRANKLIN RES INC COM 35461310 12917 106909 SH SHARED 106909 D FRANKLIN RES INC COM 35461310 13471 111492 SH SHARED 01 41048 70444 D FRANKLIN RES INC COM 35461310 627 5197 SH SHR/OTHR 01 5197 D FRANKLIN RES INC COM 35461310 12460 103125 SH SHARED 02 102025 1100 D FRANKLIN RES INC COM 35461310 1998 16543 SH SHARED 04 16543 D FRANKLIN RES INC COM 35461310 12 100 SH SHARED 05 100 D FRANKLIN RES INC COM 35461310 2320 19201 SH SHARED 06 17601 1600 D FRANKLIN RES INC COM 35461310 18283 151318 SH SHARED 10 137823 13495 D FRANKLIN RES INC COM 35461310 108 900 SH SHR/OTHR 10 900 D FRANKLIN RES INC COM 35461310 1927 15955 SH SHARED 20 3810 12145 D FRANKLIN RES INC COM 35461310 374 3100 SH SHR/OTHR 20 3100 D FRANKLIN RES INC COM 35461310 145 1200 SH SHARED 21 1200 D FRANKLIN RES INC COM 35461310 27 225 SH SHR/OTHR 21 225 D FRANKLIN RES INC COM 35461310 544 4507 SH SHARED 22 3892 615 D FRANKLIN RES INC COM 35461310 75 625 SH SHR/OTHR 22 625 D FRANKLIN RES INC COM 35461310 3151 26080 SH SHARED 23 24655 1425 D FRANKLIN RES INC COM 35461310 1721 14250 SH SHR/OTHR 23 14250 D FRANKLIN STREET PPTYS CORP COM 35471R10 5042 262914 SH SHARED 262914 D FRANKLIN STREET PPTYS CORP COM 35471R10 26 1400 SH SHARED 01 1400 D FRANKLIN STREET PPTYS CORP COM 35471R10 23 1224 SH SHARED 02 1224 D FRANKLIN STREET PPTYS CORP COM 35471R10 314 16400 SH SHARED 10 4800 11600 D FREDS INC CL A 35610810 3252 221262 SH SHARED 221262 D FREDS INC CL A 35610810 1 118 SH SHARED 02 118 D FREEDOM ACQUISITION HLDGS IN COM 35645F10 39 4167 SH SHARED 4167 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 69 1051 SH SHARED 1051 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 776696 11734354 SH SHARED 11705134 29220 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 10923 165038 SH SHARED 01 73847 91191 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1617 24441 SH SHR/OTHR 01 24441 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5429 82027 SH SHARED 02 79792 2235 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5332 80563 SH SHARED 04 74801 5762 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 7 110 SH SHARED 05 110 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4116 62193 SH SHARED 06 57985 4208 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 84535 1277166 SH SHARED 10 259582 708800 308784 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3 50 SH SHR/OTHR 10 50 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3019 45619 SH SHARED 14 45619 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3457 52240 SH SHARED 19 52240 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 817 12358 SH SHARED 20 3325 9033 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 498 7525 SH SHR/OTHR 20 7525 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 72 1100 SH SHARED 21 1100 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 309 4675 SH SHARED 22 4260 415 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 19 300 SH SHR/OTHR 22 300 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1563 23622 SH SHARED 23 22082 1540 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 786 11880 SH SHR/OTHR 23 11880 D FREIGHTCAR AMER INC COM 35702310 502 10422 SH SHARED 10422 D FREIGHTCAR AMER INC COM 35702310 481 10000 SH SHARED 01 7000 3000 D FREIGHTCAR AMER INC COM 35702310 337 7000 SH SHR/OTHR 01 7000 D FREIGHTCAR AMER INC COM 35702310 9306 193200 SH SHARED 10 193200 D FREMONT GEN CORP COM 35728810 2474 357053 SH SHARED 357053 D FREMONT GEN CORP COM 35728810 3618 522088 SH SHARED 02 522088 D FREMONT GEN CORP COM 35728810 1339 193300 SH SHARED 10 85300 108000 D FREQUENCY ELECTRS INC COM 35801010 2 198 SH SHARED 198 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 2710 55700 SH SHARED 55700 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 34 712 SH SHARED 01 712 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 22 472 SH SHR/OTHR 01 472 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 430 77962 SH SHARED 77962 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 81 14700 SH SHARED 01 14700 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 25 4595 SH SHARED 02 4095 500 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 1821 329900 SH SHARED 10 284600 45300 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 19 3500 SH SHARED 21 3500 D FRIEDMAN INDS INC COM 35843510 1 127 SH SHARED 127 D FRIENDLY ICE CREAM CORP NEW COM 35849710 2 144 SH SHARED 144 D FRISCHS RESTAURANTS INC COM 35874810 3 100 SH SHARED 100 D FRONTIER AIRLINES HOLDINGS I COM 35905910 6 1135 SH SHARED 1135 D FRONTIER AIRLINES HOLDINGS I COM 35905910 45 7500 SH SHARED 01 7500 D FRONTIER AIRLINES HOLDINGS I COM 35905910 73 12152 SH SHARED 02 12152 D FRONTIER AIRLINES INC NEW DBCV 5.000%12/1 359065AA 118 133000 PRN SHARED 02 133000 D FRONTIER FINL CORP WASH COM 35907K10 27 1117 SH SHARED 1117 D FRONTIER FINL CORP WASH COM 35907K10 1 68 SH SHARED 02 68 D FRONTIER FINL CORP WASH COM 35907K10 1244 49887 SH SHARED 10 5112 44775 D FRONTIER OIL CORP COM 35914P10 35185 1077983 SH SHARED 1077983 D FRONTIER OIL CORP COM 35914P10 1831 56100 SH SHARED 01 20300 35800 D FRONTIER OIL CORP COM 35914P10 891 27320 SH SHARED 02 27320 D FRONTIER OIL CORP COM 35914P10 4974 152400 SH SHARED 10 151600 800 D FRONTIER OIL CORP COM 35914P10 417 12800 SH SHARED 24 12800 D FROZEN FOOD EXPRESS INDS INC COM 35936010 2 334 SH SHARED 334 D FUELCELL ENERGY INC COM 35952H10 5633 716746 SH SHARED 716746 D FUELCELL ENERGY INC COM 35952H10 3 400 SH SHARED 01 400 D FUELCELL ENERGY INC COM 35952H10 1 200 SH SHARED 02 200 D FUELCELL ENERGY INC COM 35952H10 2986 380000 SH SHARED 04 380000 D FUEL SYS SOLUTIONS INC COM 35952W10 7622 411565 SH SHARED 411565 D FUEL SYS SOLUTIONS INC COM 35952W10 35 1900 SH SHARED 01 1900 D FUEL TECH INC COM 35952310 10 422 SH SHARED 422 D FUEL TECH INC COM 35952310 30 1240 SH SHARED 02 1240 D FUEL TECH INC COM 35952310 3944 160000 SH SHARED 04 160000 D FUEL TECH INC COM 35952310 2667 108200 SH SHARED 10 108200 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 20 500 SH SHARED 500 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 130 3200 SH SHARED 02 3200 D FULL HOUSE RESORTS INC COM 35967810 1 302 SH SHARED 302 D FULLER H B CO COM 35969410 131 4806 SH SHARED 4806 D FULLER H B CO COM 35969410 33 1237 SH SHARED 02 632 605 D FULLER H B CO COM 35969410 826 30300 SH SHARED 10 6800 23500 D FULTON FINL CORP PA COM 36027110 425 29308 SH SHARED 18993 10315 D FULTON FINL CORP PA COM 36027110 10 722 SH SHARED 01 722 D FULTON FINL CORP PA COM 36027110 34 2360 SH SHARED 02 2360 D FULTON FINL CORP PA COM 36027110 755 52000 SH SHARED 10 52000 D FURNITURE BRANDS INTL INC COM 36092110 4978 315490 SH SHARED 315490 D FURNITURE BRANDS INTL INC COM 36092110 123 7800 SH SHARED 01 7800 D FURNITURE BRANDS INTL INC COM 36092110 83 5303 SH SHARED 02 5303 D FURNITURE BRANDS INTL INC COM 36092110 258 16400 SH SHARED 10 3200 13200 D G & K SVCS INC CL A 36126810 19 545 SH SHARED 545 D G & K SVCS INC CL A 36126810 14 400 SH SHARED 01 400 D G & K SVCS INC CL A 36126810 2 62 SH SHARED 02 62 D G & K SVCS INC CL A 36126810 268 7400 SH SHARED 10 7400 D GAMCO INVESTORS INC COM 36143810 15 352 SH SHARED 352 D GAMCO INVESTORS INC COM 36143810 229 5300 SH SHARED 10 5300 D GATX CORP COM 36144810 3108 65031 SH SHARED 65031 D GATX CORP COM 36144810 755 15800 SH SHARED 01 15800 D GATX CORP COM 36144810 688 14404 SH SHARED 02 14404 D GATX CORP COM 36144810 568 11900 SH SHARED 10 6300 5600 D G B & T BANCSHARES INC COM 36146210 6 360 SH SHARED 360 D GEO GROUP INC COM 36159R10 22 498 SH SHARED 498 D GFI GROUP INC COM 36165220 1670 24582 SH SHARED 24582 D GFI GROUP INC COM 36165220 101 1500 SH SHARED 01 1500 D GFI GROUP INC COM 36165220 70 1037 SH SHARED 04 1037 D GFI GROUP INC COM 36165220 604 8900 SH SHARED 10 8900 D GMH CMNTYS TR COM 36188G10 10 1013 SH SHARED 1013 D GMH CMNTYS TR COM 36188G10 451 45200 SH SHARED 02 44200 1000 D GMH CMNTYS TR COM 36188G10 23 2400 SH SHARED 10 2400 D GMH CMNTYS TR COM 36188G10 1278 128000 SH SHARED 11 128000 D GP STRATEGIES CORP COM 36225V10 3 385 SH SHARED 385 D GSE SYS INC COM 36227K10 1 214 SH SHARED 214 D G-III APPAREL GROUP LTD COM 36237H10 3 172 SH SHARED 172 D G-III APPAREL GROUP LTD COM 36237H10 15 805 SH SHARED 02 805 D GSI COMMERCE INC COM 36238G10 9 441 SH SHARED 441 D GSI COMMERCE INC COM 36238G10 347 15400 SH SHARED 01 9700 5700 D GSI COMMERCE INC COM 36238G10 698 30900 SH SHARED 10 30900 D GTSI CORP COM 36238K10 1 166 SH SHARED 166 D GTC BIOTHERAPEUTICS INC COM 36238T10 24 23645 SH SHARED 23645 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 3248 250050 SH SHARED 250050 D GABELLI EQUITY TR INC COM 36239710 155 15726 SH SHR/OTHR 01 15726 D GABELLI EQUITY TR INC COM 36239710 78 7903 SH SHARED 02 7903 D GABELLI UTIL TR COM 36240A10 26 2660 SH SHARED 02 2660 D GABELLI DIVD & INCOME TR COM 36242H10 2776 129067 SH SHARED 02 129067 D GABELLI GLB GLD NAT RES & IN COM SHS BN INT 36244N10 101 3819 SH SHARED 02 3819 D GAIAM INC CL A 36268Q10 6302 400427 SH SHARED 400427 D GAINSCO INC COM 36312720 1 166 SH SHARED 166 D GALLAGHER ARTHUR J & CO COM 36357610 2681 94648 SH SHARED 84486 10162 D GALLAGHER ARTHUR J & CO COM 36357610 767 27100 SH SHARED 01 27100 D GALLAGHER ARTHUR J & CO COM 36357610 310 10958 SH SHARED 02 10958 D GALLAGHER ARTHUR J & CO COM 36357610 1153 40700 SH SHARED 10 38900 1800 D GALLAHER GROUP PLC SPONSORED ADR 36359510 5185 58100 SH SHARED 58100 D GALLAHER GROUP PLC SPONSORED ADR 36359510 144 1623 SH SHARED 01 1623 D GALLAHER GROUP PLC SPONSORED ADR 36359510 17 200 SH SHARED 02 200 D GAMETECH INTERNATIONAL INC COM 36466D10 2 224 SH SHARED 224 D GAMING PARTNERS INTL CORP COM 36467A10 1 86 SH SHARED 86 D GAMESTOP CORP NEW CL A 36467W10 3580 109921 SH SHARED 109921 D GAMESTOP CORP NEW CL A 36467W10 2685 82466 SH SHARED 01 82466 D GAMESTOP CORP NEW CL A 36467W10 538 16548 SH SHARED 02 16548 D GAMESTOP CORP NEW CL A 36467W10 1577 48420 SH SHARED 10 48420 D GANDER MOUNTAIN CO COM 36471P10 1 166 SH SHARED 166 D GANNETT INC COM 36473010 37050 658207 SH SHARED 658207 D GANNETT INC COM 36473010 3330 59175 SH SHARED 01 10550 48625 D GANNETT INC COM 36473010 219 3900 SH SHR/OTHR 01 3900 D GANNETT INC COM 36473010 2673 47497 SH SHARED 02 46657 840 D GANNETT INC COM 36473010 737 13100 SH SHARED 04 13100 D GANNETT INC COM 36473010 1170 20800 SH SHARED 05 20800 D GANNETT INC COM 36473010 1815 32250 SH SHARED 06 29900 2350 D GANNETT INC COM 36473010 10685 189828 SH SHARED 10 180528 9300 D GANNETT INC COM 36473010 8 150 SH SHR/OTHR 10 150 D GANNETT INC COM 36473010 140 2489 SH SHARED 14 2489 D GANNETT INC COM 36473010 3940 70000 SH SHARED 16 70000 D GANNETT INC COM 36473010 405 7200 SH SHARED 20 4000 3200 D GANNETT INC COM 36473010 356 6325 SH SHR/OTHR 20 6325 D GANNETT INC COM 36473010 382 6800 SH SHARED 23 6500 300 D GANNETT INC COM 36473010 1119 19880 SH SHR/OTHR 23 19880 D GAP INC DEL COM 36476010 424 24670 SH SHARED 24670 D GAP INC DEL COM 36476010 45669 2653679 SH SHARED 2653679 D GAP INC DEL COM 36476010 1532 89070 SH SHARED 01 89070 D GAP INC DEL COM 36476010 11918 692509 SH SHARED 02 671426 21083 D GAP INC DEL COM 36476010 908 52785 SH SHARED 04 52785 D GAP INC DEL COM 36476010 3 225 SH SHARED 05 225 D GAP INC DEL COM 36476010 1210 70365 SH SHARED 06 64875 5490 D GAP INC DEL COM 36476010 8284 481390 SH SHARED 10 453990 27400 D GAP INC DEL COM 36476010 12 699 SH SHARED 14 699 D GAP INC DEL COM 36476010 195 11345 SH SHARED 21 11345 D GAMMON LAKE RES INC COM 36491510 9674 547500 SH SHARED 04 547500 D GAMMON LAKE RES INC COM 36491510 56 3200 SH SHARED 10 3200 D GARDNER DENVER INC COM 36555810 86 2496 SH SHARED 2496 D GARDNER DENVER INC COM 36555810 1309 37578 SH SHARED 01 36600 978 D GARDNER DENVER INC COM 36555810 1851 53118 SH SHR/OTHR 01 53118 D GARDNER DENVER INC COM 36555810 73 2122 SH SHARED 02 868 1254 D GARDNER DENVER INC COM 36555810 871 25000 SH SHARED 10 25000 D GARDNER DENVER INC COM 36555810 53 1536 SH SHARED 22 1536 D GARTNER INC COM 36665110 133 5575 SH SHARED 5575 D GARTNER INC COM 36665110 397 16612 SH SHARED 01 16612 D GARTNER INC COM 36665110 15 666 SH SHR/OTHR 01 666 D GARTNER INC COM 36665110 435 18172 SH SHARED 02 14172 4000 D GARTNER INC COM 36665110 3 130 SH SHR/OTHR 20 130 D GARTNER INC COM 36665110 620 25909 SH SHARED 23 25909 D GARTNER INC COM 36665110 749 31293 SH SHR/OTHR 23 31293 D GASCO ENERGY INC COM 36722010 4 1874 SH SHARED 1874 D GASTAR EXPL LTD COM 36729910 839 373300 SH SHARED 02 373300 D GASTAR EXPL LTD COM 36729910 12 5700 SH SHR/OTHR 23 5700 D GATEHOUSE MEDIA INC COM 36734810 8129 400484 SH SHARED 400484 D GATEHOUSE MEDIA INC COM 36734810 799 39400 SH SHARED 02 4400 35000 D GATEWAY INC NOTE 1.500%12/3 367626AB 2190 2500000 PRN SHARED 2500000 D GATEWAY INC NOTE 1.500%12/3 367626AB 3975 4538000 PRN SHARED 02 4538000 D GATEWAY INC COM 36762610 474 216700 SH SHARED 216700 D GATEWAY INC COM 36762610 23924 10924502 SH SHARED 10924502 D GATEWAY INC COM 36762610 332 151800 SH SHARED 01 105800 46000 D GATEWAY INC COM 36762610 271 124138 SH SHARED 02 124138 D GATEWAY INC COM 36762610 1036 473100 SH SHARED 04 473100 D GATEWAY INC COM 36762610 8542 3900500 SH SHARED 10 3624700 275800 D GATEWAY INC COM 36762610 50 23000 SH SHARED 15 23000 D GATEWAY INC COM 36762610 149 68400 SH SHARED 24 68400 D GAYLORD ENTMT CO NEW COM 36790510 730 13814 SH SHARED 13814 D GAYLORD ENTMT CO NEW COM 36790510 830 15700 SH SHARED 01 15700 D GAYLORD ENTMT CO NEW COM 36790510 9051 171200 SH SHARED 10 160000 11200 D GATEWAY FINL HLDGS INC COM 36814010 3 254 SH SHARED 254 D GEHL CO COM 36848310 2101 82813 SH SHARED 82813 D GEN-PROBE INC NEW COM 36866T10 478 10167 SH SHARED 10167 D GEN-PROBE INC NEW COM 36866T10 885 18800 SH SHARED 01 4100 14700 D GEN-PROBE INC NEW COM 36866T10 320 6808 SH SHARED 02 6658 150 D GEN-PROBE INC NEW COM 36866T10 4143 88000 SH SHARED 04 88000 D GEN-PROBE INC NEW COM 36866T10 3249 69024 SH SHARED 10 69024 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 13969 3333993 SH SHARED 3333993 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 574 137100 SH SHARED 02 100 137000 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1177 281000 SH SHARED 14 281000 D GENAERA CORP COM 36867G10 9 22588 SH SHARED 22588 D GENCORP INC NOTE 5.750% 4/1 368682AE 8 8000 PRN SHARED 02 8000 D GENCORP INC NOTE 4.000% 1/1 368682AJ 2113 2001000 PRN SHARED 02 2001000 D GENCORP INC COM 36868210 6980 504385 SH SHARED 504385 D GENCORP INC COM 36868210 2 161 SH SHARED 02 161 D GENCORP INC COM 36868210 110 8000 SH SHARED 10 8000 D GENE LOGIC INC COM 36868910 1 781 SH SHARED 781 D GENE LOGIC INC COM 36868910 1 565 SH SHARED 02 565 D GENELABS TECHNOLOGIES INC COM NEW 36870620 0 529 SH SHARED 529 D GENENTECH INC COM NEW 36871040 16100 196065 SH SHARED 196065 D GENENTECH INC COM NEW 36871040 1015 12372 SH SHARED 01 12372 D GENENTECH INC COM NEW 36871040 68 838 SH SHR/OTHR 01 838 D GENENTECH INC COM NEW 36871040 3303 40233 SH SHARED 02 4781 35452 D GENENTECH INC COM NEW 36871040 5781 70400 SH SHARED 04 70400 D GENENTECH INC COM NEW 36871040 14890 181320 SH SHARED 05 181320 D GENENTECH INC COM NEW 36871040 1409 17163 SH SHARED 06 12943 4220 D GENENTECH INC COM NEW 36871040 114988 1400255 SH SHARED 10 343315 905950 150990 D GENENTECH INC COM NEW 36871040 295 3600 SH SHR/OTHR 10 3600 D GENENTECH INC COM NEW 36871040 1475 17964 SH SHARED 14 2100 15864 D GENENTECH INC COM NEW 36871040 6159 75000 SH SHARED 15 75000 D GENENTECH INC COM NEW 36871040 2261 27538 SH SHARED 18 27538 D GENENTECH INC COM NEW 36871040 8 108 SH SHARED 20 108 D GENENTECH INC COM NEW 36871040 730 8900 SH SHR/OTHR 23 8900 D GENENTECH INC COM NEW 36871040 138 1689 SH SHARED 24 1689 D GENERAL CABLE CORP DEL NEW COM 36930010 6774 126790 SH SHARED 126790 D GENERAL CABLE CORP DEL NEW COM 36930010 307 5750 SH SHARED 01 5750 D GENERAL CABLE CORP DEL NEW COM 36930010 102 1920 SH SHARED 02 1920 D GENERAL CABLE CORP DEL NEW COM 36930010 36905 690730 SH SHARED 10 663930 26800 D GENERAL CABLE CORP DEL NEW COM 36930010 80 1500 SH SHARED 21 1500 D GENERAL COMMUNICATION INC CL A 36938510 787 56227 SH SHARED 56227 D GENERAL COMMUNICATION INC CL A 36938510 30 2200 SH SHARED 01 2200 D GENERAL COMMUNICATION INC CL A 36938510 1 131 SH SHARED 02 131 D GENERAL COMMUNICATION INC CL A 36938510 4139 295700 SH SHARED 10 295700 D GENERAL DYNAMICS CORP COM 36955010 48161 630382 SH SHARED 630242 140 D GENERAL DYNAMICS CORP COM 36955010 4651 60881 SH SHARED 01 60881 D GENERAL DYNAMICS CORP COM 36955010 2384 31205 SH SHR/OTHR 01 31205 D GENERAL DYNAMICS CORP COM 36955010 8328 109011 SH SHARED 02 108089 922 D GENERAL DYNAMICS CORP COM 36955010 580 7600 SH SHARED 04 7600 D GENERAL DYNAMICS CORP COM 36955010 12 160 SH SHARED 05 160 D GENERAL DYNAMICS CORP COM 36955010 3201 41900 SH SHARED 06 38820 3080 D GENERAL DYNAMICS CORP COM 36955010 23755 310935 SH SHARED 10 287435 23500 D GENERAL DYNAMICS CORP COM 36955010 565 7400 SH SHR/OTHR 10 7400 D GENERAL DYNAMICS CORP COM 36955010 206 2700 SH SHARED 14 2700 D GENERAL DYNAMICS CORP COM 36955010 3422 44800 SH SHARED 20 350 44450 D GENERAL DYNAMICS CORP COM 36955010 632 8280 SH SHR/OTHR 20 8280 D GENERAL DYNAMICS CORP COM 36955010 427 5600 SH SHARED 21 5600 D GENERAL DYNAMICS CORP COM 36955010 641 8400 SH SHR/OTHR 21 8400 D GENERAL DYNAMICS CORP COM 36955010 194 2550 SH SHARED 22 1150 1400 D GENERAL DYNAMICS CORP COM 36955010 45 600 SH SHR/OTHR 22 600 D GENERAL DYNAMICS CORP COM 36955010 746 9766 SH SHARED 23 9146 620 D GENERAL DYNAMICS CORP COM 36955010 43019 563076 SH SHR/OTHR 23 563076 D GENERAL ELECTRIC CO COM 36960410 3039 85950 SH SHARED 85950 D GENERAL ELECTRIC CO COM 36960410 1125887 31840699 SH SHARED 30236939 1603760 D GENERAL ELECTRIC CO COM 36960410 108649 3072661 SH SHARED 01 556741 2515920 D GENERAL ELECTRIC CO COM 36960410 43889 1241223 SH SHR/OTHR 01 1241223 D GENERAL ELECTRIC CO COM 36960410 76833 2172896 SH SHARED 02 1812523 360373 D GENERAL ELECTRIC CO COM 36960410 369606 10452672 SH SHARED 04 10418940 33732 D GENERAL ELECTRIC CO COM 36960410 28432 804083 SH SHARED 05 804083 D GENERAL ELECTRIC CO COM 36960410 58106 1643271 SH SHARED 06 1253813 389458 D GENERAL ELECTRIC CO COM 36960410 726093 20534307 SH SHARED 10 14493688 3666135 2374484 D GENERAL ELECTRIC CO COM 36960410 2385 67460 SH SHR/OTHR 10 67460 D GENERAL ELECTRIC CO COM 36960410 9196 260077 SH SHARED 14 44000 216077 D GENERAL ELECTRIC CO COM 36960410 8896 251602 SH SHARED 15 251602 D GENERAL ELECTRIC CO COM 36960410 4326 122352 SH SHARED 16 122352 D GENERAL ELECTRIC CO COM 36960410 66 1880 SH SHARED 19 1880 D GENERAL ELECTRIC CO COM 36960410 16750 473722 SH SHARED 20 67490 406232 D GENERAL ELECTRIC CO COM 36960410 7484 211668 SH SHR/OTHR 20 211668 D GENERAL ELECTRIC CO COM 36960410 2419 68432 SH SHARED 21 68432 D GENERAL ELECTRIC CO COM 36960410 1688 47745 SH SHR/OTHR 21 47745 D GENERAL ELECTRIC CO COM 36960410 3665 103656 SH SHARED 22 68106 35550 D GENERAL ELECTRIC CO COM 36960410 1549 43810 SH SHR/OTHR 22 43810 D GENERAL ELECTRIC CO COM 36960410 59945 1695302 SH SHARED 23 1662982 32320 D GENERAL ELECTRIC CO COM 36960410 82420 2330898 SH SHR/OTHR 23 2330898 D GENERAL ELECTRIC CO COM 36960410 1066 30161 SH SHARED 24 30161 D GENERAL FINANCE CORP COM 36982210 834 110125 SH SHARED 110125 D GENERAL GROWTH PPTYS INC COM 37002110 18468 286026 SH SHARED 286026 D GENERAL GROWTH PPTYS INC COM 37002110 264 4089 SH SHARED 01 4089 D GENERAL GROWTH PPTYS INC COM 37002110 3690 57159 SH SHARED 02 51216 5943 D GENERAL GROWTH PPTYS INC COM 37002110 516 8000 SH SHARED 04 8000 D GENERAL GROWTH PPTYS INC COM 37002110 8 130 SH SHARED 05 130 D GENERAL GROWTH PPTYS INC COM 37002110 6 100 SH SHARED 06 100 D GENERAL GROWTH PPTYS INC COM 37002110 406 6300 SH SHARED 10 6300 D GENERAL GROWTH PPTYS INC COM 37002110 438333 6788505 SH SHARED 11 3689173 3099332 D GENERAL GROWTH PPTYS INC COM 37002110 51 800 SH SHARED 14 800 D GENERAL GROWTH PPTYS INC COM 37002110 193 3000 SH SHR/OTHR 20 3000 D GENERAL MLS INC COM 37033410 1633 28050 SH SHARED 28050 D GENERAL MLS INC COM 37033410 62365 1071207 SH SHARED 475661 595546 D GENERAL MLS INC COM 37033410 6866 117946 SH SHARED 01 15735 102211 D GENERAL MLS INC COM 37033410 491 8450 SH SHR/OTHR 01 8450 D GENERAL MLS INC COM 37033410 3639 62512 SH SHARED 02 59065 3447 D GENERAL MLS INC COM 37033410 3912 67200 SH SHARED 04 67200 D GENERAL MLS INC COM 37033410 11 200 SH SHARED 05 200 D GENERAL MLS INC COM 37033410 2618 44980 SH SHARED 06 42050 2930 D GENERAL MLS INC COM 37033410 138793 2383942 SH SHARED 10 1676592 242100 465250 D GENERAL MLS INC COM 37033410 349 6000 SH SHR/OTHR 10 6000 D GENERAL MLS INC COM 37033410 400 6886 SH SHARED 14 6886 D GENERAL MLS INC COM 37033410 373 6412 SH SHARED 15 6412 D GENERAL MLS INC COM 37033410 490 8430 SH SHARED 20 2700 5730 D GENERAL MLS INC COM 37033410 163 2800 SH SHR/OTHR 20 2800 D GENERAL MLS INC COM 37033410 82 1410 SH SHARED 21 1410 D GENERAL MLS INC COM 37033410 428 7365 SH SHARED 22 4400 2965 D GENERAL MLS INC COM 37033410 767 13185 SH SHARED 23 13185 D GENERAL MLS INC COM 37033410 1974 33920 SH SHR/OTHR 23 33920 D GENERAL MLS INC COM 37033410 499 8575 SH SHARED 24 8575 D GENERAL MTRS CORP COM 37044210 521474 17019414 SH SHARED 16992376 27038 D GENERAL MTRS CORP COM 37044210 2112 68960 SH SHARED 01 68960 D GENERAL MTRS CORP COM 37044210 18 600 SH SHR/OTHR 01 600 D GENERAL MTRS CORP COM 37044210 29139 951043 SH SHARED 02 949037 2006 D GENERAL MTRS CORP COM 37044210 7 235 SH SHARED 05 235 D GENERAL MTRS CORP COM 37044210 6642 216780 SH SHARED 06 60700 156080 D GENERAL MTRS CORP COM 37044210 10317 336737 SH SHARED 10 319537 17200 D GENERAL MTRS CORP COM 37044210 55 1814 SH SHARED 14 1814 D GENERAL MTRS CORP COM 37044210 300 9800 SH SHR/OTHR 23 9800 D GENERAL MTRS CORP DEB SR CV C 33 37044271 67108 2956309 SH SHARED 2956309 D GENERAL MTRS CORP DEB SR CV C 33 37044271 18884 831916 SH SHARED 02 831916 D GENERAL MTRS CORP DEB SR CV C 33 37044271 24970 1100000 SH SHARED 10 1100000 D GENERAL MTRS CORP DEB SR CV C 33 37044271 1772 78100 SH SHARED 14 78100 D GENERAL MTRS CORP DEB SR CONV B 37044273 54322 2617956 SH SHARED 2617956 D GENERAL MTRS CORP DEB SR CONV B 37044273 23860 1149904 SH SHARED 02 1149904 D GENERAL MTRS CORP DEB SR CONV B 37044273 15562 750000 SH SHARED 10 750000 D GENERAL MTRS CORP DEB SR CONV A 37044274 856 40000 SH SHARED 02 40000 D GENESCO INC COM 37153210 841 20262 SH SHARED 20262 D GENESCO INC COM 37153210 1700 40937 SH SHARED 02 40937 D GENESCO INC COM 37153210 299 7200 SH SHARED 10 7200 D GENESEE & WYO INC CL A 37155910 25 966 SH SHARED 966 D GENESEE & WYO INC CL A 37155910 226 8500 SH SHARED 01 8500 D GENESEE & WYO INC CL A 37155910 190 7150 SH SHARED 02 7150 D GENESEE & WYO INC CL A 37155910 11439 429900 SH SHARED 10 429900 D GENESIS LEASE LTD ADR 37183T10 2144 82000 SH SHARED 82000 D GENESIS MICROCHIP INC DEL COM 37184C10 30505 3283646 SH SHARED 3283646 D GENESIS MICROCHIP INC DEL COM 37184C10 0 1 SH SHARED 02 1 D GENESIS MICROCHIP INC DEL COM 37184C10 92 10000 SH SHARED 04 10000 D GENESIS MICROCHIP INC DEL COM 37184C10 104 11274 SH SHARED 10 11274 D GENESIS HEALTHCARE CORP COM 37184D10 40154 636257 SH SHARED 636257 D GENESIS HEALTHCARE CORP COM 37184D10 321 5100 SH SHARED 01 5100 D GENESIS HEALTHCARE CORP COM 37184D10 3183 50448 SH SHARED 02 50448 D GENESIS HEALTHCARE CORP COM 37184D10 448 7100 SH SHARED 10 7100 D GENTEX CORP COM 37190110 99 6100 SH SHARED 6100 D GENTEX CORP COM 37190110 1278 78682 SH SHARED 78682 D GENTEX CORP COM 37190110 781 48100 SH SHARED 01 48100 D GENTEX CORP COM 37190110 333 20498 SH SHARED 02 15648 4850 D GENTEX CORP COM 37190110 5045 310516 SH SHARED 10 310516 D GENESIS ENERGY L P UNIT LTD PARTN 37192710 6 315 SH SHARED 315 D GENITOPE CORP COM 37229P50 2 670 SH SHARED 670 D GENITOPE CORP COM 37229P50 97 23400 SH SHARED 01 23400 D GENITOPE CORP COM 37229P50 4 1018 SH SHARED 02 1018 D GENLYTE GROUP INC COM 37230210 43 618 SH SHARED 618 D GENLYTE GROUP INC COM 37230210 183 2600 SH SHARED 01 2600 D GENLYTE GROUP INC COM 37230210 21 305 SH SHARED 02 305 D GENLYTE GROUP INC COM 37230210 14 200 SH SHARED 06 200 D GENLYTE GROUP INC COM 37230210 9334 132304 SH SHARED 10 131904 400 D GENOMIC HEALTH INC COM 37244C10 6 371 SH SHARED 371 D GENOMIC HEALTH INC COM 37244C10 11 660 SH SHARED 02 660 D GENTA INC COM NEW 37245M20 775 2501744 SH SHARED 2501744 D GENTA INC COM NEW 37245M20 1 5059 SH SHARED 02 5059 D GENTEK INC COM NEW 37245X20 15098 443304 SH SHARED 443304 D GENTEK INC COM NEW 37245X20 10 311 SH SHARED 10 311 D GENVEC INC COM 37246C10 19 6901 SH SHARED 6901 D GENUINE PARTS CO COM 37246010 5941 121263 SH SHARED 113213 8050 D GENUINE PARTS CO COM 37246010 1110 22655 SH SHARED 01 22655 D GENUINE PARTS CO COM 37246010 55 1125 SH SHR/OTHR 01 1125 D GENUINE PARTS CO COM 37246010 1021 20841 SH SHARED 02 19231 1610 D GENUINE PARTS CO COM 37246010 910 18581 SH SHARED 06 16700 1881 D GENUINE PARTS CO COM 37246010 5367 109544 SH SHARED 10 85387 24157 D GENUINE PARTS CO COM 37246010 22212 453318 SH SHARED 20 2200 451118 D GENUINE PARTS CO COM 37246010 269 5500 SH SHR/OTHR 20 5500 D GENTIVA HEALTH SERVICES INC COM 37247A10 298 14803 SH SHARED 14803 D GENTIVA HEALTH SERVICES INC COM 37247A10 135 6700 SH SHARED 01 6700 D GENTIVA HEALTH SERVICES INC COM 37247A10 1 79 SH SHARED 02 79 D GENTIVA HEALTH SERVICES INC COM 37247A10 2517 124800 SH SHARED 10 124800 D GENWORTH FINL INC COM CL A 37247D10 46758 1338245 SH SHARED 712287 625958 D GENWORTH FINL INC COM CL A 37247D10 15167 434105 SH SHARED 01 324315 109790 D GENWORTH FINL INC COM CL A 37247D10 20 600 SH SHR/OTHR 01 600 D GENWORTH FINL INC COM CL A 37247D10 1851 52991 SH SHARED 02 49464 3527 D GENWORTH FINL INC COM CL A 37247D10 10181 291391 SH SHARED 04 257821 33570 D GENWORTH FINL INC COM CL A 37247D10 2835 81146 SH SHARED 06 76096 5050 D GENWORTH FINL INC COM CL A 37247D10 95104 2721940 SH SHARED 10 1201100 1012900 507940 D GENWORTH FINL INC COM CL A 37247D10 400 11459 SH SHARED 14 11459 D GENWORTH FINL INC COM CL A 37247D10 6114 175000 SH SHARED 16 175000 D GENWORTH FINL INC COM CL A 37247D10 9394 268867 SH SHARED 19 268867 D GENWORTH FINL INC COM CL A 37247D10 178 5105 SH SHARED 20 2965 2140 D GENWORTH FINL INC COM CL A 37247D10 8 250 SH SHARED 21 250 D GENWORTH FINL INC COM CL A 37247D10 176 5062 SH SHARED 22 4637 425 D GENWORTH FINL INC COM CL A 37247D10 1171 33525 SH SHARED 23 32900 625 D GENWORTH FINL INC COM CL A 37247D10 84 2420 SH SHR/OTHR 23 2420 D GEOPETRO RESOURCES CO COM 37248H30 2 613 SH SHARED 613 D GEOPHARMA INC COM 37250A10 0 196 SH SHARED 196 D GEOMET INC DEL COM 37250U20 4 558 SH SHARED 558 D GEOEYE INC COM 37250W10 7 431 SH SHARED 431 D GEOEYE INC COM 37250W10 6777 379080 SH SHARED 02 379080 D GENZYME CORP NOTE 1.250%12/0 372917AN 78 76000 PRN SHARED 02 76000 D GENZYME CORP NOTE 1.250%12/0 372917AN 513 500000 PRN SHARED 06 500000 D GENZYME CORP COM 37291710 29818 496807 SH SHARED 496077 730 D GENZYME CORP COM 37291710 5021 83661 SH SHARED 01 13600 70061 D GENZYME CORP COM 37291710 60 1000 SH SHR/OTHR 01 1000 D GENZYME CORP COM 37291710 5097 84934 SH SHARED 02 81501 3433 D GENZYME CORP COM 37291710 36966 615900 SH SHARED 04 615900 D GENZYME CORP COM 37291710 6 100 SH SHARED 05 100 D GENZYME CORP COM 37291710 1604 26733 SH SHARED 06 24473 2260 D GENZYME CORP COM 37291710 14570 242754 SH SHARED 10 232354 10400 D GENZYME CORP COM 37291710 222 3700 SH SHARED 14 3700 D GENZYME CORP COM 37291710 180 3000 SH SHARED 23 3000 D GENZYME CORP COM 37291710 552 9200 SH SHR/OTHR 23 9200 D GEORGIA GULF CORP COM PAR $0.01 37320020 10905 672734 SH SHARED 672734 D GEORGIA GULF CORP COM PAR $0.01 37320020 102 6300 SH SHARED 01 6300 D GEORGIA GULF CORP COM PAR $0.01 37320020 618 38179 SH SHARED 02 99 38080 D GEORGIA GULF CORP COM PAR $0.01 37320020 5906 364400 SH SHARED 10 18300 346100 D GERDAU AMERISTEEL CORP COM 37373P10 3950 335650 SH SHARED 335650 D GERBER SCIENTIFIC INC COM 37373010 6 578 SH SHARED 578 D GERBER SCIENTIFIC INC COM 37373010 63 5962 SH SHARED 02 5962 D GERDAU S A SPONSORED ADR 37373710 15081 831866 SH SHARED 806466 25400 D GERDAU S A SPONSORED ADR 37373710 13348 736283 SH SHARED 01 736283 D GERDAU S A SPONSORED ADR 37373710 8739 482050 SH SHARED 14 482050 D GERMAN AMERN BANCORP INC COM 37386510 3 271 SH SHARED 271 D GERON CORP COM 37416310 11 1688 SH SHARED 1688 D GERON CORP COM 37416310 16 2408 SH SHARED 02 2408 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 308 295000 PRN SHARED 02 295000 D GETTY IMAGES INC COM 37427610 1415 29113 SH SHARED 29113 D GETTY IMAGES INC COM 37427610 928 19100 SH SHARED 01 16600 2500 D GETTY IMAGES INC COM 37427610 7608 156463 SH SHARED 02 154913 1550 D GETTY IMAGES INC COM 37427610 972 20000 SH SHARED 04 20000 D GETTY IMAGES INC COM 37427610 65 1340 SH SHARED 06 1100 240 D GETTY IMAGES INC COM 37427610 782 16100 SH SHARED 10 10200 5900 D GETTY IMAGES INC COM 37427610 486 10000 SH SHARED 14 10000 D GETTY RLTY CORP NEW COM 37429710 13 481 SH SHARED 481 D GETTY RLTY CORP NEW COM 37429710 103 3600 SH SHARED 02 3600 D GEVITY HR INC COM 37439310 12 621 SH SHARED 621 D GEVITY HR INC COM 37439310 103 5258 SH SHARED 02 5258 D GEVITY HR INC COM 37439310 153 7795 SH SHARED 10 7795 D GIANT INDS INC COM 37450810 496 6564 SH SHARED 6564 D GIANT INDS INC COM 37450810 24 330 SH SHARED 02 330 D GIBRALTAR INDS INC COM 37468910 700 30955 SH SHARED 30955 D GIBRALTAR INDS INC COM 37468910 132 5846 SH SHARED 02 5846 D GIBRALTAR INDS INC COM 37468910 153 6791 SH SHARED 10 591 6200 D GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG 10170 9000000 PRN SHARED 9000000 D GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG 111 99000 PRN SHARED 02 99000 D GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH 1244 1103000 PRN SHARED 02 1103000 D GILEAD SCIENCES INC COM 37555810 28831 376142 SH SHARED 360242 15900 D GILEAD SCIENCES INC COM 37555810 21309 278012 SH SHARED 01 73259 204753 D GILEAD SCIENCES INC COM 37555810 4149 54131 SH SHR/OTHR 01 54131 D GILEAD SCIENCES INC COM 37555810 6878 89741 SH SHARED 02 77331 12410 D GILEAD SCIENCES INC COM 37555810 57717 753000 SH SHARED 04 753000 D GILEAD SCIENCES INC COM 37555810 15 200 SH SHARED 05 200 D GILEAD SCIENCES INC COM 37555810 5392 70358 SH SHARED 06 66388 3970 D GILEAD SCIENCES INC COM 37555810 126934 1656021 SH SHARED 10 514646 998460 142915 D GILEAD SCIENCES INC COM 37555810 91 1200 SH SHR/OTHR 10 1200 D GILEAD SCIENCES INC COM 37555810 507 6623 SH SHARED 14 2500 4123 D GILEAD SCIENCES INC COM 37555810 2388 31160 SH SHARED 20 5840 25320 D GILEAD SCIENCES INC COM 37555810 255 3335 SH SHR/OTHR 20 3335 D GILEAD SCIENCES INC COM 37555810 479 6250 SH SHARED 21 6250 D GILEAD SCIENCES INC COM 37555810 540 7055 SH SHR/OTHR 21 7055 D GILEAD SCIENCES INC COM 37555810 759 9910 SH SHARED 22 4990 4920 D GILEAD SCIENCES INC COM 37555810 145 1900 SH SHR/OTHR 22 1900 D GILEAD SCIENCES INC COM 37555810 5163 67370 SH SHARED 23 62870 4500 D GILEAD SCIENCES INC COM 37555810 6169 80485 SH SHR/OTHR 23 80485 D GILEAD SCIENCES INC COM 37555810 142 1857 SH SHARED 24 1857 D GILDAN ACTIVEWEAR INC COM 37591610 50 859 SH SHARED 859 D GILDAN ACTIVEWEAR INC COM 37591610 5 100 SH SHARED 01 100 D GLACIER BANCORP INC NEW COM 37637Q10 30 1289 SH SHARED 1289 D GLACIER BANCORP INC NEW COM 37637Q10 72 3000 SH SHARED 01 3000 D GLACIER BANCORP INC NEW COM 37637Q10 3 151 SH SHARED 02 151 D GLADSTONE CAPITAL CORP COM 37653510 535 22600 SH SHARED 22600 D GLADSTONE CAPITAL CORP COM 37653510 57 2421 SH SHARED 02 2421 D GLADSTONE CAPITAL CORP COM 37653510 75 3200 SH SHARED 10 3200 D GLADSTONE COML CORP COM 37653610 3 195 SH SHARED 195 D GLADSTONE COML CORP COM 37653610 79 3975 SH SHARED 02 3975 D GLADSTONE INVT CORP COM 37654610 11817 794740 SH SHARED 794740 D GLATFELTER COM 37731610 64 4299 SH SHARED 4299 D GLATFELTER COM 37731610 247 16600 SH SHARED 01 16600 D GLATFELTER COM 37731610 2540 170391 SH SHARED 02 4500 165891 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 17257 312300 SH SHARED 312300 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 337 6103 SH SHARED 01 200 5903 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 99 1800 SH SHR/OTHR 01 1800 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 886 16046 SH SHARED 02 10750 5296 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1686 30511 SH SHARED 10 9595 20916 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 483 8748 SH SHR/OTHR 10 8748 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 72 1305 SH SHARED 20 1305 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 50 910 SH SHR/OTHR 20 910 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 573 10378 SH SHARED 21 10378 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 66 1200 SH SHARED 22 1200 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 125 2276 SH SHR/OTHR 22 2276 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 149 2700 SH SHARED 23 2700 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 2343 42405 SH SHR/OTHR 23 42405 D GLENAYRE TECHNOLOGIES INC COM 37789910 3 1698 SH SHARED 1698 D GLOBAL CASH ACCESS HLDGS INC COM 37896710 974 58377 SH SHARED 58377 D GLOBAL CASH ACCESS HLDGS INC COM 37896710 257 15400 SH SHARED 10 15400 D GLOBALSTAR INC COM 37897340 1788 168703 SH SHARED 168703 D GLOBALSTAR INC COM 37897340 7 675 SH SHARED 01 675 D GLOBALSTAR INC COM 37897340 8021 756740 SH SHARED 10 756740 D GLIMCHER RLTY TR SH BEN INT 37930210 25 938 SH SHARED 938 D GLIMCHER RLTY TR SH BEN INT 37930210 54 2000 SH SHARED 01 2000 D GLIMCHER RLTY TR SH BEN INT 37930210 183 6780 SH SHARED 02 130 6650 D GLIMCHER RLTY TR SH BEN INT 37930210 891 33000 SH SHARED 04 33000 D GLIMCHER RLTY TR SH BEN INT 37930210 1248 46200 SH SHARED 10 46200 D GLIMCHER RLTY TR SH BEN INT 37930210 88160 3262803 SH SHARED 11 3262803 D GLOBAL HIGH 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GLOBAL PARTNERS LP COM UNITS 37946R10 4 130 SH SHARED 130 D GLOBECOMM SYSTEMS INC COM 37956X10 4 378 SH SHARED 378 D GMX RES INC COM 38011M10 487 15869 SH SHARED 15869 D GMX RES INC COM 38011M10 553 18000 SH SHARED 02 18000 D GMARKET INC SPON ADR 38012G10 46 2693 SH SHARED 02 2693 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 2081 68400 SH SHARED 68400 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 43 1433 SH SHARED 1433 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 11243 369500 SH SHARED 01 355300 14200 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 4966 163225 SH SHARED 04 163225 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 68125 2238775 SH SHARED 10 2112675 126100 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 588 19355 SH SHARED 15 19355 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 2595 85300 SH SHARED 24 85300 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 773 41850 SH SHARED 41850 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 15312 828608 SH SHARED 826008 2600 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 513 27800 SH SHARED 01 19400 8400 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 277 15000 SH SHR/OTHR 01 15000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 590 31950 SH SHARED 02 30000 1950 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 4767 257990 SH SHARED 04 257990 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 77000 4166700 SH SHARED 10 4112500 54200 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 92 5000 SH SHARED 15 5000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 236 12800 SH SHARED 23 12800 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 443 24000 SH SHR/OTHR 23 24000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1293 70000 SH SHARED 24 13000 57000 D GOLDCORP INC NEW COM 38095640 1136 47300 SH SHARED 47300 D GOLDCORP INC NEW COM 38095640 23298 969959 SH SHARED 112959 857000 D GOLDCORP INC NEW COM 38095640 853 35530 SH SHARED 01 22300 13230 D GOLDCORP INC NEW COM 38095640 1045 43522 SH SHARED 02 42222 1300 D GOLDCORP INC NEW COM 38095640 68478 2850900 SH SHARED 04 2850900 D GOLDCORP INC NEW COM 38095640 9 400 SH SHARED 05 400 D GOLDCORP INC NEW COM 38095640 12295 511877 SH SHARED 06 507492 4385 D GOLDCORP INC NEW COM 38095640 111136 4626838 SH SHARED 10 4548940 77898 D GOLDCORP INC NEW COM 38095640 23 994 SH SHARED 14 994 D GOLDCORP INC NEW COM 38095640 244 10170 SH SHARED 15 10170 D GOLDCORP INC NEW COM 38095640 264 11000 SH SHR/OTHR 23 11000 D GOLDCORP INC NEW COM 38095640 348 14500 SH SHARED 24 14500 D GOLDEN STAR RES LTD CDA COM 38119T10 7669 1743100 SH SHARED 1743100 D GOLDEN STAR RES LTD CDA COM 38119T10 880 200000 SH SHARED 04 200000 D GOLDEN TELECOM INC COM 38122G10 12 230 SH SHARED 230 D GOLDEN TELECOM INC COM 38122G10 260 4700 SH SHARED 01 2200 2500 D GOLDEN TELECOM INC COM 38122G10 14 270 SH SHARED 02 270 D GOLDEN TELECOM INC COM 38122G10 1716 31000 SH SHARED 05 31000 D GOLDEN TELECOM INC COM 38122G10 7628 137746 SH SHARED 10 2946 134800 D GOLDEN TELECOM INC COM 38122G10 27 500 SH SHARED 24 500 D GOLDMAN SACHS GROUP INC COM 38141G10 220518 1067216 SH SHARED 972836 94380 D GOLDMAN SACHS GROUP INC COM 38141G10 35640 172487 SH SHARED 01 50587 121900 D GOLDMAN SACHS GROUP INC COM 38141G10 2385 11547 SH SHR/OTHR 01 11547 D GOLDMAN SACHS GROUP INC COM 38141G10 12696 61446 SH SHARED 02 45237 16209 D GOLDMAN SACHS GROUP INC COM 38141G10 6261 30304 SH SHARED 04 30304 D GOLDMAN SACHS GROUP INC COM 38141G10 30 150 SH SHARED 05 150 D GOLDMAN SACHS GROUP INC COM 38141G10 31658 153212 SH SHARED 06 121562 31650 D GOLDMAN SACHS GROUP INC COM 38141G10 1207538 5843967 SH SHARED 10 4884907 608035 351025 D GOLDMAN SACHS GROUP INC COM 38141G10 335 1625 SH SHR/OTHR 10 1625 D GOLDMAN SACHS GROUP INC COM 38141G10 2557 12379 SH SHARED 14 1830 10549 D GOLDMAN SACHS GROUP INC COM 38141G10 2892 14000 SH SHARED 16 14000 D GOLDMAN SACHS GROUP INC COM 38141G10 4988 24140 SH SHARED 20 3600 20540 D GOLDMAN SACHS GROUP INC COM 38141G10 499 2415 SH SHR/OTHR 20 2415 D GOLDMAN SACHS GROUP INC COM 38141G10 681 3296 SH SHARED 21 3296 D GOLDMAN SACHS GROUP INC COM 38141G10 898 4350 SH SHR/OTHR 21 4350 D GOLDMAN SACHS GROUP INC COM 38141G10 1896 9177 SH SHARED 22 5437 3740 D GOLDMAN SACHS GROUP INC COM 38141G10 433 2100 SH SHR/OTHR 22 2100 D GOLDMAN SACHS GROUP INC COM 38141G10 7194 34817 SH SHARED 23 29132 5685 D GOLDMAN SACHS GROUP INC COM 38141G10 5867 28395 SH SHR/OTHR 23 28395 D GOLDMAN SACHS GROUP INC COM 38141G10 73 356 SH SHARED 24 356 D GOLDLEAF FINANCIAL SOLUTIONS COM NEW 38144H20 2 362 SH SHARED 362 D GOLF TR AMER INC COM 38168B10 0 341 SH SHARED 341 D GOLFSMITH INTL HOLDINGS INC COM 38168Y10 0 100 SH SHARED 100 D GOODRICH CORP COM 38238810 7928 154006 SH SHARED 154006 D GOODRICH CORP COM 38238810 2203 42809 SH SHARED 01 7625 35184 D GOODRICH CORP COM 38238810 2687 52200 SH SHR/OTHR 01 52200 D GOODRICH CORP COM 38238810 1435 27887 SH SHARED 02 22787 5100 D GOODRICH CORP COM 38238810 1564 30398 SH SHARED 04 30398 D GOODRICH CORP COM 38238810 429 8350 SH SHARED 06 8350 D GOODRICH CORP COM 38238810 11095 215524 SH SHARED 10 181899 33625 D GOODRICH CORP COM 38238810 9 175 SH SHR/OTHR 20 175 D GOODRICH CORP COM 38238810 247 4800 SH SHARED 22 300 4500 D GOODRICH CORP COM 38238810 871 16933 SH SHARED 23 16933 D GOODRICH CORP COM 38238810 383 7450 SH SHR/OTHR 23 7450 D GOODMAN GLOBAL INC COM 38239A10 5838 331375 SH SHARED 331375 D GOODMAN GLOBAL INC COM 38239A10 87 4945 SH SHARED 02 4200 745 D GOODMAN GLOBAL INC COM 38239A10 736 41800 SH SHARED 10 41800 D GOODRICH PETE CORP COM NEW 38241040 6358 189063 SH SHARED 189063 D GOODRICH PETE CORP COM NEW 38241040 178 5300 SH SHARED 10 5300 D GOODYEAR TIRE & RUBR CO NOTE 4.000% 6/1 382550AR 52660 20000000 PRN SHARED 20000000 D GOODYEAR TIRE & RUBR CO NOTE 4.000% 6/1 382550AR 13939 5294000 PRN SHARED 02 5294000 D GOODYEAR TIRE & RUBR CO COM 38255010 17915 574390 SH SHARED 570700 3690 D GOODYEAR TIRE & RUBR CO COM 38255010 1069 34300 SH SHARED 01 8000 26300 D GOODYEAR TIRE & RUBR CO COM 38255010 26 860 SH SHR/OTHR 01 860 D GOODYEAR TIRE & RUBR CO COM 38255010 14305 458642 SH SHARED 02 452924 5718 D GOODYEAR TIRE & RUBR CO COM 38255010 382 12250 SH SHARED 06 12250 D GOODYEAR TIRE & RUBR CO COM 38255010 7755 248650 SH SHARED 10 240450 8200 D GOODYEAR TIRE & RUBR CO COM 38255010 62 2000 SH SHR/OTHR 23 2000 D GOOGLE INC CL A 38259P50 116880 255109 SH SHARED 248694 6415 D GOOGLE INC CL A 38259P50 4677 10210 SH SHARED 01 400 9810 D GOOGLE INC CL A 38259P50 64 140 SH SHR/OTHR 01 140 D GOOGLE INC CL A 38259P50 11747 25640 SH SHARED 02 23692 1948 D GOOGLE INC CL A 38259P50 18601 40600 SH SHARED 04 40600 D GOOGLE INC CL A 38259P50 3248 7090 SH SHARED 05 7090 D GOOGLE INC CL A 38259P50 14375 31377 SH SHARED 06 25637 5740 D GOOGLE INC CL A 38259P50 216273 472048 SH SHARED 10 270287 141685 60076 D GOOGLE INC CL A 38259P50 2965 6472 SH SHARED 14 6472 D GOOGLE INC CL A 38259P50 4581 10000 SH SHARED 15 10000 D GOOGLE INC CL A 38259P50 68 150 SH SHR/OTHR 23 150 D GOOGLE INC CL A 38259P50 61 135 SH SHARED 24 135 D GORMAN RUPP CO COM 38308210 9 285 SH SHARED 285 D GOTTSCHALKS INC COM 38348510 3 237 SH SHARED 237 D GOVERNMENT PPTYS TR INC COM 38374W10 4873 455484 SH SHARED 455484 D GRACE W R & CO DEL NEW COM 38388F10 8992 340371 SH SHARED 340371 D GRACE W R & CO DEL NEW COM 38388F10 11 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 2 100 SH SHARED 02 100 D GRACE W R & CO DEL NEW COM 38388F10 351 13300 SH SHARED 10 13300 D GRACO INC COM 38410910 319 8168 SH SHARED 8168 D GRACO INC COM 38410910 726 18550 SH SHARED 01 18550 D GRACO INC COM 38410910 285 7284 SH SHARED 02 7284 D GRACO INC COM 38410910 352 9000 SH SHARED 10 9000 D GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB 3139 3600000 PRN SHARED 3600000 D GRAFTECH INTL LTD DBCV 1.625% 1/1 384313AB 6 7000 PRN SHARED 02 7000 D GRAFTECH INTL LTD COM 38431310 22 2521 SH SHARED 2521 D GRAFTECH INTL LTD COM 38431310 1076 118600 SH SHARED 01 109000 9600 D GRAFTECH INTL LTD COM 38431310 853 94000 SH SHR/OTHR 01 94000 D GRAFTECH INTL LTD COM 38431310 306 33800 SH SHARED 10 33800 D GRAHAM CORP COM 38455610 1 100 SH SHARED 100 D GRAINGER W W INC COM 38480210 6327 81922 SH SHARED 81922 D GRAINGER W W INC COM 38480210 1112 14399 SH SHARED 01 14399 D GRAINGER W W INC COM 38480210 1151 14909 SH SHARED 02 8434 6475 D GRAINGER W W INC COM 38480210 674 8730 SH SHARED 06 7900 830 D GRAINGER W W INC COM 38480210 3867 50071 SH SHARED 10 44271 5800 D GRAINGER W W INC COM 38480210 30 400 SH SHR/OTHR 10 400 D GRAINGER W W INC COM 38480210 212 2753 SH SHARED 14 2753 D GRAINGER W W INC COM 38480210 592 7673 SH SHARED 20 423 7250 D GRAINGER W W INC COM 38480210 127 1650 SH SHARED 23 1250 400 D GRAINGER W W INC COM 38480210 44 575 SH SHR/OTHR 23 575 D GRAMERCY CAP CORP COM 38487110 15 501 SH SHARED 501 D GRAMERCY CAP CORP COM 38487110 197 6452 SH SHARED 02 6242 210 D GRANAHAN MCCOURT ACQ CORP COM 38503410 6171 817376 SH SHARED 817376 D GRANAHAN MCCOURT ACQ CORP COM 38503410 117 15500 SH SHARED 02 15500 D GRANAHAN MCCOURT ACQ CORP *W EXP 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NEW COM 39091410 3 254 SH SHARED 254 D GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 67 581 SH SHARED 02 581 D GREAT PLAINS ENERGY INC COM 39116410 2677 82503 SH SHARED 82503 D GREAT PLAINS ENERGY INC COM 39116410 730 22500 SH SHARED 01 22500 D GREAT PLAINS ENERGY INC COM 39116410 64 2000 SH SHR/OTHR 01 2000 D GREAT PLAINS ENERGY INC COM 39116410 358 11055 SH SHARED 02 10555 500 D GREAT PLAINS ENERGY INC COM 39116410 120 3700 SH SHARED 10 400 3300 D GREAT PLAINS ENERGY INC COM 39116410 16 500 SH SHARED 20 500 D GREAT PLAINS ENERGY INC COM 39116410 51 1600 SH SHR/OTHR 20 1600 D GREAT WOLF RESORTS INC COM 39152310 191 14484 SH SHARED 14484 D GREATBATCH INC COM 39153L10 118 4659 SH SHARED 4659 D GREATBATCH INC COM 39153L10 16 633 SH SHARED 02 633 D GREATBATCH INC COM 39153L10 7 300 SH SHARED 10 300 D GREATER BAY BANCORP COM 39164810 1261 46916 SH SHARED 46916 D GREATER BAY BANCORP COM 39164810 422 15700 SH SHARED 01 15700 D GREATER BAY BANCORP COM 39164810 437 16274 SH SHARED 02 5182 11092 D GREATER BAY BANCORP COM 39164810 1901 70700 SH SHARED 10 70700 D GREATER CHINA FD INC COM 39167B10 15 666 SH SHARED 02 666 D GREATER COMMUNITY BANCORP COM 39167M10 3 187 SH SHARED 187 D GREEN MTN COFFEE ROASTERS IN COM 39312210 19 308 SH SHARED 308 D GREEN MTN COFFEE ROASTERS IN COM 39312210 2969 47100 SH SHARED 10 47100 D GREEN MOUNTAIN PWR CORP COM 39315410 4 129 SH SHARED 129 D GREEN MOUNTAIN PWR CORP COM 39315410 0 17 SH SHARED 02 17 D GREEN PLAINS RENEWABLE ENERG COM 39322210 2 125 SH SHARED 125 D GREENBRIER COS INC NOTE 2.375% 5/1 393657AD 3091 3450000 PRN SHARED 3450000 D GREENBRIER COS INC COM 39365710 49 1845 SH SHARED 1845 D GREENE CNTY BANCSHARES INC COM NEW 39436120 7 220 SH SHARED 220 D GREENFIELD ONLINE INC COM 39515010 7 454 SH SHARED 454 D GREENFIELD ONLINE INC COM 39515010 19 1216 SH SHARED 02 1216 D GREENHILL & CO INC COM 39525910 177 2893 SH SHARED 2893 D GREENHILL & CO INC COM 39525910 178 2900 SH SHARED 01 2900 D GREENHILL & CO INC COM 39525910 33 550 SH SHARED 02 200 350 D GREENHILL & CO INC COM 39525910 21 347 SH SHARED 04 347 D GREENHILL & CO INC COM 39525910 1047 17060 SH SHARED 10 17060 D GREIF INC CL A 39762410 41 373 SH SHARED 373 D GREIF INC CL A 39762410 366 3300 SH SHARED 01 2000 1300 D GREIF INC CL A 39762410 1235 11124 SH SHARED 02 11124 D GREIF INC CL A 39762410 1766 15900 SH SHARED 10 2900 13000 D GREIF INC CL B 39762420 0 7 SH SHARED 02 7 D GREY GLOBAL GROUP INC SDCV 5.000%10/1 39787MAB 7050 5000000 PRN SHARED 5000000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 8115 7088000 PRN SHARED 02 7088000 D GREY WOLF INC FRNT 4/0 397888AF 146 118000 PRN SHARED 02 118000 D GREY WOLF INC COM 39788810 7270 1085083 SH SHARED 1085083 D GREY WOLF INC COM 39788810 134 20100 SH SHARED 01 20100 D GREY WOLF INC COM 39788810 92 13764 SH SHARED 02 13764 D GREY WOLF INC COM 39788810 4253 634800 SH SHARED 10 634800 D GRIFFIN LD & NURSERIES INC CL A 39823110 2 66 SH SHARED 66 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 3225 2773000 PRN SHARED 2773000 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 3489 3000000 PRN SHARED 02 3000000 D GRIFFON CORP COM 39843310 2120 85664 SH SHARED 85664 D GRIFFON CORP COM 39843310 16 660 SH SHARED 01 660 D GRIFFON CORP COM 39843310 25 1026 SH SHARED 02 76 950 D GRIFFON CORP COM 39843310 215 8700 SH SHARED 10 400 8300 D GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE 823 950000 PRN SHARED 02 950000 D GROUP 1 AUTOMOTIVE INC COM 39890510 295 7429 SH SHARED 7429 D GROUP 1 AUTOMOTIVE INC COM 39890510 298 7500 SH SHARED 01 5500 2000 D GROUP 1 AUTOMOTIVE INC COM 39890510 347 8747 SH SHARED 02 8747 D GROUP 1 AUTOMOTIVE INC COM 39890510 6872 172800 SH SHARED 10 11100 161700 D GROUPE DANONE SPONSORED ADR 39944910 5125 143500 SH SHARED 143500 D GROUPE CGI INC CL A SUB VTG 39945C10 3345 386297 SH SHARED 386297 D GROUPE CGI INC CL A SUB VTG 39945C10 8 934 SH SHARED 01 934 D GROUPE CGI INC CL A SUB VTG 39945C10 661 76368 SH SHARED 02 76368 D GROUPE CGI INC CL A SUB VTG 39945C10 42 4920 SH SHARED 06 920 4000 D GROUPE CGI INC CL A SUB VTG 39945C10 236 27300 SH SHARED 14 27300 D GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 39990910 5377 516053 SH SHARED 516053 D GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 39990910 4711 452200 SH SHARED 02 452200 D GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 39990910 871 83600 SH SHARED 04 83600 D GRUBB & ELLIS CO COM PAR $0.01 40009520 4 390 SH SHARED 390 D GRUBB & ELLIS CO COM PAR $0.01 40009520 33 2849 SH SHARED 02 1449 1400 D GRUBB&ELLIS RLTY ADVISORS IN COM 40009610 4098 720300 SH SHARED 720300 D GRUBB&ELLIS RLTY ADVISORS IN COM 40009610 1308 230000 SH SHARED 02 230000 D GRUBB&ELLIS RLTY ADVISORS IN *W EXP 02/27/201 40009611 69 162200 SH SHARED 02 162200 D GRUBB&ELLIS RLTY ADVISORS IN UNIT 02/27/2010 40009620 1060 167000 SH SHR/OTHR 21 167000 D GRUMA S A DE CV SPON ADR CL B 40013130 22 1800 SH SHARED 1800 D GRUPO CASA SABA S A DE C V SPONSORED ADR 40048P10 122 3600 SH SHARED 3600 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 1576 52900 SH SHARED 52900 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 104 3500 SH SHARED 02 3500 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 4493 150800 SH SHARED 04 150800 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 4744 159200 SH SHARED 10 159200 D GRUPO SIMEC S A B DE C V ADR 40049110 1078 87500 SH SHARED 04 87500 D GRUPO SIMEC S A B DE C V ADR 40049110 1233 100000 SH SHARED 05 100000 D GRUPO AEROPORTUARIO CTR NORT SPON ADR 40050110 3 141 SH SHARED 141 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 17136 398532 SH SHARED 398532 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 11787 274120 SH SHARED 01 274120 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 860 20000 SH SHARED 02 20000 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 3629 84400 SH SHARED 04 84400 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 40050610 15621 363300 SH SHARED 10 363300 D GRUPO TMM S A SP ADR A SHS 40051D10 772 275000 SH SHARED 02 275000 D GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E20 208 4415 SH SHARED 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INC COM 40230710 7 270 SH SHARED 270 D GULF ISLAND FABRICATION INC COM 40230710 106 4000 SH SHARED 10 4000 D GULFMARK OFFSHORE INC COM 40262910 6369 145932 SH SHARED 145932 D GULFMARK OFFSHORE INC COM 40262910 480 11000 SH SHARED 01 8500 2500 D GULFMARK OFFSHORE INC COM 40262910 43 1000 SH SHARED 02 1000 D GULFMARK OFFSHORE INC COM 40262910 2230 51100 SH SHARED 10 51100 D GULFPORT ENERGY CORP COM NEW 40263530 634 47455 SH SHARED 47455 D GULFPORT ENERGY CORP COM NEW 40263530 26 2000 SH SHARED 21 2000 D GYMBOREE CORP COM 40377710 31 788 SH SHARED 788 D GYMBOREE CORP COM 40377710 1634 40800 SH SHARED 01 37500 3300 D GYMBOREE CORP COM 40377710 925 23100 SH SHR/OTHR 01 23100 D GYMBOREE CORP COM 40377710 287 7176 SH SHARED 02 6175 1001 D GYMBOREE CORP COM 40377710 4940 123300 SH SHARED 10 7800 115500 D GYRODYNE CO AMER INC COM 40382010 1 19 SH SHARED 19 D H & E EQUIPMENT SERVICES INC COM 40403010 8 393 SH SHARED 393 D H & E EQUIPMENT SERVICES INC COM 40403010 737 34300 SH SHARED 01 34000 300 D H & E EQUIPMENT SERVICES INC COM 40403010 731 34000 SH SHR/OTHR 01 34000 D H & E EQUIPMENT SERVICES INC COM 40403010 7065 328650 SH SHARED 10 328650 D H & Q HEALTHCARE FD SH BEN INT 40405210 307 18000 SH SHARED 02 18000 D H & Q LIFE SCIENCES INVS SH BEN INT 40405310 83 6000 SH SHARED 02 6000 D HCC INS HLDGS INC NOTE 2.000% 9/0 404132AC 6142 4242000 PRN SHARED 02 4242000 D HCC INS HLDGS INC COM 40413210 6010 195147 SH SHARED 195147 D HCC INS HLDGS INC COM 40413210 2212 71850 SH SHARED 01 27000 44850 D HCC INS HLDGS INC COM 40413210 403 13093 SH SHARED 02 13093 D HCC INS HLDGS INC COM 40413210 18175 590100 SH SHARED 10 466500 123600 D HCC INS HLDGS INC COM 40413210 67 2200 SH SHARED 21 2200 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 5940 92172 SH SHARED 92172 D HD PARTNERS ACQUISITION CORP COM 40415K10 3749 499944 SH SHARED 499944 D HF FINL CORP COM 40417210 1 91 SH SHARED 91 D HFF INC CL A 40418F10 1672 111467 SH SHARED 111467 D HMN FINL INC COM 40424G10 2 86 SH SHARED 86 D HMS HLDGS CORP COM 40425J10 11 529 SH SHARED 529 D HMS HLDGS CORP COM 40425J10 4 190 SH SHARED 01 190 D HMS HLDGS CORP COM 40425J10 68 3118 SH SHARED 02 3118 D HMS HLDGS CORP COM 40425J10 2128 97200 SH SHARED 10 97200 D HNI CORP COM 40425110 4372 95206 SH SHARED 95206 D HNI CORP COM 40425110 748 16300 SH SHARED 01 16300 D HNI CORP COM 40425110 269 5871 SH SHARED 02 5871 D HNI CORP COM 40425110 23056 502000 SH SHARED 10 502000 D HNI CORP COM 40425110 59 1300 SH SHARED 21 1300 D HRPT PPTYS TR COM SH BEN INT 40426W10 13105 1065494 SH SHARED 1065494 D HRPT PPTYS TR COM SH BEN INT 40426W10 28 2300 SH SHARED 01 2300 D HRPT PPTYS TR COM SH BEN INT 40426W10 782 63647 SH SHARED 02 52947 10700 D HRPT PPTYS TR COM SH BEN INT 40426W10 1476 120000 SH SHARED 04 120000 D HRPT PPTYS TR COM SH BEN INT 40426W10 88682 7209971 SH SHARED 11 7209971 D HSBC HLDGS PLC SPON ADR NEW 40428040 1046 11922 SH SHARED 01 11922 D HSBC HLDGS PLC SPON ADR NEW 40428040 481 5481 SH SHR/OTHR 01 5481 D HSBC HLDGS PLC SPON ADR NEW 40428040 63 720 SH SHARED 02 720 D HSBC HLDGS PLC SPON ADR NEW 40428040 388 4420 SH SHARED 10 4420 D HSBC HLDGS PLC SPON ADR NEW 40428040 10 120 SH SHARED 20 120 D HSBC HLDGS PLC SPON ADR NEW 40428040 26 300 SH SHR/OTHR 23 300 D HSBC HLDGS PLC ADR A 1/40PF A 40428060 302 12000 SH SHARED 02 12000 D HABERSHAM BANCORP INC COM 40445910 0 41 SH SHARED 41 D HAEMONETICS CORP COM 40502410 1546 33081 SH SHARED 33081 D HAEMONETICS CORP COM 40502410 425 9100 SH SHARED 01 9100 D HAEMONETICS CORP COM 40502410 3 78 SH SHARED 02 78 D HAEMONETICS CORP COM 40502410 790 16900 SH SHARED 10 13400 3500 D HAIN CELESTIAL GROUP INC COM 40521710 108 3614 SH SHARED 3614 D HAIN CELESTIAL GROUP INC COM 40521710 423 14100 SH SHARED 01 14100 D HAIN CELESTIAL GROUP INC COM 40521710 30 1014 SH SHARED 02 114 900 D HAIN CELESTIAL GROUP INC COM 40521710 195 6500 SH SHARED 10 6500 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 3424 2000000 PRN SHARED 2000000 D HALLIBURTON CO COM 40621610 6417 202200 SH SHARED 202200 D HALLIBURTON CO COM 40621610 536607 16906333 SH SHARED 16739013 167320 D HALLIBURTON CO COM 40621610 4483 141258 SH SHARED 01 20500 120758 D HALLIBURTON CO COM 40621610 19 600 SH SHR/OTHR 01 600 D HALLIBURTON CO COM 40621610 47131 1484927 SH SHARED 02 1387268 97659 D HALLIBURTON CO COM 40621610 9433 297200 SH SHARED 04 297200 D HALLIBURTON CO COM 40621610 15 482 SH SHARED 05 482 D HALLIBURTON CO COM 40621610 3622 114144 SH SHARED 06 104884 9260 D HALLIBURTON CO COM 40621610 19886 626532 SH SHARED 10 537432 89100 D HALLIBURTON CO COM 40621610 1745 54980 SH SHARED 14 54980 D HALLIBURTON CO COM 40621610 10 315 SH SHARED 20 315 D HALLIBURTON CO COM 40621610 5 170 SH SHR/OTHR 21 170 D HALLIBURTON CO COM 40621610 1300 40960 SH SHARED 22 40960 D HALLIBURTON CO COM 40621610 95 3000 SH SHR/OTHR 22 3000 D HALLIBURTON CO COM 40621610 82 2600 SH SHARED 23 2600 D HALLIBURTON CO COM 40621610 1827 57570 SH SHR/OTHR 23 57570 D HALLMARK FINL SVCS INC EC COM NEW 40624Q20 1 122 SH SHARED 122 D HALLMARK FINL SVCS INC EC COM NEW 40624Q20 14 1166 SH SHARED 02 1166 D HALLWOOD GROUP INC COM PAR $0.10 40636440 1 13 SH SHARED 13 D HALOZYME THERAPEUTICS INC COM 40637H10 2377 294966 SH SHARED 294966 D HALOZYME THERAPEUTICS INC COM 40637H10 72 8948 SH SHARED 02 8948 D HAMPDEN BANCORP INC COM 40867E10 2 182 SH SHARED 182 D HAMPTON ROADS BANKSHARES INC COM 40932110 3 251 SH SHARED 251 D HANA BIOSCIENCES INC COM 40963P10 2 1435 SH SHARED 735 700 D HANA BIOSCIENCES INC COM 40963P10 0 400 SH SHARED 02 400 D HANAROTELECOM INC SPON ADR NEW 40964930 155 16965 SH SHARED 16965 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 50 5233 SH SHARED 02 5233 D HANCOCK FABRICS INC COM 40990010 0 472 SH SHARED 472 D HANCOCK HLDG CO COM 41012010 29 668 SH SHARED 668 D HANCOCK HLDG CO COM 41012010 21 500 SH SHARED 01 500 D HANCOCK HLDG CO COM 41012010 1 38 SH SHARED 02 38 D HANCOCK HLDG CO COM 41012010 4406 100200 SH SHARED 10 8500 91700 D HANCOCK JOHN INCOME SECS TR COM 41012310 14 1000 SH SHARED 01 1000 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 1024 87031 SH SHARED 87031 D HANCOCK JOHN PATRIOT SELCT D COM 41013U10 626 45231 SH SHARED 45231 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 770 38055 SH SHARED 38055 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 658 32500 SH SHARED 02 32500 D HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W10 378 15000 SH SHARED 15000 D HANCOCK JOHN FINL TRENDS FD COM 41014X10 2113 114679 SH SHARED 114679 D HANDLEMAN CO DEL COM 41025210 3092 443697 SH SHARED 443697 D HANESBRANDS INC COM 41034510 9549 324919 SH SHARED 324919 D HANESBRANDS INC COM 41034510 922 31383 SH SHARED 01 31383 D HANESBRANDS INC COM 41034510 14 509 SH SHR/OTHR 01 509 D HANESBRANDS INC COM 41034510 1128 38414 SH SHARED 02 37664 750 D HANESBRANDS INC COM 41034510 2 75 SH SHARED 05 75 D HANESBRANDS INC COM 41034510 88 3023 SH SHARED 06 2330 693 D HANESBRANDS INC COM 41034510 9416 320411 SH SHARED 10 315700 4711 D HANESBRANDS INC COM 41034510 353 12037 SH SHARED 14 12037 D HANESBRANDS INC COM 41034510 28 983 SH SHARED 20 983 D HANESBRANDS INC COM 41034510 58 2000 SH SHR/OTHR 20 2000 D HANESBRANDS INC COM 41034510 50 1725 SH SHR/OTHR 23 1725 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 114 9787 SH SHARED 9787 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 353 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 13 1122 SH SHARED 02 1122 D HANMI FINL CORP COM 41049510 23 1207 SH SHARED 1207 D HANMI FINL CORP COM 41049510 40 2100 SH SHARED 01 2100 D HANMI FINL CORP COM 41049510 2 119 SH SHARED 02 119 D HANMI FINL CORP COM 41049510 1180 61935 SH SHARED 10 4135 57800 D HANOVER CAP MTG HLDGS INC COM 41076110 0 190 SH SHARED 190 D HANOVER COMPRESSOR CO COM 41076810 6256 281169 SH SHARED 281169 D HANOVER COMPRESSOR CO COM 41076810 812 36500 SH SHARED 01 36500 D HANOVER COMPRESSOR CO COM 41076810 480 21582 SH SHARED 02 21582 D HANOVER COMPRESSOR CO COM 41076810 558 25100 SH SHARED 10 300 24800 D HANOVER INS GROUP INC COM 41086710 4235 91827 SH SHARED 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HARLAND JOHN H CO COM 41269310 20 400 SH SHARED 01 400 D HARLAND JOHN H CO COM 41269310 10567 206274 SH SHARED 02 206274 D HARLAND JOHN H CO COM 41269310 563 11000 SH SHARED 10 11000 D HARLEY DAVIDSON INC COM 41282210 176992 3012637 SH SHARED 2998637 14000 D HARLEY DAVIDSON INC COM 41282210 1808 30789 SH SHARED 01 30789 D HARLEY DAVIDSON INC COM 41282210 4168 70949 SH SHARED 02 69694 1255 D HARLEY DAVIDSON INC COM 41282210 192 3269 SH SHARED 04 3269 D HARLEY DAVIDSON INC COM 41282210 7 130 SH SHARED 05 130 D HARLEY DAVIDSON INC COM 41282210 2153 36652 SH SHARED 06 33650 3002 D HARLEY DAVIDSON INC COM 41282210 61877 1053241 SH SHARED 10 466411 495700 91130 D HARLEY DAVIDSON INC COM 41282210 129 2200 SH SHARED 14 2200 D HARLEY DAVIDSON INC COM 41282210 721 12276 SH SHARED 18 12276 D HARLEY DAVIDSON INC COM 41282210 29 500 SH SHR/OTHR 20 500 D HARLEY DAVIDSON INC COM 41282210 176 3000 SH SHARED 22 3000 D HARLEY DAVIDSON INC COM 41282210 11 200 SH SHARED 23 200 D HARLEY DAVIDSON INC COM 41282210 396 6750 SH SHR/OTHR 23 6750 D HARLEY DAVIDSON INC COM 41282210 55 945 SH SHARED 24 945 D HARLEYSVILLE GROUP INC COM 41282410 121 3753 SH SHARED 3753 D HARLEYSVILLE GROUP INC COM 41282410 568 17500 SH SHARED 01 17500 D HARLEYSVILLE GROUP INC COM 41282410 20 630 SH SHARED 02 630 D HARLEYSVILLE GROUP INC COM 41282410 458 14100 SH SHARED 10 14100 D HARLEYSVILLE NATL CORP PA COM 41285010 13 740 SH SHARED 740 D HARLEYSVILLE NATL CORP PA COM 41285010 247 13870 SH SHARED 10 13870 D HARLEYSVILLE SVGS FINL CORP COM 41286510 1 86 SH SHARED 86 D HARMAN INTL INDS INC COM 41308610 172 1800 SH SHARED 1800 D HARMAN INTL INDS INC COM 41308610 4933 51352 SH SHARED 51352 D HARMAN INTL INDS INC COM 41308610 4087 42547 SH SHARED 01 22489 20058 D HARMAN INTL INDS INC COM 41308610 148 1550 SH SHR/OTHR 01 1550 D HARMAN INTL INDS INC COM 41308610 766 7974 SH SHARED 02 7314 660 D HARMAN INTL INDS INC COM 41308610 1537 16000 SH SHARED 04 16000 D HARMAN INTL INDS INC COM 41308610 677 7050 SH SHARED 06 6400 650 D HARMAN INTL INDS INC COM 41308610 109616 1140890 SH SHARED 10 1137690 3200 D HARMAN INTL INDS INC COM 41308610 49 513 SH SHARED 14 513 D HARMAN INTL INDS INC COM 41308610 1 20 SH SHARED 20 20 D HARMAN INTL INDS INC COM 41308610 28 300 SH SHARED 21 300 D HARMAN INTL INDS INC COM 41308610 67 700 SH SHARED 22 575 125 D HARMAN INTL INDS INC COM 41308610 19 200 SH SHR/OTHR 22 200 D HARMAN INTL INDS INC COM 41308610 503 5245 SH SHARED 23 4145 1100 D HARMAN INTL INDS INC COM 41308610 174 1815 SH SHR/OTHR 23 1815 D HARMONIC INC COM 41316010 18 1900 SH SHARED 1900 D HARMONIC INC COM 41316010 22 2318 SH SHARED 02 318 2000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 7128 512837 SH SHARED 512837 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 2832 203800 SH SHARED 02 203200 600 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 243 17540 SH SHARED 04 17540 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 28425 2045000 SH SHARED 10 2045000 D HARRAHS ENTMT INC COM 41361910 134466 1592267 SH 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CORP DEL COM 41387510 379 7445 SH SHARED 22 4450 2995 D HARRIS INTERACTIVE INC COM 41454910 63 10600 SH SHARED 10600 D HARRIS INTERACTIVE INC COM 41454910 8 1382 SH SHARED 1382 D HARRIS INTERACTIVE INC COM 41454910 3517 583400 SH SHARED 10 503700 79700 D HARRIS STRATEX NTWRKS INC CL A 41457P10 5968 311035 SH SHARED 311035 D HARRIS STRATEX NTWRKS INC CL A 41457P10 18 980 SH SHARED 02 980 D HARSCO CORP COM 41586410 13573 302575 SH SHARED 288011 14564 D HARSCO CORP COM 41586410 7392 164800 SH SHARED 01 140220 24580 D HARSCO CORP COM 41586410 471 10517 SH SHARED 02 9277 1240 D HARSCO CORP COM 41586410 7072 157649 SH SHARED 04 134069 23580 D HARSCO CORP COM 41586410 121 2700 SH SHARED 06 2100 600 D HARSCO CORP COM 41586410 15908 354620 SH SHARED 10 354020 600 D HARSCO CORP COM 41586410 4812 107282 SH SHARED 19 107282 D HARTE-HANKS INC COM 41619610 1591 57698 SH SHARED 57698 D HARTE-HANKS INC COM 41619610 600 21750 SH SHARED 01 21750 D HARTE-HANKS INC COM 41619610 306 11124 SH SHARED 02 5124 6000 D HARTE-HANKS INC COM 41619610 13 500 SH SHARED 10 500 D HARTFORD FINL SVCS GROUP INC COM 41651510 191 2000 SH SHARED 2000 D HARTFORD FINL SVCS GROUP INC COM 41651510 124144 1298858 SH SHARED 862405 436453 D HARTFORD FINL SVCS GROUP INC COM 41651510 11519 120524 SH SHARED 01 71965 48559 D HARTFORD FINL SVCS GROUP INC COM 41651510 563 5894 SH SHR/OTHR 01 5894 D HARTFORD FINL SVCS GROUP INC COM 41651510 5477 57311 SH SHARED 02 45612 11699 D HARTFORD FINL SVCS GROUP INC COM 41651510 12265 128330 SH SHARED 04 115650 12680 D HARTFORD FINL SVCS GROUP INC COM 41651510 2270 23760 SH SHARED 05 23760 D HARTFORD FINL SVCS GROUP INC COM 41651510 33903 354718 SH SHARED 06 128008 226710 D HARTFORD FINL SVCS GROUP INC COM 41651510 231269 2419648 SH SHARED 10 2241983 177665 D HARTFORD FINL SVCS GROUP INC COM 41651510 281 2950 SH SHR/OTHR 10 2950 D HARTFORD FINL SVCS GROUP INC COM 41651510 3460 36200 SH SHARED 14 36200 D HARTFORD FINL SVCS GROUP INC COM 41651510 1242 13000 SH SHARED 15 13000 D HARTFORD FINL SVCS GROUP INC COM 41651510 5925 62000 SH SHARED 16 62000 D HARTFORD FINL SVCS GROUP INC COM 41651510 10274 107501 SH SHARED 19 107501 D HARTFORD FINL SVCS GROUP INC COM 41651510 417 4365 SH SHARED 20 1300 3065 D HARTFORD FINL SVCS GROUP INC COM 41651510 408 4275 SH SHARED 22 2550 1725 D HARTFORD FINL SVCS GROUP INC COM 41651510 1101 11522 SH SHR/OTHR 23 11522 D HARVARD BIOSCIENCE INC COM 41690610 3 691 SH SHARED 691 D HARVARD BIOSCIENCE INC COM 41690610 3 793 SH SHARED 02 793 D HARTMARX CORP COM 41711910 2054 277660 SH SHARED 277660 D HARVEST ENERGY TR TRUST UNIT 41752X10 163 6653 SH SHARED 6653 D HARVEST ENERGY TR TRUST UNIT 41752X10 9 400 SH SHARED 01 400 D HARVEST ENERGY TR TRUST UNIT 41752X10 55 2257 SH SHARED 02 257 2000 D HARVEST ENERGY TR TRUST UNIT 41752X10 27449 1117200 SH SHARED 10 1116200 1000 D HARVEST ENERGY TR TRUST UNIT 41752X10 213 8700 SH SHARED 14 8700 D HARVEST ENERGY TR TRUST UNIT 41752X10 24 1000 SH SHR/OTHR 23 1000 D HARVEST NATURAL RESOURCES IN COM 41754V10 9 951 SH SHARED 951 D HARVEST NATURAL RESOURCES IN COM 41754V10 683 70200 SH SHARED 10 70200 D HASBRO INC DBCV 2.750%12/0 418056AN 2664 2000000 PRN SHARED 02 2000000 D HASBRO INC COM 41805610 6957 243114 SH SHARED 243114 D HASBRO INC COM 41805610 1370 47903 SH SHARED 01 21700 26203 D HASBRO INC COM 41805610 1736 60674 SH SHARED 02 60674 D HASBRO INC COM 41805610 801 27990 SH SHARED 06 27200 790 D HASBRO INC COM 41805610 8514 297488 SH SHARED 10 189188 108300 D HASBRO INC COM 41805610 436 15267 SH SHARED 14 15267 D HASTINGS ENTMT INC COM 41836510 0 158 SH SHARED 158 D HAUPPAUGE DIGITAL INC COM 41913110 1 187 SH SHARED 187 D HAVERTY FURNITURE INC COM 41959610 7 506 SH SHARED 506 D HAVERTY FURNITURE INC COM 41959610 0 66 SH SHARED 02 66 D HAWAIIAN ELEC INDUSTRIES COM 41987010 220 8465 SH SHARED 8465 D HAWAIIAN ELEC INDUSTRIES COM 41987010 670 25800 SH SHARED 01 25800 D HAWAIIAN ELEC INDUSTRIES COM 41987010 357 13765 SH SHARED 02 10310 3455 D HAWAIIAN ELEC INDUSTRIES COM 41987010 88 3400 SH SHARED 10 3400 D HAWAIIAN ELEC INDUSTRIES COM 41987010 10 400 SH SHARED 20 400 D HAWAIIAN HOLDINGS INC COM 41987910 2 933 SH SHARED 933 D HAWK CORP CL A 42008910 1 146 SH SHARED 146 D HAWK CORP CL A 42008910 122 12300 SH SHARED 02 12300 D HAWKINS INC COM 42026110 3 211 SH SHARED 211 D HAYES LEMMERZ INTL INC COM NEW 42078130 5 778 SH SHARED 778 D HAYES LEMMERZ INTL INC COM NEW 42078130 3390 463791 SH SHARED 02 463791 D HEALTHCARE SVCS GRP INC COM 42190610 17 604 SH SHARED 604 D HEALTHCARE SVCS GRP INC COM 42190610 4363 152301 SH SHARED 02 81 152220 D HEALTHCARE SVCS GRP INC COM 42190610 14 500 SH SHARED 10 500 D HEALTHCARE SVCS GRP INC COM 42190610 51 1800 SH SHARED 21 1800 D HEALTH CARE PPTY INVS INC COM 42191510 833 23125 SH SHARED 23125 D HEALTH CARE PPTY INVS INC COM 42191510 724 20100 SH SHARED 01 16400 3700 D HEALTH CARE PPTY INVS INC COM 42191510 1327 36844 SH SHARED 02 9200 27644 D HEALTH CARE PPTY INVS INC COM 42191510 360 10000 SH SHARED 04 10000 D HEALTH CARE PPTY INVS INC COM 42191510 2003 55600 SH SHARED 10 31000 24600 D HEALTH CARE PPTY INVS INC COM 42191510 10073 279600 SH SHARED 11 279600 D HEALTH CARE PPTY INVS INC COM 42191510 553 15368 SH SHARED 20 468 14900 D HEALTH CARE PPTY INVS INC COM 42191510 115 3200 SH SHARED 21 3200 D HEALTHSOUTH CORP COM NEW 42192430 30509 1452164 SH SHARED 1452164 D HEALTHSOUTH CORP COM NEW 42192430 921 43847 SH SHARED 02 4418 39429 D HEALTH MGMT ASSOC INC NEW CL A 42193310 18 1670 SH SHARED 1670 D HEALTH MGMT ASSOC INC NEW CL A 42193310 2973 273565 SH SHARED 273565 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1495 137586 SH SHARED 01 37500 100086 D HEALTH MGMT ASSOC INC NEW CL A 42193310 708 65224 SH SHARED 02 65224 D HEALTH MGMT ASSOC INC NEW CL A 42193310 7609 700000 SH SHARED 05 700000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 92 8510 SH SHARED 06 6250 2260 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1034 95200 SH SHARED 10 71200 24000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 174 16070 SH SHARED 21 16070 D HEALTHCARE RLTY TR COM 42194610 4176 111978 SH SHARED 111978 D HEALTHCARE RLTY TR COM 42194610 82 2200 SH SHARED 01 2200 D HEALTHCARE RLTY TR COM 42194610 939 25188 SH SHARED 02 24938 250 D HEALTHCARE RLTY TR COM 42194610 3274 87800 SH SHARED 10 87800 D HEADWATERS INC COM 42210P10 6050 276900 SH SHARED 276900 D HEADWATERS INC COM 42210P10 504 23100 SH SHARED 01 19000 4100 D HEADWATERS INC COM 42210P10 456 20882 SH SHARED 02 19512 1370 D HEADWATERS INC COM 42210P10 9364 428600 SH SHARED 10 392300 36300 D HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP 5391 5110000 PRN SHARED 02 5110000 D HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP 5 5000 PRN SHARED 10 5000 D HEALTH CARE REIT INC COM 42217K10 21457 488780 SH SHARED 488780 D HEALTH CARE REIT INC COM 42217K10 4 100 SH SHARED 01 100 D HEALTH CARE REIT INC COM 42217K10 888 20249 SH SHARED 02 3674 16575 D HEALTH CARE REIT INC COM 42217K10 1027 23400 SH SHARED 10 23400 D HEALTH CARE REIT INC COM 42217K10 144518 3292000 SH SHARED 11 1074900 2217100 D HEALTH GRADES INC COM 42218Q10 4 654 SH SHARED 654 D HEALTHEXTRAS INC COM 42221110 21 733 SH SHARED 733 D HEALTHEXTRAS INC COM 42221110 111 3886 SH SHARED 02 86 3800 D HEALTHEXTRAS INC COM 42221110 1774 61671 SH SHARED 10 61671 D HEALTH NET INC COM 42222G10 9300 172839 SH SHARED 172839 D HEALTH NET INC COM 42222G10 2797 51984 SH SHARED 01 15200 36784 D HEALTH NET INC COM 42222G10 4758 88425 SH SHARED 02 87925 500 D HEALTH NET INC COM 42222G10 9115 169400 SH SHARED 04 169400 D HEALTH NET INC COM 42222G10 243 4524 SH SHARED 06 3474 1050 D HEALTH NET INC COM 42222G10 2297 42690 SH SHARED 10 30990 11700 D HEALTH NET INC COM 42222G10 431 8024 SH SHARED 14 2800 5224 D HEALTH NET INC COM 42222G10 259 4830 SH SHARED 21 4830 D HEALTHTRONICS INC COM 42222L10 4 898 SH SHARED 898 D HEALTHTRONICS INC COM 42222L10 74 13800 SH SHARED 01 13800 D HEALTHTRONICS INC COM 42222L10 1 200 SH SHARED 02 200 D HEALTHTRONICS INC COM 42222L10 689 128000 SH SHARED 10 128000 D HEALTHSTREAM INC COM 42222N10 1 372 SH SHARED 372 D HEALTHCARE ACQUISITION CP NE COM 42224H10 3830 518309 SH SHARED 518309 D HEALTHSPRING INC COM 42224N10 26 1108 SH SHARED 1108 D HEALTHSPRING INC COM 42224N10 129 5500 SH SHARED 01 5500 D HEALTHSPRING INC COM 42224N10 35277 1498000 SH SHARED 10 1318900 179100 D HEALTHSPRING INC COM 42224N10 54 2300 SH SHARED 21 2300 D HEALTHWAYS INC COM 42224510 1077 23053 SH SHARED 23053 D HEALTHWAYS INC COM 42224510 112 2400 SH SHARED 01 2400 D HEALTHWAYS INC COM 42224510 51 1110 SH SHARED 02 100 1010 D HEALTHWAYS INC COM 42224510 2618 56003 SH SHARED 10 1603 54400 D HEARST-ARGYLE TELEVISION INC COM 42231710 38 1419 SH SHARED 1419 D HEARST-ARGYLE TELEVISION INC COM 42231710 24 900 SH SHARED 01 900 D HEARST-ARGYLE TELEVISION INC COM 42231710 22 822 SH SHARED 02 491 331 D HEARST-ARGYLE TELEVISION INC COM 42231710 179 6600 SH SHARED 10 6600 D HEARTLAND FINL USA INC COM 42234Q10 9 369 SH SHARED 369 D HEARTLAND EXPRESS INC COM 42234710 941 59297 SH SHARED 59297 D HEARTLAND EXPRESS INC COM 42234710 201 12700 SH SHARED 01 11300 1400 D HEARTLAND EXPRESS INC COM 42234710 4 295 SH SHARED 02 170 125 D HEARTLAND EXPRESS INC COM 42234710 118 7459 SH SHARED 10 7459 D HEARTLAND PMT SYS INC COM 42235N10 8 374 SH SHARED 374 D HEARTLAND PMT SYS INC COM 42235N10 165 7000 SH SHARED 10 7000 D HEARUSA INC COM NEW 42236030 1 682 SH SHARED 682 D HECLA MNG CO COM 42270410 10504 1159411 SH SHARED 1159411 D HECLA MNG CO COM 42270410 275 30400 SH SHARED 01 30400 D HECLA MNG CO COM 42270410 124 13789 SH SHARED 02 13789 D HEELYS INC COM 42279M10 1771 60392 SH SHARED 60392 D HEELYS INC COM 42279M10 3520 120000 SH SHARED 10 120000 D HEICO CORP NEW COM 42280610 72 2000 SH SHARED 01 2000 D HEICO CORP NEW COM 42280610 255 7000 SH SHARED 10 7000 D HEICO CORP NEW CL A 42280620 15 507 SH SHARED 507 D HEICO CORP NEW CL A 42280620 20 662 SH SHARED 01 662 D HEIDRICK & STRUGGLES INTL IN COM 42281910 20 432 SH SHARED 432 D HEIDRICK & STRUGGLES INTL IN COM 42281910 305 6300 SH SHARED 01 3500 2800 D HEIDRICK & STRUGGLES INTL IN COM 42281910 2 52 SH SHARED 02 52 D HEIDRICK & STRUGGLES INTL IN COM 42281910 3561 73500 SH SHARED 10 73500 D HEINZ H J CO COM 42307410 370 7855 SH SHARED 7855 D HEINZ H J CO COM 42307410 321620 6825555 SH SHARED 6825555 D HEINZ H J CO COM 42307410 2772 58833 SH SHARED 01 2800 56033 D HEINZ H J CO COM 42307410 464 9850 SH SHR/OTHR 01 9850 D HEINZ H J CO COM 42307410 2811 59666 SH SHARED 02 45381 14285 D HEINZ H J CO COM 42307410 9 210 SH SHARED 05 210 D HEINZ H J CO COM 42307410 1678 35630 SH SHARED 06 32350 3280 D HEINZ H J CO COM 42307410 8106 172033 SH SHARED 10 153183 18850 D HEINZ H J CO COM 42307410 212 4500 SH SHR/OTHR 10 4500 D HEINZ H J CO COM 42307410 323 6855 SH SHARED 14 6855 D HEINZ H J CO COM 42307410 709 15066 SH SHARED 20 5716 9350 D HEINZ H J CO COM 42307410 541 11484 SH SHR/OTHR 20 11484 D HEINZ H J CO COM 42307410 247 5250 SH SHR/OTHR 21 5250 D HEINZ H J CO COM 42307410 47 1000 SH SHR/OTHR 22 1000 D HEINZ H J CO COM 42307410 1215 25800 SH SHARED 23 25800 D HEINZ H J CO COM 42307410 1218 25850 SH SHR/OTHR 23 25850 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 115790 3105122 SH SHARED 3105122 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 1025 27500 SH SHARED 01 27500 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 7 200 SH SHR/OTHR 01 200 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 62 1676 SH SHARED 02 1276 400 D HELIX ENERGY SOLUTIONS GRP I COM 42330P10 17093 458400 SH SHARED 10 456500 1900 D HELLENIC TELECOM ORGANIZATN SPONSORED ADR 42332530 8428 613000 SH SHARED 613000 D HELMERICH & PAYNE INC COM 42345210 11086 365413 SH SHARED 365413 D HELMERICH & PAYNE INC COM 42345210 1981 65300 SH SHARED 01 29000 36300 D HELMERICH & PAYNE INC COM 42345210 361 11928 SH SHARED 02 11368 560 D HELMERICH & PAYNE INC COM 42345210 1025 33800 SH SHARED 10 32200 1600 D HEMISPHERX BIOPHARMA INC COM 42366C10 2 1569 SH SHARED 1569 D HEMOSENSE INC COM 42369110 0 158 SH SHARED 158 D HENRY JACK & ASSOC INC COM 42628110 1174 48832 SH SHARED 48832 D HENRY JACK & ASSOC INC COM 42628110 885 36800 SH SHARED 01 15000 21800 D HENRY JACK & ASSOC INC COM 42628110 38 1600 SH SHR/OTHR 01 1600 D HENRY JACK & ASSOC INC COM 42628110 187 7800 SH SHARED 02 7800 D HENRY JACK & ASSOC INC COM 42628110 25507 1060600 SH SHARED 10 1046700 13900 D HENRY JACK & ASSOC INC COM 42628110 19 800 SH SHR/OTHR 23 800 D HERITAGE COMMERCE CORP COM 42692710 7 303 SH SHARED 303 D HERCULES INC SDCV 8.000% 8/1 427056AK 20 19500 PRN SHARED 01 19500 D HERCULES INC SDCV 8.000% 8/1 427056AK 10 10000 PRN SHR/OTHR 20 10000 D HERCULES INC SDCV 8.000% 8/1 427056AK 0 750 PRN SHR/OTHR 23 750 D HERCULES INC COM 42705610 2817 144205 SH SHARED 144205 D HERCULES INC COM 42705610 263 13500 SH SHARED 01 13500 D HERCULES INC COM 42705610 1091 55840 SH SHARED 02 55840 D HERCULES INC COM 42705610 152 7800 SH SHARED 06 7800 D HERCULES INC COM 42705610 3617 185137 SH SHARED 10 139337 45800 D HERCULES INC COM 42705610 58 3000 SH SHR/OTHR 23 3000 D HERCULES OFFSHORE INC COM 42709310 4959 188861 SH SHARED 188861 D HERCULES OFFSHORE INC COM 42709310 123 4700 SH SHARED 01 4700 D HERCULES OFFSHORE INC COM 42709310 393 15000 SH SHARED 02 15000 D HERCULES OFFSHORE INC COM 42709310 12851 489400 SH SHARED 10 438100 51300 D HERCULES TECH GROWTH CAP INC COM 42709650 21 1570 SH SHARED 02 1570 D HERCULES TECH GROWTH CAP INC COM 42709650 15657 1142900 SH SHARED 10 1142900 D HERITAGE FINL CORP WASH COM 42722X10 3 144 SH SHARED 144 D HERITAGE OAKS BANCORP COM 42724R10 2 125 SH SHARED 125 D HERITAGE FINL GROUP COM 42725U10 1 84 SH SHARED 84 D HERLEY INDS INC DEL COM 42739810 19 1248 SH SHARED 1248 D HERLEY INDS INC DEL COM 42739810 67 4334 SH SHARED 02 4334 D HERLEY INDS INC DEL COM 42739810 3566 228300 SH SHARED 10 228300 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 9 809 SH SHARED 809 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 517 43958 SH SHARED 02 30358 13600 D HERSHA HOSPITALITY TR SH BEN INT A 42782510 294 25000 SH SHARED 04 25000 D HERSHA HOSPITALITY TR SH BEN INT A 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70000 SH SHARED 04 70000 D HESS CORP COM 42809H10 10411 187700 SH SHARED 06 187700 D HESS CORP COM 42809H10 30755 554459 SH SHARED 10 495659 58800 D HESS CORP COM 42809H10 821 14816 SH SHR/OTHR 23 14816 D HESS CORP COM 42809H10 966 17430 SH SHARED 24 17430 D HEWITT ASSOCS INC COM 42822Q10 544 18629 SH SHARED 18629 D HEWITT ASSOCS INC COM 42822Q10 36 1258 SH SHARED 02 1258 D HEWITT ASSOCS INC COM 42822Q10 52 1800 SH SHARED 10 1800 D HEWLETT PACKARD CO NOTE 10/1 428236AC 911 1350000 PRN SHARED 02 1350000 D HEWLETT PACKARD CO NOTE 10/1 428236AC 2396 3550000 PRN SHARED 06 3550000 D HEWLETT PACKARD CO COM 42823610 363585 9057932 SH SHARED 8360780 697152 D HEWLETT PACKARD CO COM 42823610 39765 990670 SH SHARED 01 287369 703301 D HEWLETT PACKARD CO COM 42823610 2339 58280 SH SHR/OTHR 01 58280 D HEWLETT PACKARD CO COM 42823610 34664 863579 SH SHARED 02 833723 29856 D HEWLETT PACKARD CO COM 42823610 15562 387700 SH SHARED 04 387700 D HEWLETT PACKARD CO COM 42823610 45 1140 SH SHARED 05 1140 D HEWLETT PACKARD CO COM 42823610 23476 584855 SH SHARED 06 413405 171450 D HEWLETT PACKARD CO COM 42823610 327533 8159767 SH SHARED 10 4406271 2045850 1707646 D HEWLETT PACKARD CO COM 42823610 533 13300 SH SHR/OTHR 10 13300 D HEWLETT PACKARD CO COM 42823610 2483 61880 SH SHARED 14 4100 57780 D HEWLETT PACKARD CO COM 42823610 2007 50000 SH SHARED 16 50000 D HEWLETT PACKARD CO COM 42823610 5438 135476 SH SHARED 20 26197 109279 D HEWLETT PACKARD CO COM 42823610 1493 37200 SH SHR/OTHR 20 37200 D HEWLETT PACKARD CO COM 42823610 2085 51951 SH SHARED 21 51951 D HEWLETT PACKARD CO COM 42823610 461 11500 SH SHR/OTHR 21 11500 D HEWLETT PACKARD CO COM 42823610 592 14766 SH SHARED 22 9986 4780 D HEWLETT PACKARD CO COM 42823610 36 900 SH SHR/OTHR 22 900 D HEWLETT PACKARD CO COM 42823610 5442 135588 SH SHARED 23 129928 5660 D HEWLETT PACKARD CO COM 42823610 10278 256064 SH SHR/OTHR 23 256064 D HEXCEL CORP NEW COM 42829110 45 2279 SH SHARED 2279 D HEXCEL CORP NEW COM 42829110 73 3710 SH SHARED 02 1000 2710 D HEXCEL CORP NEW COM 42829110 250 12600 SH SHARED 10 12600 D HI / FN INC COM 42835810 1 288 SH SHARED 288 D HI-TECH PHARMACAL INC COM 42840B10 783 70235 SH SHARED 70235 D HI-TECH PHARMACAL INC COM 42840B10 3 314 SH SHARED 02 314 D HIBBETT SPORTS INC COM 42856710 423 14820 SH SHARED 14820 D HIBBETT SPORTS INC COM 42856710 934 32686 SH SHARED 02 32686 D HIBBETT SPORTS INC COM 42856710 152 5318 SH SHARED 10 368 4950 D HICKORY TECH CORP COM 42906010 787 113668 SH SHARED 113668 D HIGHLAND DISTRESSED OPPORT I COM 43006710 8334 580000 SH SHARED 580000 D HIGHLAND DISTRESSED OPPORT I COM 43006710 109 7600 SH SHARED 02 7600 D HIGHLAND HOSPITALITY CORP COM 43014110 1894 106430 SH SHARED 106430 D HIGHLAND HOSPITALITY CORP COM 43014110 221 12465 SH SHARED 02 12465 D HIGHLAND HOSPITALITY CORP COM 43014110 1780 100000 SH SHARED 04 100000 D HIGHLAND HOSPITALITY CORP COM 43014110 2208 124100 SH SHARED 10 124100 D HIGHLAND HOSPITALITY CORP COM 43014110 2945 165500 SH SHARED 11 165500 D HIGHLAND HOSPITALITY CORP COM 43014110 28 1600 SH SHARED 21 1600 D HIGHWOODS PPTYS INC COM 43128410 4240 107381 SH SHARED 107381 D HIGHWOODS PPTYS INC COM 43128410 813 20600 SH SHARED 01 20600 D HIGHWOODS PPTYS INC COM 43128410 2215 56113 SH SHARED 02 43483 12630 D HIGHWOODS PPTYS INC COM 43128410 987 25000 SH SHARED 04 25000 D HIGHWOODS PPTYS INC COM 43128410 3806 96400 SH SHARED 10 96400 D HIGHWOODS PPTYS INC COM 43128410 75547 1913085 SH SHARED 11 237167 1675918 D HILAND HLDGS GP LP UNIT LP INT 43129M10 1646 53356 SH SHARED 53356 D HILAND PARTNERS L P UT LTD PARTNR 43129110 6 110 SH SHARED 110 D HILB ROGAL & HOBBS CO COM 43129410 636 12984 SH SHARED 12984 D HILB ROGAL & HOBBS CO COM 43129410 5 106 SH SHARED 02 106 D HILB ROGAL & HOBBS CO COM 43129410 1206 24600 SH SHARED 10 15800 8800 D HILB ROGAL & HOBBS CO COM 43129410 49 1000 SH SHARED 21 1000 D HILL INTERNATIONAL INC COM 43146610 1 199 SH SHARED 199 D HILLENBRAND INDS INC COM 43157310 1179 19860 SH SHARED 19860 D HILLENBRAND INDS INC COM 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32500 D HINGHAM INSTN SVGS MASS COM 43332310 1 47 SH SHARED 47 D HITTITE MICROWAVE CORP COM 43365Y10 149 3731 SH SHARED 3731 D HITTITE MICROWAVE CORP COM 43365Y10 2 70 SH SHARED 01 70 D HITTITE MICROWAVE CORP COM 43365Y10 9 236 SH SHARED 02 236 D HOKU SCIENTIFIC INC COM 43471210 1 190 SH SHARED 190 D HOLLY CORP COM PAR $0.01 43575830 134 2262 SH SHARED 2262 D HOLLY CORP COM PAR $0.01 43575830 853 14400 SH SHARED 01 14400 D HOLLY CORP COM PAR $0.01 43575830 1325 22349 SH SHARED 02 22349 D HOLLY CORP COM PAR $0.01 43575830 1346 22700 SH SHARED 10 22700 D HOLLY ENERGY PARTNERS L P COM UT LTD PTN 43576310 8 187 SH SHARED 187 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 760 300590 SH SHARED 295840 4750 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 1 547 SH SHARED 02 547 D HOLLYWOOD MEDIA CORP COM 43623310 3 826 SH SHARED 826 D HOLOGIC INC COM 43644010 1994 34600 SH SHARED 34600 D HOLOGIC INC COM 43644010 383 6655 SH SHARED 01 3900 2755 D HOLOGIC INC COM 43644010 43 752 SH SHARED 02 752 D HOLOGIC INC COM 43644010 62065 1076775 SH SHARED 10 965975 110800 D HOME BANCSHARES INC COM 43689320 7 340 SH SHARED 340 D HOME FED BANCORP COM 43692610 2 84 SH SHARED 84 D HOME DEPOT INC COM 43707610 361961 9851970 SH SHARED 9823194 28776 D HOME DEPOT INC COM 43707610 17470 475511 SH SHARED 01 135222 340289 D HOME DEPOT INC COM 43707610 995 27097 SH SHR/OTHR 01 27097 D HOME DEPOT INC COM 43707610 125456 3414715 SH SHARED 02 3254563 160152 D HOME DEPOT INC COM 43707610 5831 158731 SH SHARED 04 134041 24690 D HOME DEPOT INC COM 43707610 27 760 SH SHARED 05 760 D HOME DEPOT INC COM 43707610 9554 260059 SH SHARED 06 241099 18960 D HOME DEPOT INC COM 43707610 293813 7997091 SH SHARED 10 7868300 128791 D HOME DEPOT INC COM 43707610 176 4800 SH SHR/OTHR 10 4800 D HOME DEPOT INC COM 43707610 537 14636 SH SHARED 14 14636 D HOME DEPOT INC COM 43707610 2204 60000 SH SHARED 15 60000 D HOME DEPOT INC COM 43707610 7481 203620 SH SHARED 19 203620 D HOME DEPOT INC COM 43707610 5843 159056 SH SHARED 20 14867 144189 D HOME DEPOT INC COM 43707610 1411 38420 SH SHR/OTHR 20 38420 D HOME DEPOT INC COM 43707610 380 10360 SH SHARED 21 10360 D HOME DEPOT INC COM 43707610 62 1700 SH SHR/OTHR 21 1700 D HOME DEPOT INC COM 43707610 51 1400 SH SHARED 22 400 1000 D HOME DEPOT INC COM 43707610 120 3285 SH SHR/OTHR 22 3285 D HOME DEPOT INC COM 43707610 1076 29306 SH SHARED 23 29306 D HOME DEPOT INC COM 43707610 2571 69982 SH SHR/OTHR 23 69982 D HOME DIAGNOSTICS INC DEL COM 43708010 140 12962 SH SHARED 12962 D HOME DIAGNOSTICS INC DEL COM 43708010 67 6207 SH SHARED 02 607 5600 D HOME FEDERAL BANCORP INC COM 43709A10 2 155 SH SHARED 155 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 1744 48000 SH SHARED 01 48000 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 25 700 SH SHARED 02 700 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 2874 79100 SH SHARED 10 69900 9200 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 403 11100 SH SHARED 24 11100 D HOME PROPERTIES INC COM 43730610 42 813 SH SHARED 813 D HOME PROPERTIES INC COM 43730610 79 1500 SH SHARED 01 1500 D HOME PROPERTIES INC COM 43730610 4 88 SH SHARED 02 88 D HOME PROPERTIES INC COM 43730610 1383 26200 SH SHARED 10 26200 D HOME PROPERTIES INC COM 43730610 29045 550000 SH SHARED 11 550000 D HOME PROPERTIES INC COM 43730610 106 2010 SH SHARED 21 2010 D HOME SOLUTIONS AMER INC COM 43735510 5469 1151481 SH SHARED 980881 170600 D HOME SOLUTIONS AMER INC COM 43735510 149 31500 SH SHARED 04 31500 D HOMEBANC CORP GA COM 43738R10 3 1132 SH SHARED 1132 D HOMEBANC CORP GA COM 43738R10 272 78200 SH SHARED 10 78200 D HONDA MOTOR LTD AMERN SHS 43812830 1527 43819 SH SHARED 43819 D HONDA MOTOR LTD AMERN SHS 43812830 662 19000 SH SHARED 01 19000 D HONDA MOTOR LTD AMERN SHS 43812830 49 1410 SH SHARED 02 1410 D HONEYWELL INTL INC COM 43851610 137930 2994593 SH SHARED 2374831 619762 D HONEYWELL INTL INC COM 43851610 7933 172241 SH SHARED 01 5070 167171 D HONEYWELL INTL INC COM 43851610 652 14172 SH SHR/OTHR 01 14172 D HONEYWELL INTL INC COM 43851610 9703 210677 SH SHARED 02 199187 11490 D HONEYWELL INTL INC COM 43851610 171123 3715227 SH SHARED 04 3682927 32300 D HONEYWELL INTL INC COM 43851610 15 330 SH SHARED 05 330 D HONEYWELL INTL INC COM 43851610 17090 371047 SH SHARED 06 213017 158030 D HONEYWELL INTL INC COM 43851610 153087 3323653 SH SHARED 10 1676927 1025740 620986 D HONEYWELL INTL INC COM 43851610 14251 309406 SH SHR/OTHR 10 309406 D HONEYWELL INTL INC COM 43851610 3560 77299 SH SHARED 14 29000 48299 D HONEYWELL INTL INC COM 43851610 774 16814 SH SHARED 20 4218 12596 D HONEYWELL INTL INC COM 43851610 69 1500 SH SHR/OTHR 20 1500 D HONEYWELL INTL INC COM 43851610 289 6290 SH SHARED 21 6290 D HONEYWELL INTL INC COM 43851610 23 500 SH SHR/OTHR 21 500 D HONEYWELL INTL INC COM 43851610 289 6285 SH SHARED 22 3800 2485 D HONEYWELL INTL INC COM 43851610 1248 27108 SH SHARED 23 26508 600 D HONEYWELL INTL INC COM 43851610 1701 36938 SH SHR/OTHR 23 36938 D HONEYWELL INTL INC COM 43851610 46 1000 SH SHARED 24 1000 D HOOKER FURNITURE CORP COM 43903810 3454 172292 SH SHARED 172292 D HOOKER FURNITURE CORP COM 43903810 44 2200 SH SHARED 01 2200 D HOOKER FURNITURE CORP COM 43903810 585 29200 SH SHARED 10 29200 D HOOPER HOLMES INC COM 43910410 7 1643 SH SHARED 1643 D HOOPER HOLMES INC COM 43910410 17 4019 SH SHARED 02 4019 D HOPFED BANCORP INC COM 43973410 1 90 SH SHARED 90 D HORACE MANN EDUCATORS CORP N COM 44032710 104 5072 SH SHARED 5072 D HORACE MANN EDUCATORS CORP N COM 44032710 246 12000 SH SHARED 01 12000 D HORACE MANN EDUCATORS CORP N COM 44032710 108 5300 SH SHARED 02 5300 D HORACE MANN EDUCATORS CORP N COM 44032710 454 22100 SH SHARED 10 16800 5300 D HORIZON FINL CORP WASH COM 44041F10 7 317 SH SHARED 317 D HORIZON HEALTH CORP COM 44041Y10 6 346 SH SHARED 346 D HORIZON OFFSHORE INC COM NEW 44043J20 295 20430 SH SHARED 20430 D HORIZON OFFSHORE INC COM NEW 44043J20 156 10819 SH SHARED 02 1819 9000 D HORIZON LINES INC COM 44044K10 19 599 SH SHARED 599 D HORIZON LINES INC COM 44044K10 1224 37300 SH SHARED 01 30000 7300 D HORIZON LINES INC COM 44044K10 850 25900 SH SHR/OTHR 01 25900 D HORIZON LINES INC COM 44044K10 15 460 SH SHARED 02 460 D HORIZON LINES INC COM 44044K10 426 13000 SH SHARED 10 13000 D HORMEL FOODS CORP COM 44045210 280 7536 SH SHARED 7536 D HORMEL FOODS CORP COM 44045210 1221 32850 SH SHARED 01 5200 27650 D HORMEL FOODS CORP COM 44045210 92 2500 SH SHR/OTHR 01 2500 D HORMEL FOODS CORP COM 44045210 310 8361 SH SHARED 02 8361 D HORMEL FOODS CORP COM 44045210 10933 294000 SH SHARED 10 291900 2100 D HORMEL FOODS CORP COM 44045210 265 7133 SH SHARED 14 7133 D HORNBECK OFFSHORE SVCS INC N COM 44054310 5342 186488 SH SHARED 186488 D HORNBECK OFFSHORE SVCS INC N COM 44054310 1 62 SH SHARED 02 62 D HORNBECK OFFSHORE SVCS INC N COM 44054310 1421 49600 SH SHARED 10 800 48800 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 21210 453213 SH SHARED 447513 5700 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1427 30500 SH SHARED 01 30500 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 592 12666 SH SHARED 02 10566 2100 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 70 1500 SH SHARED 06 1500 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 16136 344800 SH SHARED 10 229400 46800 68600 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 33457 714900 SH SHARED 11 714900 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 297 6351 SH SHARED 14 6351 D HOSPIRA INC COM 44106010 19664 480804 SH SHARED 480804 D HOSPIRA INC COM 44106010 3892 95180 SH SHARED 01 66559 28621 D HOSPIRA INC COM 44106010 138 3390 SH SHR/OTHR 01 3390 D HOSPIRA INC COM 44106010 928 22694 SH SHARED 02 21471 1223 D HOSPIRA INC COM 44106010 4 120 SH SHARED 05 120 D HOSPIRA INC COM 44106010 658 16110 SH SHARED 06 14860 1250 D HOSPIRA INC COM 44106010 5580 136442 SH SHARED 10 114342 22100 D HOSPIRA INC COM 44106010 9 240 SH SHR/OTHR 10 240 D HOSPIRA INC COM 44106010 251 6146 SH SHARED 14 6146 D HOSPIRA INC COM 44106010 1615 39500 SH SHARED 18 39500 D HOSPIRA INC COM 44106010 103 2520 SH SHR/OTHR 20 2520 D HOSPIRA INC COM 44106010 9 220 SH SHARED 21 220 D HOSPIRA INC COM 44106010 124 3050 SH SHR/OTHR 22 3050 D HOSPIRA INC COM 44106010 513 12548 SH SHARED 23 11908 640 D HOSPIRA INC COM 44106010 226 5535 SH SHR/OTHR 23 5535 D HOST HOTELS & RESORTS INC COM 44107P10 21930 833538 SH SHARED 833538 D HOST HOTELS & RESORTS INC COM 44107P10 20061 762508 SH SHARED 01 7400 755108 D HOST HOTELS & RESORTS INC COM 44107P10 1810 68817 SH SHR/OTHR 01 68817 D HOST HOTELS & RESORTS INC COM 44107P10 4221 160446 SH SHARED 02 155724 4722 D HOST HOTELS & RESORTS INC COM 44107P10 4209 160000 SH SHARED 04 160000 D HOST HOTELS & RESORTS INC COM 44107P10 10 391 SH SHARED 05 391 D HOST HOTELS & RESORTS INC COM 44107P10 307 11700 SH SHARED 06 11700 D HOST HOTELS & RESORTS INC COM 44107P10 22078 839162 SH SHARED 10 270900 349200 219062 D HOST HOTELS & RESORTS INC COM 44107P10 319953 12160919 SH SHARED 11 6171655 5989264 D HOST HOTELS & RESORTS INC COM 44107P10 633 24095 SH SHARED 14 24095 D HOST HOTELS & RESORTS INC COM 44107P10 6 244 SH SHR/OTHR 23 244 D HOT TOPIC INC COM 44133910 2155 194190 SH SHARED 194190 D HOT TOPIC INC COM 44133910 98 8900 SH SHARED 01 8900 D HOT TOPIC INC COM 44133910 1 129 SH SHARED 02 129 D HOT TOPIC INC COM 44133910 1292 116400 SH SHARED 10 116400 D HOUSTON AMERN ENERGY CORP COM 44183U10 2 389 SH SHARED 389 D HOUSEVALUES INC COM 44183Y10 1853 366209 SH SHARED 366209 D HOUSTON EXPL CO COM 44212010 9025 167293 SH SHARED 167293 D HOUSTON EXPL CO COM 44212010 37 700 SH SHARED 01 700 D HOUSTON EXPL CO COM 44212010 6 120 SH SHARED 02 120 D HOUSTON EXPL CO COM 44212010 534 9900 SH SHARED 10 4800 5100 D HOUSTON WIRE & CABLE CO COM 44244K10 7 257 SH SHARED 257 D HOVNANIAN ENTERPRISES INC CL A 44248720 1484 59017 SH SHARED 59017 D HOVNANIAN ENTERPRISES INC CL A 44248720 452 18000 SH SHARED 01 18000 D HOVNANIAN ENTERPRISES INC CL A 44248720 2907 115546 SH SHARED 02 114346 1200 D HOVNANIAN ENTERPRISES INC CL A 44248720 2966 117900 SH SHARED 10 107000 10900 D HUANENG PWR INTL INC SPON ADR H SHS 44330410 66 1911 SH SHARED 02 1911 D HUANENG PWR INTL INC SPON ADR H SHS 44330410 14 405 SH SHARED 21 405 D HUB INTERNATIONAL LTD COM 44332P10 4168 100000 SH SHARED 100000 D HUB GROUP INC CL A 44332010 28 981 SH SHARED 981 D HUB GROUP INC CL A 44332010 69 2400 SH SHARED 01 2400 D HUB GROUP INC CL A 44332010 250 8626 SH SHARED 02 116 8510 D HUB GROUP INC CL A 44332010 1265 43645 SH SHARED 10 12645 31000 D HUB GROUP INC CL A 44332010 782 27000 SH SHR/OTHR 23 27000 D HUBBELL INC CL B 44351020 314 6527 SH SHARED 6527 D HUBBELL INC CL B 44351020 781 16200 SH SHARED 01 16200 D HUBBELL INC CL B 44351020 323 6709 SH SHARED 02 6709 D HUBBELL INC CL B 44351020 22388 464100 SH SHARED 10 462100 2000 D HUBBELL INC CL B 44351020 10 210 SH SHR/OTHR 10 210 D HUBBELL INC CL B 44351020 51 1060 SH SHR/OTHR 22 1060 D HUDSON CITY BANCORP COM 44368310 34744 2539774 SH SHARED 2539774 D HUDSON CITY BANCORP COM 44368310 90 6583 SH SHARED 01 6583 D HUDSON CITY BANCORP COM 44368310 883 64601 SH SHARED 02 54648 9953 D HUDSON CITY BANCORP COM 44368310 771 56370 SH SHARED 06 51550 4820 D HUDSON CITY BANCORP COM 44368310 2684 196200 SH SHARED 10 194900 1300 D HUDSON CITY BANCORP COM 44368310 224 16400 SH SHARED 14 16400 D HUDSON CITY BANCORP COM 44368310 8 641 SH SHARED 23 641 D HUDSON CITY BANCORP COM 44368310 553 40450 SH SHR/OTHR 23 40450 D HUDSON HIGHLAND GROUP INC COM 44379210 5337 342391 SH SHARED 342391 D HUDSON HIGHLAND GROUP INC COM 44379210 76 4930 SH SHARED 01 4930 D HUGHES COMMUNICATIONS INC COM 44439810 7 158 SH SHARED 158 D HUGHES COMMUNICATIONS INC COM 44439810 52 1071 SH SHARED 02 1065 6 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 7312 290411 SH SHARED 290411 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 85 3382 SH SHARED 02 3382 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 0 30 SH SHARED 06 30 D HUMANA INC COM 44485910 8730 150469 SH SHARED 149969 500 D HUMANA INC COM 44485910 1299 22400 SH SHARED 01 3600 18800 D HUMANA INC COM 44485910 1158 19960 SH SHARED 02 19960 D HUMANA INC COM 44485910 879 15150 SH SHARED 06 15150 D HUMANA INC COM 44485910 13119 226126 SH SHARED 10 222026 4100 D HUMANA INC COM 44485910 11 198 SH SHARED 14 198 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 16625 17354000 PRN SHARED 17354000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 33941 35430000 PRN SHARED 02 35430000 D HUMAN GENOME SCIENCES INC COM 44490310 9835 926100 SH SHARED 926100 D HUMAN GENOME SCIENCES INC COM 44490310 141 13300 SH SHARED 01 13300 D HUMAN GENOME SCIENCES INC COM 44490310 301 28412 SH SHARED 02 28412 D HUMAN GENOME SCIENCES INC COM 44490310 1637 154200 SH SHARED 04 154200 D HUMAN GENOME SCIENCES INC COM 44490310 147 13861 SH SHARED 10 6361 7500 D HUNGARIAN TEL & CABLE CORP COM 44554210 2 116 SH SHARED 116 D HUNGARIAN TEL & CABLE CORP COM 44554210 5 271 SH SHARED 02 271 D HUNT J B TRANS SVCS INC COM 44565810 13306 507107 SH SHARED 507107 D HUNT J B TRANS SVCS INC COM 44565810 1088 41500 SH SHARED 01 41500 D HUNT J B TRANS SVCS INC COM 44565810 542 20686 SH SHARED 02 20286 400 D HUNT J B TRANS SVCS INC COM 44565810 488 18621 SH SHARED 10 13621 5000 D HUNTINGTON BANCSHARES INC COM 44615010 3459 158325 SH SHARED 148308 10017 D HUNTINGTON BANCSHARES INC COM 44615010 1122 51379 SH SHARED 01 14755 36624 D HUNTINGTON BANCSHARES INC COM 44615010 574 26303 SH SHARED 02 25903 400 D HUNTINGTON BANCSHARES INC COM 44615010 6 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 528 24190 SH SHARED 06 21950 2240 D HUNTINGTON BANCSHARES INC COM 44615010 11426 522944 SH SHARED 10 515586 7358 D HUNTINGTON BANCSHARES INC COM 44615010 8 370 SH SHR/OTHR 21 370 D HUNTSMAN CORP COM 44701110 33153 1736714 SH SHARED 1688414 48300 D HUNTSMAN CORP COM 44701110 381 20000 SH SHARED 01 20000 D HUNTSMAN CORP COM 44701110 4779 250361 SH SHARED 02 183091 67270 D HUNTSMAN CORP COM 44701110 452 23693 SH SHARED 06 23693 D HUNTSMAN CORP COM 44701110 21014 1100800 SH SHARED 10 46300 609100 445400 D HUNTSMAN CORP COM 44701110 1088 57000 SH SHARED 14 57000 D HUNTSMAN CORP PFD MND CV 5% 44701120 11718 276500 SH SHARED 276500 D HUNTSMAN CORP PFD MND CV 5% 44701120 727 17165 SH SHARED 02 17165 D HURCO COMPANIES INC COM 44732410 48 1130 SH SHARED 1130 D HURCO COMPANIES INC COM 44732410 20 484 SH SHARED 02 484 D HURCO COMPANIES INC COM 44732410 214 5000 SH SHR/OTHR 23 5000 D HURON CONSULTING GROUP INC COM 44746210 22 375 SH SHARED 375 D HURON CONSULTING GROUP INC COM 44746210 73 1200 SH SHARED 01 1200 D HURON CONSULTING GROUP INC COM 44746210 42 700 SH SHARED 02 700 D HURON CONSULTING GROUP INC COM 44746210 474 7800 SH SHARED 10 7800 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 2118 2182000 PRN SHARED 2182000 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 1315 1355000 PRN SHARED 02 1355000 D HUTCHINSON TECHNOLOGY INC COM 44840710 29449 1261224 SH SHARED 1261224 D HUTCHINSON TECHNOLOGY INC COM 44840710 18 800 SH SHARED 01 800 D HUTCHINSON TECHNOLOGY INC COM 44840710 1105 47344 SH SHARED 02 47344 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 7800 255000 SH SHARED 255000 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 42 1400 SH SHARED 01 1400 D HUTTIG BLDG PRODS INC COM 44845110 2294 379254 SH SHARED 379254 D HYDRIL COM 44877410 2447 25436 SH SHARED 25436 D HYDRIL COM 44877410 173 1800 SH SHARED 01 1800 D HYDRIL COM 44877410 5 54 SH SHARED 02 54 D HYDRIL COM 44877410 259 2700 SH SHARED 10 2700 D IDT CORP COM 44894710 2 240 SH SHARED 02 240 D IDT CORP CL B 44894730 1284 113187 SH SHARED 113187 D IDT CORP CL B 44894730 254 22404 SH SHARED 02 22404 D IDT CORP CL B 44894730 534 47100 SH SHARED 10 36100 11000 D IDT CORP CL B 44894730 534 47100 SH SHARED 14 47100 D HYPERDYNAMICS CORP COM 44895410 1 598 SH SHARED 598 D HYPERCOM CORP COM 44913M10 3350 562219 SH SHARED 562219 D HYPERCOM CORP COM 44913M10 135 22698 SH SHARED 02 22698 D HYPERION SOLUTIONS CORP COM 44914M10 2455 47369 SH SHARED 47369 D HYPERION SOLUTIONS CORP COM 44914M10 116 2250 SH SHARED 01 2250 D HYPERION SOLUTIONS CORP COM 44914M10 8 170 SH SHARED 02 170 D HYPERION SOLUTIONS CORP COM 44914M10 691 13338 SH SHARED 10 88 13250 D HYPERION TOTAL RETURN & INCO COM 44914510 229 25800 SH SHARED 25800 D HYPERION TOTAL RETURN & INCO COM 44914510 752 84500 SH SHARED 10 84500 D HYTHIAM INC COM 44919F10 4 671 SH SHARED 671 D HYTHIAM INC COM 44919F10 159 23500 SH SHARED 02 23500 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 3 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 36815 1602079 SH SHARED 1602079 D IAC INTERACTIVECORP COM NEW 44919P30 24143 640235 SH SHARED 640235 D IAC INTERACTIVECORP COM NEW 44919P30 1294 34335 SH SHARED 01 22000 12335 D IAC INTERACTIVECORP COM NEW 44919P30 960 25474 SH SHARED 02 24745 729 D IAC INTERACTIVECORP COM NEW 44919P30 3075 81546 SH SHARED 04 81546 D IAC INTERACTIVECORP COM NEW 44919P30 5 150 SH SHARED 05 150 D IAC INTERACTIVECORP COM NEW 44919P30 1755 46555 SH SHARED 06 44525 2030 D IAC INTERACTIVECORP COM NEW 44919P30 7252 192315 SH SHARED 10 182815 9500 D IAC INTERACTIVECORP COM NEW 44919P30 1828 48494 SH SHARED 14 48494 D IAC INTERACTIVECORP COM NEW 44919P30 754 20000 SH SHARED 15 20000 D ICF INTL INC COM 44925C10 115 6115 SH SHARED 6115 D ICF INTL INC COM 44925C10 14 776 SH SHARED 02 776 D ICT GROUP INC COM 44929Y10 3 172 SH SHARED 172 D ICT GROUP INC COM 44929Y10 66 3816 SH SHARED 02 3816 D ICT GROUP INC COM 44929Y10 1079 61700 SH SHARED 10 61700 D ICO INC NEW COM 44929310 3 574 SH SHARED 574 D ICU MED INC COM 44930G10 12 330 SH SHARED 330 D ICU MED INC COM 44930G10 15 396 SH SHARED 02 396 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K10 811 208042 SH SHARED 208042 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K10 31 8048 SH SHARED 02 8048 D ICAD INC COM 44934S10 2 735 SH SHARED 735 D I D SYSTEMS INC COM 44948910 778 64678 SH SHARED 64678 D I-FLOW CORP COM NEW 44952030 8 599 SH SHARED 599 D IHOP CORP COM 44962310 22 389 SH SHARED 389 D IHOP CORP COM 44962310 5 100 SH SHARED 01 100 D IHOP CORP COM 44962310 2 49 SH SHARED 02 49 D IHOP CORP COM 44962310 598 10200 SH SHARED 10 3200 7000 D I-MANY INC COM 44973Q10 2 1026 SH SHARED 1026 D ING PRIME RATE TR SH BEN INT 44977W10 1 269 SH SHARED 269 D ING CLARION REAL EST INCOME COM SHS 44978810 1173 65000 SH SHARED 65000 D IPG PHOTONICS CORP COM 44980X10 787 41040 SH SHARED 41040 D IPG PHOTONICS CORP COM 44980X10 79 4128 SH SHARED 02 4128 D IPCS INC COM NEW 44980Y30 13 275 SH SHARED 275 D ING RISK MANAGED NAT RES FD COM 44981010 19 1000 SH SHARED 02 1000 D ING CLARION GLB RE EST INCM COM 44982G10 6194 286100 SH SHARED 286100 D ING CLARION GLB RE EST INCM COM 44982G10 644 29761 SH SHARED 02 29761 D ING CLARION GLB RE EST INCM COM 44982G10 102 4744 SH SHARED 23 4744 D ING CLARION GLB RE EST INCM COM 44982G10 61 2863 SH SHR/OTHR 23 2863 D IMS HEALTH INC COM 44993410 9701 327101 SH SHARED 327101 D IMS HEALTH INC COM 44993410 2247 75766 SH SHARED 01 23894 51872 D IMS HEALTH INC COM 44993410 759 25620 SH SHR/OTHR 01 25620 D IMS HEALTH INC COM 44993410 657 22171 SH SHARED 02 22171 D IMS HEALTH INC COM 44993410 5 200 SH SHARED 05 200 D IMS HEALTH INC COM 44993410 723 24380 SH SHARED 06 22250 2130 D IMS HEALTH INC COM 44993410 8259 278466 SH SHARED 10 238536 39930 D IMS HEALTH INC COM 44993410 320 10796 SH SHARED 14 10796 D IMS HEALTH INC COM 44993410 51 1745 SH SHARED 20 1745 D IMS HEALTH INC COM 44993410 29 1000 SH SHR/OTHR 20 1000 D IMS HEALTH INC COM 44993410 17 600 SH SHR/OTHR 21 600 D IMS HEALTH INC COM 44993410 2052 69200 SH SHARED 23 69200 D IMS HEALTH INC COM 44993410 2091 70500 SH SHR/OTHR 23 70500 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1046 54682 SH SHARED 54682 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 8692 454365 SH SHARED 01 454365 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 2012 105200 SH SHARED 04 105200 D ISTAR FINL INC COM 45031U10 21568 460565 SH SHARED 457665 2900 D ISTAR FINL INC COM 45031U10 619 13236 SH SHARED 01 12900 336 D ISTAR FINL INC COM 45031U10 605 12922 SH SHARED 02 10306 2616 D ISTAR FINL INC COM 45031U10 7497 160100 SH SHARED 10 156300 3800 D ISTAR FINL INC COM 45031U10 42301 903300 SH SHARED 11 903300 D ISTAR FINL INC COM 45031U10 137 2928 SH SHARED 14 2928 D ISTAR FINL INC COM 45031U10 110 2350 SH SHARED 21 2350 D ISTAR FINL INC COM 45031U10 32 700 SH SHR/OTHR 23 700 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 3 364 SH SHARED 364 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 5 653 SH SHARED 02 653 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 609 72000 SH SHARED 04 72000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 29 3461 SH SHARED 06 3461 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 1743 205900 SH SHARED 10 205900 D ITLA CAP CORP COM 45056510 7 137 SH SHARED 137 D ITLA CAP CORP COM 45056510 520 10000 SH SHARED 10 10000 D ITT EDUCATIONAL SERVICES INC COM 45068B10 355 4363 SH SHARED 4363 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1181 14500 SH SHARED 01 14500 D ITT EDUCATIONAL SERVICES INC COM 45068B10 2220 27247 SH SHARED 02 25462 1785 D ITT EDUCATIONAL SERVICES INC COM 45068B10 220 2700 SH SHARED 10 2100 600 D I-TRAX INC COM NEW 45069D20 3 828 SH SHARED 828 D IVAX DIAGNOSTICS INC COM 45070W10 1 1000 SH SHARED 01 1000 D IXIA COM 45071R10 900 96864 SH SHARED 96864 D IXIA COM 45071R10 1199 128983 SH SHARED 10 128983 D IBASIS INC COM NEW 45073220 8 761 SH SHARED 761 D IBASIS INC COM NEW 45073220 75 6862 SH SHARED 02 1862 5000 D IBERIABANK CORP COM 45082810 14 264 SH SHARED 264 D IBERIABANK CORP COM 45082810 11 200 SH SHARED 01 200 D IBERIABANK CORP COM 45082810 912 16400 SH SHARED 10 16400 D ITT CORP NEW COM 45091110 30750 509796 SH SHARED 505796 4000 D ITT CORP NEW COM 45091110 1841 30534 SH SHARED 01 30534 D ITT CORP NEW COM 45091110 184 3062 SH SHR/OTHR 01 3062 D ITT CORP NEW COM 45091110 1742 28891 SH SHARED 02 25979 2912 D ITT CORP NEW COM 45091110 295573 4900090 SH SHARED 04 4900090 D ITT CORP NEW COM 45091110 29263 485140 SH SHARED 05 485140 D ITT CORP NEW COM 45091110 3858 63960 SH SHARED 06 62300 1660 D ITT CORP NEW COM 45091110 4679 77586 SH SHARED 10 76986 600 D ITT CORP NEW COM 45091110 1707 28300 SH SHARED 14 28300 D ITT CORP NEW COM 45091110 5428 90000 SH SHARED 16 90000 D ITT CORP NEW COM 45091110 120 2000 SH SHARED 20 2000 D ITT CORP NEW COM 45091110 60 1000 SH SHR/OTHR 23 1000 D IAMGOLD CORP COM 45091310 5193 674533 SH SHARED 674533 D IAMGOLD CORP COM 45091310 13 1750 SH SHARED 01 1750 D IAMGOLD CORP COM 45091310 2068 268600 SH SHARED 04 268600 D IAMGOLD CORP COM 45091310 35716 4638500 SH SHARED 10 4638500 D ICON PUB LTD CO SPONSORED ADR 45103T10 221 5200 SH SHARED 5200 D ICON PUB LTD CO SPONSORED ADR 45103T10 9712 228000 SH SHARED 10 228000 D ICICI BK LTD ADR 45104G10 3384 92085 SH SHARED 92085 D ICICI BK LTD ADR 45104G10 40 1100 SH SHARED 01 1100 D ICICI BK LTD ADR 45104G10 791 21550 SH SHARED 02 21550 D ICICI BK LTD ADR 45104G10 6732 183200 SH SHARED 04 183200 D ICICI BK LTD ADR 45104G10 1580 43000 SH SHARED 05 43000 D ICICI BK LTD ADR 45104G10 18 500 SH SHARED 10 500 D ICAGEN INC COM 45104P10 1 1013 SH SHARED 1013 D ICONIX BRAND GROUP INC COM 45105510 27 1363 SH SHARED 1363 D IDACORP INC COM 45110710 143 4251 SH SHARED 4251 D IDACORP INC COM 45110710 636 18800 SH SHARED 01 18800 D IDACORP INC COM 45110710 265 7831 SH SHARED 02 5331 2500 D IDACORP INC COM 45110710 22699 670800 SH SHARED 10 604000 66800 D IDAHO GEN MINES INC COM 45127230 3 827 SH SHARED 827 D IDENIX PHARMACEUTICALS INC COM 45166R20 3 500 SH SHARED 500 D IDENIX PHARMACEUTICALS INC COM 45166R20 11 1593 SH SHARED 02 1593 D IDENIX PHARMACEUTICALS INC COM 45166R20 137 18801 SH SHARED 10 18801 D IDEARC INC COM 45166310 13417 382275 SH SHARED 381110 1165 D IDEARC INC COM 45166310 754 21496 SH SHARED 01 342 21154 D IDEARC INC COM 45166310 55 1579 SH SHR/OTHR 01 1579 D IDEARC INC COM 45166310 604 17209 SH SHARED 02 12469 4740 D IDEARC INC COM 45166310 630 17952 SH SHARED 04 17952 D IDEARC INC COM 45166310 2 59 SH SHARED 05 59 D IDEARC INC COM 45166310 171 4900 SH SHARED 06 3636 1264 D IDEARC INC COM 45166310 13419 382322 SH SHARED 10 321145 61177 D IDEARC INC COM 45166310 26 752 SH SHARED 14 752 D IDEARC INC COM 45166310 19 562 SH SHARED 20 562 D IDEARC INC COM 45166310 4 129 SH SHR/OTHR 20 129 D IDEARC INC COM 45166310 0 7 SH SHR/OTHR 21 7 D IDEARC INC COM 45166310 22 633 SH SHARED 22 380 253 D IDEARC INC COM 45166310 4 124 SH SHR/OTHR 22 124 D IDEARC INC COM 45166310 60 1721 SH SHARED 23 1291 430 D IDEARC INC COM 45166310 168 4799 SH SHR/OTHR 23 4799 D IDEX CORP COM 45167R10 130 2563 SH SHARED 2563 D IDEX CORP COM 45167R10 6092 119740 SH SHARED 01 82670 37070 D IDEX CORP COM 45167R10 66 1300 SH SHR/OTHR 01 1300 D IDEX CORP COM 45167R10 182 3588 SH SHARED 02 588 3000 D IDEX CORP COM 45167R10 338 6645 SH SHARED 10 1000 5645 D IDEX CORP COM 45167R10 507 9970 SH SHARED 20 3095 6875 D IDEX CORP COM 45167R10 107 2120 SH SHARED 21 900 1220 D IDEX CORP COM 45167R10 179 3533 SH SHARED 22 3258 275 D IDEX CORP COM 45167R10 25 500 SH SHR/OTHR 22 500 D IDEX CORP COM 45167R10 401 7895 SH SHARED 23 7520 375 D IDEX CORP COM 45167R10 30 595 SH SHR/OTHR 23 595 D IDEXX LABS INC COM 45168D10 521 5948 SH SHARED 5948 D IDEXX LABS INC COM 45168D10 34 391 SH SHARED 02 391 D IDEXX LABS INC COM 45168D10 13319 152000 SH SHARED 10 152000 D IDEXX LABS INC COM 45168D10 508 5800 SH SHR/OTHR 21 5800 D IDERA PHARMACEUTICALS INC COM NEW 45168K30 3 370 SH SHARED 370 D IGATE CORP COM 45169U10 7 918 SH SHARED 918 D IGATE CORP COM 45169U10 17 2112 SH SHARED 02 2112 D IKON OFFICE SOLUTIONS INC COM 45171310 503 35071 SH SHARED 35071 D IKON OFFICE SOLUTIONS INC COM 45171310 821 57200 SH SHARED 01 57200 D IKON OFFICE SOLUTIONS INC COM 45171310 11 827 SH SHARED 02 827 D IKON OFFICE SOLUTIONS INC COM 45171310 1128 78500 SH SHARED 10 51700 26800 D IKANOS COMMUNICATIONS COM 45173E10 4 526 SH SHARED 526 D IKANOS COMMUNICATIONS COM 45173E10 10 1330 SH SHARED 01 1330 D IKANOS COMMUNICATIONS COM 45173E10 0 100 SH SHARED 02 100 D IHS INC CL A 45173410 30 737 SH SHARED 737 D IHS INC CL A 45173410 12 300 SH SHARED 01 300 D IHS INC CL A 45173410 4929 119900 SH SHARED 10 100000 19900 D ILLINOIS TOOL WKS INC COM 45230810 64281 1245767 SH SHARED 909867 335900 D ILLINOIS TOOL WKS INC COM 45230810 6130 118813 SH SHARED 01 7684 111129 D ILLINOIS TOOL WKS INC COM 45230810 370 7174 SH SHR/OTHR 01 7174 D ILLINOIS TOOL WKS INC COM 45230810 2943 57037 SH SHARED 02 53137 3900 D ILLINOIS TOOL WKS INC COM 45230810 10 200 SH SHARED 05 200 D ILLINOIS TOOL WKS INC COM 45230810 2422 46940 SH SHARED 06 42150 4790 D ILLINOIS TOOL WKS INC COM 45230810 66639 1291456 SH SHARED 10 1019106 272350 D ILLINOIS TOOL WKS INC COM 45230810 596 11560 SH SHR/OTHR 10 11560 D ILLINOIS TOOL WKS INC COM 45230810 906 17576 SH SHARED 14 17576 D ILLINOIS TOOL WKS INC COM 45230810 3512 68080 SH SHARED 20 6060 62020 D ILLINOIS TOOL WKS INC COM 45230810 815 15800 SH SHR/OTHR 20 15800 D ILLINOIS TOOL WKS INC COM 45230810 599 11610 SH SHARED 21 11610 D ILLINOIS TOOL WKS INC COM 45230810 41 800 SH SHR/OTHR 21 800 D ILLINOIS TOOL WKS INC COM 45230810 477 9255 SH SHARED 22 4675 4580 D ILLINOIS TOOL WKS INC COM 45230810 285 5540 SH SHR/OTHR 22 5540 D ILLINOIS TOOL WKS INC COM 45230810 2368 45910 SH SHARED 23 45020 890 D ILLINOIS TOOL WKS INC COM 45230810 558 10822 SH SHR/OTHR 23 10822 D ILLUMINA INC COM 45232710 4473 152696 SH SHARED 152696 D ILLUMINA INC COM 45232710 213 7300 SH SHARED 01 7300 D ILLUMINA INC COM 45232710 4144 141436 SH SHARED 02 141436 D ILLUMINA INC COM 45232710 9719 331718 SH SHARED 10 222518 109200 D IMAGE ENTMT INC COM NEW 45243920 1 386 SH SHARED 386 D IMAGE SENSING SYS INC COM 45244C10 1 76 SH SHARED 76 D IMATION CORP COM 45245A10 4775 118257 SH SHARED 118257 D IMATION CORP COM 45245A10 2735 67740 SH SHARED 01 55400 12340 D IMATION CORP COM 45245A10 1413 35000 SH SHR/OTHR 01 35000 D IMATION CORP COM 45245A10 152 3770 SH SHARED 02 3770 D IMATION CORP COM 45245A10 1590 39400 SH SHARED 10 15200 24200 D IMAGEWARE SYS INC COM 45245S10 0 337 SH SHARED 337 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 10657 11497000 PRN SHARED 11497000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 12417 13395000 PRN SHARED 02 13395000 D IMCLONE SYS INC COM 45245W10 8377 205493 SH SHARED 205493 D IMCLONE SYS INC COM 45245W10 362 8900 SH SHARED 01 8900 D IMCLONE SYS INC COM 45245W10 64 1578 SH SHARED 02 1543 35 D IMCLONE SYS INC COM 45245W10 26908 660000 SH SHARED 04 660000 D IMCLONE SYS INC COM 45245W10 16 400 SH SHARED 10 400 D IMCLONE SYS INC COM 45245W10 1153 28300 SH SHARED 14 28300 D IMCLONE SYS INC COM 45245W10 3873 95000 SH SHARED 16 95000 D IMERGENT INC COM 45247Q10 5 286 SH SHARED 286 D IMERGENT INC COM 45247Q10 13 698 SH SHARED 02 698 D IMMTECH PHARMACEUTICALS INC COM 45251910 195 33917 SH SHARED 33917 D IMMERSION CORP COM 45252110 5 605 SH SHARED 605 D IMMERSION CORP COM 45252110 10 1200 SH SHARED 02 1200 D IMMUCOR INC COM 45252610 50 1714 SH SHARED 1714 D IMMUCOR INC COM 45252610 17 597 SH SHARED 02 597 D IMMUCOR INC COM 45252610 3011 102334 SH SHARED 10 102334 D IMMUNOGEN INC COM 45253H10 4 920 SH SHARED 920 D IMMUNOGEN INC COM 45253H10 3 829 SH SHARED 02 829 D IMPAC MTG HLDGS INC COM 45254P10 1972 394532 SH SHARED 394532 D IMPAC MTG HLDGS INC COM 45254P10 824 164800 SH SHARED 01 140000 24800 D IMPAC MTG HLDGS INC COM 45254P10 700 140000 SH SHR/OTHR 01 140000 D IMPAC MTG HLDGS INC COM 45254P10 67 13434 SH SHARED 02 12854 580 D IMPAC MTG HLDGS INC COM 45254P10 10314 2062800 SH SHARED 10 2028300 34500 D IMMUNICON CORP DEL COM 45260A10 1 582 SH SHARED 582 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 1200 30500 SH SHARED 30500 D IMMUNOMEDICS INC COM 45290710 4088 892588 SH SHARED 892588 D IMMUNOMEDICS INC COM 45290710 30 6554 SH SHARED 02 6554 D IMPERIAL OIL LTD COM NEW 45303840 1584 42687 SH SHARED 41087 1600 D IMPERIAL OIL LTD COM NEW 45303840 192 5186 SH SHARED 01 5186 D IMPERIAL OIL LTD COM NEW 45303840 6010 161931 SH SHARED 02 161931 D IMPERIAL OIL LTD COM NEW 45303840 11 300 SH SHARED 05 300 D IMPERIAL OIL LTD COM NEW 45303840 144 3901 SH SHARED 06 1501 2400 D IMPERIAL OIL LTD COM NEW 45303840 7333 197560 SH SHARED 10 24600 172960 D IMPERIAL OIL LTD COM NEW 45303840 1227 33075 SH SHR/OTHR 10 33075 D IMPERIAL OIL LTD COM NEW 45303840 330 8900 SH SHARED 14 8900 D IMPERIAL OIL LTD COM NEW 45303840 33 900 SH SHARED 19 900 D IMPERIAL OIL LTD COM NEW 45303840 593 16000 SH SHR/OTHR 20 16000 D IMPERIAL OIL LTD COM NEW 45303840 20 553 SH SHARED 21 553 D IMPERIAL SUGAR CO NEW COM NEW 45309620 2309 68890 SH SHARED 68890 D IMPERIAL SUGAR CO NEW COM NEW 45309620 164 4900 SH SHARED 01 4900 D IMPERIAL SUGAR CO NEW COM NEW 45309620 3353 100000 SH SHARED 10 100000 D IMPERIAL SUGAR CO NEW COM NEW 45309620 46 1391 SH SHR/OTHR 23 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 768 8561 SH SHARED 8561 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 66358 739450 SH SHARED 10 739450 D INCYTE CORP COM 45337C10 5065 768644 SH SHARED 768644 D INCYTE CORP COM 45337C10 19 3000 SH SHR/OTHR 01 3000 D INCYTE CORP COM 45337C10 40 6129 SH SHARED 02 4929 1200 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 844 39011 SH SHARED 39011 D INDEPENDENT BANK CORP MASS COM 45383610 12 386 SH SHARED 386 D INDEPENDENT BANK CORP MASS COM 45383610 411 12500 SH SHARED 10 12500 D INDEPENDENT BANK CORP MICH COM 45383810 10 531 SH SHARED 531 D INDEPENDENT BANK CORP MICH COM 45383810 70 3444 SH SHARED 02 3444 D INDEVUS PHARMACEUTICALS INC COM 45407210 2191 309915 SH SHARED 309915 D INDEVUS PHARMACEUTICALS INC COM 45407210 8 1228 SH SHARED 02 1228 D INDIA GLOBALIZATION CAP INC COM 45408X10 442 75800 SH SHARED 75800 D INDIA FD INC COM 45408910 542 14233 SH SHARED 02 14233 D INDIA FD INC COM 45408910 38 1013 SH SHR/OTHR 23 1013 D INDUSTRIAL DISTR GROUP INC COM 45606110 2 218 SH SHARED 218 D INDYMAC BANCORP INC COM 45660710 8990 280504 SH SHARED 218504 62000 D INDYMAC BANCORP INC COM 45660710 1217 38000 SH SHARED 01 38000 D INDYMAC BANCORP INC COM 45660710 270 8452 SH SHARED 02 8152 300 D INDYMAC BANCORP INC COM 45660710 608 19000 SH SHARED 06 19000 D INDYMAC BANCORP INC COM 45660710 38982 1216300 SH SHARED 10 128200 612400 475700 D INDYMAC BANCORP INC COM 45660710 397 12400 SH SHARED 14 12400 D INERGY HLDGS L P COM 45661Q10 11 245 SH SHARED 245 D INERGY L P UNIT LTD PTNR 45661510 15709 480714 SH SHARED 480714 D INERGY L P UNIT LTD PTNR 45661510 1099 33655 SH SHARED 02 33655 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 351 22600 SH SHARED 22600 D INFINITY ENERGY RESOURCES IN COM PAR .0001 45663L40 1 410 SH SHARED 410 D INFOCROSSING INC COM 45664X10 7 497 SH SHARED 497 D INFOCROSSING INC COM 45664X10 2 200 SH SHARED 02 200 D INFOCUS CORP COM 45665B10 2173 776287 SH SHARED 776287 D INFINITY PHARMACEUTICALS INC COM 45665G30 1 157 SH SHARED 157 D INFINITY PHARMACEUTICALS INC COM 45665G30 12 1000 SH SHARED 02 1000 D INFINITY PPTY & CAS CORP COM 45665Q10 18642 397838 SH SHARED 397838 D INFINITY PPTY & CAS CORP COM 45665Q10 470 10051 SH SHARED 02 10051 D INFINITY PPTY & CAS CORP COM 45665Q10 472 10081 SH SHARED 10 1681 8400 D INFORMATICA CORP NOTE 3.000% 3/1 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COM 45678410 0 185 SH SHARED 185 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 371 7400 SH SHARED 7400 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 42174 839299 SH SHARED 839299 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 693 13800 SH SHARED 01 11100 2700 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 7391 147100 SH SHARED 02 146900 200 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 2417 48100 SH SHARED 04 48100 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 30 600 SH SHARED 06 600 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 5888 117175 SH SHARED 10 83775 33400 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 145 2900 SH SHARED 15 2900 D INFOUSA INC NEW COM 45681830 8 857 SH SHARED 857 D INFOUSA INC NEW COM 45681830 405 42100 SH SHARED 01 42100 D INFOUSA INC NEW COM 45681830 50 5300 SH SHARED 02 5300 D INFOUSA INC NEW COM 45681830 702 73000 SH SHARED 10 73000 D ING GROEP N V SPONSORED ADR 45683710 1181 27900 SH SHARED 27900 D ING GROEP N V SPONSORED ADR 45683710 21 500 SH SHARED 01 500 D ING GROEP N V SPONSORED ADR 45683710 107 2528 SH SHARED 02 2528 D ING GROEP N V SPONSORED ADR 45683710 50 1200 SH SHR/OTHR 20 1200 D ING GLOBAL EQTY DIV & PREM O COM 45684E10 79 3800 SH SHARED 02 3800 D INFRASOURCE SVCS INC COM 45684P10 2319 75983 SH SHARED 75983 D INFRASOURCE SVCS INC COM 45684P10 443 14518 SH SHARED 02 14518 D INGLES MKTS INC CL A 45703010 12 297 SH SHARED 297 D INGLES MKTS INC CL A 45703010 16 400 SH SHARED 10 400 D INGRAM MICRO INC CL A 45715310 7944 411437 SH SHARED 411437 D INGRAM MICRO INC CL A 45715310 4176 216285 SH SHARED 01 166340 49945 D INGRAM MICRO INC CL A 45715310 363 18819 SH SHARED 02 18819 D INGRAM MICRO INC CL A 45715310 7 400 SH SHARED 10 400 D INGRAM MICRO INC CL A 45715310 21 1090 SH SHARED 20 1090 D INHIBITEX INC COM 45719T10 679 414369 SH SHARED 414369 D INHIBITEX INC COM 45719T10 0 595 SH SHARED 02 595 D INHALE THERAPEUTIC SYS INC NOTE 3.500%10/1 457191AH 461 470000 PRN SHARED 02 470000 D INLAND REAL ESTATE CORP COM NEW 45746120 6481 353410 SH SHARED 353410 D INLAND REAL ESTATE CORP COM NEW 45746120 161 8800 SH SHARED 01 8800 D INLAND REAL ESTATE CORP COM NEW 45746120 1176 64173 SH SHARED 02 58173 6000 D INLAND REAL ESTATE CORP COM NEW 45746120 682 37200 SH SHARED 10 37200 D INLAND REAL ESTATE CORP COM NEW 45746120 29211 1592800 SH SHARED 11 1592800 D INNKEEPERS USA TR COM 4576J010 1546 95002 SH SHARED 95002 D INNKEEPERS USA TR COM 4576J010 26009 1597642 SH SHARED 11 1597642 D INNODATA ISOGEN INC COM NEW 45764220 1 537 SH SHARED 537 D INNOVEX INC COM 45764710 0 478 SH SHARED 478 D INSIGHT ENTERPRISES INC COM 45765U10 2886 160522 SH SHARED 160522 D INSIGHT ENTERPRISES INC COM 45765U10 809 45000 SH SHARED 01 45000 D INSIGHT ENTERPRISES INC COM 45765U10 23 1285 SH SHARED 02 1285 D INSIGHT ENTERPRISES INC COM 45765U10 859 47800 SH SHARED 10 29500 18300 D INSIGNIA SYS INC COM 45765Y10 1 342 SH SHARED 342 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 656 200000 PRN SHARED 02 200000 D INPUT/OUTPUT INC COM 45765210 4610 334599 SH SHARED 334599 D INPUT/OUTPUT INC COM 45765210 95 6963 SH SHARED 02 6963 D INSITE VISION INC COM 45766010 2 2014 SH SHARED 2014 D INSITUFORM TECHNOLOGIES INC CL A 45766710 14 696 SH SHARED 696 D INSITUFORM TECHNOLOGIES INC CL A 45766710 12 579 SH SHARED 02 79 500 D INSITUFORM TECHNOLOGIES INC CL A 45766710 9251 445000 SH SHARED 04 445000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 6756 325000 SH SHARED 05 325000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 12318 592500 SH SHARED 10 578800 13700 D INSMED INC COM NEW 45766920 2 2474 SH SHARED 2474 D INNOSPEC INC COM 45768S10 103 1800 SH SHARED 01 1800 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 6 263 SH SHARED 263 D INPHONIC INC COM 45772G10 21001 1926721 SH SHARED 1926721 D INPHONIC INC COM 45772G10 79 7300 SH SHARED 01 7300 D INPHONIC INC COM 45772G10 547 50200 SH SHARED 02 50200 D INOVIO BIOMEDICAL CORP COM 45773H10 78 24301 SH SHARED 801 23500 D INNERWORKINGS INC COM 45773Y10 8 689 SH SHARED 689 D INSPIRE PHARMACEUTICALS INC COM 45773310 1118 196283 SH SHARED 196283 D INSPIRE PHARMACEUTICALS INC COM 45773310 105 18541 SH SHARED 02 3791 14750 D INSPIRE PHARMACEUTICALS INC COM 45773310 2 415 SH SHARED 06 415 D INNOPHOS HOLDINGS INC COM 45774N10 2727 157730 SH SHARED 157730 D INNOPHOS HOLDINGS INC COM 45774N10 13 768 SH SHARED 02 768 D INSTEEL INDUSTRIES INC COM 45774W10 7 422 SH SHARED 422 D INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AD 39643 29000000 PRN SHARED 29000000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 22 485 SH SHARED 485 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 154 3400 SH SHARED 01 3400 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 193 4237 SH SHARED 02 4237 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2994 65700 SH SHARED 10 65700 D INSURE COM INC COM 45807N10 0 104 SH SHARED 104 D INSURED MUN INCOME FD COM 45809F10 1 89 SH SHARED 89 D INSURED MUN INCOME FD COM 45809F10 458 34000 SH SHARED 10 34000 D INTEGRAL SYS INC MD COM 45810H10 6 282 SH SHARED 282 D INTEGRAMED AMER INC COM NEW 45810N30 2 136 SH SHARED 136 D INTEGRATED ELECTRICAL SVC COM 45811E30 536 21714 SH SHARED 21714 D INTEGRATED ELECTRICAL SVC COM 45811E30 964 39000 SH SHARED 01 39000 D INTEGRATED ELECTRICAL SVC COM 45811E30 838 33900 SH SHR/OTHR 01 33900 D INTAC INTL COM 45811T10 13163 1859243 SH SHARED 04 1859243 D INTAC INTL COM 45811T10 1570 221880 SH SHARED 06 121000 100880 D INTEGRATED BIOPHARMA INC COM 45811V10 1 166 SH SHARED 166 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 4088 265149 SH SHARED 265149 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1641 106470 SH SHARED 01 46600 59870 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 360 23347 SH SHARED 02 23237 110 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 2077 134704 SH SHARED 10 115194 19510 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1730 112200 SH SHARED 14 112200 D INTEGRATED SILICON SOLUTION COM 45812P10 59 10651 SH SHARED 10651 D INTEGRATED SILICON SOLUTION COM 45812P10 0 100 SH SHARED 02 100 D INTEGRA BK CORP COM 45814P10 121 5448 SH SHARED 5448 D INTEL CORP SDCV 2.950%12/1 458140AD 192 222000 PRN SHARED 02 222000 D INTEL CORP SDCV 2.950%12/1 458140AD 32610 37700000 PRN SHARED 04 37700000 D INTEL CORP SDCV 2.950%12/1 458140AD 3641 4210000 PRN SHARED 06 4210000 D INTEL CORP COM 45814010 1713 89550 SH SHARED 87150 2400 D INTEL CORP COM 45814010 1659663 86757102 SH SHARED 86490147 266955 D INTEL CORP COM 45814010 38249 1999463 SH SHARED 01 691368 1308095 D INTEL CORP COM 45814010 1979 103502 SH SHR/OTHR 01 103502 D INTEL CORP COM 45814010 65533 3425673 SH SHARED 02 3251642 174031 D INTEL CORP COM 45814010 114367 5978425 SH SHARED 04 5975425 3000 D INTEL CORP COM 45814010 45 2370 SH SHARED 05 2370 D INTEL CORP COM 45814010 19266 1007154 SH SHARED 06 599737 407417 D INTEL CORP COM 45814010 204852 10708416 SH SHARED 10 7808480 1614140 1285796 D INTEL CORP COM 45814010 1317 68850 SH SHR/OTHR 10 68850 D INTEL CORP COM 45814010 4227 220982 SH SHARED 14 35000 185982 D INTEL CORP COM 45814010 3222 168458 SH SHARED 15 168458 D INTEL CORP COM 45814010 247 12950 SH SHARED 19 12950 D INTEL CORP COM 45814010 11529 602683 SH SHARED 20 100085 502598 D INTEL CORP COM 45814010 2668 139476 SH SHR/OTHR 20 139476 D INTEL CORP COM 45814010 1213 63414 SH SHARED 21 63414 D INTEL CORP COM 45814010 90 4727 SH SHR/OTHR 21 4727 D INTEL CORP COM 45814010 1760 92024 SH SHARED 22 70862 21162 D INTEL CORP COM 45814010 598 31285 SH SHR/OTHR 22 31285 D INTEL CORP COM 45814010 5457 285265 SH SHARED 23 258265 27000 D INTEL CORP COM 45814010 8748 457330 SH SHR/OTHR 23 457330 D INTEL CORP COM 45814010 569 29792 SH SHARED 24 29792 D INTELLI-CHECK INC COM 45817G10 2 280 SH SHARED 280 D INTEGRITY BANCSHARES INC COM 45818G10 3 320 SH SHARED 320 D INTEGRYS ENERGY GROUP INC COM 45822P10 9630 173486 SH SHARED 173486 D INTEGRYS ENERGY GROUP INC COM 45822P10 425 7667 SH SHARED 01 7667 D INTEGRYS ENERGY GROUP INC COM 45822P10 164 2970 SH SHR/OTHR 01 2970 D INTEGRYS ENERGY GROUP INC COM 45822P10 1396 25160 SH SHARED 02 23540 1620 D INTEGRYS ENERGY GROUP INC COM 45822P10 309 5568 SH SHARED 06 5568 D INTEGRYS ENERGY GROUP INC COM 45822P10 26083 469895 SH SHARED 10 466513 3382 D INTEGRYS ENERGY GROUP INC COM 45822P10 16 300 SH SHARED 20 300 D INTEGRYS ENERGY GROUP INC COM 45822P10 97 1750 SH SHARED 21 1750 D INTEGRYS ENERGY GROUP INC COM 45822P10 68 1237 SH SHR/OTHR 23 1237 D INTER PARFUMS INC COM 45833410 18 888 SH SHARED 888 D INTER TEL INC COM 45837210 466 19739 SH SHARED 19739 D INTER TEL INC COM 45837210 26 1130 SH SHARED 01 130 1000 D INTER TEL INC COM 45837210 45 1931 SH SHARED 02 1931 D INTERACTIVE INTELLIGENCE INC COM 45839M10 3 200 SH SHARED 200 D INTERACTIVE INTELLIGENCE INC COM 45839M10 12 807 SH SHARED 02 807 D INTERACTIVE DATA CORP COM 45840J10 13694 553315 SH SHARED 553315 D INTERACTIVE DATA CORP COM 45840J10 64 2600 SH SHARED 01 2600 D INTERACTIVE DATA CORP COM 45840J10 269 10900 SH SHARED 10 10900 D INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW 45857P20 990 40054 SH SHARED 40054 D INTERCONTINENTALEXCHANGE INC COM 45865V10 2369 19388 SH SHARED 19388 D INTERCONTINENTALEXCHANGE INC COM 45865V10 513 4200 SH SHARED 01 4200 D INTERCONTINENTALEXCHANGE INC COM 45865V10 148 1218 SH SHARED 02 1218 D INTERCONTINENTALEXCHANGE INC COM 45865V10 1955 16000 SH SHARED 10 15600 400 D INTERDIGITAL COMMUNICATIONS COM 45866A10 41 1325 SH SHARED 1325 D INTERDIGITAL COMMUNICATIONS COM 45866A10 513 16200 SH SHARED 01 16200 D INTERDIGITAL COMMUNICATIONS COM 45866A10 5031 158877 SH SHARED 10 19177 139700 D INTERFACE INC CL A 45866510 5960 372746 SH SHARED 372746 D INTERFACE INC CL A 45866510 2 151 SH SHARED 02 151 D INTERFACE INC CL A 45866510 564 35303 SH SHARED 10 35303 D INTERGROUP CORP COM 45868510 59 3015 SH SHARED 20 3015 D INTERLEUKIN GENETICS INC COM 45873810 2 495 SH SHARED 495 D INTERLINE BRANDS INC COM 45874310 16 741 SH SHARED 741 D INTERLINE BRANDS INC COM 45874310 6 300 SH SHARED 10 300 D INTERMEC INC COM 45878610 165 7429 SH SHARED 7429 D INTERMEC INC COM 45878610 422 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45920010 9426 100000 SH SHARED 16 100000 D INTERNATIONAL BUSINESS MACHS COM 45920010 3684 39088 SH SHARED 20 5347 33741 D INTERNATIONAL BUSINESS MACHS COM 45920010 2066 21920 SH SHR/OTHR 20 21920 D INTERNATIONAL BUSINESS MACHS COM 45920010 573 6089 SH SHARED 21 6089 D INTERNATIONAL BUSINESS MACHS COM 45920010 416 4420 SH SHR/OTHR 21 4420 D INTERNATIONAL BUSINESS MACHS COM 45920010 845 8975 SH SHARED 22 5975 3000 D INTERNATIONAL BUSINESS MACHS COM 45920010 825 8760 SH SHR/OTHR 22 8760 D INTERNATIONAL BUSINESS MACHS COM 45920010 13185 139883 SH SHARED 23 132183 7700 D INTERNATIONAL BUSINESS MACHS COM 45920010 29089 308612 SH SHR/OTHR 23 308612 D INTERNATIONAL BUSINESS MACHS COM 45920010 74 791 SH SHARED 24 791 D INTERNATIONAL COAL GRP INC N COM 45928H10 6868 1308345 SH SHARED 1308345 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2267 48027 SH SHARED 48027 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 3756 79547 SH SHARED 01 79547 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 640 13559 SH 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GAME TECHNOLOG COM 45990210 60 1505 SH SHARED 20 310 1195 D INTERNATIONAL GAME TECHNOLOG COM 45990210 87 2170 SH SHR/OTHR 20 2170 D INTERNATIONAL GAME TECHNOLOG COM 45990210 72 1800 SH SHARED 23 1600 200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 329 8150 SH SHR/OTHR 23 8150 D INTL PAPER CO COM 46014610 121129 3327725 SH SHARED 3311725 16000 D INTL PAPER CO COM 46014610 3941 108278 SH SHARED 01 23200 85078 D INTL PAPER CO COM 46014610 628 17263 SH SHR/OTHR 01 17263 D INTL PAPER CO COM 46014610 2647 72737 SH SHARED 02 72172 565 D INTL PAPER CO COM 46014610 5 158 SH SHARED 05 158 D INTL PAPER CO COM 46014610 11368 312320 SH SHARED 06 308200 4120 D INTL PAPER CO COM 46014610 86021 2363226 SH SHARED 10 431576 1123700 807950 D INTL PAPER CO COM 46014610 52 1431 SH SHARED 14 1431 D INTL PAPER CO COM 46014610 305 8382 SH SHARED 23 8382 D INTL PAPER CO COM 46014610 617 16960 SH SHR/OTHR 23 16960 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 993 1000000 PRN SHARED 1000000 D INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE 9930 10000000 PRN SHARED 02 10000000 D INTERNATIONAL RECTIFIER CORP COM 46025410 1760 46072 SH SHARED 46072 D INTERNATIONAL RECTIFIER CORP COM 46025410 1234 32300 SH SHARED 01 32300 D INTERNATIONAL RECTIFIER CORP COM 46025410 1079 28254 SH SHARED 02 28254 D INTERNATIONAL RECTIFIER CORP COM 46025410 1008 26400 SH SHARED 10 26100 300 D INTL SECS EXCHANGE HLDGS INC CL A 46031W20 44605 914048 SH SHARED 914048 D INTL SECS EXCHANGE HLDGS INC CL A 46031W20 151 3100 SH SHARED 01 3100 D INTL SECS EXCHANGE HLDGS INC CL A 46031W20 3599 73766 SH SHARED 02 73766 D INTL SECS EXCHANGE HLDGS INC CL A 46031W20 200 4100 SH SHARED 10 4100 D INTERNATIONAL SHIPHOLDING CO COM NEW 46032120 1 98 SH SHARED 98 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 423 8193 SH SHARED 8193 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 1230 23800 SH SHARED 01 14000 9800 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 312 6039 SH SHARED 02 3889 2150 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 50 970 SH SHARED 10 970 D INTERPHARM HLDGS INC COM 46058810 0 559 SH SHARED 559 D INTERNET CAP GROUP INC COM NEW 46059C20 10 1004 SH SHARED 1004 D INTERNET CAP GROUP INC COM NEW 46059C20 0 15 SH SHARED 02 15 D INTERNET COMM CORP CL A 46059F10 1 560 SH SHARED 560 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 3896 393600 SH SHARED 393600 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 167 3000 SH SHARED 02 3000 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 1015 18200 SH SHARED 15 18200 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 384 6900 SH SHARED 19 6900 D INTERPHASE CORP COM 46059310 1 150 SH SHARED 150 D INTERPOOL INC COM 46062R10 7 307 SH SHARED 307 D INTERPOOL INC COM 46062R10 36 1500 SH SHARED 01 1500 D INTERPOOL INC COM 46062R10 0 8 SH SHARED 02 8 D INTERSIL CORP CL A 46069S10 6823 257598 SH SHARED 257598 D INTERSIL CORP CL A 46069S10 2188 82600 SH SHARED 01 28400 54200 D INTERSIL CORP CL A 46069S10 1161 43845 SH SHARED 02 43845 D INTERSIL CORP CL A 46069S10 158 6000 SH SHARED 04 6000 D INTERSIL CORP CL A 46069S10 119 4500 SH SHARED 06 3500 1000 D INTERSIL CORP CL A 46069S10 17378 656040 SH SHARED 10 654540 1500 D INTERSIL CORP CL A 46069S10 64 2423 SH SHARED 14 2423 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 2427 2045000 PRN SHARED 2045000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 8680 7313000 PRN SHARED 02 7313000 D INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690AZ 24199 19500000 PRN SHARED 19500000 D INTERPUBLIC GROUP COS INC COM 46069010 11863 963737 SH SHARED 963737 D INTERPUBLIC GROUP COS INC COM 46069010 572 46524 SH SHARED 01 46524 D INTERPUBLIC GROUP COS INC COM 46069010 7284 591770 SH SHARED 02 482790 108980 D INTERPUBLIC GROUP COS INC COM 46069010 716 58200 SH SHARED 05 58200 D INTERPUBLIC GROUP COS INC COM 46069010 522 42460 SH SHARED 06 40400 2060 D INTERPUBLIC GROUP COS INC COM 46069010 2847 231334 SH SHARED 10 222992 8342 D INTERPUBLIC GROUP COS INC COM 46069010 12 1000 SH SHR/OTHR 22 1000 D INTERSTATE HOTELS & 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THERAPEUTICS INC COM 46119F10 3 893 SH SHARED 02 893 D INTUITIVE SURGICAL INC COM NEW 46120E60 547 4505 SH SHARED 4505 D INTUITIVE SURGICAL INC COM NEW 46120E60 1422 11700 SH SHARED 01 11700 D INTUITIVE SURGICAL INC COM NEW 46120E60 728 5996 SH SHARED 02 5121 875 D INTUITIVE SURGICAL INC COM NEW 46120E60 5850 48123 SH SHARED 10 47723 400 D INTUIT COM 46120210 9988 365059 SH SHARED 365059 D INTUIT COM 46120210 1661 60722 SH SHARED 01 21600 39122 D INTUIT COM 46120210 5608 204977 SH SHARED 02 202427 2550 D INTUIT COM 46120210 2161 79000 SH SHARED 04 79000 D INTUIT COM 46120210 5 200 SH SHARED 05 200 D INTUIT COM 46120210 1022 37370 SH SHARED 06 34050 3320 D INTUIT COM 46120210 4501 164536 SH SHARED 10 149636 14900 D INTUIT COM 46120210 12 458 SH SHARED 14 458 D INTUIT COM 46120210 205 7500 SH SHR/OTHR 21 7500 D INVACARE CORP COM 46120310 4066 233164 SH SHARED 233164 D INVACARE CORP COM 46120310 74 4300 SH SHARED 01 4300 D INVACARE CORP COM 46120310 310 17800 SH SHARED 10 9700 8100 D INVENTURE GROUP INC COM 46121410 1 385 SH SHARED 385 D INVENTIV HEALTH INC COM 46122E10 3122 81547 SH SHARED 81547 D INVENTIV HEALTH INC COM 46122E10 126 3300 SH SHARED 01 1150 2150 D INVENTIV HEALTH INC COM 46122E10 3 87 SH SHARED 02 87 D INVENTIV HEALTH INC COM 46122E10 24054 628210 SH SHARED 10 479710 148500 D INVERNESS MED INNOVATIONS IN COM 46126P10 44 1007 SH SHARED 1007 D INVERNESS MED INNOVATIONS IN COM 46126P10 232 5300 SH SHARED 01 5300 D INVERNESS MED INNOVATIONS IN COM 46126P10 21 500 SH SHARED 02 500 D INVERNESS MED INNOVATIONS IN COM 46126P10 507 11600 SH SHARED 10 1800 9800 D INVESTMENT GRADE MUN INCOME COM 46136810 0 34 SH SHARED 34 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 3774 96286 SH SHARED 96286 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 7 200 SH SHARED 01 200 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 73 1876 SH SHARED 02 996 880 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 221 5650 SH SHARED 06 5650 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 948 24200 SH SHARED 10 22100 2100 D INVESTOOLS INC COM 46145P10 15 1117 SH SHARED 1117 D INVESTOOLS INC COM 46145P10 456 32869 SH SHARED 01 32869 D INVESTOOLS INC COM 46145P10 47 3384 SH SHARED 02 3384 D INVESTORS BANCORP INC COM 46146P10 1 100 SH SHARED 02 100 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 12 1193 SH SHARED 1193 D INVESTORS TITLE CO COM 46180410 2 49 SH SHARED 49 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1572 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 34404 32094000 PRN SHARED 32094000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 2740 3076000 PRN SHARED 02 3076000 D INVITROGEN CORP NOTE 3.250% 6/1 46185RAM 1479 1500000 PRN SHARED 02 1500000 D INVITROGEN CORP COM 46185R10 114 1800 SH SHARED 1800 D INVITROGEN CORP COM 46185R10 4299 67551 SH SHARED 67551 D INVITROGEN CORP COM 46185R10 1744 27413 SH SHARED 01 13000 14413 D INVITROGEN CORP COM 46185R10 644 10127 SH SHARED 02 9127 1000 D INVITROGEN CORP COM 46185R10 89 1410 SH SHARED 06 1150 260 D INVITROGEN CORP COM 46185R10 6014 94488 SH SHARED 10 93888 600 D INX INC COM 46185W10 1 108 SH SHARED 108 D INVESTORS FINL SERVICES CORP COM 46191510 1496 25734 SH SHARED 25734 D INVESTORS FINL SERVICES CORP COM 46191510 1732 29800 SH SHARED 01 9500 20300 D INVESTORS FINL SERVICES CORP COM 46191510 600 10327 SH SHARED 02 7427 2900 D INVESTORS FINL SERVICES CORP COM 46191510 110 1900 SH SHARED 06 1500 400 D INVESTORS FINL SERVICES CORP COM 46191510 17 305 SH SHARED 10 105 200 D IOMAI CORP COM 46202P10 0 188 SH SHARED 188 D IOMEGA CORP COM NEW 46203030 4 1206 SH SHARED 1206 D ION MEDIA NETWORKS INC CL A 46205A10 1001 752872 SH SHARED 752872 D IONATRON INC COM 46207010 4 1025 SH SHARED 1025 D IOWA TELECOMM SERVICES INC COM 46259420 1106 55305 SH SHARED 55305 D IOWA TELECOMM SERVICES INC COM 46259420 10 500 SH SHARED 02 500 D IOWA TELECOMM SERVICES INC COM 46259420 27654 1382700 SH SHARED 10 1380500 2200 D IPASS INC COM 46261V10 7 1418 SH SHARED 1418 D IPASS INC COM 46261V10 35 7100 SH SHARED 02 100 7000 D IPSCO INC COM 46262210 206583 1572173 SH SHARED 1572173 D IPSCO INC COM 46262210 39 300 SH SHARED 01 300 D IPSCO INC COM 46262210 407 3100 SH SHARED 02 3100 D IPSCO INC COM 46262210 1472 11210 SH SHARED 06 10960 250 D IPSCO INC COM 46262210 9663 73543 SH SHARED 10 73143 400 D IPSCO INC COM 46262210 252 1925 SH SHARED 14 1925 D IPSCO INC COM 46262210 1080 8221 SH SHARED 24 8221 D IRIDEX CORP COM 46268410 1 176 SH SHARED 176 D IRIS INTL INC COM 46270W10 6 440 SH SHARED 440 D IROBOT CORP COM 46272610 3 292 SH SHARED 292 D IRON MTN INC COM 46284610 534 20451 SH SHARED 20451 D IRON MTN INC COM 46284610 52 2025 SH SHARED 01 2025 D IRON MTN INC COM 46284610 50 1919 SH SHARED 02 1919 D IRON MTN INC COM 46284610 97 3750 SH SHARED 06 3750 D IRON MTN INC COM 46284610 5284 202249 SH SHARED 10 200899 1350 D IRWIN FINL CORP COM 46411910 11 602 SH SHARED 602 D IRWIN FINL CORP COM 46411910 54 2900 SH SHARED 01 2900 D IRWIN FINL CORP COM 46411910 1 107 SH SHARED 02 107 D IRWIN FINL CORP COM 46411910 272 14600 SH SHARED 10 300 14300 D ISCO INTL INC COM 46426P10 0 100 SH SHARED 01 100 D ISHARES SILVER TRUST ISHARES 46428Q10 186 1400 SH SHARED 02 1400 D ISHARES SILVER TRUST ISHARES 46428Q10 8678 65000 SH SHARED 10 65000 D ISHARES SILVER TRUST ISHARES 46428Q10 255 1910 SH SHARED 20 1910 D ISHARES COMEX GOLD TR ISHARES 46428510 65 1000 SH SHR/OTHR 01 1000 D ISHARES COMEX GOLD TR ISHARES 46428510 827 12572 SH SHARED 02 12572 D ISHARES COMEX GOLD TR ISHARES 46428510 258 3930 SH SHARED 20 3930 D ISHARES INC MSCI AUSTRIA 46428620 171 4410 SH SHARED 02 4410 D ISHARES INC MSCI BRAZIL 46428640 4931 100200 SH SHARED 100200 D ISHARES INC MSCI BRAZIL 46428640 226 4610 SH SHARED 01 610 4000 D ISHARES INC MSCI BRAZIL 46428640 4135 84027 SH SHARED 02 56359 27668 D ISHARES INC MSCI BRAZIL 46428640 1673 34000 SH SHARED 06 34000 D ISHARES INC MSCI BRAZIL 46428640 1028 20900 SH SHARED 15 20900 D ISHARES INC MSCI BRAZIL 46428640 442 9000 SH SHARED 19 9000 D ISHARES INC MSCI CDA INDEX 46428650 376 14400 SH SHARED 14400 D ISHARES INC MSCI CDA INDEX 46428650 18349 701700 SH SHARED 02 700200 1500 D ISHARES INC MSCI EMU INDEX 46428660 1797 16600 SH SHARED 02 16600 D ISHARES INC MSCI EMU INDEX 46428660 46 430 SH SHR/OTHR 20 430 D ISHARES INC MSCI EMU INDEX 46428660 40 372 SH SHARED 23 372 D ISHARES INC MSCI PAC J IDX 46428666 102449 762553 SH SHARED 762553 D ISHARES INC MSCI PAC J IDX 46428666 2324 17305 SH SHARED 01 17305 D ISHARES INC MSCI PAC J IDX 46428666 105 786 SH SHARED 02 786 D ISHARES INC MSCI PAC J IDX 46428666 873 6500 SH SHARED 15 6500 D ISHARES INC MSCI PAC J IDX 46428666 403 3000 SH SHARED 19 3000 D ISHARES INC MSCI PAC J IDX 46428666 196 1465 SH SHR/OTHR 20 1465 D ISHARES INC MSCI PAC J IDX 46428666 26 200 SH SHR/OTHR 23 200 D ISHARES INC MSCI SINGAPORE 46428667 767 62057 SH SHARED 02 62057 D ISHARES INC MSCI SINGAPORE 46428667 66 5350 SH SHR/OTHR 20 5350 D ISHARES INC MSCI UTD KINGD 46428669 84 3525 SH SHARED 01 3525 D ISHARES INC MSCI UTD KINGD 46428669 41 1714 SH SHARED 23 1714 D ISHARES INC MSCI FRANCE 46428670 629 17900 SH SHARED 17900 D ISHARES INC MSCI FRANCE 46428670 30 860 SH SHARED 01 860 D ISHARES INC MSCI TAIWAN 46428673 2347 168404 SH SHARED 168404 D ISHARES INC MSCI TAIWAN 46428673 3945 283000 SH SHARED 01 283000 D ISHARES INC MSCI TAIWAN 46428673 8 600 SH SHARED 02 600 D ISHARES INC MSCI TAIWAN 46428673 319 22944 SH SHARED 04 22944 D ISHARES INC MSCI TAIWAN 46428673 10611 761200 SH SHARED 19 761200 D ISHARES INC MSCI SWITZERLD 46428674 20 810 SH SHARED 01 810 D ISHARES INC MSCI SWITZERLD 46428674 20 800 SH SHARED 23 800 D ISHARES INC MSCI SWEDEN 46428675 771 22998 SH SHARED 02 22998 D ISHARES INC MSCI SPAIN 46428676 707 12532 SH SHARED 02 12532 D ISHARES INC MSCI S KOREA 46428677 5764 113990 SH SHARED 113990 D ISHARES INC MSCI S KOREA 46428677 634 12551 SH SHARED 02 12251 300 D ISHARES INC MSCI S KOREA 46428677 864 17100 SH SHARED 15 17100 D ISHARES INC MSCI S KOREA 46428677 505 10000 SH SHARED 19 10000 D ISHARES INC MSCI S KOREA 46428677 434 8600 SH SHARED 21 8600 D ISHARES INC MSCI S KOREA 46428677 177 3500 SH SHR/OTHR 21 3500 D ISHARES INC MSCI S KOREA 46428677 25 500 SH SHR/OTHR 23 500 D ISHARES INC MSCI STH AFRCA 46428678 121 1000 SH SHARED 02 1000 D ISHARES INC MSCI STH AFRCA 46428678 1466 12075 SH SHARED 06 12075 D ISHARES INC MSCI GERMAN 46428680 31 1090 SH SHARED 01 1090 D ISHARES INC MSCI MEXICO 46428682 407 7500 SH SHARED 7500 D ISHARES INC MSCI MEXICO 46428682 703 12937 SH SHARED 02 107 12830 D ISHARES INC MSCI MALAYSIA 46428683 32 3000 SH SHARED 3000 D ISHARES INC MSCI JAPAN 46428684 665 45700 SH SHARED 45700 D ISHARES INC MSCI JAPAN 46428684 13157 903030 SH SHARED 01 651885 251145 D ISHARES INC MSCI JAPAN 46428684 23138 1588071 SH SHARED 02 1315500 272571 D ISHARES INC MSCI JAPAN 46428684 84 5787 SH SHARED 04 5787 D ISHARES INC MSCI JAPAN 46428684 1081 74213 SH SHARED 20 40090 34123 D ISHARES INC MSCI JAPAN 46428684 1076 73880 SH SHARED 21 73880 D ISHARES INC MSCI JAPAN 46428684 211 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 1043 71600 SH SHARED 23 71600 D ISHARES INC MSCI JAPAN 46428684 198 13640 SH SHR/OTHR 23 13640 D ISHARES INC MSCI ITALY 46428685 270 8000 SH SHARED 8000 D ISHARES INC MSCI ITALY 46428685 0 4 SH SHARED 02 4 D ISHARES INC MSCI HONG KONG 46428687 1728 107600 SH SHARED 107600 D ISHARES INC MSCI HONG KONG 46428687 36151 2251000 SH SHARED 02 2251000 D ISHARES INC MSCI HONG KONG 46428687 1279 79700 SH SHARED 15 79700 D ISHARES INC MSCI HONG KONG 46428687 515 32100 SH SHARED 19 32100 D ISHARES TR DJ SEL DIV INX 46428716 14 200 SH SHARED 200 D ISHARES TR DJ SEL DIV INX 46428716 1245 17438 SH SHARED 02 17438 D ISHARES TR DJ SEL DIV INX 46428716 159 2237 SH SHR/OTHR 23 2237 D ISHARES TR US TIPS BD FD 46428717 2256 22329 SH SHARED 01 6328 16001 D ISHARES TR US TIPS BD FD 46428717 30 300 SH SHR/OTHR 01 300 D ISHARES TR US TIPS BD FD 46428717 7 72 SH SHARED 02 72 D ISHARES TR US TIPS BD FD 46428717 16 163 SH SHARED 10 163 D ISHARES TR US TIPS BD FD 46428717 795 7875 SH SHARED 20 6690 1185 D ISHARES TR US TIPS BD FD 46428717 5 50 SH SHR/OTHR 20 50 D ISHARES TR US TIPS BD FD 46428717 13 130 SH SHR/OTHR 21 130 D ISHARES TR US TIPS BD FD 46428717 183 1817 SH SHARED 22 1817 D ISHARES TR US TIPS BD FD 46428717 75 750 SH SHR/OTHR 22 750 D ISHARES TR US TIPS BD FD 46428717 6585 65176 SH SHARED 23 63176 2000 D ISHARES TR US TIPS BD FD 46428717 1092 10816 SH SHR/OTHR 23 10816 D ISHARES TR FTSE XNHUA IDX 46428718 81954 800100 SH SHARED 800100 D ISHARES TR FTSE XNHUA IDX 46428718 1608 15702 SH SHARED 02 15702 D ISHARES TR FTSE XNHUA IDX 46428718 46 450 SH SHR/OTHR 20 450 D ISHARES TR TRANSP AVE IDX 46428719 38 450 SH SHARED 02 450 D ISHARES TR S&P 500 INDEX 46428720 186 1311 SH SHARED 02 1311 D ISHARES TR LEHMAN AGG BND 46428722 19 192 SH SHARED 01 192 D ISHARES TR LEHMAN AGG BND 46428722 4798 47857 SH SHARED 02 47857 D ISHARES TR MSCI EMERG MKT 46428723 469660 4031424 SH SHARED 4031424 D ISHARES TR MSCI EMERG MKT 46428723 5339 45835 SH SHARED 01 17000 28835 D ISHARES TR MSCI EMERG MKT 46428723 228 1960 SH SHR/OTHR 01 1960 D ISHARES TR MSCI EMERG MKT 46428723 6145 52752 SH SHARED 02 5841 46911 D ISHARES TR MSCI EMERG MKT 46428723 143 1230 SH SHARED 10 1230 D ISHARES TR MSCI EMERG MKT 46428723 1456 12500 SH SHARED 15 12500 D ISHARES TR MSCI EMERG MKT 46428723 16845 144600 SH SHARED 19 144600 D ISHARES TR MSCI EMERG MKT 46428723 865 7425 SH SHARED 20 665 6760 D ISHARES TR MSCI EMERG MKT 46428723 331 2845 SH SHR/OTHR 20 2845 D ISHARES TR MSCI EMERG MKT 46428723 719 6175 SH SHARED 21 6175 D ISHARES TR MSCI EMERG MKT 46428723 7002 60110 SH SHARED 22 33870 26240 D ISHARES TR MSCI EMERG MKT 46428723 1878 16123 SH SHR/OTHR 22 16123 D ISHARES TR MSCI EMERG MKT 46428723 15527 133282 SH SHARED 23 132012 1270 D ISHARES TR MSCI EMERG MKT 46428723 10708 91916 SH SHR/OTHR 23 91916 D ISHARES TR IBOXX INV CPBD 46428724 0 300 PRN SHARED 300 D ISHARES TR IBOXX INV CPBD 46428724 0 224 PRN SHARED 02 224 D ISHARES TR S&P GBL TELCM 46428727 358 5450 SH SHARED 02 5450 D ISHARES TR S&P GBL INF 46428729 114 2000 SH SHARED 02 2000 D ISHARES TR S&P500 GRW 46428730 10872 168225 SH SHARED 02 168225 D ISHARES TR S&P500 GRW 46428730 440 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 2451 22000 SH SHARED 22000 D ISHARES TR S&P GBL ENER 46428734 55 500 SH SHARED 02 500 D ISHARES TR S&P GBL ENER 46428734 2952 26490 SH SHARED 19 26490 D ISHARES TR GS NAT RES IDX 46428737 3444 32804 SH SHARED 01 4080 28724 D ISHARES TR GS NAT RES IDX 46428737 724 6899 SH SHR/OTHR 01 6899 D ISHARES TR GS NAT RES IDX 46428737 183 1751 SH SHARED 02 1751 D ISHARES TR GS NAT RES IDX 46428737 1400 13335 SH SHARED 10 2000 11335 D ISHARES TR GS NAT RES IDX 46428737 381 3630 SH SHR/OTHR 10 3630 D ISHARES TR GS NAT RES IDX 46428737 3640 34666 SH SHARED 20 11865 22801 D ISHARES TR GS NAT RES IDX 46428737 409 3900 SH SHR/OTHR 20 3900 D ISHARES TR GS NAT RES IDX 46428737 56 535 SH SHARED 21 535 D ISHARES TR GS NAT RES IDX 46428737 2535 24147 SH SHARED 22 12672 11475 D ISHARES TR GS NAT RES IDX 46428737 342 3258 SH SHR/OTHR 22 3258 D ISHARES TR GS NAT RES IDX 46428737 6560 62476 SH SHARED 23 60466 2010 D ISHARES TR GS NAT RES IDX 46428737 4942 47069 SH SHR/OTHR 23 47069 D ISHARES TR S&P LTN AM 40 46428739 7775 43597 SH SHARED 43597 D ISHARES TR S&P LTN AM 40 46428739 751 4216 SH SHARED 02 4216 D ISHARES TR S&P LTN AM 40 46428739 62 350 SH SHR/OTHR 20 350 D ISHARES TR S&P 500 VALUE 46428740 13404 172744 SH SHARED 02 172744 D ISHARES TR S&P 500 VALUE 46428740 453 5850 SH SHARED 22 5850 D ISHARES TR S&P 500 VALUE 46428740 278 3586 SH SHR/OTHR 23 3586 D ISHARES TR 20+ YR TRS BD 46428743 2582 29250 SH SHARED 29250 D ISHARES TR 20+ YR TRS BD 46428743 97 1100 SH SHARED 01 1100 D ISHARES TR 20+ YR TRS BD 46428743 1451 16444 SH SHARED 02 1921 14523 D ISHARES TR 7-10 YR TRS BD 46428744 11861 142753 SH SHARED 142753 D ISHARES TR 7-10 YR TRS BD 46428744 1146 13800 SH SHARED 01 13800 D ISHARES TR 1-3 YR TRS BD 46428745 4400 54690 SH SHARED 54690 D ISHARES TR 1-3 YR TRS BD 46428745 19 242 SH SHARED 01 242 D ISHARES TR 1-3 YR TRS BD 46428745 1024 12734 SH SHARED 02 12734 D ISHARES TR 1-3 YR TRS BD 46428745 32 400 SH SHARED 23 400 D ISHARES TR MSCI EAFE IDX 46428746 488 6400 SH SHARED 6400 D ISHARES TR MSCI EAFE IDX 46428746 4458 58459 SH SHARED 01 5300 53159 D ISHARES TR MSCI EAFE IDX 46428746 342 4485 SH SHR/OTHR 01 4485 D ISHARES TR MSCI EAFE IDX 46428746 9196 120588 SH SHARED 02 120588 D ISHARES TR MSCI EAFE IDX 46428746 1966 25782 SH SHARED 10 2320 23462 D ISHARES TR MSCI EAFE IDX 46428746 336 4410 SH SHR/OTHR 10 4410 D ISHARES TR MSCI EAFE IDX 46428746 2489 32648 SH SHARED 20 5750 26898 D ISHARES TR MSCI EAFE IDX 46428746 1116 14635 SH SHR/OTHR 20 14635 D ISHARES TR MSCI EAFE IDX 46428746 667 8754 SH SHARED 21 8754 D ISHARES TR MSCI EAFE IDX 46428746 194 2550 SH SHARED 22 2550 D ISHARES TR MSCI EAFE IDX 46428746 3641 47745 SH SHARED 23 46745 1000 D ISHARES TR MSCI EAFE IDX 46428746 8258 108288 SH SHR/OTHR 23 108288 D ISHARES TR RUSSELL MCP VL 46428747 2385 15572 SH SHARED 02 15572 D ISHARES TR RUSSELL MCP GR 46428748 1885 17602 SH SHARED 02 17602 D ISHARES TR RUSSELL MIDCAP 46428749 1405 13484 SH SHARED 02 13484 D ISHARES TR RUSSELL MIDCAP 46428749 60 585 SH SHARED 21 585 D ISHARES TR S&P MIDCAP 400 46428750 169 2000 SH SHARED 02 2000 D ISHARES TR GLMN SCHS SOFT 46428751 13 300 SH SHARED 02 300 D ISHARES TR GLDM SCHS SEMI 46428752 280 4650 SH SHARED 02 4650 D ISHARES TR GLDM SCHS NETW 46428753 32 1000 SH SHARED 02 1000 D ISHARES TR GLDM SACHS TEC 46428754 918 17922 SH SHARED 02 17922 D ISHARES TR NASDQ BIO INDX 46428755 2803 37000 SH SHARED 37000 D ISHARES TR NASDQ BIO INDX 46428755 6884 90850 SH SHARED 87256 3594 D ISHARES TR NASDQ BIO INDX 46428755 6126 80845 SH SHARED 01 73095 7750 D ISHARES TR NASDQ BIO INDX 46428755 100 1325 SH SHARED 02 1325 D ISHARES TR NASDQ BIO INDX 46428755 8960 118244 SH SHARED 04 118244 D ISHARES TR NASDQ BIO INDX 46428755 48502 640050 SH SHARED 10 593250 46800 D ISHARES TR NASDQ BIO INDX 46428755 699 9227 SH SHARED 15 9227 D ISHARES TR NASDQ BIO INDX 46428755 6152 81187 SH SHARED 19 81187 D ISHARES TR NASDQ BIO INDX 46428755 37 500 SH SHR/OTHR 21 500 D ISHARES TR NASDQ BIO INDX 46428755 28 375 SH SHR/OTHR 23 375 D ISHARES TR NASDQ BIO INDX 46428755 860 11350 SH SHARED 24 11350 D ISHARES TR COHEN&ST RLTY 46428756 531 5153 SH SHARED 01 365 4788 D ISHARES TR COHEN&ST RLTY 46428756 602 5843 SH SHARED 02 5843 D ISHARES TR COHEN&ST RLTY 46428756 53 515 SH SHARED 10 515 D ISHARES TR COHEN&ST RLTY 46428756 718 6960 SH SHARED 20 4570 2390 D ISHARES TR COHEN&ST RLTY 46428756 79 770 SH SHR/OTHR 20 770 D ISHARES TR COHEN&ST RLTY 46428756 208 2020 SH SHARED 21 2020 D ISHARES TR COHEN&ST RLTY 46428756 5219 50578 SH SHARED 22 33978 16600 D ISHARES TR COHEN&ST RLTY 46428756 946 9173 SH SHR/OTHR 22 9173 D ISHARES TR COHEN&ST RLTY 46428756 5448 52799 SH SHARED 23 52359 440 D ISHARES TR COHEN&ST RLTY 46428756 5149 49906 SH SHR/OTHR 23 49906 D ISHARES TR S&P GLB100INDX 46428757 118 1600 SH SHARED 02 1600 D ISHARES TR CONS SRVC IDX 46428758 61 900 SH SHARED 900 D ISHARES TR RUSSELL1000VAL 46428759 66 800 SH SHARED 01 800 D ISHARES TR RUSSELL1000VAL 46428759 4725 56836 SH SHARED 02 56836 D ISHARES TR RUSSELL1000VAL 46428759 86 1035 SH SHARED 21 1035 D ISHARES TR RUSSELL1000VAL 46428759 27 332 SH SHARED 23 332 D ISHARES TR RUSSELL1000VAL 46428759 83 1000 SH SHR/OTHR 23 1000 D ISHARES TR S&P MC 400 GRW 46428760 534 6357 SH SHARED 02 6357 D ISHARES TR RUSSELL1000GRW 46428761 1823 32759 SH SHARED 02 21300 11459 D ISHARES TR RUSSELL1000GRW 46428761 901 16200 SH SHARED 23 16200 D ISHARES TR RUSSELL1000GRW 46428761 978 17581 SH SHR/OTHR 23 17581 D ISHARES TR RUSSELL 1000 46428762 444 5745 SH SHARED 02 5745 D ISHARES TR RUSL 2000 VALU 46428763 105 1300 SH SHARED 1300 D ISHARES TR RUSL 2000 VALU 46428763 275 3400 SH SHARED 01 425 2975 D ISHARES TR RUSL 2000 VALU 46428763 2119 26167 SH SHARED 02 360 25807 D ISHARES TR RUSL 2000 VALU 46428763 21 260 SH SHARED 21 260 D ISHARES TR RUSL 2000 GROW 46428764 21 266 SH SHARED 01 266 D ISHARES TR RUSL 2000 GROW 46428764 4748 59317 SH SHARED 02 36887 22430 D ISHARES TR RUSL 2000 GROW 46428764 20 255 SH SHARED 21 255 D ISHARES TR RUSSELL 2000 46428765 3960366 49809670 SH SHARED 49809670 D ISHARES TR RUSSELL 2000 46428765 9734 122428 SH SHARED 01 3701 118727 D ISHARES TR RUSSELL 2000 46428765 520 6548 SH SHR/OTHR 01 6548 D ISHARES TR RUSSELL 2000 46428765 203219 2555899 SH SHARED 02 2542727 13172 D ISHARES TR RUSSELL 2000 46428765 98386 1237415 SH SHARED 10 1236000 1415 D ISHARES TR RUSSELL 2000 46428765 1461 18375 SH SHARED 20 18375 D ISHARES TR RUSSELL 2000 46428765 57 720 SH SHR/OTHR 20 720 D ISHARES TR RUSSELL 2000 46428765 835 10510 SH SHARED 22 10510 D ISHARES TR RUSSELL 2000 46428765 1810 22769 SH SHARED 23 22369 400 D ISHARES TR RUSSELL 2000 46428765 2255 28365 SH SHR/OTHR 23 28365 D ISHARES TR RUSL 3000 VALU 46428766 91 840 SH SHARED 02 840 D ISHARES TR RUSL 3000 GROW 46428767 343 7580 SH SHARED 23 7580 D ISHARES TR DJ US UTILS 46428769 29 300 SH SHARED 02 300 D ISHARES TR S&P MIDCP VALU 46428770 384 4603 SH SHARED 02 4603 D ISHARES TR DJ US TELECOMM 46428771 62 2000 SH SHARED 2000 D ISHARES TR DJ US TELECOMM 46428771 49 1580 SH SHARED 02 50 1530 D ISHARES TR DJ US TELECOMM 46428771 36 1160 SH SHARED 23 1160 D ISHARES TR DJ US TECH SEC 46428772 80 1500 SH SHARED 02 1500 D ISHARES TR DJ US TECH SEC 46428772 6 120 SH SHARED 19 120 D ISHARES TR DJ US TECH SEC 46428772 401 7450 SH SHARED 23 7450 D ISHARES TR DJ US REAL EST 46428773 25879 303607 SH SHARED 303607 D ISHARES TR DJ US REAL EST 46428773 64688 758895 SH SHARED 02 758197 698 D ISHARES TR DJ US REAL EST 46428773 16741 196400 SH SHARED 06 196400 D ISHARES TR DJ US REAL EST 46428773 2497 29300 SH SHARED 10 29300 D ISHARES TR DJ US REAL EST 46428773 204 2400 SH SHR/OTHR 23 2400 D ISHARES TR DJ US INDUSTRL 46428775 15 230 SH SHARED 01 230 D ISHARES TR DJ US INDUSTRL 46428775 73 1100 SH SHARED 02 1100 D ISHARES TR DJ US HEALTHCR 46428776 128 1925 SH SHR/OTHR 01 1925 D ISHARES TR DJ US HEALTHCR 46428776 407 6106 SH SHARED 02 6106 D ISHARES TR DJ US HEALTHCR 46428776 249 3735 SH SHARED 23 3735 D ISHARES TR DJ US FINL SEC 46428778 24 218 SH SHARED 02 218 D ISHARES TR DJ US FINL SEC 46428778 124 1090 SH SHARED 20 1090 D ISHARES TR DJ US ENERGY 46428779 16 159 SH SHARED 01 159 D ISHARES TR DJ US ENERGY 46428779 104 1005 SH SHARED 02 1005 D ISHARES TR S&P SMLCAP 600 46428780 81 1200 SH SHARED 1200 D ISHARES TR S&P SMLCAP 600 46428780 586 8630 SH SHARED 02 8630 D ISHARES TR S&P SMLCAP 600 46428780 138 2035 SH SHARED 23 2035 D ISHARES TR DJ US BAS MATL 46428783 44 697 SH SHARED 697 D ISHARES TR DJ US BAS MATL 46428783 16 261 SH SHARED 01 261 D ISHARES TR DJ US BAS MATL 46428783 64 1000 SH SHARED 02 1000 D ISHARES TR DJ US BAS MATL 46428783 154 2400 SH SHR/OTHR 20 2400 D ISHARES TR DJ US TOTL MKT 46428784 242 3495 SH SHARED 02 3495 D ISHARES TR S&P EURO PLUS 46428786 99 922 SH SHARED 02 922 D ISHARES TR S&P EURO PLUS 46428786 216 2000 SH SHARED 20 2000 D ISHARES TR S&P EURO PLUS 46428786 45 420 SH SHR/OTHR 20 420 D ISHARES TR S&P EURO PLUS 46428786 18 170 SH SHR/OTHR 23 170 D ISHARES TR S&P SMLCP VALU 46428787 855 11152 SH SHARED 02 11152 D ISHARES TR S&P SMLCP VALU 46428787 445 5805 SH SHARED 10 5805 D ISHARES TR S&P SMLCP VALU 46428787 223 2920 SH SHR/OTHR 10 2920 D ISHARES TR S&P SMLCP VALU 46428787 240 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 865 6477 SH SHARED 02 6477 D ISHARES TR MID GRWTH INDX 46428830 26 300 SH SHARED 02 300 D ISHARES TR DJ AEROSPACE 46428876 11 200 SH SHARED 02 200 D ISHARES TR DJ BROKER-DEAL 46428879 10 200 SH SHARED 02 200 D ISHARES TR DJ HEALTH CARE 46428882 22 400 SH SHARED 02 400 D ISHARES TR DJ PHARMA INDX 46428883 75 1400 SH SHARED 02 1400 D ISHARES TR MSCI VAL IDX 46428887 330 4453 SH SHARED 02 4453 D ISILON SYS INC COM 46432L10 3 208 SH SHARED 208 D ISILON SYS INC COM 46432L10 85 5300 SH SHARED 02 300 5000 D ISILON SYS INC COM 46432L10 542 33550 SH SHARED 04 33550 D ISILON SYS INC COM 46432L10 651 40270 SH SHARED 10 40270 D ISIS PHARMACEUTICALS INC COM 46433010 50 5460 SH SHARED 5460 D ISIS PHARMACEUTICALS INC COM 46433010 17 1847 SH SHARED 02 1847 D ISIS PHARMACEUTICALS INC COM 46433010 3476 375000 SH SHARED 04 375000 D ISIS PHARMACEUTICALS INC COM 46433010 87 9477 SH SHARED 10 9477 D ISLE OF CAPRI CASINOS INC COM 46459210 18547 723956 SH SHARED 723956 D ISLE OF CAPRI CASINOS INC COM 46459210 53 2100 SH SHARED 01 2100 D ISLE OF CAPRI CASINOS INC COM 46459210 435 17000 SH SHARED 02 17000 D ISLE OF CAPRI CASINOS INC COM 46459210 172 6748 SH SHARED 10 6748 D ISOLAGEN INC COM 46488N10 2 746 SH SHARED 746 D ISRAMCO INC COM NEW 46514140 1 34 SH SHARED 34 D ITERIS INC COM 46564T10 1 641 SH SHARED 641 D ITC HLDGS CORP COM 46568510 45 1050 SH SHARED 1050 D ITC HLDGS CORP COM 46568510 199 4600 SH SHARED 01 4600 D ITRON INC NOTE 2.500% 8/0 465741AJ 1197 1000000 PRN SHARED 04 1000000 D ITRON INC COM 46574110 227 3500 SH SHARED 3500 D ITRON INC COM 46574110 1992 30635 SH SHARED 30635 D ITRON INC COM 46574110 2094 32200 SH SHARED 01 28600 3600 D ITRON INC COM 46574110 1821 28000 SH SHR/OTHR 01 28000 D ITRON INC COM 46574110 56 874 SH SHARED 02 114 760 D ITRON INC COM 46574110 17820 274000 SH SHARED 04 274000 D ITRON INC COM 46574110 11382 175000 SH SHARED 05 175000 D ITRON INC COM 46574110 39867 612970 SH SHARED 10 471670 141300 D I2 TECHNOLOGIES INC COM NEW 46575420 511 21328 SH SHARED 21328 D I2 TECHNOLOGIES INC COM NEW 46575420 840 35000 SH SHARED 01 35000 D I2 TECHNOLOGIES INC COM NEW 46575420 837 34900 SH SHR/OTHR 01 34900 D IVANHOE MINES LTD COM 46579N10 13257 1154842 SH SHARED 1154842 D IVANHOE MINES LTD COM 46579N10 520 45338 SH SHARED 02 41700 3638 D IVANHOE MINES LTD COM 46579N10 2640 230000 SH SHARED 04 230000 D IVANHOE MINES LTD COM 46579N10 103 9000 SH SHARED 21 9000 D IXYS CORP COM 46600W10 7 697 SH SHARED 697 D J & J SNACK FOODS CORP COM 46603210 1715 43451 SH SHARED 43451 D J & J SNACK FOODS CORP COM 46603210 106 2699 SH SHARED 02 1811 888 D J & J SNACK FOODS CORP COM 46603210 264 6700 SH SHARED 10 6700 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 2351 130000 SH SHARED 130000 D J ALEXANDER CORP COM 46609610 0 9 SH SHARED 9 D J CREW GROUP INC COM 46612H40 36 918 SH SHARED 918 D J CREW GROUP INC COM 46612H40 28 700 SH SHARED 01 500 200 D J CREW GROUP INC COM 46612H40 172 4300 SH SHARED 02 4300 D J CREW GROUP INC COM 46612H40 8058 200600 SH SHARED 10 200600 D J CREW GROUP INC COM 46612H40 16 400 SH SHARED 23 400 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 18462 20112000 PRN SHARED 20112000 D JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD 4620 5500000 PRN SHARED 02 5500000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 19668 1291435 SH SHARED 1291398 37 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 343 22543 SH SHARED 01 37 22506 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 449 29510 SH SHARED 02 22636 6874 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 380 25000 SH SHARED 04 25000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 2 162 SH SHARED 05 162 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 295 19425 SH SHARED 06 18517 908 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 1471 96615 SH SHARED 10 94853 1762 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 161 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 2888 192151 SH SHARED 192151 D JDA SOFTWARE GROUP INC COM 46612K10 34 2291 SH SHARED 02 2291 D JER INVT TR INC COM 46614H30 8218 432080 SH SHARED 432080 D JER INVT TR INC COM 46614H30 21437 1127100 SH SHARED 10 1123400 3700 D JER INVT TR INC COM 46614H30 24 1300 SH SHARED 21 1300 D JP MORGAN CHASE & CO COM 46625H10 503312 10403312 SH SHARED 9372353 1030959 D JP MORGAN CHASE & CO COM 46625H10 64779 1338965 SH SHARED 01 496060 842905 D JP MORGAN CHASE & CO COM 46625H10 8928 184558 SH SHR/OTHR 01 184558 D JP MORGAN CHASE & CO COM 46625H10 46079 952455 SH SHARED 02 912055 40400 D JP MORGAN CHASE & CO COM 46625H10 18073 373582 SH SHARED 04 308852 64730 D JP MORGAN CHASE & CO COM 46625H10 68 1410 SH SHARED 05 1410 D JP MORGAN CHASE & CO COM 46625H10 42740 883441 SH SHARED 06 564480 318961 D JP MORGAN CHASE & CO COM 46625H10 481004 9942226 SH SHARED 10 5693168 2148700 2100358 D JP MORGAN CHASE & CO COM 46625H10 2338 48330 SH SHR/OTHR 10 48330 D JP MORGAN CHASE & CO COM 46625H10 4033 83363 SH SHARED 14 83363 D JP MORGAN CHASE & CO COM 46625H10 5004 103450 SH SHARED 15 103450 D JP MORGAN CHASE & CO COM 46625H10 9180 189758 SH SHARED 19 189758 D JP MORGAN CHASE & CO COM 46625H10 4282 88519 SH SHARED 20 26317 62202 D JP MORGAN CHASE & CO COM 46625H10 2951 61010 SH SHR/OTHR 20 61010 D JP MORGAN CHASE & CO COM 46625H10 624 12910 SH SHARED 21 12910 D JP MORGAN CHASE & CO COM 46625H10 416 8600 SH SHR/OTHR 21 8600 D JP MORGAN CHASE & CO COM 46625H10 2882 59586 SH SHARED 22 47741 11845 D JP MORGAN CHASE & CO COM 46625H10 514 10630 SH SHR/OTHR 22 10630 D JP MORGAN CHASE & CO COM 46625H10 16259 336081 SH SHARED 23 324131 11950 D JP MORGAN CHASE & CO COM 46625H10 35440 732541 SH SHR/OTHR 23 732541 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 33 1226 SH SHARED 1226 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 171 6200 SH SHARED 01 600 5600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 15 543 SH SHARED 02 143 400 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1319 47600 SH SHARED 04 47600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 2269 81879 SH SHARED 10 4979 76900 D JABIL CIRCUIT INC COM 46631310 2420 113043 SH SHARED 113043 D JABIL CIRCUIT INC COM 46631310 779 36413 SH SHARED 01 18500 17913 D JABIL CIRCUIT INC COM 46631310 1356 63360 SH SHARED 02 63260 100 D JABIL CIRCUIT INC COM 46631310 1498 70000 SH SHARED 04 70000 D JABIL CIRCUIT INC COM 46631310 375 17520 SH SHARED 06 16200 1320 D JABIL CIRCUIT INC COM 46631310 4186 195522 SH SHARED 10 193422 2100 D JABIL CIRCUIT INC COM 46631310 535 25002 SH SHARED 14 25002 D JACK IN THE BOX INC COM 46636710 2367 34244 SH SHARED 34244 D JACK IN THE BOX INC COM 46636710 1099 15900 SH SHARED 01 15900 D JACK IN THE BOX INC COM 46636710 691 10000 SH SHR/OTHR 01 10000 D JACK IN THE BOX INC COM 46636710 2139 30945 SH SHARED 02 30690 255 D JACK IN THE BOX INC COM 46636710 6166 89200 SH SHARED 10 3500 85700 D JACKSON HEWITT TAX SVCS INC COM 46820210 12230 380065 SH SHARED 380065 D JACKSON HEWITT TAX SVCS INC COM 46820210 154 4800 SH SHARED 01 4800 D JACKSON HEWITT TAX SVCS INC COM 46820210 4711 146400 SH SHARED 10 10600 135800 D JACOBS ENGR GROUP INC DEL COM 46981410 4689 100516 SH SHARED 100516 D JACOBS ENGR GROUP INC DEL COM 46981410 1637 35100 SH SHARED 01 35100 D JACOBS ENGR GROUP INC DEL COM 46981410 829 17773 SH SHARED 02 13201 4572 D JACOBS ENGR GROUP INC DEL COM 46981410 153 3300 SH SHARED 06 2600 700 D JACOBS ENGR GROUP INC DEL COM 46981410 494 10600 SH SHARED 10 7000 3600 D JACOBS ENGR GROUP INC DEL COM 46981410 333 7159 SH SHARED 14 7159 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 19419 14300000 PRN SHARED 14300000 D JAKKS PAC INC COM 47012E10 6046 252972 SH SHARED 252972 D JAKKS PAC INC COM 47012E10 1 82 SH SHARED 02 82 D JAMBA INC COM 47023A10 141 15418 SH SHARED 15418 D JAMBA INC COM 47023A10 66 7204 SH SHARED 02 7204 D JAMES RIVER COAL CO COM NEW 47035520 14 1927 SH SHARED 1927 D JAMES RIVER COAL CO COM NEW 47035520 112 15000 SH SHARED 02 15000 D JAMES RIV GROUP INC COM 47035910 2345 74904 SH SHARED 74904 D JAMES RIV GROUP INC COM 47035910 53 1700 SH SHARED 02 1700 D JANUS CAP GROUP INC COM 47102X10 4075 194910 SH SHARED 194910 D JANUS CAP GROUP INC COM 47102X10 476 22800 SH SHARED 01 22800 D JANUS CAP GROUP INC COM 47102X10 1819 87009 SH SHARED 02 87009 D JANUS CAP GROUP INC COM 47102X10 627 30020 SH SHARED 06 27450 2570 D JANUS CAP GROUP INC COM 47102X10 1640 78450 SH SHARED 10 77350 1100 D JANUS CAP GROUP INC COM 47102X10 41 2000 SH SHARED 23 2000 D JAPAN EQUITY FD INC COM 47105710 0 62 SH SHARED 62 D JARDEN CORP COM 47110910 91 2378 SH SHARED 2378 D JARDEN CORP COM 47110910 1188 31032 SH SHARED 01 30125 907 D JARDEN CORP COM 47110910 919 24000 SH SHR/OTHR 01 24000 D JARDEN CORP COM 47110910 37 976 SH SHARED 02 976 D JARDEN CORP COM 47110910 1087 28400 SH SHARED 10 21200 7200 D JAVELIN PHARMACEUTICALS INC COM 47189410 4 806 SH SHARED 806 D JAVELIN PHARMACEUTICALS INC COM 47189410 13 2272 SH SHARED 02 2272 D JAZZ TECHNOLOGIES INC COM 47214E10 2 560 SH SHARED 560 D JEFFERIES GROUP INC NEW COM 47231910 5312 183518 SH SHARED 183518 D JEFFERIES GROUP INC NEW COM 47231910 932 32200 SH SHARED 01 32200 D JEFFERIES GROUP INC NEW COM 47231910 434 15012 SH SHARED 02 12982 2030 D JEFFERIES GROUP INC NEW COM 47231910 13878 479400 SH SHARED 10 479400 D JEFFERSON BANCSHARES INC TEN COM 47237510 1 150 SH SHARED 150 D JEFFERSONVILLE BANCORP COM 47559A10 1 106 SH SHARED 106 D JEFFERSONVILLE BANCORP COM 47559A10 74 4000 SH SHARED 02 4000 D JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB 192 200000 PRN SHARED 02 200000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 9930 10000000 PRN SHARED 10000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 1512 1523000 PRN SHARED 02 1523000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 36 36500 PRN SHARED 10 36500 D JETBLUE AWYS CORP COM 47714310 8699 755826 SH SHARED 755826 D JETBLUE AWYS CORP COM 47714310 631 54850 SH SHARED 01 54850 D JETBLUE AWYS CORP COM 47714310 724 62950 SH SHARED 02 27500 35450 D JETBLUE AWYS CORP COM 47714310 1367 118779 SH SHARED 10 118779 D JETBLUE AWYS CORP COM 47714310 863 75000 SH SHARED 15 75000 D JO-ANN STORES INC COM 47758P30 15 566 SH SHARED 566 D JO-ANN STORES INC COM 47758P30 27 1000 SH SHARED 01 1000 D JO-ANN STORES INC COM 47758P30 1 72 SH SHARED 02 72 D JK ACQUISITION CORP COM 47759H10 125 21700 SH SHARED 21700 D JOHNSON & JOHNSON COM 47816010 1771 29400 SH SHARED 19600 9800 D JOHNSON & JOHNSON COM 47816010 846020 14039506 SH SHARED 13895916 143590 D JOHNSON & JOHNSON COM 47816010 57088 947373 SH SHARED 01 192489 754884 D JOHNSON & JOHNSON COM 47816010 7288 120954 SH SHR/OTHR 01 120954 D JOHNSON & JOHNSON COM 47816010 53348 885299 SH SHARED 02 764027 121272 D JOHNSON & JOHNSON COM 47816010 85474 1418433 SH SHARED 04 1418433 D JOHNSON & JOHNSON COM 47816010 1642 27250 SH SHARED 05 27250 D JOHNSON & JOHNSON COM 47816010 27050 448890 SH SHARED 06 422033 26857 D JOHNSON & JOHNSON COM 47816010 484322 8037218 SH SHARED 10 2712178 3713098 1611942 D JOHNSON & JOHNSON COM 47816010 2394 39730 SH SHR/OTHR 10 39730 D JOHNSON & JOHNSON COM 47816010 3070 50960 SH SHARED 14 12700 38260 D JOHNSON & JOHNSON COM 47816010 3645 60503 SH SHARED 15 60503 D JOHNSON & JOHNSON COM 47816010 3874 64302 SH SHARED 16 64302 D JOHNSON & JOHNSON COM 47816010 295 4900 SH SHARED 19 4900 D JOHNSON & JOHNSON COM 47816010 15322 254270 SH SHARED 20 32660 221610 D JOHNSON & JOHNSON COM 47816010 3476 57690 SH SHR/OTHR 20 57690 D JOHNSON & JOHNSON COM 47816010 665 11042 SH SHARED 21 11042 D JOHNSON & JOHNSON COM 47816010 228 3800 SH SHR/OTHR 21 3800 D JOHNSON & JOHNSON COM 47816010 7707 127896 SH SHARED 22 111546 16350 D JOHNSON & JOHNSON COM 47816010 1277 21200 SH SHR/OTHR 22 21200 D JOHNSON & JOHNSON COM 47816010 29712 493066 SH SHARED 23 474456 18610 D JOHNSON & JOHNSON COM 47816010 53758 892116 SH SHR/OTHR 23 892116 D JOHNSON & JOHNSON COM 47816010 544 9038 SH SHARED 24 9038 D JOHNSON CTLS INC COM 47836610 94573 999511 SH SHARED 999511 D JOHNSON CTLS INC COM 47836610 2546 26912 SH SHARED 01 100 26812 D JOHNSON CTLS INC COM 47836610 8704 91998 SH SHARED 02 91758 240 D JOHNSON CTLS INC COM 47836610 4257 45000 SH SHARED 04 45000 D JOHNSON CTLS INC COM 47836610 1316 13910 SH SHARED 05 13910 D JOHNSON CTLS INC COM 47836610 1894 20020 SH SHARED 06 18350 1670 D JOHNSON CTLS INC COM 47836610 21030 222266 SH SHARED 10 210166 12100 D JOHNSON CTLS INC COM 47836610 1750 18500 SH SHARED 15 18500 D JOHNSON CTLS INC COM 47836610 0 2 SH SHARED 23 2 D JOHNSON OUTDOORS INC CL A 47916710 2 112 SH SHARED 112 D JONES APPAREL GROUP INC COM 48007410 3045 99094 SH SHARED 99094 D JONES APPAREL GROUP INC COM 48007410 1188 38665 SH SHARED 01 25400 13265 D JONES APPAREL GROUP INC COM 48007410 2101 68386 SH SHARED 02 68386 D JONES APPAREL GROUP INC COM 48007410 3 110 SH SHARED 05 110 D JONES APPAREL GROUP INC COM 48007410 431 14040 SH SHARED 06 13450 590 D JONES APPAREL GROUP INC COM 48007410 11322 368454 SH SHARED 10 122054 246400 D JONES APPAREL GROUP INC COM 48007410 295 9631 SH SHARED 14 9631 D JONES LANG LASALLE INC COM 48020Q10 1911 18329 SH SHARED 18329 D JONES LANG LASALLE INC COM 48020Q10 188 1811 SH SHARED 02 1811 D JONES LANG LASALLE INC COM 48020Q10 344 3300 SH SHARED 10 3300 D JONES SODA CO COM 48023P10 11 584 SH SHARED 584 D JOS A BANK CLOTHIERS INC COM 48083810 964 27286 SH SHARED 27286 D JOS A BANK CLOTHIERS INC COM 48083810 23 654 SH SHARED 02 654 D JOS A BANK CLOTHIERS INC COM 48083810 283 8033 SH SHARED 22 8033 D JOURNAL COMMUNICATIONS INC CL A 48113010 37 2886 SH SHARED 2886 D JOURNAL COMMUNICATIONS INC CL A 48113010 87 6700 SH SHARED 06 6700 D JOURNAL REGISTER CO COM 48113810 3147 528113 SH SHARED 528113 D JOURNAL REGISTER CO COM 48113810 49 8300 SH SHARED 01 8300 D JOURNAL REGISTER CO COM 48113810 72 12100 SH SHARED 02 12100 D JOURNAL REGISTER CO COM 48113810 1 300 SH SHARED 10 300 D JOY GLOBAL INC COM 48116510 232 5425 SH SHARED 5425 D JOY GLOBAL INC COM 48116510 8580 200019 SH SHARED 200019 D JOY GLOBAL INC COM 48116510 6308 147045 SH SHARED 01 64318 82727 D JOY GLOBAL INC COM 48116510 891 20780 SH SHR/OTHR 01 20780 D JOY GLOBAL INC COM 48116510 1828 42611 SH SHARED 02 30881 11730 D JOY GLOBAL INC COM 48116510 6474 150923 SH SHARED 04 150923 D JOY GLOBAL INC COM 48116510 154 3600 SH SHARED 06 2600 1000 D JOY GLOBAL INC COM 48116510 47790 1114005 SH SHARED 10 1108725 5280 D JOY GLOBAL INC COM 48116510 274 6400 SH SHARED 14 6400 D JOY GLOBAL INC COM 48116510 235 5480 SH SHARED 20 1450 4030 D JOY GLOBAL INC COM 48116510 145 3400 SH SHR/OTHR 20 3400 D JOY GLOBAL INC COM 48116510 32 750 SH SHARED 21 750 D JOY GLOBAL INC COM 48116510 509 11870 SH SHARED 22 11225 645 D JOY GLOBAL INC COM 48116510 1188 27700 SH SHARED 23 24950 2750 D JOY GLOBAL INC COM 48116510 525 12250 SH SHR/OTHR 23 12250 D JOY GLOBAL INC COM 48116510 922 21501 SH SHARED 24 21501 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 2792 2534000 PRN SHARED 2534000 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 4869 4419000 PRN SHARED 02 4419000 D JUNIPER NETWORKS INC COM 48203R10 12809 650908 SH SHARED 650908 D JUNIPER NETWORKS INC COM 48203R10 1294 65802 SH SHARED 01 65802 D JUNIPER NETWORKS INC COM 48203R10 27 1400 SH SHR/OTHR 01 1400 D JUNIPER NETWORKS INC COM 48203R10 1532 77891 SH SHARED 02 61894 15997 D JUNIPER NETWORKS INC COM 48203R10 2578 131000 SH SHARED 04 131000 D JUNIPER NETWORKS INC COM 48203R10 1119 56870 SH SHARED 06 52650 4220 D JUNIPER NETWORKS INC COM 48203R10 4675 237600 SH SHARED 10 218900 18700 D JUNIPER NETWORKS INC COM 48203R10 19 1000 SH SHARED 14 1000 D JUNIPER NETWORKS INC COM 48203R10 29 1500 SH SHR/OTHR 23 1500 D JUPITERMEDIA CORP COM 48207D10 589 89113 SH SHARED 89113 D K & F INDS HLDGS INC COM 48224110 12 448 SH SHARED 448 D K & F INDS HLDGS INC COM 48224110 3 120 SH SHARED 01 120 D K & F INDS HLDGS INC COM 48224110 14353 533000 SH SHARED 10 533000 D KBR INC COM 48242W10 32180 1581359 SH SHARED 1581359 D KBR INC COM 48242W10 106 5213 SH SHARED 02 213 5000 D KBR INC COM 48242W10 9223 453225 SH SHARED 04 453225 D KBR INC COM 48242W10 5189 255000 SH SHARED 06 25000 230000 D KBR INC COM 48242W10 3896 191470 SH SHARED 16 191470 D KBW INC COM 48242310 1960 56415 SH SHARED 56415 D KBW INC COM 48242310 156 4500 SH SHARED 02 4500 D K FED BANCORP COM 48246S10 2 136 SH SHARED 136 D K FED BANCORP COM 48246S10 8 434 SH SHARED 02 434 D KHD HUMBOLDT WEDAG INTL LTD COM 48246210 170 4197 SH SHARED 21 4197 D KKR FINL CORP COM 48247630 3402 124050 SH SHARED 124050 D KKR FINL CORP COM 48247630 167 6100 SH SHARED 01 6100 D KKR FINL CORP COM 48247630 514 18762 SH SHARED 02 12442 6320 D KKR FINL CORP COM 48247630 21398 780100 SH SHARED 10 758500 21600 D KLA-TENCOR CORP COM 48248010 12177 228388 SH SHARED 228388 D KLA-TENCOR CORP COM 48248010 1564 29347 SH SHARED 01 29347 D KLA-TENCOR CORP COM 48248010 2830 53093 SH SHARED 02 51823 1270 D KLA-TENCOR CORP COM 48248010 3199 60000 SH SHARED 04 60000 D KLA-TENCOR CORP COM 48248010 5 100 SH SHARED 05 100 D KLA-TENCOR CORP COM 48248010 1494 28020 SH SHARED 06 26100 1920 D KLA-TENCOR CORP COM 48248010 11171 209520 SH SHARED 10 191020 18500 D KLA-TENCOR CORP COM 48248010 2639 49500 SH SHARED 14 49500 D KLA-TENCOR CORP COM 48248010 25 475 SH SHARED 20 475 D KLA-TENCOR CORP COM 48248010 10 200 SH SHR/OTHR 21 200 D KLA-TENCOR CORP COM 48248010 42 800 SH SHR/OTHR 23 800 D KMG AMER CORP COM 48256310 2 544 SH SHARED 544 D KMG AMER CORP COM 48256310 2001 432200 SH SHARED 10 432200 D KMG CHEMICALS INC COM 48256410 1 130 SH SHARED 130 D KT CORP SPONSORED ADR 48268K10 14074 628590 SH SHARED 628590 D KT CORP SPONSORED ADR 48268K10 209 9340 SH SHARED 02 9340 D KT CORP SPONSORED ADR 48268K10 461 20600 SH SHARED 06 20600 D KT CORP SPONSORED ADR 48268K10 844 37700 SH SHARED 14 37700 D K SEA TRANSN PARTNERS LP COM 48268Y10 5 140 SH SHARED 140 D K SEA TRANSN PARTNERS LP COM 48268Y10 135 3375 SH SHARED 02 3375 D K-SWISS INC CL A 48268610 1798 66563 SH SHARED 66563 D K-SWISS INC CL A 48268610 2 78 SH SHARED 02 78 D K-SWISS INC CL A 48268610 569 21093 SH SHARED 10 4793 16300 D K TRON INTL INC COM 48273010 4 60 SH SHARED 60 D K2 INC COM 48273210 133 11005 SH SHARED 11005 D K2 INC COM 48273210 60 5000 SH SHARED 01 5000 D K2 INC COM 48273210 565 46745 SH SHARED 02 46745 D KVH INDS INC COM 48273810 3 364 SH SHARED 364 D KVH INDS INC COM 48273810 13 1455 SH SHARED 02 1455 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 444 390000 PRN SHARED 02 390000 D K V PHARMACEUTICAL CO CL B CONV 48274010 0 20 SH SHARED 02 20 D K V PHARMACEUTICAL CO CL A 48274020 136 5529 SH SHARED 5529 D K V PHARMACEUTICAL CO CL A 48274020 22 920 SH SHARED 02 920 D K V PHARMACEUTICAL CO CL A 48274020 103 4200 SH SHARED 10 4200 D KADANT INC COM 48282T10 4714 185896 SH SHARED 185896 D KNBT BANCORP INC COM 48292110 9 648 SH SHARED 648 D KNBT BANCORP INC COM 48292110 17 1180 SH SHARED 02 1180 D KAISER ALUMINUM CORP COM PAR $0.01 48300770 27 355 SH SHARED 355 D KAISER ALUMINUM CORP COM PAR $0.01 48300770 145 1862 SH SHARED 02 1152 710 D KAMAN CORP COM 48354810 6170 264698 SH SHARED 264698 D KAMAN CORP COM 48354810 13 571 SH SHARED 02 71 500 D KANSAS CITY LIFE INS CO COM 48483610 4 100 SH SHARED 100 D KANSAS CITY LIFE INS CO COM 48483610 180 4000 SH SHARED 10 4000 D KANSAS CITY SOUTHERN COM NEW 48517030 10559 296792 SH SHARED 296792 D KANSAS CITY SOUTHERN COM NEW 48517030 41 1180 SH SHARED 02 1120 60 D KANSAS CITY SOUTHERN COM NEW 48517030 238 6700 SH SHARED 10 6700 D KANSAS CITY SOUTHERN COM NEW 48517030 71 2000 SH SHARED 21 2000 D KAYDON CORP COM 48658710 1374 32303 SH SHARED 32303 D KAYDON CORP COM 48658710 1588 37318 SH SHARED 02 37318 D KAYNE ANDERSON ENRGY TTL RT COM 48660P10 247 9270 SH SHARED 02 9270 D KAYNE ANDERSON ENERGY DEV CO COM 48660Q10 199 8000 SH SHARED 8000 D KAYNE ANDERSON ENERGY DEV CO COM 48660Q10 2828 113561 SH SHARED 02 561 113000 D KAYNE ANDERSON MLP INVSMNT C COM 48660610 3126 88765 SH SHARED 02 88765 D KB HOME COM 48666K10 8173 191540 SH SHARED 154940 36600 D KB HOME COM 48666K10 1007 23600 SH SHARED 01 23600 D KB HOME COM 48666K10 4316 101166 SH SHARED 02 101166 D KB HOME COM 48666K10 1499 35142 SH SHARED 06 34342 800 D KB HOME COM 48666K10 69652 1632351 SH SHARED 10 214651 856800 560900 D KB HOME COM 48666K10 98 2308 SH SHARED 14 2308 D KEANE INC SDCV 2.000% 6/1 486665AB 21536 21931000 PRN SHARED 02 21931000 D KEANE INC COM 48666510 5607 412956 SH SHARED 412956 D KEANE INC COM 48666510 4 300 SH SHARED 01 300 D KEANE INC COM 48666510 1 131 SH SHARED 02 131 D KEARNY FINL CORP COM 48716910 8 559 SH SHARED 559 D KEITHLEY INSTRS INC COM 48758410 5 352 SH SHARED 352 D KEITHLEY INSTRS INC COM 48758410 0 41 SH SHARED 02 41 D KELLOGG CO COM 48783610 30924 601284 SH SHARED 601284 D KELLOGG CO COM 48783610 9794 190442 SH SHARED 01 105190 85252 D KELLOGG CO COM 48783610 95 1848 SH SHR/OTHR 01 1848 D KELLOGG CO COM 48783610 3179 61831 SH SHARED 02 58996 2835 D KELLOGG CO COM 48783610 1028 20000 SH SHARED 04 20000 D KELLOGG CO COM 48783610 9257 180000 SH SHARED 05 180000 D KELLOGG CO COM 48783610 1387 26980 SH SHARED 06 24650 2330 D KELLOGG CO COM 48783610 54419 1058121 SH SHARED 10 274426 633600 150095 D KELLOGG CO COM 48783610 422 8220 SH SHR/OTHR 10 8220 D KELLOGG CO COM 48783610 500 9732 SH SHARED 14 9732 D KELLOGG CO COM 48783610 1343 26125 SH SHARED 20 9490 16635 D KELLOGG CO COM 48783610 561 10920 SH SHR/OTHR 20 10920 D KELLOGG CO COM 48783610 82 1600 SH SHARED 21 1600 D KELLOGG CO COM 48783610 30 600 SH SHR/OTHR 21 600 D KELLOGG CO COM 48783610 201 3909 SH SHARED 22 3609 300 D KELLOGG CO COM 48783610 14 275 SH SHR/OTHR 22 275 D KELLOGG CO COM 48783610 759 14760 SH SHARED 23 12865 1895 D KELLOGG CO COM 48783610 1377 26791 SH SHR/OTHR 23 26791 D KELLOGG CO COM 48783610 62 1217 SH SHARED 24 1217 D KELLWOOD CO DBCV 3.500% 6/1 488044AF 2745 3000000 PRN SHARED 3000000 D KELLWOOD CO CB 48804410 2 7390 PRN SHARED 7390 D KELLWOOD CO CB 48804410 9 30700 PRN SHARED 01 25000 5700 D KELLWOOD CO CB 48804410 7 25000 PRN SHR/OTHR 01 25000 D KELLWOOD CO CB 48804410 0 254 PRN SHARED 02 254 D KELLWOOD CO CB 48804410 65 223200 PRN SHARED 10 300 222900 D KELLWOOD CO CB 48804410 1 5365 PRN SHARED 21 5365 D KELLY SVCS INC CL A 48815220 11171 346938 SH SHARED 70560 276378 D KELLY SVCS INC CL A 48815220 1020 31700 SH SHARED 01 26200 5500 D KELLY SVCS INC CL A 48815220 98 3051 SH SHARED 02 3051 D KELLY SVCS INC CL A 48815220 25019 777000 SH SHARED 10 770900 6100 D KEMET CORP COM 48836010 29343 3835801 SH SHARED 3835801 D KEMET CORP COM 48836010 234 30600 SH SHARED 01 30600 D KEMET CORP COM 48836010 255 33400 SH SHARED 02 8400 25000 D KEMET CORP COM 48836010 227 29800 SH SHARED 06 29800 D KEMET CORP COM 48836010 3576 467500 SH SHARED 10 467500 D KENDLE INTERNATIONAL INC COM 48880L10 9 276 SH SHARED 276 D KENDLE INTERNATIONAL INC COM 48880L10 88 2500 SH SHARED 01 2500 D KENDLE INTERNATIONAL INC COM 48880L10 1 37 SH SHARED 02 37 D KENDLE INTERNATIONAL INC COM 48880L10 2763 77800 SH SHARED 10 77800 D KENEXA CORP COM 48887910 15 491 SH SHARED 491 D KENEXA CORP COM 48887910 59 1914 SH SHARED 02 1914 D KENNAMETAL INC COM 48917010 5503 81405 SH SHARED 81405 D KENNAMETAL INC COM 48917010 1027 15200 SH SHARED 01 3600 11600 D KENNAMETAL INC COM 48917010 310 4598 SH SHARED 02 4388 210 D KENNAMETAL INC COM 48917010 7159 105900 SH SHARED 10 104600 1300 D KENNAMETAL INC COM 48917010 51 758 SH SHARED 20 758 D KENSEY NASH CORP COM 49005710 9 296 SH SHARED 296 D KENSEY NASH CORP COM 49005710 1 34 SH SHARED 02 34 D KENTUCKY FIRST FED BANCORP COM 49129210 0 95 SH SHARED 95 D 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10 57400 D KUBOTA CORP ADR 50117320 91 2100 SH SHARED 2100 D KUBOTA CORP ADR 50117320 273 6250 SH SHARED 02 6250 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 1814 2000000 PRN SHARED 2000000 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 1706 1881000 PRN SHARED 02 1881000 D KULICKE & SOFFA INDS INC NOTE 1.000% 6/3 501242AP 2604 2710000 PRN SHARED 02 2710000 D KULICKE & SOFFA INDS INC COM 50124210 5194 561567 SH SHARED 561567 D KULICKE & SOFFA INDS INC COM 50124210 71 7700 SH SHARED 01 7700 D KULICKE & SOFFA INDS INC COM 50124210 4 465 SH SHARED 02 465 D KYOCERA CORP ADR 50155620 47 500 SH SHR/OTHR 01 500 D KYPHON INC COM 50157710 49 1091 SH SHARED 1091 D KYPHON INC COM 50157710 189 4200 SH SHARED 01 3875 325 D KYPHON INC COM 50157710 62 1384 SH SHARED 06 1384 D KYPHON INC COM 50157710 32809 726838 SH SHARED 10 652138 74700 D LAN AIRLINES S A SPONSORED ADR 50172310 1362 19770 SH SHARED 19770 D LAN AIRLINES S A SPONSORED ADR 50172310 7495 108785 SH SHARED 01 108785 D LAN 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SHARED 02 131 D LSB FINL CORP COM 50192510 0 33 SH SHARED 33 D LL & E RTY TR UNIT BEN INT 50200310 4 2000 SH SHARED 02 2000 D LMI AEROSPACE INC COM 50207910 4 217 SH SHARED 217 D LMP CAP & INCOME FD INC COM 50208A10 2289 119000 SH SHARED 02 119000 D LMP REAL ESTATE INCOME FD IN COM 50208C10 10021 405406 SH SHARED 405406 D LNB BANCORP INC COM 50210010 2 150 SH SHARED 150 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 4143 250963 SH SHARED 240963 10000 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 533 32300 SH SHARED 04 32300 D LSB CORP COM 50215P10 1 101 SH SHARED 101 D L S B BANCSHARES N C COM 50215810 3 211 SH SHARED 211 D LSI INDS INC COM 50216C10 10 629 SH SHARED 629 D LSI INDS INC COM 50216C10 5 301 SH SHARED 02 301 D LSI INDS INC COM 50216C10 75 4500 SH SHARED 10 4500 D LSB INDS INC COM 50216010 2 186 SH SHARED 186 D LSI LOGIC CORP NOTE 4.000% 5/1 502161AJ 7497 7000000 PRN SHARED 7000000 D LSI LOGIC CORP COM 50216110 4675 447817 SH SHARED 447817 D LSI LOGIC CORP COM 50216110 435 41702 SH 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50242410 50126 573070 SH SHARED 04 573070 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 8130 92950 SH SHARED 06 13770 79180 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 59141 676140 SH SHARED 10 548745 127395 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 244 2800 SH SHR/OTHR 10 2800 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 586 6700 SH SHARED 14 5800 900 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3061 35000 SH SHARED 15 35000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 7260 83000 SH SHARED 16 83000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1150 13155 SH SHARED 20 4420 8735 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 21 250 SH SHR/OTHR 20 250 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 472 5402 SH SHARED 22 3192 2210 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 801 9165 SH SHARED 23 8915 250 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 80 920 SH SHR/OTHR 23 920 D LA BARGE INC COM 50247010 3 306 SH SHARED 306 D LA JOLLA PHARMACEUTICAL CO COM NEW 50345930 2 431 SH SHARED 431 D LABOPHARM INC COM 50490510 1 231 SH SHARED 02 231 D LA Z BOY INC COM 50533610 222 17968 SH SHARED 9422 8546 D LA Z BOY INC COM 50533610 8 709 SH SHARED 02 709 D LA Z BOY INC COM 50533610 34 2800 SH SHARED 10 500 2300 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG 168 172000 PRN SHARED 02 172000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 6192 85267 SH SHARED 75067 10200 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 14063 193630 SH SHARED 01 85150 108480 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 992 13663 SH SHR/OTHR 01 13663 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1734 23885 SH SHARED 02 23885 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 65839 906500 SH SHARED 04 906500 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 11906 163930 SH SHARED 06 85450 78480 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 69030 950437 SH SHARED 10 164363 607600 178474 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3 50 SH SHR/OTHR 10 50 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 655 9030 SH SHARED 14 8300 730 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3606 49655 SH SHARED 20 9530 40125 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 243 3350 SH SHR/OTHR 20 3350 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 102 1415 SH SHARED 21 1415 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 32 450 SH SHR/OTHR 21 450 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 518 7138 SH SHARED 22 6358 780 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 35 490 SH SHR/OTHR 22 490 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3532 48640 SH SHARED 23 44585 4055 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1641 22595 SH SHR/OTHR 23 22595 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 29 400 SH SHARED 24 400 D LABOR READY INC COM NEW 50540120 6800 358098 SH SHARED 358098 D LABOR READY INC COM NEW 50540120 360 19000 SH SHARED 01 10300 8700 D LABOR READY INC COM NEW 50540120 558 29403 SH SHARED 02 28598 805 D LABOR READY INC COM NEW 50540120 2035 107200 SH SHARED 10 64100 43100 D LABRANCHE & CO INC COM 50544710 11 1453 SH SHARED 1453 D LABRANCHE & CO INC COM 50544710 18 2301 SH SHARED 02 261 2040 D LABRANCHE & CO INC COM 50544710 60 7400 SH SHARED 10 7400 D LACLEDE GROUP INC COM 50559710 15 492 SH SHARED 492 D LACLEDE GROUP INC COM 50559710 18 600 SH SHARED 01 600 D LACLEDE GROUP INC COM 50559710 48 1562 SH SHARED 02 1562 D LACLEDE GROUP INC COM 50559710 491 15800 SH SHARED 10 15800 D LACLEDE GROUP INC COM 50559710 31 1000 SH SHR/OTHR 23 1000 D LACROSSE FOOTWEAR INC COM 50568810 1 118 SH SHARED 118 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 6 2271 SH SHARED 2271 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 33 12568 SH SHARED 02 12568 D LADISH INC COM NEW 50575420 13 350 SH SHARED 350 D LADISH INC COM NEW 50575420 6993 185800 SH SHARED 10 185800 D LAIDLAW INTL INC COM 50730R10 125495 3627024 SH SHARED 3627024 D LAIDLAW INTL INC COM 50730R10 36 1063 SH SHARED 02 1063 D LAIDLAW INTL INC COM 50730R10 41 1200 SH SHARED 10 100 1100 D LAKE SHORE BANCORP INC COM 51070010 1 85 SH SHARED 85 D LAKELAND BANCORP INC COM 51163710 7 551 SH SHARED 551 D LAKELAND FINL CORP COM 51165610 5 264 SH SHARED 264 D LAKELAND INDS INC COM 51179510 1 113 SH SHARED 113 D LAKES ENTMNT INC COM 51206P10 519 46611 SH SHARED 46611 D LAM RESEARCH CORP COM 51280710 151 3200 SH SHARED 3200 D LAM RESEARCH CORP COM 51280710 64872 1370361 SH SHARED 1370361 D LAM RESEARCH CORP COM 51280710 3460 73100 SH SHARED 01 5000 68100 D LAM RESEARCH CORP COM 51280710 786 16608 SH SHARED 02 16608 D LAM RESEARCH CORP COM 51280710 475 10050 SH SHARED 06 8300 1750 D LAM RESEARCH CORP COM 51280710 7938 167700 SH SHARED 10 159200 8500 D LAM RESEARCH CORP COM 51280710 1919 40548 SH SHARED 14 40548 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 4383 3195000 PRN SHARED 3195000 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG 189 138000 PRN SHARED 02 138000 D LAMAR ADVERTISING CO CL A 51281510 3434 54538 SH SHARED 54538 D LAMAR ADVERTISING CO CL A 51281510 163 2600 SH SHARED 01 2600 D LAMAR ADVERTISING CO CL A 51281510 306 4861 SH SHARED 02 1286 3575 D LAMAR ADVERTISING CO CL A 51281510 139 2210 SH SHARED 06 1800 410 D LAMAR ADVERTISING CO CL A 51281510 3049 48435 SH SHARED 10 47135 1300 D LAMSON & SESSIONS CO COM 51369610 1955 70353 SH SHARED 70353 D LANCASTER COLONY CORP COM 51384710 153 3467 SH SHARED 3467 D LANCASTER COLONY CORP COM 51384710 309 7000 SH SHARED 01 7000 D LANCASTER COLONY CORP COM 51384710 130 2950 SH SHARED 02 2950 D LANCE INC COM 51460610 46 2310 SH SHARED 2310 D LANCE INC COM 51460610 1 91 SH SHARED 02 91 D LANDAUER INC COM 51476K10 11 233 SH SHARED 233 D LANDAUER INC COM 51476K10 526 10427 SH SHARED 01 10427 D LANDAUER INC COM 51476K10 570 11300 SH SHARED 10 11300 D LANDEC CORP COM 51476610 2319 163572 SH SHARED 163572 D LANDEC CORP COM 51476610 29 2062 SH SHARED 02 2062 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 1387 1165000 PRN SHARED 02 1165000 D LANDAMERICA FINL GROUP INC COM 51493610 5650 76447 SH SHARED 76447 D LANDAMERICA FINL GROUP INC COM 51493610 1138 15400 SH SHARED 01 11300 4100 D LANDAMERICA FINL GROUP INC COM 51493610 35 485 SH SHARED 02 485 D LANDAMERICA FINL GROUP INC COM 51493610 2897 39200 SH SHARED 10 700 38500 D LANDMARK BANCORP INC COM 51504L10 1 57 SH SHARED 57 D LANDRYS RESTAURANTS INC COM 51508L10 61562 2079817 SH SHARED 2079817 D LANDRYS RESTAURANTS INC COM 51508L10 124 4200 SH SHARED 01 4200 D LANDRYS RESTAURANTS INC COM 51508L10 1 51 SH SHARED 02 51 D LANDRYS RESTAURANTS INC COM 51508L10 1728 58400 SH SHARED 10 400 58000 D LANDSTAR SYS INC COM 51509810 512 11173 SH SHARED 11173 D LANDSTAR SYS INC COM 51509810 591 12900 SH SHARED 01 12900 D LANDSTAR SYS INC COM 51509810 420 9173 SH SHARED 02 9173 D LANDSTAR SYS INC COM 51509810 146 3200 SH SHARED 10 3200 D LANDSTAR SYS INC COM 51509810 45 1000 SH SHARED 21 1000 D LANGER INC COM 51570710 0 178 SH SHARED 178 D LANNET INC COM 51601210 1 259 SH SHARED 259 D LANTRONIX INC COM 51654810 1 953 SH SHARED 953 D LAS VEGAS SANDS CORP COM 51783410 49818 575208 SH SHARED 575208 D LAS VEGAS SANDS CORP COM 51783410 9445 109060 SH SHARED 01 47293 61767 D LAS VEGAS SANDS CORP COM 51783410 800 9241 SH SHR/OTHR 01 9241 D LAS VEGAS SANDS CORP COM 51783410 34910 403074 SH SHARED 02 402846 228 D LAS VEGAS SANDS CORP COM 51783410 290 3350 SH SHARED 06 2350 1000 D LAS VEGAS SANDS CORP COM 51783410 689 7960 SH SHARED 10 2700 5260 D LAS VEGAS SANDS CORP COM 51783410 86 1000 SH SHR/OTHR 10 1000 D LAS VEGAS SANDS CORP COM 51783410 1168 13495 SH SHARED 20 3715 9780 D LAS VEGAS SANDS CORP COM 51783410 51 600 SH SHR/OTHR 20 600 D LAS VEGAS SANDS CORP COM 51783410 106 1225 SH SHARED 21 1225 D LAS VEGAS SANDS CORP COM 51783410 585 6756 SH SHARED 22 5321 1435 D LAS VEGAS SANDS CORP COM 51783410 69 800 SH SHR/OTHR 22 800 D LAS VEGAS SANDS CORP COM 51783410 1747 20175 SH SHARED 23 18975 1200 D LAS VEGAS SANDS CORP COM 51783410 1062 12265 SH SHR/OTHR 23 12265 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 3420 73786 SH SHARED 73786 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 296 6400 SH SHARED 01 700 5700 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 85 1853 SH SHARED 02 1853 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 2939 63400 SH SHARED 10 63400 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 153560 3312349 SH SHARED 11 1819850 1492499 D LASERCARD CORP COM 51807U10 5148 436656 SH SHARED 436656 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 21 497 SH SHARED 497 D LATIN AMERN DISCOVERY FD INC COM 51828C10 24 890 SH SHARED 890 D LATIN AMERN DISCOVERY FD INC COM 51828C10 801 29020 SH SHARED 02 29020 D LATTICE SEMICONDUCTOR CORP NOTE 7/0 518415AE 950 1000000 PRN SHARED 02 1000000 D LATTICE SEMICONDUCTOR CORP COM 51841510 4211 719993 SH SHARED 719993 D LATTICE SEMICONDUCTOR CORP COM 51841510 258 44200 SH SHARED 01 44200 D LATTICE SEMICONDUCTOR CORP COM 51841510 67 11500 SH SHARED 02 11500 D LAUDER ESTEE COS INC CL A 51843910 5266 107812 SH SHARED 93012 14800 D LAUDER ESTEE COS INC CL A 51843910 657 13454 SH SHARED 01 200 13254 D LAUDER ESTEE COS INC CL A 51843910 303 6221 SH SHR/OTHR 01 6221 D LAUDER ESTEE COS INC CL A 51843910 1883 38565 SH SHARED 02 38565 D LAUDER ESTEE COS INC CL A 51843910 590 12080 SH SHARED 06 11450 630 D LAUDER ESTEE COS INC CL A 51843910 17485 357950 SH SHARED 10 264950 93000 D LAUDER ESTEE COS INC CL A 51843910 60 1240 SH SHR/OTHR 10 1240 D LAUDER ESTEE COS INC CL A 51843910 73 1500 SH SHARED 14 1500 D LAUDER ESTEE COS INC CL A 51843910 2686 55000 SH SHARED 15 55000 D LAUDER ESTEE COS INC CL A 51843910 491 10060 SH SHARED 20 200 9860 D LAUDER ESTEE COS INC CL A 51843910 83 1700 SH SHR/OTHR 20 1700 D LAUDER ESTEE COS INC CL A 51843910 78 1600 SH SHARED 23 1600 D LAUDER ESTEE COS INC CL A 51843910 92 1900 SH SHR/OTHR 23 1900 D LAUREATE EDUCATION INC COM 51861310 4768 80863 SH SHARED 80863 D LAUREATE EDUCATION INC COM 51861310 1468 24900 SH SHARED 01 24900 D LAUREATE EDUCATION INC COM 51861310 3336 56580 SH SHARED 02 56580 D LAWSON PRODS INC COM 52077610 4 108 SH SHARED 108 D LAWSON PRODS INC COM 52077610 0 12 SH SHARED 02 12 D LAWSON SOFTWARE INC NEW COM 52078P10 539 66663 SH SHARED 66663 D LAWSON SOFTWARE INC NEW COM 52078P10 20 2500 SH SHARED 02 2500 D LAWSON SOFTWARE INC NEW COM 52078P10 363 44900 SH SHARED 10 44900 D LAYNE CHRISTENSEN CO COM 52105010 11 305 SH SHARED 305 D LAYNE CHRISTENSEN CO COM 52105010 134 3700 SH SHARED 01 3700 D LAYNE CHRISTENSEN CO COM 52105010 15673 430367 SH SHARED 04 430367 D LAYNE CHRISTENSEN CO COM 52105010 9651 265000 SH SHARED 05 265000 D LAYNE CHRISTENSEN CO COM 52105010 2028 55700 SH SHARED 10 55700 D LAZARD WORLD DIVID & INCOME COM 52107610 596 26960 SH SHARED 02 26960 D LEADING BRANDS INC COM 52170U10 1 400 SH SHARED 02 400 D LEADIS TECHNOLOGY INC COM 52171N10 2 616 SH SHARED 616 D LEAPFROG ENTERPRISES INC CL A 52186N10 4676 437095 SH SHARED 437095 D LEAPFROG ENTERPRISES INC CL A 52186N10 16 1500 SH SHARED 01 1500 D LEAP WIRELESS INTL INC COM NEW 52186330 109 1655 SH SHARED 1655 D LEAP WIRELESS INTL INC COM NEW 52186330 920 13948 SH SHARED 02 10948 3000 D LEAP WIRELESS INTL INC COM NEW 52186330 5608 85000 SH SHARED 04 85000 D LEAP WIRELESS INTL INC COM NEW 52186330 7790 118070 SH SHARED 10 118070 D LEAR CORP COM 52186510 2672 73189 SH SHARED 73189 D LEAR CORP COM 52186510 923 25300 SH SHARED 01 25300 D LEAR CORP COM 52186510 6681 183015 SH SHARED 02 183015 D LEAR CORP COM 52186510 36 1000 SH SHARED 06 600 400 D LEAR CORP COM 52186510 565 15500 SH SHARED 10 400 15100 D LEARNING TREE INTL INC COM 52201510 18 1650 SH SHARED 1650 D LECG CORP COM 52323410 394 27268 SH SHARED 27268 D LECROY CORP COM 52324W10 553 66238 SH SHARED 66238 D LEE ENTERPRISES INC COM 52376810 733 24396 SH SHARED 24396 D LEE ENTERPRISES INC COM 52376810 399 13300 SH SHARED 01 13300 D LEE ENTERPRISES INC COM 52376810 1567 52160 SH SHARED 02 52160 D LEE ENTERPRISES INC COM 52376810 510 17000 SH SHARED 10 17000 D LEESPORT FINANCIAL CORP COM 52447710 2 133 SH SHARED 133 D LEGACY BANCORP INC CL A 52463G10 780 50372 SH SHARED 50372 D LEGGETT & PLATT INC COM 52466010 4602 203024 SH SHARED 203024 D LEGGETT & PLATT INC COM 52466010 419 18513 SH SHARED 01 18513 D LEGGETT & PLATT INC COM 52466010 1372 60542 SH SHARED 02 60542 D LEGGETT & PLATT INC COM 52466010 4 200 SH SHARED 05 200 D LEGGETT & PLATT INC COM 52466010 677 29880 SH SHARED 06 28950 930 D LEGGETT & PLATT INC COM 52466010 10831 477780 SH SHARED 10 473080 4700 D LEGGETT & PLATT INC COM 52466010 638 28177 SH SHARED 14 28177 D LEGACY RESERVES LP UNIT LP INT 52470730 2634 96156 SH SHARED 96156 D LEGG MASON INC COM 52490110 15902 168803 SH SHARED 168803 D LEGG MASON INC COM 52490110 1496 15886 SH SHARED 01 15886 D LEGG MASON INC COM 52490110 4717 50072 SH SHARED 02 48996 1076 D LEGG MASON INC COM 52490110 6 70 SH SHARED 05 70 D LEGG MASON INC COM 52490110 1329 14110 SH SHARED 06 12950 1160 D LEGG MASON INC COM 52490110 5454 57900 SH SHARED 10 54100 3800 D LEGG MASON INC COM 52490110 1413 15000 SH SHARED 15 15000 D LEHMAN BROS HLDGS INC COM 52490810 61578 878807 SH SHARED 862108 16699 D LEHMAN BROS HLDGS INC COM 52490810 16160 230635 SH SHARED 01 135018 95617 D LEHMAN BROS HLDGS INC COM 52490810 100 1440 SH SHR/OTHR 01 1440 D LEHMAN BROS HLDGS INC COM 52490810 19544 278931 SH SHARED 02 277351 1580 D LEHMAN BROS HLDGS INC COM 52490810 7037 100431 SH SHARED 04 81048 19383 D LEHMAN BROS HLDGS INC COM 52490810 14 200 SH SHARED 05 200 D LEHMAN BROS HLDGS INC COM 52490810 5981 85370 SH SHARED 06 80960 4410 D LEHMAN BROS HLDGS INC COM 52490810 163664 2335730 SH SHARED 10 798361 901300 636069 D LEHMAN BROS HLDGS INC COM 52490810 161 2300 SH SHR/OTHR 10 2300 D LEHMAN BROS HLDGS INC COM 52490810 1176 16793 SH SHARED 14 16793 D LEHMAN BROS HLDGS INC COM 52490810 1051 15000 SH SHARED 15 15000 D LEHMAN BROS HLDGS INC COM 52490810 9421 134462 SH SHARED 19 134462 D LEHMAN BROS HLDGS INC COM 52490810 790 11285 SH SHARED 20 2420 8865 D LEHMAN BROS HLDGS INC COM 52490810 353 5050 SH SHARED 22 3000 2050 D LEHMAN BROS HLDGS INC COM 52490810 2839 40520 SH SHARED 23 38980 1540 D LEHMAN BROS HLDGS INC COM 52490810 245 3500 SH SHR/OTHR 23 3500 D LEHMAN BROS HLDGS INC COM 52490810 52 752 SH SHARED 24 752 D LEMAITRE VASCULAR INC COM 52555820 0 137 SH SHARED 137 D LENNAR CORP CL A 52605710 8420 199491 SH SHARED 185291 14200 D LENNAR CORP CL A 52605710 617 14636 SH SHARED 01 14636 D LENNAR CORP CL A 52605710 6255 148208 SH SHARED 02 142628 5580 D LENNAR CORP CL A 52605710 2110 50000 SH SHARED 04 50000 D LENNAR CORP CL A 52605710 1720 40750 SH SHARED 06 39650 1100 D LENNAR CORP CL A 52605710 57722 1367500 SH SHARED 10 104900 871400 391200 D LENNAR CORP CL A 52605710 29 700 SH SHR/OTHR 23 700 D LENNAR CORP CL B 52605730 2985 75720 SH SHARED 75720 D LENNAR CORP CL B 52605730 4 120 SH SHARED 01 120 D LENNAR CORP CL B 52605730 78 2000 SH SHARED 23 2000 D LENNOX INTL INC COM 52610710 16499 462179 SH SHARED 462179 D LENNOX INTL INC COM 52610710 417 11700 SH SHARED 01 11700 D LENNOX INTL INC COM 52610710 98 2750 SH SHARED 02 1495 1255 D LENNOX INTL INC COM 52610710 678 19000 SH SHARED 10 12000 7000 D LENNOX INTL INC COM 52610710 103 2900 SH SHARED 21 2900 D LENOX GROUP INC COM 52626210 1518 230846 SH SHARED 230846 D LESCO INC OHIO COM 52687210 2 185 SH SHARED 185 D LEUCADIA NATL CORP COM 52728810 4610 156719 SH SHARED 156719 D LEUCADIA NATL CORP COM 52728810 1691 57500 SH SHARED 01 57500 D LEUCADIA NATL CORP COM 52728810 717 24401 SH SHARED 02 18514 5887 D LEUCADIA NATL CORP COM 52728810 152 5200 SH SHARED 06 3800 1400 D LEUCADIA NATL CORP COM 52728810 9576 325500 SH SHARED 10 325200 300 D LEUCADIA NATL CORP COM 52728810 30 1024 SH SHARED 21 1024 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 960 1000000 PRN SHARED 1000000 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 249 260000 PRN SHARED 02 260000 D LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA 4172 3735000 PRN SHARED 02 3735000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 16312 12500000 PRN SHARED 12500000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 5487 4205000 PRN SHARED 02 4205000 D LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK 5 4000 PRN SHARED 10 4000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1432 234894 SH SHARED 234894 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 492 80709 SH SHARED 01 80709 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1391 228187 SH SHARED 02 197881 30306 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 3202 525000 SH SHARED 04 525000 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 225 37000 SH SHARED 06 26500 10500 D LEVEL 3 COMMUNICATIONS INC COM 52729N10 1617 265093 SH SHARED 10 202880 62213 D LEVITT CORP CL A 52742P10 3 419 SH SHARED 419 D LEXICON GENETICS INC COM 52887210 1680 463052 SH SHARED 463052 D LEXICON GENETICS INC COM 52887210 7 1943 SH SHARED 02 1943 D LEXINGTON REALTY TRUST COM 52904310 26424 1250576 SH SHARED 1250576 D LEXINGTON REALTY TRUST COM 52904310 48 2300 SH SHARED 01 2300 D LEXINGTON REALTY TRUST COM 52904310 69 3311 SH SHARED 02 3311 D LEXINGTON REALTY TRUST COM 52904310 1373 65000 SH SHARED 04 65000 D LEXINGTON REALTY TRUST COM 52904310 2389 113100 SH SHARED 10 113100 D LEXINGTON REALTY TRUST COM 52904310 60501 2863300 SH SHARED 11 2863300 D LEXINGTON REALTY TRUST PFD CONV SER C 52904330 12969 272440 SH SHARED 272440 D LEXMARK INTL NEW CL A 52977110 7621 130371 SH SHARED 98371 32000 D LEXMARK INTL NEW CL A 52977110 2207 37765 SH SHARED 01 23840 13925 D LEXMARK INTL NEW CL A 52977110 14508 248172 SH SHARED 02 248127 45 D LEXMARK INTL NEW CL A 52977110 23 408 SH SHARED 04 408 D LEXMARK INTL NEW CL A 52977110 5 100 SH SHARED 05 100 D LEXMARK INTL NEW CL A 52977110 2829 48400 SH SHARED 06 46900 1500 D LEXMARK INTL NEW CL A 52977110 62817 1074538 SH SHARED 10 76238 651500 346800 D LEXMARK INTL NEW CL A 52977110 178 3059 SH SHARED 14 3059 D LEXMARK INTL NEW CL A 52977110 734 12564 SH SHARED 19 12564 D LIBBEY INC COM 52989810 2866 204452 SH SHARED 204452 D LIBBEY INC COM 52989810 0 42 SH SHARED 02 42 D LIBERTY BANCORP INC COM 53017Q10 1 108 SH SHARED 108 D LIBERTY GLOBAL INC COM SER A 53055510 9349 283913 SH SHARED 283913 D LIBERTY GLOBAL INC COM SER A 53055510 511 15518 SH SHARED 01 15518 D LIBERTY GLOBAL INC COM SER A 53055510 2 63 SH SHR/OTHR 01 63 D LIBERTY GLOBAL INC COM SER A 53055510 785 23853 SH SHARED 02 4096 19757 D LIBERTY GLOBAL INC COM SER A 53055510 1646 50000 SH SHARED 04 50000 D LIBERTY GLOBAL INC COM SER A 53055510 3 118 SH SHARED 05 118 D LIBERTY GLOBAL INC COM SER A 53055510 245 7453 SH SHARED 06 5592 1861 D LIBERTY GLOBAL INC COM SER A 53055510 9685 294135 SH SHARED 10 198337 95798 D LIBERTY GLOBAL INC COM SER A 53055510 74 2250 SH SHR/OTHR 20 2250 D LIBERTY GLOBAL INC COM SER C 53055530 54 1781 SH SHARED 1781 D LIBERTY GLOBAL INC COM SER C 53055530 129 4242 SH SHARED 01 4242 D LIBERTY GLOBAL INC COM SER C 53055530 1 63 SH SHR/OTHR 01 63 D LIBERTY GLOBAL INC COM SER C 53055530 167 5481 SH SHARED 02 463 5018 D LIBERTY GLOBAL INC COM SER C 53055530 3 118 SH SHARED 05 118 D LIBERTY GLOBAL INC COM SER C 53055530 224 7323 SH SHARED 06 5492 1831 D LIBERTY GLOBAL INC COM SER C 53055530 729 23824 SH SHARED 10 17444 6380 D LIBERTY GLOBAL INC COM SER C 53055530 2285 74591 SH SHARED 14 74591 D LIBERTY GLOBAL INC COM SER C 53055530 68 2250 SH SHR/OTHR 20 2250 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 3767 158164 SH SHARED 158164 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 509 21372 SH SHARED 01 437 20935 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 6 260 SH SHR/OTHR 01 260 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 1835 77050 SH SHARED 02 8029 69021 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 7 296 SH SHARED 05 296 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 547 22988 SH SHARED 06 16712 6276 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 3767 158145 SH SHARED 10 150239 7906 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 201 8466 SH SHR/OTHR 10 8466 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 234 9858 SH SHARED 14 9858 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 170 7150 SH SHARED 20 7150 D LIBERTY MEDIA HLDG CORP INT COM SER A 53071M10 267 11250 SH SHR/OTHR 20 11250 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 23212 209897 SH SHARED 209897 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 472 4273 SH SHARED 01 87 4186 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 5 52 SH SHR/OTHR 01 52 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 4765 43094 SH SHARED 02 28865 14229 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 221 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 509 4606 SH SHARED 06 3352 1254 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 3358 30367 SH SHARED 10 28907 1460 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 187 1693 SH SHR/OTHR 10 1693 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 97 883 SH SHARED 14 883 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 154 1400 SH SHARED 20 1400 D LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M30 248 2250 SH SHR/OTHR 20 2250 D LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG 2072 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55269P30 28 1500 SH SHARED 10 1500 D MDU RES GROUP INC COM 55269010 3685 128251 SH SHARED 128251 D MDU RES GROUP INC COM 55269010 1820 63350 SH SHARED 01 8200 55150 D MDU RES GROUP INC COM 55269010 693 24138 SH SHARED 02 21372 2766 D MDU RES GROUP INC COM 55269010 14 500 SH SHARED 06 500 D MDU RES GROUP INC COM 55269010 546 19000 SH SHARED 10 18400 600 D MDU RES GROUP INC COM 55269010 60 2107 SH SHR/OTHR 20 2107 D MDU RES GROUP INC COM 55269010 112 3900 SH SHARED 21 3900 D MEMC ELECTR MATLS INC COM 55271510 7722 127475 SH SHARED 127475 D MEMC ELECTR MATLS INC COM 55271510 3489 57600 SH SHARED 01 57600 D MEMC ELECTR MATLS INC COM 55271510 1425 23536 SH SHARED 02 18236 5300 D MEMC ELECTR MATLS INC COM 55271510 6960 114900 SH SHARED 04 114900 D MEMC ELECTR MATLS INC COM 55271510 1656 27350 SH SHARED 06 26150 1200 D MEMC ELECTR MATLS INC COM 55271510 89638 1479670 SH SHARED 10 1081800 290300 107570 D MEMC ELECTR MATLS INC COM 55271510 4967 82000 SH SHARED 16 82000 D MFB CORP COM 55272D10 0 29 SH SHARED 29 D MFA MTG INVTS INC COM 55272X10 94 12328 SH SHARED 12328 D MFA MTG INVTS INC COM 55272X10 12169 1580500 SH SHARED 10 1580500 D MFA MTG INVTS INC COM 55272X10 38 5000 SH SHARED 21 5000 D MFRI INC COM 55272110 1 106 SH SHARED 106 D MFS CHARTER INCOME TR SH BEN INT 55272710 1709 199663 SH SHARED 199663 D MFS INTER INCOME TR SH BEN INT 55273C10 583 93462 SH SHARED 93462 D MFS INTER INCOME TR SH BEN INT 55273C10 252 40500 SH SHARED 02 40500 D MFS INTER INCOME TR SH BEN INT 55273C10 17 2828 SH SHARED 20 2828 D MFS SPL VALUE TR SH BEN INT 55274E10 14 1341 SH SHARED 02 1341 D MGE ENERGY INC COM 55277P10 18 524 SH SHARED 524 D MGE ENERGY INC COM 55277P10 14 400 SH SHARED 01 400 D MGE ENERGY INC COM 55277P10 29 836 SH SHARED 02 836 D MGE ENERGY INC COM 55277P10 492 13900 SH SHARED 10 13900 D MGIC INVT CORP WIS COM 55284810 32734 555581 SH SHARED 555581 D MGIC INVT CORP WIS COM 55284810 983 16700 SH SHARED 01 6900 9800 D MGIC INVT CORP WIS COM 55284810 572 9712 SH SHARED 02 9492 220 D MGIC INVT CORP WIS COM 55284810 5 100 SH SHARED 05 100 D MGIC INVT CORP WIS COM 55284810 596 10124 SH SHARED 06 9094 1030 D MGIC INVT CORP WIS COM 55284810 4351 73855 SH SHARED 10 73555 300 D MGIC INVT CORP WIS COM 55284810 222 3773 SH SHARED 14 3773 D MGIC INVT CORP WIS COM 55284810 70 1200 SH SHARED 22 1200 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 1740 2500000 PRN SHARED 2500000 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 580 834000 PRN SHARED 02 834000 D MGI PHARMA INC COM 55288010 1214 54061 SH SHARED 53661 400 D MGI PHARMA INC COM 55288010 110 4900 SH SHARED 01 4900 D MGI PHARMA INC COM 55288010 4 220 SH SHR/OTHR 01 220 D MGI PHARMA INC COM 55288010 56 2520 SH SHARED 02 2520 D MGI PHARMA INC COM 55288010 8426 375000 SH SHARED 04 375000 D MGM MIRAGE COM 55295310 3575 51438 SH SHARED 51438 D MGM MIRAGE COM 55295310 34 500 SH SHARED 01 500 D MGM MIRAGE COM 55295310 97 1404 SH SHARED 02 1404 D MGM MIRAGE COM 55295310 296 4270 SH SHARED 06 3150 1120 D MGM MIRAGE COM 55295310 1632 23480 SH SHARED 10 17580 5900 D MGP INGREDIENTS INC COM 55302G10 4 244 SH SHARED 244 D MHI HOSPITALITY CORP COM 55302L10 1 138 SH SHARED 138 D MGT CAPITAL INVTS INC COM 55302P10 19 5466 SH SHARED 2300 3166 D MI DEVS INC CL A SUB VTG 55304X10 31 834 SH SHARED 834 D MI DEVS INC CL A SUB VTG 55304X10 1 50 SH SHARED 05 50 D MI DEVS INC CL A SUB VTG 55304X10 69 1850 SH SHARED 06 300 1550 D MI DEVS INC CL A SUB VTG 55304X10 91 2457 SH SHARED 14 2457 D M/I HOMES INC COM 55305B10 3724 140300 SH SHARED 140300 D M/I HOMES INC COM 55305B10 0 35 SH SHARED 02 35 D MKS INSTRUMENT INC COM 55306N10 7231 283364 SH SHARED 283364 D MKS INSTRUMENT INC COM 55306N10 1612 63200 SH SHARED 01 47500 15700 D MKS INSTRUMENT INC COM 55306N10 2 108 SH SHARED 02 108 D MKS INSTRUMENT INC COM 55306N10 260 10200 SH SHARED 06 10200 D MKS INSTRUMENT INC COM 55306N10 19150 750400 SH SHARED 10 742700 7700 D ML MACADAMIA ORCHARDS L P DEP UNIT CL A 55307U10 114 20700 SH SHARED 02 20700 D MIVA INC COM 55311R10 1371 357268 SH SHARED 357268 D MIVA INC COM 55311R10 0 87 SH SHARED 02 87 D MPS GROUP INC COM 55340910 707 50033 SH SHARED 50033 D MPS GROUP INC COM 55340910 783 55400 SH SHARED 01 26700 28700 D MPS GROUP INC COM 55340910 157 11150 SH SHARED 02 11150 D MPS GROUP INC COM 55340910 936 66200 SH SHARED 10 48000 18200 D MRV COMMUNICATIONS INC COM 55347710 11 3201 SH SHARED 3201 D MRV COMMUNICATIONS INC COM 55347710 71 20000 SH SHARED 10 20000 D MRU HLDGS INC COM 55348A10 1 273 SH SHARED 273 D MSC INDL DIRECT INC CL A 55353010 351 7523 SH SHARED 7523 D MSC INDL DIRECT INC CL A 55353010 779 16700 SH SHARED 01 16700 D MSC INDL DIRECT INC CL A 55353010 272 5846 SH SHARED 02 5781 65 D MSC SOFTWARE CORP COM 55353110 4483 326063 SH SHARED 326063 D MSC SOFTWARE CORP COM 55353110 81 5915 SH SHARED 02 4915 1000 D MSC SOFTWARE CORP COM 55353110 22068 1605000 SH SHARED 10 1605000 D M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB 230 177000 PRN SHARED 02 177000 D MTR GAMING GROUP INC COM 55376910 202 15499 SH SHARED 15499 D MTR GAMING GROUP INC COM 55376910 29 2292 SH SHARED 02 2292 D MTC TECHNOLOGIES INC COM 55377A10 5 259 SH SHARED 259 D MTS MEDICATION TECHNLGS INC COM 55377310 1 107 SH SHARED 107 D MTS SYS CORP COM 55377710 18 467 SH SHARED 467 D MTS SYS CORP COM 55377710 99 2554 SH SHARED 02 2554 D MTS SYS CORP COM 55377710 190 4900 SH SHARED 10 4900 D MVC CAPITAL INC COM 55382910 11672 745873 SH SHARED 745873 D MV OIL TR TR UNITS 55385910 3249 136300 SH SHARED 136300 D MWI VETERINARY SUPPLY INC COM 55402X10 6 211 SH SHARED 211 D MAC-GRAY CORP COM 55415310 2 172 SH SHARED 172 D MACATAWA BK CORP COM 55422510 6 369 SH SHARED 369 D MACATAWA BK CORP COM 55422510 208 11354 SH SHARED 10 11354 D MACDERMID INC COM 55427310 238 6846 SH SHARED 6846 D MACDERMID INC COM 55427310 2 74 SH SHARED 02 74 D MACDERMID INC COM 55427310 8717 250000 SH SHARED 06 250000 D MACDERMID INC COM 55427310 224 6450 SH SHARED 10 250 6200 D MACE SEC INTL INC COM NEW 55433520 0 358 SH SHARED 358 D MACERICH CO COM 55438210 9637 104348 SH SHARED 104348 D MACERICH CO COM 55438210 1958 21200 SH SHARED 01 21200 D MACERICH CO COM 55438210 1081 11712 SH SHARED 02 10801 911 D MACERICH CO COM 55438210 73 800 SH SHARED 06 800 D MACERICH CO COM 55438210 4307 46640 SH SHARED 10 13240 25400 8000 D MACERICH CO COM 55438210 447650 4846800 SH SHARED 11 2555254 2291546 D MACK CALI RLTY CORP COM 55448910 12624 265058 SH SHARED 263758 1300 D MACK CALI RLTY CORP COM 55448910 976 20500 SH SHARED 01 20500 D MACK CALI RLTY CORP COM 55448910 119 2500 SH SHR/OTHR 01 2500 D MACK CALI RLTY CORP COM 55448910 520 10932 SH SHARED 02 10932 D MACK CALI RLTY CORP COM 55448910 2143 45000 SH SHARED 04 45000 D MACK CALI RLTY CORP COM 55448910 23 500 SH SHARED 10 500 D MACK CALI RLTY CORP COM 55448910 242136 5083689 SH SHARED 11 2184791 2898898 D MACK CALI RLTY CORP COM 55448910 142 3000 SH SHR/OTHR 21 3000 D MACK CALI RLTY CORP COM 55448910 11 250 SH SHARED 23 250 D MACK CALI RLTY CORP COM 55448910 121 2550 SH SHR/OTHR 23 2550 D MACROVISION CORP COM 55590410 1323 52845 SH SHARED 52845 D MACROVISION CORP COM 55590410 1452 58000 SH SHARED 01 34700 23300 D MACROVISION CORP COM 55590410 3716 148344 SH SHARED 02 145444 2900 D MACROVISION CORP COM 55590410 601 24000 SH SHARED 04 24000 D MACROVISION CORP COM 55590410 1745 69700 SH SHARED 10 12300 57400 D MACQUARIE FT TR GB INF UT DI COM 55607W10 161 5731 SH SHARED 02 5731 D MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X10 116 2956 SH SHARED 2956 D MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X10 2397 61000 SH SHARED 02 61000 D MACRONIX INTL LTD SPONS ADR NEW 55610376 0 2 SH SHARED 2 D MADDEN STEVEN LTD COM 55626910 13 468 SH SHARED 468 D MADDEN STEVEN LTD COM 55626910 12 428 SH SHARED 02 428 D MADDEN STEVEN LTD COM 55626910 45 1550 SH SHARED 10 1550 D MADECO SA SPONS ADR NEW 55630420 226 19423 SH SHARED 19423 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 2533 96042 SH SHARED 96042 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 26 1000 SH SHARED 02 1000 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 39 947 SH SHARED 947 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 684 16300 SH SHARED 01 9400 6900 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 560 13334 SH SHARED 02 13334 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 11491 273600 SH SHARED 10 8700 264900 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 291 6237 SH SHARED 6237 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 2512 53695 SH SHARED 02 53695 D MAGELLAN PETE CORP COM 55909130 1 1024 SH SHARED 1024 D MAGMA DESIGN AUTOMATION COM 55918110 2443 204289 SH SHARED 204289 D MAGMA DESIGN AUTOMATION COM 55918110 80 6771 SH SHARED 02 4771 2000 D MAGNA ENTMT CORP CL A 55921110 44 12300 SH SHARED 12300 D MAGNA INTL INC CL A 55922240 2995 39887 SH SHARED 39287 600 D MAGNA INTL INC CL A 55922240 35 478 SH SHARED 01 478 D MAGNA INTL INC CL A 55922240 3826 50943 SH SHARED 02 49898 1045 D MAGNA INTL INC CL A 55922240 751 10000 SH SHARED 04 10000 D MAGNA INTL INC CL A 55922240 77 1029 SH SHARED 06 579 450 D MAGNA INTL INC CL A 55922240 45 602 SH SHARED 10 602 D MAGNA INTL INC CL A 55922240 90 1200 SH SHARED 14 1200 D MAGNETEK INC COM 55942410 3 718 SH SHARED 718 D MAGNETEK INC COM 55942410 0 86 SH SHARED 02 86 D MAGYAR BANCORP INC COM 55977T10 0 68 SH SHARED 68 D MAGUIRE PPTYS INC COM 55977510 31 893 SH SHARED 893 D MAGUIRE PPTYS INC COM 55977510 995 28000 SH SHARED 01 16200 11800 D MAGUIRE PPTYS INC COM 55977510 1485 41774 SH SHARED 02 2074 39700 D MAGUIRE PPTYS INC COM 55977510 711 20000 SH SHARED 04 20000 D MAGUIRE PPTYS INC COM 55977510 5636 158500 SH SHARED 10 120000 38500 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 8527 334134 SH SHARED 334134 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 2620 102700 SH SHARED 02 102700 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 3343 131000 SH SHARED 04 131000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 450 67400 SH SHARED 67400 D MAIDENFORM BRANDS INC COM 56030510 8 371 SH SHARED 371 D MAIDENFORM BRANDS INC COM 56030510 117 5100 SH SHARED 01 5100 D MAIDENFORM BRANDS INC COM 56030510 1887 81800 SH SHARED 10 81800 D MAINE & MARITIMES CORP COM 56037710 0 41 SH SHARED 41 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 8 483 SH SHARED 483 D MAIR HOLDINGS INC COM 56063510 2 317 SH SHARED 317 D MAKITA CORP ADR NEW 56087730 233 6275 SH SHARED 02 6275 D MALAYSIA FD INC COM 56090510 6 801 SH SHARED 801 D MANAGEMENT NETWORK GROUP INC COM 56169310 0 450 SH SHARED 450 D MANATRON INC COM 56204810 1 115 SH SHARED 115 D MANHATTAN ASSOCS INC COM 56275010 1333 48611 SH SHARED 48611 D MANHATTAN ASSOCS INC COM 56275010 123 4500 SH SHARED 01 4500 D MANHATTAN ASSOCS INC COM 56275010 55 2012 SH SHARED 02 2012 D MANHATTAN ASSOCS INC COM 56275010 3151 114900 SH SHARED 10 114900 D MANHATTAN ASSOCS INC COM 56275010 1223 44600 SH SHARED 14 44600 D MANHATTAN PHARMACEUTICALS IN COM NEW 56311820 1 1176 SH SHARED 1176 D MANITOWOC INC COM 56357110 9525 149941 SH SHARED 149941 D MANITOWOC INC COM 56357110 53 838 SH SHARED 02 838 D MANITOWOC INC COM 56357110 292 4600 SH SHARED 06 4600 D MANITOWOC INC COM 56357110 15005 236200 SH SHARED 10 15200 148900 72100 D MANNATECH INC COM 56377110 1521 94720 SH SHARED 94720 D MANNATECH INC COM 56377110 82 5134 SH SHARED 02 5134 D MANNATECH INC COM 56377110 1124 70000 SH SHARED 04 70000 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 0 1000 PRN SHARED 10 1000 D MANNKIND CORP COM 56400P20 4082 285475 SH SHARED 285475 D MANNKIND CORP COM 56400P20 325 22767 SH SHARED 01 22767 D MANNKIND CORP COM 56400P20 243 17054 SH SHARED 02 17054 D MANNKIND CORP COM 56400P20 1458 102000 SH SHARED 04 102000 D MANNKIND CORP COM 56400P20 164 11518 SH SHARED 10 11518 D MANOR CARE INC NEW COM 56405510 4030 74146 SH SHARED 74146 D MANOR CARE INC NEW COM 56405510 407 7500 SH SHARED 01 7500 D MANOR CARE INC NEW COM 56405510 440 8102 SH SHARED 02 8102 D MANOR CARE INC NEW COM 56405510 304 5600 SH SHARED 06 5600 D MANOR CARE INC NEW COM 56405510 3849 70823 SH SHARED 10 67323 3500 D MANPOWER INC COM 56418H10 1299 17612 SH SHARED 17362 250 D MANPOWER INC COM 56418H10 2764 37477 SH SHARED 01 11100 26377 D MANPOWER INC COM 56418H10 2192 29717 SH SHARED 02 29717 D MANPOWER INC COM 56418H10 275 3740 SH SHARED 06 2500 1240 D MANPOWER INC COM 56418H10 164337 2227700 SH SHARED 10 2226200 1500 D MANPOWER INC COM 56418H10 394 5348 SH SHARED 14 5348 D MANPOWER INC COM 56418H10 147 2000 SH SHARED 23 2000 D MANTECH INTL CORP CL A 56456310 202 6048 SH SHARED 6048 D MANTECH INTL CORP CL A 56456310 1620 48500 SH SHARED 01 45500 3000 D MANTECH INTL CORP CL A 56456310 11 354 SH SHARED 02 354 D MANTECH INTL CORP CL A 56456310 2191 65603 SH SHARED 10 3403 62200 D MANULIFE FINL CORP COM 56501R10 778 22585 SH SHARED 17785 4800 D MANULIFE FINL CORP COM 56501R10 180 5230 SH SHARED 01 5230 D MANULIFE FINL CORP COM 56501R10 2860 83024 SH SHARED 02 83024 D MANULIFE FINL CORP COM 56501R10 689 20000 SH SHARED 04 20000 D MANULIFE FINL CORP COM 56501R10 23 674 SH SHARED 05 674 D MANULIFE FINL CORP COM 56501R10 402 11696 SH SHARED 06 5114 6582 D MANULIFE FINL CORP COM 56501R10 241 7000 SH SHARED 10 7000 D MANULIFE FINL CORP COM 56501R10 1148 33352 SH SHARED 14 33352 D MANULIFE FINL CORP COM 56501R10 39 1150 SH SHARED 20 1150 D MANULIFE FINL CORP COM 56501R10 23 682 SH SHR/OTHR 20 682 D MANULIFE FINL CORP COM 56501R10 806 23420 SH SHARED 23 23420 D MAPINFO CORP COM 56510510 10 545 SH SHARED 545 D MAPINFO CORP COM 56510510 1 63 SH SHARED 02 63 D MARATHON ACQUISITION CORP COM 56575610 2617 342591 SH SHARED 342591 D MARATHON ACQUISITION CORP COM 56575610 496 65000 SH SHARED 01 65000 D MARATHON ACQUISITION CORP COM 56575610 17 2238 SH SHARED 02 2238 D MARATHON ACQUISITION CORP UNIT 08/24/2010 56575620 598 65000 SH SHARED 01 65000 D MARATHON OIL CORP COM 56584910 323500 3273301 SH SHARED 3250901 22400 D MARATHON OIL CORP COM 56584910 10370 104928 SH SHARED 01 54300 50628 D MARATHON OIL CORP COM 56584910 49 500 SH SHR/OTHR 01 500 D MARATHON OIL CORP COM 56584910 5824 58933 SH SHARED 02 42599 16334 D MARATHON OIL CORP COM 56584910 88996 900505 SH SHARED 04 875325 25180 D MARATHON OIL CORP COM 56584910 16 170 SH SHARED 05 170 D MARATHON OIL CORP COM 56584910 17182 173858 SH SHARED 06 170178 3680 D MARATHON OIL CORP COM 56584910 148963 1507267 SH SHARED 10 561942 540000 405325 D MARATHON OIL CORP COM 56584910 1532 15502 SH SHARED 14 15502 D MARATHON OIL CORP COM 56584910 48 490 SH SHARED 20 390 100 D MARATHON OIL CORP COM 56584910 298 3020 SH SHARED 21 3020 D MARATHON OIL CORP COM 56584910 59 600 SH SHARED 23 600 D MARATHON OIL CORP COM 56584910 312 3161 SH SHR/OTHR 23 3161 D MARATHON OIL CORP COM 56584910 1502 15200 SH SHARED 24 15200 D MARCHEX INC CL B 56624R10 9 588 SH SHARED 588 D MARCHEX INC CL B 56624R10 61 4000 SH SHARED 22 4000 D MARCUS CORP COM 56633010 12 550 SH SHARED 550 D MARCUS CORP COM 56633010 27 1200 SH SHARED 01 1200 D MARCUS CORP COM 56633010 1 62 SH SHARED 02 62 D MARINEMAX INC COM 56790810 9 420 SH SHARED 420 D MARINEMAX INC COM 56790810 3239 139756 SH SHARED 02 139756 D MARINE PRODS CORP COM 56842710 3 313 SH SHARED 313 D MARINER ENERGY INC COM 56845T30 2063 107890 SH SHARED 107890 D MARINER ENERGY INC COM 56845T30 868 45385 SH SHARED 01 40000 5385 D MARINER ENERGY INC COM 56845T30 765 40000 SH SHR/OTHR 01 40000 D MARINER ENERGY INC COM 56845T30 18 977 SH SHARED 02 977 D MARINER ENERGY INC COM 56845T30 790 41300 SH SHARED 10 41300 D MARKEL CORP COM 57053510 136 281 SH SHARED 281 D MARKEL CORP COM 57053510 48 100 SH SHARED 01 100 D MARKEL CORP COM 57053510 64 132 SH SHARED 02 127 5 D MARKEL CORP COM 57053510 436 900 SH SHARED 10 900 D MARKETAXESS HLDGS INC COM 57060D10 12 744 SH SHARED 744 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 1180 29825 SH SHARED 02 27000 2825 D MARKET VECTORS ETF TR MV STEEL INDEX 57060U30 27 483 SH SHARED 02 483 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 24 696 SH SHARED 696 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 688 19400 SH SHARED 02 19400 D MARKWEST HYDROCARBON INC COM 57076210 10 171 SH SHARED 171 D MARKWEST HYDROCARBON INC COM 57076210 117 1900 SH SHARED 01 1900 D MARKWEST HYDROCARBON INC COM 57076210 465 7500 SH SHARED 10 7500 D MARLIN BUSINESS SVCS CORP COM 57115710 4 212 SH SHARED 212 D MARLIN BUSINESS SVCS CORP COM 57115710 4150 189684 SH SHARED 02 189684 D MARSH & MCLENNAN COS INC COM 57174810 131 4500 SH SHARED 4500 D MARSH & MCLENNAN COS INC COM 57174810 59914 2045564 SH SHARED 1919414 126150 D MARSH & MCLENNAN COS INC COM 57174810 2334 79718 SH SHARED 01 465 79253 D MARSH & MCLENNAN COS INC COM 57174810 4893 167080 SH SHARED 02 139882 27198 D MARSH & MCLENNAN COS INC COM 57174810 1943 66350 SH SHARED 04 66350 D MARSH & MCLENNAN COS INC COM 57174810 8 300 SH SHARED 05 300 D MARSH & MCLENNAN COS INC COM 57174810 24618 840510 SH SHARED 06 229200 611310 D MARSH & MCLENNAN COS INC COM 57174810 7048 240645 SH SHARED 10 226245 14400 D MARSH & MCLENNAN COS INC COM 57174810 922 31500 SH SHARED 15 31500 D MARSH & MCLENNAN COS INC COM 57174810 29 1000 SH SHARED 23 1000 D MARSH & MCLENNAN COS INC COM 57174810 190 6500 SH SHR/OTHR 23 6500 D MARSHALL & ILSLEY CORP COM 57183410 18106 390986 SH SHARED 390986 D MARSHALL & ILSLEY CORP COM 57183410 5601 120950 SH SHARED 01 79195 41755 D MARSHALL & ILSLEY CORP COM 57183410 1955 42219 SH SHARED 02 42219 D MARSHALL & ILSLEY CORP COM 57183410 1282 27700 SH SHARED 06 25800 1900 D MARSHALL & ILSLEY CORP COM 57183410 8294 179109 SH SHARED 10 175709 3400 D MARSHALL & ILSLEY CORP COM 57183410 145 3140 SH SHARED 20 700 2440 D MARRIOTT INTL INC NEW CL A 57190320 13485 275436 SH SHARED 255436 20000 D MARRIOTT INTL INC NEW CL A 57190320 147608 3014872 SH SHARED 01 113024 2901848 D MARRIOTT INTL INC NEW CL A 57190320 16811 343371 SH SHR/OTHR 01 343371 D MARRIOTT INTL INC NEW CL A 57190320 1879 38381 SH SHARED 02 36759 1622 D MARRIOTT INTL INC NEW CL A 57190320 244 5000 SH SHARED 04 5000 D MARRIOTT INTL INC NEW CL A 57190320 6 130 SH SHARED 05 130 D MARRIOTT INTL INC NEW CL A 57190320 2368 48370 SH SHARED 06 44450 3920 D MARRIOTT INTL INC NEW CL A 57190320 8963 183079 SH SHARED 10 146904 36175 D MARRIOTT INTL INC NEW CL A 57190320 107 2200 SH SHR/OTHR 10 2200 D MARRIOTT INTL INC NEW CL A 57190320 32 665 SH SHARED 14 665 D MARRIOTT INTL INC NEW CL A 57190320 3754 76695 SH SHARED 20 11280 65415 D MARRIOTT INTL INC NEW CL A 57190320 809 16540 SH SHR/OTHR 20 16540 D MARRIOTT INTL INC NEW CL A 57190320 99 2030 SH SHARED 21 2030 D MARRIOTT INTL INC NEW CL A 57190320 68 1400 SH SHR/OTHR 21 1400 D MARRIOTT INTL INC NEW CL A 57190320 865 17675 SH SHARED 22 12635 5040 D MARRIOTT INTL INC NEW CL A 57190320 23 480 SH SHR/OTHR 22 480 D MARRIOTT INTL INC NEW CL A 57190320 3465 70780 SH SHARED 23 65400 5380 D MARRIOTT INTL INC NEW CL A 57190320 2074 42365 SH SHR/OTHR 23 42365 D MARSHALL EDWARDS INC COM 57232230 1 418 SH SHARED 02 418 D MARTEK BIOSCIENCES CORP COM 57290110 4969 240984 SH SHARED 239984 1000 D MARTEK BIOSCIENCES CORP COM 57290110 117 5700 SH SHARED 01 5700 D MARTEK BIOSCIENCES CORP COM 57290110 65 3200 SH SHARED 02 3200 D MARTEK BIOSCIENCES CORP COM 57290110 1443 70000 SH SHARED 04 70000 D MARTEK BIOSCIENCES CORP COM 57290110 77 3769 SH SHARED 10 3769 D MARTEN TRANS LTD COM 57307510 6 392 SH SHARED 392 D MARTEN TRANS LTD COM 57307510 36 2300 SH SHARED 01 2300 D MARTEN TRANS LTD COM 57307510 1514 95400 SH SHARED 10 95400 D MARTHA STEWART LIVING OMNIME CL A 57308310 2946 173248 SH SHARED 173248 D MARTHA STEWART LIVING OMNIME CL A 57308310 19 1150 SH SHARED 02 1150 D MARTHA STEWART LIVING OMNIME CL A 57308310 415 24400 SH SHARED 10 24400 D MARTIN MARIETTA MATLS INC COM 57328410 804 5954 SH SHARED 5954 D MARTIN MARIETTA MATLS INC COM 57328410 2887 21356 SH SHARED 01 21356 D MARTIN MARIETTA MATLS INC COM 57328410 827 6122 SH SHARED 02 5023 1099 D MARTIN MARIETTA MATLS INC COM 57328410 5 40 SH SHARED 05 40 D MARTIN MARIETTA MATLS INC COM 57328410 202 1500 SH SHARED 06 1200 300 D MARTIN MARIETTA MATLS INC COM 57328410 17208 127280 SH SHARED 10 126580 700 D MARTIN MARIETTA MATLS INC COM 57328410 1365 10100 SH SHARED 24 10100 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 12228 313229 SH SHARED 313229 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 273 7000 SH SHARED 02 7000 D MARVEL ENTERTAINMENT INC COM 57383T10 351 12683 SH SHARED 12683 D MARVEL ENTERTAINMENT INC COM 57383T10 130 4700 SH SHARED 01 4700 D MARVEL ENTERTAINMENT INC COM 57383T10 3 142 SH SHARED 02 142 D MARVEL ENTERTAINMENT INC COM 57383T10 11147 401722 SH SHARED 10 145822 255900 D MARVEL ENTERTAINMENT INC COM 57383T10 22 820 SH SHR/OTHR 23 820 D MASCO CORP COM 57459910 91907 3354297 SH SHARED 3354297 D MASCO CORP COM 57459910 1753 63990 SH SHARED 01 15100 48890 D MASCO CORP COM 57459910 2673 97564 SH SHARED 02 85279 12285 D MASCO CORP COM 57459910 8 300 SH SHARED 05 300 D MASCO CORP COM 57459910 1231 44934 SH SHARED 06 41294 3640 D MASCO CORP COM 57459910 76108 2777670 SH SHARED 10 2774070 3600 D MASCO CORP COM 57459910 79 2900 SH SHARED 14 2900 D MASCO CORP COM 57459910 13 500 SH SHARED 20 500 D MASCO CORP COM 57459910 257 9400 SH SHARED 23 9400 D MASCO CORP COM 57459910 80 2920 SH SHR/OTHR 23 2920 D MASISA S A NEW SPONSORED ADR 57480010 53 4739 SH SHARED 4739 D MASISA S A NEW SPONSORED ADR 57480010 62 5600 SH SHARED 02 5600 D MASSBANK CORP READ MASS COM 57615210 3 101 SH SHARED 101 D MASSEY ENERGY CORP COM 57620610 5694 237354 SH SHARED 237354 D MASSEY ENERGY CORP COM 57620610 223 9299 SH SHARED 01 9299 D MASSEY ENERGY CORP COM 57620610 443 18486 SH SHARED 02 18486 D MASSEY ENERGY CORP COM 57620610 49 2080 SH SHARED 06 1700 380 D MASSEY ENERGY CORP COM 57620610 566 23600 SH SHARED 10 21800 1800 D MASSEY ENERGY CORP COM 57620610 1715 71500 SH SHARED 14 71500 D MASSMUTUAL PARTN INVS SH BEN INT 57629910 162 10000 SH SHARED 02 10000 D MASTEC INC COM 57632310 5176 470137 SH SHARED 470137 D MASTEC INC COM 57632310 300 27300 SH SHARED 01 27300 D MASTEC INC COM 57632310 957 87000 SH SHARED 10 87000 D MASTERCARD INC CL A 57636Q10 54967 517389 SH SHARED 517389 D MASTERCARD INC CL A 57636Q10 393 3700 SH SHARED 01 3700 D MASTERCARD INC CL A 57636Q10 53 500 SH SHR/OTHR 01 500 D MASTERCARD INC CL A 57636Q10 24884 234226 SH SHARED 02 233874 352 D MASTERCARD INC CL A 57636Q10 1051 9900 SH SHARED 10 8600 1300 D MATERIAL SCIENCES CORP COM 57667410 1858 186183 SH SHARED 186183 D MATERIAL SCIENCES CORP COM 57667410 6 649 SH SHARED 02 649 D MATHSTAR INC COM 57680120 1 394 SH SHARED 394 D MATRIA HEALTHCARE INC COM NEW 57681720 5965 226291 SH SHARED 226291 D MATRIA HEALTHCARE INC COM NEW 57681720 4 162 SH SHARED 02 162 D MATRITECH INC COM 57681810 212 417210 SH SHARED 417210 D MATRIXX INITIATIVES INC COM 57685L10 3 242 SH SHARED 242 D MATRIXX INITIATIVES INC COM 57685L10 3 229 SH SHARED 02 229 D MATRIX SVC CO COM 57685310 7363 364011 SH SHARED 364011 D MATRIX SVC CO COM 57685310 944 46700 SH SHARED 01 40000 6700 D MATRIX SVC CO COM 57685310 809 40000 SH SHR/OTHR 01 40000 D MATRIX SVC CO COM 57685310 5369 265400 SH SHARED 10 209200 56200 D MATSUSHITA ELEC INDL ADR 57687920 1939 96500 SH SHARED 96500 D MATTEL INC COM 57708110 11211 406643 SH SHARED 406643 D MATTEL INC COM 57708110 1702 61748 SH SHARED 01 61748 D MATTEL INC COM 57708110 7583 275059 SH SHARED 02 266669 8390 D MATTEL INC COM 57708110 8 300 SH SHARED 05 300 D MATTEL INC COM 57708110 1565 56770 SH SHARED 06 52200 4570 D MATTEL INC COM 57708110 7812 283387 SH SHARED 10 237287 46100 D MATTEL INC COM 57708110 298 10821 SH SHARED 14 10821 D MATTEL INC COM 57708110 66 2419 SH SHARED 18 2419 D MATTEL INC COM 57708110 41 1500 SH SHARED 21 1500 D MATTHEWS INTL CORP CL A 57712810 32 793 SH SHARED 793 D MATTHEWS INTL CORP CL A 57712810 8 200 SH SHARED 01 200 D MATTHEWS INTL CORP CL A 57712810 61 1499 SH SHARED 02 1499 D MATTHEWS INTL CORP CL A 57712810 476 11700 SH SHARED 10 5900 5800 D MATTSON TECHNOLOGY INC COM 57722310 44 4943 SH SHARED 4943 D MATTSON TECHNOLOGY INC COM 57722310 20 2300 SH SHARED 01 2300 D MATTSON TECHNOLOGY INC COM 57722310 421 46300 SH SHARED 10 46300 D MAUI LD & PINEAPPLE INC COM 57734510 3 91 SH SHARED 91 D MAUI LD & PINEAPPLE INC COM 57734510 39 1079 SH SHARED 02 1079 D MAXIM INTEGRATED PRODS INC COM 57772K10 17830 606493 SH SHARED 606493 D MAXIM INTEGRATED PRODS INC COM 57772K10 1019 34666 SH SHARED 01 34666 D MAXIM INTEGRATED PRODS INC COM 57772K10 11 375 SH SHR/OTHR 01 375 D MAXIM INTEGRATED PRODS INC COM 57772K10 2788 94841 SH SHARED 02 94841 D MAXIM INTEGRATED PRODS INC COM 57772K10 2263 77000 SH SHARED 04 77000 D MAXIM INTEGRATED PRODS INC COM 57772K10 6 210 SH SHARED 05 210 D MAXIM INTEGRATED PRODS INC COM 57772K10 995 33870 SH SHARED 06 30850 3020 D MAXIM INTEGRATED PRODS INC COM 57772K10 27529 936370 SH SHARED 10 922070 14300 D MAXIM INTEGRATED PRODS INC COM 57772K10 29 1000 SH SHARED 23 1000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 15466 10500000 PRN SHARED 10500000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 6252 4245000 PRN SHARED 02 4245000 D MAXWELL TECHNOLOGIES INC COM 57776710 4 367 SH SHARED 367 D MAXWELL TECHNOLOGIES INC COM 57776710 3 288 SH SHARED 02 288 D MAXYGEN INC COM 57777610 8 769 SH SHARED 769 D MAXXAM INC COM 57791310 1 60 SH SHARED 60 D MAXIMUS INC COM 57793310 18 540 SH SHARED 540 D MAXIMUS INC COM 57793310 67 1947 SH SHARED 02 1947 D MAXIMUS INC COM 57793310 10 300 SH SHARED 10 300 D MBT FINL CORP COM 57887710 4 377 SH SHARED 377 D MCAFEE INC COM 57906410 11417 392622 SH SHARED 367201 25421 D MCAFEE INC COM 57906410 4828 166042 SH SHARED 01 116660 49382 D MCAFEE INC COM 57906410 1362 46857 SH SHARED 02 46717 140 D MCAFEE INC COM 57906410 5315 182793 SH SHARED 04 182793 D MCAFEE INC COM 57906410 31 1100 SH SHARED 06 1100 D MCAFEE INC COM 57906410 325 11200 SH SHARED 10 10200 1000 D MCAFEE INC COM 57906410 6034 207518 SH SHARED 19 207518 D MCCLATCHY CO CL A 57948910 1042 32968 SH SHARED 32968 D MCCLATCHY CO CL A 57948910 32 1020 SH SHARED 01 1020 D MCCLATCHY CO CL A 57948910 42 1333 SH SHARED 02 1333 D MCCLATCHY CO CL A 57948910 784 24809 SH SHARED 10 20700 4109 D MCCLATCHY CO CL A 57948910 8 255 SH SHR/OTHR 20 255 D MCCLATCHY CO CL A 57948910 16 511 SH SHR/OTHR 23 511 D MCCORMICK & CO INC COM NON VTG 57978020 5188 134702 SH SHARED 129802 4900 D MCCORMICK & CO INC COM NON VTG 57978020 501 13030 SH SHARED 01 13030 D MCCORMICK & CO INC COM NON VTG 57978020 694 18020 SH SHARED 02 14923 3097 D MCCORMICK & CO INC COM NON VTG 57978020 2623 68100 SH SHARED 04 68100 D MCCORMICK & CO INC COM NON VTG 57978020 665 17280 SH SHARED 06 16700 580 D MCCORMICK & CO INC COM NON VTG 57978020 10470 271814 SH SHARED 10 54714 139700 77400 D MCCORMICK & CO INC COM NON VTG 57978020 177 4600 SH SHARED 14 4600 D MCCORMICK & CO INC COM NON VTG 57978020 96 2500 SH SHARED 23 2500 D MCCORMICK & CO INC COM NON VTG 57978020 38 1000 SH SHR/OTHR 23 1000 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 9 349 SH SHARED 349 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 985 36750 SH SHARED 01 36275 475 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 965 36000 SH SHR/OTHR 01 36000 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 16070 599440 SH SHARED 10 599440 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1777 1774000 PRN SHARED 1774000 D MCDATA CORP NOTE 2.250% 2/1 580031AD 2072 2068000 PRN SHARED 02 2068000 D MCDERMOTT INTL INC COM 58003710 7501 153152 SH SHARED 153152 D MCDERMOTT INTL INC COM 58003710 36 750 SH SHARED 01 750 D MCDERMOTT INTL INC COM 58003710 5 112 SH SHARED 02 112 D MCDERMOTT INTL INC COM 58003710 1018 20795 SH SHARED 10 20795 D MCDERMOTT INTL INC COM 58003710 124 2550 SH SHARED 21 2550 D MCDONALDS CORP COM 58013510 894375 19852945 SH SHARED 19301345 551600 D MCDONALDS CORP COM 58013510 14050 311890 SH SHARED 01 81399 230491 D MCDONALDS CORP COM 58013510 610 13550 SH SHR/OTHR 01 13550 D MCDONALDS CORP COM 58013510 26226 582171 SH SHARED 02 572493 9678 D MCDONALDS CORP COM 58013510 7973 177000 SH SHARED 04 177000 D MCDONALDS CORP COM 58013510 23 520 SH SHARED 05 520 D MCDONALDS CORP COM 58013510 10488 232823 SH SHARED 06 203131 29692 D MCDONALDS CORP COM 58013510 215304 4779239 SH SHARED 10 1751455 2052040 975744 D MCDONALDS CORP COM 58013510 270 6000 SH SHR/OTHR 10 6000 D MCDONALDS CORP COM 58013510 779 17304 SH SHARED 14 17304 D MCDONALDS CORP COM 58013510 67 1500 SH SHARED 19 1500 D MCDONALDS CORP COM 58013510 1456 32341 SH SHARED 20 8730 23611 D MCDONALDS CORP COM 58013510 76 1700 SH SHR/OTHR 20 1700 D MCDONALDS CORP COM 58013510 680 15114 SH SHARED 21 15114 D MCDONALDS CORP COM 58013510 720 16000 SH SHR/OTHR 21 16000 D MCDONALDS CORP COM 58013510 7 173 SH SHARED 22 173 D MCDONALDS CORP COM 58013510 865 19210 SH SHARED 23 18585 625 D MCDONALDS CORP COM 58013510 4826 107132 SH SHR/OTHR 23 107132 D MCDONALDS CORP COM 58013510 45 1000 SH SHARED 24 1000 D MCF CORP COM NEW 58039530 1 243 SH SHARED 243 D MCG CAPITAL CORP COM 58047P10 873 46562 SH SHARED 46562 D MCG CAPITAL CORP COM 58047P10 1104 58900 SH SHARED 01 53700 5200 D MCG CAPITAL CORP COM 58047P10 40 2160 SH SHARED 02 1160 1000 D MCG CAPITAL CORP COM 58047P10 6622 353000 SH SHARED 10 222700 130300 D MCGRATH RENTCORP COM 58058910 17 560 SH SHARED 560 D MCGRATH RENTCORP COM 58058910 117 3700 SH SHARED 01 3700 D MCGRATH RENTCORP COM 58058910 1612 50900 SH SHARED 10 50900 D MCGRATH RENTCORP COM 58058910 63 2000 SH SHARED 21 2000 D MCGRAW HILL COS INC COM 58064510 17923 285039 SH SHARED 237439 47600 D MCGRAW HILL COS INC COM 58064510 17736 282062 SH SHARED 01 10478 271584 D MCGRAW HILL COS INC COM 58064510 3420 54403 SH SHR/OTHR 01 54403 D MCGRAW HILL COS INC COM 58064510 3253 51748 SH SHARED 02 40912 10836 D MCGRAW HILL COS INC COM 58064510 3961 63000 SH SHARED 04 63000 D MCGRAW HILL COS INC COM 58064510 8 130 SH SHARED 05 130 D MCGRAW HILL COS INC COM 58064510 4739 75370 SH SHARED 06 72000 3370 D MCGRAW HILL COS INC COM 58064510 196289 3121658 SH SHARED 10 379838 2003550 738270 D MCGRAW HILL COS INC COM 58064510 936 14900 SH SHR/OTHR 10 14900 D MCGRAW HILL COS INC COM 58064510 465 7400 SH SHARED 14 7400 D MCGRAW HILL COS INC COM 58064510 8659 137719 SH SHARED 20 17831 119888 D MCGRAW HILL COS INC COM 58064510 811 12900 SH SHR/OTHR 20 12900 D MCGRAW HILL COS INC COM 58064510 1047 16659 SH SHARED 21 16659 D MCGRAW HILL COS INC COM 58064510 471 7500 SH SHR/OTHR 21 7500 D MCGRAW HILL COS INC COM 58064510 48152 765790 SH SHARED 22 100060 665730 D MCGRAW HILL COS INC COM 58064510 1454 23125 SH SHR/OTHR 22 23125 D MCGRAW HILL COS INC COM 58064510 16621 264334 SH SHARED 23 256544 7790 D MCGRAW HILL COS INC COM 58064510 205776 3272533 SH SHR/OTHR 23 3272533 D MCGRAW HILL COS INC COM 58064510 98 1566 SH SHARED 24 1566 D MCKESSON CORP COM 58155Q10 177544 3032867 SH SHARED 3032867 D MCKESSON CORP COM 58155Q10 3388 57877 SH SHARED 01 14487 43390 D MCKESSON CORP COM 58155Q10 46 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 2933 50106 SH SHARED 02 41671 8435 D MCKESSON CORP COM 58155Q10 14301 244300 SH SHARED 04 244300 D MCKESSON CORP COM 58155Q10 8 148 SH SHARED 05 148 D MCKESSON CORP COM 58155Q10 8639 147576 SH SHARED 06 37786 109790 D MCKESSON CORP COM 58155Q10 23288 397830 SH SHARED 10 334230 63600 D MCKESSON CORP COM 58155Q10 1432 24476 SH SHARED 14 4000 20476 D MCKESSON CORP COM 58155Q10 5854 100000 SH SHARED 16 100000 D MCKESSON CORP COM 58155Q10 5 95 SH SHR/OTHR 21 95 D MCMORAN EXPLORATION CO COM 58241110 4910 358169 SH SHARED 358169 D MCMORAN EXPLORATION CO COM 58241110 4 358 SH SHR/OTHR 01 358 D MEADE INSTRUMENTS CORP COM 58306210 0 358 SH SHARED 358 D MEADOW VY CORP COM 58318510 1 92 SH SHARED 92 D MEADOWBROOK INS GROUP INC COM 58319P10 2024 184242 SH SHARED 184242 D MEADWESTVACO CORP COM 58333410 10904 353582 SH SHARED 344441 9141 D MEADWESTVACO CORP COM 58333410 810 26276 SH SHARED 01 26276 D MEADWESTVACO CORP COM 58333410 22 727 SH SHR/OTHR 01 727 D MEADWESTVACO CORP COM 58333410 908 29469 SH SHARED 02 21571 7898 D MEADWESTVACO CORP COM 58333410 26 843 SH SHARED 04 843 D MEADWESTVACO CORP COM 58333410 6 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 587 19060 SH SHARED 06 17050 2010 D MEADWESTVACO CORP COM 58333410 9900 321043 SH SHARED 10 317143 3900 D MEADWESTVACO CORP COM 58333410 33 1091 SH SHR/OTHR 23 1091 D MEADWESTVACO CORP COM 58333410 838 27200 SH SHARED 24 27200 D MEASUREMENT SPECIALTIES INC COM 58342110 5836 258693 SH SHARED 258693 D MECHANICAL TECHNOLOGY INC COM 58353810 1 781 SH SHARED 781 D MECHEL OAO SPONSORED ADR 58384010 1020 30699 SH SHARED 30699 D MECHEL OAO SPONSORED ADR 58384010 119 3600 SH SHARED 02 3600 D MECHEL OAO SPONSORED ADR 58384010 105748 3180400 SH SHARED 04 3180400 D MECHEL OAO SPONSORED ADR 58384010 3308 99500 SH SHARED 05 99500 D MEDAREX INC COM 58391610 4095 316474 SH SHARED 316474 D MEDAREX INC COM 58391610 190 14700 SH SHARED 01 14700 D MEDAREX INC COM 58391610 197 15268 SH SHARED 02 15038 230 D MEDAREX INC COM 58391610 2680 207163 SH SHARED 04 207163 D MEDAREX INC COM 58391610 428 33097 SH SHARED 10 31797 1300 D MEDALLION FINL CORP COM 58392810 4 376 SH SHARED 376 D MEDCATH CORP COM 58404W10 8 315 SH SHARED 315 D MEDCATH CORP COM 58404W10 98 3600 SH SHARED 01 3600 D MEDCATH CORP COM 58404W10 81 3000 SH SHARED 02 3000 D MEDCATH CORP COM 58404W10 1703 62400 SH SHARED 10 62400 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 20888 288001 SH SHARED 287736 265 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4289 59140 SH SHARED 01 5946 53194 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 424 5852 SH SHR/OTHR 01 5852 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 10507 144867 SH SHARED 02 140958 3909 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 13635 188000 SH SHARED 04 188000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 11 155 SH SHARED 05 155 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2381 32838 SH SHARED 06 30235 2603 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 26172 360854 SH SHARED 10 313162 47692 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 78 1085 SH SHR/OTHR 10 1085 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 261 3600 SH SHARED 14 3600 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4227 58293 SH SHARED 18 58293 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 19 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 40 565 SH SHARED 20 565 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 21 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 26 361 SH SHARED 22 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1568 21622 SH SHARED 23 20984 638 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2192 30225 SH SHR/OTHR 23 30225 D MEDECISION INC COM 58406P10 6112 941860 SH SHARED 04 941860 D MEDECISION INC COM 58406P10 1020 157200 SH SHARED 10 157200 D MEDIA & ENTMT HOLDINGS INC UNIT 99/99/9999 58439W20 4872 611361 SH SHARED 611361 D MEDIA GEN INC CL A 58440410 2981 78143 SH SHARED 78143 D MEDIA GEN INC CL A 58440410 240 6300 SH SHARED 01 6300 D MEDIA GEN INC CL A 58440410 108 2850 SH SHARED 02 2850 D MEDIA GEN INC CL A 58440410 381 10000 SH SHARED 10 4500 5500 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 2304 283085 SH SHARED 283085 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 81 10000 SH SHARED 01 10000 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 26 3230 SH SHARED 02 3230 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 2822 346700 SH SHARED 10 346700 D MEDIA SCIENCES INTL INC COM 58446X10 1 200 SH SHARED 200 D MEDIA SCIENCES INTL INC COM 58446X10 53 10000 SH SHARED 01 10000 D MEDICAL ACTION INDS INC COM 58449L10 8 351 SH SHARED 351 D MEDICAL ACTION INDS INC COM 58449L10 28 1200 SH SHARED 21 1200 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 81 12834 SH SHARED 12834 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 6 1000 SH SHARED 02 1000 D MEDICAL PPTYS TRUST INC COM 58463J30 3251 221318 SH SHARED 221318 D MEDICAL PPTYS TRUST INC COM 58463J30 977 66511 SH SHARED 02 66011 500 D MEDICAL PPTYS TRUST INC COM 58463J30 13400 912200 SH SHARED 10 912200 D MEDICAL PPTYS TRUST INC COM 58463J30 14 1000 SH SHARED 20 1000 D MEDICINOVA INC COM NEW 58468P20 272 25356 SH SHARED 25356 D MEDICINES CO COM 58468810 32 1283 SH SHARED 1283 D MEDICINES CO COM 58468810 110 4400 SH SHARED 01 4400 D MEDICINES CO COM 58468810 83 3312 SH SHARED 02 2557 755 D MEDICINES CO COM 58468810 2106 84000 SH SHARED 04 84000 D MEDICINES CO COM 58468810 5477 218394 SH SHARED 10 84594 133800 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 17023 16922000 PRN SHARED 16922000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1248 40522 SH SHARED 40522 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 505 16400 SH SHARED 01 16400 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1119 36330 SH SHARED 02 11230 25100 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1604 52070 SH SHARED 10 41770 10300 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1898 61600 SH SHARED 14 61600 D MEDIMMUNE INC NOTE 1.375% 7/1 584699AG 24540 20000000 PRN SHARED 20000000 D MEDIMMUNE INC NOTE 1.375% 7/1 584699AG 3503 2855000 PRN SHARED 02 2855000 D MEDIMMUNE INC NOTE 1.625% 7/1 584699AJ 45036 36000000 PRN SHARED 36000000 D MEDIMMUNE INC COM 58469910 9192 252621 SH SHARED 252621 D MEDIMMUNE INC COM 58469910 950 26131 SH SHARED 01 1145 24986 D MEDIMMUNE INC COM 58469910 8444 232053 SH SHARED 02 193653 38400 D MEDIMMUNE INC COM 58469910 16975 466500 SH SHARED 04 466500 D MEDIMMUNE INC COM 58469910 921 25310 SH SHARED 06 23400 1910 D MEDIMMUNE INC COM 58469910 3678 101078 SH SHARED 10 94978 6100 D MEDIMMUNE INC COM 58469910 25 700 SH SHARED 14 700 D MEDIMMUNE INC COM 58469910 80 2220 SH SHARED 21 2220 D MEDIMMUNE INC COM 58469910 112 3100 SH SHR/OTHR 23 3100 D MEDIFAST INC COM 58470H10 2 296 SH SHARED 296 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 5185 4601000 PRN SHARED 4601000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 23759 21082000 PRN SHARED 02 21082000 D MEDIWARE INFORMATION SYS INC COM 58494610 0 109 SH SHARED 109 D MEDIWARE INFORMATION SYS INC COM 58494610 18 2000 SH SHARED 02 2000 D MEDTOX SCIENTIFIC INC COM NEW 58497720 3 184 SH SHARED 184 D MEDIS TECHNOLOGIES LTD COM 58500P10 8464 500558 SH SHARED 500558 D MEDIVATION INC COM 58501N10 2763 146549 SH SHARED 146549 D MEDIVATION INC COM 58501N10 96 5131 SH SHARED 02 5131 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 6885 6737000 PRN SHARED 02 6737000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 5110 5000000 PRN SHARED 04 5000000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 3616 3539000 PRN SHARED 06 3539000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 86870 85000000 PRN SHARED 85000000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 817 800000 PRN SHARED 06 800000 D MEDTRONIC INC COM 58505510 804 16400 SH SHARED 16400 D MEDTRONIC INC COM 58505510 551681 11245044 SH SHARED 11176239 68805 D MEDTRONIC INC COM 58505510 13705 279359 SH SHARED 01 10558 268801 D MEDTRONIC INC COM 58505510 1017 20740 SH SHR/OTHR 01 20740 D MEDTRONIC INC COM 58505510 43364 883900 SH SHARED 02 836264 47636 D MEDTRONIC INC COM 58505510 257911 5257063 SH SHARED 04 5253800 3263 D MEDTRONIC INC COM 58505510 24 500 SH SHARED 05 500 D MEDTRONIC INC COM 58505510 7610 155120 SH SHARED 06 143918 11202 D MEDTRONIC INC COM 58505510 119266 2431027 SH SHARED 10 1105027 1024800 301200 D MEDTRONIC INC COM 58505510 117 2400 SH SHR/OTHR 10 2400 D MEDTRONIC INC COM 58505510 3628 73963 SH SHARED 14 44500 29463 D MEDTRONIC INC COM 58505510 3826 78000 SH SHARED 15 78000 D MEDTRONIC INC COM 58505510 66 1350 SH SHARED 19 1350 D MEDTRONIC INC COM 58505510 3390 69115 SH SHARED 20 4480 64635 D MEDTRONIC INC COM 58505510 637 13000 SH SHR/OTHR 20 13000 D MEDTRONIC INC COM 58505510 991 20200 SH SHARED 21 20200 D MEDTRONIC INC COM 58505510 297 6060 SH SHR/OTHR 21 6060 D MEDTRONIC INC COM 58505510 304 6210 SH SHARED 22 4150 2060 D MEDTRONIC INC COM 58505510 167 3420 SH SHR/OTHR 22 3420 D MEDTRONIC INC COM 58505510 2375 48421 SH SHARED 23 47341 1080 D MEDTRONIC INC COM 58505510 5298 108010 SH SHR/OTHR 23 108010 D MEDTRONIC INC COM 58505510 337 6870 SH SHARED 24 6870 D MELCO PBL ENTMNT LTD ADR 58546410 2246 139196 SH SHARED 139196 D MELCO PBL ENTMNT LTD ADR 58546410 2025 125506 SH SHARED 78506 47000 D MELCO PBL ENTMNT LTD ADR 58546410 1046 64866 SH SHARED 02 916 63950 D MELCO PBL ENTMNT LTD ADR 58546410 729 45212 SH SHARED 04 45212 D MELCO PBL ENTMNT LTD ADR 58546410 161 10000 SH SHARED 06 10000 D MELCO PBL ENTMNT LTD ADR 58546410 2322 143925 SH SHARED 10 143925 D MELCO PBL ENTMNT LTD ADR 58546410 886 54900 SH SHARED 14 54900 D MELLON FINL CORP COM 58551A10 27220 630971 SH SHARED 630971 D MELLON FINL CORP COM 58551A10 9219 213704 SH SHARED 01 80025 133679 D MELLON FINL CORP COM 58551A10 624 14477 SH SHR/OTHR 01 14477 D MELLON FINL CORP COM 58551A10 3401 78842 SH SHARED 02 78842 D MELLON FINL CORP COM 58551A10 9 210 SH SHARED 05 210 D MELLON FINL CORP COM 58551A10 1893 43890 SH SHARED 06 39950 3940 D MELLON FINL CORP COM 58551A10 51305 1189276 SH SHARED 10 1162176 27100 D MELLON FINL CORP COM 58551A10 215 5000 SH SHR/OTHR 10 5000 D MELLON FINL CORP COM 58551A10 622 14423 SH SHARED 20 3655 10768 D MELLON FINL CORP COM 58551A10 17 400 SH SHR/OTHR 20 400 D MELLON FINL CORP COM 58551A10 34 800 SH SHARED 21 800 D MELLON FINL CORP COM 58551A10 155 3600 SH SHR/OTHR 21 3600 D MELLON FINL CORP COM 58551A10 385 8940 SH SHARED 22 8100 840 D MELLON FINL CORP COM 58551A10 34 800 SH SHR/OTHR 22 800 D MELLON FINL CORP COM 58551A10 4523 104852 SH SHARED 23 96552 8300 D MELLON FINL CORP COM 58551A10 10727 248661 SH SHR/OTHR 23 248661 D MEMORY PHARMACEUTICALS CORP COM 58606R40 7 4364 SH SHARED 4364 D MEMRY CORP COM NEW 58626320 1 619 SH SHARED 619 D MENS WEARHOUSE INC COM 58711810 3792 80601 SH SHARED 80601 D MENS WEARHOUSE INC COM 58711810 436 9274 SH SHARED 02 9274 D MENS WEARHOUSE INC COM 58711810 9 200 SH SHARED 06 200 D MENS WEARHOUSE INC COM 58711810 27830 591500 SH SHARED 10 591100 400 D MENS WEARHOUSE INC COM 58711810 56 1200 SH SHARED 21 1200 D MENTOR CORP MINN COM 58718810 869 18897 SH SHARED 18897 D MENTOR CORP MINN COM 58718810 437 9517 SH SHARED 02 9517 D MENTOR CORP MINN COM 58718810 28354 616400 SH SHARED 10 612200 4200 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 3036 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 7791 6345000 PRN SHARED 02 6345000 D MENTOR GRAPHICS CORP COM 58720010 5652 345904 SH SHARED 345904 D MENTOR GRAPHICS CORP COM 58720010 406 24900 SH SHARED 01 24900 D MENTOR GRAPHICS CORP COM 58720010 150 9180 SH SHARED 02 9180 D MENTOR GRAPHICS CORP COM 58720010 3183 194807 SH SHARED 10 30507 164300 D MERCANTILE BANCORP INC ILL COM 58734P10 2 106 SH SHARED 106 D MERCANTILE BANK CORP COM 58737610 1136 34996 SH SHARED 34996 D MERCANTILE BANK CORP COM 58737610 7 231 SH SHARED 02 231 D MERCANTILE BANK CORP COM 58737610 298 9190 SH SHARED 10 9190 D MERCER INS GROUP INC COM 58790210 3 161 SH SHARED 161 D MERCER INTL INC COM 58805610 5080 424800 SH SHARED 424800 D MERCER INTL INC COM 58805610 27 2300 SH SHARED 01 2300 D MERCHANTS BANCSHARES COM 58844810 2 118 SH SHARED 118 D MERCK & CO INC COM 58933110 1963366 44450222 SH SHARED 44402582 47640 D MERCK & CO INC COM 58933110 16629 376480 SH SHARED 01 16864 359616 D MERCK & CO INC COM 58933110 9138 206883 SH SHR/OTHR 01 206883 D MERCK & CO INC COM 58933110 28973 655950 SH SHARED 02 614953 40997 D MERCK & CO INC COM 58933110 24874 563161 SH SHARED 04 557561 5600 D MERCK & CO INC COM 58933110 38 870 SH SHARED 05 870 D MERCK & CO INC COM 58933110 14313 324058 SH SHARED 06 263744 60314 D MERCK & CO INC COM 58933110 127912 2895908 SH SHARED 10 1969788 302000 624120 D MERCK & CO INC COM 58933110 2151 48720 SH SHR/OTHR 10 48720 D MERCK & CO INC COM 58933110 2262 51226 SH SHARED 14 8200 43026 D MERCK & CO INC COM 58933110 8 200 SH SHARED 19 200 D MERCK & CO INC COM 58933110 1418 32123 SH SHARED 20 13100 19023 D MERCK & CO INC COM 58933110 437 9900 SH SHR/OTHR 20 9900 D MERCK & CO INC COM 58933110 589 13337 SH SHARED 21 13337 D MERCK & CO INC COM 58933110 10 240 SH SHR/OTHR 21 240 D MERCK & CO INC COM 58933110 128 2900 SH SHR/OTHR 22 2900 D MERCK & CO INC COM 58933110 14004 317059 SH SHARED 23 308859 8200 D MERCK & CO INC COM 58933110 12361 279853 SH SHR/OTHR 23 279853 D MERCK SERONO S A SPONSORED ADR 58934510 180 8000 SH SHARED 8000 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 1802 2000000 PRN SHARED 2000000 D MERCURY COMPUTER SYS COM 58937810 110 7980 SH SHARED 7980 D MERCURY COMPUTER SYS COM 58937810 0 65 SH SHARED 02 65 D MERCURY COMPUTER SYS COM 58937810 40 2900 SH SHARED 10 2900 D MERCURY GENL CORP NEW COM 58940010 1371 25867 SH SHARED 25867 D MERCURY GENL CORP NEW COM 58940010 541 10200 SH SHARED 01 10200 D MERCURY GENL CORP NEW COM 58940010 230 4337 SH SHARED 02 4337 D MERCURY GENL CORP NEW COM 58940010 90 1700 SH SHARED 10 400 1300 D MEREDITH CORP COM 58943310 1709 29786 SH SHARED 29786 D MEREDITH CORP COM 58943310 723 12599 SH SHARED 01 12599 D MEREDITH CORP COM 58943310 369 6435 SH SHARED 02 4298 2137 D MEREDITH CORP COM 58943310 189 3300 SH SHARED 06 3300 D MEREDITH CORP COM 58943310 2299 40062 SH SHARED 10 40062 D MERIDIAN BIOSCIENCE INC COM 58958410 16 604 SH SHARED 604 D MERIDIAN BIOSCIENCE INC COM 58958410 110 3986 SH SHARED 02 3986 D MERIDIAN BIOSCIENCE INC COM 58958410 187 6750 SH SHARED 10 6750 D MERIDIAN RESOURCE CORP COM 58977Q10 477 198254 SH SHARED 198254 D MERIDIAN RESOURCE CORP COM 58977Q10 4 2000 SH SHARED 02 2000 D MERIDIAN RESOURCE CORP COM 58977Q10 933 387500 SH SHARED 10 387500 D MERIT MED SYS INC COM 58988910 4985 397217 SH SHARED 397217 D MERIT MED SYS INC COM 58988910 1 81 SH SHARED 02 81 D MERIDIAN GOLD INC COM 58997510 487 19100 SH SHARED 19100 D MERIDIAN GOLD INC COM 58997510 2016 78971 SH SHARED 78971 D MERIDIAN GOLD INC COM 58997510 351 13750 SH SHARED 01 9050 4700 D MERIDIAN GOLD INC COM 58997510 16083 630000 SH SHARED 04 630000 D MERIDIAN GOLD INC COM 58997510 29562 1157950 SH SHARED 10 1129450 28500 D MERIDIAN GOLD INC COM 58997510 82 3231 SH SHARED 15 3231 D MERIDIAN GOLD INC COM 58997510 153 6000 SH SHARED 24 6000 D MERGE TECHNOLOGIES INC COM 58998110 3 665 SH SHARED 665 D MERITAGE HOMES CORP COM 59001A10 8793 273776 SH SHARED 273776 D MERITAGE HOMES CORP COM 59001A10 234 7300 SH SHARED 01 6700 600 D MERITAGE HOMES CORP COM 59001A10 517 16120 SH SHARED 02 15200 920 D MERITAGE HOMES CORP COM 59001A10 732 22800 SH SHARED 10 15900 6900 D MERIX CORP COM 59004910 4105 499426 SH SHARED 499426 D MERIX CORP COM 59004910 0 100 SH SHARED 02 100 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 12968 10700000 PRN SHARED 04 10700000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 2010 1659000 PRN SHARED 06 1659000 D MERRILL LYNCH & CO INC COM 59018810 126873 1553489 SH SHARED 1519034 34455 D MERRILL LYNCH & CO INC COM 59018810 35843 438877 SH SHARED 01 160732 278145 D MERRILL LYNCH & CO INC COM 59018810 1307 16014 SH SHR/OTHR 01 16014 D MERRILL LYNCH & CO INC COM 59018810 14566 178355 SH SHARED 02 164699 13656 D MERRILL LYNCH & CO INC COM 59018810 5970 73100 SH SHARED 04 71600 1500 D MERRILL LYNCH & CO INC COM 59018810 28 350 SH SHARED 05 350 D MERRILL LYNCH & CO INC COM 59018810 12089 148023 SH SHARED 06 129923 18100 D MERRILL LYNCH & CO INC COM 59018810 427698 5236908 SH SHARED 10 4521693 445660 269555 D MERRILL LYNCH & CO INC COM 59018810 108 1325 SH SHR/OTHR 10 1325 D MERRILL LYNCH & CO INC COM 59018810 3756 45997 SH SHARED 14 45997 D MERRILL LYNCH & CO INC COM 59018810 2695 33000 SH SHARED 16 33000 D MERRILL LYNCH & CO INC COM 59018810 3902 47779 SH SHARED 20 11195 36584 D MERRILL LYNCH & CO INC COM 59018810 334 4100 SH SHR/OTHR 20 4100 D MERRILL LYNCH & CO INC COM 59018810 3403 41671 SH SHARED 21 41671 D MERRILL LYNCH & CO INC COM 59018810 449 5500 SH SHR/OTHR 21 5500 D MERRILL LYNCH & CO INC COM 59018810 1626 19918 SH SHARED 22 16438 3480 D MERRILL LYNCH & CO INC COM 59018810 397 4870 SH SHR/OTHR 22 4870 D MERRILL LYNCH & CO INC COM 59018810 6733 82445 SH SHARED 23 72520 9925 D MERRILL LYNCH & CO INC COM 59018810 5703 69832 SH SHR/OTHR 23 69832 D MERRILL LYNCH & CO INC COM 59018810 67 830 SH SHARED 24 830 D MERRILL MERCHANTS BANC COM 59021H10 2 72 SH SHARED 72 D MERUELO MADDUX PROPERTIES IN COM 59047310 8 920 SH SHARED 920 D MERUELO MADDUX PROPERTIES IN COM 59047310 262 30000 SH SHARED 04 30000 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 2730 6659000 PRN SHARED 6659000 D MESA AIR GROUP INC COM 59047910 4787 635750 SH SHARED 635750 D MESA AIR GROUP INC COM 59047910 0 97 SH SHARED 02 97 D MESA LABS INC COM 59064R10 1 69 SH SHARED 69 D MESA RTY TR UNIT BEN INT 59066010 1032 18400 SH SHARED 18400 D MESA RTY TR UNIT BEN INT 59066010 485 8650 SH SHARED 02 8650 D MESABI TR CTF BEN INT 59067210 601 25600 SH SHARED 02 25600 D MET PRO CORP COM 59087630 4 276 SH SHARED 276 D META FINL GROUP INC COM 59100U10 1 49 SH SHARED 49 D METABASIS THERAPEUTICS INC COM 59101M10 545 74170 SH SHARED 74170 D METABOLIX INC COM 59101880 43 2600 SH SHARED 2600 D METABOLIX INC COM 59101880 1145 68882 SH SHARED 68882 D METABOLIX INC COM 59101880 8 500 SH SHARED 02 500 D METABOLIX INC COM 59101880 2451 147400 SH SHARED 10 147400 D METAL MGMT INC COM NEW 59109720 86 1867 SH SHARED 1867 D METAL MGMT INC COM NEW 59109720 1931 41800 SH SHARED 01 39300 2500 D METAL MGMT INC COM NEW 59109720 924 20000 SH SHR/OTHR 01 20000 D METAL MGMT INC COM NEW 59109720 11 250 SH SHARED 02 250 D METAL MGMT INC COM NEW 59109720 1386 30000 SH SHARED 04 30000 D METAL MGMT INC COM NEW 59109720 8519 184400 SH SHARED 10 109300 75100 D METALICO INC COM 59117610 0 158 SH SHARED 158 D METALLICA RES INC COM 59125J10 25 5000 SH SHARED 01 5000 D METALLICA RES INC COM 59125J10 1858 360810 SH SHARED 04 360810 D METALLICA RES INC COM 59125J10 6731 1307000 SH SHARED 10 1307000 D METALLINE MINING INC COM 59125710 2 842 SH SHARED 842 D METHANEX CORP COM 59151K10 1806 80905 SH SHARED 80905 D METHANEX CORP COM 59151K10 13 600 SH SHARED 01 600 D METHANEX CORP COM 59151K10 0 29 SH SHARED 02 29 D METHANEX CORP COM 59151K10 8 400 SH SHARED 06 400 D METHANEX CORP COM 59151K10 22 1000 SH SHARED 10 1000 D METHANEX CORP COM 59151K10 1371 61400 SH SHARED 14 61400 D METHODE ELECTRS INC COM 59152020 18620 1260725 SH SHARED 1260725 D METHODE ELECTRS INC COM 59152020 20 1400 SH SHARED 01 1400 D METHODE ELECTRS INC COM 59152020 3 208 SH SHARED 02 208 D METLIFE INC COM 59156R10 1468 23250 SH SHARED 23250 D METLIFE INC COM 59156R10 43527 689265 SH SHARED 515565 173700 D METLIFE INC COM 59156R10 6362 100754 SH SHARED 01 10925 89829 D METLIFE INC COM 59156R10 25 400 SH SHR/OTHR 01 400 D METLIFE INC COM 59156R10 5075 80371 SH SHARED 02 78617 1754 D METLIFE INC COM 59156R10 11959 189375 SH SHARED 04 189375 D METLIFE INC COM 59156R10 2140 33900 SH SHARED 05 33900 D METLIFE INC COM 59156R10 7740 122566 SH SHARED 06 115026 7540 D METLIFE INC COM 59156R10 159192 2520868 SH SHARED 10 1333008 714210 473650 D METLIFE INC COM 59156R10 248 3932 SH SHARED 14 3932 D METLIFE INC COM 59156R10 3494 55334 SH SHARED 15 55334 D METLIFE INC COM 59156R10 31 500 SH SHARED 20 500 D METLIFE INC COM 59156R10 445 7050 SH SHARED 24 7050 D METRETEK TECHNOLOGIES INC COM 59159Q10 5624 421602 SH SHARED 421602 D METROCORP BANCSHARES INC COM 59165010 3 177 SH SHARED 177 D METROPOLITAN HEALTH NETWORKS COM 59214210 1 975 SH SHARED 975 D METSO CORP SPONSORED ADR 59267110 47 900 SH SHARED 900 D METTLER TOLEDO INTERNATIONAL COM 59268810 166 1858 SH SHARED 1858 D METTLER TOLEDO INTERNATIONAL COM 59268810 5127 57250 SH SHARED 01 45940 11310 D METTLER TOLEDO INTERNATIONAL COM 59268810 71 802 SH SHARED 02 802 D METTLER TOLEDO INTERNATIONAL COM 59268810 4927 55016 SH SHARED 04 54700 316 D METTLER TOLEDO INTERNATIONAL COM 59268810 39591 442015 SH SHARED 10 201100 211100 29815 D METTLER TOLEDO INTERNATIONAL COM 59268810 116 1300 SH SHR/OTHR 10 1300 D METTLER TOLEDO INTERNATIONAL COM 59268810 80 900 SH SHARED 14 900 D METTLER TOLEDO INTERNATIONAL COM 59268810 1730 19315 SH SHARED 20 5455 13860 D METTLER TOLEDO INTERNATIONAL COM 59268810 223 2500 SH SHR/OTHR 20 2500 D METTLER TOLEDO INTERNATIONAL COM 59268810 35 400 SH SHR/OTHR 21 400 D METTLER TOLEDO INTERNATIONAL COM 59268810 183 2046 SH SHARED 22 1871 175 D METTLER TOLEDO INTERNATIONAL COM 59268810 571 6385 SH SHARED 23 6125 260 D METTLER TOLEDO INTERNATIONAL COM 59268810 251 2810 SH SHR/OTHR 23 2810 D METTLER TOLEDO INTERNATIONAL COM 59268810 35 400 SH SHARED 24 400 D MEXICO EQUITY & INCOME FD COM 59283410 84 2682 SH SHARED 2682 D MEXICO FD INC COM 59283510 511 12862 SH SHARED 12862 D MEXICO FD INC COM 59283510 29 747 SH SHR/OTHR 20 747 D MICREL INC COM 59479310 1588 144119 SH SHARED 144119 D MICREL INC COM 59479310 273 24800 SH SHARED 01 24800 D MICREL INC COM 59479310 65 5900 SH SHARED 02 5900 D MICREL INC COM 59479310 868 78831 SH SHARED 10 7031 71800 D MICROS SYS INC COM 59490110 165 3071 SH SHARED 3071 D MICROS SYS INC COM 59490110 75 1400 SH SHARED 01 1400 D MICROS SYS INC COM 59490110 39 732 SH SHARED 02 732 D MICROS SYS INC COM 59490110 603 11184 SH SHARED 10 2884 8300 D MICROS SYS INC COM 59490110 70 1300 SH SHARED 21 1300 D MICROSOFT CORP COM 59491810 842749 30238600 SH SHARED 29864861 373739 D MICROSOFT CORP COM 59491810 58592 2102361 SH SHARED 01 658088 1444273 D MICROSOFT CORP COM 59491810 6676 239543 SH SHR/OTHR 01 239543 D MICROSOFT CORP COM 59491810 226832 8138952 SH SHARED 02 7983535 155417 D MICROSOFT CORP COM 59491810 272987 9795016 SH SHARED 04 9737131 57885 D MICROSOFT CORP COM 59491810 2269 81430 SH SHARED 05 81430 D MICROSOFT CORP COM 59491810 46842 1680736 SH SHARED 06 1180826 499910 D MICROSOFT CORP COM 59491810 555874 19945251 SH SHARED 10 9905648 6852775 3186828 D MICROSOFT CORP COM 59491810 1025 36800 SH SHR/OTHR 10 36800 D MICROSOFT CORP COM 59491810 9136 327831 SH SHARED 14 72000 255831 D MICROSOFT CORP COM 59491810 5296 190040 SH SHARED 15 190040 D MICROSOFT CORP COM 59491810 4152 149000 SH SHARED 16 149000 D MICROSOFT CORP COM 59491810 8348 299538 SH SHARED 19 299538 D MICROSOFT CORP COM 59491810 12049 432331 SH SHARED 20 52119 380212 D MICROSOFT CORP COM 59491810 2872 103060 SH SHR/OTHR 20 103060 D MICROSOFT CORP COM 59491810 2911 104479 SH SHARED 21 104479 D MICROSOFT CORP COM 59491810 1031 37000 SH SHR/OTHR 21 37000 D MICROSOFT CORP COM 59491810 2146 77004 SH SHARED 22 50024 26980 D MICROSOFT CORP COM 59491810 972 34910 SH SHR/OTHR 22 34910 D MICROSOFT CORP COM 59491810 11918 427660 SH SHARED 23 403685 23975 D MICROSOFT CORP COM 59491810 16451 590311 SH SHR/OTHR 23 590311 D MICROSOFT CORP COM 59491810 177 6371 SH SHARED 24 6371 D MICROVISION INC DEL COM 59496010 693 188540 SH SHARED 188540 D MICROVISION INC DEL *W EXP 05/26/201 59496015 160 88361 SH SHARED 88361 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 53 SH SHARED 01 53 D MICROSTRATEGY INC *W EXP 06/24/200 59497211 0 202 SH SHARED 10 202 D MICROSTRATEGY INC CL A NEW 59497240 30 243 SH SHARED 243 D MICROSTRATEGY INC CL A NEW 59497240 1061 8400 SH SHARED 01 6100 2300 D MICROSTRATEGY INC CL A NEW 59497240 988 7822 SH SHARED 02 7782 40 D MICROSTRATEGY INC CL A NEW 59497240 6337 50146 SH SHARED 10 1346 48800 D MICROCHIP TECHNOLOGY INC COM 59501710 1005 28303 SH SHARED 28303 D MICROCHIP TECHNOLOGY INC COM 59501710 2219 62455 SH SHARED 01 62455 D MICROCHIP TECHNOLOGY INC COM 59501710 848 23877 SH SHARED 02 23810 67 D MICROCHIP TECHNOLOGY INC COM 59501710 4654 131000 SH SHARED 04 131000 D MICROCHIP TECHNOLOGY INC COM 59501710 240 6760 SH SHARED 06 5350 1410 D MICROCHIP TECHNOLOGY INC COM 59501710 298 8411 SH SHARED 10 5311 3100 D MICROFINANCIAL INC COM 59507210 1 234 SH SHARED 234 D MICROMET INC COM 59509C10 1 421 SH SHARED 421 D MICRON TECHNOLOGY INC COM 59511210 32300 2673880 SH SHARED 2673880 D MICRON TECHNOLOGY INC COM 59511210 1606 132972 SH SHARED 01 18400 114572 D MICRON TECHNOLOGY INC COM 59511210 10897 902081 SH SHARED 02 900796 1285 D MICRON TECHNOLOGY INC COM 59511210 6 550 SH SHARED 05 550 D MICRON TECHNOLOGY INC COM 59511210 929 76920 SH SHARED 06 70140 6780 D MICRON TECHNOLOGY INC COM 59511210 4789 396469 SH SHARED 10 371569 24900 D MICRONETICS INC DEL COM 59512510 0 108 SH SHARED 108 D MICROSEMI CORP COM 59513710 814 39154 SH SHARED 39154 D MICROSEMI CORP COM 59513710 4 217 SH SHARED 02 217 D MICROSEMI CORP COM 59513710 114 5525 SH SHARED 10 3325 2200 D MICROSEMI CORP COM 59513710 35 1700 SH SHARED 21 1700 D MICROTUNE INC DEL COM 59514P10 4 1161 SH SHARED 1161 D MICROTUNE INC DEL COM 59514P10 113 27650 SH SHARED 01 27650 D MICROTUNE INC DEL COM 59514P10 826 200550 SH SHR/OTHR 01 200550 D MICROTEK MEDICAL HLDGS INC COM 59515B10 5 1074 SH SHARED 1074 D MICRUS ENDOVASCULAR CORP COM 59518V10 6 270 SH SHARED 270 D MICRUS ENDOVASCULAR CORP COM 59518V10 29 1242 SH SHARED 02 1242 D MICRUS ENDOVASCULAR CORP COM 59518V10 2150 90200 SH SHARED 10 90200 D MID-AMER APT CMNTYS INC COM 59522J10 1173 20853 SH SHARED 20853 D MID-AMER APT CMNTYS INC COM 59522J10 180 3200 SH SHARED 01 3200 D MID-AMER APT CMNTYS INC COM 59522J10 527 9382 SH SHARED 02 9382 D MID-AMER APT CMNTYS INC COM 59522J10 2419 43000 SH SHARED 10 43000 D MID PENN BANCORP INC COM 59540G10 2 100 SH SHARED 100 D MID-STATE BANCSHARES COM 59544010 14836 404387 SH SHARED 404387 D MID-STATE BANCSHARES COM 59544010 363 9900 SH SHARED 10 9900 D MIDAS GROUP INC COM 59562610 7 347 SH SHARED 347 D MIDAS GROUP INC COM 59562610 0 35 SH SHARED 02 35 D MIDCAP SPDR TR UNIT SER 1 59563510 77362 500500 SH SHARED 500500 D MIDCAP SPDR TR UNIT SER 1 59563510 39 255 SH SHR/OTHR 01 255 D 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27 2017 SH SHARED 02 2017 D MIDSOUTH BANCORP INC COM 59803910 3 123 SH SHARED 123 D MIDWAY GAMES INC COM 59814810 502 80397 SH SHARED 80397 D MIDWEST BANC HOLDINGS INC COM 59825110 4001 225947 SH SHARED 225947 D MIDWESTONE FINL GROUP INC COM 59851010 1 79 SH SHARED 79 D MIKRON INFRARED INC COM 59862R10 1 102 SH SHARED 102 D MILLENNIUM PHARMACEUTICALS I COM 59990210 2285 201211 SH SHARED 201211 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1405 123741 SH SHARED 01 19800 103941 D MILLENNIUM PHARMACEUTICALS I COM 59990210 17 1500 SH SHR/OTHR 01 1500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 437 38540 SH SHARED 02 37820 720 D MILLENNIUM PHARMACEUTICALS I COM 59990210 12699 1117900 SH SHARED 05 1117900 D MILLENNIUM PHARMACEUTICALS I COM 59990210 108 9570 SH SHARED 06 7050 2520 D MILLENNIUM PHARMACEUTICALS I COM 59990210 54 4800 SH SHARED 10 4800 D MILLEA HOLDINGS INC ADR 60032R10 92 2500 SH SHARED 02 2500 D MILLENNIUM BANKSHARES CORP COM 60037B10 1 190 SH SHARED 190 D MILLENNIUM CELL INC COM 60038B10 1 1102 SH SHARED 1102 D MILLENNIUM INDIA ACQS COM IN COM 60039Q10 1181 156741 SH SHARED 156741 D MILLER HERMAN INC COM 60054410 328 9796 SH SHARED 9796 D MILLER HERMAN INC COM 60054410 636 19000 SH SHARED 01 19000 D MILLER HERMAN INC COM 60054410 4492 134148 SH SHARED 02 134073 75 D MILLER HERMAN INC COM 60054410 10 300 SH SHARED 06 300 D MILLER HERMAN INC COM 60054410 877 26194 SH SHARED 10 19594 6600 D MILLER INDS INC TENN COM NEW 60055120 5 245 SH SHARED 245 D MILLER INDS INC TENN COM NEW 60055120 32 1500 SH SHARED 02 1500 D MILLIPORE CORP NOTE 3.750% 6/0 601073AD 16508 15400000 PRN SHARED 15400000 D MILLIPORE CORP NOTE 3.750% 6/0 601073AD 36 34000 PRN SHARED 14 34000 D MILLIPORE CORP COM 60107310 5331 73568 SH SHARED 73568 D MILLIPORE CORP COM 60107310 514 7099 SH SHARED 01 7099 D MILLIPORE CORP COM 60107310 575 7943 SH SHARED 02 5943 2000 D MILLIPORE CORP COM 60107310 373 5150 SH SHARED 06 4850 300 D MILLIPORE CORP COM 60107310 1673 23096 SH SHARED 10 22596 500 D MILLS CORP COM 60114810 138 5500 SH SHARED 01 5500 D MINDSPEED TECHNOLOGIES INC COM 60268210 52 23993 SH SHARED 23993 D MINDSPEED TECHNOLOGIES INC COM 60268210 7 3532 SH SHARED 01 3532 D MINDSPEED TECHNOLOGIES INC COM 60268210 21 10000 SH SHARED 02 10000 D MINE SAFETY APPLIANCES CO COM 60272010 122 2908 SH SHARED 2908 D MINE SAFETY APPLIANCES CO COM 60272010 340 8100 SH SHARED 01 8100 D MINE SAFETY APPLIANCES CO COM 60272010 130 3100 SH SHARED 02 3100 D MINE SAFETY APPLIANCES CO COM 60272010 155 3700 SH SHARED 10 900 2800 D MINEFINDERS LTD COM 60290010 1786 150000 SH SHARED 04 150000 D MINERALS TECHNOLOGIES INC COM 60315810 119 1917 SH SHARED 1917 D MINERALS TECHNOLOGIES INC COM 60315810 323 5200 SH SHARED 01 5200 D MINERALS TECHNOLOGIES INC COM 60315810 118 1900 SH SHARED 02 1900 D MINERALS TECHNOLOGIES INC COM 60315810 310 5000 SH SHARED 10 500 4500 D MINES MGMT CO COM 60343210 1 318 SH SHARED 318 D MINRAD INTL INC COM 60443P10 3 738 SH SHARED 738 D MIPS TECHNOLOGIES INC COM 60456710 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586 40000 SH SHARED 04 40000 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 602 53500 SH SHARED 53500 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 13 1200 SH SHARED 01 1200 D MITSUI & CO LTD ADR 60682720 276 725 SH SHARED 02 725 D MITY ENTERPRISES INC COM 60685010 1 54 SH SHARED 54 D MOBIUS MGMT SYSTEMS INC COM 60692510 1 229 SH SHARED 229 D MOBILE MINI INC COM 60740F10 1173 43828 SH SHARED 43828 D MOBILE MINI INC COM 60740F10 58 2200 SH SHARED 01 2200 D MOBILE MINI INC COM 60740F10 2 103 SH SHARED 02 103 D MOBILE MINI INC COM 60740F10 183 6854 SH SHARED 10 6854 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 21495 384127 SH SHARED 374127 10000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 44 800 SH SHARED 02 800 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 30682 548300 SH SHARED 04 548300 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4085 73000 SH SHARED 05 73000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3810 68100 SH SHARED 06 18100 50000 D MOBILITY 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INC COM 60852M10 850 71553 SH SHARED 71553 D MOLINA HEALTHCARE INC COM 60855R10 741 24246 SH SHARED 24246 D MOLINA HEALTHCARE INC COM 60855R10 263 8600 SH SHARED 01 7000 1600 D MOLINA HEALTHCARE INC COM 60855R10 19 640 SH SHARED 02 640 D MOLINA HEALTHCARE INC COM 60855R10 18 600 SH SHARED 10 600 D MOLEX INC COM 60855410 4034 143051 SH SHARED 143051 D MOLEX INC COM 60855410 380 13500 SH SHARED 01 13500 D MOLEX INC COM 60855410 429 15216 SH SHARED 02 15216 D MOLEX INC COM 60855410 296 10500 SH SHARED 06 10500 D MOLEX INC COM 60855410 7537 267303 SH SHARED 10 213703 53600 D MOLEX INC CL A 60855420 16789 674548 SH SHARED 674548 D MOLEX INC CL A 60855420 4 174 SH SHARED 02 174 D MOLEX INC CL A 60855420 128 5167 SH SHARED 10 5167 D MOLSON COORS BREWING CO CL B 60871R20 10320 109074 SH SHARED 109074 D MOLSON COORS BREWING CO CL B 60871R20 1316 13914 SH SHARED 01 4934 8980 D MOLSON COORS BREWING CO CL B 60871R20 623 6592 SH SHARED 02 6577 15 D MOLSON COORS BREWING CO CL B 60871R20 643 6800 SH 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MONMOUTH REAL ESTATE INVT CO CL A 60972010 3 433 SH SHARED 433 D MONOGRAM BIOSCIENCES INC COM 60975U10 16 8630 SH SHARED 8630 D MONOGRAM BIOSCIENCES INC COM 60975U10 603 310990 SH SHARED 02 3490 307500 D MONOLITHIC PWR SYS INC COM 60983910 125 9693 SH SHARED 9693 D MONOLITHIC PWR SYS INC COM 60983910 168 13080 SH SHARED 02 3080 10000 D MONOLITHIC PWR SYS INC COM 60983910 32 2500 SH SHARED 04 2500 D MONRO MUFFLER BRAKE INC COM 61023610 12 350 SH SHARED 350 D MONRO MUFFLER BRAKE INC COM 61023610 5 150 SH SHARED 01 150 D MONRO MUFFLER BRAKE INC COM 61023610 227 6488 SH SHARED 02 6270 218 D MONRO MUFFLER BRAKE INC COM 61023610 49 1400 SH SHARED 21 1400 D MONSANTO CO NEW COM 61166W10 1725 31400 SH SHARED 31400 D MONSANTO CO NEW COM 61166W10 53879 980343 SH SHARED 958998 21345 D MONSANTO CO NEW COM 61166W10 48130 875732 SH SHARED 01 454551 421181 D MONSANTO CO NEW COM 61166W10 7174 130548 SH SHR/OTHR 01 130548 D MONSANTO CO NEW COM 61166W10 3396 61801 SH SHARED 02 61001 800 D MONSANTO CO NEW 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SH SHARED 19 456936 D MOTOROLA INC COM 62007610 83 4711 SH SHR/OTHR 22 4711 D MOTOROLA INC COM 62007610 852 48240 SH SHARED 23 43200 5040 D MOTOROLA INC COM 62007610 2225 125944 SH SHR/OTHR 23 125944 D MOVE INC COM COM 62458M10 19 3469 SH SHARED 3469 D MOVE INC COM COM 62458M10 0 100 SH SHARED 01 100 D MOVE INC COM COM 62458M10 319 57700 SH SHARED 10 57700 D MOVADO GROUP INC COM 62458010 13 451 SH SHARED 451 D MOVADO GROUP INC COM 62458010 53 1800 SH SHARED 01 1800 D MOVADO GROUP INC COM 62458010 7 259 SH SHARED 02 259 D MOVADO GROUP INC COM 62458010 179 6100 SH SHARED 10 6100 D MOVIE GALLERY INC COM 62458110 52 11612 SH SHARED 11612 D MOVIE STAR INC COM 62459110 0 305 SH SHARED 305 D MUELLER INDS INC COM 62475610 4277 142112 SH SHARED 142112 D MUELLER INDS INC COM 62475610 349 11602 SH SHARED 02 11217 385 D MUELLER INDS INC COM 62475610 878 29200 SH SHARED 10 19400 9800 D MUELLER WTR PRODS INC COM SER A 62475810 91 6600 SH SHARED 6600 D MUELLER WTR PRODS INC COM SER A 62475810 4161 301348 SH SHARED 301348 D MUELLER WTR PRODS INC COM SER A 62475810 345 25000 SH SHARED 02 25000 D MUELLER WTR PRODS INC COM SER A 62475810 8520 617000 SH SHARED 04 617000 D MUELLER WTR PRODS INC COM SER A 62475810 8286 600000 SH SHARED 05 600000 D MUELLER WTR PRODS INC COM SER A 62475810 19542 1415100 SH SHARED 10 1415100 D MUELLER WTR PRODS INC COM SER B 62475820 5025 375336 SH SHARED 375336 D MUELLER WTR PRODS INC COM SER B 62475820 481 35975 SH SHARED 01 35975 D MUELLER WTR PRODS INC COM SER B 62475820 64 4820 SH SHARED 02 4820 D MUELLER WTR PRODS INC COM SER B 62475820 3799 283726 SH SHARED 10 275298 8428 D MULTI COLOR CORP COM 62538310 4 140 SH SHARED 140 D MULTI FINELINE ELECTRONIX IN COM 62541B10 3 212 SH SHARED 212 D MULTI FINELINE ELECTRONIX IN COM 62541B10 4 300 SH SHARED 01 300 D MULTI FINELINE ELECTRONIX IN COM 62541B10 20 1331 SH SHARED 02 1331 D MULTI FINELINE ELECTRONIX IN COM 62541B10 52 3393 SH SHARED 10 3393 D MULTIMEDIA GAMES INC COM 62545310 6383 536408 SH SHARED 536408 D MULTIMEDIA GAMES INC COM 62545310 9 779 SH SHARED 02 779 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 51 1794 SH SHARED 02 1222 572 D MURPHY OIL CORP COM 62671710 19664 368249 SH SHARED 368249 D MURPHY OIL CORP COM 62671710 16046 300500 SH SHARED 01 15800 284700 D MURPHY OIL CORP COM 62671710 30598 573000 SH SHR/OTHR 01 573000 D MURPHY OIL CORP COM 62671710 1342 25138 SH SHARED 02 24983 155 D MURPHY OIL CORP COM 62671710 622 11650 SH SHARED 06 11650 D MURPHY OIL CORP COM 62671710 16559 310100 SH SHARED 10 277800 32300 D MURPHY OIL CORP COM 62671710 2525 47300 SH SHARED 22 47300 D MUTUALFIRST FINL INC COM 62845B10 1 97 SH SHARED 97 D MYERS INDS INC COM 62846410 12 683 SH SHARED 683 D MYERS INDS INC COM 62846410 1 78 SH SHARED 02 78 D MYERS INDS INC COM 62846410 158 8500 SH SHARED 10 8500 D MYLAN LABS INC NOTE 1.250% 3/1 628530AG 52632 51000000 PRN SHARED 51000000 D MYLAN LABS INC NOTE 1.250% 3/1 628530AG 2659 2577000 PRN SHARED 02 2577000 D MYLAN LABS INC COM 62853010 4531 214346 SH SHARED 146446 67900 D MYLAN LABS INC COM 62853010 668 31600 SH SHARED 01 9500 22100 D MYLAN LABS INC COM 62853010 761 36006 SH SHARED 02 35256 750 D MYLAN LABS INC COM 62853010 1224 57900 SH SHARED 06 57900 D MYLAN LABS INC COM 62853010 51081 2416336 SH SHARED 10 137736 1385100 893500 D MYLAN LABS INC COM 62853010 107 5070 SH SHARED 14 5070 D MYLAN LABS INC COM 62853010 9 450 SH SHR/OTHR 23 450 D MYRIAD GENETICS INC COM 62855J10 36 1070 SH SHARED 1070 D MYRIAD GENETICS INC COM 62855J10 246 7139 SH SHARED 02 7139 D MYRIAD GENETICS INC COM 62855J10 19 559 SH SHARED 10 559 D NBT BANCORP INC COM 62877810 20 880 SH SHARED 880 D NBT BANCORP INC COM 62877810 2 100 SH SHARED 01 100 D NBT BANCORP INC COM 62877810 407 17400 SH SHARED 10 17400 D NBTY INC COM 62878210 2449 46183 SH SHARED 46183 D NBTY INC COM 62878210 795 15000 SH SHARED 01 15000 D NBTY INC COM 62878210 795 15000 SH SHR/OTHR 01 15000 D NBTY INC COM 62878210 31 596 SH SHARED 02 596 D NBTY INC COM 62878210 1755 33100 SH SHARED 10 21300 11800 D NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG 15756 12000000 PRN SHARED 12000000 D NCI BUILDING SYS INC COM 62885210 23 490 SH SHARED 490 D NCI BUILDING SYS INC COM 62885210 210 4400 SH SHARED 01 4400 D NCI BUILDING SYS INC COM 62885210 27 567 SH SHARED 02 567 D NCI BUILDING SYS INC COM 62885210 9886 207100 SH SHARED 10 207100 D NCR CORP NEW COM 62886E10 5229 109472 SH SHARED 109470 2 D NCR CORP NEW COM 62886E10 1045 21890 SH SHARED 01 21890 D NCR CORP NEW COM 62886E10 39 836 SH SHR/OTHR 01 836 D NCR CORP NEW COM 62886E10 981 20537 SH SHARED 02 20537 D NCR CORP NEW COM 62886E10 611 12800 SH SHARED 06 12800 D NCR CORP NEW COM 62886E10 16428 343909 SH SHARED 10 307609 36300 D NCI INC CL A 62886K10 2 152 SH SHARED 152 D NDS GROUP PLC SPONSORED ADR 62889110 1336 26770 SH SHARED 26770 D NASB FINL INC COM 62896810 2 81 SH SHARED 81 D NEC CORP ADR 62905020 324 60744 SH SHARED 60744 D NGP CAP RES CO COM 62912R10 6 400 SH SHARED 01 400 D NGP CAP RES CO COM 62912R10 970 61400 SH SHARED 10 58000 3400 D NGAS RESOURCES INC COM 62912T10 3 529 SH SHARED 529 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 36255 22547000 PRN SHARED 22547000 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 5116 3182000 PRN SHARED 02 3182000 D NII HLDGS INC CL B NEW 62913F20 738 9958 SH SHARED 9958 D NII HLDGS INC CL B NEW 62913F20 89 1200 SH SHARED 01 1200 D NII HLDGS INC CL B NEW 62913F20 2799 37733 SH SHARED 02 36983 750 D NII HLDGS INC CL B NEW 62913F20 6 90 SH SHARED 05 90 D NII HLDGS INC CL B NEW 62913F20 356 4810 SH SHARED 06 3650 1160 D NII HLDGS INC CL B NEW 62913F20 76454 1030659 SH SHARED 10 1024959 5700 D NIC INC COM 62914B10 5 980 SH SHARED 980 D NL INDS INC COM NEW 62915640 5513 505841 SH SHARED 505841 D NMS COMMUNICATIONS CORP COM 62924810 2 1299 SH SHARED 1299 D NMT MED INC COM 62929410 4 314 SH SHARED 314 D NN INC COM 62933710 5 441 SH SHARED 441 D NN INC COM 62933710 58 4700 SH SHARED 01 4700 D NN INC COM 62933710 12 1030 SH SHARED 02 1030 D NN INC COM 62933710 387 31000 SH SHARED 10 31000 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1439 1568000 PRN SHARED 1568000 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1 1250 PRN SHARED 10 1250 D NPS PHARMACEUTICALS INC COM 62936P10 204 60462 SH SHARED 60462 D NPS PHARMACEUTICALS INC COM 62936P10 3 1054 SH SHARED 02 1054 D NRG ENERGY INC COM NEW 62937750 11368 157812 SH SHARED 157812 D NRG ENERGY INC COM NEW 62937750 655 9100 SH SHARED 01 3200 5900 D NRG ENERGY INC COM NEW 62937750 17022 236294 SH SHARED 02 235294 1000 D NRG ENERGY INC COM NEW 62937750 410 5700 SH SHARED 10 5700 D NRG ENERGY INC COM NEW 62937750 1534 21300 SH SHARED 14 21300 D NRG ENERGY INC COM NEW 62937750 23 322 SH SHR/OTHR 20 322 D NRG ENERGY INC PFD CONV MAND 62937787 9751 30000 SH SHARED 30000 D NRG ENERGY INC PFD CONV MAND 62937787 58751 180745 SH SHARED 02 180745 D NTN BUZZTIME INC COM NEW 62941030 1 1112 SH SHARED 1112 D NTR ACQUISITION CO COM 62941510 14478 1589338 SH SHARED 1589338 D NTR ACQUISITION CO *W EXP 06/28/201 62941511 629 899000 SH SHARED 899000 D NUCO2 INC COM 62942810 1250 49588 SH SHARED 49588 D NVR INC COM 62944T10 7609 11443 SH SHARED 11443 D NVR INC COM 62944T10 1220 1835 SH SHARED 02 1835 D NVR INC COM 62944T10 131 198 SH SHARED 06 168 30 D NVR INC COM 62944T10 1300 1955 SH SHARED 10 1955 D NVR INC COM 62944T10 579 871 SH SHARED 14 871 D NVE CORP COM NEW 62944520 3 112 SH SHARED 112 D NYMEX HOLDINGS INC COM 62948N10 4186 30836 SH SHARED 30836 D NYMEX HOLDINGS INC COM 62948N10 1436 10580 SH SHARED 02 580 10000 D NYMAGIC INC COM 62948410 5 146 SH SHARED 146 D NYMAGIC INC COM 62948410 61 1500 SH SHARED 01 1500 D NYMAGIC INC COM 62948410 702 17200 SH SHARED 10 17200 D NYSE GROUP INC COM 62949W10 93655 998992 SH SHARED 998992 D NYSE GROUP INC COM 62949W10 412 4400 SH SHARED 01 4400 D NYSE GROUP INC COM 62949W10 20563 219339 SH SHARED 02 215322 4017 D NYSE GROUP INC COM 62949W10 75 800 SH SHARED 06 800 D NYSE GROUP INC COM 62949W10 225 2400 SH SHARED 10 2400 D NYSE GROUP INC COM 62949W10 37 396 SH SHARED 21 396 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 3157 3600000 PRN SHARED 02 3600000 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 0 525 PRN SHARED 10 525 D NABI BIOPHARMACEUTICALS COM 62951910 3700 696965 SH SHARED 696965 D NABI BIOPHARMACEUTICALS COM 62951910 10 2040 SH SHARED 02 2040 D NABORS INDS INC NOTE 6/1 629568AK 3 3000 PRN SHARED 02 3000 D NABORS INDS INC NOTE 6/1 629568AL 3009 2930000 PRN SHARED 06 2930000 D NACCO INDS INC CL A 62957910 4319 31434 SH SHARED 31434 D NACCO INDS INC CL A 62957910 3 29 SH SHARED 02 29 D NACCO INDS INC CL A 62957910 329 2400 SH SHARED 10 400 2000 D NALCO HOLDING COMPANY COM 62985Q10 1030 43118 SH SHARED 40260 2858 D NALCO HOLDING COMPANY COM 62985Q10 64 2700 SH SHARED 02 2700 D NALCO HOLDING COMPANY COM 62985Q10 24029 1005400 SH SHARED 04 1005400 D NALCO HOLDING COMPANY COM 62985Q10 18833 788000 SH SHARED 05 788000 D NALCO HOLDING COMPANY COM 62985Q10 1448 60600 SH SHARED 06 31600 29000 D NALCO HOLDING COMPANY COM 62985Q10 1092 45700 SH SHARED 10 45700 D NALCO HOLDING COMPANY COM 62985Q10 1754 73400 SH SHARED 14 73400 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 1300 100400 SH SHARED 100400 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 39 3016 SH SHARED 02 2516 500 D NANOGEN INC COM 63007510 1488 1162814 SH SHARED 1162814 D NANOMETRICS INC COM 63007710 369 55124 SH SHARED 55124 D NANOMETRICS INC COM 63007710 1 200 SH SHARED 02 200 D NANOPHASE TCHNOLOGIES CORP COM 63007910 2 375 SH SHARED 375 D NAPCO SEC SYS INC COM 63040210 1 325 SH SHARED 325 D NAPSTER INC COM 63079710 2975 718833 SH SHARED 718833 D NAPSTER INC COM 63079710 0 134 SH SHARED 02 134 D NARA BANCORP INC COM 63080P10 9 541 SH SHARED 541 D NARA BANCORP INC COM 63080P10 1 61 SH SHARED 02 61 D NARA BANCORP INC COM 63080P10 40 2300 SH SHARED 10 2300 D NASDAQ 100 TR UNIT SER 1 63110010 1209653 27788961 SH SHARED 27787971 990 D NASDAQ 100 TR UNIT SER 1 63110010 1143 26263 SH SHARED 01 25700 563 D NASDAQ 100 TR UNIT SER 1 63110010 104 2400 SH SHR/OTHR 01 2400 D NASDAQ 100 TR UNIT SER 1 63110010 41001 941911 SH SHARED 02 911220 30691 D NASDAQ 100 TR UNIT SER 1 63110010 90 2072 SH SHARED 04 2072 D NASDAQ 100 TR UNIT SER 1 63110010 1873 43050 SH SHARED 15 43050 D NASDAQ 100 TR UNIT SER 1 63110010 792 18200 SH SHARED 19 18200 D NASDAQ 100 TR UNIT SER 1 63110010 5 125 SH SHARED 22 125 D NASDAQ 100 TR UNIT SER 1 63110010 465 10700 SH SHARED 23 10600 100 D NASDAQ STOCK MARKET INC COM 63110310 3329 113224 SH SHARED 113224 D NASDAQ STOCK MARKET INC COM 63110310 364 12390 SH SHARED 01 6025 6365 D NASDAQ STOCK MARKET INC COM 63110310 451 15337 SH SHARED 02 2261 13076 D NASDAQ STOCK MARKET INC COM 63110310 24657 838400 SH SHARED 10 835800 2600 D NASDAQ STOCK MARKET INC COM 63110310 647 22000 SH SHARED 14 22000 D NASDAQ STOCK MARKET INC COM 63110310 30 1031 SH SHARED 21 1031 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 4497 10084000 PRN SHARED 02 10084000 D NASH FINCH CO COM 63115810 6540 189803 SH SHARED 189803 D NASH FINCH CO COM 63115810 15 453 SH SHARED 02 253 200 D NASH FINCH CO COM 63115810 10599 307600 SH SHARED 10 287700 19900 D NASHUA CORP COM 63122610 1 156 SH SHARED 156 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 6 556 SH SHARED 556 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 7 654 SH SHARED 02 654 D NATCO GROUP INC CL A 63227W20 6150 180274 SH SHARED 180274 D NATCO GROUP INC CL A 63227W20 19 563 SH SHARED 02 13 550 D NATCO GROUP INC CL A 63227W20 3473 101800 SH SHARED 10 101800 D NATHANS FAMOUS INC NEW COM 63234710 1 108 SH SHARED 108 D NATIONAL COAL CORP COM NEW 63238120 0 177 SH SHARED 177 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 916 5629 SH SHARED 5629 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 227 1395 SH SHARED 02 1395 D NATIONAL ATLANTIC HLDGS CORP COM 63253Y10 2 216 SH SHARED 216 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 1293 120706 SH SHARED 120706 D NATIONAL BANKSHARES INC VA COM 63486510 4 173 SH SHARED 173 D NATIONAL BEVERAGE CORP COM 63501710 3 209 SH SHARED 209 D NATIONAL CINEMEDIA INC COM 63530910 7711 288811 SH SHARED 288811 D NATIONAL CINEMEDIA INC COM 63530910 1078 40400 SH SHARED 04 40400 D NATIONAL CINEMEDIA INC COM 63530910 830 31100 SH SHARED 16 31100 D NATIONAL CITY CORP COM 63540510 42798 1148944 SH SHARED 548087 600857 D NATIONAL CITY CORP COM 63540510 5903 158471 SH SHARED 01 28313 130158 D NATIONAL CITY CORP COM 63540510 4464 119851 SH SHARED 02 117561 2290 D NATIONAL CITY CORP COM 63540510 11 310 SH SHARED 05 310 D NATIONAL CITY CORP COM 63540510 3507 94170 SH SHARED 06 88150 6020 D NATIONAL CITY CORP COM 63540510 93275 2504037 SH SHARED 10 1462315 421500 620222 D NATIONAL CITY CORP COM 63540510 309 8300 SH SHR/OTHR 10 8300 D NATIONAL CITY CORP COM 63540510 580 15580 SH SHARED 20 3105 12475 D NATIONAL CITY CORP COM 63540510 16274 436891 SH SHARED 21 435157 1734 D NATIONAL CITY CORP COM 63540510 19 510 SH SHR/OTHR 21 510 D NATIONAL CITY CORP COM 63540510 408 10970 SH SHARED 22 6550 4420 D NATIONAL CITY CORP COM 63540510 335 9000 SH SHARED 23 9000 D NATIONAL DENTEX CORP COM 63563H10 1 135 SH SHARED 135 D NATIONAL HEALTH REALTY INC COM 63590510 5 216 SH SHARED 216 D NATIONAL HEALTHCARE CORP COM 63590610 10 199 SH SHARED 199 D NATIONAL HEALTHCARE CORP COM 63590610 10 200 SH SHARED 01 200 D NATIONAL HEALTHCARE CORP COM 63590610 71 1400 SH SHARED 10 1400 D NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA 43472 44000000 PRN SHARED 44000000 D NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA 3458 3500000 PRN SHARED 02 3500000 D NATIONAL FINL PARTNERS CORP COM 63607P20 9444 201329 SH SHARED 201329 D NATIONAL FINL PARTNERS CORP COM 63607P20 2 57 SH SHARED 02 57 D NATIONAL FINL PARTNERS CORP COM 63607P20 328 7000 SH SHARED 10 2300 4700 D NATIONAL FUEL GAS CO N J COM 63618010 40073 926337 SH SHARED 926337 D NATIONAL FUEL GAS CO N J COM 63618010 1094 25300 SH SHARED 01 25300 D NATIONAL FUEL GAS CO N J COM 63618010 425 9843 SH SHARED 02 9343 500 D NATIONAL FUEL GAS CO N J COM 63618010 134 3100 SH SHARED 10 300 2800 D NATIONAL GRID PLC SPON ADR NEW 63627430 52 672 SH SHARED 672 D NATIONAL GRID PLC SPON ADR NEW 63627430 18 241 SH SHARED 01 241 D NATIONAL HEALTH INVS INC COM 63633D10 8770 279849 SH SHARED 279849 D NATIONAL HEALTH INVS INC COM 63633D10 21 700 SH SHARED 01 700 D NATIONAL HEALTH INVS INC COM 63633D10 18 590 SH SHARED 02 590 D NATIONAL HEALTH INVS INC COM 63633D10 172 5500 SH SHARED 10 5500 D NATIONAL HEALTH INVS INC COM 63633D10 9601 306350 SH SHARED 11 18750 287600 D NATIONAL HOME HEALTH CARE CO COM 63638010 1 139 SH SHARED 139 D NATIONAL INSTRS CORP COM 63651810 179 6847 SH SHARED 6847 D NATIONAL INSTRS CORP COM 63651810 431 16450 SH SHARED 01 16450 D NATIONAL INSTRS CORP COM 63651810 163 6223 SH SHARED 02 6223 D NATIONAL INSTRS CORP COM 63651810 15 600 SH SHARED 10 600 D NATIONAL INTERSTATE CORP COM 63654U10 3 140 SH SHARED 140 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 2 134 SH SHARED 134 D NATIONAL OILWELL VARCO INC COM 63707110 25327 325591 SH SHARED 325591 D NATIONAL OILWELL VARCO INC COM 63707110 1376 17700 SH SHARED 01 17700 D NATIONAL OILWELL VARCO INC COM 63707110 26 338 SH SHR/OTHR 01 338 D NATIONAL OILWELL VARCO INC COM 63707110 3039 39071 SH SHARED 02 37207 1864 D NATIONAL OILWELL VARCO INC COM 63707110 47428 609700 SH SHARED 04 609700 D NATIONAL OILWELL VARCO INC COM 63707110 5 70 SH SHARED 05 70 D NATIONAL OILWELL VARCO INC COM 63707110 1695 21800 SH SHARED 06 20450 1350 D NATIONAL OILWELL VARCO INC COM 63707110 35255 453220 SH SHARED 10 449420 3800 D NATIONAL OILWELL VARCO INC COM 63707110 2395 30800 SH SHARED 14 30800 D NATIONAL OILWELL VARCO INC COM 63707110 7001 90000 SH SHARED 16 90000 D NATIONAL OILWELL VARCO INC COM 63707110 964 12400 SH SHARED 24 12400 D NATIONAL PENN BANCSHARES INC COM 63713810 20 1067 SH SHARED 1067 D NATIONAL PRESTO INDS INC COM 63721510 7 119 SH SHARED 119 D NATIONAL PRESTO INDS INC COM 63721510 0 14 SH SHARED 02 14 D NATIONAL PRESTO INDS INC COM 63721510 246 4000 SH SHARED 10 4000 D NATIONAL RESEARCH CORP COM 63737210 1 52 SH SHARED 52 D NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA 8002 7500000 PRN SHARED 7500000 D NATIONAL RETAIL PROPERTIES I COM 63741710 1738 71882 SH SHARED 71882 D NATIONAL RETAIL PROPERTIES I COM 63741710 33 1400 SH SHARED 01 1400 D NATIONAL RETAIL PROPERTIES I COM 63741710 2156 89133 SH SHARED 02 89133 D NATIONAL RETAIL PROPERTIES I COM 63741710 2595 107300 SH SHARED 10 107300 D NATIONAL RETAIL PROPERTIES I COM 63741710 14514 600000 SH SHARED 11 600000 D NATIONAL SEC GROUP INC COM 63754610 0 44 SH SHARED 44 D NATIONAL SEMICONDUCTOR CORP COM 63764010 7922 328180 SH SHARED 261180 67000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1514 62725 SH SHARED 01 62725 D NATIONAL SEMICONDUCTOR CORP COM 63764010 5941 246129 SH SHARED 02 246129 D NATIONAL SEMICONDUCTOR CORP COM 63764010 724 30000 SH SHARED 04 30000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 3621 150000 SH SHARED 05 150000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2140 88690 SH SHARED 06 85650 3040 D NATIONAL SEMICONDUCTOR CORP COM 63764010 66911 2771792 SH SHARED 10 187892 1689300 894600 D NATIONAL SEMICONDUCTOR CORP COM 63764010 16 694 SH SHARED 14 694 D NATIONAL TECHNICAL SYS INC COM 63810410 0 158 SH SHARED 158 D NATIONAL WESTN LIFE INS CO CL A 63852210 13 57 SH SHARED 57 D NATIONAL WESTN LIFE INS CO CL A 63852210 269 1100 SH SHARED 10 1100 D NATIONAL WESTMINSTER BK PLC SPON ADR C 63853988 25 1000 SH SHARED 02 1000 D NATIONWIDE FINL SVCS INC CL A 63861210 532 9879 SH SHARED 9879 D NATIONWIDE FINL SVCS INC CL A 63861210 834 15500 SH SHARED 01 15400 100 D NATIONWIDE FINL SVCS INC CL A 63861210 69 1282 SH SHARED 02 1282 D NATIONWIDE FINL SVCS INC CL A 63861210 764 14200 SH SHARED 10 14200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3741 119685 SH SHARED 119685 D NATIONWIDE HEALTH PPTYS INC COM 63862010 84 2700 SH SHARED 01 2700 D NATIONWIDE HEALTH PPTYS INC COM 63862010 701 22430 SH SHARED 02 11152 11278 D NATIONWIDE HEALTH PPTYS INC COM 63862010 4895 156600 SH SHARED 10 156600 D NATIONWIDE HEALTH PPTYS INC COM 63862010 108915 3484178 SH SHARED 11 1104165 2380013 D NATIONWIDE HEALTH PPTYS INC COM 63862010 95 3040 SH SHR/OTHR 23 3040 D NATURAL ALTERNATIVES INTL IN COM NEW 63884230 0 113 SH SHARED 113 D NATURAL GAS SERVICES GROUP COM 63886Q10 4 294 SH SHARED 294 D NAVIGATORS GROUP INC COM 63890410 16 328 SH SHARED 328 D NAVIGATORS GROUP INC COM 63890410 25 500 SH SHARED 01 500 D NAVIGATORS GROUP INC COM 63890410 1856 37000 SH SHARED 10 37000 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 27 406 SH SHARED 406 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 1284 19120 SH SHARED 02 19120 D NATURAL RESOURCE PARTNERS L SUB UT LTD PAR 63900P50 134 2000 SH SHARED 02 2000 D NATUS MEDICAL INC DEL COM 63905010 7 437 SH SHARED 437 D NATUS MEDICAL INC DEL COM 63905010 195 11006 SH SHARED 02 10000 1006 D NAUGATUCK VY FINL CORP COM 63906710 442 36296 SH SHARED 36296 D NAUTILUS INC COM 63910B10 133 8684 SH SHARED 8684 D NAUTILUS INC COM 63910B10 30 2000 SH SHR/OTHR 01 2000 D NAUTILUS INC COM 63910B10 17 1118 SH SHARED 02 93 1025 D NAUTILUS INC COM 63910B10 80 5200 SH SHARED 21 5200 D NAVARRE CORP COM 63920810 3 880 SH SHARED 880 D NAVISITE INC COM NEW 63935M20 1 302 SH SHARED 302 D NAVISITE INC COM NEW 63935M20 24 4000 SH SHARED 02 4000 D NAVIGANT CONSULTING INC COM 63935N10 309 15686 SH SHARED 15686 D NAVIGANT CONSULTING INC COM 63935N10 365 18500 SH SHARED 01 18500 D NAVIGANT CONSULTING INC COM 63935N10 108 5500 SH SHARED 02 5500 D NAVIGANT CONSULTING INC COM 63935N10 162 8200 SH SHARED 10 400 7800 D NAVIGANT CONSULTING INC COM 63935N10 1687 85400 SH SHARED 14 85400 D NAVTEQ CORP COM 63936L10 309 8969 SH SHARED 8969 D NAVTEQ CORP COM 63936L10 1426 41355 SH SHARED 01 24390 16965 D NAVTEQ CORP COM 63936L10 69 2000 SH SHR/OTHR 01 2000 D NAVTEQ CORP COM 63936L10 39 1141 SH SHARED 02 1141 D NAVTEQ CORP COM 63936L10 4347 126000 SH SHARED 04 126000 D NAVTEQ CORP COM 63936L10 69 2000 SH SHARED 06 2000 D NAVTEQ CORP COM 63936L10 75 2200 SH SHARED 10 600 1600 D NAVTEQ CORP COM 63936L10 70 2030 SH SHARED 20 2030 D NAVTEQ CORP COM 63936L10 17 500 SH SHARED 22 500 D NAVTEQ CORP COM 63936L10 6 200 SH SHR/OTHR 22 200 D NAVTEQ CORP COM 63936L10 198 5755 SH SHARED 23 4555 1200 D NAVTEQ CORP COM 63936L10 67 1960 SH SHR/OTHR 23 1960 D NEENAH PAPER INC COM 64007910 20 504 SH SHARED 504 D NEENAH PAPER INC COM 64007910 28 712 SH SHARED 01 712 D NEENAH PAPER INC COM 64007910 42 1067 SH SHR/OTHR 01 1067 D NEENAH PAPER INC COM 64007910 2 58 SH SHARED 02 43 15 D NEENAH PAPER INC COM 64007910 198 5000 SH SHARED 10 5000 D NEENAH PAPER INC COM 64007910 14 363 SH SHARED 23 363 D NEENAH PAPER INC COM 64007910 16 423 SH SHR/OTHR 23 423 D NEKTAR THERAPEUTICS NOTE 3.250% 9/2 640268AH 9660 10000000 PRN SHARED 10000000 D NEKTAR THERAPEUTICS COM 64026810 6891 527714 SH SHARED 527714 D NEKTAR THERAPEUTICS COM 64026810 22 1700 SH SHARED 01 1700 D NEKTAR THERAPEUTICS COM 64026810 3500 268033 SH SHARED 02 232563 35470 D NEKTAR THERAPEUTICS COM 64026810 18 1384 SH SHARED 06 1384 D NEKTAR THERAPEUTICS COM 64026810 63 4842 SH SHARED 10 3142 1700 D NELNET INC CL A 64031N10 139 5814 SH SHARED 5814 D NELNET INC CL A 64031N10 803 33500 SH SHARED 01 33400 100 D NELNET INC CL A 64031N10 417 17421 SH SHARED 02 17421 D NELNET INC CL A 64031N10 129 5400 SH SHARED 10 800 4600 D NEOGEN CORP COM 64049110 4 211 SH SHARED 211 D NEOMAGIC CORP COM NEW 64049720 0 237 SH SHARED 237 D NEON COMMUNICATIONS GROUP IN COM 64050T10 4 1019 SH SHARED 1019 D NEOSE TECHNOLOGIES INC COM 64052210 1 754 SH SHARED 754 D NEOWARE INC COM 64065P10 5 507 SH SHARED 507 D NEOWARE INC COM 64065P10 0 59 SH SHARED 02 59 D NEOPHARM INC COM 64091910 1 593 SH SHARED 593 D NEOPHARM INC COM 64091910 1 832 SH SHARED 02 632 200 D NETBANK INC COM 64093310 994 449918 SH SHARED 449918 D NETBANK INC COM 64093310 74 33900 SH SHARED 10 33900 D NESS TECHNOLOGIES INC COM 64104X10 308 24100 SH SHARED 02 100 24000 D NESS TECHNOLOGIES INC COM 64104X10 319 25000 SH SHARED 04 25000 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 44 1800 SH SHARED 01 1800 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 456 18350 SH SHARED 04 18350 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 52 3890 SH SHARED 04 3890 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 1119 82850 SH SHARED 10 82850 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 405 30000 SH SHARED 15 30000 D NETFLIX COM INC COM 64110L10 1319 56892 SH SHARED 56892 D NETFLIX COM INC COM 64110L10 1600 69000 SH SHARED 01 40000 29000 D NETFLIX COM INC COM 64110L10 927 40000 SH SHR/OTHR 01 40000 D NETFLIX COM INC COM 64110L10 215 9280 SH SHARED 02 7780 1500 D NETFLIX COM INC COM 64110L10 11 500 SH SHARED 10 500 D NETEASE COM INC NOTE 7/1 64110WAB 5222 3500000 PRN SHARED 02 3500000 D NETEASE COM INC SPONSORED ADR 64110W10 94 5310 SH SHARED 5310 D NETEASE COM INC SPONSORED ADR 64110W10 37 2100 SH SHARED 02 2100 D NETGEAR INC COM 64111Q10 206 7248 SH SHARED 7248 D NETGEAR INC COM 64111Q10 2211 77500 SH SHARED 01 77500 D NETGEAR INC COM 64111Q10 1426 50000 SH SHR/OTHR 01 50000 D NETGEAR INC COM 64111Q10 406 14259 SH SHARED 02 799 13460 D NETGEAR INC COM 64111Q10 567 19900 SH SHARED 10 19900 D NETSMART TECHNOLOGIES INC COM NEW 64114W30 2 142 SH SHARED 142 D NETMANAGE INC COM NEW 64114430 0 167 SH SHARED 167 D NETMANAGE INC COM NEW 64114430 0 20 SH SHARED 01 20 D NETSOL TECHNOLOGIES INC COM NEW 64115A20 0 452 SH SHARED 452 D NETSCOUT SYS INC COM 64115T10 190 21012 SH SHARED 21012 D NETSCOUT SYS INC COM 64115T10 186 20600 SH SHARED 10 20600 D NETRATINGS INC COM 64116M10 7 339 SH SHARED 339 D NETLOGIC MICROSYSTEMS INC COM 64118B10 10 406 SH SHARED 406 D NETLOGIC MICROSYSTEMS INC COM 64118B10 31 1200 SH SHARED 01 1200 D NETLOGIC MICROSYSTEMS INC COM 64118B10 16 634 SH SHARED 02 634 D NETLIST INC COM 64118P10 1 154 SH SHARED 154 D NETLIST INC COM 64118P10 240 34572 SH SHARED 02 34572 D NETWORK APPLIANCE INC COM 64120L10 16591 454320 SH SHARED 414120 40200 D NETWORK APPLIANCE INC COM 64120L10 1774 48600 SH SHARED 01 4450 44150 D NETWORK APPLIANCE INC COM 64120L10 11327 310165 SH SHARED 02 307338 2827 D NETWORK APPLIANCE INC COM 64120L10 3652 100000 SH SHARED 04 100000 D NETWORK APPLIANCE INC COM 64120L10 2228 61010 SH SHARED 06 58000 3010 D NETWORK APPLIANCE INC COM 64120L10 97929 2681529 SH SHARED 10 1478793 728940 473796 D NETWORK APPLIANCE INC COM 64120L10 12 350 SH SHARED 20 350 D NETWORK EQUIP TECHNOLOGIES COM 64120810 6 620 SH SHARED 620 D NETWORK EQUIP TECHNOLOGIES COM 64120810 0 76 SH SHARED 02 76 D NETWORK ENGINES INC COM 64121A10 1 798 SH SHARED 798 D NETWORK ENGINES INC COM 64121A10 2 1000 SH SHARED 02 1000 D NEUROGEN CORP COM 64124E10 3 545 SH SHARED 545 D NEUROGEN CORP COM 64124E10 7 1203 SH SHARED 02 1203 D NEUBERGER BERMAN NY INT MUN COM 64124K10 0 63 SH SHARED 63 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 1 729 SH SHARED 729 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 593 272110 SH SHARED 01 272110 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W10 10 5000 SH SHARED 02 5000 D NEUROCRINE BIOSCIENCES INC COM 64125C10 12 966 SH SHARED 966 D NEUROCRINE BIOSCIENCES INC COM 64125C10 142 11400 SH SHARED 01 11400 D NEUROCRINE BIOSCIENCES INC COM 64125C10 11 912 SH SHARED 02 912 D NEUROCRINE BIOSCIENCES INC COM 64125C10 385 30825 SH SHARED 10 30825 D NEUROCHEM INC COM 64125K10 35 2367 SH SHARED 2367 D NEUROCHEM INC COM 64125K10 18 1195 SH SHARED 02 1195 D NEUROCHEM INC COM 64125K10 150 10000 SH SHARED 04 10000 D NEUROMETRIX INC COM 64125510 3 319 SH SHARED 319 D NEUBERGER BERMAN REAL INCM F COM 64126D10 5562 206800 SH SHARED 206800 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 47415 1981406 SH SHARED 1981406 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 0 6 SH SHARED 02 6 D NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 281 16700 SH SHARED 16700 D NEUSTAR INC CL A 64126X20 162 5700 SH SHARED 5700 D NEUSTAR INC CL A 64126X20 229 8061 SH SHARED 8061 D NEUSTAR INC CL A 64126X20 511 18000 SH SHARED 01 18000 D NEUSTAR INC CL A 64126X20 202 7103 SH SHARED 02 7103 D NEUSTAR INC CL A 64126X20 11412 401300 SH SHARED 10 401300 D NEVADA CHEMICALS INC COM 64127C10 0 94 SH SHARED 94 D NEVSUN RES LTD COM 64156L10 14 7000 SH SHARED 01 7000 D NEW AMER HIGH INCOME FD INC COM 64187610 284 120000 SH SHARED 120000 D NEUBERGER BERMAN RE ES SEC F COM 64190A10 10209 565302 SH SHARED 565302 D NEUBERGER BERMAN RE ES SEC F COM 64190A10 99 5500 SH SHARED 02 5500 D NEW BRUNSWICK SCIENTIFIC INC COM 64287610 1 168 SH SHARED 168 D NEW CENTRY BANCORP INC DUNN COM 64353M10 2 160 SH SHARED 160 D NEW ENGLAND BANCSHARES INC C COM NEW 64386320 1 132 SH SHARED 132 D NEW FRONTIER MEDIA INC COM 64439810 2434 270510 SH SHARED 270510 D NEW GERMANY FD INC COM 64446510 17 1040 SH SHARED 02 1040 D NEW GERMANY FD INC COM 64446510 8576 520400 SH SHARED 10 520400 D NEW GERMANY FD INC COM 64446510 16 1000 SH SHARED 20 1000 D NEW HAMPSHIRE THRIFT BANCSHS COM 64472210 1 102 SH SHARED 102 D NEW JERSEY RES COM 64602510 34 681 SH SHARED 681 D NEW JERSEY RES COM 64602510 51 1025 SH SHARED 01 1025 D NEW JERSEY RES COM 64602510 211 4224 SH SHARED 02 674 3550 D NEW JERSEY RES COM 64602510 1879 37550 SH SHARED 10 300 37250 D NEW PLAN EXCEL RLTY TR INC NOTE 3.700% 9/1 648053AH 5535 5000000 PRN SHARED 5000000 D NEW PLAN EXCEL RLTY TR INC NOTE 3.700% 9/1 648053AH 4981 4500000 PRN SHARED 02 4500000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 78521 2377264 SH SHARED 2377264 D NEW PLAN EXCEL RLTY TR INC COM 64805310 1066 32300 SH SHARED 01 2000 30300 D NEW PLAN EXCEL RLTY TR INC COM 64805310 99 3000 SH SHR/OTHR 01 3000 D NEW PLAN EXCEL RLTY TR INC COM 64805310 1308 39627 SH SHARED 02 16823 22804 D NEW PLAN EXCEL RLTY TR INC COM 64805310 44 1360 SH SHARED 23 1360 D NEW RIV PHARMACEUTICALS INC COM 64846820 6388 100394 SH SHARED 100394 D NEW RIV PHARMACEUTICALS INC COM 64846820 254 4000 SH SHARED 01 4000 D NEW RIV PHARMACEUTICALS INC COM 64846820 82 1300 SH SHARED 02 1300 D NEW RIV PHARMACEUTICALS INC COM 64846820 19 300 SH SHARED 10 300 D NEW YORK & CO INC COM 64929510 8 546 SH SHARED 546 D NEW YORK & CO INC COM 64929510 3292 208500 SH SHARED 10 41900 166600 D NEW YORK & CO INC COM 64929510 112 7105 SH SHARED 21 7105 D NEW YORK CMNTY BANCORP INC COM 64944510 20731 1178577 SH SHARED 1162066 16511 D NEW YORK CMNTY BANCORP INC COM 64944510 1344 76439 SH SHARED 01 76439 D NEW YORK CMNTY BANCORP INC COM 64944510 1738 98853 SH SHARED 02 31769 67084 D NEW YORK CMNTY BANCORP INC COM 64944510 112 6410 SH SHARED 06 5200 1210 D NEW YORK CMNTY BANCORP INC COM 64944510 1444 82100 SH SHARED 10 400 81700 D NEW YORK MTG TR INC COM 64960410 6 2674 SH SHARED 2674 D NEW YORK TIMES CO CL A 65011110 7353 312761 SH SHARED 307761 5000 D NEW YORK TIMES CO CL A 65011110 435 18524 SH SHARED 01 18524 D NEW YORK TIMES CO CL A 65011110 49 2100 SH SHR/OTHR 01 2100 D NEW YORK TIMES CO CL A 65011110 993 42256 SH SHARED 02 41756 500 D NEW YORK TIMES CO CL A 65011110 20571 875000 SH SHARED 04 875000 D NEW YORK TIMES CO CL A 65011110 380 16180 SH SHARED 06 14600 1580 D NEW YORK TIMES CO CL A 65011110 1762 74983 SH SHARED 10 73783 1200 D NEW YORK TIMES CO CL A 65011110 2821 120000 SH SHARED 16 120000 D NEW YORK TIMES CO CL A 65011110 23 1000 SH SHR/OTHR 23 1000 D NEWALLIANCE BANCSHARES INC COM 65020310 13997 863504 SH SHARED 863504 D NEWALLIANCE BANCSHARES INC COM 65020310 123 7639 SH SHARED 02 164 7475 D NEWALLIANCE BANCSHARES INC COM 65020310 59 3700 SH SHARED 10 3700 D NEWCASTLE INVT CORP COM 65105M10 474 17099 SH SHARED 17099 D NEWCASTLE INVT CORP COM 65105M10 490 17700 SH SHARED 01 7500 10200 D NEWCASTLE INVT CORP COM 65105M10 16 586 SH SHARED 02 586 D NEWCASTLE INVT CORP COM 65105M10 35030 1263259 SH SHARED 10 1182759 80500 D NEWELL RUBBERMAID INC COM 65122910 32571 1047663 SH SHARED 1022663 25000 D NEWELL RUBBERMAID INC COM 65122910 1286 41375 SH SHARED 01 41375 D NEWELL RUBBERMAID INC COM 65122910 93 3000 SH SHR/OTHR 01 3000 D NEWELL RUBBERMAID INC COM 65122910 6118 196800 SH SHARED 02 131104 65696 D NEWELL RUBBERMAID INC COM 65122910 7 250 SH SHARED 05 250 D NEWELL RUBBERMAID INC COM 65122910 12315 396140 SH SHARED 06 164750 231390 D NEWELL RUBBERMAID INC COM 65122910 10522 338447 SH SHARED 10 232847 105600 D NEWELL RUBBERMAID INC COM 65122910 1125 36200 SH SHARED 14 36200 D NEWFIELD EXPL CO COM 65129010 9296 222896 SH SHARED 222896 D NEWFIELD EXPL CO COM 65129010 2022 48500 SH SHARED 01 48500 D NEWFIELD EXPL CO COM 65129010 1043 25029 SH SHARED 02 15029 10000 D NEWFIELD EXPL CO COM 65129010 1355 32490 SH SHARED 06 31700 790 D NEWFIELD EXPL CO COM 65129010 67215 1611500 SH SHARED 10 180700 930700 500100 D NEWMARKET CORP COM 65158710 828 20368 SH SHARED 20368 D NEWMARKET CORP COM 65158710 130 3200 SH SHARED 10 3200 D NEWMONT MINING CORP COM 65163910 682 16250 SH SHARED 13850 2400 D NEWMONT MINING CORP COM 65163910 181962 4333462 SH SHARED 4069662 263800 D NEWMONT MINING CORP COM 65163910 2285 54434 SH SHARED 01 6700 47734 D NEWMONT MINING CORP COM 65163910 180 4299 SH SHR/OTHR 01 4299 D NEWMONT MINING CORP COM 65163910 23947 570308 SH SHARED 02 533127 37181 D NEWMONT MINING CORP COM 65163910 38906 926565 SH SHARED 04 926565 D NEWMONT MINING CORP COM 65163910 9 230 SH SHARED 05 230 D NEWMONT MINING CORP COM 65163910 9805 233510 SH SHARED 06 229100 4410 D NEWMONT MINING CORP COM 65163910 24524 584062 SH SHARED 10 550037 34025 D NEWMONT MINING CORP COM 65163910 344 8200 SH SHARED 14 8200 D NEWMONT MINING CORP COM 65163910 119 2847 SH SHARED 15 2847 D NEWMONT MINING CORP COM 65163910 593 14127 SH SHARED 18 14127 D NEWMONT MINING CORP COM 65163910 167 4000 SH SHR/OTHR 20 4000 D NEWMONT MINING CORP COM 65163910 16 400 SH SHR/OTHR 21 400 D NEWMONT MINING CORP COM 65163910 92 2200 SH SHARED 23 2200 D NEWMONT MINING CORP COM 65163910 255 6086 SH SHR/OTHR 23 6086 D NEWMONT MINING CORP COM 65163910 178 4250 SH SHARED 24 4250 D NEWPARK RES INC COM PAR $.01NEW 65171850 11159 1582889 SH SHARED 1582889 D NEWPARK RES INC COM PAR $.01NEW 65171850 12 1800 SH SHARED 01 1800 D NEWPARK RES INC COM PAR $.01NEW 65171850 44 6300 SH SHARED 02 6300 D NEWPORT BANCORP INC COM 65175410 1 110 SH SHARED 110 D NEWPORT CORP COM 65182410 64 3959 SH SHARED 3959 D NEWPORT CORP COM 65182410 261 16000 SH SHARED 01 16000 D NEWPORT CORP COM 65182410 76 4650 SH SHARED 02 4650 D NEWPORT CORP COM 65182410 260 15940 SH SHARED 10 6940 9000 D NEWS CORP CL A 65248E10 131409 5683822 SH SHARED 5683822 D NEWS CORP CL A 65248E10 6595 285261 SH SHARED 01 36500 248761 D NEWS CORP CL A 65248E10 7728 334298 SH SHARED 02 333941 357 D NEWS CORP CL A 65248E10 9375 405500 SH SHARED 04 405500 D NEWS CORP CL A 65248E10 18 784 SH SHARED 05 784 D NEWS CORP CL A 65248E10 5504 238079 SH SHARED 06 221219 16860 D NEWS CORP CL A 65248E10 52229 2259065 SH SHARED 10 2033371 225694 D NEWS CORP CL A 65248E10 955 41347 SH SHARED 14 41347 D NEWS CORP CL A 65248E10 2 106 SH SHR/OTHR 23 106 D NEWS CORP CL B 65248E20 24599 1005278 SH SHARED 1005278 D NEWS CORP CL B 65248E20 77 3178 SH SHARED 01 3178 D NEWS CORP CL B 65248E20 399 16324 SH SHARED 02 1444 14880 D NEWS CORP CL B 65248E20 4907 200543 SH SHARED 04 200543 D NEWS CORP CL B 65248E20 5 224 SH SHARED 05 224 D NEWS CORP CL B 65248E20 486 19880 SH SHARED 06 14300 5580 D NEWS CORP CL B 65248E20 1807 73871 SH SHARED 10 60670 13201 D NEWS CORP CL B 65248E20 9 400 SH SHR/OTHR 23 400 D NEWSTAR FINANCIAL INC COM 65251F10 5686 339318 SH SHARED 339318 D NEWTEK BUSINESS SVCS INC COM 65252610 1 628 SH SHARED 628 D NEXMED INC COM 65290310 1 1542 SH SHARED 1542 D NEXMED INC COM 65290310 55 44500 SH SHARED 02 44500 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 48685 49078000 PRN SHARED 02 49078000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 2827 2850000 PRN SHARED 06 2850000 D NEXITY FINL CORP COM NEW 65333R20 2 206 SH SHARED 206 D NEXTEST SYS CORP COM 65333910 3 249 SH SHARED 249 D NEXEN INC COM 65334H10 6261 102143 SH SHARED 102143 D NEXEN INC COM 65334H10 112 1832 SH SHARED 01 1832 D NEXEN INC COM 65334H10 6124 99914 SH SHARED 02 99914 D NEXEN INC COM 65334H10 21271 347000 SH SHARED 04 347000 D NEXEN INC COM 65334H10 1740 28397 SH SHARED 06 947 27450 D NEXEN INC COM 65334H10 313 5122 SH SHARED 10 5122 D NEXEN INC COM 65334H10 1639 26750 SH SHARED 14 750 26000 D NEXEN INC COM 65334H10 7662 125000 SH SHARED 16 125000 D NEXCEN BRANDS INC COM 65335110 1001 100946 SH SHARED 100946 D NEXCEN BRANDS INC COM 65335110 1474 148660 SH SHARED 01 148610 50 D NEXCEN BRANDS INC COM 65335110 88 8970 SH SHARED 02 6470 2500 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 38 3993 SH SHARED 3993 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 857 33626 SH SHARED 02 33626 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 54 2138 SH SHARED 20 2138 D NEXTWAVE WIRELESS INC COM 65337Y10 11 1100 SH SHARED 1100 D NEXTWAVE WIRELESS INC COM 65337Y10 48 4847 SH SHARED 02 4847 D NICE SYS LTD SPONSORED ADR 65365610 1190 35000 SH SHARED 35000 D NICE SYS LTD SPONSORED ADR 65365610 4490 132006 SH SHARED 01 124706 7300 D NICE SYS LTD SPONSORED ADR 65365610 2821 82925 SH SHARED 04 82925 D NICE SYS LTD SPONSORED ADR 65365610 22915 673583 SH SHARED 10 610008 63575 D NICE SYS LTD SPONSORED ADR 65365610 260 7650 SH SHARED 15 7650 D NICE SYS LTD SPONSORED ADR 65365610 1217 35800 SH SHARED 24 35800 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 3 196 SH SHARED 196 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 26 1670 SH SHARED 02 1670 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 231 14344 SH SHR/OTHR 20 14344 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 50 3200 SH SHARED 3200 D NICHOLAS APPLEGATE CV&INC FD COM 65370G10 56 3600 SH SHARED 02 3600 D NICHOLAS APPLEGATE EQT CONV COM 65370K10 3160 126400 SH SHARED 02 126400 D NICOR INC COM 65408610 3693 76277 SH SHARED 63665 12612 D NICOR INC COM 65408610 1031 21299 SH SHARED 01 12800 8499 D NICOR INC COM 65408610 308 6373 SH SHARED 02 6373 D NICOR INC COM 65408610 421 8700 SH SHARED 06 8700 D NICOR INC COM 65408610 3177 65621 SH SHARED 10 49521 16100 D NIKE INC CL B 65410610 157505 1482267 SH SHARED 1472267 10000 D NIKE INC CL B 65410610 4143 38997 SH SHARED 01 350 38647 D NIKE INC CL B 65410610 233 2193 SH SHR/OTHR 01 2193 D NIKE INC CL B 65410610 8759 82438 SH SHARED 02 81378 1060 D NIKE INC CL B 65410610 867 8160 SH SHARED 04 5500 2660 D NIKE INC CL B 65410610 10 100 SH SHARED 05 100 D NIKE INC CL B 65410610 2140 20140 SH SHARED 06 18200 1940 D NIKE INC CL B 65410610 21022 197842 SH SHARED 10 173142 24700 D NIKE INC CL B 65410610 382 3600 SH SHARED 14 3600 D NIKE INC CL B 65410610 3187 30000 SH SHARED 16 30000 D NIKE INC CL B 65410610 1370 12900 SH SHARED 20 600 12300 D NIKE INC CL B 65410610 826 7780 SH SHR/OTHR 20 7780 D NIKE INC CL B 65410610 53 500 SH SHARED 21 500 D NIKE INC CL B 65410610 36 340 SH SHR/OTHR 22 340 D NIKE INC CL B 65410610 695 6545 SH SHARED 23 6400 145 D NIKE INC CL B 65410610 329 3100 SH SHR/OTHR 23 3100 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 7 438 SH SHARED 438 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 8 475 SH SHARED 01 475 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 9608 528240 SH SHARED 10 528240 D 99 CENTS ONLY STORES COM 65440K10 2492 169211 SH SHARED 169211 D 99 CENTS ONLY STORES COM 65440K10 210 14300 SH SHARED 01 14300 D 99 CENTS ONLY STORES COM 65440K10 100 6821 SH SHARED 02 6821 D 99 CENTS ONLY STORES COM 65440K10 561 38100 SH SHARED 10 38100 D NINETOWNS INTERNET TECH GRP ADR 65440710 1612 416574 SH SHARED 416574 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 2057 77900 SH SHARED 77900 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 134 5077 SH SHARED 02 5077 D NISOURCE INC COM 65473P10 5604 229298 SH SHARED 217254 12044 D NISOURCE INC COM 65473P10 829 33952 SH SHARED 01 33952 D NISOURCE INC COM 65473P10 1320 54022 SH SHARED 02 52980 1042 D NISOURCE INC COM 65473P10 731 29930 SH SHARED 06 27150 2780 D NISOURCE INC COM 65473P10 3147 128774 SH SHARED 10 110474 18300 D NISOURCE INC COM 65473P10 236 9680 SH SHARED 14 9680 D NISOURCE INC COM 65473P10 24 1000 SH SHARED 20 1000 D NISOURCE INC COM 65473P10 73 3000 SH SHR/OTHR 23 3000 D NISSAN MOTORS SPONSORED ADR 65474440 3526 164795 SH SHARED 164795 D NISSAN MOTORS SPONSORED ADR 65474440 10 500 SH SHARED 01 500 D NISSAN MOTORS SPONSORED ADR 65474440 11 528 SH SHARED 02 253 275 D NITROMED INC COM 65479850 1 481 SH SHARED 481 D NITROMED INC COM 65479850 3 1061 SH SHARED 02 1061 D NOBEL LEARNING CMNTYS INC COM 65488910 3 219 SH SHARED 219 D NOBEL LEARNING CMNTYS INC COM 65488910 3264 212700 SH SHARED 10 212700 D NOBILITY HOMES INC COM 65489210 0 38 SH SHARED 38 D NOKIA CORP SPONSORED ADR 65490220 77868 3397386 SH SHARED 2150286 1247100 D NOKIA CORP SPONSORED ADR 65490220 4489 195875 SH SHARED 01 21600 174275 D NOKIA CORP SPONSORED ADR 65490220 915 39961 SH SHR/OTHR 01 39961 D NOKIA CORP SPONSORED ADR 65490220 3997 174393 SH SHARED 02 150000 24393 D NOKIA CORP SPONSORED ADR 65490220 48258 2105520 SH SHARED 10 1716350 389170 D NOKIA CORP SPONSORED ADR 65490220 809 35300 SH SHR/OTHR 10 35300 D NOKIA CORP SPONSORED ADR 65490220 208 9100 SH SHARED 14 9100 D NOKIA CORP SPONSORED ADR 65490220 3803 165966 SH SHARED 20 16185 149781 D NOKIA CORP SPONSORED ADR 65490220 1123 49000 SH SHR/OTHR 20 49000 D NOKIA CORP SPONSORED ADR 65490220 803 35065 SH SHARED 21 35065 D NOKIA CORP SPONSORED ADR 65490220 41 1800 SH SHR/OTHR 21 1800 D NOKIA CORP SPONSORED ADR 65490220 500 21830 SH SHARED 22 8950 12880 D NOKIA CORP SPONSORED ADR 65490220 579 25305 SH SHR/OTHR 22 25305 D NOKIA CORP SPONSORED ADR 65490220 2024 88315 SH SHARED 23 78015 10300 D NOKIA CORP SPONSORED ADR 65490220 2115 92310 SH SHR/OTHR 23 92310 D NOBLE ENERGY INC COM 65504410 37599 630331 SH SHARED 18631 611700 D NOBLE ENERGY INC COM 65504410 5297 88812 SH SHARED 01 88812 D NOBLE ENERGY INC COM 65504410 167 2800 SH SHR/OTHR 01 2800 D NOBLE ENERGY INC COM 65504410 1865 31278 SH SHARED 02 29716 1562 D NOBLE ENERGY INC COM 65504410 3579 60000 SH SHARED 04 60000 D NOBLE ENERGY INC COM 65504410 7 130 SH SHARED 05 130 D NOBLE ENERGY INC COM 65504410 599 10050 SH SHARED 06 8600 1450 D NOBLE ENERGY INC COM 65504410 40437 677905 SH SHARED 10 673900 4005 D NOBLE ENERGY INC COM 65504410 370 6211 SH SHARED 14 6211 D NOBLE ENERGY INC COM 65504410 88 1480 SH SHARED 21 1480 D NOBLE INTL LTD COM 65505310 4 286 SH SHARED 286 D NOMURA HLDGS INC SPONSORED ADR 65535H20 254 12300 SH SHARED 12300 D NORDSON CORP COM 65566310 150 3241 SH SHARED 3241 D NORDSON CORP COM 65566310 538 11600 SH SHARED 01 11600 D NORDSON CORP COM 65566310 919 19795 SH SHARED 02 19795 D NORDSON CORP COM 65566310 1276 27466 SH SHARED 10 1566 25900 D NORDSON CORP COM 65566310 78 1700 SH SHARED 21 1700 D NORDSTROM INC COM 65566410 15464 292109 SH SHARED 253809 38300 D NORDSTROM INC COM 65566410 2361 44599 SH SHARED 01 44599 D NORDSTROM INC COM 65566410 10378 196042 SH SHARED 02 196042 D NORDSTROM INC COM 65566410 2797 52850 SH SHARED 06 52850 D NORDSTROM INC COM 65566410 104397 1972000 SH SHARED 10 237500 1241900 492600 D NORDSTROM INC COM 65566410 31 600 SH SHARED 24 600 D NORFOLK SOUTHERN CORP COM 65584410 318345 6291416 SH SHARED 6291416 D NORFOLK SOUTHERN CORP COM 65584410 4173 82484 SH SHARED 01 9000 73484 D NORFOLK SOUTHERN CORP COM 65584410 65 1300 SH SHR/OTHR 01 1300 D NORFOLK SOUTHERN CORP COM 65584410 15235 301101 SH SHARED 02 198795 102306 D NORFOLK SOUTHERN CORP COM 65584410 25300 500000 SH SHARED 04 500000 D NORFOLK SOUTHERN CORP COM 65584410 9 190 SH SHARED 05 190 D NORFOLK SOUTHERN CORP COM 65584410 2542 50240 SH SHARED 06 46650 3590 D NORFOLK SOUTHERN CORP COM 65584410 16181 319795 SH SHARED 10 273130 46665 D NORFOLK SOUTHERN CORP COM 65584410 58 1153 SH SHARED 14 1153 D NORFOLK SOUTHERN CORP COM 65584410 93 1850 SH SHARED 20 1850 D NORFOLK SOUTHERN CORP COM 65584410 3576 70673 SH SHARED 23 68873 1800 D NORFOLK SOUTHERN CORP COM 65584410 1403 27746 SH SHR/OTHR 23 27746 D NORSK HYDRO A S SPONSORED ADR 65653160 2507 76400 SH SHARED 76400 D NORSK HYDRO A S SPONSORED ADR 65653160 24 750 SH SHARED 01 750 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 10 748 SH SHARED 748 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 28304 28971000 PRN SHARED 28971000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 46781 47883000 PRN SHARED 02 47883000 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 9408 391220 SH SHARED 377960 13260 D NORTEL NETWORKS CORP NEW COM NEW 65656850 98 4112 SH SHARED 01 10 4102 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 30 SH SHR/OTHR 01 30 D NORTEL NETWORKS CORP NEW COM NEW 65656850 6489 269850 SH SHARED 02 269650 200 D NORTEL NETWORKS CORP NEW COM NEW 65656850 7623 317000 SH SHARED 04 317000 D NORTEL NETWORKS CORP NEW COM NEW 65656850 7 300 SH SHARED 05 300 D NORTEL NETWORKS CORP NEW COM NEW 65656850 75 3144 SH SHARED 06 1294 1850 D NORTEL NETWORKS CORP NEW COM NEW 65656850 61 2550 SH SHARED 10 2550 D NORTEL NETWORKS CORP NEW COM NEW 65656850 902 37522 SH SHARED 14 37522 D NORTEL NETWORKS CORP NEW COM NEW 65656850 60 2500 SH SHARED 20 2500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 2 120 SH SHR/OTHR 23 120 D NORTH AMERN ENERGY PARTNERS COM 65684410 12 600 SH SHARED 02 600 D NORTH AMERN INS LEADERS INC COM 65687M10 177 23483 SH SHARED 23483 D NORTH AMERN PALLADIUM LTD COM 65691210 300 41500 SH SHARED 41500 D NORTH BAY BANCORP NAPA CA COM 65747710 3 103 SH SHARED 103 D NORTH CENT BANCSHARES INC COM 65841810 1 30 SH SHARED 30 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 160 4300 SH SHARED 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 160 4300 SH SHR/OTHR 01 4300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 312 8400 SH SHARED 02 8400 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 74 2000 SH SHARED 23 2000 D NORTH PITTSBURGH SYS INC COM 66156210 7 338 SH SHARED 338 D NORTH PITTSBURGH SYS INC COM 66156210 29 1368 SH SHARED 02 868 500 D NORTH POINTE HLDGS CORP COM 66169610 1 154 SH SHARED 154 D NORTH VALLEY BANCORP COM 66304M10 4 180 SH SHARED 180 D NORTHEAST BANCORP COM 66390410 1 56 SH SHARED 56 D NORTHEAST CMNTY BANCORP INC COM 66411210 1 146 SH SHARED 146 D NORTHEAST CMNTY BANCORP INC COM 66411210 64 5384 SH SHARED 02 5384 D NORTHEAST UTILS COM 66439710 1004 30645 SH SHARED 20634 10011 D NORTHEAST UTILS COM 66439710 2067 63100 SH SHARED 01 7500 55600 D NORTHEAST UTILS COM 66439710 579 17675 SH SHARED 02 17675 D NORTHEAST UTILS COM 66439710 619 18900 SH SHARED 10 18900 D NORTHEAST UTILS COM 66439710 19 600 SH SHARED 23 600 D NORTHERN ORION RES INC COM 66557510 256 63121 SH SHARED 63121 D NORTHERN ORION RES INC COM 66557510 5538 1360800 SH SHARED 10 1360800 D NORTHERN STS FINL CORP COM 66575110 1 68 SH SHARED 68 D NORTHERN TR CORP COM 66585910 20854 346759 SH SHARED 346759 D NORTHERN TR CORP COM 66585910 2520 41913 SH SHARED 01 12400 29513 D NORTHERN TR CORP COM 66585910 2466 41005 SH SHARED 02 37556 3449 D NORTHERN TR CORP COM 66585910 902 15000 SH SHARED 04 15000 D NORTHERN TR CORP COM 66585910 1174 19527 SH SHARED 06 17567 1960 D NORTHERN TR CORP COM 66585910 6568 109224 SH SHARED 10 108324 900 D NORTHERN TR CORP COM 66585910 420 7000 SH SHARED 20 800 6200 D NORTHERN TR CORP COM 66585910 1202 20000 SH SHR/OTHR 20 20000 D NORTHERN TR CORP COM 66585910 637 10596 SH SHR/OTHR 23 10596 D NORTHFIELD LABS INC COM 66613510 191 53047 SH SHARED 53047 D NORTHFIELD LABS INC COM 66613510 4 1280 SH SHARED 02 580 700 D NORTHGATE MINERALS CORP COM 66641610 2274 655492 SH SHARED 15492 640000 D NORTHRIM BANCORP INC COM 66676210 4 142 SH SHARED 142 D NORTHROP GRUMMAN CORP COM 66680710 25043 337428 SH SHARED 337428 D NORTHROP GRUMMAN CORP COM 66680710 9114 122807 SH SHARED 01 60100 62707 D NORTHROP GRUMMAN CORP COM 66680710 3352 45175 SH SHARED 02 40677 4498 D NORTHROP GRUMMAN CORP COM 66680710 719 9700 SH SHARED 04 9700 D NORTHROP GRUMMAN CORP COM 66680710 8 120 SH SHARED 05 120 D NORTHROP GRUMMAN CORP COM 66680710 3533 47607 SH SHARED 06 44117 3490 D NORTHROP GRUMMAN CORP COM 66680710 122958 1656671 SH SHARED 10 1630171 26500 D NORTHROP GRUMMAN CORP COM 66680710 1177 15870 SH SHARED 14 15870 D NORTHROP GRUMMAN CORP COM 66680710 704 9498 SH SHR/OTHR 23 9498 D NORTHSTAR RLTY FIN CORP COM 66704R10 4823 317100 SH SHARED 317100 D NORTHSTAR RLTY FIN CORP COM 66704R10 1683 110700 SH SHARED 02 96700 14000 D NORTHSTAR RLTY FIN CORP COM 66704R10 11062 727300 SH SHARED 10 706300 21000 D NORTHSTAR RLTY FIN CORP COM 66704R10 9126 600000 SH SHARED 11 600000 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 3 291 SH SHARED 291 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 75 5932 SH SHARED 01 5932 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 1541 120450 SH SHARED 04 120450 D NORTHWAY FINL INC COM 66727010 1 35 SH SHARED 35 D NORTHWEST BANCORP INC PA COM 66732810 13 504 SH SHARED 504 D NORTHWEST NAT GAS CO COM 66765510 31 680 SH SHARED 680 D NORTHWEST NAT GAS CO COM 66765510 31 700 SH SHARED 01 700 D NORTHWEST NAT GAS CO COM 66765510 3 81 SH SHARED 02 81 D NORTHWEST NAT GAS CO COM 66765510 4466 97800 SH SHARED 10 22300 75500 D NORTHWEST NAT GAS CO COM 66765510 50 1100 SH SHARED 21 1100 D NORTHWEST PIPE CO COM 66774610 8 210 SH SHARED 210 D NORTHWEST PIPE CO COM 66774610 28 714 SH SHARED 02 714 D NORTHWEST PIPE CO COM 66774610 7026 176400 SH SHARED 10 176400 D NORTHWESTERN CORP *W EXP 11/01/200 66807411 161 13482 SH SHARED 13482 D NORTHWESTERN CORP *W EXP 11/01/200 66807411 87 7264 SH SHARED 02 7264 D NORTHWESTERN CORP COM NEW 66807430 71543 2019303 SH SHARED 2019303 D NORTHWESTERN CORP COM NEW 66807430 166 4700 SH SHARED 01 4700 D NORTHWESTERN CORP COM NEW 66807430 58 1656 SH SHARED 02 1638 18 D NORTHWESTERN CORP COM NEW 66807430 368 10400 SH SHARED 10 10400 D NORWOOD FINANCIAL CORP COM 66954910 2 69 SH SHARED 69 D NOVA CHEMICALS CORP COM 66977W10 2106 68053 SH SHARED 68053 D NOVA CHEMICALS CORP COM 66977W10 6 200 SH SHARED 01 200 D NOVA CHEMICALS CORP COM 66977W10 2570 83031 SH SHARED 02 82631 400 D NOVA CHEMICALS CORP COM 66977W10 1103 35640 SH SHARED 06 35640 D NOVA CHEMICALS CORP COM 66977W10 2 66 SH SHR/OTHR 23 66 D NOVAMED INC DEL COM 66986W10 615 94990 SH SHARED 94990 D NOVADEL PHARMA INC COM 66986X10 1 962 SH SHARED 962 D NOVACEA INC COM 66987B10 1 162 SH SHARED 162 D NOVACEA INC COM 66987B10 3367 435600 SH SHARED 04 435600 D NOVAGOLD RES INC COM NEW 66987E20 1547 91300 SH SHARED 91300 D NOVAGOLD RES INC COM NEW 66987E20 2789 164597 SH SHARED 02 164597 D NOVATEL WIRELESS INC COM NEW 66987M60 12 754 SH SHARED 754 D NOVATEL WIRELESS INC COM NEW 66987M60 16 1000 SH SHARED 01 1000 D NOVATEL WIRELESS INC COM NEW 66987M60 5294 330088 SH SHARED 02 330088 D NOVARTIS A G SPONSORED ADR 66987V10 12417 227300 SH SHARED 227300 D NOVARTIS A G SPONSORED ADR 66987V10 38 700 SH SHARED 01 700 D NOVARTIS A G SPONSORED ADR 66987V10 59 1090 SH SHARED 02 1090 D NOVARTIS A G SPONSORED ADR 66987V10 1032 18900 SH SHARED 10 18900 D NOVARTIS A G SPONSORED ADR 66987V10 289 5300 SH SHR/OTHR 23 5300 D NU HORIZONS ELECTRS CORP COM 66990810 18509 1757773 SH SHARED 1757773 D NU HORIZONS ELECTRS CORP COM 66990810 52 5000 SH SHARED 02 5000 D NOVASTAR FINL INC COM 66994740 454 90948 SH SHARED 90948 D NOVASTAR FINL INC COM 66994740 12 2500 SH SHARED 01 2500 D NOVASTAR FINL INC COM 66994740 14 2812 SH SHARED 02 2812 D NOVASTAR FINL INC COM 66994740 117 23500 SH SHARED 10 23500 D NOVATEL INC COM 66995410 25 695 SH SHARED 695 D NOVATEL INC COM 66995410 3113 84000 SH SHARED 04 84000 D NOVAMERICAN STL INC COM 66995910 2314 52494 SH SHARED 52494 D NOVELIS INC COM 67000X10 26937 610694 SH SHARED 610694 D NOVELIS INC COM 67000X10 2603 59018 SH SHARED 02 59018 D NOVELIS INC COM 67000X10 2 55 SH SHARED 05 55 D NOVELIS INC COM 67000X10 42 958 SH SHARED 18 958 D NOVAVAX INC COM 67000210 1440 556230 SH SHARED 556230 D NOVAVAX INC COM 67000210 5 2000 SH SHARED 01 2000 D NOVAVAX INC COM 67000210 4 1584 SH SHARED 02 1584 D NOVAVAX INC COM 67000210 52 20200 SH SHARED 10 20200 D NOVELL INC DBCV 0.500% 7/1 670006AC 27032 27500000 PRN SHARED 27500000 D NOVELL INC DBCV 0.500% 7/1 670006AC 1336 1360000 PRN SHARED 02 1360000 D NOVELL INC COM 67000610 6336 877669 SH SHARED 870169 7500 D NOVELL INC COM 67000610 7 1000 SH SHARED 01 1000 D NOVELL INC COM 67000610 638 88446 SH SHARED 02 61581 26865 D NOVELL INC COM 67000610 195 27100 SH SHARED 06 27100 D NOVELL INC COM 67000610 959 132918 SH SHARED 10 132918 D NOVELLUS SYS INC COM 67000810 9461 295479 SH SHARED 295479 D NOVELLUS SYS INC COM 67000810 813 25413 SH SHARED 01 6500 18913 D NOVELLUS SYS INC COM 67000810 12 400 SH SHR/OTHR 01 400 D NOVELLUS SYS INC COM 67000810 2462 76916 SH SHARED 02 50215 26701 D NOVELLUS SYS INC COM 67000810 4838 151100 SH SHARED 05 151100 D NOVELLUS SYS INC COM 67000810 1144 35730 SH SHARED 06 34450 1280 D NOVELLUS SYS INC COM 67000810 17296 540190 SH SHARED 10 400890 139300 D NOVELLUS SYS INC COM 67000810 327 10222 SH SHARED 14 10222 D NOVELLUS SYS INC COM 67000810 19 600 SH SHARED 20 600 D NOVELLUS SYS INC COM 67000810 9 300 SH SHR/OTHR 21 300 D NOVELLUS SYS INC COM 67000810 8 250 SH SHARED 23 250 D NOVELLUS SYS INC COM 67000810 14 450 SH SHR/OTHR 23 450 D NOVEN PHARMACEUTICALS INC COM 67000910 43 1880 SH SHARED 1880 D NOVEN PHARMACEUTICALS INC COM 67000910 92 4000 SH SHARED 01 4000 D NOVEN PHARMACEUTICALS INC COM 67000910 560 24180 SH SHARED 02 590 23590 D NOVEN PHARMACEUTICALS INC COM 67000910 3011 129800 SH SHARED 10 129800 D NOVO-NORDISK A S ADR 67010020 660 7300 SH SHARED 7300 D NOVO-NORDISK A S ADR 67010020 18 200 SH SHARED 02 200 D NU SKIN ENTERPRISES INC CL A 67018T10 128 7787 SH SHARED 7787 D NU SKIN ENTERPRISES INC CL A 67018T10 479 29000 SH SHARED 10 2200 26800 D NSTAR COM 67019E10 433 12335 SH SHARED 12335 D NSTAR COM 67019E10 1092 31100 SH SHARED 01 31100 D NSTAR COM 67019E10 457 13026 SH SHARED 02 12186 840 D NSTAR COM 67019E10 565 16100 SH SHARED 10 16100 D NSTAR COM 67019E10 110 3150 SH SHARED 23 3150 D NSTAR COM 67019E10 51 1476 SH SHR/OTHR 23 1476 D NTELOS HLDGS CORP COM 67020Q10 7 386 SH SHARED 386 D NTELOS HLDGS CORP COM 67020Q10 359 18700 SH SHARED 01 18700 D NTELOS HLDGS CORP COM 67020Q10 169 8800 SH SHARED 10 8800 D NUANCE COMMUNICATIONS INC COM 67020Y10 135 8864 SH SHARED 8864 D NUANCE COMMUNICATIONS INC COM 67020Y10 44 2874 SH SHARED 02 2874 D NUANCE COMMUNICATIONS INC COM 67020Y10 5113 334000 SH SHARED 04 334000 D NUANCE COMMUNICATIONS INC COM 67020Y10 352 23000 SH SHARED 06 23000 D NUANCE COMMUNICATIONS INC COM 67020Y10 539 35236 SH SHARED 10 9836 25400 D NUCOR CORP COM 67034610 316095 4853297 SH SHARED 4853297 D NUCOR CORP COM 67034610 5046 77476 SH SHARED 01 6600 70876 D NUCOR CORP COM 67034610 10885 167132 SH SHARED 02 149455 17677 D NUCOR CORP COM 67034610 1953 30000 SH SHARED 04 30000 D NUCOR CORP COM 67034610 13 200 SH SHARED 05 200 D NUCOR CORP COM 67034610 3726 57222 SH SHARED 06 53872 3350 D NUCOR CORP COM 67034610 27456 421566 SH SHARED 10 368166 53400 D NUCOR CORP COM 67034610 795 12210 SH SHARED 14 12210 D NUCOR CORP COM 67034610 273 4200 SH SHR/OTHR 22 4200 D NUMEREX CORP PA CL A 67053A10 1 195 SH SHARED 195 D NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM10 397 21600 SH SHARED 02 21600 D NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 22 1114 SH SHARED 23 1114 D NUVEEN EQUITY PREM INCOME FD COM 6706ER10 798 42969 SH SHARED 02 42969 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 3 205 SH SHARED 205 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 552 29771 SH SHARED 02 29771 D NUVEEN TAX ADV FLTG RATE FUN COM 6706EV10 783 54700 SH SHARED 02 54700 D NUVEEN EQUITY PREM & GROWTH COM 6706EW10 351 17820 SH SHARED 02 17820 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 19 1500 SH SHR/OTHR 20 1500 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 21 1500 SH SHR/OTHR 20 1500 D NUTRACEUTICAL INTL CORP COM 67060Y10 4 259 SH SHARED 259 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 90 6000 SH SHR/OTHR 20 6000 D NUVEEN INVT QUALITY MUN FD I COM 67062E10 28 1800 SH SHARED 02 1800 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 28 1800 SH SHARED 02 1800 D NUVEEN NY MUN VALUE FD COM 67062M10 97 10000 SH SHARED 02 10000 D NUVEEN INSD QUALITY MUN FD I COM 67062N10 10 700 SH SHARED 01 700 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 51 3400 SH SHARED 02 3400 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 30 2000 SH SHR/OTHR 20 2000 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 25 1603 SH SHARED 23 1603 D NUVEEN PREM INCOME MUN FD COM 67062T10 72 5024 SH SHARED 02 5024 D NUVEEN PREM INCOME MUN FD COM 67062T10 25 1762 SH SHARED 23 1762 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 84 5550 SH SHARED 02 5550 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 21 1402 SH SHARED 23 1402 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 142 10000 SH SHARED 02 10000 D NUVEEN NY SELECT TAX FREE PR SH BEN INT 67063V10 50 3600 SH SHARED 02 3600 D NVIDIA CORP COM 67066G10 11845 411590 SH SHARED 384790 26800 D NVIDIA CORP COM 67066G10 6607 229591 SH SHARED 01 99630 129961 D NVIDIA CORP COM 67066G10 316 10991 SH SHR/OTHR 01 10991 D NVIDIA CORP COM 67066G10 3053 106111 SH SHARED 02 106111 D NVIDIA CORP COM 67066G10 2014 70000 SH SHARED 04 70000 D NVIDIA CORP COM 67066G10 2096 72850 SH SHARED 06 69650 3200 D NVIDIA CORP COM 67066G10 12122 421213 SH SHARED 10 354763 66450 D NVIDIA CORP COM 67066G10 116 4061 SH SHARED 14 4061 D NVIDIA CORP COM 67066G10 2 90 SH SHARED 20 90 D NVIDIA CORP COM 67066G10 28 1000 SH SHARED 21 1000 D NVIDIA CORP COM 67066G10 531 18470 SH SHARED 22 13300 5170 D NVIDIA CORP COM 67066G10 771 26800 SH SHARED 23 22600 4200 D NVIDIA CORP COM 67066G10 504 17525 SH SHR/OTHR 23 17525 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 10 700 SH SHARED 02 700 D NUVEEN NY DIVID ADVNTG MUN F COM 67066X10 24 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 11 1300 SH SHARED 1300 D NUTRI SYS INC NEW COM 67069D10 5580 106473 SH SHARED 76473 30000 D NUTRI SYS INC NEW COM 67069D10 2946 56225 SH SHARED 01 53125 3100 D NUTRI SYS INC NEW COM 67069D10 26 515 SH SHARED 02 410 105 D NUTRI SYS INC NEW COM 67069D10 209 4000 SH SHARED 04 4000 D NUTRI SYS INC NEW COM 67069D10 65525 1250248 SH SHARED 10 1137248 113000 D NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 24 1500 SH SHARED 02 1500 D NUTRITION 21 INC COM 67069V10 1 1148 SH SHARED 1148 D NUTRITION 21 INC COM 67069V10 24 15000 SH SHARED 20 15000 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 77 5000 SH SHR/OTHR 20 5000 D NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 23 1400 SH SHARED 02 1400 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 76 5000 SH SHR/OTHR 20 5000 D NUVASIVE INC COM 67070410 18 784 SH SHARED 784 D NUVASIVE INC COM 67070410 1425 60000 SH SHARED 04 60000 D NUVEEN REAL ESTATE INCOME FD COM 67071B10 53 2000 SH SHARED 02 2000 D NUVEEN N C DIV ADV FD 2 COM 67071D10 61 3900 SH SHARED 02 3900 D NUVEEN QUALITY PFD INCOME FD COM 67071S10 37 2633 SH SHARED 02 2633 D NUVEEN CT DIV ADV MUN FD 3 COM 67071Y10 143 10000 SH SHARED 01 10000 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 14 1000 SH SHARED 01 1000 D NUVEEN NC DIV ADV MUN FD 3 COM 67072D10 48 3250 SH SHARED 02 3250 D NUVELO INC COM NEW 67072M30 1957 531902 SH SHARED 531902 D NUVELO INC COM NEW 67072M30 3 1000 SH SHARED 01 1000 D NUVELO INC COM NEW 67072M30 42 11611 SH SHARED 02 11611 D NUVEEN FLOATING RATE INCOME COM 67072T10 30 2140 SH SHARED 2140 D NXSTAGE MEDICAL INC COM 67072V10 167 12600 SH SHARED 12600 D NXSTAGE MEDICAL INC COM 67072V10 5 431 SH SHARED 431 D NXSTAGE MEDICAL INC COM 67072V10 8771 658500 SH SHARED 10 658500 D NUVEEN QUALITY PFD INC FD 3 COM 67072W10 89 6200 SH SHARED 01 6200 D NUVEEN QUALITY PFD INC FD 3 COM 67072W10 14 965 SH SHARED 02 965 D NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 7190 513600 SH SHARED 10 513600 D O CHARLEYS INC COM 67082310 11 591 SH SHARED 591 D O CHARLEYS INC COM 67082310 86 4500 SH SHARED 01 4500 D O CHARLEYS INC COM 67082310 1 69 SH SHARED 02 69 D O CHARLEYS INC COM 67082310 495 25700 SH SHARED 10 25700 D OGE ENERGY CORP COM 67083710 897 23127 SH SHARED 23127 D OGE ENERGY CORP COM 67083710 1253 32300 SH SHARED 01 32300 D OGE ENERGY CORP COM 67083710 672 17337 SH SHARED 02 16437 900 D OGE ENERGY CORP COM 67083710 628 16200 SH SHARED 10 12200 4000 D OGE ENERGY CORP COM 67083710 15 400 SH SHARED 23 400 D OM GROUP INC COM 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207900 SH SHARED 10 28300 179600 D ODYSSEY HEALTHCARE INC COM 67611V10 1625 123776 SH SHARED 123776 D ODYSSEY HEALTHCARE INC COM 67611V10 84 6400 SH SHARED 01 6400 D ODYSSEY HEALTHCARE INC COM 67611V10 1567 119358 SH SHARED 02 119358 D ODYSSEY HEALTHCARE INC COM 67611V10 9360 712900 SH SHARED 10 672000 40900 D ODYSSEY MARINE EXPLORATION I COM 67611810 4 1128 SH SHARED 1128 D ODYSSEY RE HLDGS CORP DBCV 4.375% 6/1 67612WAB 9755 5279000 PRN SHARED 02 5279000 D ODYSSEY RE HLDGS CORP COM 67612W10 424 10788 SH SHARED 10788 D ODYSSEY RE HLDGS CORP COM 67612W10 420 10700 SH SHARED 01 10700 D ODYSSEY RE HLDGS CORP COM 67612W10 82 2100 SH SHARED 02 2100 D ODYSSEY RE HLDGS CORP COM 67612W10 24258 617100 SH SHARED 10 441200 175900 D OFFICEMAX INC DEL COM 67622P10 7125 135100 SH SHARED 123400 11700 D OFFICEMAX INC DEL COM 67622P10 1241 23533 SH SHARED 01 12234 11299 D OFFICEMAX INC DEL COM 67622P10 3747 71061 SH SHARED 02 71061 D OFFICEMAX INC DEL COM 67622P10 577 10950 SH SHARED 06 10950 D OFFICEMAX INC DEL COM 67622P10 9673 183419 SH SHARED 10 113919 69500 D OFFICEMAX INC DEL COM 67622P10 7 138 SH SHARED 14 138 D OFFICE DEPOT INC COM 67622010 161 4600 SH SHARED 4600 D OFFICE DEPOT INC COM 67622010 30297 862205 SH SHARED 677720 184485 D OFFICE DEPOT INC COM 67622010 1864 53048 SH SHARED 01 10900 42148 D OFFICE DEPOT INC COM 67622010 4715 134196 SH SHARED 02 134046 150 D OFFICE DEPOT INC COM 67622010 14229 404941 SH SHARED 04 397950 6991 D OFFICE DEPOT INC COM 67622010 37764 1074680 SH SHARED 06 422700 651980 D OFFICE DEPOT INC COM 67622010 57213 1628162 SH SHARED 10 155962 885100 587100 D OFFICE DEPOT INC COM 67622010 852 24268 SH SHARED 14 24268 D OFFICE DEPOT INC COM 67622010 2448 69670 SH SHARED 15 69670 D OFFICE DEPOT INC COM 67622010 2811 80000 SH SHARED 16 80000 D OFFICE DEPOT INC COM 67622010 40 1161 SH SHARED 20 1161 D OHIO CAS CORP COM 67724010 2297 76699 SH SHARED 76699 D OHIO CAS CORP COM 67724010 545 18200 SH SHARED 01 18200 D OHIO CAS CORP COM 67724010 898 29989 SH SHARED 02 29989 D OHIO CAS CORP COM 67724010 251 8400 SH SHARED 06 8400 D OHIO CAS CORP COM 67724010 458 15312 SH SHARED 10 912 14400 D OHIO VY BANC CORP COM 67771910 2 97 SH SHARED 97 D OIL DRI CORP AMER COM 67786410 2 123 SH SHARED 123 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 341063 2340540 SH SHARED 2340540 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 58494 401415 SH SHARED 02 400515 900 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 11031 75700 SH SHARED 19 75700 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 102 700 SH SHR/OTHR 23 700 D OIL STS INTL INC COM 67802610 4763 148443 SH SHARED 148443 D OIL STS INTL INC COM 67802610 879 27400 SH SHARED 01 27400 D OIL STS INTL INC COM 67802610 301 9405 SH SHARED 02 9405 D OIL STS INTL INC COM 67802610 9274 289000 SH SHARED 10 281800 7200 D OIL STS INTL INC COM 67802610 57 1800 SH SHARED 21 1800 D OILSANDS QUEST INC COM 67804610 3448 999615 SH SHARED 999615 D OILSANDS QUEST INC COM 67804610 30 8905 SH SHARED 02 8905 D OLD DOMINION FGHT 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SHARED 122 D OMEGA PROTEIN CORP COM 68210P10 1 246 SH SHARED 246 D OMNI ENERGY SERVICES COM NEW 68210T20 6660 654281 SH SHARED 654281 D OMNITURE INC COM 68212S10 12 696 SH SHARED 696 D OMNITURE INC COM 68212S10 911 50000 SH SHARED 02 50000 D OMNIVISION TECHNOLOGIES INC COM 68212810 43386 3347705 SH SHARED 3347705 D OMNIVISION TECHNOLOGIES INC COM 68212810 572 44200 SH SHARED 01 44200 D OMNIVISION TECHNOLOGIES INC COM 68212810 12 1000 SH SHARED 02 1000 D OMNIVISION TECHNOLOGIES INC COM 68212810 2840 219152 SH SHARED 10 16252 202900 D OMNOVA SOLUTIONS INC COM 68212910 5 1061 SH SHARED 1061 D OMNOVA SOLUTIONS INC COM 68212910 0 125 SH SHARED 02 125 D OMNICELL INC COM 68213N10 14 696 SH SHARED 696 D OMNICELL INC COM 68213N10 117 5600 SH SHARED 10 5600 D OMNICARE CAP TR II PFD B TR 4.00% 68214Q20 6883 126300 SH SHARED 126300 D OMNI FINL SVCS INC COM 68214U10 0 87 SH SHARED 87 D ON ASSIGNMENT INC COM 68215910 10541 849450 SH SHARED 849450 D ON ASSIGNMENT INC COM 68215910 1 97 SH SHARED 02 97 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SHARED 02 979632 143990 D ORACLE CORP COM 68389X10 10905 601500 SH SHARED 04 601500 D ORACLE CORP COM 68389X10 31 1725 SH SHARED 05 1725 D ORACLE CORP COM 68389X10 10504 579389 SH SHARED 06 439448 139941 D ORACLE CORP COM 68389X10 55892 3082900 SH SHARED 10 2584326 498574 D ORACLE CORP COM 68389X10 2 150 SH SHR/OTHR 10 150 D ORACLE CORP COM 68389X10 1220 67346 SH SHARED 14 13600 53746 D ORACLE CORP COM 68389X10 11240 620000 SH SHARED 18 620000 D ORACLE CORP COM 68389X10 48 2650 SH SHARED 19 2650 D ORACLE CORP COM 68389X10 285 15755 SH SHARED 20 2825 12930 D ORACLE CORP COM 68389X10 154 8500 SH SHR/OTHR 20 8500 D ORACLE CORP COM 68389X10 514 28400 SH SHARED 21 28400 D ORACLE CORP COM 68389X10 199 11000 SH SHR/OTHR 21 11000 D ORACLE CORP COM 68389X10 574 31690 SH SHARED 22 18225 13465 D ORACLE CORP COM 68389X10 18 1000 SH SHR/OTHR 22 1000 D ORACLE CORP COM 68389X10 2231 123078 SH SHARED 23 115378 7700 D ORACLE CORP COM 68389X10 1304 71950 SH SHR/OTHR 23 71950 D OPTION CARE INC COM 68394810 8 670 SH SHARED 670 D OPTION CARE INC COM 68394810 10 767 SH SHARED 02 767 D OPTION CARE INC COM 68394810 11469 862400 SH SHARED 10 862400 D OPTIMER PHARMACEUTICALS INC COM 68401H10 2186 225174 SH SHARED 225174 D OPTIMER PHARMACEUTICALS INC COM 68401H10 1844 190000 SH SHARED 04 190000 D OPTIONSXPRESS HLDGS INC COM 68401010 1104 46915 SH SHARED 46915 D OPTIONSXPRESS HLDGS INC COM 68401010 875 37200 SH SHARED 01 31700 5500 D OPTIONSXPRESS HLDGS INC COM 68401010 7 320 SH SHARED 02 320 D OPTIONSXPRESS HLDGS INC COM 68401010 1278 54300 SH SHARED 10 23300 31000 D OPTIUM CORP COM 68402T10 9915 510826 SH SHARED 510826 D OPTIUM CORP COM 68402T10 582 30000 SH SHARED 04 30000 D ORANGE 21 INC COM 68531710 0 151 SH SHARED 151 D ORASURE TECHNOLOGIES INC COM 68554V10 8 1175 SH SHARED 1175 D ORBCOMM INC COM 68555P10 2 228 SH SHARED 228 D ORBIT INTL CORP COM NEW 68555930 0 98 SH SHARED 98 D ORBITAL SCIENCES CORP COM 68556410 612 32687 SH SHARED 32687 D ORBITAL SCIENCES CORP COM 68556410 179 9600 SH SHARED 01 9600 D ORBITAL SCIENCES CORP COM 68556410 8378 447100 SH SHARED 10 41300 405800 D ORCHIDS PAPER PRODS CO DEL COM 68572N10 0 132 SH SHARED 132 D ORCHID CELLMARK INC COM 68573C10 3 603 SH SHARED 603 D ORCHID CELLMARK INC COM 68573C10 3 584 SH SHARED 02 584 D O REILLY AUTOMOTIVE INC COM 68609110 2674 80800 SH SHARED 80800 D O REILLY AUTOMOTIVE INC COM 68609110 1122 33900 SH SHARED 01 33900 D O REILLY AUTOMOTIVE INC COM 68609110 52 1600 SH SHR/OTHR 01 1600 D O REILLY AUTOMOTIVE INC COM 68609110 1918 57950 SH SHARED 02 57950 D O REILLY AUTOMOTIVE INC COM 68609110 52 1600 SH SHR/OTHR 23 1600 D ORIENTAL FINL GROUP INC COM 68618W10 6 538 SH SHARED 538 D ORIENTAL FINL GROUP INC COM 68618W10 6 550 SH SHARED 02 550 D ORIENTAL FINL GROUP INC COM 68618W10 266 22600 SH SHARED 10 22600 D ORIGEN FINL INC COM 68619E20 3 440 SH SHARED 440 D ORITANI FINL CORP COM 68632310 4 303 SH SHARED 303 D ORIX CORP SPONSORED ADR 68633010 317 2425 SH SHARED 02 2425 D ORLEANS HOMEBUILDERS INC COM 68658810 1 120 SH SHARED 120 D ORMAT TECHNOLOGIES INC COM 68668810 882 21042 SH SHARED 17542 3500 D ORMAT TECHNOLOGIES INC COM 68668810 184 4400 SH SHARED 01 4400 D ORMAT TECHNOLOGIES INC COM 68668810 2098 50000 SH SHARED 04 50000 D ORTHOLOGIC CORP COM 68750J10 1 1025 SH SHARED 1025 D ORTHOLOGIC CORP COM 68750J10 0 551 SH SHARED 02 551 D ORTHOVITA INC COM 68750U10 3 1324 SH SHARED 1324 D OSAGE BANCSHARES INC COM 68764U10 0 85 SH SHARED 85 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 905 1254000 PRN SHARED 1254000 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 14 20000 PRN SHARED 02 20000 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 1256 238952 SH SHARED 238952 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 1 365 SH SHARED 02 365 D OSHKOSH TRUCK CORP COM 68823920 519 9803 SH SHARED 9803 D OSHKOSH TRUCK CORP COM 68823920 1224 23100 SH SHARED 01 23100 D OSHKOSH TRUCK CORP COM 68823920 553 10435 SH SHARED 02 8135 2300 D OSHKOSH TRUCK CORP COM 68823920 127 2400 SH SHARED 06 2000 400 D OSHKOSH TRUCK CORP COM 68823920 40978 773180 SH SHARED 10 773180 D OSIRIS THERAPEUTICS INC COM 68827R10 6 365 SH SHARED 365 D OSTEOTECH INC COM 68858210 2 382 SH SHARED 382 D OSTEOTECH INC COM 68858210 0 54 SH SHARED 02 54 D OTELCO INC UNIT 99/99/9999 68882320 20 1000 SH SHARED 1000 D OTELCO INC UNIT 99/99/9999 68882320 14 700 SH SHARED 02 700 D OTTER TAIL CORP COM 68964810 22 644 SH SHARED 644 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 82 8039 SH SHARED 8039 D OVERHILL FARMS INC COM 69021210 2 327 SH SHARED 327 D OVERLAND STORAGE INC COM 69031010 1 317 SH SHARED 317 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 5056 80774 SH SHARED 80774 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1727 27600 SH SHARED 01 13500 14100 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 744 11886 SH SHARED 02 11886 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 575 9200 SH SHARED 10 5500 3700 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 219 3500 SH SHR/OTHR 20 3500 D OVERSTOCK COM INC DEL COM 69037010 21 1266 SH SHARED 1266 D OWENS & MINOR INC NEW COM 69073210 213 5800 SH SHARED 5800 D OWENS & MINOR INC NEW COM 69073210 1645 44789 SH SHARED 44789 D OWENS & MINOR INC NEW COM 69073210 9 254 SH SHARED 02 254 D OWENS & MINOR INC NEW COM 69073210 8154 222000 SH SHARED 10 210600 11400 D OWENS & MINOR INC NEW COM 69073210 62 1700 SH SHARED 21 1700 D OWENS CORNING NEW COM 69074210 5928 186076 SH SHARED 186076 D OWENS CORNING NEW COM 69074210 76 2400 SH SHARED 01 2400 D OWENS CORNING NEW COM 69074210 779 24460 SH SHARED 02 24460 D OWENS CORNING NEW COM 69074210 58 1830 SH SHARED 21 1830 D OWENS ILL INC COM NEW 69076840 15994 620664 SH SHARED 620664 D OWENS ILL INC COM NEW 69076840 12 500 SH SHARED 01 500 D OWENS ILL INC COM NEW 69076840 60 2365 SH SHARED 02 2365 D OWENS ILL INC COM NEW 69076840 103 4030 SH SHARED 06 3300 730 D OWENS ILL INC COM NEW 69076840 8355 324240 SH SHARED 10 322940 1300 D OWENS ILL INC COM NEW 69076840 742 28800 SH SHARED 24 28800 D OWENS ILL INC PFD CONV $.01 69076850 5346 139590 SH SHARED 139590 D OXFORD INDS INC COM 69149730 355 7187 SH SHARED 7187 D OXFORD INDS INC COM 69149730 227 4600 SH SHARED 01 4600 D OXFORD INDS INC COM 69149730 242 4904 SH SHARED 02 4444 460 D OXFORD INDS INC COM 69149730 74 1500 SH SHARED 10 1500 D OXIGENE INC COM 69182810 66 17292 SH SHARED 17292 D PAB BANKSHARES INC COM 69313P10 3 207 SH SHARED 207 D P A M TRANSN SVCS INC COM 69314910 2 135 SH SHARED 135 D P A M TRANSN SVCS INC COM 69314910 10 500 SH SHARED 02 500 D P C CONNECTION COM 69318J10 46 3260 SH SHARED 3260 D P C CONNECTION COM 69318J10 20 1452 SH SHARED 02 1452 D PC MALL INC COM 69323K10 1 176 SH SHARED 176 D PC-TEL INC COM 69325Q10 4715 463703 SH SHARED 463703 D PC-TEL INC COM 69325Q10 0 66 SH SHARED 02 66 D PDF SOLUTIONS INC COM 69328210 799 70774 SH SHARED 70774 D PDI INC COM 69329V10 42 4417 SH SHARED 4417 D PDL BIOPHARMA INC COM 69329Y10 2493 114896 SH SHARED 114896 D PDL BIOPHARMA INC COM 69329Y10 1082 49900 SH SHARED 01 11300 38600 D PDL BIOPHARMA INC COM 69329Y10 321 14836 SH SHARED 02 14836 D PDL BIOPHARMA INC COM 69329Y10 46 2148 SH SHARED 04 2148 D PDL BIOPHARMA INC COM 69329Y10 3078 141865 SH SHARED 10 136465 5400 D PDL BIOPHARMA INC COM 69329Y10 187 8622 SH SHARED 14 8622 D PG&E CORP NOTE 9.500% 6/3 69331CAD 36840 10626000 PRN SHARED 10626000 D PG&E CORP COM 69331C10 18296 379038 SH SHARED 342738 36300 D PG&E CORP COM 69331C10 3753 77764 SH SHARED 01 31532 46232 D PG&E CORP COM 69331C10 38 800 SH SHR/OTHR 01 800 D PG&E CORP COM 69331C10 2547 52769 SH SHARED 02 52769 D PG&E CORP COM 69331C10 4102 85000 SH SHARED 04 85000 D PG&E CORP COM 69331C10 10 210 SH SHARED 05 210 D PG&E CORP COM 69331C10 2328 48243 SH SHARED 06 44163 4080 D PG&E CORP COM 69331C10 12786 264886 SH SHARED 10 158996 56200 49690 D PG&E CORP COM 69331C10 86 1800 SH SHARED 14 1800 D PG&E CORP COM 69331C10 16 345 SH SHR/OTHR 21 345 D PG&E CORP COM 69331C10 663 13750 SH SHR/OTHR 23 13750 D PFF BANCORP INC COM 69331W10 16 540 SH SHARED 540 D PFF BANCORP INC COM 69331W10 134 4450 SH SHARED 01 4450 D PFF BANCORP INC COM 69331W10 30 996 SH SHARED 02 36 960 D PFF BANCORP INC COM 69331W10 7831 258200 SH SHARED 10 131700 126500 D PHC INC MASS CL A 69331510 1 494 SH SHARED 494 D PHH CORP COM NEW 69332020 7809 255532 SH SHARED 255532 D PHH CORP COM NEW 69332020 73 2400 SH SHARED 01 2400 D PHH CORP COM NEW 69332020 22 732 SH SHARED 02 732 D PHH CORP COM NEW 69332020 366 12000 SH SHARED 10 12000 D PHH CORP COM NEW 69332020 15 500 SH SHR/OTHR 20 500 D P F CHANGS CHINA BISTRO INC COM 69333Y10 129 3100 SH SHARED 3100 D P F CHANGS CHINA BISTRO INC COM 69333Y10 27 650 SH SHARED 650 D P F CHANGS CHINA BISTRO INC COM 69333Y10 632 15100 SH SHARED 01 13300 1800 D P F CHANGS CHINA BISTRO INC COM 69333Y10 17 423 SH SHARED 02 423 D P F CHANGS CHINA BISTRO INC COM 69333Y10 9150 218500 SH SHARED 10 166800 51700 D PHI INC COM NON VTG 69336T20 9 351 SH SHARED 351 D PHI INC COM NON VTG 69336T20 54 2000 SH SHARED 10 2000 D PGT INC COM 69336V10 9219 768273 SH SHARED 768273 D PICO HLDGS INC COM NEW 69336620 737 17274 SH SHARED 17274 D PICO HLDGS INC COM NEW 69336620 1725 40406 SH SHARED 04 40406 D PICO HLDGS INC COM NEW 69336620 264 6200 SH SHARED 10 6200 D PLX TECHNOLOGY INC COM 69341710 6 638 SH SHARED 638 D PLX TECHNOLOGY INC COM 69341710 96 9900 SH SHARED 01 9900 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 1423 1254000 PRN SHARED 1254000 D PMA CAP CORP CL A 69341920 138 14759 SH SHARED 14759 D PMA CAP CORP CL A 69341920 68 7300 SH SHARED 01 7300 D PMC COML TR SH BEN INT 69343410 3 265 SH SHARED 265 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 242 225000 PRN SHARED 02 225000 D PMC-SIERRA INC COM 69344F10 5245 748318 SH SHARED 748318 D PMC-SIERRA INC COM 69344F10 185 26410 SH SHARED 01 26410 D PMC-SIERRA INC COM 69344F10 780 111347 SH SHARED 02 111347 D PMC-SIERRA INC COM 69344F10 1233 176000 SH SHARED 06 176000 D PMC-SIERRA INC COM 69344F10 6129 874454 SH SHARED 10 874454 D PMC-SIERRA INC COM 69344F10 3505 500000 SH SHARED 15 500000 D PMI GROUP INC COM 69344M10 12069 266907 SH SHARED 266907 D PMI GROUP INC COM 69344M10 1438 31800 SH SHARED 01 5000 26800 D PMI GROUP INC COM 69344M10 463 10258 SH SHARED 02 9963 295 D PMI GROUP INC COM 69344M10 147 3251 SH SHARED 06 2791 460 D PMI GROUP INC COM 69344M10 1225 27100 SH SHARED 10 27000 100 D PMI GROUP INC COM 69344M10 248 5493 SH SHARED 14 5493 D PNC FINL SVCS GROUP INC COM 69347510 22094 306996 SH SHARED 298150 8846 D PNC FINL SVCS GROUP INC COM 69347510 9125 126795 SH SHARED 01 75810 50985 D PNC FINL SVCS GROUP INC COM 69347510 6167 85690 SH SHARED 02 59732 25958 D PNC FINL SVCS GROUP INC COM 69347510 10 150 SH SHARED 05 150 D PNC FINL SVCS GROUP INC COM 69347510 2671 37113 SH SHARED 06 34212 2901 D PNC FINL SVCS GROUP INC COM 69347510 137302 1907773 SH SHARED 10 1813287 94486 D PNC FINL SVCS GROUP INC COM 69347510 138 1930 SH SHARED 20 1705 225 D PNC FINL SVCS GROUP INC COM 69347510 165 2300 SH SHARED 22 2100 200 D PNC FINL SVCS GROUP INC COM 69347510 576 8010 SH SHARED 23 7510 500 D PNC FINL SVCS GROUP INC COM 69347510 34 480 SH SHR/OTHR 23 480 D POSCO SPONSORED ADR 69348310 28281 272067 SH SHARED 272067 D POSCO SPONSORED ADR 69348310 6990 67250 SH SHARED 01 67000 250 D POSCO SPONSORED ADR 69348310 34 330 SH SHARED 02 330 D POSCO SPONSORED ADR 69348310 19841 190877 SH SHARED 04 190877 D POSCO SPONSORED ADR 69348310 4158 40000 SH SHARED 05 40000 D POSCO SPONSORED ADR 69348310 5879 56560 SH SHARED 06 34560 22000 D POSCO SPONSORED ADR 69348310 11049 106300 SH SHARED 10 93500 12800 D POSCO SPONSORED ADR 69348310 1611 15500 SH SHARED 24 15500 D PNM RES INC COM 69349H10 704 21800 SH SHARED 12899 8901 D PNM RES INC COM 69349H10 1103 34150 SH SHARED 01 7200 26950 D PNM RES INC COM 69349H10 316 9788 SH SHARED 02 8668 1120 D PNM RES INC COM 69349H10 4357 134900 SH SHARED 10 4700 130200 D PPG INDS INC COM 69350610 11961 170124 SH SHARED 160763 9361 D PPG INDS INC COM 69350610 1732 24647 SH SHARED 01 24647 D PPG INDS INC COM 69350610 4341 61752 SH SHARED 02 61592 160 D PPG INDS INC COM 69350610 7 100 SH SHARED 05 100 D PPG INDS INC COM 69350610 1935 27530 SH SHARED 06 25900 1630 D PPG INDS INC COM 69350610 32705 465162 SH SHARED 10 428862 36300 D PPG INDS INC COM 69350610 365 5200 SH SHARED 14 5200 D PPG INDS INC COM 69350610 527 7500 SH SHARED 20 7500 D PPG INDS INC COM 69350610 224 3200 SH SHR/OTHR 22 3200 D PPG INDS INC COM 69350610 10 150 SH SHARED 23 150 D PPG INDS INC COM 69350610 843 12000 SH SHR/OTHR 23 12000 D PPG INDS INC COM 69350610 1323 18820 SH SHARED 24 18820 D PPL CORP COM 69351T10 50930 1245250 SH SHARED 1235852 9398 D PPL CORP COM 69351T10 1938 47394 SH SHARED 01 47394 D PPL CORP COM 69351T10 5086 124365 SH SHARED 02 124365 D PPL CORP COM 69351T10 8 200 SH SHARED 05 200 D PPL CORP COM 69351T10 1628 39810 SH SHARED 06 35950 3860 D PPL CORP COM 69351T10 24064 588376 SH SHARED 10 505576 82800 D PPL CORP COM 69351T10 114 2800 SH SHARED 14 2800 D PPL CORP COM 69351T10 12 300 SH SHARED 20 300 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 664 405000 PRN SHARED 405000 D PRA INTL COM 69353C10 11 512 SH SHARED 512 D PRA INTL COM 69353C10 14 692 SH SHARED 06 692 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 19 1350 SH SHARED 1350 D PS BUSINESS PKS INC CALIF COM 69360J10 600 8509 SH SHARED 8509 D PS BUSINESS PKS INC CALIF COM 69360J10 98 1400 SH SHARED 01 1400 D PS BUSINESS PKS INC CALIF COM 69360J10 12 182 SH SHARED 02 46 136 D PS BUSINESS PKS INC CALIF COM 69360J10 366 5200 SH SHARED 10 5200 D PSB BANCORP INC COM 69360410 1 107 SH SHARED 107 D PVF CAPITAL CORP COM 69365410 2 168 SH SHARED 168 D PSS WORLD MED INC COM 69366A10 35 1673 SH SHARED 1673 D PSS WORLD MED INC COM 69366A10 198 9376 SH SHARED 02 9376 D PSS WORLD MED INC COM 69366A10 67 3200 SH SHARED 10 3200 D PW EAGLE INC COM 69366Y10 202 6138 SH SHARED 6138 D PW EAGLE INC COM 69366Y10 71 2150 SH SHARED 01 2150 D PYR ENERGY CORP COM 69367710 0 874 SH SHARED 874 D PACCAR INC COM 69371810 380257 5180618 SH SHARED 5180618 D PACCAR INC COM 69371810 2956 40281 SH SHARED 01 675 39606 D PACCAR INC COM 69371810 2115 28824 SH SHARED 02 28824 D PACCAR INC COM 69371810 2039 27780 SH SHARED 04 27780 D PACCAR INC COM 69371810 11 150 SH SHARED 05 150 D PACCAR INC COM 69371810 3008 40993 SH SHARED 06 38516 2477 D PACCAR INC COM 69371810 22082 300850 SH SHARED 10 257028 43822 D PACCAR INC COM 69371810 446 6080 SH SHARED 20 1191 4889 D PACCAR INC COM 69371810 21 292 SH SHR/OTHR 20 292 D PACCAR INC COM 69371810 109 1485 SH SHARED 23 1485 D PACCAR INC COM 69371810 590 8049 SH SHR/OTHR 23 8049 D PACER INTL INC TENN COM 69373H10 3914 145287 SH SHARED 145287 D PACER INTL INC TENN COM 69373H10 444 16491 SH SHARED 02 15866 625 D PACER INTL INC TENN COM 69373H10 219 8149 SH SHARED 10 6349 1800 D PACIFIC CMA INC COM 69403T10 1 5000 SH SHARED 02 5000 D PACIFIC CAP BANCORP NEW COM 69404P10 406 12652 SH SHARED 12652 D PACIFIC CAP BANCORP NEW COM 69404P10 418 13033 SH SHARED 01 6800 6233 D PACIFIC CAP BANCORP NEW COM 69404P10 43 1344 SH SHARED 02 174 1170 D PACIFIC CAP BANCORP NEW COM 69404P10 7637 237766 SH SHARED 10 237766 D PACIFIC CONTINENTAL CORP COM 69412V10 4 262 SH SHARED 262 D PACIFIC ETHANOL INC COM 69423U10 7670 450386 SH SHARED 450386 D PACIFIC ETHANOL INC COM 69423U10 15 900 SH SHARED 02 900 D PACIFIC ETHANOL INC COM 69423U10 4128 242400 SH SHARED 04 242400 D PACIFIC MERCANTILE BANCORP COM 69455210 3 252 SH SHARED 252 D PACIFIC PREMIER BANCORP COM 69478X10 1 129 SH SHARED 129 D PACIFIC STATE BANCORP CA COM 69486410 1 75 SH SHARED 75 D PACIFIC SUNWEAR CALIF INC COM 69487310 1304 62624 SH SHARED 62624 D PACIFIC SUNWEAR CALIF INC COM 69487310 487 23400 SH SHARED 01 23400 D PACIFIC SUNWEAR CALIF INC COM 69487310 189 9091 SH SHARED 02 8180 911 D PACIFIC SUNWEAR CALIF INC COM 69487310 1820 87407 SH SHARED 10 80407 7000 D PACIFIC SUNWEAR CALIF INC COM 69487310 156 7510 SH SHARED 21 7510 D PACIFIC SUNWEAR CALIF INC COM 69487310 26 1264 SH SHR/OTHR 23 1264 D PACKAGING CORP AMER COM 69515610 715 29312 SH SHARED 29312 D PACKAGING CORP AMER COM 69515610 528 21650 SH SHARED 01 21650 D PACKAGING CORP AMER COM 69515610 232 9546 SH SHARED 02 9246 300 D PACKAGING CORP AMER COM 69515610 4670 191400 SH SHARED 10 135000 56400 D PACKAGING CORP AMER COM 69515610 344 14100 SH SHARED 24 14100 D PACKETEER INC COM 69521010 15854 1276518 SH SHARED 1276518 D PACKETEER INC COM 69521010 186 15000 SH SHARED 01 15000 D PACTIV CORP COM 69525710 3470 102848 SH SHARED 102848 D PACTIV CORP COM 69525710 540 16030 SH SHARED 01 16030 D PACTIV CORP COM 69525710 1802 53415 SH SHARED 02 49915 3500 D PACTIV CORP COM 69525710 817 24221 SH SHARED 06 23421 800 D PACTIV CORP COM 69525710 2482 73568 SH SHARED 10 72268 1300 D PACTIV CORP COM 69525710 340 10086 SH SHARED 14 10086 D PAETEC HOLDING CORP COM 69545910 14 1403 SH SHARED 1403 D PAETEC HOLDING CORP COM 69545910 55 5277 SH SHARED 02 5277 D PAINCARE HLDGS INC COM 69562E10 0 1646 SH SHARED 1646 D PAIN THERAPEUTICS INC COM 69562K10 84 10721 SH SHARED 10721 D PAIN THERAPEUTICS INC COM 69562K10 82 10500 SH SHARED 01 10500 D PAIN THERAPEUTICS INC COM 69562K10 7 924 SH SHARED 02 924 D PAIN THERAPEUTICS INC COM 69562K10 1439 183600 SH SHARED 10 183600 D PALATIN TECHNOLOGIES INC COM NEW 69607730 2 1609 SH SHARED 1609 D PALL CORP COM 69642930 3345 88029 SH SHARED 84029 4000 D PALL CORP COM 69642930 600 15799 SH SHARED 01 15799 D PALL CORP COM 69642930 596 15686 SH SHARED 02 14570 1116 D PALL CORP COM 69642930 196433 5169300 SH SHARED 04 5169300 D PALL CORP COM 69642930 19000 500000 SH SHARED 05 500000 D PALL CORP COM 69642930 467 12310 SH SHARED 06 11700 610 D PALL CORP COM 69642930 2818 74163 SH SHARED 10 72463 1700 D PALL CORP COM 69642930 1292 34000 SH SHARED 14 34000 D PALL CORP COM 69642930 395 10397 SH SHR/OTHR 23 10397 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 20 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 3 245 SH SHARED 245 D PALM INC NEW COM 69664310 7193 396770 SH SHARED 396770 D PALM INC NEW COM 69664310 962 53100 SH SHARED 01 53100 D PALM INC NEW COM 69664310 14144 780176 SH SHARED 02 780176 D PALM INC NEW COM 69664310 416 23000 SH SHARED 10 23000 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 1222 30596 SH SHARED 30596 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 19 481 SH SHARED 02 281 200 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 1285 32174 SH SHARED 10 21874 10300 D PAMRAPO BANCORP INC COM 69773810 2 96 SH SHARED 96 D PAMRAPO BANCORP INC COM 69773810 81 3600 SH SHARED 10 3600 D PAN AMERICAN SILVER CORP COM 69790010 5723 193423 SH SHARED 193423 D PAN AMERICAN SILVER CORP COM 69790010 22 750 SH SHARED 02 750 D PAN AMERICAN SILVER CORP COM 69790010 18437 623100 SH SHARED 10 620100 3000 D PANACOS PHARMACEUTICALS INC COM 69811Q10 5753 1242757 SH SHARED 1242757 D PANACOS PHARMACEUTICALS INC COM 69811Q10 31 6871 SH SHARED 02 1371 5500 D PANACOS PHARMACEUTICALS INC COM 69811Q10 1435 310000 SH SHARED 04 310000 D PANERA BREAD CO CL A 69840W10 2804 47480 SH SHARED 47480 D PANERA BREAD CO CL A 69840W10 118 2000 SH SHARED 01 2000 D PANERA BREAD CO CL A 69840W10 23 396 SH SHARED 02 396 D PANERA BREAD CO CL A 69840W10 4869 82453 SH SHARED 10 82453 D PANHANDLE ROYALTY CO CL A 69847710 3 194 SH SHARED 194 D PANTRY INC NOTE 3.000%11/1 698657AL 235 205000 PRN SHARED 02 205000 D PANTRY INC COM 69865710 1130 25000 SH SHARED 25000 D PANTRY INC COM 69865710 1057 23381 SH SHARED 23381 D PANTRY INC COM 69865710 1763 39000 SH SHARED 01 33900 5100 D PANTRY INC COM 69865710 19 440 SH SHARED 02 440 D PANTRY INC COM 69865710 2656 58750 SH SHARED 04 58750 D PANTRY INC COM 69865710 19780 437431 SH SHARED 10 406431 31000 D PANTRY INC COM 69865710 2261 50000 SH SHARED 15 50000 D PANTRY INC COM 69865710 349 7725 SH SHARED 24 7725 D PAPA JOHNS INTL INC COM 69881310 630 21444 SH SHARED 21444 D PAPA JOHNS INTL INC COM 69881310 567 19300 SH SHARED 01 19100 200 D PAPA JOHNS INTL INC COM 69881310 238 8121 SH SHARED 02 7721 400 D PAPA JOHNS INTL INC COM 69881310 6623 225282 SH SHARED 10 23382 201900 D PAR PHARMACEUTICAL COS INC COM 69888P10 2050 81635 SH SHARED 81635 D PAR PHARMACEUTICAL COS INC COM 69888P10 278 11100 SH SHARED 01 11100 D PAR PHARMACEUTICAL COS INC COM 69888P10 91 3640 SH SHARED 02 3600 40 D PAR PHARMACEUTICAL COS INC COM 69888P10 180 7200 SH SHARED 10 7200 D PAR TECHNOLOGY CORP COM 69888410 956 96402 SH SHARED 96402 D PARALLEL PETE CORP DEL COM 69915710 22 960 SH SHARED 960 D PARALLEL PETE CORP DEL COM 69915710 59 2600 SH SHARED 01 2600 D PARALLEL PETE CORP DEL COM 69915710 28253 1231100 SH SHARED 10 1231100 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 3765 198192 SH SHARED 198192 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 820 43160 SH SHARED 01 43160 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1929 101565 SH SHARED 02 77200 24365 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1084 57088 SH SHARED 10 57088 D PAREXEL INTL CORP COM 69946210 37 1047 SH SHARED 1047 D PAREXEL INTL CORP COM 69946210 17 500 SH SHARED 01 500 D PAREXEL INTL CORP COM 69946210 151 4220 SH SHARED 02 2720 1500 D PARK 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2658 SH SHARED 01 2658 D PETRO-CDA COM 71644E10 78 2000 SH SHR/OTHR 01 2000 D PETRO-CDA COM 71644E10 9617 245269 SH SHARED 02 245269 D PETRO-CDA COM 71644E10 51612 1316300 SH SHARED 04 1316300 D PETRO-CDA COM 71644E10 11 300 SH SHARED 05 300 D PETRO-CDA COM 71644E10 815 20788 SH SHARED 06 18088 2700 D PETRO-CDA COM 71644E10 348 8900 SH SHARED 10 8900 D PETRO-CDA COM 71644E10 592 15102 SH SHARED 14 11800 3302 D PETRO-CDA COM 71644E10 235 6000 SH SHR/OTHR 23 6000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 3091 26400 SH SHARED 26400 D PETROCHINA CO LTD SPONSORED ADR 71646E10 2195 18750 SH SHARED 01 18400 350 D PETROCHINA CO LTD SPONSORED ADR 71646E10 2194 18740 SH SHARED 02 16000 2740 D PETROCHINA CO LTD SPONSORED ADR 71646E10 2786 23800 SH SHARED 10 23800 D PETROCHINA CO LTD SPONSORED ADR 71646E10 585 5000 SH SHR/OTHR 23 5000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 538 4600 SH SHARED 24 4600 D PETRO RES CORP COM 71646K10 1 485 SH SHARED 485 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 1711 164600 SH SHARED 164600 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 412 39700 SH SHARED 04 39700 D PETROHAWK ENERGY CORP COM 71649510 37491 2846727 SH SHARED 2846727 D PETROHAWK ENERGY CORP COM 71649510 307 23311 SH SHARED 01 2146 21165 D PETROHAWK ENERGY CORP COM 71649510 26 2037 SH SHARED 02 2037 D PETROHAWK ENERGY CORP COM 71649510 11526 875200 SH SHARED 10 875200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 39117 437800 SH SHARED 423500 14300 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 12887 144240 SH SHARED 04 143500 740 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 196 2200 SH SHARED 06 2200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 69898 782300 SH SHARED 10 782300 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1761 17700 SH SHARED 17700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 43801 440169 SH SHARED 439469 700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 39983 401804 SH SHARED 01 397729 4075 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 2193 22040 SH SHARED 02 20000 2040 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 176576 1774458 SH SHARED 04 1763078 11380 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 14627 147000 SH SHARED 06 64000 83000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 122816 1234210 SH SHARED 10 1178610 55600 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 2388 24000 SH SHARED 14 12000 12000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 513 5164 SH SHARED 15 5164 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 6598 66310 SH SHARED 24 54810 11500 D PETROLEUM & RES CORP COM 71654910 268 7741 SH SHARED 02 7741 D PETROLEUM DEV CORP COM 71657810 5988 111789 SH SHARED 111789 D PETROLEUM DEV CORP COM 71657810 16 300 SH SHARED 01 300 D PETROLEUM DEV CORP COM 71657810 2 43 SH SHARED 02 43 D PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 71659910 11 450 SH SHARED 450 D PETROQUEST ENERGY INC COM 71674810 5072 433879 SH SHARED 433879 D PETROQUEST ENERGY INC COM 71674810 1 100 SH SHARED 02 100 D PETROQUEST ENERGY INC COM 71674810 13746 1175900 SH SHARED 10 1175900 D PETROQUEST ENERGY INC COM 71674810 23 2000 SH SHARED 20 2000 D PETSMART INC COM 71676810 593 18009 SH SHARED 18009 D PETSMART INC COM 71676810 1331 40395 SH SHARED 01 40395 D PETSMART INC COM 71676810 512 15553 SH SHARED 02 15468 85 D PETSMART INC COM 71676810 135 4100 SH SHARED 06 3400 700 D PETSMART INC COM 71676810 2880 87380 SH SHARED 10 86580 800 D PETSMART INC COM 71676810 258 7850 SH SHR/OTHR 21 7850 D PHARMACYCLICS INC COM 71693310 1 548 SH SHARED 548 D PHARMACYCLICS INC COM 71693310 1 656 SH SHARED 02 656 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 583 6418 SH SHARED 6418 D PFIZER INC COM 71708110 1674 66310 SH SHARED 46800 19510 D PFIZER INC COM 71708110 2653742105057098 SH SHARED 103005582 2051516 D PFIZER INC COM 71708110 48020 1901036 SH SHARED 01 414188 1486848 D PFIZER INC COM 71708110 5528 218844 SH SHR/OTHR 01 218844 D PFIZER INC COM 71708110 43222 1711102 SH SHARED 02 1345259 365843 D PFIZER INC COM 71708110 78129 3093027 SH SHARED 04 3033478 59549 D PFIZER INC COM 71708110 8911 352780 SH SHARED 05 352780 D PFIZER INC COM 71708110 24244 959798 SH SHARED 06 868064 91734 D PFIZER INC COM 71708110 619051 24507182 SH SHARED 10 21836411 312800 2357971 D PFIZER INC COM 71708110 1549 61337 SH SHR/OTHR 10 61337 D PFIZER INC COM 71708110 6795 269007 SH SHARED 14 10500 258507 D PFIZER INC COM 71708110 4549 180118 SH SHARED 15 180118 D PFIZER INC COM 71708110 3789 150000 SH SHARED 16 150000 D PFIZER INC COM 71708110 9185 363656 SH SHARED 19 363656 D PFIZER INC COM 71708110 5984 236925 SH SHARED 20 45395 191530 D PFIZER INC COM 71708110 1468 58150 SH SHR/OTHR 20 58150 D PFIZER INC COM 71708110 431 17100 SH SHARED 21 17100 D PFIZER INC COM 71708110 6680 264480 SH SHR/OTHR 21 264480 D PFIZER INC COM 71708110 1028 40716 SH SHARED 22 24486 16230 D PFIZER INC COM 71708110 933 36960 SH SHR/OTHR 22 36960 D PFIZER INC COM 71708110 6603 261427 SH SHARED 23 255341 6086 D PFIZER INC COM 71708110 15004 593983 SH SHR/OTHR 23 593983 D PFIZER INC COM 71708110 362 14350 SH SHARED 24 14350 D PFSWEB INC COM 71709810 1 1146 SH SHARED 1146 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 18 3321 SH SHARED 3321 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 60543 779500 SH SHARED 779500 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 4015 51700 SH SHARED 02 50000 1700 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 69 900 SH SHARED 15 900 D PHARMACEUTICAL PROD DEV INC COM 71712410 429 12734 SH SHARED 12734 D PHARMACEUTICAL PROD DEV INC COM 71712410 1131 33600 SH SHARED 01 33600 D PHARMACEUTICAL PROD DEV INC COM 71712410 452 13441 SH SHARED 02 11281 2160 D PHARMACEUTICAL PROD DEV INC COM 71712410 6277 186320 SH SHARED 10 185120 1200 D PHARMANET DEV GROUP INC COM 71714810 11 431 SH SHARED 431 D PHARMANET DEV GROUP INC COM 71714810 189 7300 SH SHARED 01 7300 D PHARMANET DEV GROUP INC COM 71714810 1 55 SH SHARED 02 55 D PHARMANET DEV GROUP INC COM 71714810 4667 179500 SH SHARED 10 179500 D PHARMION CORP COM 71715B40 616 23449 SH SHARED 23449 D PHARMION CORP COM 71715B40 29 1113 SH SHARED 02 1113 D PHASE FORWARD INC COM 71721R40 1369 104322 SH SHARED 104322 D PHASE FORWARD INC COM 71721R40 13 1050 SH SHARED 02 1050 D PHELPS DODGE CORP COM 71726510 0 202 SH SHARED 202 D PHELPS DODGE CORP COM 71726510 0 38 SH SHARED 04 38 D PHILADELPHIA CONS HLDG CORP COM 71752810 1698 38604 SH SHARED 2504 36100 D PHILADELPHIA CONS HLDG CORP COM 71752810 17 400 SH SHARED 01 400 D PHILADELPHIA CONS HLDG CORP COM 71752810 126 2872 SH SHARED 02 1212 1660 D PHILADELPHIA CONS HLDG CORP COM 71752810 241 5500 SH SHARED 06 5500 D PHILADELPHIA CONS HLDG CORP COM 71752810 15314 348130 SH SHARED 10 17830 177600 152700 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 2471 46800 SH SHARED 46800 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 6768 128200 SH SHARED 01 128200 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 26252 497200 SH SHARED 10 472800 24400 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 1927 36500 SH SHARED 24 36500 D PHILLIPS VAN HEUSEN CORP COM 71859210 309 5262 SH SHARED 5262 D PHILLIPS VAN HEUSEN CORP COM 71859210 1858 31600 SH SHARED 01 15000 16600 D PHILLIPS VAN HEUSEN CORP COM 71859210 882 15000 SH SHR/OTHR 01 15000 D PHILLIPS VAN HEUSEN CORP COM 71859210 471 8025 SH SHARED 02 5960 2065 D PHILLIPS VAN HEUSEN CORP COM 71859210 16538 281264 SH SHARED 10 266864 14400 D PHOENIX COS INC NEW COM 71902E10 821 59174 SH SHARED 59174 D PHOENIX COS INC NEW COM 71902E10 68 4900 SH SHARED 01 4900 D PHOENIX COS INC NEW COM 71902E10 20 1507 SH SHARED 02 1507 D PHOENIX COS INC NEW COM 71902E10 448 32300 SH SHARED 10 32300 D PHOENIX COS INC NEW COM 71902E10 2 214 SH SHARED 23 214 D PHOENIX TECHNOLOGY LTD COM 71915310 3 627 SH SHARED 627 D PHOENIX TECHNOLOGY LTD COM 71915310 43 6933 SH SHARED 02 6933 D PHOTOMEDEX INC COM 71935810 1 1450 SH SHARED 1450 D PHOTON DYNAMICS INC COM 71936410 135 10736 SH SHARED 10736 D PHOTON DYNAMICS INC COM 71936410 10 807 SH SHARED 02 49 758 D PHOTRONICS INC COM 71940510 10978 706008 SH SHARED 706008 D PHOTRONICS INC COM 71940510 143 9200 SH SHARED 01 9200 D PHOTRONICS INC COM 71940510 11 756 SH SHARED 02 121 635 D PHOTRONICS INC COM 71940510 4184 269100 SH SHARED 10 269100 D PHYSICIANS FORMULA HLDGS INC COM 71942710 2028 107423 SH SHARED 107423 D PHYSICIANS FORMULA HLDGS INC COM 71942710 1203 63733 SH SHARED 02 57808 5925 D PIEDMONT NAT GAS INC COM 72018610 1014 38461 SH SHARED 38461 D PIEDMONT NAT GAS INC COM 72018610 39 1500 SH SHARED 01 1500 D PIEDMONT NAT GAS INC COM 72018610 13 525 SH SHARED 02 525 D PIEDMONT NAT GAS INC COM 72018610 688 26100 SH SHARED 10 1500 24600 D PIEDMONT NAT GAS INC COM 72018610 94 3600 SH SHR/OTHR 22 3600 D PIEDMONT NAT GAS INC COM 72018610 98 3750 SH SHR/OTHR 23 3750 D PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH 13342 14000000 PRN SHARED 02 14000000 D PIER 1 IMPORTS INC COM 72027910 27916 4040074 SH SHARED 4040074 D PIER 1 IMPORTS INC COM 72027910 6 875 SH SHARED 02 874 1 D PIER 1 IMPORTS INC COM 72027910 2 400 SH SHARED 10 400 D PIKE ELEC CORP COM 72128310 220 12195 SH SHARED 12195 D PIKE ELEC CORP COM 72128310 110 6100 SH SHARED 02 6100 D PIKE ELEC CORP COM 72128310 815 45100 SH SHARED 04 45100 D PILGRIMS PRIDE CORP COM 72146710 4773 143836 SH SHARED 143836 D PILGRIMS PRIDE CORP COM 72146710 6024 181521 SH SHARED 02 181521 D PILGRIMS PRIDE CORP COM 72146710 494 14900 SH SHARED 10 3700 11200 D PIMCO MUNICIPAL INCOME FD COM 72200R10 282 15974 SH SHARED 02 15974 D PIMCO CORPORATE INCOME FD COM 72200U10 105 6445 SH SHARED 02 6445 D PIMCO MUN INCOME FD II COM 72200W10 156 10000 SH SHARED 01 10000 D PIMCO MUN INCOME FD II COM 72200W10 165 10600 SH SHARED 02 10600 D PIMCO MUN INCOME FD II COM 72200W10 82 5258 SH SHARED 20 5258 D PIMCO MUN INCOME FD II COM 72200W10 237 15200 SH SHR/OTHR 23 15200 D PIMCO MUN INCOME FD III COM 72201A10 162 10057 SH SHARED 20 10057 D PIMCO CORPORATE OPP FD COM 72201B10 47 2870 SH SHARED 02 2870 D PIMCO CALIF MUN INCOME FD II COM 72201C10 68 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 123 6000 SH SHARED 02 6000 D PIMCO FLOATING RATE STRTGY F COM 72201J10 34 1800 SH SHARED 02 1800 D PIMCO FLOATING RATE STRTGY F COM 72201J10 96 5023 SH SHARED 20 5023 D PINNACLE AIRL CORP NOTE 3.250% 2/1 723443AB 1909 1315000 PRN SHARED 02 1315000 D PINNACLE AIRL CORP COM 72344310 8 478 SH SHARED 478 D PINNACLE AIRL CORP COM 72344310 19 1103 SH SHARED 02 1103 D PINNACLE ENTMT INC COM 72345610 41 1441 SH SHARED 1441 D PINNACLE ENTMT INC COM 72345610 46 1600 SH SHARED 01 1600 D PINNACLE ENTMT INC COM 72345610 4 169 SH SHARED 02 169 D PINNACLE ENTMT INC COM 72345610 2156 74200 SH SHARED 10 19800 54400 D PINNACLE FINL PARTNERS INC COM 72346Q10 1523 49944 SH SHARED 49944 D PINNACLE FINL PARTNERS INC COM 72346Q10 152 5000 SH SHARED 10 5000 D PINNACLE WEST CAP CORP COM 72348410 8431 174746 SH SHARED 161514 13232 D PINNACLE WEST CAP CORP COM 72348410 724 15014 SH SHARED 01 15014 D PINNACLE WEST CAP CORP COM 72348410 731 15163 SH SHARED 02 15163 D PINNACLE WEST CAP CORP COM 72348410 500 10370 SH SHARED 06 9550 820 D PINNACLE WEST CAP CORP COM 72348410 8139 168704 SH SHARED 10 160104 8600 D PIONEER COS INC COM NEW 72364330 8 301 SH SHARED 301 D PIONEER COS INC COM NEW 72364330 93 3400 SH SHARED 01 3400 D PIONEER COS INC COM NEW 72364330 2857 103400 SH SHARED 10 103400 D PIONEER DRILLING CO COM 72365510 811 63923 SH SHARED 63923 D PIONEER DRILLING CO COM 72365510 78 6200 SH SHARED 01 6200 D PIONEER DRILLING CO COM 72365510 3252 256300 SH SHARED 10 6600 249700 D PIONEER HIGH INCOME TR COM 72369H10 2056 115300 SH SHARED 10 115300 D PIONEER FLOATING RATE TR COM 72369J10 222 11292 SH SHARED 11292 D PIONEER INTREST SHS COM 72370310 76 6445 SH SHARED 6445 D PIONEER NAT RES CO COM 72378710 30859 715840 SH SHARED 715840 D PIONEER NAT RES CO COM 72378710 1634 37925 SH SHARED 01 37925 D PIONEER NAT RES CO COM 72378710 756 17551 SH SHARED 02 14441 3110 D PIONEER NAT RES CO COM 72378710 1293 30000 SH SHARED 04 30000 D PIONEER NAT RES CO COM 72378710 4 110 SH SHARED 05 110 D PIONEER NAT RES CO COM 72378710 224 5200 SH SHARED 06 3600 1600 D PIONEER NAT RES CO COM 72378710 1073 24900 SH SHARED 10 23400 1500 D PIONEER TAX ADVNTAGE BALANC COM 72388R10 8437 578736 SH SHARED 578736 D PIPER JAFFRAY COS COM 72407810 2962 47824 SH SHARED 47824 D PIPER JAFFRAY COS COM 72407810 167 2702 SH SHARED 01 2702 D PIPER JAFFRAY COS COM 72407810 3 51 SH SHR/OTHR 01 51 D PIPER JAFFRAY COS COM 72407810 93 1510 SH SHARED 02 1486 24 D PIPER JAFFRAY COS COM 72407810 1071 17300 SH SHARED 10 11700 5600 D PIPER JAFFRAY COS COM 72407810 2 43 SH SHR/OTHR 20 43 D PIPER JAFFRAY COS COM 72407810 1 20 SH SHR/OTHR 23 20 D PITNEY BOWES INC COM 72447910 7446 164049 SH SHARED 155732 8317 D PITNEY BOWES INC COM 72447910 2060 45394 SH SHARED 01 45394 D PITNEY BOWES INC COM 72447910 136 3000 SH SHR/OTHR 01 3000 D PITNEY BOWES INC COM 72447910 2042 45000 SH SHARED 02 40793 4207 D PITNEY BOWES INC COM 72447910 4 100 SH SHARED 05 100 D PITNEY BOWES INC COM 72447910 1096 24160 SH SHARED 06 21700 2460 D PITNEY BOWES INC COM 72447910 5371 118331 SH SHARED 10 114731 3600 D PITNEY BOWES INC COM 72447910 60 1322 SH SHARED 20 1322 D PITNEY BOWES INC COM 72447910 263 5800 SH SHR/OTHR 20 5800 D PITNEY BOWES INC COM 72447910 195 4315 SH SHARED 21 4315 D PITNEY BOWES INC COM 72447910 145 3200 SH SHARED 23 3200 D PITNEY BOWES INC COM 72447910 2327 51284 SH SHR/OTHR 23 51284 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 645 840000 PRN SHARED 840000 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 11 15000 PRN SHARED 02 15000 D PIXELWORKS INC COM 72581M10 7063 4280809 SH SHARED 4280809 D PIXELPLUS CO LTD ADR 72582A10 38 31990 SH SHARED 31990 D PLACER DOME INC DBCV 2.750%10/1 725906AK 42343 33289000 PRN SHARED 33289000 D PLACER SIERRA BANCSHARES COM 72607910 13 486 SH SHARED 486 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 46826 812811 SH SHARED 812811 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 6705 116390 SH SHARED 02 116390 D PLAINS EXPL& PRODTN CO COM 72650510 1306 28954 SH SHARED 8954 20000 D PLAINS EXPL& PRODTN CO COM 72650510 2477 54888 SH SHARED 01 54888 D PLAINS EXPL& PRODTN CO COM 72650510 381 8462 SH SHARED 02 8462 D PLAINS EXPL& PRODTN CO COM 72650510 1250 27700 SH SHARED 06 27700 D PLAINS EXPL& PRODTN CO COM 72650510 58185 1289000 SH SHARED 10 49800 894400 344800 D PLANAR SYS INC COM 72690010 4011 462733 SH SHARED 462733 D PLANAR SYS INC COM 72690010 33 3858 SH SHARED 02 3858 D PLANETOUT INC COM 72705810 1 354 SH SHARED 354 D PLANTRONICS INC NEW COM 72749310 1561 66115 SH SHARED 66115 D PLANTRONICS INC NEW COM 72749310 408 17300 SH SHARED 01 17300 D PLANTRONICS INC NEW COM 72749310 176 7484 SH SHARED 02 7484 D PLANTRONICS INC NEW COM 72749310 422 17900 SH SHARED 10 9500 8400 D PLATO LEARNING INC COM 72764Y10 24 5783 SH SHARED 5783 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLAYBOY ENTERPRISES INC CL B 72811730 5 540 SH SHARED 540 D PLAYTEX PRODS INC COM 72813P10 49 3626 SH SHARED 3626 D PLAYTEX PRODS INC COM 72813P10 128 9500 SH SHARED 01 9500 D PLAYTEX PRODS INC COM 72813P10 2 163 SH SHARED 02 163 D PLAYTEX PRODS INC COM 72813P10 1578 116300 SH SHARED 10 17000 99300 D PLEXUS CORP COM 72913210 111 6519 SH SHARED 6519 D PLEXUS CORP COM 72913210 245 14300 SH SHARED 01 14300 D PLEXUS CORP COM 72913210 438 25591 SH SHARED 02 25591 D PLEXUS CORP COM 72913210 138 8100 SH SHARED 10 8100 D PLUG POWER INC COM 72919P10 2017 638457 SH SHARED 638457 D PLUG POWER INC COM 72919P10 9480 3000000 SH SHARED 04 3000000 D PLUM CREEK TIMBER CO INC COM 72925110 5891 149445 SH SHARED 149445 D PLUM CREEK TIMBER CO INC COM 72925110 1435 36413 SH SHARED 01 36413 D PLUM CREEK TIMBER CO INC COM 72925110 759 19272 SH SHR/OTHR 01 19272 D PLUM CREEK TIMBER CO INC COM 72925110 1601 40632 SH SHARED 02 26557 14075 D PLUM CREEK TIMBER CO INC COM 72925110 28382 720000 SH SHARED 04 720000 D PLUM CREEK TIMBER CO INC COM 72925110 6 170 SH SHARED 05 170 D PLUM CREEK TIMBER CO INC COM 72925110 248 6300 SH SHARED 06 6300 D PLUM CREEK TIMBER CO INC COM 72925110 2882 73124 SH SHARED 10 72824 300 D PLUM CREEK TIMBER CO INC COM 72925110 157 4000 SH SHR/OTHR 20 4000 D PLUM CREEK TIMBER CO INC COM 72925110 1427 36222 SH SHARED 23 36222 D PLUM CREEK TIMBER CO INC COM 72925110 145 3681 SH SHR/OTHR 23 3681 D PLUMAS BANCORP COM 72927310 1 112 SH SHARED 112 D POGO PRODUCING CO COM 73044810 68915 1432760 SH SHARED 1432760 D POGO PRODUCING CO COM 73044810 812 16900 SH SHARED 01 16900 D POGO PRODUCING CO COM 73044810 320 6659 SH SHARED 02 6659 D POGO PRODUCING CO COM 73044810 430 8940 SH SHARED 10 8900 40 D POGO PRODUCING CO COM 73044810 48 1000 SH SHARED 23 1000 D POINT THERAPEUTICS INC COM 73069410 74 191576 SH SHARED 191576 D POINT THERAPEUTICS INC COM 73069410 38 99458 SH SHARED 02 99458 D POKERTEK INC COM 73086410 0 89 SH SHARED 89 D POLARIS INDS INC COM 73106810 315 6585 SH SHARED 6585 D POLARIS INDS INC COM 73106810 919 19173 SH SHARED 02 273 18900 D POLARIS INDS INC COM 73106810 383 8000 SH SHARED 06 8000 D POLARIS INDS INC COM 73106810 220 4600 SH SHARED 10 4200 400 D POLARIS INDS INC COM 73106810 47 1000 SH SHR/OTHR 23 1000 D POLO RALPH LAUREN CORP CL A 73157210 4640 52641 SH SHARED 40641 12000 D POLO RALPH LAUREN CORP CL A 73157210 627 7115 SH SHARED 01 5750 1365 D POLO RALPH LAUREN CORP CL A 73157210 66 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 625 7097 SH SHARED 02 6797 300 D POLO RALPH LAUREN CORP CL A 73157210 264 3000 SH SHARED 04 3000 D POLO RALPH LAUREN CORP CL A 73157210 599 6800 SH SHARED 06 6250 550 D POLO RALPH LAUREN CORP CL A 73157210 74185 841580 SH SHARED 10 840080 1500 D POLO RALPH LAUREN CORP CL A 73157210 326 3700 SH SHARED 14 3700 D POLO RALPH LAUREN CORP CL A 73157210 17 200 SH SHARED 20 200 D POLYCOM INC COM 73172K10 1328 39872 SH SHARED 39872 D POLYCOM INC COM 73172K10 1053 31600 SH SHARED 01 5700 25900 D POLYCOM INC COM 73172K10 337 10126 SH SHARED 02 9366 760 D POLYCOM INC COM 73172K10 3710 111320 SH SHARED 10 45820 65500 D POLYMEDICA CORP COM 73173810 18774 443534 SH SHARED 443534 D POLYMEDICA CORP COM 73173810 2 65 SH SHARED 02 65 D POLYMEDICA CORP COM 73173810 71 1700 SH SHARED 10 1300 400 D POLYONE CORP COM 73179P10 3599 590120 SH SHARED 590120 D POLYONE CORP COM 73179P10 91 15000 SH SHARED 01 15000 D POLYONE CORP COM 73179P10 82 13468 SH SHARED 02 13468 D POLYONE CORP COM 73179P10 1308 214500 SH SHARED 10 214500 D POMEROY IT SOLUTIONS INC COM 73182210 2 262 SH SHARED 262 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 333 58584 SH SHARED 58584 D POOL CORPORATION COM 73278L10 235 6568 SH SHARED 6568 D POOL CORPORATION COM 73278L10 140 3937 SH SHARED 01 3937 D POOL CORPORATION COM 73278L10 439 12272 SH SHARED 02 12272 D POOL CORPORATION COM 73278L10 2 67 SH SHARED 10 67 D POPE & TALBOT INC COM 73282710 131 19502 SH SHARED 19502 D POPE & TALBOT INC COM 73282710 0 49 SH SHARED 02 49 D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 73285710 3 94 SH SHARED 94 D POPULAR INC COM 73317410 6794 410278 SH SHARED 399852 10426 D POPULAR INC COM 73317410 746 45100 SH SHARED 01 37700 7400 D POPULAR INC COM 73317410 115 7000 SH SHR/OTHR 01 7000 D POPULAR INC COM 73317410 85 5140 SH SHARED 02 5140 D POPULAR INC COM 73317410 134 8096 SH SHARED 10 2696 5400 D PORTEC RAIL PRODS INC COM 73621210 1 175 SH SHARED 175 D PORTER BANCORP INC COM 73623310 120 5331 SH SHARED 5331 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 175 3932 SH SHARED 3932 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 849 19025 SH SHARED 01 18700 325 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 834 18700 SH SHR/OTHR 01 18700 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 2 46 SH SHARED 02 46 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 15961 357472 SH SHARED 10 357472 D PORTLAND GEN ELEC CO COM NEW 73650884 8819 302031 SH SHARED 302031 D PORTLAND GEN ELEC CO COM NEW 73650884 37 1300 SH SHARED 01 1300 D PORTLAND GEN ELEC CO COM NEW 73650884 855 29303 SH SHARED 02 29303 D PORTLAND GEN ELEC CO COM NEW 73650884 543 18600 SH SHARED 10 18600 D POSSIS MEDICAL INC COM 73740710 5 427 SH SHARED 427 D POSSIS MEDICAL INC COM 73740710 7 551 SH SHARED 02 551 D POST PPTYS INC COM 73746410 48 1066 SH SHARED 1066 D POST PPTYS INC COM 73746410 589 12882 SH SHARED 02 12882 D POST PPTYS INC COM 73746410 448 9800 SH SHARED 10 9800 D POST PPTYS INC COM 73746410 29 650 SH SHR/OTHR 23 650 D POTASH CORP SASK INC COM 73755L10 5035 31484 SH SHARED 30784 700 D POTASH CORP SASK INC COM 73755L10 90 567 SH SHARED 01 567 D POTASH CORP SASK INC COM 73755L10 11209 70093 SH SHARED 02 69643 450 D POTASH CORP SASK INC COM 73755L10 48599 303877 SH SHARED 04 303877 D POTASH CORP SASK INC COM 73755L10 24005 150100 SH SHARED 05 150100 D POTASH CORP SASK INC COM 73755L10 8045 50304 SH SHARED 06 49804 500 D POTASH CORP SASK INC COM 73755L10 243 1522 SH SHARED 10 1522 D POTASH CORP SASK INC COM 73755L10 455 2848 SH SHARED 14 2848 D POTLATCH CORP NEW COM 73763010 8983 196229 SH SHARED 196229 D POTLATCH CORP NEW COM 73763010 839 18346 SH SHARED 01 18346 D POTLATCH CORP NEW COM 73763010 234 5123 SH SHARED 02 5123 D POTLATCH CORP NEW COM 73763010 3881 84775 SH SHARED 10 2000 82775 D POWELL INDS INC COM 73912810 4 154 SH SHARED 154 D POWER-ONE INC COM 73930810 15 2786 SH SHARED 2786 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 18049 711234 SH SHARED 01 199976 511258 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1543 60820 SH SHR/OTHR 01 60820 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 543 21397 SH SHARED 02 21397 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 217 8580 SH SHARED 10 5200 3380 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 76 3000 SH SHR/OTHR 10 3000 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 6551 258175 SH SHARED 20 103790 154385 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 22 900 SH SHR/OTHR 20 900 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 229 9047 SH SHARED 22 847 8200 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1243 48985 SH SHARED 23 45615 3370 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 772 30420 SH SHR/OTHR 23 30420 D POWERSHARES ETF TRUST DWA TECH LDRS 73935X15 773 31277 SH SHARED 02 31277 D POWERSHARES ETF TRUST PRVT EQTY PORT 73935X19 1265 47000 SH SHARED 47000 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 0 50 SH SHARED 01 50 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 10 560 SH SHARED 21 560 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 1913 102365 SH SHARED 02 102365 D POWERSHARES ETF TRUST DYNM LRG CP GR 73935X60 716 42750 SH SHARED 02 42750 D POWERSHARES ETF TRUST DYN OIL SVCS 73935X62 83 4000 SH SHARED 02 4000 D POWERSHARES ETF TRUST DYN BLDG CNSTR 73935X66 7 400 SH SHARED 02 400 D POWERSHARES ETF TRUST DYNM LRG CP VL 73935X70 806 40725 SH SHARED 02 40725 D POWERSHARES ETF TRUST INTL DIV ACHV 73935X71 195 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 12 650 SH SHARED 02 650 D POWERSHARES ETF TRUST DYN SFTWR PORT 73935X77 30 1500 SH SHARED 02 1500 D POWERSHARES ETF TRUST DYNM SM CP VAL 73935X86 44 2430 SH SHARED 02 2430 D POWERSHARES ETF TRUST DYNM SM CP GRW 73935X87 21 1200 SH SHARED 02 1200 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 107 4000 SH SHARED 20 4000 D POWERSHS DB MULTI SECT COMM DB ENERGY FUND 73936B10 121 4400 SH SHARED 02 4400 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 702 27890 SH SHARED 02 27890 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 198 209000 PRN SHARED 209000 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 1095 1153000 PRN SHARED 02 1153000 D POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD 4410 5070000 PRN SHARED 02 5070000 D POWERWAVE TECHNOLOGIES INC COM 73936310 11025 1937763 SH SHARED 1937763 D POWERWAVE TECHNOLOGIES INC COM 73936310 258 45400 SH SHARED 01 45400 D POWERWAVE TECHNOLOGIES INC COM 73936310 503 88409 SH SHARED 02 13100 75309 D POWERWAVE TECHNOLOGIES INC COM 73936310 220 38700 SH SHARED 10 38700 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 23 61 D POZEN INC COM 73941U10 822 55734 SH SHARED 55734 D POZEN INC COM 73941U10 22 1500 SH SHARED 01 1500 D POZEN INC COM 73941U10 68 4629 SH SHARED 02 1379 3250 D POZEN INC COM 73941U10 389 26400 SH SHARED 10 26400 D PRAXAIR INC COM 74005P10 13137 208663 SH SHARED 208663 D PRAXAIR INC COM 74005P10 6856 108909 SH SHARED 01 3657 105252 D PRAXAIR INC COM 74005P10 613 9750 SH SHR/OTHR 01 9750 D PRAXAIR INC COM 74005P10 2711 43073 SH SHARED 02 35802 7271 D PRAXAIR INC COM 74005P10 4923 78200 SH SHARED 04 78200 D PRAXAIR INC COM 74005P10 12 200 SH SHARED 05 200 D PRAXAIR INC COM 74005P10 3646 57910 SH SHARED 06 30150 27760 D PRAXAIR INC COM 74005P10 40018 635613 SH SHARED 10 314993 255400 65220 D PRAXAIR INC COM 74005P10 771 12260 SH SHR/OTHR 10 12260 D PRAXAIR INC COM 74005P10 6925 110000 SH SHARED 16 110000 D PRAXAIR INC COM 74005P10 2281 36234 SH SHARED 20 3650 32584 D PRAXAIR INC COM 74005P10 845 13425 SH SHR/OTHR 20 13425 D PRAXAIR INC COM 74005P10 25 400 SH SHARED 21 400 D PRAXAIR INC COM 74005P10 144 2300 SH SHR/OTHR 21 2300 D PRAXAIR INC COM 74005P10 726 11540 SH SHARED 22 7090 4450 D PRAXAIR INC COM 74005P10 273 4350 SH SHR/OTHR 22 4350 D PRAXAIR INC COM 74005P10 3154 50097 SH SHARED 23 47697 2400 D PRAXAIR INC COM 74005P10 2913 46280 SH SHR/OTHR 23 46280 D PRAXAIR INC COM 74005P10 875 13900 SH SHARED 24 500 13400 D PRE PAID LEGAL SVCS INC COM 74006510 16 326 SH SHARED 326 D PRE PAID LEGAL SVCS INC COM 74006510 45 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 1 26 SH SHARED 02 26 D PRE PAID LEGAL SVCS INC COM 74006510 165 3300 SH SHARED 10 3300 D PRECISION CASTPARTS CORP COM 74018910 1770 17020 SH SHARED 17020 D PRECISION CASTPARTS CORP COM 74018910 4089 39300 SH SHARED 01 39300 D PRECISION CASTPARTS CORP COM 74018910 1700 16340 SH SHARED 02 15980 360 D PRECISION CASTPARTS CORP COM 74018910 3119 29980 SH SHARED 10 27280 2700 D PRECISION DRILLING TR TR UNIT 74021510 1296 56756 SH SHARED 56756 D PRECISION DRILLING TR TR UNIT 74021510 0 37 SH SHARED 02 37 D PRECISION DRILLING TR TR UNIT 74021510 1 65 SH SHARED 06 65 D PRECISION DRILLING TR TR UNIT 74021510 45 2000 SH SHARED 20 2000 D PREFERRED BK LOS ANGELES CA COM 74036710 7 183 SH SHARED 183 D PREFERRED BK LOS ANGELES CA COM 74036710 211 5400 SH SHARED 10 5400 D PREFORMED LINE PRODS CO COM 74044410 1 51 SH SHARED 51 D PREMIER CMNTY BANKSHARES INC COM 74047310 4 139 SH SHARED 139 D PREMIER FINL BANCORP INC COM 74050M10 1 106 SH SHARED 106 D PREMIER EXIBITIONS INC COM 74051E10 5 488 SH SHARED 488 D PREMIER EXIBITIONS INC COM 74051E10 19 1608 SH SHARED 02 1608 D PREMIERE GLOBAL SVCS INC COM 74058510 19 1759 SH SHARED 1759 D PREMIERE GLOBAL SVCS INC COM 74058510 14 1300 SH SHARED 01 1300 D PREMIERE GLOBAL SVCS INC COM 74058510 97 8700 SH SHARED 10 8700 D PREMIUM STD FARMS INC COM 74060C10 9899 470500 SH SHARED 470500 D PREMIUM STD FARMS INC COM 74060C10 6845 325378 SH SHARED 02 325378 D PRESIDENTIAL LIFE CORP COM 74088410 4098 207847 SH SHARED 207847 D PRESIDENTIAL LIFE CORP COM 74088410 46 2362 SH SHARED 02 2362 D PREMIERWEST BANCORP COM 74092110 4 366 SH SHARED 366 D PRESSTEK INC COM 74111310 4 793 SH SHARED 793 D PRESTIGE BRANDS HLDGS INC COM 74112D10 10 849 SH SHARED 849 D PRESTIGE BRANDS HLDGS INC COM 74112D10 9 830 SH SHARED 02 830 D PRICE T ROWE GROUP INC COM 74144T10 7646 162042 SH SHARED 162042 D PRICE T ROWE GROUP INC COM 74144T10 8497 180078 SH SHARED 01 147206 32872 D PRICE T ROWE GROUP INC COM 74144T10 1119 23724 SH SHR/OTHR 01 23724 D PRICE T ROWE GROUP INC COM 74144T10 2696 57133 SH SHARED 02 30412 26721 D PRICE T ROWE GROUP INC COM 74144T10 1250 26490 SH SHARED 06 24950 1540 D PRICE T ROWE GROUP INC COM 74144T10 36090 764791 SH SHARED 10 750591 14200 D PRICE T ROWE GROUP INC COM 74144T10 1359 28800 SH SHR/OTHR 23 28800 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 278 184000 PRN SHARED 184000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 6 4000 PRN SHARED 02 4000 D PRICELINE COM INC COM NEW 74150340 43 823 SH SHARED 823 D PRICELINE COM INC COM NEW 74150340 26 500 SH SHARED 01 500 D PRICELINE COM INC COM NEW 74150340 788 14800 SH SHARED 04 14800 D PRICELINE COM INC COM NEW 74150340 31 600 SH SHARED 10 600 D PRICESMART INC COM 74151110 4 299 SH SHARED 299 D PRIDE INTL INC DEL COM 74153Q10 77472 2573832 SH SHARED 2573832 D PRIDE INTL INC DEL COM 74153Q10 1411 46900 SH SHARED 01 46900 D PRIDE INTL INC DEL COM 74153Q10 13927 462724 SH SHARED 02 457544 5180 D PRIDE INTL INC DEL COM 74153Q10 2107 70000 SH SHARED 04 70000 D PRIDE INTL INC DEL COM 74153Q10 1885 62650 SH SHARED 06 6750 55900 D PRIDE INTL INC DEL COM 74153Q10 442 14700 SH SHARED 10 11400 3300 D PRIDE INTL INC DEL COM 74153Q10 213 7100 SH SHARED 14 7100 D PRIMEDIA INC COM 74157K10 426 160150 SH SHARED 160150 D PRIMEDIA INC COM 74157K10 733 275820 SH SHARED 02 275820 D PRIMEENERGY CORP COM 74158E10 1 18 SH SHARED 18 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 173 8824 SH SHARED 8824 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 81 4115 SH SHARED 02 15 4100 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 39 2000 SH SHARED 20 2000 D PRINCETON NATL BANCORP INC COM 74228210 2 78 SH SHARED 78 D PRINCETON REVIEW INC COM 74235210 2 423 SH SHARED 423 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 12685 211884 SH SHARED 207484 4400 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1754 29300 SH SHARED 01 29300 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1980 33087 SH SHARED 02 28884 4203 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 4 80 SH SHARED 05 80 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 2448 40900 SH SHARED 06 38250 2650 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 56313 940598 SH SHARED 10 367198 393600 179800 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 65 1088 SH SHR/OTHR 20 1088 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 59 1000 SH SHARED 21 1000 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 416 6950 SH SHR/OTHR 23 6950 D PRINTRONIX INC COM 74257810 1 131 SH SHARED 131 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 1059 824000 PRN SHARED 02 824000 D PROASSURANCE CORP COM 74267C10 38 757 SH SHARED 757 D PROASSURANCE CORP COM 74267C10 4 96 SH SHARED 02 96 D PROASSURANCE CORP COM 74267C10 1094 21400 SH SHARED 10 2600 18800 D PROCENTURY CORP COM 74268T10 6 301 SH SHARED 301 D PROCENTURY CORP COM 74268T10 23 994 SH SHARED 02 994 D PROCTER & GAMBLE CO COM 74271810 687765 10889256 SH SHARED 10690092 199164 D PROCTER & GAMBLE CO COM 74271810 58588 927618 SH SHARED 01 62365 865253 D PROCTER & GAMBLE CO COM 74271810 8603 136212 SH SHR/OTHR 01 136212 D PROCTER & GAMBLE CO COM 74271810 36720 581391 SH SHARED 02 519186 62205 D PROCTER & GAMBLE CO COM 74271810 48679 770740 SH SHARED 04 769620 1120 D PROCTER & GAMBLE CO COM 74271810 2495 39517 SH SHARED 05 39517 D PROCTER & GAMBLE CO COM 74271810 39706 628665 SH SHARED 06 431643 197022 D PROCTER & GAMBLE CO COM 74271810 234798 3717521 SH SHARED 10 1912400 1149870 655251 D PROCTER & GAMBLE CO COM 74271810 1984 31415 SH SHR/OTHR 10 31415 D PROCTER & GAMBLE CO COM 74271810 2519 39890 SH SHARED 14 6800 33090 D PROCTER & GAMBLE CO COM 74271810 4105 65000 SH SHARED 15 65000 D PROCTER & GAMBLE CO COM 74271810 157 2497 SH SHARED 19 2497 D PROCTER & GAMBLE CO COM 74271810 14791 234184 SH SHARED 20 20835 213349 D PROCTER & GAMBLE CO COM 74271810 5340 84560 SH SHR/OTHR 20 84560 D PROCTER & GAMBLE CO COM 74271810 2470 39117 SH SHARED 21 39117 D PROCTER & GAMBLE CO COM 74271810 647 10250 SH SHR/OTHR 21 10250 D PROCTER & GAMBLE CO COM 74271810 1787 28303 SH SHARED 22 15474 12829 D PROCTER & GAMBLE CO COM 74271810 926 14664 SH SHR/OTHR 22 14664 D PROCTER & GAMBLE CO COM 74271810 18551 293730 SH SHARED 23 281903 11827 D PROCTER & GAMBLE CO COM 74271810 42470 672430 SH SHR/OTHR 23 672430 D PROCTER & GAMBLE CO COM 74271810 138 2191 SH SHARED 24 2191 D PRIVATEBANCORP INC COM 74296210 19 528 SH SHARED 528 D PRIVATEBANCORP INC COM 74296210 11 310 SH SHARED 01 310 D PRIVATEBANCORP INC COM 74296210 1 52 SH SHARED 02 52 D PRIVATEBANCORP INC COM 74296210 11778 322162 SH SHARED 10 316162 6000 D PRIVATEBANCORP INC COM 74296210 32 900 SH SHARED 21 900 D PROGENICS PHARMACEUTICALS IN COM 74318710 13 571 SH SHARED 571 D PROGENICS PHARMACEUTICALS IN COM 74318710 18 764 SH SHARED 02 764 D PROGENICS PHARMACEUTICALS IN COM 74318710 847 35800 SH SHARED 10 35800 D PROGRESS ENERGY INC COM 74326310 14097 279500 SH SHARED 279500 D PROGRESS ENERGY INC COM 74326310 1867 37034 SH SHARED 01 790 36244 D PROGRESS ENERGY INC COM 74326310 194 3847 SH SHR/OTHR 01 3847 D PROGRESS ENERGY INC COM 74326310 6732 133478 SH SHARED 02 124149 9329 D PROGRESS ENERGY INC COM 74326310 10095 200140 SH SHARED 05 200140 D PROGRESS ENERGY INC COM 74326310 1370 27170 SH SHARED 06 25450 1720 D PROGRESS ENERGY INC COM 74326310 6995 138681 SH SHARED 10 115081 23600 D PROGRESS ENERGY INC COM 74326310 85 1700 SH SHARED 21 1700 D PROGRESS ENERGY INC COM 74326310 694 13771 SH SHARED 23 13771 D PROGRESS ENERGY INC COM 74326310 58 1168 SH SHR/OTHR 23 1168 D PROGRESS SOFTWARE CORP COM 74331210 53837 1725551 SH SHARED 1725551 D PROGRESS SOFTWARE CORP COM 74331210 36 1185 SH SHARED 02 220 965 D PROGRESS SOFTWARE CORP COM 74331210 682 21885 SH SHARED 10 1585 20300 D PROGRESSIVE CORP OHIO COM 74331510 27 1280 SH SHARED 1280 D PROGRESSIVE CORP OHIO COM 74331510 14900 682883 SH SHARED 682883 D PROGRESSIVE CORP OHIO COM 74331510 2025 92820 SH SHARED 01 92820 D PROGRESSIVE CORP OHIO COM 74331510 2370 108632 SH SHARED 02 103482 5150 D PROGRESSIVE CORP OHIO COM 74331510 8 400 SH SHARED 05 400 D PROGRESSIVE CORP OHIO COM 74331510 1788 81982 SH SHARED 06 75052 6930 D PROGRESSIVE CORP OHIO COM 74331510 17821 816744 SH SHARED 10 798844 17900 D PROGRESSIVE CORP OHIO COM 74331510 375 17200 SH SHARED 14 17200 D PROGRESSIVE CORP OHIO COM 74331510 14 685 SH SHARED 21 685 D PROGRESSIVE GAMING INTL CORP COM 74332S10 48 10674 SH SHARED 10674 D PROLIANCE INTL INC COM 74340R10 1 339 SH SHARED 339 D PROLOGIS SH BEN INT 74341010 26823 413118 SH SHARED 403818 9300 D PROLOGIS SH BEN INT 74341010 9662 148811 SH SHARED 01 105395 43416 D PROLOGIS SH BEN INT 74341010 6191 95364 SH SHARED 02 88575 6789 D PROLOGIS SH BEN INT 74341010 3701 57000 SH SHARED 04 57000 D PROLOGIS SH BEN INT 74341010 9 150 SH SHARED 05 150 D PROLOGIS SH BEN INT 74341010 467 7200 SH SHARED 06 7200 D PROLOGIS SH BEN INT 74341010 30893 475800 SH SHARED 10 120800 224300 130700 D PROLOGIS SH BEN INT 74341010 369862 5696333 SH SHARED 11 3015205 2681128 D PROLOGIS SH BEN INT 74341010 265 4092 SH SHARED 14 4092 D PROLOGIS SH BEN INT 74341010 57 885 SH SHARED 20 885 D PROLOGIS SH BEN INT 74341010 2662 41000 SH SHARED 23 41000 D PROSHARES TR ULTRA QQQ PSHS 74347R20 161 2000 SH SHARED 02 2000 D PROSHARES TR ULTRASHORT QQQ 74347R87 1168 21750 SH SHARED 02 21750 D PROSPECT ENERGY CORP COM 74348T10 5407 315512 SH SHARED 315512 D PROSPECT ENERGY CORP COM 74348T10 28 1662 SH SHARED 02 1662 D PROSPECT ENERGY CORP COM 74348T10 2065 120496 SH SHARED 10 120496 D PROSPECT MEDICAL HOLDINGS IN CL A 74349410 0 156 SH SHARED 156 D PROSPERITY BANCSHARES INC COM 74360610 270 7782 SH SHARED 7782 D PROSPERITY BANCSHARES INC COM 74360610 3 101 SH SHARED 02 101 D PROSPERITY BANCSHARES INC COM 74360610 258 7437 SH SHARED 10 4637 2800 D PROSPERITY BANCSHARES INC COM 74360610 34 1000 SH SHARED 21 1000 D PROTALIX BIOTHERAPEUTICS INC COM 74365A10 108 3469 SH SHARED 02 3469 D PROTECTIVE LIFE CORP COM 74367410 1318 29946 SH SHARED 29946 D PROTECTIVE LIFE CORP COM 74367410 1000 22724 SH SHARED 01 2434 20290 D PROTECTIVE LIFE CORP COM 74367410 892 20261 SH SHARED 02 19541 720 D PROTECTIVE LIFE CORP COM 74367410 8438 191600 SH SHARED 10 191600 D PROTECTIVE LIFE CORP COM 74367410 2 60 SH SHR/OTHR 21 60 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 27452 23265000 PRN SHARED 23265000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 22582 19138000 PRN SHARED 02 19138000 D PROVIDENCE & WORCESTER RR CO COM 74373710 1 100 SH SHARED 100 D PROVIDENCE & WORCESTER RR CO COM 74373710 6 350 SH SHARED 02 350 D PROVIDENCE SVC CORP COM 74381510 7 307 SH SHARED 307 D PROVIDENCE SVC CORP COM 74381510 14 600 SH SHARED 01 600 D PROVIDENCE SVC CORP COM 74381510 17136 722470 SH SHARED 10 722470 D PROVIDENT BANKSHARES CORP COM 74385910 1677 51058 SH SHARED 42246 8812 D PROVIDENT BANKSHARES CORP COM 74385910 134 4100 SH SHARED 01 4100 D PROVIDENT BANKSHARES CORP COM 74385910 4 149 SH SHARED 02 149 D PROVIDENT BANKSHARES CORP COM 74385910 4195 127667 SH SHARED 10 85467 42200 D PROVIDENT ENERGY TR TR UNIT 74386K10 113 10500 SH SHARED 10500 D PROVIDENT ENERGY TR TR UNIT 74386K10 167 15428 SH SHARED 02 14928 500 D PROVIDENT ENERGY TR TR UNIT 74386K10 241 22350 SH SHR/OTHR 23 22350 D PROVIDENT FINL SVCS INC COM 74386T10 26 1490 SH SHARED 1490 D PROVIDENT FINL SVCS INC COM 74386T10 209 12000 SH SHARED 01 12000 D PROVIDENT FINL SVCS INC COM 74386T10 332 19071 SH SHARED 02 12445 6626 D PROVIDENT FINL HLDGS INC COM 74386810 3 140 SH SHARED 140 D PROVIDENT NEW YORK BANCORP COM 74402810 14 1007 SH SHARED 1007 D PRUDENTIAL BANCORP INC PA COM 74431910 1 106 SH SHARED 106 D PRUDENTIAL FINL INC FRNT 11/1 744320AC 7607 7400000 PRN SHARED 06 7400000 D PRUDENTIAL FINL INC COM 74432010 52700 583878 SH SHARED 346178 237700 D PRUDENTIAL FINL INC COM 74432010 4395 48700 SH SHARED 01 48700 D PRUDENTIAL FINL INC COM 74432010 12336 136681 SH SHARED 02 127556 9125 D PRUDENTIAL FINL INC COM 74432010 13358 148000 SH SHARED 04 148000 D PRUDENTIAL FINL INC COM 74432010 18 210 SH SHARED 05 210 D PRUDENTIAL FINL INC COM 74432010 5513 61082 SH SHARED 06 56442 4640 D PRUDENTIAL FINL INC COM 74432010 55259 612228 SH SHARED 10 592228 20000 D PRUDENTIAL FINL INC COM 74432010 156 1734 SH SHARED 14 1734 D PRUDENTIAL FINL INC COM 74432010 979 10850 SH SHARED 15 10850 D PRUDENTIAL FINL INC COM 74432010 406 4500 SH SHARED 19 4500 D PRUDENTIAL FINL INC COM 74432010 19 214 SH SHARED 22 214 D PRUDENTIAL FINL INC COM 74432010 342 3789 SH SHARED 23 3789 D PRUDENTIAL FINL INC COM 74432010 780 8650 SH SHR/OTHR 23 8650 D PRUDENTIAL PLC ADR 74435K20 1365 48200 SH SHARED 48200 D PRUDENTIAL PLC ADR 74435K20 14 500 SH SHARED 01 500 D PSYCHEMEDICS CORP COM NEW 74437520 1 112 SH SHARED 112 D PT INDOSAT TBK SPONSORED ADR 74438310 3794 112200 SH SHARED 112200 D PT INDOSAT TBK SPONSORED ADR 74438310 4244 125500 SH SHARED 01 125500 D PT INDOSAT TBK SPONSORED ADR 74438310 7494 221600 SH SHARED 10 191700 29900 D PT INDOSAT TBK SPONSORED ADR 74438310 1028 30400 SH SHARED 24 30400 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 214 5322 SH SHARED 5322 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1221 30300 SH SHARED 01 30300 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 277 6873 SH SHARED 02 6193 680 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1617 40118 SH SHARED 10 33618 6500 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 16819 202552 SH SHARED 202552 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 8627 103894 SH SHARED 01 67500 36394 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 8326 100275 SH SHARED 02 99975 300 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 8 100 SH SHARED 05 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 2194 26430 SH SHARED 06 24150 2280 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 12020 144761 SH SHARED 10 125261 19500 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 215 2600 SH SHARED 23 2500 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 62 750 SH SHR/OTHR 23 750 D PUBLIC STORAGE INC COM 74460D10 17036 179961 SH SHARED 177761 2200 D PUBLIC STORAGE INC COM 74460D10 1894 20010 SH SHARED 01 20010 D PUBLIC STORAGE INC COM 74460D10 3124 33005 SH SHARED 02 18354 14651 D PUBLIC STORAGE INC COM 74460D10 6 70 SH SHARED 05 70 D PUBLIC STORAGE INC COM 74460D10 388 4100 SH SHARED 06 4100 D PUBLIC STORAGE INC COM 74460D10 24004 253556 SH SHARED 10 61476 131700 60380 D PUBLIC STORAGE INC COM 74460D10 440469 4652684 SH SHARED 11 2459464 2193220 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 0 21 SH SHARED 02 21 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 339 12800 SH SHARED 11 12800 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 132 5000 SH SHR/OTHR 20 5000 D PUBLICIS S A NEW SPONSORED ADR 74463M10 1252 25818 SH SHARED 25818 D PUGET ENERGY INC NEW COM 74531010 293 11443 SH SHARED 11443 D PUGET ENERGY INC NEW COM 74531010 955 37200 SH SHARED 01 37200 D PUGET ENERGY INC NEW COM 74531010 358 13975 SH SHARED 02 13975 D PULASKI FINL CORP COM 74554810 3 213 SH SHARED 213 D PULTE HOMES INC COM 74586710 10933 413215 SH SHARED 413215 D PULTE HOMES INC COM 74586710 721 27268 SH SHARED 01 27268 D PULTE HOMES INC COM 74586710 3991 150869 SH SHARED 02 150869 D PULTE HOMES INC COM 74586710 2315 87500 SH SHARED 04 87500 D PULTE HOMES INC COM 74586710 652 24661 SH SHARED 06 22371 2290 D PULTE HOMES INC COM 74586710 8489 320838 SH SHARED 10 313038 7800 D PURECYCLE CORP COM NEW 74622830 2 270 SH SHARED 270 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 105 7127 SH SHARED 7127 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 19 1334 SH SHARED 20 1334 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 73 5000 SH SHR/OTHR 20 5000 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 100 11554 SH SHARED 11554 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 43 5000 SH SHR/OTHR 20 5000 D PUTNAM HIGH YIELD MUN TR SH BEN INT 74678110 28 3750 SH SHARED 3750 D PUTNAM INVT GRADE MUN TR COM 74680510 119 11695 SH SHARED 11695 D PUTNAM MANAGED MUN INCOM TR COM 74682310 34 4365 SH SHARED 4365 D PUTNAM MUN BD FD INC SH BEN INT 74683V10 180 14330 SH SHARED 14330 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 1851 280927 SH SHARED 280927 D QIMONDA AG SPONSORED ADR 74690410 10105 703700 SH SHARED 703700 D QIMONDA AG SPONSORED ADR 74690410 402 28000 SH SHARED 02 28000 D QIMONDA AG SPONSORED ADR 74690410 775 53985 SH SHARED 04 50000 3985 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 819 124907 SH SHARED 124907 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 596 42542 SH SHARED 42542 D PUTNAM N Y INVT GRADE MUN TR SH BEN INT 74692110 29 2210 SH SHARED 2210 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 262 21380 SH SHARED 21380 D QLT INC NOTE 3.000% 9/1 746927AB 1560 1643000 PRN SHARED 1643000 D QLT INC COM 74692710 5 649 SH SHARED 649 D QLT INC COM 74692710 13 1745 SH SHARED 02 1745 D QUADRA REALTY TRUST INC COM 74694510 1700 130415 SH SHARED 130415 D QUADRA REALTY TRUST INC COM 74694510 8476 650000 SH SHARED 11 650000 D QCR HOLDINGS INC COM 74727A10 1 103 SH SHARED 103 D QAD INC COM 74727D10 3 391 SH SHARED 391 D QAD INC COM 74727D10 101 11100 SH SHARED 01 11100 D QLOGIC CORP COM 74727710 10613 624340 SH SHARED 624340 D QLOGIC CORP COM 74727710 925 54454 SH SHARED 01 34600 19854 D QLOGIC CORP COM 74727710 1943 114341 SH SHARED 02 111841 2500 D QLOGIC CORP COM 74727710 340 20000 SH SHARED 04 20000 D QLOGIC CORP COM 74727710 410 24150 SH SHARED 06 22250 1900 D QLOGIC CORP COM 74727710 14723 866066 SH SHARED 10 865166 900 D QLOGIC CORP COM 74727710 15 900 SH SHARED 14 900 D QC HLDGS INC COM 74729T10 1 138 SH SHARED 138 D QUADRAMED CORP COM 74730W10 2 945 SH SHARED 945 D QUAKER CHEM CORP COM 74731610 5 244 SH SHARED 244 D QUAKER CHEM CORP COM 74731610 0 31 SH SHARED 02 31 D QUALCOMM INC COM 74752510 82823 1941484 SH SHARED 1939764 1720 D QUALCOMM INC COM 74752510 27643 647992 SH SHARED 01 192202 455790 D QUALCOMM INC COM 74752510 1767 41438 SH SHR/OTHR 01 41438 D QUALCOMM INC COM 74752510 38474 901891 SH SHARED 02 639415 262476 D QUALCOMM INC COM 74752510 7691 180300 SH SHARED 04 180300 D QUALCOMM INC COM 74752510 3656 85720 SH SHARED 05 85720 D QUALCOMM INC COM 74752510 7487 175524 SH SHARED 06 160924 14600 D QUALCOMM INC COM 74752510 152279 3569602 SH SHARED 10 2502947 790500 276155 D QUALCOMM INC COM 74752510 450 10550 SH SHR/OTHR 10 10550 D QUALCOMM INC COM 74752510 4701 110200 SH SHARED 14 110200 D QUALCOMM INC COM 74752510 2900 68000 SH SHARED 15 68000 D QUALCOMM INC COM 74752510 4683 109776 SH SHARED 20 16985 92791 D QUALCOMM INC COM 74752510 517 12125 SH SHR/OTHR 20 12125 D QUALCOMM INC COM 74752510 593 13906 SH SHARED 21 13906 D QUALCOMM INC COM 74752510 265 6220 SH SHR/OTHR 21 6220 D QUALCOMM INC COM 74752510 1532 35930 SH SHARED 22 24800 11130 D QUALCOMM INC COM 74752510 223 5250 SH SHR/OTHR 22 5250 D QUALCOMM INC COM 74752510 4827 113154 SH SHARED 23 101349 11805 D QUALCOMM INC COM 74752510 4312 101095 SH SHR/OTHR 23 101095 D QUALCOMM INC COM 74752510 65 1546 SH SHARED 24 1546 D QUALITY DISTR INC FLA COM 74756M10 883 102112 SH SHARED 102112 D QUALITY SYS INC COM 74758210 16 417 SH SHARED 417 D QUALITY SYS INC COM 74758210 1 49 SH SHARED 02 49 D QUALITY SYS INC COM 74758210 5140 128500 SH SHARED 04 128500 D QUALITY SYS INC COM 74758210 2524 63100 SH SHARED 10 63100 D QUALITY SYS INC COM 74758210 72 1800 SH SHARED 14 1800 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 48824 21063000 PRN SHARED 02 21063000 D QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE 1232 944000 PRN SHARED 02 944000 D QUANTA SVCS INC COM 74762E10 314 12462 SH SHARED 12462 D QUANTA SVCS INC COM 74762E10 1230 48800 SH SHARED 01 7700 41100 D QUANTA SVCS INC COM 74762E10 330 13107 SH SHARED 02 13107 D QUANTA SVCS INC COM 74762E10 1177 46700 SH SHARED 10 22500 24200 D QUANEX CORP DBCV 2.500% 5/1 747620AE 1022 590000 PRN SHARED 590000 D QUANEX CORP COM 74762010 7622 179990 SH SHARED 179990 D QUANEX CORP COM 74762010 855 20200 SH SHARED 01 20200 D QUANEX CORP COM 74762010 143 3395 SH SHARED 02 2855 540 D QUANEX CORP COM 74762010 3106 73350 SH SHARED 10 14400 58950 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 1 1339 SH SHARED 1339 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 2 1800 SH SHARED 01 1800 D QUANTUM CORP COM DSSG 74790620 2380 881757 SH SHARED 881757 D QUANTUM CORP COM DSSG 74790620 378 140280 SH SHARED 02 140280 D Q MED COM 74791410 1 278 SH SHARED 278 D QUEBECOR WORLD INC COM NON-VTG 74820310 25 1998 SH SHARED 1998 D QUEBECOR WORLD INC COM NON-VTG 74820310 2 200 SH SHARED 01 200 D QUEBECOR WORLD INC COM NON-VTG 74820310 456 35870 SH SHARED 02 35870 D QUEBECOR WORLD INC COM NON-VTG 74820310 5 400 SH SHARED 06 400 D QUEPASA CORP COM NEW 74833W20 1 166 SH SHARED 166 D QUEST DIAGNOSTICS INC COM 74834L10 21640 433935 SH SHARED 433935 D QUEST DIAGNOSTICS INC COM 74834L10 1816 36420 SH SHARED 01 272 36148 D QUEST DIAGNOSTICS INC COM 74834L10 9 200 SH SHR/OTHR 01 200 D QUEST DIAGNOSTICS INC COM 74834L10 10401 208566 SH SHARED 02 193831 14735 D QUEST DIAGNOSTICS INC COM 74834L10 68002 1363600 SH SHARED 04 1363600 D QUEST DIAGNOSTICS INC COM 74834L10 3605 72299 SH SHARED 06 16269 56030 D QUEST DIAGNOSTICS INC COM 74834L10 34904 699918 SH SHARED 10 668868 31050 D QUEST DIAGNOSTICS INC COM 74834L10 144 2900 SH SHARED 14 2900 D QUEST DIAGNOSTICS INC COM 74834L10 4338 87000 SH SHARED 15 87000 D QUEST DIAGNOSTICS INC COM 74834L10 3989 80000 SH SHARED 16 80000 D QUEST DIAGNOSTICS INC COM 74834L10 2527 50681 SH SHARED 20 7496 43185 D QUEST DIAGNOSTICS INC COM 74834L10 249 5000 SH SHR/OTHR 20 5000 D QUEST DIAGNOSTICS INC COM 74834L10 24 500 SH SHARED 22 500 D QUEST DIAGNOSTICS INC COM 74834L10 1199 24050 SH SHARED 23 23450 600 D QUEST DIAGNOSTICS INC COM 74834L10 1703 34150 SH SHR/OTHR 23 34150 D QUEST SOFTWARE INC COM 74834T10 1068 65697 SH SHARED 65697 D QUEST SOFTWARE INC COM 74834T10 418 25700 SH SHARED 01 25700 D QUEST SOFTWARE INC COM 74834T10 21 1350 SH SHARED 02 1350 D QUEST SOFTWARE INC COM 74834T10 299 18398 SH SHARED 10 5498 12900 D QUEST RESOURCE CORP COM NEW 74834930 4 499 SH SHARED 499 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 1 1038 SH SHARED 1038 D QUESTAR CORP COM 74835610 7672 86007 SH SHARED 86007 D QUESTAR CORP COM 74835610 1034 11600 SH SHARED 01 11600 D QUESTAR CORP COM 74835610 1150 12897 SH SHARED 02 12797 100 D QUESTAR CORP COM 74835610 833 9341 SH SHARED 06 8581 760 D QUESTAR CORP COM 74835610 3568 40000 SH SHARED 10 34700 5300 D QUICKLOGIC CORP COM 74837P10 1 702 SH SHARED 702 D QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB 2904 2000000 PRN SHARED 2000000 D QUICKSILVER RESOURCES INC COM 74837R10 11194 281479 SH SHARED 281479 D QUICKSILVER RESOURCES INC COM 74837R10 1916 48200 SH SHARED 01 48200 D QUICKSILVER RESOURCES INC COM 74837R10 246 6203 SH SHARED 02 6203 D QUICKSILVER RESOURCES INC COM 74837R10 1378 34660 SH SHARED 10 33960 700 D QUIKSILVER INC COM 74838C10 266 23014 SH SHARED 3014 20000 D QUIKSILVER INC COM 74838C10 25 2180 SH SHARED 01 2180 D QUIKSILVER INC COM 74838C10 2730 235347 SH SHARED 02 347 235000 D QUIKSILVER INC COM 74838C10 5180 446600 SH SHARED 10 418100 28500 D QUIDEL CORP COM 74838J10 9 767 SH SHARED 767 D QUIDEL CORP COM 74838J10 516 43000 SH SHARED 10 43000 D QUIGLEY CORP COM NEW 74838L30 1 203 SH SHARED 203 D QUIXOTE CORP COM 74905610 4 219 SH SHARED 219 D QUIXOTE CORP COM 74905610 17 850 SH SHARED 02 850 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 88744 53687000 PRN SHARED 53687000 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 5901 3570000 PRN SHARED 02 3570000 D QWEST COMMUNICATIONS INTL IN COM 74912110 35328 3929785 SH SHARED 3929785 D QWEST COMMUNICATIONS INTL IN COM 74912110 1899 211330 SH SHARED 01 211330 D QWEST COMMUNICATIONS INTL IN COM 74912110 3505 389938 SH SHARED 02 389156 782 D QWEST COMMUNICATIONS INTL IN COM 74912110 15010 1669700 SH SHARED 04 1669700 D QWEST COMMUNICATIONS INTL IN COM 74912110 7 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 2691 299440 SH SHARED 06 283150 16290 D QWEST COMMUNICATIONS INTL IN COM 74912110 7738 860821 SH SHARED 10 791921 68900 D QWEST COMMUNICATIONS INTL IN COM 74912110 50 5644 SH SHARED 14 5644 D QWEST COMMUNICATIONS INTL IN COM 74912110 1528 170000 SH SHARED 15 170000 D QUOVADX INC COM 74913K10 2 952 SH SHARED 952 D RAIT FINANCIAL TRUST COM 74922710 130712 4678341 SH SHARED 4678341 D RAIT FINANCIAL TRUST COM 74922710 67 2400 SH SHARED 01 2400 D RAIT FINANCIAL TRUST COM 74922710 209 7502 SH SHARED 02 1402 6100 D RAIT FINANCIAL TRUST COM 74922710 2249 80500 SH SHARED 10 80500 D RCM TECHNOLOGIES INC COM NEW 74936040 2 290 SH SHARED 290 D RCN CORP COM NEW 74936120 52 2039 SH SHARED 2039 D RCN CORP COM NEW 74936120 523 20500 SH SHARED 01 20500 D RCN CORP COM NEW 74936120 2072 81100 SH SHARED 02 81100 D RCN CORP COM NEW 74936120 383 15000 SH SHARED 10 15000 D RC2 CORP COM 74938810 748 18533 SH SHARED 18533 D RC2 CORP COM 74938810 165 4100 SH SHARED 01 4100 D RC2 CORP COM 74938810 157 3908 SH SHARED 02 3553 355 D RC2 CORP COM 74938810 93 2327 SH SHARED 10 427 1900 D RF MONOLITHICS INC COM 74955F10 1 222 SH SHARED 222 D RGC RES INC COM 74955L10 1 52 SH SHARED 52 D R H DONNELLEY CORP COM NEW 74955W30 7061 99618 SH SHARED 99618 D R H DONNELLEY CORP COM NEW 74955W30 1172 16544 SH SHARED 01 10080 6464 D R H DONNELLEY CORP COM NEW 74955W30 107 1512 SH SHR/OTHR 01 1512 D R H DONNELLEY CORP COM NEW 74955W30 98 1393 SH SHARED 02 993 400 D R H DONNELLEY CORP COM NEW 74955W30 39917 563097 SH SHARED 10 562212 885 D R H DONNELLEY CORP COM NEW 74955W30 7 100 SH SHR/OTHR 20 100 D R H DONNELLEY CORP COM NEW 74955W30 18 255 SH SHR/OTHR 21 255 D R H DONNELLEY CORP COM NEW 74955W30 1389 19600 SH SHARED 23 19600 D RLI CORP COM 74960710 29 541 SH SHARED 541 D RLI CORP COM 74960710 16 300 SH SHARED 02 300 D RLI CORP COM 74960710 900 16400 SH SHARED 10 10000 6400 D RMR REAL ESTATE FD SH BEN INT 74963F10 3043 178700 SH SHARED 178700 D RMR HOSPITALITY REAL ESTATE COM 74963J10 1292 58490 SH SHARED 58490 D RPC INC COM 74966010 31725 1904274 SH SHARED 1904274 D RPC INC COM 74966010 102 6150 SH SHARED 01 6150 D RPC INC COM 74966010 833 50000 SH SHARED 10 50000 D RPM INTL INC COM 74968510 1372 59432 SH SHARED 49583 9849 D RPM INTL INC COM 74968510 759 32900 SH SHARED 01 32900 D RPM INTL INC COM 74968510 343 14851 SH SHARED 02 14551 300 D RPM INTL INC COM 74968510 388 16800 SH SHARED 10 13100 3700 D RTI INTL METALS INC COM 74973W10 11245 123568 SH SHARED 123568 D RTI INTL METALS INC COM 74973W10 1365 15000 SH SHARED 01 15000 D RTI INTL METALS INC COM 74973W10 1365 15000 SH SHR/OTHR 01 15000 D RTI INTL METALS INC COM 74973W10 125 1374 SH SHARED 02 1374 D RTI INTL METALS INC COM 74973W10 47816 525400 SH SHARED 10 525400 D RTW INC COM NEW 74974R20 0 99 SH SHARED 99 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 201 200000 PRN SHARED 200000 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 7072 7016000 PRN SHARED 02 7016000 D RF MICRODEVICES INC COM 74994110 149 24055 SH SHARED 24055 D RF MICRODEVICES INC COM 74994110 623 100100 SH SHARED 01 100100 D RF MICRODEVICES INC COM 74994110 287 46147 SH SHARED 02 21247 24900 D RF MICRODEVICES INC COM 74994110 197 31700 SH SHARED 06 31700 D RF MICRODEVICES INC COM 74994110 6104 979840 SH SHARED 10 27940 951900 D RACKABLE SYS INC COM 75007710 12 709 SH SHARED 709 D RACKABLE SYS INC COM 75007710 8 500 SH SHARED 02 500 D RACKABLE SYS INC COM 75007710 169 10000 SH SHARED 04 10000 D RACKABLE SYS INC COM 75007710 2032 119745 SH SHARED 10 119745 D RADIAN GROUP INC COM 75023610 68842 1254411 SH SHARED 1243836 10575 D RADIAN GROUP INC COM 75023610 5615 102315 SH SHARED 01 75965 26350 D RADIAN GROUP INC COM 75023610 523 9541 SH SHARED 02 9245 296 D RADIAN GROUP INC COM 75023610 2765 50389 SH SHARED 04 37709 12680 D RADIAN GROUP INC COM 75023610 197 3590 SH SHARED 06 2350 1240 D RADIAN GROUP INC COM 75023610 1328 24200 SH SHARED 10 24000 200 D RADIAN GROUP INC COM 75023610 338 6163 SH SHARED 14 6163 D RADIAN GROUP INC COM 75023610 5613 102291 SH SHARED 19 102291 D RADIANT SYSTEMS INC COM 75025N10 7 606 SH SHARED 606 D RADIANT SYSTEMS INC COM 75025N10 0 75 SH SHARED 02 75 D RADIATION THERAPY SVCS INC COM 75032320 158 5185 SH SHARED 5185 D RADIATION THERAPY SVCS INC COM 75032320 3 100 SH SHARED 02 100 D RADIATION THERAPY SVCS INC COM 75032320 24 786 SH SHARED 10 786 D RADIO ONE INC CL A 75040P10 221 34219 SH SHARED 34219 D RADIO ONE INC CL A 75040P10 0 1 SH SHARED 01 1 D RADIO ONE INC CL D NON VTG 75040P40 2166 335369 SH SHARED 335369 D RADIO ONE INC CL D NON VTG 75040P40 191 29700 SH SHARED 01 29700 D RADIO ONE INC CL D NON VTG 75040P40 57 8925 SH SHARED 02 8925 D RADIO ONE INC CL D NON VTG 75040P40 393 60964 SH SHARED 10 34064 26900 D RADIO ONE INC CL D NON VTG 75040P40 1107 171500 SH SHARED 14 171500 D RADIOSHACK CORP COM 75043810 3108 114996 SH SHARED 114996 D RADIOSHACK CORP COM 75043810 556 20600 SH SHARED 01 20600 D RADIOSHACK CORP COM 75043810 869 32154 SH SHARED 02 23554 8600 D RADIOSHACK CORP COM 75043810 358 13250 SH SHARED 06 12550 700 D RADIOSHACK CORP COM 75043810 1785 66040 SH SHARED 10 65040 1000 D RADISYS CORP COM 75045910 8 537 SH SHARED 537 D RADISYS CORP COM 75045910 1 63 SH SHARED 02 63 D RADISYS CORP COM 75045910 377 23100 SH SHARED 10 23100 D RADNET INC COM 75049110 415 72850 SH SHARED 72850 D RAE SYS INC COM 75061P10 162 56687 SH SHARED 56687 D RADYNE CORP COM NEW 75061140 4 460 SH SHARED 460 D RAINIER PAC FINL GROUP INC COM 75087U10 2 140 SH SHARED 140 D RAINMAKER SYSTEMS COM NEW 75087530 3393 403975 SH SHARED 403975 D RAMBUS INC DEL NOTE 2/0 750917AB 5348 4849000 PRN SHARED 4849000 D RAMBUS INC DEL COM 75091710 15697 738693 SH SHARED 738693 D RAMBUS INC DEL COM 75091710 46 2200 SH SHARED 01 2200 D RAMBUS INC DEL COM 75091710 44 2072 SH SHARED 02 1072 1000 D RAMBUS INC DEL COM 75091710 12 600 SH SHARED 10 600 D RALCORP HLDGS INC NEW COM 75102810 42 664 SH SHARED 664 D RALCORP HLDGS INC NEW COM 75102810 366 5695 SH SHARED 01 3920 1775 D RALCORP HLDGS INC NEW COM 75102810 15 247 SH SHARED 02 157 90 D RALCORP HLDGS INC NEW COM 75102810 32503 505500 SH SHARED 10 478800 26700 D RALCORP HLDGS INC NEW COM 75102810 51 800 SH SHARED 21 800 D RALCORP HLDGS INC NEW COM 75102810 8 133 SH SHR/OTHR 23 133 D RAM ENERGY RESOURCES INC COM 75130P10 1 386 SH SHARED 386 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 15 431 SH SHARED 431 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 31 880 SH SHARED 02 880 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 274 7700 SH SHARED 10 7700 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 30853 864000 SH SHARED 11 864000 D RAMTRON INTL CORP COM NEW 75190730 1 452 SH SHARED 452 D RANDGOLD RES LTD ADR 75234430 3473 145284 SH SHARED 145284 D RANDGOLD RES LTD ADR 75234430 1116 46700 SH SHARED 04 46700 D RANDGOLD RES LTD ADR 75234430 19773 827000 SH SHARED 10 827000 D RANGE RES CORP COM 75281A10 6773 202788 SH SHARED 202788 D RANGE RES CORP COM 75281A10 16 500 SH SHARED 01 500 D RANGE RES CORP COM 75281A10 5136 153776 SH SHARED 02 109264 44512 D RANGE RES CORP COM 75281A10 133 4000 SH SHARED 06 3000 1000 D RANGE RES CORP COM 75281A10 2895 86684 SH SHARED 10 75284 11400 D RANGE RES CORP COM 75281A10 1690 50600 SH SHARED 14 50600 D RARE HOSPITALITY INTL INC COM 75382010 26 868 SH SHARED 868 D RARE HOSPITALITY INTL INC COM 75382010 94 3150 SH SHARED 01 3150 D RARE HOSPITALITY INTL INC COM 75382010 2 90 SH SHARED 02 90 D RARE HOSPITALITY INTL INC COM 75382010 201 6700 SH SHARED 10 6700 D RASER TECHNOLOGIES INC COM 75405510 155 29900 SH SHARED 29900 D RAVEN INDS INC COM 75421210 12 446 SH SHARED 446 D RAYMOND JAMES FINANCIAL INC COM 75473010 474 15960 SH SHARED 15960 D RAYMOND JAMES FINANCIAL INC COM 75473010 1741 58525 SH SHARED 01 27800 30725 D RAYMOND JAMES FINANCIAL INC COM 75473010 423 14239 SH SHARED 02 11879 2360 D RAYMOND JAMES FINANCIAL INC COM 75473010 386 13000 SH SHARED 10 13000 D RAYMOND JAMES FINANCIAL INC COM 75473010 80 2700 SH SHARED 21 2700 D RAYONIER INC COM 75490710 3188 74144 SH SHARED 74144 D RAYONIER INC COM 75490710 1372 31922 SH SHARED 01 5300 26622 D RAYONIER INC COM 75490710 754 17558 SH SHARED 02 10258 7300 D RAYONIER INC COM 75490710 3655 85000 SH SHARED 04 85000 D RAYONIER INC COM 75490710 12 300 SH SHARED 10 300 D RAYTHEON CO *W EXP 06/16/201 75511111 2112 121782 SH SHARED 02 121782 D RAYTHEON CO *W EXP 06/16/201 75511111 7 412 SH SHARED 10 279 133 D RAYTHEON CO COM NEW 75511150 86319 1645436 SH SHARED 1187136 458300 D RAYTHEON CO COM NEW 75511150 5339 101786 SH SHARED 01 12263 89523 D RAYTHEON CO COM NEW 75511150 51 987 SH SHR/OTHR 01 987 D RAYTHEON CO COM NEW 75511150 3811 72652 SH SHARED 02 70431 2221 D RAYTHEON CO COM NEW 75511150 9486 180836 SH SHARED 04 180836 D RAYTHEON CO COM NEW 75511150 3884 74041 SH SHARED 06 69851 4190 D RAYTHEON CO COM NEW 75511150 129114 2461205 SH SHARED 10 949380 799900 711925 D RAYTHEON CO COM NEW 75511150 500 9537 SH SHARED 14 9537 D RAYTHEON CO COM NEW 75511150 5754 109701 SH SHARED 16 109701 D RAYTHEON CO COM NEW 75511150 38 725 SH SHARED 20 725 D RAYTHEON CO COM NEW 75511150 146 2800 SH SHR/OTHR 20 2800 D RAYTHEON CO COM NEW 75511150 47 900 SH SHARED 21 900 D RAYTHEON CO COM NEW 75511150 16 310 SH SHR/OTHR 21 310 D RAYTHEON CO COM NEW 75511150 110 2100 SH SHR/OTHR 22 2100 D RAYTHEON CO COM NEW 75511150 326 6225 SH SHARED 23 6225 D RAYTHEON CO COM NEW 75511150 429 8183 SH SHR/OTHR 23 8183 D RBC BEARINGS INC COM 75524B10 15 472 SH SHARED 472 D RBC 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815 SH SHARED 20 815 D ROCKWELL COLLINS INC COM 77434110 284 4250 SH SHR/OTHR 20 4250 D ROCKWELL COLLINS INC COM 77434110 539 8065 SH SHARED 22 6775 1290 D ROCKWELL COLLINS INC COM 77434110 1021 15260 SH SHARED 23 12760 2500 D ROCKWELL COLLINS INC COM 77434110 599 8950 SH SHR/OTHR 23 8950 D ROCKWELL MEDICAL TECH COM 77437410 1 249 SH SHARED 249 D ROCKWOOD HLDGS INC COM 77441510 50051 1808236 SH SHARED 1808236 D ROCKWOOD HLDGS INC COM 77441510 3464 125168 SH SHARED 02 125168 D ROCKY BRANDS INC COM 77451510 1 122 SH SHARED 122 D ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 77467840 1 131 SH SHARED 131 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 8843 149441 SH SHARED 148741 700 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 26 440 SH SHARED 02 240 200 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 639 10800 SH SHARED 06 10800 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 355 6000 SH SHARED 10 6000 D ROGERS COMMUNICATIONS INC CL B 77510920 5741 175261 SH SHARED 175261 D ROGERS COMMUNICATIONS INC CL B 77510920 225 6886 SH SHARED 01 6886 D ROGERS COMMUNICATIONS INC CL B 77510920 0 7 SH SHARED 02 7 D ROGERS COMMUNICATIONS INC CL B 77510920 6 200 SH SHARED 05 200 D ROGERS COMMUNICATIONS INC CL B 77510920 100 3062 SH SHARED 06 1262 1800 D ROGERS COMMUNICATIONS INC CL B 77510920 599 18300 SH SHARED 10 600 17700 D ROGERS COMMUNICATIONS INC CL B 77510920 553 16906 SH SHARED 14 16906 D ROGERS COMMUNICATIONS INC CL B 77510920 13 400 SH SHARED 19 400 D ROGERS COMMUNICATIONS INC CL B 77510920 95 2920 SH SHARED 21 2920 D ROGERS CORP COM 77513310 19 446 SH SHARED 446 D ROGERS CORP COM 77513310 160 3619 SH SHARED 02 3619 D ROGERS CORP COM 77513310 833 18800 SH SHARED 10 18800 D ROHM & HAAS CO COM 77537110 7669 148286 SH SHARED 148286 D ROHM & HAAS CO COM 77537110 1333 25779 SH SHARED 01 25779 D ROHM & HAAS CO COM 77537110 1461 28256 SH SHARED 02 26126 2130 D ROHM & HAAS CO COM 77537110 6 130 SH SHARED 05 130 D ROHM & HAAS CO COM 77537110 813 15736 SH SHARED 06 14486 1250 D ROHM & HAAS CO COM 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SH SHARED 01 3100 D SPSS INC COM 78462K10 2 57 SH SHARED 02 57 D SPSS INC COM 78462K10 3595 99600 SH SHARED 10 99600 D S1 CORPORATION COM 78463B10 439 73166 SH SHARED 73166 D SPX CORP COM 78463510 20614 293648 SH SHARED 293648 D SPX CORP COM 78463510 2451 34920 SH SHARED 01 3200 31720 D SPX CORP COM 78463510 4013 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 765 10901 SH SHARED 02 10901 D SPX CORP COM 78463510 204 2920 SH SHARED 06 2550 370 D SPX CORP COM 78463510 694 9900 SH SHARED 10 8400 1500 D SRS LABS INC COM 78464M10 6462 463903 SH SHARED 463903 D SRA INTL INC CL A 78464R10 4630 190085 SH SHARED 190085 D SRA INTL INC CL A 78464R10 901 37000 SH SHARED 01 18000 19000 D SRA INTL INC CL A 78464R10 99 4100 SH SHARED 02 4100 D SRA INTL INC CL A 78464R10 4 200 SH SHARED 10 200 D SRI/SURGICAL EXPRESS INC COM 78464W10 182 36200 SH SHARED 36200 D SM&A COM 78465D10 2 376 SH SHARED 376 D STEC INC COM 78477410 3 475 SH SHARED 475 D STEC INC COM 78477410 25 3617 SH SHARED 02 3617 D STEC INC COM 78477410 3662 520200 SH SHARED 10 520200 D SVB FINL GROUP COM 78486Q10 165 3405 SH SHARED 3405 D SVB FINL GROUP COM 78486Q10 762 15700 SH SHARED 01 15700 D SVB FINL GROUP COM 78486Q10 400 8252 SH SHARED 02 3552 4700 D SVB FINL GROUP COM 78486Q10 189 3900 SH SHARED 10 3900 D SABA SOFTWARE INC COM NEW 78493260 3 555 SH SHARED 555 D SPAR GROUP INC COM 78493310 0 88 SH SHARED 88 D SWS GROUP INC COM 78503N10 7235 291623 SH SHARED 291623 D SWS GROUP INC COM 78503N10 2 110 SH SHARED 02 110 D SWS GROUP INC COM 78503N10 186 7500 SH SHARED 10 7500 D S Y BANCORP INC COM 78506010 7 313 SH SHARED 313 D SABINE ROYALTY TR UNIT BEN INT 78568810 2267 55000 SH SHARED 55000 D SABINE ROYALTY TR UNIT BEN INT 78568810 98 2400 SH SHARED 01 2400 D SABINE ROYALTY TR UNIT BEN INT 78568810 461 11200 SH SHARED 02 11200 D SABINE ROYALTY TR UNIT BEN INT 78568810 251 6100 SH SHARED 10 6100 D SABINE ROYALTY TR UNIT BEN INT 78568810 20 500 SH SHR/OTHR 23 500 D SABRE HLDGS CORP CL A 78590510 32273 985442 SH 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3098778 SH SHARED 10 533278 1519800 1045700 D SAFEWAY INC COM NEW 78651420 1107 30215 SH SHARED 14 30215 D SAFLINK CORP COM NEW 78657830 0 900 SH SHARED 900 D SAGA COMMUNICATIONS CL A 78659810 668 68741 SH SHARED 68741 D SAIA INC COM 78709Y10 324 13660 SH SHARED 13660 D SAIA INC COM 78709Y10 54 2300 SH SHARED 02 900 1400 D ST JOE CO COM 79014810 2954 56484 SH SHARED 56484 D ST JOE CO COM 79014810 209 4000 SH SHR/OTHR 01 4000 D ST JOE CO COM 79014810 442 8454 SH SHARED 02 4610 3844 D ST JOE CO COM 79014810 272 5210 SH SHARED 06 1750 3460 D ST JOE CO COM 79014810 659 12600 SH SHARED 10 12500 100 D ST JUDE MED INC COM 79084910 1162 30900 SH SHARED 30900 D ST JUDE MED INC COM 79084910 13845 368129 SH SHARED 366129 2000 D ST JUDE MED INC COM 79084910 10706 284671 SH SHARED 01 113162 171509 D ST JUDE MED INC COM 79084910 1696 45096 SH SHR/OTHR 01 45096 D ST JUDE MED INC COM 79084910 3267 86871 SH SHARED 02 78351 8520 D ST JUDE MED INC COM 79084910 13019 346165 SH SHARED 04 346165 D ST JUDE MED INC COM 79084910 2192 58300 SH SHARED 05 58300 D ST JUDE MED INC COM 79084910 1425 37905 SH SHARED 06 34765 3140 D ST JUDE MED INC COM 79084910 30774 818254 SH SHARED 10 716124 102130 D ST JUDE MED INC COM 79084910 1078 28675 SH SHR/OTHR 10 28675 D ST JUDE MED INC COM 79084910 2103 55916 SH SHARED 14 3900 52016 D ST JUDE MED INC COM 79084910 246 6550 SH SHARED 15 6550 D ST JUDE MED INC COM 79084910 1645 43753 SH SHARED 20 11533 32220 D ST JUDE MED INC COM 79084910 1495 39760 SH SHR/OTHR 20 39760 D ST JUDE MED INC COM 79084910 265 7070 SH SHARED 21 7070 D ST JUDE MED INC COM 79084910 22 600 SH SHR/OTHR 21 600 D ST JUDE MED INC COM 79084910 430 11446 SH SHARED 22 6531 4915 D ST JUDE MED INC COM 79084910 62 1650 SH SHR/OTHR 22 1650 D ST JUDE MED INC COM 79084910 1692 44992 SH SHARED 23 41317 3675 D ST JUDE MED INC COM 79084910 2093 55650 SH SHR/OTHR 23 55650 D ST JUDE MED INC COM 79084910 356 9475 SH SHARED 24 9475 D ST MARY LD & EXPL CO COM 79222810 5006 136479 SH SHARED 136479 D ST MARY LD & EXPL CO COM 79222810 630 17180 SH SHARED 02 17180 D ST MARY LD & EXPL CO COM 79222810 7523 205100 SH SHARED 10 200700 4400 D ST MARY LD & EXPL CO COM 79222810 51 1400 SH SHARED 21 1400 D SAKS INC NOTE 2.000% 3/1 79377WAL 1946 1090000 PRN SHARED 02 1090000 D SAKS INC COM 79377W10 63637 3053639 SH SHARED 3053639 D SAKS INC COM 79377W10 810 38900 SH SHARED 01 38900 D SAKS INC COM 79377W10 459 22044 SH SHARED 02 22044 D SAKS INC COM 79377W10 473 22700 SH SHARED 06 22700 D SAKS INC COM 79377W10 22663 1087500 SH SHARED 10 23100 733400 331000 D SALARY COM INC COM 79400610 1729 155374 SH SHARED 155374 D SALEM COMMUNICATIONS CORP DE CL A 79409310 3 253 SH SHARED 253 D SALEM COMMUNICATIONS CORP DE CL A 79409310 30 2400 SH SHARED 10 2400 D SALESFORCE COM INC COM 79466L30 179 4192 SH SHARED 4192 D SALESFORCE COM INC COM 79466L30 281 6575 SH SHARED 01 6575 D SALESFORCE COM INC COM 79466L30 492 11508 SH SHARED 02 10734 774 D SALESFORCE COM INC COM 79466L30 9947 232320 SH SHARED 10 231620 700 D SALIX PHARMACEUTICALS INC COM 79543510 748 59426 SH SHARED 56926 2500 D SALIX PHARMACEUTICALS INC COM 79543510 39 3109 SH SHARED 02 1409 1700 D SALIX PHARMACEUTICALS INC COM 79543510 62 4953 SH SHARED 10 4953 D SALLY BEAUTY HLDGS INC COM 79546E10 1074 116971 SH SHARED 116971 D SALLY BEAUTY HLDGS INC COM 79546E10 95 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 13 1481 SH SHARED 02 1481 D SALLY BEAUTY HLDGS INC COM 79546E10 52 5700 SH SHR/OTHR 10 5700 D SALLY BEAUTY HLDGS INC COM 79546E10 21 2351 SH SHARED 14 2351 D SALLY BEAUTY HLDGS INC COM 79546E10 9 1000 SH SHARED 20 1000 D SALLY BEAUTY HLDGS INC COM 79546E10 36 4000 SH SHR/OTHR 20 4000 D SAMARITAN PHARMACEUTICALS COM 79586Q10 1 3902 SH SHARED 3902 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 2499 80000 SH SHARED 80000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 109 3500 SH SHR/OTHR 01 3500 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 4 431 SH SHARED 431 D SANDERSON FARMS INC COM 80001310 1267 34214 SH SHARED 34214 D SANDERSON FARMS INC COM 80001310 1 46 SH SHARED 02 46 D SANDERSON FARMS INC COM 80001310 88 2400 SH SHARED 10 2400 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 3850 4400000 PRN SHARED 4400000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 4375 5000000 PRN SHARED 02 5000000 D SANDISK CORP COM 80004C10 73146 1670013 SH SHARED 1670013 D SANDISK CORP COM 80004C10 1977 45154 SH SHARED 01 45154 D SANDISK CORP COM 80004C10 15299 349293 SH SHARED 02 349068 225 D SANDISK CORP COM 80004C10 657 15000 SH SHARED 04 15000 D SANDISK CORP COM 80004C10 972 22210 SH SHARED 06 20750 1460 D SANDISK CORP COM 80004C10 14144 322931 SH SHARED 10 320731 2200 D SANDISK CORP COM 80004C10 1927 44000 SH SHARED 14 44000 D SANDY SPRING BANCORP INC COM 80036310 13 379 SH SHARED 379 D SANDY SPRING BANCORP INC COM 80036310 5 150 SH SHARED 02 150 D SANDY SPRING BANCORP INC COM 80036310 971 28050 SH SHARED 10 28050 D SANFILIPPO JOHN B & SON INC COM 80042210 2 209 SH SHARED 209 D SANGAMO BIOSCIENCES INC COM 80067710 5 737 SH SHARED 737 D SANMINA SCI CORP COM 80090710 15807 4366820 SH SHARED 4366820 D SANMINA SCI CORP COM 80090710 256 70800 SH SHARED 01 70800 D SANMINA SCI CORP COM 80090710 1575 435296 SH SHARED 02 427176 8120 D SANMINA SCI CORP COM 80090710 203 56350 SH SHARED 06 52850 3500 D SANMINA SCI CORP COM 80090710 1333 368255 SH SHARED 10 358455 9800 D SANMINA SCI CORP COM 80090710 193 53350 SH SHARED 14 53350 D SANOFI AVENTIS SPONSORED ADR 80105N10 9595 220535 SH SHARED 220535 D SANOFI AVENTIS SPONSORED ADR 80105N10 87 2005 SH SHARED 02 2005 D SANOFI AVENTIS SPONSORED ADR 80105N10 1457 33500 SH SHARED 10 33500 D SANOFI AVENTIS SPONSORED ADR 80105N10 443 10200 SH SHARED 14 10200 D SANTANDER BANCORP COM 80280910 584 33192 SH SHARED 33192 D SANTARUS INC COM 80281730 6 973 SH SHARED 973 D SANTARUS INC COM 80281730 9 1402 SH SHARED 02 1402 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1137 25475 SH SHARED 25475 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1 23 SH SHARED 23 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 781 17500 SH SHARED 01 12100 5400 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 4799 107500 SH SHARED 04 107500 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 19848 444525 SH SHARED 10 412725 31800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 198 4440 SH SHARED 19 4440 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 348 7800 SH SHARED 24 7800 D SAPIENT CORP COM 80306210 93 13588 SH SHARED 13588 D SAPIENT CORP COM 80306210 4 600 SH SHARED 02 600 D SAPIENT CORP COM 80306210 1783 260000 SH SHARED 04 260000 D SAPIENT CORP COM 80306210 19 2898 SH SHARED 10 2898 D SAPPI LTD SPON ADR NEW 80306920 2864 183526 SH SHARED 183526 D SARA LEE CORP COM 80311110 325268 19223933 SH SHARED 19211648 12285 D SARA LEE CORP COM 80311110 1793 106010 SH SHARED 01 106010 D SARA LEE CORP COM 80311110 170 10075 SH SHR/OTHR 01 10075 D SARA LEE CORP COM 80311110 11481 678568 SH SHARED 02 645532 33036 D SARA LEE CORP COM 80311110 786 46500 SH SHARED 04 46500 D SARA LEE CORP COM 80311110 7 420 SH SHARED 05 420 D SARA LEE CORP COM 80311110 1393 82350 SH SHARED 06 75600 6750 D SARA LEE CORP COM 80311110 6469 382368 SH SHARED 10 310678 71690 D SARA LEE CORP COM 80311110 343 20300 SH SHARED 14 20300 D SARA LEE CORP COM 80311110 4060 240000 SH SHARED 16 240000 D SARA LEE CORP COM 80311110 636 37635 SH SHARED 20 37635 D SARA LEE CORP COM 80311110 270 16000 SH SHR/OTHR 20 16000 D SARA LEE CORP COM 80311110 8 500 SH SHR/OTHR 22 500 D SARA LEE CORP COM 80311110 8 500 SH SHARED 23 500 D SARA LEE CORP COM 80311110 240 14200 SH SHR/OTHR 23 14200 D SASOL LTD SPONSORED ADR 80386630 965 29200 SH SHARED 29200 D SASOL LTD SPONSORED ADR 80386630 380 11500 SH SHARED 02 10000 1500 D SASOL LTD SPONSORED ADR 80386630 1652 50000 SH SHARED 04 50000 D SASOL LTD SPONSORED ADR 80386630 1322 40000 SH SHARED 05 40000 D SATCON TECHNOLOGY CORP COM 80389310 1 904 SH SHARED 904 D SATYAM COMPUTER SERVICES LTD ADR 80409810 10129 446215 SH SHARED 446215 D SATYAM COMPUTER SERVICES LTD ADR 80409810 2882 127000 SH SHARED 04 127000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 908 40000 SH SHARED 10 40000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 68 3000 SH SHARED 19 3000 D SAUER-DANFOSS INC COM 80413710 441 14663 SH SHARED 14663 D SAUER-DANFOSS INC COM 80413710 78 2600 SH SHARED 01 2600 D SAUER-DANFOSS INC COM 80413710 12 420 SH SHARED 02 420 D SAUER-DANFOSS INC COM 80413710 1818 60400 SH SHARED 10 9700 50700 D SAUL CTRS INC COM 80439510 15 276 SH SHARED 276 D SAUL CTRS INC COM 80439510 1256 22090 SH SHARED 02 22090 D SAUL CTRS INC COM 80439510 364 6400 SH SHARED 10 6400 D SAUL CTRS INC COM 80439510 839 14750 SH SHR/OTHR 23 14750 D SAVANNAH BANCORP INC COM 80474810 3 141 SH SHARED 141 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 107 8970 SH SHARED 8970 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 74 6200 SH SHARED 01 6200 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 585 48717 SH SHARED 02 28717 20000 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 336 28000 SH SHARED 10 28000 D SAVVIS INC COM NEW 80542330 24 512 SH SHARED 512 D SAVVIS INC COM NEW 80542330 1805 37700 SH SHARED 01 35000 2700 D SAVVIS INC COM NEW 80542330 1675 35000 SH SHR/OTHR 01 35000 D SAVVIS INC COM NEW 80542330 962 20100 SH SHARED 10 19600 500 D SCANA CORP NEW COM 80589M10 3724 86271 SH SHARED 75331 10940 D SCANA CORP NEW COM 80589M10 1795 41591 SH SHARED 01 41591 D SCANA CORP NEW COM 80589M10 63 1461 SH SHR/OTHR 01 1461 D SCANA CORP NEW COM 80589M10 776 17996 SH SHARED 02 13298 4698 D SCANA CORP NEW COM 80589M10 126 2920 SH SHARED 06 2400 520 D SCANA CORP NEW COM 80589M10 1575 36500 SH SHARED 10 400 36100 D SCANA CORP NEW COM 80589M10 112 2600 SH SHARED 23 2600 D SCANA CORP NEW COM 80589M10 351 8150 SH SHR/OTHR 23 8150 D SCANSOURCE INC COM 80603710 17 657 SH SHARED 657 D SCANSOURCE INC COM 80603710 2 76 SH SHARED 02 76 D SCANSOURCE INC COM 80603710 8749 326000 SH SHARED 10 318500 7500 D SCHAWK INC CL A 80637310 97 5400 SH SHARED 5400 D SCHAWK INC CL A 80637310 4 261 SH SHARED 261 D SCHAWK INC CL A 80637310 52 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 954 52711 SH SHARED 02 52711 D SCHAWK INC CL A 80637310 5338 294800 SH SHARED 10 294800 D SCHEIN HENRY INC COM 80640710 1753 31778 SH SHARED 31778 D SCHEIN HENRY INC COM 80640710 2367 42900 SH SHARED 01 15700 27200 D SCHEIN HENRY INC COM 80640710 542 9828 SH SHARED 02 9828 D SCHEIN HENRY INC COM 80640710 5274 95580 SH SHARED 10 95580 D SCHEIN HENRY INC COM 80640710 96 1750 SH SHARED 21 1750 D SCHERING PLOUGH CORP COM 80660510 60700 2379488 SH SHARED 2254788 124700 D SCHERING PLOUGH CORP COM 80660510 45735 1792834 SH SHARED 01 7500 1785334 D SCHERING PLOUGH CORP COM 80660510 19 750 SH SHR/OTHR 01 750 D SCHERING PLOUGH CORP COM 80660510 7603 298040 SH SHARED 02 217430 80610 D SCHERING PLOUGH CORP COM 80660510 411 16150 SH SHARED 04 16150 D SCHERING PLOUGH CORP COM 80660510 4948 194000 SH SHARED 06 194000 D SCHERING PLOUGH CORP COM 80660510 139414 5465102 SH SHARED 10 979332 2840700 1645070 D SCHERING PLOUGH CORP COM 80660510 30 1200 SH SHR/OTHR 10 1200 D SCHERING PLOUGH CORP COM 80660510 1132 44400 SH SHARED 14 44400 D SCHERING PLOUGH CORP COM 80660510 1913 75000 SH SHARED 18 75000 D SCHERING PLOUGH CORP COM 80660510 235 9247 SH SHARED 20 9247 D SCHERING PLOUGH CORP COM 80660510 372 14600 SH SHR/OTHR 20 14600 D SCHERING PLOUGH CORP COM 80660510 18747 734920 SH SHARED 22 734920 D SCHERING PLOUGH CORP COM 80660510 51 2000 SH SHARED 23 2000 D SCHERING PLOUGH CORP COM 80660510 871 34150 SH SHR/OTHR 23 34150 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 1582 26896 SH SHARED 02 25046 1850 D SCHIFF NUTRITION INTL INC COM 80669310 1 276 SH SHARED 276 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 25726 13413000 PRN SHARED 02 13413000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 9973 5200000 PRN SHARED 04 5200000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 21646 12285000 PRN SHARED 02 12285000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 1356 770000 PRN SHARED 06 770000 D SCHLUMBERGER LTD COM 80685710 1689 24450 SH SHARED 24450 D SCHLUMBERGER LTD COM 80685710 128423 1858513 SH SHARED 1277503 581010 D SCHLUMBERGER LTD COM 80685710 16553 239553 SH SHARED 01 45587 193966 D SCHLUMBERGER LTD COM 80685710 1391 20144 SH SHR/OTHR 01 20144 D SCHLUMBERGER LTD COM 80685710 15797 228625 SH SHARED 02 188839 39786 D SCHLUMBERGER LTD COM 80685710 331175 4792700 SH SHARED 04 4771950 20750 D SCHLUMBERGER LTD COM 80685710 35 520 SH SHARED 05 520 D SCHLUMBERGER LTD COM 80685710 60287 872474 SH SHARED 06 572494 299980 D SCHLUMBERGER LTD COM 80685710 238565 3452473 SH SHARED 10 2000423 1077200 374850 D SCHLUMBERGER LTD COM 80685710 677 9800 SH SHR/OTHR 10 9800 D SCHLUMBERGER LTD COM 80685710 8153 117992 SH SHARED 14 38000 79992 D SCHLUMBERGER LTD COM 80685710 1492 21598 SH SHARED 15 21598 D SCHLUMBERGER LTD COM 80685710 4215 61000 SH SHARED 16 61000 D SCHLUMBERGER LTD COM 80685710 435 6300 SH SHARED 19 6300 D SCHLUMBERGER LTD COM 80685710 1208 17487 SH SHARED 20 3925 13562 D SCHLUMBERGER LTD COM 80685710 276 4000 SH SHR/OTHR 20 4000 D SCHLUMBERGER LTD COM 80685710 912 13200 SH SHR/OTHR 21 13200 D SCHLUMBERGER LTD COM 80685710 956 13835 SH SHARED 22 10225 3610 D SCHLUMBERGER LTD COM 80685710 62 900 SH SHR/OTHR 22 900 D SCHLUMBERGER LTD COM 80685710 6660 96391 SH SHARED 23 93191 3200 D SCHLUMBERGER LTD COM 80685710 10652 154155 SH SHR/OTHR 23 154155 D SCHLUMBERGER LTD COM 80685710 2657 38457 SH SHARED 24 9397 29060 D SCHNITZER STL INDS CL A 80688210 1144 28496 SH SHARED 28496 D SCHNITZER STL INDS CL A 80688210 116 2900 SH SHARED 02 2900 D SCHNITZER STL INDS CL A 80688210 361 9000 SH SHARED 10 9000 D SCHOLASTIC CORP COM 80706610 1706 54864 SH SHARED 54864 D SCHOLASTIC CORP COM 80706610 1244 40000 SH SHARED 01 28800 11200 D SCHOLASTIC CORP COM 80706610 119 3855 SH SHARED 02 3855 D SCHOLASTIC CORP COM 80706610 6291 202300 SH SHARED 10 17900 184400 D SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL 2029 2050000 PRN SHARED 02 2050000 D SCHOOL SPECIALTY INC COM 80786310 17 480 SH SHARED 480 D SCHOOL SPECIALTY INC COM 80786310 66 1851 SH SHARED 02 696 1155 D SCHOOL SPECIALTY INC COM 80786310 74 2051 SH SHARED 10 2051 D SCHULMAN A INC COM 80819410 2088 88649 SH SHARED 88649 D SCHULMAN A INC COM 80819410 17 735 SH SHARED 02 735 D SCHULMAN A INC COM 80819410 322 13700 SH SHARED 10 13700 D SCHWAB CHARLES CORP NEW COM 80851310 14311 782499 SH SHARED 782499 D SCHWAB CHARLES CORP NEW COM 80851310 2973 162591 SH SHARED 01 8900 153691 D SCHWAB CHARLES CORP NEW COM 80851310 16666 911235 SH SHARED 02 908835 2400 D SCHWAB CHARLES CORP NEW COM 80851310 24325 1330000 SH SHARED 04 1330000 D SCHWAB CHARLES CORP NEW COM 80851310 12 670 SH SHARED 05 670 D SCHWAB CHARLES CORP NEW COM 80851310 2018 110375 SH SHARED 06 101065 9310 D SCHWAB CHARLES CORP NEW COM 80851310 8972 490577 SH SHARED 10 420977 69600 D SCHWAB CHARLES CORP NEW COM 80851310 2652 145000 SH SHARED 14 8800 136200 D SCHWAB CHARLES CORP NEW COM 80851310 67 3680 SH SHARED 20 3680 D SCHWAB CHARLES CORP NEW COM 80851310 604 33050 SH SHR/OTHR 23 33050 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 3391 136472 SH SHARED 136472 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 69 2801 SH SHARED 01 2801 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 1 45 SH SHARED 02 45 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 67 2700 SH SHARED 10 2700 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 23 20 D SCICLONE PHARMACEUTICALS INC COM 80862K10 2 925 SH SHARED 925 D SCICLONE PHARMACEUTICALS INC COM 80862K10 3 1136 SH SHARED 02 1136 D SCIELE PHARMA INC COM 80862710 19 812 SH SHARED 812 D SCIELE PHARMA INC COM 80862710 407 17200 SH SHARED 01 8300 8900 D SCIELE PHARMA INC COM 80862710 36 1544 SH SHARED 02 1544 D SCIELE PHARMA INC COM 80862710 32 1384 SH SHARED 06 1384 D SCIELE PHARMA INC COM 80862710 5107 215677 SH SHARED 10 8077 207600 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 1 1000 PRN SHARED 02 1000 D SCIENTIFIC GAMES CORP CL A 80874P10 55280 1683846 SH SHARED 1683846 D SCIENTIFIC GAMES CORP CL A 80874P10 620 18900 SH SHARED 01 18900 D SCIENTIFIC GAMES CORP CL A 80874P10 245 7491 SH SHARED 02 7291 200 D SCIENTIFIC LEARNING CORP COM 80876010 1 185 SH SHARED 185 D SCOR SPONSORED ADR 80917Q10 4281 1580000 SH SHARED 10 1580000 D SCOTTISH PWR PLC SP ADR FNL NEW 81013T80 238 3800 SH SHARED 3800 D SCOTTISH PWR PLC SP ADR FNL NEW 81013T80 50 809 SH SHARED 02 809 D SCOTTS MIRACLE GRO CO CL A 81018610 6607 150063 SH SHARED 150063 D SCOTTS MIRACLE GRO CO CL A 81018610 1456 33075 SH SHARED 01 14900 18175 D SCOTTS MIRACLE GRO CO CL A 81018610 318 7230 SH SHARED 02 6330 900 D SCOTTS MIRACLE GRO CO CL A 81018610 42 955 SH SHARED 20 955 D SCOTTS MIRACLE GRO CO CL A 81018610 61 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 51 1170 SH SHARED 23 1100 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 5962 133460 SH SHARED 133460 D SCRIPPS E W CO OHIO CL A 81105420 428 9600 SH SHARED 01 9600 D SCRIPPS E W CO OHIO CL A 81105420 447 10018 SH SHARED 02 10018 D SCRIPPS E W CO OHIO CL A 81105420 290 6500 SH SHARED 06 6500 D SCRIPPS E W CO OHIO CL A 81105420 1974 44200 SH SHARED 10 44200 D SEABOARD CORP COM 81154310 20 9 SH SHARED 9 D SEABOARD CORP COM 81154310 226 100 SH SHARED 06 100 D SEABOARD CORP COM 81154310 4520 2000 SH SHARED 10 2000 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 7 407 SH SHARED 407 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 115 6300 SH SHARED 01 6300 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 2176 118300 SH SHARED 10 118300 D SEACHANGE INTL INC COM 81169910 18 2282 SH SHARED 2282 D SEACHANGE INTL INC COM 81169910 17 2202 SH SHARED 02 2202 D SEACOAST BKG CORP FLA COM 81170730 869 38369 SH SHARED 38369 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1446 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 723 500000 PRN SHARED 02 500000 D SEACOR HOLDINGS INC COM 81190410 5757 58511 SH SHARED 58511 D SEACOR HOLDINGS INC COM 81190410 891 9057 SH SHARED 01 8600 457 D SEACOR HOLDINGS INC COM 81190410 55 564 SH SHARED 02 564 D SEACOR HOLDINGS INC COM 81190410 19 200 SH SHARED 06 200 D SEACOR HOLDINGS INC COM 81190410 1151 11700 SH SHARED 10 9600 2100 D SEALED AIR CORP NEW COM 81211K10 3283 103907 SH SHARED 103907 D SEALED AIR CORP NEW COM 81211K10 632 20018 SH SHARED 01 20018 D SEALED AIR CORP NEW COM 81211K10 1120 35465 SH SHARED 02 34865 600 D SEALED AIR CORP NEW COM 81211K10 522 16520 SH SHARED 06 15700 820 D SEALED AIR CORP NEW COM 81211K10 10919 345568 SH SHARED 10 343968 1600 D SEALY CORP COM 81213930 19 1092 SH SHARED 1092 D SEALY CORP COM 81213930 874 50000 SH SHARED 02 50000 D SEALY CORP COM 81213930 288 16500 SH SHARED 10 16500 D SEARS HLDGS CORP COM 81235010 29636 164503 SH SHARED 154803 9700 D SEARS HLDGS CORP COM 81235010 2419 13430 SH SHARED 01 2300 11130 D SEARS HLDGS CORP COM 81235010 45360 251780 SH SHARED 02 241234 10546 D SEARS HLDGS CORP COM 81235010 1988 11037 SH SHARED 06 10000 1037 D SEARS HLDGS CORP COM 81235010 11392 63237 SH SHARED 10 57317 5920 D SEARS HLDGS CORP COM 81235010 378 2100 SH SHARED 14 2100 D SEARS HLDGS CORP COM 81235010 3603 20000 SH SHARED 15 20000 D SEATTLE GENETICS INC COM 81257810 23 2920 SH SHARED 2920 D SEATTLE GENETICS INC COM 81257810 24 3000 SH SHR/OTHR 01 3000 D SEATTLE GENETICS INC COM 81257810 31 3872 SH SHARED 02 3872 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 36831 967964 SH SHARED 967964 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 10 277 SH SHARED 02 277 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 15 420 SH SHARED 20 420 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 86 2270 SH SHARED 23 2270 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 279 8300 SH SHARED 01 8300 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 3575 106265 SH SHARED 02 87000 19265 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 1537 57700 SH SHARED 57700 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 20831 781682 SH SHARED 02 781682 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 49439 1300000 SH SHARED 1300000 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 1304246 21636464 SH SHARED 21636464 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 29 497 SH SHR/OTHR 01 497 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 37773 626642 SH SHARED 02 596747 29895 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 279 4640 SH SHARED 04 4640 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 2236 37100 SH SHARED 10 37100 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 14 235 SH SHARED 20 235 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 30 500 SH SHR/OTHR 23 500 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 4746 133203 SH SHARED 132103 1100 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 12504 350941 SH SHARED 02 316200 34741 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 53264 1498300 SH SHARED 1498300 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 143 4039 SH SHARED 02 4039 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 387 16601 SH SHARED 16601 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 128 5500 SH SHR/OTHR 01 5500 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 49 2125 SH SHARED 02 50 2075 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 52781 1329500 SH SHARED 1329500 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 913 23015 SH SHARED 02 23015 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 38 960 SH SHARED 23 960 D SECURE COMPUTING CORP COM 81370510 23130 3003995 SH SHARED 3003995 D SECURE COMPUTING CORP COM 81370510 14 1859 SH SHARED 02 189 1670 D SECURITY BANK CORP COM 81404710 9 472 SH SHARED 472 D SECURITY BANK CORP COM 81404710 294 14620 SH SHARED 02 14620 D SECURITY NATL FINL CORP CL A NEW 81478530 0 114 SH SHARED 114 D SELECT COMFORT CORP COM 81616X10 40 2250 SH SHARED 2250 D SELECT COMFORT CORP COM 81616X10 726 40800 SH SHARED 01 40800 D SELECT COMFORT CORP COM 81616X10 20 1153 SH SHARED 02 1153 D SELECT COMFORT CORP COM 81616X10 388 21836 SH SHARED 10 21836 D SELECTICA INC COM 81628810 1 736 SH SHARED 736 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 14297 21500000 PRN SHARED 21500000 D SELECTIVE INS GROUP INC COM 81630010 2785 109416 SH SHARED 109416 D SELECTIVE INS GROUP INC COM 81630010 282 11100 SH SHARED 01 8900 2200 D SELECTIVE INS GROUP INC COM 81630010 72 2836 SH SHARED 02 1046 1790 D SELECTIVE INS GROUP INC COM 81630010 11994 471100 SH SHARED 10 373800 97300 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 246 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 21887 655510 SH SHARED 655510 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 16 500 SH SHARED 01 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 29727 890322 SH SHARED 02 886522 3800 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 110 3300 SH SHARED 10 3300 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 681 20400 SH SHARED 15 20400 D SEMTECH CORP COM 81685010 1809 134252 SH SHARED 134252 D SEMTECH CORP COM 81685010 748 55500 SH SHARED 01 26200 29300 D SEMTECH CORP COM 81685010 98 7300 SH SHARED 02 7300 D SEMTECH CORP COM 81685010 126 9366 SH SHARED 10 366 9000 D SEMPRA ENERGY COM 81685110 16997 278597 SH SHARED 278597 D SEMPRA ENERGY COM 81685110 3363 55127 SH SHARED 01 13700 41427 D SEMPRA ENERGY COM 81685110 2859 46865 SH SHARED 02 39221 7644 D SEMPRA ENERGY COM 81685110 59 971 SH SHARED 04 971 D SEMPRA ENERGY COM 81685110 10 170 SH SHARED 05 170 D SEMPRA ENERGY COM 81685110 2272 37252 SH SHARED 06 34452 2800 D SEMPRA ENERGY COM 81685110 53482 876622 SH SHARED 10 370122 246800 259700 D SEMPRA ENERGY COM 81685110 2463 40372 SH SHARED 14 40372 D SEMPRA ENERGY COM 81685110 6 100 SH SHARED 20 100 D SEMPRA ENERGY COM 81685110 183 3000 SH SHR/OTHR 20 3000 D SEMPRA ENERGY COM 81685110 45 751 SH SHR/OTHR 23 751 D SEMITOOL INC COM 81690910 4687 360561 SH SHARED 360561 D SENECA FOODS CORP NEW CL A 81707050 3 133 SH SHARED 133 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 5053 211433 SH SHARED 211433 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 33 1399 SH SHARED 02 1399 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1673 70000 SH SHARED 04 70000 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1629 68200 SH SHARED 10 68200 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 116959 4893700 SH SHARED 11 916650 3977050 D SENOMYX INC COM 81724Q10 635 51343 SH SHARED 51343 D SENOMYX INC COM 81724Q10 2586 208950 SH SHARED 02 187300 21650 D SENOMYX INC COM 81724Q10 4248 343200 SH SHARED 04 343200 D SENOMYX INC COM 81724Q10 66 5400 SH SHARED 10 5400 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1300 50441 SH SHARED 41156 9285 D SENSIENT TECHNOLOGIES CORP COM 81725T10 291 11300 SH SHARED 01 11300 D SENSIENT TECHNOLOGIES CORP COM 81725T10 49 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 121 4700 SH SHARED 02 4700 D SENSIENT TECHNOLOGIES CORP COM 81725T10 422 16400 SH SHARED 06 16400 D SENSIENT TECHNOLOGIES CORP COM 81725T10 376 14600 SH SHARED 10 300 14300 D SEPRACOR INC NOTE 12/1 817315AT 5818 3900000 PRN SHARED 02 3900000 D SEPRACOR INC NOTE 12/1 817315AU 6978 4356000 PRN SHARED 4356000 D SEPRACOR INC NOTE 12/1 817315AU 7455 4654000 PRN SHARED 02 4654000 D SEPRACOR INC NOTE 10/1 817315AW 17235 18104000 PRN SHARED 18104000 D SEPRACOR INC NOTE 10/1 817315AW 21479 22562000 PRN SHARED 02 22562000 D SEPRACOR INC COM 81731510 10062 215785 SH SHARED 215785 D SEPRACOR INC COM 81731510 6239 133814 SH SHARED 01 53804 80010 D SEPRACOR INC COM 81731510 1062 22775 SH SHR/OTHR 01 22775 D SEPRACOR INC COM 81731510 6319 135527 SH SHARED 02 132092 3435 D SEPRACOR INC COM 81731510 14128 303000 SH SHARED 04 303000 D SEPRACOR INC COM 81731510 278 5973 SH SHARED 10 3298 2675 D SEPRACOR INC COM 81731510 24 525 SH SHARED 14 525 D SEPRACOR INC COM 81731510 932 20000 SH SHARED 15 20000 D SEPRACOR INC COM 81731510 134 2880 SH SHARED 20 1175 1705 D SEPRACOR INC COM 81731510 27 600 SH SHARED 21 600 D SEPRACOR INC COM 81731510 152 3268 SH SHARED 22 2073 1195 D SEPRACOR INC COM 81731510 16 350 SH SHR/OTHR 22 350 D SEPRACOR INC COM 81731510 666 14295 SH SHARED 23 11645 2650 D SEPRACOR INC COM 81731510 589 12645 SH SHR/OTHR 23 12645 D SEQUA CORPORATION CL A 81732010 79 661 SH SHARED 661 D SEQUA CORPORATION CL A 81732010 371 3100 SH SHARED 01 3100 D SEQUA CORPORATION CL A 81732010 97 814 SH SHARED 02 814 D SEQUA CORPORATION CL A 81732010 359 3000 SH SHARED 10 3000 D SEQUA CORPORATION CL B 81732020 0 3 SH SHARED 02 3 D SEQUENOM INC COM NEW 81733740 5 1600 SH SHARED 600 1000 D SERVICE CORP INTL COM 81756510 86 7318 SH SHARED 7318 D SERVICE CORP INTL COM 81756510 819 69100 SH SHARED 01 69100 D SERVICE CORP INTL COM 81756510 53 4500 SH SHR/OTHR 01 4500 D SERVICE CORP INTL COM 81756510 41 3498 SH SHARED 02 3498 D SERVICE CORP INTL COM 81756510 125 10600 SH SHARED 10 10600 D SERVICEMASTER CO COM 81760N10 28992 1883839 SH SHARED 1883839 D SERVICEMASTER CO COM 81760N10 113 7354 SH SHARED 01 7354 D SERVICEMASTER CO COM 81760N10 1365 88713 SH SHARED 02 70018 18695 D SERVICEMASTER CO COM 81760N10 120 7800 SH SHARED 06 6350 1450 D SERVICEMASTER CO COM 81760N10 73 4800 SH SHARED 10 4800 D SERVICEMASTER CO COM 81760N10 9 600 SH SHARED 14 600 D SERVICEMASTER CO COM 81760N10 648 42162 SH SHARED 23 29362 12800 D SERVICEMASTER CO COM 81760N10 320 20839 SH SHR/OTHR 23 20839 D SEVERN BANCORP ANNAPOLIS MD COM 81811M10 4 199 SH SHARED 199 D SHANDA INTERACTIVE ENTMT LTD NOTE 10/1 81941QAB 4011 4114000 PRN SHARED 02 4114000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 1548 57674 SH SHARED 57674 D SHARPER IMAGE CORP COM 82001310 2341 211942 SH SHARED 211942 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 2821 76430 SH SHARED 76430 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 41 1120 SH SHARED 01 1120 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 2954 80018 SH SHARED 02 80018 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 50 1368 SH SHARED 06 968 400 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 62 1700 SH SHARED 10 1700 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 340 9233 SH SHARED 14 9233 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 221 6000 SH SHARED 23 6000 D SHAW GROUP INC COM 82028010 58 1883 SH SHARED 1883 D SHAW GROUP INC COM 82028010 209 6700 SH SHARED 01 6700 D SHAW GROUP INC COM 82028010 74 2397 SH SHARED 02 1647 750 D SHAW GROUP INC COM 82028010 2970 95000 SH SHARED 04 95000 D SHAW GROUP INC COM 82028010 12636 404100 SH SHARED 10 396500 7600 D SHENANDOAH TELECOMMUNICATION COM 82312B10 8 190 SH SHARED 190 D SHENANDOAH TELECOMMUNICATION COM 82312B10 0 11 SH SHARED 02 11 D SHENANDOAH TELECOMMUNICATION COM 82312B10 84 1800 SH SHARED 10 1800 D SHERWIN WILLIAMS CO COM 82434810 7364 111514 SH SHARED 84914 26600 D SHERWIN WILLIAMS CO COM 82434810 1772 26835 SH SHARED 01 26835 D SHERWIN WILLIAMS CO COM 82434810 2160 32714 SH SHARED 02 31359 1355 D SHERWIN WILLIAMS CO COM 82434810 7 120 SH SHARED 05 120 D SHERWIN WILLIAMS CO COM 82434810 1860 28170 SH SHARED 06 27400 770 D SHERWIN WILLIAMS CO COM 82434810 68373 1035341 SH SHARED 10 319841 378600 336900 D SHERWIN WILLIAMS CO COM 82434810 216 3285 SH SHARED 14 3285 D SHERWIN WILLIAMS CO COM 82434810 185 2810 SH SHARED 20 1000 1810 D SHERWIN WILLIAMS CO COM 82434810 36 550 SH SHARED 23 550 D SHERWIN WILLIAMS CO COM 82434810 29 450 SH SHR/OTHR 23 450 D SHILOH INDS INC COM 82454310 2 189 SH SHARED 189 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 82 724 SH SHARED 724 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 912 8010 SH SHARED 06 8010 D SHIRE PLC SPONSORED ADR 82481R10 3512 56747 SH SHARED 02 51247 5500 D SHIRE PLC SPONSORED ADR 82481R10 321 5200 SH SHARED 04 5200 D SHIRE PLC SPONSORED ADR 82481R10 6718 108530 SH SHARED 10 108530 D SHOE CARNIVAL INC COM 82488910 653 19629 SH SHARED 19629 D SHOE PAVILION INC COM 82489410 0 147 SH SHARED 147 D SHORE BANCSHARES INC COM 82510710 5 214 SH SHARED 214 D SHUFFLE MASTER INC NOTE 1.250% 4/1 825549AB 8894 9284000 PRN SHARED 02 9284000 D SHUFFLE MASTER INC COM 82554910 4974 272592 SH SHARED 272592 D SHUFFLE MASTER INC COM 82554910 110 6075 SH SHARED 01 6075 D SHUFFLE MASTER INC COM 82554910 4427 242601 SH SHARED 02 242601 D SHUFFLE MASTER INC COM 82554910 146 8000 SH SHARED 04 8000 D SHUFFLE MASTER INC COM 82554910 117 6412 SH SHARED 10 6412 D SHUTTERFLY INC COM 82568P30 900 56143 SH SHARED 56143 D SIEMENS A G SPONSORED ADR 82619750 3623 33800 SH SHARED 33800 D SIEMENS A G SPONSORED ADR 82619750 16 150 SH SHARED 01 150 D SIEMENS A G SPONSORED ADR 82619750 3 30 SH SHARED 02 30 D SIEMENS A G SPONSORED ADR 82619750 150 1400 SH SHARED 14 1400 D SIEMENS A G SPONSORED ADR 82619750 160 1500 SH SHARED 23 1500 D SIEMENS A G SPONSORED ADR 82619750 21 200 SH SHR/OTHR 23 200 D SIERRA BANCORP COM 82620P10 5 189 SH SHARED 189 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 14482 3217000 PRN SHARED 3217000 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 2111 469000 PRN SHARED 02 469000 D SIERRA HEALTH SVCS INC COM 82632210 4222 102570 SH SHARED 102570 D SIERRA HEALTH SVCS INC COM 82632210 716 17400 SH SHARED 01 16600 800 D SIERRA HEALTH SVCS INC COM 82632210 56 1366 SH SHARED 02 1296 70 D SIERRA HEALTH SVCS INC COM 82632210 1095 26600 SH SHARED 10 20900 5700 D SIERRA PAC RES NEW COM 82642810 599 34515 SH SHARED 34515 D SIERRA PAC RES NEW COM 82642810 1254 72200 SH SHARED 01 72200 D SIERRA PAC RES NEW COM 82642810 484 27890 SH SHARED 02 26390 1500 D SIERRA PAC RES NEW COM 82642810 6461 371800 SH SHARED 10 355200 16600 D SIERRA PAC RES NEW COM 82642810 29 1716 SH SHARED 21 1716 D SIERRA WIRELESS INC COM 82651610 4 295 SH SHARED 02 295 D SIFY LTD SPONSORED ADR 82655M10 137 15967 SH SHARED 15967 D SIGMA ALDRICH CORP COM 82655210 3265 78640 SH SHARED 78640 D SIGMA ALDRICH CORP COM 82655210 682 16436 SH SHARED 01 764 15672 D SIGMA ALDRICH CORP COM 82655210 25 625 SH SHR/OTHR 01 625 D SIGMA ALDRICH CORP COM 82655210 851 20502 SH SHARED 02 17422 3080 D SIGMA ALDRICH CORP COM 82655210 567 13680 SH SHARED 06 13000 680 D SIGMA ALDRICH CORP COM 82655210 12311 296508 SH SHARED 10 294608 1900 D SIGMA ALDRICH CORP COM 82655210 905 21808 SH SHARED 20 11300 10508 D SIGMA ALDRICH CORP COM 82655210 95 2300 SH SHR/OTHR 20 2300 D SIGMA ALDRICH CORP COM 82655210 8 200 SH SHARED 23 200 D SIGMA ALDRICH CORP COM 82655210 164 3950 SH SHR/OTHR 23 3950 D SIGMA DESIGNS INC COM 82656510 15 583 SH SHARED 583 D SIGMA DESIGNS INC COM 82656510 183 7000 SH SHARED 02 7000 D SIGMATEL INC COM 82661W10 193 61850 SH SHARED 61850 D SIGNET GROUP PLC SP ADR REP 10 82668L87 304 12136 SH SHARED 01 12136 D SIGNET GROUP PLC SP ADR REP 10 82668L87 284 11360 SH SHARED 02 11360 D SIGNET GROUP PLC SP ADR REP 10 82668L87 620 24790 SH SHARED 10 24790 D SIGNATURE BK NEW YORK N Y COM 82669G10 24 751 SH SHARED 751 D SIGNATURE BK NEW YORK N Y COM 82669G10 17 525 SH SHARED 01 525 D SIGNATURE BK NEW YORK N Y COM 82669G10 24298 746742 SH SHARED 10 547742 199000 D SIGNALIFE INC COM 82669P10 0 417 SH SHARED 417 D SIGA TECHNOLOGIES INC COM 82691710 2 566 SH SHARED 566 D SILICON LABORATORIES INC COM 82691910 8748 292404 SH SHARED 292404 D SILICON LABORATORIES INC COM 82691910 768 25700 SH SHARED 01 25700 D SILICON LABORATORIES INC COM 82691910 177 5942 SH SHARED 02 5942 D SILGAN HOLDINGS INC COM 82704810 28 560 SH SHARED 560 D SILGAN HOLDINGS INC COM 82704810 18 357 SH SHARED 02 357 D SILGAN HOLDINGS INC COM 82704810 6990 136780 SH SHARED 10 8780 128000 D SILICON IMAGE INC COM 82705T10 198 24270 SH SHARED 24270 D SILICON IMAGE INC COM 82705T10 41 5100 SH SHARED 01 5100 D SILICON IMAGE INC COM 82705T10 3 480 SH SHARED 02 480 D SILICON IMAGE INC COM 82705T10 149 18300 SH SHARED 10 18300 D SILICON GRAPHICS INC COM NEW 82705630 4 160 SH SHARED 160 D SILICON GRAPHICS INC COM NEW 82705630 18 624 SH SHARED 02 624 D SILICON STORAGE TECHNOLOGY I COM 82705710 11 2317 SH SHARED 2317 D SILICON STORAGE TECHNOLOGY I COM 82705710 139 28200 SH SHARED 01 28200 D SILICON STORAGE TECHNOLOGY I COM 82705710 7 1436 SH SHARED 02 1436 D SILICON STORAGE TECHNOLOGY I COM 82705710 349 70900 SH SHARED 10 70900 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 45 2000 SH SHARED 02 2000 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 5778 589088 SH SHARED 589088 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 3 345 SH SHARED 02 345 D SILVER STD RES INC COM 82823L10 1394 40000 SH SHARED 40000 D SILVER STD RES INC COM 82823L10 221 6350 SH SHARED 02 6350 D SILVER STD RES INC COM 82823L10 81 2330 SH SHARED 21 2330 D SILVER WHEATON CORP COM 82833610 646 68200 SH SHARED 68200 D SILVER WHEATON CORP COM 82833610 3507 370000 SH SHARED 02 370000 D SILVER WHEATON CORP COM 82833610 2615 275890 SH SHARED 04 275890 D SILVER WHEATON CORP COM 82833610 11599 1223545 SH SHARED 10 1209000 14545 D SILVERLEAF RESORTS INC COM 82839510 2 494 SH SHARED 494 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 9 322 SH SHARED 322 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 285 9500 SH SHARED 10 9500 D SIMON PPTY GROUP INC NEW COM 82880610 40058 360078 SH SHARED 354278 5800 D SIMON PPTY GROUP INC NEW COM 82880610 3406 30622 SH SHARED 01 450 30172 D SIMON PPTY GROUP INC NEW COM 82880610 290 2608 SH SHR/OTHR 01 2608 D SIMON PPTY GROUP INC NEW COM 82880610 7406 66578 SH SHARED 02 64839 1739 D SIMON PPTY GROUP INC NEW COM 82880610 4450 40000 SH SHARED 04 40000 D SIMON PPTY GROUP INC NEW COM 82880610 11 100 SH SHARED 05 100 D SIMON PPTY GROUP INC NEW COM 82880610 556 5000 SH SHARED 06 5000 D SIMON PPTY GROUP INC NEW COM 82880610 48794 438605 SH SHARED 10 181075 153700 103830 D SIMON PPTY GROUP INC NEW COM 82880610 498 4480 SH SHR/OTHR 10 4480 D SIMON PPTY GROUP INC NEW COM 82880610 1019904 9167685 SH SHARED 11 4376327 4791358 D SIMON PPTY GROUP INC NEW COM 82880610 489 4400 SH SHARED 14 4400 D SIMON PPTY GROUP INC NEW COM 82880610 311 2800 SH SHARED 20 160 2640 D SIMON PPTY GROUP INC NEW COM 82880610 16 150 SH SHARED 22 150 D SIMON PPTY GROUP INC NEW COM 82880610 2884 25928 SH SHARED 23 25928 D SIMON PPTY GROUP INC NEW COM 82880610 55 500 SH SHR/OTHR 23 500 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 115905 1309671 SH SHARED 1309671 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 5 60 SH SHARED 01 60 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 204 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 902 10200 SH SHARED 23 10200 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 44 498 SH SHR/OTHR 23 498 D SIMPSON MANUFACTURING CO INC COM 82907310 5344 173301 SH SHARED 173301 D SIMPSON MANUFACTURING CO INC COM 82907310 4 152 SH SHARED 02 107 45 D SIMPSON MANUFACTURING CO INC COM 82907310 268 8700 SH SHARED 10 2300 6400 D SIMTEK CORP COM NEW 82920430 1 287 SH SHARED 287 D SINA CORP NOTE 7/1 82922RAB 4295 3075000 PRN SHARED 02 3075000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 18 1166 SH SHARED 1166 D SINCLAIR BROADCAST GROUP INC CL A 82922610 863 55900 SH SHARED 01 49700 6200 D SINCLAIR BROADCAST GROUP INC CL A 82922610 23 1490 SH SHARED 02 1490 D SINCLAIR BROADCAST GROUP INC CL A 82922610 1769 114500 SH SHARED 10 114500 D SINGAPORE FD INC COM 82929L10 0 40 SH SHARED 40 D SINGAPORE FD INC COM 82929L10 163 9940 SH SHR/OTHR 01 9940 D SINGAPORE FD INC COM 82929L10 345 20978 SH SHR/OTHR 23 20978 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 712 13700 SH SHARED 13700 D SIRONA DENTAL SYSTEMS INC COM 82966C10 15 451 SH SHARED 451 D SIRONA DENTAL SYSTEMS INC COM 82966C10 10 300 SH SHARED 02 300 D SIRONA DENTAL SYSTEMS INC COM 82966C10 127 3700 SH SHARED 10 3700 D SIRENZA MICRODEVICES INC COM 82966T10 1001 116224 SH SHARED 116224 D SIRENZA MICRODEVICES INC COM 82966T10 10 1190 SH SHARED 02 1190 D SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD 9151 9840000 PRN SHARED 02 9840000 D SIRIUS SATELLITE RADIO INC COM 82966U10 4393 1372994 SH SHARED 1372994 D SIRIUS SATELLITE RADIO INC COM 82966U10 67 21200 SH SHARED 01 21200 D SIRIUS SATELLITE RADIO INC COM 82966U10 142 44561 SH SHARED 02 12561 32000 D SIRIUS SATELLITE RADIO INC COM 82966U10 112 35230 SH SHARED 06 28500 6730 D SIRIUS SATELLITE RADIO INC COM 82966U10 90 28300 SH SHARED 10 28300 D SIRIUS SATELLITE RADIO INC COM 82966U10 3 1000 SH SHARED 20 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 11 3500 SH SHR/OTHR 23 3500 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 795 28672 SH SHARED 28672 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 272 9800 SH SHARED 01 9800 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 3080 110952 SH SHARED 02 104252 6700 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 141992 5115000 SH SHARED 04 5115000 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 971 35000 SH SHARED 06 35000 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 17916 645395 SH SHARED 10 613295 32100 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 1582 57000 SH SHARED 14 22000 35000 D SIRVA INC COM 82967Y10 2 645 SH SHARED 645 D SIRVA INC COM 82967Y10 128 35900 SH SHARED 01 35900 D SIRVA INC COM 82967Y10 107 30100 SH SHARED 02 30100 D SIX FLAGS INC COM 83001P10 12185 2027554 SH SHARED 2027554 D SIX FLAGS INC COM 83001P10 100 16800 SH SHARED 01 16800 D SIX FLAGS INC COM 83001P10 33 5589 SH SHARED 02 5589 D SIX FLAGS INC COM 83001P10 129 21600 SH SHARED 10 8100 13500 D SKECHERS U S A INC CL A 83056610 2547 75896 SH SHARED 55896 20000 D SKECHERS U S A INC CL A 83056610 299 8908 SH SHARED 02 8908 D SKECHERS U S A INC CL A 83056610 1101 32800 SH SHARED 10 32800 D SKY FINL GROUP INC COM 83080P10 42817 1594114 SH SHARED 1585021 9093 D SKY FINL GROUP INC COM 83080P10 534 19900 SH SHARED 01 19700 200 D SKY FINL GROUP INC COM 83080P10 39 1482 SH SHARED 02 1482 D SKY FINL GROUP INC COM 83080P10 84 3149 SH SHARED 10 3149 D SKYEPHARMA PLC SPONSORED ADR 83080810 14 2600 SH SHARED 2600 D SKYEPHARMA PLC SPONSORED ADR 83080810 0 15 SH SHARED 01 15 D SKYLINE CORP COM 83083010 5 170 SH SHARED 170 D SKYLINE CORP COM 83083010 145 4299 SH SHARED 01 4299 D SKYLINE CORP COM 83083010 0 21 SH SHARED 02 21 D SKYLINE CORP COM 83083010 182 5400 SH SHARED 10 5400 D SKYWEST INC COM 83087910 5123 190946 SH SHARED 190946 D SKYWEST INC COM 83087910 426 15900 SH SHARED 01 15900 D SKYWEST INC COM 83087910 88 3282 SH SHARED 02 3222 60 D SKYWEST INC COM 83087910 3678 137100 SH SHARED 10 92900 44200 D SKYWORKS SOLUTIONS INC COM 83088M10 720 125276 SH SHARED 125276 D SKYWORKS SOLUTIONS INC COM 83088M10 12 2200 SH SHARED 01 2200 D SKYWORKS SOLUTIONS INC COM 83088M10 10 1904 SH SHARED 02 1904 D SKYWORKS SOLUTIONS INC COM 83088M10 236 41100 SH SHARED 10 41100 D SKILLSOFT PLC SPONSORED ADR 83092810 311 37221 SH SHARED 02 710 36511 D SMALL CAP PREM & DIV INCM FD COM 83165P10 13 668 SH SHARED 02 668 D SMART & FINAL INC COM 83168310 184 8455 SH SHARED 8455 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 1658 26121 SH SHARED 26121 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 28 450 SH SHARED 01 450 D SMITH & WESSON HLDG CORP COM 83175610 9 747 SH SHARED 747 D SMITH & WESSON HLDG CORP COM 83175610 172 13200 SH SHARED 01 13200 D SMITH & WOLLENSKY RESTAURANT COM 83175810 1 140 SH SHARED 140 D SMITH A O COM 83186520 2626 68724 SH SHARED 68724 D SMITH A O COM 83186520 286 7500 SH SHARED 01 5700 1800 D SMITH A O COM 83186520 23 617 SH SHARED 02 617 D SMITH A O COM 83186520 7338 192000 SH SHARED 04 192000 D SMITH A O COM 83186520 7644 200000 SH SHARED 05 200000 D SMITH A O COM 83186520 3015 78900 SH SHARED 10 78900 D SMITH INTL INC COM 83211010 8831 183795 SH SHARED 183795 D SMITH INTL INC COM 83211010 878 18278 SH SHARED 01 18278 D SMITH INTL INC COM 83211010 2794 58159 SH SHARED 02 58159 D SMITH INTL INC COM 83211010 1042 21690 SH SHARED 06 19850 1840 D SMITH INTL INC COM 83211010 4170 86800 SH SHARED 10 81300 5500 D SMITH MICRO SOFTWARE INC COM 83215410 11 614 SH SHARED 614 D SMITH MICRO SOFTWARE INC COM 83215410 78 4200 SH SHARED 01 4200 D SMITH MICRO SOFTWARE INC COM 83215410 40 2185 SH SHARED 02 2185 D SMITH MICRO SOFTWARE INC COM 83215410 1214 65200 SH SHARED 10 65200 D SMITHFIELD FOODS INC COM 83224810 1459 48715 SH SHARED 48715 D SMITHFIELD FOODS INC COM 83224810 1455 48600 SH SHARED 01 20600 28000 D SMITHFIELD FOODS INC COM 83224810 349 11653 SH SHARED 02 11653 D SMITHFIELD FOODS INC COM 83224810 1254 41900 SH SHARED 10 33700 8200 D SMITHTOWN BANCORP INC COM 83244910 5 210 SH SHARED 210 D SMUCKER J M CO COM NEW 83269640 323 6059 SH SHARED 6059 D SMUCKER J M CO COM NEW 83269640 918 17227 SH SHARED 01 17227 D SMUCKER J M CO COM NEW 83269640 9 181 SH SHR/OTHR 01 181 D SMUCKER J M CO COM NEW 83269640 341 6399 SH SHARED 02 6372 27 D SMUCKER J M CO COM NEW 83269640 31456 589960 SH SHARED 10 589900 60 D SMUCKER J M CO COM NEW 83269640 0 8 SH SHR/OTHR 20 8 D SMUCKER J M CO COM NEW 83269640 23 440 SH SHARED 23 440 D SMUCKER J M CO COM NEW 83269640 94 1771 SH SHR/OTHR 23 1771 D SMURFIT-STONE CONTAINER CORP COM 83272710 3872 343952 SH SHARED 331452 12500 D SMURFIT-STONE CONTAINER CORP COM 83272710 422 37561 SH SHARED 01 36500 1061 D SMURFIT-STONE CONTAINER CORP COM 83272710 1257 111692 SH SHARED 02 76692 35000 D SMURFIT-STONE CONTAINER CORP COM 83272710 191503 17007400 SH SHARED 04 17007400 D SMURFIT-STONE CONTAINER CORP COM 83272710 2778 246740 SH SHARED 06 5500 241240 D SMURFIT-STONE CONTAINER CORP COM 83272710 406 36100 SH SHARED 10 34400 1700 D SMURFIT-STONE CONTAINER CORP COM 83272710 1557 138322 SH SHARED 14 133000 5322 D SMURFIT-STONE CONTAINER CORP COM 83272710 7600 675000 SH SHARED 16 675000 D SNAP ON INC COM 83303410 5897 122616 SH SHARED 83416 39200 D SNAP ON INC COM 83303410 1034 21498 SH SHARED 01 21498 D SNAP ON INC COM 83303410 961 19992 SH SHARED 02 19114 878 D SNAP ON INC COM 83303410 615 12800 SH SHARED 06 12800 D SNAP ON INC COM 83303410 36653 762025 SH SHARED 10 168825 286200 307000 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 640 4390 SH SHARED 4390 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 6272 42965 SH SHARED 01 42965 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 116 800 SH SHR/OTHR 01 800 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 11 150 SH SHR/OTHR 23 150 D SOFTBRANDS INC COM 83402A10 1 814 SH SHARED 814 D SOFTBRANDS INC COM 83402A10 0 172 SH SHARED 01 172 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 30837 795600 SH SHARED 795600 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 1 33 SH SHARED 02 33 D SOHU COM INC COM 83408W10 171 8000 SH SHARED 8000 D SOHU COM INC COM 83408W10 5198 242600 SH SHARED 242600 D SOHU COM INC COM 83408W10 252 11800 SH SHARED 01 11800 D SOHU COM INC COM 83408W10 194 9065 SH SHARED 02 9065 D SOHU COM INC COM 83408W10 1234 57600 SH SHARED 10 57600 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 1885 150000 SH SHARED 04 150000 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 13136 16020000 PRN SHARED 16020000 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 8815 10751000 PRN SHARED 02 10751000 D SOLECTRON CORP COM 83418210 14379 4564816 SH SHARED 4564816 D SOLECTRON CORP COM 83418210 291 92581 SH SHARED 01 92581 D SOLECTRON CORP COM 83418210 2845 903243 SH SHARED 02 903243 D SOLECTRON CORP COM 83418210 20 6500 SH SHARED 04 6500 D SOLECTRON CORP COM 83418210 3 1200 SH SHARED 05 1200 D SOLECTRON CORP COM 83418210 314 99930 SH SHARED 06 95150 4780 D SOLECTRON CORP COM 83418210 1836 583134 SH SHARED 10 563434 19700 D SOLECTRON CORP COM 83418210 168 53453 SH SHARED 14 53453 D SOLITARIO RES CORP COM 83422R10 2 586 SH SHARED 586 D SOLITARIO RES CORP COM 83422R10 4 1000 SH SHARED 02 1000 D SOMANETICS CORP COM NEW 83444540 125 6300 SH SHARED 6300 D SOMANETICS CORP COM NEW 83444540 6 324 SH SHARED 324 D SOMANETICS CORP COM NEW 83444540 14 739 SH SHARED 02 739 D SOMANETICS CORP COM NEW 83444540 6807 341400 SH SHARED 10 341400 D SOMAXON PHARMACEUTICALS INC COM 83445310 1 127 SH SHARED 127 D SONESTA INTL HOTELS CORP CL A 83543840 598 21161 SH SHARED 21161 D SONIC AUTOMOTIVE INC NOTE 4.250%11/3 83545GAK 8160 6225000 PRN SHARED 6225000 D SONIC AUTOMOTIVE INC CL A 83545G10 503 17672 SH SHARED 17672 D SONIC AUTOMOTIVE INC CL A 83545G10 826 29000 SH SHARED 01 28500 500 D SONIC AUTOMOTIVE INC CL A 83545G10 79 2789 SH SHARED 02 2789 D SONIC AUTOMOTIVE INC CL A 83545G10 259 9100 SH SHARED 10 2300 6800 D SONIC INNOVATIONS INC COM 83545M10 5 597 SH SHARED 597 D SONIC INNOVATIONS INC COM 83545M10 988 117000 SH SHARED 02 117000 D SONIC FDRY INC COM 83545R10 2 711 SH SHARED 711 D SONIC CORP COM 83545110 38 1714 SH SHARED 1714 D SONIC CORP COM 83545110 75 3375 SH SHARED 01 3375 D SONIC CORP COM 83545110 62 2816 SH SHARED 02 976 1840 D SONIC CORP COM 83545110 616 27674 SH SHARED 10 27674 D SONIC CORP COM 83545110 20 900 SH SHR/OTHR 22 900 D SONIC SOLUTIONS COM 83546010 105 7458 SH SHARED 7458 D SONIC SOLUTIONS COM 83546010 32 2300 SH SHARED 01 2300 D SONIC SOLUTIONS COM 83546010 293 20840 SH SHARED 02 8940 11900 D SONIC SOLUTIONS COM 83546010 2904 206000 SH SHARED 10 206000 D SONICWALL INC COM 83547010 4739 566956 SH SHARED 566956 D SONICWALL INC COM 83547010 1327 158820 SH SHARED 02 157145 1675 D SONOCO PRODS CO COM 83549510 31660 842486 SH SHARED 55651 786835 D SONOCO PRODS CO COM 83549510 3683 98019 SH SHARED 01 5650 92369 D SONOCO PRODS CO COM 83549510 198 5275 SH SHR/OTHR 01 5275 D SONOCO PRODS CO COM 83549510 724 19289 SH SHARED 02 11344 7945 D SONOCO PRODS CO COM 83549510 195 5200 SH SHARED 06 5200 D SONOCO PRODS CO COM 83549510 71337 1898281 SH SHARED 10 1259920 168900 469461 D SONOCO PRODS CO COM 83549510 255 6800 SH SHR/OTHR 10 6800 D SONOCO PRODS CO COM 83549510 2747 73100 SH SHARED 15 73100 D SONOCO PRODS CO COM 83549510 620 16510 SH SHARED 20 6395 10115 D SONOCO PRODS CO COM 83549510 441 11750 SH SHARED 22 6900 4850 D SONOCO PRODS CO COM 83549510 308 8200 SH SHARED 23 7200 1000 D SONOCO PRODS CO COM 83549510 377 10054 SH SHR/OTHR 23 10054 D SONOSITE INC COM 83568G10 11 417 SH SHARED 417 D SONOSITE INC COM 83568G10 16 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 165 5869 SH SHARED 02 869 5000 D SONOSITE INC COM 83568G10 1732 61300 SH SHARED 10 59100 2200 D SONUS PHARMACEUTICALS INC COM 83569210 4 811 SH SHARED 811 D SONY CORP ADR NEW 83569930 925 18326 SH SHARED 18326 D SONY CORP ADR NEW 83569930 50 1000 SH SHR/OTHR 01 1000 D SONY CORP ADR NEW 83569930 144 2854 SH SHARED 02 2854 D SONY CORP ADR NEW 83569930 1282 25400 SH SHARED 14 25400 D SOTHEBYS COM 83589810 1471 33081 SH SHARED 33081 D SOTHEBYS COM 83589810 738 16600 SH SHARED 01 16600 D SOTHEBYS COM 83589810 272 6130 SH SHARED 02 6130 D SOTHEBYS COM 83589810 38 868 SH SHARED 04 868 D SOTHEBYS COM 83589810 13 300 SH SHARED 06 300 D SOTHEBYS COM 83589810 649 14600 SH SHARED 10 14600 D SONUS NETWORKS INC COM 83591610 50 6252 SH SHARED 6252 D SONUS NETWORKS INC COM 83591610 588 72920 SH SHARED 10 70620 2300 D SOURCE INTERLINK COS INC COM NEW 83615120 3490 520139 SH SHARED 520139 D SOURCEFIRE INC COM 83616T10 2 144 SH SHARED 144 D SOURCEFIRE INC COM 83616T10 22 1297 SH SHARED 02 1297 D SOUTH FINL GROUP INC COM 83784110 6025 243755 SH SHARED 243755 D SOUTH FINL GROUP INC COM 83784110 289 11700 SH SHARED 01 11700 D SOUTH FINL GROUP INC COM 83784110 69 2805 SH SHARED 02 2215 590 D SOUTH FINL GROUP INC COM 83784110 201 8144 SH SHARED 10 8144 D SOUTH JERSEY INDS INC COM 83851810 27 722 SH SHARED 722 D SOUTH JERSEY INDS INC COM 83851810 38 1000 SH SHARED 01 1000 D SOUTH JERSEY INDS INC COM 83851810 10 286 SH SHARED 02 86 200 D SOUTH JERSEY INDS INC COM 83851810 1362 35800 SH SHARED 10 35800 D SOUTHCOAST FINANCIAL CORP COM 84129R10 2 134 SH SHARED 134 D SOUTHERN CO COM 84258710 418975 11431802 SH SHARED 11431802 D SOUTHERN CO COM 84258710 4514 123179 SH SHARED 01 5005 118174 D SOUTHERN CO COM 84258710 21 600 SH SHR/OTHR 01 600 D SOUTHERN CO COM 84258710 4787 130631 SH SHARED 02 112695 17936 D SOUTHERN CO COM 84258710 12 350 SH SHARED 05 350 D SOUTHERN CO COM 84258710 2821 76980 SH SHARED 06 70400 6580 D SOUTHERN CO COM 84258710 12880 351445 SH SHARED 10 294745 56700 D SOUTHERN CO COM 84258710 65 1800 SH SHARED 14 1800 D SOUTHERN CO COM 84258710 602 16448 SH SHARED 20 16448 D SOUTHERN CO COM 84258710 1374 37500 SH SHR/OTHR 20 37500 D SOUTHERN CO COM 84258710 73 2000 SH SHR/OTHR 21 2000 D SOUTHERN CO COM 84258710 112 3080 SH SHARED 23 3080 D SOUTHERN CO COM 84258710 130 3550 SH SHR/OTHR 23 3550 D SOUTHERN CMNTY FINL CORP COM 84263210 4 436 SH SHARED 436 D SOUTHERN COPPER CORP COM 84265V10 84425 1178138 SH SHARED 1178138 D SOUTHERN COPPER CORP COM 84265V10 623 8700 SH SHARED 01 8700 D SOUTHERN COPPER CORP COM 84265V10 710 9917 SH SHARED 02 5498 4419 D SOUTHERN COPPER CORP COM 84265V10 1182 16500 SH SHARED 04 16500 D SOUTHERN COPPER CORP COM 84265V10 372 5200 SH SHARED 06 5200 D SOUTHERN COPPER CORP COM 84265V10 3095 43200 SH SHARED 10 41300 1900 D SOUTHERN NATL BANCORP OF VA COM 84339510 0 52 SH SHARED 52 D SOUTHERN UN CO NEW COM 84403010 196 6480 SH SHARED 6480 D SOUTHERN UN CO NEW COM 84403010 62 2060 SH SHARED 02 2060 D SOUTHERN UN CO NEW COM 84403010 19999 658100 SH SHARED 10 658100 D SOUTHERN UN CO NEW COM 84403010 79 2600 SH SHR/OTHR 23 2600 D SOUTHSIDE BANCSHARES INC COM 84470P10 6 304 SH SHARED 304 D SOUTHWEST AIRLS CO COM 84474110 9964 677838 SH SHARED 677838 D SOUTHWEST AIRLS CO COM 84474110 1718 116930 SH SHARED 01 116930 D SOUTHWEST AIRLS CO COM 84474110 2334 158827 SH SHARED 02 154632 4195 D SOUTHWEST AIRLS CO COM 84474110 4 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 2313 157380 SH SHARED 06 68400 88980 D SOUTHWEST AIRLS CO COM 84474110 8843 601607 SH SHARED 10 571307 30300 D SOUTHWEST AIRLS CO COM 84474110 3 250 SH SHARED 20 250 D SOUTHWEST AIRLS CO COM 84474110 34 2380 SH SHARED 21 2380 D SOUTHWEST AIRLS CO COM 84474110 27 1850 SH SHARED 23 1850 D SOUTHWEST BANCORP INC OKLA COM 84476710 9 362 SH SHARED 362 D SOUTHWEST GAS CORP COM 84489510 304 7822 SH SHARED 7822 D SOUTHWEST GAS CORP COM 84489510 227 5850 SH SHARED 01 5850 D SOUTHWEST GAS CORP COM 84489510 35 911 SH SHARED 02 911 D SOUTHWEST GAS CORP COM 84489510 7241 186300 SH SHARED 10 14600 171700 D SOUTHWEST GA FINL CORP COM 84502A10 1 57 SH SHARED 57 D SOUTHWEST WTR CO COM 84533110 8 578 SH SHARED 578 D SOUTHWESTERN ENERGY CO COM 84546710 908 22170 SH SHARED 22170 D SOUTHWESTERN ENERGY CO COM 84546710 5290 129100 SH SHARED 01 80000 49100 D SOUTHWESTERN ENERGY CO COM 84546710 772 18858 SH SHARED 02 18858 D SOUTHWESTERN ENERGY CO COM 84546710 6 150 SH SHARED 05 150 D SOUTHWESTERN ENERGY CO COM 84546710 184 4500 SH SHARED 06 3700 800 D SOUTHWESTERN ENERGY CO COM 84546710 32673 797300 SH SHARED 10 792900 4400 D SOVEREIGN BANCORP INC COM 84590510 13035 512390 SH SHARED 411030 101360 D SOVEREIGN BANCORP INC COM 84590510 989 38895 SH SHARED 01 38895 D SOVEREIGN BANCORP INC COM 84590510 1435 56413 SH SHARED 02 53437 2976 D SOVEREIGN BANCORP INC COM 84590510 2234 87820 SH SHARED 04 87820 D SOVEREIGN BANCORP INC COM 84590510 1032 40582 SH SHARED 06 37107 3475 D SOVEREIGN BANCORP INC COM 84590510 143138 5626529 SH SHARED 10 5625399 1130 D SOVRAN SELF STORAGE INC COM 84610H10 1047 18901 SH SHARED 18901 D SOVRAN SELF STORAGE INC COM 84610H10 66 1200 SH SHARED 01 1200 D SOVRAN SELF STORAGE INC COM 84610H10 136 2458 SH SHARED 02 58 2400 D SOVRAN SELF STORAGE INC COM 84610H10 2737 49400 SH SHARED 10 49400 D SOVRAN SELF STORAGE INC COM 84610H10 58097 1048496 SH SHARED 11 370528 677968 D SPANISH BROADCASTING SYS INC CL A 84642588 2069 517401 SH SHARED 517401 D SPANISH BROADCASTING SYS INC CL A 84642588 4 1200 SH SHARED 01 1200 D SPANSION INC COM CL A 84649R10 53467 4386143 SH SHARED 4386143 D SPANSION INC COM CL A 84649R10 358 29400 SH SHARED 01 29400 D SPANSION INC COM CL A 84649R10 1890 155100 SH SHARED 02 151100 4000 D SPANSION INC COM CL A 84649R10 14036 1151440 SH SHARED 10 1151440 D SPARTAN MTRS INC COM 84681910 11 482 SH SHARED 482 D SPARTAN MTRS INC COM 84681910 66 2883 SH SHARED 02 2883 D SPARTAN STORES INC COM 84682210 14 538 SH SHARED 538 D SPARTAN STORES INC COM 84682210 131 4900 SH SHARED 01 4900 D SPARTAN STORES INC COM 84682210 4360 162700 SH SHARED 10 162700 D SPARTECH CORP COM NEW 84722020 1346 45882 SH SHARED 45882 D SPARTECH CORP COM NEW 84722020 140 4800 SH SHARED 01 4800 D SPARTECH CORP COM NEW 84722020 163 5567 SH SHARED 02 5567 D SPARTECH CORP COM NEW 84722020 4110 140100 SH SHARED 10 26700 113400 D SPARTON CORP COM 84723510 1 175 SH SHARED 175 D SPATIALIGHT INC COM 84724810 9 25000 SH SHARED 25000 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 2 362 SH SHARED 362 D SPECTRA ENERGY CORP COM 84756010 29383 1118538 SH SHARED 1118538 D SPECTRA ENERGY CORP COM 84756010 2188 83290 SH SHARED 01 3228 80062 D SPECTRA ENERGY CORP COM 84756010 184 7036 SH SHR/OTHR 01 7036 D SPECTRA ENERGY CORP COM 84756010 7875 299780 SH SHARED 02 182606 117174 D SPECTRA ENERGY CORP COM 84756010 7 280 SH SHARED 05 280 D SPECTRA ENERGY CORP COM 84756010 1753 66765 SH SHARED 06 61025 5740 D SPECTRA ENERGY CORP COM 84756010 9459 360088 SH SHARED 10 305389 54699 D SPECTRA ENERGY CORP COM 84756010 49 1882 SH SHARED 14 1882 D SPECTRA ENERGY CORP COM 84756010 21 830 SH SHARED 20 200 630 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 28 1097 SH SHARED 23 1097 D SPECTRA ENERGY CORP COM 84756010 141 5381 SH SHR/OTHR 23 5381 D SPECTRANETICS CORP COM 84760C10 8 783 SH SHARED 783 D SPECTRUM CTL INC COM 84761510 3 320 SH SHARED 320 D SPECTRUM BRANDS INC COM 84762L10 25502 4028842 SH SHARED 4028842 D SPECTRUM BRANDS INC COM 84762L10 57 9100 SH SHARED 01 9100 D SPECTRUM BRANDS INC COM 84762L10 4 736 SH SHARED 02 736 D SPECTRUM BRANDS INC COM 84762L10 253 40100 SH SHARED 10 40100 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 3 619 SH SHARED 619 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 6 1000 SH SHARED 02 1000 D SPEEDWAY MOTORSPORTS INC COM 84778810 13 344 SH SHARED 344 D SPEEDWAY MOTORSPORTS INC COM 84778810 895 23100 SH SHARED 01 21500 1600 D SPEEDWAY MOTORSPORTS INC COM 84778810 58 1500 SH SHARED 10 1500 D SPHERION CORP COM 84842010 2737 310373 SH SHARED 55373 255000 D SPHERION CORP COM 84842010 1 165 SH SHARED 02 165 D SPIRE CORP COM 84856510 1 140 SH SHARED 140 D SPIRIT FIN CORP COM 84856830 10340 693978 SH SHARED 693978 D SPIRIT FIN CORP COM 84856830 141 9500 SH SHARED 01 9500 D SPIRIT FIN CORP COM 84856830 62 4200 SH SHARED 10 200 4000 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 872 27409 SH SHARED 27409 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 16 509 SH SHARED 02 509 D SPORT CHALET INC CL A 84916320 0 78 SH SHARED 78 D SPRINT NEXTEL CORP COM FON 85206110 280446 14791499 SH SHARED 14742734 48765 D SPRINT NEXTEL CORP COM FON 85206110 12056 635909 SH SHARED 01 241125 394784 D SPRINT NEXTEL CORP COM FON 85206110 127 6717 SH SHR/OTHR 01 6717 D SPRINT NEXTEL CORP COM FON 85206110 11170 589148 SH SHARED 02 580664 8484 D SPRINT NEXTEL CORP COM FON 85206110 19132 1009089 SH SHARED 04 965838 43251 D SPRINT NEXTEL CORP COM FON 85206110 24 1267 SH SHARED 05 1267 D SPRINT NEXTEL CORP COM FON 85206110 6062 319744 SH SHARED 06 292745 26999 D SPRINT NEXTEL CORP COM FON 85206110 49650 2618678 SH SHARED 10 2426472 192206 D SPRINT NEXTEL CORP COM FON 85206110 2090 110259 SH SHARED 14 110259 D SPRINT NEXTEL CORP COM FON 85206110 4334 228600 SH SHARED 15 228600 D SPRINT NEXTEL CORP COM FON 85206110 7691 405681 SH SHARED 19 405681 D SPRINT NEXTEL CORP COM FON 85206110 5 316 SH SHARED 20 316 D SPRINT NEXTEL CORP COM FON 85206110 113 6000 SH SHR/OTHR 21 6000 D SPRINT NEXTEL CORP COM FON 85206110 78 4117 SH SHARED 23 4117 D SPRINT NEXTEL CORP COM FON 85206110 47 2517 SH SHR/OTHR 23 2517 D STAAR SURGICAL CO COM PAR $0.01 85231230 3 586 SH SHARED 586 D STAGE STORES INC COM NEW 85254C30 5508 236323 SH SHARED 236323 D STAGE STORES INC COM NEW 85254C30 26 1148 SH SHARED 02 1148 D STAGE STORES INC COM NEW 85254C30 288 12375 SH SHARED 10 12375 D STAGE STORES INC COM NEW 85254C30 24 1050 SH SHARED 21 1050 D STAKTEK HLDGS INC COM 85256P10 0 304 SH SHARED 304 D STAMPS COM INC COM NEW 85285720 6 476 SH SHARED 476 D STAMPS COM INC COM NEW 85285720 0 58 SH SHARED 02 58 D STAMPS COM INC COM NEW 85285720 179 12500 SH SHARED 10 12500 D STANCORP FINL GROUP INC COM 85289110 1240 25219 SH SHARED 25219 D STANCORP FINL GROUP INC COM 85289110 767 15600 SH SHARED 01 15600 D STANCORP FINL GROUP INC COM 85289110 299 6088 SH SHARED 02 6088 D STANCORP FINL GROUP INC COM 85289110 113 2300 SH SHARED 10 2300 D STANCORP FINL GROUP INC COM 85289110 2301 46800 SH SHARED 14 46800 D STANDARD MICROSYSTEMS CORP COM 85362610 780 25568 SH SHARED 25568 D STANDARD MICROSYSTEMS CORP COM 85362610 35 1150 SH SHARED 01 1150 D STANDARD MICROSYSTEMS CORP COM 85362610 2 66 SH SHARED 02 66 D STANDARD MICROSYSTEMS CORP COM 85362610 9794 320700 SH SHARED 10 320700 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 4 5000 PRN SHARED 02 5000 D STANDARD MTR PRODS INC COM 85366610 5 330 SH SHARED 330 D STANDARD MTR PRODS INC COM 85366610 27 1600 SH SHARED 01 1600 D STANDARD MTR PRODS INC COM 85366610 46 2716 SH SHARED 02 2716 D STANDARD PAC CORP NEW COM 85375C10 23042 1104074 SH SHARED 1104074 D STANDARD PAC CORP NEW COM 85375C10 256 12300 SH SHARED 01 7800 4500 D STANDARD PAC CORP NEW COM 85375C10 513 24619 SH SHARED 02 22869 1750 D STANDARD PAC CORP NEW COM 85375C10 657 31500 SH SHARED 10 20000 11500 D STANDARD PARKING CORP COM 85379010 4 122 SH SHARED 122 D STANDARD REGISTER CO COM 85388710 4 391 SH SHARED 391 D STANDARD REGISTER CO COM 85388710 24 1938 SH SHARED 02 1938 D STANDARD REGISTER CO COM 85388710 58 4600 SH SHARED 10 4600 D STANDEX INTL CORP COM 85423110 7 278 SH SHARED 278 D STANDEX INTL CORP COM 85423110 1 36 SH SHARED 02 36 D STANLEY FURNITURE INC COM NEW 85430520 5 285 SH SHARED 285 D STANLEY FURNITURE INC COM NEW 85430520 35 1700 SH SHARED 01 1700 D STANLEY FURNITURE INC COM NEW 85430520 235 11300 SH SHARED 10 11300 D STANLEY INC COM 85453210 182 11691 SH SHARED 11691 D STANLEY WKS COM 85461610 55 1000 SH SHARED 1000 D STANLEY WKS COM 85461610 2770 50044 SH SHARED 50044 D STANLEY WKS COM 85461610 541 9776 SH SHARED 01 9776 D STANLEY WKS COM 85461610 99 1800 SH SHR/OTHR 01 1800 D STANLEY WKS COM 85461610 1821 32897 SH SHARED 02 9247 23650 D STANLEY WKS COM 85461610 406 7350 SH SHARED 06 6950 400 D STANLEY WKS COM 85461610 8924 161209 SH SHARED 10 129409 31800 D STANLEY WKS COM 85461610 169 3063 SH SHARED 14 3063 D STANLEY WKS COM 85461610 11 200 SH SHARED 20 200 D STANLEY WKS COM 85461610 548 9900 SH SHARED 23 9900 D STANTEC INC COM 85472N10 262 9600 SH SHARED 9600 D STANTEC INC COM 85472N10 821 30000 SH SHARED 04 30000 D STAPLES INC COM 85503010 53265 2061343 SH SHARED 839143 1222200 D STAPLES INC COM 85503010 3065 118651 SH SHARED 01 4160 114491 D STAPLES INC COM 85503010 4774 184756 SH SHARED 02 137330 47426 D STAPLES INC COM 85503010 4495 173984 SH SHARED 04 169000 4984 D STAPLES INC COM 85503010 9 365 SH SHARED 05 365 D STAPLES INC COM 85503010 3421 132402 SH SHARED 06 125552 6850 D STAPLES INC COM 85503010 246301 9531786 SH SHARED 10 6866466 1900665 764655 D STAPLES INC COM 85503010 612 23700 SH SHR/OTHR 10 23700 D STAPLES INC COM 85503010 667 25814 SH SHARED 14 25814 D STAPLES INC COM 85503010 2735 105848 SH SHARED 20 13305 92543 D STAPLES INC COM 85503010 466 18050 SH SHR/OTHR 20 18050 D STAPLES INC COM 85503010 386 14965 SH SHARED 22 8925 6040 D STAPLES INC COM 85503010 400 15492 SH SHARED 23 15492 D STAPLES INC COM 85503010 1009 39050 SH SHR/OTHR 23 39050 D STAPLES INC COM 85503010 91 3551 SH SHARED 24 3551 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 2558 654454 SH SHARED 654454 D STAR MARITIME ACQUISITION CO COM 85516E10 137 13452 SH SHARED 13452 D STAR SCIENTIFIC INC COM 85517P10 1 1233 SH SHARED 1233 D STARBUCKS CORP COM 85524410 51938 1656204 SH SHARED 1582504 73700 D STARBUCKS CORP COM 85524410 4247 135450 SH SHARED 01 6400 129050 D STARBUCKS CORP COM 85524410 169 5400 SH SHR/OTHR 01 5400 D STARBUCKS CORP COM 85524410 34582 1102755 SH SHARED 02 1073377 29378 D STARBUCKS CORP COM 85524410 407 13000 SH SHARED 04 13000 D STARBUCKS CORP COM 85524410 11 380 SH SHARED 05 380 D STARBUCKS CORP COM 85524410 5853 186660 SH SHARED 06 179250 7410 D STARBUCKS CORP COM 85524410 102709 3275171 SH SHARED 10 580016 1900595 794560 D STARBUCKS CORP COM 85524410 242 7730 SH SHARED 14 7730 D STARBUCKS CORP COM 85524410 12 400 SH SHARED 19 400 D STARBUCKS CORP COM 85524410 37 1200 SH SHARED 22 1200 D STARBUCKS CORP COM 85524410 56 1800 SH SHARED 24 1800 D STARRETT L S CO CL A 85566810 2 111 SH SHARED 111 D STARTEK INC COM 85569C10 4387 448129 SH SHARED 448129 D STARTEK INC COM 85569C10 5 536 SH SHARED 02 536 D STATE AUTO FINL CORP COM 85570710 11 369 SH SHARED 369 D STATE AUTO FINL CORP COM 85570710 49 1530 SH SHARED 02 430 1100 D STATE BANCORP INC N.Y COM 85571610 5 303 SH SHARED 303 D STATE BANCORP INC N.Y COM 85571610 13 685 SH SHARED 02 685 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 30362 468191 SH SHARED 468191 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 2501 38571 SH SHARED 01 12800 25771 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 5421 83595 SH SHARED 02 82473 1122 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 648 10000 SH SHARED 04 10000 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 9 150 SH SHARED 05 150 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 7142 110137 SH SHARED 10 102537 7600 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 242843 3744690 SH SHARED 11 2137470 1607220 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 25 400 SH SHR/OTHR 23 400 D STATE STR CORP COM 85747710 25414 392496 SH SHARED 392496 D STATE STR CORP COM 85747710 2866 44266 SH SHARED 01 44266 D STATE STR CORP COM 85747710 12 200 SH SHR/OTHR 01 200 D STATE STR CORP COM 85747710 4008 61904 SH SHARED 02 61559 345 D STATE STR CORP COM 85747710 12 200 SH SHARED 05 200 D STATE STR CORP COM 85747710 2224 34350 SH SHARED 06 31300 3050 D STATE STR CORP COM 85747710 12579 194277 SH SHARED 10 157399 36878 D STATE STR CORP COM 85747710 602 9300 SH SHR/OTHR 10 9300 D STATE STR CORP COM 85747710 1450 22400 SH SHARED 14 22400 D STATE STR CORP COM 85747710 2731 42186 SH SHARED 20 12100 30086 D STATE STR CORP COM 85747710 1198 18512 SH SHR/OTHR 20 18512 D STATE STR CORP COM 85747710 2402 37100 SH SHARED 23 37100 D STATE STR CORP COM 85747710 210 3250 SH SHR/OTHR 23 3250 D STATION CASINOS INC COM 85768910 24209 279656 SH SHARED 279656 D STATION CASINOS INC COM 85768910 380 4400 SH SHARED 01 4400 D STATION CASINOS INC COM 85768910 42 491 SH SHARED 02 491 D STATION CASINOS INC COM 85768910 138 1600 SH SHARED 06 1200 400 D STATION CASINOS INC COM 85768910 69 800 SH SHARED 10 800 D STATOIL ASA SPONSORED ADR 85771P10 2377 87800 SH SHARED 87800 D STATOIL ASA SPONSORED ADR 85771P10 40 1500 SH SHARED 02 1500 D STATOIL ASA SPONSORED ADR 85771P10 7852 289970 SH SHARED 10 289970 D STATOIL ASA SPONSORED ADR 85771P10 883 32630 SH SHARED 24 32630 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 113384 9432949 SH SHARED 9432949 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 10 870 SH SHARED 02 870 D STEAK N SHAKE CO COM 85787310 35715 2129709 SH SHARED 2129709 D STEAK N SHAKE CO COM 85787310 51 3100 SH SHARED 01 3100 D STEAK N SHAKE CO COM 85787310 1 82 SH SHARED 02 82 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 3185 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 11039 255544 SH SHARED 255544 D STEEL DYNAMICS INC COM 85811910 1576 36500 SH SHARED 01 9700 26800 D STEEL DYNAMICS INC COM 85811910 5662 131077 SH SHARED 02 128577 2500 D STEEL DYNAMICS INC COM 85811910 4536 105000 SH SHARED 06 105000 D STEEL DYNAMICS INC COM 85811910 37774 874400 SH SHARED 10 861800 12600 D STEEL TECHNOLOGIES INC COM 85814710 212 7196 SH SHARED 7196 D STEEL TECHNOLOGIES INC COM 85814710 0 33 SH SHARED 02 33 D STEELCASE INC CL A 85815520 523 26322 SH SHARED 26322 D STEELCASE INC CL A 85815520 839 42200 SH SHARED 01 42200 D STEELCASE INC CL A 85815520 72 3652 SH SHARED 02 2302 1350 D STEELCASE INC CL A 85815520 519 26100 SH SHARED 06 26100 D STEELCASE INC CL A 85815520 385 19400 SH SHARED 10 19400 D STEIN MART INC COM 85837510 10 669 SH SHARED 669 D STEIN MART INC COM 85837510 28 1730 SH SHARED 02 130 1600 D STEINWAY MUSICAL INSTRS INC COM 85849510 6 188 SH SHARED 188 D STEINWAY MUSICAL INSTRS INC COM 85849510 61 1900 SH SHARED 01 1900 D STEMCELLS INC COM 85857R10 4 1904 SH SHARED 1904 D STEMCELLS INC COM 85857R10 4 1948 SH SHARED 02 1948 D STEPAN CO COM 85858610 4 157 SH SHARED 157 D STEPAN CO COM 85858610 11 435 SH SHARED 02 435 D STEPAN CO PFD CONV 5.50% 85858620 339 11188 SH SHARED 11188 D STERLING BANCSHARES INC COM 85890710 41 3723 SH SHARED 3723 D STERLING BANCSHARES INC COM 85890710 90 8100 SH SHARED 01 8100 D STERLING BANCSHARES INC COM 85890710 3 321 SH SHARED 02 321 D STERLING BANCSHARES INC COM 85890710 2075 185604 SH SHARED 10 4704 180900 D STERICYCLE INC COM 85891210 6326 77626 SH SHARED 77626 D STERICYCLE INC COM 85891210 8102 99420 SH SHARED 01 34975 64445 D STERICYCLE INC COM 85891210 440 5399 SH SHR/OTHR 01 5399 D STERICYCLE INC COM 85891210 396 4861 SH SHARED 02 4861 D STERICYCLE INC COM 85891210 1141 14000 SH SHARED 04 14000 D STERICYCLE INC COM 85891210 162 1990 SH SHARED 10 200 1790 D STERICYCLE INC COM 85891210 1282 15740 SH SHARED 20 3270 12470 D STERICYCLE INC COM 85891210 84 1035 SH SHR/OTHR 20 1035 D STERICYCLE INC COM 85891210 44 550 SH SHR/OTHR 21 550 D STERICYCLE INC COM 85891210 261 3206 SH SHARED 22 2901 305 D STERICYCLE INC COM 85891210 973 11945 SH SHARED 23 9970 1975 D STERICYCLE INC COM 85891210 999 12260 SH SHR/OTHR 23 12260 D STERIS CORP COM 85915210 170 6418 SH SHARED 6418 D STERIS CORP COM 85915210 448 16900 SH SHARED 01 16900 D STERIS CORP COM 85915210 172 6500 SH SHARED 02 6500 D STERIS CORP COM 85915210 385 14500 SH SHARED 10 600 13900 D STERLING BANCORP COM 85915810 8 481 SH SHARED 481 D STERLING BANCORP COM 85915810 1 55 SH SHARED 02 55 D STEREOTAXIS INC COM 85916J10 7368 619194 SH SHARED 619194 D STEREOTAXIS INC COM 85916J10 4268 358676 SH SHARED 02 104256 254420 D STERLING CONSTRUCTION CO INC COM 85924110 877 46021 SH SHARED 46021 D STERLING CONSTRUCTION CO INC COM 85924110 10233 536900 SH SHARED 10 536900 D STERLING FINL CORP COM 85931710 14 651 SH SHARED 651 D STERLING FINL CORP WASH COM 85931910 38 1241 SH SHARED 1241 D STERLING FINL CORP WASH COM 85931910 417 13400 SH SHARED 01 7100 6300 D STERLING FINL CORP WASH COM 85931910 417 13400 SH SHARED 02 11880 1520 D STERLING FINL CORP WASH COM 85931910 19666 630529 SH SHARED 10 450523 180006 D STERLING FINL CORP WASH COM 85931910 59 1900 SH SHARED 21 1900 D STEWART ENTERPRISES INC CL A 86037010 18 2332 SH SHARED 2332 D STEWART ENTERPRISES INC CL A 86037010 175 21800 SH SHARED 10 21800 D STEWART INFORMATION SVCS COR COM 86037210 7935 189890 SH SHARED 189890 D STEWART INFORMATION SVCS COR COM 86037210 29 700 SH SHARED 01 700 D STEWART INFORMATION SVCS COR COM 86037210 2 54 SH SHARED 02 54 D STEWART INFORMATION SVCS COR COM 86037210 1312 31400 SH SHARED 10 300 31100 D STEWART INFORMATION SVCS COR COM 86037210 0 20 SH SHARED 23 20 D STIFEL FINL CORP COM 86063010 9 212 SH SHARED 212 D STILLWATER MNG CO COM 86074Q10 4649 366353 SH SHARED 366353 D STILLWATER MNG CO COM 86074Q10 480 37900 SH SHARED 01 33200 4700 D STILLWATER MNG CO COM 86074Q10 1234 97260 SH SHARED 02 97260 D STILLWATER MNG CO COM 86074Q10 4959 390800 SH SHARED 10 219700 171100 D STMICROELECTRONICS N V NY REGISTRY 86101210 7824 407500 SH SHARED 407500 D STMICROELECTRONICS N V NY REGISTRY 86101210 4992 260000 SH SHARED 04 260000 D STOCKERYALE INC COM NEW 86126T20 1 730 SH SHARED 730 D STONE ENERGY CORP COM 86164210 4881 164417 SH SHARED 164417 D STONE ENERGY CORP COM 86164210 21 739 SH SHARED 02 739 D STONE ENERGY CORP COM 86164210 397 13400 SH SHARED 10 7800 5600 D STONERIDGE INC COM 86183P10 3 368 SH SHARED 368 D STONEMOR PARTNERS L P COM UNITS 86183Q10 2 111 SH SHARED 111 D STONEMOR PARTNERS L P COM UNITS 86183Q10 219 9000 SH SHARED 02 9000 D STORA ENSO CORP SPON ADR REP R 86210M10 706 40900 SH SHARED 40900 D STORA ENSO CORP SPON ADR REP R 86210M10 108 6286 SH SHARED 02 6286 D STRATASYS INC COM 86268510 10 250 SH SHARED 250 D STRATASYS INC COM 86268510 14 350 SH SHARED 02 200 150 D STRATAGENE CORP COM 86269H10 1 224 SH SHARED 224 D STRATEGIC DIAGNOSTICS INC COM 86270010 1 380 SH SHARED 380 D STRATEGIC GLOBAL INCOME FD COM 86271910 73 6000 SH SHARED 02 6000 D STRATEGIC GLOBAL INCOME FD COM 86271910 60 5000 SH SHR/OTHR 20 5000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 14877 650534 SH SHARED 650534 D STRATEGIC HOTELS & RESORTS I COM 86272T10 265 11600 SH SHARED 01 11600 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1541 67422 SH SHARED 02 39897 27525 D STRATEGIC HOTELS & RESORTS I COM 86272T10 2963 129600 SH SHARED 10 129600 D STRATOS INTERNATIONAL INC COM NEW 86310020 1 266 SH SHARED 266 D STRATTEC SEC CORP COM 86311110 750 17464 SH SHARED 17464 D STRATTEC SEC CORP COM 86311110 8 199 SH SHARED 01 199 D STRATUS PPTYS INC COM NEW 86316720 4 144 SH SHARED 144 D STRATUS PPTYS INC COM NEW 86316720 9 273 SH SHARED 02 273 D STRAYER ED INC COM 86323610 1822 14577 SH SHARED 14577 D STRAYER ED INC COM 86323610 737 5900 SH SHARED 01 1500 4400 D STRAYER ED INC COM 86323610 175 1400 SH SHARED 02 1400 D STRAYER ED INC COM 86323610 262 2100 SH SHARED 10 2100 D STREETTRACKS SER TR SPDR S&P RTL 86330E58 3 88 SH SHARED 02 88 D STREETTRACKS SER TR DJ WIL REIT 86330E60 40 450 SH SHARED 02 450 D STREETTRACKS SER TR DJ WIL REIT 86330E60 45 500 SH SHR/OTHR 23 500 D STREETTRACKS SER TR SPDR S&P MTL 86330E64 5 100 SH SHARED 02 100 D STREETTRACKS SER TR SPDR S&P HOMEB 86330E74 8137 250000 SH SHARED 02 250000 D STREETTRACKS SER TR KBW BANK ETF 86330E79 11 200 SH SHARED 02 200 D STREETTRACKS GOLD TR GOLD SHS 86330710 749 11400 SH SHARED 11400 D STREETTRACKS GOLD TR GOLD SHS 86330710 3208 48803 SH SHARED 01 47643 1160 D STREETTRACKS GOLD TR GOLD SHS 86330710 7 115 SH SHR/OTHR 01 115 D STREETTRACKS GOLD TR GOLD SHS 86330710 2124 32316 SH SHARED 02 204 32112 D STREETTRACKS GOLD TR GOLD SHS 86330710 19953 303518 SH SHARED 10 303518 D STREETTRACKS GOLD TR GOLD SHS 86330710 22393 340638 SH SHARED 19 340638 D STREETTRACKS GOLD TR GOLD SHS 86330710 146 2230 SH SHARED 21 2230 D STREETTRACKS GOLD TR GOLD SHS 86330710 65 1000 SH SHR/OTHR 23 1000 D STREETTRACKS GOLD TR GOLD SHS 86330710 2214 33689 SH SHARED 24 33689 D STREETTRACKS INDEX SHS FDS SPDR NOM SMLCP 86330878 802 14965 SH SHARED 02 14965 D STRIDE RITE CORP COM 86331410 13 864 SH SHARED 864 D STRIDE RITE CORP COM 86331410 15 980 SH SHARED 02 105 875 D STRYKER CORP COM 86366710 12218 184232 SH SHARED 184232 D STRYKER CORP COM 86366710 2659 40104 SH SHARED 01 40104 D STRYKER CORP COM 86366710 6415 96734 SH SHARED 02 95904 830 D STRYKER CORP COM 86366710 9 150 SH SHARED 05 150 D STRYKER CORP COM 86366710 1988 29990 SH SHARED 06 27560 2430 D STRYKER CORP COM 86366710 14453 217930 SH SHARED 10 173230 44700 D STUDENT LN CORP COM 86390210 816 4393 SH SHARED 4393 D STUDENT LN CORP COM 86390210 63 344 SH SHARED 02 44 300 D STUDENT LN CORP COM 86390210 92 500 SH SHARED 10 500 D STUDENT LN CORP COM 86390210 14 78 SH SHARED 21 78 D STURM RUGER & CO INC COM 86415910 7 558 SH SHARED 558 D STURM RUGER & CO INC COM 86415910 14 1084 SH SHARED 02 1084 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 3088 70204 SH SHARED 70204 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 699 15900 SH SHARED 01 14200 1700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 363 8270 SH SHARED 02 8270 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 660 15000 SH SHARED 10 15000 D SUFFOLK BANCORP COM 86473910 8 264 SH SHARED 264 D SUFFOLK BANCORP COM 86473910 203 6300 SH SHARED 10 6300 D SUFFOLK BANCORP COM 86473910 1036 32100 SH SHARED 23 32100 D SULPHCO INC COM 86537810 38 11202 SH SHARED 1102 10100 D SULPHCO INC COM 86537810 3 1000 SH SHARED 02 1000 D SUMMIT FINANCIAL GROUP INC COM 86606G10 3 162 SH SHARED 162 D SUMTOTAL SYS INC COM 86661510 6536 819070 SH SHARED 819070 D SUMTOTAL SYS INC COM 86661510 79 10000 SH SHARED 02 10000 D SUN BANCORP INC COM 86663B10 8 432 SH SHARED 432 D SUN BANCORP INC COM 86663B10 19 1050 SH SHARED 20 1050 D SUN COMMUNITIES INC COM 86667410 8934 288014 SH SHARED 288014 D SUN COMMUNITIES INC COM 86667410 43 1400 SH SHARED 01 1400 D SUN COMMUNITIES INC COM 86667410 518 16720 SH SHARED 02 16500 220 D SUN COMMUNITIES INC COM 86667410 629 20300 SH SHARED 10 20300 D SUN COMMUNITIES INC COM 86667410 82 2650 SH SHARED 21 2650 D SUN LIFE FINL INC COM 86679610 2781 61261 SH SHARED 61261 D SUN LIFE FINL INC COM 86679610 37 826 SH SHARED 01 826 D SUN LIFE FINL INC COM 86679610 13626 300150 SH SHARED 02 300150 D SUN LIFE FINL INC COM 86679610 567 12500 SH SHARED 04 12500 D SUN LIFE FINL INC COM 86679610 13 300 SH SHARED 05 300 D SUN LIFE FINL INC COM 86679610 213 4701 SH SHARED 06 1851 2850 D SUN LIFE FINL INC COM 86679610 760 16762 SH SHARED 10 15200 1562 D SUN LIFE FINL INC COM 86679610 65 1442 SH SHARED 14 1442 D SUN LIFE FINL INC COM 86679610 2724 60000 SH SHARED 16 60000 D SUN LIFE FINL INC COM 86679610 201 4443 SH SHARED 20 4443 D SUN MICROSYSTEMS INC COM 86681010 50462 8396497 SH SHARED 8364847 31650 D SUN MICROSYSTEMS INC COM 86681010 1360 226291 SH SHARED 01 132240 94051 D SUN MICROSYSTEMS INC COM 86681010 3 500 SH SHR/OTHR 01 500 D SUN MICROSYSTEMS INC COM 86681010 3478 578838 SH SHARED 02 431352 147486 D SUN MICROSYSTEMS INC COM 86681010 4717 785000 SH SHARED 04 785000 D SUN MICROSYSTEMS INC COM 86681010 802 133590 SH SHARED 05 133590 D SUN MICROSYSTEMS INC COM 86681010 2268 377430 SH SHARED 06 344440 32990 D SUN MICROSYSTEMS INC COM 86681010 20796 3460246 SH SHARED 10 3079146 381100 D SUN MICROSYSTEMS INC COM 86681010 126 21100 SH SHARED 14 21100 D SUN MICROSYSTEMS INC COM 86681010 538 89565 SH SHARED 19 89565 D SUN MICROSYSTEMS INC COM 86681010 21 3600 SH SHARED 20 3600 D SUN MICROSYSTEMS INC COM 86681010 3 500 SH SHARED 23 500 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 5895 1188510 SH SHARED 1188510 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 9 2000 SH SHARED 02 2000 D SUN HEALTHCARE GROUP INC COM NEW 86693340 11 950 SH SHARED 950 D SUN HYDRAULICS CORP COM 86694210 1915 71654 SH SHARED 71654 D SUN HYDRAULICS CORP COM 86694210 11 426 SH SHARED 02 426 D SUNCOR ENERGY INC COM 86722910 80123 1049427 SH SHARED 570527 478900 D SUNCOR ENERGY INC COM 86722910 212 2788 SH SHARED 01 2788 D SUNCOR ENERGY INC COM 86722910 23804 311787 SH SHARED 02 302256 9531 D SUNCOR ENERGY INC COM 86722910 90856 1190000 SH SHARED 04 1175000 15000 D SUNCOR ENERGY INC COM 86722910 15 200 SH SHARED 05 200 D SUNCOR ENERGY INC COM 86722910 3481 45593 SH SHARED 06 23643 21950 D SUNCOR ENERGY INC COM 86722910 55587 728063 SH SHARED 10 719541 8522 D SUNCOR ENERGY INC COM 86722910 2766 36234 SH SHARED 14 700 35534 D SUNCOR ENERGY INC COM 86722910 6108 80000 SH SHARED 16 80000 D SUNCOR ENERGY INC COM 86722910 385 5050 SH SHR/OTHR 23 5050 D SUNCOR ENERGY INC COM 86722910 1381 18100 SH SHARED 24 18100 D SUNESIS PHARMACEUTICALS INC COM 86732850 2 512 SH SHARED 512 D SUNESIS PHARMACEUTICALS INC COM 86732850 2612 580600 SH SHARED 04 580600 D SUNLINK HEALTH SYSTEMS INC COM 86737U10 1 154 SH SHARED 154 D SUNOPTA INC COM 8676EP10 147 12400 SH SHARED 12400 D SUNOPTA INC COM 8676EP10 135 11378 SH SHARED 10878 500 D SUNOPTA INC COM 8676EP10 5777 485500 SH SHARED 04 485500 D SUNOPTA INC COM 8676EP10 7883 662500 SH SHARED 10 653900 8600 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 124 2099 SH SHARED 2099 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 243 4115 SH SHARED 02 4115 D SUNOCO INC COM 86764P10 56314 799465 SH SHARED 799465 D SUNOCO INC COM 86764P10 2541 36076 SH SHARED 01 14650 21426 D SUNOCO INC COM 86764P10 52 750 SH SHR/OTHR 01 750 D SUNOCO INC COM 86764P10 5534 78566 SH SHARED 02 73951 4615 D SUNOCO INC COM 86764P10 3625 51463 SH SHARED 04 50000 1463 D SUNOCO INC COM 86764P10 1341 19048 SH SHARED 06 17808 1240 D SUNOCO INC COM 86764P10 13913 197528 SH SHARED 10 194728 2800 D SUNOCO INC COM 86764P10 1 25 SH SHR/OTHR 10 25 D SUNOCO INC COM 86764P10 82 1166 SH SHARED 14 1166 D SUNOCO INC COM 86764P10 281 4000 SH SHARED 20 4000 D SUNOCO INC COM 86764P10 38 550 SH SHARED 22 550 D SUNOCO INC COM 86764P10 292 4150 SH SHARED 23 4150 D SUNOCO INC COM 86764P10 160 2285 SH SHR/OTHR 23 2285 D SUNOCO INC COM 86764P10 1034 14690 SH SHARED 24 14690 D SUNPOWER CORP DBCV 1.250% 2/1 867652AA 1037 1000000 PRN SHARED 1000000 D SUNPOWER CORP COM CL A 86765210 11639 255816 SH SHARED 255816 D SUNPOWER CORP COM CL A 86765210 45 1000 SH SHR/OTHR 01 1000 D SUNPOWER CORP COM CL A 86765210 22 500 SH SHARED 02 500 D SUNPOWER CORP COM CL A 86765210 2275 50000 SH SHARED 04 50000 D SUNPOWER CORP COM CL A 86765210 4518 99318 SH SHARED 05 99318 D SUNPOWER CORP COM CL A 86765210 286 6300 SH SHARED 10 6300 D SUNRISE SENIOR LIVING INC COM 86768K10 42 1081 SH SHARED 1081 D SUNRISE SENIOR LIVING INC COM 86768K10 1351 34200 SH SHARED 01 34200 D SUNRISE SENIOR LIVING INC COM 86768K10 49 1251 SH SHARED 02 131 1120 D SUNRISE SENIOR LIVING INC COM 86768K10 790 20000 SH SHARED 04 20000 D SUNRISE SENIOR LIVING INC COM 86768K10 181 4600 SH SHARED 10 1800 2800 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2186 80223 SH SHARED 80223 D SUNSTONE HOTEL INVS INC NEW COM 86789210 204 7500 SH SHARED 01 7500 D SUNSTONE HOTEL INVS INC NEW COM 86789210 41 1513 SH SHARED 02 1513 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2404 88200 SH SHARED 10 88200 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2570 94300 SH SHARED 11 94300 D SUNTRUST BKS INC COM 86791410 28884 347837 SH SHARED 339478 8359 D SUNTRUST BKS INC COM 86791410 9905 119282 SH SHARED 01 66030 53252 D SUNTRUST BKS INC COM 86791410 792 9540 SH SHR/OTHR 01 9540 D SUNTRUST BKS INC COM 86791410 5336 64263 SH SHARED 02 60335 3928 D SUNTRUST BKS INC COM 86791410 157 1900 SH SHARED 04 1900 D SUNTRUST BKS INC COM 86791410 14 169 SH SHARED 05 169 D SUNTRUST BKS INC COM 86791410 3120 37574 SH SHARED 06 34314 3260 D SUNTRUST BKS INC COM 86791410 23400 281797 SH SHARED 10 238011 43786 D SUNTRUST BKS INC COM 86791410 636 7668 SH SHARED 20 1990 5678 D SUNTRUST BKS INC COM 86791410 41 500 SH SHARED 22 500 D SUNTRUST BKS INC COM 86791410 537 6475 SH SHARED 23 6475 D SUNTRUST BKS INC COM 86791410 436 5260 SH SHR/OTHR 23 5260 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 686 19835 SH SHARED 19835 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 51 1500 SH SHR/OTHR 01 1500 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 12978 375000 SH SHARED 04 375000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 3461 100000 SH SHARED 05 100000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 3461 100000 SH SHARED 10 100000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 346 10000 SH SHARED 16 10000 D SUPERGEN INC COM 86805910 7 1267 SH SHARED 1267 D SUPERGEN INC COM 86805910 8 1446 SH SHARED 02 1446 D SUPERIOR BANCORP COM 86806M10 8 791 SH SHARED 791 D SUPERIOR ESSEX INC COM 86815V10 13043 376223 SH SHARED 376223 D SUPERIOR ESSEX INC COM 86815V10 1040 30000 SH SHARED 01 30000 D SUPERIOR ESSEX INC COM 86815V10 1040 30000 SH SHR/OTHR 01 30000 D SUPERIOR ESSEX INC COM 86815V10 215 6209 SH SHARED 02 6209 D SUPERIOR ENERGY SVCS INC COM 86815710 7762 225187 SH SHARED 225187 D SUPERIOR ENERGY SVCS INC COM 86815710 1227 35600 SH SHARED 01 35600 D SUPERIOR ENERGY SVCS INC COM 86815710 1622 47084 SH SHARED 02 19034 28050 D SUPERIOR ENERGY SVCS INC COM 86815710 10 300 SH SHARED 06 300 D SUPERIOR ENERGY SVCS INC COM 86815710 28920 839000 SH SHARED 10 644100 194900 D SUPERIOR INDS INTL INC COM 86816810 6840 328401 SH SHARED 317144 11257 D SUPERIOR INDS INTL INC COM 86816810 1 66 SH SHARED 02 66 D SUPERIOR INDS INTL INC COM 86816810 302 14500 SH SHARED 10 14500 D SUPERIOR UNIFORM GP INC COM 86835810 1 114 SH SHARED 114 D SUPERIOR WELL SVCS INC COM 86837X10 6 278 SH SHARED 278 D SUPERIOR WELL SVCS INC COM 86837X10 48 2129 SH SHARED 02 2129 D SUPERTEL HOSPITALITY INC MD COM 86852610 2 378 SH SHARED 378 D SUPERTEX INC COM 86853210 9 274 SH SHARED 274 D SUPERTEX INC COM 86853210 7 240 SH SHARED 02 240 D SUPERVALU INC COM 86853610 29590 757366 SH SHARED 757366 D SUPERVALU INC COM 86853610 1416 36248 SH SHARED 01 36248 D SUPERVALU INC COM 86853610 1368 35021 SH SHARED 02 28431 6590 D SUPERVALU INC COM 86853610 466 11937 SH SHARED 04 11937 D SUPERVALU INC COM 86853610 2 59 SH SHARED 05 59 D SUPERVALU INC COM 86853610 813 20828 SH SHARED 06 19164 1664 D SUPERVALU INC COM 86853610 10612 271621 SH SHARED 10 224930 46691 D SUPERVALU INC COM 86853610 7 182 SH SHR/OTHR 20 182 D SUPPORTSOFT INC COM 86858710 823 146011 SH SHARED 146011 D SUPPORTSOFT INC COM 86858710 19 3453 SH SHARED 02 3453 D SUPREME INDS INC CL A 86860710 1 228 SH SHARED 228 D SUREWEST COMMUNICATIONS COM 86873310 8 325 SH SHARED 325 D SUREWEST COMMUNICATIONS COM 86873310 206 8300 SH SHARED 10 8300 D SURMODICS INC COM 86887310 14 402 SH SHARED 402 D SURMODICS INC COM 86887310 32 910 SH SHARED 02 910 D SURMODICS INC COM 86887310 5 165 SH SHARED 10 165 D SUSQUEHANNA BANCSHARES INC P COM 86909910 29 1282 SH SHARED 1282 D SUSQUEHANNA BANCSHARES INC P COM 86909910 496 21400 SH SHARED 01 15800 5600 D SUSQUEHANNA BANCSHARES INC P COM 86909910 17 735 SH SHARED 02 735 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1132 48842 SH SHARED 10 1842 47000 D SUSSER HLDGS CORP COM 86923310 1780 102641 SH SHARED 102641 D SWIFT ENERGY CO COM 87073810 8939 214017 SH SHARED 214017 D SWIFT ENERGY CO COM 87073810 1395 33400 SH SHARED 01 21100 12300 D SWIFT ENERGY CO COM 87073810 1818 43530 SH SHARED 02 42620 910 D SWIFT ENERGY CO COM 87073810 8880 212600 SH SHARED 10 14500 198100 D SWIFT TRANSN CO COM 87075610 7357 236127 SH SHARED 236127 D SWIFT TRANSN CO COM 87075610 641 20600 SH SHARED 01 20600 D SWIFT TRANSN CO COM 87075610 12158 390197 SH SHARED 02 390197 D SWIFT TRANSN CO COM 87075610 255 8207 SH SHARED 10 307 7900 D SWISSCOM AG SPONSORED ADR 87101310 17 480 SH SHARED 480 D SWISSCOM AG SPONSORED ADR 87101310 120 3346 SH SHARED 02 3346 D SWITCH & DATA FACILITIES COM COM 87104310 1817 100290 SH SHARED 100290 D SWITCH & DATA FACILITIES COM COM 87104310 68 3800 SH SHARED 02 3800 D SYBASE INC NOTE 1.750% 2/2 871130AB 34050 30000000 PRN SHARED 30000000 D SYBASE INC COM 87113010 12055 476891 SH SHARED 476891 D SYBASE INC COM 87113010 2067 81800 SH SHARED 01 55000 26800 D SYBASE INC COM 87113010 1390 55000 SH SHR/OTHR 01 55000 D SYBASE INC COM 87113010 291 11550 SH SHARED 02 10150 1400 D SYBASE INC COM 87113010 3731 147600 SH SHARED 10 22400 125200 D SYCAMORE NETWORKS INC COM 87120610 6290 1681933 SH SHARED 1681933 D SYCAMORE NETWORKS INC COM 87120610 79 21150 SH SHARED 02 100 21050 D SYKES ENTERPRISES INC COM 87123710 11 628 SH SHARED 628 D SYKES ENTERPRISES INC COM 87123710 12 699 SH SHARED 02 699 D SYMANTEC CORP COM 87150310 1372 79320 SH SHARED 41200 38120 D SYMANTEC CORP COM 87150310 131197 7583661 SH SHARED 6313461 1270200 D SYMANTEC CORP COM 87150310 3499 202308 SH SHARED 01 35899 166409 D SYMANTEC CORP COM 87150310 18 1078 SH SHR/OTHR 01 1078 D SYMANTEC CORP COM 87150310 2019 116737 SH SHARED 02 109677 7060 D SYMANTEC CORP COM 87150310 315030 18209830 SH SHARED 04 18209830 D SYMANTEC CORP COM 87150310 13346 771450 SH SHARED 06 311450 460000 D SYMANTEC CORP COM 87150310 71967 4159943 SH SHARED 10 2863838 560950 735155 D SYMANTEC CORP COM 87150310 169 9800 SH SHR/OTHR 10 9800 D SYMANTEC CORP COM 87150310 2785 161000 SH SHARED 14 131000 30000 D SYMANTEC CORP COM 87150310 167 9689 SH SHARED 15 9689 D SYMANTEC CORP COM 87150310 319 18469 SH SHARED 18 18469 D SYMANTEC CORP COM 87150310 9 570 SH SHARED 20 75 495 D SYMANTEC CORP COM 87150310 272 15726 SH SHARED 22 9636 6090 D SYMANTEC CORP COM 87150310 111 6449 SH SHARED 23 6449 D SYMANTEC CORP COM 87150310 21 1268 SH SHR/OTHR 23 1268 D SYMANTEC CORP COM 87150310 222 12875 SH SHARED 24 12875 D SYMBION INC DEL COM 87150710 10 528 SH SHARED 528 D SYMBION INC DEL COM 87150710 805 41053 SH SHARED 02 31903 9150 D SYMBION INC DEL COM 87150710 190 9700 SH SHARED 10 9700 D SYMMETRICOM INC COM 87154310 9 1177 SH SHARED 1177 D SYMMETRICOM INC COM 87154310 798 96156 SH SHARED 02 35321 60835 D SYMMETRY MED INC COM 87154620 12 736 SH SHARED 736 D SYMMETRY MED INC COM 87154620 14 900 SH SHARED 10 900 D SYMYX TECHNOLOGIES COM 87155S10 109 6189 SH SHARED 6189 D SYMYX TECHNOLOGIES COM 87155S10 443 25000 SH SHARED 02 25000 D SYMYX TECHNOLOGIES COM 87155S10 138 7800 SH SHARED 10 7800 D SYMS CORP COM 87155110 2 124 SH SHARED 124 D SYNAGRO TECHNOLOGIES INC COM NEW 87156220 4186 734514 SH SHARED 734514 D SYNAGRO TECHNOLOGIES INC COM NEW 87156220 74 13100 SH SHARED 10 13100 D SYNALLOY CP DEL COM 87156510 3 141 SH SHARED 141 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 6 351 SH SHARED 351 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 1131 65000 SH SHARED 01 65000 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 1131 65000 SH SHR/OTHR 01 65000 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 121 7000 SH SHARED 02 7000 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB 6921 7725000 PRN SHARED 7725000 D SYNAPTICS INC COM 87157D10 16 641 SH SHARED 641 D SYNAPTICS INC COM 87157D10 21 856 SH SHARED 02 856 D SYNERGETICS USA INC COM 87160G10 2 597 SH SHARED 597 D SYNPLICITY INC COM 87160Y10 1086 155451 SH SHARED 155451 D SYNOPSYS INC COM 87160710 5227 199301 SH SHARED 199301 D SYNOPSYS INC COM 87160710 1840 70176 SH SHARED 01 28500 41676 D SYNOPSYS INC COM 87160710 621 23710 SH SHARED 02 16114 7596 D SYNOPSYS INC COM 87160710 103 3930 SH SHARED 06 3200 730 D SYNOPSYS INC COM 87160710 402 15335 SH SHARED 10 12835 2500 D SYNOVUS FINL CORP COM 87161C10 9063 280250 SH SHARED 272977 7273 D SYNOVUS FINL CORP COM 87161C10 1159 35848 SH SHARED 01 35848 D SYNOVUS FINL CORP COM 87161C10 2369 73281 SH SHARED 02 73281 D SYNOVUS FINL CORP COM 87161C10 975 30160 SH SHARED 06 28050 2110 D SYNOVUS FINL CORP COM 87161C10 8554 264514 SH SHARED 10 235414 29100 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 4 298 SH SHARED 298 D SYNTEL INC COM 87162H10 10 304 SH SHARED 304 D SYNTEL INC COM 87162H10 27 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 14 420 SH SHARED 02 420 D SYNTA PHARMACEUTICALS CORP COM 87162T20 1 125 SH SHARED 125 D SYNERGY FINANCIAL GROUP INC COM 87162V10 3 229 SH SHARED 229 D SYNNEX CORP COM 87162W10 2158 101618 SH SHARED 101618 D SYNNEX CORP COM 87162W10 15 749 SH SHARED 02 749 D SYNIVERSE HLDGS INC COM 87163F10 7 697 SH SHARED 697 D SYNIVERSE HLDGS INC COM 87163F10 33 3210 SH SHARED 02 3210 D SYNIVERSE HLDGS INC COM 87163F10 355 33700 SH SHARED 10 10300 23400 D SYNTAX BRILLIAN CORP COM 87163L10 239 28461 SH SHARED 28461 D SYNTAX BRILLIAN CORP COM 87163L10 52 6227 SH SHARED 02 6227 D SYNTROLEUM CORP COM 87163010 3 1004 SH SHARED 1004 D SYPRIS SOLUTIONS INC COM 87165510 1 233 SH SHARED 233 D SYSCO CORP COM 87182910 31904 943090 SH SHARED 940760 2330 D SYSCO CORP COM 87182910 9440 279055 SH SHARED 01 102179 176876 D SYSCO CORP COM 87182910 444 13152 SH SHR/OTHR 01 13152 D SYSCO CORP COM 87182910 3251 96099 SH SHARED 02 76804 19295 D SYSCO CORP COM 87182910 10 300 SH SHARED 05 300 D SYSCO CORP COM 87182910 2254 66655 SH SHARED 06 61055 5600 D SYSCO CORP COM 87182910 11900 351777 SH SHARED 10 258897 92880 D SYSCO CORP COM 87182910 2336 69075 SH SHR/OTHR 10 69075 D SYSCO CORP COM 87182910 1021 30208 SH SHARED 14 30208 D SYSCO CORP COM 87182910 33 1000 SH SHARED 19 1000 D SYSCO CORP COM 87182910 1807 53426 SH SHARED 20 6416 47010 D SYSCO CORP COM 87182910 1272 37600 SH SHR/OTHR 20 37600 D SYSCO CORP COM 87182910 71 2100 SH SHARED 21 2100 D SYSCO CORP COM 87182910 575 17005 SH SHARED 22 12150 4855 D SYSCO CORP COM 87182910 143 4250 SH SHR/OTHR 22 4250 D SYSCO CORP COM 87182910 1262 37319 SH SHARED 23 37269 50 D SYSCO CORP COM 87182910 1463 43263 SH SHR/OTHR 23 43263 D SYSTEMAX INC COM 87185110 5483 292746 SH SHARED 292746 D SYSTEMAX INC COM 87185110 46 2500 SH SHARED 02 2500 D SYSTEMS XCELLENCE INC COM NEW 87192920 45 2427 SH SHARED 2427 D SYSTEMS XCELLENCE INC COM NEW 87192920 1024 54400 SH SHARED 10 54400 D TB WOODS CORP COM 87222610 1 46 SH SHARED 46 D TCF FINL CORP COM 87227510 765 29032 SH SHARED 20578 8454 D TCF FINL CORP COM 87227510 1045 39654 SH SHARED 01 39654 D TCF FINL CORP COM 87227510 353 13424 SH SHARED 02 13094 330 D TCF FINL CORP COM 87227510 84 3190 SH SHARED 06 2600 590 D TCF FINL CORP COM 87227510 200 7600 SH SHARED 10 3100 4500 D TC PIPELINES LP UT COM LTD PRT 87233Q10 14 396 SH SHARED 396 D TC PIPELINES LP UT COM LTD PRT 87233Q10 2063 56570 SH SHARED 02 305 56265 D TCW STRATEGIC INCOME FUND IN COM 87234010 1 293 SH SHARED 293 D TD BANKNORTH INC COM 87235A10 968 30125 SH SHARED 30125 D TD BANKNORTH INC COM 87235A10 42 1307 SH SHARED 01 1307 D TD BANKNORTH INC COM 87235A10 1173 36502 SH SHARED 02 36502 D TD BANKNORTH INC COM 87235A10 86 2686 SH SHARED 06 2186 500 D TD BANKNORTH INC COM 87235A10 2956 91943 SH SHARED 10 83700 8243 D TD BANKNORTH INC COM 87235A10 154 4803 SH SHARED 14 4803 D TD AMERITRADE HLDG CORP COM 87236Y10 8483 570111 SH SHARED 570111 D TD AMERITRADE HLDG CORP COM 87236Y10 46 3100 SH SHARED 01 3100 D TD AMERITRADE HLDG CORP COM 87236Y10 8881 596891 SH SHARED 02 596891 D TD AMERITRADE HLDG CORP COM 87236Y10 1488 100000 SH SHARED 04 100000 D TD AMERITRADE HLDG CORP COM 87236Y10 500 33667 SH SHARED 10 32767 900 D TECO ENERGY INC COM 87237510 2496 145051 SH SHARED 145051 D TECO ENERGY INC COM 87237510 1242 72200 SH SHARED 01 48900 23300 D TECO ENERGY INC COM 87237510 652 37927 SH SHARED 02 31927 6000 D TECO ENERGY INC COM 87237510 255 14850 SH SHARED 06 14850 D TECO ENERGY INC COM 87237510 9248 537388 SH SHARED 10 471788 65600 D TECO ENERGY INC COM 87237510 129 7500 SH SHR/OTHR 23 7500 D TEL OFFSHORE TR UNIT BEN INT 87238210 0 58 SH SHARED 02 58 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 26048 586677 SH SHARED 586677 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 4100 92350 SH SHARED 02 92350 D TESSCO TECHNOLOGIES INC COM 87238610 2 84 SH SHARED 84 D TF FINL CORP COM 87239110 1 61 SH SHARED 61 D TGC INDS INC COM NEW 87241730 1064 123099 SH SHARED 123099 D THQ INC COM NEW 87244340 324 9500 SH SHARED 9500 D THQ INC COM NEW 87244340 1110 32488 SH SHARED 32488 D THQ INC COM NEW 87244340 1775 51937 SH SHARED 01 46000 5937 D THQ INC COM NEW 87244340 1572 46000 SH SHR/OTHR 01 46000 D THQ INC COM NEW 87244340 1051 30767 SH SHARED 02 30767 D THQ INC COM NEW 87244340 34349 1004670 SH SHARED 10 948020 56650 D TIB FINL CORP COM 87244910 4 268 SH SHARED 268 D TJX COS INC NEW NOTE 2/1 872540AL 270 300000 PRN SHARED 300000 D TJX COS INC NEW COM 87254010 603 22370 SH SHARED 22370 D TJX COS INC NEW COM 87254010 28313 1050209 SH SHARED 402309 647900 D TJX COS INC NEW COM 87254010 7751 287500 SH SHARED 01 164080 123420 D TJX COS INC NEW COM 87254010 91 3400 SH SHR/OTHR 01 3400 D TJX COS INC NEW COM 87254010 7032 260839 SH SHARED 02 260839 D TJX COS INC NEW COM 87254010 442 16400 SH SHARED 04 16400 D TJX COS INC NEW COM 87254010 7 260 SH SHARED 05 260 D TJX COS INC NEW COM 87254010 2277 84494 SH SHARED 06 80294 4200 D TJX COS INC NEW COM 87254010 43683 1620307 SH SHARED 10 879087 510800 230420 D TJX COS INC NEW COM 87254010 51 1900 SH SHR/OTHR 10 1900 D TJX COS INC NEW COM 87254010 469 17399 SH SHARED 14 17399 D TJX COS INC NEW COM 87254010 75 2818 SH SHARED 18 2818 D TJX COS INC NEW COM 87254010 310 11535 SH SHARED 20 4800 6735 D TJX COS INC NEW COM 87254010 186 6925 SH SHARED 22 4125 2800 D TJX COS INC NEW COM 87254010 134 5000 SH SHARED 23 5000 D TJX COS INC NEW COM 87254010 37 1400 SH SHR/OTHR 23 1400 D TNT N V SPONSORED ADR 87260W10 3182 69100 SH SHARED 69100 D TRC COS INC COM 87262510 366 36281 SH SHARED 36281 D TRC COS INC COM 87262510 51 5081 SH SHARED 02 5081 D TRM CORP COM 87263610 62 22293 SH SHARED 22293 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 892 25646 SH SHARED 25646 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 282 8100 SH SHARED 01 7300 800 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 68 1965 SH SHARED 02 1965 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 1270 36500 SH SHARED 10 20800 15700 D TVI CORP NEW COM 87291610 1 805 SH SHARED 805 D TNS INC COM 87296010 2504 155679 SH SHARED 155679 D TNS INC COM 87296010 69 4300 SH SHARED 01 4300 D TNS INC COM 87296010 0 29 SH SHARED 02 29 D TTM TECHNOLOGIES INC COM 87305R10 26 2775 SH SHARED 2775 D TTM TECHNOLOGIES INC COM 87305R10 97 10256 SH SHARED 02 10256 D T-3 ENERGY SRVCS INC COM 87306E10 0 30 SH SHARED 30 D TXU CORP COM 87316810 96 1500 SH SHARED 1500 D TXU CORP COM 87316810 357612 5578976 SH SHARED 5260473 318503 D TXU CORP COM 87316810 4182 65253 SH SHARED 01 2447 62806 D TXU CORP COM 87316810 185 2900 SH SHR/OTHR 01 2900 D TXU CORP COM 87316810 9998 155980 SH SHARED 02 152067 3913 D TXU CORP COM 87316810 79356 1238005 SH SHARED 04 1238005 D TXU CORP COM 87316810 4112 64150 SH SHARED 05 64150 D TXU CORP COM 87316810 41179 642428 SH SHARED 06 320898 321530 D TXU CORP COM 87316810 223646 3489025 SH SHARED 10 3431725 57300 D TXU CORP COM 87316810 1532 23901 SH SHARED 14 10500 13401 D TXU CORP COM 87316810 621 9700 SH SHARED 15 9700 D TXU CORP COM 87316810 4213 65728 SH SHARED 16 65728 D TXU CORP COM 87316810 3 60 SH SHR/OTHR 21 60 D TXU CORP COM 87316810 576 9000 SH SHARED 23 9000 D TXU CORP COM 87316810 461 7200 SH SHR/OTHR 23 7200 D TAG-IT PAC INC COM 87377410 0 400 SH SHARED 400 D TAIWAN FD INC COM 87403610 180 10000 SH SHR/OTHR 23 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 39113 3638419 SH SHARED 1698256 1940163 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 17 1621 SH SHARED 01 1621 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1366 127088 SH SHARED 02 125000 2088 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 26179 2435258 SH SHARED 04 2431948 3310 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2157 200735 SH SHARED 06 14038 186697 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 21389 1989700 SH SHARED 10 1989700 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1455 135359 SH SHARED 14 135359 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 3923 365000 SH SHARED 16 365000 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 3582 177893 SH SHARED 177893 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 199 9900 SH SHARED 01 9900 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 532 26447 SH SHARED 02 26447 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 18000 893758 SH SHARED 10 868458 25300 D TAL INTL GROUP INC COM 87408310 9 412 SH SHARED 412 D TALBOTS INC COM 87416110 1319 55876 SH SHARED 55876 D TALBOTS INC COM 87416110 17 752 SH SHARED 02 147 605 D TALBOTS INC COM 87416110 826 35000 SH SHARED 10 14000 21000 D TALEO CORP CL A 87424N10 5 348 SH SHARED 348 D TALEO CORP CL A 87424N10 11 700 SH SHARED 02 700 D TALISMAN ENERGY INC COM 87425E10 12104 689297 SH SHARED 679797 9500 D TALISMAN ENERGY INC COM 87425E10 2039 116139 SH SHARED 01 1325 114814 D TALISMAN ENERGY INC COM 87425E10 35 2025 SH SHR/OTHR 01 2025 D TALISMAN ENERGY INC COM 87425E10 18651 1062155 SH SHARED 02 1061255 900 D TALISMAN ENERGY INC COM 87425E10 2458 140000 SH SHARED 04 140000 D TALISMAN ENERGY INC COM 87425E10 12 700 SH SHARED 05 700 D TALISMAN ENERGY INC COM 87425E10 191 10879 SH SHARED 06 4579 6300 D TALISMAN ENERGY INC COM 87425E10 382 21800 SH SHARED 10 2100 19700 D TALISMAN ENERGY INC COM 87425E10 709 40400 SH SHARED 14 40400 D TALISMAN ENERGY INC COM 87425E10 273 15600 SH SHARED 19 15600 D TALISMAN ENERGY INC COM 87425E10 31 1800 SH SHARED 20 1800 D TALISMAN ENERGY INC COM 87425E10 340 19400 SH SHARED 23 19400 D TALISMAN ENERGY INC COM 87425E10 507 28900 SH SHR/OTHR 23 28900 D TAM SA SP ADR REP PFD 87484D10 695 26200 SH SHARED 26200 D TAM SA SP ADR REP PFD 87484D10 294 11100 SH SHARED 11100 D TAM SA SP ADR REP PFD 87484D10 9620 362200 SH SHARED 01 356700 5500 D TAM SA SP ADR REP PFD 87484D10 13880 522625 SH SHARED 04 522625 D TAM SA SP ADR REP PFD 87484D10 21327 803000 SH SHARED 10 769875 33125 D TAM SA SP ADR REP PFD 87484D10 185 7000 SH SHARED 15 7000 D TAM SA SP ADR REP PFD 87484D10 216 8150 SH SHARED 24 8150 D TALX CORP COM 87491810 1623 49009 SH SHARED 49009 D TALX CORP COM 87491810 3 92 SH SHARED 02 92 D TANDY BRANDS ACCESSORIES INC COM 87537810 1 143 SH SHARED 143 D TANDY LEATHER FACTORY INC COM 87538X10 1 174 SH SHARED 174 D TANGER FACTORY OUTLET CTRS I COM 87546510 4657 115308 SH SHARED 115308 D TANGER FACTORY OUTLET CTRS I COM 87546510 343 8500 SH SHARED 01 8500 D TANGER FACTORY OUTLET CTRS I COM 87546510 403 10000 SH SHR/OTHR 01 10000 D TANGER FACTORY OUTLET CTRS I COM 87546510 1219 30200 SH SHARED 10 30200 D TANGER FACTORY OUTLET CTRS I COM 87546510 161345 3994700 SH SHARED 11 2221250 1773450 D TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE 6589 5570000 PRN SHARED 02 5570000 D TANOX INC COM 87588Q10 762 40623 SH SHARED 40623 D TANOX INC COM 87588Q10 71 3800 SH SHARED 01 3800 D TANOX INC COM 87588Q10 28 1499 SH SHARED 02 1499 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 0 75 SH SHARED 75 D TARGACEPT INC COM 87611R30 1463 175899 SH SHARED 175899 D TARGACEPT INC COM 87611R30 6226 748400 SH SHARED 02 745900 2500 D TARGACEPT INC COM 87611R30 108 13000 SH SHARED 04 13000 D TARGA RESOURCES PARTNERS LP COM UNIT 87611X10 14195 492900 SH SHARED 492900 D TARGET CORP COM 87612E10 61614 1039736 SH SHARED 709126 330610 D TARGET CORP COM 87612E10 8562 144492 SH SHARED 01 3360 141132 D TARGET CORP COM 87612E10 581 9805 SH SHR/OTHR 01 9805 D TARGET CORP COM 87612E10 52843 891729 SH SHARED 02 869174 22555 D TARGET CORP COM 87612E10 1492 25180 SH SHARED 05 25180 D TARGET CORP COM 87612E10 7463 125943 SH SHARED 06 118440 7503 D TARGET CORP COM 87612E10 151093 2549675 SH SHARED 10 1212320 1069900 267455 D TARGET CORP COM 87612E10 539 9100 SH SHR/OTHR 10 9100 D TARGET CORP COM 87612E10 461 7796 SH SHARED 14 7796 D TARGET CORP COM 87612E10 1623 27395 SH SHARED 20 3775 23620 D TARGET CORP COM 87612E10 657 11100 SH SHR/OTHR 20 11100 D TARGET CORP COM 87612E10 23 400 SH SHR/OTHR 21 400 D TARGET CORP COM 87612E10 256 4320 SH SHARED 22 2075 2245 D TARGET CORP COM 87612E10 118 2000 SH SHR/OTHR 22 2000 D TARGET CORP COM 87612E10 2143 36170 SH SHARED 23 33070 3100 D TARGET CORP COM 87612E10 3985 67257 SH SHR/OTHR 23 67257 D TARGET CORP COM 87612E10 119 2016 SH SHARED 24 2016 D TARGETED GENETICS CORP COM NEW 87612M30 22 5996 SH SHARED 5996 D TARRAGON CORP COM 87628710 4973 479587 SH SHARED 479587 D TASER INTL INC COM 87651B10 16 2089 SH SHARED 2089 D TASER INTL INC COM 87651B10 3 400 SH SHARED 01 400 D TASEKO MINES LTD COM 87651110 49 19000 SH SHARED 19000 D TASTY BAKING CO COM 87655330 15 1776 SH SHARED 1776 D TATA MTRS LTD SPONSORED ADR 87656850 4354 268600 SH SHARED 268600 D TATA MTRS LTD SPONSORED ADR 87656850 2553 157500 SH SHARED 04 157500 D TATA MTRS LTD SPONSORED ADR 87656850 22 1400 SH SHARED 06 1400 D TATA MTRS LTD SPONSORED ADR 87656850 47 2900 SH SHARED 10 2900 D TAUBMAN CTRS INC COM 87666410 4047 69805 SH SHARED 69805 D TAUBMAN CTRS INC COM 87666410 214 3700 SH SHARED 01 3700 D TAUBMAN CTRS INC COM 87666410 221 3821 SH SHARED 02 2627 1194 D TAUBMAN CTRS INC COM 87666410 353 6100 SH SHARED 10 6100 D TAUBMAN CTRS INC COM 87666410 152626 2631950 SH SHARED 11 1566000 1065950 D TAYLOR CAP GROUP INC COM 87685110 5 152 SH SHARED 152 D TAYLOR CAP GROUP INC COM 87685110 154 4400 SH SHARED 01 4400 D TAYLOR CAP GROUP INC COM 87685110 983 28100 SH SHARED 10 28100 D TEAM FINANCIAL INC COM 87815X10 0 60 SH SHARED 60 D TEAM INC COM 87815510 7 201 SH SHARED 201 D TEAM INC COM 87815510 686 18000 SH SHARED 10 18000 D TEAM INC COM 87815510 30 800 SH SHARED 21 800 D TECH DATA CORP DBCV 2.750%12/1 878237AE 2279 2350000 PRN SHARED 02 2350000 D TECH DATA CORP COM 87823710 11096 309881 SH SHARED 309881 D TECH DATA CORP COM 87823710 1489 41600 SH SHARED 01 22700 18900 D TECH DATA CORP COM 87823710 279 7800 SH SHARED 02 7800 D TECH DATA CORP COM 87823710 22 630 SH SHARED 10 630 D TECHTEAM GLOBAL INC COM 87831110 2 232 SH SHARED 232 D TECHE HLDG CO COM 87833010 2 51 SH SHARED 51 D TECHNE CORP COM 87837710 280 4920 SH SHARED 4920 D TECHNE CORP COM 87837710 765 13400 SH SHARED 01 13400 D TECHNE CORP COM 87837710 287 5041 SH SHARED 02 5041 D TECHNE CORP COM 87837710 23 418 SH SHARED 10 418 D TECHNICAL OLYMPIC USA INC COM 87848310 10047 2518228 SH SHARED 2518228 D TECHNICAL OLYMPIC USA INC COM 87848310 13 3400 SH SHARED 01 3400 D TECHNICAL OLYMPIC USA INC COM 87848310 7 1802 SH SHARED 02 1802 D TECHNICAL OLYMPIC USA INC COM 87848310 206 51800 SH SHARED 10 51800 D TECHNIP NEW SPONSORED ADR 87854620 21 300 SH SHARED 300 D TECHNIP NEW SPONSORED ADR 87854620 59 814 SH SHARED 02 814 D TECHNITROL INC COM 87855510 4685 178907 SH SHARED 178907 D TECHNITROL INC COM 87855510 929 35500 SH SHARED 01 35500 D TECHNITROL INC COM 87855510 3 119 SH SHARED 02 119 D TECHNITROL INC COM 87855510 1618 61800 SH SHARED 10 44600 17200 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 12 SH SHARED 02 12 D TECHWELL INC COM 87874D10 5 401 SH SHARED 401 D TECK COMINCO LTD CL B 87874220 2921 41973 SH SHARED 41262 711 D TECK COMINCO LTD CL B 87874220 74 1066 SH SHARED 01 1066 D TECK COMINCO LTD CL B 87874220 14409 207039 SH SHARED 02 207039 D TECK COMINCO LTD CL B 87874220 3132 45000 SH SHARED 04 45000 D TECK COMINCO LTD CL B 87874220 6 100 SH SHARED 05 100 D TECK COMINCO LTD CL B 87874220 1810 26008 SH SHARED 06 17258 8750 D TECK COMINCO LTD CL B 87874220 7834 112560 SH SHARED 10 109660 2900 D TECK COMINCO LTD CL B 87874220 390 5604 SH SHARED 14 5604 D TECK COMINCO LTD CL B 87874220 863 12400 SH SHARED 24 12400 D TECUMSEH PRODS CO CL B 87889510 0 73 SH SHARED 02 73 D TECUMSEH PRODS CO CL A 87889520 282 28021 SH SHARED 28021 D TECUMSEH PRODS CO CL A 87889520 2 247 SH SHARED 02 247 D TECUMSEH PRODS CO CL A 87889520 193 19200 SH SHARED 10 19200 D TEGAL CORP COM NEW 87900820 0 172 SH SHARED 172 D TEJON RANCH CO DEL COM 87908010 496 10497 SH SHARED 10497 D TEJON RANCH CO DEL COM 87908010 94 1998 SH SHARED 20 1998 D TEKELEC NOTE 2.250% 6/1 879101AE 4589 4522000 PRN SHARED 4522000 D TEKELEC COM 87910110 1921 128882 SH SHARED 128882 D TEKELEC COM 87910110 23 1600 SH SHARED 01 1600 D TEKELEC COM 87910110 83 5608 SH SHARED 02 900 4708 D TEKELEC COM 87910110 1031 69200 SH SHARED 10 69200 D TEKTRONIX INC COM 87913110 2856 101443 SH SHARED 101443 D TEKTRONIX INC COM 87913110 529 18799 SH SHARED 01 18799 D TEKTRONIX INC COM 87913110 247 8777 SH SHARED 02 8777 D TEKTRONIX INC COM 87913110 170 6050 SH SHARED 06 6050 D TEKTRONIX INC COM 87913110 4740 168334 SH SHARED 10 167734 600 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 44853 3240878 SH SHARED 3240878 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 51 3710 SH SHARED 02 3710 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 364 26325 SH SHARED 04 26325 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 33 900 SH SHARED 02 900 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 7786 271673 SH SHARED 271673 D TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y20 150 6121 SH SHARED 02 6121 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 422 19800 SH SHARED 19800 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 2567 94408 SH SHARED 94408 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 21 800 SH SHARED 02 800 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 27 1000 SH SHR/OTHR 23 1000 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 1553 52820 SH SHARED 52820 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 5871 229258 SH SHARED 229258 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 550 21500 SH SHARED 04 21500 D TELECOMMUNICATION SYS INC CL A 87929J10 2 773 SH SHARED 773 D TELEDYNE TECHNOLOGIES INC COM 87936010 1467 39192 SH SHARED 39192 D TELEDYNE TECHNOLOGIES INC COM 87936010 456 12200 SH SHARED 02 12200 D TELEDYNE TECHNOLOGIES INC COM 87936010 643 17200 SH SHARED 10 7400 9800 D TELEFLEX INC COM 87936910 4107 60343 SH SHARED 60343 D TELEFLEX INC COM 87936910 804 11825 SH SHARED 01 11825 D TELEFLEX INC COM 87936910 1805 26518 SH SHARED 02 26518 D TELEFLEX INC COM 87936910 1164 17100 SH SHARED 10 11100 6000 D TELEFLEX INC COM 87936910 74 1100 SH SHARED 21 1100 D TELEFLEX INC COM 87936910 81 1200 SH SHR/OTHR 23 1200 D TELEFONICA DE ARGENTINA S A SPONSORED ADR 87937840 22 1200 SH SHARED 1200 D TELEFONICA S A SPONSORED ADR 87938220 675 10180 SH SHARED 10178 2 D TELEFONICA S A SPONSORED ADR 87938220 845 12737 SH SHARED 01 8562 4175 D TELEFONICA S A SPONSORED ADR 87938220 303 4577 SH SHARED 10 4577 D TELEFONICA S A SPONSORED ADR 87938220 997 15021 SH SHARED 20 6133 8888 D TELEFONICA S A SPONSORED ADR 87938220 230 3477 SH SHR/OTHR 20 3477 D TELEFONICA S A SPONSORED ADR 87938220 14 215 SH SHR/OTHR 21 215 D TELEFONICA S A SPONSORED ADR 87938220 89 1350 SH SHR/OTHR 23 1350 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 3248 97248 SH SHARED 97248 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 183 5500 SH SHR/OTHR 01 5500 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 60 1800 SH SHARED 02 1800 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 4342 130000 SH SHARED 04 130000 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 80 2400 SH SHR/OTHR 20 2400 D TELEPHONE & DATA SYS INC COM 87943310 4789 80335 SH SHARED 60835 19500 D TELEPHONE & DATA SYS INC COM 87943310 3106 52100 SH SHARED 01 14400 37700 D TELEPHONE & DATA SYS INC COM 87943310 762 12795 SH SHARED 02 12795 D TELEPHONE & DATA SYS INC COM 87943310 402 6750 SH SHARED 06 6300 450 D TELEPHONE & DATA SYS INC COM 87943310 19519 327400 SH SHARED 10 33000 158100 136300 D TELEPHONE & DATA SYS INC SPL COM 87943386 900 16108 SH SHARED 16108 D TELEPHONE & DATA SYS INC SPL COM 87943386 458 8200 SH SHARED 01 8200 D TELEPHONE & DATA SYS INC SPL COM 87943386 52 937 SH SHARED 02 937 D TELEPHONE & DATA SYS INC SPL COM 87943386 106 1900 SH SHARED 06 1400 500 D TELEPHONE & DATA SYS INC SPL COM 87943386 103 1850 SH SHARED 21 1850 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 273 7303 SH SHARED 7303 D TELENOR ASA SPONSORED ADR 87944W10 21 400 SH SHARED 400 D TELIK INC COM 87959M10 2666 491131 SH SHARED 491131 D TELIK INC COM 87959M10 7 1426 SH SHARED 02 1426 D TELIK INC COM 87959M10 18 3400 SH SHARED 10 3400 D TELKONET INC COM 87960410 3 1319 SH SHARED 1319 D TELLABS INC COM 87966410 2910 293941 SH SHARED 293941 D TELLABS INC COM 87966410 459 46402 SH SHARED 01 46402 D TELLABS INC COM 87966410 2548 257465 SH SHARED 02 257465 D TELLABS INC COM 87966410 472 47710 SH SHARED 06 44100 3610 D TELLABS INC COM 87966410 1871 189018 SH SHARED 10 185618 3400 D TELLABS INC COM 87966410 27 2792 SH SHARED 14 2792 D TELLABS INC COM 87966410 62 6280 SH SHARED 21 6280 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 13 710 SH SHARED 710 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 109 5800 SH SHARED 02 5800 D TELULAR CORP COM NEW 87970T20 1 398 SH SHARED 398 D TELUS CORP NON-VTG SHS 87971M20 511 10226 SH SHARED 10226 D TELUS CORP NON-VTG SHS 87971M20 109 2196 SH SHARED 01 2196 D TELUS CORP NON-VTG SHS 87971M20 2623 52462 SH SHARED 02 52462 D TELUS CORP NON-VTG SHS 87971M20 5 100 SH SHARED 05 100 D TELUS CORP NON-VTG SHS 87971M20 62 1250 SH SHARED 06 650 600 D TELUS CORP NON-VTG SHS 87971M20 280 5600 SH SHARED 10 5600 D TELUS CORP NON-VTG SHS 87971M20 382 7655 SH SHARED 14 7655 D TEMECULA VY BANCORP INC CA COM 87972L10 38 1813 SH SHARED 1813 D TEMPLE INLAND INC COM 87986810 55945 936484 SH SHARED 936484 D TEMPLE INLAND INC COM 87986810 1130 18930 SH SHARED 01 2587 16343 D TEMPLE INLAND INC COM 87986810 236 3960 SH SHR/OTHR 01 3960 D TEMPLE INLAND INC COM 87986810 5381 90090 SH SHARED 02 87016 3074 D TEMPLE INLAND INC COM 87986810 646 10820 SH SHARED 06 10300 520 D TEMPLE INLAND INC COM 87986810 10622 177818 SH SHARED 10 120958 56860 D TEMPLE INLAND INC COM 87986810 268 4500 SH SHR/OTHR 10 4500 D TEMPLE INLAND INC COM 87986810 1774 29700 SH SHARED 14 29700 D TEMPLE INLAND INC COM 87986810 3 60 SH SHR/OTHR 21 60 D TEMPLE INLAND INC COM 87986810 534 8950 SH SHARED 24 8950 D TELETECH HOLDINGS INC COM 87993910 32 877 SH SHARED 877 D TELETECH HOLDINGS INC COM 87993910 957 26100 SH SHARED 10 26100 D TEMPLETON DRAGON FD INC COM 88018T10 3 159 SH SHARED 159 D TEMPLETON DRAGON FD INC COM 88018T10 113 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 227 10000 SH SHR/OTHR 01 10000 D TEMPLETON DRAGON FD INC COM 88018T10 117 5183 SH SHR/OTHR 20 5183 D TEMPLETON EMERGING MKTS FD I COM 88019110 16 952 SH SHARED 952 D TEMPLETON EMERGING MKTS FD I COM 88019110 202 12000 SH SHR/OTHR 23 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 77 5445 SH SHARED 5445 D TEMPLETON EMERG MKTS INCOME COM 88019210 279 19600 SH SHARED 02 19600 D TEMPLETON EMERG MKTS INCOME COM 88019210 2383 166914 SH SHR/OTHR 23 166914 D TEMPLETON GLOBAL INCOME FD COM 88019810 131 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 16 1700 SH SHARED 02 1700 D TEMPLETON GLOBAL INCOME FD COM 88019810 48 5000 SH SHR/OTHR 20 5000 D TEMPUR PEDIC INTL INC COM 88023U10 39 1523 SH SHARED 1523 D TEMPUR PEDIC INTL INC COM 88023U10 44 1700 SH SHARED 02 1700 D TEMPUR PEDIC INTL INC COM 88023U10 275 10600 SH SHARED 10 10600 D TENARIS S A SPONSORED ADR 88031M10 2176 47425 SH SHARED 47425 D TENARIS S A SPONSORED ADR 88031M10 17087 372276 SH SHARED 01 372276 D TENARIS S A SPONSORED ADR 88031M10 2983 65000 SH SHARED 04 65000 D TENARIS S A SPONSORED ADR 88031M10 68 1500 SH SHARED 06 1500 D TENARIS S A SPONSORED ADR 88031M10 32538 708900 SH SHARED 10 685900 23000 D TENARIS S A SPONSORED ADR 88031M10 706 15400 SH SHARED 14 15400 D TENARIS S A SPONSORED ADR 88031M10 1753 38200 SH SHARED 24 27900 10300 D TENET HEALTHCARE CORP COM 88033G10 10726 1668138 SH SHARED 1668138 D TENET HEALTHCARE CORP COM 88033G10 428 66566 SH SHARED 01 66566 D TENET HEALTHCARE CORP COM 88033G10 1158 180183 SH SHARED 02 180183 D TENET HEALTHCARE CORP COM 88033G10 2 450 SH SHARED 05 450 D TENET HEALTHCARE CORP COM 88033G10 319 49625 SH SHARED 06 44100 5525 D TENET HEALTHCARE CORP COM 88033G10 1792 278798 SH SHARED 10 228748 50050 D TENNANT CO COM 88034510 13 422 SH SHARED 422 D TENNANT CO COM 88034510 275 8764 SH SHARED 02 8764 D TENNANT CO COM 88034510 31 1000 SH SHARED 10 1000 D TENNECO INC COM 88034910 2506 98459 SH SHARED 98459 D TENNECO INC COM 88034910 501 19700 SH SHARED 01 15400 4300 D TENNECO INC COM 88034910 23 905 SH SHARED 02 905 D TENNECO INC COM 88034910 1504 59100 SH SHARED 04 59100 D TENNECO INC COM 88034910 3559 139800 SH SHARED 10 2800 137000 D TENNESSEE COMMERCE BANCORP I COM 88043P10 2 110 SH SHARED 110 D TERABEAM INC COM 88077B10 0 389 SH SHARED 389 D TERADYNE INC COM 88077010 3143 190033 SH SHARED 190033 D TERADYNE INC COM 88077010 902 54571 SH SHARED 01 36000 18571 D TERADYNE INC COM 88077010 914 55316 SH SHARED 02 55316 D TERADYNE INC COM 88077010 342 20680 SH SHARED 06 18250 2430 D TERADYNE INC COM 88077010 1658 100262 SH SHARED 10 97962 2300 D TERADYNE INC COM 88077010 555 33586 SH SHARED 14 33586 D TEREX CORP NEW COM 88077910 5454 76009 SH SHARED 76009 D TEREX CORP NEW COM 88077910 1743 24300 SH SHARED 01 3000 21300 D TEREX CORP NEW COM 88077910 3818 53215 SH SHARED 02 52935 280 D TEREX CORP NEW COM 88077910 1392 19400 SH SHARED 06 18350 1050 D TEREX CORP NEW COM 88077910 58518 815480 SH SHARED 10 814580 900 D TEREX CORP NEW COM 88077910 372 5192 SH SHARED 14 5192 D TERCICA INC COM 88078L10 731 124880 SH SHARED 124880 D TERCICA INC COM 88078L10 19 3404 SH SHARED 02 3404 D TERCICA INC COM 88078L10 3002 512311 SH SHARED 04 512311 D TERNIUM SA SPON ADR 88089010 2522 90300 SH SHARED 90300 D TERNIUM SA SPON ADR 88089010 2863 102500 SH SHARED 04 102500 D TERRA INDS INC COM 88091510 40 2322 SH SHARED 2322 D TERRA INDS INC COM 88091510 596 34100 SH SHARED 01 34100 D TERRA INDS INC COM 88091510 18 1050 SH SHARED 02 1050 D TERRA INDS INC COM 88091510 2950 168600 SH SHARED 10 5400 163200 D TERRA NITROGEN CO L P COM UNIT 88100520 10 180 SH SHARED 180 D TERREMARK WORLDWIDE INC NOTE 9.000% 6/1 881448AC 5319 4925000 PRN SHARED 4925000 D TERREMARK WORLDWIDE INC COM NEW 88144820 923 114611 SH SHARED 114611 D TERREMARK WORLDWIDE INC COM NEW 88144820 8 1000 SH SHARED 01 1000 D TERREMARK WORLDWIDE INC COM NEW 88144820 1 220 SH SHARED 02 220 D TESORO CORP COM 88160910 12009 119585 SH SHARED 109085 10500 D TESORO CORP COM 88160910 1385 13792 SH SHARED 01 10252 3540 D TESORO CORP COM 88160910 704 7018 SH SHARED 02 718 6300 D TESORO CORP COM 88160910 1606 16000 SH SHARED 06 15650 350 D TESORO CORP COM 88160910 81305 809575 SH SHARED 10 166600 391800 251175 D TESORO CORP COM 88160910 411 4098 SH SHARED 14 4098 D TESORO CORP COM 88160910 4 40 SH SHR/OTHR 21 40 D TESORO CORP COM 88160910 723 7200 SH SHARED 24 7200 D TETRA TECHNOLOGIES INC DEL COM 88162F10 472 19104 SH SHARED 19104 D TETRA TECHNOLOGIES INC DEL COM 88162F10 138 5600 SH SHARED 01 5600 D TETRA TECHNOLOGIES INC DEL COM 88162F10 31 1284 SH SHARED 02 884 400 D TETRA TECHNOLOGIES INC DEL COM 88162F10 9 400 SH SHARED 10 400 D TETRA TECH INC NEW COM 88162G10 28 1470 SH SHARED 1470 D TETRA TECH INC NEW COM 88162G10 905 47500 SH SHARED 01 47500 D TETRA TECH INC NEW COM 88162G10 121 6369 SH SHARED 02 6369 D TETRA TECH INC NEW COM 88162G10 2287 120000 SH SHARED 04 120000 D TETRA TECH INC NEW COM 88162G10 548 28753 SH SHARED 10 28753 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1553 41500 SH SHARED 41500 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 39987 1068339 SH SHARED 1067339 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 8167 218200 SH SHARED 01 207100 11100 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1936 51744 SH SHARED 02 5194 46550 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 53502 1429400 SH SHARED 04 1429400 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 99 2646 SH SHARED 06 2646 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 31356 837725 SH SHARED 10 758000 79725 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 310 8300 SH SHARED 15 8300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 4491 120000 SH SHARED 16 120000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 11 300 SH SHARED 20 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 11 300 SH SHARED 23 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 44 1200 SH SHR/OTHR 23 1200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1765 47160 SH SHARED 24 47160 D TETON ENERGY CORP COM 88162810 1 362 SH SHARED 362 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 7335 7500000 PRN SHARED 7500000 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 2445 2500000 PRN SHARED 06 2500000 D TESSERA TECHNOLOGIES INC COM 88164L10 5375 135269 SH SHARED 135269 D TESSERA TECHNOLOGIES INC COM 88164L10 131 3300 SH SHARED 01 3300 D TESSERA TECHNOLOGIES INC COM 88164L10 120 3022 SH SHARED 02 3022 D TESSERA TECHNOLOGIES INC COM 88164L10 12457 313467 SH SHARED 10 203967 109500 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 1610 1488000 PRN SHARED 06 1488000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 8660 7597000 PRN SHARED 02 7597000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 25660 26400000 PRN SHARED 26400000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 5736 5902000 PRN SHARED 02 5902000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 2187 2250000 PRN SHARED 06 2250000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 13 643 SH SHARED 643 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 213 10400 SH SHARED 10 10400 D TEXAS INDS INC COM 88249110 7946 105215 SH SHARED 105215 D TEXAS INDS INC COM 88249110 5 69 SH SHARED 02 69 D TEXAS INDS INC COM 88249110 10181 134800 SH SHARED 10 118600 16200 D TEXAS INSTRS INC COM 88250810 183424 6093840 SH SHARED 6067912 25928 D TEXAS INSTRS INC COM 88250810 12829 426236 SH SHARED 01 138475 287761 D TEXAS INSTRS INC COM 88250810 596 19810 SH SHR/OTHR 01 19810 D TEXAS INSTRS INC COM 88250810 23684 786874 SH SHARED 02 759497 27377 D TEXAS INSTRS INC COM 88250810 12175 404507 SH SHARED 04 382347 22160 D TEXAS INSTRS INC COM 88250810 731 24300 SH SHARED 05 24300 D TEXAS INSTRS INC COM 88250810 6261 208012 SH SHARED 06 166222 41790 D TEXAS INSTRS INC COM 88250810 108379 3600642 SH SHARED 10 1944912 1364310 291420 D TEXAS INSTRS INC COM 88250810 1050 34900 SH SHR/OTHR 10 34900 D TEXAS INSTRS INC COM 88250810 990 32920 SH SHARED 14 32920 D TEXAS INSTRS INC COM 88250810 1505 50000 SH SHARED 15 50000 D TEXAS INSTRS INC COM 88250810 6150 204319 SH SHARED 19 204319 D TEXAS INSTRS INC COM 88250810 3099 102975 SH SHARED 20 9040 93935 D TEXAS INSTRS INC COM 88250810 481 15990 SH SHR/OTHR 20 15990 D TEXAS INSTRS INC COM 88250810 142 4720 SH SHARED 21 4720 D TEXAS INSTRS INC COM 88250810 48 1620 SH SHR/OTHR 21 1620 D TEXAS INSTRS INC COM 88250810 131 4380 SH SHR/OTHR 22 4380 D TEXAS INSTRS INC COM 88250810 1168 38832 SH SHARED 23 37432 1400 D TEXAS INSTRS INC COM 88250810 2139 71090 SH SHR/OTHR 23 71090 D TEXAS INSTRS INC COM 88250810 81 2724 SH SHARED 24 2724 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 3152 13000 SH SHARED 13000 D TEXAS ROADHOUSE INC CL A 88268110 18 1331 SH SHARED 1331 D TEXAS ROADHOUSE INC CL A 88268110 10 750 SH SHARED 01 750 D TEXAS ROADHOUSE INC CL A 88268110 14 1020 SH SHARED 02 1020 D TEXAS ROADHOUSE INC CL A 88268110 17396 1220802 SH SHARED 10 853702 367100 D THAI FD INC COM 88290410 0 48 SH SHARED 48 D THAI CAP FD INC COM NEW 88290520 5 481 SH SHARED 481 D TEXTRON INC COM 88320310 31604 351946 SH SHARED 351946 D TEXTRON INC COM 88320310 2260 25176 SH SHARED 01 3000 22176 D TEXTRON INC COM 88320310 610 6800 SH SHR/OTHR 01 6800 D TEXTRON INC COM 88320310 1437 16008 SH SHARED 02 14799 1209 D TEXTRON INC COM 88320310 6690 74500 SH SHARED 04 74500 D TEXTRON INC COM 88320310 4 50 SH SHARED 05 50 D TEXTRON INC COM 88320310 4807 53540 SH SHARED 06 12500 41040 D TEXTRON INC COM 88320310 10262 114277 SH SHARED 10 78268 36009 D TEXTRON INC COM 88320310 274 3053 SH SHARED 14 3053 D TEXTRON INC COM 88320310 4265 47500 SH SHARED 15 47500 D TEXTRON INC COM 88320310 3861 43000 SH SHARED 16 43000 D TEXTRON INC COM 88320310 38 425 SH SHARED 23 425 D THE BANK HOLDINGS INC COM 88331E10 1 107 SH SHARED 107 D THE9 LTD ADR 88337K10 2601 77243 SH SHARED 77243 D THERAGENICS CORP COM 88337510 1733 276899 SH SHARED 276899 D THERAGENICS CORP COM 88337510 0 101 SH SHARED 02 101 D THERAVANCE INC COM 88338T10 34 1164 SH SHARED 1164 D THERAVANCE INC COM 88338T10 421 14286 SH SHARED 01 14286 D THERAVANCE INC COM 88338T10 84 2852 SH SHARED 02 2852 D THERAVANCE INC COM 88338T10 111 3763 SH SHARED 10 3763 D THERMA-WAVE INC COM 88343A10 4 2600 SH SHARED 2600 D THERMAGE INC COM 88343R10 1 148 SH SHARED 148 D THERMO FISHER SCIENTIFIC INC COM 88355610 168 3600 SH SHARED 3600 D THERMO FISHER SCIENTIFIC INC COM 88355610 19428 415577 SH SHARED 326177 89400 D THERMO FISHER SCIENTIFIC INC COM 88355610 8697 186033 SH SHARED 01 122850 63183 D THERMO FISHER SCIENTIFIC INC COM 88355610 9793 209490 SH SHARED 02 200130 9360 D THERMO FISHER SCIENTIFIC INC COM 88355610 57380 1227400 SH SHARED 04 1227400 D THERMO FISHER SCIENTIFIC INC COM 88355610 9 200 SH SHARED 05 200 D THERMO FISHER SCIENTIFIC INC COM 88355610 22953 490974 SH SHARED 06 235984 254990 D THERMO FISHER SCIENTIFIC INC COM 88355610 76697 1640581 SH SHARED 10 1337121 151700 151760 D THERMO FISHER SCIENTIFIC INC COM 88355610 722 15454 SH SHARED 14 12500 2954 D THERMO FISHER SCIENTIFIC INC COM 88355610 3599 77000 SH SHARED 15 77000 D THERMO FISHER SCIENTIFIC INC COM 88355610 537 11500 SH SHARED 20 4140 7360 D THERMO FISHER SCIENTIFIC INC COM 88355610 6 140 SH SHR/OTHR 20 140 D THERMO FISHER SCIENTIFIC INC COM 88355610 18 400 SH SHARED 21 400 D THERMO FISHER SCIENTIFIC INC COM 88355610 18 400 SH SHARED 22 400 D THERMO FISHER SCIENTIFIC INC COM 88355610 72 1550 SH SHARED 23 1060 490 D THERMO FISHER SCIENTIFIC INC COM 88355610 544 11650 SH SHR/OTHR 23 11650 D THERMOGENESIS CORP COM NEW 88362320 5 1405 SH SHARED 1405 D THERMOGENESIS CORP COM NEW 88362320 0 100 SH SHARED 02 100 D THESTREET COM COM 88368Q10 7033 574134 SH SHARED 574134 D THINK PARTNERSHIP INC COM 88409N10 2 1237 SH SHARED 1237 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 5 1022 SH SHARED 1022 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 5 1124 SH SHARED 02 1124 D THOMAS & BETTS CORP COM 88431510 3955 81032 SH SHARED 81032 D THOMAS & BETTS CORP COM 88431510 1327 27200 SH SHARED 01 8500 18700 D THOMAS & BETTS CORP COM 88431510 298 6123 SH SHARED 02 6123 D THOMAS & BETTS CORP COM 88431510 7161 146700 SH SHARED 10 146700 D THOMAS & BETTS CORP COM 88431510 951 19500 SH SHARED 23 19500 D THOMAS GROUP INC COM 88440210 1 89 SH SHARED 89 D THOMAS PPTYS GROUP INC COM 88445310 5 354 SH SHARED 354 D THOMAS PPTYS GROUP INC COM 88445310 19 1235 SH SHARED 02 1235 D THOMAS PPTYS GROUP INC COM 88445310 6175 397900 SH SHARED 10 397900 D THOMAS WEISEL PARTNERS GRP I COM 88448110 228 12033 SH SHARED 12033 D THOMAS WEISEL PARTNERS GRP I COM 88448110 722 38000 SH SHARED 01 38000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 722 38000 SH SHR/OTHR 01 38000 D THOMSON CORP COM 88490310 85 2054 SH SHARED 2054 D THOMSON CORP COM 88490310 137 3297 SH SHARED 01 3297 D THOMSON CORP COM 88490310 3804 91538 SH SHARED 02 91538 D THOMSON CORP COM 88490310 8 200 SH SHARED 05 200 D THOMSON CORP COM 88490310 82 1988 SH SHARED 06 688 1300 D THOMSON CORP COM 88490310 374 9000 SH SHARED 10 9000 D THOMSON CORP COM 88490310 156 3769 SH SHARED 14 3769 D THOR INDS INC COM 88516010 1183 30051 SH SHARED 30051 D THOR INDS INC COM 88516010 496 12600 SH SHARED 01 12600 D THOR INDS INC COM 88516010 149 3788 SH SHARED 02 3788 D THOR INDS INC COM 88516010 1169 29700 SH SHARED 10 8700 21000 D THORATEC CORP COM NEW 88517530 183 8800 SH SHARED 8800 D THORATEC CORP COM NEW 88517530 24 1179 SH SHARED 1179 D THORATEC CORP COM NEW 88517530 179 8576 SH SHARED 02 8576 D THORATEC CORP COM NEW 88517530 8437 403727 SH SHARED 10 403727 D THORNBURG MTG INC COM 88521810 6511 250431 SH SHARED 250431 D THORNBURG MTG INC COM 88521810 33 1300 SH SHARED 01 1300 D THORNBURG MTG INC COM 88521810 42 1645 SH SHARED 02 1395 250 D THORNBURG MTG INC COM 88521810 32679 1256900 SH SHARED 10 1198800 58100 D 3COM CORP COM 88553510 582 149050 SH SHARED 149050 D 3COM CORP COM 88553510 3821 977288 SH SHARED 971288 6000 D 3COM CORP COM 88553510 834 213300 SH SHARED 01 71700 141600 D 3COM CORP COM 88553510 156 40100 SH SHARED 02 40100 D 3COM CORP COM 88553510 1405 359350 SH SHARED 04 359350 D 3COM CORP COM 88553510 10909 2790100 SH SHARED 10 2488000 302100 D 3COM CORP COM 88553510 140 36000 SH SHARED 15 36000 D 3COM CORP COM 88553510 181 46500 SH SHARED 24 46500 D 3-D SYS CORP DEL COM NEW 88554D20 7 325 SH SHARED 325 D 3-D SYS CORP DEL COM NEW 88554D20 415 18949 SH SHARED 02 18949 D 3SBIO INC SPONSORED ADR 88575Y10 1377 125000 SH SHARED 125000 D 3SBIO INC SPONSORED ADR 88575Y10 443 40200 SH SHARED 04 40200 D 3M CO NOTE 11/2 88579YAB 3926 4373000 PRN SHARED 02 4373000 D 3M CO NOTE 11/2 88579YAB 5641 6282000 PRN SHARED 06 6282000 D 3M CO COM 88579Y10 45 600 SH SHARED 600 D 3M CO COM 88579Y10 368287 4818621 SH SHARED 4798290 20331 D 3M CO COM 88579Y10 12775 167152 SH SHARED 01 900 166252 D 3M CO COM 88579Y10 1246 16303 SH SHR/OTHR 01 16303 D 3M CO COM 88579Y10 32957 431214 SH SHARED 02 408583 22631 D 3M CO COM 88579Y10 16952 221800 SH SHARED 04 220600 1200 D 3M CO COM 88579Y10 24 320 SH SHARED 05 320 D 3M CO COM 88579Y10 6803 89010 SH SHARED 06 74850 14160 D 3M CO COM 88579Y10 322980 4225834 SH SHARED 10 4168416 57418 D 3M CO COM 88579Y10 1413 18500 SH SHR/OTHR 10 18500 D 3M CO COM 88579Y10 1323 17320 SH SHARED 14 17320 D 3M CO COM 88579Y10 91 1200 SH SHARED 19 1200 D 3M CO COM 88579Y10 1287 16841 SH SHARED 20 1725 15116 D 3M CO COM 88579Y10 1718 22480 SH SHR/OTHR 20 22480 D 3M CO COM 88579Y10 269 3532 SH SHARED 21 3532 D 3M CO COM 88579Y10 206 2700 SH SHR/OTHR 21 2700 D 3M CO COM 88579Y10 840 11000 SH SHARED 22 11000 D 3M CO COM 88579Y10 107 1400 SH SHR/OTHR 22 1400 D 3M CO COM 88579Y10 10594 138616 SH SHARED 23 135616 3000 D 3M CO COM 88579Y10 9193 120280 SH SHR/OTHR 23 120280 D THRESHOLD PHARMACEUTICAL INC COM 88580710 130 89017 SH SHARED 89017 D THRESHOLD PHARMACEUTICAL INC COM 88580710 1 1105 SH SHARED 02 1105 D TIBCO SOFTWARE INC COM 88632Q10 4158 488123 SH SHARED 488123 D TIBCO SOFTWARE INC COM 88632Q10 1318 154800 SH SHARED 01 154800 D TIBCO SOFTWARE INC COM 88632Q10 1318 154800 SH SHR/OTHR 01 154800 D TIBCO SOFTWARE INC COM 88632Q10 582 68336 SH SHARED 02 3671 64665 D TIBCO SOFTWARE INC COM 88632Q10 1107 130000 SH SHARED 04 130000 D TIBCO SOFTWARE INC COM 88632Q10 487 57218 SH SHARED 10 12318 44900 D TIBCO SOFTWARE INC COM 88632Q10 1493 175300 SH SHARED 14 175300 D TIDEWATER INC COM 88642310 9587 163657 SH SHARED 129957 33700 D TIDEWATER INC COM 88642310 2155 36800 SH SHARED 01 15000 21800 D TIDEWATER INC COM 88642310 4922 84022 SH SHARED 02 84022 D TIDEWATER INC COM 88642310 1364 23300 SH SHARED 06 23300 D TIDEWATER INC COM 88642310 67788 1157200 SH SHARED 10 29800 742600 384800 D TIERONE CORP COM 88650R10 1100 40703 SH SHARED 40703 D TIERONE CORP COM 88650R10 48 1800 SH SHARED 01 1800 D TIERONE CORP COM 88650R10 1795 66400 SH SHARED 10 66400 D TIFFANY & CO NEW COM 88654710 9172 201674 SH SHARED 201674 D TIFFANY & CO NEW COM 88654710 751 16520 SH SHARED 01 16520 D TIFFANY & CO NEW COM 88654710 1878 41300 SH SHARED 02 15300 26000 D TIFFANY & CO NEW COM 88654710 5 130 SH SHARED 05 130 D TIFFANY & CO NEW COM 88654710 660 14520 SH SHARED 06 13800 720 D TIFFANY & CO NEW COM 88654710 8370 184046 SH SHARED 10 182446 1600 D TIFFANY & CO NEW COM 88654710 219 4830 SH SHARED 20 4830 D TIFFANY & CO NEW COM 88654710 928 20420 SH SHR/OTHR 20 20420 D TIFFANY & CO NEW COM 88654710 268 5900 SH SHARED 23 5900 D TIFFANY & CO NEW COM 88654710 454 10000 SH SHR/OTHR 23 10000 D TIM HORTONS INC COM 88706M10 191 6285 SH SHARED 6285 D TIM HORTONS INC COM 88706M10 3569 117337 SH SHARED 01 77260 40077 D TIM HORTONS INC COM 88706M10 268 8820 SH SHR/OTHR 01 8820 D TIM HORTONS INC COM 88706M10 87 2882 SH SHARED 02 2882 D TIM HORTONS INC COM 88706M10 142 4684 SH SHARED 06 3520 1164 D TIM HORTONS INC COM 88706M10 2262 74362 SH SHARED 10 73551 811 D TIM HORTONS INC COM 88706M10 8 285 SH SHARED 20 200 85 D TIM HORTONS INC COM 88706M10 81 2690 SH SHARED 22 1950 740 D TIM HORTONS INC COM 88706M10 478 15735 SH SHARED 23 12635 3100 D TIM HORTONS INC COM 88706M10 54 1775 SH SHR/OTHR 23 1775 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 644 19850 SH SHARED 19850 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 9 290 SH SHARED 290 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 4617 142160 SH SHARED 01 137960 4200 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 1614 49700 SH SHARED 04 49700 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 22260 685375 SH SHARED 10 660200 25175 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 181 5600 SH SHARED 15 5600 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 201 6200 SH SHARED 24 6200 D TIMBERLAND BANCORP INC COM 88709810 2 80 SH SHARED 80 D TIMBERLAND CO CL A 88710010 234 9000 SH SHARED 9000 D TIMBERLAND CO CL A 88710010 1088 41822 SH SHARED 01 41822 D TIMBERLAND CO CL A 88710010 176 6774 SH SHARED 02 5966 808 D TIMBERLAND CO CL A 88710010 169 6500 SH SHARED 10 6500 D TIME WARNER INC COM 88731710 439352 22279553 SH SHARED 22238014 41539 D TIME WARNER INC COM 88731710 21212 1075672 SH SHARED 01 547730 527942 D TIME WARNER INC COM 88731710 3179 161237 SH SHR/OTHR 01 161237 D TIME WARNER INC COM 88731710 26324 1334889 SH SHARED 02 1218133 116756 D TIME WARNER INC COM 88731710 177546 9003350 SH SHARED 04 8952250 51100 D TIME WARNER INC COM 88731710 32 1630 SH SHARED 05 1630 D TIME WARNER INC COM 88731710 21325 1081435 SH SHARED 06 606855 474580 D TIME WARNER INC COM 88731710 58575 2970374 SH SHARED 10 2181506 788868 D TIME WARNER INC COM 88731710 876 44467 SH SHR/OTHR 10 44467 D TIME WARNER INC COM 88731710 3330 168879 SH SHARED 14 66000 102879 D TIME WARNER INC COM 88731710 3311 167930 SH SHARED 15 167930 D TIME WARNER INC COM 88731710 224 11400 SH SHARED 19 11400 D TIME WARNER INC COM 88731710 3843 194901 SH SHARED 20 33515 161386 D TIME WARNER INC COM 88731710 409 20770 SH SHR/OTHR 20 20770 D TIME WARNER INC COM 88731710 151 7690 SH SHARED 21 7690 D TIME WARNER INC COM 88731710 80 4100 SH SHR/OTHR 21 4100 D TIME WARNER INC COM 88731710 1848 93733 SH SHARED 22 41478 52255 D TIME WARNER INC COM 88731710 190 9650 SH SHR/OTHR 22 9650 D TIME WARNER INC COM 88731710 3702 187770 SH SHARED 23 170155 17615 D TIME WARNER INC COM 88731710 5461 276955 SH SHR/OTHR 23 276955 D TIME WARNER TELECOM INC CL A 88731910 2299 110701 SH SHARED 110701 D TIME WARNER TELECOM INC CL A 88731910 697 33600 SH SHARED 01 19300 14300 D TIME WARNER TELECOM INC CL A 88731910 5808 279651 SH SHARED 02 279651 D TIME WARNER TELECOM INC CL A 88731910 270 13000 SH SHARED 06 13000 D TIME WARNER TELECOM INC CL A 88731910 1222 58835 SH SHARED 10 1235 57600 D TIME WARNER CABLE INC CL A 88732J10 13990 373378 SH SHARED 373378 D TIME WARNER CABLE INC CL A 88732J10 54544 1455675 SH SHARED 02 1455675 D TIME WARNER CABLE INC CL A 88732J10 62 1670 SH SHARED 21 1670 D TIMKEN CO COM 88738910 279 9232 SH SHARED 9232 D TIMKEN CO COM 88738910 1024 33800 SH SHARED 01 7700 26100 D TIMKEN CO COM 88738910 493 16274 SH SHARED 02 10763 5511 D TIMKEN CO COM 88738910 581 19200 SH SHARED 10 18800 400 D TIMKEN CO COM 88738910 40 1323 SH SHARED 20 1323 D TITAN INTL INC ILL COM 88830M10 388 15339 SH SHARED 15339 D TITAN PHARMACEUTICALS INC DE COM 88831410 2 959 SH SHARED 959 D TITAN PHARMACEUTICALS INC DE COM 88831410 9 4000 SH SHARED 02 4000 D TITANIUM METALS CORP COM NEW 88833920 10793 300831 SH SHARED 300831 D TITANIUM METALS CORP COM NEW 88833920 114 3200 SH SHARED 01 3200 D TITANIUM METALS CORP COM NEW 88833920 202 5651 SH SHARED 02 5651 D TITANIUM METALS CORP COM NEW 88833920 760 21200 SH SHARED 10 8000 13200 D TITANIUM METALS CORP COM NEW 88833920 53 1500 SH SHR/OTHR 23 1500 D TIVO INC COM 88870610 5512 868150 SH SHARED 868150 D TIVO INC COM 88870610 85 13500 SH SHARED 02 13500 D TODCO COM 88889T10 20905 518351 SH SHARED 518351 D TODCO COM 88889T10 343 8518 SH SHARED 02 518 8000 D TODCO COM 88889T10 532 13200 SH SHARED 06 13200 D TODCO COM 88889T10 32171 797700 SH SHARED 10 230100 427000 140600 D TODD SHIPYARDS CORP DEL COM 88903910 2 127 SH SHARED 127 D TOLL BROTHERS INC COM 88947810 10370 378768 SH SHARED 378768 D TOLL BROTHERS INC COM 88947810 1262 46100 SH SHARED 01 6700 39400 D TOLL BROTHERS INC COM 88947810 3501 127901 SH SHARED 02 127901 D TOLL BROTHERS INC COM 88947810 1040 38000 SH SHARED 04 38000 D TOLL BROTHERS INC COM 88947810 128 4680 SH SHARED 06 3700 980 D TOLL BROTHERS INC COM 88947810 1448 52900 SH SHARED 10 51200 1700 D TOLLGRADE COMMUNICATIONS INC COM 88954210 7937 631976 SH SHARED 631976 D TOLLGRADE COMMUNICATIONS INC COM 88954210 0 39 SH SHARED 02 39 D TOM ONLINE INC ADR REG S 88972820 74 5207 SH SHARED 5207 D TOMKINS PLC SPONSORED ADR 89003020 74 3532 SH SHARED 02 3532 D TOMPKINSTRUSTCO INC COM 89011010 7 169 SH SHARED 169 D TOMPKINSTRUSTCO INC COM 89011010 209 5010 SH SHARED 10 5010 D TOOTSIE ROLL INDS INC COM 89051610 79 2651 SH SHARED 2651 D TOOTSIE ROLL INDS INC COM 89051610 199 6644 SH SHARED 01 6644 D TOOTSIE ROLL INDS INC COM 89051610 106 3560 SH SHARED 02 3560 D TOOTSIE ROLL INDS INC COM 89051610 235 7873 SH SHARED 10 318 7555 D TOPPS INC COM 89078610 8 924 SH SHARED 924 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 13 2090 SH SHARED 2090 D TORCHMARK CORP COM 89102710 4148 63253 SH SHARED 63253 D TORCHMARK CORP COM 89102710 892 13600 SH SHARED 01 13600 D TORCHMARK CORP COM 89102710 714 10894 SH SHARED 02 10894 D TORCHMARK CORP COM 89102710 716 10920 SH SHARED 06 10000 920 D TORCHMARK CORP COM 89102710 16726 255020 SH SHARED 10 231320 23700 D TORCHMARK CORP COM 89102710 187 2860 SH SHARED 14 2860 D TOREADOR RES CORP COM 89105010 5 308 SH SHARED 308 D TORO CO COM 89109210 101 1990 SH SHARED 1990 D TORO CO COM 89109210 604 11800 SH SHARED 01 11800 D TORO CO COM 89109210 631 12332 SH SHARED 02 12332 D TORO CO COM 89109210 1337 26100 SH SHARED 10 10500 15600 D TORONTO DOMINION BK ONT COM NEW 89116050 1697 28100 SH SHARED 28100 D TORONTO DOMINION BK ONT COM NEW 89116050 7599 125793 SH SHARED 02 125793 D TORONTO DOMINION BK ONT COM NEW 89116050 1184 19600 SH SHARED 04 19600 D TORONTO DOMINION BK ONT COM NEW 89116050 135 2243 SH SHARED 14 2243 D TORONTO DOMINION BK ONT COM NEW 89116050 6041 100000 SH SHARED 16 100000 D TORONTO DOMINION BK ONT COM NEW 89116050 60 1000 SH SHARED 22 1000 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 34 900 SH SHARED 02 900 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 10400 268757 SH SHARED 10 268757 D TORTOISE NORTH AMRN ENRGY CO COM 89147T10 47 2000 SH SHARED 02 2000 D TOTAL S A SPONSORED ADR 89151E10 4235 60700 SH SHARED 60700 D TOTAL S A SPONSORED ADR 89151E10 6000 85985 SH SHARED 01 39214 46771 D TOTAL S A SPONSORED ADR 89151E10 386 5535 SH SHR/OTHR 01 5535 D TOTAL S A SPONSORED ADR 89151E10 118 1691 SH SHARED 02 1691 D TOTAL S A SPONSORED ADR 89151E10 74 1066 SH SHARED 10 1066 D TOTAL S A SPONSORED ADR 89151E10 860 12328 SH SHARED 20 12328 D TOTAL S A SPONSORED ADR 89151E10 226 3242 SH SHR/OTHR 20 3242 D TOTAL S A SPONSORED ADR 89151E10 469 6730 SH SHARED 22 3100 3630 D TOTAL S A SPONSORED ADR 89151E10 472 6775 SH SHARED 23 6450 325 D TOTAL S A SPONSORED ADR 89151E10 931 13350 SH SHR/OTHR 23 13350 D TOWER GROUP INC COM 89177710 15 489 SH SHARED 489 D TOWER GROUP INC COM 89177710 156 4850 SH SHARED 02 4600 250 D TOWER GROUP INC COM 89177710 11711 363500 SH SHARED 10 363500 D TOTAL SYS SVCS INC COM 89190610 2503 78598 SH SHARED 78598 D TOTAL SYS SVCS INC COM 89190610 6 200 SH SHARED 01 200 D TOTAL SYS SVCS INC COM 89190610 39 1234 SH SHARED 02 1234 D TOTAL SYS SVCS INC COM 89190610 1203 37800 SH SHARED 10 36400 1400 D TOTAL SYS SVCS INC COM 89190610 180 5671 SH SHARED 14 5671 D TOWN SPORTS INTL HLDGS INC COM 89214A10 7 333 SH SHARED 333 D TOWN SPORTS INTL HLDGS INC COM 89214A10 872 40000 SH SHARED 01 40000 D TOWN SPORTS INTL HLDGS INC COM 89214A10 872 40000 SH SHR/OTHR 01 40000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 2582 20150 SH SHARED 20150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 19 150 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 63 493 SH SHARED 02 493 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 12 100 SH SHARED 20 100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 128 1000 SH SHARED 23 1000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 140 1100 SH SHR/OTHR 23 1100 D TORREYPINES THERAPEUTICS INC COM 89235K10 1 232 SH SHARED 232 D TRACTOR SUPPLY CO COM 89235610 86 1678 SH SHARED 1678 D TRACTOR SUPPLY CO COM 89235610 44 867 SH SHARED 02 867 D TRACTOR SUPPLY CO COM 89235610 149 2900 SH SHARED 10 2900 D TRADESTATION GROUP INC COM 89267P10 5028 399420 SH SHARED 399420 D TRADESTATION GROUP INC COM 89267P10 1 80 SH SHARED 02 80 D TRAFFIX INC COM 89272110 1 304 SH SHARED 304 D TRANSACT TECHNOLOGIES INC COM 89291810 1 239 SH SHARED 239 D TRANS-INDIA ACQUISITION CORP COM 89323710 3447 474925 SH SHARED 474925 D TRANS-INDIA ACQUISITION CORP *W EXP 02/08/201 89323711 267 333900 SH SHARED 333900 D TRANS WORLD ENTMT CORP COM 89336Q10 527 92816 SH SHARED 92816 D TRANSACTION SYS ARCHITECTS COM 89341610 5351 165234 SH SHARED 165234 D TRANSACTION SYS ARCHITECTS COM 89341610 421 13000 SH SHARED 01 13000 D TRANSACTION SYS ARCHITECTS COM 89341610 137 4230 SH SHARED 02 4230 D TRANSALTA CORP COM 89346D10 3130 145132 SH SHARED 145132 D TRANSALTA CORP COM 89346D10 639 29629 SH SHARED 01 29629 D TRANSALTA CORP COM 89346D10 1507 69906 SH SHARED 02 69906 D TRANSALTA CORP COM 89346D10 25 1177 SH SHARED 06 1177 D TRANSALTA CORP COM 89346D10 273 12700 SH SHARED 10 12700 D TRANSATLANTIC HLDGS INC COM 89352110 57 879 SH SHARED 879 D TRANSATLANTIC HLDGS INC COM 89352110 37 571 SH SHARED 02 571 D TRANSATLANTIC HLDGS INC COM 89352110 4364 67028 SH SHARED 10 62405 4623 D TRANSATLANTIC HLDGS INC COM 89352110 338 5200 SH SHARED 20 5200 D TRANSCAT INC COM 89352910 0 162 SH SHARED 162 D TRANSCANADA CORP COM 89353D10 6486 194895 SH SHARED 194895 D TRANSCANADA CORP COM 89353D10 83 2517 SH SHARED 01 2517 D TRANSCANADA CORP COM 89353D10 4 142 SH SHARED 02 142 D TRANSCANADA CORP COM 89353D10 1331 40000 SH SHARED 04 40000 D TRANSCANADA CORP COM 89353D10 11 354 SH SHARED 05 354 D TRANSCANADA CORP COM 89353D10 132 3970 SH SHARED 06 1620 2350 D TRANSCANADA CORP COM 89353D10 257 7744 SH SHARED 10 7744 D TRANSCANADA CORP COM 89353D10 353 10619 SH SHARED 14 10619 D TRANSCANADA CORP COM 89353D10 11 333 SH SHR/OTHR 23 333 D TRANSDIGM GROUP INC COM 89364110 12 333 SH SHARED 333 D TRANSDIGM GROUP INC COM 89364110 891 24500 SH SHARED 10 24500 D TRANSFORMA ACQUISITION GROUP COM 89366E10 2444 325500 SH SHARED 325500 D TRANSMERIDIAN EXPL INC COM 89376N10 148 51861 SH SHARED 51861 D TRANSMERIDIAN EXPL INC COM 89376N10 5 1945 SH SHARED 10 1945 D TRANSMETA CORP DEL COM 89376R10 19 33803 SH SHARED 33803 D TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V10 3 98 SH SHARED 98 D TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V10 106 3000 SH SHARED 02 3000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 8190 7000000 PRN SHARED 04 7000000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 585 500000 PRN SHARED 06 500000 D TRANSCEND SERVICES INC COM NEW 89392920 1 146 SH SHARED 146 D TRANSWITCH CORP COM 89406510 170 107047 SH SHARED 105047 2000 D TRAVELERS COMPANIES INC COM 89417E10 101317 1957066 SH SHARED 1926540 30526 D TRAVELERS COMPANIES INC COM 89417E10 9849 190246 SH SHARED 01 104750 85496 D TRAVELERS COMPANIES INC COM 89417E10 78 1508 SH SHR/OTHR 01 1508 D TRAVELERS COMPANIES INC COM 89417E10 8634 166787 SH SHARED 02 138215 28572 D TRAVELERS COMPANIES INC COM 89417E10 4388 84768 SH SHARED 04 84768 D TRAVELERS COMPANIES INC COM 89417E10 17 330 SH SHARED 05 330 D TRAVELERS COMPANIES INC COM 89417E10 23099 446188 SH SHARED 06 247416 198772 D TRAVELERS COMPANIES INC COM 89417E10 58317 1126470 SH SHARED 10 1069130 57340 D TRAVELERS COMPANIES INC COM 89417E10 515 9950 SH SHARED 14 9950 D TRAVELERS COMPANIES INC COM 89417E10 5953 115000 SH SHARED 16 115000 D TRAVELERS COMPANIES INC COM 89417E10 9619 185820 SH SHARED 19 185820 D TRAVELERS COMPANIES INC COM 89417E10 254 4910 SH SHARED 21 4910 D TRAVELERS COMPANIES INC COM 89417E10 77 1491 SH SHR/OTHR 23 1491 D TRAVELCENTERS OF AMERICA LLC COM 89417410 1035 26951 SH SHARED 26951 D TRAVELCENTERS OF AMERICA LLC COM 89417410 78 2040 SH SHARED 01 2040 D TRAVELCENTERS OF AMERICA LLC COM 89417410 27 704 SH SHARED 02 494 210 D TRAVELCENTERS OF AMERICA LLC COM 89417410 17 448 SH SHARED 14 448 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 16562 650000 SH SHARED 650000 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 235 9239 SH SHARED 02 9239 D TRAVELZOO INC COM 89421Q10 1628 44278 SH SHARED 44278 D TRAVELZOO INC COM 89421Q10 205 5600 SH SHARED 01 5600 D TRAVELZOO INC COM 89421Q10 400 10901 SH SHARED 02 10901 D TRAVELZOO INC COM 89421Q10 22 600 SH SHARED 10 600 D TREDEGAR CORP COM 89465010 414 18179 SH SHARED 18179 D TREDEGAR CORP COM 89465010 34 1500 SH SHARED 01 1500 D TREDEGAR CORP COM 89465010 1 81 SH SHARED 02 81 D TREDEGAR CORP COM 89465010 3728 163600 SH SHARED 10 12800 150800 D TREEHOUSE FOODS INC COM 89469A10 30823 1011596 SH SHARED 1011596 D TREEHOUSE FOODS INC COM 89469A10 2 92 SH SHARED 02 92 D TREEHOUSE FOODS INC COM 89469A10 426 14000 SH SHARED 10 14000 D TREX INC COM 89531P10 4312 200303 SH SHARED 200303 D TREX INC COM 89531P10 12 600 SH SHARED 10 600 D TRI CONTL CORP COM 89543610 1279 56368 SH SHARED 56368 D TRI CONTL CORP COM 89543610 22 1004 SH SHARED 01 1004 D TRI CONTL CORP COM 89543610 3 172 SH SHARED 02 172 D TRI CONTL CORP COM 89543610 10 475 SH SHARED 10 475 D TRI CONTL CORP COM 89543610 180 7946 SH SHR/OTHR 23 7946 D TRI S SEC CORP COM 89557810 18 7500 SH SHARED 02 7500 D TRI VY CORP COM 89573510 3 539 SH SHARED 539 D TRIAD HOSPITALS INC COM 89579K10 33396 639174 SH SHARED 639174 D TRIAD HOSPITALS INC COM 89579K10 1691 32376 SH SHARED 01 32376 D TRIAD HOSPITALS INC COM 89579K10 19933 381493 SH SHARED 02 380993 500 D TRIAD HOSPITALS INC COM 89579K10 126 2430 SH SHARED 06 2000 430 D TRIAD HOSPITALS INC COM 89579K10 564 10800 SH SHARED 10 2400 8400 D TRIDENT MICROSYSTEMS INC COM 89591910 5249 261713 SH SHARED 261713 D TRIDENT MICROSYSTEMS INC COM 89591910 112 5625 SH SHARED 01 5625 D TRIDENT MICROSYSTEMS INC COM 89591910 18 900 SH SHR/OTHR 01 900 D TRIDENT MICROSYSTEMS INC COM 89591910 18 900 SH SHARED 02 900 D TRIDENT MICROSYSTEMS INC COM 89591910 7443 371079 SH SHARED 10 369979 1100 D TRIAD GTY INC COM 89592510 1496 36128 SH SHARED 36128 D TRIAD GTY INC COM 89592510 227 5490 SH SHARED 02 5490 D TRIAD GTY INC COM 89592510 1380 33331 SH SHARED 10 4231 29100 D TRIARC COS INC CL A 89592710 37 2025 SH SHARED 02 2025 D TRIARC COS INC CL B SER 1 89592730 8819 513043 SH SHARED 513043 D TRIARC COS INC CL B SER 1 89592730 230 13400 SH SHARED 01 13400 D TRIARC COS INC CL B SER 1 89592730 21 1261 SH SHARED 02 1261 D TRIARC COS INC CL B SER 1 89592730 2361 137400 SH SHARED 10 5700 131700 D TRIARC COS INC CL B SER 1 89592730 49 2900 SH SHARED 21 2900 D TRIBUNE CO NEW COM 89604710 29553 920381 SH SHARED 920381 D TRIBUNE CO NEW COM 89604710 21998 685113 SH SHARED 01 13900 671213 D TRIBUNE CO NEW COM 89604710 877 27343 SH SHARED 02 27343 D TRIBUNE CO NEW COM 89604710 6 200 SH SHARED 05 200 D TRIBUNE CO NEW COM 89604710 814 25370 SH SHARED 06 23550 1820 D TRIBUNE CO NEW COM 89604710 2760 85980 SH SHARED 10 78980 7000 D TRIBUNE CO NEW COM 89604710 2082 64867 SH SHARED 14 64867 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 993 1468229 PRN SHARED 1468229 D TRICO BANCSHARES COM 89609510 138 5852 SH SHARED 5852 D TRICO MARINE SERVICES INC COM NEW 89610620 8029 215509 SH SHARED 215509 D TRICO MARINE SERVICES INC COM NEW 89610620 961 25800 SH SHARED 01 25000 800 D TRICO MARINE SERVICES INC COM NEW 89610620 931 25000 SH SHR/OTHR 01 25000 D TRICO MARINE SERVICES INC COM NEW 89610620 1501 40300 SH SHARED 10 40300 D TRIMBLE NAVIGATION LTD COM 89623910 2306 85934 SH SHARED 85934 D TRIMBLE NAVIGATION LTD COM 89623910 397 14800 SH SHARED 01 14800 D TRIMBLE NAVIGATION LTD COM 89623910 53 1990 SH SHARED 02 1990 D TRIMBLE NAVIGATION LTD COM 89623910 121 4517 SH SHARED 10 4517 D TRIMERIS INC COM 89626310 1408 204655 SH SHARED 204655 D TRIMERIS INC COM 89626310 32 4700 SH SHARED 01 4700 D TRIMERIS INC COM 89626310 9 1360 SH SHARED 02 1360 D TRIMERIS INC COM 89626310 910 132300 SH SHARED 10 132300 D TRINA SOLAR LIMITED SPON ADR 89628E10 1983 45000 SH SHARED 45000 D TRINITY BIOTECH PLC SPON ADR NEW 89643830 6 750 SH SHARED 19 750 D TRINITY INDS INC NOTE 3.875% 6/0 896522AF 319 290000 PRN SHARED 02 290000 D TRINITY INDS INC COM 89652210 407 9723 SH SHARED 9723 D TRINITY INDS INC COM 89652210 1777 42400 SH SHARED 01 20000 22400 D TRINITY INDS INC COM 89652210 370 8843 SH SHARED 02 8843 D TRINITY INDS INC COM 89652210 2515 60000 SH SHARED 04 60000 D TRINITY INDS INC COM 89652210 155 3700 SH SHARED 10 600 3100 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 15 4000 SH SHARED 4000 D TRIO TECH INTL COM NEW 89671220 0 54 SH SHARED 54 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 31720 6344085 SH SHARED 6344085 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 241 48375 SH SHARED 01 48375 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 149 29800 SH SHARED 02 13800 16000 D TRIPLE CROWN MEDIA INC COM 89675K10 1 121 SH SHARED 121 D TRIPLE CROWN MEDIA INC COM 89675K10 0 100 SH SHARED 02 100 D TRIPLE CROWN MEDIA INC COM 89675K10 590 70370 SH SHARED 10 70370 D TRIUMPH GROUP INC NEW COM 89681810 1605 29008 SH SHARED 29008 D TRIUMPH GROUP INC NEW COM 89681810 27 500 SH SHARED 01 500 D TRIUMPH GROUP INC NEW COM 89681810 793 14347 SH SHARED 02 6847 7500 D TRIUMPH GROUP INC NEW COM 89681810 5135 92800 SH SHARED 10 87400 5400 D TRIZETTO GROUP INC COM 89688210 21 1099 SH SHARED 1099 D TRIZETTO GROUP INC COM 89688210 64 3200 SH SHARED 01 3200 D TRIZETTO GROUP INC COM 89688210 148 7400 SH SHARED 02 7400 D TRIZETTO GROUP INC COM 89688210 2775 138700 SH SHARED 10 72800 65900 D TRONOX INC CL A 89705110 1454 101019 SH SHARED 101019 D TRONOX INC CL A 89705110 72 5000 SH SHARED 02 5000 D TRONOX INC COM CL B 89705120 40 2869 SH SHARED 2869 D TRONOX INC COM CL B 89705120 60 4355 SH SHARED 01 4355 D TRONOX INC COM CL B 89705120 3 262 SH SHR/OTHR 01 262 D TRONOX INC COM CL B 89705120 2 144 SH SHARED 02 120 24 D TRONOX INC COM CL B 89705120 811 58068 SH SHARED 10 4958 53110 D TRUBION PHARMACEUTICALS INC COM 89778N10 341 17326 SH SHARED 17326 D TRUE RELIGION APPAREL INC COM 89784N10 2180 134280 SH SHARED 134280 D TRUE RELIGION APPAREL INC COM 89784N10 15 960 SH SHARED 02 960 D TRUE RELIGION APPAREL INC COM 89784N10 337 20800 SH SHARED 20 20800 D TRUMP ENTMT RESORTS INC COM 89816T10 1597 88412 SH SHARED 88412 D TRUMP ENTMT RESORTS INC COM 89816T10 81 4500 SH SHARED 01 4500 D TRUMP ENTMT RESORTS INC COM 89816T10 4156 230000 SH SHARED 02 230000 D TRUSTCO BK CORP N Y COM 89834910 4853 506637 SH SHARED 506637 D TRUSTCO BK CORP N Y COM 89834910 3 343 SH SHARED 02 343 D TRUSTCO BK CORP N Y COM 89834910 205 21466 SH SHARED 10 12466 9000 D TRUSTMARK CORP COM 89840210 53 1902 SH SHARED 1902 D TRUSTMARK CORP COM 89840210 785 28000 SH SHARED 01 26100 1900 D TRUSTMARK CORP COM 89840210 7 276 SH SHARED 02 276 D TRUSTMARK CORP COM 89840210 929 33151 SH SHARED 10 2151 31000 D TRX INC COM 89845210 0 168 SH SHARED 168 D TUESDAY MORNING CORP COM NEW 89903550 12463 839877 SH SHARED 839877 D TUESDAY MORNING CORP COM NEW 89903550 1 86 SH SHARED 02 86 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 420 136830 SH SHARED 136830 D TUPPERWARE BRANDS CORP COM 89989610 13017 522142 SH SHARED 522142 D TUPPERWARE BRANDS CORP COM 89989610 694 27854 SH SHARED 01 9555 18299 D TUPPERWARE BRANDS CORP COM 89989610 181 7299 SH SHARED 02 7299 D TUPPERWARE BRANDS CORP COM 89989610 416 16700 SH SHARED 06 16700 D TUPPERWARE BRANDS CORP COM 89989610 680 27300 SH SHARED 10 9800 17500 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 7 484 SH SHARED 484 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 5128 387067 SH SHARED 387067 D TURKISH INVT FD INC COM 90014510 46 2682 SH SHARED 2682 D TUT SYSTEMS COM 90110310 48 42627 SH SHARED 42627 D TUTOGEN MEDICAL INC COM 90110710 2 266 SH SHARED 266 D TWEEN BRANDS INC COM 90116610 29 814 SH SHARED 814 D TWEEN BRANDS INC COM 90116610 26 747 SH SHARED 01 747 D TWEEN BRANDS INC COM 90116610 1539 43094 SH SHARED 02 43094 D TWEEN BRANDS INC COM 90116610 25 700 SH SHARED 10 400 300 D TWEETER HOME ENTMT GROUP INC COM 90116710 41 25823 SH SHARED 25823 D 21ST CENTY INS GROUP COM 90130N10 13 645 SH SHARED 645 D 21ST CENTY INS GROUP COM 90130N10 2 100 SH SHARED 10 100 D 24/7 REAL MEDIA INC COM NEW 90131420 4556 567417 SH SHARED 567417 D 24/7 REAL MEDIA INC COM NEW 90131420 63 7943 SH SHARED 02 7943 D 21ST CENTY HLDG CO COM 90136Q10 2 166 SH SHARED 166 D TWIN DISC INC COM 90147610 5 117 SH SHARED 117 D II VI INC COM 90210410 20 599 SH SHARED 599 D II VI INC COM 90210410 148 4400 SH SHARED 01 4400 D II VI INC COM 90210410 3655 108000 SH SHARED 10 108000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 8218 5591000 PRN SHARED 5591000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 1036 705000 PRN SHARED 02 705000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 294 200000 PRN SHARED 06 200000 D TYCO INTL LTD NEW COM 90212410 782 24800 SH SHARED 24800 D TYCO INTL LTD NEW COM 90212410 103176 3270267 SH SHARED 3243267 27000 D TYCO INTL LTD NEW COM 90212410 7773 246387 SH SHARED 01 13981 232406 D TYCO INTL LTD NEW COM 90212410 328 10425 SH SHR/OTHR 01 10425 D TYCO INTL LTD NEW COM 90212410 40449 1282073 SH SHARED 02 1222163 59910 D TYCO INTL LTD NEW COM 90212410 4219 133755 SH SHARED 04 128519 5236 D TYCO INTL LTD NEW COM 90212410 1466 46490 SH SHARED 05 46490 D TYCO INTL LTD NEW COM 90212410 6662 211169 SH SHARED 06 193289 17880 D TYCO INTL LTD NEW COM 90212410 258809 8203143 SH SHARED 10 8073118 130025 D TYCO INTL LTD NEW COM 90212410 1506 47763 SH SHARED 14 47763 D TYCO INTL LTD NEW COM 90212410 2475 78468 SH SHARED 15 78468 D TYCO INTL LTD NEW COM 90212410 2681 85000 SH SHARED 16 85000 D TYCO INTL LTD NEW COM 90212410 336 10650 SH SHARED 19 10650 D TYCO INTL LTD NEW COM 90212410 846 26825 SH SHARED 20 4300 22525 D TYCO INTL LTD NEW COM 90212410 126 4000 SH SHARED 23 3500 500 D TYCO INTL LTD NEW COM 90212410 167 5300 SH SHR/OTHR 23 5300 D TYCO INTL LTD NEW COM 90212410 242 7700 SH SHARED 24 7700 D TYLER TECHNOLOGIES INC COM 90225210 42 3371 SH SHARED 3371 D TYLER TECHNOLOGIES INC COM 90225210 71 5600 SH SHARED 10 5600 D TYLER TECHNOLOGIES INC COM 90225210 22 1800 SH SHARED 21 1800 D TYSON FOODS INC CL A 90249410 2960 152528 SH SHARED 152528 D TYSON FOODS INC CL A 90249410 1152 59402 SH SHARED 01 32800 26602 D TYSON FOODS INC CL A 90249410 3063 157836 SH SHARED 02 152018 5818 D TYSON FOODS INC CL A 90249410 9345 481480 SH SHARED 06 480300 1180 D TYSON FOODS INC CL A 90249410 2160 111300 SH SHARED 10 100000 11300 D UAL CORP DBCV 5.000% 2/0 902549AE 55 50000 PRN SHARED 02 50000 D UAL CORP COM NEW 90254980 113078 2962509 SH SHARED 2962509 D UAL CORP COM NEW 90254980 300 7870 SH SHARED 01 4030 3840 D UAL CORP COM NEW 90254980 30032 786796 SH SHARED 02 786796 D UAL CORP COM NEW 90254980 3344 87624 SH SHARED 10 41501 46123 D UAL CORP COM NEW 90254980 3 100 SH SHR/OTHR 21 100 D UCBH HOLDINGS INC COM 90262T30 157 8474 SH SHARED 8474 D UCBH HOLDINGS INC COM 90262T30 72 3900 SH SHARED 01 3900 D UCBH HOLDINGS INC COM 90262T30 11 619 SH SHARED 02 539 80 D UCBH HOLDINGS INC COM 90262T30 20238 1086898 SH SHARED 10 1069498 17400 D UDR INC COM 90265310 741 24220 SH SHARED 24220 D UDR INC COM 90265310 1335 43600 SH SHARED 01 43600 D UDR INC COM 90265310 3818 124692 SH SHARED 02 102242 22450 D UDR INC COM 90265310 7270 237450 SH SHARED 11 237450 D UDR INC COM 90265310 15 500 SH SHARED 14 500 D UGI CORP NEW COM 90268110 69 2590 SH SHARED 2590 D UGI CORP NEW COM 90268110 908 34000 SH SHARED 01 31900 2100 D UGI CORP NEW COM 90268110 58 2207 SH SHARED 02 2207 D UGI CORP NEW COM 90268110 558 20900 SH SHARED 10 20900 D UIL HLDG CORP COM 90274810 268 7751 SH SHARED 7751 D UIL HLDG CORP COM 90274810 407 11741 SH SHARED 02 11741 D UIL HLDG CORP COM 90274810 1960 56498 SH SHARED 10 42400 14098 D UIL HLDG CORP COM 90274810 17 500 SH SHARED 23 500 D UMB FINL CORP COM 90278810 27 737 SH SHARED 737 D UMB FINL CORP COM 90278810 7 200 SH SHARED 01 200 D UMB FINL CORP COM 90278810 667 17676 SH SHARED 02 17676 D UMB FINL CORP COM 90278810 2167 57389 SH SHARED 10 2419 54970 D U S B HLDG INC COM 90291010 6 301 SH SHARED 301 D U S B HLDG INC COM 90291010 20 892 SH SHARED 23 892 D UST INC COM 90291110 38867 670357 SH SHARED 670357 D UST INC COM 90291110 2847 49115 SH SHARED 01 12276 36839 D UST INC COM 90291110 3661 63145 SH SHARED 02 59170 3975 D UST INC COM 90291110 2783 48000 SH SHARED 04 48000 D UST INC COM 90291110 988 17050 SH SHARED 06 17050 D UST INC COM 90291110 435431 7510036 SH SHARED 10 7392456 117580 D UST INC COM 90291110 17 310 SH SHR/OTHR 21 310 D UST INC COM 90291110 666 11500 SH SHR/OTHR 23 11500 D USA TRUCK INC COM 90292510 3 221 SH SHARED 221 D USA TRUCK INC COM 90292510 125 8100 SH SHARED 01 8100 D USA TRUCK INC COM 90292510 1659 106800 SH SHARED 10 106800 D U S ENERGY SYS INC COM 90295110 1 373 SH SHARED 373 D U S GLOBAL INVS INC CL A 90295210 7 302 SH SHARED 302 D U S GLOBAL INVS INC CL A 90295210 2 100 SH SHARED 02 100 D US BANCORP DEL DBCV 9/2 902973AQ 800 800000 PRN SHARED 06 800000 D US BANCORP DEL COM NEW 90297330 183850 5257388 SH SHARED 4095205 1162183 D US BANCORP DEL COM NEW 90297330 32257 922434 SH SHARED 01 374460 547974 D US BANCORP DEL COM NEW 90297330 1728 49436 SH SHR/OTHR 01 49436 D US BANCORP DEL COM NEW 90297330 75401 2156163 SH SHARED 02 2133791 22372 D US BANCORP DEL COM NEW 90297330 1270 36335 SH SHARED 05 36335 D US BANCORP DEL COM NEW 90297330 8599 245913 SH SHARED 06 229920 15993 D US BANCORP DEL COM NEW 90297330 195445 5588957 SH SHARED 10 5004506 584451 D US BANCORP DEL COM NEW 90297330 1230 35200 SH SHR/OTHR 10 35200 D US BANCORP DEL COM NEW 90297330 842 24099 SH SHARED 14 24099 D US BANCORP DEL COM NEW 90297330 2797 80000 SH SHARED 15 80000 D US BANCORP DEL COM NEW 90297330 6153 175965 SH SHARED 20 37920 138045 D US BANCORP DEL COM NEW 90297330 1156 33080 SH SHR/OTHR 20 33080 D US BANCORP DEL COM NEW 90297330 118 3380 SH SHARED 21 3380 D US BANCORP DEL COM NEW 90297330 34 1000 SH SHR/OTHR 21 1000 D US BANCORP DEL COM NEW 90297330 1701 48656 SH SHARED 22 35366 13290 D US BANCORP DEL COM NEW 90297330 184 5290 SH SHR/OTHR 22 5290 D US BANCORP DEL COM NEW 90297330 6854 196007 SH SHARED 23 177092 18915 D US BANCORP DEL COM NEW 90297330 6069 173552 SH SHR/OTHR 23 173552 D U M H PROPERTIES INC COM 90300210 3 223 SH SHARED 223 D UQM TECHNOLOGIES INC COM 90321310 2 620 SH SHARED 620 D URS CORP NEW COM 90323610 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UNIVERSAL FST PRODS INC COM 91354310 817 16500 SH SHARED 01 16500 D UNIVERSAL FST PRODS INC COM 91354310 17 356 SH SHARED 02 356 D UNIVERSAL FST PRODS INC COM 91354310 262 5300 SH SHARED 10 5300 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 9 273 SH SHARED 273 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E10 243 6800 SH SHARED 10 6800 D UNIVERSAL SEC INSTRS INC COM NEW 91382130 1 55 SH SHARED 55 D UNIVERSAL STAINLESS & ALLOY COM 91383710 7 157 SH SHARED 157 D UNIVERSAL STAINLESS & ALLOY COM 91383710 24 526 SH SHARED 02 526 D UNIVERSAL TRUCKLOAD SVCS INC COM 91388P10 3 152 SH SHARED 152 D UNIVERSAL HLTH SVCS INC CL B 91390310 55086 962039 SH SHARED 962039 D UNIVERSAL HLTH SVCS INC CL B 91390310 984 17200 SH SHARED 01 17200 D UNIVERSAL HLTH SVCS INC CL B 91390310 6240 108985 SH SHARED 02 108985 D UNIVERSAL HLTH SVCS INC CL B 91390310 1193 20840 SH SHARED 10 20240 600 D UNIVERSAL TECHNICAL INST INC COM 91391510 13 588 SH SHARED 588 D UNIVERSAL TECHNICAL INST INC COM 91391510 193 8400 SH SHARED 01 8400 D UNIVERSAL TECHNICAL INST INC COM 91391510 1 67 SH SHARED 02 67 D UNIVERSAL TECHNICAL INST INC COM 91391510 140 6100 SH SHARED 10 6100 D UNIVISION COMMUNICATIONS INC CL A 91490610 25 715 SH SHARED 715 D UNIVEST CORP PA COM 91527110 7 293 SH SHARED 293 D UNUM GROUP COM 91529Y10 10461 454254 SH SHARED 454254 D UNUM GROUP COM 91529Y10 950 41266 SH SHARED 01 41266 D UNUM GROUP COM 91529Y10 999 43407 SH SHARED 02 38540 4867 D UNUM GROUP COM 91529Y10 751 32620 SH SHARED 06 28200 4420 D UNUM GROUP COM 91529Y10 5830 253159 SH SHARED 10 252359 800 D UNUM GROUP COM 91529Y10 35 1537 SH SHARED 14 1537 D UNUM GROUP COM 91529Y10 236 10290 SH SHARED 21 10290 D URANERZ ENERGY CORPORATION COM 91688T10 3 625 SH SHARED 625 D URBAN OUTFITTERS INC COM 91704710 1958 73891 SH SHARED 73891 D URBAN OUTFITTERS INC COM 91704710 1570 59250 SH SHARED 01 16825 42425 D URBAN OUTFITTERS INC COM 91704710 2373 89542 SH SHARED 02 89182 360 D URBAN OUTFITTERS INC COM 91704710 52688 1987500 SH SHARED 10 1987500 D URBAN OUTFITTERS INC COM 91704710 2012 75900 SH SHARED 14 75900 D UROLOGIX INC COM 91727310 0 326 SH SHARED 326 D URSTADT BIDDLE PPTYS INS COM 91728610 1 82 SH SHARED 82 D URSTADT BIDDLE PPTYS INS CL A 91728620 8 459 SH SHARED 459 D URSTADT BIDDLE PPTYS INS CL A 91728620 1 55 SH SHARED 01 55 D URSTADT BIDDLE PPTYS INS CL A 91728620 44 2300 SH SHARED 10 2300 D UTAH MED PRODS INC COM 91748810 3 92 SH SHARED 92 D UTAH MED PRODS INC COM 91748810 13 400 SH SHARED 20 400 D UTEK CORP COM 91759P10 2 167 SH SHARED 167 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 42246 300000 SH SHARED 300000 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 7350 7440000 PRN SHARED 7440000 D UTSTARCOM INC NOTE 0.875% 3/0 918076AB 1071 1085000 PRN SHARED 02 1085000 D UTSTARCOM INC COM 91807610 17190 2073584 SH SHARED 2073584 D UTSTARCOM INC COM 91807610 494 59600 SH SHARED 01 59600 D UTSTARCOM INC COM 91807610 107 12952 SH SHARED 02 12952 D UTSTARCOM INC COM 91807610 124 15042 SH SHARED 10 15042 D VA SOFTWARE CORP COM 91819B10 4889 1213270 SH SHARED 1213270 D VA SOFTWARE CORP COM 91819B10 20 5157 SH SHARED 02 5157 D VCA ANTECH INC COM 91819410 367 10115 SH SHARED 10115 D VCA ANTECH INC COM 91819410 944 26000 SH SHARED 01 26000 D VCA ANTECH INC COM 91819410 331 9138 SH SHARED 02 9138 D VCA ANTECH INC COM 91819410 544 15000 SH SHARED 04 15000 D VCA ANTECH INC COM 91819410 1 42 SH SHARED 10 42 D V F CORP COM 91820410 33150 401246 SH SHARED 384113 17133 D V F CORP COM 91820410 13962 169002 SH SHARED 01 132050 36952 D V F CORP COM 91820410 310 3760 SH SHR/OTHR 01 3760 D V F CORP COM 91820410 4089 49492 SH SHARED 02 47075 2417 D V F CORP COM 91820410 6235 75477 SH SHARED 04 61177 14300 D V F CORP COM 91820410 762 9230 SH SHARED 06 8250 980 D V F CORP COM 91820410 12760 154452 SH SHARED 10 133127 21325 D V F CORP COM 91820410 2065 25000 SH SHARED 16 25000 D V F CORP COM 91820410 10381 125659 SH SHARED 19 125659 D V F CORP COM 91820410 351 4250 SH SHARED 20 1195 3055 D V F CORP COM 91820410 6 80 SH SHR/OTHR 20 80 D V F CORP COM 91820410 41 500 SH SHARED 21 500 D V F CORP COM 91820410 32 391 SH SHARED 22 141 250 D V F CORP COM 91820410 387 4690 SH SHARED 23 4515 175 D V F CORP COM 91820410 473 5725 SH SHR/OTHR 23 5725 D VCG HLDG CORP COM 91821K10 0 105 SH SHARED 105 D VSE CORP COM 91828410 1 36 SH SHARED 36 D VYYO INC COM NEW 91845820 2 314 SH SHARED 314 D VAALCO ENERGY INC COM NEW 91851C20 7 1475 SH SHARED 1475 D VAALCO ENERGY INC COM NEW 91851C20 184 35650 SH SHARED 02 35650 D VAIL RESORTS INC COM 91879Q10 857 15775 SH SHARED 15775 D VAIL RESORTS INC COM 91879Q10 472 8700 SH SHARED 01 7600 1100 D VAIL RESORTS INC COM 91879Q10 2716 50000 SH SHARED 02 50000 D VAIL RESORTS INC COM 91879Q10 6764 124500 SH SHARED 10 119500 5000 D VALASSIS COMMUNICATIONS INC COM 91886610 14789 860335 SH SHARED 860335 D VALASSIS COMMUNICATIONS INC COM 91886610 264 15400 SH SHARED 01 15400 D VALASSIS COMMUNICATIONS INC COM 91886610 82 4800 SH SHARED 02 4800 D VALASSIS COMMUNICATIONS INC COM 91886610 300 17500 SH SHARED 10 8900 8600 D VALHI INC NEW COM 91890510 5 454 SH SHARED 454 D VALHI INC NEW COM 91890510 5 424 SH SHARED 02 424 D VALENCE TECHNOLOGY INC COM 91891410 1 1134 SH SHARED 1134 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 10065 11000000 PRN SHARED 11000000 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 7855 8585000 PRN SHARED 02 8585000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 4504 260512 SH SHARED 260512 D VALEANT PHARMACEUTICALS INTL COM 91911X10 1403 81200 SH SHARED 01 47500 33700 D VALEANT PHARMACEUTICALS INTL COM 91911X10 509 29474 SH SHARED 02 29474 D VALEANT PHARMACEUTICALS INTL COM 91911X10 3750 216900 SH SHARED 10 6000 210900 D VALERO L P COM UT LTD PRT 91913W10 1358 20403 SH SHARED 20403 D VALERO L P COM UT LTD PRT 91913W10 1614 24238 SH SHARED 02 24238 D VALERO ENERGY CORP NEW COM 91913Y10 149086 2311775 SH SHARED 2177688 134087 D VALERO ENERGY CORP NEW COM 91913Y10 22577 350093 SH SHARED 01 241090 109003 D VALERO ENERGY CORP NEW COM 91913Y10 141 2200 SH SHR/OTHR 01 2200 D VALERO ENERGY CORP NEW COM 91913Y10 10418 161547 SH SHARED 02 139582 21965 D VALERO ENERGY CORP NEW COM 91913Y10 18550 287642 SH SHARED 04 267456 20186 D VALERO ENERGY CORP NEW COM 91913Y10 20 320 SH SHARED 05 320 D VALERO ENERGY CORP NEW COM 91913Y10 24406 378448 SH SHARED 06 209398 169050 D VALERO ENERGY CORP NEW COM 91913Y10 176286 2733542 SH SHARED 10 973812 1186845 572885 D VALERO ENERGY CORP NEW COM 91913Y10 925 14350 SH SHARED 14 14350 D VALERO ENERGY CORP NEW COM 91913Y10 11333 175742 SH SHARED 19 175742 D VALERO ENERGY CORP NEW COM 91913Y10 1078 16725 SH SHARED 20 6020 10705 D VALERO ENERGY CORP NEW COM 91913Y10 25 400 SH SHR/OTHR 20 400 D VALERO ENERGY CORP NEW COM 91913Y10 83 1300 SH SHARED 21 1300 D VALERO ENERGY CORP NEW COM 91913Y10 32 500 SH SHR/OTHR 21 500 D VALERO ENERGY CORP NEW COM 91913Y10 132 2057 SH SHARED 22 1857 200 D VALERO ENERGY CORP NEW COM 91913Y10 16 250 SH SHR/OTHR 22 250 D VALERO ENERGY CORP NEW COM 91913Y10 1496 23200 SH SHARED 23 22625 575 D VALERO ENERGY CORP NEW COM 91913Y10 1431 22200 SH SHR/OTHR 23 22200 D VALERO ENERGY CORP NEW COM 91913Y10 1648 25562 SH SHARED 24 900 24662 D VALERA PHARMACEUTICALS INC COM 91914F10 1 151 SH SHARED 151 D VALERA PHARMACEUTICALS INC COM 91914F10 4 496 SH SHR/OTHR 01 496 D VALERO GP HLDGS LLC UNIT LLC INTS 91914G10 33242 1197923 SH SHARED 1197923 D VALERO GP HLDGS LLC UNIT LLC INTS 91914G10 3854 138900 SH SHARED 02 138900 D VALLEY FINL CORP VA COM 91962910 0 75 SH SHARED 75 D VALLEY NATL BANCORP COM 91979410 241 9577 SH SHARED 9577 D VALLEY NATL BANCORP COM 91979410 19 780 SH SHARED 01 780 D VALLEY NATL BANCORP COM 91979410 38 1522 SH SHARED 02 1522 D VALLEY NATL BANCORP COM 91979410 70 2800 SH SHARED 10 2800 D VALMONT INDS INC COM 92025310 26 463 SH SHARED 463 D VALMONT INDS INC COM 92025310 13 231 SH SHARED 02 231 D VALMONT INDS INC COM 92025310 2891 50000 SH SHARED 04 50000 D VALMONT INDS INC COM 92025310 375 6500 SH SHARED 10 6500 D VALSPAR CORP COM 92035510 12689 455970 SH SHARED 455970 D VALSPAR CORP COM 92035510 815 29300 SH SHARED 01 29300 D VALSPAR CORP COM 92035510 650 23374 SH SHARED 02 22744 630 D VALSPAR CORP COM 92035510 278 10000 SH SHARED 10 10000 D VALSPAR CORP COM 92035510 64 2300 SH SHARED 21 2300 D VALUE LINE INC COM 92043710 1 33 SH SHARED 33 D VALUE LINE INC COM 92043710 14 300 SH SHARED 01 300 D VALUECLICK INC COM 92046N10 290 11136 SH SHARED 11136 D VALUECLICK INC COM 92046N10 910 34829 SH SHARED 01 34829 D VALUECLICK INC COM 92046N10 279 10710 SH SHARED 02 10710 D VALUECLICK INC COM 92046N10 1593 61000 SH SHARED 04 61000 D VALUECLICK INC COM 92046N10 2634 100816 SH SHARED 10 8116 92700 D VALUEVISION MEDIA INC CL A 92047K10 60 4871 SH SHARED 4871 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 55 3519 SH SHARED 02 3519 D VAN KAMPEN TR INVT GRADE N Y COM 92093110 297 19000 SH SHARED 02 19000 D VAN KAMPEN TR INVT FLA MUNS COM 92093210 641 40851 SH SHARED 40851 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 31 2000 SH SHR/OTHR 20 2000 D VAN KAMPEN INCOME TR SH BEN INT 92095710 22 3759 SH SHARED 3759 D VAN KAMPEN SENIOR INCOME TR COM 92096110 6 767 SH SHARED 767 D VAN DER MOOLEN HLDG N.V. 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SH SHARED 02 2299 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 212 2700 SH SHARED 23 2700 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 239 3470 SH SHARED 23 3470 D VANGUARD INTL EQUITY INDEX F EURPEAN ETF 92204287 30 428 SH SHARED 02 428 D VARIAN MED SYS INC COM 92220P10 3754 78723 SH SHARED 78723 D VARIAN MED SYS INC COM 92220P10 169 3561 SH SHARED 01 500 3061 D VARIAN MED SYS INC COM 92220P10 2365 49602 SH SHARED 02 14252 35350 D VARIAN MED SYS INC COM 92220P10 715 15000 SH SHARED 04 15000 D VARIAN MED SYS INC COM 92220P10 640 13440 SH SHARED 06 12500 940 D VARIAN MED SYS INC COM 92220P10 3004 63000 SH SHARED 10 50100 12900 D VARIAN MED SYS INC COM 92220P10 208 4371 SH SHARED 14 4371 D VARIAN MED SYS INC COM 92220P10 357 7500 SH SHR/OTHR 21 7500 D VARIAN MED SYS INC COM 92220P10 95 2000 SH SHR/OTHR 23 2000 D VARIAN INC COM 92220610 177 3041 SH SHARED 3041 D VARIAN INC COM 92220610 1374 23600 SH SHARED 01 13100 10500 D VARIAN INC COM 92220610 180 3100 SH SHARED 02 3100 D VARIAN INC COM 92220610 9790 168049 SH SHARED 10 161749 6300 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 9451 177062 SH SHARED 177062 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 528 9900 SH SHARED 01 9900 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 8 160 SH SHARED 02 160 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 16 300 SH SHARED 06 300 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2628 49240 SH SHARED 10 43690 5550 D VASCO DATA SEC INTL INC COM 92230Y10 11 635 SH SHARED 635 D VASCULAR SOLUTIONS INC COM 92231M10 3 316 SH SHARED 316 D VASOGEN INC COM 92232F10 0 160 SH SHARED 02 160 D VECTREN CORP COM 92240G10 214 7492 SH SHARED 7492 D VECTREN CORP COM 92240G10 637 22300 SH SHARED 01 22300 D VECTREN CORP COM 92240G10 277 9700 SH SHARED 02 9180 520 D VECTREN CORP COM 92240G10 80 2800 SH SHARED 10 2000 800 D VECTREN CORP COM 92240G10 348 12200 SH SHARED 21 7000 5200 D VECTOR GROUP LTD COM 92240M10 647 34590 SH SHARED 34590 D VECTOR GROUP LTD COM 92240M10 0 1 SH SHARED 02 1 D VECTOR GROUP LTD COM 92240M10 50949 2723131 SH SHARED 10 2718856 4275 D VEECO INSTRS INC DEL COM 92241710 4658 238876 SH SHARED 238876 D VEECO INSTRS INC DEL COM 92241710 173 8900 SH SHARED 01 8900 D VEECO INSTRS INC DEL COM 92241710 149 7690 SH SHARED 02 7690 D VELCRO INDS N V COM 92257110 29 1686 SH SHARED 02 1686 D VENDINGDATA CORPORATION COM NEW 92261Q20 1 496 SH SHARED 496 D VENOCO INC COM 92275P30 1613 90343 SH SHARED 90343 D VENTAS INC COM 92276F10 19814 470312 SH SHARED 470312 D VENTAS INC COM 92276F10 1411 33500 SH SHARED 01 33500 D VENTAS INC COM 92276F10 239 5688 SH SHARED 02 5539 149 D VENTAS INC COM 92276F10 8674 205900 SH SHARED 10 205900 D VENTAS INC COM 92276F10 70736 1679000 SH SHARED 11 1679000 D VENTANA MED SYS INC COM 92276H10 137 3289 SH SHARED 3289 D VENTANA MED SYS INC COM 92276H10 25 600 SH SHARED 01 600 D VENTANA MED SYS INC COM 92276H10 142 3400 SH SHARED 02 3400 D VENTANA MED SYS INC COM 92276H10 303 7251 SH SHARED 10 2551 4700 D VANGUARD INDEX FDS MCAP VL IDXVIP 92290851 14 250 SH SHARED 02 250 D VANGUARD INDEX FDS SM CP VAL ETF 92290861 14 200 SH SHARED 02 200 D VANGUARD INDEX FDS MID CAP ETF 92290862 4 65 SH SHARED 02 65 D VANGUARD INDEX FDS STK MRK ETF 92290876 3441 24325 SH SHR/OTHR 23 24325 D VERASUN ENERGY CORP COM 92336G10 5215 262468 SH SHARED 262468 D VERASUN ENERGY CORP COM 92336G10 337 17000 SH SHARED 01 17000 D VERASUN ENERGY CORP COM 92336G10 337 17000 SH SHR/OTHR 01 17000 D VERASUN ENERGY CORP COM 92336G10 3974 200000 SH SHARED 04 200000 D VERICHIP CORP COM 92342V10 1854 300000 SH SHARED 300000 D VERIFONE HLDGS INC COM 92342Y10 138 3763 SH SHARED 3763 D VERIFONE HLDGS INC COM 92342Y10 56 1540 SH SHARED 01 450 1090 D VERIFONE HLDGS INC COM 92342Y10 38 1053 SH SHARED 02 1053 D VERIFONE HLDGS INC COM 92342Y10 257 7000 SH SHARED 06 7000 D VERIFONE HLDGS INC COM 92342Y10 1263 34390 SH SHARED 10 28890 5500 D VERISIGN INC COM 92343E10 55102 2193574 SH SHARED 2193424 150 D VERISIGN INC COM 92343E10 1263 50314 SH SHARED 01 15500 34814 D VERISIGN INC COM 92343E10 8232 327741 SH SHARED 02 327246 495 D VERISIGN INC COM 92343E10 5111 203500 SH SHARED 04 203500 D VERISIGN INC COM 92343E10 5 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 686 27340 SH SHARED 06 24900 2440 D VERISIGN INC COM 92343E10 4384 174540 SH SHARED 10 165320 9220 D VERISIGN INC COM 92343E10 70 2800 SH SHARED 14 2800 D VERIZON COMMUNICATIONS COM 92343V10 1333738 35172433 SH SHARED 33789838 1382595 D VERIZON COMMUNICATIONS COM 92343V10 26957 710895 SH SHARED 01 180312 530583 D VERIZON COMMUNICATIONS COM 92343V10 1628 42940 SH SHR/OTHR 01 42940 D VERIZON COMMUNICATIONS COM 92343V10 45183 1191541 SH SHARED 02 1095534 96007 D VERIZON COMMUNICATIONS COM 92343V10 15348 404750 SH SHARED 04 404750 D VERIZON COMMUNICATIONS COM 92343V10 45 1190 SH SHARED 05 1190 D VERIZON COMMUNICATIONS COM 92343V10 17237 454583 SH SHARED 06 428393 26190 D VERIZON COMMUNICATIONS COM 92343V10 561079 14796391 SH SHARED 10 9671853 2598100 2526438 D VERIZON COMMUNICATIONS COM 92343V10 500 13200 SH SHR/OTHR 10 13200 D VERIZON COMMUNICATIONS COM 92343V10 1706 45011 SH SHARED 14 45011 D VERIZON COMMUNICATIONS COM 92343V10 2275 60000 SH SHARED 15 60000 D VERIZON COMMUNICATIONS COM 92343V10 5725 151000 SH SHARED 16 151000 D VERIZON COMMUNICATIONS COM 92343V10 1493 39380 SH SHARED 20 10174 29206 D VERIZON COMMUNICATIONS COM 92343V10 97 2583 SH SHR/OTHR 20 2583 D VERIZON COMMUNICATIONS COM 92343V10 5 146 SH SHR/OTHR 21 146 D VERIZON COMMUNICATIONS COM 92343V10 633 16711 SH SHARED 22 10026 6685 D VERIZON COMMUNICATIONS COM 92343V10 103 2735 SH SHR/OTHR 22 2735 D VERIZON COMMUNICATIONS COM 92343V10 1969 51934 SH SHARED 23 43224 8710 D VERIZON COMMUNICATIONS COM 92343V10 4668 123105 SH SHR/OTHR 23 123105 D VERSANT CORP COM NEW 92528430 2 172 SH SHARED 172 D VERSO TECHNOLOGIES INC COM NEW 92531720 23 25235 SH SHARED 25235 D VERSO TECHNOLOGIES INC COM NEW 92531720 1 2000 SH SHARED 02 2000 D VERTEX PHARMACEUTICALS INC COM 92532F10 3302 117777 SH SHARED 117777 D VERTEX PHARMACEUTICALS INC COM 92532F10 1239 44200 SH SHARED 01 44200 D VERTEX PHARMACEUTICALS INC COM 92532F10 1433 51113 SH SHARED 02 50958 155 D VERTEX PHARMACEUTICALS INC COM 92532F10 16128 575200 SH SHARED 04 575200 D VERTEX PHARMACEUTICALS INC COM 92532F10 1099 39200 SH SHARED 06 2500 36700 D VERTEX PHARMACEUTICALS INC COM 92532F10 3385 120755 SH SHARED 10 108255 12500 D VERTEX PHARMACEUTICALS INC COM 92532F10 106 3800 SH SHARED 14 3800 D VERTICALNET INC COM PAR $ 0.01 92532L30 3 8329 SH SHARED 8329 D VERTRUE INC COM 92534N10 6328 131538 SH SHARED 131538 D VERTRUE INC COM 92534N10 962 20000 SH SHARED 01 20000 D VERTRUE INC COM 92534N10 962 20000 SH SHR/OTHR 01 20000 D VERTRUE INC COM 92534N10 1 28 SH SHARED 02 28 D VESTIN RLTY MTG II INC COM 92549X10 5 957 SH SHARED 957 D VESTIN REALTY MORTGAGE I INC COM 92549010 0 171 SH SHARED 171 D VIAD CORP COM NEW 92552R40 84 2177 SH SHARED 2177 D VIAD CORP COM NEW 92552R40 86 2249 SH SHARED 01 2249 D VIAD CORP COM NEW 92552R40 2 63 SH SHARED 02 63 D VIAD CORP COM NEW 92552R40 2377 61600 SH SHARED 10 26400 35200 D VIASAT INC COM 92552V10 21 657 SH SHARED 657 D VIASAT INC COM 92552V10 46 1400 SH SHARED 01 1400 D VIASAT INC COM 92552V10 2 72 SH SHARED 02 72 D VIASAT INC COM 92552V10 442 13433 SH SHARED 10 3733 9700 D VIACOM INC NEW CL A 92553P10 14 347 SH SHARED 01 347 D VIACOM INC NEW CL A 92553P10 50 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 58166 1414901 SH SHARED 1413491 1410 D VIACOM INC NEW CL B 92553P20 3705 90128 SH SHARED 01 90128 D VIACOM INC NEW CL B 92553P20 123 2996 SH SHR/OTHR 01 2996 D VIACOM INC NEW CL B 92553P20 7182 174713 SH SHARED 02 169387 5326 D VIACOM INC NEW CL B 92553P20 2055 50000 SH SHARED 04 50000 D VIACOM INC NEW CL B 92553P20 9 235 SH SHARED 05 235 D VIACOM INC NEW CL B 92553P20 3208 78043 SH SHARED 06 71333 6710 D VIACOM INC NEW CL B 92553P20 11981 291441 SH SHARED 10 272541 18900 D VIACOM INC NEW CL B 92553P20 5 125 SH SHR/OTHR 10 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92554J10 9158 1680400 SH SHARED 04 1680400 D VICAL INC COM 92560210 4 895 SH SHARED 895 D VICON INDS INC COM 92581110 0 94 SH SHARED 94 D VICOR CORP COM 92581510 10 1052 SH SHARED 1052 D VICOR CORP COM 92581510 22 2222 SH SHARED 02 2222 D VIDEO DISPLAY CORP COM 92655510 0 116 SH SHARED 116 D VIDEO DISPLAY CORP COM 92655510 7 1000 SH SHARED 02 1000 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 460 24850 SH SHARED 24100 750 D VIEWPOINT FINL GROUP COM 92672710 5 297 SH SHARED 297 D VIGNETTE CORP COM NEW 92673440 1891 101846 SH SHARED 101846 D VIGNETTE CORP COM NEW 92673440 29 1600 SH SHARED 21 1600 D VILLAGE SUPER MKT INC CL A NEW 92710740 2 30 SH SHARED 30 D VIMICRO INTL CORP ADR 92718N10 321 49600 SH SHARED 49600 D VIMICRO INTL CORP ADR 92718N10 10 1559 SH SHARED 02 1559 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 66 2006 SH SHARED 2006 D VINEYARD NATL BANCORP COM 92742610 5 231 SH SHARED 231 D VINEYARD NATL BANCORP COM 92742610 0 30 SH SHARED 02 30 D VION PHARMACEUTICALS INC COM 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SH SHARED 10 12300 41900 D VISTEON CORP COM 92839U10 2 300 SH SHR/OTHR 23 300 D VISTACARE INC CL A 92839Y10 48 5603 SH SHARED 5603 D VISTACARE INC CL A 92839Y10 26 3074 SH SHARED 02 3074 D VITAL IMAGES INC COM 92846N10 13 409 SH SHARED 409 D VITAL IMAGES INC COM 92846N10 3284 98750 SH SHARED 02 98400 350 D VITAL IMAGES INC COM 92846N10 3395 102100 SH SHARED 04 102100 D VITAL IMAGES INC COM 92846N10 1613 48500 SH SHARED 10 48500 D VITAL IMAGES INC COM 92846N10 89 2700 SH SHARED 14 2700 D VITAL SIGNS INC COM 92846910 10 200 SH SHARED 200 D VITAL SIGNS INC COM 92846910 10 204 SH SHARED 02 204 D VITRAN CORP INC COM 92850E10 103 5300 SH SHARED 02 5300 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 144 22500 SH SHARED 02 22500 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 2951 840873 SH SHARED 840873 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 10530 3000000 SH SHARED 04 3000000 D VIVUS INC COM 92855110 17 3445 SH SHARED 3445 D VIVUS INC COM 92855110 22 4385 SH SHARED 02 4385 D VNUS MED 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VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 705 26254 SH SHR/OTHR 23 26254 D VOCUS INC COM 92858J10 3 170 SH SHARED 170 D VOCUS INC COM 92858J10 266 13217 SH SHARED 02 550 12667 D VOLCOM INC COM 92864N10 11 334 SH SHARED 334 D VOLCOM INC COM 92864N10 15 450 SH SHARED 01 450 D VOLCOM INC COM 92864N10 18104 526900 SH SHARED 10 526900 D VOLCANO CORPORATION COM 92864510 10 556 SH SHARED 556 D VOLT INFORMATION SCIENCES IN COM 92870310 9 372 SH SHARED 372 D VOLT INFORMATION SCIENCES IN COM 92870310 28 1089 SH SHARED 02 1089 D VOLT INFORMATION SCIENCES IN COM 92870310 2143 81850 SH SHARED 10 81850 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 7 594 SH SHARED 594 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 143 11000 SH SHARED 02 100 10900 D VONAGE HLDGS CORP COM 92886T20 3567 1033942 SH SHARED 1033942 D VONAGE HLDGS CORP COM 92886T20 12 3500 SH SHARED 02 3500 D VORNADO RLTY TR SH BEN INT 92904210 44193 370314 SH SHARED 365914 4400 D VORNADO RLTY TR SH BEN INT 92904210 13081 109615 SH SHARED 01 76940 32675 D VORNADO RLTY TR SH BEN INT 92904210 146 1225 SH SHR/OTHR 01 1225 D VORNADO RLTY TR SH BEN INT 92904210 2930 24558 SH SHARED 02 19285 5273 D VORNADO RLTY TR SH BEN INT 92904210 2983 25000 SH SHARED 04 25000 D VORNADO RLTY TR SH BEN INT 92904210 8 70 SH SHARED 05 70 D VORNADO RLTY TR SH BEN INT 92904210 453 3800 SH SHARED 06 3800 D VORNADO RLTY TR SH BEN INT 92904210 33536 281020 SH SHARED 10 79300 119700 82020 D VORNADO RLTY TR SH BEN INT 92904210 95 800 SH SHR/OTHR 10 800 D VORNADO RLTY TR SH BEN INT 92904210 704426 5902687 SH SHARED 11 3165969 2736718 D VORNADO RLTY TR SH BEN INT 92904210 83 700 SH SHARED 14 700 D VORNADO RLTY TR SH BEN INT 92904210 1563 13100 SH SHARED 20 4895 8205 D VORNADO RLTY TR SH BEN INT 92904210 68 570 SH SHR/OTHR 20 570 D VORNADO RLTY TR SH BEN INT 92904210 47 400 SH SHARED 21 400 D VORNADO RLTY TR SH BEN INT 92904210 57 482 SH SHARED 22 232 250 D VORNADO RLTY TR SH BEN INT 92904210 47 400 SH SHR/OTHR 22 400 D VORNADO RLTY TR SH BEN INT 92904210 815 6836 SH SHARED 23 6365 471 D VORNADO RLTY TR SH BEN INT 92904210 436 3660 SH SHR/OTHR 23 3660 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 60133 43575000 PRN SHARED 43575000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 138 100000 PRN SHR/OTHR 01 100000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 3581 3546000 PRN SHARED 02 3546000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 606 600000 PRN SHARED 06 600000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 13 13000 PRN SHARED 10 13000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1759 96170 SH SHARED 96170 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 3132 171200 SH SHARED 04 171200 D VULCAN MATLS CO COM 92916010 7576 65042 SH SHARED 65042 D VULCAN MATLS CO COM 92916010 5640 48424 SH SHARED 01 31875 16549 D VULCAN MATLS CO COM 92916010 157 1350 SH SHR/OTHR 01 1350 D VULCAN MATLS CO COM 92916010 1236 10615 SH SHARED 02 10615 D VULCAN MATLS CO COM 92916010 1252 10750 SH SHARED 06 9750 1000 D VULCAN MATLS CO COM 92916010 12483 107176 SH SHARED 10 103856 3320 D VULCAN MATLS CO COM 92916010 376 3230 SH SHARED 20 1060 2170 D VULCAN MATLS CO COM 92916010 356 3060 SH SHR/OTHR 22 3060 D VULCAN MATLS CO COM 92916010 69 600 SH SHR/OTHR 23 600 D W & T OFFSHORE INC COM 92922P10 5001 172897 SH SHARED 172897 D W & T OFFSHORE INC COM 92922P10 47 1642 SH SHARED 02 1057 585 D W & T OFFSHORE INC COM 92922P10 156 5400 SH SHARED 10 5400 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 24650 25000000 PRN SHARED 02 25000000 D WCI CMNTYS INC COM 92923C10 1332 62419 SH SHARED 62419 D WCI CMNTYS INC COM 92923C10 230 10800 SH SHARED 01 10800 D WCI CMNTYS INC COM 92923C10 477 22362 SH SHARED 02 22362 D WCI CMNTYS INC COM 92923C10 226 10600 SH SHARED 10 400 10200 D WD-40 CO COM 92923610 12 392 SH SHARED 392 D WD-40 CO COM 92923610 2 70 SH SHARED 01 70 D WD-40 CO COM 92923610 95 3001 SH SHARED 02 2301 700 D WD-40 CO COM 92923610 19 600 SH SHARED 10 600 D WGL HLDGS INC COM 92924F10 175 5488 SH SHARED 5488 D WGL HLDGS INC COM 92924F10 454 14200 SH SHARED 01 14200 D WGL HLDGS INC COM 92924F10 228 7144 SH SHARED 02 5925 1219 D WGL HLDGS INC COM 92924F10 380 11900 SH SHARED 10 10800 1100 D WGL HLDGS INC COM 92924F10 38 1200 SH SHARED 23 1200 D W-H ENERGY SVCS INC COM 92925E10 39640 848106 SH SHARED 848106 D W-H ENERGY SVCS INC COM 92925E10 766 16400 SH SHARED 01 14900 1500 D W-H ENERGY SVCS INC COM 92925E10 602 12887 SH SHARED 02 87 12800 D W-H ENERGY SVCS INC COM 92925E10 537 11500 SH SHARED 10 11500 D W HLDG CO INC COM 92925110 3961 792258 SH SHARED 792258 D W HLDG CO INC COM 92925110 157 31500 SH SHARED 01 31500 D W HLDG CO INC COM 92925110 13 2735 SH SHARED 02 2735 D W HLDG CO INC COM 92925110 256 51200 SH SHARED 10 51200 D WCA WASTE CORP COM 92926K10 2 342 SH SHARED 342 D WJ COMMUNICATIONS INC COM 92928410 1 926 SH SHARED 926 D WMS INDS INC NOTE 2.750% 7/1 929297AE 7133 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 4264 108670 SH SHARED 108670 D WMS INDS INC COM 92929710 196 5000 SH SHARED 01 5000 D WMS INDS INC COM 92929710 5501 140209 SH SHARED 02 139209 1000 D WMS INDS INC COM 92929710 5631 143510 SH SHARED 10 41310 102200 D W P CAREY & CO LLC COM 92930Y10 4077 122187 SH SHARED 122187 D W P CAREY & CO LLC COM 92930Y10 3 105 SH SHARED 02 105 D WPP GROUP PLC SPON ADR 0905 92930940 42550 559950 SH SHARED 559950 D WPP GROUP PLC SPON ADR 0905 92930940 1229 16179 SH SHARED 01 16029 150 D WPP GROUP PLC SPON ADR 0905 92930940 1261 16600 SH SHARED 10 16600 D WPCS INTL INC COM NEW 92931L20 1 135 SH SHARED 135 D WSFS FINL CORP COM 92932810 10 166 SH SHARED 166 D WSFS FINL CORP COM 92932810 64 1000 SH SHARED 01 1000 D WSFS FINL CORP COM 92932810 1857 28800 SH SHARED 10 28800 D WSB FINANCIAL GROUP INC COM 92933E10 1 61 SH SHARED 61 D WVS FINL CORP COM 92935810 0 50 SH SHARED 50 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 1883 1880000 PRN SHARED 02 1880000 D WABASH NATL CORP COM 92956610 6071 393728 SH SHARED 393728 D WABASH NATL CORP COM 92956610 49 3200 SH SHARED 01 3200 D WABASH NATL CORP COM 92956610 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CORP 2ND NEW COM 92990310 3578 65000 SH SHARED 16 65000 D WACHOVIA CORP 2ND NEW COM 92990310 1723 31305 SH SHARED 20 6280 25025 D WACHOVIA CORP 2ND NEW COM 92990310 864 15700 SH SHARED 22 9575 6125 D WACHOVIA CORP 2ND NEW COM 92990310 65 1185 SH SHR/OTHR 22 1185 D WACHOVIA CORP 2ND NEW COM 92990310 2524 45860 SH SHARED 23 45260 600 D WACHOVIA CORP 2ND NEW COM 92990310 2436 44263 SH SHR/OTHR 23 44263 D WACOAL HOLDINGS CORP ADR 93000420 30 479 SH SHARED 02 479 D WADDELL & REED FINL INC CL A 93005910 4292 184051 SH SHARED 176275 7776 D WADDELL & REED FINL INC CL A 93005910 606 26016 SH SHARED 01 26016 D WADDELL & REED FINL INC CL A 93005910 224 9637 SH SHARED 02 9197 440 D WADDELL & REED FINL INC CL A 93005910 16240 696400 SH SHARED 10 589400 107000 D WAINWRIGHT BK&TR CO BOSTON M COM 93070510 1 98 SH SHARED 98 D WAL MART STORES INC COM 93114210 842981 17954877 SH SHARED 17926430 28447 D WAL MART STORES INC COM 93114210 32382 689729 SH SHARED 01 102142 587587 D WAL MART STORES INC COM 93114210 3406 72559 SH SHR/OTHR 01 72559 D WAL MART STORES INC COM 93114210 204929 4364846 SH SHARED 02 4346421 18425 D WAL MART STORES INC COM 93114210 950 20250 SH SHARED 04 20250 D WAL MART STORES INC COM 93114210 45 970 SH SHARED 05 970 D WAL MART STORES INC COM 93114210 12401 264142 SH SHARED 06 241972 22170 D WAL MART STORES INC COM 93114210 111890 2383179 SH SHARED 10 1708569 341190 333420 D WAL MART STORES INC COM 93114210 1816 38700 SH SHR/OTHR 10 38700 D WAL MART STORES INC COM 93114210 4584 97644 SH SHARED 14 97644 D WAL MART STORES INC COM 93114210 12 265 SH SHARED 19 265 D WAL MART STORES INC COM 93114210 2006 42737 SH SHARED 20 6150 36587 D WAL MART STORES INC COM 93114210 114 2440 SH SHR/OTHR 20 2440 D WAL MART STORES INC COM 93114210 327 6975 SH SHARED 21 6975 D WAL MART STORES INC COM 93114210 742 15825 SH SHR/OTHR 21 15825 D WAL MART STORES INC COM 93114210 577 12295 SH SHARED 22 6200 6095 D WAL MART STORES INC COM 93114210 376 8010 SH SHR/OTHR 22 8010 D WAL MART STORES INC COM 93114210 5425 115557 SH SHARED 23 114483 1074 D WAL MART STORES INC COM 93114210 10756 229112 SH SHR/OTHR 23 229112 D WAL MART STORES INC COM 93114210 27 589 SH SHARED 24 589 D WALGREEN CO COM 93142210 34273 746872 SH SHARED 706872 40000 D WALGREEN CO COM 93142210 9200 200491 SH SHARED 01 1000 199491 D WALGREEN CO COM 93142210 215 4691 SH SHR/OTHR 01 4691 D WALGREEN CO COM 93142210 7947 173186 SH SHARED 02 161903 11283 D WALGREEN CO COM 93142210 92078 2006500 SH SHARED 04 2006500 D WALGREEN CO COM 93142210 1256 27370 SH SHARED 05 27370 D WALGREEN CO COM 93142210 4908 106971 SH SHARED 06 97661 9310 D WALGREEN CO COM 93142210 104437 2275824 SH SHARED 10 722304 1313100 240420 D WALGREEN CO COM 93142210 339 7400 SH SHR/OTHR 10 7400 D WALGREEN CO COM 93142210 1710 37268 SH SHARED 14 24000 13268 D WALGREEN CO COM 93142210 45 1000 SH SHARED 19 1000 D WALGREEN CO COM 93142210 1448 31560 SH SHARED 20 700 30860 D WALGREEN CO COM 93142210 229 5000 SH SHR/OTHR 20 5000 D WALGREEN CO COM 93142210 313 6842 SH SHARED 21 6842 D WALGREEN CO COM 93142210 48 1050 SH SHARED 22 1050 D WALGREEN CO COM 93142210 88 1925 SH SHR/OTHR 22 1925 D WALGREEN CO COM 93142210 865 18850 SH SHARED 23 18850 D WALGREEN CO COM 93142210 5075 110608 SH SHR/OTHR 23 110608 D WALGREEN CO COM 93142210 113 2465 SH SHARED 24 2465 D WALTER INDS INC NOTE 3.750% 5/0 93317QAC 2027 750000 PRN SHARED 02 750000 D WALTER INDS INC COM 93317Q10 933 37700 SH SHARED 37700 D WALTER INDS INC COM 93317Q10 19066 770366 SH SHARED 770366 D WALTER INDS INC COM 93317Q10 1222 49400 SH SHARED 01 18800 30600 D WALTER INDS INC COM 93317Q10 134 5421 SH SHARED 02 859 4562 D WALTER INDS INC COM 93317Q10 2248 90850 SH SHARED 04 90850 D WALTER INDS INC COM 93317Q10 21598 872675 SH SHARED 10 819875 52800 D WALTER INDS INC COM 93317Q10 193 7800 SH SHARED 15 7800 D WALTER INDS INC COM 93317Q10 294 11900 SH SHARED 24 11900 D WARNACO GROUP INC COM NEW 93439040 583 20534 SH SHARED 20534 D WARNACO GROUP INC COM NEW 93439040 908 32000 SH SHARED 01 30100 1900 D WARNACO GROUP INC COM NEW 93439040 1951 68700 SH SHARED 10 8800 59900 D WARNER MUSIC GROUP CORP COM 93455010 26782 1569911 SH SHARED 1569911 D WARNER MUSIC GROUP CORP COM 93455010 217 12731 SH SHARED 02 2731 10000 D WARNER MUSIC GROUP CORP COM 93455010 339 19900 SH SHARED 10 19900 D WARREN RES INC COM 93564A10 16 1236 SH SHARED 1236 D WARWICK VALLEY TEL CO COM 93675010 2 124 SH SHARED 124 D WASHINGTON BKG CO OAK HBR WA COM 93730310 3 228 SH SHARED 228 D WASHINGTON FED INC COM 93882410 584 24929 SH SHARED 15603 9326 D WASHINGTON FED INC COM 93882410 563 24029 SH SHARED 01 24029 D WASHINGTON FED INC COM 93882410 269 11501 SH SHARED 02 10075 1426 D WASHINGTON FED INC COM 93882410 727 31024 SH SHARED 14 31024 D WASHINGTON GROUP INTL INC COM NEW 93886220 48 736 SH SHARED 736 D WASHINGTON GROUP INTL INC COM NEW 93886220 1666 25090 SH SHARED 01 25090 D WASHINGTON GROUP INTL INC COM NEW 93886220 5 80 SH SHARED 02 80 D WASHINGTON GROUP INTL INC COM NEW 93886220 22064 332200 SH SHARED 10 325000 7200 D WASHINGTON MUT INC COM 93932210 52980 1312048 SH SHARED 662986 649062 D WASHINGTON MUT INC COM 93932210 6219 154025 SH SHARED 01 21809 132216 D WASHINGTON MUT INC COM 93932210 649 16088 SH SHR/OTHR 01 16088 D WASHINGTON MUT INC COM 93932210 5064 125433 SH SHARED 02 100649 24784 D WASHINGTON MUT INC COM 93932210 18 450 SH SHARED 05 450 D WASHINGTON MUT INC COM 93932210 4705 116525 SH SHARED 06 107065 9460 D WASHINGTON MUT INC COM 93932210 369135 9141534 SH SHARED 10 8856774 284760 D WASHINGTON MUT INC COM 93932210 254 6300 SH SHR/OTHR 10 6300 D WASHINGTON MUT INC COM 93932210 3945 97715 SH SHARED 14 97715 D WASHINGTON MUT INC COM 93932210 765 18960 SH SHARED 20 6730 12230 D WASHINGTON MUT INC COM 93932210 222 5500 SH SHR/OTHR 20 5500 D WASHINGTON MUT INC COM 93932210 12 300 SH SHARED 21 300 D WASHINGTON MUT INC COM 93932210 684 16940 SH SHARED 22 10500 6440 D WASHINGTON MUT INC COM 93932210 189 4700 SH SHR/OTHR 22 4700 D WASHINGTON MUT INC COM 93932210 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13820 D WELLS FARGO & CO NEW COM 94974610 464 13500 SH SHR/OTHR 22 13500 D WELLS FARGO & CO NEW COM 94974610 8998 261369 SH SHARED 23 243019 18350 D WELLS FARGO & CO NEW COM 94974610 11172 324504 SH SHR/OTHR 23 324504 D WELLS GARDNER ELECTRS CORP COM 94976510 0 240 SH SHARED 240 D WELLSFORD REAL PPTYS INC COM NEW 95024020 110 14132 SH SHARED 14132 D WELLSFORD REAL PPTYS INC COM NEW 95024020 0 46 SH SHARED 02 46 D WENDYS INTL INC COM 95059010 88380 2823662 SH SHARED 2823662 D WENDYS INTL INC COM 95059010 1415 45236 SH SHARED 01 26200 19036 D WENDYS INTL INC COM 95059010 745 23812 SH SHARED 02 23812 D WENDYS INTL INC COM 95059010 369 11810 SH SHARED 06 10950 860 D WENDYS INTL INC COM 95059010 4717 150710 SH SHARED 10 111010 39700 D WENDYS INTL INC COM 95059010 34 1100 SH SHARED 14 1100 D WERNER ENTERPRISES INC COM 95075510 14090 775459 SH SHARED 775459 D WERNER ENTERPRISES INC COM 95075510 308 16975 SH SHARED 01 16975 D WERNER ENTERPRISES INC COM 95075510 108 5978 SH SHARED 02 5978 D WERNER ENTERPRISES INC COM 95075510 570 31373 SH SHARED 10 8973 22400 D WESBANCO INC COM 95081010 43 1416 SH SHARED 1416 D WESBANCO INC COM 95081010 3 100 SH SHARED 01 100 D WESBANCO INC COM 95081010 351 11400 SH SHARED 10 11400 D WESCO FINL CORP COM 95081710 15 34 SH SHARED 34 D WESCO FINL CORP COM 95081710 5 11 SH SHARED 02 11 D WESCO FINL CORP COM 95081710 138 300 SH SHARED 10 300 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 24225 15000000 PRN SHARED 15000000 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 13735 8505000 PRN SHARED 02 8505000 D WESCO INTL INC COM 95082P10 1401 22319 SH SHARED 22319 D WESCO INTL INC COM 95082P10 257 4100 SH SHARED 01 3300 800 D WESCO INTL INC COM 95082P10 508 8095 SH SHR/OTHR 01 8095 D WESCO INTL INC COM 95082P10 51 824 SH SHARED 02 824 D WESCO INTL INC COM 95082P10 7847 125000 SH SHARED 04 125000 D WESCO INTL INC COM 95082P10 38371 611200 SH SHARED 10 611200 D WESCO INTL INC COM 95082P10 69 1100 SH SHARED 21 1100 D WEST BANCORPORATION INC CAP STK 95123P10 6 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D WESTAR ENERGY INC COM 95709T10 381 13854 SH SHARED 02 10149 3705 D WESTAR ENERGY INC COM 95709T10 8 300 SH SHARED 06 300 D WESTAR ENERGY INC COM 95709T10 721 26200 SH SHARED 10 5300 20900 D WESTAR ENERGY INC COM 95709T10 63 2300 SH SHARED 21 2300 D WESTAMERICA BANCORPORATION COM 95709010 2018 41913 SH SHARED 41913 D WESTAMERICA BANCORPORATION COM 95709010 486 10100 SH SHARED 01 10100 D WESTAMERICA BANCORPORATION COM 95709010 147 3056 SH SHARED 02 3046 10 D WESTELL TECHNOLOGIES INC CL A 95754110 2090 963224 SH SHARED 963224 D WESTERN ALLIANCE BANCORP COM 95763810 14 480 SH SHARED 480 D WESTERN ALLIANCE BANCORP COM 95763810 14 475 SH SHARED 02 475 D WESTERN ALLIANCE BANCORP COM 95763810 173 5600 SH SHARED 10 5600 D WESTERN ASSET EMRG MKT DEBT COM 95766A10 5160 289600 SH SHARED 289600 D WESTERN ASSET GLB HI INCOME COM 95766B10 2 197 SH SHARED 197 D WESTERN AST EMRG MKT FLT RT COM 95766C10 74 5500 SH SHARED 5500 D WESTERN ASSET EMRG MKT INCM COM 95766E10 9510 733864 SH SHARED 733864 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 43 3817 SH SHARED 01 3817 D WESTERN ASSET CLAYMORE US TR COM SH BEN INT 95766Q10 168 14500 SH SHARED 02 14500 D WSTRN ASSET/CLYMRE US TR INF COM 95766R10 4545 382600 SH SHARED 382600 D WESTERN ASSET INFL MGMT FD I COM 95766U10 509 31650 SH SHARED 31650 D WESTERN ASSET WORLDWIDE INCO COM 95766810 697 51132 SH SHARED 51132 D WESTERN ASSET ZENIX INCOME F COM 95766910 0 68 SH SHARED 68 D WESTERN DIGITAL CORP COM 95810210 25938 1543012 SH SHARED 1498412 44600 D WESTERN DIGITAL CORP COM 95810210 1921 114300 SH SHARED 01 34900 79400 D WESTERN DIGITAL CORP COM 95810210 431 25647 SH SHARED 02 25647 D WESTERN DIGITAL CORP COM 95810210 1139 67800 SH SHARED 06 66600 1200 D WESTERN DIGITAL CORP COM 95810210 51062 3037600 SH SHARED 10 124000 1907900 1005700 D WESTERN DIGITAL CORP COM 95810210 249 14815 SH SHARED 14 14815 D WESTERN REFNG INC COM 95931910 514 13197 SH SHARED 13197 D WESTERN REFNG INC COM 95931910 1418 36350 SH SHARED 01 36025 325 D WESTERN REFNG INC COM 95931910 1326 34000 SH SHR/OTHR 01 34000 D WESTERN REFNG INC COM 95931910 642 16455 SH SHARED 02 16455 D WESTERN REFNG INC COM 95931910 7776 199290 SH SHARED 10 199290 D WESTERN UN CO COM 95980210 11744 535039 SH SHARED 535039 D WESTERN UN CO COM 95980210 3118 142071 SH SHARED 01 39171 102900 D WESTERN UN CO COM 95980210 94 4317 SH SHR/OTHR 01 4317 D WESTERN UN CO COM 95980210 2679 122094 SH SHARED 02 117840 4254 D WESTERN UN CO COM 95980210 10645 485000 SH SHARED 04 485000 D WESTERN UN CO COM 95980210 7 359 SH SHARED 05 359 D WESTERN UN CO COM 95980210 1826 83189 SH SHARED 06 75942 7247 D WESTERN UN CO COM 95980210 9640 439189 SH SHARED 10 415813 23376 D WESTERN UN CO COM 95980210 219 10000 SH SHR/OTHR 10 10000 D WESTERN UN CO COM 95980210 197 9016 SH SHARED 14 9016 D WESTERN UN CO COM 95980210 420 19158 SH SHARED 20 200 18958 D WESTERN UN CO COM 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13202 D WESTWOOD ONE INC COM 96181510 16160 2352367 SH SHARED 2352367 D WESTWOOD ONE INC COM 96181510 88 12900 SH SHARED 01 12900 D WESTWOOD ONE INC COM 96181510 123 18025 SH SHARED 02 18025 D WET SEAL INC CL A 96184010 192 29445 SH SHARED 29445 D WET SEAL INC CL A 96184010 0 1 SH SHARED 02 1 D WEYCO GROUP INC COM 96214910 4 176 SH SHARED 176 D WEYERHAEUSER CO COM 96216610 18992 254120 SH SHARED 254120 D WEYERHAEUSER CO COM 96216610 1900 25432 SH SHARED 01 25432 D WEYERHAEUSER CO COM 96216610 149 2000 SH SHR/OTHR 01 2000 D WEYERHAEUSER CO COM 96216610 16944 226718 SH SHARED 02 223932 2786 D WEYERHAEUSER CO COM 96216610 37519 502000 SH SHARED 04 502000 D WEYERHAEUSER CO COM 96216610 1186 15878 SH SHARED 05 15878 D WEYERHAEUSER CO COM 96216610 9764 130640 SH SHARED 06 128300 2340 D WEYERHAEUSER CO COM 96216610 21961 293844 SH SHARED 10 290031 3813 D WEYERHAEUSER CO COM 96216610 448 6000 SH SHARED 14 6000 D WEYERHAEUSER CO COM 96216610 44 600 SH SHARED 23 600 D WEYERHAEUSER CO COM 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PETE CORP NEW COM 96638710 25 640 SH SHARED 02 640 D WHITING PETE CORP NEW COM 96638710 6963 176700 SH SHARED 10 12500 164200 D WHITNEY HLDG CORP COM 96661210 49 1621 SH SHARED 1621 D WHITNEY HLDG CORP COM 96661210 32 1050 SH SHARED 01 1050 D WHITNEY HLDG CORP COM 96661210 30 1002 SH SHARED 02 1002 D WHITNEY HLDG CORP COM 96661210 175 5746 SH SHARED 10 5746 D WHITTIER ENERGY CORP COM NEW 96678530 2 261 SH SHARED 261 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 243 250000 PRN SHARED 02 250000 D WHOLE FOODS MKT INC COM 96683710 22837 509194 SH SHARED 508194 1000 D WHOLE FOODS MKT INC COM 96683710 685 15290 SH SHARED 01 15290 D WHOLE FOODS MKT INC COM 96683710 6976 155552 SH SHARED 02 155202 350 D WHOLE FOODS MKT INC COM 96683710 3466 77300 SH SHARED 04 77300 D WHOLE FOODS MKT INC COM 96683710 618 13790 SH SHARED 06 12650 1140 D WHOLE FOODS MKT INC COM 96683710 5798 129294 SH SHARED 10 110994 18300 D WHOLE FOODS MKT INC COM 96683710 179 4000 SH SHARED 20 4000 D WHOLE FOODS MKT INC COM 96683710 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D WILLIAMS SONOMA INC COM 96990410 109 3080 SH SHARED 06 2600 480 D WILLIAMS SONOMA INC COM 96990410 39 1100 SH SHARED 10 600 500 D WILLIAMS SONOMA INC COM 96990410 567 16000 SH SHR/OTHR 23 16000 D WILLIS LEASE FINANCE CORP COM 97064610 1 124 SH SHARED 124 D WILLOW FINANCIAL BANCORP INC COM 97111W10 5 400 SH SHARED 400 D WILMINGTON TRUST CORP COM 97180710 845 20047 SH SHARED 20047 D WILMINGTON TRUST CORP COM 97180710 906 21500 SH SHARED 01 21500 D WILMINGTON TRUST CORP COM 97180710 324 7705 SH SHARED 02 7705 D WILMINGTON TRUST CORP COM 97180710 215 5100 SH SHARED 10 5100 D WILSHIRE BANCORP INC COM 97186T10 9 568 SH SHARED 568 D WILSHIRE BANCORP INC COM 97186T10 0 47 SH SHARED 02 47 D WILSHIRE BANCORP INC COM 97186T10 301 18400 SH SHARED 10 18400 D WILSHIRE ENTERPRISES INC COM 97188910 27 5645 SH SHARED 5645 D WILSONS THE LEATHER EXPERTS COM 97246310 0 453 SH SHARED 453 D WILSONS THE LEATHER EXPERTS COM 97246310 13 9250 SH SHARED 02 9250 D WIMM BILL DANN FOODS OJSC SPONSORED ADR 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WINDSTREAM CORP COM 97381W10 14 992 SH SHARED 23 786 206 D WINDSTREAM CORP COM 97381W10 449 30589 SH SHR/OTHR 23 30589 D WINN DIXIE STORES INC COM NEW 97428030 23 1345 SH SHARED 1345 D WINN DIXIE STORES INC COM NEW 97428030 89 5050 SH SHARED 02 5050 D WINNEBAGO INDS INC COM 97463710 471 14032 SH SHARED 14032 D WINNEBAGO INDS INC COM 97463710 262 7800 SH SHARED 01 7800 D WINNEBAGO INDS INC COM 97463710 43 1307 SH SHARED 02 877 430 D WINNEBAGO INDS INC COM 97463710 393 11700 SH SHARED 10 6200 5500 D WINSTON HOTELS INC COM 97563A10 1315 87548 SH SHARED 87548 D WINTHROP RLTY TR SH BEN INT 97639110 7 1170 SH SHARED 1170 D WINTHROP RLTY TR SH BEN INT 97639110 0 150 SH SHARED 01 150 D WINTRUST FINANCIAL CORP COM 97650W10 859 19260 SH SHARED 19260 D WINTRUST FINANCIAL CORP COM 97650W10 102 2300 SH SHARED 01 2300 D WINTRUST FINANCIAL CORP COM 97650W10 4 111 SH SHARED 02 111 D WINTRUST FINANCIAL CORP COM 97650W10 249 5600 SH SHARED 10 5600 D WIPRO LTD SPON ADR 1 SH 97651M10 711 45200 SH SHARED 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HLDGS INC CL A 98375910 1544 119509 SH SHARED 02 118334 1175 D XM SATELLITE RADIO HLDGS INC CL A 98375910 6126 474200 SH SHARED 05 474200 D XM SATELLITE RADIO HLDGS INC CL A 98375910 91 7100 SH SHARED 06 5300 1800 D XM SATELLITE RADIO HLDGS INC CL A 98375910 3373 261071 SH SHARED 10 244571 16500 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1527 118200 SH SHARED 14 118200 D XM SATELLITE RADIO HLDGS INC CL A 98375910 4 345 SH SHARED 22 200 145 D XM SATELLITE RADIO HLDGS INC CL A 98375910 2 200 SH SHARED 23 200 D XM SATELLITE RADIO HLDGS INC CL A 98375910 1 100 SH SHR/OTHR 23 100 D XTO ENERGY INC COM 98385X10 49921 910808 SH SHARED 503508 407300 D XTO ENERGY INC COM 98385X10 7200 131363 SH SHARED 01 53774 77589 D XTO ENERGY INC COM 98385X10 278 5090 SH SHR/OTHR 01 5090 D XTO ENERGY INC COM 98385X10 2818 51422 SH SHARED 02 45465 5957 D XTO ENERGY INC COM 98385X10 3014 55000 SH SHARED 04 55000 D XTO ENERGY INC COM 98385X10 7 130 SH SHARED 05 130 D XTO ENERGY INC COM 98385X10 2052 37448 SH 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ENERGY INC COM 98389B10 3346 135548 SH SHARED 02 131883 3665 D XCEL ENERGY INC COM 98389B10 20 830 SH SHARED 04 830 D XCEL ENERGY INC COM 98389B10 1270 51450 SH SHARED 06 46650 4800 D XCEL ENERGY INC COM 98389B10 4407 178494 SH SHARED 10 155194 23300 D XCEL ENERGY INC COM 98389B10 19 800 SH SHARED 14 800 D XCEL ENERGY INC COM 98389B10 49 1992 SH SHARED 23 1992 D XCEL ENERGY INC COM 98389B10 9 400 SH SHR/OTHR 23 400 D XANSER CORP COM 98389J10 4 809 SH SHARED 809 D XILINX INC COM 98391910 94691 3680214 SH SHARED 3680214 D XILINX INC COM 98391910 950 36925 SH SHARED 01 36925 D XILINX INC COM 98391910 5577 216765 SH SHARED 02 214765 2000 D XILINX INC COM 98391910 6 270 SH SHARED 05 270 D XILINX INC COM 98391910 930 36180 SH SHARED 06 33000 3180 D XILINX INC COM 98391910 3979 154659 SH SHARED 10 139759 14900 D XILINX INC COM 98391910 1754 68179 SH SHARED 14 68179 D XILINX INC COM 98391910 21 850 SH SHARED 20 850 D XILINX INC COM 98391910 10 400 SH SHR/OTHR 20 400 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 844 77000 SH SHARED 77000 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 857 78200 SH SHARED 14 78200 D XENOPORT INC COM 98411C10 15 544 SH SHARED 544 D XENOPORT INC COM 98411C10 91 3300 SH SHARED 01 3300 D XENOPORT INC COM 98411C10 51 1855 SH SHARED 02 1855 D XENONICS HLDGS INC COM 98411710 0 378 SH SHARED 378 D XEROX CORP COM 98412110 20141 1192483 SH SHARED 1192183 300 D XEROX CORP COM 98412110 2140 126747 SH SHARED 01 126747 D XEROX CORP COM 98412110 1791 106076 SH SHARED 02 105156 920 D XEROX CORP COM 98412110 1773 105000 SH SHARED 04 105000 D XEROX CORP COM 98412110 10 600 SH SHARED 05 600 D XEROX CORP COM 98412110 2406 142492 SH SHARED 06 134082 8410 D XEROX CORP COM 98412110 13460 796944 SH SHARED 10 675244 121700 D XEROX CORP COM 98412110 321 19043 SH SHARED 14 19043 D XEROX CORP COM 98412110 30 1800 SH SHR/OTHR 23 1800 D XTENT INC COM 98414110 1292 115117 SH SHARED 115117 D XERIUM TECHNOLOGIES INC COM 98416J10 4 503 SH SHARED 503 D XERIUM TECHNOLOGIES INC COM 98416J10 44 5500 SH SHARED 01 5500 D XERIUM TECHNOLOGIES INC COM 98416J10 639 79700 SH SHARED 10 79700 D XETHANOL CORP COM 98420A10 77 30781 SH SHARED 30781 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 21 500 SH SHARED 02 500 D YRC WORLDWIDE INC COM 98424910 31106 773408 SH SHARED 773408 D YRC WORLDWIDE INC COM 98424910 1697 42197 SH SHARED 01 19700 22497 D YRC WORLDWIDE INC COM 98424910 947 23546 SH SHARED 02 23191 355 D YRC WORLDWIDE INC COM 98424910 422 10497 SH SHARED 10 10497 D YAHOO INC FRNT 4/0 984332AB 30840 20000000 PRN SHARED 20000000 D YAHOO INC FRNT 4/0 984332AB 13625 8836000 PRN SHARED 02 8836000 D YAHOO INC FRNT 4/0 984332AB 18658 12100000 PRN SHARED 04 12100000 D YAHOO INC FRNT 4/0 984332AB 1343 871000 PRN SHARED 06 871000 D YAHOO INC COM 98433210 81 2600 SH SHARED 2600 D YAHOO INC COM 98433210 151518 4842396 SH SHARED 4742130 100266 D YAHOO INC COM 98433210 5457 174424 SH SHARED 01 174424 D YAHOO INC COM 98433210 64 2050 SH SHR/OTHR 01 2050 D YAHOO INC COM 98433210 69620 2224995 SH SHARED 02 2174189 50806 D YAHOO INC COM 98433210 62655 2002400 SH SHARED 04 2001400 1000 D YAHOO INC COM 98433210 9405 300590 SH SHARED 05 300590 D YAHOO INC COM 98433210 23936 765001 SH SHARED 06 393231 371770 D YAHOO INC COM 98433210 129245 4130570 SH SHARED 10 2592515 1214225 323830 D YAHOO INC COM 98433210 777 24857 SH SHARED 14 9000 15857 D YAHOO INC COM 98433210 3739 119500 SH SHARED 15 119500 D YAHOO INC COM 98433210 5632 180000 SH SHARED 16 180000 D YAHOO INC COM 98433210 25 800 SH SHARED 20 800 D YAHOO INC COM 98433210 438 14000 SH SHARED 21 14000 D YAHOO INC COM 98433210 203 6500 SH SHR/OTHR 21 6500 D YAHOO INC COM 98433210 26 850 SH SHR/OTHR 22 850 D YAHOO INC COM 98433210 1 40 SH SHR/OTHR 23 40 D YAHOO INC COM 98433210 62 2000 SH SHARED 24 2000 D YAMANA GOLD INC COM 98462Y10 1163 81022 SH SHARED 81022 D YAMANA GOLD INC COM 98462Y10 12 900 SH SHARED 01 900 D YAMANA GOLD INC COM 98462Y10 3563 248127 SH SHARED 02 117277 130850 D YAMANA GOLD INC COM 98462Y10 2550 177600 SH SHARED 04 177600 D YAMANA GOLD INC COM 98462Y10 128 8920 SH SHARED 10 8920 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 22 458 SH SHARED 02 458 D YARDVILLE NATL BANCORP COM 98502110 9 248 SH SHARED 248 D YARDVILLE NATL BANCORP COM 98502110 65 1800 SH SHARED 10 1800 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 37447 28850000 PRN SHARED 28850000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 27500 21187000 PRN SHARED 02 21187000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 14430 12250000 PRN SHARED 12250000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 942 800000 PRN SHARED 02 235000 565000 D YORK WTR CO COM 98718410 4 256 SH SHARED 256 D YORK WTR CO COM 98718410 571 33589 SH SHARED 22 33589 D YOUBET COM INC COM 98741310 2 829 SH SHARED 829 D YOUNG BROADCASTING INC CL A 98743410 71 17785 SH SHARED 17785 D YOUNG INNOVATIONS INC COM 98752010 3 124 SH SHARED 124 D YUM BRANDS INC COM 98849810 16989 294140 SH SHARED 272555 21585 D YUM BRANDS INC COM 98849810 4504 77984 SH SHARED 01 700 77284 D YUM BRANDS INC COM 98849810 513 8883 SH SHR/OTHR 01 8883 D YUM BRANDS INC COM 98849810 2420 41910 SH SHARED 02 40608 1302 D YUM BRANDS INC COM 98849810 4332 75000 SH SHARED 04 75000 D YUM BRANDS INC COM 98849810 5 100 SH SHARED 05 100 D YUM BRANDS INC COM 98849810 2317 40118 SH SHARED 06 37338 2780 D YUM BRANDS INC COM 98849810 36153 625929 SH SHARED 10 125649 314600 185680 D YUM BRANDS INC COM 98849810 407 7049 SH SHARED 14 7049 D YUM BRANDS INC COM 98849810 87 1520 SH SHARED 20 610 910 D YUM BRANDS INC COM 98849810 69 1200 SH SHR/OTHR 20 1200 D YUM BRANDS INC COM 98849810 71 1240 SH SHARED 21 1240 D YUM BRANDS INC COM 98849810 103 1800 SH SHR/OTHR 22 1800 D YUM BRANDS INC COM 98849810 1259 21800 SH SHARED 23 21500 300 D YUM BRANDS INC COM 98849810 774 13412 SH SHR/OTHR 23 13412 D ZALE CORP NEW COM 98885810 207 7882 SH SHARED 7882 D ZALE CORP NEW COM 98885810 5 200 SH SHARED 01 200 D ZALE CORP NEW COM 98885810 1615 61240 SH SHARED 02 740 60500 D ZALE CORP NEW COM 98885810 298 11300 SH SHARED 10 11300 D Z TRIM HLDGS INC COM 98892410 1 1179 SH SHARED 1179 D ZAPATA CORP COM PAR $ 98907060 1 241 SH SHARED 241 D ZEBRA TECHNOLOGIES CORP CL A 98920710 341 8837 SH SHARED 8837 D ZEBRA TECHNOLOGIES CORP CL A 98920710 837 21700 SH SHARED 01 21700 D ZEBRA TECHNOLOGIES CORP CL A 98920710 292 7577 SH SHARED 02 7577 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1342 34772 SH SHARED 10 34772 D ZENITH NATL INS CORP COM 98939010 9713 205500 SH SHARED 205500 D ZENITH NATL INS CORP COM 98939010 63 1348 SH SHARED 02 1348 D ZENITH NATL INS CORP COM 98939010 1857 39300 SH SHARED 10 19700 19600 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 145 117389 SH SHARED 117389 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 59 47800 SH SHARED 01 47800 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 18 15063 SH SHARED 02 15063 D ZILA INC COM PAR $0.01 98951320 2 1136 SH SHARED 1136 D ZILOG INC COM PAR $0.01 98952430 1 409 SH SHARED 409 D ZIMMER HLDGS INC COM 98956P10 1012 11850 SH SHARED 11850 D ZIMMER HLDGS INC COM 98956P10 116394 1362772 SH SHARED 1344172 18600 D ZIMMER HLDGS INC COM 98956P10 13217 154752 SH SHARED 01 49243 105509 D ZIMMER HLDGS INC COM 98956P10 912 10682 SH SHR/OTHR 01 10682 D ZIMMER HLDGS INC COM 98956P10 3474 40677 SH SHARED 02 38198 2479 D ZIMMER HLDGS INC COM 98956P10 7830 91679 SH SHARED 04 91050 629 D ZIMMER HLDGS INC COM 98956P10 7 90 SH SHARED 05 90 D ZIMMER HLDGS INC COM 98956P10 5092 59620 SH SHARED 06 44350 15270 D ZIMMER HLDGS INC COM 98956P10 171882 2012439 SH SHARED 10 462397 1151970 398072 D ZIMMER HLDGS INC COM 98956P10 307 3600 SH SHR/OTHR 10 3600 D ZIMMER HLDGS INC COM 98956P10 1110 13000 SH SHARED 14 13000 D ZIMMER HLDGS INC COM 98956P10 221 2594 SH SHARED 15 2594 D ZIMMER HLDGS INC COM 98956P10 5927 69397 SH SHARED 20 11132 58265 D ZIMMER HLDGS INC COM 98956P10 923 10817 SH SHR/OTHR 20 10817 D ZIMMER HLDGS INC COM 98956P10 2096 24550 SH SHARED 21 24550 D ZIMMER HLDGS INC COM 98956P10 298 3500 SH SHR/OTHR 21 3500 D ZIMMER HLDGS INC COM 98956P10 410 4803 SH SHARED 22 3373 1430 D ZIMMER HLDGS INC COM 98956P10 256 3000 SH SHR/OTHR 22 3000 D ZIMMER HLDGS INC COM 98956P10 2850 33369 SH SHARED 23 31279 2090 D ZIMMER HLDGS INC COM 98956P10 21251 248815 SH SHR/OTHR 23 248815 D ZIMMER HLDGS INC COM 98956P10 401 4700 SH SHARED 24 4700 D ZION OIL & GAS INC COM 98969610 1 140 SH SHARED 140 D ZIONS BANCORPORATION COM 98970110 7160 84719 SH SHARED 84719 D ZIONS BANCORPORATION COM 98970110 963 11400 SH SHARED 01 11400 D ZIONS BANCORPORATION COM 98970110 1011 11964 SH SHARED 02 11946 18 D ZIONS BANCORPORATION COM 98970110 1025 12132 SH SHARED 06 11192 940 D ZIONS BANCORPORATION COM 98970110 13288 157218 SH SHARED 10 155132 2086 D ZIOPHARM ONCOLOGY INC COM 98973P10 1 243 SH SHARED 243 D ZIX CORP COM 98974P10 24 13606 SH SHARED 13606 D ZIPREALTY INC COM 98974V10 1 249 SH SHARED 249 D ZORAN CORP COM 98975F10 8873 521370 SH SHARED 521370 D ZORAN CORP COM 98975F10 636 37426 SH SHARED 01 24600 12826 D ZORAN CORP COM 98975F10 5 300 SH SHARED 02 300 D ZOLTEK COS INC COM 98975W10 6112 174985 SH SHARED 174985 D ZONES INC COM 98976N10 1 152 SH SHARED 152 D ZUMIEZ INC COM 98981710 16 421 SH SHARED 421 D ZUMIEZ INC COM 98981710 11 275 SH SHARED 01 275 D ZUMIEZ INC COM 98981710 20 500 SH SHARED 02 500 D ZUMIEZ INC COM 98981710 13516 336900 SH SHARED 10 336900 D ZWEIG TOTAL RETURN FD INC COM 98983710 32 5558 SH SHARED 5558 D ZYMOGENETICS INC COM 98985T10 649 41758 SH SHARED 41758 D ZYMOGENETICS INC COM 98985T10 34 2212 SH SHARED 02 2212 D ZYMOGENETICS INC COM 98985T10 20 1297 SH SHARED 10 1297 D ZYGO CORP COM 98985510 7 463 SH SHARED 463 D ZYGO CORP COM 98985510 38 2400 SH SHARED 01 2400 D ZYGO CORP COM 98985510 2655 165885 SH SHARED 02 2885 163000 D ZOLL MED CORP COM 98992210 13 494 SH SHARED 494 D ZOLL MED CORP COM 98992210 13 500 SH SHARED 02 500 D ZOLL MED CORP COM 98992210 277 10400 SH SHARED 10 10400 S REPORT SUMMARY 19613 DATA RECORDS 204678104 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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