-----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, MP4aUqBrpv4VjUGOE9wbrtsylLnceGbGHJZX/rIiwSlZPKznlOBCbrw/t2E8l8S/ 9dtVmGbvxja5sVGJB47jDA== 0000948046-07-000136.txt : 20070223 0000948046-07-000136.hdr.sgml : 20070223 20070223104656 ACCESSION NUMBER: 0000948046-07-000136 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20061231 FILED AS OF DATE: 20070223 DATE AS OF CHANGE: 20070223 EFFECTIVENESS DATE: 20070223 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: 07644247 BUSINESS ADDRESS: STREET 1: TAUNUSANLAGE 12 D-60325 CITY: FRANKFURT AM MAIN GE STATE: I8 MAIL ADDRESS: STREET 1: TAUNUSANLAGE 12 D-60325 CITY: FRANKFURT AM MAIN STATE: I8 13F-HR/A 1 dbag13famend1.txt DBAG 13F AMENDMENT 1 SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: DECEMBER 29, 2006 Check here if Amendment {X}; Amendment Number: 1 This Amendment (Check only one.): {X} is a restatement. { } adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: 028-10103 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Ruiz Title: Director Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York February 23, 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: 17 Form 13F Information Table Entry Total: 19743 Form 13F Information Table Value Total: 210568226 VALUE TOTAL (X$1000) List of Other Included Managers: No. Form 13F File Number Name 01 28-05041 Deutsche Bank Trust Company Americas (formerly Bankers Trust Company) 02 28-05033 Deutsche Bank Securities Inc. (formerly Deutsche Bank Alex Brown Inc.) 04 28-10152 DWS Deutsche Bank Gesellschaft fur Wertpapiersparen mbH 05 28-10154 Deutsche Asset Management Limited 06 28-10155 Deutsche Asset Management Investmentgesellshaft 10 28-10249 Deutsche Investment Management Americas Inc. 11 28-04760 ROPRO US Holding, Inc. 14 28-10468 DWS (Austria) Investmentgesellschaft mgH 15 28-11401 Deutsche Asset Management Schweiz 16 28-11403 DWS Investments Schweiz 17 28-05053 Deutsche Asset Management, Inc. 18 28-11476 DB Equity Limited 19 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 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 3638234 59244973 SH SHARED 59244973 D DAIMLERCHRYSLER AG ORD D1668R12 789 12860 SH SHARED 02 12360 500 D DAIMLERCHRYSLER AG ORD D1668R12 616705 10042431 SH SHARED 04 10042431 D DAIMLERCHRYSLER AG ORD D1668R12 1903 30997 SH SHARED 05 30997 D DAIMLERCHRYSLER AG ORD D1668R12 240409 3914834 SH SHARED 06 3351200 563634 D DAIMLERCHRYSLER AG ORD D1668R12 14285 232620 SH SHARED 10 225150 7470 D DAIMLERCHRYSLER AG ORD D1668R12 2509 40864 SH SHARED 14 40864 D DAIMLERCHRYSLER AG ORD D1668R12 2008 32700 SH SHARED 15 32700 D DAIMLERCHRYSLER AG ORD D1668R12 2639 42986 SH SHARED 17 32710 10276 D DAIMLERCHRYSLER AG ORD D1668R12 506 8240 SH SHARED 19 8240 D DAIMLERCHRYSLER AG ORD D1668R12 16 274 SH SHR/OTHR 23 274 D DEUTSCHE BANK AG NAMEN ORD D1819089 3458941 25960228 SH SHARED 24781269 1178959 D DEUTSCHE BANK AG NAMEN ORD D1819089 1286 9652 SH SHARED 01 2760 6892 D DEUTSCHE BANK AG NAMEN ORD D1819089 198 1492 SH SHR/OTHR 01 1492 D DEUTSCHE BANK AG NAMEN ORD D1819089 2408 18077 SH SHARED 02 17808 269 D DEUTSCHE BANK AG NAMEN ORD D1819089 1154054 8661470 SH SHARED 04 8655790 5680 D DEUTSCHE BANK AG NAMEN ORD D1819089 972 7299 SH SHARED 05 7299 D DEUTSCHE BANK AG NAMEN ORD D1819089 436551 3276433 SH SHARED 06 2695895 580538 D DEUTSCHE BANK AG NAMEN ORD D1819089 10188 76470 SH SHARED 14 76470 D DEUTSCHE BANK AG NAMEN ORD D1819089 742 5570 SH SHARED 15 5570 D DEUTSCHE BANK AG NAMEN ORD D1819089 386 2900 SH SHARED 16 2900 D DEUTSCHE BANK AG NAMEN ORD D1819089 2106 15809 SH SHARED 17 15809 D DEUTSCHE BANK AG NAMEN ORD D1819089 98 740 SH SHARED 20 740 D TELVENT GIT SA SHS E9021510 1056 74146 SH SHARED 74146 D ACE LTD ORD G0070K10 33202 548167 SH SHARED 548167 D ACE LTD ORD G0070K10 2549 42087 SH SHARED 01 10500 31587 D ACE LTD ORD G0070K10 4487 74089 SH SHARED 02 67453 6636 D ACE LTD ORD G0070K10 10 180 SH SHARED 05 180 D ACE LTD ORD G0070K10 6482 107021 SH SHARED 06 42051 64970 D ACE LTD ORD G0070K10 9184 151630 SH SHARED 10 121700 29930 D ACE LTD ORD G0070K10 717 11844 SH SHARED 14 11844 D ACE LTD ORD G0070K10 9212 152104 SH SHARED 17 151304 800 D ACE LTD ORD G0070K10 1188 19620 SH SHARED 20 2350 17270 D ACE LTD ORD G0070K10 77 1280 SH SHARED 21 1280 D ACE LTD ORD G0070K10 51 850 SH SHARED 22 850 D AIRCASTLE LTD COM G0129K10 11790 399680 SH SHARED 399680 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 6834 156651 SH SHARED 156651 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 9860 226000 SH SHARED 17 226000 D AMDOCS LTD ORD G0260210 5075 130971 SH SHARED 130971 D AMDOCS LTD ORD G0260210 65 1695 SH SHARED 02 1600 95 D AMDOCS LTD ORD G0260210 27 700 SH SHARED 14 700 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 4 244 SH SHARED 244 D APEX SILVER MINES LTD ORD G0407410 794 50000 SH SHARED 50000 D ARCH CAP GROUP LTD ORD G0450A10 72 1070 SH SHARED 1070 D ARCH CAP GROUP LTD ORD G0450A10 74 1100 SH SHR/OTHR 23 1100 D ARLINGTON TANKERS LTD COM G0489910 7 327 SH SHARED 327 D ARLINGTON TANKERS LTD COM G0489910 67 2900 SH SHARED 21 2900 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 1022 38804 SH SHARED 38804 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 1663 63100 SH SHARED 02 62000 1100 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 10 400 SH SHARED 06 400 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 215 8180 SH SHARED 21 8180 D ASSURED GUARANTY LTD COM G0585R10 31 1188 SH SHARED 1188 D AXIS CAPITAL HOLDINGS SHS G0692U10 3001 89933 SH SHARED 89933 D AXIS CAPITAL HOLDINGS SHS G0692U10 37 1126 SH SHARED 02 1126 D AXIS CAPITAL HOLDINGS SHS G0692U10 163 4900 SH SHARED 06 4200 700 D AXIS CAPITAL HOLDINGS SHS G0692U10 1457 43685 SH SHARED 14 43685 D AXIS CAPITAL HOLDINGS SHS G0692U10 6 200 SH SHARED 17 200 D ACCENTURE LTD BERMUDA CL A G1150G11 8589 232598 SH SHARED 232598 D ACCENTURE LTD BERMUDA CL A G1150G11 2406 65165 SH SHARED 01 27313 37852 D ACCENTURE LTD BERMUDA CL A G1150G11 145 3953 SH SHR/OTHR 01 3953 D ACCENTURE LTD BERMUDA CL A G1150G11 175 4743 SH SHARED 02 4473 270 D ACCENTURE LTD BERMUDA CL A G1150G11 61636 1669020 SH SHARED 10 254400 1319200 95420 D ACCENTURE LTD BERMUDA CL A G1150G11 1402 37980 SH SHARED 14 37980 D ACCENTURE LTD BERMUDA CL A G1150G11 413 11200 SH SHARED 17 11200 D ACCENTURE LTD BERMUDA CL A G1150G11 1812 49073 SH SHARED 20 9383 39690 D ACCENTURE LTD BERMUDA CL A G1150G11 148 4030 SH SHR/OTHR 20 4030 D ACCENTURE LTD BERMUDA CL A G1150G11 66 1800 SH SHARED 21 1800 D ACCENTURE LTD BERMUDA CL A G1150G11 113 3085 SH SHR/OTHR 21 3085 D ACCENTURE LTD BERMUDA CL A G1150G11 217 5900 SH SHR/OTHR 22 5900 D ACCENTURE LTD BERMUDA CL A G1150G11 557 15100 SH SHARED 23 15100 D ACCENTURE LTD BERMUDA CL A G1150G11 468 12675 SH SHR/OTHR 23 12675 D BUNGE LIMITED COM G1696210 553 7639 SH SHARED 7639 D BUNGE LIMITED COM G1696210 703 9700 SH SHARED 01 6000 3700 D BUNGE LIMITED COM G1696210 125 1734 SH SHARED 02 1734 D BUNGE LIMITED COM G1696210 16316 225025 SH SHARED 10 217575 7450 D BUNGE LIMITED COM G1696210 594 8200 SH SHARED 17 4800 3400 D BUNGE LIMITED COM G1696210 94 1300 SH SHR/OTHR 23 1300 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 3728 53269 SH SHARED 53269 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 4725 67500 SH SHARED 04 67500 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 11137 159100 SH SHARED 05 159100 D CDC CORP SHS A G2022L10 968 101915 SH SHARED 101915 D CDC CORP SHS A G2022L10 2 300 SH SHARED 02 300 D CDC CORP SHS A G2022L10 11 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 0 61 SH SHARED 61 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 2 400 SH SHARED 400 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 6 1000 SH SHARED 02 1000 D CONSOLIDATED WATER CO INC ORD G2377310 47 1900 SH SHARED 04 1900 D CONSOLIDATED WATER CO INC ORD G2377310 124 5000 SH SHARED 10 5000 D COOPER INDS LTD CL A G2418210 15359 169848 SH SHARED 169848 D COOPER INDS LTD CL A G2418210 860 9518 SH SHARED 01 9518 D COOPER INDS LTD CL A G2418210 180 2000 SH SHR/OTHR 01 2000 D COOPER INDS LTD CL A G2418210 1525 16871 SH SHARED 02 14764 2107 D COOPER INDS LTD CL A G2418210 7071 78200 SH SHARED 10 61400 16800 D COOPER INDS LTD CL A G2418210 180 1993 SH SHARED 14 1993 D COOPER INDS LTD CL A G2418210 72 800 SH SHARED 17 300 500 D CREDICORP LTD COM G2519Y10 601 14700 SH SHARED 14700 D CREDICORP LTD COM G2519Y10 5281 129000 SH SHARED 01 129000 D CREDICORP LTD COM G2519Y10 115 2824 SH SHARED 02 2824 D CREDICORP LTD COM G2519Y10 1125 27500 SH SHARED 04 27500 D CREDICORP LTD COM G2519Y10 21714 530400 SH SHARED 10 519900 10500 D CRM HOLDINGS LTD COM G2554P10 2 261 SH SHARED 261 D CRM HOLDINGS LTD COM G2554P10 8 1000 SH SHARED 02 1000 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 1417 38743 SH SHARED 38743 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 4076 111447 SH SHARED 02 44200 67247 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 10 300 SH SHARED 06 300 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 20572 562400 SH SHARED 17 562400 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 56 1540 SH SHARED 21 1540 D ASA BERMUDA LIMITED COM G3156P10 908 14077 SH SHARED 14077 D ASA BERMUDA LIMITED COM G3156P10 3 50 SH SHARED 02 50 D EVEREST RE GROUP LTD COM G3223R10 5019 51166 SH SHARED 51166 D EVEREST RE GROUP LTD COM G3223R10 1759 17929 SH SHARED 01 17929 D EVEREST RE GROUP LTD COM G3223R10 802 8183 SH SHARED 02 6400 1783 D EVEREST RE GROUP LTD COM G3223R10 293 2993 SH SHARED 14 2993 D EVEREST RE GROUP LTD COM G3223R10 39 400 SH SHARED 17 400 D EVEREST RE GROUP LTD COM G3223R10 137 1400 SH SHARED 20 1400 D FOSTER WHEELER LTD SHS NEW G3653513 5254 95290 SH SHARED 94287 1003 D FOSTER WHEELER LTD SHS NEW G3653513 476 8650 SH SHARED 02 8650 D FOSTER WHEELER LTD SHS NEW G3653513 1141 20700 SH SHARED 04 20700 D FOSTER WHEELER LTD SHS NEW G3653513 18485 335250 SH SHARED 06 95000 240250 D FOSTER WHEELER LTD SHS NEW G3653513 2233 40500 SH SHARED 15 40500 D FOSTER WHEELER LTD SHS NEW G3653513 40078 726850 SH SHARED 17 726850 D FRESH DEL MONTE PRODUCE INC ORD G3673810 10 700 SH SHARED 700 D FRESH DEL MONTE PRODUCE INC ORD G3673810 2 150 SH SHARED 02 150 D FRONTLINE LTD SHS G3682E12 5118 160700 SH SHARED 160700 D GARMIN LTD ORD G3726010 2690 48340 SH SHARED 48340 D GARMIN LTD ORD G3726010 50 900 SH SHARED 01 900 D GARMIN LTD ORD G3726010 61 1100 SH SHARED 02 1100 D GARMIN LTD ORD G3726010 55 1000 SH SHARED 17 1000 D GLOBAL CROSSING LTD SHS NEW G3921A17 10 440 SH SHARED 440 D GLOBAL CROSSING LTD SHS NEW G3921A17 1421 57900 SH SHARED 02 57900 D GLOBALSANTAFE CORP SHS G3930E10 5446 92655 SH SHARED 92655 D GLOBALSANTAFE CORP SHS G3930E10 62 1056 SH SHARED 01 1056 D GLOBALSANTAFE CORP SHS G3930E10 4972 84600 SH SHARED 02 82870 1730 D GLOBALSANTAFE CORP SHS G3930E10 133680 2274250 SH SHARED 04 2254250 20000 D GLOBALSANTAFE CORP SHS G3930E10 8 140 SH SHARED 05 140 D GLOBALSANTAFE CORP SHS G3930E10 651 11084 SH SHARED 06 9054 2030 D GLOBALSANTAFE CORP SHS G3930E10 1163 19800 SH SHARED 10 19800 D GLOBALSANTAFE CORP SHS G3930E10 5995 102000 SH SHARED 16 102000 D GLOBALSANTAFE CORP SHS G3930E10 162 2762 SH SHARED 17 2762 D GLOBAL SOURCES LTD ORD G3930010 2 125 SH SHARED 02 125 D HELEN OF TROY CORP LTD COM G4388N10 16 692 SH SHARED 692 D HERBALIFE LTD COM USD SHS G4412G10 2911 72488 SH SHARED 72488 D HERBALIFE LTD COM USD SHS G4412G10 2502 62325 SH SHARED 01 60800 1525 D HERBALIFE LTD COM USD SHS G4412G10 10710 266700 SH SHARED 10 266700 D HERBALIFE LTD COM USD SHS G4412G10 49179 1224600 SH SHARED 17 1093400 131200 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 26706 682499 SH SHARED 653199 29300 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 4778 122129 SH SHARED 01 48581 73548 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 969 24788 SH SHR/OTHR 01 24788 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3125 79863 SH SHARED 02 60303 19560 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 117304 2997805 SH SHARED 10 2240245 757560 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 273 7000 SH SHR/OTHR 10 7000 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 368 9420 SH SHARED 14 9420 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 46 1200 SH SHARED 17 1200 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 607 15518 SH SHARED 20 5418 10100 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 170 4365 SH SHARED 21 4365 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 440 11245 SH SHARED 22 6800 4445 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 154 3950 SH SHARED 23 3800 150 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 128 3280 SH SHR/OTHR 23 3280 D IPC HLDGS LTD ORD G4933P10 2364 75194 SH SHARED 75194 D IPC HLDGS LTD ORD G4933P10 17 560 SH SHARED 02 560 D IPC HLDGS LTD ORD G4933P10 226 7200 SH SHARED 21 7200 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 305 12906 SH SHARED 12906 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 3 140 SH SHR/OTHR 23 140 D LAZARD LTD SHS A G5405010 58 1246 SH SHARED 1246 D LAZARD LTD SHS A G5405010 9 200 SH SHARED 01 200 D LAZARD LTD SHS A G5405010 2 56 SH SHARED 02 56 D LAZARD LTD SHS A G5405010 1230 26000 SH SHARED 04 26000 D LAZARD LTD SHS A G5405010 1708 36100 SH SHARED 14 36100 D LAZARD LTD SHS A G5405010 26 552 SH SHARED 20 552 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 6077 316692 SH SHARED 316692 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 4456 232208 SH SHARED 01 144180 88028 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 327 17080 SH SHR/OTHR 01 17080 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3147 164029 SH SHARED 02 122615 41414 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 939 48950 SH SHARED 04 48950 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 273 14226 SH SHARED 06 10726 3500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 30989 1614890 SH SHARED 10 1590800 24090 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 19 1000 SH SHR/OTHR 10 1000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 58 3045 SH SHARED 14 3045 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2142 111660 SH SHARED 15 111660 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 426 22250 SH SHARED 17 19450 2800 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 204 10668 SH SHARED 20 1338 9330 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 19 1000 SH SHR/OTHR 20 1000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 13 700 SH SHR/OTHR 21 700 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 206 10775 SH SHARED 22 7755 3020 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 8 450 SH SHR/OTHR 22 450 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 367 19130 SH SHARED 23 16525 2605 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 483 25170 SH SHR/OTHR 23 25170 D MAX RE CAPITAL LTD HAMILTON SHS G6052F10 211 8509 SH SHARED 8509 D MONTPELIER RE HOLDINGS LTD SHS G6218510 3273 175886 SH SHARED 175886 D NABORS INDUSTRIES LTD SHS G6359F10 14462 485646 SH SHARED 485646 D NABORS INDUSTRIES LTD SHS G6359F10 1832 61550 SH SHARED 01 26200 35350 D NABORS INDUSTRIES LTD SHS G6359F10 5158 173225 SH SHARED 02 173225 D NABORS INDUSTRIES LTD SHS G6359F10 4231 142096 SH SHARED 10 141896 200 D NABORS INDUSTRIES LTD SHS G6359F10 183 6145 SH SHARED 14 6145 D NABORS INDUSTRIES LTD SHS G6359F10 628 21100 SH SHARED 17 17600 3500 D NOBLE CORPORATION SHS G6542210 21750 285629 SH SHARED 285629 D NOBLE CORPORATION SHS G6542210 1791 23525 SH SHARED 01 3000 20525 D NOBLE CORPORATION SHS G6542210 209 2750 SH SHR/OTHR 01 2750 D NOBLE CORPORATION SHS G6542210 5555 72951 SH SHARED 02 72651 300 D NOBLE CORPORATION SHS G6542210 37322 490120 SH SHARED 10 89470 376100 24550 D NOBLE CORPORATION SHS G6542210 1142 15000 SH SHARED 14 15000 D NOBLE CORPORATION SHS G6542210 28632 376000 SH SHARED 17 374500 1500 D NOBLE CORPORATION SHS G6542210 203 2670 SH SHARED 23 2000 670 D NOBLE CORPORATION SHS G6542210 359 4725 SH SHR/OTHR 23 4725 D NORDIC AMERICAN TANKER SHIPP COM G6577310 10 300 SH SHR/OTHR 01 300 D NORDIC AMERICAN TANKER SHIPP COM G6577310 39 1150 SH SHR/OTHR 23 1150 D OPENTV CORP CL A G6754310 2325 1002296 SH SHARED 1002296 D ONEBEACON INSURANCE GROUP LT CL A G6774210 16 592 SH SHARED 592 D ONEBEACON INSURANCE GROUP LT CL A G6774210 308 11000 SH SHARED 02 11000 D ONEBEACON INSURANCE GROUP LT CL A G6774210 112 4000 SH SHARED 23 4000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 46 983 SH SHARED 983 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 2140 45225 SH SHARED 01 44825 400 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 15951 337100 SH SHARED 10 337100 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 13552 286400 SH SHARED 17 286400 D PARTNERRE LTD COM G6852T10 5958 83882 SH SHARED 83882 D PARTNERRE LTD COM G6852T10 2619 36880 SH SHARED 14 36880 D PARTNERRE LTD COM G6852T10 7 100 SH SHARED 17 100 D PARTNERRE LTD COM G6852T10 78 1100 SH SHARED 20 1100 D PARTNERRE LTD COM G6852T10 42 600 SH SHR/OTHR 20 600 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 45 1461 SH SHARED 1461 D PRIMUS GUARANTY LTD SHS G7245710 6 595 SH SHARED 595 D PRIMUS GUARANTY LTD SHS G7245710 16 1391 SH SHARED 20 1391 D PXRE GROUP LTD COM G7301810 5906 1281333 SH SHARED 1281333 D PXRE GROUP LTD COM G7301810 1 255 SH SHARED 02 255 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 123 57208 SH SHARED 57208 D SCOTTISH RE GROUP LIMITED SHS G7353741 1168 218813 SH SHARED 218813 D SCOTTISH RE GROUP LIMITED SHS G7353741 2136 400000 SH SHARED 02 400000 D RENAISSANCERE HOLDINGS LTD COM G7496G10 123 2056 SH SHARED 2056 D RENAISSANCERE HOLDINGS LTD COM G7496G10 9 150 SH SHARED 02 150 D RENAISSANCERE HOLDINGS LTD COM G7496G10 270 4500 SH SHARED 14 4500 D RENAISSANCERE HOLDINGS LTD COM G7496G10 6 100 SH SHARED 17 100 D SEAGATE TECHNOLOGY SHS G7945J10 500 18884 SH SHARED 18884 D SEAGATE TECHNOLOGY SHS G7945J10 26 1000 SH SHARED 01 1000 D SEAGATE TECHNOLOGY SHS G7945J10 1423 53710 SH SHARED 02 22300 31410 D SEAGATE TECHNOLOGY SHS G7945J10 384 14500 SH SHARED 14 14500 D SEAGATE TECHNOLOGY SHS G7945J10 74 2800 SH SHARED 17 2800 D SEAGATE TECHNOLOGY SHS G7945J10 16 630 SH SHR/OTHR 21 630 D SECURITY CAPITAL ASSURANCE COM G8018D10 7344 263905 SH SHARED 263905 D SHANGHAI CENTURY ACQUISIT CO SHS G8063710 449 61491 SH SHARED 61491 D SHANGHAI CENTURY ACQUISIT CO *W EXP 04/23/201 G8063711 17 10991 SH SHARED 10991 D SHIP FINANCE INTERNATIONAL L SHS G8107510 1567 65959 SH SHARED 65959 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 8 SH SHARED 01 8 D SHIP FINANCE INTERNATIONAL L SHS G8107510 48 2050 SH SHARED 02 2050 D SHIP FINANCE INTERNATIONAL L SHS G8107510 356 15000 SH SHARED 04 15000 D SHIP FINANCE INTERNATIONAL L SHS G8107510 0 10 SH SHARED 06 10 D SINA CORP ORD G8147710 499 17400 SH SHARED 17400 D SINA CORP ORD G8147710 12188 424671 SH SHR/OTHR 01 424671 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 7 540 SH SHARED 540 D STEWART W P & CO LTD COM G8492210 351 22160 SH SHARED 22160 D UTI WORLDWIDE INC ORD G8721010 2526 84513 SH SHARED 84513 D UTI WORLDWIDE INC ORD G8721010 4314 144285 SH SHARED 01 84500 59785 D UTI WORLDWIDE INC ORD G8721010 224 7505 SH SHR/OTHR 01 7505 D UTI WORLDWIDE INC ORD G8721010 672 22500 SH SHARED 02 22500 D UTI WORLDWIDE INC ORD G8721010 43 1440 SH SHARED 10 1440 D UTI WORLDWIDE INC ORD G8721010 30 1025 SH SHARED 20 750 275 D UTI WORLDWIDE INC ORD G8721010 413 13835 SH SHARED 22 12400 1435 D UTI WORLDWIDE INC ORD G8721010 23 800 SH SHR/OTHR 22 800 D UTI WORLDWIDE INC ORD G8721010 692 23165 SH SHARED 23 19165 4000 D UTI WORLDWIDE INC ORD G8721010 187 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SHARED 11 2468310 2166000 D AMB PROPERTY CORP COM 00163T10 3270 55800 SH SHARED 17 53200 2600 D AMICAS INC COM 00171210 3 1203 SH SHARED 1203 D AMN HEALTHCARE SERVICES INC COM 00174410 697 25331 SH SHARED 25331 D AMN HEALTHCARE SERVICES INC COM 00174410 608 22100 SH SHARED 17 17100 5000 D AMR CORP COM 00176510 10576 349852 SH SHARED 349852 D AMR CORP COM 00176510 1212 40100 SH SHARED 01 26900 13200 D AMR CORP COM 00176510 28019 926874 SH SHARED 02 921516 5358 D AMR CORP COM 00176510 302 10000 SH SHARED 06 10000 D AMR CORP COM 00176510 220 7300 SH SHARED 10 7300 D AMR CORP COM 00176510 982 32500 SH SHARED 17 30900 1600 D AMR CORP COM 00176510 13 458 SH SHARED 20 458 D AMR CORP COM 00176510 60 2000 SH SHR/OTHR 23 2000 D APAC CUSTOMER SERVICES INC COM 00185E10 2 734 SH SHARED 734 D A S V INC COM 00196310 379 23314 SH SHARED 23314 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 82 53196 SH SHARED 53196 D AT&T INC COM 00206R10 1275535 35679314 SH SHARED 35472537 206777 D AT&T INC COM 00206R10 42572 1190848 SH SHARED 01 368071 822777 D AT&T INC COM 00206R10 3488 97580 SH SHR/OTHR 01 97580 D AT&T INC COM 00206R10 116274 3252428 SH SHARED 02 3119059 133369 D AT&T INC COM 00206R10 31021 867722 SH SHARED 04 867500 222 D AT&T INC COM 00206R10 1381 38652 SH SHARED 05 38652 D AT&T INC COM 00206R10 35755 1000142 SH SHARED 06 758510 241632 D AT&T INC COM 00206R10 300151 8395844 SH SHARED 10 3530228 3127000 1738616 D AT&T INC COM 00206R10 378 10600 SH SHR/OTHR 10 10600 D AT&T INC COM 00206R10 2704 75646 SH SHARED 14 75646 D AT&T INC COM 00206R10 96011 2685641 SH SHARED 17 1613530 1072111 D AT&T INC COM 00206R10 1091 30535 SH SHARED 20 8810 21725 D AT&T INC COM 00206R10 321 8996 SH SHR/OTHR 20 8996 D AT&T INC COM 00206R10 251 7034 SH SHARED 21 7034 D AT&T INC COM 00206R10 592 16567 SH SHR/OTHR 21 16567 D AT&T INC COM 00206R10 946 26485 SH SHARED 22 15787 10698 D AT&T INC COM 00206R10 151 4224 SH SHR/OTHR 22 4224 D AT&T INC COM 00206R10 3687 103135 SH SHARED 23 96835 6300 D AT&T INC COM 00206R10 6500 181826 SH SHR/OTHR 23 181826 D ATMI INC COM 00207R10 832 27261 SH SHARED 27261 D ATMI INC COM 00207R10 903 29600 SH SHARED 01 27100 2500 D ATMI INC COM 00207R10 363 11900 SH SHARED 10 11900 D ATMI INC COM 00207R10 464 15200 SH SHARED 17 3800 11400 D ATMI INC COM 00207R10 67 2200 SH SHARED 21 2200 D ATP OIL & GAS CORP COM 00208J10 5013 126696 SH SHARED 126696 D ATP OIL & GAS CORP COM 00208J10 189 4800 SH SHARED 01 3600 1200 D ATP OIL & GAS CORP COM 00208J10 91 2300 SH SHARED 17 2300 D ATS MED INC COM 00208310 1 727 SH SHARED 727 D AU OPTRONICS CORP SPONSORED ADR 00225510 5198 376461 SH SHARED 376461 D AU OPTRONICS CORP SPONSORED ADR 00225510 19329 1399695 SH SHARED 04 1399695 D AU OPTRONICS CORP SPONSORED ADR 00225510 7041 509892 SH SHARED 06 257542 252350 D AU OPTRONICS CORP SPONSORED ADR 00225510 2683 194331 SH SHARED 14 194331 D AVI BIOPHARMA INC COM 00234610 124 39073 SH SHARED 39073 D AVI BIOPHARMA INC COM 00234610 27 8700 SH SHARED 01 8700 D AVI BIOPHARMA INC COM 00234610 18 5922 SH SHARED 02 5922 D AVX CORP NEW COM 00244410 1005 67981 SH SHARED 67981 D AVX CORP NEW COM 00244410 625 42300 SH SHARED 01 41400 900 D AVX CORP NEW COM 00244410 488 33029 SH SHARED 02 33029 D AVX CORP NEW COM 00244410 85 5800 SH SHARED 06 5800 D AVX CORP NEW COM 00244410 658 44500 SH SHARED 10 44500 D AVX CORP NEW COM 00244410 1199 81100 SH SHARED 17 38300 42800 D AXT INC COM 00246W10 3 669 SH SHARED 669 D AZZ INC COM 00247410 7 141 SH SHARED 141 D AASTROM BIOSCIENCES INC COM 00253U10 3 2945 SH SHARED 2945 D AARON RENTS INC COM 00253520 6875 238901 SH SHARED 238901 D AARON RENTS INC COM 00253520 71 2475 SH SHARED 01 2475 D AARON RENTS INC COM 00253520 29 1020 SH SHARED 02 1020 D AARON RENTS INC COM 00253520 705 24500 SH SHARED 17 24500 D AARON RENTS INC COM 00253520 94 3300 SH SHARED 21 3300 D ABAXIS INC COM 00256710 300 15609 SH SHARED 15609 D ABBOTT LABS COM 00282410 481631 9887731 SH SHARED 9770439 117292 D ABBOTT LABS COM 00282410 38628 793023 SH SHARED 01 236651 556372 D ABBOTT LABS COM 00282410 5176 106272 SH SHR/OTHR 01 106272 D ABBOTT LABS COM 00282410 18509 379984 SH SHARED 02 306765 73219 D ABBOTT LABS COM 00282410 123630 2538100 SH SHARED 04 2538100 D ABBOTT LABS COM 00282410 31 640 SH SHARED 05 640 D ABBOTT LABS COM 00282410 27657 567795 SH SHARED 06 381161 186634 D ABBOTT LABS COM 00282410 197680 4058312 SH SHARED 10 1853138 1059040 1146134 D ABBOTT LABS COM 00282410 871 17900 SH SHR/OTHR 10 17900 D ABBOTT LABS COM 00282410 5150 105736 SH SHARED 14 105736 D ABBOTT LABS COM 00282410 2922 60000 SH SHARED 15 60000 D ABBOTT LABS COM 00282410 6234 128000 SH SHARED 16 128000 D ABBOTT LABS COM 00282410 55758 1144708 SH SHARED 17 690108 454600 D ABBOTT LABS COM 00282410 3653 75000 SH SHARED 18 75000 D ABBOTT LABS COM 00282410 7881 161812 SH SHARED 20 27345 134467 D ABBOTT LABS COM 00282410 2331 47875 SH SHR/OTHR 20 47875 D ABBOTT LABS COM 00282410 527 10825 SH SHARED 21 10825 D ABBOTT LABS COM 00282410 21 450 SH SHR/OTHR 21 450 D ABBOTT LABS COM 00282410 1325 27203 SH SHARED 22 17863 9340 D ABBOTT LABS COM 00282410 909 18674 SH SHR/OTHR 22 18674 D ABBOTT LABS COM 00282410 19642 403244 SH SHARED 23 392469 10775 D ABBOTT LABS COM 00282410 15819 324772 SH SHR/OTHR 23 324772 D ABER DIAMOND CORP COM 00289310 82 2259 SH SHARED 559 1700 D ABER DIAMOND CORP COM 00289310 99 2700 SH SHARED 10 2700 D ABERCROMBIE & FITCH CO CL A 00289620 22258 319672 SH SHARED 319672 D ABERCROMBIE & FITCH CO CL A 00289620 2428 34880 SH SHARED 01 6200 28680 D ABERCROMBIE & FITCH CO CL A 00289620 740 10629 SH SHARED 02 9829 800 D ABERCROMBIE & FITCH CO CL A 00289620 251 3614 SH SHARED 06 2494 1120 D ABERCROMBIE & FITCH CO CL A 00289620 1162 16700 SH SHARED 10 10800 5900 D ABERCROMBIE & FITCH CO CL A 00289620 243 3500 SH SHARED 14 3500 D ABERCROMBIE & FITCH CO CL A 00289620 16286 233900 SH SHARED 17 230700 3200 D ABBEY NATL PLC GDR 7.375% PRF 00292080 12 500 SH SHARED 02 500 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 3347 538200 SH SHARED 538200 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 17 2800 SH SHARED 02 2800 D ABERDEEN GLOBAL INCOME FD IN COM 00301310 33 2500 SH SHARED 2500 D ABINGTON CMNTY BANCORP INC COM 00350R10 102 5369 SH SHARED 5369 D ABIOMED INC COM 00365410 275 19553 SH SHARED 19553 D ABIOMED INC COM 00365410 562 39900 SH SHARED 02 39900 D ABIOMED INC COM 00365410 2397 170000 SH SHARED 04 170000 D ABIOMED INC COM 00365410 21 1500 SH SHARED 14 1500 D ABRAXIS BIOSCIENCE INC COM 00383E10 407 14902 SH SHARED 14902 D ABRAXIS BIOSCIENCE INC COM 00383E10 237 8677 SH SHARED 02 8677 D ABRAXIS BIOSCIENCE INC COM 00383E10 246 9000 SH SHARED 04 9000 D ABRAXIS BIOSCIENCE INC COM 00383E10 232 8492 SH SHARED 06 8492 D ABRAXIS BIOSCIENCE INC COM 00383E10 1645 60200 SH SHARED 10 60200 D ABRAXAS PETE CORP COM 00383010 3 991 SH SHARED 991 D ACACIA RESH CORP COMBIMTRX COM 00388120 1 1265 SH SHARED 1265 D ACACIA RESH CORP ACACIA TCH COM 00388130 290 21689 SH SHARED 21689 D ACACIA RESH CORP ACACIA TCH COM 00388130 78 5900 SH SHARED 17 5900 D ABITIBI-CONSOLIDATED INC COM 00392410 1078 421099 SH SHARED 421099 D ABITIBI-CONSOLIDATED INC COM 00392410 1 509 SH SHARED 01 509 D ABITIBI-CONSOLIDATED INC COM 00392410 929 363144 SH SHARED 02 363144 D ABITIBI-CONSOLIDATED INC COM 00392410 1 700 SH SHARED 05 700 D ABITIBI-CONSOLIDATED INC COM 00392410 457 178781 SH SHARED 14 178781 D ACADIA PHARMACEUTICALS INC COM 00422510 165 18818 SH SHARED 18818 D ACADIA PHARMACEUTICALS INC COM 00422510 27 3155 SH SHARED 02 3155 D ACADIA RLTY TR COM SH BEN INT 00423910 615 24595 SH SHARED 24595 D ACADIA RLTY TR COM SH BEN INT 00423910 265 10600 SH SHARED 17 10600 D ACAMBIS PLC SPONSORED ADR 00428610 38 9800 SH SHARED 9800 D ACAMBIS PLC SPONSORED ADR 00428610 15 3900 SH SHARED 02 3900 D ACCENTIA BIOPHARMACEUTICALS COM 00430L10 1 383 SH SHARED 383 D ACCELRYS INC COM 00430U10 3 647 SH SHARED 647 D ACCESS INTEGRATED TECHNLGS I CL A 00432910 92 10601 SH SHARED 10601 D ACCREDITED HOME LENDRS HLDG COM 00437P10 7131 260750 SH SHARED 260750 D ACCREDITED HOME LENDRS HLDG COM 00437P10 13 485 SH SHARED 01 485 D ACCREDITED HOME LENDRS HLDG COM 00437P10 17 640 SH SHARED 02 640 D ACCREDITED HOME LENDRS HLDG COM 00437P10 432 15800 SH SHARED 10 15800 D ACCREDITED HOME LENDRS HLDG COM 00437P10 2357 86200 SH SHARED 17 74000 12200 D ACCURIDE CORP COM 00439810 1534 136302 SH SHARED 136302 D ACCURIDE CORP COM 00439810 102 9100 SH SHARED 01 9100 D ACCURIDE CORP COM 00439810 1919 170500 SH SHARED 10 170500 D ACERGY S A SPONSORED ADR 00443E10 95 5000 SH SHARED 04 5000 D ACETO CORP COM 00444610 5 594 SH SHARED 594 D ACHILLION PHARMACEUTICALS IN COM 00448Q20 1516 94144 SH SHARED 94144 D ACHILLION PHARMACEUTICALS IN COM 00448Q20 5528 343200 SH SHARED 04 343200 D ACME COMMUNICATION INC COM 00463110 1 303 SH SHARED 303 D ACME PACKET INC COM 00476410 1411 68383 SH SHARED 68383 D ACME PACKET INC COM 00476410 6427 311400 SH SHARED 17 311400 D ACORDA THERAPEUTICS INC COM 00484M10 8 523 SH SHARED 523 D ACORDA THERAPEUTICS INC COM 00484M10 161 10218 SH SHARED 02 10218 D ACQUICOR TECHNOLOGY INC COM 00489A10 449 80000 SH SHARED 80000 D ACTIVISION INC NEW COM NEW 00493020 6559 380485 SH SHARED 380485 D ACTIVISION INC NEW COM NEW 00493020 1419 82323 SH SHARED 01 82323 D ACTIVISION INC NEW COM NEW 00493020 2335 135445 SH SHARED 02 132851 2594 D ACTIVISION INC NEW COM NEW 00493020 62563 3629000 SH SHARED 04 3629000 D ACTIVISION INC NEW COM NEW 00493020 137 8000 SH SHARED 06 6000 2000 D ACTIVISION INC NEW COM NEW 00493020 448 26000 SH SHARED 14 26000 D ACTIVISION INC NEW COM NEW 00493020 1468 85186 SH SHARED 17 79020 6166 D ACTIVISION INC NEW COM NEW 00493020 71 4120 SH SHARED 21 4120 D ACTEL CORP COM 00493410 1019 56144 SH SHARED 56144 D ACTEL CORP COM 00493410 101 5600 SH SHARED 01 5600 D ACTEL CORP COM 00493410 1776 97800 SH SHARED 10 97800 D ACTEL CORP COM 00493410 81 4500 SH SHARED 17 4500 D ACTIVE POWER INC COM 00504W10 9 3493 SH SHARED 3493 D ACTIVIDENTITY CORP COM 00506P10 5 1124 SH SHARED 1124 D ACTIVIDENTITY CORP COM 00506P10 49 9700 SH SHARED 01 9700 D ACTIVIDENTITY CORP COM 00506P10 35 7000 SH SHARED 02 7000 D ACTIONS SEMICONDUCTOR CO LTD ADR 00507E10 125 15062 SH SHARED 15062 D ACTIONS SEMICONDUCTOR CO LTD ADR 00507E10 6 800 SH SHARED 01 800 D ACTUATE CORP COM 00508B10 271 45638 SH SHARED 45638 D ACTUANT CORP SDCV 2.000%11/1 00508XAB 181 138000 PRN SHARED 02 138000 D ACTUANT CORP CL A NEW 00508X20 6528 137010 SH SHARED 137010 D ACTUANT CORP CL A NEW 00508X20 357 7500 SH SHARED 17 4700 2800 D ACTUANT CORP CL A NEW 00508X20 61 1300 SH SHARED 21 1300 D ACUITY BRANDS INC COM 00508Y10 2136 41062 SH SHARED 41062 D ACUITY BRANDS INC COM 00508Y10 676 13000 SH SHARED 01 13000 D ACUITY BRANDS INC COM 00508Y10 15 300 SH SHARED 06 300 D ACUITY BRANDS INC COM 00508Y10 88 1700 SH SHARED 10 1700 D ACUITY BRANDS INC COM 00508Y10 1993 38300 SH SHARED 17 20700 17600 D ACUSPHERE INC COM 00511R87 1 625 SH SHARED 625 D ACXIOM CORP COM 00512510 3140 122436 SH SHARED 70836 51600 D ACXIOM CORP COM 00512510 1151 44900 SH SHARED 01 19900 25000 D ACXIOM CORP COM 00512510 1359 53011 SH SHARED 02 53011 D ACXIOM CORP COM 00512510 1359 53000 SH SHARED 06 53000 D ACXIOM CORP COM 00512510 10819 421800 SH SHARED 10 421800 D ACXIOM CORP COM 00512510 5722 223100 SH SHARED 17 6700 216400 D ADA ES INC COM 00520810 2 138 SH SHARED 138 D ADAMS EXPRESS CO COM 00621210 6300 454238 SH SHARED 454238 D ADAMS EXPRESS CO COM 00621210 409 29489 SH SHR/OTHR 01 29489 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 2316 56752 SH SHARED 56752 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 152 3747 SH SHARED 02 3222 525 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 7064 173100 SH SHARED 10 173100 D ADAMS RESPIRATORY THERAPEUTI COM 00635P10 4938 121000 SH SHARED 17 121000 D ADAMS RES & ENERGY INC COM NEW 00635130 1351 44900 SH SHARED 44900 D ADAPTEC INC NOTE 0.750%12/2 00651FAG 3604 4000000 PRN SHARED 4000000 D ADAPTEC INC COM 00651F10 414 88964 SH SHARED 88964 D ADAPTEC INC COM 00651F10 29 6401 SH SHARED 02 6401 D ADAPTEC INC COM 00651F10 97 20900 SH SHARED 17 20900 D ADECCO SA SPONSORED ADR 00675410 3 180 SH SHARED 02 180 D ADEPT TECHNOLOGY INC COM NEW 00685420 1 167 SH SHARED 167 D ADESA INC COM 00686U10 3831 138074 SH SHARED 138074 D ADESA INC COM 00686U10 943 34000 SH SHARED 01 7500 26500 D ADESA INC COM 00686U10 368 13279 SH SHARED 02 9984 3295 D ADESA INC COM 00686U10 360 13000 SH SHARED 17 13000 D ADESA INC COM 00686U10 23 836 SH SHR/OTHR 20 836 D ADEZA BIOMEDICAL CORP COM 00686410 174 11684 SH SHARED 11684 D ADEZA BIOMEDICAL CORP COM 00686410 5224 350400 SH SHARED 17 350400 D ADMINISTAFF INC COM 00709410 3563 83322 SH SHARED 83322 D ADMINISTAFF INC COM 00709410 136 3200 SH SHARED 01 3200 D ADMINISTAFF INC COM 00709410 26 630 SH SHARED 02 630 D ADMINISTAFF INC COM 00709410 1723 40300 SH SHARED 10 40300 D ADMINISTAFF INC COM 00709410 16795 392700 SH SHARED 17 347300 45400 D ADOBE SYS INC COM 00724F10 123 3000 SH SHARED 3000 D ADOBE SYS INC COM 00724F10 37380 909047 SH SHARED 909047 D ADOBE SYS INC COM 00724F10 3082 74962 SH SHARED 01 74962 D ADOBE SYS INC COM 00724F10 4176 101558 SH SHARED 02 100469 1089 D ADOBE SYS INC COM 00724F10 13243 322080 SH SHARED 04 322080 D ADOBE SYS INC COM 00724F10 9 220 SH SHARED 05 220 D ADOBE SYS INC COM 00724F10 2256 54884 SH SHARED 06 49514 5370 D ADOBE SYS INC COM 00724F10 150154 3651625 SH SHARED 10 1677220 1870935 103470 D ADOBE SYS INC COM 00724F10 724 17621 SH SHARED 14 17621 D ADOBE SYS INC COM 00724F10 13083 318189 SH SHARED 17 294689 23500 D ADOBE SYS INC COM 00724F10 164 4000 SH SHARED 22 4000 D ADOLOR CORP COM 00724X10 1614 214690 SH SHARED 214690 D ADOLOR CORP COM 00724X10 45 6042 SH SHARED 02 6042 D ADTRAN INC COM 00738A10 1767 77860 SH SHARED 77860 D ADTRAN INC COM 00738A10 687 30300 SH SHARED 01 10600 19700 D ADTRAN INC COM 00738A10 140 6200 SH SHARED 02 6200 D ADTRAN INC COM 00738A10 10700 471400 SH SHARED 17 460000 11400 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 1044 71277 SH SHARED 71277 D ADVANCE AMER CASH ADVANCE CT COM 00739W10 404 27600 SH SHARED 17 27600 D ADVANCE AUTO PARTS INC COM 00751Y10 61534 1730445 SH SHARED 1730445 D ADVANCE AUTO PARTS INC COM 00751Y10 1157 32550 SH SHARED 01 600 31950 D ADVANCE AUTO PARTS INC COM 00751Y10 419 11785 SH SHARED 02 11785 D ADVANCE AUTO PARTS INC COM 00751Y10 142 4020 SH SHARED 06 3100 920 D ADVANCE AUTO PARTS INC COM 00751Y10 8980 252550 SH SHARED 10 252550 D ADVANCE AUTO PARTS INC COM 00751Y10 693 19500 SH SHARED 17 19000 500 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 154 28653 SH SHARED 28653 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 8 1500 SH SHARED 01 1500 D ADVANCED ANALOGIC TECHNOLOGI COM 00752J10 68 12700 SH SHARED 04 12700 D ADVANCED MAGNETICS INC COM 00753P10 448 7518 SH SHARED 7518 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 589 104301 SH SHARED 104301 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 109 19363 SH SHARED 02 19363 D ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M40 2325 411656 SH SHARED 04 411656 D ADVO INC COM 00758510 29234 896778 SH SHARED 896778 D ADVO INC COM 00758510 44 1350 SH SHARED 01 1350 D ADVO INC COM 00758510 49 1525 SH SHARED 02 1525 D ADVO INC COM 00758510 149 4600 SH SHARED 17 4600 D ADVOCAT INC COM 00758610 2 128 SH SHARED 128 D ADVANTAGE ENERGY INCOME FD TR UNIT 00762L10 53 5000 SH SHARED 5000 D ADVISORY BRD CO COM 00762W10 2155 40265 SH SHARED 40265 D ADVISORY BRD CO COM 00762W10 5 100 SH SHARED 01 100 D ADVISORY BRD CO COM 00762W10 160 3000 SH SHARED 02 3000 D ADVISORY BRD CO COM 00762W10 198 3700 SH SHARED 17 100 3600 D ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG 5318 5500000 PRN SHARED 5500000 D ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG 96 100000 PRN SHARED 02 100000 D ADVANCED MEDICAL OPTICS INC COM 00763M10 2727 77496 SH SHARED 77496 D ADVANCED MEDICAL OPTICS INC COM 00763M10 793 22539 SH SHARED 01 22539 D ADVANCED MEDICAL OPTICS INC COM 00763M10 745 21187 SH SHARED 02 20083 1104 D ADVANCED MEDICAL OPTICS INC COM 00763M10 10081 286400 SH SHARED 10 286400 D ADVANCED MEDICAL OPTICS INC COM 00763M10 274 7800 SH SHARED 17 7800 D ADVENT CLAYMORE CV SECS & IN COM 00764C10 101 3589 SH SHARED 02 3589 D ADVANCIS PHARMACEUTICALS COR COM 00764L10 17 4415 SH SHARED 4415 D ADVENTRX PHARMACEUTICALS INC COM 00764X10 488 165675 SH SHARED 165675 D ADVENTRX PHARMACEUTICALS INC COM 00764X10 14 5000 SH SHARED 02 5000 D ADVENT CLAYMORE ENH GRW & IN COM 00765E10 464 24000 SH SHARED 02 24000 D ADVANCED LIFE SCIENCES HLDGS COM 00765H10 1 418 SH SHARED 418 D AEROFLEX INC COM 00776810 776 66216 SH SHARED 66216 D AEROFLEX INC COM 00776810 168 14400 SH SHARED 01 14400 D AEROFLEX INC COM 00776810 16382 1397800 SH SHARED 17 1397800 D AEROPOSTALE COM 00786510 20385 660350 SH SHARED 660350 D AEROPOSTALE COM 00786510 471 15275 SH SHARED 01 15275 D AEROPOSTALE COM 00786510 573 18578 SH SHARED 02 18098 480 D AEROPOSTALE COM 00786510 9776 316700 SH SHARED 10 316700 D AEROPOSTALE COM 00786510 2920 94600 SH SHARED 17 21100 73500 D AEROPOSTALE COM 00786510 2 90 SH SHARED 20 90 D ADVANCED MICRO DEVICES INC COM 00790310 53217 2615115 SH SHARED 2615115 D ADVANCED MICRO DEVICES INC COM 00790310 2449 120350 SH SHARED 01 40100 80250 D ADVANCED MICRO DEVICES INC COM 00790310 39 1919 SH SHR/OTHR 01 1919 D ADVANCED MICRO DEVICES INC COM 00790310 18065 887722 SH SHARED 02 887722 D ADVANCED MICRO DEVICES INC COM 00790310 40 2000 SH SHARED 04 2000 D ADVANCED MICRO DEVICES INC COM 00790310 5 261 SH SHARED 05 261 D ADVANCED MICRO DEVICES INC COM 00790310 878 43171 SH SHARED 06 39051 4120 D ADVANCED MICRO DEVICES INC COM 00790310 16471 809400 SH SHARED 10 795700 13700 D ADVANCED MICRO DEVICES INC COM 00790310 11563 568248 SH SHARED 17 564287 3961 D ADVANCED MICRO DEVICES INC COM 00790310 36 1800 SH SHR/OTHR 23 1800 D AEGON N V ORD AMER REG 00792410 57 3043 SH SHARED 23 3043 D ADVANTA CORP CL B 00794220 661 15152 SH SHARED 15152 D ADVANTA CORP CL B 00794220 178 4100 SH SHARED 01 3700 400 D ADVANTA CORP CL B 00794220 205 4700 SH SHARED 10 4700 D ADVANTA CORP CL B 00794220 205 4700 SH SHARED 17 300 4400 D ADVANCED ENVIRON RECYCLING T CL A 00794710 1 929 SH SHARED 929 D ADVANCED ENERGY INDS COM 00797310 6844 362723 SH SHARED 362723 D ADVANCED ENERGY INDS COM 00797310 1169 62000 SH SHARED 17 20800 41200 D ADVENT SOFTWARE INC COM 00797410 870 24668 SH SHARED 24668 D ADVENT SOFTWARE INC COM 00797410 299 8500 SH SHARED 01 8500 D ADVENT SOFTWARE INC COM 00797410 70 2000 SH SHARED 02 2000 D ADVENT SOFTWARE INC COM 00797410 490 13900 SH SHARED 10 13900 D ADVENT SOFTWARE INC COM 00797410 592 16800 SH SHARED 17 16800 D AETERNA ZENTARIS INC COM 00797520 11 2900 SH SHARED 2900 D AES TR III PFD CV 6.75% 00808N20 9 200 SH SHR/OTHR 20 200 D AETNA INC NEW COM 00817Y10 47331 1096150 SH SHARED 1096150 D AETNA INC NEW COM 00817Y10 4143 95952 SH SHARED 01 14700 81252 D AETNA INC NEW COM 00817Y10 5026 116406 SH SHARED 02 90511 25895 D AETNA INC NEW COM 00817Y10 11291 261500 SH SHARED 04 261500 D AETNA INC NEW COM 00817Y10 8 200 SH SHARED 05 200 D AETNA INC NEW COM 00817Y10 2238 51848 SH SHARED 06 46908 4940 D AETNA INC NEW COM 00817Y10 14156 327854 SH SHARED 10 283000 44854 D AETNA INC NEW COM 00817Y10 319 7408 SH SHARED 14 7408 D AETNA INC NEW COM 00817Y10 198307 4592568 SH SHARED 17 4544868 47700 D AETNA INC NEW COM 00817Y10 27 644 SH SHARED 20 644 D AETNA INC NEW COM 00817Y10 221 5120 SH SHR/OTHR 23 5120 D AFFILIATED COMPUTER SERVICES CL A 00819010 29634 606767 SH SHARED 606767 D AFFILIATED COMPUTER SERVICES CL A 00819010 793 16250 SH SHARED 01 16250 D AFFILIATED COMPUTER SERVICES CL A 00819010 975 19969 SH SHARED 02 19969 D AFFILIATED COMPUTER SERVICES CL A 00819010 522 10690 SH SHARED 06 9900 790 D AFFILIATED COMPUTER SERVICES CL A 00819010 4581 93800 SH SHARED 10 92600 1200 D AFFILIATED COMPUTER SERVICES CL A 00819010 634 13000 SH SHARED 14 13000 D AFFILIATED COMPUTER SERVICES CL A 00819010 2662 54524 SH SHARED 17 53524 1000 D AFFILIATED COMPUTER SERVICES CL A 00819010 0 16 SH SHARED 20 16 D AFFILIATED COMPUTER SERVICES CL A 00819010 34 700 SH 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21650 D AIR PRODS & CHEMS INC COM 00915810 8995 128000 SH SHARED 16 128000 D AIR PRODS & CHEMS INC COM 00915810 10494 149329 SH SHARED 17 145929 3400 D AIR PRODS & CHEMS INC COM 00915810 1275 18144 SH SHARED 20 1630 16514 D AIR PRODS & CHEMS INC COM 00915810 126 1800 SH SHARED 21 500 1300 D AIR PRODS & CHEMS INC COM 00915810 326 4640 SH SHARED 22 4490 150 D AIR PRODS & CHEMS INC COM 00915810 165 2350 SH SHR/OTHR 22 2350 D AIR PRODS & CHEMS INC COM 00915810 1380 19642 SH SHARED 23 19542 100 D AIR PRODS & CHEMS INC COM 00915810 1098 15635 SH SHR/OTHR 23 15635 D AIRGAS INC COM 00936310 27170 670552 SH SHARED 670552 D AIRGAS INC COM 00936310 948 23400 SH SHARED 01 23400 D AIRGAS INC COM 00936310 347 8565 SH SHARED 02 8565 D AIRGAS INC COM 00936310 247 6100 SH SHARED 10 6100 D AIRGAS INC COM 00936310 538 13300 SH SHARED 17 13300 D AIRTRAN HLDGS INC COM 00949P10 13287 1131842 SH SHARED 1131842 D AIRTRAN HLDGS INC COM 00949P10 244 20800 SH SHARED 01 4500 16300 D AIRTRAN HLDGS INC COM 00949P10 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04 97250 D ALCOA INC COM 01381710 12 430 SH SHARED 05 430 D ALCOA INC COM 01381710 9859 328536 SH SHARED 06 320786 7750 D ALCOA INC COM 01381710 15305 510000 SH SHARED 10 448500 61500 D ALCOA INC COM 01381710 1422 47400 SH SHARED 14 47400 D ALCOA INC COM 01381710 13439 447832 SH SHARED 17 423032 24800 D ALCOA INC COM 01381710 9003 300000 SH SHARED 18 300000 D ALCOA INC COM 01381710 210 7000 SH SHARED 19 7000 D ALCOA INC COM 01381710 252 8400 SH SHARED 20 700 7700 D ALCOA INC COM 01381710 270 9020 SH SHARED 21 9020 D ALCOA INC COM 01381710 48 1600 SH SHR/OTHR 22 1600 D ALCOA INC COM 01381710 138 4600 SH SHARED 23 4000 600 D ALCOA INC COM 01381710 384 12800 SH SHR/OTHR 23 12800 D ALCATEL-LUCENT SPONSORED ADR 01390430 66428 4671509 SH SHARED 4648763 22746 D ALCATEL-LUCENT SPONSORED ADR 01390430 22 1571 SH SHARED 01 1571 D ALCATEL-LUCENT SPONSORED ADR 01390430 12795 899843 SH SHARED 02 898595 1248 D ALCATEL-LUCENT SPONSORED ADR 01390430 7 493 SH SHARED 05 493 D ALCATEL-LUCENT SPONSORED ADR 01390430 59 4187 SH SHARED 14 4187 D ALCATEL-LUCENT SPONSORED ADR 01390430 33 2342 SH SHARED 19 2342 D ALCATEL-LUCENT SPONSORED ADR 01390430 14 1015 SH SHR/OTHR 23 1015 D ALDILA INC COM NEW 01438420 643 43129 SH SHARED 43129 D ALEXANDER & BALDWIN INC COM 01448210 867 19562 SH SHARED 19562 D ALEXANDER & BALDWIN INC COM 01448210 470 10600 SH SHARED 01 10600 D ALEXANDER & BALDWIN INC COM 01448210 409 9233 SH SHARED 02 9233 D ALEXANDER & BALDWIN INC COM 01448210 35 800 SH SHARED 17 800 D ALEXANDER & BALDWIN INC COM 01448210 44 1000 SH SHR/OTHR 23 1000 D ALESCO FINL INC COM 01448510 22519 2104619 SH SHARED 2104619 D ALESCO FINL INC COM 01448510 90 8500 SH SHARED 02 8500 D ALESCO FINL INC COM 01448510 29 2800 SH SHARED 21 2800 D ALEXANDERS INC COM 01475210 650 1549 SH SHARED 1549 D ALEXANDERS INC COM 01475210 965 2300 SH SHARED 01 2300 D ALEXANDERS INC COM 01475210 1720 4100 SH SHARED 02 4100 D ALEXANDERS INC COM 01475210 923 2200 SH SHARED 17 2200 D ALEXANDRIA REAL ESTATE EQ IN COM 01527110 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SHARED 25414 D ALFA CORP COM 01538510 1429 76000 SH SHARED 10 76000 D ALFACELL CORP COM 01540410 1 748 SH SHARED 748 D ALICO INC COM 01623010 10837 214048 SH SHARED 214048 D ALICO INC COM 01623010 212 4200 SH SHARED 17 4200 D ALIGN TECHNOLOGY INC COM 01625510 617 44203 SH SHARED 44203 D ALIGN TECHNOLOGY INC COM 01625510 34 2483 SH SHARED 02 2483 D ALIGN TECHNOLOGY INC COM 01625510 1681 120340 SH SHARED 17 120340 D ALKERMES INC COM 01642T10 2025 151472 SH SHARED 151472 D ALKERMES INC COM 01642T10 97 7300 SH SHARED 01 7300 D ALKERMES INC COM 01642T10 115 8608 SH SHARED 02 8548 60 D ALKERMES INC COM 01642T10 27 2076 SH SHARED 06 2076 D ALKERMES INC COM 01642T10 1605 120100 SH SHARED 10 120100 D ALKERMES INC COM 01642T10 2883 215681 SH SHARED 17 16681 199000 D ALKERMES INC COM 01642T10 6 469 SH SHARED 20 469 D ALLEGHANY CORP DEL COM 01717510 45 126 SH SHARED 126 D ALLEGHANY CORP DEL COM 01717510 21 58 SH SHARED 02 58 D ALLEGHENY ENERGY INC COM 01736110 12321 268374 SH SHARED 265101 3273 D 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INC COM 01741R10 2969 32751 SH SHARED 02 32654 97 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 3250 35850 SH SHARED 06 35250 600 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 299 3300 SH SHARED 10 3300 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 11488 126694 SH SHARED 17 125094 1600 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 18 200 SH SHARED 19 200 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 2 30 SH SHARED 20 30 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 136 1500 SH SHR/OTHR 20 1500 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 223 2465 SH SHARED 22 2325 140 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 515 5680 SH SHARED 23 4580 1100 D ALLEGHENY TECHNOLOGIES INC COM 01741R10 53 595 SH SHR/OTHR 23 595 D ALLEGIANT TRAVEL CO COM 01748X10 1346 47988 SH SHARED 47988 D ALLERGAN INC NOTE 1.500% 4/0 018490AL 490 450000 PRN SHARED 06 450000 D ALLERGAN INC COM 01849010 36922 308356 SH SHARED 308356 D ALLERGAN INC COM 01849010 2632 21981 SH SHARED 01 1280 20701 D ALLERGAN INC COM 01849010 6917 57774 SH SHARED 02 56088 1686 D ALLERGAN INC COM 01849010 1077 9000 SH SHARED 04 9000 D ALLERGAN INC COM 01849010 1730 14450 SH SHARED 06 14450 D ALLERGAN INC COM 01849010 3155 26355 SH SHARED 10 25100 1255 D ALLERGAN INC COM 01849010 287 2404 SH SHARED 14 2404 D ALLERGAN INC COM 01849010 9669 80751 SH SHARED 17 77651 3100 D ALLERGAN INC COM 01849010 110 920 SH SHARED 20 920 D ALLERGAN INC COM 01849010 306 2559 SH SHARED 21 2559 D ALLETE INC COM NEW 01852230 933 20049 SH SHARED 20049 D ALLETE INC COM NEW 01852230 10 232 SH SHARED 01 232 D ALLETE INC COM NEW 01852230 2015 43300 SH SHARED 10 43300 D ALLETE INC COM NEW 01852230 1638 35200 SH SHARED 17 14700 20500 D ALLETE INC COM NEW 01852230 12 278 SH SHR/OTHR 20 278 D ALLIANCE BANKSHARES CORP COM 01853510 2 129 SH SHARED 129 D ALLIANCE CALIF MUN INCOME FD COM 01854610 95 6145 SH SHARED 6145 D ALLIANCE DATA SYSTEMS CORP COM 01858110 3438 55036 SH SHARED 55036 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1243 19900 SH SHARED 01 19900 D ALLIANCE DATA SYSTEMS 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FINL INC COM 03076C10 8 155 SH SHARED 14 155 D AMERIPRISE FINL INC COM 03076C10 11049 202749 SH SHARED 17 199249 3500 D AMERIPRISE FINL INC COM 03076C10 10 184 SH SHARED 19 184 D AMERIPRISE FINL INC COM 03076C10 24 452 SH SHARED 20 80 372 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 38 700 SH SHARED 22 700 D AMERIPRISE FINL INC COM 03076C10 10 200 SH SHR/OTHR 22 200 D AMERIPRISE FINL INC COM 03076C10 56 1028 SH SHARED 23 926 102 D AMERIPRISE FINL INC COM 03076C10 806 14798 SH SHR/OTHR 23 14798 D AMERIS BANCORP COM 03076K10 285 10120 SH SHARED 10120 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 230 7100 SH SHARED 01 7100 D AMERIGAS PARTNERS L P UNIT L P INT 03097510 98 3030 SH SHARED 02 3030 D AMES NATL CORP COM 03100110 4 192 SH SHARED 192 D AMETEK INC NEW COM 03110010 1535 48216 SH SHARED 48216 D AMETEK INC NEW COM 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SHARED 23 20900 800 D ANADARKO PETE CORP COM 03251110 1363 31330 SH SHR/OTHR 23 31330 D ANADIGICS INC COM 03251510 3316 374334 SH SHARED 374334 D ANADIGICS INC COM 03251510 17 1950 SH SHARED 02 1950 D ANADYS PHARMACEUTICALS INC COM 03252Q40 591 120296 SH SHARED 120296 D ANADYS PHARMACEUTICALS INC COM 03252Q40 86 17500 SH SHARED 01 17500 D ANADYS PHARMACEUTICALS INC COM 03252Q40 14 2846 SH SHARED 02 2846 D ANALOG DEVICES INC COM 03265410 20796 632682 SH SHARED 632682 D ANALOG DEVICES INC COM 03265410 1892 57582 SH SHARED 01 1510 56072 D ANALOG DEVICES INC COM 03265410 59 1800 SH SHR/OTHR 01 1800 D ANALOG DEVICES INC COM 03265410 3845 117003 SH SHARED 02 116603 400 D ANALOG DEVICES INC COM 03265410 1643 50000 SH SHARED 04 50000 D ANALOG DEVICES INC COM 03265410 8 260 SH SHARED 05 260 D ANALOG DEVICES INC COM 03265410 1081 32900 SH SHARED 06 29900 3000 D ANALOG DEVICES INC COM 03265410 1204 36635 SH SHARED 10 11900 24735 D ANALOG DEVICES INC COM 03265410 438 13328 SH SHARED 14 13328 D ANALOG DEVICES INC COM 03265410 4947 150503 SH SHARED 17 141003 9500 D ANALOG DEVICES INC COM 03265410 21 650 SH SHARED 20 650 D ANALOG DEVICES INC COM 03265410 131 4000 SH SHR/OTHR 20 4000 D ANALOG DEVICES INC COM 03265410 108 3300 SH SHARED 23 3300 D ANALOG DEVICES INC COM 03265410 21 640 SH SHR/OTHR 23 640 D ANALOGIC CORP COM PAR $0.05 03265720 603 10744 SH SHARED 10744 D ANALOGIC CORP COM PAR $0.05 03265720 117 2100 SH SHARED 17 2100 D ANALYSTS INTL CORP COM 03268110 1 618 SH SHARED 618 D ANAREN INC COM 03274410 238 13436 SH SHARED 13436 D ANAREN INC COM 03274410 17 1000 SH SHARED 01 1000 D ANCHOR BANCORP WIS INC COM 03283910 438 15198 SH SHARED 15198 D ANCHOR BANCORP WIS INC COM 03283910 0 32 SH SHARED 02 32 D ANCHOR BANCORP WIS INC COM 03283910 256 8900 SH SHARED 17 8900 D ANDERSONS INC COM 03416410 471 11126 SH SHARED 11126 D ANDERSONS INC COM 03416410 93 2200 SH SHARED 17 2200 D ANDREW CORP NOTE 3.250% 8/1 034425AB 1896 1881000 PRN SHARED 1881000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 8923 8853000 PRN SHARED 02 8853000 D ANDREW CORP COM 03442510 14918 1458288 SH SHARED 1458288 D ANDREW CORP COM 03442510 742 72572 SH SHARED 01 72572 D ANDREW CORP COM 03442510 330 32306 SH SHARED 02 15700 16606 D ANDREW CORP COM 03442510 555 54261 SH SHARED 17 9961 44300 D ANESIVA INC COM COM 03460L10 1 286 SH SHARED 286 D ANGEION CORP COM 03462H40 1 88 SH SHARED 88 D ANGELICA CORP COM 03466310 4 192 SH SHARED 192 D ANGIODYNAMICS INC COM 03475V10 204 9512 SH SHARED 9512 D ANGLO AMERN PLC ADR 03485P10 12205 500000 SH SHARED 500000 D ANGLO AMERN PLC ADR 03485P10 439 18000 SH SHR/OTHR 01 18000 D ANGLO AMERN PLC ADR 03485P10 75 3080 SH SHARED 02 3080 D ANGLO AMERN PLC ADR 03485P10 488 20000 SH SHARED 23 20000 D ANGLO AMERN PLC ADR 03485P10 732 30000 SH SHR/OTHR 23 30000 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 6 760 SH SHARED 760 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 36 4500 SH SHARED 02 4300 200 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8682 184377 SH SHARED 184377 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 282 6000 SH SHR/OTHR 01 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 10283 218386 SH SHARED 02 216440 1946 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 53 1130 SH SHARED 04 1130 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 6397 135857 SH SHARED 10 135857 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 226 4800 SH SHARED 23 4800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 329 7000 SH SHR/OTHR 23 7000 D ANHEUSER BUSCH COS INC COM 03522910 84884 1725299 SH SHARED 1659348 65951 D ANHEUSER BUSCH COS INC COM 03522910 6654 135261 SH SHARED 01 2390 132871 D ANHEUSER BUSCH COS INC COM 03522910 359 7300 SH SHR/OTHR 01 7300 D ANHEUSER BUSCH COS INC COM 03522910 12821 260601 SH SHARED 02 228182 32419 D ANHEUSER BUSCH COS INC COM 03522910 75 1535 SH SHARED 04 1535 D ANHEUSER BUSCH COS INC COM 03522910 18 370 SH SHARED 05 370 D ANHEUSER BUSCH COS INC COM 03522910 6123 124453 SH SHARED 06 108233 16220 D ANHEUSER BUSCH COS INC COM 03522910 5622 114284 SH SHARED 10 26350 87934 D ANHEUSER BUSCH COS INC COM 03522910 944 19200 SH SHR/OTHR 10 19200 D ANHEUSER BUSCH COS INC COM 03522910 1636 33258 SH SHARED 14 33258 D ANHEUSER BUSCH COS INC COM 03522910 1476 30000 SH SHARED 15 30000 D ANHEUSER BUSCH COS INC COM 03522910 17252 350653 SH SHARED 17 317753 32900 D ANHEUSER BUSCH COS INC COM 03522910 39 800 SH SHARED 19 800 D ANHEUSER BUSCH COS INC COM 03522910 2952 60010 SH SHARED 20 13750 46260 D ANHEUSER BUSCH COS INC COM 03522910 1387 28200 SH SHR/OTHR 20 28200 D ANHEUSER BUSCH COS INC COM 03522910 418 8500 SH SHARED 21 8500 D ANHEUSER BUSCH COS INC COM 03522910 198 4025 SH SHR/OTHR 21 4025 D ANHEUSER BUSCH COS INC COM 03522910 1722 35000 SH SHARED 23 35000 D ANHEUSER BUSCH COS INC COM 03522910 2876 58475 SH SHR/OTHR 23 58475 D ANIKA THERAPEUTICS INC COM 03525510 3 242 SH SHARED 242 D ANIXTER INTL INC COM 03529010 1397 25745 SH SHARED 25745 D ANIXTER INTL INC COM 03529010 803 14800 SH SHARED 02 14800 D ANIXTER INTL INC COM 03529010 10 200 SH SHARED 06 200 D ANIXTER INTL INC COM 03529010 28165 518700 SH SHARED 17 512800 5900 D ANNALY CAP MGMT INC COM 03571040 1537 110524 SH SHARED 110524 D ANNALY CAP MGMT INC COM 03571040 147 10600 SH SHARED 01 10600 D ANNALY CAP MGMT INC COM 03571040 111 8000 SH SHR/OTHR 01 8000 D ANNALY CAP MGMT INC COM 03571040 1351 97146 SH SHARED 02 56856 40290 D ANNALY CAP MGMT INC COM 03571040 17078 1227800 SH SHARED 17 1227800 D ANNTAYLOR STORES CORP COM 03611510 55286 1683509 SH SHARED 1683509 D ANNTAYLOR STORES CORP COM 03611510 935 28500 SH SHARED 01 7100 21400 D ANNTAYLOR STORES CORP COM 03611510 751 22876 SH SHARED 02 21926 950 D ANNTAYLOR STORES CORP COM 03611510 765 23300 SH SHARED 06 23300 D ANNTAYLOR STORES CORP COM 03611510 5898 179600 SH SHARED 10 179600 D ANNTAYLOR STORES CORP COM 03611510 4357 132700 SH SHARED 17 12000 120700 D ANSOFT CORP COM 03638410 354 12759 SH SHARED 12759 D ANSOFT CORP COM 03638410 61 2200 SH SHARED 01 2200 D ANSOFT CORP COM 03638410 1481 53300 SH SHARED 10 53300 D ANSOFT CORP COM 03638410 1253 45100 SH SHARED 17 45100 D ANSYS INC COM 03662Q10 2346 53963 SH SHARED 53963 D ANSYS INC COM 03662Q10 78 1800 SH SHARED 01 1800 D ANSYS INC COM 03662Q10 687 15800 SH SHARED 17 15800 D ANSYS INC COM 03662Q10 2 55 SH SHARED 20 55 D ANSWERS CORP COM 03662X10 2 179 SH SHARED 179 D ANSWERS CORP COM 03662X10 70 5300 SH SHARED 02 5300 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 1153 90604 SH SHARED 90604 D ANTHRACITE CAP INC COM 03702310 25 2000 SH SHARED 01 2000 D ANTHRACITE CAP INC COM 03702310 1145 90000 SH SHARED 10 90000 D ANTHRACITE CAP INC COM 03702310 716 56300 SH SHARED 17 56300 D ANTIGENICS INC DEL COM 03703210 1526 833979 SH SHARED 833979 D ANTIGENICS INC DEL COM 03703210 9 4968 SH SHARED 02 4968 D ANWORTH MORTGAGE ASSET CP COM 03734710 1881 197840 SH SHARED 197840 D ANWORTH MORTGAGE ASSET CP COM 03734710 290 30500 SH SHARED 01 30500 D ANWORTH MORTGAGE ASSET CP COM 03734710 7580 797100 SH SHARED 17 763300 33800 D AON CORP DBCV 3.500%11/1 037389AT 8661 5246000 PRN SHARED 02 5246000 D AON CORP COM 03738910 22551 638128 SH SHARED 638128 D AON CORP COM 03738910 1106 31307 SH SHARED 01 31307 D AON CORP COM 03738910 1889 53457 SH SHARED 02 53044 413 D AON CORP COM 03738910 6 190 SH SHARED 05 190 D AON CORP COM 03738910 942 26672 SH SHARED 06 24142 2530 D AON CORP COM 03738910 752 21300 SH SHARED 10 21300 D AON CORP COM 03738910 7438 210470 SH SHARED 17 205870 4600 D AON CORP COM 03738910 37 1051 SH SHARED 20 1051 D AON CORP COM 03738910 88 2500 SH SHARED 21 2500 D APACHE CORP COM 03741110 131570 1978202 SH SHARED 1950956 27246 D APACHE CORP COM 03741110 15579 234240 SH SHARED 01 135869 98371 D APACHE CORP COM 03741110 612 9216 SH SHR/OTHR 01 9216 D APACHE CORP COM 03741110 4719 70962 SH SHARED 02 64856 6106 D APACHE CORP COM 03741110 5466 82188 SH SHARED 04 59700 22488 D APACHE CORP COM 03741110 11 170 SH SHARED 05 170 D APACHE CORP COM 03741110 9270 139390 SH SHARED 06 136220 3170 D APACHE CORP COM 03741110 24560 369280 SH SHARED 10 347680 21600 D APACHE CORP COM 03741110 263418 3960581 SH SHARED 17 3953243 7338 D APACHE CORP COM 03741110 117 1764 SH SHARED 18 1764 D APACHE CORP COM 03741110 11336 170452 SH SHARED 19 170452 D APACHE CORP COM 03741110 1420 21364 SH SHARED 20 4514 16850 D APACHE CORP COM 03741110 49 750 SH SHR/OTHR 20 750 D APACHE CORP COM 03741110 457 6880 SH SHARED 21 6880 D APACHE CORP COM 03741110 93 1400 SH SHR/OTHR 21 1400 D APACHE CORP COM 03741110 349 5250 SH SHARED 22 2150 3100 D APACHE CORP COM 03741110 96 1450 SH SHR/OTHR 22 1450 D APACHE CORP COM 03741110 1354 20365 SH SHARED 23 20065 300 D APACHE CORP COM 03741110 2254 33902 SH SHR/OTHR 23 33902 D APARTMENT INVT & MGMT CO CL A 03748R10 7778 138861 SH SHARED 138861 D APARTMENT INVT & MGMT CO CL A 03748R10 750 13400 SH SHARED 01 13400 D APARTMENT INVT & MGMT CO CL A 03748R10 1128 20153 SH SHARED 02 16958 3195 D APARTMENT INVT & MGMT CO CL A 03748R10 28 500 SH SHARED 10 500 D APARTMENT INVT & MGMT CO CL A 03748R10 373676 6670414 SH SHARED 11 2563008 4107406 D APARTMENT INVT & MGMT CO CL A 03748R10 140 2504 SH SHARED 14 2504 D APARTMENT INVT & MGMT CO CL A 03748R10 6506 116148 SH SHARED 17 97648 18500 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 4 56 SH SHARED 56 D APOGEE ENTERPRISES INC COM 03759810 447 23196 SH SHARED 23196 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1675 2002000 PRN SHARED 02 2000000 2000 D APOLLO GROUP INC CL A 03760410 12124 311128 SH SHARED 311128 D APOLLO GROUP INC CL A 03760410 782 20091 SH SHARED 01 20091 D APOLLO GROUP INC CL A 03760410 8096 207759 SH SHARED 02 203486 4273 D APOLLO GROUP INC CL A 03760410 3 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 520 13350 SH SHARED 06 12000 1350 D APOLLO GROUP INC CL A 03760410 31 813 SH SHARED 14 813 D APOLLO GROUP INC CL A 03760410 4143 106327 SH SHARED 17 102327 4000 D APOLLO GROUP INC CL A 03760410 302 7767 SH SHARED 18 7767 D APOLLO GROUP INC CL A 03760410 0 17 SH SHARED 20 17 D APOLLO INVT CORP COM 03761U10 3095 138210 SH SHARED 138210 D APOLLO INVT CORP COM 03761U10 77 3447 SH SHARED 01 3447 D APOLLO INVT CORP COM 03761U10 69 3100 SH SHARED 02 3100 D APOLLO INVT CORP COM 03761U10 3564 159125 SH SHARED 10 159125 D APOLLO INVT CORP COM 03761U10 48731 2175500 SH SHARED 17 2096100 79400 D APOLLO INVT CORP COM 03761U10 36 1632 SH SHARED 20 1632 D APPALACHIAN BANCSHARES INC COM 03767510 2 119 SH SHARED 119 D APPLE COMPUTER INC COM 03783310 127 1500 SH SHARED 1500 D APPLE COMPUTER INC COM 03783310 295224 3479780 SH SHARED 3478690 1090 D APPLE COMPUTER INC COM 03783310 20255 238747 SH SHARED 01 59785 178962 D APPLE COMPUTER INC COM 03783310 1064 12545 SH SHR/OTHR 01 12545 D APPLE COMPUTER INC COM 03783310 94369 1112328 SH SHARED 02 1086906 25422 D APPLE COMPUTER INC COM 03783310 87431 1030550 SH SHARED 04 1030550 D APPLE COMPUTER INC COM 03783310 28 340 SH SHARED 05 340 D APPLE COMPUTER INC COM 03783310 9401 110819 SH SHARED 06 69569 41250 D APPLE COMPUTER INC COM 03783310 194642 2294225 SH SHARED 10 1152540 1055175 86510 D APPLE COMPUTER INC COM 03783310 893 10528 SH SHARED 14 10528 D APPLE COMPUTER INC COM 03783310 246 2900 SH SHARED 15 2900 D APPLE COMPUTER INC COM 03783310 35593 419533 SH SHARED 17 402233 17300 D APPLE COMPUTER INC COM 03783310 16 200 SH SHARED 19 200 D APPLE COMPUTER INC COM 03783310 408 4812 SH SHARED 20 2417 2395 D APPLE COMPUTER INC COM 03783310 208 2460 SH SHR/OTHR 20 2460 D APPLE COMPUTER INC COM 03783310 110 1300 SH SHARED 21 1300 D APPLE COMPUTER INC COM 03783310 261 3080 SH SHR/OTHR 21 3080 D APPLE COMPUTER INC COM 03783310 927 10935 SH SHARED 22 9450 1485 D APPLE COMPUTER INC COM 03783310 110 1300 SH SHR/OTHR 22 1300 D APPLE COMPUTER INC COM 03783310 2200 25940 SH SHARED 23 23415 2525 D APPLE COMPUTER INC COM 03783310 1403 16545 SH SHR/OTHR 23 16545 D APPLEBEES INTL INC COM 03789910 20597 834937 SH SHARED 834937 D APPLEBEES INTL INC COM 03789910 633 25687 SH SHARED 01 25687 D APPLEBEES INTL INC COM 03789910 180 7300 SH SHARED 02 7300 D APPLEBEES INTL INC COM 03789910 2565 104000 SH SHARED 06 104000 D APPLEBEES INTL INC COM 03789910 478 19400 SH SHARED 17 19400 D APPLIED INNOVATION INC COM 03791610 0 215 SH SHARED 02 215 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 17630 17630000 PRN SHARED 02 17630000 D APRIA HEALTHCARE GROUP INC COM 03793310 2458 92245 SH SHARED 92245 D APRIA HEALTHCARE GROUP INC COM 03793310 724 27200 SH SHARED 01 27200 D APRIA HEALTHCARE GROUP INC COM 03793310 111 4200 SH SHARED 02 4200 D APRIA HEALTHCARE GROUP INC COM 03793310 7787 292200 SH SHARED 10 292200 D APRIA HEALTHCARE GROUP INC COM 03793310 1998 75000 SH SHARED 17 75000 D APPLERA CORP COM AP BIO GRP 03802010 11364 309735 SH SHARED 309735 D APPLERA CORP COM AP BIO GRP 03802010 920 25091 SH SHARED 01 25091 D APPLERA CORP COM AP BIO GRP 03802010 1179 32157 SH SHARED 02 31657 500 D APPLERA CORP COM AP BIO GRP 03802010 1149 31320 SH SHARED 06 28950 2370 D APPLERA CORP COM AP BIO GRP 03802010 1698 46300 SH SHARED 10 46300 D APPLERA CORP COM AP BIO GRP 03802010 271 7400 SH SHARED 14 7400 D APPLERA CORP COM AP BIO GRP 03802010 5098 138964 SH SHARED 17 114764 24200 D APPLERA CORP COM CELERA GRP 03802020 1329 95028 SH SHARED 95028 D APPLERA CORP COM CELERA GRP 03802020 69 5000 SH SHARED 01 5000 D APPLERA CORP COM CELERA GRP 03802020 381 27300 SH SHARED 17 27300 D APPLICA INC COM 03815A10 34 4336 SH SHARED 4336 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 3 1664 SH SHARED 1664 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 0 350 SH SHARED 02 350 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 925 35172 SH SHARED 35172 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 1210 46000 SH SHARED 17 33900 12100 D APPLIED MICRO CIRCUITS CORP COM 03822W10 19318 5426417 SH SHARED 5426417 D APPLIED MICRO CIRCUITS CORP COM 03822W10 4 1350 SH SHARED 01 1350 D APPLIED MICRO CIRCUITS CORP COM 03822W10 346 97400 SH SHARED 02 97400 D APPLIED MICRO CIRCUITS CORP COM 03822W10 1237 347600 SH SHARED 10 347600 D APPLIED MICRO CIRCUITS CORP COM 03822W10 238 66900 SH SHARED 17 66900 D APPLIED MATLS INC COM 03822210 148422 8044584 SH SHARED 8002984 41600 D APPLIED MATLS INC COM 03822210 6526 353766 SH SHARED 01 4420 349346 D APPLIED MATLS INC COM 03822210 1511 81932 SH SHR/OTHR 01 81932 D APPLIED MATLS INC COM 03822210 6008 325676 SH SHARED 02 296031 29645 D APPLIED MATLS INC COM 03822210 5627 305000 SH SHARED 04 305000 D APPLIED MATLS INC COM 03822210 14 800 SH SHARED 05 800 D APPLIED MATLS INC COM 03822210 2653 143820 SH SHARED 06 129380 14440 D APPLIED MATLS INC COM 03822210 155445 8425246 SH SHARED 10 4935985 2262430 1226831 D APPLIED MATLS INC COM 03822210 178 9700 SH SHR/OTHR 10 9700 D APPLIED MATLS INC COM 03822210 3687 199889 SH SHARED 14 199889 D APPLIED MATLS INC COM 03822210 4243 230000 SH SHARED 15 230000 D APPLIED MATLS INC COM 03822210 11697 634005 SH SHARED 17 599205 34800 D APPLIED MATLS INC COM 03822210 100 5450 SH SHARED 19 5450 D APPLIED MATLS INC COM 03822210 746 40477 SH SHARED 20 6777 33700 D APPLIED MATLS INC COM 03822210 601 32600 SH SHR/OTHR 20 32600 D APPLIED MATLS INC COM 03822210 435 23628 SH SHARED 21 23628 D APPLIED MATLS INC COM 03822210 242 13130 SH SHARED 22 7700 5430 D APPLIED MATLS INC COM 03822210 2177 118000 SH SHARED 23 116000 2000 D APPLIED MATLS INC COM 03822210 814 44155 SH SHR/OTHR 23 44155 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 4 295 SH SHARED 295 D APPLIX INC COM 03831610 3 338 SH SHARED 338 D APTARGROUP INC COM 03833610 1617 27390 SH SHARED 27390 D APTARGROUP INC COM 03833610 501 8500 SH SHARED 17 8500 D AQUA AMERICA INC COM 03836W10 13744 603373 SH SHARED 603373 D AQUA AMERICA INC COM 03836W10 927 40723 SH SHARED 01 40723 D AQUA AMERICA INC COM 03836W10 2622 115103 SH SHARED 02 38722 76381 D AQUA AMERICA INC COM 03836W10 9112 400000 SH SHARED 04 400000 D AQUA AMERICA INC COM 03836W10 3211 141000 SH SHARED 05 141000 D AQUA AMERICA INC COM 03836W10 18 800 SH SHARED 06 800 D AQUA AMERICA INC COM 03836W10 339 14900 SH SHARED 17 9900 5000 D AQUA AMERICA INC COM 03836W10 151 6666 SH SHARED 22 6666 D AQUA AMERICA INC COM 03836W10 11 500 SH SHARED 23 500 D AQUANTIVE INC COM 03839G10 1460 59236 SH SHARED 59236 D AQUANTIVE INC COM 03839G10 165 6700 SH SHARED 01 6700 D AQUANTIVE INC COM 03839G10 7 305 SH SHARED 02 305 D AQUANTIVE INC COM 03839G10 16983 688700 SH SHARED 04 688700 D AQUANTIVE INC COM 03839G10 1228 49800 SH SHARED 10 49800 D AQUANTIVE INC COM 03839G10 27 1100 SH SHARED 14 1100 D AQUANTIVE INC COM 03839G10 8017 325129 SH SHARED 17 298329 26800 D AQUILA INC COM 03840P10 3148 669902 SH SHARED 669902 D AQUILA INC COM 03840P10 573 122000 SH SHARED 01 122000 D AQUILA INC COM 03840P10 203 43197 SH SHARED 02 36900 6297 D AQUILA INC COM 03840P10 509 108300 SH SHARED 17 108300 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 269 4400 SH SHARED 4400 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 7144 116721 SH SHARED 01 116721 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 12 200 SH SHARED 02 200 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 83166 1358700 SH SHARED 04 1358700 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 6610 108000 SH SHARED 06 19000 89000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 20090 328215 SH SHARED 10 328000 215 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 42 700 SH SHARED 15 700 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 208 3400 SH SHARED 17 3400 D ARAMARK CORP CL B 03852110 46133 1379167 SH SHARED 1379167 D ARAMARK CORP CL B 03852110 5068 151520 SH SHARED 02 151520 D ARAMARK CORP CL B 03852110 123 3700 SH SHARED 06 3000 700 D ARAMARK CORP CL B 03852110 6 200 SH SHARED 17 200 D ARAMARK CORP CL B 03852110 844 25254 SH SHARED 20 25254 D ARBINET THEXCHANGE INC COM 03875P10 552 100558 SH SHARED 100558 D ARBITRON INC COM 03875Q10 1017 23424 SH SHARED 23424 D ARBITRON INC COM 03875Q10 40 939 SH SHARED 01 939 D ARBITRON INC COM 03875Q10 175 4044 SH SHARED 02 4044 D ARBITRON INC COM 03875Q10 1381 31800 SH SHARED 10 31800 D ARBITRON INC COM 03875Q10 634 14600 SH SHARED 17 700 13900 D ARBOR RLTY TR INC COM 03892310 282 9400 SH SHARED 9400 D ARCADIA RES INC COM 03920910 3 1505 SH SHARED 1505 D ARCH CHEMICALS INC COM 03937R10 619 18591 SH SHARED 18591 D ARCH CHEMICALS INC COM 03937R10 49 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R10 596 17900 SH SHARED 17 10300 7600 D ARCH COAL INC COM 03938010 20833 693763 SH SHARED 663263 30500 D ARCH COAL INC COM 03938010 1492 49700 SH SHARED 01 7600 42100 D ARCH COAL INC COM 03938010 2997 99807 SH SHARED 02 99107 700 D ARCH COAL INC COM 03938010 4421 147250 SH SHARED 04 147250 D ARCH COAL INC COM 03938010 9917 330250 SH SHARED 06 148500 181750 D ARCH COAL INC COM 03938010 4695 156350 SH SHARED 10 148650 7700 D ARCH COAL INC COM 03938010 234 7800 SH SHARED 14 7800 D ARCH COAL INC COM 03938010 3603 120000 SH SHARED 16 120000 D ARCH COAL INC COM 03938010 1785 59450 SH SHARED 17 58150 1300 D ARCHER DANIELS MIDLAND CO COM 03948310 96852 3030443 SH SHARED 2978244 52199 D ARCHER DANIELS MIDLAND CO COM 03948310 9397 294033 SH SHARED 01 190100 103933 D ARCHER DANIELS MIDLAND CO COM 03948310 291 9106 SH SHR/OTHR 01 9106 D ARCHER DANIELS MIDLAND CO COM 03948310 5319 166452 SH SHARED 02 165952 500 D ARCHER DANIELS MIDLAND CO COM 03948310 20817 651367 SH SHARED 04 627677 23690 D ARCHER DANIELS MIDLAND CO COM 03948310 7360 230294 SH SHARED 05 230294 D ARCHER DANIELS MIDLAND CO COM 03948310 14539 454919 SH SHARED 06 383789 71130 D ARCHER DANIELS MIDLAND CO COM 03948310 36340 1137050 SH SHARED 10 1037900 99150 D ARCHER DANIELS MIDLAND CO COM 03948310 810 25357 SH SHARED 14 25357 D ARCHER DANIELS MIDLAND CO COM 03948310 239 7500 SH SHARED 15 7500 D ARCHER DANIELS MIDLAND CO COM 03948310 17412 544816 SH SHARED 17 336266 208550 D ARCHER DANIELS MIDLAND CO COM 03948310 6437 201424 SH SHARED 19 201424 D ARCHER DANIELS MIDLAND CO COM 03948310 9 295 SH SHARED 20 75 220 D ARCHER DANIELS MIDLAND CO COM 03948310 15 500 SH SHARED 23 500 D ARCHER DANIELS MIDLAND CO COM 03948310 235 7358 SH SHR/OTHR 23 7358 D ARCHSTONE SMITH TR COM 03958310 18819 323300 SH SHARED 323300 D ARCHSTONE SMITH TR COM 03958310 1415 24322 SH SHARED 01 24322 D ARCHSTONE SMITH TR COM 03958310 2639 45337 SH SHARED 02 38260 7077 D ARCHSTONE SMITH TR COM 03958310 7 130 SH SHARED 05 130 D ARCHSTONE SMITH TR COM 03958310 381 6550 SH SHARED 06 6550 D ARCHSTONE SMITH TR COM 03958310 58 1000 SH SHARED 10 1000 D ARCHSTONE SMITH TR COM 03958310 595918 10237397 SH SHARED 11 5482326 4755071 D ARCHSTONE SMITH TR COM 03958310 13103 225100 SH SHARED 17 203100 22000 D ARCHSTONE SMITH TR COM 03958310 116 2000 SH SHR/OTHR 20 2000 D ARCHSTONE SMITH TR COM 03958310 75 1300 SH SHR/OTHR 23 1300 D ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC 5330 5000000 PRN SHARED 5000000 D ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC 12225 11469000 PRN SHARED 02 11469000 D ARCTIC CAT INC COM 03967010 4230 240496 SH SHARED 240496 D ARCTIC CAT INC COM 03967010 36 2100 SH SHARED 01 2100 D ARDEN 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SHS 04410310 23 1862 SH SHARED 21 1862 D ASHLAND INC NEW COM 04420910 26201 378739 SH SHARED 378739 D ASHLAND INC NEW COM 04420910 1162 16800 SH SHARED 01 9700 7100 D ASHLAND INC NEW COM 04420910 1165 16847 SH SHARED 02 13297 3550 D ASHLAND INC NEW COM 04420910 1254 18138 SH SHARED 04 17500 638 D ASHLAND INC NEW COM 04420910 1089 15750 SH SHARED 06 3750 12000 D ASHLAND INC NEW COM 04420910 7409 107100 SH SHARED 10 86500 20600 D ASHLAND INC NEW COM 04420910 830 12000 SH SHARED 14 12000 D ASHLAND INC NEW COM 04420910 3380 48864 SH SHARED 17 48664 200 D ASIA PAC FD INC COM 04490110 219 9638 SH SHARED 9638 D ASIA PAC FD INC COM 04490110 342 15000 SH SHR/OTHR 23 15000 D ASHWORTH INC COM 04516H10 2046 281932 SH SHARED 281932 D ASIAINFO HLDGS INC COM 04518A10 239 31167 SH SHARED 31167 D ASPECT MED SYS INC COM 04523510 1864 99112 SH SHARED 99112 D ASPEN TECHNOLOGY INC COM 04532710 1124 102008 SH SHARED 102008 D ASPEN TECHNOLOGY INC COM 04532710 119 10800 SH SHARED 01 10800 D ASPEN TECHNOLOGY 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2563 SH SHARED 2563 D ASSURANT INC COM 04621X10 198 3592 SH SHARED 02 1556 2036 D ASSURANT INC COM 04621X10 1475 26700 SH SHARED 17 26700 D ASTA FDG INC COM 04622010 382 12567 SH SHARED 12567 D ASTA FDG INC COM 04622010 42 1400 SH SHARED 01 1400 D ASTA FDG INC COM 04622010 7719 253600 SH SHARED 17 253600 D ASTEC INDS INC COM 04622410 772 22017 SH SHARED 22017 D ASTORIA FINL CORP COM 04626510 2500 82924 SH SHARED 75247 7677 D ASTORIA FINL CORP COM 04626510 1044 34630 SH SHARED 01 1380 33250 D ASTORIA FINL CORP COM 04626510 385 12791 SH SHARED 02 9641 3150 D ASTORIA FINL CORP COM 04626510 1904 63150 SH SHARED 10 63150 D ASTORIA FINL CORP COM 04626510 81 2700 SH SHARED 17 2700 D ASTRAZENECA PLC SPONSORED ADR 04635310 53384 996900 SH SHARED 996900 D ASTRAZENECA PLC SPONSORED ADR 04635310 21 400 SH SHARED 01 400 D ASTRAZENECA PLC SPONSORED ADR 04635310 421 7868 SH SHARED 02 7768 100 D ASTRAZENECA PLC SPONSORED ADR 04635310 21 400 SH SHARED 06 400 D ASTRAZENECA PLC SPONSORED ADR 04635310 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SHR/OTHR 21 85 D AUTOZONE INC COM 05333210 17 150 SH SHR/OTHR 23 150 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 293 20007 SH SHARED 20007 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 47 3208 SH SHARED 02 3208 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 296 128383 SH SHARED 128383 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 7 3186 SH SHARED 02 3186 D AVANEX CORP COM 05348W10 288 152749 SH SHARED 152749 D AVANEX CORP COM 05348W10 31 16500 SH SHARED 01 16500 D AVALONBAY CMNTYS INC COM 05348410 2034 15641 SH SHARED 15641 D AVALONBAY CMNTYS INC COM 05348410 279 2150 SH SHARED 01 2150 D AVALONBAY CMNTYS INC COM 05348410 450 3467 SH SHARED 02 1232 2235 D AVALONBAY CMNTYS INC COM 05348410 565 4350 SH SHARED 06 4350 D AVALONBAY CMNTYS INC COM 05348410 767 5900 SH SHARED 10 5900 D AVALONBAY CMNTYS INC COM 05348410 583038 4483185 SH SHARED 11 2422458 2060727 D AVALONBAY CMNTYS INC COM 05348410 8583 66000 SH SHARED 17 61200 4800 D AVALONBAY CMNTYS INC COM 05348410 104 800 SH SHR/OTHR 23 800 D AVANT 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SHARED 02 16209 6050 D AVERY DENNISON CORP COM 05361110 641 9440 SH SHARED 06 8600 840 D AVERY DENNISON CORP COM 05361110 213 3150 SH SHARED 10 3150 D AVERY DENNISON CORP COM 05361110 2752 40517 SH SHARED 17 38817 1700 D AVERY DENNISON CORP COM 05361110 665 9797 SH SHARED 20 675 9122 D AVERY DENNISON CORP COM 05361110 237 3500 SH SHR/OTHR 20 3500 D AVERY DENNISON CORP COM 05361110 203 3000 SH SHARED 21 3000 D AVERY DENNISON CORP COM 05361110 10 150 SH SHR/OTHR 22 150 D AVERY DENNISON CORP COM 05361110 614 9050 SH SHARED 23 9050 D AVERY DENNISON CORP COM 05361110 1947 28662 SH SHR/OTHR 23 28662 D AVICI SYS INC COM NEW 05367L80 1954 252573 SH SHARED 252573 D AVICI SYS INC COM NEW 05367L80 6 890 SH SHARED 02 890 D AVID TECHNOLOGY INC COM 05367P10 6899 185184 SH SHARED 163215 21969 D AVID TECHNOLOGY INC COM 05367P10 3760 100935 SH SHARED 01 99335 1600 D AVID TECHNOLOGY INC COM 05367P10 2420 64962 SH SHARED 04 43428 21534 D AVID TECHNOLOGY INC COM 05367P10 14881 399402 SH SHARED 17 389502 9900 D AVID TECHNOLOGY INC COM 05367P10 5038 135218 SH SHARED 19 135218 D AVIGEN INC COM 05369010 3 617 SH SHARED 617 D AVIS BUDGET GROUP COM 05377410 25987 1198115 SH SHARED 1177620 20495 D AVIS BUDGET GROUP COM 05377410 619 28575 SH SHARED 01 28575 D AVIS BUDGET GROUP COM 05377410 1045 48219 SH SHARED 02 48219 D AVIS BUDGET GROUP COM 05377410 1 56 SH SHARED 05 56 D AVIS BUDGET GROUP COM 05377410 76 3516 SH SHARED 06 2785 731 D AVIS BUDGET GROUP COM 05377410 22 1030 SH SHARED 14 1030 D AVIS BUDGET GROUP COM 05377410 76 3510 SH SHARED 17 3510 D AVIS BUDGET GROUP COM 05377410 21 1000 SH SHR/OTHR 20 1000 D AVISTA CORP COM 05379B10 1217 48092 SH SHARED 48092 D AVISTA CORP COM 05379B10 179 7100 SH SHARED 01 7100 D AVISTA CORP COM 05379B10 4034 159400 SH SHARED 10 159400 D AVISTA CORP COM 05379B10 1751 69200 SH SHARED 17 3800 65400 D AVNET INC COM 05380710 11637 455836 SH SHARED 455836 D AVNET INC COM 05380710 1968 77100 SH SHARED 01 33900 43200 D AVNET INC COM 05380710 488 19128 SH SHARED 02 19128 D AVNET INC COM 05380710 132 5200 SH SHARED 06 4300 900 D AVNET INC COM 05380710 39 1546 SH SHARED 14 1546 D AVNET INC COM 05380710 303 11900 SH SHARED 17 11600 300 D AVNET INC COM 05380710 259 10180 SH SHARED 21 10180 D AVIZA TECHNOLOGY INC COM 05381A10 6 1539 SH SHARED 1539 D AVOCENT CORP COM 05389310 14075 415826 SH SHARED 415826 D AVOCENT CORP COM 05389310 568 16795 SH SHARED 01 1500 15295 D AVOCENT CORP COM 05389310 169 5000 SH SHARED 02 5000 D AVOCENT CORP COM 05389310 6807 201100 SH SHARED 10 201100 D AVOCENT CORP COM 05389310 13536 399900 SH SHARED 17 295500 104400 D AVON PRODS INC COM 05430310 61439 1859537 SH SHARED 1847487 12050 D AVON PRODS INC COM 05430310 5645 170855 SH SHARED 01 34160 136695 D AVON PRODS INC COM 05430310 429 13000 SH SHR/OTHR 01 13000 D AVON PRODS INC COM 05430310 4724 142980 SH SHARED 02 78832 64148 D AVON PRODS INC COM 05430310 7 220 SH SHARED 05 220 D AVON PRODS INC COM 05430310 2157 65290 SH SHARED 06 61150 4140 D AVON PRODS INC COM 05430310 72 2200 SH SHARED 10 2200 D AVON PRODS INC COM 05430310 42 1300 SH SHARED 14 1300 D AVON PRODS INC COM 05430310 8310 251540 SH SHARED 17 227940 23600 D AVON PRODS INC COM 05430310 5 170 SH SHARED 19 170 D AVON PRODS INC COM 05430310 115 3500 SH SHARED 20 400 3100 D AVON PRODS INC COM 05430310 165 5000 SH SHR/OTHR 20 5000 D AVON PRODS INC COM 05430310 396 12000 SH SHARED 21 12000 D AVON PRODS INC COM 05430310 59 1800 SH SHARED 22 1800 D AVON PRODS INC COM 05430310 367 11120 SH SHARED 23 11120 D AVON PRODS INC COM 05430310 1414 42800 SH SHR/OTHR 23 42800 D AWARE INC MASS COM 05453N10 2 474 SH SHARED 474 D AXA SPONSORED ADR 05453610 1536 38100 SH SHARED 38100 D AXA SPONSORED ADR 05453610 5 140 SH SHARED 02 140 D AXA SPONSORED ADR 05453610 17 439 SH SHARED 20 439 D AXCELIS TECHNOLOGIES INC NOTE 4.250% 1/1 054540AB 1 2000 PRN SHARED 02 2000 D AXCELIS TECHNOLOGIES INC COM 05454010 2305 395506 SH SHARED 395506 D AXCELIS TECHNOLOGIES INC COM 05454010 17 3066 SH SHARED 01 3066 D AXCELIS TECHNOLOGIES INC COM 05454010 1 200 SH SHARED 02 200 D AXCELIS TECHNOLOGIES INC COM 05454010 16 2828 SH SHARED 23 2828 D AXESSTEL INC COM 05459T10 31 16060 SH SHARED 02 16060 D AXSYS TECHNOLOGIES INC COM 05461510 3 212 SH SHARED 212 D AZTAR CORP COM 05480210 105714 1942568 SH SHARED 1942568 D AZTAR CORP COM 05480210 87 1600 SH SHARED 01 1600 D AZTAR CORP COM 05480210 2721 50000 SH SHARED 02 50000 D AZTAR CORP COM 05480210 702 12900 SH SHARED 17 6100 6800 D AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB 1488 1358000 PRN SHARED 1358000 D AXCAN PHARMA INC COM 05492310 712 50000 SH SHARED 50000 D AXCAN PHARMA INC COM 05492310 509 35788 SH SHARED 02 35788 D BB&T CORP COM 05493710 33708 767325 SH SHARED 757355 9970 D BB&T CORP COM 05493710 2411 54896 SH SHARED 01 54896 D BB&T CORP COM 05493710 10179 231728 SH SHARED 02 203016 28712 D BB&T CORP COM 05493710 11 260 SH SHARED 05 260 D BB&T CORP COM 05493710 2120 48260 SH SHARED 06 43450 4810 D BB&T CORP COM 05493710 118 2700 SH SHARED 14 2700 D BB&T CORP COM 05493710 11535 262584 SH SHARED 17 253652 8932 D BB&T CORP COM 05493710 228 5211 SH SHARED 20 5211 D BB&T CORP COM 05493710 70 1600 SH SHR/OTHR 22 1600 D BB&T CORP COM 05493710 136 3100 SH SHR/OTHR 23 3100 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 565 28244 SH SHARED 28244 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 14 700 SH SHARED 02 700 D B & G FOODS INC NEW UNIT 99/99/9999 05508R20 682 34100 SH SHARED 17 34100 D B A S F A G SPONSORED ADR 05526250 2099 21600 SH SHARED 21600 D B A S F A G SPONSORED ADR 05526250 9 100 SH SHARED 02 100 D B A S F A G SPONSORED ADR 05526250 127 1310 SH SHARED 10 1310 D BCB BANCORP INC COM 05529810 2 123 SH SHARED 123 D BCE INC COM NEW 05534B76 779 28856 SH SHARED 18856 10000 D BCE INC COM NEW 05534B76 297 11022 SH SHARED 01 11022 D BCE INC COM NEW 05534B76 92 3429 SH SHARED 02 3429 D BCE INC COM NEW 05534B76 5 201 SH SHARED 05 201 D BCE INC COM NEW 05534B76 63 2367 SH SHARED 06 904 1463 D BCE INC COM NEW 05534B76 406 15039 SH SHARED 14 15039 D BCE INC COM NEW 05534B76 522 19369 SH SHARED 17 19369 D BCE INC COM NEW 05534B76 49 1830 SH SHR/OTHR 23 1830 D BFC FINL CORP CL A 05538420 80 12120 SH SHARED 12120 D BG PLC ADR FIN INST N 05543420 75 1100 SH SHARED 1100 D BG PLC ADR FIN INST N 05543420 590 8625 SH SHR/OTHR 01 8625 D BG PLC ADR FIN INST N 05543420 15 225 SH SHARED 10 225 D BG PLC ADR FIN INST N 05543420 85 1254 SH SHARED 23 1254 D BHP BILLITON PLC SPONSORED ADR 05545E20 22 600 SH SHARED 01 600 D BHP BILLITON PLC SPONSORED ADR 05545E20 104 2810 SH SHARED 10 2810 D BISYS GROUP INC COM 05547210 3185 246764 SH SHARED 246764 D BISYS GROUP INC COM 05547210 972 75300 SH SHARED 01 35100 40200 D BISYS GROUP INC COM 05547210 176 13650 SH SHARED 02 11900 1750 D BISYS GROUP INC COM 05547210 859 66600 SH SHARED 17 41400 25200 D BJS WHOLESALE CLUB INC COM 05548J10 23136 743697 SH SHARED 743697 D BJS WHOLESALE CLUB INC COM 05548J10 1424 45800 SH SHARED 01 22500 23300 D BJS WHOLESALE CLUB INC COM 05548J10 221 7115 SH SHARED 02 7115 D BJS WHOLESALE CLUB INC COM 05548J10 23 750 SH SHARED 04 750 D BJS WHOLESALE CLUB INC COM 05548J10 10659 342650 SH SHARED 10 334275 8375 D BJS WHOLESALE CLUB INC COM 05548J10 124 4000 SH SHARED 15 4000 D BJS WHOLESALE CLUB INC COM 05548J10 320 10300 SH SHARED 17 10300 D BJ SVCS CO COM 05548210 29035 990291 SH SHARED 949891 40400 D BJ SVCS CO COM 05548210 3172 108198 SH SHARED 01 17765 90433 D BJ SVCS CO COM 05548210 905 30900 SH SHR/OTHR 01 30900 D BJ SVCS CO COM 05548210 12348 421146 SH SHARED 02 397086 24060 D BJ SVCS CO COM 05548210 3665 125000 SH SHARED 04 125000 D BJ SVCS CO COM 05548210 936 31952 SH SHARED 06 29172 2780 D BJ SVCS CO COM 05548210 123721 4219710 SH SHARED 10 3139575 1080135 D BJ SVCS CO COM 05548210 290 9900 SH SHR/OTHR 10 9900 D BJ SVCS CO COM 05548210 440 15018 SH SHARED 14 15018 D BJ SVCS CO COM 05548210 18020 614614 SH SHARED 17 608414 6200 D BJ SVCS CO COM 05548210 506 17290 SH SHARED 20 4035 13255 D BJ SVCS CO COM 05548210 469 16025 SH SHARED 22 8600 7425 D BJ SVCS CO COM 05548210 29 1000 SH SHR/OTHR 22 1000 D BJ SVCS CO COM 05548210 78 2675 SH SHARED 23 2675 D BJ SVCS CO COM 05548210 161 5500 SH SHR/OTHR 23 5500 D BOK FINL CORP COM NEW 05561Q20 30 546 SH SHARED 546 D BOK FINL CORP COM NEW 05561Q20 16 297 SH SHARED 02 297 D BP PLC SPONSORED ADR 05562210 151454 2257144 SH SHARED 2241444 15700 D BP PLC SPONSORED ADR 05562210 11103 165472 SH SHARED 01 11894 153578 D BP PLC SPONSORED ADR 05562210 8359 124577 SH SHR/OTHR 01 124577 D BP PLC SPONSORED ADR 05562210 4958 73892 SH SHARED 02 73892 D BP PLC SPONSORED ADR 05562210 482 7198 SH SHARED 06 7198 D BP PLC SPONSORED ADR 05562210 85031 1267240 SH SHARED 10 1070912 196328 D BP PLC SPONSORED ADR 05562210 808 12044 SH SHR/OTHR 10 12044 D BP PLC SPONSORED ADR 05562210 758 11300 SH SHARED 17 11300 D BP PLC SPONSORED ADR 05562210 4000 59621 SH SHARED 20 6795 52826 D BP PLC SPONSORED ADR 05562210 2022 30145 SH SHR/OTHR 20 30145 D BP PLC SPONSORED ADR 05562210 5859 87323 SH SHARED 21 87323 D BP PLC SPONSORED ADR 05562210 143 2132 SH SHR/OTHR 21 2132 D BP PLC SPONSORED ADR 05562210 647 9656 SH SHARED 22 6050 3606 D BP PLC SPONSORED ADR 05562210 392 5847 SH SHR/OTHR 22 5847 D BP PLC SPONSORED ADR 05562210 20473 305126 SH SHARED 23 302974 2152 D BP PLC SPONSORED ADR 05562210 23755 354029 SH SHR/OTHR 23 354029 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 710 9228 SH SHARED 9228 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 169 2200 SH SHARED 01 2200 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 1324 17200 SH SHARED 17 17200 D BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 49 640 SH SHR/OTHR 23 640 D BRE PROPERTIES INC CL A 05564E10 1758 27044 SH SHARED 27044 D BRE PROPERTIES INC CL A 05564E10 158 2443 SH SHARED 02 883 1560 D BRE PROPERTIES INC CL A 05564E10 68503 1053570 SH SHARED 11 374070 679500 D BRE PROPERTIES INC CL A 05564E10 370 5700 SH SHR/OTHR 20 5700 D BRE PROPERTIES INC CL A 05564E10 45 700 SH SHR/OTHR 23 700 D BNP RESIDENTIAL PPTYS INC COM 05564T10 1455 60256 SH SHARED 60256 D BNP RESIDENTIAL PPTYS INC COM 05564T10 79 3300 SH SHARED 02 800 2500 D BRT RLTY TR SH BEN INT NEW 05564530 4 180 SH SHARED 180 D BRT RLTY TR SH BEN INT NEW 05564530 27 1000 SH SHARED 02 1000 D BSD MED CORP DEL COM 05566210 1 252 SH SHARED 252 D BT GROUP PLC ADR 05577E10 41923 700010 SH SHARED 700010 D BMC SOFTWARE INC COM 05592110 10787 335009 SH SHARED 335009 D BMC SOFTWARE INC COM 05592110 1699 52784 SH SHARED 01 21182 31602 D BMC SOFTWARE INC COM 05592110 3005 93347 SH SHARED 02 92331 1016 D BMC SOFTWARE INC COM 05592110 6 200 SH SHARED 05 200 D BMC SOFTWARE INC COM 05592110 1579 49060 SH SHARED 06 46450 2610 D BMC SOFTWARE INC COM 05592110 1753 54465 SH SHARED 10 54465 D BMC SOFTWARE INC COM 05592110 315 9799 SH SHARED 14 9799 D BMC SOFTWARE INC COM 05592110 11220 348475 SH SHARED 17 112375 236100 D BMC SOFTWARE INC COM 05592110 9 280 SH SHR/OTHR 21 280 D BPI ENERGY HOLDINGS INC COM 05593410 0 1 SH SHARED 02 1 D BTU INTL INC COM 05603210 1 187 SH SHARED 187 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 98 45400 SH SHARED 45400 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 0 60 SH SHARED 02 60 D BADGER METER INC COM 05652510 298 10783 SH SHARED 10783 D BADGER METER INC COM 05652510 2096 75700 SH SHARED 17 75700 D BAIDU COM INC SPON ADR REP A 05675210 1081 9600 SH SHARED 9600 D BAIDU COM INC SPON ADR REP A 05675210 66 592 SH SHARED 02 592 D BAIDU COM INC SPON ADR REP A 05675210 14649 130000 SH SHARED 04 130000 D BAIDU COM INC SPON ADR REP A 05675210 6885 61100 SH SHARED 17 61100 D BAIRNCO CORP COM 05709710 1 123 SH SHARED 123 D BAKER MICHAEL CORP COM 05714910 3 168 SH SHARED 168 D BAKER HUGHES INC COM 05722410 69800 934915 SH SHARED 920115 14800 D BAKER HUGHES INC COM 05722410 5305 71059 SH SHARED 01 790 70269 D BAKER HUGHES INC COM 05722410 134 1800 SH SHR/OTHR 01 1800 D BAKER HUGHES INC COM 05722410 11098 148649 SH SHARED 02 147074 1575 D BAKER HUGHES INC COM 05722410 28072 376000 SH SHARED 04 376000 D BAKER HUGHES INC COM 05722410 10 140 SH SHARED 05 140 D BAKER HUGHES INC COM 05722410 13954 186909 SH SHARED 06 183709 3200 D BAKER HUGHES INC COM 05722410 201197 2694855 SH SHARED 10 1385060 799300 510495 D BAKER HUGHES INC COM 05722410 268 3600 SH SHR/OTHR 10 3600 D BAKER HUGHES INC COM 05722410 1850 24782 SH SHARED 14 24782 D BAKER HUGHES INC COM 05722410 2904 38900 SH SHARED 16 38900 D BAKER HUGHES INC COM 05722410 16317 218563 SH SHARED 17 205663 12900 D BAKER HUGHES INC COM 05722410 551 7385 SH SHARED 20 2475 4910 D BAKER HUGHES INC COM 05722410 29 390 SH SHR/OTHR 21 390 D BAKER HUGHES INC COM 05722410 371 4970 SH SHARED 22 2975 1995 D BAKER HUGHES INC COM 05722410 104 1400 SH SHR/OTHR 22 1400 D BAKER HUGHES INC COM 05722410 194 2600 SH SHARED 23 2600 D BAKER HUGHES INC COM 05722410 350 4690 SH SHR/OTHR 23 4690 D BAKERS FOOTWEAR GROUP INC COM 05746510 1 129 SH SHARED 129 D BALCHEM CORP COM 05766520 230 8985 SH SHARED 8985 D BALDOR ELEC CO COM 05774110 2313 69214 SH SHARED 69214 D BALDOR ELEC CO COM 05774110 1025 30700 SH SHARED 02 30700 D BALDOR ELEC CO COM 05774110 46 1400 SH SHARED 17 300 1100 D BALDWIN & LYONS INC CL B 05775520 326 12794 SH SHARED 12794 D BALDWIN TECHNOLOGY INC CL A 05826410 1 338 SH SHARED 338 D BALL CORP COM 05849810 12586 288675 SH SHARED 278675 10000 D BALL CORP COM 05849810 783 17974 SH SHARED 01 17974 D BALL CORP COM 05849810 1361 31226 SH SHARED 02 31226 D BALL CORP COM 05849810 410 9420 SH SHARED 06 8900 520 D BALL CORP COM 05849810 1846 42360 SH SHARED 17 41460 900 D BALLANTYNE OMAHA INC COM 05851610 1 334 SH SHARED 334 D BALLARD PWR SYS INC COM 05858H10 1472 258838 SH SHARED 248838 10000 D BALLARD PWR SYS INC COM 05858H10 1365 240000 SH SHARED 04 240000 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 1897 774289 SH SHARED 774289 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 94 38433 SH SHARED 01 38433 D BALLY TOTAL FITNESS HLDG COR COM 05873K10 367 150000 SH SHARED 02 150000 D BALLY TECHNOLOGIES INC COM 05874B10 758 40588 SH SHARED 40588 D BALLY TECHNOLOGIES INC COM 05874B10 74 4000 SH SHARED 01 4000 D BALLY TECHNOLOGIES INC COM 05874B10 1481 79300 SH SHARED 14 79300 D BALLY TECHNOLOGIES INC COM 05874B10 10102 540800 SH SHARED 17 540800 D BANCFIRST CORP COM 05945F10 295 5478 SH SHARED 5478 D BANCFIRST CORP COM 05945F10 21 400 SH SHARED 01 400 D BANCFIRST CORP COM 05945F10 675 12500 SH SHARED 10 12500 D BANCFIRST CORP COM 05945F10 140 2600 SH SHARED 17 2600 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 2158 89700 SH SHARED 89700 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 37016 917378 SH SHARED 903528 13850 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 4160 103100 SH SHARED 01 103100 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 87188 2160800 SH SHARED 04 2160800 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 3958 98100 SH SHARED 06 48100 50000 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 97166 2408100 SH SHARED 10 2395200 12900 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 766 19000 SH SHARED 14 19000 D BANCO DE CHILE SPONSORED ADR 05952010 84 1645 SH SHARED 1645 D BANCO DE CHILE SPONSORED ADR 05952010 5 100 SH SHARED 02 100 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 6606 182749 SH SHARED 169249 13500 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 52779 1460000 SH SHARED 04 1460000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 3380 93500 SH SHARED 06 42500 51000 D BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 05960220 52768 1459700 SH SHARED 10 1459700 D BANCO MACRO SA SPON ADR B 05961W10 671 21500 SH SHARED 21500 D BANCO MACRO SA SPON ADR B 05961W10 2865 91800 SH SHARED 01 91800 D BANCO MACRO SA SPON ADR B 05961W10 780 25000 SH SHARED 04 25000 D BANCO MACRO SA SPON ADR B 05961W10 5408 173300 SH SHARED 10 161800 11500 D BANCO SANTANDER CENT HISPANO ADR 05964H10 1584 84900 SH SHARED 84900 D BANCO SANTANDER CENT HISPANO ADR 05964H10 17 945 SH SHARED 10 945 D BANCO SANTANDER CENT HISPANO ADR 05964H10 18 1007 SH SHARED 20 1007 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 1661 34496 SH SHARED 34496 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 2441 50700 SH SHARED 01 50700 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 2408 50000 SH SHARED 04 50000 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X10 8981 186500 SH SHARED 10 186500 D BANCOLOMBIA S A SPON ADR PREF 05968L10 3751 120500 SH SHARED 120500 D BANCOLOMBIA S A SPON ADR PREF 05968L10 7184 230790 SH SHARED 01 230790 D BANCOLOMBIA S A SPON ADR PREF 05968L10 1556 50000 SH SHARED 04 50000 D BANCOLOMBIA S A SPON ADR PREF 05968L10 25467 818100 SH SHARED 10 807400 10700 D BANCORP INC DEL COM 05969A10 246 8316 SH SHARED 8316 D BANCORP RHODE ISLAND INC COM 05969010 4 98 SH SHARED 98 D BANCORP RHODE ISLAND INC COM 05969010 54 1250 SH SHR/OTHR 23 1250 D BANCORPSOUTH INC COM 05969210 49 1832 SH SHARED 1832 D BANCORPSOUTH INC COM 05969210 24 900 SH SHARED 01 900 D BANCORPSOUTH INC COM 05969210 55 2067 SH SHARED 02 1067 1000 D BANCORPSOUTH INC COM 05969210 118 4400 SH SHARED 17 500 3900 D BANCROFT FUND LTD COM 05969510 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23 325223 D BANK OF GRANITE CORP COM 06240110 236 12475 SH SHARED 12475 D BANK OF GRANITE CORP COM 06240110 125 6625 SH SHARED 17 6625 D BANK HAWAII CORP COM 06254010 2094 38816 SH SHARED 31583 7233 D BANK HAWAII CORP COM 06254010 938 17400 SH SHARED 01 17400 D BANK HAWAII CORP COM 06254010 302 5616 SH SHARED 02 5616 D BANK HAWAII CORP COM 06254010 37 700 SH SHARED 17 700 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 10311 174205 SH SHARED 172405 1800 D BANK MONTREAL QUE COM 06367110 37 627 SH SHARED 01 627 D BANK MONTREAL QUE COM 06367110 11833 199922 SH SHARED 02 199922 D BANK MONTREAL QUE COM 06367110 79314 1340000 SH SHARED 04 1340000 D BANK MONTREAL QUE COM 06367110 13 228 SH SHARED 05 228 D BANK MONTREAL QUE COM 06367110 203 3439 SH SHARED 06 1339 2100 D BANK MONTREAL QUE COM 06367110 430 7269 SH SHARED 14 7269 D BANK MONTREAL QUE COM 06367110 74 1252 SH SHARED 17 1252 D BANK MUTUAL CORP NEW COM 06375010 1048 86584 SH SHARED 86584 D BANK OF THE OZARKS INC COM 06390410 304 9202 SH SHARED 9202 D BANK NEW YORK INC COM 06405710 54468 1383506 SH SHARED 1375826 7680 D BANK NEW YORK INC COM 06405710 23484 596510 SH SHARED 01 130320 466190 D BANK NEW YORK INC COM 06405710 586 14900 SH SHR/OTHR 01 14900 D BANK NEW YORK INC COM 06405710 17336 440346 SH SHARED 02 431865 8481 D BANK NEW YORK INC COM 06405710 437 11100 SH SHARED 04 11100 D BANK NEW YORK INC COM 06405710 15 390 SH SHARED 05 390 D BANK NEW YORK INC COM 06405710 2686 68227 SH SHARED 06 61547 6680 D BANK NEW YORK INC COM 06405710 116957 2970730 SH SHARED 10 141000 2806730 23000 D BANK NEW YORK INC COM 06405710 3572 90750 SH SHARED 14 90750 D BANK NEW YORK INC COM 06405710 6023 153000 SH SHARED 16 153000 D BANK NEW YORK INC COM 06405710 12969 329415 SH SHARED 17 316015 13400 D BANK NEW YORK INC COM 06405710 2 64 SH SHARED 20 64 D BANK NEW YORK INC COM 06405710 578 14700 SH SHR/OTHR 22 14700 D BANK NEW YORK INC COM 06405710 2518 63979 SH SHARED 23 63979 D BANK NEW YORK INC COM 06405710 4078 103600 SH SHR/OTHR 23 103600 D BANK NOVA SCOTIA HALIFAX COM 06414910 2099 46863 SH SHARED 42778 4085 D BANK NOVA SCOTIA HALIFAX COM 06414910 59 1337 SH SHARED 01 1337 D BANK NOVA SCOTIA HALIFAX COM 06414910 25297 564672 SH SHARED 02 564672 D BANK NOVA SCOTIA HALIFAX COM 06414910 4995 111500 SH SHARED 04 66500 45000 D BANK NOVA SCOTIA HALIFAX COM 06414910 15 352 SH SHARED 05 352 D BANK NOVA SCOTIA HALIFAX COM 06414910 31767 709106 SH SHARED 06 148106 561000 D BANK NOVA SCOTIA HALIFAX COM 06414910 429 9579 SH SHARED 14 9579 D BANK NOVA SCOTIA HALIFAX COM 06414910 1032 23050 SH SHARED 15 23050 D BANK NOVA SCOTIA HALIFAX COM 06414910 114 2552 SH SHARED 17 2552 D BANK NOVA SCOTIA HALIFAX COM 06414910 13 307 SH SHARED 20 307 D BANK SOUTH CAROLINA CORP COM 06506610 1 81 SH SHARED 81 D BANKATLANTIC BANCORP CL A 06590850 1528 110682 SH SHARED 110682 D BANKATLANTIC BANCORP CL A 06590850 162 11800 SH SHARED 01 11800 D BANKATLANTIC BANCORP CL A 06590850 20 1500 SH SHARED 02 1500 D BANKATLANTIC BANCORP CL A 06590850 1452 105200 SH SHARED 10 105200 D BANKATLANTIC BANCORP CL A 06590850 3734 270400 SH SHARED 17 231800 38600 D BANKFINANCIAL CORP COM 06643P10 916 51479 SH SHARED 51479 D BANKFINANCIAL CORP COM 06643P10 0 35 SH SHARED 02 35 D BANKFINANCIAL CORP COM 06643P10 7 445 SH SHARED 20 445 D BANKRATE INC COM 06646V10 304 8023 SH SHARED 8023 D BANKRATE INC COM 06646V10 246 6500 SH SHARED 01 6500 D BANKRATE INC COM 06646V10 1882 49600 SH SHARED 17 49600 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 73 75000 PRN SHARED 02 75000 D BANKUNITED FINL CORP CL A 06652B10 701 25106 SH SHARED 25106 D BANKUNITED FINL CORP CL A 06652B10 1051 37600 SH SHARED 01 23600 14000 D BANKUNITED FINL CORP CL A 06652B10 32 1175 SH SHARED 02 1175 D BANKUNITED FINL CORP CL A 06652B10 7361 263300 SH SHARED 10 263300 D BANKUNITED FINL CORP CL A 06652B10 8575 306700 SH SHARED 17 230300 76400 D BANKUNITED FINL CORP CL A 06652B10 10 373 SH SHARED 20 373 D BANNER CORP COM 06652V10 420 9476 SH SHARED 9476 D BANNER CORP COM 06652V10 141 3200 SH SHARED 10 3200 D BANNER CORP COM 06652V10 381 8600 SH SHARED 17 8600 D BANTA CORP COM 06682110 32304 887481 SH SHARED 887481 D BANTA CORP COM 06682110 298 8200 SH SHARED 01 8200 D BANTA CORP COM 06682110 115 3184 SH SHARED 02 3184 D BANTA CORP COM 06682110 473 13000 SH SHARED 17 7500 5500 D BAR HBR BANKSHARES COM 06684910 3 100 SH SHARED 100 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 32 65645 PRN SHARED 01 5590 60055 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 0 600 PRN SHR/OTHR 01 600 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 0 2000 PRN SHARED 02 2000 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 0 1230 PRN SHARED 10 1230 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 6 13850 PRN SHARED 20 6925 6925 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 4 9090 PRN SHR/OTHR 20 9090 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 5 11250 PRN SHARED 21 11250 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 0 1425 PRN SHR/OTHR 21 1425 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 1 3055 PRN SHARED 22 3055 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 1 3700 PRN SHR/OTHR 22 3700 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 209 428175 PRN SHARED 23 414545 13630 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 52 106472 PRN SHR/OTHR 23 106472 D BARCLAYS BK PLC GSCI TTL RET36 06738C79 6 15456 PRN SHARED 02 15456 D BARCLAYS PLC ADR 06738E20 3139 54000 SH SHARED 54000 D BARCLAYS PLC ADR 06738E20 69 1200 SH SHARED 01 1200 D BARCLAYS PLC ADR 06738E20 28 490 SH SHARED 02 490 D BARCLAYS PLC ADR 06738E20 73 1260 SH SHARED 20 260 1000 D BARD C R INC COM 06738310 11279 135941 SH SHARED 135941 D BARD C R INC COM 06738310 1451 17489 SH SHARED 01 200 17289 D BARD C R INC COM 06738310 4727 56974 SH SHARED 02 56949 25 D BARD C R INC COM 06738310 1659 20000 SH SHARED 04 20000 D BARD C R INC COM 06738310 8 100 SH SHARED 05 100 D BARD C R INC COM 06738310 1424 17170 SH SHARED 06 16450 720 D BARD C R INC COM 06738310 94068 1133760 SH SHARED 10 188710 889490 55560 D BARD C R INC COM 06738310 6371 76792 SH SHARED 17 69692 7100 D BARD C R INC COM 06738310 2 25 SH SHARED 20 25 D BARE ESCENTUALS INC COM 06751110 2129 68548 SH SHARED 68548 D BARE ESCENTUALS INC COM 06751110 6 221 SH SHARED 02 221 D BARNES & NOBLE INC COM 06777410 19061 480026 SH SHARED 480026 D BARNES & NOBLE INC COM 06777410 683 17200 SH SHARED 01 17200 D BARNES & NOBLE INC COM 06777410 360 9090 SH SHARED 02 8530 560 D BARNES & NOBLE INC COM 06777410 897 22600 SH SHARED 17 22600 D BARNES & NOBLE INC COM 06777410 66 1670 SH SHARED 21 1670 D BARNES GROUP INC COM 06780610 2592 119208 SH SHARED 119208 D BARNES GROUP INC COM 06780610 13 600 SH SHARED 17 600 D BARRICK GOLD CORP COM 06790110 132380 4312059 SH SHARED 4159559 152500 D BARRICK GOLD CORP COM 06790110 254 8288 SH SHARED 01 3170 5118 D BARRICK GOLD CORP COM 06790110 20253 659709 SH SHARED 02 652754 6955 D BARRICK GOLD CORP COM 06790110 349 11400 SH SHARED 04 11400 D BARRICK GOLD CORP COM 06790110 12 422 SH SHARED 05 422 D BARRICK GOLD CORP COM 06790110 7857 255959 SH SHARED 06 252067 3892 D BARRICK GOLD CORP COM 06790110 45106 1469279 SH SHARED 10 1469279 D BARRICK GOLD CORP COM 06790110 607 19777 SH SHARED 14 19777 D BARRICK GOLD CORP COM 06790110 191 6231 SH SHARED 17 6231 D BARRICK GOLD CORP COM 06790110 21 700 SH SHARED 19 700 D BARRICK GOLD CORP COM 06790110 195 6381 SH SHARED 20 1674 4707 D BARRICK GOLD CORP COM 06790110 2 95 SH SHR/OTHR 21 95 D BARRICK GOLD CORP COM 06790110 122 4000 SH SHR/OTHR 23 4000 D BARNWELL INDS INC COM 06822110 2 119 SH SHARED 119 D BARR PHARMACEUTICALS INC COM 06830610 26184 522435 SH SHARED 522435 D BARR PHARMACEUTICALS INC COM 06830610 501 10000 SH SHARED 01 10000 D BARR PHARMACEUTICALS INC COM 06830610 50 1000 SH SHR/OTHR 01 1000 D BARR PHARMACEUTICALS INC COM 06830610 950 18958 SH SHARED 02 18378 580 D BARR PHARMACEUTICALS INC COM 06830610 325 6500 SH SHARED 06 6500 D BARR PHARMACEUTICALS INC COM 06830610 210 4200 SH SHARED 10 4200 D BARR PHARMACEUTICALS INC COM 06830610 2896 57800 SH SHARED 17 57300 500 D BARR PHARMACEUTICALS INC COM 06830610 2 50 SH SHARED 20 50 D BARRETT BILL CORP COM 06846N10 601 22094 SH SHARED 22094 D BARRETT BILL CORP COM 06846N10 1678 61700 SH SHARED 17 41200 20500 D BARRETT BUSINESS SERVICES IN COM 06846310 125 5364 SH SHARED 5364 D BARRIER THERAPEUTICS INC COM 06850R10 3 404 SH SHARED 404 D BARRIER THERAPEUTICS INC COM 06850R10 25 3372 SH SHARED 02 3372 D BARRY R G CORP OHIO COM 06879810 1 226 SH SHARED 226 D BASIC ENERGY SVCS INC NEW COM 06985P10 1616 65561 SH SHARED 65561 D BASIC ENERGY SVCS INC NEW COM 06985P10 976 39600 SH SHARED 17 34200 5400 D BASIN WTR INC COM 07011T30 35 5216 SH SHARED 5216 D BASIN WTR INC COM 07011T30 3689 544969 SH SHARED 01 544969 D BASIN WTR INC COM 07011T30 113 16800 SH SHARED 02 16800 D BASSETT FURNITURE INDS INC COM 07020310 4839 296166 SH SHARED 296166 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BASSETT FURNITURE INDS INC COM 07020310 31 1900 SH SHARED 17 1900 D BAUER EDDIE HLDGS INC COM 07162510 233 25740 SH SHARED 25740 D BAUSCH & LOMB INC COM 07170710 4504 86530 SH SHARED 83270 3260 D BAUSCH & LOMB INC COM 07170710 442 8500 SH SHARED 01 8500 D BAUSCH & LOMB INC COM 07170710 1264 24296 SH SHARED 02 13116 11180 D BAUSCH & LOMB INC COM 07170710 222 4270 SH SHARED 06 3800 470 D BAUSCH & LOMB INC COM 07170710 75 1443 SH SHARED 14 1443 D BAUSCH & LOMB INC COM 07170710 2603 50000 SH SHARED 15 50000 D BAUSCH & LOMB INC COM 07170710 2794 53672 SH SHARED 17 50572 3100 D BAXTER INTL INC COM 07181310 51674 1113908 SH SHARED 1085008 28900 D BAXTER INTL INC COM 07181310 7201 155240 SH SHARED 01 4765 150475 D BAXTER INTL INC COM 07181310 164 3550 SH SHR/OTHR 01 3550 D BAXTER INTL INC COM 07181310 5912 127447 SH SHARED 02 113126 14321 D BAXTER INTL INC COM 07181310 23233 500837 SH SHARED 04 500500 337 D BAXTER INTL INC COM 07181310 13 290 SH SHARED 05 290 D BAXTER INTL INC COM 07181310 8402 181120 SH SHARED 06 56550 124570 D BAXTER INTL INC COM 07181310 332918 7176525 SH SHARED 10 2818690 3316690 1041145 D BAXTER INTL INC COM 07181310 324 7000 SH SHR/OTHR 10 7000 D BAXTER INTL INC COM 07181310 1076 23208 SH SHARED 14 23208 D BAXTER INTL INC COM 07181310 20732 446908 SH SHARED 17 378908 68000 D BAXTER INTL INC COM 07181310 1386 29885 SH SHARED 20 6370 23515 D BAXTER INTL INC COM 07181310 473 10200 SH SHR/OTHR 20 10200 D BAXTER INTL INC COM 07181310 296 6399 SH SHARED 21 6399 D BAXTER INTL INC COM 07181310 517 11147 SH SHARED 22 5875 5272 D BAXTER INTL INC COM 07181310 155 3350 SH SHR/OTHR 22 3350 D BAXTER INTL INC COM 07181310 706 15225 SH SHARED 23 15225 D BAXTER INTL INC COM 07181310 2892 62345 SH SHR/OTHR 23 62345 D BAYER A G SPONSORED ADR 07273030 28 530 SH SHARED 02 530 D BAYER A G SPONSORED ADR 07273030 99 1860 SH SHARED 10 1860 D BAYTEX ENERGY TR TRUST UNIT 07317610 693 36600 SH SHARED 36600 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 153 16200 SH SHARED 16200 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 237 25000 SH SHARED 02 25000 D BE AEROSPACE INC COM 07330210 1993 77611 SH SHARED 77611 D BE AEROSPACE INC COM 07330210 1760 68550 SH SHARED 01 68250 300 D BE AEROSPACE INC COM 07330210 3959 154200 SH SHARED 10 154200 D BE AEROSPACE INC COM 07330210 28992 1129000 SH SHARED 17 1129000 D BEA SYS INC COM 07332510 20947 1665124 SH SHARED 1510824 154300 D BEA SYS INC COM 07332510 903 71857 SH SHARED 01 38400 33457 D BEA SYS INC COM 07332510 3055 242871 SH SHARED 02 224864 18007 D BEA SYS INC COM 07332510 3371 268000 SH SHARED 04 268000 D BEA SYS INC COM 07332510 3 300 SH SHARED 05 300 D BEA SYS INC COM 07332510 1787 142120 SH SHARED 06 138650 3470 D BEA SYS INC COM 07332510 9188 730400 SH SHARED 10 730400 D BEA SYS INC COM 07332510 1326 105417 SH SHARED 14 105417 D BEA SYS INC COM 07332510 6900 548532 SH SHARED 17 19832 528700 D BEACH FIRST NATL BANCSHARES COM 07333410 2 117 SH SHARED 117 D BEACON POWER CORP COM 07367710 1 1467 SH SHARED 1467 D BEACON ROOFING SUPPLY INC COM 07368510 5444 289270 SH SHARED 289270 D BEAR STEARNS COS INC COM 07390210 70932 435758 SH SHARED 435758 D BEAR STEARNS COS INC COM 07390210 8603 52853 SH SHARED 01 35953 16900 D BEAR STEARNS COS INC COM 07390210 4471 27468 SH SHARED 02 26668 800 D BEAR STEARNS COS INC COM 07390210 1058 6500 SH SHARED 06 6500 D BEAR STEARNS COS INC COM 07390210 13869 85202 SH SHARED 10 73767 11435 D BEAR STEARNS COS INC COM 07390210 10087 61969 SH SHARED 17 61669 300 D BEAR STEARNS COS INC COM 07390210 67 413 SH SHARED 20 388 25 D BEAR STEARNS COS INC COM 07390210 56 350 SH SHARED 23 350 D BEAR STEARNS COS INC COM 07390210 62 385 SH SHR/OTHR 23 385 D BEARINGPOINT INC COM 07400210 4119 523492 SH SHARED 523492 D BEARINGPOINT INC COM 07400210 13 1700 SH SHARED 01 1700 D BEARINGPOINT INC COM 07400210 495 63000 SH SHARED 04 63000 D BEARINGPOINT INC COM 07400210 6091 774000 SH SHARED 10 774000 D BEARINGPOINT INC COM 07400210 358 45600 SH SHARED 17 45600 D BEASLEY BROADCAST GROUP INC CL A 07401410 1 138 SH SHARED 138 D BEAZER HOMES USA INC COM 07556Q10 3208 68260 SH SHARED 68260 D BEAZER HOMES USA INC COM 07556Q10 2068 44000 SH SHARED 01 9200 34800 D BEAZER HOMES USA INC COM 07556Q10 1504 32003 SH SHARED 02 31603 400 D BEAZER HOMES USA INC COM 07556Q10 709 15100 SH SHARED 14 15100 D BEAZER HOMES USA INC COM 07556Q10 568 12100 SH SHARED 17 12100 D BEBE STORES INC COM 07557110 363 18374 SH SHARED 18374 D BEBE STORES INC COM 07557110 792 40025 SH SHARED 01 39650 375 D BEBE STORES INC COM 07557110 7019 354700 SH SHARED 10 354700 D BEBE STORES INC COM 07557110 21424 1082600 SH SHARED 17 801300 281300 D BECKMAN COULTER INC COM 07581110 5576 93252 SH SHARED 92152 1100 D BECKMAN COULTER INC COM 07581110 1159 19392 SH SHARED 01 19392 D BECKMAN COULTER INC COM 07581110 3984 66629 SH SHARED 02 6905 59724 D BECKMAN COULTER INC COM 07581110 113 1890 SH SHARED 06 1600 290 D BECKMAN COULTER INC COM 07581110 101 1700 SH SHARED 10 1700 D BECKMAN COULTER INC COM 07581110 167 2800 SH SHARED 14 2800 D BECKMAN COULTER INC COM 07581110 1907 31900 SH SHARED 17 10200 21700 D BECTON DICKINSON & CO COM 07588710 25592 364819 SH SHARED 331919 32900 D BECTON DICKINSON & CO COM 07588710 4133 58928 SH SHARED 01 1250 57678 D BECTON DICKINSON & CO COM 07588710 648 9250 SH SHR/OTHR 01 9250 D BECTON DICKINSON & CO COM 07588710 4262 60766 SH SHARED 02 58305 2461 D BECTON DICKINSON & CO COM 07588710 350 5000 SH SHARED 04 5000 D BECTON DICKINSON & CO COM 07588710 9 140 SH SHARED 05 140 D BECTON DICKINSON & CO COM 07588710 2451 34950 SH SHARED 06 32700 2250 D BECTON DICKINSON & CO COM 07588710 10226 145777 SH SHARED 10 56300 89477 D BECTON DICKINSON & CO COM 07588710 98 1400 SH SHR/OTHR 10 1400 D BECTON DICKINSON & CO COM 07588710 403 5745 SH SHARED 14 5745 D BECTON DICKINSON & CO COM 07588710 11446 163170 SH SHARED 17 102470 60700 D BECTON DICKINSON & CO COM 07588710 2867 40878 SH SHARED 20 5353 35525 D BECTON DICKINSON & CO COM 07588710 2371 33800 SH SHR/OTHR 20 33800 D BECTON DICKINSON & CO COM 07588710 19 275 SH SHARED 21 275 D BECTON DICKINSON & CO COM 07588710 28 400 SH SHR/OTHR 21 400 D BECTON DICKINSON & CO COM 07588710 280 4000 SH SHARED 22 2800 1200 D BECTON DICKINSON & CO COM 07588710 94 1340 SH SHR/OTHR 22 1340 D BECTON DICKINSON & CO COM 07588710 517 7375 SH SHARED 23 7175 200 D BECTON DICKINSON & CO COM 07588710 1753 25000 SH SHR/OTHR 23 25000 D BED BATH & BEYOND INC COM 07589610 23067 605450 SH SHARED 605450 D BED BATH & BEYOND INC COM 07589610 1615 42398 SH SHARED 01 150 42248 D BED BATH & BEYOND INC COM 07589610 192 5045 SH SHR/OTHR 01 5045 D BED BATH & BEYOND INC COM 07589610 3925 103019 SH SHARED 02 99714 3305 D BED BATH & BEYOND INC COM 07589610 7 200 SH SHARED 05 200 D BED BATH & BEYOND INC COM 07589610 973 25560 SH SHARED 06 22900 2660 D BED BATH & BEYOND INC COM 07589610 730 19175 SH SHARED 10 15750 3425 D BED BATH & BEYOND INC COM 07589610 14 372 SH SHARED 14 372 D BED BATH & BEYOND INC COM 07589610 7547 198096 SH SHARED 17 190496 7600 D BED BATH & BEYOND INC COM 07589610 577 15170 SH SHARED 18 15170 D BED BATH & BEYOND INC COM 07589610 1361 35740 SH SHARED 20 3850 31890 D BED BATH & BEYOND INC COM 07589610 152 4000 SH SHR/OTHR 20 4000 D BED BATH & BEYOND INC COM 07589610 53 1400 SH SHARED 21 1400 D BED BATH & BEYOND INC COM 07589610 45 1200 SH SHARED 22 1200 D BED BATH & BEYOND INC COM 07589610 13 350 SH SHR/OTHR 22 350 D BED BATH & BEYOND INC COM 07589610 59 1550 SH SHARED 23 1550 D BED BATH & BEYOND INC COM 07589610 192 5050 SH SHR/OTHR 23 5050 D BEL FUSE INC CL B 07734730 1705 49024 SH SHARED 49024 D BEL FUSE INC CL B 07734730 240 6900 SH SHARED 17 6900 D BELDEN CDT INC COM 07745410 1297 33187 SH SHARED 33187 D BELDEN CDT INC COM 07745410 852 21800 SH SHARED 01 21800 D BELDEN CDT INC COM 07745410 1458 37300 SH SHARED 17 26900 10400 D BELL MICROPRODUCTS INC COM 07813710 5 748 SH SHARED 748 D BELLSOUTH CORP COM 07986010 1315815 27930711 SH SHARED 27930711 D BELLSOUTH CORP COM 07986010 14667 311343 SH SHARED 01 3100 308243 D BELLSOUTH CORP COM 07986010 3474 73758 SH SHR/OTHR 01 73758 D BELLSOUTH CORP COM 07986010 42176 895267 SH SHARED 02 869460 25807 D BELLSOUTH CORP COM 07986010 2826 60000 SH SHARED 04 60000 D BELLSOUTH CORP COM 07986010 34 740 SH SHARED 05 740 D BELLSOUTH CORP COM 07986010 8079 171497 SH SHARED 06 154578 16919 D BELLSOUTH CORP COM 07986010 16238 344700 SH SHARED 10 287800 56900 D BELLSOUTH CORP COM 07986010 56 1200 SH SHR/OTHR 10 1200 D BELLSOUTH CORP COM 07986010 568 12075 SH SHARED 14 12075 D BELLSOUTH CORP COM 07986010 40273 854889 SH SHARED 17 751589 103300 D BELLSOUTH CORP COM 07986010 2407 51103 SH SHARED 18 51103 D BELLSOUTH CORP COM 07986010 7 152 SH SHARED 20 152 D BELLSOUTH CORP COM 07986010 235 5000 SH SHR/OTHR 22 5000 D BELLSOUTH CORP COM 07986010 323 6860 SH SHARED 23 6860 D BELLSOUTH CORP COM 07986010 1521 32288 SH SHR/OTHR 23 32288 D BELO CORP COM SER A 08055510 8796 478841 SH SHARED 478841 D BELO CORP COM SER A 08055510 2861 155757 SH SHARED 01 155757 D BELO CORP COM SER A 08055510 225 12253 SH SHARED 02 12253 D BELO CORP COM SER A 08055510 360 19600 SH SHARED 17 19600 D BEMA GOLD CORP COM 08135F10 2602 495797 SH SHARED 495797 D BEMA GOLD CORP COM 08135F10 2 500 SH SHARED 01 500 D BEMA GOLD CORP COM 08135F10 9771 1861200 SH SHARED 02 1861200 D BEMA GOLD CORP COM 08135F10 114 21900 SH SHARED 04 21900 D BEMA GOLD CORP COM 08135F10 17692 3370000 SH SHARED 10 3370000 D BEMA GOLD CORP COM 08135F10 21 4000 SH SHR/OTHR 23 4000 D BEMIS INC COM 08143710 7964 234382 SH SHARED 234382 D BEMIS INC COM 08143710 526 15499 SH SHARED 01 15499 D BEMIS INC COM 08143710 1311 38588 SH SHARED 02 38512 76 D BEMIS INC COM 08143710 191 5650 SH SHARED 06 5650 D BEMIS INC COM 08143710 1787 52602 SH SHARED 17 52602 D BEMIS INC COM 08143710 173 5100 SH SHARED 21 5100 D BENCHMARK ELECTRS INC COM 08160H10 2522 103571 SH SHARED 103571 D BENCHMARK ELECTRS INC COM 08160H10 888 36475 SH SHARED 01 34900 1575 D BENCHMARK ELECTRS INC COM 08160H10 38 1580 SH SHARED 02 1580 D BENCHMARK ELECTRS INC COM 08160H10 1406 57750 SH SHARED 17 44500 13250 D BENETTON GROUP SPA ADR NEW 08179540 57 1500 SH SHARED 1500 D BENIHANA INC CL A 08204720 6 204 SH SHARED 204 D BENIHANA INC CL A 08204720 6 200 SH SHARED 02 200 D BENJAMIN FRANKLIN BANCORP IN COM 08207310 2 169 SH SHARED 169 D BENTLEY PHARMACEUTICALS INC COM 08265710 152 14974 SH SHARED 14974 D BERKLEY W R CORP COM 08442310 6936 200999 SH SHARED 200999 D BERKLEY W R CORP COM 08442310 2890 83750 SH SHARED 01 18700 65050 D BERKLEY W R CORP COM 08442310 642 18615 SH SHARED 02 18615 D BERKLEY W R CORP COM 08442310 740 21470 SH SHARED 06 20215 1255 D BERKLEY W R CORP COM 08442310 4393 127318 SH SHARED 10 127318 D BERKLEY W R CORP COM 08442310 219 6350 SH SHARED 14 6350 D BERKLEY W R CORP COM 08442310 10234 296575 SH SHARED 17 39200 257375 D BERKSHIRE BANCORP INC DEL COM NEW 08459720 1 89 SH SHARED 89 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 131 SH SHARED 117 14 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 154 SH SHARED 01 154 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 2 SH SHARED 02 2 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 18 SH SHARED 10 2 16 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 10 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 5 SH SHARED 20 5 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHR/OTHR 21 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 22 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 18 SH SHARED 23 18 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHR/OTHR 23 4 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 5792 1580 SH SHARED 1580 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 788 215 SH SHARED 01 79 136 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 234 64 SH SHR/OTHR 01 64 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 898 245 SH SHARED 02 245 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 73 20 SH SHARED 04 20 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 300 82 SH SHARED 10 55 27 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 157 43 SH SHR/OTHR 10 43 D BERKSHIRE 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BOEING CO COM 09702310 66341 746754 SH SHARED 10 84300 423470 238984 D BOEING CO COM 09702310 2350 26452 SH SHARED 14 26452 D BOEING CO COM 09702310 7107 80000 SH SHARED 16 80000 D BOEING CO COM 09702310 49295 554880 SH SHARED 17 356180 198700 D BOEING CO COM 09702310 273 3076 SH SHARED 20 1708 1368 D BOEING CO COM 09702310 26 300 SH SHR/OTHR 20 300 D BOEING CO COM 09702310 397 4479 SH SHARED 21 4479 D BOEING CO COM 09702310 355 4000 SH SHARED 22 4000 D BOEING CO COM 09702310 317 3575 SH SHARED 23 3575 D BOEING CO COM 09702310 2416 27200 SH SHR/OTHR 23 27200 D BOIS D ARC ENERGY INC COM 09738U10 192 13129 SH SHARED 13129 D BOIS D ARC ENERGY INC COM 09738U10 43 3000 SH SHARED 01 3000 D BOIS D ARC ENERGY INC COM 09738U10 656 44900 SH SHARED 10 44900 D BOIS D ARC ENERGY INC COM 09738U10 32 2200 SH SHARED 17 2200 D BOLT TECHNOLOGY CORP COM 09769810 3 137 SH SHARED 137 D BON-TON STORES INC COM 09776J10 182 5265 SH SHARED 5265 D BON-TON STORES INC COM 09776J10 83 2400 SH SHARED 01 2400 D 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ASSOC PPTYS INC COM 12483010 68 1582 SH SHARED 1582 D CBL & ASSOC PPTYS INC COM 12483010 26 600 SH SHARED 01 600 D CBL & ASSOC PPTYS INC COM 12483010 167 3866 SH SHARED 02 1101 2765 D CBL & ASSOC PPTYS INC COM 12483010 520 12000 SH SHARED 04 12000 D CBL & ASSOC PPTYS INC COM 12483010 60 1400 SH SHARED 17 1400 D CBS CORP NEW CL A 12485710 10 347 SH SHARED 01 347 D CBS CORP NEW CL A 12485710 98 3153 SH SHARED 02 3 3150 D CBS CORP NEW CL A 12485710 3 100 SH SHR/OTHR 23 100 D CBS CORP NEW CL B 12485720 157455 5049879 SH SHARED 5048469 1410 D CBS CORP NEW CL B 12485720 3903 125180 SH SHARED 01 27527 97653 D CBS CORP NEW CL B 12485720 108 3467 SH SHR/OTHR 01 3467 D CBS CORP NEW CL B 12485720 13334 427646 SH SHARED 02 351185 76461 D CBS CORP NEW CL B 12485720 10398 333500 SH SHARED 04 333500 D CBS CORP NEW CL B 12485720 10 335 SH SHARED 05 335 D CBS CORP NEW CL B 12485720 4552 146015 SH SHARED 06 139675 6340 D CBS CORP NEW CL B 12485720 4 150 SH SHARED 10 150 D CBS CORP NEW CL B 12485720 634 20354 SH SHARED 14 20354 D CBS CORP NEW CL B 12485720 418 13425 SH SHARED 15 13425 D CBS CORP NEW CL B 12485720 11982 384291 SH SHARED 17 363041 21250 D CBS CORP NEW CL B 12485720 177 5700 SH SHARED 19 5700 D CBS CORP NEW CL B 12485720 25 818 SH SHARED 20 818 D CBS CORP NEW CL B 12485720 15 500 SH SHR/OTHR 20 500 D CBS CORP NEW CL B 12485720 17 550 SH SHR/OTHR 21 550 D CBS CORP NEW CL B 12485720 243 7812 SH SHARED 22 7812 D CBS CORP NEW CL B 12485720 5 175 SH SHR/OTHR 22 175 D CBS CORP NEW CL B 12485720 63 2034 SH SHARED 23 2034 D CBS CORP NEW CL B 12485720 347 11157 SH SHR/OTHR 23 11157 D CCA INDS INC COM 12486710 1 142 SH SHARED 142 D CCF HLDG CO COM 12487X10 1 70 SH SHARED 70 D CBRL GROUP INC NOTE 4/0 12489VAB 14940 30000000 PRN SHARED 30000000 D CBRL GROUP INC NOTE 4/0 12489VAB 829 1665000 PRN SHARED 02 1665000 D CBRL GROUP INC COM 12489V10 22511 502943 SH SHARED 502943 D CBRL GROUP INC COM 12489V10 572 12800 SH SHARED 01 12800 D CBRL GROUP INC COM 12489V10 138 3100 SH SHARED 02 3100 D CBRL GROUP INC COM 12489V10 823 18400 SH SHARED 10 18400 D CBRL GROUP INC COM 12489V10 720 16100 SH SHARED 17 600 15500 D CBRL GROUP INC COM 12489V10 7 171 SH SHARED 20 171 D CB RICHARD ELLIS GROUP INC CL A 12497T10 8093 243795 SH SHARED 243795 D CB RICHARD ELLIS GROUP INC CL A 12497T10 539 16250 SH SHARED 01 16250 D CB RICHARD ELLIS GROUP INC CL A 12497T10 1288 38819 SH SHARED 02 38819 D CB RICHARD ELLIS GROUP INC CL A 12497T10 2523 76000 SH SHARED 04 76000 D CB RICHARD ELLIS GROUP INC CL A 12497T10 830 25000 SH SHARED 06 16200 8800 D CB RICHARD ELLIS GROUP INC CL A 12497T10 179 5400 SH SHARED 14 5400 D CB RICHARD ELLIS GROUP INC CL A 12497T10 5356 161350 SH SHARED 17 159650 1700 D CBRE REALTY FINANCE INC COM 12498B30 2226 141736 SH SHARED 141736 D CBRE REALTY FINANCE INC COM 12498B30 2564 163220 SH SHARED 02 163220 D CBRE REALTY FINANCE INC COM 12498B30 27511 1751200 SH SHARED 17 1751200 D C COR INC COM 12501010 422 37966 SH SHARED 37966 D C COR INC COM 12501010 98 8800 SH SHARED 01 8800 D C COR INC COM 12501010 1611 144700 SH SHARED 10 144700 D C COR INC COM 12501010 727 65300 SH SHARED 17 65300 D C D I CORP COM 12507110 7105 285362 SH SHARED 285362 D C D I CORP COM 12507110 14 600 SH SHARED 01 600 D C D I CORP COM 12507110 82 3300 SH SHARED 17 3300 D C D W CORP COM 12512N10 3251 46245 SH SHARED 46245 D C D W CORP COM 12512N10 1313 18677 SH SHARED 01 18677 D C D W CORP COM 12512N10 580 8256 SH SHARED 02 6654 1602 D C D W CORP COM 12512N10 161 2300 SH SHARED 06 1950 350 D C D W CORP COM 12512N10 324 4614 SH SHARED 14 4614 D C D W CORP COM 12512N10 121 1726 SH SHARED 17 26 1700 D CEC ENTMT INC COM 12513710 3809 94654 SH SHARED 94654 D CEC ENTMT INC COM 12513710 12 300 SH SHARED 01 300 D CEC ENTMT INC COM 12513710 5053 125550 SH SHARED 10 111450 14100 D CEC ENTMT INC COM 12513710 1871 46500 SH SHARED 17 16900 29600 D CECO ENVIRONMENTAL CORP COM 12514110 1 153 SH SHARED 153 D CFS BANCORP INC COM 12525D10 3 247 SH SHARED 247 D CF INDS HLDGS INC COM 12526910 11428 445734 SH SHARED 445734 D CF INDS HLDGS INC COM 12526910 25 1000 SH SHARED 02 1000 D CF INDS HLDGS INC COM 12526910 5325 207700 SH SHARED 17 194000 13700 D CH ENERGY GROUP INC COM 12541M10 648 12290 SH SHARED 12290 D CH ENERGY GROUP INC COM 12541M10 10 200 SH SHARED 01 200 D CH ENERGY GROUP INC COM 12541M10 369 7000 SH SHARED 17 7000 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 5991 146515 SH SHARED 146515 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 2551 62400 SH SHARED 01 2000 60400 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 1524 37290 SH SHARED 02 32229 5061 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 28 685 SH SHARED 14 685 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 1151 28150 SH SHARED 17 27350 800 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 28 700 SH SHR/OTHR 21 700 D CIGNA CORP COM 12550910 31006 235667 SH SHARED 235667 D CIGNA CORP COM 12550910 3306 25129 SH SHARED 01 1500 23629 D CIGNA CORP COM 12550910 7702 58544 SH SHARED 02 56952 1592 D CIGNA CORP COM 12550910 2749 20900 SH SHARED 04 20900 D CIGNA CORP COM 12550910 7 60 SH SHARED 05 60 D CIGNA CORP COM 12550910 2641 20074 SH SHARED 06 18644 1430 D CIGNA CORP COM 12550910 14046 106762 SH SHARED 10 94262 12500 D CIGNA CORP COM 12550910 52 400 SH SHARED 14 400 D CIGNA CORP COM 12550910 7987 60710 SH SHARED 17 51160 9550 D CIGNA CORP COM 12550910 776 5898 SH SHARED 23 5898 D CIGNA CORP COM 12550910 394 3000 SH SHR/OTHR 23 3000 D CIT GROUP INC COM 12558110 78476 1407144 SH SHARED 1383867 23277 D CIT GROUP INC COM 12558110 7146 128151 SH SHARED 01 108580 19571 D CIT GROUP INC COM 12558110 2583 46332 SH SHARED 02 37329 9003 D CIT GROUP INC COM 12558110 4451 79821 SH SHARED 04 55771 24050 D CIT GROUP INC COM 12558110 678 12160 SH SHARED 05 12160 D CIT GROUP INC COM 12558110 1142 20490 SH SHARED 06 18750 1740 D CIT GROUP INC COM 12558110 211 3800 SH SHARED 10 3800 D CIT GROUP INC COM 12558110 604 10839 SH SHARED 14 10839 D CIT GROUP INC COM 12558110 47097 844499 SH SHARED 17 838499 6000 D CIT GROUP INC COM 12558110 9143 163958 SH SHARED 19 163958 D CIT GROUP INC COM 12558110 39 700 SH SHR/OTHR 23 700 D CKE RESTAURANTS INC COM 12561E10 4014 218160 SH SHARED 218160 D CKE RESTAURANTS INC COM 12561E10 1306 71000 SH SHARED 17 40200 30800 D CLECO CORP NEW COM 12561W10 6459 256033 SH SHARED 256033 D CLECO CORP NEW COM 12561W10 131 5225 SH SHARED 01 5225 D CLECO CORP NEW COM 12561W10 307 12200 SH SHARED 17 1000 11200 D CLECO CORP NEW COM 12561W10 88 3500 SH SHARED 21 3500 D CLECO CORP NEW COM 12561W10 100 4000 SH SHR/OTHR 23 4000 D CKX INC COM 12562M10 465 39712 SH SHARED 39712 D CMGI INC COM 12575010 499 372901 SH SHARED 364901 8000 D CMGI INC COM 12575010 133 99800 SH SHARED 01 99800 D CMGI INC COM 12575010 1 1000 SH SHARED 02 1000 D CMGI INC COM 12575010 0 700 SH SHARED 20 700 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 25500 20000000 PRN SHARED 20000000 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 10082 7908000 PRN SHARED 02 7908000 D CMS ENERGY CORP NOTE 3.375% 7/1 125896AY 6053 3755000 PRN SHARED 02 3755000 D CMS ENERGY CORP COM 12589610 7600 455114 SH SHARED 455114 D CMS ENERGY CORP COM 12589610 2535 151800 SH SHARED 01 111800 40000 D CMS ENERGY CORP COM 12589610 1000 59937 SH SHARED 02 50259 9678 D CMS ENERGY CORP COM 12589610 246 14750 SH SHARED 06 14750 D CMS ENERGY CORP COM 12589610 6346 380021 SH SHARED 17 380021 D CMS ENERGY CORP COM 12589610 83 5000 SH SHR/OTHR 23 5000 D CPI CORP COM 12590210 6 133 SH SHARED 133 D CPI CORP COM 12590210 37 800 SH SHARED 02 800 D CSS INDS INC COM 12590610 2436 68872 SH SHARED 68872 D CSS INDS INC COM 12590610 172 4885 SH SHARED 02 4885 D CSK AUTO CORP COM 12596510 3302 192580 SH SHARED 192580 D CSK AUTO CORP COM 12596510 5 300 SH SHARED 17 300 D CNA FINL CORP COM 12611710 13159 326372 SH SHARED 281972 44400 D CNA FINL CORP COM 12611710 411 10199 SH SHARED 01 5900 4299 D CNA FINL CORP COM 12611710 52 1295 SH SHARED 02 1295 D CNA FINL CORP COM 12611710 427 10600 SH SHARED 06 10600 D CNA FINL CORP COM 12611710 3394 84200 SH SHARED 10 84200 D CNA FINL CORP COM 12611710 4544 112700 SH SHARED 17 1100 111600 D CNA SURETY CORP COM 12612L10 266 12388 SH SHARED 12388 D CNA SURETY CORP COM 12612L10 948 44100 SH SHARED 17 44100 D CNET NETWORKS INC COM 12613R10 2134 234808 SH SHARED 234808 D CNET NETWORKS INC COM 12613R10 47 5200 SH SHARED 01 5200 D CNET NETWORKS INC COM 12613R10 3 400 SH SHARED 02 400 D CNET NETWORKS INC COM 12613R10 621 68400 SH SHARED 04 68400 D CNET NETWORKS INC COM 12613R10 329 36200 SH SHARED 10 36200 D CNET NETWORKS INC COM 12613R10 819 90173 SH SHARED 17 6173 84000 D CNOOC LTD SPONSORED ADR 12613210 2782 29400 SH SHARED 29400 D CNOOC LTD SPONSORED ADR 12613210 9 99 SH SHARED 02 99 D CP HOLDRS DEP RCPTS CP 12616K10 19 200 SH SHR/OTHR 23 200 D CNX GAS CORP COM 12618H30 20 789 SH SHARED 789 D CNX GAS CORP COM 12618H30 87 3423 SH SHARED 02 358 3065 D CPI INTERNATIONAL INC COM 12618M10 82 5474 SH SHARED 5474 D CPI INTERNATIONAL INC COM 12618M10 11 755 SH SHARED 02 755 D CRA INTL INC COM 12618T10 460 8788 SH SHARED 8788 D CSG SYS INTL INC COM 12634910 2517 94164 SH SHARED 94164 D CSG SYS INTL INC COM 12634910 1168 43700 SH SHARED 01 28000 15700 D CSG SYS INTL INC COM 12634910 618 23125 SH SHARED 02 21625 1500 D CSG SYS INTL INC COM 12634910 3111 116400 SH SHARED 10 116400 D CSG SYS INTL INC COM 12634910 2357 88200 SH SHARED 17 14900 73300 D CSX CORP DBCV 10/3 126408GA 6229 5052000 PRN SHARED 5052000 D CSX CORP DBCV 10/3 126408GA 5017 4069000 PRN SHARED 02 4069000 D CSX CORP DBCV 10/3 126408GA 431 350000 PRN SHARED 06 350000 D CSX CORP COM 12640810 290910 8449337 SH SHARED 8449337 D CSX CORP COM 12640810 2225 64640 SH SHARED 01 64640 D CSX CORP COM 12640810 413 12000 SH SHR/OTHR 01 12000 D CSX CORP COM 12640810 6917 200914 SH SHARED 02 199914 1000 D CSX CORP COM 12640810 6 180 SH SHARED 05 180 D CSX CORP COM 12640810 1345 39080 SH SHARED 06 34880 4200 D CSX CORP COM 12640810 7660 222500 SH SHARED 10 197400 25100 D CSX CORP COM 12640810 1862 54100 SH SHARED 14 54100 D CSX CORP COM 12640810 7947 230820 SH SHARED 17 227720 3100 D CSX CORP COM 12640810 345 10032 SH SHARED 23 10032 D CSX CORP COM 12640810 1983 57600 SH SHR/OTHR 23 57600 D CTC MEDIA INC COM 12642X10 4058 169043 SH SHARED 02 169043 D CT COMMUNICATIONS INC COM NEW 12642640 343 14967 SH SHARED 14967 D CT COMMUNICATIONS INC COM NEW 12642640 155 6800 SH SHARED 01 6800 D CT COMMUNICATIONS INC COM NEW 12642640 4792 209100 SH SHARED 10 209100 D CT COMMUNICATIONS INC COM NEW 12642640 1029 44900 SH SHARED 17 44900 D CTS CORP COM 12650110 439 27985 SH SHARED 27985 D CVB FINL CORP COM 12660010 686 47499 SH SHARED 47499 D CVB FINL CORP COM 12660010 107 7426 SH SHARED 01 7426 D CVB FINL CORP COM 12660010 525 36343 SH SHARED 10 36343 D CVS CORP COM 12665010 97222 3145355 SH SHARED 3145355 D CVS CORP COM 12665010 101674 3289383 SH SHARED 01 33288 3256095 D CVS CORP COM 12665010 15 500 SH SHR/OTHR 01 500 D CVS CORP COM 12665010 6567 212458 SH SHARED 02 162593 49865 D CVS CORP COM 12665010 72264 2337900 SH SHARED 04 2337900 D CVS CORP COM 12665010 1220 39500 SH SHARED 05 39500 D CVS CORP COM 12665010 23716 767268 SH SHARED 06 531238 236030 D CVS CORP COM 12665010 22533 729000 SH SHARED 10 583900 145100 D CVS CORP COM 12665010 352 11420 SH SHARED 14 11420 D CVS CORP COM 12665010 7480 242000 SH SHARED 16 242000 D CVS CORP COM 12665010 16271 526410 SH SHARED 17 487510 38900 D CVS CORP COM 12665010 749 24258 SH SHARED 18 24258 D CVS CORP COM 12665010 222 7200 SH SHARED 19 7200 D CVS CORP COM 12665010 15 500 SH SHR/OTHR 22 500 D CVS CORP COM 12665010 4039 130700 SH SHARED 23 130100 600 D CVS CORP COM 12665010 3486 112800 SH SHR/OTHR 23 112800 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 2575 3084000 PRN SHARED 3084000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 417 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC COM 12666710 5684 407196 SH SHARED 407196 D CV THERAPEUTICS INC COM 12666710 82 5900 SH SHARED 01 5900 D CV THERAPEUTICS INC COM 12666710 471 33797 SH SHARED 02 29797 4000 D CV THERAPEUTICS INC COM 12666710 5745 411600 SH SHARED 04 411600 D CA INC COM 12673P10 12550 554094 SH SHARED 554094 D CA INC COM 12673P10 2434 107468 SH SHARED 01 29000 78468 D CA INC COM 12673P10 1707 75384 SH SHARED 02 70345 5039 D CA INC COM 12673P10 6 300 SH SHARED 05 300 D CA INC COM 12673P10 927 40940 SH SHARED 06 36750 4190 D CA INC COM 12673P10 318 14067 SH SHARED 14 14067 D CA INC COM 12673P10 4426 195418 SH SHARED 17 173211 22207 D CA INC COM 12673P10 63 2789 SH SHARED 20 2789 D CABELAS INC COM 12680430 607 25182 SH SHARED 25182 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 60407 2121063 SH SHARED 2115863 5200 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 396 13938 SH SHARED 01 13938 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 3894 136741 SH SHARED 02 131596 5145 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 228 8020 SH SHARED 06 6900 1120 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 333 11700 SH SHARED 10 11700 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 107 3783 SH SHARED 14 3783 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 3708 130200 SH SHARED 17 500 129700 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 128 4520 SH SHARED 21 4520 D CABOT CORP COM 12705510 3348 76855 SH SHARED 76855 D CABOT CORP COM 12705510 1420 32600 SH SHARED 01 14800 17800 D CABOT CORP COM 12705510 541 12435 SH SHARED 02 6985 5450 D CABOT CORP COM 12705510 178 4100 SH SHARED 17 4100 D CABOT MICROELECTRONICS CORP COM 12709P10 638 18800 SH SHARED 18800 D CABOT MICROELECTRONICS CORP COM 12709P10 11 346 SH SHARED 02 346 D CABOT MICROELECTRONICS CORP COM 12709P10 224 6600 SH SHARED 17 6600 D CABOT OIL & GAS CORP COM 12709710 7829 129100 SH SHARED 129100 D CABOT OIL & GAS CORP COM 12709710 24 400 SH SHARED 01 400 D CABOT OIL & GAS CORP COM 12709710 143 2369 SH SHARED 02 589 1780 D CABOT OIL & GAS CORP COM 12709710 782 12900 SH SHARED 17 5000 7900 D CACHE INC COM NEW 12715030 283 11245 SH SHARED 11245 D CACHE INC COM NEW 12715030 302 12000 SH SHARED 10 12000 D CACI INTL INC CL A 12719030 2686 47554 SH SHARED 47554 D CACI INTL INC CL A 12719030 9068 160500 SH SHARED 10 143700 16800 D CACI INTL INC CL A 12719030 21057 372700 SH SHARED 17 366600 6100 D CACI INTL INC CL A 12719030 339 6000 SH SHR/OTHR 21 6000 D CACI INTL INC CL A 12719030 53 950 SH SHR/OTHR 23 950 D CADBURY SCHWEPPES PLC ADR 12720930 11 275 SH SHARED 02 275 D CADBURY SCHWEPPES PLC ADR 12720930 9 215 SH SHARED 20 215 D CADBURY SCHWEPPES PLC ADR 12720930 171 4000 SH SHR/OTHR 21 4000 D CADENCE FINL CORP COM 12738A10 183 8464 SH SHARED 8464 D CADENCE PHARMACEUTICALS INC COM 12738T10 2480 201324 SH SHARED 201324 D CADENCE DESIGN SYSTEM INC COM 12738710 20091 1121821 SH SHARED 978121 143700 D CADENCE DESIGN SYSTEM INC COM 12738710 1703 95109 SH SHARED 01 95109 D CADENCE DESIGN SYSTEM INC COM 12738710 578 32313 SH SHARED 02 31313 1000 D CADENCE DESIGN SYSTEM INC COM 12738710 417 23330 SH SHARED 06 20750 2580 D CADENCE DESIGN SYSTEM INC COM 12738710 15647 873700 SH SHARED 10 765200 108500 D CADENCE DESIGN SYSTEM INC COM 12738710 272 15200 SH SHARED 14 15200 D CADENCE DESIGN SYSTEM INC COM 12738710 4999 279165 SH SHARED 17 4565 274600 D CADIZ INC COM NEW 12753720 4 191 SH SHARED 191 D CADMUS COMMUNICATIONS CORP COM 12758710 4 189 SH SHARED 189 D CAESARS ENTMT INC FRNT 4/1 127687AB 11664 9000000 PRN SHARED 9000000 D CAESARS ENTMT INC FRNT 4/1 127687AB 33605 25930000 PRN SHARED 02 25930000 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 7622 6040000 PRN SHARED 02 6040000 D CAL MAINE FOODS INC COM NEW 12803020 2 277 SH SHARED 277 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 1076 62247 SH SHARED 62247 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 73 4229 SH SHARED 02 4229 D CALAMOS ASSET MGMT INC CL A 12811R10 3434 127994 SH SHARED 127994 D CALAMOS ASSET MGMT INC CL A 12811R10 80 3000 SH SHARED 02 3000 D CALAMOS ASSET MGMT INC CL A 12811R10 324 12100 SH SHARED 17 5300 6800 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 67 3300 SH SHARED 3300 D CALAMP CORP COM 12812610 152 18076 SH SHARED 18076 D CALAVO GROWERS INC COM 12824610 2 286 SH SHARED 286 D CALGON CARBON CORP COM 12960310 191 30878 SH SHARED 30878 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 9192 428536 SH SHARED 428536 D CALIFORNIA MICRO DEVICES COR COM 13043910 2 567 SH SHARED 567 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 512 15388 SH SHARED 15388 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 89 2700 SH SHARED 01 2700 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 419 12600 SH SHARED 10 12600 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 243 7300 SH SHARED 17 7300 D CALIFORNIA WTR SVC GROUP COM 13078810 734 18169 SH SHARED 18169 D CALIFORNIA WTR SVC GROUP COM 13078810 408 10100 SH SHARED 17 10100 D CALIPER LIFE SCIENCES INC COM 13087210 6 1192 SH SHARED 1192 D CALIPER LIFE SCIENCES INC COM 13087210 7 1383 SH SHARED 02 1383 D CALLAWAY GOLF CO COM 13119310 8644 599914 SH SHARED 599914 D CALLAWAY GOLF CO COM 13119310 1132 78600 SH SHARED 01 58300 20300 D CALLAWAY GOLF CO COM 13119310 87 6100 SH SHARED 02 6100 D CALLAWAY GOLF CO COM 13119310 7367 511300 SH SHARED 17 490900 20400 D CALLIDUS SOFTWARE INC COM 13123E50 2 324 SH SHARED 324 D CALLON PETE CO DEL COM 13123X10 237 15809 SH SHARED 15809 D CALLON PETE CO DEL COM 13123X10 112 7500 SH SHARED 01 7500 D CALLON PETE CO DEL COM 13123X10 1890 125800 SH SHARED 10 125800 D CALLWAVE INC DEL COM 13126N10 5 2200 SH SHARED 02 2200 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 1406 35139 SH SHARED 35139 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 120 3000 SH SHARED 02 3000 D CAM COMM SOLUTIONS INC COM 13191610 1 72 SH SHARED 72 D CAMBREX CORP COM 13201110 473 20860 SH SHARED 20860 D CAMBREX CORP COM 13201110 6 300 SH SHARED 17 300 D CAMCO FINL CORP COM 13261810 2 186 SH SHARED 186 D CAMDEN NATL CORP COM 13303410 237 5147 SH SHARED 5147 D CAMDEN NATL CORP COM 13303410 239 5200 SH SHARED 17 5200 D CAMDEN PPTY TR SH BEN INT 13313110 1421 19250 SH SHARED 19250 D CAMDEN PPTY TR SH BEN INT 13313110 14 200 SH SHARED 01 200 D CAMDEN PPTY TR SH BEN INT 13313110 266 3613 SH SHARED 02 933 2680 D CAMDEN PPTY TR SH BEN INT 13313110 151 2050 SH SHARED 06 2050 D CAMDEN PPTY TR SH BEN INT 13313110 288 3900 SH SHARED 10 3900 D CAMDEN PPTY TR SH BEN INT 13313110 110 1500 SH SHARED 14 1500 D CAMECO CORP COM 13321L10 16770 414600 SH SHARED 414600 D CAMECO CORP COM 13321L10 4724 116798 SH SHARED 112998 3800 D CAMECO CORP COM 13321L10 77 1914 SH SHARED 01 1914 D CAMECO CORP COM 13321L10 97 2400 SH SHR/OTHR 01 2400 D CAMECO CORP COM 13321L10 6395 158105 SH SHARED 02 93230 64875 D CAMECO CORP COM 13321L10 809 20000 SH SHARED 04 20000 D CAMECO CORP COM 13321L10 8 200 SH SHARED 05 200 D CAMECO CORP COM 13321L10 7912 195614 SH SHARED 06 129414 66200 D CAMECO CORP COM 13321L10 948 23443 SH SHARED 14 23443 D CAMECO CORP COM 13321L10 873 21600 SH SHARED 17 17600 4000 D CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB 13412 12500000 PRN SHARED 12500000 D CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB 3299 3075000 PRN SHARED 02 3075000 D CAMERON INTERNATIONAL CORP COM 13342B10 5587 105316 SH SHARED 105316 D CAMERON INTERNATIONAL CORP COM 13342B10 19846 374112 SH SHARED 01 197522 176590 D CAMERON INTERNATIONAL CORP COM 13342B10 2619 49370 SH SHR/OTHR 01 49370 D CAMERON INTERNATIONAL CORP COM 13342B10 4165 78515 SH SHARED 02 61570 16945 D CAMERON INTERNATIONAL CORP COM 13342B10 6214 117150 SH SHARED 06 2950 114200 D CAMERON INTERNATIONAL CORP COM 13342B10 54290 1023377 SH SHARED 10 220768 786840 15769 D CAMERON INTERNATIONAL CORP COM 13342B10 163 3075 SH SHR/OTHR 10 3075 D CAMERON INTERNATIONAL CORP COM 13342B10 293 5524 SH SHARED 14 5524 D CAMERON INTERNATIONAL CORP COM 13342B10 5028 94779 SH SHARED 17 92379 2400 D CAMERON INTERNATIONAL CORP COM 13342B10 1735 32710 SH SHARED 20 4935 27775 D CAMERON INTERNATIONAL CORP COM 13342B10 470 8870 SH SHR/OTHR 20 8870 D CAMERON INTERNATIONAL CORP COM 13342B10 177 3340 SH SHARED 21 3340 D CAMERON INTERNATIONAL CORP COM 13342B10 53 1000 SH SHR/OTHR 21 1000 D CAMERON INTERNATIONAL CORP COM 13342B10 1028 19380 SH SHARED 22 13395 5985 D CAMERON INTERNATIONAL CORP COM 13342B10 124 2350 SH SHR/OTHR 22 2350 D CAMERON INTERNATIONAL CORP COM 13342B10 2116 39890 SH SHARED 23 34340 5550 D CAMERON INTERNATIONAL CORP COM 13342B10 1933 36455 SH SHR/OTHR 23 36455 D CAMPBELL SOUP CO COM 13442910 29874 768169 SH SHARED 760969 7200 D CAMPBELL SOUP CO COM 13442910 6907 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 1513 38924 SH SHARED 02 38924 D CAMPBELL SOUP CO COM 13442910 7 200 SH SHARED 05 200 D CAMPBELL SOUP CO COM 13442910 1906 49030 SH SHARED 06 46950 2080 D CAMPBELL SOUP CO COM 13442910 120 3100 SH SHARED 10 3100 D CAMPBELL SOUP CO COM 13442910 322 8300 SH SHARED 14 8300 D CAMPBELL SOUP CO COM 13442910 5191 133494 SH SHARED 17 122594 10900 D CAMPBELL SOUP CO COM 13442910 506 13017 SH SHARED 20 17 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 16987 201537 SH SHARED 200037 1500 D CDN IMPERIAL BK OF COMMERCE COM 13606910 43 514 SH SHARED 01 514 D CDN IMPERIAL BK OF COMMERCE COM 13606910 12550 148892 SH SHARED 02 148892 D CDN IMPERIAL BK OF COMMERCE COM 13606910 60140 713500 SH SHARED 04 713500 D CDN IMPERIAL BK OF COMMERCE COM 13606910 17 203 SH SHARED 05 203 D CDN IMPERIAL BK OF COMMERCE COM 13606910 1363 16182 SH SHARED 06 14612 1570 D CDN IMPERIAL BK OF COMMERCE COM 13606910 626 7427 SH SHARED 14 7427 D CDN IMPERIAL BK OF COMMERCE COM 13606910 5394 64000 SH SHARED 16 64000 D CDN IMPERIAL BK OF COMMERCE COM 13606910 69 820 SH SHARED 17 820 D CANADIAN NATL RY CO COM 13637510 52377 1217232 SH SHARED 1214564 2668 D CANADIAN NATL RY CO COM 13637510 5304 123276 SH SHARED 01 119300 3976 D CANADIAN NATL RY CO COM 13637510 86 2000 SH SHR/OTHR 01 2000 D CANADIAN NATL RY CO COM 13637510 25327 588596 SH SHARED 02 587196 1400 D CANADIAN NATL RY CO COM 13637510 4332 100676 SH SHARED 04 100676 D CANADIAN NATL RY CO COM 13637510 8 200 SH SHARED 05 200 D CANADIAN NATL RY CO COM 13637510 17335 402866 SH SHARED 06 48966 353900 D CANADIAN NATL RY CO COM 13637510 444 10329 SH SHARED 14 10329 D CANADIAN NATL RY CO COM 13637510 1108 25760 SH SHARED 15 25760 D CANADIAN NATL RY CO COM 13637510 666 15499 SH SHARED 17 13799 1700 D CANADIAN NAT RES LTD COM 13638510 6792 127598 SH SHARED 124472 3126 D CANADIAN NAT RES LTD COM 13638510 127 2392 SH SHARED 01 2392 D CANADIAN NAT RES LTD COM 13638510 33550 630287 SH SHARED 02 629192 1095 D CANADIAN NAT RES LTD COM 13638510 28681 538820 SH SHARED 04 538820 D CANADIAN NAT RES LTD COM 13638510 15 300 SH SHARED 05 300 D CANADIAN NAT RES LTD COM 13638510 29349 551373 SH SHARED 06 181673 369700 D CANADIAN NAT RES LTD COM 13638510 1465 27526 SH SHARED 14 27526 D CANADIAN NAT RES LTD COM 13638510 793 14900 SH SHARED 15 14900 D CANADIAN NAT RES LTD COM 13638510 2022 38000 SH SHARED 17 31900 6100 D CANADIAN NAT RES LTD COM 13638510 4 85 SH SHARED 20 85 D CANADIAN PAC RY LTD COM 13645T10 2228 42246 SH SHARED 42246 D CANADIAN PAC RY LTD COM 13645T10 25 477 SH SHARED 01 477 D CANADIAN PAC RY LTD COM 13645T10 59 1125 SH SHR/OTHR 01 1125 D CANADIAN PAC RY LTD COM 13645T10 10202 193383 SH SHARED 02 189692 3691 D CANADIAN PAC RY LTD COM 13645T10 8 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 71 1354 SH SHARED 06 654 700 D CANADIAN PAC RY LTD COM 13645T10 31 601 SH SHARED 17 601 D CANADIAN SOLAR INC COM 13663510 589 56273 SH SHARED 56273 D CANADIAN SOLAR INC COM 13663510 2252 214968 SH SHARED 02 195000 19968 D CANADIAN SOLAR INC COM 13663510 518 49500 SH SHARED 04 49500 D CANDELA CORP COM 13690710 228 18469 SH SHARED 18469 D CANDELA CORP COM 13690710 24 2000 SH SHR/OTHR 01 2000 D CANARGO ENERGY CORP COM 13722510 254 157000 SH SHARED 157000 D CANETIC RES TR COM 13751310 24 1783 SH SHARED 1783 D CANETIC RES TR COM 13751310 9 700 SH SHARED 01 700 D CANETIC RES TR COM 13751310 41 3000 SH SHARED 02 3000 D CANETIC RES TR COM 13751310 27 2000 SH SHARED 17 2000 D CANO PETE INC COM 13780110 3 684 SH SHARED 684 D CANO PETE INC COM 13780110 10 2000 SH SHR/OTHR 22 2000 D CANON INC ADR 13800630 106 1888 SH SHARED 01 1438 450 D CANON INC ADR 13800630 42 750 SH SHR/OTHR 01 750 D CANON INC ADR 13800630 19 352 SH SHARED 02 352 D CANON INC ADR 13800630 199 3525 SH SHARED 10 3525 D CANON INC ADR 13800630 19 347 SH SHARED 20 347 D CANTEL MEDICAL CORP COM 13809810 4 301 SH SHARED 301 D CAPELLA EDUCATION COMPANY COM 13959410 72 2998 SH SHARED 2998 D CAPITAL CITY BK GROUP INC COM 13967410 357 10128 SH SHARED 10128 D CAPITAL CITY BK GROUP INC COM 13967410 261 7400 SH SHARED 17 7400 D CAPITAL BK CORP COM 13979310 4 269 SH SHARED 269 D CAPITAL CORP OF THE WEST COM NEW 14006520 234 7316 SH SHARED 7316 D CAPITAL CROSSING BK COM 14007110 3 112 SH SHARED 112 D CAPITAL LEASE FDG INC COM 14028810 299 25837 SH SHARED 25837 D CAPITAL LEASE FDG INC COM 14028810 14974 1290900 SH SHARED 17 1290900 D CAPITAL LEASE FDG INC COM 14028810 16 1405 SH SHARED 20 1405 D CAPITAL ONE FINL CORP COM 14040H10 126873 1651567 SH SHARED 1651402 165 D CAPITAL ONE FINL CORP COM 14040H10 5253 68383 SH SHARED 01 5500 62883 D CAPITAL ONE FINL CORP COM 14040H10 0 8 SH SHR/OTHR 01 8 D CAPITAL ONE FINL CORP COM 14040H10 13222 172125 SH SHARED 02 169990 2135 D CAPITAL ONE FINL CORP COM 14040H10 5969 77710 SH SHARED 04 77710 D CAPITAL ONE FINL CORP COM 14040H10 2735 35612 SH SHARED 06 33002 2610 D CAPITAL ONE FINL CORP COM 14040H10 2829 36828 SH SHARED 10 36828 D CAPITAL ONE FINL CORP COM 14040H10 791 10300 SH SHARED 14 10300 D CAPITAL ONE FINL CORP COM 14040H10 22748 296128 SH SHARED 17 288045 8083 D CAPITAL ONE FINL CORP COM 14040H10 2 38 SH SHARED 20 11 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 SR LIVING CORP COM 14047510 179 16890 SH SHARED 16890 D CAPITAL SOUTHWEST CORP COM 14050110 265 2100 SH SHARED 2100 D CAPITAL SOUTHWEST CORP COM 14050110 88 700 SH SHARED 10 700 D CAPITAL SOUTHWEST CORP COM 14050110 88 700 SH SHARED 17 700 D CAPITAL TRUST INC MD CL A NEW 14052H50 1083 21705 SH SHARED 21705 D CAPITAL TRUST INC MD CL A NEW 14052H50 1023 20500 SH SHARED 17 12300 8200 D CAPITALSOURCE INC DBCV 1.250% 3/1 14055XAB 19176 17000000 PRN SHARED 17000000 D CAPITALSOURCE INC COM 14055X10 445 16319 SH SHARED 16319 D CAPITALSOURCE INC COM 14055X10 606 22200 SH SHARED 01 22200 D CAPITALSOURCE INC COM 14055X10 1261 46180 SH SHARED 02 43705 2475 D CAPITALSOURCE INC COM 14055X10 60 2200 SH SHARED 17 1600 600 D CAPITALSOURCE INC COM 14055X10 88 3240 SH SHR/OTHR 23 3240 D CAPITALSOUTH BANCORP COM 14056A10 1 64 SH SHARED 64 D CAPITOL BANCORP LTD COM 14056D10 2054 44469 SH SHARED 44469 D CAPITOL BANCORP LTD COM 14056D10 314 6800 SH SHARED 17 6800 D CAPITOL FED FINL COM 14057C10 20 524 SH SHARED 524 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 10 265 SH SHARED 02 265 D CAPITOL FED FINL COM 14057C10 215 5600 SH SHARED 17 5600 D CAPSTONE TURBINE CORP COM 14067D10 117 95155 SH SHARED 95155 D CAPSTONE TURBINE CORP COM 14067D10 0 350 SH SHARED 02 350 D CAPSTEAD MTG CORP COM NO PAR 14067E50 33 4065 SH SHARED 4065 D CAPTARIS INC COM 14071N10 5 669 SH SHARED 669 D CARACO PHARMACEUTICAL LABS L COM 14075T10 144 10355 SH SHARED 10355 D CARACO PHARMACEUTICAL LABS L COM 14075T10 7 500 SH SHARED 01 500 D CARACO PHARMACEUTICAL LABS L COM 14075T10 49 3500 SH SHARED 10 3500 D CARBO CERAMICS INC COM 14078110 786 21037 SH SHARED 21037 D CARBO CERAMICS INC COM 14078110 14 400 SH SHARED 17 400 D CARAUSTAR INDS INC COM 14090910 182 22617 SH SHARED 22617 D CARAUSTAR INDS INC COM 14090910 36 4500 SH SHARED 01 4500 D CARAUSTAR INDS INC COM 14090910 835 103300 SH SHARED 10 103300 D CARAUSTAR INDS INC COM 14090910 6 808 SH SHARED 20 808 D CARDIAC SCIENCE CORP COM 14141A10 985 122098 SH SHARED 122098 D CARDINAL FINL CORP COM 14149F10 194 19001 SH SHARED 19001 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL HEALTH INC COM 14149Y10 56251 873066 SH SHARED 873066 D CARDINAL HEALTH INC COM 14149Y10 3719 57734 SH SHARED 01 523 57211 D CARDINAL HEALTH INC COM 14149Y10 4564 70841 SH SHARED 02 70506 335 D CARDINAL HEALTH INC COM 14149Y10 12 190 SH SHARED 05 190 D CARDINAL HEALTH INC COM 14149Y10 2406 37345 SH SHARED 06 33725 3620 D CARDINAL HEALTH INC COM 14149Y10 4779 74185 SH SHARED 10 67000 7185 D CARDINAL HEALTH INC COM 14149Y10 12 200 SH SHR/OTHR 10 200 D CARDINAL HEALTH INC COM 14149Y10 296 4602 SH SHARED 14 4602 D CARDINAL HEALTH INC COM 14149Y10 16801 260768 SH SHARED 17 226468 34300 D CARDINAL HEALTH INC COM 14149Y10 2889 44847 SH SHARED 20 5535 39312 D CARDINAL HEALTH INC COM 14149Y10 260 4050 SH SHR/OTHR 20 4050 D CARDINAL HEALTH INC COM 14149Y10 126 1970 SH SHR/OTHR 23 1970 D CARDIOME PHARMA CORP COM NEW 14159U20 16 1500 SH SHARED 1500 D CARDIOME PHARMA CORP COM NEW 14159U20 43 3867 SH SHARED 02 3867 D CARDIOME PHARMA CORP COM NEW 14159U20 4049 363200 SH SHARED 04 363200 D CARDIOME PHARMA CORP COM NEW 14159U20 1885 169100 SH SHARED 10 169100 D CARDIOME PHARMA CORP COM NEW 14159U20 148 13300 SH SHARED 14 13300 D CARDIODYNAMICS INTL CORP COM 14159710 1 1092 SH SHARED 1092 D CAREER EDUCATION CORP COM 14166510 1319 53231 SH SHARED 53231 D CAREER EDUCATION CORP COM 14166510 629 25418 SH SHARED 01 25418 D CAREER EDUCATION CORP COM 14166510 1029 41554 SH SHARED 02 41554 D CAREER EDUCATION CORP COM 14166510 89 3600 SH SHARED 06 2800 800 D CAREER EDUCATION CORP COM 14166510 1682 67884 SH SHARED 14 67884 D CAREER EDUCATION CORP COM 14166510 14 600 SH SHARED 17 600 D CAREMARK RX INC COM 14170510 95660 1675020 SH SHARED 1673145 1875 D CAREMARK RX INC COM 14170510 12027 210607 SH SHARED 01 54815 155792 D CAREMARK RX INC COM 14170510 2894 50683 SH SHR/OTHR 01 50683 D CAREMARK RX INC COM 14170510 4700 82304 SH SHARED 02 74118 8186 D CAREMARK RX INC COM 14170510 10191 178449 SH SHARED 04 176300 2149 D CAREMARK RX INC COM 14170510 11 210 SH SHARED 05 210 D CAREMARK RX INC COM 14170510 9130 159877 SH SHARED 06 79457 80420 D CAREMARK RX INC COM 14170510 11273 197400 SH SHARED 10 195500 1900 D CAREMARK RX INC COM 14170510 744 13035 SH SHARED 14 13035 D CAREMARK RX INC COM 14170510 266 4672 SH SHARED 15 4672 D CAREMARK RX INC COM 14170510 17534 307027 SH SHARED 17 269427 37600 D CAREMARK RX INC COM 14170510 436 7635 SH SHARED 20 2450 5185 D CAREMARK RX INC COM 14170510 212 3720 SH SHR/OTHR 20 3720 D CAREMARK RX INC COM 14170510 125 2200 SH SHARED 21 2200 D CAREMARK RX INC COM 14170510 13 240 SH SHR/OTHR 21 240 D CAREMARK RX INC COM 14170510 491 8607 SH SHARED 22 4347 4260 D CAREMARK RX INC COM 14170510 32 575 SH SHR/OTHR 22 575 D CAREMARK RX INC COM 14170510 3608 63184 SH SHARED 23 56334 6850 D CAREMARK RX INC COM 14170510 2669 46750 SH SHR/OTHR 23 46750 D CARIBOU COFFEE INC COM 14204220 1 187 SH SHARED 187 D CARLISLE COS INC COM 14233910 1864 23755 SH SHARED 19455 4300 D CARLISLE COS INC COM 14233910 698 8900 SH SHARED 01 8900 D CARLISLE COS INC COM 14233910 768 9790 SH SHARED 02 9790 D CARLISLE COS INC COM 14233910 141 1800 SH SHARED 06 1800 D CARLISLE COS INC COM 14233910 1193 15200 SH SHARED 10 15200 D CARLISLE COS INC COM 14233910 518 6600 SH SHARED 17 1100 5500 D CARMAX INC COM 14313010 5416 101002 SH SHARED 101002 D CARMAX INC COM 14313010 2028 37821 SH SHARED 01 37821 D CARMAX INC COM 14313010 637 11887 SH SHARED 02 11852 35 D CARMAX INC COM 14313010 185 3451 SH SHARED 06 2931 520 D CARMAX INC COM 14313010 1119 20871 SH SHARED 10 20871 D CARMAX INC COM 14313010 1334 24882 SH SHARED 17 23700 1182 D CARMIKE CINEMAS INC COM 14343640 534 26218 SH SHARED 26218 D CARMIKE CINEMAS INC COM 14343640 67 3300 SH SHARED 01 3300 D CARMIKE CINEMAS INC COM 14343640 683 33500 SH SHARED 10 33500 D CARMIKE CINEMAS INC COM 14343640 179 8800 SH SHARED 17 8800 D CARNIVAL PLC ADR 14365C10 25 500 SH SHARED 500 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 17280 13500000 PRN SHARED 13500000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 8806 6880000 PRN SHARED 02 6880000 D CARNIVAL CORP NOTE 10/2 143658AS 5456 6638000 PRN SHARED 02 6638000 D CARNIVAL CORP PAIRED CTF 14365830 178524 3639648 SH SHARED 3639648 D CARNIVAL CORP PAIRED CTF 14365830 2273 46354 SH SHARED 01 1770 44584 D CARNIVAL CORP PAIRED CTF 14365830 4383 89362 SH SHARED 02 89362 D CARNIVAL CORP PAIRED CTF 14365830 564 11500 SH SHARED 04 11500 D CARNIVAL CORP PAIRED CTF 14365830 11 240 SH SHARED 05 240 D CARNIVAL CORP PAIRED CTF 14365830 3650 74430 SH SHARED 06 70500 3930 D CARNIVAL CORP PAIRED CTF 14365830 3907 79660 SH SHARED 10 51200 28460 D CARNIVAL CORP PAIRED CTF 14365830 934 19056 SH SHARED 14 19056 D CARNIVAL CORP PAIRED CTF 14365830 8674 176843 SH SHARED 17 174143 2700 D CARNIVAL CORP PAIRED CTF 14365830 36 750 SH SHARED 20 750 D CARNIVAL CORP PAIRED CTF 14365830 730 14900 SH SHR/OTHR 23 14900 D CARRIAGE SVCS INC COM 14390510 2 458 SH SHARED 458 D CAROLINA NATL CORP COM 14406010 1 63 SH SHARED 63 D CARPENTER TECHNOLOGY CORP COM 14428510 7199 70227 SH SHARED 54027 16200 D CARPENTER TECHNOLOGY CORP COM 14428510 912 8900 SH SHARED 01 5800 3100 D CARPENTER TECHNOLOGY CORP COM 14428510 590 5763 SH SHARED 02 5743 20 D CARPENTER TECHNOLOGY CORP COM 14428510 768 7500 SH SHARED 06 7500 D CARPENTER TECHNOLOGY CORP COM 14428510 6274 61200 SH SHARED 10 61200 D CARPENTER TECHNOLOGY CORP COM 14428510 2388 23300 SH SHARED 17 6300 17000 D CARREKER CORP COM 14443310 3 521 SH SHARED 521 D CARREKER CORP COM 14443310 226 29673 SH SHARED 01 29673 D CARRIER ACCESS CORP COM 14446010 106 16195 SH SHARED 16195 D CARRIZO OIL & CO INC COM 14457710 501 17266 SH SHARED 17266 D CARRIZO OIL & CO INC COM 14457710 2126 73275 SH SHARED 01 72650 625 D CARRIZO OIL & CO INC COM 14457710 9376 323100 SH SHARED 10 323100 D CARRIZO OIL & CO INC COM 14457710 28178 971000 SH SHARED 17 768400 202600 D CARROLLTON BANCORP COM 14528210 1 63 SH SHARED 63 D CARROLS RESTAURANT GROUP INC COM 14574X10 1063 75000 SH SHARED 75000 D CARTER INC COM 14622910 1156 45339 SH SHARED 45339 D CARTER INC COM 14622910 17 700 SH SHARED 02 700 D CARTER INC COM 14622910 6313 247600 SH SHARED 10 247600 D CARTER INC COM 14622910 379 14900 SH SHARED 17 10000 4900 D CASCADE BANCORP COM 14715410 674 21724 SH SHARED 21724 D CASCADE CORP COM 14719510 511 9669 SH SHARED 9669 D CASCADE CORP COM 14719510 52 1000 SH SHARED 01 1000 D CASCADE CORP COM 14719510 15 285 SH SHARED 02 285 D CASCADE FINL CORP COM 14727210 4 267 SH SHARED 267 D CASCADE MICROTECH INC COM 14732210 2 170 SH SHARED 170 D CASCADE NAT GAS CORP COM 14733910 232 8982 SH SHARED 8982 D CASELLA WASTE SYS INC CL A 14744810 348 28494 SH SHARED 28494 D CASELLA WASTE SYS INC CL A 14744810 39 3200 SH SHARED 10 3200 D CASEYS GEN STORES INC COM 14752810 16143 685501 SH SHARED 685501 D CASEYS GEN STORES INC COM 14752810 178 7600 SH SHARED 01 7600 D CASEYS GEN STORES INC COM 14752810 2635 111900 SH SHARED 10 111900 D CASEYS GEN STORES INC COM 14752810 1245 52900 SH SHARED 17 52900 D CASH AMER INTL INC COM 14754D10 1079 23024 SH SHARED 23024 D CASH AMER INTL INC COM 14754D10 150 3200 SH SHARED 01 3200 D CASH AMER INTL INC COM 14754D10 140 3000 SH SHARED 02 3000 D CASH AMER INTL INC COM 14754D10 938 20000 SH SHARED 04 20000 D CASH AMER INTL INC COM 14754D10 6054 129100 SH SHARED 10 129100 D CASH AMER INTL INC COM 14754D10 2330 49700 SH SHARED 17 3400 46300 D CASH SYSTEMS INC COM 14756B10 3 435 SH SHARED 435 D CASS INFORMATION SYS INC COM 14808P10 164 4548 SH SHARED 4548 D CASTLE A M & CO COM 14841110 5175 203356 SH SHARED 203356 D CASTLE BRANDS INC COM 14843510 1 250 SH SHARED 250 D CASTLE CONV FD INC COM 14844310 965 38300 SH SHARED 38300 D CASUAL MALE RETAIL GRP INC COM 14871110 312 23951 SH SHARED 23951 D CASUAL MALE RETAIL GRP INC COM 14871110 171 13130 SH SHARED 02 1130 12000 D CATALINA MARKETING CORP COM 14886710 3394 123431 SH SHARED 123431 D CATALINA MARKETING CORP COM 14886710 341 12400 SH SHARED 01 12400 D CATALINA MARKETING CORP COM 14886710 142 5165 SH SHARED 02 3600 1565 D CATALINA MARKETING CORP COM 14886710 3393 123400 SH SHARED 10 123400 D CATALINA MARKETING CORP COM 14886710 1336 48600 SH SHARED 17 1200 47400 D CATALYST SEMICONDUCTOR INC COM 14888110 1 403 SH SHARED 403 D CATALYTICA ENERGY SYS INC COM 14888410 44 21702 SH SHARED 02 21702 D CATAPULT COMMUNICATIONS CORP COM 14901610 2 259 SH SHARED 259 D CATAPULT COMMUNICATIONS CORP COM 14901610 0 100 SH SHARED 02 100 D CATERPILLAR INC DEL COM 14912310 61 1000 SH SHARED 1000 D CATERPILLAR INC DEL COM 14912310 228125 3719637 SH SHARED 3691467 28170 D CATERPILLAR INC DEL COM 14912310 7740 126216 SH SHARED 01 20600 105616 D CATERPILLAR INC DEL COM 14912310 15697 255952 SH SHARED 02 228895 27057 D CATERPILLAR INC DEL COM 14912310 285631 4657293 SH SHARED 04 4656400 893 D CATERPILLAR INC DEL COM 14912310 24548 400270 SH SHARED 05 400270 D CATERPILLAR INC DEL COM 14912310 10499 171197 SH SHARED 06 96857 74340 D CATERPILLAR INC DEL COM 14912310 140262 2287015 SH SHARED 10 816845 1349120 121050 D CATERPILLAR INC DEL COM 14912310 245 4000 SH SHR/OTHR 10 4000 D CATERPILLAR INC DEL COM 14912310 3861 62956 SH SHARED 14 62956 D CATERPILLAR INC DEL COM 14912310 5059 82500 SH SHARED 15 82500 D CATERPILLAR INC DEL COM 14912310 3373 55000 SH SHARED 16 55000 D CATERPILLAR INC DEL COM 14912310 22790 371604 SH SHARED 17 356704 14900 D CATERPILLAR INC DEL COM 14912310 493 8050 SH SHARED 20 2630 5420 D CATERPILLAR INC DEL COM 14912310 367 6000 SH SHR/OTHR 20 6000 D CATERPILLAR INC DEL COM 14912310 7 130 SH SHR/OTHR 21 130 D CATERPILLAR INC DEL COM 14912310 49 800 SH SHARED 23 800 D CATERPILLAR INC DEL COM 14912310 1097 17900 SH SHR/OTHR 23 17900 D CATHAY GENERAL BANCORP COM 14915010 3043 88183 SH SHARED 88183 D CATHAY GENERAL BANCORP COM 14915010 62 1800 SH SHARED 01 1800 D CATHAY GENERAL BANCORP COM 14915010 178 5165 SH SHARED 02 5165 D CATHAY GENERAL BANCORP COM 14915010 327 9500 SH SHARED 17 400 9100 D CATO CORP NEW CL A 14920510 5685 248179 SH SHARED 248179 D CATO CORP NEW CL A 14920510 32 1400 SH SHARED 17 1400 D CAVALIER HOMES INC COM 14950710 1 451 SH SHARED 451 D CAVCO INDS INC DEL COM 14956810 173 4956 SH SHARED 4956 D CAVCO INDS INC DEL COM 14956810 8 238 SH SHARED 01 238 D CBOT HLDGS INC CL A 14984K10 5225 34499 SH SHARED 34499 D CBOT HLDGS INC CL A 14984K10 12 80 SH SHARED 01 80 D CBOT HLDGS INC CL A 14984K10 178 1177 SH SHARED 02 677 500 D CBOT HLDGS INC CL A 14984K10 817 5400 SH SHARED 17 5000 400 D CBEYOND INC COM 14984710 391 12814 SH SHARED 12814 D CBEYOND INC COM 14984710 611 20000 SH SHARED 04 20000 D CBEYOND INC COM 14984710 18659 610000 SH SHARED 17 610000 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 284 10234 SH SHARED 10234 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 10 375 SH SHARED 02 375 D CEDAR SHOPPING CTRS INC COM NEW 15060220 533 33534 SH SHARED 33534 D CEDAR SHOPPING CTRS INC COM NEW 15060220 20 1300 SH SHARED 02 1300 D CEDAR SHOPPING CTRS INC COM NEW 15060220 6548 411600 SH SHARED 11 411600 D CEDAR SHOPPING CTRS INC COM NEW 15060220 1422 89400 SH SHARED 17 89400 D CEL-SCI CORP COM NEW 15083740 1 2042 SH SHARED 2042 D CELADON GROUP INC COM 15083810 299 17878 SH SHARED 17878 D CELADON GROUP INC COM 15083810 10 600 SH SHARED 02 600 D CELADON GROUP INC COM 15083810 95 5700 SH SHARED 10 5700 D CELADON GROUP INC COM 15083810 1799 107450 SH SHARED 17 41750 65700 D CELANESE CORP DEL COM SER A 15087010 2153 83227 SH SHARED 83227 D CELANESE CORP DEL COM SER A 15087010 3820 147641 SH SHARED 02 83948 63693 D CELANESE CORP DEL COM SER A 15087010 993 38400 SH SHARED 06 38400 D CELANESE CORP DEL COM SER A 15087010 7955 307400 SH SHARED 10 307400 D CELANESE CORP DEL COM SER A 15087010 1094 42300 SH SHARED 17 14800 27500 D CELL GENESYS INC COM 15092110 146 43165 SH SHARED 43165 D CELL GENESYS INC COM 15092110 25 7531 SH SHARED 02 7531 D CELL THERAPEUTICS INC NOTE 5.750% 6/1 150934AC 1291 1858000 PRN SHARED 1858000 D CELL THERAPEUTICS INC COM 15093410 395 226199 SH SHARED 226199 D CELL THERAPEUTICS INC COM 15093410 24 14223 SH SHARED 02 14223 D CELEBRATE EXPRESS INC COM 15100A10 1 117 SH SHARED 117 D CELESTICA INC SUB VTG SHS 15101Q10 5377 688564 SH SHARED 688564 D CELESTICA INC SUB VTG SHS 15101Q10 1 130 SH SHARED 01 130 D CELESTICA INC SUB VTG SHS 15101Q10 2282 292233 SH SHARED 02 291958 275 D CELESTICA INC SUB VTG SHS 15101Q10 2 300 SH SHARED 05 300 D CELESTICA INC SUB VTG SHS 15101Q10 9 1246 SH SHARED 06 146 1100 D CELESTICA INC SUB VTG SHS 15101Q10 2 270 SH SHARED 20 270 D CELGENE CORP NOTE 1.750% 6/0 151020AC 4469 941000 PRN SHARED 02 941000 D CELGENE CORP COM 15102010 53452 929130 SH SHARED 929130 D CELGENE CORP COM 15102010 26860 466888 SH SHARED 01 161969 304919 D CELGENE CORP COM 15102010 6101 106050 SH SHR/OTHR 01 106050 D CELGENE CORP COM 15102010 9965 173218 SH SHARED 02 165723 7495 D CELGENE CORP COM 15102010 50741 882000 SH SHARED 04 882000 D CELGENE CORP COM 15102010 10355 180000 SH SHARED 05 180000 D CELGENE CORP COM 15102010 2538 44120 SH SHARED 06 41250 2870 D CELGENE CORP COM 15102010 22087 383925 SH SHARED 10 381380 2545 D CELGENE CORP COM 15102010 4 75 SH SHR/OTHR 10 75 D CELGENE CORP COM 15102010 172 3000 SH SHARED 14 3000 D CELGENE CORP COM 15102010 31676 550605 SH SHARED 17 537705 12900 D CELGENE CORP COM 15102010 630 10965 SH SHARED 20 800 10165 D CELGENE CORP COM 15102010 478 8320 SH SHR/OTHR 20 8320 D CELGENE CORP COM 15102010 83 1450 SH SHARED 21 1450 D CELGENE CORP COM 15102010 506 8800 SH SHR/OTHR 21 8800 D CELGENE CORP COM 15102010 1110 19303 SH SHARED 22 13133 6170 D CELGENE CORP COM 15102010 57 1000 SH SHR/OTHR 22 1000 D CELGENE CORP COM 15102010 4028 70020 SH SHARED 23 65170 4850 D CELGENE CORP COM 15102010 4949 86025 SH SHR/OTHR 23 86025 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 111820 3300494 SH SHARED 3300494 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 7731 228217 SH SHARED 01 227395 822 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 1725 50919 SH SHARED 02 1400 49519 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 7067 208604 SH SHARED 04 208604 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 72381 2136418 SH SHARED 10 2136418 D CEMEX SAB DE CV SPON ADR 5 ORD 15129088 6 199 SH SHARED 20 199 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 405 56462 SH SHARED 56462 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 84 11800 SH SHARED 01 11800 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 1340 186500 SH SHARED 10 186500 D CENTENNIAL BK HLDGS INC DEL COM 15134530 5330 563477 SH SHARED 563477 D CENTENNIAL BK HLDGS INC DEL COM 15134530 99 10500 SH SHARED 01 10500 D CENTENNIAL BK HLDGS INC DEL COM 15134530 1885 199300 SH SHARED 17 199300 D CENTENE CORP DEL COM 15135B10 3080 125364 SH SHARED 125364 D CENTENE CORP DEL COM 15135B10 2754 112125 SH SHARED 01 102200 9925 D CENTENE CORP DEL COM 15135B10 35 1460 SH SHARED 02 1460 D CENTENE CORP DEL COM 15135B10 9918 403700 SH SHARED 04 403700 D CENTENE CORP DEL COM 15135B10 13297 541200 SH SHARED 10 473200 68000 D CENTENE CORP DEL COM 15135B10 186 7600 SH SHARED 14 7600 D CENTENE CORP DEL COM 15135B10 40009 1628400 SH SHARED 17 1259000 369400 D CENTENE CORP DEL COM 15135B10 19 778 SH SHARED 20 778 D CENTER BANCORP INC COM 15140810 4 301 SH SHARED 301 D CENTER FINL CORP CALIF COM 15146E10 229 9556 SH SHARED 9556 D CENTER FINL CORP CALIF COM 15146E10 86 3600 SH SHARED 01 3600 D CENTER FINL CORP CALIF COM 15146E10 997 41600 SH SHARED 10 41600 D CENTER FINL CORP CALIF COM 15146E10 1052 43900 SH SHARED 17 43900 D CENTERPOINT ENERGY INC NOTE 2.875% 1/1 15189TAL 2861 2163000 PRN SHARED 02 2163000 D CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM 12373 8522000 PRN SHARED 02 8522000 D CENTERPOINT ENERGY INC COM 15189T10 17394 1049115 SH SHARED 1036738 12377 D CENTERPOINT ENERGY INC COM 15189T10 1454 87744 SH SHARED 01 51800 35944 D CENTERPOINT ENERGY INC COM 15189T10 1214 73266 SH SHARED 02 70603 2663 D CENTERPOINT ENERGY INC COM 15189T10 4 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 447 26998 SH SHARED 06 24598 2400 D CENTERPOINT ENERGY INC COM 15189T10 84 5109 SH SHARED 14 5109 D CENTERPOINT ENERGY INC COM 15189T10 2713 163689 SH SHARED 17 151589 12100 D CENTERPOINT ENERGY INC COM 15189T10 238 14400 SH SHR/OTHR 23 14400 D CENTERPLATE INC UNIT 99/99/9999 15200E20 15 800 SH SHARED 02 800 D CENTERPLATE INC UNIT 99/99/9999 15200E20 1035 54500 SH SHARED 17 54500 D CENTERSTATE BKS FLA INC COM 15201P10 146 7030 SH SHARED 7030 D CENTEX CORP COM 15231210 20505 364414 SH SHARED 364414 D CENTEX CORP COM 15231210 1001 17794 SH SHARED 01 17794 D CENTEX CORP COM 15231210 5739 101995 SH SHARED 02 100845 1150 D CENTEX CORP COM 15231210 5 100 SH SHARED 05 100 D CENTEX CORP COM 15231210 643 11440 SH SHARED 06 10210 1230 D CENTEX CORP COM 15231210 208 3700 SH SHARED 10 3700 D CENTEX CORP COM 15231210 3305 58739 SH SHARED 17 57239 1500 D CENTEX CORP COM 15231210 2 39 SH SHARED 20 39 D CENTEX CORP COM 15231210 168 3000 SH SHARED 23 3000 D CENTILLIUM COMMUNICATIONS IN COM 15231910 14 6668 SH SHARED 6668 D CENTRACORE PROPERTIES TR COM 15235H10 280 8671 SH SHARED 8671 D CENTRACORE PROPERTIES TR COM 15235H10 168 5200 SH SHARED 17 5200 D CENTRAL EUROPEAN DIST CORP COM 15343510 731 24619 SH SHARED 24619 D CENTRAL EUROPEAN DIST CORP COM 15343510 2 100 SH SHARED 02 100 D CENTRAL EUROPEAN DIST CORP COM 15343510 445 15000 SH SHARED 04 15000 D CENTRAL EUROPEAN DIST CORP COM 15343510 74 2500 SH SHARED 10 2500 D CENTRAL EUROPE AND RUSSIA FD COM 15343610 210 3913 SH SHARED 02 3913 D CENTRAL FD CDA LTD CL A 15350110 93 10000 SH SHR/OTHR 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 829 17137 SH SHARED 17137 D CENTRAL GARDEN & PET CO COM 15352710 237 4900 SH SHARED 17 4900 D CENTRAL JERSEY BANCORP NJ COM 15377010 1 184 SH SHARED 184 D CENTRAL PAC FINL CORP COM 15476010 920 23751 SH SHARED 23751 D CENTRAL PAC FINL CORP COM 15476010 50 1300 SH SHARED 01 1300 D CENTRAL PKG CORP COM 15478510 5280 293337 SH SHARED 293337 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 7 314 SH SHARED 314 D CENTRAL VT PUB SVC CORP COM 15577110 89 3800 SH SHARED 17 3800 D CENTRAL VT PUB SVC CORP COM 15577110 35 1500 SH SHARED 23 1500 D CENTRAL VA BANKSHARES INC COM 15579210 1 59 SH SHARED 59 D CENTURY ALUM CO COM 15643110 6549 146676 SH SHARED 146676 D CENTURY ALUM CO COM 15643110 62 1400 SH SHARED 01 1400 D CENTURY ALUM CO COM 15643110 4866 109000 SH SHARED 10 109000 D CENTURY ALUM CO COM 15643110 16185 362500 SH SHARED 17 293600 68900 D CENTURY BANCORP INC CL A NON VTG 15643210 2 77 SH SHARED 77 D CENTURY CASINOS INC COM 15649210 176 15812 SH SHARED 15812 D CENTURY CASINOS INC COM 15649210 729 65400 SH SHARED 17 65400 D CEPHEID COM 15670R10 6080 715298 SH SHARED 715298 D CEPHEID COM 15670R10 881 103650 SH SHARED 02 103650 D CENVEO INC COM 15670S10 14287 673920 SH SHARED 673920 D CENVEO INC COM 15670S10 152 7200 SH SHARED 01 7200 D CENVEO INC COM 15670S10 932 44000 SH SHARED 17 44000 D CENTURYTEL INC COM 15670010 15294 350304 SH SHARED 350304 D CENTURYTEL INC COM 15670010 979 22439 SH SHARED 01 5324 17115 D CENTURYTEL INC COM 15670010 1165 26692 SH SHARED 02 26692 D CENTURYTEL INC COM 15670010 299 6850 SH SHARED 06 6850 D CENTURYTEL INC COM 15670010 9416 215669 SH SHARED 10 176400 39269 D CENTURYTEL INC COM 15670010 471 10800 SH SHR/OTHR 10 10800 D CENTURYTEL INC COM 15670010 3081 70577 SH SHARED 17 70577 D CENTURYTEL INC COM 15670010 90 2062 SH SHARED 20 1402 660 D CENTURYTEL INC COM 15670010 6 160 SH SHR/OTHR 21 160 D CENTURYTEL INC COM 15670010 21 500 SH SHR/OTHR 22 500 D CEPHALON INC NOTE 2.000% 6/0 156708AP 3706 2267000 PRN SHARED 2267000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 3752 2295000 PRN SHARED 02 2295000 D CEPHALON INC COM 15670810 126789 1800733 SH SHARED 1800733 D CEPHALON INC COM 15670810 2152 30575 SH SHARED 01 13175 17400 D CEPHALON INC COM 15670810 8152 115790 SH SHARED 02 115790 D CEPHALON INC COM 15670810 7217 102500 SH SHARED 04 102500 D CEPHALON INC COM 15670810 264 3750 SH SHARED 06 3250 500 D CEPHALON INC COM 15670810 98 1400 SH SHARED 10 1400 D CEPHALON INC COM 15670810 56 800 SH SHARED 17 800 D CERADYNE INC COM 15671010 1225 21686 SH SHARED 21686 D CERADYNE INC COM 15671010 683 12100 SH SHARED 01 12100 D CERADYNE INC COM 15671010 22 400 SH SHARED 02 400 D CERADYNE INC COM 15671010 384 6800 SH SHARED 17 6800 D CERIDIAN CORP NEW COM 15677910 3989 142589 SH SHARED 142589 D CERIDIAN CORP NEW COM 15677910 1361 48664 SH SHARED 01 48664 D CERIDIAN CORP NEW COM 15677910 432 15472 SH SHARED 02 15472 D CERIDIAN CORP NEW COM 15677910 162 5790 SH SHARED 06 5050 740 D CERIDIAN CORP NEW COM 15677910 112 4006 SH SHARED 14 4006 D CERIDIAN CORP NEW COM 15677910 16 600 SH SHARED 17 600 D CERNER CORP COM 15678210 3674 80749 SH SHARED 80749 D CERNER CORP COM 15678210 431 9485 SH SHARED 01 6150 3335 D CERNER CORP COM 15678210 46 1026 SH SHARED 02 1026 D CERNER CORP COM 15678210 2093 46000 SH SHARED 04 46000 D CERNER CORP COM 15678210 3881 85300 SH SHARED 10 85300 D CERNER CORP COM 15678210 29160 640900 SH SHARED 17 640900 D CERUS CORP COM 15708510 209 35685 SH SHARED 35685 D CERUS CORP COM 15708510 1042 177904 SH SHARED 02 2873 175031 D CERUS CORP COM 15708510 1201 205000 SH SHARED 04 205000 D CEVA INC COM 15721010 2 399 SH SHARED 399 D CHAMPION ENTERPRISES INC COM 15849610 749 80042 SH SHARED 80042 D CHAMPION ENTERPRISES INC COM 15849610 106 11400 SH SHARED 01 11400 D CHAMPION ENTERPRISES INC COM 15849610 14 1500 SH SHARED 02 1500 D CHAMPION ENTERPRISES INC COM 15849610 57 6100 SH SHARED 17 6100 D CHAMPS ENTMT INC DEL COM 15878710 1 226 SH SHARED 226 D CHAPARRAL STL CO DEL COM 15942310 7141 161328 SH SHARED 161328 D CHAPARRAL STL CO DEL COM 15942310 619 14000 SH SHARED 01 10700 3300 D CHAPARRAL STL CO DEL COM 15942310 98 2223 SH SHARED 02 1223 1000 D CHAPARRAL STL CO DEL COM 15942310 6445 145600 SH SHARED 10 145600 D CHAPARRAL STL CO DEL COM 15942310 3935 88900 SH SHARED 17 88900 D CHARLES & COLVARD LTD COM 15976510 3 378 SH SHARED 378 D CHARLES RIV LABS INTL INC COM 15986410 1499 34673 SH SHARED 34673 D CHARLES RIV LABS INTL INC COM 15986410 890 20600 SH SHARED 01 20600 D CHARLES RIV LABS INTL INC COM 15986410 11307 261440 SH SHARED 02 257440 4000 D CHARLES RIV LABS INTL INC COM 15986410 17 400 SH SHARED 06 400 D CHARLES RIV LABS INTL INC COM 15986410 17507 404800 SH SHARED 17 403900 900 D CHARTERMAC SH BEN INT 16090810 873 40672 SH SHARED 40672 D CHARTERMAC SH BEN INT 16090810 12 600 SH SHARED 01 600 D CHARTERMAC SH BEN INT 16090810 6 300 SH SHARED 02 300 D CHARTERMAC SH BEN INT 16090810 281 13100 SH SHARED 17 13100 D CHARLOTTE RUSSE HLDG INC COM 16104810 410 13347 SH SHARED 13347 D CHARLOTTE RUSSE HLDG INC COM 16104810 159 5200 SH SHARED 01 5200 D CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC 9184 6500000 PRN SHARED 6500000 D CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC 7065 5000000 PRN SHARED 02 5000000 D CHARMING SHOPPES INC COM 16113310 2320 171520 SH SHARED 171520 D CHARMING SHOPPES INC COM 16113310 1319 97500 SH SHARED 01 61500 36000 D CHARMING SHOPPES INC COM 16113310 164 12140 SH SHARED 02 12100 40 D CHARMING SHOPPES INC COM 16113310 331 24500 SH SHARED 17 3900 20600 D CHART INDS INC COM PAR $0.01 16115Q30 170 10508 SH SHARED 10508 D CHART INDS INC COM PAR $0.01 16115Q30 834 51510 SH SHARED 04 51510 D CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE 119 84000 PRN SHARED 02 84000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 2424 792347 SH SHARED 792347 D CHARTER COMMUNICATIONS INC D CL A 16117M10 6 2000 SH SHARED 01 2000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 64 21000 SH SHARED 02 21000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 373 122200 SH SHARED 17 122200 D CHARTER FINL CORP WEST PT GA COM 16122M10 159 3098 SH SHARED 3098 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 691 82801 SH SHARED 82801 D CHASE CORP COM 16150R10 2 100 SH SHARED 100 D CHATTEM INC COM 16245610 674 13465 SH SHARED 13465 D CHATTEM INC COM 16245610 75 1500 SH SHARED 01 1500 D CHATTEM INC COM 16245610 154 3080 SH SHARED 02 3080 D CHATTEM INC COM 16245610 1397 27900 SH SHARED 10 27900 D CHATTEM INC COM 16245610 185 3700 SH SHARED 17 3700 D CHATTEM INC COM 16245610 320 6400 SH SHR/OTHR 21 6400 D CHECKFREE CORP NEW COM 16281310 5546 138122 SH SHARED 138122 D CHECKFREE CORP NEW COM 16281310 1919 47800 SH SHARED 01 21000 26800 D CHECKFREE CORP NEW COM 16281310 483 12036 SH SHARED 02 9761 2275 D CHECKFREE CORP NEW COM 16281310 1714 42700 SH SHARED 04 42700 D CHECKFREE CORP NEW COM 16281310 20 500 SH SHARED 06 500 D CHECKFREE CORP NEW COM 16281310 33 836 SH SHARED 17 36 800 D CHECKPOINT SYS INC COM 16282510 1711 84728 SH SHARED 84728 D CHECKPOINT SYS INC COM 16282510 12 600 SH SHARED 01 600 D CHECKPOINT SYS INC COM 16282510 1839 91040 SH SHARED 02 91040 D CHECKPOINT SYS INC COM 16282510 238 11800 SH SHARED 17 400 11400 D CHEESECAKE FACTORY INC COM 16307210 864 35150 SH SHARED 35150 D CHEESECAKE FACTORY INC COM 16307210 589 23955 SH SHARED 01 23955 D CHEESECAKE FACTORY INC COM 16307210 214 8716 SH SHARED 02 8716 D CHEESECAKE FACTORY INC COM 16307210 505 20549 SH SHARED 10 20549 D CHEESECAKE FACTORY INC COM 16307210 523 21291 SH SHARED 17 21291 D CHELSEA THERAPEUTICS INTL LT COM 16342810 1 404 SH SHARED 404 D CHEMED CORP NEW COM 16359R10 6787 183548 SH SHARED 183548 D CHEMED CORP NEW COM 16359R10 698 18900 SH SHARED 01 17700 1200 D CHEMED CORP NEW COM 16359R10 70 1900 SH SHARED 17 1900 D CHEMICAL FINL CORP COM 16373110 648 19466 SH SHARED 19466 D CHEMICAL FINL CORP COM 16373110 7 220 SH SHARED 01 220 D CHEMICAL FINL CORP COM 16373110 309 9300 SH SHARED 17 9300 D CHEMTURA CORP COM 16389310 8714 904915 SH SHARED 904915 D CHEMTURA CORP COM 16389310 574 59701 SH SHARED 01 59701 D CHEMTURA CORP COM 16389310 260 27043 SH SHARED 02 26598 445 D CHEMTURA CORP COM 16389310 253 26300 SH SHARED 10 26300 D CHEMTURA CORP COM 16389310 488 50700 SH SHARED 17 50700 D CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE 18891 18217000 PRN SHARED 18217000 D CHENIERE ENERGY INC COM NEW 16411R20 22197 768865 SH SHARED 768865 D CHENIERE ENERGY INC COM NEW 16411R20 612 21200 SH SHARED 01 21200 D CHENIERE ENERGY INC COM NEW 16411R20 26906 931987 SH SHARED 02 931987 D CHENIERE ENERGY INC COM NEW 16411R20 173 6000 SH SHARED 17 5100 900 D CHEROKEE INC DEL NEW COM 16444H10 256 5977 SH SHARED 5977 D CHEROKEE INC DEL NEW COM 16444H10 72 1700 SH SHARED 17 1700 D CHESAPEAKE CORP COM 16515910 695 40888 SH SHARED 40888 D CHESAPEAKE CORP COM 16515910 255 15000 SH SHARED 17 15000 D CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW 41200 40000000 PRN SHARED 40000000 D CHESAPEAKE ENERGY CORP COM 16516710 37963 1306818 SH SHARED 1269388 37430 D CHESAPEAKE ENERGY CORP COM 16516710 1217 41900 SH SHARED 01 41900 D CHESAPEAKE ENERGY CORP COM 16516710 7882 271349 SH SHARED 02 106380 164969 D CHESAPEAKE ENERGY CORP COM 16516710 206 7100 SH SHARED 04 7100 D CHESAPEAKE ENERGY CORP COM 16516710 6 230 SH SHARED 05 230 D CHESAPEAKE ENERGY CORP COM 16516710 4159 143180 SH SHARED 06 139700 3480 D CHESAPEAKE ENERGY CORP COM 16516710 8046 276989 SH SHARED 17 271289 5700 D CHESAPEAKE ENERGY CORP COM 16516710 34 1200 SH SHR/OTHR 23 1200 D CHESAPEAKE ENERGY CORP 6.25% PFD CONV 16516781 151 60000 PRN SHARED 60000 D CHESAPEAKE ENERGY CORP 6.25% PFD CONV 16516781 96 38303 PRN SHARED 02 38303 D CHESAPEAKE UTILS CORP COM 16530310 4 162 SH SHARED 162 D CHEVRON CORP NEW COM 16676410 936986 12742919 SH SHARED 12593341 149578 D CHEVRON CORP NEW COM 16676410 44755 608674 SH SHARED 01 123579 485095 D CHEVRON CORP NEW COM 16676410 2642 35934 SH SHR/OTHR 01 35934 D CHEVRON CORP NEW COM 16676410 33881 460781 SH SHARED 02 400697 60084 D CHEVRON CORP NEW COM 16676410 5962 81093 SH SHARED 04 81000 93 D CHEVRON CORP NEW COM 16676410 65 887 SH SHARED 05 887 D CHEVRON CORP NEW COM 16676410 19345 263090 SH SHARED 06 243448 19642 D CHEVRON CORP NEW COM 16676410 216130 2939345 SH SHARED 10 1966622 972723 D CHEVRON CORP NEW COM 16676410 639 8700 SH SHR/OTHR 10 8700 D CHEVRON CORP NEW COM 16676410 1487 20224 SH SHARED 14 20224 D CHEVRON CORP NEW COM 16676410 470447 6398029 SH SHARED 17 5877232 520797 D CHEVRON CORP NEW COM 16676410 13562 184450 SH SHARED 20 16799 167651 D CHEVRON CORP NEW COM 16676410 1851 25175 SH SHR/OTHR 20 25175 D CHEVRON CORP NEW COM 16676410 106 1445 SH SHARED 21 1445 D CHEVRON CORP NEW COM 16676410 50 680 SH SHR/OTHR 21 680 D CHEVRON CORP NEW COM 16676410 805 10958 SH SHARED 22 5818 5140 D CHEVRON CORP NEW COM 16676410 348 4735 SH SHR/OTHR 22 4735 D CHEVRON CORP NEW COM 16676410 8716 118550 SH SHARED 23 116965 1585 D CHEVRON CORP NEW COM 16676410 12061 164033 SH SHR/OTHR 23 164033 D CHEVIOT FINL CORP COM 16677410 1 106 SH SHARED 106 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 2482 90800 SH SHARED 90800 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 136 5000 SH SHARED 02 5000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 11838 433000 SH SHARED 10 433000 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 17650 645600 SH SHARED 17 645600 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 5 215 SH SHARED 20 215 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 136 5000 SH SHARED 23 5000 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 24777 48608 SH SHARED 48608 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1784 3500 SH SHARED 01 3500 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 3450 6769 SH SHARED 02 6491 278 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1623 3185 SH SHARED 06 2900 285 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 7646 15000 SH SHARED 17 14100 900 D CHICAGO MERCANTILE HLDGS INC CL A 16776010 1080 2120 SH SHR/OTHR 23 2120 D CHICOPEE BANCORP INC COM 16856510 2 170 SH SHARED 170 D CHICOS FAS INC COM 16861510 2383 115222 SH SHARED 115222 D CHICOS FAS INC COM 16861510 1021 49354 SH SHARED 01 49354 D CHICOS FAS INC COM 16861510 513 24798 SH SHARED 02 19598 5200 D CHICOS FAS INC COM 16861510 135 6540 SH SHARED 06 4950 1590 D CHICOS FAS INC COM 16861510 440 21300 SH SHARED 17 14900 6400 D CHICOS FAS INC COM 16861510 21 1060 SH SHARED 20 1060 D CHILE FD INC COM 16883410 8 500 SH SHARED 20 500 D CHILDRENS PL RETAIL STORES I COM 16890510 1116 17578 SH SHARED 17578 D CHILDRENS PL RETAIL STORES I COM 16890510 482 7600 SH SHARED 01 7600 D CHILDRENS PL RETAIL STORES I COM 16890510 1758 27690 SH SHARED 17 13890 13800 D CHINA AUTOMOTIVE SYS INC COM 16936R10 12 1000 SH SHARED 02 1000 D CHINA BAK BATTERY INC COM 16936Y10 133 20400 SH SHARED 20400 D CHINA FD INC COM 16937310 0 10 SH SHARED 10 D CHINA FD INC COM 16937310 239 7000 SH SHARED 02 7000 D CHINA FD INC COM 16937310 91 2668 SH SHR/OTHR 23 2668 D CHINA GRENTECH CORP LTD ADR 16938P10 81 4397 SH SHARED 4397 D CHINA GRENTECH CORP LTD ADR 16938P10 1512 82000 SH SHARED 04 82000 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 492 9749 SH SHARED 7616 2133 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 5 100 SH SHARED 02 100 D CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q10 3730 69700 SH SHARED 69700 D CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q10 4 90 SH SHARED 20 90 D CHINA SOUTHN AIRLS LTD SPON ADR CL H 16940910 4 200 SH SHARED 02 200 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 25071 580100 SH SHARED 575100 5000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 354 8200 SH SHARED 01 8200 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 16 375 SH SHARED 02 375 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 432 10000 SH SHARED 04 10000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 10653 246500 SH SHARED 10 230700 15800 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 15 369 SH SHARED 20 369 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 13616 146979 SH SHARED 146979 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 5 60 SH SHARED 20 60 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 53 5000 SH SHARED 5000 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 696 12800 SH SHARED 12800 D CHINA UNICOM LTD SPONSORED ADR 16945R10 2047 137500 SH SHARED 137500 D CHINDEX INTERNATIONAL INC COM 16946710 2 146 SH SHARED 146 D CHINDEX INTERNATIONAL INC COM 16946710 18 1000 SH SHARED 02 1000 D CHINA MED TECHNOLOGIES INC SPONSORED ADR 16948310 230 8500 SH SHARED 8500 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 8025 140802 SH SHARED 140802 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 1969 34550 SH SHARED 01 34175 375 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 8293 145500 SH SHARED 10 145500 D CHIPOTLE MEXICAN GRILL INC CL A 16965610 12916 226600 SH SHARED 17 226600 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 43963 845448 SH SHARED 845448 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 206 3963 SH SHARED 17 3963 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 22923 22042000 PRN SHARED 22042000 D CHIPPAC INC NOTE 2.500% 6/0 169657AD 8902 8560000 PRN SHARED 02 8560000 D CHOICE HOTELS INTL INC COM 16990510 1755 41692 SH SHARED 33592 8100 D CHOICE HOTELS INTL INC COM 16990510 362 8603 SH SHARED 01 2327 6276 D CHOICE HOTELS INTL INC COM 16990510 24 589 SH SHARED 02 589 D CHOICE HOTELS INTL INC COM 16990510 291 6915 SH SHARED 10 6915 D CHOICE HOTELS INTL INC COM 16990510 644 15300 SH SHARED 17 5300 10000 D CHOICE HOTELS INTL INC COM 16990510 2 65 SH SHR/OTHR 21 65 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 63 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 39 16000 SH SHARED 02 16000 D CHIQUITA BRANDS INTL INC COM 17003280 9595 600843 SH SHARED 510843 90000 D CHIQUITA BRANDS INTL INC COM 17003280 10707 670500 SH SHARED 04 670500 D CHIQUITA BRANDS INTL INC COM 17003280 16096 1007900 SH SHARED 17 994300 13600 D CHITTENDEN CORP COM 17022810 2130 69436 SH SHARED 69436 D CHITTENDEN CORP COM 17022810 2 71 SH SHARED 02 71 D CHITTENDEN CORP COM 17022810 9 300 SH SHARED 17 300 D CHOICEPOINT INC COM 17038810 1454 36943 SH SHARED 36943 D CHOICEPOINT INC COM 17038810 944 23987 SH SHARED 01 23987 D CHOICEPOINT INC COM 17038810 759 19274 SH SHARED 02 19194 80 D CHOICEPOINT INC COM 17038810 108 2750 SH SHARED 06 2300 450 D CHOICEPOINT INC COM 17038810 7 200 SH SHARED 17 200 D CHOICEPOINT INC COM 17038810 270 6879 SH SHARED 23 6879 D CHOICEPOINT INC COM 17038810 222 5659 SH SHR/OTHR 23 5659 D CHOLESTECH CORP COM 17039310 6 368 SH SHARED 368 D CHORDIANT SOFTWARE INC COM 17040410 2583 780501 SH SHARED 780501 D CHORDIANT SOFTWARE INC COM 17040410 132 40000 SH SHARED 02 40000 D CHRISTOPHER & BANKS CORP COM 17104610 532 28534 SH SHARED 28534 D CHRISTOPHER & BANKS CORP COM 17104610 299 16050 SH SHARED 01 1475 14575 D CHRISTOPHER & BANKS CORP COM 17104610 1442 77300 SH SHARED 10 77300 D CHRISTOPHER & BANKS CORP COM 17104610 925 49600 SH SHARED 17 300 49300 D CHUBB CORP COM 17123210 57276 1082530 SH SHARED 1082530 D CHUBB CORP COM 17123210 3148 59515 SH SHARED 01 59515 D CHUBB CORP COM 17123210 984 18600 SH SHR/OTHR 01 18600 D CHUBB CORP COM 17123210 6209 117355 SH SHARED 02 115805 1550 D CHUBB CORP COM 17123210 10 200 SH SHARED 05 200 D CHUBB CORP COM 17123210 2516 47556 SH SHARED 06 43896 3660 D CHUBB CORP COM 17123210 14167 267760 SH SHARED 10 210500 57260 D CHUBB CORP COM 17123210 71636 1353928 SH SHARED 17 1331328 22600 D CHUBB CORP COM 17123210 676 12783 SH SHARED 20 885 11898 D CHUBB CORP COM 17123210 317 6000 SH SHR/OTHR 20 6000 D CHUBB CORP COM 17123210 84 1600 SH SHR/OTHR 22 1600 D CHUBB CORP COM 17123210 793 15000 SH SHARED 23 15000 D CHUBB CORP COM 17123210 695 13140 SH SHR/OTHR 23 13140 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 8894 450802 SH SHARED 450802 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 3061 155188 SH SHARED 01 155188 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 232 11783 SH SHARED 02 11783 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 74427 3772318 SH SHARED 04 3772318 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 3910 198176 SH SHARED 10 179276 18900 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 1122 56882 SH SHARED 14 56882 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 1726 87515 SH SHARED 17 87515 D CHURCH & DWIGHT INC COM 17134010 14689 344413 SH SHARED 344413 D CHURCH & DWIGHT INC COM 17134010 1290 30250 SH SHARED 01 30250 D CHURCH & DWIGHT INC COM 17134010 310 7278 SH SHARED 02 7229 49 D CHURCH & DWIGHT INC COM 17134010 13579 318400 SH SHARED 17 318400 D CHURCH & DWIGHT INC COM 17134010 1 35 SH SHARED 20 35 D CHURCHILL DOWNS INC COM 17148410 292 6849 SH SHARED 6849 D CHURCHILL DOWNS INC COM 17148410 25 600 SH SHARED 01 600 D CHURCHILL DOWNS INC COM 17148410 867 20300 SH SHARED 02 20300 D CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W20 481 14450 SH SHARED 14450 D CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W20 1 55 SH SHARED 02 55 D CIBER INC COM 17163B10 288 42544 SH SHARED 42544 D CIBER INC COM 17163B10 138 20500 SH SHARED 01 20500 D CIENA CORP NOTE 3.750% 2/0 171779AA 81195 83966000 PRN SHARED 83966000 D CIENA CORP NOTE 3.750% 2/0 171779AA 28029 28986000 PRN SHARED 02 28986000 D CIENA CORP NOTE 0.250% 5/0 171779AB 1135 1250000 PRN SHARED 02 1250000 D CIENA CORP COM NEW 17177930 6532 235762 SH SHARED 235762 D CIENA CORP COM NEW 17177930 599 21644 SH SHARED 01 11800 9844 D CIENA CORP COM NEW 17177930 418 15105 SH SHARED 02 14449 656 D CIENA CORP COM NEW 17177930 56714 2046728 SH SHARED 04 2046728 D CIENA CORP COM NEW 17177930 116 4199 SH SHARED 06 4199 D CIENA CORP COM NEW 17177930 332 12000 SH SHARED 14 12000 D CIENA CORP COM NEW 17177930 925 33405 SH SHARED 17 32163 1242 D CIENA CORP COM NEW 17177930 22 800 SH SHARED 21 800 D CIMAREX ENERGY CO COM 17179810 31156 853596 SH SHARED 819196 34400 D CIMAREX ENERGY CO COM 17179810 326 8956 SH SHARED 01 8956 D CIMAREX ENERGY CO COM 17179810 3380 92629 SH SHARED 02 13197 79432 D CIMAREX ENERGY CO COM 17179810 18 500 SH SHARED 06 500 D CIMAREX ENERGY CO COM 17179810 200 5500 SH SHARED 10 5500 D CIMAREX ENERGY CO COM 17179810 5168 141600 SH SHARED 17 400 141200 D CIMAREX ENERGY CO COM 17179810 5 150 SH SHARED 20 150 D CINCINNATI BELL INC NEW COM 17187110 4369 956061 SH SHARED 956061 D CINCINNATI BELL INC NEW COM 17187110 305 66900 SH SHARED 01 66900 D CINCINNATI BELL INC NEW COM 17187110 120 26320 SH SHARED 02 25800 520 D CINCINNATI BELL INC NEW COM 17187110 361 79100 SH SHARED 17 79100 D CINCINNATI FINL CORP COM 17206210 12121 267524 SH SHARED 259961 7563 D CINCINNATI FINL CORP COM 17206210 743 16403 SH SHARED 01 16403 D CINCINNATI FINL CORP COM 17206210 1331 29379 SH SHARED 02 29379 D CINCINNATI FINL CORP COM 17206210 708 15629 SH SHARED 06 14157 1472 D CINCINNATI FINL CORP COM 17206210 9755 215296 SH SHARED 10 207300 7996 D CINCINNATI FINL CORP COM 17206210 4791 105741 SH SHARED 17 104890 851 D CINCINNATI FINL CORP COM 17206210 208 4599 SH SHARED 20 4599 D CINCINNATI FINL CORP COM 17206210 842 18603 SH SHR/OTHR 20 18603 D CIRCOR INTL INC COM 17273K10 453 12321 SH SHARED 12321 D CIRCOR INTL INC COM 17273K10 8 240 SH SHARED 20 240 D CIRCUIT CITY STORE INC COM 17273710 9713 511778 SH SHARED 511778 D CIRCUIT CITY STORE INC COM 17273710 413 21799 SH SHARED 01 21799 D CIRCUIT CITY STORE INC COM 17273710 993 52365 SH SHARED 02 52365 D CIRCUIT CITY STORE INC COM 17273710 275 14500 SH SHARED 06 13200 1300 D CIRCUIT CITY STORE INC COM 17273710 7090 373600 SH SHARED 10 307200 66400 D CIRCUIT CITY STORE INC COM 17273710 1155 60863 SH SHARED 17 59563 1300 D CISCO SYS INC COM 17275R10 444752 16273427 SH SHARED 15999858 273569 D CISCO SYS INC COM 17275R10 55807 2041990 SH SHARED 01 319843 1722147 D CISCO SYS INC COM 17275R10 5564 203614 SH SHR/OTHR 01 203614 D CISCO SYS INC COM 17275R10 97602 3571274 SH SHARED 02 3415059 156215 D CISCO SYS INC COM 17275R10 338539 12387101 SH SHARED 04 12365675 21426 D CISCO SYS INC COM 17275R10 2076 75989 SH SHARED 05 75989 D CISCO SYS INC COM 17275R10 26357 964399 SH SHARED 06 601141 363258 D CISCO SYS INC COM 17275R10 509418 18639517 SH SHARED 10 8169394 9123280 1346843 D CISCO SYS INC COM 17275R10 1344 49210 SH SHR/OTHR 10 49210 D CISCO SYS INC COM 17275R10 9755 356938 SH SHARED 14 356938 D CISCO SYS INC COM 17275R10 1328 48615 SH SHARED 15 48615 D CISCO SYS INC COM 17275R10 76133 2785711 SH SHARED 17 2524811 260900 D CISCO SYS INC COM 17275R10 5429 198679 SH SHARED 18 198679 D CISCO SYS INC COM 17275R10 434 15900 SH SHARED 19 15900 D CISCO SYS INC COM 17275R10 14126 516890 SH SHARED 20 71133 445757 D CISCO SYS INC COM 17275R10 2754 100800 SH SHR/OTHR 20 100800 D CISCO SYS INC COM 17275R10 695 25445 SH SHARED 21 25445 D CISCO SYS INC COM 17275R10 1443 52830 SH SHR/OTHR 21 52830 D CISCO SYS INC COM 17275R10 2238 81919 SH SHARED 22 48390 33529 D CISCO SYS INC COM 17275R10 931 34068 SH SHR/OTHR 22 34068 D CISCO SYS INC COM 17275R10 11730 429204 SH SHARED 23 393739 35465 D CISCO SYS INC COM 17275R10 20715 757962 SH SHR/OTHR 23 757962 D CIRRUS LOGIC INC COM 17275510 467 67934 SH SHARED 67934 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 4503 5553000 PRN SHARED 02 5553000 D CITADEL BROADCASTING CORP COM 17285T10 539 54177 SH SHARED 54177 D CITADEL BROADCASTING CORP COM 17285T10 17 1800 SH SHARED 02 1800 D CITADEL BROADCASTING CORP COM 17285T10 20 2100 SH SHARED 17 2100 D CINTAS CORP COM 17290810 12152 306023 SH SHARED 306023 D CINTAS CORP COM 17290810 622 15677 SH SHARED 01 15677 D CINTAS CORP COM 17290810 7672 193217 SH SHARED 02 193184 33 D CINTAS CORP COM 17290810 3 100 SH SHARED 05 100 D CINTAS CORP COM 17290810 484 12190 SH SHARED 06 10800 1390 D CINTAS CORP COM 17290810 714 18000 SH SHARED 10 18000 D CINTAS CORP COM 17290810 27 700 SH SHARED 14 700 D CINTAS CORP COM 17290810 2441 61493 SH SHARED 17 59193 2300 D CINTAS CORP COM 17290810 113 2850 SH SHARED 21 2850 D CITIZENS & NORTHN CORP COM 17292210 4 206 SH SHARED 206 D CITIZENS & NORTHN CORP COM 17292210 53 2444 SH SHARED 17 2444 D CITIGROUP INC COM 17296710 83 1500 SH SHARED 1500 D CITIGROUP INC COM 17296710 1428891 25653347 SH SHARED 25289276 364071 D CITIGROUP INC COM 17296710 87664 1573877 SH SHARED 01 456447 1117430 D CITIGROUP INC COM 17296710 7399 132850 SH SHR/OTHR 01 132850 D CITIGROUP INC COM 17296710 186758 3352944 SH SHARED 02 3189142 163802 D CITIGROUP INC COM 17296710 87262 1566654 SH SHARED 04 1512318 54336 D CITIGROUP INC COM 17296710 103 1860 SH SHARED 05 1860 D CITIGROUP INC COM 17296710 56110 1007374 SH SHARED 06 685464 321910 D CITIGROUP INC COM 17296710 342162 6142946 SH SHARED 10 4296311 1846635 D CITIGROUP INC COM 17296710 2107 37837 SH SHR/OTHR 10 37837 D CITIGROUP INC COM 17296710 7367 132278 SH SHARED 14 132278 D CITIGROUP INC COM 17296710 4177 75000 SH SHARED 15 75000 D CITIGROUP INC COM 17296710 5570 100000 SH SHARED 16 100000 D CITIGROUP INC COM 17296710 234286 4206227 SH SHARED 17 3828552 377675 D CITIGROUP INC COM 17296710 11249 201959 SH SHARED 19 201959 D CITIGROUP INC COM 17296710 10616 190595 SH SHARED 20 36153 154442 D CITIGROUP INC COM 17296710 2208 39647 SH SHR/OTHR 20 39647 D CITIGROUP INC COM 17296710 729 13091 SH SHARED 21 13091 D CITIGROUP INC COM 17296710 372 6686 SH SHR/OTHR 21 6686 D CITIGROUP INC COM 17296710 3492 62703 SH SHARED 22 40290 22413 D CITIGROUP INC COM 17296710 2030 36459 SH SHR/OTHR 22 36459 D CITIGROUP INC COM 17296710 13724 246397 SH SHARED 23 230069 16328 D CITIGROUP INC COM 17296710 17461 313484 SH SHR/OTHR 23 313484 D CITI TRENDS INC COM 17306X10 196 4961 SH SHARED 4961 D CITIZENS BKG CORP MICH COM 17442010 1288 48625 SH SHARED 37679 10946 D CITIZENS BKG CORP MICH COM 17442010 76 2900 SH SHARED 01 2900 D CITIZENS BKG CORP MICH COM 17442010 1 64 SH SHARED 02 64 D CITIZENS BKG CORP MICH COM 17442010 286 10800 SH SHARED 17 10800 D CITIZENS COMMUNICATIONS CO COM 17453B10 6047 420858 SH SHARED 420858 D CITIZENS COMMUNICATIONS CO COM 17453B10 1081 75293 SH SHARED 01 27500 47793 D CITIZENS COMMUNICATIONS CO COM 17453B10 2115 147199 SH SHARED 02 147199 D CITIZENS COMMUNICATIONS CO COM 17453B10 252 17600 SH SHARED 06 17600 D CITIZENS COMMUNICATIONS CO COM 17453B10 2145 149300 SH SHARED 10 48200 101100 D CITIZENS COMMUNICATIONS CO COM 17453B10 4798 333895 SH SHARED 17 126995 206900 D CITIZENS FIRST BANCORP INC D COM 17461R10 198 6470 SH SHARED 6470 D CITIZENS INC CL A 17474010 2 406 SH SHARED 406 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 68451 2530564 SH SHARED 2530564 D CITRIX SYS INC COM 17737610 558 20661 SH SHARED 01 20661 D CITRIX SYS INC COM 17737610 1545 57137 SH SHARED 02 56937 200 D CITRIX SYS INC COM 17737610 36825 1361400 SH SHARED 04 1361400 D CITRIX SYS INC COM 17737610 440 16300 SH SHARED 06 14650 1650 D CITRIX SYS INC COM 17737610 83 3100 SH SHARED 10 3100 D CITRIX SYS INC COM 17737610 4057 150000 SH SHARED 16 150000 D CITRIX SYS INC COM 17737610 2383 88121 SH SHARED 17 84221 3900 D CITRIX SYS INC COM 17737610 5 200 SH SHR/OTHR 23 200 D CITY BK LYNNWOOD WASH COM 17770A10 359 10030 SH SHARED 10030 D CITY BK LYNNWOOD WASH COM 17770A10 289 8100 SH SHARED 17 8100 D CITY HLDG CO COM 17783510 565 13833 SH SHARED 13833 D CITY HLDG CO COM 17783510 40 1000 SH SHARED 01 1000 D CITY HLDG CO COM 17783510 776 19000 SH SHARED 10 19000 D CITY HLDG CO COM 17783510 77 1900 SH SHARED 17 1900 D CITY NATL CORP COM 17856610 1305 18331 SH SHARED 18331 D CITY NATL CORP COM 17856610 918 12900 SH SHARED 01 12900 D CITY NATL CORP COM 17856610 317 4463 SH SHARED 02 4463 D CIVITAS BANKGROUP INC COM 17887110 2 279 SH SHARED 279 D CLAIRES STORES INC COM 17958410 4852 146428 SH SHARED 146428 D CLAIRES STORES INC COM 17958410 911 27500 SH SHARED 01 27500 D CLAIRES STORES INC COM 17958410 344 10398 SH SHARED 02 10398 D CLAIRES STORES INC COM 17958410 26 800 SH SHARED 17 800 D CLARCOR INC COM 17989510 1561 46173 SH SHARED 46173 D CLARCOR INC COM 17989510 284 8400 SH SHARED 17 300 8100 D CLARIENT INC COM 18048910 3 1899 SH SHARED 1899 D CLARK INC COM 18145710 448 26941 SH SHARED 26941 D CLAYMORE RAYMOND JAMES SB1 E COM 18383310 7797 422859 SH SHARED 422859 D CLAYTON HLDGS INC COM 18418N10 125 6720 SH SHARED 6720 D CLEAN HARBORS INC COM 18449610 792 16369 SH SHARED 16369 D CLEAN HARBORS INC COM 18449610 251 5200 SH SHARED 01 3600 1600 D CLEAN HARBORS INC COM 18449610 1321 27300 SH SHARED 10 27300 D CLEAN HARBORS INC COM 18449610 8583 177300 SH SHARED 17 171800 5500 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 209021 5881300 SH SHARED 5881300 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1771 49847 SH SHARED 01 49847 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 12762 359109 SH SHARED 02 350109 9000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 6397 180000 SH SHARED 04 180000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 6 178 SH SHARED 05 178 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 1590 44766 SH SHARED 06 40816 3950 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 258 7272 SH SHARED 10 7272 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 198 5593 SH SHARED 14 5593 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 7670 215815 SH SHARED 17 199915 15900 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 27 769 SH SHARED 20 769 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 14 400 SH SHARED 21 400 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 27 968 SH SHARED 968 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 12 454 SH SHARED 02 454 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C10 1071 38400 SH SHARED 17 38400 D CLEVELAND CLIFFS INC COM 18589610 14623 301888 SH SHARED 301888 D CLEVELAND CLIFFS INC COM 18589610 59 1221 SH SHARED 02 1221 D CLEVELAND CLIFFS INC COM 18589610 1937 40000 SH SHARED 04 40000 D CLEVELAND CLIFFS INC COM 18589610 3381 69800 SH SHARED 10 69800 D CLEVELAND CLIFFS INC COM 18589610 3884 80200 SH SHARED 17 7800 72400 D CLEVELAND CLIFFS INC COM 18589610 58 1200 SH SHARED 21 1200 D CLIFTON SVGS BANCORP INC COM 18712Q10 125 10331 SH SHARED 10331 D CLINICAL DATA INC NEW COM 18725U10 1 107 SH SHARED 107 D CLOROX CO DEL COM 18905410 20409 318148 SH SHARED 318148 D CLOROX CO DEL COM 18905410 1656 25825 SH SHARED 01 160 25665 D CLOROX CO DEL COM 18905410 1813 28273 SH SHARED 02 27988 285 D CLOROX CO DEL COM 18905410 6 100 SH SHARED 05 100 D CLOROX CO DEL COM 18905410 921 14365 SH SHARED 06 12905 1460 D CLOROX CO DEL COM 18905410 558 8710 SH SHARED 10 8710 D CLOROX CO DEL COM 18905410 4590 71562 SH SHARED 17 66262 5300 D CLOROX CO DEL COM 18905410 460 7177 SH SHARED 20 2000 5177 D CLOROX CO DEL COM 18905410 352 5500 SH SHARED 23 5500 D CLOROX CO DEL COM 18905410 205 3200 SH SHR/OTHR 23 3200 D COACH INC COM 18975410 21039 489757 SH SHARED 489757 D COACH INC COM 18975410 8297 193143 SH SHARED 01 13800 179343 D COACH INC COM 18975410 2948 68633 SH SHARED 02 65406 3227 D COACH INC COM 18975410 687 16000 SH SHARED 04 16000 D COACH INC COM 18975410 6 150 SH SHARED 05 150 D COACH INC COM 18975410 2382 55470 SH SHARED 06 51750 3720 D COACH INC COM 18975410 63560 1479527 SH SHARED 10 84860 1194080 200587 D COACH INC COM 18975410 348 8122 SH SHARED 14 8122 D COACH INC COM 18975410 74897 1743430 SH SHARED 17 1589030 154400 D COACH INC COM 18975410 15 370 SH SHARED 20 370 D COACH INC COM 18975410 859 20000 SH SHR/OTHR 23 20000 D COACHMEN INDS INC COM 18987310 4 386 SH SHARED 386 D COAST FINL HLDGS INC COM 19035410 2 160 SH SHARED 160 D COASTAL FINL CORP DEL COM 19046E10 219 13134 SH SHARED 13134 D COBIZ INC COM 19089710 252 11464 SH SHARED 11464 D COBIZ INC COM 19089710 160 7275 SH SHR/OTHR 01 7275 D COBIZ INC COM 19089710 745 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 246 3597 SH SHARED 3597 D COCA COLA BOTTLING CO CONS COM 19109810 143 2100 SH SHARED 17 2100 D COCA COLA CO COM 19121610 1395225 28916597 SH SHARED 28798879 117718 D COCA COLA CO COM 19121610 20062 415795 SH SHARED 01 41935 373860 D COCA COLA CO COM 19121610 1011 20965 SH SHR/OTHR 01 20965 D COCA COLA CO COM 19121610 164823 3416029 SH SHARED 02 3391078 24951 D COCA COLA CO COM 19121610 46165 956792 SH SHARED 04 950450 6342 D COCA COLA CO COM 19121610 5829 120820 SH SHARED 05 120820 D COCA COLA CO COM 19121610 25884 536460 SH SHARED 06 371915 164545 D COCA COLA CO COM 19121610 156562 3244821 SH SHARED 10 2451825 792996 D COCA COLA CO COM 19121610 1283 26600 SH SHR/OTHR 10 26600 D COCA COLA CO COM 19121610 1865 38654 SH SHARED 14 38654 D COCA COLA CO COM 19121610 3516 72890 SH SHARED 15 72890 D COCA COLA CO COM 19121610 47991 994638 SH SHARED 17 860238 134400 D COCA COLA CO COM 19121610 77 1600 SH SHARED 19 1600 D COCA COLA CO COM 19121610 3969 82279 SH SHARED 20 6928 75351 D COCA COLA CO COM 19121610 1354 28076 SH SHR/OTHR 20 28076 D COCA COLA CO COM 19121610 96 2000 SH SHARED 21 2000 D COCA COLA CO COM 19121610 516 10710 SH SHR/OTHR 21 10710 D COCA COLA CO COM 19121610 621 12885 SH SHARED 22 5700 7185 D COCA COLA CO COM 19121610 877 18180 SH SHR/OTHR 22 18180 D COCA COLA CO COM 19121610 1504 31191 SH SHARED 23 30291 900 D COCA COLA CO COM 19121610 5200 107785 SH SHR/OTHR 23 107785 D COCA COLA ENTERPRISES INC COM 19121910 16636 814699 SH SHARED 814699 D COCA COLA ENTERPRISES INC COM 19121910 571 28000 SH SHARED 01 28000 D COCA COLA ENTERPRISES INC COM 19121910 2787 136510 SH SHARED 02 136510 D COCA COLA ENTERPRISES INC COM 19121910 310 15200 SH SHARED 06 15200 D COCA COLA ENTERPRISES INC COM 19121910 230 11273 SH SHARED 14 11273 D COCA COLA ENTERPRISES INC COM 19121910 2600 127374 SH SHARED 17 127374 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 380 10000 SH SHARED 10000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 608 16000 SH SHARED 04 16000 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 987 1045000 PRN SHARED 1045000 D COEUR D ALENE MINES CORP IDA COM 19210810 9019 1822188 SH SHARED 1822188 D COEUR D ALENE MINES CORP IDA COM 19210810 177 35800 SH SHARED 01 35800 D COEUR D ALENE MINES CORP IDA COM 19210810 1933 390613 SH SHARED 02 117513 273100 D COEUR D ALENE MINES CORP IDA COM 19210810 99 20000 SH SHR/OTHR 23 20000 D COGDELL SPENCER INC COM 19238U10 1416 65866 SH SHARED 65866 D COGENT COMM GROUP INC COM NEW 19239V30 274 16942 SH SHARED 16942 D COGENT COMM GROUP INC COM NEW 19239V30 1115 68800 SH SHARED 01 65000 3800 D COGENT COMM GROUP INC COM NEW 19239V30 0 4 SH SHR/OTHR 01 4 D COGENT INC COM 19239Y10 548 49850 SH SHARED 49850 D COGENT INC COM 19239Y10 3665 332900 SH SHARED 10 332900 D COGENT INC COM 19239Y10 123 11227 SH SHARED 17 11227 D COGNEX CORP COM 19242210 862 36206 SH SHARED 36206 D COGNEX CORP COM 19242210 671 28200 SH SHARED 01 28200 D COGNEX CORP COM 19242210 30 1300 SH SHARED 02 1300 D COGNEX CORP COM 19242210 223 9400 SH SHARED 17 9400 D COGNOS INC COM 19244C10 2689 63340 SH SHARED 63340 D COGNOS INC COM 19244C10 66 1573 SH SHARED 01 1573 D COGNOS INC COM 19244C10 1573 37052 SH SHARED 02 37052 D COGNOS INC COM 19244C10 5 126 SH SHARED 06 126 D COGNOS INC COM 19244C10 59 1400 SH SHARED 17 1400 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 16736 216905 SH SHARED 216905 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1049 13600 SH SHARED 01 13600 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 1939 25134 SH SHARED 02 24864 270 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 993 12870 SH SHARED 06 11700 1170 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 976 12650 SH SHARED 10 12650 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 25667 332650 SH SHARED 17 329650 3000 D COGNIZANT TECHNOLOGY SOLUTIO CL A 19244610 4 53 SH SHARED 20 53 D COHEN & STEERS INC COM 19247A10 424 10564 SH SHARED 10564 D COHEN & STEERS INC COM 19247A10 12 300 SH SHARED 01 300 D COHEN & STEERS INC COM 19247A10 445 11100 SH SHARED 02 11100 D COHEN & STEERS INC COM 19247A10 369 9200 SH SHARED 10 9200 D COHEN & STEERS INC COM 19247A10 646 16100 SH SHARED 17 16100 D COHEN & STEERS QUALITY RLTY COM 19247L10 393 15897 SH SHARED 02 15897 D COHEN & STEERS PREM INC RLTY COM 19247V10 1076 40500 SH SHARED 40500 D COHEN & STEERS PREM INC RLTY COM 19247V10 305 11500 SH SHARED 02 11500 D COHEN & STEERS REIT & PFD IN COM 19247X10 41 1350 SH SHARED 02 1350 D COHEN & STEERS REIT & PFD IN COM 19247X10 821 26500 SH SHARED 17 26500 D COHEN & STEERS REIT & UTIL I COM 19247Y10 62714 2806036 SH SHARED 2806036 D COHEN & STEERS REIT & UTIL I COM 19247Y10 2211 98929 SH SHARED 02 98929 D COHERENT INC COM 19247910 759 24071 SH SHARED 24071 D COHERENT INC COM 19247910 748 23700 SH SHARED 01 19800 3900 D COHERENT INC COM 19247910 682 21619 SH SHARED 02 21619 D COHERENT INC COM 19247910 467 14800 SH SHARED 17 8100 6700 D COHEN & STEERS SELECT UTIL F COM 19248A10 35831 1463700 SH SHARED 1463700 D COHEN & STEERS SELECT UTIL F COM 19248A10 1113 45500 SH SHARED 02 45500 D COHEN & STEERS SELECT UTIL F COM 19248A10 126 5168 SH SHARED 20 5168 D COHEN & STEERS DIV MJRS FDIN COM 19248G10 1295 62900 SH SHARED 62900 D COHEN & STEERS DIV MJRS FDIN COM 19248G10 210 10210 SH SHARED 02 10210 D COHEN & STEERS WRLDWD RLT IN COM 19248J10 493 17214 SH SHARED 02 17214 D COHEN & STEERS CLOSED END OP COM 19248P10 144 7100 SH SHARED 02 5100 2000 D COHU INC COM 19257610 588 29182 SH SHARED 29182 D COHU INC COM 19257610 207 10300 SH SHARED 17 10300 D COINSTAR INC COM 19259P30 662 21686 SH SHARED 21686 D COINSTAR INC COM 19259P30 119 3900 SH SHARED 01 3900 D COINSTAR INC COM 19259P30 3072 100500 SH SHARED 10 100500 D COINSTAR INC COM 19259P30 663 21700 SH SHARED 17 21700 D COINSTAR INC COM 19259P30 9 305 SH SHARED 20 305 D COINMACH SVC CORP UNIT 99/99/9999 19259W10 798 43400 SH SHARED 43400 D COINMACH SVC CORP CL A 19259W20 244 20572 SH SHARED 20572 D COINMACH SVC CORP CL A 19259W20 56 4750 SH SHARED 02 4750 D COINMACH SVC CORP CL A 19259W20 77 6500 SH SHARED 17 6500 D COLD SPRING CAP INC COM 19286510 273 50200 SH SHARED 02 50200 D COLD SPRING CAP INC *W EXP 11/11/200 19286511 22 94000 SH SHARED 02 94000 D COLDWATER CREEK INC COM 19306810 678 27669 SH SHARED 27669 D COLDWATER CREEK INC COM 19306810 416 17000 SH SHARED 01 17000 D COLDWATER CREEK INC COM 19306810 189 7716 SH SHARED 02 6766 950 D COLDWATER CREEK INC COM 19306810 1164 47500 SH SHARED 10 43200 4300 D COLDWATER CREEK INC COM 19306810 22842 931600 SH SHARED 17 931600 D COLE KENNETH PRODTNS INC CL A 19329410 1400 58399 SH SHARED 58399 D COLE KENNETH PRODTNS INC CL A 19329410 2434 101500 SH SHARED 10 101500 D COLE KENNETH PRODTNS INC CL A 19329410 45 1900 SH SHARED 17 1900 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 135 13944 SH SHARED 13944 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 7 777 SH SHARED 02 777 D COLEY PHARMACEUTICAL GROUP I COM 19388P10 1188 122700 SH SHARED 06 122700 D COLGATE PALMOLIVE CO COM 19416210 59432 910987 SH SHARED 888187 22800 D COLGATE PALMOLIVE CO COM 19416210 26850 411569 SH SHARED 01 208183 203386 D COLGATE PALMOLIVE CO COM 19416210 1996 30604 SH SHR/OTHR 01 30604 D COLGATE PALMOLIVE CO COM 19416210 10933 167595 SH SHARED 02 163845 3750 D COLGATE PALMOLIVE CO COM 19416210 142138 2178700 SH SHARED 04 2178700 D COLGATE PALMOLIVE CO COM 19416210 6444 98775 SH SHARED 06 58775 40000 D COLGATE PALMOLIVE CO COM 19416210 194929 2987882 SH SHARED 10 1666062 469690 852130 D COLGATE PALMOLIVE CO COM 19416210 309 4750 SH SHR/OTHR 10 4750 D COLGATE PALMOLIVE CO COM 19416210 1109 17000 SH SHARED 14 17000 D COLGATE PALMOLIVE CO COM 19416210 24594 376989 SH SHARED 17 264489 112500 D COLGATE PALMOLIVE CO COM 19416210 65 1000 SH SHARED 19 1000 D COLGATE PALMOLIVE CO COM 19416210 3344 51260 SH SHARED 20 8980 42280 D COLGATE PALMOLIVE CO COM 19416210 249 3825 SH SHR/OTHR 20 3825 D COLGATE PALMOLIVE CO COM 19416210 126 1935 SH SHARED 21 1935 D COLGATE PALMOLIVE CO COM 19416210 66 1020 SH SHR/OTHR 21 1020 D COLGATE PALMOLIVE CO COM 19416210 1661 25475 SH SHARED 22 18475 7000 D COLGATE PALMOLIVE CO COM 19416210 358 5500 SH SHR/OTHR 22 5500 D COLGATE PALMOLIVE CO COM 19416210 8440 129375 SH SHARED 23 120550 8825 D COLGATE PALMOLIVE CO COM 19416210 7821 119884 SH SHR/OTHR 23 119884 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 7 512 SH SHARED 512 D COLLAGENEX PHARMACEUTICALS I COM 19419B10 41 2945 SH SHARED 02 2245 700 D COLLECTORS UNIVERSE INC COM NEW 19421R20 2 168 SH SHARED 168 D COLLEGIATE PACIFIC INC COM NEW 19458920 4538 479713 SH SHARED 479713 D COLONIAL BANCGROUP INC COM 19549330 3348 130079 SH SHARED 123122 6957 D COLONIAL BANCGROUP INC COM 19549330 1148 44600 SH SHARED 01 44600 D COLONIAL BANCGROUP INC COM 19549330 481 18697 SH SHARED 02 17197 1500 D COLONIAL BANCGROUP INC COM 19549330 33 1300 SH SHARED 06 500 800 D COLONIAL BANCGROUP INC COM 19549330 5 200 SH SHARED 17 200 D COLONIAL BANCGROUP INC COM 19549330 13 513 SH SHARED 20 513 D COLONIAL BANCGROUP INC COM 19549330 92 3580 SH SHARED 21 3580 D COLONIAL INSD MUN FD COM 19576110 90 6745 SH SHARED 02 6745 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 3541 75534 SH SHARED 75534 D COLONIAL PPTYS TR COM SH BEN INT 19587210 56 1200 SH SHARED 01 1200 D COLONIAL PPTYS TR COM SH BEN INT 19587210 397 8483 SH SHARED 02 8483 D COLONIAL PPTYS TR COM SH BEN INT 19587210 9166 195523 SH SHARED 11 195523 D COLONIAL PPTYS TR COM SH BEN INT 19587210 243 5200 SH SHARED 17 5200 D COLONIAL PPTYS TR COM SH BEN INT 19587210 79 1700 SH SHARED 21 1700 D COLONY BANKCORP INC COM 19623P10 2 156 SH SHARED 156 D COLOR KINETICS INC COM 19624P10 257 12063 SH SHARED 12063 D COLOR KINETICS INC COM 19624P10 303 14200 SH SHARED 02 14200 D COLUMBIA BANCORP ORE COM 19723110 204 7723 SH SHARED 7723 D COLUMBIA BKG SYS INC COM 19723610 438 12493 SH SHARED 12493 D COLUMBIA BKG SYS INC COM 19723610 6016 171300 SH SHARED 17 162200 9100 D COLUMBIA EQUITY TR INC COM 19762710 6 324 SH SHARED 324 D COLUMBIA LABS INC COM 19777910 13875 2720706 SH SHARED 2720706 D COLUMBIA LABS INC COM 19777910 17 3372 SH SHARED 02 3372 D COLUMBIA SPORTSWEAR CO COM 19851610 1488 26728 SH SHARED 26728 D COLUMBIA SPORTSWEAR CO COM 19851610 17 311 SH SHARED 02 311 D COLUMBIA SPORTSWEAR CO COM 19851610 336 6046 SH SHARED 17 6046 D COLUMBUS MCKINNON CORP N Y COM 19933310 299 14234 SH SHARED 14234 D COLUMBUS MCKINNON CORP N Y COM 19933310 13 630 SH SHARED 02 630 D COMFORT SYS USA INC COM 19990810 396 31403 SH SHARED 31403 D COMFORT SYS USA INC COM 19990810 14 1130 SH SHARED 02 1130 D COMARCO INC COM 20008010 1 171 SH SHARED 171 D COMBINATORX INC COM 20010A10 848 97951 SH SHARED 97951 D COMBINATORX INC COM 20010A10 1510 174385 SH SHARED 04 174385 D COMCAST CORP NEW CL A 20030N10 160548 3792787 SH SHARED 3792787 D COMCAST CORP NEW CL A 20030N10 4415 104316 SH SHARED 01 104316 D COMCAST CORP NEW CL A 20030N10 36 855 SH SHR/OTHR 01 855 D COMCAST CORP NEW CL A 20030N10 23329 551138 SH SHARED 02 525572 25566 D COMCAST CORP NEW CL A 20030N10 10722 253300 SH SHARED 04 253300 D COMCAST CORP NEW CL A 20030N10 22 527 SH SHARED 05 527 D COMCAST CORP NEW CL A 20030N10 16972 400964 SH SHARED 06 230513 170451 D COMCAST CORP NEW CL A 20030N10 24750 584700 SH SHARED 10 7900 492200 84600 D COMCAST CORP NEW CL A 20030N10 91 2154 SH SHR/OTHR 10 2154 D COMCAST CORP NEW CL A 20030N10 1820 43000 SH SHARED 14 43000 D COMCAST CORP NEW CL A 20030N10 4656 110000 SH SHARED 16 110000 D COMCAST CORP NEW CL A 20030N10 44047 1040572 SH SHARED 17 932133 108439 D COMCAST CORP NEW CL A 20030N10 70 1671 SH SHARED 20 1671 D COMCAST CORP NEW CL A 20030N10 50 1200 SH SHR/OTHR 22 1200 D COMCAST CORP NEW CL A 20030N10 231 5461 SH SHARED 23 5461 D COMCAST CORP NEW CL A 20030N10 113 2688 SH SHR/OTHR 23 2688 D COMCAST CORP NEW CL A SPL 20030N20 20423 487663 SH SHARED 487663 D COMCAST CORP NEW CL A SPL 20030N20 4272 102027 SH SHARED 01 1300 100727 D COMCAST CORP NEW CL A SPL 20030N20 464 11100 SH SHR/OTHR 01 11100 D COMCAST CORP NEW CL A SPL 20030N20 7323 174860 SH SHARED 02 116920 57940 D COMCAST CORP NEW CL A SPL 20030N20 11 280 SH SHARED 05 280 D COMCAST CORP NEW CL A SPL 20030N20 1281 30593 SH SHARED 06 23763 6830 D COMCAST CORP NEW CL A SPL 20030N20 190 4550 SH SHARED 10 4550 D COMCAST CORP NEW CL A SPL 20030N20 58 1400 SH SHR/OTHR 10 1400 D COMCAST CORP NEW CL A SPL 20030N20 389 9294 SH SHARED 14 9294 D COMCAST CORP NEW CL A SPL 20030N20 14635 349464 SH SHARED 17 342864 6600 D COMCAST CORP NEW CL A SPL 20030N20 443 10587 SH SHARED 20 3975 6612 D COMCAST CORP NEW CL A SPL 20030N20 301 7200 SH SHR/OTHR 20 7200 D COMCAST CORP NEW CL A SPL 20030N20 62 1500 SH SHR/OTHR 22 1500 D COMCAST CORP NEW CL A SPL 20030N20 582 13897 SH SHARED 23 12997 900 D COMCAST CORP NEW CL A SPL 20030N20 2072 49495 SH SHR/OTHR 23 49495 D COMERICA INC COM 20034010 26065 444190 SH SHARED 433455 10735 D COMERICA INC COM 20034010 2002 34121 SH SHARED 01 14600 19521 D COMERICA INC COM 20034010 2679 45660 SH SHARED 02 45135 525 D COMERICA INC COM 20034010 5 100 SH SHARED 05 100 D COMERICA INC COM 20034010 898 15320 SH SHARED 06 13800 1520 D COMERICA INC COM 20034010 8023 136725 SH SHARED 10 108400 28325 D COMERICA INC COM 20034010 140 2402 SH SHR/OTHR 10 2402 D COMERICA INC COM 20034010 183 3126 SH SHARED 14 3126 D COMERICA INC COM 20034010 7105 121094 SH SHARED 17 118194 2900 D COMERICA INC COM 20034010 205 3509 SH SHARED 20 3509 D COMERICA INC COM 20034010 70 1200 SH SHR/OTHR 20 1200 D COMERICA INC COM 20034010 950 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 15174 430228 SH SHARED 430228 D COMMERCE BANCORP INC NJ COM 20051910 639 18122 SH SHARED 01 18122 D COMMERCE BANCORP INC NJ COM 20051910 2212 62737 SH SHARED 02 59337 3400 D COMMERCE BANCORP INC NJ COM 20051910 514 14600 SH SHARED 06 13550 1050 D COMMERCE BANCORP INC NJ COM 20051910 8102 229735 SH SHARED 17 229335 400 D COMMERCE BANCORP INC NJ COM 20051910 21 600 SH SHR/OTHR 22 600 D COMMERCE BANCSHARES INC COM 20052510 83 1732 SH SHARED 1732 D COMMERCE BANCSHARES INC COM 20052510 219 4541 SH SHARED 01 3660 881 D COMMERCE BANCSHARES INC COM 20052510 45 950 SH SHARED 02 950 D COMMERCE BANCSHARES INC COM 20052510 113 2349 SH SHARED 17 2349 D COMMERCE GROUP INC MASS COM 20064110 1755 59023 SH SHARED 59023 D COMMERCE GROUP INC MASS COM 20064110 877 29500 SH SHARED 17 17900 11600 D COMMERCIAL BANKSHARES INC COM 20160710 5 148 SH SHARED 148 D COMMERCIAL METALS CO COM 20172310 2189 84869 SH SHARED 82169 2700 D COMMERCIAL METALS CO COM 20172310 1117 43300 SH SHARED 01 9000 34300 D COMMERCIAL METALS CO COM 20172310 387 15031 SH SHARED 02 15031 D COMMERCIAL METALS CO COM 20172310 239 9300 SH SHARED 06 9300 D COMMERCIAL METALS CO COM 20172310 7991 309736 SH SHARED 10 218700 91036 D COMMERCIAL METALS CO COM 20172310 2823 109457 SH SHARED 17 80357 29100 D COMMERCIAL METALS CO COM 20172310 10 390 SH SHARED 20 390 D COMMERICAL NATL FINL CORP PA COM 20221710 1 59 SH SHARED 59 D COMMERCIAL VEH GROUP INC COM 20260810 357 16417 SH SHARED 16417 D COMMERCIAL VEH GROUP INC COM 20260810 82 3800 SH SHARED 01 3800 D COMMONWEALTH BANKSHARES INC COM 20273610 3 135 SH SHARED 135 D COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AB 1938 1800000 PRN SHARED 02 1800000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 966 23078 SH SHARED 23078 D COMMONWEALTH TEL ENTERPRISES COM 20334910 669 16000 SH SHARED 01 16000 D COMMONWEALTH TEL ENTERPRISES COM 20334910 627 15000 SH SHARED 17 9500 5500 D COMMSCOPE INC SDCV 1.000% 3/1 203372AD 1485 1003000 PRN SHARED 02 1003000 D COMMSCOPE INC COM 20337210 2166 71071 SH SHARED 71071 D COMMSCOPE INC COM 20337210 1392 45700 SH SHARED 01 27700 18000 D COMMSCOPE INC COM 20337210 179 5900 SH SHARED 02 5900 D COMMSCOPE INC COM 20337210 967 31733 SH SHARED 10 31733 D COMMSCOPE INC COM 20337210 38999 1279500 SH SHARED 17 1279500 D COMMSCOPE INC COM 20337210 36 1200 SH SHARED 21 1200 D COMMUNITY BANCSHARES INC S C COM 20343F10 1 108 SH SHARED 108 D COMMUNITY BANCORP NEV COM 20343T10 203 6756 SH SHARED 6756 D COMMUNITY BK SHS IND INC COM 20359910 1 84 SH SHARED 84 D COMMUNITY BK SYS INC COM 20360710 552 24038 SH SHARED 24038 D COMMUNITY BK SYS INC COM 20360710 101 4400 SH SHARED 17 4400 D COMMUNITY BANKERS ACQUISITN COM 20361R10 387 54200 SH SHARED 54200 D COMMUNITY BKS INC MILLERSBUR COM 20362810 515 18579 SH SHARED 18579 D COMMUNITY BKS INC MILLERSBUR COM 20362810 322 11600 SH SHARED 17 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 4424 121140 SH SHARED 121140 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1102 30200 SH SHARED 01 30200 D COMMUNITY HEALTH SYS INC NEW COM 20366810 388 10631 SH SHARED 02 10631 D COMMUNITY HEALTH SYS INC NEW COM 20366810 112 3076 SH SHARED 06 2476 600 D COMMUNITY HEALTH SYS INC NEW COM 20366810 2640 72300 SH SHARED 10 72300 D COMMUNITY HEALTH SYS INC NEW COM 20366810 35204 963992 SH SHARED 17 958292 5700 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 483 11634 SH SHARED 11634 D COMMUNITY TR BANCORP INC COM 20414910 348 8400 SH SHARED 17 8400 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 2122 106074 SH SHARED 106074 D COMPAGNIE GENERALE DES GEOPH SPONSORED ADR 20438610 141 3256 SH SHARED 3256 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 35364 1034950 SH SHARED 04 1034950 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 7553 251949 SH SHARED 251949 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 24490 508098 SH SHARED 508098 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 2742 56900 SH SHARED 10 56900 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 7386 218162 SH SHARED 218162 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 28863 852432 SH SHARED 04 852432 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 1256 37100 SH SHARED 05 37100 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 880 26000 SH SHARED 06 26000 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 43920 4000000 SH SHARED 04 4000000 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 1786 40700 SH SHARED 40700 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 1273 29000 SH SHARED 06 29000 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 2139 43845 SH SHARED 30945 12900 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 47902 981600 SH SHARED 04 981600 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 22521 461500 SH SHARED 10 461500 D COMPANHIA 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20441220 86660 2913931 SH SHARED 10 2895594 18337 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 4318 145200 SH SHARED 14 145200 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 5557 186875 SH SHARED 17 186875 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 52 1780 SH SHR/OTHR 23 1780 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 701 35791 SH SHARED 35791 D COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 48344 2467805 SH SHARED 02 2467700 105 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 152 5122 SH SHARED 5122 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 20444810 712 25400 SH SHARED 25400 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 1473 183555 SH SHARED 183555 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 40 5100 SH SHARED 02 5100 D COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 20444930 923 115000 SH SHARED 04 115000 D COMPASS BANCSHARES INC COM 20449H10 12242 205241 SH SHARED 197261 7980 D COMPASS BANCSHARES INC COM 20449H10 856 14354 SH SHARED 01 14354 D COMPASS BANCSHARES INC COM 20449H10 1392 23350 SH SHARED 02 22350 1000 D COMPASS BANCSHARES INC COM 20449H10 7 120 SH SHARED 05 120 D COMPASS BANCSHARES INC COM 20449H10 637 10690 SH SHARED 06 9700 990 D COMPASS BANCSHARES INC COM 20449H10 3167 53100 SH SHARED 17 52800 300 D COMPASS MINERALS INTL INC COM 20451N10 15494 490942 SH SHARED 490942 D COMPASS MINERALS INTL INC COM 20451N10 47 1500 SH SHR/OTHR 01 1500 D COMPASS MINERALS INTL INC COM 20451N10 31 1000 SH SHARED 02 1000 D COMPASS MINERALS INTL INC COM 20451N10 460 14600 SH SHARED 17 400 14200 D COMPASS MINERALS INTL INC COM 20451N10 78 2500 SH SHR/OTHR 23 2500 D COMPASS DIVERSIFIED TR SH BEN INT 20451Q10 169 9900 SH SHARED 9900 D COMPLETE PRODUCTION SERVICES COM 20453E10 5283 249224 SH SHARED 249224 D COMPLETE PRODUCTION SERVICES COM 20453E10 40 1925 SH SHARED 01 1650 275 D COMPLETE PRODUCTION SERVICES COM 20453E10 3209 151400 SH SHARED 10 151400 D COMPLETE PRODUCTION SERVICES COM 20453E10 4786 225800 SH SHARED 17 223900 1900 D COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB 9812 8661000 PRN SHARED 02 8661000 D COMPUCREDIT CORP COM 20478N10 16679 418990 SH SHARED 418990 D COMPUCREDIT CORP COM 20478N10 1 50 SH SHARED 02 50 D COMPUCREDIT CORP COM 20478N10 75 1900 SH SHARED 17 1900 D COMPUCREDIT CORP COM 20478N10 43 1100 SH SHARED 21 1100 D COMPUDYNE CORP COM PAR $0.75 20479530 1 171 SH SHARED 171 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 36030 30000000 PRN SHARED 30000000 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 5152 4290000 PRN SHARED 02 4290000 D COMPUTER NETWORK TECHNOLOGY NOTE 3.000% 2/1 204925AC 995 1000000 PRN SHARED 1000000 D COMPUTER NETWORK TECHNOLOGY NOTE 3.000% 2/1 204925AC 1393 1400000 PRN SHARED 02 1400000 D COMPTON PETE CORP COM 20494010 121 13350 SH SHARED 13350 D COMPUTER PROGRAMS & SYS INC COM 20530610 246 7238 SH SHARED 7238 D COMPUTER PROGRAMS & SYS INC COM 20530610 475 14000 SH SHARED 17 14000 D COMPUTER SCIENCES CORP COM 20536310 69516 1302548 SH SHARED 1302548 D COMPUTER SCIENCES CORP COM 20536310 1949 36537 SH SHARED 01 12300 24237 D COMPUTER SCIENCES CORP COM 20536310 1711 32074 SH SHARED 02 30274 1800 D COMPUTER SCIENCES CORP COM 20536310 6 130 SH SHARED 05 130 D COMPUTER SCIENCES CORP COM 20536310 1294 24249 SH SHARED 06 22589 1660 D COMPUTER SCIENCES CORP COM 20536310 6756 126600 SH SHARED 10 97300 29300 D COMPUTER SCIENCES CORP COM 20536310 611 11454 SH SHARED 14 11454 D COMPUTER SCIENCES CORP COM 20536310 4156 77876 SH SHARED 17 72976 4900 D COMPUTER TASK GROUP INC COM 20547710 1 402 SH SHARED 402 D COMPX INTERNATIONAL INC CL A 20563P10 25 1240 SH SHARED 1240 D COMPUWARE CORP COM 20563810 5310 637462 SH SHARED 637462 D COMPUWARE CORP COM 20563810 334 40157 SH SHARED 01 40157 D COMPUWARE CORP COM 20563810 515 61849 SH SHARED 02 61849 D COMPUWARE CORP COM 20563810 273 32800 SH SHARED 06 30850 1950 D COMPUWARE CORP COM 20563810 22 2722 SH SHARED 14 2722 D COMPUWARE CORP COM 20563810 1357 163007 SH SHARED 17 156507 6500 D COMSTOCK 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2900 107422 SH SHARED 14 107422 D CONAGRA FOODS INC COM 20588710 13793 510857 SH SHARED 17 244357 266500 D CONAGRA FOODS INC COM 20588710 140 5200 SH SHARED 20 5200 D CONAGRA FOODS INC COM 20588710 58 2164 SH SHR/OTHR 23 2164 D COMPUTER HORIZONS CORP COM 20590810 2 641 SH SHARED 641 D CON-WAY INC COM 20594410 2242 50928 SH SHARED 50928 D CON-WAY INC COM 20594410 1479 33600 SH SHARED 01 19200 14400 D CON-WAY INC COM 20594410 13 300 SH SHR/OTHR 01 300 D CON-WAY INC COM 20594410 229 5216 SH SHARED 02 5216 D CON-WAY INC COM 20594410 26 600 SH SHARED 10 600 D CON-WAY INC COM 20594410 140 3200 SH SHARED 17 3200 D CONCEPTUS INC COM 20601610 377 17737 SH SHARED 17737 D CONCEPTUS INC COM 20601610 244 11500 SH SHARED 02 11500 D CONCORD CAMERA CORP COM NEW 20615620 0 20 SH SHARED 02 20 D CONCUR TECHNOLOGIES INC COM 20670810 401 25020 SH SHARED 25020 D CONCURRENT COMPUTER CORP NEW COM 20671020 1910 1055711 SH SHARED 1055711 D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF 25783 25887000 PRN SHARED 25887000 D CONEXANT SYSTEMS INC COM 20714210 29749 14583204 SH SHARED 14583204 D CONEXANT SYSTEMS INC COM 20714210 88 43398 SH SHARED 01 43398 D CONEXANT SYSTEMS INC COM 20714210 20 10000 SH SHARED 02 10000 D CONEXANT SYSTEMS INC COM 20714210 144 70900 SH SHARED 17 70900 D CONMED CORP COM 20741010 506 21895 SH SHARED 21895 D CONNECTICUT WTR SVC INC COM 20779710 4 203 SH SHARED 203 D CONNETICS CORP NOTE 2.000% 3/3 208192AD 1560 1573000 PRN SHARED 1573000 D CONNS INC COM 20824210 2161 92899 SH SHARED 92899 D CONNS INC COM 20824210 7802 335300 SH SHARED 17 335300 D CONOCOPHILLIPS COM 20825C10 704967 9798022 SH SHARED 9732496 65526 D CONOCOPHILLIPS COM 20825C10 33654 467753 SH SHARED 01 216721 251032 D CONOCOPHILLIPS COM 20825C10 2468 34304 SH SHR/OTHR 01 34304 D CONOCOPHILLIPS COM 20825C10 186465 2591603 SH SHARED 02 2528412 63191 D CONOCOPHILLIPS COM 20825C10 175774 2443014 SH SHARED 04 2390457 52557 D CONOCOPHILLIPS COM 20825C10 687 9550 SH SHARED 05 9550 D CONOCOPHILLIPS COM 20825C10 41271 573619 SH SHARED 06 302399 271220 D CONOCOPHILLIPS COM 20825C10 249317 3465151 SH SHARED 10 1771570 840000 853581 D CONOCOPHILLIPS COM 20825C10 539 7500 SH SHR/OTHR 10 7500 D CONOCOPHILLIPS COM 20825C10 2913 40499 SH SHARED 14 40499 D CONOCOPHILLIPS COM 20825C10 1815 25230 SH SHARED 15 25230 D CONOCOPHILLIPS COM 20825C10 8634 120000 SH SHARED 16 120000 D CONOCOPHILLIPS COM 20825C10 800320 11123285 SH SHARED 17 10982139 141146 D CONOCOPHILLIPS COM 20825C10 145 2026 SH SHARED 18 2026 D CONOCOPHILLIPS COM 20825C10 13370 185833 SH SHARED 19 185833 D CONOCOPHILLIPS COM 20825C10 1611 22392 SH SHARED 20 5180 17212 D CONOCOPHILLIPS COM 20825C10 198 2756 SH SHARED 21 2756 D CONOCOPHILLIPS COM 20825C10 583 8108 SH SHR/OTHR 21 8108 D CONOCOPHILLIPS COM 20825C10 485 6745 SH SHARED 22 3425 3320 D CONOCOPHILLIPS COM 20825C10 306 4266 SH SHR/OTHR 22 4266 D CONOCOPHILLIPS COM 20825C10 1989 27648 SH SHARED 23 27448 200 D CONOCOPHILLIPS COM 20825C10 5063 70370 SH SHR/OTHR 23 70370 D CONOR MEDSYSTEMS INC COM 20826410 8569 273521 SH SHARED 273521 D CONOR MEDSYSTEMS INC COM 20826410 2349 75000 SH SHARED 02 75000 D CONSECO INC DBCV 3.500% 9/3 208464BH 276 280000 PRN SHARED 02 280000 D CONSECO INC PFD B CV 5.50% 20846486 109577 4393625 SH SHARED 4393625 D CONSECO INC PFD B CV 5.50% 20846486 18389 737350 SH SHARED 02 737350 D CONSECO INC COM NEW 20846488 2141 107171 SH SHARED 107171 D CONSECO INC COM NEW 20846488 905 45300 SH SHARED 01 42100 3200 D CONSECO INC COM NEW 20846488 104 5218 SH SHARED 02 1827 3391 D CONSECO INC COM NEW 20846488 10 510 SH SHARED 10 510 D CONSECO INC COM NEW 20846488 6 305 SH SHARED 20 305 D CONSOL ENERGY INC COM 20854P10 11716 364672 SH SHARED 364672 D CONSOL ENERGY INC COM 20854P10 767 23900 SH SHARED 01 7100 16800 D CONSOL ENERGY INC COM 20854P10 1200 37365 SH SHARED 02 37365 D CONSOL ENERGY INC COM 20854P10 526 16380 SH SHARED 06 14800 1580 D CONSOL ENERGY INC COM 20854P10 2727 84900 SH SHARED 17 81900 3000 D CONSOLIDATED COMM HLDGS INC COM 20903410 330 15800 SH SHARED 15800 D CONSOLIDATED COMM HLDGS INC COM 20903410 81 3900 SH SHARED 17 3900 D CONSOLIDATED EDISON INC COM 20911510 53780 1118800 SH SHARED 1118800 D CONSOLIDATED EDISON INC COM 20911510 1991 41433 SH SHARED 01 300 41133 D CONSOLIDATED EDISON INC COM 20911510 280 5840 SH SHR/OTHR 01 5840 D CONSOLIDATED EDISON INC COM 20911510 3159 65733 SH SHARED 02 62549 3184 D CONSOLIDATED EDISON INC COM 20911510 5 120 SH SHARED 05 120 D CONSOLIDATED EDISON INC COM 20911510 1023 21300 SH SHARED 06 19300 2000 D CONSOLIDATED EDISON INC COM 20911510 446 9285 SH SHARED 10 9285 D CONSOLIDATED EDISON INC COM 20911510 6212 129242 SH SHARED 17 116342 12900 D CONSOLIDATED EDISON INC COM 20911510 26 550 SH SHARED 20 300 250 D CONSOLIDATED EDISON INC COM 20911510 14 304 SH SHR/OTHR 22 304 D CONSOLIDATED EDISON INC COM 20911510 192 4000 SH SHARED 23 4000 D CONSOLIDATED EDISON INC COM 20911510 60 1250 SH SHR/OTHR 23 1250 D CONSOLIDATED GRAPHICS INC COM 20934110 519 8787 SH SHARED 8787 D CONSOLIDATED GRAPHICS INC COM 20934110 1098 18600 SH SHARED 10 18600 D CONSOLIDATED GRAPHICS INC COM 20934110 3213 54400 SH SHARED 17 14300 40100 D CONSOLIDATED TOMOKA LD CO COM 21022610 320 4424 SH SHARED 4424 D CONSTELLATION BRANDS INC CL A 21036P10 10063 346777 SH SHARED 346777 D CONSTELLATION BRANDS INC CL A 21036P10 638 22000 SH SHARED 01 22000 D CONSTELLATION BRANDS INC CL A 21036P10 1157 39893 SH SHARED 02 38228 1665 D CONSTELLATION BRANDS INC CL A 21036P10 550 18983 SH SHARED 06 16433 2550 D CONSTELLATION BRANDS INC CL A 21036P10 197 6800 SH SHARED 10 6800 D CONSTELLATION BRANDS INC CL A 21036P10 2875 99100 SH SHARED 17 93900 5200 D CONSTELLATION BRANDS INC CL A 21036P10 2 90 SH SHARED 20 90 D CONSTAR INTL INC NEW COM 21036U10 1 278 SH SHARED 278 D CONSTAR INTL INC NEW COM 21036U10 7 1000 SH SHARED 02 1000 D CONSTELLATION ENERGY GROUP I COM 21037110 74219 1077680 SH SHARED 1077680 D CONSTELLATION ENERGY GROUP I COM 21037110 2293 33302 SH SHARED 01 6800 26502 D CONSTELLATION ENERGY GROUP I COM 21037110 2891 41980 SH SHARED 02 41630 350 D CONSTELLATION ENERGY GROUP I COM 21037110 1162 16875 SH SHARED 06 14815 2060 D CONSTELLATION ENERGY GROUP I COM 21037110 10977 159400 SH SHARED 10 136100 23300 D CONSTELLATION ENERGY GROUP I COM 21037110 6115 88797 SH SHARED 17 78797 10000 D CONSTELLATION ENERGY GROUP I COM 21037110 103 1500 SH SHARED 23 1500 D CONSTELLATION ENERGY GROUP I COM 21037110 103 1500 SH SHR/OTHR 23 1500 D CONSTELLATION ENERGY PRTNR L COM UNIT LLC B 21038E10 5764 226157 SH SHARED 226157 D CONSUMER PORTFOLIO SVCS INC COM 21050210 2 364 SH SHARED 364 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 7 311 SH SHARED 311 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 50 2129 SH SHARED 02 2129 D CONTINENTAL AIRLS INC NOTE 4.500% 2/0 210795PD 2084 2000000 PRN SHARED 2000000 D CONTINENTAL AIRLS INC CL B 21079530 19115 463407 SH SHARED 428307 35100 D CONTINENTAL AIRLS INC CL B 21079530 1555 37700 SH SHARED 01 20200 17500 D CONTINENTAL AIRLS INC CL B 21079530 17360 420870 SH SHARED 02 419496 1374 D CONTINENTAL AIRLS INC CL B 21079530 985 23900 SH SHARED 06 23900 D CONTINENTAL AIRLS INC CL B 21079530 8262 200300 SH SHARED 10 200300 D CONTINENTAL AIRLS INC CL B 21079530 8290 200970 SH SHARED 17 57670 143300 D CONVERA CORP CL A 21191910 100 21917 SH SHARED 21917 D CONTINUCARE CORP COM 21217210 1 694 SH SHARED 694 D CONVERIUM HLDG AG SPONSORED ADR 21248N10 1257 190300 SH SHARED 190300 D CONVERGYS CORP COM 21248510 5932 249472 SH SHARED 249472 D CONVERGYS CORP COM 21248510 304 12800 SH SHARED 01 12800 D CONVERGYS CORP COM 21248510 3100 130396 SH SHARED 02 130396 D CONVERGYS CORP COM 21248510 135 5700 SH SHARED 04 5700 D CONVERGYS CORP COM 21248510 1005 42264 SH SHARED 06 41264 1000 D CONVERGYS CORP COM 21248510 111 4700 SH SHARED 10 4700 D CONVERGYS CORP COM 21248510 43 1842 SH SHARED 14 1842 D CONVERGYS CORP COM 21248510 2819 118557 SH SHARED 17 118257 300 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 5643 3514000 PRN SHARED 02 3514000 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 8833 5500000 PRN SHARED 04 5500000 D COOPER COS INC DBCV 2.625% 7/0 216648AG 7742 6925000 PRN SHARED 02 6925000 D COOPER COS INC COM NEW 21664840 6265 140799 SH SHARED 140799 D COOPER COS INC COM NEW 21664840 539 12130 SH SHARED 02 11755 375 D COOPER COS INC COM NEW 21664840 8544 192000 SH SHARED 04 192000 D COOPER COS INC COM NEW 21664840 6245 140350 SH SHARED 06 35350 105000 D COOPER COS INC COM NEW 21664840 155 3500 SH SHARED 14 3500 D COOPER COS INC COM NEW 21664840 18431 414200 SH SHARED 17 414200 D COOPER COS INC COM NEW 21664840 4 111 SH SHARED 20 111 D COOPER TIRE & RUBR CO COM 21683110 2855 199668 SH SHARED 199668 D COOPER TIRE & RUBR CO COM 21683110 357 24999 SH SHARED 01 16200 8799 D COOPER TIRE & RUBR CO COM 21683110 7 535 SH SHARED 02 535 D COOPER TIRE & RUBR CO COM 21683110 619 43300 SH SHARED 17 24700 18600 D COOPERATIVE BANKSHARES INC COM 21684410 2 132 SH SHARED 132 D COPANO ENERGY L L C COM UNITS 21720210 12696 213025 SH SHARED 213025 D COPANO ENERGY L L C COM UNITS 21720210 119 2000 SH SHARED 02 2000 D COPART INC COM 21720410 958 31950 SH SHARED 31950 D COPART INC COM 21720410 921 30700 SH SHARED 01 11000 19700 D COPART INC COM 21720410 249 8304 SH SHARED 02 8207 97 D COPART INC COM 21720410 24 800 SH SHARED 10 800 D COPART INC COM 21720410 361 12044 SH SHARED 17 12044 D CORCEPT THERAPEUTICS INC COM 21835210 37 30728 SH SHARED 30728 D CORE MARK HOLDING CO INC COM 21868110 2734 81749 SH SHARED 81749 D CORE MARK HOLDING CO INC COM 21868110 30 900 SH SHARED 01 900 D CORE MARK HOLDING CO INC COM 21868110 377 11300 SH SHARED 10 11300 D CORE MARK HOLDING CO INC COM 21868110 30 900 SH SHARED 17 900 D CORE MOLDING TECHNOLOGIES IN COM 21868310 1 140 SH SHARED 140 D COREL CORP NEW COM 21869X10 309 22897 SH SHARED 22897 D CORILLIAN CORP COM 21872510 4 1107 SH SHARED 1107 D CORILLIAN CORP COM 21872510 6278 1665400 SH SHARED 17 1665400 D CORINTHIAN COLLEGES INC COM 21886810 1420 104226 SH SHARED 104226 D CORINTHIAN COLLEGES INC COM 21886810 378 27800 SH SHARED 01 27800 D CORINTHIAN COLLEGES INC COM 21886810 209 15348 SH SHARED 02 13198 2150 D CORINTHIAN COLLEGES INC COM 21886810 2044 150000 SH SHARED 04 150000 D CORINTHIAN COLLEGES INC COM 21886810 129 9500 SH SHARED 17 9500 D CORN PRODS INTL INC COM 21902310 19880 575574 SH SHARED 575574 D CORN PRODS INTL INC COM 21902310 521 15098 SH SHARED 01 11800 3298 D CORN PRODS INTL INC COM 21902310 220 6394 SH SHARED 02 6394 D CORN PRODS INTL INC COM 21902310 10 300 SH SHARED 06 300 D CORN PRODS INTL INC COM 21902310 856 24800 SH SHARED 17 20500 4300 D CORN PRODS INTL INC COM 21902310 184 5345 SH SHARED 21 4545 800 D CORN PRODS INTL INC COM 21902310 435 12600 SH SHR/OTHR 23 12600 D CORNELL COMPANIES INC COM 21914110 162 8848 SH SHARED 8848 D CORNING INC COM 21935010 60070 3210585 SH SHARED 3085633 124952 D CORNING INC COM 21935010 5879 314224 SH SHARED 01 21700 292524 D CORNING INC COM 21935010 4626 247296 SH SHR/OTHR 01 247296 D CORNING INC COM 21935010 5774 308633 SH SHARED 02 295794 12839 D CORNING INC COM 21935010 148599 7942250 SH SHARED 04 7942250 D CORNING INC COM 21935010 15 810 SH SHARED 05 810 D CORNING INC COM 21935010 60852 3252409 SH SHARED 06 1822909 1429500 D CORNING INC COM 21935010 50939 2722590 SH SHARED 10 2088100 78490 556000 D CORNING INC COM 21935010 4083 218252 SH SHARED 14 218252 D CORNING INC COM 21935010 4191 224000 SH SHARED 15 224000 D CORNING INC COM 21935010 21028 1123902 SH SHARED 17 705302 418600 D CORNING INC COM 21935010 213 11400 SH SHARED 19 11400 D CORNING INC COM 21935010 634 33900 SH SHR/OTHR 23 33900 D CORPBANCA SP ADR REG S 21987A20 27 1040 SH SHARED 1040 D CORPORATE EXECUTIVE BRD CO COM 21988R10 2844 32440 SH SHARED 32440 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1017 11600 SH SHARED 01 11600 D CORPORATE EXECUTIVE BRD CO COM 21988R10 4014 45772 SH SHARED 02 44812 960 D CORPORATE EXECUTIVE BRD CO COM 21988R10 360 4110 SH SHARED 17 3810 300 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1374 27243 SH SHARED 27243 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 242 4800 SH SHARED 01 4800 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 10 205 SH SHARED 02 205 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 302 6000 SH SHARED 10 6000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 686 13600 SH SHARED 17 13600 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 71 1584 SH SHARED 1584 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 841 18600 SH SHARED 01 18600 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 168 3732 SH SHARED 02 755 2977 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 805 17800 SH SHARED 17 16800 1000 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 1 860 SH SHARED 860 D CORUS GROUP PLC SPONSORED ADR 22087M10 5 275 SH SHARED 20 275 D CORUS BANKSHARES INC COM 22087310 699 30330 SH SHARED 30330 D CORUS BANKSHARES INC COM 22087310 682 29600 SH SHARED 01 20500 9100 D CORUS BANKSHARES INC COM 22087310 6997 303300 SH SHARED 10 303300 D CORUS BANKSHARES INC COM 22087310 2330 101000 SH SHARED 17 16800 84200 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 2517 70000 SH SHARED 70000 D CORVEL CORP COM 22100610 295 6202 SH SHARED 6202 D CORVEL CORP COM 22100610 111 2350 SH SHARED 01 2350 D CORVEL CORP COM 22100610 1703 35800 SH SHARED 10 35800 D COSI INC COM 22122P10 136 26852 SH SHARED 26852 D COST PLUS INC CALIF COM 22148510 2729 264979 SH SHARED 264979 D COST PLUS INC CALIF COM 22148510 26 2600 SH SHARED 01 2600 D COST PLUS INC CALIF COM 22148510 5 500 SH SHARED 02 500 D COST PLUS INC CALIF COM 22148510 183 17800 SH SHARED 10 17800 D COSTCO WHSL CORP NEW COM 22160K10 40268 761654 SH SHARED 758954 2700 D COSTCO WHSL CORP NEW COM 22160K10 4722 89331 SH SHARED 01 2090 87241 D COSTCO WHSL CORP NEW COM 22160K10 206 3909 SH SHR/OTHR 01 3909 D COSTCO WHSL CORP NEW COM 22160K10 12486 236172 SH SHARED 02 226942 9230 D COSTCO WHSL CORP NEW COM 22160K10 10 200 SH SHARED 05 200 D COSTCO WHSL CORP NEW COM 22160K10 2236 42304 SH SHARED 06 38174 4130 D COSTCO WHSL CORP NEW COM 22160K10 4706 89015 SH SHARED 10 49380 39635 D COSTCO WHSL CORP NEW COM 22160K10 102 1940 SH SHR/OTHR 10 1940 D COSTCO WHSL CORP NEW COM 22160K10 253 4803 SH SHARED 14 4803 D COSTCO WHSL CORP NEW COM 22160K10 26257 496649 SH SHARED 17 476149 20500 D COSTCO WHSL CORP NEW COM 22160K10 1810 34245 SH SHARED 20 475 33770 D COSTCO WHSL CORP NEW COM 22160K10 31 600 SH SHR/OTHR 20 600 D COSTCO WHSL CORP NEW COM 22160K10 35 670 SH SHR/OTHR 21 670 D COSTCO WHSL CORP NEW COM 22160K10 68 1300 SH SHARED 22 400 900 D COSTCO WHSL CORP NEW COM 22160K10 165 3130 SH SHARED 23 2650 480 D COSTCO WHSL CORP NEW COM 22160K10 610 11550 SH SHR/OTHR 23 11550 D COSTAR GROUP INC COM 22160N10 699 13062 SH SHARED 13062 D COSTAR GROUP INC COM 22160N10 37 700 SH SHARED 01 700 D COSTAR GROUP INC COM 22160N10 155 2900 SH SHARED 17 2900 D COSTCO COMPANIES INC NOTE 8/1 22160QAC 396 330000 PRN SHARED 02 330000 D COTT CORP QUE COM 22163N10 4855 339278 SH SHARED 339278 D COTT CORP QUE COM 22163N10 14 1000 SH SHR/OTHR 01 1000 D COTT CORP QUE COM 22163N10 184 12900 SH SHARED 14 12900 D COTHERIX INC COM 22163T10 202 15032 SH SHARED 15032 D COTHERIX INC COM 22163T10 40 3010 SH SHARED 02 3010 D COTHERIX INC COM 22163T10 10819 802038 SH SHARED 04 802038 D COUNTRYWIDE FINANCIAL CORP COM 22237210 55948 1317992 SH SHARED 1317992 D COUNTRYWIDE FINANCIAL CORP COM 22237210 3933 92664 SH SHARED 01 21900 70764 D COUNTRYWIDE FINANCIAL CORP COM 22237210 12437 292982 SH SHARED 02 289126 3856 D COUNTRYWIDE FINANCIAL CORP COM 22237210 13 308 SH SHARED 05 308 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2389 56293 SH SHARED 06 51013 5280 D COUNTRYWIDE FINANCIAL CORP COM 22237210 509 11998 SH SHARED 10 9498 2500 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1366 32188 SH SHARED 14 32188 D COUNTRYWIDE FINANCIAL CORP COM 22237210 12241 288380 SH SHARED 17 276382 11998 D COUNTRYWIDE FINANCIAL CORP COM 22237210 65 1551 SH SHARED 20 1551 D COURIER CORP COM 22266010 306 7855 SH SHARED 7855 D COURIER CORP COM 22266010 257 6600 SH SHARED 17 6600 D COUSINS PPTYS INC COM 22279510 1187 33677 SH SHARED 33677 D COUSINS PPTYS INC COM 22279510 130 3700 SH SHARED 01 3700 D COUSINS PPTYS INC COM 22279510 98 2782 SH SHR/OTHR 01 2782 D COUSINS PPTYS INC COM 22279510 67 1925 SH SHARED 02 1604 321 D COUSINS PPTYS INC COM 22279510 1160 32900 SH SHARED 10 32900 D COUSINS PPTYS INC COM 22279510 920 26100 SH SHARED 17 26100 D COVANSYS CORP COM 22281W10 908 39574 SH SHARED 39574 D COVANSYS CORP COM 22281W10 736 32100 SH SHARED 01 29700 2400 D COVANSYS CORP COM 22281W10 1494 65100 SH SHARED 10 65100 D COVANSYS CORP COM 22281W10 19004 828100 SH SHARED 17 816000 12100 D COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR 1917 2150000 PRN SHARED 2150000 D COVAD COMMUNICATIONS GROUP I COM 22281420 2609 1890701 SH SHARED 1890701 D COVANCE INC COM 22281610 3070 52120 SH SHARED 52120 D COVANCE INC COM 22281610 1190 20202 SH SHARED 01 20202 D COVANCE INC COM 22281610 478 8116 SH SHARED 02 6916 1200 D COVANCE INC COM 22281610 23 400 SH SHARED 06 400 D COVANCE INC COM 22281610 4365 74100 SH SHARED 10 74100 D COVANCE INC COM 22281610 76 1300 SH SHARED 17 500 800 D COVANCE INC COM 22281610 47 800 SH SHR/OTHR 23 800 D COVANTA HLDG CORP COM 22282E10 44128 2002182 SH SHARED 2002182 D COVANTA HLDG CORP COM 22282E10 446 20260 SH SHARED 01 20260 D COVANTA HLDG CORP COM 22282E10 259 11763 SH SHARED 02 10763 1000 D COVANTA HLDG CORP COM 22282E10 12386 562000 SH SHARED 04 562000 D COVANTA HLDG CORP COM 22282E10 2027 92000 SH SHARED 05 92000 D COVANTA HLDG CORP COM 22282E10 198 9000 SH SHARED 10 9000 D COVANTA HLDG CORP COM 22282E10 6819 309400 SH SHARED 17 309400 D COVANTA HLDG CORP COM 22282E10 4 200 SH SHARED 23 200 D COVENANT TRANS INC CL A 22284P10 2 215 SH SHARED 215 D COVENTRY HEALTH CARE INC COM 22286210 52195 1042860 SH SHARED 1042860 D COVENTRY HEALTH CARE INC COM 22286210 948 18950 SH SHARED 01 18950 D COVENTRY HEALTH CARE INC COM 22286210 1648 32933 SH SHARED 02 32933 D COVENTRY HEALTH CARE INC COM 22286210 1054 21067 SH SHARED 06 19602 1465 D COVENTRY HEALTH CARE INC COM 22286210 17096 341588 SH SHARED 10 300288 41300 D COVENTRY HEALTH CARE INC COM 22286210 156 3126 SH SHARED 14 3126 D COVENTRY HEALTH CARE INC COM 22286210 10134 202488 SH SHARED 17 182138 20350 D COVENTRY HEALTH CARE INC COM 22286210 2 45 SH SHARED 20 45 D COVENTRY HEALTH CARE INC COM 22286210 63 1270 SH SHARED 21 1270 D COWEN GROUP INC COM 22362110 5 276 SH SHARED 276 D COX RADIO INC CL A 22405110 582 35758 SH SHARED 35758 D COX RADIO INC CL A 22405110 3156 193631 SH SHARED 17 193631 D CRAFTMADE INTL INC COM 22413E10 1 110 SH SHARED 110 D CRANE CO COM 22439910 864 23602 SH SHARED 23602 D CRANE CO COM 22439910 670 18300 SH SHARED 01 18300 D CRANE CO COM 22439910 704 19239 SH SHARED 02 19239 D CRANE CO COM 22439910 29 800 SH SHARED 10 800 D CRANE CO COM 22439910 531 14500 SH SHARED 17 11400 3100 D CRAWFORD & CO CL B 22463310 132 18195 SH SHARED 18195 D CRAWFORD & CO CL B 22463310 25 3500 SH SHARED 02 3500 D CREDIT SUISSE ASSET MGMT INC COM 22491610 90 20565 SH SHARED 20565 D CRAY INC COM NEW 22522330 39 3351 SH SHARED 3351 D CRAY INC COM NEW 22522330 147 12405 SH SHARED 02 11180 1225 D CREDENCE SYS CORP COM 22530210 20004 3846964 SH SHARED 3846964 D CREDENCE SYS CORP COM 22530210 11 2300 SH SHARED 01 2300 D CREDENCE SYS CORP COM 22530210 739 142200 SH SHARED 10 142200 D CREDIT ACCEP CORP MICH COM 22531010 225 6751 SH SHARED 6751 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 24 350 SH SHARED 01 350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 154 2215 SH SHARED 02 2215 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 6 100 SH SHARED 10 100 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 11 160 SH SHARED 20 160 D CREDO PETE CORP COM PAR $0.10 22543920 2 184 SH SHARED 184 D CREE INC COM 22544710 1300 75069 SH SHARED 75069 D CREE INC COM 22544710 381 22000 SH SHARED 01 22000 D CREE INC COM 22544710 149 8619 SH SHARED 02 8579 40 D CRESCENT BKG CO COM 22564610 68 1500 SH SHARED 02 1500 D CRESCENT FINL CORP COM 22574410 2 203 SH SHARED 203 D CRESCENT REAL ESTATE EQUITIE COM 22575610 1242 62922 SH SHARED 62922 D CRESCENT REAL ESTATE EQUITIE COM 22575610 21 1100 SH SHARED 01 1100 D CRESCENT REAL ESTATE EQUITIE COM 22575610 19 977 SH SHARED 02 577 400 D CRESCENT REAL ESTATE EQUITIE COM 22575610 592 30000 SH SHARED 04 30000 D CRESCENT REAL ESTATE EQUITIE COM 22575610 2012 101900 SH SHARED 10 101900 D CRESCENT REAL ESTATE EQUITIE COM 22575610 553 28000 SH SHARED 17 28000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 6187 359111 SH SHARED 359111 D CRESUD S A C I F Y A SPONSORED ADR 22640610 8518 494371 SH SHARED 01 494371 D CRESUD S A C I F Y A SPONSORED ADR 22640610 782 45400 SH SHARED 02 25000 20400 D CRESUD S A C I F Y A SPONSORED ADR 22640610 4479 260000 SH SHARED 04 260000 D CRITICAL THERAPEUTICS INC COM 22674T10 868 425766 SH SHARED 425766 D CRITICAL THERAPEUTICS INC COM 22674T10 51 25014 SH SHARED 02 25014 D CROCS INC COM 22704610 363 8407 SH SHARED 8407 D CROCS INC COM 22704610 12 300 SH SHARED 17 300 D CROSS A T CO CL A 22747810 1 180 SH SHARED 180 D CROSS CTRY HEALTHCARE INC COM 22748310 703 32260 SH SHARED 32260 D CROSS CTRY HEALTHCARE INC COM 22748310 100 4600 SH SHARED 01 4600 D CROSS TIMBERS RTY TR TR UNIT 22757R10 11 220 SH SHARED 220 D CROSS TIMBERS RTY TR TR UNIT 22757R10 101 2000 SH SHR/OTHR 20 2000 D CROSSTEX ENERGY L P COM 22765U10 554 13915 SH SHARED 13915 D CROSSTEX ENERGY INC COM 22765Y10 790 24947 SH SHARED 24947 D CROWN CASTLE INTL CORP COM 22822710 4880 151102 SH SHARED 151102 D CROWN CASTLE INTL CORP COM 22822710 109 3400 SH SHARED 01 3400 D CROWN CASTLE INTL CORP COM 22822710 99 3070 SH SHARED 02 2570 500 D CROWN CASTLE INTL CORP COM 22822710 969 30000 SH SHARED 04 30000 D CROWN CASTLE INTL CORP COM 22822710 264 8194 SH SHARED 06 6384 1810 D CROWN CASTLE INTL CORP COM 22822710 6 200 SH SHARED 14 200 D CROWN CASTLE INTL CORP COM 22822710 16815 520610 SH SHARED 17 514610 6000 D CROWN HOLDINGS INC COM 22836810 2009 96034 SH SHARED 96034 D CROWN HOLDINGS INC COM 22836810 625 29900 SH SHARED 01 29900 D CROWN HOLDINGS INC COM 22836810 140 6703 SH SHARED 02 2153 4550 D CROWN HOLDINGS INC COM 22836810 7393 353415 SH SHARED 10 335640 17775 D CROWN HOLDINGS INC COM 22836810 2227 106460 SH SHARED 17 106460 D CROWN HOLDINGS INC COM 22836810 50 2400 SH SHR/OTHR 23 2400 D CROWN MEDIA HLDGS INC CL A 22841110 43 11938 SH SHARED 11938 D CRUCELL N V SPONSORED ADR 22876910 86 3400 SH SHARED 3400 D CRUCELL N V SPONSORED ADR 22876910 28 1135 SH SHARED 02 1135 D CRYOLIFE INC COM 22890310 160 20964 SH SHARED 20964 D CRYPTOLOGIC INC COM 22890610 2441 105439 SH SHARED 105439 D CRYSTAL RIV CAP INC COM 22939330 283 11085 SH SHARED 11085 D CRYSTAL RIV CAP INC COM 22939330 3589 140600 SH SHARED 02 140600 D CRYSTAL RIV CAP INC COM 22939330 816 32000 SH SHARED 04 32000 D CRYSTAL RIV CAP INC COM 22939330 32885 1288100 SH SHARED 17 1288100 D CRYSTALLEX INTL CORP COM 22942F10 66 18400 SH SHARED 18400 D CRYSTALLEX INTL CORP COM 22942F10 1629 450000 SH SHARED 10 450000 D CTRIP COM INTL LTD ADR 22943F10 1584 25400 SH SHARED 25400 D CTRIP COM INTL LTD ADR 22943F10 35 575 SH SHARED 02 575 D CTRIP COM INTL LTD ADR 22943F10 45530 730000 SH SHARED 04 730000 D CTRIP COM INTL LTD ADR 22943F10 18 300 SH SHARED 06 300 D CTRIP COM INTL LTD ADR 22943F10 324 5200 SH SHARED 14 5200 D CTRIP COM INTL LTD ADR 22943F10 714 11460 SH SHARED 17 11460 D CUBIC CORP COM 22966910 263 12136 SH SHARED 12136 D CUBIC CORP COM 22966910 13 600 SH SHARED 01 600 D CUBIC CORP COM 22966910 86 4000 SH SHR/OTHR 23 4000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 912 1011000 PRN SHARED 1011000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 2311 2560000 PRN SHARED 02 2560000 D CUBIST PHARMACEUTICALS INC COM 22967810 912 50408 SH SHARED 50408 D CUBIST PHARMACEUTICALS INC COM 22967810 220 12200 SH SHARED 01 12200 D CUBIST PHARMACEUTICALS INC COM 22967810 112 6214 SH SHARED 02 6214 D CUBIST PHARMACEUTICALS INC COM 22967810 9779 540000 SH SHARED 04 540000 D CUBIST PHARMACEUTICALS INC COM 22967810 695 38400 SH SHARED 10 38400 D CUBIST PHARMACEUTICALS INC COM 22967810 56 3100 SH SHARED 17 3100 D CULLEN FROST BANKERS INC COM 22989910 2823 50580 SH SHARED 50580 D CULLEN FROST BANKERS INC COM 22989910 842 15100 SH SHARED 01 15100 D CULLEN FROST BANKERS INC COM 22989910 374 6701 SH SHARED 02 6701 D CULLEN FROST BANKERS INC COM 22989910 312 5600 SH SHARED 17 5600 D CULLEN FROST BANKERS INC COM 22989910 12 228 SH SHARED 20 228 D CULP INC COM 23021510 1 226 SH SHARED 226 D CUMBERLAND RES LTD COM 23077R10 476 84484 SH SHARED 84484 D CUMBERLAND RES LTD COM 23077R10 846 150000 SH SHARED 04 150000 D CUMMINS INC COM 23102110 11579 97980 SH SHARED 82980 15000 D CUMMINS INC COM 23102110 1664 14085 SH SHARED 01 3125 10960 D CUMMINS INC COM 23102110 1126 9531 SH SHARED 02 9531 D CUMMINS INC COM 23102110 1970 16670 SH SHARED 06 16020 650 D CUMMINS INC COM 23102110 8969 75900 SH SHARED 10 33600 42300 D CUMMINS INC COM 23102110 363 3076 SH SHARED 14 3076 D CUMMINS INC COM 23102110 12468 105506 SH SHARED 17 30806 74700 D CUMMINS INC COM 23102110 11 95 SH SHR/OTHR 21 95 D CUMMINS INC COM 23102110 94 800 SH SHR/OTHR 23 800 D CUMULUS MEDIA INC CL A 23108210 276 26630 SH SHARED 26630 D CUMULUS MEDIA INC CL A 23108210 24 2400 SH SHARED 01 2400 D CURAGEN CORP SDCV 6.000% 2/0 23126RAC 3447 3500000 PRN SHARED 3500000 D CURAGEN CORP COM 23126R10 259 56453 SH SHARED 56453 D CURAGEN CORP COM 23126R10 25 5494 SH SHARED 02 5494 D CURIS INC COM 23126910 1 1209 SH SHARED 1209 D CURIS INC COM 23126910 4 3823 SH SHARED 02 3823 D CURRENCY SHARES EURO TR EURO SHS 23130C10 101 764 SH SHARED 02 764 D CURTISS WRIGHT CORP COM 23156110 1267 34180 SH SHARED 34180 D CURTISS WRIGHT CORP COM 23156110 29 800 SH SHARED 01 800 D CURTISS WRIGHT CORP COM 23156110 15 410 SH SHARED 02 410 D CURTISS WRIGHT CORP COM 23156110 797 21500 SH SHARED 17 12700 8800 D CUTERA INC COM 23210910 8 314 SH SHARED 314 D CUTERA INC COM 23210910 124 4600 SH SHARED 02 4600 D CUTTER & BUCK INC COM 23221710 2 261 SH SHARED 261 D CUTTER & BUCK INC COM 23221710 1 150 SH SHARED 02 150 D CYBERSOURCE CORP COM 23251J10 261 23734 SH SHARED 23734 D CYBERSOURCE CORP COM 23251J10 1721 156200 SH SHARED 17 156200 D CYBERONICS INC COM 23251P10 522 25308 SH SHARED 25308 D CYBERONICS INC COM 23251P10 743 36000 SH SHARED 04 36000 D CYBERONICS INC COM 23251P10 825 40000 SH SHARED 15 40000 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 24 3574 SH SHARED 3574 D CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L20 792 148125 SH SHARED 148125 D CYMER INC COM 23257210 4365 99332 SH SHARED 99332 D CYMER INC COM 23257210 830 18900 SH SHARED 01 18900 D CYMER INC COM 23257210 95 2180 SH SHARED 02 2180 D CYMER INC COM 23257210 395 9000 SH SHARED 04 9000 D CYMER INC COM 23257210 1670 38000 SH SHARED 17 37700 300 D CYNOSURE INC CL A 23257720 2 173 SH SHARED 173 D CYNOSURE INC CL A 23257720 205 12950 SH SHARED 04 12950 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 192 24890 SH SHARED 24890 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 49 6400 SH SHARED 01 6400 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 30 3889 SH SHARED 02 3889 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 5615 724600 SH SHARED 04 724600 D CYPRESS SEMICONDUCTOR CORP COM 23280610 28953 1716266 SH SHARED 1716266 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1595 94600 SH SHARED 01 51000 43600 D CYPRESS SEMICONDUCTOR CORP COM 23280610 280 16625 SH SHARED 02 15981 644 D CYPRESS SEMICONDUCTOR CORP COM 23280610 2193 130000 SH SHARED 04 130000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 242 14400 SH SHARED 17 4300 10100 D CYTOKINETICS INC COM 23282W10 176 23543 SH SHARED 23543 D CYTOKINETICS INC COM 23282W10 27 3739 SH SHARED 02 3739 D CYTEC INDS INC COM 23282010 3540 62657 SH SHARED 62657 D CYTEC INDS INC COM 23282010 693 12268 SH SHARED 01 12268 D CYTEC INDS INC COM 23282010 259 4597 SH SHARED 02 4597 D CYTEC INDS INC COM 23282010 1311 23200 SH SHARED 04 23200 D CYTEC INDS INC COM 23282010 960 17000 SH SHARED 06 17000 D CYTEC INDS INC COM 23282010 960 17000 SH SHARED 14 17000 D CYTEC INDS INC COM 23282010 531 9400 SH SHARED 17 9400 D CYTEC INDS INC COM 23282010 2 50 SH SHARED 20 50 D CYTEC INDS INC COM 23282010 73 1300 SH SHARED 21 1300 D CYTOGEN CORP COM NEW 23282430 1 509 SH SHARED 509 D CYTRX CORP COM NEW 23282830 3 1630 SH SHARED 1630 D CYTORI THERAPEUTICS INC COM 23283K10 18 2863 SH SHARED 863 2000 D D & E COMMUNICATIONS INC COM 23286010 4 351 SH SHARED 351 D CYTYC CORP NOTE 2.250% 3/1 232946AB 316 294000 PRN SHARED 02 294000 D CYTYC CORP COM 23294610 1553 54879 SH SHARED 54879 D CYTYC CORP COM 23294610 1512 53448 SH SHARED 01 18100 35348 D CYTYC CORP COM 23294610 476 16847 SH SHARED 02 12567 4280 D CYTYC CORP COM 23294610 16 600 SH SHARED 06 600 D CYTYC CORP COM 23294610 2883 101900 SH SHARED 10 101900 D CYTYC CORP COM 23294610 254 9000 SH SHARED 14 9000 D CYTYC CORP COM 23294610 259 9172 SH SHARED 17 2472 6700 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 1093 31658 SH SHARED 31658 D DCT INDUSTRIAL TRUST INC COM 23315310 1888 160000 SH SHARED 160000 D DCT INDUSTRIAL TRUST INC COM 23315310 1759 149100 SH SHARED 10 149100 D DCT INDUSTRIAL TRUST INC COM 23315310 2608 221100 SH SHARED 11 221100 D DCT INDUSTRIAL TRUST INC COM 23315310 4109 348300 SH SHARED 17 348300 D DDI CORP COM 0.0001 NEW 23316250 3699 513797 SH SHARED 513797 D DJO INCORPORATED COM 23325G10 760 17762 SH SHARED 17762 D DJO INCORPORATED COM 23325G10 8 200 SH SHARED 01 200 D DJO INCORPORATED COM 23325G10 72 1700 SH SHARED 17 1700 D DNP SELECT INCOME FD COM 23325P10 10 1000 SH SHARED 02 1000 D DNP SELECT INCOME FD COM 23325P10 70 6500 SH SHARED 23 6500 D DG FASTCHANNEL INC COM 23326R10 3 285 SH SHARED 285 D DPL INC COM 23329310 1835 66067 SH SHARED 55680 10387 D DPL INC COM 23329310 922 33212 SH SHARED 01 33212 D DPL INC COM 23329310 37 1350 SH SHR/OTHR 01 1350 D DPL INC COM 23329310 409 14743 SH SHARED 02 12493 2250 D DPL INC COM 23329310 222 8000 SH SHARED 17 4400 3600 D DPL INC COM 23329310 30 1100 SH SHR/OTHR 23 1100 D DRS TECHNOLOGIES INC COM 23330X10 2269 43083 SH SHARED 43083 D DRS TECHNOLOGIES INC COM 23330X10 690 13100 SH SHARED 01 13100 D DRS TECHNOLOGIES INC COM 23330X10 412 7825 SH SHARED 02 4490 3335 D DRS TECHNOLOGIES INC COM 23330X10 23216 440700 SH SHARED 17 440700 D DRS TECHNOLOGIES INC COM 23330X10 26 496 SH SHARED 21 496 D D R HORTON INC COM 23331A10 17153 647531 SH SHARED 647531 D D R HORTON INC COM 23331A10 816 30828 SH SHARED 01 30828 D D R HORTON INC COM 23331A10 13301 502142 SH SHARED 02 49342 452800 D D R HORTON INC COM 23331A10 5 200 SH SHARED 05 200 D D R HORTON INC COM 23331A10 675 25517 SH SHARED 06 22528 2989 D D R HORTON INC COM 23331A10 3834 144766 SH SHARED 17 138200 6566 D DSP GROUP INC COM 23332B10 1840 84818 SH SHARED 84818 D DSP GROUP INC COM 23332B10 23 1066 SH SHARED 02 400 666 D DSP GROUP INC COM 23332B10 230 10600 SH SHARED 17 10600 D DST SYS 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21 360 D DTE ENERGY CO COM 23333110 24 500 SH SHARED 23 500 D DTE ENERGY CO COM 23333110 9 200 SH SHR/OTHR 23 200 D DSW INC CL A 23334L10 484 12566 SH SHARED 12566 D DSW INC CL A 23334L10 146 3800 SH SHARED 01 3800 D DSW INC CL A 23334L10 28 735 SH SHARED 02 735 D DSW INC CL A 23334L10 2156 55900 SH SHARED 10 55900 D DSW INC CL A 23334L10 2213 57400 SH SHARED 17 57400 D DTS INC COM 23335C10 329 13637 SH SHARED 13637 D DTS INC COM 23335C10 198 8200 SH SHARED 17 8200 D DWS HIGH INCOME TR SHS 23337C10 6 1000 SH SHARED 01 1000 D DXP ENTERPRISES INC NEW COM NEW 23337740 48 1392 SH SHARED 1392 D DXP ENTERPRISES INC NEW COM NEW 23337740 10 300 SH SHARED 01 300 D DWS MULTI MKT INCOME TR SHS 23338L10 10 1000 SH SHARED 01 1000 D DWS STRATEGIC MUN INCOME TR COM 23338T10 34 2800 SH SHARED 02 2800 D DWS STRATEGIC MUN INCOME TR COM 23338T10 91 7500 SH SHR/OTHR 20 7500 D DWS RREEF REAL ESTATE FD II COM 23338X10 900 46630 SH SHARED 02 46630 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 169 10742 SH 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757000 PRN SHARED 02 757000 D DANAHER CORP DEL COM 23585110 26394 364359 SH SHARED 364359 D DANAHER CORP DEL COM 23585110 2307 31854 SH SHARED 01 300 31554 D DANAHER CORP DEL COM 23585110 3137 43312 SH SHARED 02 41748 1564 D DANAHER CORP DEL COM 23585110 1511 20866 SH SHARED 04 20866 D DANAHER CORP DEL COM 23585110 1801 24870 SH SHARED 06 22800 2070 D DANAHER CORP DEL COM 23585110 10134 139900 SH SHARED 10 116300 23600 D DANAHER CORP DEL COM 23585110 317 4377 SH SHARED 14 4377 D DANAHER CORP DEL COM 23585110 7868 108616 SH SHARED 17 102216 6400 D DANAHER CORP DEL COM 23585110 521 7200 SH SHARED 21 7200 D DANAHER CORP DEL COM 23585110 210 2900 SH SHR/OTHR 21 2900 D DANAHER CORP DEL COM 23585110 83 1150 SH SHR/OTHR 23 1150 D DARDEN RESTAURANTS INC COM 23719410 28613 712311 SH SHARED 665811 46500 D DARDEN RESTAURANTS INC COM 23719410 1375 34253 SH SHARED 01 34253 D DARDEN RESTAURANTS INC COM 23719410 1045 26026 SH SHARED 02 26026 D DARDEN RESTAURANTS INC COM 23719410 1700 42339 SH SHARED 06 41029 1310 D DARDEN RESTAURANTS INC COM 23719410 12930 321900 SH SHARED 10 136800 185100 D DARDEN RESTAURANTS INC COM 23719410 481 11991 SH SHARED 14 11991 D DARDEN RESTAURANTS INC COM 23719410 11662 290334 SH SHARED 17 87834 202500 D DARDEN RESTAURANTS INC COM 23719410 120 3000 SH SHR/OTHR 23 3000 D DARLING INTL INC COM 23726610 2061 374083 SH SHARED 374083 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 91 3900 SH SHARED 3900 D DATALINK CORP COM 23793410 1 184 SH SHARED 184 D DATASCOPE CORP COM 23811310 1182 32453 SH SHARED 32453 D DATASCOPE CORP COM 23811310 14 411 SH SHARED 02 411 D DATASCOPE CORP COM 23811310 225 6200 SH SHARED 17 6200 D DATATRAK INTL INC COM 23813410 1 248 SH SHARED 248 D DAVITA INC COM 23918K10 1634 28733 SH SHARED 28733 D DAVITA INC COM 23918K10 302 5325 SH SHARED 01 2875 2450 D DAVITA INC COM 23918K10 75 1326 SH SHARED 02 1326 D DAVITA INC COM 23918K10 1137 20000 SH SHARED 04 20000 D DAVITA INC COM 23918K10 198 3490 SH SHARED 06 3000 490 D DAVITA INC COM 23918K10 4360 76660 SH SHARED 10 76660 D DAVITA INC COM 23918K10 29636 521040 SH SHARED 17 513640 7400 D DAVITA INC COM 23918K10 2 45 SH SHARED 20 45 D DAWSON GEOPHYSICAL CO COM 23935910 214 5876 SH SHARED 5876 D DEALERTRACK HLDGS INC COM 24230910 283 9646 SH SHARED 9646 D DEALERTRACK HLDGS INC COM 24230910 102 3500 SH SHARED 01 3500 D DEALERTRACK HLDGS INC COM 24230910 1497 50900 SH SHARED 10 50900 D DEALERTRACK HLDGS INC COM 24230910 979 33300 SH SHARED 17 33300 D DEAN FOODS CO NEW COM 24237010 13649 322836 SH SHARED 321073 1763 D DEAN FOODS CO NEW COM 24237010 558 13207 SH SHARED 01 13207 D DEAN FOODS CO NEW COM 24237010 1009 23871 SH SHARED 02 23659 212 D DEAN FOODS CO NEW COM 24237010 9713 229750 SH SHARED 04 229750 D DEAN FOODS CO NEW COM 24237010 45032 1065100 SH SHARED 06 419050 646050 D DEAN FOODS CO NEW COM 24237010 80367 1900830 SH SHARED 10 213530 1579210 108090 D DEAN FOODS CO NEW COM 24237010 655 15509 SH SHARED 14 15509 D DEAN FOODS CO NEW COM 24237010 1591 37650 SH SHARED 15 37650 D DEAN FOODS CO NEW COM 24237010 4228 100000 SH SHARED 16 100000 D DEAN FOODS CO NEW COM 24237010 5564 131600 SH SHARED 17 123500 8100 D DEAN FOODS CO NEW COM 24237010 232 5500 SH SHARED 19 5500 D DEAN FOODS CO NEW COM 24237010 46 1100 SH SHR/OTHR 23 1100 D DEARBORN BANCORP INC COM 24242R10 4 214 SH SHARED 214 D DEB SHOPS INC COM 24272810 102 3891 SH SHARED 3891 D DECKERS OUTDOOR CORP COM 24353710 507 8461 SH SHARED 8461 D DECKERS OUTDOOR CORP COM 24353710 881 14700 SH SHARED 17 14700 D DECODE GENETICS INC COM 24358610 210 46400 SH SHARED 46400 D DECODE GENETICS INC COM 24358610 32 7063 SH SHARED 02 7063 D DEERE & CO COM 24419910 129028 1357192 SH SHARED 1357022 170 D DEERE & CO COM 24419910 3314 34862 SH SHARED 01 150 34712 D DEERE & CO COM 24419910 152 1600 SH SHR/OTHR 01 1600 D DEERE & CO COM 24419910 4656 48983 SH SHARED 02 44063 4920 D DEERE & CO COM 24419910 52830 555700 SH SHARED 04 555700 D DEERE & CO COM 24419910 14270 150100 SH SHARED 05 150100 D DEERE & CO COM 24419910 3206 33730 SH SHARED 06 21700 12030 D DEERE & CO COM 24419910 1972 20750 SH SHARED 10 18650 2100 D DEERE & CO COM 24419910 726 7640 SH SHR/OTHR 10 7640 D DEERE & CO COM 24419910 1283 13500 SH SHARED 14 13500 D DEERE & CO COM 24419910 9298 97808 SH SHARED 17 91808 6000 D DEERE & CO COM 24419910 96 1010 SH SHARED 20 1010 D DEERE & CO COM 24419910 54 570 SH SHR/OTHR 20 570 D DEERE & CO COM 24419910 284 2995 SH SHARED 21 2995 D DEERE & CO COM 24419910 18 195 SH SHR/OTHR 21 195 D DEERE & CO COM 24419910 85 895 SH SHARED 23 895 D DEERE & CO COM 24419910 456 4800 SH SHR/OTHR 23 4800 D DEERFIELD TRIARC CAP CORP COM 24457230 17418 1028875 SH SHARED 1028875 D DEERFIELD TRIARC CAP CORP COM 24457230 3193 188609 SH SHARED 02 188609 D DEERFIELD TRIARC CAP CORP COM 24457230 914 54000 SH SHARED 04 54000 D DEERFIELD TRIARC CAP CORP COM 24457230 59 3500 SH SHARED 10 3500 D DEERFIELD TRIARC CAP CORP COM 24457230 17830 1053200 SH SHARED 11 1053200 D DEERFIELD TRIARC CAP CORP COM 24457230 26525 1566800 SH SHARED 17 1565500 1300 D DEL MONTE FOODS CO COM 24522P10 2739 248385 SH SHARED 248385 D DEL MONTE FOODS CO COM 24522P10 73 6630 SH SHARED 01 66 6564 D DEL MONTE FOODS CO COM 24522P10 33 3035 SH SHR/OTHR 01 3035 D DEL MONTE FOODS CO COM 24522P10 26 2409 SH SHARED 02 2409 D DEL MONTE FOODS CO COM 24522P10 75 6800 SH SHARED 17 6800 D DEL MONTE FOODS CO COM 24522P10 320 29073 SH SHARED 18 29073 D DEL MONTE FOODS CO COM 24522P10 14 1339 SH SHR/OTHR 20 1339 D DEL MONTE FOODS CO COM 24522P10 25 2344 SH SHR/OTHR 21 2344 D DEL MONTE FOODS CO COM 24522P10 39 3572 SH SHARED 23 3572 D DEL MONTE FOODS CO COM 24522P10 32 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 1 481 SH SHARED 481 D DELEK US HLDGS INC COM 24664710 130 7954 SH SHARED 7954 D DELEK US HLDGS INC COM 24664710 588 35900 SH SHARED 17 35900 D DELIA'S INC NEW COM 24691110 196 18743 SH SHARED 18743 D DELIA'S INC NEW COM 24691110 2085 198800 SH SHARED 17 198800 D DELL INC COM 24702R10 75 3000 SH SHARED 3000 D DELL INC COM 24702R10 912242 36358794 SH SHARED 36332944 25850 D DELL INC COM 24702R10 8432 336070 SH SHARED 01 20849 315221 D DELL INC COM 24702R10 27 1100 SH SHR/OTHR 01 1100 D DELL INC COM 24702R10 11976 477323 SH SHARED 02 448729 28594 D DELL INC COM 24702R10 27967 1114700 SH SHARED 04 1114700 D DELL INC COM 24702R10 898 35830 SH SHARED 05 35830 D DELL INC COM 24702R10 7092 282680 SH SHARED 06 263178 19502 D DELL INC COM 24702R10 4916 195950 SH SHARED 10 188055 7895 D DELL INC COM 24702R10 1428 56929 SH SHARED 14 56929 D DELL INC COM 24702R10 7527 300000 SH SHARED 16 300000 D DELL INC COM 24702R10 31610 1259900 SH SHARED 17 1168200 91700 D DELL INC COM 24702R10 44 1757 SH SHARED 18 1757 D DELL INC COM 24702R10 25 1000 SH SHARED 19 1000 D DELL INC COM 24702R10 190 7583 SH SHARED 20 1400 6183 D DELL INC COM 24702R10 20 800 SH SHR/OTHR 20 800 D DELL INC COM 24702R10 42 1700 SH SHARED 21 1700 D DELL INC COM 24702R10 9 385 SH SHR/OTHR 21 385 D DELL INC COM 24702R10 48 1925 SH SHARED 23 1925 D DELL INC COM 24702R10 286 11400 SH SHR/OTHR 23 11400 D DELPHI FINL GROUP INC CL A 24713110 1308 32344 SH SHARED 32344 D DELPHI FINL GROUP INC CL A 24713110 234 5800 SH SHARED 01 5800 D DELPHI FINL GROUP INC CL A 24713110 36 900 SH SHARED 02 900 D DELPHI FINL GROUP INC CL A 24713110 756 18700 SH SHARED 17 8750 9950 D DELTA & PINE LD CO COM 24735710 31738 784627 SH SHARED 784627 D DELTA & PINE LD CO COM 24735710 0 16 SH SHARED 02 16 D DELTA & PINE LD CO COM 24735710 129 3200 SH SHARED 17 400 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 DELTIC TIMBER CORP COM 24785010 445 7981 SH SHARED 7981 D DELTIC TIMBER CORP COM 24785010 1047 18771 SH SHARED 01 18771 D DELTIC TIMBER CORP COM 24785010 2928 52499 SH SHR/OTHR 01 52499 D DELTIC TIMBER CORP COM 24785010 195 3500 SH SHARED 10 3500 D DELTIC TIMBER CORP COM 24785010 8 150 SH SHARED 20 150 D DELTIC TIMBER CORP COM 24785010 463 8312 SH SHARED 22 8312 D DELTA PETE CORP COM NEW 24790720 956 41305 SH SHARED 41305 D DELTA PETE CORP COM NEW 24790720 166 7200 SH SHARED 01 7200 D DELTA PETE CORP COM NEW 24790720 5674 245000 SH SHARED 17 244100 900 D DENBURY RES INC COM NEW 24791620 1993 71719 SH SHARED 60919 10800 D DENBURY RES INC COM NEW 24791620 933 33600 SH SHARED 01 33600 D DENBURY RES INC COM NEW 24791620 392 14123 SH SHARED 02 13328 795 D DENBURY RES INC COM NEW 24791620 986 35500 SH SHARED 06 35500 D DENBURY RES INC COM NEW 24791620 7717 277700 SH SHARED 10 277700 D DENBURY RES INC COM NEW 24791620 3559 128100 SH SHARED 17 800 127300 D DENBURY RES INC COM NEW 24791620 264 9500 SH SHR/OTHR 21 9500 D DELTA FINANCIAL CORP COM 24791810 4 426 SH SHARED 426 D DELTA FINANCIAL CORP COM 24791810 53 5300 SH SHR/OTHR 22 5300 D DELUXE CORP COM 24801910 15086 598656 SH SHARED 584172 14484 D DELUXE CORP COM 24801910 819 32501 SH SHARED 01 32501 D DELUXE CORP COM 24801910 129 5129 SH SHARED 02 5104 25 D DELUXE CORP COM 24801910 4629 183700 SH SHARED 10 5600 178100 D DELUXE CORP COM 24801910 1141 45300 SH SHARED 17 7300 38000 D DELUXE CORP COM 24801910 44 1753 SH SHARED 20 1753 D DENDREON CORP COM 24823Q10 367 88071 SH SHARED 88071 D DENDREON CORP COM 24823Q10 30 7348 SH SHARED 02 7348 D DENDRITE INTL INC COM 24823910 311 29126 SH SHARED 29126 D DENDRITE INTL INC COM 24823910 87 8200 SH SHARED 01 8200 D DENDRITE INTL INC COM 24823910 8 750 SH SHARED 02 750 D DENDRITE INTL INC COM 24823910 267 25000 SH SHARED 10 25000 D DENNYS CORP COM 24869P10 4010 851474 SH SHARED 851474 D DENTSPLY INTL INC NEW COM 24903010 3771 126350 SH SHARED 126350 D DENTSPLY INTL INC NEW COM 24903010 1817 60900 SH SHARED 01 13500 47400 D DENTSPLY INTL INC NEW COM 24903010 505 16926 SH SHARED 02 16926 D DENTSPLY INTL INC NEW COM 24903010 131 4420 SH SHARED 06 3700 720 D DENTSPLY INTL INC NEW COM 24903010 6996 234400 SH SHARED 10 234400 D DENTSPLY INTL INC NEW COM 24903010 262 8792 SH SHARED 14 8792 D DENTSPLY INTL INC NEW COM 24903010 298 10000 SH SHARED 17 10000 D DEPOMED INC COM 24990810 156 45327 SH SHARED 45327 D DEPOMED INC COM 24990810 13 3969 SH SHARED 02 3969 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 5410 91600 SH SHARED 10 91600 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 738 12500 SH SHR/OTHR 23 12500 D DESERT CMNTY BK VICTORVILLE COM 25037Y10 2 145 SH SHARED 145 D DESIGN WITHIN REACH INC COM 25055710 1 247 SH SHARED 247 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 326 17928 SH SHARED 17928 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 14 795 SH SHARED 02 795 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 81 4500 SH SHR/OTHR 23 4500 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 4068 64623 SH SHARED 64623 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2165 34400 SH SHARED 01 300 34100 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1957 31097 SH SHARED 02 12695 18402 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 12 200 SH SHARED 17 200 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 27 20000 PRN SHR/OTHR 01 20000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 213 158000 PRN SHARED 23 158000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 27 20000 PRN SHR/OTHR 23 20000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 4388 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW COM 25179M10 97958 1460326 SH SHARED 1444626 15700 D DEVON ENERGY CORP NEW COM 25179M10 5830 86913 SH SHARED 01 24730 62183 D DEVON ENERGY CORP NEW COM 25179M10 154 2300 SH SHR/OTHR 01 2300 D DEVON ENERGY CORP NEW COM 25179M10 36607 545726 SH SHARED 02 501201 44525 D DEVON ENERGY CORP NEW COM 25179M10 7043 105000 SH SHARED 04 105000 D DEVON ENERGY CORP NEW COM 25179M10 12 190 SH SHARED 05 190 D DEVON ENERGY CORP NEW COM 25179M10 12408 184980 SH SHARED 06 181100 3880 D DEVON ENERGY CORP NEW COM 25179M10 190035 2832970 SH SHARED 10 1391945 816600 624425 D DEVON ENERGY CORP NEW COM 25179M10 241 3600 SH SHR/OTHR 10 3600 D DEVON ENERGY CORP NEW COM 25179M10 167 2491 SH SHARED 14 2491 D DEVON ENERGY CORP NEW COM 25179M10 323016 4815388 SH SHARED 17 4793688 21700 D DEVON ENERGY CORP NEW COM 25179M10 486 7250 SH SHARED 20 2135 5115 D DEVON ENERGY CORP NEW COM 25179M10 2 40 SH SHR/OTHR 21 40 D DEVON ENERGY CORP NEW COM 25179M10 359 5360 SH SHARED 22 3200 2160 D DEVON ENERGY CORP NEW COM 25179M10 268 4000 SH SHARED 23 4000 D DEVON ENERGY CORP NEW COM 25179M10 503 7500 SH SHR/OTHR 23 7500 D DEVRY INC DEL COM 25189310 2052 73310 SH SHARED 73310 D DEVRY INC DEL COM 25189310 576 20600 SH SHARED 01 20600 D DEVRY INC DEL COM 25189310 165 5900 SH SHARED 02 5900 D DEVRY INC DEL COM 25189310 352 12600 SH SHARED 10 12600 D DEVRY INC DEL COM 25189310 1710 61100 SH SHARED 14 61100 D DEVRY INC DEL COM 25189310 336 12000 SH SHARED 17 12000 D DEXCOM INC COM 25213110 130 13280 SH SHARED 13280 D DEXCOM INC COM 25213110 43 4435 SH SHARED 02 4435 D DEXCOM INC COM 25213110 6047 613300 SH SHARED 04 613300 D DIAGEO P L C SPON ADR NEW 25243Q20 1982 25000 SH SHARED 25000 D DIAGEO P L C SPON ADR NEW 25243Q20 26 330 SH SHARED 02 330 D DIAGEO P L C SPON ADR NEW 25243Q20 4435 55930 SH SHARED 10 55930 D DIAGEO P L C SPON ADR NEW 25243Q20 5527 69700 SH SHARED 17 69700 D DIAGEO P L C SPON ADR NEW 25243Q20 14 177 SH SHARED 20 177 D DIALYSIS CORP AMER COM 25252910 1051 82725 SH SHARED 82725 D DIAMOND FOODS INC COM 25260310 231 12162 SH SHARED 12162 D DIAMOND FOODS INC COM 25260310 4448 234000 SH SHARED 10 234000 D DIAMOND FOODS INC COM 25260310 85 4500 SH SHARED 17 4500 D DIAMOND HILL INVESTMENT GROU COM NEW 25264R20 3 44 SH SHARED 44 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 282 22745 SH SHARED 22745 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 51 4100 SH SHARED 01 4100 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 345 27800 SH SHARED 10 27800 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 225 18100 SH SHARED 17 18100 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 5304 3252000 PRN SHARED 3252000 D DIAMOND OFFSHORE DRILLING IN DBCV 1.500% 4/1 25271CAE 25101 15390000 PRN SHARED 02 15390000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 11173 139768 SH SHARED 139768 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 3877 48500 SH SHARED 01 48000 500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 5455 68244 SH SHARED 02 68244 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 42719 534400 SH SHARED 04 534400 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 21915 274150 SH SHARED 06 238600 35550 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 3781 47300 SH SHARED 10 47300 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1215 15200 SH SHARED 14 15200 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 183 2300 SH SHARED 17 300 2000 D DIAMONDROCK HOSPITALITY CO COM 25278430 1090 60572 SH SHARED 60572 D DIAMONDROCK HOSPITALITY CO COM 25278430 62752 3484300 SH SHARED 11 1133150 2351150 D DIAMONDROCK HOSPITALITY CO COM 25278430 480 26700 SH SHARED 17 26700 D DIAMONDS TR UNIT SER 1 25278710 37123 298400 SH SHARED 298400 D DIAMONDS TR UNIT SER 1 25278710 1269 10203 SH SHARED 01 10000 203 D DIAMONDS TR UNIT SER 1 25278710 2646 21270 SH SHARED 02 18000 3270 D DIAMONDS TR UNIT SER 1 25278710 7688 61800 SH SHARED 15 61800 D DIAMONDS TR UNIT SER 1 25278710 111 900 SH SHARED 23 900 D DICKS SPORTING GOODS INC COM 25339310 844 17232 SH SHARED 17232 D DICKS SPORTING GOODS INC COM 25339310 901 18400 SH SHARED 01 18400 D DICKS SPORTING GOODS INC COM 25339310 2016 41168 SH SHARED 02 41168 D DICKS SPORTING GOODS INC COM 25339310 205 4200 SH SHARED 10 4200 D DICKS SPORTING GOODS INC COM 25339310 166 3400 SH SHARED 17 3400 D DIEBOLD INC COM 25365110 1681 36075 SH SHARED 36075 D DIEBOLD INC COM 25365110 969 20800 SH SHARED 01 20800 D DIEBOLD INC COM 25365110 349 7504 SH SHARED 02 7254 250 D DIEBOLD INC COM 25365110 3164 67900 SH SHARED 14 67900 D DIEBOLD INC COM 25365110 782 16800 SH SHARED 17 16300 500 D DIGENE CORP COM 25375210 658 13746 SH SHARED 13746 D DIGENE CORP COM 25375210 1638 34200 SH SHARED 01 32000 2200 D DIGENE CORP COM 25375210 158 3298 SH SHARED 02 3253 45 D DIGENE CORP COM 25375210 1648 34400 SH SHARED 10 34400 D DIGENE CORP COM 25375210 2055 42900 SH SHARED 17 42900 D DIGI INTL INC COM 25379810 265 19276 SH SHARED 19276 D DIGIMARC CORP COM 25380710 3 404 SH SHARED 404 D DIGIRAD CORP COM 25382710 1 325 SH SHARED 325 D DIGITAL ANGEL CORP COM 25383010 1 495 SH SHARED 495 D DIGITAL INSIGHT CORP COM 25385P10 4836 125651 SH SHARED 125651 D DIGITAL INSIGHT CORP COM 25385P10 823 21400 SH SHARED 04 21400 D DIGITAL RLTY TR INC COM 25386810 3271 95588 SH SHARED 95588 D DIGITAL RLTY TR INC COM 25386810 174 5100 SH SHARED 01 5100 D DIGITAL RLTY TR INC COM 25386810 248354 7255460 SH SHARED 11 3368817 3886643 D DIGITAL RLTY TR INC COM 25386810 2630 76850 SH SHARED 17 73750 3100 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB 13 10000 PRN SHARED 02 10000 D DIGITAL RIV INC COM 25388B10 3418 61274 SH SHARED 61274 D DIGITAL RIV INC COM 25388B10 4326 77550 SH SHARED 01 61100 16450 D DIGITAL RIV INC COM 25388B10 214 3850 SH SHARED 02 3850 D DIGITAL RIV INC COM 25388B10 1701 30500 SH SHARED 04 30500 D DIGITAL RIV INC COM 25388B10 15476 277400 SH SHARED 10 277400 D DIGITAL RIV INC COM 25388B10 44133 791060 SH SHARED 17 632860 158200 D DIGITAS INC COM 25388K10 3625 270337 SH SHARED 270337 D DIGITAS INC COM 25388K10 36 2700 SH SHARED 01 2700 D DIGITAS INC COM 25388K10 670 50000 SH SHARED 04 50000 D DIGITAS INC COM 25388K10 4 300 SH SHARED 14 300 D DIME CMNTY BANCSHARES COM 25392210 275 19632 SH SHARED 19632 D DIME CMNTY BANCSHARES COM 25392210 12 896 SH SHARED 02 51 845 D DIME CMNTY BANCSHARES COM 25392210 9 675 SH SHR/OTHR 23 675 D DILLARDS INC CL A 25406710 5533 158229 SH SHARED 158229 D DILLARDS INC CL A 25406710 937 26800 SH SHARED 01 17600 9200 D DILLARDS INC CL A 25406710 480 13739 SH SHARED 02 10794 2945 D DILLARDS INC CL A 25406710 559 16000 SH SHARED 06 16000 D DILLARDS INC CL A 25406710 5434 155400 SH SHARED 10 115300 40100 D DILLARDS INC CL A 25406710 1679 48019 SH SHARED 17 48019 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 119 835983 SH SHARED 835983 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 2 19500 SH SHARED 01 19500 D DIODES INC COM 25454310 545 15387 SH SHARED 15387 D DIODES INC COM 25454310 847 23900 SH SHARED 10 23900 D DIODES INC COM 25454310 926 26100 SH SHARED 17 26100 D DIODES INC COM 25454310 2 60 SH SHARED 20 60 D DIONEX CORP COM 25454610 883 15577 SH SHARED 15577 D DIONEX CORP COM 25454610 51 900 SH SHARED 01 900 D DIONEX CORP COM 25454610 198 3500 SH SHARED 17 3500 D DIONEX CORP COM 25454610 8 149 SH SHARED 20 149 D DIRECT GEN CORP COM 25456W20 614 29791 SH SHARED 29791 D DIRECT GEN CORP COM 25456W20 66 3200 SH SHARED 17 3200 D DIRECTED ELECTRONICS INC COM 25457510 84 7339 SH SHARED 7339 D DIRECTV GROUP INC COM 25459L10 30545 1224750 SH SHARED 1066450 158300 D DIRECTV GROUP INC COM 25459L10 2866 114923 SH SHARED 01 16500 98423 D DIRECTV GROUP INC COM 25459L10 3584 143705 SH SHARED 02 139982 3723 D DIRECTV GROUP INC COM 25459L10 7 285 SH SHARED 05 285 D DIRECTV GROUP INC COM 25459L10 3815 153004 SH SHARED 06 147224 5780 D DIRECTV GROUP INC COM 25459L10 16615 666200 SH SHARED 10 666200 D DIRECTV GROUP INC COM 25459L10 949 38064 SH SHARED 14 38064 D DIRECTV GROUP INC COM 25459L10 1247 50000 SH SHARED 15 50000 D DIRECTV GROUP INC COM 25459L10 23237 931750 SH SHARED 17 356300 575450 D DIRECTV GROUP INC COM 25459L10 11 475 SH SHR/OTHR 23 475 D DISCOVERY LABORATORIES INC N COM 25466810 3 1457 SH SHARED 1457 D DISCOVERY LABORATORIES INC N COM 25466810 28 12188 SH SHARED 02 6188 6000 D DISCOVERY HOLDING CO CL A COM 25468Y10 1169 72700 SH SHARED 72700 D DISCOVERY HOLDING CO CL A COM 25468Y10 131 8183 SH SHARED 01 8183 D DISCOVERY HOLDING CO CL A COM 25468Y10 1 104 SH SHR/OTHR 01 104 D DISCOVERY HOLDING CO CL A COM 25468Y10 239 14859 SH SHARED 02 3440 11419 D DISCOVERY HOLDING CO CL A COM 25468Y10 3 196 SH SHARED 05 196 D DISCOVERY HOLDING CO CL A COM 25468Y10 135 8449 SH SHARED 06 6035 2414 D DISCOVERY HOLDING CO CL A COM 25468Y10 16 1014 SH SHARED 10 1014 D DISCOVERY HOLDING CO CL A COM 25468Y10 151 9407 SH SHR/OTHR 10 9407 D DISCOVERY HOLDING CO CL A COM 25468Y10 2333 145000 SH SHARED 14 145000 D DISCOVERY HOLDING CO CL A COM 25468Y10 1063 66090 SH SHARED 17 63895 2195 D DISCOVERY HOLDING CO CL A COM 25468Y10 72 4500 SH SHR/OTHR 20 4500 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 13486 11100000 PRN SHARED 04 11100000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 3159 2600000 PRN SHARED 06 2600000 D DISNEY WALT CO COM DISNEY 25468710 227001 6623911 SH SHARED 6513512 110399 D DISNEY WALT CO COM DISNEY 25468710 14757 430633 SH SHARED 01 13770 416863 D DISNEY WALT CO COM DISNEY 25468710 3189 93078 SH SHR/OTHR 01 93078 D DISNEY WALT CO COM DISNEY 25468710 43676 1274473 SH SHARED 02 1097825 176648 D DISNEY WALT CO COM DISNEY 25468710 23121 674700 SH SHARED 04 671000 3700 D DISNEY WALT CO COM DISNEY 25468710 25 740 SH SHARED 05 740 D DISNEY WALT CO COM DISNEY 25468710 8544 249337 SH SHARED 06 230647 18690 D DISNEY WALT CO COM DISNEY 25468710 56028 1634920 SH SHARED 10 622570 686270 326080 D DISNEY WALT CO COM DISNEY 25468710 3883 113320 SH SHARED 14 113320 D DISNEY WALT CO COM DISNEY 25468710 42472 1239344 SH SHARED 17 856344 383000 D DISNEY WALT CO COM DISNEY 25468710 10514 306801 SH SHARED 18 306801 D DISNEY WALT CO COM DISNEY 25468710 459 13422 SH SHARED 20 13422 D DISNEY WALT CO COM DISNEY 25468710 678 19800 SH SHR/OTHR 20 19800 D DISNEY WALT CO COM DISNEY 25468710 301 8800 SH SHARED 21 8800 D DISNEY WALT CO COM DISNEY 25468710 50 1470 SH SHR/OTHR 21 1470 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 1926 56208 SH SHARED 23 56208 D DISNEY WALT CO COM DISNEY 25468710 4533 132289 SH SHR/OTHR 23 132289 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 3 963 SH SHARED 963 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 475 23112 SH SHARED 23112 D DITECH NETWORKS INC COM 25500T10 174 25205 SH SHARED 25205 D DITECH NETWORKS INC COM 25500T10 6 1000 SH SHARED 02 1000 D DIVERSA CORP COM 25506410 275 25277 SH SHARED 25277 D DIVERSA CORP COM 25506410 54 4963 SH SHARED 02 4963 D DIVX INC COM 25541310 2264 98157 SH SHARED 98157 D DIVX INC COM 25541310 11 500 SH SHARED 02 500 D DIXIE GROUP INC CL A 25551910 3 274 SH SHARED 274 D DOCUCORP INTL INC COM 25591110 2 235 SH SHARED 235 D DOBSON COMMUNICATIONS CORP SDCV 1.500%10/0 256069AG 15966 14675000 PRN SHARED 14675000 D DOBSON COMMUNICATIONS CORP CL A 25606910 1008 115798 SH SHARED 115798 D DOBSON COMMUNICATIONS CORP CL A 25606910 152 17500 SH SHARED 01 17500 D DOBSON COMMUNICATIONS CORP CL A 25606910 8 1000 SH SHARED 02 1000 D DOBSON COMMUNICATIONS CORP CL A 25606910 1605 184300 SH SHARED 17 184300 D DOBSON COMMUNICATIONS CORP CL A 25606910 74 8600 SH SHARED 21 8600 D DOBSON COMMUNICATIONS CORP CL A 25606910 309 35500 SH SHR/OTHR 21 35500 D DR REDDYS LABS LTD ADR 25613520 647 35600 SH SHARED 35600 D DR REDDYS LABS LTD ADR 25613520 18200 1000000 SH SHARED 04 1000000 D DR REDDYS LABS LTD ADR 25613520 109 6000 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GP COM 25674310 5459 119700 SH SHARED 10 119700 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1281 28100 SH SHARED 17 28100 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 31 700 SH SHARED 21 700 D DOLLAR TREE STORES INC COM 25674710 4041 134257 SH SHARED 53957 80300 D DOLLAR TREE STORES INC COM 25674710 2331 77450 SH SHARED 01 22000 55450 D DOLLAR TREE STORES INC COM 25674710 1571 52217 SH SHARED 02 43581 8636 D DOLLAR TREE STORES INC COM 25674710 1041 34600 SH SHARED 06 34600 D DOLLAR TREE STORES INC COM 25674710 8458 281000 SH SHARED 10 281000 D DOLLAR TREE STORES INC COM 25674710 216 7197 SH SHARED 14 7197 D DOLLAR TREE STORES INC COM 25674710 12071 401044 SH SHARED 17 15444 385600 D DOMINION HOMES INC COM 25738610 0 25 SH SHARED 25 D DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT 2817 2454000 PRN SHARED 02 2454000 D DOMINION RES INC VA NEW COM 25746U10 54073 644961 SH SHARED 644961 D DOMINION RES INC VA NEW COM 25746U10 4431 52854 SH SHARED 01 900 51954 D DOMINION RES INC VA NEW COM 25746U10 680 8111 SH SHR/OTHR 01 8111 D DOMINION RES INC VA NEW COM 25746U10 7356 87744 SH SHARED 02 79779 7965 D DOMINION RES INC VA NEW COM 25746U10 136631 1629675 SH SHARED 04 1629675 D DOMINION RES INC VA NEW COM 25746U10 10 131 SH SHARED 05 131 D DOMINION RES INC VA NEW COM 25746U10 7185 85710 SH SHARED 06 27650 58060 D DOMINION RES INC VA NEW COM 25746U10 266 3177 SH SHARED 10 2027 1150 D DOMINION RES INC VA NEW COM 25746U10 31 372 SH SHARED 14 372 D DOMINION RES INC VA NEW COM 25746U10 8551 102000 SH SHARED 16 102000 D DOMINION RES INC VA NEW COM 25746U10 13392 159735 SH SHARED 17 140435 19300 D DOMINION RES INC VA NEW COM 25746U10 229 2737 SH SHARED 20 487 2250 D DOMINION RES INC VA NEW COM 25746U10 67 800 SH SHR/OTHR 20 800 D DOMINION RES INC VA NEW COM 25746U10 92 1100 SH SHR/OTHR 21 1100 D DOMINION RES INC VA NEW COM 25746U10 3248 38745 SH SHARED 23 38215 530 D DOMINION RES INC VA NEW COM 25746U10 1739 20753 SH SHR/OTHR 23 20753 D DOMINOS PIZZA INC COM 25754A20 4168 148867 SH SHARED 148867 D DOMINOS PIZZA INC COM 25754A20 350 12500 SH SHARED 17 12500 D DOMTAR INC COM 25756110 889 105376 SH SHARED 105376 D DOMTAR INC COM 25756110 668 79259 SH SHARED 02 77036 2223 D DOMTAR INC COM 25756110 255 30300 SH SHARED 14 30300 D DONALDSON INC COM 25765110 20185 581548 SH SHARED 581548 D DONALDSON INC COM 25765110 777 22400 SH SHARED 01 22400 D DONALDSON INC COM 25765110 1040 29983 SH SHARED 02 29949 34 D DONALDSON INC COM 25765110 975 28100 SH SHARED 17 28100 D DONEGAL GROUP INC CL A 25770120 198 10120 SH SHARED 10120 D DONNELLEY R R & SONS CO COM 25786710 32987 928181 SH SHARED 919728 8453 D DONNELLEY R R & SONS CO COM 25786710 991 27894 SH SHARED 01 27894 D DONNELLEY R R & SONS CO COM 25786710 2313 65092 SH SHARED 02 60607 4485 D DONNELLEY R R & SONS CO COM 25786710 7 200 SH SHARED 05 200 D DONNELLEY R R & SONS CO COM 25786710 690 19420 SH SHARED 06 17300 2120 D DONNELLEY R R & SONS CO COM 25786710 50 1411 SH SHARED 10 1411 D DONNELLEY R R & SONS CO COM 25786710 28 814 SH SHARED 14 814 D DONNELLEY R R & SONS CO COM 25786710 4064 114350 SH SHARED 17 111650 2700 D DONNELLEY R R & SONS CO COM 25786710 16 475 SH SHR/OTHR 21 475 D DONNELLEY R R & SONS CO COM 25786710 76 2166 SH SHR/OTHR 23 2166 D DORAL FINL CORP COM 25811P10 3605 1256121 SH SHARED 1256121 D DORAL FINL CORP COM 25811P10 160 56000 SH SHARED 17 500 55500 D DORCHESTER MINERALS LP COM UNIT 25820R10 14 658 SH SHARED 658 D DORCHESTER MINERALS LP COM UNIT 25820R10 99 4500 SH SHARED 02 4500 D DORMAN PRODUCTS INC COM 25827810 3 280 SH SHARED 280 D DOT HILL SYS CORP COM 25848T10 721 183694 SH SHARED 183694 D DOUBLE EAGLE PETE CO COM PAR $0.10 25857020 4 198 SH SHARED 198 D DOUGLAS EMMETT INC COM 25960P10 3731 140330 SH SHARED 140330 D DOUGLAS EMMETT INC COM 25960P10 25 975 SH SHARED 02 975 D DOVER CORP COM 26000310 30375 619652 SH SHARED 612852 6800 D DOVER CORP COM 26000310 2850 58154 SH SHARED 01 4455 53699 D DOVER CORP COM 26000310 245 5000 SH SHR/OTHR 01 5000 D DOVER CORP COM 26000310 2386 48691 SH SHARED 02 39901 8790 D DOVER CORP COM 26000310 1368 27908 SH SHARED 04 27908 D DOVER CORP COM 26000310 8 170 SH SHARED 05 170 D DOVER CORP COM 26000310 889 18140 SH SHARED 06 16450 1690 D DOVER CORP COM 26000310 38726 790010 SH SHARED 10 667135 122875 D DOVER CORP COM 26000310 88 1800 SH SHR/OTHR 10 1800 D DOVER CORP COM 26000310 2612 53300 SH SHARED 14 53300 D DOVER CORP COM 26000310 5086 103761 SH SHARED 17 101761 2000 D DOVER CORP COM 26000310 341 6965 SH SHARED 20 3640 3325 D DOVER CORP COM 26000310 117 2395 SH SHARED 22 1425 970 D DOVER CORP COM 26000310 916 18700 SH SHARED 23 18700 D DOVER CORP COM 26000310 81 1670 SH SHR/OTHR 23 1670 D DOVER DOWNS GAMING & ENTMT I COM 26009510 151 11354 SH SHARED 11354 D DOVER MOTORSPORTS INC COM 26017410 67 12774 SH SHARED 12774 D DOW CHEM CO COM 26054310 1448050 36291985 SH SHARED 36256099 35886 D DOW CHEM CO COM 26054310 5762 144419 SH SHARED 01 55 144364 D DOW CHEM CO COM 26054310 361 9050 SH SHR/OTHR 01 9050 D DOW CHEM CO COM 26054310 11781 295271 SH SHARED 02 238091 57180 D DOW CHEM CO COM 26054310 3910 98000 SH SHARED 04 98000 D DOW CHEM CO COM 26054310 1852 46440 SH SHARED 05 46440 D DOW CHEM CO COM 26054310 3404 85319 SH SHARED 06 76739 8580 D DOW CHEM CO COM 26054310 103220 2586968 SH SHARED 10 1929500 657468 D DOW CHEM CO COM 26054310 251 6300 SH SHR/OTHR 10 6300 D DOW CHEM CO COM 26054310 2444 61267 SH SHARED 14 61267 D DOW CHEM CO COM 26054310 534 13400 SH SHARED 15 13400 D DOW CHEM CO COM 26054310 20075 503152 SH SHARED 17 479052 24100 D DOW CHEM CO COM 26054310 227 5700 SH SHARED 19 5700 D DOW CHEM CO COM 26054310 952 23880 SH SHARED 20 2845 21035 D DOW CHEM CO COM 26054310 371 9300 SH SHR/OTHR 20 9300 D DOW CHEM CO COM 26054310 15 380 SH SHR/OTHR 21 380 D DOW CHEM CO COM 26054310 351 8810 SH SHARED 22 5250 3560 D DOW CHEM CO COM 26054310 17 450 SH SHR/OTHR 22 450 D DOW CHEM CO COM 26054310 1622 40658 SH SHARED 23 40358 300 D DOW CHEM CO COM 26054310 2773 69517 SH SHR/OTHR 23 69517 D DOW JONES & CO INC COM 26056110 23228 611288 SH SHARED 611288 D DOW JONES & CO INC COM 26056110 353 9299 SH SHARED 01 9299 D DOW JONES & CO INC COM 26056110 1262 33212 SH SHARED 02 32927 285 D DOW JONES & CO INC COM 26056110 9120 240000 SH SHARED 04 240000 D DOW JONES & CO INC COM 26056110 175 4620 SH SHARED 06 4300 320 D DOW JONES & CO INC COM 26056110 994 26183 SH SHARED 17 24683 1500 D DOW JONES & CO INC COM 26056110 30 800 SH SHR/OTHR 23 800 D DOWNEY FINL CORP COM 26101810 1184 16313 SH SHARED 16313 D DOWNEY FINL CORP COM 26101810 181 2500 SH SHARED 01 2500 D DOWNEY FINL CORP COM 26101810 2 32 SH SHARED 02 32 D DOWNEY FINL CORP COM 26101810 1270 17500 SH SHARED 10 17500 D DOWNEY FINL CORP COM 26101810 1712 23600 SH SHARED 17 13000 10600 D DRDGOLD LTD SPONSORED ADR 26152H10 23 26512 SH SHARED 26512 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 837 28388 SH SHARED 28388 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 15 509 SH SHARED 02 509 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 5744 250000 SH SHARED 250000 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 4105 178649 SH SHARED 02 178649 D DRESS BARN INC NOTE 2.500%12/1 261570AB 219 94000 PRN SHARED 02 94000 D DRESS BARN INC COM 26157010 838 35924 SH SHARED 35924 D DRESS BARN INC COM 26157010 739 31700 SH SHARED 01 27600 4100 D DRESS BARN INC COM 26157010 1817 77900 SH SHARED 10 77900 D DRESS BARN INC COM 26157010 2305 98800 SH SHARED 17 1200 97600 D DRESSER-RAND GROUP INC COM 26160810 39 1628 SH SHARED 1628 D DRESSER-RAND GROUP INC COM 26160810 6855 280146 SH SHARED 02 250401 29745 D DRESSER-RAND GROUP INC COM 26160810 8038 328500 SH SHARED 10 328500 D DRESSER-RAND GROUP INC COM 26160810 479 19600 SH SHARED 17 19600 D DREW INDS INC COM NEW 26168L20 373 14365 SH SHARED 14365 D DREYFUS STRATEGIC MUNS INC COM 26193210 18 2000 SH SHARED 01 2000 D DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S10 12 3000 SH SHARED 02 3000 D DRIL-QUIP INC COM 26203710 676 17265 SH SHARED 17265 D DRIL-QUIP INC COM 26203710 156 4000 SH SHARED 01 4000 D DRIL-QUIP INC COM 26203710 293 7500 SH SHARED 17 7500 D DRUGSTORE COM INC COM 26224110 937 256094 SH SHARED 256094 D DU PONT E I DE NEMOURS & CO COM 26353410 265078 5441979 SH SHARED 5375379 66600 D DU PONT E I DE NEMOURS & CO COM 26353410 10795 221627 SH SHARED 01 12059 209568 D DU PONT E I DE NEMOURS & CO COM 26353410 1508 30973 SH SHR/OTHR 01 30973 D DU PONT E I DE NEMOURS & CO COM 26353410 24564 504307 SH SHARED 02 446513 57794 D DU PONT E I DE NEMOURS & CO COM 26353410 22021 452090 SH SHARED 04 451400 690 D DU PONT E I DE NEMOURS & CO COM 26353410 22423 460350 SH SHARED 05 460350 D DU PONT E I DE NEMOURS & CO COM 26353410 6091 125049 SH SHARED 06 74689 50360 D DU PONT E I DE NEMOURS & CO COM 26353410 96676 1984740 SH SHARED 10 1536115 448625 D DU PONT E I DE NEMOURS & CO COM 26353410 194 4000 SH SHR/OTHR 10 4000 D DU PONT E I DE NEMOURS & CO COM 26353410 5521 113351 SH SHARED 14 113351 D DU PONT E I DE NEMOURS & CO COM 26353410 3312 68000 SH SHARED 15 68000 D DU PONT E I DE NEMOURS & CO COM 26353410 24619 505431 SH SHARED 17 480231 25200 D DU PONT E I DE NEMOURS & CO COM 26353410 981 20153 SH SHARED 20 5555 14598 D DU PONT E I DE NEMOURS & CO COM 26353410 2460 50503 SH SHR/OTHR 20 50503 D DU PONT E I DE NEMOURS & CO COM 26353410 470 9655 SH SHARED 21 9655 D DU PONT E I DE NEMOURS & CO COM 26353410 293 6016 SH SHARED 22 3751 2265 D DU PONT E I DE NEMOURS & CO COM 26353410 38 800 SH SHR/OTHR 22 800 D DU PONT E I DE NEMOURS & CO COM 26353410 7056 144869 SH SHARED 23 143115 1754 D DU PONT E I DE NEMOURS & CO COM 26353410 8544 175418 SH SHR/OTHR 23 175418 D DUCKWALL-ALCO STORES INC NEW COM 26414210 1938 49711 SH SHARED 49711 D DUCOMMUN INC DEL COM 26414710 4 191 SH SHARED 191 D DUCOMMUN INC DEL COM 26414710 116 5113 SH SHARED 02 5113 D DUFF & PHELPS UTIL CORP BD T COM 26432K10 83 7200 SH SHARED 02 7200 D DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ 1665 1150000 PRN SHARED 02 1150000 D DUKE ENERGY CORP NEW COM 26441C10 110694 3333177 SH SHARED 3333177 D DUKE ENERGY CORP NEW COM 26441C10 6183 186184 SH SHARED 01 6758 179426 D DUKE ENERGY CORP NEW COM 26441C10 674 20312 SH SHR/OTHR 01 20312 D DUKE ENERGY CORP NEW COM 26441C10 11807 355552 SH SHARED 02 289536 66016 D DUKE ENERGY CORP NEW COM 26441C10 18 560 SH SHARED 05 560 D DUKE ENERGY CORP NEW COM 26441C10 3758 113170 SH SHARED 06 102090 11080 D DUKE ENERGY CORP NEW COM 26441C10 9730 293000 SH SHARED 10 205300 87700 D DUKE ENERGY CORP NEW COM 26441C10 616 18564 SH SHARED 14 18564 D DUKE ENERGY CORP NEW COM 26441C10 19569 589274 SH SHARED 17 493379 95895 D DUKE ENERGY CORP NEW COM 26441C10 56 1695 SH SHARED 20 400 1295 D DUKE ENERGY CORP NEW COM 26441C10 39 1200 SH SHR/OTHR 20 1200 D DUKE ENERGY CORP NEW COM 26441C10 24 730 SH SHARED 21 730 D DUKE ENERGY CORP NEW COM 26441C10 71 2150 SH SHARED 23 2150 D DUKE ENERGY CORP NEW COM 26441C10 382 11506 SH SHR/OTHR 23 11506 D DUKE REALTY CORP COM NEW 26441150 194 4751 SH SHARED 4751 D DUKE REALTY CORP COM NEW 26441150 79 1954 SH SHARED 01 1954 D DUKE REALTY CORP COM NEW 26441150 5703 139452 SH SHARED 02 65855 73597 D DUKE REALTY CORP COM NEW 26441150 27161 664100 SH SHARED 11 664100 D DUKE REALTY CORP COM NEW 26441150 261 6400 SH SHARED 14 6400 D DUKE REALTY CORP COM NEW 26441150 8 200 SH SHARED 17 200 D DUKE REALTY CORP COM NEW 26441150 17 420 SH SHR/OTHR 21 420 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4856 58664 SH SHARED 58664 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2965 35818 SH SHARED 01 8512 27306 D DUN & BRADSTREET CORP DEL NE COM 26483E10 553 6680 SH SHR/OTHR 01 6680 D DUN & BRADSTREET CORP DEL NE COM 26483E10 563 6805 SH SHARED 02 6805 D DUN & BRADSTREET CORP DEL NE COM 26483E10 827 10000 SH SHARED 04 10000 D DUN & BRADSTREET CORP DEL NE COM 26483E10 185 2240 SH SHARED 06 1900 340 D DUN & BRADSTREET CORP DEL NE COM 26483E10 19 240 SH SHARED 10 240 D DUN & BRADSTREET CORP DEL NE COM 26483E10 190 2300 SH SHR/OTHR 10 2300 D DUN & BRADSTREET CORP DEL NE COM 26483E10 357 4320 SH SHARED 14 4320 D DUN & BRADSTREET CORP DEL NE COM 26483E10 4462 53900 SH SHARED 17 53700 200 D DUN & BRADSTREET CORP DEL NE COM 26483E10 16 200 SH SHARED 20 200 D DUN & BRADSTREET CORP DEL NE COM 26483E10 78 950 SH SHR/OTHR 20 950 D DUN & BRADSTREET CORP DEL NE COM 26483E10 21 255 SH SHR/OTHR 21 255 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2599 31400 SH SHARED 23 31400 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3200 38662 SH SHR/OTHR 23 38662 D DUNE ENERGY INC COM NEW 26533820 1 586 SH SHARED 586 D DUQUESNE LT HLDGS INC COM 26623310 5869 295695 SH SHARED 279028 16667 D DUQUESNE LT HLDGS INC COM 26623310 573 28900 SH SHARED 01 28900 D DUQUESNE LT HLDGS INC COM 26623310 170 8600 SH SHARED 02 8600 D DUQUESNE LT HLDGS INC COM 26623310 408 20600 SH SHARED 17 400 20200 D DUQUESNE LT HLDGS INC COM 26623310 14 750 SH SHR/OTHR 23 750 D DURECT CORP NOTE 6.250% 6/1 266605AB 531 366000 PRN SHARED 366000 D DURECT CORP COM 26660510 211 47570 SH SHARED 47570 D DURECT CORP COM 26660510 29 6669 SH SHARED 02 6669 D DUSA PHARMACEUTICALS INC COM 26689810 1 400 SH SHARED 400 D DYADIC INTL INC DEL COM 26745T10 2 474 SH SHARED 474 D DYAX CORP COM 26746E10 1693 558957 SH SHARED 558957 D DYAX CORP COM 26746E10 102 33715 SH SHARED 02 5215 28500 D DYCOM INDS INC COM 26747510 1037 49102 SH SHARED 49102 D DYCOM INDS INC COM 26747510 574 27200 SH SHARED 01 11000 16200 D DYCOM INDS INC COM 26747510 84 4000 SH SHARED 02 4000 D DYCOM INDS INC COM 26747510 2059 97500 SH SHARED 10 97500 D DYCOM INDS INC COM 26747510 289 13700 SH SHARED 17 300 13400 D DYNACQ HEALTHCARE INC COM 26779V10 0 4 SH SHARED 02 4 D DYNAMEX INC COM 26784F10 198 8508 SH SHARED 8508 D DYNAMIC MATLS CORP COM 26788810 258 9192 SH SHARED 9192 D DYNAMIC MATLS CORP COM 26788810 16 600 SH SHARED 01 600 D DYNAMICS RESH CORP COM 26805710 2 206 SH SHARED 206 D DYNAVAX TECHNOLOGIES CORP COM 26815810 8 884 SH SHARED 884 D DYNAVAX TECHNOLOGIES CORP COM 26815810 169 18501 SH SHARED 02 12501 6000 D DYNEGY INC NEW CL A 26816Q10 6270 866044 SH SHARED 866044 D DYNEGY INC NEW CL A 26816Q10 557 77000 SH SHARED 01 77000 D DYNEGY INC NEW CL A 26816Q10 638 88128 SH SHARED 02 87102 1026 D DYNEGY INC NEW CL A 26816Q10 148 20500 SH SHARED 06 20500 D DYNEGY INC NEW CL A 26816Q10 397 54900 SH SHARED 10 54900 D DYNEGY INC NEW CL A 26816Q10 27751 3833133 SH SHARED 17 3798133 35000 D DYNCORP INTL INC CL A 26817C10 311 19616 SH SHARED 19616 D DYNCORP INTL INC CL A 26817C10 169 10700 SH SHARED 17 10700 D DYNEX CAP INC COM NEW 26817Q50 27 3908 SH SHARED 3908 D DYNEX CAP INC COM NEW 26817Q50 1964 277024 SH SHARED 02 277024 D DYNEX CAP INC PFD D 9.50% 26817Q60 405 38870 SH SHARED 02 38870 D ECI TELECOM LTD ORD 26825810 535 61828 SH SHARED 61828 D ECI TELECOM LTD ORD 26825810 2175 251200 SH SHARED 01 251200 D ECI TELECOM LTD ORD 26825810 233 26955 SH SHARED 02 26955 D ECI TELECOM LTD ORD 26825810 3870 446970 SH SHARED 10 446970 D ECI TELECOM LTD ORD 26825810 17 2000 SH SHARED 15 2000 D ECC CAPITAL CORP COM 26826M10 1 1631 SH SHARED 1631 D E COM VENTURES INC COM NEW 26830K20 1 47 SH SHARED 47 D EDP ENERGIAS DE PORTUGAL S A SPONSORED ADR 26835310 36 718 SH SHARED 02 718 D EFJ INC COM 26843B10 4 640 SH SHARED 640 D EGL INC COM 26848410 10039 337130 SH SHARED 337130 D EGL INC COM 26848410 509 17100 SH SHARED 01 15800 1300 D E M C CORP MASS COM 26864810 173668 13156723 SH SHARED 13022429 134294 D E M C CORP MASS COM 26864810 17104 1295810 SH SHARED 01 754938 540872 D E M C CORP MASS COM 26864810 281 21358 SH SHR/OTHR 01 21358 D E M C CORP MASS COM 26864810 9067 686922 SH SHARED 02 570418 116504 D E M C CORP MASS COM 26864810 152420 11546981 SH SHARED 04 11456251 90730 D E M C CORP MASS COM 26864810 15 1150 SH SHARED 05 1150 D E M C CORP MASS COM 26864810 15305 1159538 SH SHARED 06 507648 651890 D E M C CORP MASS COM 26864810 95884 7263950 SH SHARED 10 4231160 2706115 326675 D E M C CORP MASS COM 26864810 52 4000 SH SHR/OTHR 10 4000 D E M C CORP MASS COM 26864810 2556 193682 SH SHARED 14 193682 D E M C CORP MASS COM 26864810 1320 100000 SH SHARED 15 100000 D E M C CORP MASS COM 26864810 21926 1661089 SH SHARED 17 1605389 55700 D E M C CORP MASS COM 26864810 10906 826235 SH SHARED 19 826235 D E M C CORP MASS COM 26864810 136 10336 SH SHARED 20 1271 9065 D E M C CORP MASS COM 26864810 93 7100 SH SHR/OTHR 20 7100 D E M C CORP MASS COM 26864810 357 27100 SH SHARED 21 27100 D E M C CORP MASS COM 26864810 34 2600 SH SHR/OTHR 21 2600 D E M C CORP MASS COM 26864810 615 46615 SH SHARED 22 36350 10265 D E M C CORP MASS COM 26864810 68 5200 SH SHR/OTHR 22 5200 D E M C CORP MASS COM 26864810 1177 89220 SH SHARED 23 75620 13600 D E M C CORP MASS COM 26864810 2343 177520 SH SHR/OTHR 23 177520 D EMC INS GROUP INC COM 26866410 158 4651 SH SHARED 4651 D EMS TECHNOLOGIES INC COM 26873N10 235 11774 SH SHARED 11774 D EMS TECHNOLOGIES INC COM 26873N10 3851 192300 SH SHARED 10 192300 D EMS TECHNOLOGIES INC COM 26873N10 5484 273800 SH SHARED 17 273800 D ENSCO INTL INC COM 26874Q10 4617 92242 SH SHARED 70542 21700 D ENSCO INTL INC COM 26874Q10 4471 89319 SH SHARED 01 17720 71599 D ENSCO INTL INC COM 26874Q10 210 4200 SH SHR/OTHR 01 4200 D ENSCO INTL INC COM 26874Q10 6688 133610 SH SHARED 02 133160 450 D ENSCO INTL INC COM 26874Q10 71230 1422900 SH SHARED 04 1422900 D ENSCO INTL INC COM 26874Q10 6 120 SH SHARED 05 120 D ENSCO INTL INC COM 26874Q10 2337 46700 SH SHARED 06 5150 41550 D ENSCO INTL INC COM 26874Q10 102231 2042175 SH SHARED 10 1750950 291225 D ENSCO INTL INC COM 26874Q10 275 5500 SH SHR/OTHR 10 5500 D ENSCO INTL INC COM 26874Q10 354 7082 SH SHARED 14 7082 D ENSCO INTL INC COM 26874Q10 10863 217000 SH SHARED 16 217000 D ENSCO INTL INC COM 26874Q10 1847 36900 SH SHARED 17 34300 2600 D ENSCO INTL INC COM 26874Q10 585 11705 SH SHARED 20 4100 7605 D ENSCO INTL INC COM 26874Q10 389 7780 SH SHARED 22 4650 3130 D ENSCO INTL INC COM 26874Q10 50 1000 SH SHARED 23 1000 D ENI S P A SPONSORED ADR 26874R10 16 250 SH SHARED 01 250 D ENI S P A SPONSORED ADR 26874R10 121 1801 SH SHARED 02 1801 D ENI S P A SPONSORED ADR 26874R10 89 1325 SH SHARED 10 1325 D ENI S P A SPONSORED ADR 26874R10 9 137 SH SHARED 20 137 D ENI S P A SPONSORED ADR 26874R10 67 1000 SH SHR/OTHR 23 1000 D EOG RES INC COM 26875P10 67257 1076985 SH SHARED 1076985 D EOG RES INC COM 26875P10 4638 74281 SH SHARED 01 43815 30466 D EOG RES INC COM 26875P10 3709 59407 SH SHARED 02 58847 560 D EOG RES INC COM 26875P10 3122 50000 SH SHARED 04 50000 D EOG RES INC COM 26875P10 9 150 SH SHARED 05 150 D EOG RES INC COM 26875P10 1333 21350 SH SHARED 06 19200 2150 D EOG RES INC COM 26875P10 46879 750665 SH SHARED 10 138550 536425 75690 D EOG RES INC COM 26875P10 19585 313622 SH SHARED 17 305722 7900 D EOG RES INC COM 26875P10 13 215 SH SHARED 20 150 65 D EOG RES INC COM 26875P10 50 803 SH SHARED 22 728 75 D EOG RES INC COM 26875P10 131 2100 SH SHARED 23 1925 175 D EOG RES INC COM 26875P10 463 7425 SH SHR/OTHR 23 7425 D E ON AG SPONSORED ADR 26878010 7230 160000 SH SHARED 160000 D E ON AG SPONSORED ADR 26878010 32 725 SH SHARED 02 725 D E ON AG SPONSORED ADR 26878010 166 3695 SH SHARED 10 3695 D E ON AG SPONSORED ADR 26878010 12 268 SH SHARED 20 268 D EPIX PHARMACEUTICALS INC COM NEW 26881Q30 534 77428 SH SHARED 77428 D EPIX PHARMACEUTICALS INC COM NEW 26881Q30 22 3288 SH SHARED 02 3288 D EPIQ SYS INC COM 26882D10 4033 237682 SH SHARED 237682 D ESB FINL CORP COM 26884F10 3 284 SH SHARED 284 D EAGLE BANCORP INC MD COM 26894810 4 232 SH SHARED 232 D ESS TECHNOLOGY INC COM 26915110 59 57958 SH SHARED 57958 D E TRADE FINANCIAL CORP COM 26924610 21236 947204 SH SHARED 947204 D E TRADE FINANCIAL CORP COM 26924610 1639 73125 SH SHARED 01 12080 61045 D E TRADE FINANCIAL CORP COM 26924610 2612 116505 SH SHARED 02 115005 1500 D E TRADE FINANCIAL CORP COM 26924610 117234 5229000 SH SHARED 04 5229000 D E TRADE FINANCIAL CORP COM 26924610 777 34700 SH SHARED 06 31400 3300 D E TRADE FINANCIAL CORP COM 26924610 1089 48610 SH SHARED 10 48610 D E TRADE FINANCIAL CORP COM 26924610 941 42000 SH SHARED 14 42000 D E TRADE FINANCIAL CORP COM 26924610 27643 1232972 SH SHARED 17 1229272 3700 D EV ENERGY PARTNERS LP COM UNITS 26926V10 1309 55848 SH SHARED 55848 D EXCO RESOURCES INC COM 26927940 699 41380 SH SHARED 41380 D EXCO RESOURCES INC COM 26927940 1097 64925 SH SHARED 01 64350 575 D EXCO RESOURCES INC COM 26927940 4863 287600 SH SHARED 10 287600 D EXCO RESOURCES INC COM 26927940 7996 472900 SH SHARED 17 472900 D EV3 INC COM 26928A20 222 12888 SH SHARED 12888 D EV3 INC COM 26928A20 72 4200 SH SHARED 02 4200 D EV3 INC COM 26928A20 149 8700 SH SHARED 17 8700 D E Z EM INC COM NEW 26930540 3 180 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 13477 1468100 SH SHARED 11 1468100 D EAGLE MATERIALS INC COM 26969P10 39426 912013 SH SHARED 912013 D EAGLE MATERIALS INC COM 26969P10 59 1386 SH SHARED 01 1386 D EAGLE MATERIALS INC COM 26969P10 37 858 SH SHARED 02 798 60 D EAGLE MATERIALS INC COM 26969P10 778 18000 SH SHARED 17 18000 D EAGLE MATERIALS INC COM 26969P10 2 60 SH SHARED 20 60 D EAGLE ROCK ENERGY PARTNERS L UNIT 99/99/9999 26985R10 3545 173889 SH SHARED 173889 D EAGLE TEST SYS INC COM 27000610 93 6396 SH SHARED 6396 D EARTHLINK INC COM 27032110 6329 891408 SH SHARED 891408 D EARTHLINK INC COM 27032110 84 11900 SH SHARED 01 11900 D EARTHLINK INC COM 27032110 17 2400 SH SHARED 02 900 1500 D EARTHLINK INC COM 27032110 390 55000 SH SHARED 04 55000 D EARTHLINK INC COM 27032110 1093 154000 SH SHARED 10 154000 D EARTHLINK INC COM 27032110 648 91300 SH SHARED 17 91300 D EAST PENN FINL CORP COM 27428710 1 155 SH SHARED 155 D EAST WEST BANCORP INC COM 27579R10 50 1412 SH SHARED 1412 D EAST WEST BANCORP INC COM 27579R10 14 400 SH SHARED 01 400 D EAST WEST BANCORP INC COM 27579R10 30 862 SH SHARED 02 862 D EAST WEST BANCORP INC COM 27579R10 92 2611 SH SHARED 17 2611 D EASTERN CO COM 27631710 2 124 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 984 18384 SH SHARED 18384 D EASTGROUP PPTY INC COM 27727610 42 800 SH SHARED 01 800 D EASTGROUP PPTY INC COM 27727610 610 11400 SH SHARED 10 11400 D EASTGROUP PPTY INC COM 27727610 508 9500 SH SHARED 17 9500 D EASTMAN CHEM CO COM 27743210 63993 1078964 SH SHARED 1069347 9617 D EASTMAN CHEM CO COM 27743210 479 8084 SH SHARED 01 783 7301 D EASTMAN CHEM CO COM 27743210 1831 30886 SH SHARED 02 30886 D EASTMAN CHEM CO COM 27743210 263 4450 SH SHARED 06 4450 D EASTMAN CHEM CO COM 27743210 670 11300 SH SHARED 10 11300 D EASTMAN CHEM CO COM 27743210 66 1124 SH SHARED 14 1124 D EASTMAN CHEM CO COM 27743210 1993 33616 SH SHARED 17 32616 1000 D EASTMAN CHEM CO COM 27743210 21 356 SH SHR/OTHR 23 356 D EASTMAN KODAK CO COM 27746110 75151 2912838 SH SHARED 2912838 D EASTMAN KODAK CO COM 27746110 1565 60689 SH SHARED 01 33000 27689 D EASTMAN KODAK CO COM 27746110 25 1000 SH SHR/OTHR 01 1000 D EASTMAN KODAK CO COM 27746110 12522 485382 SH SHARED 02 485296 86 D EASTMAN KODAK CO COM 27746110 2 110 SH SHARED 05 110 D EASTMAN KODAK CO COM 27746110 728 28237 SH SHARED 06 25637 2600 D EASTMAN KODAK CO COM 27746110 255 9900 SH SHARED 14 9900 D EASTMAN KODAK CO COM 27746110 4343 168338 SH SHARED 17 154438 13900 D EASTMAN KODAK CO COM 27746110 10 400 SH SHARED 19 400 D EASTMAN KODAK CO COM 27746110 239 9300 SH SHR/OTHR 23 9300 D EATON CORP COM 27805810 16397 218229 SH SHARED 218229 D EATON CORP COM 27805810 1608 21401 SH SHARED 01 21401 D EATON CORP COM 27805810 2473 32913 SH SHARED 02 32533 380 D EATON CORP COM 27805810 60673 807473 SH SHARED 04 807473 D EATON CORP COM 27805810 2473 32916 SH SHARED 06 11726 21190 D EATON CORP COM 27805810 12037 160200 SH SHARED 10 139100 21100 D EATON CORP COM 27805810 2103 28000 SH SHARED 14 28000 D EATON CORP COM 27805810 6068 80759 SH SHARED 17 79059 1700 D EATON CORP COM 27805810 1 24 SH SHARED 20 24 D EATON CORP COM 27805810 75 1000 SH SHARED 21 1000 D EATON CORP COM 27805810 300 4000 SH SHARED 23 4000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 149 10000 SH SHARED 10 10000 D EATON VANCE CA MUNI INCOME T SH BEN INT 27826F10 29 2000 SH SHR/OTHR 20 2000 D EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U10 104 6500 SH SHARED 02 6500 D EATON VANCE CORP COM NON VTG 27826510 2032 61557 SH SHARED 61557 D EATON VANCE CORP COM NON VTG 27826510 1267 38400 SH SHARED 01 38400 D EATON VANCE CORP COM NON VTG 27826510 639 19366 SH SHARED 02 14176 5190 D EATON VANCE CORP COM NON VTG 27826510 2122 64300 SH SHARED 14 64300 D EATON VANCE CORP COM NON VTG 27826510 736 22300 SH SHARED 17 22300 D EATON VANCE INS MUN BD FD COM 27827X10 1 84 SH SHARED 84 D EATON VANCE FLTING RATE INC COM 27827910 854 46290 SH SHARED 46290 D EATON VANCE FLTING RATE INC COM 27827910 92 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 1165 41805 SH SHARED 02 41805 D EATON VANCE LTD DUR INCOME F COM 27828H10 18 1029 SH SHARED 02 1029 D EATON VANCE TX MGD DIV EQ IN COM 27828N10 144 7210 SH SHARED 02 7210 D EATON VANCE SR FLTNG RTE TR COM 27828Q10 349 18926 SH SHARED 18926 D EATON VANCE TX ADV GLBL DIV COM 27828S10 6071 234950 SH SHARED 02 234950 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 74 3652 SH SHARED 02 3652 D EATON VANCE TXMGD GL BUYWR O COM 27829C10 416 20500 SH SHARED 02 20500 D EBAY INC COM 27864210 96782 3218565 SH SHARED 3171965 46600 D EBAY INC COM 27864210 5163 171722 SH SHARED 01 11900 159822 D EBAY INC COM 27864210 60 2000 SH SHR/OTHR 01 2000 D EBAY INC COM 27864210 7882 262135 SH SHARED 02 212715 49420 D EBAY INC COM 27864210 75756 2519325 SH SHARED 04 2519325 D EBAY INC COM 27864210 14 490 SH SHARED 05 490 D EBAY INC COM 27864210 3067 102003 SH SHARED 06 92603 9400 D EBAY INC COM 27864210 128846 4284880 SH SHARED 10 2186580 1957930 140370 D EBAY INC COM 27864210 1684 56032 SH SHARED 14 56032 D EBAY INC COM 27864210 2842 94514 SH SHARED 15 94514 D EBAY INC COM 27864210 21694 721450 SH SHARED 17 609050 112400 D EBAY INC COM 27864210 12 400 SH SHARED 20 400 D EBAY INC COM 27864210 24 800 SH SHR/OTHR 23 800 D ECHELON CORP COM 27874N10 191 23982 SH SHARED 23982 D ECHELON CORP COM 27874N10 34 4300 SH SHARED 02 4300 D ECHELON CORP COM 27874N10 1 200 SH SHR/OTHR 22 200 D ECHOSTAR COMMUNICATIONS NEW NOTE 5.750% 5/1 278762AG 3061 3007000 PRN SHARED 02 2962000 45000 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 50967 1340200 SH SHARED 1340200 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 120 3156 SH SHARED 01 3156 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 705 18540 SH SHARED 02 18540 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 376 9890 SH SHARED 06 8100 1790 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 452 11908 SH SHARED 14 11908 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 239 6300 SH SHARED 17 6300 D ECHOSTAR COMMUNICATIONS NEW CL A 27876210 0 14 SH SHARED 20 14 D ECLIPSYS CORP COM 27885610 726 35354 SH SHARED 35354 D ECLIPSYS CORP COM 27885610 4299 209125 SH SHARED 01 208600 525 D ECLIPSYS CORP COM 27885610 197 9600 SH SHARED 02 9600 D ECLIPSYS CORP COM 27885610 6128 298100 SH SHARED 10 298100 D ECLIPSYS CORP COM 27885610 14644 712300 SH SHARED 17 449300 263000 D ECOLAB INC COM 27886510 10662 235904 SH SHARED 235904 D ECOLAB INC COM 27886510 1530 33866 SH SHARED 01 1200 32666 D ECOLAB INC COM 27886510 71 1580 SH SHR/OTHR 01 1580 D ECOLAB INC COM 27886510 1873 41457 SH SHARED 02 41457 D ECOLAB INC COM 27886510 720 15950 SH SHARED 06 14700 1250 D ECOLAB INC COM 27886510 49452 1094090 SH SHARED 10 192720 806100 95270 D ECOLAB INC COM 27886510 2260 50000 SH SHARED 15 50000 D ECOLAB INC COM 27886510 5926 131108 SH SHARED 17 129208 1900 D ECOLAB INC COM 27886510 48 1080 SH SHARED 20 1080 D ECOLAB INC COM 27886510 226 5000 SH SHR/OTHR 21 5000 D ECOLAB INC COM 27886510 94 2100 SH SHARED 22 2100 D ECOLAB INC COM 27886510 583 12900 SH SHARED 23 12900 D ECOLAB INC COM 27886510 913 20200 SH SHR/OTHR 23 20200 D ECOLLEGE COM COM 27887E10 219 14051 SH SHARED 14051 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 246 13504 SH SHARED 13504 D EDGE PETE CORP DEL COM 27986210 82 4500 SH SHARED 01 4500 D EDGE PETE CORP DEL COM 27986210 3122 171200 SH SHARED 10 171200 D EDGE PETE CORP DEL COM 27986210 618 33900 SH SHARED 17 33900 D EDGEWATER TECHNOLOGY INC COM 28035810 1 281 SH SHARED 281 D EDIETS COM INC COM 28059710 1 334 SH SHARED 334 D EDISON INTL COM 28102010 32549 715693 SH SHARED 715693 D EDISON INTL COM 28102010 15598 342976 SH SHARED 01 226985 115991 D EDISON INTL COM 28102010 382 8405 SH SHR/OTHR 01 8405 D EDISON INTL COM 28102010 3403 74825 SH SHARED 02 74425 400 D EDISON INTL COM 28102010 10 220 SH SHARED 05 220 D EDISON INTL COM 28102010 1319 29003 SH SHARED 06 25773 3230 D EDISON INTL COM 28102010 281 6190 SH SHARED 10 6190 D EDISON INTL COM 28102010 2 50 SH SHR/OTHR 10 50 D EDISON INTL COM 28102010 140 3100 SH SHARED 14 3100 D EDISON INTL COM 28102010 7452 163857 SH SHARED 17 133057 30800 D EDISON INTL COM 28102010 354 7800 SH SHARED 20 4860 2940 D EDISON INTL COM 28102010 122 2700 SH SHR/OTHR 20 2700 D EDISON INTL COM 28102010 86 1900 SH SHARED 21 1900 D EDISON INTL COM 28102010 22 500 SH SHR/OTHR 21 500 D EDISON INTL COM 28102010 864 19005 SH SHARED 22 16810 2195 D EDISON INTL COM 28102010 27 600 SH SHR/OTHR 22 600 D EDISON INTL COM 28102010 1540 33865 SH SHARED 23 31015 2850 D EDISON INTL COM 28102010 1360 29920 SH SHR/OTHR 23 29920 D EDO CORP NOTE 4.000%11/1 281347AE 1134 1179000 PRN SHARED 02 1179000 D EDO CORP COM 28134710 843 35510 SH SHARED 35510 D EDO CORP COM 28134710 14 600 SH SHARED 01 600 D EDO CORP COM 28134710 612 25800 SH SHARED 10 25800 D EDO CORP COM 28134710 12131 511000 SH SHARED 17 506500 4500 D EDUCATE INC COM 28138P10 97 13751 SH SHARED 13751 D EDUCATION RLTY TR INC COM 28140H10 4378 296452 SH SHARED 296452 D EDUCATION RLTY TR INC COM 28140H10 734 49700 SH SHARED 10 49700 D EDUCATION RLTY TR INC COM 28140H10 249 16900 SH SHARED 17 16900 D EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB 2040 2000000 PRN SHARED 2000000 D EDWARDS LIFESCIENCES CORP COM 28176E10 1248 26541 SH SHARED 26541 D EDWARDS LIFESCIENCES CORP COM 28176E10 883 18779 SH SHARED 01 18779 D EDWARDS LIFESCIENCES CORP COM 28176E10 426 9057 SH SHARED 02 6457 2600 D EDWARDS LIFESCIENCES CORP COM 28176E10 1481 31500 SH SHARED 04 31500 D EDWARDS LIFESCIENCES CORP COM 28176E10 381 8100 SH SHARED 17 8100 D EDWARDS LIFESCIENCES CORP COM 28176E10 564 12000 SH SHR/OTHR 23 12000 D EDWARDS AG INC COM 28176010 3227 50989 SH SHARED 50989 D EDWARDS AG INC COM 28176010 1360 21500 SH SHARED 01 21500 D EDWARDS AG INC COM 28176010 790 12488 SH SHARED 02 11138 1350 D EDWARDS AG INC COM 28176010 18 300 SH SHARED 06 300 D EDWARDS AG INC COM 28176010 727 11500 SH SHARED 17 11500 D EFUNDS CORP COM 28224R10 3125 113653 SH SHARED 113653 D EFUNDS CORP COM 28224R10 31 1157 SH SHARED 01 1157 D EFUNDS CORP COM 28224R10 26 966 SH SHARED 20 966 D EHEALTH INC COM 28238P10 975 48523 SH SHARED 48523 D EHEALTH INC COM 28238P10 1618 80500 SH SHARED 04 80500 D 8X8 INC NEW COM 28291410 408 349204 SH SHARED 349204 D EL PASO CORP COM 28336L10 17980 1176725 SH SHARED 1173624 3101 D EL PASO CORP COM 28336L10 2798 183160 SH SHARED 01 60650 122510 D EL PASO CORP COM 28336L10 354 23195 SH SHR/OTHR 01 23195 D EL PASO CORP COM 28336L10 7922 518479 SH SHARED 02 507880 10599 D EL PASO CORP COM 28336L10 2208 144550 SH SHARED 04 144550 D EL PASO CORP COM 28336L10 6 436 SH SHARED 05 436 D EL PASO CORP COM 28336L10 37929 2482280 SH SHARED 06 864500 1617780 D EL PASO CORP COM 28336L10 831 54400 SH SHARED 10 47100 7300 D EL PASO CORP COM 28336L10 83 5458 SH SHARED 14 5458 D EL PASO CORP COM 28336L10 968 63400 SH SHARED 15 63400 D EL PASO CORP COM 28336L10 27928 1827782 SH SHARED 17 1815782 12000 D EL PASO ELEC CO COM NEW 28367785 920 37754 SH SHARED 37754 D EL PASO ELEC CO COM NEW 28367785 126 5200 SH SHARED 01 5200 D EL PASO ELEC CO COM NEW 28367785 185 7600 SH SHARED 17 400 7200 D ELAN PLC ADR 28413120 1821 123504 SH SHARED 123004 500 D ELAN PLC ADR 28413120 4175 283072 SH SHARED 02 280872 2200 D ELAN PLC ADR 28413120 427 29000 SH SHARED 20 29000 D ELAN PLC ADR 28413120 110 7500 SH SHR/OTHR 22 7500 D ELDORADO GOLD CORP NEW COM 28490210 2593 480273 SH SHARED 480273 D ELDORADO GOLD CORP NEW COM 28490210 22 4250 SH SHARED 01 4250 D ELDORADO GOLD CORP NEW COM 28490210 1790 331600 SH SHARED 04 331600 D ELDORADO GOLD CORP NEW COM 28490210 22859 4233300 SH SHARED 10 4233300 D ELECTRO OPTICAL SCIENCES INC COM 28519210 1 245 SH SHARED 245 D ELECTRO RENT CORP COM 28521810 248 14870 SH SHARED 14870 D ELECTRO RENT CORP COM 28521810 33 2000 SH SHARED 01 2000 D ELECTRO RENT CORP COM 28521810 1042 62400 SH SHARED 10 62400 D ELECTRO RENT CORP COM 28521810 58 3500 SH SHARED 17 3500 D ELECTRO SCIENTIFIC INDS COM 28522910 452 22456 SH SHARED 22456 D ELECTRO SCIENTIFIC INDS COM 28522910 11 570 SH SHARED 02 570 D ELECTRO SCIENTIFIC INDS COM 28522910 231 11500 SH SHARED 17 11500 D ELECTROGLAS INC COM 28532410 1 652 SH SHARED 652 D ELECTRONIC ARTS INC COM 28551210 46310 919585 SH SHARED 919585 D ELECTRONIC ARTS INC COM 28551210 4530 89972 SH SHARED 01 40609 49363 D ELECTRONIC ARTS INC COM 28551210 947 18814 SH SHR/OTHR 01 18814 D ELECTRONIC ARTS INC COM 28551210 6460 128279 SH SHARED 02 113919 14360 D ELECTRONIC ARTS INC COM 28551210 3746 74400 SH SHARED 04 74400 D ELECTRONIC ARTS INC COM 28551210 1248 24800 SH SHARED 05 24800 D ELECTRONIC ARTS INC COM 28551210 1355 26910 SH SHARED 06 24150 2760 D ELECTRONIC ARTS INC COM 28551210 92768 1842105 SH SHARED 10 852730 915000 74375 D ELECTRONIC ARTS INC COM 28551210 735 14600 SH SHARED 14 14600 D ELECTRONIC ARTS INC COM 28551210 13937 276762 SH SHARED 17 264962 11800 D ELECTRONIC ARTS INC COM 28551210 275 5475 SH SHARED 20 740 4735 D ELECTRONIC ARTS INC COM 28551210 7 150 SH SHR/OTHR 20 150 D ELECTRONIC ARTS INC COM 28551210 8 160 SH SHR/OTHR 21 160 D ELECTRONIC ARTS INC COM 28551210 335 6658 SH SHARED 22 6163 495 D ELECTRONIC ARTS INC COM 28551210 459 9130 SH SHARED 23 6080 3050 D ELECTRONIC ARTS INC COM 28551210 605 12030 SH SHR/OTHR 23 12030 D ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 28556250 2 157 SH SHARED 157 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 6755 6367000 PRN SHARED 6367000 D ELECTRONIC DATA SYS NEW COM 28566110 57033 2070179 SH SHARED 2070179 D ELECTRONIC DATA SYS NEW COM 28566110 2295 83307 SH SHARED 01 31400 51907 D ELECTRONIC DATA SYS NEW COM 28566110 3996 145078 SH SHARED 02 145078 D ELECTRONIC DATA SYS NEW COM 28566110 5 210 SH SHARED 05 210 D ELECTRONIC DATA SYS NEW COM 28566110 1692 61430 SH SHARED 06 56850 4580 D ELECTRONIC DATA SYS NEW COM 28566110 242 8800 SH SHARED 10 8800 D ELECTRONIC DATA SYS NEW COM 28566110 545 19815 SH SHARED 14 19815 D ELECTRONIC DATA SYS NEW COM 28566110 165366 6002411 SH SHARED 17 5987911 14500 D ELECTRONIC DATA SYS NEW COM 28566110 3 110 SH SHARED 20 110 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 1216 1101000 PRN SHARED 1101000 D ELECTRONICS FOR IMAGING INC COM 28608210 4685 176261 SH SHARED 176261 D ELECTRONICS FOR IMAGING INC COM 28608210 19 735 SH SHARED 02 735 D ELECTRONICS FOR IMAGING INC COM 28608210 443 16700 SH SHARED 17 16700 D ELIZABETH ARDEN INC COM 28660G10 2730 143350 SH SHARED 143350 D ELIZABETH ARDEN INC COM 28660G10 87 4600 SH SHARED 01 4600 D ELIZABETH ARDEN INC COM 28660G10 2545 133600 SH SHARED 10 133600 D ELIZABETH ARDEN INC COM 28660G10 424 22300 SH SHARED 17 22300 D ELKCORP COM 28745610 718 17475 SH SHARED 17475 D ELKCORP COM 28745610 12 300 SH SHARED 17 300 D ELLIS PERRY INTL INC COM 28885310 335 8185 SH SHARED 8185 D ELLIS PERRY INTL INC COM 28885310 168 4100 SH SHARED 01 4100 D ELLIS PERRY INTL INC COM 28885310 2779 67800 SH SHARED 10 67800 D ELLIS PERRY INTL INC COM 28885310 176 4300 SH SHARED 17 4300 D ELLSWORTH FUND LTD COM 28907410 1868 221100 SH SHARED 221100 D ELONG INC SPONSORED ADR 29013820 1 128 SH SHARED 02 128 D ELOYALTY CORP COM NEW 29015130 1 84 SH SHARED 84 D ELRON ELECTR INDS LTD ORD 29016010 30 2465 SH SHARED 2465 D EMAGEON INC COM 29076V10 250 16316 SH SHARED 16316 D EMAGEON INC COM 29076V10 1198 78000 SH SHARED 04 78000 D EMAGEON INC COM 29076V10 706 46000 SH SHARED 17 46000 D EMBARQ CORP COM 29078E10 31699 603114 SH SHARED 603114 D EMBARQ CORP COM 29078E10 918 17476 SH SHARED 01 349 17127 D EMBARQ CORP COM 29078E10 1408 26801 SH SHARED 02 26425 376 D EMBARQ CORP COM 29078E10 3416 65000 SH SHARED 04 65000 D EMBARQ CORP COM 29078E10 3 63 SH SHARED 05 63 D EMBARQ CORP COM 29078E10 3460 65848 SH SHARED 06 11848 54000 D EMBARQ CORP COM 29078E10 669 12735 SH SHARED 10 12735 D EMBARQ CORP COM 29078E10 85 1627 SH SHARED 14 1627 D EMBARQ CORP COM 29078E10 3424 65151 SH SHARED 17 59645 5506 D EMBARQ CORP COM 29078E10 1 30 SH SHARED 20 30 D EMBARQ CORP COM 29078E10 11 216 SH SHARED 23 216 D EMBARQ CORP COM 29078E10 6 125 SH SHR/OTHR 23 125 D EMBARCADERO TECHNOLOGIES INC COM 29078710 175 28730 SH SHARED 28730 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 2200 53119 SH SHARED 53119 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 82 2000 SH SHARED 01 2000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 29829 720000 SH SHARED 04 720000 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 248 6000 SH SHR/OTHR 21 6000 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 15 964 SH SHARED 964 D EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N20 1 100 SH SHARED 02 100 D EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 33 2160 SH SHARED 2160 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 176 10430 SH SHARED 10430 D EMBREX INC COM 29081710 3 206 SH SHARED 206 D EMCOR GROUP INC COM 29084Q10 2312 40676 SH SHARED 40676 D EMCOR GROUP INC COM 29084Q10 812 14300 SH SHARED 01 11400 2900 D EMCOR GROUP INC COM 29084Q10 113 2000 SH SHARED 02 2000 D EMCOR GROUP INC COM 29084Q10 6327 111300 SH SHARED 10 111300 D EMCOR GROUP INC COM 29084Q10 31244 549600 SH SHARED 17 518700 30900 D EMCORE CORP COM 29084610 451 81606 SH SHARED 81606 D EMDEON CORP COM 29084910 1450 117079 SH SHARED 117079 D EMDEON CORP COM 29084910 633 51100 SH SHARED 01 51100 D EMDEON CORP COM 29084910 38 3137 SH SHARED 02 2137 1000 D EMDEON CORP COM 29084910 1852 149500 SH SHARED 04 149500 D EMDEON CORP COM 29084910 183 14842 SH SHARED 14 14842 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 1829 163923 SH SHARED 163923 D EMERGING MKTS TELECOMNC FD N COM 29089010 101 5531 SH SHARED 5531 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 4 231 SH SHARED 231 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 75 3600 SH SHARED 01 3600 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 73 3500 SH SHARED 02 3500 D EMERITUS CORP COM 29100510 95 3826 SH SHARED 3826 D EMERSON ELEC CO COM 29101110 68637 1556754 SH SHARED 1512852 43902 D EMERSON ELEC CO COM 29101110 13961 316648 SH SHARED 01 107510 209138 D EMERSON ELEC CO COM 29101110 3042 69004 SH SHR/OTHR 01 69004 D EMERSON ELEC CO COM 29101110 11005 249625 SH SHARED 02 228849 20776 D EMERSON ELEC CO COM 29101110 9461 214588 SH SHARED 04 197848 16740 D EMERSON ELEC CO COM 29101110 16 380 SH SHARED 05 380 D EMERSON ELEC CO COM 29101110 3364 76318 SH SHARED 06 68518 7800 D EMERSON ELEC CO COM 29101110 150564 3414925 SH SHARED 10 436650 2799590 178685 D EMERSON ELEC CO COM 29101110 1181 26800 SH SHR/OTHR 10 26800 D EMERSON ELEC CO COM 29101110 1384 31400 SH SHARED 14 31400 D EMERSON ELEC CO COM 29101110 17818 404144 SH SHARED 17 388344 15800 D EMERSON ELEC CO COM 29101110 6317 143282 SH SHARED 19 143282 D EMERSON ELEC CO COM 29101110 2290 51958 SH SHARED 20 5958 46000 D EMERSON ELEC CO COM 29101110 2256 51184 SH SHR/OTHR 20 51184 D EMERSON ELEC CO COM 29101110 238 5400 SH SHARED 21 5400 D EMERSON ELEC CO COM 29101110 1078 24450 SH SHR/OTHR 21 24450 D EMERSON ELEC CO COM 29101110 956 21700 SH SHARED 22 21700 D EMERSON ELEC CO COM 29101110 139 3164 SH SHR/OTHR 22 3164 D EMERSON ELEC CO COM 29101110 7367 167110 SH SHARED 23 161610 5500 D EMERSON ELEC CO COM 29101110 8657 196370 SH SHR/OTHR 23 196370 D EMERSON RADIO CORP COM NEW 29108720 150 47700 SH SHARED 47700 D EMISPHERE TECHNOLOGIES INC COM 29134510 8023 1516716 SH SHARED 1516716 D EMISPHERE TECHNOLOGIES INC COM 29134510 14 2647 SH SHARED 02 2647 D EMMIS COMMUNICATIONS CORP CL A 29152510 6834 829450 SH SHARED 829450 D EMMIS COMMUNICATIONS CORP CL A 29152510 29 3600 SH SHARED 17 3600 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 24622 582776 SH SHARED 582776 D EMPIRE DIST ELEC CO COM 29164110 1312 53145 SH SHARED 53145 D EMPIRE DIST ELEC CO COM 29164110 37 1500 SH SHARED 02 1500 D EMPIRE DIST ELEC CO COM 29164110 456 18500 SH SHARED 17 18500 D EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB 1177 1269000 PRN SHARED 1269000 D EMPIRE RESORTS INC COM 29205210 4 558 SH SHARED 558 D EMPIRE RES INC DEL COM 29206E10 1 123 SH SHARED 123 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 689 18760 SH SHARED 18760 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 13538 368400 SH SHARED 01 368400 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1176 32000 SH SHARED 04 32000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 16261 442500 SH SHARED 10 442500 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 217 4800 SH SHARED 02 4800 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 1404 31000 SH SHARED 04 31000 D EMRISE CORP COM 29246J10 0 60 SH SHARED 02 60 D EMULEX CORP NOTE 0.250%12/1 292475AD 1990 2000000 PRN SHARED 2000000 D EMULEX CORP COM NEW 29247520 1514 77621 SH SHARED 77621 D EMULEX CORP COM NEW 29247520 955 48975 SH SHARED 01 32600 16375 D EMULEX CORP COM NEW 29247520 21 1095 SH SHARED 02 1095 D EMULEX CORP COM NEW 29247520 1065 54600 SH SHARED 17 41600 13000 D ENBRIDGE INC COM 29250N10 5146 149607 SH SHARED 147107 2500 D ENBRIDGE INC COM 29250N10 61 1796 SH SHARED 01 1796 D ENBRIDGE INC COM 29250N10 4343 126252 SH SHARED 02 126252 D ENBRIDGE INC COM 29250N10 64792 1883500 SH SHARED 04 1883500 D ENBRIDGE INC COM 29250N10 6 200 SH SHARED 05 200 D ENBRIDGE INC COM 29250N10 88 2586 SH SHARED 06 936 1650 D ENBRIDGE INC COM 29250N10 127 3710 SH SHARED 17 3710 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 9839 199218 SH SHARED 199218 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 1964 39770 SH SHARED 02 39770 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 18 382 SH SHARED 382 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 601 12397 SH SHARED 02 12397 D ENCANA CORP COM 29250510 11406 248238 SH SHARED 248238 D ENCANA CORP COM 29250510 222 4842 SH SHARED 01 4842 D ENCANA CORP COM 29250510 141 3078 SH SHR/OTHR 01 3078 D ENCANA CORP COM 29250510 5081 110587 SH SHARED 02 97291 13296 D ENCANA CORP COM 29250510 176429 3839600 SH SHARED 04 3839600 D ENCANA CORP COM 29250510 14 324 SH SHARED 05 324 D ENCANA CORP COM 29250510 443 9642 SH SHARED 06 6142 3500 D ENCANA CORP COM 29250510 112461 2447486 SH SHARED 17 2438460 9026 D ENCANA CORP COM 29250510 2 58 SH SHARED 20 58 D ENCANA CORP COM 29250510 27 600 SH SHR/OTHR 22 600 D ENCANA CORP COM 29250510 183 4000 SH SHARED 23 4000 D ENCANA CORP COM 29250510 266 5800 SH SHR/OTHR 23 5800 D ENCORE ACQUISITION CO COM 29255W10 1166 47534 SH SHARED 47534 D ENCORE ACQUISITION CO COM 29255W10 91 3750 SH SHARED 02 3750 D ENCORE ACQUISITION CO COM 29255W10 380 15500 SH SHARED 17 4600 10900 D ENCORE CAP GROUP INC COM 29255410 152 12125 SH SHARED 12125 D ENCORE CAP GROUP INC COM 29255410 340 27000 SH SHARED 01 27000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 1851 2601000 PRN SHARED 2601000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 356 500000 PRN SHARED 02 500000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 206 49060 SH SHARED 48660 400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 200 47644 SH SHARED 02 5644 42000 D ENCORE WIRE CORP COM 29256210 2194 99713 SH SHARED 99713 D ENCORE WIRE CORP COM 29256210 37 1700 SH SHARED 01 1700 D ENCORE WIRE CORP COM 29256210 264 12000 SH SHARED 02 12000 D ENCORIUM GROUP INC COM 29257R10 1 254 SH SHARED 254 D ENDESA S A SPONSORED ADR 29258N10 930 20000 SH SHARED 20000 D ENDESA S A SPONSORED ADR 29258N10 14 315 SH SHARED 02 315 D ENDESA S A SPONSORED ADR 29258N10 681 14640 SH SHARED 10 14640 D ENDESA S A SPONSORED ADR 29258N10 976 21000 SH SHR/OTHR 10 21000 D ENDESA S A SPONSORED ADR 29258N10 54 1180 SH SHARED 20 180 1000 D ENDEAVOUR INTL CORP COM 29259G10 5 2522 SH SHARED 2522 D ENDEAVOUR INTL CORP COM 29259G10 191 83500 SH SHARED 02 83500 D ENDWAVE CORP COM NEW 29264A20 3 280 SH SHARED 280 D ENDWAVE CORP COM NEW 29264A20 81 7566 SH SHARED 02 7566 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 2311 83818 SH SHARED 83818 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 742 26905 SH SHARED 02 26840 65 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 226 8215 SH SHARED 06 8215 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1174 42600 SH SHARED 10 42600 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1745 63300 SH SHARED 14 63300 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 317 11500 SH SHARED 17 11500 D ENERGEN CORP COM 29265N10 473 10084 SH SHARED 10084 D ENERGEN CORP COM 29265N10 46 1000 SH SHARED 01 1000 D ENERGEN CORP COM 29265N10 41 886 SH SHARED 02 886 D ENERGEN CORP COM 29265N10 370 7900 SH SHARED 17 7900 D ENERGEN CORP COM 29265N10 1 30 SH SHARED 20 30 D ENEL SOCIETA PER AZIONI ADR 29265W10 135 2620 SH SHARED 02 2620 D ENEL SOCIETA PER AZIONI ADR 29265W10 39 775 SH SHARED 10 775 D ENERGY CONVERSION DEVICES IN COM 29265910 6797 200047 SH SHARED 200047 D ENERGY CONVERSION DEVICES IN COM 29265910 1571 46250 SH SHARED 01 43675 2575 D ENERGY CONVERSION DEVICES IN COM 29265910 7842 230800 SH SHARED 04 230800 D ENERGY CONVERSION DEVICES IN COM 29265910 3398 100000 SH SHARED 05 100000 D ENERGY CONVERSION DEVICES IN COM 29265910 6816 200600 SH SHARED 10 200600 D ENERGY CONVERSION DEVICES IN COM 29265910 15012 441810 SH SHARED 17 314210 127600 D ENERGY EAST CORP COM 29266M10 5205 209915 SH SHARED 195829 14086 D ENERGY EAST CORP COM 29266M10 1087 43840 SH SHARED 01 43840 D ENERGY EAST CORP COM 29266M10 403 16281 SH SHARED 02 16281 D ENERGY EAST CORP COM 29266M10 109 4420 SH SHARED 06 3700 720 D ENERGY EAST CORP COM 29266M10 364 14700 SH SHARED 17 8900 5800 D ENERGIZER HLDGS INC COM 29266R10 1878 26455 SH SHARED 26455 D ENERGIZER HLDGS INC COM 29266R10 2426 34185 SH SHARED 01 5904 28281 D ENERGIZER HLDGS INC COM 29266R10 83 1176 SH SHR/OTHR 01 1176 D ENERGIZER HLDGS INC COM 29266R10 449 6329 SH SHARED 02 6328 1 D ENERGIZER HLDGS INC COM 29266R10 189 2670 SH SHARED 06 1950 720 D ENERGIZER HLDGS INC COM 29266R10 108 1530 SH SHARED 10 1530 D ENERGIZER HLDGS INC COM 29266R10 298 4200 SH SHARED 14 4200 D ENERGIZER HLDGS INC COM 29266R10 489 6900 SH SHARED 17 5200 1700 D ENERGIZER HLDGS INC COM 29266R10 12 175 SH SHR/OTHR 21 175 D ENERGIZER HLDGS INC COM 29266R10 14 200 SH SHARED 23 200 D ENERGIZER HLDGS INC COM 29266R10 28 400 SH SHR/OTHR 23 400 D ENDOLOGIX INC COM 29266S10 3 924 SH SHARED 924 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 1631 172605 SH SHARED 172605 D ENERGY INFRASTRUCTURE ACQUI *W EXP 07/17/201 29269P11 22 44055 SH SHARED 44055 D ENERGY INCOME & GROWTH FD COM 29269710 330 13000 SH SHARED 02 13000 D ENERGY PARTNERS LTD COM 29270U10 2409 98685 SH SHARED 98685 D ENERGY PARTNERS LTD COM 29270U10 29 1200 SH SHARED 17 1200 D ENERGY METALS CORP COM 29271B10 46 5400 SH SHARED 5400 D ENERGY METALS CORP COM 29271B10 13957 1619200 SH SHARED 17 1619200 D ENERGY SVCS ACQUISITION CORP COM 29271Q10 164 30700 SH SHARED 30700 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 106829 1974672 SH SHARED 1974672 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 2654 49074 SH SHARED 02 49074 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 8891 283154 SH SHARED 283154 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 1172 37350 SH SHARED 02 37350 D ENERPLUS RES FD UNIT TR G NEW 29274D60 62 1444 SH SHARED 1444 D ENERPLUS RES FD UNIT TR G NEW 29274D60 168 3875 SH SHARED 01 375 3500 D ENERPLUS RES FD UNIT TR G NEW 29274D60 185 4260 SH SHR/OTHR 01 4260 D ENERPLUS RES FD UNIT TR G NEW 29274D60 10 250 SH SHARED 02 250 D ENERPLUS RES FD UNIT TR G NEW 29274D60 3218 73800 SH SHARED 17 72500 1300 D ENERPLUS RES FD UNIT TR G NEW 29274D60 43 1000 SH SHR/OTHR 23 1000 D ENERSIS S A SPONSORED ADR 29274F10 1330 83140 SH SHARED 83140 D ENERSIS S A SPONSORED ADR 29274F10 12 800 SH SHARED 02 800 D ENERSIS S A SPONSORED ADR 29274F10 1809 113097 SH SHARED 04 93000 20097 D ENERSYS COM 29275Y10 573 35857 SH SHARED 35857 D ENERSYS COM 29275Y10 321 20100 SH SHARED 17 20100 D ENERGYSOUTH INC COM 29297010 215 5376 SH SHARED 5376 D ENERGYSOUTH INC COM 29297010 87 2180 SH SHR/OTHR 20 2180 D ENGLOBAL CORP COM 29330610 1113 173211 SH SHARED 173211 D ENHANCED S&P500 CV CALL FD I COM 29332W10 2709 133300 SH SHARED 133300 D ENNIS INC COM 29338910 2145 87727 SH SHARED 87727 D ENPRO INDS INC COM 29355X10 6881 207222 SH SHARED 207222 D ENPRO INDS INC COM 29355X10 44 1327 SH SHARED 01 1327 D ENPRO INDS INC COM 29355X10 259 7800 SH SHARED 17 7800 D ENPRO INDS INC COM 29355X10 6 185 SH SHARED 20 185 D ENPATH MEDICAL INC COM 29355Y10 2 146 SH SHARED 146 D ENSTAR GROUP INC GA COM 29358R10 259 2710 SH SHARED 2710 D ENSTAR GROUP INC GA COM 29358R10 182 1900 SH SHARED 17 1900 D ENTEGRIS INC COM 29362U10 1158 107049 SH SHARED 107049 D ENTEGRIS INC COM 29362U10 18 1692 SH SHARED 01 1692 D ENTEGRIS INC COM 29362U10 362 33548 SH SHARED 17 33548 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 1329 47195 SH SHARED 47195 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 304 10800 SH SHARED 01 10800 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 515 18300 SH SHARED 02 2800 15500 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 242 8600 SH SHARED 17 8600 D ENTERGY CORP NEW COM 29364G10 153470 1662378 SH SHARED 1653636 8742 D ENTERGY CORP NEW COM 29364G10 7291 78986 SH SHARED 01 900 78086 D ENTERGY CORP NEW COM 29364G10 499 5410 SH SHR/OTHR 01 5410 D ENTERGY CORP NEW COM 29364G10 4546 49246 SH SHARED 02 49246 D ENTERGY CORP NEW COM 29364G10 9 100 SH SHARED 05 100 D ENTERGY CORP NEW COM 29364G10 2691 29157 SH SHARED 06 27217 1940 D ENTERGY CORP NEW COM 29364G10 47349 512880 SH SHARED 10 78750 407230 26900 D ENTERGY CORP NEW COM 29364G10 10613 114960 SH SHARED 17 88160 26800 D ENTERGY CORP NEW COM 29364G10 411 4460 SH SHARED 20 715 3745 D ENTERGY CORP NEW COM 29364G10 21 230 SH SHR/OTHR 20 230 D ENTERGY CORP NEW COM 29364G10 36 400 SH SHARED 21 400 D ENTERGY CORP NEW COM 29364G10 276 3000 SH SHARED 22 2100 900 D ENTERGY CORP NEW COM 29364G10 443 4800 SH SHR/OTHR 22 4800 D ENTERGY CORP NEW COM 29364G10 2445 26487 SH SHARED 23 20012 6475 D ENTERGY CORP NEW COM 29364G10 3342 36209 SH SHR/OTHR 23 36209 D ENTERPRISE BANCORP INC MASS COM 29366810 2 148 SH SHARED 148 D ENTERPRISE FINL SVCS CORP COM 29371210 240 7386 SH SHARED 7386 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 6024 162962 SH SHARED 162962 D ENTERPRISE PRODS PARTNERS L COM 29379210 17075 589219 SH SHARED 589219 D ENTERPRISE PRODS PARTNERS L COM 29379210 3953 136423 SH SHARED 02 136423 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1201 20554 SH SHARED 20554 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 11 200 SH SHARED 01 200 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 22 392 SH SHARED 02 22 370 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1525 26100 SH SHARED 10 26100 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 42956 735060 SH SHARED 11 155937 579123 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 847 14500 SH SHARED 17 14500 D ENTERRA ENERGY TR TR UNIT 29381P10 278 35300 SH SHARED 35300 D ENTREMED INC COM 29382F10 1504 951929 SH SHARED 951929 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 7431 904067 SH SHARED 904067 D ENTRUST INC COM 29384810 887 207811 SH SHARED 207811 D ENTRUST INC COM 29384810 46 10900 SH SHARED 02 10900 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1920 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC COM 29390410 2579 303075 SH SHARED 302775 300 D ENZON PHARMACEUTICALS INC COM 29390410 50 5905 SH SHARED 02 5905 D ENVIRONMENTAL PWR CORP COM NEW 29406L20 1 208 SH SHARED 208 D ENZO BIOCHEM INC COM 29410010 303 21298 SH SHARED 21298 D EPICOR SOFTWARE CORP COM 29426L10 606 44908 SH SHARED 44908 D EPLUS INC COM 29426810 1 110 SH SHARED 110 D EPOCH HOLDING CORP COM 29428R10 2 268 SH SHARED 268 D EQUIFAX INC COM 29442910 6678 164490 SH SHARED 164490 D EQUIFAX INC COM 29442910 904 22277 SH SHARED 01 22277 D EQUIFAX INC COM 29442910 576 14200 SH SHR/OTHR 01 14200 D EQUIFAX INC COM 29442910 894 22043 SH SHARED 02 21729 314 D EQUIFAX INC COM 29442910 450 11106 SH SHARED 06 10456 650 D EQUIFAX INC COM 29442910 574 14140 SH SHARED 10 750 13390 D EQUIFAX INC COM 29442910 8 200 SH SHR/OTHR 10 200 D EQUIFAX INC COM 29442910 669 16481 SH SHARED 14 16481 D EQUIFAX INC COM 29442910 2115 52100 SH SHARED 17 51600 500 D EQUIFAX INC COM 29442910 2301 56675 SH SHARED 20 9450 47225 D EQUIFAX INC COM 29442910 406 10000 SH SHR/OTHR 20 10000 D EQUIFAX INC COM 29442910 2695 66400 SH SHARED 23 66400 D EQUIFAX INC COM 29442910 1457 35900 SH SHR/OTHR 23 35900 D EQUINIX INC COM NEW 29444U50 1679 22211 SH SHARED 22211 D EQUINIX INC COM NEW 29444U50 1035 13700 SH SHARED 01 8000 5700 D EQUINIX INC COM NEW 29444U50 120 1600 SH SHARED 17 1000 600 D EQUITABLE RES INC COM 29454910 2425 58096 SH SHARED 58096 D EQUITABLE RES INC COM 29454910 1494 35800 SH SHARED 01 35800 D EQUITABLE RES INC COM 29454910 651 15600 SH SHR/OTHR 01 15600 D EQUITABLE RES INC COM 29454910 560 13434 SH SHARED 02 13434 D EQUITABLE RES INC COM 29454910 146 3520 SH SHARED 06 2950 570 D EQUITABLE RES INC COM 29454910 8433 202000 SH SHARED 10 201800 200 D EQUITABLE RES INC COM 29454910 295 7078 SH SHARED 14 7078 D EQUITABLE RES INC COM 29454910 304 7300 SH SHARED 17 2700 4600 D EQUITABLE RES INC COM 29454910 29 718 SH SHARED 20 718 D EQUITABLE RES INC COM 29454910 192 4600 SH SHR/OTHR 23 4600 D EQUITY INCOME 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PROPERTIES TRU COM 29474110 9 200 SH SHARED 05 200 D EQUITY OFFICE PROPERTIES TRU COM 29474110 178 3700 SH SHARED 10 3700 D EQUITY OFFICE PROPERTIES TRU COM 29474110 458637 9521234 SH SHARED 11 4754858 4766376 D EQUITY OFFICE PROPERTIES TRU COM 29474110 438 9100 SH SHARED 14 9100 D EQUITY OFFICE PROPERTIES TRU COM 29474110 10836 224971 SH SHARED 17 224371 600 D EQUITY ONE COM 29475210 1880 70524 SH SHARED 70524 D EQUITY ONE COM 29475210 71 2700 SH SHARED 01 2700 D EQUITY ONE COM 29475210 28 1075 SH SHARED 02 1075 D EQUITY ONE COM 29475210 1748 65600 SH SHARED 10 65600 D EQUITY ONE COM 29475210 7320 274600 SH SHARED 11 274600 D EQUITY ONE COM 29475210 429 16100 SH SHARED 17 16100 D EQUITY RESIDENTIAL SH BEN INT 29476L10 22070 434895 SH SHARED 432495 2400 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2025 39916 SH SHARED 01 39916 D EQUITY RESIDENTIAL SH BEN INT 29476L10 705 13900 SH SHR/OTHR 01 13900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 3902 76887 SH SHARED 02 66599 10288 D EQUITY RESIDENTIAL SH BEN INT 29476L10 6 120 SH SHARED 05 120 D EQUITY RESIDENTIAL SH BEN INT 29476L10 456 9000 SH SHARED 06 9000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 3631 71560 SH SHARED 10 71560 D EQUITY RESIDENTIAL SH BEN INT 29476L10 315358 6213969 SH SHARED 11 2869994 3343975 D EQUITY RESIDENTIAL SH BEN INT 29476L10 12763 251490 SH SHARED 17 177390 74100 D EQUITY RESIDENTIAL SH BEN INT 29476L10 502 9900 SH SHARED 20 6000 3900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 121 2400 SH SHR/OTHR 20 2400 D EQUITY RESIDENTIAL SH BEN INT 29476L10 50 1000 SH SHARED 22 1000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 2093 41250 SH SHARED 23 41250 D EQUITY RESIDENTIAL SH BEN INT 29476L10 126 2500 SH SHR/OTHR 23 2500 D EQUUS TOTAL RETURN INC COM 29476610 234 27454 SH SHARED 27454 D ERESEARCHTECHNOLOGY INC COM 29481V10 277 41248 SH SHARED 41248 D ERESEARCHTECHNOLOGY INC COM 29481V10 202 30150 SH SHARED 01 30150 D ERICSSON L M TEL CO ADR B SEK 10 29482160 969 24100 SH SHARED 23600 500 D ERICSSON L M TEL CO ADR B SEK 10 29482160 12 300 SH SHARED 01 300 D ERICSSON L M TEL CO ADR B SEK 10 29482160 136 3400 SH SHARED 02 3400 D ERICSSON L M TEL CO ADR B SEK 10 29482160 72 1800 SH SHARED 10 1800 D ERICSSON L M TEL CO ADR B SEK 10 29482160 12 305 SH SHARED 20 305 D ERICSSON L M TEL CO ADR B SEK 10 29482160 64 1600 SH SHR/OTHR 23 1600 D ERIE INDTY CO CL A 29530P10 73 1261 SH SHARED 1261 D ERIE INDTY CO CL A 29530P10 63 1094 SH SHARED 02 1094 D ESCALA GROUP INC COM 29605W10 3026 393582 SH SHARED 393582 D ESCALADE INC COM 29605610 2 194 SH SHARED 194 D ESCHELON TELECOM INC COM 29629010 143 7238 SH SHARED 7238 D ESCO TECHNOLOGIES INC COM 29631510 2500 55027 SH SHARED 55027 D ESCO TECHNOLOGIES INC COM 29631510 3162 69600 SH SHARED 17 66900 2700 D ESCO TECHNOLOGIES INC COM 29631510 14 326 SH SHARED 20 326 D ESPEED INC CL A 29664310 402 46107 SH SHARED 46107 D ESPEED INC CL A 29664310 18 2100 SH SHARED 01 2100 D ESPEED INC CL A 29664310 0 90 SH SHARED 02 90 D ESSEX CORP COM 29674410 2091 87485 SH SHARED 87485 D ESSEX PPTY TR INC COM 29717810 1101 8526 SH SHARED 8526 D ESSEX PPTY TR INC COM 29717810 142 1100 SH SHARED 01 1100 D ESSEX PPTY TR INC COM 29717810 51 395 SH SHARED 02 395 D ESSEX PPTY TR INC COM 29717810 236749 1831720 SH SHARED 11 1042361 789359 D ESSEX PPTY TR INC COM 29717810 3140 24300 SH SHARED 17 24300 D ESTERLINE TECHNOLOGIES CORP COM 29742510 870 21627 SH SHARED 21627 D ESTERLINE TECHNOLOGIES CORP COM 29742510 333 8300 SH SHARED 01 5600 2700 D ESTERLINE TECHNOLOGIES CORP COM 29742510 20 500 SH SHARED 02 500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 201 5000 SH SHARED 17 5000 D ESTERLINE TECHNOLOGIES CORP COM 29742510 14 366 SH SHARED 20 366 D ETHAN ALLEN INTERIORS INC COM 29760210 925 25640 SH SHARED 25640 D ETHAN ALLEN INTERIORS INC COM 29760210 274 7600 SH SHARED 01 7600 D ETHAN ALLEN INTERIORS INC COM 29760210 639 17700 SH SHARED 17 10100 7600 D ETHAN ALLEN INTERIORS INC COM 29760210 12 347 SH SHARED 20 347 D ETRIALS WORLDWIDE INC COM 29786P10 72 20898 SH SHARED 20898 D EUROBANCSHARES INC COM 29871610 2 273 SH SHARED 273 D EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD 15551 14360000 PRN SHARED 02 14360000 D EURONET WORLDWIDE INC COM 29873610 810 27294 SH SHARED 27294 D EURONET WORLDWIDE INC COM 29873610 2118 71350 SH SHARED 01 70750 600 D EURONET WORLDWIDE INC COM 29873610 1549 52200 SH SHARED 02 52200 D EURONET WORLDWIDE INC COM 29873610 19910 670600 SH SHARED 10 670600 D EURONET WORLDWIDE INC COM 29873610 21409 721100 SH SHARED 17 499500 221600 D EUROPEAN EQUITY FUND COM 29876810 0 2 SH SHARED 02 2 D EVERCORE PARTNERS INC CLASS A 29977A10 626 17013 SH SHARED 17013 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 1099 74200 SH SHARED 74200 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 9613 648700 SH SHARED 17 648700 D EVERGREEN ENERGY INC COM 30024B10 5645 567288 SH SHARED 567288 D EVERGREEN ENERGY INC COM 30024B10 33 3400 SH SHARED 17 3400 D EVERGREEN MANAGED INCOME FD COM SHS 30024Y10 5 294 SH SHARED 294 D EVERGREEN SOLAR INC COM 30033R10 4360 575979 SH SHARED 575979 D EVERGREEN SOLAR INC COM 30033R10 60 8000 SH SHARED 01 8000 D EVERGREEN SOLAR INC COM 30033R10 3 400 SH SHARED 02 400 D EVERLAST WORLDWIDE INC COM 30035510 722 42500 SH SHARED 17 42500 D EVOLUTION PETROLEUM CORP COM 30049A10 1 463 SH SHARED 463 D EXACT SCIENCES CORP COM 30063P10 1 645 SH SHARED 645 D EXACTECH INC COM 30064E10 2 199 SH SHARED 199 D EXAR CORP COM 30064510 317 24388 SH SHARED 24388 D EXAR CORP COM 30064510 11999 923000 SH SHARED 17 923000 D EXCEL TECHNOLOGY INC COM 30067T10 240 9398 SH SHARED 9398 D EXCHANGE NATL BANCSHARES INC COM 30130910 3 97 SH SHARED 97 D EXELON CORP COM 30161N10 146935 2374145 SH SHARED 2326227 47918 D EXELON CORP COM 30161N10 12088 195320 SH SHARED 01 107322 87998 D EXELON CORP COM 30161N10 16781 271144 SH SHARED 02 267074 4070 D EXELON CORP COM 30161N10 12242 197808 SH SHARED 04 158513 39295 D EXELON CORP COM 30161N10 900 14550 SH SHARED 05 14550 D EXELON CORP COM 30161N10 56402 911341 SH SHARED 06 355311 556030 D EXELON CORP COM 30161N10 62539 1010490 SH SHARED 10 14310 711180 285000 D EXELON CORP COM 30161N10 395 6393 SH SHARED 14 6393 D EXELON CORP COM 30161N10 1299 21000 SH SHARED 15 21000 D EXELON CORP COM 30161N10 23906 386280 SH SHARED 17 265080 121200 D EXELON CORP COM 30161N10 9977 161216 SH SHARED 19 161216 D EXELON CORP COM 30161N10 1464 23665 SH SHARED 20 1910 21755 D EXELON CORP COM 30161N10 154 2500 SH SHR/OTHR 20 2500 D EXELON CORP COM 30161N10 123 2000 SH SHR/OTHR 22 2000 D EXELON CORP COM 30161N10 258 4174 SH SHR/OTHR 23 4174 D EXELIXIS INC COM 30161Q10 1546 171882 SH SHARED 171882 D EXELIXIS INC COM 30161Q10 109 12150 SH SHARED 02 12150 D EXELIXIS INC COM 30161Q10 9438 1048744 SH SHARED 04 1048744 D EXELIXIS INC COM 30161Q10 63 7000 SH SHARED 14 7000 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 10 1888 SH SHARED 1888 D EXIDE TECHNOLOGIES FRNT 9/1 302051AL 807 1000000 PRN SHARED 02 1000000 D EXIDE TECHNOLOGIES *W EXP 99/99/999 30205112 11 28574 SH SHARED 28574 D EXIDE TECHNOLOGIES COM NEW 30205120 6 1498 SH SHARED 1498 D EXLSERVICE HOLDINGS INC COM 30208110 2929 139233 SH SHARED 139233 D EXPEDIA INC DEL COM 30212P10 12388 590480 SH SHARED 590480 D EXPEDIA INC DEL COM 30212P10 1128 53812 SH SHARED 01 27155 26657 D EXPEDIA INC DEL COM 30212P10 359 17113 SH SHARED 02 16995 118 D EXPEDIA INC DEL COM 30212P10 3 150 SH SHARED 05 150 D EXPEDIA INC DEL COM 30212P10 198 9475 SH SHARED 06 7425 2050 D EXPEDIA INC DEL COM 30212P10 345 16486 SH SHARED 14 16486 D EXPEDIA INC DEL COM 30212P10 609 29049 SH SHARED 17 26499 2550 D EXPEDIA INC DEL COM 30212P10 10 500 SH SHARED 20 500 D EXPEDIA INC DEL COM 30212P10 15 750 SH SHR/OTHR 20 750 D EXPEDIA INC DEL COM 30212P10 16 800 SH SHR/OTHR 21 800 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 13366 1377972 SH SHARED 1377972 D EXPEDITORS INTL WASH INC COM 30213010 5910 145929 SH SHARED 145929 D EXPEDITORS INTL WASH INC COM 30213010 2508 61936 SH SHARED 01 61936 D EXPEDITORS INTL WASH INC COM 30213010 1064 26283 SH SHARED 02 24738 1545 D EXPEDITORS INTL WASH INC COM 30213010 307 7600 SH SHARED 06 5800 1800 D EXPEDITORS INTL WASH INC COM 30213010 301 7454 SH SHARED 17 5554 1900 D EXPLORATION CO COM NEW 30213320 303 22744 SH SHARED 22744 D EXPONENT INC COM 30214U10 215 11547 SH SHARED 11547 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 4600 4879000 PRN SHARED 02 4879000 D EXPRESSJET HOLDINGS INC CL A 30218U10 934 115326 SH SHARED 115326 D EXPRESSJET HOLDINGS INC CL A 30218U10 65 8100 SH SHARED 01 8100 D EXPRESSJET HOLDINGS INC CL A 30218U10 1993 246100 SH SHARED 10 246100 D EXPRESSJET HOLDINGS INC CL A 30218U10 396 48900 SH SHARED 17 48900 D EXPRESS SCRIPTS INC COM 30218210 16110 225008 SH SHARED 223308 1700 D EXPRESS SCRIPTS INC COM 30218210 1270 17742 SH SHARED 01 17742 D EXPRESS SCRIPTS INC COM 30218210 85 1200 SH SHR/OTHR 01 1200 D EXPRESS SCRIPTS INC COM 30218210 1775 24792 SH SHARED 02 23136 1656 D EXPRESS SCRIPTS INC COM 30218210 6229 87000 SH SHARED 04 87000 D EXPRESS SCRIPTS INC COM 30218210 1150 16066 SH SHARED 06 15066 1000 D EXPRESS SCRIPTS INC COM 30218210 417 5825 SH SHARED 14 5825 D EXPRESS SCRIPTS INC COM 30218210 6317 88234 SH SHARED 17 78534 9700 D EXPRESS SCRIPTS INC COM 30218210 21 300 SH SHARED 20 300 D EXPRESS SCRIPTS INC COM 30218210 14 200 SH SHARED 23 200 D EXTRA SPACE STORAGE INC COM 30225T10 14092 771764 SH SHARED 771764 D EXTRA SPACE STORAGE INC COM 30225T10 14 800 SH SHARED 01 800 D EXTRA SPACE STORAGE INC COM 30225T10 77127 4223850 SH SHARED 11 144000 4079850 D EXTRA SPACE STORAGE INC COM 30225T10 790 43300 SH SHARED 17 43300 D EXTRA SPACE STORAGE INC COM 30225T10 54 3000 SH SHARED 20 3000 D EXTREME NETWORKS INC COM 30226D10 18636 4447899 SH SHARED 4447899 D EXTREME NETWORKS INC COM 30226D10 2488 594000 SH SHARED 02 594000 D EXULT INC DEL NOTE 2.500%10/0 302284AB 27237 28915000 PRN SHARED 02 28915000 D EZCORP INC CL A NON VTG 30230110 450 27701 SH SHARED 27701 D EXXON MOBIL CORP COM 30231G10 1692933 22092308 SH SHARED 21839450 252858 D EXXON MOBIL CORP COM 30231G10 156605 2043656 SH SHARED 01 347031 1696625 D EXXON MOBIL CORP COM 30231G10 37405 488130 SH SHR/OTHR 01 488130 D EXXON MOBIL CORP COM 30231G10 96240 1255916 SH SHARED 02 1110105 145811 D EXXON MOBIL CORP COM 30231G10 124037 1618650 SH SHARED 04 1618650 D EXXON MOBIL CORP COM 30231G10 4365 56965 SH SHARED 05 56965 D EXXON MOBIL CORP COM 30231G10 50010 652624 SH SHARED 06 599444 53180 D EXXON MOBIL CORP COM 30231G10 543206 7088687 SH SHARED 10 4338067 1273357 1477263 D EXXON MOBIL CORP COM 30231G10 4277 55818 SH SHR/OTHR 10 55818 D EXXON MOBIL CORP COM 30231G10 7887 102932 SH SHARED 14 102932 D EXXON MOBIL CORP COM 30231G10 541 7068 SH SHARED 15 7068 D EXXON MOBIL CORP COM 30231G10 281296 3670846 SH SHARED 17 2841446 829400 D EXXON MOBIL CORP COM 30231G10 23365 304916 SH SHARED 20 27222 277694 D EXXON MOBIL CORP COM 30231G10 9951 129858 SH SHR/OTHR 20 129858 D EXXON MOBIL CORP COM 30231G10 6396 83476 SH SHARED 21 83476 D EXXON MOBIL CORP COM 30231G10 2368 30910 SH SHR/OTHR 21 30910 D EXXON MOBIL CORP COM 30231G10 6870 89657 SH SHARED 22 65687 23970 D EXXON MOBIL CORP COM 30231G10 1859 24265 SH SHR/OTHR 22 24265 D EXXON MOBIL CORP COM 30231G10 83333 1087482 SH SHARED 23 1046311 41171 D EXXON MOBIL CORP COM 30231G10 96691 1261796 SH SHR/OTHR 23 1261796 D FBL FINL GROUP INC CL A 30239F10 410 10516 SH SHARED 10516 D FEI CO NOTE 6/1 30241LAD 996 940000 PRN SHARED 940000 D FEI CO NOTE 6/1 30241LAD 5032 4748000 PRN SHARED 02 4748000 D FEI CO NOTE 2.875% 6/0 30241LAF 79 70000 PRN SHARED 02 70000 D FEI CO COM 30241L10 1635 62006 SH SHARED 62006 D FEI CO COM 30241L10 488 18525 SH SHARED 01 7750 10775 D FEI CO COM 30241L10 6165 233800 SH SHARED 10 233800 D FEI CO COM 30241L10 9200 348900 SH SHARED 17 348900 D FLIR SYS INC NOTE 3.000% 6/0 302445AB 5379 3500000 PRN SHARED 3500000 D FLIR SYS INC COM 30244510 1629 51207 SH SHARED 51207 D FLIR SYS INC COM 30244510 76 2400 SH SHARED 01 2400 D FLIR SYS INC COM 30244510 66 2100 SH SHARED 02 2100 D FLIR SYS INC COM 30244510 133 4200 SH SHARED 17 4200 D FMC TECHNOLOGIES INC COM 30249U10 3807 61776 SH SHARED 56706 5070 D FMC TECHNOLOGIES INC COM 30249U10 1367 22189 SH SHARED 01 22189 D FMC TECHNOLOGIES INC COM 30249U10 667 10828 SH SHARED 02 7576 3252 D FMC TECHNOLOGIES INC COM 30249U10 132 2150 SH SHARED 06 1800 350 D FMC TECHNOLOGIES INC COM 30249U10 129 2100 SH SHARED 17 600 1500 D FMC TECHNOLOGIES INC COM 30249U10 9 155 SH SHARED 20 155 D F M C CORP COM NEW 30249130 1813 23692 SH SHARED 23692 D F M C CORP COM NEW 30249130 1025 13400 SH SHARED 01 13400 D F M C CORP COM NEW 30249130 326 4271 SH SHARED 02 4271 D F M C CORP COM NEW 30249130 15 200 SH SHARED 06 200 D F M C CORP COM NEW 30249130 1125 14700 SH SHARED 17 14700 D F M C CORP COM NEW 30249130 53 700 SH SHARED 21 700 D FMS FINL CORP COM 30250910 3 96 SH SHARED 96 D F N B UNITED CORP COM 30251910 5 277 SH SHARED 277 D FNB CORP PA COM 30252010 1188 65044 SH SHARED 50570 14474 D FNB CORP PA COM 30252010 9 525 SH SHARED 01 525 D FNB CORP PA COM 30252010 1 93 SH SHARED 02 93 D FNB CORP PA COM 30252010 69 3800 SH SHARED 17 300 3500 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 FPIC INS GROUP INC COM 30256310 317 8156 SH SHARED 8156 D FPL GROUP INC COM 30257110 34328 630808 SH SHARED 605057 25751 D FPL GROUP INC COM 30257110 12541 230462 SH SHARED 01 129155 101307 D FPL GROUP INC COM 30257110 54 1000 SH SHR/OTHR 01 1000 D FPL GROUP INC COM 30257110 5270 96852 SH SHARED 02 92634 4218 D FPL GROUP INC COM 30257110 23781 437000 SH SHARED 04 437000 D FPL GROUP INC COM 30257110 7626 140140 SH SHARED 05 140140 D FPL GROUP INC COM 30257110 1845 33920 SH SHARED 06 30800 3120 D FPL GROUP INC COM 30257110 94335 1733478 SH SHARED 10 1260525 472953 D FPL GROUP INC COM 30257110 391 7200 SH SHR/OTHR 10 7200 D FPL GROUP INC COM 30257110 10580 194432 SH SHARED 17 179332 15100 D FPL GROUP INC COM 30257110 1190 21876 SH SHARED 20 6215 15661 D FPL GROUP INC COM 30257110 1349 24800 SH SHR/OTHR 20 24800 D FPL GROUP INC COM 30257110 624 11475 SH SHARED 22 5450 6025 D FPL GROUP INC COM 30257110 88 1625 SH SHR/OTHR 22 1625 D FPL GROUP INC COM 30257110 2686 49370 SH SHARED 23 47970 1400 D FPL GROUP INC COM 30257110 1197 21999 SH SHR/OTHR 23 21999 D FSI INTL INC COM 30263310 150 28538 SH SHARED 28538 D FTD GROUP INC COM 30267U10 179 10015 SH SHARED 10015 D FX ENERGY INC COM 30269510 5 866 SH SHARED 866 D F N B CORP VA COM 30293010 235 5679 SH SHARED 5679 D FTI CONSULTING INC COM 30294110 869 31191 SH SHARED 31191 D FTI CONSULTING INC COM 30294110 75 2700 SH SHARED 01 2700 D FTI CONSULTING INC COM 30294110 532 19100 SH SHARED 02 17600 1500 D FTI CONSULTING INC COM 30294110 7772 278700 SH SHARED 10 278700 D FTI CONSULTING INC COM 30294110 170 6100 SH SHARED 17 6100 D FACTSET RESH SYS INC COM 30307510 1085 19226 SH SHARED 3526 15700 D FACTSET RESH SYS INC COM 30307510 160 2850 SH SHARED 01 2850 D FACTSET RESH SYS INC COM 30307510 30 534 SH SHARED 02 534 D FACTSET RESH SYS INC COM 30307510 553 9800 SH SHARED 06 9800 D FACTSET RESH SYS INC COM 30307510 4653 82400 SH SHARED 10 82400 D FACTSET RESH SYS INC COM 30307510 2321 41100 SH SHARED 17 200 40900 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 46508 44000000 PRN SHARED 44000000 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 1481 1402000 PRN SHARED 06 1402000 D FAIR ISAAC CORP COM 30325010 1087 26751 SH SHARED 26751 D FAIR ISAAC CORP COM 30325010 1660 40837 SH SHARED 01 20300 20537 D FAIR ISAAC CORP COM 30325010 91 2250 SH SHR/OTHR 01 2250 D FAIR ISAAC CORP COM 30325010 2012 49512 SH SHARED 02 49437 75 D FAIR ISAAC CORP COM 30325010 2662 65492 SH SHARED 14 65492 D FAIR ISAAC CORP COM 30325010 581 14300 SH SHARED 17 14300 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 13473 801511 SH SHARED 801511 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1186 70600 SH SHARED 01 36000 34600 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 16 1000 SH SHR/OTHR 01 1000 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1262 75124 SH SHARED 02 59614 15510 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 384 22900 SH SHARED 06 22900 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 2970 176700 SH SHARED 10 176700 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 623 37100 SH SHARED 17 22600 14500 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 2046 2000000 PRN SHARED 2000000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 80 407 SH SHARED 407 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 996 5018 SH SHARED 02 4988 30 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 29 150 SH SHARED 06 50 100 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 277 1396 SH SHARED 14 1396 D FAIRPOINT COMMUNICATIONS INC COM 30556010 405 21378 SH SHARED 21378 D FAIRPOINT COMMUNICATIONS INC COM 30556010 100 5325 SH SHARED 02 5325 D FAIRPOINT COMMUNICATIONS INC COM 30556010 441 23300 SH SHARED 10 23300 D FAIRPOINT COMMUNICATIONS INC COM 30556010 20871 1101400 SH SHARED 17 1080300 21100 D FALCONSTOR SOFTWARE INC COM 30613710 247 28644 SH SHARED 28644 D FALCONSTOR SOFTWARE INC COM 30613710 44 5200 SH SHARED 01 5200 D FALCONSTOR SOFTWARE INC COM 30613710 390 45100 SH SHARED 10 45100 D FAMILY DLR STORES INC COM 30700010 10563 360174 SH SHARED 360174 D FAMILY DLR STORES INC COM 30700010 410 13996 SH SHARED 01 13996 D FAMILY DLR STORES INC COM 30700010 87 3000 SH SHR/OTHR 01 3000 D FAMILY DLR STORES INC COM 30700010 1465 49951 SH SHARED 02 49451 500 D FAMILY DLR STORES INC COM 30700010 1143 39000 SH SHARED 04 39000 D FAMILY DLR STORES INC COM 30700010 370 12630 SH SHARED 06 11900 730 D FAMILY DLR STORES INC COM 30700010 38 1300 SH SHARED 10 1300 D FAMILY DLR STORES INC COM 30700010 7479 255000 SH SHARED 16 255000 D FAMILY DLR STORES INC COM 30700010 2708 92342 SH SHARED 17 91442 900 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 110 5156 SH SHARED 5156 D FARMER BROS CO COM 30767510 138 6500 SH SHARED 17 6500 D FARMERS CAP BK CORP COM 30956210 186 5469 SH SHARED 5469 D FARO TECHNOLOGIES INC COM 31164210 7 329 SH SHARED 329 D FARO TECHNOLOGIES INC COM 31164210 40 1700 SH SHARED 02 1700 D FASTENAL CO COM 31190010 3243 90393 SH SHARED 90393 D FASTENAL CO COM 31190010 1420 39600 SH SHARED 01 39600 D FASTENAL CO COM 31190010 601 16772 SH SHARED 02 13912 2860 D FASTENAL CO COM 31190010 145 4050 SH SHARED 06 3400 650 D FASTENAL CO COM 31190010 64 1800 SH SHARED 17 1800 D FASTENAL CO COM 31190010 28 800 SH SHR/OTHR 21 800 D FEDERAL AGRIC MTG CORP CL C 31314830 402 14827 SH SHARED 14827 D FEDERAL HOME LN MTG CORP COM 31340030 75121 1106354 SH SHARED 1106354 D FEDERAL HOME LN MTG CORP COM 31340030 6875 101259 SH SHARED 01 4615 96644 D FEDERAL HOME LN MTG CORP COM 31340030 162 2400 SH SHR/OTHR 01 2400 D FEDERAL HOME LN MTG CORP COM 31340030 11171 164534 SH SHARED 02 158324 6210 D FEDERAL HOME LN MTG CORP COM 31340030 21 310 SH SHARED 05 310 D FEDERAL HOME LN MTG CORP COM 31340030 7131 105032 SH SHARED 06 99082 5950 D FEDERAL HOME LN MTG CORP COM 31340030 4399 64800 SH SHARED 10 60700 4100 D FEDERAL HOME LN MTG CORP COM 31340030 1891 27853 SH SHARED 14 27853 D FEDERAL HOME LN MTG CORP COM 31340030 582332 8576330 SH SHARED 17 8563630 12700 D FEDERAL HOME LN MTG CORP COM 31340030 341 5024 SH SHARED 20 950 4074 D FEDERAL HOME LN MTG CORP COM 31340030 61 900 SH SHR/OTHR 20 900 D FEDERAL HOME LN MTG CORP COM 31340030 17 255 SH SHR/OTHR 21 255 D FEDERAL HOME LN MTG CORP COM 31340030 237 3500 SH SHARED 23 3000 500 D FEDERAL NATL MTG ASSN COM 31358610 115106 1938150 SH SHARED 1937035 1115 D FEDERAL NATL MTG ASSN COM 31358610 8907 149985 SH SHARED 01 149985 D FEDERAL NATL MTG ASSN COM 31358610 712 12000 SH SHR/OTHR 01 12000 D FEDERAL NATL MTG ASSN COM 31358610 23749 399897 SH SHARED 02 397768 2129 D FEDERAL NATL MTG ASSN COM 31358610 1336 22500 SH SHARED 04 22500 D FEDERAL NATL MTG ASSN COM 31358610 21 360 SH SHARED 05 360 D FEDERAL NATL MTG ASSN COM 31358610 7839 131995 SH SHARED 06 123417 8578 D FEDERAL NATL MTG ASSN COM 31358610 7364 124000 SH SHARED 10 117200 6800 D FEDERAL NATL MTG ASSN COM 31358610 47 800 SH SHR/OTHR 10 800 D FEDERAL NATL MTG ASSN COM 31358610 4748 79953 SH SHARED 14 79953 D FEDERAL NATL MTG ASSN COM 31358610 2078 35000 SH SHARED 15 35000 D FEDERAL NATL MTG ASSN COM 31358610 6473 109000 SH SHARED 16 109000 D FEDERAL NATL MTG ASSN COM 31358610 330031 5557016 SH SHARED 17 5539116 17900 D FEDERAL NATL MTG ASSN COM 31358610 919 15487 SH SHARED 20 3732 11755 D FEDERAL NATL MTG ASSN COM 31358610 650 10950 SH SHR/OTHR 20 10950 D FEDERAL NATL MTG ASSN COM 31358610 59 1000 SH SHARED 23 1000 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 988 11627 SH SHARED 11627 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 34 400 SH SHARED 01 400 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 565 6647 SH SHARED 02 907 5740 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 271172 3190260 SH SHARED 11 1768823 1421437 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 3604 42400 SH SHARED 17 39200 3200 D FEDERAL SIGNAL CORP COM 31385510 965 60188 SH SHARED 60188 D FEDERAL SIGNAL CORP COM 31385510 195 12200 SH SHARED 01 12200 D FEDERAL SIGNAL CORP COM 31385510 75 4700 SH SHARED 02 4700 D FEDERAL SIGNAL CORP COM 31385510 4 300 SH SHARED 17 300 D FEDERAL TR CORP COM 31401210 2 230 SH SHARED 230 D FEDERATED DEPT STORES INC DE COM 31410H10 41177 1079932 SH SHARED 979932 100000 D FEDERATED DEPT STORES INC DE COM 31410H10 3834 100576 SH SHARED 01 19330 81246 D FEDERATED DEPT STORES INC DE COM 31410H10 49 1308 SH SHR/OTHR 01 1308 D FEDERATED DEPT STORES INC DE COM 31410H10 31956 838089 SH SHARED 02 837645 444 D FEDERATED DEPT STORES INC DE COM 31410H10 190 5000 SH SHARED 04 5000 D FEDERATED DEPT STORES INC DE COM 31410H10 1141 29924 SH SHARED 05 29924 D FEDERATED DEPT STORES INC DE COM 31410H10 3517 92250 SH SHARED 06 87152 5098 D FEDERATED DEPT STORES INC DE COM 31410H10 138631 3635770 SH SHARED 10 1967185 624240 1044345 D FEDERATED DEPT STORES INC DE COM 31410H10 232 6100 SH SHR/OTHR 10 6100 D FEDERATED DEPT STORES INC DE COM 31410H10 354 9300 SH SHARED 14 9300 D FEDERATED DEPT STORES INC DE COM 31410H10 110207 2890306 SH SHARED 17 2600518 289788 D FEDERATED DEPT STORES INC DE COM 31410H10 425 11150 SH SHARED 20 2855 8295 D FEDERATED DEPT STORES INC DE COM 31410H10 8 210 SH SHR/OTHR 21 210 D FEDERATED DEPT STORES INC DE COM 31410H10 324 8500 SH SHARED 22 5050 3450 D FEDERATED DEPT STORES INC DE COM 31410H10 303 7968 SH SHARED 23 6848 1120 D FEDERATED DEPT STORES INC DE COM 31410H10 472 12404 SH SHR/OTHR 23 12404 D FEDERATED INVS INC PA CL B 31421110 9392 278050 SH SHARED 278050 D FEDERATED INVS INC PA CL B 31421110 283 8400 SH SHARED 01 8400 D FEDERATED INVS INC PA CL B 31421110 531 15724 SH SHARED 02 15724 D FEDERATED INVS INC PA CL B 31421110 150 4450 SH SHARED 06 4450 D FEDERATED INVS INC PA CL B 31421110 1665 49300 SH SHARED 17 49300 D FEDERATED INVS INC PA CL B 31421110 2 70 SH SHARED 20 70 D FEDEX CORP COM 31428X10 60497 556965 SH SHARED 556805 160 D FEDEX CORP COM 31428X10 6754 62187 SH SHARED 01 18731 43456 D FEDEX CORP COM 31428X10 223 2055 SH SHR/OTHR 01 2055 D FEDEX CORP COM 31428X10 6832 62900 SH SHARED 02 56116 6784 D FEDEX CORP COM 31428X10 1302 11993 SH SHARED 04 11993 D FEDEX CORP COM 31428X10 11 110 SH SHARED 05 110 D FEDEX CORP COM 31428X10 2906 26754 SH SHARED 06 24123 2631 D FEDEX CORP COM 31428X10 77248 711180 SH SHARED 10 241920 401620 67640 D FEDEX CORP COM 31428X10 495 4565 SH SHARED 14 4565 D FEDEX CORP COM 31428X10 61917 570035 SH SHARED 17 563615 6420 D FEDEX CORP COM 31428X10 1488 13701 SH SHARED 20 2576 11125 D FEDEX CORP COM 31428X10 260 2400 SH SHR/OTHR 20 2400 D FEDEX CORP COM 31428X10 20 190 SH SHARED 21 190 D FEDEX CORP COM 31428X10 38 350 SH SHARED 22 150 200 D FEDEX CORP COM 31428X10 32 300 SH SHARED 23 200 100 D FEDEX CORP COM 31428X10 782 7200 SH SHR/OTHR 23 7200 D FELCOR LODGING TR INC COM 31430F10 4094 187457 SH SHARED 187457 D FELCOR LODGING TR INC COM 31430F10 567 26000 SH SHARED 01 26000 D FELCOR LODGING TR INC COM 31430F10 107 4907 SH SHARED 02 367 4540 D FELCOR LODGING TR INC COM 31430F10 1098 50300 SH SHARED 10 50300 D FELCOR LODGING TR INC COM 31430F10 93431 4277990 SH SHARED 11 2209040 2068950 D FELCOR LODGING TR INC COM 31430F10 3872 177300 SH SHARED 17 138000 39300 D FELCOR LODGING TR INC COM 31430F10 25 1179 SH SHARED 20 1179 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 1086 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 18694 1501600 SH SHARED 11 1501600 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 4883 228408 SH SHARED 228408 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 110 5180 SH SHARED 02 5180 D FERRO CORP COM 31540510 1072 51853 SH SHARED 51853 D FERRO CORP COM 31540510 242 11700 SH SHARED 01 11700 D FERRO CORP COM 31540510 86 4200 SH SHARED 02 4200 D FERRO CORP COM 31540510 287 13900 SH SHARED 17 13900 D F5 NETWORKS INC COM 31561610 6998 94307 SH SHARED 94307 D F5 NETWORKS INC COM 31561610 1653 22275 SH SHARED 01 3875 18400 D F5 NETWORKS INC COM 31561610 647 8721 SH SHARED 02 4721 4000 D F5 NETWORKS INC COM 31561610 1743 23500 SH SHARED 10 23500 D F5 NETWORKS INC COM 31561610 39712 535140 SH SHARED 17 534940 200 D FIAT S P A SP ADR ORD NEW 31562188 385 20100 SH SHARED 20100 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 3457 519134 SH SHARED 02 519134 D FIBERSTARS INC COM 31566210 1 280 SH SHARED 280 D FIBERTOWER CORP COM 31567R10 541 92120 SH SHARED 92120 D FIBERTOWER CORP COM 31567R10 778 132400 SH SHARED 01 132400 D FIDELITY BANCORP INC COM 31583110 1 67 SH SHARED 67 D FIDELITY BANKSHARES INC NEW COM 31604Q10 776 19581 SH SHARED 19581 D FIDELITY BANKSHARES INC NEW COM 31604Q10 321 8100 SH SHARED 17 800 7300 D FIDELITY BANKSHARES INC NEW COM 31604Q10 81 2060 SH SHARED 21 2060 D FIDELITY NATL INFORMATION SV COM 31620M10 103729 2587416 SH SHARED 2587416 D FIDELITY NATL INFORMATION SV COM 31620M10 615 15364 SH SHARED 01 15364 D FIDELITY NATL INFORMATION SV COM 31620M10 92 2300 SH SHR/OTHR 01 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 1282 31991 SH SHARED 02 28473 3518 D FIDELITY NATL INFORMATION SV COM 31620M10 624 15579 SH SHARED 06 14583 996 D FIDELITY NATL INFORMATION SV COM 31620M10 62 1568 SH SHARED 14 1568 D FIDELITY NATL INFORMATION SV COM 31620M10 3344 83431 SH SHARED 17 83431 D FIDELITY NATL INFORMATION SV COM 31620M10 1216 30345 SH SHARED 23 30345 D FIDELITY NATL INFORMATION SV COM 31620M10 587 14650 SH SHR/OTHR 23 14650 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 91266 3821885 SH SHARED 3821885 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 1617 67746 SH SHARED 01 67746 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 642 26900 SH SHARED 02 24285 2615 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 147 6156 SH SHARED 06 4994 1162 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 139 5860 SH SHARED 17 5860 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 283 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 3366 148292 SH SHARED 02 148292 D FIELDSTONE INVT CORP COM 31659U30 13532 3089713 SH SHARED 3089713 D FIELDSTONE INVT CORP COM 31659U30 219 50000 SH SHARED 02 50000 D FIELDSTONE INVT CORP COM 31659U30 45 10400 SH SHARED 17 10400 D FIFTH THIRD BANCORP COM 31677310 37651 919890 SH SHARED 908985 10905 D FIFTH THIRD BANCORP COM 31677310 2761 67474 SH SHARED 01 1555 65919 D FIFTH THIRD BANCORP COM 31677310 18 450 SH SHR/OTHR 01 450 D FIFTH THIRD BANCORP COM 31677310 4748 116010 SH SHARED 02 113010 3000 D FIFTH THIRD BANCORP COM 31677310 2046 50000 SH SHARED 04 50000 D FIFTH THIRD BANCORP COM 31677310 8 210 SH SHARED 05 210 D FIFTH THIRD BANCORP COM 31677310 1910 46680 SH SHARED 06 41950 4730 D FIFTH THIRD BANCORP COM 31677310 2476 60500 SH SHARED 10 43600 16900 D FIFTH THIRD BANCORP COM 31677310 548 13400 SH SHARED 14 13400 D FIFTH THIRD BANCORP COM 31677310 9577 233997 SH SHARED 17 222397 11600 D FIFTH THIRD BANCORP COM 31677310 6 150 SH SHARED 23 150 D FINANCIAL FED CORP COM 31749210 619 21068 SH SHARED 21068 D FINANCIAL FED CORP COM 31749210 1205 40995 SH SHARED 02 39450 1545 D FINANCIAL FED CORP COM 31749210 26 885 SH SHARED 21 885 D FINANCIAL INSTNS INC COM 31758540 6 264 SH SHARED 264 D FINISAR NOTE 5.250%10/1 31787AAC 3003 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 5866 1816213 SH SHARED 1578263 237950 D FINISAR COM 31787A10 288 89200 SH SHARED 02 89200 D FINISAR COM 31787A10 775 240000 SH SHARED 04 240000 D FINLAY ENTERPRISES INC COM NEW 31788420 1 223 SH SHARED 223 D FINISH LINE INC CL A 31792310 18992 1330033 SH SHARED 1330033 D FIRST ADVANTAGE CORP CL A 31845F10 123 5375 SH SHARED 5375 D FIRST ACCEPTANCE CORP COM 31845710 139 13027 SH SHARED 13027 D FIRST AMERN CORP CALIF COM 31852230 2051 50429 SH SHARED 50429 D FIRST AMERN CORP CALIF COM 31852230 1159 28500 SH SHARED 01 28500 D FIRST AMERN CORP CALIF COM 31852230 509 12534 SH SHARED 02 10534 2000 D FIRST AMERN CORP CALIF COM 31852230 113 2800 SH SHARED 06 2300 500 D FIRST AMERN CORP CALIF COM 31852230 177 4358 SH SHARED 14 4358 D FIRST AMERN CORP CALIF COM 31852230 16 400 SH SHARED 17 400 D FIRST BANCORP P R COM 31867210 522 54792 SH SHARED 54792 D FIRST BANCORP P R COM 31867210 127 13400 SH SHARED 01 13400 D FIRST BANCORP P R COM 31867210 1 135 SH SHARED 02 135 D FIRST BANCORP P R COM 31867210 227 23900 SH SHARED 17 300 23600 D FIRST BANCORP N C COM 31891010 202 9252 SH SHARED 9252 D FIRST BANCSHARES INC MS COM 31891610 1 58 SH SHARED 58 D FIRST BUSEY CORP COM 31938310 274 11888 SH SHARED 11888 D FIRST BUS FINL SVCS INC WIS COM 31939010 1 53 SH SHARED 53 D FIRST CASH FINL SVCS INC COM 31942D10 561 21702 SH SHARED 21702 D FIRST CASH FINL SVCS INC COM 31942D10 25 1000 SH SHARED 01 1000 D FIRST CASH FINL SVCS INC COM 31942D10 949 36700 SH SHARED 10 36700 D FIRST CASH FINL SVCS INC COM 31942D10 69 2700 SH SHARED 21 2700 D FIRST CHARTER CORP COM 31943910 660 26846 SH SHARED 26846 D FIRST CHARTER CORP COM 31943910 2 100 SH SHARED 01 100 D FIRST CHARTER CORP COM 31943910 44 1816 SH SHARED 02 1816 D FIRST CHARTER CORP COM 31943910 450 18300 SH SHARED 17 5800 12500 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 11924 58847 SH SHARED 58847 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 252 1244 SH SHARED 01 1244 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 14 72 SH SHARED 02 72 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 222 1100 SH SHARED 17 1100 D FIRST CLOVER LEAF FIN CORP COM 31969M10 2 212 SH SHARED 212 D FIRST CLOVER LEAF FIN CORP COM 31969M10 6 600 SH SHARED 02 600 D FIRST COMWLTH FINL CORP PA COM 31982910 738 54957 SH SHARED 54957 D FIRST COMWLTH FINL CORP PA COM 31982910 6 500 SH SHARED 01 500 D FIRST COMWLTH FINL CORP PA COM 31982910 48 3600 SH SHARED 17 3600 D FIRST CMNTY BANCSHARES INC N COM 31983A10 306 7746 SH SHARED 7746 D FIRST CMNTY BANCSHARES INC N COM 31983A10 225 5700 SH SHARED 17 5700 D FIRST CMNTY BANCORP CALIF COM 31983B10 8522 163053 SH SHARED 163053 D FIRST CMNTY BANCORP CALIF COM 31983B10 52 1000 SH SHARED 01 1000 D FIRST CMNTY BANCORP CALIF COM 31983B10 1719 32900 SH SHARED 10 32900 D FIRST CMNTY BANCORP CALIF COM 31983B10 167 3200 SH SHARED 17 3200 D FIRST CONSULTING GROUP INC COM 31986R10 230 16750 SH SHARED 16750 D FIRST DATA CORP COM 31996310 31489 1233926 SH SHARED 1233926 D FIRST DATA CORP COM 31996310 4041 158371 SH SHARED 01 39538 118833 D FIRST DATA CORP COM 31996310 125 4917 SH SHR/OTHR 01 4917 D FIRST DATA CORP COM 31996310 23142 906852 SH SHARED 02 903302 3550 D FIRST DATA CORP COM 31996310 66489 2605400 SH SHARED 04 2605400 D FIRST DATA CORP COM 31996310 9 359 SH SHARED 05 359 D FIRST DATA CORP COM 31996310 4332 169762 SH SHARED 06 61515 108247 D FIRST DATA CORP COM 31996310 3424 134190 SH SHARED 10 112200 21990 D FIRST DATA CORP COM 31996310 469 18400 SH SHR/OTHR 10 18400 D FIRST DATA CORP COM 31996310 1429 56016 SH SHARED 14 56016 D FIRST DATA CORP COM 31996310 2552 100000 SH SHARED 16 100000 D FIRST DATA CORP COM 31996310 9850 385976 SH SHARED 17 369200 16776 D FIRST DATA CORP COM 31996310 2038 79865 SH SHARED 20 6305 73560 D FIRST DATA CORP COM 31996310 650 25480 SH SHR/OTHR 20 25480 D FIRST DATA CORP COM 31996310 139 5470 SH SHARED 21 5470 D FIRST DATA CORP COM 31996310 145 5700 SH SHARED 22 2900 2800 D FIRST DATA CORP COM 31996310 84 3300 SH SHR/OTHR 22 3300 D FIRST DATA CORP COM 31996310 1305 51144 SH SHARED 23 50544 600 D FIRST DATA CORP COM 31996310 787 30853 SH SHR/OTHR 23 30853 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 671 16038 SH SHARED 16038 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 FED BANC SOUTHWST INC COM 32020Y10 1 62 SH SHARED 62 D FIRST FINL BANCORP OH COM 32020910 436 26276 SH SHARED 26276 D FIRST FED NORTHN MICH BANCOR COM 32021X10 93 10300 SH SHARED 10300 D FIRST FINL CORP IND COM 32021810 363 10251 SH SHARED 10251 D FIRST FINL CORP IND COM 32021810 365 10300 SH SHARED 17 10300 D FIRST FINL SVC CORP COM 32022D10 3 108 SH SHARED 108 D FIRST FINL HLDGS INC COM 32023910 368 9396 SH SHARED 9396 D FIRST FINL HLDGS INC COM 32023910 360 9200 SH SHARED 17 9200 D FIRST HORIZON PHARMACEUTICAL NOTE 1.750% 3/0 32051KAC 5235 4605000 PRN SHARED 02 4605000 D FIRST HORIZON NATL CORP COM 32051710 8977 214884 SH SHARED 201934 12950 D FIRST HORIZON NATL CORP COM 32051710 599 14354 SH SHARED 01 14354 D FIRST HORIZON NATL CORP COM 32051710 897 21471 SH SHARED 02 21471 D FIRST HORIZON NATL CORP COM 32051710 427 10230 SH SHARED 06 9650 580 D FIRST HORIZON NATL CORP COM 32051710 10 260 SH SHARED 10 260 D FIRST HORIZON NATL CORP COM 32051710 2619 62689 SH SHARED 17 58789 3900 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 15025 320431 SH SHARED 320431 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 75 1600 SH SHARED 01 1600 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 93 2000 SH SHR/OTHR 01 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1905 40647 SH SHARED 02 247 40400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 2949 62900 SH SHARED 10 62900 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 70133 1495700 SH SHARED 11 1495700 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 933 19900 SH SHARED 17 19900 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 93 2000 SH SHR/OTHR 21 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 58 1250 SH SHARED 22 1250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 171 3650 SH SHARED 23 3650 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 117 2500 SH SHR/OTHR 23 2500 D FIRST IND CORP COM 32054R10 251 9927 SH SHARED 9927 D FIRST ISRAEL FD INC COM 32063L10 0 37 SH SHARED 37 D FIRST LONG IS CORP COM 32073410 3 77 SH SHARED 77 D FIRST M & F CORP COM 32074410 4 205 SH SHARED 205 D FIRST MARBLEHEAD CORP COM 32077110 82 1505 SH SHARED 1505 D FIRST MARBLEHEAD CORP COM 32077110 137 2512 SH SHARED 01 2512 D FIRST MARBLEHEAD CORP COM 32077110 281 5159 SH SHARED 02 5159 D FIRST MARBLEHEAD CORP COM 32077110 13214 241800 SH SHARED 10 239700 2100 D FIRST MARBLEHEAD CORP COM 32077110 5407 98950 SH SHARED 17 98950 D FIRST MARINER BANCORP COM 32079510 2 128 SH SHARED 128 D FIRST MERCHANTS CORP COM 32081710 390 14357 SH SHARED 14357 D FIRST MERCURY FINANCIAL CORP COM 32084110 2931 124652 SH SHARED 124652 D FIRST MIDWEST BANCORP DEL COM 32086710 1505 38932 SH SHARED 38932 D FIRST MIDWEST BANCORP DEL COM 32086710 54 1400 SH SHARED 01 1400 D FIRST MIDWEST BANCORP DEL COM 32086710 2 74 SH SHARED 02 74 D FIRST MIDWEST BANCORP DEL COM 32086710 696 18000 SH SHARED 10 18000 D FIRST MIDWEST BANCORP DEL COM 32086710 495 12800 SH SHARED 17 12800 D FIRST NATL BANCSHARES INC S COM 32111B10 1 73 SH SHARED 73 D FIRST MUTUAL BANCSHARES INC COM 32190E10 3 142 SH SHARED 142 D FIRST NATL LINCOLN CORP ME COM 33571610 4 243 SH SHARED 243 D FIRST NIAGARA FINL GP INC COM 33582V10 3351 225566 SH SHARED 225566 D FIRST NIAGARA FINL GP INC COM 33582V10 459 30900 SH SHARED 01 30900 D FIRST NIAGARA FINL GP INC COM 33582V10 164 11074 SH SHARED 02 11074 D FIRST NIAGARA FINL GP INC COM 33582V10 533 35900 SH SHARED 10 35900 D FIRST NIAGARA FINL GP INC COM 33582V10 413 27805 SH SHARED 17 805 27000 D FIRST POTOMAC RLTY TR COM 33610F10 544 18694 SH SHARED 18694 D FIRST POTOMAC RLTY TR COM 33610F10 58 2000 SH SHARED 01 2000 D FIRST POTOMAC RLTY TR COM 33610F10 3656 125600 SH SHARED 11 125600 D FIRST POTOMAC RLTY TR COM 33610F10 355 12200 SH SHARED 17 12200 D FIRST PL FINL CORP COM 33610T10 317 13528 SH SHARED 13528 D FIRST REGL BANCORP COM 33615C10 215 6308 SH SHARED 6308 D FIRST REGL BANCORP COM 33615C10 54 1600 SH SHARED 01 1600 D FIRST REP BK SAN FRANCISCO COM 33615810 1378 35268 SH SHARED 35268 D FIRST REP BK SAN FRANCISCO COM 33615810 433 11100 SH SHARED 01 10700 400 D FIRST REP BK SAN FRANCISCO COM 33615810 12 320 SH SHARED 02 320 D FIRST REP BK SAN FRANCISCO COM 33615810 259 6650 SH SHARED 10 6650 D FIRST REP BK SAN FRANCISCO COM 33615810 297 7600 SH SHARED 17 7600 D FIRST SEC GROUP INC COM 33631210 5 434 SH SHARED 434 D FIRST SOLAR INC COM 33643310 3494 117093 SH SHARED 117093 D FIRST ST BANCORPORATION COM 33645310 391 15801 SH SHARED 15801 D FIRST ST BANCORPORATION COM 33645310 14 600 SH SHARED 01 600 D FIRST ST BANCORPORATION COM 33645310 96 3900 SH SHARED 10 3900 D FIRST SOUTH BANCORP INC VA COM 33646W10 201 6307 SH SHARED 6307 D 1ST SOURCE CORP COM 33690110 318 9917 SH SHARED 9917 D 1ST SOURCE CORP COM 33690110 51 1600 SH SHARED 01 1600 D 1ST SOURCE CORP COM 33690110 280 8720 SH SHARED 17 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 626 28358 SH SHARED 02 28358 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 132 7400 SH SHARED 02 7400 D FIRST TR VALUE LINE DIV FD COM SHS 33735A10 836 50000 SH SHARED 50000 D FIRST TR VALUE LINE 100 FD COM SHS 33735D10 46 3138 SH SHARED 02 3138 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 152 6600 SH SHARED 6600 D FIRSTCITY FINL CORP COM 33761X10 2 248 SH SHARED 248 D FISERV INC COM 33773810 15053 287174 SH SHARED 287174 D FISERV INC COM 33773810 1444 27565 SH SHARED 01 4400 23165 D FISERV INC COM 33773810 1589 30325 SH SHARED 02 30040 285 D FISERV INC COM 33773810 6 130 SH SHARED 05 130 D FISERV INC COM 33773810 930 17750 SH SHARED 06 16000 1750 D FISERV INC COM 33773810 44564 850150 SH SHARED 10 208300 573000 68850 D FISERV INC COM 33773810 783 14945 SH SHARED 14 14945 D FISERV INC COM 33773810 7824 149269 SH SHARED 17 148419 850 D FISERV INC COM 33773810 49 950 SH SHARED 20 950 D FISERV INC COM 33773810 10 200 SH SHR/OTHR 23 200 D FISHER COMMUNICATIONS INC COM 33775620 259 5870 SH SHARED 5870 D FISHER COMMUNICATIONS INC COM 33775620 225 5100 SH SHARED 17 5100 D FIRSTFED FINL CORP COM 33790710 2391 35709 SH SHARED 35709 D FIRSTFED FINL CORP COM 33790710 455 6800 SH SHARED 01 6800 D FIRSTFED FINL CORP COM 33790710 24 365 SH SHARED 02 25 340 D FIRSTFED FINL CORP COM 33790710 8096 120900 SH SHARED 10 120900 D FIRSTFED FINL CORP COM 33790710 3254 48600 SH SHARED 17 16500 32100 D FIRSTMERIT CORP COM 33791510 3506 145252 SH SHARED 133152 12100 D FIRSTMERIT CORP COM 33791510 584 24200 SH SHARED 01 24200 D FIRSTMERIT CORP COM 33791510 193 8013 SH SHARED 02 8013 D FIRSTMERIT CORP COM 33791510 1762 73000 SH SHARED 10 73000 D FIRSTMERIT CORP COM 33791510 1057 43800 SH SHARED 17 43800 D FLAGSTAR BANCORP INC COM 33793010 686 46260 SH SHARED 46260 D FLAGSTAR BANCORP INC COM 33793010 885 59700 SH SHARED 01 56900 2800 D FLAGSTAR BANCORP INC COM 33793010 264 17800 SH SHARED 02 17800 D FLAGSTAR BANCORP INC COM 33793010 186 12600 SH SHARED 17 12600 D FIRSTENERGY CORP COM 33793210 76110 1262201 SH SHARED 1188393 73808 D FIRSTENERGY CORP COM 33793210 3352 55593 SH SHARED 01 55593 D FIRSTENERGY CORP COM 33793210 5605 92955 SH SHARED 02 89180 3775 D FIRSTENERGY CORP COM 33793210 12 200 SH SHARED 05 200 D FIRSTENERGY CORP COM 33793210 3435 56980 SH SHARED 06 53600 3380 D FIRSTENERGY CORP COM 33793210 14176 235100 SH SHARED 10 24100 211000 D FIRSTENERGY CORP COM 33793210 454 7541 SH SHARED 14 7541 D FIRSTENERGY CORP COM 33793210 29459 488544 SH SHARED 17 154920 333624 D FIRSTENERGY CORP COM 33793210 34 578 SH SHARED 20 18 560 D FIRSTENERGY CORP COM 33793210 13 225 SH SHR/OTHR 22 225 D FIRSTENERGY CORP COM 33793210 60 1000 SH SHARED 23 1000 D FIRSTENERGY CORP COM 33793210 16 266 SH SHR/OTHR 23 266 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 43280 21914000 PRN SHARED 21914000 D FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX 646 500000 PRN SHARED 06 500000 D FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAA 12012 11000000 PRN SHARED 11000000 D FIVE STAR QUALITY CARE INC COM 33832D10 275 24678 SH SHARED 24678 D FIVE STAR QUALITY CARE INC COM 33832D10 4906 440000 SH SHARED 17 440000 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 23 1 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 1680 78500 SH SHARED 02 78500 D FLAHERTY & CRUMRINE PFD INC COM 33848E10 40 3295 SH SHARED 02 3295 D FLAHERTY & CRUMRINE PFD INC COM 33848010 40 2420 SH SHARED 02 2420 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 100 3355 SH SHARED 3355 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 597 19953 SH SHARED 02 16503 3450 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 11785 393500 SH SHARED 10 393500 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 239 8000 SH SHARED 17 8000 D FLANDERS CORP COM 33849410 340 34420 SH SHARED 34420 D FLEETWOOD ENTERPRISES INC COM 33909910 393 49769 SH SHARED 49769 D FLEXSTEEL INDS INC COM 33938210 1 152 SH SHARED 152 D FLORIDA EAST COAST INDS COM 34063210 1615 27107 SH SHARED 27107 D FLORIDA EAST COAST INDS COM 34063210 178 3000 SH SHR/OTHR 01 3000 D FLORIDA EAST COAST INDS COM 34063210 79 1333 SH SHARED 10 1333 D FLORIDA EAST COAST INDS COM 34063210 2622 44000 SH SHARED 17 38300 5700 D FLORIDA PUB UTILS CO COM 34113510 1 138 SH SHARED 138 D FLORIDA ROCK INDS INC COM 34114010 5560 129156 SH SHARED 129156 D FLORIDA ROCK INDS INC COM 34114010 581 13500 SH SHARED 01 13500 D FLORIDA ROCK INDS INC COM 34114010 300 6978 SH SHARED 02 5516 1462 D FLORIDA ROCK INDS INC COM 34114010 374 8700 SH SHARED 17 8700 D FLORIDA ROCK INDS INC COM 34114010 25 600 SH SHR/OTHR 23 600 D FLOTEK INDS INC DEL COM 34338910 4 177 SH SHARED 177 D FLOTEK INDS INC DEL COM 34338910 2298 81950 SH SHARED 02 81950 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 771 517000 PRN SHARED 02 517000 D FLUOR CORP NEW COM 34341210 13098 160422 SH SHARED 160422 D FLUOR CORP NEW COM 34341210 1454 17817 SH SHARED 01 17817 D FLUOR CORP NEW COM 34341210 1281 15701 SH SHARED 02 15024 677 D FLUOR CORP NEW COM 34341210 658 8060 SH SHARED 06 7500 560 D FLUOR CORP NEW COM 34341210 849 10400 SH SHARED 14 10400 D FLUOR CORP NEW COM 34341210 3096 37929 SH SHARED 17 36729 1200 D FLOW INTL CORP COM 34346810 5286 479708 SH SHARED 479708 D FLOWERS FOODS INC COM 34349810 4853 179812 SH SHARED 179812 D FLOWERS FOODS INC COM 34349810 715 26500 SH SHARED 01 23300 3200 D FLOWERS FOODS INC COM 34349810 122 4523 SH SHARED 02 4523 D FLOWERS FOODS INC COM 34349810 5754 213225 SH SHARED 10 213225 D FLOWERS FOODS INC COM 34349810 1721 63800 SH SHARED 17 3400 60400 D FLOWERS FOODS INC COM 34349810 6 240 SH SHARED 20 240 D FLOWSERVE CORP COM 34354P10 6560 129987 SH SHARED 129987 D FLOWSERVE CORP COM 34354P10 903 17900 SH SHARED 01 17900 D FLOWSERVE CORP COM 34354P10 322 6387 SH SHARED 02 6387 D FLOWSERVE CORP COM 34354P10 398 7900 SH SHARED 17 4600 3300 D FLUSHING FINL CORP COM 34387310 1281 75089 SH SHARED 75089 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 1437 21650 SH SHARED 21650 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 4590 69150 SH SHARED 01 69150 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 8630 130000 SH SHARED 04 130000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 8693 130950 SH SHARED 10 122650 8300 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 8 130 SH SHARED 14 130 D FOCUS ENHANCEMENTS INC COM 34415910 2 1616 SH SHARED 1616 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 5853 50564 SH SHARED 50564 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 16182 139791 SH SHARED 01 138316 1475 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 4549 39300 SH SHARED 04 39300 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 126727 1094741 SH SHARED 10 1083491 11250 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 169 1461 SH SHARED 15 1461 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 8739 75500 SH SHARED 17 75500 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 7 66 SH SHARED 20 66 D FONAR CORP COM 34443710 2 10000 SH SHARED 02 10000 D FOOT LOCKER INC COM 34484910 69326 3161261 SH SHARED 3161261 D FOOT LOCKER INC COM 34484910 1844 84095 SH SHARED 01 37300 46795 D FOOT LOCKER INC COM 34484910 477 21795 SH SHARED 02 17190 4605 D FOOT LOCKER INC COM 34484910 115 5270 SH SHARED 06 4500 770 D FOOT LOCKER INC COM 34484910 978 44600 SH SHARED 17 42900 1700 D FOOT LOCKER INC COM 34484910 65 3000 SH SHR/OTHR 23 3000 D FORBES MEDI-TECH INC COM 34490710 6 8816 SH SHARED 01 8816 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 129668121412000 PRN SHARED 121412000 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 65942 61744000 PRN SHARED 02 51744000 10000000 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 34 32000 PRN SHARED 17 32000 D FORD MTR CO DEL COM PAR $0.01 34537086 516207 68735975 SH SHARED 68735475 500 D FORD MTR CO DEL COM PAR $0.01 34537086 1561 207901 SH SHARED 01 300 207601 D FORD MTR CO DEL COM PAR $0.01 34537086 372 49556 SH SHR/OTHR 01 49556 D FORD MTR CO DEL COM PAR $0.01 34537086 8172 1088238 SH SHARED 02 832891 255347 D FORD MTR CO DEL COM PAR $0.01 34537086 4130 550000 SH SHARED 04 550000 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 1377 183410 SH SHARED 06 167500 15910 D FORD MTR CO DEL COM PAR $0.01 34537086 1513 201500 SH SHARED 10 189100 12400 D FORD MTR CO DEL COM PAR $0.01 34537086 6578 875960 SH SHARED 17 746960 129000 D FORD MTR CO DEL COM PAR $0.01 34537086 360 48020 SH SHARED 18 48020 D FORD MTR CO DEL COM PAR $0.01 34537086 26 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 73 9834 SH SHR/OTHR 23 9834 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 8208 240000 SH SHARED 240000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 9286 271540 SH SHARED 02 270040 1500 D FORDING CDN COAL TR TR UNIT 34542510 3712 178917 SH SHARED 178917 D FORDING CDN COAL TR TR UNIT 34542510 23 1119 SH SHR/OTHR 01 1119 D FORDING CDN COAL TR TR UNIT 34542510 24 1200 SH SHARED 02 1200 D FORDING CDN COAL TR TR UNIT 34542510 7135 343900 SH SHARED 17 343900 D FORDING CDN COAL TR TR UNIT 34542510 68 3300 SH SHR/OTHR 23 3300 D FOREST CITY ENTERPRISES INC CL A 34555010 99 1696 SH SHARED 1696 D FOREST CITY ENTERPRISES INC CL A 34555010 273 4685 SH SHARED 02 1159 3526 D FOREST LABS INC COM 34583810 69784 1379147 SH SHARED 1378647 500 D FOREST LABS INC COM 34583810 1884 37250 SH SHARED 01 37250 D FOREST LABS INC COM 34583810 104 2070 SH SHR/OTHR 01 2070 D FOREST LABS INC COM 34583810 7317 144615 SH SHARED 02 131100 13515 D FOREST LABS INC COM 34583810 3542 70000 SH SHARED 04 70000 D FOREST LABS INC COM 34583810 872 17250 SH SHARED 06 17250 D FOREST LABS INC COM 34583810 6967 137700 SH SHARED 10 136200 1500 D FOREST LABS INC COM 34583810 4178 82588 SH SHARED 14 82588 D FOREST LABS INC COM 34583810 8269 163426 SH SHARED 17 156026 7400 D FOREST LABS INC COM 34583810 316 6250 SH SHARED 20 1750 4500 D FOREST LABS INC COM 34583810 63 1250 SH SHARED 23 1250 D FOREST LABS INC COM 34583810 98 1950 SH SHR/OTHR 23 1950 D FOREST OIL CORP COM PAR $0.01 34609170 12430 380359 SH SHARED 380359 D FOREST OIL CORP COM PAR $0.01 34609170 656 20100 SH SHARED 01 20100 D FOREST OIL CORP COM PAR $0.01 34609170 271 8312 SH SHARED 02 6062 2250 D FOREST OIL CORP COM PAR $0.01 34609170 75 2300 SH SHARED 17 2300 D FORMFACTOR INC COM 34637510 13825 371147 SH SHARED 371147 D FORMFACTOR INC COM 34637510 2232 59925 SH SHARED 01 59400 525 D FORMFACTOR INC COM 34637510 9748 261700 SH SHARED 10 261700 D FORMFACTOR INC COM 34637510 19042 511200 SH SHARED 17 386200 125000 D FORRESTER RESH INC COM 34656310 307 11356 SH SHARED 11356 D FORRESTER RESH INC COM 34656310 140 5200 SH SHARED 17 5200 D FORTUNE INDUSTRIES INC COM NEW 34963X20 213 40600 SH SHARED 02 40600 D FORTUNE BRANDS INC COM 34963110 25398 297441 SH SHARED 287226 10215 D FORTUNE BRANDS INC COM 34963110 18217 213349 SH SHARED 01 99477 113872 D FORTUNE BRANDS INC COM 34963110 1030 12067 SH SHR/OTHR 01 12067 D FORTUNE BRANDS INC COM 34963110 2415 28282 SH SHARED 02 26759 1523 D FORTUNE BRANDS INC COM 34963110 3136 36732 SH SHARED 04 28172 8560 D FORTUNE BRANDS INC COM 34963110 5 60 SH SHARED 05 60 D FORTUNE BRANDS INC COM 34963110 1103 12920 SH SHARED 06 11600 1320 D FORTUNE BRANDS INC COM 34963110 49448 579095 SH SHARED 10 100450 418200 60445 D FORTUNE BRANDS INC COM 34963110 940 11010 SH SHR/OTHR 10 11010 D FORTUNE BRANDS INC COM 34963110 1707 20000 SH SHARED 15 20000 D FORTUNE BRANDS INC COM 34963110 8027 94009 SH SHARED 17 91209 2800 D FORTUNE BRANDS INC COM 34963110 6378 74695 SH SHARED 19 74695 D FORTUNE BRANDS INC COM 34963110 4069 47654 SH SHARED 20 6246 41408 D FORTUNE BRANDS INC COM 34963110 920 10780 SH SHR/OTHR 20 10780 D FORTUNE BRANDS INC COM 34963110 258 3030 SH SHARED 21 3030 D FORTUNE BRANDS INC COM 34963110 34 400 SH SHR/OTHR 21 400 D FORTUNE BRANDS INC COM 34963110 902 10568 SH SHARED 22 4573 5995 D FORTUNE BRANDS INC COM 34963110 198 2325 SH SHR/OTHR 22 2325 D FORTUNE BRANDS INC COM 34963110 5449 63820 SH SHARED 23 62540 1280 D FORTUNE BRANDS INC COM 34963110 4440 52000 SH SHR/OTHR 23 52000 D FORWARD AIR CORP COM 34985310 707 24451 SH SHARED 24451 D FORWARD AIR CORP COM 34985310 11 400 SH SHARED 02 400 D FORWARD AIR CORP COM 34985310 190 6600 SH SHARED 17 6600 D FOSSIL INC COM 34988210 765 33882 SH SHARED 33882 D FOSSIL INC COM 34988210 101 4475 SH SHARED 01 4475 D FOSSIL INC COM 34988210 22 1000 SH SHARED 02 1000 D FOSSIL INC COM 34988210 234 10400 SH SHARED 17 10400 D FOSTER L B CO COM 35006010 206 7959 SH SHARED 7959 D FOSTER L B CO COM 35006010 64 2500 SH SHARED 01 2500 D FOUNDATION COAL HLDGS INC COM 35039W10 3859 121520 SH SHARED 121520 D FOUNDATION COAL HLDGS INC COM 35039W10 70 2204 SH SHARED 02 2204 D FOUNDATION COAL HLDGS INC COM 35039W10 6275 197600 SH SHARED 10 197600 D FOUNDATION COAL HLDGS INC COM 35039W10 581 18300 SH SHARED 17 18000 300 D FOUNDATION COAL HLDGS INC COM 35039W10 22 723 SH SHARED 20 723 D FOUNDRY NETWORKS INC COM 35063R10 8905 594497 SH SHARED 594497 D FOUNDRY NETWORKS INC COM 35063R10 1129 75375 SH SHARED 01 50400 24975 D FOUNDRY NETWORKS INC COM 35063R10 579 38665 SH SHARED 02 38665 D FOUNDRY NETWORKS INC COM 35063R10 60 4050 SH SHARED 04 4050 D FOUNDRY NETWORKS INC COM 35063R10 47145 3147200 SH SHARED 10 3100550 46650 D FOUNDRY NETWORKS INC COM 35063R10 316 21102 SH SHARED 15 21102 D FOUNDRY NETWORKS INC COM 35063R10 920 61466 SH SHARED 17 40766 20700 D 4 KIDS ENTMT INC COM 35086510 4848 266095 SH SHARED 266095 D 4 KIDS ENTMT INC COM 35086510 27 1500 SH SHARED 02 1500 D FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE 28831 23440000 PRN SHARED 23440000 D FOUR SEASONS HOTEL INC NOTE 1.875% 7/3 35100EAE 1729 1406000 PRN SHARED 02 1406000 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 12781 155890 SH SHARED 155890 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 2580 31468 SH SHARED 02 31468 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 2679 32680 SH SHARED 17 32680 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 581 26959 SH SHARED 26459 500 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 4 200 SH SHARED 01 200 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 605 28075 SH SHARED 02 22300 5775 D FOXHOLLOW TECHNOLOGIES INC COM 35166A10 153 7100 SH SHARED 17 7100 D FRANCE TELECOM SPONSORED ADR 35177Q10 18719 675800 SH SHARED 675800 D FRANCE TELECOM SPONSORED ADR 35177Q10 3 135 SH SHARED 02 135 D FRANKLIN BK CORP DEL COM 35245110 373 18176 SH SHARED 18176 D FRANKLIN BK CORP DEL COM 35245110 88 4300 SH SHARED 01 4300 D FRANKLIN BK CORP DEL COM 35245110 112 5500 SH SHARED 10 5500 D FRANKLIN BK CORP DEL COM 35245110 295 14400 SH SHARED 17 14400 D FRANKLIN COVEY CO COM 35346910 3 436 SH SHARED 436 D FRANKLIN ELEC INC COM 35351410 899 17508 SH SHARED 17508 D FRANKLIN ELEC INC COM 35351410 41 800 SH SHARED 01 800 D FRANKLIN ELEC INC COM 35351410 236 4600 SH SHARED 17 1000 3600 D FRANKLIN RES INC COM 35461310 47073 427276 SH SHARED 427276 D FRANKLIN RES INC COM 35461310 11128 101009 SH SHARED 01 37050 63959 D FRANKLIN RES INC COM 35461310 352 3197 SH SHR/OTHR 01 3197 D FRANKLIN RES INC COM 35461310 3200 29046 SH SHARED 02 28945 101 D FRANKLIN RES INC COM 35461310 11 100 SH SHARED 05 100 D FRANKLIN RES INC COM 35461310 1724 15651 SH SHARED 06 14101 1550 D FRANKLIN RES INC COM 35461310 7330 66540 SH SHARED 10 63800 2740 D FRANKLIN RES INC COM 35461310 7615 69123 SH SHARED 17 64623 4500 D FRANKLIN RES INC COM 35461310 600 5455 SH SHARED 20 50 5405 D FRANKLIN RES INC COM 35461310 164 1490 SH SHR/OTHR 20 1490 D FRANKLIN RES INC COM 35461310 77 700 SH SHARED 21 700 D FRANKLIN RES INC COM 35461310 24 225 SH SHR/OTHR 21 225 D FRANKLIN RES INC COM 35461310 488 4430 SH SHARED 22 3815 615 D FRANKLIN RES INC COM 35461310 68 625 SH SHR/OTHR 22 625 D FRANKLIN RES INC COM 35461310 2365 21470 SH SHARED 23 20345 1125 D FRANKLIN RES INC COM 35461310 1392 12640 SH SHR/OTHR 23 12640 D FRANKLIN STREET PPTYS CORP COM 35471R10 6607 313914 SH SHARED 313914 D FRANKLIN STREET PPTYS CORP COM 35471R10 29 1400 SH SHARED 01 1400 D FRANKLIN STREET PPTYS CORP COM 35471R10 2 95 SH SHARED 02 95 D FRANKLIN STREET PPTYS CORP COM 35471R10 587 27900 SH SHARED 17 19600 8300 D FREDS INC CL A 35610810 3424 284414 SH SHARED 284414 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 30785 552405 SH SHARED 552405 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5907 106003 SH SHARED 01 40580 65423 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1322 23732 SH SHR/OTHR 01 23732 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2994 53737 SH SHARED 02 51532 2205 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 6 110 SH SHARED 05 110 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 976 17514 SH SHARED 06 15054 2460 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 684 12285 SH SHARED 10 5600 6685 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2 50 SH SHR/OTHR 10 50 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2229 40000 SH SHARED 14 40000 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 23272 417586 SH SHARED 17 415286 2300 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 441 7926 SH SHARED 20 2271 5655 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 296 5325 SH SHR/OTHR 20 5325 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 61 1100 SH SHARED 21 1100 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4 80 SH SHR/OTHR 21 80 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 258 4646 SH SHARED 22 4231 415 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 16 300 SH SHR/OTHR 22 300 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1189 21347 SH SHARED 23 20747 600 D FREEPORT-MCMORAN COPPER & GO CL B 35671D85 878 15770 SH SHR/OTHR 23 15770 D FREIGHTCAR AMER INC COM 35702310 543 9809 SH SHARED 9809 D FREIGHTCAR AMER INC COM 35702310 598 10800 SH SHARED 01 7000 3800 D FREIGHTCAR AMER INC COM 35702310 6288 113400 SH SHARED 10 113400 D FREIGHTCAR AMER INC COM 35702310 3654 65900 SH SHARED 17 65900 D FREMONT GEN CORP COM 35728810 8028 495305 SH SHARED 495305 D FREMONT GEN CORP COM 35728810 118 7300 SH SHARED 01 7300 D FREMONT GEN CORP COM 35728810 5099 314600 SH SHARED 10 314600 D FREMONT GEN CORP COM 35728810 2666 164500 SH SHARED 17 500 164000 D FREQUENCY ELECTRS INC COM 35801010 2 198 SH SHARED 198 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 1479 33300 SH SHARED 33300 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 31 712 SH SHARED 01 712 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 20 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 2 55 SH SHARED 02 55 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 76 1720 SH SHARED 10 1720 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 15 359 SH SHARED 20 359 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 1422 177814 SH SHARED 177814 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 300 37500 SH SHARED 01 37500 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 8 1048 SH SHARED 02 548 500 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 2572 321600 SH SHARED 17 284600 37000 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 48 6000 SH SHARED 21 6000 D FRIEDMAN INDS INC COM 35843510 1 127 SH SHARED 127 D FRIENDLY ICE CREAM CORP NEW COM 35849710 1 144 SH SHARED 144 D FRISCHS RESTAURANTS INC COM 35874810 2 100 SH SHARED 100 D FRONTIER AIRLINES HOLDINGS I COM 35905910 209 28303 SH SHARED 28303 D FRONTIER AIRLINES HOLDINGS I COM 35905910 55 7500 SH SHARED 01 7500 D FRONTIER AIRLINES INC NEW DBCV 5.000%12/1 359065AA 129 133000 PRN SHARED 02 133000 D FRONTIER FINL CORP WASH COM 35907K10 912 31217 SH SHARED 31217 D FRONTIER FINL CORP WASH COM 35907K10 11 400 SH SHARED 01 400 D FRONTIER FINL CORP WASH COM 35907K10 0 1 SH SHARED 02 1 D FRONTIER FINL CORP WASH COM 35907K10 437 14975 SH SHARED 10 14975 D FRONTIER FINL CORP WASH COM 35907K10 1230 42100 SH SHARED 17 42100 D FRONTIER OIL CORP COM 35914P10 25218 877485 SH SHARED 877485 D FRONTIER OIL CORP COM 35914P10 198 6912 SH SHARED 02 6912 D FRONTIER OIL CORP COM 35914P10 1049 36500 SH SHARED 17 35700 800 D FRONTIER OIL CORP COM 35914P10 2 94 SH SHARED 20 94 D FROZEN FOOD EXPRESS INDS INC COM 35936010 2 334 SH SHARED 334 D FUELCELL ENERGY INC COM 35952H10 2351 363956 SH SHARED 363956 D FUELCELL ENERGY INC COM 35952H10 2 400 SH SHARED 01 400 D FUEL SYS SOLUTIONS INC COM 35952W10 9272 419965 SH SHARED 419965 D FUEL SYS SOLUTIONS INC COM 35952W10 355 16100 SH SHARED 02 16100 D FUEL TECH INC COM 35952310 10 422 SH SHARED 422 D FUEL TECH INC COM 35952310 2666 108200 SH SHARED 17 108200 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 40 971 SH SHARED 971 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 94 2285 SH SHARED 01 2285 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 142 3442 SH SHARED 02 3442 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 11 287 SH SHARED 20 287 D FULLER H B CO COM 35969410 1184 45870 SH SHARED 45870 D FULLER H B CO COM 35969410 147 5700 SH SHARED 01 5700 D FULLER H B CO COM 35969410 2558 99100 SH SHARED 10 99100 D FULLER H B CO COM 35969410 1262 48900 SH SHARED 17 32900 16000 D FULTON FINL CORP PA COM 36027110 311 18657 SH SHARED 8342 10315 D FULTON FINL CORP PA COM 36027110 12 722 SH SHARED 01 722 D FULTON FINL CORP PA COM 36027110 983 58875 SH SHARED 02 58875 D FURNITURE BRANDS INTL INC COM 36092110 7671 472704 SH SHARED 472704 D FURNITURE BRANDS INTL INC COM 36092110 623 38400 SH SHARED 01 22900 15500 D FURNITURE BRANDS INTL INC COM 36092110 77 4800 SH SHARED 02 4800 D FURNITURE BRANDS INTL INC COM 36092110 220 13600 SH SHARED 17 400 13200 D G & K SVCS INC CL A 36126810 642 16524 SH SHARED 16524 D G & K SVCS INC CL A 36126810 15 400 SH SHARED 01 400 D G & K SVCS INC CL A 36126810 229 5900 SH SHARED 17 5900 D GAMCO INVESTORS INC COM 36143810 175 4552 SH SHARED 4552 D GAMCO INVESTORS INC COM 36143810 203 5300 SH SHARED 17 5300 D GATX CORP NOTE 7.500% 2/0 361448AC 3155 2479000 PRN SHARED 2479000 D GATX CORP NOTE 5.000% 8/1 361448AE 4430 2500000 PRN SHARED 2500000 D GATX CORP NOTE 5.000% 8/1 361448AE 16897 9536000 PRN SHARED 02 9536000 D GATX CORP COM 36144810 1014 23412 SH SHARED 23412 D GATX CORP COM 36144810 654 15100 SH SHARED 01 15100 D GATX CORP COM 36144810 240 5560 SH SHARED 02 5560 D GATX CORP COM 36144810 95 2200 SH SHARED 10 2200 D GATX CORP COM 36144810 316 7300 SH SHARED 17 1700 5600 D G B & T BANCSHARES INC COM 36146210 242 10943 SH SHARED 10943 D GEO GROUP INC COM 36159R10 569 15180 SH SHARED 15180 D GFI GROUP INC COM 36165220 2090 33582 SH SHARED 33582 D GFI GROUP INC COM 36165220 93 1500 SH SHARED 01 1500 D GFI GROUP INC COM 36165220 230 3700 SH SHARED 02 3700 D GFI GROUP INC COM 36165220 983 15800 SH SHARED 17 2100 13700 D GMH CMNTYS TR COM 36188G10 314 31013 SH SHARED 31013 D GMH CMNTYS TR COM 36188G10 10 1000 SH SHARED 02 1000 D GMH CMNTYS TR COM 36188G10 8600 847300 SH SHARED 11 847300 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 GSI COMMERCE INC COM 36238G10 563 30041 SH SHARED 30041 D GSI COMMERCE INC COM 36238G10 253 13500 SH SHARED 01 12200 1300 D GSI COMMERCE INC COM 36238G10 161 8600 SH SHARED 10 8600 D GSI COMMERCE INC COM 36238G10 401 21400 SH SHARED 17 21400 D GTSI CORP COM 36238K10 1 166 SH SHARED 166 D GTC BIOTHERAPEUTICS INC COM 36238T10 26 23645 SH SHARED 23645 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 3115 253950 SH SHARED 253950 D GABELLI EQUITY TR INC COM 36239710 147 15726 SH SHR/OTHR 01 15726 D GABELLI UTIL TR COM 36240A10 26 2660 SH SHARED 02 2660 D GABELLI DIVD & INCOME TR COM 36242H10 1259 58700 SH SHARED 58700 D GABELLI DIVD & INCOME TR COM 36242H10 2263 105467 SH SHARED 02 105467 D GABELLI GLB GLD NAT RES & IN COM SHS BN INT 36244N10 32 1319 SH SHARED 02 1319 D GAIAM INC CL A 36268Q10 171 12550 SH SHARED 12550 D GAINSCO INC COM 36312720 1 166 SH SHARED 166 D GALLAGHER ARTHUR J & CO COM 36357610 3350 113386 SH SHARED 103224 10162 D GALLAGHER ARTHUR J & CO COM 36357610 800 27100 SH SHARED 01 27100 D GALLAGHER ARTHUR J & CO COM 36357610 321 10888 SH SHARED 02 10888 D GALLAGHER ARTHUR J & CO COM 36357610 1140 38600 SH SHARED 10 38600 D GALLAGHER ARTHUR J & CO COM 36357610 62 2100 SH SHARED 17 300 1800 D GALLAHER GROUP PLC SPONSORED ADR 36359510 7879 87600 SH SHARED 87600 D GALLAHER GROUP PLC SPONSORED ADR 36359510 145 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 1885 34220 SH SHARED 34220 D GAMESTOP CORP NEW CL A 36467W10 2272 41233 SH SHARED 01 41233 D GAMESTOP CORP NEW CL A 36467W10 470 8532 SH SHARED 02 8342 190 D GAMESTOP CORP NEW CL A 36467W10 939 17040 SH SHARED 17 17040 D GAMESTOP CORP NEW CL B 36467W20 123037 2246855 SH SHARED 2246855 D GANDER MOUNTAIN CO COM 36471P10 1 166 SH SHARED 166 D GANNETT INC COM 36473010 36375 601647 SH SHARED 601647 D GANNETT INC COM 36473010 2431 40214 SH SHARED 01 3550 36664 D GANNETT INC COM 36473010 324 5364 SH SHR/OTHR 01 5364 D GANNETT INC COM 36473010 2861 47325 SH SHARED 02 44565 2760 D GANNETT INC COM 36473010 5882 97300 SH SHARED 04 97300 D GANNETT INC COM 36473010 10380 171700 SH SHARED 05 171700 D GANNETT INC COM 36473010 1348 22312 SH SHARED 06 20062 2250 D GANNETT INC COM 36473010 380 6300 SH SHARED 10 2600 3700 D GANNETT INC COM 36473010 9 150 SH SHR/OTHR 10 150 D GANNETT INC COM 36473010 150 2489 SH SHARED 14 2489 D GANNETT INC COM 36473010 6046 100000 SH SHARED 16 100000 D GANNETT INC COM 36473010 8254 136528 SH SHARED 17 132528 4000 D GANNETT INC COM 36473010 435 7200 SH SHARED 20 4000 3200 D GANNETT INC COM 36473010 563 9325 SH SHR/OTHR 20 9325 D GANNETT INC COM 36473010 411 6800 SH SHARED 23 6500 300 D GANNETT INC COM 36473010 1431 23680 SH SHR/OTHR 23 23680 D GAP INC DEL COM 36476010 58141 2981610 SH SHARED 2981610 D GAP INC DEL COM 36476010 1736 89070 SH SHARED 01 89070 D GAP INC DEL COM 36476010 6345 325397 SH SHARED 02 306384 19013 D GAP INC DEL COM 36476010 3856 197785 SH SHARED 04 197785 D GAP INC DEL COM 36476010 4 225 SH SHARED 05 225 D GAP INC DEL COM 36476010 3505 179765 SH SHARED 06 47275 132490 D GAP INC DEL COM 36476010 6355 325900 SH SHARED 10 248600 77300 D GAP INC DEL COM 36476010 13 699 SH SHARED 14 699 D GAP INC DEL COM 36476010 4904 251490 SH SHARED 17 234590 16900 D GAP INC DEL COM 36476010 221 11345 SH SHARED 21 11345 D GAMMON LAKE RES INC COM 36491510 16 1000 SH SHARED 1000 D GAMMON LAKE RES INC COM 36491510 1221 75000 SH SHARED 04 75000 D GARDNER DENVER INC COM 36555810 48 1292 SH SHARED 1292 D GARDNER DENVER INC COM 36555810 1155 30978 SH SHARED 01 30000 978 D GARDNER DENVER INC COM 36555810 862 23118 SH SHR/OTHR 01 23118 D GARDNER DENVER INC COM 36555810 53 1425 SH SHARED 02 671 754 D GARDNER DENVER INC COM 36555810 679 18200 SH SHARED 17 18200 D GARDNER DENVER INC COM 36555810 57 1536 SH SHARED 22 1536 D GARTNER INC COM 36665110 1369 69184 SH SHARED 69184 D GARTNER INC COM 36665110 328 16612 SH SHARED 01 16612 D GARTNER INC COM 36665110 13 666 SH SHR/OTHR 01 666 D GARTNER INC COM 36665110 189 9600 SH SHARED 02 5600 4000 D GARTNER INC COM 36665110 130 6600 SH SHARED 17 6600 D GARTNER INC COM 36665110 2 130 SH SHR/OTHR 20 130 D GARTNER INC COM 36665110 512 25909 SH SHARED 23 25909 D GARTNER INC COM 36665110 619 31293 SH SHR/OTHR 23 31293 D GASCO ENERGY INC COM 36722010 140 57274 SH SHARED 57274 D GASCO ENERGY INC COM 36722010 2 985 SH SHARED 20 985 D GASTAR EXPL LTD COM 36729910 686 319300 SH SHARED 02 319300 D GASTAR EXPL LTD COM 36729910 12 5700 SH SHR/OTHR 23 5700 D GATEHOUSE MEDIA INC COM 36734810 7905 425962 SH SHARED 425962 D GATEWAY INC NOTE 1.500%12/3 367626AB 5338 6200000 PRN SHARED 6200000 D GATEWAY INC NOTE 1.500%12/3 367626AB 3907 4538000 PRN SHARED 02 4538000 D GATEWAY INC COM 36762610 6422 3195478 SH SHARED 3195478 D GATEWAY INC COM 36762610 245 122170 SH SHARED 02 121210 960 D GAYLORD ENTMT CO NEW COM 36790510 1614 31694 SH SHARED 31694 D GAYLORD ENTMT CO NEW COM 36790510 865 17000 SH SHARED 01 17000 D GAYLORD ENTMT CO NEW COM 36790510 86 1700 SH SHARED 02 1700 D GAYLORD ENTMT CO NEW COM 36790510 1456 28600 SH SHARED 17 20000 8600 D GATEWAY FINL HLDGS INC COM 36814010 3 254 SH SHARED 254 D GEHL CO COM 36848310 2497 90713 SH SHARED 90713 D GEN-PROBE INC NEW COM 36866T10 1443 27568 SH SHARED 27568 D GEN-PROBE INC NEW COM 36866T10 769 14700 SH SHARED 01 14700 D GEN-PROBE INC NEW COM 36866T10 488 9333 SH SHARED 02 9333 D GEN-PROBE INC NEW COM 36866T10 4922 94000 SH SHARED 04 94000 D GEN-PROBE INC NEW COM 36866T10 2367 45200 SH SHARED 10 45200 D GEN-PROBE INC NEW COM 36866T10 2 47 SH SHARED 17 47 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 2929 730484 SH SHARED 730484 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 529 132000 SH SHARED 02 132000 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 1368 341300 SH SHARED 14 341300 D GENAERA CORP COM 36867G10 7 20000 SH SHARED 20000 D GENCORP INC NOTE 5.750% 4/1 368682AE 8 8000 PRN SHARED 02 8000 D GENCORP INC NOTE 4.000% 1/1 368682AJ 3181 3001000 PRN SHARED 02 3001000 D GENCORP INC SDCV 2.250%11/1 368682AL 2181 2343000 PRN SHARED 02 2343000 D GENCORP INC COM 36868210 23876 1703019 SH SHARED 1703019 D GENCORP INC COM 36868210 4 335 SH SHARED 20 335 D GENE LOGIC INC COM 36868910 1 781 SH SHARED 781 D GENE LOGIC INC COM 36868910 3 2311 SH SHARED 02 2311 D GENENTECH INC COM NEW 36871040 11576 142687 SH SHARED 142687 D GENENTECH INC COM NEW 36871040 1003 12372 SH SHARED 01 12372 D GENENTECH INC COM NEW 36871040 67 838 SH SHR/OTHR 01 838 D GENENTECH INC COM NEW 36871040 625 7707 SH SHARED 02 5991 1716 D GENENTECH INC COM NEW 36871040 7423 91500 SH SHARED 04 91500 D GENENTECH INC COM NEW 36871040 14783 182220 SH SHARED 05 182220 D GENENTECH INC COM NEW 36871040 1489 18363 SH SHARED 06 14293 4070 D GENENTECH INC COM NEW 36871040 111122 1369680 SH SHARED 10 323240 933250 113190 D GENENTECH INC COM NEW 36871040 292 3600 SH SHR/OTHR 10 3600 D GENENTECH INC COM NEW 36871040 1059 13064 SH SHARED 14 13064 D GENENTECH INC COM NEW 36871040 6084 75000 SH SHARED 15 75000 D GENENTECH INC COM NEW 36871040 10672 131550 SH SHARED 17 101450 30100 D GENENTECH INC COM NEW 36871040 2234 27538 SH SHARED 18 27538 D GENENTECH INC COM NEW 36871040 94 1159 SH SHARED 20 1051 108 D GENENTECH INC COM NEW 36871040 29 360 SH SHR/OTHR 21 360 D GENENTECH INC COM NEW 36871040 722 8900 SH SHR/OTHR 23 8900 D GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD 6929 6500000 PRN SHARED 6500000 D GENERAL CABLE CORP DEL NEW COM 36930010 7210 164966 SH SHARED 164966 D GENERAL CABLE CORP DEL NEW COM 36930010 404 9250 SH SHARED 01 9250 D GENERAL CABLE CORP DEL NEW COM 36930010 2010 46000 SH SHARED 10 46000 D GENERAL CABLE CORP DEL NEW COM 36930010 64845 1483550 SH SHARED 17 1431050 52500 D GENERAL CABLE CORP DEL NEW COM 36930010 65 1500 SH SHARED 21 1500 D GENERAL COMMUNICATION INC CL A 36938510 1281 81481 SH SHARED 81481 D GENERAL COMMUNICATION INC CL A 36938510 33 2100 SH SHARED 01 2100 D GENERAL COMMUNICATION INC CL A 36938510 3600 228900 SH SHARED 10 228900 D GENERAL COMMUNICATION INC CL A 36938510 1368 87000 SH SHARED 17 87000 D GENERAL DYNAMICS CORP COM 36955010 62589 841823 SH SHARED 841683 140 D GENERAL DYNAMICS CORP COM 36955010 4504 60581 SH SHARED 01 60581 D GENERAL DYNAMICS CORP COM 36955010 2320 31205 SH SHR/OTHR 01 31205 D GENERAL DYNAMICS CORP COM 36955010 5242 70507 SH SHARED 02 69170 1337 D GENERAL DYNAMICS CORP COM 36955010 193 2600 SH SHARED 04 2600 D GENERAL DYNAMICS CORP COM 36955010 14 200 SH SHARED 05 200 D GENERAL DYNAMICS CORP COM 36955010 2622 35270 SH SHARED 06 32290 2980 D GENERAL DYNAMICS CORP COM 36955010 9498 127760 SH SHARED 10 113210 14550 D GENERAL DYNAMICS CORP COM 36955010 847 11400 SH SHR/OTHR 10 11400 D GENERAL DYNAMICS CORP COM 36955010 200 2700 SH SHARED 14 2700 D GENERAL DYNAMICS CORP COM 36955010 13221 177825 SH SHARED 17 169225 8600 D GENERAL DYNAMICS CORP COM 36955010 3519 47343 SH SHARED 20 1019 46324 D GENERAL DYNAMICS CORP COM 36955010 615 8280 SH SHR/OTHR 20 8280 D GENERAL DYNAMICS CORP COM 36955010 416 5600 SH SHARED 21 5600 D GENERAL DYNAMICS CORP COM 36955010 624 8400 SH SHR/OTHR 21 8400 D GENERAL DYNAMICS CORP COM 36955010 189 2550 SH SHARED 22 1150 1400 D GENERAL DYNAMICS CORP COM 36955010 44 600 SH SHR/OTHR 22 600 D GENERAL DYNAMICS CORP COM 36955010 682 9186 SH SHARED 23 8566 620 D GENERAL DYNAMICS CORP COM 36955010 42206 567676 SH SHR/OTHR 23 567676 D GENERAL ELECTRIC CO COM 36960410 74 2000 SH SHARED 2000 D GENERAL ELECTRIC CO COM 36960410 8299689223049977 SH SHARED 222607237 442740 D GENERAL ELECTRIC CO COM 36960410 113912 3061333 SH SHARED 01 536461 2524872 D GENERAL ELECTRIC CO COM 36960410 46247 1242880 SH SHR/OTHR 01 1242880 D GENERAL ELECTRIC CO COM 36960410 105043 2822978 SH SHARED 02 2518407 304571 D GENERAL ELECTRIC CO COM 36960410 285624 7676027 SH SHARED 04 7637204 38823 D GENERAL ELECTRIC CO COM 36960410 29913 803923 SH SHARED 05 803923 D GENERAL ELECTRIC CO COM 36960410 58673 1576816 SH SHARED 06 1190608 386208 D GENERAL ELECTRIC CO COM 36960410 547037 14701347 SH SHARED 10 4509653 8066495 2125199 D GENERAL ELECTRIC CO COM 36960410 3121 83889 SH SHR/OTHR 10 83889 D GENERAL ELECTRIC CO COM 36960410 9007 242084 SH SHARED 14 242084 D GENERAL ELECTRIC CO COM 36960410 9362 251602 SH SHARED 15 251602 D GENERAL ELECTRIC CO COM 36960410 8614 231500 SH SHARED 16 231500 D GENERAL ELECTRIC CO COM 36960410 316141 8496139 SH SHARED 17 7761265 734874 D GENERAL ELECTRIC CO COM 36960410 125 3380 SH SHARED 19 3380 D GENERAL ELECTRIC CO COM 36960410 17261 463892 SH SHARED 20 58615 405277 D GENERAL ELECTRIC CO COM 36960410 8502 228503 SH SHR/OTHR 20 228503 D GENERAL ELECTRIC CO COM 36960410 2453 65932 SH SHARED 21 65932 D GENERAL ELECTRIC CO COM 36960410 1778 47805 SH SHR/OTHR 21 47805 D GENERAL ELECTRIC CO COM 36960410 3547 95336 SH SHARED 22 61606 33730 D GENERAL ELECTRIC CO COM 36960410 1721 46270 SH SHR/OTHR 22 46270 D GENERAL ELECTRIC CO COM 36960410 60844 1635164 SH SHARED 23 1598219 36945 D GENERAL ELECTRIC CO COM 36960410 88281 2372513 SH SHR/OTHR 23 2372513 D GENERAL FINANCE CORP COM 36982210 865 112400 SH SHARED 112400 D GENERAL GROWTH PPTYS INC COM 37002110 7488 143384 SH SHARED 143384 D GENERAL GROWTH PPTYS INC COM 37002110 244 4689 SH SHARED 01 4689 D GENERAL GROWTH PPTYS INC COM 37002110 5222 99984 SH SHARED 02 93471 6513 D GENERAL GROWTH PPTYS INC COM 37002110 3520 67400 SH SHARED 04 67400 D GENERAL GROWTH PPTYS INC COM 37002110 6 130 SH SHARED 05 130 D GENERAL GROWTH PPTYS INC COM 37002110 94319 1805855 SH SHARED 11 643823 1162032 D GENERAL GROWTH PPTYS INC COM 37002110 99 1900 SH SHARED 14 1900 D GENERAL GROWTH PPTYS INC COM 37002110 595 11400 SH SHARED 17 11400 D GENERAL GROWTH PPTYS INC COM 37002110 156 3000 SH SHR/OTHR 20 3000 D GENERAL MLS INC COM 37033410 40578 704489 SH SHARED 617618 86871 D GENERAL MLS INC COM 37033410 6781 117741 SH SHARED 01 16135 101606 D GENERAL MLS INC COM 37033410 607 10550 SH SHR/OTHR 01 10550 D GENERAL MLS INC COM 37033410 4414 76633 SH SHARED 02 73310 3323 D GENERAL MLS INC COM 37033410 66 1150 SH SHARED 04 1150 D GENERAL MLS INC COM 37033410 11 200 SH SHARED 05 200 D GENERAL MLS INC COM 37033410 3443 59780 SH SHARED 06 56950 2830 D GENERAL MLS INC COM 37033410 160336 2783620 SH SHARED 10 2040340 743280 D GENERAL MLS INC COM 37033410 259 4500 SH SHR/OTHR 10 4500 D GENERAL MLS INC COM 37033410 396 6886 SH SHARED 14 6886 D GENERAL MLS INC COM 37033410 369 6412 SH SHARED 15 6412 D GENERAL MLS INC COM 37033410 16001 277812 SH SHARED 17 189012 88800 D GENERAL MLS INC COM 37033410 628 10915 SH SHARED 20 3360 7555 D GENERAL MLS INC COM 37033410 144 2500 SH SHR/OTHR 20 2500 D GENERAL MLS INC COM 37033410 81 1410 SH SHARED 21 1410 D GENERAL MLS INC COM 37033410 380 6605 SH SHARED 22 3900 2705 D GENERAL MLS INC COM 37033410 794 13785 SH SHARED 23 13785 D GENERAL MLS INC COM 37033410 2149 37320 SH SHR/OTHR 23 37320 D GENERAL MTRS CORP COM 37044210 559149 18201483 SH SHARED 18174445 27038 D GENERAL MTRS CORP COM 37044210 2361 76860 SH SHARED 01 7900 68960 D GENERAL MTRS CORP COM 37044210 18 600 SH SHR/OTHR 01 600 D GENERAL MTRS CORP COM 37044210 13572 441803 SH SHARED 02 440445 1358 D GENERAL MTRS CORP COM 37044210 7 235 SH SHARED 05 235 D GENERAL MTRS CORP COM 37044210 2437 79330 SH SHARED 06 75250 4080 D GENERAL MTRS CORP COM 37044210 384 12514 SH SHARED 14 12514 D GENERAL MTRS CORP COM 37044210 10244 333467 SH SHARED 17 320067 13400 D GENERAL MTRS CORP COM 37044210 301 9800 SH SHR/OTHR 23 9800 D GENERAL MTRS CORP DEB SR CV C 33 37044271 67167 2956309 SH SHARED 2956309 D GENERAL MTRS CORP DEB SR CV C 33 37044271 34 1500 SH SHARED 01 1500 D GENERAL MTRS CORP DEB SR CV C 33 37044271 13646 600616 SH SHARED 02 600616 D GENERAL MTRS CORP DEB SR CV C 33 37044271 2174 95700 SH SHARED 14 95700 D GENERAL MTRS CORP DEB SR CONV B 37044273 56144 2649565 SH SHARED 2649565 D GENERAL MTRS CORP DEB SR CONV B 37044273 40678 1919704 SH SHARED 02 1919704 D GENERAL MTRS CORP DEB SR CONV A 37044274 16771 663448 SH SHARED 663448 D GENERAL MTRS CORP DEB SR CONV A 37044274 1026 40600 SH SHARED 02 40600 D GENESCO INC COM 37153210 4601 123364 SH SHARED 123364 D GENESCO INC COM 37153210 313 8400 SH SHARED 17 8400 D GENESEE & WYO INC CL A 37155910 741 28266 SH SHARED 28266 D GENESEE & WYO INC CL A 37155910 178 6800 SH SHARED 02 6800 D GENESEE & WYO INC CL A 37155910 16673 635425 SH SHARED 17 635425 D GENESEE & WYO INC CL A 37155910 10 387 SH SHARED 20 387 D GENESEE & WYO INC CL A 37155910 31 1200 SH SHARED 21 1200 D GENESIS LEASE LTD ADR 37183T10 1927 82000 SH SHARED 82000 D GENESIS MICROCHIP INC DEL COM 37184C10 27291 2691498 SH SHARED 2691498 D GENESIS MICROCHIP INC DEL COM 37184C10 0 1 SH SHARED 02 1 D GENESIS MICROCHIP INC DEL COM 37184C10 101 10000 SH SHARED 04 10000 D GENESIS HEALTHCARE CORP COM 37184D10 29563 625954 SH SHARED 625954 D GENESIS HEALTHCARE CORP COM 37184D10 240 5100 SH SHARED 01 5100 D GENESIS HEALTHCARE CORP COM 37184D10 3140 66500 SH SHARED 02 50000 16500 D GENESIS HEALTHCARE CORP COM 37184D10 307 6500 SH SHARED 17 6500 D GENTEX CORP COM 37190110 1975 126935 SH SHARED 126935 D GENTEX CORP COM 37190110 748 48100 SH SHARED 01 48100 D GENTEX CORP COM 37190110 358 23008 SH SHARED 02 15936 7072 D GENTEX CORP COM 37190110 4573 293900 SH SHARED 10 293900 D GENTEX CORP COM 37190110 317 20416 SH SHARED 17 20416 D GENTEX CORP COM 37190110 23 1500 SH SHR/OTHR 21 1500 D GENESIS ENERGY L P UNIT LTD PARTN 37192710 6 315 SH SHARED 315 D GENITOPE CORP COM 37229P50 72 20470 SH SHARED 20470 D GENITOPE CORP COM 37229P50 82 23400 SH SHARED 01 23400 D GENITOPE CORP COM 37229P50 13 3955 SH SHARED 02 3955 D GENLYTE GROUP INC COM 37230210 1508 19318 SH SHARED 19318 D GENLYTE GROUP INC COM 37230210 476 6100 SH SHARED 01 6100 D GENLYTE GROUP INC COM 37230210 20 265 SH SHARED 02 265 D GENLYTE GROUP INC COM 37230210 15 200 SH SHARED 06 200 D GENLYTE GROUP INC COM 37230210 14075 180200 SH SHARED 17 179800 400 D GENOMIC HEALTH INC COM 37244C10 180 9717 SH SHARED 9717 D GENOMIC HEALTH INC COM 37244C10 48 2585 SH SHARED 02 2585 D GENTA INC COM NEW 37245M20 1159 2617600 SH SHARED 2617600 D GENTA INC COM NEW 37245M20 9 21039 SH SHARED 02 21039 D GENTEK INC COM NEW 37245X20 15600 451004 SH SHARED 451004 D GENTEK INC COM NEW 37245X20 10 311 SH SHARED 17 311 D GENVEC INC COM 37246C10 19 8001 SH SHARED 8001 D GENUINE PARTS CO COM 37246010 11341 239114 SH SHARED 231064 8050 D GENUINE PARTS CO COM 37246010 1074 22655 SH SHARED 01 22655 D GENUINE PARTS CO COM 37246010 53 1125 SH SHR/OTHR 01 1125 D GENUINE PARTS CO COM 37246010 1430 30151 SH SHARED 02 30151 D GENUINE PARTS CO COM 37246010 766 16161 SH SHARED 06 14000 2161 D GENUINE PARTS CO COM 37246010 984 20757 SH SHARED 10 20757 D GENUINE PARTS CO COM 37246010 193 4073 SH SHARED 14 4073 D GENUINE PARTS CO COM 37246010 3366 70987 SH SHARED 17 67587 3400 D GENUINE PARTS CO COM 37246010 22008 464031 SH SHARED 20 2313 461718 D GENUINE PARTS CO COM 37246010 260 5500 SH SHR/OTHR 20 5500 D GENTIVA HEALTH SERVICES INC COM 37247A10 634 33305 SH SHARED 33305 D GENTIVA HEALTH SERVICES INC COM 37247A10 121 6400 SH SHARED 01 6400 D GENTIVA HEALTH SERVICES INC COM 37247A10 1580 82900 SH SHARED 10 82900 D GENTIVA HEALTH SERVICES INC COM 37247A10 163 8600 SH SHARED 17 8600 D GENWORTH FINL INC COM CL A 37247D10 27139 793313 SH SHARED 793313 D GENWORTH FINL INC COM CL A 37247D10 8181 239150 SH SHARED 01 164870 74280 D GENWORTH FINL INC COM CL A 37247D10 2720 79528 SH SHARED 02 76001 3527 D GENWORTH FINL INC COM CL A 37247D10 670 19600 SH SHARED 04 19600 D GENWORTH FINL INC COM CL A 37247D10 3942 115246 SH SHARED 06 37396 77850 D GENWORTH FINL INC COM CL A 37247D10 32904 961830 SH SHARED 10 329190 512000 120640 D GENWORTH FINL INC COM CL A 37247D10 392 11459 SH SHARED 14 11459 D GENWORTH FINL INC COM CL A 37247D10 7293 213200 SH SHARED 17 207700 5500 D GENWORTH FINL INC COM CL A 37247D10 146 4289 SH SHARED 20 1989 2300 D GENWORTH FINL INC COM CL A 37247D10 167 4907 SH SHARED 22 4482 425 D GENWORTH FINL INC COM CL A 37247D10 718 20990 SH SHARED 23 20540 450 D GENWORTH FINL INC COM CL A 37247D10 81 2370 SH SHR/OTHR 23 2370 D GEOGLOBAL RESOURCES INC COM 37249T10 176 22500 SH SHARED 22500 D GEOMET INC DEL COM 37250U20 82 7959 SH SHARED 7959 D GEOEYE INC COM 37250W10 8 431 SH SHARED 431 D GENZYME CORP NOTE 1.250%12/0 372917AN 520 500000 PRN SHARED 06 500000 D GENZYME CORP COM 37291710 52834 857980 SH SHARED 857080 900 D GENZYME CORP COM 37291710 4917 79861 SH SHARED 01 9800 70061 D GENZYME CORP COM 37291710 61 1000 SH SHR/OTHR 01 1000 D GENZYME CORP COM 37291710 9046 146901 SH SHARED 02 146213 688 D GENZYME CORP COM 37291710 44633 724800 SH SHARED 04 724800 D GENZYME CORP COM 37291710 6 100 SH SHARED 05 100 D GENZYME CORP COM 37291710 1378 22383 SH SHARED 06 20223 2160 D GENZYME CORP COM 37291710 7124 115700 SH SHARED 10 105200 10500 D GENZYME CORP COM 37291710 178 2900 SH SHARED 14 2900 D GENZYME CORP COM 37291710 7066 114747 SH SHARED 17 105847 8900 D GENZYME CORP COM 37291710 3 63 SH SHARED 20 63 D GENZYME CORP COM 37291710 184 3000 SH SHARED 23 3000 D GENZYME CORP COM 37291710 566 9200 SH SHR/OTHR 23 9200 D GEORGIA GULF CORP COM PAR $0.01 37320020 10539 545793 SH SHARED 545793 D GEORGIA GULF CORP COM PAR $0.01 37320020 113 5900 SH SHARED 01 5900 D GEORGIA GULF CORP COM PAR $0.01 37320020 24 1280 SH SHARED 02 1280 D GEORGIA GULF CORP COM PAR $0.01 37320020 5059 262000 SH SHARED 10 262000 D GEORGIA GULF CORP COM PAR $0.01 37320020 1340 69400 SH SHARED 17 500 68900 D GERDAU AMERISTEEL CORP COM 37373P10 633 71070 SH SHARED 71070 D GERBER SCIENTIFIC INC COM 37373010 220 17566 SH SHARED 17566 D GERBER SCIENTIFIC INC COM 37373010 38 3100 SH SHARED 01 3100 D GERDAU S A SPONSORED ADR 37373710 12365 772870 SH SHARED 772870 D GERDAU S A SPONSORED ADR 37373710 10475 654743 SH SHARED 01 654743 D GERDAU S A SPONSORED ADR 37373710 7712 482050 SH SHARED 14 482050 D GERMAN AMERN BANCORP INC COM 37386510 3 271 SH SHARED 271 D GERON CORP COM 37416310 451 51432 SH SHARED 51432 D GERON CORP COM 37416310 72 8216 SH SHARED 02 8216 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 2935 2950000 PRN SHARED 02 2950000 D GETTY IMAGES INC COM 37427610 1820 42521 SH SHARED 42521 D GETTY IMAGES INC COM 37427610 715 16700 SH SHARED 01 14200 2500 D GETTY IMAGES INC COM 37427610 6432 150216 SH SHARED 02 148666 1550 D GETTY IMAGES INC COM 37427610 856 20000 SH SHARED 04 20000 D GETTY IMAGES INC COM 37427610 65 1540 SH SHARED 06 1300 240 D GETTY IMAGES INC COM 37427610 85 2000 SH SHARED 10 2000 D GETTY IMAGES INC COM 37427610 434 10150 SH SHARED 14 10150 D GETTY IMAGES INC COM 37427610 997 23300 SH SHARED 17 20300 3000 D GETTY RLTY CORP NEW COM 37429710 421 13648 SH SHARED 13648 D GEVITY HR INC COM 37439310 887 37464 SH SHARED 37464 D GIANT INDS INC COM 37450810 4658 62160 SH SHARED 62160 D GIANT INDS INC COM 37450810 29 400 SH SHARED 17 400 D GIBRALTAR INDS INC COM 37468910 444 18887 SH SHARED 18887 D GIBRALTAR INDS INC COM 37468910 145 6200 SH SHARED 17 6200 D GILEAD SCIENCES INC COM 37555810 55776 859018 SH SHARED 834618 24400 D GILEAD SCIENCES INC COM 37555810 16458 253483 SH SHARED 01 68795 184688 D GILEAD SCIENCES INC COM 37555810 3316 51081 SH SHR/OTHR 01 51081 D GILEAD SCIENCES INC COM 37555810 7893 121575 SH SHARED 02 113515 8060 D GILEAD SCIENCES INC COM 37555810 67082 1033150 SH SHARED 04 1033150 D GILEAD SCIENCES INC COM 37555810 12 200 SH SHARED 05 200 D GILEAD SCIENCES INC COM 37555810 4172 64264 SH SHARED 06 60444 3820 D GILEAD SCIENCES INC COM 37555810 105366 1622775 SH SHARED 10 381700 1103760 137315 D GILEAD SCIENCES INC COM 37555810 25 400 SH SHR/OTHR 10 400 D GILEAD SCIENCES INC COM 37555810 475 7324 SH SHARED 14 7324 D GILEAD SCIENCES INC COM 37555810 18115 279006 SH SHARED 17 263306 15700 D GILEAD SCIENCES INC COM 37555810 1214 18700 SH SHARED 20 4075 14625 D GILEAD SCIENCES INC COM 37555810 197 3035 SH SHR/OTHR 20 3035 D GILEAD SCIENCES INC COM 37555810 405 6250 SH SHARED 21 6250 D GILEAD SCIENCES INC COM 37555810 361 5560 SH SHR/OTHR 21 5560 D GILEAD SCIENCES INC COM 37555810 639 9843 SH SHARED 22 4923 4920 D GILEAD SCIENCES INC COM 37555810 123 1900 SH SHR/OTHR 22 1900 D GILEAD SCIENCES INC COM 37555810 4137 63730 SH SHARED 23 59230 4500 D GILEAD SCIENCES INC COM 37555810 4923 75835 SH SHR/OTHR 23 75835 D GILDAN ACTIVEWEAR INC COM 37591610 40 859 SH SHARED 859 D GILDAN ACTIVEWEAR INC COM 37591610 4 100 SH SHARED 01 100 D GLACIER BANCORP INC NEW COM 37637Q10 996 40789 SH SHARED 40789 D GLACIER BANCORP INC NEW COM 37637Q10 73 3000 SH SHARED 01 3000 D GLADSTONE CAPITAL CORP COM 37653510 708 29700 SH SHARED 29700 D GLADSTONE CAPITAL CORP COM 37653510 56 2375 SH SHARED 02 2375 D GLADSTONE CAPITAL CORP COM 37653510 90 3800 SH SHARED 17 3800 D GLADSTONE COML CORP COM 37653610 3 195 SH SHARED 195 D GLADSTONE COML CORP COM 37653610 80 3975 SH SHARED 02 3975 D GLADSTONE INVT CORP COM 37654610 10034 655419 SH SHARED 655419 D GLATFELTER COM 37731610 2790 180032 SH SHARED 180032 D GLATFELTER COM 37731610 223 14400 SH SHARED 01 14400 D GLATFELTER COM 37731610 3087 199161 SH SHARED 02 4400 194761 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 29930 567300 SH SHARED 567300 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 321 6103 SH SHARED 01 200 5903 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 94 1800 SH SHR/OTHR 01 1800 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 816 15476 SH SHARED 02 10750 4726 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1622 30748 SH SHARED 10 9595 21153 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 461 8748 SH SHR/OTHR 10 8748 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 79 1515 SH SHARED 20 210 1305 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 48 910 SH SHR/OTHR 20 910 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 547 10378 SH SHARED 21 10378 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 14 270 SH SHR/OTHR 21 270 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 63 1200 SH SHARED 22 1200 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 120 2276 SH SHR/OTHR 22 2276 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 142 2700 SH SHARED 23 2700 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 2255 42757 SH SHR/OTHR 23 42757 D GLENAYRE TECHNOLOGIES INC COM 37789910 4 1698 SH SHARED 1698 D GLOBAL CASH ACCESS HLDGS INC COM 37896710 425 26232 SH SHARED 26232 D GLOBAL CASH ACCESS HLDGS INC COM 37896710 366 22600 SH SHARED 17 22600 D GLOBALSTAR INC COM 37897340 2870 206382 SH SHARED 206382 D GLOBALSTAR INC COM 37897340 3273 235300 SH SHARED 10 235300 D GLOBALSTAR INC COM 37897340 4811 345900 SH SHARED 17 345900 D GLIMCHER RLTY TR SH BEN INT 37930210 2082 77983 SH SHARED 77983 D GLIMCHER RLTY TR SH BEN INT 37930210 50 1900 SH SHARED 01 1900 D GLIMCHER RLTY TR SH BEN INT 37930210 76 2850 SH SHARED 02 2850 D GLIMCHER RLTY TR SH BEN INT 37930210 881 33000 SH SHARED 04 33000 D GLIMCHER RLTY TR SH BEN INT 37930210 745 27900 SH SHARED 10 27900 D GLIMCHER RLTY TR SH BEN INT 37930210 86094 3223303 SH SHARED 11 3223303 D GLIMCHER RLTY TR SH BEN INT 37930210 488 18300 SH SHARED 17 18300 D GLOBAL HIGH INCOME FUND INC COM 37933G10 138 8800 SH SHARED 8800 D GLOBAL INDS LTD COM 37933610 4457 341839 SH SHARED 341839 D GLOBAL INDS LTD COM 37933610 1075 82500 SH SHARED 01 82500 D GLOBAL INDS LTD COM 37933610 502 38532 SH SHARED 02 38532 D GLOBAL INDS LTD COM 37933610 312 24000 SH SHARED 17 24000 D GLOBAL IMAGING SYSTEMS COM 37934A10 2351 107108 SH SHARED 107108 D GLOBAL IMAGING SYSTEMS COM 37934A10 17 800 SH SHARED 01 800 D GLOBAL IMAGING SYSTEMS COM 37934A10 291 13300 SH SHARED 17 1200 12100 D GLOBAL INCOME FD INC COM 37934Y10 2 561 SH SHARED 561 D GLOBAL INCOME FD INC COM 37934Y10 37 9000 SH SHARED 02 9000 D GLOBAL PMTS INC COM 37940X10 1993 43064 SH SHARED 43064 D GLOBAL PMTS INC COM 37940X10 109 2360 SH SHARED 01 2360 D GLOBAL PMTS INC COM 37940X10 111 2405 SH SHARED 02 865 1540 D GLOBAL PMTS INC COM 37940X10 120 2600 SH SHARED 10 2600 D GLOBAL PMTS INC COM 37940X10 782 16900 SH SHARED 17 16500 400 D GLOBAL LOGISTICS ACQUISITION COM 37941410 12 1700 SH SHARED 1700 D GLOBAL SIGNAL INC COM 37944Q10 5081 96476 SH SHARED 96476 D GLOBAL SIGNAL INC COM 37944Q10 252 4800 SH SHARED 01 4800 D GLOBAL SIGNAL INC COM 37944Q10 5062 96119 SH SHARED 02 96119 D GLOBAL PARTNERS LP COM UNITS 37946R10 1673 64430 SH SHARED 64430 D GLOBECOMM SYSTEMS INC COM 37956X10 3 378 SH SHARED 378 D GLOBIX CORP COM NEW 37957F20 4 1019 SH SHARED 1019 D GLOBIX CORP COM NEW 37957F20 23 5400 SH SHARED 02 5400 D GMX RES INC COM 38011M10 223 6304 SH SHARED 6304 D GMX RES INC COM 38011M10 177 5000 SH SHARED 02 5000 D GMARKET INC SPON ADR 38012G10 78 3293 SH SHARED 02 3293 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 2935 102386 SH SHARED 102386 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 13126 457850 SH SHARED 01 442200 15650 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 82 2875 SH SHARED 04 2875 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 89501 3121775 SH SHARED 10 3066100 55675 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 440 15355 SH SHARED 15 15355 D GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R10 8317 290100 SH SHARED 17 290100 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 7020 371840 SH SHARED 371840 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 283 15000 SH SHR/OTHR 01 15000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 566 30000 SH SHARED 02 30000 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 9140 484120 SH SHARED 04 484120 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1355 71800 SH SHARED 06 71800 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 55284 2928200 SH SHARED 10 2898900 29300 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 1791 94900 SH SHARED 17 94900 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 241 12800 SH SHARED 23 12800 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 453 24000 SH SHR/OTHR 23 24000 D GOLD KIST INC COM 38061410 4516 214851 SH SHARED 214851 D GOLD KIST INC COM 38061410 266 12700 SH SHARED 17 12700 D GOLDCORP INC NEW COM 38095640 2925 102880 SH SHARED 102880 D GOLDCORP INC NEW COM 38095640 871 30630 SH SHARED 01 19100 11530 D GOLDCORP INC NEW COM 38095640 534 18782 SH SHARED 02 14482 4300 D GOLDCORP INC NEW COM 38095640 33056 1162320 SH SHARED 04 1162320 D GOLDCORP INC NEW COM 38095640 5 200 SH SHARED 05 200 D GOLDCORP INC NEW COM 38095640 12119 426127 SH SHARED 06 421992 4135 D GOLDCORP INC NEW COM 38095640 102061 3588665 SH SHARED 10 3566215 22450 D GOLDCORP INC NEW COM 38095640 260 9170 SH SHARED 15 9170 D GOLDCORP INC NEW COM 38095640 8711 306303 SH SHARED 17 301275 5028 D GOLDCORP INC NEW COM 38095640 312 11000 SH SHR/OTHR 23 11000 D GOLDEN TELECOM INC COM 38122G10 1061 22660 SH SHARED 22660 D GOLDEN TELECOM INC COM 38122G10 748 15975 SH SHARED 01 8900 7075 D GOLDEN TELECOM INC COM 38122G10 15831 338000 SH SHARED 04 338000 D GOLDEN TELECOM INC COM 38122G10 1053 22500 SH SHARED 05 22500 D GOLDEN TELECOM INC COM 38122G10 17910 382375 SH SHARED 10 267775 114600 D GOLDEN TELECOM INC COM 38122G10 187 4000 SH SHARED 15 4000 D GOLDEN TELECOM INC COM 38122G10 1381 29500 SH SHARED 17 7100 22400 D GOLDMAN SACHS GROUP INC COM 38141G10 169471 850122 SH SHARED 823492 26630 D GOLDMAN SACHS GROUP INC COM 38141G10 32956 165320 SH SHARED 01 46677 118643 D GOLDMAN SACHS GROUP INC COM 38141G10 2196 11019 SH SHR/OTHR 01 11019 D GOLDMAN SACHS GROUP INC COM 38141G10 24623 123521 SH SHARED 02 114140 9381 D GOLDMAN SACHS GROUP INC COM 38141G10 8073 40500 SH SHARED 04 40500 D GOLDMAN SACHS GROUP INC COM 38141G10 33 170 SH SHARED 05 170 D GOLDMAN SACHS GROUP INC COM 38141G10 32251 161781 SH SHARED 06 122231 39550 D GOLDMAN SACHS GROUP INC COM 38141G10 203522 1020930 SH SHARED 10 403795 371645 245490 D GOLDMAN SACHS GROUP INC COM 38141G10 184 925 SH SHR/OTHR 10 925 D GOLDMAN SACHS GROUP INC COM 38141G10 2527 12679 SH SHARED 14 12679 D GOLDMAN SACHS GROUP INC COM 38141G10 70618 354242 SH SHARED 17 236072 118170 D GOLDMAN SACHS GROUP INC COM 38141G10 2965 14876 SH SHARED 20 3418 11458 D GOLDMAN SACHS GROUP INC COM 38141G10 321 1615 SH SHR/OTHR 20 1615 D GOLDMAN SACHS GROUP INC COM 38141G10 642 3225 SH SHARED 21 3225 D GOLDMAN SACHS GROUP INC COM 38141G10 867 4350 SH SHR/OTHR 21 4350 D GOLDMAN SACHS GROUP INC COM 38141G10 1883 9446 SH SHARED 22 5706 3740 D GOLDMAN SACHS GROUP INC COM 38141G10 418 2100 SH SHR/OTHR 22 2100 D GOLDMAN SACHS GROUP INC COM 38141G10 7068 35457 SH SHARED 23 29272 6185 D GOLDMAN SACHS GROUP INC COM 38141G10 5702 28605 SH SHR/OTHR 23 28605 D GOLDLEAF FINANCIAL SOLUTIONS COM NEW 38144H20 2 362 SH SHARED 362 D GOLDLEAF FINANCIAL SOLUTIONS COM NEW 38144H20 3 600 SH SHARED 02 600 D GOLF GALAXY INC COM 38163910 2 146 SH SHARED 146 D GOLF TR AMER INC COM 38168B10 0 341 SH SHARED 341 D GOLFSMITH INTL HOLDINGS INC COM 38168Y10 1 150 SH SHARED 150 D GOODRICH CORP COM 38238810 9106 199934 SH SHARED 199934 D GOODRICH CORP COM 38238810 11244 246864 SH SHARED 01 134695 112169 D GOODRICH CORP COM 38238810 2950 64770 SH SHR/OTHR 01 64770 D GOODRICH CORP COM 38238810 1210 26580 SH SHARED 02 21382 5198 D GOODRICH CORP COM 38238810 1384 30398 SH SHARED 04 30398 D GOODRICH CORP COM 38238810 2537 55700 SH SHARED 05 55700 D GOODRICH CORP COM 38238810 280 6150 SH SHARED 06 6150 D GOODRICH CORP COM 38238810 4904 107680 SH SHARED 10 74500 33180 D GOODRICH CORP COM 38238810 2263 49699 SH SHARED 17 48499 1200 D GOODRICH CORP COM 38238810 6 135 SH SHARED 20 135 D GOODRICH CORP COM 38238810 7 175 SH SHR/OTHR 20 175 D GOODRICH CORP COM 38238810 277 6100 SH SHARED 21 6100 D GOODRICH CORP COM 38238810 1316 28895 SH SHARED 22 21750 7145 D GOODRICH CORP COM 38238810 79 1750 SH SHR/OTHR 22 1750 D GOODRICH CORP COM 38238810 2552 56033 SH SHARED 23 45583 10450 D GOODRICH CORP COM 38238810 3338 73300 SH SHR/OTHR 23 73300 D GOODMAN GLOBAL INC COM 38239A10 6112 355375 SH SHARED 355375 D GOODMAN GLOBAL INC COM 38239A10 12 745 SH SHARED 02 745 D GOODMAN GLOBAL INC COM 38239A10 832 48400 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38259P50 17251 37465 SH SHARED 02 36784 681 D GOOGLE INC CL A 38259P50 20997 45600 SH SHARED 04 45600 D GOOGLE INC CL A 38259P50 36 80 SH SHARED 05 80 D GOOGLE INC CL A 38259P50 14205 30850 SH SHARED 06 25260 5590 D GOOGLE INC CL A 38259P50 101725 220911 SH SHARED 10 140000 54725 26186 D GOOGLE INC CL A 38259P50 1928 4189 SH SHARED 14 4189 D GOOGLE INC CL A 38259P50 4604 10000 SH SHARED 15 10000 D GOOGLE INC CL A 38259P50 58718 127515 SH SHARED 17 100615 26900 D GOOGLE INC CL A 38259P50 30 67 SH SHR/OTHR 21 67 D GOOGLE INC CL A 38259P50 69 150 SH SHR/OTHR 23 150 D GORMAN RUPP CO COM 38308210 328 8885 SH SHARED 8885 D GORMAN RUPP CO COM 38308210 332 8996 SH SHARED 02 8996 D GOTTSCHALKS INC COM 38348510 2 237 SH SHARED 237 D GOVERNMENT PPTYS TR INC COM 38374W10 915 86384 SH SHARED 86384 D GRACE W R & CO DEL NEW COM 38388F10 7448 376189 SH SHARED 376189 D GRACE W R & CO DEL NEW COM 38388F10 8 450 SH SHR/OTHR 01 450 D GRACE W R & CO DEL NEW COM 38388F10 102 5200 SH SHARED 17 5200 D GRACO 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SHARED 23 33245 400 D HOME DEPOT INC COM 43707610 3084 76803 SH SHR/OTHR 23 76803 D HOME DIAGNOSTICS INC DEL COM 43708010 213 20162 SH SHARED 20162 D HOME FEDERAL BANCORP INC COM 43709A10 84 4921 SH SHARED 4921 D HOME INNS & HOTELS MGMT INC SPON ADR 43713W10 94 2525 SH SHARED 02 2525 D HOME PROPERTIES INC COM 43730610 1595 26913 SH SHARED 26913 D HOME PROPERTIES INC COM 43730610 82 1400 SH SHARED 01 1400 D HOME PROPERTIES INC COM 43730610 10 169 SH SHARED 02 169 D HOME PROPERTIES INC COM 43730610 746 12600 SH SHARED 10 12600 D HOME PROPERTIES INC COM 43730610 30387 512700 SH SHARED 11 512700 D HOME PROPERTIES INC COM 43730610 776 13100 SH SHARED 17 13100 D HOME PROPERTIES INC COM 43730610 119 2010 SH SHARED 21 2010 D HOME SOLUTIONS AMER INC COM 43735510 5955 1016338 SH SHARED 1016338 D HOMEBANC CORP GA COM 43738R10 185 43932 SH SHARED 43932 D HOMEBANC CORP GA COM 43738R10 275 65100 SH SHARED 17 65100 D HOMEBANC CORP GA COM 43738R10 3 883 SH SHARED 20 883 D HONDA MOTOR LTD AMERN SHS 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HONEYWELL INTL INC COM 43851610 748 16546 SH SHARED 20 3830 12716 D HONEYWELL INTL INC COM 43851610 114 2538 SH SHR/OTHR 20 2538 D HONEYWELL INTL INC COM 43851610 284 6290 SH SHARED 21 6290 D HONEYWELL INTL INC COM 43851610 22 500 SH SHR/OTHR 21 500 D HONEYWELL INTL INC COM 43851610 284 6285 SH SHARED 22 3800 2485 D HONEYWELL INTL INC COM 43851610 1238 27375 SH SHARED 23 26475 900 D HONEYWELL INTL INC COM 43851610 1672 36971 SH SHR/OTHR 23 36971 D HOOKER FURNITURE CORP COM 43903810 2557 163077 SH SHARED 163077 D HOOPER HOLMES INC COM 43910410 5 1645 SH SHARED 1645 D HOOPER HOLMES INC COM 43910410 9 3000 SH SHARED 02 3000 D HOPFED BANCORP INC COM 43973410 1 90 SH SHARED 90 D HORACE MANN EDUCATORS CORP N COM 44032710 2371 117397 SH SHARED 117397 D HORACE MANN EDUCATORS CORP N COM 44032710 208 10300 SH SHARED 01 10300 D HORACE MANN EDUCATORS CORP N COM 44032710 84 4200 SH SHARED 02 4200 D HORACE MANN EDUCATORS CORP N COM 44032710 115 5700 SH SHARED 17 400 5300 D HORIZON FINL CORP WASH COM 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13600 SH SHARED 17 6100 7500 D HOUSTON WIRE & CABLE CO COM 44244K10 138 6616 SH SHARED 6616 D HOVNANIAN ENTERPRISES INC CL A 44248720 13946 411405 SH SHARED 411405 D HOVNANIAN ENTERPRISES INC CL A 44248720 610 18000 SH SHARED 01 18000 D HOVNANIAN ENTERPRISES INC CL A 44248720 681 20100 SH SHARED 02 19700 400 D HOVNANIAN ENTERPRISES INC CL A 44248720 467 13800 SH SHARED 17 4700 9100 D HUANENG PWR INTL INC SPON ADR H SHS 44330410 98 2750 SH SHARED 02 2750 D HUB GROUP INC CL A 44332010 859 31183 SH SHARED 31183 D HUB GROUP INC CL A 44332010 559 20300 SH SHARED 01 17900 2400 D HUB GROUP INC CL A 44332010 369 13410 SH SHARED 02 13410 D HUB GROUP INC CL A 44332010 1812 65800 SH SHARED 17 8800 57000 D HUB GROUP INC CL A 44332010 771 28000 SH SHR/OTHR 23 28000 D HUBBELL INC CL B 44351020 1562 34567 SH SHARED 34567 D HUBBELL INC CL B 44351020 732 16200 SH SHARED 01 16200 D HUBBELL INC CL B 44351020 307 6792 SH SHARED 02 6647 145 D HUBBELL INC CL B 44351020 9 210 SH SHR/OTHR 10 210 D HUBBELL INC CL B 44351020 14308 316500 SH SHARED 17 314500 2000 D HUBBELL INC CL B 44351020 47 1060 SH SHR/OTHR 22 1060 D HUDSON CITY BANCORP COM 44368310 19862 1431026 SH SHARED 1431026 D HUDSON CITY BANCORP COM 44368310 66 4808 SH SHARED 01 4808 D HUDSON CITY BANCORP COM 44368310 1264 91075 SH SHARED 02 83512 7563 D HUDSON CITY BANCORP COM 44368310 291 20970 SH SHARED 06 16150 4820 D HUDSON CITY BANCORP COM 44368310 227 16400 SH SHARED 14 16400 D HUDSON CITY BANCORP COM 44368310 18 1300 SH SHARED 17 1300 D HUDSON CITY BANCORP COM 44368310 8 641 SH SHARED 23 641 D HUDSON CITY BANCORP COM 44368310 384 27700 SH SHR/OTHR 23 27700 D HUDSON HIGHLAND GROUP INC COM 44379210 5939 356055 SH SHARED 356055 D HUDSON HIGHLAND GROUP INC COM 44379210 82 4930 SH SHARED 01 4930 D HUGHES COMMUNICATIONS INC COM 44439810 7 158 SH SHARED 158 D HUGHES COMMUNICATIONS INC COM 44439810 0 6 SH SHARED 02 6 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 6392 259845 SH SHARED 259845 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 9 382 SH SHARED 02 382 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 0 30 SH SHARED 06 30 D HUMANA INC COM 44485910 22779 411858 SH SHARED 370358 41500 D HUMANA INC COM 44485910 2201 39800 SH SHARED 01 15400 24400 D HUMANA INC COM 44485910 2072 37469 SH SHARED 02 37469 D HUMANA INC COM 44485910 3318 60000 SH SHARED 04 60000 D HUMANA INC COM 44485910 1875 33900 SH SHARED 06 33900 D HUMANA INC COM 44485910 13219 239000 SH SHARED 10 41600 197400 D HUMANA INC COM 44485910 82 1498 SH SHARED 14 1498 D HUMANA INC COM 44485910 12501 226026 SH SHARED 17 82126 143900 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 13911 13224000 PRN SHARED 13224000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 55440 52700000 PRN SHARED 02 52700000 D HUMAN GENOME SCIENCES INC COM 44490310 11411 917305 SH SHARED 917305 D HUMAN GENOME SCIENCES INC COM 44490310 165 13300 SH SHARED 01 13300 D HUMAN GENOME SCIENCES INC COM 44490310 271 21857 SH SHARED 02 21857 D HUMAN GENOME SCIENCES INC COM 44490310 2254 181200 SH SHARED 04 181200 D HUMAN GENOME SCIENCES INC COM 44490310 93 7500 SH SHARED 17 7500 D HUNGARIAN TEL & CABLE CORP COM 44554210 1 116 SH SHARED 116 D HUNT J B TRANS SVCS INC COM 44565810 7051 339495 SH SHARED 339495 D HUNT J B TRANS SVCS INC COM 44565810 882 42500 SH SHARED 01 1000 41500 D HUNT J B TRANS SVCS INC COM 44565810 249 11989 SH SHARED 02 11589 400 D HUNT J B TRANS SVCS INC COM 44565810 203 9800 SH SHARED 10 9800 D HUNT J B TRANS SVCS INC COM 44565810 455 21932 SH SHARED 17 7232 14700 D HUNTINGTON BANCSHARES INC COM 44615010 7733 325600 SH SHARED 315583 10017 D HUNTINGTON BANCSHARES INC COM 44615010 1557 65582 SH SHARED 01 24628 40954 D HUNTINGTON BANCSHARES INC COM 44615010 1009 42498 SH SHARED 02 41098 1400 D HUNTINGTON BANCSHARES INC COM 44615010 7 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 490 20640 SH SHARED 06 18400 2240 D HUNTINGTON BANCSHARES INC COM 44615010 16 705 SH SHARED 10 705 D HUNTINGTON BANCSHARES INC COM 44615010 2987 125809 SH SHARED 17 119156 6653 D HUNTINGTON BANCSHARES INC COM 44615010 17 735 SH SHR/OTHR 21 735 D HUNTSMAN CORP COM 44701110 13440 708529 SH SHARED 682829 25700 D HUNTSMAN CORP COM 44701110 2073 109298 SH SHARED 02 41203 68095 D HUNTSMAN CORP COM 44701110 1565 82500 SH SHARED 14 82500 D HUNTSMAN CORP COM 44701110 41 2200 SH SHARED 17 2200 D HUNTSMAN CORP PFD MND CV 5% 44701120 2702 65000 SH SHARED 65000 D HUNTSMAN CORP PFD MND CV 5% 44701120 934 22464 SH SHARED 02 5699 16765 D HURCO COMPANIES INC COM 44732410 32 1030 SH SHARED 1030 D HURON CONSULTING GROUP INC COM 44746210 2075 45776 SH SHARED 45776 D HURON CONSULTING GROUP INC COM 44746210 54 1200 SH SHARED 01 1200 D HURON CONSULTING GROUP INC COM 44746210 1654 36500 SH SHARED 02 36500 D HURON CONSULTING GROUP INC COM 44746210 122 2700 SH SHARED 10 2700 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 2116 2182000 PRN SHARED 2182000 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 829 855000 PRN SHARED 02 855000 D HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF 3168 3414000 PRN SHARED 02 3414000 D HUTCHINSON TECHNOLOGY INC COM 44840710 27961 1186303 SH SHARED 1186303 D HUTCHINSON TECHNOLOGY INC COM 44840710 18 800 SH SHARED 01 800 D HUTCHINSON TECHNOLOGY INC COM 44840710 77 3300 SH SHARED 02 3300 D HUTTIG BLDG PRODS INC COM 44845110 1165 220354 SH SHARED 220354 D HYDRIL COM 44877410 1820 24218 SH SHARED 24218 D HYDRIL COM 44877410 172 2300 SH SHARED 17 2300 D IDT CORP CL B 44894730 465 35587 SH SHARED 35587 D IDT CORP CL B 44894730 112 8600 SH SHARED 01 8600 D IDT CORP CL B 44894730 1113 85100 SH SHARED 14 85100 D IDT CORP CL B 44894730 529 40500 SH SHARED 17 29500 11000 D HYPERDYNAMICS CORP COM 44895410 1 598 SH SHARED 598 D HYPERCOM CORP COM 44913M10 3907 615387 SH SHARED 615387 D HYPERCOM CORP COM 44913M10 13707 2158700 SH SHARED 17 2158700 D HYPERION SOLUTIONS CORP COM 44914M10 10783 300032 SH SHARED 300032 D HYPERION SOLUTIONS CORP COM 44914M10 1299 36150 SH SHARED 01 33900 2250 D HYPERION SOLUTIONS CORP COM 44914M10 17 500 SH SHARED 02 500 D HYPERION SOLUTIONS CORP COM 44914M10 1843 51300 SH SHARED 10 51300 D HYPERION SOLUTIONS CORP COM 44914M10 2092 58229 SH SHARED 17 11579 46650 D HYPERION TOTAL RETURN & INCO COM 44914510 237 25800 SH SHARED 25800 D HYPERION TOTAL RETURN & INCO COM 44914510 2052 223300 SH SHARED 17 223300 D HYTHIAM INC COM 44919F10 187 20328 SH SHARED 20328 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 1 400 SH SHARED 400 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 2 592 SH SHARED 01 592 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 73663 3204158 SH SHARED 3204158 D IAC INTERACTIVECORP COM NEW 44919P30 32366 871003 SH SHARED 871003 D IAC INTERACTIVECORP COM NEW 44919P30 1320 35535 SH SHARED 01 23200 12335 D IAC INTERACTIVECORP COM NEW 44919P30 2656 71477 SH SHARED 02 71079 398 D IAC INTERACTIVECORP COM NEW 44919P30 3030 81546 SH SHARED 04 81546 D IAC INTERACTIVECORP COM NEW 44919P30 5 150 SH SHARED 05 150 D IAC INTERACTIVECORP COM NEW 44919P30 1380 37155 SH SHARED 06 35125 2030 D IAC INTERACTIVECORP COM NEW 44919P30 2459 66200 SH SHARED 10 66200 D IAC INTERACTIVECORP COM NEW 44919P30 2207 59400 SH SHARED 14 59400 D IAC INTERACTIVECORP COM NEW 44919P30 743 20000 SH SHARED 15 20000 D IAC INTERACTIVECORP COM NEW 44919P30 4730 127299 SH SHARED 17 117399 9900 D ICF INTL INC COM 44925C10 219 15115 SH SHARED 15115 D ICT GROUP INC COM 44929Y10 166 5272 SH SHARED 5272 D ICO INC NEW COM 44929310 3 574 SH SHARED 574 D ICOS CORP NOTE 2.000% 7/0 449295AB 21409 21824000 PRN SHARED 21824000 D ICOS CORP COM 44929510 4084 120882 SH SHARED 120882 D ICOS CORP COM 44929510 500 14800 SH SHARED 01 12800 2000 D ICOS CORP COM 44929510 99 2946 SH SHARED 02 2946 D ICOS CORP COM 44929510 236 7000 SH SHARED 10 7000 D ICOS CORP COM 44929510 1041 30818 SH SHARED 17 18 30800 D ICU MED INC COM 44930G10 452 11132 SH SHARED 11132 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K10 950 208042 SH SHARED 208042 D ICAD INC COM 44934S10 2 735 SH SHARED 735 D I D SYSTEMS INC COM 44948910 1373 72978 SH SHARED 72978 D I-FLOW CORP COM NEW 44952030 271 18174 SH SHARED 18174 D IHOP CORP COM 44962310 747 14191 SH SHARED 14191 D IHOP CORP COM 44962310 5 100 SH SHARED 01 100 D IHOP CORP COM 44962310 964 18300 SH SHARED 17 12900 5400 D I-MANY INC COM 44973Q10 1 1026 SH SHARED 1026 D ING PRIME RATE TR SH BEN INT 44977W10 1 169 SH SHARED 169 D ING CLARION REAL EST INCOME COM SHS 44978810 1314 65000 SH SHARED 65000 D IPG PHOTONICS CORP COM 44980X10 979 40816 SH SHARED 40816 D IPG PHOTONICS CORP COM 44980X10 240 10000 SH SHARED 04 10000 D IPCS INC COM NEW 44980Y30 712 12875 SH SHARED 12875 D ING CLARION GLB RE EST INCM COM 44982G10 6177 250300 SH SHARED 250300 D ING CLARION GLB RE EST INCM COM 44982G10 395 16043 SH SHARED 02 16043 D ING CLARION GLB RE EST INCM COM 44982G10 65 2662 SH SHR/OTHR 23 2662 D IMS HEALTH INC COM 44993410 13712 499014 SH SHARED 499014 D IMS HEALTH INC COM 44993410 1959 71320 SH SHARED 01 22123 49197 D IMS HEALTH INC COM 44993410 704 25620 SH SHR/OTHR 01 25620 D IMS HEALTH INC COM 44993410 1016 36990 SH SHARED 02 36970 20 D IMS HEALTH INC COM 44993410 5 200 SH SHARED 05 200 D IMS HEALTH INC COM 44993410 566 20630 SH SHARED 06 18500 2130 D IMS HEALTH INC COM 44993410 3581 130330 SH SHARED 10 129700 630 D IMS HEALTH INC COM 44993410 219 8000 SH SHR/OTHR 10 8000 D IMS HEALTH INC COM 44993410 330 12011 SH SHARED 14 12011 D IMS HEALTH INC COM 44993410 3485 126830 SH SHARED 17 113030 13800 D IMS HEALTH INC COM 44993410 49 1800 SH SHARED 20 1800 D IMS HEALTH INC COM 44993410 27 1000 SH SHR/OTHR 20 1000 D IMS HEALTH INC COM 44993410 18 655 SH SHR/OTHR 21 655 D IMS HEALTH INC COM 44993410 2794 101700 SH SHARED 23 101700 D IMS HEALTH INC COM 44993410 2251 81950 SH SHR/OTHR 23 81950 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1612 95382 SH SHARED 95382 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 7213 426565 SH SHARED 01 426565 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1048 62000 SH SHARED 02 62000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 1352 80000 SH SHARED 04 80000 D ISTAR FINL INC COM 45031U10 19227 402085 SH SHARED 402085 D ISTAR FINL INC COM 45031U10 30 636 SH SHARED 01 636 D ISTAR FINL INC COM 45031U10 97 2044 SH SHARED 02 2044 D ISTAR FINL INC COM 45031U10 57 1200 SH SHARED 06 1200 D ISTAR FINL INC COM 45031U10 444 9300 SH SHARED 10 9300 D ISTAR FINL INC COM 45031U10 43195 903300 SH SHARED 11 903300 D ISTAR FINL INC COM 45031U10 267 5603 SH SHARED 14 5603 D ISTAR FINL INC COM 45031U10 3562 74500 SH SHARED 17 68000 6500 D ISTAR FINL INC COM 45031U10 112 2350 SH SHARED 21 2350 D ISTAR FINL INC COM 45031U10 62 1300 SH SHR/OTHR 23 1300 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 2 364 SH SHARED 364 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 19 2749 SH SHARED 02 2749 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 511 72000 SH SHARED 04 72000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 24 3461 SH SHARED 06 3461 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 897 126200 SH SHARED 10 126200 D ITLA CAP CORP COM 45056510 251 4337 SH SHARED 4337 D ITLA CAP CORP COM 45056510 225 3900 SH SHARED 10 3900 D ITLA CAP CORP COM 45056510 295 5100 SH SHARED 17 5100 D ITT EDUCATIONAL SERVICES INC COM 45068B10 990 14920 SH SHARED 14920 D ITT EDUCATIONAL SERVICES INC COM 45068B10 962 14500 SH SHARED 01 14500 D ITT EDUCATIONAL SERVICES INC COM 45068B10 354 5338 SH SHARED 02 3733 1605 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1095 16500 SH SHARED 17 15900 600 D ITT EDUCATIONAL SERVICES INC COM 45068B10 3 50 SH SHARED 20 50 D ITT EDUCATIONAL SERVICES INC COM 45068B10 33 500 SH SHR/OTHR 21 500 D I-TRAX INC COM NEW 45069D20 2 828 SH SHARED 828 D IXIA COM 45071R10 1384 144264 SH SHARED 144264 D IXIA COM 45071R10 1163 121200 SH SHARED 17 121200 D IBASIS INC COM NEW 45073220 6 761 SH SHARED 761 D IBASIS INC COM NEW 45073220 42 5000 SH SHARED 02 5000 D IBERIABANK CORP COM 45082810 444 7522 SH SHARED 7522 D IBERIABANK CORP COM 45082810 23 400 SH SHARED 01 400 D IBERIABANK CORP COM 45082810 493 8350 SH SHARED 10 8350 D IBERIABANK CORP COM 45082810 445 7550 SH SHARED 17 7550 D ITT CORP NEW COM 45091110 19097 336111 SH SHARED 329021 7090 D ITT CORP NEW COM 45091110 1734 30534 SH SHARED 01 30534 D ITT CORP NEW COM 45091110 173 3062 SH SHR/OTHR 01 3062 D ITT CORP NEW COM 45091110 1951 34341 SH SHARED 02 31727 2614 D ITT CORP NEW COM 45091110 265093 4665490 SH SHARED 04 4665490 D ITT CORP NEW COM 45091110 15065 265140 SH SHARED 05 265140 D ITT CORP NEW COM 45091110 912 16060 SH SHARED 06 14500 1560 D ITT CORP NEW COM 45091110 1704 30000 SH SHARED 14 30000 D ITT CORP NEW COM 45091110 6818 120000 SH SHARED 16 120000 D ITT CORP NEW COM 45091110 5152 90686 SH SHARED 17 90086 600 D ITT CORP NEW COM 45091110 116 2055 SH SHARED 20 2055 D ITT CORP NEW COM 45091110 56 1000 SH SHR/OTHR 23 1000 D IAMGOLD CORP COM 45091310 5385 611322 SH SHARED 611322 D IAMGOLD CORP COM 45091310 15 1750 SH SHARED 01 1750 D IAMGOLD CORP COM 45091310 1423 161600 SH SHARED 04 161600 D IAMGOLD CORP COM 45091310 14536 1650000 SH SHARED 10 1650000 D ICON PUB LTD CO SPONSORED ADR 45103T10 8595 228000 SH SHARED 10 228000 D ICON PUB LTD CO SPONSORED ADR 45103T10 192 5100 SH SHARED 17 5100 D ICICI BK LTD ADR 45104G10 5053 121067 SH SHARED 121067 D ICICI BK LTD ADR 45104G10 899 21550 SH SHARED 02 21550 D ICICI BK LTD ADR 45104G10 15205 364300 SH SHARED 04 364300 D ICICI BK LTD ADR 45104G10 214 5140 SH SHARED 10 5140 D ICONIX BRAND GROUP INC COM 45105510 724 37356 SH SHARED 37356 D IDACORP INC COM 45110710 2004 51856 SH SHARED 51856 D IDACORP INC COM 45110710 680 17600 SH SHARED 01 17600 D IDACORP INC COM 45110710 162 4200 SH SHARED 02 4200 D IDACORP INC COM 45110710 1832 47400 SH SHARED 10 47400 D IDACORP INC COM 45110710 981 25400 SH SHARED 17 7200 18200 D IDAHO GEN MINES INC COM 45127230 2 827 SH SHARED 827 D IDENIX PHARMACEUTICALS INC COM 45166R20 165 19100 SH SHARED 19100 D IDENIX PHARMACEUTICALS INC COM 45166R20 74 8600 SH SHARED 01 8600 D IDENIX PHARMACEUTICALS INC COM 45166R20 43 4985 SH SHARED 02 4985 D IDEARC INC COM 45166310 13748 479891 SH SHARED 477034 2857 D IDEARC INC COM 45166310 676 23608 SH SHARED 01 661 22947 D IDEARC INC COM 45166310 55 1941 SH SHR/OTHR 01 1941 D IDEARC INC COM 45166310 371 12974 SH SHARED 02 11413 1561 D IDEARC INC COM 45166310 518 18112 SH SHARED 04 18112 D IDEARC INC COM 45166310 1 59 SH SHARED 05 59 D IDEARC INC COM 45166310 154 5385 SH SHARED 06 4121 1264 D IDEARC INC COM 45166310 5934 207130 SH SHARED 10 150473 56657 D IDEARC INC COM 45166310 11 385 SH SHR/OTHR 10 385 D IDEARC INC COM 45166310 63 2207 SH SHARED 14 2207 D IDEARC INC COM 45166310 9346 326222 SH SHARED 17 316961 9261 D IDEARC INC COM 45166310 41 1459 SH SHARED 20 307 1152 D IDEARC INC COM 45166310 3 129 SH SHR/OTHR 20 129 D IDEARC INC COM 45166310 0 7 SH SHR/OTHR 21 7 D IDEARC INC COM 45166310 18 633 SH SHARED 22 380 253 D IDEARC INC COM 45166310 3 135 SH SHR/OTHR 22 135 D IDEARC INC COM 45166310 64 2264 SH SHARED 23 1829 435 D IDEARC INC COM 45166310 157 5506 SH SHR/OTHR 23 5506 D IDEX CORP COM 45167R10 61 1306 SH SHARED 1306 D IDEX CORP COM 45167R10 4730 99770 SH SHARED 01 80740 19030 D IDEX CORP COM 45167R10 32 685 SH SHARED 02 685 D IDEX CORP COM 45167R10 79 1675 SH SHARED 10 1675 D IDEX CORP COM 45167R10 28 600 SH SHARED 17 600 D IDEX CORP COM 45167R10 72 1530 SH SHARED 20 200 1330 D IDEX CORP COM 45167R10 105 2220 SH SHARED 21 900 1320 D IDEX CORP COM 45167R10 163 3441 SH SHARED 22 3166 275 D IDEX CORP COM 45167R10 23 500 SH SHR/OTHR 22 500 D IDEX CORP COM 45167R10 306 6455 SH SHARED 23 6080 375 D IDEX CORP COM 45167R10 28 605 SH SHR/OTHR 23 605 D IDEXX LABS INC COM 45168D10 541 6823 SH SHARED 6823 D IDEXX LABS INC COM 45168D10 317 4000 SH SHARED 01 4000 D IDEXX LABS INC COM 45168D10 539 6804 SH SHARED 02 6804 D IDEXX LABS INC COM 45168D10 12053 152000 SH SHARED 10 152000 D IDEXX LABS INC COM 45168D10 891 11248 SH SHARED 17 7448 3800 D IDEXX LABS INC COM 45168D10 229 2900 SH SHR/OTHR 21 2900 D IDERA PHARMACEUTICALS INC COM NEW 45168K30 1 370 SH SHARED 370 D IGATE CORP COM 45169U10 120 17518 SH SHARED 17518 D IGATE CORP COM 45169U10 7 1100 SH SHARED 01 1100 D IGATE CORP COM 45169U10 50 7400 SH SHARED 10 7400 D IKON OFFICE SOLUTIONS INC COM 45171310 1697 103716 SH SHARED 103716 D IKON OFFICE SOLUTIONS INC COM 45171310 1622 99100 SH SHARED 01 40000 59100 D IKON OFFICE SOLUTIONS INC COM 45171310 718 43900 SH SHARED 17 20100 23800 D IKANOS COMMUNICATIONS COM 45173E10 1126 129667 SH SHARED 129667 D IKANOS COMMUNICATIONS COM 45173E10 11 1330 SH SHARED 01 1330 D IHS INC CL A 45173410 723 18337 SH SHARED 18337 D IHS INC CL A 45173410 122 3100 SH SHARED 01 3100 D IHS INC CL A 45173410 1970 49900 SH SHARED 10 49900 D IHS INC CL A 45173410 7272 184200 SH SHARED 17 184200 D ILLINOIS TOOL WKS INC COM 45230810 68124 1474870 SH SHARED 1452970 21900 D ILLINOIS TOOL WKS INC COM 45230810 5818 125959 SH SHARED 01 8730 117229 D ILLINOIS TOOL WKS INC COM 45230810 340 7374 SH SHR/OTHR 01 7374 D ILLINOIS TOOL WKS INC COM 45230810 4020 87039 SH SHARED 02 82609 4430 D ILLINOIS TOOL WKS INC COM 45230810 9 200 SH SHARED 05 200 D ILLINOIS TOOL WKS INC COM 45230810 1849 40040 SH SHARED 06 35400 4640 D ILLINOIS TOOL WKS INC COM 45230810 120882 2617080 SH SHARED 10 1948770 668310 D ILLINOIS TOOL WKS INC COM 45230810 533 11560 SH SHR/OTHR 10 11560 D ILLINOIS TOOL WKS INC COM 45230810 1005 21776 SH SHARED 14 21776 D ILLINOIS TOOL WKS INC COM 45230810 369 8000 SH SHARED 16 8000 D ILLINOIS TOOL WKS INC COM 45230810 9281 200936 SH SHARED 17 191736 9200 D ILLINOIS TOOL WKS INC COM 45230810 4311 93339 SH SHARED 20 11459 81880 D ILLINOIS TOOL WKS INC COM 45230810 729 15800 SH SHR/OTHR 20 15800 D ILLINOIS TOOL WKS INC COM 45230810 536 11610 SH SHARED 21 11610 D ILLINOIS TOOL WKS INC COM 45230810 36 800 SH SHR/OTHR 21 800 D ILLINOIS TOOL WKS INC COM 45230810 427 9255 SH SHARED 22 4675 4580 D ILLINOIS TOOL WKS INC COM 45230810 255 5540 SH SHR/OTHR 22 5540 D ILLINOIS TOOL WKS INC COM 45230810 2425 52510 SH SHARED 23 51620 890 D ILLINOIS TOOL WKS INC COM 45230810 513 11122 SH SHR/OTHR 23 11122 D ILLUMINA INC COM 45232710 7208 183377 SH SHARED 183377 D ILLUMINA INC COM 45232710 90 2300 SH SHARED 01 2300 D ILLUMINA INC COM 45232710 158 4039 SH SHARED 02 4039 D ILLUMINA INC COM 45232710 99 2527 SH SHARED 10 2527 D ILLUMINA INC COM 45232710 8050 204800 SH SHARED 17 204800 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 4812 103661 SH SHARED 103661 D IMATION CORP COM 45245A10 572 12340 SH SHARED 01 12340 D IMATION CORP COM 45245A10 157 3400 SH SHARED 02 3400 D IMATION CORP COM 45245A10 376 8100 SH SHARED 17 800 7300 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 8552 9471000 PRN SHARED 9471000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 9386 10395000 PRN SHARED 02 10395000 D IMCLONE SYS INC COM 45245W10 13339 498478 SH SHARED 498478 D IMCLONE SYS INC COM 45245W10 238 8900 SH SHARED 01 8900 D IMCLONE SYS INC COM 45245W10 1111 41522 SH SHARED 02 41522 D IMCLONE SYS INC COM 45245W10 80 3000 SH SHARED 04 3000 D IMCLONE SYS INC COM 45245W10 48 1822 SH SHARED 14 1822 D IMCLONE SYS INC COM 45245W10 69 2584 SH SHARED 17 2184 400 D IMERGENT INC COM 45247Q10 8 286 SH SHARED 286 D IMERGENT INC COM 45247Q10 57 2000 SH SHARED 02 2000 D IMMTECH PHARMACEUTICALS INC COM 45251910 257 33917 SH SHARED 33917 D IMMERSION CORP COM 45252110 4 605 SH SHARED 605 D IMMUCOR INC COM 45252610 1545 52875 SH SHARED 52875 D IMMUCOR INC COM 45252610 181 6200 SH SHARED 01 6200 D IMMUCOR INC COM 45252610 2396 82000 SH SHARED 10 82000 D IMMUNOGEN INC COM 45253H10 4 920 SH SHARED 920 D IMMUNOGEN INC COM 45253H10 16 3337 SH SHARED 02 3337 D IMPAC MTG HLDGS INC COM 45254P10 3273 371938 SH SHARED 371938 D IMPAC MTG HLDGS INC COM 45254P10 128 14600 SH SHARED 01 14600 D IMPAC MTG HLDGS INC COM 45254P10 4 545 SH SHARED 02 265 280 D IMPAC MTG HLDGS INC COM 45254P10 1584 180000 SH SHARED 04 180000 D IMPAC MTG HLDGS INC COM 45254P10 2497 283800 SH SHARED 17 270000 13800 D IMMUNICON CORP DEL COM 45260A10 1 548 SH SHARED 548 D IMMUNICON CORP DEL COM 45260A10 54 16478 SH SHARED 02 16478 D IMMUNOMEDICS INC COM 45290710 3239 892358 SH SHARED 892358 D IMMUNOMEDICS INC COM 45290710 23 6422 SH SHARED 02 6422 D IMPERIAL OIL LTD COM NEW 45303840 1265 34365 SH SHARED 32765 1600 D IMPERIAL OIL LTD COM NEW 45303840 161 4386 SH SHARED 01 4386 D IMPERIAL OIL LTD COM NEW 45303840 5961 161874 SH SHARED 02 161874 D IMPERIAL OIL LTD COM NEW 45303840 11 300 SH SHARED 05 300 D IMPERIAL OIL LTD COM NEW 45303840 119 3251 SH SHARED 06 1251 2000 D IMPERIAL OIL LTD COM NEW 45303840 6618 179700 SH SHARED 10 24600 155100 D IMPERIAL OIL LTD COM NEW 45303840 1218 33075 SH SHR/OTHR 10 33075 D IMPERIAL OIL LTD COM NEW 45303840 327 8900 SH SHARED 14 8900 D IMPERIAL OIL LTD COM NEW 45303840 388 10560 SH SHARED 17 10560 D IMPERIAL OIL LTD COM NEW 45303840 33 900 SH SHARED 19 900 D IMPERIAL OIL LTD COM NEW 45303840 589 16000 SH SHR/OTHR 20 16000 D IMPERIAL SUGAR CO NEW COM NEW 45309620 1937 80043 SH SHARED 80043 D IMPERIAL SUGAR CO NEW COM NEW 45309620 62 2600 SH SHARED 01 2600 D IMPERIAL SUGAR CO NEW COM NEW 45309620 33 1391 SH SHR/OTHR 23 1391 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 2094 26500 SH SHARED 26500 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 73 925 SH SHARED 10 925 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 65175 824695 SH SHARED 17 824695 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 1 20 SH SHARED 20 20 D INCYTE CORP COM 45337C10 4789 820044 SH SHARED 820044 D INCYTE CORP COM 45337C10 17 3000 SH SHR/OTHR 01 3000 D INCYTE CORP COM 45337C10 73 12573 SH SHARED 02 12073 500 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 934 42811 SH SHARED 42811 D INDEPENDENT BANK CORP MASS COM 45383610 423 11762 SH SHARED 11762 D INDEPENDENT BANK CORP MASS COM 45383610 349 9700 SH SHARED 17 9700 D INDEPENDENT BANK CORP MICH COM 45383810 451 17833 SH SHARED 17833 D INDEVUS PHARMACEUTICALS INC NOTE 6.250% 7/1 454072AB 791 627000 PRN SHARED 627000 D INDEVUS PHARMACEUTICALS INC COM 45407210 2259 318195 SH SHARED 318195 D INDEVUS PHARMACEUTICALS INC COM 45407210 35 5052 SH SHARED 02 5052 D INDIA GLOBALIZATION CAP INC COM 45408X10 442 75800 SH SHARED 75800 D INDIA FD INC COM 45408910 4854 105757 SH SHARED 104557 1200 D INDIA FD INC COM 45408910 15 333 SH SHARED 02 333 D INDIA FD INC COM 45408910 46 1013 SH SHR/OTHR 23 1013 D INDUS INTL INC COM 45578L10 5 1458 SH SHARED 1458 D INDUSTRIAL DISTR GROUP INC COM 45606110 2 218 SH SHARED 218 D INDYMAC BANCORP INC COM 45660710 3569 79039 SH SHARED 79039 D INDYMAC BANCORP INC COM 45660710 1612 35700 SH SHARED 01 15800 19900 D INDYMAC BANCORP INC COM 45660710 359 7964 SH SHARED 02 7964 D INDYMAC BANCORP INC COM 45660710 492 10900 SH SHARED 14 10900 D INDYMAC BANCORP INC COM 45660710 451 10000 SH SHARED 17 10000 D INERGY HLDGS L P COM 45661Q10 90 2259 SH SHARED 2259 D INERGY L P UNIT LTD PTNR 45661510 9181 307993 SH SHARED 307993 D INERGY L P UNIT LTD PTNR 45661510 688 23105 SH SHARED 02 23105 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 317 22600 SH SHARED 22600 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 0 60 SH SHARED 02 60 D INFINITY ENERGY RESOURCES IN COM PAR .0001 45663L40 1 410 SH SHARED 410 D INFOCROSSING INC COM 45664X10 215 13235 SH SHARED 13235 D INFOCROSSING INC COM 45664X10 3 200 SH SHARED 02 200 D INFOCUS CORP COM 45665B10 2143 802687 SH SHARED 802687 D INFOCUS CORP COM 45665B10 0 300 SH SHARED 02 300 D INFINITY PHARMACEUTICALS INC COM 45665G30 1 157 SH SHARED 157 D INFINITY PPTY & CAS CORP COM 45665Q10 20006 413438 SH SHARED 413438 D INFINITY PPTY & CAS CORP COM 45665Q10 338 7000 SH SHARED 17 7000 D INFORMATICA CORP NOTE 3.000% 3/1 45666QAB 21768 22100000 PRN SHARED 22100000 D INFORMATICA CORP NOTE 3.000% 3/1 45666QAB 159 162000 PRN SHARED 02 162000 D INFORMATICA CORP COM 45666Q10 819 67135 SH SHARED 67135 D INFORMATICA CORP COM 45666Q10 422 34600 SH SHARED 01 34600 D INFORMATICA CORP COM 45666Q10 124 10200 SH SHARED 02 10200 D INFORMATICA CORP COM 45666Q10 407 33400 SH SHARED 17 32700 700 D INFORTE CORP COM 45677R10 16 4406 SH SHARED 02 4406 D INFOSPACE INC COM NEW 45678T20 35149 1713784 SH SHARED 1713784 D INFOSPACE INC COM NEW 45678T20 38 1900 SH SHARED 01 1900 D INFOSPACE INC COM NEW 45678T20 207 10100 SH SHARED 02 10100 D INFOSPACE INC COM NEW 45678T20 363 17700 SH SHARED 04 17700 D INFOSPACE INC COM NEW 45678T20 1193 58200 SH SHARED 10 58200 D INFOSPACE INC COM NEW 45678T20 734 35800 SH SHARED 17 35800 D INFOSONICS CORP COM 45678410 0 185 SH SHARED 185 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 40524 742744 SH SHARED 742744 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 752 13800 SH SHARED 01 10900 2900 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 5597 102600 SH SHARED 02 102400 200 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 2376 43550 SH SHARED 04 43550 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 43 800 SH SHARED 06 800 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 4049 74225 SH SHARED 10 55925 18300 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 158 2900 SH SHARED 15 2900 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 43 800 SH SHARED 17 800 D INFOUSA INC NEW COM 45681830 311 26157 SH SHARED 26157 D INFOUSA INC NEW COM 45681830 547 46000 SH SHARED 01 46000 D INFOUSA INC NEW COM 45681830 1270 106700 SH SHARED 10 106700 D INFOUSA INC NEW COM 45681830 186 15700 SH SHARED 17 15700 D ING GROEP N V SPONSORED ADR 45683710 22 500 SH SHARED 01 500 D ING GROEP N V SPONSORED ADR 45683710 111 2528 SH SHARED 02 2528 D ING GROEP N V SPONSORED ADR 45683710 90 2047 SH SHARED 10 2047 D ING GROEP N V SPONSORED ADR 45683710 37 851 SH SHARED 20 851 D ING GROEP N V SPONSORED ADR 45683710 53 1200 SH SHR/OTHR 20 1200 D ING GLOBAL EQTY DIV & PREM O COM 45684E10 82 3800 SH SHARED 02 3800 D INFRASOURCE SVCS INC COM 45684P10 458 21083 SH SHARED 21083 D INFRASOURCE SVCS INC COM 45684P10 111 5100 SH SHARED 01 5100 D INFRASOURCE SVCS INC COM 45684P10 1726 79300 SH SHARED 10 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37323 29000000 PRN SHARED 29000000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 630 14810 SH SHARED 14810 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 140 3300 SH SHARED 01 3300 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2342 55000 SH SHARED 10 55000 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 1260 29600 SH SHARED 17 29600 D INSURE COM INC COM 45807N10 0 104 SH SHARED 104 D INSURED MUN INCOME FD COM 45809F10 36 2749 SH SHARED 2749 D INSURED MUN INCOME FD COM 45809F10 452 34000 SH SHARED 10 34000 D INTEGRAL SYS INC MD COM 45810H10 198 8571 SH SHARED 8571 D INTEGRAMED AMER INC COM NEW 45810N30 2 136 SH SHARED 136 D INTEGRATED ELECTRICAL SVC COM 45811E30 947 53236 SH SHARED 53236 D INTAC INTL COM 45811T10 13962 1859243 SH SHARED 04 1859243 D INTAC INTL COM 45811T10 1020 157880 SH SHARED 06 57000 100880 D INTEGRATED BIOPHARMA INC COM 45811V10 1 164 SH SHARED 164 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 3162 204285 SH SHARED 204285 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1621 104770 SH SHARED 01 44900 59870 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 343 22193 SH SHARED 02 22083 110 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 309 20000 SH SHARED 04 20000 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1925 124400 SH SHARED 14 124400 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 1595 103072 SH SHARED 17 88462 14610 D INTEGRATED SILICON SOLUTION COM 45812P10 31 5451 SH SHARED 5451 D INTEGRA BK CORP COM 45814P10 512 18638 SH SHARED 18638 D INTEL CORP SDCV 2.950%12/1 458140AD 40906 45200000 PRN SHARED 04 45200000 D INTEL CORP SDCV 2.950%12/1 458140AD 2751 3040000 PRN SHARED 06 3040000 D INTEL CORP COM 45814010 40 2000 SH SHARED 2000 D INTEL CORP COM 45814010 1533811 75743780 SH SHARED 75396925 346855 D INTEL CORP COM 45814010 37101 1832191 SH SHARED 01 578574 1253617 D INTEL CORP COM 45814010 1814 89622 SH SHR/OTHR 01 89622 D INTEL CORP COM 45814010 90616 4474898 SH SHARED 02 4300661 174237 D INTEL CORP COM 45814010 124897 6167800 SH SHARED 04 6166800 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CL A 46069S10 6395 267361 SH SHARED 267361 D INTERSIL CORP CL A 46069S10 2781 116300 SH SHARED 01 62100 54200 D INTERSIL CORP CL A 46069S10 1090 45607 SH SHARED 02 44607 1000 D INTERSIL CORP CL A 46069S10 23 1000 SH SHARED 06 1000 D INTERSIL CORP CL A 46069S10 57 2423 SH SHARED 14 2423 D INTERSIL CORP CL A 46069S10 109 4589 SH SHARED 17 3089 1500 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 2423 2045000 PRN SHARED 2045000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 6344 5354000 PRN SHARED 02 5354000 D INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1 460690AZ 17719 14500000 PRN SHARED 14500000 D INTERPUBLIC GROUP COS INC COM 46069010 31798 2597940 SH SHARED 2597940 D INTERPUBLIC GROUP COS INC COM 46069010 1210 98891 SH SHARED 01 52500 46391 D INTERPUBLIC GROUP COS INC COM 46069010 4718 385502 SH SHARED 02 276017 109485 D INTERPUBLIC GROUP COS INC COM 46069010 735 60100 SH SHARED 05 60100 D INTERPUBLIC GROUP COS INC COM 46069010 428 35010 SH SHARED 06 32950 2060 D INTERPUBLIC GROUP COS INC COM 46069010 2468 201692 SH SHARED 17 192392 9300 D INTERPUBLIC GROUP COS INC COM 46069010 7 650 SH SHARED 20 650 D INTERPUBLIC GROUP COS INC COM 46069010 12 1000 SH SHR/OTHR 22 1000 D INTERSTATE HOTELS & RESRTS I COM 46088S10 4 668 SH SHARED 668 D INTERSTATE HOTELS & RESRTS I COM 46088S10 48 6500 SH SHARED 01 6500 D INTERSTATE HOTELS & RESRTS I COM 46088S10 30 4100 SH SHARED 02 4100 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 23 15 D INTERVEST BANCSHARES CORP CL A 46092710 1304 37923 SH SHARED 37923 D INTEROIL CORP COM 46095110 833 27527 SH SHARED 27527 D INTERSECTIONS INC COM 46098130 850 80542 SH SHARED 80542 D INTERWOVEN INC COM NEW 46114T50 3562 242840 SH SHARED 242840 D INTERVOICE INC NEW COM 46114210 5851 763921 SH SHARED 763921 D INTERVOICE INC NEW COM 46114210 38 5000 SH SHARED 02 5000 D INTEVAC INC COM 46114810 433 16702 SH SHARED 16702 D INTEVAC INC COM 46114810 75 2900 SH SHARED 01 2900 D INTEVAC INC COM 46114810 1222 47100 SH SHARED 10 47100 D INTEVAC INC COM 46114810 1393 53700 SH SHARED 17 53700 D INTRALASE CORP COM 46116910 372 16646 SH SHARED 16646 D INTROGEN THERAPEUTICS INC COM 46119F10 2 579 SH SHARED 579 D INTROGEN THERAPEUTICS INC COM 46119F10 15 3465 SH SHARED 02 3465 D INTUITIVE SURGICAL INC COM NEW 46120E60 2398 25012 SH SHARED 25012 D INTUITIVE SURGICAL INC COM NEW 46120E60 1122 11700 SH SHARED 01 11700 D INTUITIVE SURGICAL INC COM NEW 46120E60 2234 23304 SH SHARED 02 19669 3635 D INTUITIVE SURGICAL INC COM NEW 46120E60 5411 56425 SH SHARED 17 56025 400 D INTUIT COM 46120210 18885 618991 SH SHARED 618991 D INTUIT COM 46120210 1800 59022 SH SHARED 01 19900 39122 D INTUIT COM 46120210 4123 135150 SH SHARED 02 135150 D INTUIT COM 46120210 2410 79000 SH SHARED 04 79000 D INTUIT COM 46120210 6 200 SH SHARED 05 200 D INTUIT COM 46120210 995 32628 SH SHARED 06 29308 3320 D INTUIT COM 46120210 1995 65400 SH SHARED 10 63400 2000 D INTUIT COM 46120210 13 458 SH SHARED 14 458 D INTUIT COM 46120210 4598 150729 SH SHARED 17 138529 12200 D INVACARE CORP COM 46120310 6401 260749 SH SHARED 260749 D INVACARE CORP COM 46120310 105 4300 SH SHARED 01 4300 D INVACARE CORP COM 46120310 120 4900 SH SHARED 10 4900 D INVACARE CORP COM 46120310 206 8400 SH SHARED 17 300 8100 D INVENTIV HEALTH INC COM 46122E10 3659 103521 SH SHARED 103521 D INVENTIV HEALTH INC COM 46122E10 230 6525 SH SHARED 01 1975 4550 D INVENTIV HEALTH INC COM 46122E10 9286 262700 SH SHARED 10 217000 45700 D INVENTIV HEALTH INC COM 46122E10 16055 454200 SH SHARED 17 320100 134100 D INVERNESS MED INNOVATIONS IN COM 46126P10 1010 26111 SH SHARED 26111 D INVERNESS MED INNOVATIONS IN COM 46126P10 855 22100 SH SHARED 01 22100 D INVERNESS MED INNOVATIONS IN COM 46126P10 456 11800 SH SHARED 17 9200 2600 D INVESTMENT GRADE MUN INCOME COM 46136810 18 1337 SH SHARED 1337 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 6087 141966 SH SHARED 141966 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 8 200 SH SHARED 01 200 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 48 1121 SH SHARED 02 621 500 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 130 3050 SH SHARED 06 3050 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 132 3100 SH SHARED 17 1000 2100 D INVESTOOLS INC COM 46145P10 486 35248 SH SHARED 35248 D INVESTOOLS INC COM 46145P10 1515 109896 SH SHARED 01 109896 D INVESTORS BANCORP INC COM 46146P10 630 40100 SH SHARED 40100 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 373 36368 SH SHARED 36368 D INVESTORS TITLE CO COM 46180410 2 49 SH SHARED 49 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1462 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 26514 26594000 PRN SHARED 26594000 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 3690 4326000 PRN SHARED 02 4326000 D INVITROGEN CORP COM 46185R10 8144 143927 SH SHARED 143927 D INVITROGEN CORP COM 46185R10 1664 29413 SH SHARED 01 15000 14413 D INVITROGEN CORP COM 46185R10 2389 42221 SH SHARED 02 41221 1000 D INVITROGEN CORP COM 46185R10 92 1639 SH SHARED 06 1379 260 D INVITROGEN CORP COM 46185R10 7079 125100 SH SHARED 10 125100 D INVITROGEN CORP COM 46185R10 413 7300 SH SHARED 17 6700 600 D INVESTORS FINL SERVICES CORP COM 46191510 2058 48251 SH SHARED 48251 D INVESTORS FINL SERVICES CORP COM 46191510 1536 36000 SH SHARED 01 16300 19700 D INVESTORS FINL SERVICES CORP COM 46191510 441 10340 SH SHARED 02 7440 2900 D INVESTORS FINL SERVICES CORP COM 46191510 76 1800 SH SHARED 06 1400 400 D INVESTORS FINL SERVICES CORP COM 46191510 8 200 SH SHARED 17 200 D IOMEGA CORP COM NEW 46203030 90 25506 SH SHARED 25506 D ION MEDIA NETWORKS INC CL A 46205A10 372 745737 SH SHARED 745737 D IONATRON INC COM 46207010 102 25119 SH SHARED 25119 D IOWA TELECOMM SERVICES INC COM 46259420 1557 78998 SH SHARED 78998 D IOWA TELECOMM SERVICES INC COM 46259420 9 500 SH SHARED 02 500 D IOWA TELECOMM SERVICES INC COM 46259420 337 17100 SH SHARED 10 17100 D IOWA TELECOMM SERVICES INC COM 46259420 14695 745600 SH SHARED 17 739000 6600 D IPASS INC COM 46261V10 296 50418 SH SHARED 50418 D IPASS INC COM 46261V10 41 7100 SH SHARED 02 100 7000 D IPSCO INC COM 46262210 1127 12011 SH SHARED 12011 D IPSCO INC COM 46262210 28 300 SH SHARED 01 300 D IPSCO INC COM 46262210 291 3100 SH SHARED 02 3100 D IPSCO INC COM 46262210 1024 10910 SH SHARED 06 10760 150 D IPSCO INC COM 46262210 10219 108869 SH SHARED 10 103519 5350 D IPSCO INC COM 46262210 265 2825 SH SHARED 14 2825 D IPSCO INC COM 46262210 2930 31223 SH SHARED 17 30823 400 D IPSCO INC COM 46262210 4 44 SH SHARED 20 44 D IRELAND BK SPONSORED ADR 46267Q10 119 1300 SH SHARED 1300 D IRIDEX CORP COM 46268410 1 176 SH SHARED 176 D IRIS INTL INC COM 46270W10 172 13640 SH SHARED 13640 D IROBOT CORP COM 46272610 160 8867 SH SHARED 8867 D IRON MTN INC COM 46284610 452 10937 SH SHARED 10937 D IRON MTN INC COM 46284610 55 1350 SH SHARED 01 1350 D IRON MTN INC COM 46284610 60 1470 SH SHARED 02 1470 D IRON MTN INC COM 46284610 103 2500 SH SHARED 06 2500 D IRON MTN INC COM 46284610 5452 131900 SH SHARED 17 131000 900 D IRWIN FINL CORP COM 46411910 357 15802 SH SHARED 15802 D IRWIN FINL CORP COM 46411910 65 2900 SH SHARED 01 2900 D IRWIN FINL CORP COM 46411910 271 12000 SH SHARED 17 300 11700 D ISCO INTL INC COM 46426P10 0 100 SH SHARED 01 100 D ISHARES SILVER TRUST ISHARES 46428Q10 205 1595 SH SHARED 02 1595 D ISHARES SILVER TRUST ISHARES 46428Q10 73 570 SH SHARED 04 570 D ISHARES SILVER TRUST ISHARES 46428Q10 8474 65875 SH SHARED 10 65000 875 D ISHARES SILVER TRUST ISHARES 46428Q10 245 1910 SH SHARED 20 1910 D ISHARES COMEX GOLD TR ISHARES 46428510 63 1000 SH SHR/OTHR 01 1000 D ISHARES COMEX GOLD TR ISHARES 46428510 177 2804 SH SHARED 02 2804 D ISHARES COMEX GOLD TR ISHARES 46428510 248 3930 SH SHARED 20 3930 D ISHARES INC MSCI AUSTRIA 46428620 1298 35099 SH SHARED 02 35099 D ISHARES INC MSCI BELGIUM 46428630 22 880 SH SHARED 02 880 D ISHARES INC MSCI BRAZIL 46428640 18383 392400 SH SHARED 392400 D ISHARES INC MSCI BRAZIL 46428640 187 4000 SH SHARED 01 4000 D ISHARES INC MSCI BRAZIL 46428640 1232 26317 SH SHARED 02 346 25971 D ISHARES INC MSCI BRAZIL 46428640 5193 110846 SH SHARED 06 110846 D ISHARES INC MSCI BRAZIL 46428640 955 20400 SH SHARED 15 20400 D ISHARES INC MSCI BRAZIL 46428640 421 9000 SH SHARED 19 9000 D ISHARES INC MSCI CDA INDEX 46428650 17884 706349 SH SHARED 02 700200 6149 D ISHARES INC MSCI EMU INDEX 46428660 1715 16600 SH SHARED 02 16600 D ISHARES INC MSCI EMU INDEX 46428660 44 430 SH SHR/OTHR 20 430 D ISHARES INC MSCI EMU INDEX 46428660 38 372 SH SHARED 23 372 D ISHARES INC MSCI PAC J IDX 46428666 5197 41500 SH SHARED 41500 D ISHARES INC MSCI PAC J IDX 46428666 1207 9645 SH SHARED 01 9645 D ISHARES INC MSCI PAC J IDX 46428666 98 786 SH SHARED 02 786 D ISHARES INC MSCI PAC J IDX 46428666 789 6300 SH SHARED 15 6300 D ISHARES INC MSCI PAC J IDX 46428666 375 3000 SH SHARED 19 3000 D ISHARES INC MSCI PAC J IDX 46428666 183 1465 SH SHR/OTHR 20 1465 D ISHARES INC MSCI SINGAPORE 46428667 1725 154100 SH SHARED 154100 D ISHARES INC MSCI SINGAPORE 46428667 22 2000 SH SHARED 02 2000 D ISHARES INC MSCI SINGAPORE 46428667 59 5350 SH SHR/OTHR 20 5350 D ISHARES INC MSCI UTD KINGD 46428669 40 1714 SH SHARED 23 1714 D ISHARES INC MSCI FRANCE 46428670 362 10600 SH SHARED 10600 D ISHARES INC MSCI TAIWAN 46428673 2401 165473 SH SHARED 165473 D ISHARES INC MSCI TAIWAN 46428673 4106 283000 SH SHARED 01 283000 D ISHARES INC MSCI TAIWAN 46428673 8 600 SH SHARED 02 600 D ISHARES INC MSCI TAIWAN 46428673 332 22944 SH SHARED 04 22944 D ISHARES INC MSCI TAIWAN 46428673 11307 779280 SH SHARED 19 779280 D ISHARES INC MSCI SWITZERLD 46428674 19 800 SH SHARED 23 800 D ISHARES INC MSCI SWEDEN 46428675 106 3300 SH SHARED 02 3300 D ISHARES INC MSCI SPAIN 46428676 105 1961 SH SHARED 02 1961 D ISHARES INC MSCI S KOREA 46428677 5330 107900 SH SHARED 107900 D ISHARES INC MSCI S KOREA 46428677 1525 30890 SH SHARED 02 12251 18639 D ISHARES INC MSCI S KOREA 46428677 498 10100 SH SHARED 15 10100 D ISHARES INC MSCI S KOREA 46428677 148 3000 SH SHARED 19 3000 D ISHARES INC MSCI S KOREA 46428677 217 4400 SH SHARED 21 4400 D ISHARES INC MSCI S KOREA 46428677 98 2000 SH SHR/OTHR 21 2000 D ISHARES INC MSCI S KOREA 46428677 24 500 SH SHR/OTHR 23 500 D ISHARES INC MSCI STH AFRCA 46428678 57 500 SH SHARED 02 500 D ISHARES INC MSCI STH AFRCA 46428678 1388 12075 SH SHARED 06 12075 D ISHARES INC MSCI GERMAN 46428680 22 835 SH SHARED 02 835 D ISHARES INC MSCI MEXICO 46428682 1278 24955 SH SHARED 02 24955 D ISHARES INC MSCI MALAYSIA 46428683 5134 564200 SH SHARED 564200 D ISHARES INC MSCI MALAYSIA 46428683 13 1532 SH SHARED 02 1532 D ISHARES INC MSCI JAPAN 46428684 32683 2300000 SH SHARED 2300000 D ISHARES INC MSCI JAPAN 46428684 10971 772105 SH SHARED 01 568085 204020 D ISHARES INC MSCI JAPAN 46428684 849 59800 SH SHR/OTHR 01 59800 D ISHARES INC MSCI JAPAN 46428684 15554 1094650 SH SHARED 02 857194 237456 D ISHARES INC MSCI JAPAN 46428684 82 5787 SH SHARED 04 5787 D ISHARES INC MSCI JAPAN 46428684 1066 75075 SH SHARED 20 40090 34985 D ISHARES INC MSCI JAPAN 46428684 1049 73880 SH SHARED 21 73880 D ISHARES INC MSCI JAPAN 46428684 206 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 1266 89100 SH SHARED 23 51600 37500 D ISHARES INC MSCI JAPAN 46428684 561 39540 SH SHR/OTHR 23 39540 D ISHARES INC MSCI ITALY 46428685 96 2900 SH SHARED 2900 D ISHARES INC MSCI HONG KONG 46428687 494 30900 SH SHARED 30900 D ISHARES INC MSCI HONG KONG 46428687 36000 2250000 SH SHARED 02 2250000 D ISHARES INC MSCI HONG KONG 46428687 1275 79700 SH SHARED 15 79700 D ISHARES INC MSCI HONG KONG 46428687 513 32100 SH SHARED 19 32100 D ISHARES TR S&P 100 IDX FD 46428710 383 5800 SH SHR/OTHR 23 5800 D ISHARES TR DJ SEL DIV INX 46428716 1302 18409 SH SHARED 02 18409 D ISHARES TR DJ SEL DIV INX 46428716 200 2837 SH SHR/OTHR 23 2837 D ISHARES TR US TIPS BD FD 46428717 3940 39884 SH SHARED 39884 D ISHARES TR US TIPS BD FD 46428717 2366 23957 SH SHARED 01 4536 19421 D ISHARES TR US TIPS BD FD 46428717 29 300 SH SHR/OTHR 01 300 D ISHARES TR US TIPS BD FD 46428717 84 858 SH SHARED 02 858 D ISHARES TR US TIPS BD FD 46428717 33 338 SH SHARED 10 338 D ISHARES TR US TIPS BD FD 46428717 854 8650 SH SHARED 20 7265 1385 D ISHARES TR US TIPS BD FD 46428717 179 1817 SH SHARED 22 1817 D ISHARES TR US TIPS BD FD 46428717 95 965 SH SHR/OTHR 22 965 D ISHARES TR US TIPS BD FD 46428717 8030 81276 SH SHARED 23 78276 3000 D ISHARES TR US TIPS BD FD 46428717 1131 11451 SH SHR/OTHR 23 11451 D ISHARES TR FTSE XNHUA IDX 46428718 111 1000 SH SHARED 1000 D ISHARES TR FTSE XNHUA IDX 46428718 586 5266 SH SHARED 02 5266 D ISHARES TR FTSE XNHUA IDX 46428718 50 450 SH SHR/OTHR 20 450 D ISHARES TR TRANSP AVE IDX 46428719 16 200 SH SHARED 02 200 D ISHARES TR S&P 500 INDEX 46428720 23 165 SH SHARED 02 165 D ISHARES TR S&P 500 INDEX 46428720 1050 7400 SH SHARED 06 7400 D ISHARES TR S&P 500 INDEX 46428720 305 2150 SH SHARED 23 2150 D ISHARES TR LEHMAN AGG BND 46428722 5986 60042 SH SHARED 60042 D ISHARES TR LEHMAN AGG BND 46428722 19 192 SH SHARED 01 192 D ISHARES TR LEHMAN AGG BND 46428722 1081 10851 SH SHARED 02 10851 D ISHARES TR MSCI EMERG MKT 46428723 379349 3322671 SH SHARED 3322671 D ISHARES TR MSCI EMERG MKT 46428723 5611 49150 SH SHARED 01 26700 22450 D ISHARES TR MSCI EMERG MKT 46428723 566 4960 SH SHR/OTHR 01 4960 D ISHARES TR MSCI EMERG MKT 46428723 4146 36320 SH SHARED 02 66 36254 D ISHARES TR MSCI EMERG MKT 46428723 72 635 SH SHARED 10 635 D ISHARES TR MSCI EMERG MKT 46428723 1427 12500 SH SHARED 15 12500 D ISHARES TR MSCI EMERG MKT 46428723 16508 144600 SH SHARED 19 144600 D ISHARES TR MSCI EMERG MKT 46428723 830 7275 SH SHARED 20 665 6610 D ISHARES TR MSCI EMERG MKT 46428723 293 2570 SH SHR/OTHR 20 2570 D ISHARES TR MSCI EMERG MKT 46428723 705 6175 SH SHARED 21 6175 D ISHARES TR MSCI EMERG MKT 46428723 6940 60795 SH SHARED 22 34160 26635 D ISHARES TR MSCI EMERG MKT 46428723 1840 16123 SH SHR/OTHR 22 16123 D ISHARES TR MSCI EMERG MKT 46428723 15054 131857 SH SHARED 23 130587 1270 D ISHARES TR MSCI EMERG MKT 46428723 10450 91536 SH SHR/OTHR 23 91536 D ISHARES TR IBOXX INV CPBD 46428724 10 100 SH SHARED 100 D ISHARES TR IBOXX INV CPBD 46428724 23 219 SH SHARED 02 219 D ISHARES TR S&P GBL TELCM 46428727 6 100 SH SHARED 02 100 D ISHARES TR S&P GBL INF 46428729 116 2000 SH SHARED 02 2000 D ISHARES TR S&P500 GRW 46428730 9282 142984 SH SHARED 02 142984 D ISHARES TR S&P500 GRW 46428730 442 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 2452 22000 SH SHARED 22000 D ISHARES TR S&P GBL ENER 46428734 66 600 SH SHARED 02 600 D ISHARES TR S&P GBL ENER 46428734 2131 19120 SH SHARED 19 19120 D ISHARES TR S&P GBL ENER 46428734 55 500 SH SHR/OTHR 23 500 D ISHARES TR GS NAT RES IDX 46428737 3667 36099 SH SHARED 01 4235 31864 D ISHARES TR GS NAT RES IDX 46428737 700 6899 SH SHR/OTHR 01 6899 D ISHARES TR GS NAT RES IDX 46428737 132 1300 SH SHARED 02 1300 D ISHARES TR GS NAT RES IDX 46428737 1091 10745 SH SHARED 10 2000 8745 D ISHARES TR GS NAT RES IDX 46428737 368 3630 SH SHR/OTHR 10 3630 D ISHARES TR GS NAT RES IDX 46428737 3810 37503 SH SHARED 20 13740 23763 D ISHARES TR GS NAT RES IDX 46428737 396 3900 SH SHR/OTHR 20 3900 D ISHARES TR GS NAT RES IDX 46428737 54 535 SH SHARED 21 535 D ISHARES TR GS NAT RES IDX 46428737 33 325 SH SHR/OTHR 21 325 D ISHARES TR GS NAT RES IDX 46428737 2453 24147 SH SHARED 22 12672 11475 D ISHARES TR GS NAT RES IDX 46428737 341 3358 SH SHR/OTHR 22 3358 D ISHARES TR GS NAT RES IDX 46428737 6985 68752 SH SHARED 23 66802 1950 D ISHARES TR GS NAT RES IDX 46428737 5128 50474 SH SHR/OTHR 23 50474 D ISHARES TR S&P LTN AM 40 46428739 862 5074 SH SHARED 5074 D ISHARES TR S&P LTN AM 40 46428739 3446 20284 SH SHARED 02 20284 D ISHARES TR S&P LTN AM 40 46428739 59 350 SH SHR/OTHR 20 350 D ISHARES TR S&P 500 VALUE 46428740 1968 25600 SH SHARED 25600 D ISHARES TR S&P 500 VALUE 46428740 12581 163628 SH SHARED 02 163628 D ISHARES TR S&P 500 VALUE 46428740 449 5850 SH SHARED 22 5850 D ISHARES TR S&P 500 VALUE 46428740 329 4286 SH SHR/OTHR 23 4286 D ISHARES TR 20+ YR TRS BD 46428743 185 2100 SH SHARED 2100 D ISHARES TR 20+ YR TRS BD 46428743 459 5200 SH SHARED 01 5200 D ISHARES TR 20+ YR TRS BD 46428743 7748 87628 SH SHARED 02 87628 D ISHARES TR 7-10 YR TRS BD 46428744 10777 130729 SH SHARED 130729 D ISHARES TR 7-10 YR TRS BD 46428744 1137 13800 SH SHARED 01 13800 D ISHARES TR 7-10 YR TRS BD 46428744 329 4000 SH SHARED 02 4000 D ISHARES TR 1-3 YR TRS BD 46428745 8 100 SH SHARED 100 D ISHARES TR 1-3 YR TRS BD 46428745 19 242 SH SHARED 01 242 D ISHARES TR 1-3 YR TRS BD 46428745 963 12052 SH SHARED 02 12052 D ISHARES TR 1-3 YR TRS BD 46428745 31 400 SH SHARED 23 400 D ISHARES TR MSCI EAFE IDX 46428746 4492 61350 SH SHARED 61350 D ISHARES TR MSCI EAFE IDX 46428746 4734 64659 SH SHARED 01 6000 58659 D ISHARES TR MSCI EAFE IDX 46428746 1302 17785 SH SHR/OTHR 01 17785 D ISHARES TR MSCI EAFE IDX 46428746 6104 83372 SH SHARED 02 1193 82179 D ISHARES TR MSCI EAFE IDX 46428746 1847 25232 SH SHARED 10 2320 22912 D ISHARES TR MSCI EAFE IDX 46428746 322 4410 SH SHR/OTHR 10 4410 D ISHARES TR MSCI EAFE IDX 46428746 2602 35537 SH SHARED 20 5750 29787 D ISHARES TR MSCI EAFE IDX 46428746 1036 14160 SH SHR/OTHR 20 14160 D ISHARES TR MSCI EAFE IDX 46428746 640 8754 SH SHARED 21 8754 D ISHARES TR MSCI EAFE IDX 46428746 186 2550 SH SHARED 22 2550 D ISHARES TR MSCI EAFE IDX 46428746 3495 47745 SH SHARED 23 46745 1000 D ISHARES TR MSCI EAFE IDX 46428746 7949 108564 SH SHR/OTHR 23 108564 D ISHARES TR RUSSELL MCP VL 46428747 1721 11758 SH SHARED 02 11758 D ISHARES TR RUSSELL MCP GR 46428748 1155 11213 SH SHARED 02 11213 D ISHARES TR RUSSELL MIDCAP 46428749 415 4159 SH SHARED 02 9 4150 D ISHARES TR RUSSELL MIDCAP 46428749 58 585 SH SHARED 21 585 D ISHARES TR S&P MIDCAP 400 46428750 160 2000 SH SHARED 02 2000 D ISHARES TR GLMN SCHS SOFT 46428751 396 8897 SH SHARED 02 8897 D ISHARES TR GLDM SCHS SEMI 46428752 390 6400 SH SHARED 02 500 5900 D ISHARES TR GLDM SCHS NETW 46428753 32 1000 SH SHARED 02 1000 D ISHARES TR GLDM SACHS TEC 46428754 173 3382 SH SHARED 02 3382 D ISHARES TR NASDQ BIO INDX 46428755 11510 148029 SH SHARED 144367 3662 D ISHARES TR NASDQ BIO INDX 46428755 6613 85055 SH SHARED 01 76605 8450 D ISHARES TR NASDQ BIO INDX 46428755 80 1041 SH SHARED 02 1041 D ISHARES TR NASDQ BIO INDX 46428755 2590 33319 SH SHARED 04 33319 D ISHARES TR NASDQ BIO INDX 46428755 55374 712125 SH SHARED 10 694375 17750 D ISHARES TR NASDQ BIO INDX 46428755 663 8527 SH SHARED 15 8527 D ISHARES TR NASDQ BIO INDX 46428755 1181 15200 SH SHARED 17 15200 D ISHARES TR NASDQ BIO INDX 46428755 6555 84302 SH SHARED 19 84302 D ISHARES TR NASDQ BIO INDX 46428755 38 500 SH SHR/OTHR 21 500 D ISHARES TR NASDQ BIO INDX 46428755 29 375 SH SHR/OTHR 23 375 D ISHARES TR COHEN&ST RLTY 46428756 524 5228 SH SHARED 01 440 4788 D ISHARES TR COHEN&ST RLTY 46428756 573 5718 SH SHARED 02 5718 D ISHARES TR COHEN&ST RLTY 46428756 102 1025 SH SHARED 10 1025 D ISHARES TR COHEN&ST RLTY 46428756 691 6890 SH SHARED 20 4520 2370 D ISHARES TR COHEN&ST RLTY 46428756 49 495 SH SHR/OTHR 20 495 D ISHARES TR COHEN&ST RLTY 46428756 202 2020 SH SHARED 21 2020 D ISHARES TR COHEN&ST RLTY 46428756 5072 50578 SH SHARED 22 33978 16600 D ISHARES TR COHEN&ST RLTY 46428756 920 9173 SH SHR/OTHR 22 9173 D ISHARES TR COHEN&ST RLTY 46428756 5220 52048 SH SHARED 23 51288 760 D ISHARES TR COHEN&ST RLTY 46428756 4991 49761 SH SHR/OTHR 23 49761 D ISHARES TR S&P GLB100INDX 46428757 14 200 SH SHARED 02 200 D ISHARES TR CONS SRVC IDX 46428758 107 1600 SH SHARED 1600 D ISHARES TR RUSSELL1000VAL 46428759 66 800 SH SHARED 01 800 D ISHARES TR RUSSELL1000VAL 46428759 4758 57540 SH SHARED 02 404 57136 D ISHARES TR RUSSELL1000VAL 46428759 85 1035 SH SHARED 21 1035 D ISHARES TR RUSSELL1000VAL 46428759 27 332 SH SHARED 23 332 D ISHARES TR S&P MC 400 GRW 46428760 615 7717 SH SHARED 02 7717 D ISHARES TR RUSSELL1000GRW 46428761 110 2000 SH SHARED 2000 D ISHARES TR RUSSELL1000GRW 46428761 630 11459 SH SHARED 02 11459 D ISHARES TR RUSSELL1000GRW 46428761 891 16200 SH SHARED 23 16200 D ISHARES TR RUSSELL1000GRW 46428761 658 11975 SH SHR/OTHR 23 11975 D ISHARES TR RUSSELL 1000 46428762 15 200 SH SHARED 200 D ISHARES TR RUSSELL 1000 46428762 364 4745 SH SHARED 02 4745 D ISHARES TR RUSL 2000 VALU 46428763 238 2975 SH SHARED 01 2975 D ISHARES TR RUSL 2000 VALU 46428763 1634 20422 SH SHARED 02 360 20062 D ISHARES TR RUSL 2000 VALU 46428763 20 260 SH SHARED 21 260 D ISHARES TR RUSL 2000 GROW 46428764 1169 14885 SH SHARED 02 128 14757 D ISHARES TR RUSL 2000 GROW 46428764 20 255 SH SHARED 21 255 D ISHARES TR RUSSELL 2000 46428765 1711704 21936494 SH SHARED 21936494 D ISHARES TR RUSSELL 2000 46428765 7239 92781 SH SHARED 01 2851 89930 D ISHARES TR RUSSELL 2000 46428765 524 6718 SH SHR/OTHR 01 6718 D ISHARES TR RUSSELL 2000 46428765 290876 3727755 SH SHARED 02 3724375 3380 D ISHARES TR RUSSELL 2000 46428765 99 1270 SH SHARED 10 1270 D ISHARES TR RUSSELL 2000 46428765 1448 18565 SH SHARED 20 18565 D ISHARES TR RUSSELL 2000 46428765 43 560 SH SHR/OTHR 20 560 D ISHARES TR RUSSELL 2000 46428765 820 10510 SH SHARED 22 10510 D ISHARES TR RUSSELL 2000 46428765 1800 23069 SH SHARED 23 22669 400 D ISHARES TR RUSSELL 2000 46428765 2454 31459 SH SHR/OTHR 23 31459 D ISHARES TR RUSL 3000 VALU 46428766 306 2840 SH SHARED 02 2840 D ISHARES TR RUSL 3000 GROW 46428767 89 2000 SH SHARED 02 2000 D ISHARES TR RUSL 3000 GROW 46428767 425 9470 SH SHARED 23 9470 D ISHARES TR DJ US UTILS 46428769 26 300 SH SHARED 02 300 D ISHARES TR S&P MIDCP VALU 46428770 376 4746 SH SHARED 02 4746 D ISHARES TR DJ US TELECOMM 46428771 8 300 SH SHARED 300 D ISHARES TR DJ US TELECOMM 46428771 46 1580 SH SHARED 02 50 1530 D ISHARES TR DJ US TECH SEC 46428772 27 500 SH SHARED 500 D ISHARES TR DJ US TECH SEC 46428772 27 500 SH SHARED 02 500 D ISHARES TR DJ US TECH SEC 46428772 6 120 SH SHARED 19 120 D ISHARES TR DJ US TECH SEC 46428772 405 7450 SH SHARED 23 7450 D ISHARES TR DJ US REAL EST 46428773 24322 291817 SH SHARED 291817 D ISHARES TR DJ US REAL EST 46428773 3774 45290 SH SHARED 02 44700 590 D ISHARES TR DJ US REAL EST 46428773 14511 174100 SH SHARED 06 174100 D ISHARES TR DJ US REAL EST 46428773 200 2400 SH SHR/OTHR 23 2400 D ISHARES TR DJ US INDUSTRL 46428775 52 800 SH SHARED 800 D ISHARES TR DJ US INDUSTRL 46428775 15 230 SH SHARED 01 230 D ISHARES TR DJ US INDUSTRL 46428775 71 1100 SH SHARED 02 1100 D ISHARES TR DJ US HEALTHCR 46428776 6 100 SH SHARED 100 D ISHARES TR DJ US HEALTHCR 46428776 127 1925 SH SHR/OTHR 01 1925 D ISHARES TR DJ US HEALTHCR 46428776 802 12106 SH SHARED 02 12106 D ISHARES TR DJ US HEALTHCR 46428776 213 3215 SH SHARED 23 3215 D ISHARES TR DJ US FINL SEC 46428778 25 218 SH SHARED 02 218 D ISHARES TR DJ US FINL SEC 46428778 117 1000 SH SHARED 20 1000 D ISHARES TR DJ US ENERGY 46428779 16 159 SH SHARED 01 159 D ISHARES TR DJ US ENERGY 46428779 102 1005 SH SHARED 02 1005 D ISHARES TR S&P SMLCAP 600 46428780 39 600 SH SHARED 600 D ISHARES TR S&P SMLCAP 600 46428780 576 8738 SH SHARED 02 8738 D ISHARES TR S&P SMLCAP 600 46428780 33 500 SH SHARED 20 500 D ISHARES TR CONS GOODS IDX 46428781 11 200 SH SHARED 200 D ISHARES TR DJ US BAS MATL 46428783 52 897 SH SHARED 897 D ISHARES TR DJ US BAS MATL 46428783 15 261 SH SHARED 01 261 D ISHARES TR DJ US BAS MATL 46428783 71 1209 SH SHARED 02 1209 D ISHARES TR DJ US BAS MATL 46428783 141 2400 SH SHR/OTHR 20 2400 D ISHARES TR DJ US TOTL MKT 46428784 240 3495 SH SHARED 02 3495 D ISHARES TR S&P EURO PLUS 46428786 47 448 SH SHARED 02 448 D ISHARES TR S&P EURO PLUS 46428786 209 2000 SH SHARED 20 2000 D ISHARES TR S&P EURO PLUS 46428786 44 420 SH SHR/OTHR 20 420 D ISHARES TR S&P EURO PLUS 46428786 17 170 SH SHR/OTHR 23 170 D ISHARES TR S&P SMLCP VALU 46428787 978 12992 SH SHARED 02 12992 D ISHARES TR S&P SMLCP VALU 46428787 437 5805 SH SHARED 10 5805 D ISHARES TR S&P SMLCP VALU 46428787 219 2920 SH SHR/OTHR 10 2920 D ISHARES TR S&P SMLCP VALU 46428787 235 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 884 6916 SH SHARED 02 6916 D ISHARES TR MID GRWTH INDX 46428830 25 300 SH SHARED 02 300 D ISHARES TR SMLL CORE INDX 46428850 511 5921 SH SHARED 02 5921 D ISHARES TR DJ HOME CONSTN 46428875 16 400 SH SHARED 400 D ISHARES TR DJ HOME CONSTN 46428875 4 100 SH SHARED 02 100 D ISHARES TR DJ HOME CONSTN 46428875 12 300 SH SHARED 20 300 D ISHARES TR DJ HEALTH CARE 46428882 10 200 SH SHARED 02 200 D ISHARES TR DJ PHARMA INDX 46428883 74 1400 SH SHARED 02 1400 D ISILON SYS INC COM 46432L10 91 3350 SH SHARED 3350 D ISILON SYS INC COM 46432L10 1191 43550 SH SHARED 04 43550 D ISILON SYS INC COM 46432L10 790 28900 SH SHARED 17 28900 D ISIS PHARMACEUTICALS INC COM 46433010 654 58860 SH SHARED 58860 D ISIS PHARMACEUTICALS INC COM 46433010 78 7096 SH SHARED 02 7096 D ISIS PHARMACEUTICALS INC DEL NOTE 5.500% 5/0 464337AC 10426 10500000 PRN SHARED 10500000 D ISLE OF CAPRI CASINOS INC COM 46459210 2438 91731 SH SHARED 91731 D ISLE OF CAPRI CASINOS INC COM 46459210 55 2100 SH SHARED 01 2100 D ISOLAGEN INC COM 46488N10 2 746 SH SHARED 746 D ITERIS INC COM 46564T10 1 641 SH SHARED 641 D ITC HLDGS CORP COM 46568510 570 14299 SH SHARED 14299 D ITRON INC NOTE 2.500% 8/0 465741AJ 12780 12000000 PRN SHARED 02 12000000 D ITRON INC COM 46574110 4368 84264 SH SHARED 84264 D ITRON INC COM 46574110 1715 33100 SH SHARED 01 29050 4050 D ITRON INC COM 46574110 45 880 SH SHARED 02 880 D ITRON INC COM 46574110 10196 196700 SH SHARED 04 196700 D ITRON INC COM 46574110 3628 70000 SH SHARED 05 70000 D ITRON INC COM 46574110 14256 275000 SH SHARED 10 236200 38800 D ITRON INC COM 46574110 16215 312800 SH SHARED 17 196300 116500 D I2 TECHNOLOGIES INC COM NEW 46575420 649 28479 SH SHARED 28479 D IVANHOE MINES LTD COM 46579N10 10833 1102071 SH SHARED 1102071 D IVANHOE MINES LTD COM 46579N10 444 45224 SH SHARED 02 41700 3524 D IVANHOE MINES LTD COM 46579N10 88 9000 SH SHARED 21 9000 D IXYS CORP COM 46600W10 188 21174 SH SHARED 21174 D IXYS CORP COM 46600W10 292 32900 SH SHARED 17 32900 D J & J SNACK FOODS CORP COM 46603210 2224 53742 SH SHARED 53742 D J & J SNACK FOODS CORP COM 46603210 36 888 SH SHARED 02 888 D J & J SNACK FOODS CORP COM 46603210 277 6700 SH SHARED 17 6700 D J CREW GROUP INC COM 46612H40 647 16790 SH SHARED 16790 D J CREW GROUP INC COM 46612H40 312 8100 SH SHARED 02 8100 D J CREW GROUP INC COM 46612H40 15 400 SH SHARED 23 400 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 14144 15612000 PRN SHARED 15612000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 23187 1391795 SH SHARED 1391758 37 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 580 34831 SH SHARED 01 9700 25131 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 749 44994 SH SHARED 02 38120 6874 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 416 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 270 16225 SH SHARED 06 15317 908 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 2479 148829 SH SHARED 17 148067 762 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 176 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 2788 202521 SH SHARED 202521 D JER INVT TR INC COM 46614H30 7128 344856 SH SHARED 344856 D JER INVT TR INC COM 46614H30 29837 1443500 SH SHARED 17 1443500 D JER INVT TR INC COM 46614H30 20 1000 SH SHARED 21 1000 D JP MORGAN CHASE & CO COM 46625H10 530971 10993193 SH SHARED 10797320 195873 D JP MORGAN CHASE & CO COM 46625H10 59033 1222222 SH SHARED 01 380082 842140 D JP MORGAN CHASE & CO COM 46625H10 9385 194308 SH SHR/OTHR 01 194308 D JP MORGAN CHASE & CO COM 46625H10 115326 2387718 SH SHARED 02 2349885 37833 D JP MORGAN CHASE & CO COM 46625H10 15073 312090 SH SHARED 04 282090 30000 D JP MORGAN CHASE & CO COM 46625H10 62 1300 SH SHARED 05 1300 D JP MORGAN CHASE & CO COM 46625H10 37971 786159 SH SHARED 06 450298 335861 D JP MORGAN CHASE & CO COM 46625H10 278188 5759589 SH SHARED 10 3857152 1902437 D JP MORGAN CHASE & CO COM 46625H10 3138 64980 SH SHR/OTHR 10 64980 D JP MORGAN CHASE & CO COM 46625H10 5025 104049 SH SHARED 14 104049 D JP MORGAN CHASE & CO COM 46625H10 4996 103450 SH SHARED 15 103450 D JP MORGAN CHASE & CO COM 46625H10 203006 4203032 SH SHARED 17 3337516 865516 D JP MORGAN CHASE & CO COM 46625H10 439 9100 SH SHARED 19 9100 D JP MORGAN CHASE & CO COM 46625H10 5233 108363 SH SHARED 20 21321 87042 D JP MORGAN CHASE & CO COM 46625H10 3081 63802 SH SHR/OTHR 20 63802 D JP MORGAN CHASE & CO COM 46625H10 623 12910 SH SHARED 21 12910 D JP MORGAN CHASE & CO COM 46625H10 432 8950 SH SHR/OTHR 21 8950 D JP MORGAN CHASE & CO COM 46625H10 2740 56734 SH SHARED 22 44889 11845 D JP MORGAN CHASE & CO COM 46625H10 513 10630 SH SHR/OTHR 22 10630 D JP MORGAN CHASE & CO COM 46625H10 15999 331262 SH SHARED 23 322512 8750 D JP MORGAN CHASE & CO COM 46625H10 35335 731577 SH SHR/OTHR 23 731577 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1055 38726 SH SHARED 38726 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1948 71500 SH SHARED 01 66450 5050 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 10 400 SH SHARED 02 400 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1297 47600 SH SHARED 04 47600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 9842 361200 SH SHARED 10 325200 36000 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 16355 600200 SH SHARED 17 484600 115600 D JABIL CIRCUIT INC COM 46631310 6161 250963 SH SHARED 250963 D JABIL CIRCUIT INC COM 46631310 990 40363 SH SHARED 01 22000 18363 D JABIL CIRCUIT INC COM 46631310 1852 75441 SH SHARED 02 75341 100 D JABIL CIRCUIT INC COM 46631310 1718 70000 SH SHARED 04 70000 D JABIL CIRCUIT INC COM 46631310 371 15115 SH SHARED 06 13795 1320 D JABIL CIRCUIT INC COM 46631310 4016 163600 SH SHARED 10 163600 D JABIL CIRCUIT INC COM 46631310 751 30602 SH SHARED 14 30602 D JABIL CIRCUIT INC COM 46631310 1969 80222 SH SHARED 17 78822 1400 D JACK IN THE BOX INC COM 46636710 8562 140274 SH SHARED 140274 D JACK IN THE BOX INC COM 46636710 671 11000 SH SHARED 01 7600 3400 D JACK IN THE BOX INC COM 46636710 15 255 SH SHARED 02 255 D JACK IN THE BOX INC COM 46636710 7526 123300 SH SHARED 10 123300 D JACK IN THE BOX INC COM 46636710 3143 51500 SH SHARED 17 14900 36600 D JACKSON HEWITT TAX SVCS INC COM 46820210 13753 404886 SH SHARED 404886 D JACKSON HEWITT TAX SVCS INC COM 46820210 512 15100 SH SHARED 10 15100 D JACKSON HEWITT TAX SVCS INC COM 46820210 1722 50700 SH SHARED 17 50700 D JACKSON HEWITT TAX SVCS INC COM 46820210 7 207 SH SHARED 20 207 D JACOBS ENGR GROUP INC DEL COM 46981410 8229 100930 SH SHARED 100930 D JACOBS ENGR GROUP INC DEL COM 46981410 1402 17200 SH SHARED 01 17200 D JACOBS ENGR GROUP INC DEL COM 46981410 534 6553 SH SHARED 02 6553 D JACOBS ENGR GROUP INC DEL COM 46981410 150 1850 SH SHARED 06 1500 350 D JACOBS ENGR GROUP INC DEL COM 46981410 106 1300 SH SHARED 10 1300 D JACOBS ENGR GROUP INC DEL COM 46981410 19 238 SH SHARED 14 238 D JACOBS ENGR GROUP INC DEL COM 46981410 1035 12700 SH SHARED 17 12200 500 D JACUZZI BRANDS INC COM 46986510 3238 260503 SH SHARED 260503 D JACUZZI BRANDS INC COM 46986510 50 4040 SH SHARED 02 4040 D JACUZZI BRANDS INC COM 46986510 192 15500 SH SHARED 17 15500 D JACUZZI BRANDS INC COM 46986510 23 1900 SH SHARED 21 1900 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 18632 14300000 PRN SHARED 14300000 D JAKKS PAC INC COM 47012E10 5817 266346 SH SHARED 266346 D JAMBA INC COM 47023A10 155 15418 SH SHARED 15418 D JAMBA INC COM 47023A10 94 9400 SH SHARED 02 9400 D JAMES RIVER COAL CO COM NEW 47035520 770 83035 SH SHARED 83035 D JAMES RIVER COAL CO COM NEW 47035520 3 400 SH SHARED 02 400 D JAMES RIV GROUP INC COM 47035910 1027 31804 SH SHARED 31804 D JAMES RIV GROUP INC COM 47035910 38 1200 SH SHARED 02 1200 D JANUS CAP GROUP INC COM 47102X10 14938 691914 SH SHARED 691914 D JANUS CAP GROUP INC COM 47102X10 492 22800 SH SHARED 01 22800 D JANUS CAP GROUP INC COM 47102X10 740 34282 SH SHARED 02 34282 D JANUS CAP GROUP INC COM 47102X10 588 27270 SH SHARED 06 24950 2320 D JANUS CAP GROUP INC COM 47102X10 1749 81050 SH SHARED 17 79950 1100 D JANUS CAP GROUP INC COM 47102X10 43 2000 SH SHARED 23 2000 D JAPAN EQUITY FD INC COM 47105710 7 920 SH SHARED 920 D JARDEN CORP COM 47110910 62 1786 SH SHARED 1786 D JARDEN CORP COM 47110910 1744 50157 SH SHARED 01 49250 907 D JARDEN CORP COM 47110910 36 1047 SH SHARED 02 1047 D JARDEN CORP COM 47110910 504 14500 SH SHARED 17 8900 5600 D JARDEN CORP COM 47110910 10 295 SH SHARED 20 295 D JAVELIN PHARMACEUTICALS INC COM 47189410 4 806 SH SHARED 806 D JEFFERIES GROUP INC NEW COM 47231910 7599 283341 SH SHARED 283341 D JEFFERIES GROUP INC NEW COM 47231910 796 29700 SH SHARED 01 29700 D JEFFERIES GROUP INC NEW COM 47231910 367 13684 SH SHARED 02 11484 2200 D JEFFERIES GROUP INC NEW COM 47231910 1247 46500 SH SHARED 10 46500 D JEFFERIES GROUP INC NEW COM 47231910 26728 996600 SH SHARED 17 996600 D JEFFERSON BANCSHARES INC TEN COM 47237510 1 150 SH SHARED 150 D JEFFERSONVILLE BANCORP COM 47559A10 2 106 SH SHARED 106 D JEFFERSONVILLE BANCORP COM 47559A10 75 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 5385 5000000 PRN SHARED 5000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 1640 1523000 PRN SHARED 02 1523000 D JETBLUE AWYS CORP COM 47714310 13801 971923 SH SHARED 971923 D JETBLUE AWYS CORP COM 47714310 810 57050 SH SHARED 01 2200 54850 D JETBLUE AWYS CORP COM 47714310 321 22650 SH SHARED 02 22200 450 D JETBLUE AWYS CORP COM 47714310 312 22000 SH SHARED 06 22000 D JETBLUE AWYS CORP COM 47714310 1065 75000 SH SHARED 15 75000 D JO-ANN STORES INC COM 47758P30 459 18668 SH SHARED 18668 D JO-ANN STORES INC COM 47758P30 91 3700 SH SHARED 01 3700 D JO-ANN STORES INC COM 47758P30 617 25100 SH SHARED 10 25100 D JK ACQUISITION CORP COM 47759H10 118 20900 SH SHARED 20900 D JOHNSON & JOHNSON COM 47816010 943293 14287996 SH SHARED 14164206 123790 D JOHNSON & JOHNSON COM 47816010 62785 951008 SH SHARED 01 183819 767189 D JOHNSON & JOHNSON COM 47816010 7969 120720 SH SHR/OTHR 01 120720 D JOHNSON & JOHNSON COM 47816010 86858 1315638 SH SHARED 02 1196513 119125 D JOHNSON & JOHNSON COM 47816010 108388 1641757 SH SHARED 04 1641550 207 D JOHNSON & JOHNSON COM 47816010 1865 28250 SH SHARED 05 28250 D JOHNSON & JOHNSON COM 47816010 26493 401296 SH SHARED 06 337889 63407 D JOHNSON & JOHNSON COM 47816010 372734 5645775 SH SHARED 10 2472635 2328238 844902 D JOHNSON & JOHNSON COM 47816010 2821 42730 SH SHR/OTHR 10 42730 D JOHNSON & JOHNSON COM 47816010 4417 66904 SH SHARED 14 66904 D JOHNSON & JOHNSON COM 47816010 3994 60503 SH SHARED 15 60503 D JOHNSON & JOHNSON COM 47816010 5941 90000 SH SHARED 16 90000 D JOHNSON & JOHNSON COM 47816010 206526 3128248 SH SHARED 17 2994848 133400 D JOHNSON & JOHNSON COM 47816010 323 4900 SH SHARED 19 4900 D JOHNSON & JOHNSON COM 47816010 16761 253888 SH SHARED 20 28227 225661 D JOHNSON & JOHNSON COM 47816010 4042 61230 SH SHR/OTHR 20 61230 D JOHNSON & JOHNSON COM 47816010 728 11042 SH SHARED 21 11042 D JOHNSON & JOHNSON COM 47816010 382 5800 SH SHR/OTHR 21 5800 D JOHNSON & JOHNSON COM 47816010 8438 127817 SH SHARED 22 111467 16350 D JOHNSON & JOHNSON COM 47816010 1452 22000 SH SHR/OTHR 22 22000 D JOHNSON & JOHNSON COM 47816010 33115 501603 SH SHARED 23 479793 21810 D JOHNSON & JOHNSON COM 47816010 58654 888429 SH SHR/OTHR 23 888429 D JOHNSON CTLS INC COM 47836610 84862 987691 SH SHARED 987691 D JOHNSON CTLS INC COM 47836610 2312 26912 SH SHARED 01 100 26812 D JOHNSON CTLS INC COM 47836610 3296 38372 SH SHARED 02 38242 130 D JOHNSON CTLS INC COM 47836610 1241 14450 SH SHARED 05 14450 D JOHNSON CTLS INC COM 47836610 1466 17070 SH SHARED 06 15400 1670 D JOHNSON CTLS INC COM 47836610 11578 134756 SH SHARED 10 124456 10300 D JOHNSON CTLS INC COM 47836610 1589 18500 SH SHARED 15 18500 D JOHNSON CTLS INC COM 47836610 7046 82010 SH SHARED 17 80510 1500 D JOHNSON CTLS INC COM 47836610 42 500 SH SHARED 20 500 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 10524 314819 SH SHARED 231719 83100 D JONES APPAREL GROUP INC COM 48007410 724 21665 SH SHARED 01 21665 D JONES APPAREL GROUP INC COM 48007410 836 25023 SH SHARED 02 25023 D JONES APPAREL GROUP INC COM 48007410 3 110 SH SHARED 05 110 D JONES APPAREL GROUP INC COM 48007410 2042 61090 SH SHARED 06 60500 590 D JONES APPAREL GROUP INC COM 48007410 13161 393700 SH SHARED 10 393700 D JONES APPAREL GROUP INC COM 48007410 247 7392 SH SHARED 14 7392 D JONES APPAREL GROUP INC COM 48007410 14416 431254 SH SHARED 17 50754 380500 D JONES LANG LASALLE INC COM 48020Q10 1612 17498 SH SHARED 17498 D JONES LANG LASALLE INC COM 48020Q10 277 3015 SH SHARED 02 3015 D JONES LANG LASALLE INC COM 48020Q10 322 3500 SH SHARED 17 3500 D JONES SODA CO COM 48023P10 242 19679 SH SHARED 19679 D JOS A BANK CLOTHIERS INC COM 48083810 1594 54335 SH SHARED 54335 D JOS A BANK CLOTHIERS INC COM 48083810 235 8033 SH SHARED 22 8033 D JOURNAL COMMUNICATIONS INC CL A 48113010 431 34217 SH SHARED 34217 D JOURNAL REGISTER CO COM 48113810 3777 517467 SH SHARED 517467 D JOURNAL REGISTER CO COM 48113810 22 3100 SH SHARED 01 3100 D JOURNAL REGISTER CO COM 48113810 2 300 SH SHARED 17 300 D JOY GLOBAL INC COM 48116510 10878 225042 SH SHARED 225042 D JOY GLOBAL INC COM 48116510 2216 45850 SH SHARED 01 9883 35967 D JOY GLOBAL INC COM 48116510 1559 32268 SH SHARED 02 30888 1380 D JOY GLOBAL INC COM 48116510 1537 31800 SH SHARED 04 31800 D JOY GLOBAL INC COM 48116510 198 4100 SH SHARED 06 3100 1000 D JOY GLOBAL INC COM 48116510 25797 533671 SH SHARED 10 519835 13836 D JOY GLOBAL INC COM 48116510 34175 706976 SH SHARED 17 705976 1000 D JOY GLOBAL INC COM 48116510 9 195 SH SHARED 20 195 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 3279 3034000 PRN SHARED 3034000 D JUNIPER NETWORKS INC NOTE 6/1 48203RAC 3645 3372000 PRN SHARED 02 3372000 D JUNIPER NETWORKS INC COM 48203R10 27039 1427653 SH SHARED 1427653 D JUNIPER NETWORKS INC COM 48203R10 1246 65802 SH SHARED 01 65802 D JUNIPER NETWORKS INC COM 48203R10 26 1400 SH SHR/OTHR 01 1400 D JUNIPER NETWORKS INC COM 48203R10 2349 124070 SH SHARED 02 124070 D JUNIPER NETWORKS INC COM 48203R10 2481 131000 SH SHARED 04 131000 D JUNIPER NETWORKS INC COM 48203R10 897 47370 SH SHARED 06 43150 4220 D JUNIPER NETWORKS INC COM 48203R10 8 450 SH SHARED 10 450 D JUNIPER NETWORKS INC COM 48203R10 18 1000 SH SHARED 14 1000 D JUNIPER NETWORKS INC COM 48203R10 4614 243616 SH SHARED 17 229116 14500 D JUNIPER NETWORKS INC COM 48203R10 0 46 SH SHARED 20 46 D JUNIPER NETWORKS INC COM 48203R10 28 1500 SH SHR/OTHR 23 1500 D JUPITERMEDIA CORP COM 48207D10 834 105413 SH SHARED 105413 D JUPITERMEDIA CORP COM 48207D10 289 36600 SH SHARED 17 36600 D K & F INDS HLDGS INC COM 48224110 357 15744 SH SHARED 15744 D K & F INDS HLDGS INC COM 48224110 90 3975 SH SHARED 02 3975 D K & F INDS HLDGS INC COM 48224110 22167 976100 SH SHARED 17 976100 D KBR INC COM 48242W10 3095 118333 SH SHARED 118333 D KBR INC COM 48242W10 8 335 SH SHARED 02 335 D KBR INC COM 48242W10 654 25000 SH SHARED 06 25000 D KBW INC COM 48242310 2217 75451 SH SHARED 75451 D K FED BANCORP COM 48246S10 2 136 SH SHARED 136 D K FED BANCORP COM 48246S10 1 100 SH SHARED 02 100 D KHD HUMBOLDT WEDAG INTL LTD COM 48246210 168 4197 SH SHARED 21 4197 D KKR FINL CORP COM 48247630 2410 89983 SH SHARED 89983 D KKR FINL CORP COM 48247630 163 6100 SH SHARED 01 6100 D KKR FINL CORP COM 48247630 320 11950 SH SHARED 02 4130 7820 D KKR FINL CORP COM 48247630 940 35100 SH SHARED 10 35100 D KKR FINL CORP COM 48247630 44153 1648150 SH SHARED 17 1616650 31500 D KLA-TENCOR CORP COM 48248010 26329 529229 SH SHARED 529229 D KLA-TENCOR CORP COM 48248010 1464 29447 SH SHARED 01 29447 D KLA-TENCOR CORP COM 48248010 3117 62658 SH SHARED 02 61388 1270 D KLA-TENCOR CORP COM 48248010 4875 98000 SH SHARED 04 98000 D KLA-TENCOR CORP COM 48248010 4 100 SH SHARED 05 100 D KLA-TENCOR CORP COM 48248010 861 17320 SH SHARED 06 15550 1770 D KLA-TENCOR CORP COM 48248010 2813 56550 SH SHARED 10 56550 D KLA-TENCOR CORP COM 48248010 2950 59300 SH SHARED 14 59300 D KLA-TENCOR CORP COM 48248010 7350 147744 SH SHARED 17 141744 6000 D KLA-TENCOR CORP COM 48248010 24 487 SH SHARED 20 12 475 D KLA-TENCOR CORP COM 48248010 9 200 SH SHR/OTHR 21 200 D KLA-TENCOR CORP COM 48248010 7 150 SH SHARED 23 150 D KLA-TENCOR CORP COM 48248010 39 800 SH SHR/OTHR 23 800 D KMG AMER CORP COM 48256310 5 544 SH SHARED 544 D KMG AMER CORP COM 48256310 4468 466000 SH SHARED 17 466000 D KMG CHEMICALS INC COM 48256410 1 130 SH SHARED 130 D KT CORP SPONSORED ADR 48268K10 15592 615080 SH SHARED 615080 D KT CORP SPONSORED ADR 48268K10 180 7130 SH SHARED 02 7130 D KT CORP SPONSORED ADR 48268K10 522 20600 SH SHARED 06 20600 D KT CORP SPONSORED ADR 48268K10 1110 43800 SH SHARED 14 43800 D K SEA TRANSN PARTNERS LP COM 48268Y10 5 140 SH SHARED 140 D K SEA TRANSN PARTNERS LP COM 48268Y10 121 3375 SH SHARED 02 3375 D K-SWISS INC CL A 48268610 619 20142 SH SHARED 20142 D K-SWISS INC CL A 48268610 166 5400 SH SHARED 10 5400 D K-SWISS INC CL A 48268610 61 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100556 SH SHARED 100556 D KOSAN BIOSCIENCES INC COM 50064W10 17 3239 SH SHARED 02 3239 D KORN FERRY INTL COM NEW 50064320 1698 73979 SH SHARED 73979 D KORN FERRY INTL COM NEW 50064320 323 14100 SH SHARED 01 14100 D KORN FERRY INTL COM NEW 50064320 94 4100 SH SHARED 02 4100 D KORN FERRY INTL COM NEW 50064320 215 9400 SH SHARED 10 9400 D KORN FERRY INTL COM NEW 50064320 1065 46400 SH SHARED 17 32700 13700 D KRAFT FOODS INC CL A 50075N10 20791 582403 SH SHARED 582403 D KRAFT FOODS INC CL A 50075N10 797 22338 SH SHARED 01 17500 4838 D KRAFT FOODS INC CL A 50075N10 3183 89177 SH SHARED 02 20806 68371 D KRAFT FOODS INC CL A 50075N10 342 9600 SH SHARED 06 7250 2350 D KRAFT FOODS INC CL A 50075N10 7 200 SH SHARED 10 200 D KRAFT FOODS INC CL A 50075N10 767 21500 SH SHARED 14 21500 D KRAFT FOODS INC CL A 50075N10 1292 36200 SH SHARED 17 7800 28400 D KRAFT FOODS INC CL A 50075N10 189 5300 SH SHARED 20 1800 3500 D KRAFT FOODS INC CL A 50075N10 178 5000 SH SHARED 23 5000 D KRAFT FOODS INC CL A 50075N10 5 150 SH SHR/OTHR 23 150 D KRISPY KREME DOUGHNUTS INC COM 50101410 781 70402 SH SHARED 70402 D KRISPY KREME DOUGHNUTS INC COM 50101410 11 1000 SH SHARED 02 1000 D KROGER CO COM 50104410 30410 1318200 SH SHARED 1168300 149900 D KROGER CO COM 50104410 3410 147817 SH SHARED 01 36900 110917 D KROGER CO COM 50104410 5065 219581 SH SHARED 02 218681 900 D KROGER CO COM 50104410 6 280 SH SHARED 05 280 D KROGER CO COM 50104410 3729 161672 SH SHARED 06 155292 6380 D KROGER CO COM 50104410 20072 870053 SH SHARED 10 198000 672053 D KROGER CO COM 50104410 3761 163051 SH SHARED 14 163051 D KROGER CO COM 50104410 15335 664726 SH SHARED 17 320226 344500 D KROGER CO COM 50104410 27 1200 SH SHR/OTHR 23 1200 D KRONOS WORLDWIDE INC COM 50105F10 63 1963 SH SHARED 1963 D KRONOS INC COM 50105210 17253 469616 SH SHARED 469616 D KRONOS INC COM 50105210 145 3950 SH SHARED 01 3950 D KRONOS INC COM 50105210 2097 57100 SH SHARED 10 57100 D KRONOS INC COM 50105210 2391 65100 SH SHARED 17 65100 D KULICKE & 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SHARED 06 10950 1060 D LEGG MASON INC COM 52490110 1425 15000 SH SHARED 15 15000 D LEGG MASON INC COM 52490110 5940 62500 SH SHARED 17 58700 3800 D LEHMAN BROS HLDGS INC COM 52490810 118370 1515244 SH SHARED 1479610 35634 D LEHMAN BROS HLDGS INC COM 52490810 18704 239437 SH SHARED 01 139713 99724 D LEHMAN BROS HLDGS INC COM 52490810 112 1440 SH SHR/OTHR 01 1440 D LEHMAN BROS HLDGS INC COM 52490810 24917 318961 SH SHARED 02 317195 1766 D LEHMAN BROS HLDGS INC COM 52490810 11934 152771 SH SHARED 04 133088 19683 D LEHMAN BROS HLDGS INC COM 52490810 15 200 SH SHARED 05 200 D LEHMAN BROS HLDGS INC COM 52490810 6346 81242 SH SHARED 06 76982 4260 D LEHMAN BROS HLDGS INC COM 52490810 196354 2513494 SH SHARED 10 1481860 414300 617334 D LEHMAN BROS HLDGS INC COM 52490810 304 3900 SH SHR/OTHR 10 3900 D LEHMAN BROS HLDGS INC COM 52490810 1035 13256 SH SHARED 14 13256 D LEHMAN BROS HLDGS INC COM 52490810 1171 15000 SH SHARED 15 15000 D LEHMAN BROS HLDGS INC COM 52490810 30223 386886 SH SHARED 17 312886 74000 D LEHMAN BROS HLDGS INC COM 52490810 11286 144476 SH SHARED 19 144476 D LEHMAN BROS HLDGS INC COM 52490810 996 12751 SH SHARED 20 3796 8955 D LEHMAN BROS HLDGS INC COM 52490810 420 5385 SH SHARED 22 3225 2160 D LEHMAN BROS HLDGS INC COM 52490810 3165 40520 SH SHARED 23 38980 1540 D LEHMAN BROS HLDGS INC COM 52490810 273 3500 SH SHR/OTHR 23 3500 D LENNAR CORP CL A 52605710 24910 474852 SH SHARED 474852 D LENNAR CORP CL A 52605710 731 13936 SH SHARED 01 13936 D LENNAR CORP CL A 52605710 6761 128884 SH SHARED 02 127604 1280 D LENNAR CORP CL A 52605710 5403 103000 SH SHARED 04 103000 D LENNAR CORP CL A 52605710 626 11950 SH SHARED 06 10850 1100 D LENNAR CORP CL A 52605710 3804 72525 SH SHARED 17 71625 900 D LENNAR CORP CL A 52605710 24 465 SH SHARED 20 465 D LENNAR CORP CL A 52605710 36 700 SH SHR/OTHR 23 700 D LENNAR CORP CL B 52605730 4894 99640 SH SHARED 99640 D LENNAR CORP CL B 52605730 5 120 SH SHARED 01 120 D LENNAR CORP CL B 52605730 98 2000 SH SHARED 23 2000 D LENNOX 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53983010 46 500 SH SHR/OTHR 22 500 D LOCKHEED MARTIN CORP COM 53983010 36 400 SH SHARED 23 400 D LOCKHEED MARTIN CORP COM 53983010 654 7108 SH SHR/OTHR 23 7108 D LODGIAN INC COM PAR $.01 54021P40 217 15984 SH SHARED 15984 D LODGENET ENTMT CORP COM 54021110 323 12923 SH SHARED 12923 D LODGENET ENTMT CORP COM 54021110 60 2400 SH SHARED 01 2400 D LODGENET ENTMT CORP COM 54021110 738 29500 SH SHARED 10 29500 D LODGENET ENTMT CORP COM 54021110 1048 41900 SH SHARED 17 41900 D LOEWS CORP COM 54042410 80816 1948805 SH SHARED 1895005 53800 D LOEWS CORP COM 54042410 2301 55500 SH SHARED 01 5600 49900 D LOEWS CORP COM 54042410 3356 80947 SH SHARED 02 77947 3000 D LOEWS CORP COM 54042410 1633 39400 SH SHARED 06 39400 D LOEWS CORP COM 54042410 38710 933450 SH SHARED 10 265190 473160 195100 D LOEWS CORP COM 54042410 31026 748156 SH SHARED 17 434856 313300 D LOEWS CORP CAROLNA GP STK 54042420 30017 463807 SH SHARED 460907 2900 D LOEWS CORP CAROLNA GP STK 54042420 795 12299 SH SHARED 01 5664 6635 D 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SHARED 10 8800 D LUMINEX CORP DEL COM 55027E10 1115 87800 SH SHARED 17 87800 D LUMINENT MTG CAP INC COM 55027830 524 53976 SH SHARED 53976 D LUMINENT MTG CAP INC COM 55027830 192 19800 SH SHARED 01 19800 D LUMINENT MTG CAP INC COM 55027830 166 17100 SH SHARED 17 17100 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 377 12300 SH SHARED 01 12300 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 13 431 SH SHARED 20 431 D LYDALL INC DEL COM 55081910 4 398 SH SHARED 398 D LYONDELL CHEMICAL CO COM 55207810 16308 637810 SH SHARED 534936 102874 D LYONDELL CHEMICAL CO COM 55207810 3053 119409 SH SHARED 01 40499 78910 D LYONDELL CHEMICAL CO COM 55207810 3 124 SH SHR/OTHR 01 124 D LYONDELL CHEMICAL CO COM 55207810 853 33363 SH SHARED 02 25393 7970 D LYONDELL CHEMICAL CO COM 55207810 1814 70970 SH SHARED 06 69900 1070 D LYONDELL CHEMICAL CO COM 55207810 11547 451615 SH SHARED 10 451615 D LYONDELL CHEMICAL CO COM 55207810 601 23510 SH SHARED 14 23510 D LYONDELL CHEMICAL CO COM 55207810 13058 510700 SH 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263086 SH SHARED 263086 D MBIA INC COM 55262C10 1106 15145 SH SHARED 01 532 14613 D MBIA INC COM 55262C10 54 750 SH SHR/OTHR 01 750 D MBIA INC COM 55262C10 1791 24525 SH SHARED 02 23525 1000 D MBIA INC COM 55262C10 7 100 SH SHARED 05 100 D MBIA INC COM 55262C10 972 13310 SH SHARED 06 12050 1260 D MBIA INC COM 55262C10 1125 15399 SH SHARED 10 1650 13749 D MBIA INC COM 55262C10 336 4600 SH SHR/OTHR 10 4600 D MBIA INC COM 55262C10 344 4721 SH SHARED 14 4721 D MBIA INC COM 55262C10 4566 62510 SH SHARED 17 61610 900 D MBIA INC COM 55262C10 3665 50176 SH SHARED 20 7011 43165 D MBIA INC COM 55262C10 1443 19751 SH SHR/OTHR 20 19751 D MBIA INC COM 55262C10 65 900 SH SHARED 22 900 D MBIA INC COM 55262C10 96 1325 SH SHARED 23 1325 D MBIA INC COM 55262C10 731 10019 SH SHR/OTHR 23 10019 D MB FINANCIAL INC NEW COM 55264U10 838 22302 SH SHARED 22302 D MB FINANCIAL INC NEW COM 55264U10 676 18000 SH SHARED 17 18000 D MB FINANCIAL INC NEW COM 55264U10 75 2000 SH SHARED 21 2000 D M D C HLDGS INC COM 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INC COM 55271510 12000 306600 SH SHARED 04 306600 D MEMC ELECTR MATLS INC COM 55271510 7045 180000 SH SHARED 05 180000 D MEMC ELECTR MATLS INC COM 55271510 2180 55700 SH SHARED 06 54500 1200 D MEMC ELECTR MATLS INC COM 55271510 9106 232670 SH SHARED 10 50000 182670 D MEMC ELECTR MATLS INC COM 55271510 4383 112000 SH SHARED 16 112000 D MEMC ELECTR MATLS INC COM 55271510 45376 1159350 SH SHARED 17 1108850 50500 D MFB CORP COM 55272D10 0 29 SH SHARED 29 D MFA MTG INVTS INC COM 55272X10 554 72054 SH SHARED 72054 D MFA MTG INVTS INC COM 55272X10 15983 2078500 SH SHARED 17 2078500 D MFA MTG INVTS INC COM 55272X10 10 1416 SH SHARED 20 1416 D MFA MTG INVTS INC COM 55272X10 58 7600 SH SHARED 21 7600 D MFRI INC COM 55272110 2 106 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 573 93462 SH SHARED 93462 D MFS INTER INCOME TR SH BEN INT 55273C10 248 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 13 1341 SH SHARED 02 1341 D MGE ENERGY INC COM 55277P10 581 15900 SH SHARED 15900 D MGE ENERGY INC COM 55277P10 14 400 SH SHARED 01 400 D MGE ENERGY INC COM 55277P10 30 836 SH SHARED 02 836 D MGE ENERGY INC COM 55277P10 420 11500 SH SHARED 17 11500 D MGIC INVT CORP WIS COM 55284810 13227 211500 SH SHARED 211500 D MGIC INVT CORP WIS COM 55284810 662 10600 SH SHARED 01 10600 D MGIC INVT CORP WIS COM 55284810 2599 41562 SH SHARED 02 41532 30 D MGIC INVT CORP WIS COM 55284810 6 100 SH SHARED 05 100 D MGIC INVT CORP WIS COM 55284810 546 8743 SH SHARED 06 7713 1030 D MGIC INVT CORP WIS COM 55284810 3533 56500 SH SHARED 10 56500 D MGIC INVT CORP WIS COM 55284810 235 3773 SH SHARED 14 3773 D MGIC INVT CORP WIS COM 55284810 2286 36555 SH SHARED 17 36255 300 D MGIC INVT CORP WIS COM 55284810 17 282 SH SHARED 20 282 D MGIC INVT CORP WIS COM 55284810 75 1200 SH SHARED 22 1200 D MGI PHARMA INC NOTE 1.682% 3/0 552880AB 662 1000000 PRN 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DEVS INC CL A SUB VTG 55304X10 99 2781 SH SHARED 2781 D MI DEVS INC CL A SUB VTG 55304X10 37 1050 SH SHARED 02 1050 D MI DEVS INC CL A SUB VTG 55304X10 1 50 SH SHARED 05 50 D MI DEVS INC CL A SUB VTG 55304X10 66 1850 SH SHARED 06 300 1550 D MI DEVS INC CL A SUB VTG 55304X10 209 5857 SH SHARED 14 5857 D M/I HOMES INC COM 55305B10 6473 169500 SH SHARED 169500 D M/I HOMES INC COM 55305B10 22 600 SH SHARED 21 600 D MKS INSTRUMENT INC COM 55306N10 9153 405364 SH SHARED 405364 D MKS INSTRUMENT INC COM 55306N10 1255 55600 SH SHARED 01 39900 15700 D MKS INSTRUMENT INC COM 55306N10 7927 351100 SH SHARED 10 351100 D MKS INSTRUMENT INC COM 55306N10 10289 455700 SH SHARED 17 448000 7700 D MIVA INC COM 55311R10 979 289868 SH SHARED 289868 D MPS GROUP INC COM 55340910 1887 133134 SH SHARED 133134 D MPS GROUP INC COM 55340910 995 70200 SH SHARED 01 41500 28700 D MPS GROUP INC COM 55340910 143 10100 SH SHARED 02 10100 D MPS GROUP INC COM 55340910 523 36900 SH SHARED 17 18700 18200 D MRV COMMUNICATIONS INC COM 55347710 373 105383 SH SHARED 105383 D MRV COMMUNICATIONS INC COM 55347710 0 200 SH SHARED 02 200 D MRU HLDGS INC COM 55348A10 1 273 SH SHARED 273 D MSC INDL DIRECT INC CL A 55353010 965 24657 SH SHARED 24657 D MSC INDL DIRECT INC CL A 55353010 653 16700 SH SHARED 01 16700 D MSC INDL DIRECT INC CL A 55353010 229 5851 SH SHARED 02 5786 65 D MSC INDL DIRECT INC CL A 55353010 254 6500 SH SHARED 17 5900 600 D MSC SOFTWARE CORP COM 55353110 3060 200982 SH SHARED 200982 D MSC SOFTWARE CORP COM 55353110 15 1000 SH SHARED 02 1000 D MSC SOFTWARE CORP COM 55353110 24444 1605000 SH SHARED 17 1605000 D MTR GAMING GROUP INC COM 55376910 378 30976 SH SHARED 30976 D MTC TECHNOLOGIES INC COM 55377A10 184 7842 SH SHARED 7842 D MTC TECHNOLOGIES INC COM 55377A10 12 511 SH SHARED 02 511 D MTS SYS CORP COM 55377710 546 14152 SH SHARED 14152 D MTS SYS CORP COM 55377710 559 14500 SH SHARED 17 14500 D MVC CAPITAL INC COM 55382910 11545 864219 SH SHARED 864219 D MWI VETERINARY SUPPLY INC COM 55402X10 142 4411 SH SHARED 4411 D MAC-GRAY CORP COM 55415310 2 172 SH SHARED 172 D MACATAWA BK CORP COM 55422510 239 11269 SH SHARED 11269 D MACATAWA BK CORP COM 55422510 241 11355 SH SHARED 17 11355 D MACDERMID INC COM 55427310 10701 313837 SH SHARED 313837 D MACDERMID INC COM 55427310 156 4600 SH SHARED 17 4600 D MACERICH CO COM 55438210 4144 47874 SH SHARED 47874 D MACERICH CO COM 55438210 1662 19200 SH SHARED 01 19200 D MACERICH CO COM 55438210 1168 13503 SH SHARED 02 8342 5161 D MACERICH CO COM 55438210 86 1000 SH SHARED 06 1000 D MACERICH CO COM 55438210 666 7700 SH SHARED 10 7700 D MACERICH CO COM 55438210 447553 5169850 SH SHARED 11 2819904 2349946 D MACERICH CO COM 55438210 6822 78810 SH SHARED 17 78810 D MACK CALI RLTY CORP COM 55448910 3949 77438 SH SHARED 75638 1800 D MACK CALI RLTY CORP COM 55448910 928 18200 SH SHARED 01 18200 D MACK CALI RLTY CORP COM 55448910 127 2500 SH SHR/OTHR 01 2500 D MACK CALI RLTY CORP COM 55448910 370 7255 SH SHARED 02 7255 D MACK CALI RLTY CORP COM 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SPONS ADR NEW 55610376 0 2 SH SHARED 2 D MADDEN STEVEN LTD COM 55626910 567 16168 SH SHARED 16168 D MADDEN STEVEN LTD COM 55626910 64 1850 SH SHARED 17 800 1050 D MADECO SA SPONS ADR NEW 55630420 206 18683 SH SHARED 18683 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 12 542 SH SHARED 542 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 22 1000 SH SHARED 02 1000 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 1250 28932 SH SHARED 28932 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 1015 23500 SH SHARED 01 16800 6700 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 7109 164500 SH SHARED 10 164500 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 3621 83800 SH SHARED 17 3500 80300 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 1998 51783 SH SHARED 51783 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 1900 49245 SH SHARED 02 49245 D MAGELLAN PETE CORP COM 55909130 1 1024 SH SHARED 1024 D MAGMA DESIGN AUTOMATION COM 55918110 2677 299860 SH SHARED 299860 D MAGMA DESIGN AUTOMATION COM 55918110 44 5000 SH SHARED 02 5000 D MAGNA ENTMT CORP CL A 55921110 164 36450 SH SHARED 36450 D MAGNA INTL INC CL A 55922240 3769 46802 SH SHARED 46802 D MAGNA INTL INC CL A 55922240 64 803 SH SHARED 01 325 478 D MAGNA INTL INC CL A 55922240 4096 50855 SH SHARED 02 49894 961 D MAGNA INTL INC CL A 55922240 74 929 SH SHARED 06 479 450 D MAGNA INTL INC CL A 55922240 281 3500 SH SHARED 14 3500 D MAGNA INTL INC CL A 55922240 48 602 SH SHARED 17 602 D MAGNETEK INC COM 55942410 4 720 SH SHARED 720 D MAGUIRE PPTYS INC COM 55977510 1179 29493 SH SHARED 29493 D MAGUIRE PPTYS INC COM 55977510 472 11800 SH SHARED 01 11800 D MAGUIRE PPTYS INC COM 55977510 2937 73434 SH SHARED 02 234 73200 D MAGUIRE PPTYS INC COM 55977510 836 20900 SH SHARED 10 20900 D MAGUIRE PPTYS INC COM 55977510 676 16900 SH SHARED 17 16900 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 9474 338966 SH SHARED 338966 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 2873 102800 SH SHARED 02 102700 100 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 3661 131000 SH SHARED 04 131000 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 682 107300 SH SHARED 107300 D MAIDENFORM BRANDS INC COM 56030510 206 11371 SH SHARED 11371 D MAIDENFORM BRANDS INC COM 56030510 119 6600 SH SHARED 01 6600 D MAIDENFORM BRANDS INC COM 56030510 1618 89300 SH SHARED 10 89300 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 236 13990 SH SHARED 13990 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 132 7800 SH SHARED 01 7800 D MAIR HOLDINGS INC COM 56063510 2 317 SH SHARED 317 D MALAYSIA FD INC COM 56090510 5 801 SH SHARED 801 D MANATRON INC COM 56204810 1 115 SH SHARED 115 D MANHATTAN ASSOCS INC COM 56275010 2083 69280 SH SHARED 69280 D MANHATTAN ASSOCS INC COM 56275010 132 4400 SH SHARED 01 4400 D MANHATTAN ASSOCS INC COM 56275010 3504 116500 SH SHARED 10 116500 D MANHATTAN ASSOCS INC COM 56275010 1488 49500 SH SHARED 14 49500 D MANHATTAN ASSOCS INC COM 56275010 899 29900 SH SHARED 17 29900 D MANITOWOC INC COM 56357110 6615 111322 SH SHARED 111322 D MANITOWOC INC COM 56357110 855 14400 SH SHARED 01 14400 D MANITOWOC INC COM 56357110 260 4386 SH SHARED 02 4386 D MANITOWOC INC COM 56357110 101 1700 SH SHARED 10 1700 D MANITOWOC INC COM 56357110 380 6400 SH SHARED 17 5700 700 D MANNATECH INC COM 56377110 1575 106972 SH SHARED 106972 D MANNATECH INC COM 56377110 1031 70000 SH SHARED 04 70000 D MANNKIND CORP COM 56400P20 5096 309039 SH SHARED 309039 D MANNKIND CORP COM 56400P20 375 22767 SH SHARED 01 22767 D MANNKIND CORP COM 56400P20 337 20479 SH SHARED 02 20479 D MANNKIND CORP COM 56400P20 2914 176750 SH SHARED 04 176750 D MANNKIND CORP COM 56400P20 16 1000 SH SHARED 17 1000 D MANOR CARE INC NEW NOTE 2.125% 8/0 564055AM 237 210000 PRN SHARED 02 210000 D MANOR CARE INC NEW COM 56405510 4530 96563 SH SHARED 96563 D MANOR CARE INC NEW COM 56405510 351 7500 SH SHARED 01 7500 D MANOR CARE INC NEW COM 56405510 620 13231 SH SHARED 02 13231 D MANOR CARE INC NEW COM 56405510 370 7900 SH SHARED 06 7900 D MANOR CARE INC NEW COM 56405510 2815 60000 SH SHARED 10 26800 33200 D MANOR CARE INC NEW COM 56405510 1821 38823 SH SHARED 17 37223 1600 D MANPOWER INC COM 56418H10 3444 45975 SH SHARED 45725 250 D MANPOWER INC COM 56418H10 1976 26377 SH SHARED 01 26377 D MANPOWER INC COM 56418H10 1042 13915 SH SHARED 02 13915 D MANPOWER INC COM 56418H10 280 3740 SH SHARED 06 2500 1240 D MANPOWER INC COM 56418H10 292 3900 SH SHARED 14 3900 D MANPOWER INC COM 56418H10 166674 2224400 SH SHARED 17 2222600 1800 D MANPOWER INC COM 56418H10 149 2000 SH SHARED 23 2000 D MANTECH INTL CORP CL A 56456310 888 24129 SH SHARED 24129 D MANTECH INTL CORP CL A 56456310 338 9200 SH SHARED 01 6400 2800 D MANTECH INTL CORP CL A 56456310 1675 45500 SH SHARED 10 45500 D MANTECH INTL CORP CL A 56456310 180 4900 SH SHARED 17 4900 D MANULIFE FINL CORP COM 56501R10 1931 57169 SH SHARED 52369 4800 D MANULIFE FINL CORP COM 56501R10 176 5230 SH SHARED 01 5230 D MANULIFE FINL CORP COM 56501R10 773 22900 SH SHARED 02 21900 1000 D MANULIFE FINL CORP COM 56501R10 675 20000 SH SHARED 04 20000 D MANULIFE FINL CORP COM 56501R10 22 674 SH SHARED 05 674 D MANULIFE FINL CORP COM 56501R10 352 10446 SH SHARED 06 4014 6432 D MANULIFE FINL CORP COM 56501R10 905 26791 SH SHARED 14 26791 D MANULIFE FINL CORP COM 56501R10 138 4100 SH SHARED 17 4100 D MANULIFE FINL CORP COM 56501R10 55 1652 SH SHARED 20 502 1150 D MANULIFE FINL CORP COM 56501R10 23 682 SH SHR/OTHR 20 682 D MANULIFE FINL CORP COM 56501R10 791 23420 SH SHARED 23 23420 D MAPINFO CORP COM 56510510 215 16526 SH SHARED 16526 D MARATHON ACQUISITION CORP COM 56575610 1892 252300 SH SHARED 252300 D MARATHON OIL CORP COM 56584910 330635 3574438 SH SHARED 3574438 D MARATHON OIL CORP COM 56584910 5618 60743 SH SHARED 01 9100 51643 D MARATHON OIL CORP COM 56584910 120 1300 SH SHR/OTHR 01 1300 D MARATHON OIL CORP COM 56584910 8127 87867 SH SHARED 02 72389 15478 D MARATHON OIL CORP COM 56584910 100124 1082430 SH SHARED 04 1062250 20180 D MARATHON OIL CORP COM 56584910 12 130 SH SHARED 05 130 D MARATHON OIL CORP COM 56584910 12437 134458 SH SHARED 06 130928 3530 D MARATHON OIL CORP COM 56584910 95599 1033513 SH SHARED 10 277278 712065 44170 D MARATHON OIL CORP COM 56584910 1464 15832 SH SHARED 14 15832 D MARATHON OIL CORP COM 56584910 21230 229524 SH SHARED 17 217824 11700 D MARATHON OIL CORP COM 56584910 86 935 SH SHARED 20 460 475 D MARATHON OIL CORP COM 56584910 310 3360 SH SHARED 21 3360 D MARATHON OIL CORP COM 56584910 36 395 SH SHR/OTHR 21 395 D MARATHON OIL CORP COM 56584910 92 1000 SH SHARED 23 1000 D MARATHON OIL CORP COM 56584910 273 2961 SH SHR/OTHR 23 2961 D MARCHEX INC CL B 56624R10 240 17988 SH SHARED 17988 D MARCHEX INC CL B 56624R10 53 4000 SH SHARED 22 4000 D MARCUS CORP COM 56633010 427 16717 SH SHARED 16717 D MARCUS CORP COM 56633010 30 1200 SH SHARED 01 1200 D MARINEMAX INC COM 56790810 332 12822 SH SHARED 12822 D MARINEMAX INC COM 56790810 352 13600 SH SHARED 01 13600 D MARINEMAX INC COM 56790810 1669 64400 SH SHARED 10 64400 D MARINEMAX INC COM 56790810 3204 123600 SH SHARED 17 123600 D MARINE PRODS CORP COM 56842710 112 9613 SH SHARED 9613 D MARINER ENERGY INC COM 56845T30 2684 136987 SH SHARED 136987 D MARINER ENERGY INC COM 56845T30 68 3485 SH SHARED 01 3485 D MARINER ENERGY INC COM 56845T30 36 1864 SH SHARED 02 1864 D MARINER ENERGY INC COM 56845T30 382 19500 SH SHARED 17 19500 D MARKEL CORP COM 57053510 7480 15582 SH SHARED 15582 D MARKEL CORP COM 57053510 48 100 SH SHARED 01 100 D MARKEL CORP COM 57053510 90 188 SH SHARED 02 118 70 D MARKEL CORP COM 57053510 384 800 SH SHARED 17 800 D MARKETAXESS HLDGS INC COM 57060D10 339 25044 SH SHARED 25044 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 372 9345 SH SHARED 02 7170 2175 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 2764 46348 SH SHARED 46348 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 41 700 SH SHARED 02 700 D MARKWEST HYDROCARBON INC COM 57076210 235 4859 SH SHARED 4859 D MARKWEST HYDROCARBON INC COM 57076210 9 200 SH SHARED 01 200 D MARKWEST HYDROCARBON INC COM 57076210 53 1100 SH SHARED 10 1100 D MARKWEST HYDROCARBON INC COM 57076210 267 5500 SH SHARED 17 5500 D MARLIN BUSINESS SVCS CORP COM 57115710 218 9112 SH SHARED 9112 D MARLIN BUSINESS SVCS CORP COM 57115710 4558 189684 SH SHARED 02 189684 D MARSH & MCLENNAN COS INC COM 57174810 56200 1833013 SH SHARED 1833013 D MARSH & MCLENNAN COS INC COM 57174810 2444 79718 SH SHARED 01 465 79253 D MARSH & MCLENNAN COS INC COM 57174810 6136 200131 SH SHARED 02 173933 26198 D MARSH & MCLENNAN COS INC COM 57174810 1982 64650 SH SHARED 04 64650 D MARSH & MCLENNAN COS INC COM 57174810 9 300 SH SHARED 05 300 D MARSH & MCLENNAN COS INC COM 57174810 32398 1056710 SH SHARED 06 298550 758160 D MARSH & MCLENNAN COS INC COM 57174810 965 31500 SH SHARED 15 31500 D MARSH & MCLENNAN COS INC COM 57174810 7062 230345 SH SHARED 17 215945 14400 D MARSH & MCLENNAN COS INC COM 57174810 30 1000 SH SHARED 23 1000 D MARSH & MCLENNAN COS INC COM 57174810 199 6500 SH SHR/OTHR 23 6500 D MARSHALL & ILSLEY CORP COM 57183410 27128 563876 SH SHARED 563876 D MARSHALL & ILSLEY CORP COM 57183410 5537 115100 SH SHARED 01 78195 36905 D MARSHALL & ILSLEY CORP COM 57183410 2519 52379 SH SHARED 02 52379 D MARSHALL & ILSLEY CORP COM 57183410 1099 22850 SH SHARED 06 20950 1900 D MARSHALL & ILSLEY CORP COM 57183410 139 2900 SH SHARED 10 2900 D MARSHALL & ILSLEY CORP COM 57183410 5008 104109 SH SHARED 17 103609 500 D MARSHALL & ILSLEY CORP COM 57183410 130 2715 SH SHARED 20 2715 D MARRIOTT INTL INC NEW CL A 57190320 22416 469754 SH SHARED 469754 D MARRIOTT INTL INC NEW CL A 57190320 143130 2999383 SH SHARED 01 101575 2897808 D MARRIOTT INTL INC NEW CL A 57190320 16336 342346 SH SHR/OTHR 01 342346 D MARRIOTT INTL INC NEW CL A 57190320 5321 111515 SH SHARED 02 109777 1738 D MARRIOTT INTL INC NEW CL A 57190320 238 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 2019 42320 SH SHARED 06 38600 3720 D MARRIOTT INTL INC NEW CL A 57190320 1852 38810 SH SHARED 10 11700 27110 D MARRIOTT INTL INC NEW CL A 57190320 267 5600 SH SHR/OTHR 10 5600 D MARRIOTT INTL INC NEW CL A 57190320 107 2261 SH SHARED 14 2261 D MARRIOTT INTL INC NEW CL A 57190320 6910 144804 SH SHARED 17 135104 9700 D MARRIOTT INTL INC NEW CL A 57190320 2559 53630 SH SHARED 20 5460 48170 D MARRIOTT INTL INC NEW CL A 57190320 741 15540 SH SHR/OTHR 20 15540 D MARRIOTT INTL INC NEW CL A 57190320 96 2030 SH SHARED 21 2030 D MARRIOTT INTL INC NEW CL A 57190320 66 1400 SH SHR/OTHR 21 1400 D MARRIOTT INTL INC NEW CL A 57190320 836 17521 SH SHARED 22 12481 5040 D MARRIOTT INTL INC NEW CL A 57190320 22 480 SH SHR/OTHR 22 480 D MARRIOTT INTL INC NEW CL A 57190320 3355 70325 SH SHARED 23 64945 5380 D MARRIOTT INTL INC NEW CL A 57190320 1237 25930 SH SHR/OTHR 23 25930 D MARTEK BIOSCIENCES CORP COM 57290110 6695 286870 SH SHARED 285870 1000 D MARTEK BIOSCIENCES CORP COM 57290110 60 2600 SH SHARED 01 2600 D MARTEK BIOSCIENCES CORP COM 57290110 74 3200 SH SHARED 02 3200 D MARTEK BIOSCIENCES CORP COM 57290110 1633 70000 SH SHARED 04 70000 D MARTEN TRANS LTD COM 57307510 221 11872 SH SHARED 11872 D MARTEN TRANS LTD COM 57307510 63 3400 SH SHARED 01 3400 D MARTEN TRANS LTD COM 57307510 2498 134200 SH SHARED 10 134200 D MARTEN TRANS LTD COM 57307510 566 30400 SH SHARED 17 30400 D MARTHA STEWART LIVING OMNIME CL A 57308310 4222 192818 SH SHARED 192818 D MARTIN MARIETTA MATLS INC COM 57328410 2494 24005 SH SHARED 24005 D MARTIN MARIETTA MATLS INC COM 57328410 2219 21356 SH SHARED 01 21356 D MARTIN MARIETTA MATLS INC COM 57328410 709 6824 SH SHARED 02 4987 1837 D MARTIN MARIETTA MATLS INC COM 57328410 150 1450 SH SHARED 06 1150 300 D MARTIN MARIETTA MATLS INC COM 57328410 7054 67890 SH SHARED 10 64490 3400 D MARTIN MARIETTA MATLS INC COM 57328410 5558 53490 SH SHARED 17 52790 700 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 9151 275312 SH SHARED 275312 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 249 7500 SH SHARED 02 7500 D MARVEL ENTERTAINMENT INC COM 57383T10 1000 37183 SH SHARED 37183 D MARVEL ENTERTAINMENT INC COM 57383T10 3 142 SH SHARED 02 142 D MARVEL ENTERTAINMENT INC COM 57383T10 3143 116800 SH SHARED 10 116800 D MARVEL ENTERTAINMENT INC COM 57383T10 6573 244287 SH SHARED 17 141887 102400 D MARVEL ENTERTAINMENT INC COM 57383T10 22 850 SH SHR/OTHR 23 850 D MASCO CORP NOTE 7/2 574599BB 20708 42697000 PRN SHARED 42697000 D MASCO CORP NOTE 7/2 574599BB 22 46000 PRN SHARED 02 46000 D MASCO CORP COM 57459910 117979 3949767 SH SHARED 3949767 D MASCO CORP COM 57459910 1546 51790 SH SHARED 01 2900 48890 D MASCO CORP COM 57459910 2432 81431 SH SHARED 02 68416 13015 D MASCO CORP COM 57459910 8 300 SH SHARED 05 300 D MASCO CORP COM 57459910 1145 38334 SH SHARED 06 34694 3640 D MASCO CORP COM 57459910 325 10900 SH SHARED 10 10900 D MASCO CORP COM 57459910 405 13592 SH SHARED 14 13592 D MASCO CORP COM 57459910 80651 2700070 SH SHARED 17 2696470 3600 D MASCO CORP COM 57459910 56 1900 SH SHARED 20 1900 D MASCO CORP COM 57459910 14 500 SH SHR/OTHR 21 500 D MASCO CORP COM 57459910 280 9400 SH SHARED 23 9400 D MASCO CORP COM 57459910 87 2920 SH SHR/OTHR 23 2920 D MASISA S A NEW SPONSORED ADR 57480010 48 4739 SH SHARED 4739 D MASISA S A NEW SPONSORED ADR 57480010 61 6000 SH SHARED 02 6000 D MASSBANK CORP READ MASS COM 57615210 3 101 SH SHARED 101 D MASSEY ENERGY CORP COM 57620610 19433 836571 SH SHARED 836571 D MASSEY ENERGY CORP COM 57620610 977 42099 SH SHARED 01 32800 9299 D MASSEY ENERGY CORP COM 57620610 810 34895 SH SHARED 02 34895 D MASSEY ENERGY CORP COM 57620610 48 2080 SH SHARED 06 1700 380 D MASSEY ENERGY CORP COM 57620610 1842 79300 SH SHARED 14 79300 D MASSEY ENERGY CORP COM 57620610 257 11100 SH SHARED 17 10200 900 D MASSEY ENERGY CORP COM 57620610 3 130 SH SHARED 20 130 D MASSMUTUAL PARTN INVS SH BEN INT 57629910 147 10000 SH SHARED 02 10000 D MASTEC INC COM 57632310 5983 518537 SH SHARED 518537 D MASTEC INC COM 57632310 236 20500 SH SHARED 01 20500 D MASTERCARD INC CL A 57636Q10 78842 800512 SH SHARED 800512 D MASTERCARD INC CL A 57636Q10 49 500 SH SHR/OTHR 01 500 D MASTERCARD INC CL A 57636Q10 109 1113 SH SHARED 02 888 225 D MASTERCARD INC CL A 57636Q10 295 3000 SH SHARED 17 2600 400 D MATERIAL SCIENCES CORP COM 57667410 775 59914 SH SHARED 59914 D MATHSTAR INC COM 57680120 1 394 SH SHARED 394 D MATRIA HEALTHCARE INC COM NEW 57681720 7308 254391 SH SHARED 254391 D MATRIA HEALTHCARE INC COM NEW 57681720 21 741 SH SHARED 20 741 D MATRITECH INC COM 57681810 278 415800 SH SHARED 415800 D MATRIXX INITIATIVES INC COM 57685L10 3 242 SH SHARED 242 D MATRIXX INITIATIVES INC COM 57685L10 15 985 SH SHARED 02 985 D MATRIX SVC CO COM 57685310 6222 386489 SH SHARED 386489 D MATRIX SVC CO COM 57685310 94 5900 SH SHARED 01 5900 D MATRIX SVC CO COM 57685310 61 3800 SH SHARED 10 3800 D MATRIX SVC CO COM 57685310 5614 348700 SH SHARED 17 348700 D MATSUSHITA ELEC INDL ADR 57687920 1852 92200 SH SHARED 92200 D MATSUSHITA ELEC INDL ADR 57687920 8 445 SH SHARED 10 445 D MATTEL INC COM 57708110 16482 727366 SH SHARED 727366 D MATTEL INC COM 57708110 1385 61148 SH SHARED 01 61148 D MATTEL INC COM 57708110 2454 108327 SH SHARED 02 101127 7200 D MATTEL INC COM 57708110 6 300 SH SHARED 05 300 D MATTEL INC COM 57708110 918 40520 SH SHARED 06 35950 4570 D MATTEL INC COM 57708110 106 4700 SH SHARED 10 4700 D MATTEL INC COM 57708110 91 4057 SH SHARED 14 4057 D MATTEL INC COM 57708110 5114 225687 SH SHARED 17 200587 25100 D MATTEL INC COM 57708110 54 2419 SH SHARED 18 2419 D MATTEL INC COM 57708110 33 1500 SH SHARED 21 1500 D MATTEL INC COM 57708110 20 885 SH SHR/OTHR 21 885 D MATTHEWS INTL CORP CL A 57712810 983 24993 SH SHARED 24993 D MATTHEWS INTL CORP CL A 57712810 7 200 SH SHARED 01 200 D MATTHEWS INTL CORP CL A 57712810 452 11500 SH SHARED 17 5700 5800 D MATTSON TECHNOLOGY INC COM 57722310 1735 186242 SH SHARED 186242 D MATTSON TECHNOLOGY INC COM 57722310 21 2300 SH SHARED 01 2300 D MATTSON TECHNOLOGY INC COM 57722310 1037 111300 SH SHARED 17 111300 D MAUI LD & PINEAPPLE INC COM 57734510 94 2778 SH SHARED 2778 D MAXIM INTEGRATED PRODS INC COM 57772K10 23664 772855 SH SHARED 772855 D MAXIM INTEGRATED PRODS INC COM 57772K10 1082 35366 SH SHARED 01 35366 D MAXIM INTEGRATED PRODS INC COM 57772K10 11 375 SH SHR/OTHR 01 375 D MAXIM INTEGRATED PRODS INC COM 57772K10 2097 68516 SH SHARED 02 68516 D MAXIM INTEGRATED PRODS INC COM 57772K10 2020 66000 SH SHARED 04 66000 D MAXIM INTEGRATED PRODS INC COM 57772K10 6 210 SH SHARED 05 210 D MAXIM INTEGRATED PRODS INC COM 57772K10 2205 72020 SH SHARED 06 69000 3020 D MAXIM INTEGRATED PRODS INC COM 57772K10 23136 755589 SH SHARED 10 749539 6050 D MAXIM INTEGRATED PRODS INC COM 57772K10 4395 143563 SH SHARED 17 137063 6500 D MAXIM INTEGRATED PRODS INC COM 57772K10 30 1000 SH SHARED 23 1000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 10540 9453000 PRN SHARED 02 9453000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 15212 9350000 PRN SHARED 9350000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 3133 1926000 PRN SHARED 02 1926000 D MAXWELL TECHNOLOGIES INC COM 57776710 155 11152 SH SHARED 11152 D MAXYGEN INC COM 57777610 247 22940 SH SHARED 22940 D MAXXAM INC COM 57791310 2 100 SH SHARED 100 D MAXIMUS INC COM 57793310 514 16731 SH SHARED 16731 D MAXIMUS INC COM 57793310 9 300 SH SHARED 17 300 D MBT FINL CORP COM 57887710 175 11477 SH SHARED 11477 D MCAFEE INC COM 57906410 2906 102429 SH SHARED 102429 D MCAFEE INC COM 57906410 1367 48182 SH SHARED 01 48182 D MCAFEE INC COM 57906410 635 22378 SH SHARED 02 22238 140 D MCAFEE INC COM 57906410 2242 79000 SH SHARED 04 79000 D MCAFEE INC COM 57906410 38 1350 SH SHARED 06 1350 D MCAFEE INC COM 57906410 329 11600 SH SHARED 17 10600 1000 D MCCLATCHY CO CL A 57948910 2380 54986 SH SHARED 54986 D MCCLATCHY CO CL A 57948910 123 2845 SH SHARED 01 2845 D MCCLATCHY CO CL A 57948910 30 693 SH SHARED 02 668 25 D MCCLATCHY CO CL A 57948910 151 3509 SH SHARED 17 400 3109 D MCCLATCHY CO CL A 57948910 11 255 SH SHR/OTHR 20 255 D MCCLATCHY CO CL A 57948910 22 511 SH SHR/OTHR 23 511 D MCCORMICK & CO INC COM NON VTG 57978020 8309 215484 SH SHARED 215484 D MCCORMICK & CO INC COM NON VTG 57978020 502 13030 SH SHARED 01 13030 D MCCORMICK & CO INC COM NON VTG 57978020 1020 26469 SH SHARED 02 23530 2939 D MCCORMICK & CO INC COM NON VTG 57978020 392 10180 SH SHARED 06 9600 580 D MCCORMICK & CO INC COM NON VTG 57978020 177 4600 SH SHARED 14 4600 D MCCORMICK & CO INC COM NON VTG 57978020 3347 86804 SH SHARED 17 84104 2700 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 224 9349 SH SHARED 9349 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 1277 53150 SH SHARED 01 52750 400 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 5502 228900 SH SHARED 10 228900 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 10265 427000 SH SHARED 17 427000 D MCDATA CORP NOTE 2.250% 2/1 580031AD 3517 3774000 PRN SHARED 3774000 D MCDATA CORP NOTE 2.250% 2/1 580031AD 2330 2500000 PRN SHARED 02 2500000 D MCDATA CORP CL B 58003110 445 80811 SH SHARED 80811 D MCDATA CORP CL A 58003120 7366 1327276 SH SHARED 1327276 D MCDATA CORP CL A 58003120 279 50419 SH SHARED 01 50419 D MCDATA CORP CL A 58003120 1442 259902 SH SHARED 02 259800 102 D MCDATA CORP CL A 58003120 0 73 SH SHARED 10 73 D MCDATA CORP CL A 58003120 215 38900 SH SHARED 17 38900 D MCDERMOTT INTL INC COM 58003710 138 2727 SH SHARED 2727 D MCDERMOTT INTL INC COM 58003710 38 750 SH SHARED 01 750 D MCDERMOTT INTL INC COM 58003710 5 112 SH SHARED 02 112 D MCDERMOTT INTL INC COM 58003710 1469 28895 SH SHARED 17 28895 D MCDERMOTT INTL INC COM 58003710 14 292 SH SHARED 20 292 D MCDERMOTT INTL INC COM 58003710 129 2550 SH SHARED 21 2550 D MCDONALDS CORP COM 58013510 922854 20817833 SH SHARED 20787033 30800 D MCDONALDS CORP COM 58013510 11886 268140 SH SHARED 01 73879 194261 D MCDONALDS CORP COM 58013510 472 10650 SH SHR/OTHR 01 10650 D MCDONALDS CORP COM 58013510 13482 304150 SH SHARED 02 281633 22517 D MCDONALDS CORP COM 58013510 4104 92593 SH SHARED 04 92000 593 D MCDONALDS CORP COM 58013510 19 450 SH SHARED 05 450 D MCDONALDS CORP COM 58013510 7465 168397 SH SHARED 06 138855 29542 D MCDONALDS CORP COM 58013510 95340 2150699 SH SHARED 10 373670 1683930 93099 D MCDONALDS CORP COM 58013510 753 17004 SH SHARED 14 17004 D MCDONALDS CORP COM 58013510 23439 528755 SH SHARED 17 499755 29000 D MCDONALDS CORP COM 58013510 66 1500 SH SHARED 19 1500 D MCDONALDS CORP COM 58013510 891 20121 SH SHARED 20 5050 15071 D MCDONALDS CORP COM 58013510 31 700 SH SHR/OTHR 20 700 D MCDONALDS CORP COM 58013510 670 15114 SH SHARED 21 15114 D MCDONALDS CORP COM 58013510 728 16440 SH SHR/OTHR 21 16440 D MCDONALDS CORP COM 58013510 4 93 SH SHARED 22 93 D MCDONALDS CORP COM 58013510 641 14470 SH SHARED 23 14070 400 D MCDONALDS CORP COM 58013510 4717 106422 SH SHR/OTHR 23 106422 D MCF CORP COM NEW 58039530 1 243 SH SHARED 243 D MCG CAPITAL CORP COM 58047P10 1221 60100 SH SHARED 60100 D MCG CAPITAL CORP COM 58047P10 510 25100 SH SHARED 01 25100 D MCG CAPITAL CORP COM 58047P10 15 750 SH SHARED 02 750 D MCG CAPITAL CORP COM 58047P10 896 44100 SH SHARED 10 44100 D MCG CAPITAL CORP COM 58047P10 4714 232000 SH SHARED 17 208500 23500 D MCGRATH RENTCORP COM 58058910 522 17060 SH SHARED 17060 D MCGRATH RENTCORP COM 58058910 107 3500 SH SHARED 01 3500 D MCGRATH RENTCORP COM 58058910 483 15800 SH SHARED 10 15800 D MCGRATH RENTCORP COM 58058910 839 27400 SH SHARED 17 27400 D MCGRATH RENTCORP COM 58058910 8 285 SH SHARED 20 285 D MCGRATH RENTCORP COM 58058910 70 2300 SH SHARED 21 2300 D MCGRAW HILL COS INC COM 58064510 36397 535098 SH SHARED 477098 58000 D MCGRAW HILL COS INC COM 58064510 21279 312838 SH SHARED 01 13601 299237 D MCGRAW HILL COS INC COM 58064510 4214 61953 SH SHR/OTHR 01 61953 D MCGRAW HILL COS INC COM 58064510 4952 72809 SH SHARED 02 62880 9929 D MCGRAW HILL COS INC COM 58064510 14624 215000 SH SHARED 04 215000 D MCGRAW HILL COS INC COM 58064510 8 130 SH SHARED 05 130 D MCGRAW HILL COS INC COM 58064510 5221 76758 SH SHARED 06 73488 3270 D MCGRAW HILL COS INC COM 58064510 115037 1691235 SH SHARED 10 220610 1072380 398245 D MCGRAW HILL COS INC COM 58064510 1183 17400 SH SHR/OTHR 10 17400 D MCGRAW HILL COS INC COM 58064510 544 8000 SH SHARED 14 8000 D MCGRAW HILL COS INC COM 58064510 23959 352238 SH SHARED 17 140538 211700 D MCGRAW HILL COS INC COM 58064510 9732 143084 SH SHARED 20 18981 124103 D MCGRAW HILL COS INC COM 58064510 1061 15600 SH SHR/OTHR 20 15600 D MCGRAW HILL COS INC COM 58064510 1133 16659 SH SHARED 21 16659 D MCGRAW HILL COS INC COM 58064510 701 10320 SH SHR/OTHR 21 10320 D MCGRAW HILL COS INC COM 58064510 46227 679621 SH SHARED 22 13500 666121 D MCGRAW HILL COS INC COM 58064510 1613 23725 SH SHR/OTHR 22 23725 D MCGRAW HILL COS INC COM 58064510 39168 575835 SH SHARED 23 566845 8990 D MCGRAW HILL COS INC COM 58064510 224146 3295305 SH SHR/OTHR 23 3295305 D MCKESSON CORP COM 58155Q10 166567 3285356 SH SHARED 3229056 56300 D MCKESSON CORP COM 58155Q10 3660 72205 SH SHARED 01 13100 59105 D MCKESSON CORP COM 58155Q10 40 800 SH SHR/OTHR 01 800 D MCKESSON CORP COM 58155Q10 3539 69818 SH SHARED 02 61368 8450 D MCKESSON CORP COM 58155Q10 13004 256500 SH SHARED 04 256500 D MCKESSON CORP COM 58155Q10 7 148 SH SHARED 05 148 D MCKESSON CORP COM 58155Q10 9185 181176 SH SHARED 06 71386 109790 D MCKESSON CORP COM 58155Q10 61312 1209320 SH SHARED 10 160010 761610 287700 D MCKESSON CORP COM 58155Q10 1413 27876 SH SHARED 14 27876 D MCKESSON CORP COM 58155Q10 5577 110000 SH SHARED 16 110000 D MCKESSON CORP COM 58155Q10 23206 457730 SH SHARED 17 137730 320000 D MCMORAN EXPLORATION CO COM 58241110 283 19912 SH SHARED 19912 D MCMORAN EXPLORATION CO COM 58241110 5 358 SH SHR/OTHR 01 358 D MEADOWBROOK INS GROUP INC COM 58319P10 2037 206042 SH SHARED 206042 D MEADWESTVACO CORP COM 58333410 17861 594179 SH SHARED 585038 9141 D MEADWESTVACO CORP COM 58333410 789 26276 SH SHARED 01 26276 D MEADWESTVACO CORP COM 58333410 21 727 SH SHR/OTHR 01 727 D MEADWESTVACO CORP COM 58333410 1793 59672 SH SHARED 02 47548 12124 D MEADWESTVACO CORP COM 58333410 25 843 SH SHARED 04 843 D MEADWESTVACO CORP COM 58333410 6 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 493 16410 SH SHARED 06 14400 2010 D MEADWESTVACO CORP COM 58333410 7287 242420 SH SHARED 10 230420 12000 D MEADWESTVACO CORP COM 58333410 4389 146023 SH SHARED 17 142123 3900 D MEADWESTVACO CORP COM 58333410 32 1091 SH SHR/OTHR 23 1091 D MEASUREMENT SPECIALTIES INC COM 58342110 6372 294469 SH SHARED 294469 D MECHANICAL TECHNOLOGY INC COM 58353810 1 781 SH SHARED 781 D MECHEL OAO SPONSORED ADR 58384010 535 21027 SH SHARED 21027 D MECHEL OAO SPONSORED ADR 58384010 76651 3008300 SH SHARED 04 3008300 D MEDAREX INC COM 58391610 4339 293414 SH SHARED 293414 D MEDAREX INC COM 58391610 217 14700 SH SHARED 01 14700 D MEDAREX INC COM 58391610 350 23670 SH SHARED 02 23440 230 D MEDAREX INC COM 58391610 3063 207163 SH SHARED 04 207163 D MEDAREX INC COM 58391610 19 1300 SH SHARED 17 1300 D MEDALLION FINL CORP COM 58392810 141 11465 SH SHARED 11465 D MEDCATH CORP COM 58404W10 191 7015 SH SHARED 7015 D MEDCATH CORP COM 58404W10 109 4000 SH SHARED 01 4000 D MEDCATH CORP COM 58404W10 139 5100 SH SHARED 02 100 5000 D MEDCATH CORP COM 58404W10 1816 66400 SH SHARED 10 66400 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 27386 512481 SH SHARED 512216 265 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3772 70597 SH SHARED 01 17349 53248 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 312 5852 SH SHR/OTHR 01 5852 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 7893 147710 SH SHARED 02 143564 4146 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 9362 175200 SH SHARED 04 175200 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 10 205 SH SHARED 05 205 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1475 27611 SH SHARED 06 25208 2403 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 11613 217311 SH SHARED 10 204610 12701 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 57 1085 SH SHR/OTHR 10 1085 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 192 3600 SH SHARED 14 3600 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 9092 170143 SH SHARED 17 143652 26491 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 3115 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 37 702 SH SHARED 20 16 686 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1 24 SH SHARED 21 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 19 361 SH SHARED 22 361 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1165 21816 SH SHARED 23 21178 638 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1705 31911 SH SHR/OTHR 23 31911 D MEDECISION INC COM 58406P10 1000 100000 SH SHARED 17 100000 D MEDIA GEN INC CL A 58440410 2944 79216 SH SHARED 79216 D MEDIA GEN INC CL A 58440410 74 2000 SH SHARED 01 2000 D MEDIA GEN INC CL A 58440410 89 2400 SH SHARED 02 2400 D MEDIA GEN INC CL A 58440410 423 11400 SH SHARED 17 5900 5500 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1228 152860 SH SHARED 152860 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 94 11800 SH SHARED 01 11800 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1483 184500 SH SHARED 10 184500 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1627 202400 SH SHARED 17 202400 D MEDIA SCIENCES INTL INC COM 58446X10 1 200 SH SHARED 200 D MEDIA SCIENCES INTL INC COM 58446X10 59 10000 SH SHARED 01 10000 D MEDICAL ACTION INDS INC COM 58449L10 230 7134 SH SHARED 7134 D MEDICAL ACTION INDS INC COM 58449L10 51 1600 SH SHARED 21 1600 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 5 1014 SH SHARED 1014 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 5 1000 SH SHARED 02 1000 D MEDICAL PPTYS TRUST INC COM 58463J30 480 31386 SH SHARED 31386 D MEDICAL PPTYS TRUST INC COM 58463J30 1341 87700 SH SHARED 02 58100 29600 D MEDICAL PPTYS TRUST INC COM 58463J30 10665 697100 SH SHARED 11 697100 D MEDICAL PPTYS TRUST INC COM 58463J30 15 1000 SH SHARED 20 1000 D MEDICINOVA INC COM NEW 58468P20 2 208 SH SHARED 208 D MEDICINES CO COM 58468810 1244 39219 SH SHARED 39219 D MEDICINES CO COM 58468810 117 3700 SH SHARED 01 3700 D MEDICINES CO COM 58468810 137 4348 SH SHARED 02 3593 755 D MEDICINES CO COM 58468810 13233 417200 SH SHARED 04 417200 D MEDICINES CO COM 58468810 4136 130400 SH SHARED 10 71300 59100 D MEDICINES CO COM 58468810 2372 74800 SH SHARED 17 74800 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 33581 31922000 PRN SHARED 31922000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 9922 282455 SH SHARED 282455 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1127 32100 SH SHARED 01 16800 15300 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 933 26560 SH SHARED 02 26560 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1482 42200 SH SHARED 14 42200 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1711 48710 SH SHARED 17 24410 24300 D MEDIMMUNE INC NOTE 1.375% 7/1 584699AG 966 855000 PRN SHARED 02 855000 D MEDIMMUNE INC COM 58469910 15757 486804 SH SHARED 486804 D MEDIMMUNE INC COM 58469910 1038 32086 SH SHARED 01 7100 24986 D MEDIMMUNE INC COM 58469910 2598 80287 SH SHARED 02 50087 30200 D MEDIMMUNE INC COM 58469910 35273 1089700 SH SHARED 04 1089700 D MEDIMMUNE INC COM 58469910 714 22060 SH SHARED 06 20150 1910 D MEDIMMUNE INC COM 58469910 32 1000 SH SHARED 14 1000 D MEDIMMUNE INC COM 58469910 3560 110000 SH SHARED 16 110000 D MEDIMMUNE INC COM 58469910 4353 134479 SH SHARED 17 129979 4500 D MEDIMMUNE INC COM 58469910 71 2220 SH SHARED 21 2220 D MEDIMMUNE INC COM 58469910 100 3100 SH SHR/OTHR 23 3100 D MEDICSIGHT INC COM NEW 58470A20 12 3166 SH SHARED 3166 D MEDIFAST INC COM 58470H10 114 9096 SH SHARED 9096 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 15077 12101000 PRN SHARED 12101000 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 21805 17500000 PRN SHARED 02 17500000 D MEDTOX SCIENTIFIC INC COM NEW 58497720 2 184 SH SHARED 184 D MEDIS TECHNOLOGIES LTD COM 58500P10 310 17828 SH SHARED 17828 D MEDIVATION INC COM 58501N10 1992 125971 SH SHARED 125971 D MEDIVATION INC COM 58501N10 108 6838 SH SHARED 02 6838 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 4770 4500000 PRN SHARED 4500000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 3458 3263000 PRN SHARED 02 3263000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 3581 3379000 PRN SHARED 06 3379000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 53300 50000000 PRN SHARED 50000000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 479 450000 PRN SHARED 06 450000 D MEDTRONIC INC COM 58505510 581870 10874051 SH SHARED 10802780 71271 D MEDTRONIC INC COM 58505510 15289 285734 SH SHARED 01 9058 276676 D MEDTRONIC INC COM 58505510 1120 20940 SH SHR/OTHR 01 20940 D MEDTRONIC INC COM 58505510 16315 304906 SH SHARED 02 251915 52991 D MEDTRONIC INC COM 58505510 281118 5253569 SH SHARED 04 5251450 2119 D MEDTRONIC INC COM 58505510 26 500 SH SHARED 05 500 D MEDTRONIC INC COM 58505510 24950 466270 SH SHARED 06 296568 169702 D MEDTRONIC INC COM 58505510 98486 1840525 SH SHARED 10 645537 1056300 138688 D MEDTRONIC INC COM 58505510 128 2400 SH SHR/OTHR 10 2400 D MEDTRONIC INC COM 58505510 4648 86863 SH SHARED 14 86863 D MEDTRONIC INC COM 58505510 4173 78000 SH SHARED 15 78000 D MEDTRONIC INC COM 58505510 35486 663174 SH SHARED 17 545574 117600 D MEDTRONIC INC COM 58505510 72 1350 SH SHARED 19 1350 D MEDTRONIC INC COM 58505510 3852 71995 SH SHARED 20 6660 65335 D MEDTRONIC INC COM 58505510 722 13500 SH SHR/OTHR 20 13500 D MEDTRONIC INC COM 58505510 1080 20200 SH SHARED 21 20200 D MEDTRONIC INC COM 58505510 404 7560 SH SHR/OTHR 21 7560 D MEDTRONIC INC COM 58505510 332 6210 SH SHARED 22 4150 2060 D MEDTRONIC INC COM 58505510 191 3570 SH SHR/OTHR 22 3570 D MEDTRONIC INC COM 58505510 2764 51655 SH SHARED 23 50575 1080 D MEDTRONIC INC COM 58505510 6014 112401 SH SHR/OTHR 23 112401 D MELLON FINL CORP COM 58551A10 34616 821258 SH SHARED 821258 D MELLON FINL CORP COM 58551A10 9065 215079 SH SHARED 01 81300 133779 D MELLON FINL CORP COM 58551A10 610 14477 SH SHR/OTHR 01 14477 D MELLON FINL CORP COM 58551A10 3941 93501 SH SHARED 02 91001 2500 D MELLON FINL CORP COM 58551A10 8 210 SH SHARED 05 210 D MELLON FINL CORP COM 58551A10 1563 37090 SH SHARED 06 33150 3940 D MELLON FINL CORP COM 58551A10 38813 920850 SH SHARED 10 134640 758910 27300 D MELLON FINL CORP COM 58551A10 210 5000 SH SHR/OTHR 10 5000 D MELLON FINL CORP COM 58551A10 42562 1009776 SH SHARED 17 1008176 1600 D MELLON FINL CORP COM 58551A10 453 10768 SH SHARED 20 10768 D MELLON FINL CORP COM 58551A10 128 3060 SH SHR/OTHR 20 3060 D MELLON FINL CORP COM 58551A10 33 800 SH SHARED 21 800 D MELLON FINL CORP COM 58551A10 151 3600 SH SHR/OTHR 21 3600 D MELLON FINL CORP COM 58551A10 376 8940 SH SHARED 22 8100 840 D MELLON FINL CORP COM 58551A10 33 800 SH SHR/OTHR 22 800 D MELLON FINL CORP COM 58551A10 4663 110652 SH SHARED 23 102352 8300 D MELLON FINL CORP COM 58551A10 11041 261961 SH SHR/OTHR 23 261961 D MEMORY PHARMACEUTICALS CORP COM 58606R40 10 4364 SH SHARED 4364 D MEMRY CORP COM NEW 58626320 1 619 SH SHARED 619 D MENS WEARHOUSE INC COM 58711810 12107 316442 SH SHARED 316442 D MENS WEARHOUSE INC COM 58711810 470 12300 SH SHARED 01 12300 D MENS WEARHOUSE INC COM 58711810 7 200 SH SHARED 06 200 D MENS WEARHOUSE INC COM 58711810 707 18500 SH SHARED 17 18100 400 D MENS WEARHOUSE INC COM 58711810 45 1200 SH SHARED 21 1200 D MENTOR CORP MINN COM 58718810 2266 46370 SH SHARED 46370 D MENTOR CORP MINN COM 58718810 58 1200 SH SHARED 01 1200 D MENTOR CORP MINN COM 58718810 2976 60900 SH SHARED 10 60900 D MENTOR CORP MINN COM 58718810 27420 561100 SH SHARED 17 552500 8600 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 3099 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 4589 3525000 PRN SHARED 02 3525000 D MENTOR GRAPHICS CORP COM 58720010 1771 98229 SH SHARED 98229 D MENTOR GRAPHICS CORP COM 58720010 1085 60200 SH SHARED 01 35300 24900 D MENTOR GRAPHICS CORP COM 58720010 147 8200 SH SHARED 02 8200 D MENTOR GRAPHICS CORP COM 58720010 1959 108700 SH SHARED 10 108700 D MENTOR GRAPHICS CORP COM 58720010 1422 78900 SH SHARED 17 13800 65100 D MERCANTILE BANCORP INC ILL COM 58734P10 2 106 SH SHARED 106 D MERCANTILE BANK CORP COM 58737610 1545 40996 SH SHARED 40996 D MERCANTILE BANK CORP COM 58737610 286 7590 SH SHARED 17 7590 D MERCANTILE BANKSHARES CORP COM 58740510 42036 898404 SH SHARED 898404 D MERCANTILE BANKSHARES CORP COM 58740510 1738 37150 SH SHARED 01 37150 D MERCANTILE BANKSHARES CORP COM 58740510 772 16504 SH SHARED 02 14480 2024 D MERCANTILE BANKSHARES CORP COM 58740510 187 4000 SH SHARED 06 3400 600 D MERCANTILE BANKSHARES CORP COM 58740510 16 350 SH SHARED 17 350 D MERCER INS GROUP INC COM 58790210 3 161 SH SHARED 161 D MERCER INTL INC COM 58805610 242 20400 SH SHARED 20400 D MERCHANTS BANCSHARES COM 58844810 2 118 SH SHARED 118 D MERCK & CO INC COM 58933110 1746926 40067128 SH SHARED 39995388 71740 D MERCK & CO INC COM 58933110 16413 376457 SH SHARED 01 16146 360311 D MERCK & CO INC COM 58933110 9020 206883 SH SHR/OTHR 01 206883 D MERCK & CO INC COM 58933110 53927 1236869 SH SHARED 02 1195279 41590 D MERCK & CO INC COM 58933110 10505 240947 SH SHARED 04 240947 D MERCK & CO INC COM 58933110 37 870 SH SHARED 05 870 D MERCK & CO INC COM 58933110 13043 299158 SH SHARED 06 239594 59564 D MERCK & CO INC COM 58933110 36673 841130 SH SHARED 10 445910 395220 D MERCK & CO INC COM 58933110 2124 48720 SH SHR/OTHR 10 48720 D MERCK & CO INC COM 58933110 2037 46737 SH SHARED 14 46737 D MERCK & CO INC COM 58933110 143303 3286773 SH SHARED 17 2933473 353300 D MERCK & CO INC COM 58933110 8 200 SH SHARED 19 200 D MERCK & CO INC COM 58933110 1551 35585 SH SHARED 20 14220 21365 D MERCK & CO INC COM 58933110 431 9900 SH SHR/OTHR 20 9900 D MERCK & CO INC COM 58933110 581 13337 SH SHARED 21 13337 D MERCK & CO INC COM 58933110 26 615 SH SHR/OTHR 21 615 D MERCK & CO INC COM 58933110 126 2900 SH SHR/OTHR 22 2900 D MERCK & CO INC COM 58933110 13856 317809 SH SHARED 23 309609 8200 D MERCK & CO INC COM 58933110 12266 281353 SH SHR/OTHR 23 281353 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 1800 2000000 PRN SHARED 2000000 D MERCURY COMPUTER SYS COM 58937810 288 21580 SH SHARED 21580 D MERCURY COMPUTER SYS COM 58937810 38 2900 SH SHARED 17 2900 D MERCURY GENL CORP NEW COM 58940010 2422 45949 SH SHARED 45949 D MERCURY GENL CORP NEW COM 58940010 537 10200 SH SHARED 01 10200 D MERCURY GENL CORP NEW COM 58940010 201 3819 SH SHARED 02 3819 D MERCURY GENL CORP NEW COM 58940010 200 3800 SH SHARED 17 2500 1300 D MEREDITH CORP COM 58943310 2995 53150 SH SHARED 53150 D MEREDITH CORP COM 58943310 709 12599 SH SHARED 01 12599 D MEREDITH CORP COM 58943310 470 8358 SH SHARED 02 6927 1431 D MEREDITH CORP COM 58943310 135 2400 SH SHARED 06 2400 D MEREDITH CORP COM 58943310 1389 24662 SH SHARED 17 24662 D MERIDIAN BIOSCIENCE INC COM 58958410 400 16338 SH SHARED 16338 D MERIDIAN BIOSCIENCE INC COM 58958410 11 450 SH SHARED 17 450 D MERIDIAN RESOURCE CORP COM 58977Q10 520 168537 SH SHARED 168537 D MERIDIAN RESOURCE CORP COM 58977Q10 39 12700 SH SHARED 01 12700 D MERIDIAN RESOURCE CORP COM 58977Q10 1900 615100 SH SHARED 17 615100 D MERIT MED SYS INC COM 58988910 7806 492827 SH SHARED 492827 D MERIDIAN GOLD INC COM 58997510 1347 48471 SH SHARED 48471 D MERIDIAN GOLD INC COM 58997510 334 12050 SH SHARED 01 7750 4300 D MERIDIAN GOLD INC COM 58997510 17415 626700 SH SHARED 04 626700 D MERIDIAN GOLD INC COM 58997510 29708 1069050 SH SHARED 10 1058100 10950 D MERIDIAN GOLD INC COM 58997510 89 3231 SH SHARED 15 3231 D MERIDIAN GOLD INC COM 58997510 180 6500 SH SHARED 17 6200 300 D MERGE TECHNOLOGIES INC COM 58998110 132 20265 SH SHARED 20265 D MERITAGE HOMES CORP COM 59001A10 11511 241232 SH SHARED 241232 D MERITAGE HOMES CORP COM 59001A10 104 2200 SH SHARED 01 2200 D MERITAGE HOMES CORP COM 59001A10 6 130 SH SHARED 02 130 D MERITAGE HOMES CORP COM 59001A10 1436 30100 SH SHARED 17 13400 16700 D MERIX CORP COM 59004910 4639 499426 SH SHARED 499426 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 9699 7315000 PRN SHARED 7315000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 23262 17543000 PRN SHARED 02 17543000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 14188 10700000 PRN SHARED 04 10700000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 4342 3275000 PRN SHARED 06 3275000 D MERRILL LYNCH & CO INC COM 59018810 139 1500 SH SHARED 1500 D MERRILL LYNCH & CO INC COM 59018810 233786 2511135 SH SHARED 2456380 54755 D MERRILL LYNCH & CO INC COM 59018810 40830 438568 SH SHARED 01 156063 282505 D MERRILL LYNCH & CO INC COM 59018810 1537 16514 SH SHR/OTHR 01 16514 D MERRILL LYNCH & CO INC COM 59018810 15086 162047 SH SHARED 02 153108 8939 D MERRILL LYNCH & CO INC COM 59018810 16599 178300 SH SHARED 04 178300 D MERRILL LYNCH & CO INC COM 59018810 32 350 SH SHARED 05 350 D MERRILL LYNCH & CO INC COM 59018810 15293 164273 SH SHARED 06 146473 17800 D MERRILL LYNCH & CO INC COM 59018810 189438 2034790 SH SHARED 10 371360 1271080 392350 D MERRILL LYNCH & CO INC COM 59018810 34 375 SH SHR/OTHR 10 375 D MERRILL LYNCH & CO INC COM 59018810 4066 43676 SH SHARED 14 43676 D MERRILL LYNCH & CO INC COM 59018810 66143 710453 SH SHARED 17 400853 309600 D MERRILL LYNCH & CO INC COM 59018810 3358 36075 SH SHARED 20 8825 27250 D MERRILL LYNCH & CO INC COM 59018810 367 3950 SH SHR/OTHR 20 3950 D MERRILL LYNCH & CO INC COM 59018810 3879 41671 SH SHARED 21 41671 D MERRILL LYNCH & CO INC COM 59018810 531 5710 SH SHR/OTHR 21 5710 D MERRILL LYNCH & CO INC COM 59018810 1822 19573 SH SHARED 22 16093 3480 D MERRILL LYNCH & CO INC COM 59018810 453 4870 SH SHR/OTHR 22 4870 D MERRILL LYNCH & CO INC COM 59018810 7473 80277 SH SHARED 23 72152 8125 D MERRILL LYNCH & CO INC COM 59018810 6016 64625 SH SHR/OTHR 23 64625 D MERRILL MERCHANTS BANC COM 59021H10 1 72 SH SHARED 72 D MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB 2896 6659000 PRN SHARED 6659000 D MESA AIR GROUP INC COM 59047910 5619 655750 SH SHARED 655750 D MESA AIR GROUP INC COM 59047910 13 1590 SH SHARED 02 1590 D MESA LABS INC COM 59064R10 1 69 SH SHARED 69 D MESA RTY TR UNIT BEN INT 59066010 769 14800 SH SHARED 14800 D MESA RTY TR UNIT BEN INT 59066010 501 9650 SH SHARED 02 9650 D MESABI TR CTF BEN INT 59067210 211 7650 SH SHARED 02 7650 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 695 92517 SH SHARED 92517 D METABOLIX INC COM 59101880 1731 91422 SH SHARED 91422 D METABOLIX INC COM 59101880 9 500 SH SHARED 02 500 D METABOLIX INC COM 59101880 2791 147400 SH SHARED 10 147400 D METABOLIX INC COM 59101880 49 2600 SH SHARED 17 2600 D METAL MGMT INC COM NEW 59109720 914 24173 SH SHARED 24173 D METAL MGMT INC COM NEW 59109720 208 5500 SH SHARED 01 5500 D METAL MGMT INC COM NEW 59109720 6059 160100 SH SHARED 17 151000 9100 D METALLICA RES INC COM 59125J10 19 5000 SH SHARED 01 5000 D METALLICA RES INC COM 59125J10 1428 360810 SH SHARED 04 360810 D METALLICA RES INC COM 59125J10 5175 1307000 SH SHARED 10 1307000 D METALLINE MINING INC COM 59125710 6 1842 SH SHARED 1842 D METHANEX CORP COM 59151K10 4150 151635 SH SHARED 151635 D METHANEX CORP COM 59151K10 16 600 SH SHARED 01 600 D METHANEX CORP COM 59151K10 5 200 SH SHARED 06 200 D METHANEX CORP COM 59151K10 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INTERNATIONAL COM 59268810 183 2325 SH SHARED 23 2325 D METTLER TOLEDO INTERNATIONAL COM 59268810 221 2810 SH SHR/OTHR 23 2810 D MEXICO EQUITY & INCOME FD COM 59283410 2189 86010 SH SHARED 86010 D MEXICO FD INC COM 59283510 2882 72911 SH SHARED 72911 D MEXICO FD INC COM 59283510 27 685 SH SHR/OTHR 20 685 D MICREL INC COM 59479310 4423 410372 SH SHARED 410372 D MICREL INC COM 59479310 237 22000 SH SHARED 01 22000 D MICREL INC COM 59479310 60 5600 SH SHARED 02 5600 D MICREL INC COM 59479310 639 59300 SH SHARED 10 59300 D MICREL INC COM 59479310 288 26800 SH SHARED 17 12800 14000 D MICROS SYS INC COM 59490110 1600 30373 SH SHARED 30373 D MICROS SYS INC COM 59490110 73 1400 SH SHARED 01 1400 D MICROS SYS INC COM 59490110 221 4200 SH SHARED 17 500 3700 D MICROS SYS INC COM 59490110 73 1400 SH SHARED 21 1400 D MICROSOFT CORP COM 59491810 1034043 34629723 SH SHARED 34246496 383227 D MICROSOFT CORP COM 59491810 62836 2104356 SH SHARED 01 634078 1470278 D MICROSOFT CORP COM 59491810 7302 244568 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MICROSEMI CORP COM 59513710 21 1100 SH SHARED 21 1100 D MICROTUNE INC DEL COM 59514P10 193 41150 SH SHARED 41150 D MICROTUNE INC DEL COM 59514P10 129 27650 SH SHARED 01 27650 D MICROTUNE INC DEL COM 59514P10 942 200550 SH SHR/OTHR 01 200550 D MICROTEK MEDICAL HLDGS INC COM 59515B10 4 1074 SH SHARED 1074 D MICRUS ENDOVASCULAR CORP COM 59518V10 5 270 SH SHARED 270 D MICRUS ENDOVASCULAR CORP COM 59518V10 2211 115900 SH SHARED 17 115900 D MID-AMER APT CMNTYS INC COM 59522J10 1134 19817 SH SHARED 19817 D MID-AMER APT CMNTYS INC COM 59522J10 188 3300 SH SHARED 01 3300 D MID-AMER APT CMNTYS INC COM 59522J10 1499 26200 SH SHARED 10 26200 D MID-AMER APT CMNTYS INC COM 59522J10 1013 17700 SH SHARED 17 17700 D MID PENN BANCORP INC COM 59540G10 2 100 SH SHARED 100 D MID-STATE BANCSHARES COM 59544010 15952 438382 SH SHARED 438382 D MID-STATE BANCSHARES COM 59544010 360 9900 SH SHARED 17 9900 D MIDAS GROUP INC COM 59562610 277 12047 SH SHARED 12047 D MIDCAP SPDR TR UNIT SER 1 59563510 30178 206210 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MIDWEST AIR GROUP INC COM 59791110 5 459 SH SHARED 459 D MIDSOUTH BANCORP INC COM 59803910 3 123 SH SHARED 123 D MIDWAY GAMES INC COM 59814810 760 108982 SH SHARED 108982 D MIDWEST BANC HOLDINGS INC COM 59825110 6396 269347 SH SHARED 269347 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 5574 511407 SH SHARED 511407 D MILLENNIUM PHARMACEUTICALS I COM 59990210 1950 178941 SH SHARED 01 75000 103941 D MILLENNIUM PHARMACEUTICALS I COM 59990210 16 1500 SH SHR/OTHR 01 1500 D MILLENNIUM PHARMACEUTICALS I COM 59990210 504 46281 SH SHARED 02 46036 245 D MILLENNIUM PHARMACEUTICALS I COM 59990210 12228 1121900 SH SHARED 05 1121900 D MILLENNIUM PHARMACEUTICALS I COM 59990210 126 11570 SH SHARED 06 9050 2520 D MILLENNIUM PHARMACEUTICALS I COM 59990210 26 2443 SH SHARED 14 2443 D MILLENNIUM PHARMACEUTICALS I COM 59990210 111 10200 SH SHARED 17 5400 4800 D MILLEA HOLDINGS INC ADR 60032R10 115 3224 SH SHARED 02 3224 D MILLEA HOLDINGS INC ADR 60032R10 8 225 SH SHARED 10 225 D MILLENNIUM CELL INC COM 60038B10 1 1102 SH SHARED 1102 D MILLENNIUM INDIA ACQS COM IN COM 60039Q10 906 123700 SH SHARED 123700 D MILLER HERMAN INC COM 60054410 2905 79910 SH SHARED 79910 D MILLER HERMAN INC COM 60054410 1058 29100 SH SHARED 01 11000 18100 D MILLER HERMAN INC COM 60054410 235 6475 SH SHARED 02 6400 75 D MILLER HERMAN INC COM 60054410 1896 52162 SH SHARED 17 10462 41700 D MILLER INDS INC TENN COM NEW 60055120 178 7427 SH SHARED 7427 D MILLIPORE CORP COM 60107310 4702 70603 SH SHARED 70603 D MILLIPORE CORP COM 60107310 472 7099 SH SHARED 01 7099 D MILLIPORE CORP COM 60107310 749 11247 SH SHARED 02 9247 2000 D MILLIPORE CORP COM 60107310 283 4250 SH SHARED 06 3950 300 D MILLIPORE CORP COM 60107310 1857 27896 SH SHARED 17 27396 500 D MILLS CORP COM 60114810 7417 370899 SH SHARED 370899 D MILLS CORP COM 60114810 110 5500 SH SHARED 01 5500 D MILLS CORP COM 60114810 504 25207 SH SHARED 02 25207 D MILLS CORP COM 60114810 110 5500 SH SHARED 17 5500 D MILLS CORP COM 60114810 8 400 SH SHR/OTHR 23 400 D MINDSPEED TECHNOLOGIES INC COM 60268210 187 98188 SH SHARED 98188 D MINDSPEED TECHNOLOGIES INC COM 60268210 6 3532 SH SHARED 01 3532 D MINDSPEED TECHNOLOGIES INC COM 60268210 19 10000 SH SHARED 02 10000 D MINE SAFETY APPLIANCES CO COM 60272010 1351 36876 SH SHARED 36876 D MINE SAFETY APPLIANCES CO COM 60272010 524 14300 SH SHARED 01 6200 8100 D MINE SAFETY APPLIANCES CO COM 60272010 111 3035 SH SHARED 02 3000 35 D MINE SAFETY APPLIANCES CO COM 60272010 102 2800 SH SHARED 17 2800 D MINERALS TECHNOLOGIES INC COM 60315810 1403 23872 SH SHARED 23872 D MINERALS TECHNOLOGIES INC COM 60315810 305 5200 SH SHARED 01 5200 D MINERALS TECHNOLOGIES INC COM 60315810 111 1900 SH SHARED 02 1900 D MINERALS TECHNOLOGIES INC COM 60315810 282 4800 SH SHARED 17 300 4500 D MINES MGMT CO COM 60343210 1 318 SH SHARED 318 D MINRAD INTL INC COM 60443P10 4 738 SH SHARED 738 D MIPS TECHNOLOGIES INC COM 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60650110 402 33700 SH SHARED 02 33700 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 14 1200 SH SHARED 01 1200 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 15 1250 SH SHARED 02 1250 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 51 4170 SH SHARED 10 4170 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 3 290 SH SHARED 20 290 D MITSUI & CO LTD ADR 60682720 60 200 SH SHARED 10 200 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 15753 373478 SH SHARED 373478 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 1 35 SH SHARED 01 35 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 1058 25100 SH SHARED 02 25100 D MITTAL STEEL CO N V NY REG SH CL A 60684P10 6 152 SH SHARED 20 152 D MOBIUS MGMT SYSTEMS INC COM 60692510 1 229 SH SHARED 229 D MOBILE MINI INC COM 60740F10 742 27570 SH SHARED 27570 D MOBILE MINI INC COM 60740F10 59 2200 SH SHARED 01 2200 D MOBILE MINI INC COM 60740F10 686 25500 SH SHARED 02 25500 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 14990 298683 SH SHARED 287483 11200 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2800 55800 SH SHARED 02 55000 800 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 60228 1200000 SH SHARED 04 1200000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 24141 481000 SH SHARED 05 481000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4642 92500 SH SHARED 06 42500 50000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 12 250 SH SHARED 14 250 D MOBILITY ELECTRONICS INC COM 60741U10 73 21814 SH SHARED 21814 D MOBILITY ELECTRONICS INC COM 60741U10 3 1000 SH SHARED 02 1000 D MOCON INC COM 60749410 1 133 SH SHARED 133 D MODINE MFG CO COM 60782810 1133 45271 SH SHARED 45271 D MODINE MFG CO COM 60782810 295 11800 SH SHARED 01 11800 D MODINE MFG CO COM 60782810 90 3625 SH SHARED 02 3200 425 D MODINE MFG CO COM 60782810 237 9500 SH SHARED 17 9500 D MODTECH HLDGS INC COM 60783C10 2 494 SH SHARED 494 D MOHAWK INDS INC COM 60819010 7261 97001 SH SHARED 97001 D MOHAWK INDS INC COM 60819010 1205 16100 SH SHARED 01 16100 D MOHAWK INDS INC COM 60819010 444 5944 SH SHARED 02 5944 D MOHAWK INDS INC COM 60819010 139 1860 SH SHARED 06 1600 260 D MOHAWK INDS INC COM 60819010 262 3500 SH SHARED 17 3200 300 D MOLDFLOW CORP COM 60850710 3 279 SH SHARED 279 D MOLECULAR DEVICES CORP COM 60851C10 305 14506 SH SHARED 14506 D MOLINA HEALTHCARE INC COM 60855R10 1623 49946 SH SHARED 49946 D MOLINA HEALTHCARE INC COM 60855R10 468 14400 SH SHARED 01 12800 1600 D MOLINA HEALTHCARE INC COM 60855R10 276 8500 SH SHARED 17 8500 D MOLEX INC COM 60855410 6846 216468 SH SHARED 216468 D MOLEX INC COM 60855410 1262 39900 SH SHARED 01 26400 13500 D MOLEX INC COM 60855410 1292 40862 SH SHARED 02 40862 D MOLEX INC COM 60855410 243 7700 SH SHARED 06 7700 D MOLEX INC COM 60855410 6057 191500 SH SHARED 10 137900 53600 D MOLEX INC COM 60855410 1824 57689 SH SHARED 17 57689 D MOLEX INC COM 60855410 48 1525 SH SHARED 20 1525 D MOLEX INC CL A 60855420 23143 835499 SH SHARED 835499 D MOLSON COORS BREWING CO CL B 60871R20 13898 181827 SH SHARED 181827 D MOLSON COORS BREWING CO CL B 60871R20 1437 18803 SH SHARED 01 10083 8720 D MOLSON COORS BREWING CO CL B 60871R20 675 8831 SH SHARED 02 8831 D MOLSON COORS BREWING CO CL B 60871R20 221 2900 SH SHARED 06 2900 D MOLSON COORS BREWING CO CL B 60871R20 235 3075 SH SHARED 10 3000 75 D MOLSON COORS BREWING CO CL B 60871R20 672 8800 SH SHARED 14 8800 D MOLSON COORS BREWING CO CL B 60871R20 2552 33394 SH SHARED 17 33394 D MOLSON COORS BREWING CO CL B 60871R20 10 135 SH SHR/OTHR 21 135 D MOMENTA PHARMACEUTICALS INC COM 60877T10 305 19437 SH SHARED 19437 D MOMENTA PHARMACEUTICALS INC COM 60877T10 1752 111428 SH SHARED 02 3708 107720 D MONACO COACH CORP COM 60886R10 294 20783 SH SHARED 20783 D MONACO COACH CORP COM 60886R10 148 10500 SH SHARED 17 10500 D MONARCH CASINO & RESORT INC COM 60902710 192 8065 SH SHARED 8065 D MONEYGRAM INTL INC COM 60935Y10 1292 41202 SH SHARED 41202 D MONEYGRAM INTL INC COM 60935Y10 1492 47599 SH SHARED 01 19900 27699 D MONEYGRAM INTL INC COM 60935Y10 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SHR/OTHR 01 130478 D MONSANTO CO NEW COM 61166W10 6662 126828 SH SHARED 02 126028 800 D MONSANTO CO NEW COM 61166W10 59912 1140539 SH SHARED 04 1115553 24986 D MONSANTO CO NEW COM 61166W10 23653 450276 SH SHARED 05 450276 D MONSANTO CO NEW COM 61166W10 4051 77120 SH SHARED 06 72006 5114 D MONSANTO CO NEW COM 61166W10 119013 2265624 SH SHARED 10 968002 1244120 53502 D MONSANTO CO NEW COM 61166W10 709 13500 SH SHR/OTHR 10 13500 D MONSANTO CO NEW COM 61166W10 501 9552 SH SHARED 14 9552 D MONSANTO CO NEW COM 61166W10 316 6030 SH SHARED 15 6030 D MONSANTO CO NEW COM 61166W10 413457 7870884 SH SHARED 17 7854340 16544 D MONSANTO CO NEW COM 61166W10 11265 214467 SH SHARED 19 214467 D MONSANTO CO NEW COM 61166W10 5473 104206 SH SHARED 20 12494 91712 D MONSANTO CO NEW COM 61166W10 1755 33410 SH SHR/OTHR 20 33410 D MONSANTO CO NEW COM 61166W10 756 14400 SH SHARED 21 14400 D MONSANTO CO NEW COM 61166W10 919 17500 SH SHR/OTHR 21 17500 D MONSANTO CO NEW COM 61166W10 2071 39439 SH SHARED 22 28159 11280 D MONSANTO CO NEW COM 61166W10 393 7500 SH SHR/OTHR 22 7500 D MONSANTO CO NEW COM 61166W10 9833 187202 SH SHARED 23 175968 11234 D MONSANTO CO NEW COM 61166W10 11540 219685 SH SHR/OTHR 23 219685 D MONSTER WORLDWIDE INC COM 61174210 9192 197091 SH SHARED 197091 D MONSTER WORLDWIDE INC COM 61174210 867 18600 SH SHARED 01 18600 D MONSTER WORLDWIDE INC COM 61174210 8023 172037 SH SHARED 02 171987 50 D MONSTER WORLDWIDE INC COM 61174210 5830 125000 SH SHARED 04 125000 D MONSTER WORLDWIDE INC COM 61174210 443 9500 SH SHARED 06 8650 850 D MONSTER WORLDWIDE INC COM 61174210 125 2700 SH SHARED 10 2700 D MONSTER WORLDWIDE INC COM 61174210 4025 86304 SH SHARED 17 85404 900 D MONTEREY GOURMET FOODS INC COM 61257010 1 424 SH SHARED 424 D MONTGOMERY STR INCOME SECS I COM 61411510 302 17500 SH SHARED 10 17500 D MONTGOMERY STR INCOME SECS I COM 61411510 744 43070 SH SHARED 20 43070 D MONTGOMERY STR INCOME SECS I COM 61411510 250 14500 SH SHR/OTHR 20 14500 D MOODYS CORP COM 61536910 21317 308681 SH SHARED 308681 D MOODYS CORP COM 61536910 3569 51687 SH SHARED 01 5645 46042 D MOODYS CORP COM 61536910 2470 35770 SH SHR/OTHR 01 35770 D MOODYS CORP COM 61536910 3308 47901 SH SHARED 02 40874 7027 D MOODYS CORP COM 61536910 10497 152000 SH SHARED 04 152000 D MOODYS CORP COM 61536910 9 140 SH SHARED 05 140 D MOODYS CORP COM 61536910 6352 91980 SH SHARED 06 19850 72130 D MOODYS CORP COM 61536910 29911 433127 SH SHARED 10 7630 420260 5237 D MOODYS CORP COM 61536910 531 7700 SH SHR/OTHR 10 7700 D MOODYS CORP COM 61536910 688 9968 SH SHARED 14 9968 D MOODYS CORP COM 61536910 12676 183552 SH SHARED 17 180452 3100 D MOODYS CORP COM 61536910 607 8800 SH SHARED 20 8800 D MOODYS CORP COM 61536910 258 3750 SH SHR/OTHR 20 3750 D MOODYS CORP COM 61536910 11 165 SH SHR/OTHR 21 165 D MOODYS CORP COM 61536910 4827 69900 SH SHARED 23 69900 D MOODYS CORP COM 61536910 4568 66150 SH SHR/OTHR 23 66150 D MOOG INC CL A 61539420 1097 28740 SH SHARED 28740 D MOOG INC CL A 61539420 641 16800 SH SHARED 01 16800 D MOOG INC CL A 61539420 44 1170 SH SHARED 02 1170 D MOOG INC CL A 61539420 435 11400 SH SHARED 17 11400 D MOOG INC CL A 61539420 76 2000 SH SHARED 21 2000 D MORGAN STANLEY EASTN EUR FD COM 61698810 43 1100 SH SHARED 02 1100 D MORGAN STANLEY EMER MKTS FD COM 61744G10 113 4221 SH SHARED 4221 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 32 3010 SH SHARED 3010 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 108 10000 SH SHR/OTHR 20 10000 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 203 18800 SH SHR/OTHR 23 18800 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 1146 192408 SH SHARED 192408 D MORGAN STANLEY GBL OPP BOND COM 61744R10 96 10000 SH SHR/OTHR 23 10000 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 311 16280 SH SHARED 02 16280 D MORGAN STANLEY COM NEW 61744644 204201 2507688 SH SHARED 2455388 52300 D MORGAN STANLEY COM NEW 61744644 22770 279631 SH SHARED 01 90670 188961 D MORGAN STANLEY COM NEW 61744644 329 4049 SH SHR/OTHR 01 4049 D MORGAN STANLEY COM NEW 61744644 19130 234930 SH SHARED 02 223287 11643 D MORGAN STANLEY COM NEW 61744644 73006 896550 SH SHARED 04 896550 D MORGAN STANLEY COM NEW 61744644 31 390 SH SHARED 05 390 D MORGAN STANLEY COM NEW 61744644 12000 147366 SH SHARED 06 123523 23843 D MORGAN STANLEY COM NEW 61744644 162787 1999110 SH SHARED 10 1014160 598755 386195 D MORGAN STANLEY COM NEW 61744644 187 2300 SH SHR/OTHR 10 2300 D MORGAN STANLEY COM NEW 61744644 4202 51604 SH SHARED 14 51604 D MORGAN STANLEY COM NEW 61744644 1061 13040 SH SHARED 15 13040 D MORGAN STANLEY COM NEW 61744644 68450 840606 SH SHARED 17 589806 250800 D MORGAN STANLEY COM NEW 61744644 439 5400 SH SHARED 19 5400 D MORGAN STANLEY COM NEW 61744644 1172 14399 SH SHARED 20 2364 12035 D MORGAN STANLEY COM NEW 61744644 407 5000 SH SHR/OTHR 20 5000 D MORGAN STANLEY COM NEW 61744644 311 3826 SH SHARED 21 3826 D MORGAN STANLEY COM NEW 61744644 19 245 SH SHR/OTHR 21 245 D MORGAN STANLEY COM NEW 61744644 253 3115 SH SHARED 22 1850 1265 D MORGAN STANLEY COM NEW 61744644 556 6831 SH SHARED 23 6831 D MORGAN STANLEY COM NEW 61744644 3293 40447 SH SHR/OTHR 23 40447 D MORGAN STANLEY INDIA INVS FD COM 61745C10 86 1700 SH SHARED 1700 D MORGAN STANLEY INDIA INVS FD COM 61745C10 321 6319 SH SHARED 02 6319 D MORGAN STANLEY GOVT INCOME TR 61745P10 219 23109 SH SHARED 02 23109 D MORGAN STANLEY MUN INCM OPPTN 61745P45 1 157 SH SHARED 157 D MORGAN STANLEY CA INSD MUN TR 61745P50 0 42 SH SHARED 42 D MORGAN STANLEY QULTY MUN SECS 61745P58 0 21 SH SHARED 21 D MORGAN STANLEY QLT MUN INV TR 61745P66 0 42 SH SHARED 42 D MORGAN STANLEY INSD MUN TR 61745P86 24 1700 SH SHARED 02 1700 D MORGAN STANLEY INSD MUN TR 61745P86 135789 9515733 SH SHARED 17 9515733 D MORGANS HOTEL GROUP CO COM 61748W10 6456 381355 SH SHARED 381355 D MORNINGSTAR INC COM 61770010 488 10853 SH SHARED 10853 D MORNINGSTAR INC COM 61770010 139 3100 SH SHARED 17 3100 D MORTGAGEIT HLDGS INC COM 61915Q10 9146 620122 SH SHARED 620122 D MORTGAGEIT HLDGS INC COM 61915Q10 128 8700 SH SHARED 01 8700 D MORTGAGEIT HLDGS INC COM 61915Q10 3591 243500 SH SHARED 02 243500 D MORTGAGEIT HLDGS INC COM 61915Q10 16536 1121100 SH SHARED 17 1117700 3400 D MORTONS RESTAURANT GRP INC N COM 61943010 198 11941 SH SHARED 11941 D MORTONS RESTAURANT GRP INC N COM 61943010 13 810 SH SHARED 02 810 D MOSAIC CO COM 61945A10 77 3616 SH SHARED 3616 D MOSAIC CO COM 61945A10 835 39100 SH SHARED 01 39100 D MOSAIC CO COM 61945A10 176 8278 SH SHARED 02 1778 6500 D MOSAIC CO COM 61945A10 11534 540000 SH SHARED 04 540000 D MOSAIC CO COM 61945A10 13117 614100 SH SHARED 05 614100 D MOSAIC CO COM 61945A10 55 2600 SH SHARED 17 2600 D MOSCOW CABLECOM CORP COM 61945R10 1 108 SH SHARED 108 D MOSYS INC COM 61971810 810 87652 SH SHARED 87652 D MOTHERS WK INC COM 61990310 4 122 SH SHARED 122 D MOTHERS WK INC COM 61990310 23 606 SH SHARED 02 605 1 D MOTOROLA INC COM 62007610 639864 31121831 SH SHARED 31019800 102031 D MOTOROLA INC COM 62007610 12228 594765 SH SHARED 01 267590 327175 D MOTOROLA INC COM 62007610 146 7125 SH SHR/OTHR 01 7125 D MOTOROLA INC COM 62007610 16648 809766 SH SHARED 02 584183 225583 D MOTOROLA INC COM 62007610 12397 602969 SH SHARED 04 561059 41910 D MOTOROLA INC COM 62007610 817 39740 SH SHARED 05 39740 D MOTOROLA INC COM 62007610 16725 813484 SH SHARED 06 470844 342640 D MOTOROLA INC COM 62007610 31510 1532591 SH SHARED 10 1460591 72000 D MOTOROLA INC COM 62007610 1190 57891 SH SHARED 14 57891 D MOTOROLA INC COM 62007610 22025 1071263 SH SHARED 17 1019163 52100 D MOTOROLA INC COM 62007610 7467 363200 SH SHARED 19 363200 D MOTOROLA INC COM 62007610 45 2224 SH SHARED 20 2224 D MOTOROLA INC COM 62007610 106 5161 SH SHR/OTHR 22 5161 D MOTOROLA INC COM 62007610 991 48240 SH SHARED 23 43200 5040 D MOTOROLA INC COM 62007610 2589 125944 SH SHR/OTHR 23 125944 D MOVE INC COM COM 62458M10 1786 324318 SH SHARED 324318 D MOVE INC COM COM 62458M10 0 100 SH SHARED 01 100 D MOVE INC COM COM 62458M10 55 10000 SH SHARED 02 10000 D MOVE INC COM COM 62458M10 317 57700 SH SHARED 17 57700 D MOVADO GROUP INC COM 62458010 398 13751 SH SHARED 13751 D MOVADO GROUP INC COM 62458010 52 1800 SH SHARED 01 1800 D MOVADO GROUP INC COM 62458010 162 5600 SH SHARED 10 5600 D MOVADO GROUP INC COM 62458010 60 2100 SH SHARED 17 2100 D MOVADO GROUP INC COM 62458010 6 233 SH SHARED 20 233 D MOVIE GALLERY INC COM 62458110 66 18765 SH SHARED 18765 D MUELLER INDS INC COM 62475610 5389 170004 SH SHARED 170004 D MUELLER INDS INC COM 62475610 21 685 SH SHARED 02 300 385 D MUELLER INDS INC COM 62475610 675 21300 SH SHARED 17 11500 9800 D MUELLER WTR PRODS INC COM SER A 62475810 9313 626337 SH SHARED 626337 D MUELLER WTR PRODS INC COM SER A 62475810 265 17839 SH SHARED 01 17839 D MUELLER WTR PRODS INC COM SER A 62475810 24 1649 SH SHARED 02 1649 D MUELLER WTR PRODS INC COM SER A 62475810 6495 436800 SH SHARED 04 436800 D MUELLER WTR PRODS INC COM SER A 62475810 4823 324400 SH SHARED 10 324400 D MUELLER WTR PRODS INC COM SER A 62475810 11904 800600 SH SHARED 17 800600 D MUELLER WTR PRODS INC COM SER B 62475820 5606 376261 SH SHARED 375270 991 D MUELLER WTR PRODS INC COM SER B 62475820 1866 125280 SH SHARED 01 89305 35975 D MUELLER WTR PRODS INC COM SER B 62475820 9 616 SH SHARED 02 56 560 D MUELLER WTR PRODS INC COM SER B 62475820 0 2 SH SHARED 04 2 D MUELLER WTR PRODS INC COM SER B 62475820 125 8435 SH SHARED 10 6 8429 D MUELLER WTR PRODS INC COM SER B 62475820 118 7932 SH SHARED 15 7932 D MUELLER WTR PRODS INC COM SER B 62475820 6692 449132 SH SHARED 17 449132 D MUELLER WTR PRODS INC COM SER B 62475820 7 495 SH SHARED 20 495 D MULTI COLOR CORP COM 62538310 4 140 SH SHARED 140 D MULTI FINELINE ELECTRONIX IN COM 62541B10 132 6513 SH SHARED 6513 D MULTI FINELINE ELECTRONIX IN COM 62541B10 6 300 SH SHARED 01 300 D MULTIMEDIA GAMES INC COM 62545310 5357 558091 SH SHARED 558091 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 18 572 SH SHARED 02 572 D MURPHY OIL CORP COM 62671710 14699 289066 SH SHARED 289066 D MURPHY OIL CORP COM 62671710 14421 283600 SH SHARED 01 283600 D MURPHY OIL CORP COM 62671710 29137 573000 SH SHR/OTHR 01 573000 D MURPHY OIL CORP COM 62671710 7990 157136 SH SHARED 02 157116 20 D MURPHY OIL CORP COM 62671710 434 8550 SH SHARED 06 8550 D MURPHY OIL CORP COM 62671710 9407 185000 SH SHARED 10 154300 30700 D MURPHY OIL CORP COM 62671710 4510 88700 SH SHARED 17 88300 400 D MURPHY OIL CORP COM 62671710 3620 71200 SH SHARED 22 71200 D MUTUALFIRST FINL INC COM 62845B10 2 97 SH SHARED 97 D MYERS INDS INC COM 62846410 325 20763 SH SHARED 20763 D MYERS INDS INC COM 62846410 6 400 SH SHARED 01 400 D MYERS INDS INC COM 62846410 37 2400 SH SHARED 10 2400 D MYERS INDS INC COM 62846410 646 41300 SH SHARED 17 41300 D MYLAN LABS INC COM 62853010 7432 372388 SH SHARED 276288 96100 D MYLAN LABS INC COM 62853010 828 41500 SH SHARED 01 18900 22600 D MYLAN LABS INC COM 62853010 1477 74027 SH SHARED 02 71277 2750 D MYLAN LABS INC COM 62853010 1608 80600 SH SHARED 06 80600 D MYLAN LABS INC COM 62853010 11229 562600 SH SHARED 10 562600 D MYLAN LABS INC COM 62853010 128 6435 SH SHARED 14 6435 D MYLAN LABS INC COM 62853010 10920 547136 SH SHARED 17 142236 404900 D MYLAN LABS INC COM 62853010 8 450 SH SHR/OTHR 23 450 D MYRIAD GENETICS INC COM 62855J10 1545 49376 SH SHARED 49376 D MYRIAD GENETICS INC COM 62855J10 115 3681 SH SHARED 02 3681 D NBT BANCORP INC COM 62877810 684 26850 SH SHARED 26850 D NBT BANCORP INC COM 62877810 2 100 SH SHARED 01 100 D NBT BANCORP INC COM 62877810 349 13700 SH SHARED 17 13700 D NBTY INC COM 62878210 2917 70194 SH SHARED 70194 D NBTY INC COM 62878210 41 1000 SH SHARED 01 1000 D NBTY INC COM 62878210 1255 30200 SH SHARED 17 19800 10400 D NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG 16824 12000000 PRN SHARED 12000000 D NCI BUILDING SYS INC COM 62885210 822 15890 SH SHARED 15890 D NCI BUILDING SYS INC COM 62885210 5319 102800 SH SHARED 17 102800 D NCR CORP NEW COM 62886E10 9937 232400 SH SHARED 232398 2 D NCR CORP NEW COM 62886E10 1128 26390 SH SHARED 01 4500 21890 D NCR CORP NEW COM 62886E10 35 836 SH SHR/OTHR 01 836 D NCR CORP NEW COM 62886E10 22625 529125 SH SHARED 02 529125 D NCR CORP NEW COM 62886E10 401 9400 SH SHARED 06 9400 D NCR CORP NEW COM 62886E10 11162 261060 SH SHARED 10 225060 36000 D NCR CORP NEW COM 62886E10 3115 72849 SH SHARED 17 72549 300 D NCI INC CL A 62886K10 2 152 SH SHARED 152 D NDS GROUP PLC SPONSORED ADR 62889110 3507 72700 SH SHARED 72700 D NASB FINL INC COM 62896810 127 3080 SH SHARED 3080 D NEC CORP ADR 62905020 542 112844 SH SHARED 112844 D NGP CAP RES CO COM 62912R10 219 13100 SH SHARED 13100 D NGP CAP RES CO COM 62912R10 2474 147724 SH SHARED 17 147724 D NGAS RESOURCES INC COM 62912T10 3 529 SH SHARED 529 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 3615 2500000 PRN SHARED 2500000 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 104 72000 PRN SHARED 02 72000 D NII HLDGS INC CL B NEW 62913F20 2462 38218 SH SHARED 38218 D NII HLDGS INC CL B NEW 62913F20 77 1200 SH SHARED 01 1200 D NII HLDGS INC CL B NEW 62913F20 262 4078 SH SHARED 02 3309 769 D NII HLDGS INC CL B NEW 62913F20 1028 15960 SH SHARED 06 15050 910 D NII HLDGS INC CL B NEW 62913F20 25689 398660 SH SHARED 10 398660 D NII HLDGS INC CL B NEW 62913F20 51741 802940 SH SHARED 17 799040 3900 D NIC INC COM 62914B10 148 29868 SH SHARED 29868 D NL INDS INC COM NEW 62915640 5923 572831 SH SHARED 572831 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 166 13424 SH SHARED 13424 D NN INC COM 62933710 31 2500 SH SHARED 01 2500 D NN INC COM 62933710 213 17200 SH SHARED 10 17200 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1415 1568000 PRN SHARED 1568000 D NPS PHARMACEUTICALS INC NOTE 3.000% 6/1 62936PAB 1 1250 PRN SHARED 17 1250 D NPS PHARMACEUTICALS INC COM 62936P10 325 71940 SH SHARED 71940 D NPS PHARMACEUTICALS INC COM 62936P10 18 4176 SH SHARED 02 4176 D NRG ENERGY INC COM NEW 62937750 6870 122668 SH SHARED 122668 D NRG ENERGY INC COM NEW 62937750 823 14700 SH SHARED 01 10800 3900 D NRG ENERGY INC COM NEW 62937750 8559 152829 SH SHARED 02 152829 D NRG ENERGY INC COM NEW 62937750 117 2100 SH SHARED 04 2100 D NRG ENERGY INC COM NEW 62937750 3887 69400 SH SHARED 14 69400 D NRG ENERGY INC COM NEW 62937750 694 12400 SH SHARED 17 9100 3300 D NRG ENERGY INC COM NEW 62937750 7 125 SH SHARED 20 125 D NRG ENERGY INC COM NEW 62937750 1 22 SH SHR/OTHR 20 22 D NRG ENERGY INC PFD CONV MAND 62937787 7860 30000 SH SHARED 30000 D NRG ENERGY INC PFD CONV MAND 62937787 49608 189345 SH SHARED 02 189345 D NTL INC DEL COM 62941W10 19674 779514 SH SHARED 779514 D NTL INC DEL COM 62941W10 29 1177 SH SHARED 01 1177 D NTL INC DEL COM 62941W10 4202 166493 SH SHARED 02 166493 D NTL INC DEL COM 62941W10 233 9250 SH SHARED 06 6400 2850 D NTL INC DEL COM 62941W10 2336 92582 SH SHARED 17 78632 13950 D NTL INC DEL *W EXP 01/10/201 62941W11 0 451 SH SHARED 451 D NTN BUZZTIME INC COM NEW 62941030 1 1112 SH SHARED 1112 D NTT DOCOMO INC SPONS ADR 62942M20 36 2320 SH SHARED 01 2320 D NUCO2 INC COM 62942810 1507 61288 SH SHARED 61288 D NVR INC COM 62944T10 7322 11353 SH SHARED 11353 D NVR INC COM 62944T10 49 77 SH SHARED 02 77 D NVR INC COM 62944T10 127 198 SH SHARED 06 168 30 D NVR INC COM 62944T10 594 921 SH SHARED 14 921 D NVR INC COM 62944T10 1448 2245 SH SHARED 17 2245 D NVE CORP COM NEW 62944520 3 112 SH SHARED 112 D NYMEX HOLDINGS INC COM 62948N10 701 5660 SH SHARED 5660 D NYMEX HOLDINGS INC COM 62948N10 518 4178 SH SHARED 02 4178 D NYMEX HOLDINGS INC COM 62948N10 744 6000 SH SHARED 04 6000 D NYMAGIC INC COM 62948410 166 4546 SH SHARED 4546 D NYSE GROUP INC COM 62949W10 31690 326031 SH SHARED 326031 D NYSE GROUP INC COM 62949W10 427 4400 SH SHARED 01 4400 D NYSE GROUP INC COM 62949W10 21147 217566 SH SHARED 02 215020 2546 D NYSE GROUP INC COM 62949W10 58 600 SH SHARED 06 600 D NYSE GROUP INC COM 62949W10 233 2400 SH SHARED 17 2400 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 4690 5200000 PRN SHARED 02 5200000 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 0 1050 PRN SHARED 17 1050 D NABI BIOPHARMACEUTICALS COM 62951910 5032 742218 SH SHARED 742218 D NABI BIOPHARMACEUTICALS COM 62951910 53 7942 SH SHARED 02 7942 D NABORS INDS INC NOTE 6/1 629568AL 724 690000 PRN SHARED 06 690000 D NACCO INDS INC CL A 62957910 1466 10734 SH SHARED 10734 D NACCO INDS INC CL A 62957910 13 100 SH SHARED 01 100 D NACCO INDS INC CL A 62957910 519 3800 SH SHARED 10 3800 D NACCO INDS INC CL A 62957910 327 2400 SH SHARED 17 2400 D NALCO HOLDING COMPANY COM 62985Q10 2776 135697 SH SHARED 132839 2858 D NALCO HOLDING COMPANY COM 62985Q10 27 1362 SH SHARED 02 1362 D NALCO HOLDING COMPANY COM 62985Q10 13258 648000 SH SHARED 04 648000 D NALCO HOLDING COMPANY COM 62985Q10 5115 250000 SH SHARED 05 250000 D NALCO HOLDING COMPANY COM 62985Q10 3459 169100 SH SHARED 06 31600 137500 D NALCO HOLDING COMPANY COM 62985Q10 2416 118100 SH SHARED 14 118100 D NALCO HOLDING COMPANY COM 62985Q10 675 33000 SH SHARED 17 33000 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 1368 90100 SH SHARED 90100 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 7 500 SH SHARED 02 500 D NANOGEN INC COM 63007510 2160 1155414 SH SHARED 1155414 D NANOMETRICS INC COM 63007710 456 57724 SH SHARED 57724 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 2358 649835 SH SHARED 649835 D NARA BANCORP INC COM 63080P10 517 24724 SH SHARED 24724 D NARA BANCORP INC COM 63080P10 131 6300 SH SHARED 02 6300 D NASDAQ 100 TR UNIT SER 1 63110010 1205919 27940670 SH SHARED 27939680 990 D NASDAQ 100 TR UNIT SER 1 63110010 24 563 SH SHARED 01 563 D NASDAQ 100 TR UNIT SER 1 63110010 103 2400 SH SHR/OTHR 01 2400 D NASDAQ 100 TR UNIT SER 1 63110010 38152 883976 SH SHARED 02 857067 26909 D NASDAQ 100 TR UNIT SER 1 63110010 89 2072 SH SHARED 04 2072 D NASDAQ 100 TR UNIT SER 1 63110010 537 12450 SH SHARED 15 12450 D NASDAQ 100 TR UNIT SER 1 63110010 492 11400 SH SHARED 17 11400 D NASDAQ 100 TR UNIT SER 1 63110010 224 5200 SH SHARED 19 5200 D NASDAQ 100 TR UNIT SER 1 63110010 5 125 SH SHARED 22 125 D NASDAQ 100 TR UNIT SER 1 63110010 461 10700 SH SHARED 23 10600 100 D NASDAQ STOCK MARKET INC COM 63110310 2466 80095 SH SHARED 80095 D NASDAQ STOCK MARKET INC COM 63110310 391 12715 SH SHARED 01 6350 6365 D NASDAQ STOCK MARKET INC COM 63110310 152 4944 SH SHARED 02 1768 3176 D NASDAQ STOCK MARKET INC COM 63110310 1219 39600 SH SHARED 10 39600 D NASDAQ STOCK MARKET INC COM 63110310 532 17300 SH SHARED 14 17300 D NASDAQ STOCK MARKET INC COM 63110310 27509 893440 SH SHARED 17 890840 2600 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 3982 9482000 PRN SHARED 02 9482000 D NASH FINCH CO COM 63115810 5454 199789 SH SHARED 199789 D NASH FINCH CO COM 63115810 5 200 SH SHARED 02 200 D NASH FINCH CO COM 63115810 319 11700 SH SHARED 10 11700 D NASH FINCH CO COM 63115810 10521 385400 SH SHARED 17 374400 11000 D NASHUA CORP COM 63122610 1 156 SH SHARED 156 D NASPERS LTD SPON ADR N SHS 63151210 148 6200 SH SHARED 15 6200 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 256 16943 SH SHARED 16943 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 34 2298 SH SHARED 02 2298 D NATCO GROUP INC CL A 63227W20 6097 191252 SH SHARED 191252 D NATCO GROUP INC CL A 63227W20 17 550 SH SHARED 02 550 D NATCO GROUP INC CL A 63227W20 3245 101800 SH SHARED 17 101800 D NATHANS FAMOUS INC NEW COM 63234710 1 108 SH SHARED 108 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 7211 140021 SH SHARED 140021 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 63252530 4813 93475 SH SHARED 02 93475 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 2031 12759 SH SHARED 02 12759 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 16 103 SH SHARED 10 103 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 12 81 SH SHARED 20 81 D NATIONAL ATLANTIC HLDGS CORP COM 63253Y10 2 216 SH SHARED 216 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 1122 120706 SH SHARED 120706 D NATIONAL BANKSHARES INC VA COM 63486510 4 173 SH SHARED 173 D NATIONAL BEVERAGE CORP COM 63501710 91 6489 SH SHARED 6489 D NATIONAL BEVERAGE CORP COM 63501710 6 469 SH SHARED 02 469 D NATIONAL CITY CORP COM 63540510 36789 1006284 SH SHARED 946327 59957 D NATIONAL CITY CORP COM 63540510 4978 136184 SH SHARED 01 14586 121598 D NATIONAL CITY CORP COM 63540510 91 2500 SH SHR/OTHR 01 2500 D NATIONAL CITY CORP COM 63540510 5102 139556 SH SHARED 02 133691 5865 D NATIONAL CITY CORP COM 63540510 11 310 SH SHARED 05 310 D NATIONAL CITY CORP COM 63540510 2026 55420 SH SHARED 06 49600 5820 D NATIONAL CITY CORP COM 63540510 135570 3708165 SH SHARED 10 2756375 951790 D NATIONAL CITY CORP COM 63540510 347 9500 SH SHR/OTHR 10 9500 D NATIONAL CITY CORP COM 63540510 14057 384494 SH SHARED 17 324794 59700 D NATIONAL CITY CORP COM 63540510 612 16760 SH SHARED 20 3990 12770 D NATIONAL CITY CORP COM 63540510 15909 435157 SH SHARED 21 435157 D NATIONAL CITY CORP COM 63540510 15 415 SH SHR/OTHR 21 415 D NATIONAL CITY CORP COM 63540510 469 12855 SH SHARED 22 7675 5180 D NATIONAL CITY CORP COM 63540510 362 9920 SH SHARED 23 9920 D NATIONAL DENTEX CORP COM 63563H10 2 135 SH SHARED 135 D NATIONAL HEALTH REALTY INC COM 63590510 41 1716 SH SHARED 1716 D NATIONAL HEALTH REALTY INC COM 63590510 4716 196500 SH SHARED 11 196500 D NATIONAL HEALTHCARE CORP COM 63590610 283 5144 SH SHARED 5144 D NATIONAL HEALTHCARE CORP COM 63590610 11 200 SH SHARED 01 200 D NATIONAL HEALTHCARE CORP COM 63590610 77 1400 SH SHARED 10 1400 D NATIONAL FINL PARTNERS CORP COM 63607P20 10616 241442 SH SHARED 241442 D NATIONAL FINL PARTNERS CORP COM 63607P20 2246 51100 SH SHARED 01 51100 D NATIONAL FINL PARTNERS CORP COM 63607P20 2 50 SH SHARED 02 50 D NATIONAL FINL PARTNERS CORP COM 63607P20 206 4700 SH SHARED 17 4700 D NATIONAL FINL PARTNERS CORP COM 63607P20 21 497 SH SHARED 20 497 D NATIONAL FUEL GAS CO N J COM 63618010 13001 337348 SH SHARED 337348 D NATIONAL FUEL GAS CO N J COM 63618010 944 24500 SH SHARED 01 24500 D NATIONAL FUEL GAS CO N J COM 63618010 370 9613 SH SHARED 02 9113 500 D NATIONAL FUEL GAS CO N J COM 63618010 285 7400 SH SHARED 17 4600 2800 D NATIONAL GRID PLC SPON ADR NEW 63627430 995 13715 SH SHARED 13715 D NATIONAL GRID PLC SPON ADR NEW 63627430 17 241 SH SHARED 01 241 D NATIONAL GRID PLC SPON ADR NEW 63627430 52 723 SH SHARED 10 723 D NATIONAL HEALTH INVS INC COM 63633D10 607 18401 SH SHARED 18401 D NATIONAL HEALTH INVS INC COM 63633D10 19 600 SH SHARED 01 600 D NATIONAL HEALTH INVS INC COM 63633D10 145 4400 SH SHARED 10 4400 D NATIONAL HEALTH INVS INC COM 63633D10 10810 327600 SH SHARED 11 40000 287600 D NATIONAL HOME HEALTH CARE CO COM 63638010 1 139 SH SHARED 139 D NATIONAL INSTRS CORP COM 63651810 2833 104003 SH SHARED 104003 D NATIONAL INSTRS CORP COM 63651810 409 15050 SH SHARED 01 15050 D NATIONAL INSTRS CORP COM 63651810 172 6322 SH SHARED 02 6322 D NATIONAL INSTRS CORP COM 63651810 166 6100 SH SHARED 10 6100 D NATIONAL INSTRS CORP COM 63651810 72 2675 SH SHARED 17 2075 600 D NATIONAL INTERSTATE CORP COM 63654U10 292 12040 SH SHARED 12040 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 1 134 SH SHARED 134 D NATIONAL OILWELL VARCO INC COM 63707110 23173 378774 SH SHARED 378774 D NATIONAL OILWELL VARCO INC COM 63707110 3692 60350 SH SHARED 01 42500 17850 D NATIONAL OILWELL VARCO INC COM 63707110 20 338 SH SHR/OTHR 01 338 D NATIONAL OILWELL VARCO INC COM 63707110 3937 64353 SH SHARED 02 62489 1864 D NATIONAL OILWELL VARCO INC COM 63707110 41501 678350 SH SHARED 04 678350 D NATIONAL OILWELL VARCO INC COM 63707110 4 70 SH SHARED 05 70 D NATIONAL OILWELL VARCO INC COM 63707110 1156 18900 SH SHARED 06 17550 1350 D NATIONAL OILWELL VARCO INC COM 63707110 10907 178280 SH SHARED 10 171280 7000 D NATIONAL OILWELL VARCO INC COM 63707110 1602 26200 SH SHARED 14 26200 D NATIONAL OILWELL VARCO INC COM 63707110 7341 120000 SH SHARED 16 120000 D NATIONAL OILWELL VARCO INC COM 63707110 8045 131510 SH SHARED 17 129010 2500 D NATIONAL PENN BANCSHARES INC COM 63713810 756 37367 SH SHARED 37367 D NATIONAL PENN BANCSHARES INC COM 63713810 33 1656 SH SHARED 02 1656 D NATIONAL PRESTO INDS INC COM 63721510 222 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SEMICONDUCTOR CORP COM 63764010 1930 85064 SH SHARED 06 82024 3040 D NATIONAL SEMICONDUCTOR CORP COM 63764010 11824 520900 SH SHARED 10 86700 434200 D NATIONAL SEMICONDUCTOR CORP COM 63764010 271 11951 SH SHARED 14 11951 D NATIONAL SEMICONDUCTOR CORP COM 63764010 10071 443692 SH SHARED 17 127192 316500 D NATIONAL TECHNICAL SYS INC COM 63810410 1 158 SH SHARED 158 D NATIONAL WESTN LIFE INS CO CL A 63852210 404 1757 SH SHARED 1757 D NATIONAL WESTN LIFE INS CO CL A 63852210 253 1100 SH SHARED 17 1100 D NATIONWIDE FINL SVCS INC CL A 63861210 502 9279 SH SHARED 9279 D NATIONWIDE FINL SVCS INC CL A 63861210 439 8100 SH SHARED 01 8000 100 D NATIONWIDE FINL SVCS INC CL A 63861210 193 3561 SH SHARED 02 3561 D NATIONWIDE FINL SVCS INC CL A 63861210 943 17400 SH SHARED 17 17400 D NATIONWIDE HEALTH PPTYS INC COM 63862010 2467 81635 SH SHARED 81635 D NATIONWIDE HEALTH PPTYS INC COM 63862010 102 3400 SH SHARED 01 3400 D NATIONWIDE HEALTH PPTYS INC COM 63862010 168 5582 SH SHARED 02 404 5178 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3529 116800 SH SHARED 10 116800 D NATIONWIDE HEALTH PPTYS INC COM 63862010 119874 3966728 SH SHARED 11 1288865 2677863 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3303 109300 SH SHARED 17 69300 40000 D NATIONWIDE HEALTH PPTYS INC COM 63862010 87 2900 SH SHARED 21 2900 D NATIONWIDE HEALTH PPTYS INC COM 63862010 91 3040 SH SHR/OTHR 23 3040 D NATURAL GAS SERVICES GROUP COM 63886Q10 4 294 SH SHARED 294 D NAVIGATORS GROUP INC COM 63890410 487 10128 SH SHARED 10128 D NAVIGATORS GROUP INC COM 63890410 24 500 SH SHARED 01 500 D NAVIGATORS GROUP INC COM 63890410 1247 25900 SH SHARED 10 25900 D NAVIGATORS GROUP INC COM 63890410 390 8100 SH SHARED 17 8100 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 23 406 SH SHARED 406 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 1399 24145 SH SHARED 02 24145 D NATUS MEDICAL INC DEL COM 63905010 273 16437 SH SHARED 16437 D NATUS MEDICAL INC DEL COM 63905010 16 1006 SH SHARED 02 1006 D NAUGATUCK VY FINL CORP 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NEWMARKET CORP COM 65158710 842 14268 SH SHARED 14268 D NEWMONT MINING CORP COM 65163910 130729 2895452 SH SHARED 2829952 65500 D NEWMONT MINING CORP COM 65163910 2417 53534 SH SHARED 01 6000 47534 D NEWMONT MINING CORP COM 65163910 194 4299 SH SHR/OTHR 01 4299 D NEWMONT MINING CORP COM 65163910 31386 695158 SH SHARED 02 660328 34830 D NEWMONT MINING CORP COM 65163910 49693 1100621 SH SHARED 04 1100621 D NEWMONT MINING CORP COM 65163910 5428 120230 SH SHARED 05 120230 D NEWMONT MINING CORP COM 65163910 9109 201760 SH SHARED 06 197500 4260 D NEWMONT MINING CORP COM 65163910 22763 504175 SH SHARED 10 496225 7950 D NEWMONT MINING CORP COM 65163910 695 15400 SH SHARED 14 15400 D NEWMONT MINING CORP COM 65163910 128 2847 SH SHARED 15 2847 D NEWMONT MINING CORP COM 65163910 8786 194607 SH SHARED 17 184007 10600 D NEWMONT MINING CORP COM 65163910 637 14127 SH SHARED 18 14127 D NEWMONT MINING CORP COM 65163910 180 4000 SH SHR/OTHR 20 4000 D NEWMONT MINING CORP COM 65163910 18 400 SH SHR/OTHR 21 400 D NEWMONT MINING CORP COM 65163910 99 2200 SH SHARED 23 2200 D NEWMONT MINING CORP COM 65163910 274 6086 SH SHR/OTHR 23 6086 D NEWPARK RES INC COM PAR $.01NEW 65171850 11064 1534605 SH SHARED 1534605 D NEWPARK RES INC COM PAR $.01NEW 65171850 12 1800 SH SHARED 01 1800 D NEWPORT CORP COM 65182410 1035 49438 SH SHARED 49438 D NEWPORT CORP COM 65182410 310 14800 SH SHARED 01 14800 D NEWPORT CORP COM 65182410 83 4000 SH SHARED 02 4000 D NEWPORT CORP COM 65182410 1007 48100 SH SHARED 10 48100 D NEWPORT CORP COM 65182410 433 20700 SH SHARED 17 17600 3100 D NEWPORT CORP COM 65182410 21 1039 SH SHARED 20 1039 D NEWS CORP CL A 65248E10 83415 3883408 SH SHARED 3883408 D NEWS CORP CL A 65248E10 5568 259261 SH SHARED 01 20300 238961 D NEWS CORP CL A 65248E10 8953 416836 SH SHARED 02 416479 357 D NEWS CORP CL A 65248E10 11395 530500 SH SHARED 04 530500 D NEWS CORP CL A 65248E10 16 784 SH SHARED 05 784 D NEWS CORP CL A 65248E10 4836 225179 SH SHARED 06 209819 15360 D NEWS CORP CL A 65248E10 57771 2689530 SH SHARED 10 770070 1805660 113800 D NEWS CORP CL A 65248E10 1098 51147 SH SHARED 14 51147 D NEWS CORP CL A 65248E10 30039 1398465 SH SHARED 17 1299871 98594 D NEWS CORP CL A 65248E10 2 106 SH SHR/OTHR 23 106 D NEWS CORP CL B 65248E20 25692 1154182 SH SHARED 1154182 D NEWS CORP CL B 65248E20 70 3178 SH SHARED 01 3178 D NEWS CORP CL B 65248E20 4012 180247 SH SHARED 02 80000 100247 D NEWS CORP CL B 65248E20 6690 300543 SH SHARED 04 300543 D NEWS CORP CL B 65248E20 4 224 SH SHARED 05 224 D NEWS CORP CL B 65248E20 1465 65830 SH SHARED 06 60250 5580 D NEWS CORP CL B 65248E20 42 1900 SH SHARED 14 1900 D NEWS CORP CL B 65248E20 340 15301 SH SHARED 17 6700 8601 D NEWS CORP CL B 65248E20 8 400 SH SHR/OTHR 23 400 D NEWSTAR FINANCIAL INC COM 65251F10 1011 54824 SH SHARED 54824 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 29 44500 SH SHARED 02 44500 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 76119 77436000 PRN SHARED 02 77436000 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 5603 5700000 PRN SHARED 06 5700000 D NEXITY FINL CORP COM NEW 65333R20 2 206 SH SHARED 206 D NEXTEST SYS CORP COM 65333910 53 4749 SH SHARED 4749 D NEXEN INC COM 65334H10 4385 79744 SH SHARED 79044 700 D NEXEN INC COM 65334H10 78 1432 SH SHARED 01 1432 D NEXEN INC COM 65334H10 5494 99904 SH SHARED 02 99904 D NEXEN INC COM 65334H10 28330 515100 SH SHARED 04 515100 D NEXEN INC COM 65334H10 1215 22097 SH SHARED 06 747 21350 D NEXEN INC COM 65334H10 1160 21100 SH SHARED 14 21100 D NEXEN INC COM 65334H10 8415 153000 SH SHARED 16 153000 D NEXEN INC COM 65334H10 166 3022 SH SHARED 17 3022 D NEXEN INC COM 65334H10 10 193 SH SHARED 20 193 D NEXCEN BRANDS INC COM 65335110 14 2046 SH SHARED 2046 D NEXCEN BRANDS INC COM 65335110 576 79730 SH SHARED 01 79680 50 D NEXCEN BRANDS INC COM 65335110 103 14300 SH SHARED 02 14300 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 18 3993 SH SHARED 3993 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 517 20626 SH SHARED 02 20626 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 53 2138 SH SHARED 20 2138 D NICE SYS LTD SPONSORED ADR 65365610 858 27900 SH SHARED 27900 D NICE SYS LTD SPONSORED ADR 65365610 3238 105206 SH SHARED 01 100306 4900 D NICE SYS LTD SPONSORED ADR 65365610 27 900 SH SHARED 04 900 D NICE SYS LTD SPONSORED ADR 65365610 15804 513458 SH SHARED 10 492208 21250 D NICE SYS LTD SPONSORED ADR 65365610 158 5150 SH SHARED 15 5150 D NICE SYS LTD SPONSORED ADR 65365610 277 9000 SH SHARED 17 9000 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 3 196 SH SHARED 196 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 52 3240 SH SHARED 02 3240 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 226 14000 SH SHR/OTHR 20 14000 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 NICOR INC COM 65408610 5586 119369 SH SHARED 106757 12612 D NICOR INC COM 65408610 397 8499 SH SHARED 01 8499 D NICOR INC COM 65408610 446 9550 SH SHARED 02 9550 D NICOR INC COM 65408610 112 2400 SH SHARED 06 2400 D NICOR INC COM 65408610 2429 51921 SH SHARED 17 36621 15300 D NIKE INC CL B 65410610 112038 1131363 SH SHARED 1131363 D NIKE INC CL B 65410610 3973 40122 SH SHARED 01 650 39472 D NIKE INC CL B 65410610 217 2193 SH SHR/OTHR 01 2193 D NIKE INC CL B 65410610 12858 129841 SH SHARED 02 128981 860 D NIKE INC CL B 65410610 1000 10100 SH SHARED 04 10100 D NIKE INC CL B 65410610 9 100 SH SHARED 05 100 D NIKE INC CL B 65410610 1689 17058 SH SHARED 06 15218 1840 D NIKE INC CL B 65410610 9746 98415 SH SHARED 10 76500 21915 D NIKE INC CL B 65410610 475 4800 SH SHR/OTHR 10 4800 D NIKE INC CL B 65410610 356 3600 SH SHARED 14 3600 D NIKE INC CL B 65410610 5050 51000 SH SHARED 16 51000 D NIKE INC CL B 65410610 8382 84642 SH SHARED 17 80642 4000 D NIKE INC CL B 65410610 2398 24215 SH SHARED 20 3325 20890 D NIKE INC CL B 65410610 770 7780 SH SHR/OTHR 20 7780 D NIKE INC CL B 65410610 49 500 SH SHARED 21 500 D NIKE INC CL B 65410610 23 235 SH SHR/OTHR 22 235 D NIKE INC CL B 65410610 841 8495 SH SHARED 23 8350 145 D NIKE INC CL B 65410610 277 2800 SH SHR/OTHR 23 2800 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 131 5138 SH SHARED 5138 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 59 2325 SH SHARED 01 1900 425 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 5148 201900 SH SHARED 10 201900 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 9610 376900 SH SHARED 17 376900 D 99 CENTS ONLY STORES COM 65440K10 5217 428730 SH SHARED 428730 D 99 CENTS ONLY STORES COM 65440K10 174 14300 SH SHARED 01 14300 D 99 CENTS ONLY STORES COM 65440K10 55 4600 SH SHARED 02 4600 D 99 CENTS ONLY STORES COM 65440K10 122 10100 SH SHARED 17 10100 D NINETOWNS INTERNET TECH GRP ADR 65440710 1987 416574 SH SHARED 416574 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 909 36700 SH SHARED 36700 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 135 5467 SH SHARED 02 5467 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 7 298 SH SHARED 10 298 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 4 170 SH SHARED 20 170 D NISOURCE INC COM 65473P10 15447 640972 SH SHARED 628928 12044 D NISOURCE INC COM 65473P10 1237 51352 SH SHARED 01 17400 33952 D NISOURCE INC COM 65473P10 1558 64652 SH SHARED 02 63852 800 D NISOURCE INC COM 65473P10 575 23880 SH SHARED 06 21100 2780 D NISOURCE INC COM 65473P10 929 38580 SH SHARED 14 38580 D NISOURCE INC COM 65473P10 3313 137474 SH SHARED 17 125774 11700 D NISOURCE INC COM 65473P10 48 2000 SH SHARED 20 2000 D NISOURCE INC COM 65473P10 72 3000 SH SHR/OTHR 23 3000 D NISSAN MOTORS SPONSORED ADR 65474440 6984 287795 SH SHARED 287795 D NISSAN MOTORS SPONSORED ADR 65474440 68 2830 SH SHARED 01 2330 500 D NISSAN MOTORS SPONSORED ADR 65474440 6 275 SH SHARED 02 275 D NISSAN MOTORS SPONSORED ADR 65474440 53 2200 SH SHARED 10 2200 D NISSAN MOTORS SPONSORED ADR 65474440 5 240 SH SHARED 20 240 D NITROMED INC COM 65479850 2 1025 SH SHARED 1025 D NITROMED INC COM 65479850 12 5203 SH SHARED 02 4203 1000 D NOBEL LEARNING CMNTYS INC COM 65488910 1 153 SH SHARED 153 D NOBEL LEARNING CMNTYS INC COM 65488910 3824 334000 SH SHARED 17 334000 D NOBILITY HOMES INC COM 65489210 1 38 SH SHARED 38 D NOKIA CORP SPONSORED ADR 65490220 22329 1098900 SH SHARED 1052500 46400 D NOKIA CORP SPONSORED ADR 65490220 4367 214915 SH SHARED 01 18970 195945 D NOKIA CORP SPONSORED ADR 65490220 836 41161 SH SHR/OTHR 01 41161 D NOKIA CORP SPONSORED ADR 65490220 492 24225 SH SHARED 02 24225 D NOKIA CORP SPONSORED ADR 65490220 72214 3553866 SH SHARED 10 2980131 573735 D NOKIA CORP SPONSORED ADR 65490220 1123 55300 SH SHR/OTHR 10 55300 D NOKIA CORP SPONSORED ADR 65490220 184 9100 SH SHARED 14 9100 D NOKIA CORP SPONSORED ADR 65490220 4015 197620 SH SHARED 17 197620 D NOKIA CORP SPONSORED ADR 65490220 4489 220939 SH SHARED 20 26865 194074 D NOKIA CORP SPONSORED ADR 65490220 1024 50410 SH SHR/OTHR 20 50410 D NOKIA CORP SPONSORED ADR 65490220 712 35065 SH SHARED 21 35065 D NOKIA CORP SPONSORED ADR 65490220 36 1800 SH SHR/OTHR 21 1800 D NOKIA CORP SPONSORED ADR 65490220 443 21830 SH SHARED 22 8950 12880 D NOKIA CORP SPONSORED ADR 65490220 514 25305 SH SHR/OTHR 22 25305 D NOKIA CORP SPONSORED ADR 65490220 2002 98540 SH SHARED 23 87190 11350 D NOKIA CORP SPONSORED ADR 65490220 2080 102410 SH SHR/OTHR 23 102410 D NOBLE ENERGY INC COM 65504410 4639 94552 SH SHARED 80852 13700 D NOBLE ENERGY INC COM 65504410 4588 93512 SH SHARED 01 93512 D NOBLE ENERGY INC COM 65504410 137 2800 SH SHR/OTHR 01 2800 D NOBLE ENERGY INC COM 65504410 2019 41149 SH SHARED 02 37737 3412 D NOBLE ENERGY INC COM 65504410 3434 70000 SH SHARED 04 70000 D NOBLE ENERGY INC COM 65504410 6 130 SH SHARED 05 130 D NOBLE ENERGY INC COM 65504410 677 13800 SH SHARED 06 12350 1450 D NOBLE ENERGY INC COM 65504410 1330 27105 SH SHARED 10 27105 D NOBLE ENERGY INC COM 65504410 304 6211 SH SHARED 14 6211 D NOBLE ENERGY INC COM 65504410 8052 164100 SH SHARED 17 49900 114200 D NOBLE ENERGY INC COM 65504410 46 942 SH SHARED 20 942 D NOBLE ENERGY INC COM 65504410 72 1480 SH SHARED 21 1480 D NOBLE INTL LTD COM 65505310 178 8886 SH SHARED 8886 D NOMURA HLDGS INC SPONSORED ADR 65535H20 219 11600 SH SHARED 11600 D NOMURA HLDGS INC SPONSORED ADR 65535H20 69 3665 SH SHARED 01 3665 D NOMURA HLDGS INC SPONSORED ADR 65535H20 1156 61083 SH SHARED 02 61083 D NORDSON CORP COM 65566310 1885 37831 SH SHARED 37831 D NORDSON CORP COM 65566310 1210 24300 SH SHARED 01 14000 10300 D NORDSON CORP COM 65566310 164 3300 SH SHARED 02 3300 D NORDSON CORP COM 65566310 89 1800 SH SHARED 21 1800 D NORDSTROM INC COM 65566410 25098 508678 SH SHARED 456478 52200 D NORDSTROM INC COM 65566410 2165 43899 SH SHARED 01 43899 D NORDSTROM INC COM 65566410 2137 43314 SH SHARED 02 40716 2598 D NORDSTROM INC COM 65566410 493 10000 SH SHARED 04 10000 D NORDSTROM INC COM 65566410 1788 36250 SH SHARED 06 36250 D NORDSTROM INC COM 65566410 12374 250800 SH SHARED 10 3400 49000 198400 D NORDSTROM INC COM 65566410 13037 264230 SH SHARED 17 204930 59300 D NORFOLK SOUTHERN CORP COM 65584410 28483 566379 SH SHARED 566379 D NORFOLK SOUTHERN CORP COM 65584410 4020 79947 SH SHARED 01 2463 77484 D NORFOLK SOUTHERN CORP COM 65584410 65 1300 SH SHR/OTHR 01 1300 D NORFOLK SOUTHERN CORP COM 65584410 3758 74738 SH SHARED 02 68451 6287 D NORFOLK SOUTHERN CORP COM 65584410 9 190 SH SHARED 05 190 D NORFOLK SOUTHERN CORP COM 65584410 1799 35790 SH SHARED 06 32400 3390 D NORFOLK SOUTHERN CORP COM 65584410 4866 96765 SH SHARED 10 61300 35465 D NORFOLK SOUTHERN CORP COM 65584410 57 1153 SH SHARED 14 1153 D NORFOLK SOUTHERN CORP COM 65584410 10572 210230 SH SHARED 17 199530 10700 D NORFOLK SOUTHERN CORP COM 65584410 94 1878 SH SHARED 20 28 1850 D NORFOLK SOUTHERN CORP COM 65584410 2 50 SH SHR/OTHR 21 50 D NORFOLK SOUTHERN CORP COM 65584410 2719 54077 SH SHARED 23 52277 1800 D NORFOLK SOUTHERN CORP COM 65584410 2248 44716 SH SHR/OTHR 23 44716 D NORSK HYDRO A S SPONSORED ADR 65653160 6618 215787 SH SHARED 215787 D NORSK HYDRO A S SPONSORED ADR 65653160 23 750 SH SHARED 01 750 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 10 748 SH SHARED 748 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 1 100 SH SHARED 02 100 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 56144 59601000 PRN SHARED 59601000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 25368 26930000 PRN SHARED 02 26930000 D NORTEL NETWORKS CORP NEW COM NEW 65656850 1602 59965 SH SHARED 48105 11860 D NORTEL NETWORKS CORP NEW COM NEW 65656850 104 3902 SH SHARED 01 3902 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 30 SH SHR/OTHR 01 30 D NORTEL NETWORKS CORP NEW COM NEW 65656850 11579 433191 SH SHARED 02 432950 241 D NORTEL NETWORKS CORP NEW COM NEW 65656850 20822 779000 SH SHARED 04 779000 D NORTEL NETWORKS CORP NEW COM NEW 65656850 8 300 SH SHARED 05 300 D NORTEL NETWORKS CORP NEW COM NEW 65656850 82 3094 SH SHARED 06 994 2100 D NORTEL NETWORKS CORP NEW COM NEW 65656850 131 4923 SH SHARED 14 4923 D NORTEL NETWORKS CORP NEW COM NEW 65656850 39 1461 SH SHARED 17 1461 D NORTEL NETWORKS CORP NEW COM NEW 65656850 66 2500 SH SHARED 20 2500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 3 120 SH SHR/OTHR 23 120 D NORTH AMERN INS LEADERS INC COM 65687M10 112 15300 SH SHARED 15300 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 187 5000 SH SHARED 02 5000 D NORTH PITTSBURGH SYS INC COM 66156210 280 11638 SH SHARED 11638 D NORTH PITTSBURGH SYS INC COM 66156210 12 500 SH SHARED 02 500 D NORTH POINTE HLDGS CORP COM 66169610 1 154 SH SHARED 154 D NORTH VALLEY BANCORP COM 66304M10 3 180 SH SHARED 180 D NORTHEAST BANCORP COM 66390410 1 100 SH SHARED 100 D NORTHEAST CMNTY BANCORP INC COM 66411210 1 146 SH SHARED 146 D NORTHEAST UTILS COM 66439710 2372 84245 SH SHARED 74234 10011 D NORTHEAST UTILS COM 66439710 2306 81900 SH SHARED 01 30300 51600 D NORTHEAST UTILS COM 66439710 480 17052 SH SHARED 02 17052 D NORTHEAST UTILS COM 66439710 518 18400 SH SHARED 17 18400 D NORTHEAST UTILS COM 66439710 16 600 SH SHR/OTHR 23 600 D NORTHERN EMPIRE BANCSHARES COM 66511210 214 7269 SH SHARED 7269 D NORTHERN ORION RES INC COM 66557510 7379 2016200 SH SHARED 17 2016200 D NORTHERN STS FINL CORP COM 66575110 1 68 SH SHARED 68 D NORTHERN TR CORP COM 66585910 26743 440654 SH SHARED 440654 D NORTHERN TR CORP COM 66585910 2786 45913 SH SHARED 01 18300 27613 D NORTHERN TR CORP COM 66585910 2799 46130 SH SHARED 02 42681 3449 D NORTHERN TR CORP COM 66585910 1820 30000 SH SHARED 04 30000 D NORTHERN TR CORP COM 66585910 993 16377 SH SHARED 06 14417 1960 D NORTHERN TR CORP COM 66585910 6263 103204 SH SHARED 17 102304 900 D NORTHERN TR CORP COM 66585910 424 7000 SH SHARED 20 800 6200 D NORTHERN TR CORP COM 66585910 1213 20000 SH SHR/OTHR 20 20000 D NORTHERN TR CORP COM 66585910 643 10596 SH SHR/OTHR 23 10596 D NORTHFIELD LABS INC COM 66613510 79 19621 SH SHARED 19621 D NORTHFIELD LABS INC COM 66613510 12 3064 SH SHARED 02 2364 700 D NORTHGATE MINERALS CORP COM 66641610 2396 688768 SH SHARED 123768 565000 D NORTHGATE MINERALS CORP COM 66641610 3 1000 SH SHARED 01 1000 D NORTHRIM BANCORP INC COM 66676210 3 142 SH SHARED 142 D NORTHROP GRUMMAN CORP COM 66680710 33713 497983 SH SHARED 497983 D NORTHROP GRUMMAN CORP COM 66680710 4678 69107 SH SHARED 01 9350 59757 D NORTHROP GRUMMAN CORP COM 66680710 6062 89553 SH SHARED 02 88603 950 D NORTHROP GRUMMAN CORP COM 66680710 8 120 SH SHARED 05 120 D NORTHROP GRUMMAN CORP COM 66680710 2156 31857 SH SHARED 06 28467 3390 D NORTHROP GRUMMAN CORP COM 66680710 13931 205790 SH SHARED 10 182090 23700 D NORTHROP GRUMMAN CORP COM 66680710 885 13073 SH SHARED 14 13073 D NORTHROP GRUMMAN CORP COM 66680710 9706 143381 SH SHARED 17 140581 2800 D NORTHROP GRUMMAN CORP COM 66680710 643 9498 SH SHR/OTHR 23 9498 D NORTHSTAR RLTY FIN CORP COM 66704R10 8736 527238 SH SHARED 527238 D NORTHSTAR RLTY FIN CORP COM 66704R10 280 16900 SH SHARED 02 16900 D NORTHSTAR RLTY FIN CORP COM 66704R10 9942 600000 SH SHARED 11 600000 D NORTHSTAR RLTY FIN CORP COM 66704R10 5483 330900 SH SHARED 17 330900 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 127 8891 SH SHARED 8891 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 2032 141350 SH SHARED 04 141350 D NORTHWAY FINL INC COM 66727010 1 35 SH SHARED 35 D NORTHWEST BANCORP INC PA COM 66732810 400 14576 SH SHARED 14576 D NORTHWEST NAT GAS CO COM 66765510 1047 24680 SH SHARED 24680 D NORTHWEST NAT GAS CO COM 66765510 29 700 SH SHARED 01 700 D NORTHWEST NAT GAS CO COM 66765510 2423 57100 SH SHARED 10 57100 D NORTHWEST NAT GAS CO COM 66765510 903 21300 SH SHARED 17 300 21000 D NORTHWEST NAT GAS CO COM 66765510 38 900 SH SHARED 21 900 D NORTHWEST PIPE CO COM 66774610 7 210 SH SHARED 210 D NORTHWEST PIPE CO COM 66774610 20 600 SH SHARED 02 600 D NORTHWEST PIPE CO COM 66774610 8828 262600 SH SHARED 17 262600 D NORTHWESTERN CORP *W EXP 99/99/999 66807411 153 13482 SH SHARED 13482 D NORTHWESTERN CORP *W EXP 99/99/999 66807411 82 7264 SH SHARED 02 7264 D NORTHWESTERN CORP COM NEW 66807430 75928 2146095 SH SHARED 2146095 D NORTHWESTERN CORP COM NEW 66807430 27 778 SH SHARED 02 778 D NORTHWESTERN CORP COM NEW 66807430 367 10400 SH SHARED 17 10400 D NORWOOD FINANCIAL CORP COM 66954910 2 69 SH SHARED 69 D NOVA CHEMICALS CORP COM 66977W10 8250 295706 SH SHARED 295706 D NOVA CHEMICALS CORP COM 66977W10 5 200 SH SHARED 01 200 D NOVA CHEMICALS CORP COM 66977W10 1088 39018 SH SHARED 02 38618 400 D NOVA CHEMICALS CORP COM 66977W10 994 35640 SH SHARED 06 35640 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 23 66 D NOVAMED INC DEL COM 66986W10 1318 174115 SH SHARED 174115 D NOVADEL PHARMA INC COM 66986X10 1 962 SH SHARED 962 D NOVACEA INC COM 66987B10 2182 385600 SH SHARED 04 385600 D NOVAGOLD RES INC COM NEW 66987E20 1566 91300 SH SHARED 91300 D NOVAGOLD RES INC COM NEW 66987E20 3739 217892 SH SHARED 02 217892 D NOVATEL WIRELESS INC COM NEW 66987M60 284 29471 SH SHARED 29471 D NOVATEL WIRELESS INC COM NEW 66987M60 9 1000 SH SHARED 01 1000 D NOVATEL WIRELESS INC COM NEW 66987M60 3191 330000 SH SHARED 02 330000 D NOVARTIS A G SPONSORED ADR 66987V10 12855 223800 SH SHARED 223800 D NOVARTIS A G SPONSORED ADR 66987V10 40 700 SH SHARED 01 700 D NOVARTIS A G SPONSORED ADR 66987V10 62 1086 SH SHARED 02 1086 D NOVARTIS A G SPONSORED ADR 66987V10 60544 1054045 SH SHARED 10 17820 1003010 33215 D NOVARTIS A G SPONSORED ADR 66987V10 43 749 SH SHARED 20 224 525 D NOVARTIS A G SPONSORED ADR 66987V10 304 5300 SH SHR/OTHR 23 5300 D NU HORIZONS ELECTRS CORP COM 66990810 16639 1617096 SH SHARED 1617096 D NOVASTAR FINL INC COM 66994740 1923 72177 SH SHARED 72177 D NOVASTAR FINL INC COM 66994740 42128 1580800 SH SHARED 17 1564800 16000 D NOVAMERICAN STL INC COM 66995910 1916 52494 SH SHARED 52494 D NOVELIS INC COM 67000X10 48 1745 SH SHARED 1745 D NOVELIS INC COM 67000X10 2 100 SH SHARED 01 100 D NOVELIS INC COM 67000X10 714 25657 SH SHARED 02 25657 D NOVELIS INC COM 67000X10 1 55 SH SHARED 05 55 D NOVELIS INC COM 67000X10 26 958 SH SHARED 18 958 D NOVAVAX INC COM 67000210 2470 602575 SH SHARED 602575 D NOVAVAX INC COM 67000210 8 2000 SH SHARED 01 2000 D NOVAVAX INC COM 67000210 29 7147 SH SHARED 02 7147 D NOVAVAX INC COM 67000210 82 20200 SH SHARED 17 20200 D NOVELL INC DBCV 0.500% 7/1 670006AC 28043 29000000 PRN SHARED 29000000 D NOVELL INC DBCV 0.500% 7/1 670006AC 1315 1360000 PRN SHARED 02 1360000 D NOVELL INC COM 67000610 6098 983673 SH SHARED 983673 D NOVELL INC COM 67000610 6 1000 SH SHARED 01 1000 D NOVELL INC COM 67000610 557 89854 SH SHARED 02 62989 26865 D NOVELL INC COM 67000610 124 20000 SH SHARED 06 20000 D NOVELL INC COM 67000610 874 141118 SH SHARED 17 141118 D NOVELLUS SYS INC COM 67000810 5847 169884 SH SHARED 169884 D NOVELLUS SYS INC COM 67000810 1167 33913 SH SHARED 01 19900 14013 D NOVELLUS SYS INC COM 67000810 13 400 SH SHR/OTHR 01 400 D NOVELLUS SYS INC COM 67000810 2874 83524 SH SHARED 02 55513 28011 D NOVELLUS SYS INC COM 67000810 1493 43400 SH SHARED 05 43400 D NOVELLUS SYS INC COM 67000810 525 15280 SH SHARED 06 14000 1280 D NOVELLUS SYS INC COM 67000810 9558 277700 SH SHARED 10 233600 44100 D NOVELLUS SYS INC COM 67000810 700 20352 SH SHARED 14 20352 D NOVELLUS SYS INC COM 67000810 1948 56611 SH SHARED 17 55611 1000 D NOVELLUS SYS INC COM 67000810 20 600 SH SHARED 20 600 D NOVELLUS SYS INC COM 67000810 10 300 SH SHR/OTHR 21 300 D NOVELLUS SYS INC COM 67000810 17 500 SH SHARED 23 500 D NOVELLUS SYS INC COM 67000810 15 450 SH SHR/OTHR 23 450 D NOVEN PHARMACEUTICALS INC COM 67000910 467 18384 SH SHARED 18384 D NOVEN PHARMACEUTICALS INC COM 67000910 91 3600 SH SHARED 01 3600 D NOVEN PHARMACEUTICALS INC COM 67000910 910 35759 SH SHARED 02 2719 33040 D NOVEN PHARMACEUTICALS INC COM 67000910 1496 58800 SH SHARED 10 58800 D NOVEN PHARMACEUTICALS INC COM 67000910 1794 70500 SH SHARED 17 70500 D NOVO-NORDISK A S ADR 67010020 1129 13500 SH SHARED 13500 D NOVO-NORDISK A S ADR 67010020 19 235 SH SHARED 02 235 D NU SKIN ENTERPRISES INC CL A 67018T10 1121 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68191910 22125 211649 SH SHARED 17 113149 98500 D OMNICOM GROUP INC COM 68191910 32 312 SH SHARED 20 12 300 D OMNICOM GROUP INC COM 68191910 1359 13000 SH SHR/OTHR 20 13000 D OMNICOM GROUP INC COM 68191910 156 1500 SH SHARED 21 1500 D OMNICOM GROUP INC COM 68191910 10 100 SH SHR/OTHR 22 100 D OMNICOM GROUP INC COM 68191910 2437 23320 SH SHR/OTHR 23 23320 D OMEGA HEALTHCARE INVS INC COM 68193610 2632 148578 SH SHARED 148578 D OMEGA HEALTHCARE INVS INC COM 68193610 265 15010 SH SHARED 02 15010 D OMEGA HEALTHCARE INVS INC COM 68193610 203 11500 SH SHARED 10 11500 D 1-800 CONTACTS INC COM 68197710 3 207 SH SHARED 207 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 976 32278 SH SHARED 32278 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 175 5811 SH SHARED 02 5811 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 5834 192800 SH SHARED 17 192800 D OMEGA FINL CORP COM 68209210 312 9792 SH SHARED 9792 D OMEGA FINL CORP COM 68209210 418 13100 SH SHARED 17 13100 D OMEGA FLEX INC COM 68209510 2 122 SH SHARED 122 D OMEGA PROTEIN CORP COM 68210P10 1 246 SH SHARED 246 D OMNI ENERGY SERVICES COM NEW 68210T20 6405 654281 SH SHARED 654281 D OMNITURE INC COM 68212S10 150 10664 SH SHARED 10664 D OMNIVISION TECHNOLOGIES INC COM 68212810 10687 782958 SH SHARED 782958 D OMNIVISION TECHNOLOGIES INC COM 68212810 588 43100 SH SHARED 01 43100 D OMNIVISION TECHNOLOGIES INC COM 68212810 13 1000 SH SHARED 02 1000 D OMNIVISION TECHNOLOGIES INC COM 68212810 1289 94500 SH SHARED 10 94500 D OMNIVISION TECHNOLOGIES INC COM 68212810 1438 105400 SH SHARED 17 105400 D OMNOVA SOLUTIONS INC COM 68212910 1398 305320 SH SHARED 305320 D OMNICELL INC COM 68213N10 394 21181 SH SHARED 21181 D OMNICARE CAP TR II PFD B TR 4.00% 68214Q20 6792 126400 SH SHARED 126400 D ON ASSIGNMENT INC COM 68215910 5662 481879 SH SHARED 481879 D ON ASSIGNMENT INC COM 68215910 9 800 SH SHARED 01 800 D ON ASSIGNMENT INC COM 68215910 61 5200 SH SHARED 10 5200 D ON ASSIGNMENT INC COM 68215910 180 15400 SH SHARED 17 15400 D ON ASSIGNMENT INC COM 68215910 4 400 SH SHARED 21 400 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AE 10974 11176000 PRN SHARED 11176000 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AE 1 2000 PRN SHARED 02 2000 D ON SEMICONDUCTOR CORP COM 68218910 1062 140327 SH SHARED 140327 D ON SEMICONDUCTOR CORP COM 68218910 86 11400 SH SHARED 01 11400 D ON SEMICONDUCTOR CORP COM 68218910 12 1625 SH SHARED 20 1625 D ONE LIBERTY PPTYS INC COM 68240610 5 213 SH SHARED 213 D ONE LIBERTY PPTYS INC COM 68240610 3769 150000 SH SHARED 11 150000 D 1 800 FLOWERS COM CL A 68243Q10 173 28106 SH SHARED 28106 D ONEOK PARTNERS LP UNIT LTD PARTN 68268N10 959 15144 SH SHARED 15144 D ONEOK PARTNERS LP UNIT LTD PARTN 68268N10 390 6164 SH SHARED 02 6164 D ONEOK INC NEW COM 68268010 5570 129179 SH SHARED 117889 11290 D ONEOK INC NEW COM 68268010 2518 58401 SH SHARED 01 19500 38901 D ONEOK INC NEW COM 68268010 765 17759 SH SHARED 02 16729 1030 D ONEOK INC NEW COM 68268010 16368 379600 SH SHARED 17 378400 1200 D ONEOK INC NEW COM 68268010 3 88 SH SHARED 20 88 D ONLINE RES CORP COM 68273G10 179 17575 SH SHARED 17575 D ON2 TECHNOLOGIES INC COM 68338A10 2 2364 SH SHARED 2364 D ONYX PHARMACEUTICALS INC COM 68339910 848 80235 SH SHARED 80235 D ONYX PHARMACEUTICALS INC COM 68339910 61 5807 SH SHARED 02 5807 D ONYX PHARMACEUTICALS INC COM 68339910 621 58700 SH SHARED 04 58700 D ONYX PHARMACEUTICALS INC COM 68339910 6 600 SH SHARED 17 600 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 15198 192513 SH SHARED 192513 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 3355 42500 SH SHARED 01 42500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 5494 69600 SH SHARED 02 69600 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 137688 1744000 SH SHARED 04 1744000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 30790 390000 SH SHARED 05 390000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 8092 102500 SH SHARED 06 35000 67500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 6410 81200 SH SHARED 10 75400 5800 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 23 300 SH SHARED 14 300 D OPEN SOLUTIONS INC COM 68371P10 11875 315503 SH SHARED 315503 D OPEN SOLUTIONS INC COM 68371P10 3086 82000 SH SHARED 02 82000 D OPEN SOLUTIONS INC COM 68371P10 116 3100 SH SHARED 17 3100 D OPEN SOLUTIONS INC COM 68371P10 100 2660 SH SHARED 21 2660 D OPEN TEXT CORP COM 68371510 3009 148227 SH SHARED 148227 D OPEN TEXT CORP COM 68371510 66 3300 SH SHARED 02 3300 D OPEN TEXT CORP COM 68371510 113 5600 SH SHARED 14 5600 D OPENWAVE SYS INC COM NEW 68371830 1371 148645 SH SHARED 148645 D OPENWAVE SYS INC COM NEW 68371830 0 66 SH SHARED 02 66 D OPENWAVE SYS INC COM NEW 68371830 4123 446700 SH SHARED 10 446700 D OPENWAVE SYS INC COM NEW 68371830 4013 434800 SH SHARED 17 434800 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 5416 263469 SH SHARED 263469 D OPNET TECHNOLOGIES INC COM 68375710 144 10023 SH SHARED 10023 D OPTICAL COMMUNICATION PRODS CL A 68382T10 253 154547 SH SHARED 154547 D OPSWARE INC COM 68383A10 564 63959 SH SHARED 63959 D OPTEUM INC CL A 68384A10 4 619 SH SHARED 619 D OPTEUM INC CL A 68384A10 178 23500 SH SHARED 17 23500 D OPTIMAL GROUP INC CL A NEW 68388R20 2208 232021 SH SHARED 232021 D ORACLE CORP COM 68389X10 173267 10108972 SH SHARED 10080662 28310 D ORACLE CORP COM 68389X10 11895 694023 SH SHARED 01 266725 427298 D ORACLE CORP COM 68389X10 707 41265 SH SHR/OTHR 01 41265 D ORACLE CORP COM 68389X10 30192 1761526 SH SHARED 02 1614037 147489 D ORACLE CORP COM 68389X10 11465 668950 SH SHARED 04 668950 D ORACLE CORP COM 68389X10 29 1725 SH SHARED 05 1725 D ORACLE CORP COM 68389X10 8810 514039 SH SHARED 06 375498 138541 D ORACLE CORP COM 68389X10 54577 3184240 SH SHARED 10 2942970 241270 D ORACLE CORP COM 68389X10 2 150 SH SHR/OTHR 10 150 D ORACLE CORP COM 68389X10 1184 69101 SH SHARED 14 69101 D ORACLE CORP COM 68389X10 118 6918 SH SHARED 15 6918 D ORACLE CORP COM 68389X10 32363 1888196 SH SHARED 17 1659297 228899 D ORACLE CORP COM 68389X10 10626 620000 SH SHARED 18 620000 D ORACLE CORP COM 68389X10 45 2650 SH SHARED 19 2650 D ORACLE CORP COM 68389X10 335 19561 SH SHARED 20 5431 14130 D ORACLE CORP COM 68389X10 145 8500 SH SHR/OTHR 20 8500 D ORACLE CORP COM 68389X10 680 39700 SH SHARED 21 39700 D ORACLE CORP COM 68389X10 267 15600 SH SHR/OTHR 21 15600 D ORACLE CORP COM 68389X10 543 31690 SH SHARED 22 18225 13465 D ORACLE CORP COM 68389X10 17 1000 SH SHR/OTHR 22 1000 D ORACLE CORP COM 68389X10 2096 122318 SH SHARED 23 114618 7700 D ORACLE CORP COM 68389X10 1381 80600 SH SHR/OTHR 23 80600 D OPTION CARE INC COM 68394810 290 20357 SH SHARED 20357 D OPTION CARE INC COM 68394810 2 200 SH SHARED 02 200 D OPTION CARE INC COM 68394810 15673 1099900 SH SHARED 17 1099900 D OPTION CARE INC COM 68394810 9 647 SH SHARED 20 647 D OPTIONSXPRESS HLDGS INC COM 68401010 1418 62515 SH SHARED 62515 D OPTIONSXPRESS HLDGS INC COM 68401010 124 5500 SH SHARED 01 5500 D OPTIONSXPRESS HLDGS INC COM 68401010 1753 77286 SH SHARED 17 9986 67300 D OPTIONSXPRESS HLDGS INC COM 68401010 11 520 SH SHARED 20 520 D OPTIUM CORP COM 68402T10 13741 550765 SH SHARED 550765 D OPTIUM CORP COM 68402T10 2120 85000 SH SHARED 04 85000 D ORASURE TECHNOLOGIES INC COM 68554V10 295 35832 SH SHARED 35832 D ORBCOMM INC COM 68555P10 63 7228 SH SHARED 7228 D ORBITAL SCIENCES CORP COM 68556410 1096 59473 SH SHARED 59473 D ORBITAL SCIENCES CORP COM 68556410 143 7800 SH SHARED 01 7800 D ORBITAL SCIENCES CORP COM 68556410 46 2500 SH SHARED 02 2500 D ORBITAL SCIENCES CORP COM 68556410 4659 252700 SH SHARED 10 252700 D ORBITAL SCIENCES CORP COM 68556410 2959 160500 SH SHARED 17 160500 D ORCHIDS PAPER PRODS CO DEL COM 68572N10 1 132 SH SHARED 132 D ORCHID CELLMARK INC COM 68573C10 1 603 SH SHARED 603 D ORCHID CELLMARK INC COM 68573C10 6 2236 SH SHARED 02 2236 D OREGON STL MLS INC COM 68607910 29556 473579 SH SHARED 473579 D OREGON STL MLS INC COM 68607910 355 5700 SH SHARED 01 5700 D OREGON STL MLS INC COM 68607910 57 917 SH SHARED 02 917 D OREGON STL MLS INC COM 68607910 23759 380700 SH SHARED 17 380700 D O REILLY AUTOMOTIVE INC COM 68609110 1664 51904 SH SHARED 51904 D O REILLY AUTOMOTIVE INC COM 68609110 1086 33900 SH SHARED 01 33900 D O REILLY AUTOMOTIVE INC COM 68609110 51 1600 SH SHR/OTHR 01 1600 D O REILLY AUTOMOTIVE INC COM 68609110 405 12653 SH SHARED 02 12653 D O REILLY AUTOMOTIVE INC COM 68609110 1 38 SH SHARED 17 38 D O REILLY AUTOMOTIVE INC COM 68609110 51 1600 SH SHR/OTHR 23 1600 D ORIENTAL FINL GROUP INC COM 68618W10 211 16324 SH SHARED 16324 D ORIENTAL FINL GROUP INC COM 68618W10 22 1700 SH SHARED 01 1700 D ORIENTAL FINL GROUP INC COM 68618W10 7 550 SH SHARED 02 550 D ORIENTAL FINL GROUP INC COM 68618W10 431 33300 SH SHARED 10 33300 D ORIENTAL FINL GROUP INC COM 68618W10 292 22600 SH SHARED 17 22600 D ORIGEN FINL INC COM 68619E20 3 440 SH SHARED 440 D ORLEANS HOMEBUILDERS INC COM 68658810 69 3700 SH SHARED 3700 D ORMAT TECHNOLOGIES INC COM 68668810 369 10032 SH SHARED 10032 D ORMAT TECHNOLOGIES INC COM 68668810 162 4400 SH SHARED 01 4400 D ORTHOLOGIC CORP COM 68750J10 1 1025 SH SHARED 1025 D ORTHOVITA INC COM 68750U10 4 1324 SH SHARED 1324 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAB 13 20000 PRN SHARED 02 20000 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 1209 238950 SH SHARED 238950 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 7 1458 SH SHARED 02 1458 D OSHKOSH TRUCK CORP COM 68823920 1656 34211 SH SHARED 34211 D OSHKOSH TRUCK CORP COM 68823920 1118 23100 SH SHARED 01 23100 D OSHKOSH TRUCK CORP COM 68823920 399 8244 SH SHARED 02 8244 D OSHKOSH TRUCK CORP COM 68823920 14 300 SH SHARED 06 300 D OSHKOSH TRUCK CORP COM 68823920 1780 36780 SH SHARED 10 36780 D OSHKOSH TRUCK CORP COM 68823920 38358 792200 SH SHARED 17 792200 D OSIRIS THERAPEUTICS INC COM 68827R10 68 2686 SH SHARED 2686 D OSTEOTECH INC COM 68858210 2 384 SH SHARED 384 D OTELCO INC UNIT 99/99/9999 68882320 21 1000 SH SHARED 1000 D OTELCO INC UNIT 99/99/9999 68882320 14 700 SH SHARED 02 700 D OTTER TAIL CORP COM 68964810 711 22844 SH SHARED 22844 D OTTER TAIL CORP COM 68964810 236 7600 SH SHARED 10 7600 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 230 17939 SH SHARED 17939 D OVERLAND STORAGE INC COM 69031010 1 317 SH SHARED 317 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 3907 69412 SH SHARED 69412 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 731 13000 SH SHARED 01 13000 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 183 3260 SH SHARED 02 3260 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 208 3700 SH SHARED 10 3700 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 743 13200 SH SHARED 17 13200 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 197 3500 SH SHR/OTHR 20 3500 D OVERSTOCK COM INC DEL COM 69037010 275 17449 SH SHARED 17449 D OVERSTOCK COM INC DEL COM 69037010 63 4000 SH SHARED 04 4000 D OWENS & MINOR INC NEW COM 69073210 2294 73389 SH SHARED 73389 D OWENS & MINOR INC NEW COM 69073210 309 9900 SH SHARED 17 1500 8400 D OWENS CORNING NEW COM 69074210 7101 237520 SH SHARED 237520 D OWENS CORNING NEW COM 69074210 54 1830 SH SHARED 21 1830 D OWENS ILL INC COM NEW 69076840 14900 807605 SH SHARED 807605 D OWENS ILL INC COM NEW 69076840 239 13000 SH SHARED 01 12500 500 D OWENS ILL INC COM NEW 69076840 903 48968 SH SHARED 02 48968 D OWENS ILL INC COM NEW 69076840 88 4780 SH SHARED 06 4050 730 D OWENS ILL INC COM NEW 69076840 6614 358530 SH SHARED 10 340730 17800 D OWENS ILL INC COM NEW 69076840 2642 143220 SH SHARED 17 141920 1300 D OWENS ILL INC PFD CONV $.01 69076850 5164 139590 SH SHARED 139590 D OXFORD INDS INC COM 69149730 584 11779 SH SHARED 11779 D OXFORD INDS INC COM 69149730 22 460 SH SHARED 02 460 D OXFORD INDS INC COM 69149730 74 1500 SH SHARED 17 1500 D OXIGENE INC COM 69182810 64 13392 SH SHARED 13392 D PAB BANKSHARES INC COM 69313P10 4 207 SH SHARED 207 D P A M TRANSN SVCS INC COM 69314910 91 4135 SH SHARED 4135 D P A M TRANSN SVCS INC COM 69314910 33 1500 SH SHARED 02 1500 D P C CONNECTION COM 69318J10 5 400 SH SHARED 400 D P C CONNECTION COM 69318J10 91 6161 SH SHARED 02 6161 D PC MALL INC COM 69323K10 1 176 SH SHARED 176 D PC-TEL INC COM 69325Q10 4335 463703 SH SHARED 463703 D PC-TEL INC COM 69325Q10 14 1600 SH SHARED 02 1600 D PDF SOLUTIONS INC COM 69328210 1378 95396 SH SHARED 95396 D PDI INC COM 69329V10 41 4070 SH SHARED 4070 D PDL BIOPHARMA INC COM 69329Y10 2460 122146 SH SHARED 122146 D PDL BIOPHARMA INC COM 69329Y10 1635 81200 SH SHARED 01 39600 41600 D PDL BIOPHARMA INC COM 69329Y10 429 21345 SH SHARED 02 21345 D PDL BIOPHARMA INC COM 69329Y10 3403 169000 SH SHARED 04 169000 D PDL BIOPHARMA INC COM 69329Y10 2773 137700 SH SHARED 10 137700 D PDL BIOPHARMA INC COM 69329Y10 45 2243 SH SHARED 14 2243 D PDL BIOPHARMA INC COM 69329Y10 449 22308 SH SHARED 17 22308 D PG&E CORP NOTE 9.500% 6/3 69331CAD 36192 10626000 PRN SHARED 10626000 D PG&E CORP COM 69331C10 31028 655588 SH SHARED 648588 7000 D PG&E CORP COM 69331C10 3999 84492 SH SHARED 01 38610 45882 D PG&E CORP COM 69331C10 37 800 SH SHR/OTHR 01 800 D PG&E CORP COM 69331C10 3737 78959 SH SHARED 02 78806 153 D PG&E CORP COM 69331C10 9 210 SH SHARED 05 210 D PG&E CORP COM 69331C10 1802 38093 SH SHARED 06 34213 3880 D PG&E CORP COM 69331C10 79 1690 SH SHARED 10 1690 D PG&E CORP COM 69331C10 146 3100 SH SHARED 14 3100 D PG&E CORP COM 69331C10 9049 191196 SH SHARED 17 169496 21700 D PG&E CORP COM 69331C10 19 405 SH SHR/OTHR 21 405 D PG&E CORP COM 69331C10 650 13750 SH SHR/OTHR 23 13750 D PFF BANCORP INC COM 69331W10 656 19034 SH SHARED 19034 D PFF BANCORP INC COM 69331W10 150 4350 SH SHARED 01 4350 D PFF BANCORP INC COM 69331W10 17 494 SH SHARED 02 32 462 D PFF BANCORP INC COM 69331W10 3587 103950 SH SHARED 10 103950 D PFF BANCORP INC COM 69331W10 7552 218850 SH SHARED 17 193500 25350 D PHH CORP COM NEW 69332020 2839 98365 SH SHARED 98365 D PHH CORP COM NEW 69332020 69 2400 SH SHARED 01 2400 D PHH CORP COM NEW 69332020 4 149 SH SHARED 02 149 D PHH CORP COM NEW 69332020 689 23900 SH SHARED 10 23900 D PHH CORP COM NEW 69332020 600 20800 SH SHARED 17 20800 D PHH CORP COM NEW 69332020 14 500 SH SHR/OTHR 20 500 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1301 33912 SH SHARED 33912 D P F CHANGS CHINA BISTRO INC COM 69333Y10 69 1800 SH SHARED 01 1800 D P F CHANGS CHINA BISTRO INC COM 69333Y10 6401 166800 SH SHARED 10 166800 D P F CHANGS CHINA BISTRO INC COM 69333Y10 280 7300 SH SHARED 17 3100 4200 D PHI INC COM NON VTG 69336T20 348 10639 SH SHARED 10639 D PHI INC COM NON VTG 69336T20 65 2000 SH SHARED 17 2000 D PGT INC COM 69336V10 9815 775942 SH SHARED 775942 D PICO HLDGS INC COM NEW 69336620 291 8374 SH SHARED 8374 D PICO HLDGS INC COM NEW 69336620 215 6200 SH SHARED 17 6200 D PLX TECHNOLOGY INC COM 69341710 253 19438 SH SHARED 19438 D PLX TECHNOLOGY INC COM 69341710 129 9900 SH SHARED 01 9900 D PLX TECHNOLOGY INC COM 69341710 7 590 SH SHR/OTHR 01 590 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 1423 1254000 PRN SHARED 1254000 D PMA CAP CORP CL A 69341920 364 39529 SH SHARED 39529 D PMA CAP CORP CL A 69341920 67 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 1300 1225000 PRN SHARED 02 1225000 D PMC-SIERRA INC COM 69344F10 5105 760893 SH SHARED 760893 D PMC-SIERRA INC COM 69344F10 177 26410 SH SHARED 01 26410 D PMC-SIERRA INC COM 69344F10 302 45048 SH SHARED 02 36048 9000 D PMC-SIERRA INC COM 69344F10 4193 624900 SH SHARED 04 624900 D PMC-SIERRA INC COM 69344F10 79 11800 SH SHARED 06 11800 D PMC-SIERRA INC COM 69344F10 5351 797574 SH SHARED 10 797574 D PMC-SIERRA INC COM 69344F10 1342 200000 SH SHARED 15 200000 D PMC-SIERRA INC COM 69344F10 3153 470000 SH SHARED 16 470000 D PMC-SIERRA INC COM 69344F10 502 74912 SH SHARED 17 74912 D PMI GROUP INC COM 69344M10 27814 589664 SH SHARED 589664 D PMI GROUP INC COM 69344M10 1165 24700 SH SHARED 01 24700 D PMI GROUP INC COM 69344M10 453 9608 SH SHARED 02 9558 50 D PMI GROUP INC COM 69344M10 158 3351 SH SHARED 06 2891 460 D PMI GROUP INC COM 69344M10 1245 26400 SH SHARED 10 26400 D PMI GROUP INC COM 69344M10 254 5393 SH SHARED 14 5393 D PMI GROUP INC COM 69344M10 537 11400 SH SHARED 17 11300 100 D PNC FINL SVCS GROUP INC COM 69347510 37397 505102 SH SHARED 496256 8846 D PNC FINL SVCS GROUP INC COM 69347510 3245 43836 SH SHARED 01 910 42926 D PNC FINL SVCS GROUP INC COM 69347510 6606 89225 SH SHARED 02 63310 25915 D PNC FINL SVCS GROUP INC COM 69347510 11 150 SH SHARED 05 150 D PNC FINL SVCS GROUP INC COM 69347510 1932 26100 SH SHARED 06 23550 2550 D PNC FINL SVCS GROUP INC COM 69347510 15517 209582 SH SHARED 10 151100 58482 D PNC FINL SVCS GROUP INC COM 69347510 124023 1675087 SH SHARED 17 1643087 32000 D PNC FINL SVCS GROUP INC COM 69347510 75 1025 SH SHARED 20 1025 D PNC FINL SVCS GROUP INC COM 69347510 208 2815 SH SHARED 23 2315 500 D PNC FINL SVCS GROUP INC COM 69347510 12 165 SH SHR/OTHR 23 165 D POSCO SPONSORED ADR 69348310 10922 132127 SH SHARED 132127 D POSCO SPONSORED ADR 69348310 5832 70550 SH SHARED 01 70300 250 D POSCO SPONSORED ADR 69348310 27 330 SH SHARED 02 330 D POSCO SPONSORED ADR 69348310 15779 190877 SH SHARED 04 190877 D POSCO SPONSORED ADR 69348310 3973 48060 SH SHARED 06 26060 22000 D POSCO SPONSORED ADR 69348310 11070 133915 SH SHARED 10 124700 9215 D POSCO SPONSORED ADR 69348310 26 321 SH SHARED 20 321 D PNM RES INC COM 69349H10 3224 103687 SH SHARED 94786 8901 D PNM RES INC COM 69349H10 797 25650 SH SHARED 01 25650 D PNM RES INC COM 69349H10 264 8520 SH SHARED 02 7400 1120 D PNM RES INC COM 69349H10 3147 101200 SH SHARED 10 101200 D PNM RES INC COM 69349H10 1670 53700 SH SHARED 17 23000 30700 D PPG INDS INC COM 69350610 22879 356321 SH SHARED 346960 9361 D PPG INDS INC COM 69350610 1839 28647 SH SHARED 01 28647 D PPG INDS INC COM 69350610 2866 44637 SH SHARED 02 44537 100 D PPG INDS INC COM 69350610 6 100 SH SHARED 05 100 D PPG INDS INC COM 69350610 971 15130 SH SHARED 06 13500 1630 D PPG INDS INC COM 69350610 22017 342900 SH SHARED 10 302070 40830 D PPG INDS INC COM 69350610 256 4000 SH SHARED 14 4000 D PPG INDS INC COM 69350610 8642 134592 SH SHARED 17 131092 3500 D PPG INDS INC COM 69350610 481 7500 SH SHARED 20 7500 D PPG INDS INC COM 69350610 205 3200 SH SHR/OTHR 22 3200 D PPG INDS INC COM 69350610 9 150 SH SHARED 23 150 D PPG INDS INC COM 69350610 770 12000 SH SHR/OTHR 23 12000 D PPL CORP COM 69351T10 20393 569007 SH SHARED 559609 9398 D PPL CORP COM 69351T10 1698 47394 SH SHARED 01 47394 D PPL CORP COM 69351T10 3112 86843 SH SHARED 02 86404 439 D PPL CORP COM 69351T10 7 200 SH SHARED 05 200 D PPL CORP COM 69351T10 1204 33610 SH SHARED 06 29900 3710 D PPL CORP COM 69351T10 13228 369100 SH SHARED 10 315400 53700 D PPL CORP COM 69351T10 179 5000 SH SHARED 14 5000 D PPL CORP COM 69351T10 8045 224476 SH SHARED 17 159476 65000 D PPL CORP COM 69351T10 12 360 SH SHARED 20 360 D PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE 582 405000 PRN SHARED 405000 D PRA INTL COM 69353C10 354 14012 SH SHARED 14012 D PRA INTL COM 69353C10 17 692 SH SHARED 06 692 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 1 150 SH SHARED 150 D PS BUSINESS PKS INC CALIF COM 69360J10 876 12398 SH SHARED 12398 D PS BUSINESS PKS INC CALIF COM 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INC COM 69371810 2545 39218 SH SHARED 06 36841 2377 D PACCAR INC COM 69371810 36767 566522 SH SHARED 10 126430 383195 56897 D PACCAR INC COM 69371810 16364 252153 SH SHARED 17 162678 89475 D PACCAR INC COM 69371810 414 6387 SH SHARED 20 1258 5129 D PACCAR INC COM 69371810 18 292 SH SHR/OTHR 20 292 D PACCAR INC COM 69371810 101 1560 SH SHARED 23 1560 D PACCAR INC COM 69371810 522 8049 SH SHR/OTHR 23 8049 D PACER INTL INC TENN COM 69373H10 6312 212036 SH SHARED 212036 D PACER INTL INC TENN COM 69373H10 669 22500 SH SHARED 01 22500 D PACER INTL INC TENN COM 69373H10 21 723 SH SHARED 02 723 D PACER INTL INC TENN COM 69373H10 342 11500 SH SHARED 17 9700 1800 D PACIFIC CMA INC COM 69403T10 1 5000 SH SHARED 02 5000 D PACIFIC CAP BANCORP NEW COM 69404P10 1674 49852 SH SHARED 49852 D PACIFIC CAP BANCORP NEW COM 69404P10 128 3833 SH SHARED 01 3833 D PACIFIC CAP BANCORP NEW COM 69404P10 41 1240 SH SHARED 02 70 1170 D PACIFIC CAP BANCORP NEW COM 69404P10 4642 138266 SH SHARED 10 138266 D PACIFIC 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SHARED 16 150000 D PETRO-CDA COM 71644E10 3633 88544 SH SHARED 17 82744 5800 D PETRO-CDA COM 71644E10 246 6000 SH SHR/OTHR 23 6000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 10573 75110 SH SHARED 75110 D PETROCHINA CO LTD SPONSORED ADR 71646E10 2780 19750 SH SHARED 01 19400 350 D PETROCHINA CO LTD SPONSORED ADR 71646E10 326 2320 SH SHARED 02 2320 D PETROCHINA CO LTD SPONSORED ADR 71646E10 4392 31200 SH SHARED 10 31200 D PETROCHINA CO LTD SPONSORED ADR 71646E10 21 150 SH SHR/OTHR 21 150 D PETROCHINA CO LTD SPONSORED ADR 71646E10 703 5000 SH SHR/OTHR 23 5000 D PETRO RES CORP COM 71646K10 1 485 SH SHARED 485 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 307 25200 SH SHARED 25200 D PETROHAWK ENERGY CORP COM 71649510 27502 2391530 SH SHARED 2391530 D PETROHAWK ENERGY CORP COM 71649510 331 28865 SH SHARED 01 28865 D PETROHAWK ENERGY CORP COM 71649510 1323 115100 SH SHARED 10 115100 D PETROHAWK ENERGY CORP COM 71649510 15896 1382300 SH SHARED 17 1382300 D PETROHAWK ENERGY CORP COM 71649510 5 450 SH SHARED 20 450 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 11491 123882 SH SHARED 111792 12090 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 12800 138000 SH SHARED 04 138000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 301 3250 SH SHARED 06 3250 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 204480 2204400 SH SHARED 10 2204400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 46790 454321 SH SHARED 453621 700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 39524 383774 SH SHARED 01 376524 7250 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1830 17775 SH SHARED 02 16200 1575 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 339242 3293933 SH SHARED 04 3281853 12080 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 19722 191500 SH SHARED 06 73500 118000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 189954 1844395 SH SHARED 10 1799545 44850 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 2883 28000 SH SHARED 14 28000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 659 6404 SH SHARED 15 6404 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 14669 142440 SH SHARED 17 142440 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 6 59 SH SHARED 20 59 D PETROLEUM & RES CORP COM 71654910 593 17741 SH SHARED 02 17741 D PETROLEUM DEV CORP COM 71657810 5281 122689 SH SHARED 122689 D PETROLEUM DEV CORP COM 71657810 12 300 SH SHARED 01 300 D PETROQUEST ENERGY INC COM 71674810 5922 464842 SH SHARED 464842 D PETROQUEST ENERGY INC COM 71674810 68 5400 SH SHARED 01 5400 D PETROQUEST ENERGY INC COM 71674810 471 37000 SH SHARED 10 37000 D PETROQUEST ENERGY INC COM 71674810 1978 155300 SH SHARED 17 155300 D PETROQUEST ENERGY INC COM 71674810 25 2000 SH SHARED 20 2000 D PETSMART INC COM 71676810 2708 93857 SH SHARED 93857 D PETSMART INC COM 71676810 1165 40395 SH SHARED 01 40395 D PETSMART INC COM 71676810 441 15282 SH SHARED 02 15197 85 D PETSMART INC COM 71676810 125 4350 SH SHARED 06 3650 700 D PETSMART INC COM 71676810 2767 95883 SH SHARED 17 95083 800 D PETSMART INC COM 71676810 226 7850 SH SHR/OTHR 21 7850 D PHARMACYCLICS INC COM 71693310 2 548 SH SHARED 548 D PHARMACYCLICS INC COM 71693310 12 2386 SH SHARED 02 2386 D PFEIFFER VACUUM TECH AG SPONSORED ADR 71706710 532 6418 SH SHARED 6418 D PFIZER INC COM 71708110 2433982 93976147 SH SHARED 92933819 1042328 D PFIZER INC COM 71708110 52582 2030204 SH SHARED 01 433774 1596430 D PFIZER INC COM 71708110 5884 227219 SH SHR/OTHR 01 227219 D PFIZER INC COM 71708110 97264 3755385 SH SHARED 02 3504191 251194 D PFIZER INC COM 71708110 201908 7795697 SH SHARED 04 7744653 51044 D PFIZER INC COM 71708110 75 2920 SH SHARED 05 2920 D PFIZER INC COM 71708110 23456 905648 SH SHARED 06 816264 89384 D PFIZER INC COM 71708110 198227 7653561 SH SHARED 10 5110388 2543173 D PFIZER INC COM 71708110 1588 61337 SH SHR/OTHR 10 61337 D PFIZER INC COM 71708110 7250 279941 SH SHARED 14 279941 D PFIZER INC COM 71708110 4665 180118 SH SHARED 15 180118 D PFIZER INC COM 71708110 7770 300000 SH SHARED 16 300000 D PFIZER INC COM 71708110 336345 12986318 SH SHARED 17 11363978 1622340 D PFIZER INC COM 71708110 9509 367170 SH SHARED 19 367170 D PFIZER INC COM 71708110 8380 323573 SH SHARED 20 55033 268540 D PFIZER INC COM 71708110 2063 79690 SH SHR/OTHR 20 79690 D PFIZER INC COM 71708110 442 17100 SH SHARED 21 17100 D PFIZER INC COM 71708110 7019 271010 SH SHR/OTHR 21 271010 D PFIZER INC COM 71708110 1118 43186 SH SHARED 22 24486 18700 D PFIZER INC COM 71708110 1011 39040 SH SHR/OTHR 22 39040 D PFIZER INC COM 71708110 7786 300640 SH SHARED 23 293174 7466 D PFIZER INC COM 71708110 16669 643626 SH SHR/OTHR 23 643626 D PFSWEB INC COM 71709810 1 1146 SH SHARED 1146 D PHARMACOPEIA DRUG DISCVRY IN COM 7171EP10 2 521 SH SHARED 521 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 51464 668800 SH SHARED 668800 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 192 2500 SH SHARED 01 2500 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 26955 350300 SH SHARED 02 347900 2400 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 38 500 SH SHARED 15 500 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 230 3000 SH SHARED 17 3000 D PHARMACEUTICAL PROD DEV INC COM 71712410 1847 57332 SH SHARED 57332 D PHARMACEUTICAL PROD DEV INC COM 71712410 1082 33600 SH SHARED 01 33600 D PHARMACEUTICAL PROD DEV INC COM 71712410 443 13776 SH SHARED 02 11496 2280 D PHARMACEUTICAL PROD DEV INC COM 71712410 5216 161900 SH SHARED 10 161900 D PHARMACEUTICAL PROD DEV INC COM 71712410 1446 44900 SH SHARED 17 43700 1200 D PHARMANET DEV GROUP INC COM 71714810 311 14127 SH SHARED 14127 D PHARMANET DEV GROUP INC COM 71714810 41 1900 SH SHARED 01 1900 D PHARMANET DEV GROUP INC COM 71714810 1765 80000 SH SHARED 10 80000 D PHARMANET DEV GROUP INC COM 71714810 467 21200 SH SHARED 17 21200 D PHARMION CORP COM 71715B40 9759 379152 SH SHARED 379152 D PHARMION CORP COM 71715B40 91 3536 SH SHARED 02 3536 D PHARMION CORP COM 71715B40 1588 61700 SH SHARED 04 61700 D PHASE FORWARD INC COM 71721R40 1947 130022 SH SHARED 130022 D PHELPS DODGE CORP COM 71726510 363482 3036102 SH SHARED 3031237 4865 D PHELPS DODGE CORP COM 71726510 10151 84796 SH SHARED 01 49890 34906 D PHELPS DODGE CORP COM 71726510 23 200 SH SHR/OTHR 01 200 D PHELPS DODGE CORP COM 71726510 72401 604757 SH SHARED 02 602877 1880 D PHELPS DODGE CORP COM 71726510 9120 76185 SH SHARED 04 67585 8600 D PHELPS DODGE CORP COM 71726510 9871 82456 SH SHARED 06 80096 2360 D PHELPS DODGE CORP COM 71726510 9158 76500 SH SHARED 10 62300 14200 D PHELPS DODGE CORP COM 71726510 1063 8886 SH SHARED 14 8886 D PHELPS DODGE CORP COM 71726510 3232 27000 SH SHARED 16 27000 D PHELPS DODGE CORP COM 71726510 12797 106897 SH SHARED 17 100297 6600 D PHELPS DODGE CORP COM 71726510 9620 80356 SH SHARED 19 80356 D PHELPS DODGE CORP COM 71726510 1 15 SH SHARED 20 15 D PHILADELPHIA CONS HLDG CORP COM 71752810 2226 49962 SH SHARED 1462 48500 D PHILADELPHIA CONS HLDG CORP COM 71752810 325 7300 SH SHARED 01 7300 D PHILADELPHIA CONS HLDG CORP COM 71752810 101 2280 SH SHARED 02 700 1580 D PHILADELPHIA CONS HLDG CORP COM 71752810 1871 42000 SH SHARED 06 42000 D PHILADELPHIA CONS HLDG CORP COM 71752810 14673 329300 SH SHARED 10 329300 D PHILADELPHIA CONS HLDG CORP COM 71752810 5627 126299 SH SHARED 17 9299 117000 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 2576 50400 SH SHARED 50400 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 9505 185900 SH SHARED 01 185900 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 30366 593900 SH SHARED 10 572000 21900 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 1820 35600 SH SHARED 17 35600 D PHILLIPS VAN HEUSEN CORP COM 71859210 9642 192196 SH SHARED 192196 D PHILLIPS VAN HEUSEN CORP COM 71859210 1755 35000 SH SHARED 01 35000 D PHILLIPS VAN HEUSEN CORP COM 71859210 104 2080 SH SHARED 02 2080 D PHILLIPS VAN HEUSEN CORP COM 71859210 115 2300 SH SHARED 10 2300 D PHILLIPS VAN HEUSEN CORP COM 71859210 18455 367864 SH SHARED 17 346864 21000 D PHOENIX COS INC NEW COM 71902E10 1767 111212 SH SHARED 111212 D PHOENIX COS INC NEW COM 71902E10 84 5300 SH SHARED 01 5300 D PHOENIX COS INC NEW COM 71902E10 562 35400 SH SHARED 17 7700 27700 D PHOENIX COS INC NEW COM 71902E10 3 214 SH SHARED 23 214 D PHOENIX TECHNOLOGY LTD COM 71915310 2 629 SH SHARED 629 D PHOTOMEDEX INC COM 71935810 1 1450 SH SHARED 1450 D PHOTON DYNAMICS INC COM 71936410 224 19222 SH SHARED 19222 D PHOTON DYNAMICS INC COM 71936410 8 758 SH SHARED 02 758 D PHOTRONICS INC COM 71940510 10574 647137 SH SHARED 647137 D PHOTRONICS INC COM 71940510 13 835 SH SHARED 02 200 635 D PHOTRONICS INC COM 71940510 2754 168600 SH SHARED 10 168600 D PHOTRONICS INC COM 71940510 1009 61800 SH SHARED 17 61800 D PHYSICIANS FORMULA HLDGS INC COM 71942710 2112 113023 SH SHARED 113023 D PHYSICIANS FORMULA HLDGS INC COM 71942710 442 23675 SH SHARED 02 6000 17675 D PIEDMONT NAT GAS INC COM 72018610 2563 95844 SH SHARED 95844 D PIEDMONT NAT GAS INC COM 72018610 40 1500 SH SHARED 01 1500 D PIEDMONT NAT GAS INC COM 72018610 224 8400 SH SHARED 10 8400 D PIEDMONT NAT GAS INC COM 72018610 401 15000 SH SHARED 17 400 14600 D PIEDMONT NAT GAS INC COM 72018610 96 3600 SH SHR/OTHR 22 3600 D PIEDMONT NAT GAS INC COM 72018610 120 4500 SH SHR/OTHR 23 4500 D PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH 13780 15110000 PRN SHARED 02 15110000 D PIER 1 IMPORTS INC COM 72027910 3478 584702 SH SHARED 584702 D PIER 1 IMPORTS INC COM 72027910 1196 201105 SH SHARED 02 200904 201 D PIER 1 IMPORTS INC COM 72027910 2 400 SH SHARED 17 400 D PIKE ELEC CORP COM 72128310 199 12200 SH SHARED 12200 D PIKE ELEC CORP COM 72128310 99 6100 SH SHARED 02 6100 D PIKE ELEC CORP COM 72128310 48 3000 SH SHARED 21 3000 D PILGRIMS PRIDE CORP COM 72146710 6158 209266 SH SHARED 209266 D PILGRIMS PRIDE CORP COM 72146710 1944 66074 SH SHARED 02 66074 D PILGRIMS PRIDE CORP COM 72146710 329 11200 SH SHARED 17 11200 D PIMCO MUNICIPAL INCOME FD COM 72200R10 279 15974 SH SHARED 02 15974 D PIMCO NY MUNICIPAL INCOME FD COM 72200T10 82 5000 SH SHARED 02 5000 D PIMCO CORPORATE INCOME FD COM 72200U10 140 8680 SH SHARED 02 8680 D PIMCO MUN INCOME FD II COM 72200W10 159 10000 SH SHARED 01 10000 D PIMCO MUN INCOME FD II COM 72200W10 169 10600 SH SHARED 02 10600 D PIMCO MUN INCOME FD II COM 72200W10 83 5258 SH SHARED 20 5258 D PIMCO MUN INCOME FD II COM 72200W10 242 15200 SH SHR/OTHR 23 15200 D PIMCO MUN INCOME FD III COM 72201A10 161 10057 SH SHARED 20 10057 D PIMCO CORPORATE OPP FD COM 72201B10 65 3870 SH SHARED 02 3870 D PIMCO CALIF MUN INCOME FD II COM 72201C10 71 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 119 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 94 5023 SH SHARED 20 5023 D PIMCO HIGH INCOME FD COM SHS 72201410 119 7500 SH SHARED 02 7500 D PINNACLE AIRL CORP NOTE 3.250% 2/1 723443AB 1149 815000 PRN SHARED 02 815000 D PINNACLE AIRL CORP COM 72344310 41 2478 SH SHARED 2478 D PINNACLE ENTMT INC COM 72345610 2581 77907 SH SHARED 77907 D PINNACLE ENTMT INC COM 72345610 609 18400 SH SHARED 01 18400 D PINNACLE ENTMT INC COM 72345610 7794 235200 SH SHARED 17 226900 8300 D PINNACLE FINL PARTNERS INC COM 72346Q10 2038 61444 SH SHARED 61444 D PINNACLE FINL PARTNERS INC COM 72346Q10 165 5000 SH SHARED 17 5000 D PINNACLE WEST CAP CORP COM 72348410 13209 260585 SH SHARED 247353 13232 D PINNACLE WEST CAP CORP COM 72348410 761 15014 SH SHARED 01 15014 D PINNACLE WEST CAP CORP COM 72348410 1156 22815 SH SHARED 02 22568 247 D PINNACLE WEST CAP CORP COM 72348410 480 9470 SH SHARED 06 8650 820 D PINNACLE WEST CAP CORP COM 72348410 6179 121900 SH SHARED 10 121900 D PINNACLE WEST CAP CORP COM 72348410 2343 46228 SH SHARED 17 41028 5200 D PIONEER COS INC COM NEW 72364330 262 9176 SH SHARED 9176 D PIONEER COS INC COM NEW 72364330 143 5000 SH SHARED 01 5000 D PIONEER COS INC COM NEW 72364330 2275 79400 SH SHARED 10 79400 D PIONEER COS INC COM NEW 72364330 1458 50900 SH SHARED 17 50900 D PIONEER DRILLING CO COM 72365510 1000 75323 SH SHARED 75323 D PIONEER DRILLING CO COM 72365510 84 6400 SH SHARED 01 6400 D PIONEER DRILLING CO COM 72365510 1519 114400 SH SHARED 10 114400 D PIONEER DRILLING CO COM 72365510 1826 137500 SH SHARED 17 137500 D PIONEER HIGH INCOME TR COM 72369H10 1973 106700 SH SHARED 17 106700 D PIONEER FLOATING RATE TR COM 72369J10 1070 55453 SH SHARED 55453 D PIONEER INTREST SHS COM 72370310 51 4661 SH SHARED 4661 D PIONEER NAT RES CO COM 72378710 30846 777188 SH SHARED 777188 D PIONEER NAT RES CO COM 72378710 1505 37925 SH SHARED 01 37925 D PIONEER NAT RES CO COM 72378710 538 13579 SH SHARED 02 13579 D PIONEER NAT RES CO COM 72378710 1190 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 230 5800 SH SHARED 06 4200 1600 D PIONEER NAT RES CO COM 72378710 611 15400 SH SHARED 17 13900 1500 D PIONEER TAX ADVNTAGE BALANC COM 72388R10 20101 1435830 SH SHARED 1435830 D PIPER JAFFRAY COS COM 72407810 1124 17264 SH SHARED 17264 D PIPER JAFFRAY COS COM 72407810 176 2702 SH SHARED 01 2702 D PIPER JAFFRAY COS COM 72407810 3 51 SH SHR/OTHR 01 51 D PIPER JAFFRAY COS COM 72407810 60 929 SH SHARED 02 684 245 D PIPER JAFFRAY COS COM 72407810 1029 15800 SH SHARED 17 10200 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 16112 348841 SH SHARED 340524 8317 D PITNEY BOWES INC COM 72447910 2101 45494 SH SHARED 01 45494 D PITNEY BOWES INC COM 72447910 2169 46979 SH SHARED 02 42477 4502 D PITNEY BOWES INC COM 72447910 4 100 SH SHARED 05 100 D PITNEY BOWES INC COM 72447910 947 20510 SH SHARED 06 18250 2260 D PITNEY BOWES INC COM 72447910 10 230 SH SHARED 10 230 D PITNEY BOWES INC COM 72447910 4560 98731 SH SHARED 17 95131 3600 D PITNEY BOWES INC COM 72447910 90 1965 SH SHARED 20 643 1322 D PITNEY BOWES INC COM 72447910 267 5800 SH SHR/OTHR 20 5800 D PITNEY BOWES INC COM 72447910 199 4315 SH SHARED 21 4315 D PITNEY BOWES INC COM 72447910 147 3200 SH SHARED 23 3200 D PITNEY BOWES INC COM 72447910 2599 56284 SH SHR/OTHR 23 56284 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 596 840000 PRN SHARED 840000 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 10 15000 PRN SHARED 02 15000 D PIXELWORKS INC COM 72581M10 9419 4113508 SH SHARED 4113508 D PIXELPLUS CO LTD ADR 72582A10 51 31990 SH SHARED 31990 D PLACER DOME INC DBCV 2.750%10/1 725906AK 35963 26289000 PRN SHARED 26289000 D PLACER SIERRA BANCSHARES COM 72607910 220 9286 SH SHARED 9286 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 52851 1032259 SH SHARED 1032259 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 5358 104656 SH SHARED 02 104656 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 3379 66000 SH SHARED 10 62700 3300 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 942 18400 SH SHARED 17 18400 D PLAINS EXPL& PRODTN CO COM 72650510 1648 34692 SH SHARED 34692 D PLAINS EXPL& PRODTN CO COM 72650510 2451 51588 SH SHARED 01 4900 46688 D PLAINS EXPL& PRODTN CO COM 72650510 404 8509 SH SHARED 02 8509 D PLAINS EXPL& PRODTN CO COM 72650510 137 2900 SH SHARED 10 2900 D PLAINS EXPL& PRODTN CO COM 72650510 803 16900 SH SHARED 17 15500 1400 D PLANAR SYS INC COM 72690010 4464 461733 SH SHARED 461733 D PLANAR SYS INC COM 72690010 0 19 SH SHARED 02 19 D PLANETOUT INC COM 72705810 1 354 SH SHARED 354 D PLANTRONICS INC NEW COM 72749310 2473 116669 SH SHARED 116669 D PLANTRONICS INC NEW COM 72749310 366 17300 SH SHARED 01 17300 D PLANTRONICS INC NEW COM 72749310 99 4700 SH SHARED 02 4700 D PLANTRONICS INC NEW COM 72749310 519 24500 SH SHARED 17 16100 8400 D PLATO LEARNING INC COM 72764Y10 8 1560 SH SHARED 1560 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLAYBOY ENTERPRISES INC CL B 72811730 762 66540 SH SHARED 16540 50000 D PLAYBOY ENTERPRISES INC CL B 72811730 2463 215000 SH SHARED 04 215000 D PLAYBOY ENTERPRISES INC CL B 72811730 2292 200000 SH SHARED 17 200000 D PLAYTEX PRODS INC COM 72813P10 691 48028 SH SHARED 48028 D PLEXUS CORP COM 72913210 1331 55740 SH SHARED 55740 D PLEXUS CORP COM 72913210 1184 49600 SH SHARED 01 35300 14300 D PLEXUS CORP COM 72913210 109 4600 SH SHARED 02 4600 D PLEXUS CORP COM 72913210 568 23800 SH SHARED 17 15700 8100 D PLUG POWER INC COM 72919P10 2483 638472 SH SHARED 638472 D PLUG POWER INC COM 72919P10 4726 1215000 SH SHARED 04 1215000 D PLUM CREEK TIMBER CO INC COM 72925110 9697 243360 SH SHARED 243360 D PLUM CREEK TIMBER CO INC COM 72925110 1335 33513 SH SHARED 01 33513 D PLUM CREEK TIMBER CO INC COM 72925110 767 19272 SH SHR/OTHR 01 19272 D PLUM CREEK TIMBER CO INC COM 72925110 1455 36535 SH SHARED 02 31145 5390 D PLUM CREEK TIMBER CO INC COM 72925110 6 170 SH SHARED 05 170 D PLUM CREEK TIMBER CO INC COM 72925110 412 10362 SH SHARED 14 10362 D PLUM CREEK TIMBER CO INC COM 72925110 2913 73124 SH SHARED 17 72824 300 D PLUM CREEK TIMBER CO INC COM 72925110 159 4000 SH SHR/OTHR 20 4000 D PLUM CREEK TIMBER CO INC COM 72925110 1411 35422 SH SHARED 23 35422 D PLUM CREEK TIMBER CO INC COM 72925110 146 3681 SH SHR/OTHR 23 3681 D PLUMAS BANCORP COM 72927310 1 112 SH SHARED 112 D POCAHONTAS BANCORP INC COM 73023410 1 93 SH SHARED 93 D POGO PRODUCING CO COM 73044810 1293 26701 SH SHARED 26701 D POGO PRODUCING CO COM 73044810 818 16900 SH SHARED 01 16900 D POGO PRODUCING CO COM 73044810 310 6409 SH SHARED 02 6409 D POGO PRODUCING CO COM 73044810 1 40 SH SHARED 10 40 D POGO PRODUCING CO COM 73044810 164 3400 SH SHARED 17 3400 D POGO PRODUCING CO COM 73044810 48 1000 SH SHARED 23 1000 D POINT THERAPEUTICS INC COM 73069410 197 191576 SH SHARED 191576 D POINT THERAPEUTICS INC COM 73069410 112 109458 SH SHARED 02 109458 D POLARIS INDS INC COM 73106810 2026 43264 SH SHARED 43264 D POLARIS INDS INC COM 73106810 46 1000 SH SHR/OTHR 23 1000 D POLO RALPH LAUREN CORP CL A 73157210 5518 71059 SH SHARED 59959 11100 D POLO RALPH LAUREN CORP CL A 73157210 2148 27665 SH SHARED 01 6000 21665 D POLO RALPH LAUREN CORP CL A 73157210 58 750 SH SHR/OTHR 01 750 D POLO RALPH LAUREN CORP CL A 73157210 550 7084 SH SHARED 02 6784 300 D POLO RALPH LAUREN CORP CL A 73157210 147 1900 SH SHARED 06 1500 400 D POLO RALPH LAUREN CORP CL A 73157210 3241 41740 SH SHARED 10 37940 3800 D POLO RALPH LAUREN CORP CL A 73157210 287 3700 SH SHARED 14 3700 D POLO RALPH LAUREN CORP CL A 73157210 65649 845340 SH SHARED 17 838840 6500 D POLO RALPH LAUREN CORP CL A 73157210 15 200 SH SHARED 20 200 D POLYCOM INC COM 73172K10 3279 106090 SH SHARED 106090 D POLYCOM INC COM 73172K10 1239 40100 SH SHARED 01 14200 25900 D POLYCOM INC COM 73172K10 292 9460 SH SHARED 02 8700 760 D POLYCOM INC COM 73172K10 411 13300 SH SHARED 10 13300 D POLYCOM INC COM 73172K10 4752 153760 SH SHARED 17 60860 92900 D POLYMEDICA CORP COM 73173810 18643 461347 SH SHARED 461347 D POLYMEDICA CORP COM 73173810 16 400 SH SHARED 17 400 D POLYONE CORP COM 73179P10 4949 659920 SH SHARED 659920 D POLYONE CORP COM 73179P10 279 37200 SH SHARED 17 37200 D POMEROY IT SOLUTIONS INC COM 73182210 1 262 SH SHARED 262 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 1 299 SH SHARED 299 D POOL CORPORATION COM 73278L10 209 5351 SH SHARED 5351 D POOL CORPORATION COM 73278L10 154 3937 SH SHARED 01 3937 D POOL CORPORATION COM 73278L10 26 678 SH SHARED 02 678 D POOL CORPORATION COM 73278L10 266 6800 SH SHARED 17 6800 D POPE & TALBOT INC COM 73282710 222 40652 SH SHARED 40652 D POPE & TALBOT INC COM 73282710 109 20000 SH SHARED 02 20000 D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 73285710 3 94 SH SHARED 94 D POPULAR INC COM 73317410 1346 75027 SH SHARED 64601 10426 D POPULAR INC COM 73317410 132 7400 SH SHARED 01 7400 D POPULAR INC COM 73317410 161 9000 SH SHR/OTHR 01 9000 D POPULAR INC COM 73317410 238 13289 SH SHARED 02 13239 50 D POPULAR INC COM 73317410 97 5447 SH SHARED 17 47 5400 D PORTALPLAYER INC COM 73618720 258 19229 SH SHARED 19229 D PORTALPLAYER INC COM 73618720 4 300 SH SHARED 01 300 D PORTEC RAIL PRODS INC COM 73621210 1 175 SH SHARED 175 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 671 14373 SH SHARED 14373 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 913 19575 SH SHARED 01 19425 150 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 11 250 SH SHARED 02 250 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 3878 83070 SH SHARED 10 83070 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 5804 124330 SH SHARED 17 124330 D PORTLAND GEN ELEC CO COM NEW 73650884 8710 319643 SH SHARED 319643 D PORTLAND GEN ELEC CO COM NEW 73650884 5746 210878 SH SHARED 02 210878 D PORTLAND GEN ELEC CO COM NEW 73650884 117 4300 SH SHARED 17 4300 D POSSIS MEDICAL INC COM 73740710 23 1729 SH SHARED 1729 D POSSIS MEDICAL INC COM 73740710 19 1464 SH SHARED 02 1464 D POST PPTYS INC COM 73746410 1543 33766 SH SHARED 33766 D POST PPTYS INC COM 73746410 10 224 SH SHARED 02 224 D POST PPTYS INC COM 73746410 393 8600 SH SHARED 17 8600 D POST PPTYS INC COM 73746410 29 650 SH SHR/OTHR 23 650 D POTASH CORP SASK INC COM 73755L10 5290 36872 SH SHARED 36172 700 D POTASH CORP SASK INC COM 73755L10 67 467 SH SHARED 01 467 D POTASH CORP SASK INC COM 73755L10 9697 67588 SH SHARED 02 67588 D POTASH CORP SASK INC COM 73755L10 45497 317100 SH SHARED 04 317100 D POTASH CORP SASK INC COM 73755L10 28696 200000 SH SHARED 05 200000 D POTASH CORP SASK INC COM 73755L10 8986 62634 SH SHARED 06 62134 500 D POTASH CORP SASK INC COM 73755L10 168 1175 SH SHARED 10 1175 D POTASH CORP SASK INC COM 73755L10 437 3048 SH SHARED 14 3048 D POTASH CORP SASK INC COM 73755L10 132 922 SH SHARED 17 922 D POTLATCH CORP NEW COM 73763010 7995 182457 SH SHARED 182457 D POTLATCH CORP NEW COM 73763010 685 15646 SH SHARED 01 15646 D POTLATCH CORP NEW COM 73763010 170 3900 SH SHARED 02 3900 D POTLATCH CORP NEW COM 73763010 2743 62600 SH SHARED 10 62600 D POTLATCH CORP NEW COM 73763010 905 20675 SH SHARED 17 20675 D POWELL INDS INC COM 73912810 187 5954 SH SHARED 5954 D POWER INTEGRATIONS INC COM 73927610 6 275 SH SHARED 02 275 D POWER-ONE INC COM 73930810 397 54586 SH SHARED 54586 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 14594 593741 SH SHARED 01 149423 444318 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1608 65420 SH SHR/OTHR 01 65420 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 5479 222944 SH SHARED 02 222944 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 190 7730 SH SHARED 10 5200 2530 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 24 1000 SH SHR/OTHR 10 1000 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 5033 204795 SH SHARED 20 84740 120055 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 9 400 SH SHR/OTHR 20 400 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 201 8200 SH SHARED 22 8200 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 349 14202 SH SHARED 23 10732 3470 D POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X30 65 4000 SH SHARED 02 4000 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 0 50 SH SHARED 01 50 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 545 31507 SH SHARED 02 31507 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 9 560 SH SHARED 21 560 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 2047 111209 SH SHARED 02 111209 D POWERSHARES ETF TRUST DYNM LRG CP GR 73935X60 714 42750 SH SHARED 02 42750 D POWERSHARES ETF TRUST DYN OIL SVCS 73935X62 487 24500 SH SHARED 02 24500 D POWERSHARES ETF TRUST DYN EN EX PROD 73935X65 292 15500 SH SHARED 02 15500 D POWERSHARES ETF TRUST DYN BLDG CNSTR 73935X66 9 600 SH SHARED 02 600 D POWERSHARES ETF TRUST DYNM LRG CP VL 73935X70 805 40725 SH SHARED 02 40725 D POWERSHARES ETF TRUST INTL DIV ACHV 73935X71 191 10114 SH SHARED 02 10114 D POWERSHARES ETF TRUST DYNAMIC TELECO 73935X76 11 602 SH SHARED 02 602 D POWERSHARES ETF TRUST DYN SFTWR PORT 73935X77 19 1000 SH SHARED 02 1000 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 POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 200 209000 PRN SHARED 209000 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 5906 6153000 PRN SHARED 02 6153000 D POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD 3359 3688000 PRN SHARED 02 3688000 D POWERWAVE TECHNOLOGIES INC COM 73936310 7103 1101261 SH SHARED 1101261 D POWERWAVE TECHNOLOGIES INC COM 73936310 321 49800 SH SHARED 01 49800 D POWERWAVE TECHNOLOGIES INC COM 73936310 750 116334 SH SHARED 02 12800 103534 D POWERWAVE TECHNOLOGIES INC COM 73936310 194 30200 SH SHARED 17 30200 D POWERWAVE TECHNOLOGIES INC COM 73936310 6 981 SH SHARED 20 981 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 23 61 D POZEN INC COM 73941U10 1495 88037 SH SHARED 88037 D POZEN INC COM 73941U10 105 6206 SH SHARED 02 2956 3250 D PRAECIS PHARMACEUTICALS INC COM NEW 73942140 1 264 SH SHARED 264 D PRAXAIR INC COM 74005P10 26596 448282 SH SHARED 448282 D PRAXAIR INC COM 74005P10 12288 207129 SH SHARED 01 43802 163327 D PRAXAIR INC COM 74005P10 1222 20600 SH SHR/OTHR 01 20600 D PRAXAIR INC COM 74005P10 4982 83983 SH SHARED 02 80072 3911 D PRAXAIR INC COM 74005P10 7273 122600 SH SHARED 04 122600 D PRAXAIR INC COM 74005P10 11 200 SH SHARED 05 200 D PRAXAIR INC COM 74005P10 4352 73360 SH SHARED 06 45700 27660 D PRAXAIR INC COM 74005P10 7954 134070 SH SHARED 10 112970 21100 D PRAXAIR INC COM 74005P10 958 16160 SH SHR/OTHR 10 16160 D PRAXAIR INC COM 74005P10 7594 128000 SH SHARED 16 128000 D PRAXAIR INC COM 74005P10 10247 172723 SH SHARED 17 168123 4600 D PRAXAIR INC COM 74005P10 2002 33744 SH SHARED 20 4865 28879 D PRAXAIR INC COM 74005P10 796 13425 SH SHR/OTHR 20 13425 D PRAXAIR INC COM 74005P10 133 2250 SH SHARED 21 2250 D PRAXAIR INC COM 74005P10 225 3800 SH SHR/OTHR 21 3800 D PRAXAIR INC COM 74005P10 949 16000 SH SHARED 22 10940 5060 D PRAXAIR INC COM 74005P10 258 4350 SH SHR/OTHR 22 4350 D PRAXAIR INC COM 74005P10 4354 73387 SH SHARED 23 66187 7200 D PRAXAIR INC COM 74005P10 3547 59795 SH SHR/OTHR 23 59795 D PRE PAID LEGAL SVCS INC COM 74006510 298 7628 SH SHARED 7628 D PRE PAID LEGAL SVCS INC COM 74006510 35 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 15 400 SH SHARED 17 400 D PRECISION CASTPARTS CORP COM 74018910 4832 61738 SH SHARED 61738 D PRECISION CASTPARTS CORP COM 74018910 3076 39300 SH SHARED 01 39300 D PRECISION CASTPARTS CORP COM 74018910 1212 15494 SH SHARED 02 15134 360 D PRECISION CASTPARTS CORP COM 74018910 2826 36110 SH SHARED 17 33410 2700 D PRECISION DRILLING TR TR UNIT 74021510 2075 89601 SH SHARED 89601 D PRECISION DRILLING TR TR UNIT 74021510 1 65 SH SHARED 06 65 D PRECISION DRILLING TR TR UNIT 74021510 6846 295600 SH SHARED 17 295600 D PREFERRED BK LOS ANGELES CA COM 74036710 198 3306 SH SHARED 3306 D PREFERRED BK LOS ANGELES CA COM 74036710 96 1600 SH SHARED 10 1600 D PREFERRED BK LOS ANGELES CA COM 74036710 120 2000 SH SHARED 17 2000 D PREFORMED LINE PRODS CO COM 74044410 1 51 SH SHARED 51 D PREMIER CMNTY BANKSHARES INC COM 74047310 2 139 SH SHARED 139 D PREMIER FINL BANCORP INC COM 74050M10 1 106 SH SHARED 106 D PREMIER EXIBITIONS INC COM 74051E10 3 488 SH SHARED 488 D PREMIERE GLOBAL SVCS INC COM 74058510 530 56242 SH SHARED 56242 D PREMIUM STD FARMS INC COM 74060C10 8177 440350 SH SHARED 440350 D PREMIUM STD FARMS INC COM 74060C10 48 2600 SH SHARED 01 2600 D PREMIUM STD FARMS INC COM 74060C10 2785 150000 SH SHARED 02 150000 D PRESIDENTIAL LIFE CORP COM 74088410 4917 224030 SH SHARED 224030 D PREMIERWEST BANCORP COM 74092110 178 11166 SH SHARED 11166 D PRESSTEK INC COM 74111310 145 22934 SH SHARED 22934 D PRESTIGE BRANDS HLDGS INC COM 74112D10 337 25949 SH SHARED 25949 D PRESTIGE BRANDS HLDGS INC COM 74112D10 10 830 SH SHARED 02 830 D PRICE T ROWE GROUP INC COM 74144T10 15136 345819 SH SHARED 345819 D PRICE T ROWE GROUP INC COM 74144T10 7908 180678 SH SHARED 01 147206 33472 D PRICE T ROWE GROUP INC COM 74144T10 1038 23724 SH SHR/OTHR 01 23724 D PRICE T ROWE GROUP INC COM 74144T10 3632 82999 SH SHARED 02 57404 25595 D PRICE T ROWE GROUP INC COM 74144T10 977 22340 SH SHARED 06 20800 1540 D PRICE T ROWE GROUP INC COM 74144T10 8081 184630 SH SHARED 17 183230 1400 D PRICE T ROWE GROUP INC COM 74144T10 1260 28800 SH SHR/OTHR 23 28800 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 243 184000 PRN SHARED 184000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 5 4000 PRN SHARED 02 4000 D PRICELINE COM INC COM NEW 74150340 3029 69459 SH SHARED 69459 D PRICELINE COM INC COM NEW 74150340 21 500 SH SHARED 01 500 D PRICELINE COM INC COM NEW 74150340 645 14800 SH SHARED 04 14800 D PRICELINE COM INC COM NEW 74150340 104 2400 SH SHARED 17 1800 600 D PRICESMART INC COM 74151110 111 6203 SH SHARED 6203 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 7716 6144000 PRN SHARED 02 6144000 D PRIDE INTL INC DEL COM 74153Q10 17101 569856 SH SHARED 569856 D PRIDE INTL INC DEL COM 74153Q10 2202 73400 SH SHARED 01 26500 46900 D PRIDE INTL INC DEL COM 74153Q10 2303 76755 SH SHARED 02 71255 5500 D PRIDE INTL INC DEL COM 74153Q10 1886 62850 SH SHARED 06 6950 55900 D PRIDE INTL INC DEL COM 74153Q10 189 6300 SH SHARED 17 3000 3300 D PRIMEDIA INC COM 74157K10 412 243934 SH SHARED 243934 D PRIMEDIA INC COM 74157K10 423 250820 SH SHARED 02 250820 D PRIMEENERGY CORP COM 74158E10 39 618 SH SHARED 618 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 31 1695 SH SHARED 1695 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 35 1900 SH SHARED 02 1900 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 22145 377268 SH SHARED 377268 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1573 26800 SH SHARED 01 26800 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 2961 50458 SH SHARED 02 46255 4203 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1420 24200 SH SHARED 06 21650 2550 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 7055 120200 SH SHARED 10 120200 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 9104 155098 SH SHARED 17 153998 1100 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 63 1088 SH SHR/OTHR 20 1088 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 58 1000 SH SHARED 21 1000 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 407 6950 SH SHR/OTHR 23 6950 D PRINTRONIX INC COM 74257810 1 131 SH SHARED 131 D PRIVATE MEDIA GROUP INC COM 74266R10 77 19200 SH SHARED 19200 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 1234 980000 PRN SHARED 02 980000 D PROASSURANCE CORP COM 74267C10 1285 25759 SH SHARED 25759 D PROASSURANCE CORP COM 74267C10 224 4500 SH SHARED 10 4500 D PROASSURANCE CORP COM 74267C10 773 15500 SH SHARED 17 6700 8800 D PRO PHARMACEUTICALS INC COM 74267T10 2 5000 SH SHARED 20 5000 D PROCENTURY CORP COM 74268T10 5 301 SH SHARED 301 D PROCENTURY CORP COM 74268T10 9660 522200 SH SHARED 17 522200 D PROCTER & GAMBLE CO COM 74271810 857913 13348587 SH SHARED 13154403 194184 D PROCTER & GAMBLE CO COM 74271810 59763 929885 SH SHARED 01 56995 872890 D PROCTER & GAMBLE CO COM 74271810 8654 134653 SH SHR/OTHR 01 134653 D PROCTER & GAMBLE CO COM 74271810 88812 1381858 SH SHARED 02 1000399 381459 D PROCTER & GAMBLE CO COM 74271810 9127 142020 SH SHARED 04 141120 900 D PROCTER & GAMBLE CO COM 74271810 2629 40917 SH SHARED 05 40917 D PROCTER & GAMBLE CO COM 74271810 33774 525513 SH SHARED 06 387191 138322 D PROCTER & GAMBLE CO COM 74271810 338029 5259525 SH SHARED 10 571937 4293540 394048 D PROCTER & GAMBLE CO COM 74271810 2250 35015 SH SHR/OTHR 10 35015 D PROCTER & GAMBLE CO COM 74271810 2230 34711 SH SHARED 14 34711 D PROCTER & GAMBLE CO COM 74271810 112589 1751818 SH SHARED 17 1533518 218300 D PROCTER & GAMBLE CO COM 74271810 179 2789 SH SHARED 19 2789 D PROCTER & GAMBLE CO COM 74271810 14169 220465 SH SHARED 20 20473 199992 D PROCTER & GAMBLE CO COM 74271810 6067 94400 SH SHR/OTHR 20 94400 D PROCTER & GAMBLE CO COM 74271810 2551 39697 SH SHARED 21 39697 D PROCTER & GAMBLE CO COM 74271810 699 10890 SH SHR/OTHR 21 10890 D PROCTER & GAMBLE CO COM 74271810 1844 28699 SH SHARED 22 15380 13319 D PROCTER & GAMBLE CO COM 74271810 1071 16664 SH SHR/OTHR 22 16664 D PROCTER & GAMBLE CO COM 74271810 18736 291535 SH SHARED 23 279408 12127 D PROCTER & GAMBLE CO COM 74271810 43358 674634 SH SHR/OTHR 23 674634 D PRIVATEBANCORP INC COM 74296210 579 13928 SH SHARED 13928 D PRIVATEBANCORP INC COM 74296210 1391 33425 SH SHARED 01 33165 260 D PRIVATEBANCORP INC COM 74296210 5994 144000 SH SHARED 10 144000 D PRIVATEBANCORP INC COM 74296210 12901 309900 SH SHARED 17 217900 92000 D PRIVATEBANCORP INC COM 74296210 37 900 SH SHARED 21 900 D PROGENICS PHARMACEUTICALS IN COM 74318710 467 18157 SH SHARED 18157 D PROGENICS PHARMACEUTICALS IN COM 74318710 92 3600 SH SHARED 01 3600 D PROGENICS PHARMACEUTICALS IN COM 74318710 73 2868 SH SHARED 02 2868 D PROGENICS PHARMACEUTICALS IN COM 74318710 1560 60630 SH SHARED 04 60630 D PROGENICS PHARMACEUTICALS IN COM 74318710 1467 57000 SH SHARED 10 57000 D PROGENICS PHARMACEUTICALS IN COM 74318710 51 2000 SH SHARED 14 2000 D PROGENICS PHARMACEUTICALS IN COM 74318710 1626 63200 SH SHARED 17 63200 D PROGRESS ENERGY INC COM 74326310 22151 451330 SH SHARED 451330 D PROGRESS ENERGY INC COM 74326310 1837 37434 SH SHARED 01 790 36644 D PROGRESS ENERGY INC COM 74326310 188 3847 SH SHR/OTHR 01 3847 D PROGRESS ENERGY INC COM 74326310 7666 156196 SH SHARED 02 141684 14512 D PROGRESS ENERGY INC COM 74326310 9 200 SH SHARED 05 200 D PROGRESS ENERGY INC COM 74326310 1034 21070 SH SHARED 06 19350 1720 D PROGRESS ENERGY INC COM 74326310 6192 126181 SH SHARED 17 108681 17500 D PROGRESS ENERGY INC COM 74326310 83 1700 SH SHARED 21 1700 D PROGRESS ENERGY INC COM 74326310 656 13371 SH SHARED 23 13371 D PROGRESS ENERGY INC COM 74326310 76 1568 SH SHR/OTHR 23 1568 D PROGRESS SOFTWARE CORP COM 74331210 16457 589251 SH SHARED 589251 D PROGRESS SOFTWARE CORP COM 74331210 26 965 SH SHARED 02 965 D PROGRESS SOFTWARE CORP COM 74331210 245 8800 SH SHARED 17 8800 D PROGRESSIVE CORP OHIO COM 74331510 25559 1055316 SH SHARED 1055316 D PROGRESSIVE CORP OHIO COM 74331510 2248 92820 SH SHARED 01 92820 D PROGRESSIVE CORP OHIO COM 74331510 3843 158706 SH SHARED 02 154002 4704 D PROGRESSIVE CORP OHIO COM 74331510 9 400 SH 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PROLOGIS SH BEN INT 74341010 12962 213300 SH SHARED 17 156100 57200 D PROLOGIS SH BEN INT 74341010 2491 41000 SH SHARED 23 41000 D PROQUEST COMPANY COM 74346P10 1222 116988 SH SHARED 116988 D PROSHARES TR ULTRA QQQ PSHS 74347R20 162 2000 SH SHARED 02 2000 D PROSHARES TR ULTRASHORT QQQ 74347R87 1127 20700 SH SHARED 02 20700 D PROSPECT ENERGY CORP COM 74348T10 962 56179 SH SHARED 56179 D PROSPECT ENERGY CORP COM 74348T10 61 3600 SH SHARED 02 3600 D PROSPECT ENERGY CORP COM 74348T10 3438 200752 SH SHARED 17 200752 D PROSPERITY BANCSHARES INC COM 74360610 693 20108 SH SHARED 20108 D PROSPERITY BANCSHARES INC COM 74360610 27 800 SH SHARED 01 800 D PROSPERITY BANCSHARES INC COM 74360610 289 8400 SH SHARED 10 8400 D PROTECTIVE LIFE CORP COM 74367410 5157 108585 SH SHARED 108585 D PROTECTIVE LIFE CORP COM 74367410 1300 27380 SH SHARED 01 7220 20160 D PROTECTIVE LIFE CORP COM 74367410 459 9667 SH SHARED 02 8947 720 D PROTECTIVE LIFE CORP COM 74367410 19 400 SH SHARED 17 400 D PROTECTIVE LIFE CORP COM 74367410 2 50 SH SHARED 20 50 D PROTECTIVE LIFE CORP COM 74367410 3 70 SH SHR/OTHR 21 70 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 26997 23765000 PRN SHARED 23765000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 11400 10036000 PRN SHARED 02 10036000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 10520 10000000 PRN SHARED 10000000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 84 80000 PRN SHARED 02 80000 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 233 9296 SH SHARED 9296 D PROVIDENCE SVC CORP COM 74381510 70 2825 SH SHARED 01 2300 525 D PROVIDENCE SVC CORP COM 74381510 7074 281500 SH SHARED 10 281500 D PROVIDENCE SVC CORP COM 74381510 12534 498800 SH SHARED 17 498800 D PROVIDENT BANKSHARES CORP COM 74385910 2474 69498 SH SHARED 60686 8812 D PROVIDENT BANKSHARES CORP COM 74385910 7 200 SH SHARED 01 200 D PROVIDENT BANKSHARES CORP COM 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SH SHARED 06 41042 4490 D PRUDENTIAL FINL INC COM 74432010 9740 113442 SH SHARED 10 113442 D PRUDENTIAL FINL INC COM 74432010 148 1734 SH SHARED 14 1734 D PRUDENTIAL FINL INC COM 74432010 931 10850 SH SHARED 15 10850 D PRUDENTIAL FINL INC COM 74432010 21463 249986 SH SHARED 17 240486 9500 D PRUDENTIAL FINL INC COM 74432010 386 4500 SH SHARED 19 4500 D PRUDENTIAL FINL INC COM 74432010 18 214 SH SHARED 22 214 D PRUDENTIAL FINL INC COM 74432010 407 4747 SH SHARED 23 4747 D PRUDENTIAL FINL INC COM 74432010 890 10375 SH SHR/OTHR 23 10375 D PRUDENTIAL PLC ADR 74435K20 629 22700 SH SHARED 22700 D PRUDENTIAL PLC ADR 74435K20 13 500 SH SHARED 01 500 D PRUDENTIAL PLC ADR 74435K20 43 1585 SH SHARED 10 1585 D PSYCHEMEDICS CORP COM NEW 74437520 2 112 SH SHARED 112 D PT INDOSAT TBK SPONSORED ADR 74438310 1559 40500 SH SHARED 40500 D PT INDOSAT TBK SPONSORED ADR 74438310 5071 131700 SH SHARED 01 131700 D PT INDOSAT TBK SPONSORED ADR 74438310 9939 258100 SH SHARED 10 237900 20200 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 2438 65004 SH SHARED 65004 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1136 30300 SH SHARED 01 30300 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 220 5880 SH SHARED 02 5200 680 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1357 36170 SH SHARED 17 35770 400 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 36986 557186 SH SHARED 557186 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 2415 36394 SH SHARED 01 36394 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 7783 117256 SH SHARED 02 116956 300 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 6 100 SH SHARED 05 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 1455 21930 SH SHARED 06 19850 2080 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 830 12513 SH SHARED 10 12513 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 7689 115848 SH SHARED 17 101148 14700 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 39 600 SH SHARED 23 500 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 49 750 SH SHR/OTHR 23 750 D PUBLIC STORAGE INC COM 74460D10 18583 190598 SH SHARED 189798 800 D PUBLIC STORAGE INC COM 74460D10 1531 15710 SH SHARED 01 15710 D PUBLIC STORAGE INC COM 74460D10 4006 41090 SH SHARED 02 38605 2485 D PUBLIC STORAGE INC COM 74460D10 6 70 SH SHARED 05 70 D PUBLIC STORAGE INC COM 74460D10 204 2100 SH SHARED 06 2100 D PUBLIC STORAGE INC COM 74460D10 1647 16900 SH SHARED 10 16900 D PUBLIC STORAGE INC COM 74460D10 537965 5517594 SH SHARED 11 2999774 2517820 D PUBLIC STORAGE INC COM 74460D10 10868 111476 SH SHARED 17 100076 11400 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 336 12800 SH SHARED 11 12800 D PUBLIC STORAGE INC COM A DP1/1000 74460D72 131 5000 SH SHR/OTHR 20 5000 D PUBLICIS S A NEW SPONSORED ADR 74463M10 938 22218 SH SHARED 22218 D PUGET ENERGY INC NEW COM 74531010 1342 52935 SH SHARED 52935 D PUGET ENERGY INC NEW COM 74531010 943 37200 SH SHARED 01 37200 D PUGET ENERGY INC NEW COM 74531010 327 12901 SH SHARED 02 12901 D PULASKI FINL CORP COM 74554810 3 213 SH SHARED 213 D PULTE HOMES INC COM 74586710 16186 488708 SH SHARED 488708 D PULTE HOMES INC COM 74586710 903 27268 SH SHARED 01 27268 D PULTE HOMES INC COM 74586710 2169 65519 SH SHARED 02 54854 10665 D PULTE HOMES INC COM 74586710 2898 87500 SH SHARED 04 87500 D PULTE HOMES INC COM 74586710 710 21461 SH SHARED 06 19171 2290 D PULTE HOMES INC COM 74586710 3908 118000 SH SHARED 10 118000 D PULTE HOMES INC COM 74586710 3808 114998 SH SHARED 17 107198 7800 D PULTE HOMES INC COM 74586710 2 90 SH SHARED 20 90 D PURECYCLE CORP COM NEW 74622830 2 270 SH SHARED 270 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 18 1334 SH SHARED 20 1334 D PUTNAM CALIF INVT GRADE MUN SH BEN INT 74644610 68 5000 SH SHR/OTHR 20 5000 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 42 5000 SH SHR/OTHR 20 5000 D PUTNAM MANAGED MUN INCOM TR COM 74682310 4 532 SH SHARED 532 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 2109 328119 SH SHARED 328119 D QIMONDA AG SPONSORED ADR 74690410 1539 87900 SH SHARED 87900 D QIMONDA AG SPONSORED ADR 74690410 945 53985 SH SHARED 04 50000 3985 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 51 8000 SH SHARED 02 8000 D PUTNAM TAX FREE HEALTH CARE SH BEN INT 74692010 91 6970 SH SHARED 6970 D PUTNAM N Y INVT GRADE MUN TR SH BEN INT 74692110 18 1461 SH SHARED 1461 D QLT INC NOTE 3.000% 9/1 746927AB 3123 3337000 PRN SHARED 3337000 D QLT INC COM 74692710 7072 835949 SH SHARED 835949 D QLT INC COM 74692710 99 11716 SH SHARED 02 11716 D QCR HOLDINGS INC COM 74727A10 1 103 SH SHARED 103 D QAD INC COM 74727D10 99 11858 SH SHARED 11858 D QLOGIC CORP COM 74727710 11759 536463 SH SHARED 536463 D QLOGIC CORP COM 74727710 1099 50154 SH SHARED 01 30300 19854 D QLOGIC CORP COM 74727710 1003 45770 SH SHARED 02 43770 2000 D QLOGIC CORP COM 74727710 2740 125000 SH SHARED 04 125000 D QLOGIC CORP COM 74727710 842 38450 SH SHARED 06 36550 1900 D QLOGIC CORP COM 74727710 17493 798060 SH SHARED 10 798060 D QLOGIC CORP COM 74727710 116 5300 SH SHARED 14 5300 D QLOGIC CORP COM 74727710 3417 155920 SH SHARED 17 154420 1500 D QC HLDGS INC COM 74729T10 67 4238 SH SHARED 4238 D QUADRAMED CORP COM 74730W10 2 945 SH SHARED 945 D QUAKER CHEM CORP COM 74731610 5 244 SH SHARED 244 D QUALCOMM INC COM 74752510 149059 3944423 SH SHARED 3942703 1720 D QUALCOMM INC COM 74752510 21331 564474 SH SHARED 01 124409 440065 D QUALCOMM INC COM 74752510 1292 34213 SH SHR/OTHR 01 34213 D QUALCOMM INC COM 74752510 31687 838503 SH SHARED 02 609314 229189 D QUALCOMM INC COM 74752510 5768 152650 SH SHARED 04 151300 1350 D QUALCOMM INC COM 74752510 27 720 SH SHARED 05 720 D QUALCOMM INC COM 74752510 5597 148127 SH SHARED 06 134027 14100 D QUALCOMM INC COM 74752510 114467 3029050 SH SHARED 10 1674340 1253460 101250 D QUALCOMM INC COM 74752510 145 3850 SH SHR/OTHR 10 3850 D QUALCOMM INC COM 74752510 2430 64304 SH SHARED 14 64304 D QUALCOMM INC COM 74752510 2569 68000 SH SHARED 15 68000 D QUALCOMM INC COM 74752510 31336 829216 SH SHARED 17 771116 58100 D QUALCOMM INC COM 74752510 3140 83102 SH SHARED 20 13131 69971 D QUALCOMM INC COM 74752510 325 8625 SH SHR/OTHR 20 8625 D QUALCOMM INC COM 74752510 500 13256 SH SHARED 21 13256 D QUALCOMM INC COM 74752510 233 6170 SH SHR/OTHR 21 6170 D QUALCOMM INC COM 74752510 1239 32799 SH SHARED 22 22854 9945 D QUALCOMM INC COM 74752510 198 5250 SH SHR/OTHR 22 5250 D QUALCOMM INC COM 74752510 3932 104049 SH SHARED 23 92319 11730 D QUALCOMM INC COM 74752510 3666 97020 SH SHR/OTHR 23 97020 D QUALITY DISTR INC FLA COM 74756M10 1445 108512 SH SHARED 108512 D QUALITY SYS INC COM 74758210 477 12819 SH SHARED 12819 D QUALITY SYS INC COM 74758210 3987 107000 SH SHARED 04 107000 D QUALITY SYS INC COM 74758210 2351 63100 SH SHARED 10 63100 D QUALITY SYS INC COM 74758210 67 1800 SH SHARED 14 1800 D QUALITY SYS INC COM 74758210 1006 27000 SH SHARED 17 27000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 33031 17952000 PRN SHARED 02 17952000 D QUANTA SVCS INC COM 74762E10 1054 53608 SH SHARED 53608 D QUANTA SVCS INC COM 74762E10 1687 85800 SH SHARED 01 44700 41100 D QUANTA SVCS INC COM 74762E10 256 13053 SH SHARED 02 13053 D QUANTA SVCS INC COM 74762E10 702 35700 SH SHARED 17 35700 D QUANEX CORP DBCV 2.500% 5/1 747620AE 869 590000 PRN SHARED 590000 D QUANEX CORP COM 74762010 6953 201040 SH SHARED 201040 D QUANEX CORP COM 74762010 74 2147 SH SHARED 02 1607 540 D QUANEX CORP COM 74762010 779 22525 SH SHARED 10 22525 D QUANEX CORP COM 74762010 1948 56325 SH SHARED 17 25900 30425 D QUANEX CORP COM 74762010 11 333 SH SHARED 20 333 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 64 40606 SH SHARED 40606 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 2 1800 SH SHARED 01 1800 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 2 1800 SH SHARED 02 1800 D QUANTUM CORP COM DSSG 74790620 2385 1028186 SH SHARED 1028186 D QUANTUM CORP COM DSSG 74790620 95 41372 SH SHARED 02 41372 D Q MED COM 74791410 1 278 SH SHARED 278 D QUEBECOR WORLD INC COM NON-VTG 74820310 22 1975 SH SHARED 1975 D QUEBECOR WORLD INC COM NON-VTG 74820310 2 200 SH SHARED 01 200 D QUEBECOR WORLD INC COM NON-VTG 74820310 417 36147 SH SHARED 02 35832 315 D QUEBECOR WORLD INC COM NON-VTG 74820310 4 400 SH SHARED 06 400 D QUEPASA CORP COM NEW 74833W20 1 166 SH SHARED 166 D QUEST DIAGNOSTICS INC COM 74834L10 22018 415452 SH SHARED 415452 D QUEST DIAGNOSTICS INC COM 74834L10 1940 36620 SH SHARED 01 272 36348 D QUEST DIAGNOSTICS INC COM 74834L10 10 200 SH SHR/OTHR 01 200 D QUEST DIAGNOSTICS INC COM 74834L10 12395 233869 SH SHARED 02 219014 14855 D QUEST DIAGNOSTICS INC COM 74834L10 8877 167500 SH SHARED 04 167500 D QUEST DIAGNOSTICS INC COM 74834L10 804 15187 SH SHARED 06 13657 1530 D QUEST DIAGNOSTICS INC COM 74834L10 4971 93795 SH SHARED 10 77600 16195 D QUEST DIAGNOSTICS INC COM 74834L10 153 2900 SH SHARED 14 2900 D QUEST DIAGNOSTICS INC COM 74834L10 4611 87000 SH SHARED 15 87000 D QUEST DIAGNOSTICS INC COM 74834L10 4240 80000 SH SHARED 16 80000 D QUEST DIAGNOSTICS INC COM 74834L10 32227 608068 SH SHARED 17 593868 14200 D QUEST DIAGNOSTICS INC COM 74834L10 2828 53368 SH SHARED 20 7833 45535 D QUEST DIAGNOSTICS INC COM 74834L10 286 5400 SH SHR/OTHR 20 5400 D QUEST DIAGNOSTICS INC COM 74834L10 26 500 SH SHARED 22 500 D QUEST DIAGNOSTICS INC COM 74834L10 1272 24000 SH SHARED 23 23200 800 D QUEST DIAGNOSTICS INC COM 74834L10 1820 34350 SH SHR/OTHR 23 34350 D QUEST SOFTWARE INC COM 74834T10 2741 187117 SH SHARED 187117 D QUEST SOFTWARE INC COM 74834T10 634 43300 SH SHARED 01 43300 D QUEST SOFTWARE INC COM 74834T10 473 32300 SH SHARED 17 19400 12900 D QUEST SOFTWARE INC COM 74834T10 8 590 SH SHARED 20 590 D QUEST RESOURCE CORP COM NEW 74834930 153 15199 SH SHARED 15199 D QUEST CAP CORP NEW COM 74835U10 25 9700 SH SHARED 9700 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 1 1038 SH SHARED 1038 D QUESTAR CORP COM 74835610 12322 148371 SH SHARED 148371 D QUESTAR CORP COM 74835610 714 8600 SH SHARED 01 8600 D QUESTAR CORP COM 74835610 1627 19596 SH SHARED 02 19496 100 D QUESTAR CORP COM 74835610 676 8141 SH SHARED 06 7381 760 D QUESTAR CORP COM 74835610 4214 50750 SH SHARED 17 47350 3400 D QUICKLOGIC CORP COM 74837P10 2 702 SH SHARED 702 D QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB 2800 2000000 PRN SHARED 2000000 D QUICKSILVER RESOURCES INC COM 74837R10 11092 303146 SH SHARED 303146 D QUICKSILVER RESOURCES INC COM 74837R10 1763 48200 SH SHARED 01 48200 D QUICKSILVER RESOURCES INC COM 74837R10 226 6202 SH SHARED 02 6202 D QUICKSILVER RESOURCES INC COM 74837R10 889 24300 SH SHARED 17 24000 300 D QUIKSILVER INC COM 74838C10 1814 115232 SH SHARED 95232 20000 D QUIKSILVER INC COM 74838C10 34 2180 SH SHARED 01 2180 D QUIKSILVER INC COM 74838C10 18 1200 SH SHARED 02 1200 D QUIKSILVER INC COM 74838C10 6293 399600 SH SHARED 10 399600 D QUIKSILVER INC COM 74838C10 448 28500 SH SHARED 17 28500 D QUIDEL CORP COM 74838J10 318 23367 SH SHARED 23367 D QUIDEL CORP COM 74838J10 85 6300 SH SHARED 17 6300 D QUIGLEY CORP COM NEW 74838L30 1 203 SH SHARED 203 D QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y20 244 3700 SH SHARED 17 3700 D QUIXOTE CORP COM 74905610 4 219 SH SHARED 219 D QUIXOTE CORP COM 74905610 40 2050 SH SHARED 02 2050 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 165970106187000 PRN SHARED 106187000 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 5579 3570000 PRN SHARED 02 3570000 D QWEST COMMUNICATIONS INTL IN COM 74912110 68057 8131134 SH SHARED 8131134 D QWEST COMMUNICATIONS INTL IN COM 74912110 1768 211330 SH SHARED 01 211330 D QWEST COMMUNICATIONS INTL IN COM 74912110 5832 696876 SH SHARED 02 695977 899 D QWEST COMMUNICATIONS INTL IN COM 74912110 6819 814700 SH SHARED 04 814700 D QWEST COMMUNICATIONS INTL IN COM 74912110 6 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 2265 270690 SH SHARED 06 255000 15690 D QWEST COMMUNICATIONS INTL IN COM 74912110 1408 168300 SH SHARED 10 168300 D QWEST COMMUNICATIONS INTL IN COM 74912110 164 19644 SH SHARED 14 19644 D QWEST COMMUNICATIONS INTL IN COM 74912110 1422 170000 SH SHARED 15 170000 D QWEST COMMUNICATIONS INTL IN COM 74912110 5879 702400 SH SHARED 17 655100 47300 D QUOVADX INC COM 74913K10 2 952 SH SHARED 952 D R & G FINANCIAL CORP CL B 74913610 166 21710 SH SHARED 21710 D R & G FINANCIAL CORP CL B 74913610 94 12400 SH SHARED 01 12400 D R & G FINANCIAL CORP CL B 74913610 183 24000 SH SHARED 17 300 23700 D RAIT FINANCIAL TRUST COM 74922710 8536 247584 SH SHARED 247584 D RAIT FINANCIAL TRUST COM 74922710 79 2300 SH SHARED 01 2300 D RAIT FINANCIAL TRUST COM 74922710 2182 63300 SH SHARED 10 63300 D RAIT FINANCIAL TRUST COM 74922710 527 15300 SH SHARED 17 15300 D RAIT FINANCIAL TRUST COM 74922710 19 572 SH SHARED 20 572 D RCM TECHNOLOGIES INC COM NEW 74936040 1 290 SH SHARED 290 D RCN CORP COM NEW 74936120 777 25797 SH SHARED 25797 D RCN CORP COM NEW 74936120 742 24625 SH SHARED 01 22200 2425 D RCN CORP COM NEW 74936120 596 19800 SH SHARED 17 8800 11000 D RC2 CORP COM 74938810 1192 27113 SH SHARED 27113 D RC2 CORP COM 74938810 668 15200 SH SHARED 01 15200 D RC2 CORP COM 74938810 15 355 SH SHARED 02 355 D RC2 CORP COM 74938810 211 4800 SH SHARED 17 2900 1900 D RGC RES INC COM 74955L10 1 52 SH SHARED 52 D R H DONNELLEY CORP COM NEW 74955W30 6248 99604 SH SHARED 99604 D R H DONNELLEY CORP COM NEW 74955W30 1009 16089 SH SHARED 01 9915 6174 D R H DONNELLEY CORP COM NEW 74955W30 94 1512 SH SHR/OTHR 01 1512 D R H DONNELLEY CORP COM NEW 74955W30 49 791 SH SHARED 02 791 D R H DONNELLEY CORP COM NEW 74955W30 17 285 SH SHARED 10 285 D R H DONNELLEY CORP COM NEW 74955W30 39633 631812 SH SHARED 17 631012 800 D R H DONNELLEY CORP COM NEW 74955W30 6 100 SH SHR/OTHR 20 100 D R H DONNELLEY CORP COM NEW 74955W30 18 295 SH SHR/OTHR 21 295 D R H DONNELLEY CORP COM NEW 74955W30 1229 19600 SH SHARED 23 19600 D RLI CORP COM 74960710 978 17341 SH SHARED 17341 D RLI CORP COM 74960710 338 6000 SH SHARED 17 300 5700 D RMR REAL ESTATE FD SH BEN INT 74963F10 1636 93600 SH SHARED 93600 D RMR HOSPITALITY REAL ESTATE COM 74963J10 1544 67290 SH SHARED 67290 D RPC INC COM 74966010 19551 1158244 SH SHARED 1158244 D RPC INC COM 74966010 103 6150 SH SHARED 01 6150 D RPC INC COM 74966010 97 5800 SH SHARED 17 5800 D RPM INTL INC COM 74968510 3550 169947 SH SHARED 160098 9849 D RPM INTL INC COM 74968510 687 32900 SH SHARED 01 32900 D RPM INTL INC COM 74968510 280 13430 SH SHARED 02 13130 300 D RPM INTL INC COM 74968510 64 3100 SH SHARED 17 300 2800 D RTI INTL METALS INC COM 74973W10 11011 140770 SH SHARED 140770 D RTI INTL METALS INC COM 74973W10 391 5000 SH SHARED 01 5000 D RTI INTL METALS INC COM 74973W10 44358 567100 SH SHARED 17 567100 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 730 692000 PRN SHARED 692000 D RF MICRODEVICES INC COM 74994110 3065 451512 SH SHARED 451512 D RF MICRODEVICES INC COM 74994110 598 88100 SH SHARED 01 88100 D RF MICRODEVICES INC COM 74994110 1168 172070 SH SHARED 02 130820 41250 D RF MICRODEVICES INC COM 74994110 3391 499500 SH SHARED 10 499500 D RF MICRODEVICES INC COM 74994110 2656 391300 SH SHARED 17 391300 D RACKABLE SYS INC COM 75007710 668 21583 SH SHARED 21583 D RACKABLE SYS INC COM 75007710 1657 53525 SH SHARED 01 53075 450 D RACKABLE SYS INC COM 75007710 774 25000 SH SHARED 04 25000 D RACKABLE SYS INC COM 75007710 20904 675000 SH SHARED 10 675000 D RACKABLE SYS INC COM 75007710 14713 475100 SH SHARED 17 475100 D RADIAN GROUP INC COM 75023610 9926 184127 SH SHARED 173929 10198 D RADIAN GROUP INC COM 75023610 5760 106855 SH SHARED 01 79055 27800 D RADIAN GROUP INC COM 75023610 500 9280 SH SHARED 02 8984 296 D RADIAN GROUP INC COM 75023610 2727 50598 SH SHARED 04 37918 12680 D RADIAN GROUP INC COM 75023610 316 5862 SH SHARED 06 4622 1240 D RADIAN GROUP INC COM 75023610 1121 20800 SH SHARED 10 20800 D RADIAN GROUP INC COM 75023610 375 6964 SH SHARED 14 6964 D RADIAN GROUP INC COM 75023610 981 18200 SH SHARED 17 1800 16400 D RADIAN GROUP INC COM 75023610 5748 106624 SH SHARED 19 106624 D RADIAN GROUP INC COM 75023610 26 487 SH SHARED 20 487 D RADIANT SYSTEMS INC COM 75025N10 211 20302 SH SHARED 20302 D RADIATION THERAPY SVCS INC COM 75032320 302 9582 SH SHARED 9582 D RADIO ONE INC CL A 75040P10 13 2013 SH SHARED 2013 D RADIO ONE INC CL D NON VTG 75040P40 692 102682 SH SHARED 102682 D RADIO ONE INC CL D NON VTG 75040P40 200 29700 SH SHARED 01 29700 D RADIO ONE INC CL D NON VTG 75040P40 1045 155100 SH SHARED 14 155100 D RADIO ONE INC CL D NON VTG 75040P40 181 26900 SH SHARED 17 26900 D RADIOSHACK CORP COM 75043810 6670 397520 SH SHARED 397520 D RADIOSHACK CORP COM 75043810 721 43000 SH SHARED 01 22400 20600 D RADIOSHACK CORP COM 75043810 1409 83980 SH SHARED 02 83980 D RADIOSHACK CORP COM 75043810 180 10750 SH SHARED 06 10050 700 D RADIOSHACK CORP COM 75043810 1364 81340 SH SHARED 17 81340 D RADISYS CORP COM 75045910 274 16439 SH SHARED 16439 D RADISYS CORP COM 75045910 731 43900 SH SHARED 10 43900 D RADISYS CORP COM 75045910 268 16100 SH SHARED 17 16100 D RAE SYS INC COM 75061P10 230 72048 SH SHARED 72048 D RADYNE CORP COM NEW 75061140 149 13949 SH SHARED 13949 D RAILAMERICA INC COM 75075310 6854 426285 SH SHARED 426285 D RAILAMERICA INC COM 75075310 51 3209 SH SHARED 02 3209 D RAINIER PAC FINL GROUP INC COM 75087U10 2 140 SH SHARED 140 D RAINIER PAC FINL GROUP INC COM 75087U10 7 375 SH SHARED 20 375 D RAINMAKER SYSTEMS COM NEW 75087530 1562 209116 SH SHARED 209116 D RAMBUS INC DEL NOTE 2/0 750917AB 5101 4849000 PRN SHARED 4849000 D RAMBUS INC DEL COM 75091710 6933 366277 SH SHARED 366277 D RAMBUS INC DEL COM 75091710 41 2200 SH SHARED 01 2200 D RAMBUS INC DEL COM 75091710 43 2323 SH SHARED 02 1323 1000 D RAMBUS INC DEL COM 75091710 11 625 SH SHARED 17 25 600 D RALCORP HLDGS INC NEW COM 75102810 1051 20658 SH SHARED 20658 D RALCORP HLDGS INC NEW COM 75102810 44 875 SH SHARED 01 875 D RALCORP HLDGS INC NEW COM 75102810 96 1890 SH SHARED 02 1800 90 D RALCORP HLDGS INC NEW COM 75102810 22483 441800 SH SHARED 17 435500 6300 D RALCORP HLDGS INC NEW COM 75102810 7 140 SH SHARED 20 140 D RALCORP HLDGS INC NEW COM 75102810 6 133 SH SHR/OTHR 23 133 D RAM ENERGY RESOURCES INC COM 75130P10 204 37090 SH SHARED 37090 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 499 13108 SH SHARED 13108 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 71 1880 SH SHARED 02 1880 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 30260 793400 SH SHARED 11 793400 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 293 7700 SH SHARED 17 7700 D RAMTRON INTL CORP COM NEW 75190730 1 452 SH SHARED 452 D RANDGOLD RES LTD ADR 75234430 2682 114324 SH SHARED 114324 D RANDGOLD RES LTD ADR 75234430 2130 90800 SH SHARED 04 90800 D RANDGOLD RES LTD ADR 75234430 20105 857000 SH SHARED 10 857000 D RANGE RES CORP COM 75281A10 158 5758 SH SHARED 5758 D RANGE RES CORP COM 75281A10 310 11300 SH SHARED 01 11300 D RANGE RES CORP COM 75281A10 1455 53007 SH SHARED 02 1769 51238 D RANGE RES CORP COM 75281A10 475 17300 SH SHARED 06 16300 1000 D RANGE RES CORP COM 75281A10 4003 145800 SH SHARED 10 145800 D RANGE RES CORP COM 75281A10 1930 70300 SH SHARED 14 70300 D RANGE RES CORP COM 75281A10 3105 113084 SH SHARED 17 86884 26200 D RARE HOSPITALITY INTL INC COM 75382010 870 26441 SH SHARED 26441 D RARE HOSPITALITY INTL INC COM 75382010 103 3150 SH SHARED 01 3150 D RARE HOSPITALITY INTL INC COM 75382010 220 6700 SH SHARED 17 6700 D RASER TECHNOLOGIES INC COM 75405510 93 15329 SH SHARED 15329 D RAVEN INDS INC COM 75421210 336 12546 SH SHARED 12546 D RAYMOND JAMES FINANCIAL INC COM 75473010 2563 84560 SH SHARED 84560 D RAYMOND JAMES FINANCIAL INC COM 75473010 1758 58025 SH SHARED 01 27300 30725 D RAYMOND JAMES FINANCIAL INC COM 75473010 378 12495 SH SHARED 02 10135 2360 D RAYMOND JAMES FINANCIAL INC COM 75473010 503 16600 SH SHARED 17 16600 D RAYMOND JAMES FINANCIAL INC COM 75473010 3 105 SH SHARED 20 105 D RAYMOND JAMES FINANCIAL INC COM 75473010 81 2700 SH SHARED 21 2700 D RAYONIER INC COM 75490710 3957 96401 SH SHARED 96401 D RAYONIER INC COM 75490710 1133 27622 SH SHARED 01 27622 D RAYONIER INC COM 75490710 605 14760 SH SHARED 02 8507 6253 D RAYONIER INC COM 75490710 1436 35000 SH SHARED 04 35000 D RAYONIER INC COM 75490710 73 1800 SH SHARED 06 1800 D RAYONIER INC COM 75490710 578 14100 SH SHARED 10 14100 D RAYONIER INC COM 75490710 572 13950 SH SHARED 17 4900 9050 D RAYTHEON CO *W EXP 06/16/201 75511111 2182 121782 SH SHARED 02 121782 D RAYTHEON CO *W EXP 06/16/201 75511111 37 2077 SH SHARED 10 960 1117 D RAYTHEON CO COM NEW 75511150 67023 1269385 SH SHARED 1190385 79000 D RAYTHEON CO COM NEW 75511150 5586 105796 SH SHARED 01 11328 94468 D RAYTHEON CO COM NEW 75511150 52 987 SH SHR/OTHR 01 987 D RAYTHEON CO COM NEW 75511150 4193 79422 SH SHARED 02 77474 1948 D RAYTHEON CO COM NEW 75511150 6246 118300 SH SHARED 04 118300 D RAYTHEON CO COM NEW 75511150 5327 100891 SH SHARED 06 96851 4040 D RAYTHEON CO COM NEW 75511150 29083 550825 SH SHARED 10 166000 384825 D RAYTHEON CO COM NEW 75511150 673 12749 SH SHARED 14 12749 D RAYTHEON CO COM NEW 75511150 6758 128000 SH SHARED 16 128000 D RAYTHEON CO COM NEW 75511150 25332 479780 SH SHARED 17 179780 300000 D RAYTHEON CO COM NEW 75511150 68 1306 SH SHARED 20 1306 D RAYTHEON CO COM NEW 75511150 121 2300 SH SHR/OTHR 20 2300 D RAYTHEON CO COM NEW 75511150 47 900 SH SHARED 21 900 D RAYTHEON CO COM NEW 75511150 17 335 SH SHR/OTHR 21 335 D RAYTHEON CO COM NEW 75511150 110 2100 SH SHR/OTHR 22 2100 D RAYTHEON CO COM NEW 75511150 328 6225 SH SHARED 23 6225 D RAYTHEON CO COM NEW 75511150 432 8183 SH SHR/OTHR 23 8183 D RBC BEARINGS INC COM 75524B10 454 15872 SH SHARED 15872 D RBC BEARINGS INC COM 75524B10 1708 59600 SH SHARED 17 50000 9600 D READERS DIGEST ASSN INC COM 75526710 7303 437315 SH SHARED 437315 D READERS DIGEST ASSN INC COM 75526710 444 26600 SH SHARED 01 26600 D READERS DIGEST ASSN INC COM 75526710 155 9300 SH SHARED 02 9300 D READERS DIGEST ASSN INC COM 75526710 180 10800 SH SHARED 17 10800 D READING INTERNATIONAL INC CL A 75540810 3 401 SH SHARED 401 D REALOGY CORP COM 75605E10 22975 757761 SH SHARED 757761 D REALOGY CORP COM 75605E10 399 13187 SH SHARED 01 13187 D REALOGY CORP COM 75605E10 1253 41354 SH SHARED 02 37775 3579 D REALOGY CORP COM 75605E10 4 140 SH SHARED 05 140 D REALOGY CORP COM 75605E10 715 23614 SH SHARED 06 21362 2252 D REALOGY CORP COM 75605E10 351 11591 SH SHARED 14 11591 D REALOGY CORP COM 75605E10 3177 104803 SH SHARED 17 98363 6440 D REALOGY CORP COM 75605E10 75 2500 SH SHR/OTHR 20 2500 D REALNETWORKS INC COM 75605L10 1991 182051 SH SHARED 182051 D REALNETWORKS INC COM 75605L10 295 27000 SH SHARED 01 17500 9500 D REALNETWORKS INC COM 75605L10 27 2500 SH SHARED 02 2500 D REALNETWORKS INC COM 75605L10 218 20000 SH SHARED 04 20000 D REALNETWORKS INC COM 75605L10 1016 92900 SH SHARED 10 92900 D REALNETWORKS INC COM 75605L10 1071 97900 SH SHARED 17 5800 92100 D REALTY INCOME CORP COM 75610910 5976 215764 SH SHARED 215764 D REALTY INCOME CORP COM 75610910 72 2600 SH SHARED 01 2600 D REALTY INCOME CORP COM 75610910 13 480 SH SHARED 02 480 D REALTY INCOME CORP COM 75610910 2565 92600 SH SHARED 10 92600 D REALTY INCOME CORP COM 75610910 46192 1667600 SH SHARED 11 1667600 D REALTY INCOME CORP COM 75610910 922 33300 SH SHARED 17 33300 D REAVES UTIL INCOME FD COM SH BEN INT 75615810 962 39900 SH SHARED 39900 D RECKSON ASSOCS RLTY CORP COM 75621K10 372901 8177655 SH SHARED 8177655 D RECKSON ASSOCS RLTY CORP COM 75621K10 87 1919 SH SHARED 02 1159 760 D RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ 446 375000 PRN SHARED 375000 D RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ 595 500000 PRN SHARED 02 500000 D RED HAT INC DBCV 0.500% 1/1 756577AB 541 507000 PRN SHARED 507000 D RED HAT INC COM 75657710 2113 91895 SH SHARED 91895 D RED HAT INC COM 75657710 118 5150 SH SHARED 01 5150 D RED HAT INC COM 75657710 330 14360 SH SHARED 02 9860 4500 D RED HAT INC COM 75657710 46 2000 SH SHARED 17 2000 D RED LION HOTELS CORP COM 75676410 5 397 SH SHARED 397 D RED LION HOTELS CORP COM 75676410 4171 327700 SH SHARED 17 327700 D RED ROBIN GOURMET BURGERS IN COM 75689M10 9017 251536 SH SHARED 251536 D RED ROBIN GOURMET BURGERS IN COM 75689M10 54 1525 SH SHARED 01 1250 275 D RED ROBIN GOURMET BURGERS IN COM 75689M10 82 2300 SH SHARED 17 2300 D REDBACK NETWORKS INC COM NEW 75720950 1226 49161 SH SHARED 49161 D REDBACK NETWORKS INC COM NEW 75720950 142 5700 SH SHARED 01 5700 D REDBACK NETWORKS INC COM NEW 75720950 6663 267200 SH SHARED 17 267200 D REDDY ICE HLDGS INC COM 75734R10 336 13025 SH SHARED 13025 D REDWOOD TR INC COM 75807540 3369 58010 SH SHARED 58010 D REDWOOD TR INC COM 75807540 336 5800 SH SHARED 01 5800 D REDWOOD TR INC COM 75807540 7 136 SH SHARED 02 136 D REDWOOD TR INC COM 75807540 2259 38900 SH SHARED 10 38900 D REDWOOD TR INC COM 75807540 3031 52200 SH SHARED 17 40300 11900 D REDWOOD TR INC COM 75807540 134 2320 SH SHARED 21 2320 D REED ELSEVIER N V SPONSORED ADR 75820410 57 1700 SH SHARED 1700 D REED ELSEVIER N V SPONSORED ADR 75820410 7 230 SH SHARED 10 230 D REED ELSEVIER N V SPONSORED ADR 75820410 119 3500 SH SHARED 23 3500 D REED ELSEVIER P L C SPONSORED ADR 75820510 15 360 SH SHARED 20 360 D REGAL BELOIT CORP COM 75875010 2702 51458 SH SHARED 51458 D REGAL BELOIT CORP COM 75875010 23 445 SH SHARED 02 445 D REGAL BELOIT CORP COM 75875010 819 15600 SH SHARED 17 13200 2400 D REGAL BELOIT CORP COM 75875010 16 321 SH SHARED 20 321 D REGAL ENTMT GROUP CL A 75876610 10695 501661 SH SHARED 501661 D REGAL ENTMT GROUP CL A 75876610 789 37049 SH SHARED 02 37049 D REGAL ENTMT GROUP CL A 75876610 1741 81700 SH SHARED 10 81700 D REGAL ENTMT GROUP CL A 75876610 153 7200 SH SHARED 17 300 6900 D REGENCY CTRS CORP COM 75884910 3935 50346 SH SHARED 46046 4300 D REGENCY CTRS CORP COM 75884910 1649 21100 SH SHARED 01 21100 D REGENCY CTRS CORP COM 75884910 904 11568 SH SHARED 02 7728 3840 D REGENCY CTRS CORP COM 75884910 46 600 SH SHARED 06 600 D REGENCY CTRS CORP COM 75884910 336 4300 SH SHARED 10 4300 D REGENCY CTRS CORP COM 75884910 398691 5100317 SH SHARED 11 2606167 2494150 D REGENCY CTRS CORP COM 75884910 7035 90000 SH SHARED 17 63600 26400 D REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y10 5829 214726 SH SHARED 214726 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 6472 6182000 PRN SHARED 6182000 D REGENERON PHARMACEUTICALS COM 75886F10 886 44172 SH SHARED 44172 D REGENERON PHARMACEUTICALS COM 75886F10 179 8925 SH SHARED 01 8925 D REGENERON PHARMACEUTICALS COM 75886F10 309 15397 SH SHARED 02 15397 D REGENERON PHARMACEUTICALS COM 75886F10 19967 994898 SH SHARED 04 994898 D REGENERATION TECH INC DEL COM 75886N10 4 694 SH SHARED 694 D REGENERX BIOPHARMACEUTICALS COM 75886X10 1 643 SH SHARED 643 D REGENT COMMUNICATIONS INC DE COM 75886510 500 176828 SH SHARED 176828 D REGIS CORP MINN COM 75893210 2581 65282 SH SHARED 65282 D REGIS CORP MINN COM 75893210 537 13600 SH SHARED 01 13600 D REGIS CORP MINN COM 75893210 193 4891 SH SHARED 02 4400 491 D REGIS CORP MINN COM 75893210 316 8000 SH SHARED 17 8000 D REGIS CORP MINN COM 75893210 8 209 SH SHARED 20 209 D REGIS CORP MINN COM 75893210 59 1500 SH SHARED 21 1500 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 48501 300000 SH SHARED 300000 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 80 500 SH SHARED 01 500 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 2 16 SH SHARED 02 16 D REGIONS FINANCIAL CORP NEW COM 7591EP10 40823 1091538 SH SHARED 1016015 75523 D REGIONS FINANCIAL CORP NEW COM 7591EP10 10610 283698 SH SHARED 01 134598 149100 D REGIONS FINANCIAL CORP NEW COM 7591EP10 229 6137 SH SHR/OTHR 01 6137 D REGIONS FINANCIAL CORP NEW COM 7591EP10 5803 155187 SH SHARED 02 139202 15985 D REGIONS FINANCIAL CORP NEW COM 7591EP10 11 300 SH SHARED 05 300 D REGIONS FINANCIAL CORP NEW COM 7591EP10 2436 65146 SH SHARED 06 58416 6730 D REGIONS FINANCIAL CORP NEW COM 7591EP10 54416 1454984 SH SHARED 10 1073940 381044 D REGIONS FINANCIAL CORP NEW COM 7591EP10 131 3503 SH SHR/OTHR 10 3503 D REGIONS FINANCIAL CORP NEW COM 7591EP10 171 4582 SH SHARED 14 4582 D REGIONS FINANCIAL CORP NEW COM 7591EP10 17460 466853 SH SHARED 17 392710 74143 D REGIONS FINANCIAL CORP NEW COM 7591EP10 308 8256 SH SHARED 20 3481 4775 D REGIONS FINANCIAL CORP NEW COM 7591EP10 32 865 SH SHR/OTHR 21 865 D REGIONS FINANCIAL CORP NEW COM 7591EP10 182 4883 SH SHARED 22 2938 1945 D REGIONS FINANCIAL CORP NEW COM 7591EP10 220 5897 SH SHARED 23 5897 D REGIONS FINANCIAL CORP NEW COM 7591EP10 91 2437 SH SHR/OTHR 23 2437 D REHABCARE GROUP INC COM 75914810 625 42124 SH SHARED 42124 D REHABCARE GROUP INC COM 75914810 25 1700 SH SHARED 01 1700 D REHABCARE GROUP INC COM 75914810 30 2052 SH SHARED 02 2052 D REHABCARE GROUP INC COM 75914810 170 11500 SH SHARED 10 11500 D REINSURANCE GROUP AMER INC COM 75935110 39 714 SH SHARED 714 D REINSURANCE GROUP AMER INC COM 75935110 863 15500 SH SHARED 01 15500 D REINSURANCE GROUP AMER INC COM 75935110 33 608 SH SHARED 02 476 132 D REINSURANCE GROUP AMER INC COM 75935110 105 1900 SH SHARED 10 1900 D REINSURANCE GROUP AMER INC COM 75935110 139 2500 SH SHARED 17 2500 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 79280 1136631 SH SHARED 1136631 D RELIANCE STEEL & ALUMINUM CO COM 75950910 5678 144209 SH SHARED 144209 D RELIANCE STEEL & ALUMINUM CO COM 75950910 760 19300 SH SHARED 01 19300 D RELIANCE STEEL & ALUMINUM CO COM 75950910 337 8571 SH SHARED 02 8531 40 D RELIANCE STEEL & ALUMINUM CO COM 75950910 287 7300 SH SHARED 10 7300 D RELIANCE STEEL & ALUMINUM CO COM 75950910 31 800 SH SHARED 17 800 D RELIANT ENERGY INC COM 75952B10 642 45233 SH SHARED 45233 D RELIANT ENERGY INC COM 75952B10 1320 92900 SH SHARED 01 61000 31900 D RELIANT ENERGY INC COM 75952B10 3231 227431 SH SHARED 02 202699 24732 D RELIANT ENERGY INC COM 75952B10 114 8080 SH SHARED 06 6600 1480 D RELIANT ENERGY INC COM 75952B10 261 18383 SH SHARED 14 18383 D RELIANT ENERGY INC COM 75952B10 250 17600 SH SHARED 17 6000 11600 D RELIANT ENERGY INC COM 75952B10 44 3107 SH SHR/OTHR 20 3107 D RELIANT ENERGY INC COM 75952B10 33 2365 SH SHR/OTHR 23 2365 D RELIV INTL INC COM 75952R10 2 336 SH SHARED 336 D RELM WIRELESS CORP COM 75952510 1 289 SH SHARED 289 D RENAISSANCE LEARNING INC COM 75968L10 179 10139 SH SHARED 10139 D RENASANT CORP COM 75970E10 370 12085 SH SHARED 12085 D RENOVIS INC COM 75988510 1011 319955 SH SHARED 319955 D RENOVIS INC COM 75988510 44 14200 SH SHARED 01 14200 D RENOVIS INC COM 75988510 9 2983 SH SHARED 02 2983 D RENOVIS INC COM 75988510 72 23064 SH SHARED 20 23064 D REPLIGEN CORP COM 75991610 2 749 SH SHARED 749 D RENT A CTR INC NEW COM 76009N10 2482 84113 SH SHARED 84113 D RENT A CTR INC NEW COM 76009N10 2022 68550 SH SHARED 01 45100 23450 D RENT A CTR INC NEW COM 76009N10 206 7004 SH SHARED 02 6900 104 D RENT A CTR INC NEW COM 76009N10 486 16500 SH SHARED 17 16500 D RENTECH INC COM 76011210 405 107602 SH SHARED 107602 D RENTRAK CORP COM 76017410 3 238 SH SHARED 238 D REPSOL YPF S A SPONSORED ADR 76026T20 138 4000 SH SHARED 10 4000 D REPSOL YPF S A SPONSORED ADR 76026T20 7 230 SH SHARED 20 230 D REPUBLIC AWYS HLDGS INC COM 76027610 424 25309 SH SHARED 25309 D REPUBLIC AWYS HLDGS INC COM 76027610 1030 61400 SH SHARED 10 61400 D REPUBLIC AWYS HLDGS INC COM 76027610 90 5400 SH SHARED 17 5400 D REPROS THERAPEUTICS INC COM 76028H10 2 231 SH SHARED 231 D REPLIDYNE INC COM 76028W10 22 3913 SH SHARED 3913 D REPUBLIC BANCORP KY CL A 76028120 148 5935 SH SHARED 5935 D REPUBLIC BANCORP INC COM 76028210 2205 163892 SH SHARED 163892 D REPUBLIC BANCORP INC COM 76028210 26 2000 SH SHARED 01 2000 D REPUBLIC BANCORP INC COM 76028210 1346 100000 SH SHARED 02 100000 D REPUBLIC FIRST BANCORP INC COM 76041610 2 226 SH SHARED 226 D REPUBLIC PROPERTY TR COM 76073710 233 20213 SH SHARED 20213 D REPUBLIC PROPERTY TR COM 76073710 2711 235000 SH SHARED 11 235000 D REPUBLIC SVCS INC COM 76075910 28807 708323 SH SHARED 708323 D REPUBLIC SVCS INC COM 76075910 1624 39936 SH SHARED 01 39936 D REPUBLIC SVCS INC COM 76075910 518 12761 SH SHARED 02 12761 D REPUBLIC SVCS INC COM 76075910 468 11520 SH SHARED 06 10050 1470 D REPUBLIC SVCS INC COM 76075910 280 6900 SH SHARED 14 6900 D REPUBLIC SVCS INC COM 76075910 1793 44100 SH SHARED 17 27300 16800 D RESEARCH FRONTIERS INC COM 76091110 1 319 SH SHARED 319 D RES-CARE INC COM 76094310 311 17163 SH SHARED 17163 D RES-CARE INC COM 76094310 196 10800 SH SHARED 17 10800 D RESEARCH IN MOTION LTD COM 76097510 13193 103250 SH SHARED 103250 D RESEARCH IN MOTION LTD COM 76097510 204 1600 SH SHARED 01 1600 D RESEARCH IN MOTION LTD COM 76097510 98647 772012 SH SHARED 02 772012 D RESEARCH IN MOTION LTD COM 76097510 1597 12500 SH SHARED 04 12500 D RESEARCH IN MOTION LTD COM 76097510 162 1275 SH SHARED 06 575 700 D RESEARCH IN MOTION LTD COM 76097510 102 800 SH SHARED 17 800 D RESEARCH IN MOTION LTD COM 76097510 34 270 SH SHR/OTHR 21 270 D RESTORATION HARDWARE INC DEL COM 76098110 196 23054 SH SHARED 23054 D RESTORATION HARDWARE INC DEL COM 76098110 85 10000 SH SHARED 02 10000 D RESMED INC COM 76115210 3129 63583 SH SHARED 63583 D RESMED INC COM 76115210 1058 21500 SH SHARED 01 21500 D RESMED INC COM 76115210 430 8737 SH SHARED 02 8467 270 D RESMED INC COM 76115210 2397 48700 SH SHARED 10 48700 D RESMED INC COM 76115210 14 300 SH SHARED 17 300 D RESOURCE AMERICA INC CL A 76119520 321 12171 SH SHARED 12171 D RESOURCE AMERICA INC CL A 76119520 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D SAIC INC COM 78390X10 2416 135850 SH SHARED 16 135850 D SCBT FINANCIAL CORP COM 78401V10 280 6713 SH SHARED 6713 D SCM MICROSYSTEMS INC COM 78401810 1 384 SH SHARED 384 D SCPIE HLDGS INC COM 78402P10 2232 85417 SH SHARED 85417 D SCOLR PHARMA INC COM 78402X10 4 869 SH SHARED 869 D SCO GROUP INC COM 78403A10 15 14050 SH SHARED 14050 D SEI INVESTMENTS CO COM 78411710 3464 58174 SH SHARED 58174 D SEI INVESTMENTS CO COM 78411710 2721 45700 SH SHARED 01 45700 D SEI INVESTMENTS CO COM 78411710 426 7153 SH SHARED 02 7113 40 D SEI INVESTMENTS CO COM 78411710 23 400 SH SHARED 17 400 D SEMCO ENERGY INC COM 78412D10 5 873 SH SHARED 873 D SFBC INTL INC NOTE 2.250% 8/1 784121AB 3382 3669000 PRN SHARED 3669000 D SI FINL GROUP INC COM 78425W10 734 59830 SH SHARED 59830 D SI INTL INC COM 78427V10 1992 61467 SH SHARED 61467 D SJW CORP COM 78430510 450 11620 SH SHARED 11620 D SJW CORP COM 78430510 383 9900 SH SHARED 17 9900 D SK TELECOM LTD SPONSORED ADR 78440P10 54720 2066471 SH SHARED 2066471 D SK TELECOM LTD SPONSORED ADR 78440P10 2 100 SH SHARED 02 100 D SK TELECOM LTD SPONSORED ADR 78440P10 2216 83700 SH SHARED 17 83700 D SK TELECOM LTD SPONSORED ADR 78440P10 23 870 SH SHR/OTHR 23 870 D SL GREEN RLTY CORP COM 78440X10 1396 10521 SH SHARED 10521 D SL GREEN RLTY CORP COM 78440X10 13 100 SH SHARED 01 100 D SL GREEN RLTY CORP COM 78440X10 2282 17191 SH SHARED 02 15666 1525 D SL GREEN RLTY CORP COM 78440X10 796 6000 SH SHARED 04 6000 D SL GREEN RLTY CORP COM 78440X10 5 40 SH SHARED 05 40 D SL GREEN RLTY CORP COM 78440X10 376844 2838110 SH SHARED 11 1574860 1263250 D SL GREEN RLTY CORP COM 78440X10 5284 39800 SH SHARED 17 39800 D S L INDS INC COM 78441310 1 102 SH SHARED 102 D SLM CORP DBCV 7/2 78442PAC 4757 4772000 PRN SHARED 02 4772000 D SLM CORP DBCV 7/2 78442PAC 3439 3450000 PRN SHARED 06 3450000 D SLM CORP COM 78442P10 160477 3290487 SH SHARED 3290487 D SLM CORP COM 78442P10 2570 52702 SH SHARED 01 52702 D SLM CORP COM 78442P10 384 7894 SH SHR/OTHR 01 7894 D SLM CORP COM 78442P10 3886 79688 SH SHARED 02 76393 3295 D SLM CORP COM 78442P10 1795 36819 SH SHARED 06 33079 3740 D SLM CORP COM 78442P10 476 9760 SH SHARED 10 9760 D SLM CORP COM 78442P10 58 1200 SH SHR/OTHR 10 1200 D SLM CORP COM 78442P10 3428 70300 SH SHARED 14 70300 D SLM CORP COM 78442P10 8889 182278 SH SHARED 17 174878 7400 D SLM CORP COM 78442P10 570 11705 SH SHARED 20 4955 6750 D SLM CORP COM 78442P10 248 5100 SH SHR/OTHR 20 5100 D SLM CORP COM 78442P10 482 9895 SH SHARED 23 295 9600 D SLM CORP COM 78442P10 1286 26375 SH SHR/OTHR 23 26375 D SORL AUTO PTS INC COM 78461U10 1449 160575 SH SHARED 160575 D SPDR TR UNIT SER 1 78462F10 2683962 18951861 SH SHARED 18950946 915 D SPDR TR UNIT SER 1 78462F10 9307 65724 SH SHARED 01 22886 42838 D SPDR TR UNIT SER 1 78462F10 2370 16735 SH SHR/OTHR 01 16735 D SPDR TR UNIT SER 1 78462F10 264865 1870255 SH SHARED 02 1805219 65036 D SPDR TR UNIT SER 1 78462F10 20449 144400 SH SHARED 10 139400 5000 D SPDR TR UNIT SER 1 78462F10 40881 288670 SH SHARED 15 288670 D SPDR TR UNIT SER 1 78462F10 7845 55400 SH SHARED 17 55400 D SPDR TR UNIT SER 1 78462F10 57227 404094 SH SHARED 19 404094 D SPDR TR UNIT SER 1 78462F10 2754 19450 SH SHARED 20 17800 1650 D SPDR TR UNIT SER 1 78462F10 219 1550 SH SHR/OTHR 21 1550 D SPDR TR UNIT SER 1 78462F10 475 3356 SH SHARED 22 3356 D SPDR TR UNIT SER 1 78462F10 7613 53757 SH SHARED 23 52477 1280 D SPDR TR UNIT SER 1 78462F10 4999 35304 SH SHR/OTHR 23 35304 D SPSS INC COM 78462K10 453 15088 SH SHARED 15088 D SPSS INC COM 78462K10 300 10000 SH SHARED 10 10000 D SPSS INC COM 78462K10 1386 46100 SH SHARED 17 46100 D S1 CORPORATION COM 78463B10 698 126766 SH SHARED 126766 D S1 CORPORATION COM 78463B10 165 30000 SH SHARED 02 30000 D SPX CORP COM 78463510 15539 254072 SH SHARED 254072 D SPX CORP COM 78463510 1940 31720 SH SHARED 01 31720 D SPX CORP COM 78463510 3496 57168 SH SHR/OTHR 01 57168 D SPX CORP COM 78463510 386 6321 SH SHARED 02 6321 D SPX CORP COM 78463510 123 2020 SH SHARED 06 1650 370 D SPX CORP COM 78463510 269 4411 SH SHARED 14 4411 D SPX CORP COM 78463510 171 2800 SH SHARED 17 1300 1500 D SRS LABS INC COM 78464M10 4277 395303 SH SHARED 395303 D SRA INTL INC CL A 78464R10 6028 225462 SH SHARED 225462 D SRA INTL INC CL A 78464R10 500 18700 SH SHARED 01 18700 D SRA INTL INC CL A 78464R10 108 4076 SH SHARED 02 4000 76 D SRA INTL INC CL A 78464R10 114 4300 SH SHARED 10 4300 D SRA INTL INC CL A 78464R10 347 13000 SH SHARED 17 200 12800 D SRI/SURGICAL EXPRESS INC COM 78464W10 254 46400 SH SHARED 46400 D SM&A COM 78465D10 2 376 SH SHARED 376 D SVB FINL GROUP COM 78486Q10 1983 42552 SH SHARED 42552 D SVB FINL GROUP COM 78486Q10 545 11700 SH SHARED 01 11700 D SVB FINL GROUP COM 78486Q10 380 8154 SH SHARED 02 3454 4700 D SVB FINL GROUP COM 78486Q10 298 6403 SH SHARED 17 2503 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 6841 191649 SH SHARED 191649 D SWS GROUP INC COM 78503N10 7 200 SH SHARED 01 200 D SWS GROUP INC COM 78503N10 1 29 SH SHARED 02 29 D SWS GROUP INC COM 78503N10 260 7300 SH SHARED 10 7300 D SWS GROUP INC COM 78503N10 178 5000 SH SHARED 17 5000 D S Y BANCORP INC COM 78506010 269 9613 SH SHARED 9613 D SABINE ROYALTY TR UNIT BEN INT 78568810 101 2400 SH SHARED 01 2400 D SABINE ROYALTY TR UNIT BEN INT 78568810 257 6100 SH SHARED 17 6100 D SABINE ROYALTY TR UNIT BEN INT 78568810 21 500 SH SHR/OTHR 23 500 D SABRE HLDGS CORP CL A 78590510 25499 799611 SH SHARED 799611 D SABRE HLDGS CORP CL A 78590510 523 16412 SH SHARED 01 16412 D SABRE HLDGS CORP CL A 78590510 720 22600 SH SHARED 02 22600 D SABRE HLDGS CORP CL A 78590510 94936 2977000 SH SHARED 04 2977000 D SABRE HLDGS CORP CL A 78590510 495 15530 SH SHARED 06 14100 1430 D SABRE HLDGS CORP CL A 78590510 7548 236700 SH SHARED 10 191300 45400 D SABRE HLDGS CORP CL A 78590510 988 31000 SH SHARED 14 31000 D SABRE HLDGS CORP CL A 78590510 2343 73498 SH SHARED 17 72098 1400 D SABRE HLDGS CORP CL A 78590510 89 2800 SH SHARED 21 2800 D SABRE HLDGS CORP CL A 78590510 46 1445 SH SHR/OTHR 23 1445 D SADIA S A SP ADR PFD 30 78632610 620 18200 SH SHARED 18200 D SAFECO CORP COM 78642910 10874 173856 SH SHARED 173856 D SAFECO CORP COM 78642910 1163 18595 SH SHARED 01 3100 15495 D SAFECO CORP COM 78642910 6764 108139 SH SHARED 02 108139 D SAFECO CORP COM 78642910 714 11425 SH SHARED 06 10475 950 D SAFECO CORP COM 78642910 7249 115900 SH SHARED 10 92500 23400 D SAFECO CORP COM 78642910 319 5100 SH SHARED 14 5100 D SAFECO CORP COM 78642910 4240 67786 SH SHARED 17 67486 300 D SAFECO CORP COM 78642910 62 1000 SH SHARED 20 1000 D SAFEGUARD SCIENTIFICS INC COM 78644910 226 93654 SH SHARED 93654 D SAFENET INC COM 78645R10 800 33442 SH SHARED 33442 D SAFENET INC COM 78645R10 718 30000 SH SHARED 02 30000 D SAFENET INC COM 78645R10 62 2600 SH SHARED 17 2600 D SAFETY INS GROUP INC COM 78648T10 7328 144520 SH SHARED 144520 D SAFETY INS GROUP INC COM 78648T10 694 13700 SH SHARED 01 12500 1200 D SAFETY INS GROUP INC COM 78648T10 172 3400 SH SHARED 10 3400 D SAFETY INS GROUP INC COM 78648T10 664 13100 SH SHARED 17 5600 7500 D SAFEWAY INC COM NEW 78651420 21695 627764 SH SHARED 627764 D SAFEWAY INC COM NEW 78651420 2736 79181 SH SHARED 01 25900 53281 D SAFEWAY INC COM NEW 78651420 7289 210916 SH SHARED 02 210866 50 D SAFEWAY INC COM NEW 78651420 7 220 SH SHARED 05 220 D SAFEWAY INC COM NEW 78651420 1637 47390 SH SHARED 06 43450 3940 D SAFEWAY INC COM NEW 78651420 4454 128900 SH SHARED 10 62600 66300 D SAFEWAY INC COM NEW 78651420 1355 39215 SH SHARED 14 39215 D SAFEWAY INC COM NEW 78651420 23501 680028 SH SHARED 17 363428 316600 D SAGA COMMUNICATIONS CL A 78659810 533 55541 SH SHARED 55541 D SAIA INC COM 78709Y10 263 11361 SH SHARED 11361 D SAIA INC COM 78709Y10 90 3900 SH SHARED 10 3900 D SAIA INC COM 78709Y10 32 1400 SH SHARED 17 1400 D ST JOE CO COM 79014810 1088 20323 SH SHARED 20323 D ST JOE CO COM 79014810 267 5000 SH SHR/OTHR 01 5000 D ST JOE CO COM 79014810 558 10418 SH SHARED 02 6574 3844 D ST JOE CO COM 79014810 289 5410 SH SHARED 06 2050 3360 D ST JOE CO COM 79014810 5 100 SH SHARED 17 100 D ST JUDE MED INC COM 79084910 22552 616855 SH SHARED 614855 2000 D ST JUDE MED INC COM 79084910 10843 296582 SH SHARED 01 121478 175104 D ST JUDE MED INC COM 79084910 1525 41721 SH SHR/OTHR 01 41721 D ST JUDE MED INC COM 79084910 3087 84446 SH SHARED 02 74826 9620 D ST JUDE MED INC COM 79084910 5330 145800 SH SHARED 04 145800 D ST JUDE MED INC COM 79084910 1162 31805 SH SHARED 06 28665 3140 D ST JUDE MED INC COM 79084910 37017 1012520 SH SHARED 10 963675 48845 D ST JUDE MED INC COM 79084910 1048 28675 SH SHR/OTHR 10 28675 D ST JUDE MED INC COM 79084910 2227 60916 SH SHARED 14 60916 D ST JUDE MED INC COM 79084910 414 11350 SH SHARED 15 11350 D ST JUDE MED INC COM 79084910 8325 227719 SH SHARED 17 195719 32000 D ST JUDE MED INC COM 79084910 1269 34721 SH SHARED 20 7746 26975 D ST JUDE MED INC COM 79084910 1460 39940 SH SHR/OTHR 20 39940 D ST JUDE MED INC COM 79084910 227 6220 SH SHARED 21 6220 D ST JUDE MED INC COM 79084910 21 600 SH SHR/OTHR 21 600 D ST JUDE MED INC COM 79084910 414 11326 SH SHARED 22 6411 4915 D ST JUDE MED INC COM 79084910 60 1650 SH SHR/OTHR 22 1650 D ST JUDE MED INC COM 79084910 1593 43592 SH SHARED 23 39917 3675 D ST JUDE MED INC COM 79084910 1980 54180 SH SHR/OTHR 23 54180 D ST MARY LD & EXPL CO COM 79222810 4979 135154 SH SHARED 135154 D ST MARY LD & EXPL CO COM 79222810 27 733 SH SHARED 02 733 D ST MARY LD & EXPL CO COM 79222810 1326 36000 SH SHARED 17 31600 4400 D ST PAUL TRAVELERS INC COM 79286010 118312 2203627 SH SHARED 2201476 2151 D ST PAUL TRAVELERS INC COM 79286010 4590 85496 SH SHARED 01 85496 D ST PAUL TRAVELERS INC COM 79286010 82 1533 SH SHR/OTHR 01 1533 D ST PAUL TRAVELERS INC COM 79286010 15730 292989 SH SHARED 02 262574 30415 D ST PAUL TRAVELERS INC COM 79286010 1197 22300 SH SHARED 04 22300 D ST PAUL TRAVELERS INC COM 79286010 17 330 SH SHARED 05 330 D ST PAUL TRAVELERS INC COM 79286010 22922 426938 SH SHARED 06 205216 221722 D ST PAUL TRAVELERS INC COM 79286010 17173 319863 SH SHARED 10 278424 41439 D ST PAUL TRAVELERS INC COM 79286010 659 12292 SH SHARED 14 12292 D ST PAUL TRAVELERS INC COM 79286010 6174 115000 SH SHARED 16 115000 D ST PAUL TRAVELERS INC COM 79286010 50254 936012 SH SHARED 17 920911 15101 D ST PAUL TRAVELERS INC COM 79286010 1007 18774 SH SHARED 18 18774 D ST PAUL TRAVELERS INC COM 79286010 1 37 SH SHARED 20 37 D ST PAUL TRAVELERS INC COM 79286010 263 4910 SH SHARED 21 4910 D ST PAUL TRAVELERS INC COM 79286010 18 340 SH SHR/OTHR 21 340 D ST PAUL TRAVELERS INC COM 79286010 81 1516 SH SHR/OTHR 23 1516 D SAKS INC NOTE 2.000% 3/1 79377WAL 1676 1090000 PRN SHARED 02 1090000 D SAKS INC COM 79377W10 80065 4492987 SH SHARED 4492987 D SAKS INC COM 79377W10 1348 75700 SH SHARED 01 36800 38900 D SAKS INC COM 79377W10 629 35342 SH SHARED 02 35342 D SAKS INC COM 79377W10 675 37900 SH SHARED 17 37900 D SALEM COMMUNICATIONS CORP DE CL A 79409310 870 72868 SH SHARED 72868 D SALESFORCE COM INC COM 79466L30 161 4436 SH SHARED 4436 D SALESFORCE COM INC COM 79466L30 239 6575 SH SHARED 01 6575 D SALESFORCE COM INC COM 79466L30 1140 31284 SH SHARED 02 31084 200 D SALESFORCE COM INC COM 79466L30 1939 53200 SH SHARED 17 52500 700 D SALIX PHARMACEUTICALS INC COM 79543510 6758 555334 SH SHARED 552834 2500 D SALIX PHARMACEUTICALS INC COM 79543510 81 6707 SH SHARED 02 5007 1700 D SALLY BEAUTY HLDGS INC COM 79546E10 169 21689 SH SHARED 21689 D SALLY BEAUTY HLDGS INC COM 79546E10 81 10399 SH SHARED 01 10399 D SALLY BEAUTY HLDGS INC COM 79546E10 11 1410 SH SHR/OTHR 01 1410 D SALLY BEAUTY HLDGS INC COM 79546E10 120 15451 SH SHARED 02 951 14500 D SALLY BEAUTY HLDGS INC COM 79546E10 312 40000 SH SHARED 04 40000 D SALLY BEAUTY HLDGS INC COM 79546E10 619 79450 SH SHARED 10 79450 D SALLY BEAUTY HLDGS INC COM 79546E10 44 5700 SH SHR/OTHR 10 5700 D SALLY BEAUTY HLDGS INC COM 79546E10 7 1000 SH SHARED 20 1000 D SALLY BEAUTY HLDGS INC COM 79546E10 31 4000 SH SHR/OTHR 20 4000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 2434 74100 SH SHARED 74100 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 114 3500 SH SHR/OTHR 01 3500 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 37 800 SH SHARED 800 D SAN PAOLO-IMI S P A SPONSORED ADR 79917510 3 70 SH SHARED 02 70 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 167 13131 SH SHARED 13131 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 1555 121800 SH SHARED 17 121800 D SANDERSON FARMS INC COM 80001310 1378 45516 SH SHARED 45516 D SANDERSON FARMS INC COM 80001310 72 2400 SH SHARED 17 2400 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 6549 7400000 PRN SHARED 7400000 D SANDISK CORP COM 80004C10 28472 661689 SH SHARED 661689 D SANDISK CORP COM 80004C10 1848 42954 SH SHARED 01 42954 D SANDISK CORP COM 80004C10 3310 76937 SH SHARED 02 76857 80 D SANDISK CORP COM 80004C10 688 16000 SH SHARED 04 16000 D SANDISK CORP COM 80004C10 2549 59260 SH SHARED 06 57800 1460 D SANDISK CORP COM 80004C10 10018 232831 SH SHARED 10 232831 D SANDISK CORP COM 80004C10 1893 44000 SH SHARED 14 44000 D SANDISK CORP COM 80004C10 4695 109110 SH SHARED 17 106410 2700 D SANDISK CORP COM 80004C10 0 23 SH SHARED 20 23 D SANDY SPRING BANCORP INC COM 80036310 441 11564 SH SHARED 11564 D SANDY SPRING BANCORP INC COM 80036310 5 150 SH SHARED 02 150 D SANDY SPRING BANCORP INC COM 80036310 532 13950 SH SHARED 10 13950 D SANDY SPRING BANCORP INC COM 80036310 473 12400 SH SHARED 17 12400 D SANFILIPPO JOHN B & SON INC COM 80042210 2 209 SH SHARED 209 D SANGAMO BIOSCIENCES INC COM 80067710 148 22537 SH SHARED 22537 D SANMINA SCI CORP COM 80090710 15163 4395252 SH SHARED 4395252 D SANMINA SCI CORP COM 80090710 244 70800 SH SHARED 01 70800 D SANMINA SCI CORP COM 80090710 841 243950 SH SHARED 02 236745 7205 D SANMINA SCI CORP COM 80090710 153 44450 SH SHARED 06 40950 3500 D SANMINA SCI CORP COM 80090710 100 29012 SH SHARED 14 29012 D SANMINA SCI CORP COM 80090710 823 238755 SH SHARED 17 225055 13700 D SANOFI AVENTIS SPONSORED ADR 80105N10 6220 134735 SH SHARED 134735 D SANOFI AVENTIS SPONSORED ADR 80105N10 61 1325 SH SHR/OTHR 01 1325 D SANOFI AVENTIS SPONSORED ADR 80105N10 62 1360 SH SHARED 02 1360 D SANOFI AVENTIS SPONSORED ADR 80105N10 13016 281930 SH SHARED 10 4960 276770 200 D SANOFI AVENTIS SPONSORED ADR 80105N10 20 443 SH SHARED 20 443 D SANTANDER BANCORP COM 80280910 251 14111 SH SHARED 14111 D SANTARUS INC COM 80281730 307 39271 SH SHARED 39271 D SANTARUS INC COM 80281730 42 5467 SH SHARED 02 5467 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 11 223 SH SHARED 223 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 7 150 SH SHARED 01 150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 10 200 SH SHARED 02 200 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2761 52000 SH SHARED 04 52000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 47 900 SH SHARED 06 900 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 6 116 SH SHARED 20 116 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 42 800 SH SHR/OTHR 23 800 D SAPIENT CORP COM 80306210 348 63507 SH SHARED 63507 D SAPIENT CORP COM 80306210 1427 260000 SH SHARED 04 260000 D SAPPI LTD SPON ADR NEW 80306920 1630 97226 SH SHARED 97226 D SARA LEE CORP COM 80311110 302383 17755953 SH SHARED 17743668 12285 D SARA LEE CORP COM 80311110 1817 106709 SH SHARED 01 106709 D SARA LEE CORP COM 80311110 171 10075 SH SHR/OTHR 01 10075 D SARA LEE CORP COM 80311110 9806 575830 SH SHARED 02 547630 28200 D SARA LEE CORP COM 80311110 807 47400 SH SHARED 04 47400 D SARA LEE CORP COM 80311110 10 600 SH SHARED 05 600 D SARA LEE CORP COM 80311110 1169 68650 SH SHARED 06 61900 6750 D SARA LEE CORP COM 80311110 581 34158 SH SHARED 10 34158 D SARA LEE CORP COM 80311110 345 20300 SH SHARED 14 20300 D SARA LEE CORP COM 80311110 4989 293000 SH SHARED 16 293000 D SARA LEE CORP COM 80311110 7027 412678 SH SHARED 17 385178 27500 D SARA LEE CORP COM 80311110 825 48483 SH SHARED 20 48483 D SARA LEE CORP COM 80311110 315 18500 SH SHR/OTHR 20 18500 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 241 14200 SH SHR/OTHR 23 14200 D SASOL LTD SPONSORED ADR 80386630 114 3100 SH SHARED 3100 D SASOL LTD SPONSORED ADR 80386630 1199 32500 SH SHARED 02 32500 D SASOL LTD SPONSORED ADR 80386630 4285 116150 SH SHARED 04 116150 D SASOL LTD SPONSORED ADR 80386630 12 352 SH SHARED 10 352 D SATCON TECHNOLOGY CORP COM 80389310 1 904 SH SHARED 904 D SATYAM COMPUTER SERVICES LTD ADR 80409810 9726 405110 SH SHARED 405110 D SATYAM COMPUTER SERVICES LTD ADR 80409810 3049 127000 SH SHARED 04 127000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 72 3000 SH SHARED 19 3000 D SAUER-DANFOSS INC COM 80413710 260 8063 SH SHARED 8063 D SAUER-DANFOSS INC COM 80413710 119 3700 SH SHARED 01 3700 D SAUER-DANFOSS INC COM 80413710 1454 45100 SH SHARED 10 45100 D SAUL CTRS INC COM 80439510 473 8576 SH SHARED 8576 D SAUL CTRS INC COM 80439510 1219 22090 SH SHARED 02 22090 D SAUL CTRS INC COM 80439510 286 5200 SH SHARED 17 5200 D SAUL CTRS INC COM 80439510 814 14750 SH SHR/OTHR 23 14750 D SAVANNAH BANCORP INC COM 80474810 3 141 SH SHARED 141 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 541 48321 SH SHARED 48321 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 139 12445 SH SHARED 02 4945 7500 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 221 19800 SH SHARED 17 19800 D SAVVIS INC COM NEW 80542330 889 24919 SH SHARED 24919 D SCANA CORP NEW COM 80589M10 3074 75694 SH SHARED 64754 10940 D SCANA CORP NEW COM 80589M10 1579 38891 SH SHARED 01 38891 D SCANA CORP NEW COM 80589M10 29 728 SH SHR/OTHR 01 728 D SCANA CORP NEW COM 80589M10 714 17591 SH SHARED 02 12893 4698 D SCANA CORP NEW COM 80589M10 114 2820 SH SHARED 06 2300 520 D SCANA CORP NEW COM 80589M10 1417 34900 SH SHARED 10 34900 D SCANA CORP NEW COM 80589M10 308 7600 SH SHARED 17 3200 4400 D SCANA CORP NEW COM 80589M10 105 2600 SH SHARED 23 2600 D SCANA CORP NEW COM 80589M10 336 8276 SH SHR/OTHR 23 8276 D SCANSOURCE INC COM 80603710 606 19935 SH SHARED 19935 D SCANSOURCE INC COM 80603710 12834 422200 SH SHARED 17 414700 7500 D SCHAWK INC CL A 80637310 233 11961 SH SHARED 11961 D SCHAWK INC CL A 80637310 56 2900 SH SHARED 01 2900 D SCHAWK INC CL A 80637310 187 9600 SH SHARED 02 9600 D SCHAWK INC CL A 80637310 5760 294800 SH SHARED 10 294800 D SCHAWK INC CL A 80637310 103 5300 SH SHARED 17 5300 D SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB 4445 3674000 PRN SHARED 3674000 D SCHEIN HENRY INC COM 80640710 3001 61278 SH SHARED 61278 D SCHEIN HENRY INC COM 80640710 1753 35800 SH SHARED 01 8500 27300 D SCHEIN HENRY INC COM 80640710 977 19953 SH SHARED 02 19953 D SCHEIN HENRY INC COM 80640710 3649 74500 SH SHARED 10 74500 D SCHEIN HENRY INC COM 80640710 888 18145 SH SHARED 17 18145 D SCHEIN HENRY INC COM 80640710 85 1750 SH SHARED 21 1750 D SCHERING PLOUGH CORP COM 80660510 77945 3297196 SH SHARED 3178096 119100 D SCHERING PLOUGH CORP COM 80660510 42776 1809509 SH SHARED 01 3600 1805909 D SCHERING PLOUGH CORP COM 80660510 65 2750 SH SHR/OTHR 01 2750 D SCHERING PLOUGH CORP COM 80660510 8898 376435 SH SHARED 02 306791 69644 D SCHERING PLOUGH CORP COM 80660510 8094 342420 SH SHARED 04 342420 D SCHERING PLOUGH CORP COM 80660510 2320 98176 SH SHARED 06 98176 D SCHERING PLOUGH CORP COM 80660510 18314 774728 SH SHARED 10 466258 308470 D SCHERING PLOUGH CORP COM 80660510 28 1200 SH SHR/OTHR 10 1200 D SCHERING PLOUGH CORP COM 80660510 1049 44400 SH SHARED 14 44400 D SCHERING PLOUGH CORP COM 80660510 17749 750832 SH SHARED 17 598032 152800 D SCHERING PLOUGH CORP COM 80660510 1773 75000 SH SHARED 18 75000 D SCHERING PLOUGH CORP COM 80660510 344 14580 SH SHARED 20 14580 D SCHERING PLOUGH CORP COM 80660510 345 14600 SH SHR/OTHR 20 14600 D SCHERING PLOUGH CORP COM 80660510 17373 734920 SH SHARED 22 734920 D SCHERING PLOUGH CORP COM 80660510 47 2000 SH SHARED 23 2000 D SCHERING PLOUGH CORP COM 80660510 807 34150 SH SHR/OTHR 23 34150 D SCHERING PLOUGH CORP PFD CONV MAND 80660560 3498 61496 SH SHARED 02 57946 3550 D SCHIFF NUTRITION INTL INC COM 80669310 1 276 SH SHARED 276 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 4222 2395000 PRN SHARED 02 2395000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 9167 5200000 PRN SHARED 04 5200000 D SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC 925 525000 PRN SHARED 06 525000 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 18965 11557000 PRN SHARED 02 11557000 D SCHLUMBERGER LTD COM 80685710 141168 2235099 SH SHARED 2177889 57210 D SCHLUMBERGER LTD COM 80685710 13520 214073 SH SHARED 01 18652 195421 D SCHLUMBERGER LTD COM 80685710 1316 20844 SH SHR/OTHR 01 20844 D SCHLUMBERGER LTD COM 80685710 29496 467010 SH SHARED 02 420557 46453 D SCHLUMBERGER LTD COM 80685710 390055 6175675 SH SHARED 04 6157425 18250 D SCHLUMBERGER LTD COM 80685710 32 520 SH SHARED 05 520 D SCHLUMBERGER LTD COM 80685710 50573 800719 SH SHARED 06 496539 304180 D SCHLUMBERGER LTD COM 80685710 268538 4251715 SH SHARED 10 2505090 1110400 636225 D SCHLUMBERGER LTD COM 80685710 587 9300 SH SHR/OTHR 10 9300 D SCHLUMBERGER LTD COM 80685710 9252 146492 SH SHARED 14 146492 D SCHLUMBERGER LTD COM 80685710 1364 21598 SH SHARED 15 21598 D SCHLUMBERGER LTD COM 80685710 3852 61000 SH SHARED 16 61000 D SCHLUMBERGER LTD COM 80685710 37459 593083 SH SHARED 17 580083 13000 D SCHLUMBERGER LTD COM 80685710 425 6730 SH SHARED 19 6730 D SCHLUMBERGER LTD COM 80685710 1182 18717 SH SHARED 20 4940 13777 D SCHLUMBERGER LTD COM 80685710 341 5400 SH SHR/OTHR 20 5400 D SCHLUMBERGER LTD COM 80685710 819 12970 SH SHR/OTHR 21 12970 D SCHLUMBERGER LTD COM 80685710 839 13290 SH SHARED 22 9900 3390 D SCHLUMBERGER LTD COM 80685710 56 900 SH SHR/OTHR 22 900 D SCHLUMBERGER LTD COM 80685710 6084 96338 SH SHARED 23 93138 3200 D SCHLUMBERGER LTD COM 80685710 10075 159522 SH SHR/OTHR 23 159522 D SCHNITZER STL INDS CL A 80688210 860 21674 SH SHARED 21674 D SCHNITZER STL INDS CL A 80688210 103 2600 SH SHARED 01 2600 D SCHNITZER STL INDS CL A 80688210 115 2900 SH SHARED 02 2900 D SCHNITZER STL INDS CL A 80688210 921 23200 SH SHARED 10 23200 D SCHNITZER STL INDS CL A 80688210 436 11000 SH SHARED 17 100 10900 D SCHOLASTIC CORP COM 80706610 2395 66828 SH SHARED 66828 D SCHOLASTIC CORP COM 80706610 766 21400 SH SHARED 01 4800 16600 D SCHOLASTIC CORP COM 80706610 89 2500 SH SHARED 02 2500 D SCHOLASTIC CORP COM 80706610 6641 185300 SH SHARED 10 12600 172700 D SCHOLASTIC CORP COM 80706610 2193 61200 SH SHARED 17 4300 56900 D SCHOLASTIC CORP COM 80706610 11 322 SH SHARED 20 322 D SCHOOL SPECIALTY INC COM 80786310 614 16402 SH SHARED 16402 D SCHOOL SPECIALTY INC COM 80786310 43 1156 SH SHARED 02 1 1155 D SCHOOL SPECIALTY INC COM 80786310 15 400 SH SHARED 17 400 D SCHULMAN A INC COM 80819410 2379 106925 SH SHARED 106925 D SCHULMAN A INC COM 80819410 13 620 SH SHARED 02 620 D SCHULMAN A INC COM 80819410 304 13700 SH SHARED 17 13700 D SCHWAB CHARLES CORP NEW COM 80851310 28948 1496831 SH SHARED 1496831 D SCHWAB CHARLES CORP NEW COM 80851310 3316 171491 SH SHARED 01 17300 154191 D SCHWAB CHARLES CORP NEW COM 80851310 20369 1053248 SH SHARED 02 1050848 2400 D SCHWAB CHARLES CORP NEW COM 80851310 12 670 SH SHARED 05 670 D SCHWAB CHARLES CORP NEW COM 80851310 1812 93725 SH SHARED 06 84715 9010 D SCHWAB CHARLES CORP NEW COM 80851310 413 21400 SH SHARED 10 21400 D SCHWAB CHARLES CORP NEW COM 80851310 2920 151000 SH SHARED 14 151000 D SCHWAB CHARLES CORP NEW COM 80851310 8975 464086 SH SHARED 17 435686 28400 D SCHWAB CHARLES CORP NEW COM 80851310 639 33050 SH SHR/OTHR 23 33050 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 3856 148059 SH SHARED 148059 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 15 601 SH SHARED 01 601 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 70 2700 SH SHARED 17 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 15 4813 SH SHARED 02 4813 D SCIELE PHARMA INC COM 80862710 1961 81737 SH SHARED 81737 D SCIELE PHARMA INC COM 80862710 609 25400 SH SHARED 01 21100 4300 D SCIELE PHARMA INC COM 80862710 160 6668 SH SHARED 02 6668 D SCIELE PHARMA INC COM 80862710 302 12600 SH SHARED 04 12600 D SCIELE PHARMA INC COM 80862710 33 1384 SH SHARED 06 1384 D SCIELE PHARMA INC COM 80862710 1658 69100 SH SHARED 10 69100 D SCIELE PHARMA INC COM 80862710 1929 80400 SH SHARED 17 15800 64600 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 1 1000 PRN SHARED 02 1000 D SCIENTIFIC GAMES CORP CL A 80874P10 1205 39883 SH SHARED 39883 D SCIENTIFIC GAMES CORP CL A 80874P10 562 18600 SH SHARED 01 18600 D SCIENTIFIC GAMES CORP CL A 80874P10 231 7650 SH SHARED 02 7450 200 D SCIENTIFIC GAMES CORP CL A 80874P10 75 2500 SH SHARED 17 2500 D SCIENTIFIC LEARNING CORP COM 80876010 1 185 SH SHARED 185 D SCOR SPONSORED ADR 80917Q10 4692 1580000 SH SHARED 17 1580000 D SCOTTISH PWR PLC SP ADR FNL NEW 81013T80 852 14598 SH SHARED 14598 D SCOTTS MIRACLE GRO CO CL A 81018610 13006 251822 SH SHARED 251822 D SCOTTS MIRACLE GRO CO CL A 81018610 3664 70945 SH SHARED 01 47910 23035 D SCOTTS MIRACLE GRO CO CL A 81018610 381 7393 SH SHARED 02 6493 900 D SCOTTS MIRACLE GRO CO CL A 81018610 33 650 SH SHARED 10 650 D SCOTTS MIRACLE GRO CO CL A 81018610 464 9000 SH SHARED 17 9000 D SCOTTS MIRACLE GRO CO CL A 81018610 57 1110 SH SHARED 20 570 540 D SCOTTS MIRACLE GRO CO CL A 81018610 77 1500 SH SHARED 21 1500 D SCOTTS MIRACLE GRO CO CL A 81018610 71 1390 SH SHARED 22 1265 125 D SCOTTS MIRACLE GRO CO CL A 81018610 105 2035 SH SHARED 23 1965 70 D SCOTTS MIRACLE GRO CO CL A 81018610 13 255 SH SHR/OTHR 23 255 D SCRIPPS E W CO OHIO CL A 81105420 20240 405300 SH SHARED 405300 D SCRIPPS E W CO OHIO CL A 81105420 479 9600 SH SHARED 01 9600 D SCRIPPS E W CO OHIO CL A 81105420 736 14748 SH SHARED 02 14748 D SCRIPPS E W CO OHIO CL A 81105420 239 4800 SH SHARED 06 4800 D SCRIPPS E W CO OHIO CL A 81105420 2627 52610 SH SHARED 17 52610 D SEABOARD CORP COM 81154310 545 309 SH SHARED 309 D SEABOARD CORP COM 81154310 3530 2000 SH SHARED 10 2000 D SEABOARD CORP COM 81154310 1235 700 SH SHARED 17 700 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 6423 356651 SH SHARED 356651 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 64 3600 SH SHARED 01 3600 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 1136 63100 SH SHARED 10 63100 D SEACHANGE INTL INC COM 81169910 9 935 SH SHARED 935 D SEACOAST BKG CORP FLA COM 81170730 1221 49269 SH SHARED 49269 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1452 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 726 500000 PRN SHARED 02 500000 D SEACOR HOLDINGS INC COM 81190410 5800 58511 SH SHARED 58511 D SEACOR HOLDINGS INC COM 81190410 45 457 SH SHARED 01 457 D SEACOR HOLDINGS INC COM 81190410 26 272 SH SHARED 02 272 D SEACOR HOLDINGS INC COM 81190410 19 200 SH SHARED 06 200 D SEACOR HOLDINGS INC COM 81190410 109 1100 SH SHARED 10 1100 D SEACOR HOLDINGS INC COM 81190410 1159 11700 SH SHARED 17 9600 2100 D SEALED AIR CORP NEW COM 81211K10 6868 105799 SH SHARED 105799 D SEALED AIR CORP NEW COM 81211K10 649 10009 SH SHARED 01 10009 D SEALED AIR CORP NEW COM 81211K10 1541 23737 SH SHARED 02 23437 300 D SEALED AIR CORP NEW COM 81211K10 455 7010 SH SHARED 06 6600 410 D SEALED AIR CORP NEW COM 81211K10 6 100 SH SHARED 10 100 D SEALED AIR CORP NEW COM 81211K10 19 300 SH SHARED 14 300 D SEALED AIR CORP NEW COM 81211K10 12100 186384 SH SHARED 17 185684 700 D SEALED AIR CORP NEW COM 81211K10 25 400 SH SHR/OTHR 21 400 D SEALY CORP COM 81213930 6085 412555 SH SHARED 412555 D SEALY CORP COM 81213930 737 50000 SH SHARED 02 50000 D SEALY CORP COM 81213930 166 11300 SH SHARED 17 11300 D SEARS HLDGS CORP COM 81235010 45810 272795 SH SHARED 272795 D SEARS HLDGS CORP COM 81235010 1869 11130 SH SHARED 01 11130 D SEARS HLDGS CORP COM 81235010 3415 20337 SH SHARED 02 15016 5321 D SEARS HLDGS CORP COM 81235010 1576 9387 SH SHARED 06 8400 987 D SEARS HLDGS CORP COM 81235010 4036 24036 SH SHARED 10 22436 1600 D SEARS HLDGS CORP COM 81235010 352 2100 SH SHARED 14 2100 D SEARS HLDGS CORP COM 81235010 2518 15000 SH SHARED 15 15000 D SEARS HLDGS CORP COM 81235010 7221 43001 SH SHARED 17 40181 2820 D SEATTLE GENETICS INC COM 81257810 4 820 SH SHARED 820 D SEATTLE GENETICS INC COM 81257810 28 5290 SH SHARED 02 5290 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 34893 1002400 SH SHARED 1002400 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 219 6300 SH SHARED 01 6300 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 8 257 SH SHARED 02 257 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 14 420 SH SHARED 20 420 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 277 8300 SH SHARED 01 8300 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 1863 55635 SH SHARED 02 44500 11135 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 992 38000 SH SHARED 38000 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 1143 29800 SH SHARED 29800 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 211522 3607744 SH SHARED 3607744 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 222 3800 SH SHARED 01 3800 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 4850 82739 SH SHARED 02 66960 15779 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 699 11930 SH SHARED 04 11930 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 9931 169400 SH SHARED 17 169400 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 13 235 SH SHARED 20 235 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 664 18095 SH SHARED 16995 1100 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 4371 118984 SH SHARED 02 100000 18984 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 542 15500 SH SHARED 15500 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 156 4460 SH SHARED 02 500 3960 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 386 16601 SH SHARED 16601 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 179 7710 SH SHARED 01 7710 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 127 5500 SH SHR/OTHR 01 5500 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 1443 62075 SH SHARED 02 60000 2075 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 155 6700 SH SHR/OTHR 20 6700 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 435 18730 SH SHARED 23 18730 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 71 3080 SH SHR/OTHR 23 3080 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 49524 1348700 SH SHARED 1348700 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 2935 79932 SH SHARED 02 74477 5455 D SECURE COMPUTING CORP COM 81370510 19382 2954670 SH SHARED 2954670 D SECURE COMPUTING CORP COM 81370510 10 1670 SH SHARED 02 1670 D SECURE COMPUTING CORP COM 81370510 11233 1712400 SH SHARED 17 1712400 D SECURE COMPUTING CORP COM 81370510 8 1259 SH SHARED 20 1259 D SECURITY BANK CORP COM 81404710 284 12472 SH SHARED 12472 D SECURITY NATL FINL CORP CL A NEW 81478530 0 109 SH SHARED 109 D SELECT COMFORT CORP COM 81616X10 730 42002 SH SHARED 42002 D SELECT COMFORT CORP COM 81616X10 99 5700 SH SHARED 01 5700 D SELECT COMFORT CORP COM 81616X10 3 200 SH SHARED 02 200 D SELECT COMFORT CORP COM 81616X10 1591 91500 SH SHARED 10 91500 D SELECT COMFORT CORP COM 81616X10 319 18400 SH SHARED 17 18400 D SELECTICA INC COM 81628810 1 736 SH SHARED 736 D SELECTIVE INS GROUP INC NOTE 1.616% 9/2 816300AB 16017 21500000 PRN SHARED 21500000 D SELECTIVE INS GROUP INC COM 81630010 2687 46908 SH SHARED 46908 D SELECTIVE INS GROUP INC COM 81630010 5 100 SH SHARED 01 100 D SELECTIVE INS GROUP INC COM 81630010 51 895 SH SHARED 02 895 D SELECTIVE INS GROUP INC COM 81630010 332 5800 SH SHARED 10 5800 D SELECTIVE INS GROUP INC COM 81630010 15113 263800 SH SHARED 17 255000 8800 D SELIGMAN QUALITY MUN FD INC COM 81634310 1256 91600 SH SHARED 91600 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 228 35550 SH SHARED 30000 5550 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 328 51000 SH SHARED 02 50000 1000 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 22057 655510 SH SHARED 655510 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 16 500 SH SHARED 01 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 225 6687 SH SHARED 02 2587 4100 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 686 20400 SH SHARED 15 20400 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 286 8500 SH SHARED 19 8500 D SEMTECH CORP COM 81685010 4272 326876 SH SHARED 326876 D SEMTECH CORP COM 81685010 473 36200 SH SHARED 01 14900 21300 D SEMTECH CORP COM 81685010 94 7200 SH SHARED 02 7200 D SEMTECH CORP COM 81685010 117 9000 SH SHARED 17 9000 D SEMPRA ENERGY COM 81685110 27847 496927 SH SHARED 496927 D SEMPRA ENERGY COM 81685110 2419 43179 SH SHARED 01 43179 D SEMPRA ENERGY COM 81685110 3580 63891 SH SHARED 02 59687 4204 D SEMPRA ENERGY COM 81685110 54 971 SH SHARED 04 971 D SEMPRA ENERGY COM 81685110 9 170 SH SHARED 05 170 D SEMPRA ENERGY COM 81685110 1566 27952 SH SHARED 06 25452 2500 D SEMPRA ENERGY COM 81685110 8293 148000 SH SHARED 10 105500 42500 D SEMPRA ENERGY COM 81685110 2419 43172 SH SHARED 14 43172 D SEMPRA ENERGY COM 81685110 17855 318622 SH SHARED 17 125922 192700 D SEMPRA ENERGY COM 81685110 5 100 SH SHARED 20 100 D SEMPRA ENERGY COM 81685110 168 3000 SH SHR/OTHR 20 3000 D SEMPRA ENERGY COM 81685110 18 330 SH SHR/OTHR 21 330 D SEMPRA ENERGY COM 81685110 42 751 SH SHR/OTHR 23 751 D SEMITOOL INC COM 81690910 5019 377137 SH SHARED 377137 D SENECA FOODS CORP NEW CL A 81707050 3 133 SH SHARED 133 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1454 59396 SH SHARED 59396 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 2 107 SH SHARED 02 107 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 1432 58500 SH SHARED 10 58500 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 51102 2087500 SH SHARED 11 2087500 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 220 9000 SH SHARED 17 9000 D SENOMYX INC COM 81724Q10 1510 116315 SH SHARED 116315 D SENOMYX INC COM 81724Q10 133 10250 SH SHARED 02 10250 D SENOMYX INC COM 81724Q10 107 8300 SH SHARED 04 8300 D SENOMYX INC COM 81724Q10 164 12700 SH SHARED 10 12700 D SENSIENT TECHNOLOGIES CORP COM 81725T10 4078 165796 SH SHARED 156511 9285 D SENSIENT TECHNOLOGIES CORP COM 81725T10 277 11300 SH SHARED 01 11300 D SENSIENT TECHNOLOGIES CORP COM 81725T10 47 1938 SH SHR/OTHR 01 1938 D SENSIENT TECHNOLOGIES CORP COM 81725T10 113 4600 SH SHARED 02 4600 D SENSIENT TECHNOLOGIES CORP COM 81725T10 359 14600 SH SHARED 17 300 14300 D SEPRACOR INC SDCV 5.000% 2/1 817315AL 4477 4500000 PRN SHARED 4500000 D SEPRACOR INC NOTE 12/1 817315AT 7530 3900000 PRN SHARED 02 3900000 D SEPRACOR INC NOTE 12/1 817315AU 8995 4356000 PRN SHARED 4356000 D SEPRACOR INC NOTE 12/1 817315AU 9610 4654000 PRN SHARED 02 4654000 D SEPRACOR INC NOTE 10/1 817315AW 36807 34208000 PRN SHARED 34208000 D SEPRACOR INC NOTE 10/1 817315AW 42093 39120000 PRN SHARED 02 39120000 D SEPRACOR INC COM 81731510 14732 239240 SH SHARED 239240 D SEPRACOR INC COM 81731510 7305 118630 SH SHARED 01 49230 69400 D SEPRACOR INC COM 81731510 1365 22175 SH SHR/OTHR 01 22175 D SEPRACOR INC COM 81731510 1717 27888 SH SHARED 02 17353 10535 D SEPRACOR INC COM 81731510 21904 355700 SH SHARED 04 355700 D SEPRACOR INC COM 81731510 173 2810 SH SHARED 10 2810 D SEPRACOR INC COM 81731510 32 525 SH SHARED 14 525 D SEPRACOR INC COM 81731510 1231 20000 SH SHARED 15 20000 D SEPRACOR INC COM 81731510 1203 19540 SH SHARED 17 17640 1900 D SEPRACOR INC COM 81731510 109 1770 SH SHARED 20 1590 180 D SEPRACOR INC COM 81731510 18 300 SH SHARED 21 300 D SEPRACOR INC COM 81731510 133 2172 SH SHARED 22 977 1195 D SEPRACOR INC COM 81731510 21 350 SH SHR/OTHR 22 350 D SEPRACOR INC COM 81731510 802 13025 SH SHARED 23 10625 2400 D SEPRACOR INC COM 81731510 339 5515 SH SHR/OTHR 23 5515 D SEQUA CORPORATION CL A 81732010 951 8270 SH SHARED 8270 D SEQUA CORPORATION CL A 81732010 356 3100 SH SHARED 01 3100 D SEQUA CORPORATION CL A 81732010 80 700 SH SHARED 02 700 D SEQUA CORPORATION CL A 81732010 345 3000 SH SHARED 17 3000 D SEQUENOM INC COM NEW 81733740 7 1600 SH SHARED 600 1000 D SERONO S A SPONSORED ADR 81752M10 220 9900 SH SHARED 9900 D SERVICE CORP INTL COM 81756510 74 7290 SH SHARED 7290 D SERVICE CORP INTL COM 81756510 46 4500 SH SHR/OTHR 01 4500 D SERVICE CORP INTL COM 81756510 36 3575 SH SHARED 02 3575 D SERVICEMASTER CO COM 81760N10 6563 500664 SH SHARED 500664 D SERVICEMASTER CO COM 81760N10 96 7354 SH SHARED 01 7354 D SERVICEMASTER CO COM 81760N10 1119 85375 SH SHARED 02 85375 D SERVICEMASTER CO COM 81760N10 119 9100 SH SHARED 06 7650 1450 D SERVICEMASTER CO COM 81760N10 811 61900 SH SHARED 14 61900 D SERVICEMASTER CO COM 81760N10 47 3600 SH SHARED 17 3600 D SERVICEMASTER CO COM 81760N10 552 42162 SH SHARED 23 29362 12800 D SERVICEMASTER CO COM 81760N10 273 20839 SH SHR/OTHR 23 20839 D SEVERN BANCORP ANNAPOLIS MD COM 81811M10 3 181 SH SHARED 181 D SHANDA INTERACTIVE ENTMT LTD NOTE 10/1 81941QAB 4897 5172000 PRN SHARED 02 5172000 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 1093 50474 SH SHARED 50474 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 32 1500 SH SHR/OTHR 01 1500 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 0 13 SH SHARED 02 13 D SHARPER IMAGE CORP COM 82001310 89 9648 SH SHARED 9648 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1957 61726 SH SHARED 61726 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 29 920 SH SHARED 01 920 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 2537 80010 SH SHARED 02 80010 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 37 1168 SH SHARED 06 768 400 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 302 9533 SH SHARED 14 9533 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 53 1700 SH SHARED 17 1700 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 190 6000 SH SHARED 23 6000 D SHAW GROUP INC COM 82028010 62 1868 SH SHARED 1868 D SHAW GROUP INC COM 82028010 897 26800 SH SHARED 01 20100 6700 D SHAW GROUP INC COM 82028010 57 1718 SH SHARED 02 968 750 D SHAW GROUP INC COM 82028010 18183 542800 SH SHARED 17 535200 7600 D SHENANDOAH TELECOMMUNICATION COM 82312B10 281 5990 SH SHARED 5990 D SHENANDOAH TELECOMMUNICATION COM 82312B10 84 1800 SH SHARED 17 1800 D SHERWIN WILLIAMS CO COM 82434810 10034 157828 SH SHARED 157828 D SHERWIN WILLIAMS CO COM 82434810 1375 21635 SH SHARED 01 21635 D SHERWIN WILLIAMS CO COM 82434810 4935 77631 SH SHARED 02 76441 1190 D SHERWIN WILLIAMS CO COM 82434810 7 120 SH SHARED 05 120 D SHERWIN WILLIAMS CO COM 82434810 663 10437 SH SHARED 06 9667 770 D SHERWIN WILLIAMS CO COM 82434810 7750 121900 SH SHARED 10 97900 24000 D SHERWIN WILLIAMS CO COM 82434810 221 3485 SH SHARED 14 3485 D SHERWIN WILLIAMS CO COM 82434810 4497 70741 SH SHARED 17 56941 13800 D SHERWIN WILLIAMS CO COM 82434810 242 3810 SH SHARED 20 1000 2810 D SHERWIN WILLIAMS CO COM 82434810 34 550 SH SHARED 23 550 D SHERWIN WILLIAMS CO COM 82434810 28 450 SH SHR/OTHR 23 450 D SHILOH INDS INC COM 82454310 71 3789 SH SHARED 3789 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 827 8010 SH SHARED 06 8010 D SHIRE PLC SPONSORED ADR 82481R10 274 4439 SH SHARED 4439 D SHIRE PLC SPONSORED ADR 82481R10 649 10524 SH SHARED 02 4724 5800 D SHIRE PLC SPONSORED ADR 82481R10 4014 65000 SH SHARED 04 65000 D SHIRE PLC SPONSORED ADR 82481R10 3748 60700 SH SHARED 10 60700 D SHIRE PLC SPONSORED ADR 82481R10 1619 26230 SH SHARED 17 26230 D SHOE CARNIVAL INC COM 82488910 691 21880 SH SHARED 21880 D SHOE PAVILION INC COM 82489410 1 147 SH SHARED 147 D SHORE BANCSHARES INC COM 82510710 195 6495 SH SHARED 6495 D SHUFFLE MASTER INC COM 82554910 1964 74966 SH SHARED 74966 D SHUFFLE MASTER INC COM 82554910 159 6075 SH SHARED 01 6075 D SHUFFLE MASTER INC COM 82554910 1347 51417 SH SHARED 02 51417 D SHUFFLE MASTER INC COM 82554910 52 2000 SH SHARED 04 2000 D SHUFFLE MASTER INC COM 82554910 6568 250700 SH SHARED 17 250700 D SHUTTERFLY INC COM 82568P30 1470 102143 SH SHARED 102143 D SIEMENS A G SPONSORED ADR 82619750 9 100 SH SHARED 100 D SIEMENS A G SPONSORED ADR 82619750 14 150 SH SHARED 01 150 D SIEMENS A G SPONSORED ADR 82619750 5 60 SH SHARED 02 60 D SIEMENS A G SPONSORED ADR 82619750 68 695 SH SHARED 10 695 D SIEMENS A G SPONSORED ADR 82619750 137 1400 SH SHARED 14 1400 D SIEMENS A G SPONSORED ADR 82619750 147 1500 SH SHARED 23 1500 D SIEMENS A G SPONSORED ADR 82619750 19 200 SH SHR/OTHR 23 200 D SIERRA BANCORP COM 82620P10 137 4689 SH SHARED 4689 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 12694 3217000 PRN SHARED 3217000 D SIERRA HEALTH SVCS INC DBCV 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638 8218 SH SHARED 01 382 7836 D SIGMA ALDRICH CORP COM 82655210 1375 17699 SH SHARED 02 15859 1840 D SIGMA ALDRICH CORP COM 82655210 453 5840 SH SHARED 06 5500 340 D SIGMA ALDRICH CORP COM 82655210 361 4650 SH SHARED 10 4300 350 D SIGMA ALDRICH CORP COM 82655210 2848 36654 SH SHARED 17 36054 600 D SIGMA ALDRICH CORP COM 82655210 1027 13219 SH SHARED 20 6325 6894 D SIGMA ALDRICH CORP COM 82655210 89 1150 SH SHR/OTHR 20 1150 D SIGMA ALDRICH CORP COM 82655210 7 100 SH SHARED 23 100 D SIGMA ALDRICH CORP COM 82655210 153 1975 SH SHR/OTHR 23 1975 D SIGMA DESIGNS INC COM 82656510 449 17662 SH SHARED 17662 D SIGMA DESIGNS INC COM 82656510 203 8000 SH SHARED 02 8000 D SIGMATEL INC COM 82661W10 263 60150 SH SHARED 60150 D SIGNET GROUP PLC SP ADR REP 10 82668L87 285 12136 SH SHARED 01 12136 D SIGNET GROUP PLC SP ADR REP 10 82668L87 266 11360 SH SHARED 02 11360 D SIGNET GROUP PLC SP ADR REP 10 82668L87 30263 1287800 SH SHARED 04 1287800 D SIGNET GROUP PLC SP ADR REP 10 82668L87 12127 516050 SH 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IMAGE INC COM 82705T10 103 8100 SH SHARED 01 8100 D SILICON IMAGE INC COM 82705T10 127 10000 SH SHARED 02 10000 D SILICON IMAGE INC COM 82705T10 41 3300 SH SHARED 17 3300 D SILICON GRAPHICS INC COM NEW 82705630 1204 60211 SH SHARED 60211 D SILICON STORAGE TECHNOLOGY I COM 82705710 556 123354 SH SHARED 123354 D SILICON STORAGE TECHNOLOGY I COM 82705710 130 28900 SH SHARED 01 28900 D SILICON STORAGE TECHNOLOGY I COM 82705710 6 1436 SH SHARED 02 1436 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 49 3130 SH SHARED 02 3130 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 8749 1113111 SH SHARED 1113111 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 1 252 SH SHARED 02 252 D SILVER STD RES INC COM 82823L10 1229 40000 SH SHARED 40000 D SILVER STD RES INC COM 82823L10 390 12700 SH SHARED 02 12700 D SILVER STD RES INC COM 82823L10 1537 50000 SH SHARED 04 50000 D SILVER STD RES INC COM 82823L10 71 2330 SH SHARED 21 2330 D SILVER WHEATON CORP COM 82833610 509 48600 SH SHARED 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PPTY GROUP INC NEW COM 82880610 453 4480 SH SHR/OTHR 10 4480 D SIMON PPTY GROUP INC NEW COM 82880610 990528 9779135 SH SHARED 11 4753877 5025258 D SIMON PPTY GROUP INC NEW COM 82880610 455 4500 SH SHARED 14 4500 D SIMON PPTY GROUP INC NEW COM 82880610 25126 248061 SH SHARED 17 206061 42000 D SIMON PPTY GROUP INC NEW COM 82880610 283 2800 SH SHARED 20 160 2640 D SIMON PPTY GROUP INC NEW COM 82880610 15 150 SH SHARED 22 150 D SIMON PPTY GROUP INC NEW COM 82880610 2650 26168 SH SHARED 23 26168 D SIMON PPTY GROUP INC NEW COM 82880610 50 500 SH SHR/OTHR 23 500 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 91548 1124671 SH SHARED 1124671 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 4 60 SH SHARED 01 60 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 188 2310 SH SHR/OTHR 01 2310 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 3305 40604 SH SHARED 02 40604 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 879 10800 SH SHARED 23 10800 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 40 498 SH SHR/OTHR 23 498 D SIMPLETECH INC COM 82882310 6 475 SH SHARED 475 D SIMPLETECH INC COM 82882310 97 7700 SH SHARED 02 7700 D SIMPSON MANUFACTURING CO INC COM 82907310 6370 201280 SH SHARED 201280 D SIMPSON MANUFACTURING CO INC COM 82907310 148 4700 SH SHARED 17 300 4400 D SINA CORP NOTE 7/1 82922RAB 3828 3125000 PRN SHARED 02 3125000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 373 35530 SH SHARED 35530 D SINGAPORE FD INC COM 82929L10 0 40 SH SHARED 40 D SINGAPORE FD INC COM 82929L10 151 9634 SH SHR/OTHR 01 9634 D SINGAPORE FD INC COM 82929L10 320 20332 SH SHR/OTHR 23 20332 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 435 8800 SH SHARED 8800 D SIRONA DENTAL SYSTEMS INC COM 82966C10 528 13734 SH SHARED 13734 D SIRONA DENTAL SYSTEMS INC COM 82966C10 1173 30475 SH SHARED 01 30250 225 D SIRENZA MICRODEVICES INC COM 82966T10 1077 137134 SH SHARED 137134 D SIRENZA MICRODEVICES INC COM 82966T10 9 1190 SH SHARED 02 1190 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 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15 SH SHARED 01 15 D SKYLINE CORP COM 83083010 211 5270 SH SHARED 5270 D SKYLINE CORP COM 83083010 172 4299 SH SHARED 01 4299 D SKYLINE CORP COM 83083010 144 3600 SH SHARED 17 3600 D SKYWEST INC COM 83087910 6320 247746 SH SHARED 247746 D SKYWEST INC COM 83087910 568 22300 SH SHARED 01 22300 D SKYWEST INC COM 83087910 1 60 SH SHARED 02 60 D SKYWEST INC COM 83087910 2369 92900 SH SHARED 10 92900 D SKYWEST INC COM 83087910 1058 41500 SH SHARED 17 9500 32000 D SKYWORKS SOLUTIONS INC COM 83088M10 2655 375035 SH SHARED 375035 D SKYWORKS SOLUTIONS INC COM 83088M10 15 2200 SH SHARED 01 2200 D SKYWORKS SOLUTIONS INC COM 83088M10 2 419 SH SHARED 02 419 D SKILLSOFT PLC SPONSORED ADR 83092810 243 39174 SH SHARED 02 2663 36511 D SMART & FINAL INC COM 83168310 202 10723 SH SHARED 10723 D SMARTPROS LTD COM 83171G10 22 5499 SH SHARED 01 5499 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 2439 46621 SH SHARED 46621 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 23 450 SH SHARED 01 450 D SMITH & NEPHEW PLC 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83269640 21 440 SH SHARED 23 440 D SMUCKER J M CO COM NEW 83269640 97 2014 SH SHR/OTHR 23 2014 D SMURFIT-STONE CONTAINER CORP COM 83272710 3239 306750 SH SHARED 299250 7500 D SMURFIT-STONE CONTAINER CORP COM 83272710 42 4061 SH SHARED 01 3000 1061 D SMURFIT-STONE CONTAINER CORP COM 83272710 437 41469 SH SHARED 02 41469 D SMURFIT-STONE CONTAINER CORP COM 83272710 180944 17134900 SH SHARED 04 17134900 D SMURFIT-STONE CONTAINER CORP COM 83272710 71 6740 SH SHARED 06 5500 1240 D SMURFIT-STONE CONTAINER CORP COM 83272710 1119 106000 SH SHARED 14 106000 D SMURFIT-STONE CONTAINER CORP COM 83272710 8976 850000 SH SHARED 16 850000 D SMURFIT-STONE CONTAINER CORP COM 83272710 93 8836 SH SHARED 17 7136 1700 D SNAP ON INC COM 83303410 5956 125033 SH SHARED 125033 D SNAP ON INC COM 83303410 600 12598 SH SHARED 01 12598 D SNAP ON INC COM 83303410 542 11395 SH SHARED 02 10535 860 D SNAP ON INC COM 83303410 138 2900 SH SHARED 06 2900 D SNAP ON INC COM 83303410 161 3400 SH SHARED 10 3400 D SNAP ON INC COM 83303410 3383 71025 SH SHARED 17 25625 45400 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1803 13306 SH SHARED 13306 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 5878 43365 SH SHARED 01 43365 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 8784 64800 SH SHARED 10 64800 D SODEXHO ALLIANCE SA SPONSORED ADR 83379210 9 150 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 32314 797100 SH SHARED 797100 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 291 7200 SH SHARED 01 7200 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 1 33 SH SHARED 02 33 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 16 400 SH SHARED 17 400 D SOHU COM INC NOTE 7/1 83408WAC 1429 1500000 PRN SHARED 02 1500000 D SOHU COM INC COM 83408W10 8677 361580 SH SHARED 361580 D SOHU COM INC COM 83408W10 249 10400 SH SHARED 01 10400 D SOHU COM INC COM 83408W10 23 979 SH SHARED 02 979 D SOHU COM INC COM 83408W10 96 4000 SH SHARED 04 4000 D SOHU COM INC COM 83408W10 580 24200 SH SHARED 10 24200 D SOHU COM INC COM 83408W10 465 19400 SH SHARED 17 19400 D SOLECTRON CORP NOTE 0.500% 2/1 834182AT 5726 7000000 PRN SHARED 7000000 D SOLECTRON CORP COM 83418210 9961 3093564 SH SHARED 3093564 D SOLECTRON CORP COM 83418210 298 92581 SH SHARED 01 92581 D SOLECTRON CORP COM 83418210 3406 1057946 SH SHARED 02 1056496 1450 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 277 86180 SH SHARED 06 81400 4780 D SOLECTRON CORP COM 83418210 36 11480 SH SHARED 14 11480 D SOLECTRON CORP COM 83418210 1722 534834 SH SHARED 17 510634 24200 D SOLECTRON CORP COM 83418210 0 220 SH SHR/OTHR 23 220 D SOLEXA INC COM 83420X10 240 18299 SH SHARED 18299 D SOLEXA INC COM 83420X10 53 4092 SH SHARED 02 4092 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 7 324 SH SHARED 324 D SOMANETICS CORP COM NEW 83444540 7807 341400 SH SHARED 10 341400 D SOMANETICS CORP COM NEW 83444540 141 6200 SH SHARED 17 6200 D SOMAXON PHARMACEUTICALS INC COM 83445310 55 3927 SH SHARED 3927 D SONESTA INTL HOTELS CORP CL A 83543840 465 21161 SH SHARED 21161 D SONIC AUTOMOTIVE INC NOTE 4.250%11/3 83545GAK 4263 3225000 PRN SHARED 3225000 D SONIC AUTOMOTIVE INC CL A 83545G10 1168 40247 SH SHARED 40247 D SONIC AUTOMOTIVE INC CL A 83545G10 862 29700 SH SHARED 01 29200 500 D SONIC AUTOMOTIVE INC CL A 83545G10 23 800 SH SHARED 17 400 400 D SONIC INNOVATIONS INC COM 83545M10 3 597 SH SHARED 597 D SONIC INNOVATIONS INC COM 83545M10 661 127000 SH SHARED 02 127000 D SONIC FDRY INC COM 83545R10 3 711 SH SHARED 711 D SONIC CORP COM 83545110 1298 54214 SH SHARED 54214 D SONIC CORP COM 83545110 80 3375 SH SHARED 01 3375 D SONIC CORP COM 83545110 41 1720 SH SHARED 02 400 1320 D SONIC CORP COM 83545110 65 2750 SH SHARED 21 2750 D SONIC CORP COM 83545110 21 900 SH SHR/OTHR 22 900 D SONIC SOLUTIONS COM 83546010 683 41938 SH SHARED 41938 D SONIC SOLUTIONS COM 83546010 37 2300 SH SHARED 01 2300 D SONIC SOLUTIONS COM 83546010 22 1400 SH SHARED 02 1400 D SONIC SOLUTIONS COM 83546010 6518 399900 SH SHARED 17 399900 D SONICWALL INC COM 83547010 5182 615541 SH SHARED 615541 D SONICWALL INC COM 83547010 435 51700 SH SHARED 01 43000 8700 D SONICWALL INC COM 83547010 14 1675 SH SHARED 02 1675 D SONOCO PRODS CO COM 83549510 4624 121497 SH SHARED 85662 35835 D SONOCO PRODS CO COM 83549510 3500 91979 SH SHARED 01 4480 87499 D SONOCO PRODS CO COM 83549510 200 5275 SH SHR/OTHR 01 5275 D SONOCO PRODS CO COM 83549510 720 18939 SH SHARED 02 10994 7945 D SONOCO PRODS CO COM 83549510 15284 401600 SH SHARED 04 401600 D SONOCO PRODS CO COM 83549510 89583 2353756 SH SHARED 10 2018520 335236 D SONOCO PRODS CO COM 83549510 258 6800 SH SHR/OTHR 10 6800 D SONOCO PRODS CO COM 83549510 2782 73100 SH SHARED 15 73100 D SONOCO PRODS CO COM 83549510 1404 36900 SH SHARED 17 35400 1500 D SONOCO PRODS CO COM 83549510 637 16750 SH SHARED 20 6430 10320 D SONOCO PRODS CO COM 83549510 485 12750 SH SHARED 22 6900 5850 D SONOCO PRODS CO COM 83549510 312 8200 SH SHARED 23 7200 1000 D SONOCO PRODS CO COM 83549510 394 10354 SH SHR/OTHR 23 10354 D SONOSITE INC COM 83568G10 392 12704 SH SHARED 12704 D SONOSITE INC COM 83568G10 18 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 157 5100 SH SHARED 02 100 5000 D SONOSITE INC COM 83568G10 1478 47800 SH SHARED 10 47800 D SONOSITE INC COM 83568G10 68 2200 SH SHARED 17 2200 D SONTRA MEDICAL CORP COM NEW 83568W40 2 12000 SH SHARED 12000 D SONUS PHARMACEUTICALS INC COM 83569210 4 811 SH SHARED 811 D SONY CORP ADR NEW 83569930 17689 413026 SH SHARED 413026 D SONY CORP ADR NEW 83569930 42 1000 SH SHR/OTHR 01 1000 D SONY CORP ADR NEW 83569930 128 3011 SH SHARED 02 3011 D SONY CORP ADR NEW 83569930 12 285 SH SHARED 20 285 D SOTHEBYS COM 83589810 2679 86371 SH SHARED 86371 D SOTHEBYS COM 83589810 514 16600 SH SHARED 01 16600 D SOTHEBYS COM 83589810 170 5500 SH SHARED 02 5500 D SOTHEBYS COM 83589810 31 1000 SH SHARED 17 1000 D SONUS NETWORKS INC COM 83591610 2187 331991 SH SHARED 331991 D SOURCE INTERLINK COS INC COM NEW 83615120 4454 545938 SH SHARED 545938 D SOUTH FINL GROUP INC COM 83784110 6069 228255 SH SHARED 228255 D SOUTH FINL GROUP INC COM 83784110 156 5900 SH SHARED 01 5900 D SOUTH FINL GROUP INC COM 83784110 42 1605 SH SHARED 02 1015 590 D SOUTH FINL GROUP INC COM 83784110 7 269 SH SHARED 20 269 D SOUTH JERSEY INDS INC COM 83851810 758 22717 SH SHARED 22717 D SOUTH JERSEY INDS INC COM 83851810 33 1000 SH SHARED 01 1000 D SOUTH JERSEY INDS INC COM 83851810 6 200 SH SHARED 02 200 D SOUTH JERSEY INDS INC COM 83851810 688 20600 SH SHARED 10 20600 D SOUTH JERSEY INDS INC COM 83851810 367 11000 SH SHARED 17 11000 D SOUTHCOAST FINANCIAL CORP COM 84129R10 2 134 SH SHARED 134 D SOUTHERN CO COM 84258710 364336 9884338 SH SHARED 9884338 D SOUTHERN CO COM 84258710 5927 160804 SH SHARED 01 41905 118899 D SOUTHERN CO COM 84258710 22 600 SH SHR/OTHR 01 600 D SOUTHERN CO COM 84258710 6833 185382 SH SHARED 02 167762 17620 D SOUTHERN CO COM 84258710 12 350 SH SHARED 05 350 D SOUTHERN CO COM 84258710 2382 64630 SH SHARED 06 58300 6330 D SOUTHERN CO COM 84258710 271 7375 SH SHARED 10 7375 D SOUTHERN CO COM 84258710 3 100 SH SHARED 14 100 D SOUTHERN CO COM 84258710 12379 335845 SH SHARED 17 300845 35000 D SOUTHERN CO COM 84258710 606 16448 SH SHARED 20 16448 D SOUTHERN CO COM 84258710 1382 37500 SH SHR/OTHR 20 37500 D SOUTHERN CO COM 84258710 73 2000 SH SHR/OTHR 21 2000 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 67914 1260246 SH SHARED 1260246 D SOUTHERN COPPER CORP COM 84265V10 840 15600 SH SHARED 01 15600 D SOUTHERN COPPER CORP COM 84265V10 603 11202 SH SHARED 02 10102 1100 D SOUTHERN COPPER CORP COM 84265V10 1832 34000 SH SHARED 04 34000 D SOUTHERN COPPER CORP COM 84265V10 16 300 SH SHARED 06 300 D SOUTHERN COPPER CORP COM 84265V10 23210 430700 SH SHARED 10 430700 D SOUTHERN COPPER CORP COM 84265V10 1562 29000 SH SHARED 17 25600 3400 D SOUTHERN UN CO NEW COM 84403010 181 6480 SH SHARED 6480 D SOUTHERN UN CO NEW COM 84403010 89 3187 SH SHARED 02 3187 D SOUTHERN UN CO NEW COM 84403010 25557 914391 SH SHARED 17 914391 D SOUTHERN UN CO NEW COM 84403010 72 2600 SH SHR/OTHR 23 2600 D SOUTHSIDE BANCSHARES INC COM 84470P10 210 8168 SH SHARED 8168 D SOUTHWEST AIRLS CO COM 84474110 20320 1326411 SH SHARED 1326411 D SOUTHWEST AIRLS CO COM 84474110 1803 117730 SH SHARED 01 15200 102530 D SOUTHWEST AIRLS CO COM 84474110 2166 141405 SH SHARED 02 135940 5465 D SOUTHWEST AIRLS CO COM 84474110 4 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 1522 99380 SH SHARED 06 98400 980 D SOUTHWEST AIRLS CO COM 84474110 4326 282421 SH SHARED 10 264521 17900 D SOUTHWEST AIRLS CO COM 84474110 638 41700 SH SHARED 14 41700 D SOUTHWEST AIRLS CO COM 84474110 5202 339586 SH SHARED 17 313686 25900 D SOUTHWEST AIRLS CO COM 84474110 3 250 SH SHARED 20 250 D SOUTHWEST AIRLS CO COM 84474110 36 2380 SH SHARED 21 2380 D SOUTHWEST AIRLS CO COM 84474110 28 1850 SH SHARED 23 1850 D SOUTHWEST BANCORP INC OKLA COM 84476710 307 11051 SH SHARED 11051 D SOUTHWEST GAS CORP COM 84489510 1631 42522 SH SHARED 42522 D SOUTHWEST GAS CORP COM 84489510 224 5850 SH SHARED 01 5850 D SOUTHWEST GAS CORP COM 84489510 5540 144400 SH SHARED 10 144400 D SOUTHWEST GAS CORP COM 84489510 1834 47800 SH SHARED 17 15400 32400 D SOUTHWEST GA FINL CORP COM 84502A10 1 100 SH SHARED 100 D SOUTHWEST WTR CO COM 84533110 243 17678 SH SHARED 17678 D SOUTHWESTERN ENERGY CO COM 84546710 4035 115133 SH SHARED 115133 D SOUTHWESTERN ENERGY CO COM 84546710 1720 49100 SH SHARED 01 49100 D SOUTHWESTERN ENERGY CO COM 84546710 2935 83752 SH SHARED 02 83752 D SOUTHWESTERN ENERGY CO COM 84546710 5 150 SH SHARED 05 150 D SOUTHWESTERN ENERGY CO COM 84546710 175 5000 SH SHARED 06 4200 800 D SOUTHWESTERN ENERGY CO COM 84546710 1307 37300 SH SHARED 10 37300 D SOUTHWESTERN ENERGY CO COM 84546710 29009 827660 SH SHARED 17 825260 2400 D SOVEREIGN BANCORP INC COM 84590510 19029 749493 SH SHARED 749493 D SOVEREIGN BANCORP INC COM 84590510 987 38895 SH SHARED 01 38895 D SOVEREIGN BANCORP INC COM 84590510 2515 99092 SH SHARED 02 99092 D SOVEREIGN BANCORP INC COM 84590510 1143 45056 SH SHARED 04 45056 D SOVEREIGN BANCORP INC COM 84590510 878 34607 SH SHARED 06 31132 3475 D SOVEREIGN BANCORP INC COM 84590510 146860 5784204 SH SHARED 17 5783074 1130 D SOVEREIGN BANCORP INC COM 84590510 5 209 SH SHARED 20 209 D SOVRAN SELF STORAGE INC COM 84610H10 1130 19735 SH SHARED 19735 D SOVRAN SELF STORAGE INC COM 84610H10 74 1300 SH SHARED 01 1300 D SOVRAN SELF STORAGE INC COM 84610H10 2044 35700 SH SHARED 10 35700 D SOVRAN SELF STORAGE INC COM 84610H10 95759 1671780 SH SHARED 11 782028 889752 D SOVRAN SELF STORAGE INC COM 84610H10 1784 31150 SH SHARED 17 17750 13400 D SPANISH BROADCASTING SYS INC CL A 84642588 2248 547037 SH SHARED 547037 D SPANISH BROADCASTING SYS INC CL A 84642588 4 1200 SH SHARED 01 1200 D SPANSION INC COM CL A 84649R10 11218 754917 SH SHARED 754917 D SPANSION INC COM CL A 84649R10 338 22800 SH SHARED 01 22800 D SPANSION INC COM CL A 84649R10 2259 152036 SH SHARED 02 148036 4000 D SPANSION INC COM CL A 84649R10 14117 950000 SH SHARED 10 950000 D SPANSION INC COM CL A 84649R10 2063 138840 SH SHARED 17 138840 D SPARTAN MTRS INC COM 84681910 7 482 SH SHARED 482 D SPARTAN MTRS INC COM 84681910 39 2600 SH SHARED 02 2600 D SPARTAN STORES INC COM 84682210 341 16326 SH SHARED 16326 D SPARTAN STORES INC COM 84682210 100 4800 SH SHARED 01 4800 D SPARTAN STORES INC COM 84682210 2743 131100 SH SHARED 10 131100 D SPARTAN STORES INC COM 84682210 406 19400 SH SHARED 17 19400 D SPARTECH CORP COM NEW 84722020 925 35292 SH SHARED 35292 D SPARTECH CORP COM NEW 84722020 131 5000 SH SHARED 01 5000 D SPARTECH CORP COM NEW 84722020 2501 95400 SH SHARED 10 95400 D SPARTECH CORP COM NEW 84722020 618 23600 SH SHARED 17 8900 14700 D SPARTON CORP COM 84723510 1 167 SH SHARED 167 D SPATIALIGHT INC COM 84724810 33 25000 SH SHARED 25000 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 3 362 SH SHARED 362 D SPECTRA ENERGY CORP COM 84756010 16 600 SH SHARED 600 D SPECTRA ENERGY CORP COM 84756010 3533 127336 SH SHARED 02 127336 D SPECTRALINK CORP COM 84758010 425 49498 SH SHARED 49498 D SPECTRANETICS CORP COM 84760C10 268 23759 SH SHARED 23759 D SPECTRANETICS CORP COM 84760C10 1251 110820 SH SHARED 17 110820 D SPECTRUM CTL INC COM 84761510 3 320 SH SHARED 320 D SPECTRUM BRANDS INC COM 84762L10 491 45065 SH SHARED 45065 D SPECTRUM BRANDS INC COM 84762L10 1742 159850 SH SHARED 01 140950 18900 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 24 4519 SH SHARED 4519 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 5 1000 SH SHARED 02 1000 D SPEEDWAY MOTORSPORTS INC COM 84778810 589 15340 SH SHARED 15340 D SPEEDWAY MOTORSPORTS INC COM 84778810 687 17900 SH SHARED 01 16300 1600 D SPHERION CORP COM 84842010 4607 620181 SH SHARED 81696 538485 D SPIRE CORP COM 84856510 1 140 SH SHARED 140 D SPIRIT FIN CORP COM 84856830 5998 481045 SH SHARED 481045 D SPIRIT FIN CORP COM 84856830 118 9500 SH SHARED 01 9500 D SPIRIT FIN CORP COM 84856830 21259 1704850 SH SHARED 11 1704850 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 45 1359 SH SHARED 1359 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 24 732 SH SHARED 02 732 D SPRINT NEXTEL CORP COM FON 85206110 209598 11095754 SH SHARED 11037631 58123 D SPRINT NEXTEL CORP COM FON 85206110 12297 650994 SH SHARED 01 266315 384679 D SPRINT NEXTEL CORP COM FON 85206110 126 6717 SH SHR/OTHR 01 6717 D SPRINT NEXTEL CORP COM FON 85206110 15065 797532 SH SHARED 02 787828 9704 D SPRINT NEXTEL CORP COM FON 85206110 35753 1892728 SH SHARED 04 1849477 43251 D SPRINT NEXTEL CORP COM FON 85206110 23 1267 SH SHARED 05 1267 D SPRINT NEXTEL CORP COM FON 85206110 12523 662944 SH SHARED 06 425945 236999 D SPRINT NEXTEL CORP COM FON 85206110 951 50392 SH SHARED 10 35302 15090 D SPRINT NEXTEL CORP COM FON 85206110 1081 57258 SH SHARED 14 57258 D SPRINT NEXTEL CORP COM FON 85206110 4318 228600 SH SHARED 15 228600 D SPRINT NEXTEL CORP COM FON 85206110 45464 2406788 SH SHARED 17 2237772 169016 D SPRINT NEXTEL CORP COM FON 85206110 7931 419859 SH SHARED 19 419859 D SPRINT NEXTEL CORP COM FON 85206110 44 2354 SH SHARED 20 2354 D SPRINT NEXTEL CORP COM FON 85206110 302 16000 SH SHR/OTHR 21 16000 D SPRINT NEXTEL CORP COM FON 85206110 82 4370 SH SHARED 23 4370 D SPRINT NEXTEL CORP COM FON 85206110 47 2517 SH SHR/OTHR 23 2517 D STAAR SURGICAL CO COM PAR $0.01 85231230 4 586 SH SHARED 586 D STAGE STORES INC COM NEW 85254C30 5771 189903 SH SHARED 189903 D STAGE STORES INC COM NEW 85254C30 118 3900 SH SHARED 01 3900 D STAGE STORES INC COM NEW 85254C30 0 4 SH SHARED 02 4 D STAGE STORES INC COM NEW 85254C30 366 12050 SH SHARED 17 3800 8250 D STAGE STORES INC COM NEW 85254C30 21 700 SH SHARED 21 700 D STAKTEK HLDGS INC COM 85256P10 47 9304 SH SHARED 9304 D STAMPS COM INC COM NEW 85285720 229 14578 SH SHARED 14578 D STAMPS COM INC COM NEW 85285720 237 15100 SH SHARED 10 15100 D STANCORP FINL GROUP INC COM 85289110 2068 45921 SH SHARED 45921 D STANCORP FINL GROUP INC COM 85289110 937 20800 SH SHARED 01 5200 15600 D STANCORP FINL GROUP INC COM 85289110 553 12291 SH SHARED 02 6511 5780 D STANCORP FINL GROUP INC COM 85289110 1842 40900 SH SHARED 14 40900 D STANCORP FINL GROUP INC COM 85289110 72 1600 SH SHARED 17 1600 D STANDARD MICROSYSTEMS CORP COM 85362610 482 17247 SH SHARED 17247 D STANDARD MICROSYSTEMS CORP COM 85362610 25 900 SH SHARED 01 900 D STANDARD MICROSYSTEMS CORP COM 85362610 3315 118500 SH SHARED 10 118500 D STANDARD MICROSYSTEMS CORP COM 85362610 6485 231800 SH SHARED 17 231800 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 4 5000 PRN SHARED 02 5000 D STANDARD MTR PRODS INC COM 85366610 4 330 SH SHARED 330 D STANDARD PAC CORP NEW COM 85375C10 25281 943702 SH SHARED 943702 D STANDARD PAC CORP NEW COM 85375C10 120 4500 SH SHARED 01 4500 D STANDARD PAC CORP NEW COM 85375C10 21 820 SH SHARED 02 820 D STANDARD PAC CORP NEW COM 85375C10 16 600 SH SHARED 17 600 D STANDARD PARKING CORP COM 85379010 150 3922 SH SHARED 3922 D STANDARD REGISTER CO COM 85388710 165 13787 SH SHARED 13787 D STANDARD REGISTER CO COM 85388710 28 2400 SH SHARED 17 2400 D STANDEX INTL CORP COM 85423110 288 9578 SH SHARED 9578 D STANLEY FURNITURE INC COM NEW 85430520 186 8674 SH SHARED 8674 D STANLEY INC COM 85453210 430 25455 SH SHARED 25455 D STANLEY WKS COM 85461610 5366 106718 SH SHARED 106718 D STANLEY WKS COM 85461610 491 9776 SH SHARED 01 9776 D STANLEY WKS COM 85461610 90 1800 SH SHR/OTHR 01 1800 D STANLEY WKS COM 85461610 2117 42100 SH SHARED 02 17880 24220 D STANLEY WKS COM 85461610 316 6300 SH SHARED 06 5900 400 D STANLEY WKS COM 85461610 5526 109900 SH SHARED 10 80700 29200 D STANLEY WKS COM 85461610 154 3063 SH SHARED 14 3063 D STANLEY WKS COM 85461610 1644 32709 SH SHARED 17 30109 2600 D STANLEY WKS COM 85461610 10 200 SH SHARED 20 200 D STANLEY WKS COM 85461610 15 315 SH SHR/OTHR 21 315 D STANLEY WKS COM 85461610 502 10000 SH SHARED 23 10000 D STAPLES INC COM 85503010 37046 1387515 SH SHARED 1356015 31500 D STAPLES INC COM 85503010 2844 106546 SH SHARED 01 60 106486 D STAPLES INC COM 85503010 6316 236558 SH SHARED 02 182950 53608 D STAPLES INC COM 85503010 4931 184688 SH SHARED 04 179000 5688 D STAPLES INC COM 85503010 9 365 SH SHARED 05 365 D STAPLES INC COM 85503010 1727 64702 SH SHARED 06 58102 6600 D STAPLES INC COM 85503010 203152 7608700 SH SHARED 10 3105540 3406755 1096405 D STAPLES INC COM 85503010 507 19000 SH SHR/OTHR 10 19000 D STAPLES INC COM 85503010 473 17746 SH SHARED 14 17746 D STAPLES INC COM 85503010 129442 4848040 SH SHARED 17 4829540 18500 D STAPLES INC COM 85503010 2899 108588 SH SHARED 20 14650 93938 D STAPLES INC COM 85503010 481 18050 SH SHR/OTHR 20 18050 D STAPLES INC COM 85503010 308 11540 SH SHARED 22 6875 4665 D STAPLES INC COM 85503010 440 16492 SH SHARED 23 16492 D STAPLES INC COM 85503010 1042 39050 SH SHR/OTHR 23 39050 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 2303 654454 SH SHARED 654454 D STAR MARITIME ACQUISITION CO COM 85516E10 269 27500 SH SHARED 27500 D STAR SCIENTIFIC INC COM 85517P10 4 1233 SH SHARED 1233 D STARBUCKS CORP COM 85524410 62227 1756839 SH SHARED 1671739 85100 D STARBUCKS CORP COM 85524410 4772 134750 SH SHARED 01 6400 128350 D STARBUCKS CORP COM 85524410 191 5400 SH SHR/OTHR 01 5400 D STARBUCKS CORP COM 85524410 10752 303565 SH SHARED 02 278321 25244 D STARBUCKS CORP COM 85524410 13 380 SH SHARED 05 380 D STARBUCKS CORP COM 85524410 5648 159460 SH SHARED 06 152300 7160 D STARBUCKS CORP COM 85524410 62584 1766935 SH SHARED 10 237780 1009495 519660 D STARBUCKS CORP COM 85524410 337 9530 SH SHARED 14 9530 D STARBUCKS CORP COM 85524410 26423 745997 SH SHARED 17 428397 317600 D STARBUCKS CORP COM 85524410 14 400 SH SHARED 19 400 D STARBUCKS CORP COM 85524410 25 710 SH SHARED 20 710 D STARBUCKS CORP COM 85524410 29 820 SH SHR/OTHR 21 820 D STARBUCKS CORP COM 85524410 42 1200 SH SHARED 22 1200 D STARRETT L S CO CL A 85566810 1 111 SH SHARED 111 D STARTEK INC COM 85569C10 4679 345618 SH SHARED 345618 D STARTEK INC COM 85569C10 6 500 SH SHARED 01 500 D STARTEK INC COM 85569C10 494 36500 SH SHARED 10 36500 D STARTEK INC COM 85569C10 27 2000 SH SHARED 17 2000 D STATE AUTO FINL CORP COM 85570710 14328 413150 SH SHARED 413150 D STATE AUTO FINL CORP COM 85570710 42 1220 SH SHARED 02 1220 D STATE BANCORP INC N.Y COM 85571610 4 248 SH SHARED 248 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 36693 587092 SH SHARED 587092 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 1610 25771 SH SHARED 01 25771 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 13084 209349 SH SHARED 02 208188 1161 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 625 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 6 100 SH SHARED 06 100 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 481 7700 SH SHARED 10 7700 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 206093 3297490 SH SHARED 11 1891120 1406370 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 9499 151987 SH SHARED 17 144387 7600 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 25 400 SH SHR/OTHR 23 400 D STATE NATIONAL BANCSHARES IN COM 85712410 1277 33194 SH SHARED 33194 D STATE STR CORP COM 85747710 39331 583210 SH SHARED 583210 D STATE STR CORP COM 85747710 2985 44266 SH SHARED 01 44266 D STATE STR CORP COM 85747710 26 400 SH SHR/OTHR 01 400 D STATE STR CORP COM 85747710 11793 174869 SH SHARED 02 173469 1400 D STATE STR CORP COM 85747710 13 200 SH SHARED 05 200 D STATE STR CORP COM 85747710 3183 47210 SH SHARED 06 44260 2950 D STATE STR CORP COM 85747710 2446 36278 SH SHARED 10 1800 34478 D STATE STR CORP COM 85747710 627 9300 SH SHR/OTHR 10 9300 D STATE STR CORP COM 85747710 1679 24900 SH SHARED 14 24900 D STATE STR CORP COM 85747710 10810 160299 SH SHARED 17 158999 1300 D STATE STR CORP COM 85747710 3268 48468 SH SHARED 20 12826 35642 D STATE STR CORP COM 85747710 1248 18512 SH SHR/OTHR 20 18512 D STATE STR CORP COM 85747710 2663 39500 SH SHARED 23 39500 D STATE STR CORP COM 85747710 225 3350 SH SHR/OTHR 23 3350 D STATION CASINOS INC COM 85768910 16212 198517 SH SHARED 198517 D STATION CASINOS INC COM 85768910 359 4400 SH SHARED 01 4400 D STATION CASINOS INC COM 85768910 50 617 SH SHARED 02 617 D STATION CASINOS INC COM 85768910 32 400 SH SHARED 06 400 D STATION CASINOS INC COM 85768910 637 7800 SH SHARED 10 7800 D STATION CASINOS INC COM 85768910 65 800 SH SHARED 17 800 D STATOIL ASA SPONSORED ADR 85771P10 5477 208100 SH SHARED 208100 D STATOIL ASA SPONSORED ADR 85771P10 7730 293730 SH SHARED 10 275790 17940 D STATOIL ASA SPONSORED ADR 85771P10 2078 78980 SH SHARED 17 78980 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 9811 1277512 SH SHARED 1277512 D STEAK N SHAKE CO COM 85787310 384 21832 SH SHARED 21832 D STEAK N SHAKE CO COM 85787310 54 3100 SH SHARED 01 3100 D STEAK N SHAKE CO COM 85787310 5 330 SH SHARED 20 330 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 2392 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 7262 223816 SH SHARED 223816 D STEEL DYNAMICS INC COM 85811910 1434 44200 SH SHARED 01 17400 26800 D STEEL DYNAMICS INC COM 85811910 604 18628 SH SHARED 02 11828 6800 D STEEL DYNAMICS INC COM 85811910 292 9000 SH SHARED 10 9000 D STEEL DYNAMICS INC COM 85811910 129 4000 SH SHARED 17 400 3600 D STEEL TECHNOLOGIES INC COM 85814710 231 13167 SH SHARED 13167 D STEEL TECHNOLOGIES INC COM 85814710 29 1700 SH SHARED 01 1700 D STEEL TECHNOLOGIES INC COM 85814710 203 11600 SH SHARED 10 11600 D STEELCASE INC CL A 85815520 285 15743 SH SHARED 15743 D STEELCASE INC CL A 85815520 902 49700 SH SHARED 01 47100 2600 D STEELCASE INC CL A 85815520 413 22760 SH SHARED 02 21410 1350 D STEELCASE INC CL A 85815520 290 16000 SH SHARED 10 16000 D STEELCASE INC CL A 85815520 338 18600 SH SHARED 17 18600 D STEIN MART INC COM 85837510 293 22169 SH SHARED 22169 D STEIN MART INC COM 85837510 18 1370 SH SHARED 02 1370 D STEINWAY MUSICAL INSTRS INC COM 85849510 176 5671 SH SHARED 5671 D STEINWAY MUSICAL INSTRS INC COM 85849510 59 1900 SH SHARED 01 1900 D STEMCELLS INC COM 85857R10 5 1904 SH SHARED 1904 D STEMCELLS INC COM 85857R10 20 7567 SH SHARED 02 7567 D STEPAN CO COM 85858610 150 4757 SH SHARED 4757 D STEPAN CO PFD CONV 5.50% 85858620 391 11188 SH SHARED 11188 D STERLING BANCSHARES INC COM 85890710 698 53623 SH SHARED 53623 D STERLING BANCSHARES INC COM 85890710 101 7800 SH SHARED 01 7800 D STERLING BANCSHARES INC COM 85890710 1 103 SH SHARED 02 103 D STERLING BANCSHARES INC COM 85890710 2352 180700 SH SHARED 10 180700 D STERICYCLE INC COM 85891210 7743 102566 SH SHARED 102566 D STERICYCLE INC COM 85891210 5944 78735 SH SHARED 01 32100 46635 D STERICYCLE INC COM 85891210 247 3274 SH SHR/OTHR 01 3274 D STERICYCLE INC COM 85891210 376 4986 SH SHARED 02 4967 19 D STERICYCLE INC COM 85891210 132 1760 SH SHARED 10 1760 D STERICYCLE INC COM 85891210 44 584 SH SHARED 17 584 D STERICYCLE INC COM 85891210 672 8910 SH SHARED 20 1615 7295 D STERICYCLE INC COM 85891210 59 785 SH SHR/OTHR 20 785 D STERICYCLE INC COM 85891210 41 550 SH SHR/OTHR 21 550 D STERICYCLE INC COM 85891210 184 2446 SH SHARED 22 2141 305 D STERICYCLE INC COM 85891210 160 2130 SH SHARED 23 1655 475 D STERICYCLE INC COM 85891210 551 7300 SH SHR/OTHR 23 7300 D STERIS CORP COM 85915210 2028 80594 SH SHARED 80594 D STERIS CORP COM 85915210 392 15600 SH SHARED 01 15600 D STERIS CORP COM 85915210 285 11346 SH SHARED 02 11346 D STERIS CORP COM 85915210 359 14300 SH SHARED 17 2600 11700 D STERLING BANCORP COM 85915810 288 14665 SH SHARED 14665 D STEREOTAXIS INC COM 85916J10 6444 624427 SH SHARED 624427 D STEREOTAXIS INC COM 85916J10 4431 429395 SH SHARED 02 96500 332895 D STERLING CONSTRUCTION CO INC COM 85924110 1142 52521 SH SHARED 52521 D STERLING CONSTRUCTION CO INC COM 85924110 14120 648900 SH SHARED 17 648900 D STERLING FINL CORP COM 85931710 469 19826 SH SHARED 19826 D STERLING FINL CORP WASH COM 85931910 1096 32425 SH SHARED 32425 D STERLING FINL CORP WASH COM 85931910 402 11900 SH SHARED 01 7000 4900 D STERLING FINL CORP WASH COM 85931910 33 980 SH SHARED 02 980 D STERLING FINL CORP WASH COM 85931910 3573 105700 SH SHARED 10 105700 D STERLING FINL CORP WASH COM 85931910 10791 319186 SH SHARED 17 278780 40406 D STERLING FINL CORP WASH COM 85931910 47 1400 SH SHARED 21 1400 D STEWART ENTERPRISES INC CL A 86037010 510 81732 SH SHARED 81732 D STEWART ENTERPRISES INC CL A 86037010 54 8700 SH SHARED 10 8700 D STEWART ENTERPRISES INC CL A 86037010 83 13400 SH SHARED 17 13400 D STEWART INFORMATION SVCS COR COM 86037210 7816 180273 SH SHARED 180273 D STEWART INFORMATION SVCS COR COM 86037210 8 200 SH SHARED 01 200 D STEWART INFORMATION SVCS COR COM 86037210 1044 24100 SH SHARED 10 24100 D STEWART INFORMATION SVCS COR COM 86037210 646 14900 SH SHARED 17 300 14600 D STEWART INFORMATION SVCS COR COM 86037210 0 20 SH SHARED 23 20 D STIFEL FINL CORP COM 86063010 361 9212 SH SHARED 9212 D STILLWATER MNG CO COM 86074Q10 5109 409053 SH SHARED 409053 D STILLWATER MNG CO COM 86074Q10 644 51600 SH SHARED 01 51600 D STILLWATER MNG CO COM 86074Q10 274 21945 SH SHARED 02 21945 D STILLWATER MNG CO COM 86074Q10 4633 371000 SH SHARED 17 312400 58600 D STMICROELECTRONICS N V NY REGISTRY 86101210 4905 266600 SH SHARED 266600 D STMICROELECTRONICS N V NY REGISTRY 86101210 44 2427 SH SHARED 02 2427 D STMICROELECTRONICS N V NY REGISTRY 86101210 736 40000 SH SHARED 04 40000 D STMICROELECTRONICS N V NY REGISTRY 86101210 5 301 SH SHARED 20 301 D STOCKERYALE INC COM NEW 86126T20 25 20000 SH SHARED 20000 D STONE ENERGY CORP COM 86164210 10079 285148 SH SHARED 285148 D STONE ENERGY CORP COM 86164210 1014 28700 SH SHARED 01 28700 D STONE ENERGY CORP COM 86164210 236 6700 SH SHARED 17 1100 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 STORA ENSO CORP SPON ADR REP R 86210M10 956 60600 SH SHARED 60600 D STORA ENSO CORP SPON ADR REP R 86210M10 99 6286 SH SHARED 02 6286 D STRATASYS INC COM 86268510 246 7850 SH SHARED 7850 D STRATAGENE CORP COM 86269H10 1 224 SH SHARED 224 D STRATEGIC DIAGNOSTICS INC COM 86270010 1 380 SH SHARED 380 D STRATEGIC DISTR INC COM NEW 86270130 101 10000 SH SHARED 02 10000 D STRATEGIC GLOBAL INCOME FD COM 86271910 83 7000 SH SHARED 02 7000 D STRATEGIC GLOBAL INCOME FD COM 86271910 59 5000 SH SHR/OTHR 20 5000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1243 57060 SH SHARED 57060 D STRATEGIC HOTELS & RESORTS I COM 86272T10 392 18000 SH SHARED 01 18000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 292 13418 SH SHARED 02 108 13310 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1878 86200 SH SHARED 10 86200 D STRATEGIC HOTELS & RESORTS I COM 86272T10 3819 175300 SH SHARED 11 175300 D STRATEGIC HOTELS & RESORTS I COM 86272T10 849 39000 SH SHARED 17 39000 D STRATEX NETWORKS INC COM 86279T10 5967 1235424 SH SHARED 1235424 D STRATEX NETWORKS INC COM 86279T10 111 23000 SH SHARED 02 23000 D STRATOS INTERNATIONAL INC COM NEW 86310020 306 40285 SH SHARED 40285 D STRATTEC SEC CORP COM 86311110 577 12399 SH SHARED 12399 D STRATTEC SEC CORP COM 86311110 9 199 SH SHARED 01 199 D STRATUS PPTYS INC COM NEW 86316720 4 144 SH SHARED 144 D STRAYER ED INC COM 86323610 3240 30554 SH SHARED 30554 D STRAYER ED INC COM 86323610 466 4400 SH SHARED 01 4400 D STRAYER ED INC COM 86323610 148 1400 SH SHARED 02 1400 D STRAYER ED INC COM 86323610 222 2100 SH SHARED 17 2100 D STREETTRACKS SER TR SPDR RETAIL 86330E58 3 88 SH SHARED 02 88 D STREETTRACKS SER TR DJ WLSH REIT 86330E60 39 444 SH SHARED 02 444 D STREETTRACKS SER TR SPDR HOMEBUILD 86330E74 9793 261935 SH SHARED 02 250000 11935 D STREETTRACKS SER TR KBW BK ETF 86330E79 11 200 SH SHARED 02 200 D STREETTRACKS GOLD TR GOLD SHS 86330710 7645 120950 SH SHARED 120950 D STREETTRACKS GOLD TR GOLD SHS 86330710 3023 47830 SH SHARED 01 47830 D STREETTRACKS GOLD TR GOLD SHS 86330710 7 115 SH SHR/OTHR 01 115 D STREETTRACKS GOLD TR GOLD SHS 86330710 883 13982 SH SHARED 02 307 13675 D STREETTRACKS GOLD TR GOLD SHS 86330710 36 585 SH SHARED 04 585 D STREETTRACKS GOLD TR GOLD SHS 86330710 19188 303570 SH SHARED 10 287014 16556 D STREETTRACKS GOLD TR GOLD SHS 86330710 5303 83904 SH SHARED 17 83904 D STREETTRACKS GOLD TR GOLD SHS 86330710 24886 393708 SH SHARED 19 393708 D STREETTRACKS GOLD TR GOLD SHS 86330710 140 2230 SH SHARED 21 2230 D STREETTRACKS GOLD TR GOLD SHS 86330710 63 1000 SH SHR/OTHR 23 1000 D STREETTRACKS INDEX SHS FDS DJ STOXX 50 FD 86330810 96 2000 SH SHARED 01 2000 D STRIDE RITE CORP COM 86331410 1222 81056 SH SHARED 81056 D STRIDE RITE CORP COM 86331410 13 875 SH SHARED 02 875 D STRYKER CORP COM 86366710 21609 392123 SH SHARED 392123 D STRYKER CORP COM 86366710 2144 38904 SH SHARED 01 38904 D STRYKER CORP COM 86366710 6325 114772 SH SHARED 02 113471 1301 D STRYKER CORP COM 86366710 11 200 SH SHARED 05 200 D STRYKER CORP COM 86366710 1663 30190 SH SHARED 06 28060 2130 D STRYKER CORP COM 86366710 4276 77600 SH SHARED 10 77600 D STRYKER CORP COM 86366710 8312 150830 SH SHARED 17 116730 34100 D STRYKER CORP COM 86366710 31 570 SH SHR/OTHR 21 570 D STUDENT LN CORP COM 86390210 910 4393 SH SHARED 4393 D STUDENT LN CORP COM 86390210 57 277 SH SHARED 02 48 229 D STURM RUGER & CO INC COM 86415910 5 558 SH SHARED 558 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 140 3704 SH SHARED 3704 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 840 22100 SH SHARED 01 22100 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 319 8393 SH SHARED 02 8393 D SUEZ SPONSORED ADR 86468610 31 600 SH SHARED 600 D SUEZ SPONSORED ADR 86468610 6 125 SH SHARED 20 125 D SUFFOLK BANCORP COM 86473910 307 8054 SH SHARED 8054 D SUFFOLK BANCORP COM 86473910 240 6300 SH SHARED 17 6300 D SUFFOLK BANCORP COM 86473910 1223 32100 SH SHARED 23 32100 D SULPHCO INC COM 86537810 177 37582 SH SHARED 27482 10100 D SULPHCO INC COM 86537810 4 1000 SH SHARED 02 1000 D SUMMIT BK CORP GA COM 86601310 4 165 SH SHARED 165 D SUMMIT FINANCIAL GROUP INC COM 86606G10 3 162 SH SHARED 162 D SUMTOTAL SYS INC COM 86661510 4965 820770 SH SHARED 820770 D SUMTOTAL SYS INC COM 86661510 78 13000 SH SHARED 02 13000 D SUN BANCORP INC COM 86663B10 249 11832 SH SHARED 11832 D SUN BANCORP INC COM 86663B10 22 1050 SH SHARED 20 1050 D SUN COMMUNITIES INC COM 86667410 1395 43114 SH SHARED 43114 D SUN COMMUNITIES INC COM 86667410 45 1400 SH SHARED 01 1400 D SUN COMMUNITIES INC COM 86667410 541 16720 SH SHARED 02 16500 220 D SUN COMMUNITIES INC COM 86667410 368 11400 SH SHARED 10 11400 D SUN COMMUNITIES INC COM 86667410 300 9300 SH SHARED 17 9300 D SUN LIFE FINL INC COM 86679610 2541 60013 SH SHARED 60013 D SUN LIFE FINL INC COM 86679610 34 826 SH SHARED 01 826 D SUN LIFE FINL INC COM 86679610 12653 298788 SH SHARED 02 298788 D SUN LIFE FINL INC COM 86679610 110 2600 SH SHARED 04 2600 D SUN LIFE FINL INC COM 86679610 12 300 SH SHARED 05 300 D SUN LIFE FINL INC COM 86679610 171 4051 SH SHARED 06 1451 2600 D SUN LIFE FINL INC COM 86679610 6352 150000 SH SHARED 16 150000 D SUN LIFE FINL INC COM 86679610 709 16762 SH SHARED 17 15200 1562 D SUN LIFE FINL INC COM 86679610 223 5280 SH SHARED 20 5280 D SUN MICROSYSTEMS INC COM 86681010 70933 13087428 SH SHARED 12878793 208635 D SUN MICROSYSTEMS INC COM 86681010 4193 773621 SH SHARED 01 681680 91941 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHR/OTHR 01 500 D SUN MICROSYSTEMS INC COM 86681010 5310 979809 SH SHARED 02 799284 180525 D SUN MICROSYSTEMS INC COM 86681010 6991 1289931 SH SHARED 04 1162381 127550 D SUN MICROSYSTEMS INC COM 86681010 1299 239690 SH SHARED 05 239690 D SUN MICROSYSTEMS INC COM 86681010 1715 316507 SH SHARED 06 286217 30290 D SUN MICROSYSTEMS INC COM 86681010 8391 1548200 SH SHARED 10 1311600 236600 D SUN MICROSYSTEMS INC COM 86681010 114 21100 SH SHARED 14 21100 D SUN MICROSYSTEMS INC COM 86681010 8099 1494346 SH SHARED 17 1389646 104700 D SUN MICROSYSTEMS INC COM 86681010 6352 1172137 SH SHARED 19 1172137 D SUN MICROSYSTEMS INC COM 86681010 19 3600 SH SHARED 20 3600 D SUN MICROSYSTEMS INC COM 86681010 2 500 SH SHARED 23 500 D SUN MICROSYSTEMS INC COM 86681010 1 240 SH SHR/OTHR 23 240 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 7202 1466891 SH SHARED 1466891 D SUN HEALTHCARE GROUP INC COM NEW 86693340 312 24713 SH SHARED 24713 D SUN HYDRAULICS CORP COM 86694210 1469 71654 SH SHARED 71654 D SUNCOM WIRELESS HLDGS INC CL A 86722Q10 38 54351 SH SHARED 54351 D SUNCOR ENERGY INC COM 86722910 33462 424053 SH SHARED 422053 2000 D SUNCOR ENERGY INC COM 86722910 164 2088 SH SHARED 01 2088 D SUNCOR ENERGY INC COM 86722910 48534 615060 SH SHARED 02 590876 24184 D SUNCOR ENERGY INC COM 86722910 107566 1363160 SH SHARED 04 1348160 15000 D SUNCOR ENERGY INC COM 86722910 15 200 SH SHARED 05 200 D SUNCOR ENERGY INC COM 86722910 5933 75193 SH SHARED 06 26243 48950 D SUNCOR ENERGY INC COM 86722910 12742 161476 SH SHARED 10 153495 7981 D SUNCOR ENERGY INC COM 86722910 2969 37634 SH SHARED 14 37634 D SUNCOR ENERGY INC COM 86722910 6312 80000 SH SHARED 16 80000 D SUNCOR ENERGY INC COM 86722910 11493 145658 SH SHARED 17 140436 5222 D SUNCOR ENERGY INC COM 86722910 15 200 SH SHR/OTHR 21 200 D SUNCOR ENERGY INC COM 86722910 398 5050 SH SHR/OTHR 23 5050 D SUNESIS PHARMACEUTICALS INC COM 86732850 2 512 SH SHARED 512 D SUNESIS PHARMACEUTICALS INC COM 86732850 3117 689800 SH SHARED 04 689800 D SUNLINK HEALTH SYSTEMS INC COM 86737U10 1 154 SH SHARED 154 D SUNOPTA INC COM 8676EP10 40 4581 SH SHARED 4081 500 D SUNOPTA INC COM 8676EP10 246 28000 SH SHARED 04 28000 D SUNOPTA INC COM 8676EP10 141 16100 SH SHARED 10 16100 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 20 399 SH SHARED 399 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 157 3115 SH SHARED 02 3115 D SUNOCO INC COM 86764P10 28182 451936 SH SHARED 451936 D SUNOCO INC COM 86764P10 5116 82046 SH SHARED 01 37100 44946 D SUNOCO INC COM 86764P10 190 3055 SH SHR/OTHR 01 3055 D SUNOCO INC COM 86764P10 4599 73753 SH SHARED 02 73738 15 D SUNOCO INC COM 86764P10 91 1463 SH SHARED 04 1463 D SUNOCO INC COM 86764P10 592 9500 SH SHARED 05 9500 D SUNOCO INC COM 86764P10 2699 43286 SH SHARED 06 42196 1090 D SUNOCO INC COM 86764P10 34488 553050 SH SHARED 10 130830 415350 6870 D SUNOCO INC COM 86764P10 1 25 SH SHR/OTHR 10 25 D SUNOCO INC COM 86764P10 453 7276 SH SHARED 14 7276 D SUNOCO INC COM 86764P10 10689 171408 SH SHARED 17 130108 41300 D SUNOCO INC COM 86764P10 251 4030 SH SHARED 20 4030 D SUNOCO INC COM 86764P10 131 2105 SH SHARED 22 1375 730 D SUNOCO INC COM 86764P10 726 11655 SH SHARED 23 10455 1200 D SUNOCO INC COM 86764P10 192 3085 SH SHR/OTHR 23 3085 D SUNPOWER CORP COM CL A 86765210 885 23817 SH SHARED 23817 D SUNPOWER CORP COM CL A 86765210 37 1000 SH SHR/OTHR 01 1000 D SUNPOWER CORP COM CL A 86765210 18 500 SH SHARED 02 500 D SUNPOWER CORP COM CL A 86765210 10035 270000 SH SHARED 04 270000 D SUNPOWER CORP COM CL A 86765210 4435 119318 SH SHARED 05 119318 D SUNRISE SENIOR LIVING INC COM 86768K10 1065 34681 SH SHARED 34681 D SUNRISE SENIOR LIVING INC COM 86768K10 1658 54000 SH SHARED 01 19800 34200 D SUNRISE SENIOR LIVING INC COM 86768K10 34 1120 SH SHARED 02 1120 D SUNRISE SENIOR LIVING INC COM 86768K10 614 20000 SH SHARED 04 20000 D SUNRISE SENIOR LIVING INC COM 86768K10 86 2800 SH SHARED 17 2800 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2422 90623 SH SHARED 90623 D SUNSTONE HOTEL INVS INC NEW COM 86789210 197 7400 SH SHARED 01 7400 D SUNSTONE HOTEL INVS INC NEW COM 86789210 190 7130 SH SHARED 02 7130 D SUNSTONE HOTEL INVS INC NEW COM 86789210 668 25000 SH SHARED 04 25000 D SUNSTONE HOTEL INVS INC NEW COM 86789210 1571 58800 SH SHARED 10 58800 D SUNSTONE HOTEL INVS INC NEW COM 86789210 2453 91800 SH SHARED 11 91800 D SUNSTONE HOTEL INVS INC NEW COM 86789210 799 29900 SH SHARED 17 29900 D SUNTRUST BKS INC COM 86791410 54780 648668 SH SHARED 631709 16959 D SUNTRUST BKS INC COM 86791410 10321 122222 SH SHARED 01 66030 56192 D SUNTRUST BKS INC COM 86791410 805 9540 SH SHR/OTHR 01 9540 D SUNTRUST BKS INC COM 86791410 6667 78953 SH SHARED 02 73925 5028 D SUNTRUST BKS INC COM 86791410 160 1900 SH SHARED 04 1900 D SUNTRUST BKS INC COM 86791410 14 169 SH SHARED 05 169 D SUNTRUST BKS INC COM 86791410 2666 31574 SH SHARED 06 28464 3110 D SUNTRUST BKS INC COM 86791410 67902 804052 SH SHARED 10 554848 249204 D SUNTRUST BKS INC COM 86791410 185 2200 SH SHR/OTHR 10 2200 D SUNTRUST BKS INC COM 86791410 16038 189920 SH SHARED 17 185163 4757 D SUNTRUST BKS INC COM 86791410 640 7588 SH SHARED 20 1850 5738 D SUNTRUST BKS INC COM 86791410 329 3900 SH SHARED 22 2000 1900 D SUNTRUST BKS INC COM 86791410 605 7175 SH SHARED 23 7175 D SUNTRUST BKS INC COM 86791410 444 5260 SH SHR/OTHR 23 5260 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 238 7000 SH SHARED 7000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 51 1500 SH SHR/OTHR 01 1500 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 13910 409000 SH SHARED 04 409000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 10420 306400 SH SHARED 05 306400 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 3060 90000 SH SHARED 16 90000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 3401 100000 SH SHARED 17 100000 D SUPERGEN INC COM 86805910 196 38602 SH SHARED 38602 D SUPERGEN INC COM 86805910 11 2300 SH SHARED 01 2300 D SUPERGEN INC COM 86805910 28 5547 SH SHARED 02 5547 D SUPERGEN INC COM 86805910 156 30900 SH SHARED 10 30900 D SUPERIOR BANCORP COM 86806M10 274 24191 SH SHARED 24191 D SUPERIOR ESSEX INC COM 86815V10 13014 391404 SH SHARED 391404 D SUPERIOR ESSEX INC COM 86815V10 1037 31200 SH SHARED 01 30000 1200 D SUPERIOR ENERGY SVCS INC COM 86815710 4902 150001 SH SHARED 93901 56100 D SUPERIOR ENERGY SVCS INC COM 86815710 339 10400 SH SHARED 01 10400 D SUPERIOR ENERGY SVCS INC COM 86815710 981 30031 SH SHARED 02 1231 28800 D SUPERIOR ENERGY SVCS INC COM 86815710 183 5600 SH SHARED 06 5600 D SUPERIOR ENERGY SVCS INC COM 86815710 2003 61300 SH SHARED 10 61300 D SUPERIOR ENERGY SVCS INC COM 86815710 24531 750660 SH SHARED 17 521260 229400 D SUPERIOR INDS INTL INC COM 86816810 7325 380174 SH SHARED 368917 11257 D SUPERIOR INDS INTL INC COM 86816810 279 14500 SH SHARED 17 14500 D SUPERIOR UNIFORM GP INC COM 86835810 1 114 SH SHARED 114 D SUPERIOR UNIFORM GP INC COM 86835810 0 2 SH SHARED 02 2 D SUPERIOR WELL SVCS INC COM 86837X10 257 10075 SH SHARED 10075 D SUPERIOR WELL SVCS INC COM 86837X10 23 900 SH SHARED 01 900 D SUPERIOR WELL SVCS INC COM 86837X10 365 14300 SH SHARED 10 14300 D SUPERIOR WELL SVCS INC COM 86837X10 1689 66100 SH SHARED 17 66100 D SUPERTEL HOSPITALITY INC MD COM 86852610 1 203 SH SHARED 203 D SUPERTEX INC COM 86853210 364 9276 SH SHARED 9276 D SUPERTEX INC COM 86853210 90 2300 SH SHARED 01 2300 D SUPERTEX INC COM 86853210 1416 36100 SH SHARED 10 36100 D SUPERTEX INC COM 86853210 1522 38800 SH SHARED 17 38800 D SUPERVALU INC COM 86853610 29325 820291 SH SHARED 820291 D SUPERVALU INC COM 86853610 1349 37748 SH SHARED 01 37748 D SUPERVALU INC COM 86853610 1569 43913 SH SHARED 02 37748 6165 D SUPERVALU INC COM 86853610 469 13120 SH SHARED 04 13120 D SUPERVALU INC COM 86853610 2 59 SH SHARED 05 59 D SUPERVALU INC COM 86853610 611 17103 SH SHARED 06 15439 1664 D SUPERVALU INC COM 86853610 9691 271091 SH SHARED 10 228991 42100 D SUPERVALU INC COM 86853610 3304 92430 SH SHARED 17 86339 6091 D SUPERVALU INC COM 86853610 6 182 SH SHR/OTHR 20 182 D SUPERVALU INC COM 86853610 17 495 SH SHR/OTHR 21 495 D SUPPORTSOFT INC COM 86858710 5 1085 SH SHARED 1085 D SUPPORTSOFT INC COM 86858710 15 2800 SH SHARED 02 2800 D SUPREME INDS INC CL A 86860710 1 228 SH SHARED 228 D SUREWEST COMMUNICATIONS COM 86873310 311 11325 SH SHARED 11325 D SUREWEST COMMUNICATIONS COM 86873310 228 8300 SH SHARED 17 8300 D SURMODICS INC COM 86887310 527 16945 SH SHARED 16945 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1085 40382 SH SHARED 40382 D SUSQUEHANNA BANCSHARES INC P COM 86909910 2 78 SH SHARED 02 78 D SUSQUEHANNA BANCSHARES INC P COM 86909910 744 27700 SH SHARED 10 27700 D SUSQUEHANNA BANCSHARES INC P COM 86909910 596 22200 SH SHARED 17 22200 D SUSSER HLDGS CORP COM 86923310 2511 139524 SH SHARED 139524 D SWIFT ENERGY CO COM 87073810 8415 187801 SH SHARED 187801 D SWIFT ENERGY CO COM 87073810 1357 30300 SH SHARED 01 17500 12800 D SWIFT ENERGY CO COM 87073810 184 4110 SH SHARED 02 2800 1310 D SWIFT ENERGY CO COM 87073810 5668 126500 SH SHARED 10 126500 D SWIFT ENERGY CO COM 87073810 2289 51100 SH SHARED 17 14900 36200 D SWIFT TRANSN CO COM 87075610 5682 216325 SH SHARED 216325 D SWIFT TRANSN CO COM 87075610 541 20600 SH SHARED 01 20600 D SWIFT TRANSN CO COM 87075610 156 5962 SH SHARED 02 5962 D SWIFT TRANSN CO COM 87075610 207 7900 SH SHARED 10 7900 D SWIFT TRANSN CO COM 87075610 13 500 SH SHARED 17 500 D SWISSCOM AG SPONSORED ADR 87101310 18 480 SH SHARED 480 D SWISSCOM AG SPONSORED ADR 87101310 126 3346 SH SHARED 02 3346 D SYBASE INC NOTE 1.750% 2/2 871130AB 2780 2500000 PRN SHARED 2500000 D SYBASE INC COM 87113010 10791 436908 SH SHARED 436908 D SYBASE INC COM 87113010 661 26800 SH SHARED 01 26800 D SYBASE INC COM 87113010 256 10400 SH SHARED 02 9000 1400 D SYBASE INC COM 87113010 1346 54500 SH SHARED 17 32900 21600 D SYCAMORE NETWORKS INC COM 87120610 5108 1358707 SH SHARED 1358707 D SYCAMORE NETWORKS INC COM 87120610 42 11350 SH SHARED 02 11350 D SYKES ENTERPRISES INC COM 87123710 399 22630 SH SHARED 22630 D SYKES ENTERPRISES INC COM 87123710 169 9600 SH SHARED 10 9600 D SYKES ENTERPRISES INC COM 87123710 439 24900 SH SHARED 17 24900 D SYMANTEC CORP COM 87150310 119077 5711152 SH SHARED 5628952 82200 D SYMANTEC CORP COM 87150310 3714 178161 SH SHARED 01 23404 154757 D SYMANTEC CORP COM 87150310 22 1078 SH SHR/OTHR 01 1078 D SYMANTEC CORP COM 87150310 3446 165286 SH SHARED 02 163226 2060 D SYMANTEC CORP COM 87150310 414979 19903100 SH SHARED 04 19903100 D SYMANTEC CORP COM 87150310 45306 2172950 SH SHARED 06 857250 1315700 D SYMANTEC CORP COM 87150310 241642 11589560 SH SHARED 10 7799495 1968650 1821415 D SYMANTEC CORP COM 87150310 319 15300 SH SHR/OTHR 10 15300 D SYMANTEC CORP COM 87150310 3844 184400 SH SHARED 14 184400 D SYMANTEC CORP COM 87150310 1806 86639 SH SHARED 15 86639 D SYMANTEC CORP COM 87150310 3680 176500 SH SHARED 16 176500 D SYMANTEC CORP COM 87150310 11130 533823 SH SHARED 17 455323 78500 D SYMANTEC CORP COM 87150310 385 18469 SH SHARED 18 18469 D SYMANTEC CORP COM 87150310 237 11400 SH SHARED 19 11400 D SYMANTEC CORP COM 87150310 613 29415 SH SHARED 20 8410 21005 D SYMANTEC CORP COM 87150310 464 22266 SH SHARED 22 13536 8730 D SYMANTEC CORP COM 87150310 158 7618 SH SHARED 23 7618 D SYMANTEC CORP COM 87150310 71 3442 SH SHR/OTHR 23 3442 D SYMBION INC DEL COM 87150710 454 24528 SH SHARED 24528 D SYMBION INC DEL COM 87150710 1573 85000 SH SHARED 02 85000 D SYMBION INC DEL COM 87150710 125 6800 SH SHARED 17 6800 D SYMBOL TECHNOLOGIES INC COM 87150810 13217 884721 SH SHARED 884721 D SYMBOL TECHNOLOGIES INC COM 87150810 387 25931 SH SHARED 01 25931 D SYMBOL TECHNOLOGIES INC COM 87150810 653 43719 SH SHARED 02 43719 D SYMBOL TECHNOLOGIES INC COM 87150810 283 18950 SH SHARED 06 17450 1500 D SYMBOL TECHNOLOGIES INC COM 87150810 5051 338105 SH SHARED 17 336569 1536 D SYMBOL TECHNOLOGIES INC COM 87150810 4 300 SH SHR/OTHR 23 300 D SYMMETRICOM INC COM 87154310 319 35842 SH SHARED 35842 D SYMMETRICOM INC COM 87154310 1111 124559 SH SHARED 02 63724 60835 D SYMMETRY MED INC COM 87154620 375 27136 SH SHARED 27136 D SYMYX TECHNOLOGIES COM 87155S10 646 29934 SH SHARED 29934 D SYMYX TECHNOLOGIES COM 87155S10 116 5400 SH SHARED 17 5400 D SYMS CORP COM 87155110 101 5122 SH SHARED 5122 D SYNAGRO TECHNOLOGIES INC COM NEW 87156220 213 48315 SH SHARED 48315 D SYNAGRO TECHNOLOGIES INC COM NEW 87156220 68 15500 SH SHARED 17 15500 D SYNALLOY CP DEL COM 87156510 2 141 SH SHARED 141 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 86 6280 SH SHARED 6280 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 41 3000 SH SHARED 02 3000 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB 5478 6000000 PRN SHARED 6000000 D SYNAPTICS INC COM 87157D10 576 19426 SH SHARED 19426 D SYNAPTICS INC COM 87157D10 95 3226 SH SHARED 01 3226 D SYNGENTA AG SPONSORED ADR 87160A10 118 3200 SH SHARED 02 3200 D SYNERGETICS USA INC COM 87160G10 2 597 SH SHARED 597 D SYNPLICITY INC COM 87160Y10 1393 222547 SH SHARED 222547 D SYNOPSYS INC COM 87160710 4971 186004 SH SHARED 186004 D SYNOPSYS INC COM 87160710 2656 99376 SH SHARED 01 57700 41676 D SYNOPSYS INC COM 87160710 642 24045 SH SHARED 02 15645 8400 D SYNOPSYS INC COM 87160710 118 4430 SH SHARED 06 3700 730 D SYNOPSYS INC COM 87160710 62 2327 SH SHARED 14 2327 D SYNOPSYS INC COM 87160710 67 2540 SH SHARED 17 40 2500 D SYNOVUS FINL CORP COM 87161C10 15804 512643 SH SHARED 505370 7273 D SYNOVUS FINL CORP COM 87161C10 1105 35848 SH SHARED 01 35848 D SYNOVUS FINL CORP COM 87161C10 2767 89761 SH SHARED 02 87761 2000 D SYNOVUS FINL CORP COM 87161C10 772 25060 SH SHARED 06 22950 2110 D SYNOVUS FINL CORP COM 87161C10 780 25300 SH SHARED 10 25300 D SYNOVUS FINL CORP COM 87161C10 4311 139854 SH SHARED 17 139154 700 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 2 298 SH SHARED 298 D SYNTEL INC COM 87162H10 386 14407 SH SHARED 14407 D SYNTEL INC COM 87162H10 487 18200 SH SHARED 01 17400 800 D SYNERGY FINANCIAL GROUP INC COM 87162V10 3 229 SH SHARED 229 D SYNNEX CORP COM 87162W10 2192 99918 SH SHARED 99918 D SYNIVERSE HLDGS INC COM 87163F10 277 18497 SH SHARED 18497 D SYNIVERSE HLDGS INC COM 87163F10 62 4200 SH SHARED 01 4200 D SYNIVERSE HLDGS INC COM 87163F10 628 41900 SH SHARED 10 41900 D SYNIVERSE HLDGS INC COM 87163F10 1392 92900 SH SHARED 17 58900 34000 D SYNTAX BRILLIAN CORP COM 87163L10 225 26028 SH SHARED 26028 D SYNTAX BRILLIAN CORP COM 87163L10 109 12710 SH SHARED 02 12710 D SYNTROLEUM CORP COM 87163010 106 30804 SH SHARED 30804 D SYPRIS SOLUTIONS INC COM 87165510 1 233 SH SHARED 233 D SYSCO CORP COM 87182910 49371 1343082 SH SHARED 1340752 2330 D SYSCO CORP COM 87182910 9351 254393 SH SHARED 01 98884 155509 D SYSCO CORP COM 87182910 843 22952 SH SHR/OTHR 01 22952 D SYSCO CORP COM 87182910 4721 128434 SH SHARED 02 109324 19110 D SYSCO CORP COM 87182910 11 300 SH SHARED 05 300 D SYSCO CORP COM 87182910 2056 55955 SH SHARED 06 50555 5400 D SYSCO CORP COM 87182910 2167 58950 SH SHARED 10 650 58300 D SYSCO CORP COM 87182910 4622 125747 SH SHR/OTHR 10 125747 D SYSCO CORP COM 87182910 1248 33972 SH SHARED 14 33972 D SYSCO CORP COM 87182910 9846 267847 SH SHARED 17 241647 26200 D SYSCO CORP COM 87182910 36 1000 SH SHARED 19 1000 D SYSCO CORP COM 87182910 2051 55807 SH SHARED 20 6716 49091 D SYSCO CORP COM 87182910 1448 39400 SH SHR/OTHR 20 39400 D SYSCO CORP COM 87182910 40 1100 SH SHARED 21 1100 D SYSCO CORP COM 87182910 625 17005 SH SHARED 22 12150 4855 D SYSCO CORP COM 87182910 156 4250 SH SHR/OTHR 22 4250 D SYSCO CORP COM 87182910 1374 37384 SH SHARED 23 37084 300 D SYSCO CORP COM 87182910 1574 42838 SH SHR/OTHR 23 42838 D SYSTEMAX INC COM 87185110 3440 197146 SH SHARED 197146 D SYSTEMAX INC COM 87185110 52 3000 SH SHARED 02 3000 D TCF FINL CORP COM 87227510 2122 77421 SH SHARED 68967 8454 D TCF FINL CORP COM 87227510 1087 39654 SH SHARED 01 39654 D TCF FINL CORP COM 87227510 354 12918 SH SHARED 02 12918 D TCF FINL CORP COM 87227510 87 3190 SH SHARED 06 2600 590 D TCF FINL CORP COM 87227510 134 4900 SH SHARED 17 400 4500 D TC PIPELINES LP UT COM LTD PRT 87233Q10 14 396 SH SHARED 396 D TC PIPELINES LP UT COM LTD PRT 87233Q10 2025 56265 SH SHARED 02 56265 D TCW STRATEGIC INCOME FUND IN COM 87234010 1 293 SH SHARED 293 D TD BANKNORTH INC COM 87235A10 313 9716 SH SHARED 9716 D TD BANKNORTH INC COM 87235A10 42 1307 SH SHARED 01 1307 D TD BANKNORTH INC COM 87235A10 1143 35413 SH SHARED 02 35413 D TD BANKNORTH INC COM 87235A10 86 2686 SH SHARED 06 2186 500 D TD BANKNORTH INC COM 87235A10 155 4803 SH SHARED 14 4803 D TD BANKNORTH INC COM 87235A10 2002 62043 SH SHARED 17 53800 8243 D TD AMERITRADE HLDG CORP COM 87236Y10 13660 844267 SH SHARED 844267 D TD AMERITRADE HLDG CORP COM 87236Y10 132 8200 SH SHARED 01 8200 D TD AMERITRADE HLDG CORP COM 87236Y10 2895 178972 SH SHARED 02 178972 D TD AMERITRADE HLDG CORP COM 87236Y10 2964 183200 SH SHARED 04 183200 D TD AMERITRADE HLDG CORP COM 87236Y10 1165 72032 SH SHARED 17 68932 3100 D TECO ENERGY INC COM 87237510 6270 363907 SH SHARED 363907 D TECO ENERGY INC COM 87237510 1183 68700 SH SHARED 01 49300 19400 D TECO ENERGY INC COM 87237510 918 53284 SH SHARED 02 47284 6000 D TECO ENERGY INC COM 87237510 188 10950 SH SHARED 06 10950 D TECO ENERGY INC COM 87237510 44 2600 SH SHARED 10 2600 D TECO ENERGY INC COM 87237510 8802 510888 SH SHARED 17 507788 3100 D TECO ENERGY INC COM 87237510 103 6000 SH SHR/OTHR 23 6000 D TEL OFFSHORE TR UNIT BEN INT 87238210 0 58 SH SHARED 02 58 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 9325 231346 SH SHARED 231346 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 3925 97391 SH SHARED 02 97391 D TESSCO TECHNOLOGIES INC COM 87238610 1 84 SH SHARED 84 D TF FINL CORP COM 87239110 1 61 SH SHARED 61 D TGC INDS INC COM NEW 87241730 1022 123099 SH SHARED 123099 D THQ INC COM NEW 87244340 1734 53330 SH SHARED 53330 D THQ INC COM NEW 87244340 1697 52187 SH SHARED 01 46250 5937 D THQ INC COM NEW 87244340 23092 710100 SH SHARED 10 710100 D THQ INC COM NEW 87244340 9973 306700 SH SHARED 17 301750 4950 D TIB FINL CORP COM 87244910 4 268 SH SHARED 268 D TJX COS INC NEW COM 87254010 21429 751396 SH SHARED 731796 19600 D TJX COS INC NEW COM 87254010 8902 312140 SH SHARED 01 164140 148000 D TJX COS INC NEW COM 87254010 96 3400 SH SHR/OTHR 01 3400 D TJX COS INC NEW COM 87254010 9343 327619 SH SHARED 02 327619 D TJX COS INC NEW COM 87254010 464 16300 SH SHARED 04 16300 D TJX COS INC NEW COM 87254010 7 260 SH SHARED 05 260 D TJX COS INC NEW COM 87254010 1522 53394 SH SHARED 06 49194 4200 D TJX COS INC NEW COM 87254010 59979 2103075 SH SHARED 10 1521820 581255 D TJX COS INC NEW COM 87254010 196 6900 SH SHR/OTHR 10 6900 D TJX COS INC NEW COM 87254010 367 12900 SH SHARED 14 12900 D TJX COS INC NEW COM 87254010 7411 259857 SH SHARED 17 255457 4400 D TJX COS INC NEW COM 87254010 80 2818 SH SHARED 18 2818 D TJX COS INC NEW COM 87254010 310 10900 SH SHARED 20 4025 6875 D TJX COS INC NEW COM 87254010 197 6925 SH SHARED 22 4125 2800 D TJX COS INC NEW COM 87254010 99 3500 SH SHARED 23 3500 D TJX COS INC NEW COM 87254010 39 1400 SH SHR/OTHR 23 1400 D TNT N V SPONSORED ADR 87260W10 5044 117100 SH SHARED 117100 D TNT N V SPONSORED ADR 87260W10 5 120 SH SHARED 02 120 D TRC COS INC COM 87262510 232 26981 SH SHARED 26981 D TRM CORP COM 87263610 46 21900 SH SHARED 21900 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 479 18546 SH SHARED 18546 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 442 17100 SH SHARED 01 9100 8000 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 6354 245625 SH SHARED 02 245625 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 106 4100 SH SHARED 10 4100 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 2480 95900 SH SHARED 17 95900 D TVI CORP NEW COM 87291610 1 805 SH SHARED 805 D TNS INC COM 87296010 359 18694 SH SHARED 18694 D TTM TECHNOLOGIES INC COM 87305R10 389 34335 SH SHARED 34335 D T-3 ENERGY SRVCS INC COM 87306E10 24 1130 SH SHARED 1130 D T-3 ENERGY SRVCS INC COM 87306E10 3307 150000 SH SHARED 17 150000 D TXU CORP COM 87316810 167380 3087637 SH SHARED 3044480 43157 D TXU CORP COM 87316810 3527 65068 SH SHARED 01 65068 D TXU CORP COM 87316810 157 2900 SH SHR/OTHR 01 2900 D TXU CORP COM 87316810 7019 129487 SH SHARED 02 128687 800 D TXU CORP COM 87316810 61680 1137800 SH SHARED 04 1137800 D TXU CORP COM 87316810 810 14950 SH SHARED 05 14950 D TXU CORP COM 87316810 41525 766008 SH SHARED 06 377478 388530 D TXU CORP COM 87316810 77512 1429854 SH SHARED 10 222724 1146030 61100 D TXU CORP COM 87316810 1661 30653 SH SHARED 14 30653 D TXU CORP COM 87316810 5421 100000 SH SHARED 16 100000 D TXU CORP COM 87316810 106339 1961621 SH SHARED 17 1920921 40700 D TXU CORP COM 87316810 109 2026 SH SHARED 20 56 1970 D TXU CORP COM 87316810 12 225 SH SHR/OTHR 22 225 D TXU CORP COM 87316810 487 9000 SH SHARED 23 9000 D TXU CORP COM 87316810 417 7700 SH SHR/OTHR 23 7700 D TAIWAN FD INC COM 87403610 185 10000 SH SHR/OTHR 23 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 16469 1506835 SH SHARED 1466372 40463 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 17 1621 SH SHARED 01 1621 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 10 1003 SH SHARED 02 1 1002 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 28657 2621936 SH SHARED 04 2621936 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2641 241635 SH SHARED 06 15038 226597 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1135 103859 SH SHARED 14 103859 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1639 150000 SH SHARED 17 150000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 5 514 SH SHARED 20 514 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2717 153003 SH SHARED 153003 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 175 9900 SH SHARED 01 9900 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 355 20000 SH SHARED 02 20000 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 15302 861599 SH SHARED 10 861599 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 380 21400 SH SHARED 17 21400 D TAL INTL GROUP INC COM 87408310 336 12612 SH SHARED 12612 D TALBOTS INC COM 87416110 4522 187650 SH SHARED 187650 D TALBOTS INC COM 87416110 14 605 SH SHARED 02 605 D TALBOTS INC COM 87416110 436 18100 SH SHARED 10 18100 D TALBOTS INC COM 87416110 245 10200 SH SHARED 17 10200 D TALEO CORP CL A 87424N10 145 10617 SH SHARED 10617 D TALISMAN ENERGY INC COM 87425E10 12209 718610 SH SHARED 709110 9500 D TALISMAN ENERGY INC COM 87425E10 2151 126644 SH SHARED 01 1500 125144 D TALISMAN ENERGY INC COM 87425E10 34 2025 SH SHR/OTHR 01 2025 D TALISMAN ENERGY INC COM 87425E10 14784 870191 SH SHARED 02 870191 D TALISMAN ENERGY INC COM 87425E10 2888 170000 SH SHARED 04 170000 D TALISMAN ENERGY INC COM 87425E10 6 400 SH SHARED 05 400 D TALISMAN ENERGY INC COM 87425E10 172 10129 SH SHARED 06 3829 6300 D TALISMAN ENERGY INC COM 87425E10 35 2100 SH SHARED 10 2100 D TALISMAN ENERGY INC COM 87425E10 813 47889 SH SHARED 14 47889 D TALISMAN ENERGY INC COM 87425E10 197 11600 SH SHARED 17 11600 D TALISMAN ENERGY INC COM 87425E10 265 15600 SH SHARED 19 15600 D TALISMAN ENERGY INC COM 87425E10 30 1800 SH SHARED 20 1800 D TALISMAN ENERGY INC COM 87425E10 366 21600 SH SHARED 23 21600 D TALISMAN ENERGY INC COM 87425E10 900 53000 SH SHR/OTHR 23 53000 D TAM SA SP ADR REP PFD 87484D10 6656 221800 SH SHARED 01 221800 D TAM SA SP ADR REP PFD 87484D10 360 12000 SH SHARED 02 12000 D TAM SA SP ADR REP PFD 87484D10 15999 533150 SH SHARED 04 533150 D TAM SA SP ADR REP PFD 87484D10 2037 67900 SH SHARED 06 35800 32100 D TAM SA SP ADR REP PFD 87484D10 23191 772800 SH SHARED 10 772800 D TALX CORP COM 87491810 1339 48783 SH SHARED 48783 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 1375 35208 SH SHARED 35208 D TANGER FACTORY OUTLET CTRS I COM 87546510 101 2600 SH SHARED 01 2600 D TANGER FACTORY OUTLET CTRS I COM 87546510 390 10000 SH SHR/OTHR 01 10000 D TANGER FACTORY OUTLET CTRS I COM 87546510 429 11000 SH SHARED 10 11000 D TANGER FACTORY OUTLET CTRS I COM 87546510 85907 2198250 SH SHARED 11 1264050 934200 D TANGER FACTORY OUTLET CTRS I COM 87546510 2002 51250 SH SHARED 17 33150 18100 D TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE 16650 14280000 PRN SHARED 02 14280000 D TANOX INC COM 87588Q10 376 18908 SH SHARED 18908 D TANOX INC COM 87588Q10 115 5794 SH SHARED 02 5794 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 5 1000 SH SHARED 1000 D TARGACEPT INC COM 87611R30 1604 177298 SH SHARED 177298 D TARGACEPT INC COM 87611R30 6754 746400 SH SHARED 02 745900 500 D TARGACEPT INC COM 87611R30 162 18000 SH SHARED 04 18000 D TARGET CORP COM 87612E10 74385 1303871 SH SHARED 1293361 10510 D TARGET CORP COM 87612E10 7568 132662 SH SHARED 01 2390 130272 D TARGET CORP COM 87612E10 559 9805 SH SHR/OTHR 01 9805 D TARGET CORP COM 87612E10 38758 679376 SH SHARED 02 669614 9762 D TARGET CORP COM 87612E10 313 5500 SH SHARED 04 3500 2000 D TARGET CORP COM 87612E10 1473 25830 SH SHARED 05 25830 D TARGET CORP COM 87612E10 4443 77894 SH SHARED 06 70641 7253 D TARGET CORP COM 87612E10 146497 2567885 SH SHARED 10 1133220 1016600 418065 D TARGET CORP COM 87612E10 519 9100 SH SHR/OTHR 10 9100 D TARGET CORP COM 87612E10 444 7796 SH SHARED 14 7796 D TARGET CORP COM 87612E10 25489 446800 SH SHARED 17 429500 17300 D TARGET CORP COM 87612E10 1657 29061 SH SHARED 20 4591 24470 D TARGET CORP COM 87612E10 633 11100 SH SHR/OTHR 20 11100 D TARGET CORP COM 87612E10 22 400 SH SHR/OTHR 21 400 D TARGET CORP COM 87612E10 246 4320 SH SHARED 22 2075 2245 D TARGET CORP COM 87612E10 114 2000 SH SHR/OTHR 22 2000 D TARGET CORP COM 87612E10 2108 36950 SH SHARED 23 32850 4100 D TARGET CORP COM 87612E10 3958 69382 SH SHR/OTHR 23 69382 D TARGETED GENETICS CORP COM NEW 87612M30 39 7302 SH SHARED 7302 D TARRAGON CORP COM 87628710 5959 489710 SH SHARED 489710 D TASER INTL INC COM 87651B10 368 48430 SH SHARED 48430 D TASER INTL INC COM 87651B10 3 400 SH SHARED 01 400 D TASTY BAKING CO COM 87655330 12 1376 SH SHARED 1376 D TATA MTRS LTD SPONSORED ADR 87656850 5056 247500 SH SHARED 217500 30000 D TATA MTRS LTD SPONSORED ADR 87656850 2717 133000 SH SHARED 04 133000 D TATA MTRS LTD SPONSORED ADR 87656850 181 8900 SH SHARED 10 8900 D TAUBMAN CTRS INC COM 87666410 526 10352 SH SHARED 10352 D TAUBMAN CTRS INC COM 87666410 188 3700 SH SHARED 01 3700 D TAUBMAN CTRS INC COM 87666410 895 17600 SH SHARED 02 10936 6664 D TAUBMAN CTRS INC COM 87666410 124011 2438300 SH SHARED 11 1498600 939700 D TAUBMAN CTRS INC COM 87666410 2265 44550 SH SHARED 17 38450 6100 D TAYLOR CAP GROUP INC COM 87685110 170 4652 SH SHARED 4652 D TAYLOR CAP GROUP INC COM 87685110 135 3700 SH SHARED 01 3700 D TAYLOR CAP GROUP INC COM 87685110 1039 28400 SH SHARED 10 28400 D TEAM INC COM 87815510 174 5001 SH SHARED 5001 D TEAM INC COM 87815510 48 1400 SH SHARED 21 1400 D TECH DATA CORP COM 87823710 13171 347818 SH SHARED 329418 18400 D TECH DATA CORP COM 87823710 1685 44500 SH SHARED 01 21500 23000 D TECH DATA CORP COM 87823710 229 6070 SH SHARED 02 6070 D TECH DATA CORP COM 87823710 337 8900 SH SHARED 06 8900 D TECH DATA CORP COM 87823710 2870 75800 SH SHARED 10 75800 D TECH DATA CORP COM 87823710 4882 128927 SH SHARED 17 11427 117500 D TECHTEAM GLOBAL INC COM 87831110 2 232 SH SHARED 232 D TECHE HLDG CO COM 87833010 5 100 SH SHARED 100 D TECHNE CORP COM 87837710 999 18020 SH SHARED 18020 D TECHNE CORP COM 87837710 709 12800 SH SHARED 01 12800 D TECHNE CORP COM 87837710 388 6998 SH SHARED 02 6998 D TECHNE CORP COM 87837710 49 900 SH SHARED 17 900 D TECHNICAL OLYMPIC USA INC COM 87848310 28931 2844752 SH SHARED 2844752 D TECHNICAL OLYMPIC USA INC COM 87848310 34 3400 SH SHARED 01 3400 D TECHNIP NEW SPONSORED ADR 87854620 391 5700 SH SHARED 5700 D TECHNIP NEW SPONSORED ADR 87854620 65 954 SH SHARED 02 954 D TECHNITROL INC COM 87855510 4813 201497 SH SHARED 201497 D TECHNITROL INC COM 87855510 790 33100 SH SHARED 01 33100 D TECHNITROL INC COM 87855510 1079 45200 SH SHARED 17 28000 17200 D TECHNOLOGY INVT CAP CORP COM 87871730 237 14739 SH SHARED 14739 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 12 SH SHARED 02 12 D TECHWELL INC COM 87874D10 73 4601 SH SHARED 4601 D TECK COMINCO LTD CL B 87874220 7082 94001 SH SHARED 93036 965 D TECK COMINCO LTD CL B 87874220 72 966 SH SHARED 01 966 D TECK COMINCO LTD CL B 87874220 14237 188952 SH SHARED 02 188952 D TECK COMINCO LTD CL B 87874220 3390 45000 SH SHARED 04 45000 D TECK COMINCO LTD CL B 87874220 7 100 SH SHARED 05 100 D TECK COMINCO LTD CL B 87874220 1937 25708 SH SHARED 06 17108 8600 D TECK COMINCO LTD CL B 87874220 8230 109230 SH SHARED 10 103930 5300 D TECK COMINCO LTD CL B 87874220 392 5204 SH SHARED 14 5204 D TECK COMINCO LTD CL B 87874220 2405 31930 SH SHARED 17 30230 1700 D TECUMSEH PRODS CO CL A 87889520 495 29321 SH SHARED 29321 D TECUMSEH PRODS CO CL A 87889520 246 14600 SH SHARED 17 14600 D TEJON RANCH CO DEL COM 87908010 1111 19907 SH SHARED 19907 D TEJON RANCH CO DEL COM 87908010 111 2000 SH SHARED 20 2000 D TEKELEC NOTE 2.250% 6/1 879101AE 4553 4522000 PRN SHARED 4522000 D TEKELEC COM 87910110 2781 187532 SH SHARED 187532 D TEKELEC COM 87910110 618 41700 SH SHARED 01 40100 1600 D TEKELEC COM 87910110 116 7858 SH SHARED 02 900 6958 D TEKELEC COM 87910110 129 8700 SH SHARED 17 8700 D TEKELEC COM 87910110 56 3800 SH SHARED 21 3800 D TEKTRONIX INC COM 87913110 5022 172164 SH SHARED 172164 D TEKTRONIX INC COM 87913110 551 18899 SH SHARED 01 18899 D TEKTRONIX INC COM 87913110 816 27986 SH SHARED 02 27986 D TEKTRONIX INC COM 87913110 129 4450 SH SHARED 06 4450 D TEKTRONIX INC COM 87913110 3748 128500 SH SHARED 10 128500 D TEKTRONIX INC COM 87913110 1115 38234 SH SHARED 17 37634 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 25479 1707733 SH SHARED 1675533 32200 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 22 1485 SH SHARED 02 1485 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 1781 119425 SH SHARED 04 119425 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 28 800 SH SHARED 800 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 49 1400 SH SHARED 02 1400 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 5453 181004 SH SHARED 181004 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 12 400 SH SHARED 02 400 D TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y20 147 5853 SH SHARED 02 5853 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 184 9200 SH SHARED 9200 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 2 105 SH SHARED 02 105 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 800 40000 SH SHARED 04 40000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 3195 118708 SH SHARED 118708 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 22 850 SH SHARED 02 850 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 4 170 SH SHARED 10 170 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 26 1000 SH SHR/OTHR 23 1000 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 1811 59020 SH SHARED 59020 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 3292 128480 SH SHARED 128480 D TELECOMMUNICATION SYS INC CL A 87929J10 2 773 SH SHARED 773 D TELEDYNE TECHNOLOGIES INC COM 87936010 2612 65092 SH SHARED 65092 D TELEDYNE TECHNOLOGIES INC COM 87936010 349 8700 SH SHARED 17 3100 5600 D TELEDYNE TECHNOLOGIES INC COM 87936010 1 35 SH SHARED 20 35 D TELEFLEX INC COM 87936910 3929 60869 SH SHARED 60869 D TELEFLEX INC COM 87936910 1234 19125 SH SHARED 01 7200 11925 D TELEFLEX INC COM 87936910 278 4319 SH SHARED 02 4285 34 D TELEFLEX INC COM 87936910 83 1300 SH SHARED 10 1300 D TELEFLEX INC COM 87936910 1265 19600 SH SHARED 17 13800 5800 D TELEFLEX INC COM 87936910 71 1100 SH SHARED 21 1100 D TELEFLEX INC COM 87936910 77 1200 SH SHR/OTHR 23 1200 D TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 23 1300 SH SHARED 1300 D TELEFONICA S A SPONSORED ADR 87938220 648 10180 SH SHARED 10178 2 D TELEFONICA S A SPONSORED ADR 87938220 766 12025 SH SHARED 01 8185 3840 D TELEFONICA S A SPONSORED ADR 87938220 370 5816 SH SHARED 10 5816 D TELEFONICA S A SPONSORED ADR 87938220 978 15343 SH SHARED 20 6205 9138 D TELEFONICA S A SPONSORED ADR 87938220 163 2557 SH SHR/OTHR 20 2557 D TELEFONICA S A SPONSORED ADR 87938220 15 240 SH SHR/OTHR 21 240 D TELEFONICA S A SPONSORED ADR 87938220 86 1350 SH SHR/OTHR 23 1350 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 4692 166056 SH SHARED 166056 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 161 5700 SH SHR/OTHR 01 5700 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1119 39600 SH SHARED 02 37000 2600 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 7087 250800 SH SHARED 17 250800 D TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 67 2400 SH SHR/OTHR 20 2400 D TELEPHONE & DATA SYS INC COM 87943310 6000 110451 SH SHARED 110451 D TELEPHONE & DATA SYS INC COM 87943310 1559 28700 SH SHARED 01 28700 D TELEPHONE & DATA SYS INC COM 87943310 668 12311 SH SHARED 02 12311 D TELEPHONE & DATA SYS INC COM 87943310 116 2150 SH SHARED 06 1700 450 D TELEPHONE & DATA SYS INC COM 87943310 124 2300 SH SHARED 10 2300 D TELEPHONE & DATA SYS INC COM 87943310 1287 23700 SH SHARED 17 9600 14100 D TELEPHONE & DATA SYS INC SPL COM 87943386 28 575 SH SHARED 575 D TELEPHONE & DATA SYS INC SPL COM 87943386 406 8200 SH SHARED 01 8200 D TELEPHONE & DATA SYS INC SPL COM 87943386 37 750 SH SHARED 02 750 D TELEPHONE & DATA SYS INC SPL COM 87943386 44 900 SH SHARED 06 400 500 D TELEPHONE & DATA SYS INC SPL COM 87943386 91 1850 SH SHARED 21 1850 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 279 7303 SH SHARED 7303 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 420 11000 SH SHARED 04 11000 D TELENOR ASA SPONSORED ADR 87944W10 28 500 SH SHARED 10 500 D TELIK INC COM 87959M10 1374 310270 SH SHARED 310270 D TELIK INC COM 87959M10 24 5600 SH SHARED 02 5600 D TELIK INC COM 87959M10 15 3400 SH SHARED 17 3400 D TELKONET INC COM 87960410 3 1319 SH SHARED 1319 D TELLABS INC COM 87966410 8161 795455 SH SHARED 795455 D TELLABS INC COM 87966410 529 51602 SH SHARED 01 51602 D TELLABS INC COM 87966410 808 78805 SH SHARED 02 78805 D TELLABS INC COM 87966410 410 40000 SH SHARED 04 40000 D TELLABS INC COM 87966410 423 41310 SH SHARED 06 36700 4610 D TELLABS INC COM 87966410 91 8895 SH SHARED 14 8895 D TELLABS INC COM 87966410 1901 185346 SH SHARED 17 181946 3400 D TELLABS INC COM 87966410 64 6280 SH SHARED 21 6280 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 11 710 SH SHARED 710 D TELSTRA CORP LTD SPON ADR FINAL 87969N20 3 215 SH SHARED 10 215 D TELULAR CORP COM NEW 87970T20 1 398 SH SHARED 398 D TELUS CORP NON-VTG SHS 87971M20 63 1431 SH SHARED 1431 D TELUS CORP NON-VTG SHS 87971M20 89 1996 SH SHARED 01 1996 D TELUS CORP NON-VTG SHS 87971M20 1736 38878 SH SHARED 02 38878 D TELUS CORP NON-VTG SHS 87971M20 4 100 SH SHARED 05 100 D TELUS CORP NON-VTG SHS 87971M20 49 1100 SH SHARED 06 500 600 D TELUS CORP NON-VTG SHS 87971M20 26923 602710 SH SHARED 10 10650 592060 D TELUS CORP NON-VTG SHS 87971M20 341 7655 SH SHARED 14 7655 D TELUS CORP NON-VTG SHS 87971M20 165 3700 SH SHARED 17 3700 D TEMECULA VY BANCORP INC CA COM 87972L10 5 213 SH SHARED 213 D TEMPLE INLAND INC COM 87986810 20676 449187 SH SHARED 449187 D TEMPLE INLAND INC COM 87986810 861 18718 SH SHARED 01 2500 16218 D TEMPLE INLAND INC COM 87986810 182 3960 SH SHR/OTHR 01 3960 D TEMPLE INLAND INC COM 87986810 1166 25338 SH SHARED 02 24884 454 D TEMPLE INLAND INC COM 87986810 417 9070 SH SHARED 06 8550 520 D TEMPLE INLAND INC COM 87986810 10047 218280 SH SHARED 10 155380 62900 D TEMPLE INLAND INC COM 87986810 207 4500 SH SHR/OTHR 10 4500 D TEMPLE INLAND INC COM 87986810 1505 32700 SH SHARED 14 32700 D TEMPLE INLAND INC COM 87986810 4371 94978 SH SHARED 17 92978 2000 D TEMPLE INLAND INC COM 87986810 2 65 SH SHR/OTHR 21 65 D TELETECH HOLDINGS INC COM 87993910 710 29736 SH SHARED 29736 D TEMPLETON DRAGON FD INC COM 88018T10 99 3786 SH SHARED 3786 D TEMPLETON DRAGON FD INC COM 88018T10 131 5000 SH SHARED 01 5000 D TEMPLETON DRAGON FD INC COM 88018T10 262 10000 SH SHR/OTHR 01 10000 D TEMPLETON DRAGON FD INC COM 88018T10 15 600 SH SHARED 02 600 D TEMPLETON DRAGON FD INC COM 88018T10 136 5183 SH SHR/OTHR 20 5183 D TEMPLETON EMERGING MKTS FD I COM 88019110 848 46301 SH SHARED 46301 D TEMPLETON EMERGING MKTS FD I COM 88019110 219 12000 SH SHR/OTHR 23 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 123 9040 SH SHARED 9040 D TEMPLETON EMERG MKTS INCOME COM 88019210 27 2000 SH SHARED 02 2000 D TEMPLETON EMERG MKTS INCOME COM 88019210 1872 137194 SH SHR/OTHR 23 137194 D TEMPLETON GLOBAL INCOME FD COM 88019810 128 13600 SH SHARED 13600 D TEMPLETON GLOBAL INCOME FD COM 88019810 6 700 SH SHARED 02 700 D TEMPLETON GLOBAL INCOME FD COM 88019810 47 5000 SH SHR/OTHR 20 5000 D TEMPLETON RUS AND EAST EUR F COM 88022F10 30 350 SH SHARED 02 350 D TEMPUR PEDIC INTL INC COM 88023U10 826 40383 SH SHARED 40383 D TEMPUR PEDIC INTL INC COM 88023U10 9599 469200 SH SHARED 02 469200 D TEMPUR PEDIC INTL INC COM 88023U10 591 28900 SH SHARED 17 28900 D TEMPUR PEDIC INTL INC COM 88023U10 21 1042 SH SHARED 20 1042 D TENARIS S A SPONSORED ADR 88031M10 3501 70180 SH SHARED 70180 D TENARIS S A SPONSORED ADR 88031M10 15943 319576 SH SHARED 01 319576 D TENARIS S A SPONSORED ADR 88031M10 1247 25000 SH SHARED 02 25000 D TENARIS S A SPONSORED ADR 88031M10 2594 52000 SH SHARED 04 52000 D TENARIS S A SPONSORED ADR 88031M10 56905 1140620 SH SHARED 10 1117720 22900 D TENARIS S A SPONSORED ADR 88031M10 768 15400 SH SHARED 14 15400 D TENARIS S A SPONSORED ADR 88031M10 2058 41270 SH SHARED 17 41270 D TENET HEALTHCARE CORP COM 88033G10 17002 2439357 SH SHARED 2439357 D TENET HEALTHCARE CORP COM 88033G10 463 66566 SH SHARED 01 66566 D TENET HEALTHCARE CORP COM 88033G10 570 81797 SH SHARED 02 81367 430 D TENET HEALTHCARE CORP COM 88033G10 3 450 SH SHARED 05 450 D TENET HEALTHCARE CORP COM 88033G10 297 42675 SH SHARED 06 37150 5525 D TENET HEALTHCARE CORP COM 88033G10 1556 223298 SH SHARED 17 189948 33350 D TENNANT CO COM 88034510 371 12805 SH SHARED 12805 D TENNANT CO COM 88034510 29 1000 SH SHARED 17 1000 D TENNECO INC COM 88034910 4497 181927 SH SHARED 181927 D TENNECO INC COM 88034910 393 15900 SH SHARED 01 9400 6500 D TENNECO INC COM 88034910 26 1072 SH SHARED 02 1072 D TENNECO INC COM 88034910 3277 132600 SH SHARED 10 132600 D TENNECO INC COM 88034910 1189 48100 SH SHARED 17 48100 D TENNESSEE COMMERCE BANCORP I COM 88043P10 3 110 SH SHARED 110 D TERADYNE INC COM 88077010 4870 325552 SH SHARED 325552 D TERADYNE INC COM 88077010 707 47271 SH SHARED 01 28700 18571 D TERADYNE INC COM 88077010 808 54013 SH SHARED 02 54013 D TERADYNE INC COM 88077010 255 17080 SH SHARED 06 14650 2430 D TERADYNE INC COM 88077010 672 44933 SH SHARED 14 44933 D TERADYNE INC COM 88077010 1531 102362 SH SHARED 17 100062 2300 D TEREX CORP NEW COM 88077910 8622 133523 SH SHARED 133523 D TEREX CORP NEW COM 88077910 1666 25800 SH SHARED 01 14600 11200 D TEREX CORP NEW COM 88077910 1390 21527 SH SHARED 02 21047 480 D TEREX CORP NEW COM 88077910 755 11700 SH SHARED 06 10900 800 D TEREX CORP NEW COM 88077910 2317 35880 SH SHARED 10 35880 D TEREX CORP NEW COM 88077910 374 5800 SH SHARED 14 5800 D TEREX CORP NEW COM 88077910 75461 1168500 SH SHARED 17 1167100 1400 D TEREX CORP NEW COM 88077910 16 260 SH SHARED 20 260 D TERCICA INC COM 88078L10 811 162364 SH SHARED 162364 D TERCICA INC COM 88078L10 22 4468 SH SHARED 02 4468 D TERCICA INC COM 88078L10 3866 773311 SH SHARED 04 773311 D TERNIUM SA SPON ADR 88089010 5 200 SH SHARED 200 D TERNIUM SA SPON ADR 88089010 9836 333000 SH SHARED 01 333000 D TERNIUM SA SPON ADR 88089010 3249 110000 SH SHARED 04 110000 D TERRA INDS INC COM 88091510 887 74100 SH SHARED 74100 D TERRA INDS INC COM 88091510 13980 1167000 SH SHARED 17 1130900 36100 D TERRA NITROGEN CO L P COM UNIT 88100520 6 180 SH SHARED 180 D TERREMARK WORLDWIDE INC NOTE 9.000% 6/1 881448AC 6220 6081000 PRN SHARED 6081000 D TERREMARK WORLDWIDE INC COM NEW 88144820 968 144183 SH SHARED 144183 D TERREMARK WORLDWIDE INC COM NEW 88144820 6 1000 SH SHARED 01 1000 D TERREMARK WORLDWIDE INC COM NEW 88144820 1 220 SH SHARED 02 220 D TESORO CORP COM 88160910 12863 195588 SH SHARED 188888 6700 D TESORO CORP COM 88160910 902 13729 SH SHARED 01 12234 1495 D TESORO CORP COM 88160910 488 7427 SH SHARED 02 827 6600 D TESORO CORP COM 88160910 141 2150 SH SHARED 06 1800 350 D TESORO CORP COM 88160910 208 3175 SH SHARED 10 3175 D TESORO CORP COM 88160910 369 5624 SH SHARED 14 5624 D TESORO CORP COM 88160910 5195 79000 SH SHARED 17 45700 33300 D TESORO CORP COM 88160910 4 75 SH SHR/OTHR 21 75 D TETRA TECHNOLOGIES INC DEL COM 88162F10 1345 52612 SH SHARED 52612 D TETRA TECHNOLOGIES INC DEL COM 88162F10 143 5600 SH SHARED 01 5600 D TETRA TECHNOLOGIES INC DEL COM 88162F10 202 7915 SH SHARED 02 7915 D TETRA TECHNOLOGIES INC DEL COM 88162F10 10 400 SH SHARED 17 400 D TETRA TECH INC NEW COM 88162G10 808 44713 SH SHARED 44713 D TETRA TECH INC NEW COM 88162G10 871 48200 SH SHARED 01 48200 D TETRA TECH INC NEW COM 88162G10 74 4105 SH SHARED 02 4105 D TETRA TECH INC NEW COM 88162G10 410 22700 SH SHARED 17 22700 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 39447 1269217 SH SHARED 1267417 1800 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 4282 137800 SH SHARED 01 127200 10600 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1732 55759 SH SHARED 02 20044 35715 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 34707 1116700 SH SHARED 04 1116700 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 82 2646 SH SHARED 06 2646 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 37669 1212011 SH SHARED 10 721640 438900 51471 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 226 7300 SH SHARED 15 7300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3729 120000 SH SHARED 16 120000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1332 42863 SH SHARED 17 42600 263 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 18 600 SH SHARED 20 600 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 9 300 SH SHARED 23 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 37 1200 SH SHR/OTHR 23 1200 D TETON ENERGY CORP COM 88162810 1 362 SH SHARED 362 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 50032 52500000 PRN SHARED 52500000 D TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 2382 2500000 PRN SHARED 06 2500000 D TESSERA TECHNOLOGIES INC COM 88164L10 6847 169739 SH SHARED 169739 D TESSERA TECHNOLOGIES INC COM 88164L10 129 3200 SH SHARED 01 3200 D TESSERA TECHNOLOGIES INC COM 88164L10 93 2319 SH SHARED 02 2319 D TESSERA TECHNOLOGIES INC COM 88164L10 2133 52900 SH SHARED 10 52900 D TESSERA TECHNOLOGIES INC COM 88164L10 9996 247800 SH SHARED 17 192400 55400 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 9983 9740000 PRN SHARED 02 9740000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 3453 3750000 PRN SHARED 3750000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 501 545000 PRN SHARED 02 545000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 2072 2250000 PRN SHARED 06 2250000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 359 18093 SH SHARED 18093 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 206 10400 SH SHARED 17 10400 D TEXAS INDS INC COM 88249110 1155 17992 SH SHARED 17992 D TEXAS INDS INC COM 88249110 655 10200 SH SHARED 01 10200 D TEXAS INDS INC COM 88249110 10777 167800 SH SHARED 17 162700 5100 D TEXAS INSTRS INC COM 88250810 151086 5246045 SH SHARED 5178068 67977 D TEXAS INSTRS INC COM 88250810 13292 461536 SH SHARED 01 150900 310636 D TEXAS INSTRS INC COM 88250810 616 21410 SH SHR/OTHR 01 21410 D TEXAS INSTRS INC COM 88250810 10811 375404 SH SHARED 02 343591 31813 D TEXAS INSTRS INC COM 88250810 9465 328651 SH SHARED 04 304512 24139 D TEXAS INSTRS INC COM 88250810 752 26140 SH SHARED 05 26140 D TEXAS INSTRS INC COM 88250810 4949 171862 SH SHARED 06 130522 41340 D TEXAS INSTRS INC COM 88250810 131099 4552080 SH SHARED 10 2481045 1407110 663925 D TEXAS INSTRS INC COM 88250810 1114 38700 SH SHR/OTHR 10 38700 D TEXAS INSTRS INC COM 88250810 1480 51400 SH SHARED 14 51400 D TEXAS INSTRS INC COM 88250810 1440 50000 SH SHARED 15 50000 D TEXAS INSTRS INC COM 88250810 30706 1066187 SH SHARED 17 828487 237700 D TEXAS INSTRS INC COM 88250810 6113 212271 SH SHARED 19 212271 D TEXAS INSTRS INC COM 88250810 3342 116076 SH SHARED 20 12161 103915 D TEXAS INSTRS INC COM 88250810 486 16890 SH SHR/OTHR 20 16890 D TEXAS INSTRS INC COM 88250810 135 4720 SH SHARED 21 4720 D TEXAS INSTRS INC COM 88250810 63 2195 SH SHR/OTHR 21 2195 D TEXAS INSTRS INC COM 88250810 151 5255 SH SHARED 22 3100 2155 D TEXAS INSTRS INC COM 88250810 126 4380 SH SHR/OTHR 22 4380 D TEXAS INSTRS INC COM 88250810 1148 39866 SH SHARED 23 38166 1700 D TEXAS INSTRS INC COM 88250810 1983 68856 SH SHR/OTHR 23 68856 D TEXAS ROADHOUSE INC CL A 88268110 560 42265 SH SHARED 42265 D TEXAS ROADHOUSE INC CL A 88268110 54 4100 SH SHARED 01 3350 750 D TEXAS ROADHOUSE INC CL A 88268110 5208 392800 SH SHARED 10 392800 D TEXAS ROADHOUSE INC CL A 88268110 12616 951500 SH SHARED 17 584400 367100 D TEXAS UTD BANCSHARES INC COM 88283810 248 7236 SH SHARED 7236 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 17053 181861 SH SHARED 181861 D TEXTRON INC COM 88320310 2163 23076 SH SHARED 01 900 22176 D TEXTRON INC COM 88320310 637 6800 SH SHR/OTHR 01 6800 D TEXTRON INC COM 88320310 2175 23204 SH SHARED 02 21563 1641 D TEXTRON INC COM 88320310 7501 80000 SH SHARED 04 80000 D TEXTRON INC COM 88320310 4 50 SH SHARED 05 50 D TEXTRON INC COM 88320310 5004 53367 SH SHARED 06 17377 35990 D TEXTRON INC COM 88320310 8271 88209 SH SHARED 10 48900 39309 D TEXTRON INC COM 88320310 323 3453 SH SHARED 14 3453 D TEXTRON INC COM 88320310 3516 37500 SH SHARED 15 37500 D TEXTRON INC COM 88320310 4985 53168 SH SHARED 17 52168 1000 D TEXTRON INC COM 88320310 39 425 SH SHARED 23 425 D THE BANK HOLDINGS INC COM 88331E10 1 102 SH SHARED 102 D THE9 LTD ADR 88337K10 2653 82359 SH SHARED 82359 D THERAGENICS CORP COM 88337510 855 276070 SH SHARED 276070 D THERAVANCE INC COM 88338T10 35 1164 SH SHARED 1164 D THERAVANCE INC COM 88338T10 441 14286 SH SHARED 01 14286 D THERMA-WAVE INC COM 88343A10 27 22700 SH SHARED 22700 D THERMAGE INC COM 88343R10 1 148 SH SHARED 148 D THERMO FISHER SCIENTIFIC INC COM 88355610 28605 631610 SH SHARED 631610 D THERMO FISHER SCIENTIFIC INC COM 88355610 7993 176488 SH SHARED 01 117235 59253 D THERMO FISHER SCIENTIFIC INC COM 88355610 11478 253438 SH SHARED 02 244528 8910 D THERMO FISHER SCIENTIFIC INC COM 88355610 11096 245000 SH SHARED 04 245000 D THERMO FISHER SCIENTIFIC INC COM 88355610 9 200 SH SHARED 05 200 D THERMO FISHER SCIENTIFIC INC COM 88355610 4168 92051 SH SHARED 06 33811 58240 D THERMO FISHER SCIENTIFIC INC COM 88355610 94355 2083368 SH SHARED 10 421580 1623488 38300 D THERMO FISHER SCIENTIFIC INC COM 88355610 269 5954 SH SHARED 14 5954 D THERMO FISHER SCIENTIFIC INC COM 88355610 48995 1081821 SH SHARED 17 1076421 5400 D THERMO FISHER SCIENTIFIC INC COM 88355610 121 2680 SH SHARED 20 1580 1100 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 70 1550 SH SHARED 23 1060 490 D THERMO FISHER SCIENTIFIC INC COM 88355610 527 11650 SH SHR/OTHR 23 11650 D THERMOGENESIS CORP COM NEW 88362320 184 42756 SH SHARED 42756 D THESTREET COM COM 88368Q10 5233 588034 SH SHARED 588034 D THINK PARTNERSHIP INC COM 88409N10 4 1237 SH SHARED 1237 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 4 1022 SH SHARED 1022 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 21 4420 SH SHARED 02 4420 D THOMAS & BETTS CORP COM 88431510 2465 52148 SH SHARED 52148 D THOMAS & BETTS CORP COM 88431510 1479 31300 SH SHARED 01 13300 18000 D THOMAS & BETTS CORP COM 88431510 278 5900 SH SHARED 02 5900 D THOMAS & BETTS CORP COM 88431510 5238 110800 SH SHARED 04 110800 D THOMAS & BETTS CORP COM 88431510 9456 200000 SH SHARED 17 200000 D THOMAS & BETTS CORP COM 88431510 921 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 86 5400 SH SHARED 02 5400 D THOMAS PPTYS GROUP INC COM 88445310 10038 627000 SH SHARED 17 627000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 119 5677 SH SHARED 5677 D THOMAS WEISEL PARTNERS GRP I COM 88448110 834 39550 SH SHARED 01 39275 275 D THOMAS WEISEL PARTNERS GRP I COM 88448110 3597 170500 SH SHARED 10 170500 D THOMAS WEISEL PARTNERS GRP I COM 88448110 7669 363500 SH SHARED 17 363500 D THOMSON CORP COM 88490310 4903 118331 SH SHARED 118331 D THOMSON CORP COM 88490310 111 2697 SH SHARED 01 2697 D THOMSON CORP COM 88490310 3791 91496 SH SHARED 02 91496 D THOMSON CORP COM 88490310 8 200 SH SHARED 05 200 D THOMSON CORP COM 88490310 76 1838 SH SHARED 06 538 1300 D THOMSON CORP COM 88490310 243 5869 SH SHARED 14 5869 D THOMSON CORP COM 88490310 248 6000 SH SHARED 17 6000 D THOR INDS INC COM 88516010 709 16137 SH SHARED 16137 D THOR INDS INC COM 88516010 932 21200 SH SHARED 01 9500 11700 D THOR INDS INC COM 88516010 174 3957 SH SHARED 02 3957 D THORATEC CORP COM NEW 88517530 720 40979 SH SHARED 40979 D THORATEC CORP COM NEW 88517530 469 26700 SH SHARED 01 26700 D THORATEC CORP COM NEW 88517530 8 490 SH SHARED 02 490 D THORATEC CORP COM NEW 88517530 7068 402100 SH SHARED 10 402100 D THORATEC CORP COM NEW 88517530 152 8700 SH SHARED 17 8700 D THORNBURG MTG INC COM 88521810 5299 210896 SH SHARED 210896 D THORNBURG MTG INC COM 88521810 7 300 SH SHARED 01 300 D THORNBURG MTG INC COM 88521810 52 2098 SH SHARED 02 1848 250 D THORNBURG MTG INC COM 88521810 30784 1225000 SH SHARED 17 1180800 44200 D 3COM CORP COM 88553510 5335 1298085 SH SHARED 1298085 D 3COM CORP COM 88553510 943 229500 SH SHARED 01 78000 151500 D 3COM CORP COM 88553510 162 39425 SH SHARED 02 39000 425 D 3COM CORP COM 88553510 559 136150 SH SHARED 04 136150 D 3COM CORP COM 88553510 12033 2927900 SH SHARED 10 2856150 71750 D 3COM CORP COM 88553510 147 36000 SH SHARED 15 36000 D 3COM CORP COM 88553510 644 156800 SH SHARED 17 62900 93900 D 3-D SYS CORP DEL COM NEW 88554D20 190 11925 SH SHARED 11925 D 3M CO NOTE 11/2 88579YAB 2280 2500000 PRN SHARED 06 2500000 D 3M CO COM 88579Y10 93 1200 SH SHARED 1200 D 3M CO COM 88579Y10 397083 5095383 SH SHARED 5073977 21406 D 3M CO COM 88579Y10 13408 172052 SH SHARED 01 400 171652 D 3M CO COM 88579Y10 1155 14824 SH SHR/OTHR 01 14824 D 3M CO COM 88579Y10 35388 454104 SH SHARED 02 433779 20325 D 3M CO COM 88579Y10 9081 116534 SH SHARED 04 116342 192 D 3M CO COM 88579Y10 24 320 SH SHARED 05 320 D 3M CO COM 88579Y10 9086 116604 SH SHARED 06 82944 33660 D 3M CO COM 88579Y10 5666 72718 SH SHARED 10 41200 31518 D 3M CO COM 88579Y10 1441 18500 SH SHR/OTHR 10 18500 D 3M CO COM 88579Y10 1341 17220 SH SHARED 14 17220 D 3M CO COM 88579Y10 5455 70000 SH SHARED 15 70000 D 3M CO COM 88579Y10 3896 50000 SH SHARED 16 50000 D 3M CO COM 88579Y10 324157 4159601 SH SHARED 17 4131901 27700 D 3M CO COM 88579Y10 93 1200 SH SHARED 19 1200 D 3M CO COM 88579Y10 1376 17664 SH SHARED 20 1948 15716 D 3M CO COM 88579Y10 1751 22480 SH SHR/OTHR 20 22480 D 3M CO COM 88579Y10 275 3532 SH SHARED 21 3532 D 3M CO COM 88579Y10 376 4830 SH SHR/OTHR 21 4830 D 3M CO COM 88579Y10 857 11000 SH SHARED 22 11000 D 3M CO COM 88579Y10 109 1400 SH SHR/OTHR 22 1400 D 3M CO COM 88579Y10 11021 141424 SH SHARED 23 137424 4000 D 3M CO COM 88579Y10 9547 122509 SH SHR/OTHR 23 122509 D THRESHOLD PHARMACEUTICAL INC COM 88580710 469 126817 SH SHARED 126817 D THRESHOLD PHARMACEUTICAL INC COM 88580710 15 4185 SH SHARED 02 4185 D TIBCO SOFTWARE INC COM 88632Q10 6136 650019 SH SHARED 650019 D TIBCO SOFTWARE INC COM 88632Q10 662 70200 SH SHARED 02 70200 D TIBCO SOFTWARE INC COM 88632Q10 1227 130000 SH SHARED 04 130000 D TIBCO SOFTWARE INC COM 88632Q10 1834 194300 SH SHARED 14 194300 D TIBCO SOFTWARE INC COM 88632Q10 364 38640 SH SHARED 17 40 38600 D TIDEWATER INC COM 88642310 8463 175011 SH SHARED 175011 D TIDEWATER INC COM 88642310 1600 33100 SH SHARED 01 16200 16900 D TIDEWATER INC COM 88642310 1317 27242 SH SHARED 02 27242 D TIDEWATER INC COM 88642310 203 4200 SH SHARED 06 4200 D TIDEWATER INC COM 88642310 1702 35200 SH SHARED 10 35200 D TIDEWATER INC COM 88642310 860 17800 SH SHARED 17 16400 1400 D TIERONE CORP COM 88650R10 1719 54403 SH SHARED 54403 D TIERONE CORP COM 88650R10 53 1700 SH SHARED 01 1700 D TIERONE CORP COM 88650R10 1431 45300 SH SHARED 10 45300 D TIERONE CORP COM 88650R10 414 13100 SH SHARED 17 13100 D TIERONE CORP COM 88650R10 7 225 SH SHARED 20 225 D TIENS BIOTECH GROUP USA INC COM 88650T10 11 2900 SH SHARED 2900 D TIFFANY & CO NEW COM 88654710 11615 296002 SH SHARED 296002 D TIFFANY & CO NEW COM 88654710 648 16520 SH SHARED 01 16520 D TIFFANY & CO NEW COM 88654710 2739 69813 SH SHARED 02 23978 45835 D TIFFANY & CO NEW COM 88654710 1373 35000 SH SHARED 04 35000 D TIFFANY & CO NEW COM 88654710 5 130 SH SHARED 05 130 D TIFFANY & CO NEW COM 88654710 324 8270 SH SHARED 06 7550 720 D TIFFANY & CO NEW COM 88654710 2550 65000 SH SHARED 10 65000 D TIFFANY & CO NEW COM 88654710 1962 50000 SH SHARED 15 50000 D TIFFANY & CO NEW COM 88654710 5453 138986 SH SHARED 17 137386 1600 D TIFFANY & CO NEW COM 88654710 189 4830 SH SHARED 20 4830 D TIFFANY & CO NEW COM 88654710 818 20870 SH SHR/OTHR 20 20870 D TIFFANY & CO NEW COM 88654710 231 5900 SH SHARED 23 5900 D TIFFANY & CO NEW COM 88654710 392 10000 SH SHR/OTHR 23 10000 D TIM HORTONS INC COM 88706M10 51 1778 SH SHARED 1778 D TIM HORTONS INC COM 88706M10 310 10722 SH SHARED 01 10722 D TIM HORTONS INC COM 88706M10 360 12456 SH SHARED 02 2456 10000 D TIM HORTONS INC COM 88706M10 153 5293 SH SHARED 06 4129 1164 D TIM HORTONS INC COM 88706M10 1933 66763 SH SHARED 10 66763 D TIM HORTONS INC COM 88706M10 267 9253 SH SHARED 17 7088 2165 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 330 9540 SH SHARED 9540 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 6147 177560 SH SHARED 01 174660 2900 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 2 60 SH SHARED 02 60 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 2639 76250 SH SHARED 04 76250 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 14464 417800 SH SHARED 10 411800 6000 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 13965 403400 SH SHARED 17 403400 D TIMBERLAND BANCORP INC COM 88709810 2 80 SH SHARED 80 D TIMBERLAND CO CL A 88710010 1927 61047 SH SHARED 61047 D TIMBERLAND CO CL A 88710010 502 15900 SH SHARED 01 15900 D TIMBERLAND CO CL A 88710010 407 12899 SH SHARED 02 5000 7899 D TIMBERLAND CO CL A 88710010 9 300 SH SHARED 17 300 D TIME WARNER INC COM 88731710 272 12500 SH SHARED 12500 D TIME WARNER INC COM 88731710 470446 21599908 SH SHARED 21588629 11279 D TIME WARNER INC COM 88731710 22788 1046324 SH SHARED 01 527457 518867 D TIME WARNER INC COM 88731710 3478 159691 SH SHR/OTHR 01 159691 D TIME WARNER INC COM 88731710 55150 2532152 SH SHARED 02 2420794 111358 D TIME WARNER INC COM 88731710 207636 9533350 SH SHARED 04 9494750 38600 D TIME WARNER INC COM 88731710 35 1630 SH SHARED 05 1630 D TIME WARNER INC COM 88731710 19356 888749 SH SHARED 06 443669 445080 D TIME WARNER INC COM 88731710 23503 1079146 SH SHARED 10 493058 586088 D TIME WARNER INC COM 88731710 914 41967 SH SHR/OTHR 10 41967 D TIME WARNER INC COM 88731710 4085 187579 SH SHARED 14 187579 D TIME WARNER INC COM 88731710 3657 167930 SH SHARED 15 167930 D TIME WARNER INC COM 88731710 38967 1789148 SH SHARED 17 1613548 175600 D TIME WARNER INC COM 88731710 248 11400 SH SHARED 19 11400 D TIME WARNER INC COM 88731710 3304 151733 SH SHARED 20 20220 131513 D TIME WARNER INC COM 88731710 446 20490 SH SHR/OTHR 20 20490 D TIME WARNER INC COM 88731710 167 7690 SH SHARED 21 7690 D TIME WARNER INC COM 88731710 89 4100 SH SHR/OTHR 21 4100 D TIME WARNER INC COM 88731710 2028 93132 SH SHARED 22 40877 52255 D TIME WARNER INC COM 88731710 210 9650 SH SHR/OTHR 22 9650 D TIME WARNER INC COM 88731710 3995 183470 SH SHARED 23 165855 17615 D TIME WARNER INC COM 88731710 5854 268815 SH SHR/OTHR 23 268815 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 11941 9500000 PRN SHARED 9500000 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 1185 943000 PRN SHARED 02 943000 D TIME WARNER TELECOM INC CL A 88731910 6945 348498 SH SHARED 348498 D TIME WARNER TELECOM INC CL A 88731910 1086 54500 SH SHARED 01 42700 11800 D TIME WARNER TELECOM INC CL A 88731910 259 13000 SH SHARED 06 13000 D TIME WARNER TELECOM INC CL A 88731910 91 4600 SH SHARED 17 4600 D TIMKEN CO COM 88738910 1239 42486 SH SHARED 42486 D TIMKEN CO COM 88738910 1135 38900 SH SHARED 01 12800 26100 D TIMKEN CO COM 88738910 412 14134 SH SHARED 02 10319 3815 D TIMKEN CO COM 88738910 11 400 SH SHARED 17 400 D TIMKEN CO COM 88738910 44 1538 SH SHARED 20 1538 D TITAN INTL INC ILL NOTE 5.250% 7/2 88830MAB 2617 1624000 PRN SHARED 1624000 D TITAN INTL INC ILL COM 88830M10 1306 64822 SH SHARED 64822 D TITAN PHARMACEUTICALS INC DE COM 88831410 3 1059 SH SHARED 1059 D TITAN PHARMACEUTICALS INC DE COM 88831410 13 4000 SH SHARED 02 4000 D TITANIUM METALS CORP COM NEW 88833920 8846 299792 SH SHARED 299792 D TITANIUM METALS CORP COM NEW 88833920 94 3200 SH SHARED 01 3200 D TITANIUM METALS CORP COM NEW 88833920 242 8207 SH SHARED 02 8207 D TITANIUM METALS CORP COM NEW 88833920 73 2500 SH SHARED 17 2500 D TIVO INC COM 88870610 2883 563250 SH SHARED 563250 D TIVO INC COM 88870610 17 3500 SH SHARED 02 3500 D TODCO COM 88889T10 7258 212424 SH SHARED 212424 D TODCO COM 88889T10 761 22300 SH SHARED 01 22300 D TODCO COM 88889T10 968 28344 SH SHARED 02 744 27600 D TODCO COM 88889T10 78 2300 SH SHARED 10 2300 D TODCO COM 88889T10 11214 328200 SH SHARED 17 324600 3600 D TODD SHIPYARDS CORP DEL COM 88903910 2 127 SH SHARED 127 D TOLL BROTHERS INC COM 88947810 55117 1710116 SH SHARED 1710116 D TOLL BROTHERS INC COM 88947810 1205 37400 SH SHARED 01 37400 D TOLL BROTHERS INC COM 88947810 2289 71040 SH SHARED 02 71040 D TOLL BROTHERS INC COM 88947810 154 4800 SH SHARED 06 3820 980 D TOLL BROTHERS INC COM 88947810 70 2200 SH SHARED 17 2200 D TOLLGRADE COMMUNICATIONS INC COM 88954210 6680 631978 SH SHARED 631978 D TOM ONLINE INC ADR REG S 88972820 667 43131 SH SHARED 43131 D TOMKINS PLC SPONSORED ADR 89003020 62 3209 SH SHARED 02 3209 D TOMPKINSTRUSTCO INC COM 89011010 234 5169 SH SHARED 5169 D TOMPKINSTRUSTCO INC COM 89011010 227 5010 SH SHARED 17 5010 D TOOTSIE ROLL INDS INC COM 89051610 1269 38812 SH SHARED 38812 D TOOTSIE ROLL INDS INC COM 89051610 172 5285 SH SHARED 01 5285 D TOOTSIE ROLL INDS INC COM 89051610 85 2600 SH SHARED 02 2600 D TOOTSIE ROLL INDS INC COM 89051610 194 5944 SH SHARED 17 309 5635 D TOPPS INC COM 89078610 239 26938 SH SHARED 26938 D TOPPS INC COM 89078610 146 16443 SH SHARED 02 16443 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 14 2090 SH SHARED 2090 D TORCHMARK CORP COM 89102710 9930 155752 SH SHARED 155752 D TORCHMARK CORP COM 89102710 873 13695 SH SHARED 01 13695 D TORCHMARK CORP COM 89102710 1071 16810 SH SHARED 02 16810 D TORCHMARK CORP COM 89102710 581 9120 SH SHARED 06 8400 720 D TORCHMARK CORP COM 89102710 10271 161100 SH SHARED 10 137700 23400 D TORCHMARK CORP COM 89102710 182 2860 SH SHARED 14 2860 D TORCHMARK CORP COM 89102710 3246 50920 SH SHARED 17 50620 300 D TOREADOR RES CORP COM 89105010 242 9408 SH SHARED 9408 D TOREADOR RES CORP COM 89105010 18 700 SH SHARED 02 700 D TORO CO COM 89109210 47 1010 SH SHARED 1010 D TORO CO COM 89109210 25 548 SH SHARED 02 548 D TORO CO COM 89109210 265 5700 SH SHARED 06 5700 D TORO CO COM 89109210 2037 43700 SH SHARED 10 43700 D TORO CO COM 89109210 55 1200 SH SHARED 17 1200 D TORONTO DOMINION BK ONT COM NEW 89116050 10752 179600 SH SHARED 179600 D TORONTO DOMINION BK ONT COM NEW 89116050 7391 123453 SH SHARED 02 123453 D TORONTO DOMINION BK ONT COM NEW 89116050 1329 22200 SH SHARED 04 22200 D TORONTO DOMINION BK ONT COM NEW 89116050 134 2243 SH SHARED 14 2243 D TORONTO DOMINION BK ONT COM NEW 89116050 7184 120000 SH SHARED 16 120000 D TORONTO DOMINION BK ONT COM NEW 89116050 59 1000 SH SHARED 22 1000 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 31 900 SH SHARED 02 900 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 13911 399857 SH SHARED 17 399857 D TOTAL S A SPONSORED ADR 89151E10 6025 83774 SH SHARED 01 36334 47440 D TOTAL S A SPONSORED ADR 89151E10 390 5435 SH SHR/OTHR 01 5435 D TOTAL S A SPONSORED ADR 89151E10 121 1691 SH SHARED 02 1691 D TOTAL S A SPONSORED ADR 89151E10 83867 1166116 SH SHARED 10 20230 1142260 3626 D TOTAL S A SPONSORED ADR 89151E10 1012 14080 SH SHARED 20 844 13236 D TOTAL S A SPONSORED ADR 89151E10 233 3242 SH SHR/OTHR 20 3242 D TOTAL S A SPONSORED ADR 89151E10 484 6730 SH SHARED 22 3100 3630 D TOTAL S A SPONSORED ADR 89151E10 522 7270 SH SHARED 23 6445 825 D TOTAL S A SPONSORED ADR 89151E10 958 13325 SH SHR/OTHR 23 13325 D TOWER GROUP INC COM 89177710 407 13118 SH SHARED 13118 D TOWER GROUP INC COM 89177710 74 2400 SH SHARED 01 2400 D TOWER GROUP INC COM 89177710 12 400 SH SHARED 02 400 D TOWER GROUP INC COM 89177710 1261 40600 SH SHARED 10 40600 D TOWER GROUP INC COM 89177710 16004 515100 SH SHARED 17 515100 D TOTAL SYS SVCS INC COM 89190610 2204 83528 SH SHARED 83528 D TOTAL SYS SVCS INC COM 89190610 5 200 SH SHARED 01 200 D TOTAL SYS SVCS INC COM 89190610 12 480 SH SHARED 02 480 D TOTAL SYS SVCS INC COM 89190610 76 2900 SH SHARED 10 2900 D TOTAL SYS SVCS INC COM 89190610 140 5308 SH SHARED 14 5308 D TOTAL SYS SVCS INC COM 89190610 691 26200 SH SHARED 17 26200 D TOWN SPORTS INTL HLDGS INC COM 89214A10 112 6856 SH SHARED 6856 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 660 4920 SH SHARED 4920 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 20 150 SH SHARED 01 150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 66 493 SH SHARED 02 493 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 35188 261991 SH SHARED 10 4560 256400 1031 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 65 489 SH SHARED 20 489 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 134 1000 SH SHARED 23 1000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 147 1100 SH SHR/OTHR 23 1100 D TORREYPINES THERAPEUTICS INC COM 89235K10 1 232 SH SHARED 232 D TRACTOR SUPPLY CO COM 89235610 38 852 SH SHARED 852 D TRACTOR SUPPLY CO COM 89235610 581 13000 SH SHARED 01 13000 D TRACTOR SUPPLY CO COM 89235610 561 12561 SH SHARED 02 12561 D TRACTOR SUPPLY CO COM 89235610 241 5394 SH SHARED 17 2494 2900 D TRADESTATION GROUP INC COM 89267P10 5932 431422 SH SHARED 431422 D TRADESTATION GROUP INC COM 89267P10 444 32300 SH SHARED 17 32300 D TRAFFIC COM INC COM 89271710 2 294 SH SHARED 294 D TRAFFIX INC COM 89272110 1 304 SH SHARED 304 D TRAMMELL CROW CO COM 89288R10 1881 38000 SH SHARED 38000 D TRANSACT TECHNOLOGIES INC COM 89291810 1 239 SH SHARED 239 D TRANS WORLD ENTMT CORP COM 89336Q10 610 92785 SH SHARED 92785 D TRANSACTION SYS ARCHITECTS COM 89341610 1482 45517 SH SHARED 45517 D TRANSACTION SYS ARCHITECTS COM 89341610 990 30400 SH SHARED 01 18500 11900 D TRANSACTION SYS ARCHITECTS COM 89341610 120 3700 SH SHARED 02 3700 D TRANSACTION SYS ARCHITECTS COM 89341610 65 2000 SH SHARED 17 2000 D TRANSALTA CORP COM 89346D10 6504 285663 SH SHARED 285663 D TRANSALTA CORP COM 89346D10 535 23529 SH SHARED 01 23529 D TRANSALTA CORP COM 89346D10 1591 69906 SH SHARED 02 69906 D TRANSALTA CORP COM 89346D10 1 77 SH SHARED 06 77 D TRANSALTA CORP COM 89346D10 175 7700 SH SHARED 17 7700 D TRANSATLANTIC HLDGS INC COM 89352110 40 650 SH SHARED 650 D TRANSATLANTIC HLDGS INC COM 89352110 20 331 SH SHARED 02 331 D TRANSATLANTIC HLDGS INC COM 89352110 409 6591 SH SHARED 10 1968 4623 D TRANSATLANTIC HLDGS INC COM 89352110 3883 62537 SH SHARED 17 62537 D TRANSATLANTIC HLDGS INC COM 89352110 335 5400 SH SHARED 20 5400 D TRANSCANADA CORP COM 89353D10 9188 262905 SH SHARED 262905 D TRANSCANADA CORP COM 89353D10 87 2517 SH SHARED 01 2517 D TRANSCANADA CORP COM 89353D10 3669 105000 SH SHARED 04 50000 55000 D TRANSCANADA CORP COM 89353D10 12 354 SH SHARED 05 354 D TRANSCANADA CORP COM 89353D10 117 3370 SH SHARED 06 1270 2100 D TRANSCANADA CORP COM 89353D10 231 6615 SH SHARED 14 6615 D TRANSCANADA CORP COM 89353D10 190 5444 SH SHARED 17 5444 D TRANSCANADA CORP COM 89353D10 11 333 SH SHR/OTHR 23 333 D TRANSDIGM GROUP INC COM 89364110 228 8633 SH SHARED 8633 D TRANSMERIDIAN EXPL INC COM 89376N10 369 107021 SH SHARED 107021 D TRANSMERIDIAN EXPL INC COM 89376N10 277 80515 SH SHARED 17 80515 D TRANSMETA CORP DEL COM 89376R10 186 168322 SH SHARED 168322 D TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V10 2 98 SH SHARED 98 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 17636 15100000 PRN SHARED 04 15100000 D TRANSOCEAN SEDCO FOREX INC DBCV 1.500% 5/1 893830AD 1168 1000000 PRN SHARED 06 1000000 D TRANSWITCH CORP COM 89406510 265 189792 SH SHARED 189792 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 759 29039 SH SHARED 02 29039 D TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G30 711 27212 SH SHARED 06 27212 D TRAVELZOO INC COM 89421Q10 1394 46564 SH SHARED 46564 D TRAVELZOO INC COM 89421Q10 167 5600 SH SHARED 01 5600 D TRAVELZOO INC COM 89421Q10 17 600 SH SHARED 17 600 D TREDEGAR CORP COM 89465010 598 26481 SH SHARED 26481 D TREDEGAR CORP COM 89465010 33 1500 SH SHARED 01 1500 D TREDEGAR CORP COM 89465010 2394 105900 SH SHARED 10 105900 D TREDEGAR CORP COM 89465010 662 29300 SH SHARED 17 29300 D TREEHOUSE FOODS INC COM 89469A10 39177 1255677 SH SHARED 1255677 D TREEHOUSE FOODS INC COM 89469A10 514 16500 SH SHARED 17 3800 12700 D TREX INC COM 89531P10 4911 214554 SH SHARED 214554 D TREX INC COM 89531P10 13 600 SH SHARED 17 600 D TREX INC COM 89531P10 7 336 SH SHARED 20 336 D TRI CONTL CORP COM 89543610 553 24752 SH SHARED 24752 D TRI CONTL CORP COM 89543610 22 1004 SH SHARED 01 1004 D TRI CONTL CORP COM 89543610 30 1365 SH SHARED 17 1365 D TRI CONTL CORP COM 89543610 177 7946 SH SHR/OTHR 23 7946 D TRI S SEC CORP COM 89557810 16 7500 SH SHARED 02 7500 D TRI VY CORP COM 89573510 5 539 SH SHARED 539 D TRIAD HOSPITALS INC COM 89579K10 18133 433511 SH SHARED 433511 D TRIAD HOSPITALS INC COM 89579K10 1325 31676 SH SHARED 01 31676 D TRIAD HOSPITALS INC COM 89579K10 12769 305268 SH SHARED 02 304768 500 D TRIAD HOSPITALS INC COM 89579K10 128 3076 SH SHARED 06 2646 430 D TRIAD HOSPITALS INC COM 89579K10 740 17700 SH SHARED 17 12400 5300 D TRIDENT MICROSYSTEMS INC COM 89591910 6715 369400 SH SHARED 369400 D TRIDENT MICROSYSTEMS INC COM 89591910 163 9000 SH SHARED 01 2750 6250 D TRIDENT MICROSYSTEMS INC COM 89591910 16 900 SH SHR/OTHR 01 900 D TRIDENT MICROSYSTEMS INC COM 89591910 3263 179500 SH SHARED 10 179500 D TRIDENT MICROSYSTEMS INC COM 89591910 12518 688600 SH SHARED 17 601200 87400 D TRIAD GTY INC COM 89592510 493 8993 SH SHARED 8993 D TRIAD GTY INC COM 89592510 32 600 SH SHARED 01 600 D TRIAD GTY INC COM 89592510 1635 29800 SH SHARED 10 29800 D TRIAD GTY INC COM 89592510 674 12300 SH SHARED 17 4700 7600 D TRIARC COS INC CL A 89592710 44 2025 SH SHARED 02 2025 D TRIARC COS INC CL A 89592710 8 390 SH SHARED 20 390 D TRIARC COS INC CL B SER 1 89592730 10830 541540 SH SHARED 541540 D TRIARC COS INC CL B SER 1 89592730 252 12600 SH SHARED 01 12600 D TRIARC COS INC CL B SER 1 89592730 1502 75100 SH SHARED 10 75100 D TRIARC COS INC CL B SER 1 89592730 1372 68600 SH SHARED 17 17600 51000 D TRIARC COS INC CL B SER 1 89592730 96 4800 SH SHARED 21 4800 D TRIBUNE CO NEW COM 89604710 31220 1014322 SH SHARED 1014322 D TRIBUNE CO NEW COM 89604710 20678 671813 SH SHARED 01 671813 D TRIBUNE CO NEW COM 89604710 1522 49473 SH SHARED 02 49473 D TRIBUNE CO NEW COM 89604710 6 200 SH SHARED 05 200 D TRIBUNE CO NEW COM 89604710 662 21520 SH SHARED 06 19700 1820 D TRIBUNE CO NEW COM 89604710 2553 82967 SH SHARED 14 82967 D TRIBUNE CO NEW COM 89604710 3040 98780 SH SHARED 17 91780 7000 D TRIBUNE CO NEW SB DB EXCH2%29 89604730 1041 1518229 PRN SHARED 1518229 D TRICO BANCSHARES COM 89609510 292 10752 SH SHARED 10752 D TRICO MARINE SERVICES INC COM NEW 89610620 8574 223809 SH SHARED 223809 D TRIMBLE NAVIGATION LTD COM 89623910 1545 30466 SH SHARED 30466 D TRIMBLE NAVIGATION LTD COM 89623910 50 1001 SH SHARED 02 1001 D TRIMBLE NAVIGATION LTD COM 89623910 15 300 SH SHARED 17 300 D TRIMERIS INC COM 89626310 2291 180304 SH SHARED 180304 D TRIMERIS INC COM 89626310 39 3085 SH SHARED 02 3085 D TRINITY INDS INC NOTE 3.875% 6/0 896522AF 292 290000 PRN SHARED 02 290000 D TRINITY INDS INC COM 89652210 1273 36168 SH SHARED 36168 D TRINITY INDS INC COM 89652210 1555 44200 SH SHARED 01 22900 21300 D TRINITY INDS INC COM 89652210 313 8910 SH SHARED 02 8910 D TRINITY INDS INC COM 89652210 109 3100 SH SHARED 10 3100 D TRINITY INDS INC COM 89652210 380 10800 SH SHARED 17 10800 D TRINTECH GROUP PLC SPONS ADR NEW 89668220 18 4000 SH SHARED 4000 D TRIQUINT SEMICONDUCTOR INC NOTE 4.000% 3/0 89674KAB 1984 2000000 PRN SHARED 2000000 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 22892 5087289 SH SHARED 5087289 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 217 48375 SH SHARED 01 48375 D TRIQUINT SEMICONDUCTOR INC COM 89674K10 60 13500 SH SHARED 02 13500 D TRIPLE CROWN MEDIA INC COM 89675K10 0 100 SH SHARED 02 100 D TRIPLE CROWN MEDIA INC COM 89675K10 544 70370 SH SHARED 17 70370 D TRIUMPH GROUP INC NEW COM 89681810 1588 30300 SH SHARED 30300 D TRIUMPH GROUP INC NEW COM 89681810 26 500 SH SHARED 01 500 D TRIUMPH GROUP INC NEW COM 89681810 870 16600 SH SHARED 02 9100 7500 D TRIUMPH GROUP INC NEW COM 89681810 7471 142500 SH SHARED 17 137100 5400 D TRIUMPH GROUP INC NEW COM 89681810 17 328 SH SHARED 20 328 D TRIZETTO GROUP INC COM 89688210 7607 414101 SH SHARED 414101 D TRIZETTO GROUP INC COM 89688210 45 2500 SH SHARED 01 2500 D TRIZETTO GROUP INC COM 89688210 773 42100 SH SHARED 10 42100 D TRIZETTO GROUP INC COM 89688210 1186 64600 SH SHARED 17 46900 17700 D TRONOX INC CL A 89705110 248 15519 SH SHARED 15519 D TRONOX INC CL A 89705110 435 27242 SH SHARED 16 27242 D TRONOX INC COM CL B 89705120 655 41490 SH SHARED 41490 D TRONOX INC COM CL B 89705120 0 55 SH SHARED 01 55 D TRONOX INC COM CL B 89705120 4 262 SH SHR/OTHR 01 262 D TRONOX INC COM CL B 89705120 83 5257 SH SHARED 02 5100 157 D TRONOX INC COM CL B 89705120 1476 93489 SH SHARED 05 93489 D TRONOX INC COM CL B 89705120 0 10 SH SHARED 10 10 D TRONOX INC COM CL B 89705120 1382 87558 SH SHARED 16 87558 D TRONOX INC COM CL B 89705120 79 5019 SH SHARED 17 5018 1 D TRUBION PHARMACEUTICALS INC COM 89778N10 495 27498 SH SHARED 27498 D TRUE RELIGION APPAREL INC COM 89784N10 2299 150180 SH SHARED 150180 D TRUE RELIGION APPAREL INC COM 89784N10 389 25463 SH SHARED 20 463 25000 D TRUMP ENTMT RESORTS INC COM 89816T10 6986 383031 SH SHARED 383031 D TRUMP ENTMT RESORTS INC COM 89816T10 82 4500 SH SHARED 01 4500 D TRUSTCO BK CORP N Y COM 89834910 652 58634 SH SHARED 58634 D TRUSTCO BK CORP N Y COM 89834910 1 115 SH SHARED 02 115 D TRUSTCO BK CORP N Y COM 89834910 25 2300 SH SHARED 17 2300 D TRUSTMARK CORP COM 89840210 1247 38147 SH SHARED 38147 D TRUSTMARK CORP COM 89840210 732 22400 SH SHARED 01 20600 1800 D TRUSTMARK CORP COM 89840210 2 74 SH SHARED 02 74 D TRUSTMARK CORP COM 89840210 578 17700 SH SHARED 10 17700 D TRUSTMARK CORP COM 89840210 104 3200 SH SHARED 17 3200 D TRUSTREET PPTYS INC COM 89840410 3414 202666 SH SHARED 202666 D TRUSTREET PPTYS INC COM 89840410 185 11000 SH SHARED 01 11000 D TRUSTREET PPTYS INC COM 89840410 58 3500 SH SHARED 02 3500 D TRUSTREET PPTYS INC COM 89840410 50 3000 SH SHR/OTHR 20 3000 D TRUSTREET PPTYS INC PFD CV A 89840420 1894 75800 SH SHARED 75800 D TRUSTREET PPTYS INC PFD CV A 89840420 249 10000 SH SHR/OTHR 20 10000 D TRX INC COM 89845210 1 168 SH SHARED 168 D TUESDAY MORNING CORP COM NEW 89903550 16798 1080292 SH SHARED 1080292 D TUESDAY MORNING CORP COM NEW 89903550 9 600 SH SHARED 17 600 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 3 1230 SH SHARED 1230 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 6 2513 SH SHARED 20 2513 D TUPPERWARE BRANDS CORP COM 89989610 9453 418111 SH SHARED 418111 D TUPPERWARE BRANDS CORP COM 89989610 628 27799 SH SHARED 01 10900 16899 D TUPPERWARE BRANDS CORP COM 89989610 621 27500 SH SHARED 02 27500 D TUPPERWARE BRANDS CORP COM 89989610 162 7200 SH SHARED 17 5500 1700 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 181 10684 SH SHARED 10684 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 8724 652061 SH SHARED 652061 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 3349 250347 SH SHARED 01 250347 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 6281 469463 SH SHARED 10 438863 30600 D TUT SYSTEMS COM 90110310 36 32415 SH SHARED 32415 D TUTOGEN MEDICAL INC COM 90110710 1 266 SH SHARED 266 D TWEEN BRANDS INC COM 90116610 1042 26116 SH SHARED 26116 D TWEEN BRANDS INC COM 90116610 29 747 SH SHARED 01 747 D TWEEN BRANDS INC COM 90116610 27 700 SH SHARED 17 400 300 D TWEETER HOME ENTMT GROUP INC COM 90116710 19 9343 SH SHARED 9343 D 21ST CENTY INS GROUP COM 90130N10 447 25339 SH SHARED 25339 D 21ST CENTY INS GROUP COM 90130N10 176 10000 SH SHARED 01 10000 D 24/7 REAL MEDIA INC COM NEW 90131420 5374 593910 SH SHARED 593910 D 24/7 REAL MEDIA INC COM NEW 90131420 71 7943 SH SHARED 02 7943 D 21ST CENTY HLDG CO COM 90136Q10 3 166 SH SHARED 166 D TWIN DISC INC COM 90147610 4 117 SH SHARED 117 D II VI INC COM 90210410 511 18299 SH SHARED 18299 D II VI INC COM 90210410 145 5200 SH SHARED 01 5200 D II VI INC COM 90210410 1883 67400 SH SHARED 10 67400 D II VI INC COM 90210410 1830 65500 SH SHARED 17 65500 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 7916 5591000 PRN SHARED 5591000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 998 705000 PRN SHARED 02 705000 D TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG 283 200000 PRN SHARED 06 200000 D TYCO INTL LTD NEW COM 90212410 108623 3573157 SH SHARED 3538257 34900 D TYCO INTL LTD NEW COM 90212410 8629 283862 SH SHARED 01 38731 245131 D TYCO INTL LTD NEW COM 90212410 316 10425 SH SHR/OTHR 01 10425 D TYCO INTL LTD NEW COM 90212410 13259 436153 SH SHARED 02 369748 66405 D TYCO INTL LTD NEW COM 90212410 2254 74169 SH SHARED 04 74169 D TYCO INTL LTD NEW COM 90212410 1461 48090 SH SHARED 05 48090 D TYCO INTL LTD NEW COM 90212410 5418 178238 SH SHARED 06 161058 17180 D TYCO INTL LTD NEW COM 90212410 112880 3713169 SH SHARED 10 1903229 1686240 123700 D TYCO INTL LTD NEW COM 90212410 1935 63661 SH SHARED 14 63661 D TYCO INTL LTD NEW COM 90212410 2689 88468 SH SHARED 15 88468 D TYCO INTL LTD NEW COM 90212410 3648 120000 SH SHARED 16 120000 D TYCO INTL LTD NEW COM 90212410 216388 7118029 SH SHARED 17 7112329 5700 D TYCO INTL LTD NEW COM 90212410 323 10650 SH SHARED 19 10650 D TYCO INTL LTD NEW COM 90212410 1510 49685 SH SHARED 20 12355 37330 D TYCO INTL LTD NEW COM 90212410 59 1950 SH SHARED 21 1950 D TYCO INTL LTD NEW COM 90212410 308 10150 SH SHARED 23 9650 500 D TYCO INTL LTD NEW COM 90212410 197 6500 SH SHR/OTHR 23 6500 D TYLER TECHNOLOGIES INC COM 90225210 428 30462 SH SHARED 30462 D TYLER TECHNOLOGIES INC COM 90225210 25 1800 SH SHARED 21 1800 D TYSON FOODS INC CL A 90249410 5437 330565 SH SHARED 330565 D TYSON FOODS INC CL A 90249410 1286 78202 SH SHARED 01 51600 26602 D TYSON FOODS INC CL A 90249410 3156 191873 SH SHARED 02 186055 5818 D TYSON FOODS INC CL A 90249410 8665 526780 SH SHARED 06 525600 1180 D TYSON FOODS INC CL A 90249410 18 1139 SH SHARED 14 1139 D TYSON FOODS INC CL A 90249410 1913 116300 SH SHARED 17 109600 6700 D TYSON FOODS INC CL A 90249410 22 1377 SH SHARED 20 1377 D UAL CORP DBCV 5.000% 2/0 902549AE 57 50000 PRN SHARED 02 50000 D UAL CORP COM NEW 90254980 82874 1883514 SH SHARED 1883514 D UAL CORP COM NEW 90254980 403 9160 SH SHARED 01 7435 1725 D UAL CORP COM NEW 90254980 18077 410861 SH SHARED 02 410861 D UAL CORP COM NEW 90254980 0 1 SH SHARED 10 1 D UAL CORP COM NEW 90254980 7638 173600 SH SHARED 17 173600 D UAL CORP COM NEW 90254980 4 110 SH SHR/OTHR 21 110 D UCBH HOLDINGS INC COM 90262T30 1385 78924 SH SHARED 78924 D UCBH HOLDINGS INC COM 90262T30 68 3900 SH SHARED 01 3900 D UCBH HOLDINGS INC COM 90262T30 6 392 SH SHARED 02 142 250 D UCBH HOLDINGS INC COM 90262T30 15305 871600 SH SHARED 17 859900 11700 D UGI CORP NEW COM 90268110 70 2590 SH SHARED 2590 D UGI CORP NEW COM 90268110 900 33000 SH SHARED 01 30900 2100 D UGI CORP NEW COM 90268110 34 1270 SH SHARED 02 1270 D UGI CORP NEW COM 90268110 788 28900 SH SHARED 17 28900 D UIL HLDG CORP COM 90274810 803 19053 SH SHARED 19053 D UIL HLDG CORP COM 90274810 1400 33199 SH SHARED 17 18700 14499 D UIL HLDG CORP COM 90274810 21 500 SH SHR/OTHR 23 500 D UMB FINL CORP COM 90278810 895 24537 SH SHARED 24537 D UMB FINL CORP COM 90278810 474 13000 SH SHARED 01 12800 200 D UMB FINL CORP COM 90278810 1305 35770 SH SHARED 10 35770 D UMB FINL CORP COM 90278810 763 20900 SH SHARED 17 20900 D U S B HLDG INC COM 90291010 221 9201 SH SHARED 9201 D U S B HLDG INC COM 90291010 21 892 SH SHARED 23 892 D UST INC COM 90291110 47385 814186 SH SHARED 814186 D UST INC COM 90291110 2533 43524 SH SHARED 01 11340 32184 D UST INC COM 90291110 1922 33035 SH SHARED 02 28605 4430 D UST INC COM 90291110 5820 100000 SH SHARED 05 100000 D UST INC COM 90291110 515 8850 SH SHARED 06 8850 D UST INC COM 90291110 13221 227180 SH SHARED 10 184100 43080 D UST INC COM 90291110 2037 35000 SH SHARED 15 35000 D UST INC COM 90291110 419454 7207126 SH SHARED 17 7205526 1600 D UST INC COM 90291110 13 235 SH SHARED 20 235 D UST INC COM 90291110 19 330 SH SHR/OTHR 21 330 D UST INC COM 90291110 669 11500 SH SHR/OTHR 23 11500 D USA TRUCK INC COM 90292510 107 6721 SH SHARED 6721 D USA TRUCK INC COM 90292510 120 7500 SH SHARED 01 7500 D USA TRUCK INC COM 90292510 1630 101600 SH SHARED 10 101600 D U S ENERGY SYS INC COM 90295110 1 373 SH SHARED 373 D U S GLOBAL INVS INC CL A 90295210 94 1400 SH SHARED 02 1100 300 D US BANCORP DEL DBCV 8/2 902973AK 4459 4415000 PRN SHARED 06 4415000 D US BANCORP DEL COM NEW 90297330 2693218 74418846 SH SHARED 74340163 78683 D US BANCORP DEL COM NEW 90297330 33185 916984 SH SHARED 01 359780 557204 D US BANCORP DEL COM NEW 90297330 1763 48736 SH SHR/OTHR 01 48736 D US BANCORP DEL COM NEW 90297330 65677 1814804 SH SHARED 02 1785583 29221 D US BANCORP DEL COM NEW 90297330 904 25000 SH SHARED 04 25000 D US BANCORP DEL COM NEW 90297330 1390 38435 SH SHARED 05 38435 D US BANCORP DEL COM NEW 90297330 8007 221263 SH SHARED 06 205570 15693 D US BANCORP DEL COM NEW 90297330 146213 4040154 SH SHARED 10 2812598 1227556 D US BANCORP DEL COM NEW 90297330 1192 32950 SH SHR/OTHR 10 32950 D US BANCORP DEL COM NEW 90297330 1372 37933 SH SHARED 14 37933 D US BANCORP DEL COM NEW 90297330 2895 80000 SH SHARED 15 80000 D US BANCORP DEL COM NEW 90297330 131209 3625576 SH SHARED 17 3309076 316500 D US BANCORP DEL COM NEW 90297330 6264 173108 SH SHARED 20 37043 136065 D US BANCORP DEL COM NEW 90297330 1215 33580 SH SHR/OTHR 20 33580 D US BANCORP DEL COM NEW 90297330 122 3380 SH SHARED 21 3380 D US BANCORP DEL COM NEW 90297330 36 1000 SH SHR/OTHR 21 1000 D US BANCORP DEL COM NEW 90297330 1589 43919 SH SHARED 22 30629 13290 D US BANCORP DEL COM NEW 90297330 191 5290 SH SHR/OTHR 22 5290 D US BANCORP DEL COM NEW 90297330 6923 191317 SH SHARED 23 172052 19265 D US BANCORP DEL COM NEW 90297330 6006 165978 SH SHR/OTHR 23 165978 D U M H PROPERTIES INC COM 90300210 3 223 SH SHARED 223 D UQM TECHNOLOGIES INC COM 90321310 1 620 SH SHARED 620 D URS CORP NEW COM 90323610 1109 25881 SH SHARED 25881 D URS CORP NEW COM 90323610 754 17600 SH SHARED 01 5500 12100 D URS CORP NEW COM 90323610 88 2060 SH SHARED 02 620 1440 D URS CORP NEW COM 90323610 8428 196700 SH SHARED 17 192000 4700 D USANA HEALTH SCIENCES INC COM 90328M10 2187 42341 SH SHARED 42341 D USANA HEALTH SCIENCES INC COM 90328M10 1 20 SH SHARED 20 20 D USF&G CORP NOTE 3/0 903290AD 1845 2006000 PRN SHARED 2006000 D U S G CORP COM NEW 90329340 17799 324807 SH SHARED 324807 D U S G CORP COM NEW 90329340 1046 19100 SH SHARED 01 19100 D U S G CORP COM NEW 90329340 517 9452 SH SHARED 02 9452 D U S G CORP COM NEW 90329340 328 6000 SH SHARED 06 6000 D U S G CORP COM NEW 90329340 1370 25000 SH SHARED 15 25000 D U S G CORP COM NEW 90329340 180 3300 SH SHARED 17 3300 D US LEC CORP CL A 90331S10 4 466 SH SHARED 466 D US LEC CORP CL A 90331S10 43 4703 SH SHARED 02 4703 D USEC INC COM 90333E10 11466 901445 SH SHARED 899445 2000 D USEC INC COM 90333E10 387 30500 SH SHARED 01 15600 14900 D USEC INC COM 90333E10 54 4297 SH SHARED 02 4297 D USEC INC COM 90333E10 1896 149100 SH SHARED 10 149100 D USEC INC COM 90333E10 1086 85400 SH SHARED 17 59800 25600 D USI HLDGS CORP COM 90333H10 597 38876 SH SHARED 38876 D U S CONCRETE INC COM 90333L10 1536 215853 SH SHARED 215853 D U S HOME SYS INC COM 90335C10 1 174 SH SHARED 174 D U S PHYSICAL THERAPY INC COM 90337L10 3 290 SH SHARED 290 D U S XPRESS ENTERPRISES INC CL A 90338N10 264 16089 SH SHARED 16089 D U S XPRESS ENTERPRISES INC CL A 90338N10 84 5100 SH SHARED 01 5100 D U S XPRESS ENTERPRISES INC CL A 90338N10 1334 81000 SH SHARED 10 81000 D USA MOBILITY INC COM 90341G10 1040 46523 SH SHARED 46523 D USA MOBILITY INC COM 90341G10 572 25600 SH SHARED 10 25600 D USA MOBILITY INC COM 90341G10 308 13800 SH SHARED 17 13800 D U S AIRWAYS GROUP INC COM 90341W10 85 1595 SH SHARED 1595 D U S AIRWAYS GROUP INC COM 90341W10 499 9273 SH SHARED 01 4200 5073 D U S AIRWAYS GROUP INC COM 90341W10 2906 53979 SH SHARED 02 53979 D U S AIRWAYS GROUP INC COM 90341W10 1898 35260 SH SHARED 17 35260 D U S SHIPPING PARTNERS L P COM UNIT 90341710 7879 420224 SH SHARED 420224 D US BIOENERGY CORP COM 90342V10 7172 421931 SH SHARED 421931 D US BIOENERGY CORP COM 90342V10 2121 124800 SH SHARED 10 124800 D US BIOENERGY CORP COM 90342V10 3148 185200 SH SHARED 17 185200 D UAP HLDG CORP COM 90344110 993 39460 SH SHARED 39460 D ULTICOM INC COM 90384410 96 10109 SH SHARED 10109 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 432 18602 SH SHARED 18602 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 102 4400 SH SHARED 01 4400 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 23 1000 SH SHARED 02 1000 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 1621 69700 SH SHARED 10 69700 D ULTIMATE SOFTWARE GROUP INC COM 90385D10 760 32700 SH SHARED 17 32700 D ULTRA CLEAN HLDGS INC COM 90385V10 3 322 SH SHARED 322 D ULTRA CLEAN HLDGS INC COM 90385V10 27 2200 SH SHARED 02 2200 D ULTRALIFE BATTERIES INC COM 90389910 91 8323 SH SHARED 8323 D ULTRA PETROLEUM CORP COM 90391410 8095 169565 SH SHARED 169565 D ULTRA PETROLEUM CORP COM 90391410 298 6250 SH SHARED 01 4375 1875 D ULTRA PETROLEUM CORP COM 90391410 2313 48465 SH SHARED 02 29250 19215 D ULTRA PETROLEUM CORP COM 90391410 256 5370 SH SHARED 06 4000 1370 D ULTRA PETROLEUM CORP COM 90391410 24438 511910 SH SHARED 10 506120 5790 D ULTRA PETROLEUM CORP COM 90391410 31661 663210 SH SHARED 17 661510 1700 D ULTRATECH INC COM 90403410 231 18531 SH SHARED 18531 D UMPQUA HLDGS CORP COM 90421410 2761 93831 SH SHARED 93831 D UMPQUA HLDGS CORP COM 90421410 41 1400 SH SHARED 01 1400 D UMPQUA HLDGS CORP COM 90421410 2 86 SH SHARED 02 86 D UMPQUA HLDGS CORP COM 90421410 470 16000 SH SHARED 10 16000 D UMPQUA HLDGS CORP COM 90421410 537 18276 SH SHARED 17 18276 D UNDER ARMOUR INC CL A 90431110 828 16414 SH SHARED 16414 D UNDER ARMOUR INC CL A 90431110 1942 38500 SH SHARED 01 38225 275 D UNDER ARMOUR INC CL A 90431110 537 10650 SH SHARED 02 10650 D UNDER ARMOUR INC CL A 90431110 504 10000 SH SHARED 04 10000 D UNDER ARMOUR INC CL A 90431110 8359 165700 SH SHARED 10 165700 D UNDER ARMOUR INC CL A 90431110 18774 372150 SH SHARED 17 271750 100400 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 5693 61249 SH SHARED 61249 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 9444 101600 SH SHARED 01 101600 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 529 5700 SH SHARED 02 5700 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 183224 1971000 SH SHARED 04 1971000 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 14102 151700 SH SHARED 06 56700 95000 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 99330 1068530 SH SHARED 10 691280 364750 12500 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 6628 71300 SH SHARED 14 71300 D UNICA CORP COM 90458310 337 26026 SH SHARED 26026 D UNICA CORP COM 90458310 1061 81988 SH SHARED 02 81988 D UNICO AMERN CORP COM 90460710 1 80 SH SHARED 80 D UNIFI INC COM 90467710 2465 1006506 SH SHARED 1006506 D UNIFIRST CORP MASS COM 90470810 289 7532 SH SHARED 7532 D UNIFIRST CORP MASS COM 90470810 572 14900 SH SHARED 10 14900 D UNIFIRST CORP MASS COM 90470810 211 5500 SH SHARED 17 5500 D UNILEVER PLC SPON ADR NEW 90476770 3078 110640 SH SHARED 110640 D UNILEVER PLC SPON ADR NEW 90476770 89 3213 SH SHR/OTHR 01 3213 D UNILEVER PLC SPON ADR NEW 90476770 6 234 SH SHARED 02 234 D UNILEVER PLC SPON ADR NEW 90476770 7 261 SH SHARED 10 261 D UNILEVER N V N Y SHS NEW 90478470 367 13500 SH SHARED 13500 D UNILEVER N V N Y SHS NEW 90478470 840 30840 SH SHARED 01 30840 D UNILEVER N V N Y SHS NEW 90478470 220 8100 SH SHR/OTHR 01 8100 D UNILEVER N V N Y SHS NEW 90478470 305 11214 SH SHARED 02 10200 1014 D UNILEVER N V N Y SHS NEW 90478470 1103 40485 SH SHARED 10 40485 D UNILEVER N V N Y SHS NEW 90478470 24 900 SH SHARED 23 900 D UNILEVER N V N Y SHS NEW 90478470 1270 46623 SH SHR/OTHR 23 46623 D UNION BANKSHARES CORP COM 90539910 318 10419 SH SHARED 10419 D UNION BANKSHARES CORP COM 90539910 270 8850 SH SHARED 17 8850 D UNION BANKSHARES INC COM 90540010 11 500 SH SHR/OTHR 01 500 D UNION DRILLING INC COM 90653P10 146 10374 SH SHARED 10374 D UNION PAC CORP COM 90781810 150945 1640352 SH SHARED 1640352 D UNION PAC CORP COM 90781810 9347 101583 SH SHARED 01 25230 76353 D UNION PAC CORP COM 90781810 2747 29853 SH SHR/OTHR 01 29853 D UNION PAC CORP COM 90781810 12771 138793 SH SHARED 02 135924 2869 D UNION PAC CORP COM 90781810 9 100 SH SHARED 05 100 D UNION PAC CORP COM 90781810 2176 23650 SH SHARED 06 21300 2350 D UNION PAC CORP COM 90781810 9910 107700 SH SHARED 10 86400 21300 D UNION PAC CORP COM 90781810 10473 113817 SH SHARED 17 111517 2300 D UNION PAC CORP COM 90781810 222 2417 SH SHARED 20 902 1515 D UNION PAC CORP COM 90781810 147 1600 SH SHR/OTHR 20 1600 D UNION PAC CORP COM 90781810 36 400 SH SHARED 21 400 D UNION PAC CORP COM 90781810 349 3800 SH SHR/OTHR 21 3800 D UNION PAC CORP COM 90781810 570 6205 SH SHARED 22 3975 2230 D UNION PAC CORP COM 90781810 110 1200 SH SHR/OTHR 22 1200 D UNION PAC CORP COM 90781810 2324 25258 SH SHARED 23 25258 D UNION PAC CORP COM 90781810 3756 40822 SH SHR/OTHR 23 40822 D UNIONBANCAL CORP COM 90890610 244 3993 SH SHARED 3993 D UNIONBANCAL CORP COM 90890610 16 275 SH SHARED 01 275 D UNIONBANCAL CORP COM 90890610 49 816 SH SHARED 02 816 D UNIONBANCAL CORP COM 90890610 108 1770 SH SHARED 06 1500 270 D UNIONBANCAL CORP COM 90890610 1555 25400 SH SHARED 10 25400 D UNIONBANCAL CORP COM 90890610 226 3696 SH SHARED 14 3696 D UNIONBANCAL CORP COM 90890610 649 10600 SH SHARED 17 10500 100 D UNISOURCE ENERGY CORP COM 90920510 87312 2390155 SH SHARED 2383531 6624 D UNISOURCE ENERGY CORP COM 90920510 146 4000 SH SHARED 01 4000 D UNISOURCE ENERGY CORP COM 90920510 496 13600 SH SHARED 17 4900 8700 D UNISYS CORP COM 90921410 4742 604877 SH SHARED 603677 1200 D UNISYS CORP COM 90921410 243 31000 SH SHARED 01 31000 D UNISYS CORP COM 90921410 690 88135 SH SHARED 02 87485 650 D UNISYS CORP COM 90921410 224 28600 SH SHARED 06 26600 2000 D UNISYS CORP COM 90921410 1021 130264 SH SHARED 17 130264 D UNIT CORP COM 90921810 34478 711625 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91819410 298 9266 SH SHARED 02 9266 D VCA ANTECH INC COM 91819410 482 15000 SH SHARED 04 15000 D VCA ANTECH INC COM 91819410 328 10208 SH SHARED 17 10208 D V F CORP COM 91820410 41106 500815 SH SHARED 480955 19860 D V F CORP COM 91820410 13295 161977 SH SHARED 01 135040 26937 D V F CORP COM 91820410 259 3160 SH SHR/OTHR 01 3160 D V F CORP COM 91820410 4620 56295 SH SHARED 02 52759 3536 D V F CORP COM 91820410 4959 60420 SH SHARED 04 46120 14300 D V F CORP COM 91820410 659 8030 SH SHARED 06 7050 980 D V F CORP COM 91820410 7980 97225 SH SHARED 10 76900 20325 D V F CORP COM 91820410 3096 37727 SH SHARED 17 36927 800 D V F CORP COM 91820410 10677 130087 SH SHARED 19 130087 D V F CORP COM 91820410 135 1655 SH SHARED 20 600 1055 D V F CORP COM 91820410 6 80 SH SHR/OTHR 20 80 D V F CORP COM 91820410 16 200 SH SHARED 21 200 D V F CORP COM 91820410 18 230 SH SHR/OTHR 21 230 D V F CORP COM 91820410 28 342 SH SHARED 22 92 250 D V F CORP COM 91820410 367 4480 SH SHARED 23 4305 175 D V F CORP COM 91820410 428 5225 SH SHR/OTHR 23 5225 D VSE CORP COM 91828410 1 36 SH SHARED 36 D VYYO INC COM NEW 91845820 1 314 SH SHARED 314 D VAALCO ENERGY INC COM NEW 91851C20 303 44940 SH SHARED 44940 D VAIL RESORTS INC COM 91879Q10 9027 201414 SH SHARED 201414 D VAIL RESORTS INC COM 91879Q10 896 20000 SH SHARED 01 18900 1100 D VAIL RESORTS INC COM 91879Q10 268 6000 SH SHARED 10 6000 D VAIL RESORTS INC COM 91879Q10 2913 65000 SH SHARED 17 60000 5000 D VAIL RESORTS INC COM 91879Q10 28 646 SH SHARED 20 646 D VALASSIS COMMUNICATIONS INC COM 91886610 4748 327482 SH SHARED 327482 D VALASSIS COMMUNICATIONS INC COM 91886610 311 21500 SH SHARED 01 21500 D VALASSIS COMMUNICATIONS INC COM 91886610 68 4700 SH SHARED 02 4700 D VALASSIS COMMUNICATIONS INC COM 91886610 82 5700 SH SHARED 17 300 5400 D VALASSIS COMMUNICATIONS INC COM 91886610 9 681 SH SHARED 20 681 D VALHI INC NEW COM 91890510 7 286 SH SHARED 286 D VALHI INC NEW COM 91890510 2 93 SH SHARED 02 93 D VALENCE TECHNOLOGY INC COM 91891410 1 1134 SH 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ENERGY CORP NEW COM 91913Y10 16 320 SH SHARED 05 320 D VALERO ENERGY CORP NEW COM 91913Y10 18238 356498 SH SHARED 06 183798 172700 D VALERO ENERGY CORP NEW COM 91913Y10 139325 2723337 SH SHARED 10 550991 1837150 335196 D VALERO ENERGY CORP NEW COM 91913Y10 877 17143 SH SHARED 14 17143 D VALERO ENERGY CORP NEW COM 91913Y10 40685 795266 SH SHARED 17 544166 251100 D VALERO ENERGY CORP NEW COM 91913Y10 9467 185053 SH SHARED 19 185053 D VALERO ENERGY CORP NEW COM 91913Y10 683 13353 SH SHARED 20 4358 8995 D VALERO ENERGY CORP NEW COM 91913Y10 20 400 SH SHR/OTHR 20 400 D VALERO ENERGY CORP NEW COM 91913Y10 66 1300 SH SHARED 21 1300 D VALERO ENERGY CORP NEW COM 91913Y10 219 4300 SH SHR/OTHR 21 4300 D VALERO ENERGY CORP NEW COM 91913Y10 102 2003 SH SHARED 22 1803 200 D VALERO ENERGY CORP NEW COM 91913Y10 12 250 SH SHR/OTHR 22 250 D VALERO ENERGY CORP NEW COM 91913Y10 1049 20510 SH SHARED 23 19935 575 D VALERO ENERGY CORP NEW COM 91913Y10 1135 22200 SH SHR/OTHR 23 22200 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 24154 973178 SH SHARED 973178 D VALERO GP HLDGS LLC UNIT LLC INTS 91914G10 1923 77500 SH SHARED 02 77500 D VALLEY FINL CORP VA COM 91962910 0 75 SH SHARED 75 D VALLEY NATIONAL GASES INC COM 91979210 48 1843 SH SHARED 1843 D VALLEY NATL BANCORP COM 91979410 75 2846 SH SHARED 2846 D VALLEY NATL BANCORP COM 91979410 20 780 SH SHARED 01 780 D VALLEY NATL BANCORP COM 91979410 42 1585 SH SHARED 02 1585 D VALLEY NATL BANCORP COM 91979410 430 16230 SH SHARED 10 16230 D VALLEY NATL BANCORP COM 91979410 13 500 SH SHARED 17 500 D VALMONT INDS INC COM 92025310 779 14050 SH SHARED 14050 D VALMONT INDS INC COM 92025310 11 200 SH SHARED 01 200 D VALMONT INDS INC COM 92025310 61 1100 SH SHARED 02 1100 D VALMONT INDS INC COM 92025310 10554 190200 SH SHARED 17 186200 4000 D VALSPAR CORP COM 92035510 1559 56430 SH SHARED 56430 D VALSPAR CORP COM 92035510 776 28100 SH SHARED 01 28100 D VALSPAR CORP COM 92035510 333 12060 SH SHARED 02 11226 834 D VALSPAR CORP COM 92035510 121 4400 SH SHARED 17 4400 D VALSPAR CORP COM 92035510 58 2100 SH SHARED 21 2100 D VALUE LINE INC COM 92043710 46 1033 SH SHARED 1033 D VALUE LINE INC COM 92043710 13 300 SH SHARED 01 300 D VALUECLICK INC COM 92046N10 2786 117913 SH SHARED 117913 D VALUECLICK INC COM 92046N10 737 31229 SH SHARED 01 31229 D VALUECLICK INC COM 92046N10 231 9800 SH SHARED 02 9800 D VALUECLICK INC COM 92046N10 2622 111000 SH SHARED 04 111000 D VALUECLICK INC COM 92046N10 1446 61200 SH SHARED 10 61200 D VALUECLICK INC COM 92046N10 1131 47900 SH SHARED 17 47900 D VALUECLICK INC COM 92046N10 11 477 SH SHARED 20 477 D VALUEVISION MEDIA INC CL A 92047K10 409 31171 SH SHARED 31171 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 54 3519 SH SHARED 02 3519 D VAN KAMPEN TR INVT GRADE N Y COM 92093110 154 10000 SH SHARED 02 10000 D VAN KAMPEN TR INVT FLA MUNS COM 92093210 1023 68027 SH SHARED 68027 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 77 5035 SH SHARED 5035 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 27 1772 SH SHARED 02 1772 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 30 2000 SH SHR/OTHR 20 2000 D VAN KAMPEN INCOME TR SH BEN INT 92095710 247 41532 SH SHARED 41532 D VAN KAMPEN SENIOR INCOME TR COM 92096110 6 767 SH SHARED 767 D VAN DER MOOLEN HLDG N.V. 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SHARED 02 139 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 45 582 SH SHARED 02 582 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 208 2700 SH SHARED 23 2700 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 166 2500 SH SHARED 23 2500 D VANGUARD INTL EQUITY INDEX F EURPEAN ETF 92204287 26 395 SH SHARED 02 395 D VARIAN MED SYS INC COM 92220P10 2848 59879 SH SHARED 59879 D VARIAN MED SYS INC COM 92220P10 2552 53661 SH SHARED 01 13000 40661 D VARIAN MED SYS INC COM 92220P10 1245 26187 SH SHARED 02 25087 1100 D VARIAN MED SYS INC COM 92220P10 212 4458 SH SHARED 06 3518 940 D VARIAN MED SYS INC COM 92220P10 207 4371 SH SHARED 14 4371 D VARIAN MED SYS INC COM 92220P10 1541 32400 SH SHARED 17 23200 9200 D VARIAN MED SYS INC COM 92220P10 95 2000 SH SHR/OTHR 23 2000 D VARIAN INC COM 92220610 1843 41166 SH SHARED 41166 D VARIAN INC COM 92220610 1106 24700 SH SHARED 01 14800 9900 D VARIAN INC COM 92220610 134 3000 SH SHARED 02 3000 D VARIAN INC COM 92220610 407 9100 SH SHARED 17 2800 6300 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 8112 178229 SH SHARED 178229 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 450 9900 SH SHARED 01 9900 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 209 4600 SH SHARED 10 4600 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 2213 48630 SH SHARED 17 41380 7250 D VASCO DATA SEC INTL INC COM 92230Y10 230 19435 SH SHARED 19435 D VASCO DATA SEC INTL INC COM 92230Y10 7 644 SH SHARED 20 644 D VASCULAR SOLUTIONS INC COM 92231M10 2 316 SH SHARED 316 D VASOGEN INC COM 92232F10 4 11550 SH SHARED 02 11390 160 D VECTREN CORP COM 92240G10 977 34574 SH SHARED 34574 D VECTREN CORP COM 92240G10 661 23400 SH SHARED 01 23400 D VECTREN CORP COM 92240G10 252 8919 SH SHARED 02 8419 500 D VECTREN CORP COM 92240G10 144 5100 SH SHARED 17 4300 800 D VECTREN CORP COM 92240G10 319 11300 SH SHARED 21 7000 4300 D VECTOR GROUP LTD COM 92240M10 674 38005 SH SHARED 38005 D VECTOR GROUP LTD COM 92240M10 71 4000 SH SHARED 02 4000 D VECTOR GROUP LTD COM 92240M10 30086 1695031 SH SHARED 17 1692656 2375 D VEECO INSTRS INC DEL COM 92241710 6117 326640 SH SHARED 326640 D VEECO INSTRS INC DEL COM 92241710 166 8900 SH SHARED 01 8900 D VENOCO INC COM 92275P30 1751 99731 SH SHARED 99731 D VENTAS INC COM 92276F10 10347 244512 SH SHARED 244512 D VENTAS INC COM 92276F10 1443 34100 SH SHARED 01 34100 D VENTAS INC COM 92276F10 76 1801 SH SHARED 02 1801 D VENTAS INC COM 92276F10 124481 2941440 SH SHARED 11 438459 2502981 D VENTAS INC COM 92276F10 2757 65150 SH SHARED 17 59750 5400 D VENTANA MED SYS INC COM 92276H10 1572 36542 SH SHARED 36542 D VENTANA MED SYS INC COM 92276H10 387 9000 SH SHARED 01 9000 D VENTANA MED SYS INC COM 92276H10 137 3200 SH SHARED 02 3200 D VENTANA MED SYS INC COM 92276H10 159 3700 SH SHARED 17 3700 D VANGUARD INDEX FDS STK MRK ETF 92290876 3410 24325 SH SHR/OTHR 23 24325 D VERASUN ENERGY CORP COM 92336G10 3245 164350 SH SHARED 164350 D VERASUN ENERGY CORP COM 92336G10 335 17000 SH SHARED 01 17000 D VERASUN ENERGY CORP COM 92336G10 4234 214407 SH SHARED 10 203707 10700 D VERASUN ENERGY CORP COM 92336G10 795 40300 SH SHARED 17 40300 D VERIFONE HLDGS INC COM 92342Y10 87 2479 SH SHARED 2479 D VERIFONE HLDGS INC COM 92342Y10 54 1540 SH SHARED 01 450 1090 D VERIFONE HLDGS INC COM 92342Y10 21 594 SH SHARED 02 594 D VERIFONE HLDGS INC COM 92342Y10 127 3600 SH SHARED 06 3600 D VERISIGN INC COM 92343E10 44647 1856440 SH SHARED 1856290 150 D VERISIGN INC COM 92343E10 837 34814 SH SHARED 01 34814 D VERISIGN INC COM 92343E10 11405 474258 SH SHARED 02 474228 30 D VERISIGN INC COM 92343E10 6818 283500 SH SHARED 04 283500 D VERISIGN INC COM 92343E10 4 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 567 23617 SH SHARED 06 21177 2440 D VERISIGN INC COM 92343E10 2 120 SH SHARED 10 120 D VERISIGN INC COM 92343E10 3981 165545 SH SHARED 17 158945 6600 D VERISIGN INC COM 92343E10 0 35 SH SHARED 20 35 D VERITAS DGC INC COM 92343P10 26136 305224 SH SHARED 297824 7400 D VERITAS DGC INC COM 92343P10 505 5900 SH SHARED 01 2800 3100 D VERITAS DGC INC COM 92343P10 8949 104510 SH SHARED 02 98500 6010 D VERITAS DGC INC COM 92343P10 753 8800 SH SHARED 04 8800 D VERITAS DGC INC COM 92343P10 5026 58700 SH SHARED 17 1900 56800 D VERIZON COMMUNICATIONS COM 92343V10 1221615 32803859 SH SHARED 32673219 130640 D VERIZON COMMUNICATIONS COM 92343V10 25677 689526 SH SHARED 01 175332 514194 D VERIZON COMMUNICATIONS COM 92343V10 1599 42940 SH SHR/OTHR 01 42940 D VERIZON COMMUNICATIONS COM 92343V10 31806 854107 SH SHARED 02 770819 83288 D VERIZON COMMUNICATIONS COM 92343V10 14421 387250 SH SHARED 04 387250 D VERIZON COMMUNICATIONS COM 92343V10 44 1190 SH SHARED 05 1190 D VERIZON COMMUNICATIONS COM 92343V10 16507 443283 SH SHARED 06 417993 25290 D VERIZON COMMUNICATIONS COM 92343V10 229651 6166787 SH SHARED 10 4185929 1980858 D VERIZON COMMUNICATIONS COM 92343V10 491 13200 SH SHR/OTHR 10 13200 D VERIZON COMMUNICATIONS COM 92343V10 2449 65782 SH SHARED 14 65782 D VERIZON COMMUNICATIONS COM 92343V10 2234 60000 SH SHARED 15 60000 D VERIZON COMMUNICATIONS 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COM 92532F10 4454 119044 SH SHARED 119044 D VERTEX PHARMACEUTICALS INC COM 92532F10 1586 42400 SH SHARED 01 42400 D VERTEX PHARMACEUTICALS INC COM 92532F10 1160 31009 SH SHARED 02 30854 155 D VERTEX PHARMACEUTICALS INC COM 92532F10 19957 533326 SH SHARED 04 533326 D VERTEX PHARMACEUTICALS INC COM 92532F10 134 3600 SH SHARED 06 2900 700 D VERTEX PHARMACEUTICALS INC COM 92532F10 3786 101200 SH SHARED 10 101200 D VERTEX PHARMACEUTICALS INC COM 92532F10 71 1900 SH SHARED 14 1900 D VERTEX PHARMACEUTICALS INC COM 92532F10 503 13463 SH SHARED 17 1963 11500 D VERTICALNET INC COM PAR $ 0.01 92532L30 4 6387 SH SHARED 6387 D VERTRUE INC COM 92534N10 5271 137240 SH SHARED 137240 D VESTIN RLTY MTG II INC COM 92549X10 5 957 SH SHARED 957 D VIAD CORP COM NEW 92552R40 726 17900 SH SHARED 17900 D VIAD CORP COM NEW 92552R40 38 949 SH SHARED 01 949 D VIAD CORP COM NEW 92552R40 182 4500 SH SHARED 10 4500 D VIAD CORP COM NEW 92552R40 1429 35200 SH SHARED 17 26100 9100 D VIASAT INC COM 92552V10 517 17359 SH SHARED 17359 D VIASAT INC COM 92552V10 41 1400 SH SHARED 01 1400 D VIASAT INC COM 92552V10 289 9700 SH SHARED 17 9700 D VIACOM INC NEW CL A 92553P10 14 347 SH SHARED 01 347 D VIACOM INC NEW CL A 92553P10 156 3828 SH SHARED 02 3 3825 D VIACOM INC NEW CL A 92553P10 4 100 SH SHR/OTHR 23 100 D VIACOM INC NEW CL B 92553P20 77103 1879193 SH SHARED 1877783 1410 D VIACOM INC NEW CL B 92553P20 3759 91638 SH SHARED 01 91638 D VIACOM INC NEW CL B 92553P20 182 4438 SH SHR/OTHR 01 4438 D VIACOM INC NEW CL B 92553P20 13506 329198 SH SHARED 02 321919 7279 D VIACOM INC NEW CL B 92553P20 2338 57000 SH SHARED 04 57000 D VIACOM INC NEW CL B 92553P20 9 235 SH SHARED 05 235 D VIACOM INC NEW CL B 92553P20 2670 65093 SH SHARED 06 58633 6460 D VIACOM INC NEW CL B 92553P20 6 150 SH SHARED 10 150 D VIACOM INC NEW CL B 92553P20 5 125 SH SHR/OTHR 10 125 D VIACOM INC NEW CL B 92553P20 2460 59975 SH SHARED 14 59975 D VIACOM INC NEW CL B 92553P20 1166 28425 SH SHARED 15 28425 D VIACOM INC NEW CL B 92553P20 12386 301891 SH SHARED 17 285841 16050 D VIACOM INC NEW CL B 92553P20 233 5700 SH SHARED 19 5700 D VIACOM INC NEW CL B 92553P20 68 1664 SH SHARED 20 1664 D VIACOM INC NEW CL B 92553P20 20 500 SH SHR/OTHR 20 500 D VIACOM INC NEW CL B 92553P20 145 3535 SH SHARED 21 3535 D VIACOM INC NEW CL B 92553P20 320 7812 SH SHARED 22 7812 D VIACOM INC NEW CL B 92553P20 7 175 SH SHR/OTHR 22 175 D VIACOM INC NEW CL B 92553P20 83 2034 SH SHARED 23 2034 D VIACOM INC NEW CL B 92553P20 470 11457 SH SHR/OTHR 23 11457 D VIASYS HEALTHCARE INC COM NEW 92553Q20 700 25197 SH SHARED 25197 D VIASYS HEALTHCARE INC COM NEW 92553Q20 1240 44575 SH SHARED 01 44225 350 D VIASYS HEALTHCARE INC COM NEW 92553Q20 7258 260900 SH SHARED 10 260900 D VIASYS HEALTHCARE INC COM NEW 92553Q20 8473 304600 SH SHARED 17 304600 D VIACELL INC COM 92554J10 3 772 SH SHARED 772 D VIACELL INC COM 92554J10 60 12827 SH SHARED 02 3827 9000 D VIACELL INC COM 92554J10 13646 2891187 SH SHARED 04 2891187 D VIACELL INC COM 92554J10 73 15600 SH SHARED 14 15600 D VICAL INC COM 92560210 4 668 SH SHARED 668 D VICAL INC COM 92560210 14 2300 SH SHARED 17 2300 D VICOR CORP COM 92581510 170 15357 SH SHARED 15357 D VICOR CORP COM 92581510 1 100 SH SHARED 02 100 D VIDEO DISPLAY CORP COM 92655510 7 1000 SH SHARED 02 1000 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 2458 128050 SH SHARED 27300 100750 D VIEWPOINT FINL GROUP COM 92672710 152 8986 SH SHARED 8986 D VIGNETTE CORP COM NEW 92673440 2160 126593 SH SHARED 126593 D VIGNETTE CORP COM NEW 92673440 1 100 SH SHARED 02 100 D VIGNETTE CORP COM NEW 92673440 35 2100 SH SHARED 21 2100 D VILLAGE SUPER MKT INC CL A NEW 92710740 105 1229 SH SHARED 1229 D VIMICRO INTL CORP ADR 92718N10 102 10000 SH SHARED 10000 D VIMICRO INTL CORP ADR 92718N10 4 400 SH SHARED 02 400 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 45 1535 SH SHARED 1535 D VINEYARD NATL BANCORP COM 92742610 161 7031 SH SHARED 7031 D VION PHARMACEUTICALS INC COM 92762410 2 1676 SH SHARED 1676 D VIRAGE LOGIC CORP COM 92763R10 1420 152882 SH SHARED 152882 D VIRCO MFG CO COM 92765110 2 330 SH SHARED 330 D VIRGINIA COMM BANCORP INC COM 92778Q10 10502 528288 SH SHARED 528288 D VIRGINIA COMM BANCORP INC COM 92778Q10 174 8800 SH SHARED 17 8800 D VIRGINIA FINL GROUP INC COM 92781010 234 8365 SH SHARED 8365 D VIRGINIA FINL GROUP INC COM 92781010 242 8650 SH SHARED 17 8650 D VISTA GOLD CORP COM NEW 92792620 5 685 SH SHARED 685 D VIROPHARMA INC COM 92824110 10044 686105 SH SHARED 686105 D VIROPHARMA INC COM 92824110 840 57400 SH SHARED 01 44400 13000 D VIROPHARMA INC COM 92824110 93 6400 SH SHARED 02 6400 D VIROPHARMA INC COM 92824110 1879 128400 SH SHARED 10 128400 D VIROPHARMA INC COM 92824110 1436 98100 SH SHARED 17 6500 91600 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 70858 71000000 PRN SHARED 71000000 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 3052 3059000 PRN SHARED 02 3059000 D VISHAY INTERTECHNOLOGY INC CB 92829810 60 448162 PRN SHARED 448162 D VISHAY INTERTECHNOLOGY INC CB 92829810 12 89862 PRN SHARED 01 32200 57662 D VISHAY INTERTECHNOLOGY INC CB 92829810 2 20259 PRN SHARED 02 20259 D VISHAY INTERTECHNOLOGY INC CB 92829810 0 400 PRN SHARED 06 400 D VISHAY INTERTECHNOLOGY INC CB 92829810 5 38100 PRN SHARED 17 38100 D VISICU INC COM 92831L20 63 5648 SH SHARED 5648 D VISTEON CORP COM 92839U10 11660 1375019 SH SHARED 1375019 D VISTEON CORP COM 92839U10 240 28400 SH SHARED 01 28400 D VISTEON CORP COM 92839U10 31 3710 SH SHR/OTHR 01 3710 D VISTEON CORP COM 92839U10 9 1103 SH SHARED 02 1103 D VISTEON CORP COM 92839U10 292 34500 SH SHARED 17 400 34100 D VISTEON CORP COM 92839U10 2 300 SH SHR/OTHR 23 300 D VISTACARE INC CL A 92839Y10 83 8203 SH SHARED 8203 D VITAL IMAGES INC COM 92846N10 452 13005 SH SHARED 13005 D VITAL IMAGES INC COM 92846N10 13 400 SH SHARED 01 400 D VITAL IMAGES INC COM 92846N10 1722 49500 SH SHARED 02 49500 D VITAL IMAGES INC COM 92846N10 4050 116400 SH SHARED 04 116400 D VITAL IMAGES INC COM 92846N10 702 20200 SH SHARED 10 20200 D VITAL IMAGES INC COM 92846N10 93 2700 SH SHARED 14 2700 D VITAL IMAGES INC COM 92846N10 1687 48500 SH SHARED 17 48500 D VITAL SIGNS INC COM 92846910 264 5300 SH SHARED 5300 D VITALSTREAM HLDGS INC COM NEW 92847T20 3 382 SH SHARED 382 D VITRIA TECHNOLOGY COM NEW 92849Q40 25 9373 SH SHARED 9373 D VITRAN CORP INC COM 92850E10 152 8800 SH SHARED 02 8800 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 124 22500 SH SHARED 02 22500 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 2713 661836 SH SHARED 661836 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 2 512 SH SHARED 02 512 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 17680 4312250 SH SHARED 04 4312250 D VIVUS INC COM 92855110 4 1192 SH SHARED 1192 D VIVUS INC COM 92855110 16 4570 SH SHARED 02 4570 D VNUS MED TECHNOLOGIES INC COM 92856610 2 277 SH SHARED 277 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 21846 786406 SH SHARED 785750 656 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 833 30021 SH SHARED 01 1181 28840 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 438 15787 SH SHR/OTHR 01 15787 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 2660 95756 SH SHARED 02 9808 85948 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 919 33110 SH SHARED 06 33110 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 702 25280 SH SHARED 10 1015 24265 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 1178 42422 SH SHARED 20 2299 40123 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 813 29268 SH SHR/OTHR 20 29268 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 13 481 SH SHARED 21 481 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 24 875 SH SHARED 22 875 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 48 1748 SH SHR/OTHR 22 1748 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 449 16176 SH SHARED 23 16176 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 729 26254 SH SHR/OTHR 23 26254 D VOCUS INC COM 92858J10 2 170 SH SHARED 170 D VOCUS INC COM 92858J10 212 12667 SH SHARED 02 12667 D VOLCOM INC COM 92864N10 302 10234 SH SHARED 10234 D VOLCOM INC COM 92864N10 1691 57200 SH SHARED 17 57200 D VOLCANO CORPORATION COM 92864510 115 7033 SH SHARED 7033 D VOLT INFORMATION SCIENCES IN COM 92870310 321 6411 SH SHARED 6411 D VOLT INFORMATION SCIENCES IN COM 92870310 110 2200 SH SHARED 01 2200 D VOLT INFORMATION SCIENCES IN COM 92870310 35 700 SH SHARED 02 700 D VOLT INFORMATION SCIENCES IN COM 92870310 4222 84100 SH SHARED 10 84100 D VOLT INFORMATION SCIENCES IN COM 92870310 888 17700 SH SHARED 17 17700 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 220 14694 SH SHARED 14694 D VOLVO AKTIEBOLAGET ADR B 92885640 101 1476 SH SHARED 1476 D VONAGE HLDGS CORP COM 92886T20 5660 815642 SH SHARED 815642 D VONAGE HLDGS CORP COM 92886T20 24 3500 SH SHARED 02 3500 D VORNADO RLTY TR SH BEN INT 92904210 39423 324476 SH SHARED 318076 6400 D VORNADO RLTY TR SH BEN INT 92904210 12507 102940 SH SHARED 01 76505 26435 D VORNADO RLTY TR SH BEN INT 92904210 148 1225 SH SHR/OTHR 01 1225 D VORNADO RLTY TR SH BEN INT 92904210 8457 69607 SH SHARED 02 63763 5844 D VORNADO RLTY TR SH BEN INT 92904210 8 70 SH SHARED 05 70 D VORNADO RLTY TR SH BEN INT 92904210 479 3950 SH SHARED 06 3950 D VORNADO RLTY TR SH BEN INT 92904210 3908 32170 SH SHARED 10 32170 D VORNADO RLTY TR SH BEN INT 92904210 24 200 SH SHR/OTHR 10 200 D VORNADO RLTY TR SH BEN INT 92904210 739385 6085479 SH SHARED 11 3233016 2852463 D VORNADO RLTY TR SH BEN INT 92904210 19940 164116 SH SHARED 17 132816 31300 D VORNADO RLTY TR SH BEN INT 92904210 432 3560 SH SHARED 20 1570 1990 D VORNADO RLTY TR SH BEN INT 92904210 44 370 SH SHR/OTHR 20 370 D VORNADO RLTY TR SH BEN INT 92904210 48 400 SH SHARED 21 400 D VORNADO RLTY TR SH BEN INT 92904210 48 400 SH SHARED 22 150 250 D VORNADO RLTY TR SH BEN INT 92904210 48 400 SH SHR/OTHR 22 400 D VORNADO RLTY TR SH BEN INT 92904210 836 6881 SH SHARED 23 6410 471 D VORNADO RLTY TR SH BEN INT 92904210 444 3660 SH SHR/OTHR 23 3660 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 74201 53575000 PRN SHARED 53575000 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 29940 30000000 PRN SHARED 30000000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 18762 18800000 PRN SHARED 02 18800000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 15 16000 PRN SHARED 17 16000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1343 68521 SH SHARED 68521 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 6549 334000 SH SHARED 04 334000 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 14997 764800 SH SHARED 10 764800 D VULCAN MATLS CO COM 92916010 12696 141273 SH SHARED 141273 D VULCAN MATLS CO COM 92916010 4341 48314 SH SHARED 01 34860 13454 D VULCAN MATLS CO COM 92916010 121 1350 SH SHR/OTHR 01 1350 D VULCAN MATLS CO COM 92916010 1972 21950 SH SHARED 02 21950 D VULCAN MATLS CO COM 92916010 808 9000 SH SHARED 06 8000 1000 D VULCAN MATLS CO COM 92916010 2390 26600 SH SHARED 10 26600 D VULCAN MATLS CO COM 92916010 6583 73256 SH SHARED 17 71556 1700 D VULCAN MATLS CO COM 92916010 275 3060 SH SHR/OTHR 22 3060 D VULCAN MATLS CO COM 92916010 53 600 SH SHR/OTHR 23 600 D W & T OFFSHORE INC COM 92922P10 6541 212935 SH SHARED 172435 40500 D W & T OFFSHORE INC COM 92922P10 356 11600 SH SHARED 01 11600 D W & T OFFSHORE INC COM 92922P10 27 883 SH SHARED 02 258 625 D W & T OFFSHORE INC COM 92922P10 291 9500 SH SHARED 06 9500 D W & T OFFSHORE INC COM 92922P10 2552 83100 SH SHARED 10 83100 D W & T OFFSHORE INC COM 92922P10 2595 84500 SH SHARED 17 32000 52500 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 7282 7500000 PRN SHARED 7500000 D WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK 13678 14087000 PRN SHARED 02 14087000 D WCI CMNTYS INC COM 92923C10 4643 242091 SH SHARED 242091 D WCI CMNTYS INC COM 92923C10 207 10800 SH SHARED 01 10800 D WCI CMNTYS INC COM 92923C10 187 9800 SH SHARED 02 9800 D WCI CMNTYS INC COM 92923C10 203 10600 SH SHARED 17 400 10200 D WD-40 CO COM 92923610 456 13094 SH SHARED 13094 D WD-40 CO COM 92923610 55 1600 SH SHARED 01 1600 D WD-40 CO COM 92923610 24 700 SH SHARED 02 700 D WD-40 CO COM 92923610 20 600 SH SHARED 17 600 D WGL HLDGS INC COM 92924F10 1963 60266 SH SHARED 60266 D WGL HLDGS INC COM 92924F10 462 14200 SH SHARED 01 14200 D WGL HLDGS INC COM 92924F10 196 6019 SH SHARED 02 4800 1219 D WGL HLDGS INC COM 92924F10 45 1400 SH SHARED 17 300 1100 D WGL HLDGS INC COM 92924F10 39 1200 SH SHR/OTHR 23 1200 D W-H ENERGY SVCS INC COM 92925E10 9876 202841 SH SHARED 202841 D W-H ENERGY SVCS INC COM 92925E10 272 5600 SH SHARED 01 4100 1500 D W-H ENERGY SVCS INC COM 92925E10 817 16800 SH SHARED 02 16800 D W-H ENERGY SVCS INC COM 92925E10 160 3300 SH SHARED 17 3300 D W HLDG CO INC COM 92925110 5371 901233 SH SHARED 901233 D W HLDG CO INC COM 92925110 170 28600 SH SHARED 01 28600 D W HLDG CO INC COM 92925110 666 111900 SH SHARED 10 111900 D W HLDG CO INC COM 92925110 169 28400 SH SHARED 17 28400 D WCA WASTE CORP COM 92926K10 2 342 SH SHARED 342 D WCA WASTE CORP COM 92926K10 9903 1233300 SH SHARED 17 1233300 D WJ COMMUNICATIONS INC COM 92928410 1 926 SH SHARED 926 D WMS INDS INC NOTE 2.750% 7/1 929297AE 6443 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 2049 58791 SH SHARED 58791 D WMS INDS INC COM 92929710 135 3900 SH SHARED 01 3900 D WMS INDS INC COM 92929710 34 1000 SH SHARED 02 1000 D WMS INDS INC COM 92929710 1178 33800 SH SHARED 10 33800 D WMS INDS INC COM 92929710 3061 87810 SH SHARED 17 41310 46500 D W P CAREY & CO LLC COM 92930Y10 1770 58887 SH SHARED 58887 D WPP GROUP PLC SPON ADR 0905 92930940 37953 559950 SH SHARED 559950 D WPP GROUP PLC SPON ADR 0905 92930940 1096 16179 SH SHARED 01 16029 150 D WPP GROUP PLC SPON ADR 0905 92930940 6 100 SH SHARED 10 100 D WPP GROUP PLC SPON ADR 0905 92930940 1125 16600 SH SHARED 17 16600 D WPS RESOURCES CORP COM 92931B10 7097 131361 SH SHARED 131361 D WPS RESOURCES CORP COM 92931B10 977 18100 SH SHARED 01 3700 14400 D WPS RESOURCES CORP COM 92931B10 260 4818 SH SHARED 02 4818 D WPS RESOURCES CORP COM 92931B10 13431 248600 SH SHARED 17 248600 D WPS RESOURCES CORP COM 92931B10 16 300 SH SHARED 20 300 D WPS RESOURCES CORP COM 92931B10 94 1750 SH SHARED 21 1750 D WPCS INTL INC COM NEW 92931L20 1 135 SH SHARED 135 D WSFS FINL CORP COM 92932810 311 4650 SH SHARED 4650 D WSFS FINL CORP COM 92932810 73 1100 SH SHARED 01 1100 D WSFS FINL CORP COM 92932810 1392 20800 SH SHARED 10 20800 D WSFS FINL CORP COM 92932810 441 6600 SH SHARED 17 6600 D WABASH NATL CORP NOTE 3.250% 8/0 929566AD 2012 2000000 PRN SHARED 02 2000000 D WABASH NATL CORP COM 92956610 6793 449928 SH SHARED 449928 D WABASH NATL CORP COM 92956610 48 3200 SH SHARED 01 3200 D WABTEC CORP COM 92974010 1205 39687 SH SHARED 37896 1791 D WABTEC CORP COM 92974010 54 1800 SH SHARED 01 1800 D WABTEC CORP COM 92974010 662 21800 SH SHARED 06 3000 18800 D WABTEC CORP COM 92974010 267 8800 SH SHARED 10 8800 D WABTEC CORP COM 92974010 2630 86600 SH SHARED 17 5500 81100 D WACHOVIA CORP 2ND NEW COM 92990310 172462 3028307 SH SHARED 2982224 46083 D WACHOVIA CORP 2ND NEW COM 92990310 19129 335896 SH SHARED 01 11000 324896 D WACHOVIA CORP 2ND NEW COM 92990310 1328 23327 SH SHR/OTHR 01 23327 D WACHOVIA CORP 2ND NEW COM 92990310 22842 401096 SH SHARED 02 388489 12607 D WACHOVIA CORP 2ND NEW COM 92990310 9624 169000 SH SHARED 04 124000 45000 D WACHOVIA CORP 2ND NEW COM 92990310 1099 19305 SH SHARED 05 19305 D WACHOVIA CORP 2ND NEW COM 92990310 13288 233339 SH SHARED 06 216594 16745 D WACHOVIA CORP 2ND NEW COM 92990310 341645 5999047 SH SHARED 10 3110057 1899920 989070 D WACHOVIA CORP 2ND NEW COM 92990310 523 9200 SH SHR/OTHR 10 9200 D WACHOVIA CORP 2ND NEW COM 92990310 3709 65140 SH SHARED 14 65140 D WACHOVIA CORP 2ND NEW COM 92990310 212393 3729472 SH SHARED 17 3667402 62070 D WACHOVIA CORP 2ND NEW COM 92990310 1839 32293 SH SHARED 20 6873 25420 D WACHOVIA CORP 2ND NEW COM 92990310 113 2000 SH SHARED 21 2000 D WACHOVIA CORP 2ND NEW COM 92990310 17 300 SH SHR/OTHR 21 300 D WACHOVIA CORP 2ND NEW COM 92990310 894 15700 SH SHARED 22 9575 6125 D WACHOVIA CORP 2ND NEW COM 92990310 91 1610 SH SHR/OTHR 22 1610 D WACHOVIA CORP 2ND NEW COM 92990310 2780 48816 SH SHARED 23 48016 800 D WACHOVIA CORP 2ND NEW COM 92990310 2520 44263 SH SHR/OTHR 23 44263 D WACOAL HOLDINGS CORP ADR 93000420 32 479 SH SHARED 02 479 D WADDELL & REED FINL INC CL A 93005910 6066 221730 SH SHARED 213954 7776 D WADDELL & REED FINL INC CL A 93005910 771 28216 SH SHARED 01 28216 D WADDELL & REED FINL INC CL A 93005910 242 8867 SH SHARED 02 8427 440 D WADDELL & REED FINL INC CL A 93005910 741 27100 SH SHARED 10 27100 D WADDELL & REED FINL INC CL A 93005910 9409 343900 SH SHARED 17 331300 12600 D WAINWRIGHT BK&TR CO BOSTON M COM 93070510 1 98 SH SHARED 98 D WAL MART STORES INC COM 93114210 926873 20070896 SH SHARED 20015397 55499 D WAL MART STORES INC COM 93114210 32286 699149 SH SHARED 01 97572 601577 D WAL MART STORES INC COM 93114210 3418 74034 SH SHR/OTHR 01 74034 D WAL MART STORES INC COM 93114210 189208 4097197 SH SHARED 02 4071687 25510 D WAL MART STORES INC COM 93114210 935 20250 SH SHARED 04 20250 D WAL MART STORES INC COM 93114210 48 1040 SH SHARED 05 1040 D WAL MART STORES INC COM 93114210 13174 285292 SH SHARED 06 263722 21570 D WAL MART STORES INC COM 93114210 82666 1790085 SH SHARED 10 685000 951890 153195 D WAL MART STORES INC COM 93114210 2874 62240 SH SHR/OTHR 10 62240 D WAL MART STORES INC COM 93114210 3964 85844 SH SHARED 14 85844 D WAL MART STORES INC COM 93114210 66234 1434269 SH SHARED 17 1237269 197000 D WAL MART STORES INC COM 93114210 12 265 SH SHARED 19 265 D WAL MART STORES INC COM 93114210 2697 58404 SH SHARED 20 7622 50782 D WAL MART STORES INC COM 93114210 175 3790 SH SHR/OTHR 20 3790 D WAL MART STORES INC COM 93114210 322 6975 SH SHARED 21 6975 D WAL MART STORES INC COM 93114210 730 15825 SH SHR/OTHR 21 15825 D WAL MART STORES INC COM 93114210 567 12295 SH SHARED 22 6200 6095 D WAL MART STORES INC COM 93114210 369 8010 SH SHR/OTHR 22 8010 D WAL MART STORES INC COM 93114210 5675 122907 SH SHARED 23 121833 1074 D WAL MART STORES INC COM 93114210 10634 230287 SH SHR/OTHR 23 230287 D WALGREEN CO COM 93142210 67307 1466711 SH SHARED 1426711 40000 D WALGREEN CO COM 93142210 9078 197841 SH SHARED 01 1000 196841 D WALGREEN CO COM 93142210 199 4358 SH SHR/OTHR 01 4358 D WALGREEN CO COM 93142210 35313 769515 SH SHARED 02 761062 8453 D WALGREEN CO COM 93142210 92009 2005000 SH SHARED 04 2005000 D WALGREEN CO COM 93142210 1299 28320 SH SHARED 05 28320 D WALGREEN CO COM 93142210 4679 101971 SH SHARED 06 92961 9010 D WALGREEN CO COM 93142210 149158 3250350 SH SHARED 10 352090 2716740 181520 D WALGREEN CO COM 93142210 339 7400 SH SHR/OTHR 10 7400 D WALGREEN CO COM 93142210 1710 37268 SH SHARED 14 37268 D WALGREEN CO COM 93142210 25242 550074 SH SHARED 17 505774 44300 D WALGREEN CO COM 93142210 45 1000 SH SHARED 19 1000 D WALGREEN CO COM 93142210 1478 32227 SH SHARED 20 1192 31035 D WALGREEN CO COM 93142210 252 5500 SH SHR/OTHR 20 5500 D WALGREEN CO COM 93142210 336 7322 SH SHARED 21 7322 D WALGREEN CO COM 93142210 59 1300 SH SHR/OTHR 21 1300 D WALGREEN CO COM 93142210 48 1050 SH SHARED 22 1050 D WALGREEN CO COM 93142210 75 1650 SH SHR/OTHR 22 1650 D WALGREEN CO COM 93142210 1144 24950 SH SHARED 23 20950 4000 D WALGREEN CO COM 93142210 5087 110858 SH SHR/OTHR 23 110858 D WALTER INDS INC NOTE 3.750% 5/0 93317QAC 2254 750000 PRN SHARED 02 750000 D WALTER INDS INC COM 93317Q10 18909 699040 SH SHARED 698440 600 D WALTER INDS INC COM 93317Q10 2946 108945 SH SHARED 01 77645 31300 D WALTER INDS INC COM 93317Q10 627 23198 SH SHARED 02 22858 340 D WALTER INDS INC COM 93317Q10 40 1480 SH SHARED 04 1480 D WALTER INDS INC COM 93317Q10 20002 739475 SH SHARED 10 716275 23200 D WALTER INDS INC COM 93317Q10 259 9600 SH SHARED 15 9600 D WALTER INDS INC COM 93317Q10 7702 284750 SH SHARED 17 284750 D WARNACO GROUP INC COM NEW 93439040 1417 55834 SH SHARED 55834 D WARNACO GROUP INC COM NEW 93439040 837 33000 SH SHARED 01 33000 D WARNACO GROUP INC COM NEW 93439040 210 8300 SH SHARED 10 8300 D WARNACO GROUP INC COM NEW 93439040 677 26700 SH SHARED 17 10300 16400 D WARNER MUSIC GROUP CORP COM 93455010 25 1130 SH SHARED 1130 D WARNER MUSIC GROUP CORP COM 93455010 226 9850 SH SHARED 02 9850 D WARNER MUSIC GROUP CORP COM 93455010 713 31100 SH SHARED 17 31100 D WARREN RES INC COM 93564A10 486 41536 SH SHARED 41536 D WARREN RES INC COM 93564A10 25 2200 SH SHARED 17 2200 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 1236 52537 SH SHARED 43211 9326 D WASHINGTON FED INC COM 93882410 525 22329 SH SHARED 01 22329 D WASHINGTON FED INC COM 93882410 273 11609 SH SHARED 02 10183 1426 D WASHINGTON FED INC COM 93882410 438 18624 SH SHARED 14 18624 D WASHINGTON FED INC COM 93882410 51 2200 SH SHARED 17 2200 D WASHINGTON GROUP INTL INC COM NEW 93886220 1347 22536 SH SHARED 22536 D WASHINGTON GROUP INTL INC COM NEW 93886220 1846 30890 SH SHARED 01 30890 D WASHINGTON GROUP INTL INC COM NEW 93886220 26953 450800 SH SHARED 17 444300 6500 D WASHINGTON MUT INC COM 93932210 63920 1405148 SH SHARED 1368086 37062 D WASHINGTON MUT INC COM 93932210 7546 165895 SH SHARED 01 19964 145931 D WASHINGTON MUT INC COM 93932210 731 16088 SH SHR/OTHR 01 16088 D WASHINGTON MUT INC COM 93932210 16759 368415 SH SHARED 02 321361 47054 D WASHINGTON MUT INC COM 93932210 2150 47281 SH SHARED 04 47281 D WASHINGTON MUT INC COM 93932210 20 450 SH SHARED 05 450 D WASHINGTON MUT INC COM 93932210 4002 87976 SH SHARED 06 78816 9160 D WASHINGTON MUT INC COM 93932210 120751 2654471 SH SHARED 10 1957826 696645 D WASHINGTON MUT INC COM 93932210 286 6300 SH SHR/OTHR 10 6300 D WASHINGTON MUT INC COM 93932210 5117 112487 SH SHARED 14 112487 D WASHINGTON MUT INC COM 93932210 363514 7991093 SH SHARED 17 7974813 16280 D WASHINGTON MUT INC COM 93932210 2275 50015 SH SHARED 20 12505 37510 D WASHINGTON MUT INC COM 93932210 250 5500 SH SHR/OTHR 20 5500 D WASHINGTON MUT INC COM 93932210 40 900 SH SHARED 21 900 D WASHINGTON MUT INC COM 93932210 29 650 SH SHR/OTHR 21 650 D WASHINGTON MUT INC COM 93932210 770 16940 SH SHARED 22 10500 6440 D WASHINGTON MUT INC COM 93932210 213 4700 SH SHR/OTHR 22 4700 D WASHINGTON MUT INC COM 93932210 363 7990 SH SHARED 23 7990 D WASHINGTON MUT INC COM 93932210 1180 25950 SH SHR/OTHR 23 25950 D WASHINGTON POST CO CL B 93964010 2555 3427 SH SHARED 3427 D WASHINGTON POST CO CL B 93964010 1424 1910 SH SHARED 01 1910 D WASHINGTON POST CO CL B 93964010 512 688 SH SHARED 02 667 21 D WASHINGTON POST CO CL B 93964010 111 150 SH SHARED 06 110 40 D WASHINGTON POST CO CL B 93964010 111 150 SH SHARED 10 150 D WASHINGTON POST CO CL B 93964010 671 900 SH SHR/OTHR 10 900 D WASHINGTON POST CO CL B 93964010 283 380 SH SHARED 17 100 280 D WASHINGTON POST CO CL B 93964010 406 545 SH SHARED 20 545 D WASHINGTON POST CO CL B 93964010 111 150 SH SHR/OTHR 20 150 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1404 35106 SH SHARED 35106 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 88 2200 SH SHARED 01 2200 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 24 623 SH SHARED 02 243 380 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1168 29200 SH SHARED 10 29200 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 31112 777810 SH SHARED 11 264410 513400 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1060 26500 SH SHARED 17 26500 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 2 66 SH SHARED 20 66 D WASHINGTON TR BANCORP COM 94061010 270 9687 SH SHARED 9687 D WASHINGTON TR BANCORP COM 94061010 256 9200 SH SHARED 17 9200 D WASHINGTON TR BANCORP COM 94061010 70 2530 SH SHARED 20 2530 D WASTE CONNECTIONS INC COM 94105310 7539 181452 SH SHARED 181452 D WASTE CONNECTIONS INC COM 94105310 1 37 SH SHARED 02 37 D WASTE CONNECTIONS INC COM 94105310 286 6900 SH SHARED 17 400 6500 D WASTE CONNECTIONS INC COM 94105310 2 50 SH SHARED 20 50 D WASTE CONNECTIONS INC COM 94105310 99 2400 SH SHARED 21 2400 D WASTE INDUSTRIES USA INC COM 94105710 176 5790 SH SHARED 5790 D WASTE MGMT INC DEL COM 94106L10 57430 1561871 SH SHARED 1450121 111750 D WASTE MGMT INC DEL COM 94106L10 2727 74166 SH SHARED 01 100 74066 D WASTE MGMT INC DEL COM 94106L10 31 870 SH SHR/OTHR 01 870 D WASTE MGMT INC DEL COM 94106L10 3384 92050 SH SHARED 02 92050 D WASTE MGMT INC DEL COM 94106L10 1523 41425 SH SHARED 04 41425 D WASTE MGMT INC DEL COM 94106L10 8 230 SH SHARED 05 230 D WASTE MGMT INC DEL COM 94106L10 9224 250860 SH SHARED 06 108700 142160 D WASTE MGMT INC DEL COM 94106L10 16414 446400 SH SHARED 10 446400 D WASTE MGMT INC DEL COM 94106L10 2377 64648 SH SHARED 14 64648 D WASTE MGMT INC DEL COM 94106L10 23334 634609 SH SHARED 17 256809 377800 D WASTE SERVICES INC DEL COM NEW 94107520 302 30700 SH SHARED 30700 D WATERS CORP COM 94184810 6532 133392 SH SHARED 133392 D WATERS CORP COM 94184810 533 10895 SH SHARED 01 10895 D WATERS CORP COM 94184810 858 17539 SH SHARED 02 17539 D WATERS CORP COM 94184810 5 120 SH SHARED 05 120 D WATERS CORP COM 94184810 492 10060 SH SHARED 06 9550 510 D WATERS CORP COM 94184810 8520 174000 SH SHARED 10 172300 1700 D WATERS CORP COM 94184810 259 5290 SH SHARED 14 5290 D WATERS CORP COM 94184810 2757 56305 SH SHARED 17 55205 1100 D WATERS CORP COM 94184810 64 1310 SH SHARED 20 1310 D WATSCO INC COM 94262220 2301 48807 SH SHARED 48807 D WATSCO INC COM 94262220 47 1000 SH SHARED 01 1000 D WATSCO INC COM 94262220 28 600 SH SHARED 02 600 D WATSCO INC COM 94262220 132 2800 SH SHARED 17 2800 D WATSCO INC COM 94262220 12 266 SH SHARED 20 266 D WATSCO INC COM 94262220 66 1400 SH SHARED 21 1400 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 46 50000 PRN SHARED 02 50000 D WATSON PHARMACEUTICALS INC COM 94268310 5594 214907 SH SHARED 214907 D WATSON PHARMACEUTICALS INC COM 94268310 1171 45000 SH SHARED 01 32700 12300 D WATSON PHARMACEUTICALS INC COM 94268310 537 20665 SH SHARED 02 20665 D WATSON PHARMACEUTICALS INC COM 94268310 147 5650 SH SHARED 06 5650 D WATSON PHARMACEUTICALS INC COM 94268310 2160 83000 SH SHARED 14 83000 D WATSON PHARMACEUTICALS INC COM 94268310 1891 72662 SH SHARED 17 72662 D WATSON PHARMACEUTICALS INC COM 94268310 165 6345 SH SHARED 21 6345 D WATSON WYATT WORLDWIDE INC CL A 94271210 1523 33746 SH SHARED 33746 D WATSON WYATT WORLDWIDE INC CL A 94271210 207 4600 SH SHARED 01 4600 D WATSON WYATT WORLDWIDE INC CL A 94271210 4018 89000 SH SHARED 10 89000 D WATSON WYATT WORLDWIDE INC CL A 94271210 3544 78500 SH SHARED 17 16900 61600 D WATTS WATER TECHNOLOGIES INC CL A 94274910 5105 124185 SH SHARED 124185 D WATTS WATER TECHNOLOGIES INC CL A 94274910 15416 375000 SH SHARED 04 375000 D WATTS WATER TECHNOLOGIES INC CL A 94274910 2055 50000 SH SHARED 05 50000 D WATTS WATER TECHNOLOGIES INC CL A 94274910 20731 504300 SH SHARED 17 504300 D WAUSAU PAPER CORP COM 94331510 2147 143244 SH SHARED 143244 D WAUSAU PAPER CORP COM 94331510 1714 114350 SH SHARED 02 112000 2350 D WAUSAU PAPER CORP COM 94331510 6 400 SH SHARED 17 400 D WAUWATOSA HLDGS INC COM 94348P10 145 8144 SH SHARED 8144 D WAVE SYSTEMS CORP COM NEW 94352630 175 69486 SH SHARED 69486 D WAYNE SVGS BANCSHARES INC NE COM 94624Q10 1 73 SH SHARED 73 D WAYSIDE TECHNOLOGY GROUP INC COM 94676010 1 95 SH SHARED 95 D WEB COM INC COM NEW 94732Q10 1 313 SH SHARED 313 D WEBEX COMMUNICATIONS INC COM 94767L10 1141 32723 SH SHARED 32723 D WEBEX COMMUNICATIONS INC COM 94767L10 338 9700 SH SHARED 01 9700 D WEBEX COMMUNICATIONS INC COM 94767L10 39 1127 SH SHARED 02 1127 D WEBEX COMMUNICATIONS INC COM 94767L10 1102 31600 SH SHARED 10 31600 D WEBEX COMMUNICATIONS INC COM 94767L10 987 28300 SH SHARED 17 1800 26500 D WEBEX COMMUNICATIONS INC COM 94767L10 11 331 SH SHARED 20 331 D WEBMETHODS INC COM 94768C10 1897 257757 SH SHARED 257757 D WEBMETHODS INC COM 94768C10 30 4200 SH SHARED 01 4200 D WEBMETHODS INC COM 94768C10 441 60000 SH SHARED 04 60000 D WEBMETHODS INC COM 94768C10 2 400 SH SHARED 23 400 D WEBSENSE INC COM 94768410 1236 54141 SH SHARED 54141 D WEBSENSE INC COM 94768410 525 23000 SH SHARED 01 23000 D WEBSENSE INC COM 94768410 68 3010 SH SHARED 02 3010 D WEBSENSE INC COM 94768410 182 8000 SH SHARED 04 8000 D WEBSENSE INC COM 94768410 993 43500 SH SHARED 10 43500 D WEBSENSE INC COM 94768410 931 40800 SH SHARED 17 1800 39000 D WEBSENSE INC COM 94768410 14 641 SH SHARED 20 641 D WEBSIDESTORY INC COM 94768510 2495 197148 SH SHARED 197148 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 960 1000000 PRN SHARED 02 1000000 D WEBMD CORP NOTE 3.125% 9/0 94769MAG 7432 7500000 PRN SHARED 02 7500000 D WEBSITE PROS INC COM 94769V10 3 367 SH SHARED 367 D WEBMD HEALTH CORP CL A 94770V10 5452 136233 SH SHARED 136233 D WEBMD HEALTH CORP CL A 94770V10 127 3191 SH SHARED 02 3191 D WEBMD HEALTH CORP CL A 94770V10 16 400 SH SHARED 10 400 D WEBMD HEALTH CORP CL A 94770V10 24 600 SH SHARED 17 600 D WEBMD HEALTH CORP CL A 94770V10 160 4000 SH SHARED 20 4000 D WEBSTER FINL CORP CONN COM 94789010 1246 25585 SH SHARED 25585 D WEBSTER FINL CORP CONN COM 94789010 701 14400 SH SHARED 01 14400 D WEBSTER FINL CORP CONN COM 94789010 417 8567 SH SHARED 02 6254 2313 D WEBSTER FINL CORP CONN COM 94789010 112 2300 SH SHARED 17 2300 D WEIGHT WATCHERS INTL INC NEW COM 94862610 2684 51108 SH SHARED 51108 D WEIGHT WATCHERS INTL INC NEW COM 94862610 31 594 SH SHARED 02 594 D WEIGHT WATCHERS INTL INC NEW COM 94862610 630 12000 SH SHARED 04 12000 D WEIGHT WATCHERS INTL INC NEW COM 94862610 22 435 SH SHARED 10 435 D WEIGHT WATCHERS INTL INC NEW COM 94862610 36 700 SH SHARED 17 400 300 D WEIGHT WATCHERS INTL INC NEW COM 94862610 42 800 SH SHARED 20 800 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1584 34359 SH SHARED 34359 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1088 23600 SH SHARED 01 23600 D WEINGARTEN RLTY INVS SH BEN INT 94874110 7114 154284 SH SHARED 02 153099 1185 D WEINGARTEN RLTY INVS SH BEN INT 94874110 7266 157600 SH SHARED 11 157600 D WEINGARTEN RLTY INVS SH BEN INT 94874110 152 3300 SH SHARED 17 3300 D WEINGARTEN RLTY INVS SH BEN INT 94874110 62 1350 SH SHR/OTHR 23 1350 D WEIS MKTS INC COM 94884910 380 9491 SH SHARED 9491 D WEIS MKTS INC COM 94884910 88 2200 SH SHARED 17 2200 D WELLCARE HEALTH PLANS INC COM 94946T10 5398 78354 SH SHARED 78354 D WELLCARE HEALTH PLANS INC COM 94946T10 282 4100 SH SHARED 01 3000 1100 D WELLCARE HEALTH PLANS INC COM 94946T10 263 3822 SH SHARED 02 3822 D WELLCARE HEALTH PLANS INC COM 94946T10 6703 97300 SH SHARED 10 97300 D WELLCARE HEALTH PLANS INC COM 94946T10 10224 148400 SH SHARED 17 148100 300 D WELLMAN INC COM 94970210 1495 468750 SH SHARED 468750 D WELLPOINT INC COM 94973V10 82442 1047692 SH SHARED 1026690 21002 D WELLPOINT INC COM 94973V10 14337 182203 SH SHARED 01 91267 90936 D WELLPOINT INC COM 94973V10 9503 120765 SH SHARED 02 117808 2957 D WELLPOINT INC COM 94973V10 35978 457213 SH SHARED 04 454457 2756 D WELLPOINT INC COM 94973V10 20 260 SH SHARED 05 260 D WELLPOINT INC COM 94973V10 12732 161802 SH SHARED 06 87772 74030 D WELLPOINT INC COM 94973V10 62674 796479 SH SHARED 10 425224 340255 31000 D WELLPOINT INC COM 94973V10 1938 24630 SH SHARED 14 24630 D WELLPOINT INC COM 94973V10 23446 297954 SH SHARED 17 254004 43950 D WELLPOINT INC COM 94973V10 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WENDYS INTL INC COM 95059010 63495 1918877 SH SHARED 1918877 D WENDYS INTL INC COM 95059010 1023 30936 SH SHARED 01 5600 25336 D WENDYS INTL INC COM 95059010 1048 31678 SH SHARED 02 31678 D WENDYS INTL INC COM 95059010 332 10060 SH SHARED 06 9200 860 D WENDYS INTL INC COM 95059010 1631 49300 SH SHARED 10 49300 D WENDYS INTL INC COM 95059010 36 1100 SH SHARED 14 1100 D WENDYS INTL INC COM 95059010 3124 94410 SH SHARED 17 53810 40600 D WERNER ENTERPRISES INC COM 95075510 12014 687310 SH SHARED 687310 D WERNER ENTERPRISES INC COM 95075510 263 15075 SH SHARED 01 15075 D WERNER ENTERPRISES INC COM 95075510 87 5000 SH SHARED 02 5000 D WERNER ENTERPRISES INC COM 95075510 555 31779 SH SHARED 17 12879 18900 D WESBANCO INC COM 95081010 569 16982 SH SHARED 16982 D WESBANCO INC COM 95081010 3 100 SH SHARED 01 100 D WESBANCO INC COM 95081010 311 9300 SH SHARED 17 9300 D WESCO FINL CORP COM 95081710 15 34 SH SHARED 34 D WESCO FINL CORP COM 95081710 7 17 SH SHARED 02 17 D WESCO FINL CORP COM 95081710 138 300 SH SHARED 10 300 D WESCO INTL INC COM 95082P10 1247 21207 SH SHARED 21207 D WESCO INTL INC COM 95082P10 835 14200 SH SHARED 01 13400 800 D WESCO INTL INC COM 95082P10 276 4698 SH SHR/OTHR 01 4698 D WESCO INTL INC COM 95082P10 45 767 SH SHARED 02 767 D WESCO INTL INC COM 95082P10 11303 192200 SH SHARED 04 192200 D WESCO INTL INC COM 95082P10 1411 24000 SH SHARED 05 24000 D WESCO INTL INC COM 95082P10 811 13800 SH SHARED 10 13800 D WESCO INTL INC COM 95082P10 2940 50000 SH SHARED 16 50000 D WESCO INTL INC COM 95082P10 31769 540200 SH SHARED 17 540200 D WESCO INTL INC COM 95082P10 14 240 SH SHARED 20 240 D WESCO INTL INC COM 95082P10 64 1100 SH SHARED 21 1100 D WEST BANCORPORATION INC CAP STK 95123P10 241 13607 SH SHARED 13607 D WEST COAST BANCORP ORE NEW COM 95214510 418 12082 SH SHARED 12082 D WEST COAST BANCORP ORE NEW COM 95214510 145 4200 SH SHARED 10 4200 D WEST MARINE INC COM 95423510 192 11148 SH SHARED 11148 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1285 25097 SH SHARED 25097 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1469 28675 SH SHARED 01 25050 3625 D WEST PHARMACEUTICAL SVSC INC COM 95530610 76 1500 SH SHARED 02 1500 D WEST PHARMACEUTICAL SVSC INC COM 95530610 6588 128600 SH SHARED 10 72300 56300 D WEST PHARMACEUTICAL SVSC INC COM 95530610 8340 162800 SH SHARED 17 110700 52100 D WESTAFF INC COM 95707010 1 221 SH SHARED 221 D WESTAR ENERGY INC COM 95709T10 7084 272916 SH SHARED 272916 D WESTAR ENERGY INC COM 95709T10 1567 60400 SH SHARED 01 30000 30400 D WESTAR ENERGY INC COM 95709T10 10 420 SH SHR/OTHR 01 420 D WESTAR ENERGY INC COM 95709T10 327 12605 SH SHARED 02 8600 4005 D WESTAR ENERGY INC COM 95709T10 7 300 SH SHARED 06 300 D WESTAR ENERGY INC COM 95709T10 1251 48200 SH SHARED 17 29600 18600 D WESTAR ENERGY INC COM 95709T10 6 260 SH SHARED 20 260 D WESTAR ENERGY INC COM 95709T10 57 2200 SH SHARED 21 2200 D WESTAMERICA BANCORPORATION COM 95709010 3283 64859 SH SHARED 64859 D WESTAMERICA BANCORPORATION COM 95709010 475 9400 SH SHARED 01 9400 D WESTAMERICA BANCORPORATION COM 95709010 154 3047 SH SHARED 02 3047 D WESTBANK CORP COM 95711610 2 108 SH SHARED 108 D WESTELL TECHNOLOGIES INC CL A 95754110 2408 963224 SH SHARED 963224 D WESTERN ALLIANCE BANCORP COM 95763810 360 10380 SH SHARED 10380 D WESTERN ALLIANCE BANCORP COM 95763810 16 475 SH SHARED 02 475 D WESTERN ALLIANCE BANCORP COM 95763810 285 8200 SH SHARED 17 2600 5600 D WESTERN ASSET EMRG MKT DEBT COM 95766A10 8186 459387 SH SHARED 459387 D WESTERN ASSET GLB HI INCOME COM 95766B10 2 197 SH SHARED 197 D WESTERN AST EMRG MKT FLT RT COM 95766C10 75 5500 SH SHARED 5500 D WESTERN ASSET EMRG MKT INCM COM 95766E10 10824 841084 SH SHARED 841084 D WESTERN ASSET GLB PTNRS INCO COM 95766G10 25 2000 SH SHR/OTHR 20 2000 D WESTERN ASSET HIGH INCM FD I COM 95766J10 984 88800 SH SHARED 88800 D WESTERN ASSET HIGH INCM OPP COM 95766K10 0 50 SH SHARED 50 D WESTERN ASSETT MGD HI INCM F COM 95766L10 6 893 SH SHARED 893 D WESTERN ASST MNG MUN FD INC COM 95766M10 42 3817 SH SHARED 01 3817 D WESTERN ASST MN PRT FD INC COM 95766P10 48 3392 SH SHARED 3392 D WESTERN ASSET CLAYMORE US TR COM SH BEN INT 95766Q10 148 13000 SH SHARED 02 13000 D WSTRN ASSET/CLYMRE US TR INF COM 95766R10 5672 490300 SH SHARED 490300 D WESTERN ASSET INFL MGMT FD I COM 95766U10 2 169 SH SHARED 169 D WESTERN ASSET WORLDWIDE INCO COM 95766810 2415 176332 SH SHARED 176332 D WESTERN ASSET ZENIX INCOME F COM 95766910 13 4576 SH SHARED 4576 D WESTERN DIGITAL CORP COM 95810210 9511 464904 SH SHARED 442804 22100 D WESTERN DIGITAL CORP COM 95810210 1327 64900 SH SHARED 01 64900 D WESTERN DIGITAL CORP COM 95810210 503 24632 SH SHARED 02 24632 D WESTERN DIGITAL CORP COM 95810210 2455 120000 SH SHARED 04 120000 D WESTERN DIGITAL CORP COM 95810210 849 41500 SH SHARED 06 40300 1200 D WESTERN DIGITAL CORP COM 95810210 5157 252100 SH SHARED 10 252100 D WESTERN DIGITAL CORP COM 95810210 257 12562 SH SHARED 14 12562 D WESTERN DIGITAL CORP COM 95810210 4400 215100 SH SHARED 17 29000 186100 D WESTERN REFNG INC COM 95931910 1125 44197 SH SHARED 44197 D WESTERN REFNG INC COM 95931910 952 37400 SH SHARED 01 36025 1375 D WESTERN REFNG INC COM 95931910 431 16955 SH SHARED 02 16955 D WESTERN REFNG INC COM 95931910 4277 168000 SH SHARED 10 168000 D WESTERN REFNG INC COM 95931910 6326 248500 SH SHARED 17 248500 D WESTERN UN CO COM 95980210 25562 1140157 SH SHARED 1140157 D WESTERN UN CO COM 95980210 3308 147571 SH SHARED 01 39171 108400 D WESTERN UN CO COM 95980210 96 4317 SH SHR/OTHR 01 4317 D WESTERN UN CO COM 95980210 19929 888927 SH SHARED 02 885502 3425 D WESTERN UN CO COM 95980210 12048 537400 SH SHARED 04 537400 D WESTERN UN CO COM 95980210 8 359 SH SHARED 05 359 D WESTERN UN CO COM 95980210 1525 68039 SH SHARED 06 60792 7247 D WESTERN UN CO COM 95980210 2899 129340 SH SHARED 10 112200 17140 D WESTERN UN CO COM 95980210 414 18500 SH SHR/OTHR 10 18500 D WESTERN UN CO COM 95980210 533 23816 SH SHARED 14 23816 D WESTERN UN CO COM 95980210 2242 100000 SH SHARED 16 100000 D WESTERN UN CO COM 95980210 7360 328289 SH SHARED 17 311513 16776 D WESTERN UN CO COM 95980210 935 41725 SH SHARED 20 600 41125 D WESTERN UN CO COM 95980210 525 23460 SH SHR/OTHR 20 23460 D WESTERN UN CO COM 95980210 13 600 SH SHARED 21 600 D WESTERN UN CO COM 95980210 127 5700 SH SHARED 22 2900 2800 D WESTERN UN CO COM 95980210 73 3300 SH SHR/OTHR 22 3300 D WESTERN UN CO COM 95980210 160 7167 SH SHARED 23 7167 D WESTERN UN CO COM 95980210 271 12118 SH SHR/OTHR 23 12118 D WESTFIELD FINANCIAL INC COM 96008D10 105 3058 SH SHARED 3058 D WESTLAKE CHEM CORP COM 96041310 14 471 SH SHARED 471 D WESTLAKE CHEM CORP COM 96041310 83 2647 SH SHARED 02 2647 D WESTLAKE CHEM CORP COM 96041310 69 2200 SH SHARED 06 2200 D WESTLAKE CHEM CORP COM 96041310 627 20000 SH SHARED 10 20000 D WESTLAKE CHEM CORP COM 96041310 373 11900 SH SHARED 17 11900 D WESTMORELAND COAL CO COM 96087810 109 5581 SH SHARED 5581 D WESTMORELAND COAL CO COM 96087810 19 1000 SH SHARED 01 1000 D WESTWOOD HLDGS GROUP INC COM 96176510 3 145 SH SHARED 145 D WESTWOOD HLDGS GROUP INC COM 96176510 304 13202 SH SHARED 20 13202 D WESTWOOD ONE INC COM 96181510 18277 2588855 SH SHARED 2588855 D WESTWOOD ONE INC COM 96181510 458 64900 SH SHARED 01 64900 D WESTWOOD ONE INC COM 96181510 48 6900 SH SHARED 02 6900 D WET SEAL INC CL A 96184010 888 133203 SH SHARED 133203 D WET SEAL INC CL A 96184010 0 101 SH SHARED 02 100 1 D WEYCO GROUP INC COM 96214910 133 5376 SH SHARED 5376 D WEYERHAEUSER CO COM 96216610 32950 466387 SH SHARED 466387 D WEYERHAEUSER CO COM 96216610 2309 32683 SH SHARED 01 32683 D WEYERHAEUSER CO COM 96216610 141 2000 SH SHR/OTHR 01 2000 D WEYERHAEUSER CO COM 96216610 4007 56730 SH SHARED 02 54870 1860 D WEYERHAEUSER CO COM 96216610 35678 505000 SH SHARED 04 505000 D WEYERHAEUSER CO COM 96216610 678 9600 SH SHARED 05 9600 D WEYERHAEUSER CO COM 96216610 9266 131160 SH SHARED 06 128920 2240 D WEYERHAEUSER CO COM 96216610 54476 771081 SH SHARED 10 202561 561160 7360 D WEYERHAEUSER CO COM 96216610 918 13000 SH SHARED 14 13000 D WEYERHAEUSER CO COM 96216610 10394 147129 SH SHARED 17 143529 3600 D WEYERHAEUSER CO COM 96216610 42 600 SH SHARED 23 600 D WEYERHAEUSER CO COM 96216610 70 1000 SH SHR/OTHR 23 1000 D WHEELING PITTSBURGH CORP COM NEW 96314230 15630 834536 SH SHARED 834536 D WHEELING PITTSBURGH CORP COM NEW 96314230 5 300 SH SHARED 02 300 D WHIRLPOOL CORP COM 96332010 16056 193410 SH SHARED 193410 D WHIRLPOOL CORP COM 96332010 1236 14890 SH SHARED 01 2900 11990 D WHIRLPOOL CORP COM 96332010 2490 29997 SH SHARED 02 27919 2078 D WHIRLPOOL CORP COM 96332010 393 4741 SH SHARED 04 4741 D WHIRLPOOL CORP COM 96332010 1145 13800 SH SHARED 05 13800 D WHIRLPOOL CORP COM 96332010 575 6930 SH SHARED 06 6400 530 D WHIRLPOOL CORP COM 96332010 9432 113620 SH SHARED 10 110220 3400 D WHIRLPOOL CORP COM 96332010 4419 53230 SH SHARED 17 50532 2698 D WHIRLPOOL CORP COM 96332010 14 175 SH SHR/OTHR 21 175 D WHIRLPOOL CORP COM 96332010 41 500 SH SHARED 22 500 D WHITE ELECTR DESIGNS CORP COM 96380110 1599 293944 SH SHARED 293944 D WHITING PETE CORP NEW COM 96638710 2162 46412 SH SHARED 46412 D WHITING PETE CORP NEW COM 96638710 144 3100 SH SHARED 01 3100 D WHITING PETE CORP NEW COM 96638710 4571 98100 SH SHARED 10 98100 D WHITING PETE CORP NEW COM 96638710 1248 26800 SH SHARED 17 26800 D WHITNEY HLDG CORP COM 96661210 52 1623 SH SHARED 1623 D WHITNEY HLDG CORP COM 96661210 709 21750 SH SHARED 01 20700 1050 D WHITNEY HLDG CORP COM 96661210 29 891 SH SHARED 02 891 D WHITNEY HLDG CORP COM 96661210 404 12400 SH SHARED 17 12400 D WHITTIER ENERGY CORP COM NEW 96678530 4455 480601 SH SHARED 480601 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 253 250000 PRN SHARED 02 250000 D WHOLE FOODS MKT INC COM 96683710 11363 242130 SH SHARED 241130 1000 D WHOLE FOODS MKT INC COM 96683710 1216 25915 SH SHARED 01 25915 D WHOLE FOODS MKT INC COM 96683710 20265 431817 SH SHARED 02 431217 600 D WHOLE FOODS MKT INC COM 96683710 746 15900 SH SHARED 04 15900 D WHOLE FOODS MKT INC COM 96683710 553 11790 SH SHARED 06 10650 1140 D WHOLE FOODS MKT INC COM 96683710 168 3600 SH SHARED 10 3600 D WHOLE FOODS MKT INC COM 96683710 5462 116400 SH SHARED 17 108000 8400 D WHOLE FOODS MKT INC COM 96683710 187 4000 SH SHARED 20 4000 D WHOLE FOODS MKT INC COM 96683710 46 1000 SH SHR/OTHR 22 1000 D WHOLE FOODS MKT INC COM 96683710 120 2575 SH SHARED 23 2575 D WHOLE FOODS MKT INC COM 96683710 356 7600 SH SHR/OTHR 23 7600 D WIDEPOINT CORP COM 96759010 2 1203 SH SHARED 1203 D WILBER CORP COM 96779710 1 140 SH SHARED 140 D WILD OATS MARKETS INC COM 96808B10 2832 196978 SH SHARED 196978 D WILD OATS MARKETS INC COM 96808B10 4 300 SH SHARED 01 300 D WILD OATS MARKETS INC COM 96808B10 474 32981 SH SHARED 02 32981 D WILD OATS MARKETS INC COM 96808B10 2890 201000 SH SHARED 17 164200 36800 D WILEY JOHN & SONS INC CL A 96822320 1044 27151 SH SHARED 27151 D WILEY JOHN & SONS INC CL A 96822320 561 14600 SH SHARED 01 14600 D WILEY JOHN & SONS INC CL A 96822320 187 4867 SH SHARED 02 4867 D WILEY JOHN & SONS INC CL A 96822320 73 1900 SH SHARED 10 1900 D WILEY JOHN & SONS INC CL A 96822320 153 4000 SH SHARED 23 4000 D WILLBROS GROUP INC COM 96919910 4879 258200 SH SHARED 17 258200 D WILLBROS GROUP INC COM 96919910 6 370 SH SHARED 20 370 D WILLIAMS COS INC DEL COM 96945710 102756 3934033 SH SHARED 3934033 D WILLIAMS COS INC DEL COM 96945710 2437 93306 SH SHARED 01 31200 62106 D WILLIAMS COS INC DEL COM 96945710 26 1000 SH SHR/OTHR 01 1000 D WILLIAMS COS INC DEL COM 96945710 16878 646181 SH SHARED 02 634531 11650 D WILLIAMS COS INC DEL COM 96945710 10 400 SH SHARED 05 400 D WILLIAMS COS INC DEL COM 96945710 1321 50610 SH SHARED 06 45200 5410 D WILLIAMS COS INC DEL COM 96945710 261 10000 SH SHARED 10 10000 D WILLIAMS COS INC DEL COM 96945710 8360 320090 SH SHARED 17 297190 22900 D WILLIAMS COS INC DEL COM 96945710 224 8600 SH SHR/OTHR 23 8600 D WILLIAMS CTLS INC COM NEW 96946560 2 138 SH SHARED 138 D WILLIAMS CLAYTON ENERGY INC COM 96949010 150 4135 SH SHARED 4135 D WILLIAMS CLAYTON ENERGY INC COM 96949010 79 2200 SH SHARED 01 2200 D WILLIAMS CLAYTON ENERGY INC COM 96949010 740 20400 SH SHARED 10 20400 D WILLIAMS PARTNERS L P COM UNIT L P 96950F10 6025 155692 SH SHARED 155692 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 6193 315693 SH SHARED 315693 D WILLIAMS SCOTSMAN INTL INC COM 96950G10 547 27900 SH SHARED 17 18700 9200 D WILLIAMS SONOMA INC COM 96990410 1619 51512 SH SHARED 51512 D WILLIAMS SONOMA INC COM 96990410 1122 35700 SH SHARED 01 35700 D WILLIAMS SONOMA INC COM 96990410 574 18284 SH SHARED 02 12234 6050 D WILLIAMS SONOMA INC COM 96990410 106 3380 SH SHARED 06 2900 480 D WILLIAMS SONOMA INC COM 96990410 484 15400 SH SHARED 17 14900 500 D WILLIAMS SONOMA INC COM 96990410 503 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 175 11742 SH SHARED 11742 D WILMINGTON TRUST CORP COM 97180710 1310 31083 SH SHARED 31083 D WILMINGTON TRUST CORP COM 97180710 872 20700 SH SHARED 01 20700 D WILMINGTON TRUST CORP COM 97180710 321 7625 SH 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WORLD ACCEP CORP DEL COM 98141910 469 10000 SH SHARED 10 10000 D WORLD ACCEP CORP DEL COM 98141910 79 1700 SH SHARED 17 1700 D WORLD COLOR PRESS INC DEL NOTE 6.000%10/0 981443AA 15939 16100000 PRN SHARED 16100000 D WORLD FUEL SVCS CORP COM 98147510 951 21400 SH SHARED 21400 D WORLD FUEL SVCS CORP COM 98147510 626 14100 SH SHARED 01 14100 D WORLD FUEL SVCS CORP COM 98147510 213 4800 SH SHARED 17 4800 D WORLDGATE COMMUNICATIONS INC COM 98156L30 1 813 SH SHARED 813 D WORLD WRESTLING ENTMT INC CL A 98156Q10 269 16564 SH SHARED 16564 D WORLDSPACE INC CL A 98157910 1 446 SH SHARED 446 D WORTHINGTON INDS INC COM 98181110 1573 88794 SH SHARED 88794 D WORTHINGTON INDS INC COM 98181110 646 36477 SH SHARED 01 22900 13577 D WORTHINGTON INDS INC COM 98181110 180 10183 SH SHARED 02 9983 200 D WORTHINGTON INDS INC COM 98181110 5686 320900 SH SHARED 17 299700 21200 D WORTHINGTON INDS INC COM 98181110 209 11825 SH SHARED 21 11825 D WRIGHT EXPRESS CORP COM 98233Q10 982 31512 SH SHARED 31512 D WRIGHT 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12781 D WYETH COM 98302410 1024 20112 SH SHARED 22 13472 6640 D WYETH COM 98302410 11984 235368 SH SHARED 23 234618 750 D WYETH COM 98302410 12303 241624 SH SHR/OTHR 23 241624 D WYNDHAM WORLDWIDE CORP COM 98310W10 29514 921742 SH SHARED 921742 D WYNDHAM WORLDWIDE CORP COM 98310W10 622 19427 SH SHARED 01 19427 D WYNDHAM WORLDWIDE CORP COM 98310W10 2107 65814 SH SHARED 02 62564 3250 D WYNDHAM WORLDWIDE CORP COM 98310W10 3 112 SH SHARED 05 112 D WYNDHAM WORLDWIDE CORP COM 98310W10 581 18172 SH SHARED 06 16370 1802 D WYNDHAM WORLDWIDE CORP COM 98310W10 59 1853 SH SHARED 14 1853 D WYNDHAM WORLDWIDE CORP COM 98310W10 2800 87447 SH SHARED 17 82707 4740 D WYNDHAM WORLDWIDE CORP COM 98310W10 64 2000 SH SHR/OTHR 20 2000 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 529095129300000 PRN SHARED 129300000 D WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB 109780 26828000 PRN SHARED 02 26828000 D WYNN RESORTS LTD COM 98313410 26097 278075 SH SHARED 278075 D WYNN RESORTS LTD COM 98313410 403 4300 SH SHARED 01 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372844 23400 D XEROX CORP COM 98412110 30 1800 SH SHR/OTHR 23 1800 D XERIUM TECHNOLOGIES INC COM 98416J10 150 15403 SH SHARED 15403 D XERIUM TECHNOLOGIES INC COM 98416J10 30 3100 SH SHARED 01 3100 D XERIUM TECHNOLOGIES INC COM 98416J10 407 41600 SH SHARED 10 41600 D XERIUM TECHNOLOGIES INC COM 98416J10 46 4800 SH SHARED 17 4800 D XOMA LTD BERMUDA NOTE 6.500% 2/0 98417BAC 1935 1413000 PRN SHARED 1413000 D XETHANOL CORP COM 98420A10 69 30781 SH SHARED 30781 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 4 100 SH SHARED 100 D YRC WORLDWIDE INC COM 98424910 23444 621375 SH SHARED 621375 D YRC WORLDWIDE INC COM 98424910 1150 30497 SH SHARED 01 8800 21697 D YRC WORLDWIDE INC COM 98424910 1946 51598 SH SHARED 02 11193 40405 D YRC WORLDWIDE INC COM 98424910 413 10970 SH SHARED 17 10970 D YAHOO INC FRNT 4/0 984332AB 38850 30000000 PRN SHARED 30000000 D YAHOO INC FRNT 4/0 984332AB 1250 966000 PRN SHARED 02 966000 D YAHOO INC FRNT 4/0 984332AB 35224 27200000 PRN SHARED 04 27200000 D YAHOO INC COM 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134350 SH SHARED 02 134350 D YAMANA GOLD INC COM 98462Y10 34088 2586400 SH SHARED 04 2586400 D YAMANA GOLD INC COM 98462Y10 114 8720 SH SHARED 10 8720 D YAMANA GOLD INC COM 98462Y10 4349 330000 SH SHARED 16 330000 D YANKEE CANDLE INC COM 98475710 25143 733481 SH SHARED 733481 D YANKEE CANDLE INC COM 98475710 30 900 SH SHARED 01 900 D YANKEE CANDLE INC COM 98475710 538 15700 SH SHARED 17 8700 7000 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 202 5000 SH SHARED 5000 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 30 758 SH SHARED 02 300 458 D YARDVILLE NATL BANCORP COM 98502110 284 7548 SH SHARED 7548 D YARDVILLE NATL BANCORP COM 98502110 67 1800 SH SHARED 17 1800 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 70147 55850000 PRN SHARED 55850000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 24934 19852000 PRN SHARED 02 19852000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 13916 12250000 PRN SHARED 12250000 D YORK WTR CO COM 98718410 4 256 SH SHARED 256 D YORK WTR CO COM 98718410 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BRANDS INC COM 98849810 1281 21800 SH SHARED 23 21500 300 D YUM BRANDS INC COM 98849810 829 14112 SH SHR/OTHR 23 14112 D ZALE CORP NEW COM 98885810 1246 44182 SH SHARED 44182 D ZALE CORP NEW COM 98885810 826 29300 SH SHARED 01 29100 200 D ZALE CORP NEW COM 98885810 259 9200 SH SHARED 17 9200 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 1308 37604 SH SHARED 37604 D ZEBRA TECHNOLOGIES CORP CL A 98920710 723 20800 SH SHARED 01 20800 D ZEBRA TECHNOLOGIES CORP CL A 98920710 15 450 SH SHR/OTHR 01 450 D ZEBRA TECHNOLOGIES CORP CL A 98920710 272 7843 SH SHARED 02 7807 36 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1283 36897 SH SHARED 10 36897 D ZEBRA TECHNOLOGIES CORP CL A 98920710 0 8 SH SHARED 17 8 D ZENITH NATL INS CORP COM 98939010 8668 184787 SH SHARED 184787 D ZENITH NATL INS CORP COM 98939010 1540 32850 SH SHARED 10 32850 D ZENITH NATL INS CORP COM 98939010 1738 37050 SH SHARED 17 16500 20550 D ZEVEX INTL INC COM PAR $0.04 98950E40 1 113 SH SHARED 113 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 457 349044 SH SHARED 349044 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 62 47800 SH SHARED 01 47800 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 117249 1495905 SH SHARED 1487105 8800 D ZIMMER HLDGS INC COM 98956P10 11444 146012 SH SHARED 01 46408 99604 D ZIMMER HLDGS INC COM 98956P10 750 9577 SH SHR/OTHR 01 9577 D ZIMMER HLDGS INC COM 98956P10 4951 63172 SH SHARED 02 47065 16107 D ZIMMER HLDGS INC COM 98956P10 8525 108765 SH SHARED 04 108000 765 D ZIMMER HLDGS INC COM 98956P10 7 90 SH SHARED 05 90 D ZIMMER HLDGS INC COM 98956P10 3730 47598 SH SHARED 06 28428 19170 D ZIMMER HLDGS INC COM 98956P10 89288 1139177 SH SHARED 10 404905 626870 107402 D ZIMMER HLDGS INC COM 98956P10 501 6400 SH SHR/OTHR 10 6400 D ZIMMER HLDGS INC COM 98956P10 1465 18700 SH SHARED 14 18700 D ZIMMER HLDGS INC COM 98956P10 203 2594 SH SHARED 15 2594 D ZIMMER HLDGS INC COM 98956P10 75261 960212 SH SHARED 17 939192 21020 D ZIMMER HLDGS INC COM 98956P10 4672 59619 SH SHARED 20 9428 50191 D ZIMMER HLDGS INC COM 98956P10 913 11649 SH SHR/OTHR 20 11649 D ZIMMER HLDGS INC COM 98956P10 1924 24550 SH SHARED 21 24550 D ZIMMER HLDGS INC COM 98956P10 274 3500 SH SHR/OTHR 21 3500 D ZIMMER HLDGS INC COM 98956P10 372 4751 SH SHARED 22 3321 1430 D ZIMMER HLDGS INC COM 98956P10 235 3000 SH SHR/OTHR 22 3000 D ZIMMER HLDGS INC COM 98956P10 2369 30234 SH SHARED 23 28194 2040 D ZIMMER HLDGS INC COM 98956P10 19442 248055 SH SHR/OTHR 23 248055 D ZIONS BANCORPORATION COM 98970110 14131 171420 SH SHARED 171420 D ZIONS BANCORPORATION COM 98970110 939 11400 SH SHARED 01 11400 D ZIONS BANCORPORATION COM 98970110 1521 18456 SH SHARED 02 18438 18 D ZIONS BANCORPORATION COM 98970110 1581 19182 SH SHARED 06 18242 940 D ZIONS BANCORPORATION COM 98970110 9233 112000 SH SHARED 10 112000 D ZIONS BANCORPORATION COM 98970110 5386 65337 SH SHARED 17 63251 2086 D ZIOPHARM ONCOLOGY INC COM 98973P10 1 243 SH SHARED 243 D ZIX CORP COM 98974P10 1 1342 SH SHARED 1342 D ZIX CORP COM 98974P10 1 1100 SH SHARED 02 1100 D ZIPREALTY INC COM 98974V10 1 249 SH SHARED 249 D ZORAN CORP COM 98975F10 596 40944 SH SHARED 40944 D ZORAN CORP COM 98975F10 179 12326 SH SHARED 01 12326 D ZORAN CORP COM 98975F10 755 51800 SH SHARED 17 51800 D ZOLTEK COS INC COM 98975W10 418 21276 SH SHARED 21276 D ZONES INC COM 98976N10 1 152 SH SHARED 152 D ZUMIEZ INC COM 98981710 334 11321 SH SHARED 11321 D ZUMIEZ INC COM 98981710 1787 60500 SH SHARED 17 60500 D ZWEIG TOTAL RETURN FD INC COM 98983710 32 5558 SH SHARED 5558 D ZYMOGENETICS INC COM 98985T10 1296 83255 SH SHARED 83255 D ZYMOGENETICS INC COM 98985T10 120 7752 SH SHARED 02 7752 D ZYGO CORP COM 98985510 230 14024 SH SHARED 14024 D ZYGO CORP COM 98985510 39 2400 SH SHARED 01 2400 D ZYGO CORP COM 98985510 3026 184000 SH SHARED 02 184000 D ZOLL MED CORP COM 98992210 438 7536 SH SHARED 7536 D ZOLL MED CORP COM 98992210 122 2100 SH SHARED 01 2100 D ZOLL MED CORP COM 98992210 1048 18000 SH SHARED 10 18000 D ZOLL MED CORP COM 98992210 896 15400 SH SHARED 17 15400 S REPORT SUMMARY 19743 DATA RECORDS 210568226 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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