-----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, QVSGsSYro473XsjTgWOuOas22lXHw+8m7Sv2kmJGCcYzFrW5zkUKU2qUF9qUwh8e /ienYyq1cEumjd2whjvsoQ== 0000948046-08-000191.txt : 20080515 0000948046-08-000191.hdr.sgml : 20080515 20080515110045 ACCESSION NUMBER: 0000948046-08-000191 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080515 DATE AS OF CHANGE: 20080515 EFFECTIVENESS DATE: 20080515 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 SEC ACT: 1934 Act SEC FILE NUMBER: 028-10103 FILM NUMBER: 08834784 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 1 taperept.txt DBAG 13F MARCH 31,2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calender Year or Quarter Ended: MARCH 31, 2008 Check here if Amendment { }; Amendment Number: This Amendment (Check only one.): { } is a restatement. { } adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: 028-10103 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Ruiz Title: Director Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York MAY 15, 2008 Report Type (Check only one.): {X} 13F HOLDINGS REPORT. { } 13F NOTICE. { } 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 16 Form 13F Information Table Entry Total: 20950 Form 13F Information Table Value Total: 145848599 VALUE TOTAL (X$1000) List of Other Included Managers: No. Form 13F File Number Name 01 28-05041 Deutsche Bank Trust Company Americas 02 28-05033 Deutsche Bank Securities Inc. 04 28-10152 DWS Deutsche Bank Gesellschaft fur Wertpapiersparen mbH 05 28-10154 Deutsche Asset Management Limited 06 28-10155 Deutsche Asset Management Investmentgesellshaft 10 28-10249 Deutsche Investment Management Americas Inc. 11 28-04760 ROPRO US Holding, Inc. 14 28-10468 DWS (Austria) Investmentgesellschaft mgH 15 28-11401 Deutsche Asset Management Schweiz 16 28-11403 DWS Investments Schweiz 19 28-11509 Deutsche Bank (Suisse) S.A. 20 28-11997 Deutsche Bank National Trust Company 21 28-11998 Deutsche Bank Trust Company Delaware 22 28-11999 Deutsche Bank Florida, National Association 23 28-12000 Deutsche Bank Trust Company, National Association 24 28-12485 DWS Tust Confidential treatment has been requested under separate cover for a portion of the Manager's Securities positions held at the end of this quarter. VALUES SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D DAIMLER AG REG SHS D1668R12 3747594 43805887 SH SHARED 43234576 571311 D DAIMLER AG REG SHS D1668R12 1021 11943 SH SHARED 01 11743 200 D DAIMLER AG REG SHS D1668R12 1462 17094 SH SHARED 02 16583 511 D DAIMLER AG REG SHS D1668R12 23791 278104 SH SHARED 04 241249 36855 D DAIMLER AG REG SHS D1668R12 768181 8979325 SH SHARED 04 8979325 D DAIMLER AG REG SHS D1668R12 3327 38890 SH SHARED 05 38890 D DAIMLER AG REG SHS D1668R12 298645 3490890 SH SHARED 06 2876489 614401 D DAIMLER AG REG SHS D1668R12 4781 55891 SH SHARED 10 24521 31370 D DAIMLER AG REG SHS D1668R12 4998 58424 SH SHARED 14 9370 49054 D DAIMLER AG REG SHS D1668R12 1542 18030 SH SHARED 19 18030 D DAIMLER AG REG SHS D1668R12 23 274 SH SHR/OTHR 23 274 D DEUTSCHE BANK AG NAMEN AKT D1819089 4982113 44069994 SH SHARED 43518189 551805 D DEUTSCHE BANK AG NAMEN AKT D1819089 2055 18181 SH SHARED 01 9649 8532 D DEUTSCHE BANK AG NAMEN AKT D1819089 2769 24500 SH SHR/OTHR 01 24500 D DEUTSCHE BANK AG NAMEN AKT D1819089 97 859 SH SHARED 02 859 D DEUTSCHE BANK AG NAMEN AKT D1819089 12076 106824 SH SHARED 04 82781 24043 D DEUTSCHE BANK AG NAMEN AKT D1819089 254727 2253231 SH SHARED 04 2253231 D DEUTSCHE BANK AG NAMEN AKT D1819089 975 8632 SH SHARED 05 8632 D DEUTSCHE BANK AG NAMEN AKT D1819089 260756 2306558 SH SHARED 06 1904022 402536 D DEUTSCHE BANK AG NAMEN AKT D1819089 1897 16788 SH SHARED 10 16788 D DEUTSCHE BANK AG NAMEN AKT D1819089 6213 54965 SH SHARED 14 12300 42665 D DEUTSCHE BANK AG NAMEN AKT D1819089 627 5550 SH SHARED 15 5550 D DEUTSCHE BANK AG NAMEN AKT D1819089 9040 79970 SH SHARED 19 79970 D DEUTSCHE BANK AG NAMEN AKT D1819089 83 740 SH SHARED 20 740 D DEUTSCHE BANK AG NAMEN AKT D1819089 836 7400 SH SHARED 23 7400 D TELVENT GIT SA SHS E9021510 54 2320 SH SHARED 2320 D TELVENT GIT SA SHS E9021510 19 825 SH SHARED 02 825 D ACE LTD ORD G0070K10 30401 552145 SH SHARED 503045 49100 D ACE LTD ORD G0070K10 2821 51241 SH SHARED 01 49241 2000 D ACE LTD ORD G0070K10 576 10462 SH SHARED 02 2112 8350 D ACE LTD ORD G0070K10 969 17600 SH SHARED 04 17600 D ACE LTD ORD G0070K10 9 170 SH SHARED 05 170 D ACE LTD ORD G0070K10 5975 108535 SH SHARED 06 53465 55070 D ACE LTD ORD G0070K10 115224 2092704 SH SHARED 10 1995604 97100 D ACE LTD ORD G0070K10 1242 22568 SH SHARED 14 22568 D ACE LTD ORD G0070K10 648 11780 SH SHARED 20 9930 1850 D ACE LTD ORD G0070K10 184 3350 SH SHR/OTHR 20 3350 D ACE LTD ORD G0070K10 70 1280 SH SHARED 21 1280 D ACE LTD ORD G0070K10 46 850 SH SHARED 22 850 D ACE LTD ORD G0070K10 13 250 SH SHR/OTHR 23 250 D AIRCASTLE LTD COM G0129K10 11 1000 SH SHARED 1000 D AIRCASTLE LTD COM G0129K10 18 1637 SH SHARED 1637 D AIRCASTLE LTD COM G0129K10 281 25000 SH SHARED 01 25000 D AIRCASTLE LTD COM G0129K10 1012 90000 SH SHARED 02 90000 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 2033 51228 SH SHARED 20828 30400 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 134 3400 SH SHARED 01 3400 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 73 1852 SH SHARED 02 1852 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 11 300 SH SHARED 06 300 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 25965 654050 SH SHARED 10 618150 35900 D AMDOCS LTD ORD G0260210 1921 67757 SH SHARED 67757 D AMDOCS LTD ORD G0260210 375 13225 SH SHARED 01 13225 D AMDOCS LTD ORD G0260210 7162 252549 SH SHARED 02 252549 D AMDOCS LTD ORD G0260210 453 16000 SH SHARED 10 16000 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 4 259 SH SHARED 259 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 9 540 SH SHARED 22 540 D APEX SILVER MINES LTD ORD G0407410 79 6561 SH SHARED 6561 D APEX SILVER MINES LTD ORD G0407410 0 38 SH SHARED 02 38 D APEX SILVER MINES LTD ORD G0407410 2 188 SH SHARED 10 188 D A POWER ENERGY GENERAT SYS L COM G0413610 8 555 SH SHARED 02 555 D ARCH CAP GROUP LTD ORD G0450A10 1883 27423 SH SHARED 27423 D ARCH CAP GROUP LTD ORD G0450A10 661 9630 SH SHARED 01 6925 2705 D ARCH CAP GROUP LTD ORD G0450A10 128 1875 SH SHR/OTHR 01 1875 D ARCH CAP GROUP LTD ORD G0450A10 235 3436 SH SHARED 02 3436 D ARCH CAP GROUP LTD ORD G0450A10 357 5200 SH SHARED 10 5200 D ARCH CAP GROUP LTD ORD G0450A10 29 425 SH SHARED 20 425 D ARCH CAP GROUP LTD ORD G0450A10 20 295 SH SHR/OTHR 21 295 D ARCH CAP GROUP LTD ORD G0450A10 16 245 SH SHARED 22 245 D ARCH CAP GROUP LTD ORD G0450A10 61 900 SH SHARED 23 900 D ARCH CAP GROUP LTD ORD G0450A10 75 1100 SH SHR/OTHR 23 1100 D ARGO GROUP INTL HLDGS LTD COM G0464B10 1827 51440 SH SHARED 51440 D ARGO GROUP INTL HLDGS LTD COM G0464B10 55 1554 SH SHARED 01 1554 D ARGO GROUP INTL HLDGS LTD COM G0464B10 268 7560 SH SHARED 02 1060 6500 D ARGO GROUP INTL HLDGS LTD COM G0464B10 19613 552182 SH SHARED 10 552182 D ARIES MARITIME TRNSPRT LTD SHS G0474B10 685 119436 SH SHARED 119436 D ARLINGTON TANKERS LTD COM G0489910 84 4027 SH SHARED 4027 D ARLINGTON TANKERS LTD COM G0489910 0 44 SH SHARED 02 44 D ASIA SPECIAL SIT ACQST CORP SHS G0538M10 371 41032 SH SHARED 41032 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 4360 165288 SH SHARED 165288 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 142 5400 SH SHARED 01 3100 2300 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 4956 187900 SH SHARED 10 187900 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 215 8180 SH SHARED 21 8180 D ASSURED GUARANTY LTD COM G0585R10 687 28950 SH SHARED 28950 D ASSURED GUARANTY LTD COM G0585R10 14 620 SH SHARED 01 620 D ASSURED GUARANTY LTD COM G0585R10 883 37200 SH SHARED 10 37200 D AXIS CAPITAL HOLDINGS SHS G0692U10 4463 131347 SH SHARED 131347 D AXIS CAPITAL HOLDINGS SHS G0692U10 594 17495 SH SHARED 01 10350 7145 D AXIS CAPITAL HOLDINGS SHS G0692U10 114 3375 SH SHR/OTHR 01 3375 D AXIS CAPITAL HOLDINGS SHS G0692U10 74 2194 SH SHARED 02 2194 D AXIS CAPITAL HOLDINGS SHS G0692U10 45 1350 SH SHARED 06 650 700 D AXIS CAPITAL HOLDINGS SHS G0692U10 458 13500 SH SHARED 10 13500 D AXIS CAPITAL HOLDINGS SHS G0692U10 1472 43335 SH SHARED 14 43335 D AXIS CAPITAL HOLDINGS SHS G0692U10 21 630 SH SHARED 20 630 D AXIS CAPITAL HOLDINGS SHS G0692U10 14 440 SH SHR/OTHR 21 440 D AXIS CAPITAL HOLDINGS SHS G0692U10 12 365 SH SHARED 22 365 D AXIS CAPITAL HOLDINGS SHS G0692U10 8 250 SH SHR/OTHR 23 250 D ACCENTURE LTD BERMUDA CL A G1150G11 3254 92531 SH SHARED 92531 D ACCENTURE LTD BERMUDA CL A G1150G11 973 27672 SH SHARED 01 20242 7430 D ACCENTURE LTD BERMUDA CL A G1150G11 250 7125 SH SHR/OTHR 01 7125 D ACCENTURE LTD BERMUDA CL A G1150G11 201 5724 SH SHARED 02 1636 4088 D ACCENTURE LTD BERMUDA CL A G1150G11 70351 2000340 SH SHARED 10 2000340 D ACCENTURE LTD BERMUDA CL A G1150G11 539 15350 SH SHARED 20 6850 8500 D ACCENTURE LTD BERMUDA CL A G1150G11 626 17800 SH SHR/OTHR 20 17800 D ACCENTURE LTD BERMUDA CL A G1150G11 109 3100 SH SHR/OTHR 21 3100 D ACCENTURE LTD BERMUDA CL A G1150G11 17 500 SH SHARED 22 500 D ACCENTURE LTD BERMUDA CL A G1150G11 101 2900 SH SHR/OTHR 22 2900 D ACCENTURE LTD BERMUDA CL A G1150G11 404 11500 SH SHARED 23 11200 300 D ACCENTURE LTD BERMUDA CL A G1150G11 477 13575 SH SHR/OTHR 23 13575 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 237 14000 SH SHARED 14000 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 1650 97383 SH SHARED 97263 120 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 2 162 SH SHARED 02 162 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 1 68 SH SHARED 10 68 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 1 87 SH SHARED 14 87 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 0 31 SH SHARED 21 31 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 4 290 SH SHARED 23 80 210 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 20 1200 SH SHR/OTHR 23 1200 D BUNGE LIMITED COM G1696210 3418 39347 SH SHARED 39347 D BUNGE LIMITED COM G1696210 1115 12840 SH SHARED 01 12840 D BUNGE LIMITED COM G1696210 1454 16741 SH SHARED 02 3800 12941 D BUNGE LIMITED COM G1696210 71594 824059 SH SHARED 10 659659 164400 D BUNGE LIMITED COM G1696210 112 1300 SH SHR/OTHR 23 1300 D BUNGE LIMITED COM G1696210 373 4300 SH SHARED 24 4300 D CASTLEPOINT HOLDINGS LTD COM G1952211 6 673 SH SHARED 673 D CASTLEPOINT HOLDINGS LTD COM G1952211 686 70600 SH SHARED 10 70600 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 2946 34566 SH SHARED 34566 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 5113 60000 SH SHARED 04 60000 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 16457 193100 SH SHARED 05 193100 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 12784 150000 SH SHARED 06 150000 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 1035 12150 SH SHARED 10 12150 D CDC CORP SHS A G2022L10 159 45101 SH SHARED 45101 D CDC CORP SHS A G2022L10 4 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 17 2070 SH SHARED 2070 D CHINA NATURAL RESOURCES INC COM G2110U10 367 20759 SH SHARED 20759 D CONSOLIDATED WATER CO INC ORD G2377310 423 19236 SH SHARED 19236 D CONSOLIDATED WATER CO INC ORD G2377310 0 35 SH SHARED 01 35 D CONSOLIDATED WATER CO INC ORD G2377310 4055 184100 SH SHARED 04 184100 D CONSOLIDATED WATER CO INC ORD G2377310 2145 97400 SH SHARED 10 97400 D COOPER INDS LTD CL A G2418210 9569 238334 SH SHARED 238334 D COOPER INDS LTD CL A G2418210 1401 34900 SH SHARED 01 34900 D COOPER INDS LTD CL A G2418210 2001 49854 SH SHARED 02 47894 1960 D COOPER INDS LTD CL A G2418210 10599 264000 SH SHARED 05 264000 D COOPER INDS LTD CL A G2418210 5608 139700 SH SHARED 10 139700 D CREDICORP LTD COM G2519Y10 121 1690 SH SHARED 1690 D CREDICORP LTD COM G2519Y10 2018 28143 SH SHARED 28143 D CREDICORP LTD COM G2519Y10 7704 107400 SH SHARED 01 107400 D CREDICORP LTD COM G2519Y10 208 2906 SH SHARED 02 2906 D CREDICORP LTD COM G2519Y10 4146 57800 SH SHARED 04 57800 D CREDICORP LTD COM G2519Y10 34141 475900 SH SHARED 10 475900 D COSAN LTD SHS A G2534310 1071 87000 SH SHARED 87000 D COSAN LTD SHS A G2534310 123 10020 SH SHARED 02 10020 D COSAN LTD SHS A G2534310 6776 550000 SH SHARED 04 550000 D COVIDIEN LTD COM G2552X10 0 1 SH SHARED 1 D COVIDIEN LTD COM G2552X10 36724 829931 SH SHARED 829931 D COVIDIEN LTD COM G2552X10 2312 52259 SH SHARED 01 49978 2281 D COVIDIEN LTD COM G2552X10 12 289 SH SHR/OTHR 01 289 D COVIDIEN LTD COM G2552X10 17874 403938 SH SHARED 02 393011 10927 D COVIDIEN LTD COM G2552X10 4212 95200 SH SHARED 04 95200 D COVIDIEN LTD COM G2552X10 11 265 SH SHARED 05 265 D COVIDIEN LTD COM G2552X10 3418 77256 SH SHARED 06 72786 4470 D COVIDIEN LTD COM G2552X10 24501 553705 SH SHARED 10 544780 8925 D COVIDIEN LTD COM G2552X10 197 4467 SH SHARED 14 2800 1667 D COVIDIEN LTD COM G2552X10 44 1000 SH SHARED 20 1000 D COVIDIEN LTD COM G2552X10 117 2650 SH SHR/OTHR 20 2650 D COVIDIEN LTD COM G2552X10 74 1680 SH SHARED 21 1680 D COVIDIEN LTD COM G2552X10 44 1000 SH SHARED 23 875 125 D COVIDIEN LTD COM G2552X10 36 825 SH SHR/OTHR 23 825 D CRM HOLDINGS LTD COM G2554P10 3 770 SH SHARED 770 D CRM HOLDINGS LTD COM G2554P10 0 80 SH SHARED 02 80 D E FUTURE INFORMATION TECH IN SHS G2943810 188 14173 SH SHARED 14173 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 4733 129322 SH SHARED 129322 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 248 6797 SH SHARED 02 6797 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 29940 818050 SH SHARED 10 818050 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 301 8225 SH SHARED 21 6325 1900 D ENSTAR GROUP LIMITED SHS G3075P10 479 4312 SH SHARED 4312 D ENSTAR GROUP LIMITED SHS G3075P10 122 1102 SH SHARED 02 1102 D ENSTAR GROUP LIMITED SHS G3075P10 66 600 SH SHARED 23 600 D ASA LIMITED COM G3156P10 82 1004 SH SHARED 1004 D CRYPTOLOGIC LIMITED SHS G3159C10 0 15 SH SHARED 15 D EVEREST RE GROUP LTD COM G3223R10 2807 31361 SH SHARED 31361 D EVEREST RE GROUP LTD COM G3223R10 1721 19229 SH SHARED 01 19229 D EVEREST RE GROUP LTD COM G3223R10 4906 54800 SH SHARED 02 53200 1600 D EVEREST RE GROUP LTD COM G3223R10 125 1400 SH SHARED 20 1400 D EVEREST RE GROUP LTD COM G3223R10 40 450 SH SHARED 23 450 D FGX INTERNATIONAL HLDGS LTD ORD SHS G3396L10 26 2196 SH SHARED 2196 D FLAGSTONE REINSURANCE HLDGS SHS G3529T10 829 68522 SH SHARED 68522 D FOSTER WHEELER LTD SHS NEW G3653513 712 12589 SH SHARED 10389 2200 D FOSTER WHEELER LTD SHS NEW G3653513 5832 103005 SH SHARED 103005 D FOSTER WHEELER LTD SHS NEW G3653513 5609 99072 SH SHARED 01 69817 29255 D FOSTER WHEELER LTD SHS NEW G3653513 1421 25107 SH SHR/OTHR 01 25107 D FOSTER WHEELER LTD SHS NEW G3653513 1596 28192 SH SHARED 02 6601 21591 D FOSTER WHEELER LTD SHS NEW G3653513 358 6332 SH SHARED 04 6332 D FOSTER WHEELER LTD SHS NEW G3653513 124 2200 SH SHARED 06 500 1700 D FOSTER WHEELER LTD SHS NEW G3653513 769 13597 SH SHARED 10 12113 1484 D FOSTER WHEELER LTD SHS NEW G3653513 8 154 SH SHARED 14 154 D FOSTER WHEELER LTD SHS NEW G3653513 2856 50457 SH SHARED 19 50457 D FOSTER WHEELER LTD SHS NEW G3653513 1439 25422 SH SHARED 20 20195 120 5107 D FOSTER WHEELER LTD SHS NEW G3653513 304 5380 SH SHR/OTHR 20 5380 D FOSTER WHEELER LTD SHS NEW G3653513 35 620 SH SHARED 21 500 120 D FOSTER WHEELER LTD SHS NEW G3653513 450 7950 SH SHARED 22 7770 180 D FOSTER WHEELER LTD SHS NEW G3653513 26 475 SH SHR/OTHR 22 475 D FOSTER WHEELER LTD SHS NEW G3653513 981 17342 SH SHARED 23 16417 925 D FOSTER WHEELER LTD SHS NEW G3653513 373 6592 SH SHR/OTHR 23 6592 D FRESH DEL MONTE PRODUCE INC ORD G3673810 684 18806 SH SHARED 18806 D FRESH DEL MONTE PRODUCE INC ORD G3673810 680 18700 SH SHARED 01 18700 D FRESH DEL MONTE PRODUCE INC ORD G3673810 23266 639185 SH SHARED 04 639185 D FRESH DEL MONTE PRODUCE INC ORD G3673810 3094 85000 SH SHARED 06 85000 D FRESH DEL MONTE PRODUCE INC ORD G3673810 69802 1917648 SH SHARED 10 1628448 289200 D FRESH DEL MONTE PRODUCE INC ORD G3673810 200 5500 SH SHARED 15 5500 D FRESH DEL MONTE PRODUCE INC ORD G3673810 342 9400 SH SHARED 24 9400 D FRONTLINE LTD SHS G3682E12 520 11300 SH SHARED 11300 D FRONTLINE LTD SHS G3682E12 689 14975 SH SHARED 01 13265 1710 D FRONTLINE LTD SHS G3682E12 25 550 SH SHR/OTHR 01 550 D FRONTLINE LTD SHS G3682E12 448 9739 SH SHARED 02 9739 D FRONTLINE LTD SHS G3682E12 29738 646200 SH SHARED 10 646200 D FRONTLINE LTD SHS G3682E12 12 270 SH SHARED 20 270 D FRONTLINE LTD SHS G3682E12 8 185 SH SHR/OTHR 21 185 D FRONTLINE LTD SHS G3682E12 7 155 SH SHARED 22 155 D FUWEI FILMS HLDGS CO LTD SHS G3704F10 0 6 SH SHARED 6 D GARMIN LTD ORD G3726010 1265 23431 SH SHARED 23431 D GARMIN LTD ORD G3726010 351 6500 SH SHARED 01 6500 D GARMIN LTD ORD G3726010 10 200 SH SHR/OTHR 01 200 D GARMIN LTD ORD G3726010 479 8884 SH SHARED 02 4684 4200 D GARMIN LTD ORD G3726010 2 50 SH SHARED 05 50 D GARMIN LTD ORD G3726010 7496 138800 SH SHARED 10 131900 6900 D GLOBAL CROSSING LTD SHS NEW G3921A17 15 1015 SH SHARED 1015 D GLOBAL CROSSING LTD SHS NEW G3921A17 877 57900 SH SHARED 02 57900 D GLOBAL CROSSING LTD SHS NEW G3921A17 242 16000 SH SHARED 10 16000 D GLOBAL CROSSING LTD SHS NEW G3921A17 5 343 SH SHARED 22 343 D GENPACT LIMITED SHS G3922B10 270 22112 SH SHARED 22112 D GENPACT LIMITED SHS G3922B10 17 1400 SH SHARED 02 1400 D GLOBAL SOURCES LTD ORD G3930010 134 9075 SH SHARED 9075 D GLOBAL SOURCES LTD ORD G3930010 32 2180 SH SHARED 01 2180 D GLOBAL SOURCES LTD ORD G3930010 2 150 SH SHARED 02 150 D GLOBAL SOURCES LTD ORD G3930010 1027 69220 SH SHARED 10 69220 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 605 32578 SH SHARED 32578 D HELEN OF TROY CORP LTD COM G4388N10 377 22524 SH SHARED 22524 D HELEN OF TROY CORP LTD COM G4388N10 1 109 SH SHARED 02 109 D HELEN OF TROY CORP LTD COM G4388N10 229 13700 SH SHARED 10 13700 D HERBALIFE LTD COM USD SHS G4412G10 906 19075 SH SHARED 18275 800 D HERBALIFE LTD COM USD SHS G4412G10 34 725 SH SHARED 01 725 D HERBALIFE LTD COM USD SHS G4412G10 20 425 SH SHR/OTHR 01 425 D HERBALIFE LTD COM USD SHS G4412G10 104 2197 SH SHARED 02 2197 D HERBALIFE LTD COM USD SHS G4412G10 166 3500 SH SHARED 04 3500 D HERBALIFE LTD COM USD SHS G4412G10 45395 955700 SH SHARED 10 945800 9900 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 11712 262730 SH SHARED 262730 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3357 75307 SH SHARED 01 33886 41421 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2176 48830 SH SHARED 02 45955 2875 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 5831 130800 SH SHARED 10 130800 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 186 4180 SH SHARED 23 4180 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 79 1780 SH SHR/OTHR 23 1780 D INVESCO LTD SHS G491BT10 3113 127806 SH SHARED 127806 D INVESCO LTD SHS G491BT10 8194 336373 SH SHARED 336373 D INVESCO LTD SHS G491BT10 32 1329 SH SHARED 01 1329 D INVESCO LTD SHS G491BT10 58 2400 SH SHARED 02 2400 D INVESCO LTD SHS G491BT10 7 308 SH SHARED 05 308 D INVESCO LTD SHS G491BT10 139 5728 SH SHARED 06 1528 4200 D INVESCO LTD SHS G491BT10 650 26720 SH SHARED 10 26720 D INVESCO LTD SHS G491BT10 1327 54513 SH SHARED 14 54513 D INVESCO LTD SHS G491BT10 1522 62500 SH SHARED 15 62500 D INVESCO LTD SHS G491BT10 333 13700 SH SHARED 23 13700 D IPC HLDGS LTD ORD G4933P10 6778 242096 SH SHARED 242096 D IPC HLDGS LTD ORD G4933P10 22 800 SH SHARED 01 800 D IPC HLDGS LTD ORD G4933P10 7 260 SH SHARED 02 260 D IPC HLDGS LTD ORD G4933P10 2912 104000 SH SHARED 10 104000 D IPC HLDGS LTD ORD G4933P10 51 1826 SH SHARED 21 1826 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 1342 50317 SH SHARED 50317 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 21 800 SH SHARED 01 800 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 2 112 SH SHARED 02 112 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 592 22200 SH SHARED 10 22200 D LAZARD LTD SHS A G5405010 84 2210 SH SHARED 2210 D LAZARD LTD SHS A G5405010 152 4000 SH SHARED 01 4000 D LAZARD LTD SHS A G5405010 244 6400 SH SHR/OTHR 01 6400 D LAZARD LTD SHS A G5405010 276 7227 SH SHARED 02 7227 D LAZARD LTD SHS A G5405010 4087 107000 SH SHARED 04 107000 D LAZARD LTD SHS A G5405010 2605 68200 SH SHARED 10 68200 D LAZARD LTD SHS A G5405010 1291 33800 SH SHARED 14 33800 D LJ INTL INC ORD G5531210 0 56 SH SHARED 56 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 6560 602978 SH SHARED 602978 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 128 11828 SH SHARED 01 4750 7078 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 37 3471 SH SHR/OTHR 01 3471 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1975 181532 SH SHARED 02 130488 51044 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 54 5000 SH SHARED 06 1500 3500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 288 26500 SH SHARED 10 26500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2 200 SH SHR/OTHR 20 200 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2 200 SH SHR/OTHR 21 200 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 9 884 SH SHARED 22 884 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 9 850 SH SHARED 23 700 150 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 59 5500 SH SHR/OTHR 23 5500 D MAX CAPITAL GROUP LTD SHS G6052F10 374 14291 SH SHARED 14291 D MAX CAPITAL GROUP LTD SHS G6052F10 10 400 SH SHARED 01 400 D MAX CAPITAL GROUP LTD SHS G6052F10 2 77 SH SHARED 02 77 D MAX CAPITAL GROUP LTD SHS G6052F10 2197 83900 SH SHARED 10 83900 D MAX CAPITAL GROUP LTD SHS G6052F10 46 1777 SH SHARED 21 1777 D MF GLOBAL LTD SHS G6064210 622 62839 SH SHARED 62839 D MF GLOBAL LTD SHS G6064210 1238 125000 SH SHARED 01 125000 D MF GLOBAL LTD SHS G6064210 32 3291 SH SHARED 02 3291 D MF GLOBAL LTD SHS G6064210 21 2200 SH SHARED 06 2200 D MF GLOBAL LTD SHS G6064210 79 8000 SH SHARED 10 8000 D MF GLOBAL LTD SHS G6064210 284 28700 SH SHARED 14 28700 D MONTPELIER RE HOLDINGS LTD SHS G6218510 194 12146 SH SHARED 12146 D MONTPELIER RE HOLDINGS LTD SHS G6218510 770 48000 SH SHARED 10 48000 D NABORS INDUSTRIES LTD SHS G6359F10 14925 441963 SH SHARED 441963 D NABORS INDUSTRIES LTD SHS G6359F10 1072 31760 SH SHARED 01 31760 D NABORS INDUSTRIES LTD SHS G6359F10 3920 116093 SH SHARED 02 101893 14200 D NABORS INDUSTRIES LTD SHS G6359F10 14061 416396 SH SHARED 10 323496 92900 D NABORS INDUSTRIES LTD SHS G6359F10 594 17600 SH SHARED 24 17600 D NOBLE CORPORATION SHS G6542210 107679 2167901 SH SHARED 2167901 D NOBLE CORPORATION SHS G6542210 2099 42270 SH SHARED 01 36270 6000 D NOBLE CORPORATION SHS G6542210 129 2600 SH SHR/OTHR 01 2600 D NOBLE CORPORATION SHS G6542210 2733 55038 SH SHARED 02 44938 10100 D NOBLE CORPORATION SHS G6542210 7 160 SH SHARED 05 160 D NOBLE CORPORATION SHS G6542210 69344 1396100 SH SHARED 10 1356100 40000 D NOBLE CORPORATION SHS G6542210 163 3300 SH SHARED 23 3300 D NOBLE CORPORATION SHS G6542210 273 5500 SH SHR/OTHR 23 5500 D NORDIC AMERICAN TANKER SHIPP COM G6577310 330 11806 SH SHARED 11806 D NORDIC AMERICAN TANKER SHIPP COM G6577310 33 1200 SH SHARED 02 1200 D NORDIC AMERICAN TANKER SHIPP COM G6577310 400 14300 SH SHARED 10 14300 D NORDIC AMERICAN TANKER SHIPP COM G6577310 32 1150 SH SHR/OTHR 23 1150 D OPENTV CORP CL A G6754310 15 12981 SH SHARED 12981 D OPENTV CORP CL A G6754310 5 4365 SH SHARED 01 4365 D ONEBEACON INSURANCE GROUP LT CL A G6774210 19 1002 SH SHARED 1002 D ONEBEACON INSURANCE GROUP LT CL A G6774210 61 3250 SH SHARED 02 200 3050 D ONEBEACON INSURANCE GROUP LT CL A G6774210 251 13200 SH SHARED 10 13200 D ONEBEACON INSURANCE GROUP LT CL A G6774210 76 4000 SH SHARED 23 4000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 690 16006 SH SHARED 16006 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 0 1 SH SHARED 02 1 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 19426 450110 SH SHARED 10 450110 D ORIGIN AGRITECH LIMITED SHS G6782810 57 10973 SH SHARED 10973 D OVERTURE ACQUISITION CORP SHS G6830P10 512 55540 SH SHARED 55540 D OVERTURE ACQUISITION CORP *W EXP 01/30/201 G6830P11 23 55700 SH SHARED 02 55700 D PARTNERRE LTD COM G6852T10 6547 85816 SH SHARED 62016 23800 D PARTNERRE LTD COM G6852T10 824 10800 SH SHARED 01 9500 1300 D PARTNERRE LTD COM G6852T10 266 3498 SH SHARED 02 3498 D PARTNERRE LTD COM G6852T10 36852 483000 SH SHARED 10 463400 19600 D PARTNERRE LTD COM G6852T10 45 600 SH SHARED 20 600 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 4759 146632 SH SHARED 146632 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 58 1800 SH SHARED 01 1800 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 4817 148400 SH SHARED 10 148400 D PRIMUS GUARANTY LTD SHS G7245710 20 5723 SH SHARED 5723 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 3 608 SH SHARED 608 D QIAO XING MOBILE COMM CO LTD SHS G7303110 9 1614 SH SHARED 1614 D QIAO XING MOBILE COMM CO LTD SHS G7303110 378 63000 SH SHARED 01 63000 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 3827 2212684 SH SHARED 2212684 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 42 24300 SH SHARED 02 24300 D RAM HOLDINGS LTD SHS G7368R10 6 2775 SH SHARED 2775 D RENAISSANCERE HOLDINGS LTD COM G7496G10 2396 46163 SH SHARED 46163 D RENAISSANCERE HOLDINGS LTD COM G7496G10 2 40 SH SHARED 01 40 D RENAISSANCERE HOLDINGS LTD COM G7496G10 64 1250 SH SHR/OTHR 01 1250 D RENAISSANCERE HOLDINGS LTD COM G7496G10 139 2680 SH SHARED 02 1700 980 D RENAISSANCERE HOLDINGS LTD COM G7496G10 456 8800 SH SHARED 10 8800 D RENAISSANCERE HOLDINGS LTD COM G7496G10 4 95 SH SHARED 21 95 D RENAISSANCERE HOLDINGS LTD COM G7496G10 12 250 SH SHR/OTHR 23 250 D SEAGATE TECHNOLOGY SHS G7945J10 6226 297368 SH SHARED 268068 29300 D SEAGATE TECHNOLOGY SHS G7945J10 20 1000 SH SHARED 01 1000 D SEAGATE TECHNOLOGY SHS G7945J10 3923 187376 SH SHARED 02 150633 36743 D SEAGATE TECHNOLOGY SHS G7945J10 8277 395300 SH SHARED 10 395300 D SEAGATE TECHNOLOGY SHS G7945J10 17 855 SH SHARED 20 855 D SEAGATE TECHNOLOGY SHS G7945J10 18 865 SH SHARED 21 865 D SECURITY CAPITAL ASSURANCE COM G8018D10 983 1891648 SH SHARED 1891648 D SECURITY CAPITAL ASSURANCE COM G8018D10 0 15 SH SHARED 02 15 D SECURITY CAPITAL ASSURANCE COM G8018D10 3 5900 SH SHARED 10 5900 D SHANGHAI CENTURY ACQUISIT CO SHS G8063710 2713 357000 SH SHARED 357000 D SHIP FINANCE INTERNATIONAL L SHS G8107510 43 1657 SH SHARED 1657 D SHIP FINANCE INTERNATIONAL L SHS G8107510 101 3878 SH SHARED 02 3878 D SHIP FINANCE INTERNATIONAL L SHS G8107510 7 300 SH SHARED 10 300 D SILVERSTAR HLDGS LTD ORD G8136510 0 516 SH SHARED 516 D SINA CORP ORD G8147710 5713 162090 SH SHARED 162090 D SINA CORP ORD G8147710 320 9100 SH SHARED 01 9100 D SINA CORP ORD G8147710 40 1150 SH SHARED 02 1150 D SINA CORP ORD G8147710 21944 622530 SH SHARED 10 460001 162529 D SINA CORP ORD G8147710 186 5300 SH SHARED 24 5300 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 3 615 SH SHARED 02 615 D CHINA TECH DEVELOPMENT GP CO SHS G8438410 34 8257 SH SHARED 8257 D STEWART W P & CO LTD COM G8492210 32 16520 SH SHARED 16520 D STEWART W P & CO LTD COM G8492210 11 5700 SH SHARED 10 5700 D TBS INTERNATIONAL LIMITED COM CL A G8697515 5845 193543 SH SHARED 193543 D TBS INTERNATIONAL LIMITED COM CL A G8697515 161 5345 SH SHARED 01 5345 D TBS INTERNATIONAL LIMITED COM CL A G8697515 38 1274 SH SHARED 02 719 555 D TBS INTERNATIONAL LIMITED COM CL A G8697515 1041 34500 SH SHARED 10 34500 D UTI WORLDWIDE INC ORD G8721010 5336 265777 SH SHARED 265777 D UTI WORLDWIDE INC ORD G8721010 4174 207885 SH SHARED 01 140215 67670 D UTI WORLDWIDE INC ORD G8721010 629 31355 SH SHR/OTHR 01 31355 D UTI WORLDWIDE INC ORD G8721010 521 25950 SH SHARED 02 25950 D UTI WORLDWIDE INC ORD G8721010 248 12360 SH SHARED 20 12250 110 D UTI WORLDWIDE INC ORD G8721010 2 100 SH SHR/OTHR 20 100 D UTI WORLDWIDE INC ORD G8721010 31 1550 SH SHARED 21 1550 D UTI WORLDWIDE INC ORD G8721010 2 100 SH SHR/OTHR 21 100 D UTI WORLDWIDE INC ORD G8721010 245 12234 SH SHARED 22 11669 565 D UTI WORLDWIDE INC ORD G8721010 34 1700 SH SHR/OTHR 22 1700 D UTI WORLDWIDE INC ORD G8721010 529 26370 SH SHARED 23 23870 2500 D UTI WORLDWIDE INC ORD G8721010 147 7365 SH SHR/OTHR 23 7365 D TEXTAINER GROUP HOLDINGS LTD SHS G8766E10 74 4913 SH SHARED 4913 D TRANSOCEAN INC NEW SHS G9007310 1445 10694 SH SHARED 1180 9514 D TRANSOCEAN INC NEW SHS G9007310 93528 691775 SH SHARED 684222 7553 D TRANSOCEAN INC NEW SHS G9007310 5886 43537 SH SHARED 01 41793 1744 D TRANSOCEAN INC NEW SHS G9007310 322 2382 SH SHR/OTHR 01 2382 D TRANSOCEAN INC NEW SHS G9007310 5075 37543 SH SHARED 02 30178 7365 D TRANSOCEAN INC NEW SHS G9007310 121826 901085 SH SHARED 04 901085 D TRANSOCEAN INC NEW SHS G9007310 4076 30149 SH SHARED 05 30149 D TRANSOCEAN INC NEW SHS G9007310 12645 93535 SH SHARED 06 61281 32254 D TRANSOCEAN INC NEW SHS G9007310 165991 1227750 SH SHARED 10 1185370 42380 D TRANSOCEAN INC NEW SHS G9007310 3893 28800 SH SHARED 14 5000 23800 D TRANSOCEAN INC NEW SHS G9007310 838 6200 SH SHARED 15 6200 D TRANSOCEAN INC NEW SHS G9007310 5090 37649 SH SHARED 16 37649 D TRANSOCEAN INC NEW SHS G9007310 351 2600 SH SHARED 19 2600 D TRANSOCEAN INC NEW SHS G9007310 21 158 SH SHARED 20 158 D TRANSOCEAN INC NEW SHS G9007310 84 625 SH SHR/OTHR 21 625 D TRANSOCEAN INC NEW SHS G9007310 9 70 SH SHARED 22 70 D TRANSOCEAN INC NEW SHS G9007310 547 4046 SH SHARED 23 4046 D TRANSOCEAN INC NEW SHS G9007310 405 2999 SH SHR/OTHR 23 2999 D TRANSOCEAN INC NEW SHS G9007310 689 5100 SH SHARED 24 5100 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 859 27942 SH SHARED 27942 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 6 200 SH SHARED 02 200 D TYCO INTL LTD BERMUDA SHS G9143X20 0 1 SH SHARED 1 D TYCO INTL LTD BERMUDA SHS G9143X20 34737 788592 SH SHARED 788592 D TYCO INTL LTD BERMUDA SHS G9143X20 2787 63279 SH SHARED 01 58353 4926 D TYCO INTL LTD BERMUDA SHS G9143X20 84 1914 SH SHR/OTHR 01 1914 D TYCO INTL LTD BERMUDA SHS G9143X20 5980 135756 SH SHARED 02 128798 6958 D TYCO INTL LTD BERMUDA SHS G9143X20 14 327 SH SHARED 05 327 D TYCO INTL LTD BERMUDA SHS G9143X20 2427 55106 SH SHARED 06 50236 4870 D TYCO INTL LTD BERMUDA SHS G9143X20 18577 421730 SH SHARED 10 413905 7825 D TYCO INTL LTD BERMUDA SHS G9143X20 592 13447 SH SHARED 14 13447 D TYCO INTL LTD BERMUDA SHS G9143X20 5343 121314 SH SHARED 16 121314 D TYCO INTL LTD BERMUDA SHS G9143X20 70 1610 SH SHARED 20 1385 225 D TYCO INTL LTD BERMUDA SHS G9143X20 116 2650 SH SHR/OTHR 20 2650 D TYCO INTL LTD BERMUDA SHS G9143X20 11 265 SH SHR/OTHR 21 265 D TYCO INTL LTD BERMUDA SHS G9143X20 53 1220 SH SHARED 22 1220 D TYCO INTL LTD BERMUDA SHS G9143X20 44 1000 SH SHARED 23 875 125 D TYCO INTL LTD BERMUDA SHS G9143X20 45 1025 SH SHR/OTHR 23 1025 D TYCO ELECTRONICS LTD COM NEW G9144P10 0 1 SH SHARED 1 D TYCO ELECTRONICS LTD COM NEW G9144P10 21082 614288 SH SHARED 593288 21000 D TYCO ELECTRONICS LTD COM NEW G9144P10 2073 60409 SH SHARED 01 58128 2281 D TYCO ELECTRONICS LTD COM NEW G9144P10 9 289 SH SHR/OTHR 01 289 D TYCO ELECTRONICS LTD COM NEW G9144P10 15293 445624 SH SHARED 02 436204 9420 D TYCO ELECTRONICS LTD COM NEW G9144P10 240 7000 SH SHARED 04 7000 D TYCO ELECTRONICS LTD COM NEW G9144P10 9 275 SH SHARED 05 275 D TYCO ELECTRONICS LTD COM NEW G9144P10 1939 56506 SH SHARED 06 51336 5170 D TYCO ELECTRONICS LTD COM NEW G9144P10 34868 1015984 SH SHARED 10 919259 96725 D TYCO ELECTRONICS LTD COM NEW G9144P10 129 3765 SH SHARED 14 3765 D TYCO ELECTRONICS LTD COM NEW G9144P10 34 1000 SH SHARED 20 1000 D TYCO ELECTRONICS LTD COM NEW G9144P10 88 2570 SH SHR/OTHR 20 2570 D TYCO ELECTRONICS LTD COM NEW G9144P10 34 1000 SH SHARED 23 875 125 D TYCO ELECTRONICS LTD COM NEW G9144P10 28 825 SH SHR/OTHR 23 825 D VALIDUS HOLDINGS LTD COM SHS G9319H10 113 4840 SH SHARED 4840 D VALIDUS HOLDINGS LTD COM SHS G9319H10 663 28300 SH SHARED 10 28300 D VISTAPRINT LIMITED SHS G9376220 276 7900 SH SHARED 7900 D VISTAPRINT LIMITED SHS G9376220 442 12657 SH SHARED 01 4000 8657 D VISTAPRINT LIMITED SHS G9376220 111 3192 SH SHARED 02 3192 D VISTAPRINT LIMITED SHS G9376220 989 28310 SH SHARED 10 28310 D WARNER CHILCOTT LIMITED COM CL A G9435N10 1835 101994 SH SHARED 101994 D WARNER CHILCOTT LIMITED COM CL A G9435N10 41 2308 SH SHARED 02 2308 D WARNER CHILCOTT LIMITED COM CL A G9435N10 142 7900 SH SHARED 10 7900 D GOLAR LNG LTD BERMUDA SHS G9456A10 40 2200 SH SHARED 01 2200 D GOLAR LNG LTD BERMUDA SHS G9456A10 217 11900 SH SHARED 10 11900 D WEATHERFORD INTERNATIONAL LT COM G9508910 25961 358241 SH SHARED 358241 D WEATHERFORD INTERNATIONAL LT COM G9508910 13580 187392 SH SHARED 01 186492 900 D WEATHERFORD INTERNATIONAL LT COM G9508910 101 1400 SH SHR/OTHR 01 1400 D WEATHERFORD INTERNATIONAL LT COM G9508910 8256 113934 SH SHARED 02 26354 87580 D WEATHERFORD INTERNATIONAL LT COM G9508910 13 180 SH SHARED 05 180 D WEATHERFORD INTERNATIONAL LT COM G9508910 8885 122616 SH SHARED 10 122616 D WEATHERFORD INTERNATIONAL LT COM G9508910 21 300 SH SHARED 23 300 D WEATHERFORD INTERNATIONAL LT COM G9508910 467 6450 SH SHR/OTHR 23 6450 D WHITE MTNS INS GROUP LTD COM G9618E10 181 379 SH SHARED 379 D WHITE MTNS INS GROUP LTD COM G9618E10 28 60 SH SHARED 01 60 D WHITE MTNS INS GROUP LTD COM G9618E10 152 317 SH SHARED 02 317 D WHITE MTNS INS GROUP LTD COM G9618E10 192 400 SH SHARED 10 400 D WHITE MTNS INS GROUP LTD COM G9618E10 1223 2548 SH SHARED 14 2548 D WHITE MTNS INS GROUP LTD COM G9618E10 153 320 SH SHARED 23 70 250 D WHITE MTNS INS GROUP LTD COM G9618E10 33 70 SH SHR/OTHR 23 70 D WILLIS GROUP HOLDINGS LTD SHS G9665510 2477 73720 SH SHARED 73720 D WILLIS GROUP HOLDINGS LTD SHS G9665510 1211 36050 SH SHARED 01 36050 D WILLIS GROUP HOLDINGS LTD SHS G9665510 193 5750 SH SHARED 02 1550 4200 D XOMA LTD ORD G9825R10 3237 1250002 SH SHARED 1250002 D XOMA LTD ORD G9825R10 2 910 SH SHARED 01 910 D XOMA LTD ORD G9825R10 4 1850 SH SHARED 02 1850 D XL CAP LTD CL A G9825510 10671 361134 SH SHARED 361134 D XL CAP LTD CL A G9825510 937 31721 SH SHARED 01 31221 500 D XL CAP LTD CL A G9825510 14 500 SH SHR/OTHR 01 500 D XL CAP LTD CL A G9825510 65 2202 SH SHARED 02 2202 D XL CAP LTD CL A G9825510 23060 780400 SH SHARED 10 780000 400 D XL CAP LTD CL A G9825510 50 1700 SH SHR/OTHR 10 1700 D XL CAP LTD CL A G9825510 381 12902 SH SHARED 20 4200 8702 D XL CAP LTD CL A G9825510 17 600 SH SHR/OTHR 20 600 D XL CAP LTD CL A G9825510 91 3105 SH SHARED 21 3105 D XL CAP LTD CL A G9825510 4 150 SH SHARED 23 150 D XL CAP LTD CL A G9825510 25 850 SH SHR/OTHR 23 850 D XYRATEX LTD COM G9826810 273 15230 SH SHARED 15230 D YUCHENG TECHNOLOGIES LTD COM G9877710 1651 99800 SH SHARED 10 99800 D ALCON INC COM SHS H0130110 1710 12027 SH SHARED 12027 D ALCON INC COM SHS H0130110 145 1021 SH SHARED 02 21 1000 D ALCON INC COM SHS H0130110 99 700 SH SHARED 06 700 D ALCON INC COM SHS H0130110 7189 50540 SH SHARED 10 50540 D ALCON INC COM SHS H0130110 287 2023 SH SHARED 14 2023 D ALCON INC COM SHS H0130110 753 5300 SH SHARED 21 5300 D LOGITECH INTL S A SHS H5043023 50 2000 SH SHARED 2000 D LOGITECH INTL S A SHS H5043023 21150 831375 SH SHARED 831375 D LOGITECH INTL S A SHS H5043023 125 4932 SH SHARED 01 4932 D LOGITECH INTL S A SHS H5043023 112 4439 SH SHARED 02 4439 D LOGITECH INTL S A SHS H5043023 1908 75000 SH SHARED 04 75000 D LOGITECH INTL S A SHS H5043023 416 16362 SH SHARED 06 12962 3400 D LOGITECH INTL S A SHS H5043023 896 35247 SH SHARED 10 30380 4867 D LOGITECH INTL S A SHS H5043023 240 9449 SH SHARED 19 9449 D UBS AG SHS NEW H8923133 79193 2749995 SH SHARED 2684743 65252 D UBS AG SHS NEW H8923133 1388 48229 SH SHARED 01 48229 D UBS AG SHS NEW H8923133 546 18968 SH SHARED 02 17550 1418 D UBS AG SHS NEW H8923133 2165 75206 SH SHARED 04 66986 8220 D UBS AG SHS NEW H8923133 97983 3402187 SH SHARED 04 3402187 D UBS AG SHS NEW H8923133 658 22867 SH SHARED 05 22867 D UBS AG SHS NEW H8923133 59533 2067136 SH SHARED 06 1751086 316050 D UBS AG SHS NEW H8923133 83785 2909225 SH SHARED 10 2006205 903020 D UBS AG SHS NEW H8923133 846 29381 SH SHARED 14 9500 19881 D UBS AG SHS NEW H8923133 111504 3871687 SH SHARED 15 3871687 D UBS AG SHS NEW H8923133 5141 178508 SH SHARED 16 178508 D UBS AG SHS NEW H8923133 2366 82167 SH SHARED 19 82167 D UBS AG SHS NEW H8923133 721 25043 SH SHARED 24 25043 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 3064 32415 SH SHARED 32415 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 172 1820 SH SHARED 02 1820 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 7186 76010 SH SHARED 10 76010 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 147 1560 SH SHARED 21 1560 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 198 10414 SH SHARED 10414 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 1 100 SH SHARED 02 100 D ALLOT COMMUNICATIONS LTD SHS M0854Q10 195 81580 SH SHARED 04 81580 D ALVARION LTD SHS M0861T10 117 16265 SH SHARED 16265 D ALVARION LTD SHS M0861T10 483 66704 SH SHARED 02 66704 D AUDIOCODES LTD ORD M1534210 521 130125 SH SHARED 130125 D BLUEPHOENIX SOLUTIONS LTD SHS M2015710 158 18991 SH SHARED 18991 D CAMTEK LTD ORD M2079110 9 7500 SH SHARED 02 7500 D CELLCOM ISRAEL LTD SHS M2196U10 681 21698 SH SHARED 21698 D CERAGON NETWORKS LTD ORD M2201310 39 4172 SH SHARED 4172 D CERAGON NETWORKS LTD ORD M2201310 236 25000 SH SHARED 02 25000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 8510 379920 SH SHARED 379920 D CHECK POINT SOFTWARE TECH LT ORD M2246510 701 31338 SH SHARED 02 31338 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1904 85000 SH SHARED 04 85000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1644 73400 SH SHARED 10 73400 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1543 68900 SH SHARED 14 68900 D CLICKSOFTWARE TECHNOLOGIES L ORD M2508210 0 35 SH SHARED 35 D ECTEL LTD ORD M2992510 5 2053 SH SHARED 2053 D ELBIT SYS LTD ORD M3760D10 1464 26415 SH SHARED 26415 D ELBIT SYS LTD ORD M3760D10 1771 31948 SH SHARED 01 31948 D ELBIT SYS LTD ORD M3760D10 1 26 SH SHARED 02 26 D ELBIT SYS LTD ORD M3760D10 4436 80000 SH SHARED 05 80000 D ELBIT SYS LTD ORD M3760D10 8195 147800 SH SHARED 10 147800 D ELBIT SYS LTD ORD M3760D10 40 724 SH SHARED 24 724 D FUNDTECH LTD ORD M4709510 6 496 SH SHARED 496 D FUNDTECH LTD ORD M4709510 716 58800 SH SHARED 10 58800 D MELLANOX TECHNOLOGIES LTD SHS M5136311 1 110 SH SHARED 110 D GIVEN IMAGING ORD SHS M5202010 111 6600 SH SHARED 6600 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 0 31 SH SHARED 31 D ITURAN LOCATION AND CONTROL SHS M6158M10 10 1048 SH SHARED 1048 D LANOPTICS LTD ORD M6706C10 18 1694 SH SHARED 1694 D ORBOTECH LTD ORD M7525310 22 1200 SH SHARED 02 1200 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 17 1151 SH SHARED 1151 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 449 29600 SH SHARED 10 29600 D RADVISION LTD ORD M8186910 28 4393 SH SHARED 4393 D RADVISION LTD ORD M8186910 4 745 SH SHARED 02 745 D RADWARE LTD ORD M8187310 425 41679 SH SHARED 41679 D RETALIX LTD ORD M8215W10 52 3734 SH SHARED 3734 D SAIFUN SEMICONDUCTORS LTD ORD SHS M8233P10 0 2833814 SH SHARED 2833814 D SILICOM LTD ORD M8411610 1 101 SH SHARED 101 D SYNERON MEDICAL LTD ORD SHS M8724510 303 20841 SH SHARED 20841 D SYNERON MEDICAL LTD ORD SHS M8724510 19 1373 SH SHARED 21 1373 D TEFRON LTD ORD M8748210 5 1243 SH SHARED 1243 D AERCAP HOLDINGS NV SHS N0098510 495 28171 SH SHARED 28171 D AERCAP HOLDINGS NV SHS N0098510 140 8000 SH SHARED 01 8000 D ASM INTL N V COM N0704510 51351 2771269 SH SHARED 2771269 D ASML HOLDING N V NY REG SHS N0705918 4203 169432 SH SHARED 169432 D ASML HOLDING N V NY REG SHS N0705918 35 1421 SH SHARED 02 1421 D ASML HOLDING N V NY REG SHS N0705918 198 8000 SH SHARED 04 8000 D ASML HOLDING N V NY REG SHS N0705918 7571 305172 SH SHARED 10 305172 D CNH GLOBAL N V SHS NEW N2093520 1346 25886 SH SHARED 25886 D CNH GLOBAL N V SHS NEW N2093520 17846 343000 SH SHARED 05 343000 D CNH GLOBAL N V SHS NEW N2093520 130 2500 SH SHARED 23 2500 D CORE LABORATORIES N V COM N2271710 1227 10292 SH SHARED 10292 D CORE LABORATORIES N V COM N2271710 51 431 SH SHARED 02 431 D EURAND N V SHS N3101010 19 1268 SH SHARED 02 1268 D ORTHOFIX INTL N V COM N6748L10 141 3554 SH SHARED 3554 D ORTHOFIX INTL N V COM N6748L10 8228 206894 SH SHARED 10 206894 D ORTHOFIX INTL N V COM N6748L10 36 914 SH SHARED 21 914 D QIAGEN N V ORD N7248210 2292 110227 SH SHARED 53282 56945 D QIAGEN N V ORD N7248210 14110 678369 SH SHARED 652019 26350 D QIAGEN N V ORD N7248210 8510 409172 SH SHARED 01 408933 239 D QIAGEN N V ORD N7248210 79 3820 SH SHR/OTHR 01 3820 D QIAGEN N V ORD N7248210 43 2090 SH SHARED 02 2090 D QIAGEN N V ORD N7248210 4071 195755 SH SHARED 04 61022 134733 D QIAGEN N V ORD N7248210 224023 10770370 SH SHARED 04 10770370 D QIAGEN N V ORD N7248210 9338 448987 SH SHARED 06 5100 443887 D QIAGEN N V ORD N7248210 102406 4923367 SH SHARED 10 4109372 813995 D QIAGEN N V ORD N7248210 1348 64850 SH SHARED 14 63900 950 D QIAGEN N V ORD N7248210 488 23500 SH SHARED 15 23500 D QIAGEN N V ORD N7248210 5353 257374 SH SHARED 19 257374 D QIAGEN N V ORD N7248210 3 158 SH SHARED 20 158 D QIAGEN N V ORD N7248210 859 41300 SH SHARED 24 41300 D BANCO LATINOAMERICANO DE EXP CL E P1699413 217 14149 SH SHARED 14149 D BANCO LATINOAMERICANO DE EXP CL E P1699413 56 3690 SH SHARED 01 90 3600 D BANCO LATINOAMERICANO DE EXP CL E P1699413 1393 90500 SH SHARED 10 90500 D COPA HOLDINGS SA CL A P3107610 214 5636 SH SHARED 5636 D COPA HOLDINGS SA CL A P3107610 19580 513800 SH SHARED 01 513800 D COPA HOLDINGS SA CL A P3107610 7433 195050 SH SHARED 04 195050 D COPA HOLDINGS SA CL A P3107610 4763 125000 SH SHARED 05 125000 D SINOVAC BIOTECH LTD SHS P8696W10 0 31 SH SHARED 31 D STEINER LEISURE LTD ORD P8744Y10 64 1945 SH SHARED 1945 D STEINER LEISURE LTD ORD P8744Y10 14 440 SH SHARED 01 440 D STEINER LEISURE LTD ORD P8744Y10 64 1965 SH SHARED 02 1965 D STEINER LEISURE LTD ORD P8744Y10 46 1394 SH SHARED 21 1170 224 D ULTRAPETROL BAHAMAS LTD COM P9439810 403 39414 SH SHARED 39414 D ULTRAPETROL BAHAMAS LTD COM P9439810 27 2700 SH SHARED 01 2700 D ULTRAPETROL BAHAMAS LTD COM P9439810 256 25000 SH SHARED 04 25000 D EXCEL MARITIME CARRIERS LTD COM V3267N10 81 2781 SH SHARED 2781 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 1417 43071 SH SHARED 43071 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 4002 121665 SH SHARED 02 119145 2520 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 10616 322700 SH SHARED 10 311500 11200 D AEGEAN MARINE PETROLEUM NETW SHS Y0017S10 6 200 SH SHARED 200 D ASE TEST LTD ORD Y0251610 87 6030 SH SHARED 6030 D CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y1108210 6 352 SH SHARED 352 D DANAOS CORPORATION SHS Y1968P10 416 16934 SH SHARED 16934 D DIANA SHIPPING INC COM Y2066G10 485 18457 SH SHARED 18457 D DRYSHIPS INC SHS Y2109Q10 10726 179051 SH SHARED 179051 D DRYSHIPS INC SHS Y2109Q10 2396 40000 SH SHARED 05 40000 D DRYSHIPS INC SHS Y2109Q10 2 40 SH SHARED 21 40 D DOUBLE HULL TANKERS INC COM Y2111010 120 11376 SH SHARED 11376 D DOUBLE HULL TANKERS INC COM Y2111010 2 200 SH SHARED 10 200 D EAGLE BULK SHIPPING INC COM Y2187A10 1962 76193 SH SHARED 76193 D EAGLE BULK SHIPPING INC COM Y2187A10 51 2000 SH SHARED 01 2000 D EAGLE BULK SHIPPING INC COM Y2187A10 277 10771 SH SHARED 02 10771 D EAGLE BULK SHIPPING INC COM Y2187A10 23459 910700 SH SHARED 10 910700 D EAGLE BULK SHIPPING INC COM Y2187A10 51 2000 SH SHARED 20 2000 D EUROSEAS LTD COM NEW Y2359220 60 5042 SH SHARED 5042 D FLEXTRONICS INTL LTD ORD Y2573F10 2077 221235 SH SHARED 221235 D FLEXTRONICS INTL LTD ORD Y2573F10 44 4780 SH SHARED 01 4780 D FLEXTRONICS INTL LTD ORD Y2573F10 1689 179965 SH SHARED 02 178270 1695 D FLEXTRONICS INTL LTD ORD Y2573F10 1126 120000 SH SHARED 04 120000 D FLEXTRONICS INTL LTD ORD Y2573F10 5 547 SH SHARED 05 547 D FLEXTRONICS INTL LTD ORD Y2573F10 101 10831 SH SHARED 06 3711 7120 D FLEXTRONICS INTL LTD ORD Y2573F10 154 16500 SH SHARED 10 16500 D FLEXTRONICS INTL LTD ORD Y2573F10 313 33410 SH SHARED 14 33410 D FLEXTRONICS INTL LTD ORD Y2573F10 373 39800 SH SHARED 23 39800 D FREESEAS INC COM Y2649610 8 1446 SH SHARED 1446 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 1282 22728 SH SHARED 22728 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 33 600 SH SHARED 01 600 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 241 4279 SH SHARED 02 4279 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 530 9400 SH SHARED 10 9400 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 225 4000 SH SHR/OTHR 23 4000 D GENERAL MARITIME CORP SHS Y2692M10 285 12100 SH SHARED 12100 D GENERAL MARITIME CORP SHS Y2692M10 406 17200 SH SHARED 10 17200 D GIGAMEDIA LTD ORD Y2711Y10 56 3639 SH SHARED 3639 D GIGAMEDIA LTD ORD Y2711Y10 62 4000 SH SHARED 02 4000 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 2594 279592 SH SHARED 279592 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 23 2575 SH SHARED 21 2575 D NAVIOS MARITIME HOLDINGS INC *W EXP 12/09/200 Y6219611 171 37309 SH SHARED 37309 D NAVIOS MARITIME PARTNERS L P UNIT LPI Y6226710 98 6855 SH SHARED 6855 D OCEANFREIGHT INC SHS Y6420210 9 416 SH SHARED 416 D OMEGA NAVIGATION ENTERPRISES CLASS A Y6476R10 13 900 SH SHARED 02 900 D QUINTANA MARITIME LTD SHS Y7169G10 46347 1957237 SH SHARED 1957237 D QUINTANA MARITIME LTD SHS Y7169G10 23 1000 SH SHARED 02 1000 D SEANERGY MARITIME CORP SHS Y7376010 1499 158896 SH SHARED 158896 D SEANERGY MARITIME CORP SHS Y7376010 1284 136100 SH SHARED 02 136100 D SEANERGY MARITIME CORP *W EXP 09/24/201 Y7376011 41 85725 SH SHARED 85725 D SEANERGY MARITIME CORP UNIT 99/99/9999 Y7376020 20 2100 SH SHARED 02 2100 D SEASPAN CORP SHS Y7563810 34 1210 SH SHARED 1210 D SEASPAN CORP SHS Y7563810 826 29000 SH SHARED 02 29000 D STAR BULK CARRIERS CORP *W EXP 12/16/200 Y8162K11 94 21201 SH SHARED 21201 D STEALTHGAS INC SHS Y8166910 1 121 SH SHARED 121 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 9 320 SH SHARED 320 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 1272 44317 SH SHARED 02 44317 D TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J10 37 1610 SH SHARED 1610 D TEEKAY TANKERS LTD CL A Y8565N10 4 251 SH SHARED 251 D TEEKAY TANKERS LTD CL A Y8565N10 499 29150 SH SHARED 02 28650 500 D TEEKAY TANKERS LTD CL A Y8565N10 558 32600 SH SHARED 23 32600 D VERIGY LTD SHS Y9369110 2621 139135 SH SHARED 139135 D VERIGY LTD SHS Y9369110 753 40013 SH SHARED 01 40013 D VERIGY LTD SHS Y9369110 1045 55500 SH SHR/OTHR 01 55500 D VERIGY LTD SHS Y9369110 132 7013 SH SHARED 02 6989 24 D VERIGY LTD SHS Y9369110 1 55 SH SHARED 21 55 D VERIGY LTD SHS Y9369110 16 850 SH SHARED 23 850 D VERIGY LTD SHS Y9369110 6 366 SH SHR/OTHR 23 366 D AAON INC COM PAR $0.004 00036020 25 1249 SH SHARED 1249 D AAR CORP COM 00036110 196 7212 SH SHARED 7212 D AAR CORP COM 00036110 136 5000 SH SHARED 01 5000 D AAR CORP COM 00036110 14 530 SH SHARED 02 530 D ABB LTD SPONSORED ADR 00037520 2505 93084 SH SHARED 93084 D ABB LTD SPONSORED ADR 00037520 1216 45175 SH SHARED 01 43675 1500 D ABB LTD SPONSORED ADR 00037520 4803 178440 SH SHARED 02 5815 172625 D ABX HOLDINGS INC COM 00080S10 25 8839 SH SHARED 8839 D ABX HOLDINGS INC COM 00080S10 17 6006 SH SHARED 02 6006 D ABX HOLDINGS INC COM 00080S10 4324 1471050 SH SHARED 10 1471050 D ACCO BRANDS CORP COM 00081T10 2017 148671 SH SHARED 148671 D ACCO BRANDS CORP COM 00081T10 26 1974 SH SHARED 01 1945 29 D ACCO BRANDS CORP COM 00081T10 99 7324 SH SHARED 02 5944 1380 D ACCO BRANDS CORP COM 00081T10 545 40200 SH SHARED 10 40200 D ACCO BRANDS CORP COM 00081T10 6 470 SH SHARED 21 470 D ACCO BRANDS CORP COM 00081T10 4 308 SH SHARED 23 74 234 D ACCO BRANDS CORP COM 00081T10 11 838 SH SHR/OTHR 23 838 D A C MOORE ARTS & CRAFTS INC COM 00086T10 14 2109 SH SHARED 2109 D A C MOORE ARTS & CRAFTS INC COM 00086T10 21 3120 SH SHARED 02 3120 D A D A M INC COM 00088U10 2 341 SH SHARED 341 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 28451 29003008 PRN SHARED 29003008 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 0 1000 PRN SHARED 02 1000 D A D C TELECOMMUNICATIONS COM NEW 00088630 3108 257302 SH SHARED 257302 D A D C TELECOMMUNICATIONS COM NEW 00088630 733 60750 SH SHARED 01 21650 39100 D A D C TELECOMMUNICATIONS COM NEW 00088630 104 8642 SH SHARED 02 8002 640 D A D C TELECOMMUNICATIONS COM NEW 00088630 18 1500 SH SHARED 06 1500 D A D C TELECOMMUNICATIONS COM NEW 00088630 1992 164978 SH SHARED 10 138478 26500 D A D C TELECOMMUNICATIONS COM NEW 00088630 59 4900 SH SHARED 14 4900 D ABN AMRO HLDG NV SPONSORED ADR 00093710 61 1022 SH SHARED 1022 D ABN AMRO HLDG NV SPONSORED ADR 00093710 7 120 SH SHARED 02 120 D ACM MANAGED DLR INCOME FD COM 00094910 3 521 SH SHARED 01 521 D ABM INDS INC COM 00095710 72 3243 SH SHARED 3243 D ABM INDS INC COM 00095710 6 275 SH SHARED 01 275 D ABM INDS INC COM 00095710 26 1180 SH SHARED 02 1180 D ABM INDS INC COM 00095710 484 21600 SH SHARED 10 21600 D ABM INDS INC COM 00095710 7 348 SH SHARED 21 348 D AEP INDS INC COM 00103110 0 23 SH SHARED 23 D AEP INDS INC COM 00103110 75 2500 SH SHARED 01 700 1800 D AEP INDS INC COM 00103110 215 7100 SH SHARED 10 7100 D AFC ENTERPRISES INC COM 00104Q10 39 4413 SH SHARED 4413 D AFC ENTERPRISES INC COM 00104Q10 8 1000 SH SHARED 01 1000 D AFC ENTERPRISES INC COM 00104Q10 333 37100 SH SHARED 10 37100 D AFC ENTERPRISES INC COM 00104Q10 24 2687 SH SHARED 21 2687 D AFLAC INC COM 00105510 5634 86756 SH SHARED 23956 62800 D AFLAC INC COM 00105510 33213 511372 SH SHARED 511182 190 D AFLAC INC COM 00105510 19177 295273 SH SHARED 01 220547 74726 D AFLAC INC COM 00105510 5581 85937 SH SHR/OTHR 01 85937 D AFLAC INC COM 00105510 1157 17816 SH SHARED 02 6982 10834 D AFLAC INC COM 00105510 805 12395 SH SHARED 04 12395 D AFLAC INC COM 00105510 9127 140530 SH SHARED 05 140530 D AFLAC INC COM 00105510 23366 359765 SH SHARED 06 43566 316199 D AFLAC INC COM 00105510 85878 1322218 SH SHARED 10 1276730 45488 D AFLAC INC COM 00105510 6466 99567 SH SHARED 19 99567 D AFLAC INC COM 00105510 6755 104005 SH SHARED 20 33160 70845 D AFLAC INC COM 00105510 1522 23440 SH SHR/OTHR 20 23440 D AFLAC INC COM 00105510 274 4224 SH SHARED 21 4224 D AFLAC INC COM 00105510 77 1200 SH SHR/OTHR 21 1200 D AFLAC INC COM 00105510 1150 17717 SH SHARED 22 14437 3280 D AFLAC INC COM 00105510 705 10862 SH SHR/OTHR 22 10862 D AFLAC INC COM 00105510 5131 79003 SH SHARED 23 69603 9400 D AFLAC INC COM 00105510 3299 50805 SH SHR/OTHR 23 50805 D AGCO CORP COM 00108410 1438 24028 SH SHARED 24028 D AGCO CORP COM 00108410 2113 35300 SH SHARED 01 7700 27600 D AGCO CORP COM 00108410 1567 26173 SH SHARED 02 25673 500 D AGCO CORP COM 00108410 28780 480634 SH SHARED 04 480634 D AGCO CORP COM 00108410 40492 676223 SH SHARED 05 676223 D AGCO CORP COM 00108410 1814 30300 SH SHARED 06 300 30000 D AGCO CORP COM 00108410 13095 218699 SH SHARED 10 178799 39900 D AGCO CORP COM 00108410 3 55 SH SHARED 21 55 D AGL RES INC COM 00120410 4494 130944 SH SHARED 130944 D AGL RES INC COM 00120410 985 28725 SH SHARED 01 7425 21300 D AGL RES INC COM 00120410 273 7979 SH SHARED 02 7979 D AGL RES INC COM 00120410 298 8700 SH SHARED 06 8700 D AGL RES INC COM 00120410 99 2898 SH SHARED 10 2898 D A H BELO CORP COM CL A 00128210 1381 120897 SH SHARED 120897 D A H BELO CORP COM CL A 00128210 34 3000 SH SHARED 01 3000 D A H BELO CORP COM CL A 00128210 236 20709 SH SHR/OTHR 01 20709 D A H BELO CORP COM CL A 00128210 71 6280 SH SHARED 10 6280 D AES CORP COM 00130H10 19824 1189220 SH SHARED 1189220 D AES CORP COM 00130H10 1395 83698 SH SHARED 01 83698 D AES CORP COM 00130H10 2183 130978 SH SHARED 02 123578 7400 D AES CORP COM 00130H10 6 390 SH SHARED 05 390 D AES CORP COM 00130H10 1992 119500 SH SHARED 06 113620 5880 D AES CORP COM 00130H10 4889 293298 SH SHARED 10 293298 D AES CORP COM 00130H10 644 38649 SH SHARED 14 38649 D AES CORP COM 00130H10 31 1918 SH SHARED 20 1918 D AK STL HLDG CORP COM 00154710 1860 34185 SH SHARED 11185 23000 D AK STL HLDG CORP COM 00154710 1042 19150 SH SHARED 01 19150 D AK STL HLDG CORP COM 00154710 155 2849 SH SHARED 02 849 2000 D AK STL HLDG CORP COM 00154710 21 400 SH SHARED 06 400 D AK STL HLDG CORP COM 00154710 48558 892300 SH SHARED 10 883000 9300 D AMB PROPERTY CORP COM 00163T10 1248 22940 SH SHARED 22940 D AMB PROPERTY CORP COM 00163T10 1757 32300 SH SHARED 01 300 32000 D AMB PROPERTY CORP COM 00163T10 92 1700 SH SHR/OTHR 01 1700 D AMB PROPERTY CORP COM 00163T10 483 8893 SH SHARED 02 3419 5474 D AMB PROPERTY CORP COM 00163T10 647 11900 SH SHARED 10 11900 D AMB PROPERTY CORP COM 00163T10 1164 21400 SH SHARED 11 21400 D AMB PROPERTY CORP COM 00163T10 8 150 SH SHR/OTHR 23 150 D AMAG PHARMACEUTICALS INC COM 00163U10 565 13980 SH SHARED 13980 D AMAG PHARMACEUTICALS INC COM 00163U10 40 1000 SH SHARED 01 1000 D AMAG PHARMACEUTICALS INC COM 00163U10 280 6930 SH SHARED 02 6930 D AMAG PHARMACEUTICALS INC COM 00163U10 8 200 SH SHARED 10 200 D AMDL INC COM PAR 2006 00167K50 0 269 SH SHARED 269 D AMICAS INC COM 00171210 2 1168 SH SHARED 1168 D AMN HEALTHCARE SERVICES INC COM 00174410 335 21783 SH SHARED 21783 D AMN HEALTHCARE SERVICES INC COM 00174410 5 365 SH SHARED 02 365 D AMN HEALTHCARE SERVICES INC COM 00174410 41 2671 SH SHARED 10 2671 D AMR CORP NOTE 4.250% 9/2 001765BA 19820 20000000 PRN SHARED 20000000 D AMR CORP NOTE 4.500% 2/1 001765BB 19200 20000000 PRN SHARED 20000000 D AMR CORP NOTE 4.500% 2/1 001765BB 522 544000 PRN SHARED 02 544000 D AMR CORP COM 00176510 1138 126241 SH SHARED 126241 D AMR CORP COM 00176510 413 45845 SH SHARED 01 45845 D AMR CORP COM 00176510 1469 162970 SH SHARED 02 160970 2000 D AMR CORP COM 00176510 202 22500 SH SHARED 04 22500 D AMR CORP COM 00176510 33263 3687748 SH SHARED 10 2960048 727700 D AMR CORP COM 00176510 99 11000 SH SHARED 15 11000 D AMR CORP COM 00176510 2 300 SH SHARED 20 300 D AMR CORP COM 00176510 18 2000 SH SHR/OTHR 23 2000 D AMR CORP COM 00176510 176 19600 SH SHARED 24 19600 D APAC CUSTOMER SERVICES INC COM 00185E10 0 775 SH SHARED 775 D APP PHARMACEUTICALS INC COM 00202H10 60 5000 SH SHARED 5000 D APP PHARMACEUTICALS INC COM 00202H10 3 280 SH SHARED 01 280 D APP PHARMACEUTICALS INC COM 00202H10 74 6182 SH SHARED 02 6182 D APP PHARMACEUTICALS INC COM 00202H10 8 692 SH SHARED 06 692 D AP PHARMA INC COM NEW 00202J20 1 802 SH SHARED 802 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 80 51696 SH SHARED 51696 D AT&T INC COM 00206R10 2447 63895 SH SHARED 42565 21330 D AT&T INC COM 00206R10 393904 10284707 SH SHARED 10171589 113118 D AT&T INC COM 00206R10 65624 1713427 SH SHARED 01 1348820 364607 D AT&T INC COM 00206R10 6579 171796 SH SHR/OTHR 01 171796 D AT&T INC COM 00206R10 5605 146368 SH SHARED 02 46027 100341 D AT&T INC COM 00206R10 247 6451 SH SHARED 04 6451 D AT&T INC COM 00206R10 148481 3876794 SH SHARED 04 3876794 D AT&T INC COM 00206R10 2349 61342 SH SHARED 05 61342 D AT&T INC COM 00206R10 102197 2668334 SH SHARED 06 971885 1696449 D AT&T INC COM 00206R10 305401 7973916 SH SHARED 10 7654314 319602 D AT&T INC COM 00206R10 3301 86193 SH SHARED 14 86193 D AT&T INC COM 00206R10 563 14720 SH SHARED 15 14720 D AT&T INC COM 00206R10 8356 218195 SH SHARED 16 218195 D AT&T INC COM 00206R10 6800 177571 SH SHARED 19 177571 D AT&T INC COM 00206R10 3399 88748 SH SHARED 20 68317 300 20131 D AT&T INC COM 00206R10 823 21490 SH SHR/OTHR 20 21490 D AT&T INC COM 00206R10 1209 31581 SH SHARED 21 15058 16523 D AT&T INC COM 00206R10 635 16587 SH SHR/OTHR 21 16587 D AT&T INC COM 00206R10 1835 47925 SH SHARED 22 33007 14918 D AT&T INC COM 00206R10 428 11199 SH SHR/OTHR 22 11199 D AT&T INC COM 00206R10 7116 185816 SH SHARED 23 147573 38243 D AT&T INC COM 00206R10 9312 243147 SH SHR/OTHR 23 243147 D ATMI INC COM 00207R10 1373 49345 SH SHARED 49345 D ATMI INC COM 00207R10 320 11500 SH SHARED 01 11500 D ATMI INC COM 00207R10 6 240 SH SHARED 02 240 D ATMI INC COM 00207R10 70 2546 SH SHARED 10 2546 D ATMI INC COM 00207R10 29 1077 SH SHARED 21 1077 D ATP OIL & GAS CORP COM 00208J10 58 1800 SH SHARED 1800 D ATP OIL & GAS CORP COM 00208J10 385 11778 SH SHARED 11778 D ATP OIL & GAS CORP COM 00208J10 132 4050 SH SHARED 01 4050 D ATP OIL & GAS CORP COM 00208J10 515 15756 SH SHARED 10 15756 D ATP OIL & GAS CORP COM 00208J10 25 772 SH SHARED 21 772 D A S DAMPSKIBSSELSKABET TORM SPONSORED ADR 00208W10 23 800 SH SHR/OTHR 23 800 D ATS MED INC COM 00208310 1 1205 SH SHARED 1205 D ATC HEALTHCARE INC CL A 00209C10 0 1059 SH SHARED 1059 D ATA INC SPONS ADR 00211V10 1070 120876 SH SHARED 120876 D AU OPTRONICS CORP SPONSORED ADR 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BUSCH COS INC COM 03522910 37 800 SH SHARED 19 800 D ANHEUSER BUSCH COS INC COM 03522910 3406 71790 SH SHARED 20 19079 52711 D ANHEUSER BUSCH COS INC COM 03522910 3746 78955 SH SHR/OTHR 20 78955 D ANHEUSER BUSCH COS INC COM 03522910 172 3625 SH SHARED 21 3300 325 D ANHEUSER BUSCH COS INC COM 03522910 1345 28359 SH SHARED 23 28359 D ANHEUSER BUSCH COS INC COM 03522910 2739 57742 SH SHR/OTHR 23 57742 D ANIMAL HEALTH INTL INC COM 03525N10 146 13399 SH SHARED 13399 D ANIMAL HEALTH INTL INC COM 03525N10 76 6980 SH SHARED 01 6980 D ANIMAL HEALTH INTL INC COM 03525N10 86 7900 SH SHARED 10 7900 D ANIMAL HEALTH INTL INC COM 03525N10 165 15118 SH SHARED 23 15118 D ANIKA THERAPEUTICS INC COM 03525510 2 267 SH SHARED 267 D ANIXTER INTL INC NOTE 7/0 035290AG 492 500000 PRN SHARED 02 500000 D ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ 2920 2500000 PRN SHARED 2500000 D ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ 7422 6355000 PRN SHARED 02 6355000 D ANIXTER INTL INC COM 03529010 18 286 SH SHARED 286 D ANIXTER INTL INC COM 03529010 2322 36270 SH SHARED 01 36270 D ANIXTER INTL INC COM 03529010 1139 17800 SH SHR/OTHR 01 17800 D ANIXTER INTL INC COM 03529010 187 2925 SH SHARED 02 2925 D ANIXTER INTL INC COM 03529010 39554 617650 SH SHARED 10 617650 D ANNALY CAP MGMT INC COM 03571040 7905 516021 SH SHARED 516021 D ANNALY CAP MGMT INC COM 03571040 376 24570 SH SHARED 01 16570 8000 D ANNALY CAP MGMT INC COM 03571040 199 13000 SH SHR/OTHR 01 13000 D ANNALY CAP MGMT INC COM 03571040 2947 192401 SH SHARED 02 177051 15350 D ANNALY CAP MGMT INC COM 03571040 4 290 SH SHARED 05 290 D ANNALY CAP MGMT INC COM 03571040 384 25100 SH SHARED 10 25100 D ANNALY CAP MGMT INC COM 03571040 28552 1863750 SH SHARED 11 1863750 D ANNALY CAP MGMT INC COM 03571040 203 13300 SH SHARED 14 13300 D ANNALY CAP MGMT INC COM 03571040 115 7540 SH SHARED 21 7540 D ANNALY CAP MGMT INC COM 03571040 22 1500 SH SHR/OTHR 23 1500 D ANNAPOLIS BANCORP INC COM 03584810 0 60 SH SHARED 60 D ANNTAYLOR STORES CORP COM 03611510 41337 1709577 SH SHARED 1709577 D ANNTAYLOR STORES CORP COM 03611510 1309 54150 SH SHARED 01 34350 19800 D ANNTAYLOR STORES CORP COM 03611510 1205 49850 SH SHR/OTHR 01 49850 D ANNTAYLOR STORES CORP COM 03611510 298 12351 SH SHARED 02 11951 400 D ANNTAYLOR STORES CORP COM 03611510 239 9900 SH SHARED 10 9900 D ANOORAQ RES CORP COM 03633E10 94 28589 SH SHARED 28589 D ANSOFT CORP COM 03638410 23 755 SH SHARED 755 D ANSOFT CORP COM 03638410 103 3400 SH SHARED 01 3400 D ANSOFT CORP COM 03638410 33 1100 SH SHARED 02 1100 D ANSOFT CORP COM 03638410 1504 49300 SH SHARED 10 49300 D ANSYS INC COM 03662Q10 705 20434 SH SHARED 20434 D ANSYS INC COM 03662Q10 252 7325 SH SHARED 01 7325 D ANSYS INC COM 03662Q10 72 2114 SH SHARED 02 2114 D ANSYS INC COM 03662Q10 418 12134 SH SHARED 10 12134 D ANSYS INC COM 03662Q10 53 1562 SH SHARED 21 1162 400 D ANSWERS CORP COM 03662X10 1 231 SH SHARED 231 D ANSWERS CORP COM 03662X10 1 200 SH SHARED 02 200 D ANTARES PHARMA INC COM 03664210 1 1464 SH SHARED 1464 D ANTHRACITE CAP INC COM 03702310 135 20584 SH SHARED 20584 D ANTHRACITE CAP INC COM 03702310 102 15500 SH SHARED 02 10500 5000 D ANTHRACITE CAP INC COM 03702310 647 98100 SH SHARED 10 98100 D ANTIGENICS INC DEL NOTE 5.250% 2/0 037032AC 635 1263000 PRN SHARED 1263000 D ANTIGENICS INC DEL COM 03703210 1 741 SH SHARED 741 D ANTIGENICS INC DEL COM 03703210 8 3480 SH SHARED 02 3480 D ANWORTH MORTGAGE ASSET CP COM 03734710 150 24632 SH SHARED 24632 D ANWORTH MORTGAGE ASSET CP COM 03734710 144 23575 SH SHARED 01 23575 D ANWORTH MORTGAGE ASSET CP COM 03734710 66 10770 SH SHARED 02 9770 1000 D ANWORTH MORTGAGE ASSET CP COM 03734710 108 17700 SH SHARED 10 17700 D ANWORTH MORTGAGE ASSET CP COM 03734710 12 2000 SH SHR/OTHR 23 2000 D AON CORP COM 03738910 25943 645371 SH SHARED 645371 D AON CORP COM 03738910 1151 28655 SH SHARED 01 28655 D AON CORP COM 03738910 376 9367 SH SHARED 02 8909 458 D AON CORP COM 03738910 6 170 SH SHARED 05 170 D AON CORP COM 03738910 1269 31572 SH SHARED 06 29042 2530 D AON CORP COM 03738910 7853 195356 SH SHARED 10 195356 D AON CORP COM 03738910 70 1750 SH SHARED 21 1750 D APACHE CORP COM 03741110 1592 13181 SH SHARED 13181 D APACHE CORP COM 03741110 188988 1564217 SH SHARED 1547197 17020 D APACHE CORP COM 03741110 21227 175694 SH SHARED 01 162019 13675 D APACHE CORP COM 03741110 2801 23185 SH SHR/OTHR 01 23185 D APACHE CORP COM 03741110 129575 1072467 SH SHARED 02 1063963 8504 D APACHE CORP COM 03741110 49536 410000 SH SHARED 04 410000 D APACHE CORP COM 03741110 20 170 SH SHARED 05 170 D APACHE CORP COM 03741110 12673 104895 SH SHARED 06 101275 3620 D APACHE CORP COM 03741110 387884 3210436 SH SHARED 10 3136736 73700 D APACHE CORP COM 03741110 1142 9455 SH SHARED 14 9455 D APACHE CORP COM 03741110 1106 9155 SH SHARED 20 3765 5390 D APACHE CORP COM 03741110 821 6800 SH SHR/OTHR 20 6800 D APACHE CORP COM 03741110 295 2445 SH SHARED 21 2445 D APACHE CORP COM 03741110 169 1400 SH SHR/OTHR 21 1400 D APACHE CORP COM 03741110 543 4500 SH SHARED 22 3500 1000 D APACHE CORP COM 03741110 151 1250 SH SHR/OTHR 22 1250 D APACHE CORP COM 03741110 2233 18490 SH SHARED 23 18290 200 D APACHE CORP COM 03741110 3773 31230 SH SHR/OTHR 23 31230 D APACHE CORP COM 03741110 1078 8930 SH SHARED 24 8930 D APARTMENT INVT & MGMT CO CL A 03748R10 6758 188733 SH SHARED 188733 D APARTMENT INVT & MGMT CO CL A 03748R10 537 15015 SH SHARED 01 15015 D APARTMENT INVT & MGMT CO CL A 03748R10 407 11390 SH SHARED 02 10885 505 D APARTMENT INVT & MGMT CO CL A 03748R10 7529 210262 SH SHARED 10 199696 10566 D APARTMENT INVT & MGMT CO CL A 03748R10 177399 4953918 SH SHARED 11 1495828 3458090 D APEX BIOVENTURES ACQ CORP COM 03753Q10 7495 1018374 SH SHARED 1018374 D APEX BIOVENTURES ACQ CORP *W EXP 06/07/201 03753Q11 67 203514 SH SHARED 203514 D APOGEE ENTERPRISES INC COM 03759810 32 2100 SH SHARED 2100 D APOGEE ENTERPRISES INC COM 03759810 95 6191 SH SHARED 6191 D APOGEE ENTERPRISES INC COM 03759810 78 5100 SH SHARED 01 5100 D APOGEE ENTERPRISES INC COM 03759810 50 3254 SH SHARED 02 3254 D APOGEE ENTERPRISES INC COM 03759810 154 10000 SH SHARED 04 10000 D APOGEE ENTERPRISES INC COM 03759810 1501 97500 SH SHARED 10 97500 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 3404 1746000 PRN SHARED 1746000 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1616 2254000 PRN SHARED 2254000 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1435 2002000 PRN SHARED 02 2000000 2000 D APOLLO GROUP INC CL A 03760410 8163 188964 SH SHARED 188964 D APOLLO GROUP INC CL A 03760410 956 22139 SH SHARED 01 22139 D APOLLO GROUP INC CL A 03760410 4 100 SH SHR/OTHR 01 100 D APOLLO GROUP INC CL A 03760410 8596 198991 SH SHARED 02 190691 8300 D APOLLO GROUP INC CL A 03760410 518 12000 SH SHARED 04 12000 D APOLLO GROUP INC CL A 03760410 4 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 1316 30475 SH SHARED 06 28725 1750 D APOLLO GROUP INC CL A 03760410 3094 71636 SH SHARED 10 71636 D APOLLO GROUP INC CL A 03760410 35 813 SH SHARED 14 813 D APOLLO GROUP INC CL A 03760410 477 11050 SH SHARED 21 10353 697 D APOLLO INVT CORP COM 03761U10 20551 1298237 SH SHARED 1298237 D APOLLO INVT CORP COM 03761U10 614 38800 SH SHARED 01 38800 D APOLLO INVT CORP COM 03761U10 113 7196 SH SHARED 02 446 6750 D APOLLO INVT CORP COM 03761U10 31922 2016588 SH SHARED 10 2016588 D APOLLO INVT CORP COM 03761U10 124 7892 SH SHARED 20 7892 D APOLLO INVT CORP COM 03761U10 92 5841 SH SHARED 23 5841 D APPALACHIAN BANCSHARES INC COM 03767510 1 126 SH SHARED 126 D APPLE INC COM 03783310 1987 13852 SH SHARED 10812 3040 D APPLE INC COM 03783310 325920 2271226 SH SHARED 2220066 51160 D APPLE INC COM 03783310 49928 347933 SH SHARED 01 263604 84329 D APPLE INC COM 03783310 10665 74325 SH SHR/OTHR 01 74325 D APPLE INC COM 03783310 49549 345290 SH SHARED 02 258220 87070 D APPLE INC COM 03783310 915 6377 SH SHARED 04 6377 D APPLE INC COM 03783310 14967 104300 SH SHARED 04 104300 D APPLE INC COM 03783310 2202 15350 SH SHARED 05 15350 D APPLE INC COM 03783310 14740 102719 SH SHARED 06 93519 9200 D APPLE INC COM 03783310 362333 2524971 SH SHARED 10 2306197 218774 D APPLE INC COM 03783310 1564 10901 SH SHARED 14 10901 D APPLE INC COM 03783310 7598 52950 SH SHARED 15 52950 D APPLE INC COM 03783310 7172 49984 SH SHARED 19 49984 D APPLE INC COM 03783310 5363 37375 SH SHARED 20 27775 85 9515 D APPLE INC COM 03783310 960 6695 SH SHR/OTHR 20 6695 D APPLE INC COM 03783310 748 5218 SH SHARED 21 1749 3469 D APPLE INC COM 03783310 322 2250 SH SHR/OTHR 21 2250 D APPLE INC COM 03783310 2501 17430 SH SHARED 22 13410 4020 D APPLE INC COM 03783310 370 2581 SH SHR/OTHR 22 2581 D APPLE INC COM 03783310 7349 51213 SH SHARED 23 39688 11525 D APPLE INC COM 03783310 7100 49480 SH SHR/OTHR 23 49480 D APPLE INC COM 03783310 803 5600 SH SHARED 24 5600 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 37575 37500000 PRN SHARED 37500000 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 6513 6500000 PRN SHARED 02 6500000 D APRIA HEALTHCARE GROUP INC COM 03793310 957 48471 SH SHARED 48471 D APRIA HEALTHCARE GROUP INC COM 03793310 542 27450 SH SHARED 01 10950 16500 D APRIA HEALTHCARE GROUP INC COM 03793310 268 13616 SH SHARED 02 13616 D APRIA HEALTHCARE GROUP INC COM 03793310 16647 842900 SH SHARED 10 842900 D APPLERA CORP COM AP BIO GRP 03802010 14017 426569 SH SHARED 426569 D APPLERA CORP COM AP BIO GRP 03802010 1303 39655 SH SHARED 01 33210 6445 D APPLERA CORP COM AP BIO GRP 03802010 178 5425 SH SHR/OTHR 01 5425 D APPLERA CORP COM AP BIO GRP 03802010 105 3201 SH SHARED 02 2881 320 D APPLERA CORP COM AP BIO GRP 03802010 1667 50750 SH SHARED 04 50750 D APPLERA CORP COM AP BIO GRP 03802010 659 20070 SH SHARED 06 17700 2370 D APPLERA CORP COM AP BIO GRP 03802010 4618 140564 SH SHARED 10 140564 D APPLERA CORP COM AP BIO GRP 03802010 361 10995 SH SHARED 14 1400 9595 D APPLERA CORP COM AP BIO GRP 03802010 18 560 SH SHARED 20 560 D APPLERA CORP COM AP BIO GRP 03802010 12 390 SH SHR/OTHR 21 390 D APPLERA CORP COM AP BIO GRP 03802010 10 325 SH SHARED 22 325 D APPLERA CORP COM AP BIO GRP 03802010 8 250 SH SHR/OTHR 23 250 D APPLERA CORP COM CELERA GRP 03802020 30 2064 SH SHARED 2064 D APPLERA CORP COM CELERA GRP 03802020 355 24204 SH SHARED 01 15750 8454 D APPLERA CORP COM CELERA GRP 03802020 3370 229300 SH SHARED 04 229300 D APPLERA CORP COM CELERA GRP 03802020 4913 334268 SH SHARED 10 334268 D APPLERA CORP COM CELERA GRP 03802020 94 6400 SH SHARED 14 6400 D APPLIANCE RECYCLING CTRS AME COM NEW 03814F20 0 84 SH SHARED 84 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 1 2569 SH SHARED 2569 D APPLIED DIGITAL SOLUTIONS COM NEW 03818830 2 4200 SH SHARED 02 4200 D APPLIED ENERGETICS INC COM 03819M10 0 292 SH SHARED 292 D APPLIED ENERGETICS INC COM 03819M10 1 645 SH SHARED 01 645 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 341 11414 SH SHARED 11414 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 254 8500 SH SHARED 01 8500 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 151 5060 SH SHARED 02 5060 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 3295 110250 SH SHARED 10 110250 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 223 31188 SH SHARED 31188 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 40 5625 SH SHARED 02 5625 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 237 33025 SH SHARED 10 33025 D APPLIED MATLS INC COM 03822210 72 3717 SH SHARED 850 2867 D APPLIED MATLS INC COM 03822210 85377 4376079 SH SHARED 4376079 D APPLIED MATLS INC COM 03822210 4990 255813 SH SHARED 01 201476 54337 D APPLIED MATLS INC COM 03822210 312 16000 SH SHR/OTHR 01 16000 D APPLIED MATLS INC COM 03822210 4916 252000 SH SHARED 02 212458 39542 D APPLIED MATLS INC COM 03822210 21619 1108126 SH SHARED 04 1108126 D APPLIED MATLS INC COM 03822210 22681 1162538 SH SHARED 05 1162538 D APPLIED MATLS INC COM 03822210 5747 294597 SH SHARED 06 199630 94967 D APPLIED MATLS INC COM 03822210 84277 4319687 SH SHARED 10 4319687 D APPLIED MATLS INC COM 03822210 446 22889 SH SHARED 14 22889 D APPLIED MATLS INC COM 03822210 4487 230000 SH SHARED 15 230000 D APPLIED MATLS INC COM 03822210 938 48080 SH SHARED 20 9430 38650 D APPLIED MATLS INC COM 03822210 1787 91636 SH SHR/OTHR 20 91636 D APPLIED MATLS INC COM 03822210 334 17128 SH SHARED 21 17128 D APPLIED MATLS INC COM 03822210 2015 103300 SH SHARED 23 103300 D APPLIED MATLS INC COM 03822210 742 38055 SH SHR/OTHR 23 38055 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 5 487 SH SHARED 487 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 7 610 SH SHARED 02 610 D APTARGROUP INC COM 03833610 135 3472 SH SHARED 3472 D APTARGROUP INC COM 03833610 848 21800 SH SHARED 01 1600 20200 D APTARGROUP INC COM 03833610 27 713 SH SHARED 02 700 13 D APTARGROUP INC COM 03833610 1673 43000 SH SHARED 10 43000 D APTARGROUP INC COM 03833610 9 252 SH SHARED 21 252 D AQUA AMERICA INC COM 03836W10 27741 1477183 SH SHARED 1477183 D AQUA AMERICA INC COM 03836W10 758 40398 SH SHARED 01 765 39633 D AQUA AMERICA INC COM 03836W10 4944 263311 SH SHARED 02 192698 70613 D AQUA AMERICA INC COM 03836W10 10966 583967 SH SHARED 04 583967 D AQUA AMERICA INC COM 03836W10 13974 744095 SH SHARED 05 744095 D AQUA AMERICA INC COM 03836W10 24 1300 SH SHARED 06 500 800 D AQUA AMERICA INC COM 03836W10 659 35103 SH SHARED 10 35103 D AQUA AMERICA INC COM 03836W10 125 6700 SH SHARED 14 6700 D AQUA AMERICA INC COM 03836W10 125 6666 SH SHARED 22 6666 D AQUA AMERICA INC COM 03836W10 9 500 SH SHARED 23 500 D AQUILA INC COM 03840P10 689 214934 SH SHARED 214934 D AQUILA INC COM 03840P10 566 176620 SH SHARED 01 56220 120400 D AQUILA INC COM 03840P10 607 189400 SH SHARED 10 189400 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 1542 22600 SH SHARED 22600 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 5189 76031 SH SHARED 76031 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 7843 114912 SH SHARED 01 114912 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 9153 134100 SH SHARED 04 134100 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 3897 57100 SH SHARED 10 57100 D ARBINET THEXCHANGE INC COM 03875P10 2915 697425 SH SHARED 697425 D ARBINET THEXCHANGE INC COM 03875P10 13 3120 SH SHARED 02 3120 D ARBITRON INC COM 03875Q10 307 7123 SH SHARED 7123 D ARBITRON INC COM 03875Q10 39 914 SH SHARED 01 914 D ARBITRON INC COM 03875Q10 144 3350 SH SHARED 02 600 2750 D ARBITRON INC COM 03875Q10 155 3600 SH SHARED 10 3600 D ARBOR RLTY TR INC COM 03892310 253 16822 SH SHARED 16822 D ARCADIA RES INC COM 03920910 1 2161 SH SHARED 2161 D ARCH CHEMICALS INC COM 03937R10 4163 111738 SH SHARED 111738 D ARCH CHEMICALS INC COM 03937R10 357 9600 SH SHARED 01 8100 1500 D ARCH CHEMICALS INC COM 03937R10 159 4277 SH SHARED 02 4277 D ARCH CHEMICALS INC COM 03937R10 450 12100 SH SHARED 10 12100 D ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L10 6092 74478 SH SHARED 74478 D ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L10 2 35 SH SHARED 01 35 D ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L10 61 754 SH SHARED 02 754 D ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L10 818 10000 SH SHARED 04 10000 D ARCH COAL INC COM 03938010 7959 182974 SH SHARED 182974 D ARCH COAL INC COM 03938010 1914 44020 SH SHARED 01 720 43300 D ARCH COAL INC COM 03938010 190 4390 SH SHARED 02 3440 950 D ARCH COAL INC COM 03938010 34 800 SH SHARED 06 100 700 D ARCH COAL INC COM 03938010 800 18400 SH SHARED 10 18400 D ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW 313 270000 PRN SHARED 02 270000 D ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW 5282 4550000 PRN SHARED 06 4550000 D ARCHER DANIELS MIDLAND CO COM 03948310 101879 2475214 SH SHARED 2465664 9550 D ARCHER DANIELS MIDLAND CO COM 03948310 6829 165929 SH SHARED 01 156623 9306 D ARCHER DANIELS MIDLAND CO COM 03948310 1408 34226 SH SHARED 02 32790 1436 D ARCHER DANIELS MIDLAND CO COM 03948310 64518 1567506 SH SHARED 04 1567506 D ARCHER DANIELS MIDLAND CO COM 03948310 12073 293336 SH SHARED 05 293336 D ARCHER DANIELS MIDLAND CO COM 03948310 40827 991930 SH SHARED 06 532600 459330 D ARCHER DANIELS MIDLAND CO COM 03948310 143226 3479751 SH SHARED 10 2904451 575300 D ARCHER DANIELS MIDLAND CO COM 03948310 428 10400 SH SHARED 14 10400 D ARCHER DANIELS MIDLAND CO COM 03948310 407 9900 SH SHARED 15 9900 D ARCHER DANIELS MIDLAND CO COM 03948310 82 2000 SH SHARED 23 2000 D ARCHER DANIELS MIDLAND CO COM 03948310 302 7358 SH SHR/OTHR 23 7358 D ARCHER DANIELS MIDLAND CO COM 03948310 1004 24400 SH SHARED 24 24400 D ARCSIGHT INC COM 03966610 71 10377 SH SHARED 02 10377 D ARCSIGHT INC COM 03966610 420 60800 SH SHARED 04 60800 D ARCTIC CAT INC COM 03967010 15 2170 SH SHARED 2170 D ARCTIC CAT INC COM 03967010 29 4095 SH SHARED 02 4095 D ARDEA BIOSCIENCES INC COM 03969P10 10694 822656 SH SHARED 822656 D ARDEA BIOSCIENCES INC COM 03969P10 5 396 SH SHARED 02 313 83 D ARDEN GROUP INC CL A 03976210 0 1 SH SHARED 1 D ARENA PHARMACEUTICALS INC COM 04004710 1 200 SH SHARED 200 D ARENA PHARMACEUTICALS INC COM 04004710 3 520 SH SHARED 02 520 D ARENA PHARMACEUTICALS INC COM 04004710 2642 386399 SH SHARED 04 386399 D ARENA PHARMACEUTICALS INC COM 04004710 14 2076 SH SHARED 06 2076 D ARENA PHARMACEUTICALS INC COM 04004710 355 52000 SH SHARED 10 52000 D ARENA RESOURCES INC COM 04004910 6431 166150 SH SHARED 166150 D ARENA RESOURCES INC COM 04004910 99 2570 SH SHARED 01 2570 D ARENA RESOURCES INC COM 04004910 1455 37600 SH SHARED 10 37600 D ARENA RESOURCES INC COM 04004910 43 1136 SH SHARED 21 1136 D ARGAN INC COM 04010E10 1 116 SH SHARED 116 D ARES CAP CORP COM 04010L10 17006 1352982 SH SHARED 1352982 D ARES CAP CORP COM 04010L10 46 3695 SH SHARED 02 445 3250 D ARES CAP CORP COM 04010L10 414 32991 SH SHARED 10 32991 D ARGON ST INC COM 04014910 7 420 SH SHARED 420 D ARGON ST INC COM 04014910 21 1284 SH SHARED 02 1284 D ARIAD PHARMACEUTICALS INC COM 04033A10 2 622 SH SHARED 02 622 D ARIAD PHARMACEUTICALS INC COM 04033A10 64 19000 SH SHARED 10 19000 D ARIBA INC COM NEW 04033V20 928 96163 SH SHARED 96163 D ARIBA INC COM NEW 04033V20 53 5550 SH SHARED 01 5550 D ARIBA INC COM NEW 04033V20 4 500 SH SHARED 02 500 D ARIBA INC COM NEW 04033V20 618 64000 SH SHARED 04 64000 D ARIBA INC COM NEW 04033V20 396 41093 SH SHARED 10 41093 D ARISTOTLE CORP COM NEW 04044820 0 29 SH SHARED 29 D ARK RESTAURANTS CORP COM 04071210 1 45 SH SHARED 45 D ARKANSAS BEST CORP DEL COM 04079010 396 12445 SH SHARED 12445 D ARKANSAS BEST CORP DEL COM 04079010 203 6400 SH SHARED 01 6400 D ARKANSAS BEST CORP DEL COM 04079010 409 12850 SH SHARED 02 12850 D ARKANSAS BEST CORP DEL COM 04079010 2940 92300 SH SHARED 10 92300 D ARKANSAS BEST CORP DEL COM 04079010 27 851 SH SHARED 21 851 D ARM HLDGS PLC SPONSORED ADR 04206810 1 230 SH SHARED 230 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 130 3655 SH SHARED 3655 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 12788 358616 SH SHARED 02 358616 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 417 11700 SH SHARED 10 11700 D AROTECH CORP COM NEW 04268220 0 337 SH SHARED 337 D ARQULE INC COM 04269E10 80 18710 SH SHARED 18710 D ARQULE INC COM 04269E10 1 280 SH SHARED 02 280 D ARRIS GROUP INC COM 04269Q10 1690 290391 SH SHARED 290391 D ARRIS GROUP INC COM 04269Q10 505 86800 SH SHARED 01 86800 D ARRIS GROUP INC COM 04269Q10 17 3031 SH SHARED 02 3031 D ARRIS GROUP INC COM 04269Q10 10414 1789450 SH SHARED 10 1789450 D ARRAY BIOPHARMA INC COM 04269X10 25 3700 SH SHARED 3700 D ARRAY BIOPHARMA INC COM 04269X10 9 1300 SH SHARED 02 400 900 D ARRAY BIOPHARMA INC COM 04269X10 1584 226081 SH SHARED 04 226081 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 0 61 SH SHARED 61 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 6 1000 SH SHARED 02 1000 D ARROW ELECTRS INC COM 04273510 1395 41476 SH SHARED 31076 10400 D ARROW ELECTRS INC COM 04273510 2062 61300 SH SHARED 01 24600 36700 D ARROW ELECTRS INC COM 04273510 107 3200 SH SHR/OTHR 01 3200 D ARROW ELECTRS INC COM 04273510 76 2284 SH SHARED 02 2284 D ARROW ELECTRS INC COM 04273510 25 750 SH SHARED 06 50 700 D ARROW ELECTRS INC COM 04273510 19585 582050 SH SHARED 10 479350 102700 D ARROW ELECTRS INC COM 04273510 84 2500 SH SHARED 14 2500 D ARROW FINL CORP COM 04274410 6 277 SH SHARED 277 D ARROW FINL CORP COM 04274410 80 3600 SH SHARED 02 3600 D ARROWHEAD RESH CORP COM 04279710 0 123 SH SHARED 123 D ART TECHNOLOGY GROUP INC COM 04289L10 426 109815 SH SHARED 109815 D ARTES MEDICAL INC COM 04301Q10 0 405 SH SHARED 405 D ARTESIAN RESOURCES CORP CL A 04311320 3 171 SH SHARED 171 D ARTHROCARE CORP COM 04313610 607 18221 SH SHARED 18221 D ARTHROCARE CORP COM 04313610 136 4100 SH SHARED 01 4100 D ARTHROCARE CORP COM 04313610 222 6660 SH SHARED 02 6660 D ARTHROCARE CORP COM 04313610 2602 78050 SH SHARED 04 78050 D ARTHROCARE CORP COM 04313610 3052 91538 SH SHARED 10 91538 D ARTHROCARE CORP COM 04313610 50 1500 SH SHARED 14 1500 D ARTS WAY MFG INC COM 04316810 26 1360 SH SHARED 1360 D ARUBA NETWORKS INC COM 04317610 7 1396 SH SHARED 1396 D ARVINMERITOR INC NOTE 4.000% 2/1 043353AH 56980 74000000 PRN SHARED 74000000 D ARVINMERITOR INC COM 04335310 1195 95571 SH SHARED 95571 D ARVINMERITOR INC COM 04335310 354 28300 SH SHARED 01 2300 26000 D ARVINMERITOR INC COM 04335310 29 2320 SH SHARED 02 2320 D ARVINMERITOR INC COM 04335310 402 32200 SH SHARED 10 32200 D ARYX THERAPEUTICS INC COM 04338710 1 130 SH SHARED 130 D ARYX THERAPEUTICS INC COM 04338710 2053 258300 SH SHARED 04 258300 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 2320 168667 SH SHARED 168667 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 8 598 SH SHARED 02 598 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 97 7100 SH SHARED 10 7100 D ASCENT SOLAR TECHNOLOGIES IN COM 04363510 246 14907 SH SHARED 14907 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 150 26532 SH SHARED 26532 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 51 9000 SH SHARED 01 9000 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 148 26100 SH SHARED 02 26100 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 9042 1592000 SH SHARED 10 1592000 D ASHLAND INC NEW COM 04420910 63995 1352965 SH SHARED 1352965 D ASHLAND INC NEW COM 04420910 527 11150 SH SHARED 01 10295 855 D ASHLAND INC NEW COM 04420910 27 575 SH SHR/OTHR 01 575 D ASHLAND INC NEW COM 04420910 274 5804 SH SHARED 02 3924 1880 D ASHLAND INC NEW COM 04420910 4 89 SH SHARED 04 89 D ASHLAND INC NEW COM 04420910 295 6250 SH SHARED 06 6250 D ASHLAND INC NEW COM 04420910 3496 73912 SH SHARED 10 73912 D ASHLAND INC NEW COM 04420910 287 6069 SH SHARED 14 6069 D ASHLAND INC NEW COM 04420910 6 135 SH SHARED 20 135 D ASHLAND INC NEW COM 04420910 9 200 SH SHARED 21 200 D ASHLAND INC NEW COM 04420910 4 95 SH SHR/OTHR 21 95 D ASHLAND INC NEW COM 04420910 3 80 SH SHARED 22 80 D ASHLAND INC NEW COM 04420910 7 150 SH SHR/OTHR 23 150 D ASIA PAC FD INC COM 04490110 42 2150 SH SHARED 2150 D ASIA PAC FD INC COM 04490110 16 850 SH SHARED 02 850 D ASIA PAC FD INC COM 04490110 296 15000 SH SHR/OTHR 23 15000 D ASHWORTH INC COM 04516H10 2 823 SH SHARED 823 D ASIA TIGERS FD INC COM 04516T10 47 2100 SH SHARED 02 2100 D ASIAINFO HLDGS INC COM 04518A10 356 32824 SH SHARED 32824 D ASIAINFO HLDGS INC COM 04518A10 115 10600 SH SHARED 02 10600 D ASPECT MED SYS INC COM 04523510 12 2000 SH SHARED 2000 D ASPECT MED SYS INC COM 04523510 21 3580 SH SHARED 02 3580 D ASPENBIO PHARMA INC COM 04534610 2368 409735 SH SHARED 409735 D ASPYRA INC COM 04538V10 0 209 SH SHARED 209 D ASSET ACCEP CAP CORP COM 04543P10 23 2400 SH SHARED 2400 D ASSET ACCEP CAP CORP COM 04543P10 0 25 SH SHARED 01 25 D ASSET ACCEP CAP CORP COM 04543P10 0 86 SH SHARED 02 86 D ASSET ACCEP CAP CORP COM 04543P10 13 1400 SH SHARED 10 1400 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 533 90597 SH SHARED 90597 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 159 27100 SH SHARED 10 27100 D ASSOCIATED BANC CORP COM 04548710 949 35666 SH SHARED 35666 D ASSOCIATED BANC CORP COM 04548710 1005 37757 SH SHARED 01 2160 35597 D ASSOCIATED BANC CORP COM 04548710 24 905 SH SHARED 02 905 D ASSOCIATED BANC CORP COM 04548710 40 1510 SH SHARED 06 400 1110 D ASSOCIATED BANC CORP COM 04548710 165 6200 SH SHARED 10 6200 D ASSOCIATED ESTATES RLTY CORP COM 04560410 0 43 SH SHARED 43 D ASSOCIATED ESTATES RLTY CORP COM 04560410 9 840 SH SHARED 02 840 D ASSURANT INC COM 04621X10 29255 480704 SH SHARED 480704 D ASSURANT INC COM 04621X10 311 5115 SH SHARED 01 5115 D ASSURANT INC COM 04621X10 352 5800 SH SHARED 02 5769 31 D ASSURANT INC COM 04621X10 626 10300 SH SHARED 06 9800 500 D ASSURANT INC COM 04621X10 13416 220450 SH SHARED 10 220450 D ASSURANT INC COM 04621X10 255 4200 SH SHARED 14 4200 D ASTEA INTL INC COM NEW 04622E20 0 158 SH SHARED 158 D ASTEA INTL INC COM NEW 04622E20 1 420 SH SHARED 02 420 D ASTA FDG INC COM 04622010 114 8240 SH SHARED 8240 D ASTA FDG INC COM 04622010 19 1428 SH SHARED 21 1428 D ASTEC INDS INC COM 04622410 399 10300 SH SHARED 10300 D ASTEC INDS INC COM 04622410 16 425 SH SHARED 02 425 D ASTORIA FINL CORP COM 04626510 7444 274107 SH SHARED 274107 D ASTORIA FINL CORP COM 04626510 1713 63075 SH SHARED 01 1625 61450 D ASTORIA FINL CORP COM 04626510 122 4523 SH SHARED 02 3827 696 D ASTORIA FINL CORP COM 04626510 537 19800 SH SHARED 10 19800 D ASTRAZENECA PLC SPONSORED ADR 04635310 153056 4028868 SH SHARED 4028868 D ASTRAZENECA PLC SPONSORED ADR 04635310 18 500 SH SHARED 01 500 D ASTRAZENECA PLC SPONSORED ADR 04635310 432 11382 SH SHARED 02 8868 2514 D ASTRO-MED INC NEW COM 04638F10 1 129 SH SHARED 129 D ASTRONICS CORP COM 04643310 30 1596 SH SHARED 1596 D ASYST TECHNOLOGY CORP COM 04648X10 21 6124 SH SHARED 6124 D ASYST TECHNOLOGY CORP COM 04648X10 10 2912 SH SHARED 02 2912 D ATARI INC COM NEW 04651M20 61 42724 SH SHARED 42724 D ATHENAHEALTH INC COM 04685W10 3 130 SH SHARED 130 D ATHEROS COMMUNICATIONS INC COM 04743P10 382 18350 SH SHARED 18350 D ATHEROS COMMUNICATIONS INC COM 04743P10 423 20300 SH SHARED 01 20300 D ATHEROS COMMUNICATIONS INC COM 04743P10 259 12460 SH SHARED 02 9660 2800 D ATHEROS COMMUNICATIONS INC COM 04743P10 20829 999505 SH SHARED 10 999505 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 1050 7500000 PRN SHARED 02 7500000 D ATHEROGENICS INC COM 04743910 16 20564 SH SHARED 20564 D ATHEROGENICS INC COM 04743910 0 542 SH SHARED 02 542 D ATLANTIC AMERN CORP COM 04820910 0 166 SH SHARED 166 D ATLANTIC COAST FED CORP COM 04842510 45 4691 SH SHARED 4691 D ATLANTIC SOUTHERN FINL GRP I COM 04887710 1 102 SH SHARED 102 D ATLANTIC TELE NETWORK INC COM NEW 04907920 65 1931 SH SHARED 1931 D ATLANTIC TELE NETWORK INC COM NEW 04907920 43 1300 SH SHARED 01 1300 D ATLANTIC TELE NETWORK INC COM NEW 04907920 4950 146325 SH SHARED 10 146325 D ATLANTIS PLASTICS INC COM 04915610 0 107 SH SHARED 107 D ATLAS ACQUISITION HLDGS CORP COM 04916210 269 29408 SH SHARED 29408 D ATLAS ACQUISITION HLDGS CORP UNIT 99/99/9999 04916220 1900 200000 SH SHARED 200000 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 67 1235 SH SHARED 1235 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 273 4970 SH SHARED 01 4970 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 55 1000 SH SHARED 02 820 180 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 759 13800 SH SHARED 10 13800 D ATLAS AMER INC COM 04916710 2 38 SH SHARED 38 D ATLAS AMER INC COM 04916710 95 1582 SH SHARED 01 1450 132 D ATLAS AMER INC COM 04916710 44 733 SH SHR/OTHR 01 733 D ATLAS AMER INC COM 04916710 5400 89345 SH SHARED 02 89345 D ATLAS AMER INC COM 04916710 12 200 SH SHARED 10 200 D ATLAS ENERGY RESOURCES LLC COM 04930310 20320 655504 SH SHARED 655504 D ATLAS ENERGY RESOURCES LLC COM 04930310 2385 76960 SH SHARED 02 76960 D ATLAS ENERGY RESOURCES LLC COM 04930310 3 100 SH SHARED 10 100 D ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R10 4561 166715 SH SHARED 166715 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 2648 66123 SH SHARED 66123 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 1191 29750 SH SHARED 02 29750 D ATMEL CORP COM 04951310 10384 2983997 SH SHARED 2983997 D ATMEL CORP COM 04951310 505 145200 SH SHARED 01 145200 D ATMEL CORP COM 04951310 123 35430 SH SHARED 02 32630 2800 D ATMEL CORP COM 04951310 83 24100 SH SHARED 10 24100 D ATMOS ENERGY CORP COM 04956010 2133 83663 SH SHARED 83663 D ATMOS ENERGY CORP COM 04956010 8 350 SH SHARED 01 350 D ATMOS ENERGY CORP COM 04956010 347 13625 SH SHARED 02 13265 360 D ATMOS ENERGY CORP COM 04956010 209 8232 SH SHARED 10 8232 D ATMOS ENERGY CORP COM 04956010 55 2187 SH SHARED 21 2187 D ATRICURE INC COM 04963C20 3 241 SH SHARED 241 D ATRION CORP COM 04990410 3 40 SH SHARED 40 D ATWOOD OCEANICS INC COM 05009510 5796 63202 SH SHARED 63202 D ATWOOD OCEANICS INC COM 05009510 992 10825 SH SHARED 01 10825 D ATWOOD OCEANICS INC COM 05009510 22 250 SH SHR/OTHR 01 250 D ATWOOD OCEANICS INC COM 05009510 65 715 SH SHARED 02 435 280 D ATWOOD OCEANICS INC COM 05009510 18 200 SH SHARED 06 200 D ATWOOD OCEANICS INC COM 05009510 34904 380550 SH SHARED 10 380550 D AUDIBLE INC COM NEW 05069A30 40 3550 SH SHARED 3550 D AUDIBLE INC COM NEW 05069A30 3 300 SH SHARED 02 300 D AUDIOVOX CORP CL A 05075710 0 52 SH SHARED 52 D AUDIOVOX CORP CL A 05075710 99 9340 SH SHARED 02 9340 D AUGUSTA RES CORP COM NEW 05091220 175 46056 SH SHARED 02 46056 D AURIZON MINES LTD COM 05155P10 0 100 SH SHARED 100 D AURIZON MINES LTD COM 05155P10 2375 500000 SH SHARED 04 500000 D AURORA OIL & GAS CORP COM 05203610 1 2445 SH SHARED 2445 D AUTHENTEC INC COM 05266010 48 4900 SH SHARED 4900 D AUTHENTEC INC COM 05266010 5 587 SH SHARED 02 587 D AUTHENTIDATE HLDG CORP COM 05266610 0 897 SH SHARED 897 D AUTOBYTEL INC COM 05275N10 1731 801603 SH SHARED 801603 D AUTODESK INC COM 05276910 1 32 SH SHARED 32 D AUTODESK INC COM 05276910 18648 592394 SH SHARED 592394 D AUTODESK INC COM 05276910 1205 38299 SH SHARED 01 38299 D AUTODESK INC COM 05276910 432 13744 SH SHARED 02 12204 1540 D AUTODESK INC COM 05276910 3 100 SH SHARED 05 100 D AUTODESK INC COM 05276910 741 23570 SH SHARED 06 21500 2070 D AUTODESK INC COM 05276910 3955 125666 SH SHARED 10 125666 D AUTODESK INC COM 05276910 628 19967 SH SHARED 14 19967 D AUTODESK INC COM 05276910 94 3000 SH SHARED 20 3000 D AUTOLIV INC COM 05280010 24898 495987 SH SHARED 464687 31300 D AUTOLIV INC COM 05280010 1142 22765 SH SHARED 01 22765 D AUTOLIV INC COM 05280010 215 4289 SH SHARED 02 4289 D AUTOLIV INC COM 05280010 341 6800 SH SHARED 06 6800 D AUTOLIV INC COM 05280010 49718 990400 SH SHARED 10 900700 89700 D AUTOLIV INC COM 05280010 7 153 SH SHR/OTHR 23 153 D AUTOMATIC DATA PROCESSING IN COM 05301510 27048 638095 SH SHARED 638095 D AUTOMATIC DATA PROCESSING IN COM 05301510 3805 89772 SH SHARED 01 73472 16300 D AUTOMATIC DATA PROCESSING IN COM 05301510 1766 41684 SH SHR/OTHR 01 41684 D AUTOMATIC DATA PROCESSING IN COM 05301510 855 20170 SH SHARED 02 3139 17031 D AUTOMATIC DATA PROCESSING IN COM 05301510 17443 411500 SH SHARED 04 411500 D AUTOMATIC DATA PROCESSING IN COM 05301510 11 270 SH SHARED 05 270 D AUTOMATIC DATA PROCESSING IN COM 05301510 3026 71389 SH SHARED 06 65950 5439 D AUTOMATIC DATA PROCESSING IN COM 05301510 10603 250145 SH SHARED 10 249545 600 D AUTOMATIC DATA PROCESSING IN COM 05301510 59 1400 SH SHR/OTHR 10 1400 D AUTOMATIC DATA PROCESSING IN COM 05301510 253 5972 SH SHARED 14 5000 972 D AUTOMATIC DATA PROCESSING IN COM 05301510 178 4200 SH SHARED 20 4200 D AUTOMATIC DATA PROCESSING IN COM 05301510 84 2000 SH SHR/OTHR 20 2000 D AUTOMATIC DATA PROCESSING IN COM 05301510 1135 26778 SH SHARED 21 17528 9250 D AUTOMATIC DATA PROCESSING IN COM 05301510 233 5500 SH SHR/OTHR 21 5500 D AUTOMATIC DATA PROCESSING IN COM 05301510 17 424 SH SHR/OTHR 22 424 D AUTOMATIC DATA PROCESSING IN COM 05301510 1557 36731 SH SHARED 23 36731 D AUTOMATIC DATA PROCESSING IN COM 05301510 1155 27260 SH SHR/OTHR 23 27260 D AUTONATION INC COM 05329W10 11806 788683 SH SHARED 788683 D AUTONATION INC COM 05329W10 326 21794 SH SHARED 01 21794 D AUTONATION INC COM 05329W10 187 12494 SH SHARED 02 12494 D AUTONATION INC COM 05329W10 538 35952 SH SHARED 06 35275 677 D AUTONATION INC COM 05329W10 848 56710 SH SHARED 10 56710 D AUTOZONE INC COM 05333210 49 435 SH SHARED 435 D AUTOZONE INC COM 05333210 10043 88235 SH SHARED 88235 D AUTOZONE INC COM 05333210 1663 14616 SH SHARED 01 11671 2945 D AUTOZONE INC COM 05333210 281 2475 SH SHR/OTHR 01 2475 D AUTOZONE INC COM 05333210 1499 13174 SH SHARED 02 13174 D AUTOZONE INC COM 05333210 1211 10640 SH SHARED 06 10350 290 D AUTOZONE INC COM 05333210 34512 303195 SH SHARED 10 302695 500 D AUTOZONE INC COM 05333210 102 900 SH SHARED 14 900 D AUTOZONE INC COM 05333210 52 465 SH SHARED 20 300 165 D AUTOZONE INC COM 05333210 3 35 SH SHR/OTHR 20 35 D AUTOZONE INC COM 05333210 23 210 SH SHR/OTHR 21 210 D AUTOZONE INC COM 05333210 20 180 SH SHARED 22 180 D AUTOZONE INC COM 05333210 34 300 SH SHR/OTHR 23 300 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 9 356 SH SHARED 02 356 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 267 10000 SH SHARED 04 10000 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 13 500 SH SHARED 10 500 D AVALON HLDGS CORP CL A 05343P10 0 68 SH SHARED 68 D AVALON PHARMACEUTICALS INC COM 05346P10 0 398 SH SHARED 398 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 1 1110 SH SHARED 1110 D AVANEX CORP COM 05348W10 85 120122 SH SHARED 120122 D AVALONBAY CMNTYS INC COM 05348410 17476 181067 SH SHARED 181067 D AVALONBAY CMNTYS INC COM 05348410 178 1850 SH SHARED 01 1850 D AVALONBAY CMNTYS INC COM 05348410 28 300 SH SHR/OTHR 01 300 D AVALONBAY CMNTYS INC COM 05348410 259 2689 SH SHARED 02 1169 1520 D AVALONBAY CMNTYS INC COM 05348410 5 60 SH SHARED 05 60 D AVALONBAY CMNTYS INC COM 05348410 26427 273800 SH SHARED 10 267000 6800 D AVALONBAY CMNTYS INC COM 05348410 466892 4837266 SH SHARED 11 2704458 2132808 D AVALONBAY CMNTYS INC COM 05348410 77 800 SH SHR/OTHR 23 800 D AVANT IMMUNOTHERAPEUTICS INC COM NEW 05349120 1 161 SH SHARED 161 D AVANT IMMUNOTHERAPEUTICS INC COM NEW 05349120 49 5000 SH SHARED 02 5000 D AVATAR HLDGS INC COM 05349410 110 2546 SH SHARED 2546 D AVATAR HLDGS INC COM 05349410 36 843 SH SHARED 02 843 D AVATAR HLDGS INC COM 05349410 130 3000 SH SHARED 10 3000 D AVENTINE RENEWABLE ENERGY COM 05356X40 172 33126 SH SHARED 33126 D AVENTINE RENEWABLE ENERGY COM 05356X40 3825 735591 SH SHARED 04 735591 D AVENTINE RENEWABLE ENERGY COM 05356X40 1500 288480 SH SHARED 10 288480 D AVERY DENNISON CORP COM 05361110 9857 200158 SH SHARED 200158 D AVERY DENNISON CORP COM 05361110 1097 22292 SH SHARED 01 13717 8575 D AVERY DENNISON CORP COM 05361110 329 6700 SH SHR/OTHR 01 6700 D AVERY DENNISON CORP COM 05361110 383 7780 SH SHARED 02 7780 D AVERY DENNISON CORP COM 05361110 516 10490 SH SHARED 06 9850 640 D AVERY DENNISON CORP COM 05361110 2576 52317 SH SHARED 10 52317 D AVERY DENNISON CORP COM 05361110 487 9889 SH SHARED 20 9889 D AVERY DENNISON CORP COM 05361110 27 550 SH SHR/OTHR 20 550 D AVERY DENNISON CORP COM 05361110 147 3000 SH SHARED 21 3000 D AVERY DENNISON CORP COM 05361110 33 681 SH SHR/OTHR 22 681 D AVERY DENNISON CORP COM 05361110 241 4900 SH SHARED 23 4900 D AVERY DENNISON CORP COM 05361110 1176 23892 SH SHR/OTHR 23 23892 D AVID TECHNOLOGY INC COM 05367P10 1130 46466 SH SHARED 46466 D AVID TECHNOLOGY INC COM 05367P10 42 1755 SH SHARED 01 1755 D AVID TECHNOLOGY INC COM 05367P10 249 10242 SH SHARED 02 6542 3700 D AVID TECHNOLOGY INC COM 05367P10 9539 391930 SH SHARED 10 391930 D AVIGEN INC COM 05369010 1 698 SH SHARED 698 D AVIGEN INC COM 05369010 0 308 SH SHARED 02 308 D AVIS BUDGET GROUP COM 05377410 675 63640 SH SHARED 27145 36495 D AVIS BUDGET GROUP COM 05377410 675 63640 SH SHARED 01 27000 36640 D AVIS BUDGET GROUP COM 05377410 18 1748 SH SHARED 02 1748 D AVIS BUDGET GROUP COM 05377410 6 600 SH SHARED 10 600 D AVISTA CORP COM 05379B10 200 10226 SH SHARED 10226 D AVISTA CORP COM 05379B10 5 290 SH SHARED 01 290 D AVISTA CORP COM 05379B10 535 27400 SH SHARED 10 27400 D AVISTAR COMMUNICATIONS CORP COM NEW 05379X20 0 358 SH SHARED 358 D AVNET INC DBCV 2.000% 3/1 053807AL 18000 16000000 PRN SHARED 16000000 D AVNET INC DBCV 2.000% 3/1 053807AL 1130 1005000 PRN SHARED 02 1005000 D AVNET INC COM 05380710 2316 70788 SH SHARED 70788 D AVNET INC COM 05380710 2320 70900 SH SHARED 01 25700 45200 D AVNET INC COM 05380710 345 10557 SH SHARED 02 10557 D AVNET INC COM 05380710 180 5500 SH SHARED 06 3900 1600 D AVNET INC COM 05380710 9324 284900 SH SHARED 10 211900 73000 D AVIZA TECHNOLOGY INC COM 05381A10 0 262 SH SHARED 262 D AVOCENT CORP COM 05389310 248 14682 SH SHARED 14682 D AVOCENT CORP COM 05389310 215 12770 SH SHARED 01 700 12070 D AVOCENT CORP COM 05389310 30 1817 SH SHARED 02 1817 D AVOCENT CORP COM 05389310 1221 72300 SH SHARED 10 72300 D AVON PRODS INC COM 05430310 76808 1942555 SH SHARED 1942555 D AVON PRODS INC COM 05430310 2681 67813 SH SHARED 01 59538 8275 D AVON PRODS INC COM 05430310 1932 48872 SH SHR/OTHR 01 48872 D AVON PRODS INC COM 05430310 24973 631590 SH SHARED 02 567690 63900 D AVON PRODS INC COM 05430310 102290 2587025 SH SHARED 04 2587025 D AVON PRODS INC COM 05430310 7916 200220 SH SHARED 05 200220 D AVON PRODS INC COM 05430310 21323 539290 SH SHARED 06 263150 276140 D AVON PRODS INC COM 05430310 10302 260565 SH SHARED 10 259365 1200 D AVON PRODS INC COM 05430310 94 2400 SH SHARED 14 2400 D AVON PRODS INC COM 05430310 6 170 SH SHARED 19 170 D AVON PRODS INC COM 05430310 51 1300 SH SHARED 20 400 900 D AVON PRODS INC COM 05430310 39 1000 SH SHR/OTHR 20 1000 D AVON PRODS INC COM 05430310 474 12000 SH SHARED 21 12000 D AVON PRODS INC COM 05430310 71 1800 SH SHARED 22 1800 D AVON PRODS INC COM 05430310 305 7720 SH SHARED 23 7720 D AVON PRODS INC COM 05430310 1336 33800 SH SHR/OTHR 23 33800 D AWARE INC MASS COM 05453N10 7 2101 SH SHARED 2101 D AXA SPONSORED ADR 05453610 79 2197 SH SHARED 2197 D AXA SPONSORED ADR 05453610 2 80 SH SHARED 02 80 D AXCELIS TECHNOLOGIES INC COM 05454010 16 2891 SH SHARED 01 2891 D AXCELIS TECHNOLOGIES INC COM 05454010 73 13200 SH SHARED 02 3200 10000 D AXCELIS TECHNOLOGIES INC COM 05454010 244 43600 SH SHARED 10 43600 D AXCELIS TECHNOLOGIES INC COM 05454010 15 2828 SH SHARED 23 2828 D AXESSTEL INC COM 05459T10 0 419 SH SHARED 419 D AXSYS TECHNOLOGIES INC COM 05461510 26 527 SH SHARED 527 D AXSYS TECHNOLOGIES INC COM 05461510 154 3100 SH SHARED 02 3100 D BB&T CORP COM 05493710 21994 686055 SH SHARED 681355 4700 D BB&T CORP COM 05493710 1924 60038 SH SHARED 01 60038 D BB&T CORP COM 05493710 1154 36024 SH SHARED 02 15689 20335 D BB&T CORP COM 05493710 8 260 SH SHARED 05 260 D BB&T CORP COM 05493710 11232 350367 SH SHARED 06 47700 302667 D BB&T CORP COM 05493710 22672 707184 SH SHARED 10 619184 88000 D BB&T CORP COM 05493710 448 14000 SH SHARED 14 14000 D BB&T CORP COM 05493710 164 5141 SH SHR/OTHR 20 5141 D BB&T CORP COM 05493710 100 3143 SH SHARED 21 3143 D BB&T CORP COM 05493710 51 1600 SH SHR/OTHR 22 1600 D BB&T CORP COM 05493710 99 3100 SH SHR/OTHR 23 3100 D BCSB BANKCORP INC COM 05494810 0 43 SH SHARED 43 D B & G FOODS INC NEW CL A 05508R10 10 959 SH SHARED 959 D B & G FOODS INC NEW CL A 05508R10 139 12700 SH SHARED 02 12700 D BCB BANCORP INC COM 05529810 1 122 SH SHARED 122 D BCE INC COM NEW 05534B76 37706 1117900 SH SHARED 1117900 D BCE INC COM NEW 05534B76 272677 8084113 SH SHARED 8084113 D BCE INC COM NEW 05534B76 118 3522 SH SHARED 01 3522 D BCE INC COM NEW 05534B76 19020 563907 SH SHARED 04 563907 D BCE INC COM NEW 05534B76 6 201 SH SHARED 05 201 D BCE INC COM NEW 05534B76 33431 991161 SH SHARED 06 738 990423 D BCE INC COM NEW 05534B76 4767 141349 SH SHARED 10 141349 D BCE INC COM NEW 05534B76 497 14739 SH SHARED 14 14739 D BCE INC COM NEW 05534B76 4527 134223 SH SHARED 16 134223 D BFC FINL CORP CL A 05538420 294 243713 SH SHARED 243713 D BHP BILLITON PLC SPONSORED ADR 05545E20 94 1602 SH SHARED 1602 D BHP BILLITON PLC SPONSORED ADR 05545E20 35 600 SH SHARED 01 600 D BHP BILLITON PLC SPONSORED ADR 05545E20 131 2240 SH SHARED 02 2200 40 D BJS WHOLESALE CLUB INC COM 05548J10 2462 68993 SH SHARED 58418 10575 D BJS WHOLESALE CLUB INC COM 05548J10 2679 75079 SH SHARED 75079 D BJS WHOLESALE CLUB INC COM 05548J10 9636 269997 SH SHARED 01 219362 50635 D BJS WHOLESALE CLUB INC COM 05548J10 936 26235 SH SHR/OTHR 01 26235 D BJS WHOLESALE CLUB INC COM 05548J10 1108 31063 SH SHARED 02 31063 D BJS WHOLESALE CLUB INC COM 05548J10 1117 31321 SH SHARED 04 31321 D BJS WHOLESALE CLUB INC COM 05548J10 24598 689220 SH SHARED 10 650200 39020 D BJS WHOLESALE CLUB INC COM 05548J10 8732 244671 SH SHARED 19 244671 D BJS WHOLESALE CLUB INC COM 05548J10 1412 39567 SH SHARED 20 35120 90 4357 D BJS WHOLESALE CLUB INC COM 05548J10 117 3280 SH SHR/OTHR 20 3280 D BJS WHOLESALE CLUB INC COM 05548J10 271 7600 SH SHARED 22 4600 3000 D BJS WHOLESALE CLUB INC COM 05548J10 0 25 SH SHR/OTHR 22 25 D BJS WHOLESALE CLUB INC COM 05548J10 716 20066 SH SHARED 23 12791 7275 D BJS WHOLESALE CLUB INC COM 05548J10 48 1358 SH SHR/OTHR 23 1358 D BJ SVCS CO COM 05548210 12963 454714 SH SHARED 454714 D BJ SVCS CO COM 05548210 693 24323 SH SHARED 01 23518 805 D BJ SVCS CO COM 05548210 1315 46126 SH SHARED 02 37666 8460 D BJ SVCS CO COM 05548210 1221 42845 SH SHARED 04 42845 D BJ SVCS CO COM 05548210 5 210 SH SHARED 05 210 D BJ SVCS CO COM 05548210 937 32880 SH SHARED 06 30100 2780 D BJ SVCS CO COM 05548210 3897 136714 SH SHARED 10 136714 D BJ SVCS CO COM 05548210 223 7845 SH SHARED 21 7845 D BJ SVCS CO COM 05548210 5 200 SH SHARED 22 200 D BJ SVCS CO COM 05548210 28 1000 SH SHR/OTHR 22 1000 D BOK FINL CORP COM NEW 05561Q20 28 539 SH SHARED 539 D BOK FINL CORP COM NEW 05561Q20 269 5164 SH SHARED 02 5164 D BP PLC SPONSORED ADR 05562210 77 1276 SH SHARED 1276 D BP PLC SPONSORED ADR 05562210 36 600 SH SHR/OTHR 600 D BP PLC SPONSORED ADR 05562210 78091 1287577 SH SHARED 1287577 D BP PLC SPONSORED ADR 05562210 11078 182667 SH SHARED 01 53562 129105 D BP PLC SPONSORED ADR 05562210 3744 61741 SH SHR/OTHR 01 61741 D BP PLC SPONSORED ADR 05562210 4322 71269 SH SHARED 02 71269 D BP PLC SPONSORED ADR 05562210 1952 32197 SH SHARED 10 31933 264 D BP PLC SPONSORED ADR 05562210 3453 56949 SH SHARED 20 13688 43261 D BP PLC SPONSORED ADR 05562210 1881 31024 SH SHR/OTHR 20 31024 D BP PLC SPONSORED ADR 05562210 4355 71813 SH SHARED 21 71813 D BP PLC SPONSORED ADR 05562210 218 3600 SH SHR/OTHR 21 3600 D BP PLC SPONSORED ADR 05562210 272 4489 SH SHARED 22 3833 656 D BP PLC SPONSORED ADR 05562210 352 5814 SH SHR/OTHR 22 5814 D BP PLC SPONSORED ADR 05562210 17626 290633 SH SHARED 23 280071 10562 D BP PLC SPONSORED ADR 05562210 17742 292532 SH SHR/OTHR 23 292532 D BP 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05592110 382 11777 SH SHARED 02 8365 3412 D BMC SOFTWARE INC COM 05592110 2 70 SH SHARED 05 70 D BMC SOFTWARE INC COM 05592110 971 29860 SH SHARED 06 27750 2110 D BMC SOFTWARE INC COM 05592110 2939 90386 SH SHARED 10 90386 D BMC SOFTWARE INC COM 05592110 296 9121 SH SHARED 14 9121 D BMC SOFTWARE INC COM 05592110 19 610 SH SHARED 20 610 D BMC SOFTWARE INC COM 05592110 8 263 SH SHARED 21 263 D BMC SOFTWARE INC COM 05592110 13 425 SH SHR/OTHR 21 425 D BMC SOFTWARE INC COM 05592110 11 355 SH SHARED 22 355 D BMC SOFTWARE INC COM 05592110 13 400 SH SHR/OTHR 23 400 D BPI ENERGY HOLDINGS INC COM 05593410 0 1 SH SHARED 02 1 D BTU INTL INC COM 05603210 2 302 SH SHARED 302 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 05603310 0 60 SH SHARED 02 60 D BADGER METER INC COM 05652510 93 2166 SH SHARED 2166 D BADGER METER INC COM 05652510 0 23 SH SHARED 02 23 D BADGER METER INC COM 05652510 2083 48228 SH SHARED 10 48228 D BAIDU COM INC SPON ADR REP A 05675210 63889 266617 SH SHARED 266617 D BAIDU COM INC SPON 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INC COM 05722410 95 1400 SH SHR/OTHR 22 1400 D BAKER HUGHES INC COM 05722410 178 2600 SH SHARED 23 2600 D BAKER HUGHES INC COM 05722410 53 780 SH SHR/OTHR 23 780 D BAKERS FOOTWEAR GROUP INC COM 05746510 0 137 SH SHARED 137 D BALCHEM CORP COM 05766520 1156 50472 SH SHARED 50472 D BALCHEM CORP COM 05766520 9 435 SH SHARED 01 435 D BALDOR ELEC CO COM 05774110 221 7906 SH SHARED 7906 D BALDOR ELEC CO COM 05774110 1138 40663 SH SHARED 02 17163 23500 D BALDOR ELEC CO COM 05774110 6504 232300 SH SHARED 10 232300 D BALDWIN & LYONS INC CL B 05775520 92 3593 SH SHARED 3593 D BALDWIN & LYONS INC CL B 05775520 89 3500 SH SHARED 10 3500 D BALDWIN TECHNOLOGY INC CL A 05826410 0 374 SH SHARED 374 D BALL CORP COM 05849810 4985 108527 SH SHARED 108527 D BALL CORP COM 05849810 690 15028 SH SHARED 01 15028 D BALL CORP COM 05849810 176 3842 SH SHARED 02 3842 D BALL CORP COM 05849810 476 10370 SH SHARED 06 9850 520 D BALL CORP COM 05849810 2405 52360 SH SHARED 10 52360 D BALL CORP COM 05849810 4046 88076 SH SHARED 16 88076 D BALLANTYNE OMAHA INC COM 05851610 1 360 SH SHARED 360 D BALLARD PWR SYS INC COM 05858H10 61 15000 SH SHARED 15000 D BALLARD PWR SYS INC COM 05858H10 519 126735 SH SHARED 116735 10000 D BALLARD PWR SYS INC COM 05858H10 67 16585 SH SHARED 02 15585 1000 D BALLARD PWR SYS INC COM 05858H10 0 90 SH SHARED 19 90 D BALLY TECHNOLOGIES INC COM 05874B10 28983 844020 SH SHARED 844020 D BALLY TECHNOLOGIES INC COM 05874B10 397 11575 SH SHARED 01 11575 D BALLY TECHNOLOGIES INC COM 05874B10 470 13700 SH SHARED 10 13700 D BANCFIRST CORP COM 05945F10 0 4 SH SHARED 4 D BANCFIRST CORP COM 05945F10 64 1400 SH SHARED 02 1400 D BANCFIRST CORP COM 05945F10 430 9400 SH SHARED 10 9400 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 2278 103635 SH SHARED 103635 D BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K10 1255 57114 SH SHARED 02 57114 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 20148 725802 SH SHARED 724402 1400 D BANCO BRADESCO S A SP ADR PFD NEW 05946030 11920 429400 SH 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28560 465162 SH SHARED 23 450377 14785 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 10144 165216 SH SHR/OTHR 23 165216 D BARCLAYS BK PLC GSCI TTL RET36 06738C79 182 3121 SH SHARED 3121 D BARCLAYS PLC ADR 06738E20 2012 55595 SH SHARED 55595 D BARCLAYS PLC ADR 06738E20 17 482 SH SHARED 02 482 D BARCLAYS PLC ADR 06738E20 36 1000 SH SHARED 20 1000 D BARD C R INC COM 06738310 9484 98385 SH SHARED 98385 D BARD C R INC COM 06738310 1758 18239 SH SHARED 01 17774 465 D BARD C R INC COM 06738310 115 1200 SH SHR/OTHR 01 1200 D BARD C R INC COM 06738310 4291 44515 SH SHARED 02 44490 25 D BARD C R INC COM 06738310 5861 60800 SH SHARED 04 60800 D BARD C R INC COM 06738310 5 60 SH SHARED 05 60 D BARD C R INC COM 06738310 9217 95620 SH SHARED 06 24600 71020 D BARD C R INC COM 06738310 56774 588951 SH SHARED 10 566951 22000 D BARD C R INC COM 06738310 134 1400 SH SHARED 14 1400 D BARD C R INC COM 06738310 28 300 SH SHR/OTHR 23 300 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 112 1712 SH SHARED 1712 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 90 1375 SH SHARED 01 1375 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 217 3296 SH SHARED 02 3296 D BARCLAYS BANK PLC ETN IPTH AGRI 06739H20 72 1260 SH SHARED 02 1260 D BARCLAYS BANK PLC ETN IPTH AGRI 06739H20 8 150 SH SHR/OTHR 23 150 D BARCLAYS BANK PLC ADS7.75%PFD S4 06739H51 125 5000 SH SHARED 02 5000 D BARCLAYS BANK PLC ETN IPTH LVSTK 06739H74 8 200 SH SHARED 02 200 D BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H77 24 1000 SH SHARED 02 1000 D BARE ESCENTUALS INC COM 06751110 296 12660 SH SHARED 12660 D BARE ESCENTUALS INC COM 06751110 152 6500 SH SHARED 01 6500 D BARE ESCENTUALS INC COM 06751110 54 2313 SH SHARED 02 2313 D BARE ESCENTUALS INC COM 06751110 221 9444 SH SHARED 10 9444 D BARNES & NOBLE INC COM 06777410 5247 171203 SH SHARED 171203 D BARNES & NOBLE INC COM 06777410 824 26900 SH SHARED 01 9700 17200 D BARNES & NOBLE INC COM 06777410 197 6429 SH SHARED 02 6229 200 D BARNES & NOBLE INC COM 06777410 9584 312700 SH SHARED 10 223500 89200 D BARNES & NOBLE INC COM 06777410 72 2380 SH SHARED 21 2380 D BARNES GROUP INC NOTE 3.750% 8/0 067806AB 8093 6250000 PRN SHARED 6250000 D BARNES GROUP INC NOTE 3.375% 3/1 067806AD 11235 10500000 PRN SHARED 10500000 D BARNES GROUP INC COM 06780610 604 26343 SH SHARED 26343 D BARNES GROUP INC COM 06780610 156 6800 SH SHARED 01 6800 D BARNES GROUP INC COM 06780610 39 1700 SH SHARED 02 1700 D BARNES GROUP INC COM 06780610 8276 360617 SH SHARED 10 360617 D BARRICK GOLD CORP COM 06790110 975 22450 SH SHARED 22450 D BARRICK GOLD CORP COM 06790110 32459 747058 SH SHARED 743058 4000 D BARRICK GOLD CORP COM 06790110 89 2059 SH SHARED 01 2059 D BARRICK GOLD CORP COM 06790110 10176 234222 SH SHARED 02 223748 10474 D BARRICK GOLD CORP COM 06790110 18726 431000 SH SHARED 04 431000 D BARRICK GOLD CORP COM 06790110 18 422 SH SHARED 05 422 D BARRICK GOLD CORP COM 06790110 8490 195409 SH SHARED 06 191117 4292 D BARRICK GOLD CORP COM 06790110 47725 1098395 SH SHARED 10 1098395 D BARRICK GOLD CORP COM 06790110 772 17790 SH SHARED 14 17790 D BARRICK GOLD CORP COM 06790110 30 700 SH SHARED 20 700 D BARRICK GOLD CORP COM 06790110 204 4707 SH SHR/OTHR 20 4707 D BARRICK GOLD CORP COM 06790110 45 1050 SH SHR/OTHR 22 1050 D BARRICK GOLD CORP COM 06790110 173 4000 SH SHARED 23 4000 D BARRICK GOLD CORP COM 06790110 260 6000 SH SHR/OTHR 23 6000 D BARNWELL INDS INC COM 06822110 13 1266 SH SHARED 1266 D BARR PHARMACEUTICALS INC COM 06830610 631 13064 SH SHARED 13064 D BARR PHARMACEUTICALS INC COM 06830610 4865 100708 SH SHARED 100708 D BARR PHARMACEUTICALS INC COM 06830610 493 10220 SH SHARED 01 10220 D BARR PHARMACEUTICALS INC COM 06830610 291 6044 SH SHARED 02 5044 1000 D BARR PHARMACEUTICALS INC COM 06830610 2657 55000 SH SHARED 04 55000 D BARR PHARMACEUTICALS INC COM 06830610 570 11800 SH SHARED 06 11200 600 D BARR PHARMACEUTICALS INC COM 06830610 3879 80300 SH SHARED 10 80300 D BARRETT BILL CORP COM 06846N10 243 5160 SH SHARED 5160 D BARRETT BILL CORP COM 06846N10 595 12600 SH SHARED 01 1400 11200 D BARRETT BILL CORP COM 06846N10 252 5346 SH SHARED 02 5346 D BARRETT BILL CORP COM 06846N10 9 200 SH SHARED 06 200 D BARRETT BILL CORP COM 06846N10 160 3400 SH SHARED 10 3400 D BARRETT BUSINESS SERVICES IN COM 06846310 0 1 SH SHARED 1 D BARRIER THERAPEUTICS INC COM 06850R10 1 577 SH SHARED 577 D BARRIER THERAPEUTICS INC COM 06850R10 1 372 SH SHARED 02 372 D BARRY R G CORP OHIO COM 06879810 115 14537 SH SHARED 14537 D BASIC ENERGY SVCS INC NEW COM 06985P10 270 12255 SH SHARED 12255 D BASIC ENERGY SVCS INC NEW COM 06985P10 125 5700 SH SHARED 01 5700 D BASIC ENERGY SVCS INC NEW COM 06985P10 5 240 SH SHARED 02 240 D BASIC ENERGY SVCS INC NEW COM 06985P10 39 1800 SH SHARED 10 1800 D BASIN WTR INC COM 07011T30 25 4468 SH SHARED 4468 D BASIN WTR INC COM 07011T30 141 24700 SH SHARED 02 24700 D BASSETT FURNITURE INDS INC COM 07020310 3 306 SH SHARED 306 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BASSETT FURNITURE INDS INC COM 07020310 25 2096 SH SHARED 02 2096 D BAUER EDDIE HLDGS INC COM 07162510 33 8665 SH SHARED 8665 D BAUER EDDIE HLDGS INC COM 07162510 579 149100 SH SHARED 10 149100 D BAXTER INTL INC COM 07181310 53106 918482 SH SHARED 858182 60300 D BAXTER INTL INC COM 07181310 7508 129857 SH SHARED 01 123072 6785 D BAXTER INTL INC COM 07181310 2830 48959 SH SHARED 02 33446 15513 D BAXTER INTL INC COM 07181310 2 47 SH SHARED 04 47 D BAXTER INTL INC COM 07181310 20332 351650 SH SHARED 04 351650 D BAXTER INTL INC COM 07181310 16 290 SH SHARED 05 290 D BAXTER INTL INC COM 07181310 57635 996805 SH SHARED 06 249550 747255 D BAXTER INTL INC COM 07181310 179589 3106001 SH SHARED 10 3035301 70700 D BAXTER INTL INC COM 07181310 1691 29259 SH SHARED 14 3600 25659 D BAXTER INTL INC COM 07181310 2428 42000 SH SHARED 16 42000 D BAXTER INTL INC COM 07181310 1629 28180 SH SHARED 20 5900 22280 D BAXTER INTL INC COM 07181310 52 900 SH SHR/OTHR 20 900 D BAXTER INTL INC COM 07181310 607 10499 SH SHARED 21 6399 4100 D BAXTER INTL INC COM 07181310 742 12837 SH SHARED 22 5875 6962 D BAXTER INTL INC COM 07181310 193 3350 SH SHR/OTHR 22 3350 D BAXTER INTL INC COM 07181310 972 16825 SH SHARED 23 16825 D BAXTER INTL INC COM 07181310 3202 55395 SH SHR/OTHR 23 55395 D BAY NATL CORP COM 07250010 0 55 SH SHARED 55 D BAYTEX ENERGY TR TRUST UNIT 07317610 10108 456177 SH SHARED 456177 D BAYTEX ENERGY TR TRUST UNIT 07317610 55 2500 SH SHARED 02 2500 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 175 24735 SH SHARED 24735 D BE AEROSPACE INC COM 07330210 676 19355 SH SHARED 19355 D BE AEROSPACE INC COM 07330210 2334 66800 SH SHARED 01 38600 28200 D BE AEROSPACE INC COM 07330210 1363 39000 SH SHR/OTHR 01 39000 D BE AEROSPACE INC COM 07330210 426 12211 SH SHARED 02 12211 D BE AEROSPACE INC COM 07330210 2097 60000 SH SHARED 04 60000 D BE AEROSPACE INC COM 07330210 38567 1103499 SH SHARED 10 1103499 D BE AEROSPACE INC COM 07330210 2 60 SH SHARED 21 60 D BEA SYS INC COM 07332510 32522 1698284 SH SHARED 1698284 D BEA SYS INC COM 07332510 126 6600 SH SHARED 01 6600 D BEA SYS INC COM 07332510 1338 69880 SH SHARED 02 69880 D BEA SYS INC COM 07332510 2010 105000 SH SHARED 04 105000 D BEA SYS INC COM 07332510 5 300 SH SHARED 05 300 D BEA SYS INC COM 07332510 83 4370 SH SHARED 06 900 3470 D BEA SYS INC COM 07332510 471 24600 SH SHARED 10 24600 D BEA SYS INC COM 07332510 99 5217 SH SHARED 14 5217 D BEA SYS INC COM 07332510 134 7000 SH SHARED 23 7000 D BEACH FIRST NATL BANCSHARES COM 07333410 1 124 SH SHARED 124 D BEACON FED BANCORP INC COM 07358210 274 26810 SH SHARED 26810 D BEACON POWER CORP COM 07367710 2 2610 SH SHARED 2610 D BEACON POWER CORP COM 07367710 14 15500 SH SHARED 02 15500 D BEACON ROOFING SUPPLY INC COM 07368510 3 330 SH SHARED 330 D BEACON ROOFING SUPPLY INC COM 07368510 122 12260 SH SHARED 02 12260 D BEAR STEARNS COS INC COM 07390210 5219 497535 SH SHARED 497535 D BEAR STEARNS COS INC COM 07390210 160 15345 SH SHARED 01 14345 1000 D BEAR STEARNS COS INC COM 07390210 27610 2632111 SH SHARED 02 2632111 D BEAR STEARNS COS INC COM 07390210 136 13050 SH SHARED 06 11650 1400 D BEAR STEARNS COS INC COM 07390210 518 49386 SH SHARED 10 49386 D BEAR STEARNS COS INC COM 07390210 1 98 SH SHARED 21 98 D BEARINGPOINT INC COM 07400210 6720 4000000 SH SHARED 4000000 D BEARINGPOINT INC COM 07400210 59 35155 SH SHARED 02 35155 D BEARINGPOINT INC COM 07400210 136 81500 SH SHARED 10 81500 D BEASLEY BROADCAST GROUP INC CL A 07401410 3 1051 SH SHARED 1051 D BEASLEY BROADCAST GROUP INC CL A 07401410 1 482 SH SHARED 02 482 D BEAZER HOMES USA INC COM 07556Q10 24050 2545071 SH SHARED 2545071 D BEAZER HOMES USA INC COM 07556Q10 1756 185850 SH SHARED 02 185850 D BEAZER HOMES USA INC COM 07556Q10 84 8900 SH SHARED 10 8900 D BEBE STORES INC COM 07557110 1186 110362 SH SHARED 110362 D BEBE STORES INC COM 07557110 220 20557 SH SHARED 02 20557 D BEBE STORES INC COM 07557110 7694 715754 SH SHARED 10 715754 D BECKMAN COULTER INC NOTE 2.500%12/1 075811AD 491 450000 PRN SHARED 06 450000 D BECKMAN COULTER INC COM 07581110 2031 31478 SH SHARED 31478 D BECKMAN COULTER INC COM 07581110 1316 20400 SH SHARED 01 1300 19100 D BECKMAN COULTER INC COM 07581110 4345 67327 SH SHARED 02 10145 57182 D BECKMAN COULTER INC COM 07581110 5164 80000 SH SHARED 04 80000 D BECKMAN COULTER INC COM 07581110 25 390 SH SHARED 06 100 290 D BECKMAN COULTER INC COM 07581110 7478 115857 SH SHARED 10 115857 D BECKMAN COULTER INC COM 07581110 19 300 SH SHARED 14 300 D BECTON DICKINSON & CO COM 07588710 68 800 SH SHARED 800 D BECTON DICKINSON & CO COM 07588710 60 700 SH SHR/OTHR 700 D BECTON DICKINSON & CO COM 07588710 25415 296040 SH SHARED 296040 D BECTON DICKINSON & CO COM 07588710 4506 52488 SH SHARED 01 49783 2705 D BECTON DICKINSON & CO COM 07588710 191 2225 SH SHR/OTHR 01 2225 D BECTON DICKINSON & CO COM 07588710 939 10949 SH SHARED 02 8385 2564 D BECTON DICKINSON & CO COM 07588710 6966 81150 SH SHARED 04 81150 D BECTON DICKINSON & CO COM 07588710 6 80 SH SHARED 05 80 D BECTON DICKINSON & CO COM 07588710 2141 24950 SH SHARED 06 22450 2500 D BECTON DICKINSON & CO COM 07588710 17585 204838 SH SHARED 10 204838 D BECTON DICKINSON & CO COM 07588710 2347 27343 SH SHARED 14 2500 24843 D BECTON DICKINSON & CO COM 07588710 4129 48100 SH SHARED 20 8565 39535 D BECTON DICKINSON & CO COM 07588710 1841 21450 SH SHR/OTHR 20 21450 D BECTON DICKINSON & CO COM 07588710 32 383 SH SHARED 21 275 108 D BECTON DICKINSON & CO COM 07588710 54 640 SH SHR/OTHR 21 640 D BECTON DICKINSON & CO COM 07588710 817 9522 SH SHARED 22 2590 6932 D BECTON DICKINSON & CO COM 07588710 175 2040 SH SHR/OTHR 22 2040 D BECTON DICKINSON & CO COM 07588710 663 7725 SH SHARED 23 7725 D BECTON DICKINSON & CO COM 07588710 2249 26200 SH SHR/OTHR 23 26200 D BED BATH & BEYOND INC COM 07589610 26 910 SH SHARED 910 D BED BATH & BEYOND INC COM 07589610 8311 281740 SH SHARED 281740 D BED BATH & BEYOND INC COM 07589610 821 27845 SH SHARED 01 27120 725 D BED BATH & BEYOND INC COM 07589610 36 1250 SH SHR/OTHR 01 1250 D BED BATH & BEYOND INC COM 07589610 2751 93284 SH SHARED 02 92854 430 D BED BATH & BEYOND INC COM 07589610 5 200 SH SHARED 05 200 D BED BATH & BEYOND INC COM 07589610 883 29960 SH SHARED 06 27300 2660 D BED BATH & BEYOND INC COM 07589610 5560 188491 SH SHARED 10 188491 D BED BATH & BEYOND INC COM 07589610 177 6000 SH SHARED 20 1600 4400 D BED BATH & BEYOND INC COM 07589610 11 400 SH SHARED 21 400 D BED BATH & BEYOND INC COM 07589610 38 1300 SH SHARED 23 1300 D BED BATH & BEYOND INC COM 07589610 410 13900 SH SHR/OTHR 23 13900 D BEL FUSE INC CL B 07734730 25 908 SH SHARED 908 D BEL FUSE INC CL B 07734730 214 7700 SH SHARED 10 7700 D BELDEN INC COM 07745410 223 6325 SH SHARED 6325 D BELDEN INC COM 07745410 522 14800 SH SHARED 01 14800 D BELDEN INC COM 07745410 88 2510 SH SHARED 02 1260 1250 D BELDEN INC COM 07745410 442 12530 SH SHARED 10 12530 D BELL INDS INC COM 07810710 0 209 SH SHARED 209 D BELL MICROPRODUCTS INC COM 07813710 13 6759 SH SHARED 6759 D BELL MICROPRODUCTS INC COM 07813710 7 3873 SH SHARED 02 3873 D BELO CORP COM SER A 08055510 3130 296200 SH SHARED 296200 D BELO CORP COM SER A 08055510 317 30000 SH SHARED 01 30000 D BELO CORP COM SER A 08055510 983 93000 SH SHR/OTHR 01 93000 D BELO CORP COM SER A 08055510 13 1300 SH SHARED 02 1300 D BELO CORP COM SER A 08055510 142 13500 SH SHARED 06 13500 D BELO CORP COM SER A 08055510 544 51487 SH SHARED 10 51487 D BEMIS INC COM 08143710 2495 98150 SH SHARED 98150 D BEMIS INC COM 08143710 368 14474 SH SHARED 01 14474 D BEMIS INC COM 08143710 306 12065 SH SHARED 02 12065 D BEMIS INC COM 08143710 381 15000 SH SHARED 04 15000 D BEMIS INC COM 08143710 253 9950 SH SHARED 06 9950 D BEMIS INC COM 08143710 1019 40102 SH SHARED 10 40102 D BENCHMARK ELECTRS INC COM 08160H10 317 17688 SH SHARED 17688 D BENCHMARK ELECTRS INC COM 08160H10 159 8900 SH SHARED 01 8900 D BENCHMARK ELECTRS INC COM 08160H10 123 6900 SH SHARED 02 6900 D BENCHMARK ELECTRS INC COM 08160H10 487 27150 SH SHARED 10 27150 D BENCHMARK ELECTRS INC COM 08160H10 149 8355 SH SHARED 21 8355 D BENEFICIAL MUTUAL BANCORP IN COM 08173R10 1944 196566 SH SHARED 196566 D BENEFICIAL MUTUAL BANCORP IN COM 08173R10 32 3300 SH SHARED 02 3300 D BENIHANA INC COM 08204710 133 11900 SH SHARED 10 11900 D BENIHANA INC CL A 08204720 0 10 SH SHARED 10 D BENIHANA INC CL A 08204720 852 75600 SH SHARED 10 75600 D BENJAMIN FRANKLIN BANCORP IN COM 08207310 12 933 SH SHARED 933 D BENTLEY PHARMACEUTICALS INC COM 08265710 0 2 SH SHARED 2 D BERKLEY W R CORP COM 08442310 4416 159490 SH SHARED 159490 D BERKLEY W R CORP COM 08442310 2006 72475 SH SHARED 01 17050 55425 D BERKLEY W R CORP COM 08442310 77 2798 SH SHARED 02 2798 D BERKLEY W R CORP COM 08442310 51 1870 SH SHARED 06 615 1255 D BERKLEY W R CORP COM 08442310 8061 291123 SH SHARED 10 272623 18500 D BERKLEY W R CORP COM 08442310 566 20444 SH SHARED 14 20444 D BERKLEY W R CORP COM 08442310 5 200 SH SHR/OTHR 23 200 D BERKSHIRE BANCORP INC DEL COM NEW 08459720 1 94 SH SHARED 94 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHARED 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 112 SH SHARED 101 11 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 73 SH SHARED 01 1 72 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 28 SH SHR/OTHR 01 28 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 6 SH SHARED 02 6 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 42 SH SHARED 06 42 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHARED 20 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 21 SH SHR/OTHR 20 21 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHARED 21 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 22 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 11 SH SHARED 23 11 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHR/OTHR 23 4 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 93 21 SH SHARED 21 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 9822 2196 SH SHARED 1996 200 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 876 196 SH SHARED 01 110 86 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 451 101 SH SHR/OTHR 01 101 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1614 361 SH SHARED 02 361 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 3801 850 SH SHARED 04 850 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 43226 9664 SH SHARED 10 9664 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 187 42 SH SHR/OTHR 10 42 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 214 48 SH SHARED 19 48 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1556 348 SH SHARED 20 191 157 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 782 175 SH SHR/OTHR 20 175 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1194 267 SH SHARED 21 162 105 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 263 59 SH SHR/OTHR 21 59 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 111 25 SH SHARED 22 25 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 447 100 SH SHR/OTHR 22 100 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1690 378 SH SHARED 23 348 30 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 2719 608 SH SHR/OTHR 23 608 D BERKSHIRE HILLS BANCORP INC COM 08468010 12 502 SH SHARED 502 D BERKSHIRE HILLS BANCORP INC COM 08468010 6 270 SH SHARED 02 270 D BERKSHIRE HILLS BANCORP INC COM 08468010 57 2300 SH SHARED 10 2300 D BERKSHIRE HILLS BANCORP INC COM 08468010 25 995 SH SHR/OTHR 23 995 D BERRY PETE CO CL A 08578910 434 9348 SH SHARED 9348 D BERRY PETE CO CL A 08578910 10467 225166 SH SHARED 01 225166 D BERRY PETE CO CL A 08578910 1018 21900 SH SHARED 10 21900 D BEST BUY INC COM 08651610 896 21614 SH SHARED 21614 D BEST BUY INC COM 08651610 63512 1531889 SH SHARED 1478789 53100 D BEST BUY INC COM 08651610 2275 54890 SH SHARED 01 53915 975 D BEST BUY INC COM 08651610 16796 405118 SH SHARED 02 403338 1780 D BEST BUY INC COM 08651610 9 230 SH SHARED 05 230 D BEST BUY INC COM 08651610 1772 42753 SH SHARED 06 38168 4585 D BEST BUY INC COM 08651610 114556 2763053 SH SHARED 10 2732853 30200 D BEST BUY INC COM 08651610 360 8700 SH SHARED 14 8700 D BEST BUY INC COM 08651610 22 540 SH SHARED 23 540 D BEVERLY HILLS BANCORP DEL COM 08786610 270 106824 SH SHARED 106824 D BEVERLY NATL CORP COM 08811510 1 61 SH SHARED 61 D BEVERLY NATL CORP COM 08811510 34 1755 SH SHR/OTHR 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9250000 D CBIZ INC COM 12480510 236 29140 SH SHARED 29140 D CBIZ INC COM 12480510 54 6751 SH SHARED 02 6751 D CBIZ INC COM 12480510 63 7765 SH SHARED 10 7765 D CBL & ASSOC PPTYS INC COM 12483010 3532 150115 SH SHARED 150115 D CBL & ASSOC PPTYS INC COM 12483010 105 4500 SH SHARED 01 4500 D CBL & ASSOC PPTYS INC COM 12483010 105 4484 SH SHARED 02 3319 1165 D CBL & ASSOC PPTYS INC COM 12483010 5633 239400 SH SHARED 10 239400 D CBL & ASSOC PPTYS INC COM 12483010 70186 2982850 SH SHARED 11 2982850 D CBL & ASSOC PPTYS INC COM 12483010 4 175 SH SHARED 21 175 D CBS CORP NEW CL A 12485710 7 347 SH SHARED 01 347 D CBS CORP NEW CL A 12485710 58 2650 SH SHARED 02 2650 D CBS CORP NEW CL B 12485720 54454 2466246 SH SHARED 2466246 D CBS CORP NEW CL B 12485720 2560 115987 SH SHARED 01 114588 1399 D CBS CORP NEW CL B 12485720 12 577 SH SHR/OTHR 01 577 D CBS CORP NEW CL B 12485720 766 34716 SH SHARED 02 18728 15988 D CBS CORP NEW CL B 12485720 2208 100000 SH SHARED 04 100000 D CBS CORP NEW CL B 12485720 5 235 SH SHARED 05 235 D CBS CORP NEW CL B 12485720 4244 192215 SH SHARED 06 185625 6590 D CBS CORP NEW CL B 12485720 17385 787389 SH SHARED 10 683089 104300 D CBS CORP NEW CL B 12485720 668 30279 SH SHARED 14 30279 D CBS CORP NEW CL B 12485720 299 13575 SH SHARED 15 13575 D CBS CORP NEW CL B 12485720 125 5700 SH SHARED 19 5700 D CBS CORP NEW CL B 12485720 22 1015 SH SHARED 20 715 300 D CBS CORP NEW CL B 12485720 12 550 SH SHARED 21 550 D CBS CORP NEW CL B 12485720 172 7812 SH SHARED 22 7812 D CBS CORP NEW CL B 12485720 3 175 SH SHR/OTHR 22 175 D CBS CORP NEW CL B 12485720 19 900 SH SHARED 23 400 500 D CBS CORP NEW CL B 12485720 203 9228 SH SHR/OTHR 23 9228 D CCA INDS INC COM 12486710 17 1896 SH SHARED 1896 D CCF HLDG CO COM 12487X10 0 74 SH SHARED 74 D CBRL GROUP INC COM 12489V10 559 15642 SH SHARED 15642 D CBRL GROUP INC COM 12489V10 527 14750 SH SHARED 01 5850 8900 D CBRL GROUP INC COM 12489V10 80 2247 SH SHARED 02 2247 D CBRL GROUP INC COM 12489V10 304 8500 SH SHARED 06 8500 D CBRL GROUP INC COM 12489V10 393 11000 SH SHARED 10 11000 D CB RICHARD ELLIS GROUP INC CL A 12497T10 9 450 SH SHARED 450 D CB RICHARD ELLIS GROUP INC CL A 12497T10 4305 198955 SH SHARED 198955 D CB RICHARD ELLIS GROUP INC CL A 12497T10 4380 202420 SH SHARED 01 147955 54465 D CB RICHARD ELLIS GROUP INC CL A 12497T10 605 27980 SH SHR/OTHR 01 27980 D CB RICHARD ELLIS GROUP INC CL A 12497T10 936 43278 SH SHARED 02 43278 D CB RICHARD ELLIS GROUP INC CL A 12497T10 588 27200 SH SHARED 04 27200 D CB RICHARD ELLIS GROUP INC CL A 12497T10 3 150 SH SHARED 05 150 D CB RICHARD ELLIS GROUP INC CL A 12497T10 519 24000 SH SHARED 06 19350 4650 D CB RICHARD ELLIS GROUP INC CL A 12497T10 53503 2472442 SH SHARED 10 1809042 663400 D CB RICHARD ELLIS GROUP INC CL A 12497T10 47 2186 SH SHARED 14 2186 D CB RICHARD ELLIS GROUP INC CL A 12497T10 264 12200 SH SHARED 15 12200 D CB RICHARD ELLIS GROUP INC CL A 12497T10 192 8890 SH SHARED 20 8620 270 D CB RICHARD ELLIS GROUP INC CL A 12497T10 8 400 SH SHR/OTHR 20 400 D CB RICHARD ELLIS GROUP INC CL A 12497T10 21 1000 SH SHARED 21 1000 D CB RICHARD ELLIS GROUP INC CL A 12497T10 164 7614 SH SHARED 22 7239 375 D CB RICHARD ELLIS GROUP INC CL A 12497T10 21 1000 SH SHR/OTHR 22 1000 D CB RICHARD ELLIS GROUP INC CL A 12497T10 429 19850 SH SHARED 23 17955 1895 D CB RICHARD ELLIS GROUP INC CL A 12497T10 73 3390 SH SHR/OTHR 23 3390 D CB RICHARD ELLIS GROUP INC CL A 12497T10 480 22200 SH SHARED 24 22200 D CBRE REALTY FINANCE INC COM 12498B30 1779 441643 SH SHARED 441643 D CBRE REALTY FINANCE INC COM 12498B30 1 250 SH SHARED 01 250 D CBRE REALTY FINANCE INC COM 12498B30 56 14000 SH SHARED 02 14000 D C D I CORP COM 12507110 97 3884 SH SHARED 3884 D C D I CORP COM 12507110 15 600 SH SHARED 01 600 D C D I CORP COM 12507110 213 8540 SH SHARED 02 8540 D C D I CORP COM 12507110 70 2800 SH SHARED 10 2800 D CEC ENTMT INC COM 12513710 81 2821 SH SHARED 2821 D CEC ENTMT INC COM 12513710 11 400 SH SHARED 01 400 D CEC ENTMT INC COM 12513710 8 300 SH SHARED 02 300 D CEC ENTMT INC COM 12513710 2755 95416 SH SHARED 10 95416 D CECO ENVIRONMENTAL CORP COM 12514110 52 6164 SH SHARED 6164 D CE FRANKLIN LTD COM 12515110 561 72767 SH SHARED 72767 D CFS BANCORP INC COM 12525D10 16 1121 SH SHARED 1121 D CFS BANCORP INC COM 12525D10 9 672 SH SHARED 02 672 D CF INDS HLDGS INC COM 12526910 10720 103460 SH SHARED 103460 D CF INDS HLDGS INC COM 12526910 3848 37140 SH SHARED 01 21840 15300 D CF INDS HLDGS INC COM 12526910 1999 19300 SH SHR/OTHR 01 19300 D CF INDS HLDGS INC COM 12526910 461 4451 SH SHARED 02 4451 D CF INDS HLDGS INC COM 12526910 4144 40000 SH SHARED 05 40000 D CF INDS HLDGS INC COM 12526910 31 300 SH SHARED 06 300 D CF INDS HLDGS INC COM 12526910 50918 491400 SH SHARED 10 491400 D CH ENERGY GROUP INC COM 12541M10 140 3600 SH SHARED 3600 D CH ENERGY GROUP INC COM 12541M10 102 2640 SH SHARED 02 2640 D CH ENERGY GROUP INC COM 12541M10 330 8500 SH SHARED 10 8500 D CH ENERGY GROUP INC COM 12541M10 77 2000 SH SHARED 23 2000 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 9866 181364 SH SHARED 181364 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 773 14223 SH SHARED 01 14223 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 362 6667 SH SHR/OTHR 01 6667 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 803 14763 SH SHARED 02 10979 3784 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 995 18300 SH SHARED 06 16700 1600 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 4047 74400 SH SHARED 10 74400 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 18 333 SH SHARED 21 333 D CIGNA CORP COM 12550910 16758 413074 SH SHARED 413074 D CIGNA CORP COM 12550910 2719 67027 SH SHARED 01 66607 420 D CIGNA CORP COM 12550910 601 14828 SH SHARED 02 8429 6399 D CIGNA CORP COM 12550910 7 180 SH SHARED 05 180 D CIGNA CORP COM 12550910 2373 58513 SH SHARED 06 54783 3730 D CIGNA CORP COM 12550910 16750 412889 SH SHARED 10 412889 D CIGNA CORP COM 12550910 48 1200 SH SHARED 14 1200 D CIGNA CORP COM 12550910 377 9303 SH SHARED 20 303 9000 D CIGNA CORP COM 12550910 9 222 SH SHARED 21 222 D CIGNA CORP COM 12550910 717 17694 SH SHARED 23 17694 D CIGNA CORP COM 12550910 365 9000 SH SHR/OTHR 23 9000 D CIT GROUP INC COM 12558110 2944 248491 SH SHARED 239991 8500 D CIT GROUP INC COM 12558110 328 27751 SH SHARED 01 27751 D CIT GROUP INC COM 12558110 406 34276 SH SHARED 02 31501 2775 D CIT GROUP INC COM 12558110 487 41110 SH SHARED 05 41110 D CIT GROUP INC COM 12558110 341 28790 SH SHARED 06 26750 2040 D CIT GROUP INC COM 12558110 35598 3004105 SH SHARED 10 3004105 D CIT GROUP INC COM 12558110 182 15375 SH SHARED 14 15375 D CIT GROUP INC UNIT 99/99/9999 12558140 45415 3784600 SH SHARED 3784600 D CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG 1008 750000 PRN SHARED 750000 D CKE RESTAURANTS INC COM 12561E10 89 8000 SH SHARED 01 8000 D CKE RESTAURANTS INC COM 12561E10 16 1500 SH SHARED 02 1500 D CKE RESTAURANTS INC COM 12561E10 1804 160800 SH SHARED 10 160800 D CLECO CORP NEW COM 12561W10 3940 177667 SH SHARED 177667 D CLECO CORP NEW COM 12561W10 197 8905 SH SHARED 01 8905 D CLECO CORP NEW COM 12561W10 366 16524 SH SHARED 02 16524 D CLECO CORP NEW COM 12561W10 1600 72172 SH SHARED 10 72172 D CLECO CORP NEW COM 12561W10 88 4000 SH SHR/OTHR 23 4000 D CKX INC COM 12562M10 6791 713360 SH SHARED 713360 D CKX INC COM 12562M10 58 6100 SH SHARED 01 6100 D CKX LANDS INC COM 12562N10 0 51 SH SHARED 51 D CME GROUP INC COM 12572Q10 56065 119518 SH SHARED 119518 D CME GROUP INC COM 12572Q10 2483 5295 SH SHARED 01 5280 15 D CME GROUP INC COM 12572Q10 6361 13562 SH SHARED 02 13562 D CME GROUP INC COM 12572Q10 14 30 SH SHARED 05 30 D CME GROUP INC COM 12572Q10 2672 5698 SH SHARED 06 5223 475 D CME GROUP INC COM 12572Q10 61199 130461 SH SHARED 10 126127 4334 D CME GROUP INC COM 12572Q10 2814 6000 SH SHARED 15 6000 D CME GROUP INC COM 12572Q10 14194 30260 SH SHARED 23 30260 D CME GROUP INC COM 12572Q10 525 1120 SH SHR/OTHR 23 1120 D CMGI INC COM NEW 12575030 83 6288 SH SHARED 5888 400 D CMGI INC COM NEW 12575030 25 1900 SH SHARED 01 1900 D CMGI INC COM NEW 12575030 6 500 SH SHARED 02 500 D CMGI INC COM NEW 12575030 1327 100120 SH SHARED 10 100120 D CMGI INC COM NEW 12575030 0 70 SH SHARED 20 70 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 9771 8647000 PRN SHARED 02 8647000 D CMS ENERGY CORP NOTE 3.375% 7/1 125896AY 583 450000 PRN SHARED 02 450000 D CMS ENERGY CORP COM 12589610 3860 285150 SH SHARED 285150 D CMS ENERGY CORP COM 12589610 699 51650 SH SHARED 01 51650 D CMS ENERGY CORP COM 12589610 898 66352 SH SHARED 02 57274 9078 D CMS ENERGY CORP COM 12589610 266 19700 SH SHARED 06 19700 D CMS ENERGY CORP COM 12589610 4797 354344 SH SHARED 10 354344 D CMS ENERGY CORP COM 12589610 67 5000 SH SHR/OTHR 23 5000 D CPI CORP COM 12590210 4328 250654 SH SHARED 250654 D CPI CORP COM 12590210 63 3700 SH SHARED 02 3700 D CSS INDS INC COM 12590610 88 2527 SH SHARED 2527 D CSS INDS INC COM 12590610 563 16111 SH SHARED 01 16111 D CSS INDS INC COM 12590610 2122 60700 SH SHARED 10 60700 D CPI AEROSTRUCTURES INC COM NEW 12591930 1 123 SH SHARED 123 D CTI INDUSTRIES CORP COM NEW 12596130 0 40 SH SHARED 40 D CSK AUTO CORP COM 12596510 0 99 SH SHARED 99 D CSK AUTO CORP COM 12596510 133 14300 SH SHARED 02 14300 D CSK AUTO CORP COM 12596510 177 19100 SH SHARED 10 19100 D CNA FINL CORP COM 12611710 5162 200170 SH SHARED 200170 D CNA FINL CORP COM 12611710 65 2549 SH SHARED 01 2549 D CNA FINL CORP COM 12611710 7 300 SH SHARED 06 300 D CNA FINL CORP COM 12611710 760 29500 SH SHARED 10 29500 D CNA SURETY CORP COM 12612L10 51 3371 SH SHARED 3371 D CNA SURETY CORP COM 12612L10 83 5400 SH SHARED 10 5400 D CNB FINL CORP PA COM 12612810 3 223 SH SHARED 223 D CNET NETWORKS INC COM 12613R10 27082 3814452 SH SHARED 3814452 D CNET NETWORKS INC COM 12613R10 33 4700 SH SHARED 01 4700 D CNET NETWORKS INC COM 12613R10 144 20316 SH SHARED 02 18916 1400 D CNET NETWORKS INC COM 12613R10 485 68400 SH SHARED 04 68400 D CNET NETWORKS INC COM 12613R10 752 105978 SH SHARED 10 105978 D CNOOC LTD SPONSORED ADR 12613210 578 3940 SH SHARED 3940 D CNOOC LTD SPONSORED ADR 12613210 1027 7000 SH SHARED 01 7000 D CNOOC LTD SPONSORED ADR 12613210 15 105 SH SHARED 02 105 D CNOOC LTD SPONSORED ADR 12613210 322 2200 SH SHARED 04 2200 D CNOOC LTD SPONSORED ADR 12613210 37035 252300 SH SHARED 10 195100 57200 D CNOOC LTD SPONSORED ADR 12613210 190 1300 SH SHARED 15 1300 D CNOOC LTD SPONSORED ADR 12613210 26 181 SH SHARED 21 181 D CNOOC LTD SPONSORED ADR 12613210 278 1900 SH SHARED 24 1900 D CPFL ENERGIA S A SPONSORED ADR 12615310 144 2373 SH SHARED 2373 D CP HOLDRS DEP RCPTS CP 12616K10 32 200 SH SHR/OTHR 23 200 D CNX GAS CORP COM 12618H30 66 2070 SH SHARED 2070 D CNX GAS CORP COM 12618H30 34 1070 SH SHARED 01 1070 D CNX GAS CORP COM 12618H30 18 568 SH SHARED 02 308 260 D CNX GAS CORP COM 12618H30 432 13391 SH SHARED 10 13391 D CPI INTERNATIONAL INC COM 12618M10 9 990 SH SHARED 990 D CPI INTERNATIONAL INC COM 12618M10 12 1307 SH SHARED 02 1092 215 D CRA INTL INC COM 12618T10 370 11533 SH SHARED 11533 D CRH PLC ADR 12626K20 3 80 SH SHARED 80 D CSG SYS INTL INC NOTE 2.500% 6/1 126349AB 72 90000 PRN SHARED 02 90000 D CSG SYS INTL INC COM 12634910 747 65748 SH SHARED 65748 D CSG SYS INTL INC COM 12634910 205 18100 SH SHARED 01 8700 9400 D CSG SYS INTL INC COM 12634910 157 13831 SH SHARED 02 13331 500 D CSG SYS INTL INC COM 12634910 5272 463700 SH SHARED 10 463700 D CSP INC COM 12638910 0 75 SH SHARED 75 D CSX CORP COM 12640810 2019564 36018624 SH SHARED 36015632 3000 D CSX CORP COM 12640810 4308 76840 SH SHARED 01 64840 12000 D CSX CORP COM 12640810 4192 74765 SH SHARED 02 50270 24495 D CSX CORP COM 12640810 10 180 SH SHARED 05 180 D CSX CORP COM 12640810 2321 41400 SH SHARED 06 36700 4700 D CSX CORP COM 12640810 20289 361860 SH SHARED 10 361860 D CSX CORP COM 12640810 173 3100 SH SHARED 14 3100 D CSX CORP COM 12640810 562 10032 SH SHARED 23 10032 D CSX CORP COM 12640810 1244 22200 SH SHR/OTHR 23 22200 D CTC MEDIA INC COM 12642X10 167 6030 SH SHARED 6030 D CTC MEDIA INC COM 12642X10 7 270 SH SHARED 02 270 D CTS CORP COM 12650110 140 13087 SH SHARED 13087 D CTS CORP COM 12650110 211 19800 SH SHARED 10 19800 D CVB FINL CORP COM 12660010 74 7119 SH SHARED 7119 D CVB FINL CORP COM 12660010 70 6783 SH SHARED 01 6783 D CVB FINL CORP COM 12660010 192 18500 SH SHARED 02 18500 D CVB FINL CORP COM 12660010 277 26700 SH SHARED 10 26700 D CVD EQUIPMENT CORP COM 12660110 0 88 SH SHARED 88 D CVR ENERGY INC COM 12662P10 1071 46544 SH SHARED 46544 D CVR ENERGY INC COM 12662P10 115 5000 SH SHARED 02 5000 D CVS CAREMARK CORPORATION COM 12665010 723 17869 SH SHARED 17869 D CVS CAREMARK CORPORATION COM 12665010 178580 4408299 SH SHARED 4408299 D CVS CAREMARK CORPORATION COM 12665010 14896 367719 SH SHARED 01 341937 25782 D CVS CAREMARK CORPORATION COM 12665010 19344 477525 SH SHR/OTHR 01 477525 D CVS CAREMARK CORPORATION COM 12665010 46836 1156163 SH SHARED 02 1123415 32748 D CVS CAREMARK CORPORATION COM 12665010 82306 2031751 SH SHARED 04 2031751 D CVS CAREMARK CORPORATION COM 12665010 6849 169080 SH SHARED 05 169080 D CVS CAREMARK CORPORATION COM 12665010 59752 1475012 SH SHARED 06 262774 1212238 D CVS CAREMARK CORPORATION COM 12665010 124936 3084081 SH SHARED 10 2585881 498200 D CVS CAREMARK CORPORATION COM 12665010 453 11201 SH SHARED 14 4700 6501 D CVS CAREMARK CORPORATION COM 12665010 2616 64600 SH SHARED 15 64600 D CVS CAREMARK CORPORATION COM 12665010 6618 163381 SH SHARED 16 163381 D CVS CAREMARK CORPORATION COM 12665010 161 3981 SH SHARED 20 918 3063 D CVS CAREMARK CORPORATION COM 12665010 150 3721 SH SHARED 21 1002 2719 D CVS CAREMARK CORPORATION COM 12665010 417 10307 SH SHARED 22 5636 4671 D CVS CAREMARK CORPORATION COM 12665010 20 500 SH SHR/OTHR 22 500 D CVS CAREMARK CORPORATION COM 12665010 1598 39462 SH SHARED 23 29401 10061 D CVS CAREMARK CORPORATION COM 12665010 4834 119349 SH SHR/OTHR 23 119349 D CVS CAREMARK CORPORATION COM 12665010 388 9600 SH SHARED 24 9600 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 3353 3908000 PRN SHARED 3908000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 429 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF 968 1296000 PRN SHARED 02 1296000 D CV THERAPEUTICS INC COM 12666710 634 89060 SH SHARED 89060 D CV THERAPEUTICS INC COM 12666710 5 744 SH SHARED 02 744 D CA INC COM 12673P10 9346 415401 SH SHARED 415401 D CA INC COM 12673P10 1565 69583 SH SHARED 01 69583 D CA INC COM 12673P10 732 32576 SH SHARED 02 32576 D CA INC COM 12673P10 6 300 SH SHARED 05 300 D CA INC COM 12673P10 997 44340 SH SHARED 06 40150 4190 D CA INC COM 12673P10 4293 190818 SH SHARED 10 190818 D CA INC COM 12673P10 1 67 SH SHARED 14 67 D CABELAS INC COM 12680430 227 16061 SH SHARED 16061 D CABELAS INC COM 12680430 182 12920 SH SHARED 02 12920 D CABELAS INC COM 12680430 5553 392193 SH SHARED 10 392193 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 9821 458329 SH SHARED 458329 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 266 12438 SH SHARED 01 12438 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 186 8696 SH SHARED 02 3521 5175 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 52 2470 SH SHARED 06 650 1820 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 336 15706 SH SHARED 10 15706 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 40 1900 SH SHARED 14 1900 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 96 4520 SH SHARED 21 4520 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 214 10000 SH SHARED 23 10000 D CABOT CORP COM 12705510 753 26914 SH SHARED 26914 D CABOT CORP COM 12705510 512 18300 SH SHARED 01 18300 D CABOT CORP COM 12705510 768 27455 SH SHARED 02 2725 24730 D CABOT CORP COM 12705510 78 2800 SH SHARED 10 2800 D CABOT MICROELECTRONICS CORP COM 12709P10 394 12282 SH SHARED 12282 D CABOT MICROELECTRONICS CORP COM 12709P10 61 1900 SH SHARED 01 1900 D CABOT MICROELECTRONICS CORP COM 12709P10 183 5704 SH SHARED 02 5508 196 D CABOT MICROELECTRONICS CORP COM 12709P10 707 22000 SH SHARED 10 22000 D CABOT OIL & GAS CORP COM 12709710 1005 19777 SH SHARED 19777 D CABOT OIL & GAS CORP COM 12709710 9053 178072 SH SHARED 01 178072 D CABOT OIL & GAS CORP COM 12709710 68 1341 SH SHARED 02 1341 D CABOT OIL & GAS CORP COM 12709710 327 6450 SH SHARED 10 6450 D CACHE INC COM NEW 12715030 148 13113 SH SHARED 13113 D CACI INTL INC NOTE 2.125% 5/0 127190AD 6198 6000000 PRN SHARED 6000000 D CACI INTL INC CL A 12719030 448 9855 SH SHARED 9855 D CACI INTL INC CL A 12719030 168 3700 SH SHARED 01 3700 D CACI INTL INC CL A 12719030 21 468 SH SHARED 02 468 D CACI INTL INC CL A 12719030 23424 514250 SH SHARED 10 514250 D CACI INTL INC CL A 12719030 1343 29500 SH SHARED 14 29500 D CACI INTL INC CL A 12719030 43 950 SH SHR/OTHR 23 950 D CADBURY SCHWEPPES PLC ADR 12720930 2641 59725 SH SHARED 59725 D CADBURY SCHWEPPES PLC ADR 12720930 12 275 SH SHARED 02 275 D CADBURY SCHWEPPES PLC ADR 12720930 221 5000 SH SHARED 21 5000 D CADBURY SCHWEPPES PLC ADR 12720930 110 2500 SH SHARED 23 2500 D CADENCE FINL CORP COM 12738A10 6 371 SH SHARED 371 D CADENCE PHARMACEUTICALS INC COM 12738T10 81 13615 SH SHARED 13615 D CADENCE PHARMACEUTICALS INC COM 12738T10 64 10780 SH SHARED 02 280 10500 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 3940 4000000 PRN SHARED 4000000 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 197 200000 PRN SHARED 02 200000 D CADENCE DESIGN SYSTEM INC COM 12738710 2441 228640 SH SHARED 228640 D CADENCE DESIGN SYSTEM INC COM 12738710 988 92559 SH SHARED 01 1859 90700 D CADENCE DESIGN SYSTEM INC COM 12738710 149 14010 SH SHARED 02 14010 D CADENCE DESIGN SYSTEM INC COM 12738710 52 4880 SH SHARED 06 2300 2580 D CADENCE DESIGN SYSTEM INC COM 12738710 232 21725 SH SHARED 10 21725 D CADIZ INC COM NEW 12753720 122 7960 SH SHARED 7960 D CAGLES INC CL A 12770310 0 45 SH SHARED 45 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 29328 24000000 PRN SHARED 24000000 D CAL DIVE INTL INC DEL COM 12802T10 68 6576 SH SHARED 6576 D CAL DIVE INTL INC DEL COM 12802T10 138 13390 SH SHARED 01 13390 D CAL DIVE INTL INC DEL COM 12802T10 45 4375 SH SHARED 02 4375 D CAL DIVE INTL INC DEL COM 12802T10 127 12261 SH SHARED 10 12261 D CAL MAINE FOODS INC COM NEW 12803020 515 15443 SH SHARED 15443 D CAL MAINE FOODS INC COM NEW 12803020 66 2000 SH SHARED 01 2000 D CAL MAINE FOODS INC COM NEW 12803020 3922 117500 SH SHARED 10 117500 D CALAMOS GBL DYN INCOME FUND COM 12811L10 11 1000 SH SHARED 02 1000 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 32 2564 SH SHARED 02 2564 D CALAMOS ASSET MGMT INC CL A 12811R10 252 15492 SH SHARED 15492 D CALAMOS ASSET MGMT INC CL A 12811R10 143 8840 SH SHARED 02 8840 D CALAMOS ASSET MGMT INC CL A 12811R10 592 36400 SH SHARED 10 36400 D CALAMOS CONV OPP AND INC FD SH BEN INT 12811710 86 6315 SH SHARED 02 6315 D CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 12812510 101 8400 SH SHARED 02 8400 D CALAMP CORP COM 12812610 2 1097 SH SHARED 1097 D CALAVO GROWERS INC COM 12824610 5 303 SH SHARED 303 D CALAVO GROWERS INC COM 12824610 65 3800 SH SHARED 02 3800 D CALGON CARBON CORP COM 12960310 269 17898 SH SHARED 17898 D CALGON CARBON CORP COM 12960310 53 3533 SH SHARED 02 3533 D CALGON CARBON CORP COM 12960310 375 24925 SH SHARED 10 24925 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 1 215 SH SHARED 215 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 2 528 SH SHARED 02 528 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 1224 252961 SH SHARED 10 252961 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 0 59 SH SHARED 59 D CALIFORNIA MICRO DEVICES COR COM 13043910 1 630 SH SHARED 630 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 17 1350 SH SHARED 01 1350 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 188 14402 SH SHARED 02 14402 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 84 6450 SH SHARED 10 6450 D CALIFORNIA WTR SVC GROUP COM 13078810 80 2100 SH SHARED 2100 D CALIFORNIA WTR SVC GROUP COM 13078810 217 5693 SH SHARED 02 5693 D CALIFORNIA WTR SVC GROUP COM 13078810 241 6340 SH SHARED 10 6340 D CALIPER LIFE SCIENCES INC COM 13087210 8 2197 SH SHARED 2197 D CALIPER LIFE SCIENCES INC COM 13087210 10 2826 SH SHARED 02 2826 D CALLAWAY GOLF CO COM 13119310 938 63949 SH SHARED 63949 D CALLAWAY GOLF CO COM 13119310 441 30100 SH SHARED 01 10800 19300 D CALLAWAY GOLF CO COM 13119310 14 1000 SH SHR/OTHR 01 1000 D CALLAWAY GOLF CO COM 13119310 65 4463 SH SHARED 02 3998 465 D CALLAWAY GOLF CO COM 13119310 13161 896556 SH SHARED 10 896556 D CALLISTO PHARMACEUTICALS NEW COM 1312EM10 0 1022 SH SHARED 1022 D CALLIDUS SOFTWARE INC COM 13123E50 2 502 SH SHARED 502 D CALLON PETE CO DEL COM 13123X10 74 4100 SH SHARED 10 4100 D CALLWAVE INC DEL COM 13126N10 0 250 SH SHARED 250 D CALLWAVE INC DEL COM 13126N10 5 2000 SH SHARED 02 2000 D CALPINE CORP COM NEW 13134730 102 5586 SH SHARED 02 531 5055 D CALPINE CORP COM NEW 13134730 4 250 SH SHARED 21 250 D CALPINE CORP COM NEW 13134730 104 5670 SH SHARED 23 5670 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 43 1844 SH SHARED 1844 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 1042 44380 SH SHARED 02 44380 D CAM COMM SOLUTIONS INC COM 13191610 6 178 SH SHARED 178 D CAMBREX CORP COM 13201110 0 5 SH SHARED 5 D CAMBREX CORP COM 13201110 50 7300 SH SHARED 01 7300 D CAMBREX CORP COM 13201110 1 200 SH SHARED 02 200 D CAMBREX CORP COM 13201110 1848 266700 SH SHARED 10 266700 D CAMCO FINL CORP COM 13261810 1 188 SH SHARED 188 D CAMDEN NATL CORP COM 13303410 18 556 SH SHARED 556 D CAMDEN NATL CORP COM 13303410 40 1200 SH SHARED 02 1200 D CAMDEN NATL CORP COM 13303410 137 4100 SH SHARED 10 4100 D CAMDEN PPTY TR SH BEN INT 13313110 2409 47996 SH SHARED 47996 D CAMDEN PPTY TR SH BEN INT 13313110 908 18100 SH SHARED 01 18100 D CAMDEN PPTY TR SH BEN INT 13313110 122 2435 SH SHARED 02 1432 1003 D CAMDEN PPTY TR SH BEN INT 13313110 4472 89100 SH SHARED 10 89100 D CAMDEN PPTY TR SH BEN INT 13313110 98929 1970700 SH SHARED 11 1032750 937950 D CAMECO CORP COM 13321L10 16473 500102 SH SHARED 481202 18900 D CAMECO CORP COM 13321L10 122 3714 SH SHARED 01 1314 2400 D CAMECO CORP COM 13321L10 1435 43581 SH SHARED 02 3730 39851 D CAMECO CORP COM 13321L10 72833 2211100 SH SHARED 04 2211100 D CAMECO CORP COM 13321L10 6 200 SH SHARED 05 200 D CAMECO CORP COM 13321L10 29307 889734 SH SHARED 06 188149 701585 D CAMECO CORP COM 13321L10 4323 131250 SH SHARED 10 131250 D CAMECO CORP COM 13321L10 945 28700 SH SHARED 14 28000 700 D CAMECO CORP COM 13321L10 5818 176628 SH SHARED 16 176628 D CAMECO CORP COM 13321L10 82 2500 SH SHARED 23 2500 D CAMECO CORP COM 13321L10 98 3000 SH SHR/OTHR 23 3000 D CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB 382 273000 PRN SHARED 02 273000 D CAMERON INTERNATIONAL CORP COM 13342B10 2040 49005 SH SHARED 41405 7600 D CAMERON INTERNATIONAL CORP COM 13342B10 11545 277263 SH SHARED 277263 D CAMERON INTERNATIONAL CORP COM 13342B10 18450 443091 SH SHARED 01 255188 187903 D CAMERON INTERNATIONAL CORP COM 13342B10 6700 160910 SH SHR/OTHR 01 160910 D CAMERON INTERNATIONAL CORP COM 13342B10 1294 31077 SH SHARED 02 29777 1300 D CAMERON INTERNATIONAL CORP COM 13342B10 52 1252 SH SHARED 04 1252 D CAMERON INTERNATIONAL CORP COM 13342B10 3338 80180 SH SHARED 05 80180 D CAMERON INTERNATIONAL CORP COM 13342B10 1041 25000 SH SHARED 06 23000 2000 D CAMERON INTERNATIONAL CORP COM 13342B10 13892 333627 SH SHARED 10 267957 65670 D CAMERON INTERNATIONAL CORP COM 13342B10 283 6800 SH SHARED 14 6800 D CAMERON INTERNATIONAL CORP COM 13342B10 6556 157454 SH SHARED 19 157454 D CAMERON INTERNATIONAL CORP COM 13342B10 3722 89389 SH SHARED 20 46364 175 42850 D CAMERON INTERNATIONAL CORP COM 13342B10 1143 27465 SH SHR/OTHR 20 27465 D CAMERON INTERNATIONAL CORP COM 13342B10 164 3956 SH SHARED 21 3788 168 D CAMERON INTERNATIONAL CORP COM 13342B10 99 2400 SH SHR/OTHR 21 2400 D CAMERON INTERNATIONAL CORP COM 13342B10 1489 35779 SH SHARED 22 29311 6468 D CAMERON INTERNATIONAL CORP COM 13342B10 174 4200 SH SHR/OTHR 22 4200 D CAMERON INTERNATIONAL CORP COM 13342B10 2529 60752 SH SHARED 23 49792 10960 D CAMERON INTERNATIONAL CORP COM 13342B10 3774 90635 SH SHR/OTHR 23 90635 D CAMERON INTERNATIONAL CORP COM 13342B10 501 12036 SH SHARED 24 12036 D CAMPBELL SOUP CO COM 13442910 12994 382751 SH SHARED 382751 D CAMPBELL SOUP CO COM 13442910 5743 169173 SH SHARED 01 160173 9000 D CAMPBELL SOUP CO COM 13442910 125 3700 SH SHR/OTHR 01 3700 D CAMPBELL SOUP CO COM 13442910 388 11445 SH SHARED 02 8945 2500 D CAMPBELL SOUP CO COM 13442910 1697 50000 SH SHARED 04 50000 D CAMPBELL SOUP CO COM 13442910 6 200 SH SHARED 05 200 D CAMPBELL SOUP CO COM 13442910 876 25830 SH SHARED 06 23750 2080 D CAMPBELL SOUP CO COM 13442910 3622 106694 SH SHARED 10 106694 D CAMPBELL SOUP CO COM 13442910 251 7400 SH SHARED 14 7400 D CAMPBELL SOUP CO COM 13442910 3926 115666 SH SHARED 16 115666 D CAMPBELL SOUP CO COM 13442910 731 21535 SH SHARED 20 13535 8000 D CAMPBELL SOUP CO COM 13442910 135 4000 SH SHR/OTHR 22 4000 D CAMPBELL SOUP CO COM 13442910 108 3200 SH SHR/OTHR 23 3200 D CDN IMPERIAL BK OF COMMERCE COM 13606910 232 3614 SH SHARED 3614 D CDN IMPERIAL BK OF COMMERCE COM 13606910 12886 200101 SH SHARED 200101 D CDN IMPERIAL BK OF COMMERCE COM 13606910 33 514 SH SHARED 01 514 D CDN IMPERIAL BK OF COMMERCE COM 13606910 3220 50000 SH SHARED 02 50000 D CDN IMPERIAL BK OF COMMERCE COM 13606910 13 203 SH SHARED 05 203 D CDN IMPERIAL BK OF COMMERCE COM 13606910 23831 370060 SH SHARED 06 10351 359709 D CDN IMPERIAL BK OF COMMERCE COM 13606910 3330 51720 SH SHARED 10 51720 D CDN IMPERIAL BK OF COMMERCE COM 13606910 285 4427 SH SHARED 14 4427 D CDN IMPERIAL BK OF COMMERCE COM 13606910 4718 73262 SH SHARED 16 73262 D CANADIAN NATL RY CO COM 13637510 23 485 SH SHARED 485 D CANADIAN NATL RY CO COM 13637510 12256 253663 SH SHARED 251663 2000 D CANADIAN NATL RY CO COM 13637510 1284 26576 SH SHARED 01 23376 3200 D CANADIAN NATL RY CO COM 13637510 57 1200 SH SHR/OTHR 01 1200 D CANADIAN NATL RY CO COM 13637510 33 700 SH SHARED 02 700 D CANADIAN NATL RY CO COM 13637510 12998 269011 SH SHARED 04 269011 D CANADIAN NATL RY CO COM 13637510 13762 284829 SH SHARED 05 284829 D CANADIAN NATL RY CO COM 13637510 10664 220699 SH SHARED 06 141116 79583 D CANADIAN NATL RY CO COM 13637510 51248 1060600 SH SHARED 10 1060600 D CANADIAN NATL RY CO COM 13637510 119 2476 SH SHARED 14 2476 D CANADIAN NAT RES LTD COM 13638510 16784 245894 SH SHARED 244094 1800 D CANADIAN NAT RES LTD COM 13638510 682 9992 SH SHARED 01 9992 D CANADIAN NAT RES LTD COM 13638510 13 195 SH SHARED 02 195 D CANADIAN NAT RES LTD COM 13638510 1365 20000 SH SHARED 04 20000 D CANADIAN NAT RES LTD COM 13638510 20 300 SH SHARED 05 300 D CANADIAN NAT RES LTD COM 13638510 1439 21088 SH SHARED 06 18088 3000 D CANADIAN NAT RES LTD COM 13638510 5010 73400 SH SHARED 10 73400 D CANADIAN NAT RES LTD COM 13638510 2268 33226 SH SHARED 14 33226 D CANADIAN NAT RES LTD COM 13638510 29 435 SH SHR/OTHR 23 435 D CANADIAN PAC RY LTD COM 13645T10 44 692 SH SHARED 692 D CANADIAN PAC RY LTD COM 13645T10 8292 128982 SH SHARED 128982 D CANADIAN PAC RY LTD COM 13645T10 130 2025 SH SHARED 01 900 1125 D CANADIAN PAC RY LTD COM 13645T10 124 1929 SH SHARED 02 1929 D CANADIAN PAC RY LTD COM 13645T10 2571 40000 SH SHARED 04 40000 D CANADIAN PAC RY LTD COM 13645T10 9 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 93 1454 SH SHARED 06 654 800 D CANADIAN PAC RY LTD COM 13645T10 398 6200 SH SHARED 10 6200 D CANADIAN PAC RY LTD COM 13645T10 215 3350 SH SHARED 20 3350 D CANADIAN PAC RY LTD COM 13645T10 12 195 SH SHARED 21 195 D CANADIAN SOLAR INC COM 13663510 3759 179889 SH SHARED 177389 2500 D CANADIAN SOLAR INC COM 13663510 512 24524 SH SHARED 02 756 23768 D CANDELA CORP COM 13690710 3 977 SH SHARED 977 D CANARGO ENERGY CORP COM 13722510 734 2099000 SH SHARED 2099000 D CANO PETE INC COM 13780110 4 964 SH SHARED 964 D CANON INC ADR 13800630 47 1024 SH SHARED 1024 D CANON INC ADR 13800630 20 450 SH SHARED 01 450 D CANON INC ADR 13800630 97 2102 SH SHARED 02 1600 502 D CANTEL MEDICAL CORP COM 13809810 0 28 SH SHARED 28 D CANTEL MEDICAL CORP COM 13809810 9 873 SH SHARED 02 873 D CANTERBURY PARK HOLDING CORP COM 13811E10 0 72 SH SHARED 72 D CAPE FEAR BK CORP COM 13938010 0 92 SH SHARED 92 D CAPELLA EDUCATION COMPANY COM 13959410 49 900 SH SHARED 01 900 D CAPELLA EDUCATION COMPANY COM 13959410 232 4262 SH SHARED 02 4262 D CAPELLA EDUCATION COMPANY COM 13959410 4499 82404 SH SHARED 10 82404 D CAPITAL CITY BK GROUP INC COM 13967410 820 28307 SH SHARED 28307 D CAPITAL CITY BK GROUP INC COM 13967410 142 4900 SH SHARED 10 4900 D CAPITAL ALLIANCE INCM TR REI COM NEW 13971R30 0 9 SH SHARED 9 D CAPITAL BK CORP COM 13979310 2 285 SH SHARED 285 D CAPITAL CORP OF THE WEST COM NEW 14006520 2 359 SH SHARED 359 D CAPITAL CORP OF THE WEST COM NEW 14006520 44 5600 SH SHARED 10 5600 D CAPLEASE INC COM 14028810 0 21 SH SHARED 21 D CAPLEASE INC COM 14028810 9877 1271250 SH SHARED 10 1271250 D CAPITAL ONE FINL CORP COM 14040H10 959 19488 SH SHARED 19488 D CAPITAL ONE FINL CORP COM 14040H10 26784 544172 SH SHARED 544172 D CAPITAL ONE FINL CORP COM 14040H10 2919 59312 SH SHARED 01 59240 72 D CAPITAL ONE FINL CORP COM 14040H10 693 14093 SH SHARED 02 14093 D CAPITAL ONE FINL CORP COM 14040H10 9 200 SH SHARED 05 200 D CAPITAL ONE FINL CORP COM 14040H10 1947 39560 SH SHARED 06 35450 4110 D CAPITAL ONE FINL CORP COM 14040H10 9623 195527 SH SHARED 10 195527 D CAPITAL ONE FINL CORP COM 14040H10 14 300 SH SHARED 14 300 D CAPITAL ONE FINL CORP COM 14040H10 0 18 SH SHR/OTHR 23 18 D CAPITAL PPTYS INC R I COM 14043010 0 36 SH SHARED 36 D CAPITAL SR LIVING CORP COM 14047510 24 3000 SH SHARED 10 3000 D CAPITAL SOUTHWEST CORP COM 14050110 1 9 SH SHARED 9 D CAPITAL TRUST INC MD CL A NEW 14052H50 200 7443 SH SHARED 7443 D CAPITAL TRUST INC MD CL A NEW 14052H50 224 8340 SH SHARED 02 8340 D CAPITAL TRUST INC MD CL A NEW 14052H50 185 6900 SH SHARED 10 6900 D CAPITOL ACQUISITION CORP DEL COM 14055E10 1330 144750 SH SHARED 144750 D CAPITOL ACQUISITION CORP DEL *W EXP 11/08/201 14055E11 49 110245 SH SHARED 110245 D CAPITALSOURCE INC COM 14055X10 10754 1112170 SH SHARED 1112170 D CAPITALSOURCE INC COM 14055X10 31 3300 SH SHARED 01 3300 D CAPITALSOURCE INC COM 14055X10 89 9220 SH SHARED 02 8195 1025 D CAPITALSOURCE INC COM 14055X10 211 21900 SH SHARED 10 21900 D CAPITALSOURCE INC COM 14055X10 11 1200 SH SHARED 23 1200 D CAPITALSOURCE INC COM 14055X10 10 1100 SH SHR/OTHR 23 1100 D CAPITALSOUTH BANCORP COM 14056A10 0 106 SH SHARED 106 D CAPITOL BANCORP LTD COM 14056D10 0 42 SH SHARED 42 D CAPITOL FED FINL COM 14057C10 229 6126 SH SHARED 6126 D CAPITOL FED FINL COM 14057C10 284 7600 SH SHARED 01 7600 D CAPITOL FED FINL COM 14057C10 107 2865 SH SHARED 02 2865 D CAPITOL FED FINL COM 14057C10 63 1700 SH SHARED 10 1700 D CAPSTONE TURBINE CORP COM 14067D10 45 21673 SH SHARED 21673 D CAPSTONE TURBINE CORP COM 14067D10 27 12850 SH SHARED 02 12850 D CAPSTEAD MTG CORP PFD B CV $1.26 14067E30 52 4200 SH SHARED 23 4200 D CAPSTEAD MTG CORP COM NO PAR 14067E50 127 11222 SH SHARED 11222 D CAPSTEAD MTG CORP COM NO PAR 14067E50 409 35900 SH SHARED 02 35900 D CAPSTEAD MTG CORP COM NO PAR 14067E50 10260 900000 SH SHARED 11 900000 D CAPTARIS INC COM 14071N10 15 3531 SH SHARED 3531 D CAPTARIS INC COM 14071N10 8 1891 SH SHARED 02 1891 D CARACO PHARMACEUTICAL LABS L COM 14075T10 0 4 SH SHARED 4 D CARACO PHARMACEUTICAL LABS L COM 14075T10 39 2200 SH SHARED 01 2200 D CARACO PHARMACEUTICAL LABS L COM 14075T10 840 46800 SH SHARED 10 46800 D CARBO CERAMICS INC COM 14078110 69 1721 SH SHARED 1721 D CARBO CERAMICS INC COM 14078110 80 2000 SH SHARED 01 2000 D CARBO CERAMICS INC COM 14078110 29 740 SH SHARED 02 740 D CARBO CERAMICS INC COM 14078110 6 163 SH SHARED 21 163 D CARAUSTAR INDS INC COM 14090910 1 758 SH SHARED 758 D CARAUSTAR INDS INC COM 14090910 5 4200 SH SHARED 02 4200 D CARDIAC SCIENCE CORP COM 14141A10 9 1118 SH SHARED 1118 D CARDICA INC COM 14141R10 2 337 SH SHARED 337 D CARDINAL FINL CORP COM 14149F10 14 1580 SH SHARED 1580 D CARDINAL FINL CORP COM 14149F10 111 12600 SH SHARED 01 12600 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL HEALTH INC COM 14149Y10 31355 597141 SH SHARED 597141 D CARDINAL HEALTH INC COM 14149Y10 2929 55798 SH SHARED 01 55798 D CARDINAL HEALTH INC COM 14149Y10 1393 26542 SH SHARED 02 24448 2094 D CARDINAL HEALTH INC COM 14149Y10 9 190 SH SHARED 05 190 D CARDINAL HEALTH INC COM 14149Y10 2096 39920 SH SHARED 06 36200 3720 D CARDINAL HEALTH INC COM 14149Y10 11996 228468 SH SHARED 10 228468 D CARDINAL HEALTH INC COM 14149Y10 283 5402 SH SHARED 14 5402 D CARDINAL HEALTH INC COM 14149Y10 1111 21169 SH SHARED 20 5150 16019 D CARDINAL HEALTH INC COM 14149Y10 83 1590 SH SHR/OTHR 20 1590 D CARDINAL HEALTH INC COM 14149Y10 36 700 SH SHARED 23 700 D CARDINAL HEALTH INC COM 14149Y10 77 1484 SH SHR/OTHR 23 1484 D CARDINAL STATE BANK DURHAM N COM 14154610 0 59 SH SHARED 59 D CARDIOME PHARMA CORP COM NEW 14159U20 30 3600 SH SHARED 3600 D CARDIOME PHARMA CORP COM NEW 14159U20 8 1046 SH SHARED 02 546 500 D CARDIOME PHARMA CORP COM NEW 14159U20 787 93700 SH SHARED 04 93700 D CARDIOME PHARMA CORP COM NEW 14159U20 732 87200 SH SHARED 10 87200 D CARDIOME PHARMA CORP COM NEW 14159U20 25 3000 SH SHARED 14 3000 D CARDIOME PHARMA CORP COM NEW 14159U20 20 2471 SH SHARED 21 2471 D CARDIODYNAMICS INTL CORP COM 14159710 0 1093 SH SHARED 1093 D CARDIOTECH INTL INC COM 14160C10 0 522 SH SHARED 522 D CARDTRONICS INC COM 14161H10 2 313 SH SHARED 313 D CARDTRONICS INC COM 14161H10 126 18122 SH SHARED 02 18122 D CARE INVESTMENT TRUST INC COM 14165710 4 391 SH SHARED 391 D CARE INVESTMENT TRUST INC COM 14165710 10 1000 SH SHARED 02 1000 D CAREER EDUCATION CORP COM 14166510 638 50217 SH SHARED 50217 D CAREER EDUCATION CORP COM 14166510 437 34425 SH SHARED 01 4125 30300 D CAREER EDUCATION CORP COM 14166510 19 1505 SH SHARED 02 1505 D CAREER EDUCATION CORP COM 14166510 184 14517 SH SHARED 10 14517 D CAREER EDUCATION CORP COM 14166510 625 49188 SH SHARED 14 49188 D CARDIUM THERAPEUTICS INC COM 14191610 2 923 SH SHARED 923 D CARIBOU COFFEE INC COM 14204220 0 198 SH SHARED 198 D CARLISLE COS INC COM 14233910 1281 38319 SH SHARED 38319 D CARLISLE COS INC COM 14233910 839 25100 SH SHARED 01 7300 17800 D CARLISLE COS INC COM 14233910 940 28120 SH SHARED 02 28120 D CARLISLE COS INC COM 14233910 676 20221 SH SHARED 10 20221 D CARMAX INC COM 14313010 768 39587 SH SHARED 39587 D CARMAX INC COM 14313010 1582 81467 SH SHARED 01 15267 66200 D CARMAX INC COM 14313010 112 5809 SH SHARED 02 5809 D CARMAX INC COM 14313010 26 1340 SH SHARED 06 300 1040 D CARMAX INC COM 14313010 2791 143728 SH SHARED 10 143728 D CARMIKE CINEMAS INC COM 14343640 0 3 SH SHARED 3 D CARMIKE CINEMAS INC COM 14343640 78 7600 SH SHARED 10 7600 D CARNIVAL PLC ADR 14365C10 345 8571 SH SHARED 8571 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 548 500000 PRN SHARED 500000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 2192 2000000 PRN SHARED 02 2000000 D CARNIVAL CORP NOTE 10/2 143658AS 8449 11639000 PRN SHARED 02 11639000 D CARNIVAL CORP NOTE 10/2 143658AS 435 600000 PRN SHARED 06 600000 D CARNIVAL CORP DBCV 1.132% 4/2 143658AV 3240 5000000 PRN SHARED 02 5000000 D CARNIVAL CORP PAIRED CTF 14365830 9 242 SH SHARED 242 D CARNIVAL CORP PAIRED CTF 14365830 109782 2712027 SH SHARED 2712027 D CARNIVAL CORP PAIRED CTF 14365830 2243 55424 SH SHARED 01 55424 D CARNIVAL CORP PAIRED CTF 14365830 20232 499804 SH SHARED 02 455054 44750 D CARNIVAL CORP PAIRED CTF 14365830 1396 34500 SH SHARED 04 34500 D CARNIVAL CORP PAIRED CTF 14365830 9 240 SH SHARED 05 240 D CARNIVAL CORP PAIRED CTF 14365830 5430 134141 SH SHARED 06 129361 4780 D CARNIVAL CORP PAIRED CTF 14365830 20132 497343 SH SHARED 10 497343 D CARNIVAL CORP PAIRED CTF 14365830 230 5700 SH SHARED 14 5700 D CARNIVAL CORP PAIRED CTF 14365830 30 750 SH SHARED 20 750 D CARNIVAL CORP PAIRED CTF 14365830 34 860 SH SHR/OTHR 20 860 D CARNIVAL CORP PAIRED CTF 14365830 4 115 SH SHARED 21 115 D CARNIVAL CORP PAIRED CTF 14365830 89 2200 SH SHR/OTHR 23 2200 D CARRIAGE SVCS INC COM 14390510 5 759 SH SHARED 759 D CAROLINA TR BK LINCOLNTON NC COM 14420010 0 44 SH SHARED 44 D CARPENTER TECHNOLOGY CORP COM 14428510 30360 542442 SH SHARED 542442 D CARPENTER TECHNOLOGY CORP COM 14428510 1220 21800 SH SHARED 01 6600 15200 D CARPENTER TECHNOLOGY CORP COM 14428510 186 3336 SH SHARED 02 3336 D CARPENTER TECHNOLOGY CORP COM 14428510 1226 21918 SH SHARED 10 21918 D CARRIZO OIL & CO INC COM 14457710 0 16 SH SHARED 16 D CARRIZO OIL & CO INC COM 14457710 117 1990 SH SHARED 01 1990 D CARRIZO OIL & CO INC COM 14457710 29 500 SH SHR/OTHR 01 500 D CARRIZO OIL & CO INC COM 14457710 24592 414919 SH SHARED 10 414919 D CARROLLTON BANCORP COM 14528210 0 67 SH SHARED 67 D CARROLS RESTAURANT GROUP INC COM 14574X10 505 56605 SH SHARED 56605 D CARTER INC COM 14622910 46671 2889847 SH SHARED 2889847 D CARTER INC COM 14622910 305 18935 SH SHARED 02 2460 16475 D CARTER INC COM 14622910 5045 312400 SH SHARED 10 312400 D CARTER INC COM 14622910 122 7595 SH SHARED 21 7595 D CARVER BANCORP INC COM 14687510 0 66 SH SHARED 66 D CASCADE BANCORP COM 14715410 32 3439 SH SHARED 3439 D CASCADE BANCORP COM 14715410 7 800 SH SHARED 02 800 D CASCADE BANCORP COM 14715410 114 12000 SH SHARED 10 12000 D CASCADE CORP COM 14719510 12 251 SH SHARED 251 D CASCADE CORP COM 14719510 16 330 SH SHARED 02 330 D CASCADE CORP COM 14719510 626 12700 SH SHARED 10 12700 D CASCADE FINL CORP COM 14727210 3 286 SH SHARED 286 D CASCADE MICROTECH INC COM 14732210 1 220 SH SHARED 220 D CASELLA WASTE SYS INC CL A 14744810 3 325 SH SHARED 325 D CASELLA WASTE SYS INC CL A 14744810 63 5798 SH SHARED 02 5798 D CASEYS GEN STORES INC COM 14752810 213 9444 SH SHARED 9444 D CASEYS GEN STORES INC COM 14752810 142 6300 SH SHARED 01 6300 D CASEYS GEN STORES INC COM 14752810 168 7460 SH SHARED 02 7460 D CASEYS GEN STORES INC COM 14752810 767 33971 SH SHARED 10 33971 D CASH AMER INTL INC COM 14754D10 976 26838 SH SHARED 26838 D CASH AMER INTL INC COM 14754D10 185 5100 SH SHARED 01 5100 D CASH AMER INTL INC COM 14754D10 166 4583 SH SHARED 02 4583 D CASH AMER INTL INC COM 14754D10 1820 50000 SH SHARED 04 50000 D CASH AMER INTL INC COM 14754D10 374 10300 SH SHARED 10 10300 D CASH SYSTEMS INC COM 14756B10 0 481 SH SHARED 481 D CASH TECHNOLOGIES INC COM 14791010 0 566 SH SHARED 566 D CASS INFORMATION SYS INC COM 14808P10 2 70 SH SHARED 70 D CASS INFORMATION SYS INC COM 14808P10 0 27 SH SHARED 02 27 D CASTLE A M & CO COM 14841110 378 14021 SH SHARED 14021 D CASTLE BRANDS INC COM 14843510 0 324 SH SHARED 324 D CASUAL MALE RETAIL GRP INC COM 14871110 0 83 SH SHARED 83 D CASUAL MALE RETAIL GRP INC COM 14871110 37 9000 SH SHARED 02 9000 D CATALYST PHARM PARTNERS INC COM 14888U10 0 213 SH SHARED 213 D CATALYST SEMICONDUCTOR INC COM 14888110 2 426 SH SHARED 426 D CATAPULT COMMUNICATIONS CORP COM 14901610 1 259 SH SHARED 259 D CATAPULT COMMUNICATIONS CORP COM 14901610 8 1560 SH SHARED 02 1560 D CATERPILLAR INC DEL COM 14912310 15 200 SH SHARED 200 D CATERPILLAR INC DEL COM 14912310 90926 1161402 SH SHARED 1116052 45350 D CATERPILLAR INC DEL COM 14912310 8651 110505 SH SHARED 01 105046 5459 D CATERPILLAR INC DEL COM 14912310 197 2525 SH SHR/OTHR 01 2525 D CATERPILLAR INC DEL COM 14912310 2276 29084 SH SHARED 02 16242 12842 D CATERPILLAR INC DEL COM 14912310 76 980 SH SHARED 04 980 D CATERPILLAR INC DEL COM 14912310 2716 34700 SH SHARED 04 34700 D CATERPILLAR INC DEL COM 14912310 9810 125310 SH SHARED 05 125310 D CATERPILLAR INC DEL COM 14912310 9014 115147 SH SHARED 06 108207 6940 D CATERPILLAR INC DEL COM 14912310 157107 2006734 SH SHARED 10 1983634 23100 D CATERPILLAR INC DEL COM 14912310 842 10756 SH SHARED 14 10756 D CATERPILLAR INC DEL COM 14912310 172 2200 SH SHARED 15 2200 D CATERPILLAR INC DEL COM 14912310 1136 14511 SH SHARED 20 6591 7920 D CATERPILLAR INC DEL COM 14912310 3773 48200 SH SHR/OTHR 20 48200 D CATERPILLAR INC DEL COM 14912310 16 215 SH SHARED 21 215 D CATERPILLAR INC DEL COM 14912310 10 130 SH SHR/OTHR 21 130 D CATERPILLAR INC DEL COM 14912310 8 110 SH SHARED 22 110 D CATERPILLAR INC DEL COM 14912310 100 1280 SH SHARED 23 800 480 D CATERPILLAR INC DEL COM 14912310 782 10000 SH SHR/OTHR 23 10000 D CATERPILLAR INC DEL COM 14912310 332 4250 SH SHARED 24 4250 D CATHAY GENERAL BANCORP COM 14915010 258 12466 SH SHARED 12466 D CATHAY GENERAL BANCORP COM 14915010 107 5175 SH SHARED 01 175 5000 D CATHAY GENERAL BANCORP COM 14915010 481 23220 SH SHARED 02 23220 D CATHAY GENERAL BANCORP COM 14915010 1099 53016 SH SHARED 10 53016 D CATO CORP NEW CL A 14920510 45 3041 SH SHARED 3041 D CATO CORP NEW CL A 14920510 103 6896 SH SHARED 02 6896 D CATO CORP NEW CL A 14920510 319 21400 SH SHARED 10 21400 D CAVALIER HOMES INC COM 14950710 0 477 SH SHARED 477 D CAVCO INDS INC DEL COM 14956810 5 166 SH SHARED 166 D CAVCO INDS INC DEL COM 14956810 8 238 SH SHARED 01 238 D CAVIUM NETWORKS INC COM 14965A10 11 684 SH SHARED 684 D CAVIUM NETWORKS INC COM 14965A10 159 9750 SH SHARED 02 9750 D CAVIUM NETWORKS INC COM 14965A10 3066 187000 SH SHARED 04 187000 D CAVIUM NETWORKS INC COM 14965A10 646 39450 SH SHARED 10 39450 D CBEYOND INC COM 14984710 0 7 SH SHARED 7 D CBEYOND INC COM 14984710 78 4200 SH SHARED 02 4200 D CBEYOND INC COM 14984710 93 5000 SH SHARED 04 5000 D CBEYOND INC COM 14984710 11461 610000 SH SHARED 10 610000 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 95 4104 SH SHARED 4104 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 20 900 SH SHARED 02 900 D CEDAR SHOPPING CTRS INC COM NEW 15060220 28 2456 SH SHARED 2456 D CEDAR SHOPPING CTRS INC COM NEW 15060220 11 1000 SH SHARED 02 1000 D CEDAR SHOPPING CTRS INC COM NEW 15060220 304 26100 SH SHARED 10 26100 D CEL-SCI CORP COM NEW 15083740 1 2896 SH SHARED 2896 D CELADON GROUP INC COM 15083810 8 833 SH SHARED 833 D CELANESE CORP DEL COM SER A 15087010 2101 53828 SH SHARED 44828 9000 D CELANESE CORP DEL COM SER A 15087010 8570 219487 SH SHARED 01 157590 61897 D CELANESE CORP DEL COM SER A 15087010 1023 26214 SH SHR/OTHR 01 26214 D CELANESE CORP DEL COM SER A 15087010 1700 43551 SH SHARED 02 12171 31380 D CELANESE CORP DEL COM SER A 15087010 62 1600 SH SHARED 06 800 800 D CELANESE CORP DEL COM SER A 15087010 25644 656713 SH SHARED 10 635870 20843 D CELANESE CORP DEL COM SER A 15087010 214 5500 SH SHARED 14 5500 D CELANESE CORP DEL COM SER A 15087010 1436 36795 SH SHARED 20 31325 130 5340 D CELANESE CORP DEL COM SER A 15087010 128 3290 SH SHR/OTHR 20 3290 D CELANESE CORP DEL COM SER A 15087010 36 930 SH SHARED 21 930 D CELANESE CORP DEL COM SER A 15087010 238 6095 SH SHARED 22 5725 370 D CELANESE CORP DEL COM SER A 15087010 49 1275 SH SHR/OTHR 22 1275 D CELANESE CORP DEL COM SER A 15087010 869 22265 SH SHARED 23 20485 1780 D CELANESE CORP DEL COM SER A 15087010 204 5245 SH SHR/OTHR 23 5245 D CELANESE CORP DEL PFD 4.25% CONV 15087020 12355 244125 SH SHARED 244125 D CELANESE CORP DEL PFD 4.25% CONV 15087020 6470 127858 SH SHARED 02 127858 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 610 915000 PRN SHARED 915000 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 667 1000000 PRN SHARED 02 1000000 D CELL GENESYS INC COM 15092110 2 1031 SH SHARED 1031 D CELL GENESYS INC COM 15092110 47 20110 SH SHARED 02 20110 D CELL THERAPEUTICS INC COM NEW 15093440 11 16943 SH SHARED 16943 D CELL THERAPEUTICS INC COM NEW 15093440 0 534 SH SHARED 02 534 D CELEBRATE EXPRESS INC COM 15100A10 0 127 SH SHARED 127 D CELESTICA INC SUB VTG SHS 15101Q10 150 22426 SH SHARED 22426 D CELESTICA INC SUB VTG SHS 15101Q10 713 106200 SH SHARED 02 106200 D CELESTICA INC SUB VTG SHS 15101Q10 2 300 SH SHARED 05 300 D CELGENE CORP NOTE 1.750% 6/0 151020AC 20897 4134000 PRN SHARED 4134000 D CELGENE CORP NOTE 1.750% 6/0 151020AC 5034 996000 PRN SHARED 02 996000 D CELGENE CORP COM 15102010 1676 27350 SH SHARED 22100 5250 D CELGENE CORP COM 15102010 40029 653119 SH SHARED 653119 D CELGENE CORP COM 15102010 36627 597617 SH SHARED 01 336680 260937 D CELGENE CORP COM 15102010 15586 254309 SH SHR/OTHR 01 254309 D CELGENE CORP COM 15102010 970 15839 SH SHARED 02 10549 5290 D CELGENE CORP COM 15102010 880 14363 SH SHARED 04 14363 D CELGENE CORP COM 15102010 34021 555085 SH SHARED 04 555085 D CELGENE CORP COM 15102010 11 190 SH SHARED 05 190 D CELGENE CORP COM 15102010 2878 46970 SH SHARED 06 42700 4270 D CELGENE CORP COM 15102010 59720 974385 SH SHARED 10 940057 34328 D CELGENE CORP COM 15102010 214 3500 SH SHARED 14 1200 2300 D CELGENE CORP COM 15102010 6980 113899 SH SHARED 19 113899 D CELGENE CORP COM 15102010 4583 74780 SH SHARED 20 42645 175 31960 D CELGENE CORP COM 15102010 2139 34915 SH SHR/OTHR 20 34915 D CELGENE CORP COM 15102010 715 11675 SH SHARED 21 11675 D CELGENE CORP COM 15102010 77 1270 SH SHR/OTHR 21 1270 D CELGENE CORP COM 15102010 2209 36055 SH SHARED 22 29370 6685 D CELGENE CORP COM 15102010 248 4050 SH SHR/OTHR 22 4050 D CELGENE CORP COM 15102010 6030 98398 SH SHARED 23 93693 4705 D CELGENE CORP COM 15102010 6821 111306 SH SHR/OTHR 23 111306 D CELSION CORPORATION COM NEW 15117N30 1 259 SH SHARED 259 D CEMEX SAB DE CV SPON ADR NEW 15129088 13414 513575 SH SHARED 512375 1200 D CEMEX SAB DE CV SPON ADR NEW 15129088 1755 67200 SH SHARED 01 67200 D CEMEX SAB DE CV SPON ADR NEW 15129088 10 400 SH SHR/OTHR 01 400 D CEMEX SAB DE CV SPON ADR NEW 15129088 1478 56613 SH SHARED 02 2180 54433 D CEMEX SAB DE CV SPON ADR NEW 15129088 2220 85000 SH SHARED 04 85000 D CEMEX SAB DE CV SPON ADR NEW 15129088 30068 1151155 SH SHARED 10 1151155 D CEMEX SAB DE CV SPON ADR NEW 15129088 128 4904 SH SHARED 23 4904 D CEMEX SAB DE CV SPON ADR NEW 15129088 40 1565 SH SHARED 24 1565 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 758 128418 SH SHARED 128418 D CENTENNIAL BK HLDGS INC DEL COM 15134530 4 712 SH SHARED 712 D CENTENNIAL BK HLDGS INC DEL COM 15134530 46 7400 SH SHARED 10 7400 D CENTENE CORP DEL COM 15135B10 139 9983 SH SHARED 9983 D CENTENE CORP DEL COM 15135B10 1065 76425 SH SHARED 01 76425 D CENTENE CORP DEL COM 15135B10 1430 102600 SH SHR/OTHR 01 102600 D CENTENE CORP DEL COM 15135B10 69 4980 SH SHARED 02 4980 D CENTENE CORP DEL COM 15135B10 11618 833434 SH SHARED 10 833434 D CENTER BANCORP INC COM 15140810 3 335 SH SHARED 335 D CENTER FINL CORP CALIF COM 15146E10 4 453 SH SHARED 453 D CENTER FINL CORP CALIF COM 15146E10 6 700 SH SHARED 01 700 D CENTER FINL CORP CALIF COM 15146E10 65 7200 SH SHARED 10 7200 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 1071 263865 SH SHARED 263865 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 0 25 SH SHARED 01 25 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 14 3506 SH SHARED 02 2806 700 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 50 12400 SH SHARED 10 12400 D CENTERPOINT ENERGY INC COM 15189T10 14115 989188 SH SHARED 989188 D CENTERPOINT ENERGY INC COM 15189T10 811 56851 SH SHARED 01 55044 1807 D CENTERPOINT ENERGY INC COM 15189T10 64 4506 SH SHARED 02 4006 500 D CENTERPOINT ENERGY INC COM 15189T10 4 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 459 32200 SH SHARED 06 28000 4200 D CENTERPOINT ENERGY INC COM 15189T10 2167 151889 SH SHARED 10 151889 D CENTERPOINT ENERGY INC COM 15189T10 165 11609 SH SHARED 14 11609 D CENTERPOINT ENERGY INC COM 15189T10 205 14400 SH SHR/OTHR 23 14400 D CENTERPLATE INC UNIT 99/99/9999 15200E20 60 6100 SH SHARED 02 6100 D CENTERPLATE INC UNIT 99/99/9999 15200E20 1317 133800 SH SHARED 10 133800 D CENTERSTATE BKS FLA INC COM 15201P10 3 300 SH SHARED 300 D CENTEX CORP COM 15231210 17806 735500 SH SHARED 735500 D CENTEX CORP COM 15231210 417 17254 SH SHARED 01 17254 D CENTEX CORP COM 15231210 4054 167492 SH SHARED 02 167390 102 D CENTEX CORP COM 15231210 2 100 SH SHARED 05 100 D CENTEX CORP COM 15231210 11325 467794 SH SHARED 06 11200 456594 D CENTEX CORP COM 15231210 2390 98739 SH SHARED 10 98739 D CENTEX CORP COM 15231210 2583 106732 SH SHARED 16 106732 D CENTEX CORP COM 15231210 72 3000 SH SHARED 23 3000 D CENTILLIUM COMMUNICATIONS IN COM 15231910 1 1742 SH SHARED 1742 D CENTRAL BANCORP INC MASS COM 15241810 0 28 SH SHARED 28 D CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA 5305 5000000 PRN SHARED 5000000 D CENTRAL EUROPEAN DIST CORP COM 15343510 110 1900 SH SHARED 1900 D CENTRAL EUROPEAN DIST CORP COM 15343510 137 2365 SH SHARED 01 2365 D CENTRAL EUROPEAN DIST CORP COM 15343510 22 390 SH SHARED 02 390 D CENTRAL EUROPEAN DIST CORP COM 15343510 17 300 SH SHARED 06 300 D CENTRAL EUROPEAN DIST CORP COM 15343510 1120 19262 SH SHARED 10 19262 D CENTRAL EUROPE AND RUSSIA FD COM 15343610 1759 37106 SH SHARED 02 37106 D CENTRAL FED CORP COM 15346Q10 0 119 SH SHARED 119 D CENTRAL FD CDA LTD CL A 15350110 125 10000 SH SHARED 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 12 2734 SH SHARED 2734 D CENTRAL GARDEN & PET CO COM 15352710 64 13920 SH SHARED 02 13920 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 4 1124 SH SHARED 1124 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 23 5200 SH SHARED 01 5200 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 134 30300 SH SHARED 10 30300 D CENTRAL JERSEY BANCORP NJ COM 15377010 1 226 SH SHARED 226 D CENTRAL PAC FINL CORP COM 15476010 165 8783 SH SHARED 8783 D CENTRAL PAC FINL CORP COM 15476010 98 5200 SH SHARED 01 5200 D CENTRAL PAC FINL CORP COM 15476010 24 1300 SH SHARED 02 1300 D CENTRAL PAC FINL CORP COM 15476010 298 15814 SH SHARED 10 15814 D CENTRAL SECS CORP COM 15512310 1 62 SH SHARED 62 D CENTRAL SUN MINING INC COM 15543210 207 108865 SH SHARED 108865 D CENTRAL VALLEY CMNTY BANCORP COM 15568510 1 126 SH SHARED 126 D CENTRAL VT PUB SVC CORP COM 15577110 106 4475 SH SHARED 4475 D CENTRAL VT PUB SVC CORP COM 15577110 35 1500 SH SHARED 23 1500 D CENTRAL VA BANKSHARES INC COM 15579210 1 63 SH SHARED 63 D CENTRUE FINL CORP NEW COM 15643B10 2 132 SH SHARED 132 D CENTURY ALUM CO COM 15643110 17721 267531 SH SHARED 10 267531 D CENTURY ALUM CO COM 15643110 106 1605 SH SHARED 21 1188 417 D CENTURY BANCORP INC CL A NON VTG 15643210 1 82 SH SHARED 82 D CENTURY CASINOS INC COM 15649210 1 542 SH SHARED 542 D CEPHEID COM 15670R10 14 584 SH SHARED 584 D CEPHEID COM 15670R10 214 8800 SH SHARED 01 8800 D CEPHEID COM 15670R10 121 5000 SH SHARED 02 5000 D CEPHEID COM 15670R10 2513 103050 SH SHARED 04 103050 D CEPHEID COM 15670R10 1575 64606 SH SHARED 10 64606 D CEPHEID COM 15670R10 73 3000 SH SHARED 14 3000 D CENVEO INC COM 15670S10 69 6600 SH SHARED 6600 D CENVEO INC COM 15670S10 54 5200 SH SHARED 01 5200 D CENVEO INC COM 15670S10 26 2560 SH SHARED 02 2560 D CENVEO INC COM 15670S10 67 6463 SH SHARED 10 6463 D CENTURYTEL INC COM 15670010 8638 259894 SH SHARED 259894 D CENTURYTEL INC COM 15670010 877 26396 SH SHARED 01 20581 5815 D CENTURYTEL INC COM 15670010 86 2600 SH SHR/OTHR 01 2600 D CENTURYTEL INC COM 15670010 182 5489 SH SHARED 02 5489 D CENTURYTEL INC COM 15670010 613 18450 SH SHARED 06 18450 D CENTURYTEL INC COM 15670010 4659 140184 SH SHARED 10 140184 D CENTURYTEL INC COM 15670010 240 7232 SH SHARED 20 1752 5480 D CENTURYTEL INC COM 15670010 85 2569 SH SHR/OTHR 20 2569 D CENTURYTEL INC COM 15670010 8 260 SH SHR/OTHR 21 260 D CENTURYTEL INC COM 15670010 23 720 SH SHARED 22 720 D CENTURYTEL INC COM 15670010 83 2500 SH SHARED 23 2500 D CENTURYTEL INC COM 15670010 4 150 SH SHR/OTHR 23 150 D CEPHALON INC NOTE 6/1 156708AL 13 11000 PRN SHARED 02 11000 D CEPHALON INC COM 15670810 121678 1889412 SH SHARED 1889412 D CEPHALON INC COM 15670810 1474 22900 SH SHARED 01 2100 20800 D CEPHALON INC COM 15670810 4448 69072 SH SHARED 02 69072 D CEPHALON INC COM 15670810 5182 80466 SH SHARED 04 80466 D CEPHALON INC COM 15670810 45 700 SH SHARED 06 200 500 D CEPHALON INC COM 15670810 276 4300 SH SHARED 10 3500 800 D CEPHALON INC COM 15670810 3 50 SH SHR/OTHR 23 50 D CERADYNE INC COM 15671010 13 418 SH SHARED 418 D CERADYNE INC COM 15671010 201 6300 SH SHARED 01 6300 D CERADYNE INC COM 15671010 429 13425 SH SHARED 02 13425 D CERADYNE INC COM 15671010 175 5500 SH SHARED 10 5500 D CERNER CORP COM 15678210 3029 81263 SH SHARED 81263 D CERNER CORP COM 15678210 1109 29760 SH SHARED 01 9500 20260 D CERNER CORP COM 15678210 263 7060 SH SHARED 02 7060 D CERNER CORP COM 15678210 2943 78950 SH SHARED 04 78950 D CERNER CORP COM 15678210 662 17782 SH SHARED 10 17782 D CERUS CORP COM 15708510 11 2069 SH SHARED 2069 D CERUS CORP COM 15708510 1309 226929 SH SHARED 02 3298 223631 D CEVA INC COM 15721010 3 466 SH SHARED 466 D CEVA INC COM 15721010 8 1120 SH SHARED 02 1120 D CHAD THERAPEUTICS INC COM 15722810 0 241 SH SHARED 241 D CHAMPION ENTERPRISES INC COM 15849610 71 7129 SH SHARED 7129 D CHAMPION ENTERPRISES INC COM 15849610 66 6590 SH SHARED 01 6590 D CHAMPION ENTERPRISES INC COM 15849610 22 2270 SH SHARED 02 2270 D CHAMPION INDS INC W VA COM 15852010 0 148 SH SHARED 148 D CHANNELL COML CORP COM 15918610 0 164 SH SHARED 164 D CHARLES & COLVARD LTD COM 15976510 0 399 SH SHARED 399 D CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB 1030 1000000 PRN SHARED 1000000 D CHARLES RIV LABS INTL INC COM 15986410 779 13217 SH SHARED 13217 D CHARLES RIV LABS INTL INC COM 15986410 1196 20300 SH SHARED 01 20300 D CHARLES RIV LABS INTL INC COM 15986410 166 2828 SH SHARED 02 578 2250 D CHARLES RIV LABS INTL INC COM 15986410 23 400 SH SHARED 06 400 D CHARLES RIV LABS INTL INC COM 15986410 14240 241610 SH SHARED 10 241610 D CHARLOTTE RUSSE HLDG INC COM 16104810 12 723 SH SHARED 723 D CHARLOTTE RUSSE HLDG INC COM 16104810 320 18480 SH SHARED 02 18480 D CHARMING SHOPPES INC COM 16113310 366 75814 SH SHARED 75814 D CHARMING SHOPPES INC COM 16113310 205 42600 SH SHARED 01 42600 D CHARMING SHOPPES INC COM 16113310 20 4280 SH SHARED 02 4280 D CHARMING SHOPPES INC COM 16113310 428 88700 SH SHARED 10 88700 D CHART INDS INC COM PAR $0.01 16115Q30 327 9690 SH SHARED 9690 D CHART INDS INC COM PAR $0.01 16115Q30 243 7200 SH SHARED 01 7200 D CHART INDS INC COM PAR $0.01 16115Q30 68 2027 SH SHARED 02 2027 D CHART INDS INC COM PAR $0.01 16115Q30 846 25000 SH SHARED 04 25000 D CHART INDS INC COM PAR $0.01 16115Q30 8 242 SH SHARED 10 242 D CHART INDS INC COM PAR $0.01 16115Q30 2030 60000 SH SHARED 16 60000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 335 394307 SH SHARED 394307 D CHARTER COMMUNICATIONS INC D CL A 16117M10 1 2000 SH SHARED 01 2000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 8 10500 SH SHARED 02 10500 D CHARTER COMMUNICATIONS INC D CL A 16117M10 95 111600 SH SHARED 10 111600 D CHARTERED SEMICONDUCTOR MFG ADR 16133R10 137 25986 SH SHARED 25986 D CHASE CORP COM 16150R10 72 3999 SH SHARED 3999 D CHATTEM INC NOTE 2.000%11/1 162456AP 5184 4000000 PRN SHARED 4000000 D CHATTEM INC NOTE 1.625% 5/0 162456AR 2702 2500000 PRN SHARED 2500000 D CHATTEM INC COM 16245610 1247 18809 SH SHARED 18809 D CHATTEM INC COM 16245610 1101 16600 SH SHARED 01 16600 D CHATTEM INC COM 16245610 1167 17600 SH SHR/OTHR 01 17600 D CHATTEM INC COM 16245610 545 8225 SH SHARED 02 5760 2465 D CHATTEM INC COM 16245610 1150 17349 SH SHARED 10 17349 D CHATTEM INC COM 16245610 649 9788 SH SHARED 21 868 8920 D CHECKPOINT SYS INC COM 16282510 979 36482 SH SHARED 36482 D CHECKPOINT SYS INC COM 16282510 23 880 SH SHARED 01 880 D CHECKPOINT SYS INC COM 16282510 2144 79860 SH SHARED 02 360 79500 D CHECKPOINT SYS INC COM 16282510 485 18100 SH SHARED 10 18100 D CHEESECAKE FACTORY INC COM 16307210 61799 2836146 SH SHARED 2836146 D CHEESECAKE FACTORY INC COM 16307210 509 23393 SH SHARED 01 23393 D CHEESECAKE FACTORY INC COM 16307210 225 10332 SH SHARED 02 3246 7086 D CHEESECAKE FACTORY INC COM 16307210 93 4300 SH SHARED 10 4300 D CHELSEA THERAPEUTICS INTL LT COM 16342810 3 681 SH SHARED 681 D CHEMED CORP NEW COM 16359R10 625 14828 SH SHARED 14828 D CHEMED CORP NEW COM 16359R10 579 13725 SH SHARED 01 13725 D CHEMED CORP NEW COM 16359R10 18 439 SH SHARED 02 439 D CHEMED CORP NEW COM 16359R10 894 21200 SH SHARED 10 21200 D CHEMED CORP NEW COM 16359R10 63 1500 SH SHARED 23 1500 D CHEMICAL FINL CORP COM 16373110 149 6271 SH SHARED 6271 D CHEMICAL FINL CORP COM 16373110 112 4700 SH SHARED 02 4700 D CHEMICAL FINL CORP COM 16373110 114 4800 SH SHARED 10 4800 D CHEMTURA CORP COM 16389310 8206 1117985 SH SHARED 1117985 D CHEMTURA CORP COM 16389310 574 78301 SH SHARED 01 1 78300 D CHEMTURA CORP COM 16389310 3363 458218 SH SHARED 02 458218 D CHEMTURA CORP COM 16389310 102 13900 SH SHARED 10 13900 D CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q10 11122 745452 SH SHARED 745452 D CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q10 88 5900 SH SHARED 02 2900 3000 D CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE 5864 7538000 PRN SHARED 7538000 D CHENIERE ENERGY INC COM NEW 16411R20 32885 1660871 SH SHARED 1660871 D CHENIERE ENERGY INC COM NEW 16411R20 400 20225 SH SHARED 01 20225 D CHENIERE ENERGY INC COM NEW 16411R20 13442 678897 SH SHARED 02 678897 D CHENIERE ENERGY INC COM NEW 16411R20 239 12084 SH SHARED 10 12084 D CHEROKEE INC DEL NEW COM 16444H10 130 3885 SH SHARED 3885 D CHEROKEE INC DEL NEW COM 16444H10 74 2200 SH SHARED 10 2200 D CHEROKEE INTL CORP COM 16445010 4 2446 SH SHARED 2446 D CHESAPEAKE CORP COM 16515910 0 100 SH SHARED 100 D CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW 9270 9000000 PRN SHARED 9000000 D CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ 62408 58000000 PRN SHARED 58000000 D CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ 5709 5306000 PRN SHARED 02 5306000 D CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA 0 11300000 PRN SHARED 02 11300000 D CHESAPEAKE ENERGY CORP COM 16516710 33613 728352 SH SHARED 728352 D CHESAPEAKE ENERGY CORP COM 16516710 2140 46385 SH SHARED 01 46385 D CHESAPEAKE ENERGY CORP COM 16516710 31249 677119 SH SHARED 02 277128 399991 D CHESAPEAKE ENERGY CORP COM 16516710 4394 95230 SH SHARED 05 95230 D CHESAPEAKE ENERGY CORP COM 16516710 3946 85520 SH SHARED 06 80440 5080 D CHESAPEAKE ENERGY CORP COM 16516710 13067 283151 SH SHARED 10 283151 D CHESAPEAKE ENERGY CORP COM 16516710 493 10700 SH SHARED 14 10700 D CHESAPEAKE ENERGY CORP COM 16516710 13 300 SH SHARED 23 300 D CHESAPEAKE ENERGY CORP COM 16516710 13 300 SH SHR/OTHR 23 300 D CHESAPEAKE ENERGY CORP PFD CONV 16516784 3030 26000 SH SHARED 26000 D CHESAPEAKE UTILS CORP COM 16530310 8 285 SH SHARED 285 D CHEVRON CORP NEW COM 16676410 2222 26037 SH SHARED 4422 21615 D CHEVRON CORP NEW COM 16676410 720068 8435663 SH SHARED 8402963 32700 D CHEVRON CORP NEW COM 16676410 41500 486186 SH SHARED 01 399164 87022 D CHEVRON CORP NEW COM 16676410 5800 67953 SH SHR/OTHR 01 67953 D CHEVRON CORP NEW COM 16676410 65441 766648 SH SHARED 02 727584 39064 D CHEVRON CORP NEW COM 16676410 5016 58770 SH SHARED 04 58770 D CHEVRON CORP NEW COM 16676410 77 907 SH SHARED 05 907 D CHEVRON CORP NEW COM 16676410 47215 553139 SH SHARED 06 299409 253730 D CHEVRON CORP NEW COM 16676410 587600 6883793 SH SHARED 10 6678363 205430 D CHEVRON CORP NEW COM 16676410 136 1600 SH SHR/OTHR 10 1600 D CHEVRON CORP NEW COM 16676410 1605 18806 SH SHARED 14 18806 D CHEVRON CORP NEW COM 16676410 50 595 SH SHARED 19 595 D CHEVRON CORP NEW COM 16676410 9755 114282 SH SHARED 20 52314 75 61893 D CHEVRON CORP NEW COM 16676410 7808 91476 SH SHR/OTHR 20 91476 D CHEVRON CORP NEW COM 16676410 139 1633 SH SHARED 21 1398 235 D CHEVRON CORP NEW COM 16676410 48 570 SH SHR/OTHR 21 570 D CHEVRON CORP NEW COM 16676410 839 9835 SH SHARED 22 5020 4815 D CHEVRON CORP NEW COM 16676410 301 3530 SH SHR/OTHR 22 3530 D CHEVRON CORP NEW COM 16676410 9519 111520 SH SHARED 23 106410 5110 D CHEVRON CORP NEW COM 16676410 14138 165638 SH SHR/OTHR 23 165638 D CHEVRON CORP NEW COM 16676410 913 10700 SH SHARED 24 10700 D CHEVIOT FINL CORP COM 16677410 7 785 SH SHARED 785 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 3280 83604 SH SHARED 83604 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 490 12495 SH SHARED 02 12495 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 12594 320950 SH SHARED 10 320950 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 5 150 SH SHARED 21 150 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 16725010 196 5000 SH SHARED 23 5000 D CHICAGO RIVET & MACH CO COM 16808810 0 19 SH SHARED 19 D CHICOPEE BANCORP INC COM 16856510 1 151 SH SHARED 151 D CHICOS FAS INC COM 16861510 53021 7457362 SH SHARED 7457362 D CHICOS FAS INC COM 16861510 344 48500 SH SHARED 01 1000 47500 D CHICOS FAS INC COM 16861510 247 34780 SH SHARED 02 29580 5200 D CHICOS FAS INC COM 16861510 8871 1247725 SH SHARED 10 1247725 D CHILDRENS PL RETAIL STORES I COM 16890510 0 31 SH SHARED 31 D CHILDRENS PL RETAIL STORES I COM 16890510 21239 864800 SH SHARED 10 864800 D CHIMERA INVT CORP COM 16934Q10 9 800 SH SHARED 800 D CHIMERA INVT CORP COM 16934Q10 123 10000 SH SHR/OTHR 01 10000 D CHIMERA INVT CORP COM 16934Q10 24 2000 SH SHARED 02 2000 D CHINA AUTOMOTIVE SYS INC COM 16936R10 15 2700 SH SHARED 2700 D CHINA BAK BATTERY INC COM 16936Y10 0 19 SH SHARED 19 D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R10 57 1123 SH SHARED 1123 D CHINA ARCHITECTURAL ENGR INC COM 16937S10 78 14452 SH SHARED 14452 D CHINA FD INC COM 16937310 2150 67621 SH SHARED 67621 D CHINA FD INC COM 16937310 304 9589 SH SHARED 02 9589 D CHINA FD INC COM 16937310 114 3602 SH SHR/OTHR 23 3602 D CHINA FIN ONLINE CO LTD SPONSORED ADR 16937910 52 3807 SH SHARED 3807 D CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G10 100 5397 SH SHARED 5397 D CHINA GRENTECH CORP LTD ADR 16938P10 24 4770 SH SHARED 4770 D CHINA FIRE & SEC GROUP INC COM 16938R10 9 1370 SH SHARED 1370 D CHINA FIRE & SEC GROUP INC COM 16938R10 19 2712 SH SHARED 02 2712 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 26 500 SH SHARED 500 D CHINA LIFE INS CO LTD SPON ADR REP H 16939P10 14769 283692 SH SHARED 282492 1200 D CHINA LIFE INS CO LTD SPON ADR REP H 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11294 SH SHARED 11294 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 38 400 SH SHARED 01 400 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 932 9600 SH SHARED 10 9600 D CHOICE HOTELS INTL INC COM 16990510 2016 59123 SH SHARED 59123 D CHOICE HOTELS INTL INC COM 16990510 167 4901 SH SHARED 01 4901 D CHOICE HOTELS INTL INC COM 16990510 29 860 SH SHARED 02 860 D CHOICE HOTELS INTL INC COM 16990510 303 8900 SH SHARED 10 8900 D CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT 29264 23600000 PRN SHARED 23600000 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 157 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC COM 17003280 129 5597 SH SHARED 5597 D CHIQUITA BRANDS INTL INC COM 17003280 1472 63700 SH SHARED 01 62400 1300 D CHIQUITA BRANDS INTL INC COM 17003280 181 7840 SH SHARED 02 7840 D CHIQUITA BRANDS INTL INC COM 17003280 26752 1157600 SH SHARED 04 1157600 D CHIQUITA BRANDS INTL INC COM 17003280 1155 50000 SH SHARED 06 50000 D CHIQUITA BRANDS INTL INC COM 17003280 72661 3144167 SH SHARED 10 2316067 828100 D CHIQUITA BRANDS INTL INC COM 17003280 339 14700 SH SHARED 15 14700 D CHIQUITA BRANDS INTL INC COM 17003280 633 27400 SH SHARED 24 27400 D CHOICEPOINT INC COM 17038810 625 13146 SH SHARED 13146 D CHOICEPOINT INC COM 17038810 1133 23819 SH SHARED 01 1086 22733 D CHOICEPOINT INC COM 17038810 551 11586 SH SHARED 02 11586 D CHOICEPOINT INC COM 17038810 21 450 SH SHARED 06 450 D CHOICEPOINT INC COM 17038810 704 14800 SH SHARED 10 14800 D CHOICEPOINT INC COM 17038810 327 6879 SH SHARED 23 6879 D CHOICEPOINT INC COM 17038810 139 2939 SH SHR/OTHR 23 2939 D CHORDIANT SOFTWARE INC COM NEW 17040430 286 47513 SH SHARED 47513 D CHORDIANT SOFTWARE INC COM NEW 17040430 12 2045 SH SHARED 01 2045 D CHORDIANT SOFTWARE INC COM NEW 17040430 143 23792 SH SHARED 02 1292 22500 D CHORDIANT SOFTWARE INC COM NEW 17040430 232 38500 SH SHARED 10 38500 D CHRISTOPHER & BANKS CORP COM 17104610 99 9937 SH SHARED 9937 D CHRISTOPHER & BANKS CORP COM 17104610 61 6145 SH SHARED 01 6145 D CHRISTOPHER & BANKS CORP COM 17104610 228 22860 SH SHARED 02 22860 D CHRISTOPHER & BANKS CORP COM 17104610 1183 118500 SH SHARED 10 118500 D CHROMCRAFT REVINGTON INC COM 17111710 0 99 SH SHARED 99 D CHUBB CORP COM 17123210 36062 728822 SH SHARED 728822 D CHUBB CORP COM 17123210 3668 74148 SH SHARED 01 51348 22800 D CHUBB CORP COM 17123210 258 5230 SH SHR/OTHR 01 5230 D CHUBB CORP COM 17123210 7604 153690 SH SHARED 02 152768 922 D CHUBB CORP COM 17123210 9 200 SH SHARED 05 200 D CHUBB CORP COM 17123210 2558 51706 SH SHARED 06 47296 4410 D CHUBB CORP COM 17123210 157449 3182088 SH SHARED 10 3182088 D CHUBB CORP COM 17123210 400 8100 SH SHARED 14 8100 D CHUBB CORP COM 17123210 647 13080 SH SHARED 20 840 12240 D CHUBB CORP COM 17123210 35 718 SH SHR/OTHR 20 718 D CHUBB CORP COM 17123210 79 1600 SH SHR/OTHR 22 1600 D CHUBB CORP COM 17123210 772 15620 SH SHARED 23 15620 D CHUBB CORP COM 17123210 445 9000 SH SHR/OTHR 23 9000 D CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q30 70270 2700624 SH SHARED 2700624 D CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q30 2630 101100 SH SHARED 01 101100 D CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q30 50 1959 SH SHARED 02 1959 D CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q30 92758 3564879 SH SHARED 04 3564879 D CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q30 13731 527714 SH SHARED 10 527714 D CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q30 57 2200 SH SHARED 24 2200 D CHURCH & DWIGHT INC DBCV 5.250% 8/1 171340AC 1770 1000000 PRN SHARED 1000000 D CHURCH & DWIGHT INC DBCV 5.250% 8/1 171340AC 4115 2325000 PRN SHARED 02 2325000 D CHURCH & DWIGHT INC COM 17134010 1896 34967 SH SHARED 34967 D CHURCH & DWIGHT INC COM 17134010 1185 21850 SH SHARED 01 21850 D CHURCH & DWIGHT INC COM 17134010 515 9500 SH SHR/OTHR 01 9500 D CHURCH & DWIGHT INC COM 17134010 346 6381 SH SHARED 02 3473 2908 D CHURCH & DWIGHT INC COM 17134010 307 5663 SH SHARED 10 5663 D CHURCH & DWIGHT INC COM 17134010 11 212 SH SHARED 20 212 D CHURCH & DWIGHT INC COM 17134010 10 185 SH SHARED 21 185 D CHURCHILL 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17177930 243 7899 SH SHARED 06 7899 D CIENA CORP COM NEW 17177930 15920 516405 SH SHARED 10 516405 D CIMAREX ENERGY CO COM 17179810 404 7398 SH SHARED 7398 D CIMAREX ENERGY CO COM 17179810 1832 33470 SH SHARED 01 7470 26000 D CIMAREX ENERGY CO COM 17179810 3559 65026 SH SHARED 02 4831 60195 D CIMAREX ENERGY CO COM 17179810 43 800 SH SHARED 06 300 500 D CIMAREX ENERGY CO COM 17179810 7080 129350 SH SHARED 10 129350 D CIMAREX ENERGY CO COM 17179810 312 5700 SH SHARED 14 5700 D CIMAREX ENERGY CO COM 17179810 7 140 SH SHARED 21 140 D CINCINNATI BELL INC NEW COM 17187110 98 23109 SH SHARED 23109 D CINCINNATI BELL INC NEW COM 17187110 387 91000 SH SHARED 01 8200 82800 D CINCINNATI BELL INC NEW COM 17187110 857 201200 SH SHARED 10 201200 D CINCINNATI BELL INC NEW PFD CV DEP1/20 17187140 21 500 SH SHARED 23 500 D CINCINNATI FINL CORP COM 17206210 8266 217303 SH SHARED 217303 D CINCINNATI FINL CORP COM 17206210 1145 30120 SH SHARED 01 30120 D CINCINNATI FINL CORP COM 17206210 138 3629 SH SHARED 02 3629 D CINCINNATI FINL CORP COM 17206210 3 80 SH SHARED 05 80 D CINCINNATI FINL CORP COM 17206210 695 18285 SH SHARED 06 16223 2062 D CINCINNATI FINL CORP COM 17206210 12089 317813 SH SHARED 10 317813 D CINCINNATI FINL CORP COM 17206210 273 7200 SH SHARED 14 7200 D CINCINNATI FINL CORP COM 17206210 499 13137 SH SHARED 20 13137 D CINCINNATI FINL CORP COM 17206210 159 4190 SH SHR/OTHR 20 4190 D CINEMARK HOLDINGS INC COM 17243V10 8 688 SH SHARED 688 D CIPRICO INC COM 17252910 0 121 SH SHARED 121 D CIRCOR INTL INC COM 17273K10 108 2343 SH SHARED 2343 D CIRCOR INTL INC COM 17273K10 57 1235 SH SHARED 02 1235 D CIRCOR INTL INC COM 17273K10 366 7918 SH SHARED 10 7918 D CIRCUIT CITY STORE INC COM 17273710 17522 4402674 SH SHARED 4402674 D CIRCUIT CITY STORE INC COM 17273710 25 6424 SH SHARED 01 6424 D CIRCUIT CITY STORE INC COM 17273710 173 43627 SH SHARED 02 41627 2000 D CIRCUIT CITY STORE INC COM 17273710 113 28505 SH SHARED 10 28505 D CISCO SYS INC COM 17275R10 4043 167836 SH SHARED 72793 95043 D CISCO SYS INC COM 17275R10 205462 8528950 SH SHARED 8413690 115260 D CISCO SYS INC COM 17275R10 51259 2127831 SH SHARED 01 1500469 627362 D CISCO SYS INC COM 17275R10 14489 601456 SH SHR/OTHR 01 601456 D CISCO SYS INC COM 17275R10 15621 648471 SH SHARED 02 442013 206458 D CISCO SYS INC COM 17275R10 1273 52876 SH SHARED 04 52876 D CISCO SYS INC COM 17275R10 310893 12905500 SH SHARED 04 12905500 D CISCO SYS INC COM 17275R10 11575 480509 SH SHARED 05 480509 D CISCO SYS INC COM 17275R10 49376 2049651 SH SHARED 06 1414643 635008 D CISCO SYS INC COM 17275R10 258422 10727386 SH SHARED 10 9761512 965874 D CISCO SYS INC COM 17275R10 4 200 SH SHR/OTHR 10 200 D CISCO SYS INC COM 17275R10 3699 153564 SH SHARED 14 90000 63564 D CISCO SYS INC COM 17275R10 5865 243465 SH SHARED 15 243465 D CISCO SYS INC COM 17275R10 6964 289085 SH SHARED 16 289085 D CISCO SYS INC COM 17275R10 6412 266175 SH SHARED 19 266175 D CISCO SYS INC COM 17275R10 11710 486100 SH SHARED 20 238138 500 247462 D CISCO SYS INC COM 17275R10 5132 213046 SH SHR/OTHR 20 213046 D CISCO SYS INC COM 17275R10 2046 84952 SH SHARED 21 50069 34883 D CISCO SYS INC COM 17275R10 528 21925 SH SHR/OTHR 21 21925 D CISCO SYS INC COM 17275R10 2570 106717 SH SHARED 22 74257 32460 D CISCO SYS INC COM 17275R10 843 35023 SH SHR/OTHR 22 35023 D CISCO SYS INC COM 17275R10 10999 456610 SH SHARED 23 410540 46070 D CISCO SYS INC COM 17275R10 18176 754542 SH SHR/OTHR 23 754542 D CISCO SYS INC COM 17275R10 572 23750 SH SHARED 24 23750 D CIRRUS LOGIC INC COM 17275510 1950 290210 SH SHARED 290210 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 4708 5553000 PRN SHARED 5553000 D CITADEL BROADCASTING CORP COM 17285T10 1 677 SH SHARED 677 D CITADEL BROADCASTING CORP COM 17285T10 213 128614 SH SHARED 128565 49 D CITADEL BROADCASTING CORP COM 17285T10 13 8042 SH SHARED 01 5901 2141 D CITADEL BROADCASTING CORP COM 17285T10 0 38 SH SHR/OTHR 01 38 D CITADEL BROADCASTING CORP COM 17285T10 63 38393 SH SHARED 02 9219 29174 D CITADEL BROADCASTING CORP COM 17285T10 55 33640 SH SHARED 10 33640 D CITADEL BROADCASTING CORP COM 17285T10 0 170 SH SHARED 20 170 D CITADEL BROADCASTING CORP COM 17285T10 0 92 SH SHR/OTHR 20 92 D CITADEL BROADCASTING CORP COM 17285T10 0 268 SH SHARED 21 267 1 D CITADEL BROADCASTING CORP COM 17285T10 0 65 SH SHARED 22 65 D CITADEL BROADCASTING CORP COM 17285T10 2 1633 SH SHARED 23 1403 230 D CITADEL BROADCASTING CORP COM 17285T10 6 4044 SH SHR/OTHR 23 4044 D CINTAS CORP COM 17290810 25053 877833 SH SHARED 877833 D CINTAS CORP COM 17290810 516 18095 SH SHARED 01 18095 D CINTAS CORP COM 17290810 7690 269460 SH SHARED 02 269460 D CINTAS CORP COM 17290810 2 100 SH SHARED 05 100 D CINTAS CORP COM 17290810 383 13440 SH SHARED 06 12050 1390 D CINTAS CORP COM 17290810 1649 57784 SH SHARED 10 57784 D CINTAS CORP COM 17290810 136 4800 SH SHARED 21 2850 1950 D CITIZENS & NORTHN CORP COM 17292210 4 235 SH SHARED 235 D CITIGROUP INC COM 17296710 987 46096 SH SHARED 2808 43288 D CITIGROUP INC COM 17296710 318315 14860679 SH SHARED 14817107 43572 D CITIGROUP INC COM 17296710 15550 725976 SH SHARED 01 627526 98450 D CITIGROUP INC COM 17296710 199 9307 SH SHR/OTHR 01 9307 D CITIGROUP INC COM 17296710 25953 1211653 SH SHARED 02 1151793 59860 D CITIGROUP INC COM 17296710 605 28284 SH SHARED 04 28284 D CITIGROUP INC COM 17296710 1063 49630 SH SHARED 04 49630 D CITIGROUP INC COM 17296710 6324 295260 SH SHARED 05 295260 D CITIGROUP INC COM 17296710 13169 614844 SH SHARED 06 562984 51860 D CITIGROUP INC COM 17296710 196469 9172242 SH SHARED 10 9009242 163000 D CITIGROUP INC COM 17296710 845 39462 SH SHARED 14 39462 D CITIGROUP INC COM 17296710 1606 75000 SH SHARED 15 75000 D CITIGROUP INC COM 17296710 3805 177665 SH SHARED 16 177665 D CITIGROUP INC COM 17296710 689 32179 SH SHARED 20 11298 20881 D CITIGROUP INC COM 17296710 759 35456 SH SHR/OTHR 20 35456 D CITIGROUP INC COM 17296710 1021 47669 SH SHARED 21 47669 D CITIGROUP INC COM 17296710 9 466 SH SHR/OTHR 21 466 D CITIGROUP INC COM 17296710 391 18261 SH SHARED 22 14282 3979 D CITIGROUP INC COM 17296710 106 4950 SH SHR/OTHR 22 4950 D CITIGROUP INC COM 17296710 1185 55338 SH SHARED 23 51396 3942 D CITIGROUP INC COM 17296710 2804 130922 SH SHR/OTHR 23 130922 D CITI TRENDS INC COM 17306X10 8173 443000 SH SHARED 10 443000 D CITIZENS REPUBLIC BANCORP IN COM 17442010 1901 152992 SH SHARED 152992 D CITIZENS REPUBLIC BANCORP IN COM 17442010 58 4700 SH SHARED 01 4700 D CITIZENS REPUBLIC BANCORP IN COM 17442010 36 2900 SH SHARED 02 2900 D CITIZENS REPUBLIC BANCORP IN COM 17442010 11546 928950 SH SHARED 10 928950 D CITIZENS COMMUNICATIONS CO COM 17453B10 3832 365358 SH SHARED 365358 D CITIZENS COMMUNICATIONS CO COM 17453B10 482 46024 SH SHARED 01 45031 993 D CITIZENS COMMUNICATIONS CO COM 17453B10 3180 303206 SH SHARED 02 299200 4006 D CITIZENS COMMUNICATIONS CO COM 17453B10 319 30500 SH SHARED 06 30500 D CITIZENS COMMUNICATIONS CO COM 17453B10 6102 581723 SH SHARED 10 581723 D CITIZENS COMMUNICATIONS CO COM 17453B10 57 5444 SH SHARED 21 5034 410 D CITIZENS FIRST BANCORP INC D COM 17461R10 5 529 SH SHARED 529 D CITIZENS FIRST BANCORP INC D COM 17461R10 90 8459 SH SHARED 02 8459 D CITIZENS FIRST CORP COM 17462Q10 0 52 SH SHARED 52 D CITIZENS INC CL A 17474010 26 3996 SH SHARED 3996 D CITIZENS INC CL A 17474010 1 255 SH SHARED 01 255 D CITIZENS CMNTY BANCORP INC M COM 17490310 1 186 SH SHARED 186 D CITIZENS SOUTH BKG CP DEL COM 17668210 1 197 SH SHARED 197 D CITRIX SYS INC COM 17737610 12683 432432 SH SHARED 432432 D CITRIX SYS INC COM 17737610 966 32936 SH SHARED 01 32936 D CITRIX SYS INC COM 17737610 442 15100 SH SHARED 02 8148 6952 D CITRIX SYS INC COM 17737610 4493 153200 SH SHARED 04 153200 D CITRIX SYS INC COM 17737610 24375 831070 SH SHARED 06 293120 537950 D CITRIX SYS INC COM 17737610 39534 1347922 SH SHARED 10 1347922 D CITRIX SYS INC COM 17737610 140 4800 SH SHARED 14 4800 D CITRIX SYS INC COM 17737610 29 1000 SH SHARED 22 1000 D CITRIX SYS INC COM 17737610 30 1050 SH SHR/OTHR 22 1050 D CITRIX SYS INC COM 17737610 5 200 SH SHR/OTHR 23 200 D CITY BK LYNNWOOD WASH COM 17770A10 21 950 SH SHARED 950 D CITY BK LYNNWOOD WASH COM 17770A10 1 88 SH SHARED 02 88 D CITY BK LYNNWOOD WASH COM 17770A10 293 13200 SH SHARED 10 13200 D CITY HLDG CO COM 17783510 399 10004 SH SHARED 10004 D CITY HLDG CO COM 17783510 35 900 SH SHARED 01 900 D CITY HLDG CO COM 17783510 853 21400 SH SHARED 10 21400 D CITY NATL CORP COM 17856610 10754 217435 SH SHARED 217435 D CITY NATL CORP COM 17856610 638 12900 SH SHARED 01 100 12800 D CITY NATL CORP COM 17856610 100 2027 SH SHARED 02 2027 D CITY NATL CORP COM 17856610 895 18106 SH SHARED 10 18106 D CITY NATL CORP COM 17856610 19 402 SH SHARED 21 402 D CITY TELECOM H K LTD SPONSORED ADR 17867720 0 50 SH SHARED 50 D CLARCOR INC COM 17989510 16 472 SH SHARED 472 D CLARCOR INC COM 17989510 675 19008 SH SHARED 19008 D CLARCOR INC COM 17989510 134 3781 SH SHARED 02 3781 D CLARCOR INC COM 17989510 5626 158267 SH SHARED 04 158267 D CLARCOR INC COM 17989510 6558 184476 SH SHARED 05 184476 D CLARCOR INC COM 17989510 426 12009 SH SHARED 06 12009 D CLARCOR INC COM 17989510 631 17770 SH SHARED 10 17770 D CLARIENT INC COM 18048910 1 1071 SH SHARED 1071 D CLAYMORE EXCHANGE TRADED FD BNY BRI&C PTF 18383M10 507 11128 SH SHARED 11128 D CLAYMORE EXCHANGE TRADED FD BNY BRI&C PTF 18383M10 77 1700 SH SHARED 02 1700 D CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q50 449 19137 SH SHARED 02 19137 D CLAYMORE ETF TRUST 2 CLAY/ALPH CHN 18383Q86 156 8000 SH SHARED 8000 D CLAYTON HLDGS INC COM 18418N10 3 736 SH SHARED 736 D CLEAN DIESEL TECHNOLOGIES IN COM NEW 18449C30 2 154 SH SHARED 154 D CLEAN HARBORS INC COM 18449610 318 4902 SH SHARED 4902 D CLEAN HARBORS INC COM 18449610 26 400 SH SHARED 02 400 D CLEAN HARBORS INC COM 18449610 20 322 SH SHARED 10 322 D CLEAN ENERGY FUELS CORP COM 18449910 3 295 SH SHARED 295 D CLEAN ENERGY FUELS CORP COM 18449910 205 15400 SH SHARED 01 15400 D CLEAN ENERGY FUELS CORP COM 18449910 297 22300 SH SHR/OTHR 01 22300 D CLEAR CHANNEL 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COM 18975410 30 1000 SH SHARED 04 1000 D COACH INC COM 18975410 4 150 SH SHARED 05 150 D COACH INC COM 18975410 1158 38420 SH SHARED 06 34550 3870 D COACH INC COM 18975410 5938 196970 SH SHARED 10 196970 D COACH INC COM 18975410 97 3221 SH SHARED 14 3221 D COACH INC COM 18975410 2525 83750 SH SHARED 19 83750 D COACH INC COM 18975410 99 3289 SH SHARED 20 1825 1464 D COACH INC COM 18975410 786 26087 SH SHR/OTHR 20 26087 D COACH INC COM 18975410 32 1080 SH SHARED 21 1080 D COACH INC COM 18975410 165 5490 SH SHARED 22 5100 390 D COACH INC COM 18975410 45 1525 SH SHR/OTHR 22 1525 D COACH INC COM 18975410 592 19662 SH SHARED 23 17762 1900 D COACH INC COM 18975410 769 25535 SH SHR/OTHR 23 25535 D COACHMEN INDS INC COM 18987310 1 409 SH SHARED 409 D COACHMEN INDS INC COM 18987310 0 100 SH SHARED 02 100 D COACTIVE MARKETING GROUP INC COM 18987510 0 143 SH SHARED 143 D COAST DISTR SYS COM 19034510 0 84 SH SHARED 84 D COBIZ FINANCIAL INC COM 19089710 34 2641 SH SHARED 2641 D COBIZ FINANCIAL INC 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3500 D COCA COLA ENTERPRISES INC COM 19121910 46022 1901738 SH SHARED 10 1675038 226700 D COCA COLA ENTERPRISES INC COM 19121910 255 10539 SH SHARED 14 10539 D COCA COLA FEMSA S A B DE C V SPON ADR REP L 19124110 1934 34338 SH SHARED 34338 D CODORUS VY BANCORP INC COM 19202510 1 87 SH SHARED 87 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 927 1064000 PRN SHARED 1064000 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 1798 2062000 PRN SHARED 02 2000000 62000 D COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR 1158 1212000 PRN SHARED 1212000 D COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR 16746 17517008 PRN SHARED 02 17517008 D COEUR D ALENE MINES CORP IDA COM 19210810 4985 1234045 SH SHARED 1234045 D COEUR D ALENE MINES CORP IDA COM 19210810 87 21635 SH SHARED 01 9635 12000 D COEUR D ALENE MINES CORP IDA COM 19210810 2272 562521 SH SHARED 02 101321 461200 D COEUR D ALENE MINES CORP IDA COM 19210810 11110 2750100 SH SHARED 10 2750100 D COEUR D ALENE MINES 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20046810 1 38 SH SHARED 38 D COMMAND SEC CORP COM 20050L10 0 151 SH SHARED 151 D COMMERCE BANCORP INC NJ COM 20051910 0 232537 SH SHARED 232537 D COMMERCE BANCORP INC NJ COM 20051910 0 1750 SH SHARED 06 150 1600 D COMMERCE BANCSHARES INC COM 20052510 860 20469 SH SHARED 20469 D COMMERCE BANCSHARES INC COM 20052510 252 5998 SH SHARED 01 5998 D COMMERCE BANCSHARES INC COM 20052510 41 992 SH SHARED 02 992 D COMMERCE BANCSHARES INC COM 20052510 171 4071 SH SHARED 10 4071 D COMMERCE ENERGY GROUP INC COM 20061Q10 0 685 SH SHARED 685 D COMMERCE GROUP INC MASS COM 20064110 7218 200193 SH SHARED 200193 D COMMERCE GROUP INC MASS COM 20064110 757 21000 SH SHARED 01 6600 14400 D COMMERCE GROUP INC MASS COM 20064110 87 2418 SH SHARED 02 2418 D COMMERCE GROUP INC MASS COM 20064110 878 24367 SH SHARED 10 24367 D COMMERCIAL METALS CO COM 20172310 61376 2047920 SH SHARED 2047920 D COMMERCIAL METALS CO COM 20172310 1528 51000 SH SHARED 01 13400 37600 D COMMERCIAL METALS CO COM 20172310 242 8085 SH 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SH SHARED 3873 D CONSOLIDATED GRAPHICS INC COM 20934110 92 1650 SH SHARED 01 1650 D CONSOLIDATED GRAPHICS INC COM 20934110 34 611 SH SHARED 02 611 D CONSOLIDATED GRAPHICS INC COM 20934110 1726 30800 SH SHARED 10 30800 D CONSOLIDATED TOMOKA LD CO COM 21022610 129 2310 SH SHARED 2310 D CONSTANT CONTACT INC COM 21031310 33 2330 SH SHARED 2330 D CONSTELLATION BRANDS INC CL A 21036P10 11000 622570 SH SHARED 622570 D CONSTELLATION BRANDS INC CL A 21036P10 495 28070 SH SHARED 01 28070 D CONSTELLATION BRANDS INC CL A 21036P10 4536 256710 SH SHARED 02 253810 2900 D CONSTELLATION BRANDS INC CL A 21036P10 265 15000 SH SHARED 04 15000 D CONSTELLATION BRANDS INC CL A 21036P10 346 19600 SH SHARED 06 17050 2550 D CONSTELLATION BRANDS INC CL A 21036P10 2174 123046 SH SHARED 10 123046 D CONSTELLATION BRANDS INC CL A 21036P10 106 6000 SH SHR/OTHR 23 6000 D CONSTELLATION BRANDS INC CL B 21036P20 0 20 SH SHARED 02 20 D CONSTAR INTL INC NEW COM 21036U10 3 1288 SH SHARED 1288 D CONSTAR INTL INC NEW COM 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SHARED 13249 D COOPER TIRE & RUBR CO COM 21683110 201 13459 SH SHARED 01 13459 D COOPER TIRE & RUBR CO COM 21683110 64 4300 SH SHARED 02 4300 D COOPER TIRE & RUBR CO COM 21683110 11693 781105 SH SHARED 10 781105 D COOPERATIVE BANKSHARES INC COM 21684410 1 142 SH SHARED 142 D COPANO ENERGY L L C COM UNITS 21720210 355 10404 SH SHARED 10404 D COPART INC COM 21720410 240 6199 SH SHARED 6199 D COPART INC COM 21720410 1434 37000 SH SHARED 01 15200 21800 D COPART INC COM 21720410 201 5192 SH SHARED 02 5192 D COPART INC COM 21720410 131 3400 SH SHARED 10 3400 D CORCEPT THERAPEUTICS INC COM 21835210 1 586 SH SHARED 586 D CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB 6830 5000000 PRN SHARED 5000000 D CORE MARK HOLDING CO INC COM 21868110 26 917 SH SHARED 917 D CORE MARK HOLDING CO INC COM 21868110 2 86 SH SHARED 02 86 D CORE MARK HOLDING CO INC COM 21868110 45 1600 SH SHARED 10 1600 D CORE MOLDING TECHNOLOGIES IN COM 21868310 8 1128 SH SHARED 1128 D COREL CORP NEW COM 21869X10 2 221 SH SHARED 221 D CORINTHIAN COLLEGES INC COM 21886810 1591 220074 SH SHARED 220074 D CORINTHIAN COLLEGES INC COM 21886810 142 19750 SH SHARED 01 3750 16000 D CORINTHIAN COLLEGES INC COM 21886810 272 37680 SH SHARED 02 35180 2500 D CORINTHIAN COLLEGES INC COM 21886810 578 80000 SH SHARED 04 80000 D CORINTHIAN COLLEGES INC COM 21886810 123 17085 SH SHARED 10 17085 D CORN PRODS INTL INC COM 21902310 2243 60409 SH SHARED 60409 D CORN PRODS INTL INC COM 21902310 2145 57779 SH SHARED 01 36275 21504 D CORN PRODS INTL INC COM 21902310 147 3973 SH SHARED 02 3363 610 D CORN PRODS INTL INC COM 21902310 29882 804600 SH SHARED 04 804600 D CORN PRODS INTL INC COM 21902310 742 20000 SH SHARED 06 20000 D CORN PRODS INTL INC COM 21902310 87990 2369165 SH SHARED 10 1825765 543400 D CORN PRODS INTL INC COM 21902310 352 9500 SH SHARED 15 9500 D CORN PRODS INTL INC COM 21902310 3342 90000 SH SHARED 16 90000 D CORN PRODS INTL INC COM 21902310 43 1161 SH SHARED 21 1161 D CORN PRODS INTL INC COM 21902310 430 11600 SH SHR/OTHR 23 11600 D CORN PRODS INTL INC COM 21902310 659 17750 SH SHARED 24 17750 D CORNING INC COM 21935010 7 300 SH SHARED 300 D CORNING INC COM 21935010 51707 2150890 SH SHARED 2150490 400 D CORNING INC COM 21935010 7995 332582 SH SHARED 01 312886 19696 D CORNING INC COM 21935010 6264 260601 SH SHARED 02 123727 136874 D CORNING INC COM 21935010 9137 380100 SH SHARED 04 380100 D CORNING INC COM 21935010 15 650 SH SHARED 05 650 D CORNING INC COM 21935010 33133 1378259 SH SHARED 06 701509 676750 D CORNING INC COM 21935010 26676 1109676 SH SHARED 10 1109676 D CORNING INC COM 21935010 328 13652 SH SHARED 14 13652 D CORNING INC COM 21935010 4115 171200 SH SHARED 15 171200 D CORNING INC COM 21935010 4402 183147 SH SHARED 16 183147 D CORNING INC COM 21935010 274 11400 SH SHARED 19 11400 D CORNING INC COM 21935010 43 1800 SH SHR/OTHR 20 1800 D CORNING INC COM 21935010 478 19900 SH SHARED 23 19900 D CORNING INC COM 21935010 977 40650 SH SHR/OTHR 23 40650 D CORPBANCA SP ADR REG S 21987A20 3 100 SH SHARED 100 D CORPORATE EXECUTIVE BRD CO COM 21988R10 9397 232160 SH SHARED 232160 D CORPORATE EXECUTIVE BRD CO COM 21988R10 370 9150 SH SHARED 01 450 8700 D CORPORATE EXECUTIVE BRD CO COM 21988R10 122 3031 SH SHARED 02 3031 D CORPORATE EXECUTIVE BRD CO COM 21988R10 619 15300 SH SHARED 10 15300 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 73 2182 SH SHARED 2182 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 161 4800 SH SHARED 01 4800 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 2 62 SH SHARED 02 62 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1882 56000 SH SHARED 10 56000 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 212 7715 SH SHARED 7715 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 1210 44000 SH SHARED 01 5500 38500 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 42 1562 SH SHARED 02 1133 429 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 9715 353042 SH SHARED 10 353042 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 806 29300 SH SHARED 14 29300 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 8 304 SH SHARED 21 304 D CORTEX PHARMACEUTICALS INC COM NEW 22052430 0 1226 SH SHARED 1226 D CORUS BANKSHARES INC COM 22087310 714 73412 SH SHARED 73412 D CORUS BANKSHARES INC COM 22087310 148 15300 SH SHARED 01 15300 D CORUS BANKSHARES INC COM 22087310 14 1500 SH SHARED 02 1500 D CORUS BANKSHARES INC COM 22087310 3105 319165 SH SHARED 10 319165 D CORUS BANKSHARES INC COM 22087310 19 1961 SH SHARED 21 1961 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 70 4000 SH SHARED 4000 D CORVEL CORP COM 22100610 0 16 SH SHARED 16 D CORVEL CORP COM 22100610 47 1550 SH SHARED 01 1550 D CORVEL CORP COM 22100610 1110 36300 SH SHARED 10 36300 D COSI INC COM 22122P10 2 924 SH SHARED 924 D COST PLUS INC CALIF COM 22148510 3258 972830 SH SHARED 972830 D COSTCO WHSL CORP NEW COM 22160K10 47706 734286 SH SHARED 711186 23100 D COSTCO WHSL CORP NEW COM 22160K10 5373 82706 SH SHARED 01 72206 10500 D COSTCO WHSL CORP NEW COM 22160K10 345 5325 SH SHR/OTHR 01 5325 D COSTCO WHSL CORP NEW COM 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CORP QUE COM 22163N10 263 75000 SH SHARED 02 75000 D COTT CORP QUE COM 22163N10 6 1800 SH SHARED 14 1800 D COUGAR BIOTECHNOLOGY INC COM 22208310 98 4699 SH SHARED 4699 D COUNTRYWIDE FINANCIAL CORP DBCV 4/1 222372AN 6029 6813000 PRN SHARED 6813000 D COUNTRYWIDE FINANCIAL CORP DBCV 5/1 222372AP 96833 13256000 PRN SHARED 113256000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 16830 3060135 SH SHARED 3060135 D COUNTRYWIDE FINANCIAL CORP COM 22237210 354 64500 SH SHARED 01 64500 D COUNTRYWIDE FINANCIAL CORP COM 22237210 3497 635940 SH SHARED 02 630380 5560 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1 308 SH SHARED 05 308 D COUNTRYWIDE FINANCIAL CORP COM 22237210 324 58928 SH SHARED 06 54698 4230 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1321 240182 SH SHARED 10 240182 D COUNTRYWIDE FINANCIAL CORP COM 22237210 58 10691 SH SHARED 14 10691 D COURIER CORP COM 22266010 0 18 SH SHARED 18 D COURIER CORP COM 22266010 112 4500 SH SHARED 10 4500 D COUSINS PPTYS INC COM 22279510 138 5597 SH SHARED 5597 D COUSINS PPTYS INC COM 22279510 1186 48032 SH SHARED 01 34850 13182 D COUSINS PPTYS INC COM 22279510 1111 45000 SH SHR/OTHR 01 45000 D COUSINS PPTYS INC COM 22279510 157 6378 SH SHARED 02 6057 321 D COUSINS PPTYS INC COM 22279510 835 33800 SH SHARED 10 33800 D COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR 1371 1432000 PRN SHARED 1432000 D COVAD COMMUNICATIONS GROUP I COM 22281420 16 16906 SH SHARED 16906 D COVAD COMMUNICATIONS GROUP I COM 22281420 0 1 SH SHARED 02 1 D COVANCE INC COM 22281610 146 1761 SH SHARED 1761 D COVANCE INC COM 22281610 1414 17043 SH SHARED 17043 D COVANCE INC COM 22281610 1655 19952 SH SHARED 01 1152 18800 D COVANCE INC COM 22281610 60 729 SH SHARED 02 595 134 D COVANCE INC COM 22281610 1468 17700 SH SHARED 04 17700 D COVANCE INC COM 22281610 66 800 SH SHARED 06 800 D COVANCE INC COM 22281610 30540 368091 SH SHARED 10 368091 D COVANCE INC COM 22281610 24 300 SH SHARED 14 300 D COVANCE INC COM 22281610 3 40 SH SHARED 21 40 D COVANCE INC COM 22281610 66 800 SH SHR/OTHR 23 800 D COVANTA HLDG CORP COM 22282E10 31 1143 SH SHARED 1143 D COVANTA HLDG CORP COM 22282E10 950 34569 SH SHARED 34569 D COVANTA HLDG CORP COM 22282E10 678 24685 SH SHARED 01 24485 200 D COVANTA HLDG CORP COM 22282E10 116 4248 SH SHARED 02 1348 2900 D COVANTA HLDG CORP COM 22282E10 23046 838068 SH SHARED 04 838068 D COVANTA HLDG CORP COM 22282E10 27858 1013027 SH SHARED 05 1013027 D COVANTA HLDG CORP COM 22282E10 1000 36395 SH SHARED 06 36395 D COVANTA HLDG CORP COM 22282E10 1307 47559 SH SHARED 10 44659 2900 D COVANTA HLDG CORP COM 22282E10 5 200 SH SHR/OTHR 23 200 D COVENANT TRANSN GROUP INC CL A 22284P10 727 140267 SH SHARED 140267 D COVENANT TRANSN GROUP INC CL A 22284P10 7 1500 SH SHARED 02 1500 D COVENTRY HEALTH CARE INC COM 22286210 8351 206988 SH SHARED 206988 D COVENTRY HEALTH CARE INC COM 22286210 748 18550 SH SHARED 01 18550 D COVENTRY HEALTH CARE INC COM 22286210 84 2104 SH SHARED 02 2104 D COVENTRY HEALTH CARE INC COM 22286210 1422 35250 SH SHARED 04 35250 D COVENTRY HEALTH CARE INC COM 22286210 5 130 SH SHARED 05 130 D COVENTRY HEALTH CARE INC COM 22286210 1363 33792 SH SHARED 06 32327 1465 D COVENTRY HEALTH CARE INC COM 22286210 12626 312920 SH SHARED 10 312920 D COVENTRY HEALTH CARE INC COM 22286210 52 1300 SH SHARED 14 1300 D COVENTRY HEALTH CARE INC COM 22286210 172 4265 SH SHARED 21 4265 D COWEN GROUP INC COM 22362110 2 387 SH SHARED 387 D COWLITZ BANCORP LONGVIEW WAS COM 22376710 0 110 SH SHARED 110 D COWLITZ BANCORP LONGVIEW WAS COM 22376710 8 1000 SH SHARED 02 1000 D COX RADIO INC CL A 22405110 356 30032 SH SHARED 30032 D COX RADIO INC CL A 22405110 108 9130 SH SHARED 02 9130 D CRAFTMADE INTL INC COM 22413E10 5 724 SH SHARED 724 D CRANE CO COM 22439910 1262 31299 SH SHARED 31299 D CRANE CO COM 22439910 784 19450 SH SHARED 01 3850 15600 D CRANE CO COM 22439910 198 4920 SH SHARED 02 4920 D CRANE CO COM 22439910 363 9000 SH SHARED 04 9000 D CRANE CO COM 22439910 2255 55900 SH SHARED 10 46100 9800 D CRAWFORD & CO CL B 22463310 2 500 SH SHARED 500 D CRAWFORD & CO CL B 22463310 2 530 SH SHARED 01 530 D CREDIT SUISSE ASSET MGMT INC COM 22491610 362 107010 SH SHARED 107010 D CRAY INC COM NEW 22522330 2 444 SH SHARED 444 D CRAY INC COM NEW 22522330 0 130 SH SHARED 02 130 D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF 1135 1150000 PRN SHARED 1150000 D CREDENCE SYS CORP COM 22530210 2965 1744133 SH SHARED 1744133 D CREDENCE SYS CORP COM 22530210 0 255 SH SHARED 01 255 D CREDENCE SYS CORP COM 22530210 71 42300 SH SHARED 10 42300 D CREDIT ACCEP CORP MICH COM 22531010 8 568 SH SHARED 568 D CREDIT ACCEP CORP MICH COM 22531010 6 430 SH SHARED 01 430 D CREDIT ACCEP CORP MICH COM 22531010 6 440 SH SHARED 02 440 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 5192 102053 SH SHARED 102053 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 17 350 SH SHARED 01 350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 61 1215 SH SHARED 02 1215 D CREDO PETE CORP COM PAR $0.10 22543920 6 582 SH SHARED 582 D CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F10 909 294340 SH SHARED 294340 D CREE INC COM 22544710 28 1037 SH SHARED 1037 D CREE INC COM 22544710 4853 173588 SH SHARED 173588 D CREE INC COM 22544710 830 29700 SH SHARED 01 3100 26600 D CREE INC COM 22544710 319 11440 SH SHARED 02 11232 208 D CREE INC COM 22544710 10730 383778 SH SHARED 04 383778 D CREE INC COM 22544710 11944 427191 SH SHARED 05 427191 D CREE INC COM 22544710 841 30091 SH SHARED 06 30091 D CREE INC COM 22544710 265 9500 SH SHARED 10 9500 D CREE INC COM 22544710 51 1832 SH SHARED 21 1832 D CRESCENT BKG CO COM 22564610 33 3000 SH SHARED 02 3000 D CRESCENT FINL CORP COM 22574410 1 239 SH SHARED 239 D CRESUD S A C I F Y A SPONSORED ADR 22640610 201 13000 SH SHARED 13000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 113 7344 SH SHARED 7344 D CRESUD S A C I F Y A SPONSORED ADR 22640610 12117 780744 SH SHARED 04 780744 D CRESUD S A C I F Y A SPONSORED ADR 22640610 1552 100000 SH SHARED 05 100000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 3485 224577 SH SHARED 06 106520 118057 D CRESUD S A C I F Y A SPONSORED ADR 22640610 3883 250218 SH SHARED 10 250218 D CRITICAL THERAPEUTICS INC COM 22674T10 0 700 SH SHARED 700 D CRITICARE SYS INC COM 22690110 1 286 SH SHARED 286 D CROCS INC COM 22704610 3859 220906 SH SHARED 220906 D CROCS INC COM 22704610 41 2365 SH SHARED 01 2365 D CROCS INC COM 22704610 165 9460 SH SHARED 02 8460 1000 D CROCS INC COM 22704610 508 29100 SH SHARED 06 29100 D CROCS INC COM 22704610 257 14725 SH SHARED 10 14725 D CROSS A T CO CL A 22747810 1 191 SH SHARED 191 D CROSS CTRY HEALTHCARE INC COM 22748310 21 1773 SH SHARED 1773 D CROSS CTRY HEALTHCARE INC COM 22748310 2 230 SH SHARED 01 230 D CROSS CTRY HEALTHCARE INC COM 22748310 119 9660 SH SHARED 02 9660 D CROSS CTRY HEALTHCARE INC COM 22748310 188 15200 SH SHARED 10 15200 D CROSS TIMBERS RTY TR TR UNIT 22757R10 7 156 SH SHARED 156 D CROSSTEX ENERGY L P COM 22765U10 14 477 SH SHARED 477 D CROSSTEX ENERGY INC COM 22765Y10 183 5392 SH SHARED 5392 D CROSSTEX ENERGY INC COM 22765Y10 9 275 SH SHARED 02 275 D CROSSTEX ENERGY INC COM 22765Y10 184 5423 SH SHARED 10 5423 D CROWN CASTLE INTL CORP COM 22822710 3003 87069 SH SHARED 87069 D CROWN CASTLE INTL CORP COM 22822710 313 9087 SH SHARED 01 9075 12 D CROWN CASTLE INTL CORP COM 22822710 25590 741979 SH SHARED 02 722476 19503 D CROWN CASTLE INTL CORP COM 22822710 2069 60000 SH SHARED 04 60000 D CROWN CASTLE INTL CORP COM 22822710 3 100 SH SHARED 05 100 D CROWN CASTLE INTL CORP COM 22822710 100 2910 SH SHARED 06 700 2210 D CROWN CASTLE INTL CORP COM 22822710 19023 551560 SH SHARED 10 551560 D CROWN CRAFTS INC COM 22830910 0 222 SH SHARED 222 D CROWN CRAFTS INC COM 22830910 513 145805 SH SHR/OTHR 01 145805 D CROWN HOLDINGS INC COM 22836810 1413 56161 SH SHARED 56161 D CROWN HOLDINGS INC COM 22836810 411 16337 SH SHARED 02 10907 5430 D CROWN HOLDINGS INC COM 22836810 178 7100 SH SHARED 10 7100 D CROWN HOLDINGS INC COM 22836810 12 490 SH SHARED 21 490 D CROWN MEDIA HLDGS INC CL A 22841110 0 6 SH SHARED 6 D CRUCELL N V SPONSORED ADR 22876910 1 118 SH SHARED 02 118 D CRYOLIFE INC COM 22890310 175 18636 SH SHARED 18636 D CRYOLIFE INC COM 22890310 13 1480 SH SHARED 02 1480 D CRYOCOR INC COM 22901610 0 170 SH SHARED 170 D CRYSTAL RIV CAP INC COM 22939330 73 8259 SH SHARED 8259 D CRYSTAL RIV CAP INC COM 22939330 321 35955 SH SHARED 02 35955 D CRYSTAL RIV CAP INC COM 22939330 51 5800 SH SHARED 10 5800 D CTRIP COM INTL LTD ADR 22943F10 10916 205900 SH SHARED 202400 3500 D CTRIP COM INTL LTD ADR 22943F10 28776 542741 SH SHARED 542741 D CTRIP COM INTL LTD ADR 22943F10 362 6846 SH SHARED 02 6752 94 D CTRIP COM INTL LTD ADR 22943F10 20677 390000 SH SHARED 04 390000 D CTRIP COM INTL LTD ADR 22943F10 5435 102520 SH SHARED 06 49520 53000 D CUBIC CORP COM 22966910 306 10791 SH SHARED 10791 D CUBIC CORP COM 22966910 16 575 SH SHARED 01 575 D CUBIC CORP COM 22966910 52 1844 SH SHARED 02 1844 D CUBIC CORP COM 22966910 113 4000 SH SHR/OTHR 23 4000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 905 1011000 PRN SHARED 1011000 D CUBIST PHARMACEUTICALS INC COM 22967810 996 54089 SH SHARED 54089 D CUBIST PHARMACEUTICALS INC COM 22967810 742 40325 SH SHARED 01 40325 D CUBIST PHARMACEUTICALS INC COM 22967810 33 1807 SH SHARED 02 1807 D CUBIST PHARMACEUTICALS INC COM 22967810 6992 379612 SH SHARED 04 379612 D CUBIST PHARMACEUTICALS INC COM 22967810 8335 452500 SH SHARED 10 452500 D CULLEN FROST BANKERS INC COM 22989910 1476 27842 SH SHARED 16242 11600 D CULLEN FROST BANKERS INC COM 22989910 1267 23900 SH SHARED 01 2600 21300 D CULLEN FROST BANKERS INC COM 22989910 259 4899 SH SHARED 02 4899 D CULLEN FROST BANKERS INC COM 22989910 3394 64004 SH SHARED 10 64004 D CULLEN FROST BANKERS INC COM 22989910 55 1039 SH SHARED 21 1039 D CUISINE SOLUTIONS INC COM 22990410 0 173 SH SHARED 173 D CULP INC COM 23021510 1 256 SH SHARED 256 D CUMMINS INC COM 23102110 10553 225404 SH SHARED 225404 D CUMMINS INC COM 23102110 1844 39400 SH SHARED 01 39400 D CUMMINS INC COM 23102110 186 3974 SH SHARED 02 3674 300 D CUMMINS INC COM 23102110 5 120 SH SHARED 05 120 D CUMMINS INC COM 23102110 1077 23007 SH SHARED 06 21007 2000 D CUMMINS INC COM 23102110 8804 188054 SH SHARED 10 180854 7200 D CUMMINS INC COM 23102110 149 3200 SH SHR/OTHR 23 3200 D CUMULUS MEDIA INC CL A 23108210 415 65146 SH SHARED 65146 D CUMULUS MEDIA INC CL A 23108210 15 2400 SH SHARED 01 2400 D CURAGEN CORP COM 23126R10 20 25215 SH SHARED 25215 D CURAGEN CORP COM 23126R10 0 478 SH SHARED 02 478 D CURIS INC COM 23126910 2 1647 SH SHARED 1647 D CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U10 27 300 SH SHARED 02 300 D CURRENCYSHARES CDN DLR TR CDN DOLLAR SHS 23129X10 117 1200 SH SHARED 02 1200 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 502 5017 SH SHARED 01 17 5000 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 70 699 SH SHARED 02 699 D CURRENCY SHARES EURO TR EURO SHS 23130C10 71 449 SH SHARED 449 D CURRENCY SHARES EURO TR EURO SHS 23130C10 4 30 SH SHARED 01 30 D CURRENCY SHARES EURO TR EURO SHS 23130C10 171 1082 SH SHARED 02 1082 D CURRENCYSHARES MEXICAN PESO MEXICAN PES SH 23130H10 136 1448 SH SHARED 1448 D CURTISS WRIGHT CORP COM 23156110 620 14971 SH SHARED 14971 D CURTISS WRIGHT CORP COM 23156110 31 750 SH SHARED 01 750 D CURTISS WRIGHT CORP COM 23156110 103 2495 SH SHARED 02 2355 140 D CURTISS WRIGHT CORP COM 23156110 8741 210732 SH SHARED 10 210732 D CUSHING MLP TOTAL RETURN FD COM SHS 23163110 2047 122252 SH SHARED 02 122252 D CUTERA INC COM 23210910 15 1163 SH SHARED 1163 D CUTERA INC COM 23210910 5 400 SH SHARED 01 400 D CUTERA INC COM 23210910 134 10000 SH SHARED 10 10000 D CYANOTECH CORP COM PAR $0.02 23243730 0 117 SH SHARED 117 D CYBERSOURCE CORP COM 23251J10 3 242 SH SHARED 242 D CYBERSOURCE CORP COM 23251J10 138 9500 SH SHARED 01 9500 D CYBERSOURCE CORP COM 23251J10 149 10217 SH SHARED 02 10217 D CYBERSOURCE CORP COM 23251J10 16750 1146500 SH SHARED 10 1146500 D CYBERONICS INC COM 23251P10 25 1782 SH SHARED 02 1782 D CYBERONICS INC COM 23251P10 1160 80000 SH SHARED 15 80000 D CYBEROPTICS CORP COM 23251710 5 472 SH SHARED 472 D CYBEX INTL INC COM 23252E10 1 288 SH SHARED 288 D CYCLACEL PHARMACEUTICALS INC COM 23254L10 14 5000 SH SHARED 5000 D CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L20 1026 256598 SH SHARED 256598 D CYGNE DESIGNS INC COM 23255610 0 356 SH SHARED 356 D CYMER INC COM 23257210 466 17916 SH SHARED 17916 D CYMER INC COM 23257210 23 900 SH SHARED 01 900 D CYMER INC COM 23257210 2298 88280 SH SHARED 02 88280 D CYMER INC COM 23257210 6094 234059 SH SHARED 10 234059 D CYNOSURE INC CL A 23257720 401 18864 SH SHARED 18864 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 13 1851 SH SHARED 1851 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 43 6025 SH SHARED 01 6025 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 22 3164 SH SHARED 02 3164 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 2077 290111 SH SHARED 04 290111 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 1134 158400 SH SHARED 10 158400 D CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK 9488 8000000 PRN SHARED 8000000 D CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK 154 130000 PRN SHARED 02 130000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 76966 3259921 SH SHARED 3259921 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1238 52475 SH SHARED 01 3175 49300 D CYPRESS SEMICONDUCTOR CORP COM 23280610 86 3668 SH SHARED 02 2824 844 D CYPRESS SEMICONDUCTOR CORP COM 23280610 708 30000 SH SHARED 04 30000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 146 6200 SH SHARED 10 6200 D CYTOKINETICS INC COM 23282W10 7 2312 SH SHARED 2312 D CYTOKINETICS INC COM 23282W10 36 11100 SH SHARED 01 11100 D CYTOKINETICS INC COM 23282W10 1 452 SH SHARED 02 452 D CYTEC INDS INC COM 23282010 5950 110504 SH SHARED 110504 D CYTEC INDS INC COM 23282010 1321 24543 SH SHARED 01 3043 21500 D CYTEC INDS INC COM 23282010 566 10519 SH SHARED 02 10519 D CYTEC INDS INC COM 23282010 915 17000 SH SHARED 06 17000 D CYTEC INDS INC COM 23282010 188 3500 SH SHARED 10 3500 D CYTEC INDS INC COM 23282010 915 17000 SH SHARED 14 17000 D CYTOGEN CORP COM NEW 23282430 0 926 SH SHARED 926 D CYTRX CORP COM NEW 23282830 18 15860 SH SHARED 15860 D CYTOMEDIX INC COM NEW 23283B20 0 689 SH SHARED 689 D CYTORI THERAPEUTICS INC COM 23283K10 12 2626 SH SHARED 2626 D D & E COMMUNICATIONS INC COM 23286010 6 726 SH SHARED 726 D CYCLE CTRY ACCESSORIES CORP COM 23298410 0 110 SH SHARED 110 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 61 2112 SH SHARED 2112 D DCT INDUSTRIAL TRUST INC COM 23315310 66 6718 SH SHARED 6718 D DCT INDUSTRIAL TRUST INC COM 23315310 75 7600 SH SHARED 01 7600 D DCT INDUSTRIAL TRUST INC COM 23315310 3 355 SH SHARED 02 355 D DCT INDUSTRIAL TRUST INC COM 23315310 2187 219600 SH SHARED 10 219600 D DCT INDUSTRIAL TRUST INC COM 23315310 31041 3116600 SH SHARED 11 3116600 D DDI CORP COM 0.0001 NEW 23316250 1713 369330 SH SHARED 369330 D DGSE COMPANIES INC COM 23323G10 0 94 SH SHARED 94 D DNP SELECT INCOME FD COM 23325P10 54 5000 SH SHARED 01 5000 D DNP SELECT INCOME FD COM 23325P10 70 6500 SH SHARED 23 6500 D DG FASTCHANNEL INC COM 23326R10 0 5 SH SHARED 5 D DG FASTCHANNEL INC COM 23326R10 63 3300 SH SHARED 01 3300 D DG FASTCHANNEL INC COM 23326R10 2211 115300 SH SHARED 10 115300 D DPL INC COM 23329310 14281 556991 SH SHARED 556991 D DPL INC COM 23329310 1129 44062 SH SHARED 01 9500 34562 D DPL INC COM 23329310 939 36650 SH SHARED 02 34400 2250 D DPL INC COM 23329310 438 17100 SH SHARED 10 17100 D DPL INC COM 23329310 156 6100 SH SHARED 23 1100 5000 D DRI CORPORATION COM 23330F10 0 290 SH SHARED 290 D DRS TECHNOLOGIES INC COM 23330X10 45866 787004 SH SHARED 787004 D DRS TECHNOLOGIES INC COM 23330X10 751 12900 SH SHARED 01 12900 D DRS TECHNOLOGIES INC COM 23330X10 653 11209 SH SHARED 02 7909 3300 D DRS TECHNOLOGIES INC COM 23330X10 34711 595600 SH SHARED 10 595600 D DRS TECHNOLOGIES INC COM 23330X10 44 758 SH SHARED 21 758 D D R HORTON INC COM 23331A10 14081 894086 SH SHARED 894086 D D R HORTON INC COM 23331A10 572 36360 SH SHARED 01 36360 D D R HORTON INC COM 23331A10 328 20880 SH SHARED 02 20280 600 D D R HORTON INC COM 23331A10 3 200 SH SHARED 05 200 D D R HORTON INC COM 23331A10 405 25723 SH SHARED 06 23800 1923 D D R HORTON INC COM 23331A10 15344 974260 SH SHARED 10 974260 D DSP GROUP INC COM 23332B10 12 963 SH SHARED 963 D DSP GROUP INC COM 23332B10 176 13833 SH SHARED 02 13143 690 D DSP GROUP INC COM 23332B10 197 15500 SH SHARED 10 15500 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 8008 5500000 PRN SHARED 5500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 5096 3500000 PRN SHARED 02 3500000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 3092 2272000 PRN SHARED 2272000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 3486 2562000 PRN SHARED 02 2562000 D DST SYS INC DEL COM 23332610 2045 31115 SH SHARED 31115 D DST SYS INC DEL COM 23332610 1571 23900 SH SHARED 01 3700 20200 D DST SYS INC DEL COM 23332610 98 1500 SH SHR/OTHR 01 1500 D DST SYS INC DEL COM 23332610 444 6769 SH SHARED 02 6769 D DST SYS INC DEL COM 23332610 27 420 SH SHARED 06 100 320 D DST SYS INC DEL COM 23332610 637 9701 SH SHARED 10 9701 D DST SYS INC DEL COM 23332610 13 200 SH SHARED 23 200 D DST SYS INC DEL COM 23332610 13 200 SH SHR/OTHR 23 200 D DTE ENERGY CO COM 23333110 12773 328456 SH SHARED 328456 D DTE ENERGY CO COM 23333110 16392 421517 SH SHARED 01 421517 D DTE ENERGY CO COM 23333110 130 3361 SH SHARED 02 3036 325 D DTE ENERGY CO COM 23333110 5 130 SH SHARED 05 130 D DTE ENERGY CO COM 23333110 762 19600 SH SHARED 06 17800 1800 D DTE ENERGY CO COM 23333110 3440 88470 SH SHARED 10 88470 D DTE ENERGY CO COM 23333110 19 500 SH SHARED 23 500 D DTE ENERGY CO COM 23333110 7 200 SH SHR/OTHR 23 200 D DSW INC CL A 23334L10 163 12658 SH SHARED 02 12658 D DSW INC CL A 23334L10 42 3277 SH SHARED 10 3277 D DTS INC COM 23335C10 2261 94225 SH SHARED 02 93500 725 D DTS INC COM 23335C10 3 138 SH SHARED 20 138 D DTS INC COM 23335C10 14 600 SH SHARED 23 600 D DTS INC COM 23335C10 14 600 SH SHR/OTHR 23 600 D DWS HIGH INCOME TR SHS 23337C10 4 1000 SH SHARED 01 1000 D DXP ENTERPRISES INC NEW COM NEW 23337740 1280 32594 SH SHARED 32594 D DXP ENTERPRISES INC NEW COM NEW 23337740 11 300 SH SHARED 01 300 D DXP ENTERPRISES INC NEW COM NEW 23337740 58 1500 SH SHARED 02 1500 D DWS MULTI MKT INCOME TR SHS 23338L10 8 1000 SH SHARED 01 1000 D DWS STRATEGIC INCOME TR SHS 23338N10 17 1566 SH SHARED 1566 D DWS GLOBAL HIGH INCOME FD COM 23338W10 190 23004 SH SHARED 02 23004 D DWS RREEF REAL ESTATE FD II COM 23338X10 209 16979 SH SHARED 02 16979 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 139 8292 SH SHARED 8292 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 2232 132781 SH SHARED 02 132781 D DWS RREEF REAL ESTATE FD INC COM 23338410 169 10000 SH SHARED 10000 D DWS RREEF REAL ESTATE FD INC COM 23338410 356 21024 SH SHARED 02 21024 D DWS RREEF REAL ESTATE FD INC COM 23338410 64 3800 SH SHR/OTHR 20 3800 D DWS DREMAN VAL INCOME EDGE F COM 23339M10 4458 350500 SH SHARED 350500 D DWS DREMAN VAL INCOME EDGE F COM 23339M10 341 26813 SH SHARED 02 26813 D DWS RREEF WORLD REAL EST & T COM 23339T10 91 6720 SH SHARED 6720 D DWS RREEF WORLD REAL EST & T COM 23339T10 91 6725 SH SHARED 02 6725 D DAG MEDIA INC COM 23372910 0 49 SH SHARED 49 D DAKTRONICS INC COM 23426410 2 135 SH SHARED 135 D DAKTRONICS INC COM 23426410 13 750 SH SHARED 01 750 D DAKTRONICS INC COM 23426410 44 2500 SH SHARED 02 2500 D DANA HOLDING CORP COM 23582520 4018 401803 SH SHARED 401803 D DANA HOLDING CORP COM 23582520 73 7312 SH SHARED 02 7312 D DANAHER CORP DEL NOTE 1/2 235851AF 4152 3685000 PRN SHARED 02 3685000 D DANAHER CORP DEL COM 23585110 41120 540850 SH SHARED 540850 D DANAHER CORP DEL COM 23585110 4886 64274 SH SHARED 01 63474 800 D DANAHER CORP DEL COM 23585110 22 300 SH SHR/OTHR 01 300 D DANAHER CORP DEL COM 23585110 3922 51585 SH SHARED 02 49044 2541 D DANAHER CORP DEL COM 23585110 8735 114900 SH SHARED 04 114900 D DANAHER CORP DEL COM 23585110 8 110 SH SHARED 05 110 D DANAHER CORP DEL COM 23585110 2263 29770 SH SHARED 06 27400 2370 D DANAHER CORP DEL COM 23585110 14789 194516 SH SHARED 10 194516 D DANAHER CORP DEL COM 23585110 1284 16900 SH SHARED 14 16900 D DANAHER CORP DEL COM 23585110 14 186 SH SHARED 20 186 D DANAHER CORP DEL COM 23585110 572 7531 SH SHARED 21 3100 4431 D DANAHER CORP DEL COM 23585110 197 2600 SH SHR/OTHR 21 2600 D DANAHER CORP DEL COM 23585110 60 800 SH SHARED 22 800 D DANAHER CORP DEL COM 23585110 539 7100 SH SHARED 23 7100 D DANAHER CORP DEL COM 23585110 129 1700 SH SHR/OTHR 23 1700 D DANVERS BANCORP INC COM 23644210 189 18839 SH SHARED 18839 D DARA BIOSCIENCES INC COM 23703P10 0 25 SH SHARED 25 D DARDEN RESTAURANTS INC COM 23719410 10683 328220 SH SHARED 328220 D DARDEN RESTAURANTS INC COM 23719410 720 22124 SH SHARED 01 22124 D DARDEN RESTAURANTS INC COM 23719410 60 1865 SH SHARED 02 1865 D DARDEN RESTAURANTS INC COM 23719410 501 15410 SH SHARED 06 13500 1910 D DARDEN RESTAURANTS INC COM 23719410 20060 616294 SH SHARED 10 616294 D DARDEN RESTAURANTS INC COM 23719410 370 11374 SH SHARED 14 11374 D DARDEN RESTAURANTS INC COM 23719410 97 3000 SH SHR/OTHR 23 3000 D DARLING INTL INC COM 23726610 442 34141 SH SHARED 34141 D DARLING INTL INC COM 23726610 6 500 SH SHARED 01 500 D DARLING INTL INC COM 23726610 142 11000 SH SHARED 02 11000 D DARLING INTL INC COM 23726610 797 61560 SH SHARED 10 61560 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 60 2700 SH SHARED 2700 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 47 2100 SH SHARED 10 2100 D DATA DOMAIN INC COM 23767P10 2 119 SH SHARED 119 D DATA DOMAIN INC COM 23767P10 57 2400 SH SHARED 01 2400 D DATA DOMAIN INC COM 23767P10 166 7000 SH SHARED 04 7000 D DATA DOMAIN INC COM 23767P10 992 41700 SH SHARED 10 41700 D DATA I O CORP COM 23769010 0 187 SH SHARED 187 D DATAWATCH CORP COM NEW 23791720 0 105 SH SHARED 105 D DATALINK CORP COM 23793410 9 2370 SH SHARED 2370 D DATARAM CORP COM PAR $1 23810820 0 208 SH SHARED 208 D DATASCOPE CORP COM 23811310 169 4100 SH SHARED 4100 D DATASCOPE CORP COM 23811310 44 1086 SH SHARED 02 860 226 D DATASCOPE CORP COM 23811310 472 11400 SH SHARED 06 11400 D DATASCOPE CORP COM 23811310 236 5700 SH SHARED 10 5700 D DATATRAK INTL INC COM 23813410 0 354 SH SHARED 354 D DAVITA INC COM 23918K10 1577 33035 SH SHARED 33035 D DAVITA INC COM 23918K10 95 2000 SH SHARED 01 1900 100 D DAVITA INC COM 23918K10 9 200 SH SHR/OTHR 01 200 D DAVITA INC COM 23918K10 134 2812 SH SHARED 02 2612 200 D DAVITA INC COM 23918K10 5845 122400 SH SHARED 04 122400 D DAVITA INC COM 23918K10 1728 36190 SH SHARED 06 100 36090 D DAVITA INC COM 23918K10 678 14200 SH SHARED 10 14200 D DAVITA INC COM 23918K10 1671 35000 SH SHARED 14 35000 D DAWSON GEOPHYSICAL CO COM 23935910 231 3437 SH SHARED 3437 D DAWSON GEOPHYSICAL CO COM 23935910 97 1445 SH SHARED 01 1445 D DAWSON GEOPHYSICAL CO COM 23935910 1255 18600 SH SHARED 10 18600 D DAXOR CORP COM 23946710 0 39 SH SHARED 39 D DAYSTAR TECHNOLOGIES INC COM 23962Q10 1 604 SH SHARED 604 D DAYTON SUPERIOR CORP COM 24002830 0 231 SH SHARED 231 D DEALERTRACK HLDGS INC COM 24230910 99 4910 SH SHARED 4910 D DEALERTRACK HLDGS INC COM 24230910 484 23941 SH SHARED 02 23941 D DEALERTRACK HLDGS INC COM 24230910 849 42000 SH SHARED 04 42000 D DEALERTRACK HLDGS INC COM 24230910 7758 383700 SH SHARED 10 383700 D DEAN FOODS CO NEW COM 24237010 321 16000 SH SHARED 16000 D DEAN FOODS CO NEW COM 24237010 4608 229393 SH SHARED 229393 D DEAN FOODS CO NEW COM 24237010 1189 59207 SH SHARED 01 59207 D DEAN FOODS CO NEW COM 24237010 422 21043 SH SHARED 02 21043 D DEAN FOODS CO NEW COM 24237010 40585 2020180 SH SHARED 04 2020180 D DEAN FOODS CO NEW COM 24237010 13525 673250 SH SHARED 06 292000 381250 D DEAN FOODS CO NEW COM 24237010 103389 5146314 SH SHARED 10 4206214 940100 D DEAN FOODS CO NEW COM 24237010 1018 50700 SH SHARED 15 50700 D DEAN FOODS CO NEW COM 24237010 4219 210046 SH SHARED 16 210046 D DEAN FOODS CO NEW COM 24237010 311 15500 SH SHARED 19 15500 D DEAN FOODS CO NEW COM 24237010 550 27400 SH SHARED 24 27400 D DEARBORN BANCORP INC COM 24242R10 1 227 SH SHARED 227 D DEBT RESOLVE INC COM NEW 24276R20 0 172 SH SHARED 172 D DECKERS OUTDOOR CORP COM 24353710 617 5724 SH SHARED 5724 D DECKERS OUTDOOR CORP COM 24353710 1192 11060 SH SHARED 01 9960 1100 D DECKERS OUTDOOR CORP COM 24353710 1169 10850 SH SHR/OTHR 01 10850 D DECKERS OUTDOOR CORP COM 24353710 21 200 SH SHARED 02 200 D DECKERS OUTDOOR CORP COM 24353710 204 1900 SH SHARED 10 1900 D DECODE GENETICS INC COM 24358610 2 1660 SH SHARED 02 1660 D DECORATOR INDS INC COM PAR $0.20 24363120 0 70 SH SHARED 70 D DEERE & CO COM 24419910 58964 733029 SH SHARED 733029 D DEERE & CO COM 24419910 5894 73276 SH SHARED 01 66976 6300 D DEERE & CO COM 24419910 120 1500 SH SHR/OTHR 01 1500 D DEERE & CO COM 24419910 11625 144518 SH SHARED 02 116752 27766 D DEERE & CO COM 24419910 22124 275042 SH SHARED 04 275042 D DEERE & CO COM 24419910 29878 371443 SH SHARED 05 371443 D DEERE & CO COM 24419910 5928 73696 SH SHARED 06 68936 4760 D DEERE & CO COM 24419910 16438 204356 SH SHARED 10 204356 D DEERE & CO COM 24419910 337 4200 SH SHARED 14 4200 D DEERE & CO COM 24419910 1291 16050 SH SHARED 20 6530 9520 D DEERE & CO COM 24419910 143 1790 SH SHARED 23 1790 D DEERE & CO COM 24419910 370 4600 SH SHR/OTHR 23 4600 D DEERFIELD CAPITAL CORP COM 24433110 4 3007 SH SHARED 01 3007 D DEERFIELD CAPITAL CORP COM 24433110 16 11713 SH SHARED 02 11713 D DEERFIELD CAPITAL CORP COM 24433110 789 559986 SH SHARED 10 559986 D DEERFIELD CAPITAL CORP COM 24433110 0 445 SH SHARED 21 445 D DEFINED STRATEGY FD INC COM 24476Y10 20 1160 SH SHARED 1160 D DEKANIA CORP COM 24488U10 7270 762106 SH SHARED 762106 D DEL MONTE FOODS CO COM 24522P10 -269 -28269 SH SHARED -28269 D DEL MONTE FOODS CO COM 24522P10 388 40776 SH SHARED 40776 D DEL MONTE FOODS CO COM 24522P10 66 6991 SH SHARED 01 6189 802 D DEL MONTE FOODS CO COM 24522P10 564 59280 SH SHARED 02 59280 D DEL MONTE FOODS CO COM 24522P10 7570 794400 SH SHARED 04 794400 D DEL MONTE FOODS CO COM 24522P10 27841 2921450 SH SHARED 10 2921450 D DEL MONTE FOODS CO COM 24522P10 12 1339 SH SHARED 20 1339 D DEL MONTE FOODS CO COM 24522P10 22 2344 SH SHR/OTHR 21 2344 D DEL MONTE FOODS CO COM 24522P10 81 8572 SH SHARED 23 3572 5000 D DEL MONTE FOODS CO COM 24522P10 25 2678 SH SHR/OTHR 23 2678 D DELAWAR INVTS AZ MUN INCOME COM 24610010 471 38037 SH SHARED 38037 D DELCATH SYS INC COM 24661P10 1 538 SH SHARED 538 D DELEK US HLDGS INC COM 24664710 74 5871 SH SHARED 5871 D DELEK US HLDGS INC COM 24664710 7 570 SH SHARED 02 570 D DELEK US HLDGS INC COM 24664710 143 11355 SH SHARED 10 11355 D DELIA'S INC NEW COM 24691110 15 5932 SH SHARED 5932 D DELIA'S INC NEW COM 24691110 5 2000 SH SHARED 02 2000 D DELL INC COM 24702R10 343 17223 SH SHARED 703 16520 D DELL INC COM 24702R10 935563 8079662 SH SHARED 8039909 39753 D DELL INC COM 24702R10 6194 310975 SH SHARED 01 301525 9450 D DELL INC COM 24702R10 91 4575 SH SHR/OTHR 01 4575 D DELL INC COM 24702R10 1823 91538 SH SHARED 02 76485 15053 D DELL INC COM 24702R10 92986 4668000 SH SHARED 04 4668000 D DELL INC COM 24702R10 19 970 SH SHARED 05 970 D DELL INC COM 24702R10 20833 1045880 SH SHARED 06 633528 412352 D DELL INC COM 24702R10 35318 1772998 SH SHARED 10 1772998 D DELL INC COM 24702R10 1331 66825 SH SHARED 14 34800 32025 D DELL INC COM 24702R10 3750 188297 SH SHARED 16 188297 D DELL INC COM 24702R10 105 5300 SH SHARED 20 1400 3900 D DELL INC COM 24702R10 29 1500 SH SHR/OTHR 20 1500 D DELL INC COM 24702R10 33 1700 SH SHARED 21 1700 D DELL INC COM 24702R10 5 300 SH SHARED 23 300 D DELL INC COM 24702R10 227 11400 SH SHR/OTHR 23 11400 D DELPHAX TECHNOLOGIES INC COM 24712X10 0 139 SH SHARED 139 D DELPHI FINL GROUP INC CL A 24713110 6046 206873 SH SHARED 206873 D DELPHI FINL GROUP INC CL A 24713110 254 8700 SH SHARED 01 8700 D DELPHI FINL GROUP INC CL A 24713110 554 18957 SH SHARED 10 18957 D DELTA AIR LINES INC DEL COM NEW 24736170 2046 237973 SH SHARED 237973 D DELTA AIR LINES INC DEL COM NEW 24736170 33 3900 SH SHARED 01 3900 D DELTA AIR LINES INC DEL COM NEW 24736170 129 15112 SH SHARED 02 2112 13000 D DELTA AIR LINES INC DEL COM NEW 24736170 352 41000 SH SHARED 10 41000 D DELTA APPAREL INC COM 24736810 1 166 SH SHARED 166 D DELTA NAT GAS INC COM 24774810 2 86 SH SHARED 86 D DELTATHREE INC COM 24783N10 0 512 SH SHARED 512 D DELTEK INC COM 24784L10 4 310 SH SHARED 310 D DELTIC TIMBER CORP COM 24785010 1 22 SH SHARED 22 D DELTIC TIMBER CORP COM 24785010 2924 52499 SH SHARED 01 52499 D DELTIC TIMBER CORP COM 24785010 1034 18571 SH SHR/OTHR 01 18571 D DELTIC TIMBER CORP COM 24785010 52 950 SH SHARED 02 950 D DELTIC TIMBER CORP COM 24785010 462 8312 SH SHARED 22 8312 D DELTA PETE CORP NOTE 3.750% 5/0 247907AD 4842 4500000 PRN SHARED 4500000 D DELTA PETE CORP COM NEW 24790720 563 25004 SH SHARED 25004 D DELTA PETE CORP COM NEW 24790720 194 8625 SH SHARED 01 8625 D DELTA PETE CORP COM NEW 24790720 3245 144010 SH SHARED 02 113400 30610 D DELTA PETE CORP COM NEW 24790720 968 42975 SH SHARED 06 42975 D DELTA PETE CORP COM NEW 24790720 132 5899 SH SHARED 10 5899 D DENBURY RES INC COM NEW 24791620 1413 49515 SH SHARED 49515 D DENBURY RES INC COM NEW 24791620 2509 87900 SH SHARED 01 12300 75600 D DENBURY RES INC COM NEW 24791620 581 20354 SH SHARED 02 19304 1050 D DENBURY RES INC COM NEW 24791620 713 25000 SH SHARED 04 25000 D DENBURY RES INC COM NEW 24791620 79 2800 SH SHARED 06 2800 D DENBURY RES INC COM NEW 24791620 3740 131002 SH SHARED 10 131002 D DENBURY RES INC COM NEW 24791620 542 19000 SH SHARED 21 19000 D DELUXE CORP COM 24801910 3321 172894 SH SHARED 172894 D DELUXE CORP COM 24801910 672 35026 SH SHARED 01 15426 19600 D DELUXE CORP COM 24801910 179 9343 SH SHARED 02 9343 D DELUXE CORP COM 24801910 13341 694500 SH SHARED 10 694500 D DELUXE CORP COM 24801910 33 1753 SH SHR/OTHR 20 1753 D DEMANDTEC INC COM NEW 24802R50 29 2856 SH SHARED 2856 D DEMANDTEC INC COM NEW 24802R50 69 6800 SH SHARED 02 6800 D DENDREON CORP NOTE 4.750% 6/1 24823QAB 3635 5000000 PRN SHARED 5000000 D DENDREON CORP COM 24823Q10 6 1276 SH SHARED 1276 D DENDREON CORP COM 24823Q10 27 5690 SH SHARED 01 5690 D DENDREON CORP COM 24823Q10 11 2431 SH SHARED 02 2431 D DENISON MINES CORP COM 24835610 401 63900 SH SHARED 57900 6000 D DENISON MINES CORP COM 24835610 616 98000 SH SHARED 04 98000 D DENNYS CORP COM 24869P10 3094 1038445 SH SHARED 1038445 D DENTSPLY INTL INC NEW COM 24903010 5898 152814 SH SHARED 152814 D DENTSPLY INTL INC NEW COM 24903010 1922 49800 SH SHARED 01 2800 47000 D DENTSPLY INTL INC NEW COM 24903010 65 1700 SH SHR/OTHR 01 1700 D DENTSPLY INTL INC NEW COM 24903010 743 19267 SH SHARED 02 13367 5900 D DENTSPLY INTL INC NEW COM 24903010 66 1720 SH SHARED 06 200 1520 D DENTSPLY INTL INC NEW COM 24903010 2381 61690 SH SHARED 10 61690 D DENTSPLY INTL INC NEW COM 24903010 0 3 SH SHARED 14 3 D DENTSPLY INTL INC NEW COM 24903010 77 2000 SH SHARED 23 2000 D DEPOMED INC COM 24990810 3 1110 SH SHARED 1110 D DEPOMED INC COM 24990810 18 5408 SH SHARED 02 408 5000 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 3059 52704 SH SHARED 52704 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 11 200 SH SHARED 02 200 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 551 9500 SH SHR/OTHR 23 9500 D DESIGN WITHIN REACH INC COM 25055710 0 261 SH SHARED 261 D DEUTSCHE BK AG LDN BRH DBL LONG ETN38 25154H74 314 13840 SH SHARED 02 100 13740 D DEUTSCHE BK AG LDN BRH DBL SHRT ETN38 25154H75 2 100 SH SHARED 02 100 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 535 32306 SH SHARED 32306 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 13 795 SH SHARED 02 795 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 97 5896 SH SHARED 21 5896 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 74 4500 SH SHR/OTHR 23 4500 D DEVCON INTL CORP COM 25158810 0 63 SH SHARED 63 D DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ 7104 8000000 PRN SHARED 02 8000000 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 6553 156492 SH SHARED 156492 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 148 3550 SH SHARED 01 3550 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1162 27766 SH SHARED 02 15340 12426 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 3011 71900 SH SHARED 10 71900 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 18259 436000 SH SHARED 11 436000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 15 10000 PRN SHARED 01 10000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 286 191000 PRN SHARED 02 191000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 118 79000 PRN SHARED 23 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 15 10000 PRN SHR/OTHR 23 10000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 4869 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW COM 25179M10 310 2978 SH SHARED 2978 D DEVON ENERGY CORP NEW COM 25179M10 79480 761819 SH SHARED 761819 D DEVON ENERGY CORP NEW COM 25179M10 4884 46818 SH SHARED 01 45303 1515 D DEVON ENERGY CORP NEW COM 25179M10 5091 48801 SH SHARED 02 4614 44187 D DEVON ENERGY CORP NEW COM 25179M10 3651 35000 SH SHARED 04 35000 D DEVON ENERGY CORP NEW COM 25179M10 9409 90190 SH SHARED 05 90190 D DEVON ENERGY CORP NEW COM 25179M10 62480 598872 SH SHARED 06 135465 463407 D DEVON ENERGY CORP NEW COM 25179M10 577859 5538767 SH SHARED 10 5494267 44500 D DEVON ENERGY CORP NEW COM 25179M10 342 3283 SH SHARED 14 3283 D DEVON ENERGY CORP NEW COM 25179M10 446 4284 SH SHARED 23 4284 D DEVON ENERGY CORP NEW COM 25179M10 782 7500 SH SHR/OTHR 23 7500 D DEVRY INC DEL COM 25189310 141 3372 SH SHARED 3372 D DEVRY INC DEL COM 25189310 1334 31900 SH SHARED 01 14300 17600 D DEVRY INC DEL COM 25189310 451 10786 SH SHARED 02 10738 48 D DEVRY INC DEL COM 25189310 4734 113153 SH SHARED 10 113153 D DEXCOM INC NOTE 4.750% 3/1 252131AD 3348 4000000 PRN SHARED 4000000 D DEXCOM INC COM 25213110 2 678 SH SHARED 678 D DEXCOM INC COM 25213110 39 9435 SH SHARED 02 9435 D DEXCOM INC COM 25213110 621 150000 SH SHARED 04 150000 D DIAGEO P L C SPON ADR NEW 25243Q20 81 1000 SH SHARED 01 1000 D DIAGEO P L C SPON ADR NEW 25243Q20 3085 37940 SH SHARED 02 37940 D DIAGEO P L C SPON ADR NEW 25243Q20 12210 150150 SH SHARED 10 150150 D DIAGEO P L C SPON ADR NEW 25243Q20 174 2150 SH SHARED 23 2150 D DIALYSIS CORP AMER COM 25252910 1 204 SH SHARED 204 D DIALYSIS CORP AMER COM 25252910 196 27000 SH SHARED 02 27000 D DIAMOND FOODS INC COM 25260310 20 1118 SH SHARED 1118 D DIAMOND FOODS INC COM 25260310 97 5400 SH SHARED 02 5400 D DIAMOND FOODS INC COM 25260310 3987 219800 SH SHARED 10 219800 D DIAMOND HILL FINL TRNDS FD I COM 25264C10 2111 175110 SH SHARED 175110 D DIAMOND HILL INVESTMENT GROU COM NEW 25264R20 3 51 SH SHARED 51 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 8 1375 SH SHARED 1375 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 3 600 SH SHARED 01 600 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 28 4434 SH SHARED 02 4434 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 38 5900 SH SHARED 10 5900 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 18879 162193 SH SHARED 162193 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 442 3800 SH SHARED 01 3800 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 32299 277487 SH SHARED 02 275229 2258 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 120672 1036709 SH SHARED 04 1036709 D DIAMOND OFFSHORE DRILLING IN COM 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DIGIMARC CORP COM 25380710 107 10760 SH SHARED 02 10760 D DIGIRAD CORP COM 25382710 1 402 SH SHARED 402 D DIGITAL PWR CORP COM 25386210 0 82 SH SHARED 82 D DIGITAL RLTY TR INC COM 25386810 4726 133141 SH SHARED 133141 D DIGITAL RLTY TR INC COM 25386810 248 7000 SH SHARED 01 7000 D DIGITAL RLTY TR INC COM 25386810 11 318 SH SHARED 02 318 D DIGITAL RLTY TR INC COM 25386810 9075 255650 SH SHARED 10 255650 D DIGITAL RLTY TR INC COM 25386810 187054 5269127 SH SHARED 11 3061117 2208010 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB 31 31000 PRN SHARED 02 31000 D DIGITAL RIV INC COM 25388B10 894 28871 SH SHARED 28871 D DIGITAL RIV INC COM 25388B10 870 28100 SH SHARED 01 15100 13000 D DIGITAL RIV INC COM 25388B10 315 10175 SH SHARED 02 6825 3350 D DIGITAL RIV INC COM 25388B10 1068 34500 SH SHARED 04 34500 D DIGITAL RIV INC COM 25388B10 151 4903 SH SHARED 10 4903 D DIGITALFX INTL INC COM 25389E10 0 170 SH SHARED 170 D DIME CMNTY BANCSHARES COM 25392210 229 13154 SH SHARED 13154 D DIME CMNTY 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SH SHR/OTHR 23 475 D DISCOVERY LABORATORIES INC N COM 25466810 16 6880 SH SHARED 02 880 6000 D DISCOVERY HOLDING CO CL A COM 25468Y10 3874 182605 SH SHARED 182605 D DISCOVERY HOLDING CO CL A COM 25468Y10 525 24762 SH SHARED 01 24611 151 D DISCOVERY HOLDING CO CL A COM 25468Y10 225 10646 SH SHARED 02 4362 6284 D DISCOVERY HOLDING CO CL A COM 25468Y10 4 196 SH SHARED 05 196 D DISCOVERY HOLDING CO CL A COM 25468Y10 81 3834 SH SHARED 06 900 2934 D DISCOVERY HOLDING CO CL A COM 25468Y10 407 19227 SH SHARED 10 19227 D DISCOVERY HOLDING CO CL A COM 25468Y10 14 677 SH SHR/OTHR 10 677 D DISCOVERY HOLDING CO CL A COM 25468Y10 1345 63400 SH SHARED 14 63400 D DISCOVERY HOLDING CO CL A COM 25468Y10 167 7886 SH SHARED 20 7886 D DISCOVERY HOLDING CO CL A COM 25468Y10 31 1500 SH SHARED 23 1500 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 1949 1827000 PRN SHARED 02 1827000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 11737 11000000 PRN SHARED 04 11000000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 4588 4300000 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SHR/OTHR 23 66917 D DOW CHEM CO COM 26054310 755 20500 SH SHARED 24 20500 D DOWNEY FINL CORP COM 26101810 15183 826102 SH SHARED 826102 D DOWNEY FINL CORP COM 26101810 85 4640 SH SHARED 01 4640 D DOWNEY FINL CORP COM 26101810 15 825 SH SHARED 02 825 D DOWNEY FINL CORP COM 26101810 388 21128 SH SHARED 10 21128 D DOWNEY FINL CORP COM 26101810 669 36400 SH SHARED 14 36400 D DOWNEY FINL CORP COM 26101810 11 645 SH SHARED 21 645 D DRAXIS HEALTH INC COM 26150J10 0 166 SH SHARED 02 166 D DRDGOLD LIMITED SPON ADR NEW 26152H30 56 5720 SH SHARED 5720 D DRDGOLD LIMITED SPON ADR NEW 26152H30 1715 175000 SH SHARED 04 175000 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 62 2437 SH SHARED 2437 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 91 3533 SH SHARED 02 3533 D DREAMWORKS ANIMATION SKG INC CL A 26153C10 156 6070 SH SHARED 10 6070 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 255 17787 SH SHARED 17787 D DREMAN/CLAYMORE DIVID & INC COM 26153R10 2011 140049 SH SHARED 02 140049 D DRESS BARN INC NOTE 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SHARED 02 1537 D DRIL-QUIP INC COM 26203710 6768 145663 SH SHARED 10 145663 D DRUGSTORE COM INC COM 26224110 29 13266 SH SHARED 13266 D DRYCLEAN USA INC COM 26243210 0 136 SH SHARED 136 D DU PONT E I DE NEMOURS & CO COM 26353410 507 10849 SH SHARED 1509 9340 D DU PONT E I DE NEMOURS & CO COM 26353410 111997 2395146 SH SHARED 2395146 D DU PONT E I DE NEMOURS & CO COM 26353410 8395 179540 SH SHARED 01 150558 28982 D DU PONT E I DE NEMOURS & CO COM 26353410 1145 24495 SH SHR/OTHR 01 24495 D DU PONT E I DE NEMOURS & CO COM 26353410 9949 212776 SH SHARED 02 177927 34849 D DU PONT E I DE NEMOURS & CO COM 26353410 51 1100 SH SHARED 04 1100 D DU PONT E I DE NEMOURS & CO COM 26353410 36350 777387 SH SHARED 04 777387 D DU PONT E I DE NEMOURS & CO COM 26353410 43262 925204 SH SHARED 05 925204 D DU PONT E I DE NEMOURS & CO COM 26353410 6870 146936 SH SHARED 06 83339 63597 D DU PONT E I DE NEMOURS & CO COM 26353410 24523 524461 SH SHARED 10 524461 D DU PONT E I DE NEMOURS & CO COM 26353410 4467 95551 SH SHARED 14 95551 D DU PONT E I DE NEMOURS & CO COM 26353410 3179 68000 SH SHARED 15 68000 D DU PONT E I DE NEMOURS & CO COM 26353410 724 15488 SH SHARED 20 4780 10708 D DU PONT E I DE NEMOURS & CO COM 26353410 340 7284 SH SHR/OTHR 20 7284 D DU PONT E I DE NEMOURS & CO COM 26353410 428 9155 SH SHARED 21 9155 D DU PONT E I DE NEMOURS & CO COM 26353410 216 4626 SH SHARED 22 2526 2100 D DU PONT E I DE NEMOURS & CO COM 26353410 37 800 SH SHR/OTHR 22 800 D DU PONT E I DE NEMOURS & CO COM 26353410 6081 130066 SH SHARED 23 126615 3451 D DU PONT E I DE NEMOURS & CO COM 26353410 6236 133366 SH SHR/OTHR 23 133366 D DUCKWALL-ALCO STORES INC NEW COM 26414210 236 20739 SH SHARED 20739 D DUCOMMUN INC DEL COM 26414710 400 14477 SH SHARED 14477 D DUCOMMUN INC DEL COM 26414710 250 9053 SH SHARED 02 3515 5538 D DUFF & PHELPS UTIL CORP BD T COM 26432K10 10 950 SH SHARED 02 950 D DUKE ENERGY CORP NEW COM 26441C10 39030 2186583 SH SHARED 2112983 73600 D DUKE ENERGY CORP NEW COM 26441C10 21407 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26441150 1175 51525 SH SHARED 01 1725 49800 D DUKE REALTY CORP COM NEW 26441150 1479 64862 SH SHARED 02 1302 63560 D DUKE REALTY CORP COM NEW 26441150 1356 59450 SH SHARED 10 59450 D DUKE REALTY CORP COM NEW 26441150 56585 2480750 SH SHARED 11 2480750 D DUKE REALTY CORP COM NEW 26441150 12 550 SH SHARED 20 550 D DUN & BRADSTREET CORP DEL NE COM 26483E10 1912 23501 SH SHARED 23501 D DUN & BRADSTREET CORP DEL NE COM 26483E10 5230 64278 SH SHARED 01 36366 27912 D DUN & BRADSTREET CORP DEL NE COM 26483E10 130 1600 SH SHR/OTHR 01 1600 D DUN & BRADSTREET CORP DEL NE COM 26483E10 161 1987 SH SHARED 02 1987 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3336 41000 SH SHARED 04 41000 D DUN & BRADSTREET CORP DEL NE COM 26483E10 52 640 SH SHARED 06 100 540 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2947 36224 SH SHARED 10 36224 D DUN & BRADSTREET CORP DEL NE COM 26483E10 483 5942 SH SHARED 14 5942 D DUN & BRADSTREET CORP DEL NE COM 26483E10 48 600 SH SHARED 20 600 D DUN & BRADSTREET CORP DEL NE COM 26483E10 19 240 SH SHR/OTHR 21 240 D DUN & BRADSTREET CORP DEL NE COM 26483E10 16 200 SH SHARED 22 200 D DUN & BRADSTREET CORP DEL NE COM 26483E10 2567 31550 SH SHARED 23 31550 D DUN & BRADSTREET CORP DEL NE COM 26483E10 3077 37812 SH SHR/OTHR 23 37812 D DUNCAN ENERGY PARTNERS LP COM UNITS 26502610 79 4310 SH SHARED 4310 D DUNCAN ENERGY PARTNERS LP COM UNITS 26502610 1322 71550 SH SHARED 02 71550 D DUNE ENERGY INC COM NEW 26533820 1 845 SH SHARED 845 D DUPONT FABROS TECHNOLOGY INC COM 26613Q10 2828 171500 SH SHARED 171500 D DUPONT FABROS TECHNOLOGY INC COM 26613Q10 4810 291700 SH SHARED 10 291700 D DURECT CORP NOTE 6.250% 6/1 266605AB 617 366000 PRN SHARED 366000 D DURECT CORP COM 26660510 23 4516 SH SHARED 02 4516 D DUSA PHARMACEUTICALS INC COM 26689810 1 555 SH SHARED 555 D DYAX CORP COM 26746E10 1396 296513 SH SHARED 296513 D DYAX CORP COM 26746E10 204 43524 SH SHARED 02 19524 24000 D DYCOM INDS INC COM 26747510 251 20979 SH SHARED 20979 D DYCOM INDS INC COM 26747510 190 15900 SH SHARED 01 3700 12200 D DYCOM INDS INC COM 26747510 18 1530 SH SHARED 02 1530 D DYCOM INDS INC COM 26747510 1048 87300 SH SHARED 10 87300 D DYNACQ HEALTHCARE INC COM 26779V10 0 173 SH SHARED 173 D DYNAMEX INC COM 26784F10 41 1652 SH SHARED 1652 D DYNAMEX INC COM 26784F10 29 1158 SH SHARED 02 1158 D DYNAMIC MATLS CORP COM 26788810 54 1250 SH SHARED 01 1250 D DYNAMIC MATLS CORP COM 26788810 10 238 SH SHARED 10 238 D DYNAMICS RESH CORP COM 26805710 11 1183 SH SHARED 1183 D DYNATRONICS CORP COM 26815710 0 263 SH SHARED 263 D DYNAVAX TECHNOLOGIES CORP COM 26815810 2 1036 SH SHARED 1036 D DYNAVAX TECHNOLOGIES CORP COM 26815810 11 5864 SH SHARED 02 364 5500 D DYNCORP INTL INC CL A 26817C10 101 6100 SH SHARED 6100 D DYNCORP INTL INC CL A 26817C10 78 4700 SH SHARED 01 4700 D DYNCORP INTL INC CL A 26817C10 5 342 SH SHARED 02 342 D DYNCORP INTL INC CL A 26817C10 185 11129 SH SHARED 10 11129 D DYNEGY INC DEL CL A 26817G10 3970 503186 SH SHARED 503186 D DYNEGY INC DEL CL A 26817G10 587 74441 SH 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30120 D E M C CORP MASS COM 26864810 37 2600 SH SHR/OTHR 21 2600 D E M C CORP MASS COM 26864810 1182 82440 SH SHARED 22 64175 18265 D E M C CORP MASS COM 26864810 158 11025 SH SHR/OTHR 22 11025 D E M C CORP MASS COM 26864810 2323 162033 SH SHARED 23 141268 20765 D E M C CORP MASS COM 26864810 2781 193945 SH SHR/OTHR 23 193945 D EMC INS GROUP INC COM 26866410 1 40 SH SHARED 40 D EMC INS GROUP INC COM 26866410 13 508 SH SHARED 02 508 D EMS TECHNOLOGIES INC COM 26873N10 50 1855 SH SHARED 1855 D EMS TECHNOLOGIES INC COM 26873N10 4896 180400 SH SHARED 10 180400 D ENSCO INTL INC COM 26874Q10 8749 139725 SH SHARED 139725 D ENSCO INTL INC COM 26874Q10 1894 30255 SH SHARED 01 24955 5300 D ENSCO INTL INC COM 26874Q10 224 3584 SH SHR/OTHR 01 3584 D ENSCO INTL INC COM 26874Q10 23572 376440 SH SHARED 02 376040 400 D ENSCO INTL INC COM 26874Q10 70843 1131324 SH SHARED 04 1131324 D ENSCO INTL INC COM 26874Q10 7 120 SH SHARED 05 120 D ENSCO INTL INC COM 26874Q10 28513 455349 SH SHARED 06 21743 433606 D ENSCO INTL INC COM 26874Q10 46593 744070 SH SHARED 10 744070 D ENSCO INTL INC COM 26874Q10 3029 48382 SH SHARED 14 1500 46882 D ENSCO INTL INC COM 26874Q10 10165 162340 SH SHARED 16 162340 D ENSCO INTL INC COM 26874Q10 62 1000 SH SHARED 20 1000 D ENI S P A SPONSORED ADR 26874R10 4481 65799 SH SHARED 65799 D ENI S P A SPONSORED ADR 26874R10 17 250 SH SHARED 01 250 D ENI S P A SPONSORED ADR 26874R10 43 633 SH SHARED 02 633 D ENI S P A SPONSORED ADR 26874R10 117 1726 SH SHARED 21 1726 D ENI S P A SPONSORED ADR 26874R10 68 1000 SH SHR/OTHR 23 1000 D EOG RES INC COM 26875P10 95 796 SH SHARED 796 D EOG RES INC COM 26875P10 53694 447451 SH SHARED 447451 D EOG RES INC COM 26875P10 3922 32686 SH SHARED 01 24251 8435 D EOG RES INC COM 26875P10 360 3000 SH SHR/OTHR 01 3000 D EOG RES INC COM 26875P10 604 5038 SH SHARED 02 4478 560 D EOG RES INC COM 26875P10 960 8000 SH SHARED 04 8000 D EOG RES INC COM 26875P10 15 130 SH SHARED 05 130 D EOG RES INC COM 26875P10 3162 26350 SH SHARED 06 23600 2750 D EOG RES INC COM 26875P10 111132 926107 SH SHARED 10 892107 34000 D EOG RES INC COM 26875P10 420 3500 SH SHARED 14 3500 D EOG RES INC COM 26875P10 71 595 SH SHARED 20 135 460 D EOG RES INC COM 26875P10 6 50 SH SHR/OTHR 21 50 D EOG RES INC COM 26875P10 322 2685 SH SHARED 22 1846 839 D EOG RES INC COM 26875P10 37 313 SH SHR/OTHR 22 313 D EOG RES INC COM 26875P10 478 3990 SH SHARED 23 3765 225 D EOG RES INC COM 26875P10 36 300 SH SHR/OTHR 23 300 D EON COMMUNICATIONS CORP COM 26876310 0 259 SH SHARED 259 D EP MEDSYSTEMS INC COM 26881P10 1 670 SH SHARED 670 D EPIX PHARMACEUTICALS INC COM NEW 26881Q30 1 940 SH SHARED 940 D EPIX PHARMACEUTICALS INC COM NEW 26881Q30 0 442 SH SHARED 02 442 D EPIQ SYS INC COM 26882D10 54 3513 SH SHARED 02 3513 D ESB FINL CORP COM 26884F10 2 295 SH SHARED 295 D EAGLE BANCORP INC MD COM 26894810 3 246 SH SHARED 246 D ESS TECHNOLOGY INC COM 26915110 45 30628 SH SHARED 30628 D E TRADE FINANCIAL CORP COM 26924610 3405 882333 SH SHARED 882333 D E TRADE FINANCIAL CORP 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27743210 60 967 SH SHARED 23 911 56 D EASTMAN CHEM CO COM 27743210 4 75 SH SHR/OTHR 23 75 D EASTMAN KODAK CO COM 27746110 20196 1142969 SH SHARED 1142969 D EASTMAN KODAK CO COM 27746110 784 44400 SH SHARED 01 40800 3600 D EASTMAN KODAK CO COM 27746110 23065 1305342 SH SHARED 02 1305342 D EASTMAN KODAK CO COM 27746110 1 110 SH SHARED 05 110 D EASTMAN KODAK CO COM 27746110 537 30400 SH SHARED 06 26800 3600 D EASTMAN KODAK CO COM 27746110 2594 146838 SH SHARED 10 146838 D EASTMAN KODAK CO COM 27746110 1767 100000 SH SHARED 15 100000 D EASTMAN KODAK CO COM 27746110 22 1250 SH SHARED 20 1250 D EASTMAN KODAK CO COM 27746110 22 1250 SH SHR/OTHR 20 1250 D EASTMAN KODAK CO COM 27746110 68 3870 SH SHARED 23 3645 225 D EASTMAN KODAK CO COM 27746110 164 9300 SH SHR/OTHR 23 9300 D EASYLINK SERVICES INTL CORP CL A 27785810 1 633 SH SHARED 633 D EATON CORP COM 27805810 82975 1041489 SH SHARED 1041489 D EATON CORP COM 27805810 1449 18190 SH SHARED 01 18190 D EATON CORP COM 27805810 1384 17377 SH 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27828V10 762 50069 SH SHARED 50069 D EATON VANCE TX MNG BY WRT OP COM 27828Y10 123 7752 SH SHARED 02 7752 D EATON VANCE TXMGD GL BUYWR O COM 27829C10 2121 133455 SH SHARED 02 133455 D EATON VANCE TAX MNG GBL DV E COM 27829F10 7226 460600 SH SHARED 460600 D EATON VANCE TAX MNG GBL DV E COM 27829F10 5533 352678 SH SHARED 02 352678 D EATON VANCE RISK MNGD DIV EQ COM 27829G10 61 3375 SH SHARED 02 3375 D EBAY INC COM 27864210 29 1000 SH SHARED 1000 D EBAY INC COM 27864210 52879 1772100 SH SHARED 1752600 19500 D EBAY INC COM 27864210 4392 147202 SH SHARED 01 147202 D EBAY INC COM 27864210 6138 205722 SH SHARED 02 183421 22301 D EBAY INC COM 27864210 67328 2256300 SH SHARED 04 2256300 D EBAY INC COM 27864210 14 490 SH SHARED 05 490 D EBAY INC COM 27864210 6430 215508 SH SHARED 06 203758 11750 D EBAY INC COM 27864210 46189 1547895 SH SHARED 10 1547895 D EBAY INC COM 27864210 1514 50760 SH SHARED 14 15700 35060 D EBAY INC COM 27864210 21 729 SH SHARED 20 729 D EBAY INC COM 27864210 23 800 SH SHR/OTHR 23 800 D EBIX INC COM NEW 27871520 18 252 SH SHARED 252 D EBIX INC COM NEW 27871520 44 600 SH SHARED 02 600 D ECHELON CORP COM 27874N10 50 3746 SH SHARED 3746 D ECHELON CORP COM 27874N10 76 5674 SH SHARED 02 5674 D ECHELON CORP COM 27874N10 4 325 SH SHARED 22 325 D ECHOSTAR CORP CL A 27876810 1323 44794 SH SHARED 44794 D ECHOSTAR CORP CL A 27876810 18 626 SH SHARED 01 626 D ECHOSTAR CORP CL A 27876810 57 1944 SH SHARED 02 1944 D ECHOSTAR CORP CL A 27876810 88 2980 SH SHARED 06 2980 D ECHOSTAR CORP CL A 27876810 56 1900 SH SHARED 10 1900 D ECHOSTAR CORP CL A 27876810 17 600 SH SHARED 23 600 D ECLIPSYS CORP COM 27885610 277 14154 SH SHARED 14154 D ECLIPSYS CORP COM 27885610 1231 62800 SH SHARED 01 62800 D ECLIPSYS CORP COM 27885610 370 18880 SH SHARED 02 9280 9600 D ECLIPSYS CORP COM 27885610 1741 88815 SH SHARED 10 88815 D ECOLAB INC COM 27886510 18168 418341 SH SHARED 418341 D ECOLAB INC COM 27886510 1247 28721 SH SHARED 01 28281 440 D ECOLAB INC COM 27886510 60 1400 SH SHR/OTHR 01 1400 D ECOLAB INC COM 27886510 540 12443 SH SHARED 02 10303 2140 D ECOLAB INC COM 27886510 820 18900 SH SHARED 06 17350 1550 D ECOLAB INC COM 27886510 42401 976308 SH SHARED 10 930608 45700 D ECOLAB INC COM 27886510 2171 50000 SH SHARED 15 50000 D ECOLAB INC COM 27886510 175 4050 SH SHARED 21 4050 D ECOLAB INC COM 27886510 12 280 SH SHR/OTHR 22 280 D ECOLAB INC COM 27886510 421 9700 SH SHARED 23 9700 D ECOLAB INC COM 27886510 801 18450 SH SHR/OTHR 23 18450 D ECOLOGY & ENVIRONMENT INC CL A 27887810 0 32 SH SHARED 32 D EDAC TECHNOLOGIES CORP COM 27928510 0 109 SH SHARED 109 D EDAC TECHNOLOGIES CORP COM 27928510 192 30000 SH SHR/OTHR 01 30000 D EDEN BIOSCIENCE CORP COM PAR $.0025 27944587 0 48 SH SHARED 48 D EDGAR ONLINE INC COM 27976510 1 550 SH SHARED 550 D EDGE PETE CORP DEL COM 27986210 0 195 SH SHARED 01 195 D EDGE PETE CORP DEL COM 27986210 47 11700 SH SHARED 10 11700 D EDGE PETE CORP DEL PFD CONV A 27986220 9356 351100 SH SHARED 351100 D EDGEWATER TECHNOLOGY INC COM 28035810 6 1167 SH SHARED 1167 D EDGEWATER TECHNOLOGY INC COM 28035810 7 1380 SH SHARED 02 1380 D EDGEWATER TECHNOLOGY INC COM 28035810 95 18275 SH SHARED 10 18275 D EDIETS COM INC COM 28059710 1 262 SH SHARED 262 D EDISON INTL COM 28102010 635 12960 SH SHARED 11245 1715 D EDISON INTL COM 28102010 33998 693565 SH SHARED 664365 29200 D EDISON INTL COM 28102010 14557 296963 SH SHARED 01 245065 51898 D EDISON INTL COM 28102010 2142 43707 SH SHR/OTHR 01 43707 D EDISON INTL COM 28102010 1296 26439 SH SHARED 02 20889 5550 D EDISON INTL COM 28102010 330 6739 SH SHARED 04 6739 D EDISON INTL COM 28102010 1343 27410 SH SHARED 04 27410 D EDISON INTL COM 28102010 7 150 SH SHARED 05 150 D EDISON INTL COM 28102010 1791 36545 SH SHARED 06 33015 3530 D EDISON INTL COM 28102010 47744 973982 SH SHARED 10 876807 97175 D EDISON INTL COM 28102010 881 17983 SH SHARED 14 17983 D EDISON INTL COM 28102010 2410 49175 SH SHARED 19 49175 D EDISON INTL COM 28102010 2009 41003 SH SHARED 20 31218 125 9660 D EDISON INTL COM 28102010 171 3500 SH SHR/OTHR 20 3500 D EDISON INTL COM 28102010 100 2050 SH SHARED 21 2050 D EDISON INTL COM 28102010 34 700 SH SHR/OTHR 21 700 D EDISON INTL COM 28102010 929 18961 SH SHARED 22 18035 926 D EDISON INTL COM 28102010 92 1893 SH SHR/OTHR 22 1893 D EDISON INTL COM 28102010 2507 51149 SH SHARED 23 37334 13815 D EDISON INTL COM 28102010 1600 32655 SH SHR/OTHR 23 32655 D EDUCATION RLTY TR INC COM 28140H10 14780 1175854 SH SHARED 1175854 D EDUCATION RLTY TR INC COM 28140H10 776 61800 SH SHARED 10 61800 D EDUCATIONAL DEV CORP COM 28147910 0 73 SH SHARED 73 D EDWARDS LIFESCIENCES CORP COM 28176E10 1132 25427 SH SHARED 21727 3700 D EDWARDS LIFESCIENCES CORP COM 28176E10 1820 40874 SH SHARED 40874 D EDWARDS LIFESCIENCES CORP COM 28176E10 15808 354839 SH SHARED 01 226930 127909 D EDWARDS LIFESCIENCES CORP COM 28176E10 3414 76653 SH SHR/OTHR 01 76653 D EDWARDS LIFESCIENCES CORP COM 28176E10 49 1102 SH SHARED 02 1042 60 D EDWARDS LIFESCIENCES CORP COM 28176E10 520 11680 SH SHARED 04 11680 D EDWARDS LIFESCIENCES CORP COM 28176E10 315 7090 SH SHARED 10 4791 2299 D EDWARDS LIFESCIENCES CORP COM 28176E10 3885 87210 SH SHARED 19 87210 D EDWARDS LIFESCIENCES CORP COM 28176E10 1875 42090 SH SHARED 20 34765 160 7165 D EDWARDS LIFESCIENCES CORP COM 28176E10 534 12000 SH SHR/OTHR 20 12000 D EDWARDS LIFESCIENCES CORP COM 28176E10 82 1850 SH SHARED 21 1850 D EDWARDS LIFESCIENCES CORP COM 28176E10 1156 25950 SH SHARED 22 20125 5825 D EDWARDS LIFESCIENCES CORP COM 28176E10 265 5950 SH SHR/OTHR 22 5950 D EDWARDS LIFESCIENCES CORP COM 28176E10 1996 44825 SH SHARED 23 42325 2500 D EDWARDS LIFESCIENCES CORP COM 28176E10 1874 42085 SH SHR/OTHR 23 42085 D EHEALTH INC COM 28238P10 28 1300 SH SHARED 01 1300 D EHEALTH INC COM 28238P10 10600 480323 SH SHARED 10 480323 D EINSTEIN NOAH REST GROUP INC COM 28257U10 18 2126 SH SHARED 2126 D 8X8 INC NEW COM 28291410 288 294610 SH SHARED 294610 D EL PASO CORP COM 28336L10 10471 629323 SH SHARED 620823 8500 D EL PASO CORP COM 28336L10 2513 151035 SH SHARED 01 129340 21695 D EL PASO CORP COM 28336L10 495 29759 SH SHARED 02 4495 25264 D EL PASO CORP COM 28336L10 1497 90000 SH SHARED 04 90000 D EL PASO CORP COM 28336L10 7 436 SH SHARED 05 436 D EL PASO CORP COM 28336L10 1191 71580 SH SHARED 06 65300 6280 D EL PASO CORP COM 28336L10 5461 328228 SH SHARED 10 328228 D EL PASO CORP COM 28336L10 342 20558 SH SHARED 14 20558 D EL PASO CORP COM 28336L10 17 1034 SH SHARED 21 1034 D EL PASO CORP COM 28336L10 812 48800 SH SHARED 23 48800 D EL PASO ELEC CO COM NEW 28367785 406 19006 SH SHARED 19006 D EL PASO ELEC CO COM NEW 28367785 361 16900 SH SHARED 01 16900 D EL PASO ELEC CO COM NEW 28367785 363 17005 SH SHARED 02 17005 D EL PASO ELEC CO COM NEW 28367785 598 28000 SH SHARED 10 28000 D EL PASO ELEC CO COM NEW 28367785 42 2000 SH SHARED 23 2000 D EL PASO PIPELINE PARTNERS L COM UNIT LPI 28370210 4704 207623 SH SHARED 207623 D EL PASO PIPELINE PARTNERS L COM UNIT LPI 28370210 11 500 SH SHARED 02 500 D ELAN PLC ADR 28413120 7735 370811 SH SHARED 370311 500 D ELAN PLC ADR 28413120 8 400 SH SHARED 400 D ELAN PLC ADR 28413120 58 2825 SH SHARED 02 325 2500 D ELAN PLC ADR 28413120 156 7500 SH SHARED 22 4272 3228 D ELECSYS CORP COM 28473M10 0 70 SH SHARED 70 D ELDORADO GOLD CORP NEW COM 28490210 4957 726923 SH SHARED 726923 D ELDORADO GOLD CORP NEW COM 28490210 1023 150000 SH SHARED 04 150000 D ELDORADO GOLD CORP NEW COM 28490210 4 600 SH SHARED 06 600 D ELDORADO GOLD CORP NEW COM 28490210 23441 3437200 SH SHARED 10 3437200 D ELECTRO ENERGY INC COM 28510610 0 435 SH SHARED 435 D ELECTRO OPTICAL SCIENCES INC COM 28519210 2 367 SH SHARED 367 D ELECTRO RENT CORP COM 28521810 10 696 SH SHARED 696 D ELECTRO RENT CORP COM 28521810 45 2979 SH SHARED 02 2979 D ELECTRO RENT CORP COM 28521810 253 16700 SH SHARED 10 16700 D ELECTRO SCIENTIFIC INDS COM 28522910 67 4115 SH SHARED 4115 D ELECTRO SCIENTIFIC INDS COM 28522910 27 1662 SH SHARED 02 1662 D ELECTRO SCIENTIFIC INDS COM 28522910 240 14586 SH SHARED 10 14586 D ELECTRO-SENSORS INC COM 28523310 0 50 SH SHARED 50 D ELECTROGLAS INC COM 28532410 5 4089 SH SHARED 4089 D ELECTROGLAS INC COM 28532410 14 10000 SH SHARED 02 10000 D ELECTRONIC ARTS INC COM 28551210 27664 554179 SH SHARED 554179 D ELECTRONIC ARTS INC COM 28551210 9132 182943 SH SHARED 01 110908 72035 D ELECTRONIC ARTS INC COM 28551210 1517 30394 SH SHR/OTHR 01 30394 D ELECTRONIC ARTS INC COM 28551210 3123 62579 SH SHARED 02 45552 17027 D ELECTRONIC ARTS INC COM 28551210 43080 863000 SH SHARED 04 863000 D ELECTRONIC ARTS INC COM 28551210 4 100 SH SHARED 05 100 D ELECTRONIC ARTS INC COM 28551210 2434 48760 SH SHARED 06 26000 22760 D ELECTRONIC ARTS INC COM 28551210 53679 1075304 SH SHARED 10 1039309 35995 D ELECTRONIC ARTS INC COM 28551210 1479 29630 SH SHARED 20 23075 150 6405 D ELECTRONIC ARTS INC COM 28551210 496 9950 SH SHR/OTHR 20 9950 D ELECTRONIC ARTS INC COM 28551210 34 700 SH SHARED 21 700 D ELECTRONIC ARTS INC COM 28551210 9 200 SH SHR/OTHR 21 200 D ELECTRONIC ARTS INC COM 28551210 779 15608 SH SHARED 22 12043 3565 D ELECTRONIC ARTS INC COM 28551210 67 1355 SH SHR/OTHR 22 1355 D ELECTRONIC ARTS INC COM 28551210 1408 28206 SH SHARED 23 24776 3430 D ELECTRONIC ARTS INC COM 28551210 1008 20205 SH SHR/OTHR 23 20205 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 1330 1367000 PRN SHARED 1367000 D ELECTRONIC DATA SYS NEW COM 28566110 13692 822374 SH SHARED 822374 D ELECTRONIC DATA SYS NEW COM 28566110 1202 72230 SH SHARED 01 72230 D ELECTRONIC DATA SYS NEW COM 28566110 177 10675 SH SHARED 02 9675 1000 D ELECTRONIC DATA SYS NEW COM 28566110 1165 70000 SH SHARED 04 70000 D ELECTRONIC DATA SYS NEW COM 28566110 3 210 SH SHARED 05 210 D ELECTRONIC DATA SYS NEW COM 28566110 1021 61380 SH SHARED 06 56000 5380 D ELECTRONIC DATA SYS NEW COM 28566110 3856 231610 SH SHARED 10 231610 D ELECTRONIC DATA SYS NEW COM 28566110 783 47085 SH SHARED 14 47085 D ELECTRONIC DATA SYS NEW COM 28566110 0 48 SH SHARED 23 48 D ELECTRONIC DATA SYS NEW COM 28566110 1 100 SH SHR/OTHR 23 100 D ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA 795 807000 PRN SHARED 807000 D ELECTRONICS FOR IMAGING INC COM 28608210 0 6 SH SHARED 6 D ELECTRONICS FOR IMAGING INC COM 28608210 26 1800 SH SHARED 02 1800 D ELECTRONICS FOR IMAGING INC COM 28608210 414 27750 SH SHARED 10 27750 D ELITE PHARMACEUTICALS INC CL A NEW 28659T20 28 31352 SH SHARED 31352 D ELIZABETH ARDEN INC COM 28660G10 49394 2475891 SH SHARED 2475891 D ELIZABETH ARDEN INC COM 28660G10 202 10160 SH SHARED 02 10160 D ELIZABETH ARDEN INC COM 28660G10 195 9800 SH SHARED 10 9800 D ELIXIR GAMING TECHNOLOGIES I COM 28661G10 4 2231 SH SHARED 2231 D ELLIS PERRY INTL INC COM 28885310 628 28783 SH SHARED 28783 D ELLIS PERRY INTL INC COM 28885310 74 3400 SH SHARED 01 3400 D ELLIS PERRY INTL INC COM 28885310 4439 203350 SH SHARED 10 203350 D ELMIRA SVGS BK FSB N Y COM 28966010 0 38 SH SHARED 38 D ELOYALTY CORP COM NEW 29015130 1 174 SH SHARED 174 D ELOYALTY CORP COM NEW 29015130 7 951 SH SHARED 02 951 D ELRON ELECTR INDS LTD ORD 29016010 0 4 SH SHARED 4 D ELRON ELECTR INDS LTD ORD 29016010 233 27500 SH SHARED 02 27500 D EMAGEON INC COM 29076V10 2 1139 SH SHARED 1139 D EMBARQ CORP COM 29078E10 16076 400913 SH SHARED 354013 46900 D EMBARQ CORP COM 29078E10 727 18132 SH SHARED 01 16832 1300 D EMBARQ CORP COM 29078E10 25 633 SH SHR/OTHR 01 633 D EMBARQ CORP COM 29078E10 4307 107427 SH SHARED 02 107144 283 D EMBARQ CORP COM 29078E10 2005 50000 SH SHARED 04 50000 D EMBARQ CORP COM 29078E10 2 63 SH SHARED 05 63 D EMBARQ CORP COM 29078E10 827 20635 SH SHARED 06 18635 2000 D EMBARQ CORP COM 29078E10 59914 1494122 SH SHARED 10 1484222 9900 D EMBARQ CORP COM 29078E10 253 6327 SH SHARED 14 6327 D EMBARQ CORP COM 29078E10 0 22 SH SHARED 23 22 D EMBARQ CORP COM 29078E10 5 125 SH SHR/OTHR 23 125 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 26 667 SH SHARED 667 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 19 500 SH SHR/OTHR 01 500 D EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M10 1422 35993 SH SHARED 10 35993 D EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 88 4226 SH SHARED 4226 D EMCOR GROUP INC COM 29084Q10 1100 49540 SH SHARED 49540 D EMCOR GROUP INC COM 29084Q10 444 20000 SH SHARED 01 20000 D EMCOR GROUP INC COM 29084Q10 400 18020 SH SHARED 02 17580 440 D EMCOR GROUP INC COM 29084Q10 29141 1312083 SH SHARED 10 1312083 D EMCORE CORP COM 29084610 2 400 SH SHARED 400 D EMCORE CORP COM 29084610 26 4544 SH SHARED 4544 D EMCORE CORP COM 29084610 130 22600 SH SHARED 02 22600 D EMCORE CORP COM 29084610 961 167000 SH SHARED 04 167000 D EMCORE CORP COM 29084610 1019 177000 SH SHARED 05 177000 D EMCORE CORP COM 29084610 57 9944 SH SHARED 06 9944 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 8 937 SH SHARED 937 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 1 65 SH SHARED 65 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 639 25900 SH SHARED 01 25900 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 925 37500 SH SHR/OTHR 01 37500 D EMERITUS CORP COM 29100510 6 300 SH SHARED 300 D EMERITUS CORP COM 29100510 62 3000 SH SHARED 02 3000 D EMERITUS CORP COM 29100510 42 2046 SH SHARED 10 2046 D EMERSON ELEC CO COM 29101110 70 1364 SH SHARED 1364 D EMERSON ELEC CO COM 29101110 51617 1003053 SH SHARED 957703 45350 D EMERSON ELEC CO COM 29101110 11197 217590 SH SHARED 01 118841 98749 D EMERSON ELEC CO COM 29101110 2454 47688 SH SHR/OTHR 01 47688 D EMERSON ELEC CO COM 29101110 2603 50589 SH SHARED 02 26870 23719 D EMERSON ELEC CO COM 29101110 37092 720798 SH SHARED 04 720798 D EMERSON ELEC CO COM 29101110 33565 652269 SH SHARED 05 652269 D EMERSON ELEC CO COM 29101110 32902 639371 SH SHARED 06 271638 367733 D EMERSON ELEC CO COM 29101110 78947 1534146 SH SHARED 10 1480146 54000 D EMERSON ELEC CO COM 29101110 41 800 SH SHR/OTHR 10 800 D EMERSON ELEC CO COM 29101110 2145 41684 SH SHARED 14 41684 D EMERSON ELEC CO COM 29101110 823 16000 SH SHARED 15 16000 D EMERSON ELEC CO COM 29101110 344 6700 SH SHARED 19 6700 D EMERSON ELEC CO COM 29101110 4513 87702 SH SHARED 20 12788 74914 D EMERSON ELEC CO COM 29101110 1709 33220 SH SHR/OTHR 20 33220 D EMERSON ELEC CO COM 29101110 277 5400 SH SHARED 21 5400 D EMERSON ELEC CO COM 29101110 1235 24000 SH SHR/OTHR 21 24000 D EMERSON ELEC CO COM 29101110 725 14100 SH SHARED 22 12500 1600 D EMERSON ELEC CO COM 29101110 49 964 SH SHR/OTHR 22 964 D EMERSON ELEC CO COM 29101110 7446 144710 SH SHARED 23 136810 7900 D EMERSON ELEC CO COM 29101110 9141 177635 SH SHR/OTHR 23 177635 D EMERSON RADIO CORP COM NEW 29108720 54 47718 SH SHARED 47718 D EMISPHERE TECHNOLOGIES INC COM 29134510 1715 1027459 SH SHARED 1027459 D EMISPHERE TECHNOLOGIES INC COM 29134510 69 41558 SH SHARED 02 41558 D EMMIS COMMUNICATIONS CORP CL A 29152510 8 2523 SH SHARED 2523 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 13362 508676 SH SHARED 508676 D EMPIRE DIST ELEC CO COM 29164110 66 3288 SH SHARED 3288 D EMPIRE DIST ELEC CO COM 29164110 469 23200 SH SHARED 10 23200 D EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB 818 1269000 PRN SHARED 1269000 D EMPIRE RESORTS INC COM 29205210 1 1326 SH SHARED 1326 D EMPIRE RESORTS INC COM 29205210 0 500 SH SHARED 02 500 D EMPIRE RES INC DEL COM 29206E10 3 830 SH SHARED 830 D EMPLOYERS HOLDINGS INC COM 29221810 74 4038 SH SHARED 4038 D EMPLOYERS HOLDINGS INC COM 29221810 435 23500 SH SHARED 10 23500 D EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A10 292 14925 SH SHARED 14925 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 576 11798 SH SHARED 11798 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 14166 289700 SH SHARED 01 289700 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 1222 25000 SH SHARED 04 25000 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 144 6100 SH SHARED 6100 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 605 25590 SH SHARED 25590 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 814 34450 SH SHARED 02 34450 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 4730 200000 SH SHARED 04 200000 D EMRISE CORP COM 29246J10 0 60 SH SHARED 02 60 D EN POINTE TECHNOLOGIES INC COM 29247F10 0 143 SH SHARED 143 D EMULEX CORP COM NEW 29247520 2173 133816 SH SHARED 133816 D EMULEX CORP COM NEW 29247520 476 29325 SH SHARED 01 29325 D EMULEX CORP COM NEW 29247520 284 17549 SH SHARED 02 13614 3935 D EMULEX CORP COM NEW 29247520 6705 412900 SH SHARED 10 412900 D ENBRIDGE INC COM 29250N10 1240 30134 SH SHARED 30134 D ENBRIDGE INC COM 29250N10 32 796 SH SHARED 01 796 D ENBRIDGE INC COM 29250N10 11 275 SH SHARED 02 275 D ENBRIDGE INC COM 29250N10 87014 2114057 SH SHARED 04 2114057 D ENBRIDGE INC COM 29250N10 8 200 SH SHARED 05 200 D ENBRIDGE INC COM 29250N10 135 3286 SH SHARED 06 1436 1850 D ENBRIDGE INC COM 29250N10 21955 533410 SH SHARED 10 392210 141200 D ENBRIDGE INC COM 29250N10 1103 26800 SH SHARED 24 26800 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 27948 587772 SH SHARED 587772 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 2176 45770 SH SHARED 02 45770 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 14 299 SH SHARED 299 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 373 7673 SH SHARED 02 7673 D ENCANA CORP COM 29250510 2840 37492 SH SHARED 37492 D ENCANA CORP COM 29250510 524 6920 SH SHARED 01 2842 4078 D ENCANA CORP COM 29250510 37 500 SH SHR/OTHR 01 500 D ENCANA CORP COM 29250510 2340 30901 SH SHARED 02 16000 14901 D ENCANA CORP COM 29250510 171040 2257964 SH SHARED 04 2257964 D ENCANA CORP COM 29250510 24 324 SH SHARED 05 324 D ENCANA CORP COM 29250510 1120 14792 SH SHARED 06 10942 3850 D ENCANA CORP COM 29250510 35026 462396 SH SHARED 10 378496 83900 D ENCANA CORP COM 29250510 2977 39313 SH SHARED 14 12000 27313 D ENCANA CORP COM 29250510 4545 60000 SH SHARED 16 60000 D ENCANA CORP COM 29250510 694 9164 SH SHARED 20 9164 D ENCANA CORP COM 29250510 15 205 SH SHARED 21 205 D ENCANA CORP COM 29250510 45 600 SH SHR/OTHR 22 600 D ENCANA CORP COM 29250510 666 8800 SH SHARED 23 4800 4000 D ENCANA CORP COM 29250510 378 5000 SH SHR/OTHR 23 5000 D ENCANA CORP COM 29250510 1249 16500 SH SHARED 24 16500 D ENCISION INC COM 29254Q10 0 97 SH SHARED 97 D ENCORE BANCSHARES INC COM 29255V20 0 53 SH SHARED 53 D ENCORE ACQUISITION CO COM 29255W10 7 195 SH SHARED 195 D ENCORE ACQUISITION CO COM 29255W10 696 17300 SH SHARED 01 17300 D ENCORE ACQUISITION CO COM 29255W10 8 200 SH SHARED 02 200 D ENCORE ACQUISITION CO COM 29255W10 8 200 SH SHARED 06 200 D ENCORE ACQUISITION CO COM 29255W10 1131 28079 SH SHARED 10 28079 D ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB 20597 30425008 PRN SHARED 30425008 D ENCORE CAP GROUP INC COM 29255410 0 30 SH SHARED 30 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 2722 2833000 PRN SHARED 2833000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 0 400 SH SHARED 400 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 0 290 SH SHARED 290 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 1 722 SH SHARED 02 722 D ENCORE WIRE CORP COM 29256210 65 3617 SH SHARED 3617 D ENCORE WIRE CORP COM 29256210 14 800 SH SHARED 01 800 D ENCORE WIRE CORP COM 29256210 91 5010 SH SHARED 02 5010 D ENCORE WIRE CORP COM 29256210 1462 80300 SH SHARED 10 80300 D ENCORE ENERGY PARTNERS LP COM UNIT 29257A10 5 246 SH SHARED 246 D ENCORE ENERGY PARTNERS LP COM UNIT 29257A10 42 2000 SH SHARED 02 2000 D ENCORIUM GROUP INC COM 29257R10 0 394 SH SHARED 394 D ENDEAVOUR SILVER CORP COM 29258Y10 16 4737 SH SHARED 4737 D ENDEAVOUR INTL CORP COM 29259G10 3 2913 SH SHARED 2913 D ENDWAVE CORP COM NEW 29264A20 1 314 SH SHARED 314 D ENDWAVE CORP COM NEW 29264A20 66 10986 SH SHARED 02 360 10626 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 2526 105541 SH SHARED 105541 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1235 51610 SH SHARED 01 10510 41100 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 432 18073 SH SHARED 02 18073 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 74 3115 SH SHARED 06 3115 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 128 5376 SH SHARED 10 5376 D ENDOCARE INC COM NEW 29264P20 1 274 SH SHARED 274 D ENERGEN CORP COM 29265N10 887 14253 SH SHARED 10453 3800 D ENERGEN CORP COM 29265N10 11385 182750 SH SHARED 01 161450 21300 D ENERGEN CORP COM 29265N10 366 5889 SH SHARED 02 5889 D ENERGEN CORP COM 29265N10 330 5300 SH SHARED 10 5300 D ENERGEN CORP COM 29265N10 93 1500 SH SHARED 21 1500 D ENERGY CONVERSION DEVICES IN COM 29265910 7828 261810 SH SHARED 261810 D ENERGY CONVERSION DEVICES IN COM 29265910 203 6800 SH SHARED 01 6800 D ENERGY CONVERSION DEVICES IN COM 29265910 313 10490 SH SHARED 02 9690 800 D ENERGY CONVERSION DEVICES IN COM 29265910 32 1091 SH SHARED 10 1091 D ENERGY EAST CORP COM 29266M10 24239 1004957 SH SHARED 1004957 D ENERGY EAST CORP COM 29266M10 1221 50640 SH SHARED 01 1240 49400 D ENERGY EAST CORP COM 29266M10 27 1149 SH SHARED 02 1149 D ENERGY EAST CORP COM 29266M10 23 970 SH SHARED 06 250 720 D ENERGY EAST CORP COM 29266M10 344 14300 SH SHARED 10 14300 D ENERGIZER HLDGS INC COM 29266R10 5309 58681 SH SHARED 58681 D ENERGIZER HLDGS INC COM 29266R10 8389 92724 SH SHARED 01 54774 37950 D ENERGIZER HLDGS INC COM 29266R10 1394 15411 SH SHR/OTHR 01 15411 D ENERGIZER HLDGS INC COM 29266R10 1963 21696 SH SHARED 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EQUITY UNIT 29364G20 36166 555636 SH SHARED 555636 D ENTEROMEDICS INC COM 29365M10 0 130 SH SHARED 130 D ENTEROMEDICS INC COM 29365M10 164 39359 SH SHARED 02 39359 D ENTEROMEDICS INC COM 29365M10 945 226650 SH SHARED 04 226650 D ENTERPRISE ACQUISITION CORP COM 29365R10 2911 316502 SH SHARED 316502 D ENTERPRISE ACQUISITION CORP *W EXP 11/07/201 29365R11 76 152857 SH SHARED 152857 D ENTERPRISE ACQUISITION CORP UNIT 99/99/9999 29365R20 1 200 SH SHARED 02 200 D ENTERPRISE BANCORP INC MASS COM 29366810 2 155 SH SHARED 155 D ENTERPRISE FINL SVCS CORP COM 29371210 5 235 SH SHARED 235 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 1711 57281 SH SHARED 57281 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 5 200 SH SHARED 02 200 D ENTERPRISE PRODS PARTNERS L COM 29379210 148 5000 SH SHARED 5000 D ENTERPRISE PRODS PARTNERS L COM 29379210 14593 491359 SH SHARED 491359 D ENTERPRISE PRODS PARTNERS L COM 29379210 5646 190106 SH SHARED 02 190106 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1 25 SH 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ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 564 7172 SH SHARED 7172 D ETHAN ALLEN INTERIORS INC COM 29760210 179 6308 SH SHARED 6308 D ETHAN ALLEN INTERIORS INC COM 29760210 28 1000 SH SHARED 02 1000 D ETHAN ALLEN INTERIORS INC COM 29760210 318 11200 SH SHARED 06 11200 D ETHAN ALLEN INTERIORS INC COM 29760210 447 15753 SH SHARED 10 15753 D ETRIALS WORLDWIDE INC COM 29786P10 38 21133 SH SHARED 21133 D EUROBANCSHARES INC COM 29871610 154 29089 SH SHARED 29089 D EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD 1632 1798000 PRN SHARED 02 1798000 D EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF 10363 12250000 PRN SHARED 12250000 D EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF 689 815000 PRN SHARED 02 815000 D EURONET WORLDWIDE INC COM 29873610 117 6100 SH SHARED 6100 D EURONET WORLDWIDE INC COM 29873610 552 28700 SH SHARED 01 28700 D EURONET WORLDWIDE INC COM 29873610 813 42260 SH SHARED 02 1260 41000 D EURONET WORLDWIDE INC COM 29873610 6205 322188 SH SHARED 10 322188 D EUROPEAN EQUITY FUND COM 29876810 0 2 SH SHARED 02 2 D EVANS & SUTHERLAND COMPUTER COM 29909610 0 231 SH SHARED 231 D EVANS BANCORP INC COM NEW 29911Q20 0 65 SH SHARED 65 D EVERCORE PARTNERS INC CLASS A 29977A10 1134 63922 SH SHARED 63922 D EVERCORE PARTNERS INC CLASS A 29977A10 49 2800 SH SHARED 01 2800 D EVERCORE PARTNERS INC CLASS A 29977A10 0 13 SH SHARED 02 13 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 14677 1392586 SH SHARED 1392586 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 9514 902668 SH SHARED 10 902668 D EVERGREEN ENERGY INC COM 30024B10 154 100000 SH SHARED 100000 D EVERGREEN ENERGY INC COM 30024B10 158 103153 SH SHARED 103153 D EVERGREEN ENERGY INC COM 30024B10 1 1150 SH SHARED 01 1150 D EVERGREEN ENERGY INC COM 30024B10 9 6100 SH SHARED 02 6100 D EVERGREEN ENERGY INC COM 30024B10 53 34900 SH SHARED 10 34900 D EVERGREEN GBL DIVID OPP FUND COM 30024H10 249 16095 SH SHARED 02 16095 D EVERGREEN GBL DIVID OPP FUND COM 30024H10 22 1466 SH SHARED 23 1466 D EVERGREEN MULTI SECT 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30067T10 25 940 SH SHARED 02 940 D EXELON CORP COM 30161N10 2275 28000 SH SHARED 28000 D EXELON CORP COM 30161N10 116668 1435572 SH SHARED 1431922 3650 D EXELON CORP COM 30161N10 8057 99143 SH SHARED 01 96333 2810 D EXELON CORP COM 30161N10 16 200 SH SHR/OTHR 01 200 D EXELON CORP COM 30161N10 15312 188418 SH SHARED 02 183835 4583 D EXELON CORP COM 30161N10 117002 1439672 SH SHARED 04 1439672 D EXELON CORP COM 30161N10 8882 109300 SH SHARED 05 109300 D EXELON CORP COM 30161N10 104231 1282527 SH SHARED 06 235611 1046916 D EXELON CORP COM 30161N10 28897 355580 SH SHARED 10 355580 D EXELON CORP COM 30161N10 1730 21293 SH SHARED 14 21293 D EXELON CORP COM 30161N10 3657 45000 SH SHARED 15 45000 D EXELON CORP COM 30161N10 6674 82129 SH SHARED 16 82129 D EXELON CORP COM 30161N10 1082 13314 SH SHARED 20 8430 4884 D EXELON CORP COM 30161N10 504 6210 SH SHR/OTHR 20 6210 D EXELON CORP COM 30161N10 11 145 SH SHR/OTHR 21 145 D EXELON CORP COM 30161N10 9 120 SH SHARED 22 120 D EXELON CORP COM 30161N10 162 2000 SH SHR/OTHR 22 2000 D EXELON CORP COM 30161N10 65 800 SH SHARED 23 800 D EXELON CORP COM 30161N10 420 5174 SH SHR/OTHR 23 5174 D EXELIXIS INC COM 30161Q10 155 22428 SH SHARED 22428 D EXELIXIS INC COM 30161Q10 8 1254 SH SHARED 02 1254 D EXELIXIS INC COM 30161Q10 5007 720517 SH SHARED 04 720517 D EXELIXIS INC COM 30161Q10 22 3200 SH SHARED 14 3200 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 2 430 SH SHARED 430 D EXIDE TECHNOLOGIES FRNT 9/1 302051AL 4570 5000000 PRN SHARED 02 5000000 D EXIDE TECHNOLOGIES *W EXP 05/05/201 30205112 31 28574 SH SHARED 28574 D EXIDE TECHNOLOGIES COM NEW 30205120 7 596 SH SHARED 596 D EXIDE TECHNOLOGIES COM NEW 30205120 42 3245 SH SHARED 02 3245 D EXIDE TECHNOLOGIES COM NEW 30205120 538 41100 SH SHARED 10 41100 D EXLSERVICE HOLDINGS INC COM 30208110 7 318 SH SHARED 318 D EXLSERVICE HOLDINGS INC COM 30208110 20 873 SH SHARED 10 873 D EXPEDIA INC DEL COM 30212P10 6967 318289 SH SHARED 318289 D EXPEDIA INC DEL COM 30212P10 1244 56848 SH SHARED 01 50108 6740 D EXPEDIA INC DEL COM 30212P10 104 4795 SH SHR/OTHR 01 4795 D EXPEDIA INC DEL COM 30212P10 179 8179 SH SHARED 02 8106 73 D EXPEDIA INC DEL COM 30212P10 3 150 SH SHARED 05 150 D EXPEDIA INC DEL COM 30212P10 1437 65650 SH SHARED 06 63600 2050 D EXPEDIA INC DEL COM 30212P10 1804 82429 SH SHARED 10 82429 D EXPEDIA INC DEL COM 30212P10 27 1236 SH SHARED 14 1236 D EXPEDIA INC DEL COM 30212P10 25 1150 SH SHARED 20 1150 D EXPEDIA INC DEL COM 30212P10 15 730 SH SHR/OTHR 21 730 D EXPEDIA INC DEL COM 30212P10 13 610 SH SHARED 22 610 D EXPEDIA INC DEL COM 30212P10 9 450 SH SHR/OTHR 23 450 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 3318 327079 SH SHARED 327079 D EXPEDITORS INTL WASH INC COM 30213010 9680 214275 SH SHARED 214275 D EXPEDITORS INTL WASH INC COM 30213010 610 13505 SH SHARED 01 13505 D EXPEDITORS INTL WASH INC COM 30213010 524 11619 SH SHARED 02 6671 4948 D EXPEDITORS INTL WASH INC COM 30213010 1025 22700 SH SHARED 06 20900 1800 D EXPEDITORS INTL WASH INC COM 30213010 5207 115270 SH SHARED 10 115270 D EXPONENT INC COM 30214U10 76 2321 SH SHARED 2321 D EXPONENT INC COM 30214U10 3 108 SH SHARED 02 108 D EXPRESS 1 EXPEDITED SOLUTION COM 30217Q10 0 626 SH SHARED 626 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 5451 5750000 PRN SHARED 5750000 D EXPRESSJET HOLDINGS INC CL A 30218U10 75 28668 SH SHARED 28668 D EXPRESSJET HOLDINGS INC CL A 30218U10 2 910 SH SHARED 01 910 D EXPRESS SCRIPTS INC COM 30218210 1126 17512 SH SHARED 13587 3925 D EXPRESS SCRIPTS INC COM 30218210 17201 267434 SH SHARED 265834 1600 D EXPRESS SCRIPTS INC COM 30218210 18093 281311 SH SHARED 01 149212 132099 D EXPRESS SCRIPTS INC COM 30218210 4735 73624 SH SHR/OTHR 01 73624 D EXPRESS SCRIPTS INC COM 30218210 1301 20242 SH SHARED 02 17386 2856 D EXPRESS SCRIPTS INC COM 30218210 510 7937 SH SHARED 04 7937 D EXPRESS SCRIPTS INC COM 30218210 7110 110550 SH SHARED 04 110550 D EXPRESS SCRIPTS INC COM 30218210 9 140 SH SHARED 05 140 D EXPRESS SCRIPTS INC COM 30218210 1955 30404 SH SHARED 06 28404 2000 D EXPRESS SCRIPTS INC COM 30218210 35303 548868 SH SHARED 10 546728 2140 D EXPRESS SCRIPTS INC COM 30218210 176 2750 SH SHARED 14 2500 250 D EXPRESS SCRIPTS INC COM 30218210 4011 62373 SH SHARED 19 62373 D EXPRESS SCRIPTS INC COM 30218210 2469 38395 SH SHARED 20 28580 220 9595 D EXPRESS SCRIPTS INC COM 30218210 1206 18750 SH SHR/OTHR 20 18750 D EXPRESS SCRIPTS INC COM 30218210 30 479 SH SHARED 21 300 179 D EXPRESS SCRIPTS INC COM 30218210 38 600 SH SHR/OTHR 21 600 D EXPRESS SCRIPTS INC COM 30218210 1457 22667 SH SHARED 22 17412 5255 D EXPRESS SCRIPTS INC COM 30218210 171 2670 SH SHR/OTHR 22 2670 D EXPRESS SCRIPTS INC COM 30218210 5280 82096 SH SHARED 23 58746 23350 D EXPRESS SCRIPTS INC COM 30218210 2634 40960 SH SHR/OTHR 23 40960 D EXTERRAN PARTNERS LP COM UNITS 30225N10 715 24664 SH SHARED 24664 D EXTERRAN PARTNERS LP COM UNITS 30225N10 237 8200 SH SHARED 02 8200 D EXTRA SPACE STORAGE INC COM 30225T10 58 3622 SH SHARED 3622 D EXTRA SPACE STORAGE INC COM 30225T10 95 5900 SH SHARED 01 5900 D EXTRA SPACE STORAGE INC COM 30225T10 0 12 SH SHARED 02 12 D EXTRA SPACE STORAGE INC COM 30225T10 1845 114000 SH SHARED 10 114000 D EXTRA SPACE STORAGE INC COM 30225T10 70775 4371550 SH SHARED 11 99700 4271850 D EXTRA SPACE STORAGE INC COM 30225T10 48 3000 SH SHARED 20 3000 D EXTERRAN HLDGS INC COM 30225X10 1054 16346 SH SHARED 16346 D EXTERRAN HLDGS INC COM 30225X10 1520 23558 SH SHARED 01 4311 19247 D EXTERRAN HLDGS INC COM 30225X10 2066 32017 SH SHARED 02 30835 1182 D EXTERRAN HLDGS INC COM 30225X10 3033 47000 SH SHARED 04 47000 D EXTERRAN HLDGS INC COM 30225X10 58 900 SH SHARED 06 900 D EXTERRAN HLDGS INC COM 30225X10 1557 24136 SH SHARED 10 24136 D EXTERRAN HLDGS INC COM 30225X10 948 14700 SH SHARED 14 14700 D EXTERRAN HLDGS INC COM 30225X10 4489 69558 SH SHARED 16 69558 D EXTREME NETWORKS INC COM 30226D10 29 9631 SH SHARED 9631 D EXTREME NETWORKS INC COM 30226D10 2162 697500 SH SHARED 02 18000 679500 D EXTREME NETWORKS INC COM 30226D10 154 49900 SH SHARED 10 49900 D EXULT INC DEL NOTE 2.500%10/0 302284AB 196 200000 PRN SHARED 02 200000 D EZCORP INC CL A NON VTG 30230110 264 21452 SH SHARED 21452 D EZCORP INC CL A NON VTG 30230110 60 4900 SH SHARED 01 4900 D EZCORP INC CL A NON VTG 30230110 23 1900 SH SHARED 02 1900 D EZCORP INC CL A NON VTG 30230110 800 65000 SH SHARED 10 65000 D EXXON MOBIL CORP COM 30231G10 5705 67460 SH SHARED 53740 13720 D EXXON MOBIL CORP COM 30231G10 600122 7095324 SH SHARED 6928719 166605 D EXXON MOBIL CORP COM 30231G10 146867 1736436 SH SHARED 01 1120124 616312 D EXXON MOBIL CORP COM 30231G10 43934 519445 SH SHR/OTHR 01 519445 D EXXON MOBIL CORP COM 30231G10 39293 464567 SH SHARED 02 323822 140745 D EXXON MOBIL CORP COM 30231G10 87 1040 SH SHARED 04 1040 D EXXON MOBIL CORP COM 30231G10 73972 874590 SH SHARED 04 874590 D EXXON MOBIL CORP COM 30231G10 199 2354 SH SHARED 05 2354 D EXXON MOBIL CORP COM 30231G10 92581 1094604 SH SHARED 06 589902 504702 D EXXON MOBIL CORP COM 30231G10 674147 7970526 SH SHARED 10 7430226 540300 D EXXON MOBIL CORP COM 30231G10 370 4384 SH SHR/OTHR 10 4384 D EXXON MOBIL CORP COM 30231G10 6783 80205 SH SHARED 14 80205 D EXXON MOBIL CORP COM 30231G10 6576 77755 SH SHARED 16 77755 D EXXON MOBIL CORP COM 30231G10 49 591 SH SHARED 19 591 D EXXON MOBIL CORP COM 30231G10 25857 305716 SH SHARED 20 136065 225 169426 D EXXON MOBIL CORP COM 30231G10 17034 201404 SH SHR/OTHR 20 201404 D EXXON MOBIL CORP COM 30231G10 7308 86412 SH SHARED 21 79296 7116 D EXXON MOBIL CORP COM 30231G10 1636 19345 SH SHR/OTHR 21 19345 D EXXON MOBIL CORP COM 30231G10 6427 75993 SH SHARED 22 46239 29754 D EXXON MOBIL CORP COM 30231G10 2393 28296 SH SHR/OTHR 22 28296 D EXXON MOBIL CORP COM 30231G10 83340 985344 SH SHARED 23 938485 46859 D EXXON MOBIL CORP COM 30231G10 93767 1108629 SH SHR/OTHR 23 1108629 D EXXON MOBIL CORP COM 30231G10 3938 46560 SH SHARED 24 46560 D FBL FINL GROUP INC CL A 30239F10 248 8715 SH SHARED 8715 D FEI CO NOTE 6/1 30241LAD 2934 2940000 PRN SHARED 2940000 D FEI CO NOTE 6/1 30241LAD 2994 3000000 PRN SHARED 02 3000000 D FEI CO COM 30241L10 115 5306 SH SHARED 5306 D FEI CO COM 30241L10 216 9925 SH SHARED 01 9925 D FEI CO COM 30241L10 1 70 SH SHARED 02 70 D FEI CO COM 30241L10 0 26 SH SHARED 10 26 D FFD FINL CORP COM 30243C10 0 23 SH SHARED 23 D FLIR SYS INC NOTE 3.000% 6/0 302445AB 13143 4750000 PRN SHARED 4750000 D FLIR SYS INC COM 30244510 30 998 SH SHARED 998 D FLIR SYS INC COM 30244510 135 4500 SH SHARED 01 4500 D FLIR SYS INC COM 30244510 50 1688 SH SHARED 02 1688 D FLIR SYS INC COM 30244510 4501 149600 SH SHARED 10 149600 D FMC TECHNOLOGIES INC COM 30249U10 7088 124601 SH SHARED 112801 11800 D FMC TECHNOLOGIES INC COM 30249U10 3744 65828 SH SHARED 01 25536 40292 D FMC TECHNOLOGIES INC COM 30249U10 339 5965 SH SHARED 02 3277 2688 D FMC TECHNOLOGIES INC COM 30249U10 102 1800 SH SHARED 06 400 1400 D FMC TECHNOLOGIES INC COM 30249U10 26192 460403 SH SHARED 10 452503 7900 D FMC TECHNOLOGIES INC COM 30249U10 13 230 SH SHARED 21 230 D FMC TECHNOLOGIES INC COM 30249U10 1035 18200 SH SHARED 23 18200 D F M C CORP COM NEW 30249130 752 13565 SH SHARED 13565 D F M C CORP COM NEW 30249130 1478 26650 SH SHARED 01 2250 24400 D F M C CORP COM NEW 30249130 103 1864 SH SHARED 02 1864 D F M C CORP COM NEW 30249130 13234 238500 SH SHARED 04 238500 D F M C CORP COM NEW 30249130 832 15000 SH SHARED 06 15000 D F M C CORP COM NEW 30249130 8494 153081 SH SHARED 10 153081 D F M C CORP COM NEW 30249130 23 420 SH SHARED 21 420 D F N B UNITED CORP COM 30251910 3 296 SH SHARED 296 D FNB CORP PA COM 30252010 480 30763 SH SHARED 30763 D FNB CORP PA COM 30252010 7 475 SH SHARED 01 475 D FNB CORP PA COM 30252010 343 22000 SH SHARED 02 22000 D FNB CORP PA COM 30252010 446 28600 SH SHARED 10 28600 D FPB BANCORP INC COM 30254M10 0 48 SH SHARED 48 D FPIC INS GROUP INC COM 30256310 197 4180 SH SHARED 4180 D FPIC INS GROUP INC COM 30256310 216 4600 SH SHARED 10 4600 D FPL GROUP INC COM 30257110 13 221 SH SHARED 221 D FPL GROUP INC COM 30257110 30217 481632 SH SHARED 481632 D FPL GROUP INC COM 30257110 5054 80562 SH SHARED 01 65522 15040 D FPL GROUP INC COM 30257110 660 10535 SH SHR/OTHR 01 10535 D FPL GROUP INC COM 30257110 1645 26224 SH SHARED 02 20815 5409 D FPL GROUP INC COM 30257110 18279 291361 SH SHARED 04 291361 D FPL GROUP INC COM 30257110 24145 384847 SH SHARED 05 384847 D FPL GROUP INC COM 30257110 37333 595047 SH SHARED 06 36500 558547 D FPL GROUP INC COM 30257110 25829 411690 SH SHARED 10 411690 D FPL GROUP INC COM 30257110 1054 16800 SH SHARED 14 16800 D FPL GROUP INC COM 30257110 5609 89401 SH SHARED 16 89401 D FPL GROUP INC COM 30257110 2415 38496 SH SHARED 20 4320 34176 D FPL GROUP INC COM 30257110 181 2900 SH SHR/OTHR 20 2900 D FPL GROUP INC COM 30257110 332 5300 SH SHARED 22 3800 1500 D FPL GROUP INC COM 30257110 164 2625 SH SHR/OTHR 22 2625 D FPL GROUP INC COM 30257110 841 13415 SH SHARED 23 10150 3265 D FPL GROUP INC COM 30257110 1417 22599 SH SHR/OTHR 23 22599 D FSI INTL INC COM 30263310 18 13691 SH SHARED 13691 D FTD GROUP INC COM 30267U10 418 31185 SH SHARED 31185 D FTD GROUP INC COM 30267U10 151 11300 SH SHARED 01 4700 6600 D FTD GROUP INC COM 30267U10 2109 157200 SH SHARED 10 157200 D FX ENERGY INC COM 30269510 16 3770 SH SHARED 02 3770 D FX REAL ESTATE & ENTMT INC COM 30270910 304 51720 SH SHARED 51720 D FX REAL ESTATE & ENTMT INC RIGHT 04/11/2008 30270911 3 38936 SH SHARED 38936 D FTI CONSULTING INC NOTE 3.750% 7/1 302941AB 9628 4000000 PRN SHARED 4000000 D FTI CONSULTING INC COM 30294110 1 16 SH SHARED 16 D FTI CONSULTING INC COM 30294110 172 2425 SH SHARED 01 2425 D FTI CONSULTING INC COM 30294110 98 1380 SH SHARED 02 380 1000 D FTI CONSULTING INC COM 30294110 22190 312360 SH SHARED 10 312360 D FACTSET RESH SYS INC COM 30307510 1806 33541 SH SHARED 33541 D FACTSET RESH SYS INC COM 30307510 47 875 SH SHARED 01 875 D FACTSET RESH SYS INC COM 30307510 253 4699 SH SHARED 02 2727 1972 D FACTSET RESH SYS INC COM 30307510 23411 434600 SH SHARED 10 434600 D FACTSET RESH SYS INC COM 30307510 19 371 SH SHARED 21 371 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 10269 10500000 PRN SHARED 02 10500000 D FAIR ISAAC CORP COM 30325010 397 18484 SH SHARED 18484 D FAIR ISAAC CORP COM 30325010 387 18012 SH SHARED 01 3012 15000 D FAIR ISAAC CORP COM 30325010 2194 101967 SH SHARED 02 101967 D FAIR ISAAC CORP COM 30325010 369 17170 SH SHARED 10 17170 D FAIR ISAAC CORP COM 30325010 1364 63400 SH SHARED 14 63400 D FAIRCHILD CORP CL A 30369810 0 260 SH SHARED 260 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 163 13750 SH SHARED 13750 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 494 41500 SH SHARED 01 41500 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 1618 135800 SH SHARED 02 61700 74100 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 332 27900 SH SHARED 10 27900 D FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ 49 50000 PRN SHARED 02 50000 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 5187 18068 SH SHARED 18068 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 445 1550 SH SHARED 06 1350 200 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 86 300 SH SHARED 10 300 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 113 396 SH SHARED 14 396 D FAIRPOINT COMMUNICATIONS INC COM 30556010 0 14 SH SHARED 14 D FAIRPOINT COMMUNICATIONS INC COM 30556010 385 42700 SH SHARED 42700 D FAIRPOINT COMMUNICATIONS INC COM 30556010 701 77725 SH SHARED 02 72100 5625 D FAIRPOINT COMMUNICATIONS INC COM 30556010 2072 229800 SH SHARED 10 229800 D FALCONSTOR SOFTWARE INC COM 30613710 15 2086 SH SHARED 2086 D FALCONSTOR SOFTWARE INC COM 30613710 1240 163054 SH SHARED 02 11054 152000 D FALCONSTOR SOFTWARE INC COM 30613710 122 16100 SH SHARED 10 16100 D FAMILY DLR STORES INC COM 30700010 4484 229991 SH SHARED 229991 D FAMILY DLR STORES INC COM 30700010 266 13642 SH SHARED 01 13642 D FAMILY DLR STORES INC COM 30700010 130 6707 SH SHARED 02 6207 500 D FAMILY DLR STORES INC COM 30700010 4290 220000 SH SHARED 05 220000 D FAMILY DLR STORES INC COM 30700010 499 25630 SH SHARED 06 24900 730 D FAMILY DLR STORES INC COM 30700010 1261 64686 SH SHARED 10 64686 D FAMILY DLR STORES INC COM 30700010 170 8718 SH SHARED 14 8718 D FAMOUS DAVES AMER INC COM 30706810 55 5867 SH SHARED 5867 D FARMER BROS CO COM 30767510 60 2600 SH SHARED 2600 D FARMER BROS CO COM 30767510 150 6500 SH SHARED 10 6500 D FARMERS CAP BK CORP COM 30956210 4 179 SH SHARED 179 D FARMERS CAP BK CORP COM 30956210 1 52 SH SHARED 02 52 D FARO TECHNOLOGIES INC COM 31164210 136 4366 SH SHARED 4366 D FASTENAL CO COM 31190010 1062 23143 SH SHARED 23143 D FASTENAL CO COM 31190010 2000 43550 SH SHARED 01 5750 37800 D FASTENAL CO COM 31190010 274 5984 SH SHARED 02 5509 475 D FASTENAL CO COM 31190010 34 750 SH SHARED 06 100 650 D FASTENAL CO COM 31190010 229 5000 SH SHARED 10 5000 D FAVRILLE INC COM 31208840 1 857 SH SHARED 857 D FCSTONE GROUP INC COM 31308T10 198 7181 SH SHARED 7181 D FCSTONE GROUP INC COM 31308T10 124 4500 SH SHARED 01 2500 2000 D FCSTONE GROUP INC COM 31308T10 1800 65000 SH SHARED 04 65000 D FCSTONE GROUP INC COM 31308T10 3242 117050 SH SHARED 10 117050 D FEDERAL AGRIC MTG CORP CL C 31314830 23 888 SH SHARED 888 D FEDERAL AGRIC MTG CORP CL C 31314830 4 165 SH SHARED 01 165 D FEDERAL AGRIC MTG CORP CL C 31314830 62 2400 SH SHARED 10 2400 D FEDERAL HOME LN MTG CORP COM 31340030 18370 725539 SH SHARED 725539 D FEDERAL HOME LN MTG CORP COM 31340030 2159 85284 SH SHARED 01 82684 2600 D FEDERAL HOME LN MTG CORP COM 31340030 5596 221026 SH SHARED 02 220246 780 D FEDERAL HOME LN MTG CORP COM 31340030 7 310 SH SHARED 05 310 D FEDERAL HOME LN MTG CORP COM 31340030 2563 101250 SH SHARED 06 95100 6150 D FEDERAL HOME LN MTG CORP COM 31340030 226093 8929449 SH SHARED 10 8929449 D FEDERAL HOME LN MTG CORP COM 31340030 111 4410 SH SHARED 14 4410 D FEDERAL HOME LN MTG CORP COM 31340030 127 5054 SH SHARED 20 1570 3484 D FEDERAL NATL MTG ASSN COM 31358610 2 100 SH SHARED 100 D FEDERAL NATL MTG ASSN COM 31358610 42707 1622642 SH SHARED 1622642 D FEDERAL NATL MTG ASSN COM 31358610 3809 144720 SH SHARED 01 129820 14900 D FEDERAL NATL MTG ASSN COM 31358610 11 444 SH SHR/OTHR 01 444 D FEDERAL NATL MTG ASSN COM 31358610 5601 212838 SH SHARED 02 205234 7604 D FEDERAL NATL MTG ASSN COM 31358610 13 500 SH SHARED 05 500 D FEDERAL NATL MTG ASSN COM 31358610 3692 140298 SH SHARED 06 129420 10878 D FEDERAL NATL MTG ASSN COM 31358610 168057 6385151 SH SHARED 10 6384351 800 D FEDERAL NATL MTG ASSN COM 31358610 10 400 SH SHR/OTHR 10 400 D FEDERAL NATL MTG ASSN COM 31358610 381 14480 SH SHARED 14 14480 D FEDERAL NATL MTG ASSN COM 31358610 499 18995 SH SHARED 20 6400 12595 D FEDERAL NATL MTG ASSN COM 31358610 81 3080 SH SHR/OTHR 20 3080 D FEDERAL NATL MTG ASSN COM 31358610 9 377 SH SHARED 21 377 D FEDERAL NATL MTG ASSN COM 31358610 15 600 SH SHARED 23 600 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 6740 86473 SH SHARED 86473 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1481 19000 SH SHARED 01 100 18900 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 139 1791 SH SHARED 02 166 1625 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 3 50 SH SHARED 05 50 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 7 100 SH SHARED 06 100 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 12070 154850 SH SHARED 10 154850 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 260239 3338549 SH SHARED 11 1959919 1378630 D FEDERAL SIGNAL CORP COM 31385510 415 29784 SH SHARED 29784 D FEDERAL SIGNAL CORP COM 31385510 168 12100 SH SHARED 01 12100 D FEDERAL SIGNAL CORP COM 31385510 154 11100 SH SHARED 02 11100 D FEDERAL SIGNAL CORP COM 31385510 378 27100 SH SHARED 10 27100 D FEDERAL TR CORP COM 31401210 17 10498 SH SHARED 10498 D FEDERATED INVS INC PA CL B 31421110 9571 244427 SH SHARED 244427 D FEDERATED INVS INC PA CL B 31421110 328 8400 SH SHARED 01 8400 D FEDERATED INVS INC PA CL B 31421110 3596 91831 SH SHARED 02 91831 D FEDERATED INVS INC PA CL B 31421110 448 11450 SH SHARED 06 11450 D FEDERATED INVS INC PA CL B 31421110 2571 65671 SH SHARED 10 65671 D FEDEX CORP COM 31428X10 15 170 SH SHARED 170 D FEDEX CORP COM 31428X10 30150 325349 SH SHARED 325349 D FEDEX CORP COM 31428X10 3560 38426 SH SHARED 01 37676 750 D FEDEX CORP COM 31428X10 3605 38908 SH SHARED 02 32705 6203 D FEDEX CORP COM 31428X10 13 150 SH SHARED 05 150 D FEDEX CORP COM 31428X10 2993 32304 SH SHARED 06 29023 3281 D FEDEX CORP COM 31428X10 113077 1220213 SH SHARED 10 1220213 D FEDEX CORP COM 31428X10 18 200 SH SHR/OTHR 10 200 D FEDEX CORP COM 31428X10 385 4165 SH SHARED 14 4165 D FEDEX CORP COM 31428X10 977 10550 SH SHARED 20 900 9650 D FEDEX CORP COM 31428X10 13 150 SH SHR/OTHR 20 150 D FEDEX CORP COM 31428X10 186 2008 SH SHARED 21 2008 D FEDEX CORP COM 31428X10 13 150 SH SHARED 22 150 D FEDEX CORP COM 31428X10 46 500 SH SHARED 23 500 D FEDEX CORP COM 31428X10 690 7450 SH SHR/OTHR 23 7450 D FEDFIRST FINL CORP COM 31429X10 12 1500 SH SHARED 1500 D FELCOR LODGING TR INC COM 31430F10 2177 181000 SH SHARED 181000 D FELCOR LODGING TR INC COM 31430F10 382 31770 SH SHARED 01 31770 D FELCOR LODGING TR INC COM 31430F10 126 10491 SH SHARED 02 10351 140 D FELCOR LODGING TR INC COM 31430F10 3426 284800 SH SHARED 10 284800 D FELCOR LODGING TR INC COM 31430F10 44578 3705627 SH SHARED 11 3705627 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 853 43460 SH SHARED 43460 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 5 300 SH SHARED 02 300 D FELDMAN MALL PPTYS INC COM 31430810 0 312 SH SHARED 312 D FELDMAN MALL PPTYS INC COM 31430810 1295 500000 SH SHARED 10 500000 D FEMALE HEALTH CO COM 31446210 1 516 SH SHARED 516 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 27 1324 SH SHARED 1324 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 170 8080 SH SHARED 02 8080 D FERRO CORP COM 31540510 17961 1208727 SH SHARED 1208727 D FERRO CORP COM 31540510 157 10600 SH SHARED 01 1400 9200 D FERRO CORP COM 31540510 101 6819 SH SHARED 02 6819 D FERRO CORP COM 31540510 775 52200 SH SHARED 10 52200 D FERRO CORP COM 31540510 74 5000 SH SHARED 23 5000 D F5 NETWORKS INC COM 31561610 753 41484 SH SHARED 41484 D F5 NETWORKS INC COM 31561610 701 38600 SH SHARED 01 11400 27200 D F5 NETWORKS INC COM 31561610 155 8550 SH SHR/OTHR 01 8550 D F5 NETWORKS INC COM 31561610 82 4549 SH SHARED 02 4549 D F5 NETWORKS INC COM 31561610 652 35900 SH SHARED 05 35900 D F5 NETWORKS INC COM 31561610 18554 1021169 SH SHARED 10 1021169 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1 188 SH SHARED 188 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 3731 519775 SH SHARED 02 519775 D FIBERTOWER CORP COM 31567R10 105 59900 SH SHARED 10 59900 D FIDELITY BANCORP INC COM 31583110 0 66 SH SHARED 66 D FIDELITY NATL INFORMATION SV COM 31620M10 72168 1892191 SH SHARED 1892191 D FIDELITY NATL INFORMATION SV COM 31620M10 1993 52263 SH SHARED 01 49963 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 144 3800 SH SHR/OTHR 01 3800 D FIDELITY NATL INFORMATION SV COM 31620M10 337 8850 SH SHARED 02 7868 982 D FIDELITY NATL INFORMATION SV COM 31620M10 712 18694 SH SHARED 06 17098 1596 D FIDELITY NATL INFORMATION SV COM 31620M10 2913 76396 SH SHARED 10 76396 D FIDELITY NATL INFORMATION SV COM 31620M10 0 20 SH SHARED 21 20 D FIDELITY NATL INFORMATION SV COM 31620M10 1256 32945 SH SHARED 23 25825 7120 D FIDELITY NATL INFORMATION SV COM 31620M10 429 11250 SH SHR/OTHR 23 11250 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 31973 1744322 SH SHARED 1744322 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 1574 85905 SH SHARED 01 11366 74539 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 407 22212 SH SHARED 02 800 21412 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 197 10766 SH SHARED 06 9604 1162 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 4518 246500 SH SHARED 10 175300 71200 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 217 11862 SH SHARED 23 11862 D FIDELITY SOUTHERN CORP NEW COM 31639410 1 166 SH SHARED 166 D FIELDPOINT PETROLEUM CORP COM 31657010 0 146 SH SHARED 146 D FIFTH THIRD BANCORP COM 31677310 18661 892033 SH SHARED 892033 D FIFTH THIRD BANCORP COM 31677310 1159 55409 SH SHARED 01 53559 1850 D FIFTH THIRD BANCORP COM 31677310 3 150 SH SHR/OTHR 01 150 D FIFTH THIRD BANCORP COM 31677310 400 19130 SH SHARED 02 17636 1494 D FIFTH THIRD BANCORP COM 31677310 4 210 SH SHARED 05 210 D FIFTH THIRD BANCORP COM 31677310 1128 53930 SH SHARED 06 49050 4880 D FIFTH THIRD BANCORP COM 31677310 5720 273444 SH SHARED 10 273444 D FIFTH THIRD BANCORP COM 31677310 307 14700 SH SHARED 14 14700 D FIFTH THIRD BANCORP COM 31677310 47 2253 SH SHARED 21 2253 D FIFTH THIRD BANCORP COM 31677310 3 150 SH SHARED 23 150 D 51JOB INC SP ADR REP COM 31682710 3 237 SH SHARED 237 D FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF 194 202000 PRN SHARED 02 202000 D FINANCIAL FED CORP COM 31749210 15 731 SH SHARED 731 D FINANCIAL FED CORP COM 31749210 316 14500 SH SHARED 10 14500 D FINANCIAL FED CORP COM 31749210 6 300 SH SHARED 21 300 D FINANCIAL INSTNS INC COM 31758540 11 624 SH SHARED 624 D FINANCIAL INSTNS INC COM 31758540 146 7720 SH SHARED 02 220 7500 D FINISAR NOTE 5.250%10/1 31787AAC 2931 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 139 108738 SH SHARED 108738 D FINISAR COM 31787A10 321 250985 SH SHARED 250985 D FINLAY ENTERPRISES INC COM NEW 31788420 0 199 SH SHARED 199 D FINISH LINE INC CL A 31792310 22 4660 SH SHARED 02 4660 D FIRST ADVANTAGE CORP CL A 31845F10 0 28 SH SHARED 28 D FIRST ADVANTAGE CORP CL A 31845F10 39 1860 SH SHARED 02 1860 D FIRST ACCEPTANCE CORP COM 31845710 0 18 SH SHARED 18 D FIRST ACCEPTANCE CORP COM 31845710 11 4000 SH SHARED 10 4000 D FIRST ADVANTAGE BANCORP COM 31848L10 152 12949 SH SHARED 12949 D FIRST AMERN CORP CALIF COM 31852230 89699 2642870 SH SHARED 2642870 D FIRST AMERN CORP CALIF COM 31852230 1076 31725 SH SHARED 01 1325 30400 D FIRST AMERN CORP CALIF COM 31852230 24 719 SH SHARED 02 719 D FIRST AMERN CORP CALIF COM 31852230 20 600 SH SHARED 06 100 500 D FIRST AMERN CORP CALIF COM 31852230 950 28000 SH SHARED 10 16700 11300 D FIRST BANCORP P R COM 31867210 53 5313 SH SHARED 5313 D FIRST BANCORP P R COM 31867210 106 10515 SH SHARED 01 10515 D FIRST BANCORP P R COM 31867210 2 200 SH SHARED 02 200 D FIRST BANCORP P R COM 31867210 457 45000 SH SHARED 10 45000 D FIRST BANCSHARES INC MO COM 31868710 0 37 SH SHARED 37 D FIRST BANCORP N C COM 31891010 14 711 SH SHARED 711 D FIRST BANCSHARES INC MS COM 31891610 1 76 SH SHARED 76 D FIRST BUSEY CORP COM 31938310 398 18889 SH SHARED 18889 D FIRST BUS FINL SVCS INC WIS COM 31939010 0 56 SH SHARED 56 D FIRST CALIFORNIA FINANCIAL G COM NEW 31939510 1 216 SH SHARED 216 D FIRST CASH FINL SVCS INC COM 31942D10 305 29609 SH SHARED 29609 D FIRST CASH FINL SVCS INC COM 31942D10 31 3078 SH SHARED 21 3078 D FIRST CAPITAL BANCORP VA COM 31943810 1 77 SH SHARED 77 D FIRST CHARTER CORP COM 31943910 6639 248561 SH SHARED 248561 D FIRST CHARTER CORP COM 31943910 2 100 SH SHARED 01 100 D FIRST CHARTER CORP COM 31943910 34 1278 SH SHARED 02 32 1246 D FIRST CHARTER CORP COM 31943910 689 25800 SH SHARED 10 25800 D FIRST CTZNS BANC CORP COM NO PAR 31945920 2 195 SH SHARED 195 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 31 224 SH SHARED 224 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 145 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 181 1300 SH SHARED 02 1300 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 209 1500 SH SHARED 10 1500 D FIRST CLOVER LEAF FIN CORP COM 31969M10 2 216 SH SHARED 216 D FIRST COMWLTH FINL CORP PA COM 31982910 22 1944 SH SHARED 1944 D FIRST COMWLTH FINL CORP PA COM 31982910 389 33620 SH SHARED 02 18820 14800 D FIRST COMWLTH FINL CORP PA COM 31982910 572 49400 SH SHARED 10 49400 D FIRST CMNTY BANCSHARES INC N COM 31983A10 199 5491 SH SHARED 5491 D FIRST CMNTY BANCSHARES INC N COM 31983A10 134 3700 SH SHARED 10 3700 D FIRST CMNTY BANCORP CALIF COM 31983B10 202 7557 SH SHARED 7557 D FIRST CMNTY BANCORP CALIF COM 31983B10 110 4100 SH SHARED 01 4100 D FIRST CMNTY BANCORP CALIF COM 31983B10 142 5300 SH SHARED 02 5300 D FIRST CMNTY BANCORP CALIF COM 31983B10 586 21847 SH SHARED 10 21847 D FIRST CMNTY CORP S C COM 31983510 1 84 SH SHARED 84 D FIRST DEFIANCE FINL CORP COM 32006W10 5 324 SH SHARED 324 D FIRST FED BANCSHARES ARK INC COM 32020F10 1 102 SH SHARED 102 D FIRST FINL BANKSHARES COM 32020R10 615 15014 SH SHARED 15014 D FIRST FINL BANKSHARES COM 32020R10 8 200 SH SHARED 01 200 D FIRST FINL BANKSHARES COM 32020R10 372 9087 SH SHARED 02 9087 D FIRST FINL BANKSHARES COM 32020R10 909 22200 SH SHARED 10 22200 D FIRST FED BANKSHARES INC DEL COM 32020V10 1 80 SH SHARED 80 D FIRST FINL BANCORP OH COM 32020910 237 17638 SH SHARED 17638 D FIRST FINL BANCORP OH COM 32020910 53 3980 SH SHARED 02 3980 D FIRST FINL BANCORP OH COM 32020910 395 29400 SH SHARED 10 29400 D FIRST FED NORTHN MICH BANCOR COM 32021X10 63 10370 SH SHARED 10370 D FIRST FINL CORP IND COM 32021810 32 1070 SH SHARED 1070 D FIRST FINL CORP IND COM 32021810 203 6600 SH SHARED 10 6600 D FIRST FINL SVC CORP COM 32022D10 2 116 SH SHARED 116 D FIRST FINANCIAL NORTHWEST IN COM 32022K10 2932 311915 SH SHARED 311915 D FIRST FINL FD INC COM 32022810 25 2809 SH SHARED 2809 D FIRST FINL HLDGS INC COM 32023910 7 338 SH SHARED 338 D FIRST FINL HLDGS INC COM 32023910 208 8900 SH SHARED 10 8900 D FIRST FRANKLIN CORP COM 32027210 0 29 SH SHARED 29 D FIRST HORIZON NATL CORP COM 32051710 3229 230486 SH SHARED 230486 D FIRST HORIZON NATL CORP COM 32051710 268 19200 SH SHARED 01 19200 D FIRST HORIZON NATL CORP COM 32051710 278 19914 SH SHARED 02 19914 D FIRST HORIZON NATL CORP COM 32051710 160 11480 SH SHARED 06 10900 580 D FIRST HORIZON NATL CORP COM 32051710 1849 132016 SH SHARED 10 132016 D 1ST INDEPENDENCE FINL GRP IN COM 32053S10 0 46 SH SHARED 46 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 4676 151377 SH SHARED 151377 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 308 10000 SH SHARED 01 9000 1000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 941 30492 SH SHARED 02 92 30400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1584 51300 SH SHARED 10 51300 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 7 250 SH SHARED 22 250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 81 2650 SH SHARED 23 2650 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 49 1600 SH SHR/OTHR 23 1600 D FIRST ISRAEL FD INC COM 32063L10 54 2500 SH SHARED 01 2500 D FIRST KEYSTONE FINL INC COM 32065510 0 50 SH SHARED 50 D FIRST LONG IS CORP COM 32073410 3 160 SH SHARED 160 D FIRST M & F CORP COM 32074410 3 220 SH SHARED 220 D FIRST MARBLEHEAD CORP COM 32077110 288 38665 SH SHARED 38665 D FIRST MARBLEHEAD CORP COM 32077110 42 5710 SH SHARED 01 5710 D FIRST MARBLEHEAD CORP COM 32077110 65 8763 SH SHARED 02 8763 D FIRST MARBLEHEAD CORP COM 32077110 130 17431 SH SHARED 10 17431 D FIRST MARINER BANCORP COM 32079510 0 140 SH SHARED 140 D FIRST MERCHANTS CORP COM 32081710 69 2440 SH SHARED 2440 D FIRST MERCHANTS CORP COM 32081710 11 400 SH SHARED 02 400 D FIRST MERCHANTS CORP COM 32081710 239 8400 SH SHARED 10 8400 D FIRST MERCURY FINANCIAL CORP COM 32084110 83 4811 SH SHARED 4811 D FIRST MERCURY FINANCIAL CORP COM 32084110 2 170 SH SHARED 02 170 D FIRST MERCURY FINANCIAL CORP COM 32084110 144 8300 SH SHARED 10 8300 D FIRST MIDWEST BANCORP DEL COM 32086710 41 1500 SH SHARED 1500 D FIRST MIDWEST BANCORP DEL COM 32086710 15 550 SH SHARED 01 550 D FIRST MIDWEST BANCORP DEL COM 32086710 212 7640 SH SHARED 02 7640 D FIRST MIDWEST BANCORP DEL COM 32086710 571 20588 SH SHARED 10 20588 D FIRST NATL BANCSHARES INC S COM 32111B10 1 183 SH SHARED 183 D FIRST NATL LINCOLN CORP ME COM 33571610 3 257 SH SHARED 257 D FIRST NIAGARA FINL GP INC COM 33582V10 1431 105321 SH SHARED 105321 D FIRST NIAGARA FINL GP INC COM 33582V10 527 38800 SH SHARED 01 9700 29100 D FIRST NIAGARA FINL GP INC COM 33582V10 241 17791 SH SHARED 02 2180 15611 D FIRST NIAGARA FINL GP INC COM 33582V10 678 49900 SH SHARED 10 49900 D FIRST PACTRUST BANCORP INC COM 33589V10 1 81 SH SHARED 81 D FIRST POTOMAC RLTY TR COM 33610F10 4 279 SH SHARED 279 D FIRST PL FINL CORP COM 33610T10 48 3742 SH SHARED 3742 D FIRST PL FINL CORP COM 33610T10 119 9200 SH SHARED 10 9200 D FIRST REGL BANCORP COM 33615C10 1391 84850 SH SHARED 84850 D FIRST REGL BANCORP COM 33615C10 430 26250 SH SHARED 01 26250 D FIRST REGL BANCORP COM 33615C10 616 37600 SH SHR/OTHR 01 37600 D FIRST SEC GROUP INC COM 33631210 4 459 SH SHARED 459 D FIRST SOLAR INC COM 33643310 4076 17638 SH SHARED 17338 300 D FIRST SOLAR INC COM 33643310 312 1350 SH SHARED 01 1350 D FIRST SOLAR INC COM 33643310 36971 159954 SH SHARED 02 159044 910 D FIRST SOLAR INC COM 33643310 19184 83000 SH SHARED 04 83000 D FIRST SOLAR INC COM 33643310 23090 99900 SH SHARED 05 99900 D FIRST SOLAR INC COM 33643310 832 3602 SH SHARED 06 3152 450 D FIRST SOLAR INC COM 33643310 15199 65758 SH SHARED 10 56458 9300 D FIRST SOLAR INC COM 33643310 69 300 SH SHARED 14 300 D FIRST SOLAR INC COM 33643310 416 1800 SH SHARED 24 1800 D FIRST ST BANCORPORATION COM 33645310 36 2750 SH SHARED 2750 D FIRST ST BANCORPORATION COM 33645310 784 58600 SH SHARED 01 58600 D FIRST ST BANCORPORATION COM 33645310 1138 85000 SH SHR/OTHR 01 85000 D FIRST ST BANCORPORATION COM 33645310 170 12700 SH SHARED 10 12700 D FIRST SOUTH BANCORP INC VA COM 33646W10 272 12117 SH SHARED 12117 D 1ST SOURCE CORP COM 33690110 0 4 SH SHARED 4 D 1ST SOURCE CORP COM 33690110 168 7994 SH SHARED 10 7994 D FIRST TR TAX ADVTG PFD INCM COM 33691810 127 10088 SH SHARED 10088 D FIRST ST FINL CORP FLA COM 33708M20 0 123 SH SHARED 123 D FIRST TR/ABERDEEN EMERG OPT COM 33731K10 4 250 SH SHARED 02 250 D FIRST TR ENHANCED EQTY INC F COM 33731810 754 52612 SH SHARED 52612 D FIRST TR ABERDEEN GLBL OPP F COM SHS 33731910 1651 100000 SH SHARED 100000 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 21507 969265 SH SHARED 02 969265 D FIRST TR EXCHANGE TRADED FD AMEX BIOTECH 33733E20 76 3340 SH SHARED 02 3340 D FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E30 60 2700 SH SHARED 02 2700 D FIRST TR GALLATIN SPEC FINAN COM BENE INTER 33733G10 2161 167132 SH SHARED 167132 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 2203 161915 SH SHARED 161915 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 81 6000 SH SHARED 02 6000 D FIRST TR NAS100 EQ WEIGHTED SHS 33734410 37 1925 SH SHARED 02 1925 D FIRST TR NASDAQ100 TECH INDE SHS 33734510 8 475 SH SHARED 02 475 D FIRST TR STRTGC HIGH INCM FD COM 33734710 946 87030 SH SHARED 87030 D FIRST TR STRAT HGH INC FD II COM 33735C10 0 44 SH SHARED 44 D FIRST TR STRATEGIC HIGH INC COM SHS 33735310 1793 147616 SH SHARED 147616 D FIRST UTD CORP COM 33741H10 3 159 SH SHARED 159 D FIRST W VA BANCORP INC COM 33749310 0 34 SH SHARED 34 D FIRSTBANK CORP MICH COM 33761G10 11 896 SH SHARED 896 D FIRSTSERVICE CORP SUB VTG SH 33761N10 35 1630 SH SHARED 1630 D FIRSTCITY FINL CORP COM 33761X10 3 518 SH SHARED 518 D FISERV INC COM 33773810 18799 390931 SH SHARED 390931 D FISERV INC COM 33773810 4546 94551 SH SHARED 01 94551 D FISERV INC COM 33773810 1239 25765 SH SHARED 02 25080 685 D FISERV INC COM 33773810 6 130 SH SHARED 05 130 D FISERV INC COM 33773810 959 19950 SH SHARED 06 18100 1850 D FISERV INC COM 33773810 45330 942628 SH SHARED 10 912828 29800 D FISERV INC COM 33773810 4 100 SH SHR/OTHR 23 100 D FISHER COMMUNICATIONS INC COM 33775620 158 5102 SH SHARED 5102 D FISHER COMMUNICATIONS INC COM 33775620 124 4000 SH SHARED 10 4000 D FIRSTFED FINL CORP COM 33790710 435 16055 SH SHARED 16055 D FIRSTFED FINL CORP COM 33790710 147 5440 SH SHARED 01 5440 D FIRSTFED FINL CORP COM 33790710 346 12760 SH SHARED 02 12760 D FIRSTFED FINL CORP COM 33790710 228 8400 SH SHARED 10 8400 D FIRSTFED FINL CORP COM 33790710 17 658 SH SHARED 21 658 D FIRSTMERIT CORP COM 33791510 415 20109 SH SHARED 20109 D FIRSTMERIT CORP COM 33791510 690 33400 SH SHARED 01 3100 30300 D FIRSTMERIT CORP COM 33791510 397 19259 SH SHARED 02 19259 D FIRSTMERIT CORP COM 33791510 3739 181007 SH SHARED 10 181007 D FLAGSTAR BANCORP INC COM 33793010 8 1135 SH SHARED 1135 D FLAGSTAR BANCORP INC COM 33793010 140 19400 SH SHARED 01 19400 D FLAGSTAR BANCORP INC COM 33793010 106 14780 SH SHARED 02 14780 D FLAGSTAR BANCORP INC COM 33793010 668 92600 SH SHARED 10 92600 D FIRSTENERGY CORP COM 33793210 42828 624137 SH SHARED 599837 24300 D FIRSTENERGY CORP COM 33793210 3301 48108 SH SHARED 01 45908 2200 D FIRSTENERGY CORP COM 33793210 4452 64891 SH SHARED 02 63041 1850 D FIRSTENERGY CORP COM 33793210 9 140 SH SHARED 05 140 D FIRSTENERGY CORP COM 33793210 36867 537268 SH SHARED 06 33550 503718 D FIRSTENERGY CORP COM 33793210 38763 564896 SH SHARED 10 510096 54800 D FIRSTENERGY CORP COM 33793210 632 9223 SH SHARED 14 9223 D FIRSTENERGY CORP COM 33793210 27 400 SH SHR/OTHR 20 400 D FIRSTENERGY CORP COM 33793210 14 213 SH SHR/OTHR 23 213 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 618 255060 PRN SHARED 02 255060 D FIVE STAR QUALITY CARE INC COM 33832D10 17 2804 SH SHARED 2804 D FIVE STAR QUALITY CARE INC COM 33832D10 7360 1159195 SH SHARED 10 1159195 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 5303 357400 SH SHARED 357400 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 5 400 SH SHARED 02 400 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 460 31000 SH SHARED 21 31000 D FLAHERTY & CRMRN CLYMRE T R COM 33847910 2224 141751 SH SHARED 141751 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 3393 364159 SH SHARED 364159 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 36 3940 SH SHARED 02 240 3700 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 6897 740100 SH SHARED 10 740100 D FLANDERS CORP COM 33849410 20 3291 SH SHARED 3291 D FLANIGANS ENTERPRISES INC COM 33851710 0 33 SH SHARED 33 D FLEETWOOD ENTERPRISES INC COM 33909910 178 38718 SH SHARED 38718 D FLEETWOOD ENTERPRISES INC COM 33909910 0 206 SH SHARED 02 206 D FLEETWOOD ENTERPRISES INC COM 33909910 11 2500 SH SHARED 23 2500 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 1368 1433000 PRN SHARED 1433000 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 155 163000 PRN SHARED 02 163000 D FLEXSTEEL INDS INC COM 33938210 2 161 SH SHARED 161 D FLIGHT SAFETY TECH INC NEV COM NEW 33942T20 0 192 SH SHARED 192 D FLORIDA PUB UTILS CO COM 34113510 1 148 SH SHARED 148 D FLOTEK INDS INC DEL COM 34338910 35 2433 SH SHARED 2433 D FLOTEK INDS INC DEL COM 34338910 241 16555 SH SHARED 02 5830 10725 D FLOTEK INDS INC DEL COM 34338910 4112 281902 SH SHARED 10 281902 D FLUOR CORP NEW COM 34341210 28191 199715 SH SHARED 199715 D FLUOR CORP NEW COM 34341210 2808 19899 SH SHARED 01 19899 D FLUOR CORP NEW COM 34341210 303 2152 SH SHARED 02 1152 1000 D FLUOR CORP NEW COM 34341210 8 60 SH SHARED 05 60 D FLUOR CORP NEW COM 34341210 1356 9610 SH SHARED 06 8850 760 D FLUOR CORP NEW COM 34341210 33713 238829 SH SHARED 10 235629 3200 D FLUOR CORP NEW COM 34341210 618 4384 SH SHARED 14 4384 D FLOW INTL CORP COM 34346810 4 515 SH SHARED 02 515 D FLOWERS FOODS INC COM 34349810 2529 102186 SH SHARED 102186 D FLOWERS FOODS INC COM 34349810 262 10600 SH SHARED 01 10600 D FLOWERS FOODS INC COM 34349810 265 10739 SH SHARED 02 5108 5631 D FLOWERS FOODS INC COM 34349810 5131 207339 SH SHARED 10 207339 D FLOWERS FOODS INC COM 34349810 12 524 SH SHARED 21 524 D FLOWERS FOODS INC COM 34349810 74 3000 SH SHARED 23 3000 D FLOWSERVE CORP COM 34354P10 731 7012 SH SHARED 7012 D FLOWSERVE CORP COM 34354P10 2035 19500 SH SHARED 01 1600 17900 D FLOWSERVE CORP COM 34354P10 245 2350 SH SHARED 02 1340 1010 D FLOWSERVE CORP COM 34354P10 31 300 SH SHARED 06 300 D FLOWSERVE CORP COM 34354P10 3083 29541 SH SHARED 10 29541 D FLOWSERVE CORP COM 34354P10 208 2000 SH SHARED 23 2000 D FLUSHING FINL CORP COM 34387310 1124 63985 SH SHARED 63985 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 983 27993 SH SHARED 27993 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 2386 67900 SH SHARED 01 67900 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 905 25761 SH SHARED 02 3886 21875 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 49 1400 SH SHARED 04 1400 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 31612 899372 SH SHARED 10 687762 211610 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 42 1200 SH SHARED 15 1200 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 404 11500 SH SHARED 21 2500 9000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 193 5500 SH SHR/OTHR 21 5500 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 289 8249 SH SHARED 24 8249 D FOCUS ENHANCEMENTS INC COM 34415910 1 2065 SH SHARED 2065 D FOCUS ENHANCEMENTS INC COM 34415910 0 588 SH SHARED 02 588 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 79 1900 SH SHARED 1900 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1369 32780 SH SHARED 32780 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 358 8575 SH SHARED 01 8575 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2143 51300 SH SHARED 02 51300 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2151 51505 SH SHARED 04 51505 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 5882 140800 SH SHARED 10 140800 D FONAR CORP COM NEW 34443740 0 126 SH SHARED 126 D FONAR CORP COM NEW 34443740 1 400 SH SHARED 02 400 D FOOD TECHNOLOGY SERVICE INC COM NEW 34479820 0 48 SH SHARED 48 D FOOT LOCKER INC COM 34484910 3024 256928 SH SHARED 256928 D FOOT LOCKER INC COM 34484910 558 47475 SH SHARED 01 1075 46400 D FOOT LOCKER INC COM 34484910 753 64005 SH SHARED 02 64005 D FOOT LOCKER INC COM 34484910 116 9900 SH SHARED 10 9900 D FOOT LOCKER INC COM 34484910 35 3000 SH SHR/OTHR 23 3000 D FORBES MEDI-TECH INC NEW COM 34515510 1 1102 SH SHARED 01 1102 D FORCE PROTECTION INC COM NEW 34520320 13 6946 SH SHARED 6946 D FORCE PROTECTION INC COM NEW 34520320 0 265 SH SHARED 01 265 D FORCE PROTECTION INC COM NEW 34520320 0 300 SH SHARED 02 300 D FORCE PROTECTION INC COM NEW 34520320 0 100 SH SHARED 10 100 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 216569 52706000 PRN SHARED 252706000 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 26909 31400000 PRN SHARED 02 31400000 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 17 20000 PRN SHARED 10 20000 D FORD MTR CO DEL COM PAR $0.01 34537086 17 3146 SH SHARED 3146 D FORD MTR CO DEL COM PAR $0.01 34537086 48759 8524468 SH SHARED 8523968 500 D FORD MTR CO DEL COM PAR $0.01 34537086 1450 253597 SH SHARED 01 204041 49556 D FORD MTR CO DEL COM PAR $0.01 34537086 361 63123 SH SHARED 02 63123 D FORD MTR CO DEL COM PAR $0.01 34537086 4 850 SH SHARED 05 850 D FORD MTR CO DEL COM PAR $0.01 34537086 1341 234460 SH SHARED 06 218550 15910 D FORD MTR CO DEL COM PAR $0.01 34537086 10179 1779660 SH SHARED 10 1720260 59400 D FORD MTR CO DEL COM PAR $0.01 34537086 1633 285600 SH SHARED 14 285600 D FORD MTR CO DEL COM PAR $0.01 34537086 40 7130 SH SHARED 20 3530 3600 D FORD MTR CO DEL COM PAR $0.01 34537086 54 9614 SH SHR/OTHR 23 9614 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 25578 870000 SH SHARED 870000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 9555 325000 SH SHARED 10 325000 D FORDING CDN COAL TR TR UNIT 34542510 6 126 SH SHARED 126 D FORDING CDN COAL TR TR UNIT 34542510 20501 392752 SH SHARED 392752 D FORDING CDN COAL TR TR UNIT 34542510 58 1119 SH SHARED 01 1119 D FORDING CDN COAL TR TR UNIT 34542510 36 700 SH SHR/OTHR 01 700 D FORDING CDN COAL TR TR UNIT 34542510 88 1700 SH SHARED 02 1700 D FORDING CDN COAL TR TR UNIT 34542510 46 900 SH SHARED 06 900 D FORDING CDN COAL TR TR UNIT 34542510 156 3000 SH SHARED 10 3000 D FORDING CDN COAL TR TR UNIT 34542510 5 100 SH SHARED 14 100 D FORDING CDN COAL TR TR UNIT 34542510 174 3336 SH SHARED 20 3336 D FORDING CDN COAL TR TR UNIT 34542510 52 1000 SH SHR/OTHR 23 1000 D FOREST CITY ENTERPRISES INC CL A 34555010 476 12957 SH SHARED 12957 D FOREST CITY ENTERPRISES INC CL A 34555010 231 6291 SH SHARED 02 3082 3209 D FOREST CITY ENTERPRISES INC CL A 34555010 71 1950 SH SHARED 06 250 1700 D FOREST CITY ENTERPRISES INC CL A 34555010 69 1900 SH SHARED 10 1900 D FOREST LABS 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FURNITURE BRANDS INTL INC COM 36092110 499 42700 SH SHARED 10 42700 D FUQI INTERNATIONAL INC COM NEW 36102A20 3 513 SH SHARED 513 D FURMANITE CORPORATION COM 36108610 39 4658 SH SHARED 4658 D FURMANITE CORPORATION COM 36108610 103 12200 SH SHARED 02 12200 D FUSION TELECOMM INTL INC COM 36113B30 0 560 SH SHARED 560 D FUSHI COPPERWELD INC COM 36113E10 9 600 SH SHARED 600 D G & K SVCS INC CL A 36126810 257 7220 SH SHARED 7220 D G & K SVCS INC CL A 36126810 541 15200 SH SHARED 01 15200 D G & K SVCS INC CL A 36126810 126 3542 SH SHARED 02 3542 D G & K SVCS INC CL A 36126810 485 13642 SH SHARED 10 13642 D GAMCO INVESTORS INC COM 36143810 258 5139 SH SHARED 5139 D GAMCO INVESTORS INC COM 36143810 15 305 SH SHARED 01 305 D GAMCO INVESTORS INC COM 36143810 2 44 SH SHARED 02 44 D GAMCO INVESTORS INC COM 36143810 251 5000 SH SHARED 10 5000 D GATX CORP NOTE 5.000% 8/1 361448AE 3566 2250000 PRN SHARED 2250000 D GATX CORP COM 36144810 3962 101411 SH SHARED 101411 D GATX CORP COM 36144810 886 22700 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GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1459 144095 SH SHARED 144095 D GABELLI EQUITY TR INC COM 36239710 97 11430 SH SHARED 01 11430 D GABELLI EQUITY TR INC COM 36239710 67 7903 SH SHARED 02 7903 D GABELLI UTIL TR COM 36240A10 0 14 SH SHARED 14 D GABELLI UTIL TR COM 36240A10 92 10000 SH SHARED 01 10000 D GSI TECHNOLOGY COM 36241U10 1 519 SH SHARED 519 D GABELLI DIVD & INCOME TR COM 36242H10 268 15091 SH SHARED 15091 D GABELLI DIVD & INCOME TR COM 36242H10 2274 127611 SH SHARED 02 127611 D GABELLI GLB GLD NAT RES & IN COM SHS BN INT 36244N10 99 3800 SH SHARED 02 3800 D GABELLI HLTHCARE & WELLNESS SHS 36246K10 2 395 SH SHARED 02 395 D GSC INVESTMENT CORP COM 36249310 140 13825 SH SHARED 13825 D GAIAM INC CL A 36268Q10 3 213 SH SHARED 213 D GAIAM INC CL A 36268Q10 7 415 SH SHARED 01 415 D GAIAM INC CL A 36268Q10 46 2695 SH SHARED 02 2695 D GAIAM INC CL A 36268Q10 34 2000 SH SHARED 10 2000 D GAINSCO INC COM 36312720 3 1393 SH SHARED 1393 D GALAXY ENERGY CORP COM 36318B10 0 1881 SH SHARED 1881 D GALLAGHER ARTHUR J & CO COM 36357610 2431 102956 SH SHARED 102956 D GALLAGHER ARTHUR J & CO COM 36357610 640 27100 SH SHARED 01 27100 D GALLAGHER ARTHUR J & CO COM 36357610 291 12346 SH SHARED 02 12346 D GALLAGHER ARTHUR J & CO COM 36357610 1622 68700 SH SHARED 10 68700 D GALLAGHER ARTHUR J & CO COM 36357610 32 1364 SH SHARED 21 1364 D GALLERY OF HISTORY INC COM 36381210 0 22 SH SHARED 22 D GAMETECH INTERNATIONAL INC COM 36466D10 25 4263 SH SHARED 4263 D GAMING PARTNERS INTL CORP COM 36467A10 1 194 SH SHARED 194 D GAMMON GOLD INC COM 36467T10 286 38201 SH SHARED 38201 D GAMMON GOLD INC COM 36467T10 15 2000 SH SHARED 01 2000 D GAMMON GOLD INC COM 36467T10 4524 602417 SH SHARED 10 602417 D GAMESTOP CORP NEW CL A 36467W10 11933 230783 SH SHARED 230783 D GAMESTOP CORP NEW CL A 36467W10 2535 49041 SH SHARED 01 49041 D GAMESTOP CORP NEW CL A 36467W10 169 3271 SH SHARED 02 1711 1560 D GAMESTOP CORP NEW CL A 36467W10 2704 52300 SH SHARED 06 50300 2000 D GAMESTOP CORP NEW CL A 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SH SHR/OTHR 23 6700 D GAP INC DEL COM 36476010 447 22740 SH SHARED 22740 D GAP INC DEL COM 36476010 21495 1092260 SH SHARED 1066060 26200 D GAP INC DEL COM 36476010 2072 105290 SH SHARED 01 99950 5340 D GAP INC DEL COM 36476010 14 750 SH SHR/OTHR 01 750 D GAP INC DEL COM 36476010 18008 915090 SH SHARED 02 902579 12511 D GAP INC DEL COM 36476010 4 225 SH SHARED 05 225 D GAP INC DEL COM 36476010 2087 106065 SH SHARED 06 100575 5490 D GAP INC DEL COM 36476010 4831 245495 SH SHARED 10 245495 D GAP INC DEL COM 36476010 2311 117446 SH SHARED 14 117446 D GAP INC DEL COM 36476010 3433 174484 SH SHARED 16 174484 D GAP INC DEL COM 36476010 16 820 SH SHARED 20 820 D GAP INC DEL COM 36476010 223 11345 SH SHARED 21 11345 D GAP INC DEL COM 36476010 11 570 SH SHR/OTHR 21 570 D GAP INC DEL COM 36476010 9 470 SH SHARED 22 470 D GARDNER DENVER INC COM 36555810 1175 31682 SH SHARED 31682 D GARDNER DENVER INC COM 36555810 2721 73346 SH SHARED 01 47428 25918 D GARDNER DENVER INC COM 36555810 1728 46600 SH SHR/OTHR 01 46600 D GARDNER DENVER INC COM 36555810 123 3325 SH SHARED 02 3105 220 D GARDNER DENVER INC COM 36555810 14933 402527 SH SHARED 10 402527 D GARDNER DENVER INC COM 36555810 51 1394 SH SHARED 21 1394 D GARDNER DENVER INC COM 36555810 56 1536 SH SHARED 22 1536 D GARTNER INC COM 36665110 2 127 SH SHARED 127 D GARTNER INC COM 36665110 441 22803 SH SHARED 01 1237 21566 D GARTNER INC COM 36665110 83 4320 SH SHARED 02 320 4000 D GARTNER INC COM 36665110 2 130 SH SHARED 20 130 D GARTNER INC COM 36665110 501 25909 SH SHARED 23 25909 D GARTNER INC COM 36665110 587 30393 SH SHR/OTHR 23 30393 D GASCO ENERGY INC COM 36722010 20 8477 SH SHARED 8477 D GASCO ENERGY INC COM 36722010 86 35500 SH SHARED 02 35500 D GASTAR EXPL LTD COM 36729910 642 494500 SH SHARED 02 494500 D GATEHOUSE MEDIA INC COM 36734810 1496 256330 SH SHARED 256330 D GAYLORD ENTMT CO NEW COM 36790510 37605 1241507 SH SHARED 1241507 D GAYLORD ENTMT CO NEW COM 36790510 275 9100 SH SHARED 01 9100 D GAYLORD ENTMT CO NEW COM 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1484 1400 D GENERAL DYNAMICS CORP COM 36955010 33 400 SH SHR/OTHR 22 400 D GENERAL DYNAMICS CORP COM 36955010 23709 284389 SH SHARED 23 9289 275100 D GENERAL DYNAMICS CORP COM 36955010 40391 484486 SH SHR/OTHR 23 484486 D GENERAL ELECTRIC CO COM 36960410 10854 293291 SH SHARED 96426 196865 D GENERAL ELECTRIC CO COM 36960410 513305 13869361 SH SHARED 13709391 159970 D GENERAL ELECTRIC CO COM 36960410 131322 3548286 SH SHARED 01 2058276 1490010 D GENERAL ELECTRIC CO COM 36960410 22559 609545 SH SHR/OTHR 01 609545 D GENERAL ELECTRIC CO COM 36960410 81658 2206395 SH SHARED 02 1858397 347998 D GENERAL ELECTRIC CO COM 36960410 1169 31588 SH SHARED 04 31588 D GENERAL ELECTRIC CO COM 36960410 92112 2488866 SH SHARED 04 2488866 D GENERAL ELECTRIC CO COM 36960410 41802 1129481 SH SHARED 05 1129481 D GENERAL ELECTRIC CO COM 36960410 65655 1773986 SH SHARED 06 1172678 601308 D GENERAL ELECTRIC CO COM 36960410 562454 15197357 SH SHARED 10 14686882 510475 D GENERAL ELECTRIC CO COM 36960410 575 15563 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GENERAL MLS INC COM 37033410 11 200 SH SHARED 05 200 D GENERAL MLS INC COM 37033410 34223 571541 SH SHARED 06 31350 540191 D GENERAL MLS INC COM 37033410 66315 1107472 SH SHARED 10 884372 223100 D GENERAL MLS INC COM 37033410 1287 21505 SH SHARED 14 21505 D GENERAL MLS INC COM 37033410 239 4000 SH SHARED 15 4000 D GENERAL MLS INC COM 37033410 79 1325 SH SHARED 20 1060 265 D GENERAL MLS INC COM 37033410 3 55 SH SHR/OTHR 20 55 D GENERAL MLS INC COM 37033410 53 900 SH SHARED 21 900 D GENERAL MLS INC COM 37033410 4 70 SH SHR/OTHR 21 70 D GENERAL MLS INC COM 37033410 389 6510 SH SHARED 22 3760 2750 D GENERAL MLS INC COM 37033410 952 15900 SH SHARED 23 9200 6700 D GENERAL MLS INC COM 37033410 1863 31120 SH SHR/OTHR 23 31120 D GENERAL MLS INC COM 37033410 443 7400 SH SHARED 24 7400 D GENERAL MOLY INC COM 37037310 154 19303 SH SHARED 19303 D GENERAL MOLY INC COM 37037310 1 155 SH SHARED 01 155 D GENERAL MOLY INC COM 37037310 684 85680 SH SHARED 02 85680 D GENERAL MTRS CORP COM 37044210 19 1000 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BANKSHARES INC COM NEW 39436120 0 12 SH SHARED 12 D GREEN BANKSHARES INC COM NEW 39436120 742 42000 SH SHARED 10 42000 D GREENFIELD ONLINE INC COM 39515010 7 600 SH SHARED 01 600 D GREENFIELD ONLINE INC COM 39515010 16 1378 SH SHARED 02 1378 D GREENFIELD ONLINE INC COM 39515010 77 6500 SH SHARED 10 6500 D GREENHILL & CO INC COM 39525910 1410 20281 SH SHARED 20281 D GREENHILL & CO INC COM 39525910 194 2800 SH SHARED 01 2800 D GREENHILL & CO INC COM 39525910 1291 18563 SH SHARED 02 18563 D GREENHILL & CO INC COM 39525910 20 300 SH SHARED 10 300 D GREIF INC CL A 39762410 360 5310 SH SHARED 5310 D GREIF INC CL A 39762410 550 8100 SH SHARED 01 8100 D GREIF INC CL A 39762410 73 1080 SH SHARED 02 180 900 D GREIF INC CL A 39762410 407 6000 SH SHARED 04 6000 D GREIF INC CL A 39762410 3396 50000 SH SHARED 10 50000 D GREY WOLF INC NOTE 3.750% 5/0 397888AD 6910 6277000 PRN SHARED 02 6277000 D GREY WOLF INC FRNT 4/0 397888AF 1187 1000000 PRN SHARED 1000000 D GREY WOLF INC FRNT 4/0 397888AF 10208 8600000 PRN SHARED 02 8600000 D GREY WOLF INC COM 39788810 88 13008 SH SHARED 13008 D GREY WOLF INC COM 39788810 283 41800 SH SHARED 01 41800 D GREY WOLF INC COM 39788810 18 2800 SH SHARED 02 800 2000 D GREY WOLF INC COM 39788810 3504 516900 SH SHARED 10 516900 D GRIFFIN LD & NURSERIES INC CL A 39823110 2 70 SH SHARED 70 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 2343 2773000 PRN SHARED 2773000 D GRIFFON CORP NOTE 4.000% 7/1 398433AC 7605 9000000 PRN SHARED 02 9000000 D GRIFFON CORP COM 39843310 1 185 SH SHARED 185 D GRIFFON CORP COM 39843310 5 610 SH SHARED 01 610 D GRIFFON CORP COM 39843310 30 3600 SH SHARED 02 3600 D GRIFFON CORP COM 39843310 135 15700 SH SHARED 10 15700 D GRILL CONCEPTS INC COM NEW 39850220 0 190 SH SHARED 190 D GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE 10510 16500000 PRN SHARED 16500000 D GROUP 1 AUTOMOTIVE INC COM 39890510 321 13700 SH SHARED 13700 D GROUP 1 AUTOMOTIVE INC COM 39890510 9 410 SH SHARED 01 410 D GROUP 1 AUTOMOTIVE INC COM 39890510 313 13341 SH 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HACKETT GROUP INC COM 40460910 18 4840 SH SHARED 02 4840 D HAEMONETICS CORP COM 40502410 357 5994 SH SHARED 5994 D HAEMONETICS CORP COM 40502410 26 452 SH SHARED 02 452 D HAEMONETICS CORP COM 40502410 682 11455 SH SHARED 06 11455 D HAEMONETICS CORP COM 40502410 193 3245 SH SHARED 10 3245 D HAEMONETICS CORP COM 40502410 6 101 SH SHARED 21 101 D HAIN CELESTIAL GROUP INC COM 40521710 44 1513 SH SHARED 1513 D HAIN CELESTIAL GROUP INC COM 40521710 138 4700 SH SHARED 01 4700 D HAIN CELESTIAL GROUP INC COM 40521710 315 10700 SH SHARED 02 9800 900 D HAIN CELESTIAL GROUP INC COM 40521710 542 18400 SH SHARED 10 18400 D HALIFAX CORP COM 40575210 0 68 SH SHARED 68 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 13713 6527000 PRN SHARED 02 6527000 D HALLIBURTON CO COM 40621610 263519 6700217 SH SHARED 6613197 87020 D HALLIBURTON CO COM 40621610 4226 107473 SH SHARED 01 103648 3825 D HALLIBURTON CO COM 40621610 87 2225 SH SHR/OTHR 01 2225 D HALLIBURTON CO COM 40621610 31184 792890 SH SHARED 02 714210 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117387 D HANESBRANDS INC COM 41034510 1079 36972 SH SHARED 01 7263 29709 D HANESBRANDS INC COM 41034510 11 393 SH SHR/OTHR 01 393 D HANESBRANDS INC COM 41034510 343 11779 SH SHARED 02 9244 2535 D HANESBRANDS INC COM 41034510 2 75 SH SHARED 05 75 D HANESBRANDS INC COM 41034510 43 1500 SH SHARED 06 500 1000 D HANESBRANDS INC COM 41034510 8952 306600 SH SHARED 10 306600 D HANESBRANDS INC COM 41034510 55 1900 SH SHARED 14 1900 D HANESBRANDS INC COM 41034510 64 2200 SH SHARED 20 2200 D HANESBRANDS INC COM 41034510 17 600 SH SHR/OTHR 20 600 D HANESBRANDS INC COM 41034510 5 186 SH SHARED 23 186 D HANESBRANDS INC COM 41034510 39 1350 SH SHR/OTHR 23 1350 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 6 621 SH SHARED 621 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 326 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 168 15590 SH SHARED 02 15590 D HANMI FINL CORP COM 41049510 198 26793 SH SHARED 26793 D HANMI FINL CORP COM 41049510 45 6216 SH SHARED 02 6216 D HANMI FINL CORP COM 41049510 149 20200 SH SHARED 10 20200 D HANOVER CAP MTG HLDGS INC COM 41076110 0 194 SH SHARED 194 D HANOVER INS GROUP INC COM 41086710 4459 108388 SH SHARED 108388 D HANOVER INS GROUP INC COM 41086710 1604 39005 SH SHARED 01 21950 17055 D HANOVER INS GROUP INC COM 41086710 200 4863 SH SHARED 02 4863 D HANOVER INS GROUP INC COM 41086710 21849 531100 SH SHARED 10 531100 D HANSEN MEDICAL INC COM 41130710 173 12319 SH SHARED 12319 D HANSEN MEDICAL INC COM 41130710 3 237 SH SHARED 02 237 D HANSEN MEDICAL INC COM 41130710 46 3339 SH SHARED 10 3339 D HANSEN NAT CORP COM 41131010 2905 82295 SH SHARED 82295 D HANSEN NAT CORP COM 41131010 1044 29580 SH SHARED 01 11780 17800 D HANSEN NAT CORP COM 41131010 14 400 SH SHR/OTHR 01 400 D HANSEN NAT CORP COM 41131010 225 6390 SH SHARED 02 2394 3996 D HANSEN NAT CORP COM 41131010 1517 43000 SH SHARED 04 43000 D HANSEN NAT CORP COM 41131010 564 16000 SH SHARED 05 16000 D HANSEN NAT CORP COM 41131010 518 14700 SH SHARED 06 300 14400 D HANSEN NAT 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INTL INDS INC COM 41308610 0 13 SH SHARED 14 13 D HARMONIC INC COM 41316010 33 4429 SH SHARED 4429 D HARMONIC INC COM 41316010 0 15 SH SHARED 01 15 D HARMONIC INC COM 41316010 233 30740 SH SHARED 02 19040 11700 D HARMONIC INC COM 41316010 90 11913 SH SHARED 10 11913 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 1427 120589 SH SHARED 120589 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 23 2000 SH SHARED 01 2000 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 2921 246718 SH SHARED 02 246118 600 D HARRINGTON WEST FINL GROUP I COM 41383L10 0 118 SH SHARED 118 D HARRIS & HARRIS GROUP INC COM 41383310 486 68195 SH SHARED 68195 D HARRIS & HARRIS GROUP INC COM 41383310 21 3000 SH SHARED 01 3000 D HARRIS CORP DEL COM 41387510 5446 112236 SH SHARED 112236 D HARRIS CORP DEL COM 41387510 2764 56970 SH SHARED 01 13175 43795 D HARRIS CORP DEL COM 41387510 240 4959 SH SHARED 02 2113 2846 D HARRIS CORP DEL COM 41387510 92 1900 SH SHARED 06 1900 D HARRIS CORP DEL COM 41387510 6754 139181 SH SHARED 10 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SH SHARED 02 7169 D HARTE-HANKS INC COM 41619610 720 52678 SH SHARED 10 52678 D HARTFORD FINL SVCS GROUP INC COM 41651510 31763 419214 SH SHARED 419214 D HARTFORD FINL SVCS GROUP INC COM 41651510 3669 48425 SH SHARED 01 44789 3636 D HARTFORD FINL SVCS GROUP INC COM 41651510 30 400 SH SHR/OTHR 01 400 D HARTFORD FINL SVCS GROUP INC COM 41651510 298 3935 SH SHARED 02 2715 1220 D HARTFORD FINL SVCS GROUP INC COM 41651510 4591 60600 SH SHARED 04 60600 D HARTFORD FINL SVCS GROUP INC COM 41651510 853 11260 SH SHARED 05 11260 D HARTFORD FINL SVCS GROUP INC COM 41651510 57039 752800 SH SHARED 06 170450 582350 D HARTFORD FINL SVCS GROUP INC COM 41651510 155527 2052628 SH SHARED 10 1990928 61700 D HARTFORD FINL SVCS GROUP INC COM 41651510 431 5700 SH SHARED 14 5700 D HARTFORD FINL SVCS GROUP INC COM 41651510 2676 35324 SH SHARED 16 35324 D HARTFORD FINL SVCS GROUP INC COM 41651510 25 340 SH SHARED 20 340 D HARTFORD FINL SVCS GROUP INC COM 41651510 192 2538 SH SHARED 23 2538 D HARTFORD FINL SVCS 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IHOP CORP COM 44962310 4 100 SH SHARED 01 100 D IHOP CORP COM 44962310 165 3460 SH SHARED 02 2105 1355 D IHOP CORP COM 44962310 678 14166 SH SHARED 10 14166 D ILX RESORTS INC COM NEW 44966150 0 46 SH SHARED 46 D I-MANY INC COM 44973Q10 2 1179 SH SHARED 1179 D I-MANY INC COM 44973Q10 2 1103 SH SHARED 02 1103 D ING PRIME RATE TR SH BEN INT 44977W10 46 8500 SH SHARED 8500 D ING CLARION REAL EST INCOME COM SHS 44978810 737 65000 SH SHARED 65000 D IPG PHOTONICS CORP COM 44980X10 3 236 SH SHARED 236 D IPG PHOTONICS CORP COM 44980X10 12 811 SH SHARED 10 811 D IPCS INC COM NEW 44980Y30 0 33 SH SHARED 33 D IPCS INC COM NEW 44980Y30 75 3220 SH SHARED 02 3220 D ING CLARION GLB RE EST INCM COM 44982G10 21 1500 SH SHARED 02 1500 D ING CLARION GLB RE EST INCM COM 44982G10 81 5739 SH SHARED 23 5739 D ING CLARION GLB RE EST INCM COM 44982G10 45 3239 SH SHR/OTHR 23 3239 D ING ASIA PAC HGH DIVID EQ IN COM 44983J10 83 4240 SH SHARED 4240 D ING ASIA PAC HGH DIVID EQ IN COM 44983J10 119 6054 SH SHARED 02 6054 D IPC THE HOSPITALIST CO INC COM 44984A10 176 8931 SH SHARED 02 8931 D IMS HEALTH INC COM 44993410 5117 243587 SH SHARED 243587 D IMS HEALTH INC COM 44993410 3353 159618 SH SHARED 01 125733 33885 D IMS HEALTH INC COM 44993410 131 6275 SH SHR/OTHR 01 6275 D IMS HEALTH INC COM 44993410 765 36458 SH SHARED 02 36458 D IMS HEALTH INC COM 44993410 4 200 SH SHARED 05 200 D IMS HEALTH INC COM 44993410 498 23730 SH SHARED 06 21000 2730 D IMS HEALTH INC COM 44993410 1996 95032 SH SHARED 10 95032 D IMS HEALTH INC COM 44993410 369 17599 SH SHARED 14 17599 D IMS HEALTH INC COM 44993410 48 2300 SH SHARED 20 2300 D IMS HEALTH INC COM 44993410 21 1000 SH SHR/OTHR 20 1000 D IMS HEALTH INC COM 44993410 18 885 SH SHR/OTHR 21 885 D IMS HEALTH INC COM 44993410 15 735 SH SHARED 22 735 D IMS HEALTH INC COM 44993410 1470 70000 SH SHARED 23 69200 800 D IMS HEALTH INC COM 44993410 1491 71000 SH SHR/OTHR 23 71000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 2904 206700 SH SHARED 206700 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 196 14000 SH SHARED 14000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 871 62000 SH SHARED 04 62000 D ISTAR FINL INC COM 45031U10 819 58446 SH SHARED 58446 D ISTAR FINL INC COM 45031U10 46 3300 SH SHARED 01 3300 D ISTAR FINL INC COM 45031U10 472 33705 SH SHARED 02 33705 D ISTAR FINL INC COM 45031U10 108 7700 SH SHARED 10 7700 D ISTAR FINL INC COM 45031U10 28 2000 SH SHARED 21 2000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 1 579 SH SHARED 579 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 2 1359 SH SHARED 02 1359 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1401 30505 SH SHARED 30505 D ITT EDUCATIONAL SERVICES INC COM 45068B10 781 17025 SH SHARED 01 7125 9900 D ITT EDUCATIONAL SERVICES INC COM 45068B10 67 1476 SH SHARED 02 676 800 D ITT EDUCATIONAL SERVICES INC COM 45068B10 601 13100 SH SHARED 10 13100 D I-TRAX INC COM NEW 45069D20 5 1048 SH SHARED 1048 D I-TRAX INC COM NEW 45069D20 8 1560 SH SHARED 02 1560 D IVAX DIAGNOSTICS INC COM 45070W10 0 201 SH SHARED 201 D IXIA COM 45071R10 51 6668 SH SHARED 6668 D IXIA COM 45071R10 3 485 SH SHARED 01 485 D IXIA COM 45071R10 35 4574 SH SHARED 02 4574 D IBERIABANK CORP COM 45082810 11 260 SH SHARED 260 D IBERIABANK CORP COM 45082810 504 11400 SH SHARED 10 11400 D IBIS TECHNOLOGY CORP COM 45090910 0 373 SH SHARED 373 D ITT CORP NEW COM 45091110 18752 361949 SH SHARED 355049 6900 D ITT CORP NEW COM 45091110 2447 47234 SH SHARED 01 44218 3016 D ITT CORP NEW COM 45091110 1996 38537 SH SHARED 02 37453 1084 D ITT CORP NEW COM 45091110 235583 4547074 SH SHARED 04 4547074 D ITT CORP NEW COM 45091110 46983 906838 SH SHARED 05 906838 D ITT CORP NEW COM 45091110 982 18960 SH SHARED 06 17300 1660 D ITT CORP NEW COM 45091110 3965 76531 SH SHARED 10 76531 D ITT CORP NEW COM 45091110 1466 28300 SH SHARED 14 28300 D ITT CORP NEW COM 45091110 103 2000 SH SHARED 20 2000 D ITT CORP NEW COM 45091110 11 220 SH SHARED 21 220 D ITT CORP NEW COM 45091110 74 1446 SH SHARED 23 846 600 D ITT CORP NEW COM 45091110 51 1000 SH SHR/OTHR 23 1000 D IAMGOLD CORP COM 45091310 335 45786 SH SHARED 45786 D IAMGOLD CORP COM 45091310 3494 476800 SH SHARED 05 476800 D IAMGOLD CORP COM 45091310 34464 4701810 SH SHARED 10 4701810 D ICON PUB LTD CO SPONSORED ADR 45103T10 248 3830 SH SHARED 3830 D ICON PUB LTD CO SPONSORED ADR 45103T10 94 1454 SH SHARED 1454 D ICON PUB LTD CO SPONSORED ADR 45103T10 12037 185500 SH SHARED 10 185500 D ICICI BK LTD ADR 45104G10 190 5000 SH SHARED 5000 D ICICI BK LTD ADR 45104G10 35645 933370 SH SHARED 933370 D ICICI BK LTD ADR 45104G10 2715 71100 SH SHARED 01 71100 D ICICI BK LTD ADR 45104G10 25054 656050 SH SHARED 02 635300 20750 D ICICI BK LTD ADR 45104G10 126 3322 SH SHARED 04 3322 D ICICI BK LTD ADR 45104G10 9524 249400 SH SHARED 04 249400 D ICICI BK LTD ADR 45104G10 68557 1795175 SH SHARED 10 1309225 485950 D ICICI BK LTD ADR 45104G10 274 7200 SH SHARED 15 7200 D ICICI BK LTD ADR 45104G10 3 100 SH SHARED 21 100 D ICICI BK LTD ADR 45104G10 658 17250 SH SHARED 24 17250 D ICAGEN INC COM 45104P10 4635 2861292 SH SHARED 2861292 D ICAGEN INC COM 45104P10 11 7000 SH SHARED 02 7000 D ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB 13590 15000000 PRN SHARED 15000000 D ICONIX BRAND GROUP INC COM 45105510 160 9227 SH SHARED 9227 D ICONIX BRAND GROUP INC COM 45105510 130 7500 SH SHARED 01 7500 D ICONIX BRAND GROUP INC COM 45105510 103 5949 SH SHARED 10 5949 D ICAHN ENTERPRISES LP DEPOSITRY UNIT 45110010 31 387 SH SHARED 387 D ICAHN ENTERPRISES LP DEPOSITRY UNIT 45110010 24 300 SH SHARED 10 300 D IDACORP INC COM 45110710 4817 150029 SH SHARED 150029 D IDACORP INC COM 45110710 462 14410 SH SHARED 01 110 14300 D IDACORP INC COM 45110710 211 6590 SH SHARED 02 4090 2500 D IDACORP INC COM 45110710 23018 716860 SH SHARED 10 716860 D IDENIX PHARMACEUTICALS INC COM 45166R20 2 474 SH SHARED 02 474 D IDEARC INC COM 45166310 0 37 SH SHARED 37 D IDEARC INC COM 45166310 0 25 SH SHR/OTHR 25 D IDEARC INC COM 45166310 668 183780 SH SHARED 146173 37607 D IDEARC INC COM 45166310 11 3074 SH SHARED 01 1550 1524 D IDEARC INC COM 45166310 1 310 SH SHR/OTHR 01 310 D IDEARC INC COM 45166310 42 11699 SH SHARED 02 11318 381 D IDEARC INC COM 45166310 0 59 SH SHARED 05 59 D IDEARC INC COM 45166310 3 1081 SH SHARED 06 112 969 D IDEARC INC COM 45166310 250 68756 SH SHARED 10 68756 D IDEARC INC COM 45166310 2 752 SH SHARED 14 752 D IDEARC INC COM 45166310 2 555 SH SHARED 20 500 55 D IDEARC INC COM 45166310 0 16 SH SHARED 22 16 D IDEARC INC COM 45166310 1 275 SH SHARED 23 245 30 D IDEARC INC COM 45166310 4 1195 SH SHR/OTHR 23 1195 D IDEATION ACQUISITION CORP COM 45166510 1766 247033 SH SHARED 247033 D IDEX CORP COM 45167R10 213 6950 SH SHARED 6950 D IDEX CORP COM 45167R10 3524 114848 SH SHARED 01 79675 35173 D IDEX CORP COM 45167R10 257 8375 SH SHR/OTHR 01 8375 D IDEX CORP COM 45167R10 551 17977 SH SHARED 02 13477 4500 D IDEX CORP COM 45167R10 98 3200 SH SHARED 10 3200 D IDEX CORP COM 45167R10 843 27500 SH SHARED 14 27500 D IDEX CORP COM 45167R10 671 21886 SH SHARED 20 15967 5919 D IDEX CORP COM 45167R10 6 200 SH SHR/OTHR 20 200 D IDEX CORP COM 45167R10 173 5641 SH SHARED 22 5641 D IDEX CORP COM 45167R10 46 1521 SH SHR/OTHR 22 1521 D IDEX CORP COM 45167R10 42 1369 SH SHARED 23 1212 157 D IDEX CORP COM 45167R10 131 4300 SH SHR/OTHR 23 4300 D IDEXX LABS INC COM 45168D10 1283 26062 SH SHARED 26062 D IDEXX LABS INC COM 45168D10 147 3000 SH SHARED 01 3000 D IDEXX LABS INC COM 45168D10 378 7689 SH SHARED 02 7689 D IDEXX LABS INC COM 45168D10 9554 193965 SH SHARED 10 193965 D IDEXX LABS INC COM 45168D10 729 14800 SH SHARED 21 14800 D IDERA PHARMACEUTICALS INC COM NEW 45168K30 4 456 SH SHARED 456 D IGATE CORP COM 45169U10 25 3575 SH SHARED 3575 D IGATE CORP COM 45169U10 24 3480 SH SHARED 02 3480 D IGATE CORP COM 45169U10 102 14400 SH SHARED 10 14400 D IKON OFFICE SOLUTIONS INC COM 45171310 466 61416 SH SHARED 61416 D IKON OFFICE SOLUTIONS INC COM 45171310 458 60300 SH SHARED 01 60300 D IKON OFFICE SOLUTIONS INC COM 45171310 145 19194 SH SHARED 02 19194 D IKON OFFICE SOLUTIONS INC COM 45171310 1824 240100 SH SHARED 10 240100 D ILINC COMMUNICATIONS INC COM 45172410 0 875 SH SHARED 875 D IKANOS COMMUNICATIONS COM 45173E10 2 583 SH SHARED 583 D IKANOS COMMUNICATIONS COM 45173E10 10 2250 SH SHARED 02 2250 D IHS INC CL A 45173410 995 15479 SH SHARED 15479 D IHS INC CL A 45173410 424 6600 SH SHARED 01 6600 D IHS INC CL A 45173410 208 3238 SH SHARED 02 3238 D IHS INC CL A 45173410 185 2886 SH SHARED 10 2886 D ILLINOIS TOOL WKS INC COM 45230810 289 6000 SH SHARED 6000 D ILLINOIS TOOL WKS INC COM 45230810 46209 958106 SH SHARED 958106 D ILLINOIS TOOL WKS INC COM 45230810 3355 69566 SH SHARED 01 66221 3345 D ILLINOIS TOOL WKS INC COM 45230810 331 6867 SH SHR/OTHR 01 6867 D ILLINOIS TOOL WKS INC COM 45230810 2654 55046 SH SHARED 02 47746 7300 D ILLINOIS TOOL WKS INC COM 45230810 9 200 SH SHARED 05 200 D ILLINOIS TOOL WKS INC COM 45230810 2017 41840 SH SHARED 06 37200 4640 D ILLINOIS TOOL WKS INC COM 45230810 20539 425866 SH SHARED 10 425266 600 D ILLINOIS TOOL WKS INC COM 45230810 1724 35760 SH SHARED 20 6670 29090 D ILLINOIS TOOL WKS INC COM 45230810 1076 22310 SH SHR/OTHR 20 22310 D ILLINOIS TOOL WKS INC COM 45230810 738 15310 SH SHARED 21 12810 2500 D ILLINOIS TOOL WKS INC COM 45230810 38 800 SH SHR/OTHR 21 800 D ILLINOIS TOOL WKS INC COM 45230810 67 1400 SH SHARED 22 600 800 D ILLINOIS TOOL WKS INC COM 45230810 267 5540 SH SHR/OTHR 22 5540 D ILLINOIS TOOL WKS INC COM 45230810 1619 33570 SH SHARED 23 33170 400 D ILLINOIS TOOL WKS INC COM 45230810 618 12822 SH SHR/OTHR 23 12822 D ILLUMINA INC NOTE 0.625% 2/1 452327AB 10694 5925000 PRN SHARED 02 5925000 D ILLUMINA INC COM 45232710 427 5633 SH SHARED 5633 D ILLUMINA INC COM 45232710 244 3225 SH SHARED 01 3225 D ILLUMINA INC COM 45232710 419 5527 SH SHARED 02 450 5077 D ILLUMINA INC COM 45232710 1730 22800 SH SHARED 04 22800 D ILLUMINA INC COM 45232710 15 200 SH SHARED 06 200 D ILLUMINA INC COM 45232710 10575 139334 SH SHARED 10 139334 D ILLUMINA INC COM 45232710 53 700 SH SHARED 14 700 D IMAGE ENTMT INC COM NEW 45243920 0 408 SH SHARED 408 D IMAGE SENSING SYS INC COM 45244C10 5 457 SH SHARED 457 D IMATION CORP COM 45245A10 369 16242 SH SHARED 16242 D IMATION CORP COM 45245A10 290 12786 SH SHARED 01 1565 11221 D IMATION CORP COM 45245A10 150 6607 SH SHARED 02 6607 D IMATION CORP COM 45245A10 304 13400 SH SHARED 10 13400 D IMAX CORP COM 45245E10 72 10357 SH SHARED 10357 D IMAGEWARE SYS INC COM 45245S10 0 437 SH SHARED 437 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 2715 2868000 PRN SHARED 2868000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 10014 10575000 PRN SHARED 02 10575000 D IMCLONE SYS INC COM 45245W10 2644 62332 SH SHARED 62332 D IMCLONE SYS INC COM 45245W10 346 8175 SH SHARED 01 8175 D IMCLONE SYS INC COM 45245W10 200 4728 SH SHARED 02 2728 2000 D IMCLONE SYS INC COM 45245W10 10534 248327 SH SHARED 04 248327 D IMCLONE SYS INC COM 45245W10 122 2889 SH SHARED 10 2889 D IMCLONE SYS INC COM 45245W10 3478 82000 SH SHARED 16 82000 D IMERGENT INC COM 45247Q10 40 3572 SH SHARED 3572 D IMERGENT INC COM 45247Q10 3 275 SH SHARED 01 275 D IMERGENT INC COM 45247Q10 20 1842 SH SHARED 02 1842 D IMARX THERAPEUTICS INC COM 45248L30 0 77 SH SHARED 77 D IMMTECH PHARMACEUTICALS INC COM 45251910 27 33971 SH SHARED 33971 D IMMERSION CORP COM 45252110 57 8125 SH SHARED 8125 D IMMERSION CORP COM 45252110 53 7500 SH SHARED 01 7500 D IMMERSION CORP COM 45252110 67 9496 SH SHARED 02 8196 1300 D IMMERSION CORP COM 45252110 113 15900 SH SHARED 10 15900 D IMMUCELL CORP COM PAR $0.10 45252530 0 67 SH SHARED 67 D IMMUCOR INC COM 45252610 404 18941 SH SHARED 18941 D IMMUCOR INC COM 45252610 125 5900 SH SHARED 02 5900 D IMMUCOR INC COM 45252610 231 10868 SH SHARED 10 10868 D IMMUNOGEN INC COM 45253H10 235 65774 SH SHARED 65774 D IMMUNOGEN INC COM 45253H10 1 312 SH SHARED 02 312 D IMPAC MTG HLDGS INC COM 45254P10 146 115300 SH SHARED 115300 D IMPAC MTG HLDGS INC COM 45254P10 3394 2673228 SH SHARED 10 2673228 D IMMUNICON CORP DEL COM 45260A10 0 671 SH SHARED 671 D IMPERIAL CAP BANCORP INC COM 45268010 11 537 SH SHARED 537 D IMPERIAL CAP BANCORP INC COM 45268010 32 1520 SH SHARED 01 1520 D IMPERIAL CAP BANCORP INC COM 45268010 56 2600 SH SHARED 10 2600 D IMPERIAL INDS INC COM NEW 45284840 25 4851 SH SHARED 4851 D IMMUNOMEDICS INC COM 45290710 0 251 SH SHARED 251 D IMMUNOMEDICS INC COM 45290710 2 728 SH SHARED 02 728 D INCOME OPPORTUNITY RLTY INVS COM 45292610 0 23 SH SHARED 23 D IMPERIAL OIL LTD COM NEW 45303840 6628 126829 SH SHARED 125629 1200 D IMPERIAL OIL LTD COM NEW 45303840 72 1386 SH SHARED 01 1386 D IMPERIAL OIL LTD COM NEW 45303840 15 290 SH SHARED 02 290 D IMPERIAL OIL LTD COM NEW 45303840 10 200 SH SHARED 05 200 D IMPERIAL OIL LTD COM NEW 45303840 154 2951 SH SHARED 06 1251 1700 D IMPERIAL OIL LTD COM NEW 45303840 698 13360 SH SHARED 10 10660 2700 D IMPERIAL OIL LTD COM NEW 45303840 381 7300 SH SHARED 14 7300 D IMPERIAL OIL LTD COM NEW 45303840 47 900 SH SHARED 19 900 D IMPERIAL OIL LTD COM NEW 45303840 2967 56775 SH SHARED 20 8300 48475 D IMPERIAL OIL LTD COM NEW 45303840 8847 169300 SH SHR/OTHR 20 169300 D IMPERIAL OIL LTD COM NEW 45303840 28 553 SH SHARED 21 553 D IMPERIAL OIL LTD COM NEW 45303840 386 7400 SH SHARED 23 7400 D IMPERIAL SUGAR CO NEW COM NEW 45309620 348 18498 SH SHARED 18498 D IMPERIAL SUGAR CO NEW COM NEW 45309620 92 4900 SH SHARED 01 2300 2600 D IMPERIAL SUGAR CO NEW COM NEW 45309620 3319 176378 SH SHARED 02 176378 D IMPERIAL SUGAR CO NEW COM NEW 45309620 2130 113200 SH SHARED 10 113200 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 18 200 SH SHARED 200 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 1959 21287 SH SHARED 21287 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 63900 694040 SH SHARED 10 694040 D IMPLANT SCIENCES CORP COM 45320R10 0 261 SH SHARED 261 D INCYTE CORP NOTE 3.500% 2/1 45337CAF 3195 3000000 PRN SHARED 02 3000000 D INCYTE CORP COM 45337C10 324 30904 SH SHARED 30904 D INCYTE CORP COM 45337C10 9 878 SH SHARED 02 878 D INCYTE CORP COM 45337C10 735 70000 SH SHARED 04 70000 D INDEPENDENCE FED SVGS BK COM 45343210 0 37 SH SHARED 37 D INDEPENDENCE HLDG CO NEW COM NEW 45344030 463 38883 SH SHARED 38883 D INDEPENDENT BANK CORP MASS COM 45383610 19 644 SH SHARED 644 D INDEPENDENT BANK CORP MASS COM 45383610 91 3100 SH SHARED 02 3100 D INDEPENDENT BANK CORP MASS COM 45383610 168 5700 SH SHARED 10 5700 D INDEPENDENT BANK CORP MICH COM 45383810 3 367 SH SHARED 367 D INDEPENDENT BANK CORP MICH COM 45383810 1 140 SH SHARED 01 140 D INDEPENDENT BANK CORP MICH COM 45383810 89 8600 SH SHARED 10 8600 D INDEVUS PHARMACEUTICALS INC COM 45407210 908 190363 SH SHARED 190363 D INDEVUS PHARMACEUTICALS INC COM 45407210 3 632 SH SHARED 01 632 D INDEVUS PHARMACEUTICALS INC COM 45407210 2 596 SH SHARED 02 596 D INDIA GLOBALIZATION CAP INC COM 45408X10 0 200 SH SHARED 02 200 D INDIA FD INC COM 45408910 9683 212940 SH SHARED 212940 D INDIA FD INC COM 45408910 386 8508 SH SHARED 02 8508 D INDIA FD INC COM 45408910 95 2100 SH SHARED 10 2100 D INDIA FD INC COM 45408910 52 1159 SH SHR/OTHR 23 1159 D INDONESIA FD INC COM 45577810 4 419 SH SHARED 419 D INDUSTRIAL DISTR GROUP INC COM 45606110 2 241 SH SHARED 241 D INDUSTRIAL SVCS AMER INC FLA COM 45631410 0 49 SH SHARED 49 D INDUSTRIAS BACHOCO S A B DE SPON ADR B 45646310 19 686 SH SHARED 686 D INDYMAC BANCORP INC COM 45660710 24 4919 SH SHARED 4919 D INDYMAC BANCORP INC COM 45660710 206 41690 SH SHARED 01 13590 28100 D INDYMAC BANCORP INC COM 45660710 35 7065 SH SHARED 02 7065 D INDYMAC BANCORP INC COM 45660710 45 9144 SH SHARED 10 9144 D INERGY HLDGS L P COM 45661Q10 11 288 SH SHARED 288 D INERGY HLDGS L P COM 45661Q10 5 150 SH SHARED 02 150 D INERGY L P UNIT LTD PTNR 45661510 30 1079 SH SHARED 1079 D INERGY L P UNIT LTD PTNR 45661510 1040 37265 SH SHARED 02 37265 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 10759 1532738 SH SHARED 1532738 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 12 1850 SH SHARED 01 1850 D INFINITY ENERGY RESOURCES IN COM PAR .0001 45663L40 1 2705 SH SHARED 2705 D INFOCUS CORP COM 45665B10 80 42789 SH SHARED 42789 D INFINITY PHARMACEUTICALS INC COM 45665G30 1 290 SH SHARED 290 D INFINITY PHARMACEUTICALS INC COM 45665G30 5 1000 SH SHARED 02 1000 D INFINITY PPTY & CAS CORP COM 45665Q10 306 7359 SH SHARED 7359 D INFINITY PPTY & CAS CORP COM 45665Q10 193 4640 SH SHARED 02 4640 D INFINITY PPTY & CAS CORP COM 45665Q10 368 8858 SH SHARED 10 8858 D INFORMATICA CORP NOTE 3.000% 3/1 45666QAB 7403 6700000 PRN SHARED 6700000 D INFORMATICA CORP NOTE 3.000% 3/1 45666QAB 179 162000 PRN SHARED 02 162000 D INFORMATICA CORP COM 45666Q10 247 14509 SH SHARED 14509 D INFORMATICA CORP COM 45666Q10 430 25209 SH SHARED 02 19784 5425 D INFORMATICA CORP COM 45666Q10 511 30000 SH SHARED 04 30000 D INFORMATICA CORP COM 45666Q10 7697 451202 SH SHARED 10 451202 D INFINERA CORPORATION COM 45667G10 115 9585 SH SHARED 9585 D INFINERA CORPORATION COM 45667G10 502 41900 SH SHARED 10 41900 D INFOLOGIX INC COM 45668X10 0 343 SH SHARED 343 D INFORMATION SERVICES GROUP I COM 45675Y10 6424 1245151 SH SHARED 02 1245151 D INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y11 87 175000 SH SHARED 175000 D INFOSPACE INC COM NEW 45678T20 17 1500 SH SHARED 01 1500 D INFOSPACE INC COM NEW 45678T20 664 57400 SH SHARED 10 57400 D INFOSONICS CORP COM 45678410 0 230 SH SHARED 230 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 368 10300 SH SHARED 10300 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 19356 541132 SH SHARED 541132 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 28 800 SH SHARED 01 800 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1274 35628 SH SHARED 02 34628 1000 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1001 28000 SH SHARED 04 28000 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 980 27424 SH SHARED 10 27424 D INFOUSA INC NEW COM 45681830 143 23497 SH SHARED 23497 D INFOUSA INC NEW COM 45681830 230 37750 SH SHARED 01 37750 D INFOUSA INC NEW COM 45681830 33 5560 SH SHARED 02 5560 D ING GROEP N V SPONSORED ADR 45683710 11 313 SH SHARED 313 D ING GROEP N V SPONSORED ADR 45683710 31 850 SH SHARED 01 350 500 D ING GROEP N V SPONSORED ADR 45683710 99 2671 SH SHARED 02 2671 D ING GLOBAL EQTY DIV & PREM O COM 45684E10 144 8685 SH SHARED 02 8685 D ING INTL HIGH DIVD EQTY INC COM 45684Q10 84 5665 SH SHARED 02 5665 D INGLES MKTS INC CL A 45703010 14 576 SH SHARED 576 D INGLES MKTS INC CL A 45703010 34 1400 SH SHARED 01 1400 D INGLES MKTS INC CL A 45703010 518 21100 SH SHARED 10 21100 D INGRAM MICRO INC CL A 45715310 3209 202743 SH SHARED 202743 D INGRAM MICRO INC CL A 45715310 1103 69700 SH SHARED 01 24100 45600 D INGRAM MICRO INC CL A 45715310 44 2825 SH SHR/OTHR 01 2825 D INGRAM MICRO INC CL A 45715310 368 23255 SH SHARED 02 23255 D INGRAM MICRO INC CL A 45715310 117 7400 SH SHARED 10 7400 D INHIBITEX INC COM 45719T10 323 415185 SH SHARED 415185 D INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB 912 1000000 PRN SHARED 1000000 D INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB 684 750000 PRN SHARED 02 750000 D INLAND REAL ESTATE CORP COM NEW 45746120 2290 150561 SH SHARED 150561 D INLAND REAL ESTATE CORP COM NEW 45746120 155 10200 SH SHARED 01 10200 D INLAND REAL ESTATE CORP COM NEW 45746120 98 6500 SH SHARED 02 500 6000 D INLAND REAL ESTATE CORP COM NEW 45746120 1971 129600 SH SHARED 10 129600 D INLAND REAL ESTATE CORP COM NEW 45746120 34320 2256450 SH SHARED 11 2256450 D INNODATA ISOGEN INC COM NEW 45764220 2 568 SH SHARED 568 D INNOVEX INC COM 45764710 0 500 SH SHARED 500 D INSIGHT ENTERPRISES INC COM 45765U10 380 21738 SH SHARED 21738 D INSIGHT ENTERPRISES INC COM 45765U10 392 22400 SH SHARED 01 22400 D INSIGHT ENTERPRISES INC COM 45765U10 97 5585 SH SHARED 02 5585 D INSIGHT ENTERPRISES INC COM 45765U10 685 39178 SH SHARED 10 39178 D INSIGNIA SYS INC COM 45765Y10 0 370 SH SHARED 370 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 651 200000 PRN SHARED 02 200000 D INSITE VISION INC COM 45766010 1 2128 SH SHARED 2128 D INSITUFORM TECHNOLOGIES INC CL A 45766710 93 6796 SH SHARED 6796 D INSITUFORM TECHNOLOGIES INC CL A 45766710 23 1700 SH SHARED 02 1200 500 D INSITUFORM TECHNOLOGIES INC CL A 45766710 201 14600 SH SHARED 10 14600 D INSMED INC COM NEW 45766920 2 2997 SH SHARED 2997 D INNOTRAC CORP COM 45767M10 0 68 SH SHARED 68 D INNOSPEC INC COM 45768S10 223 10538 SH SHARED 10538 D INNOSPEC INC COM 45768S10 67 3186 SH SHARED 02 3186 D INNOSPEC INC COM 45768S10 228 10800 SH SHARED 10 10800 D INSIGHTFUL CORP COM 45770X10 0 256 SH SHARED 256 D INOVIO BIOMEDICAL CORP COM 45773H10 10 11000 SH SHARED 11000 D INOVIO BIOMEDICAL CORP COM 45773H10 1 1132 SH SHARED 1132 D INPLAY TECHNOLOGIES INC COM 45773L10 0 232 SH SHARED 232 D INNOVATIVE CARD TECHNLGS INC COM 45773R10 1 506 SH SHARED 506 D INNERWORKINGS INC COM 45773Y10 22 1614 SH SHARED 1614 D INNERWORKINGS INC COM 45773Y10 2414 172100 SH SHARED 10 172100 D INSPIRE PHARMACEUTICALS INC COM 45773310 3 994 SH SHARED 994 D INSPIRE PHARMACEUTICALS INC COM 45773310 53 13975 SH SHARED 02 10850 3125 D INSPIRE PHARMACEUTICALS INC COM 45773310 1 415 SH SHARED 06 415 D INNOPHOS HOLDINGS INC COM 45774N10 40 2500 SH SHARED 2500 D INSTEEL INDUSTRIES INC COM 45774W10 11 1024 SH SHARED 1024 D INSULET CORP COM 45784P10 4 319 SH SHARED 319 D INSULET CORP COM 45784P10 13 972 SH SHARED 02 872 100 D INNSUITES HOSPITALITY TR SH BEN INT 45791910 0 88 SH SHARED 88 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 2453 56451 SH SHARED 56451 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 58 1339 SH SHARED 02 1339 D INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 41 964 SH SHARED 10 964 D INSURE COM INC COM 45807N10 0 56 SH SHARED 56 D INSURED MUN INCOME FD COM 45809F10 583 47128 SH SHARED 47128 D INSURED MUN INCOME FD COM 45809F10 420 34000 SH SHARED 20 34000 D INSWEB CORP COM NEW 45809K20 0 53 SH SHARED 53 D INTEGRAL SYS INC MD COM 45810H10 7 255 SH SHARED 255 D INTEGRAMED AMER INC COM NEW 45810N30 1 183 SH SHARED 183 D INTEGRATED ELECTRICAL SVC COM 45811E30 176 11214 SH SHARED 11214 D INTEGRATED ELECTRICAL SVC COM 45811E30 130 8301 SH SHARED 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25310 D INTEL CORP COM 45814010 296555 14001669 SH SHARED 13934879 66790 D INTEL CORP COM 45814010 31775 1500276 SH SHARED 01 1069115 431161 D INTEL CORP COM 45814010 4179 197320 SH SHR/OTHR 01 197320 D INTEL CORP COM 45814010 68941 3255025 SH SHARED 02 3068610 186415 D INTEL CORP COM 45814010 83 3925 SH SHARED 04 3925 D INTEL CORP COM 45814010 14280 674250 SH SHARED 04 674250 D INTEL CORP COM 45814010 11352 536000 SH SHARED 05 536000 D INTEL CORP COM 45814010 19524 921854 SH SHARED 06 594837 327017 D INTEL CORP COM 45814010 200300 9457040 SH SHARED 10 9177600 279440 D INTEL CORP COM 45814010 110 5200 SH SHR/OTHR 10 5200 D INTEL CORP COM 45814010 4713 222567 SH SHARED 14 222567 D INTEL CORP COM 45814010 3177 150000 SH SHARED 15 150000 D INTEL CORP COM 45814010 218 10300 SH SHARED 19 10300 D INTEL CORP COM 45814010 9101 429726 SH SHARED 20 177115 260 252351 D INTEL CORP COM 45814010 6827 322352 SH SHR/OTHR 20 322352 D INTEL CORP COM 45814010 1911 90229 SH SHARED 21 63238 26991 D INTEL CORP COM 45814010 117 5527 SH SHR/OTHR 21 5527 D INTEL CORP COM 45814010 1937 91472 SH SHARED 22 70393 21079 D INTEL CORP COM 45814010 629 29710 SH SHR/OTHR 22 29710 D INTEL CORP COM 45814010 5188 244972 SH SHARED 23 219052 25920 D INTEL CORP COM 45814010 8767 413955 SH SHR/OTHR 23 413955 D INTELLIGENT SYS CORP NEW COM 45816D10 0 97 SH SHARED 97 D INTELLON CORP COM 45816W50 0 196 SH SHARED 196 D INTELLON CORP COM 45816W50 532 109800 SH SHARED 02 109800 D INTELLI-CHECK INC COM 45817G10 1 319 SH SHARED 319 D INTEGRITY BANCSHARES INC COM 45818G10 0 380 SH SHARED 380 D INTEGRYS ENERGY GROUP INC COM 45822P10 13443 288232 SH SHARED 288232 D INTEGRYS ENERGY GROUP INC COM 45822P10 848 18183 SH SHARED 01 15213 2970 D INTEGRYS ENERGY GROUP INC COM 45822P10 698 14974 SH SHARED 02 14974 D INTEGRYS ENERGY GROUP INC COM 45822P10 334 7168 SH SHARED 06 7168 D INTEGRYS ENERGY GROUP INC COM 45822P10 25912 555582 SH SHARED 10 555582 D INTEGRYS ENERGY GROUP INC COM 45822P10 150 3231 SH SHARED 21 1231 2000 D INTEGRYS ENERGY GROUP INC COM 45822P10 57 1237 SH SHR/OTHR 23 1237 D INTER PARFUMS INC COM 45833410 51 2323 SH SHARED 2323 D INTER PARFUMS INC COM 45833410 2 120 SH SHARED 01 120 D INTERACTIVE INTELLIGENCE INC COM 45839M10 41 3500 SH SHARED 3500 D INTERACTIVE INTELLIGENCE INC COM 45839M10 677 57600 SH SHARED 01 57600 D INTERACTIVE INTELLIGENCE INC COM 45839M10 982 83500 SH SHR/OTHR 01 83500 D INTERACTIVE INTELLIGENCE INC COM 45839M10 73 6280 SH SHARED 02 6280 D INTERACTIVE DATA CORP COM 45840J10 2411 84714 SH SHARED 84714 D INTERACTIVE DATA CORP COM 45840J10 71 2525 SH SHARED 01 2525 D INTERACTIVE DATA CORP COM 45840J10 524 18417 SH SHARED 10 18417 D INTERACTIVE BROKERS GROUP IN COM 45841N10 373 14553 SH SHARED 14553 D INTERACTIVE BROKERS GROUP IN COM 45841N10 197 7700 SH SHARED 01 4500 3200 D INTERACTIVE BROKERS GROUP IN COM 45841N10 244 9540 SH SHARED 02 9540 D INTERACTIVE BROKERS GROUP IN COM 45841N10 5159 200990 SH SHARED 10 200990 D INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW 45857P30 64 4251 SH SHARED 4251 D INTERCONTINENTALEXCHANGE INC COM 45865V10 1260 9656 SH SHARED 8306 1350 D INTERCONTINENTALEXCHANGE INC COM 45865V10 13453 103091 SH SHARED 103091 D INTERCONTINENTALEXCHANGE INC COM 45865V10 13968 107039 SH SHARED 01 73975 33064 D INTERCONTINENTALEXCHANGE INC COM 45865V10 2724 20878 SH SHR/OTHR 01 20878 D INTERCONTINENTALEXCHANGE INC COM 45865V10 3314 25398 SH SHARED 02 22928 2470 D INTERCONTINENTALEXCHANGE INC COM 45865V10 557 4275 SH SHARED 04 4275 D INTERCONTINENTALEXCHANGE INC COM 45865V10 965 7400 SH SHARED 06 6800 600 D INTERCONTINENTALEXCHANGE INC COM 45865V10 4913 37655 SH SHARED 10 37020 635 D INTERCONTINENTALEXCHANGE INC COM 45865V10 26 200 SH SHARED 14 200 D INTERCONTINENTALEXCHANGE INC COM 45865V10 4476 34303 SH SHARED 19 34303 D INTERCONTINENTALEXCHANGE INC COM 45865V10 1740 13340 SH SHARED 20 10515 40 2785 D INTERCONTINENTALEXCHANGE INC COM 45865V10 580 4450 SH SHR/OTHR 20 4450 D INTERCONTINENTALEXCHANGE INC COM 45865V10 86 660 SH SHARED 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SH SHARED 10 2917 D INVESTOOLS INC COM 46145P10 19 1730 SH SHARED 1730 D INVESTOOLS INC COM 46145P10 72 6600 SH SHARED 01 6600 D INVESTOOLS INC COM 46145P10 481 43799 SH SHR/OTHR 01 43799 D INVESTOOLS INC COM 46145P10 7 665 SH SHARED 02 665 D INVESTOOLS INC COM 46145P10 434 39557 SH SHARED 10 39557 D INVESTORS BANCORP INC COM 46146P10 112 7305 SH SHARED 7305 D INVESTORS BANCORP INC COM 46146P10 78 5100 SH SHARED 01 5100 D INVESTORS BANCORP INC COM 46146P10 212 13821 SH SHARED 02 13821 D INVESTORS BANCORP INC COM 46146P10 250 16300 SH SHARED 10 16300 D INVESTORS CAP HLDGS LTD COM 46147M10 0 52 SH SHARED 52 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 29 3000 SH SHARED 3000 D INVESTORS TITLE CO COM 46180410 2 58 SH SHARED 58 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 1977 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 66475 49314016 PRN SHARED 49314016 D INVITROGEN CORP NOTE 1.500% 2/1 46185RAK 2537 2500000 PRN SHARED 2500000 D INVITROGEN CORP COM 46185R10 4302 50343 SH SHARED 50343 D INVITROGEN CORP COM 46185R10 1461 17100 SH SHARED 01 2900 14200 D INVITROGEN CORP COM 46185R10 1239 14505 SH SHARED 02 14005 500 D INVITROGEN CORP COM 46185R10 3091 36169 SH SHARED 04 36169 D INVITROGEN CORP COM 46185R10 458 5360 SH SHARED 06 5100 260 D INVITROGEN CORP COM 46185R10 28717 336000 SH SHARED 10 336000 D INVITROGEN CORP COM 46185R10 136 1600 SH SHARED 14 1600 D INX INC COM 46185W10 1 129 SH SHARED 129 D IOMAI CORP COM 46202P10 0 425 SH SHARED 425 D IOMEGA CORP COM NEW 46203030 92 25927 SH SHARED 25927 D IOMEGA CORP COM NEW 46203030 6 1940 SH SHARED 02 1940 D ION GEOPHYSICAL CORP COM 46204410 149 10806 SH SHARED 10806 D ION GEOPHYSICAL CORP COM 46204410 441 32000 SH SHARED 01 32000 D ION GEOPHYSICAL CORP COM 46204410 5 400 SH SHARED 02 400 D ION GEOPHYSICAL CORP COM 46204410 324 23500 SH SHARED 21 6500 17000 D ION GEOPHYSICAL CORP COM 46204410 165 12000 SH SHR/OTHR 21 12000 D ION GEOPHYSICAL CORP COM 46204410 20 1500 SH SHR/OTHR 23 1500 D ION MEDIA NETWORKS INC NOTE 11.000% 7/3 46205AAB 1 6014 PRN SHARED 02 6014 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 19 4960 SH SHARED 4960 D IOWA TELECOMM SERVICES INC COM 46259420 84 4771 SH SHARED 4771 D IOWA TELECOMM SERVICES INC COM 46259420 26 1500 SH SHARED 02 1500 D IOWA TELECOMM SERVICES INC COM 46259420 17341 978100 SH SHARED 10 978100 D IPARTY CORP COM 46261R10 0 459 SH SHARED 459 D IPASS INC COM 46261V10 11 3949 SH SHARED 3949 D IPASS INC COM 46261V10 29 9753 SH SHARED 02 5753 4000 D IRELAND BK SPONSORED ADR 46267Q10 755 12515 SH SHARED 12515 D IRIDEX CORP COM 46268410 0 199 SH SHARED 199 D IRIS INTL INC COM 46270W10 6 517 SH SHARED 517 D IRIS INTL INC COM 46270W10 132 9962 SH SHARED 02 9962 D IROBOT CORP COM 46272610 49 2896 SH SHARED 2896 D IROBOT CORP COM 46272610 27 1610 SH SHARED 02 1610 D IRON MTN INC COM 46284610 2334 88289 SH SHARED 88289 D IRON MTN INC COM 46284610 206 7800 SH SHARED 01 7800 D IRON MTN INC COM 46284610 13 527 SH SHARED 02 327 200 D IRON MTN INC COM 46284610 787 29787 SH SHARED 06 27287 2500 D IRON MTN INC COM 46284610 3783 143091 SH SHARED 10 143091 D IRVINE SENSORS CORP COM NEW 46366450 0 568 SH SHARED 568 D IRWIN FINL CORP COM 46411910 0 176 SH SHARED 176 D IRWIN FINL CORP COM 46411910 208 39346 SH SHARED 02 39346 D ISCO INTL INC COM 46426P10 0 2820 SH SHARED 2820 D ISCO INTL INC COM 46426P10 0 100 SH SHARED 01 100 D ISHARES SILVER TRUST ISHARES 46428Q10 3628 21290 SH SHARED 02 5000 16290 D ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R10 228 3951 SH SHARED 3951 D ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R10 180 3126 SH SHARED 02 3126 D ISHARES COMEX GOLD TR ISHARES 46428510 90 1000 SH SHARED 01 1000 D ISHARES COMEX GOLD TR ISHARES 46428510 144 1589 SH SHARED 02 1589 D ISHARES INC MSCI AUSTRALIA 46428610 386 15000 SH SHARED 15000 D ISHARES INC MSCI AUSTRALIA 46428610 25 1000 SH SHARED 02 300 700 D ISHARES INC MSCI AUSTRALIA 46428610 1125 43700 SH SHARED 15 43700 D ISHARES INC MSCI AUSTRALIA 46428610 515 20000 SH SHARED 19 20000 D ISHARES INC MSCI AUSTRIA 46428620 117 3500 SH SHARED 02 3500 D ISHARES INC MSCI BRAZIL 46428640 251292 3262262 SH SHARED 3262262 D ISHARES INC MSCI BRAZIL 46428640 5 75 SH SHARED 01 75 D ISHARES INC MSCI BRAZIL 46428640 77 1000 SH SHR/OTHR 01 1000 D ISHARES INC MSCI BRAZIL 46428640 3607 46833 SH SHARED 02 46833 D ISHARES INC MSCI BRAZIL 46428640 9322 121023 SH SHARED 06 121023 D ISHARES INC MSCI BRAZIL 46428640 1455 18900 SH SHARED 15 18900 D ISHARES INC MSCI BRAZIL 46428640 577 7500 SH SHARED 19 7500 D ISHARES INC MSCI CDA INDEX 46428650 523 17278 SH SHARED 17278 D ISHARES INC MSCI CDA INDEX 46428650 63 2100 SH SHARED 02 2100 D ISHARES INC MSCI EMU INDEX 46428660 3595 33050 SH SHARED 02 33050 D ISHARES INC MSCI EMU INDEX 46428660 540 4967 SH SHARED 19 4967 D ISHARES INC MSCI EMU INDEX 46428660 40 372 SH SHARED 23 372 D ISHARES INC MSCI BRIC INDX 46428665 7 150 SH SHARED 02 150 D ISHARES INC MSCI PAC J IDX 46428666 128 950 SH SHARED 950 D ISHARES INC MSCI PAC J IDX 46428666 103644 764453 SH SHARED 764453 D ISHARES INC MSCI PAC J IDX 46428666 5098 37605 SH SHARED 01 36545 1060 D ISHARES INC MSCI PAC J IDX 46428666 51 379 SH SHR/OTHR 01 379 D ISHARES INC MSCI PAC J IDX 46428666 327 2413 SH SHARED 02 2413 D ISHARES INC MSCI PAC J IDX 46428666 2142 15800 SH SHARED 15 15800 D ISHARES INC MSCI PAC J IDX 46428666 504 3722 SH SHARED 19 3722 D ISHARES INC MSCI PAC J IDX 46428666 67 500 SH SHARED 20 500 D ISHARES INC MSCI PAC J IDX 46428666 27 200 SH SHR/OTHR 23 200 D ISHARES INC MSCI SINGAPORE 46428667 17 1400 SH SHARED 1400 D ISHARES INC MSCI SINGAPORE 46428667 3825 299550 SH SHARED 02 295000 4550 D ISHARES INC MSCI UTD KINGD 46428669 183 8500 SH SHARED 8500 D ISHARES INC MSCI UTD KINGD 46428669 75 3525 SH SHARED 01 3525 D ISHARES INC MSCI UTD KINGD 46428669 114 5312 SH SHARED 19 5312 D ISHARES INC MSCI UTD KINGD 46428669 36 1714 SH SHARED 23 1714 D ISHARES INC MSCI FRANCE 46428670 31 900 SH SHARED 900 D ISHARES INC MSCI FRANCE 46428670 448 12850 SH SHARED 02 12850 D ISHARES INC MSCI TAIWAN 46428673 248 15696 SH SHARED 15696 D ISHARES INC MSCI TAIWAN 46428673 16804 1060200 SH SHARED 1060200 D ISHARES INC MSCI TAIWAN 46428673 4358 275000 SH SHARED 01 275000 D ISHARES INC MSCI TAIWAN 46428673 2818 177801 SH SHARED 02 177401 400 D ISHARES INC MSCI TAIWAN 46428673 499 31500 SH SHARED 21 10500 21000 D ISHARES INC MSCI TAIWAN 46428673 213 13500 SH SHR/OTHR 21 13500 D ISHARES INC MSCI TAIWAN 46428673 23 1500 SH SHR/OTHR 23 1500 D ISHARES INC MSCI SWITZERLD 46428674 2 100 SH SHARED 100 D ISHARES INC MSCI SWITZERLD 46428674 20 810 SH SHARED 01 810 D ISHARES INC MSCI SWITZERLD 46428674 20 800 SH SHARED 23 800 D ISHARES INC MSCI S KOREA 46428677 17800 319054 SH SHARED 319054 D ISHARES INC MSCI S KOREA 46428677 200 3588 SH SHARED 02 713 2875 D ISHARES INC MSCI S KOREA 46428677 196 3531 SH SHARED 10 3531 D ISHARES INC MSCI S KOREA 46428677 1099 19700 SH SHARED 15 19700 D ISHARES INC MSCI S KOREA 46428677 557 10000 SH SHARED 19 10000 D ISHARES INC MSCI STH AFRCA 46428678 33 293 SH SHARED 293 D ISHARES INC MSCI STH AFRCA 46428678 1732 15300 SH SHARED 02 15300 D ISHARES INC MSCI GERMAN 46428680 2888 91685 SH SHARED 02 91685 D ISHARES INC MSCI MEXICO 46428682 28323 479243 SH SHARED 479243 D ISHARES INC MSCI MEXICO 46428682 774 13100 SH SHARED 02 13100 D ISHARES INC MSCI MALAYSIA 46428683 228 19270 SH SHARED 01 19270 D ISHARES INC MSCI MALAYSIA 46428683 55 4700 SH SHR/OTHR 01 4700 D ISHARES INC MSCI MALAYSIA 46428683 201 16967 SH SHARED 02 16967 D ISHARES INC MSCI JAPAN 46428684 7315 591366 SH SHARED 01 440655 150711 D ISHARES INC MSCI JAPAN 46428684 288 23300 SH SHR/OTHR 01 23300 D ISHARES INC MSCI JAPAN 46428684 4606 372433 SH SHARED 02 91194 281239 D ISHARES INC MSCI JAPAN 46428684 133 10797 SH SHARED 19 10797 D ISHARES INC MSCI JAPAN 46428684 349 28225 SH SHARED 20 23750 4475 D ISHARES INC MSCI JAPAN 46428684 23 1900 SH SHR/OTHR 20 1900 D ISHARES INC MSCI JAPAN 46428684 476 38500 SH SHARED 21 11000 27500 D ISHARES INC MSCI JAPAN 46428684 228 18500 SH SHR/OTHR 21 18500 D ISHARES INC MSCI JAPAN 46428684 7 600 SH SHARED 22 600 D ISHARES INC MSCI JAPAN 46428684 2003 161970 SH SHARED 23 161970 D ISHARES INC MSCI JAPAN 46428684 108 8800 SH SHR/OTHR 23 8800 D ISHARES INC MSCI ITALY 46428685 106 3600 SH SHARED 3600 D ISHARES INC MSCI HONG KONG 46428687 604 33700 SH SHARED 33700 D ISHARES INC MSCI HONG KONG 46428687 2028 113000 SH SHARED 02 113000 D ISHARES INC MSCI HONG KONG 46428687 576 32100 SH SHARED 15 32100 D ISHARES INC MSCI HONG KONG 46428687 217 12100 SH SHARED 19 12100 D ISHARES TR S&P 100 IDX FD 46428710 3987 65000 SH SHARED 65000 D ISHARES TR S&P 100 IDX FD 46428710 2773 45200 SH SHARED 10 45200 D ISHARES TR S&P 100 IDX FD 46428710 5824 94946 SH SHARED 19 94946 D ISHARES TR LRGE GRW INDX 46428711 11 176 SH SHARED 02 176 D ISHARES TR LRGE CORE INDX 46428712 10 144 SH SHARED 02 144 D ISHARES TR DJ SEL DIV INX 46428716 7633 131900 SH SHARED 131900 D ISHARES TR DJ SEL DIV INX 46428716 497 8602 SH SHARED 02 8602 D ISHARES TR DJ SEL DIV INX 46428716 129 2237 SH SHR/OTHR 23 2237 D ISHARES TR US TIPS BD FD 46428717 10007 91063 SH SHARED 91063 D ISHARES TR US TIPS BD FD 46428717 671 6110 SH SHARED 6110 D ISHARES TR US TIPS BD FD 46428717 4234 38528 SH SHARED 01 12933 25595 D ISHARES TR US TIPS BD FD 46428717 580 5285 SH SHR/OTHR 01 5285 D ISHARES TR US TIPS BD FD 46428717 2353 21413 SH SHARED 02 21413 D ISHARES TR US TIPS BD FD 46428717 280 2555 SH SHARED 20 1240 1315 D ISHARES TR US TIPS BD FD 46428717 21 200 SH SHR/OTHR 20 200 D ISHARES TR US TIPS BD FD 46428717 41 380 SH SHR/OTHR 21 380 D ISHARES TR US TIPS BD FD 46428717 1086 9886 SH SHARED 22 7596 2290 D ISHARES TR US TIPS BD FD 46428717 296 2700 SH SHR/OTHR 22 2700 D ISHARES TR US TIPS BD FD 46428717 9104 82845 SH SHARED 23 80535 2310 D ISHARES TR US TIPS BD FD 46428717 2235 20338 SH SHR/OTHR 23 20338 D ISHARES TR FTSE XNHUA IDX 46428718 54198 401057 SH SHARED 401057 D ISHARES TR FTSE XNHUA IDX 46428718 922 6824 SH SHARED 02 1367 5457 D ISHARES TR TRANSP AVE IDX 46428719 615 7200 SH SHARED 7200 D ISHARES TR TRANSP AVE IDX 46428719 85 1000 SH SHARED 02 500 500 D ISHARES TR S&P 500 INDEX 46428720 8 65 SH SHR/OTHR 01 65 D ISHARES TR S&P 500 INDEX 46428720 5266 39825 SH SHARED 02 38360 1465 D ISHARES TR S&P 500 INDEX 46428720 10102 76400 SH SHARED 10 76400 D ISHARES TR LEHMAN AGG BND 46428722 27 267 SH SHR/OTHR 01 267 D ISHARES TR LEHMAN AGG BND 46428722 1477 14385 SH SHARED 02 14385 D ISHARES TR MSCI EMERG MKT 46428723 205 1527 SH SHARED 1527 D ISHARES TR MSCI EMERG MKT 46428723 165170 1229130 SH SHARED 1229130 D ISHARES TR MSCI EMERG MKT 46428723 6190 46066 SH SHARED 01 12421 33645 D ISHARES TR MSCI EMERG MKT 46428723 1916 14263 SH SHR/OTHR 01 14263 D ISHARES TR MSCI EMERG MKT 46428723 7128 53046 SH SHARED 02 15348 37698 D ISHARES TR MSCI EMERG MKT 46428723 22327 166150 SH SHARED 10 166150 D ISHARES TR MSCI EMERG MKT 46428723 4636 34500 SH SHARED 15 34500 D ISHARES TR MSCI EMERG MKT 46428723 20255 150733 SH SHARED 19 150733 D ISHARES TR MSCI EMERG MKT 46428723 3717 27665 SH SHARED 20 18255 9410 D ISHARES TR MSCI EMERG MKT 46428723 315 2350 SH SHR/OTHR 20 2350 D ISHARES TR MSCI EMERG MKT 46428723 721 5370 SH SHARED 21 5370 D ISHARES TR MSCI EMERG MKT 46428723 8147 60629 SH SHARED 22 40614 20015 D ISHARES TR MSCI EMERG MKT 46428723 2340 17418 SH SHR/OTHR 22 17418 D ISHARES TR MSCI EMERG MKT 46428723 18159 135133 SH SHARED 23 133355 1778 D ISHARES TR MSCI EMERG MKT 46428723 10460 77844 SH SHR/OTHR 23 77844 D ISHARES TR IBOXX INV CPBD 46428724 3173 30162 SH SHARED 30162 D ISHARES TR IBOXX INV CPBD 46428724 42 400 SH SHARED 400 D ISHARES TR IBOXX INV CPBD 46428724 1 13 SH SHR/OTHR 01 13 D ISHARES TR IBOXX INV CPBD 46428724 69 664 SH SHARED 02 664 D ISHARES TR S&P GBL TELCM 46428727 62 940 SH SHARED 02 940 D ISHARES TR S&P GBL INF 46428729 39 700 SH SHARED 02 700 D ISHARES TR S&P500 GRW 46428730 14935 238200 SH SHARED 238200 D ISHARES TR S&P500 GRW 46428730 181 2900 SH SHR/OTHR 01 2900 D ISHARES TR S&P500 GRW 46428730 10590 168909 SH SHARED 02 168909 D ISHARES TR S&P500 GRW 46428730 426 6810 SH SHARED 22 6810 D ISHARES TR S&P GBL HLTHCR 46428732 120 2300 SH SHARED 02 2300 D ISHARES TR S&P GBL FIN 46428733 7 100 SH SHARED 02 100 D ISHARES TR S&P GBL ENER 46428734 12 94 SH SHARED 02 94 D ISHARES TR S&P GBL ENER 46428734 8161 63000 SH SHARED 10 63000 D ISHARES TR S&P GSSI NATL 46428737 242 1900 SH SHARED 1900 D ISHARES TR S&P GSSI NATL 46428737 2738 21441 SH SHARED 01 3325 18116 D ISHARES TR S&P GSSI NATL 46428737 1860 14570 SH SHR/OTHR 01 14570 D ISHARES TR S&P GSSI NATL 46428737 334 2617 SH SHARED 02 2617 D ISHARES TR S&P GSSI NATL 46428737 4739 37108 SH SHARED 20 22065 15043 D ISHARES TR S&P GSSI NATL 46428737 855 6700 SH SHR/OTHR 20 6700 D ISHARES TR S&P GSSI NATL 46428737 2142 16777 SH SHARED 22 11332 5445 D ISHARES TR S&P GSSI NATL 46428737 540 4230 SH SHR/OTHR 22 4230 D ISHARES TR S&P GSSI NATL 46428737 6313 49432 SH SHARED 23 47812 1620 D ISHARES TR S&P GSSI NATL 46428737 5473 42853 SH SHR/OTHR 23 42853 D ISHARES TR S&P LTN AM 40 46428739 8062 31932 SH SHARED 31932 D ISHARES TR S&P LTN AM 40 46428739 58 232 SH SHR/OTHR 01 232 D ISHARES TR S&P LTN AM 40 46428739 3045 12061 SH SHARED 02 12061 D ISHARES TR S&P LTN AM 40 46428739 698 2765 SH SHARED 19 2765 D ISHARES TR S&P 500 VALUE 46428740 124 1800 SH SHARED 1800 D ISHARES TR S&P 500 VALUE 46428740 10435 150716 SH SHARED 02 150716 D ISHARES TR S&P 500 VALUE 46428740 405 5850 SH SHARED 22 5850 D ISHARES TR S&P 500 VALUE 46428740 248 3586 SH SHR/OTHR 23 3586 D ISHARES TR 20+ YR TRS BD 46428743 1589 16577 SH SHARED 02 5932 10645 D ISHARES TR 7-10 YR TRS BD 46428744 1376 15009 SH SHARED 15009 D ISHARES TR 7-10 YR TRS BD 46428744 715 7800 SH SHARED 01 7800 D ISHARES TR 1-3 YR TRS BD 46428745 54 642 SH SHARED 01 642 D ISHARES TR 1-3 YR TRS BD 46428745 30 359 SH SHR/OTHR 01 359 D ISHARES TR 1-3 YR TRS BD 46428745 660 7845 SH SHARED 02 7845 D ISHARES TR MSCI EAFE IDX 46428746 13924 193670 SH SHARED 193670 D ISHARES TR MSCI EAFE IDX 46428746 7086 98554 SH SHARED 01 2750 95804 D ISHARES TR MSCI EAFE IDX 46428746 968 13465 SH SHR/OTHR 01 13465 D ISHARES TR MSCI EAFE IDX 46428746 9375 130390 SH SHARED 02 4559 125831 D ISHARES TR MSCI EAFE IDX 46428746 12120 168570 SH SHARED 10 168000 570 D ISHARES TR MSCI EAFE IDX 46428746 53 750 SH SHR/OTHR 10 750 D ISHARES TR MSCI EAFE IDX 46428746 5488 76334 SH SHARED 20 27314 49020 D ISHARES TR MSCI EAFE IDX 46428746 1730 24072 SH SHR/OTHR 20 24072 D ISHARES TR MSCI EAFE IDX 46428746 629 8754 SH SHARED 21 8754 D ISHARES TR MSCI EAFE IDX 46428746 257 3575 SH SHARED 22 1025 2550 D ISHARES TR MSCI EAFE IDX 46428746 252 3510 SH SHR/OTHR 22 3510 D ISHARES TR MSCI EAFE IDX 46428746 6354 88375 SH SHARED 23 86750 1625 D ISHARES TR MSCI EAFE IDX 46428746 3543 49290 SH SHR/OTHR 23 49290 D ISHARES TR RUSSELL MCP VL 46428747 2224 17300 SH SHARED 02 17300 D ISHARES TR RUSSELL MCP GR 46428748 2089 20628 SH SHARED 02 20628 D ISHARES TR RUSSELL MIDCAP 46428749 4 44 SH SHR/OTHR 01 44 D ISHARES TR RUSSELL MIDCAP 46428749 476 5090 SH SHARED 02 40 5050 D ISHARES TR RUSSELL MIDCAP 46428749 27035 289000 SH SHARED 10 289000 D ISHARES TR RUSSELL MIDCAP 46428749 53 570 SH SHARED 21 570 D ISHARES TR S&P MIDCAP 400 46428750 186 2405 SH SHARED 02 2405 D ISHARES TR S&P MIDCAP 400 46428750 14 185 SH SHARED 23 185 D ISHARES TR S&P GSTI SOFTW 46428751 36 818 SH SHR/OTHR 01 818 D ISHARES TR S&P GSTI SOFTW 46428751 21 485 SH SHARED 02 485 D ISHARES TR S&P GSTI SEMIC 46428752 58 1171 SH SHARED 02 1171 D ISHARES TR S&P GSTI TECHN 46428754 589 11634 SH SHARED 11634 D ISHARES TR S&P GSTI TECHN 46428754 76 1504 SH SHR/OTHR 01 1504 D ISHARES TR S&P GSTI TECHN 46428754 320 6317 SH SHARED 02 6317 D ISHARES TR S&P GSTI TECHN 46428754 5779 114000 SH SHARED 10 114000 D ISHARES TR NASDQ BIO INDX 46428755 56835 750000 SH SHARED 750000 D ISHARES TR NASDQ BIO INDX 46428755 2212 29200 SH SHARED 01 29200 D ISHARES TR NASDQ BIO INDX 46428755 700 9238 SH SHARED 02 7400 1838 D ISHARES TR NASDQ BIO INDX 46428755 6224 82141 SH SHARED 04 82141 D ISHARES TR NASDQ BIO INDX 46428755 103509 1365918 SH SHARED 10 962218 403700 D ISHARES TR NASDQ BIO INDX 46428755 585 7727 SH SHARED 15 7727 D ISHARES TR NASDQ BIO INDX 46428755 39 517 SH SHARED 20 517 D ISHARES TR NASDQ BIO INDX 46428755 37 500 SH SHR/OTHR 21 500 D ISHARES TR NASDQ BIO INDX 46428755 28 375 SH SHR/OTHR 23 375 D ISHARES TR NASDQ BIO INDX 46428755 905 11950 SH SHARED 24 11950 D ISHARES TR COHEN&ST RLTY 46428756 149 1858 SH SHARED 1858 D ISHARES TR COHEN&ST RLTY 46428756 419 5218 SH SHARED 01 4230 988 D ISHARES TR COHEN&ST RLTY 46428756 318 3965 SH SHARED 02 3965 D ISHARES TR COHEN&ST RLTY 46428756 6138 76354 SH SHARED 10 76354 D ISHARES TR COHEN&ST RLTY 46428756 377 4700 SH SHARED 20 3200 1500 D ISHARES TR COHEN&ST RLTY 46428756 110 1370 SH SHR/OTHR 20 1370 D ISHARES TR COHEN&ST RLTY 46428756 3361 41816 SH SHARED 22 30016 11800 D ISHARES TR COHEN&ST RLTY 46428756 630 7843 SH SHR/OTHR 22 7843 D ISHARES TR COHEN&ST RLTY 46428756 2611 32480 SH SHARED 23 32115 365 D ISHARES TR COHEN&ST RLTY 46428756 4855 60405 SH SHR/OTHR 23 60405 D ISHARES TR S&P GLB100INDX 46428757 7322 100450 SH SHARED 02 100000 450 D ISHARES TR RUSSELL1000VAL 46428759 58 800 SH SHARED 01 800 D ISHARES TR RUSSELL1000VAL 46428759 3 50 SH SHR/OTHR 01 50 D ISHARES TR RUSSELL1000VAL 46428759 14088 191804 SH SHARED 02 191804 D ISHARES TR RUSSELL1000VAL 46428759 27690 377000 SH SHARED 10 377000 D ISHARES TR RUSSELL1000VAL 46428759 76 1035 SH SHARED 21 1035 D ISHARES TR RUSSELL1000VAL 46428759 143 1956 SH SHARED 23 1956 D ISHARES TR RUSSELL1000VAL 46428759 73 1000 SH SHR/OTHR 23 1000 D ISHARES TR S&P MC 400 GRW 46428760 1 24 SH SHR/OTHR 01 24 D ISHARES TR S&P MC 400 GRW 46428760 7056 86570 SH SHARED 02 86570 D ISHARES TR RUSSELL1000GRW 46428761 2095 38500 SH SHARED 38500 D ISHARES TR RUSSELL1000GRW 46428761 3 63 SH SHR/OTHR 01 63 D ISHARES TR RUSSELL1000GRW 46428761 13952 256300 SH SHARED 02 256300 D ISHARES TR RUSSELL1000GRW 46428761 1076 19770 SH SHARED 23 19770 D ISHARES TR RUSSELL1000GRW 46428761 957 17581 SH SHR/OTHR 23 17581 D ISHARES TR RUSSELL 1000 46428762 273 3800 SH SHARED 3800 D ISHARES TR RUSSELL 1000 46428762 413 5745 SH SHARED 02 5745 D ISHARES TR RUSL 2000 VALU 46428763 32785 500000 SH SHARED 500000 D ISHARES TR RUSL 2000 VALU 46428763 32 500 SH SHR/OTHR 01 500 D ISHARES TR RUSL 2000 VALU 46428763 5575 85038 SH SHARED 02 36900 48138 D ISHARES TR RUSL 2000 VALU 46428763 79 1220 SH SHARED 20 1220 D ISHARES TR RUSL 2000 VALU 46428763 17 260 SH SHARED 21 260 D ISHARES TR RUSL 2000 GROW 46428764 1392 19220 SH SHARED 01 19220 D ISHARES TR RUSL 2000 GROW 46428764 1995 27540 SH SHR/OTHR 01 27540 D ISHARES TR RUSL 2000 GROW 46428764 4812 66419 SH SHARED 02 66419 D ISHARES TR RUSL 2000 GROW 46428764 18 255 SH SHARED 21 255 D ISHARES TR RUSSELL 2000 46428765 1795537 26292832 SH SHARED 26292832 D ISHARES TR RUSSELL 2000 46428765 4126 60430 SH SHARED 01 2196 58234 D ISHARES TR RUSSELL 2000 46428765 3288 48151 SH SHR/OTHR 01 48151 D ISHARES TR RUSSELL 2000 46428765 139196 2038316 SH SHARED 02 2034530 3786 D ISHARES TR RUSSELL 2000 46428765 5121 75000 SH SHARED 10 75000 D ISHARES TR RUSSELL 2000 46428765 615 9010 SH SHARED 20 5845 3165 D ISHARES TR RUSSELL 2000 46428765 997 14600 SH SHR/OTHR 20 14600 D ISHARES TR RUSSELL 2000 46428765 39 579 SH SHARED 21 579 D ISHARES TR RUSSELL 2000 46428765 495 7260 SH SHARED 22 7260 D ISHARES TR RUSSELL 2000 46428765 184 2700 SH SHR/OTHR 22 2700 D ISHARES TR RUSSELL 2000 46428765 1628 23852 SH SHARED 23 23452 400 D ISHARES TR RUSSELL 2000 46428765 1740 25482 SH SHR/OTHR 23 25482 D ISHARES TR RUSL 3000 VALU 46428766 88 940 SH SHARED 02 940 D ISHARES TR RUSL 3000 GROW 46428767 176 4000 SH SHARED 23 4000 D ISHARES TR RUSSELL 3000 46428768 4 65 SH SHR/OTHR 01 65 D ISHARES TR RUSSELL 3000 46428768 59 775 SH SHARED 02 775 D ISHARES TR DJ US UTILS 46428769 36 396 SH SHR/OTHR 01 396 D ISHARES TR DJ US UTILS 46428769 27 300 SH SHARED 02 300 D ISHARES TR S&P MIDCP VALU 46428770 5646 77321 SH SHARED 02 77321 D ISHARES TR DJ US TELECOMM 46428771 296 12689 SH SHARED 02 8994 3695 D ISHARES TR DJ US TELECOMM 46428771 27 1160 SH SHARED 23 1160 D ISHARES TR DJ US TECH SEC 46428772 33 640 SH SHR/OTHR 01 640 D ISHARES TR DJ US TECH SEC 46428772 178 3404 SH SHARED 02 3404 D ISHARES TR DJ US TECH SEC 46428772 6 120 SH SHARED 19 120 D ISHARES TR DJ US TECH SEC 46428772 443 8450 SH SHARED 23 8450 D ISHARES TR DJ US REAL EST 46428773 150380 2309985 SH SHARED 2309985 D ISHARES TR DJ US REAL EST 46428773 643 9883 SH SHARED 02 234 9649 D ISHARES TR DJ US REAL EST 46428773 12154 186700 SH SHARED 06 186700 D ISHARES TR DJ US REAL EST 46428773 156 2400 SH SHR/OTHR 23 2400 D ISHARES TR DJ US INDUSTRL 46428775 15 230 SH SHARED 01 230 D ISHARES TR DJ US INDUSTRL 46428775 75 1100 SH SHARED 02 1100 D ISHARES TR DJ US HEALTHCR 46428776 120 1925 SH SHARED 01 1925 D ISHARES TR DJ US HEALTHCR 46428776 1 26 SH SHR/OTHR 01 26 D ISHARES TR DJ US HEALTHCR 46428776 294 4699 SH SHARED 02 4699 D ISHARES TR DJ US HEALTHCR 46428776 233 3735 SH SHARED 23 3735 D ISHARES TR DJ US FINL SEC 46428778 7 90 SH SHARED 02 90 D ISHARES TR DJ US ENERGY 46428779 12 100 SH SHARED 100 D ISHARES TR DJ US ENERGY 46428779 20 159 SH SHARED 01 159 D ISHARES TR DJ US ENERGY 46428779 39 308 SH SHR/OTHR 01 308 D ISHARES TR DJ US ENERGY 46428779 77 605 SH SHARED 02 605 D ISHARES TR S&P SMLCAP 600 46428780 179790 3000000 SH SHARED 3000000 D ISHARES TR S&P SMLCAP 600 46428780 683 11401 SH SHARED 02 11401 D ISHARES TR S&P SMLCAP 600 46428780 6562 109500 SH SHARED 10 109500 D ISHARES TR DJ US BAS MATL 46428783 237 3200 SH SHARED 3200 D ISHARES TR DJ US BAS MATL 46428783 19 261 SH SHARED 01 261 D ISHARES TR DJ US BAS MATL 46428783 40 546 SH SHR/OTHR 01 546 D ISHARES TR DJ US BAS MATL 46428783 38 525 SH SHARED 02 525 D ISHARES TR S&P EURO PLUS 46428786 57 548 SH SHARED 02 548 D ISHARES TR S&P EURO PLUS 46428786 1019 9710 SH SHARED 10 9710 D ISHARES TR S&P EURO PLUS 46428786 210 2000 SH SHARED 20 2000 D ISHARES TR S&P EURO PLUS 46428786 17 170 SH SHR/OTHR 23 170 D ISHARES TR S&P SMLCP VALU 46428787 503 7693 SH SHARED 02 7693 D ISHARES TR S&P SMLCP VALU 46428787 5 84 SH SHR/OTHR 23 84 D ISHARES TR S&P SMLCP GROW 46428788 381 3087 SH SHARED 02 3087 D ISHARES TR LARGE VAL INDX 46428810 7 103 SH SHARED 02 103 D ISHARES TR MID CORE INDEX 46428820 11 150 SH SHARED 02 150 D ISHARES TR MID GRWTH INDX 46428830 504 5781 SH SHARED 02 5781 D ISHARES TR S&P WLD EX-US 46428842 183 4129 SH SHARED 02 4129 D ISHARES TR SMLL CORE INDX 46428850 22 300 SH SHARED 02 300 D ISHARES TR HIGH YLD CORP 46428851 328 3403 SH SHARED 02 3403 D ISHARES TR LEHMAN 3-7 YR 46428866 110 1000 SH SHARED 02 1000 D ISHARES TR S&G GL MATERIA 46428869 223 2953 SH SHARED 2953 D ISHARES TR S&P GL UTILITI 46428871 19 300 SH SHARED 02 300 D ISHARES TR DJ HOME CONSTN 46428875 12 600 SH SHARED 600 D ISHARES TR DJ HOME CONSTN 46428875 148 7400 SH SHARED 7400 D ISHARES TR DJ HOME CONSTN 46428875 20 1000 SH SHARED 02 1000 D ISHARES TR DJ AEROSPACE 46428876 35 600 SH SHARED 02 600 D ISHARES TR DJ BROKER-DEAL 46428879 271 7300 SH SHARED 7300 D ISHARES TR DJ BROKER-DEAL 46428879 6706 180000 SH SHARED 02 180000 D ISHARES TR DJ HEALTH CARE 46428882 9 200 SH SHARED 02 200 D ISHARES TR DJ PHARMA INDX 46428883 48 1000 SH SHARED 02 1000 D ISHARES TR DJ OIL EQUIP 46428884 15 258 SH SHARED 02 258 D ISHARES TR MSCI VAL IDX 46428887 78 1199 SH SHARED 02 1199 D ISHARES TR MSCI VAL IDX 46428887 22 350 SH SHR/OTHR 20 350 D ISHARES TR MSCI GRW IDX 46428888 122 1700 SH SHARED 02 1700 D ISILON SYS INC COM 46432L10 2 436 SH SHARED 436 D ISILON SYS INC COM 46432L10 19 4000 SH SHARED 02 4000 D ISIS PHARMACEUTICALS INC COM 46433010 158 11247 SH SHARED 11247 D ISIS PHARMACEUTICALS INC COM 46433010 97 6900 SH SHARED 01 6900 D ISIS PHARMACEUTICALS INC COM 46433010 2862 202879 SH SHARED 02 202879 D ISIS PHARMACEUTICALS INC COM 46433010 2101 148919 SH SHARED 04 148919 D ISIS PHARMACEUTICALS INC COM 46433010 7587 537721 SH SHARED 10 537721 D ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE 830 681000 PRN SHARED 681000 D ISLE OF CAPRI CASINOS INC COM 46459210 1 201 SH SHARED 201 D ISLE OF CAPRI CASINOS INC COM 46459210 13 1875 SH SHARED 01 1875 D ISLE OF CAPRI CASINOS INC COM 46459210 13 1920 SH SHARED 02 1920 D ISOLAGEN INC COM 46488N10 0 981 SH SHARED 981 D ISORAY INC COM 46489V10 0 593 SH SHARED 593 D ISRAMCO INC COM NEW 46514140 1 35 SH SHARED 35 D ITERIS INC COM 46564T10 1 725 SH SHARED 725 D ITC HLDGS CORP COM 46568510 24 472 SH SHARED 472 D ITC HLDGS CORP COM 46568510 757 14554 SH SHARED 14554 D ITC HLDGS CORP COM 46568510 78 1500 SH SHARED 01 1500 D ITC HLDGS CORP COM 46568510 29 565 SH SHARED 02 565 D ITC HLDGS CORP COM 46568510 7372 141608 SH SHARED 04 141608 D ITC HLDGS CORP COM 46568510 8584 164896 SH SHARED 05 164896 D ITC HLDGS CORP COM 46568510 730 14035 SH SHARED 06 14035 D ITC HLDGS CORP COM 46568510 46 900 SH SHARED 10 900 D ITC HLDGS CORP COM 46568510 10 210 SH SHARED 21 210 D ITRON INC COM 46574110 1113 12342 SH SHARED 12342 D ITRON INC COM 46574110 812 9000 SH SHARED 01 9000 D ITRON INC COM 46574110 947 10500 SH SHR/OTHR 01 10500 D ITRON INC COM 46574110 278 3092 SH SHARED 02 3092 D ITRON INC COM 46574110 21802 241633 SH SHARED 04 241633 D ITRON INC COM 46574110 25723 285090 SH SHARED 05 285090 D ITRON INC COM 46574110 586 6500 SH SHARED 06 6500 D ITRON INC COM 46574110 39449 437205 SH SHARED 10 437205 D ITRON INC COM 46574110 586 6500 SH SHARED 14 6500 D I2 TECHNOLOGIES INC COM NEW 46575420 54 4869 SH SHARED 4869 D IVANHOE MINES LTD COM 46579N10 154 15000 SH SHARED 15000 D IVANHOE MINES LTD COM 46579N10 2208 213954 SH SHARED 213954 D IVANHOE MINES LTD COM 46579N10 246 23863 SH SHARED 02 20600 3263 D IVANHOE MINES LTD COM 46579N10 6192 600000 SH SHARED 04 600000 D IVANHOE MINES LTD COM 46579N10 4334 420000 SH SHARED 05 420000 D IVANHOE MINES LTD COM 46579N10 3364 326000 SH SHARED 06 90400 235600 D IVANHOE MINES LTD COM 46579N10 92 9000 SH SHARED 21 9000 D IVIVI TECHNOLOGIES INC COM 46589F10 0 192 SH SHARED 192 D IXYS CORP COM 46600W10 37 5525 SH SHARED 5525 D IXYS CORP COM 46600W10 16 2440 SH SHARED 02 2440 D J & J SNACK FOODS CORP COM 46603210 135 4942 SH SHARED 4942 D J & J SNACK FOODS CORP COM 46603210 12 448 SH SHARED 02 448 D J & J SNACK FOODS CORP COM 46603210 164 6000 SH SHARED 10 6000 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 7771 417835 SH SHARED 402315 15520 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 61 3300 SH SHARED 01 3300 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 54 2955 SH SHARED 02 2955 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 262 14100 SH SHARED 10 14100 D J ALEXANDER CORP COM 46609610 1 124 SH SHARED 124 D J CREW GROUP INC COM 46612H40 607 13753 SH SHARED 13753 D J CREW GROUP INC COM 46612H40 44 1000 SH SHARED 02 1000 D J CREW GROUP INC COM 46612H40 70 1600 SH SHARED 10 1600 D J CREW GROUP INC COM 46612H40 17 400 SH SHARED 23 400 D JDS UNIPHASE CORP NOTE 11/1 46612JAB 333 345000 PRN SHARED 02 345000 D JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD 8701 11000000 PRN SHARED 04 11000000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 3 254 SH SHARED 254 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 9528 711594 SH SHARED 711557 37 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 570 42643 SH SHARED 01 42562 81 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 2736 204384 SH SHARED 02 196284 8100 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 2 162 SH SHARED 05 162 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 248 18524 SH SHARED 06 17617 907 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 1165 87017 SH SHARED 10 87017 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 227 17000 SH SHARED 14 17000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 142 10620 SH SHARED 20 10620 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 0 6 SH SHR/OTHR 23 6 D JDA SOFTWARE GROUP INC COM 46612K10 358 19625 SH SHARED 19625 D JDA SOFTWARE GROUP INC COM 46612K10 82 4500 SH SHARED 01 4500 D JDA SOFTWARE GROUP INC COM 46612K10 54 3000 SH SHARED 02 3000 D JDA SOFTWARE GROUP INC COM 46612K10 281 15400 SH SHARED 06 15400 D JDA SOFTWARE GROUP INC COM 46612K10 4153 227600 SH SHARED 10 227600 D JER INVT TR INC COM 46614H30 2065 243542 SH SHARED 243542 D JER INVT TR INC COM 46614H30 45 5400 SH SHARED 01 5400 D JER INVT TR INC COM 46614H30 84 10000 SH SHARED 02 10000 D JER INVT TR INC COM 46614H30 14 1700 SH SHARED 10 1700 D JP MORGAN CHASE & CO COM 46625H10 3696 86063 SH SHARED 36682 49381 D JP MORGAN CHASE & CO COM 46625H10 216090 5031207 SH SHARED 4994677 36530 D JP MORGAN CHASE & CO COM 46625H10 49594 1154693 SH SHARED 01 779755 374938 D JP MORGAN CHASE & CO COM 46625H10 6919 161099 SH SHR/OTHR 01 161099 D JP MORGAN CHASE & CO COM 46625H10 36483 849431 SH SHARED 02 800074 49357 D JP MORGAN CHASE & CO COM 46625H10 447 10416 SH SHARED 04 10416 D JP MORGAN CHASE & CO COM 46625H10 66950 1558810 SH SHARED 04 1558810 D JP MORGAN CHASE & CO COM 46625H10 61 1440 SH SHARED 05 1440 D JP MORGAN CHASE & CO COM 46625H10 22426 522157 SH SHARED 06 487096 35061 D JP MORGAN CHASE & CO COM 46625H10 222307 5175954 SH SHARED 10 5061170 114784 D JP MORGAN CHASE & CO COM 46625H10 158 3700 SH SHR/OTHR 10 3700 D JP MORGAN CHASE & CO COM 46625H10 3326 77443 SH SHARED 14 77443 D JP MORGAN CHASE & CO COM 46625H10 665 15500 SH SHARED 15 15500 D JP MORGAN CHASE & CO COM 46625H10 3608 84011 SH SHARED 16 84011 D JP MORGAN CHASE & CO COM 46625H10 3516 81880 SH SHARED 19 81880 D JP MORGAN CHASE & CO COM 46625H10 7976 185714 SH SHARED 20 83843 175 101696 D JP MORGAN CHASE & CO COM 46625H10 2666 62074 SH SHR/OTHR 20 62074 D JP MORGAN CHASE & CO COM 46625H10 832 19373 SH SHARED 21 19023 350 D JP MORGAN CHASE & CO COM 46625H10 369 8600 SH SHR/OTHR 21 8600 D JP MORGAN CHASE & CO COM 46625H10 2612 60824 SH SHARED 22 50524 10300 D JP MORGAN CHASE & CO COM 46625H10 262 6118 SH SHR/OTHR 22 6118 D JP MORGAN CHASE & CO COM 46625H10 15723 366093 SH SHARED 23 283249 82844 D JP MORGAN CHASE & CO COM 46625H10 29928 696829 SH SHR/OTHR 23 696829 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 460 20641 SH SHARED 20641 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 83 3750 SH SHARED 01 3750 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 354 15882 SH SHARED 02 15482 400 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 392 17600 SH SHARED 04 17600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 614 27537 SH SHARED 10 27537 D JMP GROUP INC COM 46629U10 3 508 SH SHARED 508 D JABIL CIRCUIT INC COM 46631310 3370 356269 SH SHARED 356269 D JABIL CIRCUIT INC COM 46631310 165 17500 SH SHARED 01 17500 D JABIL CIRCUIT INC COM 46631310 1109 117319 SH SHARED 02 117219 100 D JABIL CIRCUIT INC COM 46631310 151 16020 SH SHARED 06 15200 820 D JABIL CIRCUIT INC COM 46631310 1831 193618 SH SHARED 10 193618 D JACK IN THE BOX INC COM 46636710 5244 195190 SH SHARED 195190 D JACK IN THE BOX INC COM 46636710 1091 40635 SH SHARED 01 40635 D JACK IN THE BOX INC COM 46636710 1209 45000 SH SHR/OTHR 01 45000 D JACK IN THE BOX INC COM 46636710 16 622 SH SHARED 02 352 270 D JACK IN THE BOX INC COM 46636710 1856 69100 SH SHARED 10 69100 D JACKSON HEWITT TAX SVCS INC COM 46820210 516 45000 SH SHARED 45000 D JACKSON HEWITT TAX SVCS INC COM 46820210 7 648 SH SHARED 02 648 D JACKSON HEWITT TAX SVCS INC COM 46820210 98 8572 SH SHARED 10 8572 D JACKSONVILLE BANCORP INC ILL COM 46924P10 1 144 SH SHARED 144 D JACLYN INC COM 46977210 0 42 SH SHARED 42 D JACO ELECTRS INC COM 46978310 0 112 SH SHARED 112 D JACOBS ENGR GROUP INC DEL COM 46981410 12519 170127 SH SHARED 170127 D JACOBS ENGR GROUP INC DEL COM 46981410 883 12000 SH SHARED 01 12000 D JACOBS ENGR GROUP INC DEL COM 46981410 420 5712 SH SHARED 02 1994 3718 D JACOBS ENGR GROUP INC DEL COM 46981410 960 13050 SH SHARED 06 11700 1350 D JACOBS ENGR GROUP INC DEL COM 46981410 12199 165777 SH SHARED 10 160777 5000 D JACOBS ENGR GROUP INC DEL COM 46981410 260 3545 SH SHARED 14 3545 D JACOBS ENGR GROUP INC DEL COM 46981410 19 259 SH SHARED 20 259 D JACOBS ENGR GROUP INC DEL COM 46981410 8 114 SH SHARED 21 114 D JAGUAR MNG INC COM 47009M10 6 600 SH SHARED 02 600 D JAGUAR MNG INC COM 47009M10 1310 125000 SH SHARED 04 125000 D JAGUAR MNG INC COM 47009M10 36 3500 SH SHARED 23 3500 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 3020 2000000 PRN SHARED 2000000 D JAKKS PAC INC COM 47012E10 263 9557 SH SHARED 9557 D JAKKS PAC INC COM 47012E10 324 11780 SH SHARED 01 9730 2050 D JAKKS PAC INC COM 47012E10 167 6080 SH SHARED 02 6080 D JAKKS PAC INC COM 47012E10 925 33574 SH SHARED 10 33574 D JAKKS PAC INC COM 47012E10 57 2091 SH SHARED 21 2091 D JAMBA INC COM 47023A10 25 9701 SH SHARED 9701 D JAMBA INC COM 47023A10 89 33600 SH SHARED 10 33600 D JAMES RIVER COAL CO COM NEW 47035520 508 29051 SH SHARED 29051 D JAMES RIVER COAL CO COM NEW 47035520 147 8400 SH SHARED 02 8400 D JANUS CAP GROUP INC COM 47102X10 6007 258153 SH SHARED 239553 18600 D JANUS CAP GROUP INC COM 47102X10 1052 45235 SH SHARED 01 38335 6900 D JANUS CAP GROUP INC COM 47102X10 23 1000 SH SHR/OTHR 01 1000 D JANUS CAP GROUP INC COM 47102X10 2049 88071 SH SHARED 02 88071 D JANUS CAP GROUP INC COM 47102X10 548 23570 SH SHARED 06 22000 1570 D JANUS CAP GROUP INC COM 47102X10 3208 137897 SH SHARED 10 123697 14200 D JANUS CAP GROUP INC COM 47102X10 32 1400 SH SHARED 14 1400 D JANUS CAP GROUP INC COM 47102X10 24 1070 SH SHARED 20 1070 D JANUS CAP GROUP INC COM 47102X10 17 745 SH SHR/OTHR 21 745 D JANUS CAP GROUP INC COM 47102X10 14 620 SH SHARED 22 620 D JANUS CAP GROUP INC COM 47102X10 46 2000 SH SHARED 23 2000 D JARDEN CORP COM 47110910 435 20016 SH SHARED 20016 D JARDEN CORP COM 47110910 403 18542 SH SHARED 01 17635 907 D JARDEN CORP COM 47110910 176 8101 SH SHARED 02 8101 D JARDEN CORP COM 47110910 306 14094 SH SHARED 10 14094 D JAVELIN PHARMACEUTICALS INC COM 47189410 36 13000 SH SHARED 13000 D JAZZ TECHNOLOGIES INC COM 47214E10 0 463 SH SHARED 463 D JAZZ PHARMACEUTICALS INC COM 47214710 16 1809 SH SHARED 1809 D JAZZ PHARMACEUTICALS INC COM 47214710 44 4900 SH SHARED 01 4900 D JEFFERIES GROUP INC NEW COM 47231910 517 32075 SH SHARED 32075 D JEFFERIES GROUP INC NEW COM 47231910 732 45400 SH SHARED 01 6800 38600 D JEFFERIES GROUP INC NEW COM 47231910 1950 120932 SH SHARED 02 36032 84900 D JEFFERIES GROUP INC NEW COM 47231910 281 17451 SH SHARED 10 17451 D JEFFERSON BANCSHARES INC TEN COM 47237510 1 153 SH SHARED 153 D JEFFERSONVILLE BANCORP COM 47559A10 1 110 SH SHARED 110 D JEFFERSONVILLE BANCORP COM 47559A10 11 1000 SH SHARED 02 1000 D JENNIFER CONVS INC COM 47615310 0 112 SH SHARED 112 D JESUP & LAMONT INC COM 47704610 0 158 SH SHARED 158 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 11580 15000000 PRN SHARED 15000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 1563 2025000 PRN SHARED 02 2000000 25000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 28 36500 PRN SHARED 10 36500 D JETBLUE AWYS CORP COM 47714310 991 170975 SH SHARED 170975 D JETBLUE AWYS CORP COM 47714310 384 66300 SH SHARED 01 66300 D JETBLUE AWYS CORP COM 47714310 2 450 SH SHR/OTHR 01 450 D JETBLUE AWYS CORP COM 47714310 4828 832517 SH SHARED 02 832517 D JETBLUE AWYS CORP COM 47714310 1052 181400 SH SHARED 10 181400 D JETBLUE AWYS CORP COM 47714310 1045 180200 SH SHARED 14 180200 D JETBLUE AWYS CORP COM 47714310 435 75000 SH SHARED 15 75000 D JEWETT CAMERON TRADING LTD COM NEW 47733C20 0 28 SH SHARED 28 D JO-ANN STORES INC COM 47758P30 58 3965 SH SHARED 01 3965 D JO-ANN STORES INC COM 47758P30 32 2220 SH SHARED 02 2220 D JO-ANN STORES INC COM 47758P30 1250 84900 SH SHARED 10 84900 D JK ACQUISITION CORP COM 47759H10 300 50144 SH SHARED 50144 D JOES JEANS INC COM 47777N10 0 757 SH SHARED 757 D JOHNSON & JOHNSON COM 47816010 1680 25911 SH SHARED 6891 19020 D JOHNSON & JOHNSON COM 47816010 318066 4903129 SH SHARED 4866839 36290 D JOHNSON & JOHNSON COM 47816010 50692 781453 SH SHARED 01 526370 255083 D JOHNSON & JOHNSON COM 47816010 13765 212207 SH SHR/OTHR 01 212207 D JOHNSON & JOHNSON COM 47816010 43836 675764 SH SHARED 02 566708 109056 D JOHNSON & JOHNSON COM 47816010 194 3000 SH SHARED 04 3000 D JOHNSON & JOHNSON COM 47816010 17112 263800 SH SHARED 04 263800 D JOHNSON & JOHNSON COM 47816010 1929 29740 SH SHARED 05 29740 D JOHNSON & JOHNSON COM 47816010 22470 346394 SH SHARED 06 316387 30007 D JOHNSON & JOHNSON COM 47816010 312548 4818069 SH SHARED 10 4274320 543749 D JOHNSON & JOHNSON COM 47816010 2275 35076 SH SHARED 14 3600 31476 D JOHNSON & JOHNSON COM 47816010 1037 15993 SH SHARED 15 15993 D JOHNSON & JOHNSON COM 47816010 370 5713 SH SHARED 19 5713 D JOHNSON & JOHNSON COM 47816010 14494 223432 SH SHARED 20 94696 90 128646 D JOHNSON & JOHNSON COM 47816010 11179 172332 SH SHR/OTHR 20 172332 D JOHNSON & JOHNSON COM 47816010 817 12607 SH SHARED 21 9607 3000 D JOHNSON & JOHNSON COM 47816010 51 800 SH SHR/OTHR 21 800 D JOHNSON & JOHNSON COM 47816010 9348 144106 SH SHARED 22 80406 63700 D JOHNSON & JOHNSON COM 47816010 1039 16021 SH SHR/OTHR 22 16021 D JOHNSON & JOHNSON COM 47816010 30805 474883 SH SHARED 23 440788 34095 D JOHNSON & JOHNSON COM 47816010 52485 809093 SH SHR/OTHR 23 809093 D JOHNSON & JOHNSON COM 47816010 878 13550 SH SHARED 24 13550 D JOHNSON CTLS INC COM 47836610 51 1518 SH SHARED 1518 D JOHNSON CTLS INC COM 47836610 84092 2487934 SH SHARED 2487934 D JOHNSON CTLS INC COM 47836610 2493 73761 SH SHARED 01 73686 75 D JOHNSON CTLS INC COM 47836610 1190 35217 SH SHARED 02 33966 1251 D JOHNSON CTLS INC COM 47836610 21201 627249 SH SHARED 04 627249 D JOHNSON CTLS INC COM 47836610 27658 818288 SH SHARED 05 818288 D JOHNSON CTLS INC COM 47836610 3829 113312 SH SHARED 06 56710 56602 D JOHNSON CTLS INC COM 47836610 29373 869026 SH SHARED 10 869026 D JOHNSON CTLS INC COM 47836610 5019 148500 SH SHARED 15 148500 D JOHNSON CTLS INC COM 47836610 30 900 SH SHARED 23 900 D JOHNSON OUTDOORS INC CL A 47916710 2 118 SH SHARED 118 D JONES APPAREL GROUP INC COM 48007410 1137 84750 SH SHARED 84750 D JONES APPAREL GROUP INC COM 48007410 375 28010 SH SHARED 01 28010 D JONES APPAREL GROUP INC COM 48007410 1239 92369 SH SHARED 02 92369 D JONES APPAREL GROUP INC COM 48007410 125 9350 SH SHARED 06 9350 D JONES APPAREL GROUP INC COM 48007410 506 37754 SH SHARED 10 37754 D JONES LANG LASALLE INC COM 48020Q10 368 4770 SH SHARED 4770 D JONES LANG LASALLE INC COM 48020Q10 774 10019 SH SHARED 10019 D JONES LANG LASALLE INC COM 48020Q10 1214 15705 SH SHARED 01 7205 8500 D JONES LANG LASALLE INC COM 48020Q10 263 3405 SH SHARED 02 3405 D JONES LANG LASALLE INC COM 48020Q10 11307 146200 SH SHARED 10 146200 D JONES SODA CO COM 48023P10 27 7977 SH SHARED 7977 D JONES SODA CO COM 48023P10 0 125 SH SHARED 01 125 D JONES SODA CO COM 48023P10 0 200 SH SHARED 02 200 D JOS A BANK CLOTHIERS INC COM 48083810 1123 54799 SH SHARED 54799 D JOS A BANK CLOTHIERS INC COM 48083810 42 2067 SH SHARED 02 2067 D JOS A BANK CLOTHIERS INC COM 48083810 551 26900 SH SHARED 10 26900 D JOS A BANK CLOTHIERS INC COM 48083810 164 8033 SH SHARED 22 8033 D JOURNAL COMMUNICATIONS INC CL A 48113010 115 15599 SH SHARED 15599 D JOURNAL COMMUNICATIONS INC CL A 48113010 112 15200 SH SHARED 06 15200 D JOURNAL 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49900510 1751 107860 SH SHARED 10 107860 D KNIGHT TRANSN INC COM 49906410 374 22748 SH SHARED 22748 D KNIGHT TRANSN INC COM 49906410 96 5850 SH SHARED 01 3600 2250 D KNIGHT TRANSN INC COM 49906410 65 4000 SH SHARED 02 4000 D KNIGHT TRANSN INC COM 49906410 5 320 SH SHARED 10 320 D KNOLOGY INC COM 49918380 1 118 SH SHARED 118 D KNOLOGY INC COM 49918380 6 500 SH SHARED 02 500 D KNOLOGY INC COM 49918380 28 2200 SH SHARED 23 2200 D KNOLOGY INC COM 49918380 25 2000 SH SHR/OTHR 23 2000 D KNOT INC COM 49918410 17 1457 SH SHARED 1457 D KNOT INC COM 49918410 3 300 SH SHARED 01 300 D KNOT INC COM 49918410 22 1900 SH SHARED 02 900 1000 D KODIAK OIL & GAS CORP COM 50015Q10 444 266000 SH SHARED 10 266000 D KOHLBERG CAPITAL CORP COM 50023310 2427 233879 SH SHARED 233879 D KOHLS CORP COM 50025510 94 2200 SH SHARED 2200 D KOHLS CORP COM 50025510 41712 972544 SH SHARED 972544 D KOHLS CORP COM 50025510 1291 30112 SH SHARED 01 29437 675 D KOHLS CORP COM 50025510 4 100 SH SHR/OTHR 01 100 D KOHLS CORP COM 50025510 18222 424861 SH SHARED 02 423961 900 D KOHLS CORP COM 50025510 5367 125150 SH SHARED 05 125150 D KOHLS CORP COM 50025510 1503 35055 SH SHARED 06 32375 2680 D KOHLS CORP COM 50025510 45083 1051136 SH SHARED 10 1010636 40500 D KOHLS CORP COM 50025510 680 15860 SH SHARED 20 4930 10930 D KOHLS CORP COM 50025510 90 2100 SH SHR/OTHR 20 2100 D KOHLS CORP COM 50025510 17 400 SH SHARED 21 400 D KOHLS CORP COM 50025510 6 150 SH SHR/OTHR 22 150 D KOHLS CORP COM 50025510 19 450 SH SHR/OTHR 23 450 D KONAMI CORP SPONSORED ADR 50046R10 45 1200 SH SHARED 1200 D KONA GRILL INC COM 50047H20 1 125 SH SHARED 125 D KONGZHONG CORP SPONSORED ADR 50047P10 216 50000 SH SHARED 50000 D KONGZHONG CORP SPONSORED ADR 50047P10 0 183 SH SHARED 183 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 580 15132 SH SHARED 15132 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 573 14957 SH SHARED 01 14957 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 38 1000 SH SHARED 02 1000 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 95 2498 SH SHARED 22 2498 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 223 5821 SH SHR/OTHR 23 5821 D KOOKMIN BK NEW SPONSORED ADR 50049M10 2834 50567 SH SHARED 50567 D KOOKMIN BK NEW SPONSORED ADR 50049M10 2051 36600 SH SHARED 01 36600 D KOOKMIN BK NEW SPONSORED ADR 50049M10 1154 20600 SH SHARED 02 20600 D KOOKMIN BK NEW SPONSORED ADR 50049M10 678 12100 SH SHARED 06 12100 D KOOKMIN BK NEW SPONSORED ADR 50049M10 8934 159400 SH SHARED 10 159400 D KOOKMIN BK NEW SPONSORED ADR 50049M10 45 806 SH SHARED 24 806 D KOPPERS HOLDINGS INC COM 50060P10 896 20224 SH SHARED 20224 D KOPPERS HOLDINGS INC COM 50060P10 15 348 SH SHARED 10 348 D KOPIN CORP COM 50060010 21 7969 SH SHARED 7969 D KOPIN CORP COM 50060010 13 5098 SH SHARED 02 5098 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 12007 798386 SH SHARED 798386 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 7 500 SH SHR/OTHR 01 500 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 45 3035 SH SHARED 02 3035 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 970 64540 SH SHARED 06 64540 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 1052 70000 SH SHARED 10 70000 D KOREA FD COM 50063410 7 315 SH SHARED 02 315 D KOSAN BIOSCIENCES INC COM 50064W10 31 20371 SH SHARED 20371 D KOSAN BIOSCIENCES INC COM 50064W10 0 392 SH SHARED 02 392 D KORN FERRY INTL COM NEW 50064320 339 20082 SH SHARED 20082 D KORN FERRY INTL COM NEW 50064320 316 18700 SH SHARED 01 3500 15200 D KORN FERRY INTL COM NEW 50064320 415 24610 SH SHARED 02 24610 D KORN FERRY INTL COM NEW 50064320 5617 332386 SH SHARED 10 332386 D KOSS CORP COM 50069210 0 28 SH SHARED 28 D KRAFT FOODS INC CL A 50075N10 10 346 SH SHARED 346 D KRAFT FOODS INC CL A 50075N10 183468 5916424 SH SHARED 5891559 24865 D KRAFT FOODS INC CL A 50075N10 9426 303981 SH SHARED 01 226668 77313 D KRAFT FOODS INC CL A 50075N10 45793 1476734 SH SHR/OTHR 01 1476734 D KRAFT FOODS INC CL A 50075N10 4399 141886 SH SHARED 02 35292 106594 D KRAFT FOODS INC CL A 50075N10 21 695 SH SHARED 04 695 D KRAFT FOODS INC CL A 50075N10 22 738 SH SHARED 05 738 D KRAFT FOODS INC CL A 50075N10 31295 1009221 SH SHARED 06 168283 840938 D KRAFT FOODS INC CL A 50075N10 26025 839246 SH SHARED 10 839246 D KRAFT FOODS INC CL A 50075N10 641 20684 SH SHARED 14 20684 D KRAFT FOODS INC CL A 50075N10 4031 130000 SH SHARED 15 130000 D KRAFT FOODS INC CL A 50075N10 675 21787 SH SHARED 20 8643 13144 D KRAFT FOODS INC CL A 50075N10 431 13930 SH SHR/OTHR 20 13930 D KRAFT FOODS INC CL A 50075N10 237 7645 SH SHARED 21 4518 3127 D KRAFT FOODS INC CL A 50075N10 12 414 SH SHARED 22 414 D KRAFT FOODS INC CL A 50075N10 667 21512 SH SHARED 23 20474 1038 D KRAFT FOODS INC CL A 50075N10 808 26057 SH SHR/OTHR 23 26057 D KRATOS DEFENSE & SECURITY SO COM 50077B10 2 1316 SH SHARED 1316 D KREISLER MFG CORP COM 50077310 21 1824 SH SHARED 1824 D KRISPY KREME DOUGHNUTS INC COM 50101410 6 2000 SH SHARED 2000 D KRISPY KREME DOUGHNUTS INC COM 50101410 91 30000 SH SHARED 02 30000 D KROGER CO COM 50104410 86 3400 SH SHARED 3400 D KROGER CO COM 50104410 22588 889301 SH SHARED 877701 11600 D KROGER CO COM 50104410 8660 340947 SH SHARED 01 312532 28415 D KROGER CO COM 50104410 693 27290 SH SHR/OTHR 01 27290 D KROGER CO COM 50104410 1205 47454 SH SHARED 02 46154 1300 D KROGER CO COM 50104410 614 24175 SH SHARED 04 24175 D KROGER CO COM 50104410 7 280 SH SHARED 05 280 D KROGER CO COM 50104410 2865 112830 SH SHARED 06 105700 7130 D KROGER CO COM 50104410 82934 3265146 SH SHARED 10 3252926 12220 D KROGER CO COM 50104410 2689 105900 SH SHARED 14 105900 D KROGER CO COM 50104410 1446 56965 SH SHARED 20 49895 195 6875 D KROGER CO COM 50104410 112 4425 SH SHR/OTHR 20 4425 D KROGER CO COM 50104410 152 6000 SH SHARED 22 4000 2000 D KROGER CO COM 50104410 594 23425 SH SHARED 23 22650 775 D KROGER CO COM 50104410 103 4085 SH SHR/OTHR 23 4085 D KRONOS WORLDWIDE INC COM 50105F10 0 22 SH SHARED 22 D KRONOS WORLDWIDE INC COM 50105F10 8 340 SH SHARED 02 340 D KUBOTA CORP ADR 50117320 679 21826 SH SHARED 21826 D KUBOTA CORP ADR 50117320 3 100 SH SHARED 02 100 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 1870 2000000 PRN SHARED 2000000 D KULICKE & SOFFA INDS INC COM 50124210 1884 394320 SH SHARED 394320 D KULICKE & SOFFA INDS INC COM 50124210 4 1000 SH SHARED 01 1000 D KULICKE & SOFFA INDS INC COM 50124210 179 37600 SH SHARED 02 37600 D KYOCERA CORP ADR 50155620 48 572 SH SHARED 572 D KYOCERA CORP ADR 50155620 42 500 SH SHARED 01 500 D LAN AIRLINES S A SPONSORED ADR 50172310 653 46293 SH SHARED 46293 D LAN AIRLINES S A SPONSORED ADR 50172310 9729 689085 SH SHARED 01 689085 D LAN AIRLINES S A SPONSORED ADR 50172310 97 6900 SH SHARED 02 6900 D LAN AIRLINES S A SPONSORED ADR 50172310 2541 180000 SH SHARED 04 180000 D LCA-VISION INC COM PAR $.001 50180330 427 34182 SH SHARED 34182 D LCA-VISION INC COM PAR $.001 50180330 23 1900 SH SHARED 01 1900 D LCA-VISION INC COM PAR $.001 50180330 140 11220 SH SHARED 02 11220 D LCA-VISION INC COM PAR $.001 50180330 7 600 SH SHARED 10 600 D LCC INTERNATIONAL INC CL A 50181010 0 568 SH SHARED 568 D LCC INTERNATIONAL INC CL A 50181010 0 577 SH SHARED 02 577 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 21 800 SH SHARED 800 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 2933 108631 SH SHARED 108631 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 16038 594000 SH SHARED 04 594000 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 19732 730847 SH SHARED 05 730847 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 592 21950 SH SHARED 06 21950 D LGL GROUP INC COM 50186A10 0 43 SH SHARED 43 D LG DISPLAY CO LTD SPONS ADR REP 50186V10 8634 386692 SH SHARED 386692 D LHC GROUP INC COM 50187A10 7 476 SH SHARED 476 D LHC GROUP INC COM 50187A10 32 1927 SH SHARED 21 1927 D LKQ CORP COM 50188920 1643 73155 SH SHARED 73155 D LKQ CORP COM 50188920 271 12100 SH SHARED 01 12100 D LKQ CORP COM 50188920 98 4400 SH SHARED 02 2400 2000 D LKQ CORP COM 50188920 236 10512 SH SHARED 10 10512 D LKQ CORP COM 50188920 3 160 SH SHARED 21 160 D LSB FINL CORP COM 50192510 0 35 SH SHARED 35 D LMI AEROSPACE INC COM 50207910 4 250 SH SHARED 250 D LMP CAP & INCOME FD INC COM 50208A10 1167 72567 SH SHARED 02 72567 D LMP REAL ESTATE INCOME FD IN COM 50208C10 277 18864 SH SHARED 18864 D LNB BANCORP INC COM 50210010 2 163 SH SHARED 163 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 385 28990 SH SHARED 28990 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 87 6556 SH SHARED 02 6156 400 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 437 32915 SH SHARED 06 32915 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 242 18230 SH SHARED 10 18230 D LSB CORP COM 50215P10 1 117 SH SHARED 117 D LSI INDS INC COM 50216C10 294 22256 SH SHARED 22256 D LSI INDS INC COM 50216C10 34 2600 SH SHARED 01 2600 D LSI INDS INC COM 50216C10 35 2664 SH SHARED 02 2664 D LSI INDS INC COM 50216C10 1705 129100 SH SHARED 10 129100 D LSB INDS INC COM 50216010 372 25246 SH SHARED 25246 D LSB INDS INC COM 50216010 144 9814 SH SHARED 02 9814 D LSI CORPORATION NOTE 4.000% 5/1 502161AJ 6706 7000000 PRN SHARED 7000000 D LSI CORPORATION COM 50216110 10022 2024795 SH SHARED 2024795 D LSI CORPORATION COM 50216110 364 73580 SH SHARED 01 73052 528 D LSI CORPORATION COM 50216110 541 109366 SH SHARED 02 109366 D LSI CORPORATION COM 50216110 383 77450 SH SHARED 06 70950 6500 D LSI CORPORATION COM 50216110 1482 299468 SH SHARED 10 299468 D LSI CORPORATION COM 50216110 1 346 SH SHARED 14 346 D LSI CORPORATION COM 50216110 0 58 SH SHARED 19 58 D LTC PPTYS INC COM 50217510 490 19089 SH SHARED 19089 D LTC PPTYS INC COM 50217510 29 1155 SH SHARED 02 1155 D LTC PPTYS INC COM 50217510 1206 46945 SH SHARED 10 46945 D LTC PPTYS INC COM 50217510 46670 1815275 SH SHARED 11 739626 1075649 D LTX CORP COM 50239210 655 208871 SH SHARED 208871 D LTX CORP COM 50239210 19 6311 SH SHARED 02 6311 D L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW 187 150000 PRN SHARED 06 150000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 461 4224 SH SHARED 4224 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 26263 240202 SH SHARED 238202 2000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 7778 71141 SH SHARED 01 62831 8310 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1094 10013 SH SHR/OTHR 01 10013 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3242 29656 SH SHARED 02 29486 170 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1640 15000 SH SHARED 04 15000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 8 80 SH SHARED 05 80 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 6723 61490 SH SHARED 06 22360 39130 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 14194 129816 SH SHARED 10 129241 575 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 54 500 SH SHARED 14 500 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5473 50059 SH SHARED 16 50059 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 2028 18554 SH SHARED 20 16434 40 2080 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 254 2325 SH SHR/OTHR 20 2325 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 671 6142 SH SHARED 22 2986 3156 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 27 249 SH SHR/OTHR 22 249 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1208 11050 SH SHARED 23 10675 375 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 149 1370 SH SHR/OTHR 23 1370 D LA BARGE INC COM 50247010 6 552 SH SHARED 552 D LA JOLLA PHARMACEUTICAL CO COM NEW 50345930 1 607 SH SHARED 607 D LABOPHARM INC COM 50490510 0 86 SH SHARED 02 86 D LA Z BOY INC COM 50533610 354 42491 SH SHARED 42491 D LA Z BOY INC COM 50533610 5 600 SH SHARED 01 600 D LA Z BOY INC COM 50533610 192 23127 SH SHARED 02 23127 D LA Z BOY INC COM 50533610 238 28600 SH SHARED 10 28600 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG 173 172000 PRN SHARED 02 172000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 419 5699 SH SHARED 5699 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 10881 147686 SH SHARED 147686 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 12884 174873 SH SHARED 01 109888 64985 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 5332 72380 SH SHR/OTHR 01 72380 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 667 9059 SH SHARED 02 8509 550 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 170720 2317057 SH SHARED 04 2317057 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1037 14080 SH SHARED 06 12600 1480 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 45202 613493 SH SHARED 10 588793 24700 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1578 21430 SH SHARED 14 20700 730 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3684 50000 SH SHARED 15 50000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 48 659 SH SHARED 19 659 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 4307 58460 SH SHARED 20 32735 125 25600 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 946 12845 SH SHR/OTHR 20 12845 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 118 1615 SH SHARED 21 1615 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 33 450 SH SHR/OTHR 21 450 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1181 16036 SH SHARED 22 12201 3835 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 156 2121 SH SHR/OTHR 22 2121 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 4165 56533 SH SHARED 23 48303 8230 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2242 30430 SH SHR/OTHR 23 30430 D LABRANCHE & CO INC COM 50544710 13 3198 SH SHARED 3198 D LABRANCHE & CO INC COM 50544710 43 10000 SH SHR/OTHR 01 10000 D LABRANCHE & CO INC COM 50544710 118 27252 SH SHARED 02 27252 D LABRANCHE & CO INC COM 50544710 66 15200 SH SHARED 10 15200 D LACLEDE GROUP INC COM 50559710 516 14502 SH SHARED 14502 D LACLEDE GROUP INC COM 50559710 42 1200 SH SHARED 01 1200 D LACLEDE GROUP INC COM 50559710 3 100 SH SHARED 02 100 D LACLEDE GROUP INC COM 50559710 1482 41600 SH SHARED 10 41600 D LACLEDE GROUP INC COM 50559710 35 1000 SH SHR/OTHR 23 1000 D LACROSSE FOOTWEAR INC COM 50568810 1 125 SH SHARED 125 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 88 47280 SH SHARED 47280 D LADISH INC COM NEW 50575420 50 1414 SH SHARED 1414 D LADISH INC COM NEW 50575420 0 16 SH SHARED 02 16 D LADISH INC COM NEW 50575420 201 5597 SH SHARED 10 5597 D LAKE SHORE BANCORP INC COM 51070010 5 636 SH SHARED 636 D LAKELAND BANCORP INC COM 51163710 9 721 SH SHARED 721 D LAKELAND FINL CORP COM 51165610 2 106 SH SHARED 106 D LAKELAND INDS INC COM 51179510 1 110 SH SHARED 110 D LAKES ENTMNT INC COM 51206P10 61 13822 SH SHARED 13822 D LAKES ENTMNT INC COM 51206P10 13 3000 SH SHARED 10 3000 D LAM RESEARCH CORP COM 51280710 10301 269535 SH SHARED 269535 D LAM RESEARCH CORP COM 51280710 2288 59875 SH SHARED 01 18375 41500 D LAM RESEARCH CORP COM 51280710 373 9783 SH SHARED 02 9783 D LAM RESEARCH CORP COM 51280710 296 7749 SH SHARED 06 5999 1750 D LAM RESEARCH CORP COM 51280710 4888 127894 SH SHARED 10 127894 D LAM RESEARCH CORP COM 51280710 1049 27462 SH SHARED 14 27462 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH 2922 2905000 PRN SHARED 2905000 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH 138 138000 PRN SHARED 02 138000 D LAMAR ADVERTISING CO CL A 51281510 498 13868 SH SHARED 13868 D LAMAR ADVERTISING CO CL A 51281510 704 19600 SH SHARED 01 2600 17000 D LAMAR ADVERTISING CO CL A 51281510 1554 43256 SH SHARED 02 18131 25125 D LAMAR ADVERTISING CO CL A 51281510 18 510 SH SHARED 06 100 410 D LAMAR ADVERTISING CO CL A 51281510 1054 29340 SH SHARED 10 29340 D LANCASTER COLONY CORP COM 51384710 167 4183 SH SHARED 4183 D LANCASTER COLONY CORP COM 51384710 279 7000 SH SHARED 01 7000 D LANCASTER COLONY CORP COM 51384710 88 2220 SH SHARED 02 2220 D LANCE INC COM 51460610 90 4600 SH SHARED 02 4600 D LANCE INC COM 51460610 196 10000 SH SHARED 10 10000 D LANDAUER INC COM 51476K10 15 300 SH SHARED 300 D LANDAUER INC COM 51476K10 453 9002 SH SHARED 01 9002 D LANDAUER INC COM 51476K10 103 2060 SH SHARED 02 2060 D LANDAUER INC COM 51476K10 337 6700 SH SHARED 10 6700 D LANDEC CORP COM 51476610 75 8922 SH SHARED 8922 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 446 500000 PRN SHARED 500000 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 1039 1165000 PRN SHARED 02 1165000 D LANDAMERICA FINL GROUP INC COM 51493610 3803 96359 SH SHARED 96359 D LANDAMERICA FINL GROUP INC COM 51493610 128 3255 SH SHARED 01 3255 D LANDAMERICA FINL GROUP INC COM 51493610 209 5300 SH SHARED 10 5300 D LANDMARK BANCORP INC COM 51504L10 1 63 SH SHARED 63 D LANDRYS RESTAURANTS INC COM 51508L10 28010 1720532 SH SHARED 1720532 D LANDRYS RESTAURANTS INC COM 51508L10 30 1900 SH SHARED 01 1900 D LANDSTAR SYS INC COM 51509810 1015 19473 SH SHARED 19473 D LANDSTAR SYS INC COM 51509810 188 3608 SH SHARED 02 3608 D LANDSTAR SYS INC COM 51509810 422 8100 SH SHARED 10 8100 D LANGER INC COM 51570710 0 233 SH SHARED 233 D LANNET INC COM 51601210 6 2587 SH SHARED 2587 D LANTRONIX INC COM 51654810 0 1007 SH SHARED 1007 D LAPORTE BANCORP INC COM 51665010 0 34 SH SHARED 34 D LAS VEGAS SANDS CORP COM 51783410 1358 18451 SH SHARED 15651 2800 D LAS VEGAS SANDS CORP COM 51783410 10896 147969 SH SHARED 147969 D LAS VEGAS SANDS CORP COM 51783410 10589 143804 SH SHARED 01 94828 48976 D LAS VEGAS SANDS CORP COM 51783410 2842 38601 SH SHR/OTHR 01 38601 D LAS VEGAS SANDS CORP COM 51783410 15682 212968 SH SHARED 02 211876 1092 D LAS VEGAS SANDS CORP COM 51783410 606 8234 SH SHARED 04 8234 D LAS VEGAS SANDS CORP COM 51783410 99 1350 SH SHARED 06 350 1000 D LAS VEGAS SANDS CORP COM 51783410 862 11718 SH SHARED 10 10623 1095 D LAS VEGAS SANDS CORP COM 51783410 4487 60941 SH SHARED 19 60941 D LAS VEGAS SANDS CORP COM 51783410 1620 22000 SH SHARED 20 17625 85 4290 D LAS VEGAS SANDS CORP COM 51783410 388 5270 SH SHR/OTHR 20 5270 D LAS VEGAS SANDS CORP COM 51783410 306 4166 SH SHARED 21 1658 2508 D LAS VEGAS SANDS CORP COM 51783410 1117 15181 SH SHARED 22 12431 2750 D LAS VEGAS SANDS CORP COM 51783410 275 3741 SH SHR/OTHR 22 3741 D LAS VEGAS SANDS CORP COM 51783410 2674 36324 SH SHARED 23 35279 1045 D LAS VEGAS SANDS CORP COM 51783410 1662 22570 SH SHR/OTHR 23 22570 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 27 965 SH SHARED 965 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 198 6895 SH SHARED 01 6895 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 2 81 SH SHARED 02 81 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 2140 74500 SH SHARED 10 74500 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 12290 427798 SH SHARED 11 135800 291998 D LASERCARD CORP COM 51807U10 16 1964 SH SHARED 1964 D LATTICE SEMICONDUCTOR CORP COM 51841510 697 245687 SH SHARED 245687 D LATTICE SEMICONDUCTOR CORP COM 51841510 16 5660 SH SHARED 02 5660 D LATTICE SEMICONDUCTOR CORP COM 51841510 207 72900 SH SHARED 10 72900 D LAUDER ESTEE COS INC CL A 51843910 5317 115980 SH SHARED 115980 D LAUDER ESTEE COS INC CL A 51843910 683 14914 SH SHARED 01 11989 2925 D LAUDER ESTEE COS INC CL A 51843910 8 190 SH SHR/OTHR 01 190 D LAUDER ESTEE COS INC CL A 51843910 3210 70028 SH SHARED 02 70028 D LAUDER ESTEE COS INC CL A 51843910 11302 246500 SH SHARED 04 246500 D LAUDER ESTEE COS INC CL A 51843910 588 12830 SH SHARED 06 11800 1030 D LAUDER ESTEE COS INC CL A 51843910 2709 59100 SH SHARED 10 59100 D LAUDER ESTEE COS INC CL A 51843910 9 200 SH SHARED 14 200 D LAUDER ESTEE COS INC CL A 51843910 6258 136500 SH SHARED 15 136500 D LAUDER ESTEE COS INC CL A 51843910 377 8225 SH SHARED 20 8225 D LAUDER ESTEE COS 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52105010 9818 280364 SH SHARED 05 280364 D LAYNE CHRISTENSEN CO COM 52105010 700 20000 SH SHARED 06 20000 D LAYNE CHRISTENSEN CO COM 52105010 111 3198 SH SHARED 10 3198 D LAZARD WORLD DIVID & INCOME COM 52107610 580 34838 SH SHARED 02 34838 D LAZARE KAPLAN INTL INC COM 52107810 0 3 SH SHARED 02 3 D LEADIS TECHNOLOGY INC COM 52171N10 1 696 SH SHARED 696 D LEAPFROG ENTERPRISES INC CL A 52186N10 33 4709 SH SHARED 4709 D LEAPFROG ENTERPRISES INC CL A 52186N10 10 1500 SH SHARED 01 1500 D LEAPFROG ENTERPRISES INC CL A 52186N10 6 960 SH SHARED 02 960 D LEAP WIRELESS INTL INC COM NEW 52186330 3912 83962 SH SHARED 83962 D LEAP WIRELESS INTL INC COM NEW 52186330 10 230 SH SHARED 01 230 D LEAP WIRELESS INTL INC COM NEW 52186330 92 1979 SH SHARED 02 1979 D LEAP WIRELESS INTL INC COM NEW 52186330 8196 175900 SH SHARED 10 175900 D LEAR CORP COM 52186510 1958 75599 SH SHARED 75599 D LEAR CORP COM 52186510 1068 41250 SH SHARED 01 15850 25400 D LEAR CORP COM 52186510 402 15530 SH SHARED 02 15530 D LEAR 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MAGELLAN HEALTH SVCS INC COM NEW 55907920 2113 53240 SH SHARED 10 53240 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 2 70 SH SHARED 21 70 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 70 1730 SH SHARED 1730 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 1940 47920 SH SHARED 02 47920 D MAGELLAN PETE CORP COM 55909130 1 1082 SH SHARED 1082 D MAGMA DESIGN AUTOMATION COM 55918110 1687 176353 SH SHARED 176353 D MAGMA DESIGN AUTOMATION COM 55918110 58 6160 SH SHARED 02 6160 D MAGNA ENTMT CORP CL A 55921110 23 68115 SH SHARED 68115 D MAGNA INTL INC CL A 55922240 4726 65503 SH SHARED 64703 800 D MAGNA INTL INC CL A 55922240 36 500 SH SHARED 01 500 D MAGNA INTL INC CL A 55922240 17 238 SH SHARED 02 238 D MAGNA INTL INC CL A 55922240 59 829 SH SHARED 06 379 450 D MAGNA INTL INC CL A 55922240 216 3000 SH SHARED 10 3000 D MAGNETEK INC COM 55942410 29 8688 SH SHARED 8688 D MAGNETEK INC COM 55942410 5 1500 SH SHARED 02 1500 D MAGYAR BANCORP INC COM 55977T10 0 71 SH SHARED 71 D 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ENTERTAINMENT CO COM NEW 56069020 0 494 SH SHARED 494 D MAKEMUSIC INC COM NEW 56086P20 0 80 SH SHARED 80 D MALAYSIA FD INC COM 56090510 5 569 SH SHARED 569 D MAN SANG HLDGS INC COM NEW 56165120 0 2 SH SHARED 2 D MAN SANG HLDGS INC COM NEW 56165120 1 170 SH SHARED 02 170 D MANAGEMENT NETWORK GROUP INC COM 56169310 0 471 SH SHARED 471 D MANATRON INC COM 56204810 1 122 SH SHARED 122 D MANHATTAN ASSOCS INC COM 56275010 2154 93977 SH SHARED 93977 D MANHATTAN ASSOCS INC COM 56275010 4 200 SH SHARED 01 200 D MANHATTAN ASSOCS INC COM 56275010 148 6477 SH SHARED 02 6477 D MANHATTAN ASSOCS INC COM 56275010 139 6100 SH SHARED 10 6100 D MANHATTAN ASSOCS INC COM 56275010 1320 57600 SH SHARED 14 57600 D MANHATTAN PHARMACEUTICALS IN COM NEW 56311820 0 1443 SH SHARED 1443 D MANITOWOC INC COM 56357110 6775 166062 SH SHARED 166062 D MANITOWOC INC COM 56357110 994 24375 SH SHARED 01 24375 D MANITOWOC INC COM 56357110 573 14047 SH SHARED 02 9605 4442 D MANITOWOC INC COM 56357110 566 13873 SH SHARED 06 13073 800 D MANITOWOC INC COM 56357110 24924 610900 SH SHARED 10 610900 D MANITOWOC INC COM 56357110 281 6900 SH SHARED 14 6900 D MANITOWOC INC COM 56357110 9 242 SH SHARED 21 242 D MANITOWOC INC COM 56357110 183 4500 SH SHARED 23 4500 D MANNATECH INC COM 56377110 4 700 SH SHARED 700 D MANNATECH INC COM 56377110 95 13459 SH SHARED 13459 D MANNATECH INC COM 56377110 0 50 SH SHARED 01 50 D MANNATECH INC COM 56377110 73 10291 SH SHARED 02 10291 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 635 969000 PRN SHARED 969000 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 0 1000 PRN SHARED 10 1000 D MANNKIND CORP COM 56400P20 8 1398 SH SHARED 1398 D MANNKIND CORP COM 56400P20 135 22767 SH SHR/OTHR 01 22767 D MANNKIND CORP COM 56400P20 6 1094 SH SHARED 02 1094 D MANNKIND CORP COM 56400P20 166 27900 SH SHARED 10 27900 D MANPOWER INC COM 56418H10 4023 71508 SH SHARED 71508 D MANPOWER INC COM 56418H10 2744 48775 SH SHARED 01 23775 25000 D MANPOWER INC COM 56418H10 1831 32552 SH SHARED 02 32552 D MANPOWER INC COM 56418H10 1687 30000 SH SHARED 05 30000 D MANPOWER INC COM 56418H10 353 6290 SH SHARED 06 5050 1240 D MANPOWER INC COM 56418H10 8213 146000 SH SHARED 10 146000 D MANPOWER INC COM 56418H10 1532 27242 SH SHARED 14 27242 D MANPOWER INC COM 56418H10 112 2000 SH SHARED 23 2000 D MANTECH INTL CORP CL A 56456310 1052 23196 SH SHARED 23196 D MANTECH INTL CORP CL A 56456310 7 174 SH SHARED 02 174 D MANTECH INTL CORP CL A 56456310 2192 48342 SH SHARED 10 48342 D MANULIFE FINL CORP COM 56501R10 14840 390754 SH SHARED 388354 2400 D MANULIFE FINL CORP COM 56501R10 198 5230 SH SHARED 01 2230 3000 D MANULIFE FINL CORP COM 56501R10 45 1200 SH SHARED 02 1200 D MANULIFE FINL CORP COM 56501R10 379 10000 SH SHARED 04 10000 D MANULIFE FINL CORP COM 56501R10 25 674 SH SHARED 05 674 D MANULIFE FINL CORP COM 56501R10 548 14446 SH SHARED 06 6964 7482 D MANULIFE FINL CORP COM 56501R10 1617 42600 SH SHARED 10 42600 D MANULIFE FINL CORP COM 56501R10 1655 43586 SH SHARED 14 43586 D MANULIFE FINL CORP COM 56501R10 25 682 SH SHARED 20 682 D MANULIFE FINL CORP COM 56501R10 43 1150 SH SHR/OTHR 20 1150 D MANULIFE FINL CORP COM 56501R10 474 12500 SH SHARED 23 12500 D MAP PHARMACEUTICALS INC COM 56509R10 1332 95348 SH SHARED 95348 D MAP PHARMACEUTICALS INC COM 56509R10 20 1500 SH SHARED 02 1500 D MARATHON ACQUISITION CORP COM 56575610 1977 256141 SH SHARED 256141 D MARATHON ACQUISITION CORP *W EXP 08/24/201 56575611 10 16836 SH SHARED 16836 D MARATHON OIL CORP COM 56584910 912 20000 SH SHARED 20000 D MARATHON OIL CORP COM 56584910 124002 2719344 SH SHARED 2706644 12700 D MARATHON OIL CORP COM 56584910 4032 88426 SH SHARED 01 87326 1100 D MARATHON OIL CORP COM 56584910 18 400 SH SHR/OTHR 01 400 D MARATHON OIL CORP COM 56584910 2572 56407 SH SHARED 02 26689 29718 D MARATHON OIL CORP COM 56584910 2 50 SH SHARED 04 50 D MARATHON OIL CORP COM 56584910 81983 1797889 SH SHARED 04 1797889 D MARATHON OIL CORP COM 56584910 14 310 SH SHARED 05 310 D MARATHON OIL CORP COM 56584910 42011 921296 SH SHARED 06 313424 607872 D MARATHON OIL CORP COM 56584910 56562 1240415 SH SHARED 10 1152315 88100 D MARATHON OIL CORP COM 56584910 2679 58768 SH SHARED 14 58768 D MARATHON OIL CORP COM 56584910 66 1465 SH SHARED 20 1415 50 D MARATHON OIL CORP COM 56584910 214 4694 SH SHARED 21 4210 484 D MARATHON OIL CORP COM 56584910 45 1000 SH SHARED 23 1000 D MARATHON OIL CORP COM 56584910 224 4920 SH SHR/OTHR 23 4920 D MARATHON OIL CORP COM 56584910 761 16700 SH SHARED 24 16700 D MARCHEX INC CL B 56624R10 11 1107 SH SHARED 1107 D MARCHEX INC CL B 56624R10 39 4000 SH SHARED 22 4000 D MARCUS CORP COM 56633010 27 1444 SH SHARED 1444 D MARCUS CORP COM 56633010 23 1200 SH SHARED 01 1200 D MARINEMAX INC COM 56790810 0 18 SH SHARED 18 D MARINEMAX INC COM 56790810 6 495 SH SHARED 01 495 D MARINE PRODS CORP COM 56842710 0 80 SH SHARED 80 D MARINER ENERGY INC COM 56845T30 406 15049 SH SHARED 15049 D MARINER ENERGY INC COM 56845T30 939 34785 SH SHARED 01 30885 3900 D MARINER ENERGY INC COM 56845T30 923 34200 SH SHR/OTHR 01 34200 D MARINER ENERGY INC COM 56845T30 26 977 SH SHARED 02 977 D MARINER ENERGY INC COM 56845T30 8 300 SH SHARED 06 300 D MARINER ENERGY INC COM 56845T30 3493 129324 SH SHARED 10 129324 D MARKEL CORP COM 57053510 77 177 SH SHARED 177 D MARKEL CORP COM 57053510 46 105 SH SHARED 01 105 D MARKEL CORP COM 57053510 34 78 SH SHARED 02 73 5 D MARKEL CORP COM 57053510 431 980 SH SHARED 10 980 D MARKEL CORP COM 57053510 1055 2400 SH SHARED 23 2400 D MARKETAXESS HLDGS INC COM 57060D10 40 4032 SH SHARED 4032 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 71 1500 SH SHARED 1500 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 1268 26600 SH SHARED 26600 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 5181 108625 SH SHARED 02 96750 11875 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 166 3500 SH SHARED 23 3500 D MARKET VECTORS ETF TR MV ENVIR SVCS 57060U20 835 17165 SH SHARED 02 17165 D MARKET VECTORS ETF TR GBL ALTER ENRG 57060U40 1836 38307 SH SHARED 02 38307 D MARKET VECTORS ETF TR RUSSIA ETF 57060U50 3810 81895 SH SHARED 81895 D MARKET VECTORS ETF TR RUSSIA ETF 57060U50 158 3417 SH SHARED 02 2700 717 D MARKET VECTORS ETF TR AGRIBUS ETF 57060U60 1673 31210 SH SHARED 01 30480 730 D MARKET VECTORS ETF TR AGRIBUS ETF 57060U60 6434 120020 SH SHARED 02 120020 D MARKET VECTORS ETF TR NUC ENERGY ETF 57060U70 1320 44304 SH SHARED 02 44304 D MARKET VECTORS ETF TR COAL ETF 57060U83 103 2700 SH SHARED 2700 D MARKET VECTORS ETF TR COAL ETF 57060U83 1569 41130 SH SHARED 02 41130 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 38150 1237045 SH SHARED 1237045 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 501 16250 SH SHARED 02 16250 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 50 1649 SH SHARED 10 1649 D MARLIN BUSINESS SVCS CORP COM 57115710 1 228 SH SHARED 228 D MARLIN BUSINESS SVCS CORP COM 57115710 1272 168484 SH SHARED 02 168484 D MARSH & MCLENNAN COS INC COM 57174810 138 5680 SH SHARED 5680 D MARSH & MCLENNAN COS INC COM 57174810 23147 950610 SH SHARED 950610 D MARSH & MCLENNAN COS INC COM 57174810 1668 68527 SH SHARED 01 68527 D MARSH & MCLENNAN COS INC COM 57174810 11 465 SH SHR/OTHR 01 465 D MARSH & MCLENNAN COS INC COM 57174810 4538 186403 SH SHARED 02 176925 9478 D MARSH & MCLENNAN COS INC COM 57174810 7 310 SH SHARED 05 310 D MARSH & MCLENNAN COS INC COM 57174810 1491 61260 SH SHARED 06 56050 5210 D MARSH & MCLENNAN COS INC COM 57174810 5556 228206 SH SHARED 10 228206 D MARSH & MCLENNAN COS INC COM 57174810 24 1000 SH SHARED 23 1000 D MARSH & MCLENNAN COS INC COM 57174810 146 6000 SH SHR/OTHR 23 6000 D MARSHALL & ILSLEY CORP NEW COM 57183710 8681 374222 SH SHARED 374222 D MARSHALL & ILSLEY CORP NEW COM 57183710 610 26300 SH SHARED 01 26300 D MARSHALL & ILSLEY CORP NEW COM 57183710 173 7461 SH SHARED 02 7461 D MARSHALL & ILSLEY CORP NEW COM 57183710 685 29544 SH SHARED 06 25345 4199 D MARSHALL & ILSLEY CORP NEW COM 57183710 3236 139518 SH SHARED 10 139518 D MARSHALL & ILSLEY CORP NEW COM 57183710 32 1397 SH SHARED 14 1397 D MARSHALL & ILSLEY CORP NEW COM 57183710 35 1540 SH SHARED 20 1540 D MARSHALL & ILSLEY CORP NEW COM 57183710 20 900 SH SHR/OTHR 20 900 D MARRIOTT INTL INC NEW CL A 57190320 12308 358229 SH SHARED 358229 D MARRIOTT INTL INC NEW CL A 57190320 20442 594937 SH SHARED 01 164139 430798 D MARRIOTT INTL INC NEW CL A 57190320 94856 2760665 SH SHR/OTHR 01 2760665 D MARRIOTT INTL INC NEW CL A 57190320 185 5388 SH SHARED 02 3653 1735 D MARRIOTT INTL INC NEW CL A 57190320 171 5000 SH SHARED 04 5000 D MARRIOTT INTL INC NEW CL A 57190320 6 200 SH SHARED 05 200 D MARRIOTT INTL INC NEW CL A 57190320 1151 33520 SH SHARED 06 29600 3920 D MARRIOTT INTL INC NEW CL A 57190320 8380 243904 SH SHARED 10 243904 D MARRIOTT INTL INC NEW CL A 57190320 491 14294 SH SHARED 20 11530 2764 D MARRIOTT INTL INC NEW CL A 57190320 446 13000 SH SHR/OTHR 20 13000 D MARRIOTT INTL INC NEW CL A 57190320 47 1374 SH SHARED 21 1374 D MARRIOTT INTL INC NEW CL A 57190320 54 1600 SH SHR/OTHR 21 1600 D MARRIOTT INTL INC NEW CL A 57190320 571 16638 SH SHARED 22 13763 2875 D MARRIOTT INTL INC NEW CL A 57190320 74 2180 SH SHR/OTHR 22 2180 D MARRIOTT INTL INC NEW CL A 57190320 1231 35829 SH SHARED 23 32909 2920 D MARRIOTT INTL INC NEW CL A 57190320 1284 37395 SH SHR/OTHR 23 37395 D MARSHALL EDWARDS INC COM 57232230 0 76 SH SHARED 02 76 D MARTEK BIOSCIENCES CORP COM 57290110 6 200 SH SHARED 200 D MARTEK BIOSCIENCES CORP COM 57290110 651 21312 SH SHARED 21312 D MARTEK BIOSCIENCES CORP COM 57290110 351 11500 SH SHARED 01 7900 3600 D MARTEK BIOSCIENCES CORP COM 57290110 32 1074 SH SHARED 02 474 600 D MARTEK BIOSCIENCES CORP COM 57290110 917 30000 SH SHARED 04 30000 D MARTEK BIOSCIENCES CORP COM 57290110 541 17700 SH SHARED 10 17700 D MARTEN TRANS LTD COM 57307510 71 4617 SH SHARED 4617 D MARTHA STEWART LIVING OMNIME CL A 57308310 91 12316 SH SHARED 12316 D MARTHA STEWART LIVING OMNIME CL A 57308310 46 6200 SH SHARED 02 4200 2000 D MARTHA STEWART LIVING OMNIME CL A 57308310 8 1200 SH SHARED 10 1200 D MARTIN MARIETTA MATLS INC COM 57328410 65230 614397 SH SHARED 614397 D MARTIN MARIETTA MATLS INC COM 57328410 2243 21131 SH SHARED 01 7131 14000 D MARTIN MARIETTA MATLS INC COM 57328410 31 300 SH SHR/OTHR 01 300 D MARTIN MARIETTA MATLS INC COM 57328410 8688 81835 SH SHARED 02 76056 5779 D MARTIN MARIETTA MATLS INC COM 57328410 4 40 SH SHARED 05 40 D MARTIN MARIETTA MATLS INC COM 57328410 53 500 SH SHARED 06 50 450 D MARTIN MARIETTA MATLS INC COM 57328410 9308 87680 SH SHARED 10 71380 16300 D MARTIN MARIETTA MATLS INC COM 57328410 10 100 SH SHARED 21 100 D MARTIN MARIETTA MATLS INC COM 57328410 329 3100 SH SHARED 24 3100 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 12753 418135 SH SHARED 418135 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 179 5900 SH SHARED 02 5900 D MARVEL ENTERTAINMENT INC COM 57383T10 1838 68613 SH SHARED 68613 D MARVEL ENTERTAINMENT INC COM 57383T10 3 142 SH SHARED 02 142 D MARVEL ENTERTAINMENT INC COM 57383T10 211 7900 SH SHARED 10 7900 D MARVEL ENTERTAINMENT INC COM 57383T10 5 200 SH SHR/OTHR 23 200 D MASCO CORP COM 57459910 17231 868984 SH SHARED 868984 D MASCO CORP COM 57459910 769 38811 SH SHARED 01 38811 D MASCO CORP COM 57459910 467 23555 SH SHARED 02 23375 180 D MASCO CORP COM 57459910 5 300 SH SHARED 05 300 D MASCO CORP COM 57459910 1338 67490 SH SHARED 06 63850 3640 D MASCO CORP COM 57459910 3814 192370 SH SHARED 10 192370 D MASCO CORP COM 57459910 131 6611 SH SHARED 14 6611 D MASCO CORP COM 57459910 4 220 SH SHARED 21 220 D MASCO CORP COM 57459910 38 1920 SH SHARED 22 1920 D MASCO CORP COM 57459910 182 9200 SH SHARED 23 9200 D MASCO CORP COM 57459910 38 1920 SH SHR/OTHR 23 1920 D MASIMO CORP COM 57479510 23 892 SH SHARED 892 D MASIMO CORP COM 57479510 109 4200 SH SHARED 01 4200 D MASIMO CORP COM 57479510 548 21080 SH SHARED 02 11580 9500 D MASSBANK CORP READ MASS COM 57615210 12 309 SH SHARED 309 D MASSBANK CORP READ MASS COM 57615210 15 399 SH SHARED 23 399 D MASSEY ENERGY CORP COM 57620610 5356 146753 SH SHARED 138953 7800 D MASSEY ENERGY CORP COM 57620610 1306 35799 SH SHARED 01 35799 D MASSEY ENERGY CORP COM 57620610 766 21000 SH SHR/OTHR 01 21000 D MASSEY ENERGY CORP COM 57620610 43 1200 SH SHARED 02 1200 D MASSEY ENERGY CORP COM 57620610 18 500 SH SHARED 06 500 D MASSEY ENERGY CORP COM 57620610 2446 67037 SH SHARED 10 56637 10400 D MASSEY ENERGY CORP COM 57620610 239 6568 SH SHARED 14 6568 D MASTEC INC COM 57632310 68 8399 SH SHARED 8399 D MASTEC INC COM 57632310 205 25025 SH SHARED 01 25025 D MASTEC INC COM 57632310 995 121200 SH SHARED 10 121200 D MASTERCARD INC CL A 57636Q10 10449 46859 SH SHARED 46859 D MASTERCARD INC CL A 57636Q10 711 3190 SH SHARED 01 2690 500 D MASTERCARD INC CL A 57636Q10 232327 1041872 SH SHARED 02 1041622 250 D MASTERCARD INC CL A 57636Q10 10043 45040 SH SHARED 05 45040 D MASTERCARD INC CL A 57636Q10 479 2150 SH SHARED 06 1400 750 D MASTERCARD INC CL A 57636Q10 26328 118070 SH SHARED 10 118070 D MASTERCARD INC CL A 57636Q10 144 649 SH SHARED 21 649 D MATERIAL SCIENCES CORP COM 57667410 3 432 SH SHARED 432 D MATERIAL SCIENCES CORP COM 57667410 41 5300 SH SHARED 02 5300 D MATHSTAR INC COM 57680120 90 146685 SH SHARED 146685 D MATRIA HEALTHCARE INC COM NEW 57681720 67 3005 SH SHARED 3005 D MATRIA HEALTHCARE INC COM NEW 57681720 1 77 SH SHARED 02 77 D MATRIA HEALTHCARE INC COM NEW 57681720 31 1425 SH SHARED 21 1425 D MATRIXX INITIATIVES INC COM 57685L10 6 441 SH SHARED 441 D MATRIXX INITIATIVES INC COM 57685L10 8 586 SH SHARED 02 86 500 D MATRIX SVC CO COM 57685310 84 4900 SH SHARED 4900 D MATRIX SVC CO COM 57685310 541 31500 SH SHARED 01 31500 D MATRIX SVC CO COM 57685310 652 38000 SH SHR/OTHR 01 38000 D MATRIX SVC CO COM 57685310 29 1697 SH SHARED 02 1097 600 D MATRIX SVC CO COM 57685310 4365 254117 SH SHARED 10 254117 D MATSUSHITA ELEC INDL ADR 57687920 307 14168 SH SHARED 14168 D MATSUSHITA ELEC INDL ADR 57687920 57 2628 SH SHARED 02 2628 D MATTEL INC COM 57708110 109 5500 SH SHARED 5500 D MATTEL INC COM 57708110 17702 889576 SH SHARED 889576 D MATTEL INC COM 57708110 2311 116155 SH SHARED 01 116155 D MATTEL INC COM 57708110 1179 59295 SH SHARED 02 51765 7530 D MATTEL INC COM 57708110 1166 58600 SH SHARED 04 58600 D MATTEL INC COM 57708110 5 300 SH SHARED 05 300 D MATTEL INC COM 57708110 2068 103920 SH SHARED 06 98150 5770 D MATTEL INC COM 57708110 81527 4096849 SH SHARED 10 3026749 1070100 D MATTEL INC COM 57708110 374 18800 SH SHARED 15 18800 D MATTEL INC COM 57708110 22 1150 SH SHARED 20 1150 D MATTEL INC COM 57708110 44 2220 SH SHARED 21 1500 720 D MATTEL INC COM 57708110 473 23800 SH SHR/OTHR 23 23800 D MATTEL INC COM 57708110 704 35400 SH SHARED 24 35400 D MATTHEWS INTL CORP CL A 57712810 452 9382 SH SHARED 9382 D MATTHEWS INTL CORP CL A 57712810 471 9775 SH SHARED 01 175 9600 D MATTHEWS INTL CORP CL A 57712810 46 960 SH SHARED 02 960 D MATTHEWS INTL CORP CL A 57712810 339 7045 SH SHARED 10 7045 D MATTSON TECHNOLOGY INC COM 57722310 92 15149 SH SHARED 15149 D MATTSON TECHNOLOGY INC COM 57722310 52 8600 SH SHARED 01 8600 D MATTSON TECHNOLOGY INC COM 57722310 49 8076 SH SHARED 02 8076 D MATTSON TECHNOLOGY INC COM 57722310 542 89100 SH SHARED 10 89100 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 21360 20000000 PRN SHARED 20000000 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 478 448000 PRN SHARED 02 448000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 2736 2000000 PRN SHARED 02 2000000 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 50 4350 SH SHARED 4350 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 264 22800 SH SHARED 01 22800 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 1240 106950 SH SHARED 04 106950 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 9338 805000 SH SHARED 10 805000 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 4 400 SH SHARED 24 400 D MAXUS RLTY TR INC COM 57774B10 0 28 SH SHARED 28 D MAXWELL TECHNOLOGIES INC COM 57776710 5 498 SH SHARED 498 D MAXWELL TECHNOLOGIES INC COM 57776710 65 6440 SH SHARED 02 4440 2000 D MAXYGEN INC COM 57777610 433 67035 SH SHARED 67035 D MAXYGEN INC COM 57777610 2 326 SH SHARED 02 326 D MAXYGEN INC COM 57777610 42 6600 SH SHARED 10 6600 D MAX & ERMAS RESTAURANTS INC COM 57790310 0 37 SH SHARED 37 D MAXXAM INC COM 57791310 1 62 SH SHARED 62 D MAXIMUS INC COM 57793310 514 14027 SH SHARED 14027 D MAXIMUS INC COM 57793310 99 2700 SH SHARED 01 2700 D MAXIMUS INC COM 57793310 13 360 SH SHARED 02 360 D MAXIMUS INC COM 57793310 2962 80700 SH SHARED 10 80700 D MAYFLOWER BANCORP INC COM 57832110 0 51 SH SHARED 51 D MBT FINL CORP COM 57887710 3 349 SH SHARED 349 D MCAFEE INC COM 57906410 4152 125482 SH SHARED 125482 D MCAFEE INC COM 57906410 1752 52957 SH SHARED 01 1982 50975 D MCAFEE INC COM 57906410 1492 45103 SH SHARED 02 45103 D MCAFEE INC COM 57906410 79 2400 SH SHARED 06 2400 D MCAFEE INC COM 57906410 12037 363787 SH SHARED 10 363787 D MCAFEE INC COM 57906410 509 15400 SH SHARED 14 15400 D MCCLATCHY CO CL A 57948910 6491 606655 SH SHARED 606655 D MCCLATCHY CO CL A 57948910 163 15259 SH SHARED 02 15259 D MCCLATCHY CO CL A 57948910 62 5803 SH SHARED 10 5803 D MCCLATCHY CO CL A 57948910 6 600 SH SHARED 14 600 D MCCLATCHY CO CL A 57948910 5 511 SH SHR/OTHR 23 511 D MCCORMICK & CO INC COM NON VTG 57978020 4572 123682 SH SHARED 123682 D MCCORMICK & CO INC COM NON VTG 57978020 520 14080 SH SHARED 01 14080 D MCCORMICK & CO INC COM NON VTG 57978020 803 21739 SH SHARED 02 15514 6225 D MCCORMICK & CO INC COM NON VTG 57978020 12081 326800 SH SHARED 04 326800 D MCCORMICK & CO INC COM NON VTG 57978020 2121 57380 SH SHARED 06 11800 45580 D MCCORMICK & CO INC COM NON VTG 57978020 12187 329664 SH SHARED 10 315264 14400 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 0 3 SH SHARED 3 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 4775 409900 SH SHARED 10 409900 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1063 1114000 PRN SHARED 1114000 D MCDERMOTT INTL INC COM 58003710 3232 58964 SH SHARED 58964 D MCDERMOTT INTL INC COM 58003710 844 15400 SH SHARED 01 15400 D MCDERMOTT INTL INC COM 58003710 794 14486 SH SHARED 02 10794 3692 D MCDERMOTT INTL INC COM 58003710 3 60 SH SHARED 05 60 D MCDERMOTT INTL INC COM 58003710 619 11300 SH SHARED 06 9200 2100 D MCDERMOTT INTL INC COM 58003710 28303 516300 SH SHARED 10 508100 8200 D MCDERMOTT INTL INC COM 58003710 354 6470 SH SHARED 14 6470 D MCDERMOTT INTL INC COM 58003710 140 2560 SH SHARED 21 2560 D MCDERMOTT INTL INC COM 58003710 482 8800 SH SHR/OTHR 23 8800 D MCDONALDS CORP COM 58013510 2172 38946 SH SHARED 34217 4729 D MCDONALDS CORP COM 58013510 173345 3108227 SH SHARED 3050117 58110 D MCDONALDS CORP COM 58013510 27676 496266 SH SHARED 01 401498 94768 D MCDONALDS CORP COM 58013510 5740 102925 SH SHR/OTHR 01 102925 D MCDONALDS CORP COM 58013510 27777 498074 SH SHARED 02 463220 34854 D MCDONALDS CORP COM 58013510 785 14086 SH SHARED 04 14086 D MCDONALDS CORP COM 58013510 36294 650790 SH SHARED 04 650790 D MCDONALDS CORP COM 58013510 29 520 SH SHARED 05 520 D MCDONALDS CORP COM 58013510 44134 791372 SH SHARED 06 192231 599141 D MCDONALDS CORP COM 58013510 144099 2583810 SH SHARED 10 2515495 68315 D MCDONALDS CORP COM 58013510 709 12729 SH SHARED 14 12729 D MCDONALDS CORP COM 58013510 4182 75000 SH SHARED 15 75000 D MCDONALDS CORP COM 58013510 5698 102172 SH SHARED 19 102172 D MCDONALDS CORP COM 58013510 5800 104009 SH SHARED 20 71710 250 32049 D MCDONALDS CORP COM 58013510 2278 40859 SH SHR/OTHR 20 40859 D MCDONALDS CORP COM 58013510 1121 20105 SH SHARED 21 16114 3991 D MCDONALDS CORP COM 58013510 903 16200 SH SHR/OTHR 21 16200 D MCDONALDS CORP COM 58013510 1442 25867 SH SHARED 22 18177 7690 D MCDONALDS CORP COM 58013510 166 2977 SH SHR/OTHR 22 2977 D MCDONALDS CORP COM 58013510 3998 71705 SH SHARED 23 67890 3815 D MCDONALDS CORP COM 58013510 8229 147567 SH SHR/OTHR 23 147567 D MCF CORP COM NEW 58039530 1 297 SH SHARED 297 D MCG CAPITAL CORP COM 58047P10 6343 697887 SH SHARED 697887 D MCG CAPITAL CORP COM 58047P10 99 10918 SH SHARED 02 9718 1200 D MCG CAPITAL CORP COM 58047P10 2622 288529 SH SHARED 10 288529 D MCGRATH RENTCORP COM 58058910 6 273 SH SHARED 273 D MCGRATH RENTCORP COM 58058910 36 1500 SH SHARED 01 1500 D MCGRATH RENTCORP COM 58058910 308 12780 SH SHARED 02 12780 D MCGRATH RENTCORP COM 58058910 24 998 SH SHARED 21 998 D MCGRAW HILL COS INC COM 58064510 36198 979651 SH SHARED 979651 D MCGRAW HILL COS INC COM 58064510 4996 135229 SH SHARED 01 64752 70477 D MCGRAW HILL COS INC COM 58064510 4309 116628 SH SHR/OTHR 01 116628 D MCGRAW HILL COS INC COM 58064510 1407 38093 SH SHARED 02 12858 25235 D MCGRAW HILL COS INC COM 58064510 7 190 SH SHARED 05 190 D MCGRAW HILL COS INC COM 58064510 1343 36370 SH SHARED 06 33000 3370 D MCGRAW HILL COS INC COM 58064510 22871 618991 SH SHARED 10 596091 22900 D MCGRAW HILL COS INC COM 58064510 596 16144 SH SHARED 14 16144 D MCGRAW HILL COS INC COM 58064510 3967 107383 SH SHARED 20 31020 76363 D MCGRAW HILL COS INC COM 58064510 1289 34900 SH SHR/OTHR 20 34900 D MCGRAW HILL COS INC COM 58064510 533 14425 SH SHARED 21 14425 D MCGRAW HILL COS INC COM 58064510 18 500 SH SHR/OTHR 21 500 D MCGRAW HILL COS INC COM 58064510 26572 719144 SH SHARED 22 544344 174800 D MCGRAW HILL COS INC COM 58064510 745 20175 SH SHR/OTHR 22 20175 D MCGRAW HILL COS INC COM 58064510 7438 201326 SH SHARED 23 199926 1400 D MCGRAW HILL COS INC COM 58064510 110432 2988689 SH SHR/OTHR 23 2988689 D MCKESSON CORP COM 58155Q10 57779 1103297 SH SHARED 1103297 D MCKESSON CORP COM 58155Q10 2371 45287 SH SHARED 01 40935 4352 D MCKESSON CORP COM 58155Q10 2473 47224 SH SHARED 02 40014 7210 D MCKESSON CORP COM 58155Q10 6582 125700 SH SHARED 04 125700 D MCKESSON CORP COM 58155Q10 7 148 SH SHARED 05 148 D MCKESSON CORP COM 58155Q10 2897 55326 SH SHARED 06 52136 3190 D MCKESSON CORP COM 58155Q10 22595 431456 SH SHARED 10 431456 D MCKESSON CORP COM 58155Q10 1884 35976 SH SHARED 14 3300 32676 D MCKESSON CORP COM 58155Q10 4478 85511 SH SHARED 16 85511 D MCMORAN EXPLORATION CO COM 58241110 159 9218 SH SHARED 9218 D MCMORAN EXPLORATION CO COM 58241110 60 3477 SH SHARED 02 3477 D MCMORAN EXPLORATION CO COM 58241110 603 34905 SH 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SH SHR/OTHR 23 2193 D MEASUREMENT SPECIALTIES INC COM 58342110 62 3553 SH SHARED 3553 D MECHANICAL TECHNOLOGY INC COM 58353810 0 991 SH SHARED 991 D MECHEL OAO SPONSORED ADR 58384010 3072 27000 SH SHARED 27000 D MECHEL OAO SPONSORED ADR 58384010 4676 41101 SH SHARED 41101 D MECHEL OAO SPONSORED ADR 58384010 244 2150 SH SHARED 02 2000 150 D MECHEL OAO SPONSORED ADR 58384010 42887 376902 SH SHARED 04 376902 D MECHEL OAO SPONSORED ADR 58384010 18775 165000 SH SHARED 05 165000 D MECHEL OAO SPONSORED ADR 58384010 10241 90000 SH SHARED 06 90000 D MEDAREX INC COM 58391610 2004 226464 SH SHARED 226464 D MEDAREX INC COM 58391610 124 14055 SH SHARED 01 14055 D MEDAREX INC COM 58391610 19 2235 SH SHARED 02 2235 D MEDAREX INC COM 58391610 592 66904 SH SHARED 04 66904 D MEDAREX INC COM 58391610 804 90940 SH SHARED 10 90940 D MEDAREX INC COM 58391610 29 3359 SH SHARED 21 3359 D MEDALLION FINL CORP COM 58392810 4 508 SH SHARED 508 D MEDALLION FINL CORP COM 58392810 9 1000 SH SHR/OTHR 23 1000 D 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SOLUTIONS INC COM 58405U10 79913 1824923 SH SHARED 10 1824923 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 179 4091 SH SHARED 14 1591 2500 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2 48 SH SHARED 19 48 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 95 2170 SH SHARED 20 2170 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2 48 SH SHARED 21 48 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 225 5142 SH SHARED 22 4322 820 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 1798 41076 SH SHARED 23 36076 5000 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2385 54476 SH SHR/OTHR 23 54476 D MEDECISION INC COM 58406P10 0 198 SH SHARED 198 D MEDECISION INC COM 58406P10 999 657421 SH SHARED 04 657421 D MEDIA & ENTMT HOLDINGS INC COM 58439W10 7414 991209 SH SHARED 991209 D MEDIA & ENTMT HOLDINGS INC COM 58439W10 2 400 SH SHARED 02 400 D MEDIA & ENTMT HOLDINGS INC *W EXP 03/09/201 58439W11 1 11040 SH SHARED 11040 D MEDIA GEN INC CL A 58440410 435 31067 SH SHARED 31067 D MEDIA GEN INC CL A 58440410 31 2214 SH SHARED 02 2214 D MEDIA GEN INC CL A 58440410 7 500 SH SHARED 10 500 D MEDIA GEN INC CL A 58440410 14 1000 SH SHARED 23 1000 D MEDIALINK WORLDWIDE INC COM 58445P10 0 157 SH SHARED 157 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 50 11587 SH SHARED 11587 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 66 15400 SH SHARED 10 15400 D MEDIA SCIENCES INTL INC COM 58446X10 0 244 SH SHARED 244 D MEDIA SCIENCES INTL INC COM 58446X10 72 20000 SH SHR/OTHR 01 20000 D MEDICAL ACTION INDS INC COM 58449L10 7 462 SH SHARED 462 D MEDICAL ACTION INDS INC COM 58449L10 28 1726 SH SHARED 21 1726 D MEDICAL NUTRITION USA INC COM 58461X10 1 300 SH SHARED 02 300 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 11 2384 SH SHARED 2384 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 6 1330 SH SHARED 02 330 1000 D MEDICAL PPTYS TRUST INC COM 58463J30 892 78819 SH SHARED 78819 D MEDICAL PPTYS TRUST INC COM 58463J30 240 21270 SH SHARED 02 19870 1400 D MEDICAL PPTYS TRUST INC COM 58463J30 2629 232300 SH SHARED 10 232300 D MEDICAL PPTYS TRUST INC COM 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13816 15250000 PRN SHARED 02 15250000 D MEDIWARE INFORMATION SYS INC COM 58494610 0 152 SH SHARED 152 D MEDIWARE INFORMATION SYS INC COM 58494610 34 6000 SH SHARED 02 6000 D MEDTOX SCIENTIFIC INC COM NEW 58497720 9 754 SH SHARED 754 D MEDIS TECHNOLOGIES LTD COM 58500P10 5056 557525 SH SHARED 557525 D MEDIS TECHNOLOGIES LTD COM 58500P10 31 3427 SH SHARED 02 3427 D MEDIVATION INC COM 58501N10 6215 436786 SH SHARED 436786 D MEDIVATION INC COM 58501N10 3 266 SH SHARED 02 266 D MEDIVATION INC COM 58501N10 45 3200 SH SHARED 10 3200 D MEDTRONIC INC DBCV 1.250% 9/1 585055AB 398 400000 PRN SHARED 02 400000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 5265 5000000 PRN SHARED 5000000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 3280 3115000 PRN SHARED 02 3115000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 45279 43000000 PRN SHARED 04 43000000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 15689 14900000 PRN SHARED 06 14900000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 5260 5000000 PRN SHARED 5000000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 1285 1222000 PRN SHARED 02 1222000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 1367 1300000 PRN SHARED 06 1300000 D MEDTRONIC INC COM 58505510 24 500 SH SHARED 500 D MEDTRONIC INC COM 58505510 513753 10621315 SH SHARED 10600465 20850 D MEDTRONIC INC COM 58505510 11049 228441 SH SHARED 01 179915 48526 D MEDTRONIC INC COM 58505510 1821 37654 SH SHR/OTHR 01 37654 D MEDTRONIC INC COM 58505510 2728 56408 SH SHARED 02 9713 46695 D MEDTRONIC INC COM 58505510 265076 5480175 SH SHARED 04 5480175 D MEDTRONIC INC COM 58505510 24 500 SH SHARED 05 500 D MEDTRONIC INC COM 58505510 6783 140235 SH SHARED 06 127933 12302 D MEDTRONIC INC COM 58505510 95471 1973774 SH SHARED 10 1911774 62000 D MEDTRONIC INC COM 58505510 2706 55963 SH SHARED 14 42400 13563 D MEDTRONIC INC COM 58505510 5901 122000 SH SHARED 15 122000 D MEDTRONIC INC COM 58505510 3407 70452 SH SHARED 16 70452 D MEDTRONIC INC COM 58505510 65 1350 SH SHARED 19 1350 D MEDTRONIC INC COM 58505510 1923 39765 SH SHARED 20 16005 23760 D MEDTRONIC INC COM 58505510 1236 25559 SH SHR/OTHR 20 25559 D MEDTRONIC INC COM 58505510 928 19200 SH SHARED 21 13200 6000 D MEDTRONIC INC COM 58505510 200 4135 SH SHR/OTHR 21 4135 D MEDTRONIC INC COM 58505510 101 2095 SH SHARED 22 1695 400 D MEDTRONIC INC COM 58505510 117 2424 SH SHR/OTHR 22 2424 D MEDTRONIC INC COM 58505510 2204 45575 SH SHARED 23 41375 4200 D MEDTRONIC INC COM 58505510 4793 99110 SH SHR/OTHR 23 99110 D MELCO PBL ENTMNT LTD ADR 58546410 1458 128126 SH SHARED 128126 D MELCO PBL ENTMNT LTD ADR 58546410 170 15000 SH SHARED 01 15000 D MELCO PBL ENTMNT LTD ADR 58546410 419 36873 SH SHARED 02 36873 D MELCO PBL ENTMNT LTD ADR 58546410 2830 248720 SH SHARED 10 248720 D MEMORY PHARMACEUTICALS CORP COM 58606R40 2 4615 SH SHARED 4615 D MEMRY CORP COM NEW 58626320 0 654 SH SHARED 654 D MENS WEARHOUSE INC COM 58711810 332 14287 SH SHARED 14287 D MENS WEARHOUSE INC COM 58711810 150 6472 SH SHARED 02 6472 D MENS WEARHOUSE INC COM 58711810 16828 723200 SH SHARED 10 723200 D MENTOR CORP MINN NOTE 2.750% 1/0 587188AC 526 500000 PRN SHARED 500000 D MENTOR CORP MINN COM 58718810 976 37982 SH SHARED 37982 D MENTOR CORP MINN COM 58718810 5 200 SH SHARED 01 200 D MENTOR CORP MINN COM 58718810 176 6875 SH SHARED 02 6875 D MENTOR CORP MINN COM 58718810 552 21471 SH SHARED 10 21471 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 3021 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 9400 10000000 PRN SHARED 10000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 117 125000 PRN SHARED 02 125000 D MENTOR GRAPHICS CORP COM 58720010 1253 141954 SH SHARED 141954 D MENTOR GRAPHICS CORP COM 58720010 245 27800 SH SHARED 01 27800 D MENTOR GRAPHICS CORP COM 58720010 50 5740 SH SHARED 02 5740 D MENTOR GRAPHICS CORP COM 58720010 241 27300 SH SHARED 10 27300 D MERCADOLIBRE INC COM 58733R10 155 3900 SH SHARED 3900 D MERCADOLIBRE INC COM 58733R10 27 700 SH SHARED 01 700 D MERCANTILE BANCORP INC ILL COM 58734P10 3 169 SH SHARED 169 D MERCANTILE BANK 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177 4000 SH SHARED 14 4000 D MEREDITH CORP COM 58943310 8799 230050 SH SHARED 230050 D MEREDITH CORP COM 58943310 476 12449 SH SHARED 01 9449 3000 D MEREDITH CORP COM 58943310 450 11766 SH SHARED 02 11144 622 D MEREDITH CORP COM 58943310 126 3300 SH SHARED 06 3300 D MEREDITH CORP COM 58943310 6163 161139 SH SHARED 10 161139 D MEREDITH CORP COM 58943310 8 220 SH SHARED 21 220 D MEREDITH CORP COM 58943310 61 1596 SH SHR/OTHR 23 1596 D MERIDIAN BIOSCIENCE INC COM 58958410 110 3300 SH SHARED 01 3300 D MERIDIAN BIOSCIENCE INC COM 58958410 23 713 SH SHARED 02 713 D MERIDIAN BIOSCIENCE INC COM 58958410 1076 32200 SH SHARED 10 32200 D MERIDIAN RESOURCE CORP COM 58977Q10 76 51900 SH SHARED 51900 D MERIDIAN RESOURCE CORP COM 58977Q10 1 1275 SH SHARED 01 1275 D MERIT MED SYS INC COM 58988910 64 4051 SH SHARED 4051 D MERIT MED SYS INC COM 58988910 17 1100 SH SHARED 01 1100 D MERIT MED SYS INC COM 58988910 497 31400 SH SHARED 10 31400 D MERITAGE HOMES CORP COM 59001A10 215 11171 SH SHARED 11171 D MERITAGE HOMES CORP COM 59001A10 102 5330 SH SHARED 01 5330 D MERITAGE HOMES CORP COM 59001A10 125 6498 SH SHARED 02 6498 D MERITAGE HOMES CORP COM 59001A10 191 9900 SH SHARED 10 9900 D MERITAGE HOMES CORP COM 59001A10 19 1027 SH SHARED 21 1027 D MERIX CORP COM 59004910 53 26101 SH SHARED 26101 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 39862 37500000 PRN SHARED 04 37500000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 5315 5000000 PRN SHARED 06 5000000 D MERRILL LYNCH & CO INC COM 59018810 162 4000 SH SHARED 3500 500 D MERRILL LYNCH & CO INC COM 59018810 94298 2314642 SH SHARED 2312587 2055 D MERRILL LYNCH & CO INC COM 59018810 5328 130786 SH SHARED 01 117646 13140 D MERRILL LYNCH & CO INC COM 59018810 495 12167 SH SHR/OTHR 01 12167 D MERRILL LYNCH & CO INC COM 59018810 2868 70416 SH SHARED 02 61760 8656 D MERRILL LYNCH & CO INC COM 59018810 12018 295000 SH SHARED 04 295000 D MERRILL LYNCH & CO INC COM 59018810 14 350 SH SHARED 05 350 D MERRILL LYNCH & CO INC COM 59018810 6052 148573 SH SHARED 06 140173 8400 D MERRILL LYNCH & CO INC COM 59018810 21775 534488 SH SHARED 10 518888 15600 D MERRILL LYNCH & CO INC COM 59018810 1997 49028 SH SHARED 14 49028 D MERRILL LYNCH & CO INC COM 59018810 123 3040 SH SHARED 20 1770 1270 D MERRILL LYNCH & CO INC COM 59018810 1371 33673 SH SHARED 21 33673 D MERRILL LYNCH & CO INC COM 59018810 73 1800 SH SHR/OTHR 21 1800 D MERRILL LYNCH & CO INC COM 59018810 34 850 SH SHARED 22 850 D MERRILL LYNCH & CO INC COM 59018810 28 695 SH SHR/OTHR 22 695 D MERRILL LYNCH & CO INC COM 59018810 1129 27722 SH SHARED 23 27222 500 D MERRILL LYNCH & CO INC COM 59018810 549 13497 SH SHR/OTHR 23 13497 D MERRIMAC INDS INC COM 59026210 0 44 SH SHARED 44 D MERUELO MADDUX PROPERTIES IN COM 59047310 8 3386 SH SHARED 3386 D MERUELO MADDUX PROPERTIES IN COM 59047310 67 26700 SH SHARED 10 26700 D MESA AIR GROUP INC COM 59047910 4 1977 SH SHARED 1977 D MESA LABS INC COM 59064R10 1 73 SH SHARED 73 D MESA RTY TR UNIT BEN INT 59066010 311 4569 SH SHARED 02 4569 D MESABI TR CTF BEN INT 59067210 25 1007 SH SHARED 1007 D MET PRO CORP COM 59087630 4 389 SH SHARED 389 D META FINL GROUP INC COM 59100U10 0 52 SH SHARED 52 D METABASIS THERAPEUTICS INC COM 59101M10 152 74144 SH SHARED 74144 D METABOLIX INC COM 59101880 21 1982 SH SHARED 1982 D METABOLIX INC COM 59101880 5 500 SH SHARED 02 500 D METABOLIX INC COM 59101880 1587 145000 SH SHARED 10 145000 D METALICO INC COM 59117610 779 79575 SH SHARED 79575 D METALICO INC COM 59117610 179 18357 SH SHARED 02 18357 D METALLICA RES INC COM 59125J10 531 90200 SH SHARED 90200 D METALLICA RES INC COM 59125J10 1472 250000 SH SHARED 04 250000 D METALLICA RES INC COM 59125J10 6098 1035400 SH SHARED 10 1035400 D METALLINE MINING INC COM 59125710 31 16057 SH SHARED 16057 D METAVANTE TECHNOLOGIES INC COM 59140710 2439 122044 SH SHARED 122044 D METAVANTE TECHNOLOGIES INC COM 59140710 950 47543 SH SHARED 01 20333 27210 D METAVANTE TECHNOLOGIES INC COM 59140710 96 4805 SH SHARED 02 3872 933 D METAVANTE TECHNOLOGIES INC COM 59140710 0 1 SH SHARED 06 1 D METAVANTE TECHNOLOGIES INC COM 59140710 63 3166 SH SHARED 10 3166 D METAVANTE TECHNOLOGIES INC COM 59140710 10 513 SH SHARED 20 513 D METAVANTE TECHNOLOGIES INC COM 59140710 5 300 SH SHR/OTHR 20 300 D METAVANTE TECHNOLOGIES INC COM 59140710 7 370 SH SHARED 21 370 D METHANEX CORP COM 59151K10 642 24568 SH SHARED 24568 D METHANEX CORP COM 59151K10 5 200 SH SHARED 01 200 D METHANEX CORP COM 59151K10 0 21 SH SHARED 02 21 D METHANEX CORP COM 59151K10 575 22000 SH SHARED 06 22000 D METHANEX CORP COM 59151K10 219 8400 SH SHARED 14 8400 D METHODE ELECTRS INC COM 59152020 97 8340 SH SHARED 8340 D METHODE ELECTRS INC COM 59152020 15 1350 SH SHARED 01 1350 D METHODE ELECTRS INC COM 59152020 58 4980 SH SHARED 02 4980 D METHODE ELECTRS INC COM 59152020 208 17800 SH SHARED 10 17800 D METLIFE INC COM 59156R10 68661 1139427 SH SHARED 1139427 D METLIFE INC COM 59156R10 5330 88464 SH SHARED 01 88064 400 D METLIFE INC COM 59156R10 650 10800 SH SHARED 02 8033 2767 D 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INTERNATIONAL COM 59268810 1380 14212 SH SHR/OTHR 01 14212 D METTLER TOLEDO INTERNATIONAL COM 59268810 120 1241 SH SHARED 02 1241 D METTLER TOLEDO INTERNATIONAL COM 59268810 4 44 SH SHARED 04 44 D METTLER TOLEDO INTERNATIONAL COM 59268810 971 10000 SH SHARED 04 10000 D METTLER TOLEDO INTERNATIONAL COM 59268810 53786 553810 SH SHARED 10 535400 18410 D METTLER TOLEDO INTERNATIONAL COM 59268810 2613 26910 SH SHARED 20 21435 100 5375 D METTLER TOLEDO INTERNATIONAL COM 59268810 568 5850 SH SHR/OTHR 20 5850 D METTLER TOLEDO INTERNATIONAL COM 59268810 48 500 SH SHR/OTHR 21 500 D METTLER TOLEDO INTERNATIONAL COM 59268810 607 6253 SH SHARED 22 4600 1653 D METTLER TOLEDO INTERNATIONAL COM 59268810 38 393 SH SHR/OTHR 22 393 D METTLER TOLEDO INTERNATIONAL COM 59268810 1055 10865 SH SHARED 23 10505 360 D METTLER TOLEDO INTERNATIONAL COM 59268810 521 5365 SH SHR/OTHR 23 5365 D MEXCO ENERGY CORP COM 59277010 0 20 SH SHARED 20 D MEXICAN RESTAURANTS INC COM 59283R10 0 34 SH SHARED 34 D MEXICO FD INC 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MICROSOFT CORP COM 59491810 258 9100 SH SHARED 24 9100 D MICROVISION INC DEL COM 59496010 4 1778 SH SHARED 1778 D MICROSTRATEGY INC CL A NEW 59497240 263 3561 SH SHARED 3561 D MICROSTRATEGY INC CL A NEW 59497240 207 2800 SH SHARED 01 2800 D MICROSTRATEGY INC CL A NEW 59497240 60 820 SH SHARED 02 780 40 D MICROSTRATEGY INC CL A NEW 59497240 140 1900 SH SHARED 10 1900 D MICROSTRATEGY INC CL A NEW 59497240 22 310 SH SHARED 21 310 D MICROCHIP TECHNOLOGY INC COM 59501710 6800 207762 SH SHARED 207762 D MICROCHIP TECHNOLOGY INC COM 59501710 818 25000 SH SHARED 01 25000 D MICROCHIP TECHNOLOGY INC COM 59501710 81 2500 SH SHR/OTHR 01 2500 D MICROCHIP TECHNOLOGY INC COM 59501710 2459 75154 SH SHARED 02 75087 67 D MICROCHIP TECHNOLOGY INC COM 59501710 654 20000 SH SHARED 04 20000 D MICROCHIP TECHNOLOGY INC COM 59501710 1437 43910 SH SHARED 06 41800 2110 D MICROCHIP TECHNOLOGY INC COM 59501710 29579 903737 SH SHARED 10 903737 D MICROCHIP TECHNOLOGY INC COM 59501710 350 10700 SH SHARED 14 10700 D 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49 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3792 50000 SH SHARED 50000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 38965 513712 SH SHARED 510312 3400 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 2764 36450 SH SHARED 02 35000 1450 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 107299 1414624 SH SHARED 04 1414624 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 28064 370000 SH SHARED 05 370000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 5540 73040 SH SHARED 06 7040 66000 D MOBILITY ELECTRONICS INC COM 60741U10 0 780 SH SHARED 780 D MOCON INC COM 60749410 1 135 SH SHARED 135 D MOD PAC CORP COM 60749510 0 79 SH SHARED 79 D MODINE MFG CO COM 60782810 57 4000 SH SHARED 4000 D MODINE MFG CO COM 60782810 136 9400 SH SHARED 01 9400 D MODINE MFG CO COM 60782810 30 2080 SH SHARED 02 2080 D MODINE MFG CO COM 60782810 221 15300 SH SHARED 10 15300 D MODINE MFG CO COM 60782810 36 2500 SH SHARED 23 2500 D MODTECH HLDGS INC COM 60783C10 0 558 SH SHARED 558 D MOHAWK INDS INC COM 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INC COM 60855410 64 2776 SH SHARED 02 2776 D MOLEX INC COM 60855410 305 13200 SH SHARED 06 13200 D MOLEX INC COM 60855410 4053 175003 SH SHARED 10 175003 D MOLEX INC CL A 60855420 2 94 SH SHARED 94 D MOLEX INC CL A 60855420 51 2342 SH SHARED 23 2342 D MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA 492605 4009000 SH SHARED 02 4009000 D MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA 712675 5800000 SH SHARED 06 5800000 D MOLSON COORS BREWING CO CL B 60871R20 19596 372773 SH SHARED 372773 D MOLSON COORS BREWING CO CL B 60871R20 806 15350 SH SHARED 01 15350 D MOLSON COORS BREWING CO CL B 60871R20 51 975 SH SHR/OTHR 01 975 D MOLSON COORS BREWING CO CL B 60871R20 3845 73146 SH SHARED 02 71719 1427 D MOLSON COORS BREWING CO CL B 60871R20 1014 19300 SH SHARED 06 17500 1800 D MOLSON COORS BREWING CO CL B 60871R20 10090 191937 SH SHARED 10 191937 D MOLSON COORS BREWING CO CL B 60871R20 160 3044 SH SHARED 14 3044 D MOLSON COORS BREWING CO CL B 60871R20 5 100 SH SHR/OTHR 23 100 D MOMENTA PHARMACEUTICALS INC COM 60877T10 107 9879 SH SHARED 9879 D MOMENTA PHARMACEUTICALS INC COM 60877T10 3258 298094 SH SHARED 02 348 297746 D MONACO COACH CORP COM 60886R10 0 50 SH SHARED 50 D MONACO COACH CORP COM 60886R10 21 2320 SH SHARED 02 2320 D MONARCH CASINO & RESORT INC COM 60902710 51 2916 SH SHARED 2916 D MONARCH CASINO & RESORT INC COM 60902710 17 982 SH SHARED 02 982 D MONARCH COMMUNITY BANCORP IN COM 60904510 0 62 SH SHARED 62 D MONARCH FINANCIAL HOLDINGS I COM 60907Q10 1 125 SH SHARED 125 D MONEYGRAM INTL INC COM 60935Y10 260 140010 SH SHARED 140010 D MONEYGRAM INTL INC COM 60935Y10 33 18149 SH SHARED 01 2849 15300 D MONEYGRAM INTL INC COM 60935Y10 119 64388 SH SHARED 02 63247 1141 D MONEYGRAM INTL INC COM 60935Y10 5 3000 SH SHARED 21 3000 D MONMOUTH REAL ESTATE INVT CO CL A 60972010 4 549 SH SHARED 549 D MONOGRAM BIOSCIENCES INC COM 60975U10 9 8708 SH SHARED 8708 D MONOGRAM BIOSCIENCES INC COM 60975U10 311 293742 SH SHARED 02 1242 292500 D MONOLITHIC PWR SYS INC COM 60983910 70 4000 SH SHARED 02 4000 D MONOLITHIC PWR SYS INC COM 60983910 44 2500 SH SHARED 04 2500 D MONRO MUFFLER BRAKE INC COM 61023610 79 4705 SH SHARED 4705 D MONRO MUFFLER BRAKE INC COM 61023610 3 187 SH SHARED 01 187 D MONSANTO CO NEW COM 61166W10 5512 49439 SH SHARED 47064 2375 D MONSANTO CO NEW COM 61166W10 87115 781306 SH SHARED 761106 20200 D MONSANTO CO NEW COM 61166W10 59783 536172 SH SHARED 01 283209 252963 D MONSANTO CO NEW COM 61166W10 17033 152763 SH SHR/OTHR 01 152763 D MONSANTO CO NEW COM 61166W10 835 7491 SH SHARED 02 4309 3182 D MONSANTO CO NEW COM 61166W10 852 7648 SH SHARED 04 7648 D MONSANTO CO NEW COM 61166W10 43918 393886 SH SHARED 04 393886 D MONSANTO CO NEW COM 61166W10 57291 513821 SH SHARED 05 513821 D MONSANTO CO NEW COM 61166W10 6597 59170 SH SHARED 06 53556 5614 D MONSANTO CO NEW COM 61166W10 217182 1947827 SH SHARED 10 1808956 138871 D MONSANTO CO NEW COM 61166W10 544 4886 SH SHARED 14 4886 D MONSANTO CO NEW COM 61166W10 6969 62509 SH SHARED 19 62509 D 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331800 D MONSTER WORLDWIDE INC COM 61174210 171 7100 SH SHARED 15 7100 D MONSTER WORLDWIDE INC COM 61174210 266 11000 SH SHARED 24 11000 D MONTEREY GOURMET FOODS INC COM 61257010 1 448 SH SHARED 448 D MONTGOMERY STR INCOME SECS I COM 61411510 835 52000 SH SHARED 20 14500 37500 D MONTGOMERY STR INCOME SECS I COM 61411510 235 14670 SH SHR/OTHR 20 14670 D MONTGOMERY STR INCOME SECS I COM 61411510 28 1800 SH SHARED 23 1800 D MOODYS CORP COM 61536910 8210 235739 SH SHARED 235739 D MOODYS CORP COM 61536910 7437 213534 SH SHARED 01 178114 35420 D MOODYS CORP COM 61536910 337 9690 SH SHARED 02 9690 D MOODYS CORP COM 61536910 4 140 SH SHARED 05 140 D MOODYS CORP COM 61536910 1741 49989 SH SHARED 06 47759 2230 D MOODYS CORP COM 61536910 5114 146852 SH SHARED 10 146852 D MOODYS CORP COM 61536910 448 12886 SH SHARED 14 12886 D MOODYS CORP COM 61536910 105 3030 SH SHARED 20 3000 30 D MOODYS CORP COM 61536910 133 3832 SH SHR/OTHR 20 3832 D MOODYS CORP COM 61536910 35 1021 SH SHARED 21 1021 D MOODYS CORP COM 61536910 1215 34900 SH SHARED 23 34900 D MOODYS CORP COM 61536910 1097 31500 SH SHR/OTHR 23 31500 D MOOG INC CL A 61539420 43499 1030553 SH SHARED 1030553 D MOOG INC CL A 61539420 42 1000 SH SHARED 01 1000 D MOOG INC CL A 61539420 84 2010 SH SHARED 02 2010 D MOOG INC CL A 61539420 624 14800 SH SHARED 10 14800 D MOOG INC CL A 61539420 50 1207 SH SHARED 21 1207 D MORGAN STANLEY EASTN EUR FD COM 61698810 55 1745 SH SHARED 1745 D MORGAN STANLEY EASTN EUR FD COM 61698810 34 1100 SH SHARED 02 1100 D MORGAN STANLEY EMER MKTS FD COM 61744G10 14 700 SH SHARED 02 700 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 96 10000 SH SHARED 10000 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 6428 669600 SH SHARED 669600 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 2 300 SH SHARED 02 300 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 180 18800 SH SHR/OTHR 23 18800 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 996 187000 SH SHARED 187000 D MORGAN STANLEY GBL OPP BOND COM 61744R10 67 10000 SH SHR/OTHR 23 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MOTOROLA INC COM 62007610 1195 128558 SH SHARED 14 128558 D MOTOROLA INC COM 62007610 3255 350000 SH SHARED 15 350000 D MOTOROLA INC COM 62007610 11 1210 SH SHARED 19 1210 D MOTOROLA INC COM 62007610 669 72000 SH SHR/OTHR 20 72000 D MOTOROLA INC COM 62007610 40 4311 SH SHARED 22 3198 1113 D MOTOROLA INC COM 62007610 390 42000 SH SHARED 23 42000 D MOTOROLA INC COM 62007610 995 106994 SH SHR/OTHR 23 106994 D MOVE INC COM COM 62458M10 4 1319 SH SHARED 1319 D MOVADO GROUP INC COM 62458010 274 14071 SH SHARED 14071 D MOVADO GROUP INC COM 62458010 74 3800 SH SHARED 01 3800 D MOVADO GROUP INC COM 62458010 72 3717 SH SHARED 02 3717 D MOVADO GROUP INC COM 62458010 2083 106900 SH SHARED 10 106900 D MTM TECHNOLOGIES INC COM 62474G10 0 243 SH SHARED 243 D MUELLER INDS INC COM 62475610 344 11927 SH SHARED 11927 D MUELLER INDS INC COM 62475610 311 10800 SH SHARED 01 9700 1100 D MUELLER INDS INC COM 62475610 213 7387 SH SHARED 02 7182 205 D MUELLER INDS INC COM 62475610 1647 57100 SH SHARED 10 57100 D MUELLER WTR PRODS INC COM SER A 62475810 134 16401 SH SHARED 16401 D MUELLER WTR PRODS INC COM SER A 62475810 170 20900 SH SHARED 02 20900 D MUELLER WTR PRODS INC COM SER A 62475810 12768 1560900 SH SHARED 10 1560900 D MUELLER WTR PRODS INC COM SER B 62475820 450 57182 SH SHARED 57182 D MUELLER WTR PRODS INC COM SER B 62475820 278 35362 SH SHARED 01 35362 D MUELLER WTR PRODS INC COM SER B 62475820 44 5610 SH SHARED 02 5610 D MUELLER WTR PRODS INC COM SER B 62475820 2685 340846 SH SHARED 10 340846 D MUELLER WTR PRODS INC COM SER B 62475820 3 437 SH SHARED 21 437 D MULTI COLOR CORP COM 62538310 0 35 SH SHARED 35 D MULTI FINELINE ELECTRONIX IN COM 62541B10 116 6182 SH SHARED 6182 D MULTI FINELINE ELECTRONIX IN COM 62541B10 46 2500 SH SHARED 01 2500 D MULTI FINELINE ELECTRONIX IN COM 62541B10 19 1060 SH SHARED 02 1060 D MULTI FINELINE ELECTRONIX IN COM 62541B10 1651 88000 SH SHARED 10 88000 D MULTIBAND CORP COM NEW 62544X20 0 192 SH SHARED 192 D MULTIMEDIA GAMES INC COM 62545310 34 6416 SH SHARED 6416 D MULTIMEDIA GAMES INC COM 62545310 1 225 SH SHARED 01 225 D MULTIMEDIA GAMES INC COM 62545310 20 3800 SH SHARED 02 3800 D MURPHY OIL CORP COM 62671710 13519 164587 SH SHARED 164587 D MURPHY OIL CORP COM 62671710 36125 439800 SH SHARED 01 26800 413000 D MURPHY OIL CORP COM 62671710 21176 257815 SH SHR/OTHR 01 257815 D MURPHY OIL CORP COM 62671710 1463 17817 SH SHARED 02 16162 1655 D MURPHY OIL CORP COM 62671710 3493 42525 SH SHARED 06 40325 2200 D MURPHY OIL CORP COM 62671710 36215 440900 SH SHARED 10 406800 34100 D MURPHY OIL CORP COM 62671710 3597 43800 SH SHARED 22 43800 D MUTUALFIRST FINL INC COM 62845B10 141 10745 SH SHARED 10745 D MYERS INDS INC COM 62846410 245 18719 SH SHARED 18719 D MYERS INDS INC COM 62846410 28 2159 SH SHARED 02 2159 D MYLAN INC NOTE 1.250% 3/1 628530AG 440 454000 PRN SHARED 02 454000 D MYLAN INC COM 62853010 560 48310 SH SHARED 48310 D MYLAN INC COM 62853010 7797 672172 SH SHARED 672172 D MYLAN INC COM 62853010 1066 91955 SH SHARED 01 91955 D MYLAN INC COM 62853010 336 29006 SH SHARED 02 27056 1950 D MYLAN INC COM 62853010 3261 281150 SH SHARED 04 281150 D MYLAN INC COM 62853010 261 22500 SH SHARED 06 22500 D MYLAN INC COM 62853010 74828 6450736 SH SHARED 10 5286836 1163900 D MYLAN INC COM 62853010 83 7200 SH SHARED 14 7200 D MYLAN INC COM 62853010 243 21000 SH SHARED 15 21000 D MYLAN INC COM 62853010 1444 124494 SH SHARED 16 124494 D MYLAN INC COM 62853010 5 450 SH SHR/OTHR 23 450 D MYLAN INC COM 62853010 447 38600 SH SHARED 24 38600 D MYLAN INC PFD CONV 62853020 278583 322300 SH SHARED 322300 D MYLAN INC PFD CONV 62853020 4184 4841 SH SHARED 02 4841 D MYLAN INC PFD CONV 62853020 1382 1600 SH SHARED 14 1600 D MYRIAD GENETICS INC COM 62855J10 78 1939 SH SHARED 1939 D MYRIAD GENETICS INC COM 62855J10 223 5550 SH SHARED 01 5550 D MYRIAD GENETICS INC COM 62855J10 15 376 SH SHARED 02 376 D MYRIAD GENETICS INC COM 62855J10 1345 33400 SH SHARED 10 33400 D NBT BANCORP INC COM 62877810 75 3379 SH SHARED 3379 D NBT BANCORP INC COM 62877810 11 500 SH SHARED 01 500 D NBT BANCORP INC COM 62877810 934 42100 SH SHARED 10 42100 D NBTY INC COM 62878210 1862 62198 SH SHARED 62198 D NBTY INC COM 62878210 724 24180 SH SHARED 01 6880 17300 D NBTY INC COM 62878210 118 3940 SH SHARED 02 3940 D NBTY INC COM 62878210 3743 125000 SH SHARED 05 125000 D NBTY INC COM 62878210 347 11603 SH SHARED 10 11603 D NCI BUILDING SYS INC COM 62885210 203 8389 SH SHARED 8389 D NCI BUILDING SYS INC COM 62885210 42 1760 SH SHARED 02 1760 D NCI BUILDING SYS INC COM 62885210 363 15000 SH SHARED 10 15000 D NCR CORP NEW COM 62886E10 1305 57171 SH SHARED 57171 D NCR CORP NEW COM 62886E10 1482 64941 SH SHARED 01 9085 55856 D NCR CORP NEW COM 62886E10 56 2465 SH SHARED 02 2420 45 D NCR CORP NEW COM 62886E10 859 37660 SH SHARED 10 37660 D NCR CORP NEW COM 62886E10 4 210 SH SHARED 21 210 D NCI INC CL A 62886K10 3 161 SH SHARED 161 D NCI INC CL A 62886K10 49 2600 SH SHARED 02 2600 D NDS GROUP PLC SPONSORED ADR 62889110 43 897 SH SHARED 897 D NGP CAP RES CO COM 62912R10 52 3180 SH SHARED 3180 D NGP CAP RES CO COM 62912R10 55 3400 SH SHARED 10 3400 D NGAS RESOURCES INC COM 62912T10 7 1414 SH SHARED 1414 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 3511 3547000 PRN SHARED 02 3547000 D NII HLDGS INC NOTE 3.125% 6/1 62913FAJ 2712 3420000 PRN SHARED 3420000 D NII HLDGS INC NOTE 3.125% 6/1 62913FAJ 7314 9224000 PRN SHARED 02 9224000 D NII HLDGS INC CL B NEW 62913F20 174 5500 SH SHARED 5500 D NII HLDGS INC CL B NEW 62913F20 1951 61408 SH SHARED 61408 D NII HLDGS INC CL B NEW 62913F20 223 7020 SH SHARED 01 7020 D NII HLDGS INC CL B NEW 62913F20 306 9630 SH SHARED 02 9160 470 D NII HLDGS INC CL B NEW 62913F20 2 90 SH SHARED 05 90 D NII HLDGS INC CL B NEW 62913F20 63 2010 SH SHARED 06 450 1560 D NII HLDGS INC CL B NEW 62913F20 31123 979358 SH SHARED 10 979358 D NIC INC COM 62914B10 0 18 SH SHARED 18 D NIC INC COM 62914B10 47 6704 SH SHARED 02 6704 D NIC INC COM 62914B10 46 6600 SH SHARED 10 6600 D NL INDS INC COM NEW 62915640 0 9 SH SHARED 9 D NL INDS INC COM NEW 62915640 2 200 SH SHARED 01 200 D NL INDS INC COM NEW 62915640 8 740 SH SHARED 02 740 D NL INDS INC COM NEW 62915640 7 700 SH SHARED 10 700 D NMS COMMUNICATIONS CORP COM 62924810 1 1190 SH SHARED 1190 D NMT MED INC COM 62929410 2 570 SH SHARED 570 D NN INC COM 62933710 4 439 SH SHARED 439 D NPS PHARMACEUTICALS INC COM 62936P10 3709 951205 SH SHARED 951205 D NPS PHARMACEUTICALS INC COM 62936P10 21 5452 SH SHARED 02 5452 D NRG ENERGY INC COM NEW 62937750 7875 201977 SH SHARED 201977 D NRG ENERGY INC COM NEW 62937750 747 19175 SH SHARED 01 19175 D NRG ENERGY INC COM NEW 62937750 5216 133792 SH SHARED 02 130372 3420 D NRG ENERGY INC COM NEW 62937750 885 22708 SH SHARED 06 400 22308 D NRG ENERGY INC COM NEW 62937750 1299 33330 SH SHARED 10 33330 D NRG ENERGY INC COM NEW 62937750 1785 45800 SH SHARED 14 45800 D NRG ENERGY INC PFD CONV MAND 62937787 55585 164845 SH SHARED 164845 D NRG ENERGY INC PFD CONV MAND 62937787 7112 21094 SH SHARED 02 21054 40 D NRDC ACQUISITION CORP COM 62941R10 4995 543572 SH SHARED 543572 D NRDC ACQUISITION CORP COM 62941R10 2757 300000 SH SHARED 10 300000 D NRDC ACQUISITION CORP *W EXP 10/17/201 62941R11 151 303399 SH SHARED 303399 D NRDC ACQUISITION CORP *W EXP 10/17/201 62941R11 150 300000 SH SHARED 10 300000 D NTN BUZZTIME INC COM NEW 62941030 0 1199 SH SHARED 1199 D NTR ACQUISITION CO COM 62941510 14978 1565100 SH SHARED 1565100 D NTR ACQUISITION CO *W EXP 06/28/201 62941511 5 18127 SH SHARED 18127 D NTT DOCOMO INC SPONS ADR 62942M20 632 41500 SH SHARED 41500 D NUCO2 INC COM 62942810 0 7 SH SHARED 7 D NVR INC COM 62944T10 709 1187 SH SHARED 1187 D NVR INC COM 62944T10 1084 1815 SH SHARED 01 215 1600 D NVR INC COM 62944T10 432 724 SH SHARED 02 503 221 D NVR INC COM 62944T10 15953 26700 SH SHARED 10 25300 1400 D NVR INC COM 62944T10 270 452 SH SHARED 14 452 D NVE CORP COM NEW 62944520 8 335 SH SHARED 335 D NYMEX HOLDINGS INC COM 62948N10 8591 94793 SH SHARED 94793 D NYMEX HOLDINGS INC COM 62948N10 776 8568 SH SHARED 02 8268 300 D NYMEX HOLDINGS INC COM 62948N10 4 50 SH SHARED 05 50 D NYMEX HOLDINGS INC COM 62948N10 117 1300 SH SHARED 06 400 900 D NYMEX HOLDINGS INC COM 62948N10 740 8170 SH SHARED 10 8170 D NYMAGIC INC COM 62948410 0 2 SH SHARED 2 D NYMAGIC INC COM 62948410 3 160 SH SHARED 01 160 D NYSE EURONEXT COM 62949110 55365 897182 SH SHARED 897182 D NYSE EURONEXT COM 62949110 1510 24481 SH SHARED 01 24481 D NYSE EURONEXT COM 62949110 1317 21347 SH SHARED 02 12772 8575 D NYSE EURONEXT COM 62949110 4 80 SH SHARED 05 80 D NYSE EURONEXT COM 62949110 1635 26500 SH SHARED 06 25200 1300 D NYSE EURONEXT COM 62949110 6714 108800 SH SHARED 10 108800 D NYSE EURONEXT COM 62949110 37 600 SH SHARED 14 600 D NYSE EURONEXT COM 62949110 29 476 SH SHARED 21 476 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 892 1000000 PRN SHARED 02 1000000 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 0 525 PRN SHARED 10 525 D NABI BIOPHARMACEUTICALS COM 62951910 2795 695428 SH SHARED 695428 D NABI BIOPHARMACEUTICALS COM 62951910 7 1792 SH SHARED 02 1792 D NABORS INDS INC NOTE 6/1 629568AK 3 3000 PRN SHARED 02 3000 D NABORS INDS INC NOTE 0.940% 5/1 629568AP 2 2000 PRN SHARED 02 2000 D NABORS INDS INC NOTE 0.940% 5/1 629568AP 11037 10800000 PRN SHARED 06 10800000 D NACCO INDS INC CL A 62957910 1732 21400 SH SHARED 21400 D NACCO INDS INC CL A 62957910 222 2743 SH SHARED 02 2743 D NACCO INDS INC CL A 62957910 283 3500 SH SHARED 10 3500 D NALCO HOLDING COMPANY COM 62985Q10 552 26125 SH SHARED 26125 D NALCO HOLDING COMPANY COM 62985Q10 322 15236 SH SHARED 02 15236 D NALCO HOLDING COMPANY COM 62985Q10 26891 1271452 SH SHARED 04 1271452 D NALCO HOLDING COMPANY COM 62985Q10 35322 1670098 SH SHARED 05 1670098 D NALCO HOLDING COMPANY COM 62985Q10 846 40000 SH SHARED 06 40000 D NALCO HOLDING COMPANY COM 62985Q10 76 3600 SH SHARED 10 3600 D NALCO HOLDING COMPANY COM 62985Q10 1209 57200 SH SHARED 14 57200 D NALCO HOLDING COMPANY COM 62985Q10 59 2800 SH SHARED 23 2800 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 351 36615 SH SHARED 36615 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 35 3700 SH SHARED 02 3700 D NANOGEN INC COM 63007510 57 130575 SH SHARED 130575 D NANOMETRICS INC COM 63007710 2 322 SH SHARED 322 D NANOMETRICS INC COM 63007710 6 840 SH SHARED 02 840 D NANOPHASE TCHNOLOGIES CORP COM 63007910 1 439 SH SHARED 439 D NANOPHASE TCHNOLOGIES CORP COM 63007910 3 1100 SH SHARED 02 1100 D NANOSPHERE INC COM 63009F10 69 8069 SH SHARED 8069 D NAPCO SEC SYS INC COM 63040210 2 553 SH SHARED 553 D NAPSTER INC COM 63079710 457 309344 SH SHARED 309344 D NARA BANCORP INC COM 63080P10 1 84 SH SHARED 84 D NARA BANCORP INC COM 63080P10 491 37800 SH SHARED 10 37800 D NASDAQ OMX GROUP INC COM 63110310 4321 111790 SH SHARED 96890 14900 D NASDAQ OMX GROUP INC COM 63110310 554 14340 SH SHARED 01 12050 2290 D NASDAQ OMX GROUP INC COM 63110310 2020 52254 SH SHARED 02 40833 11421 D NASDAQ OMX GROUP INC COM 63110310 30 800 SH SHARED 06 800 D NASDAQ OMX GROUP INC COM 63110310 7184 185836 SH SHARED 10 175636 10200 D NASDAQ OMX GROUP INC COM 63110310 23 600 SH SHARED 14 600 D NASDAQ OMX GROUP INC COM 63110310 9 235 SH SHARED 20 235 D NASDAQ OMX GROUP INC COM 63110310 542 14023 SH SHARED 21 12688 1335 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 4917 11000000 PRN SHARED 11000000 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 6665 14912000 PRN SHARED 02 14912000 D NASH FINCH CO COM 63115810 858 25264 SH SHARED 25264 D NASH FINCH CO COM 63115810 359 10570 SH SHARED 02 10570 D NASH FINCH CO COM 63115810 12688 373400 SH SHARED 10 373400 D NASHUA CORP COM 63122610 1 119 SH SHARED 119 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 13 5680 SH SHARED 5680 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 5 2234 SH SHARED 02 2234 D NATCO GROUP INC CL A 63227W20 27 596 SH SHARED 596 D NATCO GROUP INC CL A 63227W20 173 3710 SH SHARED 01 3710 D NATCO GROUP INC CL A 63227W20 97 2082 SH SHARED 02 1532 550 D NATCO GROUP INC CL A 63227W20 5628 120400 SH SHARED 10 120400 D NATHANS FAMOUS INC NEW COM 63234710 1 120 SH SHARED 120 D NATIONAL COAL CORP COM NEW 63238120 2 430 SH SHARED 430 D NATIONAL ATLANTIC HLDGS CORP COM 63253Y10 1 229 SH SHARED 229 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 313 29678 SH SHARED 29678 D NATIONAL BANKSHARES INC VA COM 63486510 3 183 SH SHARED 183 D NATIONAL BEVERAGE CORP COM 63501710 47 6243 SH SHARED 6243 D NATIONAL CINEMEDIA INC COM 63530910 31 1400 SH SHARED 1400 D NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW 2052 2500000 PRN SHARED 02 2500000 D NATIONAL CITY CORP COM 63540510 11478 1153656 SH SHARED 1153656 D NATIONAL CITY CORP COM 63540510 1230 123673 SH SHARED 01 104808 18865 D NATIONAL CITY CORP COM 63540510 46 4700 SH SHR/OTHR 01 4700 D NATIONAL CITY CORP COM 63540510 633 63689 SH SHARED 02 63289 400 D NATIONAL CITY CORP COM 63540510 3 310 SH SHARED 05 310 D NATIONAL CITY CORP COM 63540510 1187 119370 SH SHARED 06 113350 6020 D NATIONAL CITY CORP COM 63540510 3423 344078 SH SHARED 10 344078 D NATIONAL CITY CORP COM 63540510 607 61100 SH SHARED 14 61100 D NATIONAL CITY CORP COM 63540510 18 1900 SH SHARED 20 1900 D NATIONAL CITY CORP COM 63540510 2000 201039 SH SHARED 21 201039 D NATIONAL CITY CORP COM 63540510 59 6000 SH SHR/OTHR 21 6000 D NATIONAL CITY CORP COM 63540510 10 1065 SH SHARED 22 1065 D NATIONAL CITY CORP COM 63540510 89 9000 SH SHARED 23 9000 D NATIONAL DENTEX CORP COM 63563H10 1 143 SH SHARED 143 D NATIONAL HEALTHCARE CORP COM 63590610 7 150 SH SHARED 150 D NATIONAL HEALTHCARE CORP COM 63590610 18 384 SH SHARED 02 384 D NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA 43 63000 PRN SHARED 02 63000 D NATIONAL FINL PARTNERS CORP COM 63607P20 95 4256 SH SHARED 4256 D NATIONAL FINL PARTNERS CORP COM 63607P20 119 5300 SH SHARED 01 5300 D NATIONAL FINL PARTNERS CORP COM 63607P20 401 17880 SH SHARED 02 17880 D NATIONAL FINL PARTNERS CORP COM 63607P20 581 25900 SH SHARED 10 25900 D NATIONAL FUEL GAS CO N J COM 63618010 352 7462 SH SHARED 7462 D NATIONAL FUEL GAS CO N J COM 63618010 1193 25275 SH SHARED 01 875 24400 D NATIONAL FUEL GAS CO N J COM 63618010 1405 29771 SH SHARED 02 29271 500 D NATIONAL FUEL GAS CO N J COM 63618010 195 4144 SH SHARED 10 4144 D NATIONAL GRID PLC SPON ADR NEW 63627430 35 503 SH SHARED 503 D NATIONAL GRID PLC SPON ADR NEW 63627430 1214 17366 SH SHARED 01 17125 241 D NATIONAL HEALTH INVS INC COM 63633D10 15835 506747 SH SHARED 506747 D NATIONAL HEALTH INVS INC COM 63633D10 287 9200 SH SHARED 10 9200 D NATIONAL INSTRS CORP COM 63651810 381 14580 SH SHARED 14580 D NATIONAL INSTRS CORP COM 63651810 1430 54725 SH SHARED 01 37775 16950 D NATIONAL INSTRS CORP COM 63651810 70 2703 SH SHARED 02 2703 D NATIONAL INSTRS CORP COM 63651810 109 4197 SH SHARED 10 4197 D NATIONAL INTERSTATE CORP COM 63654U10 104 4461 SH SHARED 4461 D NATIONAL INTERSTATE CORP COM 63654U10 9 400 SH SHARED 01 400 D NATIONAL INTERSTATE CORP COM 63654U10 19 838 SH SHARED 02 838 D NATIONAL INTERSTATE CORP COM 63654U10 128 5500 SH SHARED 10 5500 D NATIONAL LAMPOON INC NEW COM 63663710 0 172 SH SHARED 172 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 1 147 SH SHARED 147 D NATIONAL OILWELL VARCO INC COM 63707110 37874 648758 SH SHARED 648758 D NATIONAL OILWELL VARCO INC COM 63707110 3582 61371 SH SHARED 01 60695 676 D NATIONAL OILWELL VARCO INC COM 63707110 1052 18022 SH SHARED 02 15896 2126 D NATIONAL OILWELL VARCO INC COM 63707110 32494 556597 SH SHARED 04 556597 D NATIONAL OILWELL VARCO INC COM 63707110 11 190 SH SHARED 05 190 D NATIONAL OILWELL VARCO INC COM 63707110 2685 46000 SH SHARED 06 41700 4300 D NATIONAL OILWELL VARCO INC COM 63707110 39358 674170 SH SHARED 10 674170 D NATIONAL OILWELL VARCO INC COM 63707110 1179 20199 SH SHARED 14 20199 D NATIONAL OILWELL VARCO INC COM 63707110 5013 85878 SH SHARED 16 85878 D NATIONAL OILWELL VARCO INC COM 63707110 20 357 SH SHARED 20 357 D NATIONAL OILWELL VARCO INC COM 63707110 9 171 SH SHARED 21 171 D NATIONAL PENN BANCSHARES INC COM 63713810 4 237 SH SHARED 237 D NATIONAL PENN BANCSHARES INC COM 63713810 45 2515 SH SHARED 01 2515 D NATIONAL PENN BANCSHARES INC COM 63713810 174 9579 SH SHARED 02 8364 1215 D NATIONAL PENN BANCSHARES INC COM 63713810 1280 70409 SH SHARED 10 70409 D NATIONAL PENN BANCSHARES INC COM 63713810 176 9710 SH SHR/OTHR 23 9710 D NATIONAL PRESTO INDS INC COM 63721510 125 2402 SH SHARED 2402 D NATIONAL PRESTO INDS INC COM 63721510 167 3200 SH SHARED 10 3200 D NATIONAL RESEARCH CORP COM 63737210 1 55 SH SHARED 55 D NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA 3587 3500000 PRN SHARED 02 3500000 D NATIONAL RETAIL PROPERTIES I COM 63741710 913 41411 SH SHARED 41411 D NATIONAL RETAIL PROPERTIES I COM 63741710 103 4700 SH SHARED 01 4700 D NATIONAL RETAIL PROPERTIES I COM 63741710 14 635 SH SHARED 02 635 D NATIONAL RETAIL PROPERTIES I COM 63741710 1680 76200 SH SHARED 10 76200 D NATIONAL RETAIL PROPERTIES I COM 63741710 13230 600000 SH SHARED 11 600000 D NATIONAL SEC GROUP INC COM 63754610 0 53 SH SHARED 53 D NATIONAL SEMICONDUCTOR CORP COM 63764010 4746 259095 SH SHARED 259095 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1327 72460 SH SHARED 01 56020 16440 D NATIONAL SEMICONDUCTOR CORP COM 63764010 225 12300 SH SHR/OTHR 01 12300 D NATIONAL SEMICONDUCTOR CORP COM 63764010 549 29996 SH SHARED 02 24071 5925 D NATIONAL SEMICONDUCTOR CORP COM 63764010 649 35440 SH SHARED 06 31400 4040 D NATIONAL SEMICONDUCTOR CORP COM 63764010 11622 634393 SH SHARED 10 634393 D NATIONAL SEMICONDUCTOR CORP COM 63764010 29 1600 SH SHARED 20 1600 D NATIONAL SEMICONDUCTOR CORP COM 63764010 20 1095 SH SHR/OTHR 21 1095 D NATIONAL SEMICONDUCTOR CORP COM 63764010 16 890 SH SHARED 22 890 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2 150 SH SHR/OTHR 23 150 D NATIONAL TECHNICAL SYS INC COM 63810410 0 167 SH SHARED 167 D NATIONAL WESTN LIFE INS CO CL A 63852210 1 9 SH SHARED 9 D NATIONAL WESTN LIFE INS CO CL A 63852210 216 1000 SH SHARED 10 1000 D NATIONAL WESTMINSTER BK PLC SPON ADR C 63853988 25 1000 SH SHARED 02 1000 D NATIONSHEALTH INC COM 63860C10 0 77 SH SHARED 77 D NATIONWIDE FINL SVCS INC CL A 63861210 8022 169681 SH SHARED 169681 D NATIONWIDE FINL SVCS INC CL A 63861210 3 75 SH SHARED 01 75 D NATIONWIDE FINL SVCS INC CL A 63861210 127 2701 SH SHARED 02 2611 90 D NATIONWIDE FINL SVCS INC CL A 63861210 70 1500 SH SHARED 10 1500 D NATIONWIDE HEALTH PPTYS INC COM 63862010 3564 105607 SH SHARED 105607 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1093 32400 SH SHARED 01 2300 30100 D NATIONWIDE HEALTH PPTYS INC COM 63862010 168 4990 SH SHARED 02 762 4228 D NATIONWIDE HEALTH PPTYS INC COM 63862010 9845 291725 SH SHARED 10 291725 D NATIONWIDE HEALTH PPTYS INC COM 63862010 213578 6328253 SH SHARED 11 3291015 3037238 D NATIONWIDE HEALTH PPTYS INC COM 63862010 102 3040 SH SHR/OTHR 23 3040 D NATIONWIDE HEALTH PPTYS INC PFD CV B 7.75% 63862030 15000 100000 SH SHARED 100000 D NATURAL ALTERNATIVES INTL IN COM NEW 63884230 1 118 SH SHARED 118 D NATURAL GAS SERVICES GROUP COM 63886Q10 31 1426 SH SHARED 1426 D NATURAL GAS SERVICES GROUP COM 63886Q10 76 3500 SH SHARED 02 3500 D NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P40 0 234 SH SHARED 234 D NAVIGATORS GROUP INC COM 63890410 194 3567 SH SHARED 3567 D NAVIGATORS GROUP INC COM 63890410 97 1800 SH SHARED 01 1800 D NAVIGATORS GROUP INC COM 63890410 133 2460 SH SHARED 02 2460 D NAVIGATORS GROUP INC COM 63890410 4885 89800 SH SHARED 10 89800 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 1719 60669 SH SHARED 60669 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 1205 42535 SH SHARED 02 42535 D NATURE VISION INC COM 63902E10 0 36 SH SHARED 36 D NATUZZI S P A ADR 63905A10 19 5269 SH SHARED 5269 D NATUS MEDICAL INC DEL COM 63905010 4 256 SH SHARED 256 D NATUS MEDICAL INC DEL COM 63905010 4 250 SH SHARED 01 250 D NATUS MEDICAL INC DEL COM 63905010 18 1006 SH SHARED 02 1006 D NAUGATUCK VY FINL CORP COM 63906710 361 37498 SH SHARED 37498 D NAUTILUS INC COM 63910B10 10 3291 SH SHARED 3291 D NAUTILUS INC COM 63910B10 132 40200 SH SHARED 02 40200 D NAVARRE CORP COM 63920810 1 940 SH SHARED 940 D NAVISITE INC COM NEW 63935M20 0 375 SH SHARED 375 D NAVISITE INC COM NEW 63935M20 8 4000 SH SHARED 02 4000 D NAVIGANT CONSULTING INC COM 63935N10 47 2514 SH SHARED 2514 D NAVIGANT CONSULTING INC COM 63935N10 286 15100 SH SHARED 01 15100 D NAVIGANT CONSULTING INC COM 63935N10 220 11640 SH SHARED 02 11640 D NAVIGANT CONSULTING INC COM 63935N10 166 8775 SH SHARED 10 8775 D NAVIGANT CONSULTING INC COM 63935N10 36 1916 SH SHARED 21 1916 D NAVTEQ CORP COM 63936L10 72031 1059292 SH SHARED 1059292 D NAVTEQ CORP COM 63936L10 508 7475 SH SHARED 01 7400 75 D NAVTEQ CORP COM 63936L10 897 13192 SH SHARED 02 13192 D NAVTEQ CORP COM 63936L10 78 1150 SH SHARED 06 150 1000 D NAVTEQ CORP COM 63936L10 489 7200 SH SHARED 10 7200 D NEENAH PAPER INC COM 64007910 48 1891 SH SHARED 1891 D NEENAH PAPER INC COM 64007910 43 1676 SH SHARED 01 639 1037 D NEENAH PAPER INC COM 64007910 118 4600 SH SHARED 10 4600 D NEENAH PAPER INC COM 64007910 9 363 SH SHARED 23 363 D NEENAH PAPER INC COM 64007910 7 288 SH SHR/OTHR 23 288 D NEKTAR THERAPEUTICS NOTE 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933 SH SHARED 933 D NESS TECHNOLOGIES INC COM 64104X10 24 2536 SH SHARED 21 2536 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 313 13888 SH SHARED 13888 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 119 5300 SH SHARED 01 5300 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 139 6180 SH SHARED 02 6180 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 233 10350 SH SHARED 04 10350 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 1089 48300 SH SHARED 10 48300 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 304 13500 SH SHARED 21 2500 11000 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 157 7000 SH SHR/OTHR 21 7000 D NESTOR INC COM NEW 64107450 0 365 SH SHARED 365 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 30 2856 SH SHARED 2856 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 28053 2651600 SH SHARED 10 597900 2053700 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 412 39000 SH SHARED 15 39000 D NETFLIX INC COM 64110L10 569 16444 SH SHARED 16444 D NETFLIX INC COM 64110L10 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SHARED 21 695 D NEWBRIDGE BANCORP COM 65080T10 3 419 SH SHARED 419 D NEWCASTLE INVT CORP COM 65105M10 8 1000 SH SHARED 1000 D NEWCASTLE INVT CORP COM 65105M10 11477 1389564 SH SHARED 1389564 D NEWCASTLE INVT CORP COM 65105M10 127 15400 SH SHARED 01 15400 D NEWCASTLE INVT CORP COM 65105M10 4 592 SH SHARED 02 292 300 D NEWCASTLE INVT CORP COM 65105M10 343 41600 SH SHARED 10 41600 D NEWELL RUBBERMAID INC COM 65122910 13666 597570 SH SHARED 597570 D NEWELL RUBBERMAID INC COM 65122910 765 33485 SH SHARED 01 33485 D NEWELL RUBBERMAID INC COM 65122910 1422 62197 SH SHARED 02 3590 58607 D NEWELL RUBBERMAID INC COM 65122910 5 250 SH SHARED 05 250 D NEWELL RUBBERMAID INC COM 65122910 616 26940 SH SHARED 06 24550 2390 D NEWELL RUBBERMAID INC COM 65122910 7168 313447 SH SHARED 10 313447 D NEWELL RUBBERMAID INC COM 65122910 571 25000 SH SHARED 14 25000 D NEWELL RUBBERMAID INC COM 65122910 9 425 SH SHARED 21 425 D NEWFIELD EXPL CO COM 65129010 903 17092 SH SHARED 17092 D NEWFIELD EXPL CO COM 65129010 3132 59275 SH SHARED 01 19475 39800 D NEWFIELD EXPL CO COM 65129010 963 18237 SH SHARED 02 5237 13000 D NEWFIELD EXPL CO COM 65129010 105 1990 SH SHARED 06 200 1790 D NEWFIELD EXPL CO COM 65129010 2014 38113 SH SHARED 10 38113 D NEWFIELD EXPL CO COM 65129010 2140 40500 SH SHARED 14 40500 D NEWFIELD EXPL CO COM 65129010 422 8000 SH SHARED 21 2000 6000 D NEWFIELD EXPL CO COM 65129010 221 4200 SH SHR/OTHR 21 4200 D NEWMARKET CORP COM 65158710 443 5880 SH SHARED 5880 D NEWMARKET CORP COM 65158710 204 2710 SH SHARED 01 2710 D NEWMARKET CORP COM 65158710 533 7071 SH SHARED 02 7071 D NEWMARKET CORP COM 65158710 1939 25700 SH SHARED 10 25700 D NEWMONT MINING CORP COM 65163910 9798 216300 SH SHARED 63300 153000 D NEWMONT MINING CORP COM 65163910 130880 2889187 SH SHARED 2889187 D NEWMONT MINING CORP COM 65163910 2405 53106 SH SHARED 01 46099 7007 D NEWMONT MINING CORP COM 65163910 4 100 SH SHR/OTHR 01 100 D NEWMONT MINING CORP COM 65163910 15100 333349 SH SHARED 02 312789 20560 D NEWMONT MINING CORP COM 65163910 5096 112500 SH SHARED 04 112500 D NEWMONT MINING CORP COM 65163910 10 230 SH SHARED 05 230 D NEWMONT MINING CORP COM 65163910 11297 249390 SH SHARED 06 244580 4810 D NEWMONT MINING CORP COM 65163910 22662 500282 SH SHARED 10 500282 D NEWMONT MINING CORP COM 65163910 390 8623 SH SHARED 14 8623 D NEWMONT MINING CORP COM 65163910 235 5200 SH SHARED 23 5200 D NEWMONT MINING CORP COM 65163910 275 6086 SH SHR/OTHR 23 6086 D NEWPARK RES INC COM PAR $.01NEW 65171850 5 1060 SH SHARED 02 1060 D NEWPORT BANCORP INC COM 65175410 1 116 SH SHARED 116 D NEWPORT CORP NOTE 2.500% 2/1 651824AB 9031 11000000 PRN SHARED 11000000 D NEWPORT CORP COM 65182410 628 56274 SH SHARED 56274 D NEWPORT CORP COM 65182410 28 2520 SH SHARED 02 2520 D NEWPORT CORP COM 65182410 176 15800 SH SHARED 10 15800 D NEWS CORP CL A 65248E10 103 5500 SH SHARED 5500 D NEWS CORP CL A 65248E10 106491 5679520 SH SHARED 5679520 D NEWS CORP CL A 65248E10 5559 296521 SH SHARED 01 296521 D NEWS CORP CL A 65248E10 1711 91255 SH SHARED 02 88155 3100 D NEWS CORP CL A 65248E10 5625 300000 SH SHARED 04 300000 D NEWS CORP CL A 65248E10 14 784 SH SHARED 05 784 D NEWS CORP CL A 65248E10 4217 224929 SH SHARED 06 207269 17660 D NEWS CORP CL A 65248E10 28054 1496248 SH SHARED 10 1454148 42100 D NEWS CORP CL A 65248E10 190 10147 SH SHARED 14 10147 D NEWS CORP CL A 65248E10 154 8224 SH SHARED 23 6 8218 D NEWS CORP CL A 65248E10 154 8255 SH SHR/OTHR 23 8255 D NEWS CORP CL B 65248E20 24144 1268097 SH SHARED 1268097 D NEWS CORP CL B 65248E20 47 2478 SH SHARED 01 2478 D NEWS CORP CL B 65248E20 655 34445 SH SHARED 02 34445 D NEWS CORP CL B 65248E20 2856 150000 SH SHARED 04 150000 D NEWS CORP CL B 65248E20 4 224 SH SHARED 05 224 D NEWS CORP CL B 65248E20 146 7680 SH SHARED 06 2100 5580 D NEWS CORP CL B 65248E20 1303 68476 SH SHARED 10 68476 D NEWS CORP CL B 65248E20 9 475 SH SHARED 20 475 D NEWS CORP CL B 65248E20 274 14400 SH SHR/OTHR 23 14400 D NEWSTAR FINANCIAL INC COM 65251F10 28 5427 SH SHARED 5427 D NEWTEK BUSINESS SVCS INC COM 65252610 0 706 SH SHARED 706 D NEXMED INC COM 65290310 2 2113 SH SHARED 2113 D NEXMED INC COM 65290310 77 57500 SH SHARED 02 57500 D NEXMED INC COM 65290310 301 224719 SH SHARED 23 224719 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 17183 18739008 PRN SHARED 02 18739008 D NEXITY FINL CORP COM NEW 65333R20 2 365 SH SHARED 365 D NEXEN INC COM 65334H10 17880 603880 SH SHARED 602280 1600 D NEXEN INC COM 65334H10 1032 34864 SH SHARED 01 34864 D NEXEN INC COM 65334H10 50 1716 SH SHARED 02 1716 D NEXEN INC COM 65334H10 163821 5532636 SH SHARED 04 5532636 D NEXEN INC COM 65334H10 5 200 SH SHARED 05 200 D NEXEN INC COM 65334H10 34413 1162234 SH SHARED 06 197694 964540 D NEXEN INC COM 65334H10 64428 2175907 SH SHARED 10 1592707 583200 D NEXEN INC COM 65334H10 1539 52000 SH SHARED 14 52000 D NEXEN INC COM 65334H10 387 13100 SH SHARED 15 13100 D NEXEN INC COM 65334H10 5551 187472 SH SHARED 16 187472 D NEXEN INC COM 65334H10 568 19200 SH SHARED 24 19200 D NEXCEN BRANDS INC COM 65335110 6 1948 SH SHARED 1948 D NEXCEN BRANDS INC COM 65335110 0 50 SH SHARED 01 50 D NEXCEN BRANDS INC COM 65335110 85 25000 SH SHARED 02 25000 D NEXCEN BRANDS INC COM 65335110 589 171900 SH SHARED 10 171900 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 22 3731 SH SHARED 3731 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 88 4000 SH SHARED 01 4000 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 645 29151 SH SHARED 02 29151 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 48 2180 SH SHARED 20 2180 D NEXTWAVE WIRELESS INC COM 65337Y10 937 185699 SH SHARED 185699 D NEXXUS LIGHTING INC COM 65338E10 0 123 SH SHARED 123 D NICE SYS LTD SPONSORED ADR 65365610 133 4728 SH SHARED 4728 D NICE SYS LTD SPONSORED ADR 65365610 82 2941 SH SHARED 02 2941 D NICE SYS LTD SPONSORED ADR 65365610 7156 253600 SH SHARED 10 253600 D NICHOLAS-APPLGT INTL & PRM S COM 65370C10 8 400 SH SHARED 400 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 0 1 SH SHARED 01 1 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 0 1 SH SHR/OTHR 20 1 D NICHOLAS APPLEGATE EQT CONV COM 65370K10 1849 91991 SH SHARED 91991 D NICHOLAS APPLEGATE EQT CONV COM 65370K10 47 2345 SH SHARED 02 2345 D NICHOLAS APPLEGATE GLBL EQ C COM 65370L10 20 1030 SH SHARED 02 1030 D NICOR INC COM 65408610 17721 528844 SH SHARED 528844 D NICOR INC COM 65408610 233 6974 SH SHARED 01 6774 200 D NICOR INC COM 65408610 33 1013 SH SHARED 02 1013 D NICOR INC COM 65408610 291 8700 SH SHARED 06 8700 D NICOR INC COM 65408610 1602 47821 SH SHARED 10 47821 D NIDEC CORP SPONSORED ADR 65409010 6 418 SH SHARED 418 D NIKE INC CL B 65410610 2839 41751 SH SHARED 27021 14730 D NIKE INC CL B 65410610 86856 1277297 SH SHARED 1273497 3800 D NIKE INC CL B 65410610 22048 324241 SH SHARED 01 236949 87292 D NIKE INC CL B 65410610 5336 78481 SH SHR/OTHR 01 78481 D NIKE INC CL B 65410610 9198 135276 SH SHARED 02 130466 4810 D NIKE INC CL B 65410610 859 12637 SH SHARED 04 12637 D NIKE INC CL B 65410610 2178 32030 SH SHARED 04 32030 D NIKE INC CL B 65410610 12 180 SH SHARED 05 180 D NIKE INC CL B 65410610 4721 69430 SH SHARED 06 40450 28980 D NIKE INC CL B 65410610 25746 378619 SH SHARED 10 376434 2185 D NIKE INC CL B 65410610 652 9596 SH SHARED 14 9596 D NIKE INC CL B 65410610 6754 99337 SH SHARED 19 99337 D NIKE INC CL B 65410610 3415 50228 SH SHARED 20 24188 125 25915 D NIKE INC CL B 65410610 1704 25070 SH SHR/OTHR 20 25070 D NIKE INC CL B 65410610 119 1750 SH SHARED 21 1750 D NIKE INC CL B 65410610 1449 21315 SH SHARED 22 13715 7600 D NIKE INC CL B 65410610 223 3280 SH SHR/OTHR 22 3280 D NIKE INC CL B 65410610 4051 59587 SH SHARED 23 56737 2850 D NIKE INC CL B 65410610 2099 30881 SH SHR/OTHR 23 30881 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 0 5 SH SHARED 5 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 4311 460659 SH SHARED 10 460659 D 99 CENTS ONLY STORES COM 65440K10 886 89679 SH SHARED 89679 D 99 CENTS ONLY STORES COM 65440K10 130 13200 SH SHARED 01 13200 D 99 CENTS ONLY STORES COM 65440K10 347 35140 SH SHARED 02 35140 D 99 CENTS ONLY STORES COM 65440K10 14 1515 SH SHARED 10 1515 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 3001 138424 SH SHARED 138424 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 175 8076 SH SHARED 02 8076 D NISOURCE INC COM 65473P10 15225 883130 SH SHARED 883130 D NISOURCE INC COM 65473P10 690 40037 SH SHARED 01 40037 D NISOURCE INC COM 65473P10 279 16186 SH SHARED 02 14961 1225 D NISOURCE INC COM 65473P10 481 27930 SH SHARED 06 25650 2280 D NISOURCE INC COM 65473P10 2116 122774 SH SHARED 10 122774 D NISOURCE INC COM 65473P10 166 9680 SH SHARED 14 9680 D NISOURCE INC COM 65473P10 17 1000 SH SHARED 20 1000 D NISOURCE INC COM 65473P10 4 270 SH SHARED 21 270 D NISOURCE INC COM 65473P10 34 2000 SH SHR/OTHR 23 2000 D NISSAN MOTORS SPONSORED ADR 65474440 2041 122373 SH SHARED 122373 D NISSAN MOTORS SPONSORED ADR 65474440 8 500 SH SHARED 01 500 D NISSAN MOTORS SPONSORED ADR 65474440 8 505 SH SHARED 02 505 D NITCHES INC COM 65476M10 0 90 SH SHARED 90 D NITROMED INC COM 65479850 0 835 SH SHARED 835 D NITROMED INC COM 65479850 0 474 SH SHARED 02 474 D NOAH ED HLDGS LTD ADR 65487R30 77 13993 SH SHARED 13993 D NOAH ED HLDGS LTD ADR 65487R30 12 2250 SH SHARED 02 2250 D NOVA BIOSOURCE FUELS INC COM 65488W10 1 692 SH SHARED 692 D NOVA BIOSOURCE FUELS INC COM 65488W10 12 8180 SH SHARED 02 8180 D NOBEL LEARNING CMNTYS INC COM 65488910 2 181 SH SHARED 181 D NOBILITY HOMES INC COM 65489210 0 40 SH SHARED 40 D NOKIA CORP SPONSORED ADR 65490220 14 450 SH SHARED 450 D NOKIA CORP SPONSORED ADR 65490220 33856 1063666 SH SHARED 1063666 D NOKIA CORP SPONSORED ADR 65490220 3306 103870 SH SHARED 01 25000 78870 D NOKIA CORP SPONSORED ADR 65490220 1129 35500 SH SHR/OTHR 01 35500 D NOKIA CORP SPONSORED ADR 65490220 760 23877 SH SHARED 02 23877 D NOKIA CORP SPONSORED ADR 65490220 1496 47000 SH SHARED 06 47000 D NOKIA CORP SPONSORED ADR 65490220 25906 813888 SH SHARED 10 813888 D NOKIA CORP SPONSORED ADR 65490220 1489 46800 SH SHARED 14 46800 D NOKIA CORP SPONSORED ADR 65490220 5181 162783 SH SHARED 20 38165 124618 D NOKIA CORP SPONSORED ADR 65490220 1513 47550 SH SHR/OTHR 20 47550 D NOKIA CORP SPONSORED ADR 65490220 714 22435 SH SHARED 21 22435 D NOKIA CORP SPONSORED ADR 65490220 31 1000 SH SHR/OTHR 21 1000 D NOKIA CORP SPONSORED ADR 65490220 577 18150 SH SHARED 22 11950 6200 D NOKIA CORP SPONSORED ADR 65490220 694 21805 SH SHR/OTHR 22 21805 D NOKIA CORP SPONSORED ADR 65490220 2428 76286 SH SHARED 23 67186 9100 D NOKIA CORP SPONSORED ADR 65490220 2613 82110 SH SHR/OTHR 23 82110 D NOBLE ENERGY INC COM 65504410 12473 171340 SH SHARED 171340 D NOBLE ENERGY INC COM 65504410 3833 52662 SH SHARED 01 49662 3000 D NOBLE ENERGY INC COM 65504410 479 6583 SH SHARED 02 5141 1442 D NOBLE ENERGY INC COM 65504410 1456 20000 SH SHARED 04 20000 D NOBLE ENERGY INC COM 65504410 9 130 SH SHARED 05 130 D NOBLE ENERGY INC COM 65504410 44323 608839 SH SHARED 06 19650 589189 D NOBLE ENERGY INC COM 65504410 10916 149950 SH SHARED 10 149950 D NOBLE ENERGY INC COM 65504410 812 11163 SH SHARED 14 11163 D NOBLE ENERGY INC COM 65504410 6 90 SH SHARED 20 90 D NOBLE ENERGY INC COM 65504410 4 65 SH SHR/OTHR 20 65 D NOBLE ENERGY INC COM 65504410 91 1250 SH SHARED 21 1250 D NOBLE INTL LTD COM 65505310 0 7 SH SHARED 7 D NOBLE INTL LTD COM 65505310 2 325 SH SHARED 01 325 D NOMURA HLDGS INC SPONSORED ADR 65535H20 16 1078 SH SHARED 1078 D NORDSON CORP COM 65566310 8 156 SH SHARED 156 D NORDSON CORP COM 65566310 554 10300 SH SHARED 01 10300 D NORDSON CORP COM 65566310 118 2200 SH SHARED 02 2200 D NORDSON CORP COM 65566310 324 6035 SH SHARED 10 6035 D NORDSON CORP COM 65566310 1190 22100 SH SHARED 14 22100 D NORDSON CORP COM 65566310 38 719 SH SHARED 21 719 D NORDSTROM INC COM 65566410 7914 242781 SH SHARED 242781 D NORDSTROM INC COM 65566410 997 30599 SH SHARED 01 30599 D NORDSTROM INC COM 65566410 2795 85748 SH SHARED 02 82748 3000 D NORDSTROM INC COM 65566410 1290 39600 SH SHARED 06 37800 1800 D NORDSTROM INC COM 65566410 7542 231370 SH SHARED 10 231370 D NORDSTROM INC COM 65566410 251 7700 SH SHARED 14 7700 D NORDSTROM INC COM 65566410 10 329 SH SHARED 20 329 D NORFOLK SOUTHERN CORP COM 65584410 90605 1668002 SH SHARED 1668002 D NORFOLK SOUTHERN CORP COM 65584410 3256 59949 SH SHARED 01 55219 4730 D NORFOLK SOUTHERN CORP COM 65584410 495 9125 SH SHR/OTHR 01 9125 D NORFOLK SOUTHERN CORP COM 65584410 15057 277193 SH SHARED 02 257223 19970 D NORFOLK SOUTHERN CORP COM 65584410 2716 50000 SH SHARED 04 50000 D NORFOLK SOUTHERN CORP COM 65584410 10 190 SH SHARED 05 190 D NORFOLK SOUTHERN CORP COM 65584410 2522 46440 SH SHARED 06 42550 3890 D NORFOLK SOUTHERN CORP COM 65584410 16998 312928 SH SHARED 10 264328 48600 D NORFOLK SOUTHERN CORP COM 65584410 62 1153 SH SHARED 14 1153 D NORFOLK SOUTHERN CORP COM 65584410 24 450 SH SHARED 20 450 D NORFOLK SOUTHERN CORP COM 65584410 54 1000 SH SHR/OTHR 20 1000 D NORFOLK SOUTHERN CORP COM 65584410 19 350 SH SHARED 21 350 D NORFOLK SOUTHERN CORP COM 65584410 3171 58377 SH SHARED 23 54077 4300 D NORFOLK SOUTHERN CORP COM 65584410 1482 27296 SH SHR/OTHR 23 27296 D NORTECH SYS INC COM 65655310 0 35 SH SHARED 35 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 7 453 SH SHARED 453 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 394 22400 SH SHARED 04 22400 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 2889 3000000 PRN SHARED 3000000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 4637 4816000 PRN SHARED 02 4816000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 0 10 PRN SHARED 10 10 D NORTEL NETWORKS CORP NEW NOTE 2.125% 4/1 656568AE 1552 2500000 PRN SHARED 2500000 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 40 SH SHARED 40 D NORTEL NETWORKS CORP NEW COM NEW 65656850 1697 253760 SH SHARED 253760 D NORTEL NETWORKS CORP NEW COM NEW 65656850 6 1029 SH SHARED 01 1029 D NORTEL NETWORKS CORP NEW COM NEW 65656850 56 8450 SH SHARED 02 8350 100 D NORTEL NETWORKS CORP NEW COM NEW 65656850 2 300 SH SHARED 05 300 D NORTEL NETWORKS CORP NEW COM NEW 65656850 21 3154 SH SHARED 06 1304 1850 D NORTEL NETWORKS CORP NEW COM NEW 65656850 124 18600 SH SHARED 10 18600 D NORTEL NETWORKS CORP NEW COM NEW 65656850 57 8622 SH SHARED 14 8622 D NORTEL NETWORKS CORP NEW COM NEW 65656850 16 2500 SH SHARED 20 2500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 120 SH SHR/OTHR 23 120 D NORTH AMERN ENERGY PARTNERS COM 65684410 104 6806 SH SHARED 6806 D NORTH AMERN GALVANZNG & CTNG COM 65686Y10 8 1612 SH SHARED 1612 D NORTH AMERN GALVANZNG & CTNG COM 65686Y10 8 1495 SH SHARED 02 1495 D NORTH AMERN PALLADIUM LTD COM 65691210 36 6709 SH SHARED 6709 D NORTH AMERN PALLADIUM LTD COM 65691210 1 300 SH SHARED 02 300 D NORTH AMERN SCIENTIFIC INC COM 65715D10 0 584 SH SHARED 584 D NORTH CENT BANCSHARES INC COM 65841810 0 31 SH SHARED 31 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 284 8600 SH SHARED 01 8600 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 165 5000 SH SHARED 02 5000 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 56 1700 SH SHARED 23 1700 D NORTH POINTE HLDGS CORP COM 66169610 2 163 SH SHARED 163 D NORTH VALLEY BANCORP COM 66304M10 11 986 SH SHARED 986 D NORTHEAST BANCORP COM 66390410 0 57 SH SHARED 57 D NORTHEAST CMNTY BANCORP INC COM 66411210 288 24354 SH SHARED 24354 D NORTHEAST UTILS COM 66439710 7895 321741 SH SHARED 321741 D NORTHEAST UTILS COM 66439710 1489 60700 SH SHARED 01 13000 47700 D NORTHEAST UTILS COM 66439710 24 1000 SH SHR/OTHR 01 1000 D NORTHEAST UTILS COM 66439710 628 25608 SH SHARED 02 25608 D NORTHEAST UTILS COM 66439710 855 34848 SH SHARED 10 34848 D NORTHEAST UTILS COM 66439710 14 600 SH SHARED 23 600 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 84 9275 SH SHARED 9275 D NORTHERN STS FINL CORP COM 66575110 1 70 SH SHARED 70 D NORTHERN TECH INTL CORP COM 66580910 0 71 SH SHARED 71 D NORTHERN TR CORP COM 66585910 128 1940 SH SHARED 1940 D NORTHERN TR CORP COM 66585910 22819 343307 SH SHARED 336007 7300 D NORTHERN TR CORP COM 66585910 2603 39163 SH SHARED 01 30363 8800 D NORTHERN TR CORP COM 66585910 1835 27618 SH SHARED 02 20532 7086 D NORTHERN TR CORP COM 66585910 1350 20310 SH SHARED 06 18150 2160 D NORTHERN TR CORP COM 66585910 54450 819168 SH SHARED 10 819168 D NORTHERN TR CORP COM 66585910 743 11180 SH SHARED 14 11180 D NORTHERN TR CORP COM 66585910 1343 20212 SH SHARED 20 212 20000 D NORTHERN TR CORP COM 66585910 465 7000 SH SHR/OTHR 20 7000 D NORTHERN TR CORP COM 66585910 10 155 SH SHARED 21 155 D NORTHERN TR CORP COM 66585910 704 10596 SH SHR/OTHR 23 10596 D NORTHFIELD BANCORP INC NEW COM 66611L10 190 18547 SH SHARED 18547 D NORTHFIELD LABS INC COM 66613510 0 656 SH SHARED 656 D NORTHGATE MINERALS CORP COM 66641610 2201 690000 SH SHARED 690000 D NORTHGATE MINERALS CORP COM 66641610 734 230375 SH SHARED 230375 D NORTHGATE MINERALS CORP COM 66641610 1595 500000 SH SHARED 04 500000 D NORTHRIM BANCORP INC COM 66676210 2 158 SH SHARED 158 D NORTHROP GRUMMAN CORP COM 66680710 30133 387266 SH SHARED 369366 17900 D NORTHROP GRUMMAN CORP COM 66680710 6158 79142 SH SHARED 01 79142 D NORTHROP GRUMMAN CORP COM 66680710 792 10190 SH SHARED 02 7713 2477 D NORTHROP GRUMMAN CORP COM 66680710 5680 73000 SH SHARED 04 73000 D NORTHROP GRUMMAN CORP COM 66680710 13 170 SH SHARED 05 170 D NORTHROP GRUMMAN CORP COM 66680710 12236 157257 SH SHARED 06 55967 101290 D NORTHROP GRUMMAN CORP COM 66680710 173083 2224436 SH SHARED 10 2159936 64500 D NORTHROP GRUMMAN CORP COM 66680710 1183 15205 SH SHARED 14 15205 D NORTHROP GRUMMAN CORP COM 66680710 6674 85775 SH SHARED 16 85775 D NORTHROP GRUMMAN CORP COM 66680710 12 157 SH SHARED 20 157 D NORTHROP GRUMMAN CORP COM 66680710 10 132 SH SHARED 21 132 D NORTHROP GRUMMAN CORP COM 66680710 672 8648 SH SHR/OTHR 23 8648 D NORTHSTAR RLTY FIN CORP COM 66704R10 60 7440 SH SHARED 7440 D NORTHSTAR RLTY FIN CORP COM 66704R10 405 49600 SH SHARED 02 49600 D NORTHSTAR RLTY FIN CORP COM 66704R10 259 31800 SH SHARED 10 31800 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 11 7137 SH SHARED 01 1205 5932 D NORTHWEST AIRLS CORP COM 66728040 64471 7171467 SH SHARED 7171467 D NORTHWEST AIRLS CORP COM 66728040 20 2270 SH SHARED 01 2270 D NORTHWEST AIRLS CORP COM 66728040 23 2566 SH SHARED 02 2566 D NORTHWEST AIRLS CORP COM 66728040 4718 524900 SH SHARED 10 496800 28100 D NORTHWEST AIRLS CORP COM 66728040 712 79200 SH SHARED 14 79200 D NORTHWEST BANCORP INC PA COM 66732810 5441 199086 SH SHARED 199086 D NORTHWEST BANCORP INC PA COM 66732810 297 10900 SH SHARED 01 10900 D NORTHWEST BANCORP INC PA COM 66732810 1 52 SH SHARED 02 52 D NORTHWEST BANCORP INC PA COM 66732810 1437 52600 SH SHARED 10 52600 D NORTHWEST NAT GAS CO COM 66765510 318 7343 SH SHARED 7343 D NORTHWEST NAT GAS CO COM 66765510 29 675 SH SHARED 01 675 D NORTHWEST NAT GAS CO COM 66765510 9 210 SH SHARED 02 210 D NORTHWEST NAT GAS CO COM 66765510 569 13100 SH SHARED 10 13100 D NORTHWEST PIPE CO COM 66774610 81 1908 SH SHARED 1908 D NORTHWEST PIPE CO COM 66774610 4249 100000 SH SHARED 04 100000 D NORTHWEST PIPE CO COM 66774610 8789 206850 SH SHARED 10 206850 D NORTHWESTERN CORP COM NEW 66807430 1802 73981 SH SHARED 73981 D NORTHWESTERN CORP COM NEW 66807430 280 11527 SH SHARED 02 11527 D NORTHWESTERN CORP COM NEW 66807430 884 36300 SH SHARED 10 36300 D NORWOOD FINANCIAL CORP COM 66954910 1 67 SH SHARED 67 D NOVA CHEMICALS CORP COM 66977W10 974 40875 SH SHARED 40875 D NOVA CHEMICALS CORP COM 66977W10 2 100 SH SHARED 01 100 D NOVA CHEMICALS CORP COM 66977W10 1142 47900 SH SHARED 02 47500 400 D NOVA CHEMICALS CORP COM 66977W10 679 28492 SH SHARED 06 26992 1500 D NOVA CHEMICALS CORP COM 66977W10 140 5900 SH SHARED 10 5900 D NOVA CHEMICALS CORP COM 66977W10 7 300 SH SHARED 14 300 D NOVA CHEMICALS CORP COM 66977W10 1 66 SH SHR/OTHR 23 66 D NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA 10507 13300000 PRN SHARED 02 13300000 D NOVAMED INC DEL COM 66986W10 51 13459 SH SHARED 13459 D NOVAMED INC DEL COM 66986W10 29 7833 SH SHARED 02 7833 D NOVADEL PHARMA INC COM 66986X10 0 1384 SH SHARED 1384 D NOVACEA INC COM 66987B10 0 58 SH SHARED 58 D NOVACEA INC COM 66987B10 595 220478 SH SHARED 04 220478 D NOVACEA INC COM 66987B10 6 2400 SH SHARED 14 2400 D NOVAGOLD RES INC COM NEW 66987E20 50 6500 SH SHARED 6500 D NOVAGOLD RES INC COM NEW 66987E20 1078 139941 SH SHARED 02 139941 D NOVATEL WIRELESS INC COM NEW 66987M60 154 15976 SH SHARED 15976 D NOVATEL WIRELESS INC COM NEW 66987M60 52 5400 SH SHARED 01 5400 D NOVATEL WIRELESS INC COM NEW 66987M60 3576 369471 SH SHARED 02 369471 D NOVATEL WIRELESS INC COM NEW 66987M60 877 90600 SH SHARED 10 90600 D NOVABAY PHARMACEUTICALS INC COM 66987P10 0 130 SH SHARED 130 D NOVARTIS A G SPONSORED ADR 66987V10 9666 188694 SH SHARED 188694 D NOVARTIS A G SPONSORED ADR 66987V10 1675 32700 SH SHARED 01 32500 200 D NOVARTIS A G SPONSORED ADR 66987V10 84 1645 SH SHARED 02 1645 D NOVARTIS A G SPONSORED ADR 66987V10 2745 53600 SH SHARED 10 53600 D NOVARTIS A G SPONSORED ADR 66987V10 23 450 SH SHARED 20 450 D NOVARTIS A G SPONSORED ADR 66987V10 332 6500 SH SHR/OTHR 23 6500 D NU HORIZONS ELECTRS CORP COM 66990810 9452 1505211 SH SHARED 1505211 D NOVAVAX INC COM 67000210 1294 486590 SH SHARED 486590 D NOVAVAX INC COM 67000210 5 2000 SH SHARED 01 2000 D NOVAVAX INC COM 67000210 2 1086 SH SHARED 02 586 500 D NOVELL INC DBCV 0.500% 7/1 670006AC 8460 9000000 PRN SHARED 9000000 D NOVELL INC COM 67000610 3380 537416 SH SHARED 533416 4000 D NOVELL INC COM 67000610 467 74346 SH SHARED 02 47831 26515 D NOVELL INC COM 67000610 345 55000 SH SHARED 06 55000 D NOVELL INC COM 67000610 885 140818 SH SHARED 10 140818 D NOVELLUS SYS INC COM 67000810 77 3700 SH SHARED 3700 D NOVELLUS SYS INC COM 67000810 6784 322298 SH SHARED 322298 D NOVELLUS SYS INC COM 67000810 517 24600 SH SHARED 01 24200 400 D NOVELLUS SYS INC COM 67000810 2574 122294 SH SHARED 02 97763 24531 D NOVELLUS SYS INC COM 67000810 560 26630 SH SHARED 06 25950 680 D NOVELLUS SYS INC COM 67000810 13204 627280 SH SHARED 10 627280 D NOVELLUS SYS INC COM 67000810 12 600 SH SHARED 20 600 D NOVELLUS SYS INC COM 67000810 9 450 SH SHR/OTHR 23 450 D NOVEN PHARMACEUTICALS INC COM 67000910 46 5231 SH SHARED 5231 D NOVEN PHARMACEUTICALS INC COM 67000910 678 75583 SH SHARED 02 4868 70715 D NOVEN PHARMACEUTICALS INC COM 67000910 123 13800 SH SHARED 10 13800 D NOVO-NORDISK A S ADR 67010020 65 948 SH SHARED 948 D NOVO-NORDISK A S ADR 67010020 13 200 SH SHARED 01 200 D NOVO-NORDISK A S ADR 67010020 27 400 SH SHARED 02 400 D NU SKIN ENTERPRISES INC CL A 67018T10 344 19097 SH SHARED 19097 D NU SKIN ENTERPRISES INC CL A 67018T10 106 5900 SH SHARED 01 5900 D NU SKIN ENTERPRISES INC CL A 67018T10 124 6914 SH SHARED 02 6914 D NU SKIN ENTERPRISES INC CL A 67018T10 373 20746 SH SHARED 10 20746 D NSTAR COM 67019E10 501 16486 SH SHARED 16486 D NSTAR COM 67019E10 952 31300 SH SHARED 01 31300 D NSTAR COM 67019E10 112 3712 SH SHARED 02 2872 840 D NSTAR COM 67019E10 202 6669 SH SHARED 10 6669 D NSTAR COM 67019E10 63 2100 SH SHARED 23 2100 D NSTAR COM 67019E10 44 1476 SH SHR/OTHR 23 1476 D NTELOS HLDGS CORP COM 67020Q10 155 6438 SH SHARED 6438 D NTELOS HLDGS CORP COM 67020Q10 823 34022 SH SHARED 01 34022 D NTELOS HLDGS CORP COM 67020Q10 856 35413 SH SHR/OTHR 01 35413 D NTELOS HLDGS CORP COM 67020Q10 29 1216 SH SHARED 02 1216 D NTELOS HLDGS CORP COM 67020Q10 55 2287 SH SHARED 10 2287 D NUANCE COMMUNICATIONS INC COM 67020Y10 123 7092 SH SHARED 7092 D NUANCE COMMUNICATIONS INC COM 67020Y10 87 5020 SH SHARED 01 5020 D NUANCE COMMUNICATIONS INC COM 67020Y10 168 9694 SH SHARED 02 6520 3174 D NUANCE COMMUNICATIONS INC COM 67020Y10 452 26000 SH SHARED 04 26000 D NUANCE COMMUNICATIONS INC COM 67020Y10 4504 258718 SH SHARED 10 258718 D NUANCE COMMUNICATIONS INC COM 67020Y10 470 27000 SH SHARED 21 8000 19000 D NUANCE COMMUNICATIONS INC COM 67020Y10 243 14000 SH SHR/OTHR 21 14000 D NUANCE COMMUNICATIONS INC COM 67020Y10 26 1500 SH SHR/OTHR 23 1500 D NUCOR CORP COM 67034610 144925 2139434 SH SHARED 2139434 D NUCOR CORP COM 67034610 4392 64841 SH SHARED 01 64841 D NUCOR CORP COM 67034610 8577 126618 SH SHARED 02 120331 6287 D NUCOR CORP COM 67034610 0 1 SH SHARED 04 1 D NUCOR CORP COM 67034610 9 140 SH SHARED 05 140 D NUCOR CORP COM 67034610 2318 34222 SH SHARED 06 30872 3350 D NUCOR CORP COM 67034610 30774 454304 SH SHARED 10 407135 47169 D NUCOR CORP COM 67034610 433 6400 SH SHARED 14 6400 D NUCOR CORP COM 67034610 284 4200 SH SHR/OTHR 22 4200 D NUCOR CORP COM 67034610 101 1500 SH SHR/OTHR 23 1500 D NUCOR CORP COM 67034610 600 8867 SH SHARED 24 8867 D NUMEREX CORP PA CL A 67053A10 2 300 SH SHARED 300 D NUSTAR ENERGY LP UNIT COM 67058H10 6370 131507 SH SHARED 131507 D NUSTAR ENERGY LP UNIT COM 67058H10 999 20628 SH SHARED 02 20628 D NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L10 76792 3034076 SH SHARED 3034076 D NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L10 1845 72897 SH SHARED 02 72897 D NUVEEN INSD PREM INCOME MUN COM 6706D810 3069 262793 SH SHARED 262793 D NUVEEN GBL VL OPPORTUNITIES COM 6706EH10 256 14175 SH SHARED 02 14175 D NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM10 1412 92229 SH SHARED 92229 D NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM10 216 14142 SH SHARED 02 14142 D NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN10 9022 881943 SH SHARED 881943 D NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN10 20 2000 SH SHARED 02 2000 D NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 630 48802 SH SHARED 48802 D NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 14 1114 SH SHARED 23 1114 D NUVEEN EQUITY PREM INCOME FD COM 6706ER10 354 23400 SH SHARED 23400 D NUVEEN EQUITY PREM INCOME FD COM 6706ER10 243 16076 SH SHARED 02 16076 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 508 33405 SH SHARED 33405 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 267 17566 SH SHARED 02 17566 D NUVEEN TAX ADV FLTG RATE FUN COM 6706EV10 1986 214300 SH SHARED 214300 D NUVEEN TAX ADV FLTG RATE FUN COM 6706EV10 507 54700 SH SHARED 02 54700 D NUVEEN EQUITY PREM & GROWTH COM 6706EW10 3 200 SH SHARED 200 D NUVEEN EQUITY PREM & GROWTH COM 6706EW10 48 3000 SH SHARED 02 3000 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 1732 152918 SH SHARED 152918 D NUTRACEUTICAL INTL CORP COM 67060Y10 8 690 SH SHARED 690 D NUVEEN PA PREM INCOME MUN FD COM 67061F10 1548 128600 SH SHARED 128600 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 24 1800 SH SHARED 1800 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 7251 542397 SH SHARED 542397 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 46 3350 SH SHARED 22 3350 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 2984 230100 SH SHARED 230100 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 472 36100 SH SHARED 36100 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 157 12000 SH SHARED 01 12000 D NUVEEN INS FL TX FR ADV MUN COM 67065510 41 3333 SH SHARED 02 3333 D NVIDIA CORP COM 67066G10 42470 2146079 SH SHARED 2130479 15600 D NVIDIA CORP COM 67066G10 6853 346328 SH SHARED 01 262284 84044 D NVIDIA CORP COM 67066G10 1029 52032 SH SHR/OTHR 01 52032 D NVIDIA CORP COM 67066G10 2391 120843 SH SHARED 02 118343 2500 D NVIDIA CORP COM 67066G10 12863 650000 SH SHARED 04 650000 D NVIDIA CORP COM 67066G10 2 120 SH SHARED 05 120 D NVIDIA CORP COM 67066G10 2013 101721 SH SHARED 06 97521 4200 D NVIDIA CORP COM 67066G10 50771 2565503 SH SHARED 10 2546903 18600 D NVIDIA CORP COM 67066G10 527 26676 SH SHARED 14 26676 D NVIDIA CORP COM 67066G10 110 5600 SH SHARED 20 3191 2409 D NVIDIA CORP COM 67066G10 3 175 SH SHR/OTHR 20 175 D NVIDIA CORP COM 67066G10 37 1874 SH SHARED 21 1874 D NVIDIA CORP COM 67066G10 590 29846 SH SHARED 22 26306 3540 D NVIDIA CORP COM 67066G10 40 2062 SH SHR/OTHR 22 2062 D NVIDIA CORP COM 67066G10 676 34205 SH SHARED 23 29255 4950 D NVIDIA CORP COM 67066G10 570 28843 SH SHR/OTHR 23 28843 D NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 56 4276 SH SHARED 02 4276 D NUVEEN CA DIVIDEND ADV MUN F COM SHS 67066Y10 783 58700 SH SHARED 58700 D NUVEEN SR INCOME FD COM 67067Y10 507 80637 SH SHARED 80637 D NUTRI SYS INC NEW COM 67069D10 779 51745 SH SHARED 51745 D NUTRI SYS INC NEW COM 67069D10 15 1000 SH SHARED 01 1000 D NUTRI SYS INC NEW COM 67069D10 77 5137 SH SHARED 02 5137 D NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N10 21 1500 SH SHARED 02 1500 D NUTRITION 21 INC COM 67069V10 0 1307 SH SHARED 1307 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 2945 222800 SH SHARED 222800 D NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y10 141 11000 SH SHARED 02 11000 D NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 106 7900 SH SHARED 7900 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 409 31563 SH SHARED 31563 D NUVASIVE INC COM 67070410 138 4000 SH SHARED 01 4000 D NUVASIVE INC COM 67070410 2990 86650 SH SHARED 04 86650 D NUVASIVE INC COM 67070410 2060 59700 SH SHARED 10 59700 D NUVASIVE INC COM 67070410 69 2000 SH SHARED 14 2000 D NUVEEN REAL ESTATE INCOME FD COM 67071B10 82 5285 SH SHARED 02 5285 D NUVEEN N C DIV ADV FD 2 COM 67071D10 52 3900 SH SHARED 02 3900 D NUVEEN INSD DIVID ADVANTAGE COM 67071L10 1376 103501 SH SHARED 103501 D NUVEEN INSD CALIF DIVID COM 67071M10 343 25300 SH SHARED 25300 D NUVEEN QUALITY PFD INCOME FD COM 67071S10 106 10400 SH SHARED 02 10400 D NUVEEN CT DIV ADV MUN FD 3 COM 67071Y10 130 10000 SH SHARED 01 10000 D NYER MED GROUP INC COM 67071110 0 79 SH SHARED 79 D NYFIX INC COM 67071210 2 502 SH SHARED 02 502 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 76 7000 SH SHARED 01 7000 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 43 4000 SH SHARED 02 4000 D NUVEEN NC DIV ADV MUN FD 3 COM 67072D10 43 3250 SH SHARED 02 3250 D NUVELO INC COM NEW 67072M30 0 1380 SH SHARED 1380 D NUVELO INC COM NEW 67072M30 0 476 SH SHARED 02 476 D NUVEEN FLOATING RATE INCOME COM 67072T10 13342 1297932 SH SHARED 1297932 D NXSTAGE MEDICAL INC COM 67072V10 0 86 SH SHARED 86 D NXSTAGE MEDICAL INC COM 67072V10 17 4000 SH SHARED 02 4000 D NXSTAGE MEDICAL INC COM 67072V10 2728 631500 SH SHARED 10 631500 D NUVEEN QUALITY PFD INC FD 3 COM 67072W10 9 965 SH SHARED 02 965 D NUVEEN MULTI STRAT INC & GR COM 67073B10 7534 740850 SH SHARED 740850 D NUVEEN MULTI STRAT INC & GR COM 67073B10 20 2000 SH SHARED 02 2000 D NUVEEN MULTI STRAT INC GR FD COM SHS 67073D10 15076 1480969 SH SHARED 1480969 D NUVEEN MULTI STRAT INC GR FD COM SHS 67073D10 142 14000 SH SHARED 02 14000 D NUVEEN TAX ADVANTAGED DIV GR COM 67073G10 6 400 SH SHARED 400 D NYMOX PHARMACEUTICAL CORP COM 67076P10 0 4 SH SHARED 4 D O CHARLEYS INC COM 67082310 168 14591 SH SHARED 14591 D OGE ENERGY CORP COM 67083710 5028 161322 SH SHARED 161322 D OGE ENERGY CORP COM 67083710 1131 36300 SH SHARED 01 36300 D OGE ENERGY CORP COM 67083710 783 25126 SH SHARED 02 22676 2450 D OGE ENERGY CORP COM 67083710 190 6100 SH SHARED 10 6100 D O I CORP COM 67084110 0 54 SH SHARED 54 D OM GROUP INC COM 67087210 53130 974149 SH SHARED 974149 D OM GROUP INC COM 67087210 976 17900 SH SHARED 01 16850 1050 D OM GROUP INC COM 67087210 440 8083 SH SHARED 02 8083 D OM GROUP INC COM 67087210 15036 275700 SH SHARED 10 275700 D NUVEEN MULT CURR ST GV INCM COM 67090N10 1856 108899 SH SHARED 108899 D NUVEEN FLA INVT QUALITY MUN COM 67097010 1968 159500 SH SHARED 159500 D NUVEEN NJ INVT QUALITY MUN F COM 67097110 2112 163113 SH SHARED 163113 D NUVEEN PA INVT QUALITY MUN F COM 67097210 1317 102900 SH SHARED 102900 D NUVEEN SELECT QUALITY MUN FD COM 67097310 20 1500 SH SHARED 02 1500 D NUVEEN CA SELECT QUALITY MUN COM 67097510 546 41600 SH SHARED 41600 D NUVEEN NY SELECT QUALITY MUN COM 67097610 1896 147038 SH SHARED 147038 D NUVEEN NY SELECT QUALITY MUN COM 67097610 90 7000 SH SHR/OTHR 23 7000 D NUVEEN FLA QUALITY INCOME MU COM 67097810 1508 120101 SH SHARED 120101 D NUVEEN MICH QUALITY INCOME M COM 67097910 915 71101 SH SHARED 71101 D NUVEEN OHIO QUALITY INCOME M COM 67098010 206 14700 SH SHARED 14700 D NUVEEN NY QUALITY INCM MUN F COM 67098610 2518 197864 SH SHARED 197864 D NUVEEN NY QUALITY INCM MUN F COM 67098610 108 8500 SH SHARED 22 8500 D NUVEEN NY QUALITY INCM MUN F COM 67098610 91 7200 SH SHR/OTHR 23 7200 D NUVEEN PREMIER INSD MUN INCO COM 67098710 1605 123100 SH SHARED 123100 D NUVEEN PREMIER MUN INCOME FD COM 67098810 1242 98650 SH SHARED 98650 D NUVEEN INSD FLA PREM INCOME COM 67101V10 1651 127000 SH SHARED 127000 D OSG AMER L P COM UNIT LPI 67102810 3097 225296 SH SHARED 225296 D OSI PHARMACEUTICALS INC NOTE 3.250% 9/0 671040AD 3974 3866000 PRN SHARED 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GEOSPACE CORP COM 67107410 414 9134 SH SHARED 10 9134 D OBAGI MEDICAL PRODUCTS INC COM 67423R10 91 10486 SH SHARED 10486 D OBAGI MEDICAL PRODUCTS INC COM 67423R10 2 300 SH SHARED 01 300 D OBAGI MEDICAL PRODUCTS INC COM 67423R10 1 208 SH SHARED 02 208 D OBAGI MEDICAL PRODUCTS INC COM 67423R10 59 6800 SH SHARED 10 6800 D OCCAM NETWORKS INC COM NEW 67457P30 1 251 SH SHARED 251 D OCCIDENTAL PETE CORP DEL COM 67459910 1279 17487 SH SHARED 15437 2050 D OCCIDENTAL PETE CORP DEL COM 67459910 132260 1807572 SH SHARED 1807572 D OCCIDENTAL PETE CORP DEL COM 67459910 22036 301175 SH SHARED 01 239644 61531 D OCCIDENTAL PETE CORP DEL COM 67459910 2745 37528 SH SHR/OTHR 01 37528 D OCCIDENTAL PETE CORP DEL COM 67459910 2652 36245 SH SHARED 02 26232 10013 D OCCIDENTAL PETE CORP DEL COM 67459910 532 7274 SH SHARED 04 7274 D OCCIDENTAL PETE CORP DEL COM 67459910 3036 41500 SH SHARED 04 41500 D OCCIDENTAL PETE CORP DEL COM 67459910 2194 29990 SH SHARED 05 29990 D OCCIDENTAL PETE CORP DEL COM 67459910 35040 478898 SH SHARED 06 87722 391176 D OCCIDENTAL PETE CORP DEL COM 67459910 217447 2971816 SH SHARED 10 2883486 88330 D OCCIDENTAL PETE CORP DEL COM 67459910 3692 50470 SH SHARED 14 50470 D OCCIDENTAL PETE CORP DEL COM 67459910 2341 32000 SH SHARED 16 32000 D OCCIDENTAL PETE CORP DEL COM 67459910 4012 54836 SH SHARED 19 54836 D OCCIDENTAL PETE CORP DEL COM 67459910 2133 29154 SH SHARED 20 25419 100 3635 D OCCIDENTAL PETE CORP DEL COM 67459910 280 3835 SH SHR/OTHR 20 3835 D OCCIDENTAL PETE CORP DEL COM 67459910 603 8253 SH SHARED 21 1100 7153 D OCCIDENTAL PETE CORP DEL COM 67459910 18 250 SH SHR/OTHR 21 250 D OCCIDENTAL PETE CORP DEL COM 67459910 594 8121 SH SHARED 22 6402 1719 D OCCIDENTAL PETE CORP DEL COM 67459910 154 2117 SH SHR/OTHR 22 2117 D OCCIDENTAL PETE CORP DEL COM 67459910 2221 30360 SH SHARED 23 24705 5655 D OCCIDENTAL PETE CORP DEL COM 67459910 1024 13995 SH SHR/OTHR 23 13995 D OCCIDENTAL PETE CORP DEL COM 67459910 1210 16540 SH SHARED 24 16540 D OCEAN BIO CHEM INC COM 67463110 0 85 SH SHARED 85 D OCEAN PWR TECHNOLOGIES INC COM NEW 67487030 2 235 SH SHARED 235 D OCEAN PWR TECHNOLOGIES INC COM NEW 67487030 14 1162 SH SHARED 02 1162 D OCEAN SHORE HLDG CO COM 67501P10 0 100 SH SHARED 100 D OCEANAUT INC COM 67522710 39 5100 SH SHARED 5100 D OCEANAUT INC *W EXP 01/01/201 67522711 207 441118 SH SHARED 441118 D OCEANEERING INTL INC COM 67523210 1248 19816 SH SHARED 19816 D OCEANEERING INTL INC COM 67523210 296 4700 SH SHARED 01 4700 D OCEANEERING INTL INC COM 67523210 59 950 SH SHARED 02 928 22 D OCEANEERING INTL INC COM 67523210 491 7800 SH SHARED 10 7800 D OCEANEERING INTL INC COM 67523210 3 55 SH SHARED 21 55 D OCEANFIRST FINL CORP COM 67523410 16 927 SH SHARED 927 D OCEANFIRST FINL CORP COM 67523410 25 1438 SH SHARED 02 1438 D OCH ZIFF CAP MGMT GROUP CL A 67551U10 29 1383 SH SHARED 1383 D OCWEN FINL CORP NOTE 3.250% 8/0 675746AD 1676 2000000 PRN SHARED 2000000 D OCWEN FINL CORP COM NEW 67574630 0 29 SH SHARED 29 D OCWEN FINL CORP COM NEW 67574630 93 21000 SH SHARED 01 21000 D OCWEN FINL CORP COM NEW 67574630 3 800 SH SHR/OTHR 01 800 D OCWEN FINL CORP COM NEW 67574630 807 181800 SH SHARED 10 181800 D OCULUS INNOVATIVE SCIENCES I COM 67575P10 3 700 SH SHARED 700 D ODYSSEY HEALTHCARE INC COM 67611V10 25 2800 SH SHARED 2800 D ODYSSEY HEALTHCARE INC COM 67611V10 9 1018 SH SHARED 02 1018 D ODYSSEY HEALTHCARE INC COM 67611V10 7921 880200 SH SHARED 10 880200 D ODYSSEY MARINE EXPLORATION I COM 67611810 4 877 SH SHARED 877 D ODYSSEY MARINE EXPLORATION I COM 67611810 38 7110 SH SHARED 01 7110 D ODYSSEY RE HLDGS CORP COM 67612W10 281 7649 SH SHARED 7649 D ODYSSEY RE HLDGS CORP COM 67612W10 400 10900 SH SHARED 01 10900 D ODYSSEY RE HLDGS CORP COM 67612W10 177 4841 SH SHARED 02 4841 D ODYSSEY RE HLDGS CORP COM 67612W10 21445 583550 SH SHARED 10 583550 D OFFICEMAX INC DEL COM 67622P10 3948 206291 SH SHARED 206291 D OFFICEMAX INC DEL COM 67622P10 402 21024 SH SHARED 01 21024 D OFFICEMAX INC DEL COM 67622P10 156 8152 SH SHARED 02 8152 D OFFICEMAX INC DEL COM 67622P10 96 5050 SH SHARED 06 5050 D OFFICEMAX INC DEL COM 67622P10 643 33635 SH SHARED 10 33635 D OFFICEMAX INC DEL COM 67622P10 37 1936 SH SHARED 14 1936 D OFFICE DEPOT INC COM 67622010 3846 348106 SH SHARED 348106 D OFFICE DEPOT INC COM 67622010 311 28220 SH SHARED 01 28220 D OFFICE DEPOT INC COM 67622010 65 5952 SH SHARED 02 5952 D OFFICE DEPOT INC COM 67622010 11161 1010060 SH SHARED 06 29550 980510 D OFFICE DEPOT INC COM 67622010 6133 555041 SH SHARED 10 555041 D OFFICE DEPOT INC COM 67622010 6 548 SH SHARED 14 548 D OFFICE DEPOT INC COM 67622010 994 90000 SH SHARED 15 90000 D OHIO VY BANC CORP COM 67771910 2 100 SH SHARED 100 D OIL DRI CORP AMER COM 67786410 2 129 SH SHARED 129 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 104419 590609 SH SHARED 590609 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 106 600 SH SHARED 01 600 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 8692 49164 SH SHARED 02 44164 5000 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 1555 8800 SH SHARED 10 8800 D OIL SVC HOLDRS TR DEPOSTRY RCPT 67800210 123 700 SH SHR/OTHR 23 700 D OIL STS INTL INC NOTE 2.375% 7/0 678026AB 23975 15300000 PRN SHARED 15300000 D OIL STS INTL INC COM 67802610 2039 45514 SH SHARED 45514 D OIL STS INTL INC COM 67802610 798 17815 SH SHARED 01 17815 D OIL STS INTL INC COM 67802610 15 340 SH SHARED 02 340 D OIL STS INTL INC COM 67802610 8 200 SH SHARED 06 200 D OIL STS INTL INC COM 67802610 15916 355200 SH SHARED 10 355200 D OIL STS INTL INC COM 67802610 42 944 SH SHARED 21 944 D OILSANDS QUEST INC COM 67804610 9 2463 SH SHARED 2463 D OILSANDS QUEST INC COM 67804610 0 140 SH SHARED 01 140 D OILSANDS QUEST INC COM 67804610 47 12000 SH SHARED 02 12000 D OILSANDS QUEST INC COM 67804610 730 185415 SH SHARED 06 185415 D OILSANDS QUEST INC COM 67804610 172 43700 SH SHARED 10 43700 D OLD DOMINION FGHT LINES INC COM 67958010 121 3816 SH SHARED 3816 D OLD DOMINION FGHT LINES INC COM 67958010 181 5700 SH SHARED 01 5700 D OLD DOMINION FGHT LINES INC COM 67958010 70 2200 SH SHARED 02 2200 D OLD LINE BANCSHARES INC COM 67984M10 0 19 SH SHARED 02 19 D OLD NATL BANCORP IND COM 68003310 4152 230689 SH SHARED 230689 D OLD NATL BANCORP IND COM 68003310 52 2900 SH SHARED 01 2900 D OLD NATL BANCORP IND COM 68003310 20 1140 SH SHARED 02 1140 D OLD NATL BANCORP IND COM 68003310 2095 116400 SH SHARED 10 116400 D OLD REP INTL CORP COM 68022310 6435 498484 SH SHARED 498484 D OLD REP INTL CORP COM 68022310 906 70207 SH SHARED 01 3920 66287 D OLD REP INTL CORP COM 68022310 395 30606 SH SHARED 02 14162 16444 D OLD REP INTL CORP COM 68022310 22 1780 SH SHARED 06 200 1580 D OLD REP INTL CORP COM 68022310 138 10700 SH SHARED 10 10700 D OLD REP INTL CORP COM 68022310 34 2700 SH SHARED 14 2700 D OLD REP INTL CORP COM 68022310 52 4100 SH SHARED 21 4100 D OLD SECOND BANCORP INC ILL COM 68027710 22 865 SH SHARED 865 D OLD SECOND BANCORP INC ILL COM 68027710 63 2400 SH SHARED 02 2400 D OLIN CORP COM PAR $1 68066520 9185 464873 SH SHARED 464873 D OLIN CORP COM PAR $1 68066520 499 25300 SH SHARED 01 25300 D OLIN CORP COM PAR $1 68066520 21 1065 SH SHARED 02 1065 D OLIN CORP COM PAR $1 68066520 1193 60400 SH SHARED 10 60400 D OLYMPIC STEEL INC COM 68162K10 22 491 SH SHARED 491 D OMNICARE INC DBCV 3.250%12/1 681904AL 1986 3000000 PRN SHARED 3000000 D OMNICARE INC DBCV 3.250%12/1 681904AL 12682 19158000 PRN SHARED 02 19158000 D OMNICARE INC COM 68190410 2195 120878 SH SHARED 120878 D OMNICARE INC COM 68190410 692 38116 SH SHARED 01 6966 31150 D OMNICARE INC COM 68190410 624 34369 SH SHARED 02 24234 10135 D OMNICARE INC COM 68190410 24 1370 SH SHARED 06 150 1220 D OMNICARE INC COM 68190410 256 14100 SH SHARED 10 14100 D OMNICARE INC COM 68190410 139 7705 SH SHARED 21 7590 115 D OMNICOM GROUP INC NOTE 2/0 681919AK 14506 14653000 PRN SHARED 02 14653000 D OMNICOM GROUP INC NOTE 7/3 681919AM 9469 9451000 PRN SHARED 9451000 D OMNICOM GROUP INC NOTE 7/0 681919AT 1991 1895000 PRN SHARED 1895000 D OMNICOM GROUP INC NOTE 7/0 681919AT 3876 3688000 PRN SHARED 02 3688000 D OMNICOM 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SHARED 01 19200 D OMEGA HEALTHCARE INVS INC COM 68193610 27 1600 SH SHARED 02 1600 D OMEGA HEALTHCARE INVS INC COM 68193610 1336 77000 SH SHARED 10 77000 D OMEGA HEALTHCARE INVS INC COM 68193610 21934 1263500 SH SHARED 11 1263500 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 0 12 SH SHARED 12 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 2 152 SH SHARED 02 152 D OMRIX BIOPHARMACEUTICALS INC COM 68198910 2485 177541 SH SHARED 10 177541 D OMEGA FINL CORP COM 68209210 20 667 SH SHARED 667 D OMEGA FINL CORP COM 68209210 249 8000 SH SHARED 10 8000 D OMEGA FLEX INC COM 68209510 0 129 SH SHARED 129 D OMEGA PROTEIN CORP COM 68210P10 7 542 SH SHARED 542 D OMEGA PROTEIN CORP COM 68210P10 342 25100 SH SHARED 02 25100 D OMNI ENERGY SERVICES COM NEW 68210T20 10 2932 SH SHARED 2932 D OMNI ENERGY SERVICES COM NEW 68210T20 140 37900 SH SHARED 02 37900 D OMNITURE INC COM 68212S10 34 1498 SH SHARED 1498 D OMNITURE INC COM 68212S10 60 2588 SH SHARED 01 2588 D OMNITURE INC COM 68212S10 5542 238819 SH SHARED 10 238819 D OMNIVISION TECHNOLOGIES INC COM 68212810 652 38796 SH SHARED 38796 D OMNIVISION TECHNOLOGIES INC COM 68212810 937 55725 SH SHARED 01 52425 3300 D OMNIVISION TECHNOLOGIES INC COM 68212810 204 12170 SH SHARED 02 11800 370 D OMNIVISION TECHNOLOGIES INC COM 68212810 496 29514 SH SHARED 10 29514 D OMNOVA SOLUTIONS INC COM 68212910 4 1096 SH SHARED 1096 D OMNOVA SOLUTIONS INC COM 68212910 4 1100 SH SHARED 02 1100 D OMNICELL INC COM 68213N10 68 3389 SH SHARED 3389 D OMNICARE CAP TR II PFD B TR 4.00% 68214Q20 3789 126300 SH SHARED 126300 D OMNI FINL SVCS INC COM 68214U10 73 56409 SH SHARED 56409 D ON ASSIGNMENT INC COM 68215910 74 11806 SH SHARED 11806 D ON ASSIGNMENT INC COM 68215910 149 23520 SH SHARED 02 23520 D ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD 10430 10000000 PRN SHARED 10000000 D ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD 338 325000 PRN SHARED 02 325000 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AE 24570 27000000 PRN SHARED 27000000 D ON SEMICONDUCTOR CORP NOTE 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COM 68268010 97 2190 SH SHARED 02 1940 250 D ONEOK INC NEW COM 68268010 4788 107301 SH SHARED 10 80701 26600 D ONLINE RES CORP COM 68273G10 3 383 SH SHARED 383 D ONSTREAM MEDIA CORP COM 68287510 0 993 SH SHARED 993 D ON2 TECHNOLOGIES INC COM 68338A10 59 58360 SH SHARED 58360 D ONVIA INC COM NEW 68338T40 1 192 SH SHARED 192 D ONVIA INC COM NEW 68338T40 1 160 SH SHARED 02 160 D ONYX PHARMACEUTICALS INC COM 68339910 1473 50771 SH SHARED 50771 D ONYX PHARMACEUTICALS INC COM 68339910 169 5825 SH SHARED 01 5825 D ONYX PHARMACEUTICALS INC COM 68339910 58 2000 SH SHR/OTHR 01 2000 D ONYX PHARMACEUTICALS INC COM 68339910 138 4786 SH SHARED 02 686 4100 D ONYX PHARMACEUTICALS INC COM 68339910 13202 454800 SH SHARED 04 454800 D ONYX PHARMACEUTICALS INC COM 68339910 2334 80400 SH SHARED 10 80400 D ONYX PHARMACEUTICALS INC COM 68339910 43 1500 SH SHARED 14 1500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 4931 165000 SH SHARED 165000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 28406 950378 SH SHARED 950378 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2328 77900 SH SHARED 01 77900 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1135 38000 SH SHARED 02 38000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 113105 3784067 SH SHARED 04 3784067 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 56791 1900000 SH SHARED 05 1900000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 20 700 SH SHARED 06 700 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 16370 547700 SH SHARED 10 547700 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 51 1731 SH SHARED 24 1731 D OPEN TEXT CORP COM 68371510 701 22402 SH SHARED 22402 D OPEN TEXT CORP COM 68371510 6 200 SH SHARED 06 200 D OPEN TEXT CORP COM 68371510 281 9000 SH SHARED 14 9000 D OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC 1584 1625000 PRN SHARED 1625000 D OPENWAVE SYS INC COM NEW 68371830 246 100577 SH SHARED 100577 D OPENWAVE SYS INC COM NEW 68371830 0 368 SH SHARED 02 335 33 D OPENWAVE SYS INC COM NEW 68371830 122 50100 SH SHARED 10 50100 D OPENWAVE SYS INC COM NEW 68371830 19 8099 SH SHARED 23 8099 D OPEXA THERAPEUTICS INC COM 68372T10 0 161 SH SHARED 161 D OPKO HEALTH INC COM 68375N10 5 2560 SH SHARED 2560 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 35 3970 SH SHARED 3970 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 319 36000 SH SHARED 01 36000 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 478 54000 SH SHR/OTHR 01 54000 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 151 17048 SH SHARED 02 17048 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 372 42000 SH SHARED 10 42000 D OPNEXT INC COM 68375V10 23 4274 SH SHARED 4274 D OPNET TECHNOLOGIES INC COM 68375710 2 341 SH SHARED 341 D OPNET TECHNOLOGIES INC COM 68375710 12 1488 SH SHARED 02 1488 D OPPENHEIMER HLDGS INC CL A NON VTG 68379710 91 2103 SH SHARED 2103 D OPTELECOM NKF INC COM PAR $0.03 68381820 9 1367 SH SHARED 1367 D OPTICAL CABLE CORP COM NEW 68382720 0 162 SH SHARED 162 D OPTIMAL GROUP INC CL A NEW 68388R20 127 39800 SH SHARED 39800 D ORACLE CORP COM 68389X10 65 3325 SH SHARED 925 2400 D ORACLE CORP COM 68389X10 186852 9552777 SH SHARED 9536477 16300 D ORACLE CORP COM 68389X10 20179 1031653 SH SHARED 01 902073 129580 D ORACLE CORP COM 68389X10 2219 113495 SH SHR/OTHR 01 113495 D ORACLE CORP COM 68389X10 12165 621974 SH SHARED 02 488909 133065 D ORACLE CORP COM 68389X10 9095 465000 SH SHARED 04 465000 D ORACLE CORP COM 68389X10 33 1695 SH SHARED 05 1695 D ORACLE CORP COM 68389X10 9400 480574 SH SHARED 06 437233 43341 D ORACLE CORP COM 68389X10 76908 3931922 SH SHARED 10 3857822 74100 D ORACLE CORP COM 68389X10 7 400 SH SHR/OTHR 10 400 D ORACLE CORP COM 68389X10 1064 54402 SH SHARED 14 54402 D ORACLE CORP COM 68389X10 7321 374307 SH SHARED 16 374307 D ORACLE CORP COM 68389X10 51 2650 SH SHARED 19 2650 D ORACLE CORP COM 68389X10 489 25008 SH SHARED 20 13638 11370 D ORACLE CORP COM 68389X10 7 375 SH SHR/OTHR 20 375 D ORACLE CORP COM 68389X10 345 17665 SH SHARED 21 11674 5991 D ORACLE CORP COM 68389X10 677 34647 SH SHARED 22 28752 5895 D ORACLE CORP COM 68389X10 56 2900 SH SHR/OTHR 22 2900 D ORACLE CORP COM 68389X10 2277 116450 SH SHARED 23 109550 6900 D ORACLE CORP COM 68389X10 1416 72420 SH SHR/OTHR 23 72420 D OPTIMER PHARMACEUTICALS INC COM 68401H10 3 566 SH SHARED 566 D OPTIMER PHARMACEUTICALS INC COM 68401H10 1631 263600 SH SHARED 04 263600 D OPTIONSXPRESS HLDGS INC COM 68401010 216 10447 SH SHARED 10447 D OPTIONSXPRESS HLDGS INC COM 68401010 107 5200 SH SHARED 01 5200 D OPTIONSXPRESS HLDGS INC COM 68401010 343 16604 SH SHARED 02 14204 2400 D OPTIONSXPRESS HLDGS INC COM 68401010 1701 82177 SH SHARED 10 82177 D OPTIUM CORP COM 68402T10 1 265 SH SHARED 265 D ORANGE 21 INC COM 68531710 0 127 SH SHARED 127 D ORASURE TECHNOLOGIES INC COM 68554V10 0 17 SH SHARED 17 D ORASURE TECHNOLOGIES INC COM 68554V10 22 3120 SH SHARED 02 3120 D ORBCOMM INC COM 68555P10 10 2147 SH SHARED 2147 D ORBIT INTL CORP COM NEW 68555930 10 1326 SH SHARED 1326 D ORBITAL SCIENCES CORP COM 68556410 1910 79275 SH SHARED 79275 D ORBITAL SCIENCES CORP COM 68556410 409 17012 SH SHARED 02 17012 D ORBITAL SCIENCES CORP COM 68556410 103 4300 SH SHARED 10 4300 D ORBITZ WORLDWIDE INC COM 68557K10 24 3600 SH SHARED 3600 D ORCHARD ENTERPRISES INC COM NEW 68562L10 0 84 SH SHARED 84 D ORCHIDS PAPER PRODS CO DEL COM 68572N10 1 140 SH SHARED 140 D ORCHID CELLMARK INC COM 68573C10 2 762 SH SHARED 762 D ORCHID CELLMARK INC COM 68573C10 0 214 SH SHARED 02 214 D ORE PHARMACEUTICALS INC COM 68577610 0 825 SH SHARED 825 D O REILLY AUTOMOTIVE INC COM 68609110 684 24011 SH SHARED 24011 D O REILLY AUTOMOTIVE INC COM 68609110 1040 36500 SH SHARED 01 36500 D O REILLY AUTOMOTIVE INC COM 68609110 112 3946 SH SHARED 02 3946 D O REILLY AUTOMOTIVE INC COM 68609110 147 5171 SH SHARED 10 5171 D O REILLY AUTOMOTIVE INC COM 68609110 45 1600 SH SHR/OTHR 23 1600 D OREXIGEN THERAPEUTICS INC COM 68616410 5 515 SH SHARED 515 D OREXIGEN THERAPEUTICS INC COM 68616410 2 266 SH SHARED 02 266 D ORIENTAL FINL GROUP INC COM 68618W10 171 8721 SH SHARED 8721 D ORIENTAL FINL GROUP INC COM 68618W10 78 4000 SH SHARED 01 4000 D ORIENTAL FINL GROUP INC COM 68618W10 3329 168900 SH SHARED 10 168900 D ORIGEN FINL INC COM 68619E20 0 465 SH SHARED 465 D ORION ENERGY SYSTEMS INC COM 68627510 19 2039 SH SHARED 2039 D ORION ENERGY SYSTEMS INC COM 68627510 28 3000 SH SHARED 01 3000 D ORION ENERGY SYSTEMS INC COM 68627510 126 13304 SH SHARED 02 13304 D ORION ENERGY SYSTEMS INC COM 68627510 788 82687 SH SHARED 05 82687 D ORITANI FINL CORP COM 68632310 35 2317 SH SHARED 2317 D ORIX CORP SPONSORED ADR 68633010 8 128 SH SHARED 128 D ORIX CORP SPONSORED ADR 68633010 1 23 SH SHARED 02 23 D ORLEANS HOMEBUILDERS INC COM 68658810 2 404 SH SHARED 404 D ORLEANS HOMEBUILDERS INC COM 68658810 4 700 SH SHARED 02 700 D ORMAT TECHNOLOGIES INC COM 68668810 150 3500 SH SHARED 3500 D ORMAT TECHNOLOGIES INC COM 68668810 1369 31846 SH SHARED 31846 D ORMAT TECHNOLOGIES INC COM 68668810 178 4150 SH SHARED 01 4150 D ORMAT TECHNOLOGIES INC COM 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SH SHARED 684 D OSTEOTECH INC COM 68858210 24 5250 SH SHARED 02 5250 D OTTER TAIL CORP COM 68964810 14 405 SH SHARED 405 D OTTER TAIL CORP COM 68964810 583 16494 SH SHARED 10 16494 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 48 6595 SH SHARED 6595 D OVERHILL FARMS INC COM 69021210 1 369 SH SHARED 369 D OVERLAND STORAGE INC COM 69031010 0 480 SH SHARED 480 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 2436 34785 SH SHARED 34785 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1239 17700 SH SHARED 01 8000 9700 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 277 3969 SH SHARED 02 3019 950 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 84 1200 SH SHARED 10 1200 D OVERSTOCK COM INC DEL COM 69037010 201 16931 SH SHARED 16931 D OVERSTOCK COM INC DEL COM 69037010 2 205 SH SHARED 01 205 D OVERSTOCK COM INC DEL COM 69037010 70 5925 SH SHARED 02 5925 D OVERSTOCK COM INC DEL COM 69037010 0 44 SH SHARED 10 44 D OWENS & MINOR INC NEW COM 69073210 931 23690 SH SHARED 23690 D OWENS & MINOR INC NEW COM 69073210 114 2900 SH SHARED 01 2900 D OWENS & MINOR INC NEW COM 69073210 115 2927 SH SHARED 02 2927 D OWENS & MINOR INC NEW COM 69073210 11631 295663 SH SHARED 10 295663 D OWENS & MINOR INC NEW COM 69073210 33 855 SH SHARED 21 855 D OWENS CORNING NEW COM 69074210 79 4384 SH SHARED 4384 D OWENS CORNING NEW COM 69074210 320 17688 SH SHARED 01 12755 4933 D OWENS CORNING NEW COM 69074210 64 3550 SH SHR/OTHR 01 3550 D OWENS CORNING NEW COM 69074210 10 600 SH SHARED 02 600 D OWENS CORNING NEW COM 69074210 183 10100 SH SHARED 10 10100 D OWENS CORNING NEW COM 69074210 14 800 SH SHARED 20 800 D OWENS CORNING NEW COM 69074210 9 536 SH SHR/OTHR 21 536 D OWENS CORNING NEW COM 69074210 8 445 SH SHARED 22 445 D OWENS CORNING NEW COM 69074210 7 400 SH SHR/OTHR 23 400 D OWENS ILL INC COM NEW 69076840 10514 186323 SH SHARED 152023 34300 D OWENS ILL INC COM NEW 69076840 485 8600 SH SHARED 01 8600 D OWENS ILL INC COM NEW 69076840 97 1730 SH SHARED 02 1330 400 D OWENS ILL INC COM NEW 69076840 8472 150150 SH SHARED 05 150150 D OWENS ILL INC COM NEW 69076840 1000 17730 SH SHARED 06 15100 2630 D OWENS ILL INC COM NEW 69076840 68218 1208900 SH SHARED 10 1141800 67100 D OWENS ILL INC COM NEW 69076840 189 3358 SH SHARED 14 3358 D OWENS ILL INC COM NEW 69076840 3 70 SH SHARED 21 70 D OWENS ILL INC COM NEW 69076840 626 11100 SH SHARED 24 11100 D OXFORD INDS INC COM 69149730 4 205 SH SHARED 205 D OXFORD INDS INC COM 69149730 27 1200 SH SHARED 01 1200 D OXFORD INDS INC COM 69149730 18 815 SH SHARED 02 360 455 D OXFORD INDS INC COM 69149730 455 20200 SH SHARED 10 20200 D OXIGENE INC COM 69182810 1 741 SH SHARED 741 D OXIGENE INC COM 69182810 2 1215 SH SHARED 02 1215 D P & F INDS INC CL A NEW 69283050 0 50 SH SHARED 50 D PAB BANKSHARES INC COM 69313P10 3 219 SH SHARED 219 D P A M TRANSN SVCS INC COM 69314910 2 149 SH SHARED 149 D P A M TRANSN SVCS INC COM 69314910 7 500 SH SHARED 02 500 D P C CONNECTION COM 69318J10 310 39250 SH SHARED 39250 D P C CONNECTION COM 69318J10 0 120 SH SHARED 01 120 D P C CONNECTION COM 69318J10 42 5326 SH SHARED 02 5326 D PC MALL INC COM 69323K10 6 600 SH SHARED 600 D PC MALL INC COM 69323K10 198 18680 SH SHARED 02 18680 D PC-TEL INC COM 69325Q10 3 585 SH SHARED 585 D PC-TEL INC COM 69325Q10 8 1180 SH SHARED 02 1180 D PDF SOLUTIONS INC COM 69328210 0 30 SH SHARED 30 D PDF SOLUTIONS INC COM 69328210 16 3020 SH SHARED 02 3020 D PDI INC COM 69329V10 843 100199 SH SHARED 100199 D PDL BIOPHARMA INC COM 69329Y10 400 37865 SH SHARED 37865 D PDL BIOPHARMA INC COM 69329Y10 361 34175 SH SHARED 01 5475 28700 D PDL BIOPHARMA INC COM 69329Y10 49 4682 SH SHARED 02 4682 D PDL BIOPHARMA INC COM 69329Y10 1405 132700 SH SHARED 10 132700 D PDL BIOPHARMA INC COM 69329Y10 5 500 SH SHARED 14 500 D PG&E CORP NOTE 9.500% 6/3 69331CAD 27361 10626000 PRN SHARED 10626000 D PG&E CORP COM 69331C10 51 1407 SH SHARED 1407 D PG&E CORP COM 69331C10 24355 661475 SH SHARED 661475 D PG&E CORP COM 69331C10 2039 55379 SH SHARED 01 47904 7475 D PG&E CORP COM 69331C10 119 3250 SH SHR/OTHR 01 3250 D PG&E CORP COM 69331C10 414 11265 SH SHARED 02 11265 D PG&E CORP COM 69331C10 94151 2557064 SH SHARED 04 2557064 D PG&E CORP COM 69331C10 22752 617930 SH SHARED 05 617930 D PG&E CORP COM 69331C10 60974 1656021 SH SHARED 06 299180 1356841 D PG&E CORP COM 69331C10 9501 258044 SH SHARED 10 258044 D PG&E CORP COM 69331C10 11 300 SH SHARED 14 300 D PG&E CORP COM 69331C10 6484 176124 SH SHARED 16 176124 D PG&E CORP COM 69331C10 27 750 SH SHARED 20 750 D PG&E CORP COM 69331C10 18 495 SH SHR/OTHR 21 495 D PG&E CORP COM 69331C10 15 410 SH SHARED 22 410 D PG&E CORP COM 69331C10 517 14050 SH SHR/OTHR 23 14050 D PFF BANCORP INC COM 69331W10 150 18030 SH SHARED 18030 D PFF BANCORP INC COM 69331W10 13 1640 SH SHARED 02 1640 D PFF BANCORP INC COM 69331W10 45 5500 SH SHARED 10 5500 D PHC INC MASS CL A 69331510 1 517 SH SHARED 517 D PHH CORP COM NEW 69332020 2218 127267 SH SHARED 127267 D PHH CORP COM NEW 69332020 281 16165 SH SHARED 01 16165 D PHH CORP COM NEW 69332020 364 20897 SH SHARED 02 20897 D PHH CORP COM NEW 69332020 430 24700 SH SHARED 10 24700 D P F CHANGS CHINA BISTRO INC COM 69333Y10 133 4700 SH SHARED 01 4700 D P F CHANGS CHINA BISTRO INC COM 69333Y10 218 7700 SH SHARED 02 7700 D P F CHANGS CHINA BISTRO INC COM 69333Y10 904 31800 SH SHARED 10 31800 D PHI INC COM NON VTG 69336T20 7 242 SH SHARED 242 D PGT INC COM 69336V10 0 64 SH SHARED 64 D PICO HLDGS INC COM NEW 69336620 21 724 SH SHARED 724 D PICO HLDGS INC COM NEW 69336620 26 880 SH SHARED 02 880 D PICO HLDGS INC COM NEW 69336620 238 7900 SH SHARED 10 7900 D PLC SYS INC COM 69341D10 0 563 SH SHARED 563 D PLX TECHNOLOGY INC COM 69341710 0 100 SH SHARED 100 D PLX TECHNOLOGY INC COM 69341710 59 8875 SH SHARED 01 8875 D PLX TECHNOLOGY INC COM 69341710 2 326 SH SHARED 02 326 D PLX TECHNOLOGY INC COM 69341710 419 62900 SH SHARED 10 62900 D PMA CAP CORP CL A 69341920 9 1143 SH SHARED 1143 D PMA CAP CORP CL A 69341920 59 6925 SH SHARED 01 6925 D PMA CAP CORP CL A 69341920 109 12768 SH SHARED 02 12768 D PMA CAP CORP CL A 69341920 134 15700 SH SHARED 10 15700 D PMC COML TR SH BEN INT 69343410 1 280 SH SHARED 280 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 23448 24000000 PRN SHARED 24000000 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 317 325000 PRN SHARED 02 325000 D PMC-SIERRA INC COM 69344F10 459 80576 SH SHARED 80576 D PMC-SIERRA INC COM 69344F10 0 80 SH SHARED 01 80 D PMC-SIERRA INC COM 69344F10 539 94639 SH SHARED 02 94639 D PMC-SIERRA INC COM 69344F10 4564 800774 SH SHARED 10 800774 D PMC-SIERRA INC COM 69344F10 2850 500000 SH SHARED 15 500000 D PMI GROUP INC COM 69344M10 36036 6191850 SH SHARED 6191850 D PMI GROUP INC COM 69344M10 279 48100 SH SHARED 01 12300 35800 D PMI GROUP INC COM 69344M10 99 17019 SH SHARED 02 16944 75 D PNC FINL SVCS GROUP INC COM 69347510 1884 28746 SH SHARED 24021 4725 D PNC FINL SVCS GROUP INC COM 69347510 65566 999950 SH SHARED 999250 700 D PNC FINL SVCS GROUP INC COM 69347510 15165 231288 SH SHARED 01 200403 30885 D PNC FINL SVCS GROUP INC COM 69347510 2574 39260 SH SHR/OTHR 01 39260 D PNC FINL SVCS GROUP INC COM 69347510 1172 17876 SH SHARED 02 4149 13727 D PNC FINL SVCS GROUP INC COM 69347510 853 13021 SH SHARED 04 13021 D PNC FINL SVCS GROUP INC COM 69347510 9 150 SH SHARED 05 150 D PNC FINL SVCS GROUP INC COM 69347510 2266 34563 SH SHARED 06 31162 3401 D PNC FINL SVCS GROUP INC COM 69347510 276291 4213684 SH SHARED 10 4211309 2375 D PNC FINL SVCS GROUP INC COM 69347510 6636 101208 SH SHARED 19 101208 D PNC FINL SVCS GROUP INC COM 69347510 3504 53450 SH SHARED 20 45710 175 7565 D PNC FINL SVCS GROUP INC COM 69347510 481 7340 SH SHR/OTHR 20 7340 D PNC FINL SVCS GROUP INC COM 69347510 505 7712 SH SHARED 22 4221 3491 D PNC FINL SVCS GROUP INC COM 69347510 64 986 SH SHR/OTHR 22 986 D PNC FINL SVCS GROUP INC COM 69347510 1892 28855 SH SHARED 23 28345 510 D PNC FINL SVCS GROUP INC COM 69347510 826 12605 SH SHR/OTHR 23 12605 D POSCO SPONSORED ADR 69348310 168 1420 SH SHARED 1420 D POSCO SPONSORED ADR 69348310 73790 620189 SH SHARED 620189 D POSCO SPONSORED ADR 69348310 3444 28950 SH SHARED 01 28700 250 D POSCO SPONSORED ADR 69348310 1441 12113 SH SHARED 02 11761 352 D POSCO SPONSORED ADR 69348310 3569 30000 SH SHARED 04 30000 D POSCO SPONSORED ADR 69348310 3701 31110 SH SHARED 06 23110 8000 D POSCO SPONSORED ADR 69348310 14598 122700 SH SHARED 10 122700 D POSCO SPONSORED ADR 69348310 71 600 SH SHARED 24 600 D PNM RES INC COM 69349H10 1641 131651 SH SHARED 131651 D PNM RES INC COM 69349H10 371 29800 SH SHARED 01 400 29400 D PNM RES INC COM 69349H10 110 8825 SH SHARED 02 8825 D PNM RES INC COM 69349H10 392 31500 SH SHARED 10 31500 D PNM RES INC COM 69349H10 24 2000 SH SHR/OTHR 23 2000 D PPG INDS INC COM 69350610 19168 316779 SH SHARED 316779 D PPG INDS INC COM 69350610 1252 20697 SH SHARED 01 19397 1300 D PPG INDS INC COM 69350610 1299 21483 SH SHARED 02 20771 712 D PPG INDS INC COM 69350610 6 100 SH SHARED 05 100 D PPG INDS INC COM 69350610 1671 27630 SH SHARED 06 26100 1530 D PPG INDS INC COM 69350610 25962 429062 SH SHARED 10 378962 50100 D PPG INDS INC COM 69350610 314 5200 SH SHARED 14 5200 D PPG INDS INC COM 69350610 72 1200 SH SHARED 20 1200 D PPG INDS INC COM 69350610 96 1600 SH SHR/OTHR 22 1600 D PPG INDS INC COM 69350610 9 150 SH SHARED 23 150 D PPG INDS INC COM 69350610 726 12000 SH SHR/OTHR 23 12000 D PPG INDS INC COM 69350610 576 9520 SH SHARED 24 9520 D PPL CORP COM 69351T10 18030 392646 SH SHARED 392646 D PPL CORP COM 69351T10 1784 38869 SH SHARED 01 38869 D PPL CORP COM 69351T10 736 16038 SH SHARED 02 11738 4300 D PPL CORP COM 69351T10 9 200 SH SHARED 05 200 D PPL CORP COM 69351T10 3122 67999 SH SHARED 06 32950 35049 D PPL CORP COM 69351T10 9460 206026 SH SHARED 10 206026 D PPL CORP COM 69351T10 27 600 SH SHARED 14 600 D PPL CORP COM 69351T10 146 3200 SH SHARED 20 3200 D PRB ENERGY INC COM 69353510 0 195 SH SHARED 195 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 5584 638917 SH SHARED 638917 D PS BUSINESS PKS INC CALIF COM 69360J10 1875 36145 SH SHARED 36145 D PS BUSINESS PKS INC CALIF COM 69360J10 9 175 SH SHARED 01 175 D PS BUSINESS PKS INC CALIF COM 69360J10 395 7616 SH SHARED 02 7480 136 D PS BUSINESS PKS INC CALIF COM 69360J10 202 3900 SH SHARED 10 3900 D PS BUSINESS PKS INC CALIF COM 69360J10 5247 101100 SH SHARED 11 101100 D PSB HLDGS INC COM 69360W10 0 77 SH SHARED 77 D PVF CAPITAL CORP COM 69365410 1 178 SH SHARED 178 D PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB 274 250000 PRN SHARED 250000 D PSS WORLD MED INC COM 69366A10 3 214 SH SHARED 214 D PSS WORLD MED INC COM 69366A10 116 7000 SH SHARED 01 7000 D PSS WORLD MED INC COM 69366A10 94 5700 SH SHARED 02 5700 D PSS WORLD MED INC COM 69366A10 548 32900 SH SHARED 10 32900 D PACCAR INC COM 69371810 67001 1488928 SH SHARED 1465328 23600 D PACCAR INC COM 69371810 2326 51708 SH SHARED 01 51708 D PACCAR INC COM 69371810 144 3205 SH SHR/OTHR 01 3205 D PACCAR INC COM 69371810 1170 26007 SH SHARED 02 24577 1430 D PACCAR INC COM 69371810 2025 45000 SH SHARED 04 45000 D PACCAR INC COM 69371810 8 190 SH SHARED 05 190 D PACCAR INC COM 69371810 2072 46065 SH SHARED 06 41850 4215 D PACCAR INC COM 69371810 21230 471779 SH SHARED 10 463079 8700 D PACCAR INC COM 69371810 309 6868 SH SHARED 20 603 6265 D PACCAR INC COM 69371810 334 7424 SH SHR/OTHR 20 7424 D PACCAR INC COM 69371810 100 2227 SH SHARED 23 2227 D PACCAR INC COM 69371810 498 11073 SH SHR/OTHR 23 11073 D PACER INTL INC TENN COM 69373H10 2610 158888 SH SHARED 158888 D PACER INTL INC TENN COM 69373H10 197 12045 SH SHARED 01 12045 D PACER INTL INC TENN COM 69373H10 420 25580 SH SHARED 02 25580 D PACER INTL INC TENN COM 69373H10 141 8600 SH SHARED 10 8600 D PACIFIC CAP BANCORP NEW COM 69404P10 334 15565 SH SHARED 15565 D PACIFIC CAP BANCORP NEW COM 69404P10 413 19223 SH SHARED 01 17473 1750 D PACIFIC CAP BANCORP NEW COM 69404P10 81 3798 SH SHARED 02 3798 D PACIFIC CAP BANCORP NEW COM 69404P10 1951 90766 SH SHARED 10 90766 D PACIFIC CONTINENTAL CORP COM 69412V10 4 305 SH SHARED 305 D PACIFIC ETHANOL INC COM 69423U10 2261 513969 SH SHARED 513969 D PACIFIC MERCANTILE BANCORP COM 69455210 2 270 SH SHARED 270 D PACIFIC PREMIER BANCORP COM 69478X10 191 25091 SH SHARED 25091 D PACIFIC STATE BANCORP CA COM 69486410 87 6478 SH SHARED 6478 D PACIFIC SUNWEAR CALIF INC COM 69487310 3093 245342 SH SHARED 245342 D PACIFIC SUNWEAR CALIF INC COM 69487310 272 21605 SH SHARED 01 605 21000 D PACIFIC SUNWEAR CALIF INC COM 69487310 108 8591 SH SHARED 02 7100 1491 D PACIFIC SUNWEAR CALIF INC COM 69487310 58 4600 SH SHARED 10 4600 D PACIFIC SUNWEAR CALIF INC COM 69487310 126 10040 SH SHARED 21 10040 D PACIFIC SUNWEAR CALIF INC COM 69487310 15 1264 SH SHR/OTHR 23 1264 D PACKAGING CORP AMER COM 69515610 13667 612053 SH SHARED 612053 D PACKAGING CORP AMER COM 69515610 779 34900 SH SHARED 01 6700 28200 D PACKAGING CORP AMER COM 69515610 359 16086 SH SHARED 02 16086 D PACKAGING CORP AMER COM 69515610 8752 391949 SH SHARED 10 309949 82000 D PACKAGING CORP AMER COM 69515610 348 15600 SH SHARED 24 15600 D PACKETEER INC COM 69521010 89 17622 SH SHARED 17622 D PACTIV CORP COM 69525710 6649 253705 SH SHARED 253705 D PACTIV CORP COM 69525710 495 18900 SH SHARED 01 18900 D PACTIV CORP COM 69525710 179 6848 SH SHARED 02 3348 3500 D PACTIV CORP COM 69525710 383 14621 SH SHARED 06 13821 800 D PACTIV CORP COM 69525710 11091 423168 SH SHARED 10 324168 99000 D PACTIV CORP COM 69525710 56 2142 SH SHARED 21 2142 D PACTIV CORP COM 69525710 492 18800 SH SHARED 24 18800 D PAETEC HOLDING CORP COM 69545910 1 159 SH SHARED 159 D PAETEC HOLDING CORP COM 69545910 1 155 SH SHARED 01 155 D PAETEC HOLDING CORP COM 69545910 191 28800 SH SHARED 10 28800 D PAINCARE HLDGS INC COM 69562E10 0 1854 SH SHARED 1854 D PAIN THERAPEUTICS INC COM 69562K10 234 27701 SH SHARED 27701 D PAIN THERAPEUTICS INC COM 69562K10 53 6300 SH SHARED 01 6300 D PAIN THERAPEUTICS INC COM 69562K10 23 2832 SH SHARED 02 2832 D PALATIN TECHNOLOGIES INC COM NEW 69607730 0 2058 SH SHARED 2058 D PALL CORP COM 69642930 7064 201437 SH SHARED 201437 D PALL CORP COM 69642930 538 15349 SH SHARED 01 15349 D PALL CORP COM 69642930 472 13465 SH SHARED 02 13420 45 D PALL CORP COM 69642930 153689 4382363 SH SHARED 04 4382363 D PALL CORP COM 69642930 22691 647048 SH SHARED 05 647048 D PALL CORP COM 69642930 428 12210 SH SHARED 06 11600 610 D PALL CORP COM 69642930 1713 48863 SH SHARED 10 48863 D PALL CORP COM 69642930 1006 28700 SH SHARED 14 28700 D PALL CORP COM 69642930 4708 134246 SH SHARED 16 134246 D PALL CORP COM 69642930 143 4100 SH SHR/OTHR 23 4100 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 51 100000 PRN SHARED 100000 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 12 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 0 28 SH SHARED 28 D PALM INC NEW COM 69664310 0 10 SH SHARED 10 D PALM INC NEW COM 69664310 660 132021 SH SHARED 132021 D PALM INC NEW COM 69664310 238 47700 SH SHARED 01 7200 40500 D PALM INC NEW COM 69664310 369 73929 SH SHARED 02 73909 20 D PALM INC NEW COM 69664310 320 64100 SH SHARED 10 64100 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 261 17346 SH SHARED 17346 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 22 1460 SH SHARED 02 1460 D PAMRAPO BANCORP INC COM 69773810 1 102 SH SHARED 102 D PAMRAPO BANCORP INC COM 69773810 54 3600 SH SHARED 01 3600 D PAN AMERICAN SILVER CORP COM 69790010 933 24330 SH SHARED 24330 D PAN AMERICAN SILVER CORP COM 69790010 86 2250 SH SHARED 02 2250 D PAN AMERICAN SILVER CORP COM 69790010 1534 40000 SH SHARED 04 40000 D PAN AMERICAN SILVER CORP COM 69790010 3 100 SH SHARED 06 100 D PAN AMERICAN SILVER CORP COM 69790010 28806 750750 SH SHARED 10 750750 D PAN AMERICAN SILVER CORP COM 69790010 30 800 SH SHARED 14 800 D PANACOS PHARMACEUTICALS INC COM 69811Q10 0 1294 SH SHARED 1294 D PANACOS PHARMACEUTICALS INC COM 69811Q10 2 3004 SH SHARED 02 504 2500 D PANERA BREAD CO CL A 69840W10 234 5598 SH SHARED 5598 D PANERA BREAD CO CL A 69840W10 79 1900 SH SHARED 01 1900 D PANERA BREAD CO CL A 69840W10 65 1564 SH SHARED 02 1564 D PANERA BREAD CO CL A 69840W10 37 900 SH SHARED 10 900 D PANHANDLE OIL AND GAS INC CL A 69847710 17 627 SH SHARED 627 D PANHANDLE OIL AND GAS INC CL A 69847710 30 1100 SH SHARED 02 1100 D PANTRY INC NOTE 3.000%11/1 698657AL 9031 11623000 PRN SHARED 11623000 D PANTRY INC COM 69865710 332 15750 SH SHARED 15750 D PANTRY INC COM 69865710 633 30050 SH SHARED 01 30050 D PANTRY INC COM 69865710 227 10812 SH SHARED 02 10812 D PANTRY INC COM 69865710 417 19800 SH SHARED 04 19800 D PANTRY INC COM 69865710 23233 1102148 SH SHARED 10 1090348 11800 D PANTRY INC COM 69865710 1148 54500 SH SHARED 15 54500 D PANTRY INC COM 69865710 369 17550 SH SHARED 24 17550 D PAPA JOHNS INTL INC COM 69881310 173 7161 SH SHARED 7161 D PAPA JOHNS INTL INC COM 69881310 4 175 SH SHARED 01 175 D PAPA JOHNS INTL INC COM 69881310 27 1117 SH SHARED 02 1117 D PAPA JOHNS INTL INC COM 69881310 91 3787 SH SHARED 10 3787 D PAR PHARMACEUTICAL COS INC COM 69888P10 488 28080 SH SHARED 28080 D PAR PHARMACEUTICAL COS INC COM 69888P10 197 11370 SH SHARED 01 270 11100 D PAR PHARMACEUTICAL COS INC COM 69888P10 52 3015 SH SHARED 02 2975 40 D PAR TECHNOLOGY CORP COM 69888410 1 216 SH SHARED 216 D PARAGON TECHNOLOGIES INC COM 69912T10 0 66 SH SHARED 66 D PARAGON SHIPPING INC CL A 69913R30 25 1710 SH SHARED 1710 D PARAGON SHIPPING INC CL A 69913R30 378 24990 SH SHARED 02 2088 22902 D PARALLEL PETE CORP DEL COM 69915710 46 2397 SH SHARED 2397 D PARALLEL PETE CORP DEL COM 69915710 12964 662450 SH SHARED 10 662450 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 35 2196 SH SHARED 2196 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 830 52000 SH SHARED 01 16400 35600 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1870 117076 SH SHARED 02 77899 39177 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 664 41600 SH SHARED 10 41600 D PARENT CO COM 69945P10 0 231 SH SHARED 231 D PAREXEL INTL CORP COM 69946210 327 12529 SH SHARED 12529 D PAREXEL INTL CORP COM 69946210 114 4400 SH SHARED 01 4400 D PAREXEL INTL CORP COM 69946210 21 806 SH SHARED 02 606 200 D PAREXEL INTL CORP COM 69946210 1888 72365 SH SHARED 10 72365 D PARK ELECTROCHEMICAL CORP COM 70041620 181 7018 SH SHARED 7018 D PARK ELECTROCHEMICAL CORP COM 70041620 8 345 SH SHARED 02 345 D PARK ELECTROCHEMICAL CORP COM 70041620 15271 590782 SH SHARED 10 590782 D PARK NATL CORP COM 70065810 17 240 SH SHARED 02 240 D PARK NATL CORP COM 70065810 467 6600 SH SHARED 10 6600 D PARK OHIO HLDGS CORP COM 70066610 0 13 SH SHARED 13 D PARK OHIO HLDGS CORP COM 70066610 1 110 SH SHARED 01 110 D PARK OHIO HLDGS CORP COM 70066610 42 2700 SH SHARED 10 2700 D PARKE BANCORP INC COM 70088510 4 300 SH SHARED 300 D PARKER DRILLING CO NOTE 2.125% 7/1 701081AR 5765 6500000 PRN SHARED 02 6500000 D PARKER DRILLING CO COM 70108110 119 18501 SH SHARED 18501 D PARKER DRILLING CO COM 70108110 198 30735 SH SHARED 01 30735 D PARKER DRILLING CO COM 70108110 10 1670 SH SHARED 02 840 830 D PARKER DRILLING CO COM 70108110 123 19100 SH SHARED 10 19100 D PARKER HANNIFIN CORP COM 70109410 22760 328583 SH SHARED 328583 D PARKER HANNIFIN CORP COM 70109410 1811 26147 SH SHARED 01 24975 1172 D PARKER HANNIFIN CORP COM 70109410 50 735 SH SHR/OTHR 01 735 D PARKER HANNIFIN CORP COM 70109410 1070 15459 SH SHARED 02 15459 D PARKER HANNIFIN CORP COM 70109410 3117 45000 SH SHARED 04 45000 D PARKER HANNIFIN CORP COM 70109410 7 105 SH SHARED 05 105 D PARKER HANNIFIN CORP COM 70109410 3167 45720 SH SHARED 06 43860 1860 D PARKER HANNIFIN CORP COM 70109410 60361 871395 SH SHARED 10 840845 30550 D PARKER HANNIFIN CORP COM 70109410 388 5607 SH SHARED 14 5607 D PARKER HANNIFIN CORP COM 70109410 623 9003 SH SHARED 20 2340 6663 D PARKER HANNIFIN CORP COM 70109410 470 6787 SH SHR/OTHR 20 6787 D PARKER HANNIFIN CORP COM 70109410 20 300 SH SHARED 21 300 D PARKER HANNIFIN CORP COM 70109410 37 539 SH SHR/OTHR 22 539 D PARKER HANNIFIN CORP COM 70109410 129 1875 SH SHARED 23 1875 D PARKER HANNIFIN CORP COM 70109410 166 2400 SH SHR/OTHR 23 2400 D PARKERVISION INC COM 70135410 4 566 SH SHARED 566 D PARKERVISION INC COM 70135410 15 1966 SH SHARED 02 1966 D PARKVALE FINL CORP COM 70149210 3 123 SH SHARED 123 D PARKWAY PPTYS INC COM 70159Q10 464 12563 SH SHARED 12563 D PARKWAY PPTYS INC COM 70159Q10 107 2900 SH SHARED 02 2900 D PARKWAY PPTYS INC COM 70159Q10 850 23000 SH SHARED 10 23000 D PARKWAY PPTYS INC COM 70159Q10 7964 215500 SH SHARED 11 215500 D PARLUX FRAGRANCES INC COM 70164510 1 666 SH SHARED 666 D PARLUX FRAGRANCES INC COM 70164510 9 3381 SH SHARED 21 3381 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 214 9568 SH SHARED 9568 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 65 2900 SH SHARED 02 2900 D PARTICLE DRILLING TECHNOLOGI COM 70212G10 1 739 SH SHARED 739 D PATHFINDER BANCORP INC COM 70320A10 70 6246 SH SHARED 6246 D PATNI COMPUTER SYS SPONS ADR 70324820 27 2401 SH SHARED 2401 D PATRICK INDS INC COM 70334310 1 154 SH SHARED 154 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 8 792 SH SHARED 792 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 2 219 SH SHARED 02 219 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 116 11100 SH SHARED 10 11100 D PATRIOT NATL BANCORP INC COM 70336F10 1 80 SH SHARED 80 D PATRIOT COAL CORP COM 70336T10 3 65 SH SHARED 65 D PATRIOT COAL CORP COM 70336T10 890 18952 SH SHARED 18952 D PATRIOT COAL CORP COM 70336T10 28 611 SH SHARED 01 151 460 D PATRIOT COAL CORP COM 70336T10 144 3066 SH SHARED 02 2340 726 D PATRIOT COAL CORP COM 70336T10 136 2900 SH SHARED 06 2900 D PATRIOT COAL CORP COM 70336T10 9 210 SH SHARED 10 210 D PATRIOT COAL CORP COM 70336T10 18 390 SH SHARED 20 190 200 D PATRIOT TRANSN HLDG INC COM 70337B10 0 1 SH SHARED 1 D PATTERSON COMPANIES INC COM 70339510 4344 119688 SH SHARED 119688 D PATTERSON COMPANIES INC COM 70339510 545 15025 SH SHARED 01 15025 D PATTERSON COMPANIES INC COM 70339510 294 8124 SH SHARED 02 8124 D PATTERSON COMPANIES INC COM 70339510 480 13238 SH SHARED 06 12248 990 D PATTERSON COMPANIES INC COM 70339510 2439 67200 SH SHARED 10 67200 D PATTERSON COMPANIES INC COM 70339510 72 2000 SH SHARED 23 2000 D PATTERSON UTI ENERGY INC COM 70348110 8437 322304 SH SHARED 322304 D PATTERSON UTI ENERGY INC COM 70348110 1523 58200 SH SHARED 01 9400 48800 D PATTERSON UTI ENERGY INC COM 70348110 1272 48600 SH SHARED 02 46600 2000 D PATTERSON UTI ENERGY INC COM 70348110 4 160 SH SHARED 05 160 D PATTERSON UTI ENERGY INC COM 70348110 350 13400 SH SHARED 06 11900 1500 D PATTERSON UTI ENERGY INC COM 70348110 319 12200 SH SHARED 10 12200 D PATTERSON UTI ENERGY INC COM 70348110 351 13433 SH SHARED 14 13433 D PATTERSON UTI ENERGY INC COM 70348110 216 8285 SH SHARED 21 8285 D PAULSON CAP CORP COM 70379710 0 48 SH SHARED 48 D PAYCHEX INC COM 70432610 11362 331641 SH SHARED 331641 D PAYCHEX INC COM 70432610 1282 37445 SH SHARED 01 37445 D PAYCHEX INC COM 70432610 274 8000 SH SHR/OTHR 01 8000 D PAYCHEX INC COM 70432610 7341 214282 SH SHARED 02 205501 8781 D PAYCHEX INC COM 70432610 7 210 SH SHARED 05 210 D PAYCHEX INC COM 70432610 1204 35170 SH SHARED 06 32000 3170 D PAYCHEX INC COM 70432610 15735 459298 SH SHARED 10 415398 43900 D PAYCHEX INC COM 70432610 6971 203500 SH SHARED 20 203500 D PAYCHEX INC COM 70432610 482 14073 SH SHARED 21 13123 950 D PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG 13 12000 PRN SHARED 02 12000 D PEABODY ENERGY CORP COM 70454910 33 650 SH SHARED 650 D PEABODY ENERGY CORP COM 70454910 14391 282182 SH SHARED 282182 D PEABODY ENERGY CORP COM 70454910 1712 33575 SH SHARED 01 29470 4105 D PEABODY ENERGY CORP COM 70454910 2156 42291 SH SHARED 02 2998 39293 D PEABODY ENERGY CORP COM 70454910 1785 35000 SH SHARED 04 35000 D PEABODY ENERGY CORP COM 70454910 1413 27720 SH SHARED 06 25300 2420 D PEABODY ENERGY CORP COM 70454910 16913 331636 SH SHARED 10 273236 58400 D PEABODY ENERGY CORP COM 70454910 1402 27500 SH SHARED 14 27500 D PEABODY ENERGY CORP COM 70454910 198 3900 SH SHARED 20 1900 2000 D PEABODY ENERGY CORP COM 70454910 79 1550 SH SHARED 21 1550 D PEABODY ENERGY CORP COM 70454910 565 11080 SH SHARED 24 11080 D PEAPACK-GLADSTONE FINL CORP COM 70469910 5 193 SH SHARED 193 D PEARSON PLC SPONSORED ADR 70501510 1343 98900 SH SHARED 98900 D PEARSON PLC SPONSORED ADR 70501510 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SHARED 06 50450 68590 D PENNEY J C INC COM 70816010 6593 174836 SH SHARED 10 174836 D PENNEY J C INC COM 70816010 71 1900 SH SHARED 14 1900 D PENNEY J C INC COM 70816010 4112 109051 SH SHARED 16 109051 D PENNEY J C INC COM 70816010 90 2400 SH SHR/OTHR 23 2400 D PENNICHUCK CORP COM NEW 70825420 2 110 SH SHARED 110 D PENNSYLVANIA COMM BANCORP IN COM 70867710 3 145 SH SHARED 145 D PENNSYLVANIA COMM BANCORP IN COM 70867710 4 176 SH SHARED 02 176 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 8294 340078 SH SHARED 340078 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 73 3000 SH SHARED 01 3000 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 0 35 SH SHARED 02 35 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 4509 184900 SH SHARED 10 184900 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 41107 1685406 SH SHARED 11 1685406 D PENSKE AUTOMOTIVE GRP INC COM 70959W10 698 35916 SH SHARED 35916 D PENSKE AUTOMOTIVE GRP INC COM 70959W10 547 28150 SH SHARED 01 28150 D PENSKE AUTOMOTIVE GRP INC COM 70959W10 763 39235 SH SHARED 02 39235 D PENSKE AUTOMOTIVE GRP INC COM 70959W10 5873 301800 SH SHARED 10 279600 22200 D PENSON WORLDWIDE INC COM 70960010 45 4901 SH SHARED 4901 D PENTAIR INC COM 70963110 32598 1021886 SH SHARED 1021886 D PENTAIR INC COM 70963110 963 30200 SH SHARED 01 30200 D PENTAIR INC COM 70963110 235 7369 SH SHARED 02 6569 800 D PENTAIR INC COM 70963110 14 470 SH SHARED 06 470 D PENTAIR INC COM 70963110 510 15998 SH SHARED 10 15998 D PENWEST PHARMACEUTICALS CO COM 70975410 0 234 SH SHARED 02 234 D PEOPLES BANCORP INC COM 70978910 13 545 SH SHARED 545 D PEOPLES BANCORP INC COM 70978910 171 7100 SH SHARED 10 7100 D PEOPLES BANCORP N C INC COM 71057710 1 124 SH SHARED 124 D PEOPLES CMNTY BANCORP INC COM 71086E10 0 118 SH SHARED 118 D PEOPLES EDL HLDGS INC COM 71102610 0 35 SH SHARED 35 D PEOPLES FINL CORP MISS COM 71103B10 2 104 SH SHARED 104 D PEOPLES UNITED FINANCIAL INC COM 71270410 1344 77667 SH SHARED 77667 D PEOPLES UNITED FINANCIAL INC COM 71270410 7 422 SH SHARED 01 422 D PEOPLES UNITED FINANCIAL INC COM 71270410 138 7996 SH SHARED 02 7996 D PEOPLES UNITED FINANCIAL INC COM 71270410 83 4800 SH SHARED 06 1800 3000 D PEOPLES UNITED FINANCIAL INC COM 71270410 157 9100 SH SHARED 10 9100 D PEOPLES UNITED FINANCIAL INC COM 71270410 285 16510 SH SHARED 14 16510 D PEOPLESUPPORT INC COM 71271430 54 5972 SH SHARED 5972 D PEOPLESUPPORT INC COM 71271430 20 2300 SH SHARED 01 2300 D PEOPLESUPPORT INC COM 71271430 343 37700 SH SHARED 10 37700 D PEP BOYS MANNY MOE & JACK COM 71327810 252 25381 SH SHARED 25381 D PEP BOYS MANNY MOE & JACK COM 71327810 3 330 SH SHARED 01 330 D PEP BOYS MANNY MOE & JACK COM 71327810 46 4702 SH SHARED 02 4702 D PEP BOYS MANNY MOE & JACK COM 71327810 232 23300 SH SHARED 10 23300 D PEPCO HOLDINGS INC COM 71329110 10669 431626 SH SHARED 431626 D PEPCO HOLDINGS INC COM 71329110 336 13608 SH SHARED 01 13608 D PEPCO HOLDINGS INC COM 71329110 363 14717 SH SHARED 02 14717 D PEPCO HOLDINGS INC COM 71329110 556 22530 SH SHARED 06 20000 2530 D PEPCO HOLDINGS INC COM 71329110 2543 102900 SH SHARED 10 102900 D PEPCO HOLDINGS INC COM 71329110 24 1000 SH SHARED 14 1000 D PEPCO HOLDINGS INC COM 71329110 7 300 SH SHARED 23 300 D PEPSI BOTTLING GROUP INC COM 71340910 9115 268825 SH SHARED 179425 89400 D PEPSI BOTTLING GROUP INC COM 71340910 2386 70392 SH SHARED 01 65303 5089 D PEPSI BOTTLING GROUP INC COM 71340910 123 3650 SH SHR/OTHR 01 3650 D PEPSI BOTTLING GROUP INC COM 71340910 5851 172567 SH SHARED 02 172567 D PEPSI BOTTLING GROUP INC COM 71340910 1185 34950 SH SHARED 06 33950 1000 D PEPSI BOTTLING GROUP INC COM 71340910 60362 1780093 SH SHARED 10 1611593 168500 D PEPSI BOTTLING GROUP INC COM 71340910 316 9326 SH SHARED 14 9326 D PEPSI BOTTLING GROUP INC COM 71340910 16 500 SH SHARED 20 500 D PEPSI BOTTLING GROUP INC COM 71340910 11 350 SH SHR/OTHR 21 350 D PEPSI BOTTLING GROUP INC COM 71340910 9 275 SH SHARED 22 275 D PEPSIAMERICAS INC COM 71343P20 214 8421 SH SHARED 4221 4200 D PEPSIAMERICAS INC COM 71343P20 998 39100 SH SHARED 01 14700 24400 D PEPSIAMERICAS INC COM 71343P20 249 9761 SH SHARED 02 9596 165 D PEPSIAMERICAS INC COM 71343P20 5474 214442 SH SHARED 10 158542 55900 D PEPSIAMERICAS INC COM 71343P20 76 3000 SH SHARED 23 3000 D PEPSICO INC COM 71344810 448 6212 SH SHARED 6212 D PEPSICO INC COM 71344810 165677 2294708 SH SHARED 2237643 57065 D PEPSICO INC COM 71344810 35499 491686 SH SHARED 01 308195 183491 D PEPSICO INC COM 71344810 6734 93282 SH SHR/OTHR 01 93282 D PEPSICO INC COM 71344810 6765 93707 SH SHARED 02 42571 51136 D PEPSICO INC COM 71344810 2093 29000 SH SHARED 04 29000 D PEPSICO INC COM 71344810 49 690 SH SHARED 05 690 D PEPSICO INC COM 71344810 13777 190825 SH SHARED 06 173935 16890 D PEPSICO INC COM 71344810 288239 3992241 SH SHARED 10 3883671 108570 D PEPSICO INC COM 71344810 1115 15451 SH SHARED 14 15451 D PEPSICO INC COM 71344810 4152 57520 SH SHARED 15 57520 D PEPSICO INC COM 71344810 303 4198 SH SHARED 19 4198 D PEPSICO INC COM 71344810 7650 105958 SH SHARED 20 34785 100 71073 D PEPSICO INC COM 71344810 8382 116107 SH SHR/OTHR 20 116107 D PEPSICO INC COM 71344810 1017 14090 SH SHARED 21 4310 9780 D PEPSICO INC COM 71344810 527 7300 SH SHR/OTHR 21 7300 D PEPSICO INC COM 71344810 1825 25287 SH SHARED 22 10617 14670 D PEPSICO INC COM 71344810 545 7562 SH SHR/OTHR 22 7562 D PEPSICO INC COM 71344810 12438 172282 SH SHARED 23 155107 17175 D PEPSICO INC COM 71344810 20259 280604 SH SHR/OTHR 23 280604 D PERCEPTRON INC COM 71361F10 7 605 SH SHARED 605 D PERCEPTRON INC COM 71361F10 15 1220 SH SHARED 02 1220 D PERDIGAO S A COMERCIO E INDS SP ADR COM NEW 71361V30 342 7518 SH SHARED 7518 D PEREGRINE PHARMACEUTICALS IN COM 71366110 2 5896 SH SHARED 5896 D PERFECT WORLD CO LTD SPON ADR REP B 71372U10 371 16339 SH SHARED 16339 D PERFECT WORLD CO LTD SPON ADR REP B 71372U10 16 714 SH SHARED 02 714 D PERFICIENT INC COM 71375U10 219 27590 SH SHARED 27590 D PERFICIENT INC COM 71375U10 121 15299 SH SHARED 02 15299 D PERFICIENT INC COM 71375U10 2289 288400 SH SHARED 10 288400 D PERFORMANCE FOOD GROUP CO COM 71375510 594 18200 SH SHARED 10 18200 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 24 5323 SH SHARED 5323 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 1 380 SH SHARED 02 380 D PERICOM SEMICONDUCTOR CORP COM 71383110 404 27523 SH SHARED 27523 D PERICOM SEMICONDUCTOR CORP COM 71383110 76 5200 SH SHARED 01 5200 D PERICOM SEMICONDUCTOR CORP COM 71383110 3605 245600 SH SHARED 10 245600 D PERINI CORP COM 71383910 874 24144 SH SHARED 24144 D PERINI CORP COM 71383910 1594 44000 SH SHARED 01 44000 D PERINI CORP COM 71383910 1420 39200 SH SHR/OTHR 01 39200 D PERINI CORP COM 71383910 520 14360 SH SHARED 02 14360 D PERINI CORP COM 71383910 445 12295 SH SHARED 06 12295 D PERINI CORP COM 71383910 17538 484100 SH SHARED 10 484100 D PERKINELMER INC COM 71404610 4299 177309 SH SHARED 177309 D PERKINELMER INC COM 71404610 523 21600 SH SHARED 01 21600 D PERKINELMER INC COM 71404610 57 2353 SH SHARED 02 2353 D PERKINELMER INC COM 71404610 282 11650 SH SHARED 06 11650 D PERKINELMER INC COM 71404610 15841 653249 SH SHARED 10 653249 D PERMA-FIX ENVIRONMENTAL SVCS COM 71415710 52 32256 SH SHARED 32256 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 463 20932 SH SHARED 20932 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 170 7700 SH SHARED 01 5700 2000 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 49 2230 SH SHARED 02 2230 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 88 4000 SH SHR/OTHR 20 4000 D PEROT SYS CORP CL A 71426510 81 5405 SH SHARED 5405 D PEROT SYS CORP CL A 71426510 17 1180 SH SHARED 02 1180 D PEROT SYS CORP CL A 71426510 575 38240 SH SHARED 10 38240 D PERRIGO CO COM 71429010 356 9452 SH SHARED 9452 D PERRIGO CO COM 71429010 1267 33600 SH SHARED 01 7300 26300 D PERRIGO CO COM 71429010 253 6731 SH SHARED 02 3395 3336 D PERRIGO CO COM 71429010 22932 607794 SH SHARED 10 607794 D PERRIGO CO COM 71429010 12 329 SH SHARED 20 329 D PERRIGO CO COM 71429010 9 242 SH SHARED 21 242 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 3439 82001 SH SHARED 82001 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 939 22400 SH SHARED 01 22400 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 4 100 SH SHARED 02 100 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 5108 121800 SH SHARED 04 121800 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 20869 497600 SH SHARED 06 120350 377250 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 99219 2365755 SH SHARED 10 1956555 409200 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 310 7400 SH SHARED 15 7400 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 1658 39550 SH SHARED 24 39550 D PERVASIVE SOFTWARE INC COM 71571010 1 500 SH SHARED 500 D PERVASIVE SOFTWARE INC COM 71571010 5 1360 SH SHARED 02 1360 D PETMED EXPRESS INC COM 71638210 30 2757 SH SHARED 2757 D PETMED EXPRESS INC COM 71638210 11 1030 SH SHARED 02 1030 D PETRO-CDA COM 71644E10 18158 418292 SH SHARED 415292 3000 D PETRO-CDA COM 71644E10 167 3858 SH SHARED 01 1858 2000 D PETRO-CDA COM 71644E10 47 1095 SH SHARED 02 1095 D PETRO-CDA COM 71644E10 46040 1060600 SH SHARED 04 1060600 D PETRO-CDA COM 71644E10 13 300 SH SHARED 05 300 D PETRO-CDA COM 71644E10 2609 60111 SH SHARED 06 57611 2500 D PETRO-CDA COM 71644E10 6003 138300 SH SHARED 10 138300 D PETRO-CDA COM 71644E10 532 12269 SH SHARED 14 10300 1969 D PETRO-CDA COM 71644E10 86 2000 SH SHARED 23 2000 D PETRO-CDA COM 71644E10 260 6000 SH SHR/OTHR 23 6000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 40 325 SH SHARED 325 D PETROCHINA CO LTD SPONSORED ADR 71646E10 1758 14036 SH SHARED 14036 D PETROCHINA CO LTD SPONSORED ADR 71646E10 601 4800 SH SHARED 01 4800 D PETROCHINA CO LTD SPONSORED ADR 71646E10 18 150 SH SHR/OTHR 01 150 D PETROCHINA CO LTD SPONSORED ADR 71646E10 10712 85485 SH SHARED 02 85250 235 D PETROCHINA CO LTD SPONSORED ADR 71646E10 388 3100 SH SHARED 04 3100 D PETROCHINA CO LTD SPONSORED ADR 71646E10 33614 268250 SH SHARED 10 183650 84600 D PETROCHINA CO LTD SPONSORED ADR 71646E10 375 3000 SH SHARED 14 3000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 187 1500 SH SHARED 15 1500 D PETROCHINA CO LTD SPONSORED ADR 71646E10 250 2000 SH SHARED 23 2000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 626 5000 SH SHR/OTHR 23 5000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 350 2800 SH SHARED 24 2800 D PETRO RES CORP COM 71646K10 0 587 SH SHARED 587 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 898 79134 SH SHARED 79134 D PETROHAWK ENERGY CORP COM 71649510 1010 50086 SH SHARED 50086 D PETROHAWK ENERGY CORP COM 71649510 1059 52511 SH SHARED 01 52511 D PETROHAWK ENERGY CORP COM 71649510 88 4410 SH SHARED 02 4410 D PETROHAWK ENERGY CORP COM 71649510 13532 670900 SH SHARED 10 670900 D PETROHAWK ENERGY CORP COM 71649510 51 2536 SH SHARED 21 2536 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 11052 130500 SH SHARED 130500 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 70004 826596 SH SHARED 789828 36768 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 2 25 SH SHARED 02 25 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 12610 148900 SH SHARED 04 148900 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 59 700 SH SHARED 06 700 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 132726 1567200 SH SHARED 10 1567200 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 2583 30500 SH SHARED 14 30500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1375 13472 SH SHARED 6472 7000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 64157 628314 SH SHARED 627214 1100 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 36443 356908 SH SHARED 01 356758 150 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 20 200 SH SHR/OTHR 01 200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 7595 74386 SH SHARED 02 55463 18923 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 726 7110 SH SHARED 04 7110 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 219451 2149165 SH SHARED 04 2149165 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 36278 355290 SH SHARED 06 154790 200500 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 280965 2751600 SH SHARED 10 2406600 345000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 3471 34000 SH SHARED 14 15200 18800 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 643 6300 SH SHARED 15 6300 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 22 225 SH SHARED 20 225 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 2144 20999 SH SHARED 24 20999 D PETROLEUM & RES CORP COM 71654910 87 2406 SH SHARED 02 2406 D PETROLEUM DEV CORP COM 71657810 89 1298 SH SHARED 1298 D PETROLEUM DEV CORP COM 71657810 20 300 SH SHARED 01 300 D PETROLEUM DEV CORP COM 71657810 580 8382 SH SHARED 10 8382 D PETROLEUM DEV CORP COM 71657810 14 209 SH SHARED 21 209 D PETROQUEST ENERGY INC COM 71674810 161 9287 SH SHARED 9287 D PETROQUEST ENERGY INC COM 71674810 91 5260 SH SHARED 01 5260 D PETROQUEST ENERGY INC COM 71674810 141 8153 SH SHARED 02 8153 D PETROQUEST ENERGY INC COM 71674810 13627 785874 SH SHARED 10 785874 D PETROQUEST ENERGY INC COM 71674810 34 2000 SH SHR/OTHR 20 2000 D PETROQUEST ENERGY INC COM 71674810 92 5306 SH SHARED 21 2470 2836 D PETSMART INC COM 71676810 645 31592 SH SHARED 31592 D PETSMART INC COM 71676810 818 40050 SH SHARED 01 1250 38800 D PETSMART INC COM 71676810 60 2951 SH SHARED 02 2866 85 D PETSMART INC COM 71676810 29 1450 SH SHARED 06 750 700 D PETSMART INC COM 71676810 648 31710 SH SHARED 10 31710 D PETSMART INC COM 71676810 61 3000 SH SHARED 21 3000 D PHARMACYCLICS INC COM 71693310 0 560 SH SHARED 560 D PFIZER INC COM 71708110 10308 492511 SH SHARED 31700 460811 D PFIZER INC COM 71708110 502953 24030272 SH SHARED 23790016 240250 D PFIZER INC COM 71708110 31319 1496403 SH SHARED 01 1193201 303202 D PFIZER INC COM 71708110 2366 113071 SH SHR/OTHR 01 113071 D PFIZER INC COM 71708110 16256 776709 SH SHARED 02 431240 345469 D PFIZER INC COM 71708110 245 11709 SH SHARED 04 11709 D PFIZER INC COM 71708110 11721 560015 SH SHARED 04 560015 D PFIZER INC COM 71708110 61 2930 SH SHARED 05 2930 D PFIZER INC COM 71708110 43164 2062326 SH SHARED 06 960464 1101862 D PFIZER INC COM 71708110 487624 23297888 SH SHARED 10 21834320 1463571 D PFIZER INC COM 71708110 86 4125 SH SHR/OTHR 10 4125 D PFIZER INC COM 71708110 4758 227363 SH SHARED 14 7800 219563 D PFIZER INC COM 71708110 3812 182168 SH SHARED 15 182168 D PFIZER INC COM 71708110 292 13965 SH SHARED 19 13965 D PFIZER INC COM 71708110 2742 131010 SH SHARED 20 52012 78998 D PFIZER INC COM 71708110 5869 280412 SH SHR/OTHR 20 280412 D PFIZER INC COM 71708110 622 29724 SH SHARED 21 28254 1470 D PFIZER INC COM 71708110 5307 253600 SH SHR/OTHR 21 253600 D PFIZER INC COM 71708110 523 24990 SH SHARED 22 11384 13606 D PFIZER INC COM 71708110 476 22760 SH SHR/OTHR 22 22760 D PFIZER INC COM 71708110 4082 195035 SH SHARED 23 168365 26670 D PFIZER INC COM 71708110 10458 499688 SH SHR/OTHR 23 499688 D PFIZER INC COM 71708110 460 22000 SH SHARED 24 22000 D PFSWEB INC COM 71709810 1 1211 SH SHARED 1211 D PFSWEB INC COM 71709810 8 9500 SH SHARED 02 9500 D PHARMACOPEIA INC COM 7171EP10 13 3770 SH SHARED 3770 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 6618 94900 SH SHARED 94900 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 14476 207580 SH SHARED 02 206350 1230 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 62 900 SH SHARED 15 900 D PHARMACEUTICAL PROD DEV INC COM 71712410 1051 25097 SH SHARED 25097 D PHARMACEUTICAL PROD DEV INC COM 71712410 1860 44400 SH SHARED 01 11500 32900 D PHARMACEUTICAL PROD DEV INC COM 71712410 235 5609 SH SHARED 02 3109 2500 D PHARMACEUTICAL PROD DEV INC COM 71712410 25 600 SH SHARED 06 600 D PHARMACEUTICAL PROD DEV INC COM 71712410 27621 659228 SH SHARED 10 659228 D PHARMACEUTICAL PROD DEV INC COM 71712410 3 80 SH SHARED 21 80 D PHARMACEUTICAL PROD DEV INC COM 71712410 12 300 SH SHR/OTHR 23 300 D PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC 4565 5200000 PRN SHARED 02 5200000 D PHARMOS CORP COM PAR $.03 71713930 0 445 SH SHARED 445 D PHARMERICA CORP COM 71714F10 58 3513 SH SHARED 3513 D PHARMERICA CORP COM 71714F10 0 1 SH SHARED 01 1 D PHARMERICA CORP COM 71714F10 0 25 SH SHARED 02 25 D PHARMERICA CORP COM 71714F10 91 5500 SH SHARED 06 5500 D PHARMERICA CORP COM 71714F10 193 11683 SH SHARED 10 11683 D PHARMATHENE INC COM 71714G10 1 323 SH SHARED 323 D PHARMANET DEV GROUP INC COM 71714810 268 10635 SH SHARED 10635 D PHARMANET DEV GROUP INC COM 71714810 94 3750 SH SHARED 01 3750 D PHARMANET DEV GROUP INC COM 71714810 1081 42862 SH SHARED 10 42862 D PHARMASSET INC COM 71715N10 105 5861 SH SHARED 5861 D PHARMASSET INC COM 71715N10 82 4600 SH SHARED 02 4600 D PHARSIGHT CORP COM NEW 71721Q20 0 165 SH SHARED 165 D PHASE FORWARD INC COM 71721R40 0 29 SH SHARED 29 D PHASE FORWARD INC COM 71721R40 13 800 SH SHARED 01 800 D PHASE FORWARD INC COM 71721R40 34 2002 SH SHARED 02 2002 D PHASE FORWARD INC COM 71721R40 1293 75751 SH SHARED 10 75751 D PHAZAR CORP COM 71722R10 0 60 SH SHARED 60 D PHILADELPHIA CONS HLDG CORP COM 71752810 135 4195 SH SHARED 4195 D PHILADELPHIA CONS HLDG CORP COM 71752810 231 7200 SH SHARED 02 7200 D PHILADELPHIA CONS HLDG CORP COM 71752810 483 15000 SH SHARED 10 15000 D PHILADELPHIA CONS HLDG CORP COM 71752810 11 358 SH SHARED 21 358 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 824 12401 SH SHARED 12401 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 93 1400 SH SHARED 10 1400 D PHILLIPS VAN HEUSEN CORP COM 71859210 1539 40599 SH SHARED 40599 D PHILLIPS VAN HEUSEN CORP COM 71859210 1372 36200 SH SHARED 01 19500 16700 D PHILLIPS VAN HEUSEN CORP COM 71859210 872 23000 SH SHR/OTHR 01 23000 D PHILLIPS VAN HEUSEN CORP COM 71859210 44 1173 SH SHARED 02 843 330 D PHILLIPS VAN HEUSEN CORP COM 71859210 2275 60000 SH SHARED 05 60000 D PHILLIPS VAN HEUSEN CORP COM 71859210 32219 849664 SH SHARED 10 849664 D PHILLIPS VAN HEUSEN CORP COM 71859210 37 980 SH SHARED 21 980 D PHOENIX COS INC NEW COM 71902E10 216 17735 SH SHARED 17735 D PHOENIX COS INC NEW COM 71902E10 334 27400 SH SHARED 01 27400 D PHOENIX COS INC NEW COM 71902E10 163 13364 SH SHARED 02 7344 6020 D PHOENIX COS INC NEW COM 71902E10 603 49400 SH SHARED 10 49400 D PHOENIX COS INC NEW COM 71902E10 2 214 SH SHARED 23 214 D PHOENIX FOOTWEAR GROUP INC COM 71903M10 0 153 SH SHARED 153 D PHOENIX TECHNOLOGY LTD COM 71915310 10 697 SH SHARED 697 D PHOENIX TECHNOLOGY LTD COM 71915310 227 14500 SH SHARED 02 14500 D PHOENIX TECHNOLOGY LTD COM 71915310 447 28600 SH SHARED 10 28600 D PHOTOMEDEX INC COM 71935810 1 1630 SH SHARED 1630 D PHOTON DYNAMICS INC COM 71936410 4 432 SH SHARED 432 D PHOTON DYNAMICS INC COM 71936410 9 935 SH SHARED 02 935 D PHOTRONICS INC COM 71940510 487 51095 SH SHARED 51095 D PHOTRONICS INC COM 71940510 45 4800 SH SHARED 02 4800 D PHOTRONICS INC COM 71940510 449 47100 SH SHARED 10 47100 D PHYSICIANS FORMULA HLDGS INC COM 71942710 65 7343 SH SHARED 7343 D PHYSICIANS FORMULA HLDGS INC COM 71942710 111 12501 SH SHARED 02 12501 D PIEDMONT NAT GAS INC COM 72018610 322 12265 SH SHARED 12265 D PIEDMONT NAT GAS INC COM 72018610 26 1000 SH SHARED 01 1000 D PIEDMONT NAT GAS INC COM 72018610 18 700 SH SHARED 02 700 D PIEDMONT NAT GAS INC COM 72018610 803 30600 SH SHARED 10 30600 D PIEDMONT NAT GAS INC COM 72018610 94 3600 SH SHR/OTHR 22 3600 D PIEDMONT NAT GAS INC COM 72018610 78 3000 SH SHR/OTHR 23 3000 D PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH 1254 1500000 PRN SHARED 1500000 D PIER 1 IMPORTS INC COM 72027910 3450 549492 SH SHARED 549492 D PIER 1 IMPORTS INC COM 72027910 781 124401 SH SHARED 02 123100 1301 D PIER 1 IMPORTS INC COM 72027910 254 40500 SH SHARED 10 40500 D PIKE ELEC CORP COM 72128310 181 13002 SH SHARED 13002 D PIKE ELEC CORP COM 72128310 112 8100 SH SHARED 02 8100 D PILGRIMS PRIDE CORP COM 72146710 7773 384260 SH SHARED 384260 D PILGRIMS PRIDE CORP COM 72146710 349 17300 SH SHARED 01 17300 D PILGRIMS PRIDE CORP COM 72146710 94 4680 SH SHARED 02 4680 D PILGRIMS PRIDE CORP COM 72146710 13875 685900 SH SHARED 10 685900 D PIMCO MUNICIPAL INCOME FD COM 72200R10 8 500 SH SHARED 500 D PIMCO MUNICIPAL INCOME FD COM 72200R10 45 2800 SH SHARED 02 2800 D PIMCO CORPORATE INCOME FD COM 72200U10 42 3000 SH SHARED 01 3000 D PIMCO CORPORATE INCOME FD COM 72200U10 28 2000 SH SHARED 02 2000 D PIMCO MUN INCOME FD II COM 72200W10 138 10000 SH SHARED 01 10000 D PIMCO MUN INCOME FD II COM 72200W10 146 10600 SH SHARED 02 10600 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 8 800 SH SHARED 800 D PIMCO CORPORATE OPP FD COM 72201B10 41 2870 SH SHARED 02 2870 D PIMCO FLOATING RATE INCOME F COM 72201H10 216 15024 SH SHARED 15024 D PIMCO FLOATING RATE INCOME F COM 72201H10 86 6000 SH SHARED 02 6000 D PIMCO FLOATING RATE STRTGY F COM 72201J10 4185 333248 SH SHARED 333248 D PIMCO FLOATING RATE STRTGY F COM 72201J10 100 8000 SH SHARED 02 8000 D PIMCO GLOBAL STOCKSPLS INCM COM 72201110 133 6000 SH SHARED 6000 D PIMCO HIGH INCOME FD COM SHS 72201410 4 400 SH SHARED 02 400 D PINNACLE AIRL CORP COM 72344310 251 28800 SH SHARED 28800 D PINNACLE AIRL CORP COM 72344310 21 2430 SH SHARED 01 2430 D PINNACLE AIRL CORP COM 72344310 492 56400 SH SHARED 10 56400 D PINNACLE DATA SYS INC COM 72345410 0 135 SH SHARED 135 D PINNACLE ENTMT INC COM 72345610 351 27471 SH SHARED 27471 D PINNACLE ENTMT INC COM 72345610 5237 409177 SH SHARED 10 409177 D PINNACLE ENTMT INC COM 72345610 1164 91000 SH SHARED 14 91000 D PINNACLE GAS RESOURCES INC COM 72346430 0 99 SH SHARED 99 D PINNACLE WEST CAP CORP COM 72348410 4396 125335 SH SHARED 125335 D PINNACLE WEST CAP CORP COM 72348410 389 11114 SH SHARED 01 11114 D PINNACLE WEST CAP CORP COM 72348410 122 3500 SH SHR/OTHR 01 3500 D PINNACLE WEST CAP CORP COM 72348410 971 27692 SH SHARED 02 27692 D PINNACLE WEST CAP CORP COM 72348410 325 9270 SH SHARED 06 8450 820 D PINNACLE WEST CAP CORP COM 72348410 1976 56330 SH SHARED 10 56330 D PINNACLE WEST CAP CORP COM 72348410 420 12000 SH SHARED 14 12000 D PINNACLE WEST CAP CORP COM 72348410 45 1286 SH SHARED 21 1286 D PIONEER DIV HIGH INCOME TRUS COM BENE INTER 72365310 6018 317290 SH SHARED 317290 D PIONEER DRILLING CO COM 72365510 37 2364 SH SHARED 2364 D PIONEER DRILLING CO COM 72365510 17 1085 SH SHARED 02 1085 D PIONEER DRILLING CO COM 72365510 3099 194555 SH SHARED 10 194555 D PIONEER HIGH INCOME TR COM 72369H10 1516 115300 SH SHARED 10 115300 D PIONEER FLOATING RATE TR COM 72369J10 6781 488548 SH SHARED 488548 D PIONEER MUN & EQUITY INCOME COM 72376110 6683 561643 SH SHARED 561643 D PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH 55 50000 PRN SHARED 02 50000 D PIONEER NAT RES CO COM 72378710 19700 401072 SH SHARED 401072 D PIONEER NAT RES CO COM 72378710 1862 37925 SH SHARED 01 625 37300 D PIONEER NAT RES CO COM 72378710 45 930 SH SHARED 02 930 D PIONEER NAT RES CO COM 72378710 736 15000 SH SHARED 04 15000 D PIONEER NAT RES CO COM 72378710 5 110 SH SHARED 05 110 D PIONEER NAT RES CO COM 72378710 105 2150 SH SHARED 06 550 1600 D PIONEER NAT RES CO COM 72378710 446 9100 SH SHARED 10 9100 D PIONEER NAT RES CO COM 72378710 62 1280 SH SHARED 21 1280 D PIPER JAFFRAY COS COM 72407810 2355 69367 SH SHARED 69367 D PIPER JAFFRAY COS COM 72407810 33 974 SH SHARED 01 974 D PIPER JAFFRAY COS COM 72407810 179 5284 SH SHARED 02 5284 D PIPER JAFFRAY COS COM 72407810 550 16217 SH SHARED 10 16217 D PIPER JAFFRAY COS COM 72407810 1 43 SH SHARED 20 43 D PIPEX PHARM INC COM NEW 72415320 0 222 SH SHARED 222 D PITNEY BOWES INC COM 72447910 10867 310316 SH SHARED 310316 D PITNEY BOWES INC COM 72447910 1661 47448 SH SHARED 01 47448 D PITNEY BOWES INC COM 72447910 1008 28796 SH SHARED 02 25530 3266 D PITNEY BOWES INC COM 72447910 3 100 SH SHARED 05 100 D PITNEY BOWES INC COM 72447910 779 22260 SH SHARED 06 19800 2460 D PITNEY BOWES INC COM 72447910 4087 116709 SH SHARED 10 116709 D PITNEY BOWES INC COM 72447910 294 8400 SH SHARED 14 8400 D PITNEY BOWES INC COM 72447910 140 4000 SH SHR/OTHR 20 4000 D PITNEY BOWES INC COM 72447910 112 3200 SH SHARED 23 3200 D PITNEY BOWES INC COM 72447910 1773 50647 SH SHR/OTHR 23 50647 D PITTSBURGH & W VA RR SH BEN INT 72481910 0 39 SH SHARED 39 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 584 840000 PRN SHARED 840000 D PIXELWORKS INC COM 72581M10 0 1264 SH SHARED 1264 D PIXELPLUS CO LTD ADR 72582A10 18 31990 SH SHARED 31990 D PIZZA INN INC NEW COM 72584810 0 142 SH SHARED 142 D PLACER DOME INC DBCV 2.750%10/1 725906AK 36 20000 PRN SHARED 02 20000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 55900 1175857 SH SHARED 1175857 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 6358 133745 SH SHARED 02 133745 D PLAINS EXPL& PRODTN CO COM 72650510 1142 21502 SH SHARED 21502 D PLAINS EXPL& PRODTN CO COM 72650510 3178 59810 SH SHARED 01 23188 36622 D PLAINS EXPL& PRODTN CO COM 72650510 253 4763 SH SHARED 02 2652 2111 D PLAINS EXPL& PRODTN CO COM 72650510 100 1900 SH SHARED 06 400 1500 D PLAINS EXPL& PRODTN CO COM 72650510 566 10660 SH SHARED 10 10660 D PLAINS EXPL& PRODTN CO COM 72650510 8 160 SH SHARED 21 160 D PLAINS EXPL& PRODTN CO COM 72650510 69 1300 SH SHARED 23 1300 D PLANAR SYS INC COM 72690010 439 109527 SH SHARED 109527 D PLANAR SYS INC COM 72690010 0 100 SH SHARED 02 100 D PLANETOUT INC COM NEW 72705820 0 93 SH SHARED 93 D PLANTRONICS INC NEW COM 72749310 411 21285 SH SHARED 21285 D PLANTRONICS INC NEW COM 72749310 354 18375 SH SHARED 01 3075 15300 D PLANTRONICS INC NEW COM 72749310 26 1380 SH SHARED 02 1380 D PLANTRONICS INC NEW COM 72749310 1829 94733 SH SHARED 10 94733 D PLATO LEARNING INC COM 72764Y10 18 6284 SH SHARED 6284 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLATINUM GROUP METALS LTD COM NEW 72765Q20 153 52500 SH SHARED 52500 D PLEXUS CORP COM 72913210 2677 95446 SH SHARED 95446 D PLEXUS CORP COM 72913210 468 16700 SH SHARED 01 12000 4700 D PLEXUS CORP COM 72913210 9 340 SH SHARED 02 340 D PLEXUS CORP COM 72913210 922 32900 SH SHARED 10 32900 D PLUG POWER INC COM 72919P10 99 31961 SH SHARED 31961 D PLUG POWER INC COM 72919P10 143 46090 SH SHARED 02 42590 3500 D PLUG POWER INC COM 72919P10 14850 4775000 SH SHARED 04 4775000 D PLUM CREEK TIMBER CO INC COM 72925110 42 1047 SH SHARED 1047 D PLUM CREEK TIMBER CO INC COM 72925110 8536 209741 SH SHARED 209741 D PLUM CREEK TIMBER CO INC COM 72925110 1391 34189 SH SHARED 01 25189 9000 D PLUM CREEK TIMBER CO INC COM 72925110 1444 35482 SH SHARED 02 27917 7565 D PLUM CREEK TIMBER CO INC COM 72925110 71145 1748034 SH SHARED 04 1748034 D PLUM CREEK TIMBER CO INC COM 72925110 18743 460525 SH SHARED 05 460525 D PLUM CREEK TIMBER CO INC COM 72925110 1308 32156 SH SHARED 06 6300 25856 D PLUM CREEK TIMBER CO INC COM 72925110 5992 147224 SH SHARED 10 147224 D PLUM CREEK TIMBER CO INC COM 72925110 49 1222 SH SHARED 23 1222 D PLUM CREEK TIMBER CO INC COM 72925110 243 5981 SH SHR/OTHR 23 5981 D PLUMAS BANCORP COM 72927310 1 116 SH SHARED 116 D POINT 360 COM 73050710 0 159 SH SHARED 159 D POKERTEK INC COM 73086410 0 143 SH SHARED 143 D POLARIS ACQUISITION CORP COM 73104R10 317 34700 SH SHARED 34700 D POLARIS INDS INC COM 73106810 2687 65525 SH SHARED 65525 D POLARIS INDS INC COM 73106810 9 220 SH SHARED 02 220 D POLARIS INDS INC COM 73106810 520 12700 SH SHARED 06 12700 D POLARIS INDS INC COM 73106810 596 14553 SH SHARED 10 14553 D POLARIS INDS INC COM 73106810 28 700 SH SHR/OTHR 23 700 D POLO RALPH LAUREN CORP CL A 73157210 56541 969998 SH SHARED 969998 D POLO RALPH LAUREN CORP CL A 73157210 107 1840 SH SHARED 01 1840 D POLO RALPH LAUREN CORP CL A 73157210 58 1000 SH SHR/OTHR 01 1000 D POLO RALPH LAUREN CORP CL A 73157210 254 4366 SH SHARED 02 4191 175 D POLO RALPH LAUREN CORP CL A 73157210 26405 453000 SH SHARED 04 453000 D POLO RALPH LAUREN CORP CL A 73157210 6411 110000 SH SHARED 05 110000 D POLO RALPH LAUREN CORP CL A 73157210 387 6650 SH SHARED 06 6250 400 D POLO RALPH LAUREN CORP CL A 73157210 1554 26676 SH SHARED 10 26676 D POLO RALPH LAUREN CORP CL A 73157210 3893 66799 SH SHARED 16 66799 D POLO RALPH LAUREN CORP CL A 73157210 11 200 SH SHARED 20 200 D POLO RALPH LAUREN CORP CL A 73157210 139 2400 SH SHARED 23 2400 D POLYCOM INC COM 73172K10 395 17542 SH SHARED 17542 D POLYCOM INC COM 73172K10 786 34900 SH SHARED 01 6300 28600 D POLYCOM INC COM 73172K10 93 4126 SH SHARED 02 3716 410 D POLYCOM INC COM 73172K10 21318 945800 SH SHARED 10 945800 D POLYONE CORP COM 73179P10 465 73031 SH SHARED 73031 D POLYONE CORP COM 73179P10 7 1240 SH SHARED 02 1240 D POLYONE CORP COM 73179P10 365 57300 SH SHARED 10 57300 D POLYPORE INTL INC COM 73179V10 145 7042 SH SHARED 7042 D POLYPORE INTL INC COM 73179V10 0 23 SH SHARED 02 23 D POLYPORE INTL INC COM 73179V10 122 5900 SH SHARED 10 5900 D POMEROY IT SOLUTIONS INC COM 73182210 290 52585 SH SHARED 52585 D POLYMET MINING CORP COM 73191610 74 23500 SH SHARED 23500 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 0 203 SH SHARED 203 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 2 630 SH SHARED 01 630 D POOL CORPORATION COM 73278L10 198 10513 SH SHARED 10513 D POOL CORPORATION COM 73278L10 70 3712 SH SHARED 01 3712 D POOL CORPORATION COM 73278L10 54 2900 SH SHARED 02 2900 D POOL CORPORATION COM 73278L10 425 22523 SH SHARED 06 22523 D POOL CORPORATION COM 73278L10 69 3659 SH SHARED 10 3659 D POOL CORPORATION COM 73278L10 3 192 SH SHARED 21 192 D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 73285710 3 99 SH SHARED 99 D POPULAR INC COM 73317410 276 23695 SH SHARED 23695 D POPULAR INC COM 73317410 364 31300 SH SHARED 01 27800 3500 D POPULAR INC COM 73317410 684 58700 SH SHARED 10 49600 9100 D PORTEC RAIL PRODS INC COM 73621210 12 1091 SH SHARED 1091 D PORTER BANCORP INC COM 73623310 333 18306 SH SHARED 18306 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 2206 51457 SH SHARED 51457 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 952 22200 SH SHARED 01 22200 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1381 32200 SH SHR/OTHR 01 32200 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 56 1320 SH SHARED 02 1320 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 14503 338160 SH SHARED 10 338160 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 6 149 SH SHARED 20 149 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 9 212 SH SHARED 21 212 D PORTLAND GEN ELEC CO COM NEW 73650884 0 8 SH SHARED 8 D PORTLAND GEN ELEC CO COM NEW 73650884 2013 89302 SH SHARED 89302 D PORTLAND GEN ELEC CO COM NEW 73650884 239 10600 SH SHARED 01 10600 D PORTLAND GEN ELEC CO COM NEW 73650884 103 4598 SH SHARED 02 4598 D PORTLAND GEN ELEC CO COM NEW 73650884 2791 123800 SH SHARED 10 123800 D POSSIS MEDICAL INC COM 73740710 8 456 SH SHARED 456 D POST PPTYS INC COM 73746410 29304 758803 SH SHARED 758803 D POST PPTYS INC COM 73746410 54 1400 SH SHARED 01 1400 D POST PPTYS INC COM 73746410 4 115 SH SHARED 02 90 25 D POST PPTYS INC COM 73746410 6969 180475 SH SHARED 10 180475 D POST PPTYS INC COM 73746410 91577 2371250 SH SHARED 11 1079525 1291725 D POTASH CORP SASK INC COM 73755L10 39630 255335 SH SHARED 255335 D POTASH CORP SASK INC COM 73755L10 139 901 SH SHARED 01 801 100 D POTASH CORP SASK INC COM 73755L10 1963 12650 SH SHARED 02 9300 3350 D POTASH CORP SASK INC COM 73755L10 46373 298782 SH SHARED 04 298782 D POTASH CORP SASK INC COM 73755L10 56741 365580 SH SHARED 05 365580 D POTASH CORP SASK INC COM 73755L10 8203 52852 SH SHARED 06 51202 1650 D POTASH CORP SASK INC COM 73755L10 61022 393161 SH SHARED 10 359661 33500 D POTASH CORP SASK INC COM 73755L10 902 5816 SH SHARED 14 5816 D POTASH CORP SASK INC COM 73755L10 1784 11500 SH SHARED 24 11500 D POTLATCH CORP NEW COM 73763010 63 1539 SH SHARED 1539 D POTLATCH CORP NEW COM 73763010 609 14770 SH SHARED 01 1725 13045 D POTLATCH CORP NEW COM 73763010 416 10092 SH SHARED 02 454 9638 D POTLATCH CORP NEW COM 73763010 2026 49107 SH SHARED 10 49107 D POWER INTEGRATIONS INC COM 73927610 19 660 SH SHARED 660 D POWER INTEGRATIONS INC COM 73927610 325 11129 SH SHARED 11129 D POWER INTEGRATIONS INC COM 73927610 116 3980 SH SHARED 02 3980 D POWER INTEGRATIONS INC COM 73927610 7477 255559 SH SHARED 04 255559 D POWER INTEGRATIONS INC COM 73927610 10742 367152 SH SHARED 05 367152 D POWER INTEGRATIONS INC COM 73927610 542 18525 SH SHARED 06 18525 D POWER MED INTERVENTIONS INC COM 73929910 0 100 SH SHARED 100 D POWER-ONE INC COM 73930810 0 122 SH SHARED 122 D POWER-ONE INC COM 73930810 6 1901 SH SHARED 02 1901 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 3709 84855 SH SHARED 84505 350 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 133479 3053053 SH SHARED 3053053 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 200 4588 SH SHARED 01 1625 2963 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 6 140 SH SHR/OTHR 01 140 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 25400 580990 SH SHARED 02 513050 67940 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 16850 385429 SH SHARED 10 385429 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 1108 25350 SH SHARED 15 25350 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 1685 38542 SH SHARED 19 38542 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 21 500 SH SHARED 21 500 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 5 125 SH SHR/OTHR 22 125 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 463 10600 SH SHARED 23 10600 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 4 100 SH SHR/OTHR 23 100 D POWERSHARES INDIA ETF TR INDIA PORT 73935L10 2380 97025 SH SHARED 02 97025 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 229 6403 SH SHARED 6403 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 13134 367190 SH SHARED 01 137957 229233 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 8682 242729 SH SHR/OTHR 01 242729 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 332 9308 SH SHARED 02 9308 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 8012 224000 SH SHARED 20 166120 950 56930 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 2748 76848 SH SHR/OTHR 20 76848 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 57 1600 SH SHARED 21 1600 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 2840 79399 SH SHARED 22 66874 12525 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 2 75 SH SHR/OTHR 22 75 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1705 47685 SH SHARED 23 45090 2595 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1409 39405 SH SHR/OTHR 23 39405 D POWERSHARES ETF TRUST DWA TECH LDRS 73935X15 24 1000 SH SHARED 02 1000 D POWERSHARES ETF TRUST PRVT EQTY PORT 73935X19 15 800 SH SHARED 02 800 D POWERSHARES ETF TRUST CLEANTECH PORT 73935X27 1538 50000 SH SHARED 50000 D POWERSHARES ETF TRUST CLEANTECH PORT 73935X27 25 837 SH SHARED 02 837 D POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X30 6 518 SH SHARED 02 518 D POWERSHARES ETF TRUST TECH SECT PORT 73935X34 67 2900 SH SHARED 02 2900 D POWERSHARES ETF TRUST GOLDEN DRG USX 73935X40 272 10902 SH SHARED 10902 D POWERSHARES ETF TRUST GOLDEN DRG USX 73935X40 2167 86882 SH SHARED 02 86882 D POWERSHARES ETF TRUST BASIC MAT SECT 73935X42 20 600 SH SHARED 02 600 D POWERSHARES ETF TRUST DYNAM SML CAP 73935X43 3118 139464 SH SHARED 02 139464 D POWERSHARES ETF TRUST DYNAM MIDCP PT 73935X44 6207 261823 SH SHARED 02 261823 D POWERSHARES ETF TRUST FTSE RAFI UTIL 73935X47 18 352 SH SHARED 02 352 D POWERSHARES ETF TRUST FTSE TELE TECH 73935X48 13 262 SH SHARED 02 262 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 1 52 SH SHARED 52 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 0 50 SH SHR/OTHR 01 50 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 1233 62940 SH SHARED 02 46200 16740 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 9 470 SH SHARED 20 470 D POWERSHARES ETF TRUST FTSE HLTHCARE 73935X51 13 281 SH SHARED 02 281 D POWERSHARES ETF TRUST FTSE RAFI INDS 73935X53 490 8684 SH SHARED 02 8684 D POWERSHARES ETF TRUST FTSE BSIC MATL 73935X54 13 206 SH SHARED 02 206 D POWERSHARES ETF TRUST FTSERAFI ENERG 73935X55 13 193 SH SHARED 02 193 D POWERSHARES ETF TRUST FTSE US1500 SM 73935X56 3077 63300 SH SHARED 02 63300 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 40 2125 SH SHARED 01 2125 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 2040 106032 SH SHARED 02 106032 D POWERSHARES ETF TRUST DYNM LRG CP GR 73935X60 703 42750 SH SHARED 02 42750 D POWERSHARES ETF TRUST DYN OIL SVCS 73935X62 73 2795 SH SHARED 02 2795 D POWERSHARES ETF TRUST DYN EN EX PROD 73935X65 60 2500 SH SHARED 01 2500 D POWERSHARES ETF TRUST DYN EN EX PROD 73935X65 45 1900 SH SHARED 02 1900 D POWERSHARES ETF TRUST DYN BLDG CNSTR 73935X66 43 2600 SH SHARED 02 2600 D POWERSHARES ETF TRUST AERSPC DEF PTF 73935X69 104 5330 SH SHARED 02 5330 D POWERSHARES ETF TRUST DYNM LRG CP VL 73935X70 796 43225 SH SHARED 02 43225 D POWERSHARES ETF TRUST INTL DIV ACHV 73935X71 191 10314 SH SHARED 02 10314 D POWERSHARES ETF TRUST HI GRW RT DIV 73935X72 6 477 SH SHARED 02 477 D POWERSHARES ETF TRUST DIV ACHV PRTF 73935X73 6 440 SH SHARED 02 440 D POWERSHARES ETF TRUST DYN LSR & ENT 73935X75 5 400 SH SHARED 02 400 D POWERSHARES ETF TRUST DYNAMIC TELECO 73935X76 13 922 SH SHARED 02 922 D POWERSHARES ETF TRUST DYN SFTWR PORT 73935X77 33 2000 SH SHARED 02 2000 D POWERSHARES ETF TRUST DYNM MC GRWTH 73935X80 75 3700 SH SHARED 02 3700 D POWERSHARES ETF TRUST DYN BIOT & GEN 73935X85 8 500 SH SHARED 02 500 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 84 3280 SH SHARED 02 3280 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 154 6000 SH SHARED 20 6000 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 23 900 SH SHR/OTHR 20 900 D POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B20 81 2412 SH SHARED 02 2412 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 2197 60300 SH SHARED 60300 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 273 7500 SH SHR/OTHR 01 7500 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 3217 88285 SH SHARED 02 88285 D POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D10 365 16300 SH SHARED 02 15300 1000 D POWERSHS DB US DOLLAR INDEX DOLL INDX BEAR 73936D20 147 5000 SH SHARED 02 5000 D POWERSECURE INTL INC COM 73936N10 129 11012 SH SHARED 11012 D POWERSECURE INTL INC COM 73936N10 1 162 SH SHARED 02 162 D POWERSHARES GLOBAL ETF TRUST ASIA PAC OPPOR 73936T10 2402 99380 SH SHARED 02 99380 D POWERSHARES GLOBAL ETF TRUST DYN EUROPE PRT 73936T40 2162 99635 SH SHARED 02 99635 D POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER 73936T61 20 800 SH SHARED 02 800 D POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER 73936T61 11 450 SH SHARED 21 450 D POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T62 6232 280100 SH SHARED 280100 D POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T62 62 2800 SH SHARED 02 2800 D POWERSHARES GLOBAL ETF TRUST JAPAN PORTFOLI 73936T69 1198 27730 SH SHARED 02 27730 D POWERSHARES GLOBAL ETF TRUST EUROPE SM PORT 73936T74 2157 94221 SH SHARED 02 94221 D POWERSHARES GLOBAL ETF TRUST EUROPE PORTFOL 73936T75 2156 46333 SH SHARED 02 46333 D POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT 73936T76 2121 91312 SH SHARED 02 -3 91315 D POWERSHARES GLOBAL ETF TRUST EX US SML PORT 73936T77 2128 93973 SH SHARED 02 93973 D POWERSHARES GLOBAL ETF TRUST DEV MKTS EX-US 73936T78 5233 114863 SH SHARED 02 -2 114865 D POWERSHARES GLOBAL ETF TRUST DEV INTL OPP 73936T80 5429 246251 SH SHARED 02 246251 D POWERSHARES GLOBAL ETF TRUST ASIA PC EX JAP 73936T84 2225 103201 SH SHARED 02 103201 D POWERSHARES GLOBAL ETF TRUST ASIA PAC EX-JP 73936T85 2075 41655 SH SHARED 02 -6487 48142 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 206 209000 PRN SHARED 209000 D POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD 1118 1790000 PRN SHARED 02 1790000 D POWERWAVE TECHNOLOGIES INC COM 73936310 104 40921 SH SHARED 40921 D POWERWAVE TECHNOLOGIES INC COM 73936310 109 42995 SH SHARED 02 5940 37055 D POWERWAVE TECHNOLOGIES INC COM 73936310 186 73100 SH SHARED 10 73100 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 23 61 D POZEN INC COM 73941U10 150 14479 SH SHARED 14479 D POZEN INC COM 73941U10 69 6706 SH SHARED 02 3456 3250 D PRAXAIR INC COM 74005P10 35262 418646 SH SHARED 418646 D PRAXAIR INC COM 74005P10 5468 64924 SH SHARED 01 48224 16700 D PRAXAIR INC COM 74005P10 2260 26835 SH SHR/OTHR 01 26835 D PRAXAIR INC COM 74005P10 1242 14749 SH SHARED 02 8421 6328 D PRAXAIR INC COM 74005P10 28174 334500 SH SHARED 04 334500 D PRAXAIR INC COM 74005P10 12 150 SH SHARED 05 150 D PRAXAIR INC COM 74005P10 2995 35560 SH SHARED 06 31900 3660 D PRAXAIR INC COM 74005P10 95704 1136233 SH SHARED 10 1034233 102000 D PRAXAIR INC COM 74005P10 7940 94270 SH SHARED 16 94270 D PRAXAIR INC COM 74005P10 3243 38504 SH SHARED 20 12950 25554 D PRAXAIR INC COM 74005P10 1456 17290 SH SHR/OTHR 20 17290 D PRAXAIR INC COM 74005P10 119 1414 SH SHARED 21 400 1014 D PRAXAIR INC COM 74005P10 67 800 SH SHR/OTHR 21 800 D PRAXAIR INC COM 74005P10 846 10045 SH SHARED 22 7695 2350 D PRAXAIR INC COM 74005P10 268 3190 SH SHR/OTHR 22 3190 D PRAXAIR INC COM 74005P10 3908 46397 SH SHARED 23 43347 3050 D PRAXAIR INC COM 74005P10 3363 39930 SH SHR/OTHR 23 39930 D PRAXAIR INC COM 74005P10 1061 12600 SH SHARED 24 12600 D PRE PAID LEGAL SVCS INC COM 74006510 330 7787 SH SHARED 7787 D PRE PAID LEGAL SVCS INC COM 74006510 38 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 35 840 SH SHARED 02 840 D PRE PAID LEGAL SVCS INC COM 74006510 19 460 SH SHARED 10 460 D PRECISION CASTPARTS CORP COM 74018910 15080 147735 SH SHARED 147735 D PRECISION CASTPARTS CORP COM 74018910 2166 21225 SH SHARED 01 21225 D PRECISION CASTPARTS CORP COM 74018910 313 3074 SH SHARED 02 3074 D PRECISION CASTPARTS CORP COM 74018910 1556 15250 SH SHARED 06 14050 1200 D PRECISION CASTPARTS CORP COM 74018910 9034 88500 SH SHARED 10 88500 D PRECISION CASTPARTS CORP COM 74018910 30 300 SH SHARED 23 300 D PRECISION DRILLING TR TR UNIT 74021510 7714 332500 SH SHARED 332500 D PRECISION DRILLING TR TR UNIT 74021510 4907 211517 SH SHARED 211517 D PRECISION DRILLING TR TR UNIT 74021510 23 1000 SH SHARED 01 1000 D PRECISION DRILLING TR TR UNIT 74021510 46 2000 SH SHARED 20 2000 D PREFERRED BK LOS ANGELES CA COM 74036710 31 1878 SH SHARED 1878 D PREFERRED BK LOS ANGELES CA COM 74036710 9 540 SH SHARED 02 540 D PREFERRED BK LOS ANGELES CA COM 74036710 295 17700 SH SHARED 10 17700 D PREFORMED LINE PRODS CO COM 74044410 1 34 SH SHARED 34 D PREMIER FINL BANCORP INC COM 74050M10 1 101 SH SHARED 101 D PREMIER EXIBITIONS INC COM 74051E10 34 5686 SH SHARED 5686 D PREMIER EXIBITIONS INC COM 74051E10 9 1600 SH SHARED 01 1600 D PREMIER EXIBITIONS INC COM 74051E10 413 68400 SH SHARED 10 68400 D PREMIERE GLOBAL SVCS INC COM 74058510 23 1613 SH SHARED 1613 D PREMIERE GLOBAL SVCS INC COM 74058510 428 29900 SH SHARED 10 29900 D PRESIDENTIAL LIFE CORP COM 74088410 11 679 SH SHARED 679 D PRESIDENTIAL LIFE CORP COM 74088410 1 80 SH SHARED 01 80 D PRESIDENTIAL LIFE CORP COM 74088410 202 11600 SH SHARED 10 11600 D PREMIERWEST BANCORP COM 74092110 4 418 SH SHARED 418 D PREMIERWEST BANCORP COM 74092110 64 6400 SH SHARED 02 6400 D PRESIDENTIAL RLTY CORP NEW CL B 74100420 0 90 SH SHARED 90 D PRESSTEK INC COM 74111310 3 737 SH SHARED 737 D PRESSTEK INC COM 74111310 4 1060 SH SHARED 02 1060 D PRESTIGE BRANDS HLDGS INC COM 74112D10 46 5730 SH SHARED 5730 D PRESTIGE BRANDS HLDGS INC COM 74112D10 119 14600 SH SHARED 10 14600 D PRESSURE BIOSCIENCES INC COM 74112E10 0 44 SH SHARED 44 D PRICE T ROWE GROUP INC COM 74144T10 51 1030 SH SHARED 1030 D PRICE T ROWE GROUP INC COM 74144T10 14063 281275 SH SHARED 281275 D PRICE T ROWE GROUP INC COM 74144T10 5497 109955 SH SHARED 01 82562 27393 D PRICE T ROWE GROUP INC COM 74144T10 6306 126121 SH SHR/OTHR 01 126121 D PRICE T ROWE GROUP INC COM 74144T10 2774 55490 SH SHARED 02 44550 10940 D PRICE T ROWE GROUP INC COM 74144T10 8 160 SH SHARED 05 160 D PRICE T ROWE GROUP INC COM 74144T10 1404 28090 SH SHARED 06 25400 2690 D PRICE T ROWE GROUP INC COM 74144T10 29205 584102 SH SHARED 10 584102 D PRICE T ROWE GROUP INC COM 74144T10 41 820 SH SHARED 19 820 D PRICE T ROWE GROUP INC COM 74144T10 429 8590 SH SHARED 20 8460 130 D PRICE T ROWE GROUP INC COM 74144T10 1720 34400 SH SHR/OTHR 23 34400 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 586 184000 PRN SHARED 184000 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 12 4000 PRN SHARED 02 4000 D PRICELINE COM INC NOTE 1.000% 8/0 741503AJ 51439 17050000 PRN SHARED 02 17050000 D PRICELINE COM INC NOTE 0.750% 9/3 741503AL 9138 3000000 PRN SHARED 3000000 D PRICELINE COM INC COM NEW 74150340 87 723 SH SHARED 723 D PRICELINE COM INC COM NEW 74150340 274 2275 SH SHARED 01 2275 D PRICELINE COM INC COM NEW 74150340 174 1441 SH SHARED 02 1420 21 D PRICELINE COM INC COM NEW 74150340 2151 17800 SH SHARED 04 17800 D PRICELINE COM INC COM NEW 74150340 8365 69218 SH SHARED 10 69218 D PRICELINE COM INC COM NEW 74150340 4 40 SH SHARED 21 40 D PRICESMART INC COM 74151110 9 325 SH SHARED 01 325 D PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD 4487 3295000 PRN SHARED 02 3295000 D PRIDE INTL INC DEL COM 74153Q10 7598 217414 SH SHARED 217414 D PRIDE INTL INC DEL COM 74153Q10 2265 64820 SH SHARED 01 7120 57700 D PRIDE INTL INC DEL COM 74153Q10 239 6858 SH SHARED 02 2008 4850 D PRIDE INTL INC DEL COM 74153Q10 68 1950 SH SHARED 06 1050 900 D PRIDE INTL INC DEL COM 74153Q10 419 12005 SH SHARED 10 12005 D PRIDE INTL INC DEL COM 74153Q10 302 8655 SH SHARED 14 8655 D PRIMEDIA INC COM NEW 74157K84 900 122470 SH SHARED 02 122470 D PRIMEDIA INC COM NEW 74157K84 206 28116 SH SHARED 10 28116 D PRIMEENERGY CORP COM 74158E10 1 23 SH SHARED 23 D PRINCETON NATL BANCORP INC COM 74228210 2 83 SH SHARED 83 D PRINCETON REVIEW INC COM 74235210 3 447 SH SHARED 447 D PRINCETON REVIEW INC COM 74235210 48 6100 SH SHARED 02 6100 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 24649 442374 SH SHARED 442374 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1298 23300 SH SHARED 01 23300 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 467 8395 SH SHARED 02 7570 825 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 7 130 SH SHARED 05 130 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1476 26500 SH SHARED 06 23850 2650 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 14899 267398 SH SHARED 10 267398 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 11 212 SH SHARED 20 212 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 11 210 SH SHARED 21 210 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 164 2951 SH SHARED 23 2951 D PRO-DEX INC COLO COM 74265M10 0 211 SH SHARED 211 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 3921 3000000 PRN SHARED 3000000 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 1076 824000 PRN SHARED 02 824000 D PROASSURANCE CORP COM 74267C10 800 14875 SH SHARED 14875 D PROASSURANCE CORP COM 74267C10 54 1011 SH SHARED 1011 D PROASSURANCE CORP COM 74267C10 10 200 SH SHARED 02 200 D PROASSURANCE CORP COM 74267C10 1200 22300 SH SHARED 10 22300 D PRO PHARMACEUTICALS INC COM 74267T10 0 813 SH SHARED 813 D PROCENTURY CORP COM 74268T10 5 324 SH SHARED 324 D PROCENTURY CORP COM 74268T10 81 4500 SH SHARED 02 4500 D PROCERA NETWORKS INC COM 74269U10 2 1815 SH SHARED 1815 D PROCTER & GAMBLE CO COM 74271810 6933 98953 SH SHARED 38123 60830 D PROCTER & GAMBLE CO COM 74271810 320201 4569741 SH SHARED 4503219 66522 D PROCTER & GAMBLE CO COM 74271810 66362 947095 SH SHARED 01 699315 247780 D PROCTER & GAMBLE CO COM 74271810 21530 307274 SH SHR/OTHR 01 307274 D PROCTER & GAMBLE CO COM 74271810 16797 239724 SH SHARED 02 185065 54659 D PROCTER & GAMBLE CO COM 74271810 1471 20994 SH SHARED 04 20994 D PROCTER & GAMBLE CO COM 74271810 31517 449800 SH SHARED 04 449800 D PROCTER & GAMBLE CO COM 74271810 10309 147127 SH SHARED 05 147127 D PROCTER & GAMBLE CO COM 74271810 49287 703407 SH SHARED 06 427235 276172 D PROCTER & GAMBLE CO COM 74271810 178051 2541052 SH SHARED 10 2435352 105700 D PROCTER & GAMBLE CO COM 74271810 3387 48344 SH SHARED 14 4700 43644 D PROCTER & GAMBLE CO COM 74271810 4554 65000 SH SHARED 15 65000 D PROCTER & GAMBLE CO COM 74271810 11294 161185 SH SHARED 19 161185 D PROCTER & GAMBLE CO COM 74271810 15590 222494 SH SHARED 20 74443 100 147951 D PROCTER & GAMBLE CO COM 74271810 21681 309421 SH SHR/OTHR 20 309421 D PROCTER & GAMBLE CO COM 74271810 3521 50250 SH SHARED 21 35017 15233 D PROCTER & GAMBLE CO COM 74271810 227 3250 SH SHR/OTHR 21 3250 D PROCTER & GAMBLE CO COM 74271810 2611 37277 SH SHARED 22 20007 17270 D PROCTER & GAMBLE CO COM 74271810 929 13268 SH SHR/OTHR 22 13268 D PROCTER & GAMBLE CO COM 74271810 18533 264493 SH SHARED 23 251621 12872 D PROCTER & GAMBLE CO COM 74271810 44192 630693 SH SHR/OTHR 23 630693 D PRIVATEBANCORP INC COM 74296210 518 16467 SH SHARED 16467 D PRIVATEBANCORP INC COM 74296210 108 3462 SH SHARED 02 2072 1390 D PRIVATEBANCORP INC COM 74296210 149 4756 SH SHARED 10 4756 D PROGENICS PHARMACEUTICALS IN COM 74318710 0 4 SH SHARED 4 D PROGENICS PHARMACEUTICALS IN COM 74318710 62 9638 SH SHARED 02 9638 D PROGRESS ENERGY INC COM 74326310 19166 459632 SH SHARED 459632 D PROGRESS ENERGY INC COM 74326310 18744 449503 SH SHARED 01 447226 2277 D PROGRESS ENERGY INC COM 74326310 25 600 SH SHR/OTHR 01 600 D PROGRESS ENERGY INC COM 74326310 4564 109459 SH SHARED 02 99830 9629 D PROGRESS ENERGY INC COM 74326310 5 140 SH SHARED 05 140 D PROGRESS ENERGY INC COM 74326310 1843 44220 SH SHARED 06 40950 3270 D PROGRESS ENERGY INC COM 74326310 6727 161328 SH SHARED 10 161328 D PROGRESS ENERGY INC COM 74326310 70 1700 SH SHARED 14 1700 D PROGRESS ENERGY INC COM 74326310 130 3129 SH SHARED 21 1429 1700 D PROGRESS ENERGY INC COM 74326310 532 12771 SH SHARED 23 12771 D PROGRESS ENERGY INC COM 74326310 48 1168 SH SHR/OTHR 23 1168 D PROGRESS SOFTWARE CORP COM 74331210 234 7827 SH SHARED 7827 D PROGRESS SOFTWARE CORP COM 74331210 152 5100 SH SHARED 01 5100 D PROGRESS SOFTWARE CORP COM 74331210 87 2910 SH SHARED 02 2420 490 D PROGRESS SOFTWARE CORP COM 74331210 562 18800 SH SHARED 10 18800 D PROGRESSIVE CORP OHIO COM 74331510 19092 1188072 SH SHARED 1188072 D PROGRESSIVE CORP OHIO COM 74331510 1813 112835 SH SHARED 01 112835 D PROGRESSIVE CORP OHIO COM 74331510 15611 971465 SH SHARED 02 21328 950137 D PROGRESSIVE CORP OHIO COM 74331510 6 400 SH SHARED 05 400 D PROGRESSIVE CORP OHIO COM 74331510 1788 111305 SH SHARED 06 104375 6930 D PROGRESSIVE CORP OHIO COM 74331510 9778 608506 SH SHARED 10 608506 D PROGRESSIVE CORP OHIO COM 74331510 33 2100 SH SHARED 14 2100 D PROGRESSIVE CORP OHIO COM 74331510 11 685 SH SHARED 21 685 D PROGRESSIVE GAMING INTL CORP COM 74332S10 19 9365 SH SHARED 9365 D PROLIANCE INTL INC COM 74340R10 0 358 SH SHARED 358 D PROLOGIS NOTE 1.875%11/1 743410AR 32400 36000000 PRN SHARED 36000000 D PROLOGIS NOTE 1.875%11/1 743410AR 2430 2700000 PRN SHARED 02 2700000 D PROLOGIS SH BEN INT 74341010 31791 540128 SH SHARED 530828 9300 D PROLOGIS SH BEN INT 74341010 8316 141285 SH SHARED 01 116600 24685 D PROLOGIS SH BEN INT 74341010 730 12410 SH SHR/OTHR 01 12410 D PROLOGIS SH BEN INT 74341010 3054 51888 SH SHARED 02 44867 7021 D PROLOGIS SH BEN INT 74341010 8 150 SH SHARED 05 150 D PROLOGIS SH BEN INT 74341010 35822 608600 SH SHARED 10 604300 4300 D PROLOGIS SH BEN INT 74341010 509832 8661783 SH SHARED 11 4987085 3674698 D PROLOGIS SH BEN INT 74341010 815 13849 SH SHARED 14 13849 D PROLOGIS SH BEN INT 74341010 1110 18861 SH SHARED 20 17945 80 836 D PROLOGIS SH BEN INT 74341010 107 1830 SH SHR/OTHR 20 1830 D PROLOGIS SH BEN INT 74341010 215 3659 SH SHARED 22 2350 1309 D PROLOGIS SH BEN INT 74341010 1007 17119 SH SHARED 23 8869 8250 D PROLOGIS SH BEN INT 74341010 124 2113 SH SHR/OTHR 23 2113 D PROS HOLDINGS INC COM 74346Y10 2 224 SH SHARED 224 D PROS HOLDINGS INC COM 74346Y10 12550 1000000 SH SHARED 23 1000000 D PROSHARES TR ULTRA S&P 500 74347R10 7236 109648 SH SHARED 02 109648 D PROSHARES TR ULTRA QQQ PSHS 74347R20 153 2190 SH SHARED 02 2190 D PROSHARES TR ULTRA DOW 30 74347R30 277 3900 SH SHARED 02 3900 D PROSHARES TR ULTRA XIN CH25 74347R32 936 10035 SH SHARED 02 10000 35 D PROSHARES TR ULTR SHRT MSCI 74347R33 150 1757 SH SHARED 02 1757 D PROSHARES TR ULTR SHRT MSCI 74347R35 2439 29635 SH SHARED 02 29635 D PROSHARES TR ULSHRT2000 VAL 74347R41 2325 24024 SH SHARED 02 24024 D PROSHARES TR ULSHRT2000 GRW 74347R42 0 5 SH SHARED 02 5 D PROSHARES TR SHORT S&P 500 74347R50 100 1500 SH SHARED 02 1500 D PROSHARES TR ULT 1000 GRWTH 74347R53 56 1000 SH SHARED 02 1000 D PROSHARES TR REAL EST PRO 74347R55 102829 1035123 SH SHARED 1035123 D PROSHARES TR REAL EST PRO 74347R55 10 110 SH SHARED 02 110 D PROSHARES TR ULTRASHRT O&G 74347R58 9 250 SH SHARED 01 250 D PROSHARES TR ULTRASHRT FINL 74347R62 21212 180300 SH SHARED 180300 D PROSHARES TR ULTRASHRT FINL 74347R62 1326 11279 SH SHARED 02 10000 1279 D PROSHARES TR ULTRASHRT FINL 74347R62 7059 60000 SH SHARED 15 60000 D PROSHARES TR BASIC MTRL PRO 74347R65 9 250 SH SHARED 01 250 D PROSHARES TR ULTRA REAL EST 74347R67 32 1000 SH SHARED 02 1000 D PROSHARES TR ULTRA O&G PRO 74347R71 0 10 SH SHARED 02 10 D PROSHARES TR ULTRA FINL PRO 74347R74 317 10636 SH SHARED 02 10636 D PROSHARES TR ULTSHT RUS2000 74347R83 746 9000 SH SHARED 02 9000 D PROSHARES TR ULTRASHT MD400 74347R85 19 300 SH SHARED 02 300 D PROSHARES TR ULTRASHT DOW30 74347R86 18996 333500 SH SHARED 333500 D PROSHARES TR ULTRASHT DOW30 74347R86 1170 20547 SH SHARED 02 20547 D PROSHARES TR ULTRASHORT QQQ 74347R87 1089 21921 SH SHARED 02 21921 D PROSHARES TR ULTRASHT SP500 74347R88 21500 333500 SH SHARED 333500 D PROSHARES TR ULTRASHT SP500 74347R88 64 1000 SH SHARED 01 1000 D PROSHARES TR ULTRASHT SP500 74347R88 193 3000 SH SHR/OTHR 01 3000 D PROSHARES TR ULTRASHT SP500 74347R88 1109 17215 SH SHARED 02 17215 D PROSPECT ACQUISITION CORP COM 74347T10 4775 525898 SH SHARED 525898 D PROSPECT ACQUISITION CORP *W EXP 11/14/201 74347T11 191 478113 SH SHARED 478113 D PROSPECT ACQUISITION CORP UNIT 99/99/9999 74347T20 97 10200 SH SHARED 02 10200 D PROSPECT CAPITAL CORPORATION COM 74348T10 260 17140 SH SHARED 17140 D PROSPECT CAPITAL CORPORATION COM 74348T10 78 5186 SH SHARED 01 5186 D PROSPECT CAPITAL CORPORATION COM 74348T10 2918 191748 SH SHARED 10 191748 D PROSPECT MEDICAL HOLDINGS IN CL A 74349410 0 296 SH SHARED 296 D PROSPECT STR HIGH INCOME PTF COM NEW 74358640 64 26500 SH SHARED 26500 D PROSPERITY BANCSHARES INC COM 74360610 259 9040 SH SHARED 9040 D PROSPERITY BANCSHARES INC COM 74360610 27 960 SH SHARED 02 960 D PROSPERITY BANCSHARES INC COM 74360610 1258 43900 SH SHARED 10 43900 D PROSPERITY BANCSHARES INC COM 74360610 48 1699 SH SHARED 21 1699 D PROTALIX BIOTHERAPEUTICS INC COM 74365A10 1 700 SH SHARED 01 700 D PROTECTION ONE INC COM NEW 74366340 0 43 SH SHARED 43 D PROTECTIVE LIFE CORP COM 74367410 420 10367 SH SHARED 10367 D PROTECTIVE LIFE CORP COM 74367410 1034 25500 SH SHARED 01 300 25200 D PROTECTIVE LIFE CORP COM 74367410 1022 25200 SH SHARED 02 25200 D PROTECTIVE LIFE CORP COM 74367410 7379 181950 SH SHARED 10 181950 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 13561 15119000 PRN SHARED 15119000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 9508 10600000 PRN SHARED 02 10600000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 244 311000 PRN SHARED 02 311000 D PROVIDENCE & WORCESTER RR CO COM 74373710 1 96 SH SHARED 96 D PROVIDENCE & WORCESTER RR CO COM 74373710 6 350 SH SHARED 02 350 D PROVIDENCE SVC CORP COM 74381510 0 6 SH SHARED 6 D PROVIDENCE SVC CORP COM 74381510 64 2160 SH SHARED 02 877 1283 D PROVIDENCE SVC CORP COM 74381510 18917 630570 SH SHARED 10 630570 D PROVIDENT BANKSHARES CORP COM 74385910 342 31924 SH SHARED 31924 D PROVIDENT BANKSHARES CORP COM 74385910 373 34754 SH SHARED 02 34754 D PROVIDENT BANKSHARES CORP COM 74385910 212 19807 SH SHARED 10 19807 D PROVIDENT ENERGY TR TR UNIT 74386K10 7629 719731 SH SHARED 719731 D PROVIDENT ENERGY TR TR UNIT 74386K10 247 23350 SH SHR/OTHR 23 23350 D PROVIDENT FINL SVCS INC COM 74386T10 13 954 SH SHARED 954 D PROVIDENT FINL SVCS INC COM 74386T10 29 2112 SH SHARED 02 2112 D PROVIDENT FINL SVCS INC COM 74386T10 438 31000 SH SHARED 10 31000 D PROVIDENT FINL HLDGS INC COM 74386810 2 134 SH SHARED 134 D PROVIDENT NEW YORK BANCORP COM 74402810 269 19937 SH SHARED 19937 D PROVIDENT NEW YORK BANCORP COM 74402810 234 17400 SH SHARED 10 17400 D PROXIM WIRELESS CORP COM 74428510 0 568 SH SHARED 568 D PROXYMED INC COM NEW 74429030 0 335 SH SHARED 335 D PRUDENTIAL BANCORP INC PA COM 74431910 1 89 SH SHARED 89 D PRUDENTIAL FINL INC FRNT 12/1 744320AG 62345 64407008 PRN SHARED 02 64407008 D PRUDENTIAL FINL INC FRNT 12/1 744320AG 387 400000 PRN SHARED 06 400000 D PRUDENTIAL FINL INC COM 74432010 53055 678024 SH SHARED 678024 D PRUDENTIAL FINL INC COM 74432010 3708 47398 SH SHARED 01 47398 D PRUDENTIAL FINL INC COM 74432010 2 27 SH SHR/OTHR 01 27 D PRUDENTIAL FINL INC COM 74432010 1322 16895 SH SHARED 02 15095 1800 D PRUDENTIAL FINL INC COM 74432010 8333 106500 SH SHARED 04 106500 D PRUDENTIAL FINL INC COM 74432010 16 210 SH SHARED 05 210 D PRUDENTIAL FINL INC COM 74432010 8905 113814 SH SHARED 06 70274 43540 D PRUDENTIAL FINL INC COM 74432010 25050 320128 SH SHARED 10 320128 D PRUDENTIAL FINL INC COM 74432010 284 3634 SH SHARED 14 3634 D PRUDENTIAL FINL INC COM 74432010 856 10950 SH SHARED 15 10950 D PRUDENTIAL FINL INC COM 74432010 352 4500 SH SHARED 19 4500 D PRUDENTIAL FINL INC COM 74432010 16 214 SH SHARED 22 214 D PRUDENTIAL FINL INC COM 74432010 316 4042 SH SHARED 23 4042 D PRUDENTIAL FINL INC COM 74432010 520 6650 SH SHR/OTHR 23 6650 D PRUDENTIAL PLC ADR 74435K20 1747 65496 SH SHARED 65496 D PRUDENTIAL PLC ADR 74435K20 13 500 SH SHARED 01 500 D PSYCHEMEDICS CORP COM NEW 74437520 7 414 SH SHARED 414 D PT INDOSAT TBK SPONSORED ADR 74438310 66 1730 SH SHARED 1730 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 162 4800 SH SHARED 4800 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1027 30300 SH SHARED 01 14500 15800 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 277 8194 SH SHARED 02 7294 900 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1187 35000 SH SHARED 04 35000 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 5569 164200 SH SHARED 10 164200 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 4 125 SH SHARED 21 125 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 27062 673373 SH SHARED 673373 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 2699 67158 SH SHARED 01 64958 2200 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 5657 140758 SH SHARED 02 133308 7450 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 8 200 SH SHARED 05 200 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 4676 116360 SH SHARED 06 45000 71360 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 12844 319596 SH SHARED 10 319596 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 24 600 SH SHARED 14 600 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 40 1000 SH SHARED 22 1000 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 176 4400 SH SHARED 23 4200 200 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 60 1500 SH SHR/OTHR 23 1500 D PUBLIC STORAGE COM 74460D10 35876 404834 SH SHARED 401034 3800 D PUBLIC STORAGE COM 74460D10 1387 15660 SH SHARED 01 15660 D PUBLIC STORAGE COM 74460D10 66 750 SH SHR/OTHR 01 750 D PUBLIC STORAGE COM 74460D10 491 5551 SH SHARED 02 5551 D PUBLIC STORAGE COM 74460D10 6 70 SH SHARED 05 70 D PUBLIC STORAGE COM 74460D10 29768 335916 SH SHARED 10 329016 6900 D PUBLIC STORAGE COM 74460D10 440246 4967800 SH SHARED 11 2871308 2096492 D PUBLIC STORAGE COM 74460D10 17 200 SH SHARED 14 200 D PUBLIC STORAGE COM A DP1/1000 74460D72 321 12800 SH SHARED 11 12800 D PUGET ENERGY INC NEW COM 74531010 25241 975707 SH SHARED 975707 D PUGET ENERGY INC NEW COM 74531010 1298 50200 SH SHARED 01 4600 45600 D PUGET ENERGY INC NEW COM 74531010 10 407 SH SHARED 02 407 D PUGET ENERGY INC NEW COM 74531010 113 4400 SH SHARED 10 4400 D PULASKI FINL CORP COM 74554810 19 1804 SH SHARED 1804 D PULTE HOMES INC COM 74586710 20460 1406225 SH SHARED 1406225 D PULTE HOMES INC COM 74586710 476 32726 SH SHARED 01 32726 D PULTE HOMES INC COM 74586710 728 50061 SH SHARED 02 50061 D PULTE HOMES INC COM 74586710 298 20490 SH SHARED 06 19000 1490 D PULTE HOMES INC COM 74586710 2664 183158 SH SHARED 10 183158 D PULTE HOMES INC COM 74586710 81 5600 SH SHARED 20 5600 D PURECYCLE CORP COM NEW 74622830 2 434 SH SHARED 434 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 55 7382 SH SHARED 7382 D PUTNAM MANAGED MUN INCOM TR COM 74682310 1 242 SH SHARED 242 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 145 24027 SH SHARED 24027 D QIMONDA AG SPONSORED ADR 74690410 21 4940 SH SHARED 4940 D QIMONDA AG SPONSORED ADR 74690410 3 710 SH SHARED 01 710 D QIMONDA AG SPONSORED ADR 74690410 43 10000 SH SHARED 02 10000 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 23 2138 SH SHARED 2138 D QLT INC NOTE 3.000% 9/1 746927AB 5937 6250000 PRN SHARED 6250000 D QLT INC COM 74692710 5329 1501287 SH SHARED 1501287 D QLT INC COM 74692710 35 10020 SH SHARED 02 10020 D PYRAMID BREWERIES INC COM 74713510 0 168 SH SHARED 168 D PYRAMID OIL CO COM 74721510 0 43 SH SHARED 43 D QCR HOLDINGS INC COM 74727A10 1 111 SH SHARED 111 D QAD INC COM 74727D10 0 78 SH SHARED 78 D QAD INC COM 74727D10 12 1500 SH SHARED 02 1500 D Q E P INC COM 74727K10 0 48 SH SHARED 48 D QLOGIC CORP COM 74727710 2881 187689 SH SHARED 187689 D QLOGIC CORP COM 74727710 690 45000 SH SHARED 01 45000 D QLOGIC CORP COM 74727710 2152 140199 SH SHARED 02 127099 13100 D QLOGIC CORP COM 74727710 245 16000 SH SHARED 06 16000 D QLOGIC CORP COM 74727710 6120 398700 SH SHARED 10 372400 26300 D QLOGIC CORP COM 74727710 310 20237 SH SHARED 14 20237 D QC HLDGS INC COM 74729T10 1 138 SH SHARED 138 D QUADRAMED CORP COM 74730W10 1 1041 SH SHARED 1041 D PZENA INVESTMENT MGMT INC CLASS A 74731Q10 2 243 SH SHARED 243 D QUAKER CHEM CORP COM 74731610 8 263 SH SHARED 263 D QUAKER CHEM CORP COM 74731610 103 3300 SH SHARED 02 3300 D QIMONDA FIN LLC NOTE 6.750% 3/2 74732WAA 7709 8500000 PRN SHARED 02 8500000 D QUALCOMM INC COM 74752510 1540 37566 SH SHARED 32516 5050 D QUALCOMM INC COM 74752510 103910 2534392 SH SHARED 2531557 2835 D QUALCOMM INC COM 74752510 28195 687690 SH SHARED 01 488464 199226 D QUALCOMM INC COM 74752510 7229 176323 SH SHR/OTHR 01 176323 D QUALCOMM INC COM 74752510 11027 268954 SH SHARED 02 49672 219282 D QUALCOMM INC COM 74752510 758 18496 SH SHARED 04 18496 D QUALCOMM INC COM 74752510 7257 177000 SH SHARED 04 177000 D QUALCOMM INC COM 74752510 29 720 SH SHARED 05 720 D QUALCOMM INC COM 74752510 7038 171674 SH SHARED 06 155074 16600 D QUALCOMM INC COM 74752510 116288 2836299 SH SHARED 10 2742679 93620 D QUALCOMM INC COM 74752510 3188 77764 SH SHARED 14 77764 D QUALCOMM INC COM 74752510 2788 68000 SH SHARED 15 68000 D QUALCOMM INC COM 74752510 6053 147652 SH SHARED 19 147652 D QUALCOMM INC COM 74752510 4911 119795 SH SHARED 20 59285 200 60310 D QUALCOMM INC COM 74752510 1447 35300 SH SHR/OTHR 20 35300 D QUALCOMM INC COM 74752510 262 6404 SH SHARED 21 6404 D QUALCOMM INC COM 74752510 69 1700 SH SHR/OTHR 21 1700 D QUALCOMM INC COM 74752510 1990 48559 SH SHARED 22 37609 10950 D QUALCOMM INC COM 74752510 689 16814 SH SHR/OTHR 22 16814 D QUALCOMM INC COM 74752510 5515 134526 SH SHARED 23 113411 21115 D QUALCOMM INC COM 74752510 5425 132320 SH SHR/OTHR 23 132320 D QUALITY DISTR INC FLA COM 74756M10 1 320 SH SHARED 320 D QUALSTAR CORP COM 74758R10 0 196 SH SHARED 196 D QUALITY SYS INC COM 74758210 429 14363 SH SHARED 14363 D QUALITY SYS INC COM 74758210 175 5879 SH SHARED 02 5879 D QUALITY SYS INC COM 74758210 3282 109900 SH SHARED 04 109900 D QUALITY SYS INC COM 74758210 3188 106736 SH SHARED 10 106736 D QUALITY SYS INC COM 74758210 86 2900 SH SHARED 14 2900 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 2311 1100000 PRN SHARED 1100000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 41986 19984000 PRN SHARED 02 19984000 D QUANTA SVCS INC COM 74762E10 1102 47580 SH SHARED 47580 D QUANTA SVCS INC COM 74762E10 1328 57350 SH SHARED 01 4950 52400 D QUANTA SVCS INC COM 74762E10 651 28116 SH SHARED 02 26905 1211 D QUANTA SVCS INC COM 74762E10 695 30000 SH SHARED 04 30000 D QUANTA SVCS INC COM 74762E10 185 7989 SH SHARED 10 7989 D QUANEX CORP DBCV 2.500% 5/1 747620AE 4989 2415000 PRN SHARED 2415000 D QUANEX CORP COM 74762010 4858 93901 SH SHARED 93901 D QUANEX CORP COM 74762010 27 540 SH SHARED 02 300 240 D QUANEX CORP COM 74762010 783 15150 SH SHARED 10 15150 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 1 2029 SH SHARED 2029 D QUANTUM GROUP INC COM NEW 74765L20 0 39 SH SHARED 39 D QUANTUM CORP COM DSSG 74790620 7 3429 SH SHARED 3429 D QUANTUM CORP COM DSSG 74790620 172 80600 SH SHARED 10 80600 D Q MED COM 74791410 0 331 SH SHARED 331 D QUEPASA CORP COM NEW 74833W20 0 267 SH SHARED 267 D QUEST DIAGNOSTICS INC COM 74834L10 8831 195080 SH SHARED 195080 D QUEST DIAGNOSTICS INC COM 74834L10 1391 30745 SH SHARED 01 20115 10630 D QUEST DIAGNOSTICS INC COM 74834L10 131 2900 SH SHR/OTHR 01 2900 D QUEST DIAGNOSTICS INC COM 74834L10 230 5101 SH SHARED 02 5001 100 D QUEST DIAGNOSTICS INC COM 74834L10 127479 2815981 SH SHARED 04 2815981 D QUEST DIAGNOSTICS INC COM 74834L10 24094 532230 SH SHARED 06 188950 343280 D QUEST DIAGNOSTICS INC COM 74834L10 8163 180332 SH SHARED 10 180332 D QUEST DIAGNOSTICS INC COM 74834L10 778 17200 SH SHARED 14 17200 D QUEST DIAGNOSTICS INC COM 74834L10 3938 87000 SH SHARED 15 87000 D QUEST DIAGNOSTICS INC COM 74834L10 4553 100586 SH SHARED 16 100586 D QUEST DIAGNOSTICS INC COM 74834L10 1830 40446 SH SHARED 20 18811 21635 D QUEST DIAGNOSTICS INC COM 74834L10 709 15670 SH SHR/OTHR 20 15670 D QUEST DIAGNOSTICS INC COM 74834L10 22 500 SH SHARED 22 500 D QUEST DIAGNOSTICS INC COM 74834L10 1093 24150 SH SHARED 23 23550 600 D QUEST DIAGNOSTICS INC COM 74834L10 1430 31600 SH SHR/OTHR 23 31600 D QUEST SOFTWARE INC COM 74834T10 8435 645383 SH SHARED 645383 D QUEST SOFTWARE INC COM 74834T10 105 8100 SH SHARED 01 8100 D QUEST SOFTWARE INC COM 74834T10 51 3940 SH SHARED 02 3940 D QUEST SOFTWARE INC COM 74834T10 653 50000 SH SHARED 04 50000 D QUEST SOFTWARE INC COM 74834T10 99 7600 SH SHARED 10 7600 D QUEST RESOURCE CORP COM NEW 74834930 4 742 SH SHARED 742 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 5 1288 SH SHARED 1288 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 30 7282 SH SHARED 02 7282 D QUESTAR CORP COM 74835610 9414 166457 SH SHARED 166457 D QUESTAR CORP COM 74835610 1388 24550 SH SHARED 01 24550 D QUESTAR CORP COM 74835610 430 7613 SH SHARED 02 7413 200 D QUESTAR CORP COM 74835610 1050 18582 SH SHARED 06 16562 2020 D QUESTAR CORP COM 74835610 5329 94234 SH SHARED 10 94234 D QUESTAR CORP COM 74835610 180 3200 SH SHARED 23 3200 D QUEST ENERGY PARTNERS L P COM UNIT LP IN 74836B20 3 237 SH SHARED 237 D QUICKLOGIC CORP COM 74837P10 2 758 SH SHARED 758 D QUICKLOGIC CORP COM 74837P10 4 1580 SH SHARED 02 1580 D QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB 71079 29000000 PRN SHARED 29000000 D QUICKSILVER RESOURCES INC COM 74837R10 3072 84111 SH SHARED 84111 D QUICKSILVER RESOURCES INC COM 74837R10 3387 92740 SH SHARED 01 58140 34600 D QUICKSILVER RESOURCES INC COM 74837R10 3 96 SH SHARED 02 46 50 D QUICKSILVER RESOURCES INC COM 74837R10 1640 44900 SH SHARED 10 44900 D QUICKSILVER RESOURCES INC COM 74837R10 10 300 SH SHARED 21 300 D QUIKSILVER INC COM 74838C10 196 20000 SH SHARED 20000 D QUIKSILVER INC COM 74838C10 239 24419 SH SHARED 24419 D QUIKSILVER INC COM 74838C10 21 2180 SH SHARED 01 2180 D QUIKSILVER INC COM 74838C10 2318 236339 SH SHARED 02 1339 235000 D QUIKSILVER INC COM 74838C10 3331 339576 SH SHARED 10 339576 D QUIDEL CORP COM 74838J10 354 22091 SH SHARED 22091 D QUIDEL CORP COM 74838J10 72 4538 SH SHARED 02 4538 D QUIDEL CORP COM 74838J10 1665 103700 SH SHARED 10 103700 D QUIGLEY CORP COM NEW 74838L30 7 1400 SH SHARED 1400 D QUICKSILVER GAS SVCS LP COM UNITS LPI 74839G10 3672 150000 SH SHARED 150000 D QUIPP INC COM 74880210 0 28 SH SHARED 28 D QUIXOTE CORP COM 74905610 6 806 SH SHARED 806 D QUIXOTE CORP COM 74905610 2 328 SH SHARED 02 328 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 3420 3331000 PRN SHARED 3331000 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 11813 11503000 PRN SHARED 02 11503000 D QWEST COMMUNICATIONS INTL IN COM 74912110 10775 2378661 SH SHARED 2378661 D QWEST COMMUNICATIONS INTL IN COM 74912110 645 142545 SH SHARED 01 142545 D QWEST COMMUNICATIONS INTL IN COM 74912110 1782 393405 SH SHARED 02 392723 682 D QWEST COMMUNICATIONS INTL IN COM 74912110 2265 500000 SH SHARED 04 500000 D QWEST COMMUNICATIONS INTL IN COM 74912110 3 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 745 164490 SH SHARED 06 148200 16290 D QWEST COMMUNICATIONS INTL IN COM 74912110 3198 706121 SH SHARED 10 706121 D QWEST COMMUNICATIONS INTL IN COM 74912110 25 5644 SH SHARED 14 5644 D QWEST COMMUNICATIONS INTL IN COM 74912110 770 170000 SH SHARED 15 170000 D RAIT FINANCIAL TRUST COM 74922710 248 35747 SH SHARED 35747 D RAIT FINANCIAL TRUST COM 74922710 111 16105 SH SHARED 01 16105 D RAIT FINANCIAL TRUST COM 74922710 3486 502418 SH SHARED 02 502418 D RAIT FINANCIAL TRUST COM 74922710 147 21300 SH SHARED 10 21300 D RCM TECHNOLOGIES INC COM NEW 74936040 2 751 SH SHARED 751 D RCN CORP COM NEW 74936120 10035 897645 SH SHARED 897645 D RCN CORP COM NEW 74936120 223 20000 SH SHARED 02 20000 D RCN CORP COM NEW 74936120 14 1300 SH SHARED 10 1300 D RC2 CORP COM 74938810 8 414 SH SHARED 414 D RC2 CORP COM 74938810 53 2547 SH SHARED 02 2547 D RC2 CORP COM 74938810 231 11037 SH SHARED 10 11037 D RF MONOLITHICS INC COM 74955F10 0 240 SH SHARED 240 D RGC RES INC COM 74955L10 1 56 SH SHARED 56 D R H DONNELLEY CORP COM NEW 74955W30 149 29561 SH SHARED 29561 D R H DONNELLEY CORP COM NEW 74955W30 9 1971 SH SHARED 01 1459 512 D R H DONNELLEY CORP COM NEW 74955W30 36 7221 SH SHARED 02 7221 D R H DONNELLEY CORP COM NEW 74955W30 69 13747 SH SHARED 10 13747 D R H DONNELLEY CORP COM NEW 74955W30 0 100 SH SHARED 20 100 D R H DONNELLEY CORP COM NEW 74955W30 99 19600 SH SHARED 23 19600 D RF INDS LTD COM PAR $0.01 74955210 0 74 SH SHARED 74 D RLI CORP COM 74960710 219 4423 SH SHARED 4423 D RLI CORP COM 74960710 54 1100 SH SHARED 01 1100 D RLI CORP COM 74960710 34 698 SH SHARED 02 698 D RLI CORP COM 74960710 552 11143 SH SHARED 10 11143 D RMK HIGH INCOME FD INC COM SHS 74963B10 271 77211 SH SHARED 77211 D RMR REAL ESTATE FD SH BEN INT 74963F10 2170 202302 SH SHARED 202302 D RMR REAL ESTATE FD SH BEN INT 74963F10 21 2000 SH SHARED 02 2000 D RMK STRATEGIC INCOME FD INC COM 74963H10 7 2393 SH SHARED 2393 D RMR HOSPITALITY REAL ESTATE COM 74963J10 965 68690 SH SHARED 68690 D RMK ADVANTAGE INCOME FD INC COM 74963L10 284 85100 SH SHARED 85100 D RMR ASIA REAL ESTATE FUND COM BENE INTER 74964Q10 2009 162604 SH SHARED 02 162604 D RPC INC COM 74966010 3 199 SH SHARED 199 D RPC INC COM 74966010 110 7245 SH SHARED 01 7245 D RPC INC COM 74966010 12329 811700 SH SHARED 10 811700 D RPM INTL INC COM 74968510 819 39115 SH SHARED 39115 D RPM INTL INC COM 74968510 1206 57600 SH SHARED 01 19400 38200 D RPM INTL INC COM 74968510 440 21023 SH SHARED 02 16840 4183 D RPM INTL INC COM 74968510 376 18000 SH SHARED 04 18000 D RPM INTL INC COM 74968510 477 22800 SH SHARED 10 22800 D RSC HOLDINGS INC COM 74972L10 387 35522 SH SHARED 35522 D RSC HOLDINGS INC COM 74972L10 85 7800 SH SHARED 01 7800 D RSC HOLDINGS INC COM 74972L10 780 71634 SH SHARED 02 30584 41050 D RSC HOLDINGS INC COM 74972L10 1241 113900 SH SHARED 14 113900 D RTI INTL METALS INC COM 74973W10 101609 2247500 SH SHARED 2247500 D RTI INTL METALS INC COM 74973W10 212 4700 SH SHARED 01 4700 D RTI INTL METALS INC COM 74973W10 27566 609750 SH SHARED 10 609750 D RTI BIOLOGICS INC COM 74975N10 48 5155 SH SHARED 5155 D RF MICRODEVICES INC NOTE 1.500% 7/0 749941AE 676 758000 PRN SHARED 02 758000 D RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG 9772 14000000 PRN SHARED 14000000 D RF MICRODEVICES INC NOTE 0.750% 4/1 749941AG 698 1000000 PRN SHARED 02 1000000 D RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ 9799 15030000 PRN SHARED 15030000 D RF MICRODEVICES INC COM 74994110 80 30168 SH SHARED 30168 D RF MICRODEVICES INC COM 74994110 221 83300 SH SHARED 01 30700 52600 D RF MICRODEVICES INC COM 74994110 48 18142 SH SHARED 02 18142 D RF MICRODEVICES INC COM 74994110 119 44900 SH SHARED 10 44900 D RACKABLE SYS INC COM 75007710 20 2219 SH SHARED 2219 D RACKABLE SYS INC COM 75007710 112 12330 SH SHARED 02 11830 500 D RADIAN GROUP INC COM 75023610 17 2721 SH SHARED 2721 D RADIAN GROUP INC COM 75023610 244 37200 SH SHARED 01 8500 28700 D RADIAN GROUP INC COM 75023610 3 500 SH SHARED 10 500 D RADIANT SYSTEMS INC COM 75025N10 95 6835 SH SHARED 6835 D RADIANT SYSTEMS INC COM 75025N10 134 9656 SH SHARED 02 9656 D RADIO ONE INC CL A 75040P10 0 1 SH SHARED 01 1 D RADIO ONE INC CL A 75040P10 0 214 SH SHARED 02 214 D RADIO ONE INC CL D NON VTG 75040P40 23 15717 SH SHARED 15717 D RADIO ONE INC CL D NON VTG 75040P40 42 27700 SH SHARED 10 27700 D RADIO ONE INC CL D NON VTG 75040P40 191 126000 SH SHARED 14 126000 D RADIOSHACK CORP COM 75043810 3486 214564 SH SHARED 214564 D RADIOSHACK CORP COM 75043810 464 28600 SH SHARED 01 28600 D RADIOSHACK CORP COM 75043810 1449 89214 SH SHARED 02 89214 D RADIOSHACK CORP COM 75043810 1100 67750 SH SHARED 06 67050 700 D RADIOSHACK CORP COM 75043810 41038 2525440 SH SHARED 10 2525440 D RADIOSHACK CORP COM 75043810 270 16670 SH SHARED 14 16670 D RADISYS CORP COM 75045910 57 5665 SH SHARED 5665 D RADISYS CORP COM 75045910 22 2200 SH SHARED 02 2200 D RADNET INC COM 75049110 5 721 SH SHARED 721 D RADNET INC COM 75049110 88 12600 SH SHARED 02 12600 D RAE SYS INC COM 75061P10 1 1027 SH SHARED 1027 D RADYNE CORP COM NEW 75061140 11 1296 SH SHARED 1296 D RAINING DATA CORP COM 75087R10 1 214 SH SHARED 214 D RAINIER PAC FINL GROUP INC COM 75087U10 4 348 SH SHARED 348 D RAINMAKER SYSTEMS COM NEW 75087530 1 462 SH SHARED 462 D RAMBUS INC DEL NOTE 2/0 750917AB 4299 3785000 PRN SHARED 3785000 D RAMBUS INC DEL COM 75091710 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75490710 152 3500 SH SHARED 10 3500 D RAYTHEON CO *W EXP 06/16/201 75511111 3380 120966 SH SHARED 02 120966 D RAYTHEON CO *W EXP 06/16/201 75511111 3 133 SH SHARED 10 133 D RAYTHEON CO COM NEW 75511150 360 5574 SH SHARED 374 5200 D RAYTHEON CO COM NEW 75511150 32744 506810 SH SHARED 506810 D RAYTHEON CO COM NEW 75511150 4079 63134 SH SHARED 01 60938 2196 D RAYTHEON CO COM NEW 75511150 659 10215 SH SHARED 02 7554 2661 D RAYTHEON CO COM NEW 75511150 7107 110000 SH SHARED 04 110000 D RAYTHEON CO COM NEW 75511150 4536 70220 SH SHARED 05 70220 D RAYTHEON CO COM NEW 75511150 27648 427936 SH SHARED 06 39301 388635 D RAYTHEON CO COM NEW 75511150 22683 351080 SH SHARED 10 351080 D RAYTHEON CO COM NEW 75511150 169 2627 SH SHARED 14 2627 D RAYTHEON CO COM NEW 75511150 8427 130438 SH SHARED 16 130438 D RAYTHEON CO COM NEW 75511150 58 900 SH SHARED 21 900 D RAYTHEON CO COM NEW 75511150 96 1500 SH SHR/OTHR 22 1500 D RAYTHEON CO COM NEW 75511150 412 6385 SH SHARED 23 6348 37 D RAYTHEON CO COM NEW 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REDWOOD TR INC COM 75807540 6996 192482 SH SHARED 192482 D REDWOOD TR INC COM 75807540 621 17100 SH SHARED 01 17100 D REDWOOD TR INC COM 75807540 33 916 SH SHARED 02 916 D REDWOOD TR INC COM 75807540 730 20100 SH SHARED 10 20100 D REED ELSEVIER N V SPONS ADR NEW 75820420 103 2705 SH SHARED 2705 D REED ELSEVIER N V SPONS ADR NEW 75820420 115 3029 SH SHARED 23 3029 D REED ELSEVIER P L C SPONS ADR NEW 75820520 46 902 SH SHARED 902 D REEDS INC COM 75833810 0 104 SH SHARED 104 D RENEGY HOLDINGS INC COM 75845J10 0 69 SH SHARED 69 D RENEGY HOLDINGS INC COM 75845J10 13 3101 SH SHARED 02 3101 D REGAL BELOIT CORP COM 75875010 170 4667 SH SHARED 4667 D REGAL BELOIT CORP COM 75875010 245 6700 SH SHARED 01 6700 D REGAL BELOIT CORP COM 75875010 14 400 SH SHARED 02 180 220 D REGAL BELOIT CORP COM 75875010 21899 597848 SH SHARED 10 597848 D REGAL BELOIT CORP COM 75875010 80 2191 SH SHARED 21 1030 1161 D REGAL ENTMT GROUP CL A 75876610 8443 437719 SH SHARED 406219 31500 D REGAL ENTMT GROUP CL A 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78579 SH SHARED 01 74263 4316 D REGIONS FINANCIAL CORP NEW COM 7591EP10 759 38470 SH SHARED 02 24258 14212 D REGIONS FINANCIAL CORP NEW COM 7591EP10 5 300 SH SHARED 05 300 D REGIONS FINANCIAL CORP NEW COM 7591EP10 1485 75233 SH SHARED 06 67253 7980 D REGIONS FINANCIAL CORP NEW COM 7591EP10 6088 308277 SH SHARED 10 308277 D REGIONS FINANCIAL CORP NEW COM 7591EP10 577 29230 SH SHARED 14 29230 D REGIONS FINANCIAL CORP NEW COM 7591EP10 24 1230 SH SHARED 20 1230 D REGIONS FINANCIAL CORP NEW COM 7591EP10 20 1035 SH SHARED 21 1035 D REGIONS FINANCIAL CORP NEW COM 7591EP10 9 478 SH SHARED 23 478 D REGIONS FINANCIAL CORP NEW COM 7591EP10 13 672 SH SHR/OTHR 23 672 D REHABCARE GROUP INC COM 75914810 439 29282 SH SHARED 29282 D REHABCARE GROUP INC COM 75914810 66 4400 SH SHARED 01 1700 2700 D REHABCARE GROUP INC COM 75914810 88 5896 SH SHARED 02 3844 2052 D REHABCARE GROUP INC COM 75914810 534 35600 SH SHARED 10 35600 D REINSURANCE GROUP AMER INC COM 75935110 481 8846 SH SHARED 1546 7300 D REINSURANCE GROUP AMER INC COM 75935110 348 6400 SH SHARED 01 6400 D REINSURANCE GROUP AMER INC COM 75935110 26 491 SH SHARED 02 311 180 D REINSURANCE GROUP AMER INC COM 75935110 119 2200 SH SHARED 06 2200 D REINSURANCE GROUP AMER INC COM 75935110 6255 114900 SH SHARED 10 100300 14600 D REINSURANCE GROUP AMER INC COM 75935110 5 105 SH SHARED 21 105 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 23354 359300 SH SHARED 359300 D REIS INC COM 75936P10 60 11367 SH SHARED 11367 D REIS INC COM 75936P10 0 58 SH SHARED 02 58 D RELIANCE STEEL & ALUMINUM CO COM 75950910 121750 2033925 SH SHARED 2033925 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1957 32700 SH SHARED 01 12700 20000 D RELIANCE STEEL & ALUMINUM CO COM 75950910 209 3493 SH SHARED 02 3393 100 D RELIANCE STEEL & ALUMINUM CO COM 75950910 10529 175900 SH SHARED 10 126000 49900 D RELIANT ENERGY INC COM 75952B10 1512 63961 SH SHARED 63961 D RELIANT ENERGY INC COM 75952B10 1021 43197 SH SHARED 01 41825 1372 D RELIANT ENERGY INC COM 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612 SH SHARED 612 D RENOVIS INC COM 75988510 0 298 SH SHARED 02 298 D REPLIGEN CORP COM 75991610 4 906 SH SHARED 906 D RENT A CTR INC NEW COM 76009N10 323 17607 SH SHARED 17607 D RENT A CTR INC NEW COM 76009N10 572 31200 SH SHARED 01 11600 19600 D RENT A CTR INC NEW COM 76009N10 89 4900 SH SHARED 02 4900 D RENT A CTR INC NEW COM 76009N10 8450 460500 SH SHARED 10 460500 D RENTECH INC COM 76011210 0 270 SH SHARED 270 D RENTRAK CORP COM 76017410 20 1656 SH SHARED 1656 D REPSOL YPF S A SPONSORED ADR 76026T20 3968 115316 SH SHARED 115316 D REPSOL YPF S A SPONSORED ADR 76026T20 137 4000 SH SHR/OTHR 20 4000 D REPUBLIC AWYS HLDGS INC COM 76027610 125 5778 SH SHARED 5778 D REPUBLIC AWYS HLDGS INC COM 76027610 593 27400 SH SHARED 10 27400 D REPROS THERAPEUTICS INC COM 76028H10 3 331 SH SHARED 331 D REPROS THERAPEUTICS INC COM 76028H10 1040 106400 SH SHARED 04 106400 D REPLIDYNE INC COM 76028W10 0 380 SH SHARED 380 D REPUBLIC BANCORP KY CL A 76028120 5 276 SH SHARED 276 D REPUBLIC FIRST BANCORP 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RESPIRONICS INC COM 76123010 28 431 SH SHARED 02 431 D RETAIL HOLDRS TR DEP RCPT 76127U10 166490 1816587 SH SHARED 1816587 D RETAIL HOLDRS TR DEP RCPT 76127U10 21619 235892 SH SHARED 02 233692 2200 D RESTORE MEDICAL INC COM 76128C10 29 37127 SH SHARED 37127 D RESTORE MEDICAL INC COM 76128C10 96 120285 SH SHARED 02 120285 D RETAIL VENTURES INC COM 76128Y10 600 123810 SH SHARED 123810 D RETAIL VENTURES INC COM 76128Y10 5 1100 SH SHARED 10 1100 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 0 251 SH SHARED 251 D REUTERS GROUP PLC SPONSORED ADR 76132M10 458 6617 SH SHARED 6617 D REUTERS GROUP PLC SPONSORED ADR 76132M10 68 993 SH SHARED 01 993 D REUTERS GROUP PLC SPONSORED ADR 76132M10 28 406 SH SHR/OTHR 01 406 D REVLON INC CL A 76152550 597 609731 SH SHARED 609731 D REVLON INC CL A 76152550 181 184748 SH SHARED 02 184748 D REWARDS NETWORK INC COM 76155710 699 156115 SH SHARED 156115 D REWARDS NETWORK INC COM 76155710 21 4900 SH SHARED 01 4900 D REWARDS NETWORK INC COM 76155710 25 5709 SH 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SCOTLAND GROUP PLC SP ADR REP SHS 78009772 3 544 SH SHARED 02 544 D ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 78009772 6 1000 SH SHR/OTHR 23 1000 D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 78009773 22 1000 SH SHARED 02 1000 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 78009774 17 800 SH SHARED 02 800 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS Q 78009775 17 744 SH SHARED 744 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 85 3950 SH SHARED 01 3950 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 42 1960 SH SHR/OTHR 01 1960 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 43 2000 SH SHARED 21 2000 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 66 3000 SH SHARED 02 3000 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 8 400 SH SHARED 20 400 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 34 1750 SH SHARED 02 1750 D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 78009779 11 500 SH SHARED 02 500 D ROYAL BK SCOTLAND GROUP PLC SPON ADR F 78009780 25 1000 SH SHARED 02 1000 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 20735 307743 SH SHARED 307743 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 15 237 SH SHARED 01 237 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 139 2066 SH SHARED 02 2066 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 92 1379 SH SHARED 23 1379 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 243 3620 SH SHR/OTHR 23 3620 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 548 7950 SH SHARED 7950 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 9227 133770 SH SHARED 01 44677 89093 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 3855 55895 SH SHR/OTHR 01 55895 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 1803 26150 SH SHARED 02 26150 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 10449 151490 SH SHARED 10 151090 400 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 137 2000 SH SHR/OTHR 10 2000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 6629 96114 SH SHARED 20 19770 76344 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 4162 60346 SH SHR/OTHR 20 60346 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 18 270 SH SHARED 21 60 210 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 551 8000 SH SHR/OTHR 21 8000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 158 2300 SH SHARED 22 1700 600 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 282 4091 SH SHR/OTHR 22 4091 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 7989 115821 SH SHARED 23 93171 22650 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 11002 159499 SH SHR/OTHR 23 159499 D ROYAL GOLD INC COM 78028710 799 26500 SH SHARED 26500 D ROYAL GOLD INC COM 78028710 748 24793 SH SHARED 24793 D ROYAL GOLD INC COM 78028710 319 10575 SH SHARED 01 10575 D ROYAL GOLD INC COM 78028710 24 821 SH SHARED 02 321 500 D ROYAL GOLD INC COM 78028710 92 3059 SH SHARED 10 3059 D ROYAL GOLD INC COM 78028710 15 500 SH SHR/OTHR 23 500 D ROYAL KPN NV SPONSORED ADR 78064120 335 19847 SH SHARED 19847 D ROYAL KPN NV SPONSORED ADR 78064120 25 1500 SH SHR/OTHR 01 1500 D ROYALE ENERGY INC COM NEW 78074G20 0 135 SH SHARED 135 D ROYCE FOCUS TR COM 78080N10 82 10234 SH SHARED 02 10234 D ROYCE VALUE TR INC COM 78091010 103 6586 SH SHARED 02 6586 D ROYCE MICRO-CAP TR INC COM 78091510 184 17405 SH SHARED 02 17405 D RUBICON TECHNOLOGY INC COM 78112T10 82 2857 SH SHARED 2857 D RUBIOS RESTAURANTS INC COM 78116B10 1 186 SH SHARED 186 D RUBY TUESDAY INC COM 78118210 318 42496 SH SHARED 42496 D RUBY TUESDAY INC COM 78118210 59 7900 SH SHARED 01 7900 D RUBY TUESDAY INC COM 78118210 249 33300 SH SHARED 02 33300 D RUBY TUESDAY INC COM 78118210 102 13700 SH SHARED 06 13700 D RUBY TUESDAY INC COM 78118210 76 10200 SH SHARED 10 10200 D RUDDICK CORP COM 78125810 641 17400 SH SHARED 01 4300 13100 D RUDDICK CORP COM 78125810 9 270 SH SHARED 02 270 D RUDDICK CORP COM 78125810 36408 987750 SH SHARED 10 987750 D RUDOLPH TECHNOLOGIES INC COM 78127010 72 7400 SH SHARED 7400 D RUDOLPH TECHNOLOGIES INC COM 78127010 17 1756 SH SHARED 02 1756 D RUDOLPH TECHNOLOGIES INC COM 78127010 23 2421 SH SHARED 21 2421 D RURAL / METRO CORP COM 78174810 2 1209 SH SHARED 1209 D RURBAN FINL CORP COM 78176P10 1 131 SH SHARED 131 D RUSH ENTERPRISES INC CL A 78184620 217 13722 SH SHARED 13722 D RUSH ENTERPRISES INC CL A 78184620 198 12500 SH SHARED 10 12500 D RURAL CELLULAR CORP CL A 78190410 0 5 SH SHARED 5 D RURAL CELLULAR CORP CL A 78190410 13 305 SH SHARED 02 305 D RURAL CELLULAR CORP CL A 78190410 260 5900 SH SHARED 10 5900 D RUSS BERRIE & CO COM 78223310 14 1000 SH SHARED 02 1000 D RUTHS CHRIS STEAK HSE INC COM 78333210 1 248 SH SHARED 248 D RUTHS CHRIS STEAK HSE INC COM 78333210 583 84400 SH SHARED 10 84400 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 343 12151 SH SHARED 12151 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 48 1700 SH SHARED 02 1700 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 164 5800 SH SHARED 06 5800 D RYDER SYS INC COM 78354910 9579 157278 SH SHARED 117178 40100 D RYDER SYS INC COM 78354910 925 15200 SH SHARED 01 15200 D RYDER SYS INC COM 78354910 176 2898 SH SHARED 02 2898 D RYDER SYS INC COM 78354910 271 4450 SH SHARED 06 4450 D RYDER SYS INC COM 78354910 94536 1552062 SH SHARED 10 1489862 62200 D RYDEX ETF TRUST S&P 500 EQ TRD 78355W10 301 7050 SH SHARED 02 7050 D RYDEX ETF TRUST MATERIALS ETF 78355W82 6 120 SH SHARED 02 120 D RYDEX ETF TRUST ENERGY ETF 78355W86 11 170 SH SHARED 02 170 D RYLAND GROUP INC COM 78376410 1819 55318 SH SHARED 55318 D RYLAND GROUP INC COM 78376410 726 22100 SH SHARED 01 8800 13300 D RYLAND GROUP INC COM 78376410 1519 46198 SH SHARED 02 46198 D RYLAND GROUP INC COM 78376410 92 2800 SH SHARED 10 2800 D RYLAND GROUP INC COM 78376410 1996 60700 SH SHARED 14 60700 D S&P 500 COVERED CALL FD INC COM 78381P10 105 6775 SH SHARED 02 6775 D S & T BANCORP INC COM 78385910 171 5319 SH SHARED 5319 D S & T BANCORP INC COM 78385910 8 275 SH SHARED 01 275 D S & T BANCORP INC COM 78385910 32 1020 SH SHARED 02 1020 D S & T BANCORP INC COM 78385910 154 4800 SH SHARED 10 4800 D SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ 2124 2000000 PRN SHARED 2000000 D SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ 307 290000 PRN SHARED 02 290000 D SBA COMMUNICATIONS CORP COM 78388J10 28580 958110 SH SHARED 958110 D SBA COMMUNICATIONS CORP COM 78388J10 770 25825 SH SHARED 01 25825 D SBA COMMUNICATIONS CORP COM 78388J10 32 1075 SH SHARED 02 75 1000 D SBA COMMUNICATIONS CORP COM 78388J10 35651 1195145 SH SHARED 10 1195145 D SBA COMMUNICATIONS CORP COM 78388J10 4 160 SH SHARED 21 160 D SAIC INC COM 78390X10 190 10232 SH SHARED 10232 D SAIC INC COM 78390X10 1103 59336 SH SHARED 02 336 59000 D SAIC INC COM 78390X10 929 50000 SH SHARED 04 50000 D SAIC INC COM 78390X10 1419 76351 SH SHARED 10 76351 D SCBT FINANCIAL CORP COM 78401V10 6 204 SH SHARED 204 D SCM MICROSYSTEMS INC COM 78401810 1 401 SH SHARED 401 D SCM MICROSYSTEMS INC COM 78401810 0 100 SH SHARED 02 100 D SCPIE HLDGS INC COM 78402P10 291 10581 SH SHARED 10581 D SCPIE HLDGS INC COM 78402P10 96 3500 SH SHARED 02 3500 D SCOLR PHARMA INC COM 78402X10 1 994 SH SHARED 994 D SEI INVESTMENTS CO COM 78411710 1413 57269 SH SHARED 57269 D SEI INVESTMENTS CO COM 78411710 1101 44625 SH SHARED 01 5625 39000 D SEI INVESTMENTS CO COM 78411710 1145 46400 SH SHR/OTHR 01 46400 D SEI INVESTMENTS CO COM 78411710 164 6657 SH SHARED 02 6377 280 D SEI INVESTMENTS CO COM 78411710 29 1200 SH SHARED 06 300 900 D SEI INVESTMENTS CO COM 78411710 123 5000 SH SHARED 10 5000 D SESI L L C NOTE 1.500%12/1 78412FAH 1594 1476000 PRN SHARED 02 1476000 D SFBC INTL INC NOTE 2.250% 8/1 784121AB 953 1000000 PRN SHARED 1000000 D SGX PHARMACEUTICALS INC COM 78423C10 0 177 SH SHARED 177 D SI FINL GROUP INC COM 78425W10 580 59891 SH SHARED 59891 D SI INTL INC COM 78427V10 3 200 SH SHARED 200 D SI INTL INC COM 78427V10 15 789 SH SHARED 02 789 D SI INTL INC COM 78427V10 136 7100 SH SHARED 10 7100 D SJW CORP COM 78430510 35 1248 SH SHARED 1248 D SJW CORP COM 78430510 35 1228 SH SHARED 02 1228 D SJW CORP COM 78430510 231 8100 SH SHARED 10 8100 D SJW CORP COM 78430510 85 3000 SH SHARED 23 3000 D SK TELECOM LTD SPONSORED ADR 78440P10 6165 285305 SH SHARED 285305 D SK TELECOM LTD SPONSORED ADR 78440P10 15 712 SH SHARED 02 712 D SK TELECOM LTD SPONSORED ADR 78440P10 462 21400 SH SHARED 10 21400 D SK TELECOM LTD SPONSORED ADR 78440P10 18 870 SH SHR/OTHR 23 870 D SL GREEN RLTY CORP COM 78440X10 2212 27157 SH SHARED 27157 D SL GREEN RLTY CORP COM 78440X10 34 425 SH SHARED 01 425 D SL GREEN RLTY CORP COM 78440X10 755 9273 SH SHARED 02 9066 207 D SL GREEN RLTY CORP COM 78440X10 3 40 SH SHARED 05 40 D SL GREEN RLTY CORP COM 78440X10 162 2000 SH SHARED 10 2000 D SL GREEN RLTY CORP COM 78440X10 224 2752 SH SHARED 14 2752 D S L INDS INC COM 78441310 3 158 SH SHARED 158 D SLM CORP COM 78442P10 208 13577 SH SHARED 13577 D SLM CORP COM 78442P10 24293 1582639 SH SHARED 1582639 D SLM CORP COM 78442P10 863 56262 SH SHARED 01 55962 300 D SLM CORP COM 78442P10 1246 81227 SH SHARED 02 77932 3295 D SLM CORP COM 78442P10 3 220 SH SHARED 05 220 D SLM CORP COM 78442P10 824 53690 SH SHARED 06 48900 4790 D SLM CORP COM 78442P10 3250 211743 SH SHARED 10 211743 D SLM CORP COM 78442P10 1585 103300 SH SHARED 14 103300 D SLM CORP COM 78442P10 13 900 SH SHARED 20 900 D SLM CORP COM 78442P10 67 4410 SH SHR/OTHR 20 4410 D SLM CORP COM 78442P10 272 17750 SH SHR/OTHR 23 17750 D SMF ENERGY CORPORATION COM 78453M10 0 339 SH SHARED 339 D SORL AUTO PTS INC COM 78461U10 44 8710 SH SHARED 8710 D SPDR TR UNIT SER 1 78462F10 966 7325 SH SHARED 7110 215 D SPDR TR UNIT SER 1 78462F10 1771012 13419811 SH SHARED 13419811 D SPDR TR UNIT SER 1 78462F10 16208 122816 SH SHARED 01 53384 69432 D SPDR TR UNIT SER 1 78462F10 519 3933 SH SHR/OTHR 01 3933 D SPDR TR UNIT SER 1 78462F10 177868 1347794 SH SHARED 02 1285429 62365 D SPDR TR UNIT SER 1 78462F10 30379 230200 SH SHARED 10 230200 D SPDR TR UNIT SER 1 78462F10 82153 622520 SH SHARED 15 622520 D SPDR TR UNIT SER 1 78462F10 9854 74670 SH SHARED 19 74670 D SPDR TR UNIT SER 1 78462F10 7397 56052 SH SHARED 20 175 55877 D SPDR TR UNIT SER 1 78462F10 204 1550 SH SHR/OTHR 21 1550 D SPDR TR UNIT SER 1 78462F10 46 356 SH SHARED 22 356 D SPDR TR UNIT SER 1 78462F10 32 250 SH SHR/OTHR 22 250 D SPDR TR UNIT SER 1 78462F10 11476 86965 SH SHARED 23 85585 1380 D SPDR TR UNIT SER 1 78462F10 6944 52621 SH SHR/OTHR 23 52621 D SPSS INC COM 78462K10 5216 134512 SH SHARED 134512 D SPSS INC COM 78462K10 87 2245 SH SHARED 01 445 1800 D SPSS INC COM 78462K10 381 9831 SH SHARED 02 9831 D SPSS INC COM 78462K10 748 19300 SH SHARED 10 19300 D S1 CORPORATION COM 78463B10 84 11905 SH SHARED 11905 D S1 CORPORATION COM 78463B10 36 5199 SH SHARED 02 5199 D S1 CORPORATION COM 78463B10 384 54100 SH SHARED 10 54100 D SPDR INDEX SHS FDS DJ STOXX 50ETF 78463X10 10 230 SH SHARED 02 230 D SPDR INDEX SHS FDS ASIA PACIF ETF 78463X30 6603 86000 SH SHARED 06 86000 D SPDR INDEX SHS FDS ASIA PACIF ETF 78463X30 720 9386 SH SHARED 19 9386 D SPDR INDEX SHS FDS EMERG MKTS ETF 78463X50 20 300 SH SHARED 02 300 D SPDR INDEX SHS FDS EUROPE ETF 78463X60 24 400 SH SHARED 02 400 D SPDR INDEX SHS FDS LATIN AMER ETF 78463X70 462 5658 SH SHARED 02 5658 D SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X79 10 381 SH SHARED 02 381 D SPDR INDEX SHS FDS MIDEAST AFRICA 78463X80 3 50 SH SHARED 02 50 D SPDR INDEX SHS FDS DJWS INTL REAL 78463X86 3 70 SH SHARED 01 70 D SPDR INDEX SHS FDS S&P WRLD EX US 78463X88 27 900 SH SHARED 02 900 D SPX CORP COM 78463510 1983 18909 SH SHARED 18909 D SPX CORP COM 78463510 8415 80222 SH SHARED 01 4454 75768 D SPX CORP COM 78463510 1087 10366 SH SHR/OTHR 01 10366 D SPX CORP COM 78463510 706 6735 SH SHARED 02 6735 D SPX CORP COM 78463510 112 1070 SH SHARED 06 400 670 D SPX CORP COM 78463510 1719 16390 SH SHARED 10 16390 D SPDR SERIES TRUST DJWS LGCAP GRW 78464A40 56 1065 SH SHARED 02 1065 D SPDR SERIES TRUST DJWS LGCAP VAL 78464A50 61 825 SH SHARED 02 825 D SPDR SERIES TRUST LEHMN INTL ETF 78464A51 28 500 SH SHARED 02 500 D SPDR SERIES TRUST DJWS REIT ETF 78464A60 190 2716 SH SHARED 02 2200 516 D SPDR SERIES TRUST DJWS REIT ETF 78464A60 35 500 SH SHR/OTHR 23 500 D SPDR SERIES TRUST BARCL CAP TIPS 78464A65 144 2700 SH SHARED 02 2700 D SPDR SERIES TRUST KBW REGL BKG 78464A69 72 2055 SH SHARED 02 450 1605 D SPDR SERIES TRUST S&P RETAIL ETF 78464A71 5116 161357 SH SHARED 02 161357 D SPDR SERIES TRUST S&P OILGAS EXP 78464A73 1766 32873 SH SHARED 02 23500 9373 D SPDR SERIES TRUST OILGAS EQUIP 78464A74 495 12632 SH SHARED 02 12632 D SPDR SERIES TRUST S&P METALS MNG 78464A75 223 3200 SH SHARED 3200 D SPDR SERIES TRUST S&P METALS MNG 78464A75 1882 26980 SH SHARED 02 25760 1220 D SPDR SERIES TRUST KBW CAP MKTS 78464A77 1110 22000 SH SHARED 02 19000 3000 D SPDR SERIES TRUST KBW BK ETF 78464A79 7 200 SH SHARED 200 D SPDR SERIES TRUST KBW BK ETF 78464A79 6 160 SH SHARED 02 160 D SPDR SERIES TRUST S&P BIOTECH 78464A87 10 200 SH SHARED 02 200 D SPDR SERIES TRUST S&P HOMEBUILD 78464A88 1303 60100 SH SHARED 60100 D SPDR SERIES TRUST S&P HOMEBUILD 78464A88 992 45750 SH SHARED 02 25000 20750 D SRS LABS INC COM 78464M10 1 340 SH SHARED 340 D SRA INTL INC CL A 78464R10 4189 172336 SH SHARED 172336 D SRA INTL INC CL A 78464R10 509 20950 SH SHARED 01 7750 13200 D SRA INTL INC CL A 78464R10 25 1042 SH SHARED 02 1042 D SRA INTL INC CL A 78464R10 758 31200 SH SHARED 10 31200 D SRI/SURGICAL EXPRESS INC COM 78464W10 33 7903 SH SHARED 7903 D SM&A COM 78465D10 2 488 SH SHARED 488 D SM&A COM 78465D10 20 4843 SH SHARED 02 4843 D SP ACQUISITION HOLDINGS INC COM 78470A10 4461 487111 SH SHARED 487111 D SP ACQUISITION HOLDINGS INC COM 78470A10 33 3700 SH SHARED 02 3700 D SP ACQUISITION HOLDINGS INC *W EXP 10/10/201 78470A11 73 131800 SH SHARED 131800 D STEC INC COM 78477410 34 5524 SH SHARED 5524 D STEC INC COM 78477410 13475 2177050 SH SHARED 10 2177050 D SVB FINL GROUP COM 78486Q10 595 13645 SH SHARED 13645 D SVB FINL GROUP COM 78486Q10 898 20590 SH SHARED 01 10390 10200 D SVB FINL GROUP COM 78486Q10 162 3726 SH SHARED 02 426 3300 D SVB FINL GROUP COM 78486Q10 6861 157238 SH SHARED 10 157238 D SABA SOFTWARE INC COM NEW 78493260 9 2599 SH SHARED 2599 D SPAR GROUP INC COM 78493310 0 92 SH SHARED 92 D SWS GROUP INC COM 78503N10 1 140 SH SHARED 140 D SWS GROUP INC COM 78503N10 7 590 SH SHARED 01 590 D SWS GROUP INC COM 78503N10 147 12078 SH SHARED 02 12078 D SWS GROUP INC COM 78503N10 64 5300 SH SHARED 10 5300 D SWS GROUP INC COM 78503N10 1703 139296 SH SHR/OTHR 20 139296 D S Y BANCORP INC COM 78506010 37 1603 SH SHARED 1603 D S Y BANCORP INC COM 78506010 62 2700 SH SHARED 10 2700 D SYS COM 78507010 0 359 SH SHARED 359 D SABINE ROYALTY TR UNIT BEN INT 78568810 136 2700 SH SHARED 2700 D SABINE ROYALTY TR UNIT BEN INT 78568810 120 2400 SH SHARED 01 2400 D SABINE ROYALTY TR UNIT BEN INT 78568810 15 300 SH SHR/OTHR 23 300 D SADIA S A SPON ADR PFD 78632610 113 6380 SH SHARED 6380 D SAFECO CORP COM 78642910 6614 150741 SH SHARED 150741 D SAFECO CORP COM 78642910 905 20625 SH SHARED 01 20625 D SAFECO CORP COM 78642910 5165 117713 SH SHARED 02 117713 D SAFECO CORP COM 78642910 942 21478 SH SHARED 06 20278 1200 D SAFECO CORP COM 78642910 6634 151207 SH SHARED 10 151207 D SAFECO CORP COM 78642910 17 400 SH SHARED 14 400 D SAFECO CORP COM 78642910 87 2000 SH SHARED 20 2000 D SAFECO CORP COM 78642910 43 1000 SH SHR/OTHR 20 1000 D SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG 15960 20000000 PRN SHARED 20000000 D SAFEGUARD SCIENTIFICS INC COM 78644910 25 16786 SH SHARED 16786 D SAFEGUARD SCIENTIFICS INC COM 78644910 8 5750 SH SHARED 02 5750 D SAFEGUARD SCIENTIFICS INC COM 78644910 35 23900 SH SHARED 10 23900 D SAFETY INS GROUP INC COM 78648T10 20 595 SH SHARED 595 D SAFETY INS GROUP INC COM 78648T10 205 6016 SH SHARED 02 6016 D SAFETY INS GROUP INC COM 78648T10 201 5916 SH SHARED 10 5916 D SAFEWAY INC COM NEW 78651420 26003 885996 SH SHARED 803696 82300 D SAFEWAY INC COM NEW 78651420 1395 47556 SH SHARED 01 47556 D SAFEWAY INC COM NEW 78651420 229 7813 SH SHARED 02 7270 543 D SAFEWAY INC COM NEW 78651420 6 220 SH SHARED 05 220 D SAFEWAY INC COM NEW 78651420 1631 55590 SH SHARED 06 51050 4540 D SAFEWAY INC COM NEW 78651420 30860 1051478 SH SHARED 10 984778 66700 D SAFEWAY INC COM NEW 78651420 53 1813 SH SHARED 14 1813 D SAGA COMMUNICATIONS CL A 78659810 47 8405 SH SHARED 8405 D SAIA INC COM 78709Y10 107 6799 SH SHARED 6799 D SAIA INC COM 78709Y10 53 3400 SH SHARED 02 3400 D ST JOE CO COM 79014810 5283 123062 SH SHARED 123062 D ST JOE CO COM 79014810 109 2545 SH SHARED 01 545 2000 D ST JOE CO COM 79014810 1053 24541 SH SHARED 02 23691 850 D ST JOE CO COM 79014810 177 4141 SH SHARED 10 4141 D ST JUDE MED INC DBCV 1.220%12/1 790849AD 75 75000 PRN SHARED 02 75000 D ST JUDE MED INC DBCV 1.220%12/1 790849AD 4558 4500000 PRN SHARED 06 4500000 D ST JUDE MED INC COM 79084910 1124 26044 SH SHARED 26044 D ST JUDE MED INC COM 79084910 16581 383928 SH SHARED 383478 450 D ST JUDE MED INC COM 79084910 16102 372840 SH SHARED 01 209140 163700 D ST JUDE MED INC COM 79084910 4060 94021 SH SHR/OTHR 01 94021 D ST JUDE MED INC COM 79084910 2012 46591 SH SHARED 02 24816 21775 D ST JUDE MED INC COM 79084910 2066 47850 SH SHARED 04 47850 D ST JUDE MED INC COM 79084910 4 110 SH SHARED 05 110 D ST JUDE MED INC COM 79084910 1501 34755 SH SHARED 06 31615 3140 D ST JUDE MED INC COM 79084910 7993 185084 SH SHARED 10 181414 3670 D ST JUDE MED INC COM 79084910 807 18700 SH SHARED 14 1500 17200 D ST JUDE MED INC COM 79084910 4836 111977 SH SHARED 20 39597 200 72180 D ST JUDE MED INC COM 79084910 769 17810 SH SHR/OTHR 20 17810 D ST JUDE MED INC COM 79084910 448 10394 SH SHARED 21 8644 1750 D ST JUDE MED INC COM 79084910 34 800 SH SHR/OTHR 21 800 D ST JUDE MED INC COM 79084910 1343 31111 SH SHARED 22 23651 7460 D ST JUDE MED INC COM 79084910 207 4800 SH SHR/OTHR 22 4800 D ST JUDE MED INC COM 79084910 2609 60413 SH SHARED 23 47788 12625 D ST JUDE MED INC COM 79084910 2762 63960 SH SHR/OTHR 23 63960 D ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD 5903 5845000 PRN SHARED 02 5845000 D ST MARY LD & EXPL CO COM 79222810 2945 76501 SH SHARED 76501 D ST MARY LD & EXPL CO COM 79222810 96 2500 SH SHARED 01 2500 D ST MARY LD & EXPL CO COM 79222810 194 5060 SH SHARED 02 5060 D ST MARY LD & EXPL CO COM 79222810 9723 252550 SH SHARED 10 226950 25600 D SAKS INC NOTE 2.000% 3/1 79377WAL 583 500000 PRN SHARED 500000 D SAKS INC COM 79377W10 31967 2563556 SH SHARED 2563556 D SAKS INC COM 79377W10 501 40200 SH SHARED 01 40200 D SAKS INC COM 79377W10 246 19778 SH SHARED 02 18148 1630 D SAKS INC COM 79377W10 194 15609 SH SHARED 10 15609 D SAKS INC COM 79377W10 6 550 SH SHARED 21 550 D SALARY COM INC COM 79400610 17 2675 SH SHARED 2675 D SALEM COMMUNICATIONS CORP DE CL A 79409310 0 41 SH SHARED 41 D SALEM COMMUNICATIONS CORP DE CL A 79409310 2 575 SH SHARED 01 575 D SALEM COMMUNICATIONS CORP DE CL A 79409310 9 2400 SH SHARED 10 2400 D SALESFORCE COM INC COM 79466L30 1021 17649 SH SHARED 17649 D SALESFORCE COM INC COM 79466L30 775 13400 SH SHARED 01 11825 1575 D SALESFORCE COM INC COM 79466L30 1149 19866 SH SHARED 02 10732 9134 D SALESFORCE COM INC COM 79466L30 1446 25000 SH SHARED 04 25000 D SALESFORCE COM INC COM 79466L30 69 1200 SH SHARED 06 600 600 D SALESFORCE COM INC COM 79466L30 10772 186147 SH SHARED 10 186147 D SALIX PHARMACEUTICALS INC COM 79543510 114 18223 SH SHARED 15723 2500 D SALIX PHARMACEUTICALS INC COM 79543510 65 10500 SH SHARED 01 10500 D SALIX PHARMACEUTICALS INC COM 79543510 33 5378 SH SHARED 02 3678 1700 D SALIX PHARMACEUTICALS INC COM 79543510 736 117300 SH SHARED 10 117300 D SALIX PHARMACEUTICALS INC COM 79543510 12 1977 SH SHARED 21 1977 D SALLY BEAUTY HLDGS INC COM 79546E10 1017 147432 SH SHARED 147432 D SALLY BEAUTY HLDGS INC COM 79546E10 23 3424 SH SHARED 01 3424 D SALLY BEAUTY HLDGS INC COM 79546E10 616 89394 SH SHARED 10 89394 D SALLY BEAUTY HLDGS INC COM 79546E10 400 58000 SH SHARED 23 58000 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 22 600 SH SHARED 600 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 8 1020 SH SHARED 1020 D SANDERSON FARMS INC COM 80001310 20655 543420 SH SHARED 543420 D SANDERSON FARMS INC COM 80001310 95 2500 SH SHARED 02 2500 D SANDERSON FARMS INC COM 80001310 142 3759 SH SHARED 10 3759 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 8930 12150000 PRN SHARED 12150000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 5 8000 PRN SHARED 02 8000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 36750 50000000 PRN SHARED 04 50000000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 2388 3250000 PRN SHARED 06 3250000 D SANDISK CORP COM 80004C10 299 13254 SH SHARED 13254 D SANDISK CORP COM 80004C10 47264 2094125 SH SHARED 2094125 D SANDISK CORP COM 80004C10 1016 45025 SH SHARED 01 44025 1000 D SANDISK CORP COM 80004C10 240 10672 SH SHARED 02 9612 1060 D SANDISK CORP COM 80004C10 15799 700000 SH SHARED 04 700000 D SANDISK CORP COM 80004C10 601 26660 SH SHARED 06 24200 2460 D SANDISK CORP COM 80004C10 2121 94000 SH SHARED 10 94000 D SANDRIDGE ENERGY INC COM 80007P30 3540 90441 SH SHARED 90441 D SANDRIDGE ENERGY INC COM 80007P30 50 1300 SH SHARED 02 1300 D SANDRIDGE ENERGY INC COM 80007P30 783 20000 SH SHARED 04 20000 D SANDY SPRING BANCORP INC COM 80036310 151 5521 SH SHARED 5521 D SANDY SPRING BANCORP INC COM 80036310 157 5712 SH SHARED 02 5272 440 D SANDY SPRING BANCORP INC COM 80036310 579 21050 SH SHARED 10 21050 D SANFILIPPO JOHN B & SON INC COM 80042210 1 206 SH SHARED 206 D SANGAMO BIOSCIENCES INC COM 80067710 198 19578 SH SHARED 19578 D SANGAMO BIOSCIENCES INC COM 80067710 135 13368 SH SHARED 02 13368 D SANGAMO BIOSCIENCES INC COM 80067710 14 1426 SH SHARED 10 1426 D SANMINA SCI CORP COM 80090710 102 63270 SH SHARED 63270 D SANMINA SCI CORP COM 80090710 0 160 SH SHARED 01 160 D SANMINA SCI CORP COM 80090710 137 84979 SH SHARED 02 84979 D SANMINA SCI CORP COM 80090710 59 37000 SH SHARED 10 37000 D SANMINA SCI CORP COM 80090710 372 229807 SH SHARED 14 229807 D SANOFI AVENTIS SPONSORED ADR 80105N10 2483 66165 SH SHARED 66165 D SANOFI AVENTIS SPONSORED ADR 80105N10 15 420 SH SHARED 01 420 D SANOFI AVENTIS SPONSORED ADR 80105N10 53 1432 SH SHARED 02 1432 D SANOFI AVENTIS SPONSORED ADR 80105N10 439 11700 SH SHARED 14 11700 D SANTA MONICA MEDIA CORP COM 80250110 7221 948985 SH SHARED 948985 D SANTA MONICA MEDIA CORP *W EXP 03/27/201 80250111 53 215507 SH SHARED 215507 D SANTANDER BANCORP COM 80280910 0 24 SH SHARED 24 D SANTANDER BANCORP COM 80280910 21 2098 SH SHARED 02 2098 D SANTARUS INC COM 80281730 1 534 SH SHARED 02 534 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 30 622 SH SHARED 622 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 7 150 SH SHARED 01 150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 931 18800 SH SHARED 02 18800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1834 37000 SH SHARED 04 37000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 110 2220 SH SHARED 19 2220 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 9 200 SH SHARED 20 200 D SAPPHIRE INDUSTRIALS CORP COM 80306T10 9688 1057665 SH SHARED 1057665 D SAPPHIRE INDUSTRIALS CORP *W EXP 01/17/201 80306T11 92 204683 SH SHARED 204683 D SAPPHIRE INDUSTRIALS CORP UNIT 99/99/9999 80306T20 773 80500 SH SHARED 02 80500 D SAPIENT CORP COM 80306210 241 34760 SH SHARED 34760 D SAPIENT CORP COM 80306210 40 5780 SH SHARED 02 5780 D SAPIENT CORP COM 80306210 250 36000 SH SHARED 04 36000 D SAPIENT CORP COM 80306210 282 40562 SH SHARED 10 40562 D SAPPI LTD SPON ADR NEW 80306920 8 710 SH SHARED 710 D SARA LEE CORP COM 80311110 55339 3958490 SH SHARED 3958490 D SARA LEE CORP COM 80311110 1320 94460 SH SHARED 01 84385 10075 D SARA LEE CORP COM 80311110 66 4750 SH SHR/OTHR 01 4750 D SARA LEE CORP COM 80311110 2362 168982 SH SHARED 02 162982 6000 D SARA LEE CORP COM 80311110 5 420 SH SHARED 05 420 D SARA LEE CORP COM 80311110 22442 1605333 SH SHARED 06 75300 1530033 D SARA LEE CORP COM 80311110 6992 500178 SH SHARED 10 500178 D SARA LEE CORP COM 80311110 587 42044 SH SHARED 14 42044 D SARA LEE CORP COM 80311110 4847 346729 SH SHARED 16 346729 D SARA LEE CORP COM 80311110 242 17380 SH SHARED 20 2480 14900 D SARA LEE CORP COM 80311110 558 39942 SH SHR/OTHR 20 39942 D SARA LEE CORP COM 80311110 20 1500 SH SHARED 23 1500 D SARA LEE CORP COM 80311110 153 11000 SH SHR/OTHR 23 11000 D SASOL LTD SPONSORED ADR 80386630 4306 89000 SH SHARED 89000 D SASOL LTD SPONSORED ADR 80386630 423 8759 SH SHARED 8759 D SASOL LTD SPONSORED ADR 80386630 258 5340 SH SHARED 02 10 5330 D SATCON TECHNOLOGY CORP COM 80389310 2 1151 SH SHARED 1151 D SATYAM COMPUTER SERVICES LTD ADR 80409810 1391 61593 SH SHARED 61593 D SATYAM COMPUTER SERVICES LTD ADR 80409810 619 27424 SH SHARED 10 27424 D SATYAM COMPUTER SERVICES LTD ADR 80409810 67 3000 SH SHARED 19 3000 D SAUER-DANFOSS INC COM 80413710 29 1320 SH SHARED 02 1320 D SAUER-DANFOSS INC COM 80413710 6 300 SH SHARED 10 300 D SAUL CTRS INC COM 80439510 447 8904 SH SHARED 8904 D SAUL CTRS INC COM 80439510 1109 22090 SH SHARED 02 22090 D SAUL CTRS INC COM 80439510 1706 33976 SH SHARED 10 33976 D SAUL CTRS INC COM 80439510 39066 777588 SH SHARED 11 418088 359500 D SAUL CTRS INC COM 80439510 590 11750 SH SHR/OTHR 23 11750 D SAVANNAH BANCORP INC COM 80474810 2 150 SH SHARED 150 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 126 6300 SH SHARED 01 6300 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 960 48031 SH SHARED 02 456 47575 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 500 25000 SH SHARED 04 25000 D SAVVIS INC NOTE 3.000% 5/1 805423AA 2423 3223000 PRN SHARED 3223000 D SAVVIS INC NOTE 3.000% 5/1 805423AA 1880 2500000 PRN SHARED 02 2500000 D SAVVIS INC COM NEW 80542330 47 2927 SH SHARED 2927 D SAVVIS INC COM NEW 80542330 78 4835 SH SHARED 01 4835 D SAVVIS INC COM NEW 80542330 29 1800 SH SHARED 10 1800 D SCANA CORP NEW COM 80589M10 1372 37531 SH SHARED 37531 D SCANA CORP NEW COM 80589M10 1443 39466 SH SHARED 01 3666 35800 D SCANA CORP NEW COM 80589M10 26 733 SH SHR/OTHR 01 733 D SCANA CORP NEW COM 80589M10 874 23913 SH SHARED 02 18965 4948 D SCANA CORP NEW COM 80589M10 33 920 SH SHARED 06 400 520 D SCANA CORP NEW COM 80589M10 440 12054 SH SHARED 10 12054 D SCANA CORP NEW COM 80589M10 95 2600 SH SHARED 23 2600 D SCANA CORP NEW COM 80589M10 298 8150 SH SHR/OTHR 23 8150 D SCANSOURCE INC COM 80603710 73 2026 SH SHARED 2026 D SCANSOURCE INC COM 80603710 14947 413015 SH SHARED 10 413015 D SCANSOURCE INC COM 80603710 13 373 SH SHARED 21 373 D SCHAWK INC CL A 80637310 52 3306 SH SHARED 3306 D SCHAWK INC CL A 80637310 43 2750 SH SHARED 01 2750 D SCHAWK INC CL A 80637310 541 33854 SH SHARED 02 33854 D SCHAWK INC CL A 80637310 4609 288300 SH SHARED 10 288300 D SCHAWK INC CL A 80637310 22 1391 SH SHARED 21 1391 D SCHEIN HENRY INC COM 80640710 1899 33093 SH SHARED 33093 D SCHEIN HENRY INC COM 80640710 1836 32000 SH SHARED 01 4200 27800 D SCHEIN HENRY INC COM 80640710 287 5015 SH SHARED 02 5015 D SCHEIN HENRY INC COM 80640710 28 500 SH SHARED 06 500 D SCHEIN HENRY INC COM 80640710 4669 81346 SH SHARED 10 81346 D SCHEIN HENRY INC COM 80640710 100 1750 SH SHARED 21 1750 D SCHEIN HENRY INC COM 80640710 68 1200 SH SHARED 23 1200 D SCHERING PLOUGH CORP COM 80660510 23 1600 SH SHARED 1600 D SCHERING PLOUGH CORP COM 80660510 60650 4208929 SH SHARED 4149129 59800 D SCHERING PLOUGH CORP COM 80660510 3323 230659 SH SHARED 01 223399 7260 D SCHERING PLOUGH CORP COM 80660510 19542 1356160 SH SHR/OTHR 01 1356160 D SCHERING PLOUGH CORP COM 80660510 6433 446480 SH SHARED 02 393271 53209 D SCHERING PLOUGH CORP COM 80660510 4173 289621 SH SHARED 04 289621 D SCHERING PLOUGH CORP COM 80660510 2 150 SH SHARED 05 150 D SCHERING PLOUGH CORP COM 80660510 2439 169300 SH SHARED 06 153500 15800 D SCHERING PLOUGH CORP COM 80660510 55295 3837332 SH SHARED 10 3821532 15800 D SCHERING PLOUGH CORP COM 80660510 1112 77235 SH SHARED 14 6835 70400 D SCHERING PLOUGH CORP COM 80660510 457 31734 SH SHARED 20 25134 6600 D SCHERING PLOUGH CORP COM 80660510 2701 187468 SH SHR/OTHR 20 187468 D SCHERING PLOUGH CORP COM 80660510 35 2429 SH SHARED 21 2429 D SCHERING PLOUGH CORP COM 80660510 7708 534920 SH SHARED 22 534920 D SCHERING PLOUGH CORP COM 80660510 28 2000 SH SHARED 23 2000 D SCHERING PLOUGH CORP COM 80660510 103 7200 SH SHR/OTHR 23 7200 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 84319 550457 SH SHARED 550457 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 8807 57500 SH SHARED 02 57500 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 4289 28000 SH SHARED 06 28000 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 551 3600 SH SHARED 23 3600 D SCHIFF NUTRITION INTL INC COM 80669310 12 2146 SH SHARED 2146 D SCHLUMBERGER LTD COM 80685710 5534 63620 SH SHARED 63620 D SCHLUMBERGER LTD COM 80685710 143854 1653500 SH SHARED 1648840 4660 D SCHLUMBERGER LTD COM 80685710 18538 213088 SH SHARED 01 176943 36145 D SCHLUMBERGER LTD COM 80685710 1828 21021 SH SHR/OTHR 01 21021 D SCHLUMBERGER LTD COM 80685710 6803 78199 SH SHARED 02 28775 49424 D SCHLUMBERGER LTD COM 80685710 459290 5279200 SH SHARED 04 5279200 D SCHLUMBERGER LTD COM 80685710 1428 16420 SH SHARED 05 16420 D SCHLUMBERGER LTD COM 80685710 58766 675474 SH SHARED 06 495244 180230 D SCHLUMBERGER LTD COM 80685710 204155 2346611 SH SHARED 10 2099311 247300 D SCHLUMBERGER LTD COM 80685710 7367 84687 SH SHARED 14 45250 39437 D SCHLUMBERGER LTD COM 80685710 833 9580 SH SHARED 15 9580 D SCHLUMBERGER LTD COM 80685710 313 3600 SH SHARED 19 3600 D SCHLUMBERGER LTD COM 80685710 1043 11995 SH SHARED 20 7595 4400 D SCHLUMBERGER LTD COM 80685710 1289 14820 SH SHR/OTHR 20 14820 D SCHLUMBERGER LTD COM 80685710 721 8296 SH SHARED 21 8296 D SCHLUMBERGER LTD COM 80685710 696 8000 SH SHR/OTHR 21 8000 D SCHLUMBERGER LTD COM 80685710 1011 11625 SH SHARED 22 7225 4400 D SCHLUMBERGER LTD COM 80685710 78 900 SH SHR/OTHR 22 900 D SCHLUMBERGER LTD COM 80685710 7798 89640 SH SHARED 23 87640 2000 D SCHLUMBERGER LTD COM 80685710 11588 133203 SH SHR/OTHR 23 133203 D SCHLUMBERGER LTD COM 80685710 1675 19260 SH SHARED 24 19260 D SCHMITT INDS INC ORE COM NEW 80687020 0 55 SH SHARED 55 D SCHNITZER STL INDS CL A 80688210 49 700 SH SHARED 700 D SCHNITZER STL INDS CL A 80688210 162 2289 SH SHARED 2289 D SCHNITZER STL INDS CL A 80688210 788 11100 SH SHARED 01 11100 D SCHNITZER STL INDS CL A 80688210 1065 15000 SH SHR/OTHR 01 15000 D SCHNITZER STL INDS CL A 80688210 205 2900 SH SHARED 02 2900 D SCHNITZER STL INDS CL A 80688210 674 9500 SH SHARED 10 9500 D SCHOLASTIC CORP COM 80706610 549 18168 SH SHARED 18168 D SCHOLASTIC CORP COM 80706610 563 18600 SH SHARED 01 7400 11200 D SCHOLASTIC CORP COM 80706610 735 24290 SH SHARED 02 24290 D SCHOLASTIC CORP COM 80706610 7372 243548 SH SHARED 10 243548 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 6163 6474000 PRN SHARED 02 6474000 D SCHOOL SPECIALTY INC COM 80786310 28 889 SH SHARED 889 D SCHOOL SPECIALTY INC COM 80786310 254 8060 SH SHARED 02 7800 260 D SCHOOL SPECIALTY INC COM 80786310 205 6500 SH SHARED 10 6500 D SCHULMAN A INC COM 80819410 7181 349808 SH SHARED 349808 D SCHULMAN A INC COM 80819410 30 1480 SH SHARED 02 1480 D SCHULMAN A INC COM 80819410 267 13028 SH SHARED 10 13028 D SCHWAB CHARLES CORP NEW COM 80851310 31613 1678916 SH SHARED 1556616 122300 D SCHWAB CHARLES CORP NEW COM 80851310 3057 162371 SH SHARED 01 162371 D SCHWAB CHARLES CORP NEW COM 80851310 1467 77908 SH SHARED 02 77508 400 D SCHWAB CHARLES CORP NEW COM 80851310 43817 2327000 SH SHARED 04 2327000 D SCHWAB CHARLES CORP NEW COM 80851310 7 380 SH SHARED 05 380 D SCHWAB CHARLES CORP NEW COM 80851310 2040 108375 SH SHARED 06 97865 10510 D SCHWAB CHARLES CORP NEW COM 80851310 38826 2061932 SH SHARED 10 2057832 4100 D SCHWAB CHARLES CORP NEW COM 80851310 2221 118000 SH SHARED 14 118000 D SCHWAB CHARLES CORP NEW COM 80851310 18 1000 SH SHR/OTHR 23 1000 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 50 2176 SH SHARED 01 2176 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 90 3920 SH SHARED 02 3920 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 932 40300 SH SHARED 10 40300 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 23 20 D SCICLONE PHARMACEUTICALS INC COM 80862K10 3 2000 SH SHARED 2000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 1 977 SH SHARED 977 D SCICLONE PHARMACEUTICALS INC COM 80862K10 0 412 SH SHARED 02 412 D SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA 19 20000 PRN SHARED 02 20000 D SCIELE PHARMA INC COM 80862710 330 16961 SH SHARED 16961 D SCIELE PHARMA INC COM 80862710 75 3850 SH SHARED 01 3850 D SCIELE PHARMA INC COM 80862710 13 677 SH SHARED 02 677 D SCIELE PHARMA INC COM 80862710 26 1384 SH SHARED 06 1384 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 5406 5461000 PRN SHARED 02 5461000 D SCIENTIFIC GAMES CORP CL A 80874P10 305 14450 SH SHARED 14450 D SCIENTIFIC GAMES CORP CL A 80874P10 75251 3564744 SH SHARED 3564744 D SCIENTIFIC GAMES CORP CL A 80874P10 468 22200 SH SHARED 01 22200 D SCIENTIFIC GAMES CORP CL A 80874P10 4304 203929 SH SHARED 02 195104 8825 D SCIENTIFIC GAMES CORP CL A 80874P10 69 3300 SH SHARED 10 3300 D SCIENTIFIC LEARNING CORP COM 80876010 1 359 SH SHARED 359 D SCOTTS MIRACLE GRO CO CL A 81018610 1932 59606 SH SHARED 49606 10000 D SCOTTS MIRACLE GRO CO CL A 81018610 483 14900 SH SHARED 01 14900 D SCOTTS MIRACLE GRO CO CL A 81018610 32 1000 SH SHR/OTHR 01 1000 D SCOTTS MIRACLE GRO CO CL A 81018610 112 3474 SH SHARED 02 3474 D SCOTTS MIRACLE GRO CO CL A 81018610 1750 53980 SH SHARED 10 53980 D SCOTTS MIRACLE GRO CO CL A 81018610 18 570 SH SHARED 20 570 D SCOTTS MIRACLE GRO CO CL A 81018610 37 1160 SH SHARED 21 1160 D SCRIPPS E W CO OHIO CL A 81105420 3671 87397 SH SHARED 87397 D SCRIPPS E W CO OHIO CL A 81105420 1942 46250 SH SHARED 01 46250 D SCRIPPS E W CO OHIO CL A 81105420 84 2011 SH SHARED 02 2011 D SCRIPPS E W CO OHIO CL A 81105420 407 9700 SH SHARED 06 9100 600 D SCRIPPS E W CO OHIO CL A 81105420 2014 47947 SH SHARED 10 47947 D SCRIPPS E W CO OHIO CL A 81105420 168 4000 SH SHARED 23 4000 D SEABOARD CORP COM 81154310 7 5 SH SHARED 01 5 D SEABOARD CORP COM 81154310 62 40 SH SHARED 02 40 D SEABOARD CORP COM 81154310 156 100 SH SHARED 06 100 D SEABOARD CORP COM 81154310 289 185 SH SHARED 10 185 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 1 70 SH SHARED 70 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 55 3800 SH SHARED 01 3800 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 2019 137100 SH SHARED 10 137100 D SEACHANGE INTL INC COM 81169910 28 4070 SH SHARED 4070 D SEACHANGE INTL INC COM 81169910 5 820 SH SHARED 02 820 D SEACOAST BKG CORP FLA COM 81170730 263 24047 SH SHARED 24047 D SEACOAST BKG CORP FLA COM 81170730 63 5800 SH SHARED 10 5800 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AH 630 500000 PRN SHARED 500000 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1260 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC COM 81190410 640 7501 SH SHARED 7501 D SEACOR HOLDINGS INC COM 81190410 275 3232 SH SHARED 01 3232 D SEACOR HOLDINGS INC COM 81190410 293 3439 SH SHARED 02 3439 D SEACOR HOLDINGS INC COM 81190410 17 200 SH SHARED 06 200 D SEACOR HOLDINGS INC COM 81190410 375 4400 SH SHARED 10 4400 D SEABRIDGE GOLD INC COM 81191610 9 409 SH SHARED 409 D SEABRIDGE GOLD INC COM 81191610 1760 73360 SH SHARED 02 73360 D SEALED AIR CORP NEW COM 81211K10 3993 158145 SH SHARED 158145 D SEALED AIR CORP NEW COM 81211K10 1029 40753 SH SHARED 01 40753 D SEALED AIR CORP NEW COM 81211K10 81 3224 SH SHARED 02 2824 400 D SEALED AIR CORP NEW COM 81211K10 401 15920 SH SHARED 06 15100 820 D SEALED AIR CORP NEW COM 81211K10 6564 259968 SH SHARED 10 259968 D SEALED AIR CORP NEW COM 81211K10 10 400 SH SHARED 14 400 D SEALED AIR CORP NEW COM 81211K10 1 50 SH SHARED 20 50 D SEALY CORP COM 81213930 4 624 SH SHARED 624 D SEALY CORP COM 81213930 41 5526 SH SHARED 10 5526 D SEARS HLDGS CORP COM 81235010 86927 851483 SH SHARED 851483 D SEARS HLDGS CORP COM 81235010 890 8723 SH SHARED 01 8723 D SEARS HLDGS CORP COM 81235010 9958 97545 SH SHARED 02 97229 316 D SEARS HLDGS CORP COM 81235010 408 4000 SH SHARED 04 4000 D SEARS HLDGS CORP COM 81235010 953 9337 SH SHARED 06 8300 1037 D SEARS HLDGS CORP COM 81235010 3602 35291 SH SHARED 10 35291 D SEARS HLDGS CORP COM 81235010 255 2500 SH SHARED 14 2500 D SEARS HLDGS CORP COM 81235010 2552 25000 SH SHARED 15 25000 D SEATTLE GENETICS INC COM 81257810 183 20212 SH SHARED 20212 D SEATTLE GENETICS INC COM 81257810 11 1288 SH SHARED 02 628 660 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 46384 1154700 SH SHARED 1154700 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 585 14579 SH SHARED 02 900 13679 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 91 2270 SH SHARED 23 2270 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 1745 56000 SH SHARED 56000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 187 6000 SH SHARED 01 6000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 109 3518 SH SHARED 02 651 2867 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 18 590 SH SHARED 23 590 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 4203 150883 SH SHARED 150883 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 211 7574 SH SHARED 02 7574 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 27 1000 SH SHARED 21 1000 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 19 690 SH SHARED 23 690 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 43195 1406100 SH SHARED 1406100 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 4558 148400 SH SHARED 02 148400 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 366247 4945279 SH SHARED 4945279 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 77 1047 SH SHARED 01 1047 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 724 9776 SH SHARED 02 9776 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 9223 124535 SH SHARED 10 124535 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 52 705 SH SHARED 20 705 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 37 500 SH SHR/OTHR 23 500 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 2672 107476 SH SHARED 107476 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 80157 3223047 SH SHARED 3223047 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 11757 472772 SH SHARED 02 367750 105022 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 2238 90000 SH SHARED 06 90000 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 6752 271510 SH SHARED 10 271510 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 17676 710757 SH SHARED 19 710757 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 15 620 SH SHARED 23 620 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 1650 44142 SH SHARED 02 41250 2892 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 14 385 SH SHARED 23 385 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 1664 74300 SH SHARED 74300 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 101 4530 SH SHARED 01 4530 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 4932 220199 SH SHARED 02 213200 6999 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 4 183 SH SHARED 19 183 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 15 705 SH SHARED 23 705 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 45674 1203862 SH SHARED 1203862 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 1343 35423 SH SHARED 02 503 34920 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 5121 135000 SH SHARED 10 135000 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 36 960 SH SHARED 23 960 D SECURE COMPUTING CORP COM 81370510 1145 177654 SH SHARED 177654 D SECURE COMPUTING CORP COM 81370510 12 2000 SH SHARED 01 2000 D SECURE COMPUTING CORP COM 81370510 96 15020 SH SHARED 02 13020 2000 D SECURE COMPUTING CORP COM 81370510 447 69400 SH SHARED 05 69400 D SECURE COMPUTING CORP COM 81370510 1273 197467 SH SHARED 10 197467 D SECURE AMER ACQUISITION CORP COM 81372L10 586 87865 SH SHARED 87865 D SECURE AMER ACQUISITION CORP *W EXP 10/23/201 81372L11 14 48328 SH SHARED 48328 D SECURITY BANK CORP COM 81404710 20 2530 SH SHARED 2530 D SECURITY BANK CORP COM 81404710 42 5300 SH SHARED 10 5300 D SECURITY NATL FINL CORP CL A NEW 81478530 0 127 SH SHARED 127 D SECURITY W ADVANCED TECHNOLO COM 81517510 0 99 SH SHARED 99 D SELECT COMFORT CORP COM 81616X10 17 4954 SH SHARED 4954 D SELECT COMFORT CORP COM 81616X10 45 12771 SH SHARED 02 12621 150 D SELECT COMFORT CORP COM 81616X10 6 1838 SH SHARED 21 1838 D SELECTICA INC COM 81628810 0 691 SH SHARED 691 D SELECTIVE INS GROUP INC COM 81630010 360 15084 SH SHARED 15084 D SELECTIVE INS GROUP INC COM 81630010 50 2135 SH SHARED 01 2135 D SELECTIVE INS GROUP INC COM 81630010 34 1443 SH SHARED 02 758 685 D SELECTIVE INS GROUP INC COM 81630010 13092 548273 SH SHARED 10 548273 D SELIGMAN LASALLE INTL REAL E COM 81634A10 857 53900 SH SHARED 53900 D SELIGMAN LASALLE INTL REAL E COM 81634A10 267 16810 SH SHARED 02 16810 D SELIGMAN SELECT MUN FD INC COM 81634410 1514 158085 SH SHARED 158085 D SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W10 17963 711419 SH SHARED 711419 D SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W10 16 650 SH SHARED 02 650 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 120 34322 SH SHARED 31222 3100 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 3 1000 SH SHARED 02 1000 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 4308 150021 SH SHARED 150021 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 14 500 SH SHARED 01 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 3124 108780 SH SHARED 02 108180 600 D SEMTECH CORP COM 81685010 99 6971 SH SHARED 6971 D SEMTECH CORP COM 81685010 415 28975 SH SHARED 01 7375 21600 D SEMTECH CORP COM 81685010 635 44346 SH SHARED 02 44346 D SEMTECH CORP COM 81685010 1957 136600 SH SHARED 10 136600 D SEMPRA ENERGY COM 81685110 15207 285425 SH SHARED 285425 D SEMPRA ENERGY COM 81685110 2854 53577 SH SHARED 01 53577 D SEMPRA ENERGY COM 81685110 640 12026 SH SHARED 02 11456 570 D SEMPRA ENERGY COM 81685110 7 136 SH SHARED 04 136 D SEMPRA ENERGY COM 81685110 9 170 SH SHARED 05 170 D SEMPRA ENERGY COM 81685110 2855 53600 SH SHARED 06 26100 27500 D SEMPRA ENERGY COM 81685110 92482 1735777 SH SHARED 10 1632877 102900 D SEMPRA ENERGY COM 81685110 63 1200 SH SHARED 14 1200 D SEMPRA ENERGY COM 81685110 21 405 SH SHARED 20 405 D SEMPRA ENERGY COM 81685110 5 100 SH SHR/OTHR 20 100 D SEMPRA ENERGY COM 81685110 40 751 SH SHR/OTHR 23 751 D SEMITOOL INC COM 81690910 16 2036 SH SHARED 2036 D SENECA FOODS CORP NEW CL A 81707050 2 141 SH SHARED 141 D SENESCO TECHNOLOGIES INC COM NEW 81720840 0 416 SH SHARED 416 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 2106 88872 SH SHARED 88872 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 218 9200 SH SHARED 01 9200 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 29 1226 SH SHARED 02 26 1200 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 8285 349600 SH SHARED 10 349600 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 160471 6770965 SH SHARED 11 2545515 4225450 D SENOMYX INC COM 81724Q10 62 10579 SH SHARED 10579 D SENOMYX INC COM 81724Q10 1799 304978 SH SHARED 02 304978 D SENOMYX INC COM 81724Q10 3641 617200 SH SHARED 04 617200 D SENOMYX INC COM 81724Q10 1549 262600 SH SHARED 10 262600 D SENORX INC COM 81724W10 2 328 SH SHARED 328 D SENSIENT TECHNOLOGIES CORP COM 81725T10 1687 57216 SH SHARED 57216 D SENSIENT TECHNOLOGIES CORP COM 81725T10 425 14438 SH SHARED 01 14438 D SENSIENT TECHNOLOGIES CORP COM 81725T10 40 1360 SH SHARED 02 1360 D SENSIENT TECHNOLOGIES CORP COM 81725T10 519 17600 SH SHARED 10 17600 D SEPRACOR INC NOTE 12/1 817315AT 480 500000 PRN SHARED 500000 D SEPRACOR INC NOTE 12/1 817315AT 961 1000000 PRN SHARED 02 1000000 D SEPRACOR INC NOTE 12/1 817315AU 3955 4356000 PRN SHARED 4356000 D SEPRACOR INC NOTE 12/1 817315AU 4777 5262000 PRN SHARED 02 5262000 D SEPRACOR INC NOTE 10/1 817315AW 1794 2000000 PRN SHARED 2000000 D SEPRACOR INC NOTE 10/1 817315AW 20297 22628000 PRN SHARED 02 22628000 D SEPRACOR INC COM 81731510 1043 53469 SH SHARED 53469 D SEPRACOR INC COM 81731510 1106 56690 SH SHARED 01 19725 36965 D SEPRACOR INC COM 81731510 0 50 SH SHR/OTHR 01 50 D SEPRACOR INC COM 81731510 774 39662 SH SHARED 02 19912 19750 D SEPRACOR INC COM 81731510 41546 2128400 SH SHARED 10 2109800 18600 D SEPRACOR INC COM 81731510 54 2805 SH SHARED 14 2805 D SEPRACOR INC COM 81731510 1 100 SH SHARED 22 100 D SEPRACOR INC COM 81731510 1 100 SH SHR/OTHR 23 100 D SEQUENOM INC COM NEW 81733740 6 1000 SH SHARED 1000 D SEQUENOM INC COM NEW 81733740 21 3308 SH SHARED 3308 D SEQUENOM INC COM NEW 81733740 99 15318 SH SHARED 02 15318 D SERVICE CORP INTL COM 81756510 20 2000 SH SHARED 2000 D SERVICE CORP INTL COM 81756510 847 83558 SH SHARED 83558 D SERVICE CORP INTL COM 81756510 695 68600 SH SHARED 01 68600 D SERVICE CORP INTL COM 81756510 121 11940 SH SHARED 02 11940 D SERVICE CORP INTL COM 81756510 244 24153 SH SHARED 10 24153 D SERVICE CORP INTL COM 81756510 45 4500 SH SHARED 22 4500 D SERVIDYNE INC COM 81765M10 0 51 SH SHARED 51 D SERVOTRONICS INC COM 81773210 0 10 SH SHARED 10 D SEVERN BANCORP ANNAPOLIS MD COM 81811M10 1 178 SH SHARED 178 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 4509 154971 SH SHARED 154971 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 11 400 SH SHARED 02 400 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 17 600 SH SHARED 06 600 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1371 75451 SH SHARED 75451 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 46 2540 SH SHARED 01 2540 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 67 3736 SH SHARED 06 1736 2000 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 1470 80900 SH SHARED 10 80900 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 246 13566 SH SHARED 14 13566 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 218 12000 SH SHARED 23 12000 D SHAW GROUP INC COM 82028010 22 472 SH SHARED 472 D SHAW GROUP INC COM 82028010 4488 95225 SH SHARED 95225 D SHAW GROUP INC COM 82028010 411 8725 SH SHARED 01 8725 D SHAW GROUP INC COM 82028010 18 400 SH SHR/OTHR 01 400 D SHAW GROUP INC COM 82028010 62 1326 SH SHARED 02 476 850 D SHAW GROUP INC COM 82028010 7460 158267 SH SHARED 04 158267 D SHAW GROUP INC COM 82028010 8410 178405 SH SHARED 05 178405 D SHAW GROUP INC COM 82028010 591 12551 SH SHARED 06 193 12358 D SHAW GROUP INC COM 82028010 18415 390650 SH SHARED 10 383850 6800 D SHAW GROUP INC COM 82028010 8 190 SH SHARED 21 190 D SHENANDOAH TELECOMMUNICATION COM 82312B10 31 2101 SH SHARED 2101 D SHENANDOAH TELECOMMUNICATION COM 82312B10 0 25 SH SHARED 01 25 D SHENANDOAH TELECOMMUNICATION COM 82312B10 53 3577 SH SHARED 02 3577 D SHENANDOAH TELECOMMUNICATION COM 82312B10 66 4500 SH SHARED 10 4500 D SHENGDA TECH INC COM 82321310 51 6102 SH SHARED 6102 D SHENGDA TECH INC COM 82321310 36 4243 SH SHARED 02 4243 D SHENGDA TECH INC COM 82321310 46 5500 SH SHARED 10 5500 D SHERWIN WILLIAMS CO COM 82434810 30642 600360 SH SHARED 600360 D SHERWIN WILLIAMS CO COM 82434810 1001 19624 SH SHARED 01 18124 1500 D SHERWIN WILLIAMS CO COM 82434810 656 12867 SH SHARED 02 11867 1000 D SHERWIN WILLIAMS CO COM 82434810 6 120 SH SHARED 05 120 D SHERWIN WILLIAMS CO COM 82434810 876 17170 SH SHARED 06 15800 1370 D SHERWIN WILLIAMS CO COM 82434810 11520 225718 SH SHARED 10 225718 D SHERWIN WILLIAMS CO COM 82434810 143 2810 SH SHARED 20 1810 1000 D SHERWIN WILLIAMS CO COM 82434810 22 450 SH SHR/OTHR 23 450 D SHILOH INDS INC COM 82454310 1 154 SH SHARED 154 D SHILOH INDS INC COM 82454310 7 700 SH SHARED 02 700 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 163 1545 SH SHARED 1545 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 1558 14760 SH SHARED 06 14760 D SHIRE PLC SPONSORED ADR 82481R10 35796 617602 SH SHARED 617602 D SHIRE PLC SPONSORED ADR 82481R10 2835 48928 SH SHARED 02 29538 19390 D SHIRE PLC SPONSORED ADR 82481R10 4427 76390 SH SHARED 10 76390 D SHIRE PLC SPONSORED ADR 82481R10 162 2800 SH SHARED 23 2800 D SHOE CARNIVAL INC COM 82488910 29 2173 SH SHARED 2173 D SHOE CARNIVAL INC COM 82488910 25 1900 SH SHARED 01 1900 D SHOE CARNIVAL INC COM 82488910 267 19800 SH SHARED 10 19800 D SHOE PAVILION INC COM 82489410 0 155 SH SHARED 155 D SHORE BANCSHARES INC COM 82510710 4 207 SH SHARED 207 D SHORETEL INC COM 82521110 1 200 SH SHARED 200 D SHORETEL INC COM 82521110 3 700 SH SHARED 02 700 D SHUFFLE MASTER INC COM 82554910 46 8753 SH SHARED 8753 D SHUFFLE MASTER INC COM 82554910 30 5750 SH SHARED 01 5750 D SHUFFLE MASTER INC COM 82554910 13 2600 SH SHARED 02 2100 500 D SHUFFLE MASTER INC COM 82554910 2 495 SH SHARED 21 495 D SHUTTERFLY INC COM 82568P30 47 3185 SH SHARED 3185 D SHUTTERFLY INC COM 82568P30 18 1224 SH SHARED 02 1224 D SHUTTERFLY INC COM 82568P30 64 4352 SH SHARED 10 4352 D SIEBERT FINL CORP COM 82617610 0 64 SH SHARED 64 D SIEBERT FINL CORP COM 82617610 0 160 SH SHARED 02 160 D SIEMENS A G SPONSORED ADR 82619750 538 4944 SH SHARED 4944 D SIEMENS A G SPONSORED ADR 82619750 16 150 SH SHARED 01 150 D SIEMENS A G SPONSORED ADR 82619750 16 150 SH SHR/OTHR 01 150 D SIEMENS A G SPONSORED ADR 82619750 14 130 SH SHARED 02 130 D SIEMENS A G SPONSORED ADR 82619750 163 1500 SH SHARED 23 1500 D SIEMENS A G SPONSORED ADR 82619750 21 200 SH SHR/OTHR 23 200 D SIERRA BANCORP COM 82620P10 49 2302 SH SHARED 2302 D SIERRA PAC RES NEW COM 82642810 63912 5060406 SH SHARED 5056306 4100 D SIERRA PAC RES NEW COM 82642810 1023 81000 SH SHARED 01 8600 72400 D SIERRA PAC RES NEW COM 82642810 749 59372 SH SHARED 02 57702 1670 D SIERRA PAC RES NEW COM 82642810 6072 480823 SH SHARED 10 480823 D SIERRA PAC RES NEW COM 82642810 21 1716 SH SHARED 21 1716 D SIERRA WIRELESS INC COM 82651610 185 11606 SH SHARED 11606 D SIFCO INDS INC COM 82654610 0 76 SH SHARED 76 D SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M10 18 4046 SH SHARED 4046 D SIGMA ALDRICH CORP COM 82655210 7707 129210 SH SHARED 129210 D SIGMA ALDRICH CORP COM 82655210 958 16064 SH SHARED 01 13564 2500 D SIGMA ALDRICH CORP COM 82655210 44 750 SH SHR/OTHR 01 750 D SIGMA ALDRICH CORP COM 82655210 1029 17255 SH SHARED 02 7065 10190 D SIGMA ALDRICH CORP COM 82655210 845 14180 SH SHARED 06 12700 1480 D SIGMA ALDRICH CORP COM 82655210 3239 54308 SH SHARED 10 54308 D SIGMA ALDRICH CORP COM 82655210 688 11548 SH SHARED 20 4160 7388 D SIGMA ALDRICH CORP COM 82655210 596 10000 SH SHR/OTHR 20 10000 D SIGMA ALDRICH CORP COM 82655210 7 122 SH SHARED 21 122 D SIGMA ALDRICH CORP COM 82655210 11 200 SH SHARED 23 200 D SIGMA ALDRICH CORP COM 82655210 184 3100 SH SHR/OTHR 23 3100 D SIGMA DESIGNS INC COM 82656510 141 6229 SH SHARED 6229 D SIGMA DESIGNS INC COM 82656510 97 4300 SH SHARED 01 4300 D SIGMA DESIGNS INC COM 82656510 124 5500 SH SHARED 02 5500 D SIGMA DESIGNS INC COM 82656510 1060 46800 SH SHARED 10 46800 D SIGMATRON INTL INC COM 82661L10 0 88 SH SHARED 88 D SIGMATEL INC COM 82661W10 2 925 SH SHARED 925 D SIGNATURE BK NEW YORK N Y COM 82669G10 168 6624 SH SHARED 6624 D SIGNATURE BK NEW YORK N Y COM 82669G10 5 225 SH SHARED 01 225 D SIGNATURE BK NEW YORK N Y COM 82669G10 266 10457 SH SHARED 10 10457 D SIGNATURE BK NEW YORK N Y COM 82669G10 2 95 SH SHARED 21 95 D SIGNALIFE INC COM 82669P10 0 827 SH SHARED 827 D SIGA TECHNOLOGIES INC COM 82691710 1 682 SH SHARED 682 D SIGA TECHNOLOGIES INC COM 82691710 23 10000 SH SHARED 02 10000 D SILICON LABORATORIES INC COM 82691910 627 19894 SH SHARED 19894 D SILICON LABORATORIES INC COM 82691910 889 28200 SH SHARED 01 12000 16200 D SILICON LABORATORIES INC COM 82691910 189 5994 SH SHARED 02 4794 1200 D SILICON LABORATORIES INC COM 82691910 85 2700 SH SHARED 10 2700 D SILGAN HOLDINGS INC COM 82704810 108 2188 SH SHARED 2188 D SILGAN HOLDINGS INC COM 82704810 16 335 SH SHARED 02 180 155 D SILGAN HOLDINGS INC COM 82704810 352 7100 SH SHARED 10 7100 D SILGAN HOLDINGS INC COM 82704810 54 1105 SH SHARED 21 1105 D SILICON IMAGE INC COM 82705T10 32 6464 SH SHARED 6464 D SILICON IMAGE INC COM 82705T10 130 26100 SH SHARED 02 19100 7000 D SILICON GRAPHICS INC COM NEW 82705630 1 140 SH SHARED 140 D SILICON STORAGE TECHNOLOGY I COM 82705710 24 9414 SH SHARED 9414 D SILICON STORAGE TECHNOLOGY I COM 82705710 30 11520 SH SHARED 02 11520 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 205 14531 SH SHARED 14531 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 58 4155 SH SHARED 02 2155 2000 D SILICON VY BANCSHARES NOTE 6/1 827064AC 1297 1000000 PRN SHARED 1000000 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 5274 627932 SH SHARED 627932 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 11 1362 SH SHARED 02 1291 71 D SILVER STD RES INC COM 82823L10 512 16881 SH SHARED 16881 D SILVER STD RES INC COM 82823L10 213 7050 SH SHARED 02 7050 D SILVER STD RES INC COM 82823L10 970 32000 SH SHARED 04 32000 D SILVER STD RES INC COM 82823L10 70 2330 SH SHARED 21 2330 D SILVER STATE BANCORP COM 82825110 2 262 SH SHARED 262 D SILVER WHEATON CORP COM 82833610 155 10000 SH SHARED 10000 D SILVER WHEATON CORP COM 82833610 4171 268600 SH SHARED 268600 D SILVER WHEATON CORP COM 82833610 5746 370000 SH SHARED 02 370000 D SILVER WHEATON CORP COM 82833610 13810 889300 SH SHARED 04 889300 D SILVER WHEATON CORP COM 82833610 6988 450000 SH SHARED 05 450000 D SILVER WHEATON CORP COM 82833610 669 43125 SH SHARED 06 43125 D SILVER WHEATON CORP COM 82833610 36649 2359900 SH SHARED 10 2359900 D SILVER WHEATON CORP COM 82833610 2571 165610 SH SHARED 16 165610 D SILVER WHEATON CORP COM 82833610 7 500 SH SHARED 19 500 D SILVERLEAF RESORTS INC COM 82839510 1 522 SH SHARED 522 D SILVERLEAF RESORTS INC COM 82839510 6 3000 SH SHARED 02 3000 D SIMCERE PHARMACEUTICAL GROUP SPON ADR 82859P10 2 213 SH SHARED 213 D SIMCLAR INC COM 82859910 0 44 SH SHARED 44 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 4 137 SH SHARED 137 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 220 7400 SH SHARED 10 7400 D SIMON PPTY GROUP INC NEW COM 82880610 50263 540996 SH SHARED 534996 6000 D SIMON PPTY GROUP INC NEW COM 82880610 2716 29233 SH SHARED 01 27163 2070 D SIMON PPTY GROUP INC NEW COM 82880610 946 10187 SH SHARED 02 9046 1141 D SIMON PPTY GROUP INC NEW COM 82880610 9 100 SH SHARED 05 100 D SIMON PPTY GROUP INC NEW COM 82880610 9 100 SH SHARED 06 100 D SIMON PPTY GROUP INC NEW COM 82880610 51105 550050 SH SHARED 10 544550 5500 D SIMON PPTY GROUP INC NEW COM 82880610 725993 7813944 SH SHARED 11 4128568 3685376 D SIMON PPTY GROUP INC NEW COM 82880610 408 4400 SH SHARED 14 4400 D SIMON PPTY GROUP INC NEW COM 82880610 820 8830 SH SHARED 20 1660 7170 D SIMON PPTY GROUP INC NEW COM 82880610 9 100 SH SHR/OTHR 20 100 D SIMON PPTY GROUP INC NEW COM 82880610 13 150 SH SHARED 22 150 D SIMON PPTY GROUP INC NEW COM 82880610 178 1923 SH SHARED 23 1573 350 D SIMON PPTY GROUP INC NEW COM 82880610 23 250 SH SHR/OTHR 23 250 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 80323 1064171 SH SHARED 1064171 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 136 1810 SH SHARED 01 60 1750 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 7615 100898 SH SHARED 02 100898 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 79 1050 SH SHARED 23 1050 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 37 498 SH SHR/OTHR 23 498 D SIMPSON MANUFACTURING CO INC COM 82907310 27 1009 SH SHARED 1009 D SIMPSON MANUFACTURING CO INC COM 82907310 124 4572 SH SHARED 02 4572 D SIMPSON MANUFACTURING CO INC COM 82907310 228 8400 SH SHARED 10 8400 D SIMTEK CORP COM NEW 82920430 0 352 SH SHARED 352 D SIMULATIONS PLUS INC COM 82921410 0 182 SH SHARED 182 D SINA CORP NOTE 7/1 82922RAB 3050 2000000 PRN SHARED 2000000 D SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW 724000 8000000 SH SHARED 8000000 D SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW 912511 10083000 SH SHARED 02 10083000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 240 26992 SH SHARED 26992 D SINCLAIR BROADCAST GROUP INC CL A 82922610 198 22316 SH SHARED 02 22316 D SINCLAIR BROADCAST GROUP INC CL A 82922610 575 64547 SH SHARED 10 64547 D SINGAPORE FD INC COM 82929L10 152 10902 SH SHARED 01 10902 D SINGAPORE FD INC COM 82929L10 144 10356 SH SHARED 23 10356 D SINGAPORE FD INC COM 82929L10 321 23013 SH SHR/OTHR 23 23013 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 1039 29695 SH SHARED 29695 D SIRONA DENTAL SYSTEMS INC COM 82966C10 460 17083 SH SHARED 17083 D SIRONA DENTAL SYSTEMS INC COM 82966C10 911 33800 SH SHARED 01 33800 D SIRONA DENTAL SYSTEMS INC COM 82966C10 941 34900 SH SHR/OTHR 01 34900 D SIRONA DENTAL SYSTEMS INC COM 82966C10 26 1000 SH SHARED 02 1000 D SIRONA DENTAL SYSTEMS INC COM 82966C10 320 11900 SH SHARED 10 11900 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC 19 20000 PRN SHARED 02 20000 D SIRIUS SATELLITE RADIO INC COM 82966U10 8105 2834007 SH SHARED 2834007 D SIRIUS SATELLITE RADIO INC COM 82966U10 166 58070 SH SHARED 01 38070 20000 D SIRIUS SATELLITE RADIO INC COM 82966U10 402 140622 SH SHARED 02 75506 65116 D SIRIUS SATELLITE RADIO INC COM 82966U10 22 7730 SH SHARED 06 1000 6730 D SIRIUS SATELLITE RADIO INC COM 82966U10 272 95300 SH SHARED 10 95300 D SIRIUS SATELLITE RADIO INC COM 82966U10 39 13900 SH SHARED 14 13900 D SIRIUS SATELLITE RADIO INC COM 82966U10 10 3500 SH SHR/OTHR 23 3500 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 295 58142 SH SHARED 01 45800 12342 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 48 9465 SH SHARED 02 5240 4225 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 25997 5107550 SH SHARED 04 5107550 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 14496 2848000 SH SHARED 10 2118400 729600 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 183 36000 SH SHARED 14 36000 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 67 13300 SH SHARED 15 13300 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 123 24200 SH SHARED 24 24200 D SIRTRIS PHARMACEUTICALS INC COM 82968A10 254 19567 SH SHARED 19567 D SIRTRIS PHARMACEUTICALS INC COM 82968A10 6 479 SH SHARED 02 479 D SIX FLAGS INC COM 83001P10 27 16757 SH SHARED 16757 D SIX FLAGS INC COM 83001P10 9 5519 SH SHARED 02 5319 200 D SIX FLAGS INC COM 83001P10 62 37900 SH SHARED 10 37900 D SIX FLAGS INC COM 83001P10 255 156000 SH SHARED 22 156000 D SIX FLAGS INC PIERS 83001P50 5575 466150 SH SHARED 466150 D SKECHERS U S A INC CL A 83056610 3172 156986 SH SHARED 156986 D SKECHERS U S A INC CL A 83056610 377 18700 SH SHARED 01 18700 D SKECHERS U S A INC CL A 83056610 217 10760 SH SHARED 02 10760 D SKECHERS U S A INC CL A 83056610 39 1931 SH SHARED 10 1931 D SKECHERS U S A INC CL A 83056610 20 1000 SH SHARED 20 500 500 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 635 57900 SH SHARED 10 57900 D SKYLINE CORP COM 83083010 0 2 SH SHARED 2 D SKYLINE CORP COM 83083010 112 4049 SH SHARED 01 4049 D SKYLINE CORP COM 83083010 101 3652 SH SHARED 02 3652 D SKYWEST INC COM 83087910 490 23206 SH SHARED 23206 D SKYWEST INC COM 83087910 523 24800 SH SHARED 01 24800 D SKYWEST INC COM 83087910 23 1130 SH SHARED 02 900 230 D SKYWEST INC COM 83087910 3208 151900 SH SHARED 10 151900 D SKYWEST INC COM 83087910 4 210 SH SHARED 21 210 D SKYWORKS SOLUTIONS INC NOTE 1.250% 3/0 83088MAF 940 915000 PRN SHARED 915000 D SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH 7432 7500000 PRN SHARED 7500000 D SKYWORKS SOLUTIONS INC COM 83088M10 68 9360 SH SHARED 01 9360 D SKYWORKS SOLUTIONS INC COM 83088M10 224 30879 SH SHARED 02 30879 D SKYWORKS SOLUTIONS INC COM 83088M10 1233 169500 SH SHARED 10 169500 D SKILLSOFT PLC SPONSORED ADR 83092810 88 8460 SH SHARED 8460 D SKILLSOFT PLC SPONSORED ADR 83092810 146 14021 SH SHARED 02 710 13311 D SMART BALANCE INC COM 83169Y10 6 791 SH SHARED 791 D SMARTPROS LTD COM 83171G10 3 766 SH SHARED 766 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 15 230 SH SHARED 230 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 107 1636 SH SHARED 1636 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 29 450 SH SHARED 01 450 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 19 300 SH SHARED 22 300 D SMITH & WESSON HLDG CORP COM 83175610 49 9808 SH SHARED 9808 D SMITH & WESSON HLDG CORP COM 83175610 1229 245000 SH SHARED 04 245000 D SMITH A O COM 83186520 504 15339 SH SHARED 15339 D SMITH A O COM 83186520 98 3000 SH SHARED 02 3000 D SMITH A O COM 83186520 266 8100 SH SHARED 10 8100 D SMART MOVE INC COM 83192010 0 79 SH SHARED 79 D SMITH INTL INC COM 83211010 11899 185257 SH SHARED 185257 D SMITH INTL INC COM 83211010 1613 25128 SH SHARED 01 25128 D SMITH INTL INC COM 83211010 4128 64280 SH SHARED 02 64280 D SMITH INTL INC COM 83211010 1393 21690 SH SHARED 06 19850 1840 D SMITH INTL INC COM 83211010 10411 162100 SH SHARED 10 162100 D SMITH MICRO SOFTWARE INC COM 83215410 18 3000 SH SHARED 02 3000 D SMITHFIELD FOODS INC COM 83224810 1591 61799 SH SHARED 61799 D SMITHFIELD FOODS INC COM 83224810 919 35700 SH SHARED 01 35700 D SMITHFIELD FOODS INC COM 83224810 2492 96743 SH SHARED 02 96743 D SMITHFIELD FOODS INC COM 83224810 1314 51028 SH SHARED 10 51028 D SMITHTOWN BANCORP INC COM 83244910 4 223 SH SHARED 223 D SMUCKER J M CO COM NEW 83269640 1614 31906 SH SHARED 31906 D SMUCKER J M CO COM NEW 83269640 1036 20473 SH SHARED 01 3604 16869 D SMUCKER J M CO COM NEW 83269640 1 36 SH SHR/OTHR 01 36 D SMUCKER J M CO COM NEW 83269640 839 16584 SH SHARED 02 16559 25 D SMUCKER J M CO COM NEW 83269640 35052 692600 SH SHARED 10 692600 D SMUCKER J M CO COM NEW 83269640 2 48 SH SHARED 20 8 40 D SMUCKER J M CO COM NEW 83269640 5 100 SH SHR/OTHR 20 100 D SMUCKER J M CO COM NEW 83269640 22 440 SH SHARED 23 440 D SMUCKER J M CO COM NEW 83269640 81 1611 SH SHR/OTHR 23 1611 D SMURFIT-STONE CONTAINER CORP COM 83272710 1256 163156 SH SHARED 163156 D SMURFIT-STONE CONTAINER CORP COM 83272710 55 7200 SH SHARED 01 7200 D SMURFIT-STONE CONTAINER CORP COM 83272710 929 120721 SH SHARED 02 120721 D SMURFIT-STONE CONTAINER CORP COM 83272710 137826 17899600 SH SHARED 04 17899600 D SMURFIT-STONE CONTAINER CORP COM 83272710 9 1240 SH SHARED 06 1240 D SMURFIT-STONE CONTAINER CORP COM 83272710 1739 225911 SH SHARED 10 169611 56300 D SMURFIT-STONE CONTAINER CORP COM 83272710 3244 421300 SH SHARED 14 134800 286500 D SMURFIT-STONE CONTAINER CORP COM 83272710 3933 510787 SH SHARED 16 510787 D SNAP ON INC COM 83303410 4187 82344 SH SHARED 82344 D SNAP ON INC COM 83303410 446 8773 SH SHARED 01 8773 D SNAP ON INC COM 83303410 138 2729 SH SHARED 02 2729 D SNAP ON INC COM 83303410 300 5900 SH SHARED 06 5900 D SNAP ON INC COM 83303410 1196 23525 SH SHARED 10 23525 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 455 19496 SH SHARED 19496 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 13949 596650 SH SHARED 01 596650 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 0 28 SH SHARED 02 28 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 9983 427000 SH SHARED 04 427000 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 116 5000 SH SHARED 06 5000 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 6733 288000 SH SHARED 10 288000 D SOCKET COMMUNICATIONS INC COM 83367210 0 788 SH SHARED 788 D SOFTBRANDS INC COM 83402A10 0 883 SH SHARED 883 D SOFTBRANDS INC COM 83402A10 0 172 SH SHARED 01 172 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 92 2400 SH SHARED 2400 D SOHU COM INC COM 83408W10 1852 41054 SH SHARED 41054 D SOHU COM INC COM 83408W10 390 8650 SH SHARED 01 8650 D SOHU COM INC COM 83408W10 111 2480 SH SHARED 02 2480 D SOHU COM INC COM 83408W10 72 1600 SH SHARED 10 1600 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 1962 162753 SH SHARED 162753 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 91 7550 SH SHARED 02 7550 D SOLERA HOLDINGS INC COM 83421A10 119 4893 SH SHARED 4893 D SOLERA HOLDINGS INC COM 83421A10 258 10600 SH SHARED 01 10600 D SOLERA HOLDINGS INC COM 83421A10 46 1889 SH SHARED 02 1889 D SOLERA HOLDINGS INC COM 83421A10 112 4600 SH SHARED 10 4600 D SOLITARIO RES CORP COM 83422R10 3 634 SH SHARED 634 D SOLITARIO RES CORP COM 83422R10 207 40000 SH SHARED 23 40000 D SOLUTIA INC COM NEW 83437650 2832 202333 SH SHARED 202333 D SOMANETICS CORP COM NEW 83444540 10 674 SH SHARED 674 D SOMANETICS CORP COM NEW 83444540 40 2622 SH SHARED 02 2622 D SOMANETICS CORP COM NEW 83444540 4736 304200 SH SHARED 10 304200 D SONESTA INTL HOTELS CORP CL A 83543840 2 84 SH SHARED 84 D SONIC AUTOMOTIVE INC NOTE 4.250%11/3 83545GAK 3434 3225000 PRN SHARED 3225000 D SONIC AUTOMOTIVE INC CL A 83545G10 858 41796 SH SHARED 41796 D SONIC AUTOMOTIVE INC CL A 83545G10 247 12050 SH SHARED 01 12050 D SONIC AUTOMOTIVE INC CL A 83545G10 236 11500 SH SHARED 10 11500 D SONIC INNOVATIONS INC COM 83545M10 1 260 SH SHARED 01 260 D SONIC INNOVATIONS INC COM 83545M10 652 135000 SH SHARED 02 135000 D SONIC FDRY INC COM 83545R10 0 823 SH SHARED 823 D SONIC CORP COM 83545110 56 2550 SH SHARED 2550 D SONIC CORP COM 83545110 202 9174 SH SHARED 01 9174 D SONIC CORP COM 83545110 107 4900 SH SHARED 10 4900 D SONIC CORP COM 83545110 47 2173 SH SHARED 21 2173 D SONIC CORP COM 83545110 19 900 SH SHR/OTHR 22 900 D SONIC SOLUTIONS COM 83546010 2 241 SH SHARED 241 D SONIC SOLUTIONS COM 83546010 134 13900 SH SHARED 02 13900 D SONICWALL INC COM 83547010 191 23380 SH SHARED 23380 D SONICWALL INC COM 83547010 46 5681 SH SHARED 02 3891 1790 D SONICWALL INC COM 83547010 20 2546 SH SHARED 10 2546 D SONICWALL INC COM 83547010 55 6758 SH SHARED 20 6758 D SONOCO PRODS CO COM 83549510 3007 105056 SH SHARED 105056 D SONOCO PRODS CO COM 83549510 1191 41604 SH SHARED 01 1770 39834 D SONOCO PRODS CO COM 83549510 28 1000 SH SHR/OTHR 01 1000 D SONOCO PRODS CO COM 83549510 423 14775 SH SHARED 02 6840 7935 D SONOCO PRODS CO COM 83549510 60863 2125862 SH SHARED 04 2125862 D SONOCO PRODS CO COM 83549510 21786 760979 SH SHARED 06 760979 D SONOCO PRODS CO COM 83549510 2396 83700 SH SHARED 10 83700 D SONOCO PRODS CO COM 83549510 2092 73100 SH SHARED 15 73100 D SONOCO PRODS CO COM 83549510 74 2590 SH SHARED 20 2590 D SONOCO PRODS CO COM 83549510 14 500 SH SHARED 23 500 D SONOCO PRODS CO COM 83549510 187 6554 SH SHR/OTHR 23 6554 D SONOSITE INC NOTE 3.750% 7/1 83568GAA 1013 1000000 PRN SHARED 1000000 D SONOSITE INC COM 83568G10 7 274 SH SHARED 274 D SONOSITE INC COM 83568G10 17 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 4 164 SH SHARED 02 164 D SONOSITE INC COM 83568G10 1293 45500 SH SHARED 10 45500 D SONUS PHARMACEUTICALS INC COM 83569210 0 857 SH SHARED 857 D SONY CORP ADR NEW 83569930 3919 97804 SH SHARED 96804 1000 D SONY CORP ADR NEW 83569930 183 4582 SH SHARED 02 4582 D SONY CORP ADR NEW 83569930 3512 87665 SH SHARED 10 87665 D SONY CORP ADR NEW 83569930 1101 27500 SH SHARED 14 27500 D SOTHEBYS COM 83589810 5 200 SH SHARED 200 D SOTHEBYS COM 83589810 494 17122 SH SHARED 14692 2430 D SOTHEBYS COM 83589810 876 30315 SH SHARED 01 10915 19400 D SOTHEBYS COM 83589810 71 2456 SH SHARED 02 2456 D SOTHEBYS COM 83589810 1260 43600 SH SHARED 10 43600 D SONUS NETWORKS INC COM 83591610 170 49700 SH SHARED 49700 D SONUS NETWORKS INC COM 83591610 9 2743 SH SHARED 02 2743 D SONUS NETWORKS INC COM 83591610 6758 1964800 SH SHARED 10 1964800 D SOUNDBITE COMMUNICATIONS INC COM 83609110 0 136 SH SHARED 136 D SOURCE INTERLINK COS INC COM NEW 83615120 6 3438 SH SHARED 3438 D SOURCEFIRE INC COM 83616T10 0 99 SH SHARED 99 D SOURCEFORGE INC COM 83616W10 15 7605 SH SHARED 7605 D SOUTH FINL GROUP INC COM 83784110 408 27520 SH SHARED 27520 D SOUTH FINL GROUP INC COM 83784110 188 12700 SH SHARED 01 12700 D SOUTH FINL GROUP INC COM 83784110 20 1386 SH SHARED 02 1066 320 D SOUTH FINL GROUP INC COM 83784110 424 28600 SH SHARED 10 28600 D SOUTH JERSEY INDS INC COM 83851810 435 12417 SH SHARED 12417 D SOUTH JERSEY INDS INC COM 83851810 17 500 SH SHARED 01 500 D SOUTH JERSEY INDS INC COM 83851810 7 200 SH SHARED 02 200 D SOUTH JERSEY INDS INC COM 83851810 765 21800 SH SHARED 10 21800 D SOUTH TEXAS OIL CO COM 84055V10 1 221 SH SHARED 221 D SOUTHCOAST FINANCIAL CORP COM 84129R10 2 143 SH SHARED 143 D SOUTHERN CO COM 84258710 61671 1731847 SH SHARED 1731847 D SOUTHERN CO COM 84258710 3779 106129 SH SHARED 01 101479 4650 D SOUTHERN CO COM 84258710 60 1700 SH SHR/OTHR 01 1700 D SOUTHERN CO COM 84258710 4208 118173 SH SHARED 02 98063 20110 D SOUTHERN CO COM 84258710 12 350 SH SHARED 05 350 D SOUTHERN CO COM 84258710 2848 79980 SH SHARED 06 72200 7780 D SOUTHERN CO COM 84258710 17134 481170 SH SHARED 10 480570 600 D SOUTHERN CO COM 84258710 78 2200 SH SHARED 14 2200 D SOUTHERN CO COM 84258710 1622 45574 SH SHARED 20 1100 44474 D SOUTHERN CO COM 84258710 170 4774 SH SHR/OTHR 20 4774 D SOUTHERN CO COM 84258710 101 2860 SH SHARED 21 2860 D SOUTHERN CO COM 84258710 71 2000 SH SHR/OTHR 21 2000 D SOUTHERN CO COM 84258710 15 440 SH SHARED 23 440 D SOUTHERN CO COM 84258710 146 4100 SH SHR/OTHR 23 4100 D SOUTHERN CMNTY FINL CORP COM 84263210 3 460 SH SHARED 460 D SOUTHERN COPPER CORP COM 84265V10 121 1166 SH SHARED 1166 D SOUTHERN COPPER CORP COM 84265V10 11504 110803 SH SHARED 110803 D SOUTHERN COPPER CORP COM 84265V10 384 3700 SH SHARED 01 2700 1000 D SOUTHERN COPPER CORP COM 84265V10 20 200 SH SHR/OTHR 01 200 D SOUTHERN COPPER CORP COM 84265V10 825 7947 SH SHARED 02 6407 1540 D SOUTHERN COPPER CORP COM 84265V10 1567 15101 SH SHARED 04 15101 D SOUTHERN COPPER CORP COM 84265V10 10943 105400 SH SHARED 05 105400 D SOUTHERN COPPER CORP COM 84265V10 654 6300 SH SHARED 06 6300 D SOUTHERN COPPER CORP COM 84265V10 19382 186677 SH SHARED 10 186677 D SOUTHERN COPPER CORP COM 84265V10 3420 32945 SH SHARED 14 32945 D SOUTHERN MO BANCORP INC COM 84338010 0 49 SH SHARED 49 D SOUTHERN NATL BANCORP OF VA COM 84339510 1 140 SH SHARED 140 D SOUTHERN UN CO NEW COM 84403010 61 2632 SH SHARED 2632 D SOUTHERN UN CO NEW COM 84403010 118 5100 SH SHARED 01 5100 D SOUTHERN UN CO NEW COM 84403010 13 600 SH SHARED 02 600 D SOUTHERN UN CO NEW COM 84403010 19781 850083 SH SHARED 10 850083 D SOUTHERN UN CO NEW COM 84403010 26 1150 SH SHARED 23 1150 D SOUTHERN UN CO NEW COM 84403010 24 1050 SH SHR/OTHR 23 1050 D SOUTHSIDE BANCSHARES INC COM 84470P10 12 530 SH SHARED 530 D SOUTHWEST AIRLS CO COM 84474110 8866 715017 SH SHARED 715017 D SOUTHWEST AIRLS CO COM 84474110 1270 102447 SH SHARED 01 101942 505 D SOUTHWEST AIRLS CO COM 84474110 406 32793 SH SHARED 02 32598 195 D SOUTHWEST AIRLS CO COM 84474110 3 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 1436 115880 SH SHARED 06 114900 980 D SOUTHWEST AIRLS CO COM 84474110 4727 381286 SH SHARED 10 357586 23700 D SOUTHWEST AIRLS CO COM 84474110 3 250 SH SHARED 20 250 D SOUTHWEST AIRLS CO COM 84474110 29 2380 SH SHARED 21 2380 D SOUTHWEST AIRLS CO COM 84474110 409 33000 SH SHR/OTHR 23 33000 D SOUTHWEST BANCORP INC OKLA COM 84476710 121 6960 SH SHARED 6960 D SOUTHWEST BANCORP INC OKLA COM 84476710 68 3935 SH SHARED 01 235 3700 D SOUTHWEST GAS CORP COM 84489510 86 3104 SH SHARED 3104 D SOUTHWEST GAS CORP COM 84489510 56 2025 SH SHARED 01 1675 350 D SOUTHWEST GAS CORP COM 84489510 11 428 SH SHARED 02 428 D SOUTHWEST GAS CORP COM 84489510 2535 90700 SH SHARED 10 90700 D SOUTHWEST GA FINL CORP COM 84502A10 1 103 SH SHARED 103 D SOUTHWEST WTR CO COM 84533110 8 796 SH SHARED 796 D SOUTHWEST WTR CO COM 84533110 46 4174 SH SHARED 02 4174 D SOUTHWESTERN ENERGY CO COM 84546710 8816 261681 SH SHARED 261681 D SOUTHWESTERN ENERGY CO COM 84546710 3846 114160 SH SHARED 01 8160 106000 D SOUTHWESTERN ENERGY CO COM 84546710 2966 88061 SH SHARED 02 86861 1200 D SOUTHWESTERN ENERGY CO COM 84546710 673 20000 SH SHARED 04 20000 D SOUTHWESTERN ENERGY CO COM 84546710 7 220 SH SHARED 05 220 D SOUTHWESTERN ENERGY CO COM 84546710 124 3700 SH SHARED 06 1200 2500 D SOUTHWESTERN ENERGY CO COM 84546710 47757 1417562 SH SHARED 10 1417562 D SOUTHWESTERN ENERGY CO COM 84546710 5 170 SH SHARED 21 170 D SOVEREIGN BANCORP INC COM 84590510 5081 545243 SH SHARED 542743 2500 D SOVEREIGN BANCORP INC COM 84590510 555 59646 SH SHARED 01 59646 D SOVEREIGN BANCORP INC COM 84590510 83 8991 SH SHARED 02 4522 4469 D SOVEREIGN BANCORP INC COM 84590510 60 6500 SH SHARED 04 6500 D SOVEREIGN BANCORP INC COM 84590510 349 37500 SH SHARED 06 34970 2530 D SOVEREIGN BANCORP INC COM 84590510 45285 4859006 SH SHARED 10 4859006 D SOVEREIGN BANCORP INC COM 84590510 292 31359 SH SHARED 14 31359 D SOVRAN SELF STORAGE INC COM 84610H10 76 1800 SH SHARED 1800 D SOVRAN SELF STORAGE INC COM 84610H10 46 1100 SH SHARED 01 1100 D SOVRAN SELF STORAGE INC COM 84610H10 52 1234 SH SHARED 02 1234 D SOVRAN SELF STORAGE INC COM 84610H10 2020 47300 SH SHARED 10 47300 D SPACEHAB INC COM NEW 84624340 0 119 SH SHARED 119 D SPACEHAB INC COM NEW 84624340 4 7800 SH SHARED 23 7800 D SPAN AMER MED SYS INC COM 84639610 0 50 SH SHARED 50 D SPANISH BROADCASTING SYS INC CL A 84642588 55 31320 SH SHARED 31320 D SPANISH BROADCASTING SYS INC CL A 84642588 327 184908 SH SHARED 10 184908 D SPANSION INC COM CL A 84649R10 20851 7582535 SH SHARED 7582535 D SPANSION INC COM CL A 84649R10 185 67500 SH SHARED 10 67500 D SPARK NETWORKS INC COM 84651P10 16 3923 SH SHARED 3923 D SPARTAN MTRS INC COM 84681910 129 15312 SH SHARED 15312 D SPARTAN MTRS INC COM 84681910 22 2700 SH SHARED 02 2700 D SPARTAN STORES INC NOTE 3.375% 5/1 846822AE 4250 5000000 PRN SHARED 5000000 D SPARTAN STORES INC COM 84682210 63 3023 SH SHARED 3023 D SPARTAN STORES INC COM 84682210 886 42500 SH SHARED 01 42500 D SPARTAN STORES INC COM 84682210 1284 61600 SH SHR/OTHR 01 61600 D SPARTAN STORES INC COM 84682210 20 1000 SH SHARED 02 1000 D SPARTAN STORES INC COM 84682210 379 18200 SH SHARED 10 18200 D SPARTECH CORP COM NEW 84722020 0 3 SH SHARED 3 D SPARTECH CORP COM NEW 84722020 471 55790 SH SHARED 02 55790 D SPARTECH CORP COM NEW 84722020 109 13000 SH SHARED 10 13000 D SPARTON CORP COM 84723510 0 177 SH SHARED 177 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 3 827 SH SHARED 827 D SPECTRA ENERGY PARTNERS LP COM 84756N10 1778 73391 SH SHARED 73391 D SPECTRA ENERGY PARTNERS LP COM 84756N10 7 300 SH SHARED 02 300 D SPECTRA ENERGY CORP COM 84756010 22815 1002887 SH SHARED 1002887 D SPECTRA ENERGY CORP COM 84756010 6666 293037 SH SHARED 01 274225 18812 D SPECTRA ENERGY CORP COM 84756010 224 9871 SH SHR/OTHR 01 9871 D SPECTRA ENERGY CORP COM 84756010 1349 59324 SH SHARED 02 21636 37688 D SPECTRA ENERGY CORP COM 84756010 6 280 SH SHARED 05 280 D SPECTRA ENERGY CORP COM 84756010 1374 60415 SH SHARED 06 54675 5740 D SPECTRA ENERGY CORP COM 84756010 7725 339594 SH SHARED 10 339594 D SPECTRA ENERGY CORP COM 84756010 696 30620 SH SHARED 20 29135 1485 D SPECTRA ENERGY CORP COM 84756010 11 500 SH SHR/OTHR 20 500 D SPECTRA ENERGY CORP COM 84756010 11 500 SH SHARED 22 500 D SPECTRA ENERGY CORP COM 84756010 56 2500 SH SHARED 23 2500 D SPECTRA ENERGY CORP COM 84756010 116 5106 SH SHR/OTHR 23 5106 D SPECTRUM CTL INC COM 84761510 3 377 SH SHARED 377 D SPECTRUM BRANDS INC COM 84762L10 23052 5044263 SH SHARED 5044263 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 2 803 SH SHARED 803 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 2 1000 SH SHARED 02 1000 D SPEEDUS CORP COM NEW 84772320 0 52 SH SHARED 52 D SPEEDWAY MOTORSPORTS INC COM 84778810 72 2910 SH SHARED 2910 D SPEEDWAY MOTORSPORTS INC COM 84778810 276 11025 SH SHARED 01 11025 D SPEEDWAY MOTORSPORTS INC COM 84778810 34 1380 SH SHARED 02 1380 D SPEEDWAY MOTORSPORTS INC COM 84778810 23 928 SH SHARED 10 928 D SPHERIX INC COM 84842R10 0 304 SH SHARED 304 D SPHERION CORP COM 84842010 570 93226 SH SHARED 18226 75000 D SPHERION CORP COM 84842010 221 36116 SH SHARED 02 36116 D SPIRE CORP COM 84856510 96 6253 SH SHARED 6253 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 981 44248 SH SHARED 44248 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 239 10800 SH SHARED 01 10800 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 536 24177 SH SHARED 10 24177 D SPORT-HALEY INC COM 84892510 0 49 SH SHARED 49 D SPORT SUPPLY GROUP INC DEL COM 84916A10 120 10072 SH SHARED 10072 D SPORT CHALET INC CL A 84916320 0 82 SH SHARED 82 D SPORT CHALET INC CL B 84916330 0 27 SH SHARED 27 D SPORTS PPTYS ACQUISITION COR COM 84920F10 545 59998 SH SHARED 59998 D SPORTS PPTYS ACQUISITION COR COM 84920F10 502 55300 SH SHARED 02 55300 D SPREADTRUM COMMUNICATIONS IN ADR 84941520 240 27634 SH SHARED 27634 D SPRINT NEXTEL CORP COM SER 1 85206110 1 177 SH SHARED 177 D SPRINT NEXTEL CORP COM SER 1 85206110 48648 7271753 SH SHARED 7271753 D SPRINT NEXTEL CORP COM SER 1 85206110 2101 314125 SH SHARED 01 311725 2400 D SPRINT NEXTEL CORP COM SER 1 85206110 38 5707 SH SHR/OTHR 01 5707 D SPRINT NEXTEL CORP COM SER 1 85206110 2686 401497 SH SHARED 02 392707 8790 D SPRINT NEXTEL CORP COM SER 1 85206110 334 50000 SH SHARED 04 50000 D SPRINT NEXTEL CORP COM SER 1 85206110 7 1087 SH SHARED 05 1087 D SPRINT NEXTEL CORP COM SER 1 85206110 2946 440423 SH SHARED 06 412624 27799 D SPRINT NEXTEL CORP COM SER 1 85206110 13762 2057112 SH SHARED 10 2012812 44300 D SPRINT NEXTEL CORP COM SER 1 85206110 1590 237675 SH SHARED 14 237675 D SPRINT NEXTEL CORP COM SER 1 85206110 1304 195000 SH SHARED 15 195000 D SPRINT NEXTEL CORP COM SER 1 85206110 2 316 SH SHARED 20 316 D SPRINT NEXTEL CORP COM SER 1 85206110 23 3558 SH SHARED 23 1023 2535 D SPRINT NEXTEL CORP COM SER 1 85206110 16 2517 SH SHR/OTHR 23 2517 D STAAR SURGICAL CO COM PAR $0.01 85231230 1 710 SH SHARED 710 D STAGE STORES INC COM NEW 85254C30 18 1127 SH SHARED 1127 D STAGE STORES INC COM NEW 85254C30 2821 174175 SH SHARED 10 174175 D STAMPS COM INC COM NEW 85285720 8 828 SH SHARED 828 D STAMPS COM INC COM NEW 85285720 42 4120 SH SHARED 02 4120 D STANCORP FINL GROUP INC COM 85289110 1209 25353 SH SHARED 25353 D STANCORP FINL GROUP INC COM 85289110 968 20300 SH SHARED 01 4700 15600 D STANCORP FINL GROUP INC COM 85289110 179 3752 SH SHARED 02 3752 D STANCORP FINL GROUP INC COM 85289110 18287 383300 SH SHARED 10 364900 18400 D STANCORP FINL GROUP INC COM 85289110 1727 36200 SH SHARED 14 36200 D STANDARD MICROSYSTEMS CORP COM 85362610 341 11716 SH SHARED 11716 D STANDARD MICROSYSTEMS CORP COM 85362610 89 3075 SH SHARED 01 3075 D STANDARD MICROSYSTEMS CORP COM 85362610 146 5020 SH SHARED 02 5020 D STANDARD MICROSYSTEMS CORP COM 85362610 12139 416028 SH SHARED 10 416028 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 4 5000 PRN SHARED 02 5000 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 45 50000 PRN SHARED 23 50000 D STANDARD MTR PRODS INC COM 85366610 1 280 SH SHARED 01 280 D STANDARD MTR PRODS INC COM 85366610 58 9588 SH SHARED 02 9588 D STANDARD MTR PRODS INC COM 85366610 8 1400 SH SHARED 10 1400 D STANDARD PAC CORP NEW COM 85375C10 478 98367 SH SHARED 98367 D STANDARD PAC CORP NEW COM 85375C10 7 1625 SH SHARED 01 1625 D STANDARD PAC CORP NEW COM 85375C10 28 5865 SH SHARED 02 5865 D STANDARD PAC CORP NEW COM 85375C10 1958 402900 SH SHARED 10 402900 D STANDARD PARKING CORP COM 85379010 52 2500 SH SHARED 2500 D STANDARD PARKING CORP COM 85379010 24 1154 SH SHARED 02 1154 D STANDARD REGISTER CO COM 85388710 200 25741 SH SHARED 02 25741 D STANDARD REGISTER CO COM 85388710 4 600 SH SHARED 10 600 D STANDEX INTL CORP COM 85423110 132 5924 SH SHARED 02 5924 D STANDEX INTL CORP COM 85423110 31 1400 SH SHARED 10 1400 D STANLEY FURNITURE INC COM NEW 85430520 8 689 SH SHARED 689 D STANLEY INC COM 85453210 17 608 SH SHARED 608 D STANLEY INC COM 85453210 0 22 SH SHARED 02 22 D STANLEY INC COM 85453210 6926 235124 SH SHARED 10 235124 D STANLEY WKS COM 85461610 76 1600 SH SHARED 1600 D STANLEY WKS COM 85461610 5782 121421 SH SHARED 121421 D STANLEY WKS COM 85461610 644 13524 SH SHARED 01 11724 1800 D STANLEY WKS COM 85461610 1721 36153 SH SHARED 02 15553 20600 D STANLEY WKS COM 85461610 435 9150 SH SHARED 06 8750 400 D STANLEY WKS COM 85461610 7343 154200 SH SHARED 10 150900 3300 D STANLEY WKS COM 85461610 198 4163 SH SHARED 14 4163 D STANLEY WKS COM 85461610 471 9900 SH SHARED 23 9900 D STANTEC INC COM 85472N10 33 1160 SH SHARED 1160 D STAPLES INC COM 85503010 23354 1056279 SH SHARED 1056279 D STAPLES INC COM 85503010 2715 122831 SH SHARED 01 81201 41630 D STAPLES INC COM 85503010 4 225 SH SHR/OTHR 01 225 D STAPLES INC COM 85503010 5076 229587 SH SHARED 02 207565 22022 D STAPLES INC COM 85503010 8 365 SH SHARED 05 365 D STAPLES INC COM 85503010 1564 70752 SH SHARED 06 63902 6850 D STAPLES INC COM 85503010 259137 11720362 SH SHARED 10 11655612 64750 D STAPLES INC COM 85503010 205 9283 SH SHARED 14 9283 D STAPLES INC COM 85503010 1613 72993 SH SHARED 20 41315 31678 D STAPLES INC COM 85503010 139 6300 SH SHR/OTHR 20 6300 D STAPLES INC COM 85503010 265 12000 SH SHARED 21 12000 D STAPLES INC COM 85503010 154 7000 SH SHR/OTHR 21 7000 D STAPLES INC COM 85503010 321 14550 SH SHARED 23 14550 D STAPLES INC COM 85503010 702 31787 SH SHR/OTHR 23 31787 D STAR BUFFET INC COM 85508610 0 37 SH SHARED 37 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 4 1642 SH SHARED 1642 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 3 1200 SH SHARED 02 1200 D STAR SCIENTIFIC INC COM 85517P10 2 1475 SH SHARED 1475 D STARBUCKS CORP COM 85524410 61362 3506422 SH SHARED 3506177 245 D STARBUCKS CORP COM 85524410 1723 98500 SH SHARED 01 95500 3000 D STARBUCKS CORP COM 85524410 112 6400 SH SHR/OTHR 01 6400 D STARBUCKS CORP COM 85524410 48436 2767772 SH SHARED 02 2701168 66604 D STARBUCKS CORP COM 85524410 6 380 SH SHARED 05 380 D STARBUCKS CORP COM 85524410 1327 75860 SH SHARED 06 68450 7410 D STARBUCKS CORP COM 85524410 15778 901605 SH SHARED 10 901605 D STARBUCKS CORP COM 85524410 50 2900 SH SHARED 20 2400 500 D STARBUCKS CORP COM 85524410 31 1809 SH SHARED 21 1809 D STARBUCKS CORP COM 85524410 8 500 SH SHR/OTHR 22 500 D STARBUCKS CORP COM 85524410 385 22000 SH SHR/OTHR 23 22000 D STARENT NETWORKS CORP COM 85528P10 6 490 SH SHARED 490 D STARRETT L S CO CL A 85566810 327 17026 SH SHARED 17026 D STARTEK INC COM 85569C10 1154 125369 SH SHARED 125369 D STARTEK INC COM 85569C10 12 1320 SH SHARED 02 1320 D STATE AUTO FINL CORP COM 85570710 43 1489 SH SHARED 1489 D STATE AUTO FINL CORP COM 85570710 217 7480 SH SHARED 02 7480 D STATE BANCORP INC N.Y COM 85571610 3 317 SH SHARED 317 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 86362 1668839 SH SHARED 1668839 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 1128 21805 SH SHARED 01 21685 120 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 6504 125693 SH SHARED 02 124984 709 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 3726 72000 SH SHARED 04 72000 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 6 120 SH SHARED 05 120 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 21213 409917 SH SHARED 10 409917 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 56238 1086737 SH SHARED 11 658276 428461 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 612 11843 SH SHARED 14 11843 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 20 400 SH SHR/OTHR 23 400 D STATE STR CORP COM 85747710 39354 498153 SH SHARED 498153 D STATE STR CORP COM 85747710 5676 71860 SH SHARED 01 71860 D STATE STR CORP COM 85747710 474 6000 SH SHR/OTHR 01 6000 D STATE STR CORP COM 85747710 1242 15729 SH SHARED 02 12509 3220 D STATE STR CORP COM 85747710 1659 21000 SH SHARED 04 21000 D STATE STR CORP COM 85747710 15 200 SH SHARED 05 200 D STATE STR CORP COM 85747710 3991 50520 SH SHARED 06 46208 4312 D STATE STR CORP COM 85747710 112265 1421084 SH SHARED 10 1389994 31090 D STATE STR CORP COM 85747710 551 6983 SH SHARED 14 6983 D STATE STR CORP COM 85747710 6998 88593 SH SHARED 16 88593 D STATE STR CORP COM 85747710 5515 69819 SH SHARED 20 26500 43319 D STATE STR CORP COM 85747710 2447 30982 SH SHR/OTHR 20 30982 D STATE STR CORP COM 85747710 2709 34300 SH SHARED 23 34300 D STATE STR CORP COM 85747710 746 9450 SH SHR/OTHR 23 9450 D STATOILHYDRO ASA SPONSORED ADR 85771P10 363 12156 SH SHARED 12156 D STATOILHYDRO ASA SPONSORED ADR 85771P10 19 646 SH SHARED 01 646 D STATOILHYDRO ASA SPONSORED ADR 85771P10 131 4391 SH SHARED 02 4391 D STATOILHYDRO ASA SPONSORED ADR 85771P10 17562 587970 SH SHARED 10 429270 158700 D STATOILHYDRO ASA SPONSORED ADR 85771P10 896 30030 SH SHARED 24 30030 D STEAK N SHAKE CO COM 85787310 3 456 SH SHARED 456 D STEAK N SHAKE CO COM 85787310 1 155 SH SHARED 01 155 D STEAK N SHAKE CO COM 85787310 90 11461 SH SHARED 02 7921 3540 D STEAK N SHAKE CO COM 85787310 133 16900 SH SHARED 10 16900 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 4873 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 135403 4098156 SH SHARED 4098156 D STEEL DYNAMICS INC COM 85811910 2126 64350 SH SHARED 01 1600 62750 D STEEL DYNAMICS INC COM 85811910 13184 399038 SH SHARED 02 399038 D STEEL DYNAMICS INC COM 85811910 13198 399474 SH SHARED 10 305074 94400 D STEEL DYNAMICS INC COM 85811910 6 200 SH SHARED 23 200 D STEEL DYNAMICS INC COM 85811910 581 17600 SH SHARED 24 17600 D STEELCLOUD INC COM 85815M10 0 331 SH SHARED 331 D STEELCASE INC CL A 85815520 8082 730826 SH SHARED 730826 D STEELCASE INC CL A 85815520 311 28140 SH SHARED 02 27051 1089 D STEELCASE INC CL A 85815520 288 26100 SH SHARED 06 26100 D STEELCASE INC CL A 85815520 884 79969 SH SHARED 10 74969 5000 D STEIN MART INC COM 85837510 38 6899 SH SHARED 6899 D STEIN MART INC COM 85837510 8 1445 SH SHARED 01 1445 D STEINWAY MUSICAL INSTRS INC COM 85849510 62 2201 SH SHARED 2201 D STEINWAY MUSICAL INSTRS INC COM 85849510 51 1800 SH SHARED 01 1800 D STEINWAY MUSICAL INSTRS INC COM 85849510 22 800 SH SHARED 10 800 D STELLARONE CORP COM 85856G10 40 2366 SH SHARED 2366 D STELLARONE CORP COM 85856G10 131 7800 SH SHARED 02 7800 D STEMCELLS INC COM 85857R10 3 2087 SH SHARED 2087 D STEMCELLS INC COM 85857R10 1 756 SH SHARED 02 756 D STEPAN CO COM 85858610 100 2616 SH SHARED 2616 D STEPAN CO COM 85858610 30 800 SH SHARED 01 800 D STEPAN CO COM 85858610 42 1100 SH SHARED 02 1100 D STEPAN CO COM 85858610 332 8700 SH SHARED 10 8700 D STEPAN CO PFD CONV 5.50% 85858620 490 11188 SH SHARED 11188 D STEPHAN CO COM 85860310 0 35 SH SHARED 35 D STERLING BANCSHARES INC COM 85890710 59 6000 SH SHARED 01 6000 D STERLING BANCSHARES INC COM 85890710 2681 269800 SH SHARED 10 269800 D STERICYCLE INC COM 85891210 1527 29664 SH SHARED 24714 4950 D STERICYCLE INC COM 85891210 4678 90838 SH SHARED 90838 D STERICYCLE INC COM 85891210 13195 256232 SH SHARED 01 150827 105405 D STERICYCLE INC COM 85891210 3280 63694 SH SHR/OTHR 01 63694 D STERICYCLE INC COM 85891210 181 3522 SH SHARED 02 3522 D STERICYCLE INC COM 85891210 835 16224 SH SHARED 04 16224 D STERICYCLE INC COM 85891210 1305 25340 SH SHARED 10 24370 970 D STERICYCLE INC COM 85891210 6435 124966 SH SHARED 19 124966 D STERICYCLE INC COM 85891210 1529 29693 SH SHARED 20 19788 80 9825 D STERICYCLE INC COM 85891210 525 10205 SH SHR/OTHR 20 10205 D STERICYCLE INC COM 85891210 23 450 SH SHARED 21 450 D STERICYCLE INC COM 85891210 56 1100 SH SHR/OTHR 21 1100 D STERICYCLE INC COM 85891210 741 14389 SH SHARED 22 12019 2370 D STERICYCLE INC COM 85891210 64 1255 SH SHR/OTHR 22 1255 D STERICYCLE INC COM 85891210 1536 29827 SH SHARED 23 27432 2395 D STERICYCLE INC COM 85891210 1479 28725 SH SHR/OTHR 23 28725 D STERIS CORP COM 85915210 200 7472 SH SHARED 7472 D STERIS CORP COM 85915210 531 19800 SH SHARED 01 19800 D STERIS CORP COM 85915210 202 7553 SH SHARED 02 7553 D STERIS CORP COM 85915210 579 21602 SH SHARED 10 21602 D STERLING BANCORP COM 85915810 2 129 SH SHARED 129 D STERLING BANCORP COM 85915810 172 11100 SH SHARED 10 11100 D STEREOTAXIS INC COM 85916J10 33 5727 SH SHARED 5727 D STEREOTAXIS INC COM 85916J10 2892 488640 SH SHARED 02 488640 D STERLING CONSTRUCTION CO INC COM 85924110 79 4367 SH SHARED 4367 D STERLING CONSTRUCTION CO INC COM 85924110 72 4000 SH SHARED 02 4000 D STERLING CONSTRUCTION CO INC COM 85924110 11825 649050 SH SHARED 10 649050 D STERLING FINL CORP COM 85931710 7 407 SH SHARED 407 D STERLING FINL CORP COM 85931710 45 2600 SH SHARED 01 2600 D STERLING FINL CORP COM 85931710 111 6400 SH SHARED 10 6400 D STERLING FINL CORP WASH COM 85931910 177 11389 SH SHARED 11389 D STERLING FINL CORP WASH COM 85931910 123 7900 SH SHARED 01 7900 D STERLING FINL CORP WASH COM 85931910 167 10760 SH SHARED 02 9900 860 D STERLING FINL CORP WASH COM 85931910 7621 488230 SH SHARED 10 488230 D STERLITE INDS INDIA LTD ADS 85973720 2417 135666 SH SHARED 135666 D STERLITE INDS INDIA LTD ADS 85973720 35 2000 SH SHARED 01 2000 D STERLITE INDS INDIA LTD ADS 85973720 6 350 SH SHARED 02 350 D STERLITE INDS INDIA LTD ADS 85973720 46 2600 SH SHARED 06 2600 D STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH 6944 8000000 PRN SHARED 8000000 D STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK 6976 8000000 PRN SHARED 8000000 D STEWART ENTERPRISES INC CL A 86037010 419 65311 SH SHARED 65311 D STEWART ENTERPRISES INC CL A 86037010 428 66750 SH SHARED 02 66750 D STEWART ENTERPRISES INC CL A 86037010 333 51900 SH SHARED 10 51900 D STEWART INFORMATION SVCS COR COM 86037210 1405 50214 SH SHARED 50214 D STEWART INFORMATION SVCS COR COM 86037210 0 25 SH SHARED 01 25 D STEWART INFORMATION SVCS COR COM 86037210 66 2365 SH SHARED 02 2365 D STEWART INFORMATION SVCS COR COM 86037210 335 12000 SH SHARED 10 12000 D STEWART INFORMATION SVCS COR COM 86037210 0 20 SH SHARED 23 20 D STIFEL FINL CORP COM 86063010 484 10800 SH SHARED 10800 D STIFEL FINL CORP COM 86063010 156 3495 SH SHARED 02 3360 135 D STIFEL FINL CORP COM 86063010 7 157 SH SHARED 10 157 D STILLWATER MNG CO COM 86074Q10 605 39168 SH SHARED 39168 D STILLWATER MNG CO COM 86074Q10 136 8800 SH SHARED 01 7200 1600 D STILLWATER MNG CO COM 86074Q10 7 500 SH SHARED 02 500 D STILLWATER MNG CO COM 86074Q10 928 60000 SH SHARED 04 60000 D STILLWATER MNG CO COM 86074Q10 259 16760 SH SHARED 10 16760 D STMICROELECTRONICS N V NY REGISTRY 86101210 1060 99438 SH SHARED 99438 D STOCKERYALE INC COM NEW 86126T20 0 815 SH SHARED 815 D STONE ENERGY CORP COM 86164210 227 4344 SH SHARED 4344 D STONE ENERGY CORP COM 86164210 43 825 SH SHARED 01 825 D STONE ENERGY CORP COM 86164210 63 1206 SH SHARED 02 1206 D STONE ENERGY CORP COM 86164210 1584 30300 SH SHARED 10 30300 D STONERIDGE INC COM 86183P10 27 2033 SH SHARED 2033 D STONERIDGE INC COM 86183P10 69 5140 SH SHARED 02 5140 D STONEMOR PARTNERS L P COM UNITS 86183Q10 4 223 SH SHARED 223 D STONELEIGH PARTNERS ACQUS CO COM 86192310 16350 2165627 SH SHARED 2165627 D STONELEIGH PARTNERS ACQUS CO *W EXP 05/31/201 86192312 72 180939 SH SHARED 180939 D STRATASYS INC COM 86268510 0 6 SH SHARED 6 D STRATASYS INC COM 86268510 28 1588 SH SHARED 02 1288 300 D STRATEGIC DIAGNOSTICS INC COM 86270010 1 407 SH SHARED 407 D STRATEGIC DIAGNOSTICS INC COM 86270010 26 7000 SH SHARED 02 7000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 8806 670747 SH SHARED 670747 D STRATEGIC HOTELS & RESORTS I COM 86272T10 221 16875 SH SHARED 01 9975 6900 D STRATEGIC HOTELS & RESORTS I COM 86272T10 737 56192 SH SHARED 02 50018 6174 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1561 118900 SH SHARED 10 118900 D STRATTEC SEC CORP COM 86311110 928 21956 SH SHARED 21956 D STRATTEC SEC CORP COM 86311110 8 199 SH SHARED 01 199 D STRATUS PPTYS INC COM NEW 86316720 0 29 SH SHARED 29 D STRATUS PPTYS INC COM NEW 86316720 2 70 SH SHARED 01 70 D STREAMLINE HEALTH SOLUTIONS COM 86323X10 0 134 SH SHARED 134 D STRAYER ED INC COM 86323610 854 5600 SH SHARED 01 1400 4200 D STRAYER ED INC COM 86323610 472 3100 SH SHARED 02 2600 500 D STRAYER ED INC COM 86323610 8113 53200 SH SHARED 10 53200 D STREETTRACKS GOLD TR GOLD SHS 86330710 1342 14853 SH SHARED 14853 D STREETTRACKS GOLD TR GOLD SHS 86330710 4851 53660 SH SHARED 01 52251 1409 D STREETTRACKS GOLD TR GOLD SHS 86330710 130 1443 SH SHR/OTHR 01 1443 D STREETTRACKS GOLD TR GOLD SHS 86330710 11173 123590 SH SHARED 02 82040 41550 D STREETTRACKS GOLD TR GOLD SHS 86330710 1270 14055 SH SHARED 06 14055 D STREETTRACKS GOLD TR GOLD SHS 86330710 52567 581436 SH SHARED 10 504381 77055 D STREETTRACKS GOLD TR GOLD SHS 86330710 33186 367064 SH SHARED 19 367064 D STREETTRACKS GOLD TR GOLD SHS 86330710 201 2230 SH SHARED 21 2230 D STREETTRACKS GOLD TR GOLD SHS 86330710 623 6900 SH SHARED 23 6900 D STREETTRACKS GOLD TR GOLD SHS 86330710 108 1200 SH SHR/OTHR 23 1200 D STREETTRACKS GOLD TR GOLD SHS 86330710 1322 14623 SH SHARED 24 14623 D STRYKER CORP COM 86366710 505 7775 SH SHARED 7775 D STRYKER CORP COM 86366710 14465 222378 SH SHARED 222378 D STRYKER CORP COM 86366710 2590 39824 SH SHARED 01 37724 2100 D STRYKER CORP COM 86366710 851 13087 SH SHARED 02 11497 1590 D STRYKER CORP COM 86366710 920 14150 SH SHARED 04 14150 D STRYKER CORP COM 86366710 9 150 SH SHARED 05 150 D STRYKER CORP COM 86366710 1745 26840 SH SHARED 06 24110 2730 D STRYKER CORP COM 86366710 63657 978589 SH SHARED 10 751389 227200 D STRYKER CORP COM 86366710 227 3500 SH SHARED 15 3500 D STRYKER CORP COM 86366710 130 2000 SH SHARED 23 2000 D STRYKER CORP COM 86366710 396 6100 SH SHARED 24 6100 D STUDENT LN CORP COM 86390210 42 431 SH SHARED 431 D STUDENT LN CORP COM 86390210 19 199 SH SHARED 02 129 70 D STUDENT LN CORP COM 86390210 20 206 SH SHARED 10 206 D STUDENT LN CORP COM 86390210 7 78 SH SHARED 21 78 D STURM RUGER & CO INC COM 86415910 186 22600 SH SHARED 22600 D STURM RUGER & CO INC COM 86415910 2 300 SH SHARED 01 300 D STURM RUGER & CO INC COM 86415910 33 4050 SH SHARED 02 4050 D STURM RUGER & CO INC COM 86415910 117 14200 SH SHARED 10 14200 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 4319 111250 SH SHARED 111250 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 66 1700 SH SHARED 01 1700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 340 8770 SH SHARED 02 8770 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 16904 435350 SH SHARED 10 435350 D SUCCESSFACTORS INC COM 86459610 11 1136 SH SHARED 1136 D SUCCESSFACTORS INC COM 86459610 8 852 SH SHARED 02 852 D SUFFOLK BANCORP COM 86473910 32 1016 SH SHARED 1016 D SUFFOLK BANCORP COM 86473910 24 766 SH SHARED 02 766 D SUFFOLK BANCORP COM 86473910 174 5500 SH SHARED 10 5500 D SUFFOLK BANCORP COM 86473910 1016 32100 SH SHARED 23 32100 D SUFFOLK FIRST BK VA COM 86478810 0 59 SH SHARED 59 D SUCAMPO PHARMACEUTICALS INC CL A 86490910 1400 175000 SH SHARED 04 175000 D SULPHCO INC COM 86537810 70 16943 SH SHARED 6843 10100 D SUMMER INFANT INC COM 86564610 238 60313 SH SHARED 10 60313 D SUMMIT FINANCIAL GROUP INC COM 86606G10 2 178 SH SHARED 178 D SUMTOTAL SYS INC COM 86661510 3 849 SH SHARED 849 D SUMTOTAL SYS INC COM 86661510 116 28000 SH SHARED 02 28000 D SUN BANCORP INC COM 86663B10 4 341 SH SHARED 341 D SUN BANCORP INC COM 86663B10 1 90 SH SHARED 01 90 D SUN BANCORP INC COM 86663B10 0 20 SH SHARED 02 20 D SUN BANCORP INC COM 86663B10 14 1102 SH SHARED 20 1102 D SUN AMERICAN BANCORP COM NEW 86664A20 1380 345182 SH SHARED 345182 D SUN AMERICAN BANCORP COM NEW 86664A20 3 800 SH SHARED 02 800 D SUN COMMUNITIES INC COM 86667410 1824 89003 SH SHARED 89003 D SUN COMMUNITIES INC COM 86667410 487 23800 SH SHARED 02 23800 D SUN COMMUNITIES INC COM 86667410 4 200 SH SHARED 10 200 D SUN COMMUNITIES INC COM 86667410 69 3400 SH SHARED 21 3400 D SUN LIFE FINL INC COM 86679610 4109 88190 SH SHARED 88190 D SUN LIFE FINL INC COM 86679610 38 826 SH SHARED 01 826 D SUN LIFE FINL INC COM 86679610 184 3959 SH SHARED 02 1000 2959 D SUN LIFE FINL INC COM 86679610 13 300 SH SHARED 05 300 D SUN LIFE FINL INC COM 86679610 682 14651 SH SHARED 06 11801 2850 D SUN LIFE FINL INC COM 86679610 1382 29662 SH SHARED 10 29662 D SUN LIFE FINL INC COM 86679610 449 9642 SH SHARED 14 9642 D SUN LIFE FINL INC COM 86679610 207 4443 SH SHR/OTHR 20 4443 D SUN MICROSYSTEMS INC COM NEW 86681020 5 375 SH SHARED 375 D SUN MICROSYSTEMS INC COM NEW 86681020 100292 6458014 SH SHARED 6326914 131100 D SUN MICROSYSTEMS INC COM NEW 86681020 2452 157928 SH SHARED 01 148765 9163 D SUN MICROSYSTEMS INC COM NEW 86681020 6671 429613 SH SHARED 02 391067 38546 D SUN MICROSYSTEMS INC COM NEW 86681020 1082 69700 SH SHARED 04 69700 D SUN MICROSYSTEMS INC COM NEW 86681020 6 447 SH SHARED 05 447 D SUN MICROSYSTEMS INC COM NEW 86681020 1761 113396 SH SHARED 06 102524 10872 D SUN MICROSYSTEMS INC COM NEW 86681020 95290 6135893 SH SHARED 10 5261843 874050 D SUN MICROSYSTEMS INC COM NEW 86681020 56 3650 SH SHARED 14 3650 D SUN MICROSYSTEMS INC COM NEW 86681020 6563 422650 SH SHARED 15 422650 D SUN MICROSYSTEMS INC COM NEW 86681020 51 3300 SH SHARED 19 3300 D SUN MICROSYSTEMS INC COM NEW 86681020 17 1125 SH SHARED 20 250 875 D SUN MICROSYSTEMS INC COM NEW 86681020 1 125 SH SHARED 23 125 D SUN MICROSYSTEMS INC COM NEW 86681020 406 26150 SH SHARED 24 26150 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 346 481529 SH SHARED 481529 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 0 42 SH SHARED 02 42 D SUN HEALTHCARE GROUP INC COM NEW 86693340 72 5491 SH SHARED 5491 D SUN HEALTHCARE GROUP INC COM NEW 86693340 23 1785 SH SHARED 01 1785 D SUN HYDRAULICS CORP COM 86694210 141 4821 SH SHARED 4821 D SUN HYDRAULICS CORP COM 86694210 24 850 SH SHARED 01 850 D SUN HYDRAULICS CORP COM 86694210 58 1986 SH SHARED 02 111 1875 D SUN HYDRAULICS CORP COM 86694210 450 15400 SH SHARED 10 15400 D SUNAIR SERVICES CORP COM 86701710 0 157 SH SHARED 157 D SUNAMERICA FCSED ALPHA GRW F COM 86703710 131 8527 SH SHARED 02 8527 D SUNCOR ENERGY INC COM 86722910 963 10000 SH SHARED 10000 D SUNCOR ENERGY INC COM 86722910 15972 165772 SH SHARED 162972 2800 D SUNCOR ENERGY INC COM 86722910 172 1788 SH SHARED 01 1788 D SUNCOR ENERGY INC COM 86722910 950 9860 SH SHARED 02 9860 D SUNCOR ENERGY INC COM 86722910 114040 1183608 SH SHARED 04 1183608 D SUNCOR ENERGY INC COM 86722910 1368 14200 SH SHARED 05 14200 D SUNCOR ENERGY INC COM 86722910 66525 690452 SH SHARED 06 125768 564684 D SUNCOR ENERGY INC COM 86722910 35455 367988 SH SHARED 10 291088 76900 D SUNCOR ENERGY INC COM 86722910 2614 27134 SH SHARED 14 700 26434 D SUNCOR ENERGY INC COM 86722910 7972 82743 SH SHARED 16 82743 D SUNCOR ENERGY INC COM 86722910 804 8350 SH SHARED 23 150 8200 D SUNCOR ENERGY INC COM 86722910 433 4500 SH SHR/OTHR 23 4500 D SUNCOR ENERGY INC COM 86722910 1387 14400 SH SHARED 24 14400 D SUNESIS PHARMACEUTICALS INC COM 86732850 1 670 SH SHARED 670 D SUNLINK HEALTH SYSTEMS INC COM 86737U10 0 135 SH SHARED 135 D SUNOPTA INC COM 8676EP10 99 19500 SH SHARED 19000 500 D SUNOPTA INC COM 8676EP10 44 8755 SH SHARED 8755 D SUNOPTA INC COM 8676EP10 8 1590 SH SHARED 02 1590 D SUNOPTA INC COM 8676EP10 2977 583800 SH SHARED 04 583800 D SUNOPTA INC COM 8676EP10 7558 1482000 SH SHARED 10 1482000 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 20 427 SH SHARED 427 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 239 4915 SH SHARED 02 4915 D SUNOCO INC COM 86764P10 14518 276694 SH SHARED 244594 32100 D SUNOCO INC COM 86764P10 1536 29276 SH SHARED 01 26951 2325 D SUNOCO INC COM 86764P10 94 1800 SH SHR/OTHR 01 1800 D SUNOCO INC COM 86764P10 4735 90257 SH SHARED 02 90257 D SUNOCO INC COM 86764P10 10 206 SH SHARED 04 206 D SUNOCO INC COM 86764P10 981 18698 SH SHARED 06 17458 1240 D SUNOCO INC COM 86764P10 61137 1165188 SH SHARED 10 1159288 5900 D SUNOCO INC COM 86764P10 150 2864 SH SHARED 14 2864 D SUNOCO INC COM 86764P10 1 25 SH SHARED 20 25 D SUNOCO INC COM 86764P10 209 4000 SH SHR/OTHR 20 4000 D SUNOCO INC COM 86764P10 5 100 SH SHARED 22 100 D SUNOCO INC COM 86764P10 181 3450 SH SHARED 23 3450 D SUNOCO INC COM 86764P10 108 2060 SH SHR/OTHR 23 2060 D SUNPOWER CORP DBCV 1.250% 2/1 867652AA 6583 4500000 PRN SHARED 4500000 D SUNPOWER CORP COM CL A 86765210 23 315 SH SHARED 315 D SUNPOWER CORP COM CL A 86765210 9042 121359 SH SHARED 117899 3460 D SUNPOWER CORP COM CL A 86765210 73 990 SH SHARED 01 990 D SUNPOWER CORP COM CL A 86765210 1672 22442 SH SHARED 02 21942 500 D SUNPOWER CORP COM CL A 86765210 8926 119800 SH SHARED 04 119800 D SUNPOWER CORP COM CL A 86765210 10081 135300 SH SHARED 05 135300 D SUNPOWER CORP COM CL A 86765210 702 9423 SH SHARED 06 9423 D SUNPOWER CORP COM CL A 86765210 261 3516 SH SHARED 10 3516 D SUNPOWER CORP COM CL A 86765210 7 100 SH SHARED 14 100 D SUNRISE SENIOR LIVING INC COM 86768K10 541 24300 SH SHARED 24300 D SUNRISE SENIOR LIVING INC COM 86768K10 719 32300 SH SHARED 01 32300 D SUNRISE SENIOR LIVING INC COM 86768K10 531 23876 SH SHARED 02 23676 200 D SUNRISE SENIOR LIVING INC COM 86768K10 7987 358525 SH SHARED 10 358525 D SUNSTONE HOTEL INVS INC NEW COM 86789210 8371 522893 SH SHARED 522893 D SUNSTONE HOTEL INVS INC NEW COM 86789210 85 5345 SH SHARED 01 5345 D SUNSTONE HOTEL INVS INC NEW COM 86789210 116 7263 SH SHARED 02 6108 1155 D SUNSTONE HOTEL INVS INC NEW COM 86789210 1589 99300 SH SHARED 10 99300 D SUNTRUST BKS INC COM 86791410 32209 584141 SH SHARED 584141 D SUNTRUST BKS INC COM 86791410 5692 103240 SH SHARED 01 94850 8390 D SUNTRUST BKS INC COM 86791410 168 3056 SH SHR/OTHR 01 3056 D SUNTRUST BKS INC COM 86791410 494 8968 SH SHARED 02 6556 2412 D SUNTRUST BKS INC COM 86791410 9 169 SH SHARED 05 169 D SUNTRUST BKS INC COM 86791410 1900 34460 SH SHARED 06 31200 3260 D SUNTRUST BKS INC COM 86791410 10516 190724 SH SHARED 10 190724 D SUNTRUST BKS INC COM 86791410 176 3200 SH SHARED 14 3200 D SUNTRUST BKS INC COM 86791410 440 7990 SH SHARED 20 7960 30 D SUNTRUST BKS INC COM 86791410 142 2588 SH SHR/OTHR 20 2588 D SUNTRUST BKS INC COM 86791410 82 1503 SH SHARED 21 1503 D SUNTRUST BKS INC COM 86791410 27 500 SH SHR/OTHR 22 500 D SUNTRUST BKS INC COM 86791410 319 5800 SH SHARED 23 5800 D SUNTRUST BKS INC COM 86791410 279 5060 SH SHR/OTHR 23 5060 D SUPERCONDUCTOR TECHNOLOGIES COM NEW 86793130 2 527 SH SHARED 527 D SUPERCONDUCTOR TECHNOLOGIES COM NEW 86793130 0 192 SH SHARED 02 192 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 12332 304050 SH SHARED 298680 5370 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 20 500 SH SHARED 01 500 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 97 2400 SH SHARED 02 2400 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 536 13235 SH SHARED 06 13235 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 1000 24667 SH SHARED 10 24667 D SUPER MICRO COMPUTER INC COM 86800U10 24 2899 SH SHARED 2899 D SUPERGEN INC COM 86805910 0 13 SH SHARED 13 D SUPERGEN INC COM 86805910 24 9898 SH SHARED 02 9898 D SUPERIOR BANCORP COM 86806M10 4 870 SH SHARED 870 D SUPERIOR ESSEX INC COM 86815V10 6915 245935 SH SHARED 245935 D SUPERIOR ESSEX INC COM 86815V10 1417 50400 SH SHARED 01 48500 1900 D SUPERIOR ESSEX INC COM 86815V10 1861 66200 SH SHR/OTHR 01 66200 D SUPERIOR ESSEX INC COM 86815V10 16055 570950 SH SHARED 10 570950 D SUPERIOR ENERGY SVCS INC COM 86815710 11380 287241 SH SHARED 265241 22000 D SUPERIOR ENERGY SVCS INC COM 86815710 1496 37770 SH SHARED 01 13770 24000 D SUPERIOR ENERGY SVCS INC COM 86815710 6888 173852 SH SHARED 02 173852 D SUPERIOR ENERGY SVCS INC COM 86815710 29884 754283 SH SHARED 10 747883 6400 D SUPERIOR ENERGY SVCS INC COM 86815710 42 1074 SH SHARED 21 1074 D SUPERIOR INDS INTL INC COM 86816810 689 33215 SH SHARED 33215 D SUPERIOR INDS INTL INC COM 86816810 48 2360 SH SHARED 02 2360 D SUPERIOR INDS INTL INC COM 86816810 211 10200 SH SHARED 10 10200 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 2 758 SH SHARED 758 D SUPERIOR UNIFORM GP INC COM 86835810 1 121 SH SHARED 121 D SUPERIOR WELL SVCS INC COM 86837X10 98 4500 SH SHARED 4500 D SUPERIOR WELL SVCS INC COM 86837X10 26 1203 SH SHARED 02 1203 D SUPERTEL HOSPITALITY INC MD COM 86852610 2 487 SH SHARED 487 D SUPERTEX INC COM 86853210 97 4769 SH SHARED 4769 D SUPERTEX INC COM 86853210 48 2382 SH SHARED 02 2112 270 D SUPERVALU INC COM 86853610 5 200 SH SHARED 200 D SUPERVALU INC COM 86853610 42031 1401973 SH SHARED 1401973 D SUPERVALU INC COM 86853610 1492 49773 SH SHARED 01 49773 D SUPERVALU INC COM 86853610 62 2071 SH SHARED 02 1121 950 D SUPERVALU INC COM 86853610 1 59 SH SHARED 05 59 D SUPERVALU INC COM 86853610 1066 35587 SH SHARED 06 33573 2014 D SUPERVALU INC COM 86853610 19087 636680 SH SHARED 10 560880 75800 D SUPERVALU INC COM 86853610 4668 155735 SH SHARED 16 155735 D SUPERVALU INC COM 86853610 27 910 SH SHARED 20 910 D SUPERVALU INC COM 86853610 21 728 SH SHR/OTHR 20 728 D SUPERVALU INC COM 86853610 5 180 SH SHARED 21 180 D SUPPORTSOFT INC COM 86858710 9 2794 SH SHARED 2794 D SUPPORTSOFT INC COM 86858710 18 5644 SH SHARED 02 5644 D SUPREME INDS INC CL A 86860710 1 242 SH SHARED 242 D SUREWEST COMMUNICATIONS COM 86873310 0 3 SH SHARED 3 D SUREWEST COMMUNICATIONS COM 86873310 19 1265 SH SHARED 02 1265 D SUREWEST COMMUNICATIONS COM 86873310 46 3000 SH SHARED 10 3000 D SURMODICS INC COM 86887310 685 16367 SH SHARED 16367 D SURMODICS INC COM 86887310 79 1900 SH SHARED 01 1900 D SURMODICS INC COM 86887310 142 3398 SH SHARED 02 3398 D SURMODICS INC COM 86887310 1583 37800 SH SHARED 10 37800 D SUSQUEHANNA BANCSHARES INC P COM 86909910 634 31164 SH SHARED 31164 D SUSQUEHANNA BANCSHARES INC P COM 86909910 83 4100 SH SHARED 01 4100 D SUSQUEHANNA BANCSHARES INC P COM 86909910 29 1458 SH SHARED 02 1458 D SUSQUEHANNA BANCSHARES INC P COM 86909910 5094 250078 SH SHARED 10 250078 D SUSSER HLDGS CORP COM 86923310 5 267 SH SHARED 267 D SUSSER HLDGS CORP COM 86923310 50 2700 SH SHARED 02 2700 D SUSSEX BANCORP COM 86924510 174 16533 SH SHARED 16533 D SUTRON CORP COM 86938010 0 58 SH SHARED 58 D SWEDISH EXPT CR CORP RG METAL ETN22 87029740 36 3300 SH SHARED 02 3300 D SWEDISH EXPT CR CORP ROG ARGI ETN22 87029760 5 452 SH SHARED 02 452 D SWEDISH EXPT CR CORP ROG TTL ETN 22 87029780 39 3400 SH SHARED 02 3400 D SWIFT ENERGY CO COM 87073810 901 20043 SH SHARED 20043 D SWIFT ENERGY CO COM 87073810 657 14625 SH SHARED 01 14025 600 D SWIFT ENERGY CO COM 87073810 55 1244 SH SHARED 02 1244 D SWIFT ENERGY CO COM 87073810 5664 125900 SH SHARED 10 125900 D SWISS HELVETIA FD INC COM 87087510 11 725 SH SHARED 02 725 D SWITCH & DATA FACILITIES COM COM 87104310 108 10625 SH SHARED 10625 D SYBASE INC COM 87113010 46041 1750623 SH SHARED 1750623 D SYBASE INC COM 87113010 1740 66175 SH SHARED 01 38475 27700 D SYBASE INC COM 87113010 1315 50000 SH SHR/OTHR 01 50000 D SYBASE INC COM 87113010 294 11188 SH SHARED 02 6748 4440 D SYBASE INC COM 87113010 19574 744268 SH SHARED 10 744268 D SYBASE INC COM 87113010 64 2447 SH SHARED 21 2447 D SYCAMORE NETWORKS INC COM 87120610 0 100 SH SHARED 100 D SYCAMORE NETWORKS INC COM 87120610 4012 1096316 SH SHARED 1096316 D SYCAMORE NETWORKS INC COM 87120610 289 79180 SH SHARED 02 29180 50000 D SYCAMORE NETWORKS INC COM 87120610 233 63900 SH SHARED 10 63900 D SYKES ENTERPRISES INC COM 87123710 59 3382 SH SHARED 3382 D SYKES ENTERPRISES INC COM 87123710 524 29800 SH SHARED 01 29800 D SYKES ENTERPRISES INC COM 87123710 112 6400 SH SHARED 02 6400 D SYKES ENTERPRISES INC COM 87123710 2 121 SH SHARED 10 121 D SYMANTEC CORP NOTE 0.750% 6/1 871503AD 7987 7500000 PRN SHARED 7500000 D SYMANTEC CORP NOTE 0.750% 6/1 871503AD 144 136000 PRN SHARED 02 136000 D SYMANTEC CORP NOTE 1.000% 6/1 871503AF 26825 25000000 PRN SHARED 04 25000000 D SYMANTEC CORP COM 87150310 539 32460 SH SHARED 32460 D SYMANTEC CORP COM 87150310 26465 1592395 SH SHARED 1592395 D SYMANTEC CORP COM 87150310 2358 141901 SH SHARED 01 139358 2543 D SYMANTEC CORP COM 87150310 6 400 SH SHR/OTHR 01 400 D SYMANTEC CORP COM 87150310 2677 161130 SH SHARED 02 75630 85500 D SYMANTEC CORP COM 87150310 193870 11664883 SH SHARED 04 11664883 D SYMANTEC CORP COM 87150310 10193 613350 SH SHARED 06 377050 236300 D SYMANTEC CORP COM 87150310 40801 2454964 SH SHARED 10 2454964 D SYMANTEC CORP COM 87150310 4255 256030 SH SHARED 14 87000 169030 D SYMANTEC CORP COM 87150310 4 255 SH SHARED 20 255 D SYMANTEC CORP COM 87150310 99 6000 SH SHARED 23 6000 D SYMANTEC CORP COM 87150310 17 1044 SH SHR/OTHR 23 1044 D SYMMETRICOM INC NOTE 3.250% 6/1 871543AB 2559 3000000 PRN SHARED 3000000 D SYMMETRICOM INC COM 87154310 429 122981 SH SHARED 122981 D SYMMETRICOM INC COM 87154310 114 32835 SH SHARED 02 32835 D SYMMETRY MED INC COM 87154620 17 1073 SH SHARED 1073 D SYMMETRY MED INC COM 87154620 197 11894 SH SHARED 02 5294 6600 D SYMMETRY MED INC COM 87154620 252 15200 SH SHARED 10 15200 D SYMYX TECHNOLOGIES COM 87155S10 60 8061 SH SHARED 8061 D SYMYX TECHNOLOGIES COM 87155S10 14 1880 SH SHARED 02 1880 D SYMYX TECHNOLOGIES COM 87155S10 13 1766 SH SHARED 20 1766 D SYNALLOY CP DEL COM 87156510 140 11556 SH SHARED 11556 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 40 2041 SH SHARED 2041 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 4 200 SH SHARED 01 200 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 1010 50435 SH SHARED 02 49435 1000 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB 11901 12825000 PRN SHARED 12825000 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB 2320 2500000 PRN SHARED 02 2500000 D SYNAPTICS INC COM 87157D10 188 7908 SH SHARED 7908 D SYNAPTICS INC COM 87157D10 160 6720 SH SHARED 02 6720 D SYNAPTICS INC COM 87157D10 3230 135260 SH SHARED 10 135260 D SYNERGY BRANDS INC COM PAR $.001 87159E40 0 181 SH SHARED 181 D SYNGENTA AG SPONSORED ADR 87160A10 130 2236 SH SHARED 2236 D SYNGENTA AG SPONSORED ADR 87160A10 1 21 SH SHARED 01 21 D SYNGENTA AG SPONSORED ADR 87160A10 1970 33680 SH SHARED 10 33680 D SYNERGX SYSTEMS INC COM 87160C10 0 100 SH SHARED 100 D SYNERGETICS USA INC COM 87160G10 1 631 SH SHARED 631 D SYNPLICITY INC COM 87160Y10 3 398 SH SHARED 398 D SYNOPSYS INC COM 87160710 3122 137514 SH SHARED 137514 D SYNOPSYS INC COM 87160710 1119 49292 SH SHARED 01 6292 43000 D SYNOPSYS INC COM 87160710 113 5000 SH SHR/OTHR 01 5000 D SYNOPSYS INC COM 87160710 292 12880 SH SHARED 02 5325 7555 D SYNOPSYS INC COM 87160710 48 2130 SH SHARED 06 1400 730 D SYNOPSYS INC COM 87160710 647 28500 SH SHARED 10 28500 D SYNOPSYS INC COM 87160710 527 23215 SH SHARED 14 23215 D SYNOVUS FINL CORP COM 87161C10 4394 397340 SH SHARED 397340 D SYNOVUS FINL CORP COM 87161C10 1633 147678 SH SHARED 01 45978 101700 D SYNOVUS FINL CORP COM 87161C10 187 16960 SH SHARED 02 16960 D SYNOVUS FINL CORP COM 87161C10 17485 1580949 SH SHARED 06 1580949 D SYNOVUS FINL CORP COM 87161C10 3004 271664 SH SHARED 10 271664 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 62 4002 SH SHARED 4002 D SYNTEL INC COM 87162H10 39 1493 SH SHARED 1493 D SYNTEL INC COM 87162H10 21 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 131 4920 SH SHARED 02 4920 D SYNTEL INC COM 87162H10 10 400 SH SHARED 10 400 D SYNTA PHARMACEUTICALS CORP COM 87162T20 3 421 SH SHARED 421 D SYNNEX CORP COM 87162W10 40 1905 SH SHARED 1905 D SYNNEX CORP COM 87162W10 14 661 SH SHARED 02 661 D SYNNEX CORP COM 87162W10 44 2110 SH SHARED 10 2110 D SYNIVERSE HLDGS INC COM 87163F10 132 7953 SH SHARED 7953 D SYNIVERSE HLDGS INC COM 87163F10 13 800 SH SHARED 01 800 D SYNIVERSE HLDGS INC COM 87163F10 351 21074 SH SHARED 02 5074 16000 D SYNIVERSE HLDGS INC COM 87163F10 702 42139 SH SHARED 10 42139 D SYNTAX BRILLIAN CORP COM 87163L10 197 201411 SH SHARED 201411 D SYNTROLEUM CORP COM 87163010 0 1387 SH SHARED 1387 D SYNUTRA INTL INC COM 87164C10 6 200 SH SHARED 200 D SYNVISTA THERAPEUTICS INC COM 87164M10 0 52 SH SHARED 52 D SYPRIS SOLUTIONS INC COM 87165510 425 102963 SH SHARED 102963 D SYPRIS SOLUTIONS INC COM 87165510 1 300 SH SHARED 02 300 D SYSCO CORP COM 87182910 194 6717 SH SHARED 5687 1030 D SYSCO CORP COM 87182910 42054 1449171 SH SHARED 1449171 D SYSCO CORP COM 87182910 7910 272580 SH SHARED 01 222795 49785 D SYSCO CORP COM 87182910 1143 39396 SH SHR/OTHR 01 39396 D SYSCO CORP COM 87182910 966 33316 SH SHARED 02 9144 24172 D SYSCO CORP COM 87182910 8 300 SH SHARED 05 300 D SYSCO CORP COM 87182910 1760 60655 SH SHARED 06 55055 5600 D SYSCO CORP COM 87182910 8608 296647 SH SHARED 10 296647 D SYSCO CORP COM 87182910 417 14400 SH SHR/OTHR 10 14400 D SYSCO CORP COM 87182910 206 7100 SH SHARED 14 7100 D SYSCO CORP COM 87182910 82 2830 SH SHARED 19 2830 D SYSCO CORP COM 87182910 4188 144326 SH SHARED 20 29806 114520 D SYSCO CORP COM 87182910 1451 50000 SH SHR/OTHR 20 50000 D SYSCO CORP COM 87182910 69 2400 SH SHARED 21 2400 D SYSCO CORP COM 87182910 552 19045 SH SHARED 22 16640 2405 D SYSCO CORP COM 87182910 128 4425 SH SHR/OTHR 22 4425 D SYSCO CORP COM 87182910 903 31150 SH SHARED 23 31100 50 D SYSCO CORP COM 87182910 1249 43043 SH SHR/OTHR 23 43043 D SYSTEMAX INC COM 87185110 578 47996 SH SHARED 47996 D SYSTEMAX INC COM 87185110 53 4430 SH SHARED 01 4430 D SYSTEMAX INC COM 87185110 80 6637 SH SHARED 02 6637 D SYSTEMAX INC COM 87185110 1119 92800 SH SHARED 10 92800 D TCF FINL CORP COM 87227510 4534 253068 SH SHARED 253068 D TCF FINL CORP COM 87227510 676 37750 SH SHARED 01 1750 36000 D TCF FINL CORP COM 87227510 191 10688 SH SHARED 02 10688 D TCF FINL CORP COM 87227510 10 590 SH SHARED 06 590 D TCF FINL CORP COM 87227510 189 10600 SH SHARED 10 10600 D TC PIPELINES LP UT COM LTD PRT 87233Q10 19097 554202 SH SHARED 554202 D TC PIPELINES LP UT COM LTD PRT 87233Q10 2042 59265 SH SHARED 02 59265 D TCW STRATEGIC INCOME FUND IN COM 87234010 4471 1225100 SH SHARED 1225100 D TCW STRATEGIC INCOME FUND IN COM 87234010 18 5000 SH SHARED 02 5000 D TDK CORP AMERN DEP SH 87235140 11 194 SH SHARED 194 D TD AMERITRADE HLDG CORP COM 87236Y10 1033 62590 SH SHARED 62590 D TD AMERITRADE HLDG CORP COM 87236Y10 51 3100 SH SHARED 01 3100 D TD AMERITRADE HLDG CORP COM 87236Y10 36 2200 SH SHR/OTHR 01 2200 D TD AMERITRADE HLDG CORP COM 87236Y10 3624 219532 SH SHARED 02 219532 D TD AMERITRADE HLDG CORP COM 87236Y10 3797 230000 SH SHARED 04 230000 D TD AMERITRADE HLDG CORP COM 87236Y10 33 2000 SH SHARED 06 400 1600 D TD AMERITRADE HLDG CORP COM 87236Y10 6663 403600 SH SHARED 10 403600 D TD AMERITRADE HLDG CORP COM 87236Y10 224 13600 SH SHARED 14 13600 D TECO ENERGY INC COM 87237510 4663 292358 SH SHARED 292358 D TECO ENERGY INC COM 87237510 299 18800 SH SHARED 01 18800 D TECO ENERGY INC COM 87237510 198 12422 SH SHARED 02 4922 7500 D TECO ENERGY INC COM 87237510 299 18750 SH SHARED 06 18750 D TECO ENERGY INC COM 87237510 8123 509338 SH SHARED 10 509338 D TECO ENERGY INC COM 87237510 19 1200 SH SHARED 23 1200 D TECO ENERGY INC COM 87237510 90 5700 SH SHR/OTHR 23 5700 D TEL OFFSHORE TR UNIT BEN INT 87238210 13 614 SH SHARED 614 D TEL OFFSHORE TR UNIT BEN INT 87238210 3 135 SH SHARED 02 135 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 31450 911887 SH SHARED 911887 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 2904 84199 SH SHARED 02 84199 D TESSCO TECHNOLOGIES INC COM 87238610 7 508 SH SHARED 508 D TF FINL CORP COM 87239110 1 71 SH SHARED 71 D TFS FINL CORP COM 87240R10 650 54058 SH SHARED 54058 D TFS FINL CORP COM 87240R10 23 1980 SH SHARED 01 1980 D TGC INDS INC COM NEW 87241730 24 2901 SH SHARED 2901 D TICC CAPITAL CORP COM 87244T10 4004 532468 SH SHARED 532468 D TICC CAPITAL CORP COM 87244T10 23 3109 SH SHARED 02 263 2846 D THQ INC COM NEW 87244340 2243 102928 SH SHARED 102928 D THQ INC COM NEW 87244340 108 4975 SH SHARED 01 4975 D THQ INC COM NEW 87244340 51 2380 SH SHARED 02 2380 D THQ INC COM NEW 87244340 22678 1040320 SH SHARED 10 1040320 D TIB FINL CORP COM 87244910 2 310 SH SHARED 310 D TII NETWORK TECHNOLOGIES INC COM NEW 87247920 0 323 SH SHARED 323 D TJX COS INC NEW NOTE 2/1 872540AL 281 253000 PRN SHARED 02 253000 D TJX COS INC NEW COM 87254010 629 19050 SH SHARED 19050 D TJX COS INC NEW COM 87254010 91255 2759456 SH SHARED 2722956 36500 D TJX COS INC NEW COM 87254010 7893 238695 SH SHARED 01 221690 17005 D TJX COS INC NEW COM 87254010 266 8065 SH SHR/OTHR 01 8065 D TJX COS INC NEW COM 87254010 1353 40919 SH SHARED 02 40919 D TJX COS INC NEW COM 87254010 8 260 SH SHARED 05 260 D TJX COS INC NEW COM 87254010 1552 46944 SH SHARED 06 42744 4200 D TJX COS INC NEW COM 87254010 55787 1686962 SH SHARED 10 1686962 D TJX COS INC NEW COM 87254010 584 17686 SH SHARED 14 17686 D TJX COS INC NEW COM 87254010 770 23285 SH SHARED 20 20970 2315 D TJX COS INC NEW COM 87254010 83 2530 SH SHR/OTHR 20 2530 D TJX COS INC NEW COM 87254010 4 140 SH SHR/OTHR 21 140 D TJX COS INC NEW COM 87254010 70 2120 SH SHARED 22 120 2000 D TJX COS INC NEW COM 87254010 46 1400 SH SHR/OTHR 23 1400 D TLC VISION CORP COM 87254910 6 5406 SH SHARED 5406 D TM ENTMT & MEDIA INC COM 87260T10 1686 235907 SH SHARED 235907 D TM ENTMT & MEDIA INC *W EXP 10/17/201 87260T11 66 202721 SH SHARED 202721 D TRC COS INC COM 87262510 38 8739 SH SHARED 8739 D TRM CORP COM 87263610 2 11045 SH SHARED 11045 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 3002 128487 SH SHARED 128487 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 231 9900 SH SHARED 01 9900 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 1149 49166 SH SHARED 02 49166 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 7 300 SH SHARED 06 300 D TS&W CLAYMORE TAX ADVNTG BL COM 87280R10 401 34585 SH SHARED 34585 D TS&W CLAYMORE TAX ADVNTG BL COM 87280R10 150 13000 SH SHARED 02 13000 D TSR INC COM 87288510 0 68 SH SHARED 68 D TVI CORP NEW COM 87291610 0 866 SH SHARED 866 D TNS INC COM 87296010 1 50 SH SHARED 50 D TNS INC COM 87296010 5 280 SH SHARED 02 280 D TNS INC COM 87296010 249 12100 SH SHARED 10 12100 D TTM TECHNOLOGIES INC COM 87305R10 189 16710 SH SHARED 16710 D TTM TECHNOLOGIES INC COM 87305R10 6 560 SH SHARED 02 560 D TTM TECHNOLOGIES INC COM 87305R10 213 18900 SH SHARED 10 18900 D T-3 ENERGY SRVCS INC COM 87306E10 569 13373 SH SHARED 13373 D T-3 ENERGY SRVCS INC COM 87306E10 85 2000 SH SHARED 01 2000 D T-3 ENERGY SRVCS INC COM 87306E10 17 417 SH SHARED 02 417 D T-3 ENERGY SRVCS INC COM 87306E10 20 476 SH SHARED 10 476 D TXCO RES INC COM 87311M10 6 495 SH SHARED 01 495 D TXCO RES INC COM 87311M10 8 724 SH SHARED 02 724 D TAILWIND FINL INC COM 87402310 1669 216867 SH SHARED 216867 D TAILWIND FINL INC *W EXP 04/11/201 87402311 0 892 SH SHARED 892 D TAILWIND FINL INC UNIT 99/99/9999 87402320 23 3000 SH SHARED 02 3000 D TAITRON COMPONENTS INC CL A 87402810 0 98 SH SHARED 98 D TAIWAN FD INC COM 87403610 83 4498 SH SHARED 02 4498 D TAIWAN FD INC COM 87403610 221 11928 SH SHR/OTHR 23 11928 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1232 120000 SH SHARED 120000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 105542 10276798 SH SHARED 10276798 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 21 2068 SH SHARED 01 2068 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1461 142303 SH SHARED 02 141190 1113 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 622 60616 SH SHARED 04 60616 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 107313 10449184 SH SHARED 04 10449184 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 9243 900000 SH SHARED 05 900000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 28738 2798309 SH SHARED 06 3801 2794508 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 9997 973474 SH SHARED 10 973474 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1503 146393 SH SHARED 14 44000 102393 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2111 205551 SH SHARED 16 205551 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2 265 SH SHARED 20 265 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 1422 55751 SH SHARED 55751 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 234 9200 SH SHARED 01 9200 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 158 6201 SH SHARED 02 6201 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 569 22300 SH SHARED 10 22300 D TAL INTL GROUP INC COM 87408310 0 19 SH SHARED 19 D TAL INTL GROUP INC COM 87408310 51 2200 SH SHARED 02 2200 D TAL INTL GROUP INC COM 87408310 193 8200 SH SHARED 10 8200 D TALBOTS INC COM 87416110 1325 123005 SH SHARED 123005 D TALBOTS INC COM 87416110 160 14847 SH SHARED 02 14847 D TALBOTS INC COM 87416110 62 5769 SH SHARED 10 5769 D TALEO CORP CL A 87424N10 84 4352 SH SHARED 4352 D TALEO CORP CL A 87424N10 61 3153 SH SHARED 02 2453 700 D TALISMAN ENERGY INC COM 87425E10 3393 191714 SH SHARED 182214 9500 D TALISMAN ENERGY INC COM 87425E10 204 11552 SH SHARED 01 7427 4125 D TALISMAN ENERGY INC COM 87425E10 1246 70412 SH SHR/OTHR 01 70412 D TALISMAN ENERGY INC COM 87425E10 2478 140000 SH SHARED 04 140000 D TALISMAN ENERGY INC COM 87425E10 10 600 SH SHARED 05 600 D TALISMAN ENERGY INC COM 87425E10 181 10229 SH SHARED 06 3929 6300 D TALISMAN ENERGY INC COM 87425E10 676 38200 SH SHARED 10 38200 D TALISMAN ENERGY INC COM 87425E10 1591 89900 SH SHARED 14 89900 D TALISMAN ENERGY INC COM 87425E10 276 15600 SH SHARED 19 15600 D TALISMAN ENERGY INC COM 87425E10 31 1800 SH SHARED 20 1800 D TALISMAN ENERGY INC COM 87425E10 343 19400 SH SHARED 23 19400 D TALISMAN ENERGY INC COM 87425E10 502 28400 SH SHR/OTHR 23 28400 D TAM SA SP ADR REP PFD 87484D10 2905 151424 SH SHARED 151424 D TAM SA SP ADR REP PFD 87484D10 1419 73950 SH SHARED 02 73000 950 D TANDY BRANDS ACCESSORIES INC COM 87537810 0 151 SH SHARED 151 D TANDY LEATHER FACTORY INC COM 87538X10 0 184 SH SHARED 184 D TANGER FACTORY OUTLET CTRS I COM 87546510 3152 81935 SH SHARED 81935 D TANGER FACTORY OUTLET CTRS I COM 87546510 427 11100 SH SHARED 01 3100 8000 D TANGER FACTORY OUTLET CTRS I COM 87546510 169 4400 SH SHARED 02 4400 D TANGER FACTORY OUTLET CTRS I COM 87546510 7209 187400 SH SHARED 10 187400 D TANGER FACTORY OUTLET CTRS I COM 87546510 140529 3652950 SH SHARED 11 2173500 1479450 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 7 1240 SH SHARED 1240 D TAPESTRY PHARMACEUTICALS INC COM NEW 87603120 0 345 SH SHARED 345 D TARGACEPT INC COM 87611R30 2 340 SH SHARED 340 D TARGACEPT INC COM 87611R30 35 4825 SH SHARED 02 4825 D TARGA RESOURCES PARTNERS LP COM UNIT 87611X10 23743 1021223 SH SHARED 1021223 D TARGA RESOURCES PARTNERS LP COM UNIT 87611X10 2 125 SH SHARED 02 125 D TARGANTA THERAPEUTICS CORP COM 87612C10 2947 380326 SH SHARED 380326 D TARGET CORP COM 87612E10 25 510 SH SHARED 510 D TARGET CORP COM 87612E10 1168676 23059920 SH SHARED 23059920 D TARGET CORP COM 87612E10 6150 121369 SH SHARED 01 112201 9168 D TARGET CORP COM 87612E10 159 3150 SH SHR/OTHR 01 3150 D TARGET CORP COM 87612E10 163743 3230925 SH SHARED 02 3208454 22471 D TARGET CORP COM 87612E10 7955 156970 SH SHARED 05 156970 D TARGET CORP COM 87612E10 4287 84593 SH SHARED 06 75990 8603 D TARGET CORP COM 87612E10 93833 1851491 SH SHARED 10 1789991 61500 D TARGET CORP COM 87612E10 146 2896 SH SHARED 14 2896 D TARGET CORP COM 87612E10 1625 32075 SH SHARED 20 9315 22760 D TARGET CORP COM 87612E10 344 6800 SH SHR/OTHR 20 6800 D TARGET CORP COM 87612E10 20 400 SH SHR/OTHR 21 400 D TARGET CORP COM 87612E10 50 1000 SH SHARED 22 1000 D TARGET CORP COM 87612E10 101 2000 SH SHR/OTHR 22 2000 D TARGET CORP COM 87612E10 1417 27970 SH SHARED 23 27870 100 D TARGET CORP COM 87612E10 2842 56092 SH SHR/OTHR 23 56092 D TARGETED GENETICS CORP COM NEW 87612M30 0 430 SH SHARED 430 D TARRAGON CORP COM 87628710 0 105 SH SHARED 105 D TARRAGON CORP COM 87628710 13 6200 SH SHARED 10 6200 D TARRANT APPAREL GROUP COM 87628910 0 466 SH SHARED 466 D TASER INTL INC COM 87651B10 21 2300 SH SHARED 01 2300 D TASER INTL INC COM 87651B10 100 10641 SH SHARED 02 10641 D TASER INTL INC COM 87651B10 245 26072 SH SHARED 10 26072 D TASEKO MINES LTD COM 87651110 322 63308 SH SHARED 63308 D TASTY BAKING CO COM 87655330 10 1801 SH SHARED 1801 D TASTY BAKING CO COM 87655330 23 4000 SH SHARED 02 4000 D TATA COMMUNICATIONS LTD SPONS ADR 87656410 18 750 SH SHARED 750 D TATA COMMUNICATIONS LTD SPONS ADR 87656410 1126 45373 SH SHARED 45373 D TATA MTRS LTD SPONSORED ADR 87656850 16066 1028590 SH SHARED 1028590 D TATA MTRS LTD SPONSORED ADR 87656850 17 1100 SH SHARED 01 1100 D TATA MTRS LTD SPONSORED ADR 87656850 4418 282900 SH SHARED 02 282900 D TATA MTRS LTD SPONSORED ADR 87656850 12764 817200 SH SHARED 04 817200 D TATA MTRS LTD SPONSORED ADR 87656850 5585 357600 SH SHARED 10 357600 D TAUBMAN CTRS INC COM 87666410 4125 79180 SH SHARED 79180 D TAUBMAN CTRS INC COM 87666410 367 7050 SH SHARED 01 7050 D TAUBMAN CTRS INC COM 87666410 151 2901 SH SHARED 02 1707 1194 D TAUBMAN CTRS INC COM 87666410 5608 107650 SH SHARED 10 107650 D TAUBMAN CTRS INC COM 87666410 135543 2601602 SH SHARED 11 1527150 1074452 D TAYLOR CAP GROUP INC COM 87685110 0 5 SH SHARED 5 D TAYLOR CAP GROUP INC COM 87685110 22 1400 SH SHARED 01 1400 D TAYLOR CAP GROUP INC COM 87685110 239 14600 SH SHARED 10 14600 D TAYLOR DEVICES INC COM 87716310 0 64 SH SHARED 64 D TEAMSTAFF INC COM NEW 87815U20 0 339 SH SHARED 339 D TEAM FINANCIAL INC COM 87815X10 0 63 SH SHARED 63 D TEAM INC COM 87815510 129 4756 SH SHARED 4756 D TEAM INC COM 87815510 1028 37688 SH SHARED 10 37688 D TEAM INC COM 87815510 14 544 SH SHARED 21 544 D TECH DATA CORP COM 87823710 4077 124318 SH SHARED 116018 8300 D TECH DATA CORP COM 87823710 1095 33400 SH SHARED 01 16800 16600 D TECH DATA CORP COM 87823710 388 11830 SH SHARED 02 11830 D TECH DATA CORP COM 87823710 8114 247400 SH SHARED 10 245500 1900 D TECH OPS SEVCON INC COM 87829310 0 68 SH SHARED 68 D TECHTEAM GLOBAL INC COM 87831110 4 481 SH SHARED 481 D TECHTEAM GLOBAL INC COM 87831110 10 1193 SH SHARED 02 1193 D TECHE HLDG CO COM 87833010 1 53 SH SHARED 53 D TECHNE CORP COM 87837710 325 4827 SH SHARED 4827 D TECHNE CORP COM 87837710 902 13400 SH SHARED 01 13400 D TECHNE CORP COM 87837710 825 12248 SH SHARED 02 12248 D TECHNE CORP COM 87837710 882 13100 SH SHARED 10 13100 D TECHNE CORP COM 87837710 8 120 SH SHARED 21 120 D TECHNITROL INC COM 87855510 308 13346 SH SHARED 13346 D TECHNITROL INC COM 87855510 171 7400 SH SHARED 01 7400 D TECHNITROL INC COM 87855510 60 2604 SH SHARED 02 2604 D TECHNITROL INC COM 87855510 1684 72824 SH SHARED 10 72824 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 58 SH SHARED 58 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 32 SH SHARED 02 20 12 D TECHNOLOGY RESH CORP COM NEW 87872730 0 154 SH SHARED 154 D TECHWELL INC COM 87874D10 0 43 SH SHARED 43 D TECHTARGET INC COM 87874R10 36 2606 SH SHARED 2606 D TECK COMINCO LTD CL B 87874220 3686 90000 SH SHARED 90000 D TECK COMINCO LTD CL B 87874220 34363 838964 SH SHARED 836564 2400 D TECK COMINCO LTD CL B 87874220 156 3832 SH SHARED 01 1232 2600 D TECK COMINCO LTD CL B 87874220 69 1700 SH SHR/OTHR 01 1700 D TECK COMINCO LTD CL B 87874220 1228 30000 SH SHARED 04 30000 D TECK COMINCO LTD CL B 87874220 8 200 SH SHARED 05 200 D TECK COMINCO LTD CL B 87874220 1616 39454 SH SHARED 06 36954 2500 D TECK COMINCO LTD CL B 87874220 512 12500 SH SHARED 10 12500 D TECK COMINCO LTD CL B 87874220 395 9652 SH SHARED 14 9652 D TECUMSEH PRODS CO CL A 87889520 110 3600 SH SHARED 10 3600 D TEGAL CORP COM NEW 87900820 0 185 SH SHARED 185 D TEJON RANCH CO DEL COM 87908010 12 333 SH SHARED 333 D TEJON RANCH CO DEL COM 87908010 6 180 SH SHARED 02 180 D TEKELEC NOTE 2.250% 6/1 879101AE 512 522000 PRN SHARED 522000 D TEKELEC COM 87910110 330 26573 SH SHARED 26573 D TEKELEC COM 87910110 95 7650 SH SHARED 01 7650 D TEKELEC COM 87910110 182 14640 SH SHARED 02 9590 5050 D TEKELEC COM 87910110 2170 174300 SH SHARED 10 174300 D TEL INSTR ELECTRS CORP COM NEW 87916520 0 38 SH SHARED 38 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 2863 107900 SH SHARED 7600 100300 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 23237 875572 SH SHARED 875572 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 663 25000 SH SHARED 02 25000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 18976 715000 SH SHARED 04 715000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 7794 293700 SH SHARED 10 293700 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 47 1455 SH SHARED 02 55 1400 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 821 39339 SH SHARED 39339 D TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y20 84 5104 SH SHARED 02 5104 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 124 5900 SH SHARED 5900 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 855 40414 SH SHARED 40414 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 378 25444 SH SHARED 25444 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 55 3717 SH SHARED 02 3717 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 49 3356 SH SHARED 21 3356 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 13 620 SH SHARED 620 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 1994 79681 SH SHARED 79681 D TELECOMMUNICATION SYS INC CL A 87929J10 2 843 SH SHARED 843 D TELEDYNE TECHNOLOGIES INC COM 87936010 180 3840 SH SHARED 3840 D TELEDYNE TECHNOLOGIES INC COM 87936010 103 2200 SH SHARED 01 2200 D TELEDYNE TECHNOLOGIES INC COM 87936010 7 155 SH SHARED 02 155 D TELEDYNE TECHNOLOGIES INC COM 87936010 2429 51700 SH SHARED 10 51700 D TELEFLEX INC COM 87936910 7550 158250 SH SHARED 158250 D TELEFLEX INC COM 87936910 758 15900 SH SHARED 01 4800 11100 D TELEFLEX INC COM 87936910 374 7840 SH SHARED 02 5740 2100 D TELEFLEX INC COM 87936910 269 5656 SH SHARED 10 5656 D TELEFLEX INC COM 87936910 30 647 SH SHARED 21 647 D TELEFLEX INC COM 87936910 57 1200 SH SHR/OTHR 23 1200 D TELEFONICA S A SPONSORED ADR 87938220 0 2 SH SHARED 2 D TELEFONICA S A SPONSORED ADR 87938220 378 4379 SH SHARED 4379 D TELEFONICA S A SPONSORED ADR 87938220 728 8417 SH SHARED 01 5627 2790 D TELEFONICA S A SPONSORED ADR 87938220 138 1600 SH SHR/OTHR 01 1600 D TELEFONICA S A SPONSORED ADR 87938220 44 518 SH SHARED 02 518 D TELEFONICA S A SPONSORED ADR 87938220 1037 11997 SH SHARED 20 9440 2557 D TELEFONICA S A SPONSORED ADR 87938220 851 9838 SH SHR/OTHR 20 9838 D TELEFONICA S A SPONSORED ADR 87938220 21 245 SH SHR/OTHR 21 245 D TELEFONICA S A SPONSORED ADR 87938220 17 200 SH SHARED 22 200 D TELEFONICA S A SPONSORED ADR 87938220 129 1500 SH SHR/OTHR 23 1500 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 7809 207693 SH SHARED 207693 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 172 4600 SH SHARED 01 4600 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 2492 66300 SH SHARED 02 61000 5300 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 2282 60700 SH SHARED 14 60700 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 201 5360 SH SHARED 20 5360 D TELEPHONE & DATA SYS INC COM 87943310 1393 35482 SH SHARED 13082 22400 D TELEPHONE & DATA SYS INC COM 87943310 1590 40500 SH SHARED 01 12600 27900 D TELEPHONE & DATA SYS INC COM 87943310 44 1141 SH SHARED 02 1141 D TELEPHONE & DATA SYS INC COM 87943310 1963 50000 SH SHARED 04 50000 D TELEPHONE & DATA SYS INC COM 87943310 186 4750 SH SHARED 06 4300 450 D TELEPHONE & DATA SYS INC COM 87943310 15079 384007 SH SHARED 10 365107 18900 D TELEPHONE & DATA SYS INC COM 87943310 58 1500 SH SHARED 23 1500 D TELEPHONE & DATA SYS INC SPL COM 87943386 1447 38798 SH SHARED 38798 D TELEPHONE & DATA SYS INC SPL COM 87943386 208 5600 SH SHARED 01 5600 D TELEPHONE & DATA SYS INC SPL COM 87943386 3 96 SH SHARED 02 96 D TELEPHONE & DATA SYS INC SPL COM 87943386 9 267 SH SHARED 14 267 D TELEPHONE & DATA SYS INC SPL COM 87943386 69 1850 SH SHARED 21 1850 D TELEPHONE & DATA SYS INC SPL COM 87943386 55 1500 SH SHARED 23 1500 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 72 1287 SH SHARED 1287 D TELESTONE TECHNOLOGIES CORP COM 87953J10 2 555 SH SHARED 555 D TELIK INC COM 87959M10 2 1127 SH SHARED 1127 D TELIK INC COM 87959M10 1 546 SH SHARED 02 546 D TELKOM SA LTD SPONSORED ADR 87960310 46 705 SH SHARED 705 D TELKONET INC COM 87960410 1 1636 SH SHARED 1636 D TELKONET INC COM 87960410 0 20 SH SHARED 02 20 D TELLABS INC COM 87966410 4115 755166 SH SHARED 755166 D TELLABS INC COM 87966410 238 43800 SH SHARED 01 43800 D TELLABS INC COM 87966410 2459 451373 SH SHARED 02 451373 D TELLABS INC COM 87966410 233 42910 SH SHARED 06 39300 3610 D TELLABS INC COM 87966410 1146 210322 SH SHARED 10 210322 D TELULAR CORP COM NEW 87970T20 1 421 SH SHARED 421 D TELUS CORP NON-VTG SHS 87971M20 1602 38300 SH SHARED 38300 D TELUS CORP NON-VTG SHS 87971M20 58 1396 SH SHARED 01 1396 D TELUS CORP NON-VTG SHS 87971M20 54 1300 SH SHARED 06 700 600 D TELUS CORP NON-VTG SHS 87971M20 347 8300 SH SHARED 10 8300 D TELUS CORP NON-VTG SHS 87971M20 320 7655 SH SHARED 14 7655 D TEMECULA VY BANCORP INC CA COM 87972L10 171 18135 SH SHARED 18135 D TEMPLE INLAND INC COM 87986810 20979 1649356 SH SHARED 1639456 9900 D TEMPLE INLAND INC COM 87986810 945 74309 SH SHARED 01 38749 35560 D TEMPLE INLAND INC COM 87986810 356 28059 SH SHARED 02 12100 15959 D TEMPLE INLAND INC COM 87986810 10714 842300 SH SHARED 10 649600 192700 D TEMPLE INLAND INC COM 87986810 3 300 SH SHARED 14 300 D TEMPLE INLAND INC COM 87986810 57 4500 SH SHARED 20 4500 D TEMPLE INLAND INC COM 87986810 660 51960 SH SHR/OTHR 20 51960 D TELETECH HOLDINGS INC COM 87993910 68 3057 SH SHARED 3057 D TELETECH HOLDINGS INC COM 87993910 26 1180 SH SHARED 02 1180 D TELETECH HOLDINGS INC COM 87993910 6 300 SH SHARED 10 300 D TEMPLETON DRAGON FD INC COM 88018T10 244 10000 SH SHARED 01 10000 D TEMPLETON DRAGON FD INC COM 88018T10 63 2600 SH SHR/OTHR 01 2600 D TEMPLETON DRAGON FD INC COM 88018T10 73 3000 SH SHARED 02 3000 D TEMPLETON DRAGON FD INC COM 88018T10 171 7000 SH SHARED 23 7000 D TEMPLETON EMERGING MKTS FD I COM 88019110 236 12000 SH SHR/OTHR 23 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 258 18527 SH SHARED 02 18527 D TEMPLETON RUS AND EAST EUR F COM 88022F10 120 2100 SH SHARED 2100 D TEMPLETON RUS AND EAST EUR F COM 88022F10 51 893 SH SHARED 02 893 D TEMPUR PEDIC INTL INC COM 88023U10 341 31001 SH SHARED 31001 D TEMPUR PEDIC INTL INC COM 88023U10 18 1700 SH SHARED 01 1700 D TEMPUR PEDIC INTL INC COM 88023U10 122 11180 SH SHARED 02 11180 D TEMPUR PEDIC INTL INC COM 88023U10 876 79663 SH SHARED 10 79663 D TEMPUR PEDIC INTL INC COM 88023U10 4 376 SH SHARED 20 376 D TEMPUR PEDIC INTL INC COM 88023U10 28 2575 SH SHARED 21 2575 D TENARIS S A SPONSORED ADR 88031M10 274 5500 SH SHARED 5500 D TENARIS S A SPONSORED ADR 88031M10 13316 267125 SH SHARED 267125 D TENARIS S A SPONSORED ADR 88031M10 30061 603035 SH SHARED 01 603035 D TENARIS S A SPONSORED ADR 88031M10 14 300 SH SHARED 02 300 D TENARIS S A SPONSORED ADR 88031M10 453 9100 SH SHARED 04 9100 D TENARIS S A SPONSORED ADR 88031M10 111155 2229808 SH SHARED 10 1919308 310500 D TENARIS S A SPONSORED ADR 88031M10 2223 44600 SH SHARED 14 44600 D TENARIS S A SPONSORED ADR 88031M10 1089 21847 SH SHARED 24 21847 D TENET HEALTHCARE CORP COM 88033G10 4231 747556 SH SHARED 747556 D TENET HEALTHCARE CORP COM 88033G10 368 65115 SH SHARED 01 65115 D TENET HEALTHCARE CORP COM 88033G10 1218 215328 SH SHARED 02 215328 D TENET HEALTHCARE CORP COM 88033G10 187 33150 SH SHARED 06 33150 D TENET HEALTHCARE CORP COM 88033G10 1100 194348 SH SHARED 10 194348 D TENGASCO INC COM NEW 88033R20 0 989 SH SHARED 989 D TENNANT CO COM 88034510 229 5772 SH SHARED 5772 D TENNANT CO COM 88034510 120 3034 SH SHARED 02 2494 540 D TENNANT CO COM 88034510 15 400 SH SHARED 10 400 D TENNECO INC COM 88034910 16 590 SH SHARED 1 589 D TENNECO INC COM 88034910 3527 126264 SH SHARED 126264 D TENNECO INC COM 88034910 217 7800 SH SHARED 01 7800 D TENNECO INC COM 88034910 261 9368 SH SHARED 02 7198 2170 D TENNECO INC COM 88034910 4969 177846 SH SHARED 04 177846 D TENNECO INC COM 88034910 6535 233908 SH SHARED 05 233908 D TENNECO INC COM 88034910 410 14686 SH SHARED 06 14686 D TENNECO INC COM 88034910 6252 223800 SH SHARED 10 223800 D TENNESSEE COMMERCE BANCORP I COM 88043P10 2 123 SH SHARED 123 D TERADATA CORP DEL COM 88076W10 4597 208431 SH SHARED 208431 D TERADATA CORP DEL COM 88076W10 496 22521 SH SHARED 01 21685 836 D TERADATA CORP DEL COM 88076W10 132 6008 SH SHARED 02 2893 3115 D TERADATA CORP DEL COM 88076W10 399 18100 SH SHARED 06 17100 1000 D TERADATA CORP DEL COM 88076W10 4844 219609 SH SHARED 10 219609 D TERADATA CORP DEL COM 88076W10 82 3742 SH SHARED 14 3742 D TERADATA CORP DEL COM 88076W10 7 320 SH SHARED 21 320 D TERADYNE INC COM 88077010 2331 187722 SH SHARED 187722 D TERADYNE INC COM 88077010 221 17800 SH SHARED 01 17800 D TERADYNE INC COM 88077010 444 35755 SH SHARED 02 35755 D TERADYNE INC COM 88077010 213 17150 SH SHARED 06 17150 D TERADYNE INC COM 88077010 2261 182062 SH SHARED 10 182062 D TERADYNE INC COM 88077010 3 300 SH SHARED 14 300 D TEREX CORP NEW COM 88077910 1005 16081 SH SHARED 13571 2510 D TEREX CORP NEW COM 88077910 11290 180651 SH SHARED 180651 D TEREX CORP NEW COM 88077910 8898 142377 SH SHARED 01 112197 30180 D TEREX CORP NEW COM 88077910 1533 24534 SH SHR/OTHR 01 24534 D TEREX CORP NEW COM 88077910 2351 37621 SH SHARED 02 34214 3407 D TEREX CORP NEW COM 88077910 443 7095 SH SHARED 04 7095 D TEREX CORP NEW COM 88077910 721 11550 SH SHARED 06 10500 1050 D TEREX CORP NEW COM 88077910 28793 460698 SH SHARED 10 459623 1075 D TEREX CORP NEW COM 88077910 3457 55327 SH SHARED 19 55327 D TEREX CORP NEW COM 88077910 1776 28420 SH SHARED 20 22970 75 5375 D TEREX CORP NEW COM 88077910 353 5660 SH SHR/OTHR 20 5660 D TEREX CORP NEW COM 88077910 205 3285 SH SHARED 22 2085 1200 D TEREX CORP NEW COM 88077910 51 825 SH SHR/OTHR 22 825 D TEREX CORP NEW COM 88077910 465 7444 SH SHARED 23 6984 460 D TEREX CORP NEW COM 88077910 229 3666 SH SHR/OTHR 23 3666 D TERCICA INC COM 88078L10 202 35289 SH SHARED 35289 D TERCICA INC COM 88078L10 2 478 SH SHARED 02 478 D TERCICA INC COM 88078L10 2667 465545 SH SHARED 04 465545 D TERNIUM SA SPON ADR 88089010 1909 53209 SH SHARED 53209 D TERNIUM SA SPON ADR 88089010 1815 50600 SH SHARED 01 50600 D TERNIUM SA SPON ADR 88089010 2292 63900 SH SHARED 04 63900 D TERNIUM SA SPON ADR 88089010 41265 1150100 SH SHARED 10 867500 282600 D TERNIUM SA SPON ADR 88089010 165 4600 SH SHARED 15 4600 D TERNIUM SA SPON ADR 88089010 369 10307 SH SHARED 24 10307 D TERRA INDS INC COM 88091510 5862 165007 SH SHARED 165007 D TERRA INDS INC COM 88091510 1650 46440 SH SHARED 01 18440 28000 D TERRA INDS INC COM 88091510 1250 35185 SH SHARED 02 35185 D TERRA INDS INC COM 88091510 2842 80000 SH SHARED 05 80000 D TERRA INDS INC COM 88091510 36944 1039800 SH SHARED 10 1039800 D TERRA INDS INC COM 88091510 3 95 SH SHARED 21 95 D TERRA NITROGEN CO L P COM UNIT 88100520 44 395 SH SHARED 395 D TERRA NITROGEN CO L P COM UNIT 88100520 189 1700 SH SHARED 02 1700 D TERREMARK WORLDWIDE INC COM NEW 88144820 330 60221 SH SHARED 60221 D TERREMARK WORLDWIDE INC COM NEW 88144820 5 1000 SH SHARED 01 1000 D TERREMARK WORLDWIDE INC COM NEW 88144820 14 2680 SH SHARED 02 2460 220 D TERRESTAR CORP COM 88145110 7285 1492854 SH SHARED 1492854 D TERRESTAR CORP COM 88145110 36 7500 SH SHARED 01 7500 D TESCO CORP COM 88157K10 38 1600 SH SHARED 02 1600 D TESORO CORP COM 88160910 19780 659356 SH SHARED 659356 D TESORO CORP COM 88160910 436 14535 SH SHARED 01 14535 D TESORO CORP COM 88160910 21 700 SH SHR/OTHR 01 700 D TESORO CORP COM 88160910 39 1328 SH SHARED 02 1238 90 D TESORO CORP COM 88160910 1 60 SH SHARED 05 60 D TESORO CORP COM 88160910 1540 51350 SH SHARED 06 49850 1500 D TESORO CORP COM 88160910 3156 105207 SH SHARED 10 105207 D TESORO CORP COM 88160910 3 105 SH SHARED 21 105 D TESORO CORP COM 88160910 3 100 SH SHR/OTHR 23 100 D TETRA TECHNOLOGIES INC DEL COM 88162F10 250 15785 SH SHARED 15785 D TETRA TECHNOLOGIES INC DEL COM 88162F10 72 4595 SH SHARED 01 4595 D TETRA TECHNOLOGIES INC DEL COM 88162F10 64 4064 SH SHARED 02 3664 400 D TETRA TECHNOLOGIES INC DEL COM 88162F10 12810 808713 SH SHARED 10 720013 88700 D TETRA TECHNOLOGIES INC DEL COM 88162F10 266 16800 SH SHARED 24 16800 D TETRA TECH INC NEW COM 88162G10 16 823 SH SHARED 823 D TETRA TECH INC NEW COM 88162G10 139 7140 SH SHARED 7140 D TETRA TECH INC NEW COM 88162G10 39 2000 SH SHARED 02 2000 D TETRA TECH INC NEW COM 88162G10 5339 273660 SH SHARED 04 273660 D TETRA TECH INC NEW COM 88162G10 6851 351161 SH SHARED 05 351161 D TETRA TECH INC NEW COM 88162G10 410 21035 SH SHARED 06 21035 D TETRA TECH INC NEW COM 88162G10 684 35100 SH SHARED 10 35100 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 12418 268857 SH SHARED 268857 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1893 41000 SH SHARED 01 41000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 18 400 SH SHR/OTHR 01 400 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3157 68368 SH SHARED 02 12643 55725 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 35398 766360 SH SHARED 04 766360 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 20167 436626 SH SHARED 06 23421 413205 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1976 42800 SH SHARED 10 42800 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 896 19400 SH SHARED 14 19400 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 7956 172258 SH SHARED 16 172258 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13 300 SH SHARED 20 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13 300 SH SHARED 23 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 55 1200 SH SHR/OTHR 23 1200 D TETON ENERGY CORP COM 88162810 2 447 SH SHARED 447 D TESSERA TECHNOLOGIES INC COM 88164L10 219 10529 SH SHARED 10529 D TESSERA TECHNOLOGIES INC COM 88164L10 79 3800 SH SHARED 01 3800 D TESSERA TECHNOLOGIES INC COM 88164L10 48 2329 SH SHARED 02 2329 D TESSERA TECHNOLOGIES INC COM 88164L10 624 30000 SH SHARED 04 30000 D TESSERA TECHNOLOGIES INC COM 88164L10 25615 1231500 SH SHARED 10 1231500 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 725 585000 PRN SHARED 02 585000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 372 300000 PRN SHARED 06 300000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 6094 4488000 PRN SHARED 02 4488000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 8708 7700000 PRN SHARED 06 7700000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 604 35797 SH SHARED 35797 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 227 13458 SH SHARED 10 13458 D TEXAS INDS INC COM 88249110 857 14269 SH SHARED 14269 D TEXAS INDS INC COM 88249110 8694 144650 SH SHARED 10 144650 D TEXAS INSTRS INC COM 88250810 156927 5551009 SH SHARED 5459319 91690 D TEXAS INSTRS INC COM 88250810 8681 307086 SH SHARED 01 268198 38888 D TEXAS INSTRS INC COM 88250810 501 17730 SH SHR/OTHR 01 17730 D TEXAS INSTRS INC COM 88250810 5222 184720 SH SHARED 02 138154 46566 D TEXAS INSTRS INC COM 88250810 1682 59500 SH SHARED 04 59500 D TEXAS INSTRS INC COM 88250810 16 600 SH SHARED 05 600 D TEXAS INSTRS INC COM 88250810 4769 168712 SH SHARED 06 153822 14890 D TEXAS INSTRS INC COM 88250810 122203 4322738 SH SHARED 10 4310438 12300 D TEXAS INSTRS INC COM 88250810 1116 39486 SH SHARED 14 39486 D TEXAS INSTRS INC COM 88250810 1413 50000 SH SHARED 15 50000 D TEXAS INSTRS INC COM 88250810 31 1110 SH SHARED 19 1110 D TEXAS INSTRS INC COM 88250810 1969 69650 SH SHARED 20 15835 53815 D TEXAS INSTRS INC COM 88250810 2358 83425 SH SHR/OTHR 20 83425 D TEXAS INSTRS INC COM 88250810 135 4794 SH SHARED 21 4520 274 D TEXAS INSTRS INC COM 88250810 27 975 SH SHR/OTHR 21 975 D TEXAS INSTRS INC COM 88250810 6 225 SH SHARED 22 225 D TEXAS INSTRS INC COM 88250810 130 4603 SH SHR/OTHR 22 4603 D TEXAS INSTRS INC COM 88250810 926 32761 SH SHARED 23 32561 200 D TEXAS INSTRS INC COM 88250810 2569 90890 SH SHR/OTHR 23 90890 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 168 4085 SH SHARED 02 4085 D TEXAS ROADHOUSE INC CL A 88268110 985 100555 SH SHARED 100555 D TEXAS ROADHOUSE INC CL A 88268110 77 7916 SH SHARED 10 7916 D THAI CAP FD INC COM NEW 88290520 5 443 SH SHARED 443 D TEXTRON INC COM 88320310 40430 729538 SH SHARED 729538 D TEXTRON INC COM 88320310 3025 54588 SH SHARED 01 40988 13600 D TEXTRON INC COM 88320310 425 7685 SH SHARED 02 3457 4228 D TEXTRON INC COM 88320310 5 100 SH SHARED 05 100 D TEXTRON INC COM 88320310 5953 107420 SH SHARED 06 24840 82580 D TEXTRON INC COM 88320310 9984 180154 SH SHARED 10 180154 D TEXTRON INC COM 88320310 408 7362 SH SHARED 14 7362 D TEXTRON INC COM 88320310 4720 85172 SH SHARED 16 85172 D TEXTRON INC COM 88320310 88 1600 SH SHARED 21 1600 D TEXTRON INC COM 88320310 185 3350 SH SHARED 23 3350 D THE BANK HOLDINGS INC COM 88331E10 13 1426 SH SHARED 1426 D THE9 LTD ADR 88337K10 85 4189 SH SHARED 4189 D THERAGENICS CORP COM 88337510 2 760 SH SHARED 760 D THERAGENICS CORP COM 88337510 14 3640 SH SHARED 02 3640 D THERAVANCE INC COM 88338T10 14 1340 SH SHARED 1340 D THERAVANCE INC COM 88338T10 150 14286 SH SHARED 01 14286 D THERAVANCE INC COM 88338T10 5 498 SH SHARED 02 498 D THERMAGE INC COM 88343R10 1 331 SH SHARED 331 D THERMADYNE HLDGS CORP NEW COM PAR $0.01 88343530 2 228 SH SHARED 228 D THERMO FISHER SCIENTIFIC INC COM 88355610 1555 27368 SH SHARED 23693 3675 D THERMO FISHER SCIENTIFIC INC COM 88355610 41175 724414 SH SHARED 724414 D THERMO FISHER SCIENTIFIC INC COM 88355610 22456 395082 SH SHARED 01 321047 74035 D THERMO FISHER SCIENTIFIC INC COM 88355610 3227 56788 SH SHR/OTHR 01 56788 D THERMO FISHER SCIENTIFIC INC COM 88355610 1356 23873 SH SHARED 02 12513 11360 D THERMO FISHER SCIENTIFIC INC COM 88355610 603 10625 SH SHARED 04 10625 D THERMO FISHER SCIENTIFIC INC COM 88355610 68195 1199775 SH SHARED 04 1199775 D THERMO FISHER SCIENTIFIC INC COM 88355610 3098 54510 SH SHARED 05 54510 D THERMO FISHER SCIENTIFIC INC COM 88355610 73002 1284349 SH SHARED 06 336984 947365 D THERMO FISHER SCIENTIFIC INC COM 88355610 65703 1155933 SH SHARED 10 1118149 37784 D THERMO FISHER SCIENTIFIC INC COM 88355610 318 5600 SH SHARED 14 5600 D THERMO FISHER SCIENTIFIC INC COM 88355610 5513 97000 SH SHARED 15 97000 D THERMO FISHER SCIENTIFIC INC COM 88355610 9060 159399 SH SHARED 16 159399 D THERMO FISHER SCIENTIFIC INC COM 88355610 4655 81907 SH SHARED 19 81907 D THERMO FISHER SCIENTIFIC INC COM 88355610 2831 49807 SH SHARED 20 42265 135 7407 D THERMO FISHER SCIENTIFIC INC COM 88355610 381 6710 SH SHR/OTHR 20 6710 D THERMO FISHER SCIENTIFIC INC COM 88355610 90 1600 SH SHARED 21 1600 D THERMO FISHER SCIENTIFIC INC COM 88355610 1077 18954 SH SHARED 22 15660 3294 D THERMO FISHER SCIENTIFIC INC COM 88355610 86 1525 SH SHR/OTHR 22 1525 D THERMO FISHER SCIENTIFIC INC COM 88355610 3040 53488 SH SHARED 23 37118 16370 D THERMO FISHER SCIENTIFIC INC COM 88355610 1394 24529 SH SHR/OTHR 23 24529 D THERMOGENESIS CORP COM NEW 88362320 2 1432 SH SHARED 1432 D THESTREET COM COM 88368Q10 72 8960 SH SHARED 02 8300 660 D THINK PARTNERSHIP INC COM 88409N10 1 1757 SH SHARED 1757 D THINKENGINE NETWORKS INC COM 88409U10 0 144 SH SHARED 144 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 51 5538 SH SHARED 5538 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 823 89328 SH SHARED 02 89328 D THOMAS & BETTS CORP COM 88431510 641 17650 SH SHARED 17650 D THOMAS & BETTS CORP COM 88431510 1297 35674 SH SHARED 35674 D THOMAS & BETTS CORP COM 88431510 2696 74141 SH SHARED 01 53800 20341 D THOMAS & BETTS CORP COM 88431510 81 2240 SH SHR/OTHR 01 2240 D THOMAS & BETTS CORP COM 88431510 227 6265 SH SHARED 02 6265 D THOMAS & BETTS CORP COM 88431510 6119 168250 SH SHARED 10 168250 D THOMAS & BETTS CORP COM 88431510 335 9220 SH SHARED 20 7930 1290 D THOMAS & BETTS CORP COM 88431510 781 21500 SH SHARED 23 19500 2000 D THOMAS GROUP INC COM 88440210 0 171 SH SHARED 171 D THOMAS PPTYS GROUP INC COM 88445310 3 382 SH SHARED 382 D THOMAS PPTYS GROUP INC COM 88445310 1 145 SH SHARED 01 145 D THOMAS WEISEL PARTNERS GRP I COM 88448110 50 7649 SH SHARED 7649 D THOMAS WEISEL PARTNERS GRP I COM 88448110 94 14200 SH SHARED 10 14200 D THOMPSON CREEK METALS CO INC COM 88476810 135 7400 SH SHARED 7400 D THOMSON CORP COM 88490310 57 1717 SH SHARED 1717 D THOMSON CORP COM 88490310 5100 152118 SH SHARED 152118 D THOMSON CORP COM 88490310 130 3897 SH SHARED 01 3897 D THOMSON CORP COM 88490310 13257 395400 SH SHARED 02 395400 D THOMSON CORP COM 88490310 6 200 SH SHARED 05 200 D THOMSON CORP COM 88490310 68 2038 SH SHARED 06 738 1300 D THOMSON CORP COM 88490310 697 20800 SH SHARED 10 20800 D THOMSON SPONSORED ADR 88511810 4 633 SH SHARED 633 D THOR INDS INC COM 88516010 419 14104 SH SHARED 14104 D THOR INDS INC COM 88516010 479 16100 SH SHARED 01 4400 11700 D THOR INDS INC COM 88516010 25 847 SH SHARED 02 847 D THOR INDS INC COM 88516010 184 6202 SH SHARED 10 6202 D THOR INDS INC COM 88516010 29 1005 SH SHARED 21 1005 D THORATEC CORP NOTE 1.379% 5/1 885175AB 1132 2000000 PRN SHARED 2000000 D THORATEC CORP COM NEW 88517530 36 2520 SH SHARED 02 2520 D THORATEC CORP COM NEW 88517530 7266 508500 SH SHARED 10 508500 D THORNBURG MTG INC COM 88521810 10 8982 SH SHARED 8982 D THORNBURG MTG INC COM 88521810 19 16300 SH SHARED 01 16300 D THORNBURG MTG INC COM 88521810 50 41807 SH SHARED 02 40207 1600 D THORNBURG MTG INC COM 88521810 10 8500 SH SHARED 10 8500 D THORNBURG MTG INC PFD CONV SER F 88521870 7799 1835200 SH SHARED 1835200 D 3COM CORP COM 88553510 3108 1357577 SH SHARED 1351577 6000 D 3COM CORP COM 88553510 247 107950 SH SHARED 01 450 107500 D 3COM CORP COM 88553510 17 7506 SH SHARED 02 7506 D 3COM CORP COM 88553510 384 168000 SH SHARED 10 168000 D 3-D SYS CORP DEL COM NEW 88554D20 80 5470 SH SHARED 5470 D 3SBIO INC SPONSORED ADR 88575Y10 113 12984 SH SHARED 12984 D 3M CO COM 88579Y10 436 5510 SH SHARED 5510 D 3M CO COM 88579Y10 103706 1310248 SH SHARED 1306848 3400 D 3M CO COM 88579Y10 12805 161789 SH SHARED 01 116791 44998 D 3M CO COM 88579Y10 1717 21700 SH SHR/OTHR 01 21700 D 3M CO COM 88579Y10 2139 27027 SH SHARED 02 5708 21319 D 3M CO COM 88579Y10 80 1020 SH SHARED 04 1020 D 3M CO COM 88579Y10 39628 500670 SH SHARED 04 500670 D 3M CO COM 88579Y10 24 310 SH SHARED 05 310 D 3M CO COM 88579Y10 5913 74710 SH SHARED 06 67350 7360 D 3M CO COM 88579Y10 254758 3218676 SH SHARED 10 3218276 400 D 3M CO COM 88579Y10 31 400 SH SHR/OTHR 10 400 D 3M CO COM 88579Y10 616 7793 SH SHARED 14 7793 D 3M CO COM 88579Y10 3720 47001 SH SHARED 20 13485 33516 D 3M CO COM 88579Y10 3636 45948 SH SHR/OTHR 20 45948 D 3M CO COM 88579Y10 657 8307 SH SHARED 21 3532 4775 D 3M CO COM 88579Y10 197 2500 SH SHARED 22 2500 D 3M CO COM 88579Y10 106 1350 SH SHR/OTHR 22 1350 D 3M CO COM 88579Y10 8923 112737 SH SHARED 23 111837 900 D 3M CO COM 88579Y10 8981 113469 SH SHR/OTHR 23 113469 D THRESHOLD PHARMACEUTICAL INC COM 88580710 34 89056 SH SHARED 89056 D TIBCO SOFTWARE INC COM 88632Q10 13 1900 SH SHARED 1900 D TIBCO SOFTWARE INC COM 88632Q10 1482 207613 SH SHARED 207613 D TIBCO SOFTWARE INC COM 88632Q10 462 64710 SH SHARED 02 13135 51575 D TIBCO SOFTWARE INC COM 88632Q10 678 95000 SH SHARED 04 95000 D TIBCO SOFTWARE INC COM 88632Q10 612 85800 SH SHARED 10 85800 D TIDELANDS BANCSHARES INC COM 88637410 1 111 SH SHARED 111 D TIDEWATER INC COM 88642310 9069 164577 SH SHARED 164577 D TIDEWATER INC COM 88642310 1614 29300 SH SHARED 01 12500 16800 D TIDEWATER INC COM 88642310 401 7283 SH SHARED 02 7193 90 D TIDEWATER INC COM 88642310 16 300 SH SHARED 06 300 D TIDEWATER INC COM 88642310 286 5200 SH SHARED 10 5200 D TIDEWATER INC COM 88642310 5 105 SH SHARED 21 105 D TIER TECHNOLOGIES INC CL B 88650Q10 3 484 SH SHARED 484 D TIER TECHNOLOGIES INC CL B 88650Q10 3 500 SH SHARED 02 500 D TIERONE CORP COM 88650R10 173 15349 SH SHARED 15349 D TIERONE CORP COM 88650R10 89 7900 SH SHARED 10 7900 D TIENS BIOTECH GROUP USA INC COM 88650T10 0 2 SH SHARED 02 2 D TIFFANY & CO NEW COM 88654710 6257 149559 SH SHARED 149559 D TIFFANY & CO NEW COM 88654710 1313 31400 SH SHARED 01 31400 D TIFFANY & CO NEW COM 88654710 739 17680 SH SHARED 02 10755 6925 D TIFFANY & CO NEW COM 88654710 5 130 SH SHARED 05 130 D TIFFANY & CO NEW COM 88654710 611 14620 SH SHARED 06 13500 1120 D TIFFANY & CO NEW COM 88654710 49562 1184561 SH SHARED 10 1155261 29300 D TIFFANY & CO NEW COM 88654710 901 21540 SH SHARED 20 3260 18280 D TIFFANY & CO NEW COM 88654710 16 400 SH SHR/OTHR 20 400 D TIFFANY & CO NEW COM 88654710 523 12500 SH SHARED 23 12500 D TIFFANY & CO NEW COM 88654710 359 8600 SH SHR/OTHR 23 8600 D TIM HORTONS INC COM 88706M10 3784 111149 SH SHARED 111149 D TIM HORTONS INC COM 88706M10 605 17780 SH SHARED 01 14230 3550 D TIM HORTONS INC COM 88706M10 17 500 SH SHR/OTHR 01 500 D TIM HORTONS INC COM 88706M10 160 4700 SH SHARED 02 4700 D TIM HORTONS INC COM 88706M10 64 1899 SH SHARED 06 135 1764 D TIM HORTONS INC COM 88706M10 2498 73363 SH SHARED 10 73363 D TIM HORTONS INC COM 88706M10 15 450 SH SHARED 20 450 D TIM HORTONS INC COM 88706M10 5 150 SH SHARED 22 150 D TIM HORTONS INC COM 88706M10 40 1175 SH SHARED 23 1175 D TIM HORTONS INC COM 88706M10 27 800 SH SHR/OTHR 23 800 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 226 7000 SH SHARED 7000 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 158 4906 SH SHARED 4906 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 6073 188100 SH SHARED 10 188100 D TIMBERLAND BANCORP INC COM 88709810 5 509 SH SHARED 509 D TIMBERLAND CO CL A 88710010 2151 156665 SH SHARED 156665 D TIMBERLAND CO CL A 88710010 520 37897 SH SHARED 01 22097 15800 D TIMBERLAND CO CL A 88710010 181 13247 SH SHARED 02 12777 470 D TIMBERLAND CO CL A 88710010 230 16774 SH SHARED 10 16774 D TIME WARNER INC COM 88731710 3 225 SH SHARED 225 D TIME WARNER INC COM 88731710 147312 10507309 SH SHARED 10497869 9440 D TIME WARNER INC COM 88731710 7396 527598 SH SHARED 01 439236 88362 D TIME WARNER INC COM 88731710 2134 152229 SH SHR/OTHR 01 152229 D TIME WARNER INC COM 88731710 35214 2511723 SH SHARED 02 2398147 113576 D TIME WARNER INC COM 88731710 541 38600 SH SHARED 04 38600 D TIME WARNER INC COM 88731710 135054 9633000 SH SHARED 04 9633000 D TIME WARNER INC COM 88731710 22 1610 SH SHARED 05 1610 D TIME WARNER INC COM 88731710 14176 1011135 SH SHARED 06 734755 276380 D TIME WARNER INC COM 88731710 54368 3877906 SH SHARED 10 3560706 317200 D TIME WARNER INC COM 88731710 1678 119748 SH SHARED 14 63500 56248 D TIME WARNER INC COM 88731710 3465 247180 SH SHARED 15 247180 D TIME WARNER INC COM 88731710 2853 203530 SH SHARED 16 203530 D TIME WARNER INC COM 88731710 159 11400 SH SHARED 19 11400 D TIME WARNER INC COM 88731710 813 58002 SH SHARED 20 4250 53752 D TIME WARNER INC COM 88731710 5781 412341 SH SHR/OTHR 20 412341 D TIME WARNER INC COM 88731710 22 1600 SH SHARED 21 1600 D TIME WARNER INC COM 88731710 35 2500 SH SHR/OTHR 21 2500 D TIME WARNER INC COM 88731710 55 3929 SH SHARED 22 3929 D TIME WARNER INC COM 88731710 583 41650 SH SHR/OTHR 22 41650 D TIME WARNER INC COM 88731710 1460 104159 SH SHARED 23 77144 27015 D TIME WARNER INC COM 88731710 2387 170300 SH SHR/OTHR 23 170300 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 5747 5500000 PRN SHARED 5500000 D TIME WARNER TELECOM INC CL A 88731910 1799 116186 SH SHARED 116186 D TIME WARNER TELECOM INC CL A 88731910 170 11025 SH SHARED 01 11025 D TIME WARNER TELECOM INC CL A 88731910 15 980 SH SHARED 02 980 D TIME WARNER TELECOM INC CL A 88731910 17 1100 SH SHARED 06 1100 D TIME WARNER TELECOM INC CL A 88731910 193 12466 SH SHARED 10 12466 D TIME WARNER CABLE INC CL A 88732J10 1616 64713 SH SHARED 64713 D TIME WARNER CABLE INC CL A 88732J10 102 4101 SH SHARED 02 4101 D TIME WARNER CABLE INC CL A 88732J10 24 1000 SH SHARED 06 1000 D TIME WARNER CABLE INC CL A 88732J10 137 5500 SH SHARED 10 5500 D TIME WARNER CABLE INC CL A 88732J10 66 2670 SH SHARED 21 2670 D TIMKEN CO COM 88738910 425 14306 SH SHARED 11706 2600 D TIMKEN CO COM 88738910 995 33500 SH SHARED 01 900 32600 D TIMKEN CO COM 88738910 138 4656 SH SHARED 02 920 3736 D TIMKEN CO COM 88738910 888 29884 SH SHARED 10 23084 6800 D TIMKEN CO COM 88738910 39 1323 SH SHARED 20 1323 D TIMKEN CO COM 88738910 10 365 SH SHARED 21 365 D TITAN INTL INC ILL COM 88830M10 459 15003 SH SHARED 15003 D TITAN INTL INC ILL COM 88830M10 98 3234 SH SHARED 02 1604 1630 D TITAN INTL INC ILL COM 88830M10 79 2600 SH SHARED 10 2600 D TITAN MACHY INC COM 88830R10 15 832 SH SHARED 832 D TITAN MACHY INC COM 88830R10 156 8379 SH SHARED 02 8379 D TITAN PHARMACEUTICALS INC DE COM 88831410 1 1159 SH SHARED 1159 D TITAN PHARMACEUTICALS INC DE COM 88831410 6 4000 SH SHARED 02 4000 D TITANIUM METALS CORP COM NEW 88833920 2297 152632 SH SHARED 152632 D TITANIUM METALS CORP COM NEW 88833920 46 3080 SH SHARED 01 3080 D TITANIUM METALS CORP COM NEW 88833920 109 7260 SH SHARED 02 3460 3800 D TITANIUM METALS CORP COM NEW 88833920 1380 91710 SH SHARED 06 91710 D TITANIUM METALS CORP COM NEW 88833920 548 36460 SH SHARED 10 36460 D TIVO INC COM 88870610 21256 2426563 SH SHARED 2426563 D TIVO INC COM 88870610 83 9500 SH SHARED 01 9500 D TIVO INC COM 88870610 188 21500 SH SHARED 02 21500 D TODD SHIPYARDS CORP DEL COM 88903910 2 134 SH SHARED 134 D TOFUTTI BRANDS INC COM 88906B10 0 79 SH SHARED 79 D TOLL BROTHERS INC COM 88947810 1964 83666 SH SHARED 83666 D TOLL BROTHERS INC COM 88947810 1120 47710 SH SHARED 01 6310 41400 D TOLL BROTHERS INC COM 88947810 2041 86934 SH SHARED 02 86934 D TOLL BROTHERS INC COM 88947810 4696 200000 SH SHARED 05 200000 D TOLL BROTHERS INC COM 88947810 23 980 SH SHARED 06 980 D TOLL BROTHERS INC COM 88947810 138 5900 SH SHARED 10 5900 D TOLLGRADE COMMUNICATIONS INC COM 88954210 24 4712 SH SHARED 4712 D TOLLGRADE COMMUNICATIONS INC COM 88954210 8 1620 SH SHARED 02 1620 D TOMKINS PLC SPONSORED ADR 89003020 0 59 SH SHARED 59 D TOMKINS PLC SPONSORED ADR 89003020 51 3627 SH SHARED 02 3627 D TOMOTHERAPY INC COM 89008810 43 3048 SH SHARED 3048 D TOMOTHERAPY INC COM 89008810 5 400 SH SHARED 02 400 D TOMPKINS FINANCIAL CORPORATI COM 89011010 29 596 SH SHARED 596 D TOMPKINS FINANCIAL CORPORATI COM 89011010 24 500 SH SHARED 01 500 D TOMPKINS FINANCIAL CORPORATI COM 89011010 920 18710 SH SHARED 10 18710 D TONGJITANG CHINESE MED CO SPON ADR 89025E10 4 531 SH SHARED 531 D TOOTSIE ROLL INDS INC COM 89051610 110 4366 SH SHARED 4366 D TOOTSIE ROLL INDS INC COM 89051610 172 6842 SH SHARED 01 6842 D TOOTSIE ROLL INDS INC COM 89051610 105 4201 SH SHARED 02 4201 D TOOTSIE ROLL INDS INC COM 89051610 289 11488 SH SHARED 10 11488 D TOR MINERALS INTL INC COM 89087810 0 141 SH SHARED 141 D TORCHMARK CORP COM 89102710 6569 109297 SH SHARED 109297 D TORCHMARK CORP COM 89102710 829 13800 SH SHARED 01 13800 D TORCHMARK CORP COM 89102710 367 6121 SH SHARED 02 6121 D TORCHMARK CORP COM 89102710 638 10620 SH SHARED 06 9700 920 D TORCHMARK CORP COM 89102710 11031 183520 SH SHARED 10 183520 D TORCHMARK CORP COM 89102710 213 3560 SH SHARED 14 3560 D TOREADOR RES CORP COM 89105010 0 38 SH SHARED 38 D TOREADOR RES CORP COM 89105010 4 635 SH SHARED 01 635 D TORO CO COM 89109210 21696 524205 SH SHARED 524205 D TORO CO COM 89109210 240 5800 SH SHARED 01 5800 D TORO CO COM 89109210 133 3220 SH SHARED 02 3220 D TORO CO COM 89109210 1505 36375 SH SHARED 10 30775 5600 D TORONTO DOMINION BK ONT COM NEW 89116050 37370 609143 SH SHARED 609143 D TORONTO DOMINION BK ONT COM NEW 89116050 19 325 SH SHARED 01 325 D TORONTO DOMINION BK ONT COM NEW 89116050 1201 19582 SH SHARED 02 19582 D TORONTO DOMINION BK ONT COM NEW 89116050 840 13706 SH SHARED 04 13706 D TORONTO DOMINION BK ONT COM NEW 89116050 6 100 SH SHARED 05 100 D TORONTO DOMINION BK ONT COM NEW 89116050 429 7000 SH SHARED 06 3500 3500 D TORONTO DOMINION BK ONT COM NEW 89116050 3349 54604 SH SHARED 10 54604 D TORONTO DOMINION BK ONT COM NEW 89116050 137 2243 SH SHARED 14 2243 D TORONTO DOMINION BK ONT COM NEW 89116050 4625 75399 SH SHARED 16 75399 D TORONTO DOMINION BK ONT COM NEW 89116050 61 1000 SH SHARED 22 1000 D TORONTO DOMINION BK ONT COM NEW 89116050 15 249 SH SHR/OTHR 22 249 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 7 240 SH SHR/OTHR 01 240 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 27 900 SH SHARED 02 900 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 10375 345857 SH SHARED 10 345857 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 47 1573 SH SHR/OTHR 23 1573 D TORTOISE CAP RES CORP COM 89147N30 48 3817 SH SHARED 3817 D TORTOISE NORTH AMRN ENRGY CO COM 89147T10 1712 75600 SH SHARED 02 75600 D TOTAL S A SPONSORED ADR 89151E10 1012 13685 SH SHARED 13685 D TOTAL S A SPONSORED ADR 89151E10 291 3943 SH SHARED 01 633 3310 D TOTAL S A SPONSORED ADR 89151E10 819 11067 SH SHR/OTHR 01 11067 D TOTAL S A SPONSORED ADR 89151E10 272 3687 SH SHARED 02 3687 D TOTAL S A SPONSORED ADR 89151E10 373 5040 SH SHARED 20 1390 3650 D TOTAL S A SPONSORED ADR 89151E10 405 5474 SH SHR/OTHR 20 5474 D TOTAL S A SPONSORED ADR 89151E10 12 175 SH SHARED 21 175 D TOTAL S A SPONSORED ADR 89151E10 177 2400 SH SHARED 22 1600 800 D TOTAL S A SPONSORED ADR 89151E10 186 2520 SH SHARED 23 2520 D TOTAL S A SPONSORED ADR 89151E10 597 8067 SH SHR/OTHR 23 8067 D TOWER GROUP INC COM 89177710 0 7 SH SHARED 7 D TOWER GROUP INC COM 89177710 5 220 SH SHARED 01 220 D TOWER GROUP INC COM 89177710 12 501 SH SHARED 02 501 D TOWER GROUP INC COM 89177710 11811 469270 SH SHARED 10 469270 D TOTAL SYS SVCS INC COM 89190610 14203 600329 SH SHARED 600329 D TOTAL SYS SVCS INC COM 89190610 408 17262 SH SHARED 01 17243 19 D TOTAL SYS SVCS INC COM 89190610 72 3060 SH SHARED 02 3060 D TOTAL SYS SVCS INC COM 89190610 379 16042 SH SHARED 06 13926 2116 D TOTAL SYS SVCS INC COM 89190610 2468 104345 SH SHARED 10 104345 D TRACK DATA CORP COM NEW 89191820 0 95 SH SHARED 95 D TOWERSTREAM CORP COM 89200010 0 690 SH SHARED 690 D TOWN SPORTS INTL HLDGS INC COM 89214A10 9 1426 SH SHARED 1426 D TOWN SPORTS INTL HLDGS INC COM 89214A10 27 4300 SH SHARED 01 4300 D TOWN SPORTS INTL HLDGS INC COM 89214A10 505 78900 SH SHARED 10 78900 D TOWN SPORTS INTL HLDGS INC COM 89214A10 14 2200 SH SHARED 23 2200 D TOWN SPORTS INTL HLDGS INC COM 89214A10 13 2100 SH SHR/OTHR 23 2100 D TOWNEBANK PORTSMOUTH VA COM 89214P10 12 825 SH SHARED 825 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 3058 30312 SH SHARED 30312 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 691 6850 SH SHARED 01 6700 150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 10 100 SH SHR/OTHR 01 100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 14 141 SH SHARED 02 141 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 172 1714 SH SHARED 21 1714 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 151 1500 SH SHARED 23 500 1000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 60 600 SH SHR/OTHR 23 600 D TORREYPINES THERAPEUTICS INC COM 89235K10 1 834 SH SHARED 834 D TRACTOR SUPPLY CO COM 89235610 646 16348 SH SHARED 16348 D TRACTOR SUPPLY CO COM 89235610 104 2656 SH SHARED 02 2656 D TRACTOR SUPPLY CO COM 89235610 158 4004 SH SHARED 10 4004 D TRADESTATION GROUP INC COM 89267P10 113 13321 SH SHARED 13321 D TRADESTATION GROUP INC COM 89267P10 282 33136 SH SHARED 02 33136 D TRADESTATION GROUP INC COM 89267P10 5 600 SH SHARED 10 600 D TRAILER BRIDGE COM 89278210 0 90 SH SHARED 90 D TRAILER BRIDGE COM 89278210 8 1000 SH SHARED 02 1000 D TRANE INC COM 89289310 148985 3245863 SH SHARED 3245863 D TRANE INC COM 89289310 1389 30273 SH SHARED 01 27773 2500 D TRANE INC COM 89289310 114 2500 SH SHR/OTHR 01 2500 D TRANE INC COM 89289310 5258 114570 SH SHARED 02 114570 D TRANE INC COM 89289310 4 90 SH SHARED 05 90 D TRANE INC COM 89289310 876 19100 SH SHARED 06 17100 2000 D TRANE INC COM 89289310 4420 96316 SH SHARED 10 96316 D TRANE INC COM 89289310 269 5870 SH SHARED 20 5870 D TRANSACT TECHNOLOGIES INC COM 89291810 1 248 SH SHARED 248 D TRANS-INDIA ACQUISITION CORP COM 89323710 7004 936468 SH SHARED 936468 D TRANS-INDIA ACQUISITION CORP *W EXP 02/08/201 89323711 5 25000 SH SHARED 25000 D TRANS LUX CORP COM 89324710 0 53 SH SHARED 53 D TRANS WORLD ENTMT CORP COM 89336Q10 6 1664 SH SHARED 1664 D TRANS WORLD ENTMT CORP COM 89336Q10 3 1000 SH SHARED 02 1000 D TRANSALTA CORP COM 89346D10 40349 1298675 SH SHARED 1298675 D TRANSALTA CORP COM 89346D10 146 4729 SH SHARED 01 4729 D TRANSALTA CORP COM 89346D10 49 1600 SH SHARED 06 400 1200 D TRANSALTA CORP COM 89346D10 950 30600 SH SHARED 10 30600 D TRANSALTA CORP COM 89346D10 108 3500 SH SHARED 14 3500 D TRANSATLANTIC HLDGS INC COM 89352110 246 3712 SH SHARED 3712 D TRANSATLANTIC HLDGS INC COM 89352110 252 3800 SH SHARED 01 3800 D TRANSATLANTIC HLDGS INC COM 89352110 230 3469 SH SHARED 02 3434 35 D TRANSATLANTIC HLDGS INC COM 89352110 3468 52273 SH SHARED 10 52273 D TRANSATLANTIC HLDGS INC COM 89352110 130 1968 SH SHR/OTHR 10 1968 D TRANSATLANTIC HLDGS INC COM 89352110 55 843 SH SHARED 20 843 D TRANSATLANTIC HLDGS INC COM 89352110 440 6637 SH SHR/OTHR 20 6637 D TRANSCAT INC COM 89352910 1 168 SH SHARED 168 D TRANSCANADA CORP COM 89353D10 2504 65000 SH SHARED 65000 D 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231 SH SHARED 231 D TUESDAY MORNING CORP COM NEW 89903550 209 40377 SH SHARED 40377 D TUESDAY MORNING CORP COM NEW 89903550 214 41440 SH SHARED 02 41440 D TUESDAY MORNING CORP COM NEW 89903550 75 14600 SH SHARED 10 14600 D TUFCO TECHNOLOGIES INC COM 89904010 0 51 SH SHARED 51 D TUMBLEWEED COMMUNICATIONS CO COM 89969010 1 1332 SH SHARED 1332 D TUPPERWARE BRANDS CORP COM 89989610 6086 157357 SH SHARED 157357 D TUPPERWARE BRANDS CORP COM 89989610 842 21774 SH SHARED 01 3374 18400 D TUPPERWARE BRANDS CORP COM 89989610 98 2540 SH SHARED 02 2540 D TUPPERWARE BRANDS CORP COM 89989610 2955 76400 SH SHARED 10 76400 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 93 14400 SH SHARED 14400 D TURBOCHEF TECHNOLOGIES INC COM NEW 90000620 39 6000 SH SHARED 01 6000 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 4172 199734 SH SHARED 199734 D TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 90011120 104 5000 SH SHARED 02 5000 D TWEEN BRANDS INC COM 90116610 1803 72913 SH SHARED 72913 D TWEEN BRANDS INC COM 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SHARED 02 13451 4200 D UST INC COM 90291110 951 17450 SH SHARED 06 15550 1900 D UST INC COM 90291110 145344 2665900 SH SHARED 10 2665900 D UST INC COM 90291110 32 600 SH SHARED 14 600 D UST INC COM 90291110 104 1922 SH SHARED 21 1922 D UST INC COM 90291110 640 11750 SH SHR/OTHR 23 11750 D USA TRUCK INC COM 90292510 2 216 SH SHARED 216 D U S GLOBAL INVS INC CL A 90295210 18 1334 SH SHARED 1334 D US BANCORP DEL DBCV 9/2 902973AQ 99 100000 PRN SHARED 02 100000 D US BANCORP DEL COM NEW 90297330 123 3803 SH SHARED 3803 D US BANCORP DEL COM NEW 90297330 84211 2602326 SH SHARED 2536126 66200 D US BANCORP DEL COM NEW 90297330 27109 837744 SH SHARED 01 619426 218318 D US BANCORP DEL COM NEW 90297330 5255 162393 SH SHR/OTHR 01 162393 D US BANCORP DEL COM NEW 90297330 14440 446237 SH SHARED 02 438076 8161 D US BANCORP DEL COM NEW 90297330 6633 205000 SH SHARED 04 205000 D US BANCORP DEL COM NEW 90297330 5201 160735 SH SHARED 05 160735 D US BANCORP DEL COM NEW 90297330 21770 672772 SH SHARED 06 184220 488552 D US BANCORP DEL COM NEW 90297330 173873 5373087 SH SHARED 10 5368830 4257 D US BANCORP DEL COM NEW 90297330 294 9099 SH SHARED 14 9099 D US BANCORP DEL COM NEW 90297330 5782 178678 SH SHARED 20 121051 300 57327 D US BANCORP DEL COM NEW 90297330 1637 50610 SH SHR/OTHR 20 50610 D US BANCORP DEL COM NEW 90297330 250 7752 SH SHARED 21 7752 D US BANCORP DEL COM NEW 90297330 1647 50900 SH SHARED 22 35375 15525 D US BANCORP DEL COM NEW 90297330 209 6465 SH SHR/OTHR 22 6465 D US BANCORP DEL COM NEW 90297330 6098 188445 SH SHARED 23 159895 28550 D US BANCORP DEL COM NEW 90297330 4328 133759 SH SHR/OTHR 23 133759 D U M H PROPERTIES INC COM 90300210 2 241 SH SHARED 241 D U M H PROPERTIES INC COM 90300210 7 800 SH SHARED 02 800 D UQM TECHNOLOGIES INC COM 90321310 1 693 SH SHARED 693 D UQM TECHNOLOGIES INC COM 90321310 2 1300 SH SHARED 02 1300 D URS CORP NEW COM 90323610 1213 37135 SH SHARED 37135 D URS CORP NEW COM 90323610 836 25575 SH SHARED 01 11975 13600 D URS CORP NEW COM 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DATAWORKS INC COM NEW 91729G30 0 767 SH SHARED 767 D UTAH MED PRODS INC COM 91748810 27 931 SH SHARED 931 D UTAH MED PRODS INC COM 91748810 11 400 SH SHARED 20 400 D UTEK CORP COM 91759P10 1 179 SH SHARED 179 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 62 500 SH SHARED 500 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 650 5233 SH SHARED 02 5133 100 D UTSTARCOM INC COM 91807610 31 11071 SH SHARED 11071 D UTSTARCOM INC COM 91807610 110 38902 SH SHARED 02 38902 D VCA ANTECH INC COM 91819410 117 4294 SH SHARED 4294 D VCA ANTECH INC COM 91819410 1312 48000 SH SHARED 01 22000 26000 D VCA ANTECH INC COM 91819410 1078 39421 SH SHARED 02 9821 29600 D VCA ANTECH INC COM 91819410 713 26089 SH SHARED 06 26089 D VCA ANTECH INC COM 91819410 760 27809 SH SHARED 10 27809 D V F CORP COM 91820410 165 2140 SH SHARED 2140 D V F CORP COM 91820410 9273 119647 SH SHARED 119647 D V F CORP COM 91820410 6687 86277 SH SHARED 01 69866 16411 D V F CORP COM 91820410 880 11354 SH SHR/OTHR 01 11354 D V F CORP COM 91820410 1121 14463 SH SHARED 02 12566 1897 D V F CORP COM 91820410 6204 80050 SH SHARED 05 80050 D V F CORP COM 91820410 715 9230 SH SHARED 06 8250 980 D V F CORP COM 91820410 5063 65327 SH SHARED 10 64402 925 D V F CORP COM 91820410 333 4300 SH SHARED 14 4300 D V F CORP COM 91820410 47 610 SH SHARED 19 610 D V F CORP COM 91820410 1510 19485 SH SHARED 20 17055 75 2355 D V F CORP COM 91820410 318 4115 SH SHR/OTHR 20 4115 D V F CORP COM 91820410 56 730 SH SHARED 21 500 230 D V F CORP COM 91820410 7 100 SH SHR/OTHR 21 100 D V F CORP COM 91820410 234 3021 SH SHARED 22 1421 1600 D V F CORP COM 91820410 38 500 SH SHR/OTHR 22 500 D V F CORP COM 91820410 537 6935 SH SHARED 23 6655 280 D V F CORP COM 91820410 595 7685 SH SHR/OTHR 23 7685 D VCG HLDG CORP COM 91821K10 7 1228 SH SHARED 1228 D VIST FINANCIAL CORP COM 91825510 2 150 SH SHARED 150 D VSE CORP COM 91828410 98 3495 SH SHARED 3495 D VYYO INC COM NEW 91845820 5 12650 SH SHARED 12650 D VAALCO ENERGY INC COM NEW 91851C20 1 344 SH SHARED 344 D VAALCO ENERGY INC COM NEW 91851C20 0 171 SH SHARED 02 171 D VAIL RESORTS INC COM 91879Q10 72 1505 SH SHARED 01 1505 D VAIL RESORTS INC COM 91879Q10 10 226 SH SHARED 02 226 D VAIL RESORTS INC COM 91879Q10 140 2900 SH SHARED 10 2900 D VALASSIS COMMUNICATIONS INC NOTE 1.625% 5/2 918866AK 7624 11500000 PRN SHARED 11500000 D VALASSIS COMMUNICATIONS INC COM 91886610 1177 108496 SH SHARED 108496 D VALASSIS COMMUNICATIONS INC COM 91886610 163 15100 SH SHARED 01 15100 D VALASSIS COMMUNICATIONS INC COM 91886610 276 25510 SH SHARED 02 25510 D VALASSIS COMMUNICATIONS INC COM 91886610 152 14033 SH SHARED 10 14033 D VALHI INC NEW COM 91890510 2 123 SH SHARED 123 D VALHI INC NEW COM 91890510 31 1339 SH SHARED 02 1339 D VALENCE TECHNOLOGY INC COM 91891410 6 1533 SH SHARED 1533 D VALENCE TECHNOLOGY INC COM 91891410 95 21600 SH SHARED 02 21600 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 7302 8025000 PRN SHARED 02 8025000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 232 18103 SH SHARED 18103 D VALEANT PHARMACEUTICALS INTL COM 91911X10 372 29000 SH SHARED 01 29000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 410 31967 SH SHARED 02 31967 D VALEANT PHARMACEUTICALS INTL COM 91911X10 69 5400 SH SHARED 10 5400 D VALE CAP LTD NT RIO CV VALE 91912C20 46221 700000 SH SHARED 700000 D VALE CAP LTD NT RIO CV VALE 91912C20 3631 55000 SH SHARED 06 55000 D VALE CAP LTD NT RIO P VALE 91912C30 34109 525000 SH SHARED 525000 D VALERO ENERGY CORP NEW COM 91913Y10 2317 47197 SH SHARED 27512 19685 D VALERO ENERGY CORP NEW COM 91913Y10 82934 1688747 SH SHARED 1686197 2550 D VALERO ENERGY CORP NEW COM 91913Y10 16954 345226 SH SHARED 01 288147 57079 D VALERO ENERGY CORP NEW COM 91913Y10 2275 46340 SH SHR/OTHR 01 46340 D VALERO ENERGY CORP NEW COM 91913Y10 11797 240219 SH SHARED 02 230917 9302 D VALERO ENERGY CORP NEW COM 91913Y10 781 15908 SH SHARED 04 15908 D VALERO ENERGY CORP NEW COM 91913Y10 483 9840 SH SHARED 04 9840 D VALERO ENERGY CORP NEW COM 91913Y10 11 240 SH SHARED 05 240 D VALERO ENERGY CORP NEW COM 91913Y10 4261 86770 SH SHARED 06 80820 5950 D VALERO ENERGY CORP NEW COM 91913Y10 68131 1387324 SH SHARED 10 1243019 144305 D VALERO ENERGY CORP NEW COM 91913Y10 145 2963 SH SHARED 14 2963 D VALERO ENERGY CORP NEW COM 91913Y10 5613 114312 SH SHARED 19 114312 D VALERO ENERGY CORP NEW COM 91913Y10 2066 42080 SH SHARED 20 35930 105 6045 D VALERO ENERGY CORP NEW COM 91913Y10 91 1860 SH SHR/OTHR 20 1860 D VALERO ENERGY CORP NEW COM 91913Y10 117 2400 SH SHARED 21 2400 D VALERO ENERGY CORP NEW COM 91913Y10 24 500 SH SHR/OTHR 21 500 D VALERO ENERGY CORP NEW COM 91913Y10 684 13943 SH SHARED 22 10143 3800 D VALERO ENERGY CORP NEW COM 91913Y10 99 2025 SH SHR/OTHR 22 2025 D VALERO ENERGY CORP NEW COM 91913Y10 2298 46805 SH SHARED 23 36340 10465 D VALERO ENERGY CORP NEW COM 91913Y10 1466 29870 SH SHR/OTHR 23 29870 D VALERO ENERGY CORP NEW COM 91913Y10 604 12300 SH SHARED 24 12300 D VALLEY FINL CORP VA COM 91962910 0 79 SH SHARED 79 D VALLEY NATL BANCORP COM 91979410 179 9342 SH SHARED 9342 D VALLEY NATL BANCORP COM 91979410 15 819 SH SHARED 01 819 D VALLEY NATL BANCORP COM 91979410 309 16130 SH SHARED 02 16130 D VALLEY NATL BANCORP COM 91979410 131 6825 SH SHARED 10 6825 D VALMONT INDS INC COM 92025310 50 570 SH SHARED 570 D VALMONT INDS INC COM 92025310 4 56 SH SHARED 56 D VALMONT INDS INC COM 92025310 26 300 SH SHARED 01 300 D VALMONT INDS INC COM 92025310 19 220 SH SHARED 02 220 D VALMONT INDS INC COM 92025310 16938 192719 SH SHARED 04 192719 D VALMONT INDS INC COM 92025310 20288 230842 SH SHARED 05 230842 D VALMONT INDS INC COM 92025310 1298 14773 SH SHARED 06 14773 D VALMONT INDS INC COM 92025310 158 1800 SH SHARED 10 1800 D VALPEY FISHER CORP COM 92034410 0 67 SH SHARED 67 D VALSPAR CORP COM 92035510 288 14531 SH SHARED 14531 D VALSPAR CORP COM 92035510 549 27700 SH SHARED 01 27700 D VALSPAR CORP COM 92035510 141 7154 SH SHARED 02 7154 D VALSPAR CORP COM 92035510 702 35415 SH SHARED 10 35415 D VALSPAR CORP COM 92035510 23 1183 SH SHARED 21 1183 D VALUE LINE INC COM 92043710 6 131 SH SHARED 131 D VALUE LINE INC COM 92043710 12 275 SH SHARED 01 275 D VALUECLICK INC COM 92046N10 30 178726 PRN SHARED 178726 D VALUECLICK INC COM 92046N10 5 32300 PRN SHARED 01 1300 31000 D VALUECLICK INC COM 92046N10 0 329 PRN SHR/OTHR 01 329 D VALUECLICK INC COM 92046N10 2 14815 PRN SHARED 02 14480 335 D VALUECLICK INC COM 92046N10 7 41000 PRN SHARED 04 41000 D VALUECLICK INC COM 92046N10 8 49758 PRN SHARED 10 49758 D VALUECLICK INC COM 92046N10 0 2219 PRN SHARED 21 2014 205 D VALUERICH INC COM 92046V10 0 42 SH SHARED 42 D VALUEVISION MEDIA INC CL A 92047K10 13 2374 SH SHARED 2374 D VALUEVISION MEDIA INC CL A 92047K10 167 30260 SH SHARED 02 30260 D VAN KAMPEN HIGH INCOME TR II SH BEN INT 92091310 14 4051 SH SHARED 4051 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 123 9000 SH SHARED 02 9000 D VAN KAMPEN TR INVT GRADE N J COM 92093310 61 4000 SH SHARED 02 4000 D VAN KAMPEN MUN OPPORTUNITY T COM 92093510 23 1772 SH SHARED 02 1772 D VAN KAMPEN SENIOR INCOME TR COM 92096110 8250 1398317 SH SHARED 1398317 D VAN KAMPEN SENIOR INCOME TR COM 92096110 5 1000 SH SHR/OTHR 01 1000 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 4 295 SH SHARED 20 295 D VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K10 82 7000 SH SHARED 02 7000 D VAN KAMPEN PA VALUE MUN INCO COM 92112T10 431 32752 SH SHARED 32752 D VAN KAMPEN DYNAMIC CR OPPORT COM 92116610 11014 750331 SH SHARED 750331 D VANCEINFO TECHNOLOGIES INC ADR 92156410 5421 797300 SH SHARED 10 797300 D VANDA PHARMACEUTICALS INC COM 92165910 1 262 SH SHARED 02 262 D VANGUARD BD INDEX FD INC TOTAL BND MRKT 92193783 182 2330 SH SHARED 02 2330 D VANGUARD TAX-MANAGED FD EUROPE PAC ETF 92194385 373 8473 SH SHARED 8473 D VANGUARD WHITEHALL FDS INC HIGH DIV YLD 92194640 13294 281847 SH SHARED 10 281847 D VANGUARD WORLD FDS CONSUM DIS ETF 92204A10 13 268 SH SHARED 02 268 D VANGUARD WORLD FDS CONSUM STP ETF 92204A20 26 386 SH SHARED 02 386 D VANGUARD WORLD FDS ENERGY ETF 92204A30 84 794 SH SHARED 02 794 D VANGUARD WORLD FDS HEALTH CAR ETF 92204A50 32 600 SH SHARED 02 600 D VANGUARD WORLD FDS INDUSTRIAL ETF 92204A60 83 1206 SH SHARED 02 1206 D VANGUARD WORLD FDS INF TECH ETF 92204A70 49 973 SH SHARED 02 973 D VANGUARD WORLD FDS MATERIALS ETF 92204A80 192 2268 SH SHARED 2268 D VANGUARD WORLD FDS MATERIALS ETF 92204A80 83 982 SH SHARED 02 982 D VANGUARD WORLD FDS UTILITIES ETF 92204A87 71 918 SH SHARED 02 918 D VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 92204277 440 8165 SH SHARED 8165 D VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 92204277 43 800 SH SHARED 02 800 D VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 92204277 102 1900 SH SHARED 23 1900 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 427 4550 SH SHARED 4550 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 315 3353 SH SHARED 02 3353 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 333 3550 SH SHARED 23 2700 850 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 46 750 SH SHARED 02 750 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 213 3470 SH SHARED 23 3470 D VANGUARD INTL EQUITY INDEX F EURPEAN ETF 92204287 186 2713 SH SHARED 02 2713 D VANGUARD NATURAL RESOURCES L COM UNIT 92205F10 3188 197440 SH SHARED 197440 D VANTAGE ENERGY SERVICES INC COM 92209F10 8982 1205700 SH SHARED 1205700 D VANTAGE ENERGY SERVICES INC *W EXP 99/99/999 92209F11 175 296827 SH SHARED 296827 D VARIAN MED SYS INC COM 92220P10 6830 145816 SH SHARED 145816 D VARIAN MED SYS INC COM 92220P10 521 11131 SH SHARED 01 11131 D VARIAN MED SYS INC COM 92220P10 357 7627 SH SHARED 02 4211 3416 D VARIAN MED SYS INC COM 92220P10 634 13540 SH SHARED 06 12600 940 D VARIAN MED SYS INC COM 92220P10 3255 69506 SH SHARED 10 69506 D VARIAN MED SYS INC COM 92220P10 8 171 SH SHARED 14 171 D VARIAN MED SYS INC COM 92220P10 24 517 SH SHARED 20 517 D VARIAN MED SYS INC COM 92220P10 78 1686 SH SHARED 21 1686 D VARIAN MED SYS INC COM 92220P10 93 2000 SH SHR/OTHR 23 2000 D VARIAN INC COM 92220610 494 8534 SH SHARED 8534 D VARIAN INC COM 92220610 642 11100 SH SHARED 01 600 10500 D VARIAN INC COM 92220610 35 615 SH SHARED 02 615 D VARIAN INC COM 92220610 579 10000 SH SHARED 10 10000 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 4341 154221 SH SHARED 154221 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 525 18675 SH SHARED 01 18675 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 162 5768 SH SHARED 02 5768 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 6497 230817 SH SHARED 10 230817 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 29 1036 SH SHARED 21 1036 D VARSITY GROUP INC COM 92228110 0 473 SH SHARED 473 D VASCO DATA SEC INTL INC COM 92230Y10 0 10 SH SHARED 10 D VASCO DATA SEC INTL INC COM 92230Y10 24 1800 SH SHARED 01 1800 D VASCULAR SOLUTIONS INC COM 92231M10 2 334 SH SHARED 334 D VECTREN CORP COM 92240G10 1359 50673 SH SHARED 50673 D VECTREN CORP COM 92240G10 676 25200 SH SHARED 01 1800 23400 D VECTREN CORP COM 92240G10 34 1296 SH SHARED 02 796 500 D VECTREN CORP COM 92240G10 128 4784 SH SHARED 10 4784 D VECTREN CORP COM 92240G10 327 12192 SH SHARED 21 7000 5192 D VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH 13608 10775000 PRN SHARED 10775000 D VECTOR GROUP LTD COM 92240M10 73 4174 SH SHARED 4174 D VECTOR GROUP LTD COM 92240M10 224 12782 SH SHARED 02 12782 D VECTOR GROUP LTD COM 92240M10 27928 1587769 SH SHARED 10 1587769 D VAUGHAN FOODS INC COM 92241M10 0 60 SH SHARED 60 D VEECO INSTRS INC DEL COM 92241710 130 7856 SH SHARED 7856 D VEECO INSTRS INC DEL COM 92241710 39 2391 SH SHARED 02 2391 D VEECO INSTRS INC DEL COM 92241710 330 19900 SH SHARED 10 19900 D VELOCITY ASSET MGMT INC COM 92257E10 0 126 SH SHARED 126 D VELOCITY ASSET MGMT INC COM 92257E10 0 2 SH SHARED 02 2 D VELOCITY EXPRESS CORP COM PAR NEW 92257T70 0 61 SH SHARED 61 D VENOCO INC COM 92275P30 1166 100354 SH SHARED 100354 D VENOCO INC COM 92275P30 67 5795 SH SHARED 10 5795 D VENTAS INC COM 92276F10 2 56 SH SHARED 56 D VENTAS INC COM 92276F10 3743 83358 SH SHARED 83358 D VENTAS INC COM 92276F10 1575 35075 SH SHARED 01 35075 D VENTAS INC COM 92276F10 14 321 SH SHARED 02 321 D VENTAS INC COM 92276F10 14443 321615 SH SHARED 10 321615 D VENTAS INC COM 92276F10 158732 3534457 SH SHARED 11 1458838 2075619 D VENTAS INC COM 92276F10 13 300 SH SHARED 14 300 D VANGUARD INDEX FDS MCAP GR IDXVIP 92290853 700 12400 SH SHARED 02 12400 D VANGUARD INDEX FDS REIT ETF 92290855 374 6000 SH SHARED 02 6000 D VANGUARD INDEX FDS SML CP GRW ETF 92290859 21 350 SH SHARED 02 350 D VANGUARD INDEX FDS SM CP VAL ETF 92290861 12 200 SH SHARED 02 200 D VANGUARD INDEX FDS LARGE CAP ETF 92290863 556 9350 SH SHARED 02 9350 D VANGUARD INDEX FDS GROWTH ETF 92290873 92 1600 SH SHARED 02 1600 D VANGUARD INDEX FDS STK MRK ETF 92290876 3186 24325 SH SHR/OTHR 23 24325 D VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N10 607 8687 SH SHARED 8687 D VERAZ NETWORKS INC COM 92335910 0 106 SH SHARED 106 D VERASUN ENERGY CORP COM 92336G10 3569 485608 SH SHARED 485608 D VERASUN ENERGY CORP COM 92336G10 1 201 SH SHARED 02 26 175 D VERASUN ENERGY CORP COM 92336G10 7495 1019800 SH SHARED 04 1019800 D VERASUN ENERGY CORP COM 92336G10 4594 625053 SH SHARED 10 625053 D VERENIUM CORPORATION NOTE 5.500% 4/0 92340PAA 1605 2500000 PRN SHARED 2500000 D VERENIUM CORPORATION COM 92340P10 61 17532 SH SHARED 17532 D VERENIUM CORPORATION COM 92340P10 14 4034 SH SHARED 02 4034 D VERICHIP CORP COM 92342V10 0 85 SH SHARED 85 D VERI TEK INTL CORP COM 92342X10 1 218 SH SHARED 218 D VERIFONE HLDGS INC COM 92342Y10 122 7733 SH SHARED 7733 D VERIFONE HLDGS INC COM 92342Y10 17 1090 SH SHARED 01 1090 D VERIFONE HLDGS INC COM 92342Y10 132 8330 SH SHARED 02 4780 3550 D VERIFONE HLDGS INC COM 92342Y10 174 11000 SH SHARED 10 11000 D VERISIGN INC COM 92343E10 9586 288403 SH SHARED 284953 3450 D VERISIGN INC COM 92343E10 1117 33609 SH SHARED 01 33609 D VERISIGN INC COM 92343E10 8203 246799 SH SHARED 02 238084 8715 D VERISIGN INC COM 92343E10 3001 90300 SH SHARED 04 90300 D VERISIGN INC COM 92343E10 6 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 1982 59640 SH SHARED 06 22200 37440 D VERISIGN INC COM 92343E10 4485 134946 SH SHARED 10 134946 D VERISIGN INC COM 92343E10 1163 35000 SH SHARED 14 35000 D VERIZON COMMUNICATIONS INC COM 92343V10 597 16383 SH SHARED 750 15633 D VERIZON COMMUNICATIONS INC COM 92343V10 18 500 SH SHR/OTHR 500 D VERIZON COMMUNICATIONS INC COM 92343V10 215926 5923919 SH SHARED 5803019 120900 D VERIZON COMMUNICATIONS INC COM 92343V10 25887 710225 SH SHARED 01 579616 130609 D VERIZON COMMUNICATIONS INC COM 92343V10 1685 46238 SH SHR/OTHR 01 46238 D VERIZON COMMUNICATIONS INC COM 92343V10 9327 255910 SH SHARED 02 177290 78620 D VERIZON COMMUNICATIONS INC COM 92343V10 32 900 SH SHARED 04 900 D VERIZON COMMUNICATIONS INC COM 92343V10 25150 690000 SH SHARED 04 690000 D VERIZON COMMUNICATIONS INC COM 92343V10 45 1250 SH SHARED 05 1250 D VERIZON COMMUNICATIONS INC COM 92343V10 11630 319083 SH SHARED 06 288943 30140 D VERIZON COMMUNICATIONS INC COM 92343V10 379411 10409085 SH SHARED 10 10083505 325580 D VERIZON COMMUNICATIONS INC COM 92343V10 1701 46686 SH SHARED 14 46686 D VERIZON COMMUNICATIONS INC COM 92343V10 2187 60000 SH SHARED 15 60000 D VERIZON COMMUNICATIONS INC COM 92343V10 2252 61793 SH SHARED 20 48524 125 13144 D VERIZON COMMUNICATIONS INC COM 92343V10 231 6356 SH SHR/OTHR 20 6356 D VERIZON COMMUNICATIONS INC COM 92343V10 297 8156 SH SHARED 21 7776 380 D VERIZON COMMUNICATIONS INC COM 92343V10 1355 37185 SH SHARED 22 23602 13583 D VERIZON COMMUNICATIONS INC COM 92343V10 117 3225 SH SHR/OTHR 22 3225 D VERIZON COMMUNICATIONS INC COM 92343V10 2507 68780 SH SHARED 23 58802 9978 D VERIZON COMMUNICATIONS INC COM 92343V10 4904 134564 SH SHR/OTHR 23 134564 D VERMILLION INC COM NEW 92407M20 0 86 SH SHARED 86 D VERMILLION INC COM NEW 92407M20 0 98 SH SHARED 02 98 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 279 SH SHARED 279 D VERSANT CORP COM NEW 92528430 2 94 SH SHARED 94 D VERSAR INC COM 92529710 6 1042 SH SHARED 1042 D VERSO TECHNOLOGIES INC COM NEW 92531720 2 14562 SH SHARED 14562 D VERTEX PHARMACEUTICALS INC COM 92532F10 1689 70708 SH SHARED 70708 D VERTEX PHARMACEUTICALS INC COM 92532F10 1343 56245 SH SHARED 01 5545 50700 D VERTEX PHARMACEUTICALS INC COM 92532F10 199 8350 SH SHARED 02 8350 D VERTEX PHARMACEUTICALS INC COM 92532F10 339 14200 SH SHARED 06 13500 700 D VERTEX PHARMACEUTICALS INC COM 92532F10 1165 48800 SH SHARED 10 48800 D VERTEX PHARMACEUTICALS INC COM 92532F10 35 1500 SH SHARED 14 1500 D VERTEX PHARMACEUTICALS INC COM 92532F10 7 300 SH SHARED 23 300 D VESTIN REALTY MORTGAGE I INC COM 92549010 0 167 SH SHARED 167 D VIAD CORP COM NEW 92552R40 350 9730 SH SHARED 9730 D VIAD CORP COM NEW 92552R40 25 699 SH SHARED 01 699 D VIAD CORP COM NEW 92552R40 76 2129 SH SHARED 02 2129 D VIAD CORP COM NEW 92552R40 457 12700 SH SHARED 10 12700 D VIASAT INC COM 92552V10 278 12808 SH SHARED 12808 D VIASAT INC COM 92552V10 30 1400 SH SHARED 01 1400 D VIASAT INC COM 92552V10 33 1559 SH SHARED 02 1559 D VIASAT INC COM 92552V10 272 12554 SH SHARED 10 12554 D VIACOM INC NEW CL A 92553P10 63 1600 SH SHARED 1600 D VIACOM INC NEW CL A 92553P10 13 347 SH SHARED 01 347 D VIACOM INC NEW CL A 92553P10 28 715 SH SHARED 02 715 D VIACOM INC NEW CL B 92553P20 45148 1139529 SH SHARED 1139529 D VIACOM INC NEW CL B 92553P20 3364 84916 SH SHARED 01 83413 1503 D VIACOM INC NEW CL B 92553P20 13 350 SH SHR/OTHR 01 350 D VIACOM INC NEW CL B 92553P20 2066 52164 SH SHARED 02 46894 5270 D VIACOM INC NEW CL B 92553P20 3962 100000 SH SHARED 04 100000 D VIACOM INC NEW CL B 92553P20 11 295 SH SHARED 05 295 D VIACOM INC NEW CL B 92553P20 2921 73743 SH SHARED 06 67133 6610 D VIACOM INC NEW CL B 92553P20 11806 297991 SH SHARED 10 297991 D VIACOM INC NEW CL B 92553P20 2416 60981 SH SHARED 14 60981 D VIACOM INC NEW CL B 92553P20 537 13575 SH SHARED 15 13575 D VIACOM INC NEW CL B 92553P20 225 5700 SH SHARED 19 5700 D VIACOM INC NEW CL B 92553P20 16 425 SH SHARED 20 425 D VIACOM INC NEW CL B 92553P20 210 5310 SH SHARED 21 5310 D VIACOM INC NEW CL B 92553P20 309 7812 SH SHARED 22 7812 D VIACOM INC NEW CL B 92553P20 6 175 SH SHR/OTHR 22 175 D VIACOM INC NEW CL B 92553P20 35 900 SH SHARED 23 400 500 D VIACOM INC NEW CL B 92553P20 377 9528 SH SHR/OTHR 23 9528 D VIA PHARMACEUTICALS INC COM 92554T10 0 105 SH SHARED 105 D VICAL INC COM 92560210 19 5474 SH SHARED 5474 D VICON INDS INC COM 92581110 1 387 SH SHARED 387 D VICOR CORP COM 92581510 145 12189 SH SHARED 12189 D VICOR CORP COM 92581510 58 4940 SH SHARED 02 4940 D VICOR CORP COM 92581510 8 700 SH SHARED 10 700 D VICTORY ACQUISITION CORP COM 92644D10 8162 868300 SH SHARED 868300 D VICTORY ACQUISITION CORP *W EXP 04/24/201 92644D11 6 11763 SH SHARED 11763 D VIDEO DISPLAY CORP COM 92655510 0 120 SH SHARED 120 D VIEWPOINT FINL GROUP COM 92672710 4474 271026 SH SHARED 271026 D VIGNETTE CORP COM NEW 92673440 0 18 SH SHARED 18 D VIGNETTE CORP COM NEW 92673440 833 63088 SH SHARED 63088 D VIGNETTE CORP COM NEW 92673440 4 323 SH SHARED 02 323 D VILLAGE SUPER MKT INC CL A NEW 92710740 24 482 SH SHARED 02 482 D VIMICRO INTL CORP ADR 92718N10 8 3216 SH SHARED 3216 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 7 200 SH SHARED 200 D VINEYARD NATL BANCORP COM 92742610 5 661 SH SHARED 661 D VINEYARD NATL BANCORP COM 92742610 1 210 SH SHARED 02 210 D VION PHARMACEUTICALS INC COM NEW 92762450 14 9095 SH SHARED 9095 D VIRAGE LOGIC CORP COM 92763R10 2 411 SH SHARED 411 D VIRAGE LOGIC CORP COM 92763R10 273 47500 SH SHARED 02 47500 D VIRCO MFG CO COM 92765110 1 350 SH SHARED 350 D VIRGIN MEDIA INC COM 92769L10 2 194 SH SHARED 194 D VIRGIN MEDIA INC COM 92769L10 1486 105617 SH SHARED 105617 D VIRGIN MEDIA INC COM 92769L10 323 22987 SH SHARED 01 22987 D VIRGIN MEDIA INC COM 92769L10 5328 378678 SH SHARED 02 378678 D VIRGIN MEDIA INC COM 92769L10 36 2600 SH SHARED 06 250 2350 D VIRGIN MEDIA INC COM 92769L10 1061 75432 SH SHARED 10 75432 D VIRGIN MEDIA INC COM 92769L10 233 16600 SH SHARED 14 16600 D VIRGIN MEDIA INC *W EXP 99/99/999 92769L11 0 5 SH SHARED 5 D VIRGIN MEDIA INC *W EXP 99/99/999 92769L11 0 457 SH SHARED 457 D VIRGIN MOBILE USA INC CL A 92769R10 0 93 SH SHARED 93 D VIRGIN MOBILE USA INC CL A 92769R10 3654 1800000 SH SHARED 10 1800000 D VIRGINIA COMM BANCORP INC COM 92778Q10 46 4079 SH SHARED 4079 D VIRGINIA COMM BANCORP INC COM 92778Q10 12 1090 SH SHARED 01 1090 D VISION-SCIENCES INC DEL COM 92791210 1 432 SH SHARED 432 D VISTA GOLD CORP COM NEW 92792630 3 835 SH SHARED 835 D VIRNETX HOLDING CORP COM 92823T10 0 17 SH SHARED 17 D VIROPHARMA INC COM 92824110 70 7900 SH SHARED 7900 D VIROPHARMA INC COM 92824110 127 14220 SH SHARED 01 14220 D VIROPHARMA INC COM 92824110 5 612 SH SHARED 02 612 D VIROPHARMA INC COM 92824110 651 72900 SH SHARED 10 72900 D VIRTUAL RADIOLOGIC CORPORATI COM 92826B10 36 2401 SH SHARED 2401 D VIRTUALSCOPICS INC COM 92826910 0 165 SH SHARED 165 D VIRTUSA CORP COM 92827P10 5 600 SH SHARED 600 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 36964 37150000 PRN SHARED 37150000 D VISHAY INTERTECHNOLOGY INC COM 92829810 18 202771 PRN SHARED 202771 D VISHAY INTERTECHNOLOGY INC COM 92829810 4 52787 PRN SHARED 01 52787 D VISHAY INTERTECHNOLOGY INC COM 92829810 1 14120 PRN SHARED 02 14120 D VISHAY INTERTECHNOLOGY INC COM 92829810 1 17600 PRN SHARED 06 17600 D VISHAY INTERTECHNOLOGY INC COM 92829810 0 8400 PRN SHARED 10 8400 D VISTEON CORP COM 92839U10 4127 1097796 SH SHARED 1097796 D VISTEON CORP COM 92839U10 13 3710 SH SHARED 01 3710 D VISTEON CORP COM 92839U10 452 120379 SH SHARED 02 24900 95479 D VISTEON CORP COM 92839U10 98 26300 SH SHARED 10 26300 D VISTEON CORP COM 92839U10 1 471 SH SHARED 20 471 D VISTEON CORP COM 92839U10 1 300 SH SHR/OTHR 23 300 D VITAL IMAGES INC COM 92846N10 6 455 SH SHARED 02 455 D VITAL SIGNS INC COM 92846910 95 1881 SH SHARED 1881 D VITAL SIGNS INC COM 92846910 103 2040 SH SHARED 02 2040 D VITRAN CORP INC COM 92850E10 6 484 SH SHARED 484 D VITRAN CORP INC COM 92850E10 75 5300 SH SHARED 02 5300 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 0 169 SH SHARED 169 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 0 10 SH SHARED 02 10 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 9 1675 SH SHARED 1675 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 0 4 SH SHARED 02 4 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 1978 332000 SH SHARED 04 332000 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 655 110000 SH SHARED 06 110000 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 655 110000 SH SHARED 14 110000 D VIVUS INC COM 92855110 262 43583 SH SHARED 43583 D VIVUS INC COM 92855110 48 7964 SH SHARED 02 7964 D VMWARE INC CL A COM 92856340 8132 189931 SH SHARED 189931 D VMWARE INC CL A COM 92856340 38 900 SH SHARED 01 900 D VMWARE INC CL A COM 92856340 50 1188 SH SHARED 02 401 787 D VMWARE INC CL A COM 92856340 21 500 SH SHARED 06 500 D VMWARE INC CL A COM 92856340 17080 398900 SH SHARED 10 383700 15200 D VNUS MED TECHNOLOGIES INC COM 92856610 5 329 SH SHARED 329 D VNUS MED TECHNOLOGIES INC COM 92856610 100 5500 SH SHARED 02 5500 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 28412 962812 SH SHARED 962812 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 1093 37043 SH SHARED 01 21694 15349 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 177 6011 SH SHR/OTHR 01 6011 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 576 19535 SH SHARED 02 19535 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 2438 82622 SH SHARED 06 82622 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 28 962 SH SHARED 10 962 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 744 25218 SH SHARED 20 3750 21468 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 629 21317 SH SHR/OTHR 20 21317 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 14 481 SH SHARED 21 481 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 167 5685 SH SHARED 22 4559 1126 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 454 15413 SH SHARED 23 15413 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 730 24754 SH SHR/OTHR 23 24754 D VOCUS INC COM 92858J10 37 1402 SH SHARED 1402 D VOCUS INC COM 92858J10 798 30254 SH SHARED 02 3921 26333 D VOCUS INC COM 92858J10 89 3400 SH SHARED 10 3400 D VOLCOM INC COM 92864N10 13 692 SH SHARED 692 D VOLCOM INC COM 92864N10 236 11720 SH SHARED 02 11720 D VOLCOM INC COM 92864N10 8971 443900 SH SHARED 10 443900 D VOLCANO CORPORATION COM 92864510 3 278 SH SHARED 278 D VOLT INFORMATION SCIENCES IN COM 92870310 38 2283 SH SHARED 2283 D VOLT INFORMATION SCIENCES IN COM 92870310 64 3800 SH SHARED 01 3800 D VOLT INFORMATION SCIENCES IN COM 92870310 430 25370 SH SHARED 02 25370 D VOLT INFORMATION SCIENCES IN COM 92870310 3124 184200 SH SHARED 10 184200 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 36 3200 SH SHARED 3200 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 140 12400 SH SHARED 02 12400 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 4 371 SH SHARED 20 371 D VONAGE HLDGS CORP COM 92886T20 6 3500 SH SHARED 02 3500 D VORNADO RLTY TR DBCV 2.850% 4/0 929042AC 21200 25000000 PRN SHARED 25000000 D VORNADO RLTY TR DBCV 2.850% 4/0 929042AC 678 800000 PRN SHARED 02 800000 D VORNADO RLTY TR SH BEN INT 92904210 4 50 SH SHARED 50 D VORNADO RLTY TR SH BEN INT 92904210 26696 309671 SH SHARED 305471 4200 D VORNADO RLTY TR SH BEN INT 92904210 7075 82071 SH SHARED 01 65505 16566 D VORNADO RLTY TR SH BEN INT 92904210 977 11335 SH SHR/OTHR 01 11335 D VORNADO RLTY TR SH BEN INT 92904210 1521 17646 SH SHARED 02 13398 4248 D VORNADO RLTY TR SH BEN INT 92904210 6 70 SH SHARED 05 70 D VORNADO RLTY TR SH BEN INT 92904210 32122 372602 SH SHARED 10 362517 10085 D VORNADO RLTY TR SH BEN INT 92904210 466988 5416868 SH SHARED 11 3103996 2312872 D VORNADO RLTY TR SH BEN INT 92904210 172 2000 SH SHARED 14 2000 D VORNADO RLTY TR SH BEN INT 92904210 80 933 SH SHARED 19 933 D VORNADO RLTY TR SH BEN INT 92904210 1674 19420 SH SHARED 20 16625 60 2735 D VORNADO RLTY TR SH BEN INT 92904210 186 2165 SH SHR/OTHR 20 2165 D VORNADO RLTY TR SH BEN INT 92904210 34 400 SH SHARED 21 400 D VORNADO RLTY TR SH BEN INT 92904210 304 3537 SH SHARED 22 2290 1247 D VORNADO RLTY TR SH BEN INT 92904210 36 425 SH SHR/OTHR 22 425 D VORNADO RLTY TR SH BEN INT 92904210 796 9238 SH SHARED 23 8852 386 D VORNADO RLTY TR SH BEN INT 92904210 242 2812 SH SHR/OTHR 23 2812 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 42377 38075008 PRN SHARED 38075008 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 111 100000 PRN SHARED 01 100000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 9352 8403000 PRN SHARED 02 8403000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 133 120000 PRN SHARED 06 120000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 3727 4198000 PRN SHARED 02 4198000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 6970 7850000 PRN SHARED 06 7850000 D VOXWARE INC COM NEW 92906L50 0 78 SH SHARED 78 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 2351 82492 SH SHARED 82492 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 95 3350 SH SHARED 1950 1400 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 13790 483700 SH SHARED 04 483700 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 5231 183500 SH SHARED 10 183500 D VULCAN MATLS CO COM 92916010 8683 130776 SH SHARED 130776 D VULCAN MATLS CO COM 92916010 2638 39734 SH SHARED 01 36834 2900 D VULCAN MATLS CO COM 92916010 57 865 SH SHR/OTHR 01 865 D VULCAN MATLS CO COM 92916010 517 7799 SH SHARED 02 7647 152 D VULCAN MATLS CO COM 92916010 6640 100000 SH SHARED 04 100000 D VULCAN MATLS CO COM 92916010 2 40 SH SHARED 05 40 D VULCAN MATLS CO COM 92916010 703 10600 SH SHARED 06 9600 1000 D VULCAN MATLS CO COM 92916010 4908 73920 SH SHARED 10 73920 D VULCAN MATLS CO COM 92916010 287 4330 SH SHARED 20 4330 D VULCAN MATLS CO COM 92916010 53 800 SH SHARED 22 800 D VULCAN MATLS CO COM 92916010 203 3060 SH SHR/OTHR 22 3060 D VULCAN MATLS CO COM 92916010 60 915 SH SHR/OTHR 23 915 D W & T OFFSHORE INC COM 92922P10 2119 62127 SH SHARED 29927 32200 D W & T OFFSHORE INC COM 92922P10 766 22460 SH SHARED 01 22460 D W & T OFFSHORE INC COM 92922P10 10 320 SH SHARED 02 320 D W & T OFFSHORE INC COM 92922P10 3216 94304 SH SHARED 10 94304 D WCI CMNTYS INC COM 92923C10 461 137758 SH SHARED 137758 D WCI CMNTYS INC COM 92923C10 17 5222 SH SHARED 02 5222 D WCI CMNTYS INC COM 92923C10 38 11600 SH SHARED 10 11600 D WD-40 CO COM 92923610 2211 66513 SH SHARED 66513 D WD-40 CO COM 92923610 2 70 SH SHARED 01 70 D WD-40 CO COM 92923610 91 2760 SH SHARED 02 2460 300 D WD-40 CO COM 92923610 12 362 SH SHARED 10 362 D WGL HLDGS INC COM 92924F10 398 12441 SH SHARED 12441 D WGL HLDGS INC COM 92924F10 586 18300 SH SHARED 01 4000 14300 D WGL HLDGS INC COM 92924F10 119 3740 SH SHARED 02 2521 1219 D WGL HLDGS INC COM 92924F10 4437 138403 SH SHARED 10 138403 D W-H ENERGY SVCS INC COM 92925E10 6833 99245 SH SHARED 99245 D W-H ENERGY SVCS INC COM 92925E10 404 5875 SH SHARED 01 5775 100 D W-H ENERGY SVCS INC COM 92925E10 632 9192 SH SHARED 02 792 8400 D W-H ENERGY SVCS INC COM 92925E10 96 1400 SH SHARED 10 1400 D W HLDG CO INC COM 92925110 31 26238 SH SHARED 26238 D W HLDG CO INC COM 92925110 1 1180 SH SHARED 01 1180 D W HLDG CO INC COM 92925110 0 36 SH SHARED 02 36 D W HLDG CO INC COM 92925110 27 22800 SH SHARED 10 22800 D WCA WASTE CORP COM 92926K10 1 174 SH SHARED 174 D WCA WASTE CORP COM 92926K10 0 142 SH SHARED 02 142 D WABCO HLDGS INC COM 92927K10 1620 35530 SH SHARED 35530 D WABCO HLDGS INC COM 92927K10 196 4315 SH SHARED 01 4315 D WABCO HLDGS INC COM 92927K10 577 12649 SH SHARED 02 12289 360 D WABCO HLDGS INC COM 92927K10 498 10932 SH SHARED 10 10932 D WABCO HLDGS INC COM 92927K10 0 3 SH SHARED 20 3 D WABCO HLDGS INC COM 92927K10 249 5470 SH SHARED 21 5470 D WJ COMMUNICATIONS INC COM 92928410 1 1132 SH SHARED 1132 D WMS INDS INC NOTE 2.750% 7/1 929297AE 18018 6500000 PRN SHARED 02 6500000 D WMS INDS INC COM 92929710 670 18635 SH SHARED 18635 D WMS INDS INC COM 92929710 438 12200 SH SHARED 01 12200 D WMS INDS INC COM 92929710 228 6340 SH SHARED 02 6340 D WMS INDS INC COM 92929710 3348 93088 SH SHARED 10 93088 D W P CAREY & CO LLC COM 92930Y10 1295 43214 SH SHARED 43214 D WPP GROUP PLC SPON ADR 0905 92930940 22 385 SH SHARED 385 D WPP GROUP PLC SPON ADR 0905 92930940 20277 340000 SH SHARED 340000 D WPP GROUP PLC SPON ADR 0905 92930940 23 400 SH SHARED 01 250 150 D WPP GROUP PLC SPON ADR 0905 92930940 1222 20500 SH SHARED 10 20500 D WPCS INTL INC COM NEW 92931L20 2 354 SH SHARED 354 D WNS HOLDINGS LTD SPON ADR 92932M10 78 5075 SH SHARED 5075 D WSI INDS INC COM 92932Q10 0 70 SH SHARED 70 D WSFS FINL CORP COM 92932810 11 243 SH SHARED 243 D WSFS FINL CORP COM 92932810 19 400 SH SHARED 01 400 D WSFS FINL CORP COM 92932810 152 3100 SH SHARED 02 3100 D WSFS FINL CORP COM 92932810 1108 22500 SH SHARED 10 22500 D WSB FINANCIAL GROUP INC COM 92933E10 0 137 SH SHARED 137 D WSB HOLDINGS INC COM 92934C10 12 2341 SH SHARED 2341 D WSP HOLDINGS LIMITED ADR 92934F10 118 17200 SH SHARED 17200 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 93 4196 SH SHARED 4196 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 952 42600 SH SHARED 01 42600 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 8671 387800 SH SHARED 10 387800 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 25 1158 SH SHARED 24 1158 D WVS FINL CORP COM 92935810 0 52 SH SHARED 52 D WABASH NATL CORP COM 92956610 267 29803 SH SHARED 29803 D WABASH NATL CORP COM 92956610 23 2560 SH SHARED 02 2560 D WABASH NATL CORP COM 92956610 83 9300 SH SHARED 10 9300 D WABTEC CORP COM 92974010 237 6319 SH SHARED 6319 D WABTEC CORP COM 92974010 768 20395 SH SHARED 01 6395 14000 D WABTEC CORP COM 92974010 671 17831 SH SHARED 02 15671 2160 D WABTEC CORP COM 92974010 97 2600 SH SHARED 10 2600 D WACHOVIA CORP NEW COM 92990310 65322 2419358 SH SHARED 2419358 D WACHOVIA CORP NEW COM 92990310 8433 312368 SH SHARED 01 287516 24852 D WACHOVIA CORP NEW COM 92990310 158 5875 SH SHR/OTHR 01 5875 D WACHOVIA CORP NEW COM 92990310 6228 230694 SH SHARED 02 215698 14996 D WACHOVIA CORP NEW COM 92990310 22218 822900 SH SHARED 04 822900 D WACHOVIA CORP NEW COM 92990310 1745 64635 SH SHARED 05 64635 D WACHOVIA CORP NEW COM 92990310 23330 864089 SH SHARED 06 453694 410395 D WACHOVIA CORP NEW COM 92990310 322048 11927720 SH SHARED 10 11796020 131700 D WACHOVIA CORP NEW COM 92990310 1140 42241 SH SHARED 14 42241 D WACHOVIA CORP NEW COM 92990310 2524 93483 SH SHARED 16 93483 D WACHOVIA CORP NEW COM 92990310 302 11205 SH SHARED 20 6840 4365 D WACHOVIA CORP NEW COM 92990310 72 2690 SH SHR/OTHR 20 2690 D WACHOVIA CORP NEW COM 92990310 157 5818 SH SHARED 21 5518 300 D WACHOVIA CORP NEW COM 92990310 10 405 SH SHR/OTHR 21 405 D WACHOVIA CORP NEW COM 92990310 110 4111 SH SHARED 22 2335 1776 D WACHOVIA CORP NEW COM 92990310 936 34685 SH SHARED 23 34685 D WACHOVIA CORP NEW COM 92990310 701 25982 SH SHR/OTHR 23 25982 D WACOAL HOLDINGS CORP ADR 93000420 9 124 SH SHARED 124 D WACOAL HOLDINGS CORP ADR 93000420 62 842 SH SHARED 02 842 D WADDELL & REED FINL INC CL A 93005910 1247 38834 SH SHARED 38834 D WADDELL & REED FINL INC CL A 93005910 965 30041 SH SHARED 01 5341 24700 D WADDELL & REED FINL INC CL A 93005910 80 2494 SH SHARED 02 2259 235 D WADDELL & REED FINL INC CL A 93005910 48612 1513000 SH SHARED 10 1513000 D WADDELL & REED FINL INC CL A 93005910 36 1150 SH SHARED 21 1150 D WAINWRIGHT BK&TR CO BOSTON M COM 93070510 1 146 SH SHARED 146 D WAL MART STORES INC COM 93114210 1764 33491 SH SHARED 22843 10648 D WAL MART STORES INC COM 93114210 197545 3749922 SH SHARED 3741672 8250 D WAL MART STORES INC COM 93114210 34407 653149 SH SHARED 01 528021 125128 D WAL MART STORES INC COM 93114210 3581 67985 SH SHR/OTHR 01 67985 D WAL MART STORES INC COM 93114210 2523 47898 SH SHARED 02 30626 17272 D WAL MART STORES INC COM 93114210 55 1050 SH SHARED 04 1050 D WAL MART STORES INC COM 93114210 2634 50000 SH SHARED 04 50000 D WAL MART STORES INC COM 93114210 52 990 SH SHARED 05 990 D WAL MART STORES INC COM 93114210 17109 324777 SH SHARED 06 299107 25670 D WAL MART STORES INC COM 93114210 105607 2004696 SH SHARED 10 1935496 69200 D WAL MART STORES INC COM 93114210 4445 84391 SH SHARED 14 84391 D WAL MART STORES INC COM 93114210 2237 42467 SH SHARED 16 42467 D WAL MART STORES INC COM 93114210 79 1512 SH SHARED 19 1512 D WAL MART STORES INC COM 93114210 3706 70351 SH SHARED 20 14945 55406 D WAL MART STORES INC COM 93114210 1223 23224 SH SHR/OTHR 20 23224 D WAL MART STORES INC COM 93114210 472 8970 SH SHARED 21 8970 D WAL MART STORES INC COM 93114210 815 15475 SH SHR/OTHR 21 15475 D WAL MART STORES INC COM 93114210 372 7065 SH SHARED 22 4730 2335 D WAL MART STORES INC COM 93114210 336 6382 SH SHR/OTHR 22 6382 D WAL MART STORES INC COM 93114210 5333 101244 SH SHARED 23 100244 1000 D WAL MART STORES INC COM 93114210 9662 183412 SH SHR/OTHR 23 183412 D WALGREEN CO COM 93142210 42225 1108583 SH SHARED 1108583 D WALGREEN CO COM 93142210 5262 138165 SH SHARED 01 131865 6300 D WALGREEN CO COM 93142210 1244 32668 SH SHR/OTHR 01 32668 D WALGREEN CO COM 93142210 25796 677264 SH SHARED 02 670014 7250 D WALGREEN CO COM 93142210 76808 2016500 SH SHARED 04 2016500 D WALGREEN CO COM 93142210 18 490 SH SHARED 05 490 D WALGREEN CO COM 93142210 4591 120540 SH SHARED 06 109430 11110 D WALGREEN CO COM 93142210 68486 1798024 SH SHARED 10 1751924 46100 D WALGREEN CO COM 93142210 990 25999 SH SHARED 14 20900 5099 D WALGREEN CO COM 93142210 38 1000 SH SHARED 19 1000 D WALGREEN CO COM 93142210 162 4260 SH SHARED 20 3300 960 D WALGREEN CO COM 93142210 735 19300 SH SHR/OTHR 20 19300 D WALGREEN CO COM 93142210 374 9842 SH SHARED 21 9842 D WALGREEN CO COM 93142210 6 175 SH SHARED 22 175 D WALGREEN CO COM 93142210 50 1325 SH SHR/OTHR 22 1325 D WALGREEN CO COM 93142210 575 15100 SH SHARED 23 15100 D WALGREEN CO COM 93142210 3543 93037 SH SHR/OTHR 23 93037 D WALTER INDS INC COM 93317Q10 2375 37926 SH SHARED 37926 D WALTER INDS INC COM 93317Q10 1687 26950 SH SHARED 01 26950 D WALTER INDS INC COM 93317Q10 315 5033 SH SHARED 02 1126 3907 D WALTER INDS INC COM 93317Q10 25960 414500 SH SHARED 10 414500 D WALTER INDS INC COM 93317Q10 20 320 SH SHARED 21 320 D WARNACO GROUP INC COM NEW 93439040 1425 36151 SH SHARED 36151 D WARNACO GROUP INC COM NEW 93439040 875 22200 SH SHARED 01 8400 13800 D WARNACO GROUP INC COM NEW 93439040 30 782 SH SHARED 02 782 D WARNACO GROUP INC COM NEW 93439040 1340 34000 SH SHARED 10 34000 D WARNER MUSIC GROUP CORP COM 93455010 196 39531 SH SHARED 39531 D WARNER MUSIC GROUP CORP COM 93455010 140 28266 SH SHARED 02 28266 D WARNER MUSIC GROUP CORP COM 93455010 440 88500 SH SHARED 10 47800 40700 D WARNER MUSIC GROUP CORP COM 93455010 973 195500 SH SHARED 14 195500 D WARREN RES INC COM 93564A10 173 14587 SH SHARED 14587 D WARREN RES INC COM 93564A10 16 1380 SH SHARED 02 1380 D WARREN RES INC COM 93564A10 35 3014 SH SHARED 10 3014 D WARWICK VALLEY TEL CO COM 93675010 2 184 SH SHARED 184 D WASHINGTON FED INC COM 93882410 486 21310 SH SHARED 21310 D WASHINGTON FED INC COM 93882410 548 24029 SH SHARED 01 24029 D WASHINGTON FED INC COM 93882410 315 13826 SH SHARED 02 13826 D WASHINGTON FED INC COM 93882410 125 5500 SH SHARED 10 5500 D WASHINGTON MUT INC COM 93932210 12351 1199220 SH SHARED 1199220 D WASHINGTON MUT INC COM 93932210 1198 116347 SH SHARED 01 106348 9999 D WASHINGTON MUT INC COM 93932210 2 209 SH SHR/OTHR 01 209 D WASHINGTON MUT INC COM 93932210 360 34998 SH SHARED 02 24804 10194 D WASHINGTON MUT INC COM 93932210 4 470 SH SHARED 05 470 D WASHINGTON MUT INC COM 93932210 1091 105961 SH SHARED 06 96501 9460 D WASHINGTON MUT INC COM 93932210 196491 19076880 SH SHARED 10 19076880 D WASHINGTON MUT INC COM 93932210 277 26900 SH SHARED 14 26900 D WASHINGTON MUT INC COM 93932210 41 4010 SH SHARED 20 1875 2135 D WASHINGTON MUT INC COM 93932210 9 950 SH SHR/OTHR 20 950 D WASHINGTON MUT INC COM 93932210 11 1075 SH SHARED 23 1075 D WASHINGTON MUT INC COM 93932210 106 10375 SH SHR/OTHR 23 10375 D WASHINGTON MUT INC CONV7.75%SER R 93932281 53816 75798 SH SHARED 75798 D WASHINGTON POST CO CL B 93964010 3769 5698 SH SHARED 5698 D WASHINGTON POST CO CL B 93964010 158 240 SH SHARED 01 240 D WASHINGTON POST CO CL B 93964010 1849 2796 SH SHARED 02 2796 D WASHINGTON POST CO CL B 93964010 198 300 SH SHARED 06 260 40 D WASHINGTON POST CO CL B 93964010 1745 2638 SH SHARED 10 2638 D WASHINGTON POST CO CL B 93964010 705 1066 SH SHARED 20 16 1050 D WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK 351 380000 PRN SHARED 02 380000 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1 41 SH SHARED 41 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 59 1775 SH SHARED 01 1775 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 17 526 SH SHARED 02 321 205 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1269 38000 SH SHARED 10 38000 D WASHINGTON TR BANCORP COM 94061010 10 427 SH SHARED 427 D WASHINGTON TR BANCORP COM 94061010 129 5200 SH SHARED 10 5200 D WASHINGTON TR BANCORP COM 94061010 62 2530 SH SHARED 20 2530 D WASTE CONNECTIONS INC COM 94105310 3226 104948 SH SHARED 104948 D WASTE CONNECTIONS INC COM 94105310 31 1035 SH SHARED 02 980 55 D WASTE CONNECTIONS INC COM 94105310 613 19965 SH SHARED 10 19965 D WASTE CONNECTIONS INC COM 94105310 51 1674 SH SHARED 21 1674 D WASTE INDUSTRIES USA INC COM 94105710 235 6518 SH SHARED 6518 D WASTE INDUSTRIES USA INC COM 94105710 22 625 SH SHARED 01 625 D WASTE INDUSTRIES USA INC COM 94105710 26 740 SH SHARED 02 740 D WASTE MGMT INC DEL COM 94106L10 171 5100 SH SHARED 5100 D WASTE MGMT INC DEL COM 94106L10 62616 1865805 SH SHARED 1865805 D WASTE MGMT INC DEL COM 94106L10 2936 87491 SH SHARED 01 87491 D WASTE MGMT INC DEL COM 94106L10 2535 75552 SH SHARED 02 71102 4450 D WASTE MGMT INC DEL COM 94106L10 7 230 SH SHARED 05 230 D WASTE MGMT INC DEL COM 94106L10 1789 53310 SH SHARED 06 47950 5360 D WASTE MGMT INC DEL COM 94106L10 7464 222436 SH SHARED 10 222436 D WASTE MGMT INC DEL COM 94106L10 1742 51917 SH SHARED 14 51917 D WASTE MGMT INC DEL COM 94106L10 14 440 SH SHARED 21 440 D WASTE MGMT INC DEL COM 94106L10 570 17000 SH SHARED 23 17000 D WASTE SERVICES INC DEL COM NEW 94107520 9 1200 SH SHARED 1200 D WASTE SERVICES INC DEL COM NEW 94107520 20 2518 SH SHARED 02 18 2500 D WATERS CORP COM 94184810 10558 189566 SH SHARED 189566 D WATERS CORP COM 94184810 595 10700 SH SHARED 01 10700 D WATERS CORP COM 94184810 22 400 SH SHR/OTHR 01 400 D WATERS CORP COM 94184810 1008 18112 SH SHARED 02 8862 9250 D WATERS CORP COM 94184810 4678 84000 SH SHARED 04 84000 D WATERS CORP COM 94184810 3 70 SH SHARED 05 70 D WATERS CORP COM 94184810 666 11960 SH SHARED 06 10800 1160 D WATERS CORP COM 94184810 2719 48816 SH SHARED 10 48816 D WATERS CORP COM 94184810 21 390 SH SHARED 14 390 D WATERS CORP COM 94184810 112 2022 SH SHARED 20 212 1810 D WATERS CORP COM 94184810 66 1200 SH SHR/OTHR 20 1200 D WATERS CORP COM 94184810 77 1400 SH SHARED 23 1400 D WATERS CORP COM 94184810 11 200 SH SHR/OTHR 23 200 D WATSCO INC COM 94262220 445 10754 SH SHARED 10754 D WATSCO INC COM 94262220 404 9760 SH SHARED 02 9760 D WATSCO INC COM 94262220 202 4900 SH SHARED 10 4900 D WATSON PHARMACEUTICALS INC COM 94268310 4665 159107 SH SHARED 159107 D WATSON PHARMACEUTICALS INC COM 94268310 299 10200 SH SHARED 01 10200 D WATSON PHARMACEUTICALS INC COM 94268310 233 7963 SH SHARED 02 7963 D WATSON PHARMACEUTICALS INC COM 94268310 523 17850 SH SHARED 06 17850 D WATSON PHARMACEUTICALS INC COM 94268310 1995 68062 SH SHARED 10 68062 D WATSON PHARMACEUTICALS INC COM 94268310 2336 79700 SH SHARED 14 79700 D WATSON WYATT WORLDWIDE INC CL A 94271210 1035 18250 SH SHARED 18250 D WATSON WYATT WORLDWIDE INC CL A 94271210 85 1500 SH SHARED 01 1500 D WATSON WYATT WORLDWIDE INC CL A 94271210 952 16779 SH SHARED 02 16779 D WATSON WYATT WORLDWIDE INC CL A 94271210 1577 27800 SH SHARED 10 27800 D WATSON WYATT WORLDWIDE INC CL A 94271210 51 899 SH SHARED 21 899 D WATTS WATER TECHNOLOGIES INC CL A 94274910 2040 72813 SH SHARED 72813 D WATTS WATER TECHNOLOGIES INC CL A 94274910 232 8302 SH SHARED 02 8302 D WATTS WATER TECHNOLOGIES INC CL A 94274910 15277 545053 SH SHARED 10 545053 D WAUSAU PAPER CORP COM 94331510 38 4684 SH SHARED 4684 D WAUSAU PAPER CORP COM 94331510 217 26290 SH SHARED 02 23460 2830 D WAUSAU PAPER CORP COM 94331510 52 6400 SH SHARED 10 6400 D WAUWATOSA HLDGS INC COM 94348P10 389 32723 SH SHARED 32723 D WAVE SYSTEMS CORP COM NEW 94352630 1 1294 SH SHARED 1294 D WAVECOM S A SPONSORED ADR 94353110 1 131 SH SHARED 131 D WAYNE SVGS BANCSHARES INC NE COM 94624Q10 0 74 SH SHARED 74 D WAYSIDE TECHNOLOGY GROUP INC COM 94676010 4 450 SH SHARED 450 D WEBSENSE INC COM 94768410 186 9944 SH SHARED 9944 D WEBSENSE INC COM 94768410 565 30150 SH SHARED 01 30150 D WEBSENSE INC COM 94768410 187 9994 SH SHARED 02 3679 6315 D WEBSENSE INC COM 94768410 562 30000 SH SHARED 04 30000 D WEBSENSE INC COM 94768410 1056 56360 SH SHARED 10 56360 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 876 1000000 PRN SHARED 1000000 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 21263 24273008 PRN SHARED 02 24273008 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 10950 12500000 PRN SHARED 04 12500000 D WEBMD CORP NOTE 3.125% 9/0 94769MAG 62 75000 PRN SHARED 02 75000 D WEBSITE PROS INC COM 94769V10 31 3202 SH SHARED 3202 D WEBSITE PROS INC COM 94769V10 81 8300 SH SHARED 02 8300 D WEBMD HEALTH CORP CL A 94770V10 273 11597 SH SHARED 11597 D WEBMD HEALTH CORP CL A 94770V10 116 4942 SH SHARED 02 4942 D WEBMD HEALTH CORP CL A 94770V10 349 14815 SH SHARED 06 14815 D WEBMD HEALTH CORP CL A 94770V10 218 9267 SH SHARED 10 9267 D WEBMD HEALTH CORP CL A 94770V10 94 4000 SH SHARED 20 4000 D WEBSTER FINL CORP CONN COM 94789010 443 15914 SH SHARED 15914 D WEBSTER FINL CORP CONN COM 94789010 418 15000 SH SHARED 01 100 14900 D WEBSTER FINL CORP CONN COM 94789010 46 1666 SH SHARED 02 1256 410 D WEBSTER FINL CORP CONN COM 94789010 100 3600 SH SHARED 10 3600 D WEBZEN INC SPONSORED ADR 94846M10 1 570 SH SHARED 570 D WEGENER CORP COM 94858510 0 202 SH SHARED 202 D WEIGHT WATCHERS INTL INC NEW COM 94862610 911 19674 SH SHARED 19674 D WEIGHT WATCHERS INTL INC NEW COM 94862610 1647 35556 SH SHARED 02 35556 D WEIGHT WATCHERS INTL INC NEW COM 94862610 231 5000 SH SHARED 04 5000 D WEIGHT WATCHERS INTL INC NEW COM 94862610 153 3321 SH SHARED 10 3321 D WEIGHT WATCHERS INTL INC NEW COM 94862610 1074 23200 SH SHARED 14 23200 D WEIGHT WATCHERS INTL INC NEW COM 94862610 9 200 SH SHARED 20 200 D WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF 4765 5000000 PRN SHARED 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900 SH SHARED 900 D WELLPOINT INC COM 94973V10 28587 647795 SH SHARED 637195 10600 D WELLPOINT INC COM 94973V10 3673 83241 SH SHARED 01 83191 50 D WELLPOINT INC COM 94973V10 1318 29868 SH SHARED 02 25720 4148 D WELLPOINT INC COM 94973V10 125 2850 SH SHARED 04 2850 D WELLPOINT INC COM 94973V10 5735 129958 SH SHARED 04 129958 D WELLPOINT INC COM 94973V10 11 260 SH SHARED 05 260 D WELLPOINT INC COM 94973V10 19205 435212 SH SHARED 06 59922 375290 D WELLPOINT INC COM 94973V10 59566 1349804 SH SHARED 10 1242804 107000 D WELLPOINT INC COM 94973V10 454 10295 SH SHARED 14 2265 8030 D WELLPOINT INC COM 94973V10 3382 76640 SH SHARED 16 76640 D WELLPOINT INC COM 94973V10 90 2050 SH SHARED 20 1550 500 D WELLPOINT INC COM 94973V10 207 4700 SH SHARED 23 4700 D WELLPOINT INC COM 94973V10 70 1600 SH SHR/OTHR 23 1600 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 24750 25000000 PRN SHARED 25000000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 821 830000 PRN SHARED 02 830000 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 12375 12500000 PRN SHARED 06 12500000 D WELLS FARGO & CO NEW COM 94974610 132846 4565171 SH SHARED 4458771 106400 D WELLS FARGO & CO NEW COM 94974610 26443 908703 SH SHARED 01 712876 195827 D WELLS FARGO & CO NEW COM 94974610 3366 115675 SH SHR/OTHR 01 115675 D WELLS FARGO & CO NEW COM 94974610 11686 401590 SH SHARED 02 369874 31716 D WELLS FARGO & CO NEW COM 94974610 6150 211370 SH SHARED 05 211370 D WELLS FARGO & CO NEW COM 94974610 11763 404240 SH SHARED 06 370540 33700 D WELLS FARGO & CO NEW COM 94974610 126990 4363946 SH SHARED 10 4048746 315200 D WELLS FARGO & CO NEW COM 94974610 1062 36512 SH SHARED 14 36512 D WELLS FARGO & CO NEW COM 94974610 14 490 SH SHARED 19 490 D WELLS FARGO & CO NEW COM 94974610 6636 228056 SH SHARED 20 84233 143823 D WELLS FARGO & CO NEW COM 94974610 3089 106167 SH SHR/OTHR 20 106167 D WELLS FARGO & CO NEW COM 94974610 361 12412 SH SHARED 21 6600 5812 D WELLS FARGO & CO NEW COM 94974610 66 2300 SH SHR/OTHR 21 2300 D WELLS FARGO & CO NEW COM 94974610 840 28872 SH SHARED 22 19895 8977 D WELLS FARGO & CO NEW COM 94974610 403 13862 SH SHR/OTHR 22 13862 D WELLS FARGO & CO NEW COM 94974610 5728 196865 SH SHARED 23 180685 16180 D WELLS FARGO & CO NEW COM 94974610 7558 259740 SH SHR/OTHR 23 259740 D WELLS GARDNER ELECTRS CORP COM 94976510 0 268 SH SHARED 268 D WENDYS INTL INC COM 95059010 6723 291565 SH SHARED 291565 D WENDYS INTL INC COM 95059010 353 15345 SH SHARED 01 15345 D WENDYS INTL INC COM 95059010 94 4099 SH SHARED 02 1099 3000 D WENDYS INTL INC COM 95059010 274 11910 SH SHARED 06 10350 1560 D WENDYS INTL INC COM 95059010 917 39776 SH SHARED 10 39776 D WERNER ENTERPRISES INC COM 95075510 182 9820 SH SHARED 9820 D WERNER ENTERPRISES INC COM 95075510 812 43775 SH SHARED 01 28800 14975 D WERNER ENTERPRISES INC COM 95075510 156 8420 SH SHARED 02 8200 220 D WERNER ENTERPRISES INC COM 95075510 475 25601 SH SHARED 10 25601 D WESBANCO INC COM 95081010 32 1296 SH SHARED 1296 D WESBANCO INC COM 95081010 32 1300 SH SHARED 01 1300 D WESBANCO INC COM 95081010 25 1046 SH SHARED 02 1046 D WESBANCO INC COM 95081010 852 34500 SH SHARED 10 34500 D WESCO FINL CORP COM 95081710 14 35 SH SHARED 35 D WESCO FINL CORP COM 95081710 121 300 SH SHARED 20 300 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 42814 39100000 PRN SHARED 39100000 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 4934 4506000 PRN SHARED 02 4506000 D WESCO INTL INC NOTE 1.750%11/1 95082PAG 18630 22500000 PRN SHARED 22500000 D WESCO INTL INC NOTE 1.750%11/1 95082PAG 3177 3837000 PRN SHARED 02 3837000 D WESCO INTL INC COM 95082P10 1004 27540 SH SHARED 27540 D WESCO INTL INC COM 95082P10 597 16385 SH SHARED 01 6800 9585 D WESCO INTL INC COM 95082P10 328 9013 SH SHARED 02 9013 D WESCO INTL INC COM 95082P10 3459 94794 SH SHARED 04 94794 D WESCO INTL INC COM 95082P10 4688 128492 SH SHARED 05 128492 D WESCO INTL INC COM 95082P10 13720 376011 SH SHARED 10 376011 D WESCO INTL INC COM 95082P10 30 829 SH SHARED 21 829 D WEST BANCORPORATION INC CAP STK 95123P10 5 430 SH SHARED 430 D WEST BANCORPORATION INC CAP STK 95123P10 18 1400 SH SHARED 02 1400 D WEST COAST BANCORP ORE NEW COM 95214510 51 3563 SH SHARED 3563 D WEST MARINE INC COM 95423510 12 1800 SH SHARED 01 1800 D WEST MARINE INC COM 95423510 14 2026 SH SHARED 02 2026 D WEST MARINE INC COM 95423510 196 28200 SH SHARED 10 28200 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1101 24915 SH SHARED 01 24915 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1592 36000 SH SHR/OTHR 01 36000 D WEST PHARMACEUTICAL SVSC INC COM 95530610 22 520 SH SHARED 02 520 D WEST PHARMACEUTICAL SVSC INC COM 95530610 8359 188990 SH SHARED 10 188990 D WESTAFF INC COM 95707010 0 217 SH SHARED 217 D WESTAR ENERGY INC COM 95709T10 7058 310004 SH SHARED 310004 D WESTAR ENERGY INC COM 95709T10 1378 60520 SH SHARED 01 31600 28920 D WESTAR ENERGY INC COM 95709T10 899 39500 SH SHR/OTHR 01 39500 D WESTAR ENERGY INC COM 95709T10 204 8962 SH SHARED 02 4732 4230 D WESTAR ENERGY INC COM 95709T10 4508 197980 SH SHARED 10 197980 D WESTAR ENERGY INC COM 95709T10 64 2826 SH SHARED 21 2826 D WESTAMERICA BANCORPORATION COM 95709010 699 13298 SH SHARED 13298 D WESTAMERICA BANCORPORATION COM 95709010 575 10950 SH SHARED 01 750 10200 D WESTAMERICA BANCORPORATION COM 95709010 128 2434 SH SHARED 02 2434 D WESTAMERICA BANCORPORATION COM 95709010 568 10800 SH SHARED 10 10800 D WESTELL TECHNOLOGIES INC CL A 95754110 6357 4238013 SH SHARED 4238013 D WESTERN ALLIANCE BANCORP COM 95763810 108 8402 SH SHARED 8402 D WESTERN ALLIANCE BANCORP COM 95763810 52 4060 SH SHARED 02 4060 D WESTERN ALLIANCE BANCORP COM 95763810 31 2462 SH SHARED 10 2462 D WESTERN ASSET EMRG MKT DEBT COM 95766A10 8408 483497 SH SHARED 483497 D WESTERN ASSET GLB HI INCOME COM 95766B10 6618 600555 SH SHARED 600555 D WESTERN ASSET EMRG MKT INCM COM 95766E10 1923 150500 SH SHARED 150500 D WESTERN ASSET EMRG MKT INCM COM 95766F10 62 4883 SH SHARED 4883 D WESTERN ASSET GLB PTNRS INCO COM 95766G10 588 58200 SH SHARED 58200 D WESTERN ASSET HIGH INCM FD I COM 95766J10 6892 750000 SH SHARED 750000 D WESTERN ASSET HIGH INCM FD I COM 95766J10 75 8200 SH SHARED 02 8200 D WESTERN ASSET HIGH INCM OPP COM 95766K10 0 125 SH SHARED 125 D WESTERN ASSETT MGD HI INCM F COM 95766L10 421 76942 SH SHARED 76942 D WESTERN ASST MNG MUN FD INC COM 95766M10 41 3817 SH SHR/OTHR 01 3817 D WESTERN ASSET CLYM INFL SEC COM SH BEN INT 95766Q10 1258 105000 SH SHARED 02 105000 D WESTERN ASSET CLYM INFL OPP COM 95766R10 4298 359100 SH SHARED 359100 D WESTERN ASSET CLYM INFL OPP COM 95766R10 155 13000 SH SHARED 02 13000 D WESTERN ASSET INFL MGMT FD I COM 95766U10 2089 123298 SH SHARED 123298 D WESTERN ASSET WORLDWIDE INCO COM 95766810 540 41600 SH SHARED 41600 D WESTERN DIGITAL CORP COM 95810210 85 3150 SH SHARED 3150 D WESTERN DIGITAL CORP COM 95810210 3194 118133 SH SHARED 63033 55100 D WESTERN DIGITAL CORP COM 95810210 2501 92505 SH SHARED 01 25705 66800 D WESTERN DIGITAL CORP COM 95810210 478 17707 SH SHARED 02 17707 D WESTERN DIGITAL CORP COM 95810210 270 10000 SH SHARED 04 10000 D WESTERN DIGITAL CORP COM 95810210 425 15750 SH SHARED 06 13450 2300 D WESTERN DIGITAL CORP COM 95810210 59198 2189281 SH SHARED 10 2176181 13100 D WESTERN DIGITAL CORP COM 95810210 275 10200 SH SHARED 14 10200 D WESTERN GOLDFIELDS INC CDA COM NEW 95828P20 0 221 SH SHARED 221 D WESTERN REFNG INC COM 95931910 1626 120784 SH SHARED 120784 D WESTERN REFNG INC COM 95931910 3 290 SH SHARED 01 290 D WESTERN REFNG INC COM 95931910 643 47800 SH SHARED 10 47800 D WESTERN UN CO COM 95980210 20605 968741 SH SHARED 968741 D WESTERN UN CO COM 95980210 1977 92974 SH SHARED 01 91024 1950 D WESTERN UN CO COM 95980210 82 3900 SH SHR/OTHR 01 3900 D WESTERN UN CO COM 95980210 125 5909 SH SHARED 02 4409 1500 D WESTERN UN CO COM 95980210 6274 295000 SH SHARED 04 295000 D WESTERN UN CO COM 95980210 7 359 SH SHARED 05 359 D WESTERN UN CO COM 95980210 1617 76049 SH SHARED 06 66242 9807 D WESTERN UN CO COM 95980210 10323 485361 SH SHARED 10 485361 D WESTERN UN CO COM 95980210 183 8616 SH SHARED 14 8616 D WESTERN UN CO COM 95980210 327 15410 SH SHARED 20 3200 12210 D WESTERN UN CO COM 95980210 118 5580 SH SHR/OTHR 20 5580 D WESTERN UN CO COM 95980210 21 1000 SH SHARED 22 1000 D WESTERN UN CO COM 95980210 4 200 SH SHR/OTHR 22 200 D WESTERN UN CO COM 95980210 534 25150 SH SHARED 23 450 24700 D WESTERN UN CO COM 95980210 95 4468 SH SHR/OTHR 23 4468 D WESTFIELD FINANCIAL INC NEW COM 96008P10 619 63450 SH SHARED 63450 D WESTFIELD FINANCIAL INC NEW COM 96008P10 1 200 SH SHARED 02 200 D WESTLAKE CHEM CORP COM 96041310 320 24535 SH SHARED 24535 D WESTLAKE CHEM CORP COM 96041310 45 3460 SH SHARED 02 3460 D WESTLAKE CHEM CORP COM 96041310 217 16670 SH SHARED 10 16670 D WESTMORELAND COAL CO COM 96087810 3 238 SH SHARED 238 D WESTMORELAND COAL CO COM 96087810 34 2500 SH SHARED 02 2500 D WESTPAC BKG CORP SPONSORED ADR 96121430 402 3700 SH SHARED 3700 D WESTSIDE ENERGY CORP COM 96149R10 1 483 SH SHARED 483 D WESTWOOD HLDGS GROUP INC COM 96176510 24 638 SH SHARED 638 D WESTWOOD HLDGS GROUP INC COM 96176510 67 1800 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113437 D XEROX CORP COM 98412110 302 20196 SH SHARED 02 14701 5495 D XEROX CORP COM 98412110 8 600 SH SHARED 05 600 D XEROX CORP COM 98412110 2023 135160 SH SHARED 06 126750 8410 D XEROX CORP COM 98412110 11346 757944 SH SHARED 10 757944 D XEROX CORP COM 98412110 492 32920 SH SHARED 14 32920 D XEROX CORP COM 98412110 2 155 SH SHARED 21 155 D XEROX CORP COM 98412110 26 1800 SH SHR/OTHR 23 1800 D XTENT INC COM 98414110 1 311 SH SHARED 311 D XERIUM TECHNOLOGIES INC COM 98416J10 0 51 SH SHARED 51 D XERIUM TECHNOLOGIES INC COM 98416J10 7 5955 SH SHARED 01 5955 D XERIUM TECHNOLOGIES INC COM 98416J10 71 55800 SH SHARED 10 55800 D XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P10 239 28582 SH SHARED 28582 D XETHANOL CORP COM 98420A10 10 26028 SH SHARED 26028 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 58 1341 SH SHARED 1341 D YRC WORLDWIDE INC COM 98424910 1390 105972 SH SHARED 105972 D YRC WORLDWIDE INC COM 98424910 334 25492 SH SHARED 01 8292 17200 D YRC WORLDWIDE INC COM 98424910 1210 92280 SH SHARED 02 8380 83900 D YRC WORLDWIDE INC COM 98424910 160 12211 SH SHARED 10 10311 1900 D YADKIN VALLEY FINANCIAL CORP COM 98431410 3 277 SH SHARED 277 D YAHOO INC FRNT 4/0 984332AB 2400 2400000 PRN SHARED 06 2400000 D YAHOO INC COM 98433210 9 320 SH SHARED 320 D YAHOO INC COM 98433210 127290 4399955 SH SHARED 4373055 26900 D YAHOO INC COM 98433210 4810 166264 SH SHARED 01 165214 1050 D YAHOO INC COM 98433210 41856 1446823 SH SHARED 02 1424951 21872 D YAHOO INC COM 98433210 24127 834000 SH SHARED 04 834000 D YAHOO INC COM 98433210 17 590 SH SHARED 05 590 D YAHOO INC COM 98433210 3861 133470 SH SHARED 06 121600 11870 D YAHOO INC COM 98433210 56769 1962310 SH SHARED 10 1962310 D YAHOO INC COM 98433210 244 8457 SH SHARED 14 8457 D YAHOO INC COM 98433210 8679 300000 SH SHARED 15 300000 D YAHOO INC COM 98433210 23 800 SH SHARED 20 800 D YAHOO INC COM 98433210 0 20 SH SHR/OTHR 23 20 D YAMANA GOLD INC COM 98462Y10 5405 369727 SH SHARED 369727 D YAMANA GOLD INC COM 98462Y10 25 1747 SH SHARED 01 1747 D YAMANA GOLD INC COM 98462Y10 2622 179350 SH SHARED 02 19180 160170 D YAMANA GOLD INC COM 98462Y10 10839 741400 SH SHARED 04 741400 D YAMANA GOLD INC COM 98462Y10 432 29600 SH SHARED 06 1000 28600 D YAMANA GOLD INC COM 98462Y10 53297 3645498 SH SHARED 10 3645498 D YAMANA GOLD INC COM 98462Y10 279 19100 SH SHARED 14 19100 D YAMANA GOLD INC COM 98462Y10 8311 568487 SH SHARED 16 568487 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 1990 28029 SH SHARED 28029 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 13672 15537000 PRN SHARED 15537000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 1344 1750000 PRN SHARED 1750000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 5541 324043 SH SHARED 315943 8100 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 571 33400 SH SHARED 01 33400 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 11115 650000 SH SHARED 04 650000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 1952 114200 SH SHARED 06 79200 35000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 11946 698650 SH SHARED 10 604650 94000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 318 18616 SH SHARED 24 18616 D YORK WTR CO COM 98718410 4 289 SH SHARED 289 D YORK WTR CO COM 98718410 556 37089 SH SHARED 22 3500 33589 D YOUBET COM INC COM 98741310 0 1031 SH SHARED 1031 D YOUNG BROADCASTING INC CL A 98743410 2 3087 SH SHARED 3087 D YOUNG BROADCASTING INC CL A 98743410 7 10000 SH SHARED 23 10000 D YOUNG INNOVATIONS INC COM 98752010 40 2346 SH SHARED 2346 D YUM BRANDS INC COM 98849810 2731 73397 SH SHARED 4312 69085 D YUM BRANDS INC COM 98849810 27598 741700 SH SHARED 702200 39500 D YUM BRANDS INC COM 98849810 4567 122738 SH SHARED 01 93348 29390 D YUM BRANDS INC COM 98849810 597 16050 SH SHR/OTHR 01 16050 D YUM BRANDS INC COM 98849810 17856 479878 SH SHARED 02 471538 8340 D YUM BRANDS INC COM 98849810 11 300 SH SHARED 05 300 D YUM BRANDS INC COM 98849810 7484 201136 SH SHARED 06 110776 90360 D YUM BRANDS INC COM 98849810 91779 2466529 SH SHARED 10 2456029 10500 D YUM BRANDS INC COM 98849810 453 12198 SH SHARED 14 12198 D YUM BRANDS INC COM 98849810 196 5280 SH SHARED 20 1280 4000 D YUM BRANDS INC COM 98849810 203 5465 SH SHARED 21 2480 2985 D YUM BRANDS INC COM 98849810 22 600 SH SHARED 22 600 D YUM BRANDS INC COM 98849810 128 3440 SH SHR/OTHR 22 3440 D YUM BRANDS INC COM 98849810 1588 42690 SH SHARED 23 40090 2600 D YUM BRANDS INC COM 98849810 916 24624 SH SHR/OTHR 23 24624 D ZBB ENERGY CORPORATION COM 98876R20 0 287 SH SHARED 287 D ZVUE CORP COM 98880110 0 462 SH SHARED 462 D ZALE CORP NEW COM 98885810 348 17657 SH SHARED 17657 D ZALE CORP NEW COM 98885810 3 200 SH SHARED 01 200 D ZALE CORP NEW COM 98885810 121 6129 SH SHARED 02 6129 D ZALE CORP NEW COM 98885810 353 17900 SH SHARED 10 17900 D Z TRIM HLDGS INC COM 98892410 0 1455 SH SHARED 1455 D ZANETT INC COM 98906R10 0 168 SH SHARED 168 D ZAPATA CORP COM PAR $ 98907060 1 255 SH SHARED 255 D ZAPATA CORP COM PAR $ 98907060 0 120 SH SHARED 02 120 D ZAREBA SYSTEMS INC COM 98913110 0 51 SH SHARED 51 D ZARLINK SEMICONDUCTOR INC COM 98913910 152 188635 SH SHARED 188635 D ZEBRA TECHNOLOGIES CORP CL A 98920710 562 16871 SH SHARED 16871 D ZEBRA TECHNOLOGIES CORP CL A 98920710 723 21700 SH SHARED 01 900 20800 D ZEBRA TECHNOLOGIES CORP CL A 98920710 870 26114 SH SHARED 02 26114 D ZEBRA TECHNOLOGIES CORP CL A 98920710 222 6688 SH SHARED 10 5388 1300 D ZENITH NATL INS CORP COM 98939010 15522 432858 SH SHARED 432858 D ZENITH NATL INS CORP COM 98939010 575 16050 SH SHARED 10 16050 D ZEP INC COM 98944B10 1184 73010 SH SHARED 73010 D ZEP INC COM 98944B10 0 14 SH SHARED 02 14 D ZEP INC COM 98944B10 197 12150 SH SHARED 10 12150 D ZEP INC COM 98944B10 8 500 SH SHARED 23 500 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 70 72399 SH SHARED 72399 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 7 8088 SH SHARED 02 8088 D ZILA INC COM PAR $0.01 98951320 0 1625 SH SHARED 1625 D ZILOG INC COM PAR $0.01 98952430 1 441 SH SHARED 441 D ZIMMER HLDGS INC COM 98956P10 925 11882 SH SHARED 10607 1275 D ZIMMER HLDGS INC COM 98956P10 24706 317314 SH SHARED 315514 1800 D ZIMMER HLDGS INC COM 98956P10 23180 297725 SH SHARED 01 186329 111396 D ZIMMER HLDGS INC COM 98956P10 5138 65996 SH SHR/OTHR 01 65996 D ZIMMER HLDGS INC COM 98956P10 858 11023 SH SHARED 02 8128 2895 D ZIMMER HLDGS INC COM 98956P10 290 3726 SH SHARED 04 3726 D ZIMMER HLDGS INC COM 98956P10 8947 114915 SH SHARED 04 114915 D ZIMMER HLDGS INC COM 98956P10 10 130 SH SHARED 05 130 D ZIMMER HLDGS INC COM 98956P10 2823 36270 SH SHARED 06 21000 15270 D ZIMMER HLDGS INC COM 98956P10 64338 826332 SH SHARED 10 795892 30440 D ZIMMER HLDGS INC COM 98956P10 7 96 SH SHR/OTHR 10 96 D ZIMMER HLDGS INC COM 98956P10 1166 14987 SH SHARED 14 1500 13487 D ZIMMER HLDGS INC COM 98956P10 3114 40000 SH SHARED 15 40000 D ZIMMER HLDGS INC COM 98956P10 3387 43511 SH SHARED 16 43511 D ZIMMER HLDGS INC COM 98956P10 3196 41058 SH SHARED 19 41058 D ZIMMER HLDGS INC COM 98956P10 1450 18635 SH SHARED 20 9690 8945 D ZIMMER HLDGS INC COM 98956P10 747 9605 SH SHR/OTHR 20 9605 D ZIMMER HLDGS INC COM 98956P10 2164 27800 SH SHARED 21 25000 2800 D ZIMMER HLDGS INC COM 98956P10 7 100 SH SHR/OTHR 21 100 D ZIMMER HLDGS INC COM 98956P10 1471 18894 SH SHARED 22 13079 5815 D ZIMMER HLDGS INC COM 98956P10 426 5474 SH SHR/OTHR 22 5474 D ZIMMER HLDGS INC COM 98956P10 4018 51613 SH SHARED 23 38399 13214 D ZIMMER HLDGS INC COM 98956P10 19208 246710 SH SHR/OTHR 23 246710 D ZION OIL & GAS INC COM 98969610 0 158 SH SHARED 158 D ZIONS BANCORPORATION COM 98970110 5624 123488 SH SHARED 123488 D ZIONS BANCORPORATION COM 98970110 866 19020 SH SHARED 01 18920 100 D ZIONS BANCORPORATION COM 98970110 717 15751 SH SHARED 02 15751 D ZIONS BANCORPORATION COM 98970110 8478 186142 SH SHARED 06 10900 175242 D ZIONS BANCORPORATION COM 98970110 2838 62306 SH SHARED 10 62306 D ZIONS BANCORPORATION COM 98970110 212 4658 SH SHARED 14 4658 D ZIOPHARM ONCOLOGY INC COM 98973P10 1 474 SH SHARED 474 D ZIX CORP COM 98974P10 5 1435 SH SHARED 1435 D ZIX CORP COM 98974P10 74 19300 SH SHARED 02 19300 D ZIPREALTY INC COM 98974V10 1 306 SH SHARED 306 D ZIPREALTY INC COM 98974V10 149 28500 SH SHARED 02 28500 D ZORAN CORP COM 98975F10 665 48696 SH SHARED 48696 D ZORAN CORP COM 98975F10 155 11351 SH SHARED 01 11350 1 D ZORAN CORP COM 98975F10 421 30849 SH SHARED 02 30849 D ZORAN CORP COM 98975F10 2028 148470 SH SHARED 10 148470 D ZOLTEK COS INC COM 98975W10 1504 56741 SH SHARED 56741 D ZOLTEK COS INC COM 98975W10 132 5000 SH SHARED 01 5000 D ZOLTEK COS INC COM 98975W10 126 4778 SH SHARED 02 4778 D ZOOM TECHNOLOGIES INC DEL COM 98976E10 0 209 SH SHARED 209 D ZONES INC COM 98976N10 1 186 SH SHARED 186 D ZUMIEZ INC COM 98981710 169 10787 SH SHARED 10787 D ZUMIEZ INC COM 98981710 91 5820 SH SHARED 02 5820 D ZUMIEZ INC COM 98981710 5548 353605 SH SHARED 10 353605 D ZWEIG FD COM 98983410 253 55307 SH SHARED 55307 D ZWEIG TOTAL RETURN FD INC COM 98983710 1016 219127 SH SHARED 219127 D ZYMOGENETICS INC COM 98985T10 112 11518 SH SHARED 11518 D ZYMOGENETICS INC COM 98985T10 7 734 SH SHARED 02 734 D ZYGO CORP COM 98985510 3 320 SH SHARED 320 D ZYGO CORP COM 98985510 27 2225 SH SHARED 01 2225 D ZYGO CORP COM 98985510 2066 166129 SH SHARED 02 629 165500 D ZOLL MED CORP COM 98992210 53 2020 SH SHARED 02 1520 500 S REPORT SUMMARY 20950 DATA RECORDS 145848599 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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